0001398344-19-004384.txt : 20190308 0001398344-19-004384.hdr.sgml : 20190308 20190308084008 ACCESSION NUMBER: 0001398344-19-004384 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 200 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190308 DATE AS OF CHANGE: 20190308 EFFECTIVENESS DATE: 20190308 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WILSHIRE MUTUAL FUNDS INC CENTRAL INDEX KEY: 0000890453 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-07076 FILM NUMBER: 19667667 BUSINESS ADDRESS: STREET 1: 1299 OCEAN AVENUE STREET 2: SUITE 700 CITY: SANTA MONICA STATE: CA ZIP: 90401 BUSINESS PHONE: 610-676-3419 MAIL ADDRESS: STREET 1: 1299 OCEAN AVENUE STREET 2: SUITE 700 CITY: SANTA MONICA STATE: CA ZIP: 90401 FORMER COMPANY: FORMER CONFORMED NAME: WILSHIRE TARGET FUNDS INC DATE OF NAME CHANGE: 19960603 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS WILSHIRE TARGET FUNDS INC DATE OF NAME CHANGE: 19921014 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS WILSHIRE SERIES FUND INC/ DATE OF NAME CHANGE: 19921014 0000890453 S000001045 LARGE COMPANY GROWTH PORTFOLIO C000002805 INVESTMENT CLASS DTLGX C000002806 INSTITUTIONAL CLASS WLCGX 0000890453 S000001046 LARGE COMPANY VALUE PORTFOLIO C000002807 INVESTMENT CLASS DTLVX C000002808 INSTITUTIONAL CLASS WLCVX 0000890453 S000001047 SMALL COMPANY GROWTH PORTFOLIO C000002809 INVESTMENT CLASS DTSGX C000002810 INSTITUTIONAL CLASS WSMGX 0000890453 S000001048 SMALL COMPANY VALUE PORTFOLIO C000002811 INVESTMENT CLASS DTSVX C000002812 INSTITUTIONAL CLASS WSMVX 0000890453 S000001049 WILSHIRE 5000 INDEX FUND C000002815 INVESTMENT CLASS WFIVX C000002816 INSTITUTIONAL CLASS WINDX 0000890453 S000019534 WILSHIRE INTERNATIONAL EQUITY FUND C000065456 INVESTMENT CLASS WLCTX C000065457 INSTITUTIONAL CLASS WLTTX 0000890453 S000053356 Wilshire Income Opportunities Fund C000167854 Investment Class WIORX C000167855 Institutional Class WIOPX N-CSR 1 fp0039844_ncsr.htm

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UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

FORM N-CSR

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

 

Investment Company Act file number 811-07076  

 

Wilshire Mutual Funds, Inc.
(Exact name of registrant as specified in charter)

 

1299 Ocean Avenue, Suite 700 Santa Monica, CA 90401-1085
(Address of principal executive offices) (Zip code)

 

Jason A. Schwarz

 

Wilshire Associates Incorporated, 1299 Ocean Avenue, Suite 700, Santa Monica, CA 90401-1085
(Name and address of agent for service)

 

Registrant's telephone number, including area code: (310) 451-3051  

 

Date of fiscal year end: December 31  
     
Date of reporting period: December 31, 2018  

 

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.

 

A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

 

 

 

Item 1.Reports to Stockholders.

 

Wilshire Mutual Funds, Inc.

 

  ANNUAL REPORT

 

 Large Company Growth Portfolio

Large Company Value Portfolio

Small Company Growth Portfolio

Small Company Value Portfolio

Wilshire 5000 Indexsm Fund

Wilshire International Equity Fund

Wilshire Income Opportunities Fund

 

December 31, 2018

 

 

 

http://advisor.wilshire.com

 

Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of the Funds’ shareholder reports like this one will no longer be sent by mail, unless you specifically request paper copies of the reports from the Funds or from your financial intermediary, such as a broker-dealer or bank. Instead, the reports will be made available on a website, and you will be notified by mail each time a report is posted and provided with a website link to access the report.

 

If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from the Funds electronically by contacting the Funds at 1-800-487-7626 or, if you own these shares through a financial intermediary, by contacting your financial intermediary.

 

You may elect to receive all future reports in paper free of charge. You can inform the Funds that you wish to continue receiving paper copies of your shareholder reports by contacting the Fund at 1-800-487-7626. If you own shares through a financial intermediary, you may contact your financial intermediary or follow instructions included with this document to elect to continue to receive paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held with the fund complex or at your financial intermediary.

 

 

Wilshire Mutual Funds, Inc.

 

Table of Contents

 

Letter to Shareholders

1

Commentary:

 

Large Company Growth Portfolio

4

Large Company Value Portfolio

8

Small Company Growth Portfolio

12

Small Company Value Portfolio

16

Wilshire 5000 IndexSM Fund

20

Wilshire International Equity Fund

24

Wilshire Income Opportunities Fund

30

Disclosure of Fund Expenses

34

Schedules of Investments/Condensed Schedules of Investments:

 

Large Company Growth Portfolio

37

Large Company Value Portfolio

39

Small Company Growth Portfolio

41

Small Company Value Portfolio

43

Wilshire 5000 IndexSM Fund

45

Wilshire International Equity Fund

47

Wilshire Income Opportunities Fund

51

Statements of Assets and Liabilities

100

Statements of Operations

102

Statements of Changes in Net Assets

104

Financial Highlights:

 

Large Company Growth Portfolio

109

Large Company Value Portfolio

111

Small Company Growth Portfolio

113

Small Company Value Portfolio

115

Wilshire 5000 IndexSM Fund

117

Wilshire International Equity Fund

119

Wilshire Income Opportunities Fund

121

Notes to Financial Statements

123

Report of Independent Registered Public Accounting Firm

150

Additional Fund Information

151

Tax Information

155

Board Approval of Advisory Agreements

157

Board Approval of Subadvisory Agreements

164

 

 

 

This report is for the general information of the shareholders of Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire 5000 IndexSM Fund, Wilshire International Equity Fund and Wilshire Income Opportunities Fund. Its use in connection with any offering of a Portfolio’s shares is authorized only if accompanied or preceded by the Portfolio’s current prospectus.

 

Wilshire Mutual Funds, Inc. are distributed by Ultimus Fund Distributors, LLC.

 

 

Wilshire Mutual Funds, Inc.

 

Letter to Shareholders (Unaudited)

 

Dear Wilshire Mutual Fund Shareholder:

 

We are pleased to present this annual report to all shareholders of the Wilshire Mutual Funds. This report covers the period from January 1, 2018 to December 31, 2018, for all share classes of the Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire 5000 IndexSM Fund, Wilshire International Equity Fund and Wilshire Income Opportunities Fund.

 

MARKET ENVIRONMENT

 

U.S. Equity Market

 

The U.S. stock market, represented by the Wilshire 5000 Total Market IndexSM, was down -14.29% for the fourth quarter of 2018 and down -5.26% for the year. This marks the worst quarter for U.S. equities since 2011 and the first down year since the credit crisis sell-off of 2008. The Index had been down by double digits for the year in late December before gaining nearly 7% during the final few trading days. Concerns of an economic slowdown weighed on stock prices, as did fears that additional rate increases by the Federal Reserve could weaken future prospects for economic growth. Ongoing trade negotiations between China and the U.S. continued to be a factor affecting market activity during the quarter, and these issues remain unresolved entering the new year.

 

Eight of the eleven major sectors produced negative returns during 2018, with Energy (-19.39%) and Materials (-16.62%) down the most for the year. The best performing sectors were Health Care (+5.41%) and Utilities (+4.32%). Large capitalization stocks outperformed small caps with the Wilshire U.S. Large-Cap IndexSM returning -4.64% versus -10.84% for the Wilshire U.S. Small-Cap IndexSM. Growth stocks broadly trailed value stocks during the fourth quarter but outperformed overall during the twelve-month period.

 

International Equity Market

 

Equity markets outside of the U.S. were negative for 2018 in both developed and emerging markets, with double-digit losses across the major indices. The MSCI EAFE Index returned -13.79% for the year. Although the European Union began the year in sound economic condition, growth declined steadily throughout the year as gains in unemployment stalled and industrial production reversed course. News out of Japan was grim with a report showing a serious economic contraction during the third quarter that threatens to end Japan’s longest expansion since the 1980’s. Emerging markets underperformed nearly all of the major indices for 2018, with the MSCI Emerging Markets Index closing the year at -14.57%. This ended the two-year streak of positive annual gains for the index.

 

Bond Market

 

The U.S. Treasury yield curve fell across most maturities during the fourth quarter, with the biggest decreases occurring in the intermediate to longer segment of the curve. The bellwether 10-year Treasury yield ended the year at 2.69%, up 29 basis points from its 2017 finish of 2.40%. The Federal Open Market Committee increased its overnight rate four times in 2018, a total increase of 100 basis points, to a range of 2.25% to 2.50%. Credit spreads widened in the fourth quarter within both the investment grade and high yield markets. For the year, the Bloomberg Barclays U.S Aggregate Bond Index returned 0.01%, the Bloomberg Barclays U.S. TIPS Index returned -1.26%, and Bloomberg Barclays U.S. Corporate High Yield Index returned -2.08%.

 

1

 

 

Wilshire Mutual Funds, Inc.

 

Letter to Shareholders (Unaudited) - (Continued)

 

Fund Performance Review

 

The Large Company Growth Portfolio - Institutional Class returned -1.58%, underperforming the Russell 1000 Growth Index by 0.07%. The Large Company Value Portfolio - Institutional Class returned -11.47%, underperforming the Russell 1000 Value Index by 3.20%. The Small Company Growth Portfolio - Institutional Class returned -7.63%, outperforming the Russell 2000 Growth Index by 1.68%. The Small Company Value Portfolio - Institutional Class returned -16.17%, underperforming the Russell 2000 Value Index by 3.31%. The Wilshire 5000 IndexSM Fund - Institutional Class returned -5.32%, underperforming the Wilshire 5000 Index by 0.06%. The Wilshire International Equity Fund - Institutional Class returned -12.39%, outperforming the MSCI All Country World ex-U.S. Index by 1.81%. The Wilshire Income Opportunities Fund - Institutional Class returned -0.43%, underperforming the Bloomberg Barclays U.S. Universal Index by 0.17%. We are pleased with the Funds’ performance for 2018 and we are confident that each Fund is well positioned for future growth.

 

As always, we sincerely appreciate your continued support and confidence in Wilshire Associates.

 

Sincerely,

 

 

Jason Schwarz
President, Wilshire Mutual Funds

 

2

 

 

Wilshire Mutual Funds, Inc.

 

Letter to Shareholders (Unaudited) - (Continued)

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Returns assume reinvestment of all distributions.

 

Index returns are for illustrative purposes only and do not represent actual Fund performance. Index performance returns do not reflect any management fees, transactions costs or expenses. Indexes are unmanaged and one cannot invest directly in an index. Past performance does not guarantee future results.

 

Bonds and bond funds are subject to interest rate risk and will decline in value as interest rates rise.

 

In addition to the normal risks associated with investing, international investments may involve risk of capital loss from unfavorable fluctuation in currency values, from differences in generally accepted accounting principles or from social, economic or political instability in other nations. Investments in smaller companies typically exhibit higher volatility.

 

Investing involves risk including loss of principal. This report identifies each Portfolio’s investments on June 30, 2018. These holdings are subject to change. Not all investments in each Portfolio performed the same, nor is there any guarantee that these investments will perform as well in the future. Market forecasts provided in this report may not occur.

 

The MSCI EAFE Index is an equity index which captures large and mid-cap representation across developed markets countries around the world, excluding the U.S. and Canada.

 

MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure equity market performance of emerging markets.

 

The Wilshire 5000 Total Market IndexSM is widely accepted as the definitive benchmark for the U.S. equity market, and measures performance of all U.S. equity securities with readily available price data.

 

3

 

 

Large Company Growth Portfolio

 

Commentary (Unaudited)

 

INVESTMENT CLASS SHARES

Average Annual Total Returns

 

One Year Ended 12/31/18

(1.90%)

Five Years Ended 12/31/18

8.08%

Ten Years Ended 12/31/18

13.10%

 

RUSSELL 1000® GROWTH INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(1.51%)

Five Years Ended 12/31/18

10.40%

Ten Years Ended 12/31/18

15.29%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $10,000 Investment in Shares of Large Company Growth
Portfolio, Investment Class Shares and the Russell 1000
® Growth Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Portfolio distributions or the redemption of Portfolio shares.

 

(1)

The Russell 1000® Growth Index is an unmanaged index that measures the performance of the largest 1,000 U.S. companies with higher price-to-book ratios and higher forecasted growth values. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

4

 

 

Large Company Growth Portfolio

 

Commentary (Unaudited) - (Continued)

 

INSTITUTIONAL CLASS SHARES

Average Annual Total Returns

 

One Year Ended 12/31/18

(1.58%)

Five Years Ended 12/31/18

8.43%

Ten Years Ended 12/31/18

13.47%

 

RUSSELL 1000® GROWTH INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(1.51%)

Five Years Ended 12/31/18

10.40%

Ten Years Ended 12/31/18

15.29%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $250,000 Investment in Shares of Large Company Growth
Portfolio, Institutional Class Shares and the Russell 1000
® Growth Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Portfolio distributions or the redemption of Portfolio shares.

 

(1)

The Russell 1000® Growth Index is an unmanaged index that measures the performance of the largest 1,000 U.S. companies with higher price-to-book ratios and higher forecasted growth values. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

5

 

 

Large Company Growth Portfolio

 

Commentary (Unaudited) - (Continued)

  

The Wilshire 5000 Total Market IndexSM was down -14.29% for the fourth quarter and -5.26% for the year, marking its first down year since the financial crisis. In 2018, the U.S. economy benefited from sizable tax cuts, particularly on the corporate side, which boosted earnings. Real gross domestic product (“GDP”) growth remained strong, growing at an annualized pace of 3.4% over the third quarter, and, for the fourth quarter, the Federal Reserve Bank of Atlanta projects annualized GDP growth of 2.8%. At the end of November, the unemployment rate was 3.9%, a level not seen since 2000, while wage growth continued to trend up to 3.2%. The Consumer Price Index (“CPI”) was up 1.9% for the year; although December 2018 marked the first time that the trailing 12-month CPI had fallen below 2.0% since August 2017. Concerns around additional rate hikes and ongoing trade negotiations increased, causing volatility to spike in the month of December. The CBOE S&P 500 Volatility Index® (“VIX”), which reflects a market estimate of future volatility, touched 36 on Monday, December 24, 2018, before falling back to 17.66 at the end of the year.

 

Sector performance for the Wilshire 5000 Total Market Index was mostly negative for 2018. Health Care (+5.41%), Utilities (+4.32%) and Information Technology (+0.67%) were the best performing sectors while Energy (-19.39%) and Materials (-16.62%) were the biggest laggards. Utilities was the only sector that recorded a positive return for the fourth quarter. Large capitalization stocks outperformed small caps with the Wilshire U.S. Large-Cap IndexSM returning -4.64% versus -10.84% for the Wilshire U.S. Small-Cap IndexSM. Growth stocks broadly trailed value stocks in the fourth quarter but outperformed over the twelve-month period.

 

U.S. real estate securities were down for the year but slightly outperformed their international counterparts. Commodities were down for the one-year period as crude oil fell 24.8% to $45.41 per barrel, compared to $60.42 per barrel at the close of 2017. Natural gas prices ended 2018 at $2.94 per million BTUs (British thermal unit), marginally down from the 2017 close of $2.95 per million BTUs. Finally, gold prices ended 2018 at $1,281 per troy ounce, down approximately 2% from last year.

 

The Large Company Growth Portfolio - Institutional Class returned -1.58% in 2018, underperforming the Russell 1000 Growth Index return of -1.51% by 0.07%. Stock selection within Health Care and Communication Services was detractive to relative performance. Sector allocations to Health Care and Consumer Staples, as well as stock selection within the Information Technology sector, were contributive.

 

Despite the Fund’s marginal relative underperformance, we believe the Fund is well positioned going into 2019 as the market deals with ongoing macroeconomic and geopolitical issues.

 

6

 

 

Large Company Growth Portfolio

 

Commentary (Unaudited) - (Continued)

 

PORTFOLIO SECTOR WEIGHTING†

(As of December 31, 2018)

 

 

Based on percent of the Portfolio’s total investments in securities at value. Includes investments held as collateral for securities on loan (see Note 7 in Notes to Financial Statements).

 

7

 

 

Large Company Value Portfolio

 

Commentary (Unaudited)

 

INVESTMENT CLASS SHARES

Average Annual Total Returns

 

One Year Ended 12/31/18

(11.71%)

Five Years Ended 12/31/18

4.20%

Ten Years Ended 12/31/18

10.60%

 

RUSSELL 1000® VALUE INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(8.27%)

Five Years Ended 12/31/18

5.95%

Ten Years Ended 12/31/18

11.18%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $10,000 Investment in Shares of Large Company Value
Portfolio, Investment Class Shares and the Russell 1000
® Value Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Portfolio distributions or the redemption of Portfolio shares.

 

(1)

The Russell 1000® Value Index is an unmanaged index that measures the performance of the largest 1,000 U.S. companies with lower price-to-book ratios and lower forecasted growth values. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

8

 

 

Large Company Value Portfolio

 

Commentary (Unaudited) - (Continued)

 

INSTITUTIONAL CLASS SHARES

Average Annual Total Returns

 

One Year Ended 12/31/18

(11.47%)

Five Years Ended 12/31/18

4.44%

Ten Years Ended 12/31/18

10.84%

 

RUSSELL 1000® VALUE INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(8.27%)

Five Years Ended 12/31/18

5.95%

Ten Years Ended 12/31/18

11.18%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $250,000 Investment in Shares of Large Company Value
Portfolio, Institutional Class Shares and the Russell 1000
® Value Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Portfolio distributions or the redemption of Portfolio shares.

 

(1)

The Russell 1000® Value Index is an unmanaged index that measures the performance of the largest 1,000 U.S. companies with lower price-to-book ratios and lower forecasted growth values. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

9

 

 

Large Company Value Portfolio

 

Commentary (Unaudited) - (Continued)

 

The Wilshire 5000 Total Market IndexSM was down -14.29% for the fourth quarter and -5.26% for the year, marking its first down year since the financial crisis. In 2018, the U.S. economy benefited from sizable tax cuts, particularly on the corporate side, which boosted earnings. Real gross domestic product (“GDP”) growth remained strong, growing at an annualized pace of 3.4% over the third quarter, and for the fourth quarter, the Federal Reserve Bank of Atlanta projects annualized GDP growth of 2.8%. At the end of November, the unemployment rate was 3.9%, a level not seen since 2000, while wage growth continued to trend up to 3.2%. The Consumer Price Index (“CPI”) was up 1.9% for the year; although December 2018 marked the first time that the trailing 12-month CPI had fallen below 2.0% since August 2017. Concerns around additional rate hikes and on-going trade negotiations increased, causing volatility to spike in the month of December. The CBOE S&P 500 Volatility Index® (“VIX”), which reflects a market estimate of future volatility, touched 36 on Monday, December 24, 2018 before falling back to 17.66 at the end of the year.

 

Sector performance for the Wilshire 5000 Total Market Index was mostly negative for 2018. Health Care (+5.41%), Utilities (+4.32%) and Information Technology (+0.67%) were the best performing sectors while Energy (-19.39%) and Materials (-16.62%) were the biggest laggards. Utilities was the only sector that recorded a positive return for the fourth quarter. Large capitalization stocks outperformed small caps with the Wilshire U.S. Large-Cap IndexSM returning -4.64% versus -10.84% for the Wilshire U.S. Small-Cap IndexSM. Growth stocks broadly trailed value stocks in the fourth quarter but outperformed over the twelve-month period.

 

U.S. real estate securities were down for the year but slightly outperformed their international counterparts. Commodities were down for the one-year period as crude oil fell 24.8% to $45.41 per barrel, compared to $60.42 per barrel at the close of 2017. Natural gas prices ended 2018 at $2.94 per million BTUs (British thermal unit), marginally down from the 2017 close of $2.95 per million BTUs. Finally, gold prices ended 2018 at $1,281 per troy ounce, down approximately 2% from last year.

 

The Large Company Value Portfolio - Institutional Class returned -11.47% in 2018, underperforming the Russell 1000 Value Index return of -8.27% by 3.20%. Weak sector allocation within the Industrials sector, and stock selection within Consumer Discretionary and Industrials overall detracted from relative performance. However, the Fund benefited slightly from stock selection within Communication Services, as well as from sector allocations to Energy and Materials.

 

Despite the Fund’s underperformance versus its benchmark, we believe the Fund is well positioned going into 2019 as the market deals with ongoing macroeconomic and geopolitical uncertainties.

 

10

 

Large Company Value Portfolio

 

Commentary (Unaudited) - (Continued)

 

PORTFOLIO SECTOR WEIGHTING†

(As of December 31, 2018)

 

 

Based on percent of the Portfolio’s total investments in securities at value. Includes investments held as collateral for securities on loan (see Note 7 in Notes to Financial Statements).

 

11

 

 

Small Company Growth Portfolio

 

Commentary (Unaudited)

 

INVESTMENT CLASS SHARES

Average Annual Total Returns*

 

One Year Ended 12/31/18

(7.87%)

Five Years Ended 12/31/18

5.94%

Ten Years Ended 12/31/18

13.38%

 

RUSSELL 2000® GROWTH INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(9.31%)

Five Years Ended 12/31/18

5.13%

Ten Years Ended 12/31/18

13.52%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $10,000 Investment in Shares of Small Company Growth
Portfolio, Investment Class Shares and the Russell 2000
® Growth Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Portfolio distributions or the redemption of Portfolio shares.

 

*

During the ten years ended December 31, 2018, certain fees and expenses were reduced or reimbursed. Without fee reductions and expense reimbursements (excluding fees paid indirectly), historical total returns would have been lower. For the year ended December 31, 2018, the investment adviser reduced its fees or reimbursed expenses in the amount of 0.20% of average net assets.

(1)

The Russell 2000® Growth Index is an unmanaged index that measures the performance of the 2,000 smallest U.S. companies with higher price-to-book ratios and higher forecasted growth values. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

12

 

 

Small Company Growth Portfolio

 

Commentary (Unaudited) - (Continued)

 

INSTITUTIONAL CLASS SHARES

Average Annual Total Returns*

 

One Year Ended 12/31/18

(7.63%)

Five Years Ended 12/31/18

6.22%

Ten Years Ended 12/31/18

13.69%

 

RUSSELL 2000® GROWTH INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(9.31%)

Five Years Ended 12/31/18

5.13%

Ten Years Ended 12/31/18

13.52%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $250,000 Investment in Shares of Small Company Growth
Portfolio, Institutional Class Shares and the Russell 2000
® Growth Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Portfolio distributions or the redemption of Portfolio shares.

 

*

During the ten years ended December 31, 2018, certain fees and expenses were waived or reimbursed. Without waivers and reimbursements (excluding fees paid indirectly), historical total returns would have been lower. For the year ended December 31, 2018, the investment adviser reduced its fees or reimbursed expenses in the amount of 0.18% of average net assets.

(1)

The Russell 2000® Growth Index is an unmanaged index that measures the performance of the 2,000 smallest U.S. companies with higher price-to-book ratios and higher forecasted growth values. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

13

 

 

Small Company Growth Portfolio

 

Commentary (Unaudited) - (Continued)

 

The Wilshire 5000 Total Market IndexSM was down -14.29% for the fourth quarter and -5.26% for the year, marking its first down year since the financial crisis. In 2018, the U.S. economy benefited from sizable tax cuts, particularly on the corporate side, which boosted earnings. Real gross domestic product (“GDP”) growth remained strong, growing at an annualized pace of 3.4% over the third quarter, and for the fourth quarter, the Federal Reserve Bank of Atlanta projects annualized GDP growth of 2.8%. At the end of November, the unemployment rate was 3.9%, a level not seen since 2000, while wage growth continued to trend up to 3.2%. The Consumer Price Index (“CPI”) was up 1.9% for the year; although December 2018 marked the first time that the trailing 12-month CPI had fallen below 2.0% since August 2017. Concerns around additional rate hikes and on-going trade negotiations increased, causing volatility to spike in the month of December. The CBOE S&P 500 Volatility Index® (“VIX”), which reflects a market estimate of future volatility, touched 36 on Monday, December 24, 2018 before falling back to 17.66 at the end of the year.

 

Sector performance for the Wilshire 5000 Total Market Index was mostly negative for 2018. Health Care (+5.41%), Utilities (+4.32%) and Information Technology (+0.67%) were the best performing sectors while Energy (-19.39%) and Materials (-16.62%) were the biggest laggards. Utilities was the only sector that recorded a positive return for the fourth quarter. Large capitalization stocks outperformed small caps with the Wilshire U.S. Large-Cap IndexSM returning -4.64% versus -10.84% for the Wilshire U.S. Small-Cap IndexSM. Growth stocks broadly trailed value stocks in the fourth quarter but outperformed over the twelve-month period.

 

U.S. real estate securities were down for the year but slightly outperformed their international counterparts. Commodities were down for the one-year period as crude oil fell 24.8% to $45.41 per barrel, compared to $60.42 per barrel at the close of 2017. Natural gas prices ended 2018 at $2.94 per million BTUs (British thermal unit), marginally down from the 2017 close of $2.95 per million BTUs. Finally, gold prices ended 2018 at $1,281 per troy ounce, down approximately 2% from last year.

 

The Small Company Growth Portfolio - Institutional Class returned -7.63% in 2018, outperforming the Russell 2000 Growth Index return of -9.31% by 1.68%. The Fund benefited from sector allocation in Information Technology and Consumer Staples, as well as from strong stock selection within the Health Care sector. Stock selection within Information Technology and sector allocation to Energy were detractive.

 

We are pleased with the Fund’s outperformance for 2018 and believe that the Fund is well positioned going into 2019 as the market deals with ongoing macroeconomic and geopolitical issues.

 

14

 

 

Small Company Growth Portfolio

 

Commentary (Unaudited) - (Continued)

 

PORTFOLIO SECTOR WEIGHTING†

(As of December 31, 2018)

 

 

Based on percent of the Portfolio’s total investments in securities at value. Includes investments held as collateral for securities on loan (see Note 7 in Notes to Financial Statements).

 

15

 

 

Small Company Value Portfolio

 

Commentary (Unaudited)

 

INVESTMENT CLASS SHARES

Average Annual Total Returns*

 

One Year Ended 12/31/18

(16.35%)

Five Years Ended 12/31/18

2.99%

Ten Years Ended 12/31/18

10.61%

 

RUSSELL 2000® VALUE INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(12.86%)

Five Years Ended 12/31/18

3.61%

Ten Years Ended 12/31/18

10.40%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $10,000 Investment in Shares of Small Company Value
Portfolio, Investment Class Shares and the Russell 2000
® Value Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Portfolio distributions or the redemption of Portfolio shares.

 

*

During the ten years ended December 31, 2018, certain fees and expenses were reduced or reimbursed. Without fee reductions and expense reimbursements (excluding fees paid indirectly), historical total returns would have been lower. For the year ended December 31, 2018, the investment adviser reduced its fees or reimbursed expenses in the amount of 0.24% of average net assets.

(1)

The Russell 2000® Value Index is an unmanaged index that measures the performance of the 2,000 smallest U.S. companies with lower price-to-book ratios and lower forecasted growth values. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

16

 

 

Small Company Value Portfolio

 

Commentary (Unaudited) - (Continued)

 

INSTITUTIONAL CLASS SHARES

Average Annual Total Returns*

 

One Year Ended 12/31/18

(16.17%)

Five Years Ended 12/31/18

3.27%

Ten Years Ended 12/31/18

10.92%

 

RUSSELL 2000® VALUE INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(12.86%)

Five Years Ended 12/31/18

3.61%

Ten Years Ended 12/31/18

10.40%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $250,000 Investment in Shares of Small Company Value
Portfolio, Institutional Class Shares and the Russell 2000
® Value Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Portfolio distributions or the redemption of Portfolio shares.

 

*

During the ten years ended December 31, 2018, certain fees and expenses were reduced or reimbursed. Without fee reductions and expense reimbursements (excluding fees paid indirectly), historical total returns would have been lower. For the year ended December 31, 2018, the investment adviser reduced its fees or reimbursed expenses in the amount of 0.18% of average net assets.

(1)

The Russell 2000® Value Index is an unmanaged index that measures the performance of the 2,000 smallest U.S. companies with lower price-to-book ratios and lower forecasted growth values. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

17

 

 

Small Company Value Portfolio

 

Commentary (Unaudited) - (Continued)

 

The Wilshire 5000 Total Market IndexSM was down -14.29% for the fourth quarter and -5.26% for the year, marking its first down year since the financial crisis. In 2018, the U.S. economy benefited from sizable tax cuts, particularly on the corporate side, which boosted earnings. Real gross domestic product (“GDP”) growth remained strong, growing at an annualized pace of 3.4% over the third quarter, and for the fourth quarter, the Federal Reserve Bank of Atlanta projects annualized GDP growth of 2.8%. At the end of November, the unemployment rate was 3.9%, a level not seen since 2000, while wage growth continued to trend up to 3.2%. The Consumer Price Index (“CPI”) was up 1.9% for the year; although December 2018 marked the first time that the trailing 12-month CPI had fallen below 2.0% since August 2017. Concerns around additional rate hikes and on-going trade negotiations increased, causing volatility to spike in the month of December. The CBOE S&P 500 Volatility Index® (“VIX”), which reflects a market estimate of future volatility, touched 36 on Monday, December 24, 2018 before falling back to 17.66 at the end of the year.

 

Sector performance for the Wilshire 5000 Total Market Index was mostly negative for 2018. Health Care (+5.41%), Utilities (+4.32%) and Information Technology (+0.67%) were the best performing sectors while Energy (-19.39%) and Materials (-16.62%) were the biggest laggards. Utilities was the only sector that recorded a positive return for the fourth quarter. Large capitalization stocks outperformed small caps with the Wilshire U.S. Large-Cap IndexSM returning -4.64% versus -10.84% for the Wilshire U.S. Small-Cap IndexSM. Growth stocks broadly trailed value stocks in the fourth quarter but outperformed over the twelve-month period.

 

U.S. real estate securities were down for the year but slightly outperformed their international counterparts. Commodities were down for the one-year period as crude oil fell 24.8% to $45.41 per barrel, compared to $60.42 per barrel at the close of 2017. Natural gas prices ended 2018 at $2.94 per million BTUs (British thermal unit), marginally down from the 2017 close of $2.95 per million BTUs. Finally, gold prices ended 2018 at $1,281 per troy ounce, down approximately 2% from last year.

 

The Small Company Value Portfolio - Institutional Class returned -16.17% in 2018, underperforming the Russell 2000 Value Index return of -12.86% by 3.31%. Performance was weighed down by weak stock selection within the Financials, Energy and Consumer Discretionary sectors. However, the Fund benefited from stock selection within Health Care and Information Technology.

 

Despite the Fund’s underperformance versus its benchmark, we believe that the Fund is well positioned going into 2019 as the market deals with ongoing macroeconomic and geopolitical uncertainties.

 

18

 

 

Small Company Value Portfolio

 

Commentary (Unaudited) - (Continued)

 

PORTFOLIO SECTOR WEIGHTING†

(As of December 31, 2018)

 

 

Based on percent of the Portfolio’s total investments in securities at value. Includes investments held as collateral for securities on loan (see Note 7 in Notes to Financial Statements).

 

19

 

 

Wilshire 5000 Indexsm Fund

 

Commentary (Unaudited)

 

INVESTMENT CLASS SHARES

Average Annual Total Returns

 

One Year Ended 12/31/18

(5.60%)

Five Years Ended 12/31/18

7.50%

Ten Years Ended 12/31/18

12.48%

 

WILSHIRE 5000 INDEXSM(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(5.26%)

Five Years Ended 12/31/18

8.08%

Ten Years Ended 12/31/18

13.20%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $10,000 Investment in Shares of Wilshire 5000 IndexSM
Fund, Investment Class Shares and the Wilshire 5000 Index
SM through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

 

(1)

The Wilshire 5000 IndexSM is an unmanaged index that measures the performance of all U.S. headquartered equity securities with readily available price data. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

20

 

Wilshire 5000 Indexsm Fund

 

Commentary (Unaudited) - (Continued)

 

INSTITUTIONAL CLASS SHARES

Average Annual Total Returns

 

One Year Ended 12/31/18

(5.32%)

Five Years Ended 12/31/18

7.79%

Ten Years Ended 12/31/18

12.75%

 

WILSHIRE 5000 INDEXSM(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(5.26%)

Five Years Ended 12/31/18

8.08%

Ten Years Ended 12/31/18

13.20%

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $250,000 Investment in Shares of Wilshire 5000 IndexSM
Fund, Institutional Class Shares and the Wilshire 5000 Index
SM through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

 

(1)

The Wilshire 5000 IndexSM is an unmanaged index that measures the performance of all U.S. headquartered equity securities with readily available price data. Index performance is presented for general comparative purposes. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot directly invest in any index.

 

21

 

 

Wilshire 5000 Indexsm Fund

 

Commentary (Unaudited) - (Continued)

 

The Wilshire 5000 Total Market IndexSM was down -14.29% for the fourth quarter and -5.26% for the year, marking its first down year since the financial crisis. In 2018, the U.S. economy benefited from sizable tax cuts, particularly on the corporate side, which boosted earnings. Real gross domestic product (“GDP”) growth remained strong, growing at an annualized pace of 3.4% over the third quarter, and for the fourth quarter, the Federal Reserve Bank of Atlanta projects annualized GDP growth of 2.8%. At the end of November, the unemployment rate was 3.9%, a level not seen since 2000, while wage growth continued to trend up to 3.2%. The Consumer Price Index (“CPI”) was up 1.9% for the year; although December 2018 marked the first time that the trailing 12-month CPI had fallen below 2.0% since August 2017. Concerns around additional rate hikes and on-going trade negotiations increased, causing volatility to spike in the month of December. The CBOE S&P 500 Volatility Index® (“VIX”), which reflects a market estimate of future volatility, touched 36 on Monday, December 24, 2018 before falling back to 17.66 at the end of the year.

 

Sector performance for the Wilshire 5000 Total Market Index was mostly negative for 2018. Health Care (+5.41%), Utilities (+4.32%) and Information Technology (+0.67%) were the best performing sectors while Energy (-19.39%) and Materials (-16.62%) were the biggest laggards. Utilities was the only sector that recorded a positive return for the fourth quarter. Large capitalization stocks outperformed small caps with the Wilshire U.S. Large-Cap IndexSM returning -4.64% versus -10.84% for the Wilshire U.S. Small-Cap IndexSM. Growth stocks broadly trailed value stocks in the fourth quarter but outperformed over the twelve-month period.

 

U.S. Real estate securities were down for the year but slightly outperformed their international counterparts. Commodities were down for the one-year period as crude oil fell 24.8% to $45.41 per barrel, compared to $60.42 per barrel at the close of 2017. Natural gas prices ended 2018 at $2.94 per million BTUs (British thermal unit), marginally down from the 2017 close of $2.95 per million BTUs. Finally, gold prices ended 2018 at $1,281 per troy ounce, down approximately 2% from last year.

 

The Wilshire 5000 Index Fund - Institutional Class returned -5.32% in 2018, underperforming the Wilshire 5000 Index return of -5.26% by 0.06%. Relative underperformance is attributable to Fund expenses and is well within the historical range.

 

22

 

 

Wilshire 5000 Indexsm Fund

 

Commentary (Unaudited) - (Continued)

 

PORTFOLIO SECTOR WEIGHTING†

(As of December 31, 2018)

 

 

Based on percent of the Fund’s total investments in securities at value. Includes investments held as collateral for securities on loan (see Note 7 in Notes to Financial Statements).

 

23

 

 

Wilshire International Equity Fund

 

Commentary (Unaudited)

 

INVESTMENT CLASS SHARES

Average Annual Total Returns*

 

One Year Ended 12/31/18

(12.66%)

Five Years Ended 12/31/18

0.59%

Ten Years Ended 12/31/18

6.03%

 

MSCI ALL COUNTRY WORLD EX-U.S. INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(14.20%)

Five Years Ended 12/31/18

0.68%

Ten Years Ended 12/31/18

6.57%

 

On April 2, 2013, the Wilshire International Equity Fund’s investment strategy was changed. Consequently, prior period performance may have been different if the new investment strategy had been in effect during these periods.

 

*

During the ten years ended December 31, 2018, certain fees and expenses were reduced or reimbursed. Without fee reductions and expense reimbursements, historical total returns would have been lower. For the year ended December 31, 2018, the investment adviser reduced its fees or reimbursed expenses in the amount of 0.08% of average net assets.

(1)

The MSCI All Country World Ex-U.S. Index is an unmanaged capitalization-weighted measure of stock markets of developed and emerging markets, with the exception of U.S.-based companies. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot invest directly in an index. Index performance is presented for general comparative purposes.

 

24

 

 

Wilshire International Equity Fund

 

Commentary (Unaudited) - (Continued)

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $10,000 Investment in Shares of Wilshire International Equity
Fund, Investment Class Shares and the
MSCI All Country World Ex-U.S. Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

 

25

 

 

Wilshire International Equity Fund

 

Commentary (Unaudited) - (Continued)

 

INSTITUTIONAL CLASS SHARES

Average Annual Total Returns*

 

One Year Ended 12/31/18

(12.39%)

Five Years Ended 12/31/18

0.85%

Ten Years Ended 12/31/18

6.29%

 

MSCI ALL COUNTRY WORLD EX-U.S. INDEX(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(14.20%)

Five Years Ended 12/31/18

0.68%

Ten Years Ended 12/31/18

6.57%

 

On April 2, 2013, the Wilshire International Equity Fund’s investment strategy was changed. Consequently, prior period performance may have been different if the new investment strategy had been in effect during these periods.

 

*

During the ten years ended December 31, 2018, certain fees and expenses were reduced or reimbursed. Without fee reductions and expense reimbursements, historical total returns would have been lower. For the year ended December 31, 2018, the investment adviser recouped previously reduced fees in the amount of 0.02% of average net assets.

(1)

The MSCI All Country World Ex-U.S. Index is an unmanaged capitalization-weighted measure of stock markets of developed and emerging markets, with the exception of U.S.-based companies. Unlike a mutual fund, the performance of an index assumes no transaction costs, management fees or other expenses. An individual cannot invest directly in an index. Index performance is presented for general comparative purposes.

 

26

 

 

Wilshire International Equity Fund

 

Commentary (Unaudited) - (Continued)

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $250,000 Investment in Shares of Wilshire International Equity
Fund, Institutional Class Shares and the
MSCI All Country World Ex-U.S. Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

 

27

 

 

Wilshire International Equity Fund

 

Commentary (Unaudited) - (Continued)

 

Equity markets outside of the U.S. continued to underperform relative to domestic equities, with the MSCI ACWI ex-U.S. Index returning -14.20% for 2018. Political turmoil in Italy caused concern as the Italian government released its official budget for 2019 that included a deficit of 2.4% of GDP, which was above the 2% target set by the European Union, and which worsened the country’s debt outlook. Japan provided a bright spot, as the Bank of Japan continued its stimulative policies. Trade tensions weighed heavily on foreign markets, particularly in emerging markets, with the MSCI Emerging Markets Index returning -14.58% for the year. Emerging markets entered a technical bear market during the fourth quarter, down -20% since late January. Much of the weakness came from securities domiciled in China, a cohort which now represents 30% of the MSCI Emerging Markets Index. While China-U.S. trade relations remain a significant variable, China’s central bank has also communicated a lack of desire to offer monetary stimulus, and liquidity issues have led to a number of corporate bond defaults.

 

The Wilshire International Equity Fund - Institutional Class returned -12.39% in 2018, outperforming the MSCI ACWI ex-U.S. Index return of -14.20% by 1.81%. Returns were weighed down by weak stock selection in Consumer Staples and Energy, as well as regional selection in India. Conversely, strong stock selection within Consumer Discretionary and Information Technology was contributive to returns.

 

We are pleased with the Fund’s relative outperformance for 2018 and believe that the Fund is well positioned going into 2019 as the market deals with ongoing macroeconomic and geopolitical issues.

 

28

 

 

Wilshire International Equity Fund

 

Commentary (Unaudited) - (Continued)

 

PORTFOLIO SECTOR WEIGHTING†

(As of December 31, 2018)

 

 

Based on percent of the Fund’s total investments in securities at value. Includes investments held as collateral for securities on loan (see Note 7 in Notes to Financial Statements).

 

29

 

 

Wilshire Income Opportunities Fund

 

Commentary (Unaudited)

 

INVESTMENT CLASS SHARES

Average Annual Total Returns*

 

One Year Ended 12/31/18

(0.65%)

Inception (03/30/16) through 12/31/18

3.18%

 

Bloomberg Barclays U.S. Universal Index(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(0.26%)

Inception (03/30/16) through 12/31/18

1.76%

 

*

During certain periods since inception, certain fees and expenses were reduced or reimbursed. Without fee reductions and expense reimbursements, historical returns would have been lower. For the year ended December 31, 2018, the investment adviser reduced its fees or reimbursed expenses in the amount of 0.04% of average net assets.

(1)

The Bloomberg Barclays U.S. Universal Index represents the union of the U.S. Aggregate Index, U.S. Corporate High Yield Index, Investment Grade 144A Index, Eurodollar Index, U.S. Emerging Markets Index, and the non-ERISA eligible portion of the CMBS Index. The index covers USD-denominated, taxable bonds that are rated either investment grade or high-yield. Some U.S. Universal Index constituents may be eligible for one or more of its contributing subcomponents that are not mutually exclusive. The Bloomberg Barclays U.S. Universal Index includes Treasury securities, Government agency bonds, mortgage-backed bonds, corporate bonds, and a small amount of foreign bonds traded in U.S.

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $10,000 Investment in Shares of Wilshire Income Opportunities
Fund, Investment Class Shares
and the Bloomberg Barclays U.S. Universal Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

 

30

 

Wilshire Income Opportunities Fund

 

Commentary (Unaudited) - (Continued)

 

INSTITUTIONAL CLASS SHARES

Average Annual Total Returns

 

One Year Ended 12/31/18

(0.43%)

Inception (03/30/16) through 12/31/18

3.32%

 

Bloomberg Barclays U.S. Universal Index(1)

Average Annual Total Returns

 

One Year Ended 12/31/18

(0.26%)

Inception (03/30/16) through 12/31/18

1.76%

 

(1)

The Bloomberg Barclays U.S. Universal Index represents the union of the U.S. Aggregate Index, U.S. Corporate High Yield Index, Investment Grade 144A Index, Eurodollar Index, U.S. Emerging Markets Index, and the non-ERISA eligible portion of the CMBS Index. The index covers USD-denominated, taxable bonds that are rated either investment grade or high-yield. Some U.S. Universal Index constituents may be eligible for one or more of its contributing subcomponents that are not mutually exclusive. The Bloomberg Barclays U.S. Universal Index includes Treasury securities, Government agency bonds, mortgage-backed bonds, corporate bonds, and a small amount of foreign bonds traded in U.S.

 

COMPARATIVE PERFORMANCE

Comparison of Change in Value of $250,000 Investment in Shares of Wilshire Income Opportunities
Fund, Institutional Class Shares
and the Bloomberg Barclays U.S. Universal Index through 12/31/18.

 

 

The performance data quoted represents past performance and does not guarantee future results. Current performance may be lower or higher. Performance data current to the most recent month end may be obtained at http://advisor.wilshire.com. The investment return and principal value of an investment will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. The table above does not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

 

31

 

 

Wilshire Income Opportunities Fund

 

Commentary (Unaudited) - (Continued)

 

The U.S. fixed income market was slightly positive for 2018 with the Bloomberg Barclays U.S. Aggregate Bond Index retuning 0.01%. The Federal Open Market Committee raised the fed funds rate four times in 2018 to a range of 2.25% to 2.50%. The committee adjusted its forecast for future rate hikes from three rate increases in 2019 to only two. Additionally, the central bank will continue to shrink its balance sheet by up to $50 billion per month. The U.S. Treasuries curve continued to flatten over the year with the 10-year Treasury yield ending the year at 2.69%, up slightly from 2.46% at the beginning of the year. The yield curve differential between 2-year and 10-year Treasury ended the year at 21 basis points, compared to 54 basis points at the beginning of the year. Credit spreads, a measure used to gauge the risk of corporate debt, widened during the fourth quarter sell-off. The Bloomberg Barclays U.S. Universal Index and the Bloomberg Barclays U.S. Corporate High Yield Index returned -0.26% and -2.08%, respectively, for the year.

 

Globally, a strong U.S. dollar and geopolitical factors weighed on performance. The Citigroup World Global Bond Index (unhedged) returned -0.84% for the year. Emerging market bonds were heavily impacted by the geopolitical uncertainty, higher interest rates in the U.S., and concerns of trade war.

 

The Wilshire Income Opportunities Fund - Institutional Class returned -0.43% for the year, underperforming the Bloomberg Barclays U.S. Universal Index return of -0.26% by 0.17%. Exposures to high-yield corporate issues, convertible bond and equities weighed on performance. While the allocation to bank loans boosted performance early in the period, it weighed on performance during the last quarter of the year. Exposures to Mortgage Backed Securities were contributive.

 

Despite the Fund’s relative underperformance, we believe the Fund is well positioned going into 2019 as the market deals with ongoing macroeconomic and geopolitical uncertainties.

 

32

 

 

Wilshire Income Opportunities Fund

 

Commentary (Unaudited) - (Continued)

 

PORTFOLIO SECTOR WEIGHTING†

(As of December 31, 2018)

 

 

Based on percent of the Fund’s total investments in securities at value.

 

33

 

 

Wilshire Mutual Funds, Inc.

 

Disclosure of Fund Expenses (Unaudited)

 

For the Six Months Ended December 31, 2018 (Unaudited)

 

All mutual funds have operating expenses. As a shareholder of a Portfolio, you incur ongoing costs, which include costs for investment advisory, administrative services, distribution and/or shareholder services and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the Portfolio. A Portfolio’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing fees (in dollars) of investing in the Portfolios and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period and held for the entire period from July 1, 2018 to December 31, 2018.

 

The table on the next page illustrates the Portfolios’ costs in two ways:

 

Actual Fund Return: This section helps you to estimate the actual expenses, after any applicable fee reductions, that you paid over the period. The “Ending Account Value” shown is derived from each Portfolio’s actual return for the period. The “Expense Ratio” column shows the period’s annualized expense ratio and the “Expenses Paid During Period” column shows the dollar amount that would have been paid by an investor who started with $1,000 in the Portfolios at the beginning of the period.

 

You may use the information here, together with your account value, to estimate the expenses that you paid over the period. To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for the Portfolio in the first line under the heading entitled “Expenses Paid During Period.”

 

Hypothetical 5% Return: This section is intended to help you compare the Portfolios’ costs with those of other mutual funds. The “Ending Account Value” shown is derived from hypothetical account values and hypothetical expenses based on the Portfolio’s actual expense ratio and assumed rate of return. It assumes that each Portfolio had an annual return of 5% before expenses, but that the expense ratio is unchanged. In this case, because the return used is not each Portfolio’s actual return, the results do not apply to your investment. This example is useful in making comparisons to other mutual funds because the U.S. Securities and Exchange Commission (“SEC”) requires all mutual funds to calculate expenses based on an assumed 5% annual return. You can assess the Portfolios’ ongoing costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

 

Please note that the expenses shown in the table are meant to highlight and help you compare your ongoing costs only and do not reflect any transactional costs such as sales charges (loads), redemption fees, or exchange fees. Wilshire Mutual Funds, Inc. has no such charges, but these may be present in other funds to which you compare this data. Therefore, the hypothetical portions of the table are useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.

 

34

 

 

Wilshire Mutual Funds, Inc.

 

Disclosure of Fund Expenses (Unaudited) - (Continued)

 

For the Six Months Ended December 31, 2018 (Unaudited)

 

 

Beginning
Account
Value
07/01/2018

Ending
Account
Value
12/31/2018

Net
Expense
Ratio(1)

Expenses Paid
During Period
07/01/18-12/31/18(2)

Large Company Growth Portfolio

Based on Actual Fund Return

       

Investment Class

$ 1,000.00

$ 911.40

1.31%

$ 6.31

Institutional Class

$ 1,000.00

$ 912.80

0.99%

$ 4.77

Based on Hypothetical 5% Return

       

Investment Class

$ 1,000.00

$ 1,018.60

1.31%

$ 6.67

Institutional Class

$ 1,000.00

$ 1,020.21

0.99%

$ 5.04

Large Company Value Portfolio

Based on Actual Fund Return

       

Investment Class

$ 1,000.00

$ 901.20

1.24%

$ 5.94

Institutional Class

$ 1,000.00

$ 902.50

0.97%

$ 4.65

Based on Hypothetical 5% Return

       

Investment Class

$ 1,000.00

$ 1,018.95

1.24%

$ 6.31

Institutional Class

$ 1,000.00

$ 1,020.32

0.97%

$ 4.94

Small Company Growth Portfolio

Based on Actual Fund Return

       

Investment Class

$ 1,000.00

$ 847.20

1.35%

$ 6.29

Institutional Class

$ 1,000.00

$ 848.30

1.10%

$ 5.12

Based on Hypothetical 5% Return

       

Investment Class

$ 1,000.00

$ 1,018.40

1.35%

$ 6.87

Institutional Class

$ 1,000.00

$ 1,019.66

1.10%

$ 5.60

Small Company Value Portfolio

Based on Actual Fund Return

       

Investment Class

$ 1,000.00

$ 797.30

1.34%

$ 6.07

Institutional Class

$ 1,000.00

$ 798.20

1.09%

$ 4.94

Based on Hypothetical 5% Return

       

Investment Class

$ 1,000.00

$ 1,018.45

1.34%

$ 6.82

Institutional Class

$ 1,000.00

$ 1,019.71

1.09%

$ 5.55

 

35

 

 

Wilshire Mutual Funds, Inc.

 

Disclosure of Fund Expenses (Unaudited) - (Continued)

 

For the Six Months Ended December 31, 2018 (Unaudited)

 

 

Beginning
Account
Value
07/01/2018

Ending
Account
Value
12/31/2018

Net
Expense
Ratio(1)

Expenses Paid
During Period
07/01/18-12/31/18(2)

Wilshire 5000 IndexSM Fund

Based on Actual Fund Return

       

Investment Class

$ 1,000.00

$ 919.30

0.63%

$ 3.05

Institutional Class

$ 1,000.00

$ 921.10

0.33%

$ 1.60

Based on Hypothetical 5% Return

       

Investment Class

$ 1,000.00

$ 1,022.03

0.63%

$ 3.21

Institutional Class

$ 1,000.00

$ 1,023.54

0.33%

$ 1.68

Wilshire International Equity Fund

Based on Actual Fund Return

       

Investment Class

$ 1,000.00

$ 893.40

1.52%

$ 7.25

Institutional Class

$ 1,000.00

$ 895.60

1.27%

$ 6.07

Based on Hypothetical 5% Return

       

Investment Class

$ 1,000.00

$ 1,017.54

1.52%

$ 7.73

Institutional Class

$ 1,000.00

$ 1,018.80

1.27%

$ 6.46

Wilshire Income Opportunities Fund

Based on Actual Fund Return

       

Investment Class

$ 1,000.00

$ 994.50

1.19%

$ 5.98

Institutional Class

$ 1,000.00

$ 995.70

0.92%

$ 4.63

Based on Hypothetical 5% Return

       

Investment Class

$ 1,000.00

$ 1,019.21

1.19%

$ 6.06

Institutional Class

$ 1,000.00

$ 1,020.57

0.92%

$ 4.69

 

(1)

Annualized, based on each Portfolio’s most recent fiscal half-year expenses.

(2)

Expenses are equal to each Portfolio’s annualized net expense ratio multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period).

 

 36

 

 

Wilshire Mutual Funds, Inc.

 

Large Company Growth Portfolio

 

Condensed Schedule of Investments

December 31, 2018

  

   

Shares

   

Value

 

COMMON STOCKS — 96.9% (a)

Communication Services — 11.4%

Activision Blizzard, Inc.

    32,999     $ 1,536,764  

Alphabet, Inc. - Class A (b)

    3,999       4,178,795  

Alphabet, Inc. - Class C (b)

    7,483       7,749,470  

Facebook, Inc. - Class A (b)

    66,005       8,652,595  

Other Securities (c)

            1,298,493  
              23,416,117  

Consumer Discretionary — 18.9%

               

Alibaba Group Holding Ltd. - ADR (b)

    46,128       6,322,764  

Amazon.com, Inc. (b)

    8,361       12,557,970  

Booking Holdings, Inc. (b)

    1,718       2,959,118  

Burlington Stores, Inc. (b)

    13,130       2,135,857  

GrubHub, Inc. (b) (d)

    20,813       1,598,647  

Home Depot, Inc. (The)

    10,126       1,739,849  

Starbucks Corp.

    45,761       2,947,008  

Ulta Beauty, Inc. (b)

    8,380       2,051,759  

Yum! Brands, Inc.

    16,985       1,561,261  

Other Securities (c) (d)

            4,894,449  
              38,768,682  

Consumer Staples — 7.9%

               

Coca-Cola Co. (The)

    58,896       2,788,726  

Colgate-Palmolive Co.

    27,308       1,625,372  

Danone S.A. - ADR

    144,987       2,026,918  

Monster Beverage Corp. (b)

    94,897       4,670,831  

Procter & Gamble Co. (The)

    23,573       2,166,830  

Other Securities (c)

            2,863,178  
              16,141,855  

Energy — 0.6%

               

Other Securities (c)

            1,262,748  
                 

Financials — 4.6%

               

First Republic Bank

    16,486       1,432,633  

MarketAxess Holdings, Inc.

    7,478       1,580,177  

SEI Investments Co.

    33,230       1,535,226  

Other Securities (c)

            4,829,218  
              9,377,254  

Health Care — 19.1%

               

ABIOMED, Inc. (b)

    6,433       2,090,983  

Alexion Pharmaceuticals, Inc. (b)

    18,128       1,764,942  

Align Technology, Inc. (b)

    8,942       1,872,723  

Amgen, Inc.

    10,923       2,126,380  

Cerner Corp. (b)

    37,638       1,973,737  

Edwards Lifesciences Corp. (b)

    15,102       2,313,174  

Illumina, Inc. (b)

    7,614       2,283,667  

Novartis AG - ADR

    15,626       1,340,867  

Novo Nordisk A/S - ADR

    45,737       2,107,104  

Regeneron Pharmaceuticals, Inc. (b)

    6,730       2,513,655  

UnitedHealth Group, Inc.

    21,329       5,313,480  

Varian Medical Systems, Inc. (b)

    12,217       1,384,308  

Zoetis, Inc.

    38,157       3,263,949  

Other Securities (c) (d)

            8,751,473  
              39,100,442  

Industrials — 6.6%

               

CSX Corp.

    33,434       2,077,254  

Deere & Co.

    13,771       2,054,220  

Expeditors International of Washington, Inc.

    32,039       2,181,535  

XPO Logistics, Inc. (b)

    24,837       1,416,702  

Other Securities (c)

            5,864,948  
              13,594,659  

Information Technology — 26.1%

               

Apple, Inc.

    22,832       3,601,520  

Autodesk, Inc. (b)

    22,968       2,953,914  

Cisco Systems, Inc.

    49,320       2,137,036  

Keysight Technologies, Inc. (b)

    26,302       1,632,828  

Microsoft Corp.

    63,858       6,486,056  

NVIDIA Corp.

    15,368       2,051,627  

Oracle Corp.

    98,817       4,461,587  

PayPal Holdings, Inc. (b)

    34,666       2,915,064  

PTC, Inc. (b)

    21,101       1,749,273  

QUALCOMM, Inc.

    36,115       2,055,304  

salesforce.com, inc. (b)

    23,593       3,231,532  

ServiceNow, Inc. (b)

    12,690       2,259,455  

Visa, Inc. - Class A (d)

    76,663       10,114,917  

Other Securities (c) (d)

            7,675,945  
              53,326,058  

Materials — 0.3%

               

Other Securities (c)

            545,232  
                 

Real Estate — 1.4%

               

Other Securities (c) (d)

            2,820,444  
                 

Total Common Stocks (Cost $143,039,458)

          $ 198,353,491  

 

See Notes to Financial Statements.

 

37

 

 

Wilshire Mutual Funds, Inc.

 

Large Company Growth Portfolio

 

Condensed Schedule of Investments - (Continued)

December 31, 2018

 

   

Shares

   

Value

 

MONEY MARKET FUNDS — 2.3%

       

Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (e)

    4,066,045     $ 4,066,045  

Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (e) (f)

    635,600       635,600  

Total Money Market Funds (Cost $4,701,645)

          $ 4,701,645  
                 

Total Investments at Value — 99.2% (Cost $147,741,103)

  $ 203,055,136  
                 

Other Assets in Excess of Liabilities — 0.8%

    1,644,618  
                 

Net Assets — 100.0%

          $ 204,699,754  

 

The Condensed Schedule of Investments does not reflect the complete portfolio holdings. It includes the Portfolio’s 50 largest holdings, each investment of any issue that exceeds 1% of the Portfolio’s net assets, and any investments classified as Level 3. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). The complete schedule of portfolio holdings is available (i) on the SEC’s website at http://www.sec.gov; and (ii) on our website at http://advisor.wilshire.com.

 

ADR — American Depositary Receipt.

 

(a)

More narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting purposes.

(b)

Non-income producing security.

(c)

Represents issuers not identified as a top 50 holding in terms of market value, issues or issuers not exceeding 1% of net assets individually or in the aggregate, respectively, or any issuers not classified as Level 3 investments, as of December 31, 2018.

(d)

This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $12,871,935 (Note 7).

(e)

The rate shown is the 7-day effective yield as of December 31, 2018.

(f)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $635,600. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $12,439,570 (Note 7).

 

See Notes to Financial Statements.

 

38

 

 

Wilshire Mutual Funds, Inc.

 

Large Company Value Portfolio

 

Condensed Schedule of Investments

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 97.7% (a)

Communication Services — 5.6%

AT&T, Inc.

    96,059     $ 2,741,524  

Verizon Communications, Inc.

    51,770       2,910,509  

Other Securities (b) (c)

            4,888,434  
              10,540,467  

Consumer Discretionary — 5.0%

               

Ford Motor Co.

    261,519       2,000,620  

Lear Corp.

    15,266       1,875,580  

Other Securities (b) (c)

            5,600,073  
              9,476,273  

Consumer Staples — 5.8%

               

Philip Morris International, Inc.

    28,966       1,933,770  

Walmart, Inc.

    35,350       3,292,853  

Other Securities (b)

            5,596,042  
              10,822,665  

Energy — 10.9%

               

BP plc - ADR

    45,608       1,729,455  

Chevron Corp.

    20,032       2,179,281  

ConocoPhillips

    30,230       1,884,841  

Exxon Mobil Corp.

    46,743       3,187,404  

Occidental Petroleum Corp.

    27,155       1,666,774  

Phillips 66

    25,444       2,192,001  

Royal Dutch Shell plc - Class A - ADR

    49,289       2,872,070  

Schlumberger Ltd.

    42,839       1,545,631  

Other Securities (b) (c)

            3,134,771  
              20,392,228  

Financials — 26.0%

               

American Express Co.

    18,030       1,718,620  

American International Group, Inc.

    56,149       2,212,832  

AXA Equitable Holdings, Inc.

    85,529       1,422,347  

Bank of America Corp.

    190,403       4,691,530  

Capital One Financial Corp.

    30,418       2,299,296  

Citigroup, Inc.

    37,721       1,963,755  

JPMorgan Chase & Co.

    54,381       5,308,673  

MetLife, Inc.

    53,335       2,189,935  

Morgan Stanley

    49,273       1,953,675  

State Street Corp.

    29,724       1,874,693  

U.S. Bancorp

    49,901       2,280,476  

Voya Financial, Inc.

    36,758       1,475,466  

Wells Fargo & Co.

    107,746       4,964,936  

Other Securities (b) (c)

            14,369,705  
              48,725,939  

Health Care — 14.5%

               

Amgen, Inc.

    8,237       1,603,496  

Cardinal Health, Inc.

    38,483       1,716,342  

CVS Health Corp.

    43,816       2,870,823  

Johnson & Johnson

    25,244       3,257,738  

Merck & Co., Inc.

    32,954       2,518,015  

Mylan N.V. (d)

    70,325       1,926,905  

Pfizer, Inc.

    102,580       4,477,617  

Sanofi - ADR

    34,250       1,486,793  

Other Securities (b) (c)

            7,448,231  
              27,305,960  

Industrials — 9.5%

               

General Electric Co.

    555,938       4,208,452  

Johnson Controls International plc

    58,019       1,720,263  

Stanley Black & Decker, Inc.

    22,277       2,667,448  

United Technologies Corp.

    19,944       2,123,637  

Other Securities (b)

            7,068,918  
              17,788,718  

Information Technology — 8.6%

               

Cisco Systems, Inc.

    38,682       1,676,091  

Cognizant Technology Solutions Corp. - Class A

    27,165       1,724,435  

Hewlett Packard Enterprise Co.

    129,143       1,705,979  

International Business Machines Corp.

    12,591       1,431,219  

Oracle Corp.

    101,242       4,571,076  

QUALCOMM, Inc.

    30,279       1,723,178  

Other Securities (b)

            3,307,125  
              16,139,103  

Materials — 2.3%

               

DowDuPont, Inc.

    36,164       1,934,050  

Linde plc

    11,316       1,765,749  

Other Securities (b) (c)

            639,742  
              4,339,541  

Real Estate — 3.2%

               

HCP, Inc.

    65,324       1,824,498  

Other Securities (b)

            4,149,778  
              5,974,276  

Utilities — 6.3%

               

Dominion Energy, Inc.

    31,321       2,238,199  

Edison International

    32,525       1,846,444  

Entergy Corp.

    31,183       2,683,920  

Exelon Corp.

    50,805       2,291,305  

 

See Notes to Financial Statements.

 

39

 

 

Wilshire Mutual Funds, Inc.

 

Large Company Value Portfolio

 

Condensed Schedule of Investments - (Continued)

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 97.7% (a) (Continued)

Utilities — 6.3% (Continued)

Other Securities (b) (c)

          $ 2,743,242  
              11,803,110  

Total Common Stocks (Cost $184,606,541)

          $ 183,308,280  
                 

MONEY MARKET FUNDS — 0.7%

       

Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (e)

    1,246,189     $ 1,246,189  

Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (e) (f)

    191,261       191,261  

Total Money Market Funds (Cost $1,437,450)

          $ 1,437,450  
                 

Total Investments at Value — 98.4% (Cost $186,043,991)

  $ 184,745,730  
                 

Other Assets in Excess of Liabilities — 1.6%

    2,944,031  
                 

Net Assets — 100.0%

          $ 187,689,761  

 

The Condensed Schedule of Investments does not reflect the complete portfolio holdings. It includes the Portfolio’s 50 largest holdings, each investment of any issue that exceeds 1% of the Portfolio’s net assets, and any investments classified as Level 3. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). The complete schedule of portfolio holdings is available (i) on the SEC’s website at http://www.sec.gov; and (ii) on our website at http://advisor.wilshire.com.

 

ADR —American Depositary Receipt.

 

(a)

More narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting purposes.

(b)

Represents issuers not identified as a top 50 holding in terms of market value, issues or issuers not exceeding 1% of net assets individually or in the aggregate, respectively, or any issuers not classified as Level 3 investments, as of December 31, 2018.

(c)

This security or a partial position is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $6,351,183 (Note 7).

(d)

Non-income producing security.

(e)

The rate shown is the 7-day effective yield as of December 31, 2018.

(f)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $191,261. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $6,265,914 (Note 7).

 

See Notes to Financial Statements.

 

40

 

Wilshire Mutual Funds, Inc.

 

Small Company Growth Portfolio

 

Condensed Schedule of Investments

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 98.1% (a)

Communication Services — 3.1%

Cogent Communications Holdings, Inc.

    17,856     $ 807,270  

Other Securities (b) (c)

            795,858  
              1,603,128  

Consumer Discretionary — 9.3%

               

Cavco Industries, Inc. (d)

    2,459       320,604  

Chegg, Inc. (d)

    13,590       386,229  

Malibu Boats, Inc. - Class A (d)

    10,555       367,314  

Oxford Industries, Inc. (c)

    6,745       479,164  

Steven Madden Ltd.

    28,349       857,840  

TopBuild Corp. (d)

    7,840       352,800  

Other Securities (b) (c)

            2,141,277  
              4,905,228  

Consumer Staples — 6.5%

               

Calavo Growers, Inc. (c)

    11,766       858,447  

Inter Parfums, Inc.

    20,459       1,341,497  

J & J Snack Foods Corp.

    6,410       926,822  

Other Securities (b) (c)

            320,035  
              3,446,801  

Energy — 1.8%

               

Callon Petroleum Co. (c) (d)

    35,005       227,182  

WildHorse Resource Development Corp. (c) (d)

    45,922       647,958  

Other Securities (b)

            93,035  
              968,175  

Financials — 7.3%

               

Banc of California, Inc. (c)

    62,253       828,588  

LegacyTexas Financial Group, Inc.

    13,510       433,536  

LendingTree, Inc. (c) (d)

    1,405       308,496  

Other Securities (b) (c)

            2,290,141  
              3,860,761  

Health Care — 26.9%

               

BioTelemetry, Inc. (c) (d)

    13,960       833,692  

Cambrex Corp. (c) (d)

    19,725       744,816  

Cantel Medical Corp. (c)

    10,825       805,922  

Heska Corp. (d)

    5,255       452,456  

LeMaitre Vascular, Inc. (c)

    16,253       384,221  

Medidata Solutions, Inc. (c) (d)

    12,444       838,975  

Medpace Holdings, Inc. (d)

    8,503       450,064  

Neogen Corp. (c) (d)

    9,431       537,568  

NeoGenomics, Inc. (d)

    36,652       462,182  

PRA Health Sciences, Inc. (d)

    12,703       1,168,167  

Repligen Corp. (c) (d)

    17,710       934,024  

Supernus Pharmaceuticals, Inc. (c) (d)

    11,785       391,498  

Tabula Rasa HealthCare, Inc. (c) (d)

    11,545       736,109  

Tactile Systems Technology, Inc. (c) (d)

    10,228       465,885  

Other Securities (b) (c)

            4,987,455  
              14,193,034  

Industrials — 13.3%

               

Axon Enterprise, Inc. (c) (d)

    8,160       357,000  

Knoll, Inc.

    25,502       420,273  

Marten Transport Ltd.

    38,095       616,758  

Mercury Systems, Inc. (c) (d)

    20,635       975,829  

Saia, Inc. (d)

    11,301       630,822  

SiteOne Landscape Supply, Inc. (c) (d)

    7,715       426,408  

Other Securities (b) (c)

            3,581,566  
              7,008,656  

Information Technology — 26.2%

               

Box, Inc. - Class A (d)

    31,693       534,978  

Cabot Microelectronics Corp.

    7,422       707,687  

EVO Payments, Inc. - Class A (d)

    27,395       675,835  

Integrated Device Technology, Inc. (d)

    9,574       463,669  

j2 Global, Inc.

    3,030       210,221  

MAXIMUS, Inc.

    13,245       862,117  

Mesa Laboratories, Inc.

    3,760       783,545  

Mimecast Ltd. (d)

    17,515       589,029  

MINDBODY, Inc. - Class A (d)

    20,289       738,520  

Pegasystems, Inc.

    30,461       1,456,950  

Qualys, Inc. (c) (d)

    15,940       1,191,356  

Silicon Laboratories, Inc. (d)

    7,720       608,413  

WNS Holdings Ltd. - ADR (d)

    25,670       1,059,143  

Workiva, Inc. (d)

    7,250       260,203  

Other Securities (b) (c)

            3,651,388  
              13,793,054  

Materials — 1.5%

               

Quaker Chemical Corp. (c)

    3,325       590,886  

Other Securities (b) (c)

            219,104  
              809,990  

Real Estate — 1.9%

               

Other Securities (b) (c)

            1,009,859  

 

See Notes to Financial Statements.

 

41

 

 

Wilshire Mutual Funds, Inc.

 

Small Company Growth Portfolio

 

Condensed Schedule of Investments - (Continued)

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 98.1% (a) (Continued)

Utilities — 0.3%

               

Other Securities (b) (c)

          $ 149,991  
                 

Total Common Stocks (Cost $49,168,066)

          $ 51,748,677  
                 

MONEY MARKET FUNDS — 2.1%

       

Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (e)

    703,438     $ 703,438  

Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (e) (f)

    414,659       414,659  

Total Money Market Funds (Cost $1,118,097)

          $ 1,118,097  
                 

Total Investments at Value — 100.2% (Cost $50,286,163)

  $ 52,866,774  
                 

Liabilities in Excess of Other Assets — (0.2%)

    (101,856 )
                 

Net Assets — 100.0%

          $ 52,764,918  

 

The Condensed Schedule of Investments does not reflect the complete portfolio holdings. It includes the Portfolio’s 50 largest holdings, each investment of any issue that exceeds 1% of the Portfolio’s net assets, and any investments classified as Level 3. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). The complete schedule of portfolio holdings is available (i) on the SEC’s website at http://www.sec.gov; and (ii) on our website at http://advisor.wilshire.com.

 

ADR — American Depositary Receipt.

 

 

(a)

More narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting purposes.

(b)

Represents issuers not identified as a top 50 holding in terms of market value, issues or issuers not exceeding 1% of net assets individually or in the aggregate, respectively, or any issuers not classified as Level 3 investments, as of December 31, 2018.

(c)

This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $11,335,374 (Note 7).

(d)

Non-income producing security.

(e)

The rate shown is the 7-day effective yield as of December 31, 2018.

(f)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $414,659. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $11,097,295 (Note 7).

 

See Notes to Financial Statements.

 

42

 

 

Wilshire Mutual Funds, Inc.

 

Small Company Value Portfolio

 

Condensed Schedule of Investments

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 97.4% (a)

Communication Services — 1.0%

Other Securities (b) (c)

          $ 540,562  
                 

Consumer Discretionary — 8.1%

               

Hooker Furniture Corp.

    26,077       686,868  

Stoneridge, Inc. (d)

    16,848       415,304  

Taylor Morrison Home Corp. - Class A (d)

    44,330       704,848  

TRI Pointe Group, Inc. (c) (d)

    54,601       596,789  

Other Securities (b) (c)

            1,803,884  
              4,207,693  

Consumer Staples — 2.1%

               

Landec Corp. (c) (d)

    64,355       761,963  

Other Securities (b) (c)

            321,035  
              1,082,998  

Energy — 4.6%

               

Carrizo Oil & Gas, Inc. (c) (d)

    52,350       591,031  

Centennial Resource Development, Inc. - Class A (c) (d)

    48,520       534,689  

PDC Energy, Inc. (d)

    17,926       533,478  

Other Securities (b) (c)

            706,745  
              2,365,943  

Financials — 31.7%

               

Ameris Bancorp

    24,420       773,381  

Aspen Insurance Holdings Ltd.

    27,590       1,158,504  

Bank of N.T. Butterfield & Son Ltd. (The)

    22,840       716,034  

BankUnited, Inc.

    18,405       551,046  

CVB Financial Corp.

    19,110       386,595  

Essent Group Ltd. (d)

    9,750       333,255  

First Horizon National Corp. (c)

    45,337       596,635  

HomeStreet, Inc. (d)

    33,685       715,132  

MGIC Investment Corp. (d)

    26,235       274,418  

PacWest Bancorp

    13,350       444,288  

ProAssurance Corp.

    7,970       323,263  

Radian Group, Inc.

    25,596       418,751  

RenaissanceRe Holdings Ltd.

    6,595       881,752  

Texas Capital Bancshares, Inc. (d)

    7,880       402,589  

Western Alliance Bancorp. (d)

    22,375       883,588  

Other Securities (b) (c)

            7,537,595  
              16,396,826  

Health Care — 3.6%

               

LivaNova plc (d)

    5,830       533,269  

Other Securities (b) (c)

            1,325,349  
              1,858,618  

Industrials — 14.2%

               

Alamo Group, Inc.

    5,340       412,889  

Albany International Corp. - Class A

    7,165       447,311  

Apogee Enterprises, Inc. (c)

    11,790       351,931  

Astronics Corp. (c) (d)

    12,745       388,086  

Barnes Group, Inc.

    7,515       402,954  

BMC Stock Holdings, Inc. (d)

    33,150       513,162  

EnerSys

    10,597       822,434  

HNI Corp.

    8,140       288,399  

Knight-Swift Transportation Holdings, Inc. (c)

    21,690       543,768  

Quanta Services, Inc.

    21,435       645,193  

Other Securities (b) (c)

            2,511,296  
              7,327,423  

Information Technology — 12.6%

               

Coherent, Inc. (c) (d)

    5,289       559,101  

Entegris, Inc.

    20,570       573,800  

Euronet Worldwide, Inc. (d)

    2,820       288,712  

Integrated Device Technology, Inc. (c) (d)

    13,940       675,114  

Mellanox Technologies Ltd. (d)

    9,000       831,419  

Methode Electronics, Inc.

    20,345       473,835  

Other Securities (b) (c)

            3,122,210  
              6,524,191  

Materials — 5.7%

               

Bemis Co., Inc. (c)

    13,719       629,701  

Kaiser Aluminum Corp.

    5,367       479,219  

Louisiana-Pacific Corp.

    14,737       327,456  

Neenah, Inc.

    5,640       332,309  

P.H. Glatfelter Co. (c)

    52,160       509,081  

Other Securities (b) (c)

            653,542  
              2,931,308  

Real Estate — 10.9%

               

Brandywine Realty Trust

    31,703       408,017  

First Industrial Realty Trust, Inc.

    10,160       293,217  

Piedmont Office Realty Trust, Inc. - Class A

    17,760       302,629  

PotlatchDeltic Corp. (c)

    7,864       248,816  

RPT Realty (c)

    64,110       766,114  

Other Securities (b) (c)

            3,601,171  
              5,619,964  

 

See Notes to Financial Statements.

 

43

 

 

Wilshire Mutual Funds, Inc.

 

Small Company Value Portfolio

 

Condensed Schedule of Investments - (Continued)

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 97.4% (a) (Continued)

       

Utilities — 2.9%

               

ONE Gas, Inc.

    3,862     $ 307,416  

Other Securities (b) (c)

            1,208,353  
              1,515,769  

Total Common Stocks (Cost $55,681,360)

          $ 50,371,295  
                 

MONEY MARKET FUNDS — 2.3%

       

Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (e)

    1,081,512     $ 1,081,512  

Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (e) (f)

    130,515       130,515  

Total Money Market Funds (Cost $1,212,027)

          $ 1,212,027  
                 

Total Investments at Value — 99.7% (Cost $56,893,387)

  $ 51,583,322  
                 

Other Assets in Excess of Liabilities — 0.3%

    156,805  
                 

Net Assets — 100.0%

          $ 51,740,127  

 

The Condensed Schedule of Investments does not reflect the complete portfolio holdings. It includes the Portfolio’s 50 largest holdings, each investment of any issue that exceeds 1% of the Portfolio’s net assets, and any investments classified as Level 3. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). The complete schedule of portfolio holdings is available (i) on the SEC’s website at http://www.sec.gov; and (ii) on our website at http://advisor.wilshire.com.

 

(a)

More narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting purposes.

(b)

Represents issuers not identified as a top 50 holding in terms of market value, issues or issuers not exceeding 1% of net assets individually or in the aggregate, respectively, or any issuers not classified as Level 3 investments, as of December 31, 2018.

(c)

This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $7,696,489 (Note 7).

(d)

Non-income producing security.

(e)

The rate shown is the 7-day effective yield as of December 31, 2018.

(f)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $130,515. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $7,789,908 (Note 7).

 

See Notes to Financial Statements.

 

44

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire 5000 Indexsm Fund

 

Condensed Schedule of Investments

December 31, 2018

  

   

Shares

   

Value

 

COMMON STOCKS — 98.5% (a)

Communication Services — 9.1%

Actua Corp. (b) (c) (d)

    100     $ 63  

Alphabet, Inc. - Class C (b)

    4,183       4,331,956  

AT&T, Inc.

    48,588       1,386,702  

Comcast Corp. - Class A

    27,208       926,431  

Facebook, Inc. - Class A (b)

    16,109       2,111,728  

Netflix, Inc. (b)

    2,752       736,601  

Verizon Communications, Inc.

    27,033       1,519,795  

Walt Disney Co. (The)

    8,748       959,219  

Other Securities (e) (f)

            3,083,814  
              15,056,309  

Consumer Discretionary — 10.4%

       

Amazon.com, Inc. (b)

    2,898       4,352,710  

Home Depot, Inc. (The)

    7,864       1,351,193  

McDonald's Corp.

    5,528       981,606  

NIKE, Inc. - Class B

    9,049       670,892  

Starbucks Corp.

    9,643       621,008  

Other Securities (e) (f)

            9,240,030  
              17,217,439  

Consumer Staples — 6.9%

               

Coca-Cola Co. (The)

    25,460       1,205,530  

Costco Wholesale Corp.

    3,201       652,075  

PepsiCo, Inc.

    9,119       1,007,467  

Philip Morris International, Inc.

    10,726       716,068  

Procter & Gamble Co. (The)

    16,340       1,501,972  

Walmart, Inc.

    10,639       991,022  

Other Securities (e) (f)

            5,384,620  
              11,458,754  

Energy — 4.9%

               

Chevron Corp.

    13,683       1,488,573  

Exxon Mobil Corp.

    27,928       1,904,409  

Other Securities (e) (f)

            4,763,443  
              8,156,425  

Financials — 14.1%

               

Bank of America Corp.

    71,008       1,749,636  

Berkshire Hathaway, Inc. - Class B (b)

    14,686       2,998,587  

Citigroup, Inc.

    19,155       997,208  

JPMorgan Chase & Co.

    23,132       2,258,145  

Wells Fargo & Co.

    31,447       1,449,077  

Other Securities (e) (f)

            14,056,572  
              23,509,225  

Health Care — 14.0%

               

Abbott Laboratories

    12,635       913,889  

AbbVie, Inc.

    10,100       931,118  

Amgen, Inc.

    3,950       768,946  

Bristol-Myers Squibb Co.

    11,925       619,861  

Eli Lilly & Co.

    6,762       782,498  

Johnson & Johnson

    17,555       2,265,472  

Merck & Co., Inc.

    18,685       1,427,720  

Pfizer, Inc.

    40,272       1,757,872  

Thermo Fisher Scientific, Inc.

    2,901       649,215  

UnitedHealth Group, Inc.

    6,246       1,556,003  

Other Securities (e) (f)

            11,656,668  
              23,329,262  

Industrials — 9.9%

               

3M Co.

    4,146       789,979  

Boeing Co. (The)

    4,038       1,302,254  

Union Pacific Corp.

    5,337       737,733  

Other Securities (e) (f)

            13,556,241  
              16,386,207  

Information Technology — 19.3%

               

Adobe, Inc. (b)

    3,131       708,357  

Apple, Inc.

    33,263       5,246,907  

Cisco Systems, Inc.

    31,758       1,376,073  

Intel Corp.

    34,918       1,638,701  

International Business Machines Corp.

    6,425       730,330  

Mastercard, Inc. - Class A

    6,945       1,310,174  

Microsoft Corp.

    51,522       5,233,089  

Oracle Corp.

    23,530       1,062,379  

PayPal Holdings, Inc. (b)

    7,725       649,595  

QUALCOMM, Inc.

    10,805       614,912  

Visa, Inc. - Class A (e)

    11,316       1,493,032  

Other Securities (e) (f)

            12,084,680  
              32,148,229  

Materials — 2.7%

               

DowDuPont, Inc.

    15,951       853,058  

Ferro Corp. (b) (d)

    575       9,016  

Other Securities (e) (f)

            3,692,379  
              4,554,453  

Real Estate — 4.1%

               

New York REIT Liquidating, LLC (b) (d)

    130       1,820  

Other Securities (e) (f)

            6,774,980  
              6,776,800  

 

See Notes to Financial Statements.

 

45

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire 5000 Indexsm Fund

 

Condensed Schedule of Investments - (Continued)

December 31, 2018

  

   

Shares

   

Value

 

COMMON STOCKS — 98.5% (a) (Continued)

Utilities — 3.1%

               

Other Securities (e) (f)

          $ 5,201,449  
                 

Total Common Stocks (Cost $55,514,315)

          $ 163,794,552  
                 

RIGHTS — 0.0% (g)

               

AMR Corp., Escrow (b) (c) (d)

    3,275     $ 3,701  

Media General, Inc. - CVR (b) (c) (d) (e)

    794       0  

Schulman A, Inc. (b) (c) (d)

    81       0  

Total Rights (Cost $0)

          $ 3,701  
                 

MONEY MARKET FUNDS — 2.0%

       

Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (h)

    2,338,237     $ 2,338,237  

Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (h) (i)

    957,550       957,550  

Total Money Market Funds (Cost $3,295,787)

  $ 3,295,787  
                 

Total Investments at Value — 100.5% (Cost $58,810,102)

  $ 167,094,040  
                 

Liabilities in Excess of Other Assets — (0.5%)

    (786,975 )
                 

Net Assets — 100.0%

          $ 166,307,065  

 

The Condensed Schedule of Investments does not reflect the complete portfolio holdings. It includes the Portfolio’s 50 largest holdings, each investment of any issue that exceeds 1% of the Portfolio’s net assets, and any illiquid investments or investments classified as Level 3. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). The complete schedule of portfolio holdings is available (i) on the SEC’s website at http://www.sec.gov; and (ii) on our website at http://advisor.wilshire.com.

 

CVR — Contingent Value Right.

 

(a)

More narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting purposes.

(b)

Non-income producing security.

(c)

Level 3 security. Security has been valued at fair value in accordance with procedures adopted by and under the general supervision of the Board of Directors. The total value of such securities is $3,764 as of December 31, 2018, representing 0.0% (f) of net assets (Note 2).

(d)

Illiquid security. The total value of such securities is $14,600 at December 31, 2018, representing 0.0% (g) of net assets.

(e)

Represents issuers not identified as a top 50 holding in terms of market value, issues or issuers not exceeding 1% of net assets individually or in the aggregate, respectively, or any issuers not classified as illiquid or Level 3 investments, as of December 31, 2018.

(f)

This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $10,560,346 (Note 7).

(g)

Percentage rounds to less than 0.1%.

(h)

The rate shown is the 7-day effective yield as of December 31, 2018.

(i)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $957,550. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $9,893,259 (Note 7).

 

See Notes to Financial Statements.

 

46

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire International Equity Fund

 

Condensed Schedule of Investments

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 97.7%

Australia — 2.9%

CSL Ltd. (a)

    47,500     $ 6,204,564  

Other Securities (a) (b) (c)

            4,897,471  
              11,102,035  

Belgium — 0.6%

               

Other Securities (a) (b)

            2,347,054  
                 

Bermuda — 0.1%

               

Other Securities (a) (b)

            419,271  
                 

Brazil — 0.7%

               

Other Securities (a) (b)

            2,638,993  
                 

Canada — 4.2%

               

Canadian Pacific Railway Ltd. (c)

    28,666       5,091,656  

Shopify, Inc. - Class A (c) (d)

    32,706       4,528,146  

Other Securities (b)

            6,743,114  
              16,362,916  

Cayman Islands — 2.1%

               

Tencent Holdings Ltd. (a)

    149,555       5,994,171  

Other Securities (a) (b)

            2,268,458  
              8,262,629  

Chile — 0.2%

               

Other Securities (a) (b)

            648,310  
                 

China — 0.8%

               

Other Securities (a) (b)

            2,897,071  
                 

Colombia — 0.0% (e)

               

Other Securities (b)

            96,424  
                 

Czech Republic — 0.4%

               

Other Securities (a) (b)

            1,547,290  
                 

Denmark — 3.1%

               

A.P. Moller-Maerska A/S - Series B (a) (c)

    3,259       4,099,280  

Chr. Hansen Holding A/S (a)

    43,495       3,860,606  

Other Securities (a) (b)

            4,200,380  
              12,160,266  

Finland — 0.5%

               

Other Securities (a) (b)

            1,924,054  
                 

France — 9.3%

               

Essilor International Cie Generale d'Optique S.A. (a)

    34,137       4,326,595  

LVMH Moet Hennessy Louis Vuitton SE (a)

    18,568       5,435,585  

Pernod Ricard S.A. (a)

    25,838       4,240,017  

Publicis Groupe S.A. (a)

    51,547       2,940,731  

Rexel S.A. (a)

    352,121       3,750,360  

Schneider Electric SE (a)

    48,111       3,263,022  

Other Securities (a) (b)

            11,895,263  
              35,851,573  

Germany — 3.2%

               

adidas AG (a)

    20,008       4,180,930  

Volkswagon AG (a)

    23,820       3,810,110  

Other Securities (a) (b)

            4,323,046  
              12,314,086  

Greece — 0.0% (e)

               

FF Group (d) (f)

    2,880       15,837  
                 

Hong Kong — 4.8%

               

AIA Group Ltd. (a)

    567,570       4,714,663  

China Mobile Ltd. (a)

    255,000       2,467,513  

China Resources Power Holdings Co. Ltd. (a)

    1,740,504       3,347,720  

Lenovo Group Ltd. (a)

    6,108,000       4,126,154  

Other Securities (a) (b) (c)

            3,757,157  
              18,413,207  

Hungary — 0.1%

               

Other Securities (a) (b)

            198,122  
                 

India — 1.4%

               

HDFC Bank Ltd. - ADR

    48,057       4,978,226  

Other Securities (a) (b)

            452,644  
              5,430,870  

Indonesia — 0.2%

               

Other Securities (a) (b)

            803,536  
                 

Ireland — 3.1%

               

Accenture plc - Class A

    35,899       5,062,117  

ICON plc (d)

    28,946       3,740,113  

Other Securities (a) (b)

            3,343,881  
              12,146,111  

Israel — 0.1%

               

Other Securities (a) (b) (c)

            496,976  

 

See Notes to Financial Statements.

