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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 811-21864
WisdomTree Trust
(Exact name of registrant as specified in charter)
245 Park Avenue, 35th Floor
New York, NY 10167
(Address of principal executive offices) (Zip code)
The Corporation Trust Company
1209 Orange Street
Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: (866) 909-9473
Date of fiscal year end: June 30
Date of reporting period: June 30, 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 Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
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Item 1. | Reports to Stockholders. |
The Report to Shareholders is attached hereto.
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WisdomTree Trust
Annual Report
June 30, 2018
International Equity ETFs:
WisdomTree Dynamic Currency Hedged Europe Equity Fund (DDEZ)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)
WisdomTree Emerging Markets Dividend Fund (DVEM)
WisdomTree Europe Domestic Economy Fund (EDOM)
WisdomTree Global ex-Mexico Equity Fund (XMX)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
WisdomTree Global SmallCap Dividend Fund (GSD)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
Fixed Income ETFs:
WisdomTree Fundamental U.S. Corporate Bond Fund (WFIG)
WisdomTree Fundamental U.S. High Yield Corporate Bond Fund (WFHY)
WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund (SFIG)
WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
Alternative ETFs:
WisdomTree Dynamic Bearish U.S. Equity Fund (DYB)
WisdomTree Dynamic Long/Short U.S. Equity Fund (DYLS)
Asset Allocation ETFs:
WisdomTree Balanced Income Fund (WBAL)
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Information about Performance and Shareholder Expense Examples (unaudited) | 3 | |||
4 | ||||
22 | ||||
Schedules of Investments | ||||
26 | ||||
WisdomTree Dynamic Currency Hedged International Equity Fund | 31 | |||
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund | 44 | |||
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 49 | |||
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68 | ||||
78 | ||||
82 | ||||
89 | ||||
97 | ||||
104 | ||||
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113 | ||||
115 | ||||
WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund | 117 | |||
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169 | ||||
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“WisdomTree” is a registered mark of WisdomTree Investments, Inc. and is licensed for use by the WisdomTree Trust.
Table of Contents
(unaudited)
The U.S. equity market, as measured by the S&P 500® Index, returned 14.37% for the 12-month fiscal period that ended June 30, 2018 (the “period”). The main drivers of positive returns included positive market sentiment following strong corporate earnings, tailwinds due to tax cuts and deregulation, gradual monetary policy normalization, as well as positive consumer and business survey data. However, this period saw its first 10% market correction in nearly three years as volatility returned to U.S. equities after a multi-year stretch of low-to-decreasing volatility. February 2018 is when the first bout of significant market volatility occurred, as the CBOE Volatility Index reached an intraday-high of 50.30, a level not seen since 2015. However, in the months to follow, the markets would see both sharp rebounds and pullbacks before ultimately settling back to a path of normalcy. From the end of March 2018 through the end of the fiscal period, volatility decreased to more subdued levels.
The run-up during the second half of 2017 was characterized by its absence of significant market volatility in favor of generally steady gains, powered primarily by positive economic sentiment as shown by consumer and business survey data as well as corporate profit growth. However, much of the attention that was put on the pro-growth fiscal stimulus softened substantially over the first six-months of 2018, as the market grappled with geopolitical risk. Overall, large-cap companies lagged when compared to their mid-cap and small-cap counterparts. There continues to be risks that weigh heavily on the markets, particularly when it comes to potential trade-wars that could break out between the U.S. and its major trading partner countries.
Additionally, the U.S. Federal Reserve (the “Fed”) has raised their target interest rate three times in this fiscal period, once in 2017 and twice so far in 2018. Additionally, the Fed called for two additional rate hikes for the remainder of 2018, a slightly more hawkish approach than their previously documented stance calling for only one more additional hike. The 10-year U.S. Treasury yield has increased from 2.30% at the beginning of the period, to 2.86% at the end of the period; reaching a high of 3.11% in mid-May of 2018. In fixed income, the yield curve has continued to flatten as short-term rates have increased more than long-term rates. The spread between 2-year and 10-year U.S. Treasury yields has decreased from 0.918% to 0.328% at the end of the period.
U.S. short-term and long-term interest rates, as measured by the Fed funds rate, the 2-Year U.S. Treasury Note rate and the 10-Year U.S. Treasury Note rate, rose 0.75%, 1.14%, and 0.56% respectively over the period. Short-term rates were driven by the Fed raising rates three times in 0.25% increments as they viewed measures of financial conditions positing the economy’s ability to withstand monetary tightening. Longer-term interest rates rose nearly at half the rate of the shorter end rates, signaling a flattening yield curve. With geopolitical concerns and continued rate normalization policies, interest rate volatility picked up in the first six months of 2018. This volatility was somewhat exacerbated by hawkish sentiment when the Fed signaled for an additional rate hike for the remainder of 2018; equaling four hikes total by the end of the 2018 calendar year.
During the last six months of 2017, investment grade and high yield spreads, as measured by the ICE BofA Merrill Lynch U.S. Corporate Master Option-Adjusted Spread and the ICE BofA Merrill Lynch U.S. High Yield Option-Adjusted Spread, both tightened 0.16% and 0.14%, respectively, to finish near multi-year lows. However, spreads in both have expanded through the first six-months of 2018, with high-yields spreads experiencing newfound volatility alongside equity markets.
Developed international equity markets, as measured by the MSCI EAFE Index, returned 6.12% in local currency terms and 6.84% in U.S. dollar terms for the period. Like the U.S. equity markets, developed international equity markets began the period with a bullish run through the end of January 2018. However, when the U.S. markets saw sharp declines in February 2018, developed international equity markets followed suit. However, developed international equity markets have not rebounded in the same fashion as the U.S. markets. Much of this is due to the combination of a recently
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Market Environment Overview
(unaudited) (concluded)
strengthening U.S. dollar, weakening European economic data, European geopolitical risk, and fears over potential U.S./EU trade tensions. Still, the strong performance of developed international equity markets in the second half of 2017 has helped buffer volatility in 2018, helping to explain the positive performance for the fiscal period. Looking at MSCI’s country-level developed European stock indexes over the course of the fiscal year, the top three performers were Norway (23.68%), United Kingdom (8.24%), and Finland (7.81%); the bottom three performers were Spain (-5.78%), Denmark (-1.26%), and Belgium (-0.69%).
In late October of 2017, Japanese Prime Minister Shinzo Abe won a snap election that extended his term an additional four years, allowing for him to continue to implement his economic policies. The Bank of Japan (“BoJ”) has continued its monetary policy of keeping short-term interest rates below 0%. The BoJ’s commitment to targeting a zero-yield on the 10-year Japanese Government Bond was a significant tailwind for the Tokyo Stock Price Index which returned 9.31%, in local currency terms, over the fiscal year. Positive corporate profit growth and economic growth in the first quarter of 2017 continued in Japan through the remainder of 2017, where it saw continued gains in Japanese equities. However, starting in early 2018, weaker economic data emerged from Japan, which, coupled with volatile U.S. equity markets, resulted in equally volatile returns and softened optimism for Japanese equities. Many look to see how de-escalation of the Korean peninsula and how potential trade wars between the U.S. and neighboring Asian countries may potentially affect Japan’s outlook.
Emerging market (“EM”) equities, as measured by the MSCI Emerging Markets Index, returned 10.50% in local currency terms and 8.20% in U.S. dollar terms over the period. For much of the period, broad weakness in the U.S. dollar helped boost foreign EM currencies. However, a handful of countries (South Africa, Argentina, Brazil, and Turkey) experienced negative performance due to political and/or economic shocks. EM equities performed well from the beginning of the fiscal period to their peak in January 2018, alongside their U.S. equity counterparts. However, as volatility and uncertainty sprouted from the U.S. market, riskier assets like those in EMs were sold off. After the initial sell-off in February 2018, broad EM stock values remained relatively flat through May 2018. In June 2018, both U.S. dollar appreciation and global trade fears have negatively impacted EM assets. Fundamentally speaking, the EM remains attractive from a valuation perspective, with an average price-to-earnings ratio ranging from 11-14 over the course of the period. Many EM countries have economies heavily reliant on the performance of the energy market, making the stabilization of oil prices a major tailwind. One of the biggest drivers for the positive performance has been the price movement in oil, as the price of crude oil futures have risen from $46 per barrel at the start of the fiscal period to $74 per barrel at the end of the fiscal period. Additionally, in the EM, there continues to be easing from many EM central banks, a growing consumer class, robust earnings growth, and improving economic data.
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Information about Performance and Shareholder Expense Examples (unaudited)
Performance
The performance tables on the following pages are provided for comparative purposes and represent the period noted. Each Fund’s per share NAV is the value of one share of the Fund and is calculated by dividing the value of total assets less total liabilities by the number of shares outstanding. The NAV return is based on the NAV of the Fund and the market price return is based on the market price per share of the Fund. The price used to calculate market price returns is the midpoint of the bid and ask price for Fund shares as of the close of trading on the exchange where Fund shares are listed. NAV and market price returns assume that dividends and capital gain distributions have been reinvested in the Fund at NAV and market price, respectively. As with other ETFs, NAV returns and market price returns may differ because of factors such as the supply and demand for Fund shares and investors’ assessments of the underlying value of a Fund’s portfolio securities.
Fund shares are bought and sold at market price (not NAV) and are not individually redeemed from a Fund. Fund NAV returns are calculated using a Fund’s daily 4:00 p.m. eastern time NAV. Market price returns reflect the midpoint of the bid and ask price as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares. Total returns for a period of less than one year are cumulative.
Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and the principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost.
An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and an index is not available for direct investment. In comparison, the Funds’ performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes on transactions in Fund shares or taxes that a shareholder would pay on Fund distributions. Past performance is no guarantee of future results. For the most recent month-end performance information visit www.wisdomtree.com.
Shareholder Expense Examples
Each Fund’s performance table is accompanied by a shareholder expense example. As a shareholder of a WisdomTree Fund, you incur two types of cost: (1) transaction costs, including brokerage commissions on purchases and sales of your Fund shares and (2) ongoing costs, including management fees and other Fund expenses. The examples are intended to help you understand your ongoing costs (in dollars and cents) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds.
The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from January 1, 2018 to June 30, 2018. Except where noted, expenses are calculated using each Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 181/365 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (“AFFEs”), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.
Actual expenses
The first line in the shareholder expense example table shown on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. 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 in the first line for your Fund under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during the period.
Hypothetical example for comparison purposes
The second line in the shareholder expense example table shown on the following pages provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of Fund shares. Therefore, the second line in the table is useful in comparing ongoing Fund costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
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Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Dynamic Currency Hedged Europe Equity Fund (DDEZ)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 23.7% | |||
Industrials | 13.1% | |||
Consumer Discretionary | 13.0% | |||
Consumer Staples | 10.8% | |||
Utilities | 9.5% | |||
Energy | 7.4% | |||
Materials | 6.9% | |||
Telecommunication Services | 5.6% | |||
Health Care | 5.1% | |||
Information Technology | 3.2% | |||
Real Estate | 1.6% | |||
Other Assets less Liabilities‡ | 0.1% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Anheuser-Busch InBev | 4.0% | |||
TOTAL S.A. | 2.9% | |||
Daimler AG, Registered Shares | 2.0% | |||
Banco Santander S.A. | 2.0% | |||
Eni SpA | 1.9% | |||
Intesa Sanpaolo SpA | 1.9% | |||
Allianz SE, Registered Shares | 1.8% | |||
Deutsche Telekom AG, Registered Shares | 1.8% | |||
Sanofi | 1.8% | |||
Siemens AG, Registered Shares | 1.8% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Currency Hedged Europe Equity Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged Europe Equity Index (the “Index”). In seeking to track the Index, the Fund invests in European dividend-paying companies while at the same time dynamically hedging exposure to fluctuations of the value of the euro relative to the U.S. dollar. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 5.41% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in France contributed positively to performance while its position in Spain contributed negatively to performance. The Fund uses a rules-based process, combining momentum, value, and interest rate factors, to help determine a currency hedge ratio on the underlying euro exposure. Over the course of the fiscal year, in a period that saw a lot of currency volatility, the various hedge ratios collectively provided outperformance to an unhedged benchmark of European stocks. During the fiscal year, the Fund’s use of forward foreign currency contracts contributed positively to the Fund performance as a result of the Fund’s dynamic use of currency hedging during periods in which the U.S. dollar strengthened (more currency hedged) or weakened (less currency hedged) against the euro.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 975.50 | 0.43 | %1 | $ | 2.11 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.66 | 0.43 | %1 | $ | 2.16 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.43% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 5.41 | % | 12.19 | % | ||||
Fund Market Price Returns | 4.25 | % | 12.42 | % | ||||
WisdomTree Dynamic Currency Hedged Europe Equity Index | 5.14 | % | 12.12 | % | ||||
MSCI European Economic and Monetary Union (EMU) Local Currency Index | 3.33 | % | 8.99 | % | ||||
MSCI European Economic and Monetary Union (EMU) Index | 5.74 | % | 12.31 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on January 7, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
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Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 22.2% | |||
Industrials | 12.4% | |||
Consumer Discretionary | 11.5% | |||
Consumer Staples | 10.4% | |||
Energy | 8.3% | |||
Health Care | 8.1% | |||
Telecommunication Services | 7.4% | |||
Materials | 7.4% | |||
Utilities | 5.4% | |||
Information Technology | 3.6% | |||
Real Estate | 2.8% | |||
Other Assets less Liabilities‡ | 0.5% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
BP PLC | 1.5% | |||
HSBC Holdings PLC | 1.4% | |||
Royal Dutch Shell PLC, Class A | 1.3% | |||
China Mobile Ltd. | 1.3% | |||
Royal Dutch Shell PLC, Class B | 1.3% | |||
Nestle S.A., Registered Shares | 1.2% | |||
Anheuser-Busch InBev S.A./N.V. | 1.2% | |||
Novartis AG, Registered Shares | 1.2% | |||
TOTAL S.A. | 1.2% | |||
Toyota Motor Corp. | 1.1% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Currency Hedged International Equity Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International Equity Index (the “Index”). In seeking to track the Index, the Fund invests in dividend-paying companies in the industrialized world outside of the U.S. and Canada while at the same time dynamically hedging exposure to fluctuations of the value of the applicable foreign currencies relative to the U.S. dollar. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 6.04% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in Netherlands contributed positively to performance while its position in Switzerland contributed negatively to performance. The Fund uses a rules-based process, combining momentum, value, and interest rate factors, to help determine a currency hedge ratio on the foreign currency exposure. Over the course of the fiscal year, in a period that saw significant currency volatility globally, the various hedge ratios collectively provided in-line performance to an unhedged benchmark of Europe, Australasia and Far East (EAFE) stocks. Much of the outperformance in the first six months of the fiscal period was offset by similar levels of underperformance in the following six months of the fiscal period. During the fiscal year, the Fund’s use of forward foreign currency contracts detracted from performance as a result of the Fund’s use of dynamic currency hedging during periods in which the U.S. dollar strengthened (more currency hedged) or weakened (less currency hedged) against applicable international currencies.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 975.40 | 0.35 | %1 | $ | 1.71 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.06 | 0.35 | %1 | $ | 1.76 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.35% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 6.04 | % | 11.83 | % | ||||
Fund Market Price Returns | 5.32 | % | 11.84 | % | ||||
WisdomTree Dynamic Currency Hedged International Equity Index | 6.26 | % | 11.93 | % | ||||
MSCI EAFE Local Currency Index | 6.12 | % | 10.08 | % | ||||
MSCI EAFE Index | 6.84 | % | 11.13 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on January 7, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
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Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG)
Sector Breakdown†
Sector | % of Net Assets | |||
Industrials | 20.0% | |||
Consumer Discretionary | 19.6% | |||
Health Care | 16.6% | |||
Consumer Staples | 13.9% | |||
Information Technology | 13.7% | |||
Materials | 4.6% | |||
Financials | 3.8% | |||
Real Estate | 3.6% | |||
Telecommunication Services | 2.2% | |||
Energy | 1.7% | |||
Other Assets less Liabilities‡ | 0.3% | |||
Total | 100.0% |
† | The sector information shown is that of the Underlying Fund. The Underlying Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets of the Underlying Fund includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Novo Nordisk A/S, Class B | 6.3% | |||
British American Tobacco PLC | 5.7% | |||
Diageo PLC | 5.3% | |||
Industria de Diseno Textil S.A. | 4.0% | |||
Airbus SE | 2.7% | |||
China Overseas Land & Investment Ltd. | 2.6% | |||
Tokyo Electron Ltd. | 2.4% | |||
CSL Ltd. | 1.9% | |||
ASML Holding N.V. | 1.7% | |||
Astellas Pharma, Inc. | 1.6% |
* | The ten largest holdings shown is that of the Underlying Fund and are subject to change, and there are no guarantees the Underlying Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). For a full list of current holdings information for the Underlying Fund please visit www.wisdomtree.com. |
The WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Index (the ‘‘Index’’). In seeking to track the Index, the Fund invests in companies from developed market countries, excluding the U.S. and Canada, with growth and quality characteristics while at the same time dynamically hedging exposure to fluctuations between the value of foreign currencies relative to the U.S. dollar. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index (including indirect investments through the WisdomTree International Quality Dividend Growth Fund (IQDG) (the ‘‘Underlying Fund’’)) whose risk, return and other characteristics resemble the risk, return, and other characteristics of the Index as a whole.
The Fund returned 7.44% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s exposure to the Netherlands from its investment in the Underlying Fund contributed positively to performance while its exposure to Israel from its investment in the Underlying Fund contributed negatively to performance. The Fund’s underperformance versus the Index for the fiscal year ending June 30, 2018 was primarily due to the fund-of-fund structure where the Underlying Fund held is valued at its market price rather than its NAV. The Fund uses a rules-based process, combining momentum, value, and interest rate factors, to help determine a currency hedge ratio on the foreign currency exposure. Over the course of the fiscal year, in a period that saw heavy currency volatility, the Fund’s various hedge ratios combined with an inherent quality tilt toward dividend growing stocks, collectively provided outperformance to an unhedged benchmark of Europe, Australasia and Far East (EAFE) stocks. This outperformance was seen throughout the fiscal year, including the “risk-off” environments seen during the various market corrections in broad developed markets in 2018. During the fiscal year, the Fund’s use of forward foreign currency contracts contributed positively to performance as a result of the Fund’s use of dynamic currency hedging during periods in which the U.S. dollar strengthened (more currency hedged) or weakened (less currency hedged) against applicable international currencies.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the | |||||||||||||
Actual | $ | 1,000.00 | $ | 993.20 | 0.10 | %1 | $ | 0.49 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.30 | 0.10 | %1 | $ | 0.50 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to waive a portion of its management fee in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investments in the Underlying Fund, as well as an additional 0.10%, through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. The impact of AFFEs will cause the “Annualized Expense Ratio” to be higher per the stated net expense ratio in the Fund’s prospectus. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 7.44 | % | 16.34 | % | ||||
Fund Market Price Returns | 7.65 | % | 16.43 | % | ||||
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Index | 9.05 | % | 17.21 | % | ||||
MSCI EAFE Local Currency Index | 6.12 | % | 13.58 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on November 3, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
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Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
Sector Breakdown†
Sector | % of Net Assets | |||
Industrials | 23.0% | |||
Consumer Discretionary | 20.0% | |||
Financials | 15.2% | |||
Materials | 8.5% | |||
Information Technology | 7.5% | |||
Consumer Staples | 7.1% | |||
Real Estate | 6.9% | |||
Health Care | 3.8% | |||
Energy | 3.1% | |||
Utilities | 2.6% | |||
Telecommunication Services | 2.1% | |||
Other Assets less Liabilities‡ | 0.2% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Hutchison Port Holdings Trust | 0.5% | |||
StarHub Ltd. | 0.5% | |||
Delek Group Ltd. | 0.5% | |||
NOS, SGPS, S.A. | 0.4% | |||
Jupiter Fund Management PLC | 0.4% | |||
Banca Generali SpA | 0.4% | |||
Lenzing AG | 0.4% | |||
Vedanta Resources PLC | 0.4% | |||
Air New Zealand Ltd. | 0.4% | |||
Azimut Holding SpA | 0.4% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index (the “Index”). In seeking to track the Index, the Fund invests in the small-capitalization segment of dividend-paying companies in the industrialized world outside of the U.S. and Canada while at the same time dynamically hedging exposure to fluctuations of the value of the applicable foreign currencies relative to the U.S. dollar. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 6.73% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in Japan contributed positively to performance while its position in Israel contributed negatively to performance. The Fund uses a rules-based process, combining momentum, value, and interest rate factors, to help determine a currency hedge ratio on the foreign currency exposure. Over the course of the fiscal year from July 2017 through March 2018, the various hedge ratios collectively provided relatively in-line performance to an unhedged benchmark of Europe, Australasia and Far East (EAFE) small cap stocks. However, from March 2018 to the end of the fiscal year, the hedge ratios collective provided underperformance, in a period where the U.S. dollar rallied broadly. During the fiscal year, the Fund’s use of forward foreign currency contracts contributed positively to performance as a result of the Fund’s use of dynamic currency hedging during periods in which the U.S. dollar strengthened (more currency hedged) or weakened (less currency hedged) against applicable international currencies.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 959.40 | 0.43 | %1 | $ | 2.09 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.66 | 0.43 | %1 | $ | 2.16 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.43% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 6.73 | % | 14.20 | % | ||||
Fund Market Price Returns | 6.24 | % | 14.62 | % | ||||
WisdomTree Dynamic Currency Hedged International SmallCap Equity Index | 7.29 | % | 14.73 | % | ||||
MSCI EAFE Small Cap Local Currency Index | 11.82 | % | 13.59 | % | ||||
MSCI EAFE Small Cap Index | 12.45 | % | 14.80 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on January 7, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 7 |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)
Sector Breakdown†
Sector | % of Net Assets | |||
Consumer Discretionary | 21.3% | |||
Industrials | 18.4% | |||
Financials | 15.4% | |||
Information Technology | 10.2% | |||
Telecommunication Services | 8.2% | |||
Consumer Staples | 7.5% | |||
Materials | 6.9% | |||
Health Care | 6.4% | |||
Real Estate | 2.4% | |||
Utilities | 1.5% | |||
Energy | 1.1% | |||
Other Assets less Liabilities‡ | 0.7% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Toyota Motor Corp. | 5.1% | |||
NTT DOCOMO, Inc. | 3.3% | |||
Nippon Telegraph & Telephone Corp. | 2.6% | |||
Japan Tobacco, Inc. | 2.4% | |||
Mitsubishi UFJ Financial Group, Inc. | 2.1% | |||
Nissan Motor Co., Ltd. | 1.8% | |||
Japan Post Holdings Co., Ltd. | 1.8% | |||
KDDI Corp. | 1.7% | |||
Sumitomo Mitsui Financial Group, Inc. | 1.7% | |||
Canon, Inc. | 1.6% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Currency Hedged Japan Equity Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged Japan Equity Index (the “Index”). In seeking to track the Index, the Fund invests in Japanese dividend-paying companies while at the same time dynamically hedging exposure to fluctuations of the value of the Japanese yen relative to the U.S. dollar. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 6.34% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in Industrials contributed positively to performance while its position in Financials contributed negatively to performance. The Fund uses a rules-based process, combining momentum, value, and interest rate factors, to help determine a currency hedge ratio on the underlying Japanese yen exposure. Over the course of the fiscal year, in a period that saw little currency volatility and only modest yen appreciation, the various hedge ratios collectively provided underperformance to an unhedged benchmark of Japanese stocks. During the fiscal year, the Fund’s use of forward foreign currency contracts detracted from performance as a result of the Fund’s use of dynamic currency hedging during periods in which the U.S. dollar strengthened (more currency hedged) or weakened (less currency hedged) against the Japanese yen.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 949.70 | 0.43 | %1 | $ | 2.08 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.66 | 0.43 | %1 | $ | 2.16 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.43% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 6.34 | % | 8.69 | % | ||||
Fund Market Price Returns | 5.71 | % | 8.62 | % | ||||
WisdomTree Dynamic Currency Hedged Japan Equity Index | 6.98 | % | 9.47 | % | ||||
MSCI Japan Local Currency Index | 8.94 | % | 8.28 | % | ||||
MSCI Japan Index | 10.51 | % | 11.12 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on January 7, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
8 | WisdomTree Trust |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Emerging Markets Dividend Fund (DVEM)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 22.3% | |||
Information Technology | 18.4% | |||
Energy | 12.7% | |||
Materials | 11.5% | |||
Telecommunication Services | 6.9% | |||
Consumer Discretionary | 6.7% | |||
Consumer Staples | 6.5% | |||
Industrials | 5.6% | |||
Utilities | 4.4% | |||
Real Estate | 2.7% | |||
Health Care | 1.7% | |||
Other Assets less Liabilities‡ | 0.6% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Taiwan Semiconductor Manufacturing Co., Ltd. | 3.7% | |||
China Construction Bank Corp., Class H | 3.3% | |||
Samsung Electronics Co., Ltd. | 3.2% | |||
Lukoil PJSC, ADR | 2.0% | |||
Gazprom PJSC, ADR | 1.7% | |||
Hon Hai Precision Industry Co., Ltd. | 1.7% | |||
China Mobile Ltd. | 1.7% | |||
Industrial & Commercial Bank of China Ltd., Class H | 1.6% | |||
Bank of China Ltd., Class H | 1.2% | |||
China Petroleum & Chemical Corp., Class H | 1.2% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Emerging Markets Dividend Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Emerging Markets Dividend Index (the “Index”). In seeking to track the Index, the Fund invests in dividend-paying companies in the emerging markets. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 7.05% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in China contributed positively to performance while its position in Indonesia contributed negatively to performance. Additionally, the Fund’s positions in Energy, due to a sizeable oil rally, contributed the most to performance, while its positions in Telecommunication Services contributed the least. During the first six months of the fiscal year, emerging market (“EM”) companies saw significant positive gains along with many of the developed stock markets, which would later prove to serve as a performance cushion for the remaining months of the fiscal year. In February 2018, a U.S. market correction and resurgence in U.S. equity volatility brought down many EM equity markets, as riskier assets were being taken off the table by investors. In addition to the broad market sell-off, the U.S. dollar also appreciated towards the end of the fiscal year, having a negative impact on the performance of EM companies. Potentially the biggest factor to cause EM underperformance in 2018 can be attributed to the growing concerns over potential U.S. and foreign nation trade wars and how they may impact global trade; particularly as it relates to the U.S. and China trade tariffs, as China was the largest weight in the Fund.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 942.90 | 0.32 | % | $ | 1.54 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.21 | 0.32 | % | $ | 1.61 |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 7.05 | % | 14.11 | % | ||||
Fund Market Price Returns | 6.51 | % | 14.33 | % | ||||
WisdomTree Emerging Markets Dividend Index | 7.21 | % | 14.16 | % | ||||
MSCI Emerging Markets Index | 8.20 | % | 16.02 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 7, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 9 |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Europe Domestic Economy Fund (EDOM)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 30.0% | |||
Industrials | 27.0% | |||
Consumer Discretionary | 19.4% | |||
Information Technology | 7.3% | |||
Materials | 6.7% | |||
Energy | 5.6% | |||
Real Estate | 3.6% | |||
Other Assets less Liabilities‡ | 0.4% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
TOTAL S.A. | 2.3% | |||
Siemens AG, Registered Shares | 1.7% | |||
Allianz SE, Registered Shares | 1.3% | |||
BNP Paribas S.A. | 1.1% | |||
AXA S.A. | 1.1% | |||
Vinci S.A. | 1.0% | |||
Eni SpA | 1.0% | |||
Deutsche Post AG, Registered Shares | 0.9% | |||
ING Groep N.V. | 0.9% | |||
Amadeus IT Group S.A. | 0.9% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Europe Domestic Economy Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Europe Domestic Economy Index (the “Index”). In seeking to track the Index, the Fund invests in European companies that are sensitive to economic growth prospects in the eurozone and that derive more than 50% of their revenue from Europe. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 5.90% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in Germany contributed most positively to performance, while its position in Netherlands contributed least positively to performance. Additionally, the Fund’s positions in Information Technology sector contributed the most to performance, while its positions in Consumer Discretionary sector contributed the least. Like many of the developed markets, the latter half of 2017 saw significant positive returns. This proved to be a buffer to overall fiscal year returns, as in February 2018, a market correction and resurgence in U.S. equity volatility brought down many of its developed market and European counterparts. In 2018, there are a few explanations for the European equity market’s negative performance: weaker economic data surprising on the downside, fears over the long-term stability of the European Union (“EU”), concerns over details of a potential BREXIT deal between the EU and the United Kingdom, and overarching concerns of potential tariffs and trade wars between the EU and the U.S. Additionally, while the euro has appreciated against the U.S. dollar by 2.26% over the entire fiscal year, it has depreciated 2.67% in 2018 alone.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 948.20 | 0.48 | %1 | $ | 2.32 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.41 | 0.48 | %1 | $ | 2.41 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.48% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 5.90 | % | 8.46 | % | ||||
Fund Market Price Returns | 4.53 | % | 8.17 | % | ||||
WisdomTree Europe Domestic Economy Index | 5.48 | % | 8.32 | % | ||||
MSCI European Economic and Monetary Union (EMU) Index | 5.74 | % | 7.42 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on October 29, 2015. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
10 | WisdomTree Trust |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Global ex-Mexico Equity Fund (XMX)
Sector Breakdown†
Sector | % of Net Assets | |||
Information Technology | 19.0% | |||
Financials | 17.7% | |||
Consumer Discretionary | 12.1% | |||
Health Care | 11.4% | |||
Industrials | 11.3% | |||
Consumer Staples | 8.0% | |||
Energy | 6.7% | |||
Materials | 4.9% | |||
Utilities | 3.0% | |||
Real Estate | 2.9% | |||
Telecommunication Services | 2.8% | |||
Other Assets less Liabilities‡ | 0.2% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Apple, Inc. | 2.2% | |||
Microsoft Corp. | 1.7% | |||
Amazon.com, Inc. | 1.6% | |||
Facebook, Inc., Class A | 1.0% | |||
Alphabet, Inc., Class A | 0.9% | |||
JPMorgan Chase & Co. | 0.8% | |||
Exxon Mobil Corp. | 0.8% | |||
Johnson & Johnson | 0.7% | |||
Tencent Holdings Ltd. | 0.7% | |||
Berkshire Hathaway, Inc., Class B | 0.7% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Global ex-Mexico Equity Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Global ex-Mexico Equity Index (the “Index”). In seeking to track the Index, the Fund invests in large-capitalization companies operating across diversified sectors in developed and emerging markets throughout the world, excluding Mexico. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 11.74% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in the United States contributed positively to performance while its position in Israel contributed negatively to performance. Collectively, global equity markets saw strong performance for the first six months of the fiscal period. In early 2018, the U.S. equity market experienced its first correction in nearly three years and started a new period of market volatility. These events caused a ripple effect throughout most of the global equity markets. However, performance has rebounded from its March 2018 lows. This strategy has benefited from having no exposure to Mexican stocks, as the Mexico equity market has underperformed significantly in the fiscal year in the wake of political uncertainty, trade fears, and a weakening Mexican peso.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,004.50 | 0.23 | %1 | $ | 1.14 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.65 | 0.23 | %1 | $ | 1.15 |
1 | Effective April 1, 2018, the Fund’s management fee was permanently reduced to 0.20%. Prior to April 1, 2018, WisdomTree Asset Management, Inc. had contractually agreed to limit the management fee to 0.30%. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 11.74 | % | 13.60 | % | ||||
Fund Market Price Returns | 11.14 | % | 13.29 | % | ||||
WisdomTree Global ex-Mexico Equity Index | 11.33 | % | 13.41 | % | ||||
MSCI AC World Index | 10.73 | % | 13.04 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on February 10, 2017. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 11 |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
Sector Breakdown†
Sector | % of Net Assets | |||
Industrials | 20.4% | |||
Consumer Discretionary | 19.2% | |||
Financials | 13.8% | |||
Real Estate | 10.8% | |||
Information Technology | 8.2% | |||
Materials | 7.8% | |||
Consumer Staples | 6.5% | |||
Utilities | 5.1% | |||
Health Care | 2.9% | |||
Energy | 2.5% | |||
Telecommunication Services | 1.9% | |||
Investment Company | 0.5% | |||
Other Assets less Liabilities‡ | 0.4% | |||
Total | 100.0% |
† | The sector information shown is that of the Underlying Fund. The Underlying Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets of the Underlying Fund includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Covanta Holding Corp. | 1.5% | |||
Brinker International, Inc. | 1.2% | |||
Guess?, Inc. | 1.1% | |||
Washington Prime Group, Inc. | 1.0% | |||
DSW, Inc., Class A | 0.8% | |||
Waddell & Reed Financial, Inc., Class A | 0.8% | |||
Cheesecake Factory, Inc. (The) | 0.8% | |||
Chesapeake Lodging Trust | 0.7% | |||
CBL & Associates Properties, Inc. | 0.7% | |||
Artisan Partners Asset Management, Inc., Class A | 0.6% |
* | The ten largest holdings shown is that of the Underlying Fund and are subject to change, and there are no guarantees the Underlying Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). For a full list of holdings information for the Underlying Fund, please see pages 97 - 103 of this report. |
The WisdomTree Global Hedged SmallCap Dividend Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Global Hedged SmallCap Dividend Index (the ‘‘Index’’). In seeking to track the Index, the Fund invests globally in small capitalization companies while hedging exposure to fluctuations between the U.S. dollar and applicable foreign currencies. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index (including indirect investments through the WisdomTree Global SmallCap Dividend Fund (GSD) (the ‘‘Underlying Fund’’)) whose risk, return and other characteristics resemble the risk, return, and other characteristics of the Index as a whole.
The Fund returned 9.16% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s exposure to the United States from its investment in the Underlying Fund contributed most positively to performance, while its exposures to Italy and Brazil from its investment in the Underlying Fund contributed most negatively to performance. Additionally, the Fund’s exposure to the Industrials sector from its investment in the Underlying Fund contributed the most to performance, while its exposure to the Telecommunications Services sector from its investment in the Underlying Fund contributed the least. From the beginning of the fiscal period through January 2018, small cap equities globally were continuing to show strong positive performance much like the rest of the market. However, in February 2018, a market correction and resurgence in U.S. equity volatility brought down many of the global equity markets, particularly in small caps. Despite this, the global small cap companies have rebounded to their pre-correction levels by the end of the fiscal period. The Fund’s overall positive performance during the fiscal year, was in large part due to the U.S. being the largest weight in the Underlying Fund, as the U.S. itself has rebounded relatively stronger than many of its developed market counterparts. In the first half of the fiscal year, many foreign currencies appreciated relative to the U.S. dollar, but in the second half of the fiscal year, a near reversal of broad U.S. dollar strengthening occurred against most major currencies. Overall, it was more beneficial to be hedged than unhedged foreign currencies for the entire fiscal year. The Fund’s use of forward foreign currency contracts contributed positively to performance as a result of the overall appreciation in the U.S. dollar against applicable international currencies during the fiscal year.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,004.70 | 0.00 | %1 | $ | 0.00 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.79 | 0.00 | %1 | $ | 0.00 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to waive a portion of its management fee in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investments in the Underlying Fund through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. The impact of AFFEs will cause the “Annualized Expense Ratio” to be higher per the stated net expense ratio in the Fund’s prospectus. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 9.16 | % | 13.30 | % | ||||
Fund Market Price Returns | 9.34 | % | 13.19 | % | ||||
WisdomTree Global Hedged SmallCap Dividend Index | 9.80 | % | 13.64 | % | ||||
MSCI AC World Small Cap Local Currency Index | 13.90 | % | 12.71 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on November 19, 2015. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
12 | WisdomTree Trust |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Global SmallCap Dividend Fund (GSD)
Sector Breakdown†
Sector | % of Net Assets | |||
Industrials | 20.4% | |||
Consumer Discretionary | 19.2% | |||
Financials | 13.8% | |||
Real Estate | 10.8% | |||
Information Technology | 8.2% | |||
Materials | 7.8% | |||
Consumer Staples | 6.5% | |||
Utilities | 5.1% | |||
Health Care | 2.9% | |||
Energy | 2.5% | |||
Telecommunication Services | 1.9% | |||
Investment Company | 0.5% | |||
Other Assets less Liabilities‡ | 0.4% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Covanta Holding Corp. | 1.5% | |||
Brinker International, Inc. | 1.2% | |||
Guess?, Inc. | 1.1% | |||
Washington Prime Group, Inc. | 1.0% | |||
DSW, Inc., Class A | 0.8% | |||
Waddell & Reed Financial, Inc., Class A | 0.8% | |||
Cheesecake Factory, Inc. (The) | 0.8% | |||
Chesapeake Lodging Trust | 0.7% | |||
CBL & Associates Properties, Inc. | 0.7% | |||
Artisan Partners Asset Management, Inc., Class A | 0.6% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Global SmallCap Dividend Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Global SmallCap Dividend Index (the “Index”). In seeking to track the Index, the Fund invests globally in dividend-paying small capitalization companies. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 8.21% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in the United States contributed most positively to performance, while its positions in Italy and Brazil contributed most negatively to performance. Additionally, the Fund’s positions in Industrials contributed the most to performance, while its positions in Telecommunication Services contributed the least. From the beginning of the fiscal period through January 2018, small cap equities globally were continuing to show strong positive performance much like the rest of the market. However, in February 2018, a market correction and resurgence in U.S. equity volatility brought down many of the global equity markets, particularly in small caps. Despite this, the global small cap companies have rebounded to their pre-correction levels by the end of the fiscal period. The Fund’s overall positive performance during the fiscal year, was in large part due to the U.S. being the largest weight in the Fund, as the U.S. itself has rebounded relatively stronger than many of its developed market counterparts. In the first half of the fiscal year, many foreign currencies appreciated relative to the U.S. dollar, but in the second half of the fiscal year, a near reversal of broad U.S. dollar strengthening occurred against most major currencies.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid | |||||||||||||
Actual | $ | 1,000.00 | $ | 989.20 | 0.43 | % | $ | 2.12 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.66 | 0.43 | % | $ | 2.16 |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 8.21 | % | 14.18 | % | ||||
Fund Market Price Returns | 8.26 | % | 14.26 | % | ||||
WisdomTree Global SmallCap Dividend Index | 8.97 | % | 14.39 | % | ||||
MSCI AC World Small Cap Index | 13.83 | % | 13.71 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on November 12, 2015. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 13 |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 23.3% | |||
Information Technology | 22.0% | |||
Consumer Discretionary | 11.7% | |||
Industrials | 9.9% | |||
Materials | 6.9% | |||
Health Care | 6.2% | |||
Consumer Staples | 6.2% | |||
Real Estate | 5.3% | |||
Energy | 3.3% | |||
Utilities | 2.8% | |||
Telecommunication Services | 1.7% | |||
Other Assets less Liabilities‡ | 0.7% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Tencent Holdings Ltd. | 9.3% | |||
Alibaba Group Holding Ltd., ADR | 7.1% | |||
China Construction Bank Corp., Class H | 3.3% | |||
Ping An Insurance Group Co. of China Ltd., Class A | 2.9% | |||
Baidu, Inc., ADR | 2.3% | |||
China Merchants Bank Co., Ltd., Class A | 2.2% | |||
Industrial & Commercial Bank of China Ltd., Class H | 2.0% | |||
China Mobile Ltd. | 1.7% | |||
Ping An Insurance Group Co. of China Ltd., Class H | 1.6% | |||
Kweichow Moutai Co., Ltd., Class A | 1.5% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree ICBCCS S&P China 500 Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the S&P China 500 Index (the “Index”). In seeking to track the Index, the Fund invests in a broad universe of Chinese equities (500 companies). The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned -6.35% at net asset value (“NAV”) from inception date on December 21, 2017 through June 30, 2018 (for more complete performance information please see the performance table below). The performance difference between the Fund and the Index, was mainly due to security selection and positive cash drag, leading to outperformance of 0.25%. The Fund saw positive total returns from inception to the end of January 2018. In February 2018, U.S. equity markets experienced a sizable correction, the first in nearly three years, beginning a new period of market volatility. These events caused a paralleled ripple effect throughout most global equity markets, particularly in China. What had continued to drag on Chinese equities during the fiscal period was the ever-growing fears of an all-out trade war between China and the U.S. As of the fiscal period-end, sizable tariffs have been announced by both countries, but a trade deal to be struck in the future remains a possibility, as is the goal of both countries. Aside from geopolitical risks, the fundamentals of China remain strong and point to continued growth in both economic data and corporate earnings.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 926.20 | 0.55 | % | $ | 2.63 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.07 | 0.55 | % | $ | 2.76 |
Performance
Cumulative Total Return | ||||
Since Inception1 | ||||
Fund NAV Returns | -6.35 | % | ||
Fund Market Price Returns | -7.44 | % | ||
S&P China 500 Index | -6.60 | % | ||
MSCI China Index | -0.79 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 21, 2017. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
14 | WisdomTree Trust |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Fundamental U.S. Corporate Bond Fund (WFIG)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 29.8% | |||
Health Care | 15.9% | |||
Consumer Discretionary | 12.4% | |||
Industrials | 8.6% | |||
Consumer Staples | 8.3% | |||
Telecommunication Services | 6.2% | |||
Information Technology | 6.1% | |||
Utilities | 5.5% | |||
Energy | 2.6% | |||
Materials | 2.0% | |||
Real Estate | 1.2% | |||
U.S. Government Obligations | 0.2% | |||
Other Assets less Liabilities‡ | 1.2% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Morgan Stanley, | 3.2% | |||
Dow Chemical Co. (The), | 3.1% | |||
Verizon Communications, Inc., | 3.1% | |||
Citigroup, Inc., | 3.0% | |||
Pfizer, Inc., | 2.6% | |||
Warner Media LLC, | 2.5% | |||
McKesson Corp., | 2.3% | |||
Synchrony Financial, | 2.3% | |||
HSBC USA, Inc., | 2.2% | |||
AT&T, Inc., | 2.1% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Fundamental U.S. Corporate Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Fundamental U.S. Corporate Bond Index (the “Index”). In seeking to track the Index, the Fund invests in issuers in the U.S. investment grade corporate bond market that are deemed to exhibit favorable fundamentals and opportunities for income. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned -1.11% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). Relative to the benchmark, security selection was the primary detractor driven primarily by Utilities (Pacific Gas & Electric Co.) and Communications (AT&T, Inc.). During the fiscal year, credit curves steepened and thus long-end positions generally underperformed. Conversely, the Fund benefited from a positive security selection in Financials and Consumer Staples sectors, which were primarily positioned in the intermediate part of the curve. During the first six months of the fiscal year, the Fund had consistent positive total returns. However, for the following six months, the Fund was negatively impacted by both continued rising interest rates, and from equity market volatility, as credit bonds were sold off during a “risk-off” environment. The Fund underperformance as compared to the Index can mainly be attributed to representative sampling.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 963.70 | 0.18 | %1 | $ | 0.88 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.90 | 0.18 | %1 | $ | 0.90 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.18% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | -1.11 | % | 1.04 | % | ||||
Fund Market Price Returns | -1.25 | % | 0.62 | % | ||||
WisdomTree Fundamental U.S. Corporate Bond Index | -0.56 | % | 1.68 | % | ||||
BofA Merrill Lynch U.S. Corporate Index | -0.70 | % | 1.89 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 15 |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Fundamental U.S. High Yield Corporate Bond Fund (WFHY)
Sector Breakdown†
Sector | % of Net Assets | |||
Consumer Discretionary | 21.1% | |||
Health Care | 17.6% | |||
Materials | 10.4% | |||
Energy | 9.0% | |||
Consumer Staples | 7.6% | |||
Financials | 7.6% | |||
Information Technology | 7.5% | |||
Industrials | 7.4% | |||
Telecommunication Services | 4.6% | |||
Utilities | 2.2% | |||
Real Estate | 1.0% | |||
Other Assets less Liabilities‡ | 4.0% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
First Data Corp., | 3.1% | |||
HCA, Inc., | 3.0% | |||
Navient Corp., | 2.4% | |||
CCO Holdings LLC, | 2.4% | |||
Scientific Games International, Inc., | 2.3% | |||
DPL, Inc., | 2.2% | |||
Valeant Pharmaceuticals International, Inc., | 2.1% | |||
DaVita, Inc., | 2.0% | |||
Berry Global, Inc., | 2.0% | |||
HRG Group, Inc., | 2.0% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Fundamental U.S. High Yield Corporate Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Fundamental U.S. High Yield Corporate Bond Index (the “Index”). In seeking to track the Index, the Fund invests in issuers in the U.S. non-investment grade corporate bond (“junk bond”) market that are deemed to exhibit favorable fundamentals and opportunities for income. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 1.49% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). Performance was negatively impacted by being underweight to the Energy sector, with a position in Chesapeake Energy Corp. also adding to the drag. In addition, a position in Windstream Services LLC caused underperformance in the Telecommunications Services sector. The best performing sectors were Materials, attributable to a position in Freeport-McMoRan, Inc., and Information Technology, which benefited from a holding in Western Digital Corp. The Fund benefited from the higher yield bonds it held, as this served to help both total return for the fiscal year, and to help offset losses from the bonds during the rise in U.S. interest rates. The Fund underperformance as compared to the Index can mainly be attributed to representative sampling.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 999.80 | 0.38 | %1 | $ | 1.88 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.91 | 0.38 | %1 | $ | 1.91 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.38% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 1.49 | % | 5.93 | % | ||||
Fund Market Price Returns | 1.90 | % | 5.27 | % | ||||
WisdomTree Fundamental U.S. High Yield Corporate Bond Index | 2.62 | % | 7.53 | % | ||||
BofA Merrill Lynch U.S. High Yield Index | 2.53 | % | 7.99 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
16 | WisdomTree Trust |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund (SFIG)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 31.0% | |||
Health Care | 13.0% | |||
Consumer Staples | 12.7% | |||
Consumer Discretionary | 11.8% | |||
Industrials | 9.1% | |||
Information Technology | 9.0% | |||
Utilities | 5.3% | |||
Telecommunication Services | 4.0% | |||
Energy | 1.9% | |||
Materials | 0.9% | |||
Other Assets less Liabilities‡ | 1.3% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Lockheed Martin Corp., | 3.1% | |||
JPMorgan Chase & Co., | 2.6% | |||
CVS Health Corp., | 2.4% | |||
Goldman Sachs Group, Inc. (The), | 2.3% | |||
Bank of New York Mellon Corp. (The), | 2.3% | |||
HSBC USA, Inc., | 2.0% | |||
AT&T, Inc., | 2.0% | |||
Walgreens Boots Alliance, Inc., | 2.0% | |||
United Parcel Service, Inc., | 1.9% | |||
Citigroup, Inc., | 1.9% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Fundamental U.S. Short-Term Corporate Bond Index (the “Index”). In seeking to track the Index, the Fund invests in issuers in the short-term U.S. investment grade corporate bond market that are deemed to exhibit favorable fundamentals and opportunities for income. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 0.19% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). Relative to the benchmark, security selection within the Industrials and Consumer Discretionary sectors detracted slightly, while selection within the Financials sector contributed positively to results. Generally, the Fund’s higher liquidity bias can result in lower yields relative the benchmark, which has historically been a marginal drag on returns. During the fiscal year, credit curves steepened, while the U.S. yield curve flattened. Due to the shorter-term nature of the Fund, it avoided much of the long-end positions which generally underperformed. The Fund was negatively impacted by rising interest rates, but not as negatively impacted had it been invested in longer-term maturing bonds. The Fund underperformance as compared to the Index can mainly be attributed to representative sampling.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 996.70 | 0.18 | %1 | $ | 0.89 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.90 | 0.18 | %1 | $ | 0.90 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.18% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 0.19 | % | 0.86 | % | ||||
Fund Market Price Returns | 0.13 | % | 0.42 | % | ||||
WisdomTree Fundamental U.S. Short-Term Corporate Bond Index | 0.48 | % | 1.34 | % | ||||
BofA Merrill Lynch 1-5 year U.S. Corporate Index | 0.19 | % | 1.33 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 17 |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
Sector Breakdown†
Sector | % of Net Assets | |||
Health Care | 20.8% | |||
Consumer Discretionary | 17.0% | |||
Telecommunication Services | 10.7% | |||
Industrials | 9.9% | |||
Materials | 9.9% | |||
Financials | 7.0% | |||
Energy | 6.7% | |||
Consumer Staples | 6.4% | |||
Information Technology | 6.1% | |||
Utilities | 2.1% | |||
Other Assets less Liabilities‡ | 3.4% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
HCA, Inc., | 3.1% | |||
Navient Corp., | 3.1% | |||
TransDigm, Inc., | 2.7% | |||
MGM Resorts International, | 2.4% | |||
Scientific Games International, Inc., | 2.1% | |||
Arconic, Inc., | 2.1% | |||
Valeant Pharmaceuticals International, Inc., | 2.1% | |||
Platform Specialty Products Corp., | 2.0% | |||
Dell International LLC, | 2.0% | |||
CenturyLink, Inc., | 2.0% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Index (the “Index”). In seeking to track the Index, the Fund invests in issuers in the short-term U.S. non-investment-grade corporate bond (“junk bond”) market that are deemed to exhibit favorable fundamentals and opportunities for income. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 3.28% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). Security selection underperformed in both Energy and Information Technology sectors. Conversely, Materials and Health Care sectors were the largest positive contributors, which benefited from good security selection. The Fund benefited from the higher yield bonds it held, as this served to help both total return for the fiscal year, and to help offset losses from the bonds during the rise in U.S. interest rates. Due to the shorter-term nature of the Fund, it avoided much of the long-end positions which generally underperformed during the fiscal year. The Fund was negatively impacted by rising interest rates, but not as negatively impacted had it been invested in longer-term maturing bonds. The Fund underperformance as compared to the Index can mainly be attributed to representative sampling.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,026.50 | 0.38 | %1 | $ | 1.91 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.91 | 0.38 | %1 | $ | 1.91 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.38% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 3.28 | % | 6.06 | % | ||||
Fund Market Price Returns | 4.02 | % | 5.49 | % | ||||
WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Index | 3.83 | % | 7.78 | % | ||||
BofA Merrill Lynch 1-5 year U.S. High Yield Constrained Index | 3.92 | % | 8.88 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
18 | WisdomTree Trust |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Dynamic Bearish U.S. Equity Fund (DYB)
Sector Breakdown†
Sector | % of Net Assets | |||
Information Technology | 26.9% | |||
Consumer Discretionary | 14.2% | |||
Health Care | 11.7% | |||
Financials | 11.5% | |||
Industrials | 10.6% | |||
Consumer Staples | 6.6% | |||
Energy | 6.2% | |||
Real Estate | 4.4% | |||
Utilities | 2.7% | |||
Materials | 2.5% | |||
Telecommunication Services | 1.6% | |||
Other Assets less Liabilities‡ | 1.1% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Syntel, Inc. | 2.9% | |||
Expeditors International of Washington, Inc. | 2.7% | |||
MEDNAX, Inc. | 2.5% | |||
Jack Henry & Associates, Inc. | 2.4% | |||
Cracker Barrel Old Country Store, Inc. | 2.3% | |||
Facebook, Inc., Class A | 2.1% | |||
Adobe Systems, Inc. | 1.9% | |||
Southwestern Energy Co. | 1.8% | |||
Hormel Foods Corp. | 1.8% | |||
PBF Energy, Inc., Class A | 1.6% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Bearish U.S. Equity Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Bearish U.S. Equity Index (the “Index”). In seeking to track the Index, the Fund invests dynamically in long equity positions (approximately 100 U.S. large- and mid-capitalization stocks) or long U.S. Treasury positions, while also investing dynamically in or otherwise dynamically seeking exposure to short equity positions (approximately 500 U.S. large-capitalization stocks). The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 0.93% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in Information Technology contributed positively to performance while its position in Consumer Discretionary contributed negatively to performance. Due to the investment strategy of the Fund, it is to be expected that the Fund will underperform in markets of positive equity performance and outperform in periods of market downturn. During the first half of the fiscal year, U.S. equities went on a broad run higher, and in turn, the Fund underperformed. However, during 2018, there have been various bouts of volatility and market corrections which sent the market lower. During these times, the Fund outperformed due to its bearish investment strategy with exposures to both U.S. Treasury positions and short equity positions. During the fiscal year, the Fund utilized total return swap contracts to obtain short exposure to the S&P 500 Index. The Fund’s use of total return swap contracts detracted from performance as a result of the overall positive performance of the S&P 500 Index during the fiscal year which conversely generated net losses on the Fund’s total return swap contracts.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 998.50 | 0.48 | %1 | $ | 2.38 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.41 | 0.48 | %1 | $ | 2.41 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.48% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 0.93 | % | 2.71 | % | ||||
Fund Market Price Returns | 0.97 | % | 2.71 | % | ||||
WisdomTree Dynamic Bearish U.S. Equity Index | -0.36 | % | 2.06 | % | ||||
S&P 500® Index | 14.37 | % | 13.85 | % | ||||
S&P 500® Inverse Daily Index | -11.43 | % | -11.81 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on December 23, 2015. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 19 |
Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Dynamic Long/Short U.S. Equity Fund (DYLS)
Sector Breakdown†
Sector | % of Net Assets | |||
Information Technology | 27.1% | |||
Consumer Discretionary | 14.4% | |||
Health Care | 11.7% | |||
Financials | 11.6% | |||
Industrials | 10.8% | |||
Consumer Staples | 6.8% | |||
Energy | 6.2% | |||
Real Estate | 4.4% | |||
Utilities | 2.7% | |||
Materials | 2.5% | |||
Telecommunication Services | 1.6% | |||
Other Assets less Liabilities‡ | 0.2% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Syntel, Inc. | 2.8% | |||
Expeditors International of Washington, Inc. | 2.7% | |||
MEDNAX, Inc. | 2.5% | |||
Jack Henry & Associates, Inc. | 2.4% | |||
Cracker Barrel Old Country Store, Inc. | 2.3% | |||
Facebook, Inc., Class A | 2.1% | |||
Hormel Foods Corp. | 1.9% | |||
Southwestern Energy Co. | 1.8% | |||
Adobe Systems, Inc. | 1.8% | |||
PBF Energy, Inc., Class A | 1.6% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Long/Short U.S. Equity Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Long/Short U.S. Equity Index (the “Index”). In seeking to track the Index, the Fund invests in long equity positions (approximately 100 U.S. large- and mid-capitalization stocks), while also investing dynamically in or otherwise dynamically seeking exposure to short equity positions (approximately 500 U.S. large-capitalization stocks). The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 10.90% at net asset value (“NAV”) for the fiscal year ending June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in Information Technology contributed positively to performance while its position in Consumer Discretionary contributed negatively to performance. On a limited basis during the fiscal year, the Fund utilized total return swaps to obtain short exposure to the S&P 500 Index. For the fiscal year, there were only two months where the hedge ratio wasn’t 0%, meaning, where the Fund did not have 100% net long equity exposure. In early July 2017 and March 2018, the hedge ratio went to 50%, which resulted in a 50% net equity exposure. As a result, the Fund’s limited use of total return swap contracts contributed positively to performance due to the overall negative performance of the S&P 500 Index during the periods of the fiscal year in which the total swap contracts were open which conversely generated net gains on the Fund’s total return swap contracts. Overall, the underlying performance over the fiscal year remained positive due to a rising equity market.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,019.40 | 0.48 | %1 | $ | 2.40 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.41 | 0.48 | %1 | $ | 2.41 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.48% through October 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns | 10.90 | % | 13.16 | % | ||||
Fund Market Price Returns | 10.78 | % | 13.13 | % | ||||
WisdomTree Dynamic Long/Short U.S. Equity Index | 11.13 | % | 13.67 | % | ||||
S&P 500® Index | 14.37 | % | 13.85 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on December 23, 2015. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
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Table of Contents
Management’s Discussion of Funds’ Performance as of June 30, 2018 (unaudited)
WisdomTree Balanced Income Fund (WBAL)
Asset Class Breakdown†
Asset Class | % of Net Assets | |||
Fixed Income | 39.8% | |||
Domestic Equity | 30.5% | |||
International Equity | 22.4% | |||
Emerging Markets Equity | 7.3% | |||
Other Assets less Liabilities‡ | 0.0% | * | ||
Total | 100.0% |
† | The Fund’s asset class breakdown is expressed as a percentage of net assets and may change over time. It does not include derivatives (if any). |
‡ | Other assets includes investment of cash collateral for securities on loan (if any). |
* | Represents less than 0.1%. |
Top Ten Holdings*
Description | % of Net Assets | |||
WisdomTree U.S. High Dividend Fund (DHS) | 20.2% | |||
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) | 20.0% | |||
WisdomTree International High Dividend Fund (DTH) | 12.4% | |||
WisdomTree U.S. LargeCap Dividend Fund (DLN) | 10.3% | |||
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) | 10.0% | |||
WisdomTree Emerging Markets Dividend Fund (DVEM) | 7.3% | |||
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) | 5.7% | |||
WisdomTree Fundamental U.S. Corporate Bond Fund (WFIG) | 5.5% | |||
WisdomTree Emerging Markets Local Debt Fund (ELD) | 3.1% | |||
iShares MBS ETF (MBB) | 2.8% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). For a full list of current holdings information for the underlying WisdomTree funds please visit www.wisdomtree.com. |
The WisdomTree Balanced Income Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Balanced Income Index (the “Index”). In seeking to track the Index, the Fund invests in other exchange traded funds with approximately a 60% allocation to equities and a 40% allocation to fixed income. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned -2.43% at net asset value (“NAV”) from inception date on December 21, 2017 through June 30, 2018 (for more complete performance information please see the performance table below). The Fund’s position in WisdomTree Interest Rate Hedged High Yield Bond Fund contributed positively to performance while its position in WisdomTree Yield Enhanced U.S. Aggregate Bond Fund contributed negatively to performance. Over the course of the fiscal period, there was broad based equity positive performance, due in large part to gains that occurred in the first six months of the fiscal period. During the bouts of market volatility and market correction that occurred in 2018, the Fund experienced negative total returns due to its 60% weight in equity ETFs. In addition, the Fund is income focused, and many of the income-heavy equities have become increasingly respondent to moves in U.S. interest rates. Interest rates in the U.S. over the fiscal period increased across the curve, with the larger relative moves having occurred on the short end of the curve. These rises in interest rates led to negative bond price performance; the Fund’s remaining 40% exposure is in fixed income ETFs. However, the Fund’s allocation to interest rate hedged ETF’s proved beneficial as interest rates rose over the course of the fiscal period.
Shareholder Expense Example
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the | |||||||||||||
Actual | $ | 1,000.00 | $ | 969.90 | 0.03 | %1 | $ | 0.15 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.65 | 0.03 | %1 | $ | 0.15 |
1 | WisdomTree Asset Management, Inc. has contractually agreed to waive a portion of its management fee in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investments in Underlying Funds, as well as an additional 0.05%, through December 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. The impact of AFFEs will cause the “Annualized Expense Ratio” to be higher per the stated net expense ratio in the Fund’s prospectus. |
Performance
Cumulative Total Return | ||||
Since Inception1 | ||||
Fund NAV Returns | -2.43 | % | ||
Fund Market Price Returns | -2.57 | % | ||
WisdomTree Balanced Income Index | -2.47 | % | ||
60/40 MSCI AC World/Bloomberg Barclays U.S. Aggregate Index | -0.46 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 21, 2017. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 21 |
Table of Contents
Description of Indexes (unaudited)
Below are descriptions of each Index referenced in this report:
The 60/40 MSCI AC World/Bloomberg Barclays U.S. Aggregate Index represents a 60% weight to the MSCI AC World Index and a 40% weight to the Bloomberg Barclays U.S. Aggregate Index.
The BofA Merrill Lynch U.S. Corporate Index tracks the performance of U.S. dollar denominated investment grade corporate debt publicly issued in the U.S. domestic market. Qualifying securities must have an investment grade rating (based on an average of Moody’s, S&P and Fitch), at least 18 months to final maturity at the time of issuance, at least one year remaining term to final maturity as of the rebalancing date, a fixed coupon schedule and a minimum amount outstanding of $250 million.
The BofA Merrill Lynch U.S. High Yield Index tracks the performance of U.S. dollar denominated below investment grade corporate debt publicly issued in the U.S. domestic market. Qualifying securities must have a below investment grade rating (based on an average of Moody’s, S&P and Fitch), at least 18 months to final maturity at the time of issuance, at least one year remaining term to final maturity as of the rebalancing date, a fixed coupon schedule and a minimum amount outstanding of $100 million.
The BofA Merrill Lynch 1-5 Year U.S. Corporate Index is a subset of the BofA Merrill Lynch U.S. Corporate Index including all securities with a remaining term to final maturity less than 5 years.
The BofA Merrill Lynch 1-5 Year U.S. High Yield Constrained Index tracks the performance of short-term U.S. dollar denominated below investment grade corporate debt publicly issued in the U.S. domestic market. Qualifying securities must have a below investment grade rating (based on an average of Moody’s, S&P and Fitch).
The MSCI AC World Index is a free-floated adjusted market capitalization-weighted index that is designed to measure the equity market performance of developed and emerging markets.
The MSCI AC World Small Cap Index is a free float-adjusted market capitalization weighted index designed to measure the equity market performance of developed and emerging markets, specifically focusing on the small-cap segment of these equity markets.
The MSCI AC World Small Cap Local Currency Index is a free float-adjusted market capitalization-weighted index designed to measure the equity market performance of developed and emerging markets, specifically focusing on the small-cap segment of these equity markets, in local currency.
The MSCI China Index is a free float-adjusted market capitalization index that is designed to measure developed market equity performance in China.
The MSCI EAFE Index is a market cap-weighted index composed of companies representative of the developed market structure of 21 developed countries in Europe, Australasia and Japan.
The MSCI EAFE Local Currency Index is a free float-adjusted market capitalization weighted index that is designed to measure developed market equity performance, excluding the U.S. and Canada which is calculated in local currency.
The MSCI EAFE Small Cap Index is comprised of small-capitalization stocks in the MSCI EAFE Index.
The MSCI EAFE Small Cap Local Currency Index is a free float-adjusted market capitalization equity index that is designed to measure the performance of small-cap stocks within the developed equity market, excluding the U.S. and Canada, in local currency.
The MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure emerging markets equity performance.
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Table of Contents
Description of Indexes (unaudited) (continued)
The MSCI European Economic and Monetary Union (EMU) Index is a free float-adjusted market capitalization-weighted index that is designed to measure the equity market performance of countries within the EMU.
The MSCI European Economic and Monetary Union (EMU) Local Currency Index is a free float-adjusted market capitalization-weighted index that is designed to measure the equity market performance of countries within the EMU and calculated in local currency.
The MSCI Japan Index is a capitalization weighted index that is comprised of stocks in Japan.
The MSCI Japan Local Currency Index is a free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan and calculated in local currency.
The S&P 500® Index is a capitalization-weighted index of 500 stocks selected by Standard & Poor’s Index Committee, designed to represent the performance of the leading industries in the United States economy.
The S&P 500® Inverse Daily Index provides inverse (positive or negative) returns of the S&P 500 Index by taking a short position in the index.
The S&P China 500 Index comprises 500 of the largest, most liquid Chinese companies while approximating the sector composition of the broader Chinese equity market. All Chinese share classes including A-shares and offshore listings are eligible for inclusion.
The WisdomTree Balanced Income Index is comprised of exchange-traded funds listed on a major U.S. exchange and aims to maintain a 60% equity and 40% fixed income exposure. The equity exposure is diversified across both domestic (U.S.) and foreign equities, including emerging markets. The fixed income exposure includes government bonds, corporate bonds, mortgage-backed securities and other mortgage-related products.
The WisdomTree Dynamic Bearish U.S. Equity Index includes long equity positions or long U.S. Treasury positions and short equity positions. The long equity positions consist of approximately 100 U.S. large- and mid-capitalization stocks that meet Index eligibility requirements and have the best combined score based on fundamental growth and value signals. The short equity positions include the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge.
The WisdomTree Dynamic Currency Hedged Europe Equity Index is a fundamentally weighted index that measures the performance of dividend-paying companies incorporated in developed Europe and is designed to remove from index performance the impact of the changes in the value of the Euro relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis.
The WisdomTree Dynamic Currency Hedged International Equity Index is a fundamentally weighted index that measures the performance of dividend-paying companies in the industrialized world, excluding Canada and the United States, and is designed to remove from index performance the impact of changes to the value of foreign currencies relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis.
The WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Index is designed to provide exposure to the developed market companies while at the same time neutralizing exposure to fluctuations between the value of foreign currencies and the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis. The Index is comprised of the top 300 companies from the WisdomTree International Equity Index with the best combined rank of growth and quality factors.
The WisdomTree Dynamic Currency Hedged International SmallCap Equity Index is a fundamentally weighted index that measures the performance of the small-capitalization segment of the dividend-paying market in the industrialized world outside the U.S. and Canada and is designed to remove from index performance the impact of changes to the value of foreign currencies relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis.
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Table of Contents
Description of Indexes (unaudited) (continued)
The WisdomTree Dynamic Currency Hedged Japan Equity Index is a fundamentally weighted index that measures the performance of dividend-paying companies in Japan and is designed to remove from index performance the impact of changes in the value of the Japanese Yen relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis.
The WisdomTree Dynamic Long/Short U.S. Equity Index includes long equity positions and short equity positions. The long equity positions consist of approximately 100 U.S. large- and mid-capitalization stocks that meet Index eligibility requirements and have the best combined score based on fundamental growth and value signals. The short equity positions include the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge.
The WisdomTree Emerging Markets Dividend Index is a dividend weighted index that consists of emerging market dividend-paying common stocks.
The WisdomTree Europe Domestic Economy Index is designed to provide exposure to European companies that are most sensitive to economic growth prospects in the Eurozone and that derive more than 50% of their revenue from Europe.
The WisdomTree Fundamental U.S. Corporate Bond Index is designed to capture the performance of selected issuers in the U.S. investment grade corporate bond market that are deemed to have favorable fundamental and income characteristics.
The WisdomTree Fundamental U.S. High Yield Corporate Bond Index is designed to capture the performance of selected issuers in the U.S. non-investment-grade corporate bond market that are deemed to have favorable fundamental and income characteristics.
The WisdomTree Fundamental U.S. Short-Term Corporate Bond Index is designed to capture the performance of selected issuers in the short-term U.S. investment grade corporate bond market that are deemed to have favorable fundamental and income characteristics.
The WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Index is designed to capture the performance of selected issuers in the short-term U.S. non-investment-grade corporate bond market that are deemed to have favorable fundamental and income characteristics.
The WisdomTree Global ex-Mexico Equity Index is a float-adjusted market capitalization weighted index that measures the performance of 2000 largest companies in developed and emerging markets throughout the world, excluding Mexico.
The WisdomTree Global Hedged SmallCap Dividend Index is a fundamentally weighted index that measures the performance of 1000 largest small capitalization companies that rank within the bottom 5% of the WisdomTree Global Dividend Index by market capitalization and is designed to remove from index performance the impact of changes to the value of foreign currencies relative to the U.S. dollar.
The WisdomTree Global SmallCap Dividend Index is a fundamentally weighted index that measures the performance of 1000 largest small capitalization companies that rank within the bottom 5% of the WisdomTree Global Dividend Index by market capitalization.
The Global Industry Classification Standard (“GICS”) was developed by and is the exclusive property and a service mark of MSCI Inc. (“MSCI”) and Standard & Poor’s (“S&P”), a division of The McGraw-Hill Companies, Inc. and is licensed for use by WisdomTree Investments, Inc. Neither MSCI, S&P nor any other party involved in making or compiling the GICS or any GICS classifications makes any express or implied warranties or representations with respect to such standard or classification (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability and fitness for a particular purpose with respect to any such standard or classification. Without limiting any of the foregoing, in no event shall MSCI, S&P, any of their affiliates or any third party involved in making or compiling the GICS or any GICS classifications have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages.
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Table of Contents
Description of Indexes (unaudited) (concluded)
Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.
WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. (together, “WisdomTree”) and the Funds make no representation or warranty, express or implied, to the owners of shares of the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly or the ability of the underlying Indexes to track the performance of their underlying securities. WisdomTree Investments is the licensor of certain trademarks, service marks and trade names of the Funds. WisdomTree Investments has no obligation to take the needs of the Funds or the owners of shares of the Funds into consideration in determining, composing, or calculating the underlying WisdomTree Indexes of the applicable Funds. WisdomTree Investments is not responsible for, and has not participated in, the determination of the timing of, prices of, or quantities of shares of the Funds to be issued or in the determination or calculation of the equation by which the shares of the Funds are redeemable. WisdomTree and the Funds do not guarantee the accuracy, completeness, or performance of the underlying Indexes or the data included therein and shall have no liability in connection with the underlying Indexes or their calculation.
Index performance information assumes the reinvestment of dividends and excludes management fees, transaction costs and expenses. You cannot directly invest in an index.
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Table of Contents
WisdomTree Dynamic Currency Hedged Europe Equity Fund (DDEZ)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.9% |
| |||||||
Austria – 1.4% |
| |||||||
Andritz AG | 297 | $ | 15,764 | |||||
BAWAG Group AG(a) | 173 | 8,080 | ||||||
Erste Group Bank AG* | 1,248 | 52,091 | ||||||
Lenzing AG | 138 | 16,660 | ||||||
Oesterreichische Post AG | 275 | 12,554 | ||||||
OMV AG | 939 | 53,249 | ||||||
Porr AG | 134 | 4,506 | ||||||
S IMMO AG | 272 | 5,310 | ||||||
Telekom Austria AG* | 935 | 7,794 | ||||||
UNIQA Insurance Group AG | 1,549 | 14,251 | ||||||
Vienna Insurance Group AG Wiener Versicherung Gruppe | 512 | 13,964 | ||||||
Voestalpine AG | 426 | 19,622 | ||||||
Wienerberger AG | 284 | 7,089 | ||||||
|
| |||||||
Total Austria |
| 230,934 | ||||||
Belgium – 6.4% |
| |||||||
Ackermans & van Haaren N.V. | 79 | 13,605 | ||||||
Ageas | 941 | 47,473 | ||||||
Anheuser-Busch InBev S.A./N.V. | 6,570 | 663,525 | ||||||
bpost S.A. | 1,661 | 26,239 | ||||||
Cofinimmo S.A. | 130 | 16,028 | ||||||
Colruyt S.A. | 459 | 26,190 | ||||||
Econocom Group S.A./N.V. | 813 | 4,482 | ||||||
Elia System Operator S.A./N.V. | 194 | 12,073 | ||||||
KBC Group N.V. | 1,364 | 105,299 | ||||||
Kinepolis Group N.V. | 90 | 5,706 | ||||||
Melexis N.V. | 125 | 11,602 | ||||||
Ontex Group N.V. | 287 | 6,303 | ||||||
Proximus SADP | 1,130 | 25,476 | ||||||
Solvay S.A. | 276 | 34,851 | ||||||
UCB S.A. | 387 | 30,427 | ||||||
Umicore S.A. | 258 | 14,805 | ||||||
Warehouses De Pauw CVA | 125 | 15,820 | ||||||
|
| |||||||
Total Belgium |
| 1,059,904 | ||||||
Finland – 4.8% |
| |||||||
Amer Sports Oyj* | 195 | 6,152 | ||||||
Citycon Oyj | 5,024 | 10,875 | ||||||
Cramo Oyj | 223 | 5,184 | ||||||
DNA Oyj | 509 | 12,183 | ||||||
Elisa Oyj | 741 | 34,321 | ||||||
Finnair Oyj | 389 | 4,208 | ||||||
Fortum Oyj | 4,088 | 97,559 | ||||||
Huhtamaki Oyj | 209 | 7,733 | ||||||
Kemira Oyj | 639 | 8,498 | ||||||
Kesko Oyj Class B | 223 | 13,643 | ||||||
Kone Oyj Class B | 1,588 | 80,949 | ||||||
Konecranes Oyj | 266 | 10,975 | ||||||
Metsa Board Oyj | 906 | 10,250 | ||||||
Metso Oyj | 553 | 18,530 | ||||||
Neste Oyj | 228 | 17,889 | ||||||
Nokia Oyj | 19,027 | 109,520 | ||||||
Nokian Renkaat Oyj | 510 | 20,150 | ||||||
Orion Oyj Class B | 614 | 16,553 | ||||||
Outokumpu Oyj | 1,907 | 11,863 | ||||||
Ramirent Oyj | 526 | 5,589 | ||||||
Sampo Oyj Class A | 2,849 | 139,041 | ||||||
Sanoma Oyj | 176 | 1,786 | ||||||
Stora Enso Oyj Class R | 1,002 | 19,607 | ||||||
Tieto Oyj | 456 | 14,779 | ||||||
UPM-Kymmene Oyj | 1,583 | 56,593 | ||||||
Valmet Oyj | 592 | 11,418 | ||||||
Wartsila Oyj Abp | 1,534 | 30,143 | ||||||
YIT Oyj | 1,157 | 6,896 | ||||||
|
| |||||||
Total Finland |
| 782,887 | ||||||
France – 25.7% |
| |||||||
Accor S.A. | 352 | 17,269 | ||||||
Aeroports de Paris | 128 | 28,948 | ||||||
Air Liquide S.A. | 736 | 92,548 | ||||||
Airbus SE | 987 | 115,537 | ||||||
ALD S.A.(a) | 941 | 16,063 | ||||||
Alstom S.A. | 174 | 7,996 | ||||||
Alten S.A. | 60 | 6,186 | ||||||
Altran Technologies S.A. | 589 | 8,541 | ||||||
Amundi S.A.(a) | 400 | 27,713 | ||||||
Arkema S.A. | 140 | 16,575 | ||||||
Atos SE | 123 | 16,795 | ||||||
AXA S.A. | 8,342 | 204,680 | ||||||
Beneteau S.A. | 204 | 3,825 | ||||||
BioMerieux | 60 | 5,401 | ||||||
BNP Paribas S.A. | 4,069 | 252,693 | ||||||
Bollore S.A. | 2,618 | 12,178 | ||||||
Bouygues S.A. | 851 | 36,673 | ||||||
Bureau Veritas S.A. | 874 | 23,327 | ||||||
Carrefour S.A. | 2,251 | 36,453 | ||||||
Casino Guichard Perrachon S.A. | 683 | 26,515 | ||||||
Christian Dior SE | 135 | 56,459 | ||||||
Cie de Saint-Gobain | 885 | 39,544 | ||||||
Cie Generale des Etablissements Michelin SCA | 397 | 48,345 | ||||||
Cie Plastic Omnium S.A. | 253 | 10,696 | ||||||
CNP Assurances | 1,809 | 41,165 | ||||||
Covivio | 224 | 23,302 | ||||||
Credit Agricole S.A. | 7,686 | 102,615 | ||||||
Danone S.A. | 1,334 | 97,921 | ||||||
Edenred | 381 | 12,037 | ||||||
Eiffage S.A. | 166 | 18,060 | ||||||
Electricite de France S.A. | 7,891 | 108,531 | ||||||
Elior Group S.A.(a) | 406 | 5,859 | ||||||
Elis S.A. | 392 | 8,989 | ||||||
Engie S.A. | 7,898 | 121,076 | ||||||
Eramet | 45 | 5,921 | ||||||
Essilor International Cie Generale d’Optique S.A. | 206 | 29,078 | ||||||
Eurazeo S.A. | 111 | 8,417 | ||||||
Eutelsat Communications S.A. | 1,103 | 22,878 | ||||||
Faurecia S.A. | 206 | 14,700 |
See Notes to Financial Statements.
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Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged Europe Equity Fund (DDEZ)
June 30, 2018
Investments | Shares | Value | ||||||
Gaztransport Et Technigaz S.A. | 167 | $ | 10,237 | |||||
Getlink | 1,044 | 14,316 | ||||||
Hermes International | 59 | 36,082 | ||||||
ICADE | 168 | 15,751 | ||||||
Iliad S.A. | 27 | 4,267 | ||||||
Imerys S.A. | 128 | 10,349 | ||||||
Ingenico Group S.A. | 99 | 8,900 | ||||||
Ipsen S.A. | 56 | 8,784 | ||||||
IPSOS | 129 | 4,410 | ||||||
JCDecaux S.A. | 147 | 4,919 | ||||||
Kering S.A. | 87 | 49,123 | ||||||
Klepierre S.A. | 1,030 | 38,783 | ||||||
Korian S.A. | 150 | 5,065 | ||||||
L’Oreal S.A. | 630 | 155,570 | ||||||
Lagardere SCA | 315 | 8,316 | ||||||
Legrand S.A. | 434 | 31,873 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 537 | 178,813 | ||||||
Metropole Television S.A. | 183 | 3,660 | ||||||
Natixis S.A. | 10,524 | 74,682 | ||||||
Nexity S.A. | 189 | 11,938 | ||||||
Orange S.A. | 8,051 | 134,842 | ||||||
Orpea | 63 | 8,407 | ||||||
Pernod Ricard S.A. | 160 | 26,134 | ||||||
Peugeot S.A. | 1,572 | 35,900 | ||||||
Publicis Groupe S.A. | 537 | 36,954 | ||||||
Renault S.A. | 737 | 62,669 | ||||||
Rexel S.A. | 576 | 8,282 | ||||||
Rothschild & Co. | 158 | 5,341 | ||||||
Safran S.A. | 361 | 43,856 | ||||||
Sanofi | 3,645 | 292,155 | ||||||
Schneider Electric SE | 1,196 | 99,730 | ||||||
SCOR SE | 424 | 15,752 | ||||||
SEB S.A. | 56 | 9,781 | ||||||
Societe BIC S.A. | 146 | 13,535 | ||||||
Societe Generale S.A. | 2,819 | 118,866 | ||||||
Sodexo S.A. | 325 | 32,489 | ||||||
Sopra Steria Group | 42 | 8,562 | ||||||
SPIE S.A. | 203 | 4,119 | ||||||
Suez | 2,425 | 31,442 | ||||||
Television Francaise 1 | 761 | 8,023 | ||||||
Thales S.A. | 195 | 25,124 | ||||||
TOTAL S.A. | 7,826 | 477,056 | ||||||
Trigano S.A. | 26 | 4,620 | ||||||
Unibail-Rodamco-Westfield | 340 | 74,848 | ||||||
Valeo S.A. | 410 | 22,413 | ||||||
Veolia Environnement S.A. | 1,758 | 37,623 | ||||||
Vicat S.A. | 96 | 6,299 | ||||||
Vinci S.A. | 1,178 | 113,276 | ||||||
Vivendi S.A. | 1,842 | 45,163 | ||||||
Wendel S.A. | 37 | 5,098 | ||||||
|
| |||||||
Total France |
| 4,215,706 | ||||||
Germany – 24.5% |
| |||||||
1&1 Drillisch AG | 411 | 23,398 | ||||||
Aareal Bank AG | 356 | 15,657 | ||||||
adidas AG | 236 | 51,513 | ||||||
Allianz SE Registered Shares | 1,416 | 292,659 | ||||||
alstria office REIT-AG | 641 | 9,632 | ||||||
AURELIUS Equity Opportunities SE & Co. KGaA | 236 | 14,025 | ||||||
Aurubis AG | 71 | 5,430 | ||||||
Axel Springer SE | 273 | 19,746 | ||||||
BASF SE | 2,677 | 256,012 | ||||||
Bayer AG Registered Shares | 2,029 | 223,511 | ||||||
Bayerische Motoren Werke AG | 2,201 | 199,492 | ||||||
Beiersdorf AG | 191 | 21,685 | ||||||
Brenntag AG | 320 | 17,829 | ||||||
CANCOM SE | 47 | 4,801 | ||||||
CECONOMY AG | 683 | 5,692 | ||||||
Comdirect Bank AG | 528 | 7,644 | ||||||
Continental AG | 356 | 81,280 | ||||||
Covestro AG(a) | 506 | 45,147 | ||||||
CTS Eventim AG & Co. KGaA | 181 | 8,914 | ||||||
Daimler AG Registered Shares | 5,220 | 335,996 | ||||||
Deutsche Bank AG Registered Shares | 1,145 | 12,328 | ||||||
Deutsche Boerse AG | 271 | 36,118 | ||||||
Deutsche Lufthansa AG Registered Shares | 1,320 | 31,748 | ||||||
Deutsche Post AG Registered Shares | 3,937 | 128,568 | ||||||
Deutsche Telekom AG Registered Shares* | 18,880 | 292,515 | ||||||
Deutsche Wohnen SE Bearer Shares | 379 | 18,320 | ||||||
DMG MORI AG | 190 | 10,360 | ||||||
Duerr AG | 159 | 7,387 | ||||||
E.ON SE | 6,002 | 64,148 | ||||||
Evonik Industries AG | 1,510 | 51,709 | ||||||
Fielmann AG* | 154 | 10,662 | ||||||
Fraport AG Frankfurt Airport Services Worldwide | 143 | 13,794 | ||||||
Freenet AG | 471 | 12,478 | ||||||
Fresenius Medical Care AG & Co. KGaA | 363 | 36,610 | ||||||
Fresenius SE & Co. KGaA | 527 | 42,333 | ||||||
GEA Group AG | 316 | 10,659 | ||||||
Hamburger Hafen und Logistik AG | 245 | 5,320 | ||||||
Hannover Rueck SE | 431 | 53,743 | ||||||
HeidelbergCement AG | 450 | 37,871 | ||||||
Henkel AG & Co. KGaA | 336 | 37,366 | ||||||
Hochtief AG | 121 | 21,869 | ||||||
Hugo Boss AG | 193 | 17,522 | ||||||
Indus Holding AG | 87 | 5,424 | ||||||
Infineon Technologies AG | 840 | 21,410 | ||||||
Innogy SE(a) | 2,032 | 87,046 | ||||||
K+S AG Registered Shares | 347 | 8,569 | ||||||
KION Group AG | 162 | 11,659 | ||||||
Krones AG | 61 | 7,884 | ||||||
LANXESS AG | 126 | 9,827 | ||||||
LEG Immobilien AG | 191 | 20,757 | ||||||
Leoni AG | 103 | 5,231 | ||||||
Linde AG | 541 | 129,108 | ||||||
MAN SE | 411 | 46,523 | ||||||
Merck KGaA | 86 | 8,396 | ||||||
METRO AG | 1,796 | 22,196 | ||||||
MTU Aero Engines AG | 83 | 15,951 |
See Notes to Financial Statements.
WisdomTree Trust | 27 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged Europe Equity Fund (DDEZ)
June 30, 2018
Investments | Shares | Value | ||||||
Muenchener Rueckversicherungs – Gesellschaft AG Registered Shares | 573 | $ | 121,124 | |||||
Nemetschek SE | 52 | 6,259 | ||||||
NORMA Group SE | 77 | 5,282 | ||||||
ProSiebenSat.1 Media SE | 1,500 | 38,056 | ||||||
Rheinmetall AG | 91 | 10,047 | ||||||
RWE AG | 1,213 | 27,652 | ||||||
Salzgitter AG | 143 | 6,236 | ||||||
SAP SE | 1,408 | 162,665 | ||||||
Siemens AG Registered Shares | 2,199 | 290,686 | ||||||
Siltronic AG | 60 | 8,585 | ||||||
Sixt SE | 53 | 5,937 | ||||||
Stroeer SE & Co. KGaA | 150 | 9,081 | ||||||
Suedzucker AG | 596 | 9,491 | ||||||
Takkt AG | 222 | 4,059 | ||||||
Talanx AG | 856 | 31,262 | ||||||
Telefonica Deutschland Holding AG | 18,763 | 73,957 | ||||||
ThyssenKrupp AG | 429 | 10,428 | ||||||
TUI AG | 1,308 | 28,688 | ||||||
Uniper SE | 994 | 29,640 | ||||||
United Internet AG Registered Shares | 231 | 13,232 | ||||||
Volkswagen AG | 628 | 103,751 | ||||||
Wacker Chemie AG | 88 | 11,523 | ||||||
Washtec AG | 58 | 5,126 | ||||||
Wirecard AG | 37 | 5,959 | ||||||
Wuestenrot & Wuerttembergische AG | 302 | 6,199 | ||||||
|
| |||||||
Total Germany |
| 4,018,397 | ||||||
Ireland – 1.1% |
| |||||||
AIB Group PLC | 5,403 | 29,333 | ||||||
Bank of Ireland Group PLC | 1,735 | 13,542 | ||||||
CRH PLC | 1,675 | 59,354 | ||||||
Glanbia PLC | 485 | 9,004 | ||||||
Kerry Group PLC Class A | 137 | 14,332 | ||||||
Kingspan Group PLC | 193 | 9,662 | ||||||
Paddy Power Betfair PLC | 190 | 21,074 | ||||||
Smurfit Kappa Group PLC | 459 | 18,596 | ||||||
|
| |||||||
Total Ireland |
| 174,897 | ||||||
Italy – 11.4% |
| |||||||
A2A SpA | 11,693 | 20,274 | ||||||
ACEA SpA | 802 | 11,929 | ||||||
Amplifon SpA | 294 | 6,096 | ||||||
Anima Holding SpA(a) | 1,301 | 6,996 | ||||||
Assicurazioni Generali SpA | 7,742 | 129,893 | ||||||
ASTM SpA | 282 | 6,532 | ||||||
Atlantia SpA | 3,765 | 111,302 | ||||||
Autogrill SpA | 516 | 6,404 | ||||||
Azimut Holding SpA | 994 | 15,383 | ||||||
Banca Farmafactoring SpA(a) | 1,458 | 8,546 | ||||||
Banca Generali SpA | 181 | 4,510 | ||||||
Banca IFIS SpA | 200 | 6,020 | ||||||
Banca Mediolanum SpA | 4,356 | 29,523 | ||||||
Banca Popolare di Sondrio SCPA | 1,170 | 4,710 | ||||||
BPER Banca | 1,310 | 7,199 | ||||||
Brembo SpA | 376 | 5,088 | ||||||
Brunello Cucinelli SpA | 106 | 4,734 | ||||||
Buzzi Unicem SpA | 253 | 6,200 | ||||||
Cerved Group SpA | 698 | 7,498 | ||||||
Credito Emiliano SpA | 1,293 | 9,571 | ||||||
Datalogic SpA | 146 | 5,395 | ||||||
De’ Longhi SpA | 625 | 17,718 | ||||||
Ei Towers SpA | 166 | 9,177 | ||||||
Enav SpA(a) | 1,690 | 8,477 | ||||||
Enel SpA | 36,778 | 204,266 | ||||||
Eni SpA | 17,219 | 319,775 | ||||||
Ferrari N.V. | 108 | 14,690 | ||||||
FinecoBank Banca Fineco SpA | 1,083 | 12,230 | ||||||
Gima TT SpA(a) | 275 | 4,524 | ||||||
Hera SpA | 4,024 | 12,544 | ||||||
IMA Industria Macchine Automatiche SpA | 103 | 8,971 | ||||||
Infrastrutture Wireless Italiane SpA(a) | 1,521 | 11,729 | ||||||
Interpump Group SpA | 168 | 5,225 | ||||||
Intesa Sanpaolo SpA | 107,044 | 310,761 | ||||||
Intesa Sanpaolo SpA RSP | 3,392 | 10,289 | ||||||
Iren SpA | 3,592 | 9,185 | ||||||
Italgas SpA | 3,713 | 20,470 | ||||||
Leonardo SpA | 960 | 9,489 | ||||||
Luxottica Group SpA | 849 | 54,777 | ||||||
Maire Tecnimont SpA | 1,096 | 4,927 | ||||||
MARR SpA | 205 | 5,404 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 2,617 | 24,328 | ||||||
Poste Italiane SpA(a) | 5,162 | 43,213 | ||||||
Prysmian SpA | 309 | 7,695 | ||||||
RAI Way SpA(a) | 730 | 3,418 | ||||||
Recordati SpA | 548 | 21,792 | ||||||
Reply SpA | 63 | 4,281 | ||||||
Salvatore Ferragamo SpA | 300 | 7,321 | ||||||
Saras SpA | 5,488 | 13,302 | ||||||
Snam SpA | 15,662 | 65,391 | ||||||
Societa Cattolica di Assicurazioni SC | 744 | 6,207 | ||||||
Societa Iniziative Autostradali e Servizi SpA | 677 | 10,197 | ||||||
Technogym SpA(a) | 352 | 4,171 | ||||||
Telecom Italia SpA RSP | 29,101 | 19,013 | ||||||
Terna Rete Elettrica Nazionale SpA | 7,101 | 38,403 | ||||||
Tod’s SpA | 92 | 5,731 | ||||||
UniCredit SpA | 4,051 | 67,617 | ||||||
Unione di Banche Italiane SpA | 2,232 | 8,579 | ||||||
Unipol Gruppo SpA | 2,969 | 11,471 | ||||||
UnipolSai Assicurazioni SpA | 19,206 | 42,437 | ||||||
|
| |||||||
Total Italy |
| 1,872,998 | ||||||
Netherlands – 7.5% |
| |||||||
Aalberts Industries N.V. | 243 | 11,638 | ||||||
ABN AMRO Group N.V. CVA(a) | 4,979 | 129,170 | ||||||
Aegon N.V. | 9,319 | 55,882 | ||||||
Akzo Nobel N.V. | 787 | 67,371 | ||||||
ASML Holding N.V. | 267 | 52,902 | ||||||
ASR Nederland N.V. | 619 | 25,280 |
See Notes to Financial Statements.
28 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged Europe Equity Fund (DDEZ)
June 30, 2018
Investments | Shares | Value | ||||||
BE Semiconductor Industries N.V. | 658 | $ | 17,808 | |||||
Boskalis Westminster | 522 | 15,206 | ||||||
Corbion N.V. | 202 | 6,439 | ||||||
Euronext N.V.(a) | 214 | 13,605 | ||||||
EXOR N.V. | 169 | 11,385 | ||||||
GrandVision N.V.(a) | 349 | 7,844 | ||||||
Heineken Holding N.V. | 493 | 47,257 | ||||||
Heineken N.V. | 919 | 92,298 | ||||||
IMCD N.V. | 97 | 6,512 | ||||||
ING Groep N.V. | 16,943 | 243,870 | ||||||
Koninklijke Ahold Delhaize N.V. | 3,406 | 81,542 | ||||||
Koninklijke DSM N.V. | 217 | 21,819 | ||||||
Koninklijke KPN N.V. | 18,722 | 50,931 | ||||||
Koninklijke Philips N.V. | 1,860 | 79,102 | ||||||
Koninklijke Volkerwessels N.V. | 387 | 9,949 | ||||||
Koninklijke Vopak N.V. | 264 | 12,197 | ||||||
NN Group N.V. | 1,359 | 55,281 | ||||||
PostNL N.V. | 2,956 | 11,096 | ||||||
Randstad N.V. | 709 | 41,737 | ||||||
SBM Offshore N.V. | 432 | 6,721 | ||||||
Signify N.V.(a) | 686 | 17,821 | ||||||
Sligro Food Group N.V. | 143 | 7,496 | ||||||
TKH Group N.V. CVA | 122 | 7,749 | ||||||
Wessanen | 182 | 3,829 | ||||||
Wolters Kluwer N.V. | 290 | 16,340 | ||||||
|
| |||||||
Total Netherlands |
| 1,228,077 | ||||||
Portugal – 1.3% |
| |||||||
Altri, SGPS, S.A. | 876 | 8,847 | ||||||
EDP – Energias de Portugal S.A. | 16,902 | 67,095 | ||||||
Galp Energia, SGPS, S.A. | 2,897 | 55,252 | ||||||
Jeronimo Martins, SGPS, S.A. | 2,784 | 40,208 | �� | |||||
NOS, SGPS, S.A. | 3,618 | 19,828 | ||||||
REN – Redes Energeticas Nacionais, SGPS, S.A. | 3,110 | 8,715 | ||||||
Sonae, SGPS, S.A. | 9,230 | 11,100 | ||||||
|
| |||||||
Total Portugal |
| 211,045 | ||||||
Spain – 14.1% |
| |||||||
Acciona S.A. | 243 | 20,121 | ||||||
Acerinox S.A. | 819 | 10,844 | ||||||
ACS Actividades de Construccion y Servicios S.A. | 917 | 37,151 | ||||||
Aena SME S.A.(a) | 569 | 103,304 | ||||||
Amadeus IT Group S.A. | 483 | 38,122 | ||||||
Applus Services S.A. | 422 | 5,632 | ||||||
Atresmedia Corp. de Medios de Comunicacion S.A. | 792 | 6,662 | ||||||
Banco Bilbao Vizcaya Argentaria S.A. | 18,643 | 132,211 | ||||||
Banco de Sabadell S.A. | 23,496 | 39,380 | ||||||
Banco Santander S.A. | 61,870 | 331,709 | ||||||
Bankia S.A. | 5,966 | 22,339 | ||||||
Bankinter S.A. | 2,382 | 23,200 | ||||||
Bolsas y Mercados Espanoles SHMSF S.A. | 414 | 13,670 | ||||||
CaixaBank S.A. | 20,632 | 89,274 | ||||||
Cellnex Telecom S.A.(a) | 251 | 6,330 | ||||||
Cia de Distribucion Integral Logista Holdings S.A. | 558 | 14,437 | ||||||
Cie Automotive S.A. | 263 | 7,763 | ||||||
Distribuidora Internacional de Alimentacion S.A. | 4,390 | 12,788 | ||||||
Ebro Foods S.A. | 440 | 10,269 | ||||||
Enagas S.A. | 1,357 | 39,673 | ||||||
Ence Energia y Celulosa S.A. | 850 | 7,542 | ||||||
Endesa S.A. | 6,789 | 149,771 | ||||||
Euskaltel S.A.(a) | 853 | 7,733 | ||||||
Faes Farma S.A. | 1,383 | 5,861 | ||||||
Ferrovial S.A. | 2,814 | 57,742 | ||||||
Gas Natural SDG S.A. | 4,243 | 112,355 | ||||||
Global Dominion Access S.A.*(a) | 173 | 937 | ||||||
Grifols S.A. | 583 | 17,548 | ||||||
Grupo Catalana Occidente S.A. | 242 | 10,779 | ||||||
Iberdrola S.A. | 28,228 | 218,311 | ||||||
Industria de Diseno Textil S.A. | 6,818 | 232,920 | ||||||
Mapfre S.A. | 10,195 | 30,770 | ||||||
Mediaset Espana Comunicacion S.A. | 2,633 | 22,202 | ||||||
Melia Hotels International S.A. | 413 | 5,661 | ||||||
NH Hotel Group S.A.* | 588 | 4,346 | ||||||
Obrascon Huarte Lain S.A. | 3,342 | 10,695 | ||||||
Papeles y Cartones de Europa S.A. | 291 | 5,762 | ||||||
Prosegur Cash S.A.(a) | 3,072 | 8,285 | ||||||
Prosegur Cia de Seguridad S.A. | 1,304 | 8,518 | ||||||
Red Electrica Corp. S.A. | 2,595 | 52,840 | ||||||
Repsol S.A. | 6,397 | 125,215 | ||||||
Siemens Gamesa Renewable Energy S.A. | 600 | 8,060 | ||||||
Tecnicas Reunidas S.A. | 319 | 10,276 | ||||||
Telefonica S.A. | 22,598 | 192,051 | ||||||
Unicaja Banco S.A.(a) | 4,034 | 6,881 | ||||||
Viscofan S.A. | 165 | 11,241 | ||||||
Zardoya Otis S.A. | 1,904 | 18,184 | ||||||
|
| |||||||
Total Spain |
| 2,307,365 | ||||||
United Kingdom – 1.7% |
| |||||||
Unilever N.V. CVA | 4,888 | 272,708 | ||||||
TOTAL COMMON STOCKS (Cost: $16,675,746) |
| 16,374,918 | ||||||
RIGHTS – 0.0% |
| |||||||
Italy – 0.0% |
| |||||||
Intesa Sanpaolo SpA, expiring 7/17/18* | 106,846 | 0 | ||||||
Spain – 0.0% |
| |||||||
Repsol S.A., expiring 7/6/18* | 7,560 | 4,291 | ||||||
TOTAL RIGHTS (Cost: $4,258) |
| 4,291 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.0% |
| |||||||
United States – 0.0% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(b) | ||||||||
(Cost: $1,430)(c) | 1,430 | 1,430 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.9% (Cost: $16,681,434) |
| 16,380,639 | ||||||
Other Assets less Liabilities – 0.1% |
| 19,959 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 16,400,598 |
See Notes to Financial Statements.
WisdomTree Trust | 29 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Dynamic Currency Hedged Europe Equity Fund (DDEZ)
June 30, 2018
* | Non-income producing security. |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(c) | At June 30, 2018, the Fund held collateral with a market value of $1,430 for $1,335 of securities on loan that were unsettled. |
CVA – Certificaten Van Aandelen (Certificate of Stock)
RSP – Risparmio Italian Savings Shares
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 1,984,394 | EUR | 2,316,949 | USD | $ | — | $ | (68 | ) | ||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 2,375,256 | USD | 2,030,342 | EUR | 4,730 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 2,275,998 | USD | 1,945,123 | EUR | 39 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 3,600 | EUR | 4,200 | USD | 3 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 2,375,256 | USD | 2,030,307 | EUR | 4,770 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 2,375,256 | USD | 2,030,237 | EUR | 4,851 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 1,984,394 | EUR | 2,316,949 | USD | — | (68 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 2,275,998 | USD | 1,945,156 | EUR | — | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 1,809,720 | USD | 1,546,909 | EUR | 3,625 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 883,002 | EUR | 1,028,249 | USD | 2,701 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 1,984,404 | EUR | 2,316,949 | USD | — | (57 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 1,028,249 | USD | 885,367 | EUR | — | (5,461 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 2,275,998 | USD | 1,945,130 | EUR | 31 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 237,474 | EUR | 277,651 | USD | — | (388 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 1,511,944 | EUR | 1,765,297 | USD | — | (26 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 2,375,256 | USD | 2,030,227 | EUR | 4,863 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 1,734,095 | USD | 1,482,011 | EUR | 16 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 1,984,415 | EUR | 2,316,949 | USD | — | (45 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 2,275,998 | USD | 1,945,171 | EUR | — | (17 | ) | ||||||||||||||||||||
$ | 25,629 | $ | (6,130 | ) |
CURRENCY LEGEND |
EUR – Euro
USD – U.S. dollar
See Notes to Financial Statements.
