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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORMN-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number811-21864
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: December 31, 2019
FormN-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 Rule30e-1 under the Investment Company Act of 1940 (17 CFR270.30e-1). The Commission may use the information provided on FormN-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by FormN-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in FormN-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 Reports to Shareholders are attached herewith.
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WisdomTree Trust
Semi-Annual Report
December 31, 2019
International Equity ETFs:
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 Emerging Markets Dividend Fund (DVEM)
WisdomTree Europe Multifactor Fund (EUMF)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
WisdomTree Japan Multifactor Fund (JAMF)
Fixed Income ETFs:
WisdomTree U.S. Corporate Bond Fund (WFIG)
(formerly, WisdomTree Fundamental U.S. Corporate Bond Fund)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
(formerly, WisdomTree Fundamental U.S. High Yield Corporate Bond Fund)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
(formerly, WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
(formerly, WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund)
Alternative ETFs:
WisdomTree Dynamic Bearish U.S. Equity Fund (DYB)
WisdomTree Dynamic Long/Short U.S. Equity Fund (DYLS)
Asset Allocation ETFs:
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
WisdomTree Balanced Income Fund (WBAL)
Thematic ETF:
WisdomTree Cloud Computing Fund (WCLD)
IMPORTANT NOTE: Beginning on January 1, 2021, as permitted by regulations adopted by the SEC, paper copies of the WisdomTree Funds’ annual and semi-annual shareholder reports will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, annual and semi-annual shareholder reports will be available on the WisdomTree Funds’ website (www.wisdomtree.com), and you will be notified by mail each time a report is posted and provided with a website link to access the report.
If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from a Fund electronically anytime by contacting your financial intermediary (such as a broker-dealer or bank).
You may elect to receive all future reports in paper free of charge. Please contact your financial intermediary to request to continue receiving paper copies of your shareholder reports. Your election to receive reports in paper will apply to all funds held in your account.
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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
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 recentmonth-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 July 1, 2019 to December 31, 2019. Except where noted, expenses are calculated using each Fund’s annualized expense ratio (after the effect of contractual or voluntary fee waivers, if any), multiplied by the average account value for the period, multiplied by 184/366 (to reflect theone-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.
| WisdomTree Trust | 1 |
Table of Contents
as of December 31, 2019 (unaudited)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
Sector Breakdown†
| Sector | % of Net Assets | |||
Financials | 22.4% | |||
Industrials | 13.2% | |||
Consumer Discretionary | 11.8% | |||
Health Care | 8.9% | |||
Consumer Staples | 8.8% | |||
Communication Services | 8.2% | |||
Energy | 7.7% | |||
Materials | 7.2% | |||
Utilities | 5.6% | |||
Information Technology | 3.9% | |||
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 | |||
Nestle S.A., Registered Shares | 1.2% | |||
HSBC Holdings PLC | 1.2% | |||
China Mobile Ltd. | 1.2% | |||
Novartis AG, Registered Shares | 1.2% | |||
TOTAL S.A. | 1.2% | |||
BP PLC | 1.1% | |||
Royal Dutch Shell PLC, Class A | 1.1% | |||
British American Tobacco PLC | 1.1% | |||
Toyota Motor Corp. | 1.1% | |||
Roche Holding AG, Genusschein | 1.0% | |||
| * | 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 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 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.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,070.10 | 0.35 | %1 | $ | 1.82 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.38 | 0.35 | %1 | $ | 1.78 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.35% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
|
| |||||||||||||||
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 7.01 | % | 21.03 | % | 8.46 | % | 9.90 | % | ||||||||
Fund Market Price Returns | 6.04 | % | 21.52 | % | 8.35 | % | 9.82 | % | ||||||||
WisdomTree Dynamic Currency Hedged International Equity Index | 7.41 | % | 21.43 | % | 8.67 | % | 10.07 | % | ||||||||
MSCI EAFE Local Currency Index | 7.03 | % | 21.67 | % | 7.66 | % | 8.57 | % | ||||||||
MSCI EAFE Index | 7.01 | % | 22.01 | % | 9.56 | % | 8.91 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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.
| 2 | WisdomTree Trust |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG)
Sector Breakdown†
| Sector | % of Net Assets | |||
Consumer Discretionary | 18.0% | |||
Industrials | 16.2% | |||
Consumer Staples | 15.1% | |||
Health Care | 14.5% | |||
Information Technology | 14.0% | |||
Materials | 9.6% | |||
Communication Services | 4.1% | |||
Real Estate | 3.1% | |||
Financials | 2.2% | |||
Utilities | 1.8% | |||
Energy | 1.2% | |||
Other Assets less Liabilities‡ | 0.2% | |||
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 | |||
Industria de Diseno Textil S.A. | 4.7% | |||
British American Tobacco PLC | 4.0% | |||
Unilever N.V. | 3.7% | |||
Novo Nordisk A/S, Class B | 3.5% | |||
Rio Tinto PLC | 3.4% | |||
SAP SE | 2.9% | |||
Tokyo Electron Ltd. | 2.5% | |||
Kering S.A. | 2.4% | |||
Diageo PLC | 2.1% | |||
ASML Holding N.V. | 2.0% | |||
| * | 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 the 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.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,113.80 | 0.10 | %1 | $ | 0.53 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.63 | 0.10 | %1 | $ | 0.51 | ||||||||
| 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, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. The “Annualized Net Expense Ratio” does not include the impact of AFFEs. Had AFFEs been included (as shown in the net expense ratio in the Fund’s prospectus) the “Annualized Net Expense Ratio” would have been higher. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 11.38 | % | 31.99 | % | 12.27 | % | 12.92 | % | ||||||||
Fund Market Price Returns | 11.43 | % | 32.40 | % | 12.36 | % | 12.97 | % | ||||||||
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Index | 12.13 | % | 32.94 | % | 13.13 | % | 13.66 | % | ||||||||
MSCI EAFE Local Currency Index | 7.03 | % | 21.67 | % | 7.66 | % | 9.97 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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.
| WisdomTree Trust | 3 |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
Sector Breakdown†
| Sector | % of Net Assets | |||
Industrials | 23.7% | |||
Financials | 16.3% | |||
Consumer Discretionary | 16.2% | |||
Materials | 9.8% | |||
Information Technology | 8.0% | |||
Real Estate | 6.7% | |||
Communication Services | 5.4% | |||
Consumer Staples | 5.2% | |||
Health Care | 4.0% | |||
Utilities | 2.7% | |||
Energy | 2.5% | |||
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 | |||
Royal Mail PLC | 0.7% | |||
bpost S.A. | 0.6% | |||
Hammerson PLC | 0.6% | |||
Freenet AG | 0.5% | |||
Azimut Holding SpA | 0.5% | |||
BE Semiconductor Industries N.V. | 0.5% | |||
Siltronic AG | 0.5% | |||
Bovis Homes Group PLC | 0.5% | |||
Navigator Co. S.A. (The) | 0.5% | |||
Bolsas y Mercados Espanoles SHMSF S.A. | 0.5% | |||
| * | 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 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 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.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,126.10 | 0.43 | %1 | $ | 2.30 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.97 | 0.43 | %1 | $ | 2.19 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.43% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 12.61 | % | 24.74 | % | 9.16 | % | 10.85 | % | ||||||||
Fund Market Price Returns | 13.00 | % | 24.85 | % | 9.60 | % | 11.09 | % | ||||||||
WisdomTree Dynamic Currency Hedged International SmallCap Equity Index | 12.86 | % | 25.40 | % | 9.68 | % | 11.38 | % | ||||||||
MSCI EAFE Small Cap Local Currency Index | 10.95 | % | 24.43 | % | 8.99 | % | 9.54 | % | ||||||||
MSCI EAFE Small Cap Index | 11.03 | % | 24.96 | % | 10.92 | % | 10.05 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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.
| 4 | WisdomTree Trust |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Emerging Markets Dividend Fund (DVEM)
Sector Breakdown†
| Sector | % of Net Assets | |||
Financials | 21.2% | |||
Information Technology | 20.2% | |||
Energy | 13.5% | |||
Materials | 11.0% | |||
Communication Services | 6.7% | |||
Industrials | 6.3% | |||
Consumer Staples | 6.2% | |||
Consumer Discretionary | 6.0% | |||
Utilities | 3.7% | |||
Real Estate | 3.5% | |||
Health Care | 1.5% | |||
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 | |||
Taiwan Semiconductor Manufacturing Co., Ltd. | 5.1% | |||
Samsung Electronics Co., Ltd. | 5.0% | |||
Gazprom PJSC, ADR | 2.5% | |||
China Construction Bank Corp., Class H | 2.1% | |||
Tatneft PJSC, ADR | 1.6% | |||
Lukoil PJSC, ADR | 1.4% | |||
Hon Hai Precision Industry Co., Ltd. | 1.4% | |||
China Mobile Ltd. | 1.4% | |||
Industrial & Commercial Bank of China Ltd., Class H | 1.3% | |||
MMC Norilsk Nickel PJSC, ADR | 1.3% | |||
| * | 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.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,070.70 | 0.32 | % | $ | 1.67 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.53 | 0.32 | % | $ | 1.63 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 7.07 | % | 18.98 | % | 10.65 | % | 11.72 | % | ||||||||
Fund Market Price Returns | 7.10 | % | 19.96 | % | 10.70 | % | 11.84 | % | ||||||||
WisdomTree Emerging Markets Dividend Index | 7.52 | % | 19.48 | % | 10.92 | % | 11.93 | % | ||||||||
MSCI Emerging Markets Index | 7.09 | % | 18.42 | % | 11.57 | % | 11.66 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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 | 5 |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Europe Multifactor Fund (EUMF)
Sector Breakdown†
| Sector | % of Net Assets | |||
Financials | 15.0% | |||
Consumer Staples | 14.8% | |||
Industrials | 13.0% | |||
Health Care | 12.9% | |||
Utilities | 9.6% | |||
Communication Services | 9.2% | |||
Consumer Discretionary | 8.5% | |||
Real Estate | 7.9% | |||
Information Technology | 4.5% | |||
Materials | 2.3% | |||
Energy | 2.0% | |||
Other Assets less Liabilities‡ | 0.3% | |||
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 | |||
Eiffage S.A. | 1.4% | |||
Sanofi | 1.4% | |||
Danone S.A. | 1.3% | |||
Korian S.A. | 1.1% | |||
Orange S.A. | 1.1% | |||
UNIQA Insurance Group AG | 1.0% | |||
Publicis Groupe S.A. | 0.9% | |||
Banque Cantonale Vaudoise, Registered Shares | 0.9% | |||
Assicurazioni Generali SpA | 0.8% | |||
Beiersdorf AG | 0.8% | |||
| * | 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 Europe Multifactor Fund (the “Fund”) seeks income and capital appreciation by investing in European equity securities with the highest potential for returns based on proprietary measures of fundamental factors, such as value and quality, and technical factors, such as momentum and correlation, while seeking to manage currency risk by dynamically hedging currency fluctuations in the relative value of the applicable European currencies against the U.S. dollar, ranging from a 0% to 100% hedge.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,077.90 | 0.43 | %1 | $ | 2.25 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.97 | 0.43 | %1 | $ | 2.19 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.43% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 7.79 | % | 20.97 | % | 8.38 | % | 9.40 | % | ||||||||
Fund Market Price Returns | 7.91 | % | 21.23 | % | 8.61 | % | 9.67 | % | ||||||||
MSCI Europe Index | 6.88 | % | 23.77 | % | 9.77 | % | 8.71 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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.
| 6 | WisdomTree Trust |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree ICBCCS S&P China 500 Fund (WCHN)
Sector Breakdown†
| Sector | % of Net Assets | |||
Financials | 22.4% | |||
Consumer Discretionary | 19.2% | |||
Communication Services | 11.1% | |||
Industrials | 9.2% | |||
Information Technology | 7.8% | |||
Consumer Staples | 7.4% | |||
Materials | 6.3% | |||
Health Care | 5.6% | |||
Real Estate | 5.4% | |||
Utilities | 2.6% | |||
Energy | 2.5% | |||
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 | |||
Alibaba Group Holding Ltd., ADR | 9.5% | |||
Tencent Holdings Ltd. | 7.9% | |||
Ping An Insurance Group Co. of China Ltd., Class A | 3.2% | |||
China Construction Bank Corp., Class H | 2.4% | |||
Kweichow Moutai Co., Ltd., Class A | 2.4% | |||
China Merchants Bank Co., Ltd., Class A | 2.1% | |||
Ping An Insurance Group Co. of China Ltd., Class H | 1.8% | |||
Industrial & Commercial Bank of China Ltd., Class H | 1.7% | |||
China Mobile Ltd. | 1.3% | |||
Meituan Dianping, Class B | 1.3% | |||
| * | 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.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,080.90 | 0.55 | % | $ | 2.88 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.37 | 0.55 | % | $ | 2.80 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||
| 6-Month* | 1 Year | Since Inception1 | ||||||||||
Fund NAV Returns | 8.09 | % | 29.06 | % | 0.16 | % | ||||||
Fund Market Price Returns | 6.76 | % | 29.13 | % | -0.55 | % | ||||||
S&P China 500 Index | 8.44 | % | 30.24 | % | 0.38 | % | ||||||
MSCI China Index | 9.29 | % | 23.46 | % | 0.55 | % | ||||||
| * | Returns of less than one year are cumulative. |
| 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.
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Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Japan Multifactor Fund (JAMF)
Sector Breakdown†
| Sector | % of Net Assets | |||
Industrials | 21.3% | |||
Consumer Discretionary | 19.4% | |||
Information Technology | 12.9% | |||
Financials | 9.9% | |||
Health Care | 9.9% | |||
Consumer Staples | 8.7% | |||
Communication Services | 7.2% | |||
Materials | 5.6% | |||
Real Estate | 2.6% | |||
Utilities | 1.7% | |||
Energy | 0.8% | |||
Other Assets less Liabilities‡ | 0.0%* | |||
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). |
| * | Represents less than 0.1%. |
Top Ten Holdings*
| Description | % of Net Assets | |||
MS&AD Insurance Group Holdings, Inc. | 1.5% | |||
Sony Financial Holdings, Inc. | 1.3% | |||
Sumitomo Mitsui Trust Holdings, Inc. | 1.2% | |||
Seven Bank Ltd. | 1.2% | |||
Tokyo Steel Manufacturing Co., Ltd. | 1.1% | |||
Teijin Ltd. | 1.1% | |||
Asahi Holdings, Inc. | 1.1% | |||
Credit Saison Co., Ltd. | 1.0% | |||
Shinsei Bank Ltd. | 1.0% | |||
Fuyo General Lease Co., Ltd. | 1.0% | |||
| * | 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 Japan Multifactor Fund (the “Fund”) seeks income and capital appreciation by investing in Japanese equity securities with the highest potential for returns based on proprietary measures of fundamental factors, such as value and quality, and technical factors, such as momentum and correlation, while seeking to manage currency risk by dynamically hedging currency fluctuations in the relative value of the Japanese yen against the U.S. dollar, ranging from a 0% to 100% hedge.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,106.30 | 0.43 | %1 | $ | 2.28 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.97 | 0.43 | %1 | $ | 2.19 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.43% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 10.63 | % | 12.25 | % | 3.82 | % | 5.15 | % | ||||||||
Fund Market Price Returns | 9.46 | % | 12.00 | % | 3.67 | % | 4.93 | % | ||||||||
MSCI Japan Local Currency Index | 11.97 | % | 18.48 | % | 6.38 | % | 6.21 | % | ||||||||
MSCI Japan Index | 11.01 | % | 19.61 | % | 8.92 | % | 8.45 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree U.S. Corporate Bond Fund (WFIG)
(formerly, WisdomTree Fundamental U.S. Corporate Bond Fund)
Sector Breakdown†
| Sector | % of Net Assets | |||
Financials | 27.8% | |||
Health Care | 12.1% | |||
Industrials | 10.9% | |||
Information Technology | 9.7% | |||
Consumer Discretionary | 8.7% | |||
Consumer Staples | 8.2% | |||
Energy | 7.2% | |||
Utilities | 5.7% | |||
Communication Services | 3.7% | |||
Materials | 2.8% | |||
Real Estate | 2.0% | |||
U.S. Government Obligations | 0.1% | |||
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 | |||
McKesson Corp., | 1.2% | |||
eBay, Inc., | 0.9% | |||
AT&T, Inc., | 0.9% | |||
Hewlett Packard Enterprise Co., | 0.9% | |||
Exelon Corp., | 0.8% | |||
Citigroup, Inc., | 0.8% | |||
Northrop Grumman Corp., | 0.8% | |||
MetLife, Inc., | 0.8% | |||
Reynolds American, Inc., | 0.8% | |||
Comcast Corp., | 0.8% | |||
| * | 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 U.S. Corporate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree 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. Prior to September 30, 2019, the WisdomTree U.S. Corporate Bond Index was named the WisdomTree Fundamental U.S. Corporate Bond Index.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,039.80 | 0.18 | %1 | $ | 0.92 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.23 | 0.18 | %1 | $ | 0.92 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.18% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 3.98 | % | 13.74 | % | 5.55 | % | 4.47 | % | ||||||||
Fund Market Price Returns | 3.91 | % | 13.96 | % | 5.92 | % | 4.49 | % | ||||||||
WisdomTree U.S. Corporate Bond Index | 4.20 | % | 13.98 | % | 5.82 | % | 4.91 | % | ||||||||
ICE BofA Merrill Lynch U.S. Corporate Index | 4.25 | % | 14.23 | % | 5.93 | % | 5.09 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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 | 9 |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
(formerly, WisdomTree Fundamental U.S. High Yield Corporate Bond Fund)
Sector Breakdown†
| Sector | % of Net Assets | |||
Consumer Discretionary | 18.0% | |||
Health Care | 14.4% | |||
Industrials | 11.3% | |||
Materials | 8.7% | |||
Communication Services | 8.6% | |||
Consumer Staples | 8.5% | |||
Financials | 8.3% | |||
Information Technology | 8.2% | |||
Energy | 7.2% | |||
Real Estate | 3.0% | |||
Utilities | 1.8% | |||
Other Assets less Liabilities‡ | 2.0% | |||
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 | |||
Western Digital Corp., | 1.3% | |||
Community Health Systems, Inc., | 1.2% | |||
MEDNAX, Inc., | 1.2% | |||
Zayo Group LLC, | 1.1% | |||
Tenet Healthcare Corp., | 0.9% | |||
Asbury Automotive Group, Inc., | 0.9% | |||
Mattel, Inc., | 0.9% | |||
Tronox, Inc., | 0.9% | |||
Six Flags Entertainment Corp., | 0.8% | |||
Vector Group Ltd., | 0.8% | |||
| * | 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 U.S. High Yield Corporate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree 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. Prior to September 30, 2019, the WisdomTree U.S. High Yield Corporate Bond Index was named the WisdomTree Fundamental U.S. High Yield Corporate Bond Index.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,036.70 | 0.38 | %1 | $ | 1.95 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.23 | 0.38 | %1 | $ | 1.93 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.38% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 3.67 | % | 15.44 | % | 6.11 | % | 7.07 | % | ||||||||
Fund Market Price Returns | 4.27 | % | 15.59 | % | 6.93 | % | 7.21 | % | ||||||||
WisdomTree U.S. High Yield Corporate Bond Index | 4.30 | % | 16.12 | % | 6.93 | % | 8.15 | % | ||||||||
ICE BofA Merrill Lynch U.S. High Yield Index | 3.86 | % | 14.41 | % | 6.32 | % | 7.85 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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.
| 10 | WisdomTree Trust |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
(formerly, WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund)
Sector Breakdown†
| Sector | % of Net Assets | |||
Financials | 33.3% | |||
Information Technology | 13.9% | |||
Consumer Staples | 9.5% | |||
Health Care | 9.2% | |||
Industrials | 8.0% | |||
Consumer Discretionary | 5.9% | |||
Energy | 5.3% | |||
Communication Services | 4.8% | |||
Utilities | 4.5% | |||
Materials | 3.2% | |||
Real Estate | 0.6% | |||
U.S. Government Obligations | 0.4% | |||
Other Assets less Liabilities‡ | 1.4% | |||
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 | |||
Lockheed Martin Corp., | 2.7% | |||
Morgan Stanley, | 1.6% | |||
International Business Machines Corp., | 1.5% | |||
Exxon Mobil Corp., | 1.5% | |||
Lam Research Corp., | 1.5% | |||
Lincoln National Corp., | 1.5% | |||
Newmont Goldcorp Corp., | 1.5% | |||
Interpublic Group of Cos., Inc. (The), | 1.5% | |||
Eversource Energy, | 1.4% | |||
JPMorgan Chase & Co., | 1.4% | |||
| * | 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 U.S. Short-Term Corporate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree 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. Prior to September 30, 2019, the WisdomTree U.S. Short-Term Corporate Bond Index was named the WisdomTree Fundamental U.S. Short-Term Corporate Bond Index.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,019.00 | 0.18 | %1 | $ | 0.91 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.23 | 0.18 | %1 | $ | 0.92 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.18% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 1.90 | % | 5.95 | % | 2.97 | % | 2.49 | % | ||||||||
Fund Market Price Returns | 1.90 | % | 6.25 | % | 3.22 | % | 2.42 | % | ||||||||
WisdomTree U.S. Short-Term Corporate Bond Index | 2.14 | % | 6.41 | % | 3.32 | % | 2.95 | % | ||||||||
ICE BofA Merrill Lynch1-5 year U.S. Corporate Index | 2.22 | % | 7.15 | % | 3.56 | % | 3.12 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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 | 11 |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
(formerly, WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund)
Sector Breakdown†
| Sector | % of Net Assets | |||
Consumer Discretionary | 19.5% | |||
Health Care | 13.4% | |||
Energy | 10.6% | |||
Materials | 10.1% | |||
Industrials | 9.9% | |||
Communication Services | 8.6% | |||
Financials | 8.2% | |||
Information Technology | 5.7% | |||
Consumer Staples | 5.6% | |||
Real Estate | 4.2% | |||
Utilities | 1.7% | |||
Other Assets less Liabilities‡ | 2.5% | |||
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 | |||
Springleaf Finance Corp., | 2.3% | |||
Clear Channel Worldwide Holdings, Inc., | 2.1% | |||
NCR Corp., | 2.1% | |||
MGM Resorts International, | 1.7% | |||
Cablevision Systems Corp., | 1.7% | |||
Griffon Corp., | 1.6% | |||
Nielsen Finance LLC, | 1.6% | |||
Zayo Group LLC, | 1.6% | |||
CenturyLink, Inc., | 1.5% | |||
Freeport-McMoRan, Inc., | 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 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 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. Prior to September 30, 2019, the WisdomTree U.S. Short-Term High Yield Corporate Bond Index was named the WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Index.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,026.10 | 0.38 | %1 | $ | 1.94 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.23 | 0.38 | %1 | $ | 1.93 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.38% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 2.61 | % | 10.15 | % | 5.04 | % | 6.08 | % | ||||||||
Fund Market Price Returns | 2.69 | % | 10.39 | % | 5.88 | % | 6.21 | % | ||||||||
WisdomTree U.S. Short-Term High Yield Corporate Bond Index | 2.12 | % | 10.39 | % | 5.46 | % | 6.93 | % | ||||||||
ICE BofA Merrill Lynch1-5 year U.S. High Yield Constrained Index | 2.40 | % | 10.09 | % | 5.45 | % | 7.38 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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.
| 12 | WisdomTree Trust |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Dynamic Bearish U.S. Equity Fund (DYB)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 114.0% | |||
Other Assets less Liabilities‡ | -14.0% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. 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 | |||
U.S. Treasury Bills, | 13.9% | |||
U.S. Treasury Bills, | 10.9% | |||
U.S. Treasury Bills, | 10.5% | |||
U.S. Treasury Bills, | 10.4% | |||
U.S. Treasury Bills, | 10.4% | |||
U.S. Treasury Bills, | 10.4% | |||
U.S. Treasury Bills, | 9.0% | |||
U.S. Treasury Bills, | 8.4% | |||
U.S. Treasury Bills, | 5.5% | |||
U.S. Treasury Bills, | 5.3% | |||
| * | 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- andmid-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.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 939.50 | 0.48 | %1 | $ | 2.34 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.72 | 0.48 | %1 | $ | 2.44 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.48% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | -6.05 | % | -18.10 | % | -6.46 | % | -4.27 | % | ||||||||
Fund Market Price Returns | -6.05 | % | -18.08 | % | -6.43 | % | -4.28 | % | ||||||||
WisdomTree Dynamic Bearish U.S. Equity Index | -7.20 | % | -19.88 | % | -7.88 | % | -5.39 | % | ||||||||
S&P 500® Inverse Daily Index | -8.78 | % | -21.83 | % | -11.73 | % | -11.39 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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 | 13 |
Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Dynamic Long/Short U.S. Equity Fund (DYLS)
Sector Breakdown†
| Sector | % of Net Assets | |||
Information Technology | 24.9% | |||
Health Care | 13.4% | |||
Communication Services | 12.9% | |||
Financials | 9.1% | |||
Industrials | 8.7% | |||
Consumer Discretionary | 7.5% | |||
Consumer Staples | 6.8% | |||
Real Estate | 6.7% | |||
Energy | 3.7% | |||
Utilities | 3.4% | |||
Materials | 2.7% | |||
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 | |||
Equity Commonwealth | 2.9% | |||
Omnicom Group, Inc. | 2.9% | |||
Hormel Foods Corp. | 2.4% | |||
Bristol-Myers Squibb Co. | 2.4% | |||
Western Union Co. (The) | 2.2% | |||
Citrix Systems, Inc. | 2.1% | |||
Microsoft Corp. | 1.9% | |||
Medical Properties Trust, Inc. | 1.8% | |||
Steel Dynamics, Inc. | 1.8% | |||
Humana, Inc. | 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 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- andmid-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.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,012.60 | 0.48 | %1 | $ | 2.43 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.72 | 0.48 | %1 | $ | 2.44 | ||||||||
| 1 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.48% through October 31, 2020, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 1.26 | % | -3.47 | % | 2.03 | % | 4.31 | % | ||||||||
Fund Market Price Returns | 1.15 | % | -3.38 | % | 1.94 | % | 4.21 | % | ||||||||
WisdomTree Dynamic Long/Short U.S. Equity Index | 0.47 | % | -4.76 | % | 1.83 | % | 4.32 | % | ||||||||
S&P 500® Index | 10.92 | % | 31.49 | % | 15.27 | % | 14.07 | % | ||||||||
| * | Returns of less than one year are cumulative. |
| 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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Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
Sector Breakdown†
| Sector | % of Net Assets | |||
Information Technology | 21.7% | |||
Health Care | 12.6% | |||
Financials | 12.1% | |||
Communication Services | 9.9% | |||
Consumer Discretionary | 8.8% | |||
Industrials | 8.3% | |||
Consumer Staples | 6.7% | |||
Energy | 3.7% | |||
Utilities | 2.9% | |||
Real Estate | 2.7% | |||
Materials | 2.2% | |||
U.S. Government Obligations | 0.5% | |||
Other Assets less Liabilities‡ | 7.9% | |||
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. | 4.4% | |||
Microsoft Corp. | 4.2% | |||
Amazon.com, Inc. | 2.7% | |||
Facebook, Inc., Class A | 1.8% | |||
JPMorgan Chase & Co. | 1.5% | |||
Alphabet, Inc., Class C | 1.5% | |||
Berkshire Hathaway, Inc., Class B | 1.5% | |||
Alphabet, Inc., Class A | 1.4% | |||
Johnson & Johnson | 1.4% | |||
Procter & Gamble Co. (The) | 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 90/60 U.S. Balanced Fund (the “Fund”) seeks total return. The Fund seeks total return by investing in large-capitalization U.S. equity securities and U.S. Treasury futures contracts. Under normal circumstances, the Fund will invest approximately 90% of its net assets in U.S. equity securities and the notional exposure to the U.S. Treasury futures contracts’ positions will represent approximately 60% of the Fund’s net assets.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,099.70 | 0.20 | % | $ | 1.06 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.13 | 0.20 | % | $ | 1.02 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||
| 6-Month* | 1 Year | Since Inception1 | ||||||||||
Fund NAV Returns | 9.97 | % | 31.53 | % | 14.11 | % | ||||||
Fund Market Price Returns | 9.92 | % | 31.82 | % | 14.07 | % | ||||||
60% S&P 500 Index / 40% Bloomberg Barclays U.S. Aggregate Index Composite | 7.51 | % | 21.83 | % | 10.35 | % | ||||||
S&P 500® Index | 10.92 | % | 31.49 | % | 12.16 | % | ||||||
| * | Returns of less than one year are cumulative. |
| 1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on August 2, 2018. |
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
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Balanced Income Fund (WBAL)
Asset Class Breakdown†
| Asset Class Breakdown | % of Net Assets | |||
Fixed Income | 39.6% | |||
Domestic Equity | 33.0% | |||
International Equity | 20.7% | |||
Emerging Markets Equity | 6.7% | |||
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) | 21.9% | |||
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY) | 19.7% | |||
WisdomTree International High Dividend Fund (DTH) | 11.7% | |||
WisdomTree U.S. LargeCap Dividend Fund (DLN) | 11.1% | |||
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM) | 9.0% | |||
WisdomTree Emerging Markets Dividend Fund (DVEM) | 6.7% | |||
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) | 5.5% | |||
WisdomTree U.S. Corporate Bond Fund (WFIG) | 5.4% | |||
WisdomTree Emerging Markets Local Debt Fund (ELD) | 3.6% | |||
iShares 20+ Year Treasury Bond ETF (TLT) | 2.7% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular Underlying Fund. 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 (the “Underlying 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 (including indirect investments through the Underlying Funds) whose risk, return and other characteristics resemble the risk, return, and other characteristics of the Index as a whole.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,060.70 | 0.03 | %1 | $ | 0.16 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.99 | 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 “Annualized Net Expense Ratio” does not include the impact of AFFEs. Had AFFEs been included (as shown in the net expense ratio in the Fund’s prospectus) the “Annualized Net Expense Ratio” would have been higher. |
Performance
| Average Annual Total Return | ||||||||||||
| 6-Month* | 1 Year | Since Inception1 | ||||||||||
Fund NAV Returns | 6.07 | % | 18.14 | % | 5.28 | % | ||||||
Fund Market Price Returns | 6.02 | % | 18.36 | % | 5.20 | % | ||||||
WisdomTree Balanced Income Index | 5.95 | % | 17.93 | % | 5.18 | % | ||||||
60% MSCI AC World Index / 40% Bloomberg Barclays U.S. Aggregate Index Composite | 6.37 | % | 19.24 | % | 6.18 | % | ||||||
| * | Returns of less than one year are cumulative. |
| 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.
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Table of Contents
Performance Summary
as of December 31, 2019 (unaudited)
WisdomTree Cloud Computing Fund (WCLD)
Sector Breakdown†
| Sector | % of Net Assets | |||
Information Technology | 98.1% | |||
Health Care | 1.8% | |||
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 | |||
DocuSign, Inc. | 3.4% | |||
2U, Inc. | 3.0% | |||
LogMeIn, Inc. | 2.6% | |||
Box, Inc., Class A | 2.6% | |||
RingCentral, Inc., Class A | 2.5% | |||
Paylocity Holding Corp. | 2.4% | |||
Instructure, Inc. | 2.4% | |||
Adobe, Inc. | 2.4% | |||
New Relic, Inc. | 2.4% | |||
j2 Global, Inc. | 2.4% | |||
| * | 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 Cloud Computing Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bessemer Venture Partners (“BVP”) Nasdaq Emerging Cloud Index (the “Index”). In seeking to track the Index, the Fund invests in emerging public companies primarily involved in providing cloud computing software and services to their customers, which derive the majority of their revenues from business-oriented software products, as determined by BVP. 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 had less than six months of operating history at the end of the reporting period and therefore no comparative performance information is shown in this shareholder report. Comparative performance information for the most recentmonth-end is available at www.wisdomtree.com.
Shareholder Expense Example(for thesix-month period ended December 31, 2019)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual1 | $ | 1,000.00 | $ | 1,020.00 | 0.45 | % | $ | 1.45 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.87 | 0.45 | % | $ | 2.29 | ||||||||
| 1 | Fund commenced operations on September 6, 2019. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 117/366 (to reflect the period since commencement of operations). |
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
Description of Indexes(unaudited)
Below are descriptions of each Index referenced in this report:
The60% MSCI AC World/40% Bloomberg Barclays U.S. Aggregate Index Compositerepresents a 60% weight to the MSCI AC World Index and a 40% weight to the Bloomberg Barclays U.S. Aggregate Index.
The60% S&P 500 Index/40% Bloomberg Barclays U.S. Aggregate Index Compositerepresents a 60% weight to the S&P 500 Index and a 40% weight to the Bloomberg Barclays U.S. Aggregate Index. The Bloomberg Barclays U.S. Aggregate Index measures the performance of the U.S. investment-grade bond market.
TheBVP Nasdaq Emerging Cloud Index is an equally weighted index that is designed to track the performance of emerging public companies primarily involved in providing cloud software and services to their customers.
TheICEBofA Merrill Lynch U.S. Corporate Index tracks the performance of U.S. dollar denominated investment grade corporate debt publicly issued in the U.S.
TheICEBofA Merrill Lynch U.S. High Yield Index tracks the performance of U.S. dollar denominated high yield corporate debt securities issued in the U.S.
TheICEBofA Merrill Lynch1-5 Year U.S. Corporate Index is a subset of the ICE BofA Merrill Lynch U.S. Corporate Index including all securities with a remaining term to final maturity less than 5 years.
The ICEBofA Merrill Lynch1-5 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.
TheMSCI China Index is a free float-adjusted market capitalization weighted index that is designed to measure the developed market equity performance in China and captures large andmid-cap representation across ChinaH-shares,B-shares, red chips, P chips and foreign listings (e.g. ADRs). With 150 constituents, the index covers about 85% of this China equity universe.
TheMSCI EAFE Indexis a marketcap-weighted index composed of companies representative of the developed market structure of developed countries in Europe, Australasia and Japan.
TheMSCI EAFE Local Currency Indexis 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.
TheMSCI EAFE Small Cap Indexis a free float-adjusted market capitalization equity index that is designed to measure the performance ofsmall-cap stocks within the developed equity market, excluding the U.S. and Canada.
TheMSCI EAFE Small Cap Local Currency Indexis a free float-adjusted market capitalization equity index that is designed to measure the performance ofsmall-cap stocks within the developed equity market, excluding the U.S. and Canada, in local currency.
TheMSCI Emerging Markets Indexis a free float-adjusted market capitalization index that is designed to measure emerging markets equity performance.
TheMSCI Europe Index is a free float-adjusted market capitalization index that is designed to measure the performance of large- andmid-cap stocks within developed market European countries.
TheMSCI Japan Indexis a free float-adjusted market capitalization index that is designed to measure the performance of the Japanese equity market.
TheMSCI Japan Local Currency Indexis a free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan and calculated in local currency.
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Table of Contents
Description of Indexes(unaudited) (continued)
TheS&P 500® Indexis a capitalization-weighted index of 500 stocks selected by the Standard & Poor’s Index Committee, designed to represent the performance of the leading industries in the United States economy.
TheS&P 500® Inverse Daily Indexprovides inverse (positive or negative) returns of the S&P 500 Index by taking a short position in the index.
TheS&P China 500 Indexcomprises 500 of the largest, most liquid Chinese companies while approximating the sector composition of the broader Chinese equity market. All Chinese share classes includingA-shares and offshore listings are eligible for inclusion.
TheWisdomTree Balanced Income Indexis 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.
TheWisdomTree Dynamic Bearish U.S. Equity Indexincludes long equity positions or long U.S. Treasury positions and short equity positions. The long equity positions consist of approximately 100 U.S. large- andmid-capitalization stocks that meet Index eligibility requirements and have the best combined score based on fundamental growth and value signals. Stocks are weighted in the Long Equity Index according to their volatility characteristics. The Short Equity Index consists of short positions in the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The Index provides a dynamic allocation of exposure to the Long Equity Index ranging from 100% to 0% while employing a variable monthly hedge ratio ranging from 75% to 100% exposure to the Short Equity Index based on a quantitative rules-based market indicator that scores growth and value market signals.
TheWisdomTree Dynamic Currency Hedged International Equity Indexis a fundamentally weighted index that measures the performance of dividend-paying companies in the industrialized world, excluding Canada and the United States. To hedge the impact of changes to the value of foreign currencies relative to the U.S. dollar, a currency hedge ratio (ranging from 0% to 100%) is applied monthly using a rules-based process that combines momentum, value, and interest rate signals.
TheWisdomTree 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.
TheWisdomTree Dynamic Currency Hedged International SmallCap Equity Indexis a fundamentally weighted index that measures the performance of the small-capitalization segment of the dividend-paying market in the industrialized world, excluding Canada and the United States. To hedge the impact of changes to the value of foreign currencies relative to the U.S. dollar, a currency hedge ratio (ranging from 0% to 100%) is applied monthly using a rules-based process that combines momentum, value, and interest rate signals.
TheWisdomTree Dynamic Long/Short U.S. Equity Indexincludes long equity positions and short equity positions. The Long Equity Index consists of approximately 100 U.S. large- andmid-capitalization stocks that meet Index eligibility requirements and have the best combined score based on fundamental growth and value signals. Stocks are weighted in the Long Equity Index according to their volatility characteristics. The Short Equity Index consists of short positions in the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The Index maintains 100% exposure to the Long Equity Index while employing a variable monthly hedge ratio ranging from 0% to 100% exposure to the Short Equity Index based on a quantitative rules-based market indicator that scores growth and value market signals.
TheWisdomTree Emerging Markets Dividend Index is a fundamentally weighted index that measures the performance of dividend-paying stocks selected from the following 17
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Table of Contents
Description of Indexes(unaudited) (continued)
emerging market nations: Brazil, Chile, China, Czech Republic, Hungary, India, Indonesia, Korea, Malaysia, Mexico, Philippines, Poland, Russia, South Africa, Taiwan, Thailand, Turkey. Companies are weighted in the Index based on annual cash dividends paid.
TheWisdomTree U.S. Corporate Bond Index is a rule-based alternatively weighted index designed to capture the performance of selected issuers in the U.S. investment grade corporate bond market that are deemed to have attractive fundamental and income characteristics. The Index employs a multi-step process, which screens on fundamentals to identify bonds with favorable characteristics and then tilts to those which offer attractive income characteristics. The Index is comprised of U.S. corporate bonds of public issuers domiciled in the United States. To be eligible for inclusion in the Index, debt securities must have fixed coupons with at least $350 million in par amount outstanding and a remaining maturity of at least one year. Component securities must be rated investment grade.
TheWisdomTree U.S. High Yield Corporate Bond Index is a rule-based alternatively weighted index designed to capture the performance of selected issuers in the U.S. high yield corporate bond market that are deemed to have attractive fundamental and income characteristics. The Index employs a multi-step process, which screens on fundamentals to identify bonds with favorable characteristics and then tilts to those which offer attractive income characteristics. The Index is comprised of U.S. corporate bonds of public issuers domiciled in the United States. To be eligible for inclusion in the Index, debt securities must have fixed coupons with at least $500 million in par amount outstanding and a remaining maturity of at least one year. Component securities must be ratednon-investment grade by at least one rating agency.
TheWisdomTree U.S. Short-Term Corporate Bond Index is a rule-based alternatively weighted index designed to capture the performance of selected issuers in the U.S. investment-grade corporate bond market that are deemed to have attractive fundamental and income characteristics. The Index employs a multi-step process, which screens on fundamentals to identify bonds with favorable characteristics and then tilts to those which offer attractive income characteristics. The Index is comprised of U.S. corporate bonds of public issuers domiciled in the United States. To be eligible for inclusion in the Index, debt securities must have fixed coupons with at least $350 million in par amount outstanding and a remaining maturity of at least one year but not more than five years. Component securities must be rated investment grade.
TheWisdomTree U.S. Short-Term High Yield Corporate Bond Index is a rule-based alternatively weighted index designed to capture the performance of selected issuers in the short-term U.S. high yield corporate bond market that are deemed to have attractive fundamental and income characteristics. The Index employs a multi-step process, which screens on fundamentals to identify bonds with favorable characteristics and then tilts to those which offer attractive income characteristics. The Index is comprised of U.S. corporate bonds of public issuers domiciled in the United States. To be eligible for inclusion in the Index, debt securities must have fixed coupons with at least $350 million in par amount outstanding and a remaining maturity of at least one year. Component securities must be ratednon-investment grade by at least one rating agency.