 

47

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire International Equity Fund

 

Condensed Schedule of Investments - (Continued)

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 97.7% (Continued)

       

Italy — 2.1%

               

Enel SpA (a)

    432,924     $ 2,509,453  

Other Securities (a) (b)

            5,526,952  
              8,036,405  

Japan — 13.0%

               

Fujitsu Ltd. (a)

    72,500       4,519,165  

Hitachi Metals Ltd. (a)

    259,200       2,695,695  

Honda Motor Co. (a)

    151,600       3,993,731  

INPEX Corp. (a)

    400,400       3,547,710  

Keyence Corp. (a)

    10,130       5,119,934  

Sumitomo Mitsui Financial Group, Inc. (a)

    96,100       3,167,798  

Other Securities (a) (b) (c)

            27,340,694  
              50,384,727  

Jersey — 2.0%

               

Experian plc (a)

    263,029       6,377,386  

Other Securities (a) (b)

            1,258,907  
              7,636,293  

Korea (Republic of) — 3.0%

               

Other Securities (a) (b)

            11,751,458  
                 

Malaysia — 0.5%

               

Other Securities (a) (b)

            1,814,196  
                 

Mexico — 1.1%

               

Wal-Mart de Mexico S.A.B. de C.V.

    1,358,775       3,456,147  

Other Securities (b)

            884,903  
              4,341,050  

Netherlands — 3.4%

               

ING Groep N.V. (a)

    238,131       2,561,159  

Mylan N.V. (d)

    108,727       2,979,120  

Other Securities (a) (b) (c)

            7,504,764  
              13,045,043  

New Zealand — 0.0% (e)

               

Other Securities (a) (b)

            114,647  
                 

Norway — 0.3%

               

Other Securities (a) (b)

            1,125,451  
                 

Philippines — 0.2%

               

Other Securities (a) (b)

            612,953  
                 

Poland — 0.2%

               

Other Securities (a) (b)

            764,013  

Portugal — 0.0% (e)

               

Other Securities (a) (b)

          $ 144,649  
                 

Russia — 1.4%

               

Other Securities (a) (b)

            5,231,351  
                 

Singapore — 1.1%

               

Wilmar International Ltd. (a) (c)

    1,054,100       2,413,994  

Other Securities (a) (b)

            1,957,565  
              4,371,559  

South Africa — 0.2%

               

Other Securities (a) (b)

            715,184  
                 

Spain — 2.3%

               

Amadeus IT Group S.A. (a)

    37,346       2,598,120  

Other Securities (a) (b) (c)

            6,416,006  
              9,014,126  

Sweden — 2.4%

               

Hexagon AB - B Shares (a)

    81,763       3,779,558  

Other Securities (a) (b)

            5,416,853  
              9,196,411  

Switzerland — 9.0%

               

Chubb Ltd.

    36,508       4,716,104  

Geberit AG (a)

    7,472       2,909,751  

Nestlé S.A. (a)

    86,736       7,039,735  

Roche Holdings AG (a)

    25,511       6,333,333  

Sika AG (a)

    21,710       2,757,681  

Other Securities (a) (b) (c)

            10,897,327  
              34,653,931  

Taiwan — 4.0%

               

Hon Hai Precision Industry Co. Ltd. (a)

    1,082,400       2,501,411  

Taiwan Semiconductor Manufacturing Co. Ltd. (a)

    388,000       2,829,048  

Taiwan Semiconductor Manufacturing Co. Ltd. - ADR

    121,472       4,483,532  

Other Securities (a) (b)

            5,546,465  
              15,360,456  

Thailand — 0.4%

               

Other Securities (a) (b)

            1,489,009  
                 

Turkey — 0.4%

               

Other Securities (a) (b)

            1,373,954  

  

See Notes to Financial Statements.

 

48

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire International Equity Fund

 

Condensed Schedule of Investments - (Continued)

December 31, 2018

 

   

Shares

   

Value

 

COMMON STOCKS — 97.7% (Continued)

       

United Arab Emirates — 0.0% (e)

               

Other Securities (a) (b)

          $ 92,809  
                 

United Kingdom — 10.7%

               

Compass Group plc (a)

    241,015       5,072,961  

HSBC Holdings plc (a)

    383,835       3,167,062  

John Wood Group plc (a)

    511,679       3,292,665  

Tesco plc (a)

    1,338,624       3,246,918  

Travis Perkins plc (a)

    264,491       3,606,451  

Vodafone Group plc (a)

    1,264,161       2,458,303  

Other Securities (a) (b)

            20,595,468  
              41,439,828  

United States — 2.2%

               

Mettler-Toledo International, Inc. (d)

    7,711       4,361,187  

ResMed, Inc.

    26,275       2,991,934  

Other Securities (b)

            1,304,488  
              8,657,609  

Total Common Stocks (Cost $388,955,311)

          $ 377,443,743  
                 

PREFERRED STOCKS — 0.1%

               

Brazil — 0.1%

               

Other Securities (a) (b)

          $ 489,635  
                 

Colombia — 0.0% (e)

               

Other Securities (b)

            124,342  
                 

Germany — 0.0% (e)

               

Other Securities (a) (b)

            39,270  
                 

Korea (Republic of) — 0.0% (e)

               

CJ Corp. (d) (f)

    15       504  
                 

Total Preferred Stocks (Cost $604,284)

          $ 653,751  
                 

RIGHTS — 0.0% (e)

               

Taiwan — 0.0% (e)

               

Other Securities (a) (b)

          $ 726  

Total Rights (Cost $0)

          $ 726  
             

Money Market Funds — 2.1%

               

Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (g)

    6,314,238       6,314,238  

Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (g) (h)

    1,764,828       1,764,828  

Total Money Market Funds (Cost $8,079,066)

          $ 8,079,066  
                 

Total Investments at Value — 99.9% (Cost $397,638,661)

  $ 386,177,286  
                 

Other Assets in Excess of Liabilities — 0.1%

    294,261  
                 

Net Assets — 100.0%

          $ 386,471,547  

 

The Condensed Schedule of Investments does not reflect the complete portfolio holdings. It includes the Fund’s 50 largest holdings, each investment of any issuer that exceeds 1% of the Fund’s net assets, and any illiquid investments or investments classified as Level 3. “Other Securities” represent all issues not required to be disclosed under the rules adopted by the U.S. Securities and Exchange Commission (“SEC”). The complete schedule of portfolio holdings is available (i) on the SEC’s website at http://www.sec.gov; and (ii) on our website at http://advisor.wilshire.com.

 

ADR — American Depositary Receipt.

 

See Notes to Financial Statements.

 

49

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire International Equity Fund

 

Condensed Schedule of Investments - (Continued)

December 31, 2018

 

(a)

Level 2 security (Note 1).

(b)

Represents issuers not identified as a top 50 holding in terms of market value, issues or issuers not exceeding 1% of net assets individually or in the aggregate, respectively, or any issuers not classified as illiquid or Level 3 investments, as of December 31, 2018.

(c)

This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $15,331,206 (Note 7).

(d)

Non-income producing security.

(e)

Percentage rounds to less than 0.1%.

(f)

Illiquid security. The total value of such securities is $16,341 at December 31, 2018, representing 0.0% (e) of net assets.

(g)

The rate shown is the 7-day effective yield as of December 31, 2018.

(h)

This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $1,764,828. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $14,048,848 (Note 7).

 

See Notes to Financial Statements.

 

50

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments

December 31, 2018

 

   

Par Value

   

Value

 

U.S. TREASURY OBLIGATIONS — 7.6%

U.S. Treasury Bonds — 1.4%

3.125%, due 02/15/43

  $ 970,000     $ 989,248  

3.625%, due 08/15/43

    990,000       1,095,497  

3.750%, due 11/15/43

    960,000       1,083,900  

2.750%, due 11/15/47

    780,000       738,197  

3.000%, due 08/15/48

    380,000       378,219  
              4,285,061  

U.S. Treasury Notes — 6.2%

       

2.000%, due 09/30/20

    110,000       109,020  

1.750%, due 10/31/20

    1,250,000       1,232,812  

1.625%, due 11/30/20

    720,000       708,075  

1.125%, due 02/28/21

    1,330,000       1,291,763  

2.000%, due 05/31/21

    1,370,000       1,354,801  

2.750%, due 08/15/21

    1,020,000       1,026,853  

2.750%, due 09/15/21

    1,330,000       1,339,144  

2.625%, due 02/28/23

    1,130,000       1,135,827  

2.500%, due 03/31/23

    1,350,000       1,350,000  

2.750%, due 04/30/23

    1,330,000       1,343,716  

1.875%, due 08/31/24

    1,410,000       1,361,091  

2.125%, due 09/30/24

    1,410,000       1,377,834  

2.250%, due 10/31/24

    1,400,000       1,376,594  

3.000%, due 09/30/25

    900,000       923,062  

2.250%, due 02/15/27

    1,000,000       971,094  

2.250%, due 08/15/27

    1,420,000       1,374,294  

2.250%, due 11/15/27

    1,230,000       1,188,103  
              19,464,083  

Total U.S. Treasury Obligations (Cost $23,540,087)

  $ 23,749,144  
                 

AGENCY MORTGAGE-BACKED OBLIGATIONS — 6.0%

Federal Home Loan Mortgage Corp. — 2.5%

       

Series 15-DNA1, Class M3, 5.806% (1MO LIBOR + 330), due 10/25/27 (a)

  $ 350,000     $ 379,804  

Series 2017-DNA3, Class M1, 3.256% (1MO LIBOR + 75), due 03/25/30 (a)

    435,869       434,758  

Series 2989, Class SG, 16.764% (1MO LIBOR + 3395), due 08/15/34 (a)

    105,699       207,834  

Series 4249, Class CS, 4.300%, due 09/15/43

    1,263,587       1,127,230  

Series 4355, Class ZX, 4.000%, due 05/15/44

    5,385,866       5,708,266  
              7,857,892  

Federal Home Loan Mortgage Corp. Interest-Only Strips — 0.4%

Series K-722, Class X1, 1.439%, due 03/01/23 (a)

    2,211,011       97,218  

Series 2980, Class SC, 4.245% (1MO LIBOR + 670), due 05/15/35 (a)

    705,867       76,140  

Series 3359, Class SC, 3.265% (1MO LIBOR + 572), due 08/15/37 (a)

    1,371,236       153,517  

Series 4077, Class TS, 3.545% (1MO LIBOR + 600), due 05/15/41 (a)

    1,311,841       171,371  

Series 3966, Class SA, 3.445% (1MO LIBOR + 590), due 12/15/41 (a)

    1,822,239       231,981  

Series 4089, Class SH, 3.545% (1MO LIBOR + 600), due 08/15/42 (a)

    1,395,550       183,338  

Series 2017-53, Class IE, 4.000%, due 07/25/47

    1,476,711       284,181  
              1,197,746  

Federal National Mortgage Association — 1.0%

Series 16-C05, Class 2M1, 3.856% (1MO LIBOR + 135), due 01/25/29 (a)

    148,610       148,776  

Series 16-C06, Class 1M1, 3.806% (1MO LIBOR + 130), due 04/25/29 (a)

    198,765       199,641  

Series 2017-C03, Class 1M1, 3.456% (1MO LIBOR + 95), due 10/25/29 (a)

    368,455       368,753  

Series 18-C03, Class 1M1, 3.186% (1MO LIBOR + 68), due 10/25/30 (a)

    377,721       376,785  

Series 2018-C04, Class 2M2, 5.056% (1MO LIBOR + 255), due 12/25/30 (a)

    500,000       493,889  

Series 2018-C06, Class 1M2, 4.315%, due 03/25/31 (a)

    500,000       480,331  

Series 2016-75, Class ZP, 3.000%, due 10/25/46

    1,361,994       1,239,492  
              3,307,667  

 

See Notes to Financial Statements.

 

51

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

AGENCY MORTGAGE-BACKED OBLIGATIONS — 6.0% (Continued)

Federal National Mortgage Association Interest-Only Strips — 1.5%

Series 2014-63, Class BI, 3.500%, due 06/25/33

  $ 6,329,749     $ 580,838  

Series 3311, Class IA, 3.955% (1MO LIBOR + 641), due 05/15/37 (a)

    2,668,092       449,485  

Series 2007-50, Class SX, 3.944% (1MO LIBOR + 645), due 06/25/37 (a)

    4,663,622       707,676  

Series 2009-78, Class XS, 4.234% (1MO LIBOR + 674), due 10/25/39 (a)

    6,660,864       1,214,238  

Series 2011-124, Class NS, 3.994% (1MO LIBOR + 650), due 12/25/41 (a)

    1,500,355       239,151  

Series 2012-20, Class SA, 3.944% (1MO LIBOR + 645), due 03/25/42 (a)

    1,496,098       219,155  

Series 2012-76, Class SC, 3.494% (1MO LIBOR + 600), due 07/25/42 (a)

    703,176       105,985  

Series 2014-28, Class SD, 3.544% (1MO LIBOR + 650), due 05/25/44 (a)

    4,849,802       753,494  

Series 2008-22, Class SB, 3.654% (1MO LIBOR + 616), due 04/25/48 (a)

    2,784,532       442,093  
              4,712,115  

Government National Mortgage Association Interest-Only Strips — 0.6%

Series 2010-133, Class SD, 3.740% (1MO LIBOR + 607), due 10/16/40 (a)

    6,043,834       669,777  

Series 2014-102, Class SY, 3.180%, due 02/20/44 (a)

    5,938,688       661,443  

Series 2018-83, Class HI, 5.000%, due 01/20/48

    2,944,535       578,121  
              1,909,341  

Total Agency Mortgage-Backed Obligations (Cost $19,265,730)

  $ 18,984,761  
             

NON-AGENCY MORTGAGE-BACKED OBLIGATIONS — 18.3%

Ajax Mortgage Loan Trust, Series 2018-A, Class A, 144A, 3.850%, due 04/25/58

    791,372       790,058  

Ajax Mortgage Loan Trust, Series 2018-C, Class A, 4.360%, due 09/25/65 (a)

    785,897       788,257  

Americold, LLC Trust, Series 2010-ART, Class C, 144A, 6.811%, due 01/14/29

    50,000       52,538  

Arbor Realty Commercial Real Estate, Series 2016-FL1, Class B, 144A, 5.405% (1MO LIBOR + 295), due 09/15/26 (a)

    302,000       305,227  

Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class E, 144A, 5.505%, due 11/15/19 (a)

    94,000       90,996  

Atrium Hotel Portfolio Trust, Series 2018-ATRM, Class E, 144A, 5.855% (1MO LIBOR + 340), due 06/15/35 (a)

    140,000       136,723  

Bank of America Credit Card Trust, Series 2017-A1, Class A1, 1.950%, due 08/15/22

    300,000       296,472  

Barclays Commercial Mortgage Securities Trust, Series 2018-CBM, Class D, 144A, 4.846% (1MO LIBOR + 2.391), due 07/15/37 (a)

    400,000       387,930  

Barclays Commercial Mortgage Securities, LLC, Series 2014-BX0, Class E, 144A, 6.205% (1MO LIBOR + 375), due 08/15/27 (a)

    236,000       235,999  

BCAPB, LLC Trust, Series 2007-AB1, Class A-5, 4.919%, due 03/25/37 (a)

    4,160,516       2,613,251  

Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class I-M-1, 4.225%, due 01/25/35 (a)

    504,672       510,847  

 

See Notes to Financial Statements.

 

52

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

NON-AGENCY MORTGAGE-BACKED OBLIGATIONS — 18.3% (Continued)

Bear Stearns Commercial Mortgage Trust, Series 2007-T26, Class AJ, 5.566%, due 01/12/45 (a)

  $ 150,000     $ 136,377  

Benchmark Mortgage Trust, Series 2018-B4, Class D, 144A, 2.966%, due 07/15/51 (a)

    500,000       389,019  

BHMS Mortgage Trust, Series 2018-ATLS, Class C, 144A, 4.355% (1MO LIBOR + 190), due 07/15/35 (a)

    251,000       248,547  

BHMS Mortgage Trust, Series 2018-ATLS, Class D, 144A, 4.705% (1MO LIBOR + 225), due 07/15/35 (a)

    100,000       98,918  

BX Trust, Series 2018-MCSF, Class F, 144A, 5.047%, due 04/15/35 (a)

    140,000       136,761  

BX Trust, Series 2018-GW, Class G, 144A, 5.227% (1MO LIBOR + 292), due 05/15/35 (a)

    83,000       80,951  

BX Trust, Series 2018-BIOA, Class E, 144A, 4.406% (1MO LIBOR + 195.1), due 03/15/37 (a)

    343,000       338,787  

Cedar Funding Ltd., Series 2016-5A, Class CR, 144A, 4.549%, due 07/17/31 (a)

    1,000,000       934,097  

CFCRE Commercial Mortgage Trust, Series 2016-C4, Class C, 4.878%, due 05/10/58

    120,000       120,789  

CGGS Commercial Mortgage Trust, Series 2018-WSS, Class D, 144A, 4.755% (1MO LIBOR + 230), due 02/15/20 (a) (b)

    142,000       139,993  

CIM Trust, Series 2018-INV1, Class A10, 144A, 4.000%, due 08/25/48

    500,000       500,576  

CIM Trust, Series 2016-1, Class B2, 144A, 8.247%, due 07/26/55 (a)

    1,000,000       990,357  

CIM Trust, Series 2016-2, Class B2, 144A, 8.032%, due 02/01/56 (a)

    1,000,000       999,323  

CIM Trust, Series 2016-3, Class B2, 144A, 7.911%, due 02/27/56 (a)

    1,000,000       996,668  

Citigroup Commercial Mortgage Trust, Series 2013-GC17, Class D, 144A, 5.296%, due 11/10/46 (a)

    100,000       96,960  

Citigroup Commercial Mortgage Trust, Series 2016-P4, Class D, 144A, 4.132%, due 07/10/49 (a)

    500,000       426,396  

CLNS Trust, Series 2017-IKPR, Class D, 144A, 4.368% (1MO LIBOR + 205), due 06/11/32 (a)

    84,000       83,176  

CLNS Trust, Series 2017-IKPR, Class E, 144A, 5.818% (1MO LIBOR + 350), due 06/11/32 (a)

    84,000       83,034  

CLNS Trust, Series 2017-IKPR, Class F, 144A, 6.818% (1MO LIBOR + 450), due 06/11/32 (a)

    84,000       82,922  

Commercial Mortgage Trust, Series 2016-GCT, Class F, 144A, 3.577%, due 08/10/29 (a) (b)

    150,000       142,479  

Commercial Mortgage Trust, Series 2012-CCRE4, Class C, 144A, 4.442%, due 10/15/45

    69,000       62,892  

Countrywide Alternative Loan Trust, Series 2006-HY11, Class A1, 2.626% (1MO LIBOR + 12), due 06/25/36 (a)

    530,879       470,506  

Countrywide Alternative Loan Trust, Series 2007-16CB, Class 5-A-4, 6.250%, due 08/25/37 (a)

    722,334       570,802  

Countrywide Alternative Loan Trust, 2.676% (1MO LIBOR + 17), due 05/25/47 (a)

    517,089       486,703  

Countrywide Asset Backed Securities, Inc., Series 2006-6, Class 1-A-1, 2.676% (1MO LIBOR + 175), due 09/25/36 (a)

    1,473,815       1,425,935  

Countrywide Home Loan Mortgage Trust, Series 2007-HY5, Class 3-A-1, 3.819%, due 09/25/37 (a)

    1,852,056       1,793,029  

 

See Notes to Financial Statements.

 

53

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

NON-AGENCY MORTGAGE-BACKED OBLIGATIONS — 18.3% (Continued)

Credit Suisse Commercial Mortgage Trust, Series 2017-CHOP, Class E, 144A, 5.755% (1MO LIBOR + 330), due 07/15/32 (a)

  $ 169,000     $ 166,733  

Credit Suisse Commercial Mortgage Trust, Series 2017-LSTK, Class E, 144A, 3.442%, due 04/05/33 (a)

    170,000       165,287  

Credit Suisse Commercial Mortgage Trust, Series 2018-TOP, Class F, 5.205%, due 08/15/35 (a)

    200,000       197,233  

Credit Suisse Commercial Mortgage Trust, Series 2016-PR1, Class A-1, 144A, 5.500%, due 07/25/56 (a)

    667,249       670,006  

DBGS Mortgage Trust, Series 2018-5BP, Class F, 144A, 4.905% (1MO LIBOR + 245), due 06/15/33 (a)

    140,000       134,958  

DBUBS Mortgage Trust, Series 2017-BRBK, Class E, 144A, 3.648%, due 10/10/34 (a)

    220,000       202,473  

DBUBS Mortgage Trust, Series 2011-LC1A, Class F, 144A, 5.698%, due 11/10/46 (a)

    230,000       230,113  

DBUBS Mortgage Trust, Series 2011-LC1A, Class E, 144A, 5.884%, due 11/10/46 (a)

    987,000       1,008,492  

Deephaven Residential Mortgage Trust, Series 2018-3A, Class M1, 144A, 4.357%, due 08/25/58 (a)

    500,000       504,976  

Domino's Pizza Master Issuer, LLC, Series 2017-1A, Class A2I, 144A, 3.740% (3MO LIBOR + 125), due 07/25/47 (a)

    232,063       231,373  

Dryden Senior Loan Fund, Series 2012-25A, Class CRR, 144A, 4.286% (3MO LIBOR + 185), due 10/15/27 (a)

    1,000,000       981,211  

Dryden Senior Loan Fund, Series 14-33A, Class DR, 144A, 6.786%, due 10/15/28 (a)

    500,000       500,023  

Dryden Senior Loan Fund, Series 2018-60A, Class C, 144A, 0.000% (3MO LIBOR + 205), due 07/15/31 (a)

    1,000,000       951,669  

Dryden Senior Loan Fund, Series 2015-40A, Class CR, 144A, 4.714%, due 08/15/31 (a)

    500,000       477,810  

First Franklin Mortgage Trust, Series 2004-FF10, Class M-1, 3.781% (1MO LIBOR + 127.50), due 07/25/34 (a)

    462,859       464,627  

Flagstar Mortgage Trust, Series 2016-6RR, Class B1, 144A, 5.067%, due 10/25/48 (a)

    498,540       506,949  

Focus Brands Funding, LLC, Series 2017-1A, Class A2II, 144A, 5.093%, due 04/30/47 (a)

    177,300       179,715  

FREMF Mortgage Trust, Series 2014-K503, Class D, 144A, 0.000%, due 10/25/47 (a) (b)

    1,064,300       1,021,684  

GMAC Commercial Mortgage Securities, Series 2004-C3, Class D, 5.044%, due 12/10/41 (a)

    96,000       95,320  

GMAC Commercial Mortgage Securities, Series 2004-C3, Class E, 144A, 5.142%, due 12/10/41 (a)

    160,000       159,784  

GoldenTree Loan Management, L.P., Series 2017-2A, Class D, 144A, 5.119% (3MO LIBOR + 265), due 11/28/30 (a)

    500,000       461,017  

Goldman Sachs Mortgage Securities Trust, Series 2018-TWR, Class A, 144A, 3.355%, due 07/15/31 (a)

    115,000       115,000  

Goldman Sachs Mortgage Securities Trust, Series 2018-LUAU, Class E, 144A, 4.837% (1MO LIBOR + 255), due 11/15/32 (a)

    150,000       149,462  

 

See Notes to Financial Statements.

 

54

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

NON-AGENCY MORTGAGE-BACKED OBLIGATIONS — 18.3% (Continued)

Goldman Sachs Mortgage Securities Trust, Series 2018-RIVR, Class F, 144A, 4.555% (1MO LIBOR + 210), due 07/15/35 (a)

  $ 1,000,000     $ 978,494  

Goldman Sachs Mortgage Securities Trust, Series 2018-RIVR, Class G, 144A, 5.055% (1MO LIBOR + 260), due 07/15/35 (a)

    500,000       491,784  

GPT 2018-GPP Mortgage Trust, Series 2018-GPP, Class E, 144A, 4.925% (1MO LIBOR + 247), due 06/15/35 (a)

    1,000,000       980,929  

GSAA Home Equity Trust, Series 2005-6, Class M-1, 2.936% (1MO LIBOR + 43), due 06/25/35 (a)

    1,300,000       1,266,394  

GSAA Home Equity Trust, Series 2006-4, Class 4A3, 3.707%, due 03/25/36 (a)

    710,585       589,679  

GSAA Home Equity Trust, Series 2007-7, Class A4, 2.776%, due 07/25/37 (a)

    619,984       593,376  

Home Partners of America Trust, Series 2018-1, Class D, 144A, 3.752% (1MO LIBOR + 145), due 07/17/37 (a)

    135,000       133,985  

Home Partners of America Trust, Series 2018-1, Class E, 144A, 4.152% (1MO LIBOR + 185), due 07/17/37 (a)

    1,000,000       997,799  

IMT Trust, Series 2017-APTS, Class EFL, 144A, 4.566% (1MO LIBOR + 215), due 06/15/34 (a)

    56,000       55,627  

IMT Trust, Series 2017-APTS, Class FFL, 144A, 5.305% (1MO LIBOR + 285), due 06/15/34 (a)

    56,000       55,648  

JPMBB Commercial Mortgage Securities Trust, Series 2015-C29, Class C, 4.309%, due 05/15/48 (a)

    400,000       383,725  

JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-LAQ, Class C, 144A, 4.055% (1MO LIBOR + 160), due 06/15/32 (a)

    214,000       211,877  

JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-LAQ, Class D, 144A, 4.555% (1MO LIBOR + 210), due 06/15/32 (a)

    85,000       83,458  

JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-LAQ, Class E, 144A, 5.455% (1MO LIBOR + 300), due 06/15/32 (a)

    27,000       26,377  

JPMorgan Chase Commercial Mortgage Trust, Series 2018-PHH, Class C, 144A, 3.815%, due 06/15/23 (a)

    45,000       44,725  

JPMorgan Chase Commercial Mortgage Trust, Series 2018-WPT, Class EFX, 144A, 5.542%, due 07/05/23 (a)

    141,000       144,170  

JPMorgan Chase Commercial Mortgage Trust, Series 2018-WPT, Class FFX, 144A, 5.542%, due 07/05/23 (a)

    1,500,000       1,483,066  

JPMorgan Chase Commercial Mortgage Trust, Series 2018-BCON, Class E, 3.881%, due 01/05/31 (a)

    300,000     288,069  

JPMorgan Chase Commercial Mortgage Trust, Series 2015-MAR7, Class D, 144A, 5.227%, due 06/05/32 (a)

    113,000       112,749  

JPMorgan Chase Commercial Mortgage Trust, Series 2017-MAUI, Class C, 144A, 3.637% (1MO LIBOR + 125), due 07/15/34 (a)

    43,000       42,642  

JPMorgan Chase Commercial Mortgage Trust, Series 2017-MAUI, Class D, 144A, 4.337% (1MO LIBOR + 195), due 07/15/34 (a)

    40,000       39,573  

 

See Notes to Financial Statements.

 

55

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

NON-AGENCY MORTGAGE-BACKED OBLIGATIONS — 18.3% (Continued)

JPMorgan Chase Commercial Mortgage Trust, Series 2017-MAUI, Class E, 144A, 5.337% (1MO LIBOR + 295), due 07/15/34 (a)

  $ 36,000     $ 35,537  

JPMorgan Chase Commercial Mortgage Trust, Series 2017-MAUI, Class F, 144A, 6.137% (1MO LIBOR + 375), due 07/15/34 (a)

    50,000       49,601  

JPMorgan Chase Commercial Mortgage Trust, Series 2004-CIBC10, Class D, 5.097%, due 01/12/37

    189,000       191,087  

JPMorgan Chase Commercial Mortgage Trust, Series 2011-C5, Class D, 5.586%, due 08/15/46 (a)

    268,000       268,322  

JPMorgan Chase Commercial Mortgage Trust, Series 2006-LDP9, Class A-MS, 5.337%, due 05/15/47

    176,000       174,780  

JPMorgan Chase Commercial Mortgage Trust, Series 2014-C26, Class F, 144A, 4.000%, due 01/15/48

    660,000       448,763  

JPMorgan Chase Commercial Mortgage Trust, Series 2018-6, Class B2, 144A, 4.011%, due 12/25/48 (a)

    395,669       387,544  

JPMorgan Chase Commercial Mortgage Trust, Series 2015-JP1, Class F, 144A, 4.899%, due 01/15/49 (a)

    107,000       84,633  

JPMorgan Chase Commercial Mortgage Trust, Series 2007-LDPX, Class A-M, 5.464%, due 01/15/49 (a)

    10,382       10,321  

JPMorgan Chase Commercial Mortgage Trust, Series 2018-8, Class B1, 144A, 4.237%, due 01/25/49 (a)

    497,026       503,148  

LSTAR Commercial Mortgage Trust, Series 2016-4, Class C, 144A, 4.701%, due 03/10/49

    274,000       244,927  

Madison Avenue Trust, Series 2013-650M, Class E, 4.169%, due 10/12/32 (a) (b)

    268,000       261,365  

Merrill Lynch Mortgage Trust, Series 2007-C1, Class A-M, 5.983%, due 06/12/50 (a)

    389       388  

Mill City Mortgage Trust, Series 2018-3, Class A1, 144A, 3.500%, due 08/25/58 (a)

    354,438       353,025  

Monarch Beach Resort Trust, Series 2018-MBR, Class F, 5.005%, due 07/15/35 (a)

    307,000       303,206  

Morgan Stanley BofA Mortgage Loan Trust, Series 2014-C17, Class C, 4.613%, due 08/15/47 (a)

    1,117,000       1,084,522  

Morgan Stanley BofA Mortgage Loan Trust, Series 2015-C20, Class D, 144A, 3.071%, due 02/15/48 (a)

    232,000       190,238  

Morgan Stanley BofA Mortgage Loan Trust, Series 2015-C22, Class C, 4.378%, due 04/15/48 (a)

    1,000,000       976,024  

Morgan Stanley Capital I Trust, Series 2018-SUN, Class D, 144A, 4.105% (1MO LIBOR + 165), due 07/15/35 (a)

    40,000       39,607  

Morgan Stanley Capital I Trust, Series 2018-SUN, Class F, 144A, 5.005% (1MO LIBOR + 255), due 07/15/35 (a)

    60,000       59,322  

Morgan Stanley Capital I Trust, Series 2018-SUN, Class G, 144A, 5.505% (1MO LIBOR + 305), due 07/15/35 (a)

    40,000       39,619  

Morgan Stanley Capital I Trust, Series 2006-NC1, Class M-1, 2.886% (1MO LIBOR + 380), due 12/25/35 (a)

    1,000,000       971,321  

 

See Notes to Financial Statements.

 

56

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

NON-AGENCY MORTGAGE-BACKED OBLIGATIONS — 18.3% (Continued)

MSCG Trust, Series 2018-SELF, Class F, 144A, 5.505% (1MO LIBOR + 305), due 10/15/28 (a)

  $ 199,000     $ 198,998  

Natixis Commercial Mortgage Securities, Series 2018-FL1, Class C, 144A, 4.507% (1MO LIBOR + 220), due 06/15/35 (a)

    141,000       140,056  

Nextgear Floorplan Master Owner Trust, Series 2018-2A, Class A2, 144A, 3.690%, due 10/16/23 (a)

    160,000       161,560  

OHA Loan Funding Ltd., Series 2013-1A, Class CR2, 0.000%, due 07/23/31 (a)

    500,000       476,123  

PFP Ltd., Series 2017-4, Class D, 144A, 5.906% (1MO LIBOR + 360), due 07/14/35 (a)

    1,000,000       983,997  

PR Mortgage Loan Trust, Series 2014-1, Class APT, 144A, 5.910%, due 10/25/49 (a)

    1,990,155       1,898,749  

Rait Trust, Series 2017-FL7, Class B, 144A, 4.055% (1MO LIBOR + 160), due 06/15/37 (a)

    169,000       168,961  

Residential Accredited Loans, Inc., Series 2006-QS15, Class A-3, 6.500%, due 10/25/36

    1,070,898       988,497  

Resource Capital Corp. Ltd., Series 2017-CRE5, Class B, 144A, 4.455% (1MO LIBOR + 200), due 07/15/34 (a)

    123,281       120,922  

Slide, Series 2018-FUN, Class F, 144A, 5.455% (1MO LIBOR + 300), due 06/15/31 (a)

    1,241,611       1,214,246  

SoFi Consumer Loan Program Trust, Series 2016-3, Class B, 144A, 4.490%, due 12/26/25

    500,000       511,732  

SoFi Consumer Loan Program Trust, Series 2018-1, Class C, 144A, 3.970%, due 02/25/27 (a)

    250,000       248,010  

SoFi Consumer Loan Program Trust, Series 2018-2, Class C, 144A, 4.250%, due 04/26/27

    215,000       216,796  

SoFi Consumer Loan Program Trust, Series 2016-5, Class B, 4.550%, due 09/25/28 (a)

    250,000       256,684  

Starwood Commercial Mortgage Trust, Series 2018-URB, Class D, 144A, 4.505% (1MO LIBOR + 200), due 05/15/35 (a)

    100,000       98,883  

Starwood Commercial Mortgage Trust, Series 2018-URB, Class E, 5.605% (1MO LIBOR + 305), due 05/15/35 (a)

    266,000       265,255  

Structured Asset Securities Corp., Series 2006-BC3, Class A3, 2.666% (1MO LIBOR + 16), due 10/25/36 (a)

    1,034,990       908,676  

Taco Bell Fund, LLC, Series 2016-1A, Class A23, 144A, 4.970%, due 05/25/46

    426,505       438,139  

Textainer Marine Containers, Series 2018-1A, Class A, 4.110%, due 08/20/43

    145,500       146,330  

Tharaldson Hotel Portfolio Trust, Series 2018-THL, Class E, 144A, 5.496% (3MO LIBOR + 318), due 11/11/34 (a)

    121,181       119,270  

Towd Point Mortgage Trust, Series 17-3, Class A1, 144A, 2.750%, due 07/01/57 (a)

    204,621       200,190  

Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.000%, due 06/25/58 (a)

    249,663       242,006  

UBS Commercial Mortgage Trust, Series 2018-C8, Class C, 4.861%, due 02/15/51 (a)

    95,000       93,116  

UBS-Citigroup Commercial Mortgage Trust, Series 2011-C1, Class D, 144A, 6.252%, due 01/10/45 (a)

    142,000       145,848  

Velocity Commercial Capital Loan Trust, Series 2016-1, Class A-FX, 144A, 3.534%, due 04/25/46

    154,029       152,946  

 

See Notes to Financial Statements.

 

57

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

  

   

Par Value

   

Value

 

NON-AGENCY MORTGAGE-BACKED OBLIGATIONS — 18.3% (Continued)

Verizon Owner Trust, Series 2017-1A, Class A, 144A, 2.060%, due 09/20/21

  $ 225,000     $ 223,313  

Verus Securitization Trust, Series 2018-1, Class B1, 144A, 3.801%, due 01/25/58 (a)

    500,000       491,543  

Verus Securitization Trust, Series 2018-2, Class B1, 144A, 4.426%, due 06/01/58 (a)

    900,000       901,615  

Verus Securitization Trust, Series 2018-3, Class M1, 144A, 4.595%, due 10/25/58 (a)

    300,000       299,095  

Wachovia Bank Commercial Mortgage Trust, Series 2006-C25, Class F, 5.364%, due 05/15/43 (a)

    86,990       86,687  

Waldorf Astoria Boca Raton Trust, Series 2016-BOCA, Class B, 144A, 4.505% (1MO LIBOR + 205), due 06/15/29 (a)

    148,000       147,160  

Waldorf Astoria Boca Raton Trust, Series 2016-BOCA, Class C, 144A, 4.955% (1MO LIBOR + 205), due 06/15/29 (a)

    125,000       124,265  

WAMU Mortgage Pass-Through Certificates, Series 2007-HY3, Class 1A1, 3.153%, due 03/25/37 (a)

    693,739       599,406  

Wells Fargo Commercial Mortgage Trust, Series 2015-LC5, Class D, 144A, 4.922%, due 10/15/45 (a)

    385,000       378,859  

Wells Fargo Commercial Mortgage Trust, Series 2016-C34, Class C, 5.030%, due 06/15/49

    141,000       140,814  

Wells Fargo Mortgage Backed Series Trust, Series 2006-8, Class A18, 6.000%, due 07/25/36 (a)

    359,269       347,208  

Total Non-Agency Mortgage-Backed Obligations (Cost $57,877,711)

  $ 57,437,611  
                 

NON-AGENCY MORTGAGE-BACKED OBLIGATION INTEREST-ONLY STRIPS — 2.8%

Barclays Commercial Mortgage Securities, LLC, Series 2017-C1, Class X-A, 1.681%, due 02/01/27 (a)

    1,962,700       176,717  

Benchmark Mortgage Trust, Series 2018-B4, Class X-D, 144A, 1.750%, due 07/15/51 (a)

    7,000,000       924,482  

CD Commercial Mortgage Trust, Series 2016-CD1, Class X-A, 1.560%, due 08/10/26 (a)

    1,964,210       154,586  

CD Commercial Mortgage Trust, Series 2017-CD4, Class X-A, 1.475%, due 05/01/50 (a)

    1,748,756       135,398  

CFCRE Commercial Mortgage Trust, Series 2017-C8, Class X-A, 1.829%, due 06/15/50 (a)

    1,418,264       135,716  

CFCRE Commercial Mortgage Trust, Series 2016-C4, Class X-A, 1.896%, due 05/10/58 (a)

    771,443       72,240  

Citigroup Commercial Mortgage Trust, Series 2016-P4, Class X-A, 2.154%, due 08/10/26 (a)

    941,906       99,596  

Citigroup Commercial Mortgage Trust, Series 2016-C1, Class X-A, 2.076%, due 05/10/49 (a)

    819,843       87,079  

Commercial Mortgage Trust, Series 2012-LC4, Class X-A, 144A, 2.293%, due 12/10/44 (a)

    13,367,209       687,295  

Commercial Mortgage Trust, Series 2013-CCRE12, Class X-A, 1.352%, due 10/01/46 (a)

    3,485,353       157,036  

Commercial Mortgage Trust, Series 2015-LC21, Class X-A, 0.966%, due 07/10/48 (a)

    1,835,705       61,029  

CSAIL Commercial Mortgage Trust, Series 2016-C6, Class X-A, 1.954%, due 01/15/49 (a)

    978,406       86,457  

CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class X-A, 0.865%, due 11/15/50 (a)

  5,590,470       272,245  

 

See Notes to Financial Statements.

 

58

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

NON-AGENCY MORTGAGE-BACKED OBLIGATION INTEREST-ONLY STRIPS — 2.8% (Continued)

CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class X-A, 144A, 0.784%, due 08/15/51 (a)

  $ 12,291,624     $ 558,243  

FREMF Mortgage Trust, Series 2014-K503, Class X2B, 144A, 0.100%, due 10/25/47 (a)

    2,554,200       1,436  

FREMF Mortgage Trust, Series 2014-K503, Class X2A, 144A, 0.100%, due 10/25/47 (a)

    5,920,466       1,269  

Goldman Sachs Mortgage Securities Trust, Series 2013-GC10, Class X-A, 1.666%, due 01/10/23 (a)

    2,093,387       106,155  

Goldman Sachs Mortgage Securities Trust, Series 2011-GC3, Class X, 144A, 0.819%, due 03/10/44 (a)

    15,648,810       181,024  

Goldman Sachs Mortgage Securities Trust, Series 2016-GS2, Class X-A, 1.812%, due 05/10/49 (a)

    1,033,888       86,905  

JPMBB Commercial Mortgage Securities Trust, Series 2014-C19, Class X-A, 1.276%, due 04/15/47 (a)

    31,763,984       509,386  

JPMBB Commercial Mortgage Securities Trust, Series 2016-C2, Class X-A, 1.845%, due 06/01/49 (a)

    1,242,601       94,975  

L Street Securities, Series 2017-PM1, Class XIO, 144A, 0.000%, due 11/25/47 (a)

    854,000,000       1,140,944  

LSTAR Commercial Mortgage Trust, Series 2016-4, Class X-A, 144A, 2.038%, due 03/01/49 (a)

    1,475,373       98,075  

LSTAR Commercial Mortgage Trust, Series 2017-5, Class X, 144A, 1.269%, due 03/10/50 (a)

    2,642,730       119,982  

Morgan Stanley BofA Mortgage Loan Trust, Series 2013-C13, Class X-A, 1.172%, due 11/15/46 (a)

    5,468,375       205,527  

Morgan Stanley BofA Mortgage Loan Trust, Series 2014-C19, Class X-A, 1.251%, due 12/01/47 (a)

    3,429,731       126,132  

Morgan Stanley Capital I Trust, Series 2016-UB12, Class X-A, 0.943%, due 12/15/49 (a)

    3,202,212       137,225  

Morgan Stanley Capital I Trust, Series 2017-BNK8, Class X-E, 144A, 1.410%, due 11/15/50 (a)

    7,050,000       647,844  

Morgan Stanley Capital I Trust, Series 2018-BN11, Class X-A, 0.647%, due 03/15/61 (a)

    11,778,545       439,274  

Societe Generale Commercial Mortgage Securities Trust, Series 2016-C5, Class X-A, 2.163%, due 10/01/48 (a)

    1,169,360       117,341  

UBS Commercial Mortgage Trust, Series 2018-C8, Class X-A, 1.048%, due 02/15/51 (a)

    1,383,126       85,221  

Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class X-E, 144A, 1.300%, due 12/15/50 (a)

    5,000,000       444,665  

Wells Fargo Commercial Mortgage Trust, Series 2018-C45, Class X-A, 0.998%, due 06/15/51 (a)

    5,459,083       342,368  

Wells Fargo Commercial Mortgage Trust, Series 2018-C46, Class X-A, 1.116%, due 08/15/51 (a)

    3,538,488       219,891  

Total Non-Agency Mortgage-Backed Obligation Interest-Only Strips (Cost $8,648,610)

  $ 8,713,758  
                 

ASSET-BACKED SECURITIES — 3.3%

American Express Credit Account Master Trust, Series 2017-6, Class A, 2.040%, due 05/15/23

  $ 450,000     $ 443,651  

Arcadia Receivables Credit Trust, Series 2017-1, Class A, 144A, 3.250%, due 06/15/23

    17,014       17,008  

 

See Notes to Financial Statements.

 

59

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

ASSET-BACKED SECURITIES — 3.3% (Continued)

Arroyo Mortgage Trust, Series 2018-1, Class A1, 144A, 3.763%, due 04/25/48

  $ 176,270     $ 176,719  

Capital One Multi-Asset Execution Trust, Series 2016-A3, Class A3, 1.340%, due 04/15/22

    175,000       173,647  

Chase Issuance Trust, Series 2016-A2, Class A, 1.370%, due 06/15/21

    225,000       223,400  

Chase Issuance Trust, Series 2016-A5, Class A5, 1.270%, due 07/15/21

    225,000       223,044  

Citibank Credit Card Issuance, Series 2017-A3, Class A3, 1.920%, due 04/07/22

    125,000       123,306  

Coinstar Funding, LLC, Series 2017-1A, Class A2, 144A, 5.216%, due 04/25/47

    270,875       274,679  

CommonBond Student Loan Term, Series 2018-BGS, Class C, 144A, 4.120%, due 09/25/45 (a)

    100,000       100,289  

DB Master Finance, LLC, Series 15-1A A2II, Class A2II, 144A, 3.980%, due 02/20/45

    433,125       435,399  

DB Master Finance, LLC, Series 2017-1A, Class A2I, 144A, 3.629%, due 11/20/47

    198,000       192,400  

Discover Card Execution Note Trust, Series 2016-A4, Class A4, 1.390%, due 03/15/22

    225,000       222,564  

Earnest Student Loan Program, LLC, Series 2016-C, Class B, 144A, 4.460%, due 01/26/37

    413,950       416,808  

Ford Credit Auto Owner Trust, Series 2016-C, Class A3, 1.220%, due 03/15/21

    163,439       161,998  

Helios Issuer, LLC, Series 2017-1A, Class A, 144A, 4.940%, due 09/20/49 (a)

    1,112,936       1,150,287  

Honda Auto Receivables Owner Trust, Series 2015-4, Class A3, 1.230%, due 09/23/19

    14,845       14,830  

Kabbage Funding, LLC, Series 2017-1, Class A, 144A, 4.571%, due 03/15/22

    1,000,000       1,006,638  

Mosaic Solar Loans, LLC, Series 2018-1A, Class A, 144A, 4.010%, due 06/22/43

    437,880       433,643  

Mosaic Solar Loans, LLC, Series 2018-2GS, Class B, 144A, 4.740%, due 02/20/44 (a)

    450,000       451,767  

Mosaic Solar Loans, LLC, Series 2018-2GS, Class A, 4.200%, due 02/22/44

    458,384       456,164  

Nissan Auto Receivables Owner Trust, Series 2015-B, Class A4, 1.790%, due 01/17/22

    230,000       228,381  

OSCAR US Funding Trust, Series 2018-2A, Class A4, 144A, 3.630%, due 09/10/25 (a)

    150,000       145,517  

Santander Drive Auto Receivable, Series 2018-1, Class E, 144A, 4.370%, due 05/15/25 (a)

    750,000       744,558  

SoFi Consumer Loan Program Trust, Series 2018-3, Class C, 144A, 4.670%, due 08/25/27

    150,000       153,726  

SoFi Consumer Loan Program Trust, Series 2018-4, Class D, 144A, 4.760%, due 11/26/27

    500,000       510,040  

Springfield Funding Trust, Series 2015-A, Class A, 144A, 3.160%, due 11/15/24

    251,251       251,136  

Structured Agency Credit Risk Debt Notes, Series 15-DNA1, Class M2, 4.356%, due 10/25/27 (a)

    201,116       202,741  

Wendy’s Funding, LLC, Series 15-1A, Class A2II, 144A, 4.080%, due 06/15/45 (a)

    362,813       362,143  

Wendy’s Funding, LLC, Series 2018-1A, Class A2I, 144A, 3.573%, due 03/15/48

    198,000       190,000  

 

See Notes to Financial Statements.

 

60

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

ASSET-BACKED SECURITIES — 3.3% (Continued)

Wingstop Funding, LLC, Series 2018-1, Class A2, 144A, 4.970%, due 12/05/48 (a)

  $ 1,000,000     $ 1,015,824  

Total Asset-Backed Securities (Cost $10,427,829)

  $ 10,502,307  
                 

COLLATERALIZED LOAN OBLIGATIONS — 4.7%

ALM CLO, Series 2016-19A, Class B, 144A, 5.436% (3MO LIBOR + 300), due 07/15/28 (a)

  $ 250,000     $ 249,985  

Annisa CLO Ltd., Series 2016-2A, Class CR, 144A, 4.450% (3MO LIBOR + 200), due 07/20/31 (a)

    1,000,000       937,441  

Apidos CLO, Series 2016-24A, Class CR, 144A, 5.519% (3MO LIBOR + 305), due 10/20/30 (a)

    500,000       460,946  

Apidos CLO, Series 2018-18A, Class C, 144A, 4.570% (3MO LIBOR + 220), due 10/22/30 (a)

    250,000       237,960  

Ares CLO Ltd., Series 2018-49A, Class C, 144A, 4.293%, due 07/22/30 (a)

    1,000,000       934,641  

Ares CLO Ltd., Series 2018-28RA, Class C, 144A, 4.670% (3MO LIBOR + 215), due 10/17/30 (a)

    250,000       237,451  

Atrium CDO Corp., Series 2013-9R, Class D-R, 144A, 6.307% (3MO LIBOR + 360), due 05/28/30 (a)

    500,000       490,441  

Avery Point CLO Ltd., Series 2015-6A, Class AR, 144A, 3.632% (3MO LIBOR + 105), due 08/05/27 (a)

    500,000       497,323  

Babson CLO Ltd., Series 2012-II, Class SUB, 144A, 0.000%, due 05/15/23

    1,000,000       39,858  

Babson CLO Ltd., Series 2016-1A, Class CR, 144A, 4.577% (3MO LIBOR + 210), due 07/23/30 (a)

    500,000       475,799  

BlueMountain CLO Ltd., Series 2016-2A, Class C, 144A, 6.744% (3MO LIBOR + 410), due 08/20/28 (a)

    500,000       499,928  

BlueMountain CLO Ltd., Series 2012-2A, Class DR, 144A, 5.540% (3MO LIBOR + 290), due 11/20/28 (a)

    350,000       332,717  

BlueMountain CLO Ltd., Series 2018-1A, Class C, 144A, 4.570% (3MO LIBOR + 205), due 07/30/30 (a)

    500,000       470,210  

BlueMountain CLO Ltd., Series 2014-2A, Class CR2, 144A, 4.670% (3MO LIBOR + 220), due 10/20/30 (a)

    300,000       286,006  

BlueMountain CLO Ltd., Series 2016-3A, Class CR, 144A, 4.820% (3MO LIBOR + 220), due 11/15/30 (a)

    250,000       238,228  

Canyon Capital CLO Ltd., Series 2014-1A, Class CR, 144A, 5.270%, due 01/30/31 (a)

    250,000       222,698  

Carlyle Global Market Strategies CLO, Series 2015-3A, Class CR, 144A, 5.359% (3MO LIBOR + 285), due 07/28/28 (a)

    500,000       467,372  

CIFC Funding CLO Ltd., Series 2015-2A, Class CR, 144A, 4.136% (3MO LIBOR + 170), due 04/15/27 (a)

    500,000       477,946  

CIFC Funding CLO Ltd., Series 2015-5A, Class CR, 144A, 5.437% (3MO LIBOR + 295), due 10/25/27 (a)

    345,000       324,204  

Galaxy CLO Ltd., Series 2018-29A, Class D, 4.714% (3MO LIBOR + 240), due 11/15/26 (a)

    250,000       234,597  

Galaxy CLO Ltd., Series 2016-22A, Class DR, 144A, 5.536% (3MO LIBOR + 310), due 07/16/28 (a)

    250,000       239,226  

 

See Notes to Financial Statements.

 

61

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

COLLATERALIZED LOAN OBLIGATIONS — 4.7% (Continued)

LCM CLO Ltd. Partnership, Series 20A, Class DR, 144A, 5.139% (3MO LIBOR + 280), due 10/20/27 (a)

  $ 250,000     $ 235,162  

LCM CLO Ltd. Partnership, Series 22A, Class CR, 144A, 5.300% (3MO LIBOR +280), due 10/20/28 (a)

    350,000       325,725  

Neuberger Berman CLO Ltd., Series 2016-22A, Class CR, 144A, 4.650% (3MO LIBOR + 220), due 10/17/30 (a)

    250,000       237,568  

Octagon Investment Partners CLO XXI, Series 2014-1A, Class D, 144A, 9.214% (3MO LIBOR + 660), due 11/14/26 (a)

    250,000       248,374  

Palmer Square Loan Funding CLO Ltd., Series 2018-3A, Class C, 144A, 4.635% (3MO LIBOR + 230), due 08/15/26 (a)

    1,000,000       938,654  

Palmer Square Loan Funding CLO Ltd., Series 2018-4A, Class B, 144A, 4.150% (3MO LIBOR + 190), due 11/15/26 (a)

    250,000       241,894  

Palmer Square Loan Funding CLO Ltd., Series 2013-2A, Class BRR, 144A, 4.650% (3MO LIBOR + 220), due 10/17/31 (a)

    250,000       234,898  

Symphony CLO XIV Ltd., Series 2014-14A, Class D-2, 144A, 5.939% (3MO LIBOR + 360), due 07/14/26 (a)

    500,000       498,361  

TCI-Cent CLO, Series 2016-1A, Class C, 144A, 6.509% (3MO LIBOR + 400), due 12/21/29 (a)

    500,000       500,269  

TCI-Flatiron CLO, Series 2016-1A, Class C, 144A, 5.486% (3MO LIBOR + 305), due 07/17/28 (a)

    250,000       249,999  

Voya CLO Ltd., Series 2016-2A, Class C, 144A, 6.605% (3MO LIBOR + 425), due 07/19/28 (a)

    500,000       500,016  

Westcott Park CLO, Series 2016-1A, Class D, 144A, 6.819% (3MO LIBOR + 435), due 07/20/28 (a)

    500,000       500,410  

Wind River CLO I Ltd., Series 2012-1A, Class D-R, 144A, 6.536% (3MO LIBOR + 410), due 01/15/26 (a)

    250,000       247,666  

Wind River CLO Ltd., Series 2016-1A, Class CR, 4.536% (3MO LIBOR + 210), due 07/15/28 (a)

    1,000,000       976,761  

Wind River CLO Ltd., Series 2018-2A, Class C, 144A, 4.311% (3MO LIBOR + 220), due 07/15/30 (a)

    250,000       242,051  

Wind River CLO Ltd., Series 2014-3A, Class CR-2, 144A, 4.698% (3MO LIBOR + 230), due 10/22/31 (a)

    250,000       244,004  

Total Collateralized Loan Obligations (Cost $16,089,762)

          $ 14,776,789  
                 

INVESTMENT-GRADE CORPORATE OBLIGATIONS — 5.4%

Communication Services — 0.4%

AT&T, Inc., 5.250%, due 03/01/37

  $ 195,000     $ 190,510  

AT&T, Inc., 5.150%, due 02/15/50

    260,000       240,866  

Charter Communications Operating, LLC, 4.908%, due 07/23/25

    120,000       119,377  

Comcast Corp., 3.700%, due 04/15/24

    90,000       90,433  

Comcast Corp., 4.700%, due 10/15/48

    240,000       242,611  

Interpublic Group of Cos., Inc. (The), 4.650%, due 10/01/28

    65,000       64,137  

Interpublic Group of Cos., Inc. (The), 5.400%, due 10/01/48

    65,000       61,418  

Motorola Solutions, Inc., 4.600%, due 02/23/28

    38,000       36,087  

 

See Notes to Financial Statements.

 

62

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

INVESTMENT-GRADE CORPORATE OBLIGATIONS — 5.4% (Continued)

Communication Services — 0.4% (Continued)

Verizon Communications, Inc., 4.522%, due 09/15/48

  $ 260,000     $ 243,506  
              1,288,945  

Consumer Discretionary — 0.3%

               

Dollar Tree, Inc., 4.000%, due 05/15/25

    195,000       186,799  

Expedia, Inc., 5.000%, due 02/15/26

    225,000       230,518  

Ford Motor Co., 7.450%, due 07/16/31

    115,000       118,384  

General Motors Financial Co., Inc., 3.398% (3MO LIBOR + 99), due 01/05/23 (a)

    90,000       86,045  

General Motors Financial Co., Inc., 3.950%, due 04/13/24

    40,000       37,517  

Hasbro, Inc., 3.500%, due 09/15/27

    70,000       63,954  

Molson Coors Brewing Co., 1.250%, due 07/15/24

  EUR 150,000       169,473  
              892,690  

Consumer Staples — 0.3%

               

Anheuser-Busch InBev Worldwide, Inc., 144A, 4.900%, due 02/01/46

  $ 60,000       55,589  

Anheuser-Busch InBev Worldwide, Inc., 4.600%, due 04/15/48

    265,000       237,555  

BAT Capital Corp., 144A, 3.496% (3MO LIBOR + 100), due 08/15/22 (a)

    20,000       19,596  

BAT Capital Corp., 144A, 4.540%, due 08/15/47

    270,000       215,802  

Kraft Heinz Foods Co., 3.950%, due 07/15/25

    140,000       135,133  

Kroger Co. (The), 4.650%, due 01/15/48

    260,000       234,725  

Smithfield Foods, Inc., 144A, 4.250%, due 02/01/27

    135,000       126,697  
              1,025,097  

Energy — 1.1%

               

Andeavor, 4.750%, due 12/15/23

    275,000       281,531  

Andeavor, 5.125%, due 12/15/26

    150,000       152,625  

AXA Equitable Holdings, Inc., 144A, 3.900%, due 04/20/23

    180,000       178,368  

Cenovus Energy, Inc., 5.250%, due 06/15/37

    250,000       218,750  

Concho Resources, Inc., 4.375%, due 01/15/25

    275,000       273,625  

Continental Resources, Inc., 4.375%, due 01/15/28

    65,000       60,937  

Enbridge, Inc., 4.250%, due 12/01/26

    230,000       226,632  

Energy Transfer Operating, L.P., 6.000%, due 06/15/48

    240,000       232,298  

Energy Transfer Partners, L.P., 4.750%, due 01/15/26

    75,000       71,833  

Energy Transfer Partners, L.P., 4.200%, due 04/15/27

    15,000       13,941  

EQT Midstream Partners, L.P., 4.750%, due 07/15/23

    130,000       129,834  

Kinder Morgan Energy Partners, 6.950%, due 01/15/38

    165,000       185,450  

Kinder Morgan, Inc., 5.200%, due 03/01/48

    250,000       239,125  

Marathon Petroleum Corp., 144A, 5.125%, due 12/15/26

    75,000       76,603  

Murphy Oil Corp., 5.750%, due 08/15/25

    25,000       23,477  

NGPL Pipeco, LLC, 144A, 4.875%, due 08/15/27

    75,000       71,156  

Reliance Holdings USA, 5.400%, due 02/14/22

    250,000       261,534  

Sabine Pass Liquefaction, LLC, 5.000%, due 03/15/27

    125,000       125,312  

Williams Cos., Inc. (The), 3.700%, due 01/15/23

    195,000       190,225  

Williams Cos., Inc. (The), 4.550%, due 06/24/24

    235,000       236,683  

Williams Partners, L.P., 3.750%, due 06/15/27

    275,000       258,389  
              3,508,328  

 

See Notes to Financial Statements.

 

63

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

INVESTMENT-GRADE CORPORATE OBLIGATIONS — 5.4% (Continued)

Financials — 1.8%

               

Air Lease Corp., 3.250%, due 03/01/25

  $ 85,000     $ 78,206  

American International Group, Inc., 4.750%, due 04/01/48

    260,000       237,902  

American Tower Corp., 2.250%, due 01/15/22

    240,000       229,959  

BAC Capital Trust XIII, 4.000%, due 12/31/49

    250,000       172,500  

BAC Capital Trust XIV, 4.000% (3MO LIBOR + 83), due 12/31/49 (a)

    265,000       188,499  

Capital One Financial Corp., 3.240% (3MO LIBOR + 72), due 01/30/23 (a)

    65,000       64,341  

Citibank N.A., 2.125%, due 10/20/20

    310,000       303,442  

Citigroup, Inc., 3.480% (BBSW + 155), due 05/04/21 (a)

  AUD 245,000       174,208  

Citigroup, Inc., 3.740% (3MO LIBOR + 110), due 05/17/24 (a)

  $ 130,000       127,520  

Citigroup, Inc., 4.750%, due 05/18/46

    220,000       204,491  

Crown Castle International Corp., 3.650%, due 09/01/27

    110,000       102,589  

Crown Castle International Corp., 3.800%, due 02/15/28

    30,000       28,311  

Discover Financial Services, 4.100%, due 02/09/27

    135,000       126,032  

First Maryland Capital II, 3.391% (3MO LIBOR + 85), due 02/01/27 (a)

    250,000       221,283  

GLP Capital, L.P., 5.750%, due 06/01/28

    45,000       44,662  

GLP Capital, L.P., 5.300%, due 01/15/29

    20,000       19,575  

Goldman Sachs Group, Inc. (The), 3.427% (3MO LIBOR + 75), due 02/23/23 (a)

    370,000       357,356  

Goldman Sachs Group, Inc. (The), 1.375%, due 05/15/24

  EUR 150,000       170,770  

JPMorgan Chase & Co., 6.100%, due 10/29/49

  $ 57,000       56,644  

Liberty Mutual Group, Inc., 144A, 6.500%, due 05/01/42

    50,000       58,641  

M&T Bank Corp., Series F, 5.125%, due 12/31/49

    225,000       212,063  

Mellon Capital IV, Series 1, 4.000% (3MO LIBOR + 56.50), due 12/31/49 (a)

    285,000       215,175  

Morgan Stanley, 3.737%, due 04/24/24

    120,000       119,355  

MPT Operating Partnership, L.P., 5.250%, due 08/01/26

    55,000       51,700  

MPT Operating Partnership, L.P., 5.000%, due 10/15/27

    75,000       68,438  

Santander Holdings USA, Inc., 3.400%, due 01/18/23

    120,000       115,208  

Synchrony Financial, 3.950%, due 12/01/27

    180,000       151,031  

U.S. Bancorp, Series I, 5.125% (3MO LIBOR + 348.60), due 12/31/49 (a)

    225,000       223,313  

USB Capital IX, 3.500% (3MO LIBOR + 150), due 12/31/49 (a)

    405,000       301,219  

Wachovia Capital Trust II, 5.570%, due 03/29/49 (a)

    430,000       392,375  

Wells Fargo & Co., 3.235%, due 07/27/21 (a)

  AUD 200,000       141,720  

Wells Fargo & Co., 3.250%, due 04/27/22

  AUD 200,000       141,681  

Wells Fargo & Co., 4.750%, due 12/07/46

  $ 250,000       240,374  

Willis North America, Inc., 4.500%, due 09/15/28

    115,000       112,069  
              5,452,652  

Health Care — 0.7%

               

Becton, Dickinson and Co., 4.669%, due 06/06/47

    250,000       234,991  

Celgene Corp., 4.550%, due 02/20/48

    270,000       234,716  

Cigna Corp., 144A, 3.326% (3MO LIBOR + 89), due 07/15/23 (a)

    180,000       177,573  

Cigna Corp., 144A, 4.900%, due 12/15/48

    250,000       245,281  

 

See Notes to Financial Statements.

 

64

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

INVESTMENT-GRADE CORPORATE OBLIGATIONS — 5.4% (Continued)

Health Care — 0.7% (Continued)

CVS Health Corp., 4.100%, due 03/25/25

  $ 185,000     $ 182,775  

CVS Health Corp., 5.050%, due 03/25/48

    305,000       296,326  

HCA, Inc., 5.000%, due 03/15/24

    170,000       168,300  

HCA, Inc., 4.500%, due 02/15/27

    225,000       211,500  

Thermo Fisher Scientific, 0.750%, due 09/12/24

  EUR 100,000       111,079  

Zimmer Biomet Holdings, Inc., 2.700%, due 04/01/20

  $ 190,000       187,477  
              2,050,018  

Industrials — 0.3%

               

CSX Corp., 3.800%, due 11/01/46

    70,000       61,701  

FedEx Corp., 4.950%, due 10/17/48

    245,000       236,451  

Lockheed Martin Corp., 4.700%, due 05/15/46

    120,000       123,946  

Penske Truck Leasing Co., L.P., 144A, 4.200%, due 04/01/27

    130,000       126,707  

Reynolds American, Inc., 4.000%, due 06/12/22

    70,000       69,221  

Roper Technologies, Inc., 4.200%, due 09/15/28

    75,000       74,632  

United Technologies Corp., 4.625%, due 11/16/48

    250,000       240,408  
              933,066  

Information Technology — 0.2%

               

Arrow Electronics, Inc., 3.875%, due 01/12/28

    135,000       122,141  

Banff Merger Sub, Inc., 144A, 9.750%, due 09/01/26

    245,000       224,175  

Dell, Inc., 144A, 8.350%, due 07/15/46

    200,000       216,468  

Microsoft Corp., 2.400%, due 02/06/22

    140,000       138,223  
              701,007  

Materials — 0.2%

               

International Paper Co., 4.350%, due 08/15/48

    280,000       233,156  

Mosaic Co. (The), 4.050%, due 11/15/27

    135,000       127,087  

Owens Corning, 4.400%, due 01/30/48

    85,000       64,866  

Standard Industries, Inc., 144A, 5.000%, due 02/15/27

    75,000       65,906  
              491,015  

Real Estate — 0.0% (c)

               

Welltower, Inc., 3.950%, due 09/01/23

    65,000       65,103  
                 

Utilities — 0.1%

               

Edison International, 4.125%, due 03/15/28

    35,000       33,129  

Emera US Finance, L.P., 3.550%, due 06/15/26

    400,000       376,860  
              409,989  

Total Investment-Grade Corporate Obligations (Cost $17,530,350)

  $ 16,817,910  
                 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6%

Communication Services — 1.7%

AMC Networks, Inc., 4.750%, due 08/01/25

  $ 75,000     $ 67,875  

Block Communications, Inc., 6.875%, due 02/15/25

    75,000       75,750  

Cablevision Systems Corp., 5.875%, due 09/15/22

    60,000       58,950  

CCO Holdings, LLC, 5.750%, due 01/15/24

    225,000       223,313  

CCO Holdings, LLC, 144A, 5.750%, due 02/15/26

    135,000       132,300  

CCO Holdings, LLC, 144A, 5.125%, due 05/01/27

    200,000       186,000  

CCO Holdings, LLC, 144A, 5.000%, due 02/01/28

    210,000       193,200  

CenturyLink, Inc., 5.800%, due 03/15/22

    25,000       23,969  

Comcel Trust, 6.875%, due 02/06/24

    200,000       204,000  

CSC Holdings, LLC, 5.250%, due 06/01/24

    110,000       100,925  

CSC Holdings, LLC, 144A, 5.500%, due 04/15/27

    200,000       187,000  

DISH DBS Corp., 5.000%, due 03/15/23

    100,000       83,500  

DISH Network Corp., CV, 3.375%, due 08/15/26

    250,000       197,606  

 

See Notes to Financial Statements.

 

65

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

  

   

Par Value

   

Value

 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6% (Continued)

Communication Services — 1.7% (Continued)

Embarq Corp., 7.995%, due 06/01/36

  $ 50,000     $ 45,250  

Frontier Communications Corp., 6.875%, due 01/15/25

    50,000       25,500  

Frontier Communications Corp., 11.000%, due 09/15/25

    50,000       31,125  

GCI Liberty, Inc., 144A, 1.750%, due 09/30/46

    270,000       262,235  

Gray Escrow, Inc., 144A, 7.000%, due 05/15/27

    85,000       82,662  

GTT Communications, Inc., 144A, 7.875%, due 12/31/24

    45,000       38,700  

HC2 Holdings, Inc., 144A, 11.500%, due 12/01/21

    130,000       121,550  

Intelsat Connect Finance S.A., 144A, 9.500%, due 02/15/23

    50,000       43,000  

Intelsat Jackson Holdings S.A., 144A, 8.500%, due 10/15/24

    50,000       48,500  

Level 3 Financing, Inc., 5.375%, due 01/15/24

    65,000       61,912  

Level 3 Financing, Inc., 5.250%, due 03/15/26

    45,000       41,400  

LIN Television Corp., 5.875%, due 11/15/22

    123,000       122,693  

Match Group, Inc., 144A, 5.000%, due 12/15/27

    30,000       27,525  

MGIC Investment Corp., 5.750%, due 08/15/23

    135,000       133,988  

Millicom International Cellular S.A., 144A, 6.625%, due 10/15/26

    200,000       202,500  

Netflix, Inc., 3.625%, due 05/15/27

  EUR 200,000       221,739  

Netflix, Inc., 144A, 5.875%, due 11/15/28

  $ 345,000       334,650  

Netflix, Inc., 144A, 6.375%, due 05/15/29

    195,000       194,513  

Nexstar Escrow Corp., 144A, 5.625%, due 08/01/24

    300,000       280,500  

Salem Media Group, Inc., 144A, 6.750%, due 06/01/24

    25,000       22,250  

Sinclair Television Group, Inc., 144A, 5.625%, due 08/01/24

    180,000       168,750  

Sinclair Television Group, Inc., 144A, 5.125%, due 02/15/27

    50,000       44,313  

Sirius XM Radio, Inc., 144A, 4.625%, due 05/15/23

    200,000       191,000  

Sirius XM Radio, Inc., 144A, 6.000%, due 07/15/24

    75,000       75,188  

Sirius XM Radio, Inc., 144A, 5.375%, due 07/15/26

    230,000       216,775  

Sirius XM Radio, Inc., 144A, 5.000%, due 08/01/27

    175,000       159,906  

Sprint Capital Corp., 6.875%, due 11/15/28

    15,000       14,137  

Sprint Corp., 7.125%, due 06/15/24

    35,000       34,650  

Sprint Corp., 7.625%, due 03/01/26

    25,000       24,875  

Telecom Italia Captial S.A., 6.375%, due 11/15/33

    25,000       22,469  

T-Mobile USA, Inc., 5.375%, due 04/15/27

    25,000       24,125  

Tribune Media Co., 5.875%, due 07/15/22

    155,000       155,581  

Zayo Group, LLC, 5.750%, due 01/15/27

    100,000       89,000  
              5,297,349  

Consumer Discretionary — 1.4%

               

AMC Entertainment Holdings, Inc., 5.875%, due 11/15/26

    75,000       64,312  

Aramark Services, Inc., 5.125%, due 01/15/24

    200,000       197,250  

Aramark Services, Inc., 144A, 5.000%, due 04/01/25

    225,000       219,375  

Asbury Automotive Group, 6.000%, due 12/15/24

    75,000       72,000  

Ashton Woods USA, 144A, 6.750%, due 08/01/25

    25,000       21,875  

Beacon Escrow Corp., 144A, 4.875%, due 11/01/25

    50,000       43,625  

BMC East, LLC, 144A, 5.500%, due 10/01/24

    25,000       23,312  

Builders FirstSource, Inc., 144A, 5.625%, due 09/01/24

    45,000       41,737  

Caesars Report Collection, LLC, 144A, 5.250%, due 10/15/25

    90,000       78,525  

 

See Notes to Financial Statements.

 

66

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6% (Continued)

Consumer Discretionary — 1.4% (Continued)

Caleres, Inc., 6.250%, due 08/15/23

  $ 25,000     $ 25,187  

CCM Merger, Inc., 144A, 6.000%, due 03/15/22

    50,000       50,500  

Cedar Fair, L.P., 5.375%, due 06/01/24

    75,000       73,500  

Cengage Learning, Inc., 144A, 9.500%, due 06/15/24

    35,000       23,800  

Century Communities, Inc., 5.875%, due 07/15/25

    75,000       66,563  

Cequel Communications Holdings I, LLC, 144A, 7.500%, due 04/01/28

    200,000       198,000  

Cimpress N.V., 144A, 7.000%, due 06/15/26

    150,000       145,688  

Dana Holding Corp., 5.500%, due 12/15/24

    75,000       69,938  

Ecolab, Inc., 1.000%, due 01/15/24

  EUR 150,000       172,083  

Eldorado Resorts, Inc., 6.000%, due 04/01/25

  $ 45,000       43,425  

Eldordao Resorts, Inc., 144A, 6.000%, due 09/15/26

    15,000       14,175  

Golden Nugget Inc., 144A, 6.750%, due 10/15/24

    110,000       103,538  

Graham Holdings Co., 144A, 5.750%, due 06/01/26

    140,000       142,625  

Hertz Corp., 7.375%, due 01/15/21

    75,000       73,219  

Hilton Domestic Operating Co., Inc., 144A, 5.125%, due 05/01/26

    75,000       71,625  

L Brands, Inc., 6.750%, due 07/01/36

    25,000       20,500  

Lennar Corp., 5.375%, due 10/01/22

    25,000       24,813  

Lennar Corp., 5.250%, due 06/01/26

    25,000       23,750  

Live Nation Entertainment, Inc., 144A, 5.375%, due 06/15/22

    25,000       24,938  

M/I Homes, Inc., 5.625%, due 08/01/25

    75,000       68,250  

Men's Wearhouse, Inc. (The), 7.000%, due 07/01/22

    50,000       50,000  

Meredith Corp., 144A, 6.875%, due 02/01/26

    25,000       24,594  

Meritage Homes Corp., 6.000%, due 06/01/25

    75,000       71,250  

MGM Resorts International, 6.000%, due 03/15/23

    75,000       75,375  

MGM Resorts International, 5.750%, due 06/15/25

    75,000       72,375  

Neiman Marcus Group Ltd., LLC, 144A, 8.000%, due 10/15/21

    25,000       10,063  

Penn National Gaming, Inc., 144A, 5.625%, due 01/15/27

    25,000       22,500  

PetSmart, Inc., 144A, 7.125%, due 03/15/23

    85,000       49,300  

PetSmart, Inc., 144A, 5.875%, due 06/01/25

    5,000       3,637  

PGT Escrow Issuer, Inc., 144A, 6.750%, due 08/01/26

    75,000       74,531  

Prime Securities Service Borrower, LLC, 144A, 9.250%, due 05/15/23

    48,000       49,500  

Radiate Holdco, LLC, 144A, 6.625%, due 02/15/25

    300,000       258,750  

Scientific Games International, Inc., 144A, 5.000%, due 10/15/25

    75,000       67,125  

Six Flags Entertainment Corp., 144A, 5.500%, due 04/15/27

    75,000       70,500  

Station Casinos, LLC, 144A, 5.000%, due 10/01/25

    75,000       67,969  

Tempur Sealy International, Inc., 5.500%, due 06/15/26

    44,000       40,040  

Viacom, Inc., 6.250%, due 02/28/57

    350,000       315,875  

WMG Acquisition Corp., 144A, 5.500%, due 04/15/26

    220,000       210,100  

Wolverine World Wide, Inc., 144A, 5.000%, due 09/01/26

    25,000       23,125  

Yum! Brands, Inc., 144A, 5.000%, due 06/01/24

    235,000       226,775  

Yum! Brands, Inc., 144A, 5.250%, due 06/01/26

    275,000       265,375  
              4,246,887  

 

See Notes to Financial Statements.

 

67

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6% (Continued)

Consumer Staples — 0.4%

               

Albertonsons Cos., LLC, 6.625%, due 06/15/24

  $ 75,000     $ 69,750  

Albertonsons Cos., LLC, 5.750%, due 03/15/25

    30,000       26,250  

B&G Foods, Inc., 5.250%, due 04/01/25

    25,000       23,187  

Central Garden & Pet Co., 5.125%, due 02/01/28

    25,000       22,375  

Cott Holdings, Inc., 144A, 5.500%, due 04/01/25

    25,000       23,563  

JBS USA LUX S.A., 144A, 5.875%, due 07/15/24

    25,000       24,313  

JBS USA LUX/JBS USA Finance, Inc., 144A, 6.750%, due 02/15/28

    105,000       101,850  

Natura Cosmeticos S.A., 144A, 5.375%, due 02/01/23

    225,000       225,844  

Pilgrim's Pride Corp., 144A, 5.750%, due 03/15/25

    120,000       112,800  

Pilgrim's Pride Corp., 144A, 5.875%, due 09/30/27

    75,000       68,063  

Post Holdings, Inc., 144A, 5.500%, due 03/01/25

    45,000       43,087  

Post Holdings, Inc., 144A, 5.000%, due 08/15/26

    345,000       313,950  

Post Holdings, Inc., 144A, 5.750%, due 03/01/27

    235,000       220,019  

Spectrum Brands, Inc., 5.750%, due 07/15/25

    25,000       23,719  
              1,298,770  

Energy — 2.3%

               

Antero Midstream Partners, 5.375%, due 09/15/24

    275,000       256,437  

Antero Resources Corp., 5.625%, due 06/01/23

    330,000       314,325  

Antero Resources Corp., 5.000%, due 03/01/25

    280,000       253,400  

Blue Racer Midstream, LLC, 144A, 6.125%, due 11/15/22

    150,000       142,500  

Calfrac Holdings, L.P., 144A, 8.500%, due 06/15/26

    75,000       55,500  

Centennial Resource Production, 144A, 5.375%, due 01/15/26

    25,000       23,125  

Cheniere Corpus Christi Holdings, LLC, 5.125%, due 06/30/27

    60,000       56,400  

Cheniere Energy Partners, 144A, 5.250%, due 10/01/25

    45,000       41,850  

Chesapeake Energy Corp., 7.000%, due 10/01/24

    325,000       281,125  

Chesapeake Energy Corp., 8.000%, due 01/15/25

    75,000       66,188  

Chesapeake Energy Corp., 5.500%, due 09/15/26

    250,000       201,323  

Covey Park Energy, LLC, 144A, 7.500%, due 05/15/25

    25,000       21,750  

Crestwood Midstream Partners, L.P., CV, 6.250%, due 04/01/23

    25,000       24,063  

DCP Midstream Operating, L.P., 3.875%, due 03/15/23

    20,000       18,800  

DCP Midstream Operating, L.P., 5.375%, due 07/15/25

    400,000       392,000  

Delek Logistics Partners, L.P., CV, 6.750%, due 05/15/25

    75,000       72,000  

Denbury Resources, Inc., 144A, 7.500%, due 02/15/24

    400,000       320,000  

Diamondback Energy, Inc., 144A, 4.750%, due 11/01/24

    145,000       139,925  

Diamondback Energy, Inc., 5.375%, due 05/31/25

    555,000       546,675  

Eclipse Resources Corp., 8.875%, due 07/15/23

    25,000       21,437  

Endeavor Energy Resources, L.P., 144A, 5.750%, due 01/30/28

    75,000       76,500  

Enlink Midstream Partners, L.P., 4.150%, due 06/01/25

    75,000       67,608  

Enviva Partners, L.P., 8.500%, due 11/02/21

    25,000       25,687  

EP Energy, LLC/Everest Acquisition Finance, Inc., 144A, 7.750%, due 05/15/26

    30,000       26,400  

 

See Notes to Financial Statements.

 

68

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6% (Continued)

Energy — 2.3% (Continued)

               

FTS International, Inc., 6.250%, due 05/01/22

  $ 90,000     $ 79,200  

Gulfport Energy Corp., 6.375%, due 05/15/25

    45,000       39,375  

Gulfport Energy Corp., 6.375%, due 01/15/26

    75,000       64,500  

Hess Infrastructure Partners, L.P., 144A, 5.625%, due 02/15/26

    25,000       24,187  

Hilcorp Energy I, L.P., 144A, 6.250%, due 11/01/28

    30,000       26,400  

Hill-Rom Holdings, Inc., 144A, 5.750%, due 09/01/23

    75,000       75,000  

Jagged Peak Energy, LLC, 144A, 5.875%, due 05/01/26

    75,000       69,375  

Jonah Energy, LLC, 144A, 7.250%, due 10/15/25

    25,000       15,750  

Lonestar Resources America, Inc., 144A, 11.250%, due 01/01/23

    75,000       70,688  

Magnolia Oil and Gas Operating, 144A, 6.000%, due 08/01/26

    75,000       72,188  

Murphy Oil Corp., 6.875%, due 08/15/24

    465,000       458,044  

Murphy Oil USA, Inc., 5.625%, due 05/01/27

    25,000       24,231  

Murray Energy Corp., 144A, 11.250%, due 04/15/21

    50,000       31,188  

Nabors Industries, Inc., 144A, 5.750%, due 02/01/25

    40,000       30,318  

Newfield Exploration Co., 5.625%, due 07/01/24

    325,000       329,875  

Newfield Exploration Co., 5.375%, due 01/01/26

    225,000       222,750  

Oasis Petroleum, Inc., CV, 2.625%, due 09/15/23

    140,000       122,551  

Occidental Petroleum Corp., 3.500%, due 06/15/25

    315,000       311,921  

Parsley Energy, LLC, 144A, 6.250%, due 06/01/24

    90,000       87,750  

Parsley Energy, LLC, 144A, 5.375%, due 01/15/25

    350,000       322,000  

Parsley Energy, LLC, 144A, 5.625%, due 10/15/27

    270,000       245,700  

PBF Logistics, L.P., 6.875%, due 05/15/23

    25,000       24,375  

Peabody Securities Finance Corp., 144A, 6.000%, due 03/31/22

    25,000       24,125  

QEP Resources, Inc., 5.625%, due 03/01/26

    35,000       29,050  

SM Energy Co., CV, 1.500%, due 07/01/21

    150,000       137,456  

SM Energy Co., 6.625%, due 01/15/27

    375,000       331,875  

Sunoco, L.P. / Sunoco Finance Corp., 144A, 5.500%, due 02/15/26

    35,000       33,075  

Tallgrass Energy Partners, L.P., 144A, 5.500%, due 01/15/28

    25,000       24,250  

Targa Resources Partners, L.P., 144A, 5.875%, due 04/15/26

    190,000       184,775  

Transocean, Inc., 144A, 7.250%, due 11/01/25

    40,000       35,000  

USA Compression Partners, L.P., 144A, 6.875%, due 04/01/26

    35,000       33,600  

Vermilion Energy, Inc., 144A, 5.625%, due 03/15/25

    75,000       70,500  

WildHorse Resource Development Corp., 6.875%, due 02/01/25

    75,000       70,500  

WPX Energy, Inc., 5.750%, due 06/01/26

    190,000       171,950  
              7,338,540  

Financials — 1.0%

               

Alliant Holdings Intermediate, LLC, 144A, 8.250%, due 08/01/23

    50,000       49,687  

Ally Financial, Inc., 5.750%, due 11/20/25

    100,000       99,500  

Ally Financial, Inc., 4.125%, due 03/30/20

    125,000       123,437  

ASP AMC Merger Sub, Inc., 144A, 8.000%, due 05/15/25

    35,000       18,550  

Athene Global Funding, 144A, 3.000%, due 07/01/22

    120,000       117,150  

 

See Notes to Financial Statements.