30 | WisdomTree Trust |
Table of Contents
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.5% |
| |||||||
Australia – 7.4% |
| |||||||
AGL Energy Ltd. | 14,887 | $ | 247,263 | |||||
Alumina Ltd. | 103,400 | 213,912 | ||||||
Amcor Ltd. | 24,306 | 258,782 | ||||||
AMP Ltd. | 94,917 | 249,661 | ||||||
Ansell Ltd. | 2,900 | 58,259 | ||||||
Aristocrat Leisure Ltd. | 12,065 | 275,450 | ||||||
Asaleo Care Ltd. | 42,032 | 43,322 | ||||||
ASX Ltd. | 4,348 | 206,854 | ||||||
Aurizon Holdings Ltd. | 52,505 | 167,975 | ||||||
Australia & New Zealand Banking Group Ltd. | 64,606 | 1,348,012 | ||||||
Bank of Queensland Ltd. | 14,763 | 111,149 | ||||||
Beach Energy Ltd. | 124,526 | 161,471 | ||||||
Bendigo & Adelaide Bank Ltd. | 14,286 | 114,419 | ||||||
BHP Billiton Ltd. | 51,601 | 1,292,832 | ||||||
Boral Ltd. | 23,205 | 111,957 | ||||||
Brambles Ltd. | 26,912 | 176,569 | ||||||
Brickworks Ltd. | 3,215 | 37,151 | ||||||
carsales.com Ltd. | 8,691 | 97,091 | ||||||
CIMIC Group Ltd. | 5,175 | 161,736 | ||||||
Cleanaway Waste Management Ltd. | 87,673 | 109,473 | ||||||
Cochlear Ltd. | 707 | 104,562 | ||||||
Commonwealth Bank of Australia | 40,513 | 2,181,219 | ||||||
Computershare Ltd. | 12,684 | 172,718 | ||||||
Crown Resorts Ltd. | 14,146 | 141,099 | ||||||
CSL Ltd. | 3,087 | 439,333 | ||||||
CSR Ltd. | 22,550 | 76,474 | ||||||
Downer EDI Ltd. | 21,925 | 109,831 | ||||||
Fortescue Metals Group Ltd. | 103,215 | 334,783 | ||||||
Genworth Mortgage Insurance Australia Ltd. | 22,520 | 42,762 | ||||||
GrainCorp Ltd. Class A | 8,226 | 46,677 | ||||||
Harvey Norman Holdings Ltd. | 45,037 | 110,475 | ||||||
Healthscope Ltd. | 34,070 | 55,632 | ||||||
Incitec Pivot Ltd. | 30,809 | 82,631 | ||||||
Insurance Australia Group Ltd. | 68,517 | 431,821 | ||||||
IOOF Holdings Ltd. | 10,580 | 70,275 | ||||||
Macquarie Group Ltd. | 6,320 | 577,388 | ||||||
Medibank Pvt Ltd. | 67,026 | 144,605 | ||||||
National Australia Bank Ltd. | 74,195 | 1,502,588 | ||||||
Newcrest Mining Ltd. | 8,843 | 142,434 | ||||||
NIB Holdings Ltd. | 16,250 | 68,796 | ||||||
Nine Entertainment Co. Holdings Ltd. | 81,506 | 149,347 | ||||||
Orica Ltd. | 11,034 | 144,706 | ||||||
Orora Ltd. | 57,002 | 150,354 | ||||||
Perpetual Ltd. | 2,131 | 65,499 | ||||||
Premier Investments Ltd. | 7,858 | 98,003 | ||||||
QBE Insurance Group Ltd. | 24,834 | 178,715 | ||||||
Qube Holdings Ltd. | 43,299 | 77,099 | ||||||
REA Group Ltd. | 2,539 | 170,467 | ||||||
Rio Tinto Ltd. | 9,582 | 590,727 | ||||||
Sonic Healthcare Ltd. | 8,726 | 158,150 | ||||||
South32 Ltd. | 82,611 | 220,344 | ||||||
Steadfast Group Ltd. | 41,381 | 85,914 | ||||||
Suncorp Group Ltd. | 28,316 | 305,241 | ||||||
Tabcorp Holdings Ltd. | 38,376 | 126,459 | ||||||
Telstra Corp., Ltd. | 398,664 | 771,728 | ||||||
Treasury Wine Estates Ltd. | 7,383 | 94,861 | ||||||
Washington H Soul Pattinson & Co., Ltd. | 10,488 | 160,328 | ||||||
Wesfarmers Ltd. | 23,542 | 858,568 | ||||||
Westpac Banking Corp. | 84,131 | 1,821,293 | ||||||
Woodside Petroleum Ltd. | 14,948 | 391,632 | ||||||
Woolworths Group Ltd. | 23,589 | 531,925 | ||||||
|
| |||||||
Total Australia |
| 19,430,801 | ||||||
Austria – 0.5% |
| |||||||
Andritz AG | 1,259 | 66,824 | ||||||
Erste Group Bank AG* | 4,407 | 183,948 | ||||||
EVN AG | 12,869 | 240,403 | ||||||
Lenzing AG | 485 | 58,551 | ||||||
OMV AG | 6,767 | 383,743 | ||||||
Voestalpine AG | 5,496 | 253,145 | ||||||
|
| |||||||
Total Austria |
| 1,186,614 | ||||||
Belgium – 1.9% |
| |||||||
Ackermans & van Haaren N.V. | 1,103 | 189,952 | ||||||
Ageas | 4,998 | 252,149 | ||||||
Anheuser-Busch InBev S.A./N.V. | 31,104 | 3,141,290 | ||||||
Bekaert S.A. | 1,221 | 39,631 | ||||||
bpost S.A. | 10,277 | 162,345 | ||||||
Colruyt S.A. | 2,668 | 152,231 | ||||||
Elia System Operator S.A./N.V. | 2,534 | 157,692 | ||||||
KBC Group N.V. | 6,832 | 527,420 | ||||||
Proximus SADP | 10,825 | 244,054 | ||||||
Solvay S.A. | 1,180 | 148,999 | ||||||
|
| |||||||
Total Belgium |
| 5,015,763 | ||||||
China – 2.9% |
| |||||||
Beijing Enterprises Holdings Ltd. | 29,000 | 141,203 | ||||||
China Everbright International Ltd. | 95,000 | 122,785 | ||||||
China Jinmao Holdings Group Ltd. | 284,000 | 142,625 | ||||||
China Mobile Ltd. | 393,000 | 3,491,463 | ||||||
China Overseas Land & Investment Ltd. | 152,000 | 500,825 | ||||||
China Power International Development Ltd. | 844,666 | 194,870 | ||||||
China Resources Power Holdings Co., Ltd. | 142,000 | 250,137 | ||||||
CITIC Ltd. | 336,000 | 473,671 | ||||||
CNOOC Ltd. | 698,000 | 1,204,637 | ||||||
Fosun International Ltd. | 90,500 | 170,262 | ||||||
Guangdong Investment Ltd. | 178,000 | 282,696 | ||||||
Guotai Junan International Holdings Ltd. | 292,000 | 63,272 | ||||||
Lenovo Group Ltd. | 334,000 | 180,933 | ||||||
Shanghai Industrial Holdings Ltd. | 41,000 | 95,531 | ||||||
Sino-Ocean Group Holding Ltd. | 218,000 | 126,708 | ||||||
Sun Art Retail Group Ltd. | 140,500 | 183,741 | ||||||
|
| |||||||
Total China |
| 7,625,359 | ||||||
Denmark – 1.3% |
| |||||||
AP Moller – Maersk A/S Class B | 61 | 75,974 | ||||||
Coloplast A/S Class B | 2,900 | 289,841 | ||||||
Danske Bank A/S | 13,697 | 428,736 |
See Notes to Financial Statements.
WisdomTree Trust | 31 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
DSV A/S | 1,087 | $ | 87,825 | |||||
GN Store Nord A/S | 2,537 | 115,609 | ||||||
ISS A/S | 2,152 | 73,953 | ||||||
Novo Nordisk A/S Class B | 22,148 | 1,027,315 | ||||||
Novozymes A/S Class B | 1,297 | 65,790 | ||||||
Orsted A/S(a) | 4,406 | 266,507 | ||||||
Pandora A/S | 1,898 | 132,591 | ||||||
Rockwool International A/S Class B | 362 | 141,362 | ||||||
Royal Unibrew A/S | 3,739 | 297,937 | ||||||
SimCorp A/S | 1,350 | 109,371 | ||||||
Tryg A/S | 11,404 | 267,699 | ||||||
Vestas Wind Systems A/S | 1,814 | 112,282 | ||||||
|
| |||||||
Total Denmark |
| 3,492,792 | ||||||
Finland – 1.5% |
| |||||||
Elisa Oyj | 4,685 | 216,994 | ||||||
F-Secure Oyj | 11,789 | 51,822 | ||||||
Fortum Oyj | 29,629 | 707,088 | ||||||
Kesko Oyj Class B | 2,969 | 181,642 | ||||||
Kone Oyj Class B | 6,393 | 325,885 | ||||||
Metso Oyj | 2,844 | 95,299 | ||||||
Neste Oyj | 4,161 | 326,470 | ||||||
Nokia Oyj | 88,942 | 511,952 | ||||||
Nokian Renkaat Oyj | 2,344 | 92,611 | ||||||
Orion Oyj Class B | 2,670 | 71,980 | ||||||
Outokumpu Oyj | 8,358 | 51,993 | ||||||
Sampo Oyj Class A | 9,839 | 480,179 | ||||||
Tieto Oyj | 3,009 | 97,525 | ||||||
UPM-Kymmene Oyj | 10,067 | 359,899 | ||||||
Valmet Oyj | 2,992 | 57,710 | ||||||
Wartsila Oyj Abp | 6,534 | 128,392 | ||||||
YIT Oyj | 15,484 | 92,290 | ||||||
|
| |||||||
Total Finland |
| 3,849,731 | ||||||
France – 10.8% |
| |||||||
Accor S.A. | 3,752 | 184,075 | ||||||
Aeroports de Paris | 1,128 | 255,102 | ||||||
Air Liquide S.A. | 3,504 | 440,611 | ||||||
Airbus SE | 6,844 | 801,149 | ||||||
ALD S.A.(a) | 5,391 | 92,022 | ||||||
Amundi S.A.(a) | 2,728 | 189,003 | ||||||
Arkema S.A. | 614 | 72,691 | ||||||
AXA S.A. | 49,744 | 1,220,522 | ||||||
BioMerieux | 693 | 62,383 | ||||||
BNP Paribas S.A. | 24,933 | 1,548,389 | ||||||
Bollore S.A. | 15,407 | 71,666 | ||||||
Bouygues S.A. | 6,471 | 278,863 | ||||||
Bureau Veritas S.A. | 4,159 | 111,005 | ||||||
Capgemini SE | 1,642 | 220,852 | ||||||
Carrefour S.A. | 15,029 | 243,379 | ||||||
Casino Guichard Perrachon S.A. | 4,397 | 170,696 | ||||||
Christian Dior SE | 1,554 | 649,909 | ||||||
Cie de Saint-Gobain | 7,683 | 343,293 | ||||||
Cie Generale des Etablissements Michelin SCA | 2,231 | 271,681 | ||||||
CNP Assurances | 10,688 | 243,211 | ||||||
Credit Agricole S.A. | 53,535 | 714,743 | ||||||
Danone S.A. | 7,943 | 583,047 | ||||||
Dassault Systemes SE | 1,917 | 268,583 | ||||||
Edenred | 5,768 | 182,234 | ||||||
Electricite de France S.A. | 51,727 | 711,440 | ||||||
Engie S.A. | 48,083 | 737,109 | ||||||
Essilor International Cie Generale d’Optique S.A. | 1,257 | 177,434 | ||||||
Eutelsat Communications S.A. | 7,598 | 157,594 | ||||||
Gaztransport Et Technigaz S.A. | 1,086 | 66,568 | ||||||
Hermes International | 590 | 360,822 | ||||||
Iliad S.A. | 246 | 38,875 | ||||||
Imerys S.A. | 962 | 77,780 | ||||||
Ipsen S.A. | 1,332 | 208,938 | ||||||
JCDecaux S.A. | 2,466 | 82,517 | ||||||
Kering S.A. | 1,092 | 616,573 | ||||||
Klepierre S.A. | 5,165 | 194,480 | ||||||
L’Oreal S.A. | 4,674 | 1,154,183 | ||||||
Legrand S.A. | 2,834 | 208,126 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 4,072 | 1,355,917 | ||||||
Metropole Television S.A. | 5,036 | 100,721 | ||||||
Natixis S.A. | 60,150 | 426,847 | ||||||
Nexity S.A. | 1,263 | 79,777 | ||||||
Orange S.A. | 46,823 | 784,216 | ||||||
Pernod Ricard S.A. | 1,820 | 297,279 | ||||||
Peugeot S.A. | 8,693 | 198,525 | ||||||
Publicis Groupe S.A. | 3,528 | 242,781 | ||||||
Remy Cointreau S.A. | 960 | 124,414 | ||||||
Renault S.A. | 4,233 | 359,943 | ||||||
Rexel S.A. | 4,076 | 58,606 | ||||||
Rubis SCA | 1,394 | 87,075 | ||||||
Safran S.A. | 4,453 | 540,967 | ||||||
Sanofi | 22,620 | 1,813,046 | ||||||
Schneider Electric SE | 7,332 | 611,389 | ||||||
SCOR SE | 5,188 | 192,742 | ||||||
Societe BIC S.A. | 814 | 75,461 | ||||||
Societe Generale S.A. | 17,163 | 723,697 | ||||||
Sodexo S.A. | 1,954 | 195,333 | ||||||
SPIE S.A. | 4,967 | 100,791 | ||||||
Suez | 14,095 | 182,751 | ||||||
Teleperformance | 1,087 | 192,019 | ||||||
Television Francaise 1 | 6,705 | 70,691 | ||||||
Thales S.A. | 2,334 | 300,711 | ||||||
TOTAL S.A. | 49,876 | 3,040,332 | ||||||
Unibail-Rodamco-Westfield | 1,733 | 381,505 | ||||||
Valeo S.A. | 2,275 | 124,362 | ||||||
Veolia Environnement S.A. | 8,246 | 176,474 | ||||||
Vicat S.A. | 490 | 32,152 | ||||||
Vinci S.A. | 8,253 | 793,604 | ||||||
Vivendi S.A. | 18,960 | 464,872 | ||||||
Wendel S.A. | 422 | 58,139 | ||||||
|
| |||||||
Total France |
| 28,198,687 | ||||||
Germany – 8.1% |
| |||||||
1&1 Drillisch AG | 2,171 | 123,595 | ||||||
Aareal Bank AG | 2,710 | 119,190 |
See Notes to Financial Statements.
32 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
adidas AG | 1,245 | $ | 271,751 | |||||
Allianz SE Registered Shares | 7,133 | 1,474,247 | ||||||
AURELIUS Equity Opportunities SE & Co. KGaA | 1,109 | 65,906 | ||||||
Aurubis AG | 543 | 41,526 | ||||||
Axel Springer SE | 2,283 | 165,129 | ||||||
BASF SE | 12,828 | 1,226,794 | ||||||
Bayer AG Registered Shares | 9,753 | 1,074,375 | ||||||
Bayerische Motoren Werke AG | 10,854 | 983,773 | ||||||
BayWa AG | 1,446 | 48,960 | ||||||
Bechtle AG | 1,826 | 140,922 | ||||||
Beiersdorf AG | 2,378 | 269,981 | ||||||
Brenntag AG | 1,729 | 96,332 | ||||||
Carl Zeiss Meditec AG Bearer Shares | 2,598 | 177,296 | ||||||
CECONOMY AG | 7,814 | 65,122 | ||||||
Comdirect Bank AG | 3,395 | 49,152 | ||||||
Continental AG | 1,677 | 382,883 | ||||||
Covestro AG(a) | 2,552 | 227,700 | ||||||
CTS Eventim AG & Co. KGaA | 2,726 | 134,248 | ||||||
Daimler AG Registered Shares | 24,805 | 1,596,625 | ||||||
Deutsche Bank AG Registered Shares | 11,117 | 119,698 | ||||||
Deutsche Boerse AG | 1,723 | 229,634 | ||||||
Deutsche Lufthansa AG Registered Shares | 7,884 | 189,622 | ||||||
Deutsche Post AG Registered Shares | 19,665 | 642,188 | ||||||
Deutsche Telekom AG Registered Shares* | 91,434 | 1,416,623 | ||||||
Deutsche Wohnen SE Bearer Shares | 5,061 | 244,631 | ||||||
DMG MORI AG | 886 | 48,309 | ||||||
Duerr AG | 748 | 34,750 | ||||||
E.ON SE | 30,858 | 329,803 | ||||||
Evonik Industries AG | 6,304 | 215,876 | ||||||
Fielmann AG* | 1,781 | 123,309 | ||||||
Fraport AG Frankfurt Airport Services Worldwide | 1,434 | 138,328 | ||||||
Freenet AG | 4,007 | 106,152 | ||||||
Fresenius SE & Co. KGaA | 2,437 | 195,758 | ||||||
GEA Group AG | 2,455 | 82,808 | ||||||
Hamburger Hafen und Logistik AG | 2,339 | 50,795 | ||||||
Hannover Rueck SE | 1,837 | 229,064 | ||||||
HeidelbergCement AG | 2,230 | 187,670 | ||||||
Henkel AG & Co. KGaA | 2,058 | 228,868 | ||||||
Hochtief AG | 686 | 123,985 | ||||||
Hugo Boss AG | 1,459 | 132,461 | ||||||
Indus Holding AG | 749 | 46,698 | ||||||
Infineon Technologies AG | 3,595 | 91,628 | ||||||
Innogy SE(a) | 9,944 | 425,975 | ||||||
K+S AG Registered Shares | 2,559 | 63,191 | ||||||
Krones AG | 606 | 78,324 | ||||||
LANXESS AG | 701 | 54,673 | ||||||
LEG Immobilien AG | 1,210 | 131,497 | ||||||
Linde AG | 2,670 | 637,188 | ||||||
MAN SE | 1,608 | 182,016 | ||||||
Merck KGaA | 1,076 | 105,050 | ||||||
METRO AG | 15,675 | 193,720 | ||||||
Muenchener Rueckversicherungs – Gesellschaft AG Registered Shares | 3,048 | 644,302 | ||||||
OSRAM Licht AG | 1,814 | 74,128 | ||||||
ProSiebenSat.1 Media SE | 8,164 | 207,128 | ||||||
RWE AG | 6,540 | 149,089 | ||||||
SAP SE | 8,237 | 951,613 | ||||||
Siemens AG Registered Shares | 11,205 | 1,481,190 | ||||||
Software AG | 1,762 | 82,104 | ||||||
Suedzucker AG | 2,997 | 47,728 | ||||||
Talanx AG | 3,778 | 137,976 | ||||||
Telefonica Deutschland Holding AG | 84,247 | 332,072 | ||||||
ThyssenKrupp AG | 2,963 | 72,026 | ||||||
TUI AG | 16,172 | 354,691 | ||||||
Uniper SE | 5,356 | 159,712 | ||||||
Volkswagen AG | 2,705 | 446,889 | ||||||
Vossloh AG | 993 | 48,346 | ||||||
Wacker Chemie AG | 635 | 83,147 | ||||||
Wirecard AG | 905 | 145,763 | ||||||
|
| |||||||
Total Germany |
| 21,233,703 | ||||||
Hong Kong – 2.5% |
| |||||||
AIA Group Ltd. | 87,000 | 760,721 | ||||||
Bank of East Asia Ltd. (The) | 35,600 | 142,256 | ||||||
BOC Hong Kong Holdings Ltd. | 118,000 | 555,749 | ||||||
CLP Holdings Ltd. | 33,000 | 355,429 | ||||||
Dah Sing Banking Group Ltd. | 40,000 | 83,819 | ||||||
Hang Lung Group Ltd. | 39,000 | 109,363 | ||||||
Hang Lung Properties Ltd. | 65,000 | 134,052 | ||||||
Hang Seng Bank Ltd. | 23,700 | 592,693 | ||||||
Henderson Land Development Co., Ltd. | 50,000 | 264,484 | ||||||
Hong Kong & China Gas Co., Ltd. | 238,103 | 455,845 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 13,867 | 417,135 | ||||||
Hopewell Holdings Ltd. | 16,500 | 56,364 | ||||||
MTR Corp., Ltd. | 62,500 | 345,742 | ||||||
New World Development Co., Ltd. | 210,010 | 295,523 | ||||||
PCCW Ltd. | 238,000 | 134,085 | ||||||
Power Assets Holdings Ltd. | 44,500 | 311,113 | ||||||
Sino Land Co., Ltd. | 94,000 | 152,884 | ||||||
Sun Hung Kai Properties Ltd. | 44,000 | 664,028 | ||||||
Swire Pacific Ltd. Class B | 70,000 | 124,556 | ||||||
Techtronic Industries Co., Ltd. | 49,000 | 273,248 | ||||||
Wharf Holdings Ltd. (The) | 73,000 | 234,480 | ||||||
Wheelock & Co., Ltd. | 16,000 | 111,453 | ||||||
|
| |||||||
Total Hong Kong |
| 6,575,022 | ||||||
Ireland – 0.4% |
| |||||||
AIB Group PLC | 26,392 | 143,285 | ||||||
CRH PLC | 8,377 | 296,840 | ||||||
DCC PLC | 1,080 | 98,314 | ||||||
Grafton Group PLC | 4,060 | 42,667 | ||||||
Irish Continental Group PLC | 6,972 | 41,108 | ||||||
Paddy Power Betfair PLC | 1,040 | 115,354 | ||||||
Smurfit Kappa Group PLC | 4,262 | 172,671 | ||||||
|
| |||||||
Total Ireland |
| 910,239 | ||||||
Israel – 0.4% |
| |||||||
Bank Hapoalim BM | 22,597 | 152,785 | ||||||
Bezeq Israeli Telecommunication Corp., Ltd. | 147,321 | 165,651 | ||||||
Carasso Motors Ltd. | 9,784 | 53,964 |
See Notes to Financial Statements.
WisdomTree Trust | 33 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
First International Bank of Israel Ltd. | 5,042 | $ | 105,164 | |||||
Frutarom Industries Ltd. | 905 | 88,632 | ||||||
Harel Insurance Investments & Financial Services Ltd. | 20,692 | 154,941 | ||||||
Israel Chemicals Ltd. | 33,156 | 151,263 | ||||||
Mediterranean Towers Ltd. | 32,257 | 57,886 | ||||||
Mizrahi Tefahot Bank Ltd. | 5,729 | 105,125 | ||||||
Strauss Group Ltd. | 5,771 | 116,033 | ||||||
|
| |||||||
Total Israel |
| 1,151,444 | ||||||
Italy – 3.5% |
| |||||||
A2A SpA | 73,995 | 128,294 | ||||||
ACEA SpA | 4,985 | 74,150 | ||||||
Ascopiave SpA | 21,065 | 73,537 | ||||||
Assicurazioni Generali SpA | 32,725 | 549,050 | ||||||
Atlantia SpA | 17,088 | 505,162 | ||||||
Azimut Holding SpA | 4,299 | 66,531 | ||||||
Banca Generali SpA | 2,723 | 67,845 | ||||||
Banca Mediolanum SpA | 19,517 | 132,279 | ||||||
BPER Banca | 8,767 | 48,180 | ||||||
Brembo SpA | 4,655 | 62,991 | ||||||
Credito Emiliano SpA | 11,814 | 87,450 | ||||||
Davide Campari-Milano SpA | 9,414 | 77,434 | ||||||
De’ Longhi SpA | 3,054 | 86,575 | ||||||
DiaSorin SpA | 1,749 | 199,508 | ||||||
Ei Towers SpA | 999 | 55,228 | ||||||
Enav SpA(a) | 33,618 | 168,621 | ||||||
Enel SpA | 172,375 | 957,377 | ||||||
Eni SpA | 67,620 | 1,255,775 | ||||||
FinecoBank Banca Fineco SpA | 11,427 | 129,040 | ||||||
Hera SpA | 25,038 | 78,053 | ||||||
Infrastrutture Wireless Italiane SpA(a) | 23,581 | 181,849 | ||||||
Intesa Sanpaolo SpA | 500,010 | 1,451,586 | ||||||
Iren SpA | 65,020 | 166,252 | ||||||
Italgas SpA | 16,417 | 90,510 | ||||||
Leonardo SpA | 6,174 | 61,027 | ||||||
Luxottica Group SpA | 3,817 | 246,268 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 23,230 | 215,947 | ||||||
Parmalat SpA | 36,621 | 123,567 | ||||||
Poste Italiane SpA(a) | 26,902 | 225,206 | ||||||
Prysmian SpA | 3,724 | 92,742 | ||||||
Recordati SpA | 3,285 | 130,634 | ||||||
Snam SpA | 61,793 | 257,996 | ||||||
Societa Cattolica di Assicurazioni SC | 5,710 | 47,634 | ||||||
Societa Iniziative Autostradali e Servizi SpA | 11,028 | 166,097 | ||||||
Telecom Italia SpA RSP | 120,079 | 78,455 | ||||||
Terna Rete Elettrica Nazionale SpA | 38,580 | 208,644 | ||||||
UniCredit SpA | 19,560 | 326,482 | ||||||
Unione di Banche Italiane SpA | 22,245 | 85,500 | ||||||
Unipol Gruppo SpA | 18,378 | 71,002 | ||||||
UnipolSai Assicurazioni SpA | 73,675 | 162,792 | ||||||
|
| |||||||
Total Italy |
| 9,193,270 | ||||||
Japan – 17.7% |
| |||||||
Aichi Steel Corp. | 1,200 | 46,206 | ||||||
Aisin Seiki Co., Ltd. | 4,200 | 191,486 | ||||||
AIT Corp. | 10,900 | 115,726 | ||||||
Alinco, Inc. | 9,200 | 88,873 | ||||||
Alpen Co., Ltd. | 8,600 | 185,021 | ||||||
Amada Holdings Co., Ltd. | 16,100 | 154,801 | ||||||
ANA Holdings, Inc. | 4,000 | 146,942 | ||||||
Astellas Pharma, Inc. | 20,900 | 318,694 | ||||||
Bank of Kyoto Ltd. (The) | 5,200 | 240,834 | ||||||
Bank of Nagoya Ltd. (The) | 3,400 | 118,178 | ||||||
Benesse Holdings, Inc. | 6,100 | 216,431 | ||||||
Bridgestone Corp. | 12,600 | 492,898 | ||||||
Canon, Inc. | 27,800 | 911,315 | ||||||
Cawachi Ltd. | 5,400 | 110,520 | ||||||
Chiba Bank Ltd. (The) | 20,800 | 147,036 | ||||||
Chukyo Bank Ltd. (The) | 4,900 | 103,030 | ||||||
Dai-ichi Life Holdings, Inc. | 15,200 | 271,161 | ||||||
Daido Steel Co., Ltd. | 4,000 | 184,896 | ||||||
Daiichi Sankyo Co., Ltd. | 7,500 | 286,891 | ||||||
Daiken Medical Co., Ltd. | 13,900 | 95,875 | ||||||
Daito Trust Construction Co., Ltd. | 1,300 | 211,375 | ||||||
Daiwa House Industry Co., Ltd. | 8,600 | 293,176 | ||||||
Daiwa Securities Group, Inc. | 45,500 | 264,254 | ||||||
Denso Corp. | 9,200 | 449,514 | ||||||
Dowa Holdings Co., Ltd. | 1,700 | 52,413 | ||||||
Eagle Industry Co., Ltd. | 4,800 | 77,223 | ||||||
Eisai Co., Ltd. | 5,200 | 366,368 | ||||||
FamilyMart UNY Holdings Co., Ltd. | 1,800 | 189,482 | ||||||
FANUC Corp. | 2,600 | 516,526 | ||||||
Fast Retailing Co., Ltd. | 900 | 413,660 | ||||||
FUJIFILM Holdings Corp. | 7,000 | 273,390 | ||||||
Fujitsu Ltd. | 43,000 | 260,799 | ||||||
Fukuoka Financial Group, Inc. | 32,000 | 160,917 | ||||||
Geostr Corp. | 22,400 | 126,798 | ||||||
Glory Ltd. | 3,600 | 100,754 | ||||||
Goldcrest Co., Ltd. | 3,900 | 63,483 | ||||||
Gunma Bank Ltd. (The) | 20,500 | 107,714 | ||||||
Hachijuni Bank Ltd. (The) | 25,100 | 107,411 | ||||||
Hiday Hidaka Corp. | 8,160 | 182,774 | ||||||
Hino Motors Ltd. | 11,400 | 121,755 | ||||||
Hitachi Chemical Co., Ltd. | 6,700 | 135,192 | ||||||
Hitachi Ltd. | 61,000 | 430,439 | ||||||
Hitachi Metals Ltd. | 8,200 | 85,135 | ||||||
Hokkan Holdings Ltd. | 42,000 | 141,435 | ||||||
Hokuhoku Financial Group, Inc. | 5,700 | 75,904 | ||||||
Honda Motor Co., Ltd. | 24,800 | 728,338 | ||||||
Hulic Co., Ltd. | 14,700 | 157,000 | ||||||
Idemitsu Kosan Co., Ltd. | 7,600 | 271,024 | ||||||
Isetan Mitsukoshi Holdings Ltd. | 16,600 | 207,416 | ||||||
Isuzu Motors Ltd. | 16,300 | 216,544 | ||||||
ITOCHU Corp. | 32,300 | 585,404 | ||||||
Iyo Bank Ltd. (The) | 13,700 | 90,538 | ||||||
J. Front Retailing Co., Ltd. | 12,100 | 184,288 | ||||||
Japan Airlines Co., Ltd. | 4,800 | 170,220 | ||||||
Japan Post Holdings Co., Ltd. | 70,200 | 768,768 | ||||||
Japan Post Insurance Co., Ltd. | 9,200 | 189,208 | ||||||
Japan Tobacco, Inc. | 39,200 | 1,095,328 |
See Notes to Financial Statements.
34 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
JFE Holdings, Inc. | 9,700 | $ | 183,553 | |||||
JSR Corp. | 6,200 | 105,568 | ||||||
JXTG Holdings, Inc. | 54,400 | 378,268 | ||||||
Kajima Corp. | 18,000 | 139,430 | ||||||
Kawasaki Heavy Industries Ltd. | 4,900 | 144,436 | ||||||
KDDI Corp. | 34,600 | 946,803 | ||||||
Keihanshin Building Co., Ltd. | 24,300 | 200,516 | ||||||
Keiyo Co., Ltd. | 20,200 | 100,302 | ||||||
Komatsu Ltd. | 18,300 | 523,400 | ||||||
Konica Minolta, Inc. | 13,600 | 126,343 | ||||||
Kubota Corp. | 14,200 | 223,451 | ||||||
Kuraray Co., Ltd. | 11,400 | 157,057 | ||||||
Kurimoto Ltd. | 2,500 | 44,080 | ||||||
Kyoritsu Printing Co., Ltd. | 27,000 | 90,922 | ||||||
Kyushu Railway Co. | 3,700 | 113,240 | ||||||
Lawson, Inc. | 3,000 | 187,424 | ||||||
LIXIL Group Corp. | 7,700 | 154,049 | ||||||
Marubeni Corp. | 40,300 | 307,476 | ||||||
Mazda Motor Corp. | 15,800 | 193,996 | ||||||
McDonald’s Holdings Co., Japan Ltd. | 5,000 | 255,044 | ||||||
Michinoku Bank Ltd. (The) | 12,300 | 201,659 | ||||||
MINEBEA MITSUMI, Inc. | 8,600 | 145,501 | ||||||
Mitsubishi Chemical Holdings Corp. | 39,700 | 332,395 | ||||||
Mitsubishi Corp. | 31,400 | 872,561 | ||||||
Mitsubishi Electric Corp. | 29,700 | 395,365 | ||||||
Mitsubishi Heavy Industries Ltd. | 5,500 | 200,158 | ||||||
Mitsubishi Logistics Corp. | 6,800 | 146,909 | ||||||
Mitsubishi Materials Corp. | 4,700 | 129,206 | ||||||
Mitsubishi Motors Corp. | 17,300 | 137,913 | ||||||
Mitsubishi Tanabe Pharma Corp. | 13,300 | 229,822 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 162,100 | 923,589 | ||||||
Mitsui Mining & Smelting Co., Ltd. | 2,500 | 106,419 | ||||||
Mizuho Financial Group, Inc. | 376,600 | 634,098 | ||||||
Modec, Inc. | 7,500 | 207,872 | ||||||
MOS Food Services, Inc. | 5,500 | 162,371 | ||||||
MS&AD Insurance Group Holdings, Inc. | 9,700 | 301,601 | ||||||
MTI Ltd. | 13,400 | 74,885 | ||||||
Murata Manufacturing Co., Ltd. | 2,600 | 437,069 | ||||||
Nachi-Fujikoshi Corp. | 6,100 | 272,879 | ||||||
Nagaileben Co., Ltd. | 3,000 | 76,270 | ||||||
Nakanishi, Inc. | 8,900 | 202,081 | ||||||
NGK Spark Plug Co., Ltd. | 7,400 | 211,114 | ||||||
Nihon Yamamura Glass Co., Ltd. | 77,000 | 130,691 | ||||||
Nintendo Co., Ltd. | 1,200 | 392,182 | ||||||
Nippon Kayaku Co., Ltd. | 12,900 | 144,297 | ||||||
Nippon Light Metal Holdings Co., Ltd. | 27,200 | 61,146 | ||||||
Nippon Paper Industries Co., Ltd. | 8,100 | 129,290 | ||||||
Nippon Steel & Sumitomo Metal Corp. | 16,500 | 324,071 | ||||||
Nippon Telegraph & Telephone Corp. | 26,600 | 1,209,386 | ||||||
Nissan Motor Co., Ltd. | 83,700 | 814,595 | ||||||
Nitto Denko Corp. | 2,100 | 158,934 | ||||||
NOK Corp. | 9,400 | 181,949 | ||||||
Nomura Holdings, Inc. | 55,600 | 270,157 | ||||||
Nomura Real Estate Holdings, Inc. | 5,100 | 113,175 | ||||||
NSK Ltd. | 13,200 | 136,213 | ||||||
NTN Corp. | 37,400 | 153,294 | ||||||
NTT DOCOMO, Inc. | 61,000 | 1,554,394 | ||||||
Obayashi Corp. | 12,800 | 133,241 | ||||||
Oji Holdings Corp. | 48,000 | 297,711 | ||||||
Oki Electric Industry Co., Ltd. | 7,800 | 87,320 | ||||||
Okumura Corp. | 2,300 | 75,064 | ||||||
Ono Pharmaceutical Co., Ltd. | 7,400 | 173,501 | ||||||
Otsuka Holdings Co., Ltd. | 7,500 | 363,201 | ||||||
Panasonic Corp. | 35,300 | 475,968 | ||||||
Park24 Co., Ltd. | 4,500 | 122,489 | ||||||
Raysum Co., Ltd. | 10,100 | 148,356 | ||||||
Resona Holdings, Inc. | 46,400 | 248,243 | ||||||
Ricoh Co., Ltd. | 8,600 | 78,884 | ||||||
SAMTY Co., Ltd. | 7,000 | 128,290 | ||||||
SBI Holdings, Inc. | 5,200 | 133,985 | ||||||
Sega Sammy Holdings, Inc. | 12,200 | 209,052 | ||||||
Seiko Holdings Corp. | 6,000 | 129,138 | ||||||
Sekisui House Ltd. | 15,200 | 268,966 | ||||||
Seven & I Holdings Co., Ltd. | 10,500 | 457,956 | ||||||
Shin-Etsu Chemical Co., Ltd. | 5,400 | 481,327 | ||||||
SoftBank Group Corp. | 5,800 | 417,491 | ||||||
Sojitz Corp. | 80,500 | 292,159 | ||||||
Sompo Holdings, Inc. | 9,000 | 364,014 | ||||||
Sony Financial Holdings, Inc. | 8,800 | 168,111 | ||||||
Sparx Group Co., Ltd. | 43,600 | 99,194 | ||||||
Subaru Corp. | 14,600 | 425,089 | ||||||
SUMCO Corp. | 7,400 | 149,450 | ||||||
Sumitomo Chemical Co., Ltd. | 30,000 | 170,090 | ||||||
Sumitomo Corp. | 22,700 | 372,988 | ||||||
Sumitomo Electric Industries Ltd. | 13,500 | 201,101 | ||||||
Sumitomo Metal Mining Co., Ltd. | 7,400 | 283,133 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 24,700 | 960,215 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 8,900 | 352,979 | ||||||
Sumitomo Rubber Industries Ltd. | 6,300 | 100,104 | ||||||
Suzuki Motor Corp. | 6,900 | 381,115 | ||||||
T&D Holdings, Inc. | 12,500 | 187,841 | ||||||
Takara Standard Co., Ltd. | 5,700 | 94,944 | ||||||
Takeda Pharmaceutical Co., Ltd. | 14,900 | 629,280 | ||||||
Tochigi Bank Ltd. (The) | 39,300 | 136,245 | ||||||
Tokai Tokyo Financial Holdings, Inc. | 39,200 | 250,563 | ||||||
Tokio Marine Holdings, Inc. | 10,700 | 501,648 | ||||||
Tokyo Electron Device Ltd. | 5,300 | 96,894 | ||||||
Tokyo Electron Ltd. | 3,700 | 635,345 | ||||||
Tokyu Fudosan Holdings Corp. | 18,200 | 128,492 | ||||||
Toray Industries, Inc. | 19,300 | 152,288 | ||||||
Toyo Tire & Rubber Co., Ltd. | 3,900 | 57,075 | ||||||
Toyota Motor Corp. | 45,374 | 2,937,133 | ||||||
UACJ Corp. | 1,700 | 36,651 | ||||||
Unizo Holdings Co., Ltd. | 6,900 | 128,637 | ||||||
Yamaha Corp. | 5,700 | 296,411 | ||||||
Yamaha Motor Co., Ltd. | 6,300 | 158,460 | ||||||
Yokohama Rubber Co., Ltd. (The) | 8,600 | 178,809 | ||||||
|
| |||||||
Total Japan |
| 46,406,291 |
See Notes to Financial Statements.
WisdomTree Trust | 35 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
Netherlands – 2.2% |
| |||||||
Aalberts Industries N.V. | 1,268 | $ | 60,728 | |||||
ABN AMRO Group N.V. CVA(a) | 20,466 | 530,949 | ||||||
Aegon N.V. | 36,871 | 221,098 | ||||||
Akzo Nobel N.V. | 2,825 | 241,834 | ||||||
Arcadis N.V. | 1,587 | 28,646 | ||||||
ASM International N.V. | 1,744 | 96,435 | ||||||
ASML Holding N.V. | 1,616 | 320,183 | ||||||
BE Semiconductor Industries N.V. | 1,528 | 41,353 | ||||||
BinckBank N.V. | 7,243 | 41,057 | ||||||
Boskalis Westminster | 2,536 | 73,875 | ||||||
Brunel International N.V. | 2,614 | 44,254 | ||||||
Corbion N.V. | 1,715 | 54,664 | ||||||
Heineken Holding N.V. | 1,570 | 150,494 | ||||||
Heineken N.V. | 4,079 | 409,665 | ||||||
IMCD N.V. | 1,234 | 82,843 | ||||||
ING Groep N.V. | 71,548 | 1,029,831 | ||||||
Koninklijke Ahold Delhaize N.V. | 16,402 | 392,674 | ||||||
Koninklijke DSM N.V. | 1,914 | 192,452 | ||||||
Koninklijke KPN N.V. | 83,106 | 226,081 | ||||||
Koninklijke Philips N.V. | 11,898 | 505,998 | ||||||
Koninklijke Volkerwessels N.V. | 998 | 25,658 | ||||||
NN Group N.V. | 7,583 | 308,457 | ||||||
PostNL N.V. | 26,176 | 98,256 | ||||||
Randstad N.V. | 2,984 | 175,662 | ||||||
Signify N.V.(a) | 3,129 | 81,285 | ||||||
Wessanen | 3,509 | 73,827 | ||||||
Wolters Kluwer N.V. | 4,944 | 278,575 | ||||||
|
| |||||||
Total Netherlands |
| 5,786,834 | ||||||
New Zealand – 0.5% |
| |||||||
Abano Healthcare Group Ltd. | 10,797 | 64,329 | ||||||
Contact Energy Ltd. | 36,379 | 144,088 | ||||||
Freightways Ltd. | 20,278 | 107,363 | ||||||
Genesis Energy Ltd. | 69,091 | 114,138 | ||||||
Mainfreight Ltd. | 5,696 | 107,210 | ||||||
Mercury NZ Ltd. | 55,903 | 127,552 | ||||||
Metlifecare Ltd. | 20,646 | 87,505 | ||||||
Port of Tauranga Ltd. | 45,809 | 158,176 | ||||||
Sanford Ltd. | 17,454 | 90,756 | ||||||
SKY Network Television Ltd. | 28,105 | 49,474 | ||||||
Tegel Group Holdings Ltd. | 119,966 | 95,031 | ||||||
Trustpower Ltd. | 15,446 | 59,086 | ||||||
Vector Ltd. | 48,253 | 110,750 | ||||||
|
| |||||||
Total New Zealand |
| 1,315,458 | ||||||
Norway – 1.7% |
| |||||||
Aker ASA Class A | 2,801 | 214,103 | ||||||
Aker BP ASA | 9,534 | 351,863 | ||||||
American Shipping Co. ASA* | 12,273 | 44,346 | ||||||
Austevoll Seafood ASA | 13,830 | 165,952 | ||||||
DNB ASA | 19,761 | 386,230 | ||||||
Entra ASA(a) | 6,657 | 90,825 | ||||||
Equinor ASA | 52,306 | 1,388,769 | ||||||
Kongsberg Gruppen ASA | 4,108 | 87,297 | ||||||
Leroy Seafood Group ASA | 21,163 | 142,499 | ||||||
Marine Harvest ASA | 16,028 | 318,971 | ||||||
Norsk Hydro ASA | 31,658 | 189,511 | ||||||
Salmar ASA | 3,358 | 140,823 | ||||||
SpareBank 1 SMN | 11,990 | 124,307 | ||||||
SpareBank 1 SR-Bank ASA | 11,981 | 127,007 | ||||||
Telenor ASA | 23,950 | 491,171 | ||||||
TGS Nopec Geophysical Co. ASA | 1,450 | 53,372 | ||||||
|
| |||||||
Total Norway |
| 4,317,046 | ||||||
Portugal – 0.4% |
| |||||||
EDP – Energias de Portugal S.A. | 94,625 | 375,630 | ||||||
Galp Energia, SGPS, S.A. | 14,924 | 284,630 | ||||||
Jeronimo Martins, SGPS, S.A. | 13,446 | 194,195 | ||||||
NOS, SGPS, S.A. | 16,836 | 92,269 | ||||||
REN – Redes Energeticas Nacionais, SGPS, S.A. | 13,627 | 38,185 | ||||||
Semapa-Sociedade de Investimento e Gestao | 5,987 | 160,423 | ||||||
|
| |||||||
Total Portugal |
| 1,145,332 | ||||||
Singapore – 1.7% |
| |||||||
Asian Pay Television Trust | 168,700 | 50,109 | ||||||
Boustead Singapore Ltd. | 87,900 | 50,284 | ||||||
Bukit Sembawang Estates Ltd. | 8,300 | 35,184 | ||||||
CapitaLand Ltd. | 63,900 | 148,092 | ||||||
City Developments Ltd. | 14,100 | 113,028 | ||||||
DBS Group Holdings Ltd. | 32,200 | 628,414 | ||||||
Frasers Property Ltd. | 94,800 | 114,719 | ||||||
Hutchison Port Holdings Trust | 378,400 | 105,952 | ||||||
Jardine Cycle & Carriage Ltd. | 7,600 | 177,361 | ||||||
Keppel Corp., Ltd. | 38,100 | 199,791 | ||||||
Keppel Infrastructure Trust | 163,100 | 62,202 | ||||||
M1 Ltd. | 57,700 | 67,708 | ||||||
NetLink NBN Trust | 170,800 | 92,697 | ||||||
Olam International Ltd. | 55,800 | 87,578 | ||||||
Oversea-Chinese Banking Corp., Ltd. | 48,400 | 413,184 | ||||||
Perennial Real Estate Holdings Ltd. | 84,800 | 52,553 | ||||||
RHT Health Trust | 87,100 | 49,507 | ||||||
SIA Engineering Co., Ltd. | 24,500 | 56,421 | ||||||
Singapore Airlines Ltd. | 10,700 | 83,889 | ||||||
Singapore Exchange Ltd. | 17,500 | 92,024 | ||||||
Singapore Technologies Engineering Ltd. | 71,100 | 171,558 | ||||||
Singapore Telecommunications Ltd. | 354,600 | 801,003 | ||||||
StarHub Ltd. | 96,500 | 117,484 | ||||||
United Engineers Ltd. | 36,300 | 74,810 | ||||||
United Overseas Bank Ltd. | 21,128 | 414,657 | ||||||
Wilmar International Ltd. | 82,400 | 184,924 | ||||||
|
| |||||||
Total Singapore |
| 4,445,133 | ||||||
Spain – 4.2% |
| |||||||
Acciona S.A. | 1,386 | 114,765 | ||||||
Acerinox S.A. | 5,807 | 76,885 | ||||||
ACS Actividades de Construccion y Servicios S.A. | 4,905 | 198,721 | ||||||
Aena SME S.A.(a) | 2,585 | 469,317 | ||||||
Amadeus IT Group S.A. | 5,323 | 420,125 | ||||||
Atresmedia Corp. de Medios de Comunicacion S.A. | 9,847 | 82,835 |
See Notes to Financial Statements.
36 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
Banco Bilbao Vizcaya Argentaria S.A. | 103,642 | $ | 734,998 | |||||
Banco de Sabadell S.A. | 110,836 | 185,763 | ||||||
Banco Santander S.A. | 282,425 | 1,514,191 | ||||||
Bankia S.A. | 53,064 | 198,689 | ||||||
Bankinter S.A. | 14,824 | 144,381 | ||||||
Bolsas y Mercados Espanoles SHMSF S.A. | 1,229 | 40,580 | ||||||
CaixaBank S.A. | 99,066 | 428,653 | ||||||
Cia de Distribucion Integral Logista Holdings S.A. | 3,692 | 95,523 | ||||||
Distribuidora Internacional de Alimentacion S.A. | 33,478 | 97,523 | ||||||
Ebro Foods S.A. | 4,627 | 107,991 | ||||||
Endesa S.A.(b) | 28,483 | 628,360 | ||||||
Ferrovial S.A. | 14,154 | 290,436 | ||||||
Gas Natural SDG S.A. | 21,420 | 567,203 | ||||||
Iberdrola S.A. | 124,856 | 965,618 | ||||||
Industria de Diseno Textil S.A. | 33,436 | 1,142,258 | ||||||
Mapfre S.A. | 64,573 | 194,889 | ||||||
Mediaset Espana Comunicacion S.A. | 15,932 | 134,339 | ||||||
Obrascon Huarte Lain S.A. | 21,263 | 68,047 | ||||||
Red Electrica Corp. S.A. | 11,941 | 243,144 | ||||||
Repsol S.A. | 34,841 | 681,977 | ||||||
Telefonica S.A. | 121,976 | 1,036,625 | ||||||
Viscofan S.A. | 1,604 | 109,275 | ||||||
Zardoya Otis S.A. | 11,056 | 105,591 | ||||||
|
| |||||||
Total Spain |
| 11,078,702 | ||||||
Sweden – 3.3% |
| |||||||
AAK AB | 10,281 | 163,880 | ||||||
AF AB Class B | 4,117 | 94,250 | ||||||
Assa Abloy AB Class B | 9,421 | 201,036 | ||||||
Atlas Copco AB Class A | 14,772 | 430,644 | ||||||
Axfood AB | 6,705 | 129,138 | ||||||
Boliden AB | 2,643 | 85,855 | ||||||
Bulten AB | 1,121 | 13,082 | ||||||
Com Hem Holding AB | 9,431 | 153,494 | ||||||
Electrolux AB Series B | 5,598 | 127,654 | ||||||
Essity AB Class B | 12,415 | 306,975 | ||||||
Fabege AB | 16,433 | 196,329 | ||||||
Hennes & Mauritz AB Class B | 46,575 | 695,033 | ||||||
Husqvarna AB Class B | 6,428 | 61,090 | ||||||
ICA Gruppen AB | 5,371 | 164,924 | ||||||
Indutrade AB | 1,880 | 44,972 | ||||||
Intrum AB | 6,013 | 139,739 | ||||||
Investment AB Latour Class B | 5,178 | 56,086 | ||||||
Kinnevik AB Class B | 4,055 | 139,110 | ||||||
Lifco AB Class B | 1,753 | 62,509 | ||||||
Loomis AB Class B | 1,996 | 69,478 | ||||||
NCC AB Class B | 4,183 | 69,647 | ||||||
Nordea Bank AB | 117,480 | 1,133,040 | ||||||
Peab AB | 7,440 | 56,262 | ||||||
Saab AB Class B | 1,915 | 79,631 | ||||||
Sandvik AB | 14,125 | 251,048 | ||||||
Securitas AB Class B | 7,975 | 131,446 | ||||||
Skandinaviska Enskilda Banken AB Class A | 49,914 | 475,148 | ||||||
Skanska AB Class B | 8,781 | 159,797 | ||||||
SKF AB Class B | 7,601 | 141,637 | ||||||
Svenska Cellulosa AB SCA Class B | 8,699 | 94,633 | ||||||
Svenska Handelsbanken AB Class A | 37,753 | 420,153 | ||||||
Swedbank AB Class A | 26,271 | 563,244 | ||||||
Swedish Match AB | 4,157 | 206,177 | ||||||
Tele2 AB Class B | 9,664 | 113,751 | ||||||
Telefonaktiebolaget LM Ericsson Class B | 34,666 | 268,384 | ||||||
Telia Co. AB | 87,166 | 399,097 | ||||||
Thule Group AB(a) | 4,533 | 112,894 | ||||||
Trelleborg AB Class B | 5,744 | 122,829 | ||||||
Volvo AB Class B | 25,737 | 411,976 | ||||||
Wallenstam AB Class B | 11,131 | 100,224 | ||||||
|
| |||||||
Total Sweden |
| 8,646,296 | ||||||
Switzerland – 7.2% |
| |||||||
ABB Ltd. Registered Shares | 31,843 | 696,220 | ||||||
Adecco Group AG Registered Shares | 2,699 | 159,719 | ||||||
Baloise Holding AG Registered Shares | 905 | 131,519 | ||||||
Cembra Money Bank AG | 327 | 25,704 | ||||||
Cie Financiere Richemont S.A. Registered Shares | 4,909 | 415,877 | ||||||
Clariant AG Registered Shares* | 3,228 | 77,437 | ||||||
Coca-Cola HBC AG* | 4,690 | 156,719 | ||||||
Credit Suisse Group AG Registered Shares* | 20,296 | 305,579 | ||||||
DKSH Holding AG | 810 | 56,980 | ||||||
EMS-Chemie Holding AG Registered Shares | 198 | 126,922 | ||||||
Flughafen Zurich AG Registered Shares | 456 | 92,950 | ||||||
GAM Holding AG* | 3,446 | 47,545 | ||||||
Geberit AG Registered Shares | 484 | 207,599 | ||||||
Givaudan S.A. Registered Shares | 148 | 335,662 | ||||||
Helvetia Holding AG Registered Shares | 249 | 142,060 | ||||||
Julius Baer Group Ltd.* | 2,252 | 132,178 | ||||||
Kuehne + Nagel International AG Registered Shares | 1,971 | 296,161 | ||||||
LafargeHolcim Ltd. Registered Shares* | 9,741 | 474,616 | ||||||
Logitech International S.A. Registered Shares | 3,902 | 171,610 | ||||||
Lonza Group AG Registered Shares* | 863 | 229,015 | ||||||
Nestle S.A. Registered Shares | 41,991 | 3,252,035 | ||||||
Novartis AG Registered Shares | 40,477 | 3,068,743 | ||||||
Panalpina Welttransport Holding AG Registered Shares | 487 | 66,212 | ||||||
Partners Group Holding AG | 311 | 227,859 | ||||||
Roche Holding AG Bearer Shares | 2,929 | 660,754 | ||||||
Roche Holding AG Genusschein | 11,410 | 2,534,343 | ||||||
Schindler Holding AG Participation Certificate | 1,092 | 234,907 | ||||||
SGS S.A. Registered Shares | 153 | 407,096 | ||||||
Sonova Holding AG Registered Shares | 755 | 135,230 | ||||||
STMicroelectronics N.V. | 7,545 | 168,563 | ||||||
Straumann Holding AG Registered Shares | 295 | 224,306 | ||||||
Sulzer AG Registered Shares | 870 | 105,667 | ||||||
Sunrise Communications Group AG*(a) | 1,359 | 110,587 | ||||||
Swatch Group AG (The) Bearer Shares | 494 | 234,376 | ||||||
Swiss Life Holding AG Registered Shares* | 467 | 162,259 | ||||||
Swiss Re AG | 6,658 | 574,642 | ||||||
Swisscom AG Registered Shares | 928 | 414,210 | ||||||
UBS Group AG Registered Shares* | 55,171 | 851,499 | ||||||
Vifor Pharma AG | 645 | 103,056 |
See Notes to Financial Statements.
WisdomTree Trust | 37 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
Vontobel Holding AG Registered Shares | 1,270 | $ | 92,025 | |||||
Zurich Insurance Group AG | 3,157 | 935,066 | ||||||
|
| |||||||
Total Switzerland |
| 18,845,507 | ||||||
United Kingdom – 19.4% |
| |||||||
Abcam PLC | 5,696 | 100,319 | ||||||
Admiral Group PLC | 6,066 | 152,765 | ||||||
Aggreko PLC | 4,455 | 39,760 | ||||||
Anglo American PLC | 24,139 | 540,125 | ||||||
Antofagasta PLC | 13,407 | 175,236 | ||||||
Ashmore Group PLC | 15,007 | 73,902 | ||||||
Associated British Foods PLC | 5,220 | 188,695 | ||||||
AstraZeneca PLC | 20,742 | 1,438,515 | ||||||
Aviva PLC | 72,174 | 480,250 | ||||||
Babcock International Group PLC | 7,432 | 80,243 | ||||||
BAE Systems PLC | 47,877 | 408,840 | ||||||
Barclays PLC | 98,281 | 245,238 | ||||||
Barratt Developments PLC | 31,112 | 211,704 | ||||||
BBA Aviation PLC | 23,138 | 104,291 | ||||||
Bellway PLC | 3,119 | 123,701 | ||||||
Berkeley Group Holdings PLC | 3,867 | 193,240 | ||||||
BHP Billiton PLC | 37,621 | 847,356 | ||||||
Big Yellow Group PLC | 9,715 | 122,298 | ||||||
Bodycote PLC | 3,606 | 46,632 | ||||||
BP PLC | 499,958 | 3,817,184 | ||||||
Brewin Dolphin Holdings PLC | 13,602 | 63,787 | ||||||
British American Tobacco PLC | 51,341 | 2,596,088 | ||||||
British Land Co. PLC (The) | 13,058 | 115,886 | ||||||
Britvic PLC | 7,144 | 73,474 | ||||||
BT Group PLC | 302,741 | 870,533 | ||||||
Bunzl PLC | 3,479 | 105,413 | ||||||
Carnival PLC | 2,488 | 142,789 | ||||||
Centrica PLC | 176,133 | 366,599 | ||||||
CNH Industrial N.V. | 11,959 | 127,005 | ||||||
Coca-Cola European Partners PLC | 5,989 | 243,198 | ||||||
Compass Group PLC | 14,132 | 301,976 | ||||||
Cranswick PLC | 2,719 | 121,190 | ||||||
Croda International PLC | 1,917 | 121,535 | ||||||
Dechra Pharmaceuticals PLC | 5,278 | 193,858 | ||||||
Derwent London PLC | 989 | 40,556 | ||||||
Diageo PLC | 32,882 | 1,181,688 | ||||||
Direct Line Insurance Group PLC | 24,110 | 109,149 | ||||||
Dixons Carphone PLC | 31,885 | 78,551 | ||||||
Drax Group PLC | 10,352 | 44,801 | ||||||
DS Smith PLC | 16,391 | 112,789 | ||||||
Dunelm Group PLC | 6,844 | 45,631 | ||||||
easyJet PLC | 6,010 | 132,748 | ||||||
Electrocomponents PLC | 12,372 | 123,813 | ||||||
Elementis PLC | 7,055 | 23,547 | ||||||
Essentra PLC | 4,328 | 27,450 | ||||||
esure Group PLC | 15,198 | 43,622 | ||||||
Evraz PLC | 37,415 | 251,135 | ||||||
Fresnillo PLC | 10,495 | 158,444 | ||||||
G4S PLC | 33,160 | 117,198 | ||||||
Galliford Try PLC | 3,289 | 37,930 | ||||||
GlaxoSmithKline PLC | 113,818 | 2,298,804 | ||||||
Greene King PLC | 15,066 | 114,492 | ||||||
Halfords Group PLC | 12,901 | 59,103 | ||||||
Halma PLC | 6,574 | 118,907 | ||||||
Hammerson PLC | 15,141 | 104,467 | ||||||
Hargreaves Lansdown PLC | 3,874 | 100,835 | ||||||
Hastings Group Holdings PLC(a) | 43,677 | 146,814 | ||||||
Hays PLC | 34,541 | 85,095 | ||||||
Hikma Pharmaceuticals PLC | 3,498 | 69,320 | ||||||
HomeServe PLC | 13,531 | 160,600 | ||||||
Howden Joinery Group PLC | 12,692 | 89,849 | ||||||
HSBC Holdings PLC | 391,772 | 3,676,005 | ||||||
IMI PLC | 5,904 | 88,237 | ||||||
Imperial Brands PLC | 28,745 | 1,070,966 | ||||||
Inchcape PLC | 8,879 | 91,494 | ||||||
Informa PLC | 19,119 | 210,770 | ||||||
Inmarsat PLC | 17,003 | 123,465 | ||||||
International Consolidated Airlines Group S.A. | 25,188 | 221,209 | ||||||
Intertek Group PLC | 2,371 | 178,929 | ||||||
Intu Properties PLC | 32,382 | 77,040 | ||||||
Investec PLC | 9,518 | 67,606 | ||||||
ITV PLC | 82,999 | 190,668 | ||||||
J Sainsbury PLC | 38,383 | 162,769 | ||||||
Jardine Lloyd Thompson Group PLC | 5,067 | 85,628 | ||||||
John Wood Group PLC | 8,382 | 69,474 | ||||||
Johnson Matthey PLC | 2,370 | 113,238 | ||||||
Jupiter Fund Management PLC | 30,343 | 178,669 | ||||||
Kcom Group PLC | 71,423 | 91,279 | ||||||
Kier Group PLC | 11,294 | 143,145 | ||||||
Kingfisher PLC | 39,588 | 155,230 | ||||||
Land Securities Group PLC | 10,380 | 131,135 | ||||||
Legal & General Group PLC | 106,219 | 373,027 | ||||||
Lloyds Banking Group PLC | 1,217,503 | 1,013,471 | ||||||
Low & Bonar PLC | 22,716 | 14,545 | ||||||
Marks & Spencer Group PLC | 50,440 | 196,517 | ||||||
Mears Group PLC | 28,327 | 127,530 | ||||||
Mediclinic International PLC | 6,355 | 44,183 | ||||||
Meggitt PLC | 12,000 | 78,154 | ||||||
Micro Focus International PLC | 7,369 | 128,762 | ||||||
Mondi PLC | 4,785 | 129,570 | ||||||
Morgan Advanced Materials PLC | 25,370 | 109,394 | ||||||
National Grid PLC | 79,342 | 878,235 | ||||||
NEX Group PLC | 13,115 | 177,999 | ||||||
Next PLC | 2,074 | 165,661 | ||||||
Pagegroup PLC | 13,742 | 102,235 | ||||||
Pearson PLC | 17,443 | 203,808 | ||||||
Pennon Group PLC | 8,879 | 93,124 | ||||||
Persimmon PLC | 10,250 | 342,780 | ||||||
Prudential PLC | 23,881 | 546,869 | ||||||
PZ Cussons PLC | 21,485 | 63,936 | ||||||
Reach PLC | 1,689 | 1,706 | ||||||
Reckitt Benckiser Group PLC | 8,418 | 693,394 | ||||||
Redde PLC | 12,535 | 29,127 | ||||||
RELX N.V. | 11,544 | 246,179 |
See Notes to Financial Statements.
38 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
Investments | Shares | Value | ||||||
RELX PLC | 12,821 | $ | 274,639 | |||||
Renishaw PLC | 1,128 | 78,930 | ||||||
Rightmove PLC | 1,633 | 114,482 | ||||||
Rio Tinto PLC | 28,294 | 1,569,291 | ||||||
Rolls-Royce Holdings PLC* | 13,027 | 169,960 | ||||||
Rotork PLC | 23,023 | 101,736 | ||||||
Royal Dutch Shell PLC Class A | 101,045 | 3,507,210 | ||||||
Royal Dutch Shell PLC Class B | 93,837 | 3,361,710 | ||||||
Royal Mail PLC | 31,209 | 208,243 | ||||||
RPC Group PLC | 7,754 | 76,595 | ||||||
RSA Insurance Group PLC | 13,870 | 124,411 | ||||||
Saga PLC | 34,083 | 56,518 | ||||||
Savills PLC | 5,084 | 58,396 | ||||||
Schroders PLC | 2,074 | 86,472 | ||||||
Segro PLC | 26,440 | 233,670 | ||||||
Severn Trent PLC | 5,292 | 138,303 | ||||||
Sky PLC | 8,004 | 154,441 | ||||||
Smith & Nephew PLC | 8,183 | 151,034 | ||||||
Smiths Group PLC | 7,565 | 169,591 | ||||||
Spirax-Sarco Engineering PLC | 1,784 | 153,567 | ||||||
SSE PLC | 26,113 | 467,146 | ||||||
St. James’s Place PLC | 6,820 | 103,322 | ||||||
Standard Chartered PLC | 15,504 | 141,769 | ||||||
Standard Life Aberdeen PLC | 58,941 | 253,450 | ||||||
Tate & Lyle PLC | 10,894 | 93,028 | ||||||
Tesco PLC | 52,179 | 176,839 | ||||||
TP ICAP PLC | 11,502 | 63,992 | ||||||
Travis Perkins PLC | 4,243 | 79,686 | ||||||
U & I Group PLC | 18,046 | 54,917 | ||||||
Unilever N.V. CVA | 22,758 | 1,269,701 | ||||||
Unilever PLC | 17,662 | 977,502 | ||||||
United Utilities Group PLC | 15,050 | 151,646 | ||||||
Vedanta Resources PLC | 7,929 | 67,709 | ||||||
Victrex PLC | 1,856 | 71,404 | ||||||
Vodafone Group PLC | 853,292 | 2,070,841 | ||||||
Weir Group PLC (The) | 3,499 | 92,391 | ||||||
WH Smith PLC | 4,166 | 109,948 | ||||||
Whitbread PLC | 1,815 | 94,868 | ||||||
WM Morrison Supermarkets PLC | 35,041 | 116,582 | ||||||
|
| |||||||
Total United Kingdom |
| 50,844,065 | ||||||
TOTAL COMMON STOCKS (Cost: $247,325,710) |
| 260,694,089 | ||||||
RIGHTS – 0.0% |
| |||||||
Italy – 0.0% |
| |||||||
Intesa Sanpaolo SpA, expiring 7/17/18* | 460,644 | 0 | ||||||
Spain – 0.0% |
| |||||||
Repsol S.A., expiring 7/6/18* | 46,717 | 26,514 | ||||||
TOTAL RIGHTS (Cost: $26,314) |
| 26,514 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.0% |
| |||||||
United States – 0.0% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $19,827)(d) | 19,827 | 19,827 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.5% (Cost: $247,371,851) |
| 260,740,430 | ||||||
Other Assets less Liabilities – 0.5% |
| 1,388,157 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 262,128,587 |
* | Non-income producing security. |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $11,736. The Fund also held collateral for securities on loan of $6,987 that were unsettled. The total market value of the collateral held by the Fund was $19,827. |
CVA – Certificaten | Van Aandelen (Certificate of Stock) |
RSP – Risparmio | Italian Savings Shares |
See Notes to Financial Statements.
WisdomTree Trust | 39 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 4,384,460 | AUD | 3,239,362 | USD | $ | 83 | $ | — | |||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 3,897,494 | CHF | 3,925,914 | USD | — | (115 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 3,003,738 | DKK | 470,742 | USD | 22 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 10,699,398 | EUR | 12,494,276 | USD | — | (446 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 6,666,960 | GBP | 8,802,594 | USD | 225 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 374,403 | ILS | 102,289 | USD | 6 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 573,097,713 | JPY | 5,174,543 | USD | 127 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 9,306,838 | NOK | 1,142,041 | USD | — | (62 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 215,952 | NZD | 146,208 | USD | 2 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 11,459,763 | SEK | 1,281,236 | USD | — | (56 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 669,787 | SGD | 491,234 | USD | 13 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 3,327,532 | USD | 4,397,158 | AUD | 78,705 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 4,032,771 | USD | 3,953,761 | CHF | 50,296 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 483,555 | USD | 3,076,023 | DKK | 1,462 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 12,834,348 | USD | 10,968,966 | EUR | 25,741 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 9,042,185 | USD | 6,784,851 | GBP | 83,706 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 105,074 | USD | 373,916 | ILS | 2,912 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 5,315,384 | USD | 576,206,760 | JPY | 112,641 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 1,173,125 | USD | 9,588,148 | NOK | — | (3,372 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 150,187 | USD | 214,064 | NZD | 5,255 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 1,316,109 | USD | 11,595,713 | SEK | 19,731 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 504,604 | USD | 674,693 | SGD | 9,759 | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 3,423,179 | USD | 4,632,817 | AUD | — | (148 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 485,673 | USD | 3,092,173 | DKK | — | (30 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 12,502,316 | USD | 10,684,051 | EUR | 155 | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 8,581,656 | USD | 6,491,120 | GBP | — | (257 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 4,912,996 | USD | 543,111,073 | JPY | — | (369 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 893,763 | USD | 7,275,269 | NOK | 37 | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 227,359 | USD | 335,823 | NZD | — | (13 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 1,496,851 | USD | 13,359,684 | SEK | 67 | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 456,802 | USD | 622,511 | SGD | — | (19 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/6/2018 | 3,843,105 | USD | 3,805,139 | CHF | 65 | — | |||||||||||||||||||||
Bank of America N.A. | 8/6/2018 | 130,806 | USD | 477,738 | ILS | — | (15 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 64,486 | CHF | 65,137 | USD | — | (193 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 304,619 | EUR | 355,953 | USD | — | (295 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 3,327,532 | USD | 4,397,065 | AUD | 78,774 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 4,032,771 | USD | 3,953,644 | CHF | 50,414 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 483,555 | USD | 3,075,978 | DKK | 1,469 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 12,834,348 | USD | 10,968,656 | EUR | 26,102 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 9,042,185 | USD | 6,784,632 | GBP | 83,995 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 105,074 | USD | 373,983 | ILS | 2,894 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 5,315,384 | USD | 576,224,301 | JPY | 112,483 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 1,173,125 | USD | 9,587,701 | NOK | — | (3,317 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 150,187 | USD | 214,057 | NZD | 5,259 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 1,316,109 | USD | 11,595,197 | SEK | 19,788 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 504,604 | USD | 674,514 | SGD | 9,890 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 3,327,532 | USD | 4,396,961 | AUD | 78,851 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 4,032,771 | USD | 3,953,567 | CHF | 50,491 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 483,555 | USD | 3,075,918 | DKK | 1,479 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 12,834,348 | USD | 10,968,216 | EUR | 26,617 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 9,042,185 | USD | 6,784,505 | GBP | 84,163 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 105,074 | USD | 373,975 | ILS | 2,896 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 5,315,384 | USD | 576,325,825 | JPY | 111,566 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 1,173,125 | USD | 9,587,481 | NOK | — | (3,290 | ) | ||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 150,187 | USD | 214,051 | NZD | 5,264 | — |
See Notes to Financial Statements.
40 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 1,316,109 | USD | 11,594,789 | SEK | $ | 19,834 | $ | — | |||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 504,604 | USD | 674,640 | SGD | 9,797 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 4,384,466 | AUD | 3,239,362 | USD | 88 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 3,897,490 | CHF | 3,925,914 | USD | — | (119 | ) | ||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 3,003,736 | DKK | 470,742 | USD | 22 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 10,699,463 | EUR | 12,494,276 | USD | — | (371 | ) | ||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 6,667,000 | GBP | 8,802,594 | USD | 279 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 374,397 | ILS | 102,289 | USD | 4 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 573,092,538 | JPY | 5,174,543 | USD | 81 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 9,307,568 | NOK | 1,142,041 | USD | 27 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 215,957 | NZD | 146,208 | USD | 5 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 11,459,915 | SEK | 1,281,236 | USD | — | (39 | ) | ||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 669,811 | SGD | 491,234 | USD | 31 | — | |||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 3,423,179 | USD | 4,632,842 | AUD | — | (166 | ) | ||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 485,673 | USD | 3,092,187 | DKK | — | (33 | ) | ||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 12,502,316 | USD | 10,683,950 | EUR | 272 | — | |||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 8,581,656 | USD | 6,491,139 | GBP | — | (283 | ) | ||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 4,912,996 | USD | 543,108,616 | JPY | — | (347 | ) | ||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 893,763 | USD | 7,275,882 | NOK | — | (38 | ) | ||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 227,359 | USD | 335,821 | NZD | — | (12 | ) | ||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 1,496,851 | USD | 13,359,997 | SEK | 32 | — | |||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 456,802 | USD | 622,493 | SGD | — | (6 | ) | ||||||||||||||||||||
Citibank N.A. | 8/6/2018 | 3,843,105 | USD | 3,805,135 | CHF | 69 | — | |||||||||||||||||||||
Citibank N.A. | 8/6/2018 | 130,806 | USD | 477,700 | ILS | — | (5 | ) | ||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 2,535,265 | USD | 3,350,241 | AUD | 59,949 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 3,072,588 | USD | 3,012,288 | CHF | 38,423 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 368,424 | USD | 2,343,530 | DKK | 1,132 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 9,778,551 | USD | 8,356,914 | EUR | 20,071 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 6,889,286 | USD | 5,169,354 | GBP | 63,853 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 80,057 | USD | 284,917 | ILS | 2,212 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 4,049,821 | USD | 439,032,185 | JPY | 85,668 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 893,813 | USD | 7,305,004 | NOK | — | (2,535 | ) | ||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 114,431 | USD | 163,095 | NZD | 4,008 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 1,002,754 | USD | 8,834,384 | SEK | 15,087 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 384,463 | USD | 513,897 | SGD | 7,551 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 38,086 | AUD | 28,217 | USD | — | (77 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 150,706 | NZD | 102,230 | USD | — | (194 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 1,389,722 | SEK | 17,178,909 | JPY | 252 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 1,298,116 | AUD | 962,980 | USD | — | (3,871 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 4,384,383 | AUD | 3,239,362 | USD | 26 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 1,154,293 | CHF | 1,167,074 | USD | — | (4,398 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 3,897,502 | CHF | 3,925,914 | USD | — | (107 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 895,437 | DKK | 139,940 | USD | 398 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 3,003,633 | DKK | 470,742 | USD | 5 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 3,189,091 | EUR | 3,714,229 | USD | 9,715 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 10,699,463 | EUR | 12,494,276 | USD | — | (371 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 1,970,874 | GBP | 2,616,786 | USD | — | (14,514 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 6,666,930 | GBP | 8,802,594 | USD | 185 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 109,557 | ILS | 30,408 | USD | — | (475 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 374,417 | ILS | 102,289 | USD | 10 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 168,892,685 | JPY | 1,538,259 | USD | — | (13,277 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 573,095,643 | JPY | 5,174,543 | USD | 109 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 2,752,642 | NOK | 339,500 | USD | — | (1,742 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 9,307,033 | NOK | 1,142,041 | USD | — | (38 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 63,065 | NZD | 43,464 | USD | — | (766 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 41 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 215,952 | NZD | 146,208 | USD | $ | 3 | $ | — | |||||||||||||||||||
Goldman Sachs | 7/5/2018 | 3,374,192 | SEK | 380,879 | USD | — | (3,651 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 11,460,001 | SEK | 1,281,236 | USD | — | (30 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 198,447 | SGD | 146,031 | USD | — | (483 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 669,800 | SGD | 491,234 | USD | 22 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 962,980 | USD | 1,305,222 | AUD | — | (1,380 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 1,167,074 | USD | 1,156,280 | CHF | 2,397 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 139,940 | USD | 897,795 | DKK | — | (768 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 3,714,229 | USD | 3,197,635 | EUR | — | (19,692 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 2,616,786 | USD | 1,973,018 | GBP | 11,683 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 30,408 | USD | 110,078 | ILS | 332 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 1,538,259 | USD | 169,056,971 | JPY | 11,793 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 339,500 | USD | 2,760,335 | NOK | 798 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 43,464 | USD | 63,218 | NZD | 662 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 380,879 | USD | 3,391,056 | SEK | 1,765 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 146,031 | USD | 198,285 | SGD | 602 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 3,423,179 | USD | 4,632,829 | AUD | — | (157 | ) | ||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 485,673 | USD | 3,092,154 | DKK | — | (28 | ) | ||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 12,502,316 | USD | 10,684,042 | EUR | 166 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 8,581,656 | USD | 6,491,208 | GBP | — | (373 | ) | ||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 4,912,996 | USD | 543,087,982 | JPY | — | (160 | ) | ||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 893,763 | USD | 7,275,479 | NOK | 11 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 227,359 | USD | 335,811 | NZD | — | (5 | ) | ||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 1,496,851 | USD | 13,360,006 | SEK | 30 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 456,802 | USD | 622,516 | SGD | — | (23 | ) | ||||||||||||||||||||
Goldman Sachs | 8/6/2018 | 3,843,105 | USD | 3,805,127 | CHF | 77 | — | |||||||||||||||||||||
Goldman Sachs | 8/6/2018 | 130,806 | USD | 477,720 | ILS | — | (10 | ) | ||||||||||||||||||||
Standard Chartered Bank | 7/3/2018 | 351,000 | GBP | 463,696 | USD | — | (288 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 567,411 | AUD | 419,855 | USD | — | (625 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 3,340,466 | AUD | 2,468,090 | USD | 3 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 502,514 | CHF | 508,839 | USD | — | (2,675 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 2,969,566 | CHF | 2,991,177 | USD | — | (45 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 388,779 | DKK | 61,013 | USD | — | (81 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 2,288,448 | DKK | 358,663 | USD | — | (4 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 1,384,855 | EUR | 1,619,389 | USD | — | (2,275 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 8,152,099 | EUR | 9,519,450 | USD | — | (136 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 859,632 | GBP | 1,140,908 | USD | — | (5,880 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 5,079,391 | GBP | 6,706,742 | USD | — | (93 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 47,981 | ILS | 13,258 | USD | — | (149 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 285,257 | ILS | 77,939 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 73,507,992 | JPY | 670,675 | USD | — | (6,949 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 436,627,857 | JPY | 3,942,510 | USD | — | (67 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 1,202,125 | NOK | 148,020 | USD | — | (515 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 7,091,196 | NOK | 870,129 | USD | — | (16 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 27,502 | NZD | 18,950 | USD | — | (330 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 164,535 | NZD | 111,397 | USD | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 1,473,831 | SEK | 166,062 | USD | — | (1,291 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 8,731,844 | SEK | 976,184 | USD | 19 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 86,762 | SGD | 63,669 | USD | — | (35 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 510,291 | SGD | 374,274 | USD | — | (7 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 3,327,532 | USD | 4,396,943 | AUD | 78,864 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 4,032,771 | USD | 3,953,475 | CHF | 50,585 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 483,555 | USD | 3,075,916 | DKK | 1,479 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 12,834,348 | USD | 10,968,328 | EUR | 26,485 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 9,042,185 | USD | 6,784,551 | GBP | 84,103 | — |
See Notes to Financial Statements.
42 | WisdomTree Trust |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 105,074 | USD | 373,991 | ILS | $ | 2,892 | $ | — | |||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 5,315,384 | USD | 576,229,085 | JPY | 112,439 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 1,173,125 | USD | 9,587,450 | NOK | — | (3,286 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 150,187 | USD | 214,055 | NZD | 5,261 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 1,316,109 | USD | 11,594,416 | SEK | 19,875 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 504,604 | USD | 674,494 | SGD | 9,905 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 2,608,139 | USD | 3,529,750 | AUD | — | (98 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 370,041 | USD | 2,355,915 | DKK | — | (15 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 9,525,578 | USD | 8,140,246 | EUR | 102 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 6,538,405 | USD | 4,945,421 | GBP | 62 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 3,743,238 | USD | 413,762,929 | JPY | 47 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 680,963 | USD | 5,543,214 | NOK | 10 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 173,228 | USD | 255,858 | NZD | — | (3 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 1,140,459 | USD | 10,179,406 | SEK | — | (15 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 348,040 | USD | 474,250 | SGD | 18 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/6/2018 | 2,928,082 | USD | 2,899,155 | CHF | 50 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/6/2018 | 99,662 | USD | 363,973 | ILS | — | (6 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 4,384,395 | AUD | 3,239,362 | USD | 35 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 3,897,530 | CHF | 3,925,914 | USD | — | (79 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 3,003,622 | DKK | 470,742 | USD | 4 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 10,699,417 | EUR | 12,494,276 | USD | — | (425 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 6,666,844 | GBP | 8,802,594 | USD | 72 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 374,384 | ILS | 102,289 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 573,070,805 | JPY | 5,174,543 | USD | — | (116 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 9,307,129 | NOK | 1,142,041 | USD | — | (26 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 215,951 | NZD | 146,208 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 11,460,026 | SEK | 1,281,236 | USD | — | (27 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 669,772 | SGD | 491,234 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 3,423,179 | USD | 4,632,836 | AUD | — | (161 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 485,673 | USD | 3,092,133 | DKK | — | (24 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 12,502,316 | USD | 10,684,343 | EUR | — | (187 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 8,581,656 | USD | 6,491,154 | GBP | — | (302 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 4,912,996 | USD | 543,070,786 | JPY | — | (4 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 893,763 | USD | 7,275,525 | NOK | 6 | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 227,359 | USD | 335,809 | NZD | — | (4 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 1,496,851 | USD | 13,360,183 | SEK | 11 | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 456,802 | USD | 622,486 | SGD | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/6/2018 | 3,843,105 | USD | 3,805,189 | CHF | 15 | — | |||||||||||||||||||||
UBS AG | 8/6/2018 | 130,806 | USD | 477,722 | ILS | — | (11 | ) | ||||||||||||||||||||
$ | 1,905,287 | $ | (108,793 | ) |
CURRENCY LEGEND |
AUD – Australian dollar
CHF – Swiss franc
DKK – Danish krone
EUR – Euro
GBP – British pound
ILS – Israeli New shekel
JPY – Japanese yen
NOK – Norwegian krone
NZD – New Zealand dollar
SEK – Swedish krona
SGD – Singapore dollar
USD – U.S. dollar
See Notes to Financial Statements.
WisdomTree Trust | 43 |
Table of Contents
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG)
June 30, 2018
Investments | Shares | Value | ||||||
EXCHANGE-TRADED FUND – 99.9% |
| |||||||
United States – 99.9% |
| |||||||
WisdomTree International Quality Dividend Growth Fund(a) | ||||||||
(Cost: $19,857,296) | 659,698 | $ | 19,718,373 | |||||
Other Assets less Liabilities – 0.1% |
| 17,991 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 19,736,364 |
(a) Affiliated company (See Note 3).
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 242,514 | AUD | 179,176 | USD | $ | 5 | $ | — | |||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 495,626 | CHF | 499,160 | USD | — | (15 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 1,232,629 | DKK | 193,147 | USD | 10 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 705,139 | EUR | 823,310 | USD | — | (24 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 484,348 | GBP | 639,442 | USD | 19 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 44,270 | ILS | 12,093 | USD | 1 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 510,858 | NOK | 62,682 | USD | — | (3 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 13,790 | NZD | 9,336 | USD | — | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 2,184,585 | SEK | 244,209 | USD | — | (12 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 67,535 | USD | 89,245 | AUD | 1,596 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 188,145 | USD | 184,517 | CHF | 2,318 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 72,801 | USD | 463,177 | DKK | 220 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 310,325 | USD | 265,262 | EUR | 618 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 241,021 | USD | 180,873 | GBP | 2,223 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 4,558 | USD | 16,223 | ILS | 126 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 23,626 | USD | 193,115 | NOK | — | (68 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 3,519 | USD | 5,016 | NZD | 123 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 92,048 | USD | 811,123 | SEK | 1,379 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 35,856,713 | JPY | 323,753 | USD | 8 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 4,924 | SGD | 3,611 | USD | — | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 122,030 | USD | 13,228,491 | JPY | 2,586 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 1,361 | USD | 1,820 | SGD | 26 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 242,089 | USD | 327,640 | AUD | — | (12 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 251,628 | USD | 1,602,186 | DKK | — | (16 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 681,777 | USD | 582,663 | EUR | 12 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 715,206 | USD | 541,007 | GBP | — | (27 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 17,178 | USD | 62,756 | ILS | — | (2 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 66,905 | USD | 544,631 | NOK | 3 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 27,855 | USD | 41,144 | NZD | — | (2 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 194,003 | USD | 1,731,642 | SEK | 9 | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 277,128 | USD | 274,460 | CHF | 5 | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 362,957 | USD | 40,123,371 | JPY | — | (27 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 14,676 | USD | 20,000 | SGD | — | (1 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 184,773 | AUD | 136,516 | USD | 3 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 377,626 | CHF | 380,317 | USD | — | (10 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 939,125 | DKK | 147,160 | USD | 4 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 537,254 | EUR | 627,286 | USD | — | (15 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 369,029 | GBP | 487,198 | USD | 12 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 33,734 | ILS | 9,215 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 389,257 | NOK | 47,758 | USD | 1 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 10,511 | NZD | 7,116 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 1,664,487 | SEK | 186,064 | USD | — | (5 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 20,927 | USD | 28,290 | AUD | 25 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 37,786 | USD | 28,640 | GBP | — | (26 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 2,063 | USD | 16,818 | NOK | — | — |
See Notes to Financial Statements.
44 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 24,634 | USD | 220,739 | SEK | $ | — | $ | (41 | ) | ||||||||||||||||||
Bank of Montreal | 7/5/2018 | 27,319,738 | JPY | 246,672 | USD | 6 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 3,755 | SGD | 2,754 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 184,453 | USD | 249,640 | AUD | — | (13 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 191,717 | USD | 1,220,695 | DKK | — | (9 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 519,451 | USD | 443,938 | EUR | 6 | — | |||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 544,923 | USD | 412,197 | GBP | — | (18 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 13,089 | USD | 47,817 | ILS | — | (1 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 50,978 | USD | 415,036 | NOK | — | (5 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 21,223 | USD | 31,347 | NZD | — | (1 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 147,814 | USD | 1,319,395 | SEK | 3 | — | |||||||||||||||||||||
Bank of Montreal | 8/3/2018 | 211,147 | USD | 209,117 | CHF | 1 | — | |||||||||||||||||||||
Bank of Montreal | 8/3/2018 | 276,539 | USD | 30,569,118 | JPY | — | (11 | ) | ||||||||||||||||||||
Bank of Montreal | 8/3/2018 | 11,182 | USD | 15,238 | SGD | — | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 67,535 | USD | 89,243 | AUD | 1,598 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 188,145 | USD | 184,488 | CHF | 2,347 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 72,801 | USD | 463,170 | DKK | 221 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 310,325 | USD | 265,258 | EUR | 623 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 241,021 | USD | 180,865 | GBP | 2,234 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 4,558 | USD | 16,225 | ILS | 126 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 23,626 | USD | 193,106 | NOK | — | (67 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 3,519 | USD | 5,016 | NZD | 123 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 92,048 | USD | 811,091 | SEK | 1,383 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 122,030 | USD | 13,228,894 | JPY | 2,582 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 1,361 | USD | 1,819 | SGD | 27 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 67,535 | USD | 89,241 | AUD | 1,599 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 188,145 | USD | 184,487 | CHF | 2,348 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 72,801 | USD | 463,134 | DKK | 226 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 310,325 | USD | 265,249 | EUR | 634 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 241,021 | USD | 180,862 | GBP | 2,238 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 4,558 | USD | 16,225 | ILS | 126 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 23,626 | USD | 193,104 | NOK | — | (67 | ) | ||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 3,519 | USD | 5,015 | NZD | 123 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 92,048 | USD | 811,053 | SEK | 1,387 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 122,030 | USD | 13,231,224 | JPY | 2,561 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 1,361 | USD | 1,820 | SGD | 26 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 242,514 | AUD | 179,176 | USD | 5 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 495,626 | CHF | 499,160 | USD | — | (15 | ) | ||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 1,232,629 | DKK | 193,147 | USD | 10 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 705,139 | EUR | 823,310 | USD | — | (24 | ) | ||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 484,349 | GBP | 639,442 | USD | 20 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 44,269 | ILS | 12,093 | USD | 1 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 510,899 | NOK | 62,682 | USD | 2 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 13,790 | NZD | 9,336 | USD | — | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 2,184,628 | SEK | 244,209 | USD | — | (7 | ) | ||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 51,459 | USD | 68,001 | AUD | 1,217 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 143,353 | USD | 140,560 | CHF | 1,795 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 55,472 | USD | 352,928 | DKK | 167 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 236,442 | USD | 202,090 | EUR | 492 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 183,638 | USD | 137,805 | GBP | 1,701 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 3,474 | USD | 12,365 | ILS | 96 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 18,003 | USD | 147,136 | NOK | — | (50 | ) | ||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 2,682 | USD | 3,823 | NZD | 94 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 1,761 | USD | 2,602 | NZD | — | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 70,133 | USD | 617,989 | SEK | 1,053 | — |
See Notes to Financial Statements.
WisdomTree Trust | 45 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 35,856,389 | JPY | 323,753 | USD | $ | 5 | $ | — | |||||||||||||||||||
Citibank N.A. | 7/5/2018 | 4,924 | SGD | 3,611 | USD | — | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 92,978 | USD | 10,079,577 | JPY | 1,966 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 1,038 | USD | 1,387 | SGD | 20 | — | |||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 242,089 | USD | 327,644 | AUD | — | (16 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 251,628 | USD | 1,602,271 | DKK | — | (29 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 681,777 | USD | 582,673 | EUR | — | — | |||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 715,206 | USD | 541,003 | GBP | — | (21 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 17,178 | USD | 62,751 | ILS | — | (1 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 66,905 | USD | 544,676 | NOK | — | (3 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 27,855 | USD | 41,143 | NZD | — | (2 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 194,003 | USD | 1,731,680 | SEK | 4 | — | |||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 277,128 | USD | 274,460 | CHF | 5 | — | |||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 362,957 | USD | 40,123,190 | JPY | — | (26 | ) | ||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 14,676 | USD | 19,999 | SGD | — | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 67,535 | USD | 89,246 | AUD | 1,596 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 188,145 | USD | 184,485 | CHF | 2,350 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 72,801 | USD | 463,190 | DKK | 218 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 310,325 | USD | 265,259 | EUR | 622 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 241,021 | USD | 180,867 | GBP | 2,231 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 4,558 | USD | 16,224 | ILS | 126 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 23,626 | USD | 193,111 | NOK | — | (67 | ) | ||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 3,519 | USD | 5,016 | NZD | 123 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 92,048 | USD | 811,120 | SEK | 1,380 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 122,030 | USD | 13,229,003 | JPY | 2,581 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 1,361 | USD | 1,819 | SGD | 27 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 242,513 | AUD | 179,176 | USD | 4 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 495,629 | CHF | 499,160 | USD | — | (12 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 1,232,598 | DKK | 193,147 | USD | 5 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 705,143 | EUR | 823,310 | USD | — | (20 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 484,346 | GBP | 639,442 | USD | 16 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 44,268 | ILS | 12,093 | USD | — | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 510,871 | NOK | 62,682 | USD | — | (2 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 13,790 | NZD | 9,336 | USD | — | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 2,184,639 | SEK | 244,209 | USD | — | (6 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 23,869 | USD | 23,654 | CHF | 47 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 21,716 | USD | 18,603 | EUR | — | (4 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 35,856,583 | JPY | 323,753 | USD | 7 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 4,924 | SGD | 3,611 | USD | — | — | |||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 242,089 | USD | 327,638 | AUD | — | (11 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 251,628 | USD | 1,602,176 | DKK | — | (15 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 681,777 | USD | 582,665 | EUR | 9 | — | |||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 715,206 | USD | 541,008 | GBP | — | (28 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 17,178 | USD | 62,754 | ILS | — | (1 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 66,905 | USD | 544,647 | NOK | 1 | — | |||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 27,855 | USD | 41,142 | NZD | — | (1 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 194,003 | USD | 1,731,684 | SEK | 4 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 277,128 | USD | 274,459 | CHF | 6 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 362,957 | USD | 40,121,666 | JPY | — | (12 | ) | ||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 14,676 | USD | 20,000 | SGD | — | (1 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 7/3/2018 | 1,437 | USD | 5,257 | ILS | 1 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 7/3/2018 | 5,576 | USD | 35,589 | DKK | — | (1 | ) | ||||||||||||||||||||
Royal Bank of Canada | 7/5/2018 | 25,671 | USD | 2,843,067 | JPY | 3 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 5,916 | AUD | 4,378 | USD | — | (7 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 242,512 | AUD | 179,176 | USD | 4 | — |
See Notes to Financial Statements.
46 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
UBS AG | 7/3/2018 | 12,047 | CHF | 12,197 | USD | $ | — | $ | (64 | ) | ||||||||||||||||||
UBS AG | 7/3/2018 | 495,631 | CHF | 499,160 | USD | — | (10 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 30,080 | DKK | 4,720 | USD | — | (6 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 1,232,592 | DKK | 193,147 | USD | 4 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 17,207 | EUR | 20,118 | USD | — | (28 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 705,146 | EUR | 823,310 | USD | — | (16 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 11,774 | GBP | 15,625 | USD | — | (80 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 484,344 | GBP | 639,442 | USD | 13 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 1,072 | ILS | 296 | USD | — | (3 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 44,268 | ILS | 12,093 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 12,443 | NOK | 1,532 | USD | — | (5 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 510,873 | NOK | 62,682 | USD | — | (1 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 331 | NZD | 228 | USD | — | (4 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 13,790 | NZD | 9,336 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 52,964 | SEK | 5,967 | USD | — | (47 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 2,184,650 | SEK | 244,209 | USD | — | (5 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 482,399 | USD | 634,690 | AUD | 13,458 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 53,600 | USD | 72,768 | AUD | — | (164 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 1,343,899 | USD | 1,321,489 | CHF | 13,027 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 149,322 | USD | 148,492 | CHF | — | (224 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 520,013 | USD | 3,286,520 | DKK | 5,006 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 57,779 | USD | 372,140 | DKK | — | (536 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 2,216,612 | USD | 1,880,526 | EUR | 21,003 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 246,290 | USD | 212,770 | EUR | — | (2,129 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 1,721,582 | USD | 1,283,107 | GBP | 27,559 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 191,287 | USD | 145,161 | GBP | — | (362 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 32,559 | USD | 116,154 | ILS | 828 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 3,618 | USD | 13,162 | ILS | 22 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 168,760 | USD | 1,358,842 | NOK | 2,039 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 18,751 | USD | 153,920 | NOK | — | (134 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 25,137 | USD | 35,760 | NZD | 926 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 2,793 | USD | 4,050 | NZD | 51 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 657,488 | USD | 5,730,435 | SEK | 16,930 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 73,054 | USD | 653,050 | SEK | 55 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 867,070 | JPY | 7,911 | USD | — | (82 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 35,855,029 | JPY | 323,753 | USD | — | (7 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 120 | SGD | 88 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 4,923 | SGD | 3,611 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 871,647 | USD | 95,142,710 | JPY | 12,575 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 96,850 | USD | 10,627,195 | JPY | 894 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 9,724 | USD | 12,983 | SGD | 202 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 1,080 | USD | 1,468 | SGD | 4 | — | |||||||||||||||||||||
UBS AG | 8/2/2018 | 242,089 | USD | 327,641 | AUD | — | (13 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 251,628 | USD | 1,602,223 | DKK | — | (22 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 681,777 | USD | 582,678 | EUR | — | (5 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 715,206 | USD | 541,005 | GBP | — | (25 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 17,178 | USD | 62,754 | ILS | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 66,905 | USD | 544,651 | NOK | — | — | |||||||||||||||||||||
UBS AG | 8/2/2018 | 27,855 | USD | 41,142 | NZD | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 194,003 | USD | 1,731,752 | SEK | — | (4 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 277,128 | USD | 274,462 | CHF | 2 | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 362,957 | USD | 40,120,395 | JPY | — | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 14,676 | USD | 19,999 | SGD | — | — | |||||||||||||||||||||
$ | 168,492 | $ | (4,858 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 47 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG)
June 30, 2018
CURRENCY LEGEND |
AUD – Australian dollar
CHF – Swiss franc
DKK – Danish krone
EUR – Euro
GBP – British pound
ILS – Israeli New shekel
JPY – Japanese yen
NOK – Norwegian krone
NZD – New Zealand dollar
SEK – Swedish krona
SGD – Singapore dollar
USD – U.S. dollar
See Notes to Financial Statements.
48 | WisdomTree Trust |
Table of Contents
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.8% |
| |||||||
Australia – 10.6% |
| |||||||
Accent Group Ltd. | 16,174 | $ | 19,718 | |||||
Adairs Ltd. | 4,110 | 6,772 | ||||||
ALS Ltd. | 5,586 | 31,119 | ||||||
Altium Ltd. | 1,865 | 31,018 | ||||||
Ansell Ltd. | 1,552 | 31,179 | ||||||
AP Eagers Ltd. | 2,582 | 16,273 | ||||||
APN Outdoor Group Ltd. | 2,680 | 12,435 | ||||||
ARB Corp., Ltd. | 1,001 | 16,885 | ||||||
Asaleo Care Ltd. | 19,048 | 19,633 | ||||||
AUB Group Ltd. | 895 | 8,980 | ||||||
Ausdrill Ltd. | 7,155 | 9,701 | ||||||
Bapcor Ltd. | 3,468 | 16,783 | ||||||
Beach Energy Ltd. | 21,052 | 27,298 | ||||||
Bega Cheese Ltd. | 2,073 | 11,349 | ||||||
Blackmores Ltd. | 126 | 13,266 | ||||||
Blue Sky Alternative Investments Ltd. | 5,757 | 7,252 | ||||||
Breville Group Ltd. | 2,390 | 20,519 | ||||||
Brickworks Ltd. | 1,941 | 22,429 | ||||||
BWX Ltd. | 1,724 | 7,260 | ||||||
Cabcharge Australia Ltd. | 3,468 | 6,150 | ||||||
carsales.com Ltd. | 3,141 | 35,089 | ||||||
Cleanaway Waste Management Ltd. | 14,827 | 18,514 | ||||||
Codan Ltd. | 2,808 | 6,224 | ||||||
Collins Foods Ltd. | 2,791 | 11,486 | ||||||
Corporate Travel Management Ltd. | 881 | 17,770 | ||||||
Costa Group Holdings Ltd. | 2,572 | 15,678 | ||||||
CSR Ltd. | 10,895 | 36,948 | ||||||
Domain Holdings Australia Ltd. | 4,602 | 10,949 | ||||||
DuluxGroup Ltd. | 7,005 | 39,594 | ||||||
Elders Ltd. | 1,164 | 7,276 | ||||||
Estia Health Ltd. | 7,593 | 18,457 | ||||||
Event Hospitality and Entertainment Ltd. | 1,318 | 13,039 | ||||||
Fairfax Media Ltd. | 39,193 | 21,718 | ||||||
Freedom Foods Group Ltd. | 2,113 | 10,507 | ||||||
G8 Education Ltd. | 17,411 | 29,973 | ||||||
Genworth Mortgage Insurance Australia Ltd. | 20,400 | 38,736 | ||||||
GrainCorp Ltd. Class A | 4,602 | 26,113 | ||||||
GUD Holdings Ltd. | 1,761 | 18,424 | ||||||
GWA Group Ltd. | 7,004 | 17,595 | ||||||
Hansen Technologies Ltd. | 2,653 | 6,174 | ||||||
HT&E Ltd. | 5,213 | 9,668 | ||||||
Huon Aquaculture Group Ltd. | 3,089 | 10,179 | ||||||
IDP Education Ltd. | 2,895 | 22,481 | ||||||
IMF Bentham Ltd. | 2,708 | 6,002 | ||||||
Independence Group NL | 2,902 | 11,021 | ||||||
Ingenia Communities Group | 8,506 | 19,357 | ||||||
Inghams Group Ltd. | 7,833 | 22,108 | ||||||
Integrated Research Ltd. | 4,701 | 10,802 | ||||||
Invocare Ltd. | 795 | 8,071 | ||||||
IOOF Holdings Ltd. | 6,080 | 40,385 | ||||||
IRESS Ltd. | 3,356 | 29,854 | ||||||
JB Hi-Fi Ltd. | 2,881 | 47,937 | ||||||
Lovisa Holdings Ltd. | 892 | 7,711 | ||||||
McMillan Shakespeare Ltd. | 1,020 | 12,058 | ||||||
Metcash Ltd. | 15,140 | 29,196 | ||||||
Mineral Resources Ltd. | 2,356 | 27,869 | ||||||
Monadelphous Group Ltd. | 1,134 | 12,618 | ||||||
MyState Ltd. | 2,824 | 10,453 | ||||||
Navigator Global Investments Ltd. | 4,856 | 19,159 | ||||||
Navitas Ltd. | 3,645 | 11,957 | ||||||
New Hope Corp., Ltd. | 11,808 | 26,086 | ||||||
NIB Holdings Ltd. | 5,580 | 23,624 | ||||||
Nick Scali Ltd. | 2,504 | 12,451 | ||||||
Nine Entertainment Co. Holdings Ltd. | 20,370 | 37,325 | ||||||
Northern Star Resources Ltd. | 4,787 | 25,678 | ||||||
Nufarm Ltd. | 2,921 | 19,121 | ||||||
OFX Group Ltd. | 4,284 | 5,523 | ||||||
oOh!media Ltd. | 5,179 | 14,537 | ||||||
OZ Minerals Ltd. | 3,866 | 26,907 | ||||||
Pact Group Holdings Ltd. | 6,965 | 27,120 | ||||||
Peet Ltd. | 4,418 | 4,309 | ||||||
Pendal Group Ltd. | 4,005 | 29,325 | ||||||
Platinum Asset Management Ltd. | 9,864 | 41,979 | ||||||
Premier Investments Ltd. | 2,715 | 33,861 | ||||||
Primary Health Care Ltd. | 8,871 | 22,875 | ||||||
Qube Holdings Ltd. | 22,149 | 39,439 | ||||||
Regis Healthcare Ltd. | 9,553 | 23,151 | ||||||
Regis Resources Ltd. | 8,723 | 32,998 | ||||||
Resolute Mining Ltd. | 8,046 | 7,580 | ||||||
Ridley Corp. Ltd. | 9,508 | 9,659 | ||||||
Ruralco Holdings Ltd. | 5,842 | 13,251 | ||||||
Sandfire Resources NL | 2,167 | 14,666 | ||||||
Scottish Pacific Group Ltd. | 5,747 | 13,588 | ||||||
Servcorp Ltd. | 3,409 | 10,478 | ||||||
Service Stream Ltd. | 10,226 | 11,409 | ||||||
Sims Metal Management Ltd. | 2,293 | 27,242 | ||||||
Sirtex Medical Ltd. | 709 | 16,475 | ||||||
SmartGroup Corp., Ltd. | 1,989 | 17,150 | ||||||
Southern Cross Media Group Ltd. | 20,508 | 19,850 | ||||||
St Barbara Ltd. | 4,285 | 15,292 | ||||||
Steadfast Group Ltd. | 10,478 | 21,754 | ||||||
Super Retail Group Ltd. | 4,698 | 28,116 | ||||||
Tassal Group Ltd. | 3,498 | 10,674 | ||||||
Webjet Ltd. | 1,299 | 12,909 | ||||||
Webster Ltd. | 7,449 | 10,264 | ||||||
WPP AUNZ Ltd. | 26,131 | 19,500 | ||||||
|
| |||||||
Total Australia |
| 1,831,335 | ||||||
Austria – 0.7% |
| |||||||
Lenzing AG | 585 | 70,624 | ||||||
Palfinger AG | 481 | 18,224 | ||||||
Porr AG | 439 | 14,762 | ||||||
S IMMO AG | 1,000 | 19,521 | ||||||
|
| |||||||
Total Austria |
| 123,131 | ||||||
Belgium – 1.2% |
| |||||||
Bekaert S.A. | 1,059 | 34,373 |
See Notes to Financial Statements.