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.
THE INFORMATION SET FORTH IN THE BVP NASDAQ EMERGING CLOUD INDEX IS NOT INTENDED TO BE, AND SHALL NOT BE REGARDED OR CONSTRUED AS, A RECOMMENDATION FOR A TRANSACTION OR INVESTMENT OR FINANCIAL, TAX, INVESTMENT OR OTHER ADVICE OF ANY KIND BY BESSEMER VENTURE PARTNERS. BESSEMER VENTURE PARTNERS DOES NOT PROVIDE INVESTMENT ADVICE TO WISDOM TREE OR THE FUND, IS NOT AN INVESTMENT ADVISER TO THE FUND AND IS NOT RESPONSIBLE FOR THE PERFORMANCE OF THE FUND.THE FUND IS NOT ISSUED, SPONSORED, ENDORSED OR PROMOTED BY BESSEMER VENTURE PARTNERS. BESSEMER VENTURE PARTNERS MAKES NO WARRANTY OR REPRESENTATION REGARDING THE QUALITY, ACCURACY OR COMPLETENESS OF THE BVP NASDAQ EMERGING CLOUD INDEX, INDEX VALUES OR ANY INDEX RELATED DATA INCLUDED HEREIN, PROVIDED HEREWITH OR DERIVED THEREFROM AND ASSUMES NO LIABILITY IN CONNECTION WITH ITS USE. BESSEMER VENTURE PARTNERS AND/OR POOLED INVESTMENT VEHICLES WHICH IT MANAGES, AND INDIVIDUALS AND ENTITIES AFFILIATED WITH SUCH VEHICLES, MAY PURCHASE,SELL OR HOLD SECURITIES OF ISSUERS THAT ARE CONSTITUENTS OF THE BVP NASDAQ EMERGING CLOUD INDEX FROM TIME TO TIME AND AT ANY TIME, INCLUDING IN ADVANCE OF OR FOLLOWING AN ISSUER BEING ADDED TO OR REMOVED FROM THE BVP NASDAQ EMERGING CLOUD INDEX.
Nasdaq® and the BVP Nasdaq Emerging Cloud Index are registered trademarks and service marks of Nasdaq, Inc. (which with its affiliates is referred to as the “Corporations”) and are licensed for use by WisdomTree. The fund has not been passed on by the Corporations as to its legality or suitability. The fund is not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND.
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
Schedule of Investments(unaudited)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 100.5% |
| |||||||
| Australia – 6.9% |
| |||||||
AGL Energy Ltd. | 17,944 | $ | 258,960 | |||||
Alumina Ltd. | 139,853 | 226,112 | ||||||
APA Group | 24,737 | 193,017 | ||||||
Aristocrat Leisure Ltd. | 6,977 | 165,134 | ||||||
ASX Ltd. | 4,036 | 222,458 | ||||||
Aurizon Holdings Ltd. | 56,690 | 208,417 | ||||||
Australia & New Zealand Banking Group Ltd. | 55,030 | 952,771 | ||||||
Bank of Queensland Ltd.(a) | 8,608 | 43,870 | ||||||
Bendigo & Adelaide Bank Ltd.(a) | 13,263 | 91,181 | ||||||
BHP Group Ltd. | 46,697 | 1,277,575 | ||||||
BHP Group PLC | 38,442 | 904,854 | ||||||
Boral Ltd. | 34,650 | 109,120 | ||||||
Brambles Ltd. | 21,287 | 175,375 | ||||||
Caltex Australia Ltd. | 8,372 | 199,799 | ||||||
Challenger Ltd. | 16,457 | 93,589 | ||||||
CIMIC Group Ltd. | 5,032 | 117,224 | ||||||
Commonwealth Bank of Australia | 32,104 | 1,803,144 | ||||||
Crown Resorts Ltd. | 23,480 | 198,228 | ||||||
CSL Ltd. | 2,366 | 458,639 | ||||||
CSR Ltd. | 13,065 | 41,787 | ||||||
Downer EDI Ltd. | 22,683 | 130,271 | ||||||
Fortescue Metals Group Ltd. | 52,129 | 391,725 | ||||||
GUD Holdings Ltd. | 12,731 | 99,337 | ||||||
Harvey Norman Holdings Ltd.(a) | 50,827 | 145,416 | ||||||
Iluka Resources Ltd. | 2,040 | 13,336 | ||||||
Incitec Pivot Ltd. | 35,919 | 80,293 | ||||||
Infomedia Ltd. | 30,620 | 44,986 | ||||||
Insurance Australia Group Ltd. | 41,079 | 221,194 | ||||||
IOOF Holdings Ltd.(a) | 15,060 | 83,209 | ||||||
Japara Healthcare Ltd.(a) | 45,039 | 31,185 | ||||||
Macquarie Group Ltd. | 5,461 | 529,180 | ||||||
Magellan Financial Group Ltd. | 3,548 | 142,037 | ||||||
Medibank Pvt Ltd. | 62,238 | 138,251 | ||||||
National Australia Bank Ltd. | 62,642 | 1,084,562 | ||||||
New Hope Corp., Ltd.(a) | 15,043 | 21,783 | ||||||
NIB Holdings Ltd. | 17,297 | 76,236 | ||||||
Origin Energy Ltd. | 17,819 | 105,844 | ||||||
Pendal Group Ltd. | 16,417 | 99,131 | ||||||
Perpetual Ltd.(a) | 3,109 | 89,867 | ||||||
Platinum Asset Management Ltd.(a) | 26,495 | 84,183 | ||||||
QBE Insurance Group Ltd. | 23,059 | 208,776 | ||||||
Ramsay Health Care Ltd. | 4,034 | 205,673 | ||||||
Rio Tinto Ltd. | 6,402 | 451,829 | ||||||
Santos Ltd. | 32,070 | 184,407 | ||||||
Service Stream Ltd. | 21,286 | 39,802 | ||||||
Sims Metal Management Ltd. | 842 | 6,315 | ||||||
Sonic Healthcare Ltd. | 10,776 | 217,781 | ||||||
South32 Ltd. | 87,947 | 166,920 | ||||||
Suncorp Group Ltd. | 24,236 | 220,796 | ||||||
Sydney Airport | 62,727 | 381,854 | ||||||
Tabcorp Holdings Ltd. | 57,943 | 184,512 | ||||||
Telstra Corp., Ltd. | 143,070 | 356,022 | ||||||
Transurban Group | 44,228 | 463,553 | ||||||
Treasury Wine Estates Ltd. | 10,297 | 117,550 | ||||||
Wesfarmers Ltd. | 30,295 | 881,649 | ||||||
Westpac Banking Corp. | 79,146 | 1,348,053 | ||||||
Whitehaven Coal Ltd. | 41,705 | 77,396 | ||||||
Woodside Petroleum Ltd. | 22,330 | 539,659 | ||||||
Woolworths Group Ltd. | 18,722 | 475,888 | ||||||
Worley Ltd. | 8,252 | 88,809 | ||||||
|
| |||||||
| Total Australia |
| 17,970,524 | ||||||
| Austria – 0.5% |
| |||||||
Andritz AG | 3,105 | 133,838 | ||||||
BAWAG Group AG*(b) | 2,575 | 117,352 | ||||||
Erste Group Bank AG* | 6,387 | 240,605 | ||||||
Lenzing AG | 405 | 37,642 | ||||||
Oesterreichische Post AG | 3,184 | 121,517 | ||||||
OMV AG | 6,091 | 342,404 | ||||||
Porr AG(a) | 1,767 | 30,625 | ||||||
Raiffeisen Bank International AG | 4,089 | 102,768 | ||||||
UNIQA Insurance Group AG | 11,906 | 121,550 | ||||||
Vienna Insurance Group AG Wiener Versicherung Gruppe | 4,599 | 131,124 | ||||||
|
| |||||||
| Total Austria |
| 1,379,425 | ||||||
| Belgium – 1.2% |
| |||||||
Ageas | 4,823 | 285,200 | ||||||
Anheuser-Busch InBev S.A./N.V. | 15,620 | 1,274,856 | ||||||
Colruyt S.A. | 2,477 | 129,234 | ||||||
KBC Group N.V. | 9,071 | 682,818 | ||||||
Proximus SADP | 9,306 | 266,581 | ||||||
Solvay S.A. | 1,930 | 223,792 | ||||||
UCB S.A. | 2,342 | 186,389 | ||||||
Umicore S.A. | 3,492 | 169,961 | ||||||
|
| |||||||
| Total Belgium |
| 3,218,831 | ||||||
| China – 3.1% |
| |||||||
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | 20,000 | 30,185 | ||||||
China Everbright International Ltd. | 100,666 | 80,747 | ||||||
China Jinmao Holdings Group Ltd. | 258,000 | 200,988 | ||||||
China Mobile Ltd. | 366,000 | 3,076,696 | ||||||
China Overseas Grand Oceans Group Ltd. | 148,000 | 102,379 | ||||||
China Overseas Land & Investment Ltd. | 142,000 | 553,107 | ||||||
China Resources Power Holdings Co., Ltd. | 166,000 | 233,071 | ||||||
China Taiping Insurance Holdings Co., Ltd. | 15,000 | 37,193 | ||||||
China Unicom Hong Kong Ltd. | 248,000 | 233,620 | ||||||
CITIC Ltd. | 410,000 | 548,294 | ||||||
CITIC Telecom International Holdings Ltd. | 115,000 | 41,916 | ||||||
CNOOC Ltd. | 981,000 | 1,631,685 | ||||||
CSPC Pharmaceutical Group Ltd. | 62,000 | 147,843 | ||||||
Dah Chong Hong Holdings Ltd. | 433,000 | 204,502 | ||||||
Fosun International Ltd. | 175,000 | 255,140 | ||||||
Genertec Universal Medical Group Co., Ltd.(b) | 127,500 | 96,544 | ||||||
Guangdong Investment Ltd. | 124,000 | 259,401 | ||||||
Shenzhen Investment Ltd. | 428,000 | 171,380 | ||||||
Sino-Ocean Group Holding Ltd. | 318,500 | 127,943 | ||||||
|
| |||||||
| Total China |
| 8,032,634 | ||||||
See Notes to Financial Statements.
| 22 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
| Denmark – 1.2% |
| |||||||
AP Moller – Maersk A/S Class B | 91 | $ | 131,340 | |||||
Coloplast A/S Class B | 2,518 | 312,585 | ||||||
Danske Bank A/S | 22,957 | 371,754 | ||||||
DSV Panalpina A/S | 804 | 92,731 | ||||||
GN Store Nord A/S | 4 | 188 | ||||||
H. Lundbeck A/S | 4,118 | 157,371 | ||||||
ISS A/S | 3,329 | 79,937 | ||||||
Novo Nordisk A/S Class B | 17,989 | 1,044,832 | ||||||
Novozymes A/S Class B | 959 | 46,963 | ||||||
Orsted A/S(b) | 3,178 | 328,923 | ||||||
Pandora A/S | 3,692 | 160,724 | ||||||
Rockwool International A/S Class B | 59 | 13,986 | ||||||
Sydbank A/S | 510 | 10,710 | ||||||
Topdanmark A/S | 2,003 | 98,811 | ||||||
Tryg A/S | 7,036 | 208,744 | ||||||
Vestas Wind Systems A/S | 1,086 | 109,824 | ||||||
|
| |||||||
| Total Denmark |
| 3,169,423 | ||||||
| Finland – 1.8% |
| |||||||
Elisa Oyj | 3,462 | 191,390 | ||||||
Fiskars Oyj Abp(a) | 6,560 | 82,914 | ||||||
Fortum Oyj | 21,200 | 523,534 | ||||||
Huhtamaki Oyj | 851 | 39,528 | ||||||
Kemira Oyj | 4,990 | 74,273 | ||||||
Kesko Oyj Class B | 2,160 | 152,944 | ||||||
Kone Oyj Class B | 5,672 | 371,058 | ||||||
Metso Oyj(a) | 3,836 | 151,482 | ||||||
Neste Oyj | 8,622 | 300,217 | ||||||
Nokian Renkaat Oyj | 3,428 | 98,622 | ||||||
Nordea Bank Abp | 143,051 | 1,155,894 | ||||||
Orion Oyj Class B | 3,233 | 149,770 | ||||||
Sampo Oyj Class A | 10,449 | 456,375 | ||||||
Stora Enso Oyj Class R | 13,870 | 201,853 | ||||||
Tieto Oyj | 3,403 | 105,887 | ||||||
UPM-Kymmene Oyj | 12,605 | 437,349 | ||||||
Valmet Oyj | 1,550 | 37,164 | ||||||
Wartsila Oyj Abp | 8,559 | 94,634 | ||||||
|
| |||||||
| Total Finland |
| 4,624,888 | ||||||
| France – 10.9% |
| |||||||
Accor S.A. | 5,040 | 236,196 | ||||||
Aeroports de Paris | 1,050 | 207,556 | ||||||
Air Liquide S.A. | 3,529 | 499,916 | ||||||
Airbus SE | 4,177 | 611,779 | ||||||
ALD S.A.(b) | 8,781 | 136,416 | ||||||
Amundi S.A.(b) | 3,727 | 292,431 | ||||||
AXA S.A. | 47,272 | 1,332,407 | ||||||
BioMerieux | 492 | 43,823 | ||||||
BNP Paribas S.A. | 30,732 | 1,822,458 | ||||||
Bollore S.A. | 22,625 | 98,793 | ||||||
Bollore S.A.Non-Voting Shares* | 136 | 579 | ||||||
Bouygues S.A. | 7,733 | 328,809 | ||||||
Bureau Veritas S.A. | 6,826 | 178,222 | ||||||
Capgemini SE | 1,525 | 186,416 | ||||||
Carrefour S.A. | 9,835 | 165,045 | ||||||
Cie de Saint-Gobain | 8,345 | 341,905 | ||||||
Cie Generale des Etablissements Michelin SCA | 2,165 | 265,136 | ||||||
Cie Plastic Omnium S.A. | 3,859 | 107,860 | ||||||
CNP Assurances | 12,955 | 257,829 | ||||||
Covivio | 1,765 | 200,499 | ||||||
Credit Agricole S.A. | 66,772 | 968,749 | ||||||
Danone S.A. | 7,682 | 637,243 | ||||||
Dassault Systemes SE | 979 | 161,048 | ||||||
Edenred | 3,309 | 171,232 | ||||||
Eiffage S.A. | 1,347 | 154,225 | ||||||
Electricite de France S.A. | 32,394 | 361,004 | ||||||
Elis S.A. | 4,438 | 92,161 | ||||||
Engie S.A. | 55,959 | 904,521 | ||||||
EssilorLuxottica S.A. | 3,493 | 532,457 | ||||||
Eutelsat Communications S.A. | 8,299 | 134,983 | ||||||
Faurecia SE | 2,624 | 141,469 | ||||||
Gaztransport Et Technigaz S.A. | 1,140 | 109,282 | ||||||
Hermes International | 426 | 318,567 | ||||||
ICADE | 2,388 | 260,145 | ||||||
Ipsen S.A. | 322 | 28,554 | ||||||
JCDecaux S.A. | 3,705 | 114,285 | ||||||
Kering S.A. | 1,051 | 690,388 | ||||||
Klepierre S.A. | 8,012 | 304,429 | ||||||
L’Oreal S.A. | 3,349 | 992,442 | ||||||
Legrand S.A. | 2,770 | 225,861 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 3,420 | 1,590,092 | ||||||
Metropole Television S.A. | 4,676 | 88,075 | ||||||
Natixis S.A. | 78,532 | 348,906 | ||||||
Nexity S.A. | 2,349 | 118,074 | ||||||
Orange S.A. | 46,475 | 684,446 | ||||||
Pernod Ricard S.A. | 1,690 | 302,386 | ||||||
Peugeot S.A. | 11,987 | 286,600 | ||||||
Publicis Groupe S.A. | 2,257 | 102,251 | ||||||
Renault S.A. | 6,820 | 322,907 | ||||||
Rubis SCA | 1,995 | 122,606 | ||||||
Safran S.A. | 2,724 | 420,891 | ||||||
Sanofi | 19,654 | 1,977,161 | ||||||
Schneider Electric SE | 6,803 | 698,727 | ||||||
SEB S.A. | 506 | 75,201 | ||||||
Societe Generale S.A. | 21,525 | 749,378 | ||||||
Sodexo S.A. | 2,216 | 262,800 | ||||||
Sopra Steria Group | 623 | 100,352 | ||||||
SPIE S.A. | 4,593 | 93,626 | ||||||
Suez | 14,024 | 212,280 | ||||||
Teleperformance | 653 | 159,353 | ||||||
Thales S.A. | 1,575 | 163,570 | ||||||
TOTAL S.A. | 54,146 | 2,990,320 | ||||||
Valeo S.A. | 5,300 | 186,866 | ||||||
Veolia Environnement S.A. | 11,867 | 315,834 | ||||||
Vicat S.A. | 1,035 | 46,878 | ||||||
Vinci S.A. | 6,442 | 715,883 | ||||||
Vivendi S.A. | 11,430 | 331,275 | ||||||
Wendel S.A. | 924 | 122,907 | ||||||
|
| |||||||
| Total France |
| 28,206,765 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 23 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
| Germany – 8.1% |
| |||||||
adidas AG | 1,218 | $ | 396,216 | |||||
Allianz SE Registered Shares | 5,887 | 1,443,221 | ||||||
Aurubis AG | 1,813 | 111,360 | ||||||
BASF SE | 17,821 | 1,347,274 | ||||||
Bayer AG Registered Shares | 19,056 | 1,557,431 | ||||||
Bayerische Motoren Werke AG | 12,253 | 1,005,967 | ||||||
Brenntag AG | 3,535 | 192,370 | ||||||
Carl Zeiss Meditec AG Bearer Shares | 839 | 107,080 | ||||||
Commerzbank AG | 21,161 | 131,046 | ||||||
Continental AG | 3,003 | 388,526 | ||||||
Covestro AG(b) | 3,920 | 182,388 | ||||||
Daimler AG Registered Shares | 28,137 | 1,559,291 | ||||||
Deutsche Boerse AG | 1,940 | 305,198 | ||||||
Deutsche Lufthansa AG Registered Shares | 9,644 | 177,645 | ||||||
Deutsche Post AG Registered Shares | 21,119 | 806,243 | ||||||
Deutsche Telekom AG Registered Shares | 80,470 | 1,316,072 | ||||||
Deutsche Wohnen SE Bearer Shares | 3,474 | 142,022 | ||||||
Duerr AG | 2,127 | 72,534 | ||||||
E.ON SE | 38,222 | 408,619 | ||||||
Evonik Industries AG | 9,486 | 289,733 | ||||||
Fielmann AG | 2,380 | 192,352 | ||||||
Fraport AG Frankfurt Airport Services Worldwide | 1,896 | 161,280 | ||||||
Freenet AG | 6,966 | 159,827 | ||||||
Fresenius Medical Care AG & Co. KGaA | 2,727 | 201,907 | ||||||
Fresenius SE & Co. KGaA | 4,502 | 253,584 | ||||||
Fuchs Petrolub SE | 2,332 | 104,576 | ||||||
GEA Group AG | 3,622 | 119,857 | ||||||
Hannover Rueck SE | 1,872 | 362,057 | ||||||
HeidelbergCement AG | 2,822 | 205,773 | ||||||
Henkel AG & Co. KGaA | 2,405 | 226,767 | ||||||
Hochtief AG | 1,452 | 185,316 | ||||||
Hugo Boss AG | 2,309 | 112,124 | ||||||
Infineon Technologies AG | 8,541 | 194,717 | ||||||
KION Group AG | 1,584 | 109,456 | ||||||
LEG Immobilien AG | 1,578 | 186,961 | ||||||
METRO AG | 8,650 | 139,333 | ||||||
MTU Aero Engines AG | 475 | 135,750 | ||||||
Muenchener Rueckversicherungs – Gesellschaft AG Registered Shares | 2,173 | 641,507 | ||||||
ProSiebenSat.1 Media SE | 9,234 | 144,179 | ||||||
RWE AG | 8,870 | 272,312 | ||||||
SAP SE | 6,490 | 876,534 | ||||||
Siemens AG Registered Shares | 10,969 | 1,434,922 | ||||||
Siemens Healthineers AG(b) | 8,283 | 398,126 | ||||||
Software AG | 3,102 | 108,290 | ||||||
Symrise AG | 828 | 87,181 | ||||||
Talanx AG | 5,188 | 257,283 | ||||||
Telefonica Deutschland Holding AG | 136,385 | 395,590 | ||||||
TUI AG | 21,907 | 280,333 | ||||||
Uniper SE | 5,847 | 193,682 | ||||||
Volkswagen AG | 3,804 | 739,775 | ||||||
Wacker Chemie AG | 1,075 | 81,620 | ||||||
Wirecard AG | 245 | 29,564 | ||||||
|
| |||||||
| Total Germany |
| 20,932,771 | ||||||
| Hong Kong – 2.5% |
| |||||||
AIA Group Ltd. | 66,000 | 692,882 | ||||||
Bank of East Asia Ltd. (The) | 74,149 | 165,583 | ||||||
BOC Hong Kong Holdings Ltd. | 168,500 | 584,964 | ||||||
Cathay Pacific Airways Ltd.(a) | 59,000 | 87,230 | ||||||
CLP Holdings Ltd. | 33,000 | 346,865 | ||||||
Galaxy Entertainment Group Ltd. | 41,000 | 302,035 | ||||||
Hang Lung Properties Ltd. | 99,000 | 217,267 | ||||||
Hang Seng Bank Ltd. | 24,200 | 500,038 | ||||||
Henderson Land Development Co., Ltd. | 74,000 | 363,267 | ||||||
Hong Kong & China Gas Co., Ltd. | 69,213 | 135,196 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 10,905 | 354,086 | ||||||
MTR Corp., Ltd. | 58,643 | 346,584 | ||||||
New World Development Co., Ltd. | 165,010 | 226,175 | ||||||
PCCW Ltd. | 280,000 | 165,661 | ||||||
Power Assets Holdings Ltd. | 42,500 | 310,904 | ||||||
Sino Land Co., Ltd. | 122,000 | 177,243 | ||||||
SJM Holdings Ltd. | 98,000 | 111,561 | ||||||
Sun Hung Kai Properties Ltd. | 38,000 | 581,817 | ||||||
Swire Pacific Ltd. Class A | 9,000 | 83,626 | ||||||
Swire Pacific Ltd. Class B | 90,000 | 134,680 | ||||||
Swire Properties Ltd. | 57,800 | 191,757 | ||||||
Techtronic Industries Co., Ltd. | 18,000 | 146,808 | ||||||
Wharf Holdings Ltd. (The) | 46,000 | 117,010 | ||||||
Wheelock & Co., Ltd. | 32,000 | 213,353 | ||||||
|
| |||||||
| Total Hong Kong |
| 6,556,592 | ||||||
| Ireland – 0.5% |
| |||||||
AIB Group PLC | 49,054 | 171,026 | ||||||
Bank of Ireland Group PLC | 17,436 | 95,550 | ||||||
CRH PLC* | 8,375 | 335,331 | ||||||
DCC PLC | 1,150 | 99,696 | ||||||
Flutter Entertainment PLC | 1,475 | 179,394 | ||||||
Greencore Group PLC | 8,582 | 30,458 | ||||||
Smurfit Kappa Group PLC | 3,954 | 152,058 | ||||||
Total Produce PLC | 48,276 | 77,491 | ||||||
|
| |||||||
| Total Ireland |
| 1,141,004 | ||||||
| Israel – 0.3% |
| |||||||
Delek Automotive Systems Ltd. | 21,502 | 138,138 | ||||||
Delek Group Ltd. | 604 | 91,747 | ||||||
First International Bank of Israel Ltd. | 7,320 | 211,695 | ||||||
Harel Insurance Investments & Financial Services Ltd. | 14,835 | 115,751 | ||||||
Israel Chemicals Ltd. | 24,215 | 113,924 | ||||||
Menora Mivtachim Holdings Ltd. | 6,259 | 91,493 | ||||||
Migdal Insurance & Financial Holdings Ltd. | 76,765 | 72,453 | ||||||
|
| |||||||
| Total Israel |
| 835,201 | ||||||
| Italy – 3.4% |
| |||||||
A2A SpA | 79,958 | 150,067 | ||||||
ACEA SpA | 5,548 | 114,837 | ||||||
Ascopiave SpA | 26,102 | 111,777 | ||||||
Assicurazioni Generali SpA | 20,567 | 424,675 | ||||||
ASTM SpA | 2,367 | 71,632 | ||||||
Azimut Holding SpA | 4,599 | 109,855 | ||||||
See Notes to Financial Statements.
| 24 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
Banca Generali SpA | 3,428 | $ | 111,436 | |||||
Banca Mediolanum SpA | 23,344 | 232,033 | ||||||
Credito Emiliano SpA | 26,496 | 154,360 | ||||||
DiaSorin SpA | 754 | 97,670 | ||||||
Enel SpA | 163,844 | 1,300,645 | ||||||
Eni SpA | 74,181 | 1,152,931 | ||||||
ERG SpA | 4,468 | 96,395 | ||||||
Esprinet SpA | 21,048 | 122,385 | ||||||
Ferrari N.V. | 539 | 89,484 | ||||||
FinecoBank Banca Fineco SpA | 10,612 | 127,339 | ||||||
Hera SpA | 29,034 | 127,104 | ||||||
IMA Industria Macchine Automatiche SpA | 553 | 39,790 | ||||||
Infrastrutture Wireless Italiane SpA(b) | 15,586 | 152,734 | ||||||
Intesa Sanpaolo SpA | 631,930 | 1,665,888 | ||||||
Italgas SpA | 19,797 | 120,977 | ||||||
Leonardo SpA | 3,533 | 41,442 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 16,946 | 186,681 | ||||||
Piaggio & C. SpA | 9,133 | 28,172 | ||||||
Pirelli & C SpA(b) | 17,937 | 103,490 | ||||||
Poste Italiane SpA(b) | 24,977 | 283,731 | ||||||
Recordati SpA | 3,051 | 128,668 | ||||||
Saras SpA | 51,391 | 82,722 | ||||||
Snam SpA | 66,827 | 351,512 | ||||||
Societa Cattolica di Assicurazioni SC | 12,738 | 103,949 | ||||||
Societa Iniziative Autostradali e Servizi SpA | 7,088 | 118,867 | ||||||
Telecom Italia SpA RSP | 156,705 | 96,007 | ||||||
Terna Rete Elettrica Nazionale SpA | 35,811 | 239,338 | ||||||
UniCredit SpA | 18,173 | 265,597 | ||||||
Unipol Gruppo SpA | 17,060 | 97,894 | ||||||
UnipolSai Assicurazioni SpA | 77,730 | 225,982 | ||||||
|
| |||||||
| Total Italy |
| 8,928,066 | ||||||
| Japan – 20.5% |
| |||||||
Advantest Corp. | 3,500 | 198,390 | ||||||
Aeon Co., Ltd. | 11,400 | 236,602 | ||||||
AGC, Inc. | 5,100 | 184,431 | ||||||
Ahresty Corp. | 21,000 | 108,213 | ||||||
Aisin Seiki Co., Ltd. | 6,600 | 247,177 | ||||||
Ajinomoto Co., Inc. | 8,400 | 140,290 | ||||||
Amada Holdings Co., Ltd. | 12,000 | 138,026 | ||||||
ANA Holdings, Inc. | 6,800 | 227,887 | ||||||
Aozora Bank Ltd.(a) | 6,200 | 164,934 | ||||||
Artnature, Inc. | 30,000 | 230,780 | ||||||
Asahi Group Holdings Ltd.(a) | 5,500 | 252,188 | ||||||
Asahi Kasei Corp. | 19,100 | 216,880 | ||||||
Astellas Pharma, Inc. | 25,600 | 440,506 | ||||||
Azbil Corp. | 4,000 | 113,550 | ||||||
Bank of the Ryukyus Ltd. | 11,100 | 122,669 | ||||||
Bridgestone Corp.(a) | 10,900 | 408,217 | ||||||
Brother Industries Ltd. | 6,400 | 133,742 | ||||||
Canon Electronics, Inc. | 8,100 | 156,671 | ||||||
Canon, Inc.(a) | 23,700 | 651,300 | ||||||
Chiba Bank Ltd. (The) | 26,900 | 156,685 | ||||||
Chubu Electric Power Co., Inc. | 11,600 | 164,540 | ||||||
Citizen Watch Co., Ltd. | 17,700 | 97,234 | ||||||
Concordia Financial Group Ltd. | 36,200 | 150,563 | ||||||
Dai Nippon Toryo Co., Ltd. | 17,700 | 191,699 | ||||||
Dai-ichi Life Holdings, Inc. | 17,100 | 285,826 | ||||||
Daido Steel Co., Ltd. | 4,000 | 176,858 | ||||||
Daifuku Co., Ltd. | 1,600 | 98,054 | ||||||
Daiichi Sankyo Co., Ltd. | 4,200 | 279,343 | ||||||
Daikin Industries Ltd. | 1,700 | 241,684 | ||||||
Daito Trust Construction Co., Ltd. | 1,500 | 186,059 | ||||||
Daiwa House Industry Co., Ltd. | 10,000 | 311,939 | ||||||
Daiwa Securities Group, Inc. | 42,900 | 218,299 | ||||||
Denso Corp. | 10,300 | 470,668 | ||||||
Dentsu, Inc.(a) | 3,900 | 135,473 | ||||||
DIC Corp.(a) | 4,500 | 125,673 | ||||||
Disco Corp. | 600 | 142,995 | ||||||
Dowa Holdings Co., Ltd. | 3,700 | 138,739 | ||||||
East Japan Railway Co. | 3,400 | 308,417 | ||||||
Electric Power Development Co., Ltd. | 5,900 | 143,706 | ||||||
Elematec Corp. | 8,800 | 93,527 | ||||||
Enplas Corp. | 3,400 | 112,160 | ||||||
FamilyMart Co., Ltd. | 4,000 | 96,618 | ||||||
FANUC Corp. | 4,700 | 879,236 | ||||||
Fast Retailing Co., Ltd. | 400 | 239,245 | ||||||
Fuji Electric Co., Ltd. | 2,800 | 86,184 | ||||||
Fujitsu Ltd. | 3,300 | 311,856 | ||||||
Fukuoka Financial Group, Inc. | 7,500 | 145,273 | ||||||
Hakuto Co., Ltd. | 13,000 | 162,926 | ||||||
Hamamatsu Photonics K.K. | 2,800 | 115,813 | ||||||
Hikari Tsushin, Inc. | 600 | 151,442 | ||||||
Hino Motors Ltd. | 19,200 | 205,295 | ||||||
Hirose Electric Co., Ltd.(a) | 900 | 116,190 | ||||||
Hitachi Chemical Co., Ltd. | 3,400 | 143,133 | ||||||
Hitachi Construction Machinery Co., Ltd. | 5,200 | 157,184 | ||||||
Hitachi High-Technologies Corp. | 1,500 | 106,832 | ||||||
Hitachi Ltd. | 8,400 | 357,565 | ||||||
Hitachi Metals Ltd. | 8,200 | 121,708 | ||||||
Hokuhoku Financial Group, Inc. | 12,300 | 130,385 | ||||||
Honda Motor Co., Ltd.(a) | 26,700 | 761,383 | ||||||
Hulic Co., Ltd. | 20,300 | 245,823 | ||||||
Ichiken Co., Ltd. | 6,000 | 99,434 | ||||||
Idemitsu Kosan Co., Ltd. | 5,000 | 139,406 | ||||||
IHI Corp. | 3,800 | 90,004 | ||||||
Ines Corp. | 10,200 | 128,398 | ||||||
Isuzu Motors Ltd. | 15,000 | 179,296 | ||||||
ITOCHU Corp. | 30,100 | 701,987 | ||||||
Iyo Bank Ltd. (The) | 30,600 | 174,576 | ||||||
Japan Airlines Co., Ltd. | 7,000 | 218,808 | ||||||
Japan Exchange Group, Inc. | 11,400 | 202,457 | ||||||
Japan Post Holdings Co., Ltd. | 58,100 | 548,522 | ||||||
Japan Post Insurance Co., Ltd. | 8,600 | 147,349 | ||||||
Japan Tobacco, Inc.(a) | 45,200 | 1,011,723 | ||||||
JFE Holdings, Inc. | 19,800 | 257,077 | ||||||
JSR Corp. | 7,200 | 133,300 | ||||||
JTEKT Corp. | 12,100 | 144,855 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 25 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
JXTG Holdings, Inc. | 77,100 | $ | 353,238 | |||||
Kaga Electronics Co., Ltd. | 7,000 | 162,448 | ||||||
Kajima Corp. | 11,900 | 159,652 | ||||||
Kansai Electric Power Co., Inc. (The) | 17,000 | 197,805 | ||||||
Kansai Paint Co., Ltd. | 3,600 | 88,679 | ||||||
Kao Corp. | 3,400 | 282,356 | ||||||
Kawasaki Heavy Industries Ltd. | 5,900 | 130,731 | ||||||
KDDI Corp. | 32,500 | 972,832 | ||||||
Keio Corp. | 2,100 | 127,729 | ||||||
Keyence Corp. | 130 | 46,043 | ||||||
Kobe Steel Ltd. | 13,300 | 72,084 | ||||||
Koito Manufacturing Co., Ltd. | 2,400 | 112,629 | ||||||
Komatsu Ltd. | 17,900 | 435,167 | ||||||
Kuraray Co., Ltd. | 10,100 | 123,700 | ||||||
Kyokuto Securities Co., Ltd. | 21,100 | 144,259 | ||||||
Kyowa Exeo Corp. | 4,000 | 101,845 | ||||||
Kyowa Kirin Co., Ltd. | 8,200 | 194,144 | ||||||
Kyushu Electric Power Co., Inc. | 12,800 | 111,304 | ||||||
Kyushu Railway Co. | 6,000 | 201,518 | ||||||
Lawson, Inc. | 4,300 | 244,923 | ||||||
LIXIL Group Corp. | 7,800 | 135,580 | ||||||
Mabuchi Motor Co., Ltd. | 3,900 | 148,930 | ||||||
Makita Corp. | 3,900 | 136,729 | ||||||
Marubeni Corp. | 37,700 | 281,202 | ||||||
Marubun Corp. | 26,500 | 156,549 | ||||||
Matsui Securities Co., Ltd.(a) | 14,500 | 115,546 | ||||||
Maxell Holdings Ltd. | 1,800 | 24,464 | ||||||
Mazda Motor Corp. | 11,900 | 102,712 | ||||||
McDonald’s Holdings Co., Japan Ltd. | 4,200 | 202,512 | ||||||
MEIJI Holdings Co., Ltd. | 2,300 | 156,190 | ||||||
MINEBEA MITSUMI, Inc. | 6,800 | 142,476 | ||||||
Mitsubishi Chemical Holdings Corp. | 37,100 | 279,082 | ||||||
Mitsubishi Corp. | 25,800 | 688,475 | ||||||
Mitsubishi Electric Corp. | 28,400 | 391,602 | ||||||
Mitsubishi Gas Chemical Co., Inc. | 8,900 | 137,093 | ||||||
Mitsubishi Heavy Industries Ltd. | 5,000 | 195,445 | ||||||
Mitsubishi Logistics Corp. | 4,600 | 120,508 | ||||||
Mitsubishi Motors Corp. | 30,500 | 128,539 | ||||||
Mitsubishi Tanabe Pharma Corp. | 13,500 | 249,441 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 180,600 | 985,801 | ||||||
Mitsui Chemicals, Inc. | 5,400 | 133,168 | ||||||
Mitsui Fudosan Co., Ltd. | 10,200 | 250,788 | ||||||
Mixi, Inc. | 7,300 | 139,048 | ||||||
Mizuho Financial Group, Inc. | 467,600 | 724,151 | ||||||
MS&AD Insurance Group Holdings, Inc. | 9,400 | 312,339 | ||||||
Murata Manufacturing Co., Ltd. | 5,700 | 353,827 | ||||||
NGK Insulators Ltd. | 13,100 | 229,514 | ||||||
NGK Spark Plug Co., Ltd. | 5,500 | 108,001 | ||||||
Nichi-iko Pharmaceutical Co., Ltd. | 13,800 | 172,825 | ||||||
Nikon Corp. | 9,500 | 117,488 | ||||||
Nintendo Co., Ltd. | 1,400 | 566,441 | ||||||
Nippon Express Co., Ltd. | 2,500 | 147,688 | ||||||
Nippon Kayaku Co., Ltd. | 9,200 | 114,709 | ||||||
Nippon Paint Holdings Co., Ltd.(a) | 2,900 | 150,504 | ||||||
Nippon Signal Co., Ltd. | 8,500 | 114,272 | ||||||
Nippon Steel Corp. | 15,500 | 235,905 | ||||||
Nippon Telegraph & Telephone Corp. | 57,600 | 1,461,267 | ||||||
Nissan Chemical Corp. | 2,400 | 101,477 | ||||||
Nissan Motor Co., Ltd. | 118,200 | 691,852 | ||||||
Nitto Denko Corp. | 3,600 | 204,720 | ||||||
NSK Ltd. | 17,700 | 169,549 | ||||||
NTN Corp. | 42,500 | 134,921 | ||||||
NTT DOCOMO, Inc. | 60,300 | 1,685,681 | ||||||
Obayashi Corp. | 16,600 | 185,896 | ||||||
Oji Holdings Corp. | 19,500 | 106,763 | ||||||
Ono Pharmaceutical Co., Ltd. | 8,200 | 188,787 | ||||||
Otsuka Holdings Co., Ltd.(a) | 7,400 | 332,498 | ||||||
Panasonic Corp. | 40,500 | 383,665 | ||||||
Park24 Co., Ltd. | 4,600 | 112,974 | ||||||
Pola Orbis Holdings, Inc.(a) | 4,400 | 105,835 | ||||||
Recruit Holdings Co., Ltd. | 5,700 | 214,992 | ||||||
Resona Holdings, Inc. | 51,700 | 227,875 | ||||||
Ricoh Co., Ltd. | 9,600 | 105,297 | ||||||
Rohm Co., Ltd. | 1,500 | 121,187 | ||||||
Roland DG Corp.(a) | 5,400 | 108,323 | ||||||
Satori Electric Co., Ltd.(a) | 12,500 | 110,536 | ||||||
SBI Holdings, Inc. | 4,500 | 95,859 | ||||||
Secom Co., Ltd. | 2,500 | 224,914 | ||||||
Seika Corp.(a) | 12,600 | 156,290 | ||||||
Seiko Epson Corp. | 7,800 | 118,785 | ||||||
Sekisui Chemical Co., Ltd. | 11,900 | 208,490 | ||||||
Sekisui House Ltd. | 21,500 | 461,654 | ||||||
Seven & I Holdings Co., Ltd. | 10,000 | 368,346 | ||||||
SG Holdings Co., Ltd. | 5,900 | 133,554 | ||||||
Sharp Corp. | 8,400 | 130,242 | ||||||
Shimano, Inc. | 800 | 130,812 | ||||||
Shimizu Corp. | 18,000 | 184,845 | ||||||
Shin-Etsu Chemical Co., Ltd. | 4,200 | 466,087 | ||||||
Shindengen Electric Manufacturing Co., Ltd. | 3,400 | 118,887 | ||||||
Shizuoka Bank Ltd. (The) | 15,300 | 115,164 | ||||||
Softbank Corp. | 50,800 | 682,242 | ||||||
SoftBank Group Corp. | 3,300 | 144,420 | ||||||
Sojitz Corp. | 44,200 | 143,164 | ||||||
Sompo Holdings, Inc. | 6,000 | 237,405 | ||||||
Sony Corp. | 2,000 | 136,204 | ||||||
Sony Financial Holdings, Inc. | 7,200 | 174,112 | ||||||
Subaru Corp. | 17,300 | 431,963 | ||||||
SUMCO Corp.(a) | 8,500 | 142,820 | ||||||
Sumitomo Chemical Co., Ltd. | 38,700 | 177,342 | ||||||
Sumitomo Corp. | 29,800 | 445,320 | ||||||
Sumitomo Electric Industries Ltd. | 16,400 | 249,301 | ||||||
Sumitomo Metal Mining Co., Ltd. | 4,900 | 159,794 | ||||||
Sumitomo Mitsui Financial Group, Inc.(a) | 24,100 | 895,475 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 8,500 | 339,218 | ||||||
Sumitomo Rubber Industries Ltd.(a) | 12,900 | 158,705 | ||||||
Suntory Beverage & Food Ltd. | 3,900 | 163,106 | ||||||
Suzuki Motor Corp. | 4,100 | 172,300 | ||||||
T&D Holdings, Inc. | 14,700 | 188,696 | ||||||
See Notes to Financial Statements.