 

69

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6% (Continued)

Financials — 1.0% (Continued)

Cardtronics, Inc., 144A, 5.500%, due 05/01/25

  $ 25,000     $ 23,125  

Eagle Holding Co. II, LLC, 144A, 7.625%, due 05/15/22

    50,000       48,125  

ESH Hospitality, Inc., 144A, 5.250%, due 05/01/25

    270,000       252,450  

Fifth Third Bancorp, 5.100%, due 12/31/49 (a)

    250,000       217,188  

Freedom Mortgage Corp., 144A, 8.250%, due 04/15/25

    200,000       171,000  

Hub International Ltd., 144A, 7.000%, due 05/01/26

    75,000       67,312  

Huntington Bancshares, Inc., 5.700%, due 12/31/49

    140,000       124,250  

ILFC E-Capital Trust I, 144A, 4.550% (CMT 30YR + 155), due 12/21/65 (a)

    250,000       193,750  

Lions Gate Capital Holdings, LLC, 144A, 5.875%, due 11/01/24

    103,000       101,069  

MGM Growth Properties Operating Partnership, L.P., 5.625%, due 05/01/24

    50,000       49,500  

Nationstar Mortgage Holdings, Inc., 144A, 8.125%, due 07/15/23

    210,000       205,275  

NFP Corp., 144A, 6.875%, due 07/15/25

    50,000       44,750  

Quicken Loans, Inc., 144A, 5.250%, due 01/15/28

    75,000       67,125  

Realogy Group, LLC, 144A, 5.250%, due 12/01/21

    75,000       71,438  

SBA Communications Corp., 4.875%, due 09/01/24

    230,000       216,200  

Springleaf Finance Corp., 7.125%, due 03/15/26

    25,000       22,281  

SunTrust Banks, Inc., 5.050%, due 12/31/49

    225,000       195,188  

Synovus Financial Corp., 5.750% (3MO LIBOR + 418.20), due 12/15/25 (a)

    300,000       304,308  

Tempo Acquisition, LLC, 144A, 6.750%, due 06/01/25

    55,000       51,287  

U.S. Bancorp, 0.850%, due 06/07/24

  EUR 100,000       113,920  
              2,947,865  

Health Care — 0.8%

               

AbbVie, Inc., 4.875%, due 11/14/48

  $ 260,000       242,741  

AbbVie, Inc., 1.375%, due 05/17/24

  EUR 220,000       254,206  

AbbVie, Inc., 4.700%, due 05/14/45

  $ 65,000       58,894  

Anthem, Inc., 2.750%, due 10/15/42

    85,000       306,410  

Bausch Health Cos., Inc., 144A, 5.500%, due 03/01/23

    25,000       22,875  

Bausch Health Cos., Inc., 144A, 7.000%, due 03/15/24

    25,000       25,312  

Bausch Health Cos., Inc., 144A, 5.500%, due 11/01/25

    25,000       23,312  

Bausch Health Cos., Inc., 144A, 9.250%, due 04/01/26

    25,000       24,937  

Bausch Health Cos., Inc., 144A, 8.500%, due 01/31/27

    25,000       24,187  

Centene Corp., 4.750%, due 01/15/25

    130,000       123,825  

Centene Corp., 144A, 5.375%, due 06/01/26

    5,000       4,881  

Danaher Corp., 0.000%, due 01/22/21

    80,000       314,465  

HCA, Inc., 6.250%, due 02/15/21

    250,000       255,625  

HCA, Inc., 7.500%, due 02/15/22

    250,000       265,000  

HCA, Inc., 5.375%, due 02/01/25

    100,000       97,500  

HCA, Inc., 5.375%, due 09/01/26

    70,000       67,725  

Jaguar Holding Co. II, 6.375%, due 08/01/23

    50,000       47,875  

Molina Healthcare, Inc., 5.375%, due 11/15/22

    25,000       24,000  

MPH Acquisition Holdings, LLC, 144A, 7.125%, due 06/01/24

    75,000       69,937  

Polaris Intermediate Corp., 144A, 8.500%, due 12/01/22

    50,000       45,625  

Sotera Health Holdings, LLC, 144A, 6.500%, due 05/15/23

    50,000       47,688  

Sotera Health Topco, Inc., 144A, 8.125%, due 11/01/21

    50,000       46,250  

 

See Notes to Financial Statements.

 

70

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6% (Continued)

Health Care — 0.8% (Continued)

Teleflex, Inc., 4.625%, due 11/15/27

  $ 75,000     $ 69,000  

Vizient, Inc., 144A, 10.375%, due 03/01/24

    50,000       53,000  

WellCare Health Plans, Inc., 144A, 5.375%, due 08/15/26

    40,000       38,600  

West Street Merger Sub, Inc., 144A, 6.375%, due 09/01/25

    75,000       66,750  
              2,620,620  

Industrials — 0.8%

               

Advanced Disposal Services, Inc., 144A, 5.625%, due 11/15/24

    75,000       73,312  

AECOM, 5.875%, due 10/15/24

    300,000       295,875  

AECOM, 5.125%, due 03/15/27

    425,000       365,500  

ATS Automation Tooling Systems, Inc., 144A, 6.500%, due 06/15/23

    75,000       75,562  

Avantor, Inc., 144A, 9.000%, due 10/01/25

    50,000       50,000  

Bombardier, Inc., 144A, 8.750%, due 12/01/21

    25,000       25,687  

Bombardier, Inc., 6.000%, due 10/15/22

    25,000       23,437  

Crown Americas Capital Corp. IV, 4.500%, due 01/15/23

    270,000       261,563  

Crown Cork & Seal Co., Inc., 7.375%, due 12/15/26

    175,000       185,500  

Delta Airlines, Inc., 3.625%, due 03/15/22

    130,000       127,493  

Flex Acquisition Co., Inc., 144A, 6.875%, due 01/15/25

    35,000       31,150  

FXI Holdings, Inc., 7.875%, due 11/01/24

    40,000       34,350  

H&E Equipment Services, Inc., 5.625%, due 09/01/25

    75,000       68,812  

Indigo Natural Resources, LLC, 144A, 6.875%, due 02/15/26

    130,000       111,800  

Itron, Inc., 144A, 5.000%, due 01/15/26

    75,000       68,625  

Navistar International Corp., 144A, 6.625%, due 11/01/25

    75,000       71,625  

Novelis Corp., 144A, 5.875%, due 09/30/26

    75,000       65,531  

Resideo Funding, Inc., 144A, 6.125%, due 11/01/26

    75,000       74,837  

Stevens Holding Co., Inc., 144A, 6.125%, due 10/01/26

    25,000       24,563  

Tenet Healthcare Corp., 6.750%, due 06/15/23

    100,000       93,500  

TransDigm, Inc., 6.500%, due 05/15/25

    25,000       23,875  

TransDigm, Inc., 6.375%, due 06/15/26

    30,000       27,900  

United Rentals North America, Inc., 5.500%, due 05/15/27

    275,000       255,063  

United Rentals, Inc., 4.625%, due 10/15/25

    100,000       89,750  

United Rentals, Inc., 6.500%, due 12/15/26

    35,000       34,475  

Zekelman Industries, Inc., 144A, 9.875%, due 06/15/23

    25,000       26,000  
              2,585,785  

Information Technology — 0.8%

Apple, Inc., 3.450%, due 05/06/24

    225,000       226,292  

Apple, Inc., 3.200%, due 05/13/25

    135,000       132,317  

Ascend Learning, LLC, 144A, 6.875%, due 08/01/25

    10,000       9,575  

CDK Global, Inc., 5.875%, due 06/15/26

    210,000       210,000  

CDW, LLC, 5.000%, due 09/01/25

    35,000       33,600  

Change Healthcare Holdings, LLC, 144A, 5.750%, due 03/01/25

    75,000       70,125  

CommScope Technologies, LLC, 144A, 6.000%, due 06/15/25

    25,000       22,469  

Dell International, LLC, 144A, 7.125%, due 06/15/24

    25,000       25,437  

First Data Corp., 144A, 5.750%, due 01/15/24

    60,000       58,425  

Greeneden U.S. Holdings II, LLC, 144A, 10.000%, due 11/30/24

    40,000       41,700  

 

See Notes to Financial Statements.

 

71

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6% (Continued)

Information Technology — 0.8% (Continued)

       

IBM Corp., 2.750%, due 12/21/20

  GBP 200,000     $ 260,752  

Informatica, LLC, 144A, 7.125%, due 07/15/23

  $ 50,000       48,500  

Information Software Parent, 144A, 7.125%, due 05/01/21

    75,000       72,937  

Liberty Expedia Holdings, Inc., 144A, 1.000%, due 06/30/47

    230,000       220,920  

Microchip Technology, Inc., 144A, 4.333%, due 06/01/23

    130,000       126,444  

MSCI, Inc., 144A, 5.750%, due 08/15/25

    25,000       25,188  

Open Text Corp., 144A, 5.875%, due 06/01/26

    50,000       49,000  

Plantronics, Inc., 5.500%, due 05/31/23

    50,000       47,000  

Qorvo, Inc., 144A, 5.500%, due 07/15/26

    25,000       23,750  

Quintiles Transnational Corp., 144A, 4.875%, due 05/15/23

    120,000       117,000  

Rackspace Hosting, Inc., 144A, 8.625%, due 11/15/24

    90,000       70,200  

Refinitiv U.S. Holdings, Inc., 144A, 6.250%, due 05/15/26

    35,000       33,556  

Refinitiv U.S. Holdings, Inc., 144A, 8.250%, due 11/15/26

    235,000       214,731  

RP Crown Parent, LLC, 144A, 7.375%, due 10/15/24

    25,000       25,000  

Solera, LLC/Solera Finance, Inc., 144A, 10.500%, due 03/01/24

    15,000       15,975  

Verscend Holding Corp., 144A, 9.750%, due 08/15/26

    42,000       39,480  

Western Ditigal Corp., 4.750%, due 02/15/26

    140,000       121,450  

Xerox Corp., 3.625%, due 03/15/23

    160,000       143,835  
              2,485,658  

Materials — 0.8%

               

Aruba Investments, Inc., 144A, 8.750%, due 02/15/23

    25,000       24,750  

Ashland, Inc., 4.750%, due 08/15/22

    30,000       29,400  

Ball Corp., 4.375%, due 12/15/20

    125,000       125,625  

Ball Corp., 4.000%, due 11/15/23

    285,000       275,737  

Ball Corp., 5.250%, due 07/01/25

    230,000       230,575  

Ball Corp., 4.875%, due 03/15/26

    285,000       277,162  

BWAY Holding Co., 144A, 7.250%, due 04/15/25

    100,000       90,000  

Cascades, Inc., 5.500%, due 07/15/22

    75,000       72,750  

Chemours Co. (The), 5.375%, due 05/15/27

    75,000       67,500  

Cleveland-Cliffs, Inc., 5.750%, due 03/01/25

    75,000       66,937  

Cornerstone Chemical Co., 144A, 6.750%, due 08/15/24

    75,000       65,906  

Crown Americas, LLC, 144A, 4.750%, due 02/01/26

    57,000       53,437  

Freeport-McMoRan, Inc., 4.550%, due 11/14/24

    75,000       69,375  

Hexion, Inc., 6.625%, due 04/15/20

    15,000       11,944  

Hexion, Inc., 144A, 10.375%, due 02/01/22

    15,000       11,775  

Koppers, Inc., 144A, 6.000%, due 02/15/25

    75,000       66,000  

Multi-Color Corp., 144A, 4.875%, due 11/01/25

    75,000       64,313  

Olin Corp., 5.125%, due 09/15/27

    75,000       69,000  

Owens-Brockway Glass Container, Inc., 144A, 5.875%, due 08/15/23

    75,000       75,563  

Rayonier A.M. Product, Inc., 144A, 5.500%, due 06/01/24

    60,000       52,500  

Reynolds Group Issuer, Inc., 144A, 5.125%, due 07/15/23

    25,000       23,500  

Schweitzer Mauduit International, 144A, 6.875%, due 10/01/26

    75,000       70,500  

Sealed Air Corp., 144A, 6.500%, due 12/01/20

    200,000       206,500  

Sealed Air Corp., 144A, 5.125%, due 12/01/24

    185,000       182,225  

Sealed Air Corp., 144A, 5.500%, due 09/15/25

    25,000       24,719  

Summit Materials, LLC, 144A, 5.125%, due 06/01/25

    50,000       44,938  

 

See Notes to Financial Statements.

 

72

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

HIGH YIELD CORPORATE OBLIGATIONS — 10.6% (Continued)

Materials — 0.8% (Continued)

       

SunCoke Energy Partners, L.P., 144A, 7.500%, due 06/15/25

  $ 40,000     $ 38,000  

Teck Resources Ltd., 5.200%, due 03/01/42

    25,000       21,031  

Tronox, Inc., 144A, 6.500%, due 04/15/26

    75,000       62,437  

United States Steel Corp., 6.250%, due 03/15/26

    75,000       65,625  

WestRock Co., 144A, 3.750%, due 03/15/25

    65,000       63,065  
              2,602,789  

Real Estate — 0.2%

               

Equinix, Inc., 2.875%, due 03/15/24

  EUR 115,000       131,148  

Equinix, Inc., 5.875%, due 01/15/26

  $ 140,000       141,050  

Equinix, Inc., 5.375%, due 05/15/27

    400,000       392,000  
              664,198  

Utilities — 0.4%

               

AmeriGas Partners, L.P., 5.750%, due 05/20/27

    275,000       245,781  

NextEra Energy Operating Partners, L.P., 144A, 4.250%, due 09/15/24

    104,000       96,200  

NextEra Energy Operating Partners, L.P., 144A, 4.500%, due 09/15/27

    239,000       212,710  

NRG Energy, Inc., 6.625%, due 01/15/27

    275,000       277,063  

NRG Energy, Inc., 5.750%, due 01/15/28

    65,000       62,563  

NRG Energy, Inc., 144A, 2.750%, due 06/01/48

    200,000       214,112  

Southern Co. (The), 1.850%, due 07/01/19

    95,000       94,343  

Vistra Operations Co., LLC, 144A, 5.500%, due 09/01/26

    40,000       38,400  
              1,241,172  

Total High Yield Corporate Obligations (Cost $34,886,821)

  $ 33,329,633  
             

FOREIGN BONDS — 21.1%

               

Argentina — 0.9%

Argentine Republic Government International Bond, 6.875%, due 01/26/27

    700,000       532,000  

Argentine Republic Government International Bond, 5.875%, due 01/11/28

    200,000       142,630  

Banco Macro S.A., 6.750%, due 11/04/26

    550,000       444,564  

Pampa Energie S.A., 7.500%, due 01/24/27

    600,000       501,600  

Provincia de Buenos Aires, 7.875%, due 06/15/27

    700,000       500,500  

YPF S.A., 8.500%, due 07/28/25

    500,000       445,000  

YPF S.A., 6.950%, due 07/21/27

    250,000       203,750  
              2,770,044  

Australia — 0.6%

               

Asian Development Bank, 5.000%, due 03/09/22

  AUD 110,000       83,848  

Australian Government Bond, 5.750%, due 07/15/22

  AUD 110,000       87,809  

Inter-American Development Bank, 6.500%, due 08/20/19

  AUD 290,000       209,661  

International Bank for Reconstruction & Development, 2.500%, due 03/12/20

  AUD 280,000       197,828  

International Bank for Reconstruction & Development, 2.800%, due 01/13/21

  AUD 125,000       88,994  

International Finance Corp., 2.800%, due 08/15/22

  AUD 310,000       221,450  

New South Wales Treasury Corp., 6.000%, due 03/01/22

  AUD 350,000       275,964  

Queensland Treasury Corp., 6.250%, due 02/21/20

  AUD 175,000       128,947  

Queensland Treasury Corp., Series 21, 5.500%, due 06/21/21

  AUD 515,000       392,041  

Queensland Treasury Corp., 6.000%, due 07/21/22

  AUD 385,000       306,511  
              1,993,053  

 

See Notes to Financial Statements.

 

73

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

FOREIGN BONDS — 21.1% (Continued)

       

Austria — 0.3%

               

Austria Government Bond, 144A, 0.000%, due 07/15/23

  EUR 230,000     $ 265,202  

ESAL GmbH, 6.250%, due 02/05/23

  $ 400,000       396,000  

JBS Investments GmbH, 7.250%, due 04/03/24

    200,000       202,000  
              863,202  

Bermuda — 0.4%

               

Digicel Group Ltd., 7.125%, due 04/01/22

    600,000       280,500  

Geopark Ltd., 6.500%, due 09/21/24

    400,000       370,000  

IHS Markit Ltd., 4.750%, due 08/01/28

    135,000       131,787  

Inkia Energy Ltd., 5.875%, due 11/09/27

    400,000       371,000  

Viking Cruises Ltd., 144A, 5.875%, due 09/15/27

    65,000       60,531  
              1,213,818  

Brazil — 1.0%

               

Banco BTG Pactual S.A., 5.500%, due 01/31/23

    200,000       194,226  

Banco de Brasil S.A., 6.250%, due 12/31/49

    700,000       600,320  

Brazil Notas do Tesouro Nacional, 10.000%, due 01/01/21

  BRL 2,880       814,290  

Brazil Notas do Tesouro Nacional, 10.000%, due 01/01/23

  BRL 4,560       1,291,467  

Itau Unibanco Holding S.A., 6.500%, due 12/31/49

  $ 400,000       376,780  
              3,277,083  

Canada — 1.2%

               

Bank of Montreal, 3.803%, due 12/15/32

    45,000       41,813  

BC ULC/New Red Finance, Inc., 144A, 4.625%, due 01/15/22

    300,000       289,500  

BC ULC/New Red Finance, Inc., 144A, 4.250%, due 05/15/24

    225,000       206,156  

BC ULC/New Red Finance, Inc., 144A, 5.000%, due 10/15/25

    515,000       468,650  

Canacol Energy Ltd., 144A, 7.250%, due 05/03/25

    200,000       184,500  

Canacol Energy Ltd., 7.250%, due 05/03/25

    400,000       369,000  

Canada Housing Trust No. 1, 2.350%, due 06/15/23

  CAD 305,000       224,584  

Canadian Government, 1.250%, due 11/01/19

  CAD 460,000       335,451  

Canadian Government, 1.500%, due 03/01/20

  CAD 765,000       558,447  

Canadian Natural Resources Ltd., 2.950%, due 01/15/23

  $ 135,000       129,227  

Emera, Inc., 6.750%, due 06/15/76

    350,000       350,000  

Enbridge, Inc., 6.000%, due 01/15/77

    240,000       213,000  

GW Honos Security Corp., 144A, 8.750%, due 05/15/25

    35,000       31,850  

IAMGOLD Corp., 144A, 7.000%, due 04/15/25

    25,000       23,500  

Masonite International Corp., 144A, 5.625%, due 03/15/23

    50,000       48,500  

Province of British Columbia, 144A, 6.600%, due 01/09/20

  INR 9,200,000       130,866  

Telesat Canada, LLC, 144A, 8.875%, due 11/15/24

  $ 110,000       114,950  
              3,719,994  

Cayman Islands — 0.8%

       

Avolon Holdings Funding Ltd., 144A, 5.125%, due 10/01/23

    55,000       52,800  

Braskem Finance Ltd., 6.450%, due 02/03/24

    200,000       210,500  

Cosan Overseas Ltd., 8.250%, due 11/29/49

    200,000       201,250  

Energuate Trust, 5.875%, due 05/03/27

    200,000       185,250  

Gran Tierra Energy International Holdings Ltd., 6.250%, due 02/15/25

    400,000       372,000  

Guanay Finance Ltd., 6.000%, due 12/15/20

    436,023       436,023  

Industrial Senior Trust, 5.500%, due 11/01/22

    100,000       97,033  

 

See Notes to Financial Statements.

 

74

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

FOREIGN BONDS — 21.1% (Continued)

       

Cayman Islands — 0.8% (Continued)

       

Latam Finance Ltd., 6.875%, due 04/11/24

  $ 200,000     $ 198,250  

SPARC EM SPC Panama Metroline 2 SP, 0.000%, due 12/05/22

    597,914       545,597  

SPARC EM SPC Panama Metroline 2 SP, 144A, 0.000%, due 12/05/22

    170,833       155,885  

Transocean Guardian Ltd., 144A, 5.875%, due 01/15/24

    15,000       14,363  
              2,468,951  

Chile — 0.5%

               

AES Gener S.A., 5.000%, due 07/14/25

    200,000       191,750  

Banco de Credito e Inversiones, 4.000%, due 02/11/23

    300,000       297,047  

Embotelladora Andina S.A., 5.000%, due 10/01/23

    310,000       318,494  

Empresa Electrica Angamos S.A., 4.875%, due 05/25/29

    182,600       175,115  

Empresa Electrica Guacolda S.A., 4.560%, due 04/30/25

    200,000       177,118  

Entel Chila S.A., 4.750%, due 08/01/26

    400,000       373,000  
              1,532,524  

China — 0.1%

               

CNOOC Finance 2011 Ltd., 4.250%, due 01/26/21

    200,000       202,786  
                 

Colombia — 0.7%

               

Bancolombia S.A., 4.875%, due 10/18/27

    200,000       193,060  

BBVA Columbia S.A., 4.875%, due 04/21/25

    300,000       290,586  

Colombia Telecomunicaciones S.A., 8.500%, due 09/30/66

    200,000       206,000  

Columbian TES, 7.000%, due 05/04/22

  COP 1,855,000,000       594,143  

Ecopetrol S.A., 5.875%, due 09/18/23

  $ 100,000       104,250  

Republic of Columbia, 7.000%, due 09/11/19

  COP 604,700,000       189,024  

Republic of Columbia, 11.000%, due 07/24/20

  COP 831,100,000       277,814  

Republic of Columbia, 4.500%, due 01/28/26

  $ 275,000       274,863  
              2,129,740  

Costa Rica — 0.1%

               

Costa Rica Government International Bond, 9.995%, due 08/01/20

    200,000       210,000  
                 

Curacao — 0.1%

               

Sura Asset Management S.A., 4.875%, due 04/17/24

    200,000       200,860  
                 

Dominican Republic — 0.2%

               

Banco de Reservas de la Republica Dominicana, 7.000%, due 02/01/23

    300,000       298,781  

Dominican Republic, 6.875%, due 01/29/26

    275,000       288,406  
              587,187  

Egypt — 0.1%

               

Arab Republic of Egypt, 5.875%, due 06/11/25

    275,000       249,563  
                 

Finland — 0.1%

               

Finland Government Bond, 144A, 1.500%, due 04/15/23

  EUR 220,000       270,664  
                 

Germany — 0.3%

               

KFW Development Bank, 3.750%, due 05/29/20

  NZD 260,000       178,158  

KFW Development Bank, 6.000%, due 08/20/20

  AUD 340,000       253,859  

KFW Development Bank, 0.375%, due 03/15/23

  EUR 150,000       175,439  

KFW Development Bank, 2.125%, due 08/15/23

  EUR 340,000       429,298  

KFW Development Bank, 0.000%, due 09/15/23

  EUR 80,000       91,873  
              1,128,627  

Hungary — 0.2%

               

Hungary Government International Bond, 6.250%, due 01/29/20

  $ 295,000       303,251  

 

See Notes to Financial Statements.

 

75

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

FOREIGN BONDS — 21.1% (Continued)

       

Hungary — 0.2% (Continued)

       

Hungary Government International Bond, 6.375%, due 03/29/21

  $ 440,000     $ 464,200  
              767,451  

India — 0.8%

               

Bharat Petroleum Corp. Ltd., 4.625%, due 10/25/22

    500,000       504,520  

Bharti Airtel Ltd., 5.125%, due 03/11/23

    200,000       196,500  

Bharti Airtel Ltd., 4.375%, due 06/10/25

    700,000       634,375  

Indian Oil Corp. Ltd., 5.625%, due 08/02/21

    200,000       208,060  

Indian Oil Corp. Ltd., 5.750%, due 08/01/23

    600,000       631,122  

NTPC Ltd., 7.250%, due 05/03/22

  INR 20,000,000       282,348  
              2,456,925  

Indonesia — 1.6%

               

European Bank Reconstruction and Development, 7.375%, due 04/15/19

  IDR 1,500,000,000       103,772  

Indonesia Government International Bond, 144A, 2.625%, due 06/14/23

  EUR 150,000       178,543  

Indonesia Government International Bond, 144A, 2.150%, due 07/18/24

  EUR 150,000       173,520  

Indonesia Treasury Bond, 8.250%, due 07/15/21

  IDR 4,845,000,000       341,994  

Indonesia Treasury Bond, 7.000%, due 05/15/22

  IDR 3,200,000,000       216,786  

Indonesia Treasury Bond, 5.625%, due 05/15/23

  IDR 1,400,000,000       89,719  

Indonesia Treasury Bond, 8.375%, due 03/15/24

  IDR 4,175,000,000       294,034  

Indonesia Treasury Bond, 8.375%, due 09/15/26

  IDR 4,170,000,000       294,000  

Indonesia Treasury Bond, 7.000%, due 05/15/27

  IDR 6,590,000,000       427,354  

Indonesia Treasury Bond, 6.125%, due 05/15/28

  IDR 6,400,000,000       391,291  

Indonesia Treasury Bond, 9.000%, due 03/15/29

  IDR 1,800,000,000       131,921  

Indonesia Treasury Bond, 8.750%, due 05/15/31

  IDR 3,000,000,000       217,055  

Indonesia Treasury Bond, 6.625%, due 05/15/33

  IDR 2,905,000,000       174,966  

Indonesia Treasury Bond, 7.500%, due 05/15/38

  IDR 2,000,000,000       127,364  

International Bank for Reconstruction & Development, 7.450%, due 08/20/21

  IDR 2,760,000,000       188,980  

Jasa Marga (Persero), 144A, 7.500%, due 12/11/20

  IDR 1,500,000,000       99,954  

Pelabuhan Indonesia II PT, 144A, 4.250%, due 05/05/25

  $ 200,000       189,250  

Pertamina Persero PT, 144A, 4.300%, due 05/20/23

    200,000       197,000  

Perusahaan Listrik Negara PT, 144A, 4.125%, due 05/15/27

    250,000       231,250  

Perusahaan Listrik Negara PT, 5.450%, due 05/21/28

    300,000       301,500  

Perusahaan Penerbit SBSN, 144A, 4.150%, due 03/29/27

    400,000       383,500  

Perusahaan Listrik Negara PT, 144A, 5.375%, due 01/25/29

    200,000       200,250  
              4,954,003  

Ireland — 0.9%

               

Bank of Ireland Group plc, 144A, 4.500%, due 11/25/23

    200,000       196,338  

C&W Senior Financing Designated Activity Co., 6.875%, due 09/15/27

    800,000       733,000  

Ireland Government Bond, 3.900%, due 03/20/23

  EUR 700,000       934,804  

Ireland Government Bond, 3.400%, due 03/18/24

  EUR 675,000       902,887  
              2,767,029  

Israel — 0.1%

               

Delek & Avner Tamar Bond Ltd., 144A, 5.082%, due 12/30/23

  $ 100,000       99,690  

Delek & Avner Tamar Bond Ltd., 144A, 5.412%, due 12/30/25

    100,000       99,672  

Israel Electric Corp. Ltd., 144A, 5.000%, due 11/12/24

    200,000       202,525  
              401,887  

 

See Notes to Financial Statements.

 

76

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund BS

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

FOREIGN BONDS — 21.1% (Continued)

Japan — 0.1%

               

Mitsubishi UFJ Financial Group, Inc., 3.478% (3MO LIBOR + 74), due 03/02/23 (a)

  $ 180,000     $ 178,229  

Sony Corp., 0.000%, due 09/30/22

  JPY 20,000,000       222,629  
              400,858  

Kazakhstan — 0.1%

               

KazMunayGas National Co., 5.375%, due 04/24/30

  $ 250,000       245,625  
                 

Liberia — 0.0% (c)

               

Royal Caribbean Cruises Ltd., 3.700%, due 03/15/28

    65,000       59,556  
                 

Luxembourg — 0.9%

               

Allergan Funding SCS, 1.250%, due 06/01/24

  EUR 100,000       111,890  

European Financial Stability Facility, 0.500%, due 01/20/23

  EUR 150,000       175,977  

European Financial Stability Facility, 1.875%, due 05/23/23

  EUR 185,000       229,613  

European Financial Stability Facility, 0.125%, due 10/17/23

  EUR 280,000       321,610  

Millicom International Cellular S.A., 5.125%, due 01/15/28

  $ 200,000       179,500  

Minerva Luxembourg S.A., 6.500%, due 09/20/26

    600,000       559,632  

Minerva Luxembourg S.A., 5.875%, due 01/19/28

    200,000       172,000  

Nexa Resources S.A., 5.375%, due 05/04/27

    200,000       193,542  

Raizen Fuels Finance S.A., 5.300%, due 01/20/27

    200,000       195,402  

Swiss Insured Brazil Power Finance, 144A, 9.850%, due 07/16/32

  BRL 2,500,000       645,778  
              2,784,944  

Malaysia — 0.5%

               

Malaysia Government Bond, 4.160%, due 07/15/21

  MYR 1,045,000       256,036  

Malaysia Government Bond, 3.620%, due 11/30/21

  MYR 400,000       96,732  

Malaysia Government Bond, 4.059%, due 09/30/24

  MYR 2,515,000       610,226  

Malaysia Government Bond, 3.882%, due 03/14/25

  MYR 430,000       103,318  

Malaysia Government Bond, 3.899%, due 11/16/27

  MYR 600,000       142,297  

Malaysia Government Bond, 3.733%, due 06/15/28

  MYR 400,000       94,127  

Malaysia Government Bond, 3.844%, due 04/15/33

  MYR 980,000       220,420  
              1,523,156  

Marshall Islands — 0.0% (c)

               

Teekay Offshore Partners, L.P., 144A, 8.500%, due 07/15/23

    175,000       164,500  
                 

Mauritius — 0.1%

               

UPL Corp. Ltd., 3.250%, due 10/13/21

    200,000       193,870  
                 

Mexico — 2.4%

               

America Movil S.A.B. de C.V., 7.125%, due 12/09/24

  MXN 3,000,000       132,751  

Banco Mercantil del Norte S.A., 6.875%, due 12/31/49

  $ 200,000       193,394  

Banco Mercantil del Norte S.A., 7.625%, due 10/06/66

    400,000       387,200  

Banco Nacional de Comercio, 144A, 4.375%, due 10/14/25

    200,000       191,526  

Banco Santander S.A., 144A, 5.950%, due 10/01/28

    200,000       201,750  

BBVA Bancomer S.A., 5.125%, due 01/18/33

    800,000       692,016  

Cemex S.A.B. de C.V., 144A, 6.125%, due 05/05/25

    75,000       73,125  

Cometa Energia, S.A. de C.V., 6.375%, due 04/24/35

    592,200       552,102  

Credito Real S.A.B. de C.V., 9.125%, due 11/29/62

    200,000       187,250  

Grupo Idesa S.A. de C.V., 7.875%, due 12/18/20

    630,000       433,881  

Mexico City Airport Trust, 144A, 4.250%, due 10/31/26

    425,000       380,257  

Mexico City Airport Trust, 144A, 3.875%, due 04/30/28

    730,000       641,488  

Mexico City Airport Trust, 144A, 5.500%, due 10/31/46

    405,000       357,845  

Mexico City Airport Trust, 144A, 5.500%, due 07/31/47

    900,000       791,966  

 

See Notes to Financial Statements.

 

77

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

FOREIGN BONDS — 21.1% (Continued)

Mexico — 2.4% (Continued)

       

Mexico Generadora De Energia S.A. de R.L., 5.500%, due 12/06/32

  $ 516,420     $ 493,294  

Mexico Government International Bond, 4.150%, due 03/28/27

    200,000       193,459  

Mexico Government International Bond, 3.750%, due 01/11/28

    200,000       187,683  

Mexico Government International Bond, 4.600%, due 01/23/46

    200,000       177,876  

Petroleos Mexicanos, 144A, 7.650%, due 11/24/21

    35,000       167,453  

Petroleos Mexicanos, 4.625%, due 09/21/23

    135,000       127,401  

Petroleos Mexicanos, 144A, 7.190%, due 09/12/24

    20,000       79,081  

Petroleos Mexicanos, 144A, 6.500%, due 01/23/29

    200,000       186,036  

Trust F/1401, 144A, 5.250%, due 12/15/24

    225,000       215,156  

Unifin Financiera S.A.B. de C.V., 8.875%, due 12/31/22

    800,000       656,000  
              7,699,990  

Mongolia — 0.0% (c)

               

Asian Development Bank, 2.000%, due 02/16/22

    150,000       147,313  
                 

Netherlands — 1.2%

               

AES Andres Dominicana Ltd., 144A, 7.950%, due 05/11/26

    500,000       503,135  

Bank Nederlandse Gemeenten N.V., 0.250%, due 02/22/23

    150,000       174,108  

Bank Nederlandse Gemeenten N.V., 0.250%, due 06/07/24

    200,000       230,074  

Bayer Capital Corp. B.V., 144A, 5.625%, due 11/22/19

    300,000       257,873  

Darling Global Finance B.V., 144A, 3.625%, due 05/15/26

    100,000       113,205  

Greenko Dutch B.V., 144A, 5.250%, due 07/24/24

    200,000       179,250  

Marfrig Holdings Europe B.V., 144A, 8.000%, due 06/08/23

    500,000       500,625  

Marfrig Holdings Europe B.V., 144A, 7.000%, due 03/15/24

    200,000       190,041  

NXP Funding, LLC, 144A, 4.625%, due 06/01/23

    270,000       266,963  

Petrobras Global Finance B.V., 5.750%, due 02/01/29

    700,000       645,750  

Teva Pharmaceutical Finance Netherlands II B.V., 4.500%, due 03/01/25

    145,000       167,612  

Teva Pharmaceuticals Financial Co. B.V., 2.800%, due 07/21/23

    75,000       64,723  

VTR Finance B.V., 6.875%, due 01/15/24

    400,000       394,500  
              3,687,859  

New Zealand — 0.7%

               

Asian Development Bank, 4.625%, due 03/06/19

    330,000       222,457  

International Bank for Reconstruction & Development, 3.500%, due 01/22/21

    295,000       202,924  

International Bank for Reconstruction & Development, 4.625%, due 10/06/21

    380,000       270,597  

International Bank for Reconstruction & Development, 3.375%, due 01/25/22

    370,000       255,616  

International Finance Corp., 3.625%, due 05/20/20

    110,000       75,284  

New Zealand Government Bond, 3.000%, due 04/15/20

    400,000       272,755  

New Zealand Government Bond, 6.000%, due 05/15/21

    370,000       272,876  

New Zealand Local Government Funding Agency Bond, 5.000%, due 03/15/19

    385,000       259,878  

New Zealand Local Government Funding Agency Bond, 5.500%, due 04/15/23

    225,000       169,345  

 

See Notes to Financial Statements.

 

78

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

FOREIGN BONDS — 21.1% (Continued)

New Zealand — 0.7% (Continued)

       

Nordic Investment Bank, 4.125%, due 03/19/20

  NZD 240,000     $ 164,800  
              2,166,532  

Norway — 0.5%

               

Norwegian Government Bond, 144A, 4.500%, due 05/22/19

  NOK 3,900,000       457,362  

Norwegian Government Bond, 144A, 3.750%, due 05/25/21

  NOK 5,900,000       724,179  

Norwegian Government Bond, 144A, 2.000%, due 05/24/23

  NOK 3,600,000       426,427  
              1,607,968  

Panama — 0.2%

               

Banco General S.A., 4.125%, due 08/07/27

  $ 200,000       187,366  

Ena Norte Trust, 4.950%, due 04/25/28

    166,437       166,321  

Global Bank Corp., 4.500%, due 10/20/21

    200,000       193,634  

Panama Government International Bond, 4.000%, due 09/22/24

    200,000       201,703  
              749,024  

Peru — 0.1%

               

Petroleos del Peru S.A., 144A, 5.625%, due 06/19/47

    200,000       195,673  
                 

Philippines — 0.8%

               

BDO Unibank, Inc., 2.950%, due 03/06/23

    600,000       570,138  

Philippine Government Bond, 3.500%, due 03/20/21

  PHP 10,500,000       186,425  

Philippine Government Bond, 6.500%, due 04/28/21

  PHP 7,700,000       145,545  

Philippine Government Bond, 3.500%, due 04/21/23

  PHP 13,000,000       216,383  

Philippine Government Bond, 8.000%, due 07/19/31

  PHP 15,000,000       308,305  

Philippine Government International Bond, 4.950%, due 01/15/21

  PHP 15,000,000       282,363  

Philippine Government International Bond, 4.200%, due 01/21/24

  $ 300,000       308,922  

Philippine Government International Bond, 6.250%, due 01/14/36

  PHP 15,000,000       278,989  

Union Bank of Philippines, Series EMTN, 3.369%, due 11/29/22

  $ 400,000       382,524  
              2,679,594  

Portugal — 0.3%

               

Portugal Government International Bond, 144A, 5.125%, due 10/15/24

    425,000       443,063  

Portugal Obrigacoes do Tesouro OT, 144A, 3.850%, due 04/15/21

  EUR 385,000       481,848  
              924,911  

Puerto Rico — 0.1%

               

Popular, Inc., 6.125%, due 09/14/23

  $ 290,000       291,655  
                 

Singapore — 1.1%

               

BOC Aviation Ltd., 144A, 2.750%, due 09/18/22

    200,000       192,317  

BPRL International Singapore, 4.375%, due 01/18/27

    500,000       471,615  

DBS Group Holdings Ltd., 3.600%, due 03/07/67

    500,000       477,500  

Indika Energy Capital III Ltd., 144A, 5.875%, due 11/09/24

    200,000       174,500  

ONGC Videsh Vankorneft, 3.750%, due 07/27/26

    500,000       464,325  

Singapore Government Bond, 3.250%, due 09/01/20

  SGD 440,000       330,029  

Temasek Financial I Ltd., 2.375%, due 01/23/23

  $ 750,000       726,217  

United Overseas Bank Ltd., 3.875%, due 12/31/49

    700,000       646,926  
              3,483,429  

Sweden — 0.2%

               

Sweden Government International Bond, 144A, 0.125%, due 04/24/23

  EUR 440,000       509,052  
                 

Turkey — 0.1%

               

Republic of Turkey, 7.250%, due 12/23/23

  $ 200,000       205,250  

 

See Notes to Financial Statements.

 

79

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

FOREIGN BONDS — 21.1% (Continued)

Ukraine — 0.0% (c)

               

Ukraine Government Bond, 7.750%, due 09/01/23

  $ 200,000     $ 180,000  
                 

United Kingdom — 0.7%

               

Fresnillo plc, 5.500%, due 11/13/23

    600,000       611,133  

Genting Overseas Holding Ltd., 4.250%, due 01/24/27

    700,000       659,337  

Royal Bank of Scotland Group plc, 3.498%, due 05/15/23

    200,000       191,785  

Travelport Corporate Finance plc, 144A, 6.000%, due 03/15/26

    150,000       151,125  

Vedanta Resources plc, 144A, 6.375%, due 07/30/22

    200,000       178,750  

Vedanta Resources plc, 6.125%, due 08/09/24

    400,000       332,500  
              2,124,630  

Total Foreign Bonds (Cost $68,619,366)

          $ 66,190,780  
                 

LOAN PARTICIPATIONS — 9.3%

Acrisure, LLC, 6.772% (3MO LIBOR + 375), due 06/07/23 (a)

  $ 19,900     $ 18,756  

Acrisure, LLC, 6.772% (3MO LIBOR + 425), due 11/22/23 (a)

    399,042       385,742  

AECOM, 4.256% (3MO LIBOR + 175), due 02/23/25 (a)

    205,125       194,869  

Aleris International, Inc., 7.095% (3MO LIBOR + 475), due 02/08/23 (a)

    184,075       182,312  

AlixPartners, LLP, 5.272% (3MO LIBOR + 300), due 03/17/21 (a)

    451,427       433,180  

Almonde, Inc., 5.886% (3MO LIBOR + 350), due 04/26/24 (a)

    347,262       322,086  

American Airlines, Inc., 4.522% (3MO LIBOR + 200), due 04/28/23 (a)

    180,000       170,962  

American Axle & Manufacturing, Inc., 4.462% (3MO LIBOR + 225), due 04/06/24 (a)

    197,970       186,216  

American Tire Distributors, Inc., 6.636% (3MO LIBOR + 875), due 10/05/19 (a)

    48,489       48,247  

American Tire Distributors, Inc., 10.022% (3MO LIBOR + 425), due 09/01/21 (a)

    299,522       250,101  

American Tire Distributors, Inc., 10.022% (3MO LIBOR + 425), due 09/01/21 (a)

    96,360       80,460  

Applied Systems, Inc., 5.386% (3MO LIBOR + 325), due 09/13/24 (a)

    388,314       368,316  

Aramark Services, Inc., 4.095% (3MO LIBOR + 175), due 03/28/24 (a)

    144,579       139,791  

Aramark Services, Inc., 4.095% (3MO LIBOR + 175), due 03/11/25 (a)

    140,250       135,692  

AssuredPartners, Inc., 5.772% (3MO LIBOR + 325), due 10/22/24 (a)

    399,609       376,632  

Asurion, LLC, 5.522% due 10/10/50 (a)

    389,720       371,859  

Auris LuxCo, 4.700% (3MO LIBOR + 375), due 07/24/25 (a)

    180,000       174,600  

Bausch Health Cos., Inc., 4.700% (3MO LIBOR + 275), due 11/14/25 (a)

    133,313       126,028  

BCP Renaissance Parent, LLC, 6.027% (3MO LIBOR + 450), due 12/31/20 (a)

    129,076       124,558  

Berry Plastics Group, Inc., 4.318% (3MO LIBOR + 175), due 02/08/20 (a)

    140,000       137,360  

Berry Plastics Group, Inc., 4.318% (3MO LIBOR + 200), due 10/01/22 (a)

    226,792       220,909  

Berry Plastics Group, Inc., 4.387% (3MO LIBOR + 200), due 01/19/24 (a)

    268,636       260,800  

Brookfield Retail Holdings, LLC, 5.022% (3MO LIBOR + 250), due 05/07/25 (a)

    375,000       352,736  

Burger King, 4.552% (3MO LIBOR + 225), due 02/17/24 (a)

    357,975       340,076  

 

See Notes to Financial Statements.

 

80

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

LOAN PARTICIPATIONS — 9.3% (Continued)

BWAY Corp., 5.581% (3MO LIBOR + 325), due 04/03/24 (a)

  $ 129,672     $ 121,438  

Canyon Valor Cos., Inc., 5.136% (3MO LIBOR + 425), due 06/16/23 (a)

    221,263       212,191  

Capital Automotive, L.P., 8.530% (3MO LIBOR + 600), due 03/21/25 (a)

    37,957       37,412  

Cengage Learning, Inc., 6.754% (3MO LIBOR + 425), due 06/07/23 (a)

    250,000       211,408  

CenturyLink, Inc., 5.272% (3MO LIBOR + 275), due 02/29/24 (a)

    306,900       285,724  

CenturyLink, Inc., 5.272% (3MO LIBOR + 275), due 01/31/25 (a)

    134,323       125,055  

Change Healthcare Holdings, LLC, 5.272% (3MO LIBOR + 275), due 03/01/24 (a)

    394,636       373,097  

Charter Communications Operating, LLC, 4.530% (3MO LIBOR + 200), due 04/30/25 (a)

    413,170       396,011  

Cinemark USA, Inc., 4.100% (3MO LIBOR + 175), due 03/29/25 (a)

    89,549       87,422  

Colorado Buyer, Inc., 5.320% (3MO LIBOR + 300), due 03/15/24 (a)

    387,946       370,295  

Consolidated Precision, 6.279% (3MO LIBOR + 375), due 04/30/25 (a)

    295,000       285,044  

CPA Global, 5.777% (3MO LIBOR + 325), due 10/04/24 (a)

    394,504       378,972  

CSM Bakery Supplies, 6.410% (3MO LIBOR + 400), due 07/03/20 (a)

    188,272       173,022  

Cvent, Inc., 6.095% (3MO LIBOR + 375), due 11/29/23 (a)

    377,081       360,112  

DAE Aviation Holdings, 5.990% (3MO LIBOR + 375), due 07/07/22 (a)

    89,538       88,275  

Dawn Acquisition, LLC, 4.700% (3MO LIBOR + 375), due 12/31/25 (a)

    235,000       219,725  

Dell International, LLC, 4.350% (3MO LIBOR + 200), due 09/07/23 (a)

    223,869       213,959  

EG America, LLC, 6.813% (3MO LIBOR + 400), due 02/07/25 (a)

    305,044       293,224  

EG Group Ltd., 6.813% (3MO LIBOR + 400), due 01/31/25 (a)

    84,363       81,093  

Energizer Holdings, Inc., 4.586% (3MO LIBOR + 225), due 06/21/25 (a)

    225,000       216,844  

Energy Transfer Equity, L.P., 4.522% (3MO LIBOR + 200), due 02/02/24 (a)

    250,000       243,482  

Envision Healthcare Corp., 6.095% (3MO LIBOR + 375), due 12/31/21 (a)

    325,000       302,455  

Equian, LLC, 5.756% (3MO LIBOR + 325), due 05/20/24 (a)

    212,467       205,030  

Exgen Renewables IV, LLC, 5.710% (3MO LIBOR + 300), due 12/31/20 (a)

    38,591       36,565  

Filtration Group Corp., 5.522% (3MO LIBOR + 300), due 03/27/25 (a)

    258,050       248,115  

Financial & Risk US Holdings, Inc., 6.272% (3MO LIBOR + 375), due 09/18/25 (a)

    300,000       279,939  

Financial & Risk US Holdings, Inc., 6.272% (3MO LIBOR + 375), due 10/01/25 (a)

    375,000       349,924  

First Data Corp., 4.504% (3MO LIBOR + 200), due 07/10/22 (a)

    263,194       252,008  

Forest City, 4.700% (3MO LIBOR + 400), due 10/24/25 (a)

    120,000       116,800  

Four Seasons Hotels Ltd., 4.522% (3MO LIBOR + 200), due 11/30/23 (a)

    313,405       299,759  

Gentiva Health Services, Inc., 6.312% (3MO LIBOR + 375), due 06/23/25 (a)

    381,671       370,221  

 

See Notes to Financial Statements.

 

81

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

LOAN PARTICIPATIONS — 9.3% (Continued)

Greeneden U.S. Holdings II, LLC, 5.772% (3MO LIBOR + 350), due 12/01/23 (a)

  $ 387,317     $ 372,792  

Grifols Worldwide Operations USA, Inc., 4.669% (3MO LIBOR + 225), due 01/31/25 (a)

    223,864       214,099  

Grizzly Acquisitions, Inc., 4.700% (3MO LIBOR + 325), due 10/01/25 (a)

    270,000       263,307  

Grocery Outlet, 6.095% due 12/31/21 (a)

    160,000       155,200  

HCA, Inc., 4.272% (3MO LIBOR + 175), due 03/18/23 (a)

    170,757       165,776  

Hilton Worldwide Finance, LLC, 4.256% (3MO LIBOR + 175), due 10/25/23 (a)

    205,259       196,536  

Houghton Mifflin Harcourt Publishers, Inc., 5.522% (3MO LIBOR + 300), due 05/29/21 (a)

    239,381       216,042  

Informatica, LLC, 5.772% (3MO LIBOR + 325), due 08/05/22 (a)

    387,018       374,924  

Intelsat Jackson Holdings S.A., 6.256% (3MO LIBOR + 375), due 11/30/23 (a)

    180,000       173,551  

Intrawest Resorts Holdings, Inc., 5.522% (3MO LIBOR + 325), due 12/31/20 (a)

    385,090       367,761  

IRB Holding Corp., 5.568% (3MO LIBOR + 325), due 01/17/25 (a)

    362,597       345,011  

Kindred at Home, 6.312% (3MO LIBOR + 375), due 07/02/25 (a)

    250,000       242,500  

Kronos Acquisition Holdings, Inc., 6.522% (3MO LIBOR + 450), due 08/26/22 (a)

    385,000       362,381  

Kronos, Inc., 6.345% (3MO LIBOR + 350), due 11/01/23 (a)

    399,214       378,423  

Life Time Fitness, Inc., 5.457% (3MO LIBOR + 300), due 06/10/22 (a)

    471,420       452,563  

Marriott Ownership Resorts, Inc., 4.552% (3MO LIBOR + 225), due 08/08/25 (a)

    330,000       320,512  

Meredith Corp., 5.095% (3MO LIBOR + 275), due 01/31/25 (a)

    104,663       101,424  

Messer Industries, LLC, 4.700% (3MO LIBOR + 250), due 10/01/25 (a)

    125,000       118,594  

Metro-Goldwyn-Mayer, Inc., 6.850% (3MO LIBOR + 450), due 06/29/26 (a)

    190,000       176,700  

Microchip Technology, Inc., 4.310% (3MO LIBOR + 200), due 05/29/25 (a)

    212,518       200,299  

Micron Technology, Inc., 4.000% (3MO LIBOR + 175), due 04/26/22 (a)

    189,287       185,501  

Milacron, LLC, 5.022% (3MO LIBOR + 250), due 09/28/23 (a)

    453,592       424,109  

Mitchell International, Inc., 5.772% (3MO LIBOR + 325), due 11/20/24 (a)

    407,409       391,879  

MPH Acquisition Holdings, LLC, 5.553% (3MO LIBOR + 300), due 06/07/23 (a)

    406,488       382,098  

Neiman Marcus Group Ltd., LLC, 5.597% (3MO LIBOR + 325), due 10/25/20 (a)

    378,354       318,290  

Peak 10 Holding Corp., 6.313% (3MO LIBOR + 350), due 07/24/24 (a)

    306,900       278,257  

Pisces Midco, Inc., 6.175% (3MO LIBOR + 375), due 03/29/25 (a)

    245,000       222,950  

Plantronics, Inc., 5.022% (3MO LIBOR + 250), due 12/31/21 (a)

    224,438       215,292  

Project Alpha Intermediate Holding, Inc., 5.940% (3MO LIBOR + 350), due 04/04/21 (a)

    379,225       364,056  

Project Deep Blue Holdings, LLC, 5.720% (3MO LIBOR + 325), due 01/11/25 (a)

    124,375       118,079  

Quad/Graphics, Inc., 0.000% (3MO LIBOR + 500), due 06/30/26 (a)

    185,000       178,987  

RentPath, LLC, 7.280% (3MO LIBOR + 475), due 12/17/21 (a) (b)

    246,756       196,346  

 

See Notes to Financial Statements.

 

82

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

  

   

Par Value

   

Value

 

LOAN PARTICIPATIONS — 9.3% (Continued)

Revlon Consumer Products Co., 6.207% (3MO LIBOR + 350), due 09/07/23 (a)

  $ 427,627     $ 301,610  

RP Crown Parent, LLC, 4.992% (3MO LIBOR + 275), due 10/12/23 (a)

    223,861       213,973  

Sable International Finance Ltd., 5.619% (3MO LIBOR + 325), due 01/31/26 (a)

    225,000       216,225  

SBA Senior Finance II, LLC, 4.310% (3MO LIBOR + 200), due 04/11/25 (a)

    269,325       257,467  

Science Applications International Corp., 4.272% due 11/05/25 (a)

    125,000       118,750  

Scientific Games International, Inc., 5.272% (3MO LIBOR + 275), due 08/14/24 (a)

    466,475       434,755  

Securus Technologies Holdings, Inc., 7.022% (3MO LIBOR + 450), due 06/15/24 (a)

    317,127       303,912  

Securus Technologies Holdings, Inc., 7.022% (3MO LIBOR + 450), due 11/01/24 (a) (b)

    72,000       69,570  

Select Medical Corp., 4.960% (3MO LIBOR + 350), due 02/13/24 (a)

    282,775       270,522  

ServiceMaster Co., LLC, 5.022% (3MO LIBOR + 250), due 11/08/23 (a)

    106,591       104,105  

SolarWinds, Inc., 5.272% (3MO LIBOR + 300), due 03/07/24 (a)

    212,452       203,888  

Solera, LLC, 5.272% (3MO LIBOR + 375), due 03/03/23 (a)

    392,581       369,352  

Solera, LLC, 5.272% (3MO LIBOR + 275), due 06/18/25 (a)

    310,000       290,625  

Sophia, L.P., 6.053% (3MO LIBOR + 325), due 09/30/22 (a)

    397,913       381,570  

Space Exploration Technologies Corp., 4.700% (3MO LIBOR + 425), due 11/16/25 (a)

    200,000       198,000  

Spade Facilities II, LLC, 6.272% (3MO LIBOR + 375), due 11/14/25 (a)

    130,000       127,237  

Sprint Communications, 4.813% (3MO LIBOR + 250), due 02/02/24 (a)

    168,890       160,445  

SS&C Technologies, Inc., 4.595% (3MO LIBOR + 250), due 04/16/25 (a)

    90,243       84,866  

SS&C Technologies, Inc., 4.595% (3MO LIBOR + 250), due 04/16/25 (a)

    34,371       32,323  

SS&C Technologies, Inc., 4.595% (3MO LIBOR + 250), due 04/16/25 (a)

    170,000       159,729  

Starfruit Finco B.V., 5.599% due 09/19/25 (a)

    160,000       149,600  

TKC Holdings, Inc., 6.280% (3MO LIBOR + 425), due 02/01/23 (a)

    388,088       368,101  

TransDigm, Inc., 5.022% (3MO LIBOR + 250), due 06/09/23 (a)

    365,400       344,010  

TransDigm, Inc., 5.022% due 06/09/23 (a)

    249,373       234,775  

TransDigm, Inc., 5.022% (3MO LIBOR + 250), due 05/14/25 (a)

    24,114       22,697  

Traverse Midstream Partners, LLC, 6.600% (3MO LIBOR + 400), due 09/11/21 (a)

    270,000       258,525  

Tribune Media Co., 5.242% (3MO LIBOR + 300), due 12/27/20 (a)

    42,521       41,644  

Uber Technologies, Inc., 8.250% (3MO LIBOR + 400), due 03/22/25 (a)

    144,775       142,121  

Ultra Resources, Inc., 5.469% (3MO LIBOR + 300), due 04/12/24 (a)

    95,000       84,431  

United Airlines, Inc., 4.072% (3MO LIBOR + 175), due 04/01/24 (a)

    174,557       167,138  

US Foods, Inc., 4.522% (3MO LIBOR + 200), due 06/27/23 (a)

    211,459       199,300  

US Silica Co., 6.563% (3MO LIBOR + 400), due 12/31/21 (a)

    123,552       107,490  

USI, Inc., 5.803% (3MO LIBOR + 300), due 05/16/24 (a)

    174,121       164,253  

 

See Notes to Financial Statements.

 

83

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

 

   

Par Value

   

Value

 

LOAN PARTICIPATIONS — 9.3% (Continued)

Vantiv, LLC, 4.057% (3MO LIBOR + 175), due 08/20/24 (a)

  $ 249,373     $ 238,152  

VeriFone Systems, Inc., 6.644% (3MO LIBOR + 400), due 08/08/25 (a)

    106,807       103,282  

Verscend TLB, 7.022% (3MO LIBOR + 450), due 08/08/25 (a)

    260,000       250,684  

VF Holding Corp., 6.053% (3MO LIBOR + 325), due 06/04/25 (a)

    395,562       374,795  

Virgin Media Bristol, LLC, 4.780% (3MO LIBOR + 250), due 01/15/26 (a)

    175,000       165,277  

Web.com Group, Inc., 6.170% due 09/17/25 (a)

    180,000       172,651  

West Corp., 6.344% (3MO LIBOR + 400), due 10/10/24 (a)

    100,323       91,832  

Wyndham Hotels & Resorts, Inc., 4.272% (3MO LIBOR + 175), due 05/30/25 (a)

    145,000       139,309  

Yak Access, LLC, 7.522% (3MO LIBOR + 500), due 06/29/25 (a) (b)

    14,310       11,734  

Zebra Technologies Corp., 4.063% (3MO LIBOR + 175), due 10/27/21 (a)

    68,673       67,707  

Total Loan Participations (Cost $30,873,777)

          $ 29,309,580  

 

   

Shares

         

COMMON STOCKS — 0.9%

Consumer Discretionary — 0.0% (c)

Lennar Corp. - Class A

    1,615     $ 63,227  
                 

Financials — 0.9%

               

Ameris Bancorp

    2,799       88,644  

BankUnited, Inc.

    2,900       86,826  

BOK Financial Corp.

    2,350       172,325  

Capital One Financial Corp.

    2,350       177,637  

Citigroup, Inc.

    3,500       182,210  

Citizens Financial Group, Inc.

    2,705       80,420  

Columbia Banking System, Inc.

    7,530       273,264  

Comerica, Inc.

    3,655       251,062  

Cullen/Frost Bankers, Inc.

    452       39,749  

German American Bancorp, Inc.

    1,364       37,878  

JPMorgan Chase & Co.

    4,185       408,540  

KeyCorp

    7,598       112,298  

M&T Bank Corp.

    1,306       186,928  

Pinnacle Financial Partners, Inc.

    788       36,327  

PNC Financial Services Group, Inc. (The)

    770       90,021  

Renasant Corp.

    3,800       114,684  

Stock Yards Bancorp, Inc.

    1,322       43,361  

U.S. Bancorp

    5,450       249,065  

Washington Trust Bancorp, Inc.

    1,500       71,295  

Zions Bancorp.

    954       38,866  
              2,741,400  

Industrials — 0.0% (c)

               

HC2 Holdings, Inc. (d)

    10,600       27,984  
                 

Real Estate — 0.0% (c)

               

STORE Capital Corp.

    3,695       104,606  
                 

Total Common Stocks (Cost $3,680,056)

          $ 2,937,217  
                 

PREFERRED STOCKS — 1.2%

               

Becton Dickinson and Co. - Series A, 6.125%

    6,600     $ 380,886  

Centerpoint Energy, Inc. - Class B, 7.000%

    7,800       392,886  

Crown Castle International Corp. - Series A, 6.875%

    200       209,679  

Dominion Energy, Inc. - Series A, 6.750%

    5,100       244,239  

First Republic Bank - Series H, 5.125%

    5,725       122,229  

Fortive Corp. - Series A, 5.000%

    315       285,891  

Hess Corp. - Series A, 8.000%

    4,900       243,383  

NextEra Energy, Inc., 6.123%

    7,150       410,062  

People's United Financial, Inc. - Series A, 5.625%

    6,350       141,033  

South Jersey Industries, Inc., 7.250%

    2,800       130,564  

Stanley Black & Decker, Inc., 5.375%

    1,200       109,058  

Stifel Financial Corp., 5.000%

    8,000       164,160  

U.S. Bancorp - Series A, 3.500%

    375       279,375  

U.S. Bancorp, 5.500%

    6,900       170,361  

 

See Notes to Financial Statements.

 

84

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Investments - (continued)

December 31, 2018

  

   

Shares

   

Value

 

PREFERRED STOCKS — 1.2% (Continued)

       

U.S. Bancorp - Series F, 6.500%

    7,300     $ 193,304  

Wells Fargo & Co. - Series Q, 5.850%

    7,300       179,361  

Total Preferred Stocks (Cost $4,009,933)

          $ 3,656,471  
                 

AFFILIATED REGISTERED INVESTMENT COMPANIES — 5.5%

Voya Emerging Markets Hard Currency Debt Fund - Class P

    333,484     $ 3,001,354  

Voya Floating Rate Fund - Class P

    1,362,514       12,807,636  

Voya High Yield Bond Fund - Class P

    209,302       1,550,927  

Total Affiliated Registered Investment Companies (Cost $18,096,583)

          $ 17,359,917  
                 

MONEY MARKET FUNDS — 2.0%

Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (e) (Cost $6,331,299)

6,331,299

  $ 6,331,299  
                 

Total Investments at Value — 98.7% (Cost $319,877,914)

  $ 310,097,177  
                 

Other Assets in Excess of Liabilities — 1.3%

    3,967,900  
                 

Net Assets — 100.0%

          $ 314,065,077  

 

(a)

Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of December 31, 2018. For securities based on a published reference rate and spread, the reference rate and spread (in basis points) are indicated parenthetically. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities, therefore, do not indicate a reference rate and spread.

(b)

Illiquid security. The total value of such securities is $1,843,171 at December 31, 2018, representing 0.6% of net assets.

(c)

Percentage rounds to less than 0.1%.

(d)

Non-income producing security.

(e)

The rate shown is the 7-day effective yield as of December 31, 2018.

 

BBSW — Australian Bank Bill Swap Rate.

CMT — Constant Maturity U.S. Treasury.

CDO — Collateralized Debt Obligation.

CLO — Collateralized Loan Obligation.

CV — Convertible Security.

LIBOR — London Interbank Offered Rate.

144A — Security was purchased in a transaction exempt from registration in compliance with Rule 144A of the Securities Act of 1933. This security may be resold in transactions exempt from registration, normally to qualified institutional buyers. Management has determined that these securities are liquid. The total value of such securities is $93,485,880 as of December 31, 2018, representing 29.8% of net assets.

 

LIBOR rates as of December 31, 2018:

1MO LIBOR2.5198%
3MO LIBOR2.7970%

 

AUD - Australian Dollar

BRL - Brazilian Real

CAD - Canadian Dollar

COP - Colombian Peso

EUR - Euro

GBP - British Pound Sterling

INR - Indian Rupee

IDR - Indonesian Rupiah

JPY - Japanese Yen

MXN - Mexican Peso

MYR - Malaysian Ringgit

NOK - Norwegian Krona

NZD - New Zealand Dollar

PHP - Philippine Peso

SGD - Singapore Dollar

 

See Notes to Financial Statements.

 

85

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Futures Contracts

December 31, 2018

 

FUTURES CONTRACTS

 

Contracts

   

Expiration
Date

   

Notional
Amount

   

Value/
Unrealized
Appreciation

 

TREASURY FUTURES

                               

2-Year U.S. Treasury Note Future

    103       03/29/2019     $ 21,863,359     $ 68,366  

5-Year U.S. Treasury Note Future

    238       03/29/2019       27,288,188       205,711  

Total Futures Contracts

                  $ 49,151,547     $ 274,077  

 

The average monthly notional amount of futures contracts during the year ended December 31, 2018 was $10,965,355.

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Futures Contracts Sold Short

December 31, 2018

 

FUTURES CONTRACTS SOLD SHORT

 

Contracts

   

Expiration
Date

   

Notional
Amount

   

Value/
Unrealized
Depreciation

 

FOREIGN FUTURES

                               

Euro Long-Term Bund Future

    35       03/07/2019     $ 6,557,337     $ (48,175 )
                                 

TREASURY FUTURES

                               

10-Year U.S. Treasury Note Future

    31       03/20/2019       3,782,969       (36,670 )

Ultra Long-Term U.S. Treasury Bond Future

    17       03/20/2019       2,738,594       (92,418 )

Total Treasury Futures

                    6,521,563       (129,088 )
                                 

Total Futures Contracts Sold Short

                  $ 13,078,900     $ (177,263 )

 

The average monthly notional amount of futures contracts sold short during the year ended December 31, 2018 was $13,404,343.

 

See Notes to Financial Statements.

 

86

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Centrally Cleared Credit Default Swap Contracts

 

December 31, 2018

 

Description

 

Maturity
Date

   

Counterparty

   

Fixed Deal
(Pay) Rate

   

Implied Credit
Spread at
December 31,
2018

   

Notional
Amount

   

Fair Value

   

Upfront
Premiums Paid
(Received)

   

Unrealized
Appreciation
(Depreciation)

 

Markit iTraxx Europe Crossover Index, Series 30 (Buy Protection)

    12/20/2023       Intercontinental Exchange       (5.00%)       4.93%       EUR(8,278,077 )   $ (599,845 )   $ (636,787 )   $ 36,942  

Markit CDX North America High Yield Index, Series 31 (Sell Protection)

    12/20/2023       Intercontinental Exchange       5.00%       4.95%     $ 22,000,000     $ 447,986     $ 1,364,980     $ (916,994 )

Total

                                          $ (151,859 )   $ 728,193     $ (880,052 )

 

EUR — Euro

 

The average monthly notional amount of centrally cleared credit default swap contracts during the year ended December 31, 2018 was $6,660,160.

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Australia and New Zealand Banking Group Ltd.

    2/13/2019       AUD       437,578       USD       451,292     $     $ (13,714 )

Australia and New Zealand Banking Group Ltd.

    2/13/2019       AUD       426,047       USD       434,777             (8,730 )

Australia and New Zealand Banking Group Ltd.

    2/13/2019       AUD       204,426       USD       207,636             (3,210 )

Australia and New Zealand Banking Group Ltd.

    2/13/2019       AUD       204,426       USD       206,154             (1,728 )

Australia and New Zealand Banking Group Ltd.

    2/13/2019       EUR       669,666       USD       680,459             (10,793 )

Australia and New Zealand Banking Group Ltd.

    2/13/2019       GBP       364,075       USD       378,346             (14,271 )

Australia and New Zealand Banking Group Ltd.

    2/13/2019       NZD       217,654       USD       215,787       1,867        

 

See Notes to Financial Statements.

 

87

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

  

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Australia and New Zealand Banking Group Ltd.

    2/13/2019       NZD       434,404       USD       432,178     $ 2,226     $  

Australia and New Zealand Banking Group Ltd.

    2/13/2019       NZD       100,760       USD       98,513       2,248        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       NZD       435,183       USD       430,546       4,637        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       NZD       428,474       USD       421,348       7,126        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       NZD       449,540       USD       463,654             (14,114 )

Australia and New Zealand Banking Group Ltd.

    2/13/2019       NZD       37,617       USD       38,100             (483 )

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       413,600       AUD       408,851       4,749        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       227,473       AUD       219,413       8,060        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       411,569       AUD       401,802       9,767        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       1,858,471       AUD       1,818,488       39,983        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       1,340,969       EUR       1,331,188       9,781        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       402,476       NZD       400,690       1,786        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       196,670       NZD       194,705       1,965        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       655,450       NZD       648,702       6,748        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       743,436       NZD       734,343       9,093        

Australia and New Zealand Banking Group Ltd.

    2/13/2019       USD       2,279,040       NZD       2,318,312             (39,272 )
                                                         

Bank of America, San Francisco

    2/13/2019       EUR       655,295       USD       675,659             (20,364 )
                                                         

Bank of Montreal, Montreal

    2/13/2019       USD       421,553       NZD       413,347       8,206        
                                                         

Bank of Nova Scotia, Toronto

    2/13/2019       CAD       1,076,444       USD       1,150,000             (73,556 )
                                                         

Barclays Capital

    2/8/2019       AUD       382,115       USD       383,000             (885 )

Barclays Capital

    2/8/2019       CHF       1,605,444       USD       1,593,000       12,444        

Barclays Capital

    2/8/2019       EUR       744,300       USD       740,000       4,300        

Barclays Capital

    2/8/2019       GBP       112,951       USD       112,000       951        

 

See Notes to Financial Statements.

 

88

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Barclays Capital

    2/8/2019       GBP       637,679       USD       627,000     $ 10,679     $  

Barclays Capital

    2/8/2019       USD       164,000       AUD       159,728       4,272        

Barclays Capital

    2/8/2019       USD       580,539       AUD       567,120       13,419        

Barclays Capital

    2/8/2019       USD       271,000       CAD       270,925       75        

Barclays Capital

    2/8/2019       USD       198,000       CAD       193,552       4,448        

Barclays Capital

    2/8/2019       USD       2,243,799       EUR       2,246,063             (2,264 )

Barclays Capital

    2/8/2019       USD       337,000       EUR       339,151             (2,151 )

Barclays Capital

    2/8/2019       USD       387,000       EUR       387,334             (334 )

Barclays Capital

    2/8/2019       USD       215,000       NOK       212,645       2,355        

Barclays Capital

    2/8/2019       USD       1,423,005       NZD       1,387,360       35,645        
                                                         

CIBC, Toronto

    2/13/2019       CAD       1,696,297       USD       1,765,000             (68,703 )

CIBC, Toronto

    2/13/2019       CAD       1,111,928       USD       1,150,000             (38,072 )

CIBC, Toronto

    2/13/2019       CAD       557,675       USD       590,000             (32,325 )

CIBC, Toronto

    2/13/2019       USD       1,150,000       CAD       1,086,639       63,361        

CIBC, Toronto

    2/13/2019       USD       210,742       NZD       206,674       4,068        
                                                         

Citibank, New York

    2/8/2019       AUD       1,953,662       USD       1,993,000             (39,338 )

Citibank, New York

    2/8/2019       USD       632,000       GBP       641,122             (9,122 )

Citibank, New York

    2/8/2019       USD       592,000       JPY       609,685             (17,685 )

Citibank, New York

    2/8/2019       USD       576,000       NZD       562,476       13,524        

Citibank, New York

    2/13/2019       AUD       401,802       NZD       401,990             (188 )

Citibank, New York

    2/13/2019       AUD       405,327       USD       419,588             (14,261 )

Citibank, New York

    2/13/2019       AUD       219,028       USD       224,917             (5,889 )

Citibank, New York

    2/13/2019       CAD       552,992       USD       581,250             (28,258 )

Citibank, New York

    2/13/2019       CAD       564,905       USD       577,500             (12,595 )

Citibank, New York

    2/13/2019       EUR       104,847       NOK       102,271       2,576        

Citibank, New York

    2/13/2019       EUR       222,800       NOK       218,081       4,719        

Citibank, New York

    2/13/2019       EUR       327,647       NOK       314,972       12,675        

Citibank, New York

    2/13/2019       EUR       380,388       NOK       363,993       16,395        

Citibank, New York

    2/13/2019       EUR       380,550       NOK       363,993       16,557        

Citibank, New York

    2/13/2019       EUR       327,647       NOK       316,280       11,367        

Citibank, New York

    2/13/2019       EUR       327,647       NOK       316,266       11,381        

Citibank, New York

    2/13/2019       EUR       362,137       SEK       374,505             (12,368 )

Citibank, New York

    2/13/2019       EUR       362,137       SEK       374,504             (12,367 )

Citibank, New York

    2/13/2019       EUR       362,137       SEK       374,193             (12,056 )

Citibank, New York

    2/13/2019       EUR       293,158       SEK       302,843             (9,685 )

Citibank, New York

    2/13/2019       EUR       316,151       SEK       325,758             (9,607 )

Citibank, New York

    2/13/2019       EUR       167,380       USD       166,169       1,211        

Citibank, New York

    2/13/2019       EUR       4,633,051       USD       4,815,568             (182,517 )

Citibank, New York

    2/13/2019       EUR       666,791       USD       677,220             (10,429 )

Citibank, New York

    2/13/2019       EUR       669,666       USD       678,757             (9,091 )

 

See Notes to Financial Statements.

 

89

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Citibank, New York

    2/13/2019       EUR       333,396       USD       335,131     $     $ (1,735 )

Citibank, New York

    2/13/2019       GBP       740,925       USD       771,870             (30,945 )

Citibank, New York

    2/13/2019       GBP       740,924       USD       764,266             (23,342 )

Citibank, New York

    2/13/2019       GBP       740,925       USD       754,528             (13,603 )

Citibank, New York

    2/13/2019       GBP       734,537       USD       742,411             (7,874 )

Citibank, New York

    2/13/2019       JPY       611,081       USD       595,000       16,081        

Citibank, New York

    2/13/2019       MXN       111,497       USD       109,703       1,794        

Citibank, New York

    2/13/2019       MXN       127,184       USD       121,833       5,351        

Citibank, New York

    2/13/2019       MXN       231,815       USD       224,660       7,155        

Citibank, New York

    2/13/2019       MXN       145,678       USD       149,289             (3,611 )

Citibank, New York

    2/13/2019       MXN       147,720       USD       147,764             (44 )

Citibank, New York

    2/13/2019       NOK       321,261       EUR       333,396             (12,135 )

Citibank, New York

    2/13/2019       NOK       161,932       EUR       166,698             (4,766 )

Citibank, New York

    2/13/2019       NOK       161,966       EUR       166,698             (4,732 )

Citibank, New York

    2/13/2019       NOK       321,933       EUR       333,396             (11,463 )

Citibank, New York

    2/13/2019       NOK       580,568       EUR       586,317             (5,749 )

Citibank, New York

    2/13/2019       NOK       199,869       SEK       212,114             (12,245 )

Citibank, New York

    2/13/2019       NZD       40,304       EUR       40,739             (435 )

Citibank, New York

    2/13/2019       NZD       1,071,484       USD       1,082,339             (10,855 )

Citibank, New York

    2/13/2019       NZD       386,246       USD       391,691             (5,445 )

Citibank, New York

    2/13/2019       SEK       3,095,468       EUR       2,984,272       111,196        

Citibank, New York

    2/13/2019       SGD       568,985       USD       564,877       4,108        

Citibank, New York

    2/13/2019       USD       55,500       CAD       52,738       2,762        

Citibank, New York

    2/13/2019       USD       575,000       CAD       560,310       14,690        

Citibank, New York

    2/13/2019       USD       480,000       CAD       454,914       25,086        

Citibank, New York

    2/13/2019       USD       555,000       CAD       527,531       27,469        

Citibank, New York

    2/13/2019       USD       555,000       CAD       527,412       27,588        

Citibank, New York

    2/13/2019       USD       1,150,000       CAD       1,111,241       38,759        

Citibank, New York

    2/13/2019       USD       674,630       EUR       666,791       7,839        

Citibank, New York

    2/13/2019       USD       1,390,250       EUR       1,345,079       45,171        

Citibank, New York

    2/13/2019       USD       415,247       EUR       416,428             (1,181 )

Citibank, New York

    2/13/2019       USD       678,793       EUR       669,666       9,127        

Citibank, New York

    2/13/2019       USD       369,991       GBP       367,269       2,722        

Citibank, New York

    2/13/2019       USD       205,872       GBP       198,006       7,866        

Citibank, New York

    2/13/2019       USD       381,843       GBP       370,462       11,381        

Citibank, New York

    2/13/2019       USD       765,890       GBP       740,925       24,965        

Citibank, New York

    2/13/2019       USD       763,718       GBP       734,537       29,181        

Citibank, New York

    2/13/2019       USD       1,746,000       JPY       1,772,949             (26,949 )

Citibank, New York

    2/13/2019       USD       575,000       JPY       592,082             (17,082 )

Citibank, New York

    2/13/2019       USD       1,164,000       JPY       1,179,287             (15,287 )

Citibank, New York

    2/13/2019       USD       575,000       JPY       588,638             (13,638 )

 

See Notes to Financial Statements.

 

90

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Citibank, New York

    2/13/2019       USD       148,871       MXN       144,180     $ 4,691     $  

Citibank, New York

    2/13/2019       USD       149,054       MXN       143,949       5,105        

Citibank, New York

    2/13/2019       USD       506,143       NZD       499,368       6,775        

Citibank, New York

    2/13/2019       USD       15,260       SEK       15,008       252        
                                                         

Goldman Sachs Bank, USA

    2/8/2019       CAD       1,329,677       USD       1,355,000             (25,323 )

Goldman Sachs Bank, USA

    2/8/2019       CHF       99,764       USD       99,000       764        

Goldman Sachs Bank, USA

    2/8/2019       NOK       2,274,525       USD       2,299,000             (24,475 )

Goldman Sachs Bank, USA

    2/8/2019       NZD       580,158       USD       592,000             (11,842 )

Goldman Sachs Bank, USA

    2/8/2019       NZD       337,190       USD       344,000             (6,810 )

Goldman Sachs Bank, USA

    2/8/2019       USD       1,491,000       CHF       1,497,791             (6,791 )

Goldman Sachs Bank, USA

    2/8/2019       USD       71,000       EUR       70,834       166        

Goldman Sachs Bank, USA

    2/8/2019       USD       97,000       NOK       96,115       885        

Goldman Sachs Bank, USA

    2/13/2019       CAD       4,444,370       USD       4,607,299             (162,929 )

Goldman Sachs Bank, USA

    2/13/2019       CAD       463,407       USD       495,000             (31,593 )

Goldman Sachs Bank, USA

    2/13/2019       CAD       551,560       USD       581,250             (29,690 )

Goldman Sachs Bank, USA

    2/13/2019       CAD       571,093       USD       582,500             (11,407 )

Goldman Sachs Bank, USA

    2/13/2019       CAD       571,212       USD       582,500             (11,288 )

Goldman Sachs Bank, USA

    2/13/2019       EUR       3,322,461       USD       3,361,388             (38,927 )

Goldman Sachs Bank, USA

    2/13/2019       EUR       333,396       USD       346,507             (13,111 )

Goldman Sachs Bank, USA

    2/13/2019       EUR       382,281       USD       390,086             (7,805 )

Goldman Sachs Bank, USA

    2/13/2019       EUR       666,791       USD       673,032             (6,241 )

Goldman Sachs Bank, USA

    2/13/2019       JPY       2,959,814       USD       2,910,000       49,814        

Goldman Sachs Bank, USA

    2/13/2019       MXN       149,053       USD       147,579       1,474        

Goldman Sachs Bank, USA

    2/13/2019       MXN       150,264       USD       148,036       2,228        

Goldman Sachs Bank, USA

    2/13/2019       MXN       150,376       USD       148,036       2,340        

Goldman Sachs Bank, USA

    2/13/2019       MXN       90,012       USD       87,390       2,622        

Goldman Sachs Bank, USA

    2/13/2019       MXN       200,903       USD       194,365       6,538        

Goldman Sachs Bank, USA

    2/13/2019       MXN       142,881       USD       147,122             (4,241 )

Goldman Sachs Bank, USA

    2/13/2019       MXN       87,146       USD       89,505             (2,359 )

Goldman Sachs Bank, USA

    2/13/2019       MXN       130,659       USD       132,786             (2,127 )

Goldman Sachs Bank, USA

    2/13/2019       NOK       316,424       EUR       330,522             (14,098 )

Goldman Sachs Bank, USA

    2/13/2019       NOK       316,786       EUR       330,522             (13,736 )

Goldman Sachs Bank, USA

    2/13/2019       USD       677,460       AUD       658,238       19,222        

Goldman Sachs Bank, USA

    2/13/2019       USD       1,268,030       AUD       1,212,455       55,575        

Goldman Sachs Bank, USA

    2/13/2019       USD       1,372,972       EUR       1,327,835       45,137        

Goldman Sachs Bank, USA

    2/13/2019       USD       758,779       GBP       740,924       17,855        

Goldman Sachs Bank, USA

    2/13/2019       USD       770,855       GBP       740,925       29,930        

Goldman Sachs Bank, USA

    2/13/2019       USD       575,000       JPY       593,330             (18,330 )

Goldman Sachs Bank, USA

    2/13/2019       USD       285,000       JPY       292,116             (7,116 )

Goldman Sachs Bank, USA

    2/13/2019       USD       249,686       JPY       251,711             (2,025 )

Goldman Sachs Bank, USA

    2/13/2019       USD       610,665       MXN       609,062       1,603        

 

See Notes to Financial Statements.

 

91

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Goldman Sachs Bank, USA

    2/13/2019       USD       148,825       MXN       144,909     $ 3,916     $  

Goldman Sachs Bank, USA

    2/13/2019       USD       142,486       MXN       148,462             (5,976 )

Goldman Sachs Bank, USA

    2/13/2019       USD       389,870       NZD       386,246       3,624        
                                                         

HSBC Bank, USA

    2/8/2019       CHF       134,103       USD       133,000       1,103        

HSBC Bank, USA

    2/8/2019       NZD       1,081,956       USD       1,097,000             (15,044 )

HSBC Bank, USA

    2/8/2019       NZD       555,293       USD       569,000             (13,707 )

HSBC Bank, USA

    2/8/2019       NZD       126,393       USD       128,000             (1,607 )

HSBC Bank, USA

    2/8/2019       USD       1,981,000       AUD       1,937,407       43,593        

HSBC Bank, USA

    2/13/2019       AUD       405,327       NZD       412,128             (6,801 )

HSBC Bank, USA

    2/13/2019       AUD       55,688       USD       57,110             (1,422 )

HSBC Bank, USA

    2/13/2019       CAD       2,167,637       GBP       2,217,893             (50,256 )

HSBC Bank, USA

    2/13/2019       EUR       270,165       NOK       259,150       11,015        

HSBC Bank, USA

    2/13/2019       EUR       718,364       NOK       687,681       30,683        

HSBC Bank, USA

    2/13/2019       GBP       1,111,387       USD       1,155,479             (44,092 )

HSBC Bank, USA

    2/13/2019       GBP       734,537       USD       758,776             (24,239 )

HSBC Bank, USA

    2/13/2019       JPY       593,659       USD       575,000       18,659        

HSBC Bank, USA

    2/13/2019       MXN       57,301       USD       56,079       1,222        

HSBC Bank, USA

    2/13/2019       MXN       127,541       USD       124,896       2,645        

HSBC Bank, USA

    2/13/2019       MXN       146,768       USD       149,123             (2,355 )

HSBC Bank, USA

    2/13/2019       MXN       139,095       USD       141,379             (2,284 )

HSBC Bank, USA

    2/13/2019       SGD       33,048       USD       32,660       388        

HSBC Bank, USA

    2/13/2019       SGD       99,145       USD       98,189       956        

HSBC Bank, USA

    2/13/2019       USD       288,750       CAD       281,756       6,994        

HSBC Bank, USA

    2/13/2019       USD       693,000       CAD       662,886       30,114        

HSBC Bank, USA

    2/13/2019       USD       570,000       CAD       539,448       30,552        

HSBC Bank, USA

    2/13/2019       USD       673,273       EUR       661,043       12,230        

HSBC Bank, USA

    2/13/2019       USD       1,932,885       EUR       1,887,552       45,333        

HSBC Bank, USA

    2/13/2019       USD       384,059       GBP       370,462       13,597        

HSBC Bank, USA

    2/13/2019       USD       382,826       GBP       367,268       15,558        

HSBC Bank, USA

    2/13/2019       USD       751,387       GBP       734,537       16,850        

HSBC Bank, USA

    2/13/2019       USD       1,128,885       GBP       1,104,999       23,886        

HSBC Bank, USA

    2/13/2019       USD       13,179       NZD       12,924       255        

HSBC Bank, USA

    2/13/2019       USD       516,635       NZD       505,092       11,543        
                                                         

JPMChase, New York

    2/8/2019       AUD       629,559       USD       630,000             (441 )

JPMChase, New York

    2/8/2019       AUD       758,779       USD       759,000             (221 )

JPMChase, New York

    2/8/2019       CAD       666,641       USD       683,277             (16,636 )

JPMChase, New York

    2/8/2019       CHF       153,359       USD       153,000       359        

JPMChase, New York

    2/8/2019       GBP       19,928       USD       19,791       137        

JPMChase, New York

    2/8/2019       JPY       1,519,176       USD       1,479,424       39,752        

JPMChase, New York

    2/8/2019       SEK       285,570       USD       280,470       5,100        

 

See Notes to Financial Statements.

 

92

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

JPMChase, New York

    2/8/2019       USD       758,100       CHF       761,245     $     $ (3,145 )

JPMChase, New York

    2/8/2019       USD       593,000       EUR       596,537             (3,537 )

JPMChase, New York

    2/8/2019       USD       284,000       JPY       283,501       499        

JPMChase, New York

    2/8/2019       USD       557,000       NOK       565,428             (8,428 )

JPMChase, New York

    2/8/2019       USD       959,000       SEK       975,753             (16,753 )

JPMChase, New York

    2/13/2019       AUD       219,001       USD       225,368             (6,367 )

JPMChase, New York

    2/13/2019       CAD       63,978       USD       66,310             (2,332 )

JPMChase, New York

    2/13/2019       EUR       330,522       NOK       315,600       14,922        

JPMChase, New York

    2/13/2019       EUR       330,522       NOK       315,430       15,092        

JPMChase, New York

    2/13/2019       EUR       293,158       SEK       303,012             (9,854 )

JPMChase, New York

    2/13/2019       EUR       274,643       SEK       283,886             (9,243 )

JPMChase, New York

    2/13/2019       EUR       109,216       SEK       112,874             (3,658 )

JPMChase, New York

    2/13/2019       EUR       333,396       USD       346,446             (13,050 )

JPMChase, New York

    2/13/2019       EUR       331,479       USD       334,263             (2,784 )

JPMChase, New York

    2/13/2019       EUR       331,480       USD       333,821             (2,341 )

JPMChase, New York

    2/13/2019       GBP       740,925       CAD       726,796       14,129        

JPMChase, New York

    2/13/2019       GBP       740,925       CAD       725,150       15,775        

JPMChase, New York

    2/13/2019       GBP       367,269       USD       368,582             (1,313 )

JPMChase, New York

    2/13/2019       MXN       148,771       USD       148,052       719        

JPMChase, New York

    2/13/2019       MXN       146,476       USD       149,214             (2,738 )

JPMChase, New York

    2/13/2019       MXN       58,115       USD       59,670             (1,555 )

JPMChase, New York

    2/13/2019       NOK       278,658       SEK       286,650             (7,992 )

JPMChase, New York

    2/13/2019       NZD       2,600       USD       2,567       33        

JPMChase, New York

    2/13/2019       NZD       219,446       USD       217,059       2,387        

JPMChase, New York

    2/13/2019       NZD       384,881       USD       396,707             (11,826 )

JPMChase, New York

    2/13/2019       NZD       401,696       USD       411,570             (9,874 )

JPMChase, New York

    2/13/2019       SGD       113,116       USD       112,255       861        

JPMChase, New York

    2/13/2019       USD       126,574       CAD       119,379       7,195        

JPMChase, New York

    2/13/2019       USD       311,850       CAD       296,249       15,601        

JPMChase, New York

    2/13/2019       USD       555,000       CAD       532,939       22,061        

JPMChase, New York

    2/13/2019       USD       555,000       CAD       532,808       22,192        

JPMChase, New York

    2/13/2019       USD       555,000       CAD       527,880       27,120        

JPMChase, New York

    2/13/2019       USD       565,000       CAD       537,578       27,422        

JPMChase, New York

    2/13/2019       USD       575,000       CAD       545,938       29,062        

JPMChase, New York

    2/13/2019       USD       580,000       CAD       550,834       29,166        

JPMChase, New York

    2/13/2019       USD       575,000       CAD       545,718       29,282        

JPMChase, New York

    2/13/2019       USD       1,160,000       CAD       1,096,215       63,785        

JPMChase, New York

    2/13/2019       USD       1,087,088       EUR       1,083,695       3,393        

JPMChase, New York

    2/13/2019       USD       678,773       EUR       666,791       11,982        

JPMChase, New York

    2/13/2019       USD       379,045       GBP       367,269       11,776        

JPMChase, New York

    2/13/2019       USD       379,517       GBP       367,269       12,248        

 

See Notes to Financial Statements.