WisdomTree Trust | 49 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
Cofinimmo S.A. | 251 | $ | 30,947 | |||||
Econocom Group S.A./N.V. | 3,425 | 18,883 | ||||||
Euronav N.V. | 2,407 | 22,103 | ||||||
Kinepolis Group N.V. | 313 | 19,843 | ||||||
Ontex Group N.V. | 1,137 | 24,970 | ||||||
Warehouses De Pauw CVA | 391 | 49,486 | ||||||
|
| |||||||
Total Belgium |
| 200,605 | ||||||
China – 2.2% |
| |||||||
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | 9,000 | 18,446 | ||||||
China Agri-Industries Holdings Ltd. | 21,000 | 8,030 | ||||||
China Overseas Grand Oceans Group Ltd. | 27,000 | 9,946 | ||||||
China Power Clean Energy Development Co., Ltd.* | 22,500 | 10,984 | ||||||
China Power International Development Ltd. | 156,000 | 35,990 | ||||||
China South City Holdings Ltd. | 120,000 | 23,402 | ||||||
China Travel International Investment Hong Kong Ltd. | 53,956 | 21,045 | ||||||
CITIC Telecom International Holdings Ltd. | 106,678 | 28,011 | ||||||
Dah Chong Hong Holdings Ltd. | 33,779 | 16,835 | ||||||
Guotai Junan International Holdings Ltd. | 150,052 | 32,514 | ||||||
Poly Property Group Co., Ltd. | 60,000 | 24,779 | ||||||
Shanghai Industrial Holdings Ltd. | 21,000 | 48,930 | ||||||
Shenwan Hongyuan HK Ltd. | 35,000 | 9,324 | ||||||
Shougang Fushan Resources Group Ltd. | 119,903 | 28,580 | ||||||
Xiwang Special Steel Co., Ltd. | 88,000 | 17,386 | ||||||
Yuexiu Property Co., Ltd. | 260,638 | 49,832 | ||||||
|
| |||||||
Total China |
| 384,034 | ||||||
Denmark – 0.9% |
| |||||||
Alm Brand A/S | 3,709 | 36,442 | ||||||
Matas A/S | 2,161 | 17,541 | ||||||
Per Aarsleff Holding A/S | 369 | 13,039 | ||||||
Ringkjoebing Landbobank A/S | 164 | 9,175 | ||||||
Schouw & Co. A/S | 175 | 15,453 | ||||||
Spar Nord Bank A/S | 2,140 | 22,904 | ||||||
Sydbank A/S | 960 | 33,005 | ||||||
|
| |||||||
Total Denmark |
| 147,559 | ||||||
Finland – 2.6% |
| |||||||
Cargotec Oyj Class B | 422 | 21,354 | ||||||
Citycon Oyj | 17,326 | 37,505 | ||||||
Cramo Oyj | 1,026 | 23,850 | ||||||
Finnair Oyj | 1,679 | 18,162 | ||||||
Kemira Oyj | 3,523 | 46,850 | ||||||
Lehto Group Oyj | 927 | 10,747 | ||||||
Oriola Oyj Class B | 3,924 | 13,996 | ||||||
Outokumpu Oyj | 8,069 | 50,195 | ||||||
Raisio Oyj Class V | 2,646 | 11,230 | ||||||
Ramirent Oyj | 2,203 | 23,406 | ||||||
Sanoma Oyj | 1,810 | 18,364 | ||||||
Technopolis Oyj | 5,202 | 23,414 | ||||||
Tieto Oyj | 1,563 | 50,659 | ||||||
Tokmanni Group Corp. | 1,761 | 14,598 | ||||||
Valmet Oyj | 2,475 | 47,738 | ||||||
YIT Oyj | 5,047 | 30,082 | ||||||
|
| |||||||
Total Finland |
| 442,150 | ||||||
France – 3.2% |
| |||||||
Beneteau S.A. | 729 | 13,669 | ||||||
Bonduelle SCA | 396 | 14,310 | ||||||
Chargeurs S.A. | 498 | 14,862 | ||||||
Coface S.A. | 2,793 | 31,044 | ||||||
Derichebourg S.A. | 2,265 | 14,333 | ||||||
Direct Energie | 234 | 11,497 | ||||||
Elior Group S.A.(a) | 2,534 | 36,568 | ||||||
Gaztransport Et Technigaz S.A. | 756 | 46,340 | ||||||
Interparfums S.A. | 378 | 15,910 | ||||||
IPSOS | 787 | 26,904 | ||||||
Jacquet Metal Service S.A. | 335 | 10,678 | ||||||
Kaufman & Broad S.A. | 539 | 25,411 | ||||||
Korian S.A. | 978 | 33,023 | ||||||
Lectra | 449 | 10,317 | ||||||
Maisons du Monde S.A.(a) | 115 | 4,235 | ||||||
Metropole Television S.A. | 3,010 | 60,200 | ||||||
Neopost S.A. | 1,172 | 31,500 | ||||||
Oeneo S.A. | 459 | 5,445 | ||||||
Rothschild & Co. | 782 | 26,432 | ||||||
SPIE S.A. | 2,412 | 48,944 | ||||||
Tarkett S.A. | 1,110 | 31,985 | ||||||
Television Francaise 1 | 2,315 | 24,407 | ||||||
Vilmorin & Cie S.A. | 347 | 23,417 | ||||||
|
| |||||||
Total France |
| 561,431 | ||||||
Georgia – 0.1% |
| |||||||
Bank of Georgia Group PLC | 880 | 21,900 | ||||||
Germany – 3.6% |
| |||||||
Aareal Bank AG | 1,384 | 60,871 | ||||||
alstria office REIT-AG | 2,349 | 35,297 | ||||||
AURELIUS Equity Opportunities SE & Co. KGaA | 1,093 | 64,955 | ||||||
bet-at-home.com AG | 366 | 27,840 | ||||||
Bilfinger SE | 542 | 27,565 | ||||||
CANCOM SE | 120 | 12,259 | ||||||
Comdirect Bank AG | 1,464 | 21,195 | ||||||
CompuGroup Medical SE | 343 | 17,621 | ||||||
CropEnergies AG | 2,935 | 17,305 | ||||||
Deutz AG | 1,593 | 12,303 | ||||||
ElringKlinger AG | 1,293 | 16,591 | ||||||
Encavis AG | 2,872 | 20,958 | ||||||
Gerresheimer AG | 281 | 22,802 | ||||||
Grammer AG | 159 | 11,064 | ||||||
Hamburger Hafen und Logistik AG | 539 | 11,705 | ||||||
Indus Holding AG | 283 | 17,644 | ||||||
Kloeckner & Co. SE | 1,494 | 15,751 | ||||||
Koenig & Bauer AG | 142 | 10,263 | ||||||
MLP SE | 2,756 | 17,151 | ||||||
NORMA Group SE | 320 | 21,950 | ||||||
Pfeiffer Vacuum Technology AG | 48 | 7,896 | ||||||
Sixt Leasing SE | 496 | 10,042 | ||||||
SMA Solar Technology AG | 156 | 6,462 | ||||||
Takkt AG | 816 | 14,920 | ||||||
TLG Immobilien AG | 1,536 | 40,960 |
See Notes to Financial Statements.
50 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
VERBIO Vereinigte BioEnergie AG | 1,187 | $ | 7,470 | |||||
Vossloh AG | 427 | 20,789 | ||||||
VTG AG | 294 | 16,682 | ||||||
Washtec AG | 185 | 16,351 | ||||||
Wuestenrot & Wuerttembergische AG | 774 | 15,887 | ||||||
|
| |||||||
Total Germany |
| 620,549 | ||||||
Hong Kong – 0.6% |
| |||||||
Chong Hing Bank Ltd. | 4,000 | 7,770 | ||||||
Dah Sing Financial Holdings Ltd. | 2,000 | 11,675 | ||||||
Hong Kong Aircraft Engineering Co., Ltd. | 4,000 | 34,823 | ||||||
Hongkong & Shanghai Hotels Ltd. (The) | 12,000 | 17,131 | ||||||
Kowloon Development Co., Ltd. | 14,000 | 15,775 | ||||||
Television Broadcasts Ltd. | 3,300 | 10,453 | ||||||
|
| |||||||
Total Hong Kong |
| 97,627 | ||||||
Ireland – 0.5% |
| |||||||
C&C Group PLC | 5,600 | 21,184 | ||||||
FBD Holdings PLC | 490 | 6,064 | ||||||
Grafton Group PLC | 2,651 | 27,860 | ||||||
Greencore Group PLC | 9,083 | 22,293 | ||||||
Hibernia REIT PLC | 7,052 | 12,350 | ||||||
Irish Continental Group PLC | 201 | 1,185 | ||||||
|
| |||||||
Total Ireland |
| 90,936 | ||||||
Israel – 3.2% |
| |||||||
Amot Investments Ltd. | 9,468 | 47,333 | ||||||
Ashtrom Properties Ltd. | 1,745 | 7,646 | ||||||
Avgol Industries 1953 Ltd. | 14,063 | 14,541 | ||||||
Delek Automotive Systems Ltd. | 2,147 | 11,748 | ||||||
Delek Group Ltd. | 586 | 79,450 | ||||||
Direct Insurance Financial Investments Ltd. | 1,241 | 13,751 | ||||||
Elco Ltd. | 470 | 8,809 | ||||||
First International Bank of Israel Ltd. | 1,346 | 28,074 | ||||||
Fox Wizel Ltd. | 432 | 8,910 | ||||||
Harel Insurance Investments & Financial Services Ltd. | 6,606 | 49,465 | ||||||
Hilan Ltd. | 441 | 9,691 | ||||||
Inrom Construction Industries Ltd. | 3,957 | 14,777 | ||||||
Magic Software Enterprises Ltd. | 982 | 8,126 | ||||||
Matrix IT Ltd. | 1,540 | 16,386 | ||||||
Maytronics Ltd. | 2,093 | 11,273 | ||||||
Mega Or Holdings Ltd. | 1,094 | 12,253 | ||||||
Melisron Ltd. | 539 | 22,308 | ||||||
Menora Mivtachim Holdings Ltd. | 1,520 | 16,369 | ||||||
OPC Energy Ltd. | 1,632 | 8,239 | ||||||
Paz Oil Co., Ltd. | 424 | 55,587 | ||||||
Phoenix Holdings Ltd. (The) | 3,292 | 17,177 | ||||||
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 276 | 13,376 | ||||||
Shapir Engineering and Industry Ltd. | 7,487 | 21,783 | ||||||
Shufersal Ltd. | 3,361 | 20,585 | ||||||
Strauss Group Ltd. | 867 | 17,432 | ||||||
ZUR Shamir Holdings Ltd. | 3,965 | 15,100 | ||||||
|
| |||||||
Total Israel |
| 550,189 | ||||||
Italy – 4.9% |
| |||||||
Aquafil SpA | 705 | 10,166 | ||||||
Ascopiave SpA | 665 | 2,322 | ||||||
ASTM SpA | 626 | 14,501 | ||||||
Azimut Holding SpA | 4,436 | 68,651 | ||||||
Banca Farmafactoring SpA(a) | 6,745 | 39,533 | ||||||
Banca Generali SpA | 2,977 | 74,174 | ||||||
Banca Popolare di Sondrio SCPA | 5,045 | 20,310 | ||||||
Banca Sistema SpA(a) | 5,348 | 12,644 | ||||||
BPER Banca | 5,716 | 31,413 | ||||||
Brunello Cucinelli SpA | 351 | 15,675 | ||||||
Cairo Communication SpA | 4,476 | 17,899 | ||||||
Cerved Group SpA | 3,314 | 35,597 | ||||||
Credito Emiliano SpA | 6,367 | 47,130 | ||||||
Danieli & C. Officine Meccaniche SpA RSP | 436 | 7,676 | ||||||
Datalogic SpA | 624 | 23,059 | ||||||
doBank SpA(a) | 1,611 | 21,254 | ||||||
El.En. SpA | 208 | 6,800 | ||||||
Enav SpA(a) | 6,581 | 33,009 | ||||||
Falck Renewables SpA | 4,141 | 10,008 | ||||||
Fincantieri SpA* | 5,129 | 6,994 | ||||||
Gamenet Group SpA(a) | 1,295 | 11,234 | ||||||
Geox SpA | 4,683 | 13,232 | ||||||
Gima TT SpA(a) | 1,165 | 19,165 | ||||||
Gruppo MutuiOnline SpA | 720 | 11,971 | ||||||
Immobiliare Grande Distribuzione SIIQ SpA | 3,868 | 31,080 | ||||||
La Doria SpA | 796 | 9,833 | ||||||
Maire Tecnimont SpA | 4,952 | 22,260 | ||||||
MARR SpA | 1,111 | 29,290 | ||||||
Massimo Zanetti Beverage Group SpA(a) | 1,685 | 14,224 | ||||||
OVS SpA*(a) | 8,281 | 27,033 | ||||||
RAI Way SpA(a) | 4,742 | 22,201 | ||||||
Reply SpA | 184 | 12,503 | ||||||
Saras SpA | 22,940 | 55,603 | ||||||
Societa Cattolica di Assicurazioni SC | 3,551 | 29,623 | ||||||
Technogym SpA(a) | 1,068 | 12,656 | ||||||
Unieuro SpA(a) | 692 | 9,170 | ||||||
Vittoria Assicurazioni SpA | 762 | 12,402 | ||||||
Zignago Vetro SpA | 1,490 | 13,882 | ||||||
|
| |||||||
Total Italy |
| 856,177 | ||||||
Japan – 25.3% |
| |||||||
77 Bank Ltd. (The) | 335 | 7,310 | ||||||
ADEKA Corp. | 800 | 12,834 | ||||||
Aeon Delight Co., Ltd. | 300 | 10,211 | ||||||
Ai Holdings Corp. | 600 | 13,011 | ||||||
Aica Kogyo Co., Ltd. | 500 | 17,560 | ||||||
Aichi Corp. | 1,400 | 8,203 | ||||||
Aichi Steel Corp. | 200 | 7,701 | ||||||
Ain Holdings, Inc. | 100 | 7,376 | ||||||
Aisan Industry Co., Ltd. | 1,500 | 12,648 | ||||||
Akita Bank Ltd. (The) | 439 | 12,227 | ||||||
Alpen Co., Ltd. | 600 | 12,908 | ||||||
Amano Corp. | 600 | 14,181 | ||||||
Anest Iwata Corp. | 1,200 | 12,946 |
See Notes to Financial Statements.
WisdomTree Trust | 51 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
Anritsu Corp. | 700 | $ | 9,612 | |||||
AOKI Holdings, Inc. | 900 | 13,130 | ||||||
Aomori Bank Ltd. (The) | 348 | 10,509 | ||||||
Aoyama Trading Co., Ltd. | 700 | 23,383 | ||||||
Arcs Co., Ltd. | 900 | 24,538 | ||||||
Ariake Japan Co., Ltd. | 100 | 8,613 | ||||||
As One Corp. | 135 | 9,373 | ||||||
ASKUL Corp. | 400 | 12,964 | ||||||
Autobacs Seven Co., Ltd. | 500 | 8,866 | ||||||
Awa Bank Ltd. (The) | 2,350 | 14,469 | ||||||
Axial Retailing, Inc. | 300 | 11,403 | ||||||
Bank of Nagoya Ltd. (The) | 449 | 15,606 | ||||||
Bank of Okinawa Ltd. (The) | 42 | 1,538 | ||||||
Bank of Saga Ltd. (The) | 400 | 8,970 | ||||||
Baroque Japan Ltd. | 900 | 8,044 | ||||||
Belc Co., Ltd. | 200 | 10,581 | ||||||
Bell System24 Holdings, Inc. | 1,001 | 17,469 | ||||||
Benefit One, Inc. | 300 | 8,477 | ||||||
Bic Camera, Inc. | 600 | 9,257 | ||||||
C.I. Takiron Corp. | 1,500 | 8,450 | ||||||
Chiyoda Integre Co., Ltd. | 400 | 8,772 | ||||||
Chugoku Bank Ltd. (The) | 2,100 | 21,253 | ||||||
Chugoku Marine Paints Ltd. | 600 | 5,980 | ||||||
Citizen Watch Co., Ltd. | 4,300 | 28,262 | ||||||
Clarion Co., Ltd. | 4,000 | 10,762 | ||||||
COLOPL, Inc. | 400 | 2,708 | ||||||
Cosel Co., Ltd. | 600 | 7,600 | ||||||
Cosmo Energy Holdings Co., Ltd. | 519 | 18,227 | ||||||
Cresco Ltd. | 200 | 5,877 | ||||||
D.A. Consortium Holdings, Inc. | 200 | 5,579 | ||||||
Dai Nippon Toryo Co., Ltd. | 700 | 9,043 | ||||||
Daibiru Corp. | 1,500 | 15,262 | ||||||
Daido Steel Co., Ltd. | 500 | 23,112 | ||||||
Daihen Corp. | 2,185 | 13,158 | ||||||
Daiichikosho Co., Ltd. | 400 | 19,320 | ||||||
Daikyo, Inc. | 800 | 17,515 | ||||||
Daishi Bank Ltd. (The) | 400 | 15,908 | ||||||
Daiwabo Holdings Co., Ltd. | 100 | 5,327 | ||||||
DeNA Co., Ltd. | 700 | 13,126 | ||||||
Denyo Co., Ltd. | 495 | 7,678 | ||||||
Descente Ltd. | 583 | 10,327 | ||||||
Dip Corp. | 341 | 8,765 | ||||||
Doshisha Co., Ltd. | 500 | 11,312 | ||||||
Eagle Industry Co., Ltd. | 800 | 12,870 | ||||||
Eighteenth Bank Ltd. (The) | 5,551 | 14,483 | ||||||
Elecom Co., Ltd. | 400 | 9,357 | ||||||
en-japan, Inc. | 200 | 10,093 | ||||||
EPS Holdings, Inc. | 400 | 8,580 | ||||||
Exedy Corp. | 530 | 16,412 | ||||||
FCC Co., Ltd. | 400 | 11,285 | ||||||
Financial Products Group Co., Ltd. | 1,000 | 12,901 | ||||||
FP Corp. | 359 | 19,836 | ||||||
Fuji Co., Ltd. | 600 | 12,545 | ||||||
Fuji Corp., Ltd. | 1,900 | 16,982 | ||||||
Fuji Kyuko Co., Ltd. | 400 | 11,953 | ||||||
Fujimi, Inc. | 300 | 6,649 | ||||||
Fujimori Kogyo Co., Ltd. | 271 | 8,930 | ||||||
Fujitec Co., Ltd. | 1,000 | 12,323 | ||||||
Fujitsu General Ltd. | 949 | 14,856 | ||||||
Fukuyama Transporting Co., Ltd. | 161 | 8,227 | ||||||
Furukawa Co., Ltd. | 700 | 10,383 | ||||||
Furukawa Electric Co., Ltd. | 500 | 17,492 | ||||||
Fuso Chemical Co., Ltd. | 300 | 7,743 | ||||||
Future Corp. | 600 | 7,372 | ||||||
G-Tekt Corp. | 700 | 11,856 | ||||||
Gakkyusha Co., Ltd. | 912 | 15,356 | ||||||
Giken Ltd. | 300 | 6,974 | ||||||
Glory Ltd. | 900 | 25,188 | ||||||
GMO Financial Holdings, Inc. | 1,400 | 10,794 | ||||||
Goldcrest Co., Ltd. | 600 | 9,767 | ||||||
GS Yuasa Corp. | 1,758 | 8,015 | ||||||
Gunma Bank Ltd. (The) | 2,487 | 13,068 | ||||||
H2O Retailing Corp. | 1,000 | 15,971 | ||||||
Hachijuni Bank Ltd. (The) | 6,200 | 26,532 | ||||||
Hakudo Co., Ltd. | 400 | 8,483 | ||||||
Hanwa Co., Ltd. | 539 | 20,560 | ||||||
Hazama Ando Corp. | 1,900 | 17,291 | ||||||
Heiwa Corp. | 1,449 | 34,981 | ||||||
Heiwa Real Estate Co., Ltd. | 500 | 8,915 | ||||||
Hochiki Corp. | 400 | 7,999 | ||||||
Hokkaido Electric Power Co., Inc. | 2,100 | 14,295 | ||||||
Hokkoku Bank Ltd. (The) | 400 | 15,745 | ||||||
Hokuetsu Bank Ltd. (The) | 600 | 11,955 | ||||||
Hokuetsu Industries Co., Ltd. | 589 | 5,732 | ||||||
Hokuetsu Kishu Paper Co., Ltd. | 2,600 | 13,380 | ||||||
Hokuhoku Financial Group, Inc. | 1,406 | 18,723 | ||||||
Hyakugo Bank Ltd. (The) | 4,000 | 15,709 | ||||||
Hyakujushi Bank Ltd. (The) | 6,677 | 21,942 | ||||||
Ibiden Co., Ltd. | 1,110 | 17,788 | ||||||
Ichibanya Co., Ltd. | 200 | 8,739 | ||||||
Ichigo, Inc. | 3,200 | 15,023 | ||||||
Inaba Denki Sangyo Co., Ltd. | 300 | 12,269 | ||||||
Inabata & Co., Ltd. | 700 | 9,720 | ||||||
Inageya Co., Ltd. | 900 | 14,764 | ||||||
Information Services International-Dentsu Ltd. | 200 | 6,022 | ||||||
Iseki & Co., Ltd. | 600 | 10,709 | ||||||
Itochu Enex Co., Ltd. | 1,600 | 15,615 | ||||||
Itoham Yonekyu Holdings, Inc. | 2,100 | 18,068 | ||||||
Iyo Bank Ltd. (The) | 3,300 | 21,808 | ||||||
JAC Recruitment Co., Ltd. | 400 | 8,635 | ||||||
Japan Aviation Electronics Industry Ltd. | 1,000 | 15,754 | ||||||
Japan Lifeline Co., Ltd. | 300 | 7,372 | ||||||
Japan Steel Works Ltd. (The) | 200 | 5,047 | ||||||
Japan Wool Textile Co., Ltd. (The) | 1,384 | 12,857 | ||||||
Jimoto Holdings, Inc. | 7,200 | 10,920 | ||||||
Joshin Denki Co., Ltd. | 246 | 7,707 | ||||||
JSP Corp. | 200 | 6,040 | ||||||
Juroku Bank Ltd. (The) | 600 | 15,850 |
See Notes to Financial Statements.
52 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
K’s Holdings Corp. | 1,790 | $ | 18,601 | |||||
kabu.com Securities Co., Ltd. | 2,600 | 8,427 | ||||||
Kaga Electronics Co., Ltd. | 500 | 11,877 | ||||||
Kaken Pharmaceutical Co., Ltd. | 400 | 20,548 | ||||||
Kanamoto Co., Ltd. | 300 | 9,493 | ||||||
Kandenko Co., Ltd. | 1,278 | 14,030 | ||||||
Kanematsu Corp. | 600 | 8,672 | ||||||
Kanematsu Electronics Ltd. | 300 | 10,996 | ||||||
Kasai Kogyo Co., Ltd. | 605 | 7,483 | ||||||
Kato Sangyo Co., Ltd. | 348 | 11,907 | ||||||
Keihin Corp. | 600 | 12,172 | ||||||
Keiyo Bank Ltd. (The) | 3,602 | 15,447 | ||||||
Keiyo Co., Ltd. | 2,700 | 13,407 | ||||||
KH Neochem Co., Ltd. | 200 | 6,058 | ||||||
Kintetsu World Express, Inc. | 600 | 12,388 | ||||||
Kitz Corp. | 1,000 | 8,207 | ||||||
Kiyo Bank Ltd. (The) | 800 | 13,195 | ||||||
Koa Corp. | 592 | 14,863 | ||||||
Koei Tecmo Holdings Co., Ltd. | 1,100 | 21,630 | ||||||
Kohnan Shoji Co., Ltd. | 900 | 20,955 | ||||||
Kokuyo Co., Ltd. | 700 | 12,431 | ||||||
KOMEDA Holdings Co., Ltd. | 700 | 13,771 | ||||||
Kondotec, Inc. | 1,000 | 9,236 | ||||||
Konishi Co., Ltd. | 700 | 11,344 | ||||||
Kumagai Gumi Co., Ltd. | 200 | 7,024 | ||||||
Kurabo Industries Ltd. | 4,637 | 14,652 | ||||||
Kureha Corp. | 100 | 7,150 | ||||||
Kurimoto Ltd. | 500 | 8,816 | ||||||
Kyoei Steel Ltd. | 400 | 7,569 | ||||||
KYORIN Holdings, Inc. | 773 | 16,051 | ||||||
Kyushu Financial Group, Inc. | 5,900 | 28,497 | ||||||
Life Corp. | 266 | 6,611 | ||||||
Lintec Corp. | 800 | 23,220 | ||||||
Maeda Road Construction Co., Ltd. | 842 | 16,017 | ||||||
Mandom Corp. | 342 | 10,652 | ||||||
Mani, Inc. | 154 | 6,931 | ||||||
Matsui Construction Co., Ltd. | 1,400 | 12,045 | ||||||
Matsui Securities Co., Ltd. | 2,500 | 23,902 | ||||||
Maxell Holdings Ltd. | 700 | 11,793 | ||||||
Meidensha Corp. | 3,000 | 10,834 | ||||||
Meitec Corp. | 300 | 14,409 | ||||||
METAWATER Co., Ltd. | 300 | 8,721 | ||||||
Mirait Holdings Corp. | 800 | 12,394 | ||||||
Mitsubishi Logistics Corp. | 1,100 | 23,765 | ||||||
Mitsubishi Pencil Co., Ltd. | 500 | 10,382 | ||||||
Mitsubishi Shokuhin Co., Ltd. | 700 | 18,681 | ||||||
Mitsuboshi Belting Ltd. | 1,000 | 12,567 | ||||||
Mitsui Mining & Smelting Co., Ltd. | 300 | 12,770 | ||||||
Mitsui Sugar Co., Ltd. | 300 | 9,303 | ||||||
Mixi, Inc. | 1,000 | 25,315 | ||||||
Miyazaki Bank Ltd. (The) | 358 | 10,924 | ||||||
Mochida Pharmaceutical Co., Ltd. | 200 | 14,571 | ||||||
Modec, Inc. | 500 | 13,858 | ||||||
Monex Group, Inc. | 1,900 | 10,978 | ||||||
Morinaga & Co., Ltd. | 200 | 9,588 | ||||||
Morinaga Milk Industry Co., Ltd. | 300 | 11,213 | ||||||
Morita Holdings Corp. | 500 | 10,093 | ||||||
Musashi Seimitsu Industry Co., Ltd. | 300 | 9,926 | ||||||
Musashino Bank Ltd. (The) | 400 | 11,881 | ||||||
Nagaileben Co., Ltd. | 300 | 7,627 | ||||||
Nagase & Co., Ltd. | 1,400 | 21,891 | ||||||
Nakanishi, Inc. | 617 | 14,009 | ||||||
NET One Systems Co., Ltd. | 700 | 12,039 | ||||||
Nichias Corp. | 1,149 | 14,398 | ||||||
Nichiha Corp. | 254 | 9,608 | ||||||
NichiiGakkan Co., Ltd. | 700 | 7,944 | ||||||
Nihon Kohden Corp. | 900 | 25,067 | ||||||
Nihon Parkerizing Co., Ltd. | 640 | 9,222 | ||||||
Nihon Unisys Ltd. | 900 | 22,621 | ||||||
Nippon Densetsu Kogyo Co., Ltd. | 500 | 11,010 | ||||||
Nippon Electric Glass Co., Ltd. | 1,300 | 36,149 | ||||||
Nippon Flour Mills Co., Ltd. | 981 | 17,058 | ||||||
Nippon Parking Development Co., Ltd. | 3,991 | 6,846 | ||||||
Nippon Signal Co., Ltd. | 1,500 | 14,571 | ||||||
Nippon Soda Co., Ltd. | 2,000 | 11,068 | ||||||
Nippon Steel & Sumikin Bussan Corp. | 300 | 14,896 | ||||||
Nishi-Nippon Financial Holdings, Inc. | 1,700 | 19,875 | ||||||
Nishimatsu Construction Co., Ltd. | 750 | 21,532 | ||||||
Nisshin Oillio Group Ltd. (The) | 342 | 10,282 | ||||||
Nisshin Steel Co., Ltd. | 900 | 12,424 | ||||||
Nisshinbo Holdings, Inc. | 850 | 9,132 | ||||||
Nissin Electric Co., Ltd. | 1,400 | 12,905 | ||||||
Nissin Kogyo Co., Ltd. | 800 | 14,149 | ||||||
Nitta Corp. | 456 | 17,908 | ||||||
Nitto Kogyo Corp. | 500 | 9,994 | ||||||
Nitto Kohki Co., Ltd. | 400 | 9,368 | ||||||
Noevir Holdings Co., Ltd. | 273 | 19,693 | ||||||
NOF Corp. | 486 | 15,708 | ||||||
Nohmi Bosai Ltd. | 400 | 8,555 | ||||||
Nomura Co., Ltd. | 479 | 10,582 | ||||||
Noritz Corp. | 700 | 11,407 | ||||||
North Pacific Bank Ltd. | 4,500 | 15,072 | ||||||
NS Solutions Corp. | 600 | 15,129 | ||||||
NTN Corp. | 6,224 | 25,511 | ||||||
NuFlare Technology, Inc. | 100 | 6,148 | ||||||
Obara Group, Inc. | 227 | 12,952 | ||||||
Ogaki Kyoritsu Bank Ltd. (The) | 500 | 12,698 | ||||||
Ohsho Food Service Corp. | 572 | 32,637 | ||||||
Oiles Corp. | 400 | 7,620 | ||||||
Okamoto Industries, Inc. | 1,000 | 11,421 | ||||||
Okamura Corp. | 700 | 10,301 | ||||||
Okumura Corp. | 590 | 19,256 | ||||||
OSG Corp. | 900 | 18,550 | ||||||
Outsourcing, Inc. | 400 | 7,425 | ||||||
PAL GROUP Holdings Co., Ltd. | 345 | 8,157 | ||||||
Paramount Bed Holdings Co., Ltd. | 300 | 12,865 | ||||||
Parco Co., Ltd. | 1,300 | 14,166 | ||||||
Pilot Corp. | 200 | 11,141 |
See Notes to Financial Statements.
WisdomTree Trust | 53 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
Piolax, Inc. | 600 | $ | 14,452 | |||||
Press Kogyo Co., Ltd. | 1,700 | 9,976 | ||||||
Prima Meat Packers Ltd. | 1,289 | 7,459 | ||||||
Prospect Co., Ltd. | 17,000 | 7,674 | ||||||
Raito Kogyo Co., Ltd. | 800 | 8,364 | ||||||
Rengo Co., Ltd. | 2,850 | 25,087 | ||||||
Ricoh Leasing Co., Ltd. | 500 | 16,454 | ||||||
Riken Corp. | 200 | 10,473 | ||||||
Riso Kagaku Corp. | 600 | 12,681 | ||||||
Round One Corp. | 430 | 6,766 | ||||||
Sac’s Bar Holdings, Inc. | 900 | 8,068 | ||||||
San-In Godo Bank Ltd. (The) | 1,600 | 14,315 | ||||||
Sanrio Co., Ltd. | 800 | 15,499 | ||||||
Sanyo Chemical Industries Ltd. | 200 | 8,667 | ||||||
Sanyo Special Steel Co., Ltd. | 400 | 9,552 | ||||||
Sapporo Holdings Ltd. | 800 | 20,050 | ||||||
Sato Holdings Corp. | 400 | 11,971 | ||||||
Sawai Pharmaceutical Co., Ltd. | 300 | 13,651 | ||||||
Seiko Holdings Corp. | 400 | 8,609 | ||||||
Seiren Co., Ltd. | 600 | 9,350 | ||||||
Senko Group Holdings Co., Ltd. | 1,980 | 15,659 | ||||||
Senshu Ikeda Holdings, Inc. | 3,600 | 12,155 | ||||||
Shibuya Corp. | 300 | 9,195 | ||||||
Shiga Bank Ltd. (The) | 2,420 | 12,388 | ||||||
Shikoku Bank Ltd. (The) | 900 | 11,107 | ||||||
Shikoku Chemicals Corp. | 612 | 8,548 | ||||||
Shikoku Electric Power Co., Inc. | 1,300 | 17,394 | ||||||
Shima Seiki Manufacturing Ltd. | 200 | 9,552 | ||||||
Shimachu Co., Ltd. | 753 | 23,930 | ||||||
Shinko Electric Industries Co., Ltd. | 1,100 | 9,842 | ||||||
SHO-BOND Holdings Co., Ltd. | 200 | 13,921 | ||||||
Shochiku Co., Ltd. | 100 | 14,472 | ||||||
Shoei Co., Ltd. | 277 | 9,791 | ||||||
Showa Corp. | 300 | 4,929 | ||||||
Siix Corp. | 900 | 19,736 | ||||||
Sinanen Holdings Co., Ltd. | 500 | 12,621 | ||||||
SKY Perfect JSAT Holdings, Inc. | 3,900 | 18,591 | ||||||
Sotetsu Holdings, Inc. | 1,100 | 33,666 | ||||||
Sparx Group Co., Ltd. | 3,500 | 7,963 | ||||||
SRA Holdings | 300 | 8,288 | ||||||
Star Micronics Co., Ltd. | 700 | 10,845 | ||||||
Starts Corp., Inc. | 400 | 9,754 | ||||||
Sumitomo Bakelite Co., Ltd. | 1,000 | 9,642 | ||||||
Sumitomo Densetsu Co., Ltd. | 400 | 7,168 | ||||||
Sumitomo Forestry Co., Ltd. | 1,600 | 24,224 | ||||||
Sumitomo Mitsui Construction Co., Ltd. | 1,113 | 7,747 | ||||||
Sumitomo Osaka Cement Co., Ltd. | 3,000 | 14,057 | ||||||
Sumitomo Riko Co., Ltd. | 1,400 | 14,346 | ||||||
Sumitomo Seika Chemicals Co., Ltd. | 125 | 6,241 | ||||||
Suruga Bank Ltd. | 1,700 | 15,210 | ||||||
T-Gaia Corp. | 900 | 22,995 | ||||||
Tachibana Eletech Co., Ltd. | 600 | 10,985 | ||||||
Taikisha Ltd. | 300 | 9,114 | ||||||
Taiyo Yuden Co., Ltd. | 400 | 11,177 | ||||||
Takara Holdings, Inc. | 1,200 | 15,861 | ||||||
Takara Standard Co., Ltd. | 700 | 11,660 | ||||||
Takasago International Corp. | 400 | 12,802 | ||||||
Takasago Thermal Engineering Co., Ltd. | 800 | 14,864 | ||||||
Takeuchi Manufacturing Co., Ltd. | 453 | 9,537 | ||||||
Takuma Co., Ltd. | 700 | 8,532 | ||||||
Tamron Co., Ltd. | 700 | 12,450 | ||||||
Tanseisha Co., Ltd. | 500 | 6,342 | ||||||
TechnoPro Holdings, Inc. | 173 | 10,636 | ||||||
Tekken Corp. | 400 | 11,032 | ||||||
Toagosei Co., Ltd. | 1,200 | 13,867 | ||||||
TOC Co., Ltd. | 1,700 | 12,386 | ||||||
Toda Corp. | 2,404 | 20,922 | ||||||
Toei Animation Co., Ltd. | 300 | 10,482 | ||||||
Toho Bank Ltd. (The) | 5,214 | 18,876 | ||||||
Toho Zinc Co., Ltd. | 400 | 14,806 | ||||||
TOKAI Holdings Corp. | 1,000 | 9,678 | ||||||
Tokai Rika Co., Ltd. | 300 | 5,699 | ||||||
Tokai Tokyo Financial Holdings, Inc. | 3,218 | 20,569 | ||||||
Tokyo Ohka Kogyo Co., Ltd. | 300 | 11,579 | ||||||
Tokyo Seimitsu Co., Ltd. | 400 | 13,235 | ||||||
Tokyo Steel Manufacturing Co., Ltd. | 957 | 8,502 | ||||||
Tokyotokeiba Co., Ltd. | 380 | 16,433 | ||||||
Tokyu Construction Co., Ltd. | 800 | 7,779 | ||||||
Tomy Co., Ltd. | 1,100 | 9,136 | ||||||
Topcon Corp. | 1,000 | 17,153 | ||||||
Toppan Forms Co., Ltd. | 1,400 | 14,169 | ||||||
Topre Corp. | 600 | 15,108 | ||||||
Topy Industries Ltd. | 300 | 8,328 | ||||||
Toshiba Plant Systems & Services Corp. | 900 | 20,590 | ||||||
Toshiba TEC Corp. | 3,000 | 18,282 | ||||||
Totetsu Kogyo Co., Ltd. | 345 | 10,995 | ||||||
Toyo Ink SC Holdings Co., Ltd. | 529 | 13,797 | ||||||
TPR Co., Ltd. | 600 | 13,981 | ||||||
Transcosmos, Inc. | 300 | 7,196 | ||||||
Tsubaki Nakashima Co., Ltd. | 493 | 11,621 | ||||||
Tsubakimoto Chain Co. | 2,283 | 18,138 | ||||||
Tsumura & Co. | 513 | 16,581 | ||||||
UKC Holdings Corp. | 454 | 9,255 | ||||||
Unipres Corp. | 600 | 11,760 | ||||||
United Arrows Ltd. | 300 | 11,213 | ||||||
Unizo Holdings Co., Ltd. | 500 | 9,322 | ||||||
Valor Holdings Co., Ltd. | 500 | 11,407 | ||||||
Vital KSK Holdings, Inc. | 900 | 9,377 | ||||||
VT Holdings Co., Ltd. | 1,700 | 8,948 | ||||||
Wacoal Holdings Corp. | 534 | 15,572 | ||||||
WIN-Partners Co., Ltd. | 600 | 8,142 | ||||||
Xebio Holdings Co., Ltd. | 800 | 12,748 | ||||||
Yahagi Construction Co., Ltd. | 1,200 | 9,599 | ||||||
Yamagata Bank Ltd. (The) | 568 | 12,071 | ||||||
Yamanashi Chuo Bank Ltd. (The) | 3,419 | 12,995 | ||||||
Yamazen Corp. | 1,300 | 12,429 | ||||||
Yaoko Co., Ltd. | 200 | 11,032 | ||||||
Yellow Hat Ltd. | 300 | 8,870 |
See Notes to Financial Statements.
54 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
Yuasa Trading Co., Ltd. | 200 | $ | 6,383 | |||||
Yumeshin Holdings Co., Ltd. | 1,300 | 13,626 | ||||||
Zenrin Co., Ltd. | 300 | 7,264 | ||||||
Zojirushi Corp. | 900 | 11,002 | ||||||
|
| |||||||
Total Japan |
| 4,384,269 | ||||||
Netherlands – 1.9% |
| |||||||
Arcadis N.V. | 1,186 | 21,408 | ||||||
BE Semiconductor Industries N.V. | 2,502 | 67,714 | ||||||
BinckBank N.V. | 1,896 | 10,748 | ||||||
Corbion N.V. | 534 | 17,021 | ||||||
ForFarmers N.V. | 1,133 | 14,736 | ||||||
Intertrust N.V.(a) | 1,479 | 26,282 | ||||||
Koninklijke BAM Groep N.V. | 2,998 | 12,615 | ||||||
Koninklijke Volkerwessels N.V. | 1,651 | 42,446 | ||||||
PostNL N.V. | 12,925 | 48,516 | ||||||
Sligro Food Group N.V. | 628 | 32,922 | ||||||
TKH Group N.V. CVA | 521 | 33,091 | ||||||
Wessanen | 485 | 10,204 | ||||||
|
| |||||||
Total Netherlands |
| 337,703 | ||||||
New Zealand – 3.7% |
| |||||||
Abano Healthcare Group Ltd. | 2,046 | 12,190 | ||||||
Air New Zealand Ltd. | 31,981 | 68,748 | ||||||
Chorus Ltd. | 12,529 | 35,458 | ||||||
Contact Energy Ltd. | 16,750 | 66,342 | ||||||
EBOS Group Ltd. | 2,737 | 33,263 | ||||||
Fonterra Co-operative Group Ltd. | 1,387 | 5,109 | ||||||
Freightways Ltd. | 3,829 | 20,273 | ||||||
Genesis Energy Ltd. | 28,020 | 46,289 | ||||||
Infratil Ltd. | 16,702 | 38,221 | ||||||
Kathmandu Holdings Ltd. | 6,650 | 13,102 | ||||||
Kiwi Property Group Ltd. | 43,387 | 39,510 | ||||||
Mainfreight Ltd. | 1,240 | 23,339 | ||||||
Metlifecare Ltd. | 3,306 | 14,012 | ||||||
New Zealand Refining Co., Ltd. (The) | 15,002 | 24,783 | ||||||
NZX Ltd. | 10,590 | 8,102 | ||||||
Oceania Healthcare Ltd. | 11,510 | 8,728 | ||||||
Port of Tauranga Ltd. | 8,566 | 29,578 | ||||||
Restaurant Brands New Zealand Ltd. | 2,255 | 11,909 | ||||||
Skellerup Holdings Ltd. | 5,555 | 7,484 | ||||||
SKY Network Television Ltd. | 17,261 | 30,385 | ||||||
SKYCITY Entertainment Group Ltd. | 17,580 | 48,086 | ||||||
Summerset Group Holdings Ltd. | 1,945 | 10,074 | ||||||
Tegel Group Holdings Ltd. | 16,414 | 13,002 | ||||||
Tourism Holdings Ltd. | 2,584 | 11,634 | ||||||
Trade Me Group Ltd. | 6,943 | 21,906 | ||||||
Trustpower Ltd. | 1,783 | 6,821 | ||||||
|
| |||||||
Total New Zealand |
| 648,348 | ||||||
Norway – 2.6% |
| |||||||
ABG Sundal Collier Holding ASA | 18,539 | 13,579 | ||||||
American Shipping Co. ASA* | 4,675 | 16,892 | ||||||
Atea ASA* | 2,641 | 38,041 | ||||||
Austevoll Seafood ASA | 2,477 | 29,723 | ||||||
Borregaard ASA | 1,362 | 14,706 | ||||||
Entra ASA(a) | 1,851 | 25,254 | ||||||
Evry A/S(a) | 6,381 | 23,096 | ||||||
Grieg Seafood ASA | 2,084 | 21,964 | ||||||
Kongsberg Gruppen ASA | 1,055 | 22,419 | ||||||
Norway Royal Salmon ASA | 1,018 | 22,685 | ||||||
NRC Group ASA | 890 | 6,901 | ||||||
Ocean Yield ASA | 5,891 | 51,390 | ||||||
Sbanken ASA(a) | 1,180 | 12,393 | ||||||
Scatec Solar ASA(a) | 1,343 | 9,079 | ||||||
Selvaag Bolig ASA | 2,644 | 13,560 | ||||||
SpareBank 1 SMN | 2,722 | 28,221 | ||||||
SpareBank 1 SR-Bank ASA | 5,596 | 59,322 | ||||||
Veidekke ASA | 2,383 | 23,946 | ||||||
XXL ASA(a) | 2,350 | 19,030 | ||||||
|
| |||||||
Total Norway |
| 452,201 | ||||||
Portugal – 1.6% |
| |||||||
Altri, SGPS, S.A. | 4,196 | 42,377 | ||||||
CTT-Correios de Portugal S.A. | 6,177 | 21,679 | ||||||
Mota-Engil, SGPS, S.A. | 4,777 | 16,035 | ||||||
NOS, SGPS, S.A. | 14,122 | 77,395 | ||||||
REN – Redes Energeticas Nacionais, SGPS, S.A. | 17,551 | 49,180 | ||||||
Semapa-Sociedade de Investimento e Gestao | 1,089 | 29,180 | ||||||
Sonae Capital, SGPS, S.A. | 10,233 | 10,824 | ||||||
Sonae, SGPS, S.A. | 29,404 | 35,361 | ||||||
|
| |||||||
Total Portugal |
| 282,031 | ||||||
Singapore – 4.5% |
| |||||||
Asian Pay Television Trust | 91,501 | 27,179 | ||||||
Banyan Tree Holdings Ltd. | 37,800 | 14,693 | ||||||
Best World International Ltd. | 9,100 | 8,276 | ||||||
Boustead Singapore Ltd. | 12,085 | 6,913 | ||||||
Bukit Sembawang Estates Ltd. | 4,500 | 19,076 | ||||||
China Aviation Oil Singapore Corp., Ltd. | 15,634 | 16,970 | ||||||
Chip Eng Seng Corp., Ltd. | 14,405 | 8,874 | ||||||
First Resources Ltd. | 24,327 | 27,833 | ||||||
GuocoLand Ltd. | 14,000 | 20,843 | ||||||
Hi-P International Ltd. | 50,200 | 43,812 | ||||||
HRnetgroup Ltd. | 13,800 | 9,008 | ||||||
Hutchison Port Holdings Trust | 331,500 | 92,820 | ||||||
Japfa Ltd. | 19,400 | 9,035 | ||||||
Keppel Infrastructure Trust | 81,161 | 30,952 | ||||||
M1 Ltd. | 31,615 | 37,099 | ||||||
NetLink NBN Trust | 89,700 | 48,682 | ||||||
Oxley Holdings Ltd. | 66,532 | 20,250 | ||||||
Perennial Real Estate Holdings Ltd. | 46,000 | 28,508 | ||||||
Raffles Medical Group Ltd. | 14,400 | 10,667 | ||||||
Riverstone Holdings Ltd. | 16,600 | 12,175 | ||||||
Sheng Siong Group Ltd. | 32,900 | 25,577 | ||||||
SIA Engineering Co., Ltd. | 17,000 | 39,149 | ||||||
Singapore Post Ltd. | 22,000 | 20,330 | ||||||
StarHub Ltd. | 68,000 | 82,787 | ||||||
Tuan Sing Holdings Ltd. | 45,100 | 13,561 | ||||||
UMS Holdings Ltd. | 16,900 | 10,287 | ||||||
United Engineers Ltd. | 10,400 | 21,433 |
See Notes to Financial Statements.
WisdomTree Trust | 55 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
Wheelock Properties Singapore Ltd. | 23,200 | $ | 27,734 | |||||
Yanlord Land Group Ltd. | 35,209 | 41,058 | ||||||
|
| |||||||
Total Singapore |
| 775,581 | ||||||
Spain – 2.7% |
| |||||||
Almirall S.A. | 1,211 | 16,232 | ||||||
Applus Services S.A. | 943 | 12,584 | ||||||
Atresmedia Corp. de Medios de Comunicacion S.A. | 5,249 | 44,156 | ||||||
Bolsas y Mercados Espanoles SHMSF S.A. | 1,677 | 55,372 | ||||||
Construcciones y Auxiliar de Ferrocarriles S.A. | 309 | 14,828 | ||||||
Distribuidora Internacional de Alimentacion S.A. | 23,480 | 68,398 | ||||||
Ence Energia y Celulosa S.A. | 2,714 | 24,082 | ||||||
Euskaltel S.A.(a) | 3,685 | 33,408 | ||||||
Faes Farma S.A. | 4,276 | 18,123 | ||||||
Fluidra S.A. | 770 | 12,335 | ||||||
Lar Espana Real Estate Socimi S.A. | 2,295 | 25,616 | ||||||
NH Hotel Group S.A.* | 1,928 | 14,249 | ||||||
Obrascon Huarte Lain S.A. | 15,778 | 50,494 | ||||||
Papeles y Cartones de Europa S.A. | 1,223 | 24,217 | ||||||
Tecnicas Reunidas S.A. | 1,453 | 46,805 | ||||||
|
| |||||||
Total Spain |
| 460,899 | ||||||
Sweden – 5.7% |
| |||||||
Acando AB | 2,510 | 8,810 | ||||||
AddTech AB Class B | 723 | 16,018 | ||||||
AF AB Class B | 884 | 20,237 | ||||||
Ahlsell AB(a) | 5,989 | 35,381 | ||||||
Ahlstrom-Munksjo Oyj | 1,535 | 27,743 | ||||||
Ambea AB(a) | 1,931 | 15,541 | ||||||
Atrium Ljungberg AB Class B | 2,060 | 33,297 | ||||||
Avanza Bank Holding AB | 276 | 14,192 | ||||||
Beijer Ref AB | 672 | 12,199 | ||||||
Bilia AB Class A | 2,579 | 20,166 | ||||||
Bonava AB Class B | 2,133 | 25,059 | ||||||
Bravida Holding AB(a) | 1,902 | 15,127 | ||||||
Clas Ohlson AB Class B | 2,504 | 19,957 | ||||||
Cloetta AB Class B | 3,332 | 10,123 | ||||||
Duni AB | 918 | 13,155 | ||||||
Dustin Group AB(a) | 1,921 | 17,329 | ||||||
Evolution Gaming Group AB(a) | 290 | 18,056 | ||||||
Fagerhult AB | 1,625 | 13,932 | ||||||
Getinge AB Class B | 2,645 | 24,097 | ||||||
Granges AB | 1,070 | 14,030 | ||||||
Hemfosa Fastigheter AB | 1,818 | 21,297 | ||||||
HIQ International AB* | 1,292 | 8,956 | ||||||
Holmen AB | 1,001 | 22,776 | ||||||
JM AB | 2,368 | 42,352 | ||||||
KappAhl AB | 3,542 | 12,735 | ||||||
KNOW IT AB | 331 | 6,379 | ||||||
Kungsleden AB | 3,377 | 23,329 | ||||||
Loomis AB Class B | 608 | 21,164 | ||||||
Mekonomen AB | 1,146 | 15,859 | ||||||
Modern Times Group MTG AB Class B | 908 | 38,041 | ||||||
Mycronic AB | 1,292 | 14,471 | ||||||
NCC AB Class B | 2,158 | 35,931 | ||||||
NetEnt AB* | 3,939 | 21,091 | ||||||
Nobia AB | 3,153 | 24,301 | ||||||
Nobina AB(a) | 1,841 | 14,117 | ||||||
Nolato AB Class B | 293 | 23,680 | ||||||
Nordic Waterproofing Holding A/S(a) | 601 | 5,549 | ||||||
NP3 Fastigheter AB | 1,957 | 12,272 | ||||||
Paradox Interactive AB | 660 | 13,722 | ||||||
Peab AB | 6,272 | 47,429 | ||||||
Platzer Fastigheter Holding AB Class B | 1,307 | 8,547 | ||||||
Ratos AB Class B | 6,960 | 23,309 | ||||||
Resurs Holding AB(a) | 3,826 | 24,634 | ||||||
Scandi Standard AB | 1,453 | 9,307 | ||||||
SkiStar AB | 581 | 12,119 | ||||||
Sweco AB Class B | 1,320 | 31,163 | ||||||
Thule Group AB(a) | 835 | 20,796 | ||||||
Wallenstam AB Class B | 3,696 | 33,279 | ||||||
Wihlborgs Fastigheter AB | 2,031 | 23,529 | ||||||
|
| |||||||
Total Sweden |
| 986,583 | ||||||
Switzerland – 1.8% |
| |||||||
Autoneum Holding AG | 86 | 20,094 | ||||||
Bobst Group S.A. Registered Shares | 212 | 21,692 | ||||||
Cembra Money Bank AG | 555 | 43,625 | ||||||
Comet Holding AG* | 125 | 13,470 | ||||||
EFG International AG* | 2,871 | 21,512 | ||||||
Galenica AG*(a) | 404 | 21,442 | ||||||
GAM Holding AG* | 2,573 | 35,500 | ||||||
Huber + Suhner AG Registered Shares | 185 | 11,272 | ||||||
Implenia AG Registered Shares | 214 | 16,293 | ||||||
Mobilezone Holding AG Registered Shares | 1,156 | 11,665 | ||||||
Oriflame Holding AG | 844 | 27,247 | ||||||
Panalpina Welttransport Holding AG Registered Shares | 296 | 40,244 | ||||||
u-blox Holding AG* | 53 | 10,510 | ||||||
Ypsomed Holding AG* | 99 | 14,407 | ||||||
|
| |||||||
Total Switzerland |
| 308,973 | ||||||
United Kingdom – 15.7% |
| |||||||
A.G. Barr PLC | 1,132 | 10,267 | ||||||
Aggreko PLC | 4,368 | 38,984 | ||||||
Ascential PLC | 3,786 | 22,623 | ||||||
Balfour Beatty PLC | 4,855 | 18,185 | ||||||
BCA Marketplace PLC | 12,788 | 37,143 | ||||||
Biffa PLC(a) | 3,853 | 12,666 | ||||||
Big Yellow Group PLC | 2,025 | 25,492 | ||||||
Bodycote PLC | 2,088 | 27,002 | ||||||
Bovis Homes Group PLC | 2,046 | 30,943 | ||||||
Brewin Dolphin Holdings PLC | 2,575 | 12,076 | ||||||
Britvic PLC | 3,409 | 35,061 | ||||||
Card Factory PLC | 16,590 | 43,149 | ||||||
CareTech Holdings PLC | 2,456 | 12,549 | ||||||
Central Asia Metals PLC | 5,001 | 16,638 | ||||||
Chemring Group PLC | 3,832 | 11,257 | ||||||
Chesnara PLC | 3,270 | 15,628 | ||||||
Civitas Social Housing PLC | 11,582 | 16,362 |
See Notes to Financial Statements.
56 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
Close Brothers Group PLC | 2,841 | $ | 55,737 | |||||
CMC Markets PLC(a) | 8,244 | 21,703 | ||||||
Coats Group PLC | 12,893 | 13,226 | ||||||
Computacenter PLC | 944 | 18,022 | ||||||
Concentric AB | 665 | 11,433 | ||||||
ContourGlobal PLC(a) | 4,981 | 15,520 | ||||||
Costain Group PLC | 1,586 | 9,213 | ||||||
Countryside Properties PLC(a) | 5,143 | 23,358 | ||||||
Cranswick PLC | 368 | 16,402 | ||||||
Crest Nicholson Holdings PLC | 7,742 | 39,843 | ||||||
Dairy Crest Group PLC | 1,262 | 8,181 | ||||||
Debenhams PLC | 156,721 | 30,892 | ||||||
Devro PLC | 2,704 | 7,097 | ||||||
Dignity PLC | 685 | 9,098 | ||||||
Diploma PLC | 1,194 | 20,666 | ||||||
DiscoverIE Group PLC | 2,494 | 14,389 | ||||||
Dixons Carphone PLC | 26,248 | 64,664 | ||||||
Domino’s Pizza Group PLC | 5,608 | 25,684 | ||||||
Drax Group PLC | 6,868 | 29,723 | ||||||
Dunelm Group PLC | 4,559 | 30,396 | ||||||
Eco Animal Health Group PLC | 1,218 | 8,603 | ||||||
Elementis PLC | 7,051 | 23,533 | ||||||
Epwin Group PLC | 5,814 | 5,945 | ||||||
Equiniti Group PLC(a) | 2,797 | 9,121 | ||||||
Eurocell PLC | 2,354 | 8,205 | ||||||
Euromoney Institutional Investor PLC | 1,293 | 22,909 | ||||||
FDM Group Holdings PLC | 797 | 10,301 | ||||||
Fidessa Group PLC | 621 | 31,688 | ||||||
First Derivatives PLC | 111 | 6,814 | ||||||
Forterra PLC(a) | 2,302 | 9,315 | ||||||
Galliford Try PLC | 3,056 | 35,243 | ||||||
Games Workshop Group PLC | 648 | 25,666 | ||||||
Gamma Communications PLC | 1,226 | 12,204 | ||||||
Genus PLC | 323 | 11,241 | ||||||
Go-Ahead Group PLC (The) | 1,061 | 22,245 | ||||||
Greene King PLC | 6,962 | 52,907 | ||||||
Halfords Group PLC | 4,716 | 21,605 | ||||||
Hastings Group Holdings PLC(a) | 12,479 | 41,946 | ||||||
Headlam Group PLC | 2,026 | 13,053 | ||||||
Helical PLC | 3,198 | 14,313 | ||||||
Hill & Smith Holdings PLC | 960 | 18,745 | ||||||
Hilton Food Group PLC | 1,273 | 16,706 | ||||||
Hogg Robinson Group PLC | 5,428 | 8,564 | ||||||
Ibstock PLC(a) | 6,073 | 23,990 | ||||||
Inmarsat PLC | 9,272 | 67,328 | ||||||
iomart Group PLC | 2,069 | 10,244 | ||||||
ITE Group PLC | 7,839 | 8,280 | ||||||
J D Wetherspoon PLC | 979 | 16,286 | ||||||
James Fisher & Sons PLC | 577 | 13,316 | ||||||
John Laing Group PLC(a) | 3,220 | 11,716 | ||||||
Johnson Service Group PLC | 7,654 | 13,925 | ||||||
Jupiter Fund Management PLC | 12,808 | 75,418 | ||||||
Just Group PLC | 10,714 | 19,096 | ||||||
Kainos Group PLC | 2,410 | 12,727 | ||||||
Kcom Group PLC | 17,296 | 22,104 | ||||||
Keller Group PLC | 1,375 | 18,408 | ||||||
Kier Group PLC | 3,073 | 38,948 | ||||||
Lookers PLC | 10,958 | 15,683 | ||||||
M&C Saatchi PLC | 1,851 | 8,675 | ||||||
Majestic Wine PLC | 1,279 | 8,105 | ||||||
Marshalls PLC | 3,058 | 16,472 | ||||||
Marston’s PLC | 23,230 | 30,516 | ||||||
MJ Gleeson PLC | 1,384 | 14,508 | ||||||
Morgan Advanced Materials PLC | 5,334 | 23,000 | ||||||
Morgan Sindall Group PLC | 704 | 13,366 | ||||||
N Brown Group PLC | 10,646 | 23,796 | ||||||
National Express Group PLC | 7,717 | 40,917 | ||||||
Northgate PLC | 2,489 | 13,368 | ||||||
Numis Corp. PLC | 2,800 | 15,304 | ||||||
On the Beach Group PLC(a) | 827 | 5,481 | ||||||
OneSavings Bank PLC | 3,156 | 17,109 | ||||||
Oxford Instruments PLC | 567 | 7,486 | ||||||
Pagegroup PLC | 7,676 | 57,106 | ||||||
PayPoint PLC | 1,622 | 20,023 | ||||||
Pendragon PLC | 45,129 | 14,568 | ||||||
Pets at Home Group PLC | 15,208 | 26,002 | ||||||
Photo-Me International PLC | 12,681 | 17,077 | ||||||
Polar Capital Holdings PLC | 2,535 | 24,164 | ||||||
PRS REIT PLC (The) | 11,149 | 15,382 | ||||||
PZ Cussons PLC | 3,330 | 9,910 | ||||||
QinetiQ Group PLC | 7,259 | 25,847 | ||||||
Redde PLC | 8,151 | 18,940 | ||||||
Renewi PLC | 20,112 | 20,711 | ||||||
Restaurant Group PLC (The) | 4,925 | 18,297 | ||||||
RPS Group PLC | 4,192 | 14,141 | ||||||
Safestore Holdings PLC | 3,289 | 23,861 | ||||||
Saga PLC | 31,738 | 52,629 | ||||||
Savills PLC | 1,272 | 14,610 | ||||||
Senior PLC | 4,417 | 17,716 | ||||||
SIG PLC | 9,510 | 17,540 | ||||||
Softcat PLC | 2,212 | 22,370 | ||||||
Spire Healthcare Group PLC(a) | 3,590 | 11,878 | ||||||
Spirent Communications PLC | 9,480 | 14,494 | ||||||
St. Modwen Properties PLC | 2,928 | 16,251 | ||||||
Staffline Group PLC | 640 | 7,917 | ||||||
Stagecoach Group PLC | 22,256 | 41,607 | ||||||
Superdry PLC | 1,188 | 17,598 | ||||||
Synthomer PLC | 3,735 | 25,987 | ||||||
TBC Bank Group PLC | 605 | 13,946 | ||||||
Telecom Plus PLC | 1,703 | 25,317 | ||||||
TI Fluid Systems PLC(a) | 3,426 | 11,217 | ||||||
Trifast PLC | 3,060 | 9,979 | ||||||
TT electronics PLC | 3,493 | 11,183 | ||||||
Ultra Electronics Holdings PLC | 1,023 | 22,285 | ||||||
Vedanta Resources PLC | 8,201 | 70,031 | ||||||
Vesuvius PLC | 3,757 | 29,662 | ||||||
Virgin Money Holdings UK PLC | 2,105 | 10,197 | ||||||
Volution Group PLC | 4,203 | 10,904 |
See Notes to Financial Statements.
WisdomTree Trust | 57 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
Investments | Shares | Value | ||||||
WH Smith PLC | 1,011 | $ | 26,682 | |||||
Wincanton PLC | 2,018 | 6,927 | ||||||
Xaar PLC | 2,177 | 6,884 | ||||||
XPS Pensions Group PLC | 4,063 | 9,870 | ||||||
|
| |||||||
Total United Kingdom |
| 2,719,426 | ||||||
TOTAL COMMON STOCKS (Cost: $17,082,343) |
| 17,283,637 | ||||||
RIGHTS – 0.0% |
| |||||||
United Kingdom – 0.0% |
| |||||||
ITE Group PLC, expiring 7/10/18* (Cost: $5,421) | 13,718 | 4,329 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.8% (Cost: $17,087,764) |
| 17,287,966 | ||||||
Other Assets less Liabilities – 0.2% |
| 39,128 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 17,327,094 |
* | Non-income producing security. |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
CVA – Certificaten Van Aandelen (Certificate of Stock)
RSP – Risparmio Italian Savings Shares
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 531,758 | AUD | 392,878 | USD | $ | 12 | $ | — | |||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 45,824 | CHF | 46,151 | USD | — | (1 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 235,968 | DKK | 36,975 | USD | 2 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 409,228 | EUR | 477,809 | USD | — | (14 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 370,062 | GBP | 488,560 | USD | 15 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 195,062 | ILS | 53,284 | USD | 4 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 1,032,865 | NOK | 126,732 | USD | — | (6 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 112,321 | NZD | 76,045 | USD | 2 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 1,361,281 | SEK | 152,174 | USD | — | (8 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 362,087 | USD | 478,485 | AUD | 8,558 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 42,534 | USD | 41,714 | CHF | 524 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 34,077 | USD | 216,806 | DKK | 103 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 440,361 | USD | 376,416 | EUR | 877 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 450,270 | USD | 337,903 | GBP | 4,153 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 49,108 | USD | 174,783 | ILS | 1,360 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 116,799 | USD | 954,694 | NOK | — | (336 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 70,085 | USD | 99,895 | NZD | 2,451 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 140,248 | USD | 1,235,860 | SEK | 2,101 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 56,107,954 | JPY | 506,603 | USD | 12 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 92,802 | SGD | 68,063 | USD | 2 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 466,899 | USD | 50,613,532 | JPY | 9,894 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 62,728 | USD | 83,872 | SGD | 1,213 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 316,430 | USD | 428,252 | AUD | — | (16 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 27,332 | USD | 174,030 | DKK | — | (2 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 550,129 | USD | 470,154 | EUR | 9 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 480,302 | USD | 363,317 | GBP | — | (18 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 59,497 | USD | 217,360 | ILS | — | (7 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 96,620 | USD | 786,522 | NOK | 4 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 115,896 | USD | 171,185 | NZD | — | (7 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 176,754 | USD | 1,577,680 | SEK | 8 | — |
See Notes to Financial Statements.
58 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 56,653 | USD | 56,107 | CHF | $ | 1 | $ | — | |||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 463,623 | USD | 51,251,575 | JPY | — | (35 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 65,594 | USD | 89,389 | SGD | — | (3 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 362,087 | USD | 478,476 | AUD | 8,565 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 42,534 | USD | 41,707 | CHF | 531 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 34,077 | USD | 216,803 | DKK | 103 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 440,361 | USD | 376,409 | EUR | 884 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 450,270 | USD | 337,888 | GBP | 4,173 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 49,108 | USD | 174,810 | ILS | 1,353 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 116,799 | USD | 954,651 | NOK | — | (330 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 70,085 | USD | 99,891 | NZD | 2,454 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 140,248 | USD | 1,235,810 | SEK | 2,107 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 466,899 | USD | 50,615,073 | JPY | 9,880 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 62,728 | USD | 83,850 | SGD | 1,229 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 362,087 | USD | 478,464 | AUD | 8,574 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 42,534 | USD | 41,707 | CHF | 531 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 34,077 | USD | 216,786 | DKK | 106 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 440,361 | USD | 376,396 | EUR | 899 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 450,270 | USD | 337,882 | GBP | 4,181 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 49,108 | USD | 174,808 | ILS | 1,353 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 116,799 | USD | 954,643 | NOK | — | (329 | ) | ||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 70,085 | USD | 99,887 | NZD | 2,456 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 140,248 | USD | 1,235,753 | SEK | 2,113 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 466,899 | USD | 50,623,990 | JPY | 9,800 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 62,728 | USD | 83,865 | SGD | 1,218 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 531,758 | AUD | 392,878 | USD | 12 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 45,824 | CHF | 46,151 | USD | — | (1 | ) | ||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 235,968 | DKK | 36,975 | USD | 2 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 409,228 | EUR | 477,809 | USD | — | (14 | ) | ||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 370,062 | GBP | 488,560 | USD | 15 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 195,059 | ILS | 53,284 | USD | 3 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 1,032,948 | NOK | 126,732 | USD | 4 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 112,321 | NZD | 76,045 | USD | 2 | — | |||||||||||||||||||||
Citibank N.A. | 7/3/2018 | 1,361,308 | SEK | 152,174 | USD | — | (5 | ) | ||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 56,107,447 | JPY | 506,603 | USD | 8 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 92,806 | SGD | 68,063 | USD | 4 | — | |||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 316,430 | USD | 428,257 | AUD | — | (21 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 27,332 | USD | 174,040 | DKK | — | (3 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 550,129 | USD | 470,162 | EUR | — | — | |||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 480,302 | USD | 363,314 | GBP | — | (14 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 59,497 | USD | 217,342 | ILS | — | (2 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 96,620 | USD | 786,587 | NOK | — | (4 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 115,896 | USD | 171,185 | NZD | — | (6 | ) | ||||||||||||||||||||
Citibank N.A. | 8/2/2018 | 176,754 | USD | 1,577,714 | SEK | 4 | — | |||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 56,653 | USD | 56,107 | CHF | 1 | — | |||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 463,623 | USD | 51,251,343 | JPY | — | (33 | ) | ||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 65,594 | USD | 89,386 | SGD | — | (1 | ) | ||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 275,879 | USD | 364,567 | AUD | 6,519 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 32,410 | USD | 31,780 | CHF | 405 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 25,967 | USD | 165,213 | DKK | 78 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 335,517 | USD | 286,793 | EUR | 672 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 343,065 | USD | 257,443 | GBP | 3,176 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 37,418 | USD | 133,187 | ILS | 1,034 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 88,993 | USD | 727,398 | NOK | — | (254 | ) | ||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 53,402 | USD | 76,117 | NZD | 1,867 | — | |||||||||||||||||||||
Credit Suisse International | 7/3/2018 | 106,858 | USD | 941,624 | SEK | 1,602 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 355,736 | USD | 38,564,557 | JPY | 7,525 | — | |||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 47,796 | USD | 63,887 | SGD | 939 | — |
See Notes to Financial Statements.
WisdomTree Trust | 59 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 531,756 | AUD | 392,878 | USD | $ | 9 | $ | — | |||||||||||||||||||
Goldman Sachs | 7/3/2018 | 45,825 | CHF | 46,151 | USD | — | (1 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 235,962 | DKK | 36,975 | USD | 1 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 409,231 | EUR | 477,809 | USD | — | (12 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 370,060 | GBP | 488,560 | USD | 12 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 195,054 | ILS | 53,284 | USD | 1 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 1,032,891 | NOK | 126,732 | USD | — | (3 | ) | ||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 112,321 | NZD | 76,045 | USD | 2 | — | |||||||||||||||||||||
Goldman Sachs | 7/3/2018 | 1,361,315 | SEK | 152,174 | USD | — | (4 | ) | ||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 56,107,751 | JPY | 506,603 | USD | 11 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 92,804 | SGD | 68,063 | USD | 3 | — | |||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 316,430 | USD | 428,249 | AUD | — | (15 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 27,332 | USD | 174,029 | DKK | — | (2 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 550,129 | USD | 470,155 | EUR | 8 | — | |||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 480,302 | USD | 363,318 | GBP | — | (19 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 59,497 | USD | 217,351 | ILS | — | (5 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 96,620 | USD | 786,545 | NOK | 1 | — | |||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 115,896 | USD | 171,180 | NZD | — | (3 | ) | ||||||||||||||||||||
Goldman Sachs | 8/2/2018 | 176,754 | USD | 1,577,718 | SEK | 4 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 56,653 | USD | 56,107 | CHF | 1 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 463,623 | USD | 51,249,396 | JPY | — | (15 | ) | ||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 65,594 | USD | 89,389 | SGD | — | (3 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 34,866 | AUD | 25,799 | USD | — | (38 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 405,148 | AUD | 299,339 | USD | 5 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 2,994 | CHF | 3,031 | USD | — | (16 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 34,918 | CHF | 35,166 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 15,474 | DKK | 2,428 | USD | — | (3 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 179,801 | DKK | 28,175 | USD | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 26,836 | EUR | 31,376 | USD | — | (44 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 311,798 | EUR | 364,045 | USD | — | (5 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 24,175 | GBP | 32,082 | USD | — | (165 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 281,940 | GBP | 372,237 | USD | — | (5 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 12,665 | ILS | 3,499 | USD | — | (39 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 148,621 | ILS | 40,600 | USD | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 67,591 | NOK | 8,322 | USD | — | (29 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 786,974 | NOK | 96,558 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 7,248 | NZD | 4,994 | USD | — | (87 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 85,581 | NZD | 57,942 | USD | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 88,703 | SEK | 9,993 | USD | — | (78 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 1,037,269 | SEK | 115,946 | USD | 2 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 362,087 | USD | 478,465 | AUD | 8,573 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 42,534 | USD | 41,705 | CHF | 533 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 34,077 | USD | 216,808 | DKK | 102 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 440,361 | USD | 376,394 | EUR | 902 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 450,270 | USD | 337,880 | GBP | 4,183 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 49,108 | USD | 174,815 | ILS | 1,351 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 116,799 | USD | 954,609 | NOK | — | (325 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 70,085 | USD | 99,890 | NZD | 2,455 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 140,248 | USD | 1,235,708 | SEK | 2,118 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 3,646,163 | JPY | 33,267 | USD | — | (345 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 42,747,447 | JPY | 385,986 | USD | — | (7 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 6,090 | SGD | 4,469 | USD | — | (2 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 70,704 | SGD | 51,858 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 466,899 | USD | 50,615,493 | JPY | 9,877 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 62,728 | USD | 83,847 | SGD | 1,231 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 241,091 | USD | 326,284 | AUD | — | (9 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 20,828 | USD | 132,615 | DKK | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 419,147 | USD | 358,216 | EUR | 4 | — |
See Notes to Financial Statements.
60 | WisdomTree Trust |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 365,945 | USD | 276,800 | GBP | $ | 5 | $ | — | |||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 45,335 | USD | 165,642 | ILS | — | (11 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 73,616 | USD | 599,278 | NOK | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 88,305 | USD | 130,427 | NZD | — | (2 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 134,671 | USD | 1,202,125 | SEK | — | (2 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 43,166 | USD | 42,750 | CHF | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 353,239 | USD | 39,045,661 | JPY | 4 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 49,977 | USD | 68,100 | SGD | 3 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 531,753 | AUD | 392,878 | USD | 8 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 45,825 | CHF | 46,151 | USD | — | (1 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 235,961 | DKK | 36,975 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 409,233 | EUR | 477,809 | USD | — | (9 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 370,058 | GBP | 488,560 | USD | 10 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 195,053 | ILS | 53,284 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 1,032,896 | NOK | 126,732 | USD | — | (3 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 112,320 | NZD | 76,045 | USD | 2 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 1,361,321 | SEK | 152,174 | USD | — | (3 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 172,423 | USD | 225,488 | AUD | 5,821 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 20,255 | USD | 19,960 | CHF | 153 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 16,228 | USD | 103,052 | DKK | 80 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 209,696 | USD | 178,906 | EUR | 814 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 214,414 | USD | 160,602 | GBP | 2,380 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 23,385 | USD | 83,274 | ILS | 636 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 55,619 | USD | 451,498 | NOK | 223 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 33,374 | USD | 47,461 | NZD | 1,241 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 66,785 | USD | 584,280 | SEK | 1,473 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 56,105,319 | JPY | 506,603 | USD | — | (11 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 92,800 | SGD | 68,063 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 222,333 | USD | 24,326,587 | JPY | 2,681 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 29,871 | USD | 39,893 | SGD | 612 | — | |||||||||||||||||||||
UBS AG | 8/2/2018 | 316,430 | USD | 428,253 | AUD | — | (18 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 27,332 | USD | 174,035 | DKK | — | (2 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 550,129 | USD | 470,165 | EUR | — | (4 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 480,302 | USD | 363,316 | GBP | — | (17 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 59,497 | USD | 217,352 | ILS | — | (5 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 96,620 | USD | 786,550 | NOK | 1 | — | |||||||||||||||||||||
UBS AG | 8/2/2018 | 115,896 | USD | 171,179 | NZD | — | (2 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 176,754 | USD | 1,577,781 | SEK | — | (3 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 56,653 | USD | 56,108 | CHF | 1 | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 463,623 | USD | 51,247,773 | JPY | — | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 65,594 | USD | 89,385 | SGD | — | — | |||||||||||||||||||||
$ | 165,230 | $ | (2,846 | ) |
CURRENCY LEGEND |
AUD – Australian dollar
CHF – Swiss franc
DKK – Danish krone
EUR – Euro
GBP – British pound
ILS – Israeli New shekel
JPY – Japanese yen
NOK – Norwegian krone
NZD – New Zealand dollar
SEK – Swedish krona
SGD – Singapore dollar
USD – U.S. dollar
See Notes to Financial Statements.
WisdomTree Trust | 61 |
Table of Contents
WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.3% |
| |||||||
Japan – 99.3% |
| |||||||
Air Freight & Logistics – 0.2% |
| |||||||
Kintetsu World Express, Inc. | 100 | $ | 2,064 | |||||
Yamato Holdings Co., Ltd. | 100 | 2,947 | ||||||
|
| |||||||
Total Air Freight & Logistics |
| 5,011 | ||||||
Airlines – 0.5% |
| |||||||
ANA Holdings, Inc. | 200 | 7,347 | ||||||
Japan Airlines Co., Ltd. | 200 | 7,093 | ||||||
|
| |||||||
Total Airlines |
| 14,440 | ||||||
Auto Components – 3.8% |
| |||||||
Aisan Industry Co., Ltd. | 400 | 3,373 | ||||||
Aisin Seiki Co., Ltd. | 200 | 9,118 | ||||||
Bridgestone Corp. | 700 | 27,383 | ||||||
Daido Metal Co., Ltd. | 200 | 2,039 | ||||||
Denso Corp. | 500 | 24,430 | ||||||
Eagle Industry Co., Ltd. | 200 | 3,218 | ||||||
Futaba Industrial Co., Ltd. | 200 | 1,257 | ||||||
G-Tekt Corp. | 100 | 1,694 | ||||||
NGK Spark Plug Co., Ltd. | 100 | 2,853 | ||||||
NOK Corp. | 200 | 3,871 | ||||||
Stanley Electric Co., Ltd. | 100 | 3,413 | ||||||
Sumitomo Electric Industries Ltd. | 500 | 7,448 | ||||||
Sumitomo Rubber Industries Ltd. | 300 | 4,767 | ||||||
Tokai Rika Co., Ltd. | 100 | 1,899 | ||||||
Toyoda Gosei Co., Ltd. | 100 | 2,536 | ||||||
Toyota Boshoku Corp. | 100 | 1,841 | ||||||
TS Tech Co., Ltd. | 100 | 4,175 | ||||||
Yokohama Rubber Co., Ltd. (The) | 100 | 2,079 | ||||||
|
| |||||||
Total Auto Components |
| 107,394 | ||||||
Automobiles – 10.4% |
| |||||||
Honda Motor Co., Ltd. | 1,400 | 41,116 | ||||||
Isuzu Motors Ltd. | 600 | 7,971 | ||||||
Mazda Motor Corp. | 500 | 6,139 | ||||||
Mitsubishi Motors Corp. | 600 | 4,783 | ||||||
Nissan Motor Co., Ltd. | 5,300 | 51,581 | ||||||
Subaru Corp. | 700 | 20,381 | ||||||
Suzuki Motor Corp. | 200 | 11,047 | ||||||
Toyota Motor Corp. | 2,230 | 144,351 | ||||||
Yamaha Motor Co., Ltd. | 300 | 7,546 | ||||||
|
| |||||||
Total Automobiles |
| 294,915 | ||||||
Banks – 8.1% |
| |||||||
Aozora Bank Ltd. | 200 | 7,611 | ||||||
Chiba Bank Ltd. (The) | 300 | 2,121 | ||||||
Chugoku Bank Ltd. (The) | 100 | 1,012 | ||||||
Concordia Financial Group Ltd. | 1,000 | 5,092 | ||||||
Ehime Bank Ltd. (The) | 100 | 1,162 | ||||||
FIDEA Holdings Co., Ltd. | 1,100 | 1,708 | ||||||
Fukui Bank Ltd. (The) | 100 | 2,188 | ||||||
Fukuoka Financial Group, Inc. | 1,000 | 5,029 | ||||||
Gunma Bank Ltd. (The) | 500 | 2,627 | ||||||
Hachijuni Bank Ltd. (The) | 700 | 2,996 | ||||||
Hokuhoku Financial Group, Inc. | 200 | 2,663 | ||||||
Iyo Bank Ltd. (The) | 400 | 2,644 | ||||||
Kyushu Financial Group, Inc. | 600 | 2,898 | ||||||
Mebuki Financial Group, Inc. | 1,270 | 4,265 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 10,200 | 58,116 | ||||||
Mizuho Financial Group, Inc. | 22,200 | 37,379 | ||||||
Musashino Bank Ltd. (The) | 100 | 2,970 | ||||||
Nishi-Nippon Financial Holdings, Inc. | 200 | 2,338 | ||||||
North Pacific Bank Ltd. | 1,300 | 4,354 | ||||||
Oita Bank Ltd. (The) | 100 | 3,399 | ||||||
Resona Holdings, Inc. | 2,100 | 11,235 | ||||||
Senshu Ikeda Holdings, Inc. | 700 | 2,364 | ||||||
Seven Bank Ltd. | 400 | 1,224 | ||||||
Shizuoka Bank Ltd. (The) | 200 | 1,807 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 1,200 | 46,650 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 300 | 11,898 | ||||||
|
| |||||||
Total Banks |
| 227,750 | ||||||
Beverages – 1.3% |
| |||||||
Asahi Group Holdings Ltd. | 200 | 10,242 | ||||||
Coca-Cola Bottlers Japan Holdings, Inc. | 150 | 5,992 | ||||||
Kirin Holdings Co., Ltd. | 500 | 13,375 | ||||||
Suntory Beverage & Food Ltd. | 200 | 8,541 | ||||||
|
| |||||||
Total Beverages |
| 38,150 | ||||||
Building Products – 1.4% |
| |||||||
Aica Kogyo Co., Ltd. | 200 | 7,024 | ||||||
Asahi Glass Co., Ltd. | 200 | 7,791 | ||||||
Daikin Industries Ltd. | 100 | 11,980 | ||||||
LIXIL Group Corp. | 200 | 4,001 | ||||||
Sanwa Holdings Corp. | 400 | 4,240 | ||||||
TOTO Ltd. | 100 | �� | 4,641 | |||||
|
| |||||||
Total Building Products |
| 39,677 | ||||||
Capital Markets – 2.3% |
| |||||||
Daiwa Securities Group, Inc. | 1,700 | 9,873 | ||||||
Ichigo, Inc. | 1,100 | 5,164 | ||||||
Ichiyoshi Securities Co., Ltd. | 300 | 3,250 | ||||||
IwaiCosmo Holdings, Inc. | 200 | 2,589 | ||||||
Japan Exchange Group, Inc. | 500 | 9,295 | ||||||
kabu.com Securities Co., Ltd. | 600 | 1,945 | ||||||
Kyokuto Securities Co., Ltd. | 100 | 1,308 | ||||||
Matsui Securities Co., Ltd. | 300 | 2,868 | ||||||
Nomura Holdings, Inc. | 2,900 | 14,091 | ||||||
Okasan Securities Group, Inc. | 1,000 | 4,921 | ||||||
SBI Holdings, Inc. | 200 | 5,153 | ||||||
Tokai Tokyo Financial Holdings, Inc. | 600 | 3,835 | ||||||
|
| |||||||
Total Capital Markets |
| 64,292 | ||||||
Chemicals – 4.4% |
| |||||||
Asahi Kasei Corp. | 1,000 | 12,712 | ||||||
Daicel Corp. | 100 | 1,107 | ||||||
DIC Corp. | 100 | 3,124 | ||||||
Hitachi Chemical Co., Ltd. | 200 | 4,036 | ||||||
JSR Corp. | 200 | 3,405 | ||||||
Kansai Paint Co., Ltd. | 100 | 2,078 |
See Notes to Financial Statements.
62 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)
June 30, 2018
Investments | Shares | Value | ||||||
Kuraray Co., Ltd. | 300 | $ | 4,133 | |||||
Mitsubishi Chemical Holdings Corp. | 1,000 | 8,373 | ||||||
Mitsubishi Gas Chemical Co., Inc. | 200 | 4,532 | ||||||
Mitsui Chemicals, Inc. | 200 | 5,327 | ||||||
Nihon Parkerizing Co., Ltd. | 300 | 4,323 | ||||||
Nippon Kayaku Co., Ltd. | 300 | 3,356 | ||||||
Nippon Paint Holdings Co., Ltd. | 100 | 4,306 | ||||||
Nippon Valqua Industries Ltd. | 100 | 2,848 | ||||||
Nissan Chemical Industries Ltd. | 100 | 4,668 | ||||||
Nitto Denko Corp. | 100 | 7,568 | ||||||
Shin-Etsu Chemical Co., Ltd. | 200 | 17,827 | ||||||
Showa Denko K.K. | 100 | 4,442 | ||||||
Sumitomo Chemical Co., Ltd. | 1,000 | 5,670 | ||||||
Taiyo Nippon Sanso Corp. | 200 | 2,867 | ||||||
Teijin Ltd. | 100 | 1,834 | ||||||
Toagosei Co., Ltd. | 300 | 3,467 | ||||||
Toray Industries, Inc. | 500 | 3,945 | ||||||
Tosoh Corp. | 200 | 3,100 | ||||||
Toyobo Co., Ltd. | 100 | 1,664 | ||||||
Ube Industries Ltd. | 100 | 2,599 | ||||||
|
| |||||||
Total Chemicals |
| 123,311 | ||||||
Commercial Services & Supplies – 0.8% |
| |||||||
Dai Nippon Printing Co., Ltd. | 200 | 4,476 | ||||||
Kokuyo Co., Ltd. | 200 | 3,552 | ||||||
Okamura Corp. | 200 | 2,943 | ||||||
Park24 Co., Ltd. | 100 | 2,722 | ||||||
Secom Co., Ltd. | 100 | 7,680 | ||||||
|
| |||||||
Total Commercial Services & Supplies |
| 21,373 | ||||||
Construction & Engineering – 1.4% |
| |||||||
COMSYS Holdings Corp. | 200 | 5,307 | ||||||
Kajima Corp. | 1,000 | 7,746 | ||||||
Kyowa Exeo Corp. | 200 | 5,252 | ||||||
Obayashi Corp. | 500 | 5,205 | ||||||
Okumura Corp. | 100 | 3,264 | ||||||
Raito Kogyo Co., Ltd. | 200 | 2,091 | ||||||
Shimizu Corp. | 300 | 3,112 | ||||||
Taikisha Ltd. | 100 | 3,038 | ||||||
Taisei Corp. | 100 | 5,516 | ||||||
|
| |||||||
Total Construction & Engineering |
| 40,531 | ||||||
Construction Materials – 0.2% |
| |||||||
Geostr Corp. | 500 | 2,830 | ||||||
Taiheiyo Cement Corp. | 100 | 3,291 | ||||||
|
| |||||||
Total Construction Materials |
| 6,121 | ||||||
Distributors – 0.3% |
| |||||||
Canon Marketing Japan, Inc. | 100 | 2,084 | ||||||
Paltac Corp. | 100 | 5,760 | ||||||
|
| |||||||
Total Distributors |
| 7,844 | ||||||
Diversified Consumer Services – 0.2% |
| |||||||
Benesse Holdings, Inc. | 100 | 3,548 | ||||||
Meiko Network Japan Co., Ltd. | 200 | 2,304 | ||||||
|
| |||||||
Total Diversified Consumer Services |
| 5,852 | ||||||
Diversified Telecommunication Services – 2.6% |
| |||||||
Nippon Telegraph & Telephone Corp. | 1,600 | 72,745 | ||||||
Electric Utilities – 0.7% |
| |||||||
Chubu Electric Power Co., Inc. | 300 | 4,499 | ||||||
Chugoku Electric Power Co., Inc. (The) | 200 | 2,585 | ||||||
Kansai Electric Power Co., Inc. (The) | 300 | 4,377 | ||||||
Kyushu Electric Power Co., Inc. | 100 | 1,116 | ||||||
Shikoku Electric Power Co., Inc. | 200 | 2,676 | ||||||
Tohoku Electric Power Co., Inc. | 500 | 6,107 | ||||||
|
| |||||||
Total Electric Utilities |
| 21,360 | ||||||
Electrical Equipment – 1.8% |
| |||||||
Helios Techno Holding Co., Ltd. | 500 | 3,151 | ||||||
Idec Corp. | 100 | 2,343 | ||||||
Mabuchi Motor Co., Ltd. | 100 | 4,758 | ||||||
Mitsubishi Electric Corp. | 1,300 | 17,306 | ||||||
Nidec Corp. | 100 | 15,009 | ||||||
Nissin Electric Co., Ltd. | 200 | 1,843 | ||||||
Nitto Kogyo Corp. | 300 | 5,996 | ||||||
|
| |||||||
Total Electrical Equipment |
| 50,406 | ||||||
Electronic Equipment, Instruments & Components – 3.1% |
| |||||||
Alps Electric Co., Ltd. | 100 | 2,569 | ||||||
Amano Corp. | 100 | 2,364 | ||||||
Azbil Corp. | 100 | 4,361 | ||||||
Canon Electronics, Inc. | 200 | 4,030 | ||||||
CMK Corp. | 200 | 1,275 | ||||||
Dexerials Corp. | 200 | 1,997 | ||||||
Hamamatsu Photonics K.K. | 100 | 4,297 | ||||||
Hitachi High-Technologies Corp. | 100 | 4,081 | ||||||
Hitachi Ltd. | 3,000 | 21,169 | ||||||
Macnica Fuji Electronics Holdings, Inc. | 100 | 1,680 | ||||||
Murata Manufacturing Co., Ltd. | 100 | 16,810 | ||||||
Nippon Electric Glass Co., Ltd. | 100 | 2,781 | ||||||
Nohmi Bosai Ltd. | 200 | 4,277 | ||||||
Omron Corp. | 100 | 4,668 | ||||||
Satori Electric Co., Ltd. | 300 | 2,760 | ||||||
Sumida Corp. | 200 | 2,253 | ||||||
Yaskawa Electric Corp. | 100 | 3,534 | ||||||
Yokogawa Electric Corp. | 200 | 3,561 | ||||||
|
| |||||||
Total Electronic Equipment, Instruments & Components |
| 88,467 | ||||||
Energy Equipment & Services – 0.1% |
| |||||||
Shinko Plantech Co., Ltd. | 200 | 2,019 | ||||||
Food & Staples Retailing – 1.7% |
| |||||||
Aeon Co., Ltd. | 400 | 8,559 | ||||||
Arcs Co., Ltd. | 100 | 2,726 | ||||||
Cawachi Ltd. | 100 | 2,047 | ||||||
FamilyMart UNY Holdings Co., Ltd. | 55 | 5,790 | ||||||
Lawson, Inc. | 100 | 6,247 | ||||||
Seven & I Holdings Co., Ltd. | 400 | 17,446 | ||||||
Valor Holdings Co., Ltd. | 200 | 4,563 | ||||||
|
| |||||||
Total Food & Staples Retailing |
| 47,378 | ||||||
Food Products – 0.6% |
| |||||||
Ajinomoto Co., Inc. | 100 | 1,892 |
See Notes to Financial Statements.
WisdomTree Trust | 63 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)
June 30, 2018
Investments | Shares | Value | ||||||
Kewpie Corp. | 100 | $ | 2,522 | |||||
NH Foods Ltd. | 100 | 4,040 | ||||||
Toyo Suisan Kaisha Ltd. | 100 | 3,562 | ||||||
Yamazaki Baking Co., Ltd. | 200 | 5,236 | ||||||
|
| |||||||
Total Food Products |
| 17,252 | ||||||
Gas Utilities – 0.5% |
| |||||||
Osaka Gas Co., Ltd. | 200 | 4,139 | ||||||
Saibu Gas Co., Ltd. | 100 | 2,707 | ||||||
Tokyo Gas Co., Ltd. | 300 | 7,964 | ||||||
|
| |||||||
Total Gas Utilities |
| 14,810 | ||||||
Health Care Equipment & Supplies – 0.9% |
| |||||||
Hoya Corp. | 200 | 11,373 | ||||||
Nihon Kohden Corp. | 100 | 2,785 | ||||||
Nipro Corp. | 200 | 2,311 | ||||||
Olympus Corp. | 100 | 3,747 | ||||||
Terumo Corp. | 100 | 5,733 | ||||||
|
| |||||||
Total Health Care Equipment & Supplies |
| 25,949 | ||||||
Health Care Providers & Services – 0.4% |
| |||||||
Alfresa Holdings Corp. | 100 | 2,352 | ||||||
BML, Inc. | 200 | 5,155 | ||||||
Medipal Holdings Corp. | 200 | 4,023 | ||||||
�� |
|
| ||||||
Total Health Care Providers & Services |
| 11,530 | ||||||
Hotels, Restaurants & Leisure – 0.6% |
| |||||||
Kisoji Co., Ltd. | 100 | 2,537 | ||||||
McDonald’s Holdings Co., Japan Ltd. | 100 | 5,101 | ||||||
Round One Corp. | 100 | 1,574 | ||||||
Skylark Co., Ltd. | 200 | 2,959 | ||||||
Tosho Co., Ltd. | 100 | 3,819 | ||||||
|
| |||||||
Total Hotels, Restaurants & Leisure |
| 15,990 | ||||||
Household Durables – 2.3% |
| |||||||
Casio Computer Co., Ltd. | 200 | 3,254 | ||||||
Foster Electric Co., Ltd. | 100 | 1,436 | ||||||
Haseko Corp. | 200 | 2,764 | ||||||
Iida Group Holdings Co., Ltd. | 200 | 3,859 | ||||||
Nihon House Holdings Co., Ltd. | 500 | 2,537 | ||||||
Nikon Corp. | 300 | 4,775 | ||||||
Panasonic Corp. | 1,200 | 16,180 | ||||||
Sekisui Chemical Co., Ltd. | 400 | 6,818 | ||||||
Sekisui House Ltd. | 600 | 10,617 | ||||||
Sony Corp. | 200 | 10,227 | ||||||
Sumitomo Forestry Co., Ltd. | 100 | 1,514 | ||||||
|
| |||||||
Total Household Durables |
| 63,981 | ||||||
Household Products – 0.4% |
| |||||||
Pigeon Corp. | 100 | 4,866 | ||||||
Unicharm Corp. | 200 | 6,018 | ||||||
|
| |||||||
Total Household Products |
| 10,884 | ||||||
Independent Power & Renewable Electricity Producers – 0.2% |
| |||||||
Electric Power Development Co., Ltd. | 200 | 5,164 | ||||||
Industrial Conglomerates – 0.2% |
| |||||||
Nisshinbo Holdings, Inc. | 100 | 1,074 | ||||||
Seibu Holdings, Inc. | 200 | 3,373 | ||||||
|
| |||||||
Total Industrial Conglomerates |
| 4,447 | ||||||
Insurance – 5.2% |
| |||||||
Dai-ichi Life Holdings, Inc. | 800 | 14,272 | ||||||
Japan Post Holdings Co., Ltd. | 4,700 | 51,470 | ||||||
Japan Post Insurance Co., Ltd. | 500 | 10,283 | ||||||
MS&AD Insurance Group Holdings, Inc. | 500 | 15,546 | ||||||
Sompo Holdings, Inc. | 300 | 12,134 | ||||||
Sony Financial Holdings, Inc. | 400 | 7,641 | ||||||
T&D Holdings, Inc. | 500 | 7,514 | ||||||
Tokio Marine Holdings, Inc. | 600 | 28,130 | ||||||
|
| |||||||
Total Insurance |
| 146,990 | ||||||
Internet & Catalog Retail – 0.1% |
| |||||||
Start Today Co., Ltd. | 100 | 3,625 | ||||||
Internet Software & Services – 0.5% |
| |||||||
COOKPAD, Inc. | 300 | 1,384 | ||||||
GMO Internet, Inc. | 100 | 2,382 | ||||||
Yahoo Japan Corp. | 2,900 | 9,635 | ||||||
|
| |||||||
Total Internet Software & Services |
| 13,401 | ||||||
IT Services – 1.1% |
| |||||||
Fujitsu Ltd. | 1,000 | 6,065 | ||||||
Itochu Techno-Solutions Corp. | 200 | 3,456 | ||||||
Nomura Research Institute Ltd. | 120 | 5,818 | ||||||
NS Solutions Corp. | 100 | 2,522 | ||||||
NTT Data Corp. | 500 | 5,760 | ||||||
Otsuka Corp. | 200 | 7,845 | ||||||
|
| |||||||
Total IT Services |
| 31,466 | ||||||
Leisure Products – 1.0% |
| |||||||
Bandai Namco Holdings, Inc. | 200 | 8,252 | ||||||
Fields Corp. | 200 | 1,889 | ||||||
Heiwa Corp. | 100 | 2,414 | ||||||
Sankyo Co., Ltd. | 100 | 3,914 | ||||||
Sega Sammy Holdings, Inc. | 300 | 5,140 | ||||||
Tomy Co., Ltd. | 200 | 1,661 | ||||||
Yamaha Corp. | 100 | 5,200 | ||||||
|
| |||||||
Total Leisure Products |
| 28,470 | ||||||
Machinery – 5.1% |
| |||||||
Amada Holdings Co., Ltd. | 200 | 1,923 | ||||||
Daifuku Co., Ltd. | 100 | 4,383 | ||||||
DMG Mori Co., Ltd. | 100 | 1,388 | ||||||
Ebara Corp. | 100 | 3,110 | ||||||
FANUC Corp. | 100 | 19,866 | ||||||
Giken Ltd. | 200 | 4,650 | ||||||
Glory Ltd. | 100 | 2,799 | ||||||
Hino Motors Ltd. | 500 | 5,340 | ||||||
Hitachi Construction Machinery Co., Ltd. | 100 | 3,250 | ||||||
JTEKT Corp. | 200 | 2,723 | ||||||
Komatsu Ltd. | 700 | 20,021 | ||||||
Kubota Corp. | 500 | 7,868 | ||||||
Kurita Water Industries Ltd. | 200 | 5,706 | ||||||
Makita Corp. | 100 | 4,482 | ||||||
MINEBEA MITSUMI, Inc. | 100 | 1,692 | ||||||
MISUMI Group, Inc. | 200 | 5,832 | ||||||
Mitsubishi Heavy Industries Ltd. | 200 | 7,278 | ||||||
Miura Co., Ltd. | 200 | 4,863 | ||||||
Morita Holdings Corp. | 200 | 4,037 |
See Notes to Financial Statements.
64 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)
June 30, 2018
Investments | Shares | Value | ||||||
Nabtesco Corp. | 100 | $ | 3,079 | |||||
NGK Insulators Ltd. | 100 | 1,781 | ||||||
Noritake Co., Ltd. | 100 | 5,543 | ||||||
NSK Ltd. | 400 | 4,128 | ||||||
NTN Corp. | 1,000 | 4,099 | ||||||
Sodick Co., Ltd. | 200 | 1,826 | ||||||
Sumitomo Heavy Industries Ltd. | 200 | 6,753 | ||||||
Tadano Ltd. | 200 | 2,457 | ||||||
THK Co., Ltd. | 100 | 2,866 | ||||||
|
| |||||||
Total Machinery |
| 143,743 | ||||||
Marine – 0.1% |
| |||||||
Mitsui OSK Lines Ltd. | 100 | 2,409 | ||||||
Media – 0.9% |
| |||||||
CyberAgent, Inc. | 100 | 6,013 | ||||||
Dentsu, Inc. | 100 | 4,740 | ||||||
Hakuhodo DY Holdings, Inc. | 300 | 4,815 | ||||||
SKY Perfect JSAT Holdings, Inc. | 600 | 2,860 | ||||||
Toho Co., Ltd. | 200 | 6,708 | ||||||
|
| |||||||
Total Media |
| 25,136 | ||||||
Metals & Mining – 1.9% |
| |||||||
Daido Steel Co., Ltd. | 100 | 4,623 | ||||||
Dowa Holdings Co., Ltd. | 100 | 3,083 | ||||||
Godo Steel Ltd. | 200 | 3,786 | ||||||
Hitachi Metals Ltd. | 100 | 1,038 | ||||||
JFE Holdings, Inc. | 500 | 9,462 | ||||||
Kobe Steel Ltd. | 200 | 1,831 | ||||||
Kyoei Steel Ltd. | 100 | 1,892 | ||||||
Mitsubishi Materials Corp. | 100 | 2,749 | ||||||
Nippon Light Metal Holdings Co., Ltd. | 1,500 | 3,372 | ||||||
Nippon Steel & Sumitomo Metal Corp. | 800 | 15,713 | ||||||
OSAKA Titanium Technologies Co., Ltd. | 200 | 2,990 | ||||||
Sumitomo Metal Mining Co., Ltd. | 100 | 3,826 | ||||||
|
| |||||||
Total Metals & Mining |
| 54,365 | ||||||
Multiline Retail – 0.3% |
| |||||||
J. Front Retailing Co., Ltd. | 200 | 3,046 | ||||||
Marui Group Co., Ltd. | 200 | 4,214 | ||||||
|
| |||||||
Total Multiline Retail |
| 7,260 | ||||||
Oil, Gas & Consumable Fuels – 1.0% |
| |||||||
Idemitsu Kosan Co., Ltd. | 100 | 3,566 | ||||||
JXTG Holdings, Inc. | 2,850 | 19,817 | ||||||
Showa Shell Sekiyu K.K. | 400 | 5,970 | ||||||
|
| |||||||
Total Oil, Gas & Consumable Fuels |
| 29,353 | ||||||
Paper & Forest Products – 0.3% |
| |||||||
Hokuetsu Kishu Paper Co., Ltd. | 400 | 2,059 | ||||||
Nippon Paper Industries Co., Ltd. | 100 | 1,596 | ||||||
Oji Holdings Corp. | 1,000 | 6,202 | ||||||
|
| |||||||
Total Paper & Forest Products |
| 9,857 | ||||||
Personal Products – 1.1% |
| |||||||
Fancl Corp. | 100 | 5,011 | ||||||
Kao Corp. | 200 | 15,257 | ||||||
Pola Orbis Holdings, Inc. | 100 | 4,401 | ||||||
Shiseido Co., Ltd. | 100 | 7,943 | ||||||
|
| |||||||
Total Personal Products |
| 32,612 | ||||||
Pharmaceuticals – 5.1% |
| |||||||
Astellas Pharma, Inc. | 1,000 | 15,248 | ||||||
Chugai Pharmaceutical Co., Ltd. | 200 | 10,491 | ||||||
Daiichi Sankyo Co., Ltd. | 500 | 19,126 | ||||||
Eisai Co., Ltd. | 100 | 7,046 | ||||||
Kaken Pharmaceutical Co., Ltd. | 100 | 5,137 | ||||||
KYORIN Holdings, Inc. | 100 | 2,076 | ||||||
Kyowa Hakko Kirin Co., Ltd. | 100 | 2,016 | ||||||
Mitsubishi Tanabe Pharma Corp. | 600 | 10,368 | ||||||
Ono Pharmaceutical Co., Ltd. | 300 | 7,034 | ||||||
Otsuka Holdings Co., Ltd. | 300 | 14,528 | ||||||
Santen Pharmaceutical Co., Ltd. | 200 | 3,487 | ||||||
Shionogi & Co., Ltd. | 100 | 5,138 | ||||||
Sumitomo Dainippon Pharma Co., Ltd. | 200 | 4,234 | ||||||
Takeda Pharmaceutical Co., Ltd. | 900 | 38,010 | ||||||
|
| |||||||
Total Pharmaceuticals |
| 143,939 | ||||||
Professional Services – 0.6% |
| |||||||
Recruit Holdings Co., Ltd. | 400 | 11,072 | ||||||
TechnoPro Holdings, Inc. | 100 | 6,148 | ||||||
|
| |||||||
Total Professional Services |
| 17,220 | ||||||
Real Estate Management & Development – 2.3% |
| |||||||
Aeon Mall Co., Ltd. | 100 | 1,797 | ||||||
Daito Trust Construction Co., Ltd. | 100 | 16,260 | ||||||
Daiwa House Industry Co., Ltd. | 400 | 13,636 | ||||||
Hulic Co., Ltd. | 300 | 3,204 | ||||||
Mitsubishi Estate Co., Ltd. | 300 | 5,246 | ||||||
Mitsui Fudosan Co., Ltd. | 300 | 7,242 | ||||||
Nomura Real Estate Holdings, Inc. | 100 | 2,219 | ||||||
NTT Urban Development Corp. | 300 | 3,223 | ||||||
Prospect Co., Ltd. | 4,000 | 1,806 | ||||||
Sun Frontier Fudousan Co., Ltd. | 100 | 1,184 | ||||||
Tokyo Tatemono Co., Ltd. | 200 | 2,746 | ||||||
Tokyu Fudosan Holdings Corp. | 500 | 3,530 | ||||||
Unizo Holdings Co., Ltd. | 100 | 1,864 | ||||||
|
| |||||||
Total Real Estate Management & Development |
| 63,957 | ||||||
Road & Rail – 2.0% |
| |||||||
East Japan Railway Co. | 200 | 19,167 | ||||||
Hankyu Hanshin Holdings, Inc. | 200 | 8,044 | ||||||
Kyushu Railway Co. | 100 | 3,060 | ||||||
Nikkon Holdings Co., Ltd. | 200 | 5,253 | ||||||
Seino Holdings Co., Ltd. | 400 | 7,092 | ||||||
Senko Group Holdings Co., Ltd. | 300 | 2,373 | ||||||
Tokyu Corp. | 200 | 3,445 | ||||||
West Japan Railway Co. | 100 | 7,371 | ||||||
|
| |||||||
Total Road & Rail |
| 55,805 | ||||||
Semiconductors & Semiconductor Equipment – 1.0% |
| |||||||
Advantest Corp. | 200 | 4,167 | ||||||
Mimasu Semiconductor Industry Co., Ltd. | 100 | 1,611 | ||||||
SUMCO Corp. | 100 | 2,020 | ||||||
Tokyo Electron Ltd. | 100 | 17,171 |
See Notes to Financial Statements.