| 26 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
T. RAD Co., Ltd. | 8,300 | $ | 156,873 | |||||
Taiheiyo Cement Corp. | 3,100 | 91,709 | ||||||
Taisei Corp. | 4,200 | 175,652 | ||||||
Taiyo Nippon Sanso Corp. | 4,100 | 91,602 | ||||||
Takeda Pharmaceutical Co., Ltd. | 20,300 | 809,198 | ||||||
TDK Corp. | 1,400 | 159,614 | ||||||
Terumo Corp. | 5,300 | 189,469 | ||||||
Toho Bank Ltd. (The) | 77,100 | 193,681 | ||||||
Toho Co., Ltd. | 3,300 | 138,012 | ||||||
Tohoku Electric Power Co., Inc. | 15,300 | 152,331 | ||||||
Tokio Marine Holdings, Inc. | 8,900 | 501,119 | ||||||
Tokyo Electron Ltd. | 3,700 | 814,562 | ||||||
Tokyo Steel Manufacturing Co., Ltd. | 3,800 | 27,624 | ||||||
Toray Industries, Inc. | 17,600 | 120,022 | ||||||
Torishima Pump Manufacturing Co., Ltd. | 16,400 | 138,987 | ||||||
Tosoh Corp. | 8,700 | 135,694 | ||||||
TOTO Ltd. | 2,900 | 123,819 | ||||||
Toyota Motor Corp. | 39,574 | 2,809,053 | ||||||
Toyota Tsusho Corp. | 7,700 | 273,494 | ||||||
Unicharm Corp. | 4,700 | 160,018 | ||||||
Yamaguchi Financial Group, Inc. | 16,400 | 112,276 | ||||||
Yamaha Corp. | 2,900 | 162,245 | ||||||
Yamaha Motor Co., Ltd.(a) | 8,400 | 170,280 | ||||||
Yamato Holdings Co., Ltd. | 2,400 | 41,231 | ||||||
Yokogawa Electric Corp. | 4,100 | 72,776 | ||||||
Yokohama Rubber Co., Ltd. (The) | 8,400 | 164,715 | ||||||
Z Holdings Corp. | 75,500 | 320,271 | ||||||
|
| |||||||
| Total Japan |
| 53,242,445 | ||||||
| Netherlands – 2.2% |
| |||||||
ABN AMRO Bank N.V. CVA(b) | 23,802 | 433,362 | ||||||
Aegon N.V. | 53,020 | 242,047 | ||||||
Akzo Nobel N.V. | 1,728 | 175,813 | ||||||
Arcadis N.V. | 1,775 | 41,403 | ||||||
ASML Holding N.V. | 2,035 | 602,366 | ||||||
BE Semiconductor Industries N.V. | 3,182 | 123,084 | ||||||
Heineken Holding N.V. | 2,759 | 267,579 | ||||||
Heineken N.V. | 4,057 | 432,264 | ||||||
IMCD N.V. | 1,143 | 99,819 | ||||||
ING Groep N.V. | 86,621 | 1,039,216 | ||||||
Koninklijke Ahold Delhaize N.V. | 16,059 | 401,895 | ||||||
Koninklijke DSM N.V. | 1,549 | 201,869 | ||||||
Koninklijke KPN N.V.(a) | 81,080 | 239,453 | ||||||
Koninklijke Philips N.V. | 9,992 | 488,121 | ||||||
Koninklijke Vopak N.V. | 2,476 | 134,324 | ||||||
NN Group N.V. | 5,581 | 211,871 | ||||||
Ordina N.V. | 41,150 | 93,998 | ||||||
Randstad N.V. | 3,906 | 238,691 | ||||||
Rhi Magnesita N.V. | 490 | 24,978 | ||||||
SBM Offshore N.V. | 126 | 2,346 | ||||||
Signify N.V.(b) | 2,908 | 90,941 | ||||||
Wolters Kluwer N.V. | 3,061 | 223,407 | ||||||
|
| |||||||
| Total Netherlands |
| 5,808,847 | ||||||
| New Zealand – 0.5% |
| |||||||
Air New Zealand Ltd. | 46,881 | 92,671 | ||||||
Chorus Ltd. | 20,387 | 85,000 | ||||||
Genesis Energy Ltd. | 64,148 | 130,914 | ||||||
Heartland Group Holdings Ltd.(a) | 50,732 | 63,319 | ||||||
Infratil Ltd. | 43,502 | 147,917 | ||||||
Mainfreight Ltd. | 3,632 | 104,139 | ||||||
Metlifecare Ltd. | 34,755 | 160,146 | ||||||
Port of Tauranga Ltd. | 35,510 | 190,457 | ||||||
Ryman Healthcare Ltd. | 10,846 | 119,491 | ||||||
Spark New Zealand Ltd. | 52,841 | 154,361 | ||||||
Summerset Group Holdings Ltd. | 16,916 | 101,570 | ||||||
Z Energy Ltd. | 896 | 2,660 | ||||||
|
| |||||||
| Total New Zealand |
| 1,352,645 | ||||||
| Norway – 1.7% |
| |||||||
ABG Sundal Collier Holding ASA | 329,004 | 149,389 | ||||||
AF Gruppen ASA | 5,905 | 118,271 | ||||||
Aker ASA Class A | 2,059 | 127,351 | ||||||
Aker BP ASA | 9,844 | 322,633 | ||||||
Austevoll Seafood ASA | 7,834 | 80,281 | ||||||
Borregaard ASA | 2,647 | 28,617 | ||||||
DNB ASA | 29,966 | 559,264 | ||||||
DNO ASA | 30,261 | 39,844 | ||||||
Equinor ASA | 58,999 | 1,178,328 | ||||||
Gjensidige Forsikring ASA | 8,615 | 180,637 | ||||||
Kongsberg Gruppen ASA | 5,377 | 84,443 | ||||||
Mowi ASA | 12,054 | 313,034 | ||||||
Norsk Hydro ASA | 38,164 | 141,758 | ||||||
Orkla ASA | 16,352 | 165,543 | ||||||
Salmar ASA | 3,115 | 159,272 | ||||||
SpareBank 1 SMN | 11,154 | 127,187 | ||||||
Telenor ASA | 25,504 | 456,978 | ||||||
TGS Nopec Geophysical Co. ASA | 3,080 | 93,620 | ||||||
|
| |||||||
| Total Norway |
| 4,326,450 | ||||||
| Portugal – 0.4% |
| |||||||
Corticeira Amorim, SGPS, S.A. | 7,378 | 93,585 | ||||||
EDP – Energias de Portugal S.A. | 65,798 | 285,388 | ||||||
Galp Energia, SGPS, S.A. | 16,996 | 284,262 | ||||||
Navigator Co. S.A. (The) | 32,480 | 130,814 | ||||||
NOS, SGPS, S.A. | 23,136 | 124,657 | ||||||
Semapa-Sociedade de Investimento e Gestao | 5,558 | 85,597 | ||||||
|
| |||||||
| Total Portugal |
| 1,004,303 | ||||||
| Singapore – 1.9% |
| |||||||
Asian Pay Television Trust | 157,000 | 19,732 | ||||||
CapitaLand Ltd. | 70,800 | 197,449 | ||||||
China Aviation Oil Singapore Corp., Ltd. | 100,000 | 94,448 | ||||||
CSE Global Ltd. | 312,600 | 127,862 | ||||||
DBS Group Holdings Ltd. | 49,600 | 954,634 | ||||||
Frasers Property Ltd. | 127,900 | 160,749 | ||||||
Genting Singapore Ltd. | 227,100 | 155,380 | ||||||
Hutchison Port Holdings Trust | 303,000 | 52,116 | ||||||
Jardine Cycle & Carriage Ltd. | 7,000 | 156,695 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 27 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
Keppel Corp., Ltd. | 35,500 | $ | 178,734 | |||||
NetLink NBN Trust | 327,000 | 229,811 | ||||||
Olam International Ltd. | 114,700 | 154,395 | ||||||
Oversea-Chinese Banking Corp., Ltd. | 54,585 | 445,724 | ||||||
Singapore Exchange Ltd. | 24,400 | 160,774 | ||||||
Singapore Technologies Engineering Ltd. | 65,900 | 193,096 | ||||||
Singapore Telecommunications Ltd. | 301,400 | 755,377 | ||||||
StarHub Ltd. | 110,700 | 116,903 | ||||||
United Overseas Bank Ltd. | 19,828 | 389,438 | ||||||
Wilmar International Ltd. | 85,400 | 261,665 | ||||||
Yanlord Land Group Ltd. | 89,700 | 80,718 | ||||||
|
| |||||||
| Total Singapore |
| 4,885,700 | ||||||
| Spain – 3.9% |
| |||||||
ACS Actividades de Construccion y Servicios S.A. | 5,111 | 204,527 | ||||||
Aena SME S.A.(b) | 2,269 | 434,255 | ||||||
Amadeus IT Group S.A. | 4,079 | 333,328 | ||||||
Banco Bilbao Vizcaya Argentaria S.A. | 119,796 | 670,069 | ||||||
Banco Santander S.A. | 306,270 | 1,282,329 | ||||||
Bankia S.A. | 9,607 | 20,516 | ||||||
Bankinter S.A. | 21,811 | 159,922 | ||||||
CaixaBank S.A. | 151,924 | 477,156 | ||||||
Cie Automotive S.A. | 1,907 | 45,124 | ||||||
Enagas S.A. | 6,565 | 167,576 | ||||||
Ence Energia y Celulosa S.A.(a) | 17,310 | 71,310 | ||||||
Endesa S.A. | 24,521 | 654,815 | ||||||
Euskaltel S.A.(b) | 9,736 | 98,030 | ||||||
Faes Farma S.A. | 22,694 | 127,370 | ||||||
Ferrovial S.A. | 11,452 | 346,696 | ||||||
Grifols S.A. | 4,110 | 145,001 | ||||||
Grupo Catalana Occidente S.A. | 2,565 | 89,687 | ||||||
Iberdrola S.A. | 94,579 | 974,594 | ||||||
Industria de Diseno Textil S.A. | 39,674 | 1,400,596 | ||||||
Mapfre S.A. | 75,962 | 201,231 | ||||||
Naturgy Energy Group S.A. | 19,882 | 499,913 | ||||||
Prosegur Cia de Seguridad S.A. | 9,565 | 39,511 | ||||||
Red Electrica Corp. S.A. | 11,131 | 223,965 | ||||||
Repsol S.A. | 39,038 | 610,414 | ||||||
Sacyr S.A. | 5,778 | 16,863 | ||||||
Telefonica S.A. | 98,415 | 687,902 | ||||||
Tubacex S.A.(a) | 25,823 | 82,031 | ||||||
Zardoya Otis S.A. | 11,944 | 94,185 | ||||||
|
| |||||||
| Total Spain |
| 10,158,916 | ||||||
| Sweden – 2.9% |
| |||||||
AAK AB | 7,747 | 147,309 | ||||||
Ahlstrom-Munksjo Oyj | 55 | 884 | ||||||
Alfa Laval AB | 5,884 | 148,278 | ||||||
Atlas Copco AB Class A | 11,147 | 444,877 | ||||||
Axfood AB | 8,238 | 183,398 | ||||||
Boliden AB | 5,908 | 156,835 | ||||||
Bulten AB | 1,043 | 8,780 | ||||||
Electrolux AB Series B | 6,325 | 155,337 | ||||||
Epiroc AB Class A | 7,427 | 90,725 | ||||||
Essity AB Class B | 6,757 | 217,846 | ||||||
Fabege AB | 7,582 | 126,110 | ||||||
Hennes & Mauritz AB Class B(a) | 37,682 | 766,759 | ||||||
Hexagon AB Class B | 1,730 | 97,024 | ||||||
Husqvarna AB Class B | 10,414 | 83,458 | ||||||
ICA Gruppen AB | 3,906 | 182,426 | ||||||
Indutrade AB | 3,322 | 118,954 | ||||||
Intrum AB | 2,925 | 87,303 | ||||||
Investment AB Latour Class B | 9,919 | 161,907 | ||||||
Kinnevik AB Class B | 4,274 | 104,555 | ||||||
Lifco AB Class B | 1,623 | 99,172 | ||||||
Lundin Petroleum AB | 4,865 | 165,423 | ||||||
NCC AB Class B | 4,943 | 80,896 | ||||||
NP3 Fastigheter AB | 12,209 | 147,378 | ||||||
Peab AB Class B | 10,867 | 108,832 | ||||||
Sandvik AB | 14,509 | 283,095 | ||||||
Securitas AB Class B | 7,407 | 127,749 | ||||||
Skandinaviska Enskilda Banken AB Class A | 59,626 | 561,033 | ||||||
Skanska AB Class B | 8,148 | 184,267 | ||||||
Svenska Cellulosa AB SCA Class B | 8,079 | 81,989 | ||||||
Svenska Handelsbanken AB Class A | 37,457 | 403,738 | ||||||
Swedbank AB Class A | 39,225 | 584,328 | ||||||
Swedish Match AB | 2,475 | 127,649 | ||||||
Tele2 AB Class B | 10,722 | 155,600 | ||||||
Telefonaktiebolaget LM Ericsson Class B | 17,639 | 153,683 | ||||||
Telia Co. AB | 84,358 | 362,717 | ||||||
Thule Group AB(b) | 4,208 | 97,097 | ||||||
Volvo AB Class B | 27,334 | 458,144 | ||||||
|
| |||||||
| Total Sweden |
| 7,465,555 | ||||||
| Switzerland – 7.5% |
| |||||||
ABB Ltd. Registered Shares | 33,570 | 810,173 | ||||||
Adecco Group AG Registered Shares | 3,420 | 216,216 | ||||||
Cie Financiere Richemont S.A. Registered Shares | 5,678 | 445,984 | ||||||
Coca-Cola HBC AG* | 3,587 | 121,886 | ||||||
Credit Suisse Group AG Registered Shares* | 20,926 | 283,198 | ||||||
DKSH Holding AG | 1,660 | 90,341 | ||||||
Dufry AG Registered Shares* | 2,108 | 209,026 | ||||||
EMS-Chemie Holding AG Registered Shares | 347 | 228,084 | ||||||
Geberit AG Registered Shares | 445 | 249,625 | ||||||
Givaudan S.A. Registered Shares | 96 | 300,486 | ||||||
Julius Baer Group Ltd.* | 3,685 | 190,006 | ||||||
Kuehne + Nagel International AG Registered Shares | 2,316 | 390,325 | ||||||
LafargeHolcim Ltd. Registered Shares* | 9,433 | 523,109 | ||||||
Logitech International S.A. Registered Shares | 2,540 | 120,213 | ||||||
Lonza Group AG Registered Shares* | 477 | 173,983 | ||||||
Nestle S.A. Registered Shares | 29,613 | 3,204,265 | ||||||
Novartis AG Registered Shares | 31,562 | 2,995,351 | ||||||
Partners Group Holding AG(a) | 380 | 348,234 | ||||||
Roche Holding AG Bearer Shares | 2,383 | 756,969 | ||||||
Roche Holding AG Genusschein | 8,316 | 2,696,570 | ||||||
Schindler Holding AG Participation Certificate | 903 | 229,585 | ||||||
SGS S.A. Registered Shares | 121 | 331,255 | ||||||
SIG Combibloc Group AG* | 8,315 | 132,751 | ||||||
Sika AG Registered Shares | 1,191 | 223,662 | ||||||
See Notes to Financial Statements.
| 28 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
STMicroelectronics N.V. | 7,003 | $ | 188,425 | |||||
Sunrise Communications Group AG*(b) | 1,860 | 146,076 | ||||||
Swatch Group AG (The) Bearer Shares | 809 | 225,569 | ||||||
Swiss Life Holding AG Registered Shares | 437 | 219,233 | ||||||
Swiss Re AG | 6,062 | 680,477 | ||||||
Swisscom AG Registered Shares | 908 | 480,653 | ||||||
Temenos AG Registered Shares* | 704 | 111,378 | ||||||
UBS Group AG Registered Shares* | 75,578 | 954,140 | ||||||
Vifor Pharma AG | 905 | 165,093 | ||||||
Zurich Insurance Group AG | 2,718 | 1,114,595 | ||||||
|
| |||||||
| Total Switzerland |
| 19,556,936 | ||||||
| United Kingdom – 18.6% |
| |||||||
Admiral Group PLC | 8,537 | 261,134 | ||||||
Anglo American PLC | 19,474 | 560,595 | ||||||
Antofagasta PLC | 18,068 | 219,442 | ||||||
Ashmore Group PLC | 13,932 | 95,604 | ||||||
Associated British Foods PLC | 6,872 | 236,514 | ||||||
AstraZeneca PLC | 16,798 | 1,692,798 | ||||||
Aviva PLC | 96,304 | 534,172 | ||||||
BAE Systems PLC | 62,578 | 468,221 | ||||||
Barclays PLC | 275,510 | 655,654 | ||||||
Barratt Developments PLC | 34,756 | 343,757 | ||||||
Bellway PLC | 3,790 | 191,142 | ||||||
Bloomsbury Publishing PLC | 23,833 | 91,561 | ||||||
Bovis Homes Group PLC | 9,335 | 167,938 | ||||||
BP PLC | 471,673 | 2,946,789 | ||||||
British American Tobacco PLC | 65,735 | 2,814,071 | ||||||
British Land Co. PLC (The) | 23,726 | 200,781 | ||||||
Britvic PLC | 8,952 | 107,266 | ||||||
BT Group PLC | 280,616 | 715,388 | ||||||
Bunzl PLC | 4,102 | 112,215 | ||||||
Burberry Group PLC | 6,048 | 176,667 | ||||||
Carnival PLC | 3,557 | 171,710 | ||||||
Centrica PLC | 205,324 | 242,899 | ||||||
Cineworld Group PLC(a) | 36,927 | 107,182 | ||||||
CNH Industrial N.V. | 13,246 | 145,564 | ||||||
Coca-Cola European Partners PLC | 5,176 | 259,419 | ||||||
Compass Group PLC | 15,113 | 378,396 | ||||||
Croda International PLC | 1,353 | 91,770 | ||||||
Diageo PLC | 20,392 | 864,593 | ||||||
Direct Line Insurance Group PLC | 37,579 | 155,571 | ||||||
Dixons Carphone PLC | 61,625 | 117,722 | ||||||
Drax Group PLC | 18,052 | 75,091 | ||||||
DS Smith PLC | 28,606 | 145,596 | ||||||
easyJet PLC | 11,421 | 215,527 | ||||||
Elementis PLC | 33,698 | 79,908 | ||||||
Evraz PLC | 60,372 | 323,111 | ||||||
Fiat Chrysler Automobiles N.V. | 30,961 | 458,540 | ||||||
Fresnillo PLC(a) | 13,023 | 110,449 | ||||||
G4S PLC | 40,848 | 117,967 | ||||||
Galliford Try PLC | 6,784 | 77,244 | ||||||
GlaxoSmithKline PLC | 108,050 | 2,546,448 | ||||||
Halma PLC | 2,963 | 83,058 | ||||||
Hammerson PLC | 32,656 | 133,547 | ||||||
Hargreaves Lansdown PLC | 4,173 | 106,970 | ||||||
Hays PLC | 64,591 | 155,390 | ||||||
Hikma Pharmaceuticals PLC | 3,251 | 85,748 | ||||||
Howden Joinery Group PLC | 11,786 | 105,017 | ||||||
HSBC Holdings PLC | 395,585 | 3,101,861 | ||||||
Imperial Brands PLC | 36,399 | 901,224 | ||||||
Inchcape PLC | 14,569 | 136,260 | ||||||
Informa PLC | 21,363 | 242,537 | ||||||
InterContinental Hotels Group PLC | 2,133 | 147,162 | ||||||
Intertek Group PLC | 1,720 | 133,342 | ||||||
Investec PLC | 16,733 | 98,222 | ||||||
ITV PLC | 139,286 | 278,624 | ||||||
J Sainsbury PLC | 62,420 | 190,106 | ||||||
John Wood Group PLC | 23,505 | 124,086 | ||||||
Jupiter Fund Management PLC | 21,144 | 114,731 | ||||||
Kingfisher PLC | 58,019 | 166,788 | ||||||
Land Securities Group PLC | 17,056 | 223,690 | ||||||
Legal & General Group PLC | 121,512 | 487,749 | ||||||
Liontrust Asset Management PLC | 9,183 | 133,817 | ||||||
Lloyds Banking Group PLC | 1,386,856 | 1,148,274 | ||||||
London Stock Exchange Group PLC | 1,974 | 202,667 | ||||||
Lookers PLC | 105,453 | 76,834 | ||||||
Marks & Spencer Group PLC | 59,934 | 169,514 | ||||||
McKay Securities PLC | 25,015 | 91,131 | ||||||
Meggitt PLC | 15,459 | 134,508 | ||||||
Melrose Industries PLC | 62,304 | 198,172 | ||||||
Micro Focus International PLC | 8,787 | 123,833 | ||||||
Mondi PLC | 5,564 | 130,649 | ||||||
National Grid PLC | 80,991 | 1,013,167 | ||||||
Next PLC | 2,106 | 195,797 | ||||||
Numis Corp. PLC | 18,978 | 75,172 | ||||||
Pagegroup PLC | 18,215 | 126,202 | ||||||
Pearson PLC | 9,065 | 76,496 | ||||||
Pennon Group PLC | 12,613 | 171,268 | ||||||
Persimmon PLC | 15,067 | 537,923 | ||||||
Prudential PLC | 27,659 | 530,932 | ||||||
QinetiQ Group PLC | 22,149 | 104,985 | ||||||
Reckitt Benckiser Group PLC | 7,344 | 596,289 | ||||||
Redrow PLC | 14,481 | 142,919 | ||||||
RELX PLC | 15,273 | 385,538 | ||||||
Rentokil Initial PLC | 21,724 | 130,368 | ||||||
Rio Tinto PLC | 24,135 | 1,439,738 | ||||||
RM PLC | 19,544 | 74,048 | ||||||
Rolls-Royce Holdings PLC* | 12,592 | 113,966 | ||||||
Rotork PLC | 21,366 | 94,821 | ||||||
Royal Bank of Scotland Group PLC | 102,552 | 326,462 | ||||||
Royal Dutch Shell PLC Class A | 98,558 | 2,918,123 | ||||||
Royal Dutch Shell PLC Class B | 85,133 | 2,525,708 | ||||||
Royal Mail PLC | 48,058 | 144,074 | ||||||
RSA Insurance Group PLC | 19,645 | 147,196 | ||||||
Saga PLC | 19,214 | 13,491 | ||||||
Sage Group PLC (The) | 15,682 | 155,603 | ||||||
Schroders PLC | 4,654 | 205,554 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 29 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| Investments | Shares | Value | ||||||
SDL PLC | 11,344 | $ | 89,567 | |||||
Segro PLC | 18,875 | 224,342 | ||||||
Severn Trent PLC | 5,891 | 196,273 | ||||||
Signature Aviation PLC | 27,984 | 117,592 | ||||||
Smith & Nephew PLC | 11,340 | 275,290 | ||||||
Speedy Hire PLC | 106,034 | 108,161 | ||||||
Spirax-Sarco Engineering PLC | 1,049 | 123,541 | ||||||
SSE PLC | 36,673 | 698,860 | ||||||
St. James’s Place PLC | 11,652 | 179,752 | ||||||
Standard Chartered PLC | 37,320 | 352,208 | ||||||
Standard Life Aberdeen PLC | 74,014 | 321,702 | ||||||
SThree PLC | 21,695 | 108,926 | ||||||
Tate & Lyle PLC | 10,118 | 101,896 | ||||||
Taylor Wimpey PLC | 57,508 | 147,339 | ||||||
TechnipFMC PLC | 4,036 | 85,670 | ||||||
Tesco PLC | 104,375 | 352,867 | ||||||
TP ICAP PLC | 18,765 | 101,599 | ||||||
Travis Perkins PLC | 3,921 | 83,213 | ||||||
Ultra Electronics Holdings PLC | 1,596 | 44,696 | ||||||
Unilever N.V. | 18,321 | 1,053,561 | ||||||
Unilever PLC | 12,887 | 742,720 | ||||||
United Utilities Group PLC | 15,148 | 189,315 | ||||||
Vertu Motors PLC | 8,585 | 4,276 | ||||||
Vodafone Group PLC | 700,856 | 1,362,607 | ||||||
Weir Group PLC (The) | 5,273 | 105,445 | ||||||
WH Smith PLC | 4,767 | 164,192 | ||||||
Whitbread PLC | 2,026 | 130,064 | ||||||
|
| |||||||
| Total United Kingdom |
| 48,413,441 | ||||||
| TOTAL COMMON STOCKS (Cost: $245,515,399) | 261,211,362 | |||||||
| RIGHTS – 0.0% |
| |||||||
| Spain – 0.0% |
| |||||||
Faes Farma S.A., expiring 1/3/20* | 23,359 | 3,746 | ||||||
Repsol S.A., expiring 1/21/20* | 40,183 | 19,079 | ||||||
| TOTAL RIGHTS (Cost: $22,670) | 22,825 | |||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.5% |
| |||||||
| United States – 1.5% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(c) | ||||||||
| (Cost: $3,772,174)(d) | 3,772,174 | 3,772,174 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 102.0% (Cost: $249,310,243) |
| 265,006,361 | ||||||
Other Assets less Liabilities – (2.0)% |
| (5,131,260 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 259,875,101 | |||||
| * | Non-income producing security. |
| (a) | Security, or portion thereof, was on loan at December 31, 2019 (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 annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $7,866,743 and the total market value of the collateral held by the Fund was $8,272,325. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $4,500,151. |
| 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. | 1/3/2020 | 327,674 | AUD | 205,000 | EUR | $ | 226 | $ | — | |||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 246,236 | AUD | 168,300 | USD | 4,805 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 4,260,669 | AUD | 2,995,259 | USD | 16 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 162,906 | DKK | 24,189 | USD | 287 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 2,865,304 | DKK | 430,492 | USD | 16 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 601,385 | EUR | 667,124 | USD | 8,056 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 10,575,445 | EUR | 11,872,915 | USD | 237 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 204,041 | GBP | 268,753 | USD | 1,576 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 3,610,279 | GBP | 4,783,045 | USD | 107 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 16,693 | ILS | 4,820 | USD | 13 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 296,163 | ILS | 85,779 | USD | — | (23 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 445,464 | NOK | 48,750 | USD | 1,945 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 7,623,991 | NOK | 867,604 | USD | 26 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 38,291 | SGD | 28,174 | USD | 303 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 674,202 | SGD | 501,421 | USD | — | (19 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 3,145,522 | USD | 4,646,129 | AUD | — | (120,734 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 452,089 | USD | 3,054,443 | DKK | — | (6,837 | ) | ||||||||||||||||||||
See Notes to Financial Statements.
| 30 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| 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. | 1/6/2020 | 12,468,544 | USD | 11,278,575 | EUR | $ | — | $ | (194,019 | ) | ||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 5,022,996 | USD | 3,877,767 | GBP | — | (114,544 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 90,082 | USD | 312,101 | ILS | — | (289 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 911,129 | USD | 8,386,715 | NOK | — | (43,300 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 526,576 | USD | 719,897 | SGD | — | (8,809 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 142,961 | CHF | 145,013 | USD | 2,631 | — | |||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 2,499,028 | CHF | 2,580,817 | USD | 73 | — | |||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 17,877 | NZD | 11,741 | USD | 320 | — | |||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 309,704 | NZD | 208,951 | USD | — | (6 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 754,695 | SEK | 79,361 | USD | 1,277 | — | |||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 13,217,824 | SEK | 1,412,399 | USD | — | (93 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 2,710,289 | USD | 2,699,933 | CHF | — | (78,087 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 219,433 | USD | 341,668 | NZD | — | (11,077 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 1,483,255 | USD | 14,164,385 | SEK | — | (30,189 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/8/2020 | 33,852,712 | JPY | 312,491 | USD | — | (968 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/8/2020 | 604,364,318 | JPY | 5,561,454 | USD | 83 | — | |||||||||||||||||||||
Bank of America N.A. | 1/8/2020 | 5,840,455 | USD | 637,735,050 | JPY | — | (28,169 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 3,051,558 | USD | 4,337,853 | AUD | — | (228 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 2,664,119 | USD | 2,574,442 | CHF | — | (112 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 452,658 | USD | 3,006,619 | DKK | — | (8 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 12,056,542 | USD | 10,719,527 | EUR | — | (989 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 4,963,052 | USD | 3,743,070 | GBP | — | (297 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 84,134 | USD | 290,141 | ILS | — | (3 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 9,260,512 | USD | 1,004,841,488 | JPY | — | (694 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 905,277 | USD | 7,954,107 | NOK | — | (37 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 135,536 | USD | 200,806 | NZD | 6 | — | |||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 903,183 | USD | 8,440,941 | SEK | 25 | — | |||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 505,886 | USD | 680,099 | SGD | — | (23 | ) | ||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/6/2020 | 612,935 | AUD | 420,749 | USD | 10,148 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/6/2020 | 405,447 | DKK | 60,472 | USD | 446 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/6/2020 | 1,496,720 | EUR | 1,667,810 | USD | 12,572 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/6/2020 | 513,550 | GBP | 671,883 | USD | 8,505 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/6/2020 | 42,101 | ILS | 12,050 | USD | 141 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/6/2020 | 1,099,072 | NOK | 121,874 | USD | 3,203 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/6/2020 | 95,438 | SGD | 70,436 | USD | 541 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/7/2020 | 355,118 | CHF | 362,532 | USD | 4,219 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/7/2020 | 44,536 | NZD | 29,352 | USD | 695 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/7/2020 | 1,863,322 | SEK | 198,402 | USD | 691 | — | |||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/8/2020 | 85,456,077 | JPY | 781,227 | USD | 5,165 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 182,803 | AUD | 126,490 | USD | 2,022 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 3,246,093 | AUD | 2,282,104 | USD | — | (82 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 122,388 | DKK | 18,180 | USD | 209 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 2,182,387 | DKK | 327,996 | USD | — | (95 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 451,694 | EUR | 501,392 | USD | 5,729 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 8,057,113 | EUR | 9,046,035 | USD | — | (238 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 156,153 | GBP | 201,988 | USD | 4,894 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 2,750,604 | GBP | 3,644,226 | USD | — | (31 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 12,580 | ILS | 3,622 | USD | 21 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 225,663 | ILS | 65,358 | USD | — | (16 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 327,770 | NOK | 36,639 | USD | 662 | — | |||||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 31 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| 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. | 1/6/2020 | 5,808,513 | NOK | 661,032 | USD | $ | — | $ | (9 | ) | ||||||||||||||||||
Citibank N.A. | 1/6/2020 | 28,712 | SGD | 21,175 | USD | 178 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 513,675 | SGD | 382,037 | USD | — | (18 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 2,396,591 | USD | 3,539,912 | AUD | — | (91,988 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 344,449 | USD | 2,327,262 | DKK | — | (5,219 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 9,499,845 | USD | 8,593,078 | EUR | — | (147,684 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 3,827,046 | USD | 2,954,253 | GBP | — | (86,958 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 68,638 | USD | 237,811 | ILS | — | (222 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 694,195 | USD | 6,390,434 | NOK | — | (33,053 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 401,202 | USD | 548,489 | SGD | — | (6,708 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 106,893 | CHF | 108,988 | USD | 1,406 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 1,903,987 | CHF | 1,966,338 | USD | 19 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 13,312 | NZD | 8,824 | USD | 157 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 235,939 | NZD | 159,202 | USD | — | (23 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 561,961 | SEK | 59,646 | USD | 399 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 10,070,335 | SEK | 1,076,115 | USD | — | (114 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 2,064,983 | USD | 2,057,105 | CHF | — | (59,508 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 167,191 | USD | 260,325 | NZD | — | (8,440 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 1,130,100 | USD | 10,791,320 | SEK | — | (22,937 | ) | ||||||||||||||||||||
Citibank N.A. | 1/8/2020 | 25,655,636 | JPY | 234,860 | USD | 1,231 | — | |||||||||||||||||||||
Citibank N.A. | 1/8/2020 | 460,449,909 | JPY | 4,237,299 | USD | — | (105 | ) | ||||||||||||||||||||
Citibank N.A. | 1/8/2020 | 4,449,873 | USD | 485,875,403 | JPY | — | (21,294 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 2,325,001 | USD | 3,304,910 | AUD | — | (85 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 2,029,807 | USD | 1,961,492 | CHF | — | (96 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 344,885 | USD | 2,290,243 | DKK | 74 | — | |||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 9,185,940 | USD | 8,166,899 | EUR | — | (345 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 3,781,374 | USD | 2,851,801 | GBP | — | (144 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 64,104 | USD | 221,069 | ILS | — | (3 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 7,055,632 | USD | 765,582,639 | JPY | — | (425 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 689,739 | USD | 6,060,276 | NOK | — | (25 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 103,266 | USD | 153,004 | NZD | — | (1 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 688,142 | USD | 6,431,244 | SEK | 16 | — | |||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 385,439 | USD | 518,176 | SGD | — | (19 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 3,145,522 | USD | 4,646,293 | AUD | — | (120,849 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 452,089 | USD | 3,054,905 | DKK | — | (6,906 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 12,468,544 | USD | 11,278,953 | EUR | — | (194,443 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 5,022,996 | USD | 3,877,668 | GBP | — | (114,413 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 90,082 | USD | 312,124 | ILS | — | (295 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 911,129 | USD | 8,386,905 | NOK | — | (43,322 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 526,576 | USD | 719,913 | SGD | — | (8,821 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 2,710,289 | USD | 2,700,044 | CHF | — | (78,202 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 219,433 | USD | 341,680 | NZD | — | (11,085 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 1,483,255 | USD | 14,165,483 | SEK | — | (30,307 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/8/2020 | 5,840,455 | USD | 637,736,802 | JPY | — | (28,185 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 4,260,669 | AUD | 2,995,259 | USD | 16 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 2,865,217 | DKK | 430,492 | USD | 3 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 10,575,304 | EUR | 11,872,915 | USD | 79 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 3,610,276 | GBP | 4,783,045 | USD | 104 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 296,207 | ILS | 85,779 | USD | — | (11 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 7,623,888 | NOK | 867,604 | USD | 14 | — | |||||||||||||||||||||
See Notes to Financial Statements.
| 32 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| 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 | |||||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 674,191 | SGD | 501,421 | USD | $ | — | $ | (27 | ) | ||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 2,498,964 | CHF | 2,580,817 | USD | 7 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 309,664 | NZD | 208,951 | USD | — | (33 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 13,217,590 | SEK | 1,412,399 | USD | — | (118 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/8/2020 | 604,350,414 | JPY | 5,561,454 | USD | — | (45 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 3,051,558 | USD | 4,337,730 | AUD | — | (141 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 2,664,119 | USD | 2,574,589 | CHF | — | (264 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 452,658 | USD | 3,006,840 | DKK | — | (41 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 12,056,542 | USD | 10,719,670 | EUR | — | (1,150 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 4,963,052 | USD | 3,743,109 | GBP | — | (349 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 84,134 | USD | 290,169 | ILS | — | (12 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 9,260,512 | USD | 1,004,883,160 | JPY | — | (1,078 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 905,277 | USD | 7,954,750 | NOK | — | (111 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 135,536 | USD | 200,837 | NZD | — | (15 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 903,183 | USD | 8,441,040 | SEK | 14 | — | |||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 505,886 | USD | 680,052 | SGD | 12 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 4,260,669 | AUD | 2,995,259 | USD | 16 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 2,865,201 | DKK | 430,492 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 10,575,351 | EUR | 11,872,915 | USD | 132 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 3,610,262 | GBP | 4,783,045 | USD | 86 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 296,217 | ILS | 85,779 | USD | — | (8 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 7,623,752 | NOK | 867,604 | USD | — | (2 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 674,195 | SGD | 501,421 | USD | — | (24 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 2,498,458 | CHF | 2,580,817 | USD | — | (516 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 309,707 | NZD | 208,951 | USD | — | (4 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 13,218,115 | SEK | 1,412,399 | USD | — | (62 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/8/2020 | 604,360,425 | JPY | 5,561,454 | USD | 47 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 3,051,558 | USD | 4,337,594 | AUD | — | (46 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 2,664,119 | USD | 2,573,901 | CHF | 448 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 452,658 | USD | 3,006,615 | DKK | — | (7 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 12,056,542 | USD | 10,719,127 | EUR | — | (539 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 4,963,052 | USD | 3,742,940 | GBP | — | (125 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 84,134 | USD | 290,133 | ILS | — | (1 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 9,260,512 | USD | 1,004,818,336 | JPY | — | (480 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 905,277 | USD | 7,953,926 | NOK | — | (17 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 135,536 | USD | 200,815 | NZD | — | (0 | )* | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 903,183 | USD | 8,441,227 | SEK | — | (6 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 505,886 | USD | 680,091 | SGD | — | (16 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 4,260,730 | AUD | 2,995,259 | USD | 59 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | �� | 2,865,245 | DKK | 430,492 | USD | 7 | — | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 10,575,304 | EUR | 11,872,915 | USD | 79 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 3,610,262 | GBP | 4,783,045 | USD | 86 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 296,224 | ILS | 85,779 | USD | — | (6 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 7,623,923 | NOK | 867,604 | USD | 18 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 674,214 | SGD | 501,421 | USD | — | (10 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 2,499,015 | CHF | 2,580,817 | USD | 60 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 309,705 | NZD | 208,951 | USD | — | (5 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 13,191,264 | SEK | 1,412,399 | USD | — | (2,931 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/8/2020 | 604,365,430 | JPY | 5,561,454 | USD | 93 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 3,051,558 | USD | 4,337,791 | AUD | — | (185 | ) | ||||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 33 |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree Dynamic Currency Hedged International Equity Fund(DDWM)
December 31, 2019
| 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 | 2/5/2020 | 2,664,119 | USD | 2,574,482 | CHF | $ | — | $ | (153 | ) | ||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 452,658 | USD | 3,006,788 | DKK | — | (34 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 12,056,542 | USD | 10,719,575 | EUR | — | (1,043 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 4,963,052 | USD | 3,743,053 | GBP | — | (274 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 84,134 | USD | 290,422 | ILS | — | (85 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 9,260,512 | USD | 1,004,865,565 | JPY | — | (916 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 905,277 | USD | 7,954,488 | NOK | — | (81 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 135,536 | USD | 200,813 | NZD | 1 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 903,183 | USD | 8,441,343 | SEK | — | (18 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 505,886 | USD | 680,101 | SGD | — | (24 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 3,145,522 | USD | 4,646,074 | AUD | — | (120,695 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 452,089 | USD | 3,054,449 | DKK | — | (6,838 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 12,468,544 | USD | 11,278,320 | EUR | — | (193,733 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 5,022,996 | USD | 3,877,489 | GBP | — | (114,175 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 90,082 | USD | 312,116 | ILS | — | (293 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 911,129 | USD | 8,387,518 | NOK | — | (43,392 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 526,576 | USD | 719,888 | SGD | — | (8,803 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 2,710,289 | USD | 2,699,876 | CHF | — | (78,029 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 219,433 | USD | 341,670 | NZD | — | (11,078 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 1,483,255 | USD | 14,164,370 | SEK | — | (30,188 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/8/2020 | 5,840,455 | USD | 637,698,255 | JPY | — | (27,830 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 3,145,522 | USD | 4,646,060 | AUD | — | (120,685 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 452,089 | USD | 3,054,469 | DKK | — | (6,841 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 12,468,544 | USD | 11,278,137 | EUR | — | (193,527 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 5,022,996 | USD | 3,877,474 | GBP | — | (114,156 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 90,082 | USD | 312,098 | ILS | — | (288 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 911,129 | USD | 8,387,362 | NOK | — | (43,374 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 526,576 | USD | 719,862 | SGD | — | (8,783 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 2,710,289 | USD | 2,699,846 | CHF | — | (77,998 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 219,433 | USD | 341,677 | NZD | — | (11,083 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 1,483,255 | USD | 14,163,595 | SEK | — | (30,105 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/8/2020 | 5,840,455 | USD | 638,017,144 | JPY | — | (30,765 | ) | ||||||||||||||||||||
| $ | 86,753 | $ | (3,045,939 | ) | ||||||||||||||||||||||||
| * | Amount represent less than $1. |
| 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.