 

93

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

JPMChase, New York

    2/13/2019       USD       575,000       JPY       588,785     $     $ (13,785 )

JPMChase, New York

    2/13/2019       USD       145,891       MXN       144,115       1,776        

JPMChase, New York

    2/13/2019       USD       145,891       MXN       144,107       1,784        

JPMChase, New York

    2/13/2019       USD       149,263       MXN       146,093       3,170        

JPMChase, New York

    2/13/2019       USD       148,825       MXN       145,043       3,782        

JPMChase, New York

    2/13/2019       USD       150,471       MXN       146,488       3,983        

JPMChase, New York

    2/13/2019       USD       149,214       MXN       145,108       4,106        

JPMChase, New York

    2/13/2019       USD       355,345       MXN       367,217             (11,872 )

JPMChase, New York

    2/13/2019       USD       236,858       MXN       244,703             (7,845 )

JPMChase, New York

    2/13/2019       USD       142,486       MXN       148,671             (6,185 )

JPMChase, New York

    2/13/2019       USD       148,036       MXN       152,861             (4,825 )

JPMChase, New York

    2/13/2019       USD       147,579       MXN       148,184             (605 )

JPMChase, New York

    2/13/2019       USD       148,052       MXN       148,354             (302 )

JPMChase, New York

    2/13/2019       USD       374,418       NZD       367,172       7,246        

JPMChase, New York

    2/13/2019       USD       915,967       SGD       922,663             (6,696 )
                                                         

Morgan Stanley Capital

    2/8/2019       EUR       1,858,204       USD       1,840,000       18,204        

Morgan Stanley Capital

    2/8/2019       EUR       1,836,945       USD       1,837,000             (55 )

Morgan Stanley Capital

    2/8/2019       GBP       356,292       USD       355,000       1,292        

Morgan Stanley Capital

    2/8/2019       JPY       601,022       USD       583,000       18,022        

Morgan Stanley Capital

    2/8/2019       NOK       148,179       USD       147,000       1,179        

Morgan Stanley Capital

    2/8/2019       NOK       2,055,651       USD       2,091,649             (35,998 )

Morgan Stanley Capital

    2/8/2019       NZD       1,071,922       USD       1,072,000             (78 )

Morgan Stanley Capital

    2/8/2019       SEK       571,439       USD       558,000       13,439        

Morgan Stanley Capital

    2/8/2019       USD       1,344,000       CAD       1,319,339       24,661        

Morgan Stanley Capital

    2/8/2019       USD       550,000       CHF       550,323             (323 )

Morgan Stanley Capital

    2/8/2019       USD       1,845,000       EUR       1,857,422             (12,422 )

Morgan Stanley Capital

    2/8/2019       USD       1,187,000       EUR       1,195,557             (8,557 )

Morgan Stanley Capital

    2/8/2019       USD       103,000       EUR       103,562             (562 )

Morgan Stanley Capital

    2/8/2019       USD       52,000       EUR       52,383             (383 )

Morgan Stanley Capital

    2/8/2019       USD       171,000       GBP       172,639             (1,639 )

Morgan Stanley Capital

    2/8/2019       USD       143,000       GBP       144,131             (1,131 )

Morgan Stanley Capital

    2/8/2019       USD       1,159,000       JPY       1,167,084             (8,084 )

Morgan Stanley Capital

    2/8/2019       USD       53,000       JPY       54,333             (1,333 )

Morgan Stanley Capital

    2/8/2019       USD       43,000       JPY       43,481             (481 )

Morgan Stanley Capital

    2/8/2019       USD       352,000       NOK       351,893       107        

Morgan Stanley Capital

    2/8/2019       USD       2,289,000       NOK       2,269,566       19,434        

Morgan Stanley Capital

    2/8/2019       USD       301,000       NOK       304,957             (3,957 )

Morgan Stanley Capital

    2/8/2019       USD       333,000       NOK       335,827             (2,827 )

Morgan Stanley Capital

    2/8/2019       USD       978,000       NZD       968,139       9,861        

Morgan Stanley Capital

    2/8/2019       USD       487,000       NZD       476,277       10,723        

Morgan Stanley Capital

    2/8/2019       USD       220,000       NZD       220,280             (280 )

 

See Notes to Financial Statements.

 

94

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Morgan Stanley Capital

    2/8/2019       USD       551,000       SEK       563,780     $     $ (12,780 )

Morgan Stanley Capital

    2/13/2019       CAD       2,878,089       USD       2,995,000             (116,911 )

Morgan Stanley Capital

    2/13/2019       CAD       1,076,467       USD       1,150,000             (73,533 )

Morgan Stanley Capital

    2/13/2019       CAD       1,139,810       USD       1,210,000             (70,190 )

Morgan Stanley Capital

    2/13/2019       CAD       565,156       USD       577,500             (12,344 )

Morgan Stanley Capital

    2/13/2019       EUR       1,083,695       USD       1,078,439       5,256        

Morgan Stanley Capital

    2/13/2019       EUR       689,784       USD       710,601             (20,817 )

Morgan Stanley Capital

    2/13/2019       EUR       689,784       USD       705,078             (15,294 )

Morgan Stanley Capital

    2/13/2019       GBP       772,861       CAD       753,851       19,010        

Morgan Stanley Capital

    2/13/2019       GBP       367,269       USD       369,121             (1,852 )

Morgan Stanley Capital

    2/13/2019       MXN       193,582       USD       188,944       4,638        

Morgan Stanley Capital

    2/13/2019       MXN       192,937       USD       188,195       4,742        

Morgan Stanley Capital

    2/13/2019       USD       678,671       AUD       664,167       14,504        

Morgan Stanley Capital

    2/13/2019       USD       582,500       CAD       567,860       14,640        

Morgan Stanley Capital

    2/13/2019       USD       580,000       CAD       556,930       23,070        

Morgan Stanley Capital

    2/13/2019       USD       840,000       CAD       807,714       32,286        

Morgan Stanley Capital

    2/13/2019       USD       370,657       GBP       367,269       3,388        
                                                         

Royal Bank of Canada, Toronto

    2/13/2019       AUD       807,129       NZD       821,357             (14,228 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       399,836       AUD       405,327             (5,491 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       1,076,467       USD       1,150,000             (73,533 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       1,316,404       USD       1,380,000             (63,596 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       1,098,548       USD       1,150,000             (51,452 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       539,517       USD       575,000             (35,483 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       551,849       USD       580,000             (28,151 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       552,787       USD       580,000             (27,213 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       455,740       USD       480,000             (24,260 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       553,663       USD       577,500             (23,837 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       556,249       USD       575,000             (18,751 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       551,489       USD       570,000             (18,511 )

 

See Notes to Financial Statements.

 

95

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Royal Bank of Canada, Toronto

    2/13/2019       CAD       557,038       USD       575,000     $     $ (17,962 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       384,509       USD       400,000             (15,491 )

Royal Bank of Canada, Toronto

    2/13/2019       CAD       110,830       USD       115,500             (4,670 )

Royal Bank of Canada, Toronto

    2/13/2019       SGD       105,345       USD       104,787       558        

Royal Bank of Canada, Toronto

    2/13/2019       USD       288,750       CAD       281,910       6,840        

Royal Bank of Canada, Toronto

    2/13/2019       USD       555,000       CAD       532,866       22,134        

Royal Bank of Canada, Toronto

    2/13/2019       USD       1,150,000       CAD       1,118,528       31,472        

Royal Bank of Canada, Toronto

    2/13/2019       USD       860,000       CAD       810,983       49,017        

Royal Bank of Canada, Toronto

    2/13/2019       USD       1,155,000       CAD       1,094,120       60,880        

Royal Bank of Canada, Toronto

    2/13/2019       USD       1,665,000       CAD       1,599,591       65,409        

Royal Bank of Canada, Toronto

    2/13/2019       USD       2,860,000       CAD       2,710,037       149,963        

Royal Bank of Canada, Toronto

    2/13/2019       USD       746,500       GBP       734,537       11,963        

Standard Chartered Securities N.A.

    2/13/2019       EUR       1,310,590       USD       1,339,873             (29,283 )

Standard Chartered Securities N.A.

    2/13/2019       GBP       740,925       CAD       721,473       19,452        

Standard Chartered Securities N.A.

    2/13/2019       GBP       734,537       USD       762,160             (27,623 )

Standard Chartered Securities N.A.

    2/13/2019       GBP       734,537       USD       760,276             (25,739 )

Standard Chartered Securities N.A.

    2/13/2019       JPY       595,277       USD       575,000       20,277        

Standard Chartered Securities N.A.

    2/13/2019       USD       673,673       EUR       661,043       12,630        

Standard Chartered Securities N.A.

    2/13/2019       USD       669,009       EUR       655,295       13,714        

Standard Chartered Securities N.A.

    2/13/2019       USD       1,008,594       EUR       994,439       14,155        

Standard Chartered Securities N.A.

    2/13/2019       USD       1,018,379       EUR       998,785       19,594        

 

See Notes to Financial Statements.

 

96

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

Standard Chartered Securities N.A.

    2/13/2019       USD       2,009,198       EUR       1,960,137     $ 49,061     $  

Standard Chartered Securities N.A.

    2/13/2019       USD       382,440       GBP       370,462       11,978        
                                                         

State Street Bank, Boston

    2/13/2019       CAD       763,368       GBP       777,741             (14,373 )

State Street Bank, Boston

    2/13/2019       CAD       2,192,637       USD       2,310,000             (117,363 )

State Street Bank, Boston

    2/13/2019       CAD       1,098,539       USD       1,140,000             (41,461 )

State Street Bank, Boston

    2/13/2019       CAD       558,001       USD       575,000             (16,999 )

State Street Bank, Boston

    2/13/2019       CAD       28,669       USD       30,000             (1,331 )

State Street Bank, Boston

    2/13/2019       EUR       122,116       NOK       116,978       5,138        

State Street Bank, Boston

    2/13/2019       EUR       316,151       SEK       325,899             (9,748 )

State Street Bank, Boston

    2/13/2019       GBP       740,924       USD       740,187       737        

State Street Bank, Boston

    2/13/2019       GBP       734,537       USD       762,443             (27,906 )

State Street Bank, Boston

    2/13/2019       GBP       740,925       USD       763,565             (22,640 )

State Street Bank, Boston

    2/13/2019       GBP       367,269       USD       381,895             (14,626 )

State Street Bank, Boston

    2/13/2019       GBP       370,462       USD       383,524             (13,062 )

State Street Bank, Boston

    2/13/2019       GBP       370,462       USD       381,714             (11,252 )

State Street Bank, Boston

    2/13/2019       JPY       1,181,468       USD       1,150,000       31,468        

State Street Bank, Boston

    2/13/2019       MXN       147,835       USD       147,671       164        

State Street Bank, Boston

    2/13/2019       MXN       156,214       USD       155,350       864        

State Street Bank, Boston

    2/13/2019       MXN       284,485       USD       278,789       5,696        

State Street Bank, Boston

    2/13/2019       MXN       144,851       USD       149,176             (4,325 )

State Street Bank, Boston

    2/13/2019       MXN       145,460       USD       149,120             (3,660 )

State Street Bank, Boston

    2/13/2019       MXN       145,840       USD       148,961             (3,121 )

State Street Bank, Boston

    2/13/2019       MXN       146,308       USD       149,179             (2,871 )

State Street Bank, Boston

    2/13/2019       MXN       142,138       USD       143,391             (1,253 )

State Street Bank, Boston

    2/13/2019       MXN       147,424       USD       147,764             (340 )

State Street Bank, Boston

    2/13/2019       SEK       212,181       NOK       199,869       12,312        

State Street Bank, Boston

    2/13/2019       USD       577,500       CAD       564,417       13,083        

State Street Bank, Boston

    2/13/2019       USD       265,650       CAD       252,370       13,280        

State Street Bank, Boston

    2/13/2019       USD       582,500       CAD       568,022       14,478        

State Street Bank, Boston

    2/13/2019       USD       570,000       CAD       550,478       19,522        

State Street Bank, Boston

    2/13/2019       USD       560,000       CAD       528,237       31,763        

State Street Bank, Boston

    2/13/2019       USD       1,105,000       CAD       1,062,701       42,299        

State Street Bank, Boston

    2/13/2019       USD       1,325,000       CAD       1,251,564       73,436        

State Street Bank, Boston

    2/13/2019       USD       416,025       EUR       415,891       134        

State Street Bank, Boston

    2/13/2019       USD       335,926       EUR       333,396       2,530        

State Street Bank, Boston

    2/13/2019       USD       1,081,511       EUR       1,078,644       2,867        

State Street Bank, Boston

    2/13/2019       USD       337,617       EUR       333,396       4,221        

State Street Bank, Boston

    2/13/2019       USD       339,816       EUR       334,833       4,983        

State Street Bank, Boston

    2/13/2019       USD       679,313       EUR       666,791       12,522        

 

See Notes to Financial Statements.

 

97

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

State Street Bank, Boston

    2/13/2019       USD       1,007,444       EUR       994,439     $ 13,005     $  

State Street Bank, Boston

    2/13/2019       USD       1,008,417       EUR       994,439       13,978        

State Street Bank, Boston

    2/13/2019       USD       713,464       EUR       695,532       17,932        

State Street Bank, Boston

    2/13/2019       USD       363,998       GBP       357,596       6,402        

State Street Bank, Boston

    2/13/2019       USD       385,593       GBP       370,462       15,131        

State Street Bank, Boston

    2/13/2019       USD       379,335       GBP       364,075       15,260        

State Street Bank, Boston

    2/13/2019       USD       768,746       GBP       740,925       27,821        

State Street Bank, Boston

    2/13/2019       USD       310,000       JPY       317,494             (7,494 )

State Street Bank, Boston

    2/13/2019       USD       148,036       MXN       147,345       691        

State Street Bank, Boston

    2/13/2019       USD       147,671       MXN       146,735       936        

State Street Bank, Boston

    2/13/2019       USD       150,057       MXN       149,105       952        

State Street Bank, Boston

    2/13/2019       USD       147,918       MXN       145,821       2,097        

State Street Bank, Boston

    2/13/2019       USD       295,528       MXN       292,959       2,569        

State Street Bank, Boston

    2/13/2019       USD       149,123       MXN       145,497       3,626        

State Street Bank, Boston

    2/13/2019       USD       148,094       MXN       143,348       4,746        

State Street Bank, Boston

    2/13/2019       USD       157,929       MXN       153,015       4,914        

State Street Bank, Boston

    2/13/2019       USD       142,512       MXN       148,514             (6,002 )

State Street Bank, Boston

    2/13/2019       USD       142,512       MXN       148,514             (6,002 )

State Street Bank, Boston

    2/13/2019       USD       148,052       MXN       148,172             (120 )
                                                         

TD Securities, Toronto

    2/13/2019       CAD       1,132,555       USD       1,185,000             (52,445 )

TD Securities, Toronto

    2/13/2019       CAD       567,698       USD       595,000             (27,302 )

TD Securities, Toronto

    2/13/2019       GBP       356,580       USD       369,422             (12,842 )

TD Securities, Toronto

    2/13/2019       GBP       198,006       USD       205,136             (7,130 )

TD Securities, Toronto

    2/13/2019       NZD       395,898       USD       409,186             (13,288 )

TD Securities, Toronto

    2/13/2019       USD       570,000       CAD       542,457       27,543        

TD Securities, Toronto

    2/13/2019       USD       595,000       CAD       565,870       29,130        

TD Securities, Toronto

    2/13/2019       USD       655,000       CAD       619,551       35,449        

TD Securities, Toronto

    2/13/2019       USD       1,200,000       CAD       1,148,665       51,335        

TD Securities, Toronto

    2/13/2019       USD       1,145,000       CAD       1,093,645       51,355        

TD Securities, Toronto

    2/13/2019       USD       1,185,000       CAD       1,122,187       62,813        

TD Securities, Toronto

    2/13/2019       USD       1,195,000       CAD       1,130,518       64,482        
                                                         

U.S. Bank

    2/13/2019       USD       743,409       GBP       740,924       2,485        
                                                         

UBS AG, Stamford

    2/13/2019       AUD       219,623       USD       226,762             (7,139 )

UBS AG, Stamford

    2/13/2019       AUD       218,659       USD       224,749             (6,090 )

UBS AG, Stamford

    2/13/2019       DKK       228,666       USD       233,315             (4,649 )

UBS AG, Stamford

    2/13/2019       EUR       98,864       NOK       94,638       4,226        

UBS AG, Stamford

    2/13/2019       EUR       333,396       NOK       325,258       8,138        

UBS AG, Stamford

    2/13/2019       EUR       293,158       SEK       302,988             (9,830 )

UBS AG, Stamford

    2/13/2019       EUR       655,295       USD       669,841             (14,546 )

 

See Notes to Financial Statements.

 

98

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Schedule of Forward Foreign Currency Contracts
(Continued)

 

December 31, 2018

 

                                           

Asset
Derivatives

   

Liability
Derivatives

 

Counterparty

 

Settlement
Date

   

 

Fund
Receiving

   

U.S. $ Value at
December 31,
2018

   

 

Fund
Delivering

   

U.S. $ Value at
December 31,
2018

   

Unrealized
Appreciation

   

Unrealized
Depreciation

 

UBS AG, Stamford

    2/13/2019       NOK       321,883       EUR       327,648     $     $ (5,765 )

UBS AG, Stamford

    2/13/2019       NOK       558,474       SEK       577,008             (18,534 )

UBS AG, Stamford

    2/13/2019       NOK       139,619       SEK       143,175             (3,556 )

UBS AG, Stamford

    2/13/2019       NZD       435,359       USD       430,957       4,402        

UBS AG, Stamford

    2/13/2019       USD       234,623       DKK       228,666       5,957        

UBS AG, Stamford

    2/13/2019       USD       595,718       NZD       589,821       5,897        
                                                         

Total

                                          $ 3,382,866     $ (3,175,961 )

 

AUD - Australian Dollar

EUR - Euro

NOK - Norwegian Krona

CAD - Canadian Dollar

GBP - British Pound Sterling

NZD - New Zealand Dollar

CHF - Swiss Franc

JPY - Japanese Yen

SEK - Swedish Krona

DKK - Danish Krone

MXN - Mexican Peso

SGD - Singapore Dollar

 

For the year ended December 31, 2018, the average volume of activity of forward foreign currency contracts was as follows:

 

Average Monthly Notional Amount Purchased

  $ 58,961,647  

Average Monthly Notional Amount Sold

  $ 56,284,779  

 

See Notes to Financial Statements.

 

99

 

 

 

Wilshire Mutual Funds, Inc.

 

Statements of Assets and Liabilities

 

December 31, 2018

 

   

LARGE
COMPANY
GROWTH
PORTFOLIO

   

LARGE
COMPANY
VALUE
PORTFOLIO

   

SMALL
COMPANY
GROWTH
PORTFOLIO

   

SMALL
COMPANY
VALUE
PORTFOLIO

   

WILSHIRE
5000
INDEX
SM
FUND

   

WILSHIRE
INTERNATIONAL
EQUITY
FUND

   

WILSHIRE
INCOME
OPPORTUNITIES
FUND

 

ASSETS:

                                                       

Investments in unaffiliated securities, at value* (Note 2)

  $ 203,055,136     $ 184,745,730     $ 52,866,774     $ 51,583,322     $ 167,094,040     $ 386,177,286     $ 292,737,260  

Investments in affiliated securities, at value (Note 5)

                                        17,359,917  

Foreign currency, at value

                                  1,250,342       171,420  

Margin deposits for futures contracts

                                        956,368  

Margin deposits for swap contracts

                                        1,110,000  

Receivable for capital shares sold

    2,482,542       2,446,371       235,304       350,530       103,534       2,262,532       251,681  

Receivable for investment securities sold

          526,473       182,211                   121,524       956,936  

Net swap premiums paid

                                        728,193  

Net unrealized appreciation on currency contracts

                                  16,836        

Unrealized appreciation on foreign forward currency contracts (Note 6)

                                        3,382,866  

Net variation margin receivable on futures contracts

                                        30,989  

Dividends and interest receivable

    96,654       384,181       37,478       101,456       200,803       659,971       2,937,603  

Foreign withholding tax reclaims receivable

    3,307                               1,043,849        

Other assets

    39,629       34,190       26,723       26,983       37,915       72,145       32,786  

Total Assets

    205,677,268       188,136,945       53,348,490       52,062,291       167,436,292       391,604,485       320,656,019  

LIABILITIES:

                                                       

Payable upon return of securities loaned (Note 7)

    635,600       191,261       414,659       130,515       957,550       1,764,828        

Net variation margin payable on swap contracts

                                        762,317  

Payable for capital shares redeemed

    120,502       63,798       24,297       17,785       52,136       116,064       262,348  

Payable for investment securities purchased

                58,288       100,781             2,820,831       2,122,286  

Unrealized depreciation on foreign forward currency contracts (Note 6)

                                        3,175,961  

Investment advisory fees payable (Note 3)

    137,732       124,957       37,437       34,883       14,551       320,496       158,541  

Distribution fees payable (Note 4)

    9,655             8,876             40,349              

Shareholder service fees payable (Note 4)

    14,450       8,360       3,950       3,990       8,770       12,320       15,550  

Administration fees payable

    7,600       7,000       1,900       1,900       6,000       13,600       11,100  

Accrued expenses and other payables

    51,975       51,808       34,165       32,310       49,871       84,799       82,839  

Total Liabilities

    977,514       447,184       583,572       322,164       1,129,227       5,132,938       6,590,942  

NET ASSETS

  $ 204,699,754     $ 187,689,761     $ 52,764,918     $ 51,740,127     $ 166,307,065     $ 386,471,547     $ 314,065,077  

* Includes value of securities on loan

  $ 12,871,935     $ 6,351,183     $ 11,335,374     $ 7,696,489     $ 10,560,346     $ 15,331,206     $  

 

See Notes to Financial Statements.

 

100

 

Wilshire Mutual Funds, Inc.

 

Statements of Assets and Liabilities - (Continued)

 

December 31, 2018

 

   

LARGE
COMPANY
GROWTH
PORTFOLIO

   

LARGE
COMPANY
VALUE
PORTFOLIO

   

SMALL
COMPANY
GROWTH
PORTFOLIO

   

SMALL
COMPANY
VALUE
PORTFOLIO

   

WILSHIRE
5000
INDEX
SM
FUND

   

WILSHIRE
INTERNATIONAL
EQUITY
FUND

   

WILSHIRE
INCOME
OPPORTUNITIES
FUND

 

NET ASSETS CONSIST OF:

                                                       

Paid-in capital

  $ 147,798,234     $ 189,461,591     $ 51,048,890     $ 57,772,474     $ 58,378,093     $ 401,897,635     $ 324,482,232  

Accumulated earnings (deficit)

    56,901,520       (1,771,830 )     1,716,028       (6,032,347 )     107,928,972       (15,426,088 )     (10,417,155 )
                                                         

NET ASSETS

  $ 204,699,754     $ 187,689,761     $ 52,764,918     $ 51,740,127     $ 166,307,065     $ 386,471,547     $ 314,065,077  
                                                         

NET ASSET VALUE PER SHARE:

                                                       

INVESTMENT CLASS

                                                       

Net assets applicable to Investment Class

  $ 56,671,216     $ 5,136,866     $ 8,161,948     $ 4,792,402     $ 134,196,621     $ 2,789,372     $ 1,863,673  

Investment Class shares of beneficial interest outstanding (50,000,000 shares authorized, per class, per Portfolio, par value $.001 per share)†

    1,700,531       298,392       375,989       264,319       7,221,052       299,238       188,696  

Net asset value, offering and redemption price per share (a)

  $ 33.33     $ 17.22     $ 21.71     $ 18.13     $ 18.58     $ 9.32     $ 9.88  
                                                         

INSTITUTIONAL CLASS

                                                       

Net assets applicable to Institutional Class

  $ 148,028,538     $ 182,552,895     $ 44,602,970     $ 46,947,725     $ 32,110,444     $ 383,682,175     $ 312,201,404  

Institutional Class shares of beneficial interest outstanding (50,000,000 shares authorized, per class, per Portfolio, par value $.001 per share)†

    4,065,832       10,733,721       1,881,875       2,533,095       1,728,336       41,761,378       31,758,868  

Net asset value, offering and redemption price per share (a)

  $ 36.41     $ 17.01     $ 23.70     $ 18.53     $ 18.58     $ 9.19     $ 9.83  
                                                         

Investments in unaffiliated securities, at cost (Note 2)

  $ 147,741,103     $ 186,043,991     $ 50,286,163     $ 56,893,387     $ 58,810,102     $ 397,638,661     $ 301,781,331  

Investments in affiliated securities, at cost (Note 5)

  $     $     $     $     $     $     $ 18,096,583  

Cash collateral for securities on loan, at cost

  $ 635,600     $ 191,261     $ 414,659     $ 130,515     $ 957,550     $ 1,764,828     $  

Foreign currency, at cost

  $     $     $     $     $     $ 1,248,045     $ 168,601  

 

For Wilshire International Equity Fund, (40,000,000 shares authorized, per class, par value $.001 per share).

(a)

For Wilshire International Equity Fund, a redemption fee may apply to redemptions of shares held for sixty days or less, subject to certain exceptions (Note 2).

 

See Notes to Financial Statements.

 

101

 

 

Wilshire Mutual Funds, Inc.

 

Statements of Operations

 

For the Year Ended December 31, 2018

 

   

LARGE
COMPANY
GROWTH
PORTFOLIO

   

LARGE
COMPANY
VALUE
PORTFOLIO

   

SMALL
COMPANY
GROWTH
PORTFOLIO

   

SMALL
COMPANY
VALUE
PORTFOLIO

   

WILSHIRE
5000
INDEX
SM
FUND

   

WILSHIRE
INTERNATIONAL
EQUITY
FUND

   

WILSHIRE
INCOME
OPPORTUNITIES
FUND

 

INVESTMENT INCOME:

                                                       

Dividends

  $ 2,055,370     $ 5,917,709     $ 371,444     $ 870,452     $ 3,761,926     $ 11,654,333     $ 538,850  

Interest

                                        12,715,491  

Income from securities lending (Note 7)

    29,497       14,762       37,970       15,688       32,687       48,358        

Income distributions from affiliated investments (Note 5)

                                        771,738  

Foreign taxes withheld

    (63,490 )     (42,183 )     (5 )           (615 )     (1,203,301 )     (6,252 )

Total income

    2,021,377       5,890,288       409,409       886,140       3,793,998       10,499,390       14,019,827  
                                                         

EXPENSES:

                                                       

Investment advisory fee (Note 3)

    1,840,180       1,658,650       485,225       469,548       187,189       4,123,786       1,941,301  

Shareholder Service fees (Note 4)

                                                       

Investment Class

    86,001       4,187       9,709       6,721       101,552       4,536       2,945  

Institutional Class

    91,924       105,043       32,299       32,313       8,900       154,885       186,010  

Administration and accounting fees (Note 3)

    98,104       88,436       22,777       22,023       74,948       164,914       129,468  

Distribution (12b-1) fees (Note 4)

                                                       

Investment Class

    163,944       15,053       25,942       15,221       353,188       8,258       6,867  

Pricing costs

    7,794       8,318       11,277       10,503       37,870       134,826       233,938  

Transfer agent fees (Note 3)

    71,534       40,864       45,488       42,557       54,802       94,846       35,270  

Custodian fees (Note 3)

    54,653       47,852       12,094       11,424       41,867       100,532       73,209  

Registration and filing fees

    48,128       48,395       45,167       43,857       46,739       57,894       49,582  

Professional fees

    46,268       43,815       26,152       25,955       41,018       66,582       56,013  

Directors’ fees and expenses (Note 3)

    42,719       38,283       9,994       9,624       32,593       71,505       57,550  

Postage and supplies

    30,928       24,536       17,053       16,849       15,645       41,195       35,765  

Printing expense

    13,283       11,441       3,654       3,489       10,736       20,895       18,592  

Insurance expense

    13,362       9,052       2,727       2,380       10,562       19,415       18,404  

Interest expense (Note 2)

    6,489       3,768       1,174       1,479       222       19,935       11,025  

Other

    9,124       10,456       3,515       2,536       11,664       62,168       68,482  

Total expenses

    2,624,435       2,158,149       754,247       716,479       1,029,495       5,146,172       2,924,421  

Previous investment advisory fee reductions and expense reimbursements recouped by the Investment Adviser (Note 3)

                                  84,297        

Fees reduced and/or expenses reimbursed by Investment Adviser (Note 3)

                (104,772 )     (96,740 )           (3,019 )     (932 )

Fees paid indirectly (Note 4)

    (1,270 )     (8,802 )     (18 )     (5,841 )                  

Net expenses

    2,623,165       2,149,347       649,457       613,898       1,029,495       5,227,450       2,923,489  
                                                         

Net investment income (loss)

    (601,788 )     3,740,941       (240,048 )     272,242       2,764,503       5,271,940       11,096,338  

 

See Notes to Financial Statements.

 

102

 

 

Wilshire Mutual Funds, Inc.

 

Statements of Operations - (Continued)

 

For the Year Ended December 31, 2018

 

   

LARGE
COMPANY
GROWTH
PORTFOLIO

   

LARGE
COMPANY
VALUE
PORTFOLIO

   

SMALL
COMPANY
GROWTH
PORTFOLIO

   

SMALL
COMPANY
VALUE
PORTFOLIO

   

WILSHIRE
5000
INDEX
SM
FUND

   

WILSHIRE
INTERNATIONAL
EQUITY
FUND

   

WILSHIRE
INCOME
OPPORTUNITIES
FUND

 

NET REALIZED AND UNREALIZED GAINS (LOSSES) ON INVESTMENTS AND FOREIGN CURRENCY TRANSACTIONS (NOTES 2 and 5):

                                                       

Net realized gains (losses) from:

                                                       

Sale of unaffiliated investments

  $ 25,974,339     $ 9,937,108     $ 1,672,145     $ 1,531,328     $ 6,686,319     $ 16,479,500     $ (4,382,417 )

Sale of affiliated investment company shares

                                        (247,383 )

Option contracts

                                        (225,136 )

Futures contracts

                                        300,468  

Swap contracts

                                        2,784,613  

Foreign currency transactions

          1,004                         (287,588 )     51,691  

Long-term capital gain distributions from regulated investment companies

                                        35  

Net change in unrealized appreciation (depreciation) on:

                                                       

Unaffiliated investments

    (28,195,505 )     (38,506,539 )     (7,310,302 )     (13,059,180 )     (18,868,145 )     (77,209,246 )     (8,685,871 )

Investments in affiliated investment company shares

                                        (734,176 )

Futures contracts

                                        96,815  

Swap contracts

                                        (1,317,392 )

Foreign currency transactions and translation of other assets and liabilities denominated in foreign currencies

                                  (35,447 )     (336,079 )

Net realized and unrealized losses on investments and foreign currency transactions

    (2,221,166 )     (28,568,427 )     (5,638,157 )     (11,527,852 )     (12,181,826 )     (61,052,781 )     (12,694,832 )
                                                         

NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS

  $ (2,822,954 )   $ (24,827,486 )   $ (5,878,205 )   $ (11,255,610 )   $ (9,417,323 )   $ (55,780,841 )   $ (1,598,494 )

 

See Notes to Financial Statements.

 

103

 

 

Wilshire Mutual Funds, Inc.

 

Statements of Changes in Net Assets

 

   

LARGE COMPANY
GROWTH PORTFOLIO

   

LARGE COMPANY
VALUE PORTFOLIO

 
   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017
(a)

   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017
(b)

 

OPERATIONS:

                               

Net investment income (loss)

  $ (601,788 )   $ 62,370     $ 3,740,941     $ 2,767,177  

Net realized gains on investments and foreign currency transactions

    25,974,339       23,070,730       9,938,112       13,077,655  

Net change in unrealized appreciation (depreciation) on investments

    (28,195,505 )     32,528,372       (38,506,539 )     6,970,898  

Net increase (decrease) in net assets resulting from operations

    (2,822,954 )     55,661,472       (24,827,486 )     22,815,730  
                                 

DISTRIBUTIONS TO SHAREHOLDERS (Notes 2 and 10)

                               

Investment Class shares

    (8,482,489 )     (5,345,348 )     (424,524 )     (622,883 )

Institutional Class shares

    (20,828,265 )     (13,282,458 )     (15,990,332 )     (15,244,139 )

Total distributions to shareholders

    (29,310,754 )     (18,627,806 )     (16,414,856 )     (15,867,022 )
                                 

CAPITAL STOCK TRANSACTIONS (DOLLARS) (Note 8):

                               

Investment Class shares:

                               

Shares sold

    2,252,835       1,303,759       620,461       910,198  

Shares issued as reinvestment of distributions

    8,313,397       5,238,090       412,505       607,100  

Shares redeemed

    (8,669,710 )     (14,751,160 )     (1,323,295 )     (5,436,320 )

Net increase (decrease) in net assets from Investment Class share transactions

    1,896,522       (8,209,311 )     (290,329 )     (3,919,022 )
                                 

Institutional Class shares:

                               

Shares sold

    74,083,600       41,145,232       134,075,440       24,380,834  

Shares issued as reinvestment of distributions

    16,422,748       12,550,610       12,737,140       15,150,692  

Shares redeemed

    (90,407,735 )     (62,483,304 )     (76,059,960 )     (69,699,659 )

Net increase (decrease) in net assets from Institutional Class share transactions

    98,613       (8,787,462 )     70,752,620       (30,168,133 )
                                 

Net increase (decrease) in net assets

    (30,138,573 )     20,036,893       29,219,949       (27,138,447 )
                                 

NET ASSETS:

                               

Beginning of year

    234,838,327       214,801,434       158,469,812       185,608,259  

End of year

  $ 204,699,754     $ 234,838,327     $ 187,689,761     $ 158,469,812  

 

(a)

The presentation of Distributions to Shareholders has been updated to reflect the changes prescribed in amendments to Regulation S-X, effective November 5, 2018 (Note 2). For the year ended December 31, 2017, Distributions to Shareholders for Investment Class shares consisted of $5,345,348 from net realized capital gains and for the Institutional Class shares consisted of $83,014 and $13,199,444 from net investment income and net realized capital gains, respectively. As of December 31, 2017, accumulated net investment income was $—.

(b)

The presentation of Distributions to Shareholders has been updated to reflect the changes prescribed in amendments to Regulation S-X, effective November 5, 2018 (Note 2). For the year ended December 31, 2017, Distributions to Shareholders for Investment Class shares consisted of $92,892 and $529,991 from net investment income and net realized capital gains, respectively, and for the Institutional Class shares consisted of $2,679,991 and $12,564,148 from net investment income and net realized capital gains, respectively. As of December 31, 2017, accumulated net investment income was $—.

 

See Notes to Financial Statements.

 

104

 

 

Wilshire Mutual Funds, Inc.

 

Statements of Changes in Net Assets - (Continued)

 

   

SMALL COMPANY
GROWTH PORTFOLIO

   

SMALL COMPANY
VALUE PORTFOLIO

 
   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017
(a)

   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017
(b)

 

OPERATIONS:

                               

Net investment income (loss)

  $ (240,048 )   $ (230,978 )   $ 272,242     $ 1,156  

Net realized gains on investments

    1,672,145       4,094,232       1,531,328       3,862,700  

Net change in unrealized appreciation (depreciation) on investments

    (7,310,302 )     1,518,666       (13,059,180 )     (939,024 )

Net increase (decrease) in net assets resulting from operations

    (5,878,205 )     5,381,920       (11,255,610 )     2,924,832  
                                 

DISTRIBUTIONS TO SHAREHOLDERS (Notes 2 and 10)

                               

Investment Class shares

    (522,031 )     (1,097,621 )     (291,975 )     (709,839 )

Institutional Class shares

    (2,569,642 )     (3,329,032 )     (2,927,272 )     (3,781,888 )

Total distributions to shareholders

    (3,091,673 )     (4,426,653 )     (3,219,247 )     (4,491,727 )
                                 

CAPITAL STOCK TRANSACTIONS (DOLLARS) (Note 8):

                               

Investment Class shares:

                               

Shares sold

    1,798,054       14,638,488       748,289       1,117,553  

Shares issued as reinvestment of distributions

    484,890       1,041,243       283,145       689,265  

Shares redeemed

    (4,319,410 )     (13,152,021 )     (1,293,114 )     (4,390,773 )

Net increase (decrease) in net assets from Investment Class share transactions

    (2,036,466 )     2,527,710       (261,680 )     (2,583,955 )
                                 

Institutional Class shares:

                               

Shares sold

    27,211,535       18,566,543       34,701,944       15,355,723  

Shares issued as reinvestment of distributions

    2,113,320       3,308,750       2,450,563       3,772,200  

Shares redeemed

    (13,538,044 )     (14,460,998 )     (10,900,194 )     (15,548,502 )

Net increase in net assets from Institutional Class share transactions

    15,786,811       7,414,295       26,252,313       3,579,421  
                                 

Net increase (decrease) in net assets

    4,780,467       10,897,272       11,515,776       (571,429 )
                                 

NET ASSETS:

                               

Beginning of year

    47,984,451       37,087,179       40,224,351       40,795,780  

End of year

  $ 52,764,918     $ 47,984,451     $ 51,740,127     $ 40,224,351  

 

(a)

The presentation of Distributions to Shareholders has been updated to reflect the changes prescribed in amendments to Regulation S-X, effective November 5, 2018 (Note 2). For the year ended December 31, 2017, Distributions to Shareholders for Investment Class shares and Institutional Class shares consisted of $1,097,621 and $3,329,032, respectively, from net realized capital gains. As of December 31, 2017, accumulated net investment income was $—.

(b)

The presentation of Distributions to Shareholders has been updated to reflect the changes prescribed in amendments to Regulation S-X, effective November 5, 2018 (Note 2). For the year ended December 31, 2017, Distributions to Shareholders for Investment Class shares and Institutional Class shares consisted of $709,839 and $3,781,888, respectively, from net realized capital gains. As of December 31, 2017, accumulated net investment income was $1,156.

 

See Notes to Financial Statements.

 

105

 

 

Wilshire Mutual Funds, Inc.

 

Statements of Changes in Net Assets - (Continued)

 

   

WILSHIRE 5000
INDEX
SM FUND

   

WILSHIRE INTERNATIONAL
EQUITY FUND

 
   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017
(a)

   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017
(b)

 

OPERATIONS:

                               

Net investment income

  $ 2,764,503     $ 2,600,534     $ 5,271,940     $ 3,180,903  

Net realized gains on investments and foreign currency transactions

    6,686,319       12,583,104       16,191,912       15,094,926  

Net change in unrealized appreciation (depreciation) on investments and foreign currency transactions and translation of other assets and liabilities denominated in foreign currencies

    (18,868,145 )     17,971,304       (77,244,693 )     52,204,776  

Net increase (decrease) in net assets resulting from operations

    (9,417,323 )     33,154,942       (55,780,841 )     70,480,605  
                                 

DISTRIBUTIONS TO SHAREHOLDERS (Notes 2 and 10)

                               

Investment Class shares

    (7,653,094 )     (12,440,199 )     (131,992 )     (2,976 )

Institutional Class shares

    (1,953,310 )     (3,029,301 )     (19,598,049 )     (1,689,353 )

Total distributions to shareholders

    (9,606,404 )     (15,469,500 )     (19,730,041 )     (1,692,329 )
                                 

CAPITAL STOCK TRANSACTIONS (DOLLARS) (Note 8):

                               

Investment Class shares:

                               

Shares sold

  $ 15,029,035     $ 19,689,466     $ 1,204,559     $ 2,292,119  

Shares issued as reinvestment of distributions

    7,336,674       11,943,752       125,874       2,853  

Redemption fees (Note 2)

                160       10  

Shares redeemed

    (22,235,511 )     (28,829,164 )     (2,195,013 )     (11,034,460 )

Net increase (decrease) in net assets from Investment Class share transactions

    130,198       2,804,054       (864,420 )     (8,739,478 )
                                 

Institutional Class shares:

                               

Shares sold

    2,772,314       3,066,897       193,084,996       76,449,497  

Shares issued as reinvestment of distributions

    1,508,386       2,507,629       15,327,740       1,646,137  

Redemption fees (Note 2)

                2,476       635  

Shares redeemed

    (3,487,814 )     (15,185,693 )     (100,880,391 )     (52,433,552 )

Net increase (decrease) in net assets from Institutional Class share transactions

    792,886       (9,611,167 )     107,534,821       25,662,717  
                                 

Net increase (decrease) in net assets

    (18,100,643 )     10,878,329       31,159,519       85,711,515  
                                 

NET ASSETS:

                               

Beginning of year

    184,407,708       173,529,379       355,312,028       269,600,513  

End of year

  $ 166,307,065     $ 184,407,708     $ 386,471,547     $ 355,312,028  

 

See Notes to Financial Statements.

 

106

 

 

Wilshire Mutual Funds, Inc.

 

Statements of Changes in Net Assets - (Continued)

 

(a)

The presentation of Distributions to Shareholders has been updated to reflect the changes prescribed in amendments to Regulation S-X, effective November 5, 2018 (Note 2). For the year ended December 31, 2017, Distributions to Shareholders for Investment Class shares consisted of $1,946,012 and $10,494,187 from net investment income and net realized capital gains, respectively, and for the Institutional Class shares consisted of $555,678 and $2,473,623 from net investment income and net realized capital gains, respectively. As of December 31, 2017, accumulated net investment income was $223,005.

(b)

The presentation of Distributions to Shareholders has been updated to reflect the changes prescribed in amendments to Regulation S-X, effective November 5, 2018 (Note 2). For the year ended December 31, 2017, Distributions to Shareholders for Investment Class shares and Institutional Class shares consisted of $2,976 and $1,689,353, respectively, from net investment income. As of December 31, 2017, accumulated net investment income was $1,164,230.

 

See Notes to Financial Statements.

 

107

 

 

Wilshire Mutual Funds, Inc.

 

Statements of Changes in Net Assets - (Continued)

 

 

   

WILSHIRE INCOME
OPPORTUNITIES FUND

 
   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017
(a)

 

OPERATIONS:

               

Net investment income

  $ 11,096,338     $ 12,972,402  

Net realized gains (losses) from sale of unaffiliated investments, sale of affiliated investment company shares, option contracts, futures contracts, swap contracts and foreign currency transactions

    (1,718,164 )     2,958,790  

Long-term capital gain distributions from regulated investment companies

    35       1,090  

Net change in unrealized appreciation (depreciation) on unaffiliated investments, investments in affiliated investment company shares, futures contracts, swap contracts and foreign currency transactions and translation of other assets and liabilities denominated in foreign currencies

    (10,976,703 )     5,169,869  

Net increase (decrease) in net assets resulting from operations

    (1,598,494 )     21,102,151  
                 

DISTRIBUTIONS TO SHAREHOLDERS (Notes 2 and 10)

               

Investment Class shares

    (55,546 )     (276,400 )

Institutional Class shares

    (10,726,134 )     (13,924,857 )

Total distributions to shareholders

    (10,781,680 )     (14,201,257 )
                 

CAPITAL STOCK TRANSACTIONS (DOLLARS) (Note 8):

               

Investment Class shares:

               

Shares sold

    890,690       7,558,909  

Shares issued as reinvestment of distributions

    51,573       270,908  

Shares redeemed

    (5,398,236 )     (2,467,223 )

Net increase (decrease) in net assets from Investment Class share transactions

    (4,455,973 )     5,362,594  
                 

Institutional Class shares:

               

Shares sold

    87,947,585       43,898,687  

Shares issued as reinvestment of distributions

    10,662,683       13,781,761  

Shares redeemed

    (84,345,512 )     (151,206,477 )

Net increase (decrease) in net assets from Institutional Class share transactions

    14,264,756       (93,526,029 )
                 

Net decrease in net assets

    (2,571,391 )     (81,262,541 )
                 

NET ASSETS:

               

Beginning of year

    316,636,468       397,899,009  

End of year

  $ 314,065,077     $ 316,636,468  

 

(a)

The presentation of Distributions to Shareholders has been updated to reflect the changes prescribed in amendments to Regulation S-X, effective November 5, 2018 (Note 2). For the year ended December 31, 2017, Distributions to Shareholders for Investment Class shares consisted of $252,971 and $23,429 from net investment income and net realized capital gains, respectively, and for the Institutional Class shares consisted of $12,802,854 and $1,122,003 from net investment income and net realized capital gains, respectively. As of December 31, 2017, distributions in excess of net investment income was $393,090.

 

See Notes to Financial Statements.

 

108

 

 

Wilshire Mutual Funds, Inc.

 

Large Company Growth Portfolio

 

Financial Highlights

 

For a Fund Share Outstanding Throughout Each Year.

   

Investment Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 39.53     $ 33.93     $ 36.82     $ 38.66     $ 41.60  
                                         

Income (loss) from investment operations:

                                       

Net investment income (loss) (a)

    (0.20 )     (0.08 )     0.04       (0.14 )     (0.26 )

Net realized and unrealized gains (losses) on investments

    (0.35 )     9.24       1.26       2.53       3.61  

Total from investment operations

    (0.55 )     9.16       1.30       2.39       3.35  
                                         

Less distributions:

                                       

From net investment income

                (0.01 )            

From realized capital gains

    (5.65 )     (3.56 )     (4.18 )     (4.23 )     (6.29 )

Total distributions

    (5.65 )     (3.56 )     (4.19 )     (4.23 )     (6.29 )
                                         

Net asset value, end of year

  $ 33.33     $ 39.53     $ 33.93     $ 36.82     $ 38.66  
                                         

Total return (b)

    (1.90 %)     26.93 %     3.33 %     6.18 %     7.97 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 56,671     $ 64,130     $ 62,634     $ 107,381     $ 103,733  

Operating expenses (c)

    1.31 %     1.30 %     1.32 %     1.33 %     1.38 %

Net investment income (loss)

    (0.48 %)     (0.21 %)     0.10 %     (0.34 %)     (0.61 %)

Portfolio turnover rate

    69 %     51 %     75 %     104 %     62 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

The ratio of operating expenses to average net assets includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 1.31%, 1.30%, 1.32%, 1.34% and 1.38% for the years ended December 31, 2018, 2017, 2016, 2015 and 2014, respectively (Note 4).

 

See Notes to Financial Statements.

 

109

 

 

Wilshire Mutual Funds, Inc.

 

Large Company Growth Portfolio

 

Financial Highlights - (Continued)

 

For a Fund Share Outstanding Throughout Each Year.

   

Institutional Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 42.53     $ 36.19     $ 39.04     $ 40.62     $ 43.28  
                                         

Income (loss) from investment operations:

                                       

Net investment income (loss) (a)

    (0.07 )     0.05       0.15       (0.01 )     (0.13 )

Net realized and unrealized gains (losses) on investments

    (0.40 )     9.87       1.34       2.66       3.76  

Total from investment operations

    (0.47 )     9.92       1.49       2.65       3.63  
                                         

Less distributions:

                                       

From net investment income

          (0.02 )     (0.16 )           (0.00 )(b)

From realized capital gains

    (5.65 )     (3.56 )     (4.18 )     (4.23 )     (6.29 )

Total distributions

    (5.65 )     (3.58 )     (4.34 )     (4.23 )     (6.29 )
                                         

Net asset value, end of year

  $ 36.41     $ 42.53     $ 36.19     $ 39.04     $ 40.62  
                                         

Total return (c)

    (1.58 %)     27.35 %     3.61 %     6.52 %     8.32 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 148,029     $ 170,708     $ 152,167     $ 122,219     $ 134,534  

Operating expenses (d)

    0.98 %     0.98 %     1.04 %     1.01 %     1.06 %

Net investment income (loss)

    (0.16 %)     0.11 %     0.37 %     (0.02 %)     (0.29 %)

Portfolio turnover rate

    69 %     51 %     75 %     104 %     62 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Amount rounds to less than $0.01 per share.

(c)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(d)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 0.99%, 0.98%, 1.04%, 1.02% and 1.06% for the years ended December 31, 2018, 2017, 2016, 2015 and 2014, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

110

 

 

Wilshire Mutual Funds, Inc.

 

Large Company Value Portfolio

 

Financial Highlights

 

For a Fund Share Outstanding Throughout Each Year.

   

Investment Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 21.18     $ 20.40     $ 18.62     $ 21.19     $ 21.44  
                                         

Income (loss) from investment operations:

                                       

Net investment income (a)

    0.29       0.30       0.37       0.20       0.18  

Net realized and unrealized gains (losses) on investments and foreign currency transactions

    (2.73 )     2.67       2.56       (1.33 )     2.14  

Total from investment operations

    (2.44 )     2.97       2.93       (1.13 )     2.32  
                                         

Less distributions:

                                       

From net investment income

    (0.29 )     (0.30 )     (0.14 )     (0.19 )     (0.23 )

From realized capital gains

    (1.23 )     (1.89 )     (1.01 )     (1.25 )     (2.34 )

Total distributions

    (1.52 )     (2.19 )     (1.15 )     (1.44 )     (2.57 )
                                         

Net asset value, end of year

  $ 17.22     $ 21.18     $ 20.40     $ 18.62     $ 21.19  
                                         

Total return (b)

    (11.71 %)     14.64 %     15.73 %     (5.33 %)     10.77 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 5,137     $ 6,547     $ 10,112     $ 52,864     $ 61,566  

Operating expenses after fee reductions and expense reimbursements and fees paid indirectly

    1.24 %     1.26 %     1.26 %     1.27 %     1.29 %

Operating expenses before fee reductions and expense reimbursements and fees paid indirectly (c)

    1.24 %     1.26 %     1.27 %     1.29 %     1.30 %

Net investment income

    1.40 %     1.38 %     1.87 %     0.96 %     0.80 %

Portfolio turnover rate

    65 %     39 %     174 %     55 %     57 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 1.24%, 1.26%, 1.26%, 1.27% and 1.29% for the years ended December 31, 2018, 2017, 2016, 2015 and 2014, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

111

 

 

Wilshire Mutual Funds, Inc.

 

Large Company Value Portfolio

 

Financial Highlights - (Continued)

 

For a Fund Share Outstanding Throughout Each Year.

   

Institutional Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 20.95     $ 20.20     $ 18.67     $ 21.24     $ 21.48  
                                         

Income (loss) from investment operations:

                                       

Net investment income (a)

    0.35       0.36       0.40       0.26       0.24  

Net realized and unrealized gains (losses) on investments and foreign currency transactions

    (2.71 )     2.65       2.55       (1.33 )     2.14  

Total from investment operations

    (2.36 )     3.01       2.95       (1.07 )     2.38  
                                         

Less distributions:

                                       

From net investment income

    (0.35 )     (0.37 )     (0.41 )     (0.25 )     (0.28 )

From realized capital gains

    (1.23 )     (1.89 )     (1.01 )     (1.25 )     (2.34 )

Total distributions

    (1.58 )     (2.26 )     (1.42 )     (1.50 )     (2.62 )
                                         

Net asset value, end of year

  $ 17.01     $ 20.95     $ 20.20     $ 18.67     $ 21.24  
                                         

Total return (b)

    (11.47 %)     14.99 %     15.78 %     (5.07 %)     11.05 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 182,553     $ 151,923     $ 175,497     $ 53,343     $ 63,499  

Operating expenses after fee reductions and expense reimbursements and fees paid indirectly

    0.97 %     0.98 %     1.04 %     1.01 %     1.00 %

Operating expenses before fee reductions and expense reimbursements and fees paid indirectly (c)

    0.97 %     0.98 %     1.05 %     1.02 %     1.01 %

Net investment income

    1.70 %     1.67 %     2.09 %     1.23 %     1.09 %

Portfolio turnover rate

    65 %     39 %     174 %     55 %     57 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 0.97%, 0.98%, 1.04%, 1.01% and 1.00% for the years ended December 31, 2018, 2017, 2016, 2015 and 2014, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

112

 

 

Wilshire Mutual Funds, Inc.

 

Small Company Growth Portfolio

 

Financial Highlights

 

For a Fund Share Outstanding Throughout Each Year.

   

Investment Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 25.05     $ 24.41     $ 22.64     $ 23.44     $ 24.95  
                                         

Income (loss) from investment operations:

                                       

Net investment loss (a)

    (0.17 )     (0.19 )     (0.15 )     (0.15 )     (0.25 )

Net realized and unrealized gains (losses) on investments

    (1.75 )     3.51       4.80       0.70       1.09  

Total from investment operations

    (1.92 )     3.32       4.65       0.55       0.84  
                                         

Less distributions:

                                       

From realized capital gains

    (1.42 )     (2.68 )     (2.88 )     (1.35 )     (2.35 )
                                         

Net asset value, end of year

  $ 21.71     $ 25.05     $ 24.41     $ 22.64     $ 23.44  
                                         

Total return (b)

    (7.87 %)     13.66 %     20.44 %     2.29 %     3.44 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 8,162     $ 11,386     $ 8,633     $ 12,642     $ 11,398  

Operating expenses after fee reductions and expense reimbursements and fees paid indirectly

    1.35 %     1.48 %     1.51 %     1.46 %     1.50 %

Operating expenses before fee reductions and expense reimbursements and fees paid indirectly (c)

    1.54 %     1.64 %     1.60 %     1.64 %     1.55 %

Net investment loss

    (0.65 %)     (0.75 %)     (0.57 %)     (0.59 %)     (1.00 %)

Portfolio turnover rate

    92 %     110 %     114 %     63 %     77 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 1.54%, 1.60%, 1.64% and 1.56% for the years ended December 31, 2018, 2016, 2015 and 2014, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

113

 

 

Wilshire Mutual Funds, Inc.

 

Small Company Growth Portfolio

 

Financial Highlights - (Continued)

 

For a Fund Share Outstanding Throughout Each Year.

   

Institutional Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 27.14     $ 26.18     $ 24.04     $ 24.75     $ 26.14  
                                         

Income (loss) from investment operations:

                                       

Net investment loss (a)

    (0.11 )     (0.14 )     (0.08 )     (0.07 )     (0.18 )

Net realized and unrealized gains (losses) on investments

    (1.91 )     3.78       5.10       0.71       1.14  

Total from investment operations

    (2.02 )     3.64       5.02       0.64       0.96  
                                         

Less distributions:

                                       

From realized capital gains

    (1.42 )     (2.68 )     (2.88 )     (1.35 )     (2.35 )
                                         

Net asset value, end of year

  $ 23.70     $ 27.14     $ 26.18     $ 24.04     $ 24.75  
                                         

Total return (b)

    (7.63 %)     13.96 %     20.79 %     2.53 %     3.75 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 44,603     $ 36,599     $ 28,454     $ 14,414     $ 15,483  

Operating expenses after fee reductions and expense reimbursements and fees paid indirectly

    1.10 %     1.23 %     1.27 %     1.19 %     1.20 %

Operating expenses before fee reductions and expense reimbursements and fees paid indirectly (c)

    1.27 %     1.34 %     1.33 %     1.36 %     1.24 %

Net investment loss

    (0.37 %)     (0.47 %)     (0.32 %)     (0.28 %)     (0.70 %)

Portfolio turnover rate

    92 %     110 %     114 %     63 %     77 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 1.27%, 1.33%, 1.37% and 1.29% for the years ended December 31, 2018, 2016, 2015 and 2014, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

114

 

 

Wilshire Mutual Funds, Inc.

 

Small Company Value Portfolio

 

Financial Highlights

 

For a Fund Share Outstanding Throughout Each Year.

   

Investment Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 22.99     $ 23.75     $ 20.74     $ 22.86     $ 24.33  
                                         

Income (loss) from investment operations:

                                       

Net investment income (loss) (a)

    0.05       (0.05 )     0.10       0.01       (0.08 )

Net realized and unrealized gains (losses) on investments

    (3.77 )     2.09       4.99       (0.89 )     1.53  

Total from investment operations

    (3.72 )     2.04       5.09       (0.88 )     1.45  
                                         

Less distributions:

                                       

From net investment income

    (0.05 )           (0.09 )     (0.00 )(b)      

From capital gains

    (1.09 )     (2.80 )     (1.99 )     (1.24 )     (2.92 )

Total distributions

    (1.14 )     (2.80 )     (2.08 )     (1.24 )     (2.92 )
                                         

Net asset value, end of year

  $ 18.13     $ 22.99     $ 23.75     $ 20.74     $ 22.86  
                                         

Total return (c)

    (16.35 %)     8.65 %     24.86 %     (3.83 %)     6.17 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 4,792     $ 6,305     $ 9,097     $ 14,287     $ 14,120  

Operating expenses after fee reductions and expense reimbursements and fees paid indirectly

    1.35 %     1.45 %     1.51 %     1.49 %     1.49 %

Operating expenses before fee reductions and expense reimbursements and fees paid indirectly (d)

    1.57 %     1.69 %     1.60 %     1.67 %     1.56 %

Net investment income (loss)

    0.21 %     (0.25 %)     0.48 %     0.06 %     (0.35 %)

Portfolio turnover rate

    74 %     88 %     99 %     49 %     53 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Amount rounds to less than $0.01 per share.

(c)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(d)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 1.58%, 1.71%, 1.61%, 1.67% and 1.57% for the years ended December 31, 2018, 2017, 2016, 2015 and 2014, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

115

 

Wilshire Mutual Funds, Inc.

 

Small Company Value Portfolio

 

Financial Highlights - (Continued)

 

For a Fund Share Outstanding Throughout Each Year.

   

Institutional Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 23.49     $ 24.14     $ 21.08     $ 23.21     $ 24.59  
                                         

Income (loss) from investment operations:

                                       

Net investment income (loss) (a)

    0.11       0.01       0.16       0.08       (0.02 )

Net realized and unrealized gains (losses) on investments

    (3.88 )     2.14       5.08       (0.90 )     1.56  

Total from investment operations

    (3.77 )     2.15       5.24       (0.82 )     1.54  
                                         

Less distributions:

                                       

From net investment income

    (0.10 )           (0.19 )     (0.07 )      

From realized capital gains

    (1.09 )     (2.80 )     (1.99 )     (1.24 )     (2.92 )

Total distributions

    (1.19 )     (2.80 )     (2.18 )     (1.31 )     (2.92 )
                                         

Net asset value, end of year

  $ 18.53     $ 23.49     $ 24.14     $ 21.08     $ 23.21  
                                         

Total return (b)

    (16.17 %)     8.97 %     25.16 %     (3.52 %)     6.47 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 46,948     $ 33,919     $ 31,698     $ 13,727     $ 15,655  

Operating expenses after fee reductions and expense reimbursements and fees paid indirectly

    1.10 %     1.19 %     1.27 %     1.18 %     1.17 %

Operating expenses before fee reductions and expense reimbursements and fees paid indirectly (c)

    1.26 %     1.37 %     1.33 %     1.36 %     1.23 %

Net investment income (loss)

    0.53 %     0.07 %     0.73 %     0.36 %     (0.07 %)

Portfolio turnover rate

    74 %     88 %     99 %     49 %     53 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 1.27%, 1.39%, 1.34%, 1.37% and 1.25% for the years ended December 31, 2018, 2017, 2016, 2015 and 2014, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

116

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire 5000 Indexsm Fund

 

Financial Highlights

 

For a Fund Share Outstanding Throughout Each Year.

   

Investment Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 20.83     $ 18.86     $ 17.78     $ 18.01     $ 16.22  
                                         

Income (loss) from investment operations:

                                       

Net investment income (a)

    0.31       0.29       0.27       0.24       0.23  

Net realized and unrealized gains (losses) on investments

    (1.45 )     3.52       1.96       (0.22 )     1.78  

Total from investment operations

    (1.14 )     3.81       2.23       0.02       2.01  
                                         

Less distributions:

                                       

From net investment income

    (0.30 )     (0.27 )     (0.39 )     (0.25 )     (0.22 )

From realized capital gains

    (0.81 )     (1.57 )     (0.76 )            

Total distributions

    (1.11 )     (1.84 )     (1.15 )     (0.25 )     (0.22 )
                                         

Net asset value, end of year

  $ 18.58     $ 20.83     $ 18.86     $ 17.78     $ 18.01  
                                         

Total return (b)

    (5.60 %)     20.20 %     12.51 %     0.08 %     12.38 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 134,197     $ 149,342     $ 132,669     $ 159,709     $ 204,465  

Operating expenses

    0.60 %     0.62 %     0.67 %(c)     0.64 %(c)     0.65 %

Net investment income

    1.42 %     1.39 %     1.49 %     1.35 %     1.32 %

Portfolio turnover rate

    1 %     3 %     5 %     6 %     3 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

The ratio of operating expenses includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 0.67% and 0.64% for the years ended December 31, 2016 and 2015, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

117

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire 5000 Indexsm Fund

 

Financial Highlights - (Continued)

 

For a Fund Share Outstanding Throughout Each Year.

   

Institutional Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 20.83     $ 18.85     $ 17.78     $ 18.00     $ 16.21  
                                         

Income (loss) from investment operations:

                                       

Net investment income (a)

    0.37       0.35       0.33       0.29       0.26  

Net realized and unrealized gains (losses) on investments

    (1.46 )     3.53       1.95       (0.22 )     1.79  

Total from investment operations

    (1.09 )     3.88       2.28       0.07       2.05  
                                         

Less distributions:

                                       

From net investment income

    (0.35 )     (0.33 )     (0.45 )     (0.29 )     (0.26 )

From realized capital gains

    (0.81 )     (1.57 )     (0.76 )            

Total distributions

    (1.16 )     (1.90 )     (1.21 )     (0.29 )     (0.26 )
                                         

Net asset value, end of year

  $ 18.58     $ 20.83     $ 18.85     $ 17.78     $ 18.00  
                                         

Total return (b)

    (5.32 %)     20.57 %     12.81 %     0.36 %     12.60 %
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 32,110     $ 35,066     $ 40,860     $ 59,065     $ 67,500  

Operating expenses

    0.33 %     0.33 %     0.36 %(c)     0.41 %(c)     0.44 %

Net investment income

    1.70 %     1.67 %     1.80 %     1.59 %     1.53 %

Portfolio turnover rate

    1 %     3 %     5 %     6 %     3 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

The ratio of operating expenses includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 0.36% and 0.41% for the years ended December 31, 2016 and 2015, respectively (Notes 3 and 4).

 

See Notes to Financial Statements.

 

118

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire International Equity Fund

 

Financial Highlights

 

For a Fund Share Outstanding Throughout Each Year.

   

Investment Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 11.19     $ 8.92     $ 8.90     $ 9.06     $ 9.70  
                                         

Income (loss) from investment operations:

                                       

Net investment income (a)

    0.10       0.08       0.10       0.09       0.09  

Net realized and unrealized gains (losses) on investments and foreign currency transactions

    (1.51 )     2.20       0.07       (0.23 )     (0.71 )

Total from investment operations

    (1.41 )     2.28       0.17       (0.14 )     (0.62 )
                                         

Less distributions:

                                       

From net investment income

    (0.04 )     (0.01 )     (0.15 )     (0.02 )     (0.02 )

From realized capital gains

    (0.42 )                        

Total distributions

    (0.46 )     (0.01 )     (0.15 )     (0.02 )     (0.02 )
                                         

Redemption fees (Note 2)

    0.00  (b)     0.00  (b)     0.00  (b)     0.00  (b)      
                                         

Net asset value, end of year

  $ 9.32     $ 11.19     $ 8.92     $ 8.90     $ 9.06  
                                         

Total return (c)

    (12.66 %)     25.54 %     1.88 %     (1.55 %)     (6.38 %)
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 2,789     $ 4,176     $ 11,290     $ 3,438     $ 11,371  

Operating expenses after fee reductions and expense reimbursements and fees paid indirectly

    1.51 %(d)     1.51 %(d)     1.52 %     1.50 %     1.50 %

Operating expenses before fee reductions and expense reimbursements and fees paid indirectly

    1.59 %     1.55 %     1.65 %     1.75 %     1.71 %(e)

Net investment income

    1.02 %     0.87 %     1.19 %     0.99 %     0.97 %

Portfolio turnover rate

    96 %     62 %     79 %     84 %     176 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Amount rounds to less than $0.01 per share.

(c)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(d)

The operating expense ratio includes the expenses related to foreign currency exchange contracts. Had these expenses been excluded, the expense ratio (after fee reductions and fees paid indirectly) would have been 1.50% for the years ended December 31, 2018 and 2017.

(e)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 1.71% for the year ended December 31, 2014 (Notes 3 and 4).

 

See Notes to Financial Statements.

 

119

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire International Equity Fund

 

Financial Highlights - (Continued)

 

For a Fund Share Outstanding Throughout Each Year.

   

Institutional Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Year
Ended
12/31/2016

   

Year
Ended
12/31/2015

   

Year
Ended
12/31/2014

 

Net asset value, beginning of year

  $ 11.04     $ 8.81     $ 8.78     $ 8.99     $ 9.64  
                                         

Income (loss) from investment operations:

                                       

Net investment income (a)

    0.13       0.10       0.12       0.09       0.09  

Net realized and unrealized gains (losses) on investments and foreign currency transactions

    (1.49 )     2.18       0.07       (0.21 )     (0.68 )

Total from investment operations

    (1.36 )     2.28       0.19       (0.12 )     (0.59 )
                                         

Less distributions:

                                       

From net investment income

    (0.07 )     (0.05 )     (0.16 )     (0.09 )     (0.06 )

From realized capital gains

    (0.42 )                        

Total distributions

    (0.49 )     (0.05 )     (0.16 )     (0.09 )     (0.06 )
                                         

Redemption fees (Note 2)

    0.00  (b)     0.00  (b)     0.00  (b)     0.00  (b)      
                                         

Net asset value, end of year

  $ 9.19     $ 11.04     $ 8.81     $ 8.78     $ 8.99  
                                         

Total return (c)

    (12.39 %)     25.92 %     2.16 %     (1.37 %)     (6.16 %)
                                         

Ratios to average net assets/supplemental data:

                                       

Net assets, end of year (in 000’s)

  $ 383,682     $ 351,136     $ 258,311     $ 176,937     $ 165,048  

Operating expenses after fee reductions and expense reimbursements and fees paid indirectly

    1.27 %(e)     1.26 %(d)     1.27 %     1.25 %     1.25 %

Operating expenses before fee reductions and expense reimbursements and fees paid indirectly

    1.25 %     1.26 %     1.32 %     1.29 %     1.31 %(f)

Net investment income

    1.28 %     1.02 %     1.44 %     1.00 %     0.96 %

Portfolio turnover rate

    96 %     62 %     79 %     84 %     176 %

 

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Amount rounds to less than $0.01 per share.

(c)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(d)

The operating expense ratio includes the expenses related to foreign currency exchange contracts . Had these expenses been excluded, the expense ratio (after fee reductions and fees paid indirectly) would have been 1.25% for the year ended December 31, 2017.

(e)

The ratio of operating expenses after fee reductions and expense reimbursements includes previous investment advisory fee reductions and expense reimbursements recouped by the Investment Adviser. If this expense offset was excluded, the ratio would have been 1.25% for the year ended December 31, 2018 (Note 3).

(f)

The ratio of operating expenses before fee reductions and expense reimbursements includes the effect of fees paid indirectly. If this expense offset was excluded, the ratio would have been 1.31% for the year ended December 31, 2014 (Notes 3 and 4).

 

See Notes to Financial Statements.

 

120

 

 

Wilshire Mutual Funds, Inc.

 

Wilshire Income Opportunities Fund

 

Financial Highlights

 

For a Fund Share Outstanding Throughout Each Period.

   

Investment Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Period
Ended
12/31/2016
*

 

Net asset value, beginning of period

  $ 10.25     $ 10.14     $ 10.00  
                         

Income (loss) from investment operations:

                       

Net investment income (a)

    0.32       0.35       0.21  

Net realized and unrealized gains (losses) on investments and foreign currency transactions

    (0.39 )     0.22       0.18  

Total from investment operations

    (0.07 )     0.57       0.39  
                         

Less distributions:

                       

From net investment income

    (0.30 )     (0.42 )     (0.18 )

From realized capital gains

          (0.04 )     (0.07 )

Total distributions

    (0.30 )     (0.46 )     (0.25 )
                         

Net asset value, end of period

  $ 9.88     $ 10.25     $ 10.14  
                         

Total return (b)

    (0.65 %)     5.60 %     3.92 %(c)
                         

Ratios to average net assets/supplemental data:

                       

Net assets, end of period (in 000’s)

  $ 1,864     $ 6,409     $ 1,102  

Operating expenses after expense reimbursements (d)

    1.16 %(e)     1.17 %(f)     1.15 %(g)

Operating expense before expense reimbursements (d)

    1.20 %     1.23 %     1.26 %(g)

Net investment income

    3.02 %     3.28 %     2.83 %(g)

Portfolio turnover rate

    177 %     88 %     74 %(g)

 

*

Commenced operations on March 30, 2016.

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

Not annualized.

(d)

Ratio does not include expenses from underlying funds.

(e)

The ratio of operating expense after expense reimbursements includes interest expense and transactions costs related to foreign currency contracts. If these expenses had been excluded, the ratio would have been 1.15% for the year ended December 31, 2018.

(f)

Includes interest incurred from reverse repurchase agreements of 0.02% during the year ended December 31, 2017.

(g)

Annualized.

 

See Notes to Financial Statements.

 

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Wilshire Income Opportunities Fund

 

Financial Highlights - (Continued)

 

For a Fund Share Outstanding Throughout Each Period.

   

Institutional Class Shares

 
   

Year
Ended
12/31/2018

   

Year
Ended
12/31/2017

   

Period
Ended
12/31/2016
*

 

Net asset value, beginning of period

  $ 10.22     $ 10.10     $ 10.00  
                         

Income (loss) from investment operations:

                       

Net investment income (a)

    0.35       0.37       0.25  

Net realized and unrealized gains (losses) on investments and foreign currency transactions

    (0.40 )     0.22       0.13  

Total from investment operations

    (0.05 )     0.59       0.38  
                         

Less distributions:

                       

From net investment income

    (0.34 )     (0.43 )     (0.21 )

From realized capital gains

          (0.04 )     (0.07 )

Total distributions

    (0.34 )     (0.47 )     (0.28 )
                         

Net asset value, end of period

  $ 9.83     $ 10.22     $ 10.10  
                         

Total return (b)

    (0.43 %)     5.84 %     3.82 %(c)
                         

Ratios to average net assets/supplemental data:

                       

Net assets, end of period (in 000’s)

  $ 312,201     $ 310,227     $ 396,797  

Operating expenses (d)

    0.90 %     0.92 %(e)     0.86 %(f)

Net investment income

    3.48 %     3.49 %     3.11 %(f)

Portfolio turnover rate

    177 %     88 %     74 %(c)

 

*

Commenced operations on March 30, 2016.

(a)

The selected per share data was calculated using the average shares outstanding method for the period.

(b)

Total return is a measure of the change in value of an investment in the Portfolio over the period covered. The returns shown do not reflect the deduction of taxes a shareholder would pay on Portfolio distributions, if any, or the redemption of Portfolio shares.

(c)

Not annualized.

(d)

Ratio does not include expenses from underlying funds.

(e)

Includes interest incurred from reverse repurchase agreements of 0.02% during the year ended December 31, 2017.

(f)

Annualized.

 

See Notes to Financial Statements.

 

122

 

 

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Notes to Financial Statements

 

December 31, 2018

 

1. Organization.

 

Wilshire Mutual Funds, Inc. (the “Company”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end diversified investment company, which was incorporated under Maryland law on July 30, 1992. The Company operates as a series company and presently offers seven series: Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire 5000 IndexSM Fund, Wilshire International Equity Fund and Wilshire Income Opportunities Fund (each a “Portfolio” and collectively the “Portfolios”). The Company accounts separately for the assets, liabilities and operations of each Portfolio.

 

The investment objective of Large Company Growth Portfolio is to provide investment results of a portfolio of publicly traded common stocks of companies in the applicable sub-category of the Wilshire 5000 IndexSM. The applicable sub-category of the Wilshire 5000 IndexSM is the large cap growth sub-category.

 

The investment objective of Large Company Value Portfolio is to provide investment results of a portfolio of publicly traded common stocks of companies in the applicable sub-category of the Wilshire 5000 IndexSM. The applicable sub-category of the Wilshire 5000 IndexSM is the large cap value sub-category.

 

The investment objective of Small Company Growth Portfolio is to provide investment results of a portfolio of publicly traded common stocks of companies in the applicable sub-category of the Wilshire 5000 IndexSM. The applicable sub-category of the Wilshire 5000 IndexSM is the small-cap growth sub-category.

 

The investment objective of Small Company Value Portfolio is to provide investment results of a portfolio of publicly traded common stocks of companies in the applicable sub-category of the Wilshire 5000 IndexSM. The applicable sub-category of the Wilshire 5000 IndexSM is the small-cap value sub-category.

 

The investment objective of Wilshire 5000 IndexSM Fund is to replicate as closely as possible the performance of the Wilshire 5000 IndexSM before the deduction of the Portfolio’s expenses.

 

The investment objective of Wilshire International Equity Fund is capital appreciation.

 

The primary investment objective of Wilshire Income Opportunities Fund is to maximize current income. Long-term capital appreciation is a secondary objective.

 

Each of the Portfolios currently offers Investment and Institutional Class shares, each of which has equal rights as to voting privileges except that the Investment Class has exclusive voting rights for its service and distribution plan. Investment income, realized and unrealized capital gains and losses and the common expenses of each Portfolio are allocated on a pro-rata basis to each class based on the relative net assets of each class to the total net assets of such Portfolio. Each class of shares differs with respect to its service and distribution expenses.

 

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December 31, 2018

 

2. Significant Accounting Policies.

 

In August 2018, the SEC adopted regulations that eliminated or amended disclosure requirements that were redundant or outdated in light of changes in SEC requirements, accounting principles generally accepted in the United States of America (“U.S. GAAP”), International Financial Reporting Standards, or changes in technology or the business environment. These regulations were effective November 5, 2018, and the Portfolios are complying with them effective with these financial statements.

 

The following is a summary of significant accounting policies consistently followed by the Portfolios in the preparation of their financial statements. These policies are in conformity with U.S. GAAP. The Portfolios follow accounting and reporting guidance under Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) Topic 946, “Financial Services – Investment Companies.”

 

Use of estimates – The preparation of financial statements in accordance with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates and those differences could be material.

 

New Accounting Pronouncements – In March 2017, FASB issued Accounting Standards Update No. 2017-08 (“ASU 2017-08”), “Receivables – Nonrefundable Fees and Other Costs (Subtopic 310-20): Premium Amortization on Purchased Callable Debt Securities.” ASU 2017-08 shortens the amortized period for callable debt securities, held at a premium, to be amortized to the earliest call date. ASU 2017-08 does not require an accounting change for securities held at a discount, which continue to accrete to maturity. ASU 2017-08 is effective for fiscal years and interim periods within those fiscal years beginning after December 15, 2018. Management is currently evaluating the impact, if any, of applying ASU 2017-08.

 

In August 2018, FASB issued Accounting Standards Update No. 2018-13 (“ASU 2018-13”), “Disclosure Framework – Changes to Disclosure Requirements for Fair Value Measurement,” which amends the fair value measurement disclosure requirements of ASC Topic 820 (“ASC 820”), “Fair Value Measurement.” ASU 2018-13 includes new, eliminated, and modified disclosure requirements for ASC 820. In addition, ASU 2018-13 clarifies that materiality is an appropriate consideration of entities when evaluating disclosure requirements. ASU 2018-13 is effective for fiscal years beginning after December 15, 2019, including interim periods therein. Early adoption is permitted and the Portfolios have adopted ASU 2018-13 with these financial statements.

 

Security valuation – Securities listed or traded on U.S. exchanges, including options, futures 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 asked 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 asked 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

 

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Notes to Financial Statements - (Continued)

 

December 31, 2018

 

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 concludes it approximates fair value. Equity securities primarily traded on a foreign exchange are typically valued daily at a price as provided by an independent pricing service, which is an estimate of the fair value price. Foreign currency contracts, including forward contracts, are valued at the applicable translation rates as supplied by the third-party pricing vendor. In the event market quotations are not readily available, such securities are valued at fair value according to procedures adopted by the Board of Directors (the “Board”) or as determined in good faith by the Pricing Committee, whose members include at least two representatives of Wilshire Associates Incorporated (the “Adviser”), one of whom is an officer of the Company, or by the Company’s Valuation Committee. Fair value is defined as the amount the owner of a security might reasonably expect to receive upon a current sale. Securities whose value does not reflect fair value because a significant valuation event has occurred may be valued at fair value by the Pricing Committee or the Valuation Committee in accordance with the Company’s valuation procedures. Significant events may include, but are not limited to, the following: significant fluctuations in domestic markets, foreign markets or foreign currencies; occurrences not directly tied to the securities markets such as natural disasters, armed conflicts or significant governmental actions; and major announcements affecting a single issuer or an entire market or market sector. The value of fair valued securities may be different from the last sale price (or the mean between the last bid and asked prices), and there is no guarantee that a fair valued security will be sold at the price at which a Portfolio is carrying the security.

 

Wilshire International Equity Fund uses ICE Data Services (“ICE”) as a third-party pricing agent. ICE provides a daily fair value for foreign securities in Wilshire International Equity Fund based on certain factors and methodologies (involving, generally, tracking valuation correlations between the U.S. market and each non-U.S. security) applied by ICE. These factors are used to value Wilshire International Equity Fund’s securities without holding a Pricing Committee meeting. In the event that the Adviser believes that the fair values provided by ICE are not reliable, the Adviser contacts the Company’s administrator and 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

 

125

 

 

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Notes to Financial Statements - (Continued)

 

December 31, 2018

 

 

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 year ended December 31, 2018, there have been no significant changes to the Portfolios’ fair value methodologies.

 

The following is a summary of the inputs used to value the Portfolios’ investments as of December 31, 2018:

 

Large Company Growth Portfolio

 

Level 1

   

Level 2

   

Level 3

   

Total

 

Common Stocks

  $ 198,353,491     $     $     $ 198,353,491  

Money Market Funds

    4,701,645                   4,701,645  

Total

  $ 203,055,136     $     $     $ 203,055,136  

 

Large Company Value Portfolio

 

Level 1

   

Level 2

   

Level 3

   

Total

 

Common Stocks

  $ 183,308,280     $     $     $ 183,308,280  

Money Market Funds

    1,437,450                   1,437,450  

Total

  $ 184,745,730     $     $     $ 184,745,730  

 

Small Company Growth Portfolio

 

Level 1

   

Level 2

   

Level 3

   

Total

 

Common Stocks

  $ 51,748,677     $     $     $ 51,748,677  

Money Market Funds

    1,118,097                   1,118,097  

Total

  $ 52,866,774     $     $     $ 52,866,774  

 

Small Company Value Portfolio

 

Level 1

   

Level 2

   

Level 3

   

Total

 

Common Stocks

  $ 50,371,295     $     $     $ 50,371,295  

Money Market Funds

    1,212,027                   1,212,027  

Total

  $ 51,583,322     $     $     $ 51,583,322  

 

Wilshire 5000 IndexSM Fund

 

Level 1

   

Level 2

   

Level 3

   

Total

 

Common Stocks

  $ 163,792,669     $ 1,820     $ 63     $ 163,794,552  

Rights

                3,701  *     3,701  

Money Market Funds

    3,295,787                   3,295,787  

Total

  $ 167,088,456     $ 1,820     $ 3,764     $ 167,094,040  

 

*

Includes securities that have been fair valued at $0.

 

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Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Wilshire International Equity Fund

 

Level 1

   

Level 2

   

Level 3

   

Total

 

Common Stocks

  $ 70,195,686     $ 307,248,057     $     $ 377,443,743  

Preferred Stocks

    124,342       529,409             653,751  

Rights

          726             726  

Money Market Funds

    8,079,066                   8,079,066  

Total

  $ 78,399,094     $ 307,778,192     $     $ 386,177,286  

 

Wilshire Income Opportunities Fund

 

Level 1

   

Level 2

   

Level 3

   

Total

 

Investments in Securities

                               

U.S. Treasury Obligations

  $     $ 23,749,144     $     $ 23,749,144  

Agency Mortgage-Backed Obligations

          18,984,761             18,984,761  

Non-Agency Mortgage-Backed Obligations

          57,437,611             57,437,611  

Non-Agency Mortgage-Backed Obligations Interest-Only Strips

          8,713,758             8,713,758  

Asset-Backed Securities

          10,502,307             10,502,307  

Collateralized Loan Obligations

          14,776,789             14,776,789  

Investment-Grade Corporate Obligations

          16,817,910             16,817,910  

High Yield Corporate Obligations

          33,329,633             33,329,633  

Foreign Bonds

          66,190,780             66,190,780  

Loan Participations

          29,309,580             29,309,580  

Common Stocks

    2,937,217                   2,937,217  

Preferred Stocks

    3,656,471                   3,656,471  

Affiliated Registered Investment Companies

    17,359,917                   17,359,917  

Money Market Funds

    6,331,299                   6,331,299  

Total

  $ 30,284,904     $ 279,812,273     $     $ 310,097,177  

Other Financial Instruments**

                               

Futures Contracts

  $ 274,077     $     $     $ 274,077  

Futures Contracts - Sold Short

  $ (177,263 )   $     $     $ (177,263 )

Centrally Cleared Swap Contracts

  $ (880,052 )   $     $     $ (880,052 )

Forward Foreign Currency Contracts

  $ 206,905     $     $     $ 206,905  

 

**

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 Portfolios’ Schedules of Investments/Condensed Schedules of Investments for a listing of the securities by industry or sector type. Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire International Equity Fund and Wilshire Income Opportunities Fund did not hold any assets or liabilities that were measured at fair value on a recurring basis using significant unobservable inputs (Level 3) as of December 31, 2018. Wilshire 5000 IndexSM Fund held common stocks and rights

 

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December 31, 2018

 

that were measured at fair value on a recurring basis using significant unobservable inputs (Level 3) totaling $63 and $3,701, 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.

 

Option Transactions – Wilshire Income Opportunities Fund may purchase and write call and put options on securities, securities indices, swaps (“swaptions”) and foreign currencies, provided such options are traded on a national securities exchange or an over-the-counter market. When the Portfolio writes or purchases a covered call or put option, an amount equal to the premium received is included as a liability in the Portfolio’s statement of assets and liabilities. The amount of the liability is subsequently marked-to-market to reflect the current value of the option. If an option expires on its stipulated expiration date or if the Portfolio enters into a closing purchase transaction, a gain or loss is realized. If a written call option is exercised, a gain or loss is realized for the sale of the underlying security and the proceeds from the sale are increased by the premium originally received. If a written put option is exercised, the cost of the security acquired is decreased by the premium originally received. As a writer of an option, the Portfolio has no control over whether the underlying securities are subsequently sold (call) or purchased (put). As a result, the Portfolio bears the market risk of an unfavorable change in the price of the security or index underlying the written option. When the Portfolio purchases a call or put option, an amount equal to the premium paid is included as an investment in the Portfolio’s statement of assets and liabilities, and is subsequently marked-to-market to reflect the current value of the option. If an option expires on the stipulated expiration date or if the Portfolio enters into a closing sale transaction, a gain or loss is realized. If the Portfolio exercises a call, the cost of the security acquired is increased by the premium paid for the call. If the Portfolio exercises a put option, a gain or loss is realized from the sale of the underlying security, and the proceeds from such sale are decreased by the premium originally paid. Written and purchased options are non-income producing securities. The option techniques utilized are generally to hedge against changes in interest rates, foreign currency exchange rates or securities prices in order to establish more definitely the effective return on securities or currencies held or intended to be acquired by the Portfolio, to reduce the volatility of the currency exposure associated with an investment in non-U.S. securities, or as an efficient means of adjusting exposure to the bond, equity and currency markets.

 

The average monthly notional value of option contracts purchased for Wilshire Income Opportunities held during the year ended December 31, 2018 was $3,456,551.

 

There were no transactions in written option contracts by Wilshire Income Opportunities Fund during the year ended December 31, 2018.