WisdomTree Trust | 65 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)
June 30, 2018
Investments | Shares | Value | ||||||
Tokyo Seimitsu Co., Ltd. | 100 | $ | 3,309 | |||||
|
| |||||||
Total Semiconductors & Semiconductor Equipment |
| 28,278 | ||||||
Software – 1.8% |
| |||||||
COLOPL, Inc. | 300 | 2,031 | ||||||
Koei Tecmo Holdings Co., Ltd. | 100 | 1,966 | ||||||
Konami Holdings Corp. | 100 | 5,092 | ||||||
Nintendo Co., Ltd. | 50 | 16,341 | ||||||
NSD Co., Ltd. | 300 | 6,836 | ||||||
Oracle Corp. | 100 | 8,171 | ||||||
Square Enix Holdings Co., Ltd. | 100 | 4,911 | ||||||
Trend Micro, Inc. | 100 | 5,706 | ||||||
|
| |||||||
Total Software |
| 51,054 | ||||||
Specialty Retail – 1.4% |
| |||||||
Adastria Co., Ltd. | 100 | 1,269 | ||||||
Aoyama Trading Co., Ltd. | 100 | 3,341 | ||||||
DCM Holdings Co., Ltd. | 200 | 1,874 | ||||||
Fast Retailing Co., Ltd. | 25 | 11,491 | ||||||
Geo Holdings Corp. | 200 | 2,683 | ||||||
K’s Holdings Corp. | 200 | 2,078 | ||||||
Kohnan Shoji Co., Ltd. | 100 | 2,328 | ||||||
T-Gaia Corp. | 100 | 2,555 | ||||||
USS Co., Ltd. | 300 | 5,709 | ||||||
Yamada Denki Co., Ltd. | 700 | 3,482 | ||||||
Yellow Hat Ltd. | 100 | 2,957 | ||||||
|
| |||||||
Total Specialty Retail |
| 39,767 | ||||||
Technology Hardware, Storage & Peripherals – 2.6% |
| |||||||
Brother Industries Ltd. | 200 | 3,951 | ||||||
Canon, Inc. | 1,400 | 45,894 | ||||||
FUJIFILM Holdings Corp. | 200 | 7,811 | ||||||
Konica Minolta, Inc. | 300 | 2,787 | ||||||
NEC Corp. | 200 | 5,489 | ||||||
Ricoh Co., Ltd. | 200 | 1,834 | ||||||
Seiko Epson Corp. | 400 | 6,955 | ||||||
|
| |||||||
Total Technology Hardware, Storage & Peripherals |
| 74,721 | ||||||
Textiles, Apparel & Luxury Goods – 0.1% |
| |||||||
Baroque Japan Ltd. | 200 | 1,788 | ||||||
Tobacco – 2.4% |
| |||||||
Japan Tobacco, Inc. | 2,400 | 67,061 | ||||||
Trading Companies & Distributors – 4.4% |
| |||||||
ITOCHU Corp. | 1,400 | 25,374 | ||||||
Marubeni Corp. | 1,900 | 14,496 | ||||||
Mitsubishi Corp. | 1,500 | 41,683 | ||||||
Sojitz Corp. | 1,100 | 3,992 | ||||||
Sumitomo Corp. | 1,400 | 23,004 | ||||||
Toyota Tsusho Corp. | 200 | 6,699 | ||||||
Yamazen Corp. | 500 | 4,780 | ||||||
Yuasa Trading Co., Ltd. | 100 | 3,191 | ||||||
|
| |||||||
Total Trading Companies & Distributors |
| 123,219 | ||||||
Wireless Telecommunication Services – 5.6% |
| |||||||
KDDI Corp. | 1,800 | 49,256 | ||||||
NTT DOCOMO, Inc. | 3,700 | 94,283 | ||||||
SoftBank Group Corp. | 200 | 14,396 | ||||||
|
| |||||||
Total Wireless Telecommunication Services |
| 157,935 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.3% (Cost: $2,392,615) |
| 2,802,474 | ||||||
Other Assets less Liabilities – 0.7% |
| 20,610 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 2,823,084 |
See Notes to Financial Statements.
66 | WisdomTree Trust |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 33,190,881 | JPY | 299,683 | USD | $ | 8 | $ | — | |||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 300,734 | USD | 32,600,648 | JPY | 6,373 | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 295,937 | USD | 32,714,592 | JPY | — | (22 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 300,734 | USD | 32,601,640 | JPY | 6,364 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 300,734 | USD | 32,607,384 | JPY | 6,312 | — | |||||||||||||||||||||
Citibank N.A. | 7/5/2018 | 33,190,581 | JPY | 299,683 | USD | 5 | — | |||||||||||||||||||||
Citibank N.A. | 8/3/2018 | 295,937 | USD | 32,714,444 | JPY | — | (21 | ) | ||||||||||||||||||||
Credit Suisse International | 7/5/2018 | 229,132 | USD | 24,839,696 | JPY | 4,847 | — | |||||||||||||||||||||
Goldman Sachs | 7/5/2018 | 33,190,761 | JPY | 299,683 | USD | 6 | — | |||||||||||||||||||||
Goldman Sachs | 8/3/2018 | 295,937 | USD | 32,713,201 | JPY | — | (10 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 548,234 | JPY | 5,002 | USD | — | (52 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 25,287,693 | JPY | 228,334 | USD | — | (4 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 300,734 | USD | 32,601,911 | JPY | 6,362 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 225,479 | USD | 24,923,569 | JPY | 3 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 33,189,322 | JPY | 299,683 | USD | — | (7 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 295,937 | USD | 32,712,165 | JPY | — | — | |||||||||||||||||||||
$ | 30,280 | $ | (116 | ) |
CURRENCY LEGEND |
JPY – Japanese yen
USD – U.S. dollar
See Notes to Financial Statements.
WisdomTree Trust | 67 |
Table of Contents
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.4% |
| |||||||
Brazil – 4.2% |
| |||||||
AES Tiete Energia S.A. | 1,669 | $ | 4,186 | |||||
Alupar Investimento S.A. | 1,592 | 6,290 | ||||||
Ambev S.A. | 45,928 | 214,635 | ||||||
B3 S.A. – Brasil Bolsa Balcao | 8,940 | 47,519 | ||||||
Banco Bradesco S.A. | 9,891 | 62,677 | ||||||
Banco do Brasil S.A. | 8,472 | 63,088 | ||||||
Banco Santander Brasil S.A. | 6,353 | 48,381 | ||||||
BB Seguridade Participacoes S.A. | 4,837 | 30,751 | ||||||
CCR S.A. | 9,507 | 25,007 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo | 1,845 | 11,169 | ||||||
Cia Hering | 2,771 | 10,263 | ||||||
Cielo S.A. | 10,110 | 43,410 | ||||||
Cosan S.A. Industria e Comercio | 924 | 8,449 | ||||||
EDP – Energias do Brasil S.A. | 1,282 | 4,622 | ||||||
Embraer S.A. | 1,064 | 6,709 | ||||||
Engie Brasil Energia S.A. | 4,974 | 44,253 | ||||||
Equatorial Energia S.A. | 1,194 | 17,621 | ||||||
Estacio Participacoes S.A. | 3,487 | 22,096 | ||||||
Ez Tec Empreendimentos e Participacoes S.A. | 2,936 | 12,309 | ||||||
Fibria Celulose S.A. | 2,016 | 38,026 | ||||||
Fleury S.A. | 1,285 | 8,834 | ||||||
Gerdau S.A. | 1,737 | 4,840 | ||||||
Grendene S.A. | 6,655 | 13,700 | ||||||
Itau Unibanco Holding S.A. | 8,177 | 76,299 | ||||||
JBS S.A. | 2,181 | 5,272 | ||||||
Klabin S.A. | 4,325 | 22,033 | ||||||
Kroton Educacional S.A. | 1,622 | 3,929 | ||||||
Localiza Rent a Car S.A. | 2,919 | 18,004 | ||||||
Lojas Renner S.A. | 2,425 | 18,512 | ||||||
Mahle-Metal Leve S.A. | 2,387 | 16,143 | ||||||
MRV Engenharia e Participacoes S.A. | 2,688 | 8,412 | ||||||
Multiplan Empreendimentos Imobiliarios S.A. | 790 | 11,704 | ||||||
Multiplus S.A. | 1,011 | 7,686 | ||||||
Natura Cosmeticos S.A. | 385 | 3,029 | ||||||
Odontoprev S.A. | 4,612 | 15,667 | ||||||
Porto Seguro S.A. | 2,114 | 22,352 | ||||||
Qualicorp Consultoria e Corretora de Seguros S.A. | 1,858 | 8,915 | ||||||
Raia Drogasil S.A. | 920 | 15,878 | ||||||
Smiles Fidelidade S.A. | 1,424 | 19,246 | ||||||
Sul America S.A. | 1,458 | 6,927 | ||||||
TIM Participacoes S.A. | 8,478 | 29,043 | ||||||
TOTVS S.A. | 1,472 | 10,407 | ||||||
Transmissora Alianca de Energia Eletrica S.A. | 6,078 | 29,542 | ||||||
Ultrapar Participacoes S.A. | 1,840 | 21,975 | ||||||
Vale S.A. | 20,074 | 258,738 | ||||||
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao S.A. | 2,107 | 9,096 | ||||||
WEG S.A. | 7,194 | 30,385 | ||||||
|
| |||||||
Total Brazil |
| 1,418,029 | ||||||
Chile – 1.5% |
| |||||||
AES Gener S.A. | 41,839 | 10,278 | ||||||
Aguas Andinas S.A. Class A | 31,236 | 17,115 | ||||||
Banco de Chile | 399,883 | 61,839 | ||||||
Banco de Credito e Inversiones S.A. | 438 | 29,248 | ||||||
Banco Santander Chile | 810,893 | 63,858 | ||||||
CAP S.A. | 1,988 | 19,792 | ||||||
Cencosud S.A. | 6,707 | 16,588 | ||||||
Cia Cervecerias Unidas S.A. | 1,001 | 12,571 | ||||||
Colbun S.A. | 29,972 | 6,214 | ||||||
Empresas COPEC S.A. | 5,347 | 82,524 | ||||||
Enel Americas S.A. | 239,858 | 42,254 | ||||||
Enel Chile S.A. | 315,922 | 31,294 | ||||||
Inversiones Aguas Metropolitanas S.A. | 7,877 | 12,038 | ||||||
Inversiones La Construccion S.A. | 1,001 | 15,998 | ||||||
Ripley Corp. S.A. | 33,556 | 31,870 | ||||||
S.A.C.I. Falabella | 4,402 | 40,527 | ||||||
Sociedad Matriz del Banco de Chile S.A. Class B | 41,410 | 20,005 | ||||||
SONDA S.A. | 2,921 | 4,352 | ||||||
|
| |||||||
Total Chile |
| 518,365 | ||||||
China – 23.7% |
| |||||||
AAC Technologies Holdings, Inc. | 4,500 | 63,381 | ||||||
Agricultural Bank of China Ltd. Class H | 316,000 | 147,821 | ||||||
Air China Ltd. Class H | 4,000 | 3,865 | ||||||
Anhui Conch Cement Co., Ltd. Class H | 10,000 | 57,358 | ||||||
Anhui Expressway Co., Ltd. Class H | 16,000 | 9,646 | ||||||
ANTA Sports Products Ltd. | 11,000 | 58,257 | ||||||
BAIC Motor Corp., Ltd. Class H*(a) | 16,500 | 15,773 | ||||||
Bank of China Ltd. Class H | 800,000 | 396,663 | ||||||
Bank of Communications Co., Ltd. Class H* | 231,000 | 176,957 | ||||||
BBMG Corp. Class H | 10,000 | 3,696 | ||||||
Beijing Capital International Airport Co., Ltd. Class H | 2,000 | 2,108 | ||||||
Beijing Enterprises Holdings Ltd. | 5,500 | 26,780 | ||||||
Beijing Enterprises Water Group Ltd.* | 30,000 | 16,366 | ||||||
Beijing Jingneng Clean Energy Co., Ltd. Class H | 62,000 | 14,383 | ||||||
Brilliance China Automotive Holdings Ltd. | 18,000 | 32,488 | ||||||
Central China Securities Co., Ltd. Class H | 19,000 | 5,764 | ||||||
CGN Power Co., Ltd. Class H(a) | 109,000 | 28,204 | ||||||
China Cinda Asset Management Co., Ltd. Class H | 77,000 | 24,733 | ||||||
China CITIC Bank Corp., Ltd. Class H | 122,000 | 76,353 | ||||||
China Communications Construction Co., Ltd. Class H | 34,000 | 32,850 | ||||||
China Communications Services Corp., Ltd. Class H | 22,000 | 13,937 | ||||||
China Conch Venture Holdings Ltd. | 10,500 | 38,411 | ||||||
China Construction Bank Corp. Class H* | 1,214,000 | 1,121,860 | ||||||
China Eastern Airlines Corp., Ltd. Class H | 18,000 | 12,183 | ||||||
China Everbright Bank Co., Ltd. Class H | 35,000 | 15,034 | ||||||
China Everbright International Ltd. | 20,000 | 25,849 | ||||||
China Galaxy Securities Co., Ltd. Class H | 38,500 | 19,776 | ||||||
China Gas Holdings Ltd. | 16,600 | 66,756 | ||||||
China International Marine Containers Group Co., Ltd. Class H | 5,700 | 7,469 | ||||||
China Jinmao Holdings Group Ltd. | 62,000 | 31,136 | ||||||
China Lesso Group Holdings Ltd. | 8,000 | 5,078 | ||||||
China Life Insurance Co., Ltd. Class H | 20,000 | 51,622 | ||||||
China Lilang Ltd. | 20,000 | 28,705 | ||||||
China Longyuan Power Group Corp., Ltd. Class H | 19,000 | 15,306 |
See Notes to Financial Statements.
68 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
China Medical System Holdings Ltd. | 11,000 | $ | 21,985 | |||||
China Mengniu Dairy Co., Ltd.* | 11,000 | 37,295 | ||||||
China Merchants Bank Co., Ltd. Class H* | 21,000 | 77,491 | ||||||
China Minsheng Banking Corp., Ltd. Class H | 78,600 | 56,204 | ||||||
China Mobile Ltd. | 64,000 | 568,584 | ||||||
China National Building Material Co., Ltd. Class H | 20,000 | 19,808 | ||||||
China Oilfield Services Ltd. Class H | 16,000 | 15,112 | ||||||
China Overseas Land & Investment Ltd. | 24,000 | 79,078 | ||||||
China Pacific Insurance Group Co., Ltd. Class H | 12,600 | 48,743 | ||||||
China Petroleum & Chemical Corp. Class H | 442,000 | 394,932 | ||||||
China Power Clean Energy Development Co., Ltd.* | 5,500 | 2,685 | ||||||
China Power International Development Ltd. | 110,666 | 25,531 | ||||||
China Railway Construction Corp., Ltd. Class H | 15,500 | 15,707 | ||||||
China Railway Group Ltd. Class H | 19,000 | 14,337 | ||||||
China Railway Signal & Communication Corp., Ltd. Class H(a) | 10,000 | 7,100 | ||||||
China Reinsurance Group Corp. Class H* | 68,000 | 14,908 | ||||||
China Resources Beer Holdings Co., Ltd. | 2,000 | 9,713 | ||||||
China Resources Cement Holdings Ltd. | 44,000 | 44,586 | ||||||
China Resources Gas Group Ltd. | 2,000 | 8,667 | ||||||
China Resources Land Ltd. | 18,000 | 60,685 | ||||||
China Resources Pharmaceutical Group Ltd.(a) | 4,000 | 5,537 | ||||||
China Resources Power Holdings Co., Ltd. | 38,000 | 66,938 | ||||||
China Shenhua Energy Co., Ltd. Class H | 28,000 | 66,454 | ||||||
China South City Holdings Ltd. | 70,000 | 13,651 | ||||||
China Southern Airlines Co., Ltd. Class H | 16,000 | 12,583 | ||||||
China State Construction International Holdings Ltd. | 4,000 | 4,104 | ||||||
China Telecom Corp., Ltd. Class H | 114,000 | 53,328 | ||||||
China Travel International Investment Hong Kong Ltd. | 44,000 | 17,162 | ||||||
China Vanke Co., Ltd. Class H | 6,600 | 23,092 | ||||||
China Yongda Automobiles Services Holdings Ltd.(b) | 6,500 | 6,388 | ||||||
China ZhengTong Auto Services Holdings Ltd. | 7,000 | 4,666 | ||||||
China Zhongwang Holdings Ltd. | 35,200 | 18,620 | ||||||
Chongqing Rural Commercial Bank Co., Ltd. Class H | 24,000 | 14,286 | ||||||
CIFI Holdings Group Co., Ltd. | 44,000 | 27,986 | ||||||
CITIC Ltd. | 44,000 | 62,028 | ||||||
CITIC Securities Co., Ltd. Class H | 10,500 | 20,985 | ||||||
CITIC Telecom International Holdings Ltd. | 43,000 | 11,291 | ||||||
CNOOC Ltd. | 224,000 | 386,588 | ||||||
COSCO Shipping Energy Transportation Co., Ltd. Class H* | 26,000 | 12,527 | ||||||
COSCO Shipping Ports Ltd. | 4,000 | 3,334 | ||||||
Cosmo Lady China Holdings Co., Ltd.(a) | 19,000 | 9,469 | ||||||
Country Garden Holdings Co., Ltd. | 66,000 | 116,093 | ||||||
CPMC Holdings Ltd. | 11,000 | 6,800 | ||||||
CRRC Corp., Ltd. Class H | 45,000 | 34,931 | ||||||
CSPC Pharmaceutical Group Ltd. | 20,000 | 60,417 | ||||||
Dali Foods Group Co., Ltd.(a) | 60,500 | 46,654 | ||||||
Dongfeng Motor Group Co., Ltd. Class H | 26,000 | 27,506 | ||||||
E-Commodities Holdings Ltd. | 96,000 | 6,730 | ||||||
ENN Energy Holdings Ltd. | 1,000 | 9,834 | ||||||
Fosun International Ltd. | 17,000 | 31,983 | ||||||
Fuyao Glass Industry Group Co., Ltd. Class H(a) | 3,600 | 12,160 | ||||||
Geely Automobile Holdings Ltd. | 4,000 | 10,375 | ||||||
GF Securities Co., Ltd. Class H* | 6,200 | 9,041 | ||||||
Goodbaby International Holdings Ltd. | 8,000 | 4,844 | ||||||
Great Wall Motor Co., Ltd. Class H(b) | 37,000 | 28,297 | ||||||
Greatview Aseptic Packaging Co., Ltd. | 13,000 | 7,755 | ||||||
Guangdong Investment Ltd. | 40,000 | 63,527 | ||||||
Guangzhou Automobile Group Co., Ltd. Class H | 27,200 | 26,592 | ||||||
Guangzhou R&F Properties Co., Ltd. Class H | 12,800 | 25,843 | ||||||
Guotai Junan International Holdings Ltd.(b) | 20,000 | 4,334 | ||||||
Haitian International Holdings Ltd. | 9,000 | 21,245 | ||||||
Haitong Securities Co., Ltd. Class H* | 12,800 | 12,938 | ||||||
Hengan International Group Co., Ltd. | 6,000 | 57,740 | ||||||
Hisense Kelon Electrical Holdings Co., Ltd. Class H | 2,000 | 2,042 | ||||||
Huadian Fuxin Energy Corp., Ltd. Class H | 38,000 | 8,912 | ||||||
Huadian Power International Corp., Ltd. Class H | 44,000 | 17,386 | ||||||
Huaneng Power International, Inc. Class H | 106,000 | 70,257 | ||||||
Huaneng Renewables Corp., Ltd. Class H | 26,000 | 8,650 | ||||||
Huatai Securities Co., Ltd. Class H(a) | 8,200 | 13,044 | ||||||
Industrial & Commercial Bank of China Ltd. Class H | 723,000 | 540,952 | ||||||
Jiangnan Group Ltd. | 162,000 | 9,602 | ||||||
Jiangsu Expressway Co., Ltd. Class H | 16,000 | 19,068 | ||||||
Kingboard Laminates Holdings Ltd. | 21,000 | 25,937 | ||||||
Kingsoft Corp., Ltd. | 1,000 | 3,034 | ||||||
Kunlun Energy Co., Ltd. | 22,000 | 19,265 | ||||||
KWG Property Holding Ltd. | 22,500 | 28,278 | ||||||
Lee & Man Paper Manufacturing Ltd. | 30,000 | 30,362 | ||||||
Legend Holdings Corp. Class H(a) | 2,000 | 6,093 | ||||||
Lenovo Group Ltd. | 152,000 | 82,341 | ||||||
Logan Property Holdings Co., Ltd. | 2,000 | 2,707 | ||||||
Longfor Properties Co., Ltd. | 15,500 | 41,785 | ||||||
Luye Pharma Group Ltd.(b) | 10,500 | 10,774 | ||||||
Metallurgical Corp. of China Ltd. Class H | 22,000 | 6,506 | ||||||
MGM China Holdings Ltd.(b) | 4,000 | 9,279 | ||||||
New China Life Insurance Co., Ltd. Class H | 1,000 | 4,162 | ||||||
Nine Dragons Paper Holdings Ltd. | 20,000 | 25,492 | ||||||
People’s Insurance Co. Group of China Ltd. (The) Class H | 23,000 | 10,818 | ||||||
PetroChina Co., Ltd. Class H | 172,000 | 130,883 | ||||||
PICC Property & Casualty Co., Ltd. Class H | 36,000 | 38,866 | ||||||
Ping An Insurance Group Co. of China Ltd. Class H | 22,000 | 202,461 | ||||||
Red Star Macalline Group Corp., Ltd. Class H(a) | 6,400 | 8,631 | ||||||
Shandong Weigao Group Medical Polymer Co., Ltd. Class H | 4,000 | 2,830 | ||||||
Shanghai Industrial Holdings Ltd. | 10,000 | 23,300 | ||||||
Shanghai Pharmaceuticals Holding Co., Ltd. Class H | 4,500 | 12,418 | ||||||
Shenzhen Expressway Co., Ltd. Class H | 4,000 | 3,926 | ||||||
Shenzhen International Holdings Ltd. | 17,417 | 36,053 | ||||||
Shenzhen Investment Ltd. | 26,000 | 9,478 | ||||||
Shenzhou International Group Holdings Ltd. | 10,000 | 123,447 | ||||||
Shimao Property Holdings Ltd. | 27,000 | 70,895 | ||||||
Shougang Fushan Resources Group Ltd. | 28,000 | 6,674 | ||||||
Shui On Land Ltd. | 44,000 | 11,161 | ||||||
Sichuan Expressway Co., Ltd. Class H | 20,000 | 6,067 | ||||||
Sihuan Pharmaceutical Holdings Group Ltd. | 22,000 | 4,907 |
See Notes to Financial Statements.
WisdomTree Trust | 69 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
Sino-Ocean Group Holding Ltd. | 49,500 | $ | 28,771 | |||||
Sinopec Engineering Group Co., Ltd. Class H | 5,500 | 5,749 | ||||||
Sinopec Shanghai Petrochemical Co., Ltd. Class H | 66,000 | 40,212 | ||||||
Sinopharm Group Co., Ltd. Class H | 7,600 | 30,563 | ||||||
Sinotrans Ltd. Class H | 22,000 | 11,609 | ||||||
SITC International Holdings Co., Ltd. | 21,000 | 23,421 | ||||||
Sun Art Retail Group Ltd. | 28,000 | 36,617 | ||||||
Sunac China Holdings Ltd. | 13,000 | 45,485 | ||||||
Tencent Holdings Ltd. | 3,000 | 150,584 | ||||||
Tingyi Cayman Islands Holding Corp. | 20,000 | 46,396 | ||||||
Tong Ren Tang Technologies Co., Ltd. Class H | 9,000 | 14,294 | ||||||
TravelSky Technology Ltd. Class H* | 1,000 | 2,912 | ||||||
Want Want China Holdings Ltd. | 53,000 | 47,153 | ||||||
Weichai Power Co., Ltd. Class H | 13,000 | 17,929 | ||||||
WH Group Ltd.(a) | 66,500 | 54,163 | ||||||
Xingda International Holdings Ltd. | 8,000 | 2,345 | ||||||
Xinhua Winshare Publishing and Media Co., Ltd. Class H | 23,000 | 16,007 | ||||||
Xinyi Glass Holdings Ltd. | 40,000 | 48,895 | ||||||
Xinyi Solar Holdings Ltd.(b) | 48,000 | 14,745 | ||||||
Yanzhou Coal Mining Co., Ltd. Class H | 6,000 | 7,847 | ||||||
YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H(a) | 4,400 | 22,377 | ||||||
Yuexiu Property Co., Ltd. | 114,000 | 21,796 | ||||||
Yuexiu Transport Infrastructure Ltd.(b) | 16,000 | 11,665 | ||||||
Zhejiang Expressway Co., Ltd. Class H | 22,000 | 19,629 | ||||||
Zhuzhou CRRC Times Electric Co., Ltd. Class H | 1,200 | 5,705 | ||||||
Zijin Mining Group Co., Ltd. Class H | 44,000 | 16,825 | ||||||
Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H(b) | 17,800 | 7,601 | ||||||
|
| |||||||
Total China |
| 8,076,413 | ||||||
Czech Republic – 0.7% |
| |||||||
CEZ AS(b) | 6,701 | 158,490 | ||||||
Komercni Banka AS | 1,071 | 44,966 | ||||||
Moneta Money Bank AS(a) | 1,693 | 5,797 | ||||||
O2 Czech Republic AS | 1,878 | 21,535 | ||||||
|
| |||||||
Total Czech Republic |
| 230,788 | ||||||
Hong Kong – 0.2% |
| |||||||
Chow Tai Fook Jewellery Group Ltd. | 21,400 | 24,113 | ||||||
CP Pokphand Co., Ltd. | 62,000 | 5,611 | ||||||
Kerry Logistics Network Ltd. | 6,500 | 9,064 | ||||||
Kingboard Chemical Holdings Ltd. | 6,500 | 23,778 | ||||||
Stella International Holdings Ltd. | 5,500 | 6,814 | ||||||
|
| |||||||
Total Hong Kong |
| 69,380 | ||||||
Hungary – 0.2% |
| |||||||
MOL Hungarian Oil & Gas PLC | 4,789 | 46,243 | ||||||
OTP Bank Nyrt | 1,100 | 39,841 | ||||||
|
| |||||||
Total Hungary |
| 86,084 | ||||||
India – 6.0% |
| |||||||
Ajanta Pharma Ltd.* | 621 | 8,907 | ||||||
Alembic Pharmaceuticals Ltd. | 726 | 5,326 | ||||||
Amara Raja Batteries Ltd. | 1,093 | 11,584 | ||||||
Ambuja Cements Ltd. | 2,447 | 7,409 | ||||||
Apollo Hospitals Enterprise Ltd. | 658 | 10,059 | ||||||
Apollo Tyres Ltd.* | 1,748 | 6,480 | ||||||
Asian Paints Ltd. | 648 | 11,959 | ||||||
Aurobindo Pharma Ltd. | 528 | 4,678 | ||||||
Bajaj Auto Ltd. | 317 | 13,002 | ||||||
Bank of Baroda | 3,333 | 5,480 | ||||||
Bharat Heavy Electricals Ltd. | 7,907 | 8,280 | ||||||
Bharat Petroleum Corp., Ltd. | 5,185 | 28,250 | ||||||
Bharti Airtel Ltd. | 1,291 | 7,197 | ||||||
Bharti Infratel Ltd. | 3,357 | 14,726 | ||||||
Cadila Healthcare Ltd.* | 1,249 | 6,880 | ||||||
Care Ratings Ltd. | 338 | 6,187 | ||||||
Castrol India Ltd. | 5,807 | 13,874 | ||||||
Coal India Ltd. | 29,862 | 115,216 | ||||||
CRISIL Ltd. | 328 | 8,615 | ||||||
Cummins India Ltd. | 393 | 3,715 | ||||||
Dr. Reddy’s Laboratories Ltd. | 340 | 11,091 | ||||||
Engineers India Ltd. | 2,416 | 4,380 | ||||||
GAIL India Ltd. | 3,438 | 17,073 | ||||||
Gateway Distriparks Ltd. | 3,558 | 9,233 | ||||||
GHCL Ltd. | 1,285 | 5,131 | ||||||
Glenmark Pharmaceuticals Ltd. | 749 | 6,374 | ||||||
Great Eastern Shipping Co., Ltd. (The) | 1,842 | 7,579 | ||||||
Greaves Cotton Ltd. | 4,422 | 9,336 | ||||||
Gujarat Pipavav Port Ltd. | 3,239 | 4,987 | ||||||
HCL Technologies Ltd. | 4,499 | 60,822 | ||||||
Hero MotoCorp Ltd. | 746 | 37,820 | ||||||
Hindustan Petroleum Corp., Ltd. | 3,303 | 12,496 | ||||||
Hindustan Unilever Ltd. | 2,481 | 59,428 | ||||||
ICICI Bank Ltd. ADR* | 3,245 | 26,057 | ||||||
Idea Cellular Ltd.* | 7,237 | 6,269 | ||||||
IDFC Bank Ltd. | 10,914 | 6,189 | ||||||
Indian Oil Corp., Ltd. | 29,691 | 67,603 | ||||||
Infosys Ltd. ADR | 18,919 | 367,596 | ||||||
InterGlobe Aviation Ltd.(a) | 517 | 8,214 | ||||||
IRB Infrastructure Developers Ltd. | 3,784 | 11,648 | ||||||
ITC Ltd. | 16,984 | 65,988 | ||||||
Jain Irrigation Systems Ltd. | 4,482 | 5,024 | ||||||
Karnataka Bank Ltd. (The) | 5,587 | 8,945 | ||||||
KPIT Technologies Ltd. | 3,490 | 13,842 | ||||||
Larsen & Toubro Ltd. GDR Reg S | 1,455 | 26,685 | ||||||
Lupin Ltd. | 923 | 12,175 | ||||||
Mahindra & Mahindra Ltd. GDR | 2,833 | 36,971 | ||||||
Marico Ltd. | 1,611 | 7,798 | ||||||
Maruti Suzuki India Ltd. | 288 | 37,098 | ||||||
Mindtree Ltd. | 1,642 | 23,652 | ||||||
Mphasis Ltd. | 890 | 14,084 | ||||||
National Aluminium Co., Ltd. | 2,804 | 2,648 | ||||||
NHPC Ltd. | 70,224 | 24,035 | ||||||
NLC India Ltd. | 5,514 | 6,579 | ||||||
NMDC Ltd. | 10,143 | 16,003 | ||||||
NTPC Ltd. | 20,011 | 46,629 | ||||||
Oil & Natural Gas Corp., Ltd. | 35,529 | 82,140 |
See Notes to Financial Statements.
70 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
Oil India Ltd. | 3,910 | $ | 11,976 | |||||
Piramal Enterprises Ltd. | 134 | 4,960 | ||||||
Power Grid Corp. of India Ltd. | 12,545 | 34,212 | ||||||
Reliance Industries Ltd. GDR(a) | 3,579 | 100,570 | ||||||
Reliance Infrastructure Ltd. | 1,818 | 10,395 | ||||||
SJVN Ltd. | 15,604 | 6,639 | ||||||
Solara Active Pharma Sciences Ltd.* | 46 | 153 | ||||||
Sonata Software Ltd. | 3,127 | 14,287 | ||||||
Strides Shasun Ltd. | 503 | 2,897 | ||||||
Sun Pharmaceutical Industries Ltd. | 2,425 | 19,962 | ||||||
Sun TV Network Ltd. | 494 | 5,640 | ||||||
Tata Consultancy Services Ltd. | 5,856 | 157,928 | ||||||
Tata Power Co., Ltd. (The) | 11,293 | 12,073 | ||||||
Tech Mahindra Ltd. | 3,428 | 32,794 | ||||||
Thyrocare Technologies Ltd.(a) | 735 | 6,167 | ||||||
Torrent Pharmaceuticals Ltd. | 286 | 5,849 | ||||||
Torrent Power Ltd. | 1,221 | 4,048 | ||||||
UPL Ltd.* | 1,265 | 11,425 | ||||||
Vedanta Ltd. | 14,037 | 48,391 | ||||||
Vedanta Ltd. ADR | 2,771 | 37,686 | ||||||
Vijaya Bank | 6,426 | 4,802 | ||||||
Wipro Ltd. ADR | 1,104 | 5,288 | ||||||
Wockhardt Ltd.* | 540 | 5,052 | ||||||
Yes Bank Ltd. | 2,167 | 10,742 | ||||||
Zee Entertainment Enterprises Ltd. | 1,410 | 11,194 | ||||||
|
| |||||||
Total India |
| 2,032,576 | ||||||
Indonesia – 2.2% |
| |||||||
Adaro Energy Tbk PT | 158,100 | 19,749 | ||||||
Adhi Karya Persero Tbk PT | 31,700 | 3,960 | ||||||
AKR Corporindo Tbk PT | 13,200 | 3,961 | ||||||
Astra International Tbk PT | 131,300 | 60,473 | ||||||
Bank Central Asia Tbk PT | 35,300 | 52,901 | ||||||
Bank Danamon Indonesia Tbk PT | 31,700 | 14,102 | ||||||
Bank Mandiri Persero Tbk PT | 51,400 | 24,570 | ||||||
Bank Negara Indonesia Persero Tbk PT | 59,500 | 29,273 | ||||||
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 18,400 | 2,684 | ||||||
Bank Rakyat Indonesia Persero Tbk PT | 351,600 | 69,682 | ||||||
Bank Tabungan Negara Persero Tbk PT | 36,400 | 6,223 | ||||||
Bukit Asam Tbk PT | 39,400 | 10,915 | ||||||
Charoen Pokphand Indonesia Tbk PT | 36,300 | 9,322 | ||||||
Gudang Garam Tbk PT | 2,200 | 10,324 | ||||||
Hanjaya Mandala Sampoerna Tbk PT | 100,100 | 25,008 | ||||||
Indo Tambangraya Megah Tbk PT | 17,500 | 27,325 | ||||||
Indocement Tunggal Prakarsa Tbk PT | 20,700 | 19,718 | ||||||
Indofood CBP Sukses Makmur Tbk PT | 18,700 | 11,549 | ||||||
Indofood Sukses Makmur Tbk PT | 31,600 | 14,664 | ||||||
Japfa Comfeed Indonesia Tbk PT | 46,300 | 5,186 | ||||||
Jasa Marga Persero Tbk PT | 28,500 | 8,313 | ||||||
Kalbe Farma Tbk PT | 74,200 | 6,317 | ||||||
Matahari Department Store Tbk PT | 40,400 | 24,809 | ||||||
Media Nusantara Citra Tbk PT | 51,700 | 3,319 | ||||||
Perusahaan Gas Negara Persero Tbk | 365,900 | 50,940 | ||||||
PP Persero Tbk PT | 31,800 | 4,427 | ||||||
Sawit Sumbermas Sarana Tbk PT | 30,600 | 2,712 | ||||||
Semen Indonesia Persero Tbk PT | 34,200 | 17,005 | ||||||
Telekomunikasi Indonesia Persero Tbk PT | 343,100 | 89,785 | ||||||
Tower Bersama Infrastructure Tbk PT | 7,900 | 2,751 | ||||||
Unilever Indonesia Tbk PT | 15,200 | 48,899 | ||||||
United Tractors Tbk PT | 21,000 | 46,308 | ||||||
Waskita Beton Precast Tbk PT | 330,800 | 8,449 | ||||||
Waskita Karya Persero Tbk PT | 50,700 | 6,811 | ||||||
Wijaya Karya Persero Tbk PT | 58,000 | 5,363 | ||||||
|
| |||||||
Total Indonesia |
| 747,797 | ||||||
Malaysia – 3.3% |
| |||||||
AirAsia Group Bhd | 30,700 | 22,724 | ||||||
AMMB Holdings Bhd | 8,800 | 8,169 | ||||||
Astro Malaysia Holdings Bhd | 20,600 | 8,108 | ||||||
Axiata Group Bhd | 27,300 | 25,681 | ||||||
Berjaya Sports Toto Bhd | 27,300 | 16,558 | ||||||
Bermaz Auto Bhd | 11,100 | 6,045 | ||||||
British American Tobacco Malaysia Bhd | 1,900 | 16,359 | ||||||
Bursa Malaysia Bhd | 5,150 | 9,371 | ||||||
CIMB Group Holdings Bhd | 27,300 | 36,833 | ||||||
Dialog Group Bhd | 12,100 | 9,256 | ||||||
DiGi.Com Bhd | 20,700 | 21,266 | ||||||
Felda Global Ventures Holdings Bhd | 22,200 | 8,299 | ||||||
Fraser & Neave Holdings Bhd | 1,300 | 12,557 | ||||||
Gamuda Bhd | 11,000 | 8,905 | ||||||
Genting Malaysia Bhd | 8,800 | 10,631 | ||||||
Genting Plantations Bhd | 3,400 | 7,954 | ||||||
HAP Seng Consolidated Bhd | 14,500 | 35,178 | ||||||
Hartalega Holdings Bhd | 8,800 | 13,049 | ||||||
Hong Leong Bank Bhd | 6,500 | 29,286 | ||||||
Hong Leong Financial Group Bhd | 2,200 | 9,803 | ||||||
IJM Corp. Bhd | 30,900 | 13,693 | ||||||
IOI Corp. Bhd | 16,300 | 18,320 | ||||||
Kuala Lumpur Kepong Bhd | 5,400 | 32,297 | ||||||
Magnum Bhd | 22,200 | 11,486 | ||||||
Mah Sing Group Bhd | 19,200 | 5,086 | ||||||
Malayan Banking Bhd | 58,400 | 130,115 | ||||||
Malaysia Airports Holdings Bhd | 5,300 | 11,546 | ||||||
Malaysian Resources Corp. Bhd | 19,500 | 2,896 | ||||||
Maxis Bhd | 13,100 | 17,707 | ||||||
MISC Bhd | 10,100 | 14,802 | ||||||
Nestle Malaysia Bhd | 1,000 | 36,514 | ||||||
Petronas Chemicals Group Bhd | 28,600 | 59,543 | ||||||
Petronas Dagangan Bhd | 3,200 | 19,646 | ||||||
Petronas Gas Bhd | 2,200 | 9,422 | ||||||
Press Metal Aluminium Holdings Bhd | 35,140 | 37,928 | ||||||
Public Bank Bhd | 17,500 | 101,201 | ||||||
RHB Bank Bhd | 9,700 | 13,111 | ||||||
Sime Darby Bhd | 24,300 | 14,738 | ||||||
SP Setia Bhd Group | 9,100 | 6,984 | ||||||
Sunway Bhd | 12,049 | 4,623 | ||||||
Supermax Corp. Bhd | 21,800 | 22,504 | ||||||
Telekom Malaysia Bhd | 25,400 | 19,555 | ||||||
Tenaga Nasional Bhd | 32,100 | 116,337 |
See Notes to Financial Statements.
WisdomTree Trust | 71 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
Top Glove Corp. Bhd | 11,000 | $ | 33,059 | |||||
Tune Protect Group Bhd | 20,800 | 4,634 | ||||||
YTL Corp. Bhd | 103,100 | 28,841 | ||||||
YTL Power International Bhd | 30,524 | 7,783 | ||||||
|
| |||||||
Total Malaysia |
| 1,110,403 | ||||||
Mexico – 2.8% |
| |||||||
Alfa S.A.B. de C.V. Class A | 30,819 | 36,219 | ||||||
Alpek S.A.B. de C.V. | 10,724 | 16,122 | ||||||
Alsea S.A.B. de C.V. | 2,203 | 7,666 | ||||||
America Movil S.A.B. de C.V. Series L | 132,792 | 111,945 | ||||||
Arca Continental S.A.B. de C.V. | 576 | 3,583 | ||||||
Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santander Class B | 26,919 | 36,744 | ||||||
Bolsa Mexicana de Valores S.A.B. de C.V. | 7,343 | 12,448 | ||||||
Coca-Cola Femsa S.A.B. de C.V. Series L | 4,778 | 27,337 | ||||||
Concentradora Fibra Danhos S.A. de C.V. | 11,032 | 16,563 | ||||||
Corp. Inmobiliaria Vesta S.A.B. de C.V. | 6,426 | 8,474 | ||||||
Fomento Economico Mexicano S.A.B. de C.V. | 10,502 | 93,475 | ||||||
Gruma S.A.B. de C.V. Class B | 810 | 10,010 | ||||||
Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | 5,891 | 31,041 | ||||||
Grupo Aeroportuario del Pacifico S.A.B. de C.V. Class B | 5,525 | 51,689 | ||||||
Grupo Aeroportuario del Sureste S.A.B. de C.V. Class B | 852 | 13,670 | ||||||
Grupo Bimbo S.A.B. de C.V. Series A | 2,019 | 3,974 | ||||||
Grupo Financiero Banorte S.A.B. de C.V. Class O | 27,012 | 160,884 | ||||||
Grupo Financiero Inbursa S.A.B. de C.V. Class O | 3,711 | 5,249 | ||||||
Grupo Herdez S.A.B. de C.V. | 2,218 | 4,724 | ||||||
Grupo Mexico S.A.B. de C.V. Series B | 21,053 | 60,398 | ||||||
Industrias Bachoco S.A.B. de C.V. Series B | 2,403 | 11,697 | ||||||
Industrias Penoles S.A.B. de C.V. | 364 | 6,593 | ||||||
Infraestructura Energetica Nova S.A.B. de C.V. | 4,431 | 19,982 | ||||||
Kimberly-Clark de Mexico S.A.B. de C.V. Class A | 13,712 | 23,405 | ||||||
Macquarie Mexico Real Estate Management S.A. de C.V.* | 10,505 | 10,523 | ||||||
Megacable Holdings S.A.B. de C.V. Series CPO | 3,671 | 15,283 | ||||||
Mexichem S.A.B. de C.V. | 6,404 | 18,711 | ||||||
Nemak S.A.B. de C.V.(a) | 12,121 | 8,393 | ||||||
Promotora y Operadora de Infraestructura S.A.B. de C.V. | 1,313 | 11,853 | ||||||
Rassini S.A.B. de C.V. | 2,569 | 8,889 | ||||||
Regional S.A.B. de C.V. | 735 | 3,988 | ||||||
Wal-Mart de Mexico S.A.B. de C.V. | 33,986 | 90,534 | ||||||
|
| |||||||
Total Mexico |
| 942,066 | ||||||
Philippines – 0.8% |
| |||||||
Aboitiz Equity Ventures, Inc. | 3,100 | 3,166 | ||||||
Aboitiz Power Corp. | 7,600 | 4,949 | ||||||
Ayala Corp. | 880 | 15,170 | ||||||
Ayala Land, Inc. | 15,400 | 10,937 | ||||||
Bank of the Philippine Islands | 2,264 | 3,754 | ||||||
BDO Unibank, Inc. | 14,511 | 34,124 | ||||||
D&L Industries, Inc. | 20,800 | 3,960 | ||||||
DMCI Holdings, Inc. | 74,900 | 14,736 | ||||||
Globe Telecom, Inc. | 390 | 11,254 | ||||||
International Container Terminal Services, Inc. | 6,260 | 9,067 | ||||||
Jollibee Foods Corp. | 1,620 | 7,984 | ||||||
Manila Electric Co. | 7,050 | 46,976 | ||||||
Manila Water Co., Inc. | 7,900 | 4,145 | ||||||
Metropolitan Bank & Trust Co. | 4,094 | 5,631 | ||||||
Nickel Asia Corp. | 58,900 | 5,121 | ||||||
PLDT, Inc. | 1,100 | 26,589 | ||||||
Semirara Mining & Power Corp. | 16,120 | 9,152 | ||||||
SM Investments Corp. | 2,200 | 36,071 | ||||||
SM Prime Holdings, Inc. | 27,300 | 18,390 | ||||||
Universal Robina Corp. | 4,500 | 10,203 | ||||||
|
| |||||||
Total Philippines |
| 281,379 | ||||||
Poland – 0.8% |
| |||||||
Asseco Poland S.A. | 306 | 3,272 | ||||||
Bank Handlowy w Warszawie S.A. | 680 | 12,859 | ||||||
Bank Polska Kasa Opieki S.A.* | 1,943 | 58,644 | ||||||
Bank Zachodni WBK S.A. | 308 | 27,444 | ||||||
CCC S.A. | 110 | 6,082 | ||||||
Eurocash S.A. | 614 | 3,559 | ||||||
KGHM Polska Miedz S.A. | 955 | 22,447 | ||||||
Polski Koncern Naftowy Orlen S.A. | 2,031 | 45,600 | ||||||
Polskie Gornictwo Naftowe i Gazownictwo S.A. | 22,294 | 34,001 | ||||||
Powszechny Zaklad Ubezpieczen S.A. | 5,448 | 56,722 | ||||||
Warsaw Stock Exchange | 43 | 420 | ||||||
|
| |||||||
Total Poland |
| 271,050 | ||||||
Russia – 8.1% |
| |||||||
Gazprom Neft PJSC ADR | 1,110 | 28,416 | ||||||
Gazprom PJSC ADR | 135,275 | 595,345 | ||||||
Lukoil PJSC ADR | 10,165 | 695,083 | ||||||
Magnit PJSC GDR Reg S | 2,675 | 48,150 | ||||||
Magnitogorsk Iron & Steel Works PJSC GDR Reg S | 4,970 | 43,935 | ||||||
MegaFon PJSC GDR Reg S | 5,054 | 44,728 | ||||||
MMC Norilsk Nickel PJSC ADR | 13,988 | 251,085 | ||||||
Mobile TeleSystems PJSC ADR | 13,250 | 116,998 | ||||||
Novatek PJSC GDR Reg S | 749 | 111,077 | ||||||
Novolipetsk Steel PJSC GDR Reg S | 4,049 | 98,836 | ||||||
PhosAgro PJSC GDR Reg S | 1,678 | 21,562 | ||||||
Rosneft Oil Co. PJSC GDR Reg S | 11,769 | 73,203 | ||||||
RusHydro PJSC ADR | 20,401 | 21,421 | ||||||
Sberbank of Russia PJSC ADR | 17,385 | 250,952 | ||||||
Severstal PJSC GDR Reg S | 6,089 | 89,082 | ||||||
Sistema PJSFC GDR Reg S | 3,910 | 10,666 | ||||||
Tatneft PJSC ADR | 4,057 | 256,646 | ||||||
VTB Bank PJSC GDR Reg S | 8,476 | 12,909 | ||||||
|
| |||||||
Total Russia |
| 2,770,094 | ||||||
Singapore – 0.1% |
| |||||||
IGG, Inc. | 18,000 | 23,035 | ||||||
South Africa – 7.1% |
| |||||||
Aeci Ltd. | 2,525 | 19,482 | ||||||
African Rainbow Minerals Ltd. | 978 | 7,785 | ||||||
AngloGold Ashanti Ltd. | 1,548 | 12,663 | ||||||
Aspen Pharmacare Holdings Ltd. | 1,280 | 24,115 | ||||||
Assore Ltd. | 690 | 14,728 |
See Notes to Financial Statements.
72 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
AVI Ltd. | 4,824 | $ | 38,082 | |||||
Barclays Africa Group Ltd. | 6,836 | 79,795 | ||||||
Barloworld Ltd. | 2,788 | 26,382 | ||||||
Bid Corp., Ltd. | 1,732 | 34,790 | ||||||
Bidvest Group Ltd. (The) | 2,897 | 41,641 | ||||||
Capitec Bank Holdings Ltd. | 295 | 18,682 | ||||||
Clicks Group Ltd. | 1,930 | 27,674 | ||||||
Coronation Fund Managers Ltd. | 4,253 | 18,093 | ||||||
Discovery Ltd. | 1,187 | 12,774 | ||||||
EOH Holdings Ltd. | 1,050 | 2,481 | ||||||
Exxaro Resources Ltd. | 2,887 | 26,477 | ||||||
FirstRand Ltd. | 38,288 | 178,475 | ||||||
Foschini Group Ltd. (The) | 3,734 | 47,403 | ||||||
Gold Fields Ltd. | 3,881 | 13,931 | ||||||
Harmony Gold Mining Co., Ltd. | 4,816 | 7,456 | ||||||
Hyprop Investments Ltd. | 3,850 | 28,747 | ||||||
Imperial Holdings Ltd. | 1,724 | 24,639 | ||||||
Investec Ltd. | 3,147 | 22,056 | ||||||
JSE Ltd. | 1,467 | 17,351 | ||||||
Kumba Iron Ore Ltd. | 987 | 21,226 | ||||||
Liberty Holdings Ltd. | 2,392 | 20,300 | ||||||
Life Healthcare Group Holdings Ltd.(b) | 21,651 | 39,302 | ||||||
Mondi Ltd. | 790 | 21,418 | ||||||
Mpact Ltd. | 3,217 | 5,516 | ||||||
Mr. Price Group Ltd. | 2,887 | 47,658 | ||||||
MTN Group Ltd. | 34,050 | 268,052 | ||||||
Naspers Ltd. Class N | 209 | 53,141 | ||||||
Nedbank Group Ltd. | 2,898 | 52,770 | ||||||
Netcare Ltd.(b) | 20,713 | 41,740 | ||||||
Omnia Holdings Ltd. | 767 | 7,387 | ||||||
Pick n Pay Stores Ltd. | 3,802 | 20,743 | ||||||
Pioneer Foods Group Ltd. | 1,412 | 11,529 | ||||||
Rand Merchant Investment Holdings Ltd. | 5,391 | 14,730 | ||||||
Raubex Group Ltd. | 3,655 | 5,168 | ||||||
Remgro Ltd. | 3,066 | 45,698 | ||||||
Resilient REIT Ltd. | 3,703 | 15,197 | ||||||
Reunert Ltd. | 4,017 | 23,525 | ||||||
RMB Holdings Ltd. | 8,139 | 45,005 | ||||||
Sanlam Ltd. | 15,119 | 77,292 | ||||||
Santam Ltd. | 746 | 15,535 | ||||||
Sappi Ltd. | 2,611 | 17,430 | ||||||
Sasol Ltd. | 6,090 | 223,432 | ||||||
Shoprite Holdings Ltd. | 3,300 | 53,115 | ||||||
SPAR Group Ltd. (The) | 2,537 | 34,321 | ||||||
Standard Bank Group Ltd. | 14,040 | 196,542 | ||||||
Telkom S.A. SOC Ltd.(b) | 7,000 | 25,045 | ||||||
Tiger Brands Ltd.(b) | 1,838 | 44,441 | ||||||
Tongaat Hulett Ltd. | 1,527 | 8,915 | ||||||
Truworths International Ltd. | 8,500 | 47,907 | ||||||
Tsogo Sun Holdings Ltd. | 12,174 | 18,208 | ||||||
Vodacom Group Ltd. | 8,295 | 74,312 | ||||||
Wilson Bayly Holmes-Ovcon Ltd. | 639 | 6,970 | ||||||
Woolworths Holdings Ltd. | 16,932 | 68,500 | ||||||
|
| |||||||
Total South Africa |
| 2,417,772 | ||||||
South Korea – 10.9% |
| |||||||
Amorepacific Corp. | 66 | 19,098 | ||||||
BGF Co., Ltd. | 42 | 407 | ||||||
Binggrae Co., Ltd. | 142 | 7,657 | ||||||
BNK Financial Group, Inc. | 1,172 | 9,832 | ||||||
Cheil Worldwide, Inc. | 342 | 6,337 | ||||||
CJ CheilJedang Corp. | 24 | 7,591 | ||||||
CJ Corp. | 34 | 4,332 | ||||||
Coway Co., Ltd. | 888 | 69,000 | ||||||
Cuckoo Holdings Co., Ltd. | 12 | 1,911 | ||||||
Daelim Industrial Co., Ltd. | 120 | 8,237 | ||||||
Daesang Corp. | 474 | 11,292 | ||||||
Daesang Holdings Co., Ltd. | 647 | 5,306 | ||||||
DB Insurance Co., Ltd. | 207 | 10,958 | ||||||
DGB Financial Group, Inc. | 1,038 | 9,546 | ||||||
Dongkuk Steel Mill Co., Ltd. | 470 | 3,559 | ||||||
Dongkuk Structures & Construction Co., Ltd. | 735 | 2,958 | ||||||
DONGSUNG Corp. | 2,683 | 15,022 | ||||||
Doosan Bobcat, Inc. | 131 | 3,761 | ||||||
Doosan Corp. | 131 | 12,224 | ||||||
E-Mart, Inc. | 44 | 10,048 | ||||||
Eugene Corp. | 1,335 | 9,044 | ||||||
Grand Korea Leisure Co., Ltd. | 386 | 9,022 | ||||||
GS Holdings Corp. | 352 | 17,182 | ||||||
GS Retail Co., Ltd. | 407 | 16,050 | ||||||
Hana Financial Group, Inc. | 1,292 | 49,675 | ||||||
Hana Tour Service, Inc. | 52 | 4,078 | ||||||
Hankook Tire Co., Ltd. | 198 | 7,479 | ||||||
Hanon Systems | 2,427 | 23,083 | ||||||
Hansol Paper Co., Ltd. | 690 | 10,370 | ||||||
Hanwha Chemical Corp. | 195 | 3,823 | ||||||
Hanwha Life Insurance Co., Ltd. | 2,159 | 10,267 | ||||||
HDC Holdings Co., Ltd. | 216 | 5,543 | ||||||
HDC Hyundai Development Co-Engineering & Construction* | 0 | ** | 5 | |||||
Hite Jinro Co., Ltd. | 856 | 15,092 | ||||||
HMC Investment Securities Co., Ltd. | 591 | 5,271 | ||||||
Huchems Fine Chemical Corp. | 262 | 6,876 | ||||||
Hyosung Corp.† | 218 | 26,211 | ||||||
Hyundai Department Store Co., Ltd. | 186 | 19,276 | ||||||
Hyundai Elevator Co., Ltd. | 78 | 6,271 | ||||||
Hyundai Engineering & Construction Co., Ltd. | 430 | 22,185 | ||||||
Hyundai Glovis Co., Ltd. | 177 | 18,343 | ||||||
Hyundai Marine & Fire Insurance Co., Ltd. | 459 | 13,879 | ||||||
Hyundai Motor Co. | 1,209 | 136,141 | ||||||
Hyundai Steel Co. | 330 | 15,575 | ||||||
Hyundai Wia Corp. | 143 | 5,229 | ||||||
iMarketKorea, Inc. | 669 | 4,148 | ||||||
Industrial Bank of Korea | 1,790 | 24,734 | ||||||
IS Dongseo Co., Ltd. | 274 | 6,822 | ||||||
It’s Hanbul Co., Ltd. | 144 | 6,887 | ||||||
Kangwon Land, Inc. | 1,001 | 23,487 | ||||||
KB Financial Group, Inc. | 1,669 | 79,070 | ||||||
Kginicis Co., Ltd. | 592 | 11,553 |
See Notes to Financial Statements.
WisdomTree Trust | 73 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
Kia Motors Corp. | 3,271 | $ | 90,543 | |||||
Kolon Industries, Inc. | 97 | 5,884 | ||||||
Korea Electric Power Corp. | 3,746 | 107,557 | ||||||
Korea Petrochemical Ind Co., Ltd. | 23 | 5,170 | ||||||
Korea Zinc Co., Ltd. | 55 | 19,049 | ||||||
Korean Reinsurance Co. | 1,664 | 17,693 | ||||||
KT Corp. ADR | 1,028 | 13,652 | ||||||
KT Skylife Co., Ltd. | 638 | 7,843 | ||||||
KT&G Corp. | 1,456 | 139,786 | ||||||
Kumho Industrial Co., Ltd. | 492 | 4,613 | ||||||
Kumho Petrochemical Co., Ltd. | 110 | 11,498 | ||||||
Kyobo Securities Co., Ltd. | 812 | 6,958 | ||||||
LG Chem Ltd. | 185 | 55,359 | ||||||
LG Corp. | 604 | 39,074 | ||||||
LG Display Co., Ltd. | 1,422 | 23,349 | ||||||
LG Electronics, Inc. | 275 | 20,480 | ||||||
LG Hausys Ltd. | 162 | 10,088 | ||||||
LG Household & Health Care Ltd. | 20 | 25,052 | ||||||
LG International Corp. | 209 | 4,529 | ||||||
LG Uplus Corp. | 1,986 | 24,948 | ||||||
LIG Nex1 Co., Ltd. | 24 | 862 | ||||||
Lotte Chemical Corp. | 44 | 13,739 | ||||||
LOTTE Fine Chemical Co., Ltd. | 154 | 8,982 | ||||||
Lotte Shopping Co., Ltd. | 57 | 10,740 | ||||||
LS Corp. | 255 | 17,160 | ||||||
LS Industrial Systems Co., Ltd. | 242 | 15,308 | ||||||
Mando Corp. | 165 | 5,685 | ||||||
Meritz Fire & Marine Insurance Co., Ltd. | 617 | 10,629 | ||||||
Meritz Securities Co., Ltd. | 2,620 | 8,345 | ||||||
Mirae Asset Daewoo Co., Ltd. | 1,319 | 10,083 | ||||||
Mirae Asset Life Insurance Co., Ltd. | 1,276 | 6,354 | ||||||
Muhak Co., Ltd. | 559 | 7,599 | ||||||
NAVER Corp. | 11 | 7,531 | ||||||
NCSoft Corp. | 75 | 24,966 | ||||||
NH Investment & Securities Co., Ltd. | 1,410 | 18,914 | ||||||
Paradise Co., Ltd. | 506 | 8,195 | ||||||
Partron Co., Ltd. | 868 | 5,530 | ||||||
POSCO | 724 | 213,725 | ||||||
S-1 Corp. | 99 | 8,599 | ||||||
S-Oil Corp. | 604 | 59,343 | ||||||
Samsung C&T Corp. | 99 | 10,349 | ||||||
Samsung Electro-Mechanics Co., Ltd. | 217 | 28,914 | ||||||
Samsung Electronics Co., Ltd. | 25,902 | 1,084,189 | ||||||
Samsung Fire & Marine Insurance Co., Ltd. | 174 | 41,217 | ||||||
Samsung Life Insurance Co., Ltd. | 294 | 25,957 | ||||||
Samsung SDS Co., Ltd. | 33 | 5,937 | ||||||
Samsung Securities Co., Ltd. | 439 | 13,688 | ||||||
Seah Besteel Corp. | 167 | 3,214 | ||||||
Shinhan Financial Group Co., Ltd. | 2,741 | 106,492 | ||||||
Shinsegae, Inc. | 32 | 11,528 | ||||||
SK Discovery Co., Ltd. | 30 | 992 | ||||||
SK Gas Ltd. | 75 | 6,319 | ||||||
SK Holdings Co., Ltd. | 187 | 43,457 | ||||||
SK Hynix, Inc. | 1,287 | 98,965 | ||||||
SK Innovation Co., Ltd. | 561 | 101,680 | ||||||
SK Materials Co., Ltd. | 35 | 5,618 | ||||||
SK Networks Co., Ltd. | 876 | 3,537 | ||||||
SK Telecom Co., Ltd. | 550 | 114,984 | ||||||
SKC Co., Ltd. | 173 | 6,698 | ||||||
ST Pharm Co., Ltd. | 162 | 5,342 | ||||||
Sungwoo Hitech Co., Ltd. | 2,623 | 10,167 | ||||||
Tongyang Life Insurance Co., Ltd. | 950 | 6,299 | ||||||
Tongyang, Inc. | 2,630 | 4,613 | ||||||
Woori Bank | 2,762 | 40,395 | ||||||
Yuhan Corp. | 43 | 8,392 | ||||||
|
| |||||||
Total South Korea |
| 3,716,104 | ||||||
Taiwan – 22.0% |
| |||||||
AcBel Polytech, Inc. | 11,000 | 6,837 | ||||||
Accton Technology Corp. | 2,000 | 5,786 | ||||||
Acer, Inc.* | 32,000 | 26,134 | ||||||
Advantech Co., Ltd. | 2,000 | 13,185 | ||||||
Aerospace Industrial Development Corp. | 9,000 | 9,358 | ||||||
Arcadyan Technology Corp. | 8,000 | 19,338 | ||||||
ASE Technology Holding Co., Ltd. | 39,374 | 92,467 | ||||||
Asia Cement Corp. | 31,000 | 34,062 | ||||||
Asustek Computer, Inc. | 13,000 | 118,750 | ||||||
Aten International Co., Ltd. | 8,000 | 23,222 | ||||||
AU Optronics Corp. | 134,000 | 56,697 | ||||||
Catcher Technology Co., Ltd. | 9,000 | 100,661 | ||||||
Cathay Financial Holding Co., Ltd. | 76,000 | 134,110 | ||||||
Chang Hwa Commercial Bank Ltd. | 13,250 | 7,692 | ||||||
Charoen Pokphand Enterprise | 1,000 | 1,971 | ||||||
Chaun-Choung Technology Corp. | 2,000 | 5,740 | ||||||
Cheng Shin Rubber Industry Co., Ltd. | 31,000 | 46,619 | ||||||
Chicony Electronics Co., Ltd. | 12,025 | 27,096 | ||||||
Chin-Poon Industrial Co., Ltd. | 9,000 | 11,394 | ||||||
China Bills Finance Corp.* | 23,000 | 10,825 | ||||||
China Development Financial Holding Corp. | 143,000 | 52,297 | ||||||
China Life Insurance Co., Ltd. | 24,000 | 25,269 | ||||||
China Metal Products Co., Ltd. | 8,000 | 7,544 | ||||||
China Steel Corp. | 129,000 | 100,277 | ||||||
China Synthetic Rubber Corp. | 20,500 | 31,434 | ||||||
Chroma ATE, Inc. | 2,000 | 10,758 | ||||||
Chung-Hsin Electric & Machinery Manufacturing Corp. | 30,000 | 20,664 | ||||||
Chunghwa Telecom Co., Ltd. | 63,000 | 227,299 | ||||||
Cleanaway Co., Ltd. | 2,000 | 12,529 | ||||||
Clevo Co. | 11,000 | 12,375 | ||||||
Compal Electronics, Inc. | 54,000 | 34,006 | ||||||
CTBC Financial Holding Co., Ltd. | 177,720 | 127,948 | ||||||
CTCI Corp. | 11,000 | 17,607 | ||||||
Delta Electronics, Inc. | 12,000 | 43,098 | ||||||
Depo Auto Parts Ind Co., Ltd. | 1,000 | 2,640 | ||||||
E.Sun Financial Holding Co., Ltd. | 52,031 | 36,265 | ||||||
Eclat Textile Co., Ltd. | 1,000 | 11,890 | ||||||
Elan Microelectronics Corp. | 9,000 | 15,380 | ||||||
Elite Advanced Laser Corp. | 1,000 | 3,395 | ||||||
Elite Material Co., Ltd. | 4,000 | 10,470 |
See Notes to Financial Statements.
74 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
Elite Semiconductor Memory Technology, Inc. | 12,000 | $ | 15,862 | |||||
Eternal Materials Co., Ltd. | 13,668 | 12,485 | ||||||
Eva Airways Corp. | 11,000 | 5,322 | ||||||
Evergreen International Storage & Transport Corp. | 21,000 | 9,092 | ||||||
Everlight Electronics Co., Ltd. | 12,000 | 15,114 | ||||||
Far Eastern Department Stores Ltd. | 41,000 | 26,290 | ||||||
Far Eastern International Bank | 41,135 | 13,627 | ||||||
Far Eastern New Century Corp. | 35,000 | 33,176 | ||||||
Far EasTone Telecommunications Co., Ltd. | 23,000 | 59,445 | ||||||
Feng Hsin Steel Co., Ltd.* | 10,000 | 19,188 | ||||||
Feng TAY Enterprise Co., Ltd. | 2,000 | 10,037 | ||||||
First Financial Holding Co., Ltd. | 101,729 | 68,735 | ||||||
Flytech Technology Co., Ltd. | 2,000 | 5,130 | ||||||
Formosa Chemicals & Fibre Corp. | 75,000 | 298,883 | ||||||
Formosa International Hotels Corp. | 1,000 | 4,887 | ||||||
Formosa Laboratories, Inc. | 3,000 | 5,373 | ||||||
Formosa Petrochemical Corp.* | 32,000 | 128,573 | ||||||
Formosa Plastics Corp. | 74,000 | 273,054 | ||||||
Formosan Union Chemical | 21,000 | 13,018 | ||||||
Foxconn Technology Co., Ltd. | 13,010 | 31,833 | ||||||
Fubon Financial Holding Co., Ltd. | 68,000 | 113,971 | ||||||
Gemtek Technology Corp. | 8,000 | 7,150 | ||||||
Getac Technology Corp. | 10,000 | 14,432 | ||||||
Giant Manufacturing Co., Ltd. | 2,000 | 8,462 | ||||||
Gigabyte Technology Co., Ltd. | 13,000 | 28,739 | ||||||
Grape King Bio Ltd. | 1,000 | 7,544 | ||||||
Great Wall Enterprise Co., Ltd. | 9,000 | 12,029 | ||||||
Greatek Electronics, Inc. | 11,000 | 19,519 | ||||||
HannStar Display Corp. | 44,000 | 13,147 | ||||||
Highwealth Construction Corp. | 23,000 | 34,136 | ||||||
Hon Hai Precision Industry Co., Ltd. | 211,100 | 576,070 | ||||||
Hotai Motor Co., Ltd. | 4,000 | 35,226 | ||||||
Hua Nan Financial Holdings Co., Ltd. | 46,575 | 27,115 | ||||||
Huang Hsiang Construction Corp. | 8,000 | 7,111 | ||||||
IEI Integration Corp. | 10,000 | 12,185 | ||||||
Innolux Corp. | 42,000 | 15,084 | ||||||
Inventec Corp. | 64,000 | 50,275 | ||||||
Kenda Rubber Industrial Co., Ltd. | 11,020 | 12,145 | ||||||
King Yuan Electronics Co., Ltd. | 22,000 | 20,024 | ||||||
King’s Town Bank | 22,000 | 23,596 | ||||||
Kinik Co. | 10,000 | 23,156 | ||||||
Kinpo Electronics | 41,000 | 13,380 | ||||||
Kinsus Interconnect Technology Corp. | 11,000 | 18,869 | ||||||
Kung Long Batteries Industrial Co., Ltd. | 1,000 | 4,756 | ||||||
LCY Chemical Corp. | 13,000 | 20,104 | ||||||
Lien Hwa Industrial Corp. | 11,276 | 13,962 | ||||||
Lite-On Technology Corp. | 52,014 | 62,952 | ||||||
Long Chen Paper Co., Ltd. | 22,710 | 19,367 | ||||||
Makalot Industrial Co., Ltd. | 2,000 | 8,987 | ||||||
MediaTek, Inc. | 12,000 | 118,077 | ||||||
Mega Financial Holding Co., Ltd. | 134,000 | 118,228 | ||||||
Merida Industry Co., Ltd. | 1,000 | 5,002 | ||||||
Merry Electronics Co., Ltd. | 7,000 | 30,536 | ||||||
Micro-Star International Co., Ltd. | 12,000 | 37,076 | ||||||
Namchow Holdings Co., Ltd. | 2,000 | 3,988 | ||||||
Nan Kang Rubber Tire Co., Ltd. | 11,000 | 9,687 | ||||||
Nan Ya Plastics Corp. | 101,000 | 288,870 | ||||||
Nan Ya Printed Circuit Board Corp.* | 12,000 | 10,962 | ||||||
Nantex Industry Co., Ltd. | 12,000 | 11,178 | ||||||
Nanya Technology Corp. | 20,000 | 54,578 | ||||||
Nien Made Enterprise Co., Ltd. | 1,000 | 8,544 | ||||||
Novatek Microelectronics Corp. | 11,000 | 49,609 | ||||||
Pan-International Industrial Corp. | 14,000 | 9,873 | ||||||
Pegatron Corp. | 43,000 | 88,430 | ||||||
Posiflex Technology, Inc. | 1,000 | 3,805 | ||||||
Pou Chen Corp. | 33,000 | 38,316 | ||||||
Powertech Technology, Inc. | 10,000 | 29,027 | ||||||
President Chain Store Corp. | 9,000 | 101,989 | ||||||
Prince Housing & Development Corp. | 20,000 | 7,281 | ||||||
Qisda Corp. | 31,000 | 21,861 | ||||||
Quanta Computer, Inc. | 43,000 | 75,455 | ||||||
Radiant Opto-Electronics Corp. | 9,000 | 18,007 | ||||||
Realtek Semiconductor Corp. | 10,000 | 36,407 | ||||||
Rechi Precision Co., Ltd. | 11,000 | 11,690 | ||||||
Ruentex Industries Ltd.* | 1,000 | 2,040 | ||||||
Run Long Construction Co., Ltd. | 9,000 | 16,059 | ||||||
ScinoPharm Taiwan Ltd. | 2,000 | 2,125 | ||||||
Shin Kong Financial Holding Co., Ltd. | 44,000 | 16,957 | ||||||
Shin Zu Shing Co., Ltd. | 2,000 | 5,904 | ||||||
Shinkong Synthetic Fibers Corp. | 32,000 | 12,333 | ||||||
Sigurd Microelectronics Corp. | 13,000 | 16,181 | ||||||
SinoPac Financial Holdings Co., Ltd. | 100,587 | 36,291 | ||||||
Sitronix Technology Corp. | 2,000 | 7,708 | ||||||
Standard Foods Corp. | 1,000 | 2,024 | ||||||
Sunspring Metal Corp. | 8,000 | 9,394 | ||||||
Supreme Electronics Co., Ltd. | 11,000 | 12,357 | ||||||
Syncmold Enterprise Corp. | 11,000 | 22,549 | ||||||
Synnex Technology International Corp. | 33,150 | 50,016 | ||||||
Systex Corp. | 9,000 | 19,453 | ||||||
Taichung Commercial Bank Co., Ltd. | 45,000 | 15,424 | ||||||
Taishin Financial Holding Co., Ltd. | 56,000 | 26,449 | ||||||
Taiwan Cement Corp. | 45,000 | 62,507 | ||||||
Taiwan Cogeneration Corp. | 13,000 | 11,598 | ||||||
Taiwan Cooperative Financial Holding Co., Ltd. | 56,888 | 33,306 | ||||||
Taiwan Fertilizer Co., Ltd. | 23,000 | 31,571 | ||||||
Taiwan FU Hsing Industrial Co., Ltd. | 11,000 | 12,501 | ||||||
Taiwan High Speed Rail Corp. | 11,000 | 8,623 | ||||||
Taiwan Hon Chuan Enterprise Co., Ltd. | 8,000 | 14,091 | ||||||
Taiwan Mobile Co., Ltd. | 23,000 | 83,359 | ||||||
Taiwan PCB Techvest Co., Ltd. | 9,000 | 8,413 | ||||||
Taiwan Secom Co., Ltd. | 9,000 | 26,449 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 177,000 | 1,256,884 | ||||||
Taiwan Styrene Monomer* | 23,000 | 17,389 | ||||||
Teco Electric and Machinery Co., Ltd. | 21,000 | 15,773 | ||||||
Tong Hsing Electronic Industries Ltd. | 4,000 | 13,907 | ||||||
Tong Yang Industry Co., Ltd. | 2,000 | 3,080 | ||||||
Topco Scientific Co., Ltd. | 1,097 | 2,875 | ||||||
Transcend Information, Inc. | 2,000 | 5,550 |
See Notes to Financial Statements.
WisdomTree Trust | 75 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
Investments | Shares | Value | ||||||
Tripod Technology Corp. | 11,000 | $ | 30,234 | |||||
TSRC Corp. | 9,000 | 9,682 | ||||||
Tung Ho Steel Enterprise Corp. | 11,000 | 8,118 | ||||||
TXC Corp. | 12,000 | 15,015 | ||||||
Uni-President Enterprises Corp. | 47,000 | 119,317 | ||||||
United Microelectronics Corp. | 110,000 | 61,154 | ||||||
USI Corp. | 20,000 | 9,282 | ||||||
Walsin Lihwa Corp. | 31,000 | 21,047 | ||||||
Wan Hai Lines Ltd. | 10,000 | 5,543 | ||||||
Winbond Electronics Corp. | 30,446 | 19,473 | ||||||
Wistron Corp. | 44,535 | 33,085 | ||||||
Wistron NeWeb Corp. | 9,179 | 21,887 | ||||||
WPG Holdings Ltd. | 30,000 | 42,508 | ||||||
WT Microelectronics Co., Ltd. | 10,645 | 15,520 | ||||||
Yageo Corp.* | 1,000 | 36,899 | ||||||
Yuanta Financial Holding Co., Ltd. | 89,000 | 40,576 | ||||||
Yulon Motor Co., Ltd. | 20,000 | 13,841 | ||||||
Yulon Nissan Motor Co., Ltd. | 8,000 | 66,254 | ||||||
YungShin Global Holding Corp. | 12,000 | 16,196 | ||||||
Zeng Hsing Industrial Co., Ltd. | 2,000 | 8,462 | ||||||
Zinwell Corp. | 9,000 | 7,380 | ||||||
|
| |||||||
Total Taiwan |
| 7,498,795 | ||||||
Thailand – 3.6% |
| |||||||
Advanced Info Service PCL NVDR | 25,700 | 143,510 | ||||||
Airports of Thailand PCL NVDR | 32,000 | 60,851 | ||||||
Bangkok Dusit Medical Services PCL NVDR | 12,200 | 9,206 | ||||||
Bangkok Expressway & Metro PCL NVDR | 78,000 | 17,540 | ||||||
Bangkok Land PCL NVDR* | 326,700 | 18,342 | ||||||
Banpu PCL NVDR | 17,744 | 10,444 | ||||||
BTS Group Holdings PCL NVDR | 65,000 | 17,265 | ||||||
Bumrungrad Hospital PCL NVDR | 2,000 | 10,051 | ||||||
Central Pattana PCL NVDR | 9,000 | 18,948 | ||||||
Charoen Pokphand Foods PCL NVDR | 26,400 | 19,284 | ||||||
CP ALL PCL NVDR | 22,000 | 48,808 | ||||||
Delta Electronics Thailand PCL NVDR | 4,600 | 8,122 | ||||||
Electricity Generating PCL NVDR | 3,200 | 21,636 | ||||||
Glow Energy PCL NVDR | 9,000 | 25,739 | ||||||
Hana Microelectronics PCL NVDR | 11,000 | 10,957 | ||||||
Home Product Center PCL NVDR | 60,600 | 24,511 | ||||||
Indorama Ventures PCL NVDR | 18,500 | 30,573 | ||||||
Intouch Holdings PCL NVDR | 33,100 | 53,202 | ||||||
IRPC PCL NVDR | 80,100 | 14,023 | ||||||
Jasmine International PCL NVDR | 29,700 | 3,873 | ||||||
Kasikornbank PCL NVDR | 6,500 | 38,062 | ||||||
Kiatnakin Bank PCL NVDR | 11,000 | 22,495 | ||||||
Krung Thai Bank PCL NVDR | 66,900 | 33,723 | ||||||
Land & Houses PCL NVDR | 62,400 | 21,283 | ||||||
Minor International PCL NVDR | 8,800 | 8,633 | ||||||
PTT Exploration & Production PCL NVDR | 15,600 | 66,158 | ||||||
PTT Global Chemical PCL NVDR | 28,500 | 62,798 | ||||||
PTT PCL NVDR | 122,100 | 176,903 | ||||||
Ratchaburi Electricity Generating Holding PCL NVDR | 8,800 | 13,613 | ||||||
Robinson PCL NVDR | 8,500 | 14,368 | ||||||
Siam Cement PCL (The) NVDR | 2,200 | 27,492 | ||||||
Siam City Cement PCL NVDR | 877 | 5,321 | ||||||
Siam Commercial Bank PCL (The) NVDR | 9,600 | 34,337 | ||||||
Star Petroleum Refining PCL NVDR | 26,600 | 10,438 | ||||||
Supalai PCL NVDR* | 22,000 | 15,605 | ||||||
Thai Oil PCL NVDR | 11,000 | 25,815 | ||||||
Thanachart Capital PCL NVDR | 14,300 | 20,179 | ||||||
Tipco Asphalt PCL NVDR | 6,300 | 2,605 | ||||||
Tisco Financial Group PCL NVDR | 11,000 | 27,890 | ||||||
TMB Bank PCL NVDR | 241,400 | 16,759 | ||||||
TTW PCL NVDR | 32,100 | 11,336 | ||||||
|
| |||||||
Total Thailand |
| 1,222,698 | ||||||
Turkey – 1.2% |
| |||||||
Akbank Turk AS | 9,885 | 16,226 | ||||||
Akcansa Cimento AS | 2,317 | 4,845 | ||||||
Aksa Akrilik Kimya Sanayii AS | 2,063 | 5,170 | ||||||
Albaraka Turk Katilim Bankasi AS | 21,491 | 6,380 | ||||||
Anadolu Efes Biracilik ve Malt Sanayii AS | 1,186 | 6,110 | ||||||
Arcelik AS | 813 | 2,706 | ||||||
BIM Birlesik Magazalar AS | 923 | 13,529 | ||||||
Enka Insaat ve Sanayi AS | 16,409 | 16,727 | ||||||
Eregli Demir ve Celik Fabrikalari TAS | 36,910 | 82,180 | ||||||
Ford Otomotiv Sanayi AS | 1,678 | 22,453 | ||||||
Haci Omer Sabanci Holding AS | 5,805 | 11,189 | ||||||
Is Gayrimenkul Yatirim Ortakligi AS | 30,594 | 6,611 | ||||||
KOC Holding AS | 3,193 | 9,911 | ||||||
Kordsa Teknik Tekstil AS | 2,305 | 3,215 | ||||||
Petkim Petrokimya Holding AS | 14,896 | 15,738 | ||||||
Soda Sanayii AS | 5,490 | 7,430 | ||||||
Tat Gida Sanayi AS | 3,400 | 3,243 | ||||||
TAV Havalimanlari Holding AS | 2,914 | 14,274 | ||||||
Tofas Turk Otomobil Fabrikasi AS | 1,768 | 9,285 | ||||||
Trakya Cam Sanayii AS | 5,734 | 5,194 | ||||||
Tupras Turkiye Petrol Rafinerileri AS | 3,529 | 83,195 | ||||||
Turkcell Iletisim Hizmetleri AS | 12,563 | 33,374 | ||||||
Turkiye Garanti Bankasi AS | 6,990 | 12,786 | ||||||
Turkiye Halk Bankasi AS | 3,425 | 5,532 | ||||||
Turkiye Is Bankasi AS Group C | 10,338 | 12,863 | ||||||
Turkiye Sise ve Cam Fabrikalari AS | 7,208 | 6,655 | ||||||
|
| |||||||
Total Turkey |
| 416,821 | ||||||
TOTAL COMMON STOCKS (Cost: $33,631,796) |
| 33,849,649 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.0% |
| |||||||
United States – 1.0% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $325,042)(d) | 325,042 | 325,042 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.4% (Cost: $33,956,838) |
| 34,174,691 | ||||||
Other Assets less Liabilities – (0.4)% |
| (132,271 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 34,042,420 |
See Notes to Financial Statements.
76 | WisdomTree Trust |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Emerging Markets Dividend Fund (DVEM)
June 30, 2018
* | Non-income producing security. |
** | Share amount represents a fractional share. |
† | Security is being fair valued using significant unobservable inputs by a pricing committee under the direction of the Board of Trustees. The aggregate value of fair valued securities is $26,211, which represents 0.08% of net assets. |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $345,099 and the total market value of the collateral held by the Fund was $366,178. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $41,136. |
ADR – American Depositary Receipt
GDR – Global Depositary Receipt
NVDR – Non-Voting Depositary Receipt
Reg S – Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.
See Notes to Financial Statements.
WisdomTree Trust | 77 |
Table of Contents
WisdomTree Europe Domestic Economy Fund (EDOM)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.6% |
| |||||||
Austria – 3.7% |
| |||||||
BAWAG Group AG(a) | 549 | $ | 25,639 | |||||
Erste Group Bank AG* | 996 | 41,573 | ||||||
Oesterreichische Post AG | 457 | 20,863 | ||||||
OMV AG | 692 | 39,242 | ||||||
Palfinger AG | 313 | 11,859 | ||||||
Porr AG | 534 | 17,956 | ||||||
Raiffeisen Bank International AG | 774 | 23,758 | ||||||
S IMMO AG | 963 | 18,799 | ||||||
S&T AG | 886 | 22,841 | ||||||
UNIQA Insurance Group AG | 2,037 | 18,741 | ||||||
Vienna Insurance Group AG Wiener Versicherung Gruppe | 1,258 | 34,311 | ||||||
Voestalpine AG | 1,123 | 51,725 | ||||||
Wienerberger AG | 1,232 | 30,753 | ||||||
|
| |||||||
Total Austria |
| 358,060 | ||||||
Belgium – 4.3% |
| |||||||
Ackermans & van Haaren N.V. | 223 | 38,404 | ||||||
Ageas | 1,032 | 52,064 | ||||||
bpost S.A. | 2,213 | 34,959 | ||||||
Cofinimmo S.A. | 126 | 15,535 | ||||||
D’ieteren S.A./N.V. | 466 | 19,358 | ||||||
Econocom Group S.A./N.V. | 2,571 | 14,174 | ||||||
Euronav N.V. | 3,976 | 36,511 | ||||||
KBC Group N.V. | 948 | 73,184 | ||||||
Kinepolis Group N.V. | 456 | 28,910 | ||||||
Telenet Group Holding N.V.* | 334 | 15,598 | ||||||
Tessenderlo Group S.A.* | 171 | 6,668 | ||||||
Umicore S.A. | 635 | 36,440 | ||||||
Warehouses De Pauw CVA | 195 | 24,680 | ||||||
X-Fab Silicon Foundries SE*(a) | 1,905 | 19,261 | ||||||
|
| |||||||
Total Belgium |
| 415,746 | ||||||
Finland – 5.0% |
| |||||||
Caverion Oyj* | 3,845 | 27,340 | ||||||
Citycon Oyj | 5,995 | 12,977 | ||||||
Cramo Oyj | 1,784 | 41,471 | ||||||
Finnair Oyj | 2,273 | 24,588 | ||||||
Metsa Board Oyj | 1,918 | 21,699 | ||||||
Neste Oyj | 447 | 35,071 | ||||||
Nokian Renkaat Oyj | 814 | 32,161 | ||||||
Outokumpu Oyj | 2,092 | 13,014 | ||||||
Ramirent Oyj | 2,943 | 31,269 | ||||||
Sampo Oyj Class A | 1,536 | 74,962 | ||||||
Sanoma Oyj | 1,682 | 17,066 | ||||||
Stora Enso Oyj Class R | 2,336 | 45,711 | ||||||
Tieto Oyj | 502 | 16,270 | ||||||
UPM-Kymmene Oyj | 1,720 | 61,491 | ||||||
Uponor Oyj | 1,320 | 21,191 | ||||||
YIT Oyj | 2,241 | 13,357 | ||||||
|
| |||||||
Total Finland |
| 489,638 | ||||||
France – 24.8% |
| |||||||
Accor S.A. | 944 | 46,313 | ||||||
Aeroports de Paris | 172 | 38,899 | ||||||
Air France-KLM* | 4,024 | 32,812 | ||||||
Akka Technologies | 228 | 16,318 | ||||||
ALD S.A.(a) | 1,351 | 23,061 | ||||||
Alstom S.A. | 607 | 27,895 | ||||||
Alten S.A. | 268 | 27,629 | ||||||
Altran Technologies S.A. | 1,134 | 16,444 | ||||||
Amundi S.A.(a) | 604 | 41,847 | ||||||
Atos SE | 251 | 34,273 | ||||||
AXA S.A. | 4,249 | 104,254 | ||||||
Beneteau S.A. | 1,670 | 31,314 | ||||||
BNP Paribas S.A. | 1,735 | 107,747 | ||||||
Bollore S.A. | 7,779 | 36,184 | ||||||
Bouygues S.A. | 1,314 | 56,626 | ||||||
Capgemini SE | 424 | 57,029 | ||||||
Cie de Saint-Gobain | 1,139 | 50,893 | ||||||
Cie Plastic Omnium S.A. | 493 | 20,843 | ||||||
CNP Assurances | 948 | 21,572 | ||||||
Coface S.A. | 3,251 | 36,135 | ||||||
Covivio | 226 | 23,511 | ||||||
Credit Agricole S.A. | 4,004 | 53,457 | ||||||
Edenred | 906 | 28,624 | ||||||
Eiffage S.A. | 280 | 30,462 | ||||||
Elior Group S.A.(a) | 1,203 | 17,360 | ||||||
Elis S.A. | 1,651 | 37,859 | ||||||
Eurazeo S.A. | 355 | 26,920 | ||||||
Europcar Groupe S.A.(a) | 3,925 | 40,946 | ||||||
Eutelsat Communications S.A. | 1,464 | 30,366 | ||||||
Faurecia S.A. | 472 | 33,682 | ||||||
Fnac Darty S.A.* | 323 | 30,716 | ||||||
Getlink | 2,708 | 37,134 | ||||||
ICADE | 301 | 28,220 | ||||||
JCDecaux S.A. | 1,003 | 33,562 | ||||||
Klepierre S.A. | 811 | 30,537 | ||||||
Lagardere SCA | 1,748 | 46,144 | ||||||
LISI | 1,000 | 37,887 | ||||||
Maisons du Monde S.A.(a) | 939 | 34,578 | ||||||
Metropole Television S.A. | 1,325 | 26,500 | ||||||
Natixis S.A. | 3,830 | 27,179 | ||||||
Nexans S.A. | 197 | 6,792 | ||||||
Nexity S.A. | 344 | 21,729 | ||||||
Peugeot S.A. | 2,108 | 48,141 | ||||||
Renault S.A. | 494 | 42,006 | ||||||
Rexel S.A. | 1,372 | 19,727 | ||||||
Rothschild & Co. | 672 | 22,714 | ||||||
SMCP S.A.*(a) | 612 | 17,492 | ||||||
Societe Generale S.A. | 1,798 | 75,815 | ||||||
Sopra Steria Group | 157 | 32,005 | ||||||
SPIE S.A. | 1,766 | 35,836 | ||||||
Television Francaise 1 | 3,489 | 36,784 | ||||||
Thales S.A. | 361 | 46,511 | ||||||
TOTAL S.A. | 3,628 | 221,155 | ||||||
Trigano S.A. | 201 | 35,718 | ||||||
Unibail-Rodamco-Westfield | 140 | 30,820 |
See Notes to Financial Statements.
78 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Europe Domestic Economy Fund (EDOM)
June 30, 2018
Investments | Shares | Value | ||||||
Vicat S.A. | 237 | $ | 15,551 | |||||
Vinci S.A. | 996 | 95,775 | ||||||
Vivendi S.A. | 2,458 | 60,267 | ||||||
Wendel S.A. | 274 | 37,749 | ||||||
Worldline S.A.*(a) | 553 | 31,327 | ||||||
|
| |||||||
Total France |
| 2,417,646 | ||||||
Germany – 21.6% |
| |||||||
Aareal Bank AG | 520 | 22,870 | ||||||
Allianz SE Registered Shares | 633 | 130,828 | ||||||
alstria office REIT-AG | 1,018 | 15,297 | ||||||
Aumann AG(a) | 578 | 35,767 | ||||||
AURELIUS Equity Opportunities SE & Co. KGaA | 385 | 22,880 | ||||||
Aurubis AG | 303 | 23,172 | ||||||
Axel Springer SE | 381 | 27,558 | ||||||
BayWa AG | 520 | 17,607 | ||||||
Bechtle AG | 229 | 17,673 | ||||||
Bilfinger SE | 856 | 43,535 | ||||||
CANCOM SE | 218 | 22,271 | ||||||
CECONOMY AG | 3,613 | 30,111 | ||||||
Commerzbank AG* | 4,959 | 47,541 | ||||||
Continental AG | 328 | 74,887 | ||||||
CTS Eventim AG & Co. KGaA | 692 | 34,079 | ||||||
Deutsche Bank AG Registered Shares | 6,038 | 65,012 | ||||||
Deutsche Boerse AG | 479 | 63,839 | ||||||
Deutsche Lufthansa AG Registered Shares | 1,088 | 26,168 | ||||||
Deutsche Post AG Registered Shares | 2,611 | 85,266 | ||||||
Deutsche Wohnen SE Bearer Shares | 966 | 46,693 | ||||||
DMG MORI AG | 402 | 21,919 | ||||||
ElringKlinger AG | 1,689 | 21,672 | ||||||
Fielmann AG* | 544 | 37,664 | ||||||
Fraport AG Frankfurt Airport Services Worldwide | 387 | 37,331 | ||||||
Fuchs Petrolub SE | 552 | 26,102 | ||||||
Hamburger Hafen und Logistik AG | 669 | 14,528 | ||||||
Hella GmbH & Co. KGaA | 389 | 21,801 | ||||||
Hugo Boss AG | 484 | 43,942 | ||||||
Indus Holding AG | 257 | 16,023 | ||||||
Jenoptik AG | 673 | 26,386 | ||||||
KION Group AG | 321 | 23,102 | ||||||
Kloeckner & Co. SE | 1,439 | 15,171 | ||||||
LEG Immobilien AG | 231 | 25,104 | ||||||
Leoni AG | 550 | 27,934 | ||||||
MAN SE | 213 | 24,110 | ||||||
Muenchener Rueckversicherungs – Gesellschaft AG Registered Shares | 259 | 54,749 | ||||||
Nemetschek SE | 263 | 31,658 | ||||||
Nordex SE* | 2,587 | 26,272 | ||||||
PATRIZIA Immobilien AG | 695 | 13,397 | ||||||
ProSiebenSat.1 Media SE | 1,532 | 38,868 | ||||||
Rheinmetall AG | 189 | 20,866 | ||||||
RIB Software SE | 1,729 | 40,172 | ||||||
Rocket Internet SE*(a) | 714 | 22,925 | ||||||
Salzgitter AG | 373 | 16,266 | ||||||
Scout24 AG(a) | 527 | 27,959 | ||||||
Siemens AG Registered Shares | 1,286 | 169,996 | ||||||
Sixt SE | 253 | 28,343 | ||||||
Stroeer SE & Co. KGaA | 352 | 21,309 | ||||||
Takkt AG | 1,326 | 24,244 | ||||||
Talanx AG | 420 | 15,339 | ||||||
ThyssenKrupp AG | 1,234 | 29,997 | ||||||
TLG Immobilien AG | 661 | 17,627 | ||||||
TUI AG | 1,476 | 32,372 | ||||||
United Internet AG Registered Shares | 719 | 41,184 | ||||||
Volkswagen AG | 239 | 39,485 | ||||||
VTG AG | 369 | 20,938 | ||||||
Wacker Neuson SE | 863 | 21,925 | ||||||
Washtec AG | 200 | 17,677 | ||||||
Wirecard AG | 311 | 50,091 | ||||||
Wuestenrot & Wuerttembergische AG | 492 | 10,099 | ||||||
Zalando SE*(a) | 618 | 34,540 | ||||||
|
| |||||||
Total Germany |
| 2,104,141 | ||||||
Ireland – 2.7% |
| |||||||
AIB Group PLC | 4,214 | 22,878 | ||||||
Bank of Ireland Group PLC | 3,148 | 24,570 | ||||||
Dalata Hotel Group PLC* | 5,387 | 43,901 | ||||||
Hibernia REIT PLC | 9,315 | 16,314 | ||||||
Irish Continental Group PLC | 2,611 | 15,395 | ||||||
Kingspan Group PLC | 858 | 42,956 | ||||||
Paddy Power Betfair PLC | 316 | 35,050 | ||||||
Ryanair Holdings PLC ADR* | 269 | 30,728 | ||||||
Smurfit Kappa Group PLC | 825 | 33,424 | ||||||
|
| |||||||
Total Ireland |
| 265,216 | ||||||
Italy – 16.7% |
| |||||||
Anima Holding SpA(a) | 6,134 | 32,987 | ||||||
Ansaldo STS SpA* | 1,134 | 16,259 | ||||||
Assicurazioni Generali SpA | 4,383 | 73,537 | ||||||
ASTM SpA | 1,494 | 34,607 | ||||||
Atlantia SpA | 1,836 | 54,276 | ||||||
Azimut Holding SpA | 1,797 | 27,810 | ||||||
Banca Farmafactoring SpA(a) | 6,990 | 40,969 | ||||||
Banca Generali SpA | 1,019 | 25,389 | ||||||
Banca IFIS SpA | 1,073 | 32,297 | ||||||
Banca Mediolanum SpA | 5,226 | 35,420 | ||||||
Banca Monte dei Paschi di Siena SpA* | 6,113 | 17,593 | ||||||
Banca Popolare di Sondrio SCPA | 9,215 | 37,097 | ||||||
Banco BPM SpA* | 14,090 | 41,324 | ||||||
Biesse SpA | 469 | 18,333 | ||||||
BPER Banca | 8,126 | 44,658 | ||||||
Brembo SpA | 2,530 | 34,236 | ||||||
Buzzi Unicem SpA | 826 | 20,243 | ||||||
Cementir Holding SpA | 4,593 | 36,358 | ||||||
Cerved Group SpA | 3,100 | 33,299 | ||||||
CIR-Compagnie Industriali Riunite SpA | 7,453 | 9,119 | ||||||
Credito Emiliano SpA | 4,326 | 32,022 | ||||||
Datalogic SpA | 686 | 25,350 | ||||||
De’ Longhi SpA | 1,226 | 34,755 | ||||||
Enav SpA(a) | 3,075 | 15,424 |
See Notes to Financial Statements.
WisdomTree Trust | 79 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Europe Domestic Economy Fund (EDOM)
June 30, 2018
Investments | Shares | Value | ||||||
Eni SpA | 4,983 | $ | 92,540 | |||||
FinecoBank Banca Fineco SpA | 2,860 | 32,297 | ||||||
Gima TT SpA(a) | 2,231 | 36,702 | ||||||
IMA Industria Macchine Automatiche SpA | 247 | 21,513 | ||||||
Interpump Group SpA | 1,031 | 32,068 | ||||||
Intesa Sanpaolo SpA | 26,503 | 76,941 | ||||||
Intesa Sanpaolo SpA RSP | 9,718 | 29,478 | ||||||
Leonardo SpA | 2,877 | 28,438 | ||||||
Mediaset SpA* | 8,200 | 26,232 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 4,973 | 46,229 | ||||||
Poste Italiane SpA(a) | 4,065 | 34,029 | ||||||
Prysmian SpA | 1,677 | 41,764 | ||||||
RAI Way SpA(a) | 2,558 | 11,976 | ||||||
Saras SpA | 10,084 | 24,442 | ||||||
Snam SpA | 5,253 | 21,932 | ||||||
Societa Cattolica di Assicurazioni SC | 3,533 | 29,473 | ||||||
Societa Iniziative Autostradali e Servizi SpA | 1,541 | 23,210 | ||||||
Technogym SpA(a) | 1,554 | 18,416 | ||||||
Tod’s SpA | 467 | 29,089 | ||||||
UniCredit SpA | 3,426 | 57,184 | ||||||
Unione di Banche Italiane SpA | 9,974 | 38,336 | ||||||
Unipol Gruppo SpA | 7,374 | 28,489 | ||||||
UnipolSai Assicurazioni SpA | 18,395 | 40,645 | ||||||
Vittoria Assicurazioni SpA | 2,095 | 34,097 | ||||||
|
| |||||||
Total Italy |
| 1,628,882 | ||||||
Netherlands – 7.7% |
| |||||||
Aalberts Industries N.V. | 852 | 40,805 | ||||||
ABN AMRO Group N.V. CVA(a) | 1,936 | 50,226 | ||||||
Aegon N.V. | 6,780 | 40,656 | ||||||
Altice Europe N.V.* | 5,516 | 22,476 | ||||||
ASR Nederland N.V. | 838 | 34,225 | ||||||
Basic-Fit N.V.*(a) | 523 | 17,647 | ||||||
Boskalis Westminster | 1,371 | 39,938 | ||||||
Euronext N.V.(a) | 609 | 38,716 | ||||||
GrandVision N.V.(a) | 1,163 | 26,139 | ||||||
IMCD N.V. | 606 | 40,683 | ||||||
ING Groep N.V. | 5,793 | 83,382 | ||||||
Intertrust N.V.(a) | 785 | 13,949 | ||||||
Koninklijke BAM Groep N.V. | 4,398 | 18,506 | ||||||
Koninklijke Volkerwessels N.V. | 1,450 | 37,279 | ||||||
NN Group N.V. | 1,051 | 42,752 | ||||||
OCI N.V.* | 1,107 | 29,895 | ||||||
PostNL N.V. | 11,896 | 44,654 | ||||||
Randstad N.V. | 855 | 50,332 | ||||||
Takeaway.com N.V.*(a) | 325 | 21,705 | ||||||
TKH Group N.V. CVA | 445 | 28,264 | ||||||
TomTom N.V.* | 2,655 | 24,049 | ||||||
|
| |||||||
Total Netherlands |
| 746,278 | ||||||
Portugal – 1.7% |
| |||||||
Altri, SGPS, S.A. | 2,484 | 25,087 | ||||||
Banco Comercial Portugues S.A. Registered Shares* | 87,202 | 26,206 | ||||||
Corticeira Amorim, SGPS, S.A. | 1,111 | 14,554 | ||||||
Navigator Co. S.A. (The) | 5,123 | 30,505 | ||||||
NOS, SGPS, S.A. | 7,208 | 39,503 | ||||||
Semapa-Sociedade de Investimento e Gestao | 939 | 25,161 | ||||||
|
| |||||||
Total Portugal |
| 161,016 | ||||||
Spain – 10.8% |
| |||||||
Aedas Homes SAU*(a) | 389 | 13,807 | ||||||
Aena SME S.A.(a) | 211 | 38,308 | ||||||
Amadeus IT Group S.A. | 1,054 | 83,188 | ||||||
Atresmedia Corp. de Medios de Comunicacion S.A. | 3,168 | 26,650 | ||||||
Banco de Sabadell S.A. | 21,390 | 35,850 | ||||||
Bankia S.A. | 10,052 | 37,638 | ||||||
Bankinter S.A. | 3,984 | 38,803 | ||||||
Bolsas y Mercados Espanoles SHMSF S.A. | 878 | 28,990 | ||||||
CaixaBank S.A. | 11,778 | 50,963 | ||||||
Cia de Distribucion Integral Logista Holdings S.A. | 826 | 21,371 | ||||||
Cie Automotive S.A. | 910 | 26,859 | ||||||
Enagas S.A. | 704 | 20,582 | ||||||
Ence Energia y Celulosa S.A. | 2,500 | 22,183 | ||||||
Ferrovial S.A. | 2,650 | 54,377 | ||||||
Fluidra S.A. | 1,419 | 22,731 | ||||||
Fomento de Construcciones y Contratas S.A.* | 2,104 | 26,530 | ||||||
Gestamp Automocion S.A.*(a) | 2,447 | 18,356 | ||||||
Global Dominion Access S.A.*(a) | 598 | 3,243 | ||||||
Grupo Catalana Occidente S.A. | 937 | 41,736 | ||||||
Indra Sistemas S.A.* | 1,830 | 21,900 | ||||||
Industria de Diseno Textil S.A. | 2,258 | 77,139 | ||||||
Liberbank S.A.* | 28,514 | 14,582 | ||||||
Mediaset Espana Comunicacion S.A. | 2,645 | 22,303 | ||||||
Melia Hotels International S.A. | 3,115 | 42,697 | ||||||
Neinor Homes S.A.*(a) | 2,246 | 42,062 | ||||||
NH Hotel Group S.A.* | 5,798 | 42,851 | ||||||
Papeles y Cartones de Europa S.A. | 1,007 | 19,940 | ||||||
Parques Reunidos Servicios Centrales SAU(a) | 427 | 6,830 | ||||||
Repsol S.A. | 2,768 | 54,181 | ||||||
Sacyr S.A. | 12,518 | 34,288 | ||||||
Unicaja Banco S.A.(a) | 11,789 | 20,110 | ||||||
Zardoya Otis S.A. | 4,608 | 44,009 | ||||||
Total Spain |
| 1,055,057 | ||||||
Sweden – 0.1% |
| |||||||
Ahlstrom-Munksjo Oyj | 710 | 12,832 | ||||||
United Kingdom – 0.5% |
| |||||||
International Consolidated Airlines Group S.A. | 5,134 | 45,088 | ||||||
United States – 0.0% |
| |||||||
Altice USA, Inc. Class A | 2 | 26 | ||||||
TOTAL COMMON STOCKS (Cost: $10,889,259) |
| 9,699,626 | ||||||
RIGHTS – 0.0% |
| |||||||
Italy – 0.0% |
| |||||||
Intesa Sanpaolo SpA, expiring 7/17/18* | 40,760 | 0 |
See Notes to Financial Statements.
80 | WisdomTree Trust |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Europe Domestic Economy Fund (EDOM)
June 30, 2018
Investments | Shares | Value | ||||||
Spain – 0.0% |
| |||||||
Repsol S.A., expiring 7/6/18* | 2,928 | $ | 1,662 | |||||
Sacyr S.A., expiring 7/9/18* | 12,741 | 727 | ||||||
|
| |||||||
Total Spain |
| 2,389 | ||||||
TOTAL RIGHTS (Cost: $2,405) |
| 2,389 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.6% (Cost: $10,891,664) | 9,702,015 | |||||||
Other Assets less Liabilities – 0.4% | 38,685 | |||||||
|
| |||||||
NET ASSETS – 100.0% | $ | 9,740,700 |
* | Non-income producing security. |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
ADR – American Depositary Receipt
CVA – Certificaten Van Aandelen (Certificate of Stock)
RSP – Risparmio Italian Savings Shares
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC—OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Morgan Stanley & Co. International | 7/3/2018 | 3,100 | USD | 2,655 | EUR | $ | 0 | * | $ | — |
* | Amount represents less than $1. |
CURRENCY LEGEND |
EUR – Euro
USD – U.S. dollar
See Notes to Financial Statements.