| 34 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund(DHDG)
December 31, 2019
| Investments | Shares | Value | ||||||
| EXCHANGE-TRADED FUND – 100.0% | ||||||||
| United States – 100.0% | ||||||||
WisdomTree International | ||||||||
| (Cost: $29,325,664) | 984,968 | $ | 31,466,576 | |||||
Other Assets less Liabilities – 0.0% |
| 14,390 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 31,480,966 | |||||
| (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. | 1/3/2020 | 132,873 | DKK | 19,946 | USD | $ | 14 | $ | — | |||||||||||||||||||
Bank of America N.A. | 1/3/2020 | 96,850 | EUR | 108,628 | USD | 86 | — | |||||||||||||||||||||
Bank of America N.A. | 1/3/2020 | 48,487 | GBP | 64,192 | USD | 41 | — | |||||||||||||||||||||
Bank of America N.A. | 1/3/2020 | 403,515 | NOK | 45,941 | USD | — | (21 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/3/2020 | 2,782 | SGD | 2,069 | USD | 0 | * | — | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 288,831 | AUD | 203,049 | USD | 1 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 40,136 | CHF | 41,478 | USD | — | (30 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 1,840,684 | DKK | 276,550 | USD | 10 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 1,309,670 | EUR | 1,470,350 | USD | 29 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 447,823 | GBP | 593,294 | USD | 13 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 35,635 | ILS | 10,321 | USD | — | (3 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 1,780,812 | NOK | 202,655 | USD | 6 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 34,852 | SGD | 25,920 | USD | — | (1 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 203,049 | USD | 299,916 | AUD | — | (7,794 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 276,550 | USD | 1,868,451 | DKK | — | (4,182 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 1,470,350 | USD | 1,330,023 | EUR | — | (22,880 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 593,294 | USD | 458,025 | GBP | — | (13,529 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 10,321 | USD | 35,758 | ILS | — | (33 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 202,655 | USD | 1,865,389 | NOK | — | (9,631 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 25,920 | USD | 35,436 | SGD | — | (434 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 293,021 | CHF | 302,611 | USD | 9 | — | |||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 30,494 | NZD | 20,574 | USD | — | (1 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 1,501,297 | SEK | 160,422 | USD | — | (11 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 302,611 | USD | 301,455 | CHF | — | (8,719 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 20,574 | USD | 32,035 | NZD | — | (1,039 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 160,422 | USD | 1,531,954 | SEK | — | (3,265 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/8/2020 | 69,599,676 | JPY | 640,467 | USD | 10 | — | |||||||||||||||||||||
Bank of America N.A. | 1/8/2020 | 640,467 | USD | 69,934,320 | JPY | — | (3,089 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 207,647 | USD | 295,175 | AUD | — | (16 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 308,067 | USD | 297,697 | CHF | — | (13 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 281,977 | USD | 1,872,931 | DKK | — | (5 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 1,483,681 | USD | 1,319,148 | EUR | — | (122 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 609,053 | USD | 459,340 | GBP | — | (36 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 10,133 | USD | 34,944 | ILS | — | (0 | )* | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 1,062,933 | USD | 115,336,946 | JPY | — | (80 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 201,899 | USD | 1,773,961 | NOK | — | (8 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 13,616 | USD | 20,173 | NZD | 1 | — | |||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 100,668 | USD | 940,820 | SEK | 3 | — | |||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 24,811 | USD | 33,355 | SGD | — | (1 | ) | ||||||||||||||||||||
Bank of Montreal | 1/3/2020 | 149,160 | SEK | 15,920 | USD | 14 | — | |||||||||||||||||||||
Bank of Montreal | 1/7/2020 | 1,622,603 | JPY | 14,935 | USD | — | (4 | ) | ||||||||||||||||||||
Canadian Imperial Bank of Commerce | 1/2/2020 | 580 | ILS | 168 | USD | — | (0 | )* | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 220,057 | AUD | 154,707 | USD | — | (6 | ) | ||||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 35 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund(DHDG)
December 31, 2019
| 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. | 1/6/2020 | 1,401,968 | DKK | 210,705 | USD | $ | — | $ | (61 | ) | ||||||||||||||||||
Citibank N.A. | 1/6/2020 | 997,800 | EUR | 1,120,269 | USD | — | (29 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 341,188 | GBP | 452,034 | USD | — | (4 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 27,159 | ILS | 7,866 | USD | — | (2 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 1,356,754 | NOK | 154,404 | USD | — | (2 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 26,559 | SGD | 19,753 | USD | — | (1 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 154,707 | USD | 228,512 | AUD | — | (5,938 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 210,705 | USD | 1,423,623 | DKK | — | (3,193 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 1,120,269 | USD | 1,013,338 | EUR | — | (17,416 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 452,034 | USD | 348,944 | GBP | — | (10,271 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 7,866 | USD | 27,253 | ILS | — | (25 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 154,404 | USD | 1,421,371 | NOK | — | (7,352 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 19,753 | USD | 27,005 | SGD | — | (330 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 223,251 | CHF | 230,562 | USD | 2 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 23,238 | NZD | 15,680 | USD | — | (2 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 1,143,806 | SEK | 122,227 | USD | — | (13 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 230,562 | USD | 229,682 | CHF | — | (6,644 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 15,680 | USD | 24,415 | NZD | — | (792 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 122,227 | USD | 1,167,145 | SEK | — | (2,481 | ) | ||||||||||||||||||||
Citibank N.A. | 1/8/2020 | 53,026,351 | JPY | 487,976 | USD | — | (12 | ) | ||||||||||||||||||||
Citibank N.A. | 1/8/2020 | 487,976 | USD | 53,281,416 | JPY | — | (2,335 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 158,209 | USD | 224,889 | AUD | — | (6 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 234,720 | USD | 226,820 | CHF | — | (11 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 214,842 | USD | 1,426,680 | DKK | 46 | — | |||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 1,130,424 | USD | 1,005,021 | EUR | — | (42 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 464,041 | USD | 349,966 | GBP | — | (18 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 7,725 | USD | 26,640 | ILS | — | (0 | )* | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 809,856 | USD | 87,874,721 | JPY | — | (49 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 153,828 | USD | 1,351,584 | NOK | — | (6 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 10,375 | USD | 15,372 | NZD | — | (0 | )* | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 76,701 | USD | 716,833 | SEK | 2 | — | |||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 18,904 | USD | 25,414 | SGD | — | (1 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 203,049 | USD | 299,926 | AUD | — | (7,801 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 276,550 | USD | 1,868,734 | DKK | — | (4,225 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 1,470,350 | USD | 1,330,068 | EUR | — | (22,930 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 593,294 | USD | 458,013 | GBP | — | (13,514 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 10,321 | USD | 35,761 | ILS | — | (34 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 202,655 | USD | 1,865,431 | NOK | — | (9,636 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 25,920 | USD | 35,437 | SGD | — | (434 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 302,611 | USD | 301,467 | CHF | — | (8,731 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 20,574 | USD | 32,036 | NZD | — | (1,039 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 160,422 | USD | 1,532,073 | SEK | — | (3,278 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/8/2020 | 640,467 | USD | 69,934,513 | JPY | — | (3,091 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 288,831 | AUD | 203,049 | USD | 1 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 1,840,628 | DKK | 276,550 | USD | 2 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 1,309,653 | EUR | 1,470,350 | USD | 10 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 447,822 | GBP | 593,294 | USD | 13 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 35,640 | ILS | 10,321 | USD | — | (1 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 1,780,788 | NOK | 202,655 | USD | 3 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 34,851 | SGD | 25,920 | USD | — | (1 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 293,013 | CHF | 302,611 | USD | 1 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 30,491 | NZD | 20,574 | USD | — | (3 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 1,501,270 | SEK | 160,422 | USD | — | (13 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/8/2020 | 69,598,075 | JPY | 640,467 | USD | — | (5 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 207,647 | USD | 295,166 | AUD | — | (10 | ) | ||||||||||||||||||||
See Notes to Financial Statements.
| 36 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund(DHDG)
December 31, 2019
| 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 | |||||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 308,067 | USD | 297,714 | CHF | $ | — | $ | (30 | ) | ||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 281,977 | USD | 1,873,069 | DKK | — | (26 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 1,483,681 | USD | 1,319,165 | EUR | — | (141 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 609,053 | USD | 459,345 | GBP | — | (43 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 10,133 | USD | 34,948 | ILS | — | (1 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 1,062,933 | USD | 115,341,729 | JPY | — | (124 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 201,899 | USD | 1,774,105 | NOK | — | (25 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 13,616 | USD | 20,176 | NZD | — | (1 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 100,668 | USD | 940,831 | SEK | 2 | — | |||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 24,811 | USD | 33,353 | SGD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/3/2020 | 52,596 | AUD | 36,906 | USD | 66 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 288,831 | AUD | 203,049 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 1,840,618 | DKK | 276,550 | USD | 0 | * | — | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 1,309,659 | EUR | 1,470,350 | USD | 16 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 447,821 | GBP | 593,294 | USD | 11 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 35,641 | ILS | 10,321 | USD | — | (1 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 1,780,756 | NOK | 202,655 | USD | — | (0 | )* | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 7,302 | NZD | 4,916 | USD | 10 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 34,851 | SGD | 25,920 | USD | — | (1 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 292,954 | CHF | 302,611 | USD | — | (60 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 30,495 | NZD | 20,574 | USD | — | (0 | )* | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 1,501,330 | SEK | 160,422 | USD | — | (7 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/8/2020 | 69,599,228 | JPY | 640,467 | USD | 5 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 207,647 | USD | 295,157 | AUD | — | (3 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 308,067 | USD | 297,635 | CHF | 52 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 281,977 | USD | 1,872,929 | DKK | — | (5 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 1,483,681 | USD | 1,319,098 | EUR | — | (66 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 609,053 | USD | 459,324 | GBP | — | (15 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 10,133 | USD | 34,943 | ILS | — | (0 | )* | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 1,062,933 | USD | 115,334,289 | JPY | — | (55 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 201,899 | USD | 1,773,921 | NOK | — | (4 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 13,616 | USD | 20,174 | NZD | — | (0 | )* | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 100,668 | USD | 940,852 | SEK | — | (1 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 24,811 | USD | 33,355 | SGD | — | (1 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 288,835 | AUD | 203,049 | USD | 4 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 1,840,647 | DKK | 276,550 | USD | 5 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 1,309,653 | EUR | 1,470,350 | USD | 10 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 447,821 | GBP | 593,294 | USD | 11 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 35,642 | ILS | 10,321 | USD | — | (1 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 1,780,796 | NOK | 202,655 | USD | 4 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 34,852 | SGD | 25,920 | USD | — | (1 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 293,019 | CHF | 302,611 | USD | 7 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 30,495 | NZD | 20,574 | USD | — | (0 | )* | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 1,498,280 | SEK | 160,422 | USD | — | (333 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/8/2020 | 69,599,805 | JPY | 640,467 | USD | 11 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 207,647 | USD | 295,170 | AUD | — | (13 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 308,067 | USD | 297,702 | CHF | — | (18 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 281,977 | USD | 1,873,037 | DKK | — | (21 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 1,483,681 | USD | 1,319,154 | EUR | — | (128 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 609,053 | USD | 459,338 | GBP | — | (34 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 10,133 | USD | 34,978 | ILS | — | (10 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 1,062,933 | USD | 115,339,710 | JPY | — | (105 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 201,899 | USD | 1,774,046 | NOK | — | (18 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 13,616 | USD | 20,174 | NZD | 0 | * | — | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 100,668 | USD | 940,865 | SEK | — | (2 | ) | ||||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 37 |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund(DHDG)
December 31, 2019
| 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 | 2/5/2020 | 24,811 | USD | 33,355 | SGD | $ | — | $ | (1 | ) | ||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 203,049 | USD | 299,912 | AUD | — | (7,791 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 276,550 | USD | 1,868,455 | DKK | — | (4,183 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 1,470,350 | USD | 1,329,993 | EUR | — | (22,846 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 593,294 | USD | 457,992 | GBP | — | (13,486 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 10,321 | USD | 35,760 | ILS | — | (34 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 202,655 | USD | 1,865,567 | NOK | — | (9,651 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 25,920 | USD | 35,436 | SGD | — | (433 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 302,611 | USD | 301,448 | CHF | — | (8,712 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 20,574 | USD | 32,035 | NZD | — | (1,039 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 160,422 | USD | 1,531,953 | SEK | — | (3,265 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/8/2020 | 640,467 | USD | 69,930,286 | JPY | — | (3,052 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 203,049 | USD | 299,911 | AUD | — | (7,790 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 276,550 | USD | 1,868,467 | DKK | — | (4,185 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 1,470,350 | USD | 1,329,972 | EUR | — | (22,822 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 593,294 | USD | 457,990 | GBP | — | (13,484 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 10,321 | USD | 35,758 | ILS | — | (33 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 202,655 | USD | 1,865,533 | NOK | — | (9,647 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 25,920 | USD | 35,434 | SGD | — | (432 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 302,611 | USD | 301,445 | CHF | — | (8,709 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 20,574 | USD | 32,036 | NZD | — | (1,039 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 160,422 | USD | 1,531,869 | SEK | — | (3,256 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/8/2020 | 640,467 | USD | 69,965,255 | JPY | — | (3,374 | ) | ||||||||||||||||||||
| $ | 533 | $ | (357,293 | ) | ||||||||||||||||||||||||
| * | Amount represents less than $1. |
| 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.
| 38 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 100.5% |
| |||||||
| Australia – 9.4% |
| |||||||
Accent Group Ltd. | 37,341 | $ | 48,954 | |||||
Adairs Ltd. | 15,051 | 24,228 | ||||||
ALS Ltd. | 15,319 | 98,855 | ||||||
Altium Ltd. | 1,283 | 31,313 | ||||||
Ansell Ltd. | 3,576 | 72,974 | ||||||
AP Eagers Ltd.(a) | 6,733 | 48,466 | ||||||
ARB Corp., Ltd. | 2,123 | 28,012 | ||||||
AUB Group Ltd. | 3,491 | 29,423 | ||||||
Australian Pharmaceutical Industries Ltd.(a) | 23,450 | 22,089 | ||||||
Bank of Queensland Ltd.(a) | 25,363 | 129,260 | ||||||
Bapcor Ltd. | 8,479 | 38,146 | ||||||
Blackmores Ltd.(a) | 595 | 35,468 | ||||||
Breville Group Ltd. | 2,917 | 35,802 | ||||||
Brickworks Ltd. | 4,346 | 57,068 | ||||||
carsales.com Ltd. | 8,488 | 99,106 | ||||||
Codan Ltd. | 8,403 | 44,006 | ||||||
Collins Foods Ltd. | 4,611 | 28,880 | ||||||
Corporate Travel Management Ltd.(a) | 2,192 | 31,588 | ||||||
Costa Group Holdings Ltd.(a) | 14,064 | 24,419 | ||||||
Credit Corp. Group Ltd. | 1,949 | 42,252 | ||||||
CSR Ltd. | 31,792 | 101,684 | ||||||
Dicker Data Ltd. | 6,816 | 33,060 | ||||||
Domain Holdings Australia Ltd.(a) | 9,294 | 24,173 | ||||||
Domino’s Pizza Enterprises Ltd. | 2,477 | 91,170 | ||||||
Elders Ltd.(a) | 4,348 | 19,775 | ||||||
Estia Health Ltd. | 22,759 | 39,036 | ||||||
Event Hospitality and Entertainment Ltd.(a) | 6,333 | 60,544 | ||||||
FlexiGroup Ltd.(a) | 19,010 | 24,588 | ||||||
G8 Education Ltd.(a) | 19,281 | 25,752 | ||||||
Genworth Mortgage Insurance Australia Ltd.(a) | 26,362 | 67,639 | ||||||
GUD Holdings Ltd. | 5,035 | 39,287 | ||||||
GWA Group Ltd.(a) | 15,049 | 35,121 | ||||||
Hansen Technologies Ltd. | 7,231 | 19,316 | ||||||
Healius Ltd. | 19,354 | 37,550 | ||||||
HT&E Ltd.(a) | 24,320 | 28,977 | ||||||
Independence Group NL | 6,445 | 28,270 | ||||||
Ingenia Communities Group | 13,782 | 48,053 | ||||||
Inghams Group Ltd.(a) | 19,400 | 45,821 | ||||||
Integrated Research Ltd.(a) | 7,221 | 16,548 | ||||||
Invocare Ltd.(a) | 3,482 | 32,285 | ||||||
IOOF Holdings Ltd.(a) | 32,276 | 178,331 | ||||||
IPH Ltd. | 7,709 | 44,436 | ||||||
IRESS Ltd. | 6,136 | 56,246 | ||||||
JBHi-Fi Ltd.(a) | 5,456 | 144,476 | ||||||
Jupiter Mines Ltd.(a) | 279,096 | 54,933 | ||||||
Link Administration Holdings Ltd. | 19,464 | 80,178 | ||||||
Lovisa Holdings Ltd.(a) | 3,274 | 28,469 | ||||||
McMillan Shakespeare Ltd. | 4,612 | 42,470 | ||||||
Metcash Ltd. | 38,926 | 70,323 | ||||||
Mineral Resources Ltd.(a) | 6,188 | 71,773 | ||||||
Monadelphous Group Ltd. | 2,900 | 34,003 | ||||||
MyState Ltd. | 9,860 | 34,378 | ||||||
Navigator Global Investments Ltd. | 11,593 | 23,063 | ||||||
New Hope Corp., Ltd.(a) | 47,384 | 68,616 | ||||||
NIB Holdings Ltd. | 13,075 | 57,628 | ||||||
Nick Scali Ltd.(a) | 6,974 | 33,973 | ||||||
Nine Entertainment Co. Holdings Ltd. | 64,780 | 81,511 | ||||||
oOh!media Ltd. | 9,217 | 23,584 | ||||||
Orora Ltd. | 43,869 | 98,064 | ||||||
OZ Minerals Ltd. | 7,977 | 59,158 | ||||||
Peet Ltd.(a) | 33,513 | 29,801 | ||||||
Pendal Group Ltd. | 19,610 | 118,412 | ||||||
Perenti Global Ltd. | 22,486 | 25,607 | ||||||
Perpetual Ltd.(a) | 3,005 | 86,861 | ||||||
Platinum Asset Management Ltd.(a) | 33,700 | 107,076 | ||||||
Premier Investments Ltd. | 6,224 | 82,078 | ||||||
Regis Healthcare Ltd.(a) | 23,316 | 40,319 | ||||||
Regis Resources Ltd. | 17,900 | 54,609 | ||||||
Reliance Worldwide Corp., Ltd.(a) | 16,403 | 46,583 | ||||||
Sandfire Resources NL | 7,245 | 30,455 | ||||||
SeaLink Travel Group Ltd. | 7,343 | 25,293 | ||||||
Service Stream Ltd. | 18,843 | 35,234 | ||||||
SG Fleet Group Ltd. | 17,547 | 31,947 | ||||||
Sigma Healthcare Ltd. | 89,929 | 36,665 | ||||||
Sims Metal Management Ltd.(a) | 10,231 | 76,737 | ||||||
SmartGroup Corp., Ltd. | 6,448 | 31,456 | ||||||
Southern Cross Media Group Ltd. | 62,089 | 36,226 | ||||||
Spark Infrastructure Group | 94,822 | 139,309 | ||||||
St Barbara Ltd. | 23,333 | 44,613 | ||||||
Steadfast Group Ltd. | 18,422 | 45,065 | ||||||
Super Retail Group Ltd.(a) | 10,059 | 71,558 | ||||||
Tassal Group Ltd. | 8,555 | 25,017 | ||||||
Technology One Ltd. | 5,483 | 31,952 | ||||||
|
| |||||||
| Total Australia |
| 4,327,444 | ||||||
| Austria – 1.3% |
| |||||||
EVN AG | 3,744 | 72,706 | ||||||
Oesterreichische Post AG | 4,060 | 154,950 | ||||||
Palfinger AG | 995 | 32,669 | ||||||
Porr AG(a) | 1,802 | 31,231 | ||||||
S IMMO AG | 2,259 | 56,547 | ||||||
UNIQA Insurance Group AG | 17,382 | 177,455 | ||||||
Wienerberger AG | 2,834 | 84,046 | ||||||
|
| |||||||
| Total Austria |
| 609,604 | ||||||
| Belgium – 1.3% |
| |||||||
Bekaert S.A. | 1,859 | 55,298 | ||||||
bpost S.A. | 23,234 | 268,626 | ||||||
D’ieteren S.A./N.V. | 1,379 | 96,900 | ||||||
Econocom Group S.A./N.V. | 12,176 | 33,240 | ||||||
Euronav N.V. | 3,444 | 42,447 | ||||||
Ontex Group N.V. | 2,519 | 53,017 | ||||||
Orange Belgium S.A. | 1,982 | 46,053 | ||||||
Recticel S.A. | 2,399 | 22,378 | ||||||
|
| |||||||
| Total Belgium |
| 617,959 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 39 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
| China – 2.0% |
| |||||||
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | 21,300 | $ | 32,148 | |||||
China Agri-Industries Holdings Ltd. | 110,000 | 58,305 | ||||||
China Overseas Grand Oceans Group Ltd. | 138,400 | 95,739 | ||||||
China Power International Development Ltd. | 502,000 | 107,593 | ||||||
China South City Holdings Ltd. | 272,000 | 34,559 | ||||||
China Traditional Chinese Medicine Holdings Co., Ltd. | 160,000 | 77,209 | ||||||
CITIC Telecom International Holdings Ltd. | 232,678 | 84,808 | ||||||
CPMC Holdings Ltd.(a) | 74,900 | 32,683 | ||||||
Dah Chong Hong Holdings Ltd. | 162,979 | 76,973 | ||||||
Genertec Universal Medical Group Co., Ltd.(b) | 85,800 | 64,968 | ||||||
Guotai Junan International Holdings Ltd.(a) | 328,052 | 58,101 | ||||||
Hua Hong Semiconductor Ltd.(a)(b) | 26,500 | 60,266 | ||||||
Poly Property Group Co., Ltd. | 141,000 | 58,450 | ||||||
Shougang Fushan Resources Group Ltd. | 401,903 | 86,655 | ||||||
Xiwang Special Steel Co., Ltd. | 133,000 | 8,364 | ||||||
|
| |||||||
| Total China |
| 936,821 | ||||||
| Denmark – 1.3% |
| |||||||
Alm Brand A/S | 7,837 | 69,635 | ||||||
DFDS A/S | 975 | 47,600 | ||||||
FLSmidth & Co. A/S | 1,634 | 65,144 | ||||||
Matas A/S | 3,967 | 32,835 | ||||||
Ringkjoebing Landbobank A/S | 743 | 57,368 | ||||||
Scandinavian Tobacco Group A/S Class A(b) | 6,955 | 84,887 | ||||||
Schouw & Co. A/S | 595 | 50,053 | ||||||
Spar Nord Bank A/S | 7,725 | 75,080 | ||||||
Sydbank A/S | 4,583 | 96,245 | ||||||
|
| |||||||
| Total Denmark |
| 578,847 | ||||||
| Finland – 2.7% |
| |||||||
Cargotec Oyj Class B | 1,751 | 59,437 | ||||||
Citycon Oyj(a) | 11,049 | 116,149 | ||||||
Cramo Oyj | 2,244 | 33,350 | ||||||
Finnair Oyj | 5,427 | 35,820 | ||||||
Fiskars Oyj Abp(a) | 2,625 | 33,178 | ||||||
Kemira Oyj | 6,048 | 90,021 | ||||||
Konecranes Oyj | 2,742 | 84,334 | ||||||
Lassila & Tikanoja Oyj | 2,439 | 43,093 | ||||||
Lehto Group Oyj(a) | 5,501 | 14,536 | ||||||
Metsa Board Oyj | 20,001 | 134,594 | ||||||
Oriola Oyj Class B | 10,128 | 23,022 | ||||||
Outokumpu Oyj(a) | 21,475 | 67,641 | ||||||
Raisio Oyj Class V | 7,786 | 29,715 | ||||||
Sanoma Oyj | 7,641 | 81,010 | ||||||
Terveystalo Oyj*(b) | 3,313 | 41,577 | ||||||
Tieto Oyj | 5,448 | 169,518 | ||||||
Tokmanni Group Corp. | 4,304 | 60,970 | ||||||
Uponor Oyj | 3,960 | 51,785 | ||||||
YIT Oyj(a) | 10,509 | 70,306 | ||||||
|
| |||||||
| Total Finland |
| 1,240,056 | ||||||
| France – 3.2% |
| |||||||
Albioma S.A. | 988 | 28,835 | ||||||
Beneteau S.A. | 2,454 | 29,832 | ||||||
Chargeurs S.A.(a) | 1,423 | 27,602 | ||||||
Coface S.A. | 12,923 | 159,132 | ||||||
Derichebourg S.A. | 9,597 | 39,320 | ||||||
Elior Group S.A.(b) | 5,613 | 82,538 | ||||||
Europcar Mobility Group(a)(b) | 5,117 | 24,894 | ||||||
Interparfums S.A. | 830 | 34,472 | ||||||
IPSOS | 1,864 | 60,573 | ||||||
Jacquet Metal Service S.A. | 1,462 | 25,306 | ||||||
Kaufman & Broad S.A. | 1,606 | 66,701 | ||||||
Maisons du Monde S.A.(b) | 472 | 6,872 | ||||||
Manitou BF S.A. | 996 | 23,981 | ||||||
Metropole Television S.A. | 6,959 | 131,077 | ||||||
Nexity S.A. | 3,282 | 164,971 | ||||||
Quadient | 1,768 | 42,827 | ||||||
Rallye S.A. | 3,537 | 40,179 | ||||||
Rothschild & Co. | 2,054 | 59,024 | ||||||
Sopra Steria Group | 485 | 78,123 | ||||||
SPIE S.A. | 5,568 | 113,501 | ||||||
Tarkett S.A. | 2,013 | 32,538 | ||||||
Television Francaise 1 | 8,662 | 71,951 | ||||||
Trigano S.A. | 490 | 51,757 | ||||||
Vicat S.A. | 1,284 | 58,156 | ||||||
|
| |||||||
| Total France |
| 1,454,162 | ||||||
| Georgia – 0.1% |
| |||||||
Bank of Georgia Group PLC | 2,160 | 46,499 | ||||||
| Germany – 4.9% |
| |||||||
Aareal Bank AG | 4,713 | 160,033 | ||||||
alstria officeREIT-AG | 4,442 | 83,518 | ||||||
AURELIUS Equity Opportunities SE & Co. KGaA | 1,088 | 47,630 | ||||||
Aurubis AG | 1,645 | 101,041 | ||||||
Bilfinger SE | 1,624 | 63,037 | ||||||
CANCOM SE | 587 | 34,659 | ||||||
CropEnergies AG | 4,613 | 56,855 | ||||||
Dermapharm Holding SE | 1,450 | 64,698 | ||||||
Deutsche Pfandbriefbank AG(b) | 11,524 | 188,344 | ||||||
Deutz AG | 2,795 | 17,475 | ||||||
DIC Asset AG | 3,536 | 63,110 | ||||||
Duerr AG | 2,025 | 69,056 | ||||||
Encavis AG | 6,592 | 69,481 | ||||||
Freenet AG | 10,930 | 250,777 | ||||||
Gerresheimer AG | 618 | 47,866 | ||||||
Hamburger Hafen und Logistik AG | 2,034 | 56,029 | ||||||
Indus Holding AG | 892 | 38,899 | ||||||
Jenoptik AG | 928 | 26,542 | ||||||
JOST Werke AG(b) | 730 | 30,565 | ||||||
Kloeckner & Co. SE | 7,024 | 49,514 | ||||||
Koenig & Bauer AG | 610 | 19,131 | ||||||
Krones AG | 733 | 55,538 | ||||||
MLP SE | 6,736 | 42,342 | ||||||
NORMA Group SE | 1,065 | 45,428 | ||||||
PATRIZIA AG | 1,220 | 27,197 | ||||||
Pfeiffer Vacuum Technology AG | 216 | 38,551 | ||||||
RHOEN-KLINIKUM AG | 1,084 | 21,269 | ||||||
See Notes to Financial Statements.
| 40 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
Salzgitter AG | 1,617 | $ | 35,866 | |||||
Siltronic AG | 2,310 | 232,642 | ||||||
Software AG | 1,773 | 61,895 | ||||||
Takkt AG | 2,653 | 37,463 | ||||||
Wacker Neuson SE | 1,879 | 35,961 | ||||||
Wuestenrot & Wuerttembergische AG | 2,672 | 58,067 | ||||||
|
| |||||||
| Total Germany |
| 2,230,479 | ||||||
| Hong Kong – 0.5% |
| |||||||
Dah Sing Banking Group Ltd. | 35,600 | 47,608 | ||||||
Dah Sing Financial Holdings Ltd. | 13,600 | 53,584 | ||||||
Hongkong & Shanghai Hotels Ltd. (The) | 28,500 | 30,542 | ||||||
Kowloon Development Co., Ltd. | 26,000 | 32,601 | ||||||
Nissin Foods Co., Ltd. | 33,000 | 26,216 | ||||||
Television Broadcasts Ltd. | 38,400 | 60,322 | ||||||
|
| |||||||
| Total Hong Kong |
| 250,873 | ||||||
| Ireland – 0.7% |
| |||||||
C&C Group PLC(a) | 12,668 | 68,219 | ||||||
Grafton Group PLC | 4,653 | 53,442 | ||||||
Greencore Group PLC | 17,521 | 62,182 | ||||||
Hibernia REIT PLC | 17,236 | 27,280 | ||||||
Irish Continental Group PLC | 6,443 | 35,004 | ||||||
Origin Enterprises PLC | 6,278 | 26,145 | ||||||
UDG Healthcare PLC | 3,293 | 35,161 | ||||||
|
| |||||||
| Total Ireland |
| 307,433 | ||||||
| Israel – 2.5% |
| |||||||
Ashtrom Group Ltd. | 4,022 | 60,214 | ||||||
Ashtrom Properties Ltd. | 6,733 | 43,041 | ||||||
Delek Automotive Systems Ltd. | 5,571 | 35,790 | ||||||
Delek Group Ltd. | 795 | 120,867 | ||||||
First International Bank of Israel Ltd. | 3,744 | 108,277 | ||||||
Fox Wizel Ltd. | 1,054 | 48,001 | ||||||
Gazit-Globe Ltd. | 8,900 | 98,482 | ||||||
Harel Insurance Investments & Financial Services Ltd. | 7,891 | 61,570 | ||||||
Hilan Ltd. | 951 | 38,271 | ||||||
Inrom Construction Industries Ltd. | 9,431 | 40,930 | ||||||
Magic Software Enterprises Ltd. | 2,851 | 27,734 | ||||||
Matrix IT Ltd. | 2,624 | 52,807 | ||||||
Maytronics Ltd. | 3,659 | 30,559 | ||||||
Mehadrin Ltd.* | 0 | ‡ | 16 | |||||
Menora Mivtachim Holdings Ltd. | 1,520 | 22,219 | ||||||
Naphtha Israel Petroleum Corp., Ltd. | 6,481 | 38,728 | ||||||
OPC Energy Ltd. | 2,112 | 17,934 | ||||||
Paz Oil Co., Ltd. | 553 | 78,275 | ||||||
Phoenix Holdings Ltd. (The) | 15,507 | 93,742 | ||||||
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 592 | 34,039 | ||||||
Shapir Engineering and Industry Ltd. | 5,493 | 33,524 | ||||||
Shufersal Ltd. | 6,948 | 44,215 | ||||||
|
| |||||||
| Total Israel |
| 1,129,235 | ||||||
| Italy – 4.2% |
| |||||||
Anima Holding SpA(b) | 21,451 | 110,810 | ||||||
Aquafil SpA(a) | 2,869 | 20,289 | ||||||
Ascopiave SpA | 10,564 | 45,239 | ||||||
ASTM SpA | 1,828 | 55,320 | ||||||
Autogrill SpA | 4,872 | 51,024 | ||||||
Azimut Holding SpA | 10,179 | 243,144 | ||||||
Banca Farmafactoring SpA(b) | 16,487 | 98,825 | ||||||
Banca IFIS SpA | 4,752 | 74,678 | ||||||
Banca Popolare di Sondrio SCPA | 11,749 | 27,801 | ||||||
Banca Sistema SpA(b) | 14,456 | 29,987 | ||||||
BPER Banca | 16,714 | 84,108 | ||||||
Brunello Cucinelli SpA | 733 | 25,967 | ||||||
Cairo Communication SpA | 11,700 | 35,657 | ||||||
Cerved Group SpA | 6,906 | 67,403 | ||||||
CIR-Compagnie Industriali Riunite SpA | 21,463 | 26,212 | ||||||
Credito Emiliano SpA | 12,283 | 71,558 | ||||||
Datalogic SpA(a) | 1,781 | 33,726 | ||||||
doValue SpA(b) | 3,163 | 43,671 | ||||||
El.En. SpA | 786 | 29,151 | ||||||
Falck Renewables SpA | 5,766 | 30,808 | ||||||
Fincantieri SpA(a) | 16,186 | 16,733 | ||||||
Gamenet Group SpA(b) | 3,163 | 46,156 | ||||||
Gruppo MutuiOnline SpA | 1,151 | 25,905 | ||||||
Immobiliare Grande Distribuzione SIIQ SpA | 8,958 | 62,343 | ||||||
Maire Tecnimont SpA(a) | 13,443 | 37,332 | ||||||
MARR SpA | 2,299 | 52,516 | ||||||
Piaggio & C. SpA | 13,404 | 41,346 | ||||||
RAI Way SpA(b) | 8,247 | 56,747 | ||||||
Reply SpA | 331 | 25,804 | ||||||
Rizzoli Corriere Della Sera Mediagroup SpA | 35,640 | 40,326 | ||||||
Saras SpA | 54,694 | 88,039 | ||||||
Societa Cattolica di Assicurazioni SC | 7,783 | 63,514 | ||||||
Technogym SpA(b) | 3,101 | 40,343 | ||||||
Tod’s SpA(a) | 635 | 29,381 | ||||||
Unieuro SpA(b) | 2,128 | 32,008 | ||||||
Zignago Vetro SpA | 3,369 | 48,028 | ||||||
|
| |||||||
| Total Italy |
| 1,911,899 | ||||||
| Japan – 26.4% |
| |||||||
77 Bank Ltd. (The) | 2,035 | 34,305 | ||||||
ADEKA Corp. | 2,400 | 36,571 | ||||||
Aeon Delight Co., Ltd. | 900 | 32,505 | ||||||
Ai Holdings Corp. | 1,800 | 32,248 | ||||||
Aica Kogyo Co., Ltd. | 1,100 | 36,692 | ||||||
Aichi Corp. | 3,300 | 22,653 | ||||||
Alpen Co., Ltd. | 2,100 | 34,338 | ||||||
Amano Corp. | 1,800 | 55,238 | ||||||
Anest Iwata Corp. | 2,800 | 27,311 | ||||||
Anritsu Corp.(a) | 1,600 | 31,919 | ||||||
AOKI Holdings, Inc. | 3,600 | 37,466 | ||||||
Aomori Bank Ltd. (The) | 1,048 | 28,226 | ||||||
Aoyama Trading Co., Ltd. | 2,300 | 32,529 | ||||||
Arcs Co., Ltd. | 1,600 | 33,966 | ||||||
Ariake Japan Co., Ltd. | 300 | 22,443 | ||||||
As One Corp. | 435 | 40,868 | ||||||
Asahi Holdings, Inc. | 1,600 | 39,840 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 41 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
Asics Corp.(a) | 2,600 | $ | 43,447 | |||||
Autobacs Seven Co., Ltd. | 2,100 | 33,237 | ||||||
Awa Bank Ltd. (The) | 370 | 8,338 | ||||||
Axial Retailing, Inc. | 600 | 21,035 | ||||||
Bank of Nagoya Ltd. (The) | 849 | 26,640 | ||||||
Bank of Okinawa Ltd. (The) | 642 | 21,740 | ||||||
Bell System24 Holdings, Inc. | 1,901 | 30,087 | ||||||
Benesse Holdings, Inc. | 1,800 | 47,603 | ||||||
Bic Camera, Inc. | 3,300 | 37,836 | ||||||
C.I. Takiron Corp. | 4,700 | 31,960 | ||||||
Central Glass Co., Ltd. | 1,000 | 24,670 | ||||||
Chugoku Bank Ltd. (The) | 3,400 | 34,884 | ||||||
Citizen Watch Co., Ltd. | 8,600 | 47,244 | ||||||
Cosel Co., Ltd. | 2,800 | 30,403 | ||||||
Cosmo Energy Holdings Co., Ltd. | 2,219 | 51,353 | ||||||
Credit Saison Co., Ltd. | 4,600 | 80,466 | ||||||
Dai Nippon Toryo Co., Ltd. | 3,800 | 41,156 | ||||||
Daibiru Corp. | 3,100 | 37,454 | ||||||
Daido Steel Co., Ltd. | 1,100 | 48,636 | ||||||
Daihen Corp. | 637 | 21,219 | ||||||
Daiichikosho Co., Ltd. | 1,000 | 52,726 | ||||||
Daikyonishikawa Corp. | 3,300 | 25,963 | ||||||
Daishi Hokuetsu Financial Group, Inc. | 1,100 | 30,872 | ||||||
Daiwabo Holdings Co., Ltd. | 500 | 30,964 | ||||||
Denka Co., Ltd. | 2,300 | 69,206 | ||||||
Denyo Co., Ltd. | 2,295 | 43,757 | ||||||
DIC Corp.(a) | 2,600 | 72,611 | ||||||
Dip Corp. | 1,641 | 48,849 | ||||||
DMG Mori Co., Ltd.(a) | 2,900 | 45,098 | ||||||
Doshisha Co., Ltd.(a) | 1,800 | 29,979 | ||||||
Eagle Industry Co., Ltd. | 3,200 | 33,480 | ||||||
Ebara Corp.(a) | 1,700 | 52,013 | ||||||
Eidai Co., Ltd. | 7,700 | 25,436 | ||||||
en-japan, Inc. | 700 | 30,757 | ||||||
EPS Holdings, Inc. | 2,000 | 25,654 | ||||||
Exedy Corp. | 1,930 | 44,132 | ||||||
Financial Products Group Co., Ltd. | 4,500 | 43,603 | ||||||
FP Corp. | 459 | 27,411 | ||||||
Fuji Corp., Ltd. | 5,600 | 36,380 | ||||||
Fuji Oil Holdings, Inc. | 1,100 | 29,718 | ||||||
Fujikura Ltd. | 8,100 | 33,689 | ||||||
Fujitec Co., Ltd. | 2,400 | 39,288 | ||||||
Fujitsu General Ltd. | 1,549 | 35,049 | ||||||
Furukawa Co., Ltd. | 2,100 | 27,942 | ||||||
Furukawa Electric Co., Ltd. | 1,600 | 41,518 | ||||||
Fuso Chemical Co., Ltd. | 1,100 | 32,744 | ||||||
Fuyo General Lease Co., Ltd. | 700 | 47,472 | ||||||
Glory Ltd. | 1,000 | 30,458 | ||||||
GMO Financial Holdings, Inc. | 5,300 | 28,871 | ||||||
GMO Internet, Inc. | 1,700 | 32,459 | ||||||
Goldcrest Co., Ltd. | 1,300 | 24,917 | ||||||
GS Yuasa Corp. | 1,951 | 42,458 | ||||||
Gunma Bank Ltd. (The) | 10,787 | 38,314 | ||||||
H2O Retailing Corp. | 2,900 | 32,743 | ||||||
Hachijuni Bank Ltd. (The) | 10,600 | 46,623 | ||||||
Hakudo Co., Ltd.(a) | 2,600 | 37,657 | ||||||
Hakuto Co., Ltd. | 3,900 | 48,878 | ||||||
Hanwa Co., Ltd. | 1,739 | 46,037 | ||||||
Hazama Ando Corp. | 5,100 | 44,676 | ||||||
Heiwa Corp. | 2,349 | 49,412 | ||||||
Heiwa Real Estate Co., Ltd. | 1,300 | 35,887 | ||||||
Hokkoku Bank Ltd. (The) | 500 | 15,988 | ||||||
Hokuetsu Corp. | 5,000 | 25,995 | ||||||
Hokuhoku Financial Group, Inc. | 3,306 | 35,045 | ||||||
Horiba Ltd. | 900 | 60,704 | ||||||
Hyakugo Bank Ltd. (The) | 9,200 | 29,460 | ||||||
Hyakujushi Bank Ltd. (The) | 1,767 | 35,218 | ||||||
Ibiden Co., Ltd. | 2,110 | 50,578 | ||||||
Ichibanya Co., Ltd. | 600 | 31,801 | ||||||
Ichigo, Inc. | 9,400 | 39,875 | ||||||
Ichiyoshi Securities Co., Ltd. | 6,300 | 37,333 | ||||||
Imasen Electric Industrial | 4,500 | 40,414 | ||||||
Inaba Denki Sangyo Co., Ltd. | 1,200 | 30,697 | ||||||
Inabata & Co., Ltd. | 2,300 | 34,688 | ||||||
Inageya Co., Ltd.(a) | 2,100 | 28,966 | ||||||
Information Services International-Dentsu Ltd.(a) | 700 | 27,891 | ||||||
Itochu Enex Co., Ltd. | 5,200 | 44,165 | ||||||
Itoham Yonekyu Holdings, Inc. | 5,300 | 34,382 | ||||||
Iyo Bank Ltd. (The) | 5,900 | 33,660 | ||||||
JAC Recruitment Co., Ltd. | 1,100 | 19,667 | ||||||
Japan Aviation Electronics Industry Ltd. | 2,000 | 40,819 | ||||||
Japan Lifeline Co., Ltd. | 1,700 | 23,355 | ||||||
Japan Steel Works Ltd. (The)(a) | 2,000 | 39,696 | ||||||
Japan Wool Textile Co., Ltd. (The) | 3,484 | 36,195 | ||||||
Joshin Denki Co., Ltd. | 746 | 17,882 | ||||||
Juroku Bank Ltd. (The) | 1,100 | 26,003 | ||||||
K’s Holdings Corp. | 4,490 | 59,123 | ||||||
Kagome Co., Ltd.(a) | 1,000 | 24,090 | ||||||
Kaken Pharmaceutical Co., Ltd. | 1,000 | 55,579 | ||||||
Kandenko Co., Ltd. | 4,278 | 41,294 | ||||||
Kaneka Corp. | 1,400 | 45,346 | ||||||
Kanematsu Corp. | 3,000 | 40,663 | ||||||
Kanematsu Electronics Ltd. | 1,100 | 36,996 | ||||||
Kansai Mirai Financial Group, Inc. | 8,000 | 51,971 | ||||||
Kasai Kogyo Co., Ltd. | 4,805 | 38,024 | ||||||
Kato Sangyo Co., Ltd. | 748 | 24,847 | ||||||
Keiyo Bank Ltd. (The) | 5,001 | 29,129 | ||||||
Keiyo Co., Ltd. | 7,900 | 41,654 | ||||||
King Jim Co., Ltd. | 6,500 | 52,215 | ||||||
Kintetsu World Express, Inc. | 2,000 | 35,114 | ||||||
Kitz Corp. | 3,200 | 22,791 | ||||||
Kiyo Bank Ltd. (The) | 1,900 | 29,022 | ||||||
Kobe Steel Ltd. | 9,100 | 49,320 | ||||||
Koei Tecmo Holdings Co., Ltd. | 2,860 | 75,082 | ||||||
Kohnan Shoji Co., Ltd. | 1,000 | 23,593 | ||||||
Kokuyo Co., Ltd.(a) | 2,300 | 34,582 | ||||||
KOMEDA Holdings Co., Ltd. | 2,300 | 44,995 | ||||||
Kondotec, Inc. | 5,000 | 52,542 | ||||||
See Notes to Financial Statements.