 

Interest Rate Swaps – Wilshire Income Opportunities Fund is subject to interest rate risk exposure in the normal course of pursuing its investment objectives. The value of fixed-rate bonds held by the Portfolio may decrease if interest rates rise. In order to reduce such risks, the Portfolio may enter into interest rate swaps. Interest rate swaps involve the exchange of commitments to pay and receive a fixed or floating rate of interest based on a notional principal amount. The risks of interest rate swaps include changes in market conditions that will affect their value or cash flows and the possible inability of the counterparty to fulfill its obligations under the agreement. The Portfolio’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the swap’s remaining life. Upon entering into a swap contract, the Portfolio is required to satisfy an initial margin requirement by delivering cash to the counterparty. Net periodic

 

128

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

interest payments to be received or paid are accrued and settled daily and are recorded as interest income on the Statements of Operations. Interest rate swaps are marked-to-market daily and the change is recorded as an unrealized gain (loss) on swap contracts on the Statements of Operations. The average monthly notional value of interest rate swaps for Wilshire Income Opportunities Fund during the year ended December 31, 2018 was $24,229,167. Wilshire Income Opportunities Fund held no interest rate swap contracts as of December 31, 2018.

 

Credit Default Swaps – During the year ended December 31, 2018, Wilshire Income Opportunities Fund entered into credit default swaps to preserve a return or spread on a particular investment or portion of its portfolio, as a duration management technique and to protect against any increase in the price of securities the Fund anticipates purchasing at a later date. In a credit default swap, the protection buyer makes a stream of payments based on a fixed percentage applied to the contract notional amount to the protection seller in exchange for the right to receive a specified return upon the occurrence of a defined credit event on the reference obligation which may be either a single security or a basket of securities issued by corporate or sovereign issuers. Although contract-specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default, or repudiation/moratorium. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain (for protection written) or loss (for protection sold) in the Statements of Operations. In the case of credit default swaps where the Fund is selling protection, the notional amount approximates the maximum loss. For centrally cleared swaps the daily change in valuation, and upfront payments, if any, are recorded as a receivable or payable for variation margin. For financial reporting purposes, cash collateral that has been pledged to cover obligations of the Portfolio, if any, is reported separately as Margin Deposits for Swap Contracts on the Statements of Assets and Liabilities.

 

Investment transactions and investment income – Investment transactions are recorded on a trade-date basis. Realized gains and losses from investment transactions are recorded on the identified cost basis. Dividend income is recognized on the ex-dividend date and interest income is accrued as earned. Discounts and premiums on fixed income securities purchased are accreted or amortized using the effective interest method. Gains and losses on paydowns of mortgage-backed securities are reflected in interest income on the Statements of Operations. Distributions received on investments that represent a return of capital or capital gain are reclassed as a reduction of cost of investments and/or as a realized gain. Withholding taxes on foreign dividends have been provided for in accordance with the Company’s understanding of the applicable country’s tax rules and rates. Settlement on bank loan transactions may be in excess of seven business days.

 

Borrowing costs – From time to time, the Portfolios may have an overdrawn cash balance at the custodian due to redemptions or market movements. When this occurs, the Portfolios will incur borrowing costs charged by the custodian. These borrowing costs are shown as interest expense on the Statements of Operations.

 

Foreign taxes – The Portfolios may be subject to foreign taxes related to foreign income received (a portion of which may be reclaimable), capital gains on the sale of securities and certain foreign currency transactions. All foreign taxes are recorded in accordance with the applicable regulations and rates that exist in the foreign jurisdictions in which the Portfolios invest.

 

129

 

 

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Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Mortgage, asset-backed and collateralized loan securities – Wilshire Income Opportunities Fund may invest in mortgage, asset-backed and collateralized loan securities, including collateralized loan obligations (“CLOs”), which represent shares in a pool of mortgages or other debt. These securities are generally pass-through securities, which means that principal and interest payments on the underlying securities (less servicing fees) are passed through to owners on a pro rata basis. These securities involve prepayment risk, which is the risk that the underlying mortgages or other debt may be refinanced or paid off before they mature, particularly during periods of declining interest rates. In that case, proceeds from the securities may have to be reinvested at a lower interest rate. This could lower the Portfolio’s return and result in losses to the Portfolio if some securities were acquired at a premium. Potential market gains on a security subject to prepayment risk may be more limited than potential market gains on a comparable security that is not subject to prepayment risk. The Portfolio may also invest in collateralized mortgage obligations (“CMOs”). In a CMO, a series of bonds or certificates is issued in multiple classes, which have varying levels of risks.

 

Investments in CLOs may be subject to certain tax provisions that could result in the Portfolio incurring tax or recognizing income prior to receiving cash distributions related to such income. CLOs that fail to comply with certain U.S. tax disclosure requirements may be subject to withholding requirements that could adversely affect cash flows and investment results. Any unrealized losses the Portfolio experiences with respect to its CLO investments may be an indication of future realized losses.

 

Stripped Mortgage-Backed Securities (“SMBS”) – Wilshire Income Opportunities Fund may invest in SMBS. SMBS are derivative multi-class mortgage-backed securities which are usually structured with two classes that receive different proportions of the interest and principal distributions on a pool of mortgage assets. An SMBS will have one class that will receive all of the interest (the interest-only or “IO” class), while the other class will receive the entire principal (the principal-only or “PO” class). IOs are more volatile and sensitive to the rate of prepayments than other types of mortgage-backed securities, and their value can fall dramatically in response to rapid or unexpected changes in the mortgage, interest rate or economic environment. Payments received for IOs are included in interest income on the Statements of Operations. Because no principal will be received at the maturity of an IO, adjustments are made to the cost of the security on a monthly basis until maturity. These adjustments are included in interest income on the Statements of Operations. Additionally, any prepayment penalties received for an IO are included in interest income on the Statements of Operations.

 

Loan participations and assignments – Wilshire Income Opportunities Fund may invest in direct debt instruments which are interests in amounts owed to lenders and lending syndicates by corporate, governmental, or other borrowers. The Portfolio’s investments in loans may be in the form of participations in loans or assignments of all or a portion of loans from third parties. A loan is often administered by a bank or other financial institution (the “lender”) that acts as agent for all holders. The agent administers the terms of the loan, as specified in the loan agreement. The Portfolio may invest in multiple series or tranches of a loan, which may have varying terms and carry different associated risks. The Portfolio will generally purchase assignments of these loans, in which case it will typically become a lender for purposes of the relevant loan agreement with direct contractual rights against the borrower, including the right to receive payments of principal and interest. When purchasing participation interests in a loan, the Portfolio generally has no right to enforce compliance with the terms of the loan agreement with the borrower. As a result, the Portfolio may be subject to the credit risk of both the borrower and the lender that is selling the loan agreement. The Portfolio may enter into unfunded loan commitments, which

 

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Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

are contractual obligations for future funding. Unfunded loan commitments represent a future obligation in full, even though a percentage of the notional loan accounts may not be utilized by the borrower. When investing in a loan participation, the Portfolio has the right to receive payments of principal, interest and any fees to which it is entitled only from the lender selling the loan agreement and only upon receipt of payments by the lender from the borrower. In certain circumstances, the Portfolio may receive a penalty fee upon the prepayment of a floating rate loan by a borrower. Fees earned are recorded as a component of interest income on the Statements of Operations.

 

Foreign currency transactions – The books and records of the Portfolios are maintained in U.S. dollars. Foreign currency transactions are translated into U.S. dollars on the following basis:

 

 

fair value of investment securities, other assets and liabilities at the daily rates of exchange and

 

 

purchases and sales of investment securities, dividend and interest income and certain expenses at the rates of exchange prevailing on the respective dates of such transactions.

 

The portion of the results of operations caused by changes in foreign exchange rates on investments are not isolated from those caused by changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gains or losses on investments. Net realized and unrealized gains (losses) from foreign currency related transactions include gains and losses between trade and settlement dates on investment transactions, gains and losses arising from the sales of foreign currency and gains and losses between the ex-dividend and payment dates on dividends, interest and foreign withholding taxes. The effect of changes in foreign exchange rates on realized and unrealized gains or losses is reflected as a component of such gains or losses.

 

Forward Foreign Currency Contracts – Wilshire Income Opportunities Fund may enter into forward foreign currency contracts as hedges against either specific transactions, Portfolio positions or anticipated Portfolio positions. The Portfolio may also engage in currency transactions to enhance the Portfolio’s returns. All commitments are marked-to-market daily at the applicable foreign exchange rate, and any resulting unrealized gains or losses are recorded. The Portfolio realizes gains and losses at the time forward foreign currency contracts are closed. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the period are recognized as ordinary income or loss for federal income tax purposes. Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities.

 

Over-the-Counter (“OTC”) Derivative Contracts – To reduce counterparty risk for OTC transactions, Wilshire Income Opportunities Fund has entered into master netting arrangements, established within the International Swap Dealers Association, Inc. (“ISDA”) master agreements, which allow the Portfolio to make (or to have an entitlement to receive) a single net payment in the event of default (close-out netting) for outstanding payables and receivables for certain OTC positions for each individual counterparty. In addition, the Portfolio may require that certain counterparties post cash and/or securities in collateral accounts to cover their net payment obligations for those derivative contracts subject to ISDA master agreements. If the counterparty fails to perform under these contracts and agreements, the cash and/or securities will be made available to the Portfolio. For financial reporting purposes, the Portfolio does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statement of Assets and Liabilities. Bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency or other events.

 

131

 

 

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Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Collateral terms are contract-specific for OTC derivatives. For derivatives traded under an ISDA master agreement or other similar agreement, the collateral requirements are typically calculated by netting the mark-to-market amount of each transaction under such agreement and comparing that amount to the value of any collateral currently pledged by the Portfolio or the counterparty.

 

For financial reporting purposes, cash collateral that has been pledged to cover obligations of the Portfolio, if any, is reported separately as Margin Deposits for Futures Contracts on the Statements of Assets and Liabilities. Non-cash collateral pledged by the Portfolio, if any, is noted in the Schedule of Investments. Generally, the amount of collateral due from or to a party must exceed a minimum transfer amount before a transfer has to be made. To the extent amounts due to the Portfolio from its counterparties are not fully collateralized, contractually or otherwise, the Portfolio bears the risk of loss from counterparty nonperformance.

 

The following table presents, by derivative type, Wilshire Income Opportunities Fund’s OTC financial derivative instruments net of the related collateral pledged by counterparty at December 31, 2018:

 

   

Derivative Assets

   

Derivative Liabilities

                         

Counterparty

 

Futures (a)

   

Forward
Currency
Contracts

   

Total

   

Futures (a)

   

Forward
Currency
Contracts

   

Total

   

Net
Derivative
Asset
(Liabilities)

   

Collateral
(Received)
Pledged

   

Net
Amount

 

Australia and New Zealand Banking Group Ltd.

  $     $ 110,036     $ 110,036     $     $ (106,315 )   $ (106,315 )   $ 3,721     $     $ 3,721  

Bank of America, San Francisco

                            (20,364 )     (20,364 )     (20,364 )           (20,364 )

Bank of Montreal, Montreal

          8,206       8,206                         8,206             8,206  

Bank of Nova Scotia, Toronto

                            (73,556 )     (73,556 )     (73,556 )           (73,556 )

Barclays Capital

          88,588       88,588             (5,634 )     (5,634 )     82,954             82,954  

CIBC, Toronto

          67,429       67,429             (139,100 )     (139,100 )     (71,671 )           (71,671 )

Citibank, New York

          527,519       527,519             (608,572 )     (608,572 )     (81,053 )           (81,053 )

Goldman Sachs & Co.

          243,693       243,693             (458,240 )     (458,240 )     (214,547 )           (214,547 )

HSBC Bank, USA

          317,176       317,176             (161,807 )     (161,807 )     155,369             155,369  

JPMChase, New York

          447,897       447,897             (186,203 )     (186,203 )     261,694             261,694  

Morgan Stanley Capital

    274,077       238,456       512,533       (177,263 )     (401,831 )     (579,094 )     (66,561 )           (66,561 )

Royal Bank of Canada, Toronto

          398,236       398,236             (422,629 )     (422,629 )     (24,393 )           (24,393 )

Standard Chartered Securities N.A.

          160,861       160,861             (82,645 )     (82,645 )     78,216             78,216  

State Street Bank, Boston

          421,557       421,557             (325,949 )     (325,949 )     95,608             95,608  

TD Securities, Toronto

          322,107       322,107             (113,007 )     (113,007 )     209,100             209,100  

U.S. Bank

          2,485       2,485                         2,485             2,485  

UBS AG, Stamford

          28,620       28,620             (70,109 )     (70,109 )     (41,489 )           (41,489 )

Total

  $ 274,077     $ 3,382,866     $ 3,656,943     $ (177,263 )   $ (3,175,961 )   $ (3,353,224 )   $ 303,719     $     $ 303,719  

 

(a)

Includes cumulative appreciation (depreciation) on futures contracts as reported in the Schedules of Investments. Only current day’s variation margin is reported within the Statements of Assets and Liabilities.

 

132

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Expense policy – Distribution and shareholder service fees directly attributable to a Class of shares are charged to that class’ operating expenses. Expenses of a Portfolio other than distribution and service fees are prorated among the classes to which the expense relates based on the relative net assets of each class of shares. Expenses directly attributable to a Portfolio are charged to that Portfolio. Expenses not directly attributable to a Portfolio are allocated proportionately among all Portfolios daily in relation to the net assets of each Portfolio or another reasonable basis.

 

Expenses that are attributable to both the Company and the Wilshire Variable Insurance Trust (an affiliated investment company) are allocated across the Company and the Wilshire Variable Insurance Trust based upon relative net assets or another reasonable basis. Expenses and fees, including the advisory fees, are accrued daily and taken into account for the purpose of determining the net asset value (“NAV”) of each Class of each Portfolio’s shares.

 

Investments in REITs – With respect to each Portfolio, dividend income is recorded based on the income included in distributions received from its REIT investments using published REIT reclassifications including some management estimates when actual amounts are not available. Distributions received in excess of these estimated amounts are recorded as a reduction of the cost of investments or reclassified to capital gains. The actual amounts of income, return of capital, and capital gains are only determined by each REIT after its fiscal year end, and may differ from the estimated amounts.

 

Master Limited Partnerships (“MLPs”) – Each Portfolio may invest in MLPs, which are limited partnerships or limited liability companies whose partnership units or limited liability interests are listed and traded on a U.S. securities exchange. MLPs are treated as publicly traded partnerships for federal income tax purposes. To qualify to be treated as a partnership for tax purposes, an MLP must receive at least 90% of its income from qualifying sources as set forth in Section 7704(d) of the Internal Revenue Code of 1986, as amended (the “Code”). These qualifying sources include activities such as the exploration, development, mining, production, processing, refining, transportation, storage and marketing of mineral or natural resources. MLPs generally have two classes of owners, the general partner and limited partners. MLPs that are formed as limited liability companies generally have two analogous classes of owners, the managing member and the members. For purposes of this section, references to general partners also apply to managing members and references to limited partners also apply to members. The general partner is typically owned by a major energy company, an investment fund, the direct management of the MLP, or is an entity owned by one or more of such parties. The general partner may be structured as a private or publicly traded corporation or other entity. The general partner typically controls the operations and management of the MLP through an equity interest in the MLP of as much as 2% plus, in many cases, ownership of common units and subordinated units. Limited partners own the remainder of the MLP through ownership of common units and have a limited role in the MLP’s operations and management.

 

Distributions to shareholders – Distributions to shareholders are recorded on the ex-dividend date. Distributions from net investment income, if any, are declared and paid annually. The Portfolios’ net realized capital gains, unless offset by any available capital loss carryforward, are distributed to shareholders annually. Additional distributions of net investment income and net realized capital gains may be made at the discretion of the Board in order to avoid the application of a 4% non-deductible Federal excise tax.

 

133

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Redemption fees – Wilshire International Equity Fund charges a redemption fee of 1% on redemption of its shares held for sixty days or less, subject to certain exceptions. During the years ended December 31, 2018 and 2017, Wilshire International Equity Fund collected $2,636 and $645, respectively, in redemption fees.

 

3. Investment Adviser and Other Service Providers.

 

Pursuant to the Advisory Agreement between the Company and the Adviser, the Adviser charges annual fees of 0.75% of average daily net assets for the first $1 billion and 0.65% thereafter for each of Large Company Growth Portfolio and Large Company Value Portfolio; 0.85% of average daily net assets for the first $1 billion and 0.75% thereafter for each of Small Company Growth Portfolio and Small Company Value Portfolio; 0.10% of the average daily net assets for the first $1 billion and 0.07% thereafter for Wilshire 5000 IndexSM Fund; 1.00% of the average daily net assets for the first $1 billion and 0.90% thereafter for Wilshire International Equity Fund; and 0.60% of average daily net assets for Wilshire Income Opportunities Fund.

 

The Adviser has entered into expense limitation agreements with Small Company Growth Portfolio and Small Company Value Portfolio requiring the Adviser to reduce its management fees or reimburse expenses to limit expenses of such Portfolios (excluding taxes, brokerage expenses, dividend expenses on short securities, and extraordinary expenses) to 1.35% and 1.10% of average daily net assets for Investment Class Shares and Institutional Class Shares, respectively. The Adviser has also entered into an expense limitation agreement with Wilshire International Equity Fund requiring the Adviser to reduce its management fees or reimburse expenses to limit expenses of such Portfolio (excluding taxes, brokerage expenses, dividend expenses on short securities, and extraordinary expenses) to 1.50% and 1.25% of average daily net assets for Investment Class Shares and Institutional Class Shares, respectively. The Adviser has also entered into an expense limitation agreement with Wilshire Income Opportunities Fund requiring the Adviser to reduce its management fees or reimburse expenses to limit expenses of such Portfolio (excluding taxes, brokerage expenses, dividend expenses on short securities, acquired fund fees and expenses and extraordinary expenses) to 1.15% and 0.90% of average daily net assets for Investment Class Shares and Institutional Class Shares, respectively. These agreements to limit expenses continue through at least April 30, 2019. The Adviser may recoup the amount of any fee reductions or expense reimbursements within three years after the day on which it reduced its fees or reimbursed expenses if the recoupment does not cause a Portfolio’s expenses to exceed the expense limitation that was in place at the time of the fee reduction or expense reimbursement.

 

During the year ended December 31, 2018, the Adviser reduced fees, reimbursed expenses or recouped fees as follows:

 

Portfolio

 

Fees Reductions/
Reimbursements

   

Fees Recouped

 

Small Company Growth Portfolio

  $ 104,772       N/A  

Small Company Value Portfolio

    96,740       N/A  

International Equity Fund

    3,019     $ 84,297  

Wilshire Income Opportunities Fund

    932       N/A  

 

134

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

As of December 31, 2018, the amounts of fee reductions and expense reimbursements subject to recovery by the Adviser from Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire International Equity Fund and Wilshire Income Opportunities Fund are $184,582, $175,656, $122,779 and $4,676, respectively. The portions of these amounts that the Adviser may recover expire no later than the following dates:

 

Portfolio

 

December 31,
2019

   

December 31,
2020

   

December 31,
2021

 

Small Company Growth Portfolio

  $ 26,249     $ 53,561     $ 104,772  

Small Company Value Portfolio

    23,509       55,407       96,740  

Wilshire International Equity Fund

    117,583       2,177       3,019  

Wilshire Income Opportunities Fund

    723       3,021       932  

 

The Board has approved Los Angeles Capital Management and Equity Research, Inc. (“L.A. Capital”), Victory Capital Management Inc., through its investment franchise NewBridge Asset Management (“NewBridge”), Pzena Investment Management, LLC (“Pzena”), Barrow, Hanley, Mewhinney and Strauss, LLC (“BHMS”), Ranger Investment Management, LLC (“Ranger”), NWQ Investment Management Company, LP (“NWQ”), Loomis, Sayles & Company, L.P. (“Loomis Sayles”), DoubleLine® Capital LP (“DoubleLine”), WCM Investment Management, LLC (“WCM”), Voya Investment Management Co. LLC (“Voya”) and Manulife Asset Management (US) LLC (“Manulife”) (collectively the “Sub-Advisers”) to provide sub-advisory services for the Portfolios. L.A. Capital, Loomis Sayles and NewBridge each manage a portion of Large Company Growth Portfolio. L.A. Capital, Pzena and BHMS each manage a portion of Large Company Value Portfolio. L.A. Capital and Ranger each manage a portion of Small Company Growth Portfolio. L.A. Capital and NWQ each manage a portion of Small Company Value Portfolio. L.A. Capital is the sole sub-adviser for Wilshire 5000 IndexSM Fund. L.A. Capital, Pzena and WCM each manage a portion of Wilshire International Equity Fund. DoubleLine, Voya and Manulife each manage a portion of Wilshire Income Opportunities Fund.

 

The Sub-Advisers are subject to the Adviser’s oversight. The fees of the Sub-Advisers are paid by the Adviser.

 

The Portfolios are permitted to purchase and sell securities from or to certain affiliates under specific conditions outlined in the Rule 17a-7 procedures adopted by the Board. The procedures are designed to ensure that any purchase or sale of securities by a Portfolio from or to another mutual fund or separate account that is or could be considered an affiliate by virtue of having a common investment adviser (or affiliated investment advisers), common trustees and/or common officers complies with Rule 17a-7 under the 1940 Act. During the year ended December 31, 2018, a separate account managed by Voya sold securities to the Wilshire Income Opportunities Fund and proceeds totaled $2,855,271. These transactions, which were effected at the then current market prices as provided by an independent pricing service used by the Trust, complied with Rule 17a-7 under the 1940 Act.

 

DST Systems, Inc. serves as the Company’s transfer agent and dividend disbursing agent. The Northern Trust Company (“NTC”) serves as the Company’s custodian. Ultimus Fund Solutions, LLC (the “Administrator”) serves as the Company’s administrator and accounting agent and Ultimus Fund Distributors, LLC, an affiliate of the Administrator, serves as the Company’s principal underwriter.

 

135

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Officers’ and Directors’ Expenses – Certain officers of the Company are affiliated with and receive remuneration from the Adviser or the Administrator. The Company does not pay any remuneration to its officers. The Company and the Wilshire Variable Insurance Trust together pay each director who is not an interested person of the Company (“Independent Director”) an annual retainer of $48,000, an annual additional retainer for each Committee chair of $12,000 and an annual additional retainer to the Board chair of $12,000. In addition, each Independent Director is compensated for Board and Committee meeting attendance in accordance with the following schedule: an in-person Board meeting fee of $3,000 for Independent Directors and $4,000 for the Board chair; a telephonic Board meeting fee of $1,500 for Independent Directors and $2,000 for the Board chair; and a telephonic Committee meeting fee of $500.

 

Certain officers and an interested Director of the Company may also be officers or employees of the Adviser, Ultimus, Distributor or their affiliates. They receive no fees for serving as officers or as an interested Director of the Company.

 

4. Distribution Plan, Shareholder Services Plan and Fees Paid Indirectly.

 

The Board has adopted a shareholder services and distribution plan (the “Plan”), pursuant to Rule 12b-1 under the 1940 Act, on behalf of the Investment Class Shares of each Portfolio. Under the Plan, each Portfolio may pay up to 0.25% of the value of the average daily net assets attributable to the Investment Class Shares for certain services provided by financial intermediaries or for certain distribution expenses for the purpose of financing any activity intended to result in the sale of Investment Class Shares. During the year ended December 31, 2018, the distribution and service fee expenses incurred by the Investment Class of Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire International Equity Fund and Wilshire Income Opportunities Fund was 0.25% of the respective average net assets of the Investment Class of each Portfolio. During the year ended December 31, 2018, the distribution and service fee expenses incurred by the Investment Class of Wilshire 5000 IndexSM Fund was 0.23% of the average net assets of the Investment Class of the Portfolio.

 

In addition, Investment Class Shares and Institutional Class Shares pay the expenses associated with certain shareholder servicing arrangements with third parties, provided that payment of such fees does not exceed in any year 0.20% and 0.15% of the average daily net assets of Investment Class Shares and Institutional Class Shares, respectively. For the year ended December 31, 2018, the shareholder service provider fees were as follows (as a percent of average net assets of each class):

 

Portfolio

Investment Class

Institutional Class

Large Company Growth Portfolio

0.131%

0.051%

Large Company Value Portfolio

0.070%

0.049%

Small Company Growth Portfolio

0.094%

0.069%

Small Company Value Portfolio

0.110%

0.066%

Wilshire 5000 IndexSM Fund

0.067%

0.025%

Wilshire International Equity Fund

0.137%

0.038%

Wilshire Income Opportunities Fund

0.107%

0.058%

 

136

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Fees paid indirectly – The Company has a brokerage commission recapture program with SEI Investments Global Funds Services (“SEI”), pursuant to which a portion of the Portfolios’ commissions generated from transactions directed to SEI are used to reduce the Portfolios’ expenses. Under such program, SEI, as introducing broker, retains a portion of the Portfolios’ commissions.

 

Such commissions rebated to the Portfolios during the year ended December 31, 2018 were as follows:

 

Large Company Growth Portfolio

  $ 1,504  

Large Company Value Portfolio

    7,642  

Small Company Growth Portfolio

     

Small Company Value Portfolio

    5,707  

Wilshire 5000 IndexSM Fund

     

Wilshire International Equity Fund

     

Wilshire Income Opportunities Fund

     

 

For the year ended December 31, 2018, SEI retained the following commissions:

 

Large Company Growth Portfolio

  $ 501  

Large Company Value Portfolio

    3,057  

Small Company Growth Portfolio

     

Small Company Value Portfolio

    2,366  

Wilshire 5000 IndexSM Fund

     

Wilshire International Equity Fund

     

Wilshire Income Opportunities Fund

     

 

5. Investment Transactions.

 

During the year ended December 31, 2018, aggregate cost of purchases and proceeds from sales and maturities of investments, other than affiliated investments, short-term investments, short sales and purchases to cover short sales, and U.S. Government securities, were as follows:

 

Portfolio

 

Purchases

   

Sales and
Maturities

 

Large Company Growth Portfolio

  $ 164,520,571     $ 195,704,806  

Large Company Value Portfolio

    195,252,915       138,454,272  

Small Company Growth Portfolio

    61,137,082       50,458,138  

Small Company Value Portfolio

    61,218,251       38,747,037  

Wilshire 5000 IndexSM Fund

    2,492,962       9,751,891  

Wilshire International Equity Fund

    473,042,971       377,899,318  

Wilshire Income Opportunities Fund

    345,530,998       328,725,599  

 

137

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Purchases and sales and maturities of long-term U.S. Government securities during the year ended December 31, 2018 were:

 

Portfolio

 

Purchases

   

Sales and
Maturities

 

Wilshire Income Opportunities Fund

  $ 199,031,589     $ 216,809,039  

 

Due to Guggenheim Partners Investment Management, LLC and Voya managing a portion of Wilshire Income Opportunities Fund during the year ended December 31, 2018, certain securities held by such Portfolio are considered affiliated investments. Purchases and sales of shares of affiliated registered investment companies by Wilshire Income Opportunities Fund during the year ended December 31, 2018 and the value of such investments as of December 31, 2018 were as follows:

 

Affiliated Investment

 

Value as of
December 31,
2017

   

Purchases

   

Proceeds
from Sales

   

Realized
Loss

   

Change in
Unrealized
Appreciation
(Depreciation)

   

Value as of
December 31,
2018

   

Income
Distributions

   

Capital Gain
Distributions

 

Guggenheim Floating Rate Strategies Fund

  $ 1,222,303     $ 24,599     $ (1,242,131 )   $ (2,430 )   $ (2,341 )   $     $ 24,593     $  

Guggenheim Strategy Fund I

  $ 4,034,258     $ 45,100     $ (4,079,357 )   $ (4,832 )   $ 4,831     $     $ 45,085     $  

Voya Emerging Markets Hard Currency Debt Fund - Class P

  $     $ 3,068,522     $     $     $ (67,168 )   $ 3,001,354     $ 80,642     $  

Voya Floating Rate Fund - Class P

  $     $ 14,340,833     $ (950,000 )   $ (12,073 )   $ (571,124 )   $ 12,807,636     $ 400,078     $  

Voya High Yield Bond Fund - Class P

  $     $ 7,973,349     $ (6,096,000 )   $ (228,048 )   $ (98,374 )   $ 1,550,927     $ 221,340     $  
    $ 5,256,561     $ 25,452,403     $ (12,367,488 )   $ (247,383 )   $ (734,176 )   $ 17,359,917     $ 771,738     $  

 

6. Derivative Transactions.

 

Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire 5000 IndexSM Fund and Wilshire International Equity Fund did not hold any derivative instruments as of or during the year ended December 31, 2018.

 

138

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

At December 31, 2018, Wilshire Income Opportunities Fund is invested in derivative contracts, which are reflected in the Statements of Assets and Liabilities, as follows:

 

      Derivative Assets  Derivative Liabilities
Risk  Derivative Type  Statements of Assets
and Liabilities Location
   

Fair Value
Amount

   Statements of Assets
and Liabilities Location
   

Fair Value
Amount

 
Interest Rate 

Futures contracts*

  Net variation margin receivable  $274,077   Net variation margin payable  $(177,263)
Credit 

Centrally cleared credit default swap contracts*

  Net unrealized gain on swap contracts   36,942   Net unrealized loss on swap contracts   (916,994)
Currency  Forward foreign currency exchange contracts  Net unrealized appreciation on foreign forward currency contracts   3,382,866   Net unrealized depreciation on foreign forward currency contracts   (3,175,961)
Total        $3,693,885      $(4,270,218)

 

*

Includes cumulative appreciation (depreciation) as reported on the Schedules of Futures Contracts or the Schedule of Centrally Cleared Credit Default Swap Contracts, as applicable. Only current days variation margin in reported within the Statements of Assets and Liabilities.

 

For the year ended December 31, 2018, the effect of derivative contracts in Wilshire Income Opportunities Fund’s Statements of Operations was as follows:

 

     

Statements of Operations

 

Risk

Derivative Type

 

Net Realized
Gain (Loss)

   

Net Change in
Unrealized
Gain (Loss)

 

Equity

Purchased option contracts

  $ (225,136 )   $  

Interest Rate

Futures contracts

    300,468       96,815  

Interest Rate

Swap contracts

    2,418,522       (437,340 )

Credit Default

Swap contracts

    366,091       (880,052 )

Currency

Forward foreign currency exchange contracts(a)

    61,612       206,905  

Total

    $ 2,921,557     $ (1,013,672 )

 

(a)

Forward foreign currency exchange contracts are included in Foreign Currency Transactions in the Statements of Operations.

 

139

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

7. Securities Lending.

 

Each Portfolio may seek additional income by lending its securities on a short-term basis to banks, brokers and dealers in return for cash collateral, which is invested in short-term securities. A Portfolio may return a portion of the interest earned to the borrower or a third party that is unaffiliated with the Company and acting as a “placing broker.” A Portfolio receives compensation for lending securities in the form of fees. A Portfolio also continues to receive dividends on the securities loaned. Security loans are secured at all times by collateral. It is the Company’s policy that the collateral be equal to at least 102% of the market value of the securities loaned (105% if the securities loaned are denominated in different currencies) plus accrued interest when the transaction is entered into, and that the collateral supporting the loans be valued daily. However, due to market fluctuations during the day, the value of securities loaned on a particular day may, during the. course of the day, exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day’s market fluctuations and the current day’s lending activity. Gain or loss in the market price of the securities loaned that may occur during the term of the loan are reflected in the value of the Portfolio. The risks from securities lending are that the borrower may not provide additional collateral when required or return the securities when due or when called for by the Portfolio. Lending securities entails a risk of loss to the Portfolio if and to the extent that the market value of securities loans were to increase, the borrower did not increase the collateral accordingly, and the borrower fails to return the securities. NTC, the Portfolios’ custodian, acts as the securities lending agent for the Portfolios. The value of the securities on loan and the cash collateral at December 31, 2018 are shown on the Statements of Assets and Liabilities. Shares of the Northern Trust Institutional Liquid Asset Portfolio were purchased with proceeds from cash collateral received from securities on loan. The Portfolios do not have effective control of the non-cash collateral and therefore it is not disclosed in the Portfolios’ Schedules of Investments. Securities on loan are also collateralized by various U.S. Treasury obligations.

 

Securities lending transactions are entered into by the Portfolios under the agreement entered into with NTC, which permits the Portfolios, under certain circumstances such as an event of default, to offset amounts payable to the Portfolios to the same counterparty against amounts receivable from the counterparty to create a net payment due to or from the Portfolios.

 

The following table is a summary of the Portfolios’ securities lending transactions accounted for as secured borrowings with cash collateral of overnight and continuous maturities and non-cash collateral, which are subject to offset as of December 31, 2018:

 

           

Collateral Received

 

Portfolio

 

Value of
Securities on Loan

   

Value of Cash
Collateral Received

   

Value of Non-Cash
Collateral Received
*

   

Net Amount

 

Large Company Growth Portfolio

  $ 12,871,935     $ 635,600     $ 12,236,335     $  

Large Company Value Portfolio

    6,351,183       191,261       6,159,922        

Small Company Growth Portfolio

    11,335,374       414,659       10,920,715        

Small Company Value Portfolio

    7,696,489       130,515       7,565,974        

Wilshire 5000 IndexSM Fund

    10,560,346       957,550       9,602,796        

Wilshire International Equity Fund

    15,331,206       1,764,828       13,566,378        

 

*

The amount of collateral reflected in the table above does not include any over collateralization received by the Portolios.

 

140

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

The value of loaned securities and related collateral outstanding at December 31, 2018 are shown in the Portfolios’ Schedules of Investments. The value of the collateral held may be temporarily less than that required under the lending contract. As of December 31, 2018, the cash collateral was invested in shares of Northern Trust Institutional Liquid Asset Portfolio and the non-cash collateral consisted of U.S. Treasury Bills, Notes, Bonds and U.S. Treasury Inflation Index Bonds (collectively, “U.S. Government Securities”) with the following maturities:

 

   

Overnight and
Continuous

   

<30 Days

   

Between 30
and 90 Days

   

>90 Days

   

Total

 

Large Company Growth Portfolio

                                       

Money Market Funds

  $ 635,600     $     $     $     $ 635,600  

U.S. Government Securities

          28,806       285,789       12,124,975       12,439,570  

Total

  $ 635,600     $ 28,806     $ 285,789     $ 12,124,975     $ 13,075,170  
                                         

Large Company Value Portfolio

                                       

Money Market Funds

  $ 191,261     $     $     $     $ 191,261  

U.S. Government Securities

          48,743       51,135       6,166,036       6,265,914  

Total

  $ 191,261     $ 48,743     $ 51,135     $ 6,166,036     $ 6,457,175  
                                         

Small Company Growth Portfolio

                                       

Money Market Funds

  $ 414,659     $     $     $     $ 414,659  

U.S. Government Securities

          90,670       66,907       10,939,718       11,097,295  

Total

  $ 414,659     $ 90,670     $ 66,907     $ 10,939,718     $ 11,511,954  
                                         

Small Company Value Portfolio

                                       

Money Market Funds

  $ 130,515     $     $     $     $ 130,515  

U.S. Government Securities

          66,609       34,783       7,688,516       7,789,908  

Total

  $ 130,515     $ 66,609     $ 34,783     $ 7,688,516     $ 7,920,423  
                                         

Wilshire 5000 IndexSM Fund

                                       

Money Market Funds

  $ 957,550     $     $     $     $ 957,550  

U.S. Government Securities

          47,472       90,998       9,754,789       9,893,259  

Total

  $ 957,550     $ 47,472     $ 90,998     $ 9,754,789     $ 10,850,809  
                                         

Wilshire International Equity Fund

                                       

Money Market Funds

  $ 1,764,828     $     $     $     $ 1,764,828  

U.S. Government Securities

          84,643       404,877       13,559,328       14,048,848  

Total

  $ 1,764,828     $ 84,643     $ 404,877     $ 13,559,328     $ 15,813,676  

 

Wilshire Income Opportunities Fund did not utilize securities lending during the year ended December 31, 2018.

 

141

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

8. Capital Share Transactions.

 

Transactions in shares of the Portfolios are summarized below:

 

   

LARGE COMPANY
GROWTH PORTFOLIO

   

LARGE COMPANY
VALUE PORTFOLIO

   

SMALL COMPANY
GROWTH PORTFOLIO

   

SMALL COMPANY
VALUE PORTFOLIO

 
   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017

   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017

   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017

   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017

 

CAPITAL SHARE TRANSACTIONS:

                                                               

Investment Class shares:

                                                               

Shares sold

    53,223       33,646       29,422       42,620       67,784       573,827       32,714       46,651  

Shares issued as reinvestment of distributions

    240,411       131,643       23,016       28,470       21,579       41,834       15,059       30,112  

Shares redeemed

    (215,382 )     (389,262 )     (63,077 )     (257,831 )     (167,868 )     (514,906 )     (57,676 )     (185,599 )

Net increase (decrease) in Investment Class shares outstanding

    78,252       (223,973 )     (10,639 )     (186,741 )     (78,505 )     100,755       (9,903 )     (108,836 )

Shares outstanding at beginning of year

    1,622,279       1,846,252       309,031       495,772       454,494       353,739       274,222       383,058  

Shares outstanding at end of year

    1,700,531       1,622,279       298,392       309,031       375,989       454,494       264,319       274,222  
                                                                 

Institutional Class shares:

                                                               

Shares sold

    1,659,401       1,019,884       6,469,168       1,164,082       933,681       661,776       1,441,980       614,219  

Shares issued as reinvestment of distributions

    434,809       293,035       718,766       716,652       86,153       122,682       127,502       161,412  

Shares redeemed

    (2,042,180 )     (1,504,242 )     (3,704,924 )     (3,319,731 )     (486,281 )     (522,936 )     (480,681 )     (644,308 )

Net increase (decrease) in Institutional Class shares outstanding

    52,030       (191,323 )     3,483,010       (1,438,997 )     533,553       261,522       1,088,801       131,323  

Shares outstanding at beginning of year

    4,013,802       4,205,125       7,250,711       8,689,708       1,348,322       1,086,800       1,444,294       1,312,971  

Shares outstanding at end of year

    4,065,832       4,013,802       10,733,721       7,250,711       1,881,875       1,348,322       2,533,095       1,444,294  

 

142

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

   

WILSHIRE 5000
INDEX
SM FUND

   

WILSHIRE INTERNATIONAL
EQUITY FUND

   

WILSHIRE INCOME
OPPORTUNITIES FUND

 
   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017

   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017

   

Year Ended
December 31,
2018

   

Year Ended
December 31,
2017

 

CAPITAL SHARE TRANSACTIONS:

                                               

Investment Class shares:

                                               

Shares sold

    716,562       984,802       109,186       226,707       86,963       724,183  

Shares issued as reinvestment of distributions

    381,135       567,184       13,328       255       5,241       26,365  

Shares redeemed

    (1,047,065 )     (1,415,579 )     (196,470 )     (1,119,765 )     (528,689 )     (234,014 )

Net increase (decrease) in Investment Class shares outstanding

    50,632       136,407       (73,956 )     (892,803 )     (436,485 )     516,534  

Shares outstanding at beginning of year

    7,170,420       7,034,013       373,194       1,265,997       625,181       108,647  

Shares outstanding at end of year

    7,221,052       7,170,420       299,238       373,194       188,696       625,181  
                                                 

Institutional Class shares:

                                               

Shares sold

    130,658       151,639       17,699,282       7,552,599       8,602,933       4,212,021  

Shares issued as reinvestment of distributions

    77,552       118,693       1,645,158       149,107       1,089,140       1,343,981  

Shares redeemed

    (163,444 )     (753,858 )     (9,383,097 )     (5,212,955 )     (8,273,742 )     (14,493,554 )

Net increase (decrease) in Institutional Class shares outstanding

    44,766       (483,526 )     9,961,343       2,488,751       1,418,331       (8,937,552 )

Shares outstanding at beginning of year

    1,683,570       2,167,096       31,800,035       29,311,284       30,340,537       39,278,089  

Shares outstanding at end of year

    1,728,336       1,683,570       41,761,378       31,800,035       31,758,868       30,340,537  

 

9. Significant Shareholders.

 

On December 31, 2018, the Portfolios had the following concentrations of shareholders holding 10% or more of the outstanding shares of the Portfolios. These represent omnibus shareholder accounts comprised of many individual shareholders.

 

Portfolio

 

Large Company Growth Portfolio (4 omnibus shareholders)

72%

Large Company Value Portfolio (3 omnibus shareholder)

71%

Small Company Growth Portfolio (4 omnibus shareholders)

70%

Small Company Value Portfolio (4 omnibus shareholders)

75%

Wilshire 5000 IndexSM Fund (3 omnibus shareholders)

56%

Wilshire International Equity Fund (3 omnibus shareholders)

77%

Wilshire Income Opportunities Fund (4 omnibus shareholders)

87%

 

143

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

As of December 31, 2018, certain affiliated investment companies, also advised by the Adviser, owned the following amounts of the outstanding shares of the Portfolios:

 

Portfolio

 

Large Company Growth Portfolio

22%

Large Company Value Portfolio

33%

Small Company Growth Portfolio

27%

Small Company Value Portfolio

27%

Wilshire 5000 IndexSM Fund

Wilshire International Equity Fund

41%

Wilshire Income Opportunities Fund

39%

 

10. Tax Information.

 

No provision for federal income taxes is required because each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Code and distributes to shareholders all of its taxable income and net realized gains. Federal income tax regulations differ from U.S. GAAP; therefore, distributions determined in accordance with tax regulations may differ in amount or character from net investment income and realized gains for financial reporting purposes. Financial reporting records are adjusted for permanent book/tax differences to reflect tax character. Financial records are not adjusted for temporary differences.

 

The Portfolios evaluate tax positions taken or expected to be taken in the course of preparing the Portfolios’ tax returns to determine whether it is “more-likely than-not” (i.e., greater than 50 percent) that each tax position will be sustained upon examination by a taxing authority based on the technical merits of the position. Tax positions not deemed to meet the more-likely-than-not threshold are recorded as a tax benefit or expense in the current year. The Portfolios did not record any tax provision in the current period. However, management’s conclusions regarding tax positions taken may be subject to review and adjustment at a later date based on factors including, but not limited to, examination by tax authorities of returns filed in the last 3 years and on-going analysis of and changes to tax laws, regulations and interpretations thereof. The Portfolios identify their major tax jurisdiction as U.S. Federal.

 

The federal tax cost of portfolio securities and unrealized appreciation and depreciation at December 31, 2018 for each Portfolio are as follows:

 

Portfolio

 

Large
Company
Growth
Portfolio

   

Large
Company
Value
Portfolio

   

Small
Company
Growth
Portfolio

   

Small
Company
Value
Portfolio

   

Wilshire
5000
Index
SM
Fund

   

Wilshire
International
Equity
Fund

   

Wilshire
Income
Opportunities
Fund

 

Tax cost of portfolio investments

  $ 149,712,616     $ 188,261,996     $ 50,592,120     $ 57,063,209     $ 60,264,791     $ 398,708,206     $ 319,098,309  

Gross unrealized appreciation

  $ 62,013,579     $ 18,378,771     $ 8,228,628     $ 4,534,409     $ 111,337,279     $ 29,755,330     $ 3,618,044  

Gross unrealized depreciation

    (8,671,059 )     (21,895,037 )     (5,953,974 )     (10,014,296 )     (4,508,030 )     (42,305,610 )     (12,617,838 )

Net unrealized appreciation (depreciation)

  $ 53,342,520     $ (3,516,266 )   $ 2,274,654     $ (5,479,887 )   $ 106,829,249     $ (12,550,280 )   $ (8,999,794 )

 

144

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

The differences between book and tax-basis unrealized appreciation (depreciation) are attributable primarily to the tax deferral of losses on wash sales and investment in passive foreign investment companies.

 

The tax character of distributions declared during the years ended December 31, 2018 and 2017 was as follows:

 

Portfolio

 

2018
Ordinary
Income

   

2018
Long-Term
Capital Gains

   

2017
Ordinary
Income

   

2017
Long-Term
Capital Gains

 

Large Company Growth Portfolio

  $ 2,240,277     $ 27,070,477     $ 2,084,944     $ 16,542,862  

Large Company Value Portfolio

    4,328,602       12,086,254       9,726,872       6,140,150  

Small Company Growth Portfolio

    281,539       2,810,134       1,210,846       3,215,807  

Small Company Value Portfolio

    905,824       2,313,423       1,049,935       3,441,792  

Wilshire 5000 IndexSM Fund

    2,704,449       6,901,955       2,666,332       12,803,168  

Wilshire International Equity Fund

    6,145,911       13,584,130       1,692,329        

Wilshire Income Opportunities Fund

    10,781,680             13,133,583       1,067,674  

 

As of December 31, 2018, the components of accumulated earnings (deficit) on a tax basis were as follows:

 

Portfolio

 

Large
Company
Growth
Portfolio

   

Large
Company
Value
Portfolio

   

Small
Company
Growth
Portfolio

   

Small
Company
Value
Portfolio

   

Wilshire
5000
Index
SM
Fund

   

Wilshire
International
Equity
Fund

   

Wilshire
Income
Opportunities
Fund

 

Undistributed ordinary income

  $     $     $     $     $ 15,824     $ 275,153     $  

Undistributed long-term capital gain

    4,002,652       2,241,355                   1,084,994              

Accumulated capital and other losses

    (443,652 )     (496,919 )     (558,626 )     (552,460 )     (1,095 )     (3,150,961 )     (1,417,361 )

Unrealized appreciation (depreciation)

    53,342,520       (3,516,266 )     2,274,654       (5,479,887 )     106,829,249       (12,550,280 )     (8,999,794 )

Accumulated earnings (deficit)

  $ 56,901,520     $ (1,771,830 )   $ 1,716,028     $ (6,032,347 )   $ 107,928,972     $ (15,426,088 )   $ (10,417,155 )

 

During the year ended December 31, 2018, Wilshire International Equity Fund utilized $6,118,258 of capital loss carryforwards to offset current year gains.

 

As of December 31, 2018, Wilshire Income Opportunities Fund had the following capital loss carryforwards (“CLCFs”) for federal income tax purposes which do not expire:

 

Portfolio

 

Short-Term Loss

   

Long-Term Loss

   

Total

 

Wilshire Income Opportunities Fund

  $ 801,759     $ 73,743     $ 875,502  

 

145

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

Late year losses represent net qualified late year ordinary losses and specified net capital losses incurred after October 31, 2018. These losses are deemed to arise on the first day of the Portfolio’s next taxable year. For the year ended December 31, 2018, the following Portfolios intend to defer late year losses to January 1, 2019 for federal income tax purposes:

 

Portfolio

 

Late Year
Ordinary
Losses

   

Post October
Losses

 

Large Company Growth Portfolio

  $     $ 443,652  

Large Company Value Portfolio

          496,919  

Small Company Growth Portfolio

          558,626  

Small Company Value Portfolio

          552,460  

Wilshire 5000 IndexSM Fund

    1,095        

Wilshire International Equity Fund

          3,150,961  

Wilshire Income Opportunities Fund

    541,859        

 

These CLCFs and late year losses may be utilized in futures years to offset net realized capital gains, if any, prior to distributing such gains to shareholders.

 

For the year ended December 31, 2018, the following reclassifications were made on the Statements of Assets and Liabilities as a result of permanent differences in the recognition of capital gains or losses under income tax regulations and GAAP:

 

Portfolio

 

Large
Company
Growth
Portfolio

   

Large
Company
Value
Portfolio

   

Small
Company
Growth
Portfolio

   

Small
Company
Value
Portfolio

   

Wilshire
5000
Index
SM
Fund

   

Wilshire
International
Equity
Fund

   

Wilshire
Income
Opportunities
Fund

 

Paid-in capital

  $ (1 )   $ (1 )   $ (240,047 )   $ (1 )   $ 6     $     $ (56,980 )

Accumulated earnings (deficit)

  $ 1     $ 1     $ 240,047     $ 1     $ (6 )   $     $ 56,980  

 

Such reclassifications, the result of permanent differences between financial statement and income tax reporting requirements, had no effect on each Portfolio’s net assets or NAV per share.

 

11. Indemnifications.

 

In the normal course of business, the Company, on behalf of the Portfolios, enters into contracts that provide general indemnifications. The Portfolios’ maximum exposure under these arrangements is dependent on claims that may be made against the Portfolios in the future and, therefore, cannot be estimated; however, based on experience, the risk of material loss from such claims is considered remote.

 

146

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

12. Certain Investment Risks.

 

Asset-Backed Securities (“ABS”) Risk – Investors in ABS, including mortgage-backed securities (“MBS”) and structured finance investments, generally receive payments that are part interest and part return of principal. These payments may vary based on the rate at which the underlying borrowers pay off their loans or other future expected receivables of assets or cash flows. Some ABS, including MBS, may have structures that make their reaction to interest rates and other factors difficult to predict, making them subject to liquidity risk.

 

Collateralized debt obligation (“CDO”) risk – A CDO is an ABS whose underlying collateral is typically a portfolio of bonds, bank loans, other structured finance securities and/or synthetic instruments. Investors in CDOs bear the credit risk of the underlying collateral. Multiple tranches of securities are issued by the CDO, offering investors various maturity and credit risk characteristics. Tranches are categorized as senior, mezzanine, and subordinated/equity, according to their degree of risk. If there are defaults or the CDO’s collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches, and scheduled payments to mezzanine tranches take precedence over those to subordinated/equity tranches. CDOs are subject to the same risk of prepayment described for certain mortgage-related and ABS, and are subject to credit risk, interest rate risk and default risk. The market value of CDOs may be affected by changes in the market’s perception of the creditworthiness of the servicing agent for the pool or the originator.

 

Forward contracts risk – There may be an imperfect correlation between the price of a forward contract and the underlying security, index or currency which will increase the volatility of Wilshire Income Opportunities Fund’s NAV. The Portfolio bears the risk of loss of the amount expected to be received under a forward contract in the event of the default or bankruptcy of a counterparty. If such a default occurs, the Portfolio will have contractual remedies pursuant to the forward contract, but such remedies may be subject to bankruptcy and insolvency laws that could affect the Portfolio’s rights as a creditor. Forward currency transactions include risks associated with fluctuations in foreign currency.

 

Interest rate risk – For debt securities, interest rate risk is the possibility that the market price will fall because of changing interest rates. In general, debt securities’ market prices rise or fall inversely to changes in interest rates. If interest rates rise, bond market prices generally fall; if interest rates fall, bond market prices generally rise. In addition, for a given change in interest rates, the market price of longer-maturity bonds fluctuates more (gaining or losing more in value) than shorter-maturity bonds. There may be less governmental intervention in influencing interest rates in the near future. If so, it could cause an increase in interest rates, which would have a negative impact on the market prices of fixed income securities and could negatively affect a Portfolio’s NAV.

 

Credit risk – A Portfolio’s debt instruments are subject to credit risk, which is the risk that an issuer will be unable, or will be perceived to be unable, to repay its obligations at maturity. Funds that invest primarily in high quality securities generally are subject to less credit risk than funds that invest in lower quality securities. Certain securities are backed by credit enhancements from various financial institutions and financial guarantee assurance agencies. These credit enhancements reinforce the credit quality of the individual securities; however, if any of the financial institutions or financial guarantee assurance agencies’ credit quality should deteriorate, it could cause the individual security’s credit quality to change. Additionally, if a Portfolio concentrates its credit enhancements in any one financial institution, the risk of credit quality deterioration increases. The value of ABS may be affected by the credit risk of the servicing agent for

 

147

 

 

Wilshire Mutual Funds, Inc.

 

Notes to Financial Statements - (Continued)

 

December 31, 2018

 

the pool, the originator of the loans or receivables, or the financial institution(s) providing the credit support. In addition to credit risk, ABS and other securities with early redemption features are subject to pre-payment risk. During periods of declining interest rates, prepayment of loans underlying ABS can be expected to accelerate or an issuer may retire an outstanding bond early to reduce interest costs. A Portfolio’s ability to maintain positions in such securities will be affected by reductions in the principal amount of such securities resulting from prepayments, and its ability to reinvest the returns of principal at comparable yields is subject to generally prevailing interest rates at that time.

 

Counterparty credit risk – Counterparty credit risk is the risk that a counterparty to a financial instrument will fail on a commitment that it has entered into with a Portfolio. A Portfolio’s Sub-Adviser seeks to minimize counterparty credit risk by monitoring the creditworthiness of each counterparty on an ongoing basis.

 

Foreign security risk – Wilshire International Equity Fund and Wilshire Income Opportunities Fund invest in securities of foreign issuers in various countries. These investments may involve certain considerations and risks not typically associated with investments in the United States as a result of, among other factors, the possibility of future political and economic developments and the level of governmental supervision and regulation of securities markets in foreign countries. The market values of the Portfolios’ investments will change in response to interest rate changes and other factors. During periods of falling interest rates, the values of fixed income securities generally rise. Conversely, during periods of rising interest rates, the values of such securities generally decline.

 

Changes by recognized rating agencies in the ratings of any fixed income security and in the ability of an issuer to make payments of interest and principal may also affect the value of these investments. Also, the ability of the issuers of debt securities held by the Portfolios to meet their obligations may be affected by economic and political developments in a specific country, industry or region.

 

Investments in Loans Risk – Investments in loans involve special types of risks, including credit risk, interest rate risk, counterparty risk and prepayment risk. Loans may offer a fixed or floating interest rate. Loans are often generally below investment grade and may be unrated. Loans may be difficult to value and some can be subject to liquidity risk.

 

Sector Risk – If a Portfolio has significant investments in the securities of issuers in industries within a particular sector, any development affecting that sector will have a greater impact on the value of the net assets of the Portfolio than would be the case if the Portfolio did not have significant investments in that sector. In addition, this may increase the risk of loss of an investment in the Portfolio and increase the volatility of the Portfolio’s NAV per share. From time to time, circumstances may affect a particular sector and the companies within such sector. For instance, economic or market factors, regulation or deregulation, or other developments may negatively impact all companies in a particular sector and therefore the value of a Portfolio’s holdings would be adversely affected. As of December 31, 2018, Large Company Growth Portfolio had 26.1% of the value of its net assets invested in stocks within the Information Technology sector; Large Company Value Portfolio had 26.0% of the value of its net assets invested in stocks within the Financials sector; Small Company Growth Portfolio had 26.9% and 26.2% of the value of its net assets invested in stocks within the Health Care and Information Technology sectors, respectively; and Small Company Value Portfolio had 31.7% of the value of its net assets invested in stocks within the Financials sector.

 

A more complete description of risks is included in each Portfolio’s prospectus and Statement of Additional Information.

 

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Notes to Financial Statements - (Continued)

 

December 31, 2018

 

13. Contingencies.

 

Wilshire 5000 IndexSM Fund was named as a defendant and a putative member of a proposed defendant class of shareholders in a lawsuit filed on December 7, 2010 in the U.S. Bankruptcy Court for the District of Delaware and on March 6, 2012 in the District Court for the Southern District of New York, in connection with Tribune Company’s Chapter 11 bankruptcy proceeding. The 2010 lawsuit was brought by the official Committee of Unsecured Creditors of the Tribune Company and the 2012 lawsuit was brought by Deutsche Bank, as trustee for senior noteholders of Tribune Company. Both lawsuits relate to a leveraged buyout transaction by which Tribune Company converted to a privately-held company in 2007 less than a year prior to Tribune Company’s bankruptcy filing. The putative defendant class is comprised of beneficial owners of shares of Tribune Company who meet certain jurisdictional requirements and received proceeds of the leveraged buyout. The plaintiffs seek to recover those proceeds, together with interest and attorneys’ fees and expenses, as fraudulent transfers under the Bankruptcy Act or various state laws. In 2013, the Complaint in the 2012 lawsuit was dismissed and the Second Circuit Court of Appeals recently affirmed the dismissal and the plaintiffs filed a petition for review by the Supreme Court. In April, 2018, the Supreme Court deferred consideration of the petition to allow the Second Circuit to consider whether it would be appropriate to vacate the judgment in light of a 2018 Supreme Court decision in another case. In May, 2018, the Second Circuit recalled its judgment mandate in anticipation of further panel review. The case remains pending before the Second Circuit. The District Court of New York has stayed the 2010 lawsuit pending a further decision by the Second Circuit in the 2012 lawsuit. The Adviser does not expect the Portfolio to be materially impacted by the lawsuits.

 

14. Subsequent Event Evaluation.

 

The Portfolios have evaluated the need for additional disclosures and/or adjustments resulting from subsequent events through the date these financial statements were issued. Based on this evaluation, no additional disclosures and/or adjustments were required to these financial statements.

 

149

 

 

Wilshire Mutual Funds, Inc.

 

Report of Independent Registered Public Accounting Firm

 

To the Shareholders and Board of Directors of
Wilshire Mutual Funds, Inc.

 

Opinion on the Financial Statements

We have audited the accompanying statements of assets and liabilities, including the condensed schedules of investments, of Wilshire Mutual Funds, Inc. comprising Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire 5000 IndexSM Fund, and Wilshire International Equity Fund, and the statement of assets and liabilities, including the schedules of investments, futures contracts, futures contracts sold short, centrally cleared credit default swap contracts and forward foreign currency contracts of Wilshire Income Opportunities Fund (the “Funds”) as of December 31, 2018, and the related statements of operations for the year then ended, the statements of changes in net assets, and the financial highlights for each of the two years in the period then ended, including the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of December 31, 2018, the results of their operations for the year then ended, and the changes in their net assets and the financial highlights for each of the two years in the period then ended, in conformity with accounting principles generally accepted in the United States of America.

 

The Funds’ financial highlights for the years ended December 31, 2016, and prior, were audited by other auditors whose report dated February 28, 2017, expressed an unqualified opinion on those financial highlights.

 

Basis for Opinion

These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

 

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

 

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our procedures included confirmation of securities owned as of December 31, 2018, by correspondence with the custodian, transfer agent, counterparties and brokers or by other appropriate auditing procedures where replies from counterparties or brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

 

We have served as the Funds’ auditor since 2017.

 

COHEN & COMPANY, LTD.
Cleveland, Ohio
February 28, 2019

 

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Wilshire Mutual Funds, Inc.

 

Additional Fund Information (Unaudited)

 

The Board of Directors, four of whom are not considered “interested persons” of the Company within the meaning of the 1940 Act (the “Independent Directors”), has responsibility for the overall management and operations of the Company. The Board establishes the Company’s policies and meets regularly to review the activities of the officers, who are responsible for day-to-day operations of the Company.

 

Set forth below are the names of the Directors and executive officers of the Company, their ages, business addresses, positions and terms of office, their principal occupations during the past five years, and other directorships held by them, including directorships in public companies. The address of each Director and officer is 1299 Ocean Avenue, Suite 700, Santa Monica, CA 90401.

 

Name and Age

Position
Held
with the
Company

Term of
Office
(1) and
Length of
Time
Served

Principal
Occupations
During the Past
Five Years

Number of
Funds/
Funds in
Complex
Overseen
by Director

Other Directorships
Held by Director Over
the Past Five Years

NON-INTERESTED DIRECTORS

Roger A. Formisano(2), 70

Director

Since 2002

Retired; formerly Vice President, University Medical Foundation, (2006 to 2018); formerly Director, The Center for Leadership and Applied Business, UW-Madison School of Business; Principal, R.A. Formisano & Company, LLC

8

Wilshire Variable Insurance Trust (1 Fund)

Edward Gubman, 68

Director

Since 2011

Retired; formerly Founder and Principal, Strategic Talent Solutions (2004 to 2009); Consultant, Gubman Consulting (2001 to 2003); Account Manager and Global Practice Leader, Hewitt Associates (1983 to 2000)

8

Wilshire Variable Insurance Trust (1 Fund)

Suanne K. Luhn, 64

Director

Since 2008

Retired; formerly Chief Compliance Officer, Bahl & Gaynor (investment adviser) (1990 to 2006)

8

Wilshire Variable Insurance Trust (1 Fund)

George J. Zock, 68

Director, Chairperson of the Board

Since 2006

Independent Consultant; Consultant, Horace Mann Service Corporation (2004 to 2005); Executive Vice President, Horace Mann Life Insurance Company and Horace Mann Service Corporation (1997 to 2003)

8

Wilshire Variable Insurance Trust (1 Fund); Armed Forces Insurance Exchange

 

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Wilshire Mutual Funds, Inc.

 

Additional Fund Information (Unaudited) - (Continued)

 

Name and Age

Position
Held
with the
Company

Term of
Office
(1) and
Length of
Time
Served

Principal
Occupations
During the Past
Five Years

Number of
Funds/
Funds in
Complex
Overseen
by Director

Other Directorships
Held by Director Over
the Past Five Years

INTERESTED DIRECTOR and PRESIDENT

Jason Schwarz(3), 44

Director and President

Director since 2018/ President since 2012

President, Wilshire Funds Management (since 2014); President, Wilshire Analytics (Since 2017); Managing Director, Head of Wilshire Funds Management’s Client Service, Sales, Marketing and Distribution functions (2005-2014).

8

Wilshire Variable Insurance Trust (1 Fund)

OFFICERS

Benkai Bouey, 48

Chief Compliance Officer

Since 2015

Chief Compliance Officer, Wilshire Associates Incorporated. (since 2012); Attorney, Benkai Bouey, Attorney at Law (2010-2013); Client Relationship Manager, Horizon Asset Management, Inc. (2008 to 2010)

N/A

N/A

Reena S. Lalji, 47

Secretary

Since 2009

Managing Director and General Counsel, Wilshire Associates Incorporated (since 2009); Senior Counsel, Royal Bank of Canada (2003 to 2008)

N/A

N/A

Nathan R. Palmer, 43

Vice President

Since 2011

Managing Director, Wilshire Funds Management (since 2011); Senior Investment Management Associate, Convergent Wealth Advisors (2009 to 2010); Director of Public Markets, Investment Office, California Institute of Technology (2008 to 2009). Treasury Manager, Retirement Investments, Intel Corporation (2004 to 2008)

N/A

N/A

Michael Wauters, 52

Treasurer

Since 2009

Chief Financial Officer, Wilshire Associates Incorporated (since 2012); Controller, Wilshire Associates Incorporated (2009 to 2012); Assistant Vice President- Financial Operations, Pacific Life Insurance Company (2000 to 2009)

N/A

N/A

 

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Wilshire Mutual Funds, Inc.

 

Additional Fund Information (Unaudited) - (Continued)

 

Name and Age

Position
Held
with the
Company

Term of
Office
(1) and
Length of
Time
Served

Principal
Occupations
During the Past
Five Years

Number of
Funds/
Funds in
Complex
Overseen
by Director

Other Directorships
Held by Director Over
the Past Five Years

Josh Emanuel, 39

Vice President

Since 2015

Managing Director, Wilshire Associates Incorporated (since 2015); Chief Investment Officer, Wilshire Funds Management (since 2015); Chief Investment Officer, The Elements Financial Group, LLC (2010-2015)

N/A

N/A

 

(1)

Each Director serves until the next shareholders’ meeting (and until the election and qualification of a successor), or until death, resignation, removal or retirement which takes effect no later than May 1 following his or her 75th birthday. Officers are elected by the Board on an annual basis to serve until their successors have been elected and qualified.

(2)

Mr. Formisano has a retirement account advised by TIAA, indirect parent company of NWQ, sub-adviser to the Small Company Value Portfolio.

(3)

Mr. Schwarz is considered an Interested Director because he is an officer of Wilshire.

 

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Wilshire Mutual Funds, Inc.

 

Additional Fund Information (Unaudited) - (Continued)

 

Information on Proxy Voting

A description of policies and procedures that the Portfolios use to determine how to vote proxies relating to portfolio securities, along with each Portfolio’s proxy voting record relating to portfolio securities held during most recent 12-month period ended June 30, is available at no charge, upon request by calling 1-888-200-6796, by e-mailing us at http://advisor.wilshire.com or on the SEC’s website at http://www.sec.gov.

 

Information on Form N-Q

The Company files its complete schedule of portfolio holdings with the SEC as of the end of the first and third quarters of each fiscal year on Form N-Q within sixty days after the end of period. The Company’s Forms N-Q are available on the SEC’s website at http://www.sec.gov.

 

Householding Policy

In order to reduce printing and mailing expenses, only one copy of each prospectus, annual and semi-annual report will be sent to all related accounts at a common address, unless you have indicated otherwise on your Account Application. Shareholders may revoke their consent to householding at any time by calling 1-888-200-6796. Upon receipt of a shareholder’s revocation, the Company will begin mailing individual copies of the above-referenced documents to the shareholder’s attention within 30 days.

 

154

 

 

Wilshire Mutual Funds, Inc.

 

Tax Information (Unaudited)

 

For the year ended December 31, 2018, the Portfolios designated the following long-term capital gain distributions:

 

Portfolio

 

Amount

 

Large Company Growth Portfolio

  $ 27,070,477  

Large Company Value Portfolio

  $ 12,086,254  

Small Company Growth Portfolio

  $ 2,810,134  

Small Company Value Portfolio

  $ 2,313,423  

Wilshire 5000 IndexSM Fund

  $ 6,901,955  

Wilshire International Equity Fund

  $ 13,584,130  

Wilshire Income Opportunities Fund

  $  

 

Of the distributions made by the following Portfolios, the corresponding percentages represent the amount of each distribution which will qualify for the dividends received deduction available to corporate shareholders:

 

Portfolio

Percentage

Large Company Growth Portfolio

79.70%

Large Company Value Portfolio

93.12%

Small Company Growth Portfolio

23.52%

Small Company Value Portfolio

84.77%

Wilshire 5000 IndexSM Fund

100.00%

Wilshire International Equity Fund

1.07%

Wilshire Income Opportunities Fund

1.31%

 

Pursuant to the Jobs and Growth Tax Relief Reconciliation Act of 2003, and as extended by Tax Relief, Unemployment Insurance Reauthorization and Jobs Creation Act of 2010, the Portfolios designate the following percentages of their income dividends distributed in 2018 as qualified dividend income as defined in Section 1(h)(II) of the Internal Revenue Code.

 

Portfolio

Percentage

Large Company Growth Portfolio

79.50%

Large Company Value Portfolio

93.44%

Small Company Growth Portfolio

18.37%

Small Company Value Portfolio

76.47%

Wilshire 5000 IndexSM Fund

100.00%

Wilshire International Equity Fund

98.61%

Wilshire Income Opportunities Fund

1.31%

 

 

155

 

 

Wilshire Mutual Funds, Inc.

 

Tax Information (Unaudited) - (Continued)

 

Pursuant to the American Jobs Creation Act of 2004, and as extended by Tax Relief, Unemployment Insurance Reauthorization and Jobs Creation Act of 2010, the Portfolios listed below designate the following percentages of short-term capital gain distributions as qualified short-term capital gain that is exempt from U.S. withholding tax when paid to foreign investors.

 

Portfolio

Percentage

Large Company Growth Portfolio

79.50%

Large Company Value Portfolio

93.44%

Small Company Growth Portfolio

18.37%

Small Company Value Portfolio

76.47%

Wilshire 5000 IndexSM Fund

100.00%

 

Foreign Tax Credit Pass Through

The Portfolios intend to elect to pass through to shareholders the income tax credit for taxes paid to foreign countries. Wilshire International Equity Fund’s foreign source income per share was $0.27 and the foreign tax expense per share was $0.03 per share. The pass-through of the foreign tax credit will only affect those persons who are shareholders on the dividend record date in December 2018. These shareholders will receive more detailed information along with their 2018 Form 1099-DIV.

 

156

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Advisory Agreement

 

(Unaudited)

 

Wilshire Mutual Funds, Inc. (the “Company”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end diversified investment company, which was incorporated under Maryland law on July 30, 1992. The Company operates as a series company and presently offers seven series:

 

● Large Company Growth Portfolio

● Large Company Value Portfolio

● Small Company Growth Portfolio

● Small Company Value Portfolio

● Wilshire 5000 Index Fund

● Wilshire Income Opportunities Fund

● Wilshire International Equity Fund

 

 

(Each of the foregoing series may be referred to herein as a “Fund” and collectively, as the “Funds.”)

 

During the six months ended December 31, 2018, the Board of Directors of the Company (the “Board,” with the members of the Board referred to individually as the “Directors”) approved the renewal for an additional one-year term of the investment advisory agreement between Wilshire Associates Incorporated (“Wilshire” or the “Adviser”), the investment adviser to each Fund, and the Company, with respect to each of the Funds (the “Advisory Agreement”).

 

The Advisory Agreement continues in effect from year to year provided that such continuance is specifically approved at least annually by (i) the Board or a majority of the outstanding voting securities (as defined in the 1940 Act) of each Fund, and, in either event, (ii) the vote of a majority of the Directors who are not “interested persons,” as defined by the 1940 Act, of the Funds (the “Independent Directors”) casting votes in person at a meeting called for such purpose.

 

The Board approved the renewal of the Advisory Agreement following an extensive process that concluded at the Board’s November 8-9, 2018 meeting (the “November Meeting”). As required by the 1940 Act, the approval was confirmed by the separate vote of the Independent Directors, casting votes in person at a meeting called for such purpose. As part of their review process, the Independent Directors were represented by independent legal counsel (“Independent Legal Counsel”), from whom the Independent Directors received separate legal advice and with whom they met separately. Independent Legal Counsel reviewed and discussed with the Independent Directors various key aspects of the Directors’ legal responsibilities relating to the proposed renewal of the Advisory Agreement and advised them of the relevant legal standards.

 

Information Requested and Received

 

At the direction of the Independent Directors, Independent Legal Counsel sent a memorandum to the Adviser requesting information regarding the Advisory Agreement to be provided to the Directors in advance of the November Meeting.

 

In response to the request for information, the Directors received information from the Adviser regarding the factors underlying its recommendation to approve the Advisory Agreement. In particular, the Directors received information from the Adviser as to each Fund describing: (i) the nature, extent and quality of services provided; (ii) the financial condition of the Adviser and its ability to provide the contracted-for services under the Advisory Agreement; (iii) the investment performance of the Fund as provided by the Adviser based upon data gathered from the Morningstar Direct database (“Morningstar”), along with a comparison to its benchmark index: (iv) the

 

157

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Advisory Agreement

 

(Unaudited) - (continued)

 

costs of services provided and estimated profits realized by the Adviser; (v) the extent to which economies of scale are realized as the Fund grows; (vi) whether fee levels reflect any possible economies of scale for the benefit of Fund shareholders; (vii) comparisons of amounts paid by other registered investment companies as provided by Wilshire based upon data gathered from Morningstar; and (viii) fall-out benefits realized by the Adviser from its relationship with the Fund. The Independent Directors also received a memorandum from Independent Legal Counsel describing their duties in connection with advisory contract proposals, and they were assisted in their review by Independent Legal Counsel.

 

Factors Considered

 

In connection with its deliberations regarding the proposed renewal of the Advisory Agreement, the Board considered such information and factors as it believed to be relevant in the exercise of its business judgement. As described below, the Board considered the nature, extent and quality of the services performed by the Adviser under the Advisory Agreement; comparative fees as provided by the Adviser; the profits realized by the Adviser; the extent to which the Adviser realizes economies of scale as a Fund grows; and whether any fall-out benefits are being realized by the Adviser. The Board also took into account the various materials received from the Adviser, its discussions with management and the guidance provided by Independent Legal Counsel in private sessions at which no representatives of the Adviser were present. In addition, as a part of its evaluation, the Board considered the assessment of performance made by the Investment Committee (which is comprised solely of Independent Directors), which met on November 8, 2018 to review data on the Adviser’s performance. Recognizing that the evaluation process with respect to the services provided by the Adviser is an ongoing one, the Board also considered information reviewed by the Board during the year at other Board and Board committee meetings. The Board considered the foregoing information and all materials provided in the context of its accumulated experience governing the Funds and weighed the factors and standards discussed with Independent Legal Counsel.

 

In deciding to approve the renewal of the Advisory Agreement, the Board did not identify any single factor as all-important or controlling and each Director, in the exercise of his or her business judgment, may attribute different weights to the various factors. The Board based its decision on the totality of the circumstances and relevant factors. This summary discusses the material factors and the conclusions with respect thereto that formed the basis for the Board’s approval and does not describe all of the matters considered. However, the Board concluded that each of the various factors referred to below favored such approval.

 

Based upon its evaluation of all materials provided, and its determination that it had received sufficient information to make an informed business decision with respect to the Advisory Agreement, the Board concluded that it was in the best interests of each Fund to approve the renewal of the Advisory Agreement.

 

Nature, Extent and Quality of Services

 

With respect to the nature, extent and quality of services provided by the Adviser, the Board considered the functions currently performed by the Adviser, noting that the Adviser performs certain administrative functions on behalf of the Funds. The Board considered the experience and skills of the senior management leading Fund operations, the experience and skills of the key personnel performing the functions under the Advisory Agreement and the resources made available to such personnel. In evaluating the services provided by the Adviser, the Board took into account each Fund’s portfolio management structure, whereby the Adviser identifies, evaluates and

 

158

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Advisory Agreement

 

(Unaudited) - (continued)

 

oversees managers it believes are “best-in-class” to act as sub-adviser(s) to the Fund. Thus, the Board considered the capabilities and expertise of the Adviser’s personnel responsible for implementing the multi-manager portfolio construction methodology and considered the information provided by the Adviser regarding investment oversight and risk management processes.

 

The Board considered the compliance program established by the Adviser and the level of compliance maintained for the Funds. In addition, the Board considered the regular reports it receives from the Funds’ Chief Compliance Officer regarding compliance policies and procedures established pursuant to Rule 38a-1 under the 1940 Act. The Board also took into account information regarding the Adviser’s disaster recovery and contingency plans and data protection safeguards, among other things.

 

The Board considered the Adviser’s financial condition, and considered the financial support provided by the Adviser to each of Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire Income Opportunities Fund and Wilshire International Equity Fund pursuant to expense limitation agreements. In this connection, the Board reviewed, among other things, the Adviser’s audited consolidated financial statements as of December 31, 2017, as well as information regarding the firm’s business plans. The Board also noted the Adviser’s commitment to ensuring that sufficient resources will continue to be available in the future for servicing the Funds.

 

In connection with its evaluation of the quality of services provided by the Adviser, the Board reviewed information on the performance of the Investment Class shares of each actively managed Fund—i.e., each of the Funds, with the exception of Wilshire 5000 Index Fund (the “Index Fund”)—for the annualized one-, three-, five- and ten-year periods ended September 30, 2018, as applicable, in comparison to each Fund’s benchmark and a peer group of funds determined by Wilshire based upon the Morningstar database for the same periods.

 

With respect to the Index Fund, the Board took into account that, unlike the other Funds, its investment objective is to replicate as closely as possible the performance of an index, the Wilshire 5000 Index. In this regard, the Board noted that, in view of the distinctive investment objective of the Index Fund and the expectations of shareholders, the investment performance of the Index Fund in absolute terms was not of the relevance that normally attaches to the performance of actively managed Funds. Of greater relevance to the Board was the extent to which the Index Fund’s performance tracked its benchmark and thus, the Board focused its attention on the tracking error data provided by Wilshire—which was provided for the one-, three-, five- and ten-year periods ended September 30, 2018—and how the Index Fund compared to its peers in this respect. The Board noted that the Index Fund’s peer group consisted of other large cap funds (growth, blend and value) which passively replicate domestic equity benchmarks.

 

In general, the Board considered performance results in light of each Fund’s investment objective, strategies and risks, and the responsibilities of the Adviser, as disclosed in the Fund’s prospectus. As to the Adviser’s performance, the Board made the observations and considered the factors noted below.

 

Large Company Growth Portfolio

 

 

The Fund’s annualized return for each period was below the Fund’s benchmark performance. In addition, the Fund underperformed its peer group median for the one- and ten-year periods, ranking in the third and fourth quintiles, respectively, of its peer group (the first quintile being the best performers and the fifth

 

159

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Advisory Agreement

 

(Unaudited) - (continued)

 

quintile being the worst performers). The Board noted, however, that the Fund outperformed its peer group median for the three- and five-year periods, ranking in the third quintile of its peer group for both periods. In assessing the Fund’s performance data, the Board took into account the Adviser’s explanation of the factors that detracted from performance, including as to individual manager performance.

 

Large Company Value Portfolio

 

 

The Fund’s annualized return for each period was below the Fund’s benchmark performance. In addition, the Fund underperformed its peer group median for the one-, three- and five-year periods, ranking in the fourth, third and fourth quintiles, respectively, of its peer group. The Fund outperformed its peer group median for the ten-year period, ranking in the third quintile of its peer group. In assessing the Fund’s performance data, the Board took into account the Adviser’s explanation of the factors that detracted from performance, including as to individual manager performance.

 

Small Company Growth Portfolio

 

 

Although the Fund’s annualized returns for the one-year, three-year and ten-year periods were below the Fund’s benchmark performance, the Fund outperformed its benchmark for the five-year period. The Fund also outperformed its peer group median for the three-, five- and ten-year periods, ranking in the third quintile of its peer group for the three-year period and in the second quintile for the five- and ten-year periods. The Fund underperformed its peer group median for the one-year period, ranking in the fourth quintile of its peer group. In assessing the Fund’s performance data, the Board took into account the Adviser’s explanation of the factors that detracted from performance, including as to individual manager performance. In this connection, the Board took into account the particular investment strategies employed by the Fund’s managers and observed that the Fund’s recent investment performance reflected the interrelationship of market conditions with such strategies.

 

Small Company Value Portfolio

 

 

Although the Fund’s annualized returns for the one-year and three-year periods were below the Fund’s benchmark performance, the Fund outperformed its benchmark for the five-year and ten-year periods. The Fund also outperformed its peer group median for the one-, three-, five- and ten-year periods, ranking in the second quintile of its peer group for the one-and three-year periods, in the first quintile for the five-year period and in the third quintile for the ten-year period.

 

Index Fund

 

 

The Index Fund’s tracking error was below its peer group median—i.e., the Index Fund tracked its index more closely than the median of its peer group—for the one-year, three-year and ten-year periods, ranking in the second quintile of its peer group for each of the periods. The Index Fund’s tracking error exceeded its peer group median by one basis point for the five-year period, ranking in the third quintile of its peer group. The Board also noted that although the Index Fund underperformed its index for all periods reviewed, these results were attributable primarily to the Index Fund’s expenses. The Board determined that the Index Fund tracked its index within an acceptable range.

 

160

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Advisory Agreement

 

(Unaudited) - (continued)

 

Wilshire Income Opportunities Fund

 

 

The Board took into account the Fund’s limited operating history and considered the available performance metrics. The Fund’s annualized returns for the one-year, year-to-date and quarter-to-date periods ended September 30, 2018 exceeded its benchmark. In addition, the Fund’s performance for the one-year period exceeded its peer group median, ranking in the second quintile of its peer group.

 

Wilshire International Equity Fund

 

 

The Board noted that the Fund changed its investment mandate from a domestic large cap core fund to an international large cap fund in April 2013 and changed its benchmark to the MSCI ACW ex-U.S. Index at the same time, so annualized peer returns and performance relative to the Index are not comparable for the ten-year period. Consequently, the Board focused on more recent performance metrics, noting that the Fund’s performance for the one-year, three-year and five-year periods exceeded its benchmark. In addition, the Fund’s performance for the one-year, three-year and five-year periods exceeded its peer group median, ranking in the first quintile of its peer group for the one-year and three-year periods and in the second quintile for the five-year period.

 

In evaluating each Fund’s performance metrics, the Board took into account its discussions with management regarding the factors that contributed to or detracted from performance, as the case may be, and considered the Adviser’s overall track record and reputation. After reviewing the foregoing and related factors, the Board concluded that: (i) each Fund’s performance was acceptable; or (ii) it was satisfied with the Adviser’s responses relating to investment performance.

 

In addition, based on the foregoing, the Board concluded that the Adviser and its personnel were qualified to continue to serve the Funds in such capacity and that it was satisfied with the nature, extent and quality of services provided by the Adviser to each Fund.

 

Comparative Fees

The Board compared each Fund’s actual management fee paid and total expense ratio for Investment Class shares to the applicable peer group of funds, as well as each Fund’s size relative to its peers. In considering the comparative fee and expense data provided by the Adviser, the Board made the following observations:

 

Large Company Growth Portfolio

 

 

Although each of the Fund’s total expense ratio and actual management fee paid was above the peer group median and the total expense ratio ranked in the fifth quintile of the Fund’s peer group, the actual management fee paid, which was 5 basis points above the peer group median, ranked in the fourth quintile (the first quintile being the lowest and the fifth quintile being the highest), which the Board concluded was competitive. The Board also considered the Adviser’s proposal to enter into a new expense limitation agreement with respect to the Fund. The Board took into account the foregoing proposal, and its anticipated effective date, in its assessment of the reasonableness of the Fund’s fees.

 

161

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Advisory Agreement

 

(Unaudited) - (continued)

 

Large Company Value Portfolio

 

 

Although each of the Fund’s total expense ratio and actual management fee paid was above the peer group median and the total expense ratio ranked in the fifth quintile of the Fund’s peer group, the actual management fee paid, which was 10 basis points above the peer group median, ranked in the fourth quintile, which the Board concluded was competitive. With respect to the Fund’s total expense ratio, the Board considered the Fund’s size relative to its peer group.

 

Small Company Growth Portfolio

 

 

Although the Fund’s total expense ratio was above the peer group median, ranking in the third quintile, the Fund’s actual management fee paid was below the peer group median and ranked in the first quintile. With respect to the Fund’s total expense ratio, the Board considered the Fund’s small size relative to its peer group. In addition, the Board took into account that the Adviser has entered into an expense limitation agreement with respect to the Fund.

 

Small Company Value Portfolio

 

 

Although the Fund’s total expense ratio was above the peer group median, ranking in the fourth quintile, the Fund’s actual management fee paid was below the peer group median and ranked in the first quintile. With respect to the Fund’s total expense ratio, the Board considered the Fund’s small size relative to its peer group. In addition, the Board took into account that the Adviser has entered into an expense limitation agreement with respect to the Fund.

 

Index Fund

 

 

Both the Fund’s total expense ratio and the actual management fee paid were below the peer group median, in each case ranking in the first quintile.

 

Wilshire Income Opportunities Fund

 

 

Although the Fund’s total expense ratio was above the peer group median, ranking in the fifth quintile, the Fund’s actual management fee paid was below the peer group median and ranked in the second quintile. With respect to the Fund’s total expense ratio, the Board considered the Fund’s size relative to its peer group. In addition, the Board took into account that the Adviser has entered into an expense limitation agreement with respect to the Fund.

 

Wilshire International Equity Fund

 

 

Each of the Fund’s total expense ratio and actual management fee paid was above the peer group median, each ranking in the fifth quintile of its peer group. In assessing the reasonableness of the Fund’s management fee, the Board took into account the Fund’s strong investment performance. The Board also considered that the Adviser has entered into an expense limitation agreement with respect to the Fund.

 

162

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Advisory Agreement

 

(Unaudited) - (continued)

 

As part of its evaluation of each Fund’s management fee, the Board considered how such fees compared to the Fund(s) with similar investment styles, to the extent applicable. The Board noted that the Adviser had not identified any other registered investment companies that it advises pursuant to similar investment strategies.

 

Based upon all of the above, the Board concluded that the management fee for each Fund was reasonable.

 

Costs of Services Provided and Profitability to Wilshire

 

With respect to the costs of services provided and profitability realized by Wilshire from its relationship with the Funds, the Board reviewed a profitability analysis and data from Wilshire, setting forth, among other things, gross revenues received by Wilshire, expenses allocated to the Company and the operating margin/profitability rate. In the course of its review of Wilshire’s profitability, the Board took into account the methods used by Wilshire to determine expenses and profit. The Board considered all of the foregoing in evaluating the costs of services provided, the profitability to Wilshire and the profitability rates presented, and concluded that the profits realized by Wilshire were not unreasonable in comparison with the costs of providing investment advisory services to the Funds.

 

Economies of Scale

 

The Board considered whether there have been economies of scale with respect to the management of the Funds as Fund assets grow, whether the Funds have appropriately benefited from any economies of scale, and whether there is potential for realization of economies of scale. The Board considered whether economies of scale in the provision of services to the Funds were being passed along to the shareholders. The Board noted the Adviser’s statements, including that it believes its management fees are appropriate and that, where possible, the Adviser has utilized common service providers across multiple funds in the complex in order to negotiate lower fees on behalf of the Funds.

 

As part of its assessment of economies of scale, the Board also considered that economies of scale may be shared through a number of means, including expense limitations, management fees set at competitive rates pre-assuming future asset growth and/or management fee breakpoints—i.e., a tiered fee schedule based on asset size. Thus, the Board considered the size of each Fund and the management fee it is charged, as well as the Adviser’s agreement to limit the expenses of certain Funds, including the proposed implementation of a new expense cap for Large Company Growth Portfolio. The Board also took into account that each Fund’s advisory fee schedule included a breakpoint at an asset level that had not yet been reached.

 

Based upon all of the above, the Board concluded that the management fee for each Fund reflects an appropriate recognition of any economies of scale.