WisdomTree Trust | 81 |
Table of Contents
WisdomTree Global ex-Mexico Equity Fund (XMX)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.8% |
| |||||||
Australia – 1.9% |
| |||||||
Aristocrat Leisure Ltd. | 13,453 | $ | 307,138 | |||||
Australia & New Zealand Banking Group Ltd. | 20,483 | 427,380 | ||||||
BHP Billiton Ltd. | 26,094 | 653,770 | ||||||
Brambles Ltd. | 34,796 | 228,296 | ||||||
Commonwealth Bank of Australia | 9,834 | 529,462 | ||||||
CSL Ltd. | 3,602 | 512,627 | ||||||
Macquarie Group Ltd. | 4,345 | 396,954 | ||||||
National Australia Bank Ltd. | 18,350 | 371,622 | ||||||
QBE Insurance Group Ltd. | 21,654 | 155,831 | ||||||
Telstra Corp., Ltd. | 44,169 | 85,502 | ||||||
Westpac Banking Corp. | 21,589 | 467,365 | ||||||
Woolworths Group Ltd. | 13,768 | 310,464 | ||||||
|
| |||||||
Total Australia |
| 4,446,411 | ||||||
Austria – 0.1% |
| |||||||
Andritz AG | 1,384 | 73,458 | ||||||
Raiffeisen Bank International AG | 4,041 | 124,038 | ||||||
|
| |||||||
Total Austria |
| 197,496 | ||||||
Belgium – 0.4% |
| |||||||
Ageas | 5,220 | 263,348 | ||||||
Anheuser-Busch InBev S.A./N.V. | 5,135 | 518,600 | ||||||
KBC Group N.V. | 2,437 | 188,133 | ||||||
|
| |||||||
Total Belgium |
| 970,081 | ||||||
Brazil – 0.4% |
| |||||||
Ambev S.A. | 35,181 | 164,411 | ||||||
B3 S.A. – Brasil Bolsa Balcao | 29,994 | 159,427 | ||||||
Banco do Brasil S.A. | 7,900 | 58,828 | ||||||
BR Malls Participacoes S.A.* | 36,051 | 90,891 | ||||||
Petroleo Brasileiro S.A. | 26,810 | 135,325 | ||||||
Vale S.A. | 19,356 | 249,484 | ||||||
|
| |||||||
Total Brazil |
| 858,366 | ||||||
Canada – 3.2% |
| |||||||
Alimentation Couche-Tard, Inc. Class B | 4,108 | 178,348 | ||||||
ARC Resources Ltd. | 8,459 | 87,326 | ||||||
Bank of Nova Scotia (The) | 5,451 | 308,467 | ||||||
Barrick Gold Corp. | 15,316 | 201,077 | ||||||
Canadian Imperial Bank of Commerce | 2,449 | 212,906 | ||||||
Canadian National Railway Co. | 4,582 | 374,550 | ||||||
Canadian Natural Resources Ltd. | 8,573 | 309,239 | ||||||
Canadian Pacific Railway Ltd. | 1,343 | 245,966 | ||||||
Cenovus Energy, Inc. | 10,733 | 111,373 | ||||||
Enbridge, Inc. | 12,336 | 440,756 | ||||||
George Weston Ltd. | 3,412 | 278,210 | ||||||
Hydro One Ltd.(a) | 14,055 | 214,118 | ||||||
Industrial Alliance Insurance & Financial Services, Inc. | 6,241 | 240,777 | ||||||
Intact Financial Corp. | 3,231 | 229,040 | ||||||
Loblaw Cos. Ltd. | 3,555 | 182,689 | ||||||
Magna International, Inc. | 5,056 | 293,878 | ||||||
Manulife Financial Corp. | 14,558 | 261,401 | ||||||
Metro, Inc. | 8,201 | 278,614 | ||||||
Nutrien Ltd. | 7,585 | 412,391 | ||||||
Royal Bank of Canada | 6,478 | 487,481 | ||||||
Saputo, Inc. | 5,925 | 196,607 | ||||||
Shopify, Inc. Class A* | 1,255 | 182,900 | ||||||
SNC-Lavalin Group, Inc. | 5,372 | 237,104 | ||||||
Suncor Energy, Inc. | 11,692 | 475,519 | ||||||
Toronto-Dominion Bank (The) | 6,907 | 399,524 | ||||||
TransCanada Corp.(b) | 6,241 | 269,861 | ||||||
Wheaton Precious Metals Corp. | 11,213 | 247,369 | ||||||
|
| |||||||
Total Canada |
| 7,357,491 | ||||||
Chile – 0.1% |
| |||||||
Banco Santander Chile | 1,960,948 | 154,425 | ||||||
Latam Airlines Group S.A. | 4,651 | 46,308 | ||||||
|
| |||||||
Total Chile |
| 200,733 | ||||||
China – 2.3% |
| |||||||
AAC Technologies Holdings, Inc. | 5,500 | 77,465 | ||||||
Bank of China Ltd. Class H | 691,000 | 342,618 | ||||||
China Conch Venture Holdings Ltd. | 83,000 | 303,628 | ||||||
China Construction Bank Corp. Class H* | 699,000 | 645,948 | ||||||
China Life Insurance Co., Ltd. Class H | 60,000 | 154,867 | ||||||
China Mobile Ltd. | 38,000 | 337,597 | ||||||
China Petroleum & Chemical Corp. Class H | 316,000 | 282,350 | ||||||
CNOOC Ltd. | 210,000 | 362,427 | ||||||
Country Garden Holdings Co., Ltd. | 79,000 | 138,960 | ||||||
Country Garden Services Holdings Co., Ltd.* | 9,885 | 12,675 | ||||||
Hengan International Group Co., Ltd. | 27,000 | 259,832 | ||||||
Industrial & Commercial Bank of China Ltd. Class H | 554,000 | 414,505 | ||||||
Ping An Insurance Group Co. of China Ltd. Class H | 23,000 | 211,664 | ||||||
Sunac China Holdings Ltd. | 23,000 | 80,473 | ||||||
Sunny Optical Technology Group Co., Ltd. | 9,300 | 173,068 | ||||||
Tencent Holdings Ltd. | 32,700 | 1,641,367 | ||||||
|
| |||||||
Total China |
| 5,439,444 | ||||||
Denmark – 0.5% |
| |||||||
ISS A/S | 10,569 | 363,203 | ||||||
Jyske Bank A/S Registered Shares | 2,622 | 143,806 | ||||||
Novo Nordisk A/S Class B | 11,759 | 545,431 | ||||||
Pandora A/S | 1,495 | 104,438 | ||||||
Vestas Wind Systems A/S | 1,665 | 103,060 | ||||||
|
| |||||||
Total Denmark |
| 1,259,938 | ||||||
Finland – 0.4% |
| |||||||
Elisa Oyj | 7,861 | 364,096 | ||||||
Nokia Oyj | 47,946 | 275,978 | ||||||
Orion Oyj Class B | 2,203 | 59,390 | ||||||
Stora Enso Oyj Class R | 3,003 | 58,763 | ||||||
UPM-Kymmene Oyj | 2,296 | 82,083 | ||||||
|
| |||||||
Total Finland |
| 840,310 | ||||||
France – 3.6% |
| |||||||
Accor S.A. | 5,293 | 259,677 | ||||||
Air Liquide S.A. | 2,854 | 358,877 | ||||||
Airbus SE | 3,920 | 458,870 |
See Notes to Financial Statements.
82 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global ex-Mexico Equity Fund (XMX)
June 30, 2018
Investments | Shares | Value | ||||||
Arkema S.A. | 2,686 | $ | 317,994 | |||||
Atos SE | 2,010 | 274,455 | ||||||
AXA S.A. | 11,328 | 277,945 | ||||||
BNP Paribas S.A. | 6,873 | 426,827 | ||||||
Capgemini SE | 2,686 | 361,272 | ||||||
Danone S.A. | 3,986 | 292,588 | ||||||
Engie S.A. | 16,296 | 249,817 | ||||||
Essilor International Cie Generale d’Optique S.A. | 1,975 | 278,785 | ||||||
Legrand S.A. | 3,950 | 290,084 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 1,896 | 631,340 | ||||||
Orange S.A. | 17,086 | 286,165 | ||||||
Publicis Groupe S.A. | 3,002 | 206,584 | ||||||
Sanofi | 6,241 | 500,231 | ||||||
Schneider Electric SE | 4,424 | 368,902 | ||||||
Societe Generale S.A. | 5,451 | 229,847 | ||||||
TOTAL S.A. | 12,465 | 759,839 | ||||||
Unibail-Rodamco-Westfield | 1,264 | 278,259 | ||||||
Valeo S.A. | 3,713 | 202,970 | ||||||
Veolia Environnement S.A. | 15,870 | 339,637 | ||||||
Vinci S.A. | 3,950 | 379,830 | ||||||
Vivendi S.A. | 10,098 | 247,588 | ||||||
|
| |||||||
Total France |
| 8,278,383 | ||||||
Germany – 2.9% |
| |||||||
adidas AG | 1,056 | 230,497 | ||||||
Allianz SE Registered Shares | 2,528 | 522,487 | ||||||
BASF SE | 5,778 | 552,574 | ||||||
Bayer AG Registered Shares | 5,169 | 569,409 | ||||||
Daimler AG Registered Shares | 5,251 | 337,991 | ||||||
Deutsche Bank AG Registered Shares | 15,348 | 165,254 | ||||||
Deutsche Telekom AG Registered Shares* | 20,720 | 321,023 | ||||||
Deutsche Wohnen SE Bearer Shares | 8,218 | 397,230 | ||||||
E.ON SE | 16,905 | 180,677 | ||||||
Fresenius SE & Co. KGaA | 3,634 | 291,910 | ||||||
HeidelbergCement AG | 2,765 | 232,694 | ||||||
Infineon Technologies AG | 14,874 | 379,103 | ||||||
Linde AG | 1,896 | 452,475 | ||||||
MTU Aero Engines AG | 2,052 | 394,351 | ||||||
Muenchener Rueckversicherungs – Gesellschaft AG Registered Shares | 1,046 | 221,109 | ||||||
RWE AG | 4,496 | 102,493 | ||||||
SAP SE | 5,767 | 666,256 | ||||||
Siemens AG Registered Shares | 4,812 | 636,099 | ||||||
ThyssenKrupp AG | 6,778 | 164,762 | ||||||
|
| |||||||
Total Germany |
| 6,818,394 | ||||||
Hong Kong – 1.0% |
| |||||||
AIA Group Ltd. | 79,000 | 690,770 | ||||||
CK Asset Holdings Ltd. | 39,500 | 313,666 | ||||||
CK Hutchison Holdings Ltd. | 38,500 | 408,287 | ||||||
CLP Holdings Ltd. | 38,000 | 409,282 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 12,601 | 379,052 | ||||||
|
| |||||||
Total Hong Kong |
| 2,201,057 | ||||||
India – 0.8% |
| |||||||
Axis Bank Ltd. | 24,582 | 183,266 | ||||||
IndusInd Bank Ltd. | 12,204 | 344,167 | ||||||
Infosys Ltd. | 20,088 | 383,260 | ||||||
Larsen & Toubro Ltd. | 16,701 | 310,814 | ||||||
Maruti Suzuki India Ltd. | 2,529 | 325,767 | ||||||
Reliance Industries Ltd. | 27,257 | 386,865 | ||||||
|
| |||||||
Total India |
| 1,934,139 | ||||||
Ireland – 0.3% |
| |||||||
CRH PLC | 4,253 | 150,706 | ||||||
Experian PLC | 10,349 | 256,118 | ||||||
Kingspan Group PLC | 4,357 | 218,131 | ||||||
Smurfit Kappa Group PLC | 4,051 | 164,122 | ||||||
|
| |||||||
Total Ireland |
| 789,077 | ||||||
Israel – 0.1% |
| |||||||
Nice Ltd.* | 1,309 | 135,028 | ||||||
Teva Pharmaceutical Industries Ltd. | 5,139 | 121,900 | ||||||
|
| |||||||
Total Israel |
| 256,928 | ||||||
Italy – 0.7% |
| |||||||
Assicurazioni Generali SpA | 13,847 | 232,321 | ||||||
Banco BPM SpA* | 21,651 | 63,500 | ||||||
Eni SpA | 21,557 | 400,336 | ||||||
Ferrari N.V. | 591 | 80,388 | ||||||
Intesa Sanpaolo SpA | 99,939 | 290,134 | ||||||
Moncler SpA | 2,716 | 123,672 | ||||||
Snam SpA | 74,739 | 312,047 | ||||||
UniCredit SpA | 13,307 | 222,111 | ||||||
|
| |||||||
Total Italy |
| 1,724,509 | ||||||
Japan – 8.0% |
| |||||||
Ajinomoto Co., Inc. | 13,800 | 261,137 | ||||||
Asahi Group Holdings Ltd. | 7,500 | 384,056 | ||||||
Astellas Pharma, Inc. | 23,700 | 361,389 | ||||||
Bandai Namco Holdings, Inc. | 7,000 | 288,810 | ||||||
Bridgestone Corp. | 7,900 | 309,039 | ||||||
Daiichi Sankyo Co., Ltd. | 7,300 | 279,241 | ||||||
FANUC Corp. | 1,100 | 218,530 | ||||||
Hitachi Ltd. | 62,000 | 437,496 | ||||||
Honda Motor Co., Ltd. | 15,600 | 458,148 | ||||||
ITOCHU Corp. | 16,400 | 297,233 | ||||||
Japan Exchange Group, Inc. | 14,400 | 267,680 | ||||||
Japan Tobacco, Inc. | 7,500 | 209,565 | ||||||
Kao Corp. | 5,500 | 419,582 | ||||||
KDDI Corp. | 15,800 | 432,355 | ||||||
Keyence Corp. | 500 | 282,400 | ||||||
Kintetsu Group Holdings Co., Ltd. | 8,200 | 334,618 | ||||||
Kirin Holdings Co., Ltd. | 11,700 | 312,979 | ||||||
Komatsu Ltd. | 8,100 | 231,669 | ||||||
Kubota Corp. | 15,800 | 248,629 | ||||||
Mitsubishi Chemical Holdings Corp. | 39,500 | 330,721 | ||||||
Mitsubishi Corp. | 15,800 | 439,059 | ||||||
Mitsubishi Electric Corp. | 23,700 | 315,494 | ||||||
Mitsubishi Heavy Industries Ltd. | 7,400 | 269,303 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 88,000 | 501,393 | ||||||
Mitsui & Co., Ltd. | 23,700 | 395,303 |
See Notes to Financial Statements.
WisdomTree Trust | 83 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global ex-Mexico Equity Fund (XMX)
June 30, 2018
Investments | Shares | Value | ||||||
Mizuho Financial Group, Inc. | 197,500 | $ | 332,540 | |||||
Nagoya Railroad Co., Ltd. | 14,600 | 376,978 | ||||||
Nidec Corp. | 1,600 | 240,148 | ||||||
Nikon Corp. | 16,400 | 261,032 | ||||||
Nintendo Co., Ltd. | 600 | 196,091 | ||||||
Nippon Steel & Sumitomo Metal Corp. | 8,300 | 163,018 | ||||||
Nippon Telegraph & Telephone Corp. | 7,400 | 336,446 | ||||||
Nisshin Seifun Group, Inc. | 17,800 | 376,843 | ||||||
Nomura Holdings, Inc. | 39,500 | 191,928 | ||||||
NTT DOCOMO, Inc. | 13,500 | 344,005 | ||||||
Odakyu Electric Railway Co., Ltd. | 14,400 | 309,152 | ||||||
Oji Holdings Corp. | 51,000 | 316,318 | ||||||
Olympus Corp. | 7,600 | 284,747 | ||||||
Ono Pharmaceutical Co., Ltd. | 3,900 | 91,439 | ||||||
Otsuka Holdings Co., Ltd. | 6,100 | 295,404 | ||||||
Panasonic Corp. | 23,700 | 319,559 | ||||||
Recruit Holdings Co., Ltd. | 15,300 | 423,507 | ||||||
Seven & I Holdings Co., Ltd. | 7,900 | 344,557 | ||||||
Shionogi & Co., Ltd. | 7,200 | 369,929 | ||||||
SMC Corp. | 500 | 183,406 | ||||||
SoftBank Group Corp. | 5,500 | 395,897 | ||||||
Sony Corp. | 8,500 | 434,650 | ||||||
Subaru Corp. | 7,500 | 218,368 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 8,200 | 318,776 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 7,600 | 301,420 | ||||||
Suzuki Motor Corp. | 6,600 | 364,545 | ||||||
Tobu Railway Co., Ltd. | 12,000 | 367,264 | ||||||
Tokio Marine Holdings, Inc. | 7,900 | 370,376 | ||||||
Tokyo Gas Co., Ltd. | 14,000 | 371,661 | ||||||
Toyo Suisan Kaisha Ltd. | 10,100 | 359,721 | ||||||
Toyota Motor Corp. | 15,800 | 1,022,760 | ||||||
|
| |||||||
Total Japan |
| 18,568,314 | ||||||
Malaysia – 0.2% |
| |||||||
CIMB Group Holdings Bhd | 90,800 | 122,505 | ||||||
Genting Malaysia Bhd | 192,500 | 232,554 | ||||||
|
| |||||||
Total Malaysia |
| 355,059 | ||||||
Netherlands – 0.9% |
| |||||||
Akzo Nobel N.V. | 3,496 | 299,275 | ||||||
ASML Holding N.V. | 2,043 | 404,786 | ||||||
ING Groep N.V. | 22,301 | 320,991 | ||||||
Koninklijke Ahold Delhaize N.V. | 3,725 | 89,179 | ||||||
Koninklijke DSM N.V. | 2,889 | 290,487 | ||||||
Koninklijke KPN N.V. | 68,408 | 186,097 | ||||||
Koninklijke Philips N.V. | 7,291 | 310,072 | ||||||
Wolters Kluwer N.V. | 5,293 | 298,239 | ||||||
|
| |||||||
Total Netherlands |
| 2,199,126 | ||||||
Norway – 0.2% |
| |||||||
Marine Harvest ASA | 7,163 | 142,550 | ||||||
Orkla ASA | 27,282 | 238,999 | ||||||
Yara International ASA | 1,942 | 80,535 | ||||||
|
| |||||||
Total Norway |
| 462,084 | ||||||
Poland – 0.1% |
| |||||||
KGHM Polska Miedz S.A. | 2,951 | 69,362 | ||||||
Polski Koncern Naftowy Orlen S.A. | 3,778 | 84,825 | ||||||
|
| |||||||
Total Poland |
| 154,187 | ||||||
Portugal – 0.1% |
| |||||||
EDP – Energias de Portugal S.A. | 13,342 | 52,963 | ||||||
Jeronimo Martins, SGPS, S.A. | 4,501 | 65,006 | ||||||
|
| |||||||
Total Portugal |
| 117,969 | ||||||
Singapore – 0.4% |
| |||||||
City Developments Ltd. | 15,500 | 124,250 | ||||||
DBS Group Holdings Ltd. | 8,500 | 165,886 | ||||||
Genting Singapore Ltd. | 126,200 | 112,918 | ||||||
Keppel Corp., Ltd. | 15,000 | 78,658 | ||||||
Oversea-Chinese Banking Corp., Ltd. | 9,200 | 78,539 | ||||||
Singapore Exchange Ltd. | 47,400 | 249,254 | ||||||
Venture Corp., Ltd. | 3,700 | 48,411 | ||||||
|
| |||||||
Total Singapore |
| 857,916 | ||||||
South Africa – 0.6% |
| |||||||
FirstRand Ltd. | 32,741 | 152,618 | ||||||
MTN Group Ltd. | 16,279 | 128,154 | ||||||
Naspers Ltd. Class N | 2,295 | 583,535 | ||||||
Remgro Ltd. | 8,612 | 128,361 | ||||||
Sappi Ltd. | 17,772 | 118,642 | ||||||
Sasol Ltd. | 4,103 | 150,532 | ||||||
Standard Bank Group Ltd. | 10,729 | 150,192 | ||||||
|
| |||||||
Total South Africa |
| 1,412,034 | ||||||
South Korea – 1.3% |
| |||||||
Celltrion, Inc.* | 607 | 165,298 | ||||||
Hana Financial Group, Inc. | 1,991 | 76,549 | ||||||
Hyundai Motor Co. | 1,408 | 158,550 | ||||||
KT&G Corp. | 2,265 | 217,456 | ||||||
NAVER Corp. | 336 | 230,030 | ||||||
POSCO | 914 | 269,812 | ||||||
Samsung Electronics Co., Ltd. | 27,696 | 1,159,281 | ||||||
Samsung Fire & Marine Insurance Co., Ltd. | 869 | 205,847 | ||||||
Shinhan Financial Group Co., Ltd. | 7,979 | 309,996 | ||||||
SK Hynix, Inc. | 4,075 | 313,349 | ||||||
|
| |||||||
Total South Korea |
| 3,106,168 | ||||||
Spain – 1.1% |
| |||||||
Banco Bilbao Vizcaya Argentaria S.A. | 44,449 | 315,219 | ||||||
Banco Santander S.A. | 92,188 | 494,256 | ||||||
Distribuidora Internacional de Alimentacion S.A. | 28,460 | 82,905 | ||||||
Enagas S.A. | 11,692 | 341,821 | ||||||
Industria de Diseno Textil S.A. | 7,738 | 264,350 | ||||||
Red Electrica Corp. S.A.(b) | 17,842 | 363,300 | ||||||
Repsol S.A. | 17,645 | 345,383 | ||||||
Telefonica S.A. | 32,899 | 279,595 | ||||||
|
| |||||||
Total Spain |
| 2,486,829 | ||||||
Sweden – 0.8% |
| |||||||
Assa Abloy AB Class B | 12,895 | 275,168 | ||||||
Atlas Copco AB Class A | 9,322 | 271,762 |
See Notes to Financial Statements.
84 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global ex-Mexico Equity Fund (XMX)
June 30, 2018
Investments | Shares | Value | ||||||
Castellum AB | 22,854 | $ | 370,809 | |||||
Epiroc AB Class A* | 9,434 | 99,117 | ||||||
Nordea Bank AB | 19,614 | 189,168 | ||||||
Securitas AB Class B | 14,005 | 230,834 | ||||||
Telefonaktiebolaget LM Ericsson Class B | 32,291 | 249,997 | ||||||
Volvo AB Class B | 16,366 | 261,973 | ||||||
|
| |||||||
Total Sweden |
| 1,948,828 | ||||||
Switzerland – 2.6% |
| |||||||
ABB Ltd. Registered Shares | 14,795 | 323,480 | ||||||
Adecco Group AG Registered Shares | 2,923 | 172,975 | ||||||
Cie Financiere Richemont S.A. Registered Shares | 3,871 | 327,941 | ||||||
Credit Suisse Group AG Registered Shares* | 17,492 | 263,362 | ||||||
Givaudan S.A. Registered Shares | 158 | 358,342 | ||||||
LafargeHolcim Ltd. Registered Shares* | 4,977 | 242,497 | ||||||
Nestle S.A. Registered Shares | 16,383 | 1,268,798 | ||||||
Novartis AG Registered Shares | 14,176 | 1,074,746 | ||||||
Roche Holding AG Genusschein | 3,919 | 870,472 | ||||||
Schindler Holding AG Participation Certificate | 1,818 | 391,082 | ||||||
Swatch Group AG (The) Registered Shares | 2,272 | 196,436 | ||||||
UBS Group AG Registered Shares* | 22,772 | 351,459 | ||||||
Zurich Insurance Group AG | 1,027 | 304,185 | ||||||
|
| |||||||
Total Switzerland |
| 6,145,775 | ||||||
Taiwan – 1.1% |
| |||||||
Asustek Computer, Inc. | 19,000 | 173,557 | ||||||
Catcher Technology Co., Ltd. | 8,000 | 89,476 | ||||||
China Development Financial Holding Corp. | 776,000 | 283,792 | ||||||
China Life Insurance Co., Ltd. | 170,000 | 178,986 | ||||||
E.Sun Financial Holding Co., Ltd. | 159,000 | 110,820 | ||||||
Hon Hai Precision Industry Co., Ltd. | 84,000 | 229,227 | ||||||
Largan Precision Co., Ltd. | 1,000 | 147,269 | ||||||
MediaTek, Inc. | 10,000 | 98,398 | ||||||
Pegatron Corp. | 65,000 | 133,673 | ||||||
Quanta Computer, Inc. | 67,000 | 117,569 | ||||||
Taishin Financial Holding Co., Ltd. | 581,000 | 274,412 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 93,000 | 660,397 | ||||||
United Microelectronics Corp. | 155,000 | 86,172 | ||||||
|
| |||||||
Total Taiwan |
| 2,583,748 | ||||||
Thailand – 0.1% |
| |||||||
PTT Global Chemical PCL NVDR | 85,800 | 189,055 | ||||||
United Kingdom – 6.3% |
| |||||||
Anglo American PLC | 13,222 | 295,850 | ||||||
AstraZeneca PLC | 7,539 | 522,850 | ||||||
Babcock International Group PLC | 20,720 | 223,714 | ||||||
BAE Systems PLC | 27,357 | 233,612 | ||||||
Barclays PLC | 99,682 | 248,734 | ||||||
BHP Billiton PLC | 18,113 | 407,968 | ||||||
BP PLC | 98,144 | 749,330 | ||||||
British American Tobacco PLC | 12,233 | 618,569 | ||||||
BT Group PLC | 62,080 | 178,511 | ||||||
Bunzl PLC | 8,611 | 260,911 | ||||||
Carnival PLC | 3,950 | 226,696 | ||||||
Centrica PLC | 68,248 | 142,050 | ||||||
Compass Group PLC | 17,953 | 383,624 | ||||||
Diageo PLC | 14,249 | 512,069 | ||||||
Fiat Chrysler Automobiles N.V.* | 8,803 | 167,880 | ||||||
GlaxoSmithKline PLC | 25,619 | 517,432 | ||||||
HSBC Holdings PLC | 102,207 | 959,010 | ||||||
Imperial Brands PLC | 7,426 | 276,674 | ||||||
Intertek Group PLC | 4,582 | 345,783 | ||||||
ITV PLC | 91,499 | 210,195 | ||||||
Kingfisher PLC | 42,640 | 167,198 | ||||||
Land Securities Group PLC | 17,063 | 215,565 | ||||||
Lloyds Banking Group PLC | 409,730 | 341,067 | ||||||
Melrose Industries PLC | 32,020 | 89,918 | ||||||
National Grid PLC | 27,436 | 303,689 | ||||||
Pennon Group PLC | 27,975 | 293,404 | ||||||
Prudential PLC | 18,903 | 432,874 | ||||||
Reckitt Benckiser Group PLC | 4,342 | 357,652 | ||||||
Rentokil Initial PLC | 81,721 | 378,486 | ||||||
Rio Tinto PLC | 9,480 | 525,796 | ||||||
Royal Dutch Shell PLC Class A | 27,700 | 961,450 | ||||||
Royal Dutch Shell PLC Class B | 17,112 | 613,037 | ||||||
Smith & Nephew PLC | 14,637 | 270,157 | ||||||
St. James’s Place PLC | 20,167 | 305,527 | ||||||
Standard Chartered PLC | 18,166 | 166,111 | ||||||
TechnipFMC PLC | 3,561 | 113,712 | ||||||
Unilever N.V. CVA | 9,482 | 529,014 | ||||||
Unilever PLC | 8,212 | 454,492 | ||||||
Vodafone Group PLC | 161,140 | 391,068 | ||||||
WPP PLC | 10,589 | 166,783 | ||||||
|
| |||||||
Total United Kingdom |
| 14,558,462 | ||||||
United States – 57.3% |
| |||||||
3M Co. | 2,765 | 543,931 | ||||||
Abbott Laboratories | 9,954 | 607,094 | ||||||
AbbVie, Inc. | 8,945 | 828,754 | ||||||
Activision Blizzard, Inc. | 6,083 | 464,255 | ||||||
Adobe Systems, Inc.* | 3,397 | 828,223 | ||||||
AES Corp. | 16,060 | 215,365 | ||||||
Aetna, Inc. | 2,297 | 421,500 | ||||||
Aflac, Inc. | 6,320 | 271,886 | ||||||
Agilent Technologies, Inc. | 4,730 | 292,503 | ||||||
Air Products & Chemicals, Inc. | 2,054 | 319,869 | ||||||
Alexion Pharmaceuticals, Inc.* | 1,659 | 205,965 | ||||||
Align Technology, Inc.* | 427 | 146,094 | ||||||
Alliant Energy Corp. | 7,268 | 307,582 | ||||||
Allstate Corp. (The) | 2,767 | 252,544 | ||||||
Alphabet, Inc. Class A* | 1,907 | 2,153,365 | ||||||
Alphabet, Inc. Class C* | 1,280 | 1,428,032 | ||||||
Altria Group, Inc. | 9,956 | 565,401 | ||||||
Amazon.com, Inc.* | 2,132 | 3,623,974 | ||||||
American Airlines Group, Inc. | 3,804 | 144,400 | ||||||
American Express Co. | 4,424 | 433,552 | ||||||
American International Group, Inc. | 5,214 | 276,446 | ||||||
American Tower Corp. | 2,692 | 388,106 | ||||||
AmerisourceBergen Corp. | 2,198 | 187,423 | ||||||
Amgen, Inc. | 4,189 | 773,248 | ||||||
Anadarko Petroleum Corp. | 3,720 | 272,490 |
See Notes to Financial Statements.
WisdomTree Trust | 85 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global ex-Mexico Equity Fund (XMX)
June 30, 2018
Investments | Shares | Value | ||||||
Analog Devices, Inc. | 3,634 | $ | 348,573 | |||||
ANSYS, Inc.* | 2,155 | 375,358 | ||||||
Anthem, Inc. | 1,738 | 413,696 | ||||||
Apache Corp. | 4,200 | 196,350 | ||||||
Apergy Corp.* | 5,518 | 230,377 | ||||||
Apple, Inc. | 27,594 | 5,107,925 | ||||||
Applied Materials, Inc. | 8,168 | 377,280 | ||||||
Archer-Daniels-Midland Co. | 5,120 | 234,650 | ||||||
Arrow Electronics, Inc.* | 3,397 | 255,726 | ||||||
Arthur J. Gallagher & Co. | 4,582 | 299,113 | ||||||
Aspen Technology, Inc.* | 4,108 | 380,976 | ||||||
AT&T, Inc. | 39,227 | 1,259,579 | ||||||
Autodesk, Inc.* | 2,277 | 298,492 | ||||||
Automatic Data Processing, Inc. | 2,765 | 370,897 | ||||||
AvalonBay Communities, Inc. | 1,830 | 314,559 | ||||||
Baker Hughes Co. | 3,301 | 109,032 | ||||||
Bank of America Corp. | 55,598 | 1,567,308 | ||||||
Bank of New York Mellon Corp. (The) | 6,715 | 362,140 | ||||||
Baxter International, Inc. | 4,977 | 367,502 | ||||||
Becton, Dickinson and Co. | 2,281 | 546,436 | ||||||
Berkshire Hathaway, Inc. Class B* | 8,440 | 1,575,326 | ||||||
Biogen, Inc.* | 1,383 | 401,402 | ||||||
Bluebird Bio, Inc.* | 360 | 56,502 | ||||||
Boeing Co. (The) | 3,002 | 1,007,201 | ||||||
Booking Holdings, Inc.* | 302 | 612,181 | ||||||
Boston Scientific Corp.* | 11,862 | 387,887 | ||||||
Bristol-Myers Squibb Co. | 9,488 | 525,066 | ||||||
BWX Technologies, Inc. | 5,451 | 339,706 | ||||||
CA, Inc. | 7,979 | 284,451 | ||||||
Cabot Oil & Gas Corp. | 4,437 | 105,601 | ||||||
Capital One Financial Corp. | 3,713 | 341,225 | ||||||
Cardinal Health, Inc. | 3,318 | 162,018 | ||||||
CarMax, Inc.* | 1,976 | 143,991 | ||||||
Caterpillar, Inc. | 4,021 | 545,529 | ||||||
CBS Corp. Class B Non-Voting Shares | 3,555 | 199,862 | ||||||
CDW Corp. | 3,000 | 242,370 | ||||||
Celgene Corp.* | 4,002 | 317,839 | ||||||
Charles Schwab Corp. (The) | 7,426 | 379,469 | ||||||
Charter Communications, Inc. Class A* | 1,263 | 370,324 | ||||||
Chemours Co. (The) | 4,074 | 180,723 | ||||||
Chevron Corp. | 9,638 | 1,218,532 | ||||||
Chipotle Mexican Grill, Inc.* | 313 | 135,019 | ||||||
Church & Dwight Co., Inc. | 4,899 | 260,431 | ||||||
Cigna Corp. | 1,804 | 306,590 | ||||||
Cimarex Energy Co. | 1,591 | 161,868 | ||||||
Cisco Systems, Inc. | 28,147 | 1,211,165 | ||||||
CIT Group, Inc. | 4,590 | 231,382 | ||||||
Citigroup, Inc. | 14,213 | 951,134 | ||||||
Citizens Financial Group, Inc. | 6,241 | 242,775 | ||||||
Citrix Systems, Inc.* | 3,476 | 364,424 | ||||||
CME Group, Inc. | 1,896 | 310,792 | ||||||
Coca-Cola Co. (The) | 18,735 | 821,717 | ||||||
Cognizant Technology Solutions Corp. Class A | 3,204 | 253,084 | ||||||
Colgate-Palmolive Co. | 4,490 | 290,997 | ||||||
Comcast Corp. Class A | 27,068 | 888,101 | ||||||
Comerica, Inc. | 3,081 | 280,125 | ||||||
Conagra Brands, Inc. | 5,530 | 197,587 | ||||||
Concho Resources, Inc.* | 1,734 | 239,899 | ||||||
ConocoPhillips | 8,295 | 577,498 | ||||||
Constellation Brands, Inc. Class A | 1,271 | 278,184 | ||||||
Corning, Inc. | 10,586 | 291,221 | ||||||
Costco Wholesale Corp. | 2,371 | 495,492 | ||||||
Crown Castle International Corp. | 3,489 | 376,184 | ||||||
CSX Corp. | 6,083 | 387,974 | ||||||
Cummins, Inc. | 1,659 | 220,647 | ||||||
CVS Health Corp. | 6,241 | 401,608 | ||||||
D.R. Horton, Inc. | 6,640 | 272,240 | ||||||
DaVita, Inc.* | 2,516 | 174,711 | ||||||
Deere & Co. | 1,975 | 276,105 | ||||||
Delta Air Lines, Inc. | 5,767 | 285,697 | ||||||
Dentsply Sirona, Inc. | 3,003 | 131,441 | ||||||
Devon Energy Corp. | 5,597 | 246,044 | ||||||
Digital Realty Trust, Inc. | 1,433 | 159,894 | ||||||
Dollar General Corp. | 2,765 | 272,629 | ||||||
Dollar Tree, Inc.* | 2,286 | 194,310 | ||||||
Dover Corp. | 3,002 | 219,746 | ||||||
DowDuPont, Inc. | 13,712 | 903,895 | ||||||
Duke Energy Corp. | 3,871 | 306,119 | ||||||
DXC Technology Co. | 2,216 | 178,632 | ||||||
E*TRADE Financial Corp.* | 5,135 | 314,057 | ||||||
Eaton Vance Corp. | 5,530 | 288,611 | ||||||
eBay, Inc.* | 8,058 | 292,183 | ||||||
Edwards Lifesciences Corp.* | 1,146 | 166,823 | ||||||
Electronic Arts, Inc.* | 2,607 | 367,639 | ||||||
Eli Lilly & Co. | 5,451 | 465,134 | ||||||
Emerson Electric Co. | 5,688 | 393,268 | ||||||
EOG Resources, Inc. | 3,158 | 392,950 | ||||||
EPR Properties | 4,236 | 274,450 | ||||||
Equinix, Inc. | 776 | 333,595 | ||||||
Estee Lauder Cos., Inc. (The) Class A | 1,909 | 272,395 | ||||||
Evergy, Inc. | 5,056 | 283,894 | ||||||
Exelon Corp. | 7,268 | 309,617 | ||||||
Expeditors International of Washington, Inc. | 4,029 | 294,520 | ||||||
Express Scripts Holding Co.* | 4,661 | 359,876 | ||||||
Exxon Mobil Corp. | 21,589 | 1,786,058 | ||||||
F5 Networks, Inc.* | 1,725 | 297,476 | ||||||
Facebook, Inc. Class A* | 12,415 | 2,412,483 | ||||||
FedEx Corp. | 1,501 | 340,817 | ||||||
Fifth Third Bancorp | 9,875 | 283,413 | ||||||
First Republic Bank | 2,385 | 230,844 | ||||||
FirstEnergy Corp. | 6,478 | 232,625 | ||||||
FleetCor Technologies, Inc.* | 1,037 | 218,444 | ||||||
Fluor Corp. | 1,077 | 52,536 | ||||||
Ford Motor Co. | 27,515 | 304,591 | ||||||
Freeport-McMoRan, Inc. | 6,927 | 119,560 | ||||||
Gartner, Inc.* | 2,133 | 283,476 | ||||||
General Dynamics Corp. | 1,817 | 338,707 | ||||||
General Electric Co. | 44,679 | 608,081 |
See Notes to Financial Statements.
86 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global ex-Mexico Equity Fund (XMX)
June 30, 2018
Investments | Shares | Value | ||||||
General Motors Co. | 6,717 | $ | 264,650 | |||||
Gentex Corp. | 11,534 | 265,513 | ||||||
Genuine Parts Co. | 2,923 | 268,302 | ||||||
Gilead Sciences, Inc. | 7,499 | 531,229 | ||||||
Goldman Sachs Group, Inc. (The) | 1,896 | 418,201 | ||||||
Halliburton Co. | 7,573 | 341,239 | ||||||
Hartford Financial Services Group, Inc. (The) | 4,345 | 222,160 | ||||||
Hasbro, Inc. | 1,700 | 156,927 | ||||||
HCA Healthcare, Inc. | 1,784 | 183,038 | ||||||
Healthcare Realty Trust, Inc. | 10,931 | 317,874 | ||||||
Hess Corp. | 4,332 | 289,768 | ||||||
Hewlett Packard Enterprise Co. | 12,494 | 182,537 | ||||||
Hexcel Corp. | 4,187 | 277,933 | ||||||
Home Depot, Inc. (The) | 6,399 | 1,248,445 | ||||||
Honeywell International, Inc. | 3,792 | 546,238 | ||||||
HP, Inc. | 11,602 | 263,249 | ||||||
Humana, Inc. | 1,027 | 305,666 | ||||||
Huntington Bancshares, Inc. | 17,165 | 253,355 | ||||||
Illumina, Inc.* | 1,171 | 327,049 | ||||||
Incyte Corp.* | 1,346 | 90,182 | ||||||
Intel Corp. | 23,170 | 1,151,781 | ||||||
Intercontinental Exchange, Inc. | 3,555 | 261,470 | ||||||
International Business Machines Corp. | 3,836 | 535,889 | ||||||
International Paper Co. | 4,503 | 234,516 | ||||||
Intuit, Inc. | 2,370 | 484,203 | ||||||
Intuitive Surgical, Inc.* | 1,093 | 522,979 | ||||||
Investors Bancorp, Inc. | 19,693 | 251,874 | ||||||
IQVIA Holdings, Inc.* | 2,436 | 243,162 | ||||||
J.M. Smucker Co. (The) | 1,352 | 145,313 | ||||||
Jack Henry & Associates, Inc. | 3,125 | 407,375 | ||||||
Jacobs Engineering Group, Inc. | 4,029 | 255,801 | ||||||
Johnson & Johnson | 13,610 | 1,651,437 | ||||||
JPMorgan Chase & Co. | 18,449 | 1,922,386 | ||||||
KeyCorp | 12,178 | 237,958 | ||||||
Kimberly-Clark Corp. | 2,765 | 291,265 | ||||||
Kinder Morgan, Inc. | 13,579 | 239,941 | ||||||
Kraft Heinz Co. (The) | 3,591 | 225,587 | ||||||
Kroger Co. (The) | 5,844 | 166,262 | ||||||
Lam Research Corp. | 732 | 126,526 | ||||||
Lear Corp. | 1,580 | 293,580 | ||||||
Liberty Media Corp – Liberty SiriusXM Class A* | 5,542 | 249,667 | ||||||
Lincoln National Corp. | 3,239 | 201,628 | ||||||
LKQ Corp.* | 7,617 | 242,982 | ||||||
Lockheed Martin Corp. | 1,430 | 422,465 | ||||||
Lowe’s Cos., Inc. | 5,536 | 529,076 | ||||||
M&T Bank Corp. | 1,422 | 241,953 | ||||||
Marathon Petroleum Corp. | 4,266 | 299,303 | ||||||
MarketAxess Holdings, Inc. | 634 | 125,443 | ||||||
Marriott International, Inc. Class A | 2,990 | 378,534 | ||||||
Masco Corp. | 6,952 | 260,144 | ||||||
MasterCard, Inc. Class A | 5,366 | 1,054,526 | ||||||
Maxim Integrated Products, Inc. | 4,187 | 245,609 | ||||||
McCormick & Co., Inc. Non-Voting Shares | 1,867 | 216,740 | ||||||
McDonald’s Corp. | 4,355 | 682,385 | ||||||
McKesson Corp. | 1,584 | 211,306 | ||||||
Merck & Co., Inc. | 14,637 | 888,466 | ||||||
MetLife, Inc. | 6,399 | 278,996 | ||||||
Mettler-Toledo International, Inc.* | 465 | 269,063 | ||||||
MGM Resorts International | 5,994 | 174,006 | ||||||
Microchip Technology, Inc. | 3,613 | 328,602 | ||||||
Micron Technology, Inc.* | 7,905 | 414,538 | ||||||
Microsoft Corp. | 41,127 | 4,055,534 | ||||||
Mohawk Industries, Inc.* | 1,185 | 253,910 | ||||||
Mondelez International, Inc. Class A | 9,008 | 369,328 | ||||||
Moody’s Corp. | 1,829 | 311,954 | ||||||
Morgan Stanley | 8,126 | 385,172 | ||||||
MSCI, Inc. | 2,206 | 364,939 | ||||||
National Retail Properties, Inc. | 5,372 | 236,153 | ||||||
Nektar Therapeutics* | 1,058 | 51,662 | ||||||
Netflix, Inc.* | 2,383 | 932,778 | ||||||
Newmont Mining Corp. | 4,194 | 158,156 | ||||||
NextEra Energy, Inc. | 2,765 | 461,838 | ||||||
NIKE, Inc. Class B | 8,436 | 672,181 | ||||||
Norfolk Southern Corp. | 2,054 | 309,887 | ||||||
Northrop Grumman Corp. | 1,264 | 388,933 | ||||||
Nucor Corp. | 3,634 | 227,125 | ||||||
NVIDIA Corp. | 3,238 | 767,082 | ||||||
O’Reilly Automotive, Inc.* | 1,032 | 282,324 | ||||||
Occidental Petroleum Corp. | 4,968 | 415,722 | ||||||
Omnicom Group, Inc. | 3,160 | 241,013 | ||||||
Oracle Corp. | 15,506 | 683,194 | ||||||
PayPal Holdings, Inc.* | 7,182 | 598,045 | ||||||
People’s United Financial, Inc. | 14,163 | 256,209 | ||||||
PepsiCo, Inc. | 6,162 | 670,857 | ||||||
Perspecta, Inc. | 1,108 | 22,769 | ||||||
Pfizer, Inc. | 30,029 | 1,089,452 | ||||||
PG&E Corp. | 3,501 | 149,003 | ||||||
Philip Morris International, Inc. | 7,416 | 598,768 | ||||||
Phillips 66 | 3,081 | 346,027 | ||||||
Pinnacle West Capital Corp. | 4,583 | 369,207 | ||||||
Pioneer Natural Resources Co. | 1,344 | 254,339 | ||||||
PNC Financial Services Group, Inc. (The) | 3,002 | 405,570 | ||||||
Pool Corp. | 1,504 | 227,856 | ||||||
Portland General Electric Co. | 7,572 | 323,779 | ||||||
PPG Industries, Inc. | 3,229 | 334,944 | ||||||
PPL Corp. | 6,669 | 190,400 | ||||||
Principal Financial Group, Inc. | 4,503 | 238,434 | ||||||
Procter & Gamble Co. (The) | 13,373 | 1,043,896 | ||||||
Progressive Corp. (The) | 4,654 | 275,284 | ||||||
Prologis, Inc. | 5,959 | 391,447 | ||||||
Prudential Financial, Inc. | 3,160 | 295,492 | ||||||
Public Service Enterprise Group, Inc. | 5,688 | 307,948 | ||||||
Public Storage | 1,422 | 322,595 | ||||||
QUALCOMM, Inc. | 8,848 | 496,550 | ||||||
Qurate Retail, Inc.* | 7,489 | 158,917 | ||||||
Raytheon Co. | 1,975 | 381,531 | ||||||
Realty Income Corp. | 4,108 | 220,969 | ||||||
Red Hat, Inc.* | 2,573 | 345,734 |
See Notes to Financial Statements.
WisdomTree Trust | 87 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Global ex-Mexico Equity Fund (XMX)
June 30, 2018
Investments | Shares | Value | ||||||
Regency Centers Corp. | 4,042 | $ | 250,927 | |||||
Regeneron Pharmaceuticals, Inc.* | 395 | 136,271 | ||||||
Regions Financial Corp. | 16,139 | 286,951 | ||||||
Rockwell Automation, Inc. | 1,975 | 328,304 | ||||||
Rockwell Collins, Inc. | 2,287 | 308,013 | ||||||
Roper Technologies, Inc. | 1,264 | 348,750 | ||||||
Ross Stores, Inc. | 3,876 | 328,491 | ||||||
S&P Global, Inc. | 2,292 | 467,316 | ||||||
salesforce.com, Inc.* | 4,740 | 646,536 | ||||||
Sempra Energy | 2,686 | 311,871 | ||||||
Service Corp. International | 9,104 | 325,832 | ||||||
Sherwin-Williams Co. (The) | 935 | 381,078 | ||||||
Simon Property Group, Inc. | 2,212 | 376,460 | ||||||
Snap-on, Inc. | 1,106 | 177,756 | ||||||
Southwest Airlines Co. | 3,950 | 200,976 | ||||||
Southwest Gas Holdings, Inc. | 3,246 | 247,572 | ||||||
Square, Inc. Class A* | 820 | 50,545 | ||||||
Starbucks Corp. | 8,922 | 435,840 | ||||||
State Street Corp. | 3,002 | 279,456 | ||||||
Stryker Corp. | 2,054 | 346,838 | ||||||
SunTrust Banks, Inc. | 5,135 | 339,013 | ||||||
Synchrony Financial | 5,688 | 189,865 | ||||||
Synopsys, Inc.* | 4,691 | 401,409 | ||||||
Sysco Corp. | 3,639 | 248,507 | ||||||
T. Rowe Price Group, Inc. | 3,160 | 366,844 | ||||||
Target Corp. | 4,266 | 324,728 | ||||||
Tesla, Inc.*(b) | 713 | 244,523 | ||||||
Texas Instruments, Inc. | 5,609 | 618,392 | ||||||
Thermo Fisher Scientific, Inc. | 2,365 | 489,886 | ||||||
Tractor Supply Co. | 2,532 | 193,673 | ||||||
Travelers Cos., Inc. (The) | 1,817 | 222,292 | ||||||
Twenty-First Century Fox, Inc. Class A | 10,744 | 533,869 | �� | |||||
Twitter, Inc.* | 3,509 | 153,238 | ||||||
U.S. Bancorp | 6,162 | 308,223 | ||||||
Union Pacific Corp. | 4,424 | 626,792 | ||||||
United Continental Holdings, Inc.* | 1,588 | 110,731 | ||||||
United Parcel Service, Inc. Class B | 3,009 | 319,646 | ||||||
United Technologies Corp. | 3,871 | 483,991 | ||||||
UnitedHealth Group, Inc. | 5,002 | 1,227,191 | ||||||
Unum Group | 5,214 | 192,866 | ||||||
Valero Energy Corp. | 3,397 | 376,490 | ||||||
Ventas, Inc. | 4,103 | 233,666 | ||||||
Verizon Communications, Inc. | 21,827 | 1,098,116 | ||||||
Vertex Pharmaceuticals, Inc.* | 2,042 | 347,058 | ||||||
Visa, Inc. Class A | 10,020 | 1,327,149 | ||||||
Vulcan Materials Co. | 1,580 | 203,915 | ||||||
W.W. Grainger, Inc. | 720 | 222,048 | ||||||
Walgreens Boots Alliance, Inc. | 5,522 | 331,403 | ||||||
Walmart, Inc. | 7,028 | 601,948 | ||||||
Walt Disney Co. (The) | 7,268 | 761,759 | ||||||
Wells Fargo & Co. | 23,830 | 1,321,135 | ||||||
Welltower, Inc. | 4,345 | 272,388 | ||||||
Western Digital Corp. | 2,449 | 189,577 | ||||||
Weyerhaeuser Co. | 8,690 | 316,837 | ||||||
Wynn Resorts Ltd. | 777 | 130,023 | ||||||
Zimmer Biomet Holdings, Inc. | 1,751 | 195,131 | ||||||
Zions Bancorp | 6,083 | 320,513 | ||||||
Zoetis, Inc. | 4,503 | 383,611 | ||||||
|
| |||||||
Total United States |
| 133,348,088 | ||||||
TOTAL COMMON STOCKS (Cost: $233,055,209) |
| 232,066,399 | ||||||
RIGHTS – 0.0% |
| |||||||
Italy – 0.0% |
| |||||||
Intesa Sanpaolo SpA, expiring 7/17/18* | 107,511 | 0 | ||||||
Spain – 0.0% |
| |||||||
Repsol S.A., expiring 7/6/18* | 18,983 | 10,774 | ||||||
TOTAL RIGHTS (Cost: $10,693) |
| 10,774 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.2% |
| |||||||
United States – 0.2% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $575,978)(d) | 575,978 | 575,978 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.0% (Cost: $233,641,880) |
| 232,653,151 | ||||||
Other Assets less Liabilities – (0.0)% |
| (41,601 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 232,611,550 |
* | Non-income producing security. |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $799,675. The Fund also held collateral for securities on loan of $7,496 that were unsettled. The total market value of the collateral held by the Fund was $837,903. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $261,925. |
CVA – Certificaten Van Aandelen (Certificate of Stock)
NVDR – Non-Voting Depositary Receipt
See Notes to Financial Statements.
88 | WisdomTree Trust |
Table of Contents
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
June 30, 2018
Investments | Shares | Value | ||||||
EXCHANGE-TRADED FUND – 100.0% |
| |||||||
United States – 100.0% |
| |||||||
WisdomTree Global SmallCap Dividend Fund(a)(b) | ||||||||
(Cost: $14,494,773) | 563,818 | $ | 18,216,960 | |||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 5.1% |
| |||||||
United States – 5.1% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $937,200)(d) | 937,200 | 937,200 | ||||||
TOTAL INVESTMENTS IN SECURITIES—105.1% (Cost: $15,431,973) |
| 19,154,160 | ||||||
Other Assets less Liabilities – (5.1)% |
| (931,832 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 18,222,328 |
(a) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(b) | Affiliated company (See Note 3). |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $917,604 and the total market value of the collateral held by the Fund was $937,200. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 236,196 | AUD | 174,508 | USD | $ | 5 | $ | — | |||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 15,985 | CHF | 16,099 | USD | — | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 128,111 | CZK | 5,750 | USD | — | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 93,289 | DKK | 14,618 | USD | 1 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 209,718 | EUR | 244,864 | USD | — | (7 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 181,785 | GBP | 239,995 | USD | 7 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 670,578 | HUF | 2,379 | USD | — | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 161,141 | ILS | 44,018 | USD | 3 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 265,641 | MXN | 13,514 | USD | 1 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 387,956 | NOK | 47,602 | USD | — | (2 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 90,222 | NZD | 61,083 | USD | 2 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 22,848 | PLN | 6,103 | USD | — | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 707,969 | SEK | 79,142 | USD | — | (4 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 31,327 | TRY | 6,835 | USD | — | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 175,507 | USD | 231,926 | AUD | 4,148 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 16,191 | USD | 15,879 | CHF | 199 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 5,782 | USD | 127,639 | CZK | 54 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 14,702 | USD | 93,538 | DKK | 44 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 246,267 | USD | 210,506 | EUR | 490 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 241,370 | USD | 181,135 | GBP | 2,226 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 2,393 | USD | 654,030 | HUF | 73 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 44,270 | USD | 157,564 | ILS | 1,226 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 13,592 | USD | 273,388 | MXN | — | (317 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 47,874 | USD | 391,313 | NOK | — | (138 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 61,433 | USD | 87,563 | NZD | 2,149 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 6,138 | USD | 22,697 | PLN | 76 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 79,595 | USD | 701,388 | SEK | 1,193 | — | |||||||||||||||||||||
Bank of America N.A. | 7/3/2018 | 6,874 | USD | 31,598 | TRY | — | (20 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 61,640 | BRL | 16,021 | USD | — | (4 | ) | ||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 104,922 | CAD | 79,767 | USD | — | (3 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 89 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 33,518,296 | CLP | 51,471 | USD | $ | 13 | $ | — | |||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 935,778 | HKD | 119,273 | USD | 4 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 57,842,682 | JPY | 522,266 | USD | 13 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 55,149 | SGD | 40,447 | USD | 1 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 16,497 | USD | 61,640 | BRL | 479 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 80,224 | USD | 103,963 | CAD | 1,189 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 11,146 | USD | 7,038,842 | CLP | 334 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 119,956 | USD | 940,200 | HKD | 116 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 525,257 | USD | 56,939,749 | JPY | 11,131 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 40,679 | USD | 54,391 | SGD | 787 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 26,864 | USD | 341,585 | ZAR | 1,948 | — | |||||||||||||||||||||
Bank of America N.A. | 7/5/2018 | 366,169 | ZAR | 26,711 | USD | — | (2 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 175,839 | USD | 237,978 | AUD | — | (9 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 79,138 | USD | 104,047 | CAD | 2 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 5,627 | USD | 125,209 | CZK | — | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 14,612 | USD | 93,039 | DKK | — | (1 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 246,760 | USD | 210,887 | EUR | 4 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 231,898 | USD | 175,416 | GBP | — | (9 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 112,016 | USD | 878,572 | HKD | — | (14 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 2,255 | USD | 634,519 | HUF | — | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 42,708 | USD | 156,025 | ILS | — | (5 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 14,031 | USD | 277,122 | MXN | — | (1 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 46,487 | USD | 378,421 | NOK | 2 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 60,972 | USD | 90,059 | NZD | — | (4 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 4,756 | USD | 17,798 | PLN | — | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 75,909 | USD | 677,553 | SEK | 3 | — | |||||||||||||||||||||
Bank of America N.A. | 8/2/2018 | 6,899 | USD | 32,025 | TRY | — | (1 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 14,767 | USD | 57,007 | BRL | 4 | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 15,571 | USD | 15,421 | CHF | — | — | |||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 49,043 | USD | 31,952,314 | CLP | — | (39 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 524,873 | USD | 58,022,505 | JPY | — | (39 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 38,918 | USD | 53,036 | SGD | — | (2 | ) | ||||||||||||||||||||
Bank of America N.A. | 8/3/2018 | 23,515 | USD | 323,547 | ZAR | 2 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 236,194 | AUD | 174,508 | USD | 4 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 15,985 | CHF | 16,099 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 128,120 | CZK | 5,750 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 93,287 | DKK | 14,618 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 209,719 | EUR | 244,864 | USD | — | (6 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 181,785 | GBP | 239,995 | USD | 6 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 670,592 | HUF | 2,379 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 161,138 | ILS | 44,018 | USD | 2 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 265,641 | MXN | 13,514 | USD | 1 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 387,985 | NOK | 47,602 | USD | 1 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 90,222 | NZD | 61,083 | USD | 2 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 22,848 | PLN | 6,103 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 707,987 | SEK | 79,142 | USD | — | (2 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 31,327 | TRY | 6,835 | USD | — | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 133,722 | USD | 176,705 | AUD | 3,164 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 12,338 | USD | 12,099 | CHF | 154 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 4,410 | USD | 97,518 | CZK | 33 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 11,205 | USD | 71,296 | DKK | 33 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 187,632 | USD | 160,382 | EUR | 377 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 183,902 | USD | 138,004 | GBP | 1,702 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 1,825 | USD | 499,773 | HUF | 52 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 33,732 | USD | 120,068 | ILS | 931 | — |
See Notes to Financial Statements.
90 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 10,358 | USD | 208,369 | MXN | $ | — | $ | (243 | ) | ||||||||||||||||||
Bank of Montreal | 7/3/2018 | 36,480 | USD | 298,177 | NOK | — | (104 | ) | ||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 46,808 | USD | 66,715 | NZD | 1,638 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 4,679 | USD | 17,302 | PLN | 58 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 60,646 | USD | 534,393 | SEK | 911 | — | |||||||||||||||||||||
Bank of Montreal | 7/3/2018 | 5,239 | USD | 24,076 | TRY | — | (14 | ) | ||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 61,640 | BRL | 16,023 | USD | — | (6 | ) | ||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 104,929 | CAD | 79,767 | USD | 2 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 935,774 | HKD | 119,273 | USD | 3 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 57,842,682 | JPY | 522,266 | USD | 13 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 55,149 | SGD | 40,447 | USD | 1 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 12,569 | USD | 46,964 | BRL | 365 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 61,126 | USD | 79,213 | CAD | 906 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 8,492 | USD | 5,362,928 | CLP | 255 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 91,396 | USD | 716,294 | HKD | 96 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 400,200 | USD | 43,386,882 | JPY | 8,447 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 30,996 | USD | 41,434 | SGD | 607 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 20,470 | USD | 260,323 | ZAR | 1,482 | — | |||||||||||||||||||||
Bank of Montreal | 7/5/2018 | 366,170 | ZAR | 26,711 | USD | — | (2 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 175,839 | USD | 237,982 | AUD | — | (12 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 79,138 | USD | 104,051 | CAD | — | (1 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 5,627 | USD | 125,366 | CZK | — | (7 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 14,612 | USD | 93,037 | DKK | — | (1 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 246,760 | USD | 210,888 | EUR | 3 | — | |||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 231,898 | USD | 175,415 | GBP | — | (8 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 112,016 | USD | 878,523 | HKD | — | (8 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 2,255 | USD | 635,627 | HUF | — | (4 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 42,708 | USD | 156,022 | ILS | — | (4 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 14,031 | USD | 277,120 | MXN | — | (1 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 46,487 | USD | 378,473 | NOK | — | (4 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 60,972 | USD | 90,059 | NZD | — | (3 | ) | ||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 4,756 | USD | 17,799 | PLN | — | — | |||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 75,909 | USD | 677,567 | SEK | 2 | — | |||||||||||||||||||||
Bank of Montreal | 8/2/2018 | 6,899 | USD | 32,023 | TRY | — | (1 | ) | ||||||||||||||||||||
Bank of Montreal | 8/3/2018 | 14,767 | USD | 57,007 | BRL | 4 | — | |||||||||||||||||||||
Bank of Montreal | 8/3/2018 | 15,571 | USD | 15,421 | CHF | — | — | |||||||||||||||||||||
Bank of Montreal | 8/3/2018 | 524,873 | USD | 58,020,406 | JPY | — | (20 | ) | ||||||||||||||||||||
Bank of Montreal | 8/3/2018 | 38,918 | USD | 53,036 | SGD | — | (2 | ) | ||||||||||||||||||||
Bank of Montreal | 8/3/2018 | 23,515 | USD | 323,579 | ZAR | — | (1 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 175,507 | USD | 231,922 | AUD | 4,152 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 16,191 | USD | 15,876 | CHF | 202 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 5,782 | USD | 127,669 | CZK | 52 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 14,702 | USD | 93,536 | DKK | 45 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 246,267 | USD | 210,503 | EUR | 495 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 241,370 | USD | 181,127 | GBP | 2,237 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 2,393 | USD | 654,160 | HUF | 72 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 44,270 | USD | 157,588 | ILS | 1,220 | �� | — | ||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 13,592 | USD | 273,404 | MXN | — | (318 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 47,874 | USD | 391,296 | NOK | — | (135 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 61,433 | USD | 87,559 | NZD | 2,151 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 6,138 | USD | 22,705 | PLN | 74 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 79,595 | USD | 701,360 | SEK | 1,196 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/3/2018 | 6,874 | USD | 31,587 | TRY | — | (18 | ) | ||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 16,496 | USD | 61,640 | BRL | 478 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 80,224 | USD | 103,966 | CAD | 1,186 | — |
See Notes to Financial Statements.
WisdomTree Trust | 91 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 11,143 | USD | 7,038,842 | CLP | $ | 331 | $ | — | |||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 119,956 | USD | 940,197 | HKD | 116 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 525,257 | USD | 56,941,483 | JPY | 11,115 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 40,679 | USD | 54,376 | SGD | 797 | — | |||||||||||||||||||||
Barclays Bank PLC | 7/5/2018 | 26,864 | USD | 341,621 | ZAR | 1,946 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 175,507 | USD | 231,916 | AUD | 4,156 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 16,191 | USD | 15,876 | CHF | 202 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 5,782 | USD | 127,667 | CZK | 52 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 14,702 | USD | 93,529 | DKK | 46 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 246,267 | USD | 210,495 | EUR | 503 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 241,370 | USD | 181,124 | GBP | 2,241 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 2,393 | USD | 654,108 | HUF | 73 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 44,270 | USD | 157,587 | ILS | 1,220 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 13,592 | USD | 273,419 | MXN | — | (318 | ) | ||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 47,874 | USD | 391,292 | NOK | — | (135 | ) | ||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 61,433 | USD | 87,556 | NZD | 2,153 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 6,138 | USD | 22,698 | PLN | 76 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 79,595 | USD | 701,327 | SEK | 1,199 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/3/2018 | 6,874 | USD | 31,553 | TRY | — | (11 | ) | ||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 16,495 | USD | 61,640 | BRL | 478 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 80,224 | USD | 103,975 | CAD | 1,179 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 11,143 | USD | 7,038,842 | CLP | 331 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 119,956 | USD | 940,119 | HKD | 126 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 525,257 | USD | 56,951,515 | JPY | 11,025 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 40,679 | USD | 54,387 | SGD | 790 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 7/5/2018 | 26,864 | USD | 341,600 | ZAR | 1,947 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 7/5/2018 | 911,381,956 | IDR | 63,640 | USD | — | (152 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 7/5/2018 | 6,417,929 | INR | 93,609 | USD | — | (37 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 7/5/2018 | 178,239,669 | KRW | 160,136 | USD | — | (71 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 7/5/2018 | 65,440 | USD | 911,381,956 | IDR | 1,953 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 7/5/2018 | 94,665 | USD | 6,417,929 | INR | 1,093 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 7/5/2018 | 165,707 | USD | 178,239,669 | KRW | 5,642 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 8/3/2018 | 57,565 | USD | 831,292,751 | IDR | — | (44 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 8/3/2018 | 88,821 | USD | 6,115,410 | INR | — | (8 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 8/3/2018 | 156,350 | USD | 174,010,761 | KRW | — | (51 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 7/3/2018 | 955,356 | PHP | 17,922 | USD | — | (35 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 7/3/2018 | 18,120 | USD | 955,356 | PHP | 233 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 7/5/2018 | 279,236 | MYR | 69,075 | USD | 73 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 7/5/2018 | 3,744,518 | THB | 113,042 | USD | 21 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 7/5/2018 | 17,930,977 | TWD | 588,625 | USD | — | (272 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 7/5/2018 | 70,066 | USD | 279,236 | MYR | 917 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 7/5/2018 | 117,150 | USD | 3,744,518 | THB | 4,087 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 7/5/2018 | 598,917 | USD | 17,930,977 | TWD | 10,564 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 8/2/2018 | 16,879 | USD | 902,447 | PHP | 6 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 8/3/2018 | 70,756 | USD | 286,920 | MYR | — | (97 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 8/3/2018 | 103,038 | USD | 3,414,900 | THB | — | (145 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 8/3/2018 | 574,077 | USD | 17,473,425 | TWD | — | (1,132 | ) | ||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 179,957 | AUD | 132,959 | USD | 2 | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 12,180 | CHF | 12,267 | USD | — | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 97,614 | CZK | 4,381 | USD | — | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 71,104 | DKK | 11,142 | USD | — | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 159,790 | EUR | 186,566 | USD | — | (3 | ) | ||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 138,504 | GBP | 182,857 | USD | 3 | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 511,893 | HUF | 1,816 | USD | — | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 122,778 | ILS | 33,540 | USD | 1 | — |
See Notes to Financial Statements.
92 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 202,479 | MXN | 10,301 | USD | $ | — | $ | — | |||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 295,619 | NOK | 36,270 | USD | 1 | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 68,743 | NZD | 46,542 | USD | 1 | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 17,420 | PLN | 4,653 | USD | — | — | |||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 539,436 | SEK | 60,300 | USD | — | (1 | ) | ||||||||||||||||||||
Royal Bank of Canada | 7/3/2018 | 23,874 | TRY | 5,209 | USD | — | — | |||||||||||||||||||||
Royal Bank of Canada | 7/5/2018 | 46,964 | BRL | 12,205 | USD | — | (1 | ) | ||||||||||||||||||||
Royal Bank of Canada | 7/5/2018 | 79,951 | CAD | 60,779 | USD | 2 | — | |||||||||||||||||||||
Royal Bank of Canada | 7/5/2018 | 712,973 | HKD | 90,875 | USD | 2 | — | |||||||||||||||||||||
Royal Bank of Canada | 7/5/2018 | 44,070,586 | JPY | 397,921 | USD | 6 | — | |||||||||||||||||||||
Royal Bank of Canada | 7/5/2018 | 42,023 | SGD | 30,821 | USD | — | — | |||||||||||||||||||||
Royal Bank of Canada | 7/5/2018 | 279,035 | ZAR | 20,354 | USD | — | (1 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 133,976 | USD | 181,318 | AUD | — | (5 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 60,299 | USD | 79,280 | CAD | 1 | — | |||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 4,289 | USD | 95,443 | CZK | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 11,134 | USD | 70,892 | DKK | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 188,010 | USD | 160,681 | EUR | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 176,685 | USD | 133,650 | GBP | — | (6 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 85,347 | USD | 669,385 | HKD | — | (9 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 1,719 | USD | 483,750 | HUF | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 32,540 | USD | 118,879 | ILS | — | (4 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 10,691 | USD | 211,144 | MXN | — | (1 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 35,421 | USD | 288,362 | NOK | — | (1 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 46,459 | USD | 68,621 | NZD | — | (1 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 3,627 | USD | 13,574 | PLN | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 57,839 | USD | 516,286 | SEK | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/2/2018 | 5,261 | USD | 24,419 | TRY | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/3/2018 | 11,246 | USD | 43,435 | BRL | — | (2 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/3/2018 | 11,864 | USD | 11,750 | CHF | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/3/2018 | 399,905 | USD | 44,205,658 | JPY | — | (10 | ) | ||||||||||||||||||||
Royal Bank of Canada | 8/3/2018 | 29,655 | USD | 40,410 | SGD | — | — | |||||||||||||||||||||
Royal Bank of Canada | 8/3/2018 | 17,920 | USD | 246,592 | ZAR | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 6,432 | AUD | 4,759 | USD | — | (7 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 236,193 | AUD | 174,508 | USD | 3 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 434 | CHF | 439 | USD | — | (2 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 15,985 | CHF | 16,099 | USD | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 3,484 | CZK | 157 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 128,118 | CZK | 5,750 | USD | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 2,543 | DKK | 399 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 93,286 | DKK | 14,618 | USD | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 5,712 | EUR | 6,678 | USD | — | (9 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 209,721 | EUR | 244,864 | USD | — | (4 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 4,932 | GBP | 6,545 | USD | — | (34 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 181,777 | GBP | 239,995 | USD | — | (4 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 18,120 | HUF | 65 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 670,615 | HUF | 2,379 | USD | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 4,343 | ILS | 1,200 | USD | — | (13 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 161,133 | ILS | 44,018 | USD | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 29,600 | MXN | 1,274 | EUR | 18 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 7,413 | MXN | 369 | USD | 8 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 265,632 | MXN | 13,514 | USD | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 5,600 | NOK | 681 | CHF | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 10,542 | NOK | 1,298 | USD | — | (4 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 387,969 | NOK | 47,602 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 2,418 | NZD | 1,666 | USD | — | (29 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 93 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 90,221 | NZD | 61,083 | USD | $ | 1 | $ | — | |||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 616 | PLN | 166 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 22,849 | PLN | 6,103 | USD | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 19,156 | SEK | 2,158 | USD | — | (17 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 708,015 | SEK | 79,142 | USD | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 500 | TRY | 2,427 | CZK | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 872 | TRY | 186 | USD | 4 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 31,326 | TRY | 6,835 | USD | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 175,507 | USD | 231,917 | AUD | 4,156 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 19,773 | USD | 26,700 | AUD | 45 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 16,191 | USD | 15,875 | CHF | 203 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 5,782 | USD | 127,673 | CZK | 52 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 14,702 | USD | 93,539 | DKK | 44 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 246,267 | USD | 210,494 | EUR | 504 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 241,370 | USD | 181,123 | GBP | 2,242 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 11,357 | USD | 8,600 | GBP | 3 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 2,393 | USD | 654,038 | HUF | 73 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 341 | USD | 96,200 | HUF | — | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 44,270 | USD | 157,593 | ILS | 1,218 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 5,794 | USD | 21,200 | ILS | 2 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 13,592 | USD | 273,407 | MXN | — | (318 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 47,874 | USD | 391,279 | NOK | — | (133 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 61,433 | USD | 87,558 | NZD | 2,152 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 10,239 | USD | 15,100 | NZD | 15 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 6,138 | USD | 22,697 | PLN | 76 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 79,595 | USD | 701,302 | SEK | 1,202 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 5,674 | USD | 50,800 | SEK | — | (4 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/3/2018 | 6,874 | USD | 31,590 | TRY | — | (19 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 61,640 | BRL | 16,002 | USD | 15 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 2,893 | CAD | 2,175 | USD | 24 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 104,923 | CAD | 79,767 | USD | — | (2 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 25,528 | HKD | 3,253 | USD | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 935,736 | HKD | 119,273 | USD | — | (2 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 1,561,075 | JPY | 14,243 | USD | — | (148 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 57,840,280 | JPY | 522,266 | USD | — | (9 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 1,503 | SGD | 1,103 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 55,146 | SGD | 40,447 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 16,468 | USD | 61,640 | BRL | 450 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 80,224 | USD | 103,968 | CAD | 1,185 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 11,149 | USD | 7,038,842 | CLP | 337 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 119,956 | USD | 940,139 | HKD | 124 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 525,257 | USD | 56,941,955 | JPY | 11,111 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 40,679 | USD | 54,375 | SGD | 799 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 26,864 | USD | 341,635 | ZAR | 1,945 | — | |||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 9,904 | ZAR | 728 | USD | — | (6 | ) | ||||||||||||||||||||
State Street Bank and Trust | 7/5/2018 | 366,187 | ZAR | 26,711 | USD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 175,839 | USD | 237,974 | AUD | — | (6 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 79,138 | USD | 104,049 | CAD | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 5,627 | USD | 125,226 | CZK | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 14,612 | USD | 93,037 | DKK | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 246,760 | USD | 210,889 | EUR | 2 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 231,898 | USD | 175,407 | GBP | 3 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 112,016 | USD | 878,479 | HKD | — | (2 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 2,255 | USD | 634,573 | HUF | — | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 42,708 | USD | 156,044 | ILS | — | (10 | ) |
See Notes to Financial Statements.
94 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 14,031 | USD | 277,100 | MXN | $ | — | $ | — | |||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 46,487 | USD | 378,432 | NOK | 1 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 60,972 | USD | 90,056 | NZD | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 4,756 | USD | 17,799 | PLN | — | — | |||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 75,909 | USD | 677,593 | SEK | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/2/2018 | 6,899 | USD | 32,024 | TRY | — | (1 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 14,739 | USD | 57,007 | BRL | — | (23 | ) | ||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 15,571 | USD | 15,421 | CHF | — | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 524,873 | USD | 58,017,414 | JPY | 7 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 38,918 | USD | 53,031 | SGD | 2 | — | |||||||||||||||||||||
State Street Bank and Trust | 8/3/2018 | 23,515 | USD | 323,574 | ZAR | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 236,193 | AUD | 174,508 | USD | 4 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 15,985 | CHF | 16,099 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 128,117 | CZK | 5,750 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 93,287 | DKK | 14,618 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 209,721 | EUR | 244,864 | USD | — | (5 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 181,784 | GBP | 239,995 | USD | 5 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 670,612 | HUF | 2,379 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 161,133 | ILS | 44,018 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 265,633 | MXN | 13,514 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 387,968 | NOK | 47,602 | USD | — | (1 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 90,221 | NZD | 61,083 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 22,849 | PLN | 6,103 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/3/2018 | 707,990 | SEK | 79,142 | USD | — | (2 | ) | ||||||||||||||||||||
UBS AG | 7/3/2018 | 31,323 | TRY | 6,835 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 61,640 | BRL | 16,010 | USD | 7 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 104,923 | CAD | 79,767 | USD | — | (2 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 935,769 | HKD | 119,273 | USD | 2 | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 57,839,967 | JPY | 522,266 | USD | — | (12 | ) | ||||||||||||||||||||
UBS AG | 7/5/2018 | 55,147 | SGD | 40,447 | USD | — | — | |||||||||||||||||||||
UBS AG | 7/5/2018 | 366,185 | ZAR | 26,711 | USD | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 175,839 | USD | 237,979 | AUD | — | (10 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 79,138 | USD | 104,050 | CAD | — | — | |||||||||||||||||||||
UBS AG | 8/2/2018 | 5,627 | USD | 125,226 | CZK | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 14,612 | USD | 93,041 | DKK | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 246,760 | USD | 210,892 | EUR | — | (2 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 231,898 | USD | 175,415 | GBP | — | (8 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 112,016 | USD | 878,537 | HKD | — | (10 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 2,255 | USD | 634,566 | HUF | — | — | |||||||||||||||||||||
UBS AG | 8/2/2018 | 42,708 | USD | 156,019 | ILS | — | (4 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 14,031 | USD | 277,118 | MXN | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 46,487 | USD | 378,435 | NOK | — | — | |||||||||||||||||||||
UBS AG | 8/2/2018 | 60,972 | USD | 90,056 | NZD | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 4,756 | USD | 17,799 | PLN | — | — | |||||||||||||||||||||
UBS AG | 8/2/2018 | 75,909 | USD | 677,596 | SEK | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/2/2018 | 6,899 | USD | 32,026 | TRY | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 14,762 | USD | 57,007 | BRL | — | (1 | ) | ||||||||||||||||||||
UBS AG | 8/3/2018 | 15,571 | USD | 15,421 | CHF | — | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 524,873 | USD | 58,018,201 | JPY | — | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 38,918 | USD | 53,034 | SGD | — | — | |||||||||||||||||||||
UBS AG | 8/3/2018 | 23,515 | USD | 323,571 | ZAR | — | — | |||||||||||||||||||||
$ | 157,505 | $ | (4,982 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 95 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)
June 30, 2018
CURRENCY LEGEND |
AUD – Australian dollar
BRL – Brazilian real
CAD – Canadian dollar
CHF – Swiss franc
CLP – Chilean peso
CZK – Czech koruna
DKK – Danish krone
EUR – Euro
GBP – British pound
HKD – Hong Kong dollar
HUF – Hungary forint
IDR – Indonesian rupiah
ILS – Israeli New shekel
INR – Indian rupee
JPY – Japanese yen
KRW – South Korean won
MXN – Mexican peso
MYR – Malaysian ringgit
NOK – Norwegian krone
NZD – New Zealand dollar
PHP – Philippine peso
PLN – Polish zloty
SEK – Swedish krona
SGD – Singapore dollar
THB – Thai baht
TRY – Turkish New lira
TWD – New Taiwan dollar
USD – U.S. dollar
ZAR – South African rand
See Notes to Financial Statements.
96 | WisdomTree Trust |
Table of Contents
WisdomTree Global SmallCap Dividend Fund (GSD)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.1% |
| |||||||
Australia – 4.6% |
| |||||||
Altium Ltd. | 1,708 | $ | 28,407 | |||||
ARB Corp., Ltd. | 1,239 | 20,899 | ||||||
Bapcor Ltd. | 6,102 | 29,530 | ||||||
Beach Energy Ltd. | 30,496 | 39,544 | ||||||
Blackmores Ltd.(a) | 232 | 24,426 | ||||||
Breville Group Ltd. | 2,739 | 23,516 | ||||||
Brickworks Ltd. | 4,312 | 49,828 | ||||||
Cleanaway Waste Management Ltd. | 17,385 | 21,708 | ||||||
Corporate Travel Management Ltd. | 1,071 | 21,603 | ||||||
Costa Group Holdings Ltd. | 4,149 | 25,290 | ||||||
CSR Ltd. | 18,385 | 62,350 | ||||||
Event Hospitality and Entertainment Ltd. | 1,589 | 15,720 | ||||||
Fairfax Media Ltd. | 63,974 | 35,450 | ||||||
Genworth Mortgage Insurance Australia Ltd.(a) | 12,365 | 23,479 | ||||||
GrainCorp Ltd. Class A | 5,216 | 29,598 | ||||||
IDP Education Ltd. | 3,815 | 29,625 | ||||||
Inghams Group Ltd.(a) | 7,827 | 22,091 | ||||||
IRESS Ltd. | 4,290 | 38,163 | ||||||
Metcash Ltd. | 11,512 | 22,200 | ||||||
Monadelphous Group Ltd. | 2,001 | 22,265 | ||||||
MYOB Group Ltd. | 13,405 | 28,623 | ||||||
Navitas Ltd. | 5,922 | 19,427 | ||||||
New Hope Corp., Ltd. | 10,567 | 23,344 | ||||||
NIB Holdings Ltd. | 4,414 | 18,687 | ||||||
Nufarm Ltd. | 3,808 | 24,928 | ||||||
OZ Minerals Ltd. | 5,990 | 41,690 | ||||||
Pact Group Holdings Ltd. | 7,091 | 27,611 | ||||||
Perpetual Ltd. | 796 | 24,466 | ||||||
Premier Investments Ltd. | 2,188 | 27,288 | ||||||
Primary Health Care Ltd. | 6,683 | 17,233 | ||||||
Regis Resources Ltd. | 12,625 | 47,759 | ||||||
Reliance Worldwide Corp., Ltd. | 6,541 | 25,904 | ||||||
St Barbara Ltd. | 7,912 | 28,235 | ||||||
Super Retail Group Ltd. | 5,474 | 32,760 | ||||||
Technology One Ltd. | 4,994 | 15,682 | ||||||
Vocus Group Ltd.* | 24,046 | 41,040 | ||||||
|
| |||||||
Total Australia |
| 1,030,369 | ||||||
Austria – 0.1% |
| |||||||
S IMMO AG | 849 | 16,574 | ||||||
Belgium – 0.2% |
| |||||||
Econocom Group S.A./N.V. | 3,032 | 16,716 | ||||||
Euronav N.V. | 3,675 | 33,747 | ||||||
|
| |||||||
Total Belgium |
| 50,463 | ||||||
Brazil – 0.3% |
| |||||||
Cia de Saneamento de Minas Gerais-COPASA | 867 | 9,244 | ||||||
Ez Tec Empreendimentos e Participacoes S.A. | 4,053 | 16,992 | ||||||
MRV Engenharia e Participacoes S.A. | 7,732 | 24,196 | ||||||
TOTVS S.A. | 2,586 | 18,282 | ||||||
|
| |||||||
Total Brazil |
| 68,714 | ||||||
Canada – 2.2% |
| |||||||
Boralex, Inc. Class A | 818 | 13,096 | ||||||
CES Energy Solutions Corp. | 2,250 | 7,680 | ||||||
Cineplex, Inc. | 1,986 | 44,054 | ||||||
EnerCare, Inc. | 2,606 | 35,620 | ||||||
Enerflex Ltd. | 1,051 | 11,297 | ||||||
Enghouse Systems Ltd. | 200 | 11,672 | ||||||
Hudson’s Bay Co.(a) | 1,518 | 13,525 | ||||||
Innergex Renewable Energy, Inc. | 2,336 | 24,524 | ||||||
Laurentian Bank of Canada | 547 | 18,654 | ||||||
Mullen Group Ltd. | 2,094 | 24,658 | ||||||
North West Co., Inc. (The)(a) | 1,660 | 37,000 | ||||||
OceanaGold Corp. | 3,887 | 10,785 | ||||||
Pason Systems, Inc. | 1,254 | 20,515 | ||||||
Russel Metals, Inc. | 2,196 | 44,857 | ||||||
Secure Energy Services, Inc. | 2,621 | 14,465 | ||||||
ShawCor Ltd. | 1,051 | 20,390 | ||||||
Sleep Country Canada Holdings, Inc.(b) | 467 | 11,563 | ||||||
Superior Plus Corp. | 4,080 | 39,421 | ||||||
TransAlta Corp. | 8,093 | 40,605 | ||||||
Transcontinental, Inc. Class A | 1,051 | 24,392 | ||||||
Westshore Terminals Investment Corp.(a) | 1,733 | 31,394 | ||||||
|
| |||||||
Total Canada |
| 500,167 | ||||||
Chile – 0.3% |
| |||||||
Inversiones Aguas Metropolitanas S.A. | 10,573 | 16,158 | ||||||
Ripley Corp. S.A. | 23,218 | 22,051 | ||||||
Vina Concha y Toro S.A. | 13,387 | 27,494 | ||||||
|
| |||||||
Total Chile |
| 65,703 | ||||||
China – 2.2% |
| |||||||
BAIC Motor Corp., Ltd. Class H*(b) | 24,000 | 22,943 | ||||||
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | 12,000 | 24,595 | ||||||
China Communications Services Corp., Ltd. Class H | 40,000 | 25,340 | ||||||
China National Building Material Co., Ltd. Class H | 30,000 | 29,711 | ||||||
China SCE Property Holdings Ltd. | 27,000 | 12,802 | ||||||
China Travel International Investment Hong Kong Ltd. | 64,000 | 24,962 | ||||||
Chongqing Rural Commercial Bank Co., Ltd. Class H | 29,000 | 17,262 | ||||||
Fufeng Group Ltd.(a) | 21,000 | 9,449 | ||||||
Fuyao Glass Industry Group Co., Ltd. Class H(b) | 7,600 | 25,671 | ||||||
Golden Eagle Retail Group Ltd. | 12,000 | 14,439 | ||||||
Huabao International Holdings Ltd. | 21,000 | 13,437 | ||||||
Huaneng Renewables Corp., Ltd. Class H | 50,000 | 16,634 | ||||||
Jiangsu Expressway Co., Ltd. Class H | 28,000 | 33,370 | ||||||
Luye Pharma Group Ltd.(a) | 21,500 | 22,061 | ||||||
Red Star Macalline Group Corp., Ltd. Class H(b) | 14,400 | 19,419 | ||||||
Shandong Weigao Group Medical Polymer Co., Ltd. Class H | 20,000 | 14,148 | ||||||
Shanghai Pharmaceuticals Holding Co., Ltd. Class H | 8,100 | 22,352 | ||||||
Shougang Fushan Resources Group Ltd. | 126,000 | 30,033 | ||||||
Tianneng Power International Ltd. | 14,000 | 21,806 | ||||||
Times China Holdings Ltd. | 10,000 | 14,837 | ||||||
Yanzhou Coal Mining Co., Ltd. Class H | 14,000 | 18,309 | ||||||
Yuexiu Transport Infrastructure Ltd.(a) | 26,000 | 18,956 | ||||||
Zhejiang Expressway Co., Ltd. Class H | 28,000 | 24,983 |
See Notes to Financial Statements.
WisdomTree Trust | 97 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global SmallCap Dividend Fund (GSD)
June 30, 2018
Investments | Shares | Value | ||||||
Zijin Mining Group Co., Ltd. Class H | 68,000 | $ | 26,002 | |||||
|
| |||||||
Total China |
| 503,521 | ||||||
Czech Republic – 0.1% |
| |||||||
Moneta Money Bank AS(b) | 8,042 | 27,538 | ||||||
Denmark – 0.4% |
| |||||||
Alm Brand A/S | 2,308 | 22,677 | ||||||
Scandinavian Tobacco Group A/S Class A(b) | 2,764 | 41,732 | ||||||
Spar Nord Bank A/S | 2,125 | 22,743 | ||||||
|
| |||||||
Total Denmark |
| 87,152 | ||||||
Finland – 0.4% |
| |||||||
Finnair Oyj | 756 | 8,178 | ||||||
Ramirent Oyj | 3,428 | 36,421 | ||||||
Sanoma Oyj | 2,368 | 24,026 | ||||||
Uponor Oyj | 1,515 | 24,322 | ||||||
|
| |||||||
Total Finland |
| 92,947 | ||||||
France – 0.4% |
| |||||||
Coface S.A. | 1,583 | 17,595 | ||||||
IPSOS | 741 | 25,332 | ||||||
Neopost S.A. | 1,941 | 52,168 | ||||||
|
| |||||||
Total France |
| 95,095 | ||||||
Germany – 1.2% |
| |||||||
BayWa AG | 593 | 20,078 | ||||||
Bilfinger SE | 850 | 43,230 | ||||||
ElringKlinger AG | 1,811 | 23,238 | ||||||
Indus Holding AG | 561 | 34,977 | ||||||
Jenoptik AG | 293 | 11,487 | ||||||
Kloeckner & Co. SE | 1,469 | 15,488 | ||||||
Pfeiffer Vacuum Technology AG | 206 | 33,889 | ||||||
Takkt AG | 1,065 | 19,472 | ||||||
TLG Immobilien AG | 1,383 | 36,880 | ||||||
VTG AG | 356 | 20,200 | ||||||
Washtec AG | 223 | 19,710 | ||||||
|
| |||||||
Total Germany |
| 278,649 | ||||||
Hong Kong – 0.7% |
| |||||||
China Water Affairs Group Ltd. | 10,000 | 10,439 | ||||||
CP Pokphand Co., Ltd. | 296,000 | 26,788 | ||||||
Hong Kong Aircraft Engineering Co., Ltd. | 3,200 | 27,858 | ||||||
Kowloon Development Co., Ltd. | 36,000 | 40,564 | ||||||
Stella International Holdings Ltd. | 16,500 | 20,442 | ||||||
Television Broadcasts Ltd. | 12,500 | 39,593 | ||||||
|
| |||||||
Total Hong Kong |
| 165,684 | ||||||
Hungary – 0.1% |
| |||||||
Magyar Telekom Telecommunications PLC | 10,738 | 15,313 | ||||||
Indonesia – 0.3% |
| |||||||
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 78,400 | 11,434 | ||||||
Indo Tambangraya Megah Tbk PT | 14,600 | 22,797 | ||||||
Japfa Comfeed Indonesia Tbk PT | 139,100 | 15,580 | ||||||
Media Nusantara Citra Tbk PT | 151,700 | 9,739 | ||||||
|
| |||||||
Total Indonesia |
| 59,550 | ||||||
Ireland – 0.4% |
| |||||||
C&C Group PLC | 11,153 | 42,190 | ||||||
Greencore Group PLC | 10,084 | 24,750 | ||||||
Irish Continental Group PLC | 2,251 | 13,272 | ||||||
|
| |||||||
Total Ireland |
| 80,212 | ||||||
Israel – 1.1% |
| |||||||
Amot Investments Ltd. | 6,774 | 33,865 | ||||||
First International Bank of Israel Ltd. | 1,454 | 30,327 | ||||||
Gazit-Globe Ltd. | 3,904 | 35,941 | ||||||
Harel Insurance Investments & Financial Services Ltd. | 6,370 | 47,698 | ||||||
Oil Refineries Ltd. | 100,084 | 42,023 | ||||||
Shapir Engineering and Industry Ltd. | 8,810 | 25,632 | ||||||
Shufersal Ltd. | 4,518 | 27,672 | ||||||
|
| |||||||
Total Israel |
| 243,158 | ||||||
Italy – 1.0% |
| |||||||
Banca Popolare di Sondrio SCPA | 5,779 | 23,265 | ||||||
CIR-Compagnie Industriali Riunite SpA | 14,622 | 17,891 | ||||||
Ei Towers SpA | 450 | 24,878 | ||||||
Maire Tecnimont SpA(a) | 3,796 | 17,063 | ||||||
MARR SpA | 1,789 | 47,164 | ||||||
OVS SpA*(b) | 3,505 | 11,442 | ||||||
Piaggio & C. SpA | 4,419 | 11,113 | ||||||
RAI Way SpA(b) | 5,677 | 26,579 | ||||||
Salini Impregilo SpA(a) | 4,730 | 12,326 | ||||||
Societa Cattolica di Assicurazioni SC | 1,878 | 15,667 | ||||||
Technogym SpA(b) | 1,077 | 12,763 | ||||||
|
| |||||||
Total Italy |
| 220,151 | ||||||
Japan – 13.6% |
| |||||||
ADEKA Corp. | 2,100 | 33,690 | ||||||
Alpine Electronics, Inc. | 900 | 18,574 | ||||||
Amano Corp. | 1,400 | 33,090 | ||||||
Anritsu Corp. | 1,800 | 24,717 | ||||||
AOKI Holdings, Inc. | 2,500 | 36,474 | ||||||
Aoyama Trading Co., Ltd. | 1,600 | 53,447 | ||||||
Arcs Co., Ltd. | 900 | 24,538 | ||||||
ASKUL Corp.(a) | 700 | 22,688 | ||||||
Autobacs Seven Co., Ltd. | 2,000 | 35,462 | ||||||
Benefit One, Inc. | 700 | 19,781 | ||||||
Capcom Co., Ltd. | 1,600 | 39,435 | ||||||
Ci:z Holdings Co., Ltd. | 500 | 23,789 | ||||||
Cocokara fine, Inc. | 400 | 24,593 | ||||||
COLOPL, Inc.(a) | 1,400 | 9,480 | ||||||
Cosmo Energy Holdings Co., Ltd. | 1,100 | 38,631 | ||||||
D.A. Consortium Holdings, Inc. | 300 | 8,369 | ||||||
Daikyo, Inc. | 900 | 19,704 | ||||||
Daikyonishikawa Corp. | 800 | 11,722 | ||||||
Daio Paper Corp.(a) | 1,300 | 18,098 | ||||||
Daishi Bank Ltd. (The) | 400 | 15,908 | ||||||
DCM Holdings Co., Ltd. | 3,000 | 28,114 | ||||||
Dip Corp. | 700 | 17,992 | ||||||
Doutor Nichires Holdings Co., Ltd. | 700 | 13,903 | ||||||
Exedy Corp. | 1,400 | 43,353 | ||||||
Fancl Corp. | 900 | 45,095 |
See Notes to Financial Statements.
98 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global SmallCap Dividend Fund (GSD)
June 30, 2018
Investments | Shares | Value | ||||||
Fujitec Co., Ltd. | 1,200 | $ | 14,788 | |||||
Fukuyama Transporting Co., Ltd. | 600 | 30,660 | ||||||
Hanwa Co., Ltd. | 800 | 30,515 | ||||||
Hazama Ando Corp. | 3,400 | 30,941 | ||||||
Heiwa Corp. | 2,800 | 67,595 | ||||||
Heiwado Co., Ltd. | 700 | 17,442 | ||||||
Hogy Medical Co., Ltd. | 400 | 17,912 | ||||||
Hokuetsu Kishu Paper Co., Ltd. | 2,900 | 14,924 | ||||||
Hyakugo Bank Ltd. (The) | 3,700 | 14,531 | ||||||
Inaba Denki Sangyo Co., Ltd. | 500 | 20,449 | ||||||
Itochu Enex Co., Ltd. | 1,800 | 17,567 | ||||||
Iwatani Corp. | 600 | 20,909 | ||||||
Japan Aviation Electronics Industry Ltd. | 1,000 | 15,754 | ||||||
Juroku Bank Ltd. (The) | 700 | 18,491 | ||||||
Kanematsu Corp. | 1,500 | 21,681 | ||||||
Keihin Corp. | 1,100 | 22,315 | ||||||
Keiyo Bank Ltd. (The) | 4,000 | 17,153 | ||||||
Kintetsu World Express, Inc. | 900 | 18,583 | ||||||
Komeri Co., Ltd. | 600 | 15,232 | ||||||
Kumagai Gumi Co., Ltd. | 700 | 24,584 | ||||||
KYB Corp. | 400 | 18,201 | ||||||
Kyoritsu Maintenance Co., Ltd. | 600 | 32,935 | ||||||
Leopalace21 Corp. | 2,900 | 15,892 | ||||||
Life Corp. | 600 | 14,913 | ||||||
Makino Milling Machine Co., Ltd. | 2,000 | 15,564 | ||||||
Maruha Nichiro Corp. | 500 | 20,110 | ||||||
Matsui Securities Co., Ltd. | 3,900 | 37,287 | ||||||
Megmilk Snow Brand Co., Ltd. | 600 | 16,007 | ||||||
Meitec Corp. | 700 | 33,621 | ||||||
Mitsubishi Shokuhin Co., Ltd. | 600 | 16,012 | ||||||
Mochida Pharmaceutical Co., Ltd. | 600 | 43,714 | ||||||
Nachi-Fujikoshi Corp. | 200 | 8,947 | ||||||
NEC Networks & System Integration Corp. | 900 | 20,256 | ||||||
Nichias Corp. | 2,000 | 25,062 | ||||||
Nichiha Corp. | 400 | 15,131 | ||||||
Nihon Kohden Corp. | 700 | 19,496 | ||||||
Nihon Unisys Ltd. | 1,800 | 45,242 | ||||||
Nikkon Holdings Co., Ltd. | 1,400 | 36,768 | ||||||
Nippon Flour Mills Co., Ltd. | 3,500 | 60,859 | ||||||
Nippon Light Metal Holdings Co., Ltd. | 12,300 | 27,650 | ||||||
Nippon Steel & Sumikin Bussan Corp. | 900 | 44,689 | ||||||
Nippon Suisan Kaisha Ltd. | 2,700 | 13,309 | ||||||
Nishi-Nippon Financial Holdings, Inc. | 1,800 | 21,045 | ||||||
Nishi-Nippon Railroad Co., Ltd. | 700 | 19,054 | ||||||
Nishimatsu Construction Co., Ltd. | 1,300 | 37,322 | ||||||
Nissan Shatai Co., Ltd. | 1,800 | 16,397 | ||||||
Nisshin Steel Co., Ltd. | 2,100 | 28,988 | ||||||
Nissin Electric Co., Ltd. | 2,100 | 19,357 | ||||||
Nissin Kogyo Co., Ltd. | 900 | 15,918 | ||||||
Noevir Holdings Co., Ltd. | 800 | 57,708 | ||||||
Obara Group, Inc. | 300 | 17,117 | ||||||
Okamura Corp. | 1,500 | 22,074 | ||||||
Okasan Securities Group, Inc.(a) | 4,500 | 22,141 | ||||||
OKUMA Corp. | 400 | 21,162 | ||||||
Okumura Corp. | 1,200 | 39,164 | ||||||
Onward Holdings Co., Ltd. | 4,700 | 36,067 | ||||||
Paramount Bed Holdings Co., Ltd. | 400 | 17,153 | ||||||
Parco Co., Ltd. | 1,500 | 16,345 | ||||||
Penta-Ocean Construction Co., Ltd. | 3,400 | 22,776 | ||||||
Resorttrust, Inc. | 1,900 | 33,621 | ||||||
Round One Corp. | 800 | 12,589 | ||||||
Ryosan Co., Ltd. | 700 | 25,658 | ||||||
Seiren Co., Ltd. | 800 | 12,466 | ||||||
Senko Group Holdings Co., Ltd. | 3,400 | 26,889 | ||||||
Ship Healthcare Holdings, Inc. | 500 | 18,869 | ||||||
SKY Perfect JSAT Holdings, Inc. | 11,300 | 53,865 | ||||||
Starts Corp., Inc. | 800 | 19,508 | ||||||
Sumitomo Bakelite Co., Ltd. | 2,000 | 19,284 | ||||||
Sumitomo Osaka Cement Co., Ltd. | 7,000 | 32,799 | ||||||
T-Gaia Corp. | 1,800 | 45,989 | ||||||
Tadano Ltd. | 1,900 | 23,346 | ||||||
Taiyo Holdings Co., Ltd. | 500 | 20,539 | ||||||
Taiyo Yuden Co., Ltd. | 1,100 | 30,736 | ||||||
Takara Holdings, Inc. | 2,100 | 27,756 | ||||||
Takasago Thermal Engineering Co., Ltd. | 1,200 | 22,296 | ||||||
TechnoPro Holdings, Inc. | 500 | 30,741 | ||||||
Toagosei Co., Ltd. | 1,300 | 15,023 | ||||||
Toho Holdings Co., Ltd.(a) | 900 | 21,963 | ||||||
TOKAI Holdings Corp. | 3,500 | 33,874 | ||||||
Tokai Rika Co., Ltd. | 1,800 | 34,191 | ||||||
Tokai Tokyo Financial Holdings, Inc. | 4,400 | 28,124 | ||||||
Tokyo Ohka Kogyo Co., Ltd. | 500 | 19,298 | ||||||
Tokyo Seimitsu Co., Ltd. | 700 | 23,162 | ||||||
Topcon Corp. | 700 | 12,007 | ||||||
Toppan Forms Co., Ltd. | 1,900 | 19,229 | ||||||
Topre Corp. | 600 | 15,108 | ||||||
Toshiba Plant Systems & Services Corp. | 1,200 | 27,453 | ||||||
Toyo Ink SC Holdings Co., Ltd. | 1,000 | 26,091 | ||||||
Toyobo Co., Ltd. | 900 | 14,975 | ||||||
TPR Co., Ltd. | 500 | 11,651 | ||||||
Trusco Nakayama Corp. | 600 | 14,989 | ||||||
Tsubakimoto Chain Co. | 4,000 | 31,779 | ||||||
Unipres Corp. | 600 | 11,760 | ||||||
United Arrows Ltd. | 500 | 18,688 | ||||||
United Super Markets Holdings, Inc. | 1,900 | 24,581 | ||||||
Ushio, Inc. | 1,500 | 19,081 | ||||||
Valor Holdings Co., Ltd. | 1,100 | 25,095 | ||||||
Yoshinoya Holdings Co., Ltd. | 1,400 | 27,920 | ||||||
|
| |||||||
Total Japan |
| 3,057,119 | ||||||
Malaysia – 0.5% |
| |||||||
Alliance Bank Malaysia Bhd | 16,400 | 16,402 | ||||||
Malakoff Corp. Bhd | 107,100 | 21,873 | ||||||
QL Resources Bhd | 23,400 | 34,757 | ||||||
Top Glove Corp. Bhd | 9,500 | 28,551 | ||||||
|
| |||||||
Total Malaysia |
| 101,583 | ||||||
Mexico – 0.4% |
| |||||||
Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | 6,658 | 35,082 |
See Notes to Financial Statements.