| 42 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
Konishi Co., Ltd. | 1,900 | $ | 27,099 | |||||
Kumagai Gumi Co., Ltd. | 900 | 27,578 | ||||||
Kurabo Industries Ltd. | 1,863 | 43,560 | ||||||
Kureha Corp. | 400 | 24,219 | ||||||
KYORIN Holdings, Inc. | 2,573 | 45,198 | ||||||
Kyowa Exeo Corp. | 2,100 | 53,469 | ||||||
Kyudenko Corp. | 1,700 | 50,605 | ||||||
Kyushu Financial Group, Inc. | 8,200 | 35,614 | ||||||
Life Corp. | 866 | 20,703 | ||||||
Lintec Corp. | 2,100 | 47,227 | ||||||
Mabuchi Motor Co., Ltd. | 2,000 | 76,375 | ||||||
Macnica Fuji Electronics Holdings, Inc. | 2,400 | 41,496 | ||||||
Maeda Corp. | 3,200 | 31,477 | ||||||
Maeda Road Construction Co., Ltd. | 2,142 | 52,705 | ||||||
Makino Milling Machine Co., Ltd. | 700 | 32,335 | ||||||
Mandom Corp. | 942 | 26,004 | ||||||
Marusan Securities Co., Ltd.(a) | 8,400 | 37,720 | ||||||
Matsui Securities Co., Ltd.(a) | 12,200 | 97,218 | ||||||
Maxell Holdings Ltd. | 1,900 | 25,823 | ||||||
Megmilk Snow Brand Co., Ltd. | 1,000 | 22,931 | ||||||
Meitec Corp. | 900 | 50,932 | ||||||
Miraca Holdings, Inc. | 2,000 | 49,377 | ||||||
Mirait Holdings Corp.(a) | 2,000 | 30,384 | ||||||
Mitsubishi Logistics Corp. | 900 | 23,578 | ||||||
Mitsubishi Shokuhin Co., Ltd. | 900 | 25,631 | ||||||
Mitsuboshi Belting Ltd. | 1,500 | 29,096 | ||||||
Mitsui Mining & Smelting Co., Ltd. | 900 | 24,215 | ||||||
Mitsui OSK Lines Ltd. | 1,800 | 50,104 | ||||||
Mitsui Sugar Co., Ltd. | 1,200 | 25,154 | ||||||
Mixi, Inc. | 2,900 | 55,238 | ||||||
Mochida Pharmaceutical Co., Ltd. | 600 | 24,348 | ||||||
Modec, Inc. | 600 | 14,714 | ||||||
Morinaga & Co., Ltd. | 600 | 28,930 | ||||||
Morinaga Milk Industry Co., Ltd. | 600 | 24,569 | ||||||
Morita Holdings Corp. | 1,500 | 25,176 | ||||||
Morito Co., Ltd. | 5,100 | 36,698 | ||||||
Morningstar Japan K.K. | 8,497 | 32,057 | ||||||
MOS Food Services, Inc. | 1,100 | 30,518 | ||||||
Musashi Seimitsu Industry Co., Ltd. | 2,100 | 29,121 | ||||||
Musashino Bank Ltd. (The) | 1,700 | 29,487 | ||||||
Nagaileben Co., Ltd. | 1,300 | 28,709 | ||||||
Nagase & Co., Ltd. | 2,600 | 38,997 | ||||||
Nakanishi, Inc. | 1,617 | 30,979 | ||||||
NEC Capital Solutions Ltd. | 2,600 | 59,859 | ||||||
NEC Networks & System Integration Corp. | 1,300 | 46,294 | ||||||
NET One Systems Co., Ltd. | 1,000 | 25,737 | ||||||
NHK Spring Co., Ltd. | 5,300 | 48,525 | ||||||
Nichias Corp. | 2,174 | 55,713 | ||||||
Nichiden Corp. | 2,100 | 40,309 | ||||||
NichiiGakkan Co., Ltd. | 1,800 | 27,379 | ||||||
Nifco, Inc. | 1,200 | 33,126 | ||||||
Nihon Kohden Corp. | 900 | 25,093 | ||||||
Nihon Parkerizing Co., Ltd. | 2,440 | 26,404 | ||||||
Nippo Corp. | 1,600 | 34,657 | ||||||
Nippon Coke & Engineering Co., Ltd. | 55,800 | 41,590 | ||||||
Nippon Electric Glass Co., Ltd.(a) | 2,500 | 56,154 | ||||||
Nippon Flour Mills Co., Ltd. | 1,881 | 29,251 | ||||||
Nippon Gas Co., Ltd. | 800 | 25,802 | ||||||
Nippon Kayaku Co., Ltd. | 2,900 | 36,158 | ||||||
Nippon Paper Industries Co., Ltd.(a) | 1,800 | 30,609 | ||||||
Nippon Parking Development Co., Ltd. | 19,591 | 27,942 | ||||||
Nippon Sheet Glass Co., Ltd. | 6,000 | 38,427 | ||||||
Nippon Shokubai Co., Ltd. | 600 | 37,488 | ||||||
Nippon Signal Co., Ltd. | 2,700 | 36,298 | ||||||
Nippon Steel Trading Corp. | 900 | 43,810 | ||||||
Nipro Corp.(a) | 3,600 | 43,561 | ||||||
Nishi-Nippon Financial Holdings, Inc. | 5,100 | 40,218 | ||||||
Nishimatsu Construction Co., Ltd. | 1,950 | 44,320 | ||||||
Nisshin Oillio Group Ltd. (The) | 742 | 25,843 | ||||||
Nisshinbo Holdings, Inc.(a) | 4,850 | 46,637 | ||||||
Nissin Electric Co., Ltd. | 2,600 | 32,442 | ||||||
Nissin Kogyo Co., Ltd. | 1,800 | 36,770 | ||||||
Noevir Holdings Co., Ltd. | 673 | 36,228 | ||||||
NOK Corp. | 3,600 | 54,360 | ||||||
Nomura Co., Ltd. | 2,058 | 27,554 | ||||||
Noritz Corp.(a) | 2,300 | 30,942 | ||||||
North Pacific Bank Ltd. | 14,300 | 32,238 | ||||||
NS United Kaiun Kaisha Ltd. | 1,100 | 22,754 | ||||||
NSD Co., Ltd. | 2,400 | 39,707 | ||||||
NTN Corp. | 17,324 | 54,997 | ||||||
NuFlare Technology, Inc. | 200 | 21,974 | ||||||
Obara Group, Inc. | 627 | 21,318 | ||||||
Ogaki Kyoritsu Bank Ltd. (The) | 1,000 | 21,965 | ||||||
Ohsho Food Service Corp. | 472 | 28,188 | ||||||
Oiles Corp. | 1,900 | 29,075 | ||||||
Okamoto Industries, Inc. | 300 | 11,194 | ||||||
Okamura Corp. | 2,900 | 29,727 | ||||||
Oki Electric Industry Co., Ltd. | 2,600 | 36,341 | ||||||
Okumura Corp. | 1,290 | 35,729 | ||||||
Open House Co., Ltd. | 1,900 | 54,723 | ||||||
OSG Corp. | 2,100 | 40,386 | ||||||
Outsourcing, Inc.(a) | 2,100 | 22,377 | ||||||
PAL GROUP Holdings Co., Ltd. | 545 | 19,132 | ||||||
Paramount Bed Holdings Co., Ltd. | 700 | 29,436 | ||||||
Parco Co., Ltd.(a) | 2,400 | 40,745 | ||||||
Penta-Ocean Construction Co., Ltd. | 7,500 | 46,722 | ||||||
Prima Meat Packers Ltd. | 1,657 | 38,682 | ||||||
Raito Kogyo Co., Ltd. | 1,700 | 24,778 | ||||||
Relia, Inc. | 2,500 | 31,930 | ||||||
Rengo Co., Ltd. | 3,150 | 24,174 | ||||||
Resorttrust, Inc. | 2,300 | 39,259 | ||||||
Restar Holdings Corp.(a) | 2,054 | 38,368 | ||||||
Riso Kagaku Corp. | 1,800 | 31,983 | ||||||
Ryosan Co., Ltd. | 1,800 | 46,807 | ||||||
Sac’s Bar Holdings, Inc. | 2,900 | 24,497 | ||||||
San ju San Financial Group, Inc. | 2,200 | 35,083 | ||||||
San-In Godo Bank Ltd. (The) | 4,900 | 30,209 | ||||||
Sanwa Holdings Corp. | 4,500 | 50,890 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 43 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
Sanyo Chemical Industries Ltd. | 400 | $ | 19,949 | |||||
Sapporo Holdings Ltd.(a) | 1,100 | 26,104 | ||||||
Sawai Pharmaceutical Co., Ltd. | 800 | 50,941 | ||||||
SCREEN Holdings Co., Ltd. | 900 | 62,029 | ||||||
Seika Corp.(a) | 3,200 | 39,693 | ||||||
Seiko Holdings Corp. | 1,300 | 34,966 | ||||||
Seino Holdings Co., Ltd. | 3,200 | 43,491 | ||||||
Seiren Co., Ltd. | 1,800 | 26,137 | ||||||
Senko Group Holdings Co., Ltd. | 4,580 | 39,320 | ||||||
Senshu Ikeda Holdings, Inc. | 17,200 | 32,920 | ||||||
Seria Co., Ltd. | 1,000 | 27,329 | ||||||
Shikoku Bank Ltd. (The) | 3,300 | 31,702 | ||||||
Shikoku Chemicals Corp. | 2,012 | 25,549 | ||||||
Shikoku Electric Power Co., Inc. | 4,800 | 47,614 | ||||||
Shimachu Co., Ltd. | 1,053 | 28,904 | ||||||
Shinko Electric Industries Co., Ltd. | 3,700 | 43,920 | ||||||
Shinmaywa Industries Ltd. | 2,700 | 36,795 | ||||||
Ship Healthcare Holdings, Inc. | 800 | 37,175 | ||||||
SHO-BOND Holdings Co., Ltd.(a) | 700 | 29,243 | ||||||
Showa Corp. | 2,100 | 43,903 | ||||||
SKY Perfect JSAT Holdings, Inc. | 10,900 | 48,645 | ||||||
Sotetsu Holdings, Inc. | 1,300 | 35,468 | ||||||
Space Co., Ltd. | 3,000 | 35,252 | ||||||
Sparx Group Co., Ltd. | 11,700 | 27,023 | ||||||
SRA Holdings | 1,700 | 42,080 | ||||||
Starts Corp., Inc. | 1,200 | 30,752 | ||||||
Sumitomo Bakelite Co., Ltd. | 900 | 34,079 | ||||||
Sumitomo Densetsu Co., Ltd. | 1,200 | 32,475 | ||||||
Sumitomo Forestry Co., Ltd. | 3,900 | 57,957 | ||||||
Sumitomo Mitsui Construction Co., Ltd. | 5,213 | 30,460 | ||||||
Sumitomo Osaka Cement Co., Ltd. | 700 | 30,757 | ||||||
Sumitomo Seika Chemicals Co., Ltd. | 825 | 26,912 | ||||||
T-Gaia Corp. | 2,300 | 56,169 | ||||||
T. RAD Co., Ltd. | 1,400 | 26,461 | ||||||
Tachibana Eletech Co., Ltd. | 2,500 | 42,834 | ||||||
Tadano Ltd. | 2,600 | 23,948 | ||||||
Taikisha Ltd. | 700 | 25,089 | ||||||
Taiyo Holdings Co., Ltd. | 900 | 36,894 | ||||||
Takara Holdings, Inc. | 2,500 | 23,119 | ||||||
Takara Standard Co., Ltd. | 1,800 | 32,663 | ||||||
Takasago Thermal Engineering Co., Ltd. | 2,000 | 36,071 | ||||||
Takeuchi Manufacturing Co., Ltd. | 1,953 | 29,580 | ||||||
Tamron Co., Ltd. | 1,000 | 23,179 | ||||||
Tanseisha Co., Ltd. | 2,200 | 26,742 | ||||||
TechnoPro Holdings, Inc. | 573 | 40,335 | ||||||
Tekken Corp. | 1,100 | 28,564 | ||||||
THK Co., Ltd. | 3,000 | 81,932 | ||||||
Toagosei Co., Ltd.(a) | 2,900 | 33,890 | ||||||
Tochigi Bank Ltd. (The) | 16,900 | 36,700 | ||||||
Toda Corp. | 7,404 | 49,462 | ||||||
Toho Bank Ltd. (The) | 10,814 | 27,166 | ||||||
Tokai Carbon Co., Ltd.(a) | 3,200 | 32,243 | ||||||
TOKAI Holdings Corp. | 3,400 | 34,383 | ||||||
Tokai Rika Co., Ltd. | 2,500 | 49,390 | ||||||
Tokai Tokyo Financial Holdings, Inc. | 14,018 | 42,180 | ||||||
Tokuyama Corp. | 1,200 | 31,614 | ||||||
Tokyo Electron Device Ltd. | 2,500 | 62,733 | ||||||
Tokyo Ohka Kogyo Co., Ltd.(a) | 1,000 | 39,384 | ||||||
Tokyo Seimitsu Co., Ltd. | 1,800 | 70,559 | ||||||
Tokyo Tatemono Co., Ltd.(a) | 4,500 | 70,766 | ||||||
Tokyu Construction Co., Ltd. | 3,900 | 28,028 | ||||||
Topcon Corp. | 2,100 | 27,498 | ||||||
Toppan Forms Co., Ltd. | 3,200 | 36,100 | ||||||
Topy Industries Ltd. | 1,100 | 20,426 | ||||||
Toshiba TEC Corp. | 1,000 | 41,592 | ||||||
Totetsu Kogyo Co., Ltd.(a) | 745 | 21,800 | ||||||
Toyo Ink SC Holdings Co., Ltd.(a) | 1,828 | 44,861 | ||||||
Toyo Tire Corp.(a) | 2,600 | 37,681 | ||||||
Toyoda Gosei Co., Ltd. | 2,500 | 63,147 | ||||||
Toyota Boshoku Corp. | 4,700 | 76,333 | ||||||
TS Tech Co., Ltd. | 1,700 | 53,577 | ||||||
Tsubaki Nakashima Co., Ltd.(a) | 1,993 | 29,324 | ||||||
Tsubakimoto Chain Co. | 956 | 34,000 | ||||||
Tsumura & Co. | 1,613 | 47,644 | ||||||
UACJ Corp. | 1,400 | 32,180 | ||||||
Ube Industries Ltd. | 2,600 | 56,917 | ||||||
Ulvac, Inc. | 1,200 | 47,978 | ||||||
Unipres Corp. | 1,600 | 22,703 | ||||||
United Arrows Ltd. | 700 | 19,903 | ||||||
Universal Entertainment Corp. | 900 | 30,766 | ||||||
Unizo Holdings Co., Ltd. | 1,200 | 56,536 | ||||||
Valor Holdings Co., Ltd. | 800 | 15,724 | ||||||
Vital KSK Holdings, Inc. | 3,300 | 31,854 | ||||||
VT Holdings Co., Ltd. | 7,600 | 33,988 | ||||||
Wacoal Holdings Corp. | 1,734 | 46,862 | ||||||
Wowow, Inc. | 1,500 | 38,164 | ||||||
Xebio Holdings Co., Ltd. | 2,100 | 25,507 | ||||||
Yahagi Construction Co., Ltd. | 5,400 | 41,193 | ||||||
Yamagata Bank Ltd. (The) | 2,168 | 32,298 | ||||||
Yamazen Corp. | 3,300 | 33,251 | ||||||
Yaoko Co., Ltd.(a) | 500 | 25,673 | ||||||
Yellow Hat Ltd. | 2,200 | 39,637 | ||||||
Yuasa Trading Co., Ltd. | 1,000 | 33,908 | ||||||
Yumeshin Holdings Co., Ltd.(a) | 3,900 | 31,832 | ||||||
Zeon Corp. | 3,200 | 40,223 | ||||||
Zojirushi Corp.(a) | 2,100 | 39,768 | ||||||
|
| |||||||
| Total Japan |
| 12,113,402 | ||||||
| Morocco – 0.0% |
| |||||||
Vivo Energy PLC(b) | 13,277 | 21,740 | ||||||
| Netherlands – 1.9% |
| |||||||
AMG Advanced Metallurgical Group N.V.(a) | 855 | 20,941 | ||||||
Arcadis N.V. | 2,397 | 55,911 | ||||||
BE Semiconductor Industries N.V. | 6,268 | 242,455 | ||||||
Corbion N.V. | 1,337 | 42,202 | ||||||
ForFarmers N.V.(a) | 4,820 | 31,056 | ||||||
Intertrust N.V.(b) | 3,345 | 64,995 | ||||||
Koninklijke BAM Groep N.V. | 12,364 | 37,278 | ||||||
See Notes to Financial Statements.
| 44 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
Koninklijke Volkerwessels N.V. | 4,279 | $ | 105,430 | |||||
PostNL N.V.(a) | 55,758 | 125,928 | ||||||
Sligro Food Group N.V. | 1,698 | 45,744 | ||||||
TKH Group N.V. CVA | 1,046 | 58,589 | ||||||
Van Lanschot Kempen N.V. | 2,689 | 60,519 | ||||||
|
| |||||||
| Total Netherlands |
| 891,048 | ||||||
| New Zealand – 2.9% |
| |||||||
Air New Zealand Ltd. | 95,577 | 188,929 | ||||||
Chorus Ltd. | 20,182 | 84,146 | ||||||
EBOS Group Ltd. | 4,663 | 76,288 | ||||||
Freightways Ltd. | 5,460 | 31,310 | ||||||
Genesis Energy Ltd. | 60,448 | 123,363 | ||||||
Heartland Group Holdings Ltd. | 31,683 | 39,544 | ||||||
Infratil Ltd. | 24,926 | 84,754 | ||||||
Kathmandu Holdings Ltd. | 18,209 | 41,031 | ||||||
Kiwi Property Group Ltd. | 61,104 | 64,309 | ||||||
Mainfreight Ltd. | 1,400 | 40,142 | ||||||
Metlifecare Ltd. | 8,081 | 37,236 | ||||||
New Zealand Refining Co., Ltd. (The) | 15,707 | 19,922 | ||||||
NZX Ltd. | 53,472 | 49,062 | ||||||
Oceania Healthcare Ltd. | 34,007 | 30,285 | ||||||
Port of Tauranga Ltd. | 10,038 | 53,838 | ||||||
Scales Corp., Ltd. | 5,593 | 18,904 | ||||||
Skellerup Holdings Ltd. | 17,899 | 29,223 | ||||||
SKYCITY Entertainment Group Ltd. | 37,066 | 99,276 | ||||||
Summerset Group Holdings Ltd. | 5,893 | 35,384 | ||||||
Tourism Holdings Ltd. | 11,309 | 26,322 | ||||||
Trustpower Ltd. | 9,810 | 49,174 | ||||||
Z Energy Ltd. | 30,535 | 90,642 | ||||||
|
| |||||||
| Total New Zealand |
| 1,313,084 | ||||||
| Norway – 3.2% |
| |||||||
ABG Sundal Collier Holding ASA | 103,018 | 46,777 | ||||||
AF Gruppen ASA | 2,474 | 49,552 | ||||||
American Shipping Co. ASA* | 9,026 | 33,742 | ||||||
Atea ASA* | 5,464 | 79,964 | ||||||
Austevoll Seafood ASA | 7,616 | 78,047 | ||||||
B2Holding ASA(a) | 20,310 | 22,084 | ||||||
Borregaard ASA | 2,872 | 31,049 | ||||||
DNO ASA | 33,367 | 43,934 | ||||||
Elkem ASA(b) | 64,781 | 182,534 | ||||||
Entra ASA(b) | 5,608 | 92,538 | ||||||
Europris ASA(b) | 14,038 | 55,115 | ||||||
Fjordkraft Holding ASA(b) | 7,454 | 49,200 | ||||||
Grieg Seafood ASA | 3,580 | 57,159 | ||||||
Kongsberg Gruppen ASA | 3,594 | 56,442 | ||||||
Kvaerner ASA | 26,429 | 33,445 | ||||||
Norway Royal Salmon ASA | 1,141 | 31,059 | ||||||
Ocean Yield ASA(a) | 16,443 | 89,819 | ||||||
Sbanken ASA(b) | 2,888 | 24,518 | ||||||
Selvaag Bolig ASA | 7,184 | 60,498 | ||||||
SpareBank 1 SMN | 6,654 | 75,874 | ||||||
TGS Nopec Geophysical Co. ASA | 3,886 | 118,119 | ||||||
Veidekke ASA | 7,530 | 102,402 | ||||||
Wallenius Wilhelmsen ASA | 2,389 | 5,932 | ||||||
XXL ASA*(a)(b) | 13,061 | 24,896 | ||||||
|
| |||||||
| Total Norway |
| 1,444,699 | ||||||
| Portugal – 1.4% |
| |||||||
Altri, SGPS, S.A. | 8,513 | 54,277 | ||||||
Corticeira Amorim, SGPS, S.A. | 3,066 | 38,890 | ||||||
CTT-Correios de Portugal S.A. | 12,244 | 43,843 | ||||||
Mota-Engil, SGPS, S.A.(a) | 11,160 | 23,426 | ||||||
Navigator Co. S.A. (The) | 53,009 | 213,495 | ||||||
REN – Redes Energeticas Nacionais, SGPS, S.A. | 40,928 | 124,961 | ||||||
Semapa-Sociedade de Investimento e Gestao | 3,018 | 46,479 | ||||||
Sonae, SGPS, S.A. | 85,442 | 87,277 | ||||||
|
| |||||||
| Total Portugal |
| 632,648 | ||||||
| Singapore – 2.8% |
| |||||||
Accordia Golf Trust | 108,900 | 54,262 | ||||||
Asian Pay Television Trust | 225,601 | 28,354 | ||||||
Best World International Ltd.†(a) | 17,900 | 17,945 | ||||||
Bukit Sembawang Estates Ltd. | 7,700 | 26,800 | ||||||
China Aviation Oil Singapore Corp., Ltd. | 35,534 | 33,561 | ||||||
Chip Eng Seng Corp., Ltd. | 59,205 | 27,299 | ||||||
First Resources Ltd. | 31,427 | 44,407 | ||||||
GuocoLand Ltd. | 20,300 | 29,590 | ||||||
Hi-P International Ltd. | 29,000 | 32,997 | ||||||
Hutchison Port Holdings Trust | 589,600 | 101,411 | ||||||
Japfa Ltd.(a) | 51,100 | 22,041 | ||||||
Keppel Infrastructure Trust | 229,191 | 92,041 | ||||||
NetLink NBN Trust | 215,600 | 151,521 | ||||||
Oxley Holdings Ltd. | 155,052 | 40,935 | ||||||
Raffles Medical Group Ltd. | 52,900 | 39,341 | ||||||
Riverstone Holdings Ltd. | 40,100 | 27,585 | ||||||
SBS Transit Ltd. | 11,318 | 32,237 | ||||||
Sheng Siong Group Ltd. | 58,300 | 53,763 | ||||||
SIA Engineering Co., Ltd. | 25,000 | 52,430 | ||||||
Singapore Post Ltd. | 67,800 | 47,145 | ||||||
StarHub Ltd. | 148,000 | 156,294 | ||||||
Tuan Sing Holdings Ltd. | 102,700 | 25,204 | ||||||
UMS Holdings Ltd. | 65,900 | 50,479 | ||||||
Wing Tai Holdings Ltd. | 14,800 | 22,233 | ||||||
Yanlord Land Group Ltd. | 95,009 | 85,495 | ||||||
|
| |||||||
| Total Singapore |
| 1,295,370 | ||||||
| Spain – 2.4% |
| |||||||
Acerinox S.A. | 8,411 | 94,838 | ||||||
Applus Services S.A. | 1,981 | 25,350 | ||||||
Atresmedia Corp. de Medios de Comunicacion S.A.(a) | 22,696 | 88,708 | ||||||
Bolsas y Mercados Espanoles SHMSF S.A. | 5,512 | 212,717 | ||||||
Construcciones y Auxiliar de Ferrocarriles S.A. | 643 | 29,592 | ||||||
Ence Energia y Celulosa S.A.(a) | 17,431 | 71,808 | ||||||
Euskaltel S.A.(b) | 6,101 | 61,430 | ||||||
Faes Farma S.A. | 10,816 | 60,705 | ||||||
Liberbank S.A. | 60,806 | 22,865 | ||||||
Mediaset Espana Comunicacion S.A. | 12,945 | 82,244 | ||||||
Melia Hotels International S.A. | 4,461 | 39,359 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 45 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
Metrovacesa S.A.(b) | 4,022 | $ | 39,504 | |||||
Prosegur Cia de Seguridad S.A. | 17,047 | 70,418 | ||||||
Sacyr S.A.(a) | 25,089 | 73,222 | ||||||
Unicaja Banco S.A.(b) | 71,299 | 77,472 | ||||||
Viscofan S.A. | 1,260 | 66,616 | ||||||
|
| |||||||
| Total Spain |
| 1,116,848 | ||||||
| Sweden – 5.3% |
| |||||||
AddTech AB Class B | 1,169 | 37,838 | ||||||
AF Poyry AB | 2,635 | 61,533 | ||||||
Ahlstrom-Munksjo Oyj(a) | 3,750 | 60,278 | ||||||
Atrium Ljungberg AB Class B | 3,815 | 92,104 | ||||||
Avanza Bank Holding AB | 5,031 | 52,562 | ||||||
Beijer Ref AB | 1,837 | 53,926 | ||||||
Betsson AB* | 8,545 | 39,872 | ||||||
Bilia AB Class A | 5,306 | 60,253 | ||||||
BillerudKorsnas AB | 3,533 | 41,761 | ||||||
Bonava AB Class B | 4,116 | 43,750 | ||||||
Bravida Holding AB(b) | 5,514 | 53,573 | ||||||
Clas Ohlson AB Class B | 4,007 | 48,284 | ||||||
Cloetta AB Class B | 9,709 | 32,878 | ||||||
Coor Service Management Holding AB(b) | 4,710 | 41,459 | ||||||
Dios Fastigheter AB | 6,376 | 58,440 | ||||||
Dometic Group AB(b) | 6,581 | 66,309 | ||||||
Duni AB | 1,588 | 21,917 | ||||||
Dustin Group AB(b) | 3,365 | 27,014 | ||||||
Fagerhult AB | 6,240 | 39,662 | ||||||
Granges AB | 2,981 | 31,510 | ||||||
Hemfosa Fastigheter AB | 8,444 | 109,417 | ||||||
Hexpol AB | 9,793 | 96,036 | ||||||
HIQ International AB* | 5,749 | 31,751 | ||||||
JM AB | 3,876 | 114,859 | ||||||
KNOW IT AB | 1,416 | 31,539 | ||||||
Kungsleden AB | 7,345 | 77,208 | ||||||
Loomis AB Class B | 2,213 | 91,678 | ||||||
Mycronic AB | 2,549 | 50,402 | ||||||
NCC AB Class B | 3,226 | 52,796 | ||||||
NetEnt AB* | 14,755 | 40,745 | ||||||
Nobia AB | 11,863 | 88,456 | ||||||
Nobina AB(b) | 7,584 | 52,215 | ||||||
Nolato AB Class B | 722 | 42,420 | ||||||
Nordic Waterproofing Holding A/S(b) | 3,456 | 35,516 | ||||||
NP3 Fastigheter AB | 3,931 | 47,452 | ||||||
Peab AB Class B | 12,515 | 125,337 | ||||||
Platzer Fastigheter Holding AB Class B | 3,785 | 44,477 | ||||||
Resurs Holding AB(b) | 12,077 | 77,602 | ||||||
Scandi Standard AB | 3,661 | 29,097 | ||||||
Scandic Hotels Group AB(b) | 4,355 | 48,570 | ||||||
SkiStar AB | 2,840 | 36,042 | ||||||
Thule Group AB(b) | 2,966 | 68,439 | ||||||
Wihlborgs Fastigheter AB | 4,642 | 85,540 | ||||||
|
| |||||||
| Total Sweden |
| 2,442,517 | ||||||
| Switzerland – 1.7% |
| |||||||
Allreal Holding AG Registered Shares* | 478 | 94,973 | ||||||
Bobst Group S.A. Registered Shares(a) | 436 | 25,372 | ||||||
Cembra Money Bank AG | 1,176 | 128,730 | ||||||
Comet Holding AG Registered Shares | 186 | 23,549 | ||||||
Daetwyler Holding AG Bearer Shares | 79 | 15,207 | ||||||
EFG International AG* | 13,231 | 87,309 | ||||||
Galenica AG*(b) | 1,728 | 106,801 | ||||||
Huber + Suhner AG Registered Shares | 452 | 35,848 | ||||||
Implenia AG Registered Shares | 660 | 26,759 | ||||||
Landis+Gyr Group AG* | 944 | 98,168 | ||||||
Mobilezone Holding AG Registered Shares* | 3,437 | 38,546 | ||||||
u-blox Holding AG* | 258 | 26,057 | ||||||
Valiant Holding AG Registered Shares | 555 | 56,397 | ||||||
|
| |||||||
| Total Switzerland |
| 763,716 | ||||||
| United Kingdom – 18.4% |
| |||||||
A.G. Barr PLC | 2,763 | 21,230 | ||||||
Aggreko PLC | 8,156 | 89,960 | ||||||
Arrow Global Group PLC | 11,020 | 37,402 | ||||||
Ascential PLC(b) | 7,427 | 38,549 | ||||||
Bakkavor Group PLC(b) | 24,107 | 44,582 | ||||||
Balfour Beatty PLC | 13,328 | 46,153 | ||||||
Biffa PLC(b) | 9,418 | 34,186 | ||||||
Big Yellow Group PLC | 4,947 | 78,642 | ||||||
Bodycote PLC | 8,805 | 111,045 | ||||||
Bovis Homes Group PLC | 12,450 | 223,977 | ||||||
Brewin Dolphin Holdings PLC | 13,735 | 67,760 | ||||||
Card Factory PLC | 26,864 | 52,635 | ||||||
CareTech Holdings PLC | 6,003 | 35,389 | ||||||
Central Asia Metals PLC | 14,681 | 42,787 | ||||||
Chemring Group PLC | 8,161 | 26,001 | ||||||
Chesnara PLC | 11,362 | 47,564 | ||||||
Clarkson PLC | 984 | 39,432 | ||||||
Close Brothers Group PLC | 6,093 | 128,986 | ||||||
CMC Markets PLC(b) | 28,982 | 56,285 | ||||||
Coats Group PLC | 30,256 | 29,901 | ||||||
Computacenter PLC | 3,030 | 71,168 | ||||||
Concentric AB | 2,103 | 35,720 | ||||||
ContourGlobal PLC(b) | 9,128 | 25,394 | ||||||
Costain Group PLC | 9,449 | 19,953 | ||||||
Countryside Properties PLC(b) | 18,733 | 112,965 | ||||||
Cranswick PLC | 1,010 | 45,358 | ||||||
Crest Nicholson Holdings PLC | 22,308 | 127,608 | ||||||
Daily Mail & General Trust PLC Class ANon-Voting Shares(a) | 9,561 | 105,001 | ||||||
Devro PLC(a) | 10,448 | 24,692 | ||||||
DFS Furniture PLC | 8,834 | 33,821 | ||||||
Diploma PLC | 1,945 | 52,151 | ||||||
Diversified Gas & Oil PLC | 45,563 | 64,283 | ||||||
Dixons Carphone PLC | 86,882 | 165,970 | ||||||
Domino’s Pizza Group PLC | 18,528 | 78,593 | ||||||
Drax Group PLC | 19,051 | 79,247 | ||||||
Dunelm Group PLC | 5,735 | 87,826 | ||||||
Elementis PLC | 24,545 | 58,204 | ||||||
Empiric Student Property PLC | 29,944 | 38,677 | ||||||
See Notes to Financial Statements.
| 46 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
Equiniti Group PLC(b) | 10,618 | $ | 29,033 | |||||
Essentra PLC | 12,541 | 72,336 | ||||||
Euromoney Institutional Investor PLC | 2,155 | 37,170 | ||||||
FDM Group Holdings PLC | 4,268 | 58,463 | ||||||
Ferrexpo PLC | 17,547 | 36,949 | ||||||
First Derivatives PLC | 264 | 9,583 | ||||||
Forterra PLC(b) | 9,360 | 42,965 | ||||||
Galliford Try PLC | 11,568 | 131,716 | ||||||
Games Workshop Group PLC | 686 | 55,481 | ||||||
Genus PLC | 1,021 | 42,958 | ||||||
Go-Ahead Group PLC (The) | 2,402 | 70,260 | ||||||
Halfords Group PLC | 18,143 | 40,691 | ||||||
Hammerson PLC | 62,291 | 254,739 | ||||||
Hastings Group Holdings PLC(b) | 45,778 | 108,675 | ||||||
Hays PLC | 77,117 | 185,524 | ||||||
Headlam Group PLC | 6,323 | 44,814 | ||||||
Helical PLC | 5,745 | 36,075 | ||||||
Hill & Smith Holdings PLC | 2,282 | 44,530 | ||||||
Hilton Food Group PLC | 2,733 | 40,116 | ||||||
Ibstock PLC(b) | 25,198 | 105,150 | ||||||
IntegraFin Holdings PLC | 8,730 | 51,465 | ||||||
International Personal Finance PLC | 19,496 | 41,582 | ||||||
J D Wetherspoon PLC | 110 | 2,423 | ||||||
James Fisher & Sons PLC | 1,027 | 27,550 | ||||||
John Laing Group PLC(b) | 10,615 | 53,436 | ||||||
Johnson Service Group PLC | 14,076 | 36,548 | ||||||
Jupiter Fund Management PLC | 29,719 | 161,261 | ||||||
Keller Group PLC | 4,346 | 43,180 | ||||||
Liontrust Asset Management PLC | 3,290 | 47,943 | ||||||
Lookers PLC | 31,541 | 22,981 | ||||||
M&C Saatchi PLC | 4,715 | 7,745 | ||||||
Marshalls PLC | 5,319 | 60,599 | ||||||
Marston’s PLC | 37,232 | 62,739 | ||||||
McCarthy & Stone PLC(b) | 24,795 | 48,942 | ||||||
MJ Gleeson PLC | 3,381 | 42,774 | ||||||
Moneysupermarket.com Group PLC | 14,340 | 62,804 | ||||||
Morgan Advanced Materials PLC | 11,938 | 50,133 | ||||||
Morgan Sindall Group PLC | 2,205 | 47,321 | ||||||
N Brown Group PLC | 22,376 | 48,258 | ||||||
National Express Group PLC | 16,670 | 103,705 | ||||||
Northgate PLC | 8,834 | 36,396 | ||||||
Numis Corp. PLC | 7,862 | 31,141 | ||||||
OneSavings Bank PLC | 16,706 | 95,917 | ||||||
Pagegroup PLC | 15,993 | 110,807 | ||||||
Paragon Banking Group PLC | 11,753 | 83,921 | ||||||
PayPoint PLC | 5,735 | 76,886 | ||||||
Pets at Home Group PLC | 21,575 | 79,914 | ||||||
Pharos Energy PLC | 43,138 | 29,831 | ||||||
Photo-Me International PLC | 41,654 | 53,526 | ||||||
Polar Capital Holdings PLC | 6,374 | 46,442 | ||||||
Polypipe Group PLC | 6,271 | 44,861 | ||||||
Premier Miton Group PLC | 10,343 | 25,828 | ||||||
Provident Financial PLC | 5,606 | 33,947 | ||||||
PZ Cussons PLC | 16,297 | 45,014 | ||||||
QinetiQ Group PLC | 11,742 | 55,657 | ||||||
Rank Group PLC | 18,262 | 67,013 | ||||||
Redde PLC | 35,195 | 49,422 | ||||||
Redrow PLC | 17,931 | 176,968 | ||||||
Renewi PLC | 97,137 | 46,583 | ||||||
Restaurant Group PLC (The) | 19,834 | 42,828 | ||||||
Royal Mail PLC | 111,965 | 335,661 | ||||||
RPS Group PLC | 16,328 | 36,902 | ||||||
RWS Holdings PLC | 4,019 | 32,424 | ||||||
Sabre Insurance Group PLC(b) | 13,648 | 55,687 | ||||||
Safestore Holdings PLC | 5,043 | 53,847 | ||||||
Saga PLC | 97,073 | 68,157 | ||||||
Savills PLC | 4,848 | 72,894 | ||||||
Senior PLC | 13,473 | 30,860 | ||||||
SIG PLC | 20,343 | 33,148 | ||||||
Softcat PLC | 6,118 | 93,368 | ||||||
Sophos Group PLC(b) | 5,385 | 39,806 | ||||||
Spire Healthcare Group PLC(b) | 15,503 | 29,163 | ||||||
Spirent Communications PLC | 16,347 | 54,464 | ||||||
St. Modwen Properties PLC | 5,207 | 34,283 | ||||||
Stagecoach Group PLC | 33,338 | 70,663 | ||||||
SThree PLC | 9,630 | 48,350 | ||||||
Stock Spirits Group PLC | 10,857 | 29,701 | ||||||
Superdry PLC(a) | 5,586 | 37,259 | ||||||
Synthomer PLC | 11,777 | 55,198 | ||||||
TalkTalk Telecom Group PLC | 28,497 | 43,829 | ||||||
TBC Bank Group PLC | 1,853 | 31,912 | ||||||
Telecom Plus PLC | 2,380 | 47,357 | ||||||
TI Fluid Systems PLC(b) | 21,900 | 77,172 | ||||||
TP ICAP PLC | 31,136 | 168,578 | ||||||
Trifast PLC(a) | 4,947 | 11,796 | ||||||
TT Electronics PLC | 7,682 | 25,442 | ||||||
Tyman PLC | 12,550 | 45,139 | ||||||
Ultra Electronics Holdings PLC | 2,255 | 63,152 | ||||||
Vesuvius PLC | 9,575 | 63,422 | ||||||
Victrex PLC | 1,587 | 52,433 | ||||||
Vitec Group PLC (The) | 2,079 | 30,296 | ||||||
Volution Group PLC | 10,271 | 34,969 | ||||||
WH Smith PLC | 2,675 | 92,136 | ||||||
William Hill PLC | 71,533 | 178,582 | ||||||
Wincanton PLC | 8,475 | 34,355 | ||||||
XPS Pensions Group PLC(a) | 19,494 | 35,380 | ||||||
|
| |||||||
| Total United Kingdom |
| 8,430,401 | ||||||
| TOTAL COMMON STOCKS (Cost: $41,796,543) | 46,106,784 | |||||||
| RIGHTS – 0.0% |
| |||||||
| Norway – 0.0% |
| |||||||
XXL ASA, expiring 3/11/20* | 1,333 | 266 | ||||||
| Spain – 0.0% |
| |||||||
Faes Farma S.A., expiring 1/3/20* | 10,816 | 1,734 | ||||||
| TOTAL RIGHTS (Cost: $1,711) | 2,000 | |||||||
See Notes to Financial Statements.