 

Fall-Out Benefits

 

The Board considered the Adviser’s statement that benefits from its relationship with the Funds were limited to the advisory fees paid. The Board determined that the advisory fees were reasonable in light of any fall-out benefits.

 

Conclusion

 

Based upon all of the information considered and the conclusions reached, the Board determined that the terms of the Advisory Agreement continue to be fair and reasonable and that the continuation of the Advisory Agreement is in the best interests of each Fund.

 

163

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Sub-Advisory Agreements

 

(Unaudited)

 

Wilshire Mutual Funds, Inc. (the “Company”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end diversified investment company, which was incorporated under Maryland law on July 30, 1992. The Company operates as a series company and presently offers seven series:

 

● Large Company Growth Portfolio

● Large Company Value Portfolio

● Small Company Growth Portfolio

● Small Company Value Portfolio

● Wilshire 5000 Index Fund

● Wilshire Income Opportunities Fund

● Wilshire International Equity Fund

 

 

(Each of the foregoing series may be referred to herein as a “Fund” and collectively, as the “Funds.”)

 

During the six months ended December 31, 2018, the Board of Directors of the Company (the “Board,” with the members of the Board referred to individually as the “Directors”) approved the renewal for an additional one-year term of each subadvisory agreement between Wilshire Associates Incorporated (“Wilshire” or the “Adviser”), the investment adviser for each Fund, and each of the following subadvisers, with respect to the applicable Fund(s):

 

Subadviser

Fund(s)

Barrow, Hanley, Mewhinney & Straus, LLC (“BHMS”)

Large Company Value Portfolio

DoubleLine Capital LP (“DoubleLine”)

Wilshire Income Opportunities Fund

Loomis, Sayles & Company L.P. (“Loomis Sayles”)

Large Company Growth Portfolio

Los Angeles Capital Management and Equity Research, Inc. (“LA Capital”)

Large Company Growth Portfolio
Large Company Value Portfolio
Small Company Growth Portfolio
Small Company Value Portfolio
Wilshire 5000 Index Fund
Wilshire International Equity Fund

NWQ Investment Management Company, LLC (“NWQ”)

Small Company Value Portfolio

Pzena Investment Management, LLC (“Pzena”)

Large Company Value Portfolio

Ranger Investment Management, L.P. (“Ranger”)

Small Company Growth Portfolio

Victory Capital Management Inc., through its investment franchise NewBridge Asset Management (“NewBridge”)

Large Company Growth Portfolio

WCM Investment Management, LLC (“WCM”)

Wilshire International Equity Fund

 

(In the following text, the subadvisers are referred to collectively as “Subadvisers” or individually, a “Subadviser,” and the subadvisory agreements between Wilshire and the Subadvisers are referred to collectively as the “Subadvisory Agreements” or each, a “Subadvisory Agreement.”)

 

Each of the Subadvisory Agreements continues in effect from year to year provided that such continuance is specifically approved at least annually by (i) the Board or a majority of the outstanding voting securities (as defined in the 1940 Act) of each Fund, and, in either event, (ii) the vote of a majority of the Directors who are not “interested persons,” as defined by the 1940 Act, of the Funds (the “Independent Directors”) casting votes in person at a meeting called for such purpose.

 

164

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Sub-Advisory Agreements

 

(Unaudited) - (Continued)

 

The Board approved the renewal of each of the Subadvisory Agreements following an extensive process that concluded at the Board’s August 27-28, 2018 meeting (the “August Meeting”). As required by the 1940 Act, each approval was confirmed by the separate vote of the Independent Directors, casting votes in person at a meeting called for such purpose. As part of its review process, the Independent Directors were represented by independent legal counsel (“Independent Legal Counsel”), from whom the Independent Directors received separate legal advice and with whom they met separately. Independent Legal Counsel reviewed and discussed with the Independent Directors various key aspects of the Directors’ legal responsibilities relating to the proposed renewal of the Subadvisory Agreements and advised them of the relevant legal standards.

 

Information Requested and Received

 

At the direction of the Independent Directors, Independent Legal Counsel sent a memorandum to the Adviser requesting information regarding the proposed Subadvisory Agreements to be provided to the Directors in advance of the August Meeting.

 

In response to the request for information, the Directors received information from the Adviser regarding the factors underlying its recommendations to approve each Subadvisory Agreement. The Directors also received information from each Subadviser as to each Fund it managed describing: (i) the nature, extent and quality of services provided, (ii) the investment performance of the Subadviser in connection with the Fund; (iii) the financial condition of the Subadviser; (iv) the extent to which economies of scale are realized as a Fund grows; (v) whether fee levels reflect any possible economies of scale for the benefit of Fund shareholders; (vi) where applicable, comparisons of services rendered and amounts paid by other registered investment companies and any comparable advisory clients; and (vii) benefits realized by the Subadviser from its relationship with the Fund. The Independent Directors also received a memorandum from Independent Legal Counsel describing their duties in connection with advisory contract proposals, and they were assisted in their review by Independent Legal Counsel.

 

Factors Considered

 

In connection with its deliberations regarding the proposed renewal of the Subadvisory Agreements, the Board considered such information and factors as it believed to be relevant in the exercise of its business judgement. As described below, the Board considered the nature, extent and quality of the services performed by each Subadviser under the subadvisory arrangements (including the performance of each Fund or portion thereof); comparative fees as provided by each Subadviser; the profits realized by each Subadviser; the extent to which each Subadviser realizes economies of scale as a Fund grows; and whether any fall-out benefits are being realized by each Subadviser. The Board also took into account the various materials received from the Adviser, its discussions with management and the guidance provided by Independent Legal Counsel in private sessions at which no representatives of the Subadvisers were present. In addition, as a part of its evaluation, the Board considered the assessment of performance made by the Investment Committee (which is comprised solely of Independent Directors), which met on August 27, 2018 to review data on each Subadviser’s performance. Recognizing that the evaluation process with respect to the services provided by each of the Subadvisers is an ongoing one, the Board also considered information reviewed by the Board during the year at other Board and Board committee meetings. The Board considered the foregoing information and all materials provided in the context of its accumulated experience governing the Funds and weighed the factors and standards discussed with Independent Legal Counsel.

 

 165

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Sub-Advisory Agreements

 

(Unaudited) - (Continued)

 

In deciding to approve each of the Subadvisory Agreements, the Board did not identify any single factor as all-important or controlling and each Director, in the exercise of his or her business judgment, may attribute different weights to the various factors. The Board based its decision on the totality of the circumstances and relevant factors. This summary discusses the material factors and the conclusions with respect thereto that formed the basis for the Board’s approval and does not describe all of the matters considered. However, the Board concluded that each of the various factors referred to below favored such approval.

 

Based upon its evaluation of all materials provided, and its determination that it had received sufficient information to make an informed business decision with respect to the Subadvisory Agreements, the Board concluded that it was in the best interests of each Fund to approve the renewal of each of the Subadvisory Agreements.

 

Nature, Extent and Quality of Services

 

As to each Subadvisory Agreement and Subadviser, the Board considered the nature, extent and quality of services provided. The Board considered the firm’s overall reputation; track record and qualifications of the Subadviser; its investment approach and methodologies; the education, experience and skills of the Subadviser’s investment personnel responsible for the day-to-day portfolio management of the applicable Fund or portion thereof; and the resources made available to such personnel, as well as information regarding how the Subadviser compensates such personnel. The Board also considered the Subadviser’s compliance with investment policies and general legal compliance, in addition to information regarding each firm’s disaster recovery and contingency planning and policies with respect to portfolio execution, trading and proxy voting. The Board noted that it had received a copy of each Subadviser’s Form ADV, including the brochure (Part 2A), which provides additional information about other products the firm manages and the ownership structure of the firm, among other things. The Board also considered the analysis provided by the Adviser, including the metrics used by the Adviser to evaluate each Subadviser, which concluded that each Subadviser was providing reasonable services and had reasonable compliance policies and procedures in place. Also important to the Board’s analysis was the Adviser’s recommendation that each Subadvisory Agreement for each Fund be renewed for an additional term.

 

In connection with its evaluation of the quality of services provided by each Subadviser, the Board reviewed information comparing each Subadviser’s gross investment performance for each applicable Fund, or portion thereof, to a relevant benchmark (except for LA Capital with respect to the Wilshire 5000 Index Fund for which the Subadviser’s net performance was compared to the benchmark) for various periods ended June 30, 2018. The Board considered performance results in light of each Fund’s investment objective, strategies and risks, and the investment approach employed by the Fund’s Subadviser(s), as disclosed in the Fund’s prospectus. As to each Subadviser’s performance with respect to the applicable Fund or portion of such Fund, the Board made the observations and considered the factors noted below:

 

Large Company Growth Portfolio

 

 

LA Capital. The Subadviser outperformed for the quarter to-date, ten-year and since inception (July 31, 1996) periods ended June 30, 2018 and underperformed for the one-, three- and five-year periods ended June 30, 2018. The Board noted the information provided regarding the Subadviser’s portfolio management processes. The Board also considered the Adviser’s assessment of the nature, extent and quality of services

 

166

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Sub-Advisory Agreements

 

(Unaudited) - (Continued)

 

provided by the Subadviser, including that it is satisfied with the level of services provided. In addition, the Board took into account the Adviser’s commitment to continue to monitor closely the Subadviser’s performance given recent challenges experienced by the strategy.

 

 

Loomis Sayles. The Subadviser outperformed for the since inception (August 31, 2015) period ended June 30, 2018 and underperformed for the one-year period ended June 30, 2018. The Board noted the information provided regarding the Subadviser’s investment program for its portion of the Fund, including the description of market conditions in which the Subadviser’s strategy is expected to perform best. The Board also considered the Adviser’s assessment of the nature, extent and quality of services provided by the Subadviser, including the Adviser’s statement that it is satisfied with the level of services provided by the Subadviser but will continue to closely monitor the Subadviser’s performance.

 

 

NewBridge. The Subadviser outperformed for the quarter to-date, year-to-date, one-year and since inception (January 31, 2007) periods ended June 30, 2018 and underperformed for the three-, five- and ten-year periods ended June 30, 2018. The Board noted the information provided regarding the Subadviser’s portfolio construction approach. The Board also considered the Adviser’s assessment of the nature, extent and quality of services provided by the Subadviser, including the Adviser’s statement that it is satisfied with the level of services provided by the Subadviser but will continue to closely monitor performance.

 

Large Company Value Portfolio

 

 

BHMS. The Subadviser outperformed for all periods reviewed.

 

 

LA Capital. The Subadviser outperformed for the one-year, five-year and since inception (April 30, 2013) periods ended June 30, 2018 and underperformed for the three-year period ended June 30, 2018. The Board considered the Adviser’s statement that it is satisfied with the level of services provided by the Subadviser and that performance is in-line with expectations.

 

 

Pzena. The Subadviser outperformed for the one-, three-, five- and ten-year periods ended June 30, 2018.

 

Small Company Growth Portfolio

 

 

LA Capital. The Subadviser outperformed for the three-year, five-year, ten-year and since inception (July 31, 1996) periods ended June 30, 2018 and underperformed for the one-year period ended June 30, 2018.

 

 

Ranger. The Subadviser outperformed for the three-year, five-year and since inception (April 30, 2013) periods ended June 30, 2018 and underperformed for the one-year period ended June 30, 2018.

 

Small Company Value Portfolio

 

 

LA Capital. The Subadviser outperformed for the one-, three-, five- and ten-year periods ended June 30, 2018.

 

 

NWQ. The Subadviser outperformed for the one-year, three-year, five-year and since inception (April 30, 2013) periods ended June 30, 2018.

 

167

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Sub-Advisory Agreements

 

(Unaudited) - (Continued)

 

Wilshire 5000 Index Fund

 

 

LA Capital. The Subadviser underperformed for all periods reviewed. The Board noted that the Fund’s investment objective is to replicate as closely as possible the performance of the Wilshire 5000 Index (the “Index”) before the deduction of the Fund’s expenses. The Subadviser seeks to track the performance of the Index by partially replicating the holdings of the Index, as well as optimizing the portfolio’s exposures to certain factors. In this connection, the Board considered the Adviser’s assessment of the nature, extent and quality of services provided by the Subadviser, including the Adviser’s statement that the Subadviser’s performance is in-line with expectations. The Board also took into account that the Adviser is satisfied with the level of services provided by the Subadviser to the Fund.

 

Wilshire Income Opportunities Fund

 

 

DoubleLine. The Subadviser outperformed for all periods reviewed.

 

Wilshire International Equity Fund

 

 

LA Capital. The Subadviser outperformed for the one-year, three-year and since inception (June 30, 2014) periods ended June 30, 2018.

 

 

WCM. The Subadviser outperformed for the one-year, three-year and since inception (October 31, 2013) periods ended June 30, 2018.

 

With respect to each Subadviser’s resources and the ability of the Subadviser to carry out its responsibilities under the applicable Subadvisory Agreement, the Board considered the information provided regarding the Subadviser’s financial condition and available resources.

 

After reviewing and considering the foregoing and related factors, the Board concluded that, overall, it was satisfied with the nature, extent and quality of services provided, and expected to be provided, to each Fund pursuant to the applicable Subadvisory Agreement.

 

Subadvisory Fees

 

The Board considered each Fund’s subadvisory fees. The Board evaluated the competitiveness of the subadvisory fees based upon data supplied by each Subadviser about the fees charged to other clients. The Board also considered that the subadvisory fee rates were negotiated at arm’s length between the Adviser and each Subadviser, that the Adviser compensates the Subadviser from its fees and that the aggregate advisory fee had been deemed reasonable by the Board.

 

With respect to the Subadvisers’ reported fees for “Other Clients” with comparable investment policies and services, for the Subadvisers where the fees charged to the Adviser were higher than that charged to Other Clients, the Board determined that the fees charged to the Adviser were competitive.

 

Based upon all of the above, the Board determined that the subadvisory fees for each Fund were reasonable.

 

168

 

 

Wilshire Mutual Funds, Inc.

 

Board Approval of Sub-Advisory Agreements

 

(Unaudited) - (Continued)

 

Profitability to the Subadvisers

 

The Board noted that the Adviser compensates each Subadviser from its own advisory fees and that the fees were negotiated at arm’s length between the Adviser and each Subadviser. In addition, the Board noted that the revenues to the various Subadvisers were limited due to the current size of the Funds. The Board took these factors into consideration in concluding that the subadvisory fees were reasonable.

 

Economies of Scale

 

The Board considered whether there are economies of scale with respect to the subadvisory services provided to each Fund and whether the subadvisory fees reflect such economies of scale through breakpoints in fees. The Board also considered whether the effective subadvisory fee rate for each Fund under the Subadvisory Agreement is reasonable in relation to the asset size of such Fund. The Board concluded that the fee schedule for each Fund reflects an appropriate recognition of any economies of scale.

 

Fall-Out Benefits

 

The Board also considered the character and amount of other incidental benefits received by each Subadviser. The Board considered each Subadviser’s soft dollar practices, as applicable. The Board concluded that, taking into account the benefits arising from these practices, the fees charged under each Subadvisory Agreement were reasonable.

 

Conclusion

 

Based upon all of the information considered and the conclusions reached, the Board determined that the terms of each Subadvisory Agreement are fair and reasonable and that the approval of each Subadvisory Agreement is in the best interests of each Fund.

 

169

 

 

 

Wilshire Mutual Funds

 

Wilshire Associates Incorporated

1299 Ocean Avenue

Santa Monica, CA 90401

1-888-200-6796

http://advisor.wilshire.com

 

 

 

Item 2.Code of Ethics.

 

As of the end of the period covered by this report, the registrant has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. Pursuant to Item 13(a)(1), a copy of registrant’s code of ethics is filed as an exhibit to this Form N-CSR. During the period covered by this report, the code of ethics has not been amended, and the registrant has not granted any waivers, including implicit waivers, from the provisions of the code of ethics.

 

Item 3.Audit Committee Financial Expert.

 

The registrant’s board of trustees has determined that the registrant has at least one audit committee financial expert serving on its audit committee. The name of the audit committee financial expert is Mr. Roger A. Formisano. Mr. Formisano is “independent” for purposes of this Item.

 

Item 4.Principal Accountant Fees and Services.

 

(a)Audit Fees. The aggregate fees billed for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or for services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements were $112,500 and $112,500 with respect to the registrant’s fiscal years ended December 31, 2018 and 2017, respectively.

 

(b)Audit-Related Fees. No fees were billed in either of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item.

 

(c)Tax Fees. The aggregate fees billed for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were $29,000 and $29,000 with respect to the registrant’s fiscal years ended December 31, 2018 and 2017, respectively. The services comprising these fees are tax consulting and the preparation of the registrant’s federal income and excise tax returns.

 

(d)All Other Fees. No fees were billed in either of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item.

 

(e)(1)The audit committee has not adopted pre-approval policies and procedures described in paragraph (c)(7) of Rule 2-01 of Regulation S-X.

 

(e)(2)None of the services described in paragraph (b) through (d) of this Item were approved by the audit committee pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

 

(f)Less than 50% of hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the most recent fiscal year were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees.

 

 

 

(g)During the fiscal years ended December 31, 2018 and 2017, aggregate non-audit fees of $29,000 and $29,000, respectively, were billed by the registrant’s principal accountant for services rendered to the registrant. No non-audit fees were billed by the registrant's principal accountant in either of the last two fiscal years for services rendered to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the Adviser that provides ongoing services to the Trust.

 

(h)The registrant’s audit committee has determined that the provision of non-audit services that were rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant, that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant’s independence.

 

Item 5.Audit Committee of Listed Registrants.

 

Not applicable

 

Item 6.Schedule of Investments.

 

(a)The Schedules of Investment in securities of unaffiliated issuers as of the close of the reporting period for the Wilshire 5000 IndexSM Fund, the Large Company Growth Portfolio, the Large Company Value Portfolio, the Small Company Growth Portfolio, the Small Company Value Portfolio and the Wilshire International Equity Fund are listed below.

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS    
December 31, 2018    
     
COMMON STOCKS - 98.5%  Shares   Value 
Communication Services - 9.1%          
A.H. Belo Corp. - Class A   90   $303 
Activision Blizzard, Inc.   4,613    214,827 
Actua Corp. (a) (b) (g)   100    63 
Alphabet, Inc. - Class C (a)   4,183    4,331,956 
AMC Entertainment Holdings, Inc. - Class A (c)   107    1,314 
AMC Networks, Inc. - Class A (a)   356    19,537 
AT&T, Inc.   48,588    1,386,702 
Cars.com, Inc. (a) (c)   575    12,363 
CBS Corp. - Class B   2,533    110,742 
CenturyLink, Inc.   6,072    91,991 
Charter Communications, Inc. - Class A (a)   1,478    421,185 
Cinemark Holdings, Inc. (c)   775    27,745 
Clear Channel Outdoor Holdings, Inc. - Class A   1,000    5,190 
Cogent Communications Holdings, Inc.   200    9,042 
Comcast Corp. - Class A   27,208    926,431 
comScore, Inc. (a)   400    5,772 
Consolidated Communications Holdings, Inc. (c)   501    4,950 
Discovery, Inc. - Series A (a) (c)   798    19,743 
DISH Network Corp. - Class A (a)   1,375    34,334 
E.W. Scripps Co. (The) - Class A (c)   526    8,274 
Electronic Arts, Inc. (a)   1,940    153,085 
Entercom Communications Corp. - Class A (c)   250    1,428 
Entravision Communications Corp. - Class A (c)   100    291 
Facebook, Inc. - Class A (a)   16,109    2,111,728 
Gannett Co., Inc. (c)   1,050    8,957 
GCI Liberty, Inc. - Class A (a) (c)   681    28,030 
Gray Television, Inc. (a)   500    7,370 
IAC/InterActiveCorp (a)   450    82,368 
IDT Corp. - Class B (a)   16    99 
Interpublic Group of Cos., Inc. (The)   2,422    49,966 
John Wiley & Sons, Inc. - Class A   200    9,394 
Liberty Broadband Corp. - Series A (a)   1,381    99,170 
Liberty Media Corp. - Liberty Braves - Series A (a) (c)   360    8,978 
Liberty Media Corp. - Liberty Formula One - Series A (a) (c)   600    17,832 
Liberty Media Corp. - Liberty SiriusXM - Series A (a)   2,252    82,874 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Communication Services - 9.1% (Continued)        
Liberty TripAdvisor Holdings, Inc. - Series A (a)   790   $12,553 
Lions Gate Entertainment Corp. - Class B   1,033    15,371 
Live Nation Entertainment, Inc. (a)   1,137    55,997 
Loral Space & Communications, Inc. (a) (c)   300    11,175 
Madison Square Garden Co. (The) - Class A (a)   93    24,896 
Marcus Corp. (The) (c)   100    3,950 
Match Group, Inc. (c)   1,175    50,255 
Meredith Corp. (c)   300    15,582 
MSG Networks, Inc. - Class A (a) (c)   581    13,688 
National CineMedia, Inc. (c)   500    3,240 
Netflix, Inc. (a)   2,752    736,601 
New Media Investment Group, Inc.   301    3,483 
New York Times Co. (The) - Class A (c)   1,050    23,405 
News Corp. - Class A   2,853    32,382 
Nexstar Media Group, Inc. - Class A (c)   399    31,377 
Omnicom Group, Inc. (c)   1,714    125,532 
Pandora Media, Inc. (a) (c)   1,725    13,955 
Rosetta Stone, Inc. (a)   300    4,920 
Scholastic Corp.   325    13,085 
Shenandoah Telecommunications Co.   300    13,275 
Sinclair Broadcast Group, Inc. - Class A   425    11,195 
Sirius XM Holdings, Inc. (c)   12,225    69,805 
Spok Holdings, Inc.   400    5,304 
Sprint Corp. (a) (c)   5,547    32,284 
Take-Two Interactive Software, Inc. (a)   625    64,338 
TechTarget, Inc. (a)   800    9,768 
TEGNA, Inc.   1,725    18,751 
Telephone & Data Systems, Inc.   700    22,778 
T-Mobile US, Inc. (a)   2,125    135,171 
Travelzoo (a)   100    983 
TripAdvisor, Inc. (a)   634    34,198 
Twenty-First Century Fox, Inc. - Class A   6,588    317,015 
Twitter, Inc. (a)   5,300    152,322 
United States Cellular Corp. (a)   300    15,591 
Verizon Communications, Inc.   27,033    1,519,795 
Viacom, Inc. - Class B   2,082    53,507 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Communication Services - 9.1% (Continued)        
Vonage Holdings Corp. (a)   1,425   $12,440 
Walt Disney Co. (The)   8,748    959,219 
World Wrestling Entertainment, Inc. - Class A   600    44,832 
Yelp, Inc. (a) (c)   566    19,804 
Zayo Group Holdings, Inc. (a)   1,525    34,831 
Zillow Group, Inc. - Class C (a) (c)   748    23,622 
         15,056,309 
Consumer Discretionary - 10.4%          
1-800-FLOWERS.COM, Inc. - Class A (a) (c)   300    3,669 
Aaron's, Inc.   400    16,820 
Abercrombie & Fitch Co. - Class A (c)   425    8,521 
Adtalem Global Education, Inc. (a)   400    18,928 
Advance Auto Parts, Inc.   491    77,313 
Amazon.com, Inc. (a)   2,898    4,352,710 
American Axle & Manufacturing Holdings, Inc. (a) (c)   550    6,105 
American Eagle Outfitters, Inc.   1,225    23,679 
American Outdoor Brands Corp. (a)   475    6,109 
American Public Education, Inc. (a)   300    8,538 
Aramark   1,675    48,525 
Autoliv, Inc. (c)   648    45,509 
AutoNation, Inc. (a)   525    18,743 
AutoZone, Inc. (a)   206    172,698 
Barnes & Noble Education, Inc. (a)   347    1,391 
Barnes & Noble, Inc. (c)   550    3,900 
Beazer Homes USA, Inc. (a) (c)   200    1,896 
Bed Bath & Beyond, Inc. (c)   1,125    12,735 
Best Buy Co., Inc.   1,625    86,060 
Big 5 Sporting Goods Corp. (c)   200    518 
Big Lots, Inc. (c)   200    5,784 
Booking Holdings, Inc. (a)   308    530,505 
BorgWarner, Inc.   1,310    45,509 
Boyd Gaming Corp.   725    15,066 
Bridgepoint Education, Inc. (a)   500    3,505 
Bright Horizons Family Solutions, Inc. (a)   300    33,435 
Brinker International, Inc. (c)   175    7,697 
Brunswick Corp.   550    25,548 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Consumer Discretionary - 10.4% (Continued)          
Buckle, Inc. (The) (c)   350   $6,769 
Burlington Stores, Inc. (a)   548    89,143 
Caleres, Inc. (c)   425    11,828 
Callaway Golf Co.   500    7,650 
Career Education Corp. (a)   500    5,710 
CarMax, Inc. (a) (c)   1,080    67,748 
Carnival Corp.   2,825    139,273 
Carter's, Inc. (c)   382    31,179 
Cato Corp. (The) - Class A   300    4,281 
Cavco Industries, Inc. (a)   100    13,038 
Cheesecake Factory, Inc. (The) (c)   300    13,053 
Chico's FAS, Inc. (c)   1,300    7,306 
Children's Place, Inc. (The) (c)   132    11,892 
Chipotle Mexican Grill, Inc. (a)   137    59,155 
Choice Hotels International, Inc. (c)   450    32,211 
Churchill Downs, Inc.   67    16,344 
Citi Trends, Inc.   50    1,020 
Collectors Universe, Inc.   110    1,250 
Columbia Sportswear Co.   100    8,409 
Conn's, Inc. (a) (c)   500    9,430 
Cooper Tire & Rubber Co.   425    13,740 
Core-Mark Holding Co., Inc.   206    4,790 
Cracker Barrel Old Country Store, Inc. (c)   191    30,533 
Crocs, Inc. (a)   1,200    31,176 
CSS Industries, Inc.   50    449 
D.R. Horton, Inc.   2,073    71,849 
Dana, Inc.   900    12,267 
Darden Restaurants, Inc.   823    82,185 
Dave & Buster's Entertainment, Inc.   300    13,368 
Deckers Outdoor Corp. (a) (c)   25    3,199 
Dick's Sporting Goods, Inc. (c)   527    16,442 
Dillard's, Inc. - Class A (c)   347    20,928 
Dollar General Corp.   1,696    183,303 
Dollar Tree, Inc. (a)   1,736    156,796 
Domino's Pizza, Inc.   279    69,189 
Dorman Products, Inc. (a) (c)   200    18,004 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Consumer Discretionary - 10.4% (Continued)          
DSW, Inc. - Class A   550   $13,585 
Dunkin' Brands Group, Inc. (c)   600    38,472 
eBay, Inc. (a)   7,425    208,420 
Empire Resorts, Inc. (a) (c)   20    203 
Etsy, Inc. (a)   420    19,979 
Expedia Group, Inc.   757    85,276 
Express, Inc. (a) (c)   1,000    5,110 
Fiesta Restaurant Group, Inc. (a)   300    4,653 
Foot Locker, Inc.   1,025    54,530 
Ford Motor Co.   25,100    192,015 
Fossil Group, Inc. (a) (c)   400    6,292 
frontdoor, inc. (a)   487    12,959 
Gaia, Inc. (a) (c)   600    6,216 
GameStop Corp. - Class A (c)   550    6,941 
Gap, Inc. (The)   1,550    39,928 
General Motors Co.   9,440    315,768 
Gentex Corp.   2,195    44,361 
Gentherm, Inc. (a)   75    2,999 
Genuine Parts Co.   1,007    96,692 
G-III Apparel Group Ltd. (a)   275    7,670 
Golden Entertainment, Inc. (a) (c)   100    1,602 
Goodyear Tire & Rubber Co. (The)   1,825    37,248 
GoPro, Inc. - Class A (a) (c)   300    1,272 
Grand Canyon Education, Inc. (a)   200    19,228 
Green Brick Partners, Inc. (a)   45    326 
Group 1 Automotive, Inc. (c)   223    11,757 
GrubHub, Inc. (a) (c)   550    42,246 
Guess?, Inc.   400    8,308 
H&R Block, Inc.   1,310    33,235 
Hanesbrands, Inc. (c)   2,695    33,768 
Harley-Davidson, Inc.   1,150    39,238 
Hasbro, Inc.   700    56,875 
Helen of Troy Ltd. (a)   119    15,610 
Hibbett Sports, Inc. (a) (c)   200    2,860 
Hilton Grand Vacations, Inc. (a)   105    2,771 
Hilton Worldwide Holdings, Inc.   350    25,130 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Consumer Discretionary - 10.4% (Continued)          
Home Depot, Inc. (The)   7,864   $1,351,193 
Hooker Furniture Corp.   200    5,268 
Hyatt Hotels Corp. - Class A   300    20,280 
International Speedway Corp. - Class A   237    10,395 
iRobot Corp. (a) (c)   167    13,985 
Jack in the Box, Inc.   236    18,321 
K12, Inc. (a)   300    7,437 
KB Home (c)   375    7,163 
Kohl's Corp.   1,075    71,316 
L Brands, Inc.   1,484    38,094 
Lands' End, Inc. (a) (c)   278    3,950 
Las Vegas Sands Corp.   2,727    141,940 
La-Z-Boy, Inc.   425    11,777 
LCI Industries (c)   154    10,287 
Leaf Group Ltd. (a) (c)   200    1,370 
Lear Corp.   500    61,430 
Leggett & Platt, Inc.   910    32,614 
Lennar Corp. - Class A   1,250    48,938 
Libbey, Inc.   250    970 
Liberty Expedia Holdings, Inc. - Series A (a)   381    14,901 
Lithia Motors, Inc. - Class A (c)   134    10,228 
LKQ Corp. (a)   2,100    49,833 
Lowe's Cos., Inc.   6,056    559,332 
Lumber Liquidators Holdings, Inc. (a) (c)   241    2,294 
M.D.C. Holdings, Inc.   306    8,602 
Macy's, Inc.   2,223    66,201 
Marine Products Corp. (c)   700    11,837 
Marriott International, Inc. - Class A   2,349    255,007 
Marriott Vacations Worldwide Corp.   244    17,204 
Mattel, Inc. (a) (c)   2,255    22,527 
McDonald's Corp.   5,528    981,606 
Meritage Homes Corp. (a)   200    7,344 
MGM Resorts International   3,300    80,058 
Mohawk Industries, Inc. (a)   392    45,848 
Monro, Inc.   325    22,344 
Motorcar Parts of America, Inc. (a) (c)   300    4,992 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Consumer Discretionary - 10.4% (Continued)          
Movado Group, Inc. (c)   300   $9,486 
Murphy USA, Inc. (a)   296    22,685 
Nautilus, Inc. (a) (c)   50    545 
Newell Brands, Inc. (c)   3,415    63,485 
NIKE, Inc. - Class B   9,049    670,892 
Nordstrom, Inc. (c)   1,000    46,610 
Norwegian Cruise Line Holdings Ltd. (a)   325    13,777 
Nutrisystem, Inc.   300    13,164 
NVR, Inc. (a)   40    97,479 
O'Reilly Automotive, Inc. (a)   650    223,815 
Overstock.com, Inc. (a) (c)   300    4,074 
Oxford Industries, Inc. (c)   50    3,552 
Papa John's International, Inc. (c)   173    6,887 
Penn National Gaming, Inc. (a)   178    3,352 
Penske Automotive Group, Inc.   350    14,112 
Polaris Industries, Inc. (c)   340    26,071 
Pool Corp.   313    46,527 
PulteGroup, Inc.   1,915    49,771 
PVH Corp.   543    50,472 
Qurate Retail, Inc. (a)   2,919    56,979 
Ralph Lauren Corp.   406    42,005 
RCI Hospitality Holdings, Inc.   300    6,699 
Regis Corp. (a)   200    3,390 
RH (a) (c)   116    13,899 
Rocky Brands, Inc. (c)   100    2,600 
Ross Stores, Inc.   2,575    214,240 
Royal Caribbean Cruises Ltd.   1,087    106,298 
Sally Beauty Holdings, Inc. (a) (c)   700    11,935 
SeaWorld Entertainment, Inc. (a)   325    7,179 
Service Corp. International (c)   1,250    50,324 
ServiceMaster Global Holdings, Inc. (a)   975    35,821 
Shoe Carnival, Inc. (c)   600    20,106 
Shutterfly, Inc. (a) (c)   100    4,026 
Shutterstock, Inc. (c)   122    4,393 
Signet Jewelers Ltd. (c)   620    19,697 
Six Flags Entertainment Corp. (c)   600    33,378 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Consumer Discretionary - 10.4% (Continued)          
Skechers U.S.A., Inc. - Class A (a) (c)   750   $17,168 
Sleep Number Corp. (a) (c)   188    5,965 
Sonic Automotive, Inc. - Class A   300    4,128 
Sotheby's (a) (c)   428    17,009 
Speedway Motorsports, Inc.   400    6,508 
Stamps.com, Inc. (a) (c)   129    20,078 
Starbucks Corp.   9,643    621,008 
Steven Madden Ltd. (c)   450    13,617 
Strategic Education, Inc. (c)   87    9,868 
Superior Industries International, Inc. (c)   150    722 
Tailored Brands, Inc. (c)   475    6,479 
Tapestry, Inc.   1,900    64,125 
Target Corp.   4,111    271,695 
Tempur Sealy International, Inc. (a) (c)   298    12,337 
Tenneco, Inc. - Class A   450    12,326 
Tesla, Inc. (a) (c)   643    213,990 
Texas Roadhouse, Inc.   475    28,358 
Thor Industries, Inc. (c)   381    19,812 
Tiffany & Co. (c)   735    59,175 
TJX Cos., Inc. (The)   8,566    383,243 
Toll Brothers, Inc.   1,050    34,577 
TopBuild Corp. (a) (c)   325    14,625 
Tractor Supply Co.   1,061    88,530 
TRI Pointe Group, Inc. (a) (c)   1,100    12,023 
Tupperware Brands Corp.   300    9,471 
Ulta Beauty, Inc. (a)   369    90,346 
Under Armour, Inc. - Class A (a) (c)   2,425    42,850 
Universal Electronics, Inc. (a)   200    5,056 
Urban Outfitters, Inc. (a)   800    26,560 
Vail Resorts, Inc.   190    40,056 
Veoneer, Inc. (a) (c)   648    15,273 
VF Corp.   2,375    169,432 
Vista Outdoor, Inc. (a)   400    4,540 
Visteon Corp. (a) (c)   261    15,733 
Vitamin Shoppe, Inc. (a) (c)   300    1,422 
Wayfair, Inc. - Class A (a) (c)   300    27,024 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Consumer Discretionary - 10.4% (Continued)          
Weight Watchers International, Inc. (a) (c)   296   $11,411 
Wendy's Co. (The)   1,925    30,049 
Whirlpool Corp.   504    53,862 
Williams-Sonoma, Inc. (c)   500    25,225 
Winnebago Industries, Inc.   175    4,237 
Wolverine World Wide, Inc. (c)   725    23,120 
Wyndham Destinations, Inc.   620    22,221 
Wyndham Hotels & Resorts, Inc.   620    28,129 
Wynn Resorts Ltd.   621    61,423 
Yum! Brands, Inc.   2,289    210,405 
Zumiez, Inc. (a) (c)   300    5,751 
         17,217,439 
Consumer Staples - 6.9%          
Alico, Inc. (c)   200    5,900 
Altria Group, Inc.   11,691    577,418 
Andersons, Inc. (The)   75    2,242 
Archer-Daniels-Midland Co.   3,686    151,015 
B&G Foods, Inc. (c)   250    7,228 
Boston Beer Co., Inc. (The) - Class A (a)   100    24,084 
Brown-Forman Corp. - Class B   1,945    92,543 
Bunge Ltd.   1,050    56,112 
Cal-Maine Foods, Inc. (c)   18    761 
Campbell Soup Co. (c)   1,350    44,537 
Casey's General Stores, Inc. (c)   287    36,776 
Church & Dwight Co., Inc.   1,606    105,611 
Clorox Co. (The)   850    131,019 
Coca-Cola Co. (The)   25,460    1,205,530 
Colgate-Palmolive Co.   6,451    383,964 
Conagra Brands, Inc.   3,741    79,908 
Constellation Brands, Inc. - Class A   1,236    198,774 
Costco Wholesale Corp.   3,201    652,075 
Coty, Inc. - Class A   2,800    18,368 
Darling Ingredients, Inc. (a) (c)   975    18,759 
Dean Foods Co. (c)   567    2,160 
e.l.f. Beauty, Inc. (a) (c)   300    2,598 
Edgewell Personal Care Co. (a) (c)   446    16,658 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Consumer Staples - 6.9% (Continued)          
Energizer Holdings, Inc. (c)   592   $26,729 
Estée Lauder Cos., Inc. (The) - Class A   1,451    188,776 
Flowers Foods, Inc.   1,580    29,183 
Fresh Del Monte Produce, Inc.   100    2,827 
General Mills, Inc.   3,975    154,787 
Hain Celestial Group, Inc. (The) (a) (c)   600    9,516 
Herbalife Nutrition Ltd. (a) (c)   1,300    76,635 
Hershey Co. (The)   1,099    117,791 
Hormel Foods Corp. (c)   1,875    80,025 
Ingles Markets, Inc. - Class A (c)   150    4,083 
Ingredion, Inc.   441    40,307 
Inter Parfums, Inc.   300    19,671 
J & J Snack Foods Corp.   70    10,121 
J.M. Smucker Co. (The)   852    79,653 
Kellogg Co.   1,903    108,490 
Keurig Dr Pepper, Inc.   1,258    32,255 
Kimberly-Clark Corp.   2,431    276,988 
Kraft Heinz Co. (The)   4,495    193,465 
Kroger Co. (The)   6,075    167,063 
Lamb Weston Holdings, Inc.   1,157    85,109 
Lancaster Colony Corp.   112    19,808 
Mannatech, Inc.   70    1,316 
McCormick & Co., Inc. (c)   677    94,265 
MGP Ingredients, Inc. (c)   200    11,410 
Molson Coors Brewing Co. - Class B   1,163    65,314 
Mondelēz International, Inc. - Class A   10,801    432,365 
Monster Beverage Corp. (a)   2,696    132,697 
Nu Skin Enterprises, Inc. - Class A   325    19,932 
PepsiCo, Inc.   9,119    1,007,467 
Philip Morris International, Inc.   10,726    716,068 
Pilgrim's Pride Corp. (a)   650    10,082 
Post Holdings, Inc. (a)   438    39,039 
PriceSmart, Inc.   115    6,797 
Procter & Gamble Co. (The)   16,340    1,501,972 
Sanderson Farms, Inc. (c)   143    14,198 
SpartanNash Co.   400    6,872 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Consumer Staples - 6.9% (Continued)          
Spectrum Brands Holdings, Inc. (c)   217   $9,168 
Sprouts Farmers Market, Inc. (a)   300    7,053 
Sysco Corp.   4,000    250,640 
Tootsie Roll Industries, Inc. (c)   27    902 
TreeHouse Foods, Inc. (a) (c)   385    19,523 
Tyson Foods, Inc. - Class A   1,911    102,047 
United Natural Foods, Inc. (a) (c)   150    1,589 
US Foods Holding Corp. (a)   475    15,029 
USANA Health Sciences, Inc. (a)   118    13,892 
Vector Group Ltd.   894    8,699 
Walgreens Boots Alliance, Inc.   6,349    433,827 
Walmart, Inc.   10,639    991,022 
WD-40 Co. (c)   45    8,247 
         11,458,754 
Energy - 4.9%          
Anadarko Petroleum Corp.   3,889    170,494 
Antero Resources Corp. (a) (c)   800    7,512 
Apache Corp. (c)   2,913    76,466 
Apergy Corp. (a)   565    15,300 
Arch Coal, Inc. - Class A (c)   163    13,527 
Archrock, Inc.   812    6,082 
Baker Hughes, a GE Co.   2,795    60,093 
BP Prudhoe Bay Royalty Trust   300    6,492 
Bristow Group, Inc. (a) (c)   200    486 
Cabot Oil & Gas Corp.   3,325    74,314 
California Resources Corp. (a)   472    8,043 
Callon Petroleum Co. (a) (c)   1,500    9,735 
CARBO Ceramics, Inc. (a) (c)   150    522 
Carrizo Oil & Gas, Inc. (a) (c)   400    4,516 
Cheniere Energy, Inc. (a)   1,625    96,184 
Chesapeake Energy Corp. (a) (c)   6,875    14,438 
Chevron Corp.   13,683    1,488,573 
Cimarex Energy Co.   596    36,743 
CNX Resources Corp. (a)   1,650    18,843 
Concho Resources, Inc. (a)   1,020    104,846 
ConocoPhillips   8,992    560,650 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Energy - 4.9% (Continued)          
CONSOL Energy, Inc. (a)   206   $6,532 
Continental Resources, Inc. (a)   830    33,358 
Cross Timbers Royalty Trust   200    2,232 
Dawson Geophysical Co. (a) (c)   81    274 
Delek US Holdings, Inc. (c)   301    9,786 
Devon Energy Corp.   3,766    84,886 
Diamond Offshore Drilling, Inc. (a) (c)   850    8,024 
Diamondback Energy, Inc. (c)   850    78,795 
Dril-Quip, Inc. (a) (c)   145    4,354 
EOG Resources, Inc.   3,898    339,944 
EQT Corp.   1,339    25,294 
Equitrans Midstream Corp. (a) (c)   1,071    21,441 
Era Group, Inc. (a)   300    2,622 
Exterran Corp. (a)   406    7,186 
Exxon Mobil Corp.   27,928    1,904,409 
Forum Energy Technologies, Inc. (a)   300    1,239 
Geospace Technologies Corp. (a)   226    2,330 
Green Plains, Inc. (c)   300    3,933 
Gulf Island Fabrication, Inc. (a) (c)   381    2,751 
Gulfport Energy Corp. (a) (c)   900    5,895 
Halliburton Co.   5,931    157,645 
Helix Energy Solutions Group, Inc. (a)   1,000    5,410 
Helmerich & Payne, Inc. (c)   550    26,367 
Hess Corp.   2,024    81,972 
HighPoint Resources Corp. (a) (c)   400    996 
HollyFrontier Corp.   1,158    59,197 
Key Energy Services, Inc. (a) (c)   925    1,915 
Kinder Morgan, Inc.   13,180    202,708 
KLX Energy Services Holdings, Inc. (a) (c)   126    2,955 
Laredo Petroleum, Inc. (a)   800    2,896 
Marathon Oil Corp.   5,647    80,978 
Marathon Petroleum Corp.   3,531    208,364 
Matador Resources Co. (a) (c)   375    5,824 
Matrix Service Co. (a)   450    8,073 
McDermott International, Inc. (a) (c)   525    3,434 
Murphy Oil Corp. (c)   1,025    23,975 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Energy - 4.9% (Continued)          
Nabors Industries Ltd. (c)   1,975   $3,950 
National Oilwell Varco, Inc.   2,661    68,388 
Newfield Exploration Co. (a) (c)   1,225    17,959 
Newpark Resources, Inc. (a) (c)   875    6,011 
Noble Energy, Inc.   2,476    46,450 
Oasis Petroleum, Inc. (a)   1,375    7,604 
Occidental Petroleum Corp.   5,700    349,865 
Oceaneering International, Inc. (a) (c)   500    6,050 
Oil States International, Inc. (a)   200    2,856 
ONEOK, Inc.   1,225    66,089 
Parsley Energy, Inc. - Class A (a)   1,425    22,772 
Patterson-UTI Energy, Inc.   1,100    11,385 
PBF Energy, Inc. - Class A   625    20,419 
PDC Energy, Inc. (a)   375    11,160 
Phillips 66   3,213    276,799 
Pioneer Natural Resources Co.   1,221    160,586 
QEP Resources, Inc. (a)   1,750    9,853 
Range Resources Corp. (c)   1,339    12,814 
Renewable Energy Group, Inc. (a)   114    2,930 
Rowan Cos. plc - Class A (a) (c)   900    7,551 
RPC, Inc. (c)   587    5,794 
Schlumberger Ltd.   9,396    339,007 
SemGroup Corp. - Class A (c)   450    6,201 
Ship Finance International Ltd. (c)   575    6,055 
SM Energy Co. (c)   450    6,966 
Southwestern Energy Co. (a)   3,325    11,338 
SRC Energy, Inc. (a) (c)   1,175    5,523 
Superior Drilling Products, Inc. (a) (c)   4,560    5,335 
Superior Energy Services, Inc. (a)   1,131    3,789 
Targa Resources Corp.   1,255    45,205 
Teekay Corp. (c)   775    2,589 
Unit Corp. (a) (c)   500    7,140 
Valero Energy Corp.   3,214    240,954 
Whiting Petroleum Corp. (a) (c)   480    10,891 
Williams Cos., Inc. (The)   5,250    115,763 
World Fuel Services Corp.   475    10,170 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Energy - 4.9% (Continued)          
WPX Energy, Inc. (a)   2,675   $30,361 
         8,156,425 
Financials - 14.1%          
Affiliated Managers Group, Inc.   428    41,704 
Aflac, Inc.   3,970    180,873 
AGNC Investment Corp.   2,175    38,150 
Alleghany Corp.   127    79,162 
Allstate Corp. (The)   1,615    133,447 
Ally Financial, Inc.   3,625    82,143 
American Equity Investment Life Holding Co.   625    17,463 
American Express Co.   4,313    411,114 
American Financial Group, Inc.   446    40,376 
American International Group, Inc.   6,150    242,371 
American National Insurance Co.   181    23,030 
Ameriprise Financial, Inc.   1,035    108,023 
Ameris Bancorp   300    9,501 
Annaly Capital Management, Inc.   6,939    68,140 
Anworth Mortgage Asset Corp.   1,500    6,060 
Apollo Commercial Real Estate Finance, Inc. (c)   600    9,996 
Apollo Investment Corp. (c)   575    7,130 
Arbor Realty Trust, Inc. (c)   200    2,014 
Arch Capital Group Ltd. (a)   1,857    49,619 
Ares Capital Corp. (c)   3,355    52,271 
Argo Group International Holdings Ltd.   72    4,842 
Arlington Asset Investment Corp. - Class A (c)   4    29 
Arthur J. Gallagher & Co.   1,225    90,283 
Artisan Partners Asset Management, Inc. - Class A   300    6,633 
Ashford, Inc. (a)   6    311 
Aspen Insurance Holdings Ltd.   350    14,697 
Associated Banc-Corp   900    17,811 
Assurant, Inc.   337    30,141 
Assured Guaranty Ltd.   775    29,667 
Axis Capital Holdings Ltd.   475    24,529 
Axos Financial, Inc. (a) (c)   372    9,367 
Bancorp, Inc. (The) (a)   50    398 
BancorpSouth Bank   675    17,645 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Financials - 14.1% (Continued)          
Bank of America Corp.   71,008   $1,749,636 
Bank of Hawaii Corp.   303    20,398 
Bank of New York Mellon Corp. (The)   7,163    337,161 
Bank of the Ozarks, Inc. (c)   765    17,465 
BankFinancial Corp.   700    10,465 
BankUnited, Inc.   825    24,701 
Banner Corp.   300    16,044 
Barings BDC, Inc. (c)   350    3,154 
BB&T Corp.   5,840    252,988 
Beneficial Bancorp, Inc.   549    7,845 
Berkley (W.R.) Corp.   687    50,776 
Berkshire Hathaway, Inc. - Class B (a)   14,686    2,998,587 
Berkshire Hills Bancorp, Inc.   300    8,091 
BGC Partners, Inc. - Class A   1,650    8,531 
BlackRock, Inc.   902    354,323 
Blackstone Mortgage Trust, Inc. - Class A (c)   600    19,116 
Blucora, Inc. (a)   250    6,660 
BOK Financial Corp.   296    21,706 
Boston Private Financial Holdings, Inc.   500    5,285 
Bridge Bancorp, Inc.   300    7,647 
Brighthouse Financial, Inc. (a) (c)   608    18,532 
Brookline Bancorp, Inc.   500    6,910 
Brown & Brown, Inc.   1,800    49,608 
Camden National Corp.   150    5,396 
Capital City Bank Group, Inc. (c)   350    8,124 
Capital One Financial Corp.   3,012    227,676 
Capitol Federal Financial, Inc.   1,000    12,770 
Capstead Mortgage Corp. (c)   700    4,669 
Cathay General Bancorp (c)   463    15,524 
Cboe Global Markets, Inc.   590    57,720 
CenterState Bank Corp.   367    7,722 
Central Pacific Financial Corp. (c)   300    7,305 
Charles Schwab Corp. (The)   8,589    356,700 
Chemical Financial Corp.   500    18,305 
Chimera Investment Corp.   1,455    25,928 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Financials - 14.1% (Continued)          
Cincinnati Financial Corp.   1,135   $87,872 
CIT Group, Inc.   1,350    51,665 
Citigroup, Inc.   19,155    997,208 
Citizens Financial Group, Inc.   3,375    100,339 
CME Group, Inc.   2,138    402,200 
CNA Financial Corp.   300    13,245 
CNO Financial Group, Inc.   1,100    16,368 
Cohen & Steers, Inc. (c)   50    1,716 
Columbia Banking System, Inc.   276    10,016 
Comerica, Inc.   1,083    74,391 
Commerce Bancshares, Inc. (c)   758    42,728 
Community Bank System, Inc. (c)   200    11,660 
Community Trust Bancorp, Inc. (c)   110    4,357 
Crawford & Co. - Class B   200    1,800 
Credit Acceptance Corp. (a) (c)   112    42,757 
Cullen/Frost Bankers, Inc. (c)   332    29,196 
CVB Financial Corp. (c)   600    12,138 
Discover Financial Services   2,775    163,670 
Donnelley Financial Solutions, Inc. (a)   159    2,231 
E*TRADE Financial Corp.   2,078    91,183 
Eagle Bancorp, Inc. (a) (c)   300    14,613 
East West Bancorp, Inc.   1,025    44,618 
Eaton Vance Corp.   850    29,903 
eHealth, Inc. (a)   175    6,724 
Employers Holdings, Inc.   75    3,148 
Encore Capital Group, Inc. (a) (c)   200    4,700 
Enova International, Inc. (a) (c)   297    5,780 
Enstar Group Ltd. (a) (c)   120    20,108 
Enterprise Financial Services Corp.   50    1,882 
Erie Indemnity Co. - Class A   174    23,196 
Evercore, Inc. - Class A   350    25,046 
Everest Re Group Ltd.   226    49,214 
Exantas Capital Corp. (c)   50    501 
EZCORP, Inc. - Class A (a) (c)   1,000    7,730 
F.N.B. Corp.   2,460    24,206 
FactSet Research Systems, Inc.   250    50,033 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Financials - 14.1% (Continued)          
FBL Financial Group, Inc. - Class A   300   $19,695 
Federated Investors, Inc. - Class B (c)   700    18,585 
FedNat Holding Co.   200    3,984 
Fidelity National Financial, Inc.   1,909    60,019 
Fifth Third Bancorp   5,276    124,144 
Financial Institutions, Inc.   200    5,140 
First American Financial Corp.   527    23,525 
First Bancorp   300    9,798 
First BanCorp.   1,366    11,748 
First Busey Corp.   325    7,976 
First Citizens BancShares, Inc. - Class A   50    18,853 
First Commonwealth Financial Corp. (c)   800    9,664 
First Community Bancshares, Inc. (c)   425    13,379 
First Financial Bancorp (c)   991    23,507 
First Financial Bankshares, Inc. (c)   300    17,307 
First Financial Corp.   100    4,015 
First Hawaiian, Inc.   300    6,753 
First Horizon National Corp. (c)   1,617    21,280 
First Interstate BancSystem, Inc. - Class A   300    10,968 
First Merchants Corp. (c)   425    14,565 
First Midwest Bancorp, Inc.   800    15,848 
First Republic Bank   1,013    88,030 
FirstCash, Inc.   221    15,989 
Franklin Resources, Inc. (c)   2,621    77,739 
FS KKR Capital Corp. (c)   1,925    9,972 
Fulton Financial Corp.   1,250    19,350 
Glacier Bancorp, Inc. (c)   550    21,791 
Goldman Sachs Group, Inc. (The)   2,765    461,892 
Golub Capital BDC, Inc.   475    7,833 
Granite Point Mortgage Trust, Inc. (c)   229    4,129 
Great Western Bancorp, Inc.   300    9,375 
Green Dot Corp. - Class A (a)   250    19,880 
Greenhill & Co., Inc. (c)   300    7,320 
Guaranty Bancorp   200    4,150 
Hallmark Financial Services, Inc. (a)   100    1,069 
Hancock Whitney Corp.   500    17,325 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Financials - 14.1% (Continued)          
Hanmi Financial Corp.   369   $7,269 
Hanover Insurance Group, Inc. (The)   300    35,031 
Hartford Financial Services Group, Inc. (The)   2,375    105,569 
Heartland Financial USA, Inc.   300    13,185 
Hercules Capital, Inc. (c)   775    8,564 
Heritage Commerce Corp.   50    567 
Hilltop Holdings, Inc.   550    9,807 
Home BancShares, Inc. (c)   950    15,523 
HomeStreet, Inc. (a)   300    6,369 
Hope Bancorp, Inc.   1,092    12,951 
Horace Mann Educators Corp.   375    14,044 
Huntington Bancshares, Inc.   7,172    85,490 
IBERIABANK Corp.   375    24,105 
Impac Mortgage Holdings, Inc. (a) (c)   85    321 
Independent Bank Corp. (c)   300    21,093 
Interactive Brokers Group, Inc. - Class A   500    27,325 
Intercontinental Exchange, Inc.   4,000    301,320 
International Bancshares Corp.   400    13,760 
INTL FCStone, Inc. (a)   500    18,290 
Invesco Ltd.   2,975    49,802 
Invesco Mortgage Capital, Inc. (c)   625    9,050 
Investment Technology Group, Inc.   1,000    30,240 
Investors Bancorp, Inc.   1,325    13,780 
Jefferies Financial Group, Inc.   2,432    42,220 
JPMorgan Chase & Co.   23,132    2,258,145 
Kearny Financial Corp. (c)   828    10,615 
Kemper Corp.   300    19,914 
KeyCorp   7,726    114,190 
Lakeland Financial Corp. (c)   300    12,048 
LegacyTexas Financial Group, Inc.   375    12,034 
Legg Mason, Inc.   750    19,133 
LendingTree, Inc. (a) (c)   90    19,761 
Lincoln National Corp.   1,600    82,096 
Loews Corp.   1,955    88,992 
LPL Financial Holdings, Inc.   200    12,216 
M&T Bank Corp.   967    138,407 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Financials - 14.1% (Continued)          
Maiden Holdings Ltd.   675   $1,114 
Main Street Capital Corp. (c)   475    16,060 
Markel Corp. (a)   138    143,251 
MarketAxess Holdings, Inc.   250    52,828 
Marsh & McLennan Cos., Inc.   3,129    249,537 
MB Financial, Inc.   540    21,400 
MBIA, Inc. (a) (c)   925    8,251 
Mercury General Corp.   300    15,513 
Meta Financial Group, Inc. (c)   300    5,817 
MetLife, Inc.   5,796    237,983 
MFA Financial, Inc.   2,250    15,030 
MGIC Investment Corp. (a)   1,500    15,690 
Moody's Corp.   1,218    170,569 
Morgan Stanley   10,300    408,394 
Morningstar, Inc.   207    22,737 
MSCI, Inc.   519    76,516 
Nasdaq, Inc.   725    59,138 
National General Holdings Corp.   525    12,710 
Navient Corp.   2,050    18,061 
Navigators Group, Inc. (The)   200    13,898 
NBT Bancorp, Inc. (c)   200    6,918 
Nelnet, Inc. - Class A (c)   25    1,309 
New Mountain Finance Corp. (c)   650    8,177 
New Residential Investment Corp. (c)   1,400    19,894 
New York Community Bancorp, Inc. (c)   3,062    28,814 
Northern Trust Corp.   1,738    145,279 
Northwest Bancshares, Inc. (c)   875    14,823 
Oaktree Special Lending Corp. (c)   1,750    7,403 
OceanFirst Financial Corp.   100    2,251 
OFG Bancorp   432    7,111 
Old National Bancorp (c)   950    14,630 
Old Republic International Corp.   1,661    34,167 
Old Second Bancorp, Inc.   400    5,200 
OneMain Holdings, Inc. (a)   300    7,287 
Oritani Financial Corp. (c)   400    5,900 
Pacific Premier Bancorp, Inc. (a)   300    7,656 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Financials - 14.1% (Continued)          
PacWest Bancorp   817   $27,190 
Park National Corp. (c)   87    7,391 
PennyMac Mortgage Investment Trust (c)   450    8,379 
People's United Financial, Inc.   1,983    28,615 
Pinnacle Financial Partners, Inc.   559    25,770 
PNC Financial Services Group, Inc. (The)   3,404    397,961 
Popular, Inc.   782    36,926 
PRA Group, Inc. (a) (c)   300    7,311 
Preferred Bank (c)   200    8,670 
Primerica, Inc. (c)   300    29,313 
Principal Financial Group, Inc.   1,100    48,587 
ProAssurance Corp.   230    9,329 
Progressive Corp. (The)   3,875    233,778 
Prospect Capital Corp. (c)   2,650    16,722 
Prosperity Bancshares, Inc.   500    31,150 
Provident Financial Services, Inc.   600    14,478 
Prudential Financial, Inc.   2,801    228,422 
Pzena Investment Management, Inc. - Class A (c)   2,077    17,966 
Radian Group, Inc.   1,445    23,641 
Raymond James Financial, Inc.   925    68,829 
Redwood Trust, Inc. (c)   450    6,782 
Regions Financial Corp.   8,081    108,124 
Reinsurance Group of America, Inc.   454    63,664 
RenaissanceRe Holdings Ltd.   290    38,773 
Renasant Corp.   400    12,072 
Republic Bancorp, Inc. - Class A   315    12,197 
RLI Corp.   425    29,321 
S&P Global, Inc.   1,782    302,833 
S&T Bancorp, Inc. (c)   350    13,244 
Sandy Spring Bancorp, Inc.   300    9,402 
Seacoast Banking Corp. of Florida (a)   150    3,903 
SEI Investments Co.   975    45,045 
Selective Insurance Group, Inc.   300    18,282 
ServisFirst Bancshares, Inc. (c)   400    12,748 
Signature Bank   387    39,787 
Simmons First National Corp. - Class A (c)   438    10,569 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Financials - 14.1% (Continued)         
SLM Corp. (a)   2,500   $20,775 
Solar Capital Ltd.   500    9,595 
South State Corp.   180    10,791 
Southside Bancshares, Inc. (c)   340    10,795 
Starwood Property Trust, Inc.   1,825    35,971 
State Auto Financial Corp. (c)   400    13,616 
State Street Corp.   2,476    156,161 
Sterling Bancorp   1,725    28,480 
Stewart Information Services Corp.   300    12,420 
Stifel Financial Corp.   340    14,083 
Stock Yards Bancorp, Inc. (c)   300    9,840 
SunTrust Banks, Inc.   3,030    152,832 
SVB Financial Group (a)   367    69,701 
Synchrony Financial   5,775    135,482 
Synovus Financial Corp.   947    30,295 
T. Rowe Price Group, Inc.   1,890    174,485 
TCF Financial Corp.   975    19,003 
TD Ameritrade Holding Corp.   2,053    100,515 
Texas Capital Bancshares, Inc. (a)   384    19,619 
TFS Financial Corp. (c)   525    8,468 
Tompkins Financial Corp. (c)   105    7,876 
Torchmark Corp.   566    42,184 
TowneBank   553    13,244 
Travelers Cos., Inc. (The)   1,672    200,222 
TriCo Bancshares   109    3,683 
TrustCo Bank Corp. (c)   1,208    8,287 
Trustmark Corp. (c)   425    12,083 
Two Harbors Investment Corp.   1,949    25,025 
U.S. Bancorp   10,204    466,322 
UMB Financial Corp. (c)   243    14,816 
Umpqua Holdings Corp.   1,500    23,850 
Union Bankshares Corp. (c)   275    7,763 
United Bankshares, Inc. (c)   553    17,204 
United Community Banks, Inc. (c)   474    10,172 
United Community Financial Corp. (c)   317    2,805 
United Financial Bancorp, Inc.   542    7,967 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Financials - 14.1% (Continued)          
United Fire Group, Inc.   300   $16,635 
United Security Bancshares (c)   406    3,889 
Unum Group   1,407    41,338 
Valley National Bancorp (c)   1,750    15,540 
Value Line, Inc.   200    5,202 
Virtus Investment Partners, Inc. (c)   48    3,813 
Voya Financial, Inc.   1,275    51,179 
Waddell & Reed Financial, Inc. - Class A (c)   525    9,492 
Washington Federal, Inc. (c)   433    11,565 
Washington Trust Bancorp, Inc.   100    4,753 
Webster Financial Corp.   675    33,271 
Wells Fargo & Co.   31,447    1,449,077 
WesBanco, Inc. (c)   350    12,842 
Westamerica Bancorp. (c)   83    4,621 
Western Alliance Bancorp. (a)   850    33,567 
Western New England Bancorp, Inc. (c)   200    2,008 
Wintrust Financial Corp.   425    28,258 
WisdomTree Investments, Inc. (c)   750    4,988 
World Acceptance Corp. (a)   100    10,226 
WSFS Financial Corp. (c)   300    11,373 
Zions Bancorp.   1,480    60,295 
         23,509,225 
Health Care - 14.0%          
Abbott Laboratories   12,635    913,889 
AbbVie, Inc.   10,100    931,118 
ABIOMED, Inc. (a)   250    81,260 
Acadia Healthcare Co., Inc. (a) (c)   475    12,212 
ACADIA Pharmaceuticals, Inc. (a) (c)   625    10,106 
Acorda Therapeutics, Inc. (a) (c)   375    5,843 
Aerie Pharmaceuticals, Inc. (a) (c)   350    12,635 
Agilent Technologies, Inc.   2,196    148,142 
Agios Pharmaceuticals, Inc. (a) (c)   300    13,833 
Akorn, Inc. (a)   600    2,034 
Alder Biopharmaceuticals, Inc. (a) (c)   300    3,075 
Alexion Pharmaceuticals, Inc. (a)   1,349    131,339 
Align Technology, Inc. (a)   454    95,081 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Health Care - 14.0% (Continued)          
Alkermes plc (a) (c)   1,000   $29,510 
Allergan plc   2,419    323,323 
Allscripts Healthcare Solutions, Inc. (a) (c)   1,225    11,809 
Alnylam Pharmaceuticals, Inc. (a) (c)   413    30,112 
AMAG Pharmaceuticals, Inc. (a) (c)   100    1,519 
Amedisys, Inc. (a)   201    23,539 
AmerisourceBergen Corp.   1,144    85,114 
Amgen, Inc.   3,950    768,946 
Amicus Therapeutics, Inc. (a) (c)   1,225    11,736 
AMN Healthcare Services, Inc. (a)   250    14,165 
Amneal Pharmaceuticals, Inc. (a) (c)   650    8,795 
Anika Therapeutics, Inc. (a)   100    3,361 
Anixa Biosciences, Inc. (a) (c)   3,590    14,145 
Anthem, Inc.   1,960    514,755 
Aptevo Therapeutics, Inc. (a) (c)   4,150    5,271 
Array BioPharma, Inc. (a) (c)   1,175    16,744 
Assertio Therapeutics, Inc. (a)   675    2,437 
athenahealth, Inc. (a)   192    25,331 
Avanos Medical, Inc. (a)   297    13,303 
AxoGen, Inc. (a)   550    11,237 
Baxter International, Inc.   3,963    260,845 
Becton, Dickinson and Co.   1,824    410,984 
Biogen, Inc. (a)   1,313    395,107 
BioMarin Pharmaceutical, Inc. (a)   978    83,277 
Bio-Rad Laboratories, Inc. - Class A (a)   99    22,990 
Bio-Techne Corp.   232    33,575 
bluebird bio, Inc. (a) (c)   168    16,666 
Boston Scientific Corp. (a)   7,964    281,448 
Bristol-Myers Squibb Co.   11,925    619,861 
Brookdale Senior Living, Inc. (a)   1,294    8,670 
Bruker Corp.   725    21,583 
Cambrex Corp. (a) (c)   350    13,216 
Cantel Medical Corp. (c)   200    14,890 
Capital Senior Living Corp. (a) (c)   100    680 
Cardinal Health, Inc.   2,048    91,341 
Cardiovascular Systems, Inc. (a)   325    9,259 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Health Care - 14.0% (Continued)          
CareDx, Inc. (a)   790   $19,861 
Catalent, Inc. (a)   550    17,149 
Celgene Corp. (a)   5,746    368,260 
CEL-SCI Corp. (a) (c)   4,780    13,719 
Centene Corp. (a)   1,333    153,695 
Cerner Corp. (a)   2,200    115,368 
Champions Oncology, Inc. (a) (c)   1,410    11,012 
Charles River Laboratories International, Inc. (a)   346    39,160 
Chemed Corp.   136    38,526 
Chimerix, Inc. (a)   300    771 
Cigna Corp.   2,747    521,721 
Clovis Oncology, Inc. (a) (c)   300    5,388 
Codexis, Inc. (a) (c)   1,187    19,823 
Computer Programs & Systems, Inc. (c)   100    2,510 
CONMED Corp.   300    19,260 
Cooper Cos., Inc. (The)   300    76,350 
CVS Health Corp.   9,008    590,203 
Danaher Corp.   4,019    414,438 
DaVita, Inc. (a)   1,033    53,158 
DENTSPLY SIRONA, Inc.   1,552    57,750 
Dermira, Inc. (a) (c)   300    2,157 
DexCom, Inc. (a)   298    35,700 
Dynavax Technologies Corp. (a) (c)   425    3,889 
Edwards Lifesciences Corp. (a)   1,473    225,619 
Eli Lilly & Co.   6,762    782,498 
Emergent BioSolutions, Inc. (a)   293    17,369 
Encompass Health Corp.   650    40,105 
Endo International plc (a)   922    6,731 
Ensign Group, Inc. (The)   300    11,637 
Exact Sciences Corp. (a) (c)   775    48,903 
Exelixis, Inc. (a)   1,875    36,881 
Fate Therapeutics, Inc. (a) (c)   1,270    16,294 
FibroGen, Inc. (a)   280    12,958 
Galectin Therapeutics, Inc. (a) (c)   3,690    12,657 
Genomic Health, Inc. (a)   200    12,882 
Gilead Sciences, Inc.   9,017    564,012 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Health Care - 14.0% (Continued)          
Haemonetics Corp. (a)   250   $25,013 
Halozyme Therapeutics, Inc. (a)   750    10,973 
Hanger, Inc. (a)   350    6,633 
HCA Healthcare, Inc.   2,203    274,163 
Henry Schein, Inc. (a) (c)   890    69,883 
Hill-Rom Holdings, Inc.   300    26,565 
HMS Holdings Corp. (a)   525    14,768 
Hologic, Inc. (a)   1,777    73,035 
Horizon Pharma plc (a)   1,125    21,983 
HTG Molecular Diagnostics, Inc. (a) (c)   4,810    12,217 
Humana, Inc.   848    242,935 
ICU Medical, Inc. (a)   100    22,963 
IDEXX Laboratories, Inc. (a)   599    111,426 
Illumina, Inc. (a)   752    225,547 
Immunomedics, Inc. (a) (c)   1,410    20,121 
Incyte Corp. (a)   1,343    85,401 
Innoviva, Inc. (a)   1,000    17,450 
Insulet Corp. (a) (c)   175    13,881 
Integer Holdings Corp. (a)   300    22,878 
Integra LifeSciences Holdings Corp. (a)   378    17,048 
Intercept Pharmaceuticals, Inc. (a) (c)   137    13,808 
Intrexon Corp. (a) (c)   400    2,616 
IntriCon Corp. (a) (c)   370    9,761 
Intuitive Surgical, Inc. (a)   495    237,065 
Ionis Pharmaceuticals, Inc. (a) (c)   700    37,842 
IQVIA Holdings, Inc. (a)   1,031    119,771 
Ironwood Pharmaceuticals, Inc. (a)   1,000    10,360 
Johnson & Johnson   17,555    2,265,472 
Laboratory Corp. of America Holdings (a)   670    84,661 
Lannett Co., Inc. (a)   300    1,488 
LHC Group, Inc. (a) (c)   100    9,388 
Ligand Pharmaceuticals, Inc. (a) (c)   164    22,255 
Loxo Oncology, Inc. (a)   120    16,808 
Madrigal Pharmaceuticals, Inc. (a) (c)   60    6,763 
Magellan Health, Inc. (a)   100    5,689 
Marker Therapeutics, Inc. (a) (c)   2,160    11,988 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Health Care - 14.0% (Continued)          
Masimo Corp. (a)   300   $32,211 
McKesson Corp.   1,508    166,589 
Medical Transcription Billing Corp. (a)   3,710    14,098 
Medicines Co. (The) (a) (c)   350    6,699 
Medidata Solutions, Inc. (a) (c)   125    8,428 
MEDNAX, Inc. (a)   600    19,800 
Merck & Co., Inc.   18,685    1,427,720 
Meridian Bioscience, Inc.   375    6,510 
Mettler-Toledo International, Inc. (a)   200    113,116 
Molina Healthcare, Inc. (a) (c)   300    34,866 
Momenta Pharmaceuticals, Inc. (a)   200    2,208 
Myriad Genetics, Inc. (a)   450    13,082 
Natus Medical, Inc. (a) (c)   75    2,552 
Nektar Therapeutics (a) (c)   650    21,366 
Neogen Corp. (a) (c)   466    26,562 
Neurocrine Biosciences, Inc. (a)   500    35,705 
Nevro Corp. (a)   162    6,300 
NextGen Healthcare, Inc. (a) (c)   575    8,711 
NuVasive, Inc. (a) (c)   290    14,372 
Nuvectra Corp. (a)   100    1,634 
NxStage Medical, Inc. (a)   450    12,879 
Omnicell, Inc. (a)   375    22,965 
OPKO Health, Inc. (a) (c)   3,000    9,030 
Owens & Minor, Inc. (c)   275    1,741 
Pacira Pharmaceuticals, Inc. (a)   75    3,227 
Paratek Pharmaceuticals, Inc. (a) (c)   6    31 
Patterson Cos., Inc. (c)   575    11,305 
Penumbra, Inc. (a) (c)   196    23,951 
PerkinElmer, Inc.   492    38,647 
Pfizer, Inc.   40,272    1,757,872 
Portola Pharmaceuticals, Inc. (a) (c)   300    5,856 
PRA Health Sciences, Inc. (a) (c)   300    27,588 
Premier, Inc. - Class A (a)   350    13,073 
Prestige Consumer Healthcare, Inc. (a) (c)   350    10,808 
Progenics Pharmaceuticals, Inc. (a)   800    3,360 
Providence Service Corp. (The) (a)   200    12,004 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Health Care - 14.0% (Continued)          
PTC Therapeutics, Inc. (a)   470   $16,130 
Puma Biotechnology, Inc. (a) (c)   254    5,169 
Quest Diagnostics, Inc.   877    73,028 
Quidel Corp. (a) (c)   300    14,646 
Quorum Health Corp. (a) (c)   208    601 
Regeneron Pharmaceuticals, Inc. (a)   469    175,172 
Repligen Corp. (a) (c)   300    15,822 
ResMed, Inc.   800    91,096 
Sage Therapeutics, Inc. (a) (c)   300    28,737 
Sarepta Therapeutics, Inc. (a) (c)   400    43,652 
SeaSpine Holdings Corp. (a)   100    1,824 
Seattle Genetics, Inc. (a)   625    35,413 
Select Medical Holdings Corp. (a)   725    11,129 
Simulations Plus, Inc. (c)   600    11,940 
STAAR Surgical Co. (a)   460    14,679 
Stryker Corp.   1,986    311,306 
Syneos Health, Inc. (a) (c)   300    11,805 
Teleflex, Inc. (c)   200    51,696 
Tenet Healthcare Corp. (a)   631    10,815 
TESARO, Inc. (a) (c)   174    12,920 
TherapeuticsMD, Inc. (a) (c)   1,275    4,858 
Thermo Fisher Scientific, Inc.   2,901    649,215 
Ultragenyx Pharmaceutical, Inc. (a) (c)   207    9,000 
United Therapeutics Corp. (a)   288    31,363 
UnitedHealth Group, Inc.   6,246    1,556,003 
Universal Health Services, Inc. - Class B   562    65,507 
Varex Imaging Corp. (a)   282    6,678 
Varian Medical Systems, Inc. (a)   607    68,779 
Veeva Systems, Inc. - Class A (a)   725    64,757 
Vericel Corp. (a)   1,410    24,534 
Vertex Pharmaceuticals, Inc. (a)   1,349    223,543 
Waters Corp. (a)   544    102,626 
WellCare Health Plans, Inc. (a)   329    77,674 
West Pharmaceutical Services, Inc. (c)   505    49,505 
Zafgen, Inc. (a) (c)   1,780    8,811 
Zimmer Biomet Holdings, Inc.   1,472    152,676 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Health Care - 14.0% (Continued)          
Zoetis, Inc.   3,275   $280,144 
         23,329,262 
Industrials - 9.9%          
3M Co.   4,146    789,979 
A.O. Smith Corp.   1,040    44,408 
AAON, Inc. (c)   225    7,889 
AAR Corp. (c)   300    11,202 
ABM Industries, Inc. (c)   500    16,055 
ACCO Brands Corp.   825    5,594 
Acme United Corp. (c)   300    4,275 
Actuant Corp. - Class A   290    6,087 
Acuity Brands, Inc.   275    31,611 
AECOM (a) (c)   977    25,891 
Aerojet Rocketdyne Holdings, Inc. (a) (c)   500    17,615 
AGCO Corp.   400    22,268 
Air Lease Corp.   600    18,126 
Aircastle Ltd. (c)   500    8,620 
Alaska Air Group, Inc.   834    50,749 
Albany International Corp. - Class A   100    6,243 
Allegiant Travel Co.   53    5,312 
Allison Transmission Holdings, Inc.   1,125    49,399 
Altra Industrial Motion Corp.   300    7,545 
AMERCO   100    32,811 
American Airlines Group, Inc. (c)   3,411    109,527 
American Woodmark Corp. (a) (c)   130    7,238 
AMETEK, Inc.   1,337    90,515 
Apogee Enterprises, Inc. (c)   200    5,970 
Applied Industrial Technologies, Inc.   375    20,228 
ArcBest Corp. (c)   300    10,278 
Arconic, Inc.   3,140    52,940 
Arcosa, Inc. (a)   350    9,692 
Armstrong Flooring, Inc. (a)   100    1,184 
Armstrong World Industries, Inc.   200    11,642 
ASGN, Inc. (a)   250    13,625 
Astec Industries, Inc.   200    6,038 
Astronics Corp. (a) (c)   300    9,135 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Industrials - 9.9% (Continued)          
Astronics Corp. - Class B (a)   155   $4,714 
Avis Budget Group, Inc. (a) (c)   392    8,812 
Axon Enterprise, Inc. (a) (c)   325    14,219 
AZZ, Inc.   225    9,081 
Barnes Group, Inc.   300    16,086 
Beacon Roofing Supply, Inc. (a) (c)   500    15,860 
BMC Stock Holdings, Inc. (a)   475    7,353 
Boeing Co. (The)   4,038    1,302,254 
Brady Corp. - Class A   145    6,302 
Briggs & Stratton Corp.   150    1,962 
Brink's Co. (The) (c)   150    9,698 
Builders FirstSource, Inc. (a)   450    4,910 
BWX Technologies, Inc.   612    23,397 
C.H. Robinson Worldwide, Inc.   900    75,681 
Carlisle Cos., Inc.   423    42,520 
Casella Waste Systems, Inc. - Class A (a)   100    2,849 
Caterpillar, Inc.   4,331    550,339 
CBIZ, Inc. (a)   300    5,910 
CECO Environmental Corp. (a) (c)   400    2,700 
Chart Industries, Inc. (a) (c)   300    19,509 
Cintas Corp. (c)   701    117,760 
CIRCOR International, Inc. (c)   184    3,919 
Clean Harbors, Inc. (a)   400    19,740 
Colfax Corp. (a)   625    13,063 
Columbus McKinnon Corp.   400    12,056 
Comfort Systems USA, Inc.   300    13,104 
Commercial Vehicle Group, Inc. (a)   300    1,710 
Copart, Inc. (a)   1,400    66,891 
CoStar Group, Inc. (a)   225    75,902 
Covanta Holding Corp. (c)   850    11,407 
Covenant Transportation Group, Inc. - Class A (a)   100    1,920 
Crane Co.   325    23,459 
CSX Corp.   6,225    386,758 
Cubic Corp.   300    16,122 
Cummins, Inc.   1,277    170,658 
Curtiss-Wright Corp.   300    30,636 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Industrials - 9.9% (Continued)          
Deere & Co.   1,971   $294,013 
Delta Air Lines, Inc.   4,290    214,071 
Deluxe Corp.   200    7,688 
DMC Global, Inc. (c)   400    14,048 
Donaldson Co., Inc.   925    40,136 
Dover Corp.   1,131    80,244 
Dun & Bradstreet Corp. (The)   213    30,404 
DXP Enterprises, Inc. (a)   100    2,784 
Dycom Industries, Inc. (a)   211    11,402 
Eaton Corp. plc   3,321    228,019 
EMCOR Group, Inc.   500    29,845 
Emerson Electric Co.   4,678    279,510 
Encore Wire Corp. (c)   200    10,036 
Energy Recovery, Inc. (a) (c)   500    3,365 
EnerSys   375    29,104 
Engility Holdings, Inc. (a)   179    5,094 
Ennis, Inc.   50    963 
EnPro Industries, Inc.   178    10,698 
Equifax, Inc.   795    74,038 
ESCO Technologies, Inc.   200    13,190 
Esterline Technologies Corp. (a)   190    23,076 
Expeditors International of Washington, Inc.   1,250    85,113 
Exponent, Inc.   540    27,383 
Fastenal Co. (c)   2,125    111,116 
Federal Signal Corp.   475    9,453 
FedEx Corp.   1,567    252,804 
Flowserve Corp. (c)   815    30,986 
Fluor Corp.   1,086    34,969 
Forrester Research, Inc.   255    11,399 
Fortive Corp.   1,835    124,156 
Fortune Brands Home & Security, Inc.   1,000    37,990 
Forward Air Corp.   300    16,455 
Franklin Electric Co., Inc.   275    11,792 
FreightCar America, Inc. (a) (c)   500    3,345 
FTI Consulting, Inc. (a) (c)   250    16,660 
GATX Corp. (c)   325    23,013 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Industrials - 9.9% (Continued)          
General Dynamics Corp.   1,520   $238,959 
General Electric Co.   57,876    438,121 
Genesee & Wyoming, Inc. - Class A (a)   285    21,096 
Gibraltar Industries, Inc. (a)   300    10,677 
Gorman-Rupp Co. (The) (c)   182    5,899 
Graco, Inc.   1,086    45,449 
Granite Construction, Inc. (c)   562    22,637 
Great Lakes Dredge & Dock Corp. (a)   1,500    9,930 
Greenbrier Cos., Inc. (The) (c)   200    7,908 
Griffon Corp. (c)   350    3,658 
H&E Equipment Services, Inc.   325    6,637 
Harris Corp.   892    120,108 
Hawaiian Holdings, Inc. (c)   325    8,583 
HD Supply Holdings, Inc. (a)   1,400    52,528 
Healthcare Services Group, Inc. (c)   375    15,068 
Heartland Express, Inc. (c)   325    5,948 
HEICO Corp. - Class A   682    42,966 
Heidrick & Struggles International, Inc.   200    6,238 
Herc Holdings, Inc. (a)   143    3,717 
Herman Miller, Inc.   300    9,075 
Hertz Global Holdings, Inc. (a) (c)   430    5,870 
Hexcel Corp.   750    43,005 
Hillenbrand, Inc.   325    12,327 
HNI Corp. (c)   100    3,543 
Honeywell International, Inc.   4,552    601,410 
Hub Group, Inc. - Class A (a)   50    1,854 
Hubbell, Inc.   338    33,577 
Huntington Ingalls Industries, Inc.   319    60,709 
Hurco Cos., Inc.   400    14,280 
Huron Consulting Group, Inc. (a)   200    10,262 
Hyster-Yale Materials Handling, Inc.   118    7,311 
IDEX Corp.   437    55,176 
IES Holdings, Inc. (a)   500    7,775 
Illinois Tool Works, Inc.   2,084    264,021 
InnerWorkings, Inc. (a)   500    1,870 
Insperity, Inc.   72    6,722 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Industrials - 9.9% (Continued)          
Insteel Industries, Inc.   300   $7,284 
Interface, Inc.   500    7,125 
ITT, Inc.   600    28,962 
J.B. Hunt Transport Services, Inc.   670    62,337 
Jacobs Engineering Group, Inc.   850    49,690 
JetBlue Airways Corp. (a)   1,750    28,105 
John Bean Technologies Corp. (c)   151    10,843 
Johnson Controls International plc   3,150    93,397 
Kaman Corp.   300    16,827 
Kansas City Southern   759    72,447 
KAR Auction Services, Inc.   975    46,527 
KBR, Inc.   925    14,042 
Kelly Services, Inc. - Class A   400    8,192 
Kennametal, Inc.   475    15,808 
Kforce, Inc.   150    4,638 
Kimball International, Inc. - Class B   700    9,933 
Kirby Corp. (a)   300    20,208 
Knight-Swift Transportation Holdings, Inc. (c)   638    15,995 
Knoll, Inc.   500    8,240 
Korn/Ferry International   225    8,897 
Kratos Defense & Security Solutions, Inc. (a)   10    141 
L3 Technologies, Inc. (c)   512    88,914 
Landstar System, Inc.   300    28,701 
Lennox International, Inc.   257    56,247 
Lincoln Electric Holdings, Inc.   332    26,178 
Lockheed Martin Corp.   1,584    414,755 
LSC Communications, Inc.   159    1,113 
LSI Industries, Inc.   700    2,219 
Manitowoc Co., Inc. (The) (a) (c)   268    3,958 
ManpowerGroup, Inc.   413    26,762 
Marten Transport Ltd.   250    4,048 
Masco Corp.   2,050    59,941 
MasTec, Inc. (a) (c)   500    20,280 
Matson, Inc. (c)   325    10,407 
Matthews International Corp. - Class A   100    4,062 
McGrath RentCorp   300    15,444 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Industrials - 9.9% (Continued)          
Mercury Systems, Inc. (a)   400   $18,916 
Meritor, Inc. (a)   550    9,301 
Middleby Corp. (The) (a) (c)   468    48,078 
Mobile Mini, Inc.   406    12,891 
Moog, Inc. - Class A   300    23,244 
MSA Safety, Inc.   228    21,494 
MSC Industrial Direct Co., Inc. - Class A   245    18,845 
Mueller Industries, Inc.   300    7,008 
Mueller Water Products, Inc. - Series A   1,600    14,560 
Navigant Consulting, Inc.   400    9,620 
Navistar International Corp. (a)   625    16,219 
NCI Building Systems, Inc. (a)   500    3,625 
Nordson Corp.   318    37,953 
Norfolk Southern Corp.   2,084    311,640 
Northrop Grumman Corp.   1,137    278,451 
NOW, Inc. (a) (c)   649    7,554 
nVent Electric plc   1,425    32,006 
Old Dominion Freight Line, Inc.   500    61,745 
Oshkosh Corp.   350    21,459 
Owens Corning   800    35,184 
PACCAR, Inc.   2,205    125,994 
Parker-Hannifin Corp.   877    130,796 
Pentair plc   1,425    53,837 
Perma-Pipe International Holdings, Inc. (a)   300    2,625 
Pitney Bowes, Inc.   1,375    8,126 
Primoris Services Corp.   475    9,087 
Quanex Building Products Corp.   1,000    13,590 
Quanta Services, Inc.   1,050    31,605 
R.R. Donnelley & Sons Co. (c)   425    1,683 
Raven Industries, Inc.   275    9,952 
Raytheon Co.   1,951    299,186 
RBC Bearings, Inc. (a)   165    21,632 
Regal Beloit Corp.   100    7,005 
Republic Services, Inc.   1,233    88,886 
Resideo Technologies, Inc. (a)   758    15,577 
Resources Connection, Inc.   200    2,840 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Industrials - 9.9% (Continued)          
Rexnord Corp. (a)   325   $7,459 
Robert Half International, Inc.   1,000    57,200 
Rockwell Automation, Inc.   970    145,966 
Rollins, Inc.   1,350    48,735 
Roper Technologies, Inc.   634    168,974 
Rush Enterprises, Inc. - Class A   75    2,586 
Ryder System, Inc.   405    19,501 
Saia, Inc. (a)   225    12,560 
Simpson Manufacturing Co., Inc.   100    5,413 
SkyWest, Inc. (c)   375    16,676 
Snap-on, Inc.   362    52,595 
Southwest Airlines Co.   3,524    163,796 
Spartan Motors, Inc.   75    542 
Spirit AeroSystems Holdings, Inc. - Class A   700    50,463 
Spirit Airlines, Inc. (a)   475    27,512 
SPX Corp. (a)   312    8,739 
SPX FLOW, Inc. (a)   312    9,491 
Standex International Corp. (c)   50    3,359 
Stanley Black & Decker, Inc.   1,020    122,135 
Steelcase, Inc. - Class A   875    12,976 
Stericycle, Inc. (a) (c)   575    21,097 
Systemax, Inc.   600    14,334 
Team, Inc. (a) (c)   164    2,403 
Teledyne Technologies, Inc. (a)   211    43,692 
Terex Corp.   825    22,745 
Tetra Tech, Inc.   418    21,640 
Textainer Group Holdings Ltd. (a)   700    6,972 
Textron, Inc.   1,375    63,236 
Thomson Reuters Corp. (a) (c)   2,110    101,934 
Timken Co. (The)   375    13,995 
Titan International, Inc.   312    1,454 
Toro Co. (The)   528    29,505 
TransDigm Group, Inc. (a)   298    101,338 
TransUnion   650    36,920 
Trex Co., Inc. (a)   450    26,712 
Trinity Industries, Inc.   1,050    21,620 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Industrials - 9.9% (Continued)          
Triumph Group, Inc. (c)   256   $2,944 
TrueBlue, Inc. (a)   300    6,675 
Tutor Perini Corp. (a) (c)   200    3,194 
Twin Disc, Inc. (a)   400    5,900 
Ultralife Corp. (a)   200    1,350 
UniFirst Corp.   86    12,304 
Union Pacific Corp.   5,337    737,733 
United Continental Holdings, Inc. (a)   1,851    154,984 
United Parcel Service, Inc. - Class B   4,100    399,872 
United Rentals, Inc. (a)   542    55,571 
United Technologies Corp.   5,348    569,455 
Univar, Inc. (a)   575    10,201 
Universal Forest Products, Inc.   399    10,358 
US Ecology, Inc.   200    12,596 
USG Corp.   775    33,062 
Valmont Industries, Inc.   159    17,641 
Vectrus, Inc. (a)   122    2,633 
Verisk Analytics, Inc. (a)   1,124    122,560 
Veritiv Corp. (a)   97    2,422 
Viad Corp.   100    5,009 
Vicor Corp. (a) (c)   300    11,337 
W.W. Grainger, Inc. (c)   423    119,438 
Wabash National Corp.   50    654 
WABCO Holdings, Inc. (a)   303    32,524 
WageWorks, Inc. (a)   300    8,148 
Waste Management, Inc.   2,145    190,883 
Watsco, Inc. (c)   214    29,776 
Watts Water Technologies, Inc. - Class A   300    19,359 
Welbilt, Inc. (a) (c)   1,075    11,943 
Werner Enterprises, Inc. (c)   250    7,385 
WESCO International, Inc. (a)   300    14,400 
Westinghouse Air Brake Technologies Corp. (c)   559    39,270 
Woodward, Inc.   500    37,145 
XPO Logistics, Inc. (a)   655    37,361 
Xylem, Inc.   1,300    86,736 
         16,386,207 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Information Technology - 19.3%          
2U, Inc. (a) (c)   325   $16,159 
3D Systems Corp. (a)   848    8,624 
8x8, Inc. (a)   1,000    18,040 
ACI Worldwide, Inc. (a) (c)   560    15,495 
Adobe, Inc. (a)   3,131    708,357 
Advanced Energy Industries, Inc. (a)   300    12,879 
Advanced Micro Devices, Inc. (a) (c)   5,945    109,745 
Agilysys, Inc. (a)   500    7,170 
Akamai Technologies, Inc. (a)   984    60,103 
Alliance Data Systems Corp.   408    61,233 
Ambarella, Inc. (a) (c)   300    10,494 
Amkor Technology, Inc. (a)   1,050    6,888 
Amphenol Corp. - Class A   1,600    129,631 
Amtech Systems, Inc. (a) (c)   4,002    18,129 
Analog Devices, Inc.   2,429    208,481 
Anixter International, Inc. (a)   167    9,070 
ANSYS, Inc. (a)   500    71,470 
Apple, Inc.   33,263    5,246,907 
Applied Materials, Inc.   7,908    258,908 
Apptio, Inc. - Class A (a) (c)   580    22,017 
Arista Networks, Inc. (a)   320    67,424 
ARRIS International plc (a)   1,229    37,571 
Arrow Electronics, Inc. (a)   500    34,475 
Aspen Technology, Inc. (a)   325    26,709 
Autodesk, Inc. (a)   1,475    189,700 
Automatic Data Processing, Inc.   3,274    429,287 
Avnet, Inc.   900    32,490 
AVX Corp.   375    5,719 
AXT, Inc. (a) (c)   4,230    18,401 
Badger Meter, Inc. (c)   300    14,763 
Bel Fuse, Inc. - Class B   300    5,526 
Belden, Inc. (c)   100    4,177 
Benchmark Electronics, Inc.   475    10,061 
Black Knight, Inc. (a)   585    26,360 
Blackbaud, Inc.   200    12,580 
Booz Allen Hamilton Holding Corp.   1,000    45,070 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Information Technology - 19.3% (Continued)          
Bottomline Technologies (de), Inc. (a)   375   $18,000 
Broadcom, Inc.   1,140    289,879 
Broadridge Financial Solutions, Inc.   775    74,594 
Brooks Automation, Inc.   106    2,775 
Cabot Microelectronics Corp.   100    9,535 
CACI International, Inc. - Class A (a)   99    14,259 
Cadence Design Systems, Inc. (a)   1,902    82,699 
CalAmp Corp. (a) (c)   400    5,204 
Calix, Inc. (a)   175    1,706 
Cardtronics plc - Class A (a) (c)   175    4,550 
CDW Corp.   1,025    83,076 
Ciena Corp. (a) (c)   997    33,808 
Cirrus Logic, Inc. (a) (c)   400    13,272 
Cisco Systems, Inc.   31,758    1,376,073 
Citrix Systems, Inc.   1,118    114,550 
Cognex Corp.   1,150    44,471 
Cognizant Technology Solutions Corp. - Class A   4,298    272,837 
Coherent, Inc. (a) (c)   200    21,142 
CommScope Holding Co., Inc. (a)   1,150    18,849 
CommVault Systems, Inc. (a)   375    22,159 
Comtech Telecommunications Corp.   100    2,434 
Conduent, Inc. (a)   1,399    14,871 
CoreLogic, Inc. (a)   677    22,625 
Cornerstone OnDemand, Inc. (a)   500    25,215 
Corning, Inc.   6,669    201,469 
Coupa Software, Inc. (a)   290    18,229 
Cray, Inc. (a)   425    9,176 
Cree, Inc. (a) (c)   625    26,734 
CSG Systems International, Inc.   78    2,478 
CTS Corp.   100    2,589 
Cypress Semiconductor Corp.   1,625    20,670 
Daktronics, Inc.   800    5,920 
Diebold Nixdorf, Inc. (c)   650    1,619 
Diodes, Inc. (a) (c)   300    9,678 
Dolby Laboratories, Inc. - Class A   300    18,552 
DXC Technology Co.   1,978    105,170 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Information Technology - 19.3% (Continued)          
Ebix, Inc. (c)   31   $1,319 
EchoStar Corp. - Class A (a)   400    14,688 
eGain Corp. (a)   2,700    17,739 
Electro Scientific Industries, Inc. (a) (c)   100    2,996 
Electronics For Imaging, Inc. (a)   404    10,019 
Ellie Mae, Inc. (a) (c)   219    13,760 
EMCORE Corp. (a) (c)   125    525 
Entegris, Inc.   1,011    28,202 
Envestnet, Inc. (a) (c)   375    18,446 
EPAM Systems, Inc. (a)   300    34,803 
Euronet Worldwide, Inc. (a)   349    35,731 
Everspin Technologies, Inc. (a) (c)   2,680    15,035 
ExlService Holdings, Inc. (a)   300    15,786 
F5 Networks, Inc. (a)   433    70,159 
Fair Isaac Corp. (a)   146    27,302 
FARO Technologies, Inc. (a)   200    8,128 
Fidelity National Information Services, Inc.   2,344    240,377 
Finisar Corp. (a)   775    16,740 
FireEye, Inc. (a)   600    9,726 
First Data Corp. - Class A (a)   1,825    30,861 
First Solar, Inc. (a) (c)   400    16,982 
Fiserv, Inc. (a)   2,396    176,082 
Fitbit, Inc. - Class A (a) (c)   425    2,112 
Five9, Inc. (a)   570    24,920 
FleetCor Technologies, Inc. (a)   628    116,632 
FLIR Systems, Inc.   1,025    44,629 
FormFactor, Inc. (a)   480    6,763 
Fortinet, Inc. (a)   1,075    75,712 
Gartner, Inc. (a)   581    74,275 
Genpact Ltd.   1,125    30,364 
Global Payments, Inc.   950    97,974 
Guidewire Software, Inc. (a)   300    24,069 
Hewlett Packard Enterprise Co.   12,277    162,179 
HP, Inc.   12,352    252,722 
HubSpot, Inc. (a)   300    37,719 
I.D. Systems, Inc. (a)   100    559 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Information Technology - 19.3% (Continued)          
II-VI, Inc. (a)   375   $12,173 
Infinera Corp. (a) (c)   600    2,394 
Inphi Corp. (a) (c)   300    9,645 
Insight Enterprises, Inc. (a)   200    8,150 
Integrated Device Technology, Inc. (a) (c)   985    47,704 
Intel Corp.   34,918    1,638,701 
InterDigital, Inc.   246    16,342 
International Business Machines Corp.   6,425    730,330 
inTEST Corp. (a)   2,450    15,019 
Intuit, Inc.   1,589    312,795 
IPG Photonics Corp. (a) (c)   281    31,834 
Itron, Inc. (a) (c)   200    9,458 
j2 Global, Inc. (c)   325    22,549 
Jabil, Inc.   1,025    25,410 
Jack Henry & Associates, Inc.   486    61,489 
Juniper Networks, Inc.   2,190    58,933 
Key Tronic Corp. (a) (c)   600    3,390 
Keysight Technologies, Inc. (a)   1,298    80,580 
Kimball Electronics, Inc. (a)   525    8,132 
KLA-Tencor Corp.   956    85,552 
Knowles Corp. (a)   458    6,096 
Kulicke & Soffa Industries, Inc.   400    8,108 
Lam Research Corp.   1,116    151,966 
Lantronix, Inc. (a) (c)   5,150    15,141 
Lattice Semiconductor Corp. (a) (c)   200    1,384 
Leidos Holdings, Inc.   931    49,082 
Limelight Networks, Inc. (a) (c)   3,770    8,822 
Littelfuse, Inc.   118    20,235 
LiveRamp Holdings, Inc. (a) (c)   475    18,349 
LogMeIn, Inc. (c)   356    29,039 
Lumentum Holdings, Inc. (a) (c)   424    17,812 
MACOM Technology Solutions Holdings, Inc. (a) (c)   463    6,718 
Manhattan Associates, Inc. (a)   350    14,830 
Marvell Technology Group Ltd.   4,389    71,058 
Mastercard, Inc. - Class A   6,945    1,310,174 
Maxim Integrated Products, Inc.   1,775    90,259 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Information Technology - 19.3% (Continued)          
MAXIMUS, Inc.   425   $27,663 
MaxLinear, Inc. (a)   475    8,360 
Methode Electronics, Inc.   100    2,329 
Microchip Technology, Inc. (c)   1,574    113,202 
Micron Technology, Inc. (a)   7,002    222,173 
Microsoft Corp.   51,522    5,233,089 
MicroStrategy, Inc. - Class A (a)   100    12,775 
Mitek Systems, Inc. (a)   2,920    31,565 
MKS Instruments, Inc.   300    19,383 
MoneyGram International, Inc. (a)   662    1,324 
Monolithic Power Systems, Inc. (c)   200    23,250 
Monotype Imaging Holdings, Inc.   350    5,432 
Motorola Solutions, Inc.   1,132    130,225 
Nanometrics, Inc. (a)   200    5,466 
Napco Security Technologies, Inc. (a) (c)   900    14,175 
National Instruments Corp.   812    36,849 
NCR Corp. (a) (c)   925    21,349 
NetApp, Inc.   1,775    105,914 
NETGEAR, Inc. (a) (c)   50    2,602 
NetScout Systems, Inc. (a) (c)   700    16,541 
New Relic, Inc. (a)   230    18,623 
NIC, Inc.   375    4,680 
Nuance Communications, Inc. (a)   2,175    28,775 
Nutanix, Inc. - Class A (a)   470    19,547 
NVE Corp.   100    8,754 
NVIDIA Corp.   3,787    505,565 
ON Semiconductor Corp. (a)   2,730    45,072 
OneSpan, Inc. (a)   450    5,828 
Oracle Corp.   23,530    1,062,379 
OSI Systems, Inc. (a) (c)   100    7,330 
Palo Alto Networks, Inc. (a)   719    135,424 
PAR Technology Corp. (a) (c)   100    2,175 
Park Electrochemical Corp. (c)   600    10,842 
Paychex, Inc.   2,150    140,073 
Paycom Software, Inc. (a) (c)   300    36,735 
Paylocity Holding Corp. (a)   300    18,063 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Information Technology - 19.3% (Continued)          
PayPal Holdings, Inc. (a)   7,725   $649,595 
PCM, Inc. (a) (c)   400    7,044 
Pegasystems, Inc.   300    14,349 
Perspecta, Inc.   989    17,031 
PFSweb, Inc. (a) (c)   8    41 
Plantronics, Inc.   300    9,930 
Plexus Corp. (a)   300    15,324 
Power Integrations, Inc. (c)   300    18,294 
PRGX Global, Inc. (a) (c)   220    2,083 
Progress Software Corp.   200    7,098 
Proofpoint, Inc. (a)   316    26,484 
PROS Holdings, Inc. (a)   300    9,420 
PTC, Inc. (a)   865    71,709 
QUALCOMM, Inc.   10,805    614,912 
Qualys, Inc. (a) (c)   300    22,422 
Rambus, Inc. (a)   500    3,835 
Rapid7, Inc. (a)   540    16,826 
RealPage, Inc. (a)   325    15,662 
Red Hat, Inc. (a)   978    171,776 
RF Industries Ltd. (c)   2,570    18,658 
Rudolph Technologies, Inc. (a) (c)   340    6,960 
Sabre Corp.   1,400    30,296 
salesforce.com, inc. (a)   4,179    572,398 
Sanmina Corp. (a)   333    8,012 
Science Applications International Corp.   260    16,562 
Semtech Corp. (a)   300    13,761 
ServiceNow, Inc. (a)   1,203    214,194 
SharpSpring, Inc. (a) (c)   1,870    23,805 
Silicon Laboratories, Inc. (a)   200    15,762 
Skyworks Solutions, Inc.   1,099    73,655 
Snap, Inc. - Class A (a) (c)   3,880    21,379 
Splunk, Inc. (a)   918    96,252 
Square, Inc. - Class A (a)   1,090    61,138 
SS&C Technologies Holdings, Inc.   1,325    59,771 
SunPower Corp. (a) (c)   1,300    6,461 
Super Micro Computer, Inc. (a) (c)   375    5,175 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Information Technology - 19.3% (Continued)          
Sykes Enterprises, Inc. (a)   102   $2,522 
Symantec Corp.   3,483    65,811 
Synaptics, Inc. (a)   333    12,391 
Synchronoss Technologies, Inc. (a) (c)   325    1,996 
SYNNEX Corp.   229    18,512 
Synopsys, Inc. (a)   1,117    94,096 
Tech Data Corp. (a)   211    17,262 
Teradata Corp. (a)   1,025    39,319 
Teradyne, Inc.   1,075    33,734 
TESSCO Technologies, Inc.   100    1,200 
Texas Instruments, Inc.   6,205    586,372 
TiVo Corp.   878    8,262 
Total System Services, Inc.   1,337    108,685 
Trade Desk, Inc. (The) - Class A (a) (c)   140    16,248 
Trimble, Inc. (a)   1,334    43,902 
TTM Technologies, Inc. (a) (c)   488    4,748 
Twilio, Inc. - Class A (a) (c)   260    23,218 
Tyler Technologies, Inc. (a)   192    35,677 
Ultimate Software Group, Inc. (The) (a)   165    40,404 
Unisys Corp. (a) (c)   427    4,966 
Universal Display Corp.   270    25,264 
USA Technologies, Inc. (a)   2,980    11,592 
Veeco Instruments, Inc. (a)   400    2,964 
Verint Systems, Inc. (a)   375    15,866 
VeriSign, Inc. (a)   516    76,518 
Versum Materials, Inc.   821    22,758 
ViaSat, Inc. (a) (c)   350    20,633 
Viavi Solutions, Inc. (a)   1,328    13,346 
Virtusa Corp. (a) (c)   400    17,036 
Visa, Inc. - Class A (c)   11,316    1,493,032 
Vishay Intertechnology, Inc.   806    14,516 
Vishay Precision Group, Inc. (a)   129    3,900 
VMware, Inc. - Class A (c)   594    81,455 
Western Digital Corp.   2,020    74,679 
Western Union Co. (The)   2,454    41,865 
WEX, Inc. (a)   214    29,973 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Information Technology - 19.3% (Continued)          
Workday, Inc. - Class A (a)   195   $31,138 
Worldpay, Inc. - Class A (a)   525    40,126 
Xerox Corp.   1,748    34,540 
Xilinx, Inc.   1,575    134,143 
Xperi Corp.   400    7,356 
Zebra Technologies Corp. - Class A (a)   225    35,827 
Zendesk, Inc. (a)   550    32,104 
         32,148,229 
Materials - 2.7%          
AdvanSix, Inc. (a)   250    6,085 
Air Products & Chemicals, Inc.   1,460    233,673 
AK Steel Holding Corp. (a) (c)   1,875    4,219 
Albemarle Corp. (c)   745    57,417 
Alcoa Corp. (a)   1,163    30,913 
Allegheny Technologies, Inc. (a) (c)   775    16,872 
American Vanguard Corp.   400    6,076 
AptarGroup, Inc.   286    26,904 
Ashland Global Holdings, Inc.   467    33,138 
Avery Dennison Corp.   590    53,000 
Axalta Coating Systems Ltd. (a)   675    15,809 
Balchem Corp.   201    15,748 
Ball Corp.   1,960    90,121 
Bemis Co., Inc.   550    25,245 
Berry Global Group, Inc. (a)   900    42,777 
Cabot Corp.   400    17,176 
Carpenter Technology Corp.   200    7,122 
Celanese Corp.   945    85,022 
Century Aluminum Co. (a) (c)   600    4,386 
CF Industries Holdings, Inc.   1,670    72,662 
Chemours Co. (The)   1,289    36,376 
Cleveland-Cliffs, Inc. (a) (c)   1,400    10,766 
Coeur Mining, Inc. (a) (c)   1,110    4,962 
Commercial Metals Co.   775    12,416 
Compass Minerals International, Inc. (c)   100    4,169 
Core Molding Technologies, Inc. (c)   200    1,422 
Crown Holdings, Inc. (a) (c)   900    37,413 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Materials - 2.7% (Continued)          
DowDuPont, Inc.   15,951   $853,058 
Eagle Materials, Inc.   333    20,323 
Eastman Chemical Co.   990    72,379 
Ecolab, Inc.   1,764    259,925 
Ferro Corp. (a) (g)   575    9,016 
FMC Corp.   875    64,715 
Freeport-McMoRan, Inc.   8,769    90,408 
GCP Applied Technologies, Inc. (a) (c)   427    10,483 
Graphic Packaging Holding Co. (c)   1,325    14,098 
Greif, Inc. - Class A   300    11,133 
H.B. Fuller Co.   150    6,401 
Huntsman Corp.   1,575    30,382 
Ingevity Corp. (a)   393    32,890 
International Flavors & Fragrances, Inc.   471    63,241 
International Paper Co.   2,867    115,711 
Kaiser Aluminum Corp.   138    12,322 
Kraton Corp. (a)   300    6,552 
Linde plc   1,869    291,639 
Louisiana-Pacific Corp.   825    18,332 
LSB Industries, Inc. (a)   300    1,656 
Martin Marietta Materials, Inc. (c)   444    76,310 
Minerals Technologies, Inc.   250    12,835 
Mosaic Co. (The)   2,625    76,676 
Myers Industries, Inc. (c)   200    3,022 
Neenah, Inc. (c)   120    7,070 
Newmont Mining Corp.   3,650    126,472 
Nucor Corp.   2,045    105,951 
Olin Corp.   1,020    20,512 
Owens-Illinois, Inc. (a)   1,300    22,412 
P.H. Glatfelter Co. (c)   325    3,172 
Packaging Corp. of America   575    47,990 
PolyOne Corp.   483    13,814 
PPG Industries, Inc.   1,799    183,912 
Quaker Chemical Corp. (c)   100    17,771 
Rayonier Advanced Materials, Inc. (c)   500    5,325 
Reliance Steel & Aluminum Co.   549    39,072 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Materials - 2.7% (Continued)          
Royal Gold, Inc. (c)   491   $42,054 
RPM International, Inc.   1,000    58,780 
Schweitzer-Mauduit International, Inc.   300    7,515 
Scotts Miracle-Gro Co. (The)   296    18,192 
Sealed Air Corp. (c)   1,250    43,550 
Sensient Technologies Corp. (c)   335    18,710 
Sherwin-Williams Co. (The)   623    245,126 
Silgan Holdings, Inc.   150    3,543 
Sonoco Products Co.   725    38,519 
Southern Copper Corp.   747    22,985 
Steel Dynamics, Inc.   1,550    46,562 
Stepan Co. (c)   148    10,952 
Summit Materials, Inc. - Class A (a) (c)   571    7,080 
SunCoke Energy, Inc. (a)   564    4,822 
TimkenSteel Corp. (a) (c)   400    3,496 
Tredegar Corp. (c)   671    10,642 
Trinseo S.A.   300    13,734 
UFP Technologies, Inc. (a) (c)   500    15,020 
United States Lime & Minerals, Inc.   50    3,550 
United States Steel Corp. (c)   1,350    24,624 
Valvoline, Inc. (c)   1,282    24,807 
Vulcan Materials Co.   855    84,475 
W.R. Grace & Co.   427    27,717 
Westlake Chemical Corp.   202    13,366 
WestRock Co.   1,534    57,924 
Worthington Industries, Inc. (c)   225    7,839 
         4,554,453 
Real Estate - 4.1%          
Acadia Realty Trust   676    16,062 
Agree Realty Corp.   300    17,736 
Alexander & Baldwin, Inc. (a) (c)   213    3,915 
Alexandria Real Estate Equities, Inc.   601    69,259 
American Assets Trust, Inc.   425    17,072 
American Campus Communities, Inc.   982    40,645 
American Homes 4 Rent - Class A (c)   1,700    33,745 
American Tower Corp.   2,896    458,117 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Real Estate - 4.1% (Continued)          
Apartment Investment & Management Co. - Class A   1,381   $60,598 
Apple Hospitality REIT, Inc.   1,975    28,164 
Ashford Hospitality Trust, Inc. (c)   544    2,176 
AvalonBay Communities, Inc.   1,099    191,281 
Boston Properties, Inc.   1,243    139,900 
Braemar Hotels & Resorts, Inc.   130    1,161 
Brandywine Realty Trust   1,413    18,185 
Brixmor Property Group, Inc.   2,275    33,420 
Camden Property Trust   725    63,836 
CareTrust REIT, Inc.   403    7,439 
CBL & Associates Properties, Inc. (c)   1,205    2,314 
CBRE Group, Inc. - Class A (a)   2,425    97,098 
Cedar Realty Trust, Inc.   650    2,041 
Chatham Lodging Trust   425    7,514 
Chesapeake Lodging Trust (c)   625    15,219 
Colony Capital, Inc.   3,575    16,731 
Columbia Property Trust, Inc.   1,075    20,801 
CoreCivic, Inc.   799    14,246 
CoreSite Realty Corp.   300    26,169 
Corporate Office Properties Trust   850    17,876 
Cousins Properties, Inc.   3,356    26,512 
Crown Castle International Corp.   2,435    264,513 
CubeSmart   1,412    40,510 
CyrusOne, Inc. (c)   725    38,338 
DiamondRock Hospitality Co.   1,727    15,681 
Digital Realty Trust, Inc. (c)   1,631    173,783 
Douglas Emmett, Inc.   1,300    44,369 
Duke Realty Corp.   2,726    70,603 
EastGroup Properties, Inc.   262    24,033 
Empire State Realty Trust, Inc. - Class A   775    11,028 
EPR Properties   422    27,021 
Equinix, Inc.   530    186,857 
Equity Commonwealth   993    29,800 
Equity LifeStyle Properties, Inc.   739    71,779 
Equity Residential   2,904    191,693 
Essex Property Trust, Inc.   472    115,739 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Real Estate - 4.1% (Continued)          
Extra Space Storage, Inc.   989   $89,485 
Federal Realty Investment Trust   520    61,381 
First Industrial Realty Trust, Inc.   1,025    29,582 
Four Corners Property Trust, Inc.   444    11,633 
Franklin Street Properties Corp.   950    5,919 
Front Yard Residential Corp.   33    288 
Gaming and Leisure Properties, Inc.   1,217    39,321 
Getty Realty Corp.   402    11,823 
HCP, Inc.   3,775    105,436 
Healthcare Realty Trust, Inc. (c)   875    24,885 
Healthcare Trust of America, Inc. - Class A   1,025    25,943 
Hersha Hospitality Trust   550    9,647 
HFF, Inc. - Class A   75    2,487 
Highwoods Properties, Inc.   800    30,952 
Hospitality Properties Trust   1,325    31,641 
Host Hotels & Resorts, Inc.   5,974    99,587 
Howard Hughes Corp. (The) (a)   321    31,336 
Hudson Pacific Properties, Inc.   1,225    35,599 
Industrial Logistics Properties Trust   176    3,460 
Investors Real Estate Trust   180    8,833 
Invitation Homes, Inc.   871    17,490 
Iron Mountain, Inc.   1,372    44,467 
JBG SMITH Properties   764    26,595 
Jones Lang LaSalle, Inc.   284    35,954 
Kennedy-Wilson Holdings, Inc. (c)   925    16,807 
Kilroy Realty Corp.   700    44,016 
Kimco Realty Corp. (c)   3,350    49,078 
Kite Realty Group Trust (c)   725    10,215 
Lamar Advertising Co. - Class A   400    27,672 
Lexington Realty Trust   1,125    9,236 
Liberty Property Trust   1,225    51,303 
Life Storage, Inc.   350    32,547 
LTC Properties, Inc.   50    2,084 
Macerich Co. (The)   803    34,754 
Mack-Cali Realty Corp. (c)   725    14,203 
Medical Properties Trust, Inc.   1,500    24,120 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Real Estate - 4.1% (Continued)          
Mid-America Apartment Communities, Inc.   859   $82,206 
National Health Investors, Inc.   325    24,551 
National Retail Properties, Inc.   900    43,659 
New Senior Investment Group, Inc.   695    2,863 
New York REIT Liquidating, LLC (a) (c) (g)   130    1,820 
Newmark Group, Inc. - Class A (c)   765    6,135 
NorthStar Realty Europe Corp.   542    7,881 
Office Properties Income Trust (c)   550    3,779 
Omega Healthcare Investors, Inc. (c)   1,200    42,180 
Outfront Media, Inc.   336    6,088 
Paramount Group, Inc.   1,800    22,608 
Park Hotels & Resorts, Inc.   227    5,897 
Pebblebrook Hotel Trust (c)   1,188    33,632 
Pennsylvania Real Estate Investment Trust (c)   775    4,604 
Physicians Realty Trust   900    14,427 
Piedmont Office Realty Trust, Inc. - Class A   1,275    21,726 
PotlatchDeltic Corp. (c)   298    9,429 
Prologis, Inc.   4,883    286,729 
PS Business Parks, Inc.   200    26,200 
Public Storage   1,249    252,809 
Rafael Holdings, Inc. - Class B (a)   8    63 
Rayonier, Inc.   826    22,872 
Realty Income Corp. (c)   1,700    107,168 
Regency Centers Corp.   1,182    69,360 
Retail Opportunity Investments Corp. (c)   725    11,513 
Retail Properties of America, Inc. - Class A   2,075    22,514 
Retail Value, Inc.   141    3,608 
RLJ Lodging Trust   1,633    26,781 
RMR Group, Inc. (The) - Class A   71    3,769 
RPT Realty (c)   1,000    11,950 
Ryman Hospitality Properties, Inc.   525    35,012 
Sabra Health Care REIT, Inc.   1,436    23,665 
SBA Communications Corp. (a)   920    148,939 
Select Income REIT   350    2,576 
Senior Housing Properties Trust   2,075    24,319 
Simon Property Group, Inc.   2,553    428,877 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Real Estate - 4.1% (Continued)          
SITE Centers Corp.   1,410   $15,609 
SL Green Realty Corp.   776    61,366 
Spirit MTA REIT   300    2,139 
Spirit Realty Capital, Inc.   600    21,150 
St. Joe Co. (The) (a) (c)   500    6,585 
STAG Industrial, Inc.   450    11,196 
STORE Capital Corp.   675    19,109 
Summit Hotel Properties, Inc.   975    9,487 
Sun Communities, Inc. (c)   500    50,855 
Sunstone Hotel Investors, Inc.   1,840    23,938 
Tanger Factory Outlet Centers, Inc. (c)   775    15,671 
Taubman Centers, Inc.   500    22,745 
Tejon Ranch Co. (a) (c)   50    829 
Terreno Realty Corp.   275    9,672 
UDR, Inc.   2,028    80,349 
Uniti Group, Inc. (c)   1,228    19,120 
Universal Health Realty Income Trust   200    12,274 
Urban Edge Properties   811    13,479 
Urstadt Biddle Properties, Inc. - Class A   500    9,610 
Ventas, Inc.   2,665    156,142 
VEREIT, Inc.   6,175    44,151 
Vornado Realty Trust   1,528    94,782 
Washington Prime Group, Inc. (c)   1,617    7,859 
Washington Real Estate Investment Trust   450    10,350 
Weingarten Realty Investors   1,050    26,051 
Welltower, Inc.   2,820    195,736 
Weyerhaeuser Co.   5,677    124,099 
Xenia Hotel & Resorts, Inc.   900    15,480 
         6,776,800 
Utilities - 3.1%          
AES Corp.   4,360    63,046 
ALLETE, Inc.   425    32,394 
Alliant Energy Corp.   1,375    58,094 
Ameren Corp.   1,625    105,999 
American Electric Power Co., Inc.   3,355    250,752 
American States Water Co.   100    6,704 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Utilities - 3.1% (Continued)          
American Water Works Co., Inc.   1,190   $108,016 
Aqua America, Inc.   1,326    45,336 
Atmos Energy Corp.   760    70,467 
Avangrid, Inc. (c)   550    27,550 
Avista Corp.   250    10,620 
Black Hills Corp. (c)   300    18,834 
California Water Service Group (c)   225    10,724 
CenterPoint Energy, Inc.   2,900    81,867 
CMS Energy Corp.   1,800    89,370 
Consolidated Edison, Inc.   2,169    165,842 
Dominion Energy, Inc.   4,096    292,699 
DTE Energy Co.   1,023    112,837 
Duke Energy Corp.   4,412    380,755 
Edison International   2,291    130,060 
El Paso Electric Co.   100    5,013 
Entergy Corp.   1,150    98,981 
Evergy, Inc.   1,715    97,361 
Eversource Energy   2,092    136,064 
Exelon Corp.   4,631    208,858 
FirstEnergy Corp.   3,030    113,777 
Genie Energy Ltd. - Class B   16    96 
Hawaiian Electric Industries, Inc.   800    29,296 
IDACORP, Inc.   313    29,128 
MDU Resources Group, Inc.   1,075    25,628 
MGE Energy, Inc.   150    8,994 
National Fuel Gas Co. (c)   650    33,267 
New Jersey Resources Corp. (c)   500    22,835 
NextEra Energy, Inc.   3,223    560,221 
NiSource, Inc.   2,140    54,249 
Northwest Natural Holding Co.   300    18,138 
NorthWestern Corp. (c)   400    23,776 
NRG Energy, Inc.   1,852    73,339 
OGE Energy Corp. (c)   1,175    46,048 
ONE Gas, Inc.   287    22,845 
Ormat Technologies, Inc. (c)   175    9,153 
Otter Tail Corp. (c)   350    17,374 