WisdomTree Trust | 99 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global SmallCap Dividend Fund (GSD)
June 30, 2018
Investments | Shares | Value | ||||||
Macquarie Mexico Real Estate Management S.A. de C.V.* | 19,272 | $ | 19,306 | |||||
Megacable Holdings S.A.B. de C.V. Series CPO | 4,205 | 17,506 | ||||||
Regional S.A.B. de C.V. | 2,371 | 12,864 | ||||||
|
| |||||||
Total Mexico |
| 84,758 | ||||||
Netherlands – 1.2% |
| |||||||
Arcadis N.V. | 1,672 | 30,180 | ||||||
Corbion N.V. | 1,299 | 41,404 | ||||||
Flow Traders(b) | 612 | 23,809 | ||||||
ForFarmers N.V. | 1,022 | 13,293 | ||||||
Intertrust N.V.(b) | 2,421 | 43,021 | ||||||
Koninklijke BAM Groep N.V.(a) | 3,623 | 15,245 | ||||||
PostNL N.V. | 15,561 | 58,411 | ||||||
Rhi Magnesita N.V.(a) | 540 | 32,438 | ||||||
Van Lanschot Kempen N.V. | 558 | 15,766 | ||||||
|
| |||||||
Total Netherlands |
| 273,567 | ||||||
New Zealand – 1.6% |
| |||||||
Chorus Ltd. | 17,176 | 48,609 | ||||||
EBOS Group Ltd. | 3,102 | 37,699 | ||||||
Genesis Energy Ltd. | 55,502 | 91,689 | ||||||
Infratil Ltd. | 19,825 | 45,368 | ||||||
Kiwi Property Group Ltd. | 35,225 | 32,077 | ||||||
Mainfreight Ltd. | 732 | 13,778 | ||||||
SKYCITY Entertainment Group Ltd. | 25,242 | 69,044 | ||||||
Trade Me Group Ltd. | 9,040 | 28,522 | ||||||
|
| |||||||
Total New Zealand |
| 366,786 | ||||||
Norway – 1.2% |
| |||||||
Atea ASA* | 3,738 | 53,843 | ||||||
Borregaard ASA | 2,251 | 24,304 | ||||||
Grieg Seafood ASA | 3,241 | 34,158 | ||||||
Kongsberg Gruppen ASA | 2,189 | 46,517 | ||||||
Ocean Yield ASA | 5,244 | 45,746 | ||||||
Veidekke ASA | 4,114 | 41,340 | ||||||
XXL ASA(b) | 2,434 | 19,710 | ||||||
|
| |||||||
Total Norway |
| 265,618 | ||||||
Philippines – 0.1% |
| |||||||
D&L Industries, Inc. | 67,300 | 12,812 | ||||||
Poland – 0.1% |
| |||||||
Asseco Poland S.A. | 2,014 | 21,539 | ||||||
Portugal – 0.9% |
| |||||||
Altri, SGPS, S.A. | 6,171 | 62,323 | ||||||
Corticeira Amorim, SGPS, S.A. | 1,525 | 19,977 | ||||||
REN – Redes Energeticas Nacionais, SGPS, S.A. | 17,926 | 50,231 | ||||||
Semapa-Sociedade de Investimento e Gestao | 2,350 | 62,969 | ||||||
|
| |||||||
Total Portugal |
| 195,500 | ||||||
Singapore – 1.2% |
| |||||||
Bukit Sembawang Estates Ltd.(a) | 4,200 | 17,804 | ||||||
GuocoLand Ltd. | 16,100 | 23,970 | ||||||
Ho Bee Land Ltd. | 8,500 | 14,775 | ||||||
IGG, Inc.(a) | 21,000 | 26,874 | ||||||
Keppel Infrastructure Trust | 133,500 | 50,913 | ||||||
M1 Ltd. | 36,600 | 42,948 | ||||||
OUE Ltd. | 12,100 | 13,844 | ||||||
Raffles Medical Group Ltd. | 28,800 | 21,333 | ||||||
United Engineers Ltd. | 16,100 | 33,180 | ||||||
Wheelock Properties Singapore Ltd. | 13,500 | 16,139 | ||||||
|
| |||||||
Total Singapore |
| 261,780 | ||||||
South Africa – 0.6% |
| |||||||
African Rainbow Minerals Ltd. | 2,387 | 19,000 | ||||||
Barloworld Ltd. | 2,950 | 27,916 | ||||||
Coronation Fund Managers Ltd. | 5,708 | 24,283 | ||||||
Hyprop Investments Ltd. | 4,097 | 30,591 | ||||||
Pioneer Foods Group Ltd. | 2,069 | 16,893 | ||||||
Tsogo Sun Holdings Ltd. | 18,077 | 27,037 | ||||||
|
| |||||||
Total South Africa |
| 145,720 | ||||||
South Korea – 0.8% |
| |||||||
Cheil Worldwide, Inc. | 1,211 | 22,438 | ||||||
Grand Korea Leisure Co., Ltd. | 978 | 22,860 | ||||||
Hite Jinro Co., Ltd. | 479 | 8,445 | ||||||
Hyundai Department Store Co., Ltd. | 333 | 34,510 | ||||||
Hyundai Wia Corp. | 266 | 9,726 | ||||||
KEPCO Plant Service & Engineering Co., Ltd. | 142 | 4,542 | ||||||
LOTTE Himart Co., Ltd. | 353 | 24,959 | ||||||
LS Industrial Systems Co., Ltd. | 554 | 35,044 | ||||||
SKC Co., Ltd. | 364 | 14,093 | ||||||
|
| |||||||
Total South Korea |
| 176,617 | ||||||
Spain – 1.0% |
| |||||||
Almirall S.A. | 2,652 | 35,546 | ||||||
Construcciones y Auxiliar de Ferrocarriles S.A. | 343 | 16,459 | ||||||
Ence Energia y Celulosa S.A. | 4,588 | 40,711 | ||||||
Euskaltel S.A.(b) | 4,604 | 41,740 | ||||||
Parques Reunidos Servicios Centrales SAU(b) | 1,378 | 22,042 | ||||||
Tecnicas Reunidas S.A.(a) | 1,967 | 63,363 | ||||||
|
| |||||||
Total Spain |
| 219,861 | ||||||
Sweden – 1.9% |
| |||||||
AddTech AB Class B | 1,292 | 28,625 | ||||||
AF AB Class B | 738 | 16,895 | ||||||
Ahlstrom-Munksjo Oyj | 1,601 | 28,936 | ||||||
Attendo AB(b) | 1,240 | 10,978 | ||||||
Betsson AB* | 5,046 | 30,673 | ||||||
Bilia AB Class A | 3,051 | 23,856 | ||||||
Bonava AB Class B | 1,988 | 23,356 | ||||||
Bravida Holding AB(b) | 2,357 | 18,746 | ||||||
Fagerhult AB | 1,267 | 10,863 | ||||||
Hemfosa Fastigheter AB | 2,928 | 34,301 | ||||||
Kungsleden AB | 3,373 | 23,301 | ||||||
Mycronic AB(a) | 1,817 | 20,351 | ||||||
Nobia AB | 4,336 | 33,419 | ||||||
Nolato AB Class B | 296 | 23,922 | ||||||
Paradox Interactive AB | 809 | 16,820 | ||||||
Ratos AB Class B | 3,620 | 12,123 | ||||||
Resurs Holding AB(b) | 2,600 | 16,740 | ||||||
Scandic Hotels Group AB(b) | 1,838 | 15,871 |
See Notes to Financial Statements.
100 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global SmallCap Dividend Fund (GSD)
June 30, 2018
Investments | Shares | Value | ||||||
Wihlborgs Fastigheter AB | 2,724 | $ | 31,558 | |||||
|
| |||||||
Total Sweden |
| 421,334 | ||||||
Switzerland – 0.6% |
| |||||||
ALSO Holding AG Registered Shares* | 111 | 13,258 | ||||||
Bobst Group S.A. Registered Shares | 172 | 17,599 | ||||||
Bossard Holding AG Registered Shares Class A | 54 | 10,023 | ||||||
Huber + Suhner AG Registered Shares | 326 | 19,863 | ||||||
Implenia AG Registered Shares | 213 | 16,217 | ||||||
Oriflame Holding AG | 1,574 | 50,813 | ||||||
u-blox Holding AG* | 91 | 18,045 | ||||||
|
| |||||||
Total Switzerland |
| 145,818 | ||||||
Taiwan – 3.1% |
| |||||||
Accton Technology Corp. | 8,000 | 23,143 | ||||||
Acer, Inc.* | 43,000 | 35,118 | ||||||
Chicony Electronics Co., Ltd. | 14,230 | 32,065 | ||||||
Chroma ATE, Inc. | 4,000 | 21,516 | ||||||
CTCI Corp. | 12,000 | 19,207 | ||||||
Giant Manufacturing Co., Ltd. | 6,000 | 25,387 | ||||||
HannStar Display Corp. | 62,000 | 18,526 | ||||||
Hota Industrial Manufacturing Co., Ltd. | 2,000 | 9,709 | ||||||
Kenda Rubber Industrial Co., Ltd. | 14,000 | 15,429 | ||||||
King Yuan Electronics Co., Ltd. | 28,000 | 25,485 | ||||||
King’s Town Bank | 25,000 | 26,813 | ||||||
LCY Chemical Corp. | 16,000 | 24,744 | ||||||
Long Chen Paper Co., Ltd. | 9,000 | 7,675 | ||||||
Micro-Star International Co., Ltd. | 18,000 | 55,614 | ||||||
Primax Electronics Ltd.* | 8,000 | 16,216 | ||||||
Qisda Corp. | 43,000 | 30,323 | ||||||
Radiant Opto-Electronics Corp. | 14,000 | 28,010 | ||||||
Realtek Semiconductor Corp. | 14,000 | 50,970 | ||||||
Synnex Technology International Corp. | 45,700 | 68,951 | ||||||
Taiwan Secom Co., Ltd. | 14,000 | 41,143 | ||||||
Teco Electric and Machinery Co., Ltd. | 28,000 | 21,031 | ||||||
Tong Yang Industry Co., Ltd. | 7,000 | 10,779 | ||||||
Transcend Information, Inc. | 9,000 | 24,973 | ||||||
Tripod Technology Corp. | 7,000 | 19,240 | ||||||
Walsin Lihwa Corp. | 60,000 | 40,737 | ||||||
Wan Hai Lines Ltd. | 26,000 | 14,412 | ||||||
|
| |||||||
Total Taiwan |
| 707,216 | ||||||
Thailand – 0.5% |
| |||||||
Bangchak Corp. PCL NVDR | 34,200 | 33,034 | ||||||
BCPG PCL NVDR | 8,700 | 4,149 | ||||||
Beauty Community PCL NVDR | 15,000 | 5,524 | ||||||
Hana Microelectronics PCL | 10,400 | 10,359 | ||||||
Hana Microelectronics PCL NVDR | 15,300 | 15,240 | ||||||
Jasmine International PCL NVDR | 109,700 | 14,304 | ||||||
Kiatnakin Bank PCL NVDR | 9,100 | 18,609 | ||||||
TTW PCL NVDR | 62,400 | 22,037 | ||||||
|
| |||||||
Total Thailand |
| 123,256 | ||||||
Turkey – 0.2% |
| |||||||
Soda Sanayii AS | 14,266 | 19,307 | ||||||
TAV Havalimanlari Holding AS | 5,410 | 26,500 | ||||||
|
| |||||||
Total Turkey |
| 45,807 | ||||||
United Kingdom – 6.0% |
| |||||||
AA PLC | 14,091 | 23,096 | ||||||
Ascential PLC | 5,140 | 30,714 | ||||||
Big Yellow Group PLC | 2,674 | 33,662 | ||||||
Bovis Homes Group PLC | 3,351 | 50,679 | ||||||
Card Factory PLC | 17,305 | 45,009 | ||||||
Coats Group PLC | 7,685 | 7,884 | ||||||
Computacenter PLC | 2,763 | 52,748 | ||||||
Cranswick PLC | 520 | 23,177 | ||||||
Crest Nicholson Holdings PLC | 8,739 | 44,974 | ||||||
Dairy Crest Group PLC | 3,691 | 23,927 | ||||||
Dignity PLC | 726 | 9,643 | ||||||
Diploma PLC | 1,313 | 22,726 | ||||||
Drax Group PLC | 7,257 | 31,407 | ||||||
Dunelm Group PLC | 4,964 | 33,096 | ||||||
Elementis PLC | 14,916 | 49,784 | ||||||
Essentra PLC | 6,459 | 40,966 | ||||||
esure Group PLC | 7,066 | 20,281 | ||||||
FDM Group Holdings PLC | 1,508 | 19,491 | ||||||
Fidessa Group PLC | 516 | 26,330 | ||||||
Galliford Try PLC | 3,796 | 43,777 | ||||||
Genus PLC | 741 | 25,788 | ||||||
Go-Ahead Group PLC (The) | 1,720 | 36,061 | ||||||
Greggs PLC | 1,671 | 21,962 | ||||||
Hill & Smith Holdings PLC | 1,300 | 25,384 | ||||||
Ibstock PLC(b) | 8,976 | 35,457 | ||||||
J D Wetherspoon PLC | 1,747 | 29,062 | ||||||
James Halstead PLC(a) | 3,294 | 17,483 | ||||||
John Laing Group PLC(b) | 6,909 | 25,139 | ||||||
Just Group PLC | 10,022 | 17,863 | ||||||
Marshalls PLC | 3,735 | 20,119 | ||||||
McCarthy & Stone PLC(b) | 14,823 | 19,198 | ||||||
Millennium & Copthorne Hotels PLC | 2,259 | 15,807 | ||||||
Morgan Advanced Materials PLC | 7,740 | 33,374 | ||||||
OneSavings Bank PLC | 2,585 | 14,013 | ||||||
Pets at Home Group PLC(a) | 14,061 | 24,040 | ||||||
Polypipe Group PLC | 3,908 | 19,864 | ||||||
PZ Cussons PLC | 6,440 | 19,164 | ||||||
QinetiQ Group PLC | 12,389 | 44,114 | ||||||
Renewi PLC | 16,013 | 16,490 | ||||||
Safestore Holdings PLC | 3,803 | 27,590 | ||||||
Savills PLC | 1,933 | 22,203 | ||||||
Senior PLC | 6,516 | 26,135 | ||||||
SIG PLC | 6,854 | 12,641 | ||||||
Spire Healthcare Group PLC(b) | 6,614 | 21,883 | ||||||
Stagecoach Group PLC | 9,400 | 17,573 | ||||||
Superdry PLC | 1,381 | 20,457 | ||||||
TBC Bank Group PLC | 612 | 14,108 | ||||||
Ted Baker PLC | 646 | 18,371 | ||||||
Telecom Plus PLC | 1,305 | 19,400 | ||||||
Ultra Electronics Holdings PLC | 1,506 | 32,807 | ||||||
Virgin Money Holdings UK PLC | 3,870 | 18,746 | ||||||
|
| |||||||
Total United Kingdom |
| 1,345,667 |
See Notes to Financial Statements.
WisdomTree Trust | 101 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Global SmallCap Dividend Fund (GSD)
June 30, 2018
Investments | Shares | Value | ||||||
United States – 47.6% |
| |||||||
1st Source Corp. | 499 | $ | 26,662 | |||||
AAON, Inc. | 1,177 | 39,135 | ||||||
AAR Corp. | 820 | 38,122 | ||||||
Acushnet Holdings Corp. | 4,013 | 98,158 | ||||||
ADTRAN, Inc. | 1,988 | 29,522 | ||||||
Agree Realty Corp. | 1,677 | 88,495 | ||||||
Alamo Group, Inc. | 148 | 13,373 | ||||||
Albany International Corp. Class A | 920 | 55,338 | ||||||
Altra Industrial Motion Corp. | 979 | 42,195 | ||||||
American Assets Trust, Inc. | 2,043 | 78,226 | ||||||
American States Water Co. | 1,619 | 92,542 | ||||||
Ameris Bancorp | 465 | 24,808 | ||||||
AMERISAFE, Inc. | 1,756 | 101,409 | ||||||
Apogee Enterprises, Inc. | 918 | 44,220 | ||||||
Arch Coal, Inc. Class A | 614 | 48,156 | ||||||
Artisan Partners Asset Management, Inc. Class A | 4,760 | 143,514 | ||||||
Atrion Corp. | 33 | 19,780 | ||||||
AZZ, Inc. | 368 | 15,990 | ||||||
Badger Meter, Inc. | 760 | 33,972 | ||||||
BancFirst Corp. | 663 | 39,250 | ||||||
Beneficial Bancorp, Inc. | 1,732 | 28,058 | ||||||
Berkshire Hills Bancorp, Inc. | 1,087 | 44,132 | ||||||
Bloomin’ Brands, Inc. | 4,847 | 97,425 | ||||||
Boston Private Financial Holdings, Inc. | 3,221 | 51,214 | ||||||
Brady Corp. Class A | 2,587 | 99,729 | ||||||
Brinker International, Inc. | 5,597 | 266,417 | ||||||
Brookline Bancorp, Inc. | 2,474 | 46,016 | ||||||
Calavo Growers, Inc.(a) | 585 | 56,248 | ||||||
Caleres, Inc. | 1,301 | 44,741 | ||||||
California Water Service Group | 2,161 | 84,171 | ||||||
Callaway Golf Co. | 1,064 | 20,184 | ||||||
CareTrust REIT, Inc. | 3,985 | 66,510 | ||||||
CBL & Associates Properties, Inc.(a) | 27,711 | 154,350 | ||||||
CenterState Bank Corp. | 661 | 19,711 | ||||||
Cheesecake Factory, Inc. (The)(a) | 3,089 | 170,080 | ||||||
Chesapeake Lodging Trust | 5,013 | 158,611 | ||||||
Chesapeake Utilities Corp. | 602 | 48,130 | ||||||
Chico’s FAS, Inc. | 14,926 | 121,498 | ||||||
City Holding Co. | 535 | 40,248 | ||||||
Coca-Cola Bottling Co. Consolidated | 96 | 12,972 | ||||||
Cohen & Steers, Inc. | 2,331 | 97,226 | ||||||
Comfort Systems USA, Inc. | 909 | 41,632 | ||||||
CONMED Corp. | 1,080 | 79,056 | ||||||
Consolidated Communications Holdings, Inc. | 11,344 | 140,212 | ||||||
Cooper Tire & Rubber Co. | 1,605 | 42,211 | ||||||
Covanta Holding Corp. | 20,374 | 336,171 | ||||||
CSG Systems International, Inc. | 926 | 37,846 | ||||||
Cubic Corp. | 404 | 25,937 | ||||||
Dillard’s, Inc. Class A(a) | 478 | 45,171 | ||||||
DSW, Inc. Class A | 7,018 | 181,205 | ||||||
Emerald Expositions Events, Inc. | 1,418 | 29,211 | ||||||
Employers Holdings, Inc. | 491 | 19,738 | ||||||
EnPro Industries, Inc. | 609 | 42,600 | ||||||
Ensign Group, Inc. (The) | 764 | 27,366 | ||||||
ESCO Technologies, Inc. | 477 | 27,523 | ||||||
Exponent, Inc. | 1,374 | 66,364 | ||||||
FBL Financial Group, Inc. Class A | 1,402 | 110,407 | ||||||
Federal Signal Corp. | 1,956 | 45,555 | ||||||
First Busey Corp. | 1,215 | 38,540 | ||||||
First Commonwealth Financial Corp. | 3,084 | 47,833 | ||||||
First Financial Bancorp | 2,232 | 68,411 | ||||||
First Interstate BancSystem, Inc. Class A | 930 | 39,246 | ||||||
Forward Air Corp. | 843 | 49,804 | ||||||
Four Corners Property Trust, Inc. | 3,437 | 84,653 | ||||||
Franklin Street Properties Corp. | 2,641 | 22,607 | ||||||
Getty Realty Corp. | 2,151 | 60,594 | ||||||
Global Net Lease, Inc. | 3,983 | 81,373 | ||||||
Government Properties Income Trust | 6,198 | 98,238 | ||||||
Greenbrier Cos., Inc. (The) | 1,250 | 65,937 | ||||||
Greif, Inc. Class A | 1,872 | 99,010 | ||||||
Group 1 Automotive, Inc. | 815 | 51,345 | ||||||
Guess?, Inc. | 11,469 | 245,437 | ||||||
Heartland Financial USA, Inc. | 396 | 21,721 | ||||||
HFF, Inc. Class A | 1,995 | 68,528 | ||||||
HNI Corp. | 2,898 | 107,806 | ||||||
Horace Mann Educators Corp. | 1,501 | 66,945 | ||||||
Independent Bank Group, Inc. | 272 | 18,170 | ||||||
Innospec, Inc. | 785 | 60,092 | ||||||
Insperity, Inc. | 1,481 | 141,065 | ||||||
Inter Parfums, Inc. | 1,250 | 66,875 | ||||||
Interface, Inc. | 1,984 | 45,533 | ||||||
Kadant, Inc. | 257 | 24,711 | ||||||
Kaiser Aluminum Corp. | 825 | 85,891 | ||||||
Kaman Corp. | 1,097 | 76,450 | ||||||
Kearny Financial Corp. | 946 | 12,724 | ||||||
Kite Realty Group Trust | 7,627 | 130,269 | ||||||
La-Z-Boy, Inc. | 1,386 | 42,412 | ||||||
Lakeland Financial Corp. | 603 | 29,059 | ||||||
LegacyTexas Financial Group, Inc. | 1,068 | 41,673 | ||||||
LTC Properties, Inc. | 2,874 | 122,835 | ||||||
ManTech International Corp. Class A | 1,194 | 64,046 | ||||||
Marten Transport Ltd. | 695 | 16,298 | ||||||
Matson, Inc. | 1,999 | 76,722 | ||||||
MDC Holdings, Inc. | 3,951 | 121,572 | ||||||
Methode Electronics, Inc. | 797 | 32,119 | ||||||
Mobile Mini, Inc. | 2,031 | 95,254 | ||||||
Moelis & Co. Class A | 1,145 | 67,154 | ||||||
Monmouth Real Estate Investment Corp. | 4,311 | 71,261 | ||||||
Monro, Inc. | 1,223 | 71,056 | ||||||
Multi-Color Corp. | 190 | 12,283 | ||||||
National Storage Affiliates Trust | 2,723 | 83,923 | ||||||
NBT Bancorp, Inc. | 1,537 | 58,637 | ||||||
Neenah, Inc. | 759 | 64,401 | ||||||
Nelnet, Inc. Class A | 510 | 29,789 | ||||||
NIC, Inc. | 8,303 | 129,112 | ||||||
Northwest Bancshares, Inc. | 4,819 | 83,802 | ||||||
Northwest Natural Gas Co. | 1,837 | 117,201 |
See Notes to Financial Statements.
102 | WisdomTree Trust |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Global SmallCap Dividend Fund (GSD)
June 30, 2018
Investments | Shares | Value | ||||||
NRG Yield, Inc. Class C | 8,334 | $ | 143,345 | |||||
Otter Tail Corp. | 2,540 | 120,904 | ||||||
Owens & Minor, Inc. | 5,806 | 97,018 | ||||||
Oxford Industries, Inc. | 800 | 66,384 | ||||||
Park National Corp. | 714 | 79,554 | ||||||
Plantronics, Inc. | 1,257 | 95,846 | ||||||
Primoris Services Corp. | 1,082 | 29,463 | ||||||
Progress Software Corp. | 1,452 | 56,367 | ||||||
Provident Financial Services, Inc. | 2,500 | 68,825 | ||||||
Quaker Chemical Corp. | 322 | 49,868 | ||||||
Raven Industries, Inc. | 1,403 | 53,945 | ||||||
RE/MAX Holdings, Inc. Class A | 397 | 20,823 | ||||||
Red Rock Resorts, Inc. Class A | 2,564 | 85,894 | ||||||
S&T Bancorp, Inc. | 1,012 | 43,759 | ||||||
Safety Insurance Group, Inc. | 703 | 60,036 | ||||||
Saul Centers, Inc. | 855 | 45,811 | ||||||
Schweitzer-Mauduit International, Inc. | 1,631 | 71,307 | ||||||
Shenandoah Telecommunications Co. | 867 | 28,351 | ||||||
Simmons First National Corp. Class A | 1,500 | 44,850 | ||||||
SJW Group | 711 | 47,082 | ||||||
SM Energy Co. | 1,660 | 42,645 | ||||||
Sonic Corp. | 886 | 30,496 | ||||||
Southside Bancshares, Inc. | 1,267 | 42,673 | ||||||
Standex International Corp. | 246 | 25,141 | ||||||
State Auto Financial Corp. | 1,061 | 31,734 | ||||||
Steelcase, Inc. Class A | 4,887 | 65,974 | ||||||
Stepan Co. | 559 | 43,608 | ||||||
Summit Hotel Properties, Inc. | 5,020 | 71,836 | ||||||
Sun Hydraulics Corp. | 436 | 21,011 | ||||||
Tennant Co. | 627 | 49,533 | ||||||
Terreno Realty Corp. | 1,669 | 62,871 | ||||||
Tompkins Financial Corp. | 489 | 41,995 | ||||||
Tootsie Roll Industries, Inc.(a) | 972 | 29,986 | ||||||
Triumph Group, Inc. | 675 | 13,230 | ||||||
TTEC Holdings, Inc. | 1,277 | 44,120 | ||||||
U.S. Ecology, Inc. | 888 | 56,566 | ||||||
Union Bankshares Corp. | 1,395 | 54,238 | ||||||
United Fire Group, Inc. | 875 | 47,696 | ||||||
Universal Corp. | 1,686 | 111,360 | ||||||
Viad Corp. | 368 | 19,964 | ||||||
Virtu Financial, Inc. Class A | 4,103 | 108,935 | ||||||
Wabash National Corp. | 1,709 | 31,890 | ||||||
Waddell & Reed Financial, Inc. Class A | 10,057 | 180,724 | ||||||
Warrior Met Coal, Inc. | 673 | 18,555 | ||||||
Washington Prime Group, Inc. | 29,079 | 235,831 | ||||||
Watts Water Technologies, Inc. Class A | 818 | 64,131 | ||||||
WD-40 Co. | 588 | 85,995 | ||||||
Weis Markets, Inc. | 752 | 40,112 | ||||||
WesBanco, Inc. | 1,496 | 67,380 | ||||||
Westamerica Bancorporation | 952 | 53,798 | ||||||
Winnebago Industries, Inc. | 722 | 29,313 | ||||||
WSFS Financial Corp. | 297 | 15,830 | ||||||
Xperi Corp. | 3,983 | 64,126 | ||||||
|
| |||||||
Total United States |
| 10,721,889 | ||||||
TOTAL COMMON STOCKS (Cost: $20,439,238) |
| 22,295,207 | ||||||
EXCHANGE-TRADED FUND – 0.5% |
| |||||||
United States – 0.5% |
| |||||||
iShares MSCI India ETF (Cost: $123,551) | 3,552 | 118,246 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.0% |
| |||||||
United States – 2.0% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $446,544)(d) | 446,544 | 446,544 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 101.6% (Cost: $21,009,333) |
| 22,859,997 | ||||||
Other Assets less Liabilities – (1.6)% |
| (359,290 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 22,500,707 |
* | Non-income producing security. |
(a) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $837,827 and the total market value of the collateral held by the Fund was $882,630. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $436,086. |
NVDR – Non-Voting Depositary Receipt
See Notes to Financial Statements.
WisdomTree Trust | 103 |
Table of Contents
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.3% |
| |||||||
China – 99.3% |
| |||||||
Aerospace & Defense – 0.6% |
| |||||||
AECC Aero-Engine Control Co., Ltd. Class A | 1,800 | $ | 3,621 | |||||
AECC Aviation Power Co., Ltd. Class A | 4,000 | 13,476 | ||||||
AVIC Aircraft Co., Ltd. Class A | 5,400 | 12,747 | ||||||
AVIC Electromechanical Systems Co., Ltd. Class A | 5,400 | 6,170 | ||||||
AVIC Helicopter Co., Ltd. Class A | 1,700 | 10,261 | ||||||
AVIC Shenyang HeiBao Co., Ltd. Class A* | 1,400 | 7,616 | ||||||
China Aerospace Times Electronics Co., Ltd. Class A* | 7,200 | 7,640 | ||||||
China Avionics Systems Co., Ltd. Class A | 1,800 | 3,548 | ||||||
China Spacesat Co., Ltd. Class A | 2,700 | 7,784 | ||||||
|
| |||||||
Total Aerospace & Defense |
| 72,863 | ||||||
Air Freight & Logistics – 0.3% |
| |||||||
CMST Development Co., Ltd. Class A | 3,600 | 4,206 | ||||||
Shenzhen Feima International Supply Chain Co., Ltd. Class A† | 1,800 | 3,350 | ||||||
STO Express Co., Ltd. Class A | 1,300 | 3,365 | ||||||
YTO Express Group Co., Ltd. Class A | 1,400 | 2,789 | ||||||
ZTO Express Cayman, Inc. ADR | 1,169 | 23,380 | ||||||
|
| |||||||
Total Air Freight & Logistics |
| 37,090 | ||||||
Airlines – 0.6% |
| |||||||
Air China Ltd. Class A | 6,700 | 8,990 | ||||||
Air China Ltd. Class H | 10,000 | 9,662 | ||||||
China Eastern Airlines Corp., Ltd. Class A | 20,700 | 20,684 | ||||||
China Eastern Airlines Corp., Ltd. Class H | 6,000 | 4,061 | ||||||
China Southern Airlines Co., Ltd. Class A | 13,000 | 16,580 | ||||||
China Southern Airlines Co., Ltd. Class H | 10,000 | 7,864 | ||||||
Hainan Airlines Holding Co., Ltd. Class A† | 6,700 | 3,268 | ||||||
Juneyao Airlines Co., Ltd. Class A | 2,200 | 5,117 | ||||||
Spring Airlines Co., Ltd. Class A | 1,200 | 6,345 | ||||||
|
| |||||||
Total Airlines |
| 82,571 | ||||||
Auto Components – 1.0% |
| |||||||
Anhui Zhongding Sealing Parts Co., Ltd. Class A | 3,100 | 6,742 | ||||||
China Shipbuilding Industry Group Power Co., Ltd. Class A | 1,300 | 3,424 | ||||||
Fuyao Glass Industry Group Co., Ltd. Class A | 5,800 | 22,507 | ||||||
Fuyao Glass Industry Group Co., Ltd. Class H(a) | 3,600 | 12,160 | ||||||
Huayu Automotive Systems Co., Ltd. Class A | 5,800 | 20,765 | ||||||
Minth Group Ltd. | 4,000 | 16,902 | ||||||
Ningbo Joyson Electronic Corp. Class A | 1,800 | 6,980 | ||||||
Wanxiang Qianchao Co., Ltd. Class A | 5,800 | 5,953 | ||||||
Weifu High-Technology Group Co., Ltd. Class A | 2,600 | 8,677 | ||||||
Wuhu Shunrong Sanqi Interactive Entertainment Network Technology Co., Ltd. Class A | 3,100 | 5,685 | ||||||
Xinyi Glass Holdings Ltd. | 10,000 | 12,224 | ||||||
Zhejiang Wanfeng Auto Wheel Co., Ltd. Class A | 4,900 | 6,952 | ||||||
|
| |||||||
Total Auto Components |
| 128,971 | ||||||
Automobiles – 2.1% |
| |||||||
Beiqi Foton Motor Co., Ltd. Class A | 20,700 | 6,342 | ||||||
Brilliance China Automotive Holdings Ltd. | 14,000 | 25,268 | ||||||
BYD Co., Ltd. Class A | 3,500 | 25,188 | ||||||
BYD Co., Ltd. Class H | 3,000 | 18,182 | ||||||
Chongqing Changan Automobile Co., Ltd. Class A | 8,500 | 11,547 | ||||||
Chongqing Changan Automobile Co., Ltd. Class B | 1,200 | 1,213 | ||||||
Dongfeng Motor Group Co., Ltd. Class H | 18,000 | 19,043 | ||||||
Geely Automobile Holdings Ltd. | 24,000 | 62,253 | ||||||
Great Wall Motor Co., Ltd. Class A | 4,000 | 5,929 | ||||||
Great Wall Motor Co., Ltd. Class H(b) | 17,500 | 13,384 | ||||||
Guangzhou Automobile Group Co., Ltd. Class A | 1,325 | 2,228 | ||||||
Guangzhou Automobile Group Co., Ltd. Class H | 16,800 | 16,424 | ||||||
SAIC Motor Corp., Ltd. Class A | 12,600 | 66,544 | ||||||
|
| |||||||
Total Automobiles |
| 273,545 | ||||||
Banks – 16.3% |
| |||||||
Agricultural Bank of China Ltd. Class A | 153,900 | 79,908 | ||||||
Agricultural Bank of China Ltd. Class H | 117,000 | 54,731 | ||||||
Bank of China Ltd. Class A | 92,200 | 50,238 | ||||||
Bank of China Ltd. Class H | 333,000 | 165,111 | ||||||
Bank of Communications Co., Ltd. Class A | 87,300 | 75,635 | ||||||
Bank of Communications Co., Ltd. Class H* | 98,000 | 75,073 | ||||||
China CITIC Bank Corp., Ltd. Class A | 13,500 | 12,654 | ||||||
China CITIC Bank Corp., Ltd. Class H | 54,000 | 33,795 | ||||||
China Construction Bank Corp. Class A | 31,400 | 31,043 | ||||||
China Construction Bank Corp. Class H* | 463,000 | 427,859 | ||||||
China Merchants Bank Co., Ltd. Class A | 69,300 | 276,560 | ||||||
China Merchants Bank Co., Ltd. Class H* | 18,000 | 66,421 | ||||||
China Minsheng Banking Corp., Ltd. Class A | 114,700 | 121,187 | ||||||
China Minsheng Banking Corp., Ltd. Class H | 37,200 | 26,600 | ||||||
Industrial & Commercial Bank of China Ltd. Class A | 94,400 | 75,802 | ||||||
Industrial & Commercial Bank of China Ltd. Class H | 342,000 | 255,886 | ||||||
Industrial Bank Co., Ltd. Class A | 68,300 | 148,449 | ||||||
Shanghai Pudong Development Bank Co., Ltd. Class A | 76,900 | 110,963 | ||||||
|
| |||||||
Total Banks |
| 2,087,915 | ||||||
Beverages – 3.3% |
| |||||||
China Resources Beer Holdings Co., Ltd. | 8,000 | 38,851 | ||||||
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd. Class A | 2,700 | 53,631 | ||||||
Kweichow Moutai Co., Ltd. Class A | 1,800 | 198,727 | ||||||
Luzhou Laojiao Co., Ltd. Class A | 3,100 | 28,477 | ||||||
Shanxi Xinghuacun Fen Wine Factory Co., Ltd. Class A | 1,100 | 10,442 | ||||||
Tsingtao Brewery Co., Ltd. Class A | 1,700 | 11,246 | ||||||
Wuliangye Yibin Co., Ltd. Class A | 7,200 | 82,592 | ||||||
|
| |||||||
Total Beverages |
| 423,966 | ||||||
Biotechnology – 0.7% |
| |||||||
3SBio, Inc.(a) | 5,000 | 11,357 | ||||||
BeiGene Ltd. ADR* | 211 | 32,437 | ||||||
Beijing SL Pharmaceutical Co., Ltd. Class A | 1,800 | 10,321 | ||||||
Beijing Tiantan Biological Products Corp., Ltd. Class A | 1,170 | 3,417 | ||||||
Hualan Biological Engineering, Inc. Class A | 2,600 | 12,621 | ||||||
Jinyu Bio-Technology Co., Ltd. Class A | 4,030 | 10,396 | ||||||
Shanghai RAAS Blood Products Co., Ltd. Class A† | 4,000 | 11,787 | ||||||
|
| |||||||
Total Biotechnology |
| 92,336 | ||||||
Building Products – 0.1% |
| |||||||
Beijing New Building Materials PLC Class A | 3,600 | 10,069 |
See Notes to Financial Statements.
104 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
June 30, 2018
Investments | Shares | Value | ||||||
Beijing Shouhang Resources Saving Co., Ltd. Class A† | 4,900 | $ | 4,289 | |||||
|
| |||||||
Total Building Products |
| 14,358 | ||||||
Capital Markets – 0.8% |
| |||||||
CITIC Securities Co., Ltd. Class A | 34,600 | 86,535 | ||||||
CITIC Securities Co., Ltd. Class H | 10,000 | 19,986 | ||||||
|
| |||||||
Total Capital Markets |
| 106,521 | ||||||
Chemicals – 2.2% |
| |||||||
China Hainan Rubber Industry Group Co., Ltd. Class A*† | 4,900 | 4,896 | ||||||
Do-Fluoride Chemicals Co., Ltd. Class A | 2,700 | 5,714 | ||||||
ENN Ecological Holdings Co., Ltd. Class A | 2,000 | 3,484 | ||||||
Guangzhou Tinci Materials Technology Co., Ltd. Class A | 600 | 3,490 | ||||||
Hengli Petrochemical Co., Ltd. Class A | 3,100 | 6,859 | ||||||
Hengyi Petrochemical Co., Ltd. Class A | 420 | 943 | ||||||
Hongda Xingye Co., Ltd. Class A | 4,000 | 2,783 | ||||||
Huapont Life Sciences Co., Ltd. Class A | 4,900 | 3,757 | ||||||
Hubei Xinyangfeng Fertilizer Co., Ltd. Class A | 2,600 | 3,610 | ||||||
Jiangsu Bicon Pharmaceutical Listed Co. Class A† | 900 | 3,850 | ||||||
Kangde Xin Composite Material Group Co., Ltd. Class A† | 11,600 | 29,905 | ||||||
Kingenta Ecological Engineering Group Co., Ltd. Class A | 5,800 | 6,023 | ||||||
Kingfa Sci & Tech Co., Ltd. Class A | 6,300 | 4,964 | ||||||
Lomon Billions Group Co., Ltd. Class A | 2,200 | 4,294 | ||||||
Luxi Chemical Group Co., Ltd. Class A | 4,500 | 11,601 | ||||||
Ningbo Shanshan Co., Ltd. Class A | 2,700 | 9,006 | ||||||
North Huajin Chemical Industries Co., Ltd. Class A* | 3,600 | 3,744 | ||||||
Qinghai Salt Lake Industry Co., Ltd. Class A* | 6,300 | 10,289 | ||||||
Rongsheng Petro Chemical Co., Ltd. Class A | 5,400 | 8,411 | ||||||
Shandong Hualu Hengsheng Chemical Co., Ltd. Class A | 4,900 | 13,009 | ||||||
Sichuan Hebang Biotechnology Co., Ltd. Class A | 13,000 | 3,395 | ||||||
Sinopec Shanghai Petrochemical Co., Ltd. Class A | 8,100 | 6,957 | ||||||
Sinopec Shanghai Petrochemical Co., Ltd. Class H | 18,000 | 10,967 | ||||||
Tangshan Sanyou Chemical Industries Co., Ltd. Class A | 4,000 | 5,198 | ||||||
Tianqi Lithium Corp. Class A | 2,700 | 20,209 | ||||||
Tongkun Group Co., Ltd. Class A | 3,780 | 9,825 | ||||||
Transfar Zhilian Co., Ltd. Class A | 1,800 | 3,301 | ||||||
Wanhua Chemical Group Co., Ltd. Class A | 5,500 | 37,705 | ||||||
Xinjiang Zhongtai Chemical Co., Ltd. Class A | 5,400 | 7,857 | ||||||
Zhejiang Juhua Co., Ltd. Class A | 4,290 | 4,740 | ||||||
Zhejiang Longsheng Group Co., Ltd. Class A | 9,900 | 17,857 | ||||||
Zhejiang Runtu Co., Ltd. Class A | 1,950 | 3,441 | ||||||
Zibo Qixiang Tengda Chemical Co., Ltd. Class A† | 2,700 | 5,004 | ||||||
|
| |||||||
Total Chemicals |
| 277,088 | ||||||
Commercial Services & Supplies – 0.3% |
| |||||||
China Everbright International Ltd. | 12,000 | 15,510 | ||||||
Eternal Asia Supply Chain Management Ltd. Class A | 5,400 | 5,420 | ||||||
Jihua Group Corp., Ltd. Class A | 6,300 | 3,822 | ||||||
Tus-Sound Environmental Resources Co., Ltd. Class A | 3,780 | 9,973 | ||||||
|
| |||||||
Total Commercial Services & Supplies |
| 34,725 | ||||||
Communications Equipment – 0.2% |
| |||||||
ZTE Corp. Class A* | 9,800 | 19,274 | ||||||
ZTE Corp. Class H* | 3,600 | 5,469 | ||||||
|
| |||||||
Total Communications Equipment |
| 24,743 | ||||||
Construction & Engineering – 2.2% |
| |||||||
Beijing Orient Landscape & Environment Co., Ltd. Class A† | 5,400 | 12,250 | ||||||
China CAMC Engineering Co., Ltd. Class A† | 1,800 | 4,149 | ||||||
China Communications Construction Co., Ltd. Class A | 5,800 | 9,971 | ||||||
China Communications Construction Co., Ltd. Class H | 22,000 | 21,256 | ||||||
China Gezhouba Group Co., Ltd. Class A | 11,700 | 12,733 | ||||||
China National Chemical Engineering Co., Ltd. Class A | 7,300 | 7,415 | ||||||
China Nuclear Engineering Corp., Ltd. Class A | 2,200 | 2,623 | ||||||
China Railway Construction Corp., Ltd. Class A | 17,100 | 22,248 | ||||||
China Railway Construction Corp., Ltd. Class H | 9,000 | 9,120 | ||||||
China Railway Group Ltd. Class A† | 27,000 | 29,708 | ||||||
China Railway Group Ltd. Class H | 18,000 | 13,582 | ||||||
China Railway Hi-tech Industry Co., Ltd. Class A | 3,100 | 4,782 | ||||||
China State Construction Engineering Corp., Ltd. Class A | 78,680 | 64,841 | ||||||
China State Construction International Holdings Ltd. | 12,000 | 12,313 | ||||||
Jiangsu Zhongnan Construction Group Co., Ltd. Class A | 7,200 | 6,857 | ||||||
Metallurgical Corp. of China Ltd. Class A | 17,500 | 8,796 | ||||||
Northcom Group Co., Ltd. Class A*† | 1,000 | 2,955 | ||||||
Power Construction Corp. of China Ltd. Class A | 13,500 | 10,922 | ||||||
Shanghai Construction Group Co., Ltd. Class A | 22,000 | 10,095 | ||||||
Shanghai Tunnel Engineering Co., Ltd. Class A | 7,600 | 6,780 | ||||||
Suzhou Gold Mantis Construction Decoration Co., Ltd. Class A | 5,800 | 8,842 | ||||||
|
| |||||||
Total Construction & Engineering |
| 282,238 | ||||||
Construction Materials – 1.1% |
| |||||||
Anhui Conch Cement Co., Ltd. Class A | 6,300 | 31,836 | ||||||
Anhui Conch Cement Co., Ltd. Class H | 5,500 | 31,547 | ||||||
BBMG Corp. Class A | 13,500 | 6,684 | ||||||
BBMG Corp. Class H | 9,000 | 3,327 | ||||||
Beijing Oriental Yuhong Waterproof Technology Co., Ltd. Class A | 4,419 | 11,346 | ||||||
China Jushi Co., Ltd. Class A | 9,120 | 14,082 | ||||||
China National Building Material Co., Ltd. Class H | 16,000 | 15,846 | ||||||
China Resources Cement Holdings Ltd. | 6,000 | 6,080 | ||||||
China West Construction Group Co., Ltd. Class A | 1,500 | 2,438 | ||||||
CSG Holding Co., Ltd. Class A | 7,705 | 5,757 | ||||||
Huaxin Cement Co., Ltd. Class A | 1,900 | 4,310 | ||||||
Jilin Yatai Group Co., Ltd. Class A* | 6,700 | 3,772 | ||||||
Sichuan Shuangma Cement Co., Ltd. Class A | 1,300 | 3,037 | ||||||
Tangshan Jidong Cement Co., Ltd. Class A* | 2,200 | 2,945 | ||||||
|
| |||||||
Total Construction Materials |
| 143,007 | ||||||
Containers & Packaging – 0.1% |
| |||||||
ORG Technology Co., Ltd. Class A* | 4,900 | 4,038 | ||||||
Shenzhen Jinjia Group Co., Ltd. Class A | 3,600 | 4,059 | ||||||
|
| |||||||
Total Containers & Packaging |
| 8,097 |
See Notes to Financial Statements.
WisdomTree Trust | 105 |
Table of Contents
Schedule of Investments (continued)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
June 30, 2018
Investments | Shares | Value | ||||||
Distributors – 0.2% |
| |||||||
Anhui Xinhua Media Co., Ltd. Class A | 2,700 | $ | 3,101 | |||||
Liaoning Cheng Da Co., Ltd. Class A* | 5,400 | 12,373 | ||||||
Wuchan Zhongda Group Co., Ltd. Class A | 5,400 | 4,263 | ||||||
|
| |||||||
Total Distributors |
| 19,737 | ||||||
Diversified Consumer Services – 0.8% |
| |||||||
New Oriental Education & Technology Group, Inc. ADR | 575 | 54,430 | ||||||
TAL Education Group ADR* | 1,250 | 46,000 | ||||||
|
| |||||||
Total Diversified Consumer Services |
| 100,430 | ||||||
Electrical Equipment – 1.4% |
| |||||||
Changyuan Group Ltd. Class A | 4,500 | 7,179 | ||||||
China XD Electric Co., Ltd. Class A | 7,400 | 3,820 | ||||||
Dongfang Electric Corp., Ltd. Class A* | 4,500 | 5,033 | ||||||
Fangda Carbon New Material Co., Ltd. Class A | 4,900 | 18,031 | ||||||
Guoxuan High-Tech Co., Ltd. Class A | 2,700 | 5,730 | ||||||
Henan Senyuan Electric Co., Ltd. Class A | 1,500 | 3,407 | ||||||
Hongfa Technology Co., Ltd. Class A | 2,380 | 10,748 | ||||||
Jiangsu Zhongtian Technology Co., Ltd. Class A | 8,100 | 10,771 | ||||||
Jiangxi Special Electric Motor Co., Ltd. Class A | 4,900 | 7,189 | ||||||
Luxshare Precision Industry Co., Ltd. Class A | 5,400 | 18,371 | ||||||
NARI Technology Co., Ltd. Class A | 6,300 | 15,024 | ||||||
Shanghai Electric Group Co., Ltd. Class A*† | 15,300 | 12,308 | ||||||
Shanghai Electric Group Co., Ltd. Class H* | 2,000 | 673 | ||||||
Suzhou Anjie Technology Co., Ltd. Class A | 900 | 2,337 | ||||||
TBEA Co., Ltd. Class A | 13,500 | 14,121 | ||||||
Xinjiang Goldwind Science & Technology Co., Ltd. Class A | 8,500 | 16,217 | ||||||
Xinjiang Goldwind Science & Technology Co., Ltd. Class H | 3,400 | 4,139 | ||||||
Zhejiang Chint Electrics Co., Ltd. Class A | 1,300 | 4,380 | ||||||
Zhongshan Broad Ocean Motor Co., Ltd. Class A | 4,500 | 2,927 | ||||||
Zhuzhou CRRC Times Electric Co., Ltd. Class H | 2,700 | 12,837 | ||||||
|
| |||||||
Total Electrical Equipment |
| 175,242 | ||||||
Electronic Equipment, Instruments & Components – 1.2% |
| |||||||
AAC Technologies Holdings, Inc. | 3,000 | 42,254 | ||||||
Hangzhou Hikvision Digital Technology Co., Ltd. Class A | 14,400 | 80,701 | ||||||
O-film Tech Co., Ltd. Class A | 7,300 | 17,773 | ||||||
Zhejiang Dahua Technology Co., Ltd. Class A | 5,800 | 19,741 | ||||||
|
| |||||||
Total Electronic Equipment, Instruments & Components |
| 160,469 | ||||||
Energy Equipment & Services – 0.1% |
| |||||||
Fullshare Holdings Ltd.*(b) | 32,500 | 16,073 | ||||||
Food & Staples Retailing – 0.2% |
| |||||||
Sun Art Retail Group Ltd. | 11,000 | 14,385 | ||||||
Yonghui Superstores Co., Ltd. Class A | 13,900 | 16,029 | ||||||
|
| |||||||
Total Food & Staples Retailing |
| 30,414 | ||||||
Food Products – 2.3% |
| |||||||
China Mengniu Dairy Co., Ltd.* | 12,000 | 40,686 | ||||||
Dali Foods Group Co., Ltd.(a) | 9,000 | 6,940 | ||||||
Foshan Haitian Flavouring & Food Co., Ltd. Class A | 3,100 | 34,457 | ||||||
Guangdong Haid Group Co., Ltd. Class A | 2,700 | 8,599 | ||||||
Henan Shuanghui Investment & Development Co., Ltd. Class A | 4,000 | 15,945 | ||||||
Inner Mongolia Yili Industrial Group Co., Ltd. Class A | 20,520 | 86,412 | ||||||
Muyuan Foodstuff Co., Ltd. Class A | 1,300 | 8,724 | ||||||
New Hope Liuhe Co., Ltd. Class A | 8,500 | 8,134 | ||||||
Tingyi Cayman Islands Holding Corp. | 10,000 | 23,198 | ||||||
Want Want China Holdings Ltd. | 28,000 | 24,911 | ||||||
WH Group Ltd.(a) | 31,500 | 25,656 | ||||||
Yuan Longping High-tech Agriculture Co., Ltd. Class A | 3,100 | 8,825 | ||||||
|
| |||||||
Total Food Products |
| 292,487 | ||||||
Gas Utilities – 0.6% |
| |||||||
Beijing Enterprises Holdings Ltd. | 3,000 | 14,607 | ||||||
China Gas Holdings Ltd. | 10,800 | 43,432 | ||||||
China Resources Gas Group Ltd. | 4,000 | 17,335 | ||||||
|
| |||||||
Total Gas Utilities |
| 75,374 | ||||||
Health Care Equipment & Supplies – 0.1% |
| |||||||
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd. Class A | 2,700 | 7,943 | ||||||
Health Care Providers & Services – 1.0% |
| |||||||
China National Accord Medicines Corp., Ltd. Class A | 500 | 3,766 | ||||||
China Reform Health Management and Services Group Co, Ltd. Class A* | 2,700 | 12,951 | ||||||
Huadong Medicine Co., Ltd. Class A | 2,700 | 19,663 | ||||||
Jointown Pharmaceutical Group Co., Ltd. Class A | 2,700 | 6,912 | ||||||
Meinian Onehealth Healthcare Holdings Co., Ltd. Class A | 6,480 | 22,104 | ||||||
Realcan Pharmaceutical Co., Ltd. Class A | 1,800 | 3,706 | ||||||
Shanghai Pharmaceuticals Holding Co., Ltd. Class A | 4,500 | 16,233 | ||||||
Shanghai Pharmaceuticals Holding Co., Ltd. Class H | 3,500 | 9,659 | ||||||
Sinopharm Group Co., Ltd. Class H | 6,800 | 27,346 | ||||||
|
| |||||||
Total Health Care Providers & Services |
| 122,340 | ||||||
Hotels, Restaurants & Leisure – 1.1% |
| |||||||
China International Travel Service Corp., Ltd. Class A | 3,600 | 34,998 | ||||||
Huazhu Group Ltd. ADR | 500 | 20,995 | ||||||
Shenzhen Overseas Chinese Town Co., Ltd. Class A | 13,500 | 14,732 | ||||||
Yum China Holdings, Inc. | 1,673 | 64,344 | ||||||
|
| |||||||
Total Hotels, Restaurants & Leisure |
| 135,069 | ||||||
Household Durables – 3.1% |
| |||||||
Gree Electric Appliances, Inc. of Zhuhai Class A | 18,900 | 134,505 | ||||||
Haier Electronics Group Co., Ltd. | 7,000 | 23,956 | ||||||
Hangzhou Robam Appliances Co., Ltd. Class A | 2,200 | 10,168 | ||||||
Hisense Electric Co., Ltd. Class A | 3,100 | 6,265 | ||||||
Midea Group Co., Ltd. Class A | 16,600 | 130,840 | ||||||
NavInfo Co., Ltd. Class A | 3,600 | 11,003 | ||||||
Oppein Home Group, Inc. Class A* | 100 | 1,925 | ||||||
Qingdao Haier Co., Ltd. Class A | 14,800 | 43,024 | ||||||
Suofeiya Home Collection Co., Ltd. Class A | 2,200 | 10,686 | ||||||
TCL Corp. Class A | 34,600 | 15,145 | ||||||
Wuxi Little Swan Co., Ltd. Class A | 800 | 8,374 | ||||||
|
| |||||||
Total Household Durables |
| 395,891 | ||||||
Independent Power & Renewable Electricity Producers – 1.9% |
| |||||||
CGN Power Co., Ltd. Class H(a) | 45,000 | 11,644 |
See Notes to Financial Statements.
106 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
June 30, 2018
Investments | Shares | Value | ||||||
China National Nuclear Power Co., Ltd. Class A | 18,400 | $ | 15,691 | |||||
China Resources Power Holdings Co., Ltd. | 8,000 | 14,092 | ||||||
China Yangtze Power Co., Ltd. Class A | 31,900 | 77,712 | ||||||
Datang International Power Generation Co., Ltd. Class A* | 8,500 | 3,887 | ||||||
GD Power Development Co., Ltd. Class A | 46,300 | 18,310 | ||||||
Huadian Power International Corp., Ltd. Class A | 12,100 | 7,159 | ||||||
Huaneng Power International, Inc. Class A | 17,070 | 16,387 | ||||||
Huaneng Power International, Inc. Class H | 26,000 | 17,233 | ||||||
Hubei Energy Group Co., Ltd. Class A | 8,500 | 5,273 | ||||||
SDIC Power Holdings Co., Ltd. Class A | 13,900 | 15,253 | ||||||
Shanghai Electric Power Co., Ltd. Class A | 3,600 | 3,662 | ||||||
Shenergy Co., Ltd. Class A | 9,900 | 7,501 | ||||||
Shenzhen Energy Group Co., Ltd. Class A | 4,500 | 3,355 | ||||||
Sichuan Chuantou Energy Co., Ltd. Class A | 9,400 | 12,372 | ||||||
Zhejiang Zheneng Electric Power Co., Ltd. Class A | 13,000 | 9,144 | ||||||
|
| |||||||
Total Independent Power & Renewable Electricity Producers |
| 238,675 | ||||||
Industrial Conglomerates – 0.4% |
| |||||||
China Baoan Group Co., Ltd. Class A | 8,100 | 5,991 | ||||||
CITIC Ltd. | 28,000 | 39,472 | ||||||
Shanghai Industrial Holdings Ltd. | 1,000 | 2,330 | ||||||
|
| |||||||
Total Industrial Conglomerates |
| 47,793 | ||||||
Insurance – 6.2% |
| |||||||
China Life Insurance Co., Ltd. Class A | 7,100 | 24,133 | ||||||
China Life Insurance Co., Ltd. Class H | 32,000 | 82,596 | ||||||
China Pacific Insurance Group Co., Ltd. Class A | 14,766 | 70,985 | ||||||
China Pacific Insurance Group Co., Ltd. Class H | 12,600 | 48,743 | ||||||
Ping An Insurance Group Co. of China Ltd. Class A | 42,200 | 373,127 | ||||||
Ping An Insurance Group Co. of China Ltd. Class H | 22,000 | 202,461 | ||||||
|
| |||||||
Total Insurance |
| 802,045 | ||||||
Internet & Catalog Retail – 1.8% |
| |||||||
Ctrip.com International Ltd. ADR* | 1,755 | 83,591 | ||||||
JD.com, Inc. ADR* | 3,383 | 131,768 | ||||||
Vipshop Holdings Ltd. ADR* | 1,664 | 18,054 | ||||||
|
| |||||||
Total Internet & Catalog Retail |
| 233,413 | ||||||
Internet Software & Services – 19.4% |
| |||||||
Alibaba Group Holding Ltd. ADR* | 4,932 | 915,034 | ||||||
Baidu, Inc. ADR* | 1,197 | 290,871 | ||||||
NetEase, Inc. ADR | 324 | 81,865 | ||||||
Tencent Holdings Ltd. | 23,700 | 1,189,614 | ||||||
Weibo Corp. ADR* | 222 | 19,705 | ||||||
|
| |||||||
Total Internet Software & Services |
| 2,497,089 | ||||||
Leisure Products – 0.0% |
| |||||||
Alpha Group Class A* | 1,800 | 2,426 | ||||||
Life Sciences Tools & Services – 0.1% |
| |||||||
Genscript Biotech Corp. | 2,000 | 5,532 | ||||||
Wuxi Biologics Cayman, Inc.*(a) | 500 | 5,567 | ||||||
|
| |||||||
Total Life Sciences Tools & Services |
| 11,099 | ||||||
Machinery – 2.4% |
| |||||||
Beijing SPC Environment Protection Tech Co., Ltd. Class A† | 2,700 | 4,707 | ||||||
China Conch Venture Holdings Ltd. | 9,000 | 32,924 | ||||||
China First Heavy Industries Class A* | 11,100 | 5,227 | ||||||
China International Marine Containers Group Co., Ltd. Class A | 4,000 | 8,018 | ||||||
China Shipbuilding Industry Co., Ltd. Class A* | 41,800 | 25,489 | ||||||
CITIC Heavy Industries Co., Ltd. Class A* | 7,000 | 2,747 | ||||||
CRRC Corp., Ltd. Class A | 35,100 | 40,794 | ||||||
CRRC Corp., Ltd. Class H | 18,000 | 13,972 | ||||||
Fujian Longking Co., Ltd. Class A | 3,600 | 6,944 | ||||||
Haitian International Holdings Ltd. | 2,000 | 4,721 | ||||||
Han’s Laser Technology Industry Group Co., Ltd. Class A | 3,600 | 28,902 | ||||||
Inner Mongolia First Machinery Group Co., Ltd. Class A | 2,700 | 5,192 | ||||||
North Navigation Control Technology Co., Ltd. Class A | 3,100 | 3,818 | ||||||
Sany Heavy Industry Co., Ltd. Class A | 16,200 | 21,933 | ||||||
Shanghai Mechanical and Electrical Industry Co., Ltd. Class A | 1,300 | 3,701 | ||||||
Shanghai Zhenhua Heavy Industries Co., Ltd. Class A | 6,400 | 4,047 | ||||||
Tian Di Science & Technology Co., Ltd. Class A | 5,400 | 2,991 | ||||||
Weichai Power Co., Ltd. Class A | 18,900 | 24,961 | ||||||
Weichai Power Co., Ltd. Class H | 9,000 | 12,412 | ||||||
XCMG Construction Machinery Co., Ltd. Class A | 17,500 | 11,199 | ||||||
Yangzijiang Shipbuilding Holdings Ltd. | 9,900 | 6,571 | ||||||
Zhejiang Sanhua Intelligent Controls Co., Ltd. Class A | 3,600 | 10,243 | ||||||
Zhengzhou Yutong Bus Co., Ltd. Class A | 4,900 | 14,193 | ||||||
Zoomlion Heavy Industry Science and Technology Co., Ltd. Class A | 21,600 | 13,400 | ||||||
|
| |||||||
Total Machinery |
| 309,106 | ||||||
Marine – 0.2% |
| |||||||
COSCO Shipping Development Co., Ltd. Class A* | 11,700 | 4,397 | ||||||
COSCO Shipping Energy Transportation Co., Ltd. Class A | 4,900 | 3,136 | ||||||
COSCO Shipping Holdings Co., Ltd. Class A* | 13,500 | 10,025 | ||||||
COSCO Shipping Holdings Co., Ltd. Class H* | 9,000 | 4,130 | ||||||
|
| |||||||
Total Marine |
| 21,688 | ||||||
Media – 0.6% |
| |||||||
Alibaba Pictures Group Ltd.* | 90,000 | 9,866 | ||||||
Beijing Gehua CATV Network Co., Ltd. Class A | 2,900 | 4,517 | ||||||
China Film Co., Ltd. Class A | 1,800 | 4,358 | ||||||
China Literature Ltd.*(a) | 1,200 | 11,273 | ||||||
China Media Group Class A† | 8,100 | 10,270 | ||||||
China South Publishing & Media Group Co., Ltd. Class A | 2,200 | 4,197 | ||||||
Chinese Universe Publishing and Media Co., Ltd. Class A | 2,200 | 4,267 | ||||||
CITIC Guoan Information Industry Co., Ltd. Class A | 10,800 | 7,710 | ||||||
Cultural Investment Holdings Co., Ltd. Class A* | 1,500 | 1,718 | ||||||
Jiangsu Broadcasting Cable Information Network Corp. Ltd. Class A* | 5,900 | 4,542 | ||||||
Shanghai Oriental Pearl Group Co., Ltd. Class A | 7,600 | 17,276 | ||||||
|
| |||||||
Total Media |
| 79,994 | ||||||
Metals & Mining – 3.2% |
| |||||||
Aluminum Corp. of China Ltd. Class A* | 25,800 | 14,954 |
See Notes to Financial Statements.
WisdomTree Trust | 107 |
Table of Contents
Schedule of Investments (continued)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
June 30, 2018
Investments | Shares | Value | ||||||
Aluminum Corp. of China Ltd. Class H* | 18,000 | $ | 7,938 | |||||
Angang Steel Co., Ltd. Class A | 4,900 | 4,120 | ||||||
Angang Steel Co., Ltd. Class H(b) | 4,000 | 3,610 | ||||||
Baoshan Iron & Steel Co., Ltd. Class A | 32,760 | 38,519 | ||||||
Beijing Shougang Co., Ltd. Class A* | 4,500 | 2,792 | ||||||
Chengtun Mining Group Co., Ltd. Class A | 5,600 | 7,633 | ||||||
China Molybdenum Co., Ltd. Class A | 11,700 | 11,108 | ||||||
China Molybdenum Co., Ltd. Class H | 18,000 | 8,718 | ||||||
China Nonferrous Metal Industry’s Foreign Engineering and Construction Co., Ltd. Class A | 4,900 | 3,328 | ||||||
China Northern Rare Earth Group High-Tech Co., Ltd. Class A | 9,900 | 17,005 | ||||||
Chongqing Iron & Steel Co., Ltd. Class A* | 26,900 | 8,242 | ||||||
Gansu Jiu Steel Group Hongxing Iron & Steel Co., Ltd. Class A* | 11,500 | 3,645 | ||||||
GEM Co., Ltd. Class A | 13,900 | 12,693 | ||||||
Guangdong HEC Technology Holding Co., Ltd. Class A* | 5,400 | 8,420 | ||||||
Henan Shenhuo Coal & Power Co., Ltd. Class A | 4,500 | 3,267 | ||||||
Hesteel Co., Ltd. Class A | 20,200 | 8,994 | ||||||
Hunan Valin Steel Co., Ltd. Class A* | 3,800 | 4,875 | ||||||
Inner Mongolia BaoTou Steel Union Co., Ltd. Class A* | 47,700 | 11,159 | ||||||
Jiangxi Copper Co., Ltd. Class A | 4,000 | 9,569 | ||||||
Jiangxi Copper Co., Ltd. Class H | 9,000 | 11,472 | ||||||
Jiangxi Ganfeng Lithium Co., Ltd. Class A | 3,300 | 19,216 | ||||||
Jinduicheng Molybdenum Co., Ltd. Class A* | 3,600 | 3,407 | ||||||
Maanshan Iron & Steel Co., Ltd. Class A* | 10,300 | 5,581 | ||||||
MMG Ltd.* | 8,000 | 5,598 | ||||||
Nanjing Iron & Steel Co., Ltd. Class A | 8,800 | 5,871 | ||||||
SGIS Songshan Co., Ltd. Class A* | 4,000 | 3,961 | ||||||
Shaanxi Ligeance Mineral Resources Co., Ltd. Class A* | 1,000 | 2,167 | ||||||
Shandong Gold Mining Co., Ltd. Class A | 2,700 | 9,748 | ||||||
Shandong Iron and Steel Co., Ltd. Class A*† | 18,200 | 5,549 | ||||||
Shandong Nanshan Aluminum Co., Ltd. Class A | 22,000 | 8,999 | ||||||
Shanxi Taigang Stainless Steel Co., Ltd. Class A† | 8,500 | 7,698 | ||||||
Shenghe Resources Holding Co., Ltd. Class A | 2,400 | 5,879 | ||||||
Shenzhen Zhongjin Lingnan Nonfemet Co., Ltd. Class A | 10,050 | 7,372 | ||||||
Tongling Nonferrous Metals Group Co., Ltd. Class A | 25,600 | 8,539 | ||||||
Western Mining Co., Ltd. Class A | 7,600 | 7,204 | ||||||
Xiamen Tungsten Co., Ltd. Class A | 2,860 | 6,553 | ||||||
Xinxing Ductile Iron Pipes Co., Ltd. Class A | 9,000 | 5,814 | ||||||
Xinyu Iron & Steel Co., Ltd. Class A | 4,900 | 4,127 | ||||||
Yintai Resources Co., Ltd. Class A | 2,520 | 3,857 | ||||||
Yunnan Aluminium Co., Ltd. Class A | 4,000 | 3,127 | ||||||
Yunnan Chihong Zinc & Germanium Co., Ltd. Class A | 9,500 | 7,815 | ||||||
Yunnan Copper Co., Ltd. Class A* | 3,300 | 4,752 | ||||||
Yunnan Tin Co., Ltd. Class A* | 3,100 | 5,620 | ||||||
Zhejiang Huayou Cobalt Co., Ltd. Class A* | 1,100 | 16,183 | ||||||
Zhongjin Gold Corp., Ltd. Class A | 7,600 | 7,823 | ||||||
Zijin Mining Group Co., Ltd. Class A | 52,200 | 28,443 | ||||||
Zijin Mining Group Co., Ltd. Class H | 34,000 | 13,001 | ||||||
|
| |||||||
Total Metals & Mining |
| 415,965 | ||||||
Multiline Retail – 0.0% |
| |||||||
Nanjing Xinjiekou Department Store Co., Ltd. Class A | 1,900 | 4,715 | ||||||
Oil, Gas & Consumable Fuels – 3.3% |
| |||||||
China Coal Energy Co., Ltd. Class A | 6,700 | 4,884 | ||||||
China Coal Energy Co., Ltd. Class H | 9,000 | 3,728 | ||||||
China Petroleum & Chemical Corp. Class A | 42,200 | 41,338 | ||||||
China Petroleum & Chemical Corp. Class H | 110,000 | 98,286 | ||||||
China Shenhua Energy Co., Ltd. Class A | 9,000 | 27,087 | ||||||
China Shenhua Energy Co., Ltd. Class H | 15,000 | 35,600 | ||||||
CNOOC Ltd. | 72,000 | 124,261 | ||||||
PetroChina Co., Ltd. Class A | 14,400 | 16,758 | ||||||
PetroChina Co., Ltd. Class H | 92,000 | 70,008 | ||||||
|
| |||||||
Total Oil, Gas & Consumable Fuels |
| 421,950 | ||||||
Paper & Forest Products – 0.3% |
| |||||||
Lee & Man Paper Manufacturing Ltd. | 9,000 | 9,108 | ||||||
Nine Dragons Paper Holdings Ltd. | 9,000 | 11,472 | ||||||
Shandong Chenming Paper Holdings Ltd. Class A | 3,600 | 7,020 | ||||||
Shandong Sun Paper Industry JSC Ltd. Class A | 4,500 | 6,582 | ||||||
Shanying International Holding Co., Ltd. Class A | 9,900 | 5,768 | ||||||
|
| |||||||
Total Paper & Forest Products |
| 39,950 | ||||||
Personal Products – 0.4% |
| |||||||
Hengan International Group Co., Ltd. | 3,500 | 33,682 | ||||||
Shanghai Jahwa United Co., Ltd. Class A | 2,600 | 15,552 | ||||||
|
| |||||||
Total Personal Products |
| 49,234 | ||||||
Pharmaceuticals – 4.4% |
| |||||||
Beijing Tongrentang Co., Ltd. Class A | 3,100 | 16,508 | ||||||
Changchun High & New Technology Industries, Inc. Class A | 600 | 20,621 | ||||||
China Medical System Holdings Ltd. | 9,000 | 17,987 | ||||||
China Resources Pharmaceutical Group Ltd.(a) | 9,000 | 12,458 | ||||||
China Resources Sanjiu Medical & Pharmaceutical Co., Ltd. Class A | 1,300 | 5,461 | ||||||
CSPC Pharmaceutical Group Ltd. | 18,000 | 54,375 | ||||||
Dong-E-E-Jiao Co., Ltd. Class A | 2,600 | 21,117 | ||||||
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd. Class A | 2,100 | 12,061 | ||||||
Hubei Jumpcan Pharmaceutical Co., Ltd. Class A | 900 | 6,546 | ||||||
Humanwell Healthcare Group Co., Ltd. Class A | 4,000 | 7,982 | ||||||
Jiangsu Hengrui Medicine Co., Ltd. Class A | 7,020 | 80,273 | ||||||
Jilin Aodong Pharmaceutical Group Co., Ltd. Class A | 4,000 | 10,855 | ||||||
Kangmei Pharmaceutical Co., Ltd. Class A | 12,600 | 43,513 | ||||||
Livzon Pharmaceutical Group, Inc. Class A | 1,170 | 7,761 | ||||||
Shanghai Fosun Pharmaceutical Group Co., Ltd. Class A | 4,500 | 28,113 | ||||||
Shanghai Fosun Pharmaceutical Group Co., Ltd. Class H | 2,000 | 10,975 | ||||||
Shenzhen Hepalink Pharmaceutical Group Co., Ltd. Class A | 1,500 | 5,013 | ||||||
Shenzhen Salubris Pharmaceuticals Co., Ltd. Class A | 1,800 | 10,099 | ||||||
Shijiazhuang Yiling Pharmaceutical Co., Ltd. Class A | 1,800 | 3,798 | ||||||
Sichuan Kelun Pharmaceutical Co., Ltd. Class A | 2,700 | 13,082 | ||||||
Sino Biopharmaceutical Ltd. | 30,000 | 46,039 | ||||||
Tasly Pharmaceutical Group Co., Ltd. Class A | 3,780 | 14,731 |
See Notes to Financial Statements.
108 | WisdomTree Trust |
Table of Contents
Schedule of Investments (continued)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
June 30, 2018
Investments | Shares | Value | ||||||
Tonghua Dongbao Pharmaceutical Co., Ltd. Class A | 5,880 | $ | 21,274 | |||||
Yifan Pharmaceutical Co., Ltd. Class A | 2,700 | 7,193 | ||||||
Yunnan Baiyao Group Co., Ltd. Class A | 1,800 | 29,059 | ||||||
Zhangzhou Pientzehuang Pharmaceutical Co., Ltd. Class A | 1,300 | 21,963 | ||||||
Zhejiang Conba Pharmaceutical Co., Ltd. Class A | 8,200 | 8,874 | ||||||
Zhejiang Huahai Pharmaceutical Co., Ltd. Class A | 3,240 | 13,052 | ||||||
Zhejiang NHU Co., Ltd. Class A | 4,420 | 12,649 | ||||||
|
| |||||||
Total Pharmaceuticals |
| 563,432 | ||||||
Professional Services – 0.1% |
| |||||||
51job, Inc. ADR* | 99 | 9,666 | ||||||
Real Estate Management & Development – 5.2% |
| |||||||
Agile Group Holdings Ltd. | 6,000 | 10,217 | ||||||
Beijing Capital Development Co., Ltd. Class A | 4,000 | 4,244 | ||||||
China Evergrande Group*(b) | 15,000 | 38,239 | ||||||
China Fortune Land Development Co., Ltd. Class A | 4,900 | 19,044 | ||||||
China Jinmao Holdings Group Ltd. | 26,000 | 13,057 | ||||||
China Merchants Shekou Industrial Zone Holdings Co., Ltd. Class A | 9,000 | 25,878 | ||||||
China Overseas Land & Investment Ltd. | 18,000 | 59,308 | ||||||
China Resources Land Ltd. | 12,000 | 40,457 | ||||||
China Vanke Co., Ltd. Class A | 31,000 | 115,104 | ||||||
China Vanke Co., Ltd. Class H | 5,800 | 20,293 | ||||||
CIFI Holdings Group Co., Ltd. | 14,000 | 8,905 | ||||||
Country Garden Holdings Co., Ltd. | 30,000 | 52,770 | ||||||
Financial Street Holdings Co., Ltd. Class A | 9,400 | 11,421 | ||||||
Future Land Holdings Co., Ltd. Class A | 3,100 | 14,491 | ||||||
Gemdale Corp. Class A | 13,900 | 21,379 | ||||||
Greenland Holdings Corp., Ltd. Class A | 13,900 | 13,721 | ||||||
Jinke Properties Group Co., Ltd. Class A | 10,300 | 7,462 | ||||||
Logan Property Holdings Co., Ltd. | 4,000 | 5,415 | ||||||
Longfor Properties Co., Ltd. | 5,000 | 13,479 | ||||||
Oceanwide Holdings Co., Ltd. Class A | 1,600 | 1,374 | ||||||
Poly Real Estate Group Co., Ltd. Class A | 31,900 | 58,742 | ||||||
RiseSun Real Estate Development Co., Ltd. Class A | 7,200 | 9,487 | ||||||
Shanghai Lingang Holdings Corp. Ltd. Class A† | 1,300 | 4,252 | ||||||
Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. Class A | 2,200 | 5,243 | ||||||
Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. Class B | 1,200 | 1,718 | ||||||
Shimao Property Holdings Ltd. | 6,500 | 17,067 | ||||||
Sunac China Holdings Ltd.(b) | 9,000 | 31,490 | ||||||
Xinhu Zhongbao Co., Ltd. Class A* | 18,400 | 10,609 | ||||||
Youngor Group Co., Ltd. Class A | 10,800 | 12,552 | ||||||
Zall Group Ltd.* | 10,000 | 12,084 | ||||||
Zhejiang China Commodities City Group Co., Ltd. Class A | 10,800 | 7,026 | ||||||
|
| |||||||
Total Real Estate Management & Development |
| 666,528 | ||||||
Road & Rail – 0.4% |
| |||||||
China High-Speed Railway Technology Co., Ltd. Class A† | 7,200 | 5,390 | ||||||
Daqin Railway Co., Ltd. Class A | 25,100 | 31,104 | ||||||
Guangshen Railway Co., Ltd. Class A | 13,500 | 8,660 | ||||||
Guangshen Railway Co., Ltd. Class H | 6,000 | 3,380 | ||||||
|
| |||||||
Total Road & Rail |
| 48,534 | ||||||
Semiconductors & Semiconductor Equipment – 0.3% |
| |||||||
LONGi Green Energy Technology Co., Ltd. Class A | 6,500 | 16,374 | ||||||
Sanan Optoelectronics Co., Ltd. Class A | 9,400 | 27,270 | ||||||
|
| |||||||
Total Semiconductors & Semiconductor Equipment |
| 43,644 | ||||||
Software – 0.1% |
| |||||||
360 Security Technology, Inc. Class A | 1,700 | 7,416 | ||||||
Giant Network Group Co., Ltd. Class A | 1,800 | 6,461 | ||||||
Perfect World Co., Ltd. Class A | 900 | 4,212 | ||||||
|
| |||||||
Total Software |
| 18,089 | ||||||
Specialty Retail – 0.4% |
| |||||||
China Grand Automotive Services Co., Ltd. Series A | 10,700 | 9,464 | ||||||
Suning.com Co., Ltd. Class A | 13,400 | 28,478 | ||||||
Zhongsheng Group Holdings Ltd. | 2,500 | 7,504 | ||||||
|
| |||||||
Total Specialty Retail |
| 45,446 | ||||||
Technology Hardware, Storage & Peripherals – 0.6% |
| |||||||
BOE Technology Group Co., Ltd. Class A | 105,200 | 56,210 | ||||||
Focus Media Information Technology Co., Ltd. Class A | 16,320 | 23,574 | ||||||
|
| |||||||
Total Technology Hardware, Storage & Peripherals |
| 79,784 | ||||||
Textiles, Apparel & Luxury Goods – 0.6% |
| |||||||
ANTA Sports Products Ltd. | 6,000 | 31,776 | ||||||
Gansu Gangtai Holding Group Co., Ltd. Class A† | 2,200 | 3,019 | ||||||
Heilan Home Co., Ltd. Class A | 3,600 | 6,923 | ||||||
Shenzhou International Group Holdings Ltd. | 3,000 | 37,034 | ||||||
|
| |||||||
Total Textiles, Apparel & Luxury Goods |
| 78,752 | ||||||
Trading Companies & Distributors – 0.2% |
| |||||||
China Meheco Co., Ltd. Class A | 2,600 | 7,170 | ||||||
Orient Group, Inc. Class A*† | 11,700 | 7,594 | ||||||
Shanghai Waigaoqiao Free Trade Zone Group Co., Ltd. Class A | 1,300 | 3,587 | ||||||
Sinochem International Corp. Class A | 4,000 | 4,117 | ||||||
Xiamen C & D, Inc. Class A | 6,700 | 9,091 | ||||||
|
| |||||||
Total Trading Companies & Distributors |
| 31,559 | ||||||
Transportation Infrastructure – 0.8% |
| |||||||
China Merchants Port Holdings Co., Ltd. | 8,000 | 16,254 | ||||||
COSCO Shipping Ports Ltd. | 8,000 | 6,669 | ||||||
Dalian Port PDA Co., Ltd. Class A | 9,900 | 2,899 | ||||||
Guangzhou Baiyun International Airport Co., Ltd. Class A | 4,900 | 9,681 | ||||||
Jiangsu Expressway Co., Ltd. Class H | 4,000 | 4,767 | ||||||
Ningbo Zhoushan Port Co., Ltd. Class A | 14,400 | 9,150 | ||||||
Shanghai International Airport Co., Ltd. Class A | 2,700 | 22,610 | ||||||
Shanghai International Port Group Co., Ltd. Class A | 17,500 | 15,742 | ||||||
Shenzhen Airport Co., Ltd. Class A | 3,600 | 4,157 | ||||||
Shenzhen International Holdings Ltd. | 4,500 | 9,315 | ||||||
TangShan Port Group Co., Ltd. Class A | 10,530 | 3,735 | ||||||
Tianjin Port Co., Ltd. Class A | 2,700 | 3,069 | ||||||
|
| |||||||
Total Transportation Infrastructure |
| 108,048 |
See Notes to Financial Statements.
WisdomTree Trust | 109 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
June 30, 2018
Investments | Shares | Value | ||||||
Water Utilities – 0.3% |
| |||||||
Beijing Enterprises Water Group Ltd.* | 34,000 | $ | 18,548 | |||||
Guangdong Investment Ltd. | 14,000 | 22,235 | ||||||
|
| |||||||
Total Water Utilities |
| 40,783 | ||||||
Wireless Telecommunication Services – 1.7% |
| |||||||
China Mobile Ltd. | 24,500 | 217,661 | ||||||
TOTAL COMMON STOCKS (Cost: $14,981,018) |
| 12,748,571 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.4% |
| |||||||
United States – 0.4% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $49,376)(d) | 49,376 | 49,376 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.7% (Cost: $15,030,394) |
| 12,797,947 | ||||||
Other Assets less Liabilities – 0.3% |
| 42,796 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 12,840,743 |
* | Non-income producing security. |
† | Security is being fair valued using significant unobservable inputs by a pricing committee under the direction of the Board of Trustees. The aggregate value of fair valued securities is $176,198, which represents 1.37% of net assets. |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $97,655 and the total market value of the collateral held by the Fund was $103,927. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $54,551. |
ADR – American Depositary Receipt
See Notes to Financial Statements.
110 | WisdomTree Trust |
Table of Contents
WisdomTree Fundamental U.S. Corporate Bond Fund (WFIG)
June 30, 2018
Investments | Principal Amount | Value | ||||||
CORPORATE BONDS – 98.6% | ||||||||
United States – 98.6% | ||||||||
21st Century Fox America, Inc. | $ | 44,000 | $ | 48,816 | ||||
ABB Finance USA, Inc. | 63,000 | 61,910 | ||||||
Abbott Laboratories | 74,000 | 72,799 | ||||||
4.90%, 11/30/46 | 32,000 | 34,584 | ||||||
AbbVie, Inc. | 31,000 | 29,760 | ||||||
Altria Group, Inc. | 14,000 | 12,763 | ||||||
American Express Co. | 17,000 | 16,767 | ||||||
American International Group, Inc. | 35,000 | 34,997 | ||||||
4.80%, 7/10/45 | 27,000 | 26,480 | ||||||
Amgen, Inc. | 12,000 | 11,936 | ||||||
5.15%, 11/15/41 | 61,000 | 65,082 | ||||||
Andeavor | 14,000 | 14,545 | ||||||
Anthem, Inc. | 15,000 | 14,559 | ||||||
Apple, Inc. | 50,000 | 47,853 | ||||||
AT&T, Inc. | 37,000 | 36,491 | ||||||
5.45%, 3/1/47 | 50,000 | 49,255 | ||||||
4.50%, 3/9/48 | 117,000 | 101,250 | ||||||
Bank of America Corp. | 62,000 | 63,067 | ||||||
4.45%, 3/3/26 | 47,000 | 47,185 | ||||||
5.00%, 1/21/44 | 49,000 | 52,015 | ||||||
BB&T Corp. | 45,000 | 46,250 | ||||||
Berkshire Hathaway Energy Co. | 48,000 | 59,369 | ||||||
Block Financial LLC | 46,000 | 47,608 | ||||||
Broadcom Corp. | 21,000 | 19,898 | ||||||
Burlington Northern Santa Fe LLC | 9,000 | 8,797 | ||||||
Campbell Soup Co. | 13,000 | 12,403 | ||||||
CBS Corp. | 11,000 | 10,187 | ||||||
Celgene Corp. | 74,000 | 73,471 | ||||||
4.35%, 11/15/47 | 11,000 | 9,725 | ||||||
Citigroup, Inc. | 91,000 | 90,835 | ||||||
5.50%, 9/13/25 | 134,000 | 142,480 | ||||||
Comcast Corp. | 12,000 | 11,737 | ||||||
4.65%, 7/15/42 | 46,000 | 44,849 | ||||||
Commonwealth Edison Co. | 7,000 | 6,470 | ||||||
Consolidated Edison Co. of New York, Inc. | 13,000 | 12,957 | ||||||
CSX Corp. | 10,000 | 8,686 | ||||||
CVS Health Corp. | 60,000 | 60,456 | ||||||
5.05%, 3/25/48 | 36,000 | 36,778 | ||||||
Dow Chemical Co. (The) | 147,000 | 149,960 | ||||||
Duke Energy Corp. | 38,000 | 34,287 | ||||||
3.15%, 8/15/27 | 29,000 | 26,970 | ||||||
eBay, Inc. | 30,000 | 29,555 | ||||||
Edison International | 20,000 | 19,618 | ||||||
EI du Pont de Nemours & Co. | 88,000 | 85,390 | ||||||
EPR Properties | 33,000 | 34,632 | ||||||
Exelon Corp. | 44,000 | 43,530 | ||||||
Express Scripts Holding Co. | 12,000 | 11,454 | ||||||
FedEx Corp. | 12,000 | 11,689 | ||||||
General Mills, Inc. | 18,000 | 17,609 | ||||||
General Motors Co. | 18,000 | 20,007 | ||||||
General Motors Financial Co., Inc. | 12,000 | 11,983 | ||||||
3.20%, 7/6/21 | 31,000 | 30,618 | ||||||
4.35%, 1/17/27 | 42,000 | 40,711 | ||||||
Gilead Sciences, Inc. | 31,000 | 29,705 | ||||||
Hartford Financial Services Group, Inc. (The) | 32,000 | 38,714 | ||||||
Hewlett Packard Enterprise Co. | 25,000 | 25,650 | ||||||
Home Depot, Inc. (The) | 18,000 | 16,072 | ||||||
HSBC USA, Inc. | 100,000 | 102,995 | ||||||
International Business Machines Corp. | 31,000 | 30,301 | ||||||
International Paper Co. | 12,000 | 10,947 | ||||||
JPMorgan Chase & Co. | 51,000 | 56,433 | ||||||
Kimco Realty Corp. | 21,000 | 20,193 |
See Notes to Financial Statements.
WisdomTree Trust | 111 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Fundamental U.S. Corporate Bond Fund (WFIG)
June 30, 2018
Investments | Principal Amount | Value | ||||||
Kraft Heinz Foods Co. | $ | 32,000 | $ | 31,151 | ||||
6.88%, 1/26/39 | 23,000 | 27,198 | ||||||
Kroger Co. (The) | 12,000 | 11,787 | ||||||
3.70%, 8/1/27 | 30,000 | 28,582 | ||||||
Lowe’s Cos., Inc. | 11,000 | 10,431 | ||||||
Magellan Midstream Partners L.P. | 9,000 | 9,442 | ||||||
Marathon Petroleum Corp. | 25,000 | 24,450 | ||||||
Marriott International, Inc. | 57,000 | 57,013 | ||||||
McDonald’s Corp. | 24,000 | 23,496 | ||||||
McKesson Corp. | 113,000 | 111,681 | ||||||
Medtronic, Inc. | 28,000 | 28,123 | ||||||
MetLife, Inc. | 17,000 | 18,063 | ||||||
Microsoft Corp. | 45,000 | 46,975 | ||||||
Molson Coors Brewing Co. | 18,000 | 16,379 | ||||||
Morgan Stanley | 148,000 | 153,657 | ||||||
MPLX L.P. | 27,000 | 25,802 | ||||||
Newell Brands, Inc. | 12,000 | 11,721 | ||||||
NextEra Energy Capital Holdings, Inc. | 16,000 | 15,408 | ||||||
Northrop Grumman Corp. | 84,000 | 83,144 | ||||||
NVR, Inc. | 18,000 | 18,133 | ||||||
O’Reilly Automotive, Inc. | 6,000 | 5,680 | ||||||
Oracle Corp. | 31,000 | 31,654 | ||||||
3.85%, 7/15/36 | 40,000 | 38,383 | ||||||
Owens Corning | 7,000 | 5,783 | ||||||
Pacific Gas & Electric Co. | 68,000 | 73,620 | ||||||
Pfizer, Inc. | 124,000 | 123,610 | ||||||
Phillips 66 | 26,000 | 26,801 | ||||||
Phillips 66 Partners L.P. | 11,000 | 10,304 | ||||||
QUALCOMM, Inc. | 12,000 | 11,996 | ||||||
4.30%, 5/20/47 | 9,000 | 8,393 | ||||||
Reynolds American, Inc. | 17,000 | 18,624 | ||||||
Rockwell Collins, Inc. | 8,000 | 7,617 | ||||||
Santander Holdings USA, Inc. | 81,000 | 80,321 | ||||||
Sempra Energy | 16,000 | 14,936 | ||||||
Shire Acquisitions Investments Ireland DAC | 40,000 | 36,721 | ||||||
South Carolina Electric & Gas Co. | 6,000 | 5,477 | ||||||
Southern California Edison Co. | 12,000 | 11,234 | ||||||
Synchrony Financial | 110,000 | 108,882 | ||||||
Thermo Fisher Scientific, Inc. | 86,000 | 83,710 | ||||||
Tyson Foods, Inc. | 36,000 | 35,866 | ||||||
3.95%, 8/15/24 | 89,000 | 88,941 | ||||||
United Parcel Service, Inc. | 7,000 | 8,789 | ||||||
United Technologies Corp. | 35,000 | 34,663 | ||||||
UnitedHealth Group, Inc. | 25,000 | 24,259 | ||||||
Valero Energy Corp. | 14,000 | 13,279 | ||||||
Verizon Communications, Inc. | 63,000 | 63,721 | ||||||
4.40%, 11/1/34 | 156,000 | 145,904 | ||||||
Viacom, Inc. | 57,000 | 58,027 | ||||||
Walgreens Boots Alliance, Inc. | 9,000 | 8,505 | ||||||
Warner Media LLC | 76,000 | 78,061 | ||||||
3.60%, 7/15/25 | 126,000 | 119,986 | ||||||
Wells Fargo & Co. | 44,000 | 43,167 | ||||||
4.30%, 7/22/27 | 45,000 | 44,429 | ||||||
4.75%, 12/7/46 | 14,000 | 13,579 | ||||||
Xylem, Inc. | 29,000 | 28,615 | ||||||
TOTAL CORPORATE BONDS (Cost: $4,913,619) | 4,710,266 | |||||||
U.S. GOVERNMENT OBLIGATIONS – 0.2% | ||||||||
U.S. Treasury Note – 0.2% | ||||||||
U.S. Treasury Note | ||||||||
(Cost: $9,864) | 10,000 | 9,544 | ||||||
TOTAL INVESTMENTS IN SECURITIES– 98.8% (Cost: $4,923,483) | 4,719,810 | |||||||
Other Assets less Liabilities – 1.2% |
| 58,911 | ||||||
|
| |||||||
NET ASSETS – 100.0% | $ | 4,778,721 |
See Notes to Financial Statements.
112 | WisdomTree Trust |
Table of Contents
WisdomTree Fundamental U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2018
Investments | Principal Amount | Value | ||||||
CORPORATE BONDS – 96.0% | ||||||||
United States – 96.0% | ||||||||
ADT Corp. (The) | $ | 75,000 | $ | 70,500 | ||||
AMC Networks, Inc. | 50,000 | 49,375 | ||||||
American Axle & Manufacturing, Inc. | 50,000 | 49,813 | ||||||
Aramark Services, Inc. | 50,000 | 48,438 | ||||||
Asbury Automotive Group, Inc. | 50,000 | 49,797 | ||||||
Ashland LLC | 89,000 | 89,755 | ||||||
Berry Global, Inc. | 100,000 | 99,500 | ||||||
Boyd Gaming Corp. | 50,000 | 50,750 | ||||||
California Resources Corp. | 50,000 | 45,625 | ||||||
CCO Holdings LLC | 125,000 | 117,266 | ||||||
CenturyLink, Inc. | 50,000 | 49,750 | ||||||
Chemours Co. (The) | 50,000 | 52,500 | ||||||
Chesapeake Energy Corp. | 75,000 | 79,009 | ||||||
CommScope Technologies LLC | 65,000 | 66,706 | ||||||
Community Health Systems, Inc. | 50,000 | 46,063 | ||||||
Crestwood Midstream Partners L.P. | 75,000 | 75,187 | ||||||
CSC Holdings LLC | 75,000 | 71,062 | ||||||
DaVita, Inc. | 100,000 | 101,750 | ||||||
Dell International LLC | 50,000 | 53,017 | ||||||
Diamond Offshore Drilling, Inc. | 50,000 | 36,250 | ||||||
DISH DBS Corp. | 76,000 | 66,215 | ||||||
5.88%, 11/15/24 | 25,000 | 21,250 | ||||||
DPL, Inc. | 100,000 | 108,360 | ||||||
Encompass Health Corp. | 50,000 | 50,217 | ||||||
Endo Finance LLC | 75,000 | 60,375 | ||||||
Envision Healthcare Corp. | 50,000 | 50,906 | ||||||
Equinix, Inc. | 50,000 | 50,775 | ||||||
ESH Hospitality, Inc. | 50,000 | 48,375 | ||||||
First Data Corp. | 146,000 | 152,436 | ||||||
Freeport-McMoRan, Inc. | 50,000 | 47,375 | ||||||
5.45%, 3/15/43 | 50,000 | 44,110 | ||||||
Frontier Communications Corp. | 75,000 | 48,656 | ||||||
11.00%, 9/15/25(a) | 50,000 | 40,235 | ||||||
Golden Nugget, Inc. | 50,000 | 50,134 | ||||||
Gray Television, Inc. | 75,000 | 71,531 | ||||||
Hanesbrands, Inc. | 50,000 | 48,500 | ||||||
HCA, Inc. | 147,000 | 147,000 | ||||||
HRG Group, Inc. | 96,000 | 98,880 | ||||||
Iron Mountain, Inc. | 50,000 | 46,520 | ||||||
JBS USA LUX S.A. | 50,000 | 46,750 | ||||||
Kindred Healthcare, Inc. | 76,000 | 80,988 | ||||||
KLX, Inc. | 72,000 | 75,060 | ||||||
L Brands, Inc. | 75,000 | 67,125 | ||||||
Level 3 Financing, Inc. | 50,000 | 48,250 | ||||||
LPL Holdings, Inc. | 50,000 | 48,750 | ||||||
Meredith Corp. | 50,000 | 49,438 | ||||||
Navient Corp. | 122,000 | 121,085 | ||||||
Nexstar Broadcasting, Inc. | 100,000 | 97,000 | ||||||
Nielsen Finance LLC | 100,000 | 98,510 | ||||||
NRG Energy, Inc. | 75,000 | 80,250 | ||||||
Olin Corp. | 50,000 | 48,750 | ||||||
PBF Holding Co. LLC | 75,000 | 78,000 | ||||||
Platform Specialty Products Corp. | 83,000 | 84,660 | ||||||
Post Holdings, Inc. | 100,000 | 97,250 | ||||||
PulteGroup, Inc. | 75,000 | 71,531 | ||||||
Scientific Games International, Inc. | 106,000 | 113,496 |
See Notes to Financial Statements.
WisdomTree Trust | 113 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Fundamental U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2018
Investments | Principal Amount | Value | ||||||
Sirius XM Radio, Inc. | $ | 50,000 | $ | 48,250 | ||||
Six Flags Entertainment Corp. | 45,000 | 43,931 | ||||||
Springleaf Finance Corp. | 60,000 | 64,725 | ||||||
T-Mobile USA, Inc. | 89,000 | 92,159 | ||||||
Tenet Healthcare Corp. | 50,000 | 49,938 | ||||||
5.13%, 5/1/25(b) | 50,000 | 47,719 | ||||||
TransDigm, Inc. | 75,000 | 74,625 | ||||||
Transocean, Inc. | 50,000 | 50,906 | ||||||
TreeHouse Foods, Inc. | 69,000 | 70,466 | ||||||
United Rentals North America, Inc. | 50,000 | 50,687 | ||||||
United States Steel Corp. | 50,000 | 50,548 | ||||||
Valeant Pharmaceuticals International, Inc. | 100,000 | 102,416 | ||||||
WellCare Health Plans, Inc. | 50,000 | 49,875 | ||||||
Western Digital Corp. | 50,000 | 48,719 | ||||||
Wynn Las Vegas LLC | 75,000 | 71,531 | ||||||
TOTAL CORPORATE BONDS (Cost: $4,806,477) | 4,777,351 | |||||||
Shares | ||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.9% |
| |||||||
United States – 3.9% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $196,263)(d) | 196,263 | 196,263 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.9% (Cost: $5,002,740) | 4,973,614 | |||||||
Other Assets less Liabilities – 0.1% | 3,830 | |||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 4,977,444 |
(a) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $189,304 and the total market value of the collateral held by the Fund was $196,263. |
See Notes to Financial Statements.
114 | WisdomTree Trust |
Table of Contents
WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund (SFIG)
June 30, 2018
Investments | Principal Amount | Value | ||||||
CORPORATE BONDS – 98.0% |
| |||||||
United States – 98.0% |
| |||||||
Abbott Laboratories | $ | 60,000 | $ | 59,026 | ||||
2.90%, 11/30/21 | 30,000 | 29,552 | ||||||
AbbVie, Inc. | 37,000 | 35,675 | ||||||
Air Lease Corp. | 18,000 | 17,164 | ||||||
Altria Group, Inc. | 83,000 | 88,673 | ||||||
American Express Co. | 39,000 | 37,435 | ||||||
American Honda Finance Corp. | 49,000 | 48,397 | ||||||
American International Group, Inc. | 48,000 | 48,110 | ||||||
3.30%, 3/1/21 | 86,000 | 85,994 | ||||||
Amgen, Inc. | 47,000 | 47,709 | ||||||
Analog Devices, Inc. | 10,000 | 9,697 | ||||||
Anthem, Inc. | 24,000 | 23,664 | ||||||
Apple, Inc. | 63,000 | 61,928 | ||||||
AT&T, Inc. | 101,000 | 98,698 | ||||||
3.60%, 2/17/23 | 29,000 | 28,601 | ||||||
Bank of America Corp. | 53,000 | 57,075 | ||||||
3.30%, 1/11/23 | 23,000 | 22,677 | ||||||
Bank of New York Mellon Corp. (The) | 114,000 | 110,490 | ||||||
Baxter International, Inc. | 22,000 | 20,912 | ||||||
BB&T Corp. | 46,000 | 47,277 | ||||||
Becton Dickinson and Co. | 34,000 | 32,916 | ||||||
Block Financial LLC | 11,000 | 11,385 | ||||||
Broadcom Corp. | 36,000 | 33,938 | ||||||
Campbell Soup Co. | 23,000 | 22,607 | ||||||
Capital One Financial Corp. | 49,000 | 50,679 | ||||||
Cardinal Health, Inc. | 62,000 | 61,499 | ||||||
CBS Corp. | 28,000 | 26,348 | ||||||
Celgene Corp. | 52,000 | 51,628 | ||||||
Chevron Corp. | 71,000 | 70,116 | ||||||
Cisco Systems, Inc. | 17,000 | 16,546 | ||||||
Citigroup, Inc. | 96,000 | 94,751 | ||||||
2.75%, 4/25/22 | 34,000 | 32,940 | ||||||
Comcast Cable Communications Holdings, Inc. | 14,000 | 17,220 | ||||||
Comcast Corp. | 29,000 | 27,896 | ||||||
Consolidated Edison, Inc. | 75,000 | 72,421 | ||||||
Constellation Brands, Inc. | 33,000 | 33,339 | ||||||
CVS Health Corp. | 120,000 | 118,926 | ||||||
3.70%, 3/9/23 | 45,000 | 44,820 | ||||||
Discovery Communications LLC | 18,000 | 17,706 | ||||||
Dominion Energy, Inc. | 49,000 | 48,305 | ||||||
Dow Chemical Co. (The) | 79,000 | 80,736 | ||||||
Duke Energy Corp. | 32,000 | 30,807 | ||||||
eBay, Inc. | 22,000 | 21,027 | ||||||
Edison International | 11,000 | 10,790 | ||||||
EI du Pont de Nemours & Co. | 23,000 | 22,318 | ||||||
Exelon Corp. | 44,000 | 43,530 | ||||||
Express Scripts Holding Co. | 31,000 | 30,423 | ||||||
Fidelity National Information Services, Inc. | 39,000 | 39,266 | ||||||
General Dynamics Corp. | 19,000 | 18,214 | ||||||
General Mills, Inc. | 25,000 | 23,885 | ||||||
General Motors Financial Co., Inc. | 64,000 | 63,133 | ||||||
3.45%, 4/10/22 | 44,000 | 43,273 | ||||||
3.70%, 5/9/23 | 22,000 | 21,607 | ||||||
Gilead Sciences, Inc. | 35,000 | 36,205 | ||||||
Goldman Sachs Group, Inc. (The) | 108,000 | 113,549 | ||||||
Hartford Financial Services Group, Inc. (The) | 25,000 | 25,980 | ||||||
Hewlett Packard Enterprise Co. | 46,000 | 46,243 | ||||||
HP, Inc. | 36,000 | 36,923 | ||||||
HSBC USA, Inc. | 100,000 | 98,856 |
See Notes to Financial Statements.
WisdomTree Trust | 115 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund (SFIG)
June 30, 2018
Investments | Principal Amount | Value | ||||||
JPMorgan Chase & Co. | $ | 128,000 | $ | 126,898 | ||||
4.40%, 7/22/20 | 71,000 | 72,750 | ||||||
KeyCorp | 27,000 | 28,208 | ||||||
Kraft Heinz Foods Co. | 39,000 | 38,739 | ||||||
Kroger Co. (The) | 14,000 | 13,955 | ||||||
3.40%, 4/15/22 | 26,000 | 25,844 | ||||||
Laboratory Corp. of America Holdings | 26,000 | 25,742 | ||||||
Lockheed Martin Corp. | 155,000 | 153,063 | ||||||
Macy’s Retail Holdings, Inc. | 28,000 | 26,367 | ||||||
Marriott International, Inc. | 27,000 | 25,917 | ||||||
McDonald’s Corp. | 19,000 | 18,635 | ||||||
Medtronic, Inc. | 26,000 | 25,805 | ||||||
Microsoft Corp. | 57,000 | 56,115 | ||||||
Molson Coors Brewing Co. | 15,000 | 14,394 | ||||||
Morgan Stanley | 52,000 | 51,710 | ||||||
5.50%, 7/28/21 | 81,000 | 85,773 | ||||||
2.75%, 5/19/22 | 40,000 | 38,771 | ||||||
National Oilwell Varco, Inc. | 23,000 | 21,846 | ||||||
Newell Brands, Inc. | 23,000 | 22,680 | ||||||
Northrop Grumman Corp. | 23,000 | 22,176 | ||||||
NVIDIA Corp. | 15,000 | 14,578 | ||||||
Omnicom Group, Inc. | 40,000 | 40,985 | ||||||
Oracle Corp. | 26,000 | 26,507 | ||||||
Philip Morris International, Inc. | 21,000 | 20,109 | ||||||
QUALCOMM, Inc. | 26,000 | 25,628 | ||||||
2.60%, 1/30/23 | 22,000 | 21,051 | ||||||
Republic Services, Inc. | 25,000 | 25,181 | ||||||
Reynolds American, Inc. | 26,000 | 26,186 | ||||||
Roper Technologies, Inc. | 10,000 | 9,791 | ||||||
Santander Holdings USA, Inc. | 22,000 | 21,939 | ||||||
Sempra Energy | 32,000 | 31,098 | ||||||
Sherwin-Williams Co. (The) | 24,000 | 23,612 | ||||||
Southern Co. (The) | 26,000 | 25,203 | ||||||
Synchrony Financial | 95,000 | 94,034 | ||||||
Tech Data Corp. | 30,000 | 29,366 | ||||||
Thermo Fisher Scientific, Inc. | 39,000 | 38,805 | ||||||
Toyota Motor Credit Corp. | 39,000 | 38,913 | ||||||
3.30%, 1/12/22 | 36,000 | 36,117 | ||||||
Tyson Foods, Inc. | 54,000 | 53,798 | ||||||
United Parcel Service, Inc. | 95,000 | 95,507 | ||||||
United Technologies Corp. | 27,000 | 26,686 | ||||||
UnitedHealth Group, Inc. | 79,000 | 78,986 | ||||||
1.95%, 10/15/20 | 39,000 | 38,062 | ||||||
Verizon Communications, Inc. | 67,000 | 66,806 | ||||||
Viacom, Inc. | 45,000 | 45,811 | ||||||
Walgreens Boots Alliance, Inc. | 97,000 | 96,626 | ||||||
Warner Media LLC | 46,000 | 47,247 | ||||||
Wells Fargo & Co. | 40,000 | 39,448 | ||||||
2.55%, 12/7/20 | 35,000 | 34,459 | ||||||
4.60%, 4/1/21 | 64,000 | 66,108 | ||||||
TOTAL CORPORATE BONDS (Cost: $4,893,809) | 4,805,540 | |||||||
FOREIGN CORPORATE BOND – 0.7% | ||||||||
Germany – 0.7% | ||||||||
Deutsche Bank AG | ||||||||
(Cost: $35,326) | 36,000 | 35,029 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 98.7% (Cost: $4,929,135) | 4,840,569 | |||||||
Other Assets less Liabilities – 1.3% | 62,770 | |||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 4,903,339 |
See Notes to Financial Statements.