| WisdomTree Trust | 47 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| Investments | Shares | Value | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 5.7% |
| |||||||
| United States – 5.7% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(c) | ||||||||
| (Cost: $2,635,449)(d) | 2,635,449 | $ | 2,635,449 | |||||
| TOTAL INVESTMENTS IN SECURITIES – 106.2% (Cost: $44,433,703) |
| 48,744,233 | ||||||
Other Assets less Liabilities – (6.2)% |
| (2,845,226 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 45,899,007 | |||||
| * | 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 $17,945, which represents 0.04% of net assets. |
| ‡ | Share amount represents a fractional share. |
| (a) | Security, or portion thereof, was on loan at December 31, 2019 (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 annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,134,801. The Fund also had securities on loan having a total market value of $3,114 that were sold and pending settlement. The total market value of the collateral held by the Fund was $4,369,716. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $1,734,267. |
CVA – Certificaten Van Aandelen (Certificate of Stock)
| 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. | 1/6/2020 | 1,049,247 | AUD | 737,623 | USD | $ | 4 | $ | — | |||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 509,055 | DKK | 76,482 | USD | 3 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 1,302,322 | EUR | 1,462,100 | USD | 29 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 623,406 | GBP | 825,914 | USD | 18 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 394,670 | ILS | 114,310 | USD | — | (31 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 2,565,449 | NOK | 291,946 | USD | 9 | — | |||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 164,001 | SGD | 121,972 | USD | — | (5 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 744,435 | USD | 1,099,576 | AUD | — | (28,573 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 77,188 | USD | 521,504 | DKK | — | (1,167 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 1,475,602 | USD | 1,334,774 | EUR | — | (22,961 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 833,541 | USD | 643,496 | GBP | — | (19,008 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 115,365 | USD | 399,697 | ILS | — | (370 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 294,643 | USD | 2,712,115 | NOK | — | (14,003 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/6/2020 | 123,099 | USD | 168,292 | SGD | — | (2,059 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 99,235 | CHF | 102,483 | USD | 3 | — | |||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 311,032 | NZD | 209,847 | USD | — | (6 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 3,718,344 | SEK | 397,326 | USD | — | (26 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 103,430 | USD | 103,035 | CHF | — | (2,980 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 211,785 | USD | 329,759 | NZD | — | (10,691 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/7/2020 | 400,995 | USD | 3,829,313 | SEK | — | (8,162 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/8/2020 | 136,852,186 | JPY | 1,259,335 | USD | 19 | — | |||||||||||||||||||||
Bank of America N.A. | 1/8/2020 | 1,270,965 | USD | 138,780,099 | JPY | — | (6,130 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 767,124 | USD | 1,090,483 | AUD | — | (57 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 106,743 | USD | 103,150 | CHF | — | (5 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 81,923 | USD | 544,144 | DKK | — | (2 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 1,513,361 | USD | 1,345,536 | EUR | — | (124 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 900,357 | USD | 679,038 | GBP | — | (54 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 112,530 | USD | 388,066 | ILS | — | (5 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 2,114,474 | USD | 229,437,767 | JPY | — | (158 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 305,492 | USD | 2,684,168 | NOK | — | (13 | ) | ||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 135,765 | USD | 201,145 | NZD | 6 | — | |||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 257,877 | USD | 2,410,059 | SEK | 7 | — | |||||||||||||||||||||
Bank of America N.A. | 2/5/2020 | 124,570 | USD | 167,469 | SGD | — | (6 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 46,879 | AUD | 32,438 | USD | 518 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 799,400 | AUD | 562,003 | USD | — | (20 | ) | ||||||||||||||||||||
See Notes to Financial Statements.
| 48 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| 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. | 1/6/2020 | 22,640 | DKK | 3,363 | USD | $ | 39 | $ | — | |||||||||||||||||||
Citibank N.A. | 1/6/2020 | 387,731 | DKK | 58,273 | USD | — | (17 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 57,925 | EUR | 64,298 | USD | 735 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 992,199 | EUR | 1,113,981 | USD | — | (29 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 28,079 | GBP | 36,321 | USD | 880 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 474,963 | GBP | 629,270 | USD | — | (5 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 17,460 | ILS | 5,027 | USD | 29 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 300,712 | ILS | 87,094 | USD | — | (21 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 114,857 | NOK | 12,839 | USD | 232 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 1,954,580 | NOK | 222,439 | USD | — | (3 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 7,273 | SGD | 5,364 | USD | 45 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 124,956 | SGD | 92,934 | USD | — | (4 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 567,193 | USD | 837,779 | AUD | — | (21,770 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 58,812 | USD | 397,362 | DKK | — | (891 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 1,124,271 | USD | 1,016,958 | EUR | — | (17,478 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 635,083 | USD | 490,247 | GBP | — | (14,430 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 87,901 | USD | 304,552 | ILS | — | (284 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 224,490 | USD | 2,066,550 | NOK | — | (10,689 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2020 | 93,790 | USD | 128,222 | SGD | — | (1,568 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 4,420 | CHF | 4,507 | USD | 58 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 75,610 | CHF | 78,086 | USD | 1 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 13,922 | NZD | 9,228 | USD | 164 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 236,950 | NZD | 159,884 | USD | — | (23 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 164,624 | SEK | 17,473 | USD | 117 | — | |||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 2,832,915 | SEK | 302,725 | USD | — | (32 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 78,805 | USD | 78,504 | CHF | — | (2,271 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 161,360 | USD | 251,246 | NZD | — | (8,145 | ) | ||||||||||||||||||||
Citibank N.A. | 1/7/2020 | 305,522 | USD | 2,917,428 | SEK | — | (6,201 | ) | ||||||||||||||||||||
Citibank N.A. | 1/8/2020 | 6,049,709 | JPY | 55,381 | USD | 290 | — | |||||||||||||||||||||
Citibank N.A. | 1/8/2020 | 104,264,605 | JPY | 959,497 | USD | — | (24 | ) | ||||||||||||||||||||
Citibank N.A. | 1/8/2020 | 968,358 | USD | 105,733,654 | JPY | — | (4,634 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 584,476 | USD | 830,813 | AUD | — | (21 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 81,330 | USD | 78,593 | CHF | — | (4 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 62,421 | USD | 414,513 | DKK | 13 | — | |||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 1,153,039 | USD | 1,025,127 | EUR | — | (43 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 685,990 | USD | 517,353 | GBP | — | (26 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 85,739 | USD | 295,680 | ILS | — | (4 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 1,611,028 | USD | 174,807,170 | JPY | — | (97 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 232,760 | USD | 2,045,107 | NOK | — | (8 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 103,442 | USD | 153,264 | NZD | — | (1 | ) | ||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 196,478 | USD | 1,836,246 | SEK | 5 | — | |||||||||||||||||||||
Citibank N.A. | 2/5/2020 | 94,913 | USD | 127,599 | SGD | — | (5 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 744,435 | USD | 1,099,615 | AUD | — | (28,601 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 77,188 | USD | 521,583 | DKK | — | (1,179 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 1,475,602 | USD | 1,334,819 | EUR | — | (23,012 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 833,541 | USD | 643,480 | GBP | — | (18,986 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 115,365 | USD | 399,727 | ILS | — | (378 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 294,643 | USD | 2,712,177 | NOK | — | (14,010 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/6/2020 | 123,099 | USD | 168,296 | SGD | — | (2,062 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 103,430 | USD | 103,039 | CHF | — | (2,984 | ) | ||||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 49 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| 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 | |||||||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 211,785 | USD | 329,771 | NZD | $ | — | $ | (10,698 | ) | ||||||||||||||||||
Commonwealth Bank of Australia | 1/7/2020 | 400,995 | USD | 3,829,610 | SEK | — | (8,193 | ) | ||||||||||||||||||||
Commonwealth Bank of Australia | 1/8/2020 | 1,270,965 | USD | 138,780,481 | JPY | — | (6,133 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 1,049,247 | AUD | 737,623 | USD | 4 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 509,040 | DKK | 76,482 | USD | 0 | * | — | ||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 1,302,305 | EUR | 1,462,100 | USD | 10 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 623,406 | GBP | 825,914 | USD | 18 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 394,729 | ILS | 114,310 | USD | — | (14 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 2,565,414 | NOK | 291,946 | USD | 5 | — | |||||||||||||||||||||
HSBC Holdings PLC | 1/6/2020 | 163,999 | SGD | 121,972 | USD | — | (7 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 99,233 | CHF | 102,483 | USD | 0 | * | — | ||||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 310,992 | NZD | 209,847 | USD | — | (33 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/7/2020 | 3,718,278 | SEK | 397,326 | USD | — | (33 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/8/2020 | 136,849,037 | JPY | 1,259,335 | USD | — | (10 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 767,124 | USD | 1,090,452 | AUD | — | (36 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 106,743 | USD | 103,156 | CHF | — | (11 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 81,923 | USD | 544,184 | DKK | — | (8 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 1,513,361 | USD | 1,345,554 | EUR | — | (144 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 900,357 | USD | 679,045 | GBP | — | (63 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 112,530 | USD | 388,104 | ILS | — | (15 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 2,114,474 | USD | 229,447,282 | JPY | — | (246 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 305,492 | USD | 2,684,386 | NOK | — | (37 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 135,765 | USD | 201,176 | NZD | — | (15 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 257,877 | USD | 2,410,088 | SEK | 4 | — | |||||||||||||||||||||
HSBC Holdings PLC | 2/5/2020 | 124,570 | USD | 167,457 | SGD | 3 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 1,049,247 | AUD | 737,623 | USD | 4 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 509,037 | DKK | 76,482 | USD | 0 | * | — | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 1,302,310 | EUR | 1,462,100 | USD | 16 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 623,403 | GBP | 825,914 | USD | 15 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 394,742 | ILS | 114,310 | USD | — | (10 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 2,565,368 | NOK | 291,946 | USD | — | (1 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2020 | 164,000 | SGD | 121,972 | USD | — | (6 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 99,213 | CHF | 102,483 | USD | — | (21 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 311,035 | NZD | 209,847 | USD | — | (4 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/7/2020 | 3,718,426 | SEK | 397,326 | USD | — | (18 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/8/2020 | 136,851,304 | JPY | 1,259,335 | USD | 11 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 767,124 | USD | 1,090,418 | AUD | — | (12 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 106,743 | USD | 103,128 | CHF | 18 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 81,923 | USD | 544,143 | DKK | — | (1 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 1,513,361 | USD | 1,345,486 | EUR | — | (68 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 900,357 | USD | 679,014 | GBP | — | (23 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 112,530 | USD | 388,056 | ILS | — | (2 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 2,114,474 | USD | 229,432,481 | JPY | — | (110 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 305,492 | USD | 2,684,107 | NOK | — | (6 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 135,765 | USD | 201,154 | NZD | — | (0 | )* | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 257,877 | USD | 2,410,141 | SEK | — | (2 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/5/2020 | 124,570 | USD | 167,466 | SGD | — | (4 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/3/2020 | 60,372 | AUD | 330,000 | HKD | 86 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 1,049,262 | AUD | 737,623 | USD | 14 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 509,045 | DKK | 76,482 | USD | 1 | — | |||||||||||||||||||||
See Notes to Financial Statements.
| 50 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| 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 | 1/6/2020 | 1,302,305 | EUR | 1,462,100 | USD | $ | 10 | $ | — | |||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 623,403 | GBP | 825,914 | USD | 15 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 394,751 | ILS | 114,310 | USD | — | (8 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 2,565,426 | NOK | 291,946 | USD | 6 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/6/2020 | 164,004 | SGD | 121,972 | USD | — | (2 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 99,235 | CHF | 102,483 | USD | 2 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 311,033 | NZD | 209,847 | USD | — | (5 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/7/2020 | 3,710,872 | SEK | 397,326 | USD | — | (825 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/8/2020 | 136,852,438 | JPY | 1,259,335 | USD | 21 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 767,124 | USD | 1,090,467 | AUD | — | (46 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 106,743 | USD | 103,152 | CHF | — | (6 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 81,923 | USD | 544,175 | DKK | — | (6 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 1,513,361 | USD | 1,345,542 | EUR | — | (131 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 900,357 | USD | 679,035 | GBP | — | (50 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 112,530 | USD | 388,442 | ILS | — | (113 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 2,114,474 | USD | 229,443,265 | JPY | — | (209 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 305,492 | USD | 2,684,297 | NOK | — | (27 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 135,765 | USD | 201,152 | NZD | 1 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 257,877 | USD | 2,410,174 | SEK | — | (5 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 2/5/2020 | 124,570 | USD | 167,469 | SGD | — | (6 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 744,435 | USD | 1,099,563 | AUD | — | (28,564 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 77,188 | USD | 521,505 | DKK | — | (1,168 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 1,475,602 | USD | 1,334,744 | EUR | — | (22,928 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 833,541 | USD | 643,450 | GBP | — | (18,947 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 115,365 | USD | 399,716 | ILS | — | (375 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 294,643 | USD | 2,712,375 | NOK | — | (14,032 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/6/2020 | 123,099 | USD | 168,290 | SGD | — | (2,058 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 103,430 | USD | 103,033 | CHF | — | (2,978 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 211,785 | USD | 329,762 | NZD | — | (10,692 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/7/2020 | 400,995 | USD | 3,829,309 | SEK | — | (8,161 | ) | ||||||||||||||||||||
Royal Bank of Canada | 1/8/2020 | 1,270,965 | USD | 138,772,092 | JPY | — | (6,056 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 744,435 | USD | 1,099,560 | AUD | — | (28,562 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 77,188 | USD | 521,509 | DKK | — | (1,168 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 1,475,602 | USD | 1,334,722 | EUR | — | (22,903 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 833,541 | USD | 643,447 | GBP | — | (18,944 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 115,365 | USD | 399,694 | ILS | — | (368 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 294,643 | USD | 2,712,324 | NOK | — | (14,026 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/6/2020 | 123,099 | USD | 168,284 | SGD | — | (2,053 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 103,430 | USD | 103,031 | CHF | — | (2,977 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 211,785 | USD | 329,768 | NZD | — | (10,696 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/7/2020 | 400,995 | USD | 3,829,099 | SEK | — | (8,139 | ) | ||||||||||||||||||||
Standard Chartered Bank | 1/8/2020 | 1,270,965 | USD | 138,841,487 | JPY | — | (6,695 | ) | ||||||||||||||||||||
State Street Bank and Trust | 1/3/2020 | 364,143 | NOK | 37,000 | EUR | — | (93 | ) | ||||||||||||||||||||
| $ | 3,488 | $ | (556,562 | ) | ||||||||||||||||||||||||
| * | Amount represent less than $1. |
See Notes to Financial Statements.
| WisdomTree Trust | 51 |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund(DDLS)
December 31, 2019
| 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.
| 52 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Emerging Markets Dividend Fund(DVEM)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 99.8% |
| |||||||
| Brazil – 4.7% |
| |||||||
Ambev S.A. | 27,829 | $ | 129,159 | |||||
Atacadao S.A. | 5,188 | 30,114 | ||||||
B3 S.A. – Brasil Bolsa Balcao | 12,084 | 129,080 | ||||||
Banco Bradesco S.A. | 7,913 | 67,019 | ||||||
Banco do Brasil S.A. | 16,284 | 213,817 | ||||||
Banco Santander Brasil S.A. | 4,012 | 49,388 | ||||||
BB Seguridade Participacoes S.A. | 8,337 | 78,133 | ||||||
BR Malls Participacoes S.A. | 22,446 | 100,772 | ||||||
CCR S.A. | 19,080 | 90,024 | ||||||
Centrais Eletricas Brasileiras S.A. | 2,118 | 19,902 | ||||||
Cia de Locacao das Americas | 3,494 | 19,725 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo | 3,143 | 47,316 | ||||||
Cia de Saneamento de Minas Gerais-COPASA | 1,358 | 22,952 | ||||||
Cia de Saneamento do Parana | 1,894 | 47,751 | ||||||
Cia Energetica de Minas Gerais | 2,859 | 11,080 | ||||||
Cia Hering | 2,953 | 24,988 | ||||||
Cia Siderurgica Nacional S.A. | 16,782 | 58,864 | ||||||
Cielo S.A. | 44,736 | 93,082 | ||||||
Cogna Educacao | 12,578 | 35,739 | ||||||
Cosan S.A. | 1,474 | 25,492 | ||||||
Cyrela Brazil Realty S.A. Empreendimentos e Participacoes | 6,035 | 44,542 | ||||||
Duratex S.A. | 9,953 | 41,369 | ||||||
EDP – Energias do Brasil S.A. | 6,965 | 38,264 | ||||||
Energisa S.A. | 2,805 | 37,326 | ||||||
Engie Brasil Energia S.A. | 3,434 | 43,366 | ||||||
Ez Tec Empreendimentos e Participacoes S.A. | 0 | ‡ | 5 | |||||
Fleury S.A. | 6,016 | 45,658 | ||||||
Hapvida Participacoes e Investimentos S.A.(a) | 635 | 10,087 | ||||||
Hypera S.A. | 6,518 | 57,829 | ||||||
IRB Brasil Resseguros S.A. | 3,254 | 31,507 | ||||||
Itau Unibanco Holding S.A. | 8,061 | 64,184 | ||||||
Itausa – Investimentos Itau S.A. | 24,505 | 85,588 | ||||||
Klabin S.A. | 21,217 | 97,100 | ||||||
Localiza Rent a Car S.A. | 2,545 | 29,994 | ||||||
Lojas Renner S.A. | 4,674 | 65,288 | ||||||
MRV Engenharia e Participacoes S.A. | 3,350 | 17,946 | ||||||
Natura & Co. Holding S.A. | 1,385 | 13,314 | ||||||
Petrobras Distribuidora S.A. | 14,761 | 110,340 | ||||||
Petroleo Brasileiro S.A. | 15,237 | 121,208 | ||||||
Porto Seguro S.A. | 2,012 | 31,380 | ||||||
Qualicorp Consultoria e Corretora de Seguros S.A. | 4,941 | 45,569 | ||||||
Raia Drogasil S.A. | 885 | 24,561 | ||||||
SLC Agricola S.A. | 3,792 | 23,378 | ||||||
Smiles Fidelidade S.A. | 2,511 | 24,513 | ||||||
Sul America S.A. | 1,835 | 27,333 | ||||||
Suzano S.A. | 2,901 | 28,616 | ||||||
TIM Participacoes S.A. | 11,629 | 45,300 | ||||||
Transmissora Alianca de Energia Eletrica S.A. | 12,747 | 98,802 | ||||||
Tupy S.A. | 5,424 | 34,113 | ||||||
Ultrapar Participacoes S.A. | 7,944 | 50,318 | ||||||
WEG S.A. | 4,600 | 39,634 | ||||||
YDUQS Part | 6,272 | 74,060 | ||||||
|
| |||||||
| Total Brazil |
| 2,796,889 | ||||||
| Chile – 1.0% |
| |||||||
AES Gener S.A. | 242,374 | 52,539 | ||||||
Aguas Andinas S.A. Class A | 112,292 | 47,638 | ||||||
Banco de Chile | 644,192 | 68,279 | ||||||
Banco de Credito e Inversiones S.A. | 951 | 43,127 | ||||||
CAP S.A. | 1,328 | 10,061 | ||||||
Cia Cervecerias Unidas S.A. | 5,134 | 50,319 | ||||||
Colbun S.A. | 346,586 | 55,310 | ||||||
Empresas CMPC S.A. | 14,193 | 34,730 | ||||||
Empresas COPEC S.A. | 5,096 | 45,745 | ||||||
Enel Americas S.A. | 424,650 | 94,310 | ||||||
Enel Chile S.A. | 662,422 | 62,106 | ||||||
|
| |||||||
| Total Chile |
| 564,164 | ||||||
| China – 26.7% |
| |||||||
AAC Technologies Holdings, Inc. | 8,000 | 69,817 | ||||||
Agile Group Holdings Ltd. | 44,000 | 66,182 | ||||||
Agricultural Bank of China Ltd. Class A | 151,300 | 80,149 | ||||||
Agricultural Bank of China Ltd. Class H | 368,000 | 161,996 | ||||||
Air China Ltd. Class H | 14,000 | 14,212 | ||||||
Angang Steel Co., Ltd. Class H(b) | 10,600 | 4,408 | ||||||
Anhui Conch Cement Co., Ltd. Class A | 6,000 | 47,203 | ||||||
Anhui Conch Cement Co., Ltd. Class H | 22,000 | 160,374 | ||||||
Anhui Kouzi Distillery Co., Ltd. Class A | 1,400 | 11,036 | ||||||
ANTA Sports Products Ltd. | 5,000 | 44,759 | ||||||
Asia Cement China Holdings Corp. | 13,000 | 19,420 | ||||||
Ausnutria Dairy Corp., Ltd.* | 5,000 | 7,200 | ||||||
BAIC Motor Corp., Ltd. Class H(a) | 34,000 | 19,287 | ||||||
Bank of Beijing Co., Ltd. Class A | 59,499 | 48,517 | ||||||
Bank of China Ltd. Class A | 125,800 | 66,641 | ||||||
Bank of China Ltd. Class H | 1,194,000 | 510,283 | ||||||
Bank of Communications Co., Ltd. Class A | 62,700 | 50,677 | ||||||
Bank of Communications Co., Ltd. Class H | 407,000 | 289,379 | ||||||
Bank of Nanjing Co., Ltd. Class A | 20,000 | 25,181 | ||||||
Bank of Shanghai Co., Ltd. Class A | 20,170 | 27,479 | ||||||
Baoshan Iron & Steel Co., Ltd. Class A | 63,300 | 52,162 | ||||||
Beijing Capital International Airport Co., Ltd. Class H | 38,000 | 36,821 | ||||||
Beijing Enterprises Holdings Ltd. | 11,000 | 50,470 | ||||||
Beijing Enterprises Water Group Ltd.* | 122,000 | 61,690 | ||||||
BOE Technology Group Co., Ltd. Class A | 20,300 | 13,231 | ||||||
Brilliance China Automotive Holdings Ltd. | 14,000 | 14,518 | ||||||
BYD Electronic International Co., Ltd. | 7,000 | 13,458 | ||||||
CGN Power Co., Ltd. Class H(a) | 164,000 | 43,779 | ||||||
China Aoyuan Group Ltd. | 20,000 | 32,598 | ||||||
China BlueChemical Ltd. Class H | 114,000 | 28,091 | ||||||
China Cinda Asset Management Co., Ltd. Class H | 132,000 | 29,985 | ||||||
China CITIC Bank Corp., Ltd. Class A | 5,400 | 4,783 | ||||||
China CITIC Bank Corp., Ltd. Class H | 220,000 | 131,857 | ||||||
China Communications Construction Co., Ltd. Class H | 84,000 | 68,457 | ||||||
China Communications Services Corp., Ltd. Class H | 38,000 | 27,701 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 53 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Emerging Markets Dividend Fund(DVEM)
December 31, 2019
| Investments | Shares | Value | ||||||
China Conch Venture Holdings Ltd. | 16,000 | $ | 69,817 | |||||
China Construction Bank Corp. Class A | 29,200 | 30,308 | ||||||
China Construction Bank Corp. Class H | 1,417,000 | 1,223,903 | ||||||
China Everbright Bank Co., Ltd. Class A | 61,000 | 38,619 | ||||||
China Everbright International Ltd. | 77,407 | 62,090 | ||||||
China Fortune Land Development Co., Ltd. Class A | 5,200 | 21,425 | ||||||
China Galaxy Securities Co., Ltd. Class H | 25,000 | 14,727 | ||||||
China Gas Holdings Ltd. | 12,800 | 47,968 | ||||||
China Hongqiao Group Ltd. | 41,000 | 24,731 | ||||||
China International Marine Containers Group Co., Ltd. Class H | 20,240 | 18,885 | ||||||
China Jinmao Holdings Group Ltd. | 72,000 | 56,090 | ||||||
China Lesso Group Holdings Ltd. | 24,000 | 30,771 | ||||||
China Life Insurance Co., Ltd. Class H | 20,000 | 55,571 | ||||||
China Lilang Ltd. | 36,000 | 29,385 | ||||||
China Longyuan Power Group Corp., Ltd. Class H | 47,000 | 29,738 | ||||||
China Maple Leaf Educational Systems Ltd.(b) | 46,000 | 18,774 | ||||||
China Medical System Holdings Ltd. | 25,000 | 35,999 | ||||||
China Mengniu Dairy Co., Ltd.* | 10,000 | 40,427 | ||||||
China Merchants Bank Co., Ltd. Class A | 23,500 | 126,783 | ||||||
China Merchants Bank Co., Ltd. Class H | 25,500 | 131,070 | ||||||
China Merchants Shekou Industrial Zone Holdings Co., Ltd. Class A | 8,600 | 24,532 | ||||||
China Minsheng Banking Corp., Ltd. Class H | 127,500 | 96,380 | ||||||
China Mobile Ltd. | 97,000 | 815,408 | ||||||
China Molybdenum Co., Ltd. Class A | 30,500 | 19,091 | ||||||
China Molybdenum Co., Ltd. Class H(b) | 63,000 | 27,005 | ||||||
China National Building Material Co., Ltd. Class H | 50,000 | 55,828 | ||||||
China Oriental Group Co., Ltd. | 14,000 | 5,804 | ||||||
China Overseas Grand Oceans Group Ltd. | 43,000 | 29,745 | ||||||
China Overseas Land & Investment Ltd. | 42,000 | 163,595 | ||||||
China Pacific Insurance Group Co., Ltd. Class A | 5,000 | 27,162 | ||||||
China Pacific Insurance Group Co., Ltd. Class H | 26,200 | 103,229 | ||||||
China Petroleum & Chemical Corp. Class A | 131,600 | 96,541 | ||||||
China Petroleum & Chemical Corp. Class H | 852,000 | 512,831 | ||||||
China Power International Development Ltd. | 211,666 | 45,366 | ||||||
China Railway Construction Corp., Ltd. Class A | 5,600 | 8,152 | ||||||
China Railway Construction Corp., Ltd. Class H | 25,500 | 27,916 | ||||||
China Railway Group Ltd. Class A | 24,100 | 20,551 | ||||||
China Railway Group Ltd. Class H | 49,000 | 30,248 | ||||||
China Railway Signal & Communication Corp., Ltd. Class H(a) | 37,000 | 20,656 | ||||||
China Resources Beer Holdings Co., Ltd. | 2,000 | 11,063 | ||||||
China Resources Cement Holdings Ltd. | 62,000 | 78,934 | ||||||
China Resources Gas Group Ltd. | 6,000 | 32,958 | ||||||
China Resources Land Ltd. | 28,000 | 139,429 | ||||||
China Resources Power Holdings Co., Ltd. | 30,000 | 42,121 | ||||||
China SCE Group Holdings Ltd. | 70,000 | 40,786 | ||||||
China Shenhua Energy Co., Ltd. Class A | 14,800 | 38,776 | ||||||
China Shenhua Energy Co., Ltd. Class H | 88,000 | 183,865 | ||||||
China State Construction Engineering Corp., Ltd. Class A | 47,800 | 38,566 | ||||||
China State Construction International Holdings Ltd. | 30,000 | 27,259 | ||||||
China Suntien Green Energy Corp., Ltd. Class H | 97,000 | 28,010 | ||||||
China Telecom Corp., Ltd. Class H | 204,000 | 84,042 | ||||||
China Unicom Hong Kong Ltd. | 48,000 | 45,217 | ||||||
China Vanke Co., Ltd. Class A | 12,200 | 56,361 | ||||||
China Vanke Co., Ltd. Class H | 20,300 | 86,626 | ||||||
China Yangtze Power Co., Ltd. Class A | 33,000 | 87,075 | ||||||
China Yongda Automobiles Services Holdings Ltd. | 26,000 | 23,692 | ||||||
China Yuhua Education Corp., Ltd.(a) | 26,000 | 17,585 | ||||||
China ZhengTong Auto Services Holdings Ltd.(b) | 68,500 | 24,440 | ||||||
China Zhongwang Holdings Ltd. | 70,000 | 27,940 | ||||||
Chongqing Rural Commercial Bank Co., Ltd. Class H | 70,000 | 35,756 | ||||||
CIFI Holdings Group Co., Ltd. | 68,000 | 57,512 | ||||||
CITIC Ltd. | 48,000 | 64,191 | �� | |||||
CITIC Securities Co., Ltd. Class A | 10,800 | 39,226 | ||||||
CITIC Securities Co., Ltd. Class H | 12,000 | 27,383 | ||||||
CITIC Telecom International Holdings Ltd. | 94,000 | 34,262 | ||||||
CNOOC Ltd. | 394,000 | 655,335 | ||||||
COSCO Shipping Ports Ltd. | 56,000 | 45,853 | ||||||
Country Garden Holdings Co., Ltd. | 107,000 | 171,380 | ||||||
CRRC Corp., Ltd. Class A | 16,600 | 17,015 | ||||||
CRRC Corp., Ltd. Class H | 67,000 | 48,841 | ||||||
CSPC Pharmaceutical Group Ltd. | 22,000 | 52,460 | ||||||
Dah Chong Hong Holdings Ltd. | 55,000 | 25,976 | ||||||
Dali Foods Group Co., Ltd.(a) | 40,000 | 29,621 | ||||||
Daqin Railway Co., Ltd. Class A | 37,600 | 44,317 | ||||||
Dongfeng Motor Group Co., Ltd. Class H | 46,000 | 43,274 | ||||||
Dongyue Group Ltd. | 62,000 | 34,375 | ||||||
ENN Energy Holdings Ltd. | 4,700 | 51,362 | ||||||
Fangda Special Steel Technology Co., Ltd. Class A | 15,000 | 21,663 | ||||||
Far East Horizon Ltd. | 58,000 | 54,339 | ||||||
Focus Media Information Technology Co., Ltd. Class A | 23,700 | 21,299 | ||||||
Foshan Haitian Flavouring & Food Co., Ltd. Class A | 800 | 12,347 | ||||||
Fosun International Ltd. | 57,000 | 83,103 | ||||||
Fufeng Group Ltd.* | 73,000 | 32,135 | ||||||
Fuyao Glass Industry Group Co., Ltd. Class A | 8,400 | 28,930 | ||||||
Fuyao Glass Industry Group Co., Ltd. Class H(a) | 14,400 | 44,077 | ||||||
Geely Automobile Holdings Ltd. | 47,000 | 91,927 | ||||||
Gemdale Corp. Class A | 14,000 | 29,143 | ||||||
Great Wall Motor Co., Ltd. Class H(b) | 84,500 | 62,466 | ||||||
Greatview Aseptic Packaging Co., Ltd. | 56,000 | 25,658 | ||||||
Greentown China Holdings Ltd. | 23,000 | 28,249 | ||||||
Guangdong Investment Ltd. | 48,000 | 100,413 | ||||||
Guangzhou Automobile Group Co., Ltd. Class H(b) | 51,200 | 63,739 | ||||||
Guangzhou R&F Properties Co., Ltd. Class H(b) | 24,800 | 45,769 | ||||||
Haier Electronics Group Co., Ltd. | 12,000 | 37,501 | ||||||
Haier Smart Home Co., Ltd. Class A | 8,200 | 22,955 | ||||||
Haitian International Holdings Ltd. | 8,000 | 19,384 | ||||||
Haitong Securities Co., Ltd. Class A | 12,000 | 26,633 | ||||||
Haitong Securities Co., Ltd. Class H | 9,200 | 10,874 | ||||||
Hebei Construction Group Corp. Ltd. Class H(b) | 12,000 | 7,454 | ||||||
Henan Shuanghui Investment & Development Co., Ltd. Class A | 5,399 | 22,501 | ||||||
Hengan International Group Co., Ltd. | 16,000 | 113,966 | ||||||
See Notes to Financial Statements.