 

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.5% (Continued)  Shares   Value 
Utilities - 3.1% (Continued)          
PG&E Corp. (a)   3,350   $79,563 
Pinnacle West Capital Corp.   716    61,003 
PNM Resources, Inc.   400    16,436 
Portland General Electric Co.   500    22,925 
PPL Corp.   4,700    133,151 
Public Service Enterprise Group, Inc.   3,600    187,380 
SCANA Corp.   779    37,221 
Sempra Energy (c)   1,737    187,926 
South Jersey Industries, Inc.   650    18,070 
Southern Co. (The)   6,540    287,236 
Southwest Gas Holdings, Inc.   325    24,863 
Spire, Inc.   350    25,928 
UGI Corp.   1,275    68,021 
Vectren Corp.   508    36,566 
Vistra Energy Corp. (a)   7    160 
WEC Energy Group, Inc.   2,039    141,221 
Xcel Energy, Inc.   3,600    177,372 
         5,201,449 
           
Total Common Stocks (Cost $55,514,315)       $163,794,552 

 

RIGHTS - 0.0% (d)  Shares   Value 
AMR Corp., Escrow (a) (b) (g)   3,275   $3,701 
Media General, Inc. - CVR (a) (b) (c) (g)   794    0 
Schulman A, Inc. (a) (b) (g)   81    0 
Total Rights (Cost $0)       $3,701 

  

 

 

WILSHIRE 5000 INDEX FUND    
SCHEDULE OF INVESTMENTS (Continued)    
     
MONEY MARKET FUNDS - 2.0%  Shares   Value 
Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (e)   2,338,237   $2,338,237 
Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (e) (f)   957,550    957,550 
Total Money Market Funds (Cost $3,295,787)       $3,295,787 
           
Total Investments at Value - 100.5% (Cost $58,810,102)       $167,094,040 
           
Liabilities in Excess of Other Assets - (0.5%)        (786,975)
           
Net Assets - 100.0%       $166,307,065 

 

(a) Non-income producing security.
(b) Level 3 security. Security has been valued at fair value in accordance with procedures adopted by and under the general supervision of the Board of Directors. The total value of such securities is $3,764 as of December 31, 2018, representing 0.0% (d) of net assets.
(c) This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $10,560,346.
(d) Percentage rounds to less than 0.1%.
(e) The rate shown is the 7-day effective yield as of December 31, 2018.
(f) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $957,550. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $9,893,259.
(g)Illiquid security. The total value of such securities is $14,600 at December 31, 2018, representing 0.0% (d) of net assets.

 

CVR - Contingent Value Right.

  

 

 

LARGE COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS    
December 31, 2018    
     
COMMON STOCKS - 96.9%  Shares   Value 
Communication Services - 11.4%          
Activision Blizzard, Inc.   32,999   $1,536,764 
Alphabet, Inc. - Class A (a)   3,999    4,178,795 
Alphabet, Inc. - Class C (a)   7,483    7,749,470 
Electronic Arts, Inc. (a)   380    29,986 
Facebook, Inc. - Class A (a)   66,005    8,652,595 
Netflix, Inc. (a)   1,920    513,907 
TripAdvisor, Inc. (a)   570    30,746 
Twitter, Inc. (a)   3,180    91,393 
Walt Disney Co. (The)   5,768    632,461 
         23,416,117 
Consumer Discretionary - 18.9%          
Advance Auto Parts, Inc.   308    48,498 
Alibaba Group Holding Ltd. - ADR (a)   46,128    6,322,764 
Amazon.com, Inc. (a)   8,361    12,557,970 
AutoZone, Inc. (a)   320    268,269 
Booking Holdings, Inc. (a)   1,718    2,959,118 
Brunswick Corp.   670    31,122 
Burlington Stores, Inc. (a)   13,130    2,135,857 
Chipotle Mexican Grill, Inc. (a)   340    146,809 
Choice Hotels International, Inc. (b)   3,970    284,173 
Dollar General Corp.   970    104,838 
Domino's Pizza, Inc.   107    26,535 
Expedia Group, Inc.   910    102,512 
GrubHub, Inc. (a) (b)   20,813    1,598,647 
H&R Block, Inc.   690    17,505 
Home Depot, Inc. (The)   10,126    1,739,849 
L Brands, Inc.   270    6,931 
Las Vegas Sands Corp.   1,840    95,772 
Lowe's Cos., Inc.   6,990    645,596 
McDonald's Corp.   2,810    498,972 
NIKE, Inc. - Class B   10,330    765,866 
O'Reilly Automotive, Inc. (a)   906    311,963 
Pool Corp.   1,061    157,718 
Starbucks Corp.   45,761    2,947,008 
TJX Cos., Inc. (The)   4,080    182,539 

 

 

 

LARGE COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 96.9% (Continued)  Shares   Value 
Consumer Discretionary - 18.9% (Continued)          
Tractor Supply Co.   2,272   $189,576 
Ulta Beauty, Inc. (a)   8,380    2,051,759 
Urban Outfitters, Inc. (a)   400    13,280 
Yum China Holdings, Inc.   29,704    995,975 
Yum! Brands, Inc.   16,985    1,561,261 
         38,768,682 
Consumer Staples - 7.9%          
Altria Group, Inc.   13,680    675,655 
Coca-Cola Co. (The)   58,896    2,788,726 
Colgate-Palmolive Co.   27,308    1,625,372 
Constellation Brands, Inc. - Class A   970    155,995 
Costco Wholesale Corp.   4,590    935,029 
Danone S.A. - ADR   144,987    2,026,918 
Kimberly-Clark Corp.   1,090    124,195 
Monster Beverage Corp. (a)   94,897    4,670,831 
Nu Skin Enterprises, Inc. - Class A   3,460    212,202 
PepsiCo, Inc.   6,880    760,102 
Procter & Gamble Co. (The)   23,573    2,166,830 
         16,141,855 
Energy - 0.6%          
ONEOK, Inc.   1,580    85,241 
Schlumberger Ltd.   32,636    1,177,507 
         1,262,748 
Financials - 4.6%          
American Express Co.   8,664    825,852 
BGC Partners, Inc. - Class A   2,140    11,064 
Capital One Financial Corp.   610    46,110 
Cboe Global Markets, Inc.   782    76,503 
Charles Schwab Corp. (The)   28,097    1,166,868 
East West Bancorp, Inc.   510    22,200 
Eaton Vance Corp.   5,190    182,584 
Erie Indemnity Co. - Class A   3,525    469,918 
Evercore, Inc. - Class A   920    65,835 
FactSet Research Systems, Inc.   6,383    1,277,430 
First Republic Bank   16,486    1,432,633 
MarketAxess Holdings, Inc.   7,478    1,580,177 

 

 

 

LARGE COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 96.9% (Continued)  Shares   Value 
Financials - 4.6% (Continued)          
SEI Investments Co.   33,230   $1,535,226 
State Street Corp.   1,690    106,588 
Synovus Financial Corp.   5,150    164,749 
T. Rowe Price Group, Inc.   1,810    167,099 
Western Alliance Bancorp. (a)   6,240    246,418 
         9,377,254 
Health Care - 19.1%          
AbbVie, Inc.   8,572    790,253 
ABIOMED, Inc. (a)   6,433    2,090,983 
Agilent Technologies, Inc.   1,540    103,888 
Alexion Pharmaceuticals, Inc. (a)   18,128    1,764,942 
Align Technology, Inc. (a)   8,942    1,872,723 
Amgen, Inc.   10,923    2,126,380 
Boston Scientific Corp. (a)   14,260    503,948 
Bristol-Myers Squibb Co.   14,444    750,799 
Bruker Corp.   3,310    98,539 
Canopy Growth Corp. (a) (b)   22,791    612,394 
Cantel Medical Corp. (b)   3,334    248,216 
Celgene Corp. (a)   156    9,998 
Cerner Corp. (a)   37,638    1,973,737 
Chemed Corp.   100    28,328 
DexCom, Inc. (a)   2,026    242,715 
Edwards Lifesciences Corp. (a)   15,102    2,313,174 
Eli Lilly & Co.   4,125    477,345 
Gilead Sciences, Inc.   6,690    418,460 
Humana, Inc.   960    275,021 
ICU Medical, Inc. (a)   230    52,815 
IDEXX Laboratories, Inc. (a)   910    169,278 
Illumina, Inc. (a)   7,614    2,283,667 
Intuitive Surgical, Inc. (a)   1,010    483,709 
IQVIA Holdings, Inc. (a)   890    103,391 
Johnson & Johnson   4,390    566,530 
Masimo Corp. (a)   405    43,485 
Merck & Co., Inc.   15,442    1,179,923 
Mettler-Toledo International, Inc. (a)   150    84,837 
Novartis AG - ADR   15,626    1,340,867 

 

 

 

LARGE COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 96.9% (Continued)  Shares   Value 
Health Care - 19.1% (Continued)          
Novo Nordisk A/S - ADR   45,737   $2,107,104 
Penumbra, Inc. (a) (b)   10    1,222 
Regeneron Pharmaceuticals, Inc. (a)   6,730    2,513,655 
ResMed, Inc.   3,109    354,022 
Stryker Corp.   3,480    545,490 
Thermo Fisher Scientific, Inc.   1,110    248,407 
UnitedHealth Group, Inc.   21,329    5,313,480 
Varian Medical Systems, Inc. (a)   12,217    1,384,308 
Veeva Systems, Inc. - Class A (a)   440    39,301 
Vertex Pharmaceuticals, Inc. (a)   810    134,225 
Waters Corp. (a)   840    158,466 
West Pharmaceutical Services, Inc. (b)   270    26,468 
Zoetis, Inc.   38,157    3,263,949 
         39,100,442 
Industrials - 6.6%          
3M Co.   2,945    561,141 
AMETEK, Inc.   1,194    80,834 
Boeing Co. (The)   1,820    586,950 
C.H. Robinson Worldwide, Inc.   1,340    112,681 
CSX Corp.   33,434    2,077,254 
Curtiss-Wright Corp.   6,040    616,804 
Deere & Co.   13,771    2,054,220 
Emerson Electric Co.   3,650    218,087 
Equifax, Inc.   620    57,741 
Expeditors International of Washington, Inc.   32,039    2,181,535 
HD Supply Holdings, Inc. (a)   5,490    205,985 
Hexcel Corp.   3,420    196,103 
Honeywell International, Inc.   4,060    536,407 
Illinois Tool Works, Inc.   600    76,014 
J.B. Hunt Transport Services, Inc.   4,490    417,750 
Lockheed Martin Corp.   2,020    528,917 
Raytheon Co.   1,750    268,363 
Rollins, Inc.   465    16,787 
Roper Technologies, Inc.   460    122,599 
Union Pacific Corp.   720    99,526 
United Parcel Service, Inc. - Class B   9,280    905,078 

 

 

 

LARGE COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 96.9% (Continued)  Shares   Value 
Industrials - 6.6% (Continued)          
Waste Management, Inc.   2,890   $257,181 
XPO Logistics, Inc. (a)   24,837    1,416,702 
         13,594,659 
Information Technology - 26.1%          
Accenture plc - Class A   1,284    181,057 
Adobe, Inc. (a)   2,840    642,522 
Advanced Micro Devices, Inc. (a) (b)   470    8,676 
Akamai Technologies, Inc. (a)   350    21,378 
Amphenol Corp. - Class A   360    29,167 
Analog Devices, Inc.   878    75,359 
ANSYS, Inc. (a)   20    2,859 
Apple, Inc.   22,832    3,601,520 
Arista Networks, Inc. (a)   330    69,531 
Autodesk, Inc. (a)   22,968    2,953,914 
Automatic Data Processing, Inc.   6,723    881,520 
Black Knight, Inc. (a)   6,390    287,933 
Cadence Design Systems, Inc. (a)   8,400    365,232 
CDK Global, Inc.   1,037    49,652 
CDW Corp.   700    56,735 
Cisco Systems, Inc.   49,320    2,137,036 
Citrix Systems, Inc.   3,569    365,680 
Cognex Corp.   1,040    40,217 
Cognizant Technology Solutions Corp. - Class A   2,200    139,656 
Cypress Semiconductor Corp.   1,050    13,356 
Fair Isaac Corp. (a)   330    61,710 
Fidelity National Information Services, Inc.   1,139    116,804 
Fiserv, Inc. (a)   1,070    78,634 
Global Payments, Inc.   750    77,348 
International Business Machines Corp.   3,230    367,154 
Intuit, Inc.   2,240    440,944 
Jack Henry & Associates, Inc.   1,908    241,400 
Keysight Technologies, Inc. (a)   26,302    1,632,828 
Mastercard, Inc. - Class A   5,477    1,033,236 
Maxim Integrated Products, Inc.   1,110    56,444 
Microsoft Corp.   63,858    6,486,056 
MKS Instruments, Inc.   859    55,500 

 

 

 

LARGE COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 96.9% (Continued)  Shares   Value 
Information Technology - 26.1% (Continued)          
Monolithic Power Systems, Inc. (b)   430   $49,988 
NetApp, Inc.   560    33,415 
NVIDIA Corp.   15,368    2,051,627 
Oracle Corp.   98,817    4,461,587 
Palo Alto Networks, Inc. (a)   2,380    448,273 
Paychex, Inc.   100    6,515 
PayPal Holdings, Inc. (a)   34,666    2,915,064 
PTC, Inc. (a)   21,101    1,749,273 
Pure Storage, Inc. - Class A (a)   256    4,116 
QUALCOMM, Inc.   36,115    2,055,304 
Red Hat, Inc. (a)   770    135,243 
salesforce.com, inc. (a)   23,593    3,231,532 
ServiceNow, Inc. (a)   12,690    2,259,455 
Splunk, Inc. (a)   308    32,294 
Texas Instruments, Inc.   4,885    461,633 
Total System Services, Inc.   2,700    219,483 
Tyler Technologies, Inc. (a)   1,190    221,126 
Ultimate Software Group, Inc. (The) (a)   100    24,487 
VeriSign, Inc. (a)   470    69,696 
Versum Materials, Inc.   6,330    175,468 
Visa, Inc. - Class A (b)   76,663    10,114,917 
Western Union Co. (The)   890    15,183 
Workday, Inc. - Class A (a)   121    19,321 
         53,326,058 
Materials - 0.3%          
Axalta Coating Systems Ltd. (a)   1,590    37,238 
Linde plc   1,793    279,779 
LyondellBasell Industries N.V. - Class A   910    75,676 
W.R. Grace & Co.   2,350    152,539 
         545,232 
Real Estate - 1.4%          
American Tower Corp.   780    123,388 
Crown Castle International Corp.   2,978    323,500 
Equity LifeStyle Properties, Inc.   1,040    101,015 
Extra Space Storage, Inc.   3,140    284,107 
Life Storage, Inc.   1,630    151,574 

 

 

 

LARGE COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 96.9% (Continued)  Shares   Value 
Real Estate - 1.4% (Continued)          
Newmark Group, Inc. - Class A (b)   992   $7,956 
Public Storage   3,290    665,929 
SBA Communications Corp. (a)   680    110,085 
Simon Property Group, Inc.   5,420    910,506 
Taubman Centers, Inc.   3,130    142,384 
         2,820,444 
           
Total Common Stocks (Cost $143,039,458)       $198,353,491 

 

MONEY MARKET FUNDS - 2.3%  Shares   Value 
Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (c)   4,066,045   $4,066,045 
Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (c) (d)   635,600    635,600 
Total Money Market Funds (Cost $4,701,645)       $4,701,645 
           
Total Investments at Value - 99.2% (Cost $147,741,103)       $203,055,136 
           
Other Assets in Excess of Liabilities - 0.8%        1,644,618 
           
Net Assets - 100.0%       $204,699,754 

 

(a) Non-income producing security.
(b) This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $12,871,935.
(c) The rate shown is the 7-day effective yield as of December 31, 2018.
(d) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $635,600. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $12,439,570.

 

ADR - American Depositary Receipt.

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS    
December 31, 2018    
     
COMMON STOCKS - 97.7%  Shares   Value 
Communication Services - 5.6%          
AT&T, Inc.   96,059   $2,741,524 
Cinemark Holdings, Inc.   640    22,912 
Comcast Corp. - Class A   21,209    722,166 
DISH Network Corp. - Class A (a)   4,000    99,880 
Interpublic Group of Cos., Inc. (The)   67,809    1,398,899 
John Wiley & Sons, Inc. - Class A   515    24,190 
Liberty Media Corp. - Liberty SiriusXM - Series A (a)   6,700    246,560 
Liberty Media Corp. - Liberty SiriusXM - Series C (a)   7,710    285,116 
News Corp. - Class A   56,516    641,457 
Omnicom Group, Inc. (b)   18,937    1,386,946 
Verizon Communications, Inc.   51,770    2,910,509 
Walt Disney Co. (The)   550    60,308 
         10,540,467 
Consumer Discretionary - 5.0%          
Adient plc (b)   3,375    50,828 
Advance Auto Parts, Inc.   570    89,752 
AutoZone, Inc. (a)   150    125,751 
Best Buy Co., Inc.   160    8,474 
Brunswick Corp.   3,610    167,685 
Choice Hotels International, Inc. (b)   3,452    247,094 
Columbia Sportswear Co.   40    3,364 
Dollar General Corp.   1,175    126,994 
Ford Motor Co.   261,519    2,000,620 
Gildan Activewear, Inc. (b)   13,027    395,499 
H&R Block, Inc.   8,105    205,624 
L Brands, Inc.   1,250    32,088 
Las Vegas Sands Corp.   90    4,685 
Lear Corp.   15,266    1,875,580 
Lowe's Cos., Inc.   7,012    647,628 
McDonald's Corp.   4,680    831,028 
Newell Brands, Inc. (b)   74,431    1,383,672 
Target Corp.   1,135    75,012 
Whirlpool Corp.   6,193    661,846 
Yum China Holdings, Inc.   7,300    244,769 

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Consumer Discretionary - 5.0% (Continued)          
Yum! Brands, Inc.   3,245   $298,280 
         9,476,273 
Consumer Staples - 5.8%          
Altria Group, Inc.   24,097    1,190,151 
Brown-Forman Corp. - Class B   1,020    48,532 
Coca-Cola Co. (The)   6,163    291,818 
Colgate-Palmolive Co.   6,225    370,512 
Kellogg Co.   12,014    684,917 
Kraft Heinz Co. (The)   1,250    53,800 
Lamb Weston Holdings, Inc.   2,430    178,751 
Mondelēz International, Inc. - Class A   6,430    257,393 
Nu Skin Enterprises, Inc. - Class A   5,470    335,475 
PepsiCo, Inc.   1,409    155,666 
Philip Morris International, Inc.   28,966    1,933,770 
Procter & Gamble Co. (The)   13,968    1,283,939 
Tyson Foods, Inc. - Class A   11,944    637,810 
Walgreens Boots Alliance, Inc.   1,570    107,278 
Walmart, Inc.   35,350    3,292,853 
         10,822,665 
Energy - 10.9%          
Baker Hughes, a GE Co.   12,296    264,364 
BP plc - ADR   45,608    1,729,455 
Cenovus Energy, Inc. (b)   99,684    700,779 
Chevron Corp.   20,032    2,179,281 
ConocoPhillips   30,230    1,884,841 
Exxon Mobil Corp.   46,743    3,187,404 
Halliburton Co.   26,208    696,609 
Kinder Morgan, Inc.   9,570    147,187 
National Oilwell Varco, Inc.   33,172    852,520 
Occidental Petroleum Corp.   27,155    1,666,774 
ONEOK, Inc.   3,815    205,819 
Phillips 66   25,444    2,192,001 
Pioneer Natural Resources Co.   136    17,887 
Royal Dutch Shell plc - Class A - ADR   49,289    2,872,070 
Schlumberger Ltd.   42,839    1,545,631 

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Energy - 10.9% (Continued)          
Williams Cos., Inc. (The)   11,320   $249,606 
         20,392,228 
Financials - 26.0%          
Affiliated Managers Group, Inc.   1,140    111,082 
AGNC Investment Corp.   4,710    82,613 
Allstate Corp. (The)   3,906    322,753 
Ally Financial, Inc.   2,800    63,448 
American Express Co.   18,030    1,718,620 
American Financial Group, Inc.   571    51,693 
American International Group, Inc.   56,149    2,212,832 
American National Insurance Co.   985    125,331 
Arthur J. Gallagher & Co.   4,030    297,011 
Assured Guaranty Ltd.   4,890    187,189 
AXA Equitable Holdings, Inc.   85,529    1,422,347 
Axis Capital Holdings Ltd.   25,884    1,336,650 
Bank of America Corp.   190,403    4,691,530 
Bank of Hawaii Corp. (b)   1,305    87,853 
Bank of New York Mellon Corp. (The)   660    31,066 
BankUnited, Inc.   4,610    138,023 
Berkshire Hathaway, Inc. - Class B (a)   4,086    834,279 
BGC Partners, Inc. - Class A   1,540    7,962 
BlackRock, Inc.   398    156,342 
Capital One Financial Corp.   30,418    2,299,296 
Cboe Global Markets, Inc.   1,700    166,311 
Citigroup, Inc.   37,721    1,963,755 
CME Group, Inc.   3,978    748,341 
Commerce Bancshares, Inc. (b)   2,434    137,205 
East West Bancorp, Inc.   1,060    46,142 
Fidelity National Financial, Inc.   1,890    59,422 
Fifth Third Bancorp   35,612    837,950 
First American Financial Corp.   5    223 
First Hawaiian, Inc.   670    15,082 
Franklin Resources, Inc. (b)   34,310    1,017,635 
Fulton Financial Corp.   286    4,427 

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Financials - 26.0% (Continued)          
Genworth Financial, Inc. - Class A (a) (b)   420   $1,957 
Goldman Sachs Group, Inc. (The)   7,316    1,222,138 
Hanover Insurance Group, Inc. (The)   6,950    811,552 
Intercontinental Exchange, Inc.   465    35,028 
Invesco Ltd.   15,118    253,075 
Jefferies Financial Group, Inc.   7,510    130,374 
JPMorgan Chase & Co.   54,381    5,308,673 
KeyCorp   44,483    657,459 
KKR & Co., Inc. - Class A (b)   36,561    717,692 
Loews Corp.   25,118    1,143,371 
Markel Corp. (a)   200    207,610 
Mercury General Corp.   386    19,960 
MetLife, Inc.   53,335    2,189,935 
MFA Financial, Inc.   55,180    368,603 
Morgan Stanley   49,273    1,953,675 
New Residential Investment Corp. (b)   10,550    149,916 
New York Community Bancorp, Inc. (b)   800    7,528 
PacWest Bancorp   110    3,661 
PNC Financial Services Group, Inc. (The)   104    12,159 
ProAssurance Corp.   2,643    107,200 
Starwood Property Trust, Inc.   2,220    43,756 
State Street Corp.   29,724    1,874,693 
Synovus Financial Corp.   12,095    386,919 
T. Rowe Price Group, Inc.   1,725    159,252 
U.S. Bancorp   49,901    2,280,476 
UBS Group AG (b)   28,654    354,737 
Umpqua Holdings Corp.   21,850    347,415 
Voya Financial, Inc.   36,758    1,475,466 
Webster Financial Corp.   2,860    140,969 
Wells Fargo & Co.   107,746    4,964,936 
Western Alliance Bancorp. (a)   5,605    221,341 
         48,725,939 
Health Care - 14.5%          
Abbott Laboratories   7,490    541,752 
Agilent Technologies, Inc.   2,610    176,071 
Allergan plc   2,730    364,892 

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Health Care - 14.5% (Continued)          
Alnylam Pharmaceuticals, Inc. (a) (b)   159   $11,593 
Amgen, Inc.   8,237    1,603,496 
Anthem, Inc.   1,358    356,652 
Baxter International, Inc.   4,420    290,924 
Becton, Dickinson and Co.   490    110,407 
Boston Scientific Corp. (a)   5,370    189,776 
Bristol-Myers Squibb Co.   11,660    606,087 
Bruker Corp.   4,990    148,552 
Cardinal Health, Inc.   38,483    1,716,342 
Cerner Corp. (a)   10,150    532,266 
Cigna Corp.   4,538    861,785 
CVS Health Corp.   43,816    2,870,823 
Danaher Corp.   1,895    195,412 
DENTSPLY SIRONA, Inc.   30    1,116 
Eli Lilly & Co.   210    24,301 
Gilead Sciences, Inc.   2,670    167,009 
Hill-Rom Holdings, Inc.   440    38,962 
Hologic, Inc. (a)   5,051    207,596 
Humana, Inc.   370    105,998 
Johnson & Johnson   25,244    3,257,738 
McKesson Corp.   10,073    1,112,764 
Medtronic plc   8,049    732,137 
Merck & Co., Inc.   32,954    2,518,015 
Mylan N.V. (a)   70,325    1,926,905 
Pfizer, Inc.   102,580    4,477,617 
QIAGEN N.V. (a)   158    5,443 
Quest Diagnostics, Inc.   550    45,799 
Sanofi - ADR   34,250    1,486,793 
Thermo Fisher Scientific, Inc.   2,529    565,965 
Zimmer Biomet Holdings, Inc.   530    54,972 
         27,305,960 
Industrials - 9.5%          
3M Co.   160    30,486 
AMETEK, Inc.   4,475    302,957 
CSX Corp.   520    32,308 
Curtiss-Wright Corp.   7,520    767,942 

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Industrials - 9.5% (Continued)          
Dover Corp.   18,907   $1,341,452 
Emerson Electric Co.   1,710    102,173 
Equifax, Inc.   630    58,672 
General Electric Co.   555,938    4,208,452 
HD Supply Holdings, Inc. (a)   600    22,512 
Hexcel Corp.   5,920    339,453 
Honeywell International, Inc.   3,420    451,850 
IDEX Corp.   380    47,979 
Johnson Controls International plc   58,019    1,720,263 
L3 Technologies, Inc.   1,761    305,815 
Lockheed Martin Corp.   1,130    295,879 
Parker-Hannifin Corp.   4,830    720,346 
Raytheon Co.   1,102    168,992 
Republic Services, Inc.   2,195    158,238 
Roper Technologies, Inc.   1,249    332,883 
Southwest Airlines Co.   25,542    1,187,192 
Stanley Black & Decker, Inc.   22,277    2,667,448 
United Technologies Corp.   19,944    2,123,637 
Waste Management, Inc.   4,515    401,789 
         17,788,718 
Information Technology - 8.6%          
Akamai Technologies, Inc. (a)   330    20,156 
Analog Devices, Inc.   2,830    242,899 
Apple, Inc.   104    16,405 
Cisco Systems, Inc.   38,682    1,676,091 
Cognizant Technology Solutions Corp. - Class A   27,165    1,724,435 
Fidelity National Information Services, Inc.   5,650    579,408 
Hewlett Packard Enterprise Co.   129,143    1,705,979 
Intel Corp.   13,617    639,046 
International Business Machines Corp.   12,591    1,431,219 
Juniper Networks, Inc.   26,069    701,517 
Microsoft Corp.   10,264    1,042,514 
Motorola Solutions, Inc.   100    11,504 
Oracle Corp.   101,242    4,571,076 
QUALCOMM, Inc.   30,279    1,723,178 
Teradata Corp. (a)   790    30,304 

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Information Technology - 8.6% (Continued)          
Western Union Co. (The)   1,370   $23,372 
         16,139,103 
Materials - 2.3%          
Air Products & Chemicals, Inc.   704    112,675 
AptarGroup, Inc.   16    1,505 
Axalta Coating Systems Ltd. (a)   1,910    44,732 
Bemis Co., Inc.   1,246    57,191 
Cabot Corp.   3,170    136,120 
DowDuPont, Inc.   36,164    1,934,050 
Linde plc   11,316    1,765,749 
LyondellBasell Industries N.V. - Class A   1,210    100,624 
Sealed Air Corp. (b)   640    22,298 
Sonoco Products Co.   3,098    164,597 
         4,339,541 
Real Estate - 3.2%          
Apple Hospitality REIT, Inc.   10,890    155,291 
AvalonBay Communities, Inc.   720    125,316 
Boston Properties, Inc.   1,434    161,397 
Brandywine Realty Trust   16,086    207,027 
Brixmor Property Group, Inc.   13,210    194,055 
Camden Property Trust   970    85,409 
Crown Castle International Corp.   470    51,056 
CubeSmart   1,890    54,224 
Duke Realty Corp.   14,830    384,097 
Equity Residential   4,620    304,966 
Extra Space Storage, Inc.   330    29,858 
Federal Realty Investment Trust   220    25,969 
HCP, Inc.   65,324    1,824,498 
Highwoods Properties, Inc.   2,420    93,630 
Host Hotels & Resorts, Inc.   3,790    63,179 
Howard Hughes Corp. (The) (a)   695    67,846 
Mid-America Apartment Communities, Inc.   1,300    124,410 
Newmark Group, Inc. - Class A   714    5,726 
Prologis, Inc.   6,380    374,634 
Retail Properties of America, Inc. - Class A   4,860    52,731 
Simon Property Group, Inc.   3,030    509,010 

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Real Estate - 3.2% (Continued)          
SL Green Realty Corp.   620   $49,030 
UDR, Inc.   2,750    108,955 
Ventas, Inc.   9,080    531,997 
Vornado Realty Trust   3,600    223,308 
W.P. Carey, Inc.   80    5,227 
Weingarten Realty Investors   5,044    125,142 
Weyerhaeuser Co.   1,660    36,288 
         5,974,276 
Utilities - 6.3%          
Aqua America, Inc.   3,225    110,263 
Avangrid, Inc. (b)   17,686    885,892 
CenterPoint Energy, Inc.   213    6,013 
Dominion Energy, Inc.   31,321    2,238,199 
DTE Energy Co.   367    40,480 
Duke Energy Corp.   2,252    194,348 
Edison International   32,525    1,846,444 
Entergy Corp.   31,183    2,683,920 
Exelon Corp.   50,805    2,291,305 
MDU Resources Group, Inc.   21,260    506,838 
National Fuel Gas Co. (b)   835    42,735 
NextEra Energy, Inc.   140    24,335 
PPL Corp.   8,090    229,190 
Southern Co. (The)   12,460    547,243 
Vectren Corp.   1,146    82,489 
WEC Energy Group, Inc.   1,060    73,416 
         11,803,110 
           
Total Common Stocks (Cost $184,606,541)       $183,308,280 

 

 

 

LARGE COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
MONEY MARKET FUNDS - 0.7%  Shares   Value 
Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (c)   1,246,189   $1,246,189 
Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (c) (d)   191,261    191,261 
Total Money Market Funds (Cost $1,437,450)       $1,437,450 
           
Total Investments at Value - 98.4% (Cost $186,043,991)       $184,745,730 
           
Other Assets in Excess of Liabilities - 1.6%        2,944,031 
           
Net Assets - 100.0%       $187,689,761 

 

(a) Non-income producing security.
(b) This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $6,351,183.
(c) The rate shown is the 7-day effective yield as of December 31, 2018.
(d) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $191,261. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $6,265,914.

 

ADR - American Depositary Receipt.

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS    
December 31, 2018    
     
COMMON STOCKS - 98.1%  Shares   Value 
Communication Services - 3.1%          
Boingo Wireless, Inc. (a)   2,660   $54,716 
Care.com, Inc. (a)   5,450    105,240 
CarGurus, Inc. (a)   3,460    116,705 
Cogent Communications Holdings, Inc.   17,856    807,270 
Entravision Communications Corp. - Class A (b)   1,195    3,477 
IMAX Corp. (a)   5,750    108,158 
Liberty Media Corp. - Liberty Braves - Series C (a)   120    2,987 
Ooma, Inc. (a)   370    5,136 
QuinStreet, Inc. (a)   3,040    49,339 
Shenandoah Telecommunications Co.   3,740    165,495 
TechTarget, Inc. (a)   5,290    64,591 
Vonage Holdings Corp. (a)   5,295    46,225 
World Wrestling Entertainment, Inc. - Class A   560    41,843 
Yelp, Inc. (a) (b)   913    31,946 
         1,603,128 
Consumer Discretionary - 9.3%          
American Eagle Outfitters, Inc.   9,290    179,576 
American Public Education, Inc. (a)   370    10,530 
BJ's Restaurants, Inc.   1,575    79,648 
Boot Barn Holdings, Inc. (a)   900    15,327 
Callaway Golf Co.   2,677    40,958 
Career Education Corp. (a)   2,570    29,349 
Cavco Industries, Inc. (a)   2,459    320,604 
Chegg, Inc. (a)   13,590    386,229 
Churchill Downs, Inc.   50    12,197 
Columbia Sportswear Co.   150    12,614 
Crocs, Inc. (a)   475    12,341 
Culp, Inc.   226    4,271 
Dana, Inc.   340    4,634 
Dave & Buster's Entertainment, Inc.   100    4,456 
Deckers Outdoor Corp. (a) (b)   765    97,882 
Denny's Corp. (a)   1,064    17,247 
Etsy, Inc. (a)   3,040    144,612 
Fiesta Restaurant Group, Inc. (a)   710    11,012 
Five Below, Inc. (a)   1,498    153,275 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Consumer Discretionary - 9.3% (Continued)          
Fox Factory Holding Corp. (a)   45   $2,649 
Grand Canyon Education, Inc. (a)   449    43,167 
Groupon, Inc. (a) (b)   9,290    29,728 
Helen of Troy Ltd. (a)   430    56,407 
Hudson Ltd. - Class A (a)   210    3,602 
Jack in the Box, Inc.   905    70,255 
La-Z-Boy, Inc.   2,395    66,365 
Lindblad Expeditions Holdings, Inc. (a) (b)   1,890    25,439 
Malibu Boats, Inc. - Class A (a)   10,555    367,314 
MasterCraft Boat Holdings, Inc. (a)   1,885    35,250 
Monarch Casino & Resort, Inc. (a) (b)   10    381 
Monro, Inc.   750    51,563 
Movado Group, Inc.   290    9,170 
National Vision Holdings, Inc. (a)   100    2,817 
Nutrisystem, Inc.   5    219 
Oxford Industries, Inc. (b)   6,745    479,164 
PetMed Express, Inc. (b)   2,710    63,035 
Planet Fitness, Inc. - Class A (a)   2,575    138,073 
Potbelly Corp. (a) (b)   8,850    71,243 
RCI Hospitality Holdings, Inc.   570    12,728 
Ruth's Hospitality Group, Inc.   4,175    94,898 
SeaWorld Entertainment, Inc. (a)   70    1,546 
Shake Shack, Inc. - Class A (a) (b)   270    12,263 
Shutterfly, Inc. (a) (b)   100    4,026 
Shutterstock, Inc.   850    30,609 
Stamps.com, Inc. (a) (b)   651    101,322 
Steven Madden Ltd.   28,349    857,840 
Strategic Education, Inc.   520    58,978 
Texas Roadhouse, Inc.   1,270    75,819 
Tile Shop Holdings, Inc. (b)   7,130    39,072 
Tilly's, Inc. - Class A   1,020    11,077 
TopBuild Corp. (a)   7,840    352,800 
Wingstop, Inc.   1,315    84,410 
Winmark Corp.   455    72,345 
Wolverine World Wide, Inc. (b)   1,345    42,892 
         4,905,228 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Consumer Staples - 6.5%          
Calavo Growers, Inc. (b)   11,766   $858,447 
Craft Brew Alliance, Inc. (a)   330    4,722 
Inter Parfums, Inc.   20,459    1,341,497 
J & J Snack Foods Corp.   6,410    926,822 
Limoneira Co. (b)   1,250    24,438 
Medifast, Inc.   655    81,888 
USANA Health Sciences, Inc. (a)   1,100    129,503 
Vector Group Ltd.   8,169    79,484 
         3,446,801 
Energy - 1.8%          
Adams Resources & Energy, Inc.   50    1,936 
Callon Petroleum Co. (a) (b)   35,005    227,182 
CONSOL Energy, Inc. (a)   970    30,759 
Nine Energy Services, Inc. (a)   110    2,479 
Panhandle Oil and Gas, Inc. - Class A   2,637    40,874 
RigNet, Inc. (a)   925    11,693 
SRC Energy, Inc. (a)   4    19 
TETRA Technologies, Inc. (a)   3,140    5,275 
WildHorse Resource Development Corp. (a) (b)   45,922    647,958 
         968,175 
Financials - 7.3%          
Ambac Financial Group, Inc. (a) (b)   340    5,862 
Artisan Partners Asset Management, Inc. - Class A   3,690    81,586 
Banc of California, Inc. (b)   62,253    828,588 
Blucora, Inc. (a)   540    14,386 
BrightSphere Investment Group plc   7,450    79,566 
Cadence Bancorp.   7,090    118,970 
Customers Bancorp, Inc. (a)   4,400    80,080 
Eagle Bancorp, Inc. (a)   2,608    127,036 
Essent Group Ltd. (a)   5,600    191,408 
Evercore, Inc. - Class A   680    48,661 
Federated Investors, Inc. - Class B (b)   2,490    66,110 
FedNat Holding Co.   2,410    48,007 
First Financial Bankshares, Inc. (b)   680    39,229 
FirstCash, Inc.   390    28,216 
Glacier Bancorp, Inc. (b)   1,060    41,997 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Financials - 7.3% (Continued)          
Goosehead Insurance, Inc. - Class A (a) (b)   6,508   $171,094 
Granite Point Mortgage Trust, Inc. (b)   1,600    28,848 
Hallmark Financial Services, Inc. (a)   100    1,069 
Hamilton Lane, Inc. - Class A (b)   1,340    49,580 
Heritage Commerce Corp.   2,360    26,762 
Home BancShares, Inc. (b)   7,350    120,099 
Kemper Corp.   1,460    96,915 
Kingstone Cos., Inc.   190    3,361 
Kinsale Capital Group, Inc.   410    22,780 
Lakeland Financial Corp. (b)   1,180    47,389 
LegacyTexas Financial Group, Inc.   13,510    433,536 
LendingTree, Inc. (a) (b)   1,405    308,496 
Meridian Bancorp, Inc.   3,300    47,256 
Meta Financial Group, Inc.   615    11,925 
Moelis & Co. - Class A   3,300    113,453 
Navigators Group, Inc. (The)   740    51,423 
NMI Holdings, Inc. - Class A (a)   2,460    43,911 
On Deck Capital, Inc. (a)   10,720    63,248 
Piper Jaffray Cos.   140    9,218 
Pzena Investment Management, Inc. - Class A   1,795    15,527 
Regional Management Corp. (a)   335    8,057 
RLI Corp.   1,240    85,548 
ServisFirst Bancshares, Inc. (b)   315    10,039 
Silvercrest Asset Management Group, Inc. - Class A   441    5,834 
Stock Yards Bancorp, Inc.   1,880    61,664 
United Community Banks, Inc.   1,920    41,203 
Washington Trust Bancorp, Inc.   1,210    57,511 
WisdomTree Investments, Inc.   10,920    72,618 
WSFS Financial Corp.   1,390    52,695 
         3,860,761 
Health Care – 26.9%          
Acceleron Pharma, Inc. (a) (b)   140    6,097 
Aclaris Therapeutics, Inc. (a) (b)   820    6,060 
Addus HomeCare Corp. (a)   870    59,056 
Aimmune Therapeutics, Inc. (a) (b)   215    5,143 
Albireo Pharma, Inc. (a)   240    5,887 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Health Care - 27.0% (Continued)          
Amedisys, Inc. (a)   1,105   $129,407 
American Renal Associates Holdings, Inc. (a)   220    2,534 
Amicus Therapeutics, Inc. (a) (b)   880    8,430 
AnaptysBio, Inc. (a) (b)   595    37,955 
Array BioPharma, Inc. (a) (b)   2,615    37,264 
Assembly Biosciences, Inc. (a)   240    5,429 
Audentes Therapeutics, Inc. (a)   240    5,117 
BioSpecifics Technologies Corp. (a)   550    33,330 
BioTelemetry, Inc. (a) (b)   13,960    833,692 
bluebird bio, Inc. (a)   235    23,312 
Blueprint Medicines Corp. (a)   1,143    61,619 
Calithera Biosciences, Inc. (a) (b)   480    1,925 
Cambrex Corp. (a) (b)   19,725    744,816 
Cantel Medical Corp. (b)   10,825    805,922 
Cardiovascular Systems, Inc. (a)   1,650    47,009 
Catalyst Pharmaceutical, Inc. (a) (b)   2,770    5,318 
Cerus Corp. (a) (b)   2,430    12,320 
Chemed Corp.   364    103,114 
ChemoCentryx, Inc. (a)   1,555    16,965 
Coherus Biosciences, Inc. (a) (b)   460    4,163 
Concert Pharmaceuticals, Inc. (a)   480    6,024 
CONMED Corp.   1,530    98,226 
CorVel Corp. (a)   3,034    187,258 
Cutera, Inc. (a)   540    9,191 
CytomX Therapeutics, Inc. (a) (b)   1,315    19,857 
Eagle Pharmaceuticals, Inc. (a) (b)   930    37,470 
Editas Medicine, Inc. (a) (b)   470    10,693 
Emergent BioSolutions, Inc. (a)   1,190    70,543 
Enanta Pharmaceuticals, Inc. (a) (b)   270    19,124 
Ensign Group, Inc. (The)   970    37,626 
Enzo Biochem, Inc. (a)   9,610    26,716 
Exact Sciences Corp. (a) (b)   8    505 
FibroGen, Inc. (a)   2,125    98,345 
FONAR Corp. (a) (b)   420    8,501 
G1 Therapeutics, Inc. (a)   280    5,362 
Genomic Health, Inc. (a)   2,045    131,717 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Health Care - 27.0% (Continued)          
Global Blood Therapeutics, Inc. (a) (b)   1,960   $80,458 
Globus Medical, Inc. - Class A (a)   3,980    172,254 
Haemonetics Corp. (a)   2,075    207,604 
Halozyme Therapeutics, Inc. (a)   14,295    209,135 
HealthEquity, Inc. (a)   1,380    82,317 
HealthStream, Inc.   4,240    102,396 
Heron Therapeutics, Inc. (a) (b)   1,350    35,019 
Heska Corp. (a)   5,255    452,456 
HMS Holdings Corp. (a)   3,430    96,486 
ImmunoGen, Inc. (a)   5,565    26,712 
Innoviva, Inc. (a)   810    14,135 
Inogen, Inc. (a) (b)   835    103,682 
Insmed, Inc. (a) (b)   1,655    21,714 
Insulet Corp. (a) (b)   110    8,725 
Integer Holdings Corp. (a)   1,440    109,814 
Intercept Pharmaceuticals, Inc. (a) (b)   90    9,071 
Intersect ENT, Inc. (a)   1,440    40,579 
Intra-Cellular Therapies, Inc. (a)   1,380    15,718 
IntriCon Corp. (a) (b)   150    3,957 
Iovance Biotherapeutics, Inc. (a) (b)   50    443 
iRhythm Technologies, Inc. (a) (b)   1,150    79,902 
Ironwood Pharmaceuticals, Inc. (a) (b)   522    5,408 
Kala Pharmaceuticals, Inc. (a) (b)   260    1,271 
Karyopharm Therapeutics, Inc. (a) (b)   4,560    42,727 
Kura Oncology, Inc. (a)   510    7,160 
LeMaitre Vascular, Inc. (b)   16,253    384,221 
LHC Group, Inc. (a) (b)   955    89,655 
Ligand Pharmaceuticals, Inc. (a) (b)   500    67,850 
LivaNova plc (a)   1,190    108,849 
Loxo Oncology, Inc. (a)   550    77,039 
Luminex Corp.   2,700    62,397 
MacroGenics, Inc. (a)   3,930    49,911 
Masimo Corp. (a)   990    106,296 
Medidata Solutions, Inc. (a) (b)   12,444    838,975 
Medpace Holdings, Inc. (a)   8,503    450,064 
Meridian Bioscience, Inc.   6,190    107,458 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Health Care - 27.0% (Continued)          
Merit Medical Systems, Inc. (a)   900   $50,229 
Mirati Therapeutics, Inc. (a) (b)   120    5,090 
MyoKardia, Inc. (a) (b)   100    4,886 
Myriad Genetics, Inc. (a)   3,320    96,512 
NanoString Technologies, Inc. (a)   740    10,974 
Natera, Inc. (a)   111    1,550 
Natus Medical, Inc. (a)   1,340    45,600 
Neogen Corp. (a) (b)   9,431    537,568 
NeoGenomics, Inc. (a)   36,652    462,182 
Nevro Corp. (a)   1,860    72,335 
NextGen Healthcare, Inc. (a)   2,560    38,784 
NovoCure Ltd. (a)   387    12,957 
NuVasive, Inc. (a)   820    40,639 
Omnicell, Inc. (a)   400    24,496 
OraSure Technologies, Inc. (a)   5,718    66,786 
Orthofix Medical, Inc. (a)   660    34,643 
Oxford Immunotec Global plc (a)   2,070    26,455 
Pacira Pharmaceuticals, Inc. (a)   810    34,846 
Penumbra, Inc. (a) (b)   120    14,664 
Phibro Animal Health Corp. - Class A   2,460    79,114 
Pieris Pharmaceuticals, Inc. (a)   2,060    5,480 
Portola Pharmaceuticals, Inc. (a) (b)   30    586 
PRA Health Sciences, Inc. (a)   12,703    1,168,167 
Providence Service Corp. (The) (a)   1,570    94,231 
PTC Therapeutics, Inc. (a)   530    18,190 
Quidel Corp. (a)   750    36,615 
RadNet, Inc. (a) (b)   1,410    14,340 
REGENXBIO, Inc. (a)   748    31,379 
Repligen Corp. (a) (b)   17,710    934,024 
Revance Therapeutics, Inc. (a)   2,040    41,065 
Rigel Pharmaceuticals, Inc. (a) (b)   11,320    26,036 
RTI Surgical, Inc. (a)   4,420    16,354 
Simulations Plus, Inc. (b)   1,840    36,616 
STAAR Surgical Co. (a)   2,220    70,840 
Stemline Therapeutics, Inc. (a)   1,490    14,155 
Supernus Pharmaceuticals, Inc. (a) (b)   11,785    391,498 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Health Care - 27.0% (Continued)          
Surmodics, Inc. (a)   920   $43,479 
Syros Pharmaceuticals, Inc. (a) (b)   3,480    19,384 
Tabula Rasa HealthCare, Inc. (a) (b)   11,545    736,109 
Tactile Systems Technology, Inc. (a) (b)   10,228    465,885 
Tandem Diabetes Care, Inc. (a)   70    2,658 
Tivity Health, Inc. (a)   1,345    33,369 
Ultragenyx Pharmaceutical, Inc. (a) (b)   1,235    53,698 
Vanda Pharmaceuticals, Inc. (a)   4,035    105,435 
Veracyte, Inc. (a)   780    9,812 
Vericel Corp. (a)   2,920    50,808 
Vocera Communications, Inc. (a)   160    6,296 
Wright Medical Group N.V. (a) (b)   1,790    48,724 
Xencor, Inc. (a)   363    13,126 
Zafgen, Inc. (a)   700    3,465 
         14,193,034 
Industrials - 13.3%          
Advanced Drainage Systems, Inc. (b)   2,060    49,955 
Aerojet Rocketdyne Holdings, Inc. (a) (b)   415    14,620 
AeroVironment, Inc. (a)   1,050    71,348 
Albany International Corp. - Class A   1,600    99,888 
Allied Motion Technologies, Inc.   550    24,580 
Altra Industrial Motion Corp.   6,370    160,206 
Applied Industrial Technologies, Inc.   1,170    63,110 
ASGN, Inc. (a)   1,430    77,935 
Astronics Corp. (a) (b)   40    1,218 
Atkore International Group, Inc. (a)   1,554    30,831 
Axon Enterprise, Inc. (a) (b)   8,160    357,000 
AZZ, Inc.   1,740    70,226 
Barnes Group, Inc.   3,020    161,931 
Barrett Business Services, Inc.   985    56,391 
Brady Corp. - Class A   1,235    53,673 
Brink's Co. (The) (b)   1,510    97,622 
Casella Waste Systems, Inc. - Class A (a)   1,560    44,444 
Cimpress N.V. (a) (b)   860    88,941 
Comfort Systems USA, Inc.   2,830    123,614 
Continental Building Products, Inc. (a)   3,600    91,620 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Industrials - 13.3% (Continued)          
CRA International, Inc.   520   $22,126 
CSW Industrials, Inc. (a)   680    32,878 
Echo Global Logistics, Inc. (a)   450    9,149 
EMCOR Group, Inc.   1,050    62,675 
EnerSys   1,215    94,296 
Exponent, Inc.   2,636    133,671 
Federal Signal Corp.   3,240    64,476 
Forward Air Corp.   1,785    97,907 
Franklin Electric Co., Inc.   2,350    100,768 
Generac Holdings, Inc. (a)   2,285    113,565 
Gorman-Rupp Co. (The)   507    16,432 
Harsco Corp. (a)   346    6,872 
Healthcare Services Group, Inc. (b)   145    5,826 
Heidrick & Struggles International, Inc.   450    14,036 
Heritage-Crystal Clean, Inc. (a)   365    8,399 
Herman Miller, Inc.   1,445    43,711 
Hillenbrand, Inc.   1,190    45,137 
HNI Corp.   3,300    116,919 
Insperity, Inc.   1,252    116,886 
Insteel Industries, Inc.   5,201    126,279 
Interface, Inc.   4,717    67,217 
Kadant, Inc.   238    19,387 
Kennametal, Inc.   3,825    127,296 
Kforce, Inc.   380    11,750 
Kimball International, Inc. - Class B   2,075    29,444 
Knoll, Inc.   25,502    420,273 
Korn/Ferry International   1,720    68,009 
Marten Transport Ltd.   38,095    616,758 
Masonite International Corp. (a)   260    11,656 
McGrath RentCorp   110    5,663 
Mercury Systems, Inc. (a) (b)   20,635    975,829 
Milacron Holdings Corp. (a)   80    951 
Mistras Group, Inc. (a)   520    7,478 
Mueller Industries, Inc.   2,428    56,718 
Mueller Water Products, Inc. - Series A   7,510    68,341 
MYR Group, Inc. (a)   331    9,324 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Industrials - 13.3% (Continued)          
NCI Building Systems, Inc. (a)   111   $805 
PGT Innovations, Inc. (a)   70    1,110 
Proto Labs, Inc. (a)   550    62,035 
Raven Industries, Inc.   3,860    139,693 
Resources Connection, Inc.   2,040    28,968 
Saia, Inc. (a)   11,301    630,822 
Simpson Manufacturing Co., Inc.   1,330    71,993 
SiteOne Landscape Supply, Inc. (a) (b)   7,715    426,408 
Standex International Corp.   595    39,972 
Tennant Co.   570    29,703 
Trex Co., Inc. (a)   710    42,146 
Vectrus, Inc. (a)   705    15,214 
Watts Water Technologies, Inc. - Class A   60    3,872 
Woodward, Inc.   655    48,660 
         7,008,656 
Information Technology - 26.2%          
8x8, Inc. (a)   650    11,726 
A10 Networks, Inc. (a) (b)   2,495    15,569 
Acacia Communications, Inc. (a)   830    31,540 
ACI Worldwide, Inc. (a)   670    18,539 
ADTRAN, Inc.   20    215 
Advanced Energy Industries, Inc. (a)   140    6,010 
Aerohive Networks, Inc. (a)   440    1,434 
Altair Engineering, Inc. - Class A (a)   2,230    61,503 
Alteryx, Inc. - Class A (a) (b)   870    51,739 
AppFolio, Inc. - Class A (a) (b)   220    13,028 
Badger Meter, Inc. (b)   1,080    53,147 
BlackLine, Inc. (a)   260    10,647 
Bottomline Technologies (de), Inc. (a)   910    43,680 
Box, Inc. - Class A (a)   31,693    534,978 
Brightcove, Inc. (a)   2,040    14,362 
Cabot Microelectronics Corp.   7,422    707,687 
CalAmp Corp. (a) (b)   2,500    32,525 
Cardtronics plc - Class A (a)   2,290    59,540 
Cass Information Systems, Inc.   733    38,790 
ChannelAdvisor Corp. (a)   735    8,342 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Information Technology - 26.2% (Continued)          
Cirrus Logic, Inc. (a)   331   $10,983 
Cloudera, Inc. (a) (b)   1,623    17,950 
CommVault Systems, Inc. (a)   1,797    106,185 
Control4 Corp. (a)   360    6,336 
Cornerstone OnDemand, Inc. (a)   2,208    111,349 
Coupa Software, Inc. (a)   1,430    89,890 
CSG Systems International, Inc.   1,610    51,150 
Diodes, Inc. (a) (b)   2,790    90,005 
Ellie Mae, Inc. (a) (b)   850    53,406 
Entegris, Inc.   3,325    92,751 
Envestnet, Inc. (a)   1,755    86,328 
ePlus, Inc. (a)   15    1,068 
EVERTEC, Inc.   1,135    32,575 
EVO Payments, Inc. - Class A (a)   27,395    675,835 
ExlService Holdings, Inc. (a)   773    40,675 
Fair Isaac Corp. (a)   559    104,533 
FARO Technologies, Inc. (a)   1,070    43,485 
Five9, Inc. (a)   2,430    106,240 
ForeScout Technologies, Inc. (a)   860    22,351 
Hortonworks, Inc. (a)   4,235    61,069 
HubSpot, Inc. (a)   810    101,841 
Immersion Corp. (a) (b)   1,510    13,530 
Information Services Group, Inc. (a)   2,325    9,858 
Integrated Device Technology, Inc. (a)   9,574    463,669 
InterDigital, Inc.   350    23,251 
j2 Global, Inc.   3,030    210,221 
Limelight Networks, Inc. (a)   10,510    24,593 
Littelfuse, Inc.   100    17,148 
LivePerson, Inc. (a)   460    8,676 
MAXIMUS, Inc.   13,245    862,117 
Mesa Laboratories, Inc.   3,760    783,545 
Methode Electronics, Inc.   4,425    103,058 
Mimecast Ltd. (a)   17,515    589,029 
MINDBODY, Inc. - Class A (a)   20,289    738,520 
MKS Instruments, Inc.   125    8,076 
Model N, Inc. (a)   1,970    26,063 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Information Technology - 26.2% (Continued)          
Monotype Imaging Holdings, Inc.   8,750   $135,800 
Nanometrics, Inc. (a)   1,505    41,132 
New Relic, Inc. (a)   1,955    158,296 
NIC, Inc.   10,645    132,850 
NVE Corp.   1,037    90,779 
Okta, Inc. (a)   40    2,552 
OSI Systems, Inc. (a) (b)   430    31,519 
Park Electrochemical Corp.   3,180    57,463 
Paylocity Holding Corp. (a)   790    47,566 
Pegasystems, Inc.   30,461    1,456,950 
Perficient, Inc. (a)   1,220    27,157 
Progress Software Corp.   4,480    158,995 
Proofpoint, Inc. (a)   45    3,771 
PROS Holdings, Inc. (a)   300    9,420 
Pure Storage, Inc. - Class A (a)   1,390    22,351 
QAD, Inc. - Class A   180    7,079 
Qualys, Inc. (a) (b)   15,940    1,191,356 
Quantenna Communications, Inc. (a)   3,040    43,624 
Rapid7, Inc. (a)   1,175    36,613 
RingCentral, Inc. - Class A (a)   145    11,954 
Rogers Corp. (a)   195    19,317 
Rudolph Technologies, Inc. (a) (b)   850    17,400 
SailPoint Technology Holdings, Inc. (a)   3,960    93,020 
Science Applications International Corp.   1,760    112,112 
Semtech Corp. (a)   1,410    64,677 
SendGrid, Inc. (a)   2,000    86,340 
Silicon Laboratories, Inc. (a)   7,720    608,413 
SPS Commerce, Inc. (a)   1,125    92,678 
Trade Desk, Inc. (The) - Class A (a) (b)   480    55,709 
TTEC Holdings, Inc. (b)   693    19,799 
Twilio, Inc. - Class A (a)   70    6,251 
Varonis Systems, Inc. (a)   260    13,754 
Virtusa Corp. (a)   810    34,498 
Vishay Precision Group, Inc. (a)   50    1,512 
WNS Holdings Ltd. - ADR (a)   25,670    1,059,143 
Workiva, Inc. (a)   7,250    260,203 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Information Technology - 26.2% (Continued)          
Yext, Inc. (a)   780   $11,583 
Zix Corp. (a)   11,703    67,058 
         13,793,054 
Materials - 1.5%          
Ingevity Corp. (a)   665    55,654 
Kaiser Aluminum Corp.   285    25,448 
Louisiana-Pacific Corp.   3,985    88,546 
Myers Industries, Inc.   2,965    44,801 
Neenah, Inc.   79    4,655 
Quaker Chemical Corp. (b)   3,325    590,886 
         809,990 
Real Estate - 1.9%          
CareTrust REIT, Inc.   1,910    35,259 
City Office REIT, Inc.   2,820    28,905 
EastGroup Properties, Inc.   1,533    140,622 
First Industrial Realty Trust, Inc.   4,730    136,508 
Monmouth Real Estate Investment Corp.   5,960    73,904 
National Health Investors, Inc.   1,630    123,130 
NexPoint Residential Trust, Inc. (b)   360    12,618 
PotlatchDeltic Corp. (b)   1,483    46,922 
QTS Realty Trust, Inc. - Class A   151    5,595 
RE/MAX Holdings, Inc. - Class A   870    26,752 
RMR Group, Inc. (The) - Class A   360    19,109 
Ryman Hospitality Properties, Inc.   2,990    199,403 
Tanger Factory Outlet Centers, Inc. (b)   790    15,974 
Terreno Realty Corp.   120    4,220 
Urban Edge Properties   8,480    140,938 
         1,009,859 

 

 

 

SMALL COMPANY GROWTH PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 98.1% (Continued)  Shares   Value 
Utilities - 0.3%          
American States Water Co.   970   $65,029 
SJW Group   490    27,254 
York Water Co. (The) (b)   1,800    57,708 
         149,991 
           
Total Common Stocks (Cost $49,168,066)       $51,748,677 

 

MONEY MARKET FUNDS - 2.1%  Shares   Value 
Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (c)   703,438   $703,438 
Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (c) (d)   414,659    414,659 
Total Money Market Funds (Cost $1,118,097)       $1,118,097 
           
Total Investments at Value - 100.2% (Cost $50,286,163)       $52,866,774 
           
Liabilities in Excess of Other Assets - (0.2%)        (101,856)
           
Net Assets - 100.0%       $52,764,918 

 

(a) Non-income producing security.
(b) This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $11,335,374.
(c) The rate shown is the 7-day effective yield as of December 31, 2018.
(d) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $414,659. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $11,097,295.