116 | WisdomTree Trust |
Table of Contents
WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
June 30, 2018
Investments | Principal Amount | Value | ||||||
CORPORATE BONDS – 95.6% |
| |||||||
United States – 95.6% |
| |||||||
ADT Corp. (The) | $ | 50,000 | $ | 52,000 | ||||
Arconic, Inc. | 100,000 | 103,125 | ||||||
Cablevision Systems Corp. | 69,000 | 72,602 | ||||||
California Resources Corp. | 100,000 | 91,250 | ||||||
CCO Holdings LLC | 100,000 | 99,219 | ||||||
Centene Corp. | 50,000 | 51,181 | ||||||
CenturyLink, Inc. | 100,000 | 101,500 | ||||||
5.80%, 3/15/22, Series T | 50,000 | 49,750 | ||||||
Cequel Communications Holdings I LLC | 50,000 | 49,938 | ||||||
Clean Harbors, Inc. | 50,000 | 50,313 | ||||||
CommScope, Inc. | 50,000 | 50,188 | ||||||
Community Health Systems, Inc. | 50,000 | 46,500 | ||||||
Crown Americas LLC | 50,000 | 49,125 | ||||||
CSC Holdings LLC | 50,000 | 51,562 | ||||||
Dell International LLC | 100,000 | 101,612 | ||||||
Denbury Resources, Inc. | 50,000 | 53,110 | ||||||
DISH DBS Corp. | 77,000 | 80,080 | ||||||
5.13%, 5/1/20 | 100,000 | 99,375 | ||||||
DPL, Inc. | 50,000 | 54,180 | ||||||
Endo Finance LLC | 100,000 | 90,000 | ||||||
Envision Healthcare Corp. | 100,000 | 101,375 | ||||||
Freeport-McMoRan, Inc. | 100,000 | 94,750 | ||||||
Frontier Communications Corp. | 25,000 | 22,325 | ||||||
8.75%, 4/15/22 | 50,000 | 42,500 | ||||||
10.50%, 9/15/22(b) | 100,000 | 91,250 | ||||||
Gap, Inc. (The) | 50,000 | 52,397 | ||||||
Genworth Holdings, Inc. | 50,000 | 51,306 | ||||||
HCA, Inc. | 150,000 | 156,750 | ||||||
Hughes Satellite Systems Corp. | 50,000 | 46,375 | ||||||
Huntsman International LLC | 92,000 | 93,725 | ||||||
JBS USA LUX S.A. | 100,000 | 101,500 | ||||||
Kindred Healthcare, Inc. | 50,000 | 53,825 | ||||||
Level 3 Parent LLC | 50,000 | 50,125 | ||||||
LifePoint Health, Inc. | 50,000 | 50,125 | ||||||
Men’s Wearhouse, Inc. (The) | 28,000 | 28,910 | ||||||
MGM Resorts International | 69,000 | 71,070 | ||||||
6.75%, 10/1/20 | 112,000 | 117,600 | ||||||
Navient Corp. | 47,000 | 47,294 | ||||||
8.00%, 3/25/20 | 145,000 | 153,337 | ||||||
NCR Corp. | 100,000 | 99,500 | ||||||
Nielsen Finance LLC | 83,000 | 83,104 | ||||||
NRG Energy, Inc. | 50,000 | 51,577 | ||||||
PBF Logistics L.P. | 40,000 | 40,550 | ||||||
Plantronics, Inc. | 50,000 | 50,150 | ||||||
Platform Specialty Products Corp. | 100,000 | 102,000 | ||||||
PulteGroup, Inc. | 50,000 | 50,160 | ||||||
Rite Aid Corp. | 50,000 | 50,763 | ||||||
RR Donnelley & Sons Co. | 75,000 | 76,500 | ||||||
Scientific Games International, Inc. | 100,000 | 107,072 | ||||||
Sealed Air Corp. | 50,000 | 50,688 | ||||||
Select Medical Corp. | 50,000 | 50,869 | ||||||
SESI LLC | 50,000 | 50,937 | ||||||
Sirius XM Radio, Inc. | 50,000 | 48,500 | ||||||
Springleaf Finance Corp. | 96,000 | 97,440 | ||||||
Steel Dynamics, Inc. | 50,000 | 50,563 | ||||||
Sunoco L.P. | 50,000 | 48,125 | ||||||
SUPERVALU, Inc. | 22,000 | 22,488 | ||||||
Taylor Morrison Communities, Inc. | 50,000 | 50,063 |
See Notes to Financial Statements.
WisdomTree Trust | 117 |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
June 30, 2018
Investments | Principal Amount | Value | ||||||
TEGNA, Inc. | $ | 50,000 | $ | 50,000 | ||||
Tenet Healthcare Corp. | 50,000 | 51,562 | ||||||
8.13%, 4/1/22 | 50,000 | 52,463 | ||||||
TransDigm, Inc. | 133,000 | 133,166 | ||||||
Transocean, Inc. | 50,000 | 49,750 | ||||||
TreeHouse Foods, Inc. | 50,000 | 50,360 | ||||||
Tribune Media Co. | 50,000 | 50,713 | ||||||
Valeant Pharmaceuticals International, Inc. | 50,000 | 50,563 | ||||||
7.25%, 7/15/22(a) | 100,000 | 102,416 | ||||||
Windstream Services LLC | 76,000 | 72,580 | ||||||
XPO Logistics, Inc. | 50,000 | 51,312 | ||||||
Zayo Group LLC | 50,000 | 51,125 | ||||||
TOTAL CORPORATE BONDS (Cost: $4,772,601) | 4,770,208 | |||||||
FOREIGN CORPORATE BOND – 1.0% | ||||||||
United Kingdom – 1.0% | ||||||||
Avon International Operations, Inc. | ||||||||
(Cost: $51,348) | 50,000 | 49,810 | ||||||
Shares | ||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 4.9% |
| |||||||
United States – 4.9% | ||||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $246,633)(d) | 246,633 | 246,633 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 101.5% (Cost: $5,070,582) | 5,066,651 | |||||||
Other Assets less Liabilities – (1.5)% |
| (75,772 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 4,990,879 |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $237,090 and the total market value of the collateral held by the Fund was $246,633. |
See Notes to Financial Statements.
118 | WisdomTree Trust |
Table of Contents
WisdomTree Dynamic Bearish U.S. Equity Fund (DYB)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 98.9% |
| |||||||
United States – 98.9% |
| |||||||
Aerospace & Defense—0.6% | ||||||||
Boeing Co. (The) | 152 | $ | 50,998 | |||||
Air Freight & Logistics – 3.7% | ||||||||
Expeditors International of Washington, Inc. | 3,317 | 242,472 | ||||||
United Parcel Service, Inc. Class B | 851 | 90,402 | ||||||
|
| |||||||
Total Air Freight & Logistics | 332,874 | |||||||
Airlines – 1.0% | ||||||||
Alaska Air Group, Inc. | 1,443 | 87,143 | ||||||
Auto Components – 0.7% | ||||||||
Lear Corp. | 357 | 66,334 | ||||||
Automobiles – 1.2% | ||||||||
Harley-Davidson, Inc. | 2,469 | 103,896 | ||||||
Banks – 1.0% | ||||||||
BankUnited, Inc. | 2,137 | 87,297 | ||||||
Biotechnology – 0.6% | ||||||||
United Therapeutics Corp.* | 509 | 57,593 | ||||||
Capital Markets – 1.6% | ||||||||
CME Group, Inc. | 890 | 145,889 | ||||||
Chemicals—1.0% | ||||||||
Huntsman Corp. | 3,142 | 91,746 | ||||||
Commercial Services & Supplies – 0.6% | ||||||||
Pitney Bowes, Inc. | 6,427 | 55,079 | ||||||
Communications Equipment – 2.3% | ||||||||
Arista Networks, Inc.* | 233 | 59,995 | ||||||
Ciena Corp.* | 2,832 | 75,077 | ||||||
Lumentum Holdings, Inc.* | 1,227 | 71,043 | ||||||
|
| |||||||
Total Communications Equipment | 206,115 | |||||||
Construction & Engineering – 0.5% | ||||||||
KBR, Inc. | 2,507 | 44,926 | ||||||
Consumer Finance – 0.6% | ||||||||
Santander Consumer USA Holdings, Inc. | 2,770 | 52,879 | ||||||
Diversified Consumer Services – 1.1% | ||||||||
H&R Block, Inc. | 4,436 | 101,052 | ||||||
Diversified Telecommunication Services – 1.6% | ||||||||
AT&T, Inc. | 3,049 | 97,903 | ||||||
Verizon Communications, Inc. | 970 | 48,801 | ||||||
|
| |||||||
Total Diversified Telecommunication Services | 146,704 | |||||||
Electric Utilities – 2.7% | ||||||||
Portland General Electric Co. | 2,526 | 108,012 | ||||||
PPL Corp. | 788 | 22,497 | ||||||
Southern Co. (The) | 2,381 | 110,264 | ||||||
|
| |||||||
Total Electric Utilities | 240,773 | |||||||
Electronic Equipment, Instruments & Components – 1.4% |
| |||||||
Coherent, Inc.* | 441 | 68,981 | ||||||
Rogers Corp.* | 519 | 57,848 | ||||||
|
| |||||||
Total Electronic Equipment, Instruments & Components | 126,829 | |||||||
Equity Real Estate Investment Trusts (REITs) – 3.9% | ||||||||
Duke Realty Corp. | 3,921 | 113,827 | ||||||
Park Hotels & Resorts, Inc. | 3,653 | 111,891 | ||||||
Weingarten Realty Investors | 4,295 | 132,329 | ||||||
|
| |||||||
Total Equity Real Estate Investment Trusts (REITs) | 358,047 | |||||||
Food Products – 4.6% | ||||||||
Hershey Co. (The) | 1,579 | 146,942 | ||||||
Hormel Foods Corp. | 4,408 | 164,022 | ||||||
Sanderson Farms, Inc. | 1,021 | 107,358 | ||||||
|
| |||||||
Total Food Products | 418,322 | |||||||
Health Care Equipment & Supplies – 1.6% | ||||||||
Hologic, Inc.* | 2,041 | 81,130 | ||||||
Zimmer Biomet Holdings, Inc. | 581 | 64,746 | ||||||
|
| |||||||
Total Health Care Equipment & Supplies | 145,876 | |||||||
Health Care Providers & Services – 7.3% | ||||||||
Anthem, Inc. | 322 | 76,646 | ||||||
Humana, Inc. | 261 | 77,681 | ||||||
Laboratory Corp. of America Holdings* | 436 | 78,275 | ||||||
MEDNAX, Inc.* | 5,208 | 225,402 | ||||||
Patterson Cos., Inc. | 2,440 | 55,315 | ||||||
Quest Diagnostics, Inc. | 720 | 79,157 | ||||||
Universal Health Services, Inc. Class B | 665 | 74,108 | ||||||
|
| |||||||
Total Health Care Providers & Services | 666,584 | |||||||
Hotels, Restaurants & Leisure – 3.6% | ||||||||
Cracker Barrel Old Country Store, Inc.(a) | 1,353 | 211,352 | ||||||
Las Vegas Sands Corp. | 653 | 49,863 | ||||||
Wyndham Destinations, Inc. | 635 | 28,112 | ||||||
Wyndham Hotels & Resorts, Inc. | 635 | 37,357 | ||||||
|
| |||||||
Total Hotels, Restaurants & Leisure | 326,684 | |||||||
Household Products – 1.7% | ||||||||
Clorox Co. (The) | 579 | 78,310 | ||||||
Colgate-Palmolive Co. | 627 | 40,636 | ||||||
Kimberly-Clark Corp. | 368 | 38,765 | ||||||
|
| |||||||
Total Household Products | 157,711 | |||||||
Insurance – 8.4% | ||||||||
Aflac, Inc. | 2,918 | 125,532 | ||||||
Allstate Corp. (The) | 1,010 | 92,183 | ||||||
American National Insurance Co. | 820 | 98,064 | ||||||
Cincinnati Financial Corp. | 1,516 | 101,360 | ||||||
Lincoln National Corp. | 453 | 28,199 | ||||||
Principal Financial Group, Inc. | 831 | 44,002 | ||||||
Prudential Financial, Inc. | 426 | 39,835 | ||||||
Reinsurance Group of America, Inc. | 903 | 120,532 | ||||||
Torchmark Corp. | 1,378 | 112,183 | ||||||
|
| |||||||
Total Insurance | 761,890 | |||||||
Internet Software & Services – 2.8% | ||||||||
Facebook, Inc. Class A* | 967 | 187,907 |
See Notes to Financial Statements.
WisdomTree Trust | 119 |
Table of Contents
Schedule of Investments (continued)
WisdomTree Dynamic Bearish U.S. Equity Fund (DYB)
June 30, 2018
Investments | Shares | Value | ||||||
Match Group, Inc.*(a) | 1,716 | $ | 66,478 | |||||
|
| |||||||
Total Internet Software & Services | 254,385 | |||||||
IT Services – 7.4% | ||||||||
Jack Henry & Associates, Inc. | 1,700 | 221,612 | ||||||
Paychex, Inc. | 1,539 | 105,191 | ||||||
Syntel, Inc.* | 8,160 | 261,854 | ||||||
Total System Services, Inc. | 949 | 80,210 | ||||||
|
| |||||||
Total IT Services | 668,867 | |||||||
Life Sciences Tools & Services – 1.1% | ||||||||
IQVIA Holdings, Inc.* | 1,029 | 102,715 | ||||||
Media – 3.0% | ||||||||
Comcast Corp. Class A | 2,268 | 74,413 | ||||||
Omnicom Group, Inc. | 1,311 | 99,990 | ||||||
Sinclair Broadcast Group, Inc. Class A | 1,672 | 53,755 | ||||||
Viacom, Inc. Class B | 1,429 | 43,099 | ||||||
|
| |||||||
Total Media | 271,257 | |||||||
Metals & Mining – 1.5% | ||||||||
Alcoa Corp.* | 1,492 | 69,945 | ||||||
Freeport-McMoRan, Inc. | 3,782 | 65,277 | ||||||
|
| |||||||
Total Metals & Mining | 135,222 | |||||||
Multiline Retail – 3.8% | ||||||||
Macy’s, Inc. | 2,903 | 108,659 | ||||||
Nordstrom, Inc. | 2,281 | 118,110 | ||||||
Target Corp. | 1,539 | 117,149 | ||||||
|
| |||||||
Total Multiline Retail | 343,918 | |||||||
Oil, Gas & Consumable Fuels – 6.2% | ||||||||
Laredo Petroleum, Inc.* | 5,819 | 55,979 | ||||||
PBF Energy, Inc. Class A | 3,550 | 148,851 | ||||||
Peabody Energy Corp. | 2,643 | 120,204 | ||||||
Southwestern Energy Co.* | 31,683 | 167,920 | ||||||
Williams Cos., Inc. (The) | 2,722 | 73,793 | ||||||
|
| |||||||
Total Oil, Gas & Consumable Fuels | 566,747 | |||||||
Pharmaceuticals – 0.9% | ||||||||
Pfizer, Inc. | 2,354 | 85,403 | ||||||
Professional Services – 1.5% | ||||||||
Insperity, Inc. | 802 | 76,390 | ||||||
Robert Half International, Inc. | 929 | 60,478 | ||||||
|
| |||||||
Total Professional Services | 136,868 | |||||||
Real Estate Management & Development – 0.4% | ||||||||
Realogy Holdings Corp.(a) | 1,684 | 38,395 | ||||||
Semiconductors & Semiconductor Equipment – 6.6% | ||||||||
Advanced Energy Industries, Inc.* | 1,304 | 75,749 | ||||||
Applied Materials, Inc. | 1,300 | 60,047 | ||||||
Lam Research Corp. | 377 | 65,164 | ||||||
Microchip Technology, Inc. | 1,229 | 111,778 | ||||||
Micron Technology, Inc.* | 1,117 | 58,575 | ||||||
NVIDIA Corp. | 259 | 61,357 | ||||||
ON Semiconductor Corp.* | 2,169 | 48,228 | ||||||
Teradyne, Inc. | 2,153 | 81,965 | ||||||
Universal Display Corp. | 407 | 35,002 | ||||||
|
| |||||||
Total Semiconductors & Semiconductor Equipment | 597,865 | |||||||
Software – 3.8% | ||||||||
Adobe Systems, Inc.* | 692 | 168,716 | ||||||
Qualys, Inc.* | 729 | 61,455 | ||||||
SS&C Technologies Holdings, Inc. | 2,223 | 115,374 | ||||||
|
| |||||||
Total Software | 345,545 | |||||||
Specialty Retail – 0.8% | ||||||||
Lowe’s Cos., Inc. | 795 | 75,978 | ||||||
Technology Hardware, Storage & Peripherals – 2.7% | ||||||||
Apple, Inc. | 561 | 103,847 | ||||||
HP, Inc. | 2,948 | 66,890 | ||||||
Western Digital Corp. | 977 | 75,629 | ||||||
|
| |||||||
Total Technology Hardware, Storage & Peripherals | 246,366 | |||||||
Tobacco – 0.3% | ||||||||
Philip Morris International, Inc. | 291 | 23,495 | ||||||
Trading Companies & Distributors – 2.8% | ||||||||
Fastenal Co. | 1,503 | 72,340 | ||||||
GATX Corp. | 718 | 53,297 | ||||||
Watsco, Inc. | 743 | 132,462 | ||||||
|
| |||||||
Total Trading Companies & Distributors | 258,099 | |||||||
TOTAL COMMON STOCKS (Cost: $8,767,318) | 8,984,366 | |||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.9% |
| |||||||
United States – 1.9% | ||||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(b) | ||||||||
(Cost: $169,356)(c) | 169,356 | 169,356 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.8% (Cost: $8,936,674) | 9,153,722 | |||||||
Other Assets less Liabilities – (0.8)% |
| (68,574 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% | $ | 9,085,148 |
* | Non-income producing security. |
(a) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(b) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(c) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $279,517 and the total market value of the collateral held by the Fund was $292,396. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $123,040. |
See Notes to Financial Statements.
120 | WisdomTree Trust |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Dynamic Bearish U.S. Equity Fund (DYB)
June 30, 2018
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
TOTAL RETURN SWAPS – SHORT EXPOSURE TO REFERENCE ENTITY (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Value | ||||||||||||||||||||||||||||
Fund Pays Total Return of Reference Entity | Fund Receives Variable Rate (per annum) | Counterparty | Termination Date | Notional Amount | Upfront Premiums Paid | Upfront Premiums Received | Unrealized Appreciation | Unrealized Depreciation | ||||||||||||||||||||
S&P 500 Index | 2.21% (1-Month London Interbank Offered Rate plus 0.20%), Monthly | Bank of America Merrill Lynch | 8/2/18 | $ | 324,030 | $ | — | $ | — | $ | 3,498 | $ | — | |||||||||||||||
S&P 500 Index | 2.41% (1-Month London Interbank Offered Rate plus 0.40%), Monthly | Bank of America Merrill Lynch | 11/2/18 | 178,217 | — | — | 1,950 | — | ||||||||||||||||||||
S&P 500 Index | 2.36% (1-Month London Interbank Offered Rate plus 0.35%), Monthly | Bank of America Merrill Lynch | 12/4/18 | 502,246 | — | — | 5,476 | — | ||||||||||||||||||||
S&P 500 Index | 2.31% (1-Month London Interbank Offered Rate plus 0.30%), Monthly | Bank of America Merrill Lynch | 6/4/19 | 615,657 | — | — | 6,691 | — | ||||||||||||||||||||
S&P 500 Index | 2.62% (1-Month London Interbank Offered Rate plus 0.61%), Monthly | Citigroup | 3/4/19 | 896,483 | — | — | 9,943 | — | ||||||||||||||||||||
S&P 500 Index | 2.26% (1-Month London Interbank Offered Rate plus 0.25%), Monthly | Citigroup | 4/2/19 | 1,015,294 | — | — | 10,997 | — | ||||||||||||||||||||
S&P 500 Index | 2.63% (1-Month London Interbank Offered Rate plus 0.62%), Monthly | Goldman Sachs | 3/4/19 | 901,883 | — | — | 10,010 | — | ||||||||||||||||||||
S&P 500 Index | 2.21% (1-Month London Interbank Offered Rate plus 0.20%), Monthly | Goldman Sachs | 5/2/19 | 329,431 | — | — | 3,556 | — | ||||||||||||||||||||
S&P 500 Index | 2.26% (1-Month London Interbank Offered Rate plus 0.25%), Monthly | Goldman Sachs | 6/4/19 | 443,175 | — | — | 10,259 | — | ||||||||||||||||||||
S&P 500 Index | 2.21% (1-Month London Interbank Offered Rate plus 0.20%), Monthly | Morgan Stanley & Co. | 8/2/18 | 415,838 | — | — | 4,489 | — | ||||||||||||||||||||
S&P 500 Index | 2.48% (1-Month London Interbank Offered Rate plus 0.47%), Monthly | Morgan Stanley & Co. | 11/2/18 | 226,821 | — | — | 2,493 | — | ||||||||||||||||||||
S&P 500 Index | 2.21% (1-Month London Interbank Offered Rate plus 0.20%), Monthly | Morgan Stanley & Co. | 12/4/18 | 496,846 | — | — | 5,364 | — | ||||||||||||||||||||
S&P 500 Index | 2.21% (1-Month London Interbank Offered Rate plus 0.20%), Monthly | Morgan Stanley & Co. | 6/4/19 | 536,160 | — | — | 12,372 | — | ||||||||||||||||||||
$ | 6,882,081 | $ | 87,098 | $ | — |
See Notes to Financial Statements.
WisdomTree Trust | 121 |
Table of Contents
WisdomTree Dynamic Long/Short U.S. Equity Fund (DYLS)
June 30, 2018
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.8% | ||||||||
United States – 99.8% | ||||||||
Aerospace & Defense – 0.6% | ||||||||
Boeing Co. (The) | 2,086 | $ | 699,874 | |||||
Air Freight & Logistics – 3.7% | ||||||||
Expeditors International of Washington, Inc. | 46,279 | 3,382,995 | ||||||
United Parcel Service, Inc. Class B | 12,233 | 1,299,511 | ||||||
|
| |||||||
Total Air Freight & Logistics | 4,682,506 | |||||||
Airlines – 1.0% | ||||||||
Alaska Air Group, Inc. | 20,860 | 1,259,735 | ||||||
Auto Components – 0.7% | ||||||||
Lear Corp. | 4,941 | 918,087 | ||||||
Automobiles – 1.2% | ||||||||
Harley-Davidson, Inc. | 36,029 | 1,516,100 | ||||||
Banks – 1.0% | ||||||||
BankUnited, Inc. | 29,810 | 1,217,739 | ||||||
Biotechnology – 0.6% | ||||||||
United Therapeutics Corp.* | 7,052 | 797,934 | ||||||
Capital Markets – 1.6% | ||||||||
CME Group, Inc. | 12,453 | 2,041,296 | ||||||
Chemicals – 1.0% | ||||||||
Huntsman Corp. | 43,279 | 1,263,747 | ||||||
Commercial Services & Supplies – 0.6% | ||||||||
Pitney Bowes, Inc. | 88,650 | 759,731 | ||||||
Communications Equipment – 2.4% | ||||||||
Arista Networks, Inc.* | 3,573 | 920,012 | ||||||
Ciena Corp.* | 40,912 | 1,084,577 | ||||||
Lumentum Holdings, Inc.* | 16,668 | 965,077 | ||||||
|
| |||||||
Total Communications Equipment | 2,969,666 | |||||||
Construction & Engineering – 0.5% | ||||||||
KBR, Inc. | 34,448 | 617,308 | ||||||
Consumer Finance – 0.6% | ||||||||
Santander Consumer USA Holdings, Inc. | 38,883 | 742,276 | ||||||
Diversified Consumer Services – 1.1% | ||||||||
H&R Block, Inc. | 58,995 | 1,343,906 | ||||||
Diversified Telecommunication Services – 1.6% | ||||||||
AT&T, Inc. | 43,248 | 1,388,693 | ||||||
Verizon Communications, Inc. | 12,780 | 642,962 | ||||||
|
| |||||||
Total Diversified Telecommunication Services | 2,031,655 | |||||||
Electric Utilities – 2.7% | ||||||||
Portland General Electric Co. | 36,245 | 1,549,836 | ||||||
PPL Corp. | 7,344 | 209,671 | ||||||
Southern Co. (The) | 36,359 | 1,683,786 | ||||||
|
| |||||||
Total Electric Utilities | 3,443,293 | |||||||
Electronic Equipment, Instruments & Components – 1.4% |
| |||||||
Coherent, Inc.* | 6,051 | 946,497 | ||||||
Rogers Corp.* | 7,125 | 794,153 | ||||||
|
| |||||||
Total Electronic Equipment, Instruments & Components |
| 1,740,650 | ||||||
Equity Real Estate Investment Trusts (REITs) – 4.0% |
| |||||||
Duke Realty Corp. | 50,783 | 1,474,230 | ||||||
Park Hotels & Resorts, Inc. | 53,304 | 1,632,702 | ||||||
Weingarten Realty Investors | 61,969 | 1,909,265 | ||||||
|
| |||||||
Total Equity Real Estate Investment Trusts (REITs) |
| 5,016,197 | ||||||
Food Products – 4.7% | ||||||||
Hershey Co. (The) | 21,727 | 2,021,915 | ||||||
Hormel Foods Corp. | 63,435 | 2,360,416 | ||||||
Sanderson Farms, Inc. | 14,994 | 1,576,619 | ||||||
|
| |||||||
Total Food Products | 5,958,950 | |||||||
Health Care Equipment & Supplies – 1.7% | ||||||||
Hologic, Inc.* | 29,655 | 1,178,786 | ||||||
Zimmer Biomet Holdings, Inc. | 8,484 | 945,457 | ||||||
|
| |||||||
Total Health Care Equipment & Supplies | 2,124,243 | |||||||
Health Care Providers & Services – 7.3% | ||||||||
Anthem, Inc. | 4,351 | 1,035,668 | ||||||
Humana, Inc. | 3,608 | 1,073,849 | ||||||
Laboratory Corp. of America Holdings* | 5,918 | 1,062,459 | ||||||
MEDNAX, Inc.* | 71,625 | 3,099,930 | ||||||
Patterson Cos., Inc. | 35,401 | 802,541 | ||||||
Quest Diagnostics, Inc. | 9,216 | 1,013,207 | ||||||
Universal Health Services, Inc. Class B | 9,754 | 1,086,986 | ||||||
|
| |||||||
Total Health Care Providers & Services | 9,174,640 | |||||||
Hotels, Restaurants & Leisure – 3.5% | ||||||||
Cracker Barrel Old Country Store, Inc.(a) | 18,694 | 2,920,190 | ||||||
Las Vegas Sands Corp. | 8,773 | 669,906 | ||||||
Wyndham Destinations, Inc. | 7,366 | 326,093 | ||||||
Wyndham Hotels & Resorts, Inc. | 8,655 | 509,173 | ||||||
|
| |||||||
Total Hotels, Restaurants & Leisure | 4,425,362 | |||||||
Household Products – 1.8% | ||||||||
Clorox Co. (The) | 7,971 | 1,078,078 | ||||||
Colgate-Palmolive Co. | 10,780 | 698,652 | ||||||
Kimberly-Clark Corp. | 4,368 | 460,125 | ||||||
|
| |||||||
Total Household Products | 2,236,855 | |||||||
Insurance – 8.4% | ||||||||
Aflac, Inc. | 42,314 | 1,820,348 | ||||||
Allstate Corp. (The) | 13,650 | 1,245,835 | ||||||
American National Insurance Co. | 11,662 | 1,394,659 | ||||||
Cincinnati Financial Corp. | 22,259 | 1,488,237 | ||||||
Lincoln National Corp. | 6,106 | 380,099 | ||||||
Principal Financial Group, Inc. | 10,520 | 557,034 | ||||||
Prudential Financial, Inc. | 6,455 | 603,607 | ||||||
Reinsurance Group of America, Inc. | 11,573 | 1,544,764 | ||||||
Torchmark Corp. | 19,434 | 1,582,122 | ||||||
|
| |||||||
Total Insurance | 10,616,705 |
See Notes to Financial Statements.
122 | WisdomTree Trust |
Table of Contents
Schedule of Investments (concluded)
WisdomTree Dynamic Long/Short U.S. Equity Fund (DYLS)
June 30, 2018
Investments | Shares | Value | ||||||
Internet Software & Services – 2.9% | ||||||||
Facebook, Inc. Class A* | 13,421 | $ | 2,607,968 | |||||
Match Group, Inc.*(a) | 25,724 | 996,548 | ||||||
|
| |||||||
Total Internet Software & Services | 3,604,516 | |||||||
IT Services – 7.4% | ||||||||
Jack Henry & Associates, Inc. | 23,372 | 3,046,774 | ||||||
Paychex, Inc. | 22,479 | 1,536,439 | ||||||
Syntel, Inc.* | 111,730 | 3,585,416 | ||||||
Total System Services, Inc. | 13,350 | 1,128,342 | ||||||
|
| |||||||
Total IT Services | 9,296,971 | |||||||
Life Sciences Tools & Services – 1.1% | ||||||||
IQVIA Holdings, Inc.* | 13,974 | 1,394,885 | ||||||
Media – 3.1% | ||||||||
Comcast Corp. Class A | 34,017 | 1,116,098 | ||||||
Omnicom Group, Inc. | 19,436 | 1,482,384 | ||||||
Sinclair Broadcast Group, Inc. Class A | 23,641 | 760,058 | ||||||
Viacom, Inc. Class B | 18,498 | 557,899 | ||||||
|
| |||||||
Total Media | 3,916,439 | |||||||
Metals & Mining – 1.5% | ||||||||
Alcoa Corp.* | 20,803 | 975,245 | ||||||
Freeport-McMoRan, Inc. | 52,366 | 903,837 | ||||||
|
| |||||||
Total Metals & Mining | 1,879,082 | |||||||
Multiline Retail – 3.8% | ||||||||
Macy’s, Inc. | 40,295 | 1,508,242 | ||||||
Nordstrom, Inc. | 31,594 | 1,635,937 | ||||||
Target Corp. | 21,984 | 1,673,422 | ||||||
|
| |||||||
Total Multiline Retail | 4,817,601 | |||||||
Oil, Gas & Consumable Fuels – 6.2% | ||||||||
Laredo Petroleum, Inc.* | 78,073 | 751,062 | ||||||
PBF Energy, Inc. Class A | 49,199 | 2,062,914 | ||||||
Peabody Energy Corp. | 36,534 | 1,661,566 | ||||||
Southwestern Energy Co.* | 434,290 | 2,301,737 | ||||||
Williams Cos., Inc. (The) | 39,733 | 1,077,162 | ||||||
|
| |||||||
Total Oil, Gas & Consumable Fuels | 7,854,441 | |||||||
Pharmaceuticals – 1.0% | ||||||||
Pfizer, Inc. | 34,295 | 1,244,223 | ||||||
Professional Services – 1.5% | ||||||||
Insperity, Inc. | 10,748 | 1,023,747 | ||||||
Robert Half International, Inc. | 12,575 | 818,633 | ||||||
|
| |||||||
Total Professional Services | 1,842,380 | |||||||
Real Estate Management & Development – 0.4% |
| |||||||
Realogy Holdings Corp.(a) | 24,948 | 568,814 | ||||||
Semiconductors & Semiconductor Equipment – 6.6% |
| |||||||
Advanced Energy Industries, Inc.* | 17,945 | 1,042,425 | ||||||
Applied Materials, Inc. | 17,716 | 818,302 | ||||||
Lam Research Corp. | 4,905 | 847,829 | ||||||
Microchip Technology, Inc. | 17,036 | 1,549,424 | ||||||
Micron Technology, Inc.* | 17,763 | 931,492 | ||||||
NVIDIA Corp. | 3,746 | 887,428 | ||||||
ON Semiconductor Corp.* | 30,014 | 667,361 | ||||||
Teradyne, Inc. | 30,068 | 1,144,689 | ||||||
Universal Display Corp. | 5,532 | 475,752 | ||||||
|
| |||||||
Total Semiconductors & Semiconductor Equipment |
| 8,364,702 | ||||||
Software – 3.7% | ||||||||
Adobe Systems, Inc.* | 9,336 | 2,276,210 | ||||||
Qualys, Inc.* | 9,730 | 820,239 | ||||||
SS&C Technologies Holdings, Inc. | 31,250 | 1,621,875 | ||||||
|
| |||||||
Total Software | 4,718,324 | |||||||
Specialty Retail – 0.9% | ||||||||
Lowe’s Cos., Inc. | 11,755 | 1,123,425 | ||||||
Technology Hardware, Storage & Peripherals – 2.8% |
| |||||||
Apple, Inc. | 8,034 | 1,487,174 | ||||||
HP, Inc. | 39,508 | 896,436 | ||||||
Western Digital Corp. | 13,994 | 1,083,276 | ||||||
|
| |||||||
Total Technology Hardware, Storage & Peripherals |
| 3,466,886 | ||||||
Tobacco – 0.3% | ||||||||
Philip Morris International, Inc. | 3,968 | 320,376 | ||||||
Trading Companies & Distributors – 2.9% | ||||||||
Fastenal Co. | 20,265 | 975,354 | ||||||
GATX Corp. | 10,364 | 769,320 | ||||||
Watsco, Inc. | 10,778 | 1,921,502 | ||||||
|
| |||||||
Total Trading Companies & Distributors | 3,666,176 | |||||||
TOTAL COMMON STOCKS (Cost: $121,528,305) | 125,677,696 | |||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.3% |
| |||||||
United States – 2.3% | ||||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(b) | ||||||||
(Cost: $2,889,918)(c) | 2,889,918 | 2,889,918 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 102.1% (Cost: $124,418,223) | 128,567,614 | |||||||
Other Assets less Liabilities – (2.1)% | (2,675,843 | ) | ||||||
|
| |||||||
NET ASSETS – 100.0% | $ | 125,891,771 |
* | Non-income producing security. |
(a) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(b) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(c) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,036,875 and the total market value of the collateral held by the Fund was $4,193,679. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,303,761. |
See Notes to Financial Statements.
WisdomTree Trust | 123 |
Table of Contents
WisdomTree Balanced Income Fund (WBAL)
June 30, 2018
Investments | Shares | Value | ||||||
EXCHANGE-TRADED FUNDS – 100.0% | ||||||||
Domestic Equity – 30.5% | ||||||||
WisdomTree U.S. High Dividend Fund(a) | 3,437 | $ | 240,384 | |||||
WisdomTree U.S. LargeCap Dividend Fund(a) | 1,364 | 122,419 | ||||||
|
| |||||||
Total Domestic Equity | 362,803 | |||||||
Emerging Markets Equity – 7.3% | ||||||||
WisdomTree Emerging Markets Dividend Fund(a) | 2,818 | 87,301 | ||||||
Fixed Income – 39.8% | ||||||||
iShares 20+ Year Treasury Bond ETF | 268 | 32,621 | ||||||
iShares MBS ETF(b) | 315 | 32,817 | ||||||
WisdomTree Emerging Markets Local Debt Fund(a) | 1,077 | 37,049 | ||||||
WisdomTree Fundamental U.S. Corporate Bond Fund(a) | 1,384 | 65,352 | ||||||
WisdomTree Interest Rate Hedged High Yield Bond Fund(a) | 2,834 | 67,789 | ||||||
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund(a) | 4,923 | 238,569 | ||||||
|
| |||||||
Total Fixed Income | 474,197 | |||||||
International Equity – 22.4% | ||||||||
WisdomTree Dynamic Currency Hedged International Equity Fund(a) | 4,099 | 118,584 | ||||||
WisdomTree International High Dividend Fund(a) | 3,579 | 148,171 | ||||||
|
| |||||||
Total International Equity | 266,755 | |||||||
TOTAL EXCHANGE-TRADED FUNDS (Cost: $1,247,633) | 1,191,056 | |||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 5.1% |
| |||||||
United States – 5.1% | ||||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.95%(c) | ||||||||
(Cost: $60,386)(d) | 60,386 | 60,386 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 105.1% (Cost: $1,308,019) | 1,251,442 | |||||||
Other Assets less Liabilities – (5.1)% | (60,921 | ) | ||||||
|
| |||||||
NET ASSETS – 100.0% | $ | 1,190,521 |
(a) | Affiliated company (See Note 3). |
(b) | Security, or portion thereof, was on loan at June 30, 2018 (See Note 2). |
(c) | Rate shown represents annualized 7-day yield as of June 30, 2018. |
(d) | At June 30, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $32,817. The Fund also held collateral for securities on loan of $26,253 that were unsettled. The total market value of the collateral held by the Fund was $60,386. |
See Notes to Financial Statements.
124 | WisdomTree Trust |
Table of Contents
Statements of Assets and Liabilities
WisdomTree Trust
June 30, 2018
WisdomTree Currency Hedged Europe | WisdomTree Dynamic Currency Hedged International Equity Fund | WisdomTree Hedged Dividend Growth Fund | WisdomTree Currency Hedged Equity Fund | WisdomTree Hedged Japan | ||||||||||||||||
ASSETS: | ||||||||||||||||||||
Investments, at cost | $ | 16,681,434 | $ | 247,371,851 | $ | — | $ | 17,087,764 | $ | 2,392,615 | ||||||||||
Investment in affiliates, at cost (Note 3) | — | — | 19,857,296 | — | — | |||||||||||||||
Foreign currency, at cost | 2,867 | 255,576 | 2,193 | 3,886 | 1,645 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 16,380,639 | 260,740,430 | — | 17,287,966 | 2,802,474 | |||||||||||||||
Investment in affiliates, at value (Note 3) | — | — | 19,718,373 | — | — | |||||||||||||||
Cash | 10,389 | 20,874 | 25,980 | 1,691 | 3,214 | |||||||||||||||
Foreign currency, at value | 2,885 | 255,164 | 2,156 | 3,897 | 1,640 | |||||||||||||||
Unrealized appreciation on foreign currency contracts | 25,629 | 1,905,287 | 168,492 | 165,230 | 30,280 | |||||||||||||||
Receivables: |
| |||||||||||||||||||
Investment securities sold | 1,380 | 28,127 | — | — | — | |||||||||||||||
Dividends | 12,189 | 940,867 | 7,723 | 23,504 | 5,064 | |||||||||||||||
Securities lending income | 1,184 | 3,971 | — | 625 | 23 | |||||||||||||||
Foreign tax reclaims | 19,136 | 721,349 | — | 5,019 | 54 | |||||||||||||||
Total Assets | 16,453,431 | 264,616,069 | 19,922,724 | 17,487,932 | 2,842,749 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Unrealized depreciation on foreign currency contracts | 6,130 | 108,793 | 4,858 | 2,846 | 116 | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 1,430 | 19,827 | — | — | — | |||||||||||||||
Investment securities purchased | 39,205 | 2,279,981 | 180,201 | 151,686 | 18,517 | |||||||||||||||
Advisory fees (Note 3) | 6,007 | 77,902 | 1,245 | 6,240 | 1,021 | |||||||||||||||
Service fees (Note 2) | 61 | 979 | 56 | 66 | 11 | |||||||||||||||
Total Liabilities | 52,833 | 2,487,482 | 186,360 | 160,838 | 19,665 | |||||||||||||||
NET ASSETS | $ | 16,400,598 | $ | 262,128,587 | $ | 19,736,364 | $ | 17,327,094 | $ | 2,823,084 | ||||||||||
NET ASSETS: | ||||||||||||||||||||
Paid-in capital | $ | 16,946,159 | $ | 260,011,877 | $ | 19,639,594 | $ | 17,581,881 | $ | 2,612,627 | ||||||||||
Undistributed net investment income | 30,453 | 734,273 | 8,883 | 23,574 | 23,202 | |||||||||||||||
Accumulated net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions | (294,408 | ) | (13,769,538 | ) | 63,213 | (640,719 | ) | (252,745 | ) | |||||||||||
Net unrealized appreciation (depreciation) on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | (281,606 | ) | 15,151,975 | 24,674 | 362,358 | 440,000 | ||||||||||||||
NET ASSETS | $ | 16,400,598 | $ | 262,128,587 | $ | 19,736,364 | $ | 17,327,094 | $ | 2,823,084 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 550,000 | 9,050,000 | 800,000 | 550,000 | 100,000 | |||||||||||||||
Net asset value per share | $ | 29.82 | $ | 28.96 | $ | 24.67 | $ | 31.50 | $ | 28.23 | ||||||||||
1 Includes market value of securities out on loan of: | — | $ | 11,736 | — | — | — | ||||||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
|
See Notes to Financial Statements.
WisdomTree Trust | 125 |
Table of Contents
Statements of Assets and Liabilities (continued)
WisdomTree Trust
June 30, 2018
WisdomTree Markets Dividend Fund | WisdomTree Domestic Economy Fund | WisdomTree Global ex-Mexico Equity Fund | WisdomTree Global Hedged Dividend Fund | WisdomTree Global SmallCap Dividend Fund | ||||||||||||||||
ASSETS: | ||||||||||||||||||||
Investments, at cost | $ | 33,956,838 | $ | 10,891,664 | $ | 233,641,880 | $ | 937,200 | $ | 21,009,333 | ||||||||||
Investment in affiliates, at cost (Note 3) | — | — | — | 14,494,773 | — | |||||||||||||||
Foreign currency, at cost | 20,326 | 4,816 | 79,921 | 1,831 | 34,160 | |||||||||||||||
Investments in securities, at value2 (Note 2) | 34,174,691 | 1 | 9,702,015 | 232,653,151 | 1 | 937,200 | �� | 22,859,997 | 1 | |||||||||||
Investment in affiliates, at value (Note 3) | — | — | — | 18,216,960 | 1 | — | ||||||||||||||
Cash | 12,569 | 1,117 | 80,153 | 1,186 | 8,947 | |||||||||||||||
Foreign currency, at value | 20,297 | 4,820 | 79,601 | 1,813 | 34,051 | |||||||||||||||
Unrealized appreciation on foreign currency contracts | — | 0 | † | — | 157,505 | — | ||||||||||||||
Receivables: |
| |||||||||||||||||||
Dividends | 168,692 | 4,596 | 371,595 | — | 47,775 | |||||||||||||||
Securities lending income | 217 | 103 | 3,235 | 979 | 1,260 | |||||||||||||||
Foreign tax reclaims | — | 32,224 | 52,727 | — | 3,465 | |||||||||||||||
Total Assets | 34,376,466 | 9,744,875 | 233,240,462 | 19,315,643 | 22,955,495 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Unrealized depreciation on foreign currency contracts | — | — | — | 4,982 | — | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 325,042 | — | 575,978 | 937,200 | 446,544 | |||||||||||||||
Investment securities purchased | — | — | — | 151,065 | — | |||||||||||||||
Advisory fees (Note 3) | 8,882 | 4,138 | 41,810 | — | 8,161 | |||||||||||||||
Service fees (Note 2) | 122 | 37 | 920 | 68 | 83 | |||||||||||||||
Foreign capital gains tax | — | — | 10,204 | — | — | |||||||||||||||
Total Liabilities | 334,046 | 4,175 | 628,912 | 1,093,315 | 454,788 | |||||||||||||||
NET ASSETS | $ | 34,042,420 | $ | 9,740,700 | $ | 232,611,550 | $ | 18,222,328 | $ | 22,500,707 | ||||||||||
NET ASSETS: | ||||||||||||||||||||
Paid-in capital | $ | 33,927,833 | $ | 11,704,801 | $ | 234,401,607 | $ | 14,903,225 | $ | 21,532,539 | ||||||||||
Undistributed net investment income | 129,089 | 73,135 | 234,683 | 819 | 45,193 | |||||||||||||||
Accumulated net realized loss on investments, payments by sub-advisor, futures contracts, foreign currency contracts and foreign currency related transactions | (231,831 | ) | (847,148 | ) | (1,017,484 | ) | (556,408 | ) | (927,405 | ) | ||||||||||
Net unrealized appreciation (depreciation) on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | 217,329 | (1,190,088 | ) | (1,007,256 | ) | 3,874,692 | 1,850,380 | |||||||||||||
NET ASSETS | $ | 34,042,420 | $ | 9,740,700 | $ | 232,611,550 | $ | 18,222,328 | $ | 22,500,707 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 1,100,000 | 350,000 | 7,900,000 | 700,000 | 700,000 | |||||||||||||||
Net asset value per share | $ | 30.95 | $ | 27.83 | $ | 29.44 | $ | 26.03 | $ | 32.14 | ||||||||||
† Amount represents less than $1. |
| |||||||||||||||||||
1 Includes market value of securities out on loan of: | $ | 345,099 | — | $ | 799,675 | $ | 917,604 | $ | 837,827 | |||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
|
See Notes to Financial Statements.
126 | WisdomTree Trust |
Table of Contents
Statements of Assets and Liabilities (continued)
WisdomTree Trust
June 30, 2018
WisdomTree ICBCCS S&P China 500 Fund | WisdomTree Fundamental U.S. Corporate Bond Fund | WisdomTree Fundamental U.S. High Yield Corporate Bond Fund | WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund | WisdomTree Corporate Bond | ||||||||||||||||
ASSETS: | ||||||||||||||||||||
Investments, at cost | $ | 15,030,394 | $ | 4,923,483 | $ | 5,002,740 | $ | 4,929,135 | $ | 5,070,582 | ||||||||||
Foreign currency, at cost | 54,511 | — | — | — | — | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 12,797,947 | 4,719,810 | 4,973,614 | 4,840,569 | 5,066,651 | |||||||||||||||
Cash | 13,335 | 5,167 | 124,858 | 16,593 | 71,205 | |||||||||||||||
Foreign currency, at value | 53,522 | 3 | — | — | — | — | ||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | — | — | — | — | 22,864 | |||||||||||||||
Dividends | 31,462 | — | — | — | — | |||||||||||||||
Securities lending income | 121 | — | 79 | — | 133 | |||||||||||||||
Interest | — | 54,470 | 76,741 | 46,920 | 78,243 | |||||||||||||||
Total Assets | 12,896,387 | 4,779,447 | 5,175,292 | 4,904,082 | 5,239,096 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 49,376 | — | 196,263 | — | 246,633 | |||||||||||||||
Advisory fees (Note 3) | 6,218 | 709 | 1,567 | 726 | 1,566 | |||||||||||||||
Service fees (Note 2) | 50 | 17 | 18 | 17 | 18 | |||||||||||||||
Total Liabilities | 55,644 | 726 | 197,848 | 743 | 248,217 | |||||||||||||||
NET ASSETS | $ | 12,840,743 | $ | 4,778,721 | $ | 4,977,444 | $ | 4,903,339 | $ | 4,990,879 | ||||||||||
NET ASSETS: | ||||||||||||||||||||
Paid-in capital | $ | 15,031,715 | $ | 4,998,603 | $ | 4,998,863 | $ | 5,000,691 | $ | 4,999,856 | ||||||||||
Undistributed net investment income | 75,995 | 765 | 5,620 | 850 | 1,983 | |||||||||||||||
Accumulated net realized gain (loss) on investments and foreign currency related transactions | (33,526 | ) | (16,974 | ) | 2,087 | (9,636 | ) | (7,029 | ) | |||||||||||
Net unrealized depreciation on investments and translation of assets and liabilities denominated in foreign currencies | (2,233,441 | ) | (203,673 | ) | (29,126 | ) | (88,566 | ) | (3,931 | ) | ||||||||||
NET ASSETS | $ | 12,840,743 | $ | 4,778,721 | $ | 4,977,444 | $ | 4,903,339 | $ | 4,990,879 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 450,004 | 100,000 | 100,000 | 100,000 | 100,000 | |||||||||||||||
Net asset value per share | $ | 28.53 | $ | 47.79 | $ | 49.77 | $ | 49.03 | $ | 49.91 | ||||||||||
1 Includes market value of securities out on loan of: | $ | 97,655 | — | $ | 189,304 | — | $ | 237,090 | ||||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
| |||||||||||||||||||
3 Includes $4,226 of foreign minimum reserve funds (Note 2). |
|
See Notes to Financial Statements.
WisdomTree Trust | 127 |
Table of Contents
Statements of Assets and Liabilities (concluded)
WisdomTree Trust
June 30, 2018
WisdomTree Bearish U.S. | WisdomTree Dynamic Long/Short U.S. | WisdomTree Income Fund | ||||||||||
ASSETS: |
| |||||||||||
Investments, at cost | $ | 8,936,674 | $ | 124,418,223 | $ | 127,504 | ||||||
Investment in affiliates, at cost (Note 3) | — | — | 1,180,515 | |||||||||
Investments in securities, at value1,2 (Note 2) | 9,153,722 | 128,567,614 | 125,824 | |||||||||
Investment in affiliates, at value (Note 3) | — | — | 1,125,618 | |||||||||
Cash | 4,778 | 89,381 | 576 | |||||||||
Unrealized appreciation on swap contracts | 87,098 | — | — | |||||||||
Receivables: |
| |||||||||||
Investment securities sold | — | — | 1,189,257 | |||||||||
Dividends | 11,375 | 160,960 | — | |||||||||
Securities lending income | 974 | 14,867 | 124 | |||||||||
Total Assets | 9,257,947 | 128,832,822 | 2,441,399 | |||||||||
LIABILITIES: |
| |||||||||||
Payables: | ||||||||||||
Cash collateral received for securities loaned (Note 2) | 169,356 | 2,889,918 | 60,386 | |||||||||
Capital shares redeemed | — | — | 1,190,424 | |||||||||
Advisory fees (Note 3) | 3,412 | 50,670 | 59 | |||||||||
Service fees (Note 2) | 31 | 463 | 9 | |||||||||
Total Liabilities | 172,799 | 2,941,051 | 1,250,878 | |||||||||
NET ASSETS | $ | 9,085,148 | $ | 125,891,771 | $ | 1,190,521 | ||||||
NET ASSETS: |
| |||||||||||
Paid-in capital | $ | 10,264,457 | $ | 124,041,967 | $ | 1,245,469 | ||||||
Undistributed net investment income (Accumulated net investment loss) | (359,201 | ) | 1,273,222 | 2,483 | ||||||||
Accumulated net realized loss on investments and swap contracts | (1,124,254 | ) | (3,572,809 | ) | (854 | ) | ||||||
Net unrealized appreciation (depreciation) on investments and swap contracts | 304,146 | 4,149,391 | (56,577 | ) | ||||||||
NET ASSETS | $ | 9,085,148 | $ | 125,891,771 | $ | 1,190,521 | ||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 350,000 | 3,800,000 | 50,004 | |||||||||
Net asset value per share | $ | 25.96 | $ | 33.13 | $ | 23.81 | ||||||
1 Includes market value of securities out on loan of: | $ | 279,517 | $ | 4,036,875 | $ | 32,817 | ||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
|
See Notes to Financial Statements.
128 | WisdomTree Trust |
Table of Contents
WisdomTree Trust
For the Year Ended June 30, 2018
WisdomTree Dynamic Currency Hedged Europe Equity Fund | WisdomTree Dynamic Currency Hedged International Equity Fund | WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund | WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | WisdomTree Dynamic Currency Hedged Japan Equity Fund | ||||||||||||||||
INVESTMENT INCOME: |
| |||||||||||||||||||
Dividends1 | $ | 514,675 | $ | 16,729,108 | $ | — | $ | 391,562 | $ | 67,892 | ||||||||||
Dividends from affiliates (Note 3) | — | — | 154,379 | — | — | |||||||||||||||
Non-cash dividends | 39,393 | 469,952 | — | 5,848 | — | |||||||||||||||
Securities lending income (Note 2) | 8,672 | 191,108 | — | 10,124 | 477 | |||||||||||||||
Total investment income | 562,740 | 17,390,168 | 154,379 | 407,534 | 68,369 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 63,531 | 1,887,053 | 30,097 | 50,937 | 13,912 | |||||||||||||||
Service fees (Note 2) | 582 | 20,758 | 227 | 466 | 128 | |||||||||||||||
Total expenses | 64,113 | 1,907,811 | 30,324 | 51,403 | 14,040 | |||||||||||||||
Expense waivers (Note 3) | (6,618 | ) | (235,882 | ) | (24,907 | ) | (5,306 | ) | (1,449 | ) | ||||||||||
Net expenses | 57,495 | 1,671,929 | 5,417 | 46,097 | 12,591 | |||||||||||||||
Net investment income | 505,245 | 15,718,239 | 148,962 | 361,437 | 55,778 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||||||
Investment transactions | (390,599 | ) | (5,357,981 | ) | — | (550,105 | ) | 38,106 | ||||||||||||
Investment transactions in affiliates (Note 3) | — | — | 1,057 | — | — | |||||||||||||||
In-kind redemptions | 384,610 | 50,406,137 | — | — | — | |||||||||||||||
Foreign currency contracts | 177,060 | (4,791,189 | ) | 55,868 | (106,523 | ) | (53,035 | ) | ||||||||||||
Foreign currency related transactions | (3,366 | ) | 236,563 | (1 | ) | (8,345 | ) | (979 | ) | |||||||||||
Net realized gain (loss) | 167,705 | 40,493,530 | 56,924 | (664,973 | ) | (15,908 | ) | |||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||||||
Investment transactions | (519,056 | ) | (24,428,115 | ) | (480,791 | ) | (62,866 | ) | 144,126 | |||||||||||
Foreign currency contracts | 25,693 | 2,642,169 | 170,597 | 169,099 | (8,602 | ) | ||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | (390 | ) | (44,146 | ) | (41 | ) | (284 | ) | 6 | |||||||||||
Net increase (decrease) in unrealized appreciation/depreciation | (493,753 | ) | (21,830,092 | ) | (310,235 | ) | 105,949 | 135,530 | ||||||||||||
Net realized and unrealized gain (loss) on investments | (326,048 | ) | 18,663,438 | (253,311 | ) | (559,024 | ) | 119,622 | ||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | 179,197 | $ | 34,381,677 | $ | (104,349 | ) | $ | (197,587 | ) | $ | 175,400 | ||||||||
1 Net of foreign withholding tax of: | $ | 89,174 | $ | 1,573,390 | — | $ | 42,784 | $ | 7,544 |
See Notes to Financial Statements.
WisdomTree Trust | 129 |
Table of Contents
Statements of Operations (continued)
WisdomTree Trust
For the Year Ended June 30, 2018
WisdomTree Emerging Markets Dividend Fund | WisdomTree Domestic | WisdomTree ex-Mexico Equity Fund | WisdomTree Global Hedged SmallCap Dividend Fund | WisdomTree SmallCap | ||||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||||
Dividends1 | $ | 783,178 | $ | 598,655 | $ | 3,452,024 | $ | — | $ | 737,104 | ||||||||||
Dividends from affiliates (Note 3) | — | — | — | 562,085 | — | |||||||||||||||
Interest | 5 | — | — | — | — | |||||||||||||||
Non-cash dividends | 2,492 | 67,469 | 80,772 | — | 6,504 | |||||||||||||||
Securities lending income (Note 2) | 1,932 | 10,162 | 16,228 | 9,126 | 13,868 | |||||||||||||||
Total investment income | 787,607 | 676,286 | 3,549,024 | 571,211 | 757,476 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 77,957 | 92,199 | 371,247 | 77,012 | 99,506 | |||||||||||||||
Service fees (Note 2) | 1,072 | 699 | 5,869 | 788 | 1,019 | |||||||||||||||
Total expenses | 79,029 | 92,898 | 377,116 | 77,800 | 100,525 | |||||||||||||||
Expense waivers (Note 3) | — | (15,896 | ) | (34,828 | ) | (77,012 | ) | — | ||||||||||||
Net expenses | 79,029 | 77,002 | 342,288 | 788 | 100,525 | |||||||||||||||
Net investment income | 708,578 | 599,284 | 3,206,736 | 570,423 | 656,951 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||||||
Investment transactions2 | (199,370 | ) | (757,146 | ) | (998,885 | ) | — | (492,847 | ) | |||||||||||
Investment transactions in affiliates (Note 3) | — | — | — | 68,480 | — | |||||||||||||||
In-kind redemptions | — | (33,882 | ) | 10,344,394 | — | 4,876,405 | ||||||||||||||
In-kind redemptions in affiliates (Note 3) | — | — | — | 3,038,534 | — | |||||||||||||||
Futures contracts | — | — | — | — | 18,613 | |||||||||||||||
Foreign currency contracts | (24,180 | ) | (1,627 | ) | (25,824 | ) | (140,493 | ) | (13,383 | ) | ||||||||||
Foreign currency related transactions | 20,073 | (3,360 | ) | (6,150 | ) | (123 | ) | 10,818 | ||||||||||||
Payment by sub-advisor (Note 3) | 60 | — | — | — | — | |||||||||||||||
Net realized gain (loss) | (203,417 | ) | (796,015 | ) | 9,313,535 | 2,966,398 | 4,399,606 | |||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||||||
Investment transactions3 | (686,654 | ) | (1,323,846 | ) | (1,083,024 | ) | (2,007,192 | ) | (3,136,481 | ) | ||||||||||
Foreign currency contracts | — | 0 | † | 19 | 204,410 | 8 | ||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | (537 | ) | (462 | ) | (4,115 | ) | (22 | ) | (590 | ) | ||||||||||
Net decrease in unrealized appreciation/depreciation | (687,191 | ) | (1,324,308 | ) | (1,087,120 | ) | (1,802,804 | ) | (3,137,063 | ) | ||||||||||
Net realized and unrealized gain (loss) on investments | (890,608 | ) | (2,120,323 | ) | 8,226,415 | 1,163,594 | 1,262,543 | |||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | (182,030 | ) | $ | (1,521,039 | ) | $ | 11,433,151 | $ | 1,734,017 | $ | 1,919,494 | ||||||||
† Amount represents less than $1. | ||||||||||||||||||||
1 Net of foreign withholding tax of: | $ | 101,854 | $ | 101,588 | $ | 230,818 | — | $ | 43,916 | |||||||||||
2 Net of foreign capital gains taxes of: | — | — | $ | 16,088 | — | — | ||||||||||||||
3 Includes net increase (decrease) in accrued foreign capital gain taxes of: | $ | (707 | ) | — | $ | 14,645 | — | — |
See Notes to Financial Statements.
130 | WisdomTree Trust |
Table of Contents
Statements of Operations (continued)
WisdomTree Trust
For the Year or Period Ended June 30, 2018
WisdomTree Fund1 | WisdomTree Fundamental U.S. Corporate Bond Fund | WisdomTree Fundamental U.S. High Yield Corporate Bond Fund | WisdomTree Fundamental U.S. Short- Term Corporate Bond Fund | WisdomTree Fundamental U.S. Short- Term High Yield Corporate Bond Fund | ||||||||||||||||
INVESTMENT INCOME: |
| |||||||||||||||||||
Dividends2 | $ | 124,718 | $ | — | $ | — | $ | — | $ | — | ||||||||||
Interest | 83 | 158,437 | 310,472 | 107,174 | 257,894 | |||||||||||||||
Securities lending income (Note 2) | 432 | — | 79 | — | 133 | |||||||||||||||
Total investment income | 125,233 | 158,437 | 310,551 | 107,174 | 258,027 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 34,640 | 13,843 | 24,615 | 13,887 | 24,218 | |||||||||||||||
Service fees (Note 2) | 277 | 218 | 226 | 218 | 222 | |||||||||||||||
Total expenses | 34,917 | 14,061 | 24,841 | 14,105 | 24,440 | |||||||||||||||
Expense waivers (Note 3) | — | (4,944 | ) | (5,128 | ) | (4,960 | ) | (5,045 | ) | |||||||||||
Net expenses | 34,917 | 9,117 | 19,713 | 9,145 | 19,395 | |||||||||||||||
Net investment income | 90,316 | 149,320 | 290,838 | 98,029 | 238,632 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: |
| |||||||||||||||||||
Investment transactions | (33,526 | ) | (10,957 | ) | 2,087 | (6,794 | ) | 2,894 | ||||||||||||
Foreign currency contracts | 35,149 | — | — | — | — | |||||||||||||||
Foreign currency related transactions | (3,466 | ) | — | — | — | — | ||||||||||||||
Net realized gain (loss) | (1,843 | ) | (10,957 | ) | 2,087 | (6,794 | ) | 2,894 | ||||||||||||
Net decrease in unrealized appreciation/depreciation: |
| |||||||||||||||||||
Investment transactions | (2,232,447 | ) | (191,214 | ) | (215,445 | ) | (81,351 | ) | (79,530 | ) | ||||||||||
Translation of assets and liabilities denominated in foreign currencies | (994 | ) | — | — | — | — | ||||||||||||||
Net decrease in unrealized appreciation/depreciation | (2,233,441 | ) | (191,214 | ) | (215,445 | ) | (81,351 | ) | (79,530 | ) | ||||||||||
Net realized and unrealized loss on investments | (2,235,284 | ) | (202,171 | ) | (213,358 | ) | (88,145 | ) | (76,636 | ) | ||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | (2,144,968 | ) | $ | (52,851 | ) | $ | 77,480 | $ | 9,884 | $ | 161,996 | ||||||||
1 For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
| |||||||||||||||||||
2 Net of foreign withholding tax of: | $ | 11,306 | — | — | — | — |
See Notes to Financial Statements.
WisdomTree Trust | 131 |
Table of Contents
Statements of Operations (concluded)
WisdomTree Trust
For the Year or Period Ended June 30, 2018
WisdomTree Dynamic Bearish U.S. Equity Fund | WisdomTree Dynamic Long/Short U.S. Equity Fund | WisdomTree Balanced Income Fund1 | ||||||||||
INVESTMENT INCOME: |
| |||||||||||
Dividends | $ | 124,546 | $ | 1,971,405 | $ | 1,621 | ||||||
Dividends from affiliates (Note 3) | — | — | 51,158 | |||||||||
Securities lending income (Note 2) | 11,184 | 196,691 | 950 | |||||||||
Total investment income | 135,730 | 2,168,096 | 53,729 | |||||||||
EXPENSES: |
| |||||||||||
Advisory fees (Note 3) | 32,903 | 516,305 | 5,171 | |||||||||
Service fees (Note 2) | 273 | 4,286 | 57 | |||||||||
Total expenses | 33,176 | 520,591 | 5,228 | |||||||||
Expense waivers (Note 3) | (3,104 | ) | (48,708 | ) | (4,783 | ) | ||||||
Net expenses | 30,072 | 471,883 | 445 | |||||||||
Net investment income | 105,658 | 1,696,213 | 53,284 | |||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||
Net realized gain (loss) from: |
| |||||||||||
Investment transactions | (423,440 | ) | (4,672,176 | ) | — | |||||||
Investment transactions in affiliates (Note 3) | — | — | (955 | ) | ||||||||
In-kind redemptions | 806,210 | 8,801,653 | (1,671 | ) | ||||||||
In-kind redemptions in affiliates (Note 3) | — | — | (54,390 | ) | ||||||||
Swap contracts | (506,160 | ) | 1,781,674 | — | ||||||||
Net realized gain (loss) | (123,390 | ) | 5,911,151 | (57,016 | ) | |||||||
Net increase (decrease) in unrealized appreciation/depreciation: |
| |||||||||||
Investment transactions | (1,300 | ) | 1,596,410 | (56,577 | ) | |||||||
Swap contracts | 56,334 | (149,500 | ) | — | �� | |||||||
Net increase (decrease) in unrealized appreciation/depreciation | 55,034 | 1,446,910 | (56,577 | ) | ||||||||
Net realized and unrealized gain (loss) on investments | (68,356 | ) | 7,358,061 | (113,593 | ) | |||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | 37,302 | $ | 9,054,274 | $ | (60,309 | ) |
1 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
See Notes to Financial Statements.
132 | WisdomTree Trust |
Table of Contents
Statements of Changes in Net Assets
WisdomTree Trust
WisdomTree Dynamic Currency Hedged Europe Equity Fund | WisdomTree Dynamic Currency Hedged International Equity Fund | WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||||||||||||||||
For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Year Ended June 30, 2018 | For the Period through | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 505,245 | $ | 71,245 | $ | 15,718,239 | $ | 12,196,625 | $ | 148,962 | $ | 31,640 | ||||||||||||
Net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions | 167,705 | 684,767 | 40,493,530 | 6,938,105 | 56,924 | (10,932 | ) | |||||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | (493,753 | ) | 188,904 | (21,830,092 | ) | 44,088,132 | (310,235 | ) | 334,909 | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | 179,197 | 944,916 | 34,381,677 | 63,222,862 | (104,349 | ) | 355,617 | |||||||||||||||||
DIVIDENDS AND DISTRIBUTIONS: |
| |||||||||||||||||||||||
Net investment income | (470,215 | ) | (70,704 | ) | (10,842,896 | ) | (11,473,730 | ) | (115,501 | ) | (14,208 | ) | ||||||||||||
Capital gains | (87,160 | ) | (22,778 | ) | — | (5,225,655 | ) | (24,789 | ) | — | ||||||||||||||
Return of capital | — | — | — | — | — | (1,288 | ) | |||||||||||||||||
Total dividends and distributions | (557,375 | ) | (93,482 | ) | (10,842,896 | ) | (16,699,385 | ) | (140,290 | ) | (15,496 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 16,863,086 | — | 73,485,154 | 186,577,247 | 17,650,029 | 1,990,877 | ||||||||||||||||||
Cost of shares redeemed | (1,547,705 | ) | (4,042,781 | ) | (285,859,829 | ) | (25,941,878 | ) | (124 | ) | — | |||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 15,315,381 | (4,042,781 | ) | (212,374,675 | ) | 160,635,369 | 17,649,905 | 1,990,877 | ||||||||||||||||
Net Increase (Decrease) in Net Assets | 14,937,203 | (3,191,347 | ) | (188,835,894 | ) | 207,158,846 | 17,405,266 | 2,330,998 | ||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 1,463,395 | $ | 4,654,742 | $ | 450,964,481 | $ | 243,805,635 | $ | 2,331,098 | $ | 100 | ||||||||||||
End of period | $ | 16,400,598 | $ | 1,463,395 | $ | 262,128,587 | $ | 450,964,481 | $ | 19,736,364 | $ | 2,331,098 | ||||||||||||
Undistributed (Distributions in excess of) net investment income included in net assets at end of period | $ | 30,453 | $ | — | $ | 734,273 | $ | (889,776 | ) | $ | 8,883 | $ | — | |||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 50,004 | 200,004 | 15,950,004 | 10,050,004 | 100,005 | 5 | ||||||||||||||||||
Shares created | 550,000 | — | 2,450,000 | 6,800,000 | 700,000 | 100,000 | ||||||||||||||||||
Shares redeemed | (50,004 | ) | (150,000 | ) | (9,350,004 | ) | (900,000 | ) | (5 | ) | — | |||||||||||||
Shares outstanding, end of period | 550,000 | 50,004 | 9,050,000 | 15,950,004 | 800,000 | 100,005 |
* | Commencement of operations. |
See Notes to Financial Statements.
WisdomTree Trust | 133 |
Table of Contents
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | WisdomTree Dynamic Currency Hedged Japan Equity Fund | WisdomTree Emerging Markets Dividend Fund | ||||||||||||||||||||||
For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 361,437 | $ | 60,535 | $ | 55,778 | $ | 66,141 | $ | 708,578 | $ | 214,781 | ||||||||||||
Net realized gain (loss) on investments, payments by sub-advisor, foreign currency contracts and foreign currency related transactions | (664,973 | ) | 163,620 | (15,908 | ) | 556,311 | (203,417 | ) | (7,554 | ) | ||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | 105,949 | 256,119 | 135,530 | 405,702 | (687,191 | ) | 817,504 | |||||||||||||||||
Net increase (decrease) in net assets resulting from operations | (197,587 | ) | 480,274 | 175,400 | 1,028,154 | (182,030 | ) | 1,024,731 | ||||||||||||||||
DIVIDENDS: |
| |||||||||||||||||||||||
Net investment income | (290,413 | ) | (61,314 | ) | (109,141 | ) | (71,748 | ) | (664,614 | ) | (164,213 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 14,803,022 | 1,516,849 | 2,199,362 | — | 23,003,778 | 8,462,255 | ||||||||||||||||||
Cost of shares redeemed | (129 | ) | (1,311,143 | ) | (2,199,480 | ) | (2,648,607 | ) | (127 | ) | — | |||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 14,802,893 | 205,706 | (118 | ) | (2,648,607 | ) | 23,003,651 | 8,462,255 | ||||||||||||||||
Net Increase (Decrease) in Net Assets | 14,314,893 | 624,666 | 66,141 | (1,692,201 | ) | 22,157,007 | 9,322,773 | |||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of year | $ | 3,012,201 | $ | 2,387,535 | $ | 2,756,943 | $ | 4,449,144 | $ | 11,885,413 | $ | 2,562,640 | ||||||||||||
End of year | $ | 17,327,094 | $ | 3,012,201 | $ | 2,823,084 | $ | 2,756,943 | $ | 34,042,420 | $ | 11,885,413 | ||||||||||||
Undistributed net investment income included in net assets at end of year | $ | 23,574 | $ | 3,607 | $ | 23,202 | $ | 58,627 | $ | 129,089 | $ | 80,803 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of year | 100,004 | 100,004 | 100,004 | 200,004 | 400,004 | 100,004 | ||||||||||||||||||
Shares created | 450,000 | 50,000 | 75,000 | — | 700,000 | 300,000 | ||||||||||||||||||
Shares redeemed | (4 | ) | (50,000 | ) | (75,004 | ) | (100,000 | ) | (4 | ) | — | |||||||||||||
Shares outstanding, end of year | 550,000 | 100,004 | 100,000 | 100,004 | 1,100,000 | 400,004 |
See Notes to Financial Statements.
134 | WisdomTree Trust |
Table of Contents
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Europe Domestic Economy Fund | WisdomTree Global ex-Mexico Equity Fund | WisdomTree Global Hedged SmallCap Dividend Fund | ||||||||||||||||||||||
For the Year Ended | For the Year Ended June 30, 2017 | For the Year Ended | For the Period June 30, 2017 | For the Year Ended | For the Year Ended | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 599,284 | $ | 55,861 | $ | 3,206,736 | $ | 56,584 | $ | 570,423 | $ | 724,272 | ||||||||||||
Net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions | (796,015 | ) | 185,835 | 9,313,535 | (31,668 | ) | 2,966,398 | 3,345,431 | ||||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | (1,324,308 | ) | 664,458 | (1,087,120 | ) | 79,864 | (1,802,804 | ) | 1,148,402 | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | (1,521,039 | ) | 906,154 | 11,433,151 | 104,780 | 1,734,017 | 5,218,105 | |||||||||||||||||
DIVIDENDS: |
| |||||||||||||||||||||||
Net investment income | (571,101 | ) | (59,154 | ) | (3,027,467 | ) | (14,500 | ) | (483,699 | ) | (692,894 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 34,818,604 | 1,406,449 | 267,784,187 | 50,951,759 | 2,582,694 | 2,183,287 | ||||||||||||||||||
Cost of shares redeemed | (25,766,515 | ) | (2,601,100 | ) | (94,620,460 | ) | — | (10,083,383 | ) | (17,437,362 | ) | |||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 9,052,089 | (1,194,651 | ) | 173,163,727 | 50,951,759 | (7,500,689 | ) | (15,254,075 | ) | |||||||||||||||
Net Increase (Decrease) in Net Assets | 6,959,949 | (347,651 | ) | 181,569,411 | 51,042,039 | (6,250,371 | ) | (10,728,864 | ) | |||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 2,780,751 | $ | 3,128,402 | $ | 51,042,139 | $ | 100 | $ | 24,472,699 | $ | 35,201,563 | ||||||||||||
End of period | $ | 9,740,700 | $ | 2,780,751 | $ | 232,611,550 | $ | 51,042,139 | $ | 18,222,328 | $ | 24,472,699 | ||||||||||||
Undistributed (Distributions in excess of) net investment income included in net assets at end of period | $ | 73,135 | $ | 1,531 | $ | 234,683 | $ | 45,485 | $ | 819 | $ | (3,844 | ) | |||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 100,004 | 150,004 | 1,900,004 | 4 | 1,000,005 | 1,700,005 | ||||||||||||||||||
Shares created | 1,100,000 | 50,000 | 9,200,000 | 1,900,000 | 100,000 | 100,000 | ||||||||||||||||||
Shares redeemed | (850,004 | ) | (100,000 | ) | (3,200,004 | ) | — | (400,005 | ) | (800,000 | ) | |||||||||||||
Shares outstanding, end of period | 350,000 | 100,004 | 7,900,000 | 1,900,004 | 700,000 | 1,000,005 |
* | Commencement of operations. |
See Notes to Financial Statements.
WisdomTree Trust | 135 |
Table of Contents
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Global SmallCap Dividend Fund | WisdomTree ICBCCS S&P China 500 Fund | WisdomTree Fundamental U.S. Corporate Bond Fund | ||||||||||||||||||
For the Year Ended | For the Year Ended | For the Period December 21, 2017* June 30, 2018 | For the Year Ended | For the Year Ended June 30, 2017 | ||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||
Net investment income | $ | 656,951 | $ | 743,838 | $ | 90,316 | $ | 149,320 | $ | 136,429 | ||||||||||
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | 4,399,606 | 4,636,238 | (1,843 | ) | (10,957 | ) | 18,609 | |||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments and translation of assets and liabilities denominated in foreign currencies | (3,137,063 | ) | 52,624 | (2,233,441 | ) | (191,214 | ) | (81,673 | ) | |||||||||||
Net increase (decrease) in net assets resulting from operations | 1,919,494 | 5,432,700 | (2,144,968 | ) | (52,851 | ) | 73,365 | |||||||||||||
DIVIDENDS AND DISTRIBUTIONS: |
| |||||||||||||||||||
Net investment income | (711,581 | ) | (809,961 | ) | (46,004 | ) | (155,972 | ) | (130,242 | ) | ||||||||||
Capital gains | — | — | — | — | (24,488 | ) | ||||||||||||||
Total dividends and distributions | (711,581 | ) | (809,961 | ) | (46,004 | ) | (155,972 | ) | (154,730 | ) | ||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||
Net proceeds from sale of shares | 9,849,070 | 10,918,433 | 15,031,595 | — | — | |||||||||||||||
Cost of shares redeemed | (16,117,265 | ) | (24,696,254 | ) | — | (100 | ) | — | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (6,268,195 | ) | (13,777,821 | ) | 15,031,595 | (100 | ) | — | ||||||||||||
Net Increase (Decrease) in Net Assets | (5,060,282 | ) | (9,155,082 | ) | 12,840,623 | (208,923 | ) | (81,365 | ) | |||||||||||
NET ASSETS: |
| |||||||||||||||||||
Beginning of period | $ | 27,560,989 | $ | 36,716,071 | $ | 120 | $ | 4,987,644 | $ | 5,069,009 | ||||||||||
End of period | $ | 22,500,707 | $ | 27,560,989 | $ | 12,840,743 | $ | 4,778,721 | $ | 4,987,644 | ||||||||||
Undistributed net investment income included in net assets at end of period | $ | 45,193 | $ | 72,662 | $ | 75,995 | $ | 765 | $ | 7,417 | ||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||
Shares outstanding, beginning of period | 900,004 | 1,400,004 | 4 | 100,002 | 100,002 | |||||||||||||||
Shares created | 300,000 | 400,000 | 450,000 | — | — | |||||||||||||||
Shares redeemed | (500,004 | ) | (900,000 | ) | — | (2 | ) | — | ||||||||||||
Shares outstanding, end of period | 700,000 | 900,004 | 450,004 | 100,000 | 100,002 |
* | Commencement of operations. |
See Notes to Financial Statements.
136 | WisdomTree Trust |
Table of Contents
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Fundamental U.S. High Yield Corporate Bond Fund | WisdomTree Fundamental U.S. Short- Term Corporate Bond Fund | WisdomTree Fundamental U.S. Short- Term High Yield Corporate Bond | ||||||||||||||||||||||
For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 290,838 | $ | 279,807 | $ | 98,029 | $ | 79,024 | $ | 238,632 | $ | 242,596 | ||||||||||||
Net realized gain (loss) on investments | 2,087 | 77,482 | (6,794 | ) | (2,024 | ) | 2,894 | 115,899 | ||||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments | (215,445 | ) | 146,656 | (81,351 | ) | (26,151 | ) | (79,530 | ) | 45,424 | ||||||||||||||
Net increase in net assets resulting from operations | 77,480 | 503,945 | 9,884 | 50,849 | 161,996 | 403,919 | ||||||||||||||||||
DIVIDENDS AND DISTRIBUTIONS: |
| |||||||||||||||||||||||
Net investment income | (288,650 | ) | (278,712 | ) | (100,702 | ) | (76,502 | ) | (238,342 | ) | (242,405 | ) | ||||||||||||
Capital gains | (40,262 | ) | (37,220 | ) | — | — | (71,568 | ) | (54,254 | ) | ||||||||||||||
Total dividends and distributions | (328,912 | ) | (315,932 | ) | (100,702 | ) | (76,502 | ) | (309,910 | ) | (296,659 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Cost of shares redeemed | (104 | ) | — | (100 | ) | — | (102 | ) | — | |||||||||||||||
Net decrease in net assets resulting from capital share transactions | (104 | ) | — | (100 | ) | — | (102 | ) | — | |||||||||||||||
Net Increase (Decrease) in Net Assets | (251,536 | ) | 188,013 | (90,918 | ) | (25,653 | ) | (148,016 | ) | 107,260 | ||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of year | $ | 5,228,980 | $ | 5,040,967 | $ | 4,994,257 | $ | 5,019,910 | $ | 5,138,895 | $ | 5,031,635 | ||||||||||||
End of year | $ | 4,977,444 | $ | 5,228,980 | $ | 4,903,339 | $ | 4,994,257 | $ | 4,990,879 | $ | 5,138,895 | ||||||||||||
Undistributed net investment income included in net assets at end of year | $ | 5,620 | $ | 3,432 | $ | 850 | $ | 3,523 | $ | 1,983 | $ | 1,693 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of year | 100,002 | 100,002 | 100,002 | 100,002 | 100,002 | 100,002 | ||||||||||||||||||
Shares created | — | — | — | — | — | — | ||||||||||||||||||
Shares redeemed | (2 | ) | — | (2 | ) | — | (2 | ) | — | |||||||||||||||
Shares outstanding, end of year | 100,000 | 100,002 | 100,000 | 100,002 | 100,000 | 100,002 |
See Notes to Financial Statements.
WisdomTree Trust | 137 |
Table of Contents
Statements of Changes in Net Assets (concluded)
WisdomTree Trust
WisdomTree Dynamic Bearish U.S. Equity Fund | WisdomTree Dynamic Long/Short U.S. Equity Fund | WisdomTree Balanced Income Fund | ||||||||||||||||||
For the Year Ended | For the Year Ended | For the Year Ended June 30, 2018 | For the Year Ended | For the Period December 21, 2017* June 30, 2018 | ||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||
Net investment income | $ | 105,658 | $ | 93,654 | $ | 1,696,213 | $ | 580,995 | $ | 53,284 | ||||||||||
Net realized gain (loss) on investments and swap contracts | (123,390 | ) | 305,245 | 5,911,151 | 1,521,047 | (57,016 | ) | |||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments and swap contracts | 55,034 | 33,433 | 1,446,910 | 2,481,147 | (56,577 | ) | ||||||||||||||
Net increase (decrease) in net assets resulting from operations | 37,302 | 432,332 | 9,054,274 | 4,583,189 | (60,309 | ) | ||||||||||||||
DIVIDENDS: |
| |||||||||||||||||||
Net investment income | — | — | (999,130 | ) | (523,310 | ) | (50,801 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||
Net proceeds from sale of shares | 10,313,024 | 9,895,363 | 119,807,094 | 42,572,631 | 2,491,955 | |||||||||||||||
Cost of shares redeemed | (6,408,777 | ) | (16,111,233 | ) | (54,767,757 | ) | (11,193,537 | ) | (1,190,424 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 3,904,247 | (6,215,870 | ) | 65,039,337 | 31,379,094 | 1,301,531 | ||||||||||||||
Net Increase (Decrease) in Net Assets | 3,941,549 | (5,783,538 | ) | 73,094,481 | 35,438,973 | 1,190,421 | ||||||||||||||
NET ASSETS: | ||||||||||||||||||||
Beginning of period | $ | 5,143,599 | $ | 10,927,137 | $ | 52,797,290 | $ | 17,358,317 | $ | 100 | ||||||||||
End of period | $ | 9,085,148 | $ | 5,143,599 | $ | 125,891,771 | $ | 52,797,290 | $ | 1,190,521 | ||||||||||
Undistributed net investment income (Accumulated net investment loss) included in net assets at end of period | $ | (359,201 | ) | $ | (449,873 | ) | $ | 1,273,222 | $ | 306,456 | $ | 2,483 | ||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||
Shares outstanding, beginning of period | 200,004 | 450,004 | 1,750,004 | 650,004 | 4 | |||||||||||||||
Shares created | 400,000 | 400,000 | 3,750,000 | 1,500,000 | 100,000 | |||||||||||||||
Shares redeemed | (250,004 | ) | (650,000 | ) | (1,700,004 | ) | (400,000 | ) | (50,000 | ) | ||||||||||
Shares outstanding, end of period | 350,000 | 200,004 | 3,800,000 | 1,750,004 | 50,004 |
* | Commencement of operations. |
See Notes to Financial Statements.
138 | WisdomTree Trust |
Table of Contents
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Dynamic Currency Hedged Europe Equity Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period January 7, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 29.27 | $ | 23.27 | $ | 24.25 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 1.20 | 0.47 | 0.70 | |||||||||
Net realized and unrealized gain (loss) | 0.38 | 6.08 | (1.11 | ) | ||||||||
Total from investment operations | 1.58 | 6.55 | (0.41 | ) | ||||||||
Dividends and distributions to shareholders: |
| |||||||||||
Net investment income | (0.86 | ) | (0.44 | ) | (0.57 | ) | ||||||
Capital gains | (0.17 | ) | (0.11 | ) | — | |||||||
Total dividends and distributions to shareholders | (1.03 | ) | (0.55 | ) | (0.57 | ) | ||||||
Net asset value, end of period | $ | 29.82 | $ | 29.27 | $ | 23.27 | ||||||
TOTAL RETURN2 | 5.41 | % | 28.55 | % | (1.81 | )% | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 16,401 | $ | 1,463 | $ | 4,655 | ||||||
Ratios to average net assets of: |
| |||||||||||
Expenses, net of expense waivers | 0.43 | % | 0.43 | % | 0.43 | %3 | ||||||
Expenses, prior to expense waivers | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||
Net investment income | 3.82 | % | 1.86 | % | 6.02 | %3 | ||||||
Portfolio turnover rate4 | 37 | % | 12 | % | 25 | % |
WisdomTree Dynamic Currency Hedged International Equity Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period January 7, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 28.27 | $ | 24.26 | $ | 24.18 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 1.00 | 0.98 | 0.79 | |||||||||
Net realized and unrealized gain (loss) | 0.70 | 4.32 | (0.35 | ) | ||||||||
Total from investment operations | 1.70 | 5.30 | 0.44 | |||||||||
Dividends and distributions to shareholders: |
| |||||||||||
Net investment income | (1.01 | ) | (0.83 | ) | (0.36 | ) | ||||||
Capital gains | — | (0.46 | ) | — | ||||||||
Total dividends and distributions to shareholders | (1.01 | ) | (1.29 | ) | (0.36 | ) | ||||||
Net asset value, end of period | $ | 28.96 | $ | 28.27 | $ | 24.26 | ||||||
TOTAL RETURN2 | 6.04 | % | 22.25 | % | 1.82 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 262,129 | $ | 450,964 | $ | 243,806 | ||||||
Ratios to average net assets of: |
| |||||||||||
Expenses, net of expense waivers | 0.35 | % | 0.35 | % | 0.35 | %3 | ||||||
Expenses, prior to expense waivers | 0.40 | % | 0.40 | % | 0.40 | %3 | ||||||
Net investment income | 3.33 | % | 3.67 | % | 6.79 | %3 | ||||||
Portfolio turnover rate4 | 15 | % | 27 | % | 28 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
WisdomTree Trust | 139 |
Table of Contents
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund | For the Year Ended June 30, 2018 | For the Period November 3, 2016* through June 30, 2017 | ||||||
Net asset value, beginning of period | $ | 23.31 | $ | 19.63 | ||||
Investment operations: |
| |||||||
Net investment income1 | 0.71 | 0.32 | ||||||
Net realized and unrealized gain | 1.03 | 3.52 | ||||||
Total from investment operations | 1.74 | 3.84 | ||||||
Dividends and distributions to shareholders: |
| |||||||
Net investment income | (0.21 | ) | (0.15 | ) | ||||
Capital gains | (0.17 | ) | — | |||||
Return of capital | — | (0.01 | ) | |||||
Total dividends and distributions to shareholders | (0.38 | ) | (0.16 | ) | ||||
Net asset value, end of period | $ | 24.67 | $ | 23.31 | ||||
TOTAL RETURN2 | 7.44 | % | 19.61 | % | ||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||
Net assets, end of period (000’s omitted) | $ | 19,736 | $ | 2,331 | ||||
Ratios to average net assets3 of: |
| |||||||
Expenses, net of expense waivers | 0.10 | % | 0.10 | %4 | ||||
Expenses, prior to expense waivers | 0.58 | % | 0.58 | %4 | ||||
Net investment income | 2.87 | % | 2.23 | %4 | ||||
Portfolio turnover rate5 | 4 | % | 4 | % |
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period January 7, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 30.12 | $ | 23.87 | $ | 24.24 | ||||||
Investment operations: | ||||||||||||
Net investment income1 | 1.11 | 0.86 | 0.52 | |||||||||
Net realized and unrealized gain (loss) | 0.92 | 6.18 | (0.41 | ) | ||||||||
Total from investment operations | 2.03 | 7.04 | 0.11 | |||||||||
Dividends to shareholders: | ||||||||||||
Net investment income | (0.65 | ) | (0.79 | ) | (0.48 | ) | ||||||
Net asset value, end of period | $ | 31.50 | $ | 30.12 | $ | 23.87 | ||||||
TOTAL RETURN2 | 6.73 | % | 29.80 | % | 0.36 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||
Net assets, end of period (000’s omitted) | $ | 17,327 | $ | 3,012 | $ | 2,388 | ||||||
Ratios to average net assets of: | ||||||||||||
Expenses, net of expense waivers | 0.43 | % | 0.43 | % | 0.43 | %4 | ||||||
Expenses, prior to expense waivers | 0.48 | % | 0.48 | % | 0.48 | %4 | ||||||
Net investment income | 3.41 | % | 3.16 | % | 4.42 | %4 | ||||||
Portfolio turnover rate5 | 95 | % | 75 | % | 50 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
4 | Annualized. |
5 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
140 | WisdomTree Trust |
Table of Contents
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Dynamic Currency Hedged Japan Equity Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period January 7, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 27.57 | $ | 22.25 | $ | 24.38 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 0.56 | 0.38 | 0.28 | |||||||||
Net realized and unrealized gain (loss) | 1.19 | 5.32 | (2.22 | ) | ||||||||
Total from investment operations | 1.75 | 5.70 | (1.94 | ) | ||||||||
Dividends to shareholders: |
| |||||||||||
Net investment income | (1.09 | ) | (0.38 | ) | (0.19 | ) | ||||||
Net asset value, end of period | $ | 28.23 | $ | 27.57 | $ | 22.25 | ||||||
TOTAL RETURN2 | 6.34 | % | 25.70 | % | (8.00 | )% | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 2,823 | $ | 2,757 | $ | 4,449 | ||||||
Ratios to average net assets of: | ||||||||||||
Expenses, net of expense waivers | 0.43 | % | 0.43 | % | 0.43 | %3 | ||||||
Expenses, prior to expense waivers | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||
Net investment income | 1.92 | % | 1.51 | % | 2.50 | %3 | ||||||
Portfolio turnover rate4 | 13 | % | 15 | % | 22 | % |
WisdomTree Emerging Markets Dividend Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period April 7, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 29.71 | $ | 25.63 | $ | 24.53 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 0.96 | 0.96 | 0.36 | |||||||||
Net realized and unrealized gain | 1.14 | 3.96 | 0.87 | |||||||||
Total from investment operations | 2.10 | 4.92 | 1.23 | |||||||||
Dividends to shareholders: |
| |||||||||||
Net investment income | (0.86 | ) | (0.84 | ) | (0.13 | ) | ||||||
Net asset value, end of period | $ | 30.95 | $ | 29.71 | $ | 25.63 | ||||||
TOTAL RETURN2 | 7.05 | %5 | 19.46 | % | 5.01 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 34,042 | $ | 11,885 | $ | 2,563 | ||||||
Ratios to average net assets of: | ||||||||||||
Expenses | 0.32 | % | 0.32 | % | 0.32 | %3 | ||||||
Net investment income | 2.91 | % | 3.38 | % | 6.14 | %3 | ||||||
Portfolio turnover rate4 | 22 | % | 15 | % | 4 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees for the WisdomTree Dynamic Currency Hedged Japan Equity Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
5 | Includes a reimbursement from the sub-advisor for an operational error. Excluding the reimbursement, total return would have been unchanged (Note 3). |
See Notes to Financial Statements.
WisdomTree Trust | 141 |
Table of Contents
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Europe Domestic Economy Fund | For the Year Ended | For the Year Ended | For the Period through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 27.81 | $ | 20.86 | $ | 24.70 | ||||||
Investment operations: | ||||||||||||
Net investment income1 | 1.18 | 0.44 | 0.52 | |||||||||
Net realized and unrealized gain (loss) | 0.47 | 7.06 | (3.87 | ) | ||||||||
Total from investment operations | 1.65 | 7.50 | (3.35 | ) | ||||||||
Dividends to shareholders: | ||||||||||||
Net investment income | (1.63 | ) | (0.55 | ) | (0.49 | ) | ||||||
Net asset value, end of period | $ | 27.83 | $ | 27.81 | $ | 20.86 | ||||||
TOTAL RETURN2 | 5.90 | % | 36.05 | % | (13.76 | )% | ||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||
Net assets, end of period (000’s omitted) | $ | 9,741 | $ | 2,781 | $ | 3,128 | ||||||
Ratios to average net assets of: | ||||||||||||
Expenses, net of expense waivers | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||
Expenses, prior to expense waivers | 0.58 | % | 0.58 | % | 0.58 | %3 | ||||||
Net investment income | 3.77 | % | 1.85 | % | 3.32 | %3 | ||||||
Portfolio turnover rate4 | 24 | % | 12 | % | 22 | % |
WisdomTree Global ex-Mexico Equity Fund | For the Year Ended June 30, 2018 | For the Period February 10, 2017* through June 30, 2017 | ||||||
Net asset value, beginning of period | $ | 26.86 | $ | 25.22 | ||||
Investment operations: | ||||||||
Net investment income1 | 0.70 | 0.21 | ||||||
Net realized and unrealized gain | 2.45 | 1.50 | ||||||
Total from investment operations | 3.15 | 1.71 | ||||||
Dividends to shareholders: | ||||||||
Net investment income | (0.57 | ) | (0.07 | ) | ||||
Net asset value, end of period | $ | 29.44 | $ | 26.86 | ||||
TOTAL RETURN2 | 11.74 | % | 6.79 | % | ||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||
Net assets, end of period (000’s omitted) | $ | 232,612 | $ | 51,042 | ||||
Ratios to average net assets of: | ||||||||
Expenses, net of expense waivers | 0.26 | % | 0.30 | %3 | ||||
Expenses, prior to expense waivers | 0.28 | % | 0.35 | %3 | ||||
Net investment income | 2.40 | % | 2.15 | %3 | ||||
Portfolio turnover rate4 | 13 | % | 2 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
142 | WisdomTree Trust |
Table of Contents
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Global Hedged SmallCap Dividend Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period November 19, 2015* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 24.47 | $ | 20.71 | $ | 20.23 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 0.81 | 0.69 | 0.39 | |||||||||
Net realized and unrealized gain | 1.41 | 3.79 | 0.45 | |||||||||
Total from investment operations | 2.22 | 4.48 | 0.84 | |||||||||
Dividends to shareholders: |
| |||||||||||
Net investment income | (0.66 | ) | (0.72 | ) | (0.36 | ) | ||||||
Net asset value, end of period | $ | 26.03 | $ | 24.47 | $ | 20.71 | ||||||
TOTAL RETURN2 | 9.16 | % | 21.89 | % | 4.20 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 18,222 | $ | 24,473 | $ | 35,202 | ||||||
Ratios to average net assets3 of: |
| |||||||||||
Expenses, net of expense waivers | 0.00 | %4 | 0.00 | %4 | 0.00 | %4,5 | ||||||
Expenses, prior to expense waivers | 0.43 | % | 0.43 | % | 0.43 | %5 | ||||||
Net investment income | 3.18 | % | 2.97 | % | 3.23 | %5 | ||||||
Portfolio turnover rate6 | 4 | % | 3 | % | 3 | % |
WisdomTree Global SmallCap Dividend Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period November 12, 2015* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 30.62 | $ | 26.23 | $ | 24.58 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 0.91 | 0.80 | 0.61 | |||||||||
Net realized and unrealized gain | 1.60 | 4.53 | 1.52 | |||||||||
Total from investment operations | 2.51 | 5.33 | 2.13 | |||||||||
Dividends to shareholders: |
| |||||||||||
Net investment income | (0.99 | ) | (0.94 | ) | (0.48 | ) | ||||||
Net asset value, end of period | $ | 32.14 | $ | 30.62 | $ | 26.23 | ||||||
TOTAL RETURN2 | 8.21 | % | 20.56 | % | 8.71 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 22,501 | $ | 27,561 | $ | 36,716 | ||||||
Ratios to average net assets of: |
| |||||||||||
Expenses | 0.43 | % | 0.43 | % | 0.43 | %5 | ||||||
Net investment income | 2.84 | % | 2.76 | % | 3.88 | %5 | ||||||
Portfolio turnover rate6 | 30 | % | 33 | % | 8 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees for the WisdomTree Global Hedged SmallCap Dividend Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
4 | Amount represents less than 0.005%. |
5 | Annualized. |
6 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
WisdomTree Trust | 143 |
Table of Contents
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree ICBCCS S&P China 500 Fund | For the Period December 21, 2017* through June 30, 2018 | |||
Net asset value, beginning of period | $ | 30.57 | ||
Investment operations: |
| |||
Net investment income1 | 0.24 | |||
Net realized and unrealized loss | (2.18 | ) | ||
Total from investment operations | (1.94 | ) | ||
Dividends to shareholders: |
| |||
Net investment income | (0.10 | ) | ||
Net asset value, end of period | $ | 28.53 | ||
TOTAL RETURN2 | (6.35 | )% | ||
RATIOS/SUPPLEMENTAL DATA: |
| |||
Net assets, end of period (000’s omitted) | $ | 12,841 | ||
Ratios to average net assets of: | ||||
Expenses | 0.55 | %3 | ||
Net investment income | 1.43 | %3 | ||
Portfolio turnover rate4 | 2 | % |
WisdomTree Fundamental U.S. Corporate Bond Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period April 27, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 49.88 | $ | 50.69 | $ | 49.96 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 1.49 | 1.36 | 0.22 | |||||||||
Net realized and unrealized gain (loss) | (2.02 | ) | (0.63 | ) | 0.72 | |||||||
Total from investment operations | (0.53 | ) | 0.73 | 0.94 | ||||||||
Dividends and distributions to shareholders: |
| |||||||||||
Net investment income | (1.56 | ) | (1.30 | ) | (0.21 | ) | ||||||
Capital gains | — | (0.24 | ) | — | ||||||||
Total dividends and distributions to shareholders | (1.56 | ) | (1.54 | ) | (0.21 | ) | ||||||
Net asset value, end of period | $ | 47.79 | $ | 49.88 | $ | 50.69 | ||||||
TOTAL RETURN2 | (1.11 | )% | 1.52 | % | 1.89 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||
Net assets, end of period (000’s omitted) | $ | 4,779 | $ | 4,988 | $ | 5,069 | ||||||
Ratios to average net assets of: | ||||||||||||
Expenses, net of expense waivers | 0.18 | % | 0.18 | % | 0.18 | %3 | ||||||
Expenses, prior to expense waivers | 0.28 | % | 0.28 | % | 0.28 | %3 | ||||||
Net investment income | 3.02 | % | 2.74 | % | 2.50 | %3 | ||||||
Portfolio turnover rate4 | 21 | % | 45 | % | 3 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees for the WisdomTree Fundamental U.S. Corporate Bond Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
144 | WisdomTree Trust |
Table of Contents
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Fundamental U.S. High Yield Corporate Bond Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period April 27, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 52.29 | $ | 50.41 | $ | 50.19 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 2.91 | 2.80 | 0.47 | |||||||||
Net realized and unrealized gain (loss) | (2.14 | ) | 2.24 | 0.20 | ||||||||
Total from investment operations | 0.77 | 5.04 | 0.67 | |||||||||
Dividends and distributions to shareholders: |
| |||||||||||
Net investment income | (2.89 | ) | (2.79 | ) | (0.45 | ) | ||||||
Capital gains | (0.40 | ) | (0.37 | ) | — | |||||||
Total dividends and distributions to shareholders | (3.29 | ) | (3.16 | ) | (0.45 | ) | ||||||
Net asset value, end of period | $ | 49.77 | $ | 52.29 | $ | 50.41 | ||||||
TOTAL RETURN2 | 1.49 | % | 10.23 | % | 1.34 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 4,977 | $ | 5,229 | $ | 5,041 | ||||||
Ratios to average net assets of: |
| |||||||||||
Expenses, net of expense waivers | 0.38 | % | 0.38 | % | 0.38 | %3 | ||||||
Expenses, prior to expense waivers | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||
Net investment income | 5.67 | % | 5.38 | % | 5.31 | %3 | ||||||
Portfolio turnover rate4 | 35 | % | 51 | % | 0 | % |
WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period April 27, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 49.94 | $ | 50.20 | $ | 49.98 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 0.98 | 0.79 | 0.12 | |||||||||
Net realized and unrealized gain (loss) | (0.88 | ) | (0.28 | ) | 0.21 | |||||||
Total from investment operations | 0.10 | 0.51 | 0.33 | |||||||||
Dividends to shareholders: |
| |||||||||||
Net investment income | (1.01 | ) | (0.77 | ) | (0.11 | ) | ||||||
Net asset value, end of period | $ | 49.03 | $ | 49.94 | $ | 50.20 | ||||||
TOTAL RETURN2 | 0.19 | % | 1.02 | % | 0.66 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 4,903 | $ | 4,994 | $ | 5,020 | ||||||
Ratios to average net assets of: |
| |||||||||||
Expenses, net of expense waivers | 0.18 | % | 0.18 | % | 0.18 | %3 | ||||||
Expenses, prior to expense waivers | 0.28 | % | 0.28 | % | 0.28 | %3 | ||||||
Net investment income | 1.98 | % | 1.58 | % | 1.35 | %3 | ||||||
Portfolio turnover rate4 | 41 | % | 38 | % | 14 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
WisdomTree Trust | 145 |
Table of Contents
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period April 27, 2016* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 51.39 | $ | 50.32 | $ | 49.95 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 2.39 | 2.43 | 0.51 | |||||||||
Net realized and unrealized gain (loss) | (0.77 | ) | 1.60 | 0.35 | ||||||||
Total from investment operations | 1.62 | 4.03 | 0.86 | |||||||||
Dividends and distributions to shareholders: |
| |||||||||||
Net investment income | (2.38 | ) | (2.42 | ) | (0.49 | ) | ||||||
Capital gains | (0.72 | ) | (0.54 | ) | — | |||||||
Total dividends and distributions to shareholders | (3.10 | ) | (2.96 | ) | (0.49 | ) | ||||||
Net asset value, end of period | $ | 49.91 | $ | 51.39 | $ | 50.32 | ||||||
TOTAL RETURN2 | 3.28 | % | 8.19 | % | 1.73 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 4,991 | $ | 5,139 | $ | 5,032 | ||||||
Ratios to average net assets of: | ||||||||||||
Expenses, net of expense waivers | 0.38 | % | 0.38 | % | 0.38 | %3 | ||||||
Expenses, prior to expense waivers | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||
Net investment income | 4.73 | % | 4.72 | % | 5.66 | %3 | ||||||
Portfolio turnover rate4 | 66 | % | 69 | % | 0 | % |
WisdomTree Dynamic Bearish U.S. Equity Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period December 23, 2015* through June 30, 2016 | |||||||||
Net asset value, beginning of period | $ | 25.72 | $ | 24.28 | $ | 24.30 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 0.44 | 0.47 | 0.08 | |||||||||
Net realized and unrealized gain (loss) | (0.20 | ) | 0.97 | (0.06 | ) | |||||||
Total from investment operations | 0.24 | 1.44 | 0.02 | |||||||||
Distributions to shareholders: |
| |||||||||||
Return of capital | — | — | (0.04 | ) | ||||||||
Net asset value, end of period | $ | 25.96 | $ | 25.72 | $ | 24.28 | ||||||
TOTAL RETURN2 | 0.93 | % | 5.93 | % | 0.06 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||
Net assets, end of period (000’s omitted) | $ | 9,085 | $ | 5,144 | $ | 10,927 | ||||||
Ratios to average net assets of: |
| |||||||||||
Expenses, net of expense waivers | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||
Expenses, prior to expense waivers | 0.53 | % | 0.53 | % | 0.53 | %3 | ||||||
Net investment income | 1.70 | % | 1.90 | % | 0.60 | %3 | ||||||
Portfolio turnover rate4 | 158 | % | 153 | % | 4 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
146 | WisdomTree Trust |
Table of Contents
Financial Highlights (concluded)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Dynamic Long/Short U.S. Equity Fund | For the Year Ended June 30, 2018 | For the Year Ended June 30, 2017 | For the Period December 23, 2015* through June 30, 2016 | |||||||||||||
Net asset value, beginning of period | $ | 30.17 | $ | 26.70 | $ | 25.13 | ||||||||||
Investment operations: |
| |||||||||||||||
Net investment income1 | 0.56 | 0.55 | 0.24 | |||||||||||||
Net realized and unrealized gain | 2.72 | 3.47 | 1.49 | |||||||||||||
Total from investment operations | 3.28 | 4.02 | 1.73 | |||||||||||||
Dividends to shareholders: |
| |||||||||||||||
Net investment income | (0.32 | ) | (0.55 | ) | (0.16 | ) | ||||||||||
Net asset value, end of period | $ | 33.13 | $ | 30.17 | $ | 26.70 | ||||||||||
TOTAL RETURN2 | 10.90 | % | 15.25 | % | 6.88 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||
Net assets, end of period (000’s omitted) | $ | 125,892 | $ | 52,797 | $ | 17,358 | ||||||||||
Ratios to average net assets of: |
| |||||||||||||||
Expenses, net of expense waivers | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.53 | % | 0.53 | % | 0.53 | %3 | ||||||||||
Net investment income | 1.74 | % | 1.95 | % | 1.80 | %3 | ||||||||||
Portfolio turnover rate4 | 152 | % | 126 | % | 70 | % |
WisdomTree Balanced Income Fund | For the Period December 21, 2017* through June 30, 2018 | |||
Net asset value, beginning of period | $ | 24.92 | ||
Investment operations: |
| |||
Net investment income1 | 0.53 | |||
Net realized and unrealized loss | (1.13 | ) | ||
Total from investment operations | (0.60 | ) | ||
Dividends to shareholders: |
| |||
Net investment income | (0.51 | ) | ||
Net asset value, end of period | $ | 23.81 | ||
TOTAL RETURN2 | (2.43 | )% | ||
RATIOS/SUPPLEMENTAL DATA: |
| |||
Net assets, end of period (000’s omitted) | $ | 1,191 | ||
Ratios to average net assets5 of: |
| |||
Expenses, net of expense waivers | 0.03 | %3 | ||
Expenses, prior to expense waivers | 0.40 | %3 | ||
Net investment income | 4.12 | %3 | ||
Portfolio turnover rate4 | 1 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
5 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
See Notes to Financial Statements.