| 54 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Emerging Markets Dividend Fund(DVEM)
December 31, 2019
| Investments | Shares | Value | ||||||
Hengli Petrochemical Co., Ltd. Class A | 3,400 | $ | 7,849 | |||||
Hua Hong Semiconductor Ltd.(a) | 6,000 | 13,645 | ||||||
Huaneng Power International, Inc. Class H | 62,000 | 31,351 | ||||||
Huatai Securities Co., Ltd. Class A | 8,900 | 25,950 | ||||||
Huatai Securities Co., Ltd. Class H(a)(b) | 8,800 | 15,563 | ||||||
Huayu Automotive Systems Co., Ltd. Class A | 5,000 | 18,656 | ||||||
Industrial & Commercial Bank of China Ltd. Class A | 87,500 | 73,862 | ||||||
Industrial & Commercial Bank of China Ltd. Class H | 1,008,000 | 776,201 | ||||||
Industrial Bank Co., Ltd. Class A | 35,400 | 100,624 | ||||||
Inner Mongolia Yili Industrial Group Co., Ltd. Class A | 11,900 | 52,857 | ||||||
Jiangsu Expressway Co., Ltd. Class H | 38,000 | 52,086 | ||||||
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd. Class A | 1,300 | 20,622 | ||||||
Jingrui Holdings Ltd. | 38,000 | 12,582 | ||||||
Jinke Properties Group Co., Ltd. Class A | 13,600 | 14,995 | ||||||
JNBY Design Ltd. | 12,000 | 16,109 | ||||||
Kaisa Group Holdings Ltd.* | 31,000 | 14,800 | ||||||
Kingboard Holdings Ltd. | 12,500 | 39,625 | ||||||
Kingboard Laminates Holdings Ltd. | 21,500 | 26,655 | ||||||
Kunlun Energy Co., Ltd. | 66,000 | 58,277 | ||||||
Kweichow Moutai Co., Ltd. Class A | 600 | 101,899 | ||||||
KWG Group Holdings Ltd.* | 30,500 | 42,745 | ||||||
Lee & Man Paper Manufacturing Ltd. | 26,000 | 19,687 | ||||||
Legend Holdings Corp. Class H(a) | 6,700 | 15,203 | ||||||
Lenovo Group Ltd. | 128,000 | 85,916 | ||||||
Li Ning Co., Ltd. | 2,500 | 7,492 | ||||||
Logan Property Holdings Co., Ltd. | 24,000 | 40,288 | ||||||
Lomon Billions Group Co., Ltd. Class A | 11,599 | 25,627 | ||||||
Longfor Group Holdings Ltd.(a) | 16,500 | 77,293 | ||||||
Lonking Holdings Ltd. | 92,000 | 27,629 | ||||||
Luye Pharma Group Ltd.(a)(b) | 33,000 | 24,734 | ||||||
Luzhou Laojiao Co., Ltd. Class A | 1,400 | 17,421 | ||||||
Maanshan Iron & Steel Co., Ltd. Class H(b) | 94,000 | 38,122 | ||||||
Midea Group Co., Ltd. Class A | 10,899 | 91,142 | ||||||
Midea Real Estate Holding Ltd.(a) | 8,600 | 26,379 | ||||||
Minth Group Ltd. | 8,000 | 28,235 | ||||||
Nanjing Iron & Steel Co., Ltd. Class A | 46,800 | 23,179 | ||||||
New China Life Insurance Co., Ltd. Class H | 7,100 | 30,526 | ||||||
Nine Dragons Paper Holdings Ltd. | 67,000 | 69,650 | ||||||
PetroChina Co., Ltd. Class A | 67,300 | 56,327 | ||||||
PetroChina Co., Ltd. Class H | 358,000 | 179,648 | ||||||
PICC Property & Casualty Co., Ltd. Class H | 62,000 | 74,717 | ||||||
Ping An Bank Co., Ltd. Class A | 6,500 | 15,350 | ||||||
Ping An Insurance Group Co. of China Ltd. Class A | 12,900 | 158,266 | ||||||
Ping An Insurance Group Co. of China Ltd. Class H | 29,500 | 348,693 | ||||||
Poly Developments and Holdings Group Co., Ltd. Class A | 15,500 | 36,004 | ||||||
Postal Savings Bank of China Co., Ltd. Class H(a) | 128,000 | 87,066 | ||||||
Powerlong Real Estate Holdings Ltd. | 38,000 | 25,360 | ||||||
Qingdao Port International Co., Ltd. Class H(a) | 44,000 | 31,228 | ||||||
Ronshine China Holdings Ltd.* | 15,000 | 20,753 | ||||||
SAIC Motor Corp., Ltd. Class A | 14,900 | 51,016 | ||||||
Sansteel Minguang Co., Ltd. Fujian Class A | 16,900 | 22,709 | ||||||
Sany Heavy Industry Co., Ltd. Class A | 8,800 | 21,540 | ||||||
Seazen Group Ltd.*(b) | 24,000 | 29,200 | ||||||
Seazen Holdings Co., Ltd. Class A | 2,200 | 12,229 | ||||||
Shaanxi Coal Industry Co., Ltd. Class A | 14,600 | 18,843 | ||||||
Shandong Weigao Group Medical Polymer Co., Ltd. Class H | 16,000 | 19,179 | ||||||
Shanghai Fosun Pharmaceutical Group Co., Ltd. Class H | 7,000 | 21,112 | ||||||
Shanghai International Port Group Co., Ltd. Class A | 15,500 | 12,839 | ||||||
Shanghai Pharmaceuticals Holding Co., Ltd. Class H | 22,700 | 44,166 | ||||||
Shanghai Pudong Development Bank Co., Ltd. Class A | 33,800 | 60,024 | ||||||
Shenzhen Overseas Chinese Town Co., Ltd. Class A | 14,200 | 15,880 | ||||||
Shenzhou International Group Holdings Ltd. | 5,400 | 78,937 | ||||||
Shimao Property Holdings Ltd. | 16,000 | 62,014 | ||||||
Shougang Fushan Resources Group Ltd. | 206,000 | 44,416 | ||||||
Sino Biopharmaceutical Ltd. | 14,000 | 19,585 | ||||||
Sino-Ocean Group Holding Ltd. | 68,500 | 27,517 | ||||||
Sinopec Engineering Group Co., Ltd. Class H | 42,000 | 25,119 | ||||||
Sinopec Shanghai Petrochemical Co., Ltd. Class H | 70,000 | 21,112 | ||||||
Sinopharm Group Co., Ltd. Class H | 15,600 | 56,960 | ||||||
Sinotrans Ltd. Class H | 88,000 | 29,929 | ||||||
Sinotruk Hong Kong Ltd. | 16,500 | 35,195 | ||||||
SITC International Holdings Co., Ltd. | 37,000 | 45,112 | ||||||
SSY Group Ltd. | 24,000 | 19,436 | ||||||
Sun Art Retail Group Ltd. | 20,500 | 24,863 | ||||||
Sunac China Holdings Ltd. | 16,000 | 95,588 | ||||||
Sunny Optical Technology Group Co., Ltd. | 1,600 | 27,701 | ||||||
TCL Corp. Class A | 34,200 | 21,947 | ||||||
Tencent Holdings Ltd. | 6,600 | 318,150 | ||||||
Tianneng Power International Ltd. | 38,000 | 28,920 | ||||||
Times China Holdings Ltd. | 13,000 | 25,927 | ||||||
Tingyi Cayman Islands Holding Corp. | 22,000 | 37,552 | ||||||
TravelSky Technology Ltd. Class H | 8,000 | 19,528 | ||||||
Tsingtao Brewery Co., Ltd. Class H | 2,000 | 13,437 | ||||||
Uni-President China Holdings Ltd. | 22,000 | 23,096 | ||||||
Virscend Education Co., Ltd.(a) | 64,000 | 15,113 | ||||||
Wanhua Chemical Group Co., Ltd. Class A | 5,700 | 45,964 | ||||||
Want Want China Holdings Ltd. | 109,000 | 101,840 | ||||||
Weichai Power Co., Ltd. Class A | 13,000 | 29,637 | ||||||
Weichai Power Co., Ltd. Class H | 36,000 | 75,957 | ||||||
Wens Foodstuffs Group Co., Ltd. Class A | 4,600 | 22,189 | ||||||
West China Cement Ltd. | 110,000 | 18,070 | ||||||
WH Group Ltd.(a) | 111,500 | 115,195 | ||||||
Wuliangye Yibin Co., Ltd. Class A | 2,300 | 43,918 | ||||||
Xinjiang Goldwind Science & Technology Co., Ltd. Class A | 5,800 | 9,950 | ||||||
Xinjiang Goldwind Science & Technology Co., Ltd. Class H | 9,200 | 10,686 | ||||||
Xinyi Glass Holdings Ltd. | 72,000 | 95,362 | ||||||
Xinyi Solar Holdings Ltd. | 36,904 | 26,191 | ||||||
XTEP International Holdings Ltd. | 31,000 | 16,471 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 55 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Emerging Markets Dividend Fund(DVEM)
December 31, 2019
| Investments | Shares | Value | ||||||
Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H(a)(b) | 6,500 | $ | 12,914 | |||||
Yanzhou Coal Mining Co., Ltd. Class H | 52,000 | 46,716 | ||||||
YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H(a) | 2,800 | 15,901 | ||||||
Yuzhou Properties Co., Ltd. | 72,000 | 39,642 | ||||||
Zhejiang Expressway Co., Ltd. Class H | 52,000 | 47,383 | ||||||
Zhejiang Longsheng Group Co., Ltd. Class A | 4,700 | 9,763 | ||||||
Zhejiang NHU Co., Ltd. Class A | 4,600 | 15,360 | ||||||
Zhengzhou Yutong Bus Co., Ltd. Class A | 7,500 | 15,343 | ||||||
Zhongsheng Group Holdings Ltd. | 5,500 | 22,517 | ||||||
Zhuzhou CRRC Times Electric Co., Ltd. Class H | 6,200 | 22,439 | ||||||
Zijin Mining Group Co., Ltd. Class H | 114,000 | 56,767 | ||||||
Zoomlion Heavy Industry Science and Technology Co., Ltd. Class A | 21,300 | 20,426 | ||||||
Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H | 29,800 | 24,974 | ||||||
|
| |||||||
| Total China |
| 15,776,685 | ||||||
| Czech Republic – 0.2% |
| |||||||
CEZ AS | 6,079 | 136,801 | ||||||
| Hong Kong – 0.2% |
| |||||||
Ajisen China Holdings Ltd. | 56,000 | 19,908 | ||||||
China Water Affairs Group Ltd.(b) | 32,000 | 23,943 | ||||||
Chow Tai Fook Jewellery Group Ltd. | 57,200 | 54,691 | ||||||
Stella International Holdings Ltd. | 20,500 | 32,887 | ||||||
|
| |||||||
| Total Hong Kong |
| 131,429 | ||||||
| Hungary – 0.3% |
| |||||||
MOL Hungarian Oil & Gas PLC | 7,526 | 75,102 | ||||||
OTP Bank Nyrt | 1,117 | 58,500 | ||||||
Richter Gedeon Nyrt | 2,249 | 48,970 | ||||||
|
| |||||||
| Total Hungary |
| 182,572 | ||||||
| India – 5.6% |
| |||||||
Ashok Leyland Ltd. | 26,905 | 30,720 | ||||||
Asian Paints Ltd. | 2,112 | 52,815 | ||||||
Bajaj Auto Ltd. | 1,102 | 49,173 | ||||||
Bharat Electronics Ltd. | 13,068 | 18,317 | ||||||
Bharat Heavy Electricals Ltd. | 38,471 | 23,418 | ||||||
Bharat Petroleum Corp., Ltd. | 13,201 | 90,910 | ||||||
Bharti Infratel Ltd. | 28,341 | 100,256 | ||||||
Coal India Ltd. | 45,068 | 133,446 | ||||||
Eicher Motors Ltd. | 89 | 28,074 | ||||||
GAIL India Ltd. | 23,259 | 39,445 | ||||||
Godrej Consumer Products Ltd. | 4,856 | 46,571 | ||||||
Graphite India Ltd. | 4,137 | 17,576 | ||||||
HCL Technologies Ltd. | 6,103 | 48,574 | ||||||
HEG Ltd. | 778 | 11,619 | ||||||
Hero MotoCorp., Ltd. | 1,264 | 43,263 | ||||||
Hindustan Petroleum Corp., Ltd. | 13,138 | 48,684 | ||||||
Hindustan Unilever Ltd. | 4,183 | 112,694 | ||||||
Housing Development Finance Corp., Ltd. | 5,462 | 184,613 | ||||||
Indiabulls Housing Finance Ltd. | 13,639 | 59,847 | ||||||
Indian Oil Corp., Ltd. | 57,306 | 100,798 | ||||||
IndusInd Bank Ltd. | 1,423 | 30,104 | ||||||
Infosys Ltd. ADR | 34,048 | 351,375 | ||||||
ITC Ltd. | 34,708 | 115,583 | ||||||
JSW Steel Ltd. | 11,608 | 43,917 | ||||||
Larsen & Toubro Ltd. GDR Reg S | 3,024 | 55,581 | ||||||
Mahindra & Mahindra Ltd. GDR | 5,961 | 45,065 | ||||||
Maruti Suzuki India Ltd. | 594 | 61,321 | ||||||
Mphasis Ltd. | 3,132 | 40,467 | ||||||
National Aluminium Co., Ltd. | 55,641 | 34,026 | ||||||
NHPC Ltd. | 134,872 | 45,255 | ||||||
NMDC Ltd. | 20,392 | 36,825 | ||||||
NTPC Ltd. | 52,056 | 86,823 | ||||||
Oil & Natural Gas Corp., Ltd. | 73,837 | 133,237 | ||||||
Oil India Ltd. | 16,010 | 34,329 | ||||||
Petronet LNG Ltd. | 18,358 | 68,915 | ||||||
Piramal Enterprises Ltd. | 1,265 | 27,001 | ||||||
Power Grid Corp. of India Ltd. | 32,857 | 87,576 | ||||||
REC Ltd. | 22,747 | 45,604 | ||||||
Redington India Ltd. | 12,025 | 19,846 | ||||||
Reliance Industries Ltd. | 6,532 | 138,555 | ||||||
Sun Pharmaceutical Industries Ltd. | 5,943 | 36,014 | ||||||
Tata Consultancy Services Ltd. | 6,236 | 188,858 | ||||||
Tata Steel Ltd. | 5,337 | 35,296 | ||||||
Tech Mahindra Ltd. | 5,704 | 60,917 | ||||||
UPL Ltd. | 3,887 | 31,830 | ||||||
Vedanta Ltd. | 42,939 | 91,709 | ||||||
Vedanta Ltd. ADR(b) | 11,962 | 103,232 | ||||||
Yes Bank Ltd. | 23,117 | 15,206 | ||||||
Zee Entertainment Enterprises Ltd. | 4,287 | 17,550 | ||||||
|
| |||||||
| Total India |
| 3,322,830 | ||||||
| Indonesia – 2.3% |
| |||||||
Adaro Energy Tbk PT | 388,600 | 43,528 | ||||||
AKR Corporindo Tbk PT | 42,100 | 11,979 | ||||||
Astra International Tbk PT | 283,000 | 141,169 | ||||||
Bank Central Asia Tbk PT | 41,300 | 99,438 | ||||||
Bank Mandiri Persero Tbk PT | 199,200 | 110,129 | ||||||
Bank Negara Indonesia Persero Tbk PT | 65,200 | 36,868 | ||||||
Bank Rakyat Indonesia Persero Tbk PT | 457,700 | 145,066 | ||||||
Bukit Asam Tbk PT | 206,500 | 39,567 | ||||||
Charoen Pokphand Indonesia Tbk PT | 71,200 | 33,337 | ||||||
Erajaya Swasembada Tbk PT | 43,300 | 5,599 | ||||||
Gudang Garam Tbk PT | 10,900 | 41,613 | ||||||
Hanjaya Mandala Sampoerna Tbk PT | 74,300 | 11,239 | ||||||
Indah Kiat Pulp & Paper Corp. Tbk PT | 21,600 | 11,980 | ||||||
Indika Energy Tbk PT | 126,500 | 10,889 | ||||||
Indo Tambangraya Megah Tbk PT | 25,500 | 21,078 | ||||||
Indocement Tunggal Prakarsa Tbk PT | 24,600 | 33,713 | ||||||
Indofood Sukses Makmur Tbk PT | 67,200 | 38,362 | ||||||
Japfa Comfeed Indonesia Tbk PT | 178,000 | 19,682 | ||||||
Kalbe Farma Tbk PT | 257,500 | 30,049 | ||||||
Matahari Department Store Tbk PT | 62,700 | 19,014 | ||||||
Perusahaan Gas Negara Tbk PT | 136,500 | 21,336 | ||||||
Sarana Menara Nusantara Tbk PT | 489,300 | 28,373 | ||||||
Semen Indonesia Persero Tbk PT | 27,200 | 23,512 | ||||||
See Notes to Financial Statements.
| 56 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Emerging Markets Dividend Fund(DVEM)
December 31, 2019
| Investments | Shares | Value | ||||||
Surya Citra Media Tbk PT | 173,900 | $ | 17,662 | |||||
Telekomunikasi Indonesia Persero Tbk PT | 747,400 | 213,735 | ||||||
Tower Bersama Infrastructure Tbk PT | 117,000 | 10,366 | ||||||
Unilever Indonesia Tbk PT | 14,500 | 43,868 | ||||||
United Tractors Tbk PT | 37,100 | 57,524 | ||||||
Waskita Karya Persero Tbk PT | 147,500 | 15,778 | ||||||
|
| |||||||
| Total Indonesia |
| 1,336,453 | ||||||
| Malaysia – 2.8% |
| |||||||
AirAsia Group Bhd | 60,600 | 25,185 | ||||||
AMMB Holdings Bhd | 52,900 | 50,566 | ||||||
Astro Malaysia Holdings Bhd | 64,900 | 20,150 | ||||||
Bermaz Auto Bhd | 78,900 | 40,506 | ||||||
British American Tobacco Malaysia Bhd | 5,600 | 20,645 | ||||||
Cahya Mata Sarawak Bhd | 21,300 | 11,820 | ||||||
Carlsberg Brewery Malaysia Bhd | 4,200 | 30,187 | ||||||
CIMB Group Holdings Bhd | 100,400 | 126,405 | ||||||
DiGi.Com Bhd | 66,700 | 72,725 | ||||||
Gamuda Bhd | 38,300 | 36,516 | ||||||
Hartalega Holdings Bhd | 22,700 | 30,411 | ||||||
Heineken Malaysia Bhd | 6,100 | 40,443 | ||||||
IJM Corp. Bhd | 26,700 | 14,164 | ||||||
Inari Amertron Bhd | 30,400 | 12,634 | ||||||
Magnum Bhd | 63,300 | 39,770 | ||||||
Malayan Banking Bhd | 118,900 | 251,142 | ||||||
Maxis Bhd | 40,700 | 52,933 | ||||||
MISC Bhd | 27,000 | 55,116 | ||||||
My EG Services Bhd | 22,400 | 6,024 | ||||||
Petronas Chemicals Group Bhd | 53,000 | 95,233 | ||||||
Petronas Gas Bhd | 17,800 | 72,323 | ||||||
Public Bank Bhd | 37,300 | 177,267 | ||||||
RHB Bank Bhd | 58,100 | 82,097 | ||||||
Sime Darby Bhd | 57,100 | 30,989 | ||||||
Sime Darby Plantation Bhd | 47,900 | 63,820 | ||||||
Tenaga Nasional Bhd | 43,800 | 141,985 | ||||||
Top Glove Corp. Bhd | 26,300 | 30,219 | ||||||
VS Industry Bhd | 33,700 | 11,040 | ||||||
YTL Corp. Bhd | 93,900 | 22,497 | ||||||
|
| |||||||
| Total Malaysia |
| 1,664,812 | ||||||
| Mexico – 2.8% |
| |||||||
Alfa S.A.B. de C.V. Class A | 56,401 | 46,832 | ||||||
America Movil S.A.B. de C.V. Series L | 202,124 | 161,622 | ||||||
Cemex S.A.B. de C.V. Series CPO | 82,086 | 30,776 | ||||||
Coca-Cola Femsa S.A.B. de C.V. UNIT | 8,682 | 52,816 | ||||||
Concentradora Fibra Danhos S.A. de C.V. | 40,421 | 61,389 | ||||||
Fomento Economico Mexicano S.A.B. de C.V. | 13,805 | 130,615 | ||||||
Gentera S.A.B. de C.V. | 19,741 | 20,354 | ||||||
GMexico Transportes S.A.B. de C.V.(a) | 19,108 | 25,408 | ||||||
Gruma S.A.B. de C.V. Class B | 4,143 | 42,591 | ||||||
Grupo Aeroportuario del Centro Norte S.A.B. de C.V. | 7,181 | 53,933 | ||||||
Grupo Aeroportuario del Pacifico S.A.B. de C.V. Class B | 9,308 | 110,741 | ||||||
Grupo Aeroportuario del Sureste S.A.B. de C.V. Class B | 3,067 | 57,500 | ||||||
Grupo Financiero Banorte S.A.B. de C.V. Class O | 31,167 | 174,369 | ||||||
Grupo Mexico S.A.B. de C.V. Series B | 86,145 | 236,575 | ||||||
Grupo Televisa S.A.B. Series CPO | 10,320 | 24,248 | ||||||
Industrias Penoles S.A.B. de C.V. | 2,198 | 23,071 | ||||||
Kimberly-Clark de Mexico S.A.B. de C.V. Class A* | 24,615 | 48,881 | ||||||
Macquarie Mexico Real Estate Management S.A. de C.V.(a) | 33,566 | 43,726 | ||||||
Megacable Holdings S.A.B. de C.V. Series CPO | 5,823 | 23,879 | ||||||
Nemak S.A.B. de C.V.(a) | 10,487 | 4,415 | ||||||
Orbia Advance Corp. S.A.B. de C.V. | 19,588 | 41,823 | ||||||
Wal-Mart de Mexico S.A.B. de C.V. | 79,249 | 227,247 | ||||||
|
| |||||||
| Total Mexico |
| 1,642,811 | ||||||
| Philippines – 0.7% |
| |||||||
Aboitiz Equity Ventures, Inc. | 33,660 | 34,228 | ||||||
Aboitiz Power Corp. | 44,300 | 29,915 | ||||||
Bank of the Philippine Islands | 21,394 | 37,132 | ||||||
DMCI Holdings, Inc. | 146,600 | 19,134 | ||||||
Globe Telecom, Inc. | 775 | 30,911 | ||||||
International Container Terminal Services, Inc. | 12,540 | 31,842 | ||||||
Manila Electric Co. | 8,230 | 51,514 | ||||||
PLDT, Inc. | 2,510 | 48,966 | ||||||
San Miguel Food and Beverage, Inc. | 17,100 | 28,700 | ||||||
Semirara Mining & Power Corp. | 60,260 | 26,177 | ||||||
SM Investments Corp. | 2,795 | 57,561 | ||||||
Universal Robina Corp. | 10,630 | 30,434 | ||||||
|
| |||||||
| Total Philippines |
| 426,514 | ||||||
| Poland – 0.9% |
| |||||||
Asseco Poland S.A. | 2,577 | 43,309 | ||||||
Bank Polska Kasa Opieki S.A. | 2,448 | 64,928 | ||||||
CD Projekt S.A. | 91 | 6,716 | ||||||
Cyfrowy Polsat S.A. | 3,825 | 28,218 | ||||||
Eurocash S.A. | 2,733 | 15,760 | ||||||
Grupa Lotos S.A. | 1,060 | 23,393 | ||||||
Jastrzebska Spolka Weglowa S.A. | 1,438 | 8,118 | ||||||
Polski Koncern Naftowy Orlen S.A. | 3,577 | 81,055 | ||||||
Polskie Gornictwo Naftowe i Gazownictwo S.A. | 27,221 | 31,107 | ||||||
Powszechna Kasa Oszczednosci Bank Polski S.A. | 7,748 | 70,498 | ||||||
Powszechny Zaklad Ubezpieczen S.A. | 10,741 | 113,527 | ||||||
Santander Bank Polska S.A. | 463 | 37,580 | ||||||
|
| |||||||
| Total Poland |
| 524,209 | ||||||
| Russia – 10.4% |
| |||||||
Gazprom Neft PJSC ADR | 1,338 | 44,823 | ||||||
Gazprom PJSC ADR | 181,750 | 1,495,439 | ||||||
Lukoil PJSC ADR | 8,481 | 841,146 | ||||||
Magnit PJSC GDR Reg S | 12,886 | 155,341 | ||||||
Magnitogorsk Iron & Steel Works PJSC GDR Reg S | 7,766 | 67,254 | ||||||
MMC Norilsk Nickel PJSC ADR | 25,107 | 767,019 | ||||||
Mobile TeleSystems PJSC ADR(b) | 18,761 | 190,424 | ||||||
Novatek PJSC GDR Reg S | 962 | 195,286 | ||||||
Novolipetsk Steel PJSC GDR Reg S | 5,817 | 134,024 | ||||||
PhosAgro PJSC GDR Reg S | 5,677 | 72,098 | ||||||
Polyus PJSC GDR Reg S | 1,021 | 57,891 | ||||||
Rosneft Oil Co. PJSC GDR Reg S | 30,919 | 222,864 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 57 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Emerging Markets Dividend Fund(DVEM)
December 31, 2019
| Investments | Shares | Value | ||||||
Sberbank of Russia PJSC ADR | 46,595 | $ | 766,022 | |||||
Severstal PJSC GDR Reg S | 8,746 | 132,414 | ||||||
Tatneft PJSC ADR | 12,775 | 943,561 | ||||||
VTB Bank PJSC GDR Reg S | 28,800 | 42,134 | ||||||
|
| |||||||
| Total Russia |
| 6,127,740 | ||||||
| Singapore – 0.0% |
| |||||||
IGG, Inc.(b) | 35,000 | 25,828 | ||||||
| South Africa – 5.0% |
| |||||||
Absa Group Ltd. | 12,531 | 133,792 | ||||||
Aeci Ltd. | 6,552 | 50,135 | ||||||
African Rainbow Minerals Ltd. | 2,556 | 29,915 | ||||||
Anglo American Platinum Ltd. | 282 | 26,364 | ||||||
AngloGold Ashanti Ltd. | 411 | 9,303 | ||||||
Assore Ltd. | 2,002 | 38,942 | ||||||
Astral Foods Ltd. | 2,650 | 41,152 | ||||||
AVI Ltd. | 9,328 | 59,349 | ||||||
Barloworld Ltd. | 5,323 | 42,912 | ||||||
Bid Corp., Ltd. | 2,712 | 64,042 | ||||||
Bidvest Group Ltd. (The) | 3,904 | 57,169 | ||||||
Capitec Bank Holdings Ltd. | 388 | 40,127 | ||||||
Clicks Group Ltd. | 2,162 | 39,672 | ||||||
Coronation Fund Managers Ltd. | 13,736 | 39,243 | ||||||
Discovery Ltd. | 1,320 | 11,387 | ||||||
Distell Group Holdings Ltd. | 2,721 | 25,841 | ||||||
Exxaro Resources Ltd. | 12,018 | 112,707 | ||||||
FirstRand Ltd. | 42,025 | 188,735 | ||||||
Foschini Group Ltd. (The)(b) | 5,919 | 63,277 | ||||||
Gold Fields Ltd. | 2,180 | 14,946 | ||||||
Hyprop Investments Ltd. | 4,972 | 19,929 | ||||||
Imperial Logistics Ltd. | 6,184 | 25,871 | ||||||
Investec Ltd.(b) | 7,902 | 46,880 | ||||||
KAP Industrial Holdings Ltd. | 85,057 | 25,547 | ||||||
Kumba Iron Ore Ltd.(b) | 2,065 | 61,587 | ||||||
Life Healthcare Group Holdings Ltd. | 32,757 | 57,744 | ||||||
Motus Holdings Ltd. | 7,021 | 41,021 | ||||||
Mr. Price Group Ltd. | 5,549 | 72,421 | ||||||
MTN Group Ltd. | 36,156 | 213,288 | ||||||
Naspers Ltd. Class N | 395 | 64,709 | ||||||
Nedbank Group Ltd. | 6,601 | 101,162 | ||||||
Netcare Ltd.(b) | 45,218 | 62,927 | ||||||
Oceana Group Ltd. | 5,861 | 25,798 | ||||||
Old Mutual Ltd. | 75,799 | 106,569 | ||||||
Pick n Pay Stores Ltd. | 8,700 | 39,750 | ||||||
Pioneer Foods Group Ltd. | 3,371 | 26,482 | ||||||
Remgro Ltd. | 3,903 | 54,427 | ||||||
Resilient REIT Ltd. | 7,530 | 36,639 | ||||||
Reunert Ltd. | 8,086 | 41,981 | ||||||
RMB Holdings Ltd. | 11,343 | 65,251 | ||||||
Sanlam Ltd. | 19,175 | 108,467 | ||||||
Shoprite Holdings Ltd. | 3,327 | 29,959 | ||||||
SPAR Group Ltd. (The) | 3,367 | 47,557 | ||||||
Standard Bank Group Ltd. | 17,478 | 210,383 | ||||||
Telkom S.A. SOC Ltd. | 6,502 | 16,191 | ||||||
Tiger Brands Ltd.(b) | 2,585 | 38,952 | ||||||
Tongaat Hulett Ltd.*† | 368 | 0 | ||||||
Truworths International Ltd. | 16,325 | 57,438 | ||||||
Tsogo Sun Gaming Ltd. | 36,633 | 32,170 | ||||||
Vodacom Group Ltd. | 15,948 | 131,498 | ||||||
|
| |||||||
| Total South Africa |
| 2,951,608 | ||||||
| South Korea – 11.7% |
| |||||||
Amorepacific Corp. | 61 | 10,550 | ||||||
BGF Retail Co., Ltd. | 138 | 20,227 | ||||||
Cheil Worldwide, Inc. | 1,901 | 39,534 | ||||||
Daelim Industrial Co., Ltd. | 357 | 27,938 | ||||||
DB Insurance Co., Ltd. | 995 | 44,998 | ||||||
Doosan Bobcat, Inc.* | 1,346 | 39,980 | ||||||
E-Mart, Inc. | 311 | 34,288 | ||||||
GS Engineering & Construction Corp. | 1,247 | 33,481 | ||||||
GS Holdings Corp. | 1,567 | 69,918 | ||||||
Hana Financial Group, Inc. | 4,831 | 154,148 | ||||||
Hanon Systems | 3,137 | 30,246 | ||||||
Hanssem Co., Ltd. | 272 | 14,630 | ||||||
Hyosung Corp. | 256 | 17,510 | ||||||
Hyundai Elevator Co., Ltd.* | 133 | 7,855 | ||||||
Hyundai Engineering & Construction Co., Ltd. | 474 | 17,338 | ||||||
Hyundai Glovis Co., Ltd. | 240 | 29,677 | ||||||
Hyundai Heavy Industries Holdings Co., Ltd. | 237 | 69,269 | ||||||
Hyundai Marine & Fire Insurance Co., Ltd. | 1,478 | 34,443 | ||||||
Hyundai Motor Co. | 1,723 | 179,533 | ||||||
Hyundai Steel Co. | 1,158 | 31,492 | ||||||
Industrial Bank of Korea | 5,830 | 59,487 | ||||||
Kangwon Land, Inc. | 2,192 | 56,105 | ||||||
KB Financial Group, Inc. | 4,854 | 200,003 | ||||||
KEPCO Plant Service & Engineering Co., Ltd. | 1,157 | 39,169 | ||||||
Kia Motors Corp. | 2,385 | 91,362 | ||||||
Korea Gas Corp. | 775 | 25,365 | ||||||
Korea Investment Holdings Co., Ltd. | 566 | 35,435 | ||||||
Korea Zinc Co., Ltd. | 195 | 71,663 | ||||||
KT Corp. ADR | 9,836 | 114,098 | ||||||
KT&G Corp. | 2,153 | 174,630 | ||||||
LG Chem Ltd. | 372 | 102,132 | ||||||
LG Corp. | 2,032 | 129,674 | ||||||
LG Electronics, Inc. | 660 | 41,148 | ||||||
LG Household & Health Care Ltd. | 33 | 35,983 | ||||||
LG Uplus Corp. | 3,864 | 47,446 | ||||||
Lotte Chemical Corp. | 255 | 49,393 | ||||||
Lotte Corp. | 1,055 | 35,533 | ||||||
LOTTE Fine Chemical Co., Ltd. | 748 | 29,203 | ||||||
NAVER Corp. | 147 | 23,707 | ||||||
NCSoft Corp. | 94 | 43,974 | ||||||
Orange Life Insurance Ltd.(a) | 1,128 | 27,457 | ||||||
POSCO | 1,386 | 283,444 | ||||||
Samsung Electro-Mechanics Co., Ltd. | 235 | 25,401 | ||||||
Samsung Electronics Co., Ltd. | 60,993 | 2,942,980 | ||||||
Samsung Fire & Marine Insurance Co., Ltd. | 526 | 110,754 | ||||||
Samsung Life Insurance Co., Ltd. | 1,355 | 87,291 | ||||||
See Notes to Financial Statements.
| 58 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Emerging Markets Dividend Fund(DVEM)
December 31, 2019
| Investments | Shares | Value | ||||||
Samsung SDS Co., Ltd. | 247 | $ | 41,542 | |||||
Shinhan Financial Group Co., Ltd. | 4,975 | 186,490 | ||||||
SK Holdings Co., Ltd. | 367 | 83,146 | ||||||
SK Hynix, Inc. | 4,110 | 334,429 | ||||||
SK Innovation Co., Ltd. | 1,132 | 146,829 | ||||||
SK Telecom Co., Ltd. | 579 | 119,159 | ||||||
Ssangyong Cement Industrial Co., Ltd. | 5,472 | 26,829 | ||||||
Woongjin Coway Co., Ltd. | 916 | 73,743 | ||||||
Woori Financial Group, Inc. | 8,047 | 80,717 | ||||||
|
| |||||||
| Total South Korea |
| 6,882,776 | ||||||
| Taiwan – 20.7% |
| |||||||
Accton Technology Corp. | 5,000 | 28,021 | ||||||
Acer, Inc. | 74,000 | 44,064 | ||||||
Advantech Co., Ltd. | 5,000 | 50,372 | ||||||
Arcadyan Technology Corp. | 5,309 | 16,665 | ||||||
ASE Technology Holding Co., Ltd. | 41,374 | 114,832 | ||||||
Asia Cement Corp. | 71,000 | 113,569 | ||||||
Asia Optical Co., Inc. | 7,000 | 25,219 | ||||||
ASMedia Technology, Inc. | 1,000 | 21,917 | ||||||
Asustek Computer, Inc. | 22,000 | 169,897 | ||||||
AU Optronics Corp. | 208,000 | 69,733 | ||||||
Catcher Technology Co., Ltd. | 15,000 | 113,587 | ||||||
Cathay Financial Holding Co., Ltd. | 71,714 | 101,792 | ||||||
Cheng Shin Rubber Industry Co., Ltd. | 30,000 | 41,832 | ||||||
Cheng Uei Precision Industry Co., Ltd. | 11,000 | 16,806 | ||||||
Chicony Electronics Co., Ltd. | 16,085 | 47,755 | ||||||
Chilisin Electronics Corp. | 10,000 | 42,699 | ||||||
China Steel Corp. | 253,000 | 201,711 | ||||||
Chroma ATE, Inc. | 4,000 | 19,348 | ||||||
Chunghwa Telecom Co., Ltd. | 64,000 | 234,847 | ||||||
Compal Electronics, Inc. | 149,000 | 93,693 | ||||||
Compeq Manufacturing Co., Ltd. | 14,000 | 21,063 | ||||||
CTBC Financial Holding Co., Ltd. | 291,720 | 217,985 | ||||||
Cub Elecparts, Inc. | 2,000 | 16,646 | ||||||
Darfon Electronics Corp. | 18,000 | 26,450 | ||||||
Delta Electronics, Inc. | 29,000 | 146,562 | ||||||
E.Sun Financial Holding Co., Ltd. | 117,708 | 109,552 | ||||||
Eclat Textile Co., Ltd. | 3,000 | 40,331 | ||||||
Elan Microelectronics Corp. | 12,000 | 36,508 | ||||||
Elite Material Co., Ltd. | 4,000 | 18,281 | ||||||
Far Eastern New Century Corp. | 109,000 | 108,538 | ||||||
Far EasTone Telecommunications Co., Ltd. | 54,000 | 129,880 | ||||||
Feng Hsin Steel Co., Ltd. | 42,000 | 75,238 | ||||||
Feng TAY Enterprise Co., Ltd. | 5,500 | 35,777 | ||||||
First Financial Holding Co., Ltd. | 236,145 | 186,698 | ||||||
Formosa Chemicals & Fibre Corp. | 121,000 | 353,187 | ||||||
Formosa Petrochemical Corp. | 30,000 | 97,575 | ||||||
Formosa Plastics Corp. | 113,000 | 376,202 | ||||||
Formosa Sumco Technology Corp. | 4,000 | 15,612 | ||||||
Fubon Financial Holding Co., Ltd. | 85,000 | 131,568 | ||||||
Fusheng Precision Co., Ltd. | 6,000 | 35,928 | ||||||
Giant Manufacturing Co., Ltd. | 3,000 | 21,316 | ||||||
Gigabyte Technology Co., Ltd. | 16,000 | 26,527 | ||||||
Global Unichip Corp. | 1,000 | 8,040 | ||||||
Highwealth Construction Corp. | 72,000 | 111,205 | ||||||
Hiwin Technologies Corp. | 3,000 | 28,122 | ||||||
Holy Stone Enterprise Co., Ltd. | 6,000 | 23,218 | ||||||
Hon Hai Precision Industry Co., Ltd. | 272,880 | 826,550 | ||||||
Hota Industrial Manufacturing Co., Ltd. | 7,000 | 26,854 | ||||||
Hotai Motor Co., Ltd. | 4,000 | 91,137 | ||||||
IBF Financial Holdings Co., Ltd. | 710 | 266 | ||||||
Inventec Corp. | 106,000 | 80,799 | ||||||
ITEQ Corp. | 3,000 | 12,760 | ||||||
King Yuan Electronics Co., Ltd. | 24,000 | 30,063 | ||||||
Largan Precision Co., Ltd. | 1,000 | 166,795 | ||||||
Lite-On Semiconductor Corp. | 22,000 | 29,026 | ||||||
Lite-On Technology Corp. | 58,014 | 95,506 | ||||||
Lotes Co., Ltd. | 2,000 | 21,517 | ||||||
Macronix International | 33,000 | 40,951 | ||||||
Makalot Industrial Co., Ltd. | 6,150 | 32,312 | ||||||
MediaTek, Inc. | 10,000 | 147,947 | ||||||
Mega Financial Holding Co., Ltd. | 200,000 | 204,157 | ||||||
Merida Industry Co., Ltd. | 4,000 | 23,551 | ||||||
Merry Electronics Co., Ltd. | 5,080 | 28,385 | ||||||
Micro-Star International Co., Ltd. | 16,000 | 46,275 | ||||||
MOSA Industrial Corp. | 12,000 | 16,933 | ||||||
Nan Ya Plastics Corp. | 175,000 | 424,992 | ||||||
Nanya Technology Corp. | 44,000 | 122,414 | ||||||
Nichidenbo Corp. | 20,000 | 35,427 | ||||||
Nien Made Enterprise Co., Ltd. | 2,000 | 18,481 | ||||||
Novatek Microelectronics Corp. | 12,000 | 87,667 | ||||||
Pegatron Corp. | 50,000 | 114,087 | ||||||
Pou Chen Corp. | 54,000 | 70,614 | ||||||
Powertech Technology, Inc. | 23,000 | 76,572 | ||||||
President Chain Store Corp. | 8,000 | 81,129 | ||||||
Primax Electronics Ltd. | 10,000 | 21,150 | ||||||
Quanta Computer, Inc. | 70,000 | 150,148 | ||||||
Realtek Semiconductor Corp. | 6,000 | 47,036 | ||||||
Ruentex Industries Ltd.* | 19,400 | 47,566 | ||||||
Shanghai Commercial & Savings Bank Ltd. (The) | 47,000 | 81,529 | ||||||
SinoPac Financial Holdings Co., Ltd. | 259,598 | 112,579 | ||||||
Sitronix Technology Corp. | 3,000 | 16,763 | ||||||
Sunonwealth Electric Machine Industry Co., Ltd. | 17,000 | 26,852 | ||||||
Swancor Holding Co., Ltd. | 4,000 | 11,195 | ||||||
Synnex Technology International Corp. | 64,150 | 80,249 | ||||||
TA Chen Stainless Pipe | 33,000 | 35,282 | ||||||
TA-I Technology Co., Ltd. | 8,000 | 14,144 | ||||||
Taiwan Cement Corp. | 156,180 | 227,677 | ||||||
Taiwan Cooperative Financial Holding Co., Ltd. | 634 | 439 | ||||||
Taiwan High Speed Rail Corp. | 34,000 | 43,553 | ||||||
Taiwan Mobile Co., Ltd. | 40,000 | 149,448 | ||||||
Taiwan Paiho Ltd. | 5,000 | 14,061 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 275,000 | 3,036,495 | ||||||
Taiwan Surface Mounting Technology Corp. | 4,000 | 15,612 | ||||||
Teco Electric and Machinery Co., Ltd. | 54,000 | 47,196 | ||||||
Tong Hsing Electronic Industries Ltd. | 4,000 | 20,883 | ||||||
Tripod Technology Corp. | 12,000 | 50,239 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | �� | 59 |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree Emerging Markets Dividend Fund(DVEM)
December 31, 2019
| Investments | Shares | Value | ||||||
Uni-President Enterprises Corp. | 77,000 | $ | 190,593 | |||||
Unimicron Technology Corp. | 12,000 | 16,813 | ||||||
United Microelectronics Corp. | 196,000 | 107,556 | ||||||
Visual Photonics Epitaxy Co., Ltd. | 3,000 | 11,809 | ||||||
Voltronic Power Technology Corp. | 2,050 | 48,896 | ||||||
Walsin Lihwa Corp. | 111,000 | 57,024 | ||||||
Walsin Technology Corp. | 12,000 | 95,673 | ||||||
Winbond Electronics Corp. | 69,446 | 45,290 | ||||||
Wistron Corp. | 70,843 | 66,998 | ||||||
Wiwynn Corp. | 1,000 | 21,183 | ||||||
WPG Holdings Ltd. | 69,360 | 90,469 | ||||||
Yageo Corp. | 11,198 | 163,243 | ||||||
Yuanta Financial Holding Co., Ltd. | 223,000 | 150,269 | ||||||
|
| |||||||
| Total Taiwan |
| 12,235,447 | ||||||
| Thailand – 2.8% |
| |||||||
Advanced Info Service PCL NVDR | 15,900 | 113,064 | ||||||
Airports of Thailand PCL NVDR | 33,000 | 81,801 | ||||||
Bangkok Dusit Medical Services PCL NVDR | 61,800 | 53,643 | ||||||
Banpu PCL NVDR | 77,444 | 30,767 | ||||||
Beauty Community PCL NVDR | 157,100 | 8,811 | ||||||
BTS Group Holdings PCL NVDR | 140,700 | 62,004 | ||||||
Carabao Group PCL NVDR | 4,000 | 11,217 | ||||||
Charoen Pokphand Foods PCL NVDR | 72,100 | 66,194 | ||||||
CP ALL PCL NVDR | 34,400 | 82,975 | ||||||
Delta Electronics Thailand PCL NVDR | 15,200 | 27,148 | ||||||
Gulf Energy Development PCL NVDR | 3,700 | 20,505 | ||||||
Hana Microelectronics PCL NVDR | 34,500 | 39,736 | ||||||
Indorama Ventures PCL NVDR | 41,800 | 48,842 | ||||||
Intouch Holdings PCL NVDR | 32,000 | 61,161 | ||||||
IRPC PCL NVDR | 223,300 | 27,434 | ||||||
Jasmine International PCL NVDR | 95,600 | 15,958 | ||||||
KCE Electronics PCL NVDR | 25,000 | 20,448 | ||||||
Krungthai Card PCL NVDR | 12,300 | 16,220 | ||||||
Noble Development PCL NVDR | 21,300 | 11,662 | ||||||
Origin Property PCL NVDR | 85,600 | 20,004 | ||||||
Osotspa PCL NVDR | 25,200 | 34,072 | ||||||
PTT Exploration & Production PCL NVDR | 30,000 | 124,692 | ||||||
PTT Global Chemical PCL NVDR | 58,800 | 111,892 | ||||||
PTT PCL NVDR | 161,600 | 237,379 | ||||||
Siam Cement PCL (The) NVDR | 7,700 | 100,769 | ||||||
Siam Commercial Bank PCL (The) NVDR | 28,500 | 116,079 | ||||||
Sri Trang Agro-Industry PCL NVDR | 56,800 | 18,963 | ||||||
Thai Oil PCL NVDR | 16,600 | 38,655 | ||||||
TMB Bank PCL NVDR | 177,190 | 9,938 | ||||||
True Corp. PCL NVDR | 136,100 | 20,901 | ||||||
|
| |||||||
| Total Thailand |
| 1,632,934 | ||||||
| Turkey – 1.0% |
| |||||||
BIM Birlesik Magazalar AS | 4,988 | 39,109 | ||||||
Dogan Sirketler Grubu Holding A/S | 48,865 | 15,109 | ||||||
Enka Insaat ve Sanayi AS | 35,567 | 38,370 | ||||||
Eregli Demir ve Celik Fabrikalari T.A.S. | 45,180 | 68,632 | ||||||
Ford Otomotiv Sanayi AS | 2,448 | 29,145 | ||||||
Haci Omer Sabanci Holding AS | 22,432 | 35,960 | ||||||
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS Class D | 39,844 | 17,810 | ||||||
KOC Holding AS | 11,887 | 40,589 | ||||||
Soda Sanayii AS | 20,648 | 21,442 | ||||||
TAV Havalimanlari Holding AS | 7,949 | 38,977 | ||||||
Tekfen Holding AS | 7,277 | 23,625 | ||||||
Tofas Turk Otomobil Fabrikasi AS | 5,394 | 24,346 | ||||||
Tupras Turkiye Petrol Rafinerileri AS | 6,301 | 134,257 | ||||||
Turkcell Iletisim Hizmetleri AS | 22,549 | 52,290 | ||||||
|
| |||||||
| Total Turkey |
| 579,661 | ||||||
| TOTAL COMMON STOCKS (Cost: $52,872,042) | 58,942,163 | |||||||
| RIGHTS – 0.0% | ||||||||
| Brazil – 0.0% | ||||||||
Centrais Eletricas Brasileiras S.A., expiring 1/2/20*† | 409 | 0 | ||||||
| India – 0.0% |
| |||||||
Piramal Enterprises Ltd., expiring 1/20/20* | 167 | 523 | ||||||
| TOTAL RIGHTS (Cost: $0) | 523 | |||||||
| WARRANTS – 0.0% | ||||||||
| Thailand – 0.0% | ||||||||
| BTS Group Holdings PCL, expiring 2/16/20* (Cost: $0) | 14,070 | 0 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.8% |
| |||||||
| United States – 0.8% | ||||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(c) | ||||||||
| (Cost: $482,438)(d) | 482,438 | 482,438 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.6% (Cost: $53,354,480) | 59,425,124 | |||||||
Other Assets less Liabilities – (0.6)% | (379,675 | ) | ||||||
|
| |||||||
| NET ASSETS – 100.0% | $ | 59,045,449 | ||||||
| * | 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 $0, which represents 0.0% of net assets. |
| ‡ | Share amount represents a fractional share. |
| (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 December 31, 2019 (See Note 2). |
| (c) | Rate shown represents annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $800,534 and the total market value of the collateral held by the Fund was $843,298. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $360,860. |
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.
| 60 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Europe Multifactor Fund(EUMF)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 99.7% |
| |||||||
| Austria – 2.5% |
| |||||||
OMV AG | 1,611 | $ | 90,562 | |||||
S IMMO AG | 1,291 | 32,316 | ||||||
UNIQA Insurance Group AG | 13,182 | 134,577 | ||||||
Wienerberger AG | 2,889 | 85,677 | ||||||
|
| |||||||
| Total Austria |
| 343,132 | ||||||
| Belgium – 3.8% |
| |||||||
Ackermans & van Haaren N.V. | 706 | 110,710 | ||||||
Barco N.V. | 235 | 57,769 | ||||||
bpost S.A. | 4,132 | 47,773 | ||||||
Cofinimmo S.A. | 235 | 34,556 | ||||||
D’ieteren S.A./N.V. | 1,282 | 90,084 | ||||||
Galapagos N.V.* | 172 | 36,008 | ||||||
Proximus SADP | 1,442 | 41,308 | ||||||
UCB S.A. | 845 | 67,250 | ||||||
Warehouses De Pauw CVA | 127 | 23,123 | ||||||
|
| |||||||
| Total Belgium |
| 508,581 | ||||||
| Denmark – 4.6% |
| |||||||
Carlsberg A/S Class B | 508 | 75,837 | ||||||
Coloplast A/S Class B | 629 | 78,084 | ||||||
GN Store Nord A/S | 663 | 31,203 | ||||||
H. Lundbeck A/S | 1,252 | 47,846 | ||||||
Novo Nordisk A/S Class B | 1,286 | 74,693 | ||||||
Pandora A/S | 954 | 41,531 | ||||||
Royal Unibrew A/S | 775 | 71,015 | ||||||
Topdanmark A/S | 2,047 | 100,982 | ||||||
Tryg A/S | 3,509 | 104,105 | ||||||
|
| |||||||
| Total Denmark |
| 625,296 | ||||||
| Finland – 2.4% |
| |||||||
Elisa Oyj | 896 | 49,534 | ||||||
Fortum Oyj | 1,386 | 34,227 | ||||||
Kemira Oyj | 3,097 | 46,097 | ||||||
Kesko Oyj Class B | 953 | 67,479 | ||||||
Orion Oyj Class B | 1,478 | 68,469 | ||||||
Tieto Oyj | 1,965 | 61,142 | ||||||
|
| |||||||
| Total Finland |
| 326,948 | ||||||
| France – 11.6% |
| |||||||
Altran Technologies S.A. | 5,200 | 82,652 | ||||||
Covivio | 873 | 99,170 | ||||||
Danone S.A. | 2,102 | 174,367 | ||||||
Eiffage S.A. | 1,682 | 192,581 | ||||||
Engie S.A. | 6,587 | 106,472 | ||||||
Klepierre S.A. | 2,696 | 102,439 | ||||||
Korian S.A. | 3,309 | 155,706 | ||||||
Nexity S.A. | 1,813 | 91,131 | ||||||
Orange S.A. | 10,226 | 150,600 | ||||||
Publicis Groupe S.A. | 2,736 | 123,952 | ||||||
Sanofi | 1,884 | 189,527 | ||||||
Veolia Environnement S.A. | 4,140 | 110,184 | ||||||
|
| |||||||
| Total France |
| 1,578,781 | ||||||
| Germany – 8.0% |
| |||||||
ADO Properties S.A.(a) | 624 | 22,484 | ||||||
alstria officeREIT-AG | 5,099 | 95,871 | ||||||
Beiersdorf AG | 944 | 113,010 | ||||||
CompuGroup Medical SE | 1,299 | 92,956 | ||||||
CTS Eventim AG & Co. KGaA | 1,265 | 79,589 | ||||||
Deutsche Telekom AG Registered Shares | 5,689 | 93,043 | ||||||
Deutsche Wohnen SE Bearer Shares | 832 | 34,013 | ||||||
E.ON SE | 7,292 | 77,956 | ||||||
Freenet AG | 3,048 | 69,933 | ||||||
Grand City Properties S.A. | 2,834 | 68,013 | ||||||
LEG Immobilien AG | 555 | 65,756 | ||||||
ProSiebenSat.1 Media SE | 3,497 | 54,602 | ||||||
RWE AG | 1,282 | 39,358 | ||||||
Scout24 AG(a) | 1,137 | 75,237 | ||||||
Uniper SE | 2,392 | 79,235 | ||||||
Wirecard AG | 145 | 17,497 | ||||||
|
| |||||||
| Total Germany |
| 1,078,553 | ||||||
| Ireland – 0.8% |
| |||||||
Greencore Group PLC | 19,320 | 68,567 | ||||||
UDG Healthcare PLC | 3,777 | 40,329 | ||||||
|
| |||||||
| Total Ireland |
| 108,896 | ||||||
| Italy – 8.9% |
| |||||||
A2A SpA | 15,727 | 29,517 | ||||||
ACEA SpA | 2,019 | 41,791 | ||||||
Amplifon SpA | 899 | 25,874 | ||||||
Anima Holding SpA(a) | 12,413 | 64,122 | ||||||
Assicurazioni Generali SpA | 5,524 | 114,062 | ||||||
Autogrill SpA | 6,224 | 65,183 | ||||||
Banca Generali SpA | 2,431 | 79,026 | ||||||
BPER Banca | 14,553 | 73,233 | ||||||
Cerved Group SpA | 7,604 | 74,216 | ||||||
Enav SpA(a) | 15,083 | 90,071 | ||||||
Enel SpA | 7,143 | 56,703 | ||||||
Eni SpA | 4,124 | 64,096 | ||||||
Hera SpA | 10,121 | 44,307 | ||||||
Infrastrutture Wireless Italiane SpA(a) | 1,852 | 18,148 | ||||||
Italgas SpA | 5,490 | 33,549 | ||||||
Mediaset SpA*(b) | 3,591 | 10,722 | ||||||
Poste Italiane SpA(a) | 6,507 | 73,917 | ||||||
Recordati SpA | 1,421 | 59,927 | ||||||
Reply SpA | 152 | 11,850 | ||||||
Societa Cattolica di Assicurazioni SC | 11,363 | 92,729 | ||||||
Unipol Gruppo SpA | 15,594 | 89,482 | ||||||
|
| |||||||
| Total Italy |
| 1,212,525 | ||||||
| Netherlands – 2.0% |
| |||||||
ASM International N.V. | 404 | 45,417 | ||||||
Koninklijke Ahold Delhaize N.V. | 3,382 | 84,638 | ||||||
Koninklijke KPN N.V.(b) | 12,145 | 35,868 | ||||||
Rhi Magnesita N.V. | 799 | 40,730 | ||||||
Signify N.V.(a) | 1,939 | 60,638 | ||||||
|
| |||||||
| Total Netherlands |
| 267,291 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 61 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Europe Multifactor Fund(EUMF)
December 31, 2019
| Investments | Shares | Value | ||||||
| Portugal – 2.3% |
| |||||||
Jeronimo Martins, SGPS, S.A. | 6,539 | $ | 107,641 | |||||
NOS, SGPS, S.A. | 18,327 | 98,746 | ||||||
REN – Redes Energeticas Nacionais, SGPS, S.A. | 32,240 | 98,435 | ||||||
|
| |||||||
| Total Portugal |
| 304,822 | ||||||
| Spain – 6.8% |
| |||||||
Acciona S.A.(b) | 390 | 41,063 | ||||||
Aena SME S.A.(a) | 471 | 90,143 | ||||||
Banco Bilbao Vizcaya Argentaria S.A. | 18,257 | 102,119 | ||||||
Cia de Distribucion Integral Logista Holdings S.A. | 4,351 | 98,168 | ||||||
Ebro Foods S.A. | 3,696 | 80,030 | ||||||
Enagas S.A. | 2,438 | 62,232 | ||||||
Endesa S.A. | 2,900 | 77,442 | ||||||
Faes Farma S.A. | 17,009 | 95,463 | ||||||
Iberdrola S.A. | 7,172 | 73,904 | ||||||
Mediaset Espana Comunicacion S.A. | 4,029 | 25,598 | ||||||
Naturgy Energy Group S.A. | 2,538 | 63,815 | ||||||
Red Electrica Corp. S.A. | 2,812 | 56,580 | ||||||
Telefonica S.A. | 8,251 | 57,673 | ||||||
|
| |||||||
| Total Spain |
| 924,230 | ||||||
| Sweden – 5.4% |
| |||||||
Axfood AB | 3,467 | 77,184 | ||||||
Bravida Holding AB(a) | 6,236 | 60,588 | ||||||
Castellum AB | 1,823 | 42,843 | ||||||
Essity AB Class B | 2,157 | 69,542 | ||||||
Fastighets AB Balder Class B* | 601 | 27,812 | ||||||
Hemfosa Fastigheter AB | 1,613 | 20,901 | ||||||
ICA Gruppen AB | 1,426 | 66,600 | ||||||
Kungsleden AB | 3,633 | 38,189 | ||||||
Mycronic AB | 674 | 13,327 | ||||||
Skanska AB Class B | 3,333 | 75,376 | ||||||
Sweco AB Class B | 1,521 | 58,688 | ||||||
Swedish Match AB | 1,287 | 66,378 | ||||||
Tele2 AB Class B | 2,432 | 35,294 | ||||||
Telia Co. AB | 10,790 | 46,394 | ||||||
Wihlborgs Fastigheter AB | 1,955 | 36,026 | ||||||
|
| |||||||
| Total Sweden |
| 735,142 | ||||||
| Switzerland – 11.9% |
| |||||||
Allreal Holding AG Registered Shares* | 203 | 40,334 | ||||||
Baloise Holding AG Registered Shares | 577 | 104,275 | ||||||
Banque Cantonale Vaudoise Registered Shares | 149 | 121,557 | ||||||
Barry Callebaut AG Registered Shares | 35 | 77,276 | ||||||
BKW AG | 511 | 37,678 | ||||||
Cembra Money Bank AG | 916 | 100,269 | ||||||
Chocoladefabriken Lindt & Spruengli AG | 12 | 93,127 | ||||||
Conzzeta AG | 45 | 53,720 | ||||||
Emmi AG Registered Shares | 81 | 70,473 | ||||||
Flughafen Zurich AG Registered Shares | 499 | 91,055 | ||||||
Galenica AG*(a) | 1,539 | 95,120 | ||||||
Helvetia Holding AG Registered Shares | 756 | 106,801 | ||||||
Landis+Gyr Group AG* | 797 | 82,881 | ||||||
Nestle S.A. Registered Shares | 856 | 92,623 | ||||||
Novartis AG Registered Shares | 981 | 93,101 | ||||||
Roche Holding AG Genusschein | 331 | 107,331 | ||||||
Siegfried Holding AG* | 96 | 46,496 | ||||||
Sonova Holding AG Registered Shares | 322 | 73,654 | ||||||
Sunrise Communications Group AG*(a) | 748 | 58,745 | ||||||
Swisscom AG Registered Shares | 132 | 69,875 | ||||||
|
| |||||||
| Total Switzerland |
| 1,616,391 | ||||||
| United Kingdom – 28.2% |
| |||||||
Admiral Group PLC | 3,468 | 106,081 | ||||||
Associated British Foods PLC | 2,362 | 81,293 | ||||||
Avast PLC(a) | 11,202 | 67,195 | ||||||
Aviva PLC | 17,413 | 96,585 | ||||||
BAE Systems PLC | 10,908 | 81,616 | ||||||
Barratt Developments PLC | 7,829 | 77,433 | ||||||
Berkeley Group Holdings PLC | 1,226 | 78,917 | ||||||
boohoo Group PLC* | 9,895 | 39,050 | ||||||
Bovis Homes Group PLC | 3,366 | 60,555 | ||||||
Centrica PLC | 15,596 | 18,450 | ||||||
Coca-Cola European Partners PLC | 1,600 | 81,408 | ||||||
Compass Group PLC | 2,929 | 73,336 | ||||||
Computacenter PLC | 1,875 | 44,040 | ||||||
ConvaTec Group PLC(a) | 14,832 | 38,993 | ||||||
Daily Mail & General Trust PLC Class ANon-Voting Shares | 1,520 | 16,693 | ||||||
Dart Group PLC | 2,430 | 54,532 | ||||||
Derwent London PLC | 773 | 41,064 | ||||||
Diageo PLC | 1,647 | 69,831 | ||||||
Dialog Semiconductor PLC* | 1,554 | 78,688 | ||||||
Direct Line Insurance Group PLC | 25,781 | 106,729 | ||||||
Domino’s Pizza Group PLC | 11,500 | 48,781 | ||||||
Drax Group PLC | 4,976 | 20,699 | ||||||
Dunelm Group PLC | 3,305 | 50,613 | ||||||
Firstgroup PLC* | 30,294 | 50,326 | ||||||
GlaxoSmithKline PLC | 4,021 | 94,764 | ||||||
Go-Ahead Group PLC (The) | 1,885 | 55,137 | ||||||
Hikma Pharmaceuticals PLC | 2,099 | 55,363 | ||||||
Hill & Smith Holdings PLC | 4,068 | 79,381 | ||||||
HomeServe PLC | 4,766 | 79,806 | ||||||
J D Wetherspoon PLC | 3,389 | 74,662 | ||||||
John Laing Group PLC(a) | 15,452 | 77,786 | ||||||
Mitchells & Butlers PLC* | 10,484 | 63,818 | ||||||
National Express Group PLC | 15,633 | 97,253 | ||||||
Next PLC | 809 | 75,214 | ||||||
Pearson PLC | 2,161 | 18,236 | ||||||
Pennon Group PLC | 4,002 | 54,342 | ||||||
Persimmon PLC | 2,206 | 78,759 | ||||||
Petrofac Ltd. | 4,576 | 23,212 | ||||||
Pets at Home Group PLC | 12,920 | 47,856 | ||||||
QinetiQ Group PLC | 16,772 | 79,499 | ||||||
Redrow PLC | 7,439 | 73,418 | ||||||
RELX PLC | 3,148 | 79,465 | ||||||
Rio Tinto PLC | 952 | 56,790 | ||||||
Royal Dutch Shell PLC Class A | 2,532 | 74,968 | ||||||
See Notes to Financial Statements.
| 62 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree Europe Multifactor Fund(EUMF)
December 31, 2019
| Investments | Shares | Value | ||||||
Safestore Holdings PLC | 2,434 | $ | 25,989 | |||||
Savills PLC | 2,662 | 40,026 | ||||||
Segro PLC | 3,174 | 37,725 | ||||||
Serco Group PLC* | 29,783 | 63,878 | ||||||
Smith & Nephew PLC | 3,189 | 77,416 | ||||||
Softcat PLC | 2,762 | 42,151 | ||||||
Spirent Communications PLC | 3,513 | 11,704 | ||||||
SSE PLC | 2,259 | 43,049 | ||||||
SSP Group PLC | 7,314 | 62,980 | ||||||
St. Modwen Properties PLC | 1,667 | 10,976 | ||||||
Tate & Lyle PLC | 8,472 | 85,319 | ||||||
Tesco PLC | 24,497 | 82,819 | ||||||
TP ICAP PLC | 16,198 | 87,700 | ||||||
Tullow Oil PLC | 30,098 | 25,518 | ||||||
Ultra Electronics Holdings PLC | 1,884 | 52,762 | ||||||
Unilever N.V. | 1,274 | 73,262 | ||||||
Unilever PLC | 1,281 | 73,828 | ||||||
Unite Group PLC (The) | 2,284 | 38,124 | ||||||
Vodafone Group PLC | 10,761 | 20,922 | ||||||
William Hill PLC | 20,859 | 52,074 | ||||||
|
| |||||||
| Total United Kingdom |
| 3,830,859 | ||||||
| United States – 0.5% | ||||||||
Ferguson PLC | 794 | 72,052 | ||||||
TOTAL COMMON STOCKS (Cost: $12,531,767) |
| 13,533,499 | ||||||
| RIGHTS – 0.0% |
| |||||||
| Spain – 0.0% |
| |||||||
Faes Farma S.A., expiring 1/3/20* | ||||||||
| (Cost: $2,745) | 17,361 | 2,784 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.4% |
| |||||||
| United States – 0.4% | ||||||||
State Street Navigator Securities Lending | ||||||||
| (Cost: $45,757)(d) | 45,757 | 45,757 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.1% (Cost: $12,580,269) | 13,582,040 | |||||||
Other Assets less Liabilities – (0.1)% | (10,504 | ) | ||||||
|
| |||||||
| NET ASSETS – 100.0% | $ | 13,571,536 | ||||||
| * | 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 December 31, 2019 (See Note 2). |
| (c) | Rate shown represents annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $81,214 and the total market value of the collateral held by the Fund was $85,780. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $40,023. |
CVA – Certificaten Van Aandelen (Certificate of Stock)
| 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. | 1/2/2020 | 2,170 | USD | 1,936 | EUR | $ | — | $ | (3 | ) | ||||||||||||||||||
Bank of America N.A. | 1/15/2020 | 587,871 | USD | 5,495,111 | SEK | 493 | — | |||||||||||||||||||||
Bank of Montreal | 1/2/2020 | 3,122 | USD | 2,380 | GBP | — | (31 | ) | ||||||||||||||||||||
Citibank N.A. | 1/15/2020 | 4,126 | CHF | 4,209 | USD | 54 | — | |||||||||||||||||||||
Citibank N.A. | 1/15/2020 | 13,375 | DKK | 1,988 | USD | 23 | — | |||||||||||||||||||||
Citibank N.A. | 1/15/2020 | 19,820 | EUR | 22,014 | USD | 251 | — | |||||||||||||||||||||
Citibank N.A. | 1/15/2020 | 6,619 | GBP | 8,564 | USD | 208 | — | |||||||||||||||||||||
Citibank N.A. | 1/15/2020 | 25,947 | SEK | 2,755 | USD | 19 | — | |||||||||||||||||||||
Citibank N.A. | 1/15/2020 | 1,827,336 | USD | 1,365,626 | GBP | 17,581 | — | |||||||||||||||||||||
Goldman Sachs | 1/15/2020 | 424,213 | USD | 2,832,432 | DKK | — | (1,618 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 1/15/2020 | 4,696,971 | USD | 4,196,834 | EUR | — | (17,506 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 1/15/2020 | 898,029 | USD | 881,248 | CHF | — | (12,602 | ) | ||||||||||||||||||||
| $ | 18,629 | $ | (31,760 | ) | ||||||||||||||||||||||||
| CURRENCY LEGEND | ||
| CHF | Swiss franc | |
| DKK | Danish krone | |
| EUR | Euro | |
| GBP | British pound | |
| SEK | Swedish krona | |
| USD | U.S. dollar | |
See Notes to Financial Statements.
| WisdomTree Trust | 63 |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree ICBCCS S&P China 500 Fund(WCHN)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 99.5% |
| |||||||
| China – 99.5% |
| |||||||
| Aerospace & Defense – 0.6% |
| |||||||
AECC Aero-Engine Control Co., Ltd. Class A | 2,600 | $ | 4,879 | |||||
AECC Aviation Power Co., Ltd. Class A | 5,800 | 18,052 | ||||||
AVIC Aircraft Co., Ltd. Class A | 7,800 | 18,342 | ||||||
AVIC Electromechanical Systems Co., Ltd. Class A | 7,800 | 7,771 | ||||||
AVIC Shenyang Aircraft Co., Ltd. Class A* | 2,000 | 9,073 | ||||||
AviChina Industry & Technology Co., Ltd. Class H | 14,926 | 6,724 | ||||||
AVICOPTER PLC Class A | 2,500 | 17,123 | ||||||
China Aerospace Times Electronics Co., Ltd. Class A* | 10,400 | 8,928 | ||||||
China Avionics Systems Co., Ltd. Class A | 2,600 | 5,315 | ||||||
China Spacesat Co., Ltd. Class A | 3,900 | 11,965 | ||||||
|
| |||||||
| Total Aerospace & Defense |
| 108,172 | ||||||
| Air Freight & Logistics – 0.5% |
| |||||||
CMST Development Co., Ltd. Class A | 5,200 | 3,889 | ||||||
SF Holding Co., Ltd. Class A | 3,500 | 18,687 | ||||||
Sinotrans Ltd. Class A | 7,100 | 4,342 | ||||||
STO Express Co., Ltd. Class A | 1,700 | 4,759 | ||||||
YTO Express Group Co., Ltd. Class A | 1,900 | 3,450 | ||||||
Yunda Holding Co., Ltd. Class A | 2,600 | 12,430 | ||||||
ZTO Express Cayman, Inc. ADR | 2,278 | 53,191 | ||||||
|
| |||||||
| Total Air Freight & Logistics |
| 100,748 | ||||||
| Airlines – 0.6% |
| |||||||
Air China Ltd. Class A | 12,300 | 17,111 | ||||||
Air China Ltd. Class H | 9,096 | 9,234 | ||||||
China Eastern Airlines Corp., Ltd. Class A* | 29,900 | 24,939 | ||||||
China Eastern Airlines Corp., Ltd. Class H* | 3,678 | 2,039 | ||||||
China Southern Airlines Co., Ltd. Class A | 18,600 | 19,172 | ||||||
China Southern Airlines Co., Ltd. Class H | 21,096 | 14,187 | ||||||
Hainan Airlines Holding Co., Ltd. Class A* | 70,600 | 17,534 | ||||||
Juneyao Airlines Co., Ltd. Class A* | 2,900 | 6,245 | ||||||
Spring Airlines Co., Ltd. Class A | 1,500 | 9,452 | ||||||
|
| |||||||
| Total Airlines |
| 119,913 | ||||||
| Auto Components – 0.2% |
| |||||||
Huayu Automotive Systems Co., Ltd. Class A | 8,200 | 30,595 | ||||||
| Automobiles – 1.1% |
| |||||||
BYD Co., Ltd. Class A | 5,100 | 34,902 | ||||||
BYD Co., Ltd. Class H(a) | 3,186 | 15,886 | ||||||
Geely Automobile Holdings Ltd. | 28,162 | 55,082 | ||||||
Great Wall Motor Co., Ltd. Class A | 5,400 | 6,861 | ||||||
Great Wall Motor Co., Ltd. Class H(a) | 25,692 | 18,993 | ||||||
Guangzhou Automobile Group Co., Ltd. Class A | 1,625 | 2,727 | ||||||
Guangzhou Automobile Group Co., Ltd. Class H | 15,265 | 19,003 | ||||||
SAIC Motor Corp., Ltd. Class A | 18,200 | 62,315 | ||||||
|
| |||||||
| Total Automobiles |
| 215,769 | ||||||
| Banks – 14.7% |
| |||||||
Agricultural Bank of China Ltd. Class A | 192,000 | 101,710 | ||||||
Agricultural Bank of China Ltd. Class H | 160,334 | 70,580 | ||||||
Bank of China Ltd. Class A | 132,900 | 70,402 | ||||||
Bank of China Ltd. Class H | 441,292 | 188,596 | ||||||
Bank of Communications Co., Ltd. Class A | 116,700 | 94,322 | ||||||
Bank of Communications Co., Ltd. Class H | 117,080 | 83,244 | ||||||
China CITIC Bank Corp., Ltd. Class A | 18,200 | 16,121 | ||||||
China CITIC Bank Corp., Ltd. Class H | 67,451 | 40,427 | ||||||
China Construction Bank Corp. Class A | 38,300 | 39,753 | ||||||
China Construction Bank Corp. Class H | 538,683 | 465,276 | ||||||
China Merchants Bank Co., Ltd. Class A | 73,300 | 395,454 | ||||||
China Merchants Bank Co., Ltd. Class H | 21,033 | 108,110 | ||||||
China Minsheng Banking Corp., Ltd. Class A | 172,540 | 156,298 | ||||||
China Minsheng Banking Corp., Ltd. Class H | 40,040 | 30,267 | ||||||
Industrial & Commercial Bank of China Ltd. Class A | 128,300 | 108,303 | ||||||
Industrial & Commercial Bank of China Ltd. Class H | 432,843 | 333,307 | ||||||
Industrial Bank Co., Ltd. Class A | 83,900 | 238,486 | ||||||
Ping An Bank Co., Ltd. Class A | 54,000 | 127,525 | ||||||
Shanghai Pudong Development Bank Co., Ltd. Class A | 88,800 | 157,695 | ||||||
|
| |||||||
| Total Banks |
| 2,825,876 | ||||||
| Beverages – 4.4% |
| |||||||
China Resources Beer Holdings Co., Ltd. | 8,562 | 47,360 | ||||||
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd. Class A | 2,900 | 46,004 | ||||||
Kweichow Moutai Co., Ltd. Class A | 2,700 | 458,547 | ||||||
Luzhou Laojiao Co., Ltd. Class A | 4,500 | 55,997 | ||||||
Shanxi Xinghuacun Fen Wine Factory Co., Ltd. Class A | 1,500 | 19,316 | ||||||
Tsingtao Brewery Co., Ltd. Class A | 2,500 | 18,304 | ||||||
Tsingtao Brewery Co., Ltd. Class H | 1,734 | 11,650 | ||||||
Wuliangye Yibin Co., Ltd. Class A | 9,800 | 187,131 | ||||||
|
| |||||||
| Total Beverages |
| 844,309 | ||||||
| Biotechnology – 0.7% |
| |||||||
3SBio, Inc.*(b) | 8,157 | 10,573 | ||||||
BeiGene Ltd. ADR*(a) | 206 | 34,146 | ||||||
Beijing Tiantan Biological Products Corp., Ltd. Class A | 1,804 | 7,236 | ||||||
China Biologic Products Holdings, Inc.*(a) | 169 | 19,668 | ||||||
Hualan Biological Engineering, Inc. Class A | 5,700 | 28,763 | ||||||
Innovent Biologics, Inc.*(b) | 3,500 | 11,926 | ||||||
JinyuBio-Technology Co., Ltd. Class A | 5,530 | 14,862 | ||||||
Shanghai RAAS Blood Products Co., Ltd. Class A* | 7,600 | 8,096 | ||||||
|
| |||||||
| Total Biotechnology |
| 135,270 | ||||||
| Building Products – 0.1% |
| |||||||
Beijing New Building Materials PLC Class A | 5,200 | 18,999 | ||||||
| Capital Markets – 1.0% |
| |||||||
CITIC Securities Co., Ltd. Class A | 43,100 | 156,543 | ||||||
CITIC Securities Co., Ltd. Class H | 13,308 | 30,367 | ||||||
|
| |||||||
| Total Capital Markets |
| 186,910 | ||||||
| Chemicals – 1.6% |
| |||||||
China Hainan Rubber Industry Group Co., Ltd. Class A | 5,900 | 4,167 | ||||||
ENN Ecological Holdings Co., Ltd. Class A | 2,800 | 4,277 | ||||||
Hengli Petrochemical Co., Ltd. Class A | 5,920 | 13,666 | ||||||
Hengyi Petrochemical Co., Ltd. Class A | 6,620 | 13,229 | ||||||
Huapont Life Sciences Co., Ltd. Class A | 6,700 | 4,752 | ||||||
See Notes to Financial Statements.
| 64 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree ICBCCS S&P China 500 Fund(WCHN)
December 31, 2019
| Investments | Shares | Value | ||||||
Inner Mongolia Junzheng Energy & Chemical Industry Group Co., Ltd. Class A* | 17,100 | $ | 7,684 | |||||
Kangde Xin Composite Material Group Co., Ltd. Class A*† | 15,700 | 0 | ||||||
Kingfa Sci & Tech Co., Ltd. Class A | 9,100 | 9,511 | ||||||
Lomon Billions Group Co., Ltd. Class A | 2,900 | 6,407 | ||||||
Luxi Chemical Group Co., Ltd. Class A | 6,500 | 9,807 | ||||||
Ningbo Shanshan Co., Ltd. Class A | 3,900 | 7,564 | ||||||
North Huajin Chemical Industries Co., Ltd. Class A | 5,200 | 4,546 | ||||||
Rongsheng Petro Chemical Co., Ltd. Class A | 7,800 | 13,874 | ||||||
Shandong Hualu Hengsheng Chemical Co., Ltd. Class A | 6,900 | 19,683 | ||||||
Shanghai Putailai New Energy Technology Co., Ltd. Class A | 800 | 9,779 | ||||||
Sichuan Hebang Biotechnology Co., Ltd. Class A* | 18,500 | 3,931 | ||||||
Sinopec Shanghai Petrochemical Co., Ltd. Class A | 11,700 | 6,500 | ||||||
Sinopec Shanghai Petrochemical Co., Ltd. Class H | 26,000 | 7,842 | ||||||
Tangshan Sanyou Chemical Industries Co., Ltd. Class A | 5,500 | 4,990 | ||||||
Tianqi Lithium Corp. Class A | 5,070 | 21,967 | ||||||
Tongkun Group Co., Ltd. Class A | 5,380 | 11,578 | ||||||
Transfar Zhilian Co., Ltd. Class A | 2,600 | 2,605 | ||||||
Wanhua Chemical Group Co., Ltd. Class A | 7,900 | 63,704 | ||||||
Xinjiang Zhongtai Chemical Co., Ltd. Class A | 7,800 | 7,603 | ||||||
Xinyangfeng Agricultural Technology Co., Ltd. Class A | 3,400 | 3,856 | ||||||
YanAn Bicon Pharmaceutical Listed Co.* | 900 | 2,020 | ||||||
Zhejiang Juhua Co., Ltd. Class A | 5,890 | 6,155 | ||||||
Zhejiang Longsheng Group Co., Ltd. Class A | 14,300 | 29,706 | ||||||
Zhejiang Runtu Co., Ltd. Class A | 2,750 | 4,422 | ||||||
Zibo Qixiang Tengda Chemical Co., Ltd. Class A | 3,300 | 3,387 | ||||||
|
| |||||||
| Total Chemicals |
| 309,212 | ||||||
| Commercial Services & Supplies – 0.3% |
| |||||||
China Everbright International Ltd. | 14,838 | 11,902 | ||||||
Country Garden Services Holdings Co., Ltd. | 6,529 | 21,996 | ||||||
Jihua Group Corp., Ltd. Class A | 9,100 | 4,259 | ||||||
Shanghai M&G Stationery, Inc. Class A | 1,700 | 11,895 | ||||||
Tus Environmental Science And Technology Development Co., Ltd. Class A | 4,980 | 6,563 | ||||||
|
| |||||||
| Total Commercial Services & Supplies |
| 56,615 | ||||||
| Communications Equipment – 0.6% |
| |||||||
Fiberhome Telecommunication Technologies Co., Ltd. Class A | 3,300 | 13,004 | ||||||
Guangzhou Haige Communications Group, Inc. Co. Class A | 8,200 | 12,749 | ||||||
Hengtong Optic-electric Co., Ltd. Class A | 7,100 | 16,573 | ||||||
ZTE Corp. Class A* | 12,400 | 63,000 | ||||||
ZTE Corp. Class H* | 5,200 | 15,917 | ||||||
|
| |||||||
| Total Communications Equipment |
| 121,243 | ||||||
| Construction & Engineering – 1.8% |
| |||||||
Beijing Orient Landscape & Environment Co., Ltd. Class A | 7,800 | 5,621 | ||||||
China CAMC Engineering Co., Ltd. Class A | 2,000 | 2,791 | ||||||
China Communications Construction Co., Ltd. Class A | 8,100 | 10,652 | ||||||
China Communications Construction Co., Ltd. Class H | 23,939 | 19,509 | ||||||
China Gezhouba Group Co., Ltd. Class A | 16,900 | 16,207 | ||||||
China National Chemical Engineering Co., Ltd. Class A | 10,500 | 9,707 | ||||||
China Nuclear Engineering Corp., Ltd. Class A | 2,900 | 2,969 | ||||||
China Railway Construction Corp., Ltd. Class A | 24,700 | 35,956 | ||||||
China Railway Construction Corp., Ltd. Class H | 13,000 | 14,232 | ||||||
China Railway Group Ltd. Class A | 39,000 | 33,257 | ||||||
China Railway Group Ltd. Class H | 26,000 | 16,050 | ||||||
China RailwayHi-tech Industry Co., Ltd. Class A | 4,200 | 6,934 | ||||||
China State Construction Engineering Corp., Ltd. Class A | 100,980 | 81,472 | ||||||
China State Construction International Holdings Ltd. | 11,922 | 10,833 | ||||||
Jiangsu Zhongnan Construction Group Co., Ltd. Class A | 10,400 | 15,751 | ||||||
Metallurgical Corp. of China Ltd. Class A | 25,000 | 10,049 | ||||||
Power Construction Corp. of China Ltd. Class A | 26,800 | 16,698 | ||||||
Shanghai Construction Group Co., Ltd. Class A | 31,600 | 16,059 | ||||||
Shanghai Tunnel Engineering Co., Ltd. Class A | 10,700 | 9,278 | ||||||
Suzhou Gold Mantis Construction Decoration Co., Ltd. Class A | 8,200 | 10,383 | ||||||
|
| |||||||
| Total Construction & Engineering |
| 344,408 | ||||||
| Construction Materials – 1.5% |
| |||||||
Anhui Conch Cement Co., Ltd. Class A | 12,600 | 99,126 | ||||||
Anhui Conch Cement Co., Ltd. Class H | 6,460 | 47,092 | ||||||
BBMG Corp. Class A | 19,500 | 10,442 | ||||||
BBMG Corp. Class H(a) | 13,000 | 3,987 | ||||||
Beijing Oriental Yuhong Waterproof Technology Co., Ltd. Class A | 6,419 | 24,245 | ||||||
China Jushi Co., Ltd. Class A | 13,120 | 20,530 | ||||||
China National Building Material Co., Ltd. Class H | 22,129 | 24,708 | ||||||
China Resources Cement Holdings Ltd. | 12,344 | 15,716 | ||||||
China West Construction Group Co., Ltd. Class A | 1,900 | 3,079 | ||||||
CSG Holding Co., Ltd. Class A | 12,295 | 8,843 | ||||||
Huaxin Cement Co., Ltd. Class A | 3,840 | 14,570 | ||||||
Jilin Yatai Group Co., Ltd. Class A* | 9,400 | 4,305 | ||||||
Sichuan Shuangma Cement Co., Ltd. Class A* | 1,600 | 3,788 | ||||||
Tangshan Jidong Cement Co., Ltd. Class A | 2,900 | 7,082 | ||||||
|
| |||||||
| Total Construction Materials |
| 287,513 | ||||||
| Containers & Packaging – 0.1% |
| |||||||
ORG Technology Co., Ltd. Class A | 6,800 | 4,305 | ||||||
Shenzhen Jinjia Group Co., Ltd. Class A | 5,200 | 8,518 | ||||||
|
| |||||||
| Total Containers & Packaging |
| 12,823 | ||||||
| Diversified Consumer Services – 1.0% |
| |||||||
New Oriental Education & Technology Group, Inc. ADR* | 679 | 82,329 | ||||||
TAL Education Group ADR* | 2,155 | 103,871 | ||||||
|
| |||||||
| Total Diversified Consumer Services |
| 186,200 | ||||||
| Electrical Equipment – 1.0% |
| |||||||
China XD Electric Co., Ltd. Class A | 10,500 | 5,487 | ||||||
Dongfang Electric Corp., Ltd. Class A | 6,500 | 8,576 | ||||||
Fangda Carbon New Material Co., Ltd. Class A* | 10,667 | 18,621 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 65 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree ICBCCS S&P China 500 Fund(WCHN)
December 31, 2019
| Investments | Shares | Value | ||||||
Guoxuan High-Tech Co., Ltd. Class A | 3,900 | $ | 8,146 | |||||
Hongfa Technology Co., Ltd. Class A | 3,680 | 18,200 | ||||||
Jiangsu Zhongtian Technology Co., Ltd. Class A | 11,700 | 13,941 | ||||||
NARI Technology Co., Ltd. Class A | 9,100 | 27,670 | ||||||
Shanghai Electric Group Co., Ltd. Class A | 22,100 | 15,800 | ||||||
Shanghai Electric Group Co., Ltd. Class H | 1,225 | 402 | ||||||
TBEA Co., Ltd. Class A | 19,500 | 18,616 | ||||||
Xinjiang Goldwind Science & Technology Co., Ltd. Class A | 10,800 | 18,528 | ||||||
Xinjiang Goldwind Science & Technology Co., Ltd. Class H | 4,122 | 4,788 | ||||||
Zhejiang Chint Electrics Co., Ltd. Class A | 4,500 | 17,313 | ||||||
Zhuzhou CRRC Times Electric Co., Ltd. Class H | 3,900 | 14,115 | ||||||
|
| |||||||
| Total Electrical Equipment |
| 190,203 | ||||||
| Electronic Equipment, Instruments & Components – 3.5% |
| |||||||
AAC Technologies Holdings, Inc. | 3,186 | 27,805 | ||||||
AVIC Jonhon Optronic Technology Co., Ltd. Class A | 2,850 | 15,981 | ||||||
BOE Technology Group Co., Ltd. Class A | 135,200 | 88,119 | ||||||
Foxconn Industrial Internet Co., Ltd. Class A | 6,800 | 17,835 | ||||||
GoerTek, Inc. Class A | 11,000 | 31,457 | ||||||
Hangzhou Hikvision Digital Technology Co., Ltd. Class A | 22,500 | 105,754 | ||||||
Kingboard Holdings Ltd. | 3,186 | 10,100 | ||||||
Lingyi iTech Guangdong Co. Class A* | 6,000 | 9,346 | ||||||
Luxshare Precision Industry Co., Ltd. Class A | 17,016 | 89,163 | ||||||
NAURA Technology Group Co., Ltd. Class A | 900 | 11,370 | ||||||
OFILM Group Co., Ltd. Class A* | 10,400 | 23,291 | ||||||
Shengyi Technology Co., Ltd. Class A | 5,900 | 17,719 | ||||||
Shennan Circuits Co., Ltd. Class A | 360 | 7,344 | ||||||
Sunny Optical Technology Group Co., Ltd. | 3,900 | 67,521 | ||||||
Suzhou Dongshan Precision Manufacturing Co., Ltd. Class A | 5,200 | 17,282 | ||||||
Tianma Microelectronics Co., Ltd. Class A | 5,600 | 13,096 | ||||||
Unigroup Guoxin Microelectronics Co., Ltd. Class A | 2,000 | 14,597 | ||||||
Unisplendour Corp., Ltd. Class A | 4,280 | 19,416 | ||||||
Westone Information Industry, Inc. Class A | 2,800 | 10,367 | ||||||
Wingtech Technology Co., Ltd. Class A* | 2,100 | 27,887 | ||||||
WUS Printed Circuit Kunshan Co., Ltd. Class A | 6,400 | 20,406 | ||||||
Zhejiang Dahua Technology Co., Ltd. Class A | 8,100 | 23,117 | ||||||
|
| |||||||
| Total Electronic Equipment, Instruments & Components |
| 668,973 | ||||||
| Entertainment – 0.6% |
| |||||||
NetEase, Inc. ADR | 378 | 115,910 | ||||||
| Food & Staples Retailing – 0.2% |
| |||||||
Sun Art Retail Group Ltd. | 12,467 | 15,120 | ||||||
Yonghui Superstores Co., Ltd. Class A | 19,800 | 21,432 | ||||||
|
| |||||||
| Total Food & Staples Retailing |
| 36,552 | ||||||
| Food Products – 2.6% |
| |||||||
China Mengniu Dairy Co., Ltd.* | 16,158 | 65,322 | ||||||
Dali Foods Group Co., Ltd.(b) | 13,000 | 9,627 | ||||||
Foshan Haitian Flavouring & Food Co., Ltd. Class A | 4,200 | 64,823 | ||||||
Guangdong Haid Group Co., Ltd. Class A | 3,900 | 20