 

ADR - American Depositary Receipt.

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS    
December 31, 2018    
     
COMMON STOCKS - 97.4%  Shares   Value 
Communication Services - 1.0%          
Gannett Co., Inc. (a)   4,090   $34,888 
MSG Networks, Inc. - Class A (b)   6,030    142,067 
National CineMedia, Inc. (a)   8,200    53,136 
New Media Investment Group, Inc.   9,655    111,708 
QuinStreet, Inc. (b)   1,820    29,539 
Reading International, Inc. - Class A (b)   9,930    144,382 
Saga Communications, Inc. - Class A   161    5,350 
Spok Holdings, Inc.   1,470    19,492 
         540,562 
Consumer Discretionary - 8.1%          
Abercrombie & Fitch Co. - Class A (a)   20    401 
American Eagle Outfitters, Inc.   8,472    163,763 
American Outdoor Brands Corp. (b)   1,780    22,891 
American Public Education, Inc. (b)   1,464    41,665 
Bassett Furniture Industries, Inc. (a)   3,230    64,729 
Callaway Golf Co.   200    3,060 
Cato Corp. (The) - Class A   2,700    38,529 
Chico's FAS, Inc. (a)   2,394    13,454 
Citi Trends, Inc.   2,000    40,780 
Columbia Sportswear Co.   1,145    96,283 
Core-Mark Holding Co., Inc.   1,270    29,528 
DSW, Inc. - Class A   5,801    143,285 
Ethan Allen Interiors, Inc.   5,620    98,856 
Express, Inc. (a) (b)   3,260    16,659 
Fiesta Restaurant Group, Inc. (b)   640    9,926 
Flexsteel Industries, Inc.   879    19,408 
Guess?, Inc.   2,290    47,563 
Haverty Furniture Cos., Inc.   2,090    39,250 
Helen of Troy Ltd. (b)   1,485    194,802 
Hooker Furniture Corp.   26,077    686,868 
Jack in the Box, Inc. (a)   1,795    139,346 
K12, Inc. (b)   1,216    30,145 
La-Z-Boy, Inc.   3,387    93,854 
Leaf Group Ltd. (b)   1,490    10,207 
Movado Group, Inc. (a)   2,271    71,809 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Consumer Discretionary - 8.1% (Continued)          
Office Depot, Inc.   7,425   $19,157 
Shiloh Industries, Inc. (b)   739    4,308 
Signet Jewelers Ltd. (a)   1,930    61,316 
Standard Motor Products, Inc.   1,031    49,931 
Stoneridge, Inc. (b)   16,848    415,304 
Strategic Education, Inc.   362    41,058 
Superior Industries International, Inc. (a)   1,130    5,435 
Taylor Morrison Home Corp. - Class A (b)   44,330    704,848 
Tile Shop Holdings, Inc.   8,370    45,868 
Tilly's, Inc. - Class A   2,497    27,117 
TRI Pointe Group, Inc. (a) (b)   54,601    596,789 
Vera Bradley, Inc. (b)   6,610    56,648 
Vista Outdoor, Inc. (b)   2,710    30,758 
Wingstop, Inc.   500    32,095 
         4,207,693 
Consumer Staples - 2.1%          
Cal-Maine Foods, Inc. (a)   2,150    90,945 
Landec Corp. (a) (b)   64,355    761,963 
Limoneira Co. (a)   2,490    48,680 
Natural Grocers by Vitamin Cottage, Inc. (b)   1,690    25,908 
Sanderson Farms, Inc. (a)   160    15,886 
Vector Group Ltd. (a)   14,349    139,616 
         1,082,998 
Energy - 4.6%          
Archrock, Inc.   11,923    89,302 
Carrizo Oil & Gas, Inc. (a) (b)   52,350    591,031 
Centennial Resource Development, Inc. - Class A (a) (b)   48,520    534,689 
CONSOL Energy, Inc. (b)   1,970    62,469 
Denbury Resources, Inc. (a) (b)   4,170    7,131 
Earthstone Energy, Inc. - Class A (b)   1,190    5,379 
FTS International, Inc. (a) (b)   8,050    57,236 
Golar LNG Ltd.   540    11,750 
Hallador Energy Co.   3,810    19,317 
KLX Energy Services Holdings, Inc. (b)   182    4,268 
Midstates Petroleum Co., Inc. (b)   5,964    44,790 
NACCO Industries, Inc. - Class A   1,980    67,122 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Energy - 4.6% (Continued)          
Natural Gas Services Group, Inc. (b)   2,250   $36,990 
Oasis Petroleum, Inc. (b)   3,193    17,657 
Overseas Shipholding Group, Inc. - Class A (b)   26,392    43,811 
Panhandle Oil and Gas, Inc. - Class A   4,020    62,310 
PDC Energy, Inc. (b)   17,926    533,478 
Peabody Energy Corp.   210    6,401 
PHI, Inc. (a) (b)   5,421    10,029 
SandRidge Energy, Inc. (b)   971    7,389 
SEACOR Holdings, Inc. (b)   1,850    68,450 
Ship Finance International Ltd. (a)   4,630    48,754 
Talos Energy, Inc. (b)   2,010    32,803 
TETRA Technologies, Inc. (b)   1,020    1,714 
Transocean Ltd. (a) (b)   241    1,673 
         2,365,943 
Financials - 31.7%          
AG Mortgage Investment Trust, Inc.   4,520    72,004 
Ambac Financial Group, Inc. (a) (b)   2,260    38,962 
American Equity Investment Life Holding Co.   4,860    135,788 
Ameris Bancorp   24,420    773,381 
AMERISAFE, Inc.   1,010    57,257 
Ares Commercial Real Estate Corp. (a)   6,250    81,500 
Argo Group International Holdings Ltd.   394    26,497 
ARMOUR Residential REIT, Inc.   3,920    80,360 
Arrow Financial Corp.   569    18,219 
Aspen Insurance Holdings Ltd.   27,590    1,158,504 
Associated Banc-Corp.   1,148    22,719 
B. Riley Financial, Inc. (a)   7,450    105,791 
Bancorp, Inc. (The) (b)   4,940    39,322 
Bank of N.T. Butterfield & Son Ltd. (The)   22,840    716,034 
BankUnited, Inc.   18,405    551,046 
Banner Corp.   1,310    70,059 
Beneficial Bancorp, Inc.   1,479    21,135 
Berkshire Hills Bancorp, Inc.   314    8,469 
Blucora, Inc. (b)   1,160    30,902 
Blue Hills Bancorp, Inc.   1,210    25,821 
Boston Private Financial Holdings, Inc.   670    7,082 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Financials - 31.7% (Continued)          
BrightSphere Investment Group plc   7,490   $79,993 
Brookline Bancorp, Inc.   430    5,943 
Cadence Bancorp.   9,080    152,362 
Capitol Federal Financial, Inc.   11,744    149,971 
Capstead Mortgage Corp. (a)   1,250    8,338 
Carolina Financial Corp.   1,220    36,100 
Cathay General Bancorp   6,441    215,967 
CenterState Bank Corp.   2,925    61,542 
Central Pacific Financial Corp.   329    8,011 
Chemical Financial Corp.   3,025    110,745 
City Holding Co. (a)   824    55,694 
CNO Financial Group, Inc.   4,728    70,353 
Columbia Banking System, Inc.   870    31,572 
Community Bank System, Inc. (a)   1,150    67,045 
Customers Bancorp, Inc. (b)   3,500    63,700 
CVB Financial Corp.   19,110    386,595 
Dime Community Bancshares, Inc.   1,364    23,161 
Donegal Group, Inc. - Class A   2,490    33,976 
Dynex Capital, Inc.   2,720    15,558 
Eagle Bancorp, Inc. (b)   3,608    175,746 
Employers Holdings, Inc.   1,723    72,314 
Enterprise Financial Services Corp.   1,732    65,175 
Essent Group Ltd. (b)   9,750    333,255 
Exantas Capital Corp. (a)   18,621    186,581 
FBL Financial Group, Inc. - Class A   1,212    79,568 
Federated Investors, Inc. - Class B (a)   3,620    96,111 
FedNat Holding Co.   2,377    47,350 
First Business Financial Services, Inc.   480    9,365 
First Citizens BancShares, Inc. - Class A   341    128,574 
First Financial Corp.   1,011    40,592 
First Horizon National Corp. (a)   45,337    596,635 
First Merchants Corp.   3,050    104,524 
First Midwest Bancorp, Inc.   630    12,480 
Genworth Financial, Inc. - Class A (a) (b)   30,810    143,575 
Glacier Bancorp, Inc. (a)   2,457    97,346 
Global Indemnity Ltd. (a)   1,839    66,627 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Financials - 31.7% (Continued)          
Great Ajax Corp. (a)   583   $7,025 
Great Western Bancorp, Inc.   5,820    181,875 
Hallmark Financial Services, Inc. (b)   6,086    65,059 
Hancock Whitney Corp.   1,716    59,459 
HCI Group, Inc. (a)   570    28,962 
Heritage Commerce Corp.   1,580    17,917 
Home BancShares, Inc. (a)   11,590    189,381 
HomeStreet, Inc. (b)   33,685    715,132 
Hope Bancorp, Inc.   8,550    101,403 
IBERIABANK Corp.   170    10,928 
Independent Bank Corp.   1,808    38,004 
International Bancshares Corp.   670    23,048 
Invesco Mortgage Capital, Inc.   1,740    25,195 
Investors Bancorp, Inc.   3,350    34,840 
Kemper Corp.   2,830    187,855 
KKR Real Estate Finance Trust, Inc.   6,210    118,922 
LegacyTexas Financial Group, Inc.   3,225    103,490 
Mercantile Bank Corp.   1,498    42,333 
Meridian Bancorp, Inc.   13,055    186,948 
MGIC Investment Corp. (b)   26,235    274,418 
Mr. Cooper Group, Inc. (a) (b)   3,938    45,956 
MutualFirst Financial, Inc.   840    22,319 
National Bank Holdings Corp. - Class A   1,915    59,116 
National Western Life Group, Inc. - Class A   595    178,917 
Navigators Group, Inc. (The)   1,882    130,780 
NBT Bancorp, Inc. (a)   2,028    70,149 
NMI Holdings, Inc. - Class A (b)   5,319    94,944 
Northfield Bancorp, Inc. (a)   3,392    45,962 
Northrim BanCorp, Inc.   1,360    44,703 
OFG Bancorp   408    6,716 
On Deck Capital, Inc. (b)   9,210    54,339 
Oritani Financial Corp. (a)   6,440    94,990 
Orrstown Financial Services, Inc.   1,040    18,938 
PacWest Bancorp   13,350    444,288 
PennyMac Mortgage Investment Trust (a)   5,230    97,383 
ProAssurance Corp.   7,970    323,263 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Financials - 31.7% (Continued)          
Protective Insurance Corp. - Class B   2,733   $45,504 
Provident Financial Services, Inc.   1,340    32,334 
Pzena Investment Management, Inc. - Class A   7,016    60,688 
Radian Group, Inc.   25,596    418,751 
RenaissanceRe Holdings Ltd.   6,595    881,752 
Renasant Corp.   8,190    247,174 
Republic Bancorp, Inc. - Class A   2,233    86,462 
RLI Corp.   800    55,192 
S&T Bancorp, Inc. (a)   1,687    63,836 
Safeguard Scientifics, Inc. (a) (b)   1,280    11,034 
Selective Insurance Group, Inc.   330    20,110 
Stock Yards Bancorp, Inc.   3,470    113,816 
Texas Capital Bancshares, Inc. (b)   7,880    402,589 
Third Point Reinsurance Ltd. (b)   13,153    126,795 
TowneBank   3,160    75,682 
TPG RE Finance Trust, Inc.   570    10,420 
TriState Capital Holdings, Inc. (b)   2,080    40,477 
TrustCo Bank Corp. (a)   8,390    57,555 
Umpqua Holdings Corp.   1,130    17,967 
United Bankshares, Inc. (a)   6,390    198,793 
United Community Banks, Inc. (a)   3,210    68,887 
United Fire Group, Inc. (a)   1,452    80,513 
Univest Corp. of Pennsylvania   1,200    25,884 
Washington Federal, Inc. (a)   4,810    128,475 
Washington Trust Bancorp, Inc.   610    28,993 
Waterstone Financial, Inc.   2,630    44,079 
WesBanco, Inc. (a)   1,520    55,769 
Western Alliance Bancorp. (b)   22,375    883,588 
Wintrust Financial Corp.   683    45,413 
WSFS Financial Corp.   1,320    50,041 
         16,396,826 
Health Care - 3.6%          
American Renal Associates Holdings, Inc. (b)   290    3,341 
Anika Therapeutics, Inc. (b)   1,590    53,440 
Avanos Medical, Inc. (b)   1,393    62,392 
bluebird bio, Inc. (b)   61    6,051 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Health Care - 3.6% (Continued)          
Cambrex Corp. (b)   560   $21,146 
Cerus Corp. (a) (b)   2,980    15,109 
Concert Pharmaceuticals, Inc. (b)   1,357    17,031 
CONMED Corp.   3,420    219,564 
FONAR Corp. (b)   1,350    27,324 
Haemonetics Corp. (b)   829    82,941 
HMS Holdings Corp. (b)   3,430    96,486 
Integer Holdings Corp. (b)   1,585    120,872 
Intra-Cellular Therapies, Inc. (b)   2,600    29,614 
LivaNova plc (b)   5,830    533,269 
Luminex Corp.   2,980    68,868 
MacroGenics, Inc. (b)   760    9,652 
Meridian Bioscience, Inc.   6,391    110,948 
NanoString Technologies, Inc. (b)   1,070    15,868 
National HealthCare Corp. (a)   1,103    86,530 
NextGen Healthcare, Inc. (b)   6,850    103,777 
OraSure Technologies, Inc. (b)   10,320    120,538 
Orthofix Medical, Inc. (b)   400    20,996 
Revance Therapeutics, Inc. (b)   870    17,513 
RTI Surgical, Inc. (b)   4,148    15,348 
         1,858,618 
Industrials - 14.2%          
AeroVironment, Inc. (a) (b)   495    33,635 
Alamo Group, Inc.   5,340    412,889 
Albany International Corp. - Class A   7,165    447,311 
Altra Industrial Motion Corp.   2,030    51,055 
Apogee Enterprises, Inc. (a)   11,790    351,931 
Applied Industrial Technologies, Inc.   1,165    62,840 
Astronics Corp. (a) (b)   12,745    388,086 
AZZ, Inc.   3,990    161,036 
Barnes Group, Inc.   7,515    402,954 
BMC Stock Holdings, Inc. (b)   33,150    513,162 
Brady Corp. - Class A   1,731    75,229 
Casella Waste Systems, Inc. - Class A (b)   1,560    44,444 
Comfort Systems USA, Inc.   2,503    109,331 
CSW Industrials, Inc. (b)   2,593    125,372 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Industrials - 14.2% (Continued)          
Curtiss-Wright Corp.   830   $84,760 
DXP Enterprises, Inc. (b)   430    11,971 
Echo Global Logistics, Inc. (b)   620    12,605 
EMCOR Group, Inc.   1,752    104,577 
Encore Wire Corp.   890    44,660 
EnerSys   10,597    822,434 
Ennis, Inc.   4,002    77,039 
Exponent, Inc.   1,136    57,607 
Federal Signal Corp.   2,340    46,566 
Franklin Electric Co., Inc.   3,050    130,784 
FTI Consulting, Inc. (b)   1,735    115,620 
Gencor Industries, Inc. (b)   1,314    14,415 
GP Strategies Corp. (b)   19,105    240,913 
Graham Corp.   2,354    53,765 
Heidrick & Struggles International, Inc.   219    6,831 
Heritage-Crystal Clean, Inc. (b)   2,530    58,215 
Herman Miller, Inc.   1,830    55,358 
HNI Corp.   8,140    288,399 
Huron Consulting Group, Inc. (b)   640    32,838 
ICF International, Inc.   1,310    84,862 
Insteel Industries, Inc.   1,460    35,449 
Interface, Inc.   2,098    29,897 
Kennametal, Inc.   2,846    94,715 
Kimball International, Inc. - Class B   2,268    32,183 
Knight-Swift Transportation Holdings, Inc. (a)   21,690    543,768 
Mercury Systems, Inc. (b)   600    28,374 
Milacron Holdings Corp. (b)   4,150    49,344 
Moog, Inc. - Class A   682    52,841 
Mueller Water Products, Inc. - Series A   4,520    41,132 
Quanta Services, Inc.   21,435    645,193 
Resources Connection, Inc.   100    1,420 
SP Plus Corp. (b)   1,505    44,458 
SPX FLOW, Inc. (b)   386    11,742 
Tetra Tech, Inc.   230    11,907 
TriMas Corp. (b)   3,080    84,053 
TrueBlue, Inc. (b)   626    13,929 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Industrials - 14.2% (Continued)          
Vectrus, Inc. (b)   940   $20,285 
Watts Water Technologies, Inc. - Class A   980    63,239 
         7,327,423 
Information Technology - 12.6%          
Acacia Communications, Inc. (b)   1,640    62,320 
ADTRAN, Inc.   3,246    34,862 
Advanced Energy Industries, Inc. (b)   420    18,031 
Anixter International, Inc. (b)   420    22,810 
AVX Corp.   4,540    69,235 
Cabot Microelectronics Corp.   1,064    101,452 
CACI International, Inc. - Class A (b)   181    26,069 
Cardtronics plc - Class A (a) (b)   830    21,580 
Casa Systems, Inc. (b)   2,100    27,573 
CEVA, Inc. (b)   660    14,579 
Cirrus Logic, Inc. (b)   1,371    45,490 
Coherent, Inc. (a) (b)   5,289    559,101 
Comtech Telecommunications Corp.   3,550    86,408 
Control4 Corp. (b)   475    8,360 
CSG Systems International, Inc.   770    24,463 
CTS Corp.   5,610    145,243 
Digi International, Inc. (b)   2,067    20,856 
Diodes, Inc. (a) (b)   5,215    168,236 
Electronics For Imaging, Inc. (b)   770    19,096 
Entegris, Inc.   20,570    573,800 
Euronet Worldwide, Inc. (b)   2,820    288,712 
Fabrinet (a) (b)   2,580    132,380 
FARO Technologies, Inc. (b)   1,370    55,677 
ForeScout Technologies, Inc. (b)   1,060    27,549 
Integrated Device Technology, Inc. (a) (b)   13,940    675,114 
InterDigital, Inc.   1,080    71,744 
KEMET Corp.   1,396    24,486 
Knowles Corp. (b)   6,690    89,044 
Lattice Semiconductor Corp. (a) (b)   25,880    179,090 
Mellanox Technologies Ltd. (b)   9,000    831,419 
Methode Electronics, Inc.   20,345    473,835 
MicroStrategy, Inc. - Class A (b)   830    106,033 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Information Technology - 12.6% (Continued)          
Monotype Imaging Holdings, Inc.   13,130   $203,778 
Nanometrics, Inc. (b)   1,333    36,431 
NVE Corp.   1,288    112,752 
OSI Systems, Inc. (a) (b)   1,260    92,358 
Park Electrochemical Corp.   6,030    108,962 
Perficient, Inc. (b)   6,890    153,371 
Perspecta, Inc.   2,970    51,143 
Plexus Corp. (b)   1,365    69,724 
Progress Software Corp.   3,693    131,065 
Ribbon Communications, Inc. (b)   3,220    15,520 
Rogers Corp. (b)   719    71,224 
Sanmina Corp. (b)   1,324    31,855 
Semtech Corp. (b)   940    43,118 
Sykes Enterprises, Inc. (b)   2,901    71,742 
Verint Systems, Inc. (b)   5,565    235,454 
Viavi Solutions, Inc. (b)   560    5,628 
Virtusa Corp. (b)   430    18,314 
Vishay Intertechnology, Inc.   1,497    26,961 
Vishay Precision Group, Inc. (b)   580    17,533 
Workiva, Inc. (b)   630    22,611 
         6,524,191 
Materials - 5.7%          
Bemis Co., Inc. (a)   13,719    629,701 
Boise Cascade Co.   8,675    206,899 
FutureFuel Corp.   2,659    42,172 
Greif, Inc. - Class A   405    15,030 
Innophos Holdings, Inc.   1,293    31,717 
Kaiser Aluminum Corp.   5,367    479,219 
Louisiana-Pacific Corp.   14,737    327,456 
Materion Corp.   4,648    209,114 
Neenah, Inc.   5,640    332,309 
Olympic Steel, Inc. (a)   581    8,291 
P.H. Glatfelter Co. (a)   52,160    509,081 
Schnitzer Steel Industries, Inc. - Class A   545    11,745 
Sensient Technologies Corp. (a)   542    30,271 
SunCoke Energy, Inc. (b)   1,880    16,074 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Materials - 5.7% (Continued)          
Tredegar Corp. (a)   2,550   $40,443 
UFP Technologies, Inc. (b)   1,391    41,786 
         2,931,308 
Real Estate - 10.9%          
Alexander & Baldwin, Inc. (a) (b)   3,310    60,838 
American Assets Trust, Inc.   6,180    248,251 
Brandywine Realty Trust   31,703    408,017 
CareTrust REIT, Inc.   800    14,768 
CatchMark Timber Trust, Inc. - Class A   5,172    36,721 
Chatham Lodging Trust   5,190    91,759 
Chesapeake Lodging Trust   4,090    99,592 
City Office REIT, Inc.   16,750    171,688 
CoreCivic, Inc.   8,410    149,950 
Cousins Properties, Inc.   5,460    43,134 
DiamondRock Hospitality Co.   10,010    90,891 
First Industrial Realty Trust, Inc.   10,160    293,217 
Franklin Street Properties Corp.   3,830    23,861 
Gladstone Commercial Corp.   1,130    20,250 
Hersha Hospitality Trust   3,370    59,110 
InfraREIT, Inc.   2,530    53,181 
Investors Real Estate Trust   1,973    96,815 
Kite Realty Group Trust (a)   1,940    27,335 
LTC Properties, Inc.   4,265    177,765 
Mack-Cali Realty Corp. (a)   980    19,198 
Monmouth Real Estate Investment Corp.   15,560    192,944 
National Health Investors, Inc.   2,361    178,350 
NexPoint Residential Trust, Inc.   2,490    87,275 
NorthStar Realty Europe Corp.   3,550    51,617 
Pebblebrook Hotel Trust   6,780    191,942 
Piedmont Office Realty Trust, Inc. - Class A   17,760    302,629 
PotlatchDeltic Corp. (a)   7,864    248,816 
PS Business Parks, Inc.   344    45,064 
RE/MAX Holdings, Inc. - Class A   3,677    113,068 
RLJ Lodging Trust   13,000    213,200 
RPT Realty (a)   64,110    766,114 
Sabra Health Care REIT, Inc.   6,020    99,210 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
COMMON STOCKS - 97.4% (Continued)  Shares   Value 
Real Estate - 10.9% (Continued)          
St. Joe Co. (The) (a) (b)   7,580   $99,829 
Summit Hotel Properties, Inc.   7,040    68,499 
Sunstone Hotel Investors, Inc.   9,320    121,253 
Tejon Ranch Co. (a) (b)   990    16,414 
Terreno Realty Corp.   6,550    230,364 
TIER REIT, Inc.   650    13,410 
Urban Edge Properties   8,000    132,960 
Washington Prime Group, Inc. (a)   7,280    35,381 
Washington Real Estate Investment Trust   2,900    66,700 
Xenia Hotel & Resorts, Inc.   9,220    158,584 
         5,619,964 
Utilities - 2.9%          
ALLETE, Inc.   1,250    95,275 
American States Water Co. (a)   2,652    177,790 
Artesian Resources Corp. - Class A   5,299    184,776 
Consolidated Water Co. Ltd.   332    3,871 
El Paso Electric Co.   1,290    64,668 
IDACORP, Inc.   1,648    153,363 
MGE Energy, Inc.   1,081    64,817 
New Jersey Resources Corp. (a)   2,490    113,718 
ONE Gas, Inc.   3,862    307,416 
Otter Tail Corp.   745    36,982 
PNM Resources, Inc.   460    18,901 
Portland General Electric Co.   2,185    100,182 
SJW Group   1,820    101,228 
York Water Co. (The)   2,894    92,782 
         1,515,769 
           
Total Common Stocks (Cost $55,681,360)       $50,371,295 

 

 

 

SMALL COMPANY VALUE PORTFOLIO    
SCHEDULE OF INVESTMENTS (Continued)    
     
MONEY MARKET FUNDS - 2.3%  Shares   Value 
Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (c)   1,081,512   $1,081,512 
Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (c) (d)   130,515    130,515 
Total Money Market Funds (Cost $1,212,027)       $1,212,027 
           
Total Investments at Value - 99.7% (Cost $56,893,387)       $51,583,322 
           
Other Assets in Excess of Liabilities - 0.3%        156,805 
           
Net Assets - 100.0%       $51,740,127 

  

(a) This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $7,696,489.
(b) Non-income producing security.
(c) The rate shown is the 7-day effective yield as of December 31, 2018.
(d) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $130,515. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $7,789,908.

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS
December 31, 2018
 
COMMON STOCKS - 97.7%  Shares   Value 
Australia - 2.9%
Alumina Ltd. (a)   69,247   $112,171 
Amcor Ltd. (a) (b)   8,884    82,957 
ASX Ltd. (a)   4,790    202,408 
Aurizon Holdings Ltd. (a)   28,389    85,653 
BHP Billiton Ltd. (a)   265    6,406 
Caltex Australia Ltd. (a)   2,815    50,507 
CIMIC Group Ltd. (a)   7,297    223,150 
Cochlear Ltd. (a)   2,684    328,878 
Commonwealth Bank of Australia (a)   774    39,481 
Computershare Ltd. (a)   16,166    195,927 
CSL Ltd. (a)   47,500    6,204,564 
Goodman Group (a)   10,218    76,544 
GPT Group (The) (a)   18,702    70,379 
Incitec Pivot Ltd. (a)   846    1,956 
Insurance Australia Group Ltd. (a)   49,669    244,986 
Macquarie Group Ltd. (a)   6,318    483,950 
Medibank Private Ltd. (a)   96,554    174,806 
Newcrest Mining Ltd. (a)   14,077    216,357 
QBE Insurance Group Ltd. (a)   3,277    23,335 
Ramsay Health Care Ltd. (a)   1,417    57,641 
Scentre Group Ltd. REIT (a)   4,640    12,757 
South32 Ltd. (a)   11,501    27,360 
Stockland Corp. Ltd. (a)   14,070    34,906 
Telstra Corp. Ltd. (a)   92,872    186,388 
Wesfarmers Ltd. (a)   5,847    132,841 
Westpac Banking Corp. (a)   55,203    975,464 
Woolworths Group Ltd. (a)   40,987    850,263 
         11,102,035 
Belgium - 0.6%
Anheuser-Busch InBev S.A./N.V. (a)   8,274    545,015 
KBC Group N.V. (a)   23,626    1,519,882 
UCB S.A. (a)   3,455    282,157 
         2,347,054 
Bermuda - 0.1%
CK Infrastructure Holdings Ltd. (a)   17,000    128,650 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Bermuda - 0.1% (Continued)
Hongkong Land Holdings Ltd. (a)   46,100   $290,621 
         419,271 
Brazil - 0.7%
Ambev S.A. (a)   126,500    501,843 
Banco Santander Brasil S.A. (a)   42,300    465,699 
BB Seguridade Participacoes S.A. (a)   52,900    377,046 
CCR S.A. (a)   7,200    20,790 
Cia de Saneamento Basico do Estado de Sao Paulo (a)   25,200    204,731 
Embraer S.A. (a)   2,700    15,112 
Engie Brasil Energia S.A. (a)   875    7,451 
Kroton Educacional S.A. (a)   7,400    16,925 
Lojas Renner S.A. (a)   2,900    31,675 
Raia Drogasil S.A. (a)   20,046    295,612 
Suzano Papel e Celulose S.A. (a)   2,800    27,570 
Vale S.A. (a)   51,396    674,539 
         2,638,993 
Canada - 4.2%
Bank of Montreal   2,700    176,422 
Brookfield Asset Management, Inc. - Class A   3,400    130,323 
CAE, Inc.   1,000    18,381 
Canadian Imperial Bank of Commerce   1,400    104,289 
Canadian National Railway Co.   4,400    325,927 
Canadian Pacific Railway Ltd. (b)   28,666    5,091,656 
CCL Industries, Inc. - Class B   1,400    51,344 
CI Financial Corp.   15,400    194,957 
Constellation Software, Inc.   200    128,040 
Dollarama, Inc.   86,889    2,066,906 
Empire Co. Ltd. - Class A   15,400    325,266 
First Quantum Minerals Ltd.   700    5,662 
Franco-Nevada Corp.   2,100    147,279 
George Weston Ltd.   81    5,344 
H&R Real Estate Investment Trust   5,900    89,258 
IGM Financial, Inc.   10,400    236,422 
Imperial Oil Ltd.   4,400    111,501 
Industrial Alliance Insurance & Financial Services, Inc.   300    9,576 
Inter Pipeline Ltd.   9,200    130,352 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Canada - 4.2% (Continued)
Loblaw Cos. Ltd.   600   $26,862 
Manulife Financial Corp.   16,800    238,403 
PrairieSky Royalty Ltd.   26,300    340,460 
RioCan Real Estate Investment Trust   14,200    247,593 
Rogers Communications, Inc. - Class B   2,800    143,510 
Royal Bank of Canada   11,100    759,853 
Shaw Communications, Inc. - Class B   12,000    217,234 
Shopify, Inc. - Class A (b) (c)   32,706    4,528,146 
Suncor Energy, Inc.   13,600    379,908 
Teck Resources Ltd. - Class B   300    6,459 
Thomson Reuters Corp.   2,600    125,583 
         16,362,916 
Cayman Islands - 2.1%
Baidu, Inc. - ADR (c)   6,274    995,056 
China Medical System Holdings Ltd. (a)   40,000    37,340 
CK Asset Holdings Ltd. (a)   77,500    567,031 
CK Hutchison Holdings Ltd. (a)   29,000    278,346 
Hengan International Group Co. Ltd. (a)   19,500    141,576 
Tencent Holdings Ltd. (a)   149,555    5,994,171 
Tingyi (Cayman Islands) Holding Corp. (a)   186,000    249,109 
         8,262,629 
Chile - 0.2%
Aguas Andinas S.A. - Class A (a)   291,275    160,292 
Cia Cervecerias Unidas S.A. (a)   2,344    30,180 
Colbun S.A. (a)   527,139    106,406 
Empresas COPEC S.A. (a)   16,696    200,960 
Enel Americas S.A. (a)   708,243    125,306 
S.A.C.I. Falabella (a)   3,433    25,166 
         648,310 
China - 0.8%
China Construction Bank Corp. - H Shares (a)   603,000    493,765 
China Life Insurance Co. Ltd. - H Shares (a)   308,000    651,336 
China Merchants Bank Co. Ltd. - H Shares (a)   11,500    41,995 
China Pacific Insurance Co. Ltd. - H Shares (a)   28,200    91,127 
China Petroleum & Chemical Corp. - H Shares (a)   192,000    136,858 
China Railway Group Ltd. - H Shares (a)   87,000    79,272 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
China - 0.8% (Continued)
China Shenhua Energy Co. Ltd. - H Shares (a)   58,000   $126,494 
Industrial & Commercial Bank of China Ltd. - H Shares (a)   969,000    689,206 
PetroChina Co. Ltd. - H Shares (a)   654,000    405,802 
PICC Property & Casualty Co. Ltd. - H Shares (a)   6,000    6,122 
Sinopec Shanghai Petrochemical Co. Ltd. - H Shares (a)   400,000    175,094 
         2,897,071 
Colombia - 0.0% (d)
Grupo de Inversiones Suramericana S.A.   9,749    96,424 
           
Czech Republic - 0.4%
CEZ A/S (a)   64,772    1,543,967 
Komercní banka, a.s. (a)   88    3,323 
         1,547,290 
Denmark - 3.1%
A.P. Moller-Maerska A/S - Series B (a) (b)   3,259    4,099,280 
Carlsberg A/S - Series B (a)   460    48,931 
Chr. Hansen Holding A/S (a)   43,495    3,860,606 
Danske Bank A/S (a)   80,487    1,597,736 
DSV A/S (a)   5,553    366,705 
Genmab A/S (a) (c)   1,121    184,301 
Novo Nordisk A/S - Class B (a)   33,509    1,538,850 
Novozymes A/S - Class B (a)   10,382    463,857 
         12,160,266 
Finland - 0.5%
Fortum OYJ (a)   2,957    64,719 
Neste OYJ (a)   3,429    265,449 
Nordea Bank Abp (a)   32,359    272,394 
Sampo OYJ - A Shares (a)   17,477    774,478 
UPM-Kymmene OYJ (a)   21,612    547,014 
         1,924,054 
France - 9.3%
Accor S.A. (a)   1,511    64,246 
Bureau Veritas S.A. (a)   18,926    385,614 
Credit Agricole S.A. (a)   145,911    1,570,160 
Dassault Aviation S.A. (a)   311    431,239 
Dassault Systemes S.A. (a)   226    26,841 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
France - 9.3% (Continued)
Eiffage S.A. (a)   457   $38,204 
Engie S.A. (a)    14,747    211,857 
Essilor International Cie Generale d'Optique S.A. (a)   34,137    4,326,595 
EssilorLuxottica   18,816    2,342,030 
Hermes International S.A. (a)   1,280    711,029 
Kering S.A. (a)   499    233,737 
L'Oréal (a)   4,341    993,202 
LVMH Moet Hennessy Louis Vuitton SE (a)   18,568    5,435,585 
Pernod Ricard S.A. (a)   25,838    4,240,017 
Publicis Groupe S.A. (a)   51,547    2,940,731 
Rexel S.A. (a)   352,121    3,750,360 
Sanofi S.A. (a)   14,112    1,224,062 
Schneider Electric SE (a)   48,111    3,263,022 
SCOR SE (a)   42,428    1,907,170 
Total S.A. (a)   26,500    1,397,571 
Unibail-Rodamco SE and WFD Unibail-Rodamco N.V. (a)   1,855    287,015 
Vinci S.A. (a)   867    71,286 
         35,851,573 
Germany - 3.2%
adidas AG (a)   20,008    4,180,930 
Allianz SE (a)   4,807    965,871 
BASF SE (a)   6,358    442,803 
Bayer AG (a)   5,500    382,470 
Beiersdorf AG (a)   1,523    158,833 
Brenntag AG (a)   669    29,198 
Deutsche Telekom AG (a)   49,395    839,448 
Fraport AG Frankfurt Airport Services Worldwide (a)   1,024    73,277 
Hannover Rueck SE (a)   2,393    322,465 
SAP SE (a)   1,721    170,787 
Siemens AG (a)   8,405    937,894 
Volkswagon AG (a)   23,820    3,810,110 
         12,314,086 
Greece - 0.0% (d)
FF Group (c)   2,880    15,837 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Hong Kong - 4.8%
AIA Group Ltd. (a)   567,570   $4,714,663 
China Merchants Holdings Ltd. (a) (b)   166,000    298,468 
China Mobile Ltd. (a)   255,000    2,467,513 
China Resources Power Holdings Co. Ltd. (a)   1,740,504    3,347,720 
China Travel International Investment Hong Kong Ltd. (a)   222,000    59,243 
China Unicom (a)   6,000    6,392 
CITIC Ltd. (a)   545,000    855,196 
CNOOC Ltd. (a)   306,000    471,335 
Fosun International Ltd. (a)   271,500    395,666 
Galaxy Entertainment Group Ltd. (a)   10,000    63,166 
Greentown China Holdings Ltd. (a)   60,000    45,121 
Hang Lung Properties Ltd. (a)   23,000    43,716 
Hang Seng Bank Ltd. (a)   5,600    125,446 
Henderson Land Development Co. Ltd. (a)   78,000    388,208 
HKT Trust and HKT Ltd. (a)   88,000    126,766 
Hong Kong Exchanges & Clearing Ltd. (a)   6,000    173,450 
Lenovo Group Ltd. (a)   6,108,000    4,126,154 
Metallurgical Corp. of China Ltd. (a)   14,000    3,361 
MGM China Holdings (a)   7,200    12,020 
Power Assets Holdings Ltd. (a)   62,500    434,209 
Shanghai Industrial Holdings Ltd. (a)   60,000    121,300 
Shui On Land Ltd. (a)   450,000    100,202 
Wharf Holdings Ltd. (The) (a)   13,000    33,892 
         18,413,207 
Hungary - 0.1%
MOL Hungarian Oil & Gas plc (a)   10,617    116,499 
OTP Bank plc (a)   2,020    81,623 
         198,122 
India - 1.4%
Ashok Leyland Ltd. (a)   23,533    34,631 
Bharat Forge Ltd. (a)   1,824    13,325 
Bharti Infratel Ltd. (a)   1,011    3,762 
Coal India Ltd. (a)   34,243    118,442 
Container Corp. of India Ltd. (a)   10,330    102,054 
GAIL India Ltd. (a)   27,067    140,122 
HDFC Bank Ltd. - ADR   48,057    4,978,226 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
India - 1.4% (Continued)
Tata Steel Ltd. (a)   4,283   $32,041 
Zee Entertainment Enterprises Ltd. (a)   1,208    8,267 
         5,430,870 
Indonesia - 0.2%
Bumi Serpong Damai Tbk PT (a) (c)   123,800    10,822 
Hanjaya Mandala Sampoerna Tbk PT (a)   985,100    254,496 
Jasa Marga (Persero) Tbk PT (a)   273,900    81,503 
Perusahaan Gas Negara Perser Tbk (a)   54,800    8,088 
United Tractors Tbk PT (a)   235,900    448,627 
         803,536 
Ireland - 3.1%
Accenture plc - Class A   35,899    5,062,117 
DCC plc (a)   1,471    112,227 
ICON plc (c)   28,946    3,740,113 
Ryanair Holdings plc - ADR (c)   24,434    1,743,122 
Willis Towers Watson plc   9,802    1,488,532 
         12,146,111 
Israel - 0.1%
Check Point Software Technologies Ltd. (b) (c)   2,826    290,089 
Nice Ltd. (a) (c)   586    63,481 
Teva Pharmaceutical Industries Ltd. - ADR (b) (c)   9,300    143,406 
         496,976 
Italy - 2.1%
Assicurazioni Generali SpA (a)   3,575    59,745 
Atlantia SpA (a)   2,926    60,546 
Enel SpA (a)   432,924    2,509,453 
Eni SpA (a)   71,146    1,123,768 
Intesa Sanpaolo SpA (a)   94,313    209,973 
Mediobanca Banca di Credito Finanziario SpA (a)   21,133    178,793 
Saipem SpA (a) (c)   511,502    1,916,553 
Snam SpA (a)   167,410    732,890 
Terna Rete Elettrica Nazionale SpA (a)   85,593    486,034 
Unicredit SpA (a)   66,986    758,650 
         8,036,405 
Japan - 13.0%
Ajinomoto Co., Inc. (a)   3,700    65,743 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Japan - 13.0% (Continued)
Asahi Group Holdings Ltd. (a)   700   $27,126 
Astellas Pharma, Inc. (a)   35,900    458,660 
Benesse Holdings, Inc. (a)   600    15,262 
Bridgestone Corp. (a)   2,700    103,583 
Calbee, Inc. (a)   900    28,110 
Canon, Inc. (a)   7,500    206,358 
Central Japan Railway Co. (a)   1,600    337,564 
Chubu Electric Power Co., Inc. (a)   1,400    19,892 
Chugai Pharmaceutical Co. Ltd. (a)   2,100    121,793 
Daifuku Co. Ltd. (a)   2,000    90,677 
Dai-ichi Life Holdings, Inc. (a)   64,000    993,852 
Daikin Industries Ltd. (a)   4,100    435,627 
Dentsu, Inc. (a)   4,500    200,964 
East Japan Railway Co. (a)   5,100    450,362 
Eisai Co. Ltd. (a)   7,100    549,656 
Fast Retailing Co. Ltd. (a)   1,300    663,933 
Fujitsu Ltd. (a)   72,500    4,519,165 
Hamamatsu Photonics K.K. (a)   2,000    67,022 
Hitachi Metals Ltd. (a)   259,200    2,695,695 
Honda Motor Co. (a)   151,600    3,993,731 
Hoshizaki Corp. (a)   700    42,473 
Hoya Corp. (a)   300    18,089 
Iida Group Holdings Co. Ltd. (a) (b)   83,900    1,453,176 
INPEX Corp. (a)   400,400    3,547,710 
Isetan Mitsukoshi Holdings Ltd. (a)   5,500    60,765 
Isuzu Motors Ltd. (a)   122,300    1,715,437 
Japan Airport Terminal Co. Ltd. (a)   6,000    207,407 
Japan Exchange Group, Inc. (a)   11,900    191,937 
Japan Post Bank Co. Ltd. (a)   16,400    180,552 
Japan Post Holdings Co. Ltd. (a)   48,900    564,575 
Japan Real Estate Investment Corp. (a)   29    162,818 
Japan Retail Fund Investment Corp. (a)   8    15,964 
Japan Tobacco, Inc. (a)   5,800    137,808 
Kansai Electric Power Co., Inc. (The) (a)   23,400    350,908 
KDDI Corp. (a)   3,000    71,682 
Keikyu Corp. (a)   26,200    428,124 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Japan - 13.0% (Continued)
Keyence Corp. (a)   10,130   $5,119,934 
Kintetsu Group Holdings Co. (a)   1,300    56,486 
Kirin Holdings Co. Ltd. (a)   15,800    329,440 
Kuboto Corp. (a)   13,200    187,613 
Kurita Water Industries Ltd. (a)   7,500    181,574 
Kyocera Corp. (a)   300    14,995 
Kyowa Hakko Kirin Co. Ltd. (a)   700    13,227 
Kyushu Electric Power Co., Inc. (a)   21,700    258,384 
Marubeni Corp. (a)   74,000    519,198 
McDonald's Holdings Co. Japan Ltd. (a)   2,500    106,190 
Mebuki Financial Group, Inc. (a)   87,200    230,598 
Mitsubishi Corp. (a)   15,500    424,937 
Mitsubishi UFJ Financial Group, Inc. (a)   352,500    1,729,870 
Mitsui & Co., Ltd. (a)   109,400    1,680,670 
Mitsui Fudosan Co. Ltd. (a)   1,800    39,980 
Mizuho Financial Group, Inc. (a)   579,600    896,738 
MS&AD Insurance Group Holdings, Inc. (a)   36,400    1,034,633 
Murata Manufacturing Co. Ltd. (a)   900    121,270 
Nidec Corp. (a)   1,900    214,969 
Nippon Building Fund, Inc. (a)   16    100,745 
Nomura Research Institute Ltd. (a)   3,067    113,727 
NTT Data Corp. (a)   2,800    30,602 
NTT DoCoMo, Inc. (a)   26,800    602,147 
Olympus Corp. (a)   7,100    217,142 
Ono Pharmaceutical Co. Ltd. (a)   4,500    91,889 
Osaka Gas Co. Ltd. (a)   11,000    200,653 
Park24 Co. Ltd. (a)   300    6,606 
Persol Holdings Co. Ltd. (a)   7,000    103,830 
Rakuten, Inc. (a)   3,700    24,821 
Recruit Holdings Co. Ltd. (a)   5,000    120,788 
Renesas Electronics Corp. (a) (c)   10,100    45,871 
Resona Holdings, Inc. (a)   4,900    23,502 
Sankyo Co. Ltd. (a)   6,300    239,581 
Secom Co. Ltd. (a)   800    66,357 
Seibu Holdings, Inc. (a)   21,400    372,203 
Seven & i Holdings Co. Ltd. (a)   16,200    703,941 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Japan - 13.0% (Continued)
Shimadzu Corp. (a)   600   $11,831 
Shimano, Inc. (a)   5,500    775,285 
Shin-Etsu Chemical Co. Ltd. (a)   4,400    338,049 
Shionogi & Co. Ltd. (a)   10,800    616,387 
Shiseido Co. Ltd. (a)   3,800    237,975 
Sumitomo Corp. (a)   35,600    505,097 
Sumitomo Mitsui Financial Group, Inc. (a)   96,100    3,167,798 
Sumitomo Mitsui Trust Holdings, Inc. (a)   10,300    375,078 
Sundrug Co. Ltd. (a)   2,100    62,533 
Suzuki Motor Corp. (a)   3,100    156,268 
Takeda Pharmaceutical Co. Ltd. (a) (b)   26,100    884,605 
Tohoku Electric Power Co., Inc. (a)   16,400    215,911 
Tokyo Gas Co. Ltd. (a)   23,900    604,455 
Trend Micro, Inc. (a)   3,400    183,712 
Unicharm Corp. (a)   9,300    300,767 
United Urban Investment Corp. (a)   77    119,246 
USS Co. Ltd. (a)   7,300    122,477 
Yahoo Japan Corp. (a)   5,800    14,428 
Yakult Honsha Co. Ltd. (a)   500    35,000 
Yamato Holdings Co. Ltd. (a)   8,700    238,514 
         50,384,727 
Jersey - 2.0%
Experian plc (a)   263,029    6,377,386 
Glencore plc (a) (c)   45,827    170,416 
WPP plc (a)   100,001    1,088,491 
         7,636,293 
Korea (Republic of) - 3.0%
BNK Financial Group, Inc. (a)   18,737    123,333 
CJ Corp. (a)   102    11,151 
Daelim Industrial Co. Ltd. (a)   1,250    115,097 
Doosan Bobcat, Inc. (a) (c)   4,468    126,790 
Hana Financial Group, Inc. (a)   62,936    2,051,563 
Hanwha Corp. (a)    597    16,808 
Hanwha Life Insurance Co. Ltd. (a)   31,538    119,674 
Hotel Shilla Co. Ltd. (a)    2,483    170,706 
Hyundai Mobis Co. Ltd. (a)    880    150,486 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Korea (Republic of) - 3.0% (Continued)
Hyundai Motor Co. Ltd. (a)   23,006   $1,451,478 
Industrial Bank of Korea (a)   16,766    211,638 
KB Financial Group, Inc. (a)   4,604    192,506 
Kia Motors Corp. (a)   7,470    225,678 
KT&G Corp. (a)   1,952    178,132 
LG Corp. (a)    2,556    160,445 
LG Household & Health Care Ltd. (a) (c)   47    46,558 
Lotte Chemical Corp. (a) (c)   502    125,100 
POSCO (a)   8,123    1,780,843 
Samsung C&T Corp. (a)    3,469    329,113 
Samsung Electronics Co. Ltd. (a)   38,690    1,349,963 
Samsung Life Insurance Co., Ltd. (a)   85    6,234 
Samsung SDS Co. Ltd. (a)    560    102,721 
Samsung Securities Co. Ltd. (a)   664    18,821 
Shinhan Financial Group Co. Ltd. (a)   47,349    1,682,671 
SK Hynix, Inc. (a)   10,930    597,236 
SK Innovation Co. Ltd. (a)   2,528    406,713 
         11,751,458 
Malaysia - 0.5%
Genting Berhad (a)   213,100    314,307 
Genting Malaysia Berhad (a)   613,400    447,781 
Hartalega Holdings Berhad (a)   23,100    34,272 
Maylasia Airports Holdings Berhad (a)   36,300    73,514 
Petronas Chemicals Group Berhad (a)   189,400    425,379 
Petronas Dagangan Berhad (a)   18,600    119,020 
Petronas Gas Berhad (a)   86,100    399,923 
         1,814,196 
Mexico - 1.1%
Alfa S.A.B. de C.V.   90,500    107,728 
America Movil S.A.B. de C.V.   388,200    276,390 
ARCA Continental S.A.B. de C.V.   6,200    34,677 
Grupo Financiero Inbursa S.A.B. de C.V.   289,000    417,259 
Promotora y Operadora de Infraestructura S.A.B. de C.V.   5,110    48,849 
Wal-Mart de Mexico S.A.B. de C.V.   1,358,775    3,456,147 
         4,341,050 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Netherlands - 3.4%
ASML Holding N.V. (a)   6,396   $1,001,870 
ASML Holding N.V. - ADR   15,505    2,412,888 
Core Laboratories N.V. (b)   29,216    1,743,027 
Heineken N.V. (a)   1,802    159,253 
ING Groep N.V. (a)   238,131    2,561,159 
Koninklijke Ahold Delhaize N.V. (a)   20,158    509,172 
Koninklijke KPN N.V. (a)   368,812    1,077,164 
Koninklijke Philips N.V. (a)   5,043    176,783 
Mylan N.V. (c)   108,727    2,979,120 
Qaigen N.V. (a) (c)   1,091    37,276 
Randstad Holding N.V. (a)   5,807    266,217 
Unilever N.V. (a)   2,236    121,114 
         13,045,043 
New Zealand - 0.0% (d)
Fisher & Paykel Healthcare Corp. Ltd. (a)   13,119    114,647 
           
Norway - 0.3%
DNB ASA (a)   31,567    506,651 
Equinor ASA (a)   5,183    109,931 
Orkla ASA (a)   38,416    300,763 
TELENOR ASA (a)   10,717    208,106 
         1,125,451 
Philippines - 0.2%
Aboitiz Power Corp. (a)   180,300    120,686 
Ayala Land, Inc. (a)   285,500    221,534 
Manila Electric Co. (a)   27,050    196,248 
PLDT, Inc. (a)   1,210    26,084 
Robinsons Land Corp. (a)   106,400    41,096 
SM Prime Holdings, Inc. (a)   10,700    7,305 
         612,953 
Poland - 0.2%
Bank Polska Kasa Opieki S.A. (a)   10,113    294,809 
Cyfrowy Polsat S.A. (a) (c)   8,747    52,916 
LPP S.A. (a)   54    113,523 
Polskie Gornictwo Naftowe I Gazownictwo S.A. (a)   64,850    119,895 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Poland - 0.2% (Continued)
Powszechna Kasa Oszczednosci Bank Polski S.A. (a)   17,313   $182,870 
         764,013 
Portugal - 0.0% (d)
Galp Energia SGPS S.A. (a)   1,870    29,441 
Jeronimo Martins SGPS S.A. (a)   9,723    115,208 
         144,649 
Russia - 1.4%
Alrosa PJSC   4,300    6,045 
Inter RAO UES PJSC   3,806,000    212,534 
LUKOIL PJSC - ADR   9,762    696,421 
MMC Norilsk Nickel PJSC   2,582    485,240 
MMC Norilsk Nickel PJSC - ADR (a)   42,294    793,670 
Mobile TeleSystems PJSC - ADR   28,000    196,000 
Moscow Exchange MICEX-RTS PJSC   169,030    195,121 
Novolipetsk Steel PJSC   154,660    349,062 
Rosneft Oil Co. PJSC - GDR (a)   245,078    1,512,277 
Severstal PJSC   27,020    364,229 
Tatneft PJSC   39,670    420,752 
         5,231,351 
Singapore - 1.1%
DBS Group Holdings Ltd. (a)   84,600    1,471,214 
Singapore Exchange Ltd. (a)   52,700    276,197 
Singapore Telecommunications Ltd. (a)   86,500    186,172 
Wilmar International Ltd. (a) (b)   1,054,100    2,413,994 
Yangzijiang Shipbuildings Holdings Ltd. (a)   26,100    23,982 
         4,371,559 
South Africa - 0.2%
Aspen Pharmacare Holdings Ltd. (a)   19,783    184,910 
Kumba Iron Ore Ltd. (a)   1,816    35,673 
MMI Holdings Ltd. (a)   116,733    138,453 
Mondi Ltd. (a)   533    11,468 
Mr. Price Group Ltd. (a)   886    15,120 
Resilient REIT Ltd. (a)   7,446    29,625 
Standard Bank Group Ltd. (a)   9,610    119,262 
Vodacom Group Ltd. (a)   1,105    10,151 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
South Africa - 0.2% (Continued)
Woolworths Holdings Ltd. (a)   44,576   $170,522 
         715,184 
Spain - 2.3%
ACS Actividades de Construccion y Servicios S.A. (a)   1,773    68,619 
Amadeus IT Group S.A. (a)   37,346    2,598,120 
Banco Bilbao Vizcaya Argentaria S.A. (a)   47,122    250,272 
Bankia S.A. (a) (b)   387,600    1,133,905 
Bankinter S.A. (a)   26,074    209,195 
CaixaBank S.A. (a)   87,066    315,265 
Enagas S.A. (a)   9,733    263,070 
Endesa S.A. (a)   35,279    813,456 
Iberdrola S.A. (a)   33,669    270,324 
Industria de Diseno Textil S.A. (a)   83,741    2,137,196 
Red Electrica Corp. S.A. (a)   9,675    215,728 
Repsol S.A. (a)   36,486    586,514 
Telefonica S.A. (a)   18,115    152,462 
         9,014,126 
Sweden - 2.4%
Alfa Laval AB (a)   8,954    192,479 
Atlas Copco AB - Class A (a)   96,364    2,298,968 
Hexagon AB - B Shares (a)   81,763    3,779,558 
Investor AB - B Shares (a)   9,996    424,757 
Sandvik AB (a)   3,345    47,926 
Swedish Match AB (a)   13,811    543,683 
Tele2 AB - B Shares (a)   15,824    201,808 
Telefonaktiebolaget LM Ericsson - B Shares (a)   158,878    1,406,329 
Volvo AB - B Shares (a)   22,981    300,903 
         9,196,411 
Switzerland - 9.0%
ABB Ltd. (a)   55,226    1,054,601 
Adecco Group AG (a)   3,964    186,318 
Chubb Ltd.   36,508    4,716,104 
Cie Financiere Richemont S.A. (a)   9,513    613,470 
Coca-Cola HBC AG (a) (c)   3,570    111,751 
Credit Suisse Group AG (a) (c)   157,464    1,721,348 
EMS-Chemie Holding AG (a)   696    331,378 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Switzerland - 9.0% (Continued)
Geberit AG (a)   7,472   $2,909,751 
Givaudan S.A. (a)   95    220,274 
Nestlé S.A. (a)   86,736    7,039,735 
Novartis AG (a)   22,581    1,933,933 
Partners Group Holding AG (a) (b)   1,860    1,131,525 
Roche Holdings AG (a)   25,511    6,333,333 
SGS S.A. (a)   397    893,656 
Sika AG (a)   21,710    2,757,681 
Swatch Group AG (The) - Bearer Shares (a)   832    242,826 
Swatch Group AG (The) - Registered Shares (a)   178    10,296 
Swiss Prime Site AG (a) (c)   2,831    229,314 
Swiss Re AG (a)   3,093    284,557 
UBS Group AG - Registered Shares (a) (c)   154,898    1,932,080 
         34,653,931 
Taiwan - 4.0%
Catcher Technology Co. Ltd. (a)   66,000    485,245 
Cathay Financial Holding Co. Ltd. (a)   75,000    115,289 
China Development Financial Holdings Corp. (a)   861,000    273,783 
China Life Insurance Co. Ltd. (a)   353,976    322,537 
Chunghwa Telecom Co. Ltd. (a)   7,000    25,664 
Compal Electronics, Inc. (a)   1,294,000    736,925 
E.Sun Financial Holding Co. Ltd. (a)   777,904    510,991 
Eva Airways Corp. (a)   144,900    74,760 
First Financial Holding Co. Ltd. (a)   256,540    167,825 
Formosa Chemicals & Fibre Corp. (a)   120,000    412,228 
Formosa Petrochemical Corp. (a)   129,000    459,659 
Formosa Plastics Corp. (a)   4,000    13,203 
Foxconn Technology Co. Ltd. (a)   16,301    32,320 
Giant Manufacturing Co. Ltd. (a)   5,000    23,565 
Hiwin Technologies Corp. (a)   12,360    89,542 
Hon Hai Precision Industry Co. Ltd. (a)   1,082,400    2,501,411 
Hotai Motor Co. Ltd. (a)   9,000    74,895 
MediaTek, Inc. (a)   36,000    269,042 
Nan Ya Plastics Corp. (a)   225,000    555,648 
Nien Made Enterprise Co. Ltd. (a)   8,000    61,536 
Ruentex Industries Ltd. (a)   22,000    56,492 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
Taiwan - 4.0% (Continued)
Shin Kong Financial Holding Co. Ltd. (a)   223,168   $65,534 
Standard Foods Corp. (a)   83,000    134,681 
Taiwan Business Bank (a)   256,880    86,848 
Taiwan Cement Corp. (a)   67,100    77,769 
Taiwan Semiconductor Manufacturing Co. Ltd. (a)   388,000    2,829,048 
Taiwan Semiconductor Manufacturing Co. Ltd. - ADR   121,472    4,483,532 
Uni-President Enterprises Corp. (a)   76,000    173,133 
Vanguard International Semiconductor Corp. (a)   127,000    247,351 
         15,360,456 
Thailand - 0.4%
Advanced Info Service plc - NVDR (a)   75,900    405,235 
Airports of Thailand pcl - NVDR (a)   276,500    549,843 
Bumrungrad Hospital pcl - NVDR (a)   2,500    14,488 
Glow Energy plc - NVDR (a)   65,100    179,214 
Kasikornbank pcl - NVDR (a)   37,400    214,199 
PTT Global Chemical pcl - NVDR (a)   4,800    10,589 
PTT plc - NVDR (a)   5,600    7,951 
Siam Cement plc (The) - NVDR (a)   1,600    21,580 
Siam Commercial Bank pcl (The) - NVDR (a)   4,300    17,771 
Thai Oil pcl - NVDR (a)   33,300    68,139 
         1,489,009 
Turkey - 0.4%
Akbank Turk A/S (a)   962,091    1,241,111 
BIM Birlesik Magazalar A/S (a)   8,082    132,843 
         1,373,954 
United Arab Emirates - 0.0% (d)
Damac Properties Dubai Co. (a)   29,546    12,112 
DP World Ltd. (a)   2,044    34,920 
Emaar Properties PJSC (a)   40,717    45,777 
         92,809 
United Kingdom - 10.7%
Admiral Group plc (a)   8,058    210,298 
Associated British Foods plc (a)   6,635    172,876 
AstraZeneca plc (a)   2,122    158,425 
Aviva plc (a)   298,253    1,427,675 
Barclays plc (a)   976,357    1,868,344 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
United Kingdom - 10.7% (Continued)
Barratt Developments plc (a)   16,857   $99,452 
BHP Billiton plc (a)   22,873    483,410 
BP plc (a)   55,782    352,695 
British American Tobacco plc (a)   14,844    472,400 
BT Group plc (a)   11,424    34,742 
Bunzl plc (a)   4,829    145,854 
Burberry Group plc (a)   1,982    43,530 
Centrica plc (a)   31,354    54,094 
Coca-Cola European Partners plc   14,800    678,580 
Compass Group plc (a)   241,015    5,072,961 
Croda International plc (a)   10,493    626,755 
Diageo plc (a)   26,650    952,480 
Direct Line Insurance Group plc (a)   13,242    53,837 
easyJet plc (a)   20,491    288,783 
GlaxoSmithKline plc (a)   31,516    600,732 
HSBC Holdings plc (a)   383,835    3,167,062 
Imperial Brands plc (a)   41,741    1,266,855 
Informa plc (a)   2,701    21,684 
InterContinental Hotels Group plc (a)   4,878    263,909 
J Sainsbury plc (a)   386,343    1,306,249 
John Wood Group plc (a)   511,679    3,292,665 
Legal & General Group plc (a)   18,182    53,580 
Lloyds Banking Group plc (a)   290,399    191,420 
Mondi plc (a)   7,532    156,901 
Next plc (a)   2,533    128,994 
Persimmon plc (a)   1,766    43,496 
Prudential plc (a)   10,820    193,239 
Reckitt Benckiser Group plc (a)   9,678    741,228 
RELX plc (a)   5,181    106,852 
Royal Bank of Scotland Group plc (a)   829,606    2,301,756 
Royal Dutch Shell plc - A Shares (a)    79,433    2,340,984 
Smith & Nephew plc (a)   13,556    253,792 
Standard Chartered plc (a)   302,070    2,347,976 
Taylor Wimpey plc (a)   5,973    10,388 
Tesco plc (a)   1,338,624    3,246,918 
Travis Perkins plc (a)   264,491    3,606,451 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
COMMON STOCKS - 97.7% (Continued)  Shares   Value 
United Kingdom - 10.7% (Continued)
Unilever plc (a)   2,689   $141,203 
Vodafone Group plc (a)   1,264,161    2,458,303 
         41,439,828 
United States - 2.2%
Mettler-Toledo International, Inc. (c)   7,711    4,361,187 
News Corp. - Class A   102,576    1,164,238 
ResMed, Inc.   26,275    2,991,934 
Southern Copper Corp.   4,558    140,250 
         8,657,609 
           
Total Common Stocks (Cost $388,955,311)       $377,443,743 

 

PREFERRED STOCKS - 0.1%   Shares    Value 
Brazil - 0.1%
Banco Bradesco S.A. (a)   10,520   $104,844 
Braskem S.A. - Series A (a)   1,900    23,232 
Petroleo Brasileiro S.A. (a)   10,600    61,897 
Telefonica Brasil S.A. (a)   25,100    299,662 
         489,635 
Colombia - 0.0% (d)
Grupo Aval Acciones y Valores S.A.   404,206    124,342 
           
Germany - 0.0% (d)
FUCHS PETROLUB SE (a)   950    39,270 
           
Korea (Republic of) - 0.0% (d)
CJ Corp. (c)   15    504 
           
Total Preferred Stocks (Cost $604,284)       $653,751 

 

RIGHTS - 0.0% (d)  Shares   Value 
Taiwan - 0.0% (d)
Eva Airways Corp. (a) (c)    7,935   $726 
Taiwan Cement Corp. (a)(c)   2,101    0 
Total Rights (Cost $0)       $726 

 

 

 

WILSHIRE INTERNATIONAL EQUITY FUND
SCHEDULE OF INVESTMENTS (Continued)
 
MONEY MARKET FUNDS - 2.1%  Shares   Value 
Northern Trust Institutional Government Select Portfolio - Institutional Class, 2.25% (e)   6,314,238   $6,314,238 
Northern Trust Institutional Liquid Asset Portfolio - Institutional Class, 2.65% (e) (f)   1,764,828    1,764,828 
Total Money Market Funds (Cost $8,079,066)       $8,079,066 
           
Total Investments at Value - 99.9% (Cost $397,638,661)       $386,177,286 
           
Other Assets in Excess of Liabilities - 0.1%        294,261 
           
Net Assets - 100.0%       $386,471,547 

 

(a) Level 2 security.
(b) This security or a partial position of this security is on loan at December 31, 2018. The total value of securities on loan at December 31, 2018 was $15,331,206.
(c) Non-income producing security.
(d) Percentage rounds to less than 0.1%.
(e) The rate shown is the 7-day effective yield as of December 31, 2018.
(f) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of December 31, 2018 was $1,764,828. Securities on loan are also collateralized by various U.S. Treasury obligations in the amount of $14,048,848.

 

ADR - American Depositary Receipt.

NVDR - Non-voting Depositary Receipt.

GDR - Global Depositary Receipt.

 

 

 

 REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

 

To the Shareholders of Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire 5000 IndexSM Fund, Wilshire International Equity Fund and Board of Directors of Wilshire Mutual Funds, Inc.

 

Opinion on the Financial Statements

 

We have audited the accompanying statements of assets and liabilities, including the condensed schedules of investments, of Wilshire Mutual Funds, Inc. comprising Large Company Growth Portfolio, Large Company Value Portfolio, Small Company Growth Portfolio, Small Company Value Portfolio, Wilshire 5000 IndexSM Fund, and Wilshire International Equity Fund (six of the seven Funds constituting the Wilshire Funds, Inc., hereafter referred to as the “Funds”) and the schedules of investments (included in Item 6 of Form N-CSR) as of December 31, 2018, and the related statements of operations for the year then ended, the statements of changes in net assets, and the financial highlights for each of the two years in the period then ended (included in Item 1 of Form N-CSR), including the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of December 31, 2018, the results of their operations for the year then ended, and the changes in their net assets and the financial highlights for each of the two years in the period then ended, in conformity with accounting principles generally accepted in the United States of America.

 

The Funds’ financial highlights for the years ended December 31, 2016, and prior, were audited by other auditors whose report dated February 28, 2017, expressed an unqualified opinion on those financial highlights.

 

Basis for Opinion

 

These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

 

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

 

 

 

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our procedures included confirmation of securities owned as of December 31, 2018, by correspondence with the custodian and brokers or by other appropriate auditing procedures where replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

 

We have served as the Funds’ auditor since 2017.

 

COHEN & COMPANY, LTD.

Cleveland, Ohio

February 28, 2019

 

 

 

(b)Not applicable

 

Item 7.Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

 

Not applicable

 

Item 8.Portfolio Managers of Closed-End Management Investment Companies.

 

Not applicable

 

Item 9.Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

 

Not applicable

 

Item 10.Submission of Matters to a Vote of Security Holders.

 

There have been no changes to the procedures by which shareholders may recommend nominees to the Registrant’s Board of Directors since the Registrant last disclosed such procedures in the definitive proxy statement filed with the SEC on March 29, 2011.

 

 

 

Item 11.Controls and Procedures.

 

(a) Based on their evaluation of the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) as of a date within 90 days of the filing date of this report, the registrant’s principal executive officer and principal financial officer have concluded that such disclosure controls and procedures are reasonably designed and are operating effectively to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to them by others within those entities, particularly during the period in which this report is being prepared, and that the information required in filings on Form N-CSR is recorded, processed, summarized, and reported on a timely basis.

 

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

 

Not applicable

 

Item 13.Exhibits.

 

File the exhibits listed below as part of this Form. Letter or number the exhibits in the sequence indicated.

 

(a)(1) Any code of ethics, or amendment thereto, that is the subject of the disclosure required by Item 2, to the extent that the registrant intends to satisfy the Item 2 requirements through filing of an exhibit: Attached hereto

 

(a)(2) A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)): Attached hereto

 

(a)(3) Any written solicitation to purchase securities under Rule 23c-1 under the Act (17 CFR 270.23c-1) sent or given during the period covered by the report by or on behalf of the registrant to 10 or more persons: Not applicable

 

(a)(4) Change in the registrant’s independent public accountants. Not applicable

 

(b) Certifications required by Rule 30a-2(b) under the Act (17 CFR 270.30a-2(b)): Attached hereto

 

Exhibit 99.CODE ETH Code of Ethics
   
Exhibit 99.CERT Certifications required by Rule 30a-2(a) under the Act
   
Exhibit 99.906CERT Certifications required by Rule 30a-2(b) under the Act

 

 

 

SIGNATURES

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

(Registrant) Wilshire Mutual Funds, Inc.    
       
By (Signature and Title)* /s/ Jason A. Schwarz  
    Jason A. Schwarz, President and Principal Executive Officer
       
Date March 8, 2019    
       
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
       
By (Signature and Title)* /s/ Jason A. Schwarz  
    Jason A. Schwarz, President and Principal Executive Officer
       
Date March 8, 2019    
       
By (Signature and Title)* /s/ Michael Wauters  
    Michael Wauters, Treasurer, Principal Financial Officer and Principal Accounting Officer
       
Date March 8, 2019    

 

*Print the name and title of each signing officer under his or her signature.

 

EX-99.CODE ETH 2 fp0039844_ex99code.htm

WILSHIRE MUTUAL FUNDS, INC. WILSHIRE VARIABLE INSURANCE TRUST

CODE OF ETHICS FOR PRINCIPAL EXECUTIVE AND SENIOR FINANCIAL OFFICERS

 

I.Covered Officers/Purpose of the Code

 

This code of ethics (this “Code”) for the Wilshire Mutual Funds, Inc. (the “Company”) and Wilshire Variable Insurance Trust (the “Trust” and with the Company, the “Funds”) applies to the Funds’ Principal Executive Officer, Principal Financial Officer and Principal Accounting Officer (the “Covered Officers” each of whom are set forth in Exhibit A) for the purpose of promoting:

 

honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;

 

full, fair, accurate, timely and understandable disclosure in reports and documents that a registrant files with, or submits to, the Securities and Exchange Commission (“SEC”) and in other public communications made by the Funds;

 

compliance with applicable governmental laws, rules and regulations;

 

the prompt internal reporting of violations of the Code to an appropriate person or persons identified in the Code; and

 

accountability for adherence to the Code.

 

Each Covered Officer should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest.

 

II.Covered Officers Should Handle Ethically Actual and Apparent Conflicts of Interest

 

Overview. A “conflict of interest” occurs when a Covered Officer’s private interest interferes with the interests of, or his or her service to, the Funds. For example, a conflict of interest would arise if a Covered Officer, or a member of his or her family, receives improper personal benefits as a result of his or her position with the Funds.

 

Certain conflicts of interest arise out of the relationships between Covered Officers and the Funds and already are subject to conflict of interest provisions in the Investment Company Act of 1940 (the “1940 Act”). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Funds because of their status as “affiliated persons” of the Funds. The Funds’ compliance programs and procedures are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace these programs and procedures, and such conflicts fall outside of the parameters of this Code.

 

Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, contractual and other relationships between the Funds and Wilshire Associates Incorporated, the Funds’ investment adviser (the “Adviser”), of which the Covered Officers are also officers or employees. As a result, this Code recognizes that the Covered Officers will, in the normal course of their duties (whether formally for the Funds or for the Adviser, or for both), be involved in establishing policies and implementing decisions that will have different effects on the Adviser and the Funds. The participation of the Covered Officers in such activities is inherent in the relationships between the Funds and the Adviser and is consistent with the performance by the Covered Officers of their duties as officers of the Funds. Thus, if performed in conformity with the provisions of the 1940 Act, such activities will be deemed to have been handled ethically.

 

 

 

Other conflicts of interest are covered by the Code, even if such conflicts of interest are not subject to provisions in the 1940 Act. The following list provides examples of conflicts of interest under the Code, but Covered Officers should keep in mind that these examples are not exhaustive. The overarching principle is that the personal interest of a Covered Officer should not be placed improperly before the interest of the Funds.

 

* * *

 

Each Covered Officer must:

 

not use his or her personal influence or personal relationships improperly to influence investment decisions or financial reporting by the Funds whereby the Covered Officer would benefit personally to the detriment of the Funds;

 

not cause the Funds to take action, or fail to take action, for the individual personal benefit of the Covered Officer rather than the benefit of the Funds;

 

not use material non-public knowledge of portfolio transactions made or contemplated for the Funds to trade personally or cause others to trade personally in contemplation of the market effect of such transactions; or

 

not retaliate against any other Covered Officer or any employee of the Funds or their affiliated persons for reports of potential violations that are made in good faith.

 

There are some conflict of interest situations that should always be approved by the Funds’ Audit Committee, if material. Examples of these include:

 

service as a director on the board of any public or private company;

 

the receipt of any non-nominal gifts;

 

the receipt of any entertainment from any company with which the Funds have current or prospective business dealings unless such entertainment is business-related, reasonable in cost, appropriate as to time and place, and not so frequent as to raise any question of impropriety;

 

any ownership interest in, or any consulting or employment relationship with, any of the Funds’ service providers, other than the Adviser; and

 

a direct or indirect financial interest in commissions, transaction charges or spreads paid by the Funds for effecting portfolio transactions or for selling or redeeming shares other than an interest arising from the Covered Officer’s employment, such as compensation or equity ownership.

 

2 

 

III.Disclosure and Compliance

 

Each Covered Officer should familiarize himself or herself with the disclosure requirements generally applicable to the Funds;

 

each Covered Officer should not knowingly misrepresent, or cause others to misrepresent, facts about the Funds to others, whether within or outside the Funds, including to the Funds’ Board and auditors, and to governmental regulators and self- regulatory organizations;

 

each Covered Officer should, to the extent appropriate within his or her area of responsibility, consult with other officers and employees of the Funds and the Adviser with the goal of promoting full, fair, accurate, timely and understandable disclosure in the reports and documents the Funds file with, or submit to, the SEC and in other public communications made by the Funds; and

 

it is the responsibility of each Covered Officer to promote compliance with the standards and restrictions imposed by applicable laws, rules and regulations.

 

IV.Reporting and Accountability

 

Each Covered Officer must:

 

upon adoption of the Code (or thereafter as applicable, upon becoming a Covered Officer), affirm in writing to the Board that he or she has received, read, and understands the Code;

 

annually thereafter affirm to the Board that he or she has complied with the requirements of the Code; and

 

notify the Funds’ Audit Committee promptly if he or she knows of any violation of this Code. Failure to do so is itself a violation of this Code.

 

The Funds’ Audit Committee is responsible for applying this Code to specific situations in which questions are presented under it and has the authority to interpret this Code in any particular situation. However, the Audit Committee may consult with the Funds’ counsel in applying and interpreting this Code.

 

The Funds will follow these procedures in investigating and enforcing this Code:

 

the Funds’ Audit Committee will take all appropriate action to investigate any potential violations reported to him;

 

if, after such investigation, the Audit Committee believes that no violation has occurred, the Audit Committee is not required to take any further action;

 

if the Audit Committee believes that a violation has occurred, the Audit Committee will inform the Board, which will consider appropriate action, which may include: review of, and appropriate modifications to, applicable policies and procedures; notification to appropriate personnel of the Adviser or the Adviser’s board; or a recommendation to dismiss the Covered Officer;

 

3 

 

the Audit Committee will be responsible for granting waivers, as appropriate; and

 

any changes to or waivers of this Code will, to the extent required, be disclosed as provided by SEC rules.

 

V.Other Policies and Procedures

 

This Code shall be the sole code of ethics adopted by the Funds for purposes of Section 406 of the Sarbanes-Oxley Act and the rules and forms applicable to registered investment companies thereunder. Insofar as other policies or procedures of the Funds, the Adviser, or other service providers govern or purport to govern the behavior or activities of the Covered Officers who are subject to this Code, they are superseded by this Code to the extent that they overlap or conflict with the provisions of this Code. The Funds’ code of ethics under Rule 17j-1 under the 1940 Act is a separate requirement applying to the Covered Officers and others, and is not part of this Code.

 

VI.Amendments

 

Any amendments to this Code, other than amendments to Exhibit A, must be approved or ratified by a majority vote of the Board, including a majority of the independent Board members.

 

VII.Confidentiality

 

All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the Board, counsel to the Funds and the independent Board members, the Funds and the Adviser.

 

VIII.Internal Use

 

The Code is intended solely for the internal use by the Funds and does not constitute an admission, by or on behalf of the Funds, as to any fact, circumstance, or legal conclusion.

 

Adopted by Wilshire Mutual Funds, Inc.: August 22, 2008, as amended December 4, 2009, December 3, 2010 and October 22, 2012

 

Adopted by Wilshire Variable Insurance Trust: August 7, 2003, as amended October 4, 2004, February 25, 2005, August 5, 2005, August 22, 2008, December 4, 2009, December 3, 2010 and October 22, 2012

 

4 

 

EXHIBIT A

 

Persons Covered by this Code of Ethics

 

Jason A. Schwarz, President

 

Michael Wauters, Treasurer

 

A-1

 

 

 

Affirmation to the Board

 

I am a Covered Officer under the Wilshire Mutual Funds, Inc. and Wilshire Variable Insurance Trust Code of Ethics for Principal Executive and Senior Financial Officers (the “Code”). I affirm that I have received, read and understand the Code.

 

Date:        
         
      Name:    
         
      Title:    

 

EX-99.CERT 3 fp0039844_ex99cert.htm

EX-99.CERT

 

CERTIFICATIONS

 

I, Jason A. Schwarz, certify that:

 

1.   I have reviewed this report on Form N-CSR of Wilshire Mutual Funds, Inc.;

 

2.   Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3.   Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

 

4.   The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

 

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5.   The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: March 8, 2019 /s/ Jason A. Schwarz  
  Jason A. Schwarz, President and Principal Executive Officer

 

 

 

CERTIFICATIONS

 

I, Michael Wauters, certify that:

 

1.   I have reviewed this report on Form N-CSR of Wilshire Mutual Funds, Inc.;

 

2.   Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

 

3.   Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

 

4.   The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

 

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

 

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

 

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

 

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

 

5.   The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

 

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

 

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

 

Date: March 8, 2019 /s/ Michael Wauters  
  Michael Wauters, Treasurer and Principal Financial Officer

 

EX-99.906 CERT 4 fp0039844_ex99906cert.htm

EX-99.906CERT

 

CERTIFICATIONS

 

Jason A. Schwarz, Chief Executive Officer, and Michael Wauters, Chief Financial Officer, of Wilshire Mutual Funds, Inc. (the “Registrant”), each certify to the best of his knowledge that:

 

1.The Registrant’s periodic report on Form N-CSR for the period ended December 31, 2018 (the “Form N-CSR”) fully complies with the requirements of section 13(a) or section 15(d) of the Securities Exchange Act of 1934, as amended; and

 

2.The information contained in the Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Registrant.

 

CHIEF EXECUTIVE OFFICER   CHIEF FINANCIAL OFFICER  
       
Wilshire Mutual Funds, Inc.   Wilshire Mutual Funds, Inc.  
       
/s/ Jason A. Schwarz   /s/ Michael Wauters  

Jason A. Schwarz, President and

Principal Executive Officer

Michael Wauters, Treasurer and

Principal Financial Officer and Principal Accounting Officer

       
Date: March 8, 2019   Date: March 8, 2019  

 

A signed original of this written statement required by Section 906, or other document authenticating, acknowledging or otherwise adopting the signature that appears in typed form within the electronic version of this written statement required by Section 906, has been provided to Wilshire Mutual Funds, Inc. and will be retained by Wilshire Mutual Funds, Inc. and furnished to the Securities and Exchange Commission or its staff upon request.

 

This certification is being furnished to the Securities and Exchange Commission solely pursuant to 18 U.S.C. 1350 and is not being filed as part of the Form N-CSR filed with the Commission.

 

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