WisdomTree Trust | 147 |
Table of Contents
1. ORGANIZATION
WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005. As of June 30, 2018, the Trust consisted of 80 operational investment funds (each a “Fund”, collectively, the “Funds”). In accordance with Accounting Standards Update (“ASU”) 2013-08, Financial Services-Investment Companies, each Fund listed below qualifies as an investment company and is applying the accounting and reporting guidance for investment companies. These notes relate only to the Funds listed in the table below:
Fund | Commencement of Operations | |||
WisdomTree Dynamic Currency Hedged Europe Equity Fund (“Dynamic Currency Hedged Europe Equity Fund’’ and also referred to herein as ‘‘Currency Hedged Equity Fund’’) | January 7, 2016 | |||
WisdomTree Dynamic Currency Hedged International Equity Fund (“Dynamic Currency Hedged International Equity Fund’’ and also referred to herein as ‘‘Currency Hedged Equity Fund’’) | January 7, 2016 | |||
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (“Dynamic Currency Hedged International Quality Dividend Growth Fund’’ and also referred to herein as ‘‘Currency Hedged Equity Fund’’) | November 3, 2016 | |||
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (“Dynamic Currency Hedged International SmallCap Equity Fund’’ and also referred to herein as ‘‘Currency Hedged Equity Fund’’) | January 7, 2016 | |||
WisdomTree Dynamic Currency Hedged Japan Equity Fund (“Dynamic Currency Hedged Japan Equity Fund’’ and also referred to herein as ‘‘Currency Hedged Equity Fund’’) | January 7, 2016 | |||
WisdomTree Emerging Markets Dividend Fund (“Emerging Markets Dividend Fund’’) | April 7, 2016 | |||
WisdomTree Europe Domestic Economy Fund (“Europe Domestic Economy Fund’’) | October 29, 2015 | |||
WisdomTree Global ex-Mexico Equity Fund (“Global ex-Mexico Equity Fund’’) | February 10, 2017 | |||
WisdomTree Global Hedged SmallCap Dividend Fund (“Global Hedged SmallCap Dividend Fund’’ and also referred to herein as ‘‘Currency Hedged Equity Fund’’) | November 19, 2015 | |||
WisdomTree Global SmallCap Dividend Fund (“Global SmallCap Dividend Fund’’) | November 12, 2015 | |||
WisdomTree ICBCCS S&P China 500 Fund (“ICBCCS S&P China 500 Fund’’) | December 21, 2017 | |||
WisdomTree Fundamental U.S. Corporate Bond Fund (“Fundamental U.S. Corporate Bond Fund’’) | April 27, 2016 | |||
WisdomTree Fundamental U.S. High Yield Corporate Bond Fund (“Fundamental U.S. High Yield Corporate Bond Fund’’) | April 27, 2016 | |||
WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund (“Fundamental U.S. Short-Term Corporate Bond Fund’’) | April 27, 2016 | |||
WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund (“Fundamental U.S. Short-Term High Yield Corporate Bond Fund’’) | April 27, 2016 | |||
WisdomTree Dynamic Bearish U.S. Equity Fund (“Dynamic Bearish U.S. Equity Fund’’) | December 23, 2015 | |||
WisdomTree Dynamic Long/Short U.S. Equity Fund (“Dynamic Long/Short U.S. Equity Fund’’) | December 23, 2015 | |||
WisdomTree Balanced Income Fund (“Balanced Income Fund’’) | December 21, 2017 |
Each Fund seeks to track the price and yield performance, before fees and expenses, of a particular index (“Index”) developed by WisdomTree Investments, Inc. (“WisdomTree Investments’’) or an Index developed by a third party. WisdomTree Investments is the parent company of WisdomTree Asset Management, Inc. (‘‘WTAM’’), the investment adviser to each Fund and the Trust. “WisdomTree” is a registered trademark of WisdomTree Investments and has been licensed for use by the Trust. Each Fund described herein is considered to be non-diversified.
In the normal course of business, the Funds may enter into contracts that contain a variety of representations or that provide indemnification for certain liabilities. The Funds’ maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims or losses pursuant to these contracts and believes such exposure to be remote.
2. SIGNIFICANT ACCOUNTING POLICIES
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (the “Codification”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants.
The following is a summary of significant accounting policies followed by the Funds:
Use of Estimates — The preparation of financial statements in conformity with GAAP, requires management to make certain 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 increases and decreases in the net assets from operations during the reporting period. Actual results could differ from those estimates.
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Investment Valuation — The net asset value (“NAV”) of each Fund’s shares is calculated each day a Fund is open for business as of the regularly scheduled close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time (the “NAV Calculation Time”). NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions or large investors may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market prices. Most investors will buy and sell shares in the secondary market through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees of the Trust (the “Board of Trustees”). Equity securities (including preferred stock) traded on any recognized U.S. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the last quoted sale price or, if no sale price is available, at the mean between the highest bid and lowest ask price. Each Fund may invest in money market funds which are valued at their NAV per share and exchange-traded funds (“ETFs” or “ETF”) or exchange-traded notes (“ETNs” or “ETN”) which are valued at their last sale or official closing price on the exchange on which they are principally traded or at their NAV per share in instances where the ETF or ETN has not traded on its principal exchange. Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities, may consider such factors as recent transactions, indications from broker-dealers yields and quoted prices on similar securities, and market sentiment for the type of security. U.S. fixed income securities may be valued as of the announced closing time for such securities on any day that the Securities Industry and Financial Markets Association announces an early closing time. Foreign currency contracts are valued daily using WM/Reuters closing spot and forward rates as of 4:00 p.m. London time, except, foreign currency contracts on Asian currencies for Global Hedged SmallCap Dividend Fund are valued using WM/Reuters closing spot and forward rates as of 2:00 p.m. Singapore time. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade. Swap contracts are generally marked to market daily based upon values from independent pricing service providers or quotations from broker-dealers to the extent available.
In certain instances, such as when reliable market valuations are not readily available or are not deemed to reflect current market values, a Fund’s investments, which include derivatives, will be fair valued in accordance with the Fund’s pricing policy. The Board of Trustees has established a pricing committee (the “Pricing Committee”) which is comprised of senior representatives of WTAM and which reports to the Board of Trustees on a quarterly basis. In the event that a financial instrument cannot be valued based upon a price from a national securities exchange, independent pricing service provider or broker-dealer quotation, or such prices are deemed to not reflect current market value, the Pricing Committee may value the financial instrument in good faith under the policies and procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events.” An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV Calculation Time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.
Fair Value Measurement — In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that each Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. ASC 820 established a three-tier hierarchy of inputs to be used when determining fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk — for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:
Level 1 – quoted prices in active markets for identical securities
Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)
Level 3 – significant unobservable inputs (including each Fund’s assumptions in determining the fair value of investments)
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The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.
Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as amended); (iii) a security whose trading has been suspended or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets on which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).
The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:
Financial instruments are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.
Determination of a fair value by the Pricing Committee may include significant unobservable inputs and therefore would be reflected as a Level 3 of the fair value hierarchy. The Pricing Committee may employ a market-based valuation approach which may use, among other potential considerations, related or comparable securities, recent transactions, market multiples, and other relevant information to determine fair value. The Pricing Committee may also use an income-based valuation approach in which anticipated future cash flows of the financial instrument are discounted to calculate fair value. The Pricing Committee meets at least on a monthly basis to review and discuss the appropriateness of such fair values using more current information such as, recent security news, recent market transactions, updated corporate action information and/or other macro or security specific events. Also, when observable inputs become available, the Pricing Committee conducts back testing of the methodologies used to value Level 3 financial instruments to substantiate the unobservable inputs used to value those investments. Such back testing includes comparing Level 3 investment values to observable inputs such as exchange-traded prices, transaction prices, and/or vendor prices.
The following is a summary of the fair valuations according to the inputs used as of June 30, 2018 in valuing each Fund’s assets:
Dynamic Currency Hedged Europe Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 16,374,918 | $ | — | $ | — | ||||||
Rights | ||||||||||||
Italy | — | 0 | † | — | ||||||||
Spain | 4,291 | — | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 1,430 | — | |||||||||
Total | $ | 16,379,209 | $ | 1,430 | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 25,629 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (6,130 | ) | — | ||||||||
Total - Net | $ | 16,379,209 | $ | 20,929 | $ | — |
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Dynamic Currency Hedged International Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 260,694,089 | $ | — | $ | — | ||||||
Rights | ||||||||||||
Italy | — | 0 | † | — | ||||||||
Spain | 26,514 | — | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 19,827 | — | |||||||||
Total | $ | 260,720,603 | $ | 19,827 | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 1,905,287 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (108,793 | ) | — | ||||||||
Total - Net | $ | 260,720,603 | $ | 1,816,321 | $ | — | ||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | Level 1 | Level 2 | Level 3 | |||||||||
Exchange-Traded Fund | $ | 19,718,373 | $ | — | $ | — | ||||||
Total | $ | 19,718,373 | $ | — | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 168,492 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (4,858 | ) | — | ||||||||
Total - Net | $ | 19,718,373 | $ | 163,634 | $ | — | ||||||
Dynamic Currency Hedged International SmallCap Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 17,283,637 | $ | — | $ | — | ||||||
Rights | 4,329 | — | — | |||||||||
Total | $ | 17,287,966 | $ | — | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 165,230 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (2,846 | ) | — | ||||||||
Total - Net | $ | 17,287,966 | $ | 162,384 | $ | — | ||||||
Dynamic Currency Hedged Japan Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 2,802,474 | $ | — | $ | — | ||||||
Total | $ | 2,802,474 | $ | — | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 30,280 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (116 | ) | — | ||||||||
Total - Net | $ | 2,802,474 | $ | 30,164 | $ | — | ||||||
Emerging Markets Dividend Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks | ||||||||||||
South Korea | $ | 3,689,893 | $ | — | $ | 26,211 | ** | |||||
Taiwan | 7,437,641 | 61,154 | — | |||||||||
Other* | 22,634,750 | — | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 325,042 | — | |||||||||
Total | $ | 33,762,284 | $ | 386,196 | $ | 26,211 |
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Europe Domestic Economy Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 9,699,626 | $ | — | $ | — | ||||||
Rights | ||||||||||||
Italy | — | 0 | † | — | ||||||||
Spain | 2,389 | — | — | |||||||||
Total | $ | 9,702,015 | $ | 0 | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 0 | † | — | ||||||||
Total - Net | $ | 9,702,015 | $ | 0 | $ | — | ||||||
Global ex-Mexico Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks | ||||||||||||
Taiwan | $ | 2,497,576 | $ | 86,172 | $ | — | ||||||
Other* | 229,482,651 | — | — | |||||||||
Rights | ||||||||||||
Italy | — | 0 | † | — | ||||||||
Spain | 10,774 | — | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 575,978 | — | |||||||||
Total | $ | 231,991,001 | $ | 662,150 | $ | — | ||||||
Global Hedged SmallCap Dividend Fund | Level 1 | Level 2 | Level 3 | |||||||||
Exchange-Traded Fund | $ | 18,216,960 | $ | — | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 937,200 | — | |||||||||
Total | $ | 18,216,960 | $ | 937,200 | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 157,505 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (4,982 | ) | — | ||||||||
Total - Net | $ | 18,216,960 | $ | 1,089,723 | $ | — | ||||||
Global SmallCap Dividend Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 22,295,207 | $ | — | $ | — | ||||||
Exchange-Traded Fund | 118,246 | — | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 446,544 | — | |||||||||
Total | $ | 22,413,453 | $ | 446,544 | $ | — | ||||||
ICBCCS S&P China 500 Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks | ||||||||||||
Air Freight & Logistics | $ | 33,740 | $ | — | $ | 3,350 | ** | |||||
Airlines | 79,303 | — | 3,268 | ** | ||||||||
Biotechnology | 80,549 | — | 11,787 | ** | ||||||||
Building Products | 10,069 | — | 4,289 | ** | ||||||||
Chemicals | 233,433 | — | 43,655 | ** | ||||||||
Construction & Engineering | 233,176 | — | 49,062 | ** | ||||||||
Electrical Equipment | 162,934 | — | 12,308 | ** | ||||||||
Machinery | 304,399 | — | 4,707 | ** | ||||||||
Media | 69,724 | — | 10,270 | ** | ||||||||
Metals & Mining | 402,718 | — | 13,247 | ** | ||||||||
Real Estate Management & Development | 662,276 | — | 4,252 | ** | ||||||||
Road & Rail | 43,144 | — | 5,390 | ** | ||||||||
Textiles, Apparel & Luxury Goods | 75,733 | — | 3,019 | ** | ||||||||
Trading Companies & Distributors | 23,965 | — | 7,594 | ** | ||||||||
Other* | 10,157,210 | — | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 49,376 | — | |||||||||
Total | $ | 12,572,373 | $ | 49,376 | $ | 176,198 |
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Fundamental U.S. Corporate Bond Fund | Level 1 | Level 2 | Level 3 | |||||||||
Corporate Bonds | $ | — | $ | 4,710,266 | $ | — | ||||||
U.S. Government Obligations | — | 9,544 | — | |||||||||
Total | $ | — | $ | 4,719,810 | $ | — | ||||||
Fundamental U.S. High Yield Corporate Bond Fund | Level 1 | Level 2 | Level 3 | |||||||||
Corporate Bonds | $ | — | $ | 4,777,351 | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 196,263 | — | |||||||||
Total | $ | — | $ | 4,973,614 | $ | — | ||||||
Fundamental U.S. Short-Term Corporate Bond Fund | Level 1 | Level 2 | Level 3 | |||||||||
Corporate Bonds | $ | — | $ | 4,805,540 | $ | — | ||||||
Foreign Corporate Bond | — | 35,029 | — | |||||||||
Total | $ | — | $ | 4,840,569 | $ | — | ||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | Level 1 | Level 2 | Level 3 | |||||||||
Corporate Bonds | $ | — | $ | 4,770,208 | $ | — | ||||||
Foreign Corporate Bond | — | 49,810 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 246,633 | — | |||||||||
Total | $ | — | $ | 5,066,651 | $ | — | ||||||
Dynamic Bearish U.S. Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 8,984,366 | $ | — | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 169,356 | — | |||||||||
Total | $ | 8,984,366 | $ | 169,356 | $ | — | ||||||
Unrealized Appreciation on Swap Contracts | — | 87,098 | — | |||||||||
Total – Net | $ | 8,984,366 | $ | 256,454 | $ | — | ||||||
Dynamic Long/Short U.S. Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 125,677,696 | $ | — | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 2,889,918 | — | |||||||||
Total | $ | 125,677,696 | $ | 2,889,918 | $ | — | ||||||
Balanced Income Fund | Level 1 | Level 2 | Level 3 | |||||||||
Exchange-Traded Funds | $ | 1,191,056 | $ | — | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 60,386 | — | |||||||||
Total | $ | 1,191,056 | $ | 60,386 | $ | — |
† | Amount represents less than $1. |
* | Please refer to the Schedule of Investments for a breakdown of the valuation by industry type and/or country. |
** | Securities are being fair valued using significant unobservable inputs by the Pricing Committee. |
The Funds have elected to use the beginning of period method for transfers between fair value measurement levels.
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The following is a reconciliation of assets in which significant unobservable inputs (Level 3) were used in determining fair value:
Common Stocks | ||||
China | ||||
ICBCCS S&P China 500 Fund | ||||
Balance as of December 21, 2017* | $ | — | ||
Realized gain (loss) | — | |||
Change in unrealized appreciation (depreciation) | (40,026 | ) | ||
Purchases | 216,224 | |||
Sales | — | |||
Transfers into Level 3 | — | |||
Transfers out of Level 3 | — | |||
Balance as of June 30, 2018 | $ | 176,198 | ||
Net change in unrealized appreciation (depreciation) from investments still held as of June 30, 2018 is: | (40,026 | ) |
* | Commencement of operations. |
The following is a summary of the significant unobservable inputs used as of June 30, 2018 in valuing Level 3 securities:
Fund | Value | Valuation Approach | Valuation Technique | Unobservable Input | Range of Input Values | Weighted Average of Input Values | Impact to from an | |||||||||||||||||||||||||||||||||||||||
ICBCCS S&P China 500 Fund | ||||||||||||||||||||||||||||||||||||||||||||||
Common Stocks | ||||||||||||||||||||||||||||||||||||||||||||||
Air Freight & Logistics | $ | 3,350 | Market | Market Quotation | Last Traded Price | | 12.33 CNY | | 12.33 | CNY | Increase | |||||||||||||||||||||||||||||||||||
Airlines | 3,268 | Market | Market Quotation | Last Traded Price | | 3.23 CNY | | 3.23 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Biotechnology | 11,787 | Market | Market Quotation | Last Traded Price | | 19.52 CNY | | 19.52 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Building Products | 4,289 | Market | Market Quotation | Last Traded Price | | 5.80 CNY | | 5.80 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Chemicals | 43,655 | Market | Market Quotation | Last Traded Price | 6.62 | CNY | — | 28.34 | CNY | 16.35 | CNY | Increase | ||||||||||||||||||||||||||||||||||
Construction & Engineering | 49,062 | Market | Market Quotation | Last Traded Price | 7.29 | CNY | — | 19.58 | CNY | 10.64 | CNY | Increase | ||||||||||||||||||||||||||||||||||
| Market Comparable |
| | Percent change in value of market comparable security | | -2.41 | % | — | 0.00 | % | -1.46 | % | Increase | |||||||||||||||||||||||||||||||||
Electrical Equipment | 12,308 | Market | Market Quotation | Last Traded Price | | 5.33 CNY | | 5.33 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
| Market Comparable | | | Percent change in value of market comparable security | | | -15.93% | |
| -15.93 | % | Increase | ||||||||||||||||||||||||||||||||||
Machinery | 4,707 | Market | Market Quotation | Last Traded Price | | 11.55 CNY | | 11.55 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Media | 10,270 | Market | Market Quotation | Last Traded Price | | 8.40 CNY | | 8.40 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Metals & Mining | 13,247 | Market | Market Quotation | Last Traded Price | 2.02 | CNY | — | 6.00 | CNY | 4.33 | CNY | Increase | ||||||||||||||||||||||||||||||||||
Real Estate Management & Development | 4,252 | Market | Market Quotation | Last Traded Price | | 21.67 CNY | | 21.67 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Road & Rail | 5,390 | Market | Market Quotation | Last Traded Price | | 4.96 CNY | | 4.96 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Textiles, Apparel & Luxury Goods | 3,019 | Market | Market Quotation | Last Traded Price | | 9.09 CNY | | 9.09 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Trading Companies & Distributors | 7,594 | Market | Market Quotation | Last Traded Price | | 4.30 CNY | | 4.30 | CNY | Increase | ||||||||||||||||||||||||||||||||||||
Total | $ | 176,198 |
Derivatives and Hedging Disclosure �� Codification Topic 815 (“ASC 815”), Derivatives and Hedging, requires qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts of gains and losses on derivative instruments, and disclosures about credit-risk-related contingent features in derivative agreements. The Funds have invested in derivatives, specifically foreign currency contracts, swap contracts and futures contracts during the year ended June 30, 2018 and open positions in such derivatives as of June 30, 2018 are detailed in each Fund’s Schedule of Investments. All of the derivative instruments disclosed and described herein are subject to credit risk. Credit risk is where the financial condition of an issuer of a security or instrument may cause it to default or become unable to pay interest or principal due on the security or where the counterparty to a derivative contract might default on its obligations. The Funds’ derivative agreements also contain credit-risk related contingent features which include, but are not limited to, a percentage decline in the Funds’ NAV over a specified time
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period. If an event occurred at June 30, 2018 that triggered a contingent feature, the counterparty to the agreement may require the Funds to post additional collateral or terminate the derivative positions and demand payment. Any collateral posted with respect to the derivative positions would be used to offset or reduce the payment. The maximum exposure to derivatives agreements with credit-risk related contingent features would be the total value of derivatives in net liability positions for each Fund, as disclosed on page 160. At June 30, 2018, the Funds did not receive or post collateral with any counterparty for derivatives and no event occurred that triggered a credit-risk-related contingent feature. Information with respect to the amounts and types of collateral received and/or posted for derivative instruments as of June 30, 2018, if any, is reflected as a footnote below the respective derivatives tables on each Fund’s Schedule of Investments.
As of June 30, 2018, the effects of such derivative instruments on each Fund’s financial position as reflected in the Statements of Assets and Liabilities are presented in the summary below:
Fund | Asset Derivatives | Liability Derivatives | ||||||||||
Balance Sheet Location | Value | Balance Sheet Location | Value | |||||||||
Dynamic Currency Hedged Europe Equity Fund | ||||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | $ | 25,629 | Unrealized depreciation on foreign currency contracts | $ | 6,130 | ||||||
Dynamic Currency Hedged International Equity Fund | ||||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 1,905,287 | Unrealized depreciation on foreign currency contracts | 108,793 | ||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 168,492 | Unrealized depreciation on foreign currency contracts | 4,858 | ||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 165,230 | Unrealized depreciation on foreign currency contracts | 2,846 | ||||||||
Dynamic Currency Hedged Japan Equity Fund | ||||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 30,280 | Unrealized depreciation on foreign currency contracts | 116 | ||||||||
Europe Domestic Economy Fund | ||||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 0 | † | Unrealized depreciation on foreign currency contracts | — | |||||||
Global Hedged SmallCap Dividend Fund | ||||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 157,505 | Unrealized depreciation on foreign currency contracts | 4,982 | ||||||||
Dynamic Bearish U.S. Equity Fund | ||||||||||||
Equity contracts | Unrealized appreciation on swap contracts | 87,098 | Unrealized depreciation on swap contracts | — |
† | Amount represents less than $1. |
For the fiscal year or period ended June 30, 2018, the effects of derivative instruments on each Fund’s financial performance as reflected in the Statements of Operations are presented in the summary below:
Fund | Amount of Realized Gain or (Loss) on Derivatives Recognized1 | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2 | ||||||
Dynamic Currency Hedged Europe Equity Fund | ||||||||
Foreign exchange contracts | $ | 177,060 | $ | 25,693 | ||||
Dynamic Currency Hedged International Equity Fund | ||||||||
Foreign exchange contracts | (4,791,189 | ) | 2,642,169 | |||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||
Foreign exchange contracts | 55,868 | 170,597 | ||||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||
Foreign exchange contracts | (106,523 | ) | 169,099 | |||||
Dynamic Currency Hedged Japan Equity Fund | ||||||||
Foreign exchange contracts | (53,035 | ) | (8,602 | ) | ||||
Emerging Markets Dividend Fund | ||||||||
Foreign exchange contracts | (24,180 | ) | — | |||||
Europe Domestic Economy Fund | ||||||||
Foreign exchange contracts | (1,627 | ) | 0 | † |
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Fund | Amount of Realized Gain or (Loss) on Derivatives Recognized1 | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2 | ||||||
Global ex-Mexico Equity Fund | ||||||||
Foreign exchange contracts | $ | (25,824 | ) | $ | 19 | |||
Global Hedged SmallCap Dividend Fund | ||||||||
Foreign exchange contracts | (140,493 | ) | 204,410 | |||||
Global SmallCap Dividend Fund | ||||||||
Foreign exchange contracts | (13,383 | ) | 8 | |||||
Equity contracts | 18,613 | — | ||||||
ICBCCS S&P China 500 Fund3 | ||||||||
Foreign exchange contracts | 35,149 | — | ||||||
Dynamic Bearish U.S. Equity Fund | ||||||||
Equity contracts | (506,160 | ) | 56,334 | |||||
Dynamic Long/Short U.S. Equity Fund | ||||||||
Equity contracts | 1,781,674 | (149,500 | ) |
† | Amount represents less than $1. |
1 | Realized gains (losses) on derivatives are located on the Statements of Operations as follows: |
Foreign exchange contracts | Net realized gain (loss) from foreign currency contracts | |
Equity contracts | Net realized gain (loss) from futures contracts and swap contracts |
2 | Change in unrealized appreciation (depreciation) is located on the Statements of Operations as follows: |
Foreign exchange contracts | Net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts | |
Equity contracts | Net increase (decrease) in unrealized appreciation/depreciation from swap contracts |
3 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
During the fiscal year or period ended June 30, 2018, the volume of derivative activity (based on the average of month-end balances, except where footnoted) for each Fund was as follows:
Average Notional | ||||||||||||||||
Fund | Foreign currency contracts (to deliver USD) | Foreign currency contracts (to receive USD) | Swap contracts (short) | Futures contracts (long) | ||||||||||||
Dynamic Currency Hedged Europe Equity Fund | ||||||||||||||||
Foreign exchange contracts | $ | 4,757,394 | $ | 9,879,492 | $ | — | $ | — | ||||||||
Dynamic Currency Hedged International Equity Fund | ||||||||||||||||
Foreign exchange contracts | 223,725,332 | 438,575,363 | — | — | ||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||||||||||
Foreign exchange contracts | 3,037,586 | 6,152,342 | — | — | ||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||||||||||
Foreign exchange contracts | 5,214,426 | 10,565,993 | — | — | ||||||||||||
Dynamic Currency Hedged Japan Equity Fund | ||||||||||||||||
Foreign exchange contracts | 1,803,828 | 3,542,885 | — | — | ||||||||||||
Emerging Markets Dividend Fund | ||||||||||||||||
Foreign exchange contracts | 105,006 | 2,345 | — | — | ||||||||||||
Europe Domestic Economy Fund | �� | |||||||||||||||
Foreign exchange contracts | — | 29,812 | — | — | ||||||||||||
Global ex-Mexico Equity Fund | ||||||||||||||||
Foreign exchange contracts | 53,312 | 12,718 | — | — | ||||||||||||
Global Hedged SmallCap Dividend Fund | ||||||||||||||||
Foreign exchange contracts | 9,743,599 | 19,088,072 | — | — | ||||||||||||
Global SmallCap Dividend Fund | ||||||||||||||||
Equity contracts1 | — | — | — | 496,487 | ||||||||||||
Foreign exchange contracts | 8,719 | 29,725 | — | — | ||||||||||||
ICBCCS S&P China 500 Fund1,2 | ||||||||||||||||
Foreign exchange contracts | 430,355 | 2,296,188 | — | — | ||||||||||||
Dynamic Bearish U.S. Equity Fund | ||||||||||||||||
Equity contracts | — | — | 4,969,177 | — | ||||||||||||
Dynamic Long/Short U.S. Equity Fund | ||||||||||||||||
Equity contracts | — | — | 8,662,681 | — |
1 | The volume of derivative activity for the period is based on intra-month balances. |
2 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
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Investment Transactions and Investment Income — Investment transactions are recorded as of the date that the securities are purchased or sold (trade date). Realized gains and losses on sales of portfolio securities are calculated using the identified-cost method. Dividend income (net of foreign taxes withheld, if any) is recognized on the ex-dividend date or as soon as practicable after the existence of a dividend declaration has been determined. Non-cash dividend income is recognized at the fair value of securities received on the ex-dividend date or as soon as practicable after the existence of a dividend declaration has been determined. Interest income (including amortization of premiums and accretion of discounts), net of any foreign taxes withheld, is accrued daily. Generally, amortization of premiums and accretion of discounts are recognized daily using the interest method (also known as the scientific amortization method). Income earned from securities lending activities (i.e. Securities lending income), net of fees payable to the securities borrower and/or securities lending agent, is accrued daily.
Foreign Currency Translation — The accounting records of the Funds are maintained in U.S. dollars. Foreign currencies, as well as investment securities and other assets and liabilities denominated in foreign currencies, are translated into U.S. dollars using exchange rates prevailing on the respective dates of such transactions that are deemed appropriate by WTAM. Realized and unrealized foreign exchange gains and losses on investments are included as a component of net realized gain (loss) from investment transactions and net increase (decrease) in unrealized appreciation (depreciation) from investment transactions, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses from foreign currency contracts are included in net realized gain (loss) from foreign currency contracts and net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses arising from sales of foreign currencies, currency gains or losses recognized between the trade and settlement dates on investment transactions, and the difference between the amounts of dividends and foreign withholding taxes recorded on the Funds’ books and the U.S. dollar equivalent of the amounts actually received or paid are included in net realized gain (loss) from foreign currency related transactions and/or increase (decrease) in unrealized appreciation (depreciation) from translation of assets and liabilities denominated in foreign currencies in the Statements of Operations. Certain foreign exchange gains and losses included in realized and unrealized gains or losses are included in, or are a reduction of, ordinary income in accordance with U.S. Federal income tax regulations.
Expenses/Reimbursements — Under the investment advisory agreement for each Fund, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other fees, charges, taxes, levies or expenses (such as stamp taxes) incurred in connection with the execution of portfolio transactions or in connection with creation and redemption transactions (including without limitation any fees, charges, taxes, levies or expenses related to the purchase or sale of an amount of any currency, or the partition or repatriation of any security or other asset, related to the execution of portfolio transactions or any creation or redemption transactions); (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of trustees who are not interested persons of the Funds (‘‘Independent Trustees’’); (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s Chief Compliance Officer (‘‘CCO’’); (vi) extraordinary expenses (in each case as determined by a majority of the Independent Trustees); (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (viii) interest and taxes of any kind or nature (including, but not limited to, income, excise, transfer and withholding taxes); (ix) fees and expenses related to the provision of securities lending services; and (x) the advisory fee payable to WTAM.
Acquired fund fees and expenses (“AFFEs”) (which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies) are not operating expenses of the Funds and are not paid by WTAM.
Pursuant to a separate contractual arrangement, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees. WTAM receives a fee, as shown on the Statements of Operations under “Service fees”, of up to 0.0044% per annum of each Fund’s average daily net assets for providing such services and paying such expenses. WTAM provides CCO services to the Trust.
Foreign minimum reserve funds — In order to mitigate the risk of failed trades in the onshore China equity market, the China Securities Depository and Clearing Corporation Limited (“CSDCC”) requires investors to maintain minimum reserve funds in one of the CSDCC’s designated cash clearing banks. At June 30, 2018, the ICBCCS S&P China 500 Fund, held foreign currency in such a CSDCC designated clearing bank having a U.S. dollar equivalent value equal to $4,226.
Currency Transactions — The Funds may enter into foreign currency contracts to facilitate local securities settlements or to protect against currency exposure. The Funds, other than the Currency Hedged Equity Funds, do not expect to engage in currency transactions for the purpose of hedging against declines in the value of the Fund’s assets that are denominated in one or more foreign currencies. The Funds may not enter into such contracts for speculative purposes.
Forward Foreign Currency Contracts — The Currency Hedged Equity Funds, except the Global Hedged SmallCap Dividend Fund, utilized forward foreign currency contracts (‘‘Forward Contract’’) to dynamically obtain either a net long or net short exposure to foreign currencies consistent with each Currency Hedged Equity Fund’s investment objective. The Global Hedged SmallCap
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Dividend Fund utilized Forward Contracts to obtain net short exposure to foreign currencies consistent with its investment objective. The Emerging Markets Dividend Fund, Europe Domestic Economy Fund, Global ex-Mexico Equity Fund, Global SmallCap Dividend Fund, and the ICBCCS S&P China 500 Fund utilized Forward Contracts to facilitate foreign security settlements. A Forward Contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. These contracts are principally traded in the inter-bank market conducted directly between currency traders (usually large, commercial banks) and their customers. A Forward Contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades. However, if a Fund is in an unrealized loss position on a Forward Contract, it may be required to pledge collateral (or additional collateral) to the counterparty. If a Fund is in an unrealized gain position on a Forward Contract, it may receive collateral from the counterparty.
Risks may arise upon entering into Forward Contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar or each other.
Fluctuations in the value of open Forward Contracts are recorded for book purposes as unrealized gains or losses on Forward Contracts by the Funds and included in net increase (decrease) in unrealized appreciation (depreciation) from foreign currency contracts on the Statements of Operations. Realized gains and losses on Forward Contracts include net gains or losses recognized by the Funds on contracts which have settled are included in net realized gain (loss) from foreign currency contracts on the Statements of Operations.
Futures Contracts — The Global SmallCap Dividend Fund utilized equity futures contracts on a temporary basis to obtain market exposure consistent with its investment objective during the Fund’s annual portfolio rebalance. When a Fund purchases a listed futures contract, it agrees to purchase a specified reference asset (e.g., commodity, currency or Treasury security) at a specified future date. When a Fund sells a listed futures contract, it agrees to sell a specified reference asset (e.g., commodity, currency or Treasury security) at a specified future date. The price at which the purchase and sale will take place is fixed when the Fund enters into the contract. The exchange clearing corporation is the ultimate counterparty for all exchange-listed contracts, so credit risk is limited to the creditworthiness of the exchange’s clearing corporation.
Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or government securities equal to a certain percentage of the contract amount. This amount is known as the “initial margin”. Subsequent payments, known as “variation margin”, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts payments may be made or received at settlement. Such variation margin is recorded for financial statement purposes on a daily basis as an unrealized gain or loss on futures until the financial futures contract is closed, at which time the net gain or loss is reclassified to realized gain or loss on futures. When a Fund purchases or sells a futures contract, the Fund is required to “cover” its position in order to limit the risk associated with the use of leverage and other related risks. To cover its position, a Fund will segregate assets consisting of, or take other measures with respect to, cash or liquid securities that, when added to any amounts deposited with a futures commission merchant as margin, will “cover” its position in a manner consistent with the 1940 Act or the rules and SEC interpretations thereunder. This will function as a practical limit on the amount of leverage which a Fund may undertake and on the potential increase in the speculative character of a Fund’s outstanding portfolio securities.
Total Return Swap Contracts — The Dynamic Bearish U.S. Equity Fund and the Dynamic Long/Short U.S. Equity Fund utilized total return swap contracts to obtain short exposure to the S&P 500 Index. Total return swap contracts are agreements between counterparties to exchange the return of a given underlying reference asset/index, including income and any appreciation/depreciation in value of the reference asset/index, in exchange for payments equal to a rate of interest on another reference asset. During the term of the outstanding swap agreement, changes in the underlying value of the swap are recorded as unrealized gains and losses and the periodic payments received or made on the swap are recorded as realized gains or losses. Swap agreements may be used to achieve exposure to, for example, currencies, interest rates, indexes and money market securities without actually purchasing such currencies or securities. A Fund may use swap agreements to invest in a market without owning or taking physical custody of the underlying securities in circumstances in which direct investment is restricted for legal reasons or is otherwise impractical. Swap agreements will tend to shift a Fund’s investment exposure from one type of investment to another or from one payment stream to another. Depending on their structure, swap agreements may increase or decrease a Fund’s exposure to long- or short-term interest rates (in the United States or abroad), foreign currencies, corporate borrowing rates, or other factors, and may increase or decrease the overall volatility of a Fund’s investments and its share price. Total return swaps are exposed to the market risk factor of the specific underlying reference asset/index such as unanticipated movements in the value of the exchange rates, interest rates, securities, or the reference asset/index. Additional risks to a Fund include the possibility that there is no liquid market for these agreements or that the swap counterparty may default on its obligation to perform. A Fund’s maximum loss from counterparty risk is the fair value of the contract.
Securities Lending — Each Fund may lend portfolio securities to certain creditworthy borrowers, including the Funds’ securities lending agent. It is the Funds’ policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral in the form of cash and/or high-grade debt
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obligations, equivalent to at least 100% of the market value of securities, is maintained at all times. The cash collateral can be invested in certain money market mutual funds which also have exposure to the fluctuations of the market. The values of the investments of cash collateral for securities on loan along with the obligations to return such collateral are included on the Statements of Assets and Liabilities. The total value of securities received as collateral for securities on loan is included in a footnote following each Schedule of Investments, but is not included within the Statements of Assets and Liabilities because the receiving Fund does not have the right to sell or repledge the securities received as collateral. Each Fund receives compensation for lending its securities from interest or dividends earned on the cash or U.S. government securities held as collateral, net of fee rebates paid to the borrower plus reasonable administrative and custody fees, all of which are included in the securities lending income earned by the Funds and disclosed on the Statements of Operations. The dividend and interest income earned on the securities loaned is accounted for in the same manner as other dividend and interest income. The borrower pays to the Funds an amount equal to any dividends or interest received on loaned securities. Dividends received while a security is out on loan are not considered Qualified Dividend Income (“QDI”) under the specific criteria issued by the Internal Revenue Service and are subject to taxation at the shareholder’s ordinary income tax rate instead of the lower long-term capital gains tax rate. Lending portfolio securities could result in a loss or delay in recovering each Fund’s securities if the borrower defaults.
Master Netting Arrangements — ASU No. 2011-11 “Disclosures about Offsetting Assets and Liabilities” (“ASU 2011-11”) is generally intended to (i) help investors and other financial statement users to better assess the effect or potential effect of offsetting arrangements on a company’s financial position, (ii) improve transparency in the reporting of how companies mitigate credit risk, and (iii) facilitate comparisons between those entities that prepare their financial statements on the basis of GAAP and those entities that prepare their financial statements on the basis of international financial reporting standards. ASU 2011-11 requires entities to disclose (i) gross and net information about both instruments and transactions eligible for offset in the financial statements, and (ii) instruments and transactions subject to an agreement similar to a master netting agreement. ASU 2011-11 is limited in scope to the following financial instruments, to the extent they are offset in the financial statements or subject to an enforceable master netting arrangement or similar agreement: (i) recognized derivative instruments accounted for under ASC 815 (Derivatives and Hedging); (ii) repurchase agreements and reverse repurchase agreements; and (iii) securities borrowing and securities lending transactions.
In order to better define its contractual rights and to secure rights that will help a Fund mitigate its counterparty risk, a Fund may enter into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) or similar agreement with its counterparties. An ISDA Master Agreement is a bilateral agreement between a Fund and a counterparty that governs over-the-counter derivatives (“OTC”), such as total return swap contracts and Forward Contracts, and typically contains, among other things, collateral posting terms, netting and rights of set-off provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, a Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and receivables to create a single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out netting) or similar event, including the bankruptcy or insolvency of the counterparty.
Collateral requirements generally differ by type of derivative. Collateral terms are contract-specific for OTC derivatives (e.g. foreign exchange contracts, options and certain swaps). Generally, for transactions traded under an ISDA Master Agreement, the collateral requirements are calculated by netting the marked to market amount for each transaction under such agreement and comparing that amount to the value of any collateral currently pledged by a Fund and the counterparty. Generally, the amount of collateral due from or to a counterparty must exceed a minimum transfer amount threshold before a transfer is required to be made. To the extent amounts due to a Fund from its derivatives counterparties are not fully collateralized, contractually or otherwise, the Fund bears the risk of loss from a counterparty’s non-performance.
The Funds’ security lending activities are governed by a Securities Lending Authorization Agreement (“Lending Agreement”) between the Funds and the lending agent. The Lending Agreement authorizes the lending agent to lend qualifying U.S. and foreign securities held by a Fund to approved borrowers (each a “Borrower”). To mitigate borrower risk, a Fund typically receives from a Borrower collateral in the form of U.S. dollar cash and/or securities issued or guaranteed by the U.S. government or its agencies in excess of the market value of the securities loaned. Under the provisions of the Lending Agreement, a Fund shall have, as to the collateral, all of the rights and remedies of a secured party under applicable law. A Fund is exposed to risk of loss if a Borrower defaults on its obligation to return borrowed securities and the value of the collateral a Fund received is insufficient to cover the market value of the securities loaned. Also, the lending agent is permitted to invest the cash collateral it receives from a Borrower into a money market fund which is subject to market fluctuation. Therefore, a Fund is exposed to risk of loss if the value of invested cash collateral is insufficient to satisfy the Fund’s obligation to return the full amount owed to such Borrower.
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For financial reporting purposes, the Funds elect to not offset assets and liabilities subject to an ISDA Master Agreement or Lending Agreement, if any, in the Statements of Assets and Liabilities. Therefore, all qualifying transactions are presented on a gross basis in the Statements of Assets and Liabilities. As of June 30, 2018, the impact of netting of assets and liabilities and the offsetting of collateral pledged or received based on contractual netting/set-off provisions in the ISDA Master Agreement and the Lending Agreement are detailed in the following table:
Assets | Liabilities | |||||||||||||||||||||||||||||||
Gross Amounts in the Statements of Assets and Liabilities | Gross Amounts Not Offset in the Statements of Assets and Liabilities | Net Amount | Gross Amounts Statements of | Gross Amounts Not Offset in the Statements of Assets and Liabilities | Net Amount | |||||||||||||||||||||||||||
Fund | Financial Instruments | Collateral Received | Financial Instruments | Collateral Posted | ||||||||||||||||||||||||||||
Dynamic Currency Hedged Europe Equity Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | $ | 25,629 | $ | (3,214 | ) | $ | — | $ | 22,415 | $ | 6,130 | $ | (3,214 | ) | $ | — | $ | 2,916 | ||||||||||||||
Dynamic Currency Hedged International Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 11,736 | — | (11,736 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 1,905,287 | (80,738 | ) | — | 1,824,549 | 108,793 | (80,738 | ) | — | 28,055 | ||||||||||||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | 168,492 | (4,749 | ) | — | 163,743 | 4,858 | (4,749 | ) | — | 109 | ||||||||||||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | 165,230 | (2,768 | ) | — | 162,462 | 2,846 | (2,768 | ) | — | 78 | ||||||||||||||||||||||
Dynamic Currency Hedged Japan Equity Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | 30,280 | (89 | ) | — | 30,191 | 116 | (89 | ) | — | 27 | ||||||||||||||||||||||
Emerging Markets Dividend Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 345,099 | — | (345,099 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Europe Domestic Economy Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | 0 | † | — | — | 0 | † | — | — | — | — | ||||||||||||||||||||||
Global ex-Mexico Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 799,675 | — | (799,675 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Global Hedged SmallCap Dividend Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 917,604 | — | (917,604 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 157,505 | (4,911 | ) | — | 152,594 | 4,982 | (4,911 | ) | — | 71 | ||||||||||||||||||||||
Global SmallCap Dividend Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 837,827 | — | (837,827 | )1 | — | — | — | — | — | |||||||||||||||||||||||
ICBCCS S&P China 500 Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 97,655 | — | (97,655 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Fundamental U.S. High Yield Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 189,304 | — | (189,304 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 237,090 | — | (237,090 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Dynamic Bearish U.S. Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 279,517 | — | (279,517 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Swap Contracts | 87,098 | — | — | 87,098 | — | — | — | — | ||||||||||||||||||||||||
Dynamic Long/Short U.S. Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 4,036,875 | — | (4,036,875 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Balanced Income Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 32,817 | — | (32,817 | )1 | — | — | — | — | — |
† | Amount represents less than $1. |
1 | The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero. |
Short-Term Investments — Each Fund may invest a portion of its assets in high-quality money market instruments on an ongoing basis to provide liquidity or for other reasons. The instruments include short-term obligations issued by the U.S. government, its agencies, non-U.S. government agencies, negotiable certificates of deposit (“CDs”), fixed time deposits and bankers’ acceptances of
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Notes to Financial Statements (continued)
U.S. and foreign banks and similar institutions, commercial papers, repurchase agreements and money market funds. CDs are short-term negotiable obligations of commercial banks. Time deposits are non-negotiable deposits maintained in banking institutions for specified periods of time at stated interest rates. Banker’s acceptances are time drafts drawn on commercial banks by borrowers, usually in connection with international transactions.
Tax Information and Dividends and Distributions to Shareholders — It is each Fund’s policy to comply with all requirements of the Internal Revenue Code of 1986, as amended (the “Code”). Each Fund intends to qualify for and to elect treatment as a separate Regulated Investment Company (“RIC”) under Subchapter M of the Code. In order to qualify for the special tax treatment accorded RICs and their shareholders, each Fund must, among other things, distribute with respect to each taxable year an amount equal to or greater than the sum of 90% of its investment company taxable income and 90% of its net tax-exempt interest income. There can be no guarantee that a Fund will pay dividends. Taxable net realized gains from investment transactions, reduced by capital loss carryforwards, if any, are declared and distributed to shareholders at least annually. The capital loss carryforward amount, if any, is available to offset future net capital gains. The Funds may occasionally be required to make supplemental distributions at some other time during the year. The Trust reserves the right to declare special distributions if, in its reasonable discretion, such action is necessary or advisable to preserve the status of each Fund as a RIC or to avoid imposition of income or excise taxes on undistributed income. Dividends and distributions to shareholders are recorded on the ex-dividend date. The amount of dividends and distributions from net investment income and net realized capital gains are determined in accordance with the requirements of the Code and the U.S. Treasury regulations. These book/tax differences are either considered temporary or permanent in nature. To the extent these differences are permanent in nature, such amounts are reclassified within the components of net assets based on their Federal tax basis treatment; temporary differences do not require reclassification. Dividends and distributions that exceed earnings and profit for tax purposes are reported for tax purposes as a return of capital.
3. ADVISORY FEES AND OTHER TRANSACTIONS WITH AFFILIATES
WTAM has overall responsibility for the general management and administration of the Trust. WTAM provides an investment program for each Fund. WTAM has arranged for BNY Mellon Asset Management North America Corporation (‘‘BNY Mellon AMNA’’) to provide sub-advisory services to the Funds, except for Fundamental U.S. Corporate Bond Fund, Fundamental U.S. High Yield Corporate Bond Fund, Fundamental U.S. Short-Term Corporate Bond Fund and Fundamental U.S. Short-Term High Yield Corporate Bond Fund which are sub-advised by Voya Investment Management Co., LLC (‘‘Voya IM’’) and ICBCCS S&P China 500 Fund which is sub-advised by ICBC Credit Suisse Asset Management (International) Company Ltd. (‘‘ICBC Credit Suisse’’). BNY Mellon AMNA, Voya IM and ICBC Credit Suisse are compensated by WTAM at no additional cost to the Funds. WTAM also arranges for transfer agency, custody, fund accounting, fund administration, securities lending and all other non-distribution related services necessary for the Funds to operate, which are generally under separate agreements entered into between the Trust on behalf of the Funds and the applicable service provider. Under the investment advisory agreement for each Fund, WTAM agrees to pay all expenses of the Funds, except for certain expenses described in Note 2.
WisdomTree Trust | 161 |
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Notes to Financial Statements (continued)
Pursuant to a separate contractual arrangement, as also described in Note 2, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees in exchange for a fee, accrued daily and paid monthly in arrears, of up to 0.0044% per annum of each Fund’s average daily net assets. WTAM expects to receive advisory fees from each Fund, based on a percentage of the Fund’s average daily net assets, as shown in the following table:
Fund | Advisory Fee Rate (before fee waiver) | Advisory Fee Waiver1 | Advisory Fee Waiver Expiration Date | |||||||||
Dynamic Currency Hedged Europe Equity Fund | 0.48 | % | (0.05 | )% | October 31, 2018 | |||||||
Dynamic Currency Hedged International Equity Fund | 0.40 | % | (0.05 | )% | October 31, 2018 | |||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 0.58 | % | (0.48 | )%2 | October 31, 2018 | |||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 0.48 | % | (0.05 | )% | October 31, 2018 | |||||||
Dynamic Currency Hedged Japan Equity Fund | 0.48 | % | (0.05 | )% | October 31, 2018 | |||||||
Emerging Markets Dividend Fund | 0.32 | % | – | – | ||||||||
Europe Domestic Economy Fund | 0.58 | % | (0.10 | )% | October 31, 2018 | |||||||
Global ex-Mexico Equity Fund | 0.20 | %3 | – | 3 | – | |||||||
Global Hedged SmallCap Dividend Fund | 0.43 | % | (0.43 | )%4 | October 31, 2018 | |||||||
Global SmallCap Dividend Fund | 0.43 | % | – | – | ||||||||
ICBCCS S&P China 500 Fund | 0.55 | % | – | – | ||||||||
Fundamental U.S. Corporate Bond Fund | 0.28 | % | (0.10 | )% | October 31, 2018 | |||||||
Fundamental U.S. High Yield Corporate Bond Fund | 0.48 | % | (0.10 | )% | October 31, 2018 | |||||||
Fundamental U.S. Short-Term Corporate Bond Fund | 0.28 | % | (0.10 | )% | October 31, 2018 | |||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | 0.48 | % | (0.10 | )% | October 31, 2018 | |||||||
Dynamic Bearish U.S. Equity Fund | 0.53 | % | (0.05 | )% | October 31, 2018 | |||||||
Dynamic Long/Short U.S. Equity Fund | 0.53 | % | (0.05 | )% | October 31, 2018 | |||||||
Balanced Income Fund | 0.40 | % | (0.37 | )%5 | December 31, 2020 |
1 | WTAM has contractually agreed to waive a portion of its advisory fee by the waiver amount listed per annum based on the average daily net assets through the expiration date listed, unless earlier terminated by the Board of Trustees of the Trust for any reason. The dollar amount of contractual fee waivers are included in “Expense waivers” on the Statements of Operations. |
2 | WTAM has contractually agreed to waive a portion of its advisory fee in an amount equal to the AFFEs attributable to the Fund’s investments in the Underlying Fund (currently, approximately 0.38% per annum), as well as an additional 0.10% per annum. |
3 | Effective April 1, 2018. Prior to April 1, 2018, the advisory fee rate (before fee waiver) was 0.35% per annum and WTAM contractually agreed to an advisory fee waiver of 0.05% per annum so that the net advisory fee paid by the Fund to WTAM was 0.30% per annum. |
4 | WTAM has contractually agreed to waive a portion of its advisory fee in an amount equal to the AFFEs attributable to the Fund’s investments in the Underlying Fund (currently, approximately 0.43% per annum). |
5 | WTAM has contractually agreed to waive a portion of its advisory fee in an amount equal to the AFFEs attributable to the Fund’s investments in the Underlying Funds (currently, approximately 0.32% per annum), as well as an additional 0.05% per annum. |
During the fiscal year ended June 30, 2018, the Emerging Markets Dividend Fund received a voluntary reimbursement of $60 from BNY Mellon AMNA for investment losses resulting from an operational error. The dollar amount of the reimbursement is shown in the Statements of Operations in “Net realized gain from payment by sub-advisor”.
162 | WisdomTree Trust |
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Notes to Financial Statements (continued)
Affiliated holdings are funds which are managed by, or an affiliate of, WTAM. Transactions with affiliated funds during the fiscal year or period ended June 30, 2018 are as follows:
Fund | Value at 6/30/2017 | Purchases/ Additions | Sales/ Reductions | Realized Gain/(Loss) | Change in Appreciation/ | Value at 6/30/2018 | Dividend Income | |||||||||||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||||||||||||||||||||||
WisdomTree International Quality Dividend Growth Fund | $ | 2,329,087 | $ | 18,110,837 | $ | 241,817 | $ | 1,057 | $ | (480,791 | ) | $ | 19,718,373 | $ | 154,379 | |||||||||||||
Global Hedged SmallCap Dividend Fund | ||||||||||||||||||||||||||||
Global SmallCap Dividend Fund | $ | 24,468,302 | $ | 3,409,335 | $ | 10,760,499 | $ | 3,107,014 | $ | (2,007,192 | ) | $ | 18,216,960 | $ | 562,085 | |||||||||||||
Balanced Income Fund1 | ||||||||||||||||||||||||||||
Dynamic Currency Hedged International Equity Fund | $ | — | $ | 251,321 | $ | 119,952 | $ | (6,389 | ) | $ | (6,396 | ) | $ | 118,584 | $ | 7,562 | ||||||||||||
Emerging Markets Dividend Fund | — | 184,050 | 87,839 | (4,426 | ) | (4,484 | ) | 87,301 | 2,480 | |||||||||||||||||||
Fundamental U.S. Corporate Bond Fund | — | 138,173 | 65,688 | (3,562 | ) | (3,571 | ) | 65,352 | 2,450 | |||||||||||||||||||
WisdomTree Emerging Markets Local Debt Fund | — | 90,685 | 44,515 | (4,932 | ) | (4,189 | ) | 37,049 | 3,012 | |||||||||||||||||||
WisdomTree Interest Rate Hedged High Yield Bond Fund | — | 138,349 | 68,801 | (880 | ) | (879 | ) | 67,789 | 3,762 | |||||||||||||||||||
WisdomTree International High Dividend Fund | — | 317,945 | 149,944 | (9,915 | ) | (9,915 | ) | 148,171 | 10,169 | |||||||||||||||||||
WisdomTree U.S. High Dividend Fund | — | 505,551 | 243,110 | (10,990 | ) | (11,067 | ) | 240,384 | 9,400 | |||||||||||||||||||
WisdomTree U.S. LargeCap Dividend Fund | — | 254,366 | 124,359 | (3,769 | ) | (3,819 | ) | 122,419 | 3,859 | |||||||||||||||||||
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | — | 501,054 | 241,425 | (10,482 | ) | (10,578 | ) | 238,569 | 8,464 | |||||||||||||||||||
Total | $ | — | $ | 2,381,494 | $ | 1,145,633 | $ | (55,345 | ) | $ | (54,898 | ) | $ | 1,125,618 | $ | 51,158 |
1 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
During the fiscal year ended June 30, 2018, certain Funds engaged in purchase and sale transactions with funds that have a common investment adviser, WTAM. These interfund purchase and sale transactions were effected in accordance with Rule 17a-7 under the 1940 Act. For the fiscal year ended June 30, 2018, the cost of purchases, proceeds from sales and the net realized gain or loss recognized upon the disposal of securities resulting from interfund transactions are shown in the following table:
Fund | Purchases | Sales | Net Realized Gain/Loss | |||||||||
Dynamic Currency Hedged Europe Equity Fund | $ | 766,803 | $ | 384,334 | $ | (53,041 | ) | |||||
Dynamic Currency Hedged International Equity Fund | 7,408,047 | 7,871,801 | (659,466 | ) | ||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 2,558,098 | 2,640,112 | (251,056 | ) | ||||||||
Dynamic Currency Hedged Japan Equity Fund | 65,117 | 65,702 | (8,781 | ) | ||||||||
Europe Domestic Economy Fund | 468,497 | 727,206 | (199,051 | ) |
Related Party Transactions — WTAM or its affiliates may from time to time own shares of a Fund. As of June 30, 2018, WTAM held shares of the following Funds which were purchased through an unaffiliated broker in ordinary brokerage transactions in the secondary market in which the Funds’ shares trade:
Fund | Fund Shares held by WTAM | Market Value of Fund Shares held by WTAM | Dividends paid to Fund Shares held by WTAM | |||||||||
Dynamic Currency Hedged Europe Equity Fund | 94 | $ | 2,785 | $ | 29 | |||||||
Dynamic Currency Hedged International Equity Fund | 1,927 | 55,748 | 354 | |||||||||
Emerging Markets Dividend Fund | 637 | 19,734 | 426 | |||||||||
Fundamental U.S. Corporate Bond Fund | 121 | 5,714 | 216 | |||||||||
Dynamic Bearish U.S. Equity Fund | 217 | 5,646 | — | |||||||||
Dynamic Long/Short U.S. Equity Fund | 178 | 5,886 | 50 |
At June 30, 2018, approximately 81% of the Global SmallCap Dividend Fund’s outstanding shares was held by an affiliated fund.
WisdomTree Trust | 163 |
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Notes to Financial Statements (continued)
4. CAPITAL SHARE TRANSACTIONS
As of June 30, 2018, there were an unlimited number of $0.001 par value shares of beneficial interest authorized by the Trust. Shares are issued and redeemed by each Fund only in creation units or multiples thereof. Except when aggregated in creation units, shares of each Fund are not redeemable. Transactions in shares for each Fund are disclosed in detail in the Statements of Changes in Net Assets. The consideration for the purchase of creation units of a Fund generally consists of the in-kind contribution of a portfolio of equity securities and an amount of cash. Investors purchasing and redeeming creation units may be charged a purchase transaction fee and a redemption transaction fee to offset transfer and other transaction costs associated with the issuance and redemption of creation units.
5. INVESTMENT PORTFOLIO TRANSACTIONS
Purchases and sales of investments (excluding purchases and sales resulting from in-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting from in-kind capital share transactions (excluding short-term investments) for the fiscal year or period ended June 30, 2018 are shown in the following table. Realized gains and losses on sales resulting from in-kind capital share redemptions, as shown on the Statements of Operations, are not recognized by the Funds for tax purposes.
In-kind Capital Share Transactions | ||||||||||||||||
Fund | Purchases | Sales | Purchases | Sales | ||||||||||||
Dynamic Currency Hedged Europe Equity Fund | $ | 4,822,119 | $ | 4,689,715 | $ | 16,830,641 | $ | 1,532,587 | ||||||||
Dynamic Currency Hedged International Equity Fund | 67,567,433 | 76,226,604 | 71,040,553 | 272,581,752 | ||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 422,722 | 241,817 | 17,688,115 | — | ||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 9,960,957 | 9,928,517 | 14,892,518 | — | ||||||||||||
Dynamic Currency Hedged Japan Equity Fund | 375,733 | 502,534 | — | — | ||||||||||||
Emerging Markets Dividend Fund | 15,875,058 | 5,408,334 | 12,495,098 | — | ||||||||||||
Europe Domestic Economy Fund | 3,552,762 | 4,636,292 | 34,697,687 | 24,581,698 | ||||||||||||
Global ex-Mexico Equity Fund | 28,729,864 | 17,685,546 | 252,749,730 | 90,549,023 | ||||||||||||
Global Hedged SmallCap Dividend Fund | 854,279 | 704,477 | 2,555,056 | 10,056,022 | ||||||||||||
Global SmallCap Dividend Fund | 12,856,916 | 6,734,267 | 3,202,111 | 15,539,989 | ||||||||||||
ICBCCS S&P China 500 Fund1 | 15,315,346 | 300,794 | — | — | ||||||||||||
Fundamental U.S. Corporate Bond Fund | 1,047,736 | 1,014,549 | — | — | ||||||||||||
Fundamental U.S. High Yield Corporate Bond Fund | 1,746,075 | 1,860,148 | — | — | ||||||||||||
Fundamental U.S. Short-Term Corporate Bond Fund | 2,023,308 | 1,971,635 | — | — | ||||||||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | 3,335,812 | 3,203,497 | — | — | ||||||||||||
Dynamic Bearish U.S. Equity Fund | 10,055,499 | 10,760,074 | 10,359,738 | 6,141,786 | ||||||||||||
Dynamic Long/Short U.S. Equity Fund | 149,292,861 | 146,504,073 | 119,605,766 | 54,844,399 | ||||||||||||
Balanced Income Fund1 | 23,753 | 21,922 | 2,492,074 | 1,189,257 |
1 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
6. FEDERAL INCOME TAXES
At June 30, 2018, the cost of investments (including securities on loan and derivatives) for Federal income tax purposes was as follows:
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||
Dynamic Currency Hedged Europe Equity Fund | $ | 16,794,754 | $ | 572,396 | $ | (986,773 | ) | $ | (414,377 | ) | ||||||
Dynamic Currency Hedged International Equity Fund | 249,411,432 | 22,687,627 | (11,305,920 | ) | 11,381,707 | |||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 19,858,954 | 6,603 | (141,490 | ) | (134,887 | ) | ||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 17,120,259 | 739,783 | (565,045 | ) | 174,738 | |||||||||||
Dynamic Currency Hedged Japan Equity Fund | 2,393,324 | 465,533 | (56,383 | ) | 409,150 | |||||||||||
Emerging Markets Dividend Fund | 34,000,940 | 2,097,868 | (1,924,117 | ) | 173,751 | |||||||||||
Europe Domestic Economy Fund | 11,002,158 | 114,854 | (1,414,997 | ) | (1,300,143 | ) | ||||||||||
Global ex-Mexico Equity Fund | 233,732,349 | 9,251,110 | (10,330,308 | ) | (1,079,198 | ) | ||||||||||
Global Hedged SmallCap Dividend Fund | 15,434,412 | 3,742,329 | (1,977 | ) | 3,740,352 |
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Notes to Financial Statements (continued)
Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net Unrealized Appreciation/ (Depreciation) | ||||||||||||
Global SmallCap Dividend Fund | $ | 21,025,346 | $ | 2,996,918 | �� | $ | (1,162,267 | ) | $ | 1,834,651 | ||||||
ICBCCS S&P China 500 Fund | 15,030,394 | 210,878 | (2,443,324 | ) | (2,232,446 | ) | ||||||||||
Fundamental U.S. Corporate Bond Fund | 4,923,483 | 352 | (204,025 | ) | (203,673 | ) | ||||||||||
Fundamental U.S. High Yield Corporate Bond Fund | 5,008,156 | 85,365 | (119,907 | ) | (34,542 | ) | ||||||||||
Fundamental U.S. Short-Term Corporate Bond Fund | 4,929,135 | 373 | (88,939 | ) | (88,566 | ) | ||||||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | 5,070,582 | 47,219 | (51,150 | ) | (3,931 | ) | ||||||||||
Dynamic Bearish U.S. Equity Fund | 9,003,301 | 458,043 | (307,622 | ) | 150,421 | |||||||||||
Dynamic Long/Short U.S. Equity Fund | 125,098,247 | 8,268,786 | (4,799,419 | ) | 3,469,367 | |||||||||||
Balanced Income Fund | 1,308,019 | — | (56,577 | ) | (56,577 | ) |
At June 30, 2018, the components of accumulated earnings/(loss) on a tax-basis were as follows:
Fund | Undistributed Ordinary Income | Undistributed Capital and Other Gains/(Losses) | Net Unrealized Appreciation/ (Depreciation) | Currency and Other Unrealized Depreciation | Total Accumulated Earnings/(Losses) | |||||||||||||||
Dynamic Currency Hedged Europe Equity Fund | $ | 30,476 | $ | (161,350 | ) | $ | (414,377 | ) | $ | (310 | ) | $ | (545,561 | ) | ||||||
Dynamic Currency Hedged International Equity Fund | 734,339 | (9,986,237 | ) | 11,381,707 | (13,099 | ) | 2,116,710 | |||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 102,665 | 129,029 | (134,887 | ) | (37 | ) | 96,770 | |||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 25,571 | (454,869 | ) | 174,738 | (227 | ) | (254,787 | ) | ||||||||||||
Dynamic Currency Hedged Japan Equity Fund | 23,202 | (221,872 | ) | 409,150 | (23 | ) | 210,457 | |||||||||||||
Emerging Markets Dividend Fund | 137,303 | (195,943 | ) | 173,751 | (524 | ) | 114,587 | |||||||||||||
Europe Domestic Economy Fund | 73,696 | (737,215 | ) | (1,300,143 | ) | (439 | ) | (1,964,101 | ) | |||||||||||
Global ex-Mexico Equity Fund | 238,944 | (931,276 | ) | (1,079,198 | ) | (18,527 | ) | (1,790,057 | ) | |||||||||||
Global Hedged SmallCap Dividend Fund | 819 | (422,051 | ) | 3,740,352 | (17 | ) | 3,319,103 | |||||||||||||
Global SmallCap Dividend Fund | 51,218 | (917,417 | ) | 1,834,651 | (284 | ) | 968,168 | |||||||||||||
ICBCCS S&P China 500 Fund | 75,995 | (33,526 | ) | (2,232,446 | ) | (995 | ) | (2,190,972 | ) | |||||||||||
Fundamental U.S. Corporate Bond Fund | 765 | (16,974 | ) | (203,673 | ) | — | (219,882 | ) | ||||||||||||
Fundamental U.S. High Yield Corporate Bond Fund | 5,620 | 7,503 | (34,542 | ) | — | (21,419 | ) | |||||||||||||
Fundamental U.S. Short-Term Corporate Bond Fund | 850 | (9,636 | ) | (88,566 | ) | — | (97,352 | ) | ||||||||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | 1,983 | (7,029 | ) | (3,931 | ) | — | (8,977 | ) | ||||||||||||
Dynamic Bearish U.S. Equity Fund | — | (1,329,730 | ) | 150,421 | — | (1,179,309 | ) | |||||||||||||
Dynamic Long/Short U.S. Equity Fund | 1,273,222 | (2,892,785 | ) | 3,469,367 | — | 1,849,804 | ||||||||||||||
Balanced Income Fund | 2,483 | (854 | ) | (56,577 | ) | — | (54,948 | ) |
The tax character of distributions paid during the fiscal years or periods ended June 30, 2018 and June 30, 2017, was as follows:
Year or Periods Ended June 30, 2018 | Year or Periods Ended June 30, 2017 | |||||||||||||||||||
Fund | Distributions Paid from Ordinary Income* | Distributions Paid from Long-Term Capital Gains | Distributions Paid from Ordinary Income* | Distributions Paid from Long-Term Capital Gains | Distributions Paid from Return of Capital | |||||||||||||||
Dynamic Currency Hedged Europe Equity Fund | $ | 493,801 | $ | 63,574 | $ | 70,704 | $ | 22,778 | $ | — | ||||||||||
Dynamic Currency Hedged International Equity Fund | 10,842,896 | — | 12,076,520 | 4,622,865 | — | |||||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 125,968 | 14,322 | 14,208 | 1 | — | 1,288 | 1 | |||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 290,413 | — | 61,314 | — | — | |||||||||||||||
Dynamic Currency Hedged Japan Equity Fund | 109,141 | — | 71,748 | — | — | |||||||||||||||
Emerging Markets Dividend Fund | 664,614 | — | 164,213 | — | — | |||||||||||||||
Europe Domestic Economy Fund | 571,101 | — | 59,154 | — | — | |||||||||||||||
Global ex-Mexico Equity Fund | 3,027,467 | — | 14,500 | 2 | — | — | ||||||||||||||
Global Hedged SmallCap Dividend Fund | 483,699 | — | 692,894 | — | — | |||||||||||||||
Global SmallCap Dividend Fund | 711,581 | — | 809,961 | — | — | |||||||||||||||
ICBCCS S&P China 500 Fund | 46,004 | 3 | — | — | — | — |
WisdomTree Trust | 165 |
Table of Contents
Notes to Financial Statements (continued)
Year or Periods Ended June 30, 2018 | Year or Periods Ended June 30, 2017 | |||||||||||||||||||
Fund | Distributions Paid from Ordinary Income* | Distributions Paid from Long-Term Capital Gains | Distributions Paid from Ordinary Income* | Distributions Paid from Long-Term Capital Gains | Distributions Paid from Return of Capital | |||||||||||||||
Fundamental U.S. Corporate Bond Fund | $ | 155,972 | $ | — | $ | 154,730 | $ | — | $ | — | ||||||||||
Fundamental U.S. High Yield Corporate Bond Fund | 314,632 | 14,280 | 315,932 | — | — | |||||||||||||||
Fundamental U.S. Short-Term Corporate Bond Fund | 100,702 | — | 76,502 | — | — | |||||||||||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | 271,961 | 37,949 | 296,659 | — | — | |||||||||||||||
Dynamic Bearish U.S. Equity Fund | — | — | — | — | — | |||||||||||||||
Dynamic Long/Short U.S. Equity Fund | 999,130 | — | 523,310 | — | — | |||||||||||||||
Balanced Income Fund | 50,801 | 3 | — | — | — | — |
* | Includes short-term capital gains if any. |
1 | For the period November 3, 2016 (commencement of operations) through June 30, 2017. |
2 | For the period February 10, 2017 (commencement of operations) through June 30, 2017. |
3 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
At June 30, 2018, for Federal tax purposes, the Funds have capital loss carryforwards available to offset future capital gains as indicated in the below table. To the extent that these loss carryforwards are utilized, capital gains so offset will not be distributed to shareholders.
Fund | Short-Term Post-Effective No Expiration | Long-Term Post-Effective No Expiration | Capital Loss Available Total | |||||||||
Dynamic Currency Hedged Europe Equity Fund | $ | — | $ | — | $ | — | ||||||
Dynamic Currency Hedged International Equity Fund | 4,423,248 | 5,562,989 | 9,986,237 | |||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | — | — | — | |||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 454,869 | — | 454,869 | |||||||||
Dynamic Currency Hedged Japan Equity Fund | 129,579 | 92,293 | 221,872 | |||||||||
Emerging Markets Dividend Fund | 172,876 | 23,067 | 195,943 | |||||||||
Europe Domestic Economy Fund | 674,697 | 62,518 | 737,215 | |||||||||
Global ex-Mexico Equity Fund | 830,739 | 100,537 | 931,276 | |||||||||
Global Hedged SmallCap Dividend Fund | 265,023 | 157,028 | 422,051 | |||||||||
Global SmallCap Dividend Fund | 917,417 | — | 917,417 | |||||||||
ICBCCS S&P China 500 Fund | 33,526 | — | 33,526 | |||||||||
Fundamental U.S. Corporate Bond Fund | 10,332 | 6,642 | 16,974 | |||||||||
Fundamental U.S. High Yield Corporate Bond Fund | — | — | — | |||||||||
Fundamental U.S. Short-Term Corporate Bond Fund | 3,319 | 6,317 | 9,636 | |||||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | — | — | — | |||||||||
Dynamic Bearish U.S. Equity Fund | 1,028,838 | 28,789 | 1,057,627 | |||||||||
Dynamic Long/Short U.S. Equity Fund | 2,815,295 | 77,490 | 2,892,785 | |||||||||
Balanced Income Fund | 854 | — | 854 |
Capital losses incurred after October 31 (“post-October capital losses”) and late year ordinary losses incurred after December 31 within the taxable year are deemed to arise on the first business day of each Fund’s next taxable year.
During the fiscal year or period ended June 30, 2018, the following Funds incurred and will elect to defer post-October capital losses and late year ordinary losses as follows:
Fund | Late Year Ordinary Loss | Short-Term Post-October Capital Losses | Long-Term Post-October Capital Losses | |||||||||
Dynamic Currency Hedged Europe Equity Fund | $ | — | $ | 219,317 | $ | (57,967 | ) | |||||
Dynamic Currency Hedged International Equity Fund | — | — | — | |||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | — | — | — | |||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | — | — | — | |||||||||
Dynamic Currency Hedged Japan Equity Fund | — | — | — | |||||||||
Emerging Markets Dividend Fund | — | — | — | |||||||||
Europe Domestic Economy Fund | — | — | — | |||||||||
Global ex-Mexico Equity Fund | — | — | — |
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Notes to Financial Statements (continued)
Fund | Late Year Ordinary Loss | Short-Term Post-October Capital Losses | Long-Term Post-October Capital Losses | |||||||||
Global Hedged SmallCap Dividend Fund | $ | — | $ | — | $ | — | ||||||
Global SmallCap Dividend Fund | — | — | — | |||||||||
ICBCCS S&P China 500 Fund | — | — | — | |||||||||
Fundamental U.S. Corporate Bond Fund | — | — | — | |||||||||
Fundamental U.S. High Yield Corporate Bond Fund | — | — | — | |||||||||
Fundamental U.S. Short-Term Corporate Bond Fund | — | — | — | |||||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | — | (17,389 | ) | 24,418 | ||||||||
Dynamic Bearish U.S. Equity Fund | 272,103 | — | — | |||||||||
Dynamic Long/Short U.S. Equity Fund | — | — | — | |||||||||
Balanced Income Fund | — | — | — |
During the fiscal year or period ended June 30, 2018, the amount of capital loss carryforwards used to offset realized gains and the amount of capital loss carryforwards that expired unused are shown in the following table:
Fund | Utilized Capital Loss Carryforward | |||
Dynamic Currency Hedged Europe Equity Fund | $ | — | ||
Dynamic Currency Hedged International Equity Fund | — | |||
Dynamic Currency Hedged International Quality Dividend Growth Fund | — | |||
Dynamic Currency Hedged International SmallCap Equity Fund | — | |||
Dynamic Currency Hedged Japan Equity Fund | — | |||
Emerging Markets Dividend Fund | — | |||
Europe Domestic Economy Fund | — | |||
Global ex-Mexico Equity Fund | — | |||
Global Hedged SmallCap Dividend Fund | 189,919 | |||
Global SmallCap Dividend Fund | — | |||
ICBCCS S&P China 500 Fund1 | — | |||
Fundamental U.S. Corporate Bond Fund | — | |||
Fundamental U.S. High Yield Corporate Bond Fund | — | |||
Fundamental U.S. Short-Term Corporate Bond Fund | — | |||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | — | |||
Dynamic Bearish U.S. Equity Fund | — | |||
Dynamic Long/Short U.S. Equity Fund | — | |||
Balanced Income Fund1 | — |
1 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
At June 30, 2018, the effect of permanent “book/tax” reclassifications resulted in increases (decreases) to the components of net assets as follows:
Fund | Undistributed Net Investment Income/(Loss) | Accumulated Net Realized Gain/(Loss) | Paid-in Capital | |||||||||
Dynamic Currency Hedged Europe Equity Fund | $ | (4,577 | ) | $ | (379,366 | ) | $ | 383,943 | ||||
Dynamic Currency Hedged International Equity Fund | (3,251,294 | ) | (46,747,025 | ) | 49,998,319 | |||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | (24,578 | ) | 24,578 | — | ||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | (51,057 | ) | 51,055 | 2 | ||||||||
Dynamic Currency Hedged Japan Equity Fund | 17,938 | (17,938 | ) | — | ||||||||
Emerging Markets Dividend Fund | 4,322 | (4,322 | ) | — | ||||||||
Europe Domestic Economy Fund | 43,421 | 40,438 | (83,859 | ) | ||||||||
Global ex-Mexico Equity Fund | 9,929 | (10,295,950 | ) | 10,286,021 | ||||||||
Global Hedged SmallCap Dividend Fund | (82,061 | ) | (2,956,473 | ) | 3,038,534 | |||||||
Global SmallCap Dividend Fund | 27,161 | (4,881,473 | ) | 4,854,312 | ||||||||
ICBCCS S&P China 500 Fund | 31,683 | (31,683 | ) | — |
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Notes to Financial Statements (concluded)
Fund | Undistributed Net Investment Income/(Loss) | Accumulated Net Realized Gain/(Loss) | Paid-in Capital | |||||||||
Fundamental U.S. Corporate Bond Fund | $ | — | $ | — | $ | — | ||||||
Fundamental U.S. High Yield Corporate Bond Fund | — | — | — | |||||||||
Fundamental U.S. Short-Term Corporate Bond Fund | — | — | — | |||||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | — | — | — | |||||||||
Dynamic Bearish U.S. Equity Fund | (14,986 | ) | (315,775 | ) | 330,761 | |||||||
Dynamic Long/Short U.S. Equity Fund | 269,683 | (8,947,225 | ) | 8,677,542 | ||||||||
Balanced Income Fund | — | 56,162 | (56,162 | ) |
These differences are primarily due to redemptions-in-kind, distribution re-designations, non-deductible excise tax, passive foreign investment companies, foreign currency realized gain/(loss), and swaps.
GAAP provides guidance on tax provisions that prescribe a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Foreign taxes are provided for based on each Fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Taxes are accrued and applied to net investment income, net realized capital gains and net unrealized appreciation, as applicable, as the income is earned or capital gains are recorded. As of and during the fiscal year or period ended June 30, 2018, the Funds did not have any liabilities for unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in the future. If applicable, the Funds will recognize interest accrued related to unrecognized tax benefits in interest expense and penalties in “Other” expenses on the Statements of Operations. The Funds file tax returns with the Internal Revenue Service, the State of New York, and various other states. Generally, each of the tax years in the three-year period ended June 30, 2018, remains subject to examination by taxing authorities.
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Report of Independent Registered Public Accounting Firm
To the Shareholders and the Board of Trustees of WisdomTree Trust
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of WisdomTree Trust (the “Trust”) (comprising WisdomTree Dynamic Currency Hedged Europe Equity Fund, WisdomTree Dynamic Currency Hedged International Equity Fund, WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund, WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund, WisdomTree Dynamic Currency Hedged Japan Equity Fund, WisdomTree Emerging Markets Dividend Fund, WisdomTree Europe Domestic Economy Fund, WisdomTree Global ex-Mexico Equity Fund, WisdomTree Global Hedged SmallCap Dividend Fund, WisdomTree Global SmallCap Dividend Fund, WisdomTree ICBCCS S&P China 500 Fund, WisdomTree Fundamental U.S. Corporate Bond Fund, WisdomTree Fundamental U.S. High Yield Corporate Bond Fund, WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund, WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund, WisdomTree Dynamic Bearish U.S. Equity Fund, WisdomTree Dynamic Long/Short U.S. Equity Fund, and WisdomTree Balanced Income Fund (collectively referred to as the “Funds”)) including the schedules of investments, as of June 30, 2018, and the related statements of operations, and changes in net assets, and the financial highlights for each of the periods indicated in the table below and 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 comprising WisdomTree Trust at June 30, 2018, the results of their operations, changes in net assets and financial highlights for each of the periods indicated in the table below, in conformity with U.S. generally accepted accounting principles.
Funds comprising the WisdomTree Trust | Statement of operations | Statements of changes in net assets | Financial highlights | |||
WisdomTree Dynamic Currency Hedged Europe Equity Fund WisdomTree Dynamic Currency Hedged International Equity Fund WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund WisdomTree Dynamic Currency Hedged Japan Equity Fund | For the year ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 and the period from January 7, 2016 (commencement of operations) through June 30, 2016 | |||
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund | For the year ended June 30, 2018 | For the year ended June 30, 2018 and the period from November 3, 2016 (commencement of operations) through June 30, 2017 | ||||
WisdomTree Emerging Markets Dividend Fund | For the year ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 and the period from April 7, 2016 (commencement of operations) through June 30, 2016 | |||
WisdomTree Europe Domestic Economy Fund | For the year ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 and the period from October 29, 2015 (commencement of operations) through June 30, 2016 | |||
WisdomTree Global ex-Mexico Equity Fund | For the year ended June 30, 2018 | For the year ended June 30, 2018 and the period from February, 10, 2017 (commencement of operations) through June 30, 2017 | ||||
WisdomTree Global Hedged SmallCap Dividend Fund | For the year ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 and the period from November 19, 2015 (commencement of operations) through June 30, 2016 | |||
WisdomTree Global SmallCap Dividend Fund | For the year ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 and the period from November 12, 2015 (commencement of operations) through June 30, 2016 | |||
WisdomTree Fundamental U.S. Corporate Bond Fund WisdomTree Fundamental U.S. High Yield Corporate Bond Fund WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund | For the year ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 and the period from April 27, 2016 (commencement of operations) through June 30, 2016 |
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Report of Independent Registered Public Accounting Firm (concluded)
Funds comprising the WisdomTree Trust | Statement of operations | Statements of changes in net assets | Financial highlights | |||
WisdomTree Dynamic Bearish U.S. Equity Fund WisdomTree Dynamic Long/Short U.S. Equity Fund | For the year ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 | For each of the two years in the period ended June 30, 2018 and the period from December 23, 2015 (commencement of operations) through June 30, 2016 | |||
WisdomTree ICBCCS S&P China 500 Fund WisdomTree Balanced Income Fund | For the period from December 21, 2017 (commencement of operations) through June 30, 2018 |
Basis for Opinion
These financial statements are the responsibility of the Trust’s management. Our responsibility is to express an opinion on each of 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 Trust 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. The Trust is not required to have, nor were we engaged to perform, an audit of the Trust’s internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Trust’s internal control over financial reporting. Accordingly, we express no such opinion.
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 June 30, 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 auditor of one or more WisdomTree investment companies since 2006.
New York, NY
August 23, 2018
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Trustees and Officers Information (unaudited)
The Board of Trustees is responsible for overseeing the management and affairs of the Funds and the Trust. The Board of Trustees elects the officers of the Trust who are responsible for administering the Trust’s day-to-day operations. Each Trustee serves until his or her successor is duly elected or appointed and qualified.
The address of each Trustee and Officer is c/o WisdomTree Asset Management, Inc., 245 Park Avenue, 35th Floor, New York, NY 10167.
Independent Trustees
Name and Year of Birth | Position(s) Held with | Principal Occupation(s) | Number of Portfolios in Fund Complex Overseen by Trustee/ Officer* | Other During the Past | ||||||
David G. Chrencik^ (1948) | Trustee, 2014- present | Chief Financial Officer of Sarus Indochina Select LP (hedge fund) since 2012; Chief Financial Officer of GeoGreen BioFuels, Inc. (biodiesel fuel producer) from 2010 to 2014; Audit Partner at PricewaterhouseCoopers LLP (public accounting firm) from 1972 to 2009 (includes positions prior to becoming Audit Partner and predecessor firms). | 80 | Trustee, Vericimetry Funds (2011 to 2014); Director, Bennett Group of Funds (2011 to 2013); Trustee, del Rey Global Investors Funds (2011 to 2012). | ||||||
Joel Goldberg# (1945) | Trustee, 2012- present | Attorney, Of Counsel at Stroock & Stroock & Lavan LLP (“Stroock”) since 2015; Attorney, Partner at Stroock from 2010 to 2013; Attorney, Partner at Willkie Farr & Gallagher LLP from 2006 to 2010. | 80 | Director, Better Business Bureau (Metropolitan New York, Long Island and the Mid-Hudson Region). | ||||||
Toni Massaro† (1955) | Trustee, 2006- present | Dean Emerita at the University of Arizona James E. Rogers College of Law (“Rogers College of Law”) since 2009 (distinguished Emerita in July 2009); Dean at the Rogers College of Law from 1999 to 2009; Regents’ Professor since 2006; Milton O. Riepe Chair in Constitutional Law since 1997; Professor at the Rogers College of Law since 1990. | 80 | None | ||||||
Melinda A. Raso Kirstein‡ (1955) | Trustee, 2014- present | Retired since 2004, Merrill Lynch Investment Management, Vice President; Senior Portfolio Manager, Fixed Income Management; Director, Tax Exempt Fund Management. | 80 | Associate Alumnae of Douglass College, Member of Investment Committee. | ||||||
Victor Ugolyn (1947) | Trustee, 2006- present; Chairman of the Board of Trustees, 2006-present | Private Investor, 2005 to present; President and Chief Executive Officer of William D. Witter, Inc. from 2005 to 2006; Consultant to AXA Enterprise in 2004; Chairman, President and Chief Executive Officer of Enterprise Capital Management (subsidiary of The MONY Group, Inc.) and Enterprise Group of Funds, Chairman of MONY Securities Corporation, and Chairman of the Fund Board of Enterprise Group of Funds from 1991 to 2004. | 80 | Member of the Board of Governors of Naismith Memorial Basketball Hall of Fame (2001-2016). |
* | As of June 30, 2018. |
^ | Chair of the Audit Committee. |
# | Chair of the Contracts Review Committee. |
† | Chair of the Governance, Nominating and Compliance Committee. |
‡ | Chair of the Investment Committee. |
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Trustees and Officers Information (unaudited) (concluded)
Interested Trustee and Officers
Name and Year of Birth | Position(s) Held with the Trust, Term of Office and Length of Time Served | Principal Occupation(s) | Number of Portfolios in Fund Complex Overseen by Trustee/ Officer* | Other During the Past | ||||||
Jonathan Steinberg** (1964) | Trustee, 2005- present President, 2005-present | President, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. since 2012; Chief Executive Officer, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. since 2005. | 80 | Director, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. | ||||||
David Castano** (1971) | Treasurer, 2013- present | Director of Fund Accounting & Administration, WisdomTree Asset Management, Inc., since 2011. | 80 | None | ||||||
Terry Jane Feld** (1960) | Chief Compliance Officer, 2012- present | Chief Compliance Officer, WisdomTree Asset Management, Inc. since 2012; Senior Compliance Officer, WisdomTree Asset Management since 2011. | 80 | None | ||||||
Ryan Louvar** (1972) | Secretary and Chief Legal Officer, 2013- present | General Counsel, WisdomTree Asset Management, Inc. since 2013; Vice President and Senior Managing Counsel, State Street, 2005 to 2013. | 80 | None | ||||||
Joanne Antico** (1975) | Assistant Secretary, 2018- | Senior Investment Management Counsel, WisdomTree Asset Management, Inc. since 2016; Executive Director and Assistant Secretary, Morgan Stanley Investment Management Inc., 2005 to 2016. | 80 | None | ||||||
Clint Martin** (1977) | Assistant Treasurer, 2015-present | Fund Manager, Fund Accounting & Administration, WisdomTree Asset Management, Inc., since 2012; Vice President of Legg Mason & Co. and served as Assistant Treasurer from 2010 to 2012 and Assistant Controller from 2006 to 2010 of certain mutual funds associated with Legg Mason & Co. | 80 | None |
* | As of June 30, 2018. |
** | Elected by and serves at the pleasure of the Board. |
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Supplemental Information (unaudited)
Federal Income Tax Information
The following Federal tax information related to the Funds’ fiscal year or period ended June 30, 2018, is provided for information purposes only and should not be used for reporting to federal or state revenue agencies. Federal tax information for the calendar year will be reported to you on Form 1099-DIV in January 2019.
Certain dividends paid by the Funds may be subject to a maximum tax rate of 15%, as provided by the Jobs and Growth Tax Relief Reconciliation Act of 2003. Of the distributions paid during the fiscal year or period ended June 30, 2018, the following represents the maximum amount of ordinary income distributions that may be considered qualified dividend income:
Fund | Qualified Dividend Income | |||
Dynamic Currency Hedged Europe Equity Fund | $ | 441,738 | ||
Dynamic Currency Hedged International Equity Fund | 10,842,896 | |||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 115,501 | |||
Dynamic Currency Hedged International SmallCap Equity Fund | 290,413 | |||
Dynamic Currency Hedged Japan Equity Fund | 70,481 | |||
Emerging Markets Dividend Fund | 497,796 | |||
Europe Domestic Economy Fund | 571,101 | |||
Global ex-Mexico Equity Fund | 2,940,055 | |||
Global Hedged SmallCap Dividend Fund | 467,371 | |||
Global SmallCap Dividend Fund | 615,081 | |||
ICBCCS S&P China 500 Fund1 | 46,004 | |||
Fundamental U.S. Corporate Bond Fund | — | |||
Fundamental U.S. High Yield Corporate Bond Fund | — | |||
Fundamental U.S. Short-Term Corporate Bond Fund | — | |||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | — | |||
Dynamic Bearish U.S. Equity Fund | — | |||
Dynamic Long/Short U.S. Equity Fund | 999,130 | |||
Balanced Income Fund1 | 28,820 |
1 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
The Funds designate the following amount of ordinary income distributions paid during the fiscal year or period ended June 30, 2018 from qualified short-term gains and qualified interest income:
Fund | Qualified Short- Term Gains | Qualified Interest Income | ||||||
Dynamic Currency Hedged Europe Equity Fund | 0.00 | % | 0.00 | % | ||||
Dynamic Currency Hedged International Equity Fund | 0.00 | % | 0.00 | % | ||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 0.00 | % | 0.00 | % | ||||
Dynamic Currency Hedged International SmallCap Equity Fund | 0.00 | % | 0.00 | % | ||||
Dynamic Currency Hedged Japan Equity Fund | 0.00 | % | 0.00 | % | ||||
Emerging Markets Dividend Fund | 0.00 | % | 0.00 | % | ||||
Europe Domestic Economy Fund | 0.00 | % | 0.00 | % | ||||
Global ex-Mexico Equity Fund | 0.00 | % | 0.00 | % | ||||
Global Hedged SmallCap Dividend Fund | 0.00 | % | 0.00 | % | ||||
Global SmallCap Dividend Fund | 0.00 | % | 0.00 | % | ||||
ICBCCS S&P China 500 Fund1 | 0.00 | % | 0.00 | % | ||||
Fundamental U.S. Corporate Bond Fund | 0.00 | % | 100.00 | % | ||||
Fundamental U.S. High Yield Corporate Bond Fund | 100.00 | % | 100.00 | % | ||||
Fundamental U.S. Short-Term Corporate Bond Fund | 0.00 | % | 100.00 | % | ||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | 100.00 | % | 99.67 | % | ||||
Dynamic Bearish U.S. Equity Fund | 0.00 | % | 0.00 | % | ||||
Dynamic Long/Short U.S. Equity Fund | 0.00 | % | 0.00 | % | ||||
Balanced Income Fund1 | 0.00 | % | 0.00 | % |
1 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
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Supplemental Information (unaudited) (concluded)
The following represents the percentage of dividends paid during the fiscal year or period ended June 30, 2018, that qualify for the 70% dividends received deduction for corporate shareholders:
Fund | Dividends-Received Deduction | |||
Dynamic Currency Hedged Europe Equity Fund | — | |||
Dynamic Currency Hedged International Equity Fund | — | |||
Dynamic Currency Hedged International Quality Dividend Growth Fund | — | |||
Dynamic Currency Hedged International SmallCap Equity Fund | — | |||
Dynamic Currency Hedged Japan Equity Fund | — | |||
Emerging Markets Dividend Fund | — | |||
Europe Domestic Economy Fund | — | |||
Global ex-Mexico Equity Fund | 40.22 | % | ||
Global Hedged SmallCap Dividend Fund | 40.24 | % | ||
Global SmallCap Dividend Fund | 36.06 | % | ||
ICBCCS S&P China 500 Fund1 | 0.25 | % | ||
Fundamental U.S. Corporate Bond Fund | — | |||
Fundamental U.S. High Yield Corporate Bond Fund | — | |||
Fundamental U.S. Short-Term Corporate Bond Fund | — | |||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | — | |||
Dynamic Bearish U.S. Equity Fund | — | |||
Dynamic Long/Short U.S. Equity Fund | 76.11 | % | ||
Balanced Income Fund1 | 24.35 | % |
1 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
The Funds intend to elect to pass through to shareholders the credit for taxes paid to foreign countries during the fiscal year or period ended June 30, 2018. The gross foreign source income and foreign taxes paid are as follows:
Fund | Gross Foreign Income | Foreign Taxes Paid | ||||||
Dynamic Currency Hedged Europe Equity Fund | $ | 445,167 | $ | 58,103 | ||||
Dynamic Currency Hedged International Equity Fund | 15,014,218 | 1,120,351 | ||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 22,983 | 2,221 | ||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 396,389 | 37,750 | ||||||
Dynamic Currency Hedged Japan Equity Fund | 71,935 | 7,192 | ||||||
Emerging Markets Dividend Fund | 856,049 | 96,517 | ||||||
Europe Domestic Economy Fund | 626,637 | 79,991 | ||||||
Global ex-Mexico Equity Fund | — | — | ||||||
Global Hedged SmallCap Dividend Fund | — | — | ||||||
Global SmallCap Dividend Fund | 420,202 | 38,915 | ||||||
ICBCCS S&P China 500 Fund1 | 135,597 | 11,297 | ||||||
Fundamental U.S. Corporate Bond Fund | — | — | ||||||
Fundamental U.S. High Yield Corporate Bond Fund | — | — | ||||||
Fundamental U.S. Short-Term Corporate Bond Fund | — | — | ||||||
Fundamental U.S. Short-Term High Yield Corporate Bond Fund | — | — | ||||||
Dynamic Bearish U.S. Equity Fund | — | — | ||||||
Dynamic Long/Short U.S. Equity Fund | — | — | ||||||
Balanced Income Fund1 | 4,277 | 323 |
1 | For the period December 21, 2017 (commencement of operations) through June 30, 2018. |
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General Information (unaudited)
Proxy Voting Policies, Procedures and Record
A complete copy of the Proxy Voting Policy may be obtained upon request, at no charge, by calling 1-866-909-WISE (9473) or writing to: WisdomTree Trust, c/o Foreside Fund Services, LLC, Three Canal Plaza Suite 100, Portland, ME, 04101.
The Trust is required to disclose annually the Funds’ complete proxy voting record on Form N-PX covering the most recent 12-month period ended June 30 and to file Form N-PX with the SEC no later than August 31 of each year. The current Form N-PX for the Funds is available at no charge upon request by calling 1-866-909-WISE (9473) or through the Trust’s website at www.wisdomtree.com. The Funds’ Form N-PX is also available on the SEC’s website at www.sec.gov.
Shareholder Reports and Quarterly Portfolio Disclosure
The Funds are required to file their complete schedule of portfolio holdings with the SEC for their first and third fiscal quarters on Form N-Q. Copies of the filings are available, without charge, on the SEC’s website at www.sec.gov and are also available by calling the Trust at 1-866-909-WISE (9473). You can also obtain copies of Form N-Q by (i) visiting the SEC’s Public Reference Room in Washington, DC (information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330); (ii) sending your request and a duplicating fee to the SEC’s Public Reference Room, Washington, DC 20549-0102; or (iii) sending your request electronically to publicinfo@sec.gov.
Information about each Fund’s portfolio holdings is available daily, without charge, at www.wisdomtree.com.
The Statement of Additional Information (“SAI”) has additional information about the Funds’ Trustees and Officers and is available without charge upon request. Contact your financial representative for a free prospectus or SAI.
Frequency Distribution of Discounts & Premiums
Information about differences between the per share net asset value of each Fund and the market trading price of shares of each Fund are available, without charge, at www.wisdomtree.com.
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The WisdomTree Funds are exchange traded funds (“ETFs”) registered with the United States Securities and Exchange Commission as separate series (“Funds”) of WisdomTree Trust (“Trust”). WisdomTree Asset Management, Inc., a wholly owned subsidiary of WisdomTree Investments, Inc., serves as the investment adviser to the Trust. None of the WisdomTree entities are affiliated with Foreside Fund Services, LLC, the Funds’ distributor. WisdomTree Investments, its affiliates and their independent providers are not liable for any informational errors, incompleteness, delays, or for any actions taken in reliance on information contained herein.
Investors should consider the investment objectives, risks, charges and expenses of the Funds carefully before investing. A prospectus, containing this and other information, is available at www.wisdomtree.com, or by calling 1-866-909-WISE (9473). Investors should read the prospectus carefully before investing. There are risks associated with investing, including possible loss of principal. Past performance does not guarantee future results. Indexes are unmanaged and you cannot invest directly in an index.
There are risks associated with investing including possible loss of principal. Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. Investments in real estate involve additional special risks, such as credit risk, interest rate fluctuations and the effect of varied economic conditions. Funds that focus their investments in one country or region may be significantly impacted by events and developments associated with the region which can adversely affect performance. Funds focusing on a single sector and/or smaller companies generally experience greater price volatility. Investments in emerging, offshore or frontier markets are generally less liquid and less efficient than investments in developed markets and are subject to additional risks, such as risks of adverse governmental regulation and intervention or political developments. Fixed income investments are subject to interest rate risk; their value will normally decline as interest rates rise. In addition, when interest rates fall income may decline. Fixed income investments are also subject to credit risk, the risk that the issuer of a bond will fail to pay interest and principal in a timely manner, or that negative perceptions of the issuer’s ability to make such payments will cause the price of that bond to decline. High-yield or “junk” bonds have lower credit ratings and involve a greater risk to principal. While the Fundamental Fixed Income Funds attempt to limit credit and counterparty exposure, the value of an investment in the Funds may change quickly and without warning in response to issuer or counterparty defaults and changes in the credit ratings of the Fund’s portfolio investments. Investments in currency involve additional special risks, such as credit risk and interest rate fluctuations. Derivative investments can be volatile and these investments may be less liquid than other securities, and more sensitive to the effect of varied economic conditions. As these Funds can have a high concentration in some issuers the Funds can be adversely impacted by changes affecting such issuers. Due to the investment strategy of certain Funds they may make higher capital gain distributions than other ETFs. Please read the Fund’s prospectus for specific details regarding the Fund’s risk profile.
Transactions in Fund shares will result in brokerage commissions and will generate tax consequences. Shares may be sold through brokerage accounts, but may be redeemed from the Funds only by Authorized Participants in large creation unit sizes of shares.
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WisdomTree Trust
245 Park Avenue, 35th Floor
New York, NY 10167
WisdomTree Fund shares are distributed by Foreside Fund Services, LLC, in the U.S. only.
WTGM-1061
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Item 2. | Code of Ethics. |
(a) | The registrant, as of the end of the period covered by this report, 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. |
(c) | There have been no amendments, during the period covered by this report, to a provision of the 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, and that relates to any element of the code of ethics description. |
(d) | The registrant has not granted any waivers, including an implicit waiver, from a provision of the 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, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions. |
(f) | The code of ethics is attached hereto as exhibit 13(a)(1). |
Item 3. | Audit Committee Financial Expert. |
The Registrant’s Board of Trustees has determined that the Registrant has one audit committee financial expert, as that term is defined under Item 3(b) and 3(c), serving on its audit committee. The audit committee financial expert serving on the Registrant’s audit committee is David Chrencik, who is an independent Trustee of the Trust, as that term is defined under Item 3(a) (2).
Item 4. | Principal Accountant Fees and Services. |
Audit Fees
(a) | The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for the fiscal period were $459,860 for 2018 and $464,915 for 2017. |
Audit-Related Fees
(b) | The aggregate fees billed for each 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 were $0 for 2018 and $0 for 2017. |
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Tax Fees
(c) | The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were $153,745 for 2018 and $146,585 for 2017. |
All Other Fees
(d) | The aggregate fees billed for each 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 were $0 for 2018 and $0 for 2017. |
(e)(1) | Disclose the audit committee’s pre-approval policies and procedures described in paragraph (c)(7) of Rule 2-01 of Regulation S-X. |
Per Rule 2-01(c) (7) (A), the Registrant’s audit committee charter provides that the audit committee shall select and approve in advance the retention of independent accountants to annually audit and provide their opinion on the Registrant’s financial statements. The audit committee must also approve prior to appointment the engagement of the principal accountant to provide other audit services to the Registrant or to provide non-audit services to the Registrant, its investment adviser, or any entity controlling, controlled by, or under common control with its investment adviser (“adviser/affiliate”) that provides ongoing services to the Registrant, if the engagement by the investment adviser or adviser affiliate relates directly to the operations and financial reporting of the Registrant. The audit committee must also, prior to appointment of the engagement of the principal accountant, review and approve the fees proposed to be charged to the Registrant by the auditors for each audit and non-audit service. The audit committee must also consider whether non-audit services provided by the Registrant’s principal accountant to the Registrant’s investment adviser, or adviser/affiliate that provides ongoing services to the Trust are compatible with maintaining the auditor’s independence.
(e)(2) | The Registrant’s Audit committee has approved 100% of services described in each of Items 4(b) through (d) pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X. |
(f) | The percentage of hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the most recent fiscal year that were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees was 0%. |
(g) | The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and 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 registrant for each of the last two fiscal years were $153,745 for 2018 and $146,585 for 2017. |
(h) | Not applicable. |
Item 5. | Audit Committee of Listed registrants. |
The Registrant is an issuer as defined in Rule 10A-3 under the Exchange Act and has a separately-designated standing audit committee established in accordance with Section 3(a) (58)A of the Exchange Act. The Registrant’s audit committee members are David Chrencik, Melinda Raso Kirstein and Victor Ugolyn.
Item 6. | Investments. |
(a) | Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1 of this form. |
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(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 material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 11. | Controls and Procedures. |
(a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
(b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s 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. |
Item 12. | Disclosure of Securities Lending Activities for Closed-End Management Investment Companies |
Not applicable.
Item 13. | Exhibits. |
(a)(1) | Code of ethics, or any amendment thereto, that is the subject of disclosure required by Item 2 is attached hereto. |
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(a)(2) | Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto. |
(a)(3) | Not applicable. |
(a)(4) | Not applicable. |
(b) | Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto. |
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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) | WisdomTree Trust | |||
By (Signature and Title) | /s/ Jonathan L. Steinberg | |||
Jonathan L. Steinberg, President | ||||
(principal executive officer) |
Date: August 30, 2018
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/ Jonathan L. Steinberg | |||
Jonathan L. Steinberg, President | ||||
(principal executive officer) | ||||
Date: August 30, 2018 | ||||
By (Signature and Title) | /s/ David Castano | |||
David Castano, Treasurer | ||||
(principal financial officer) |
Date: August 30, 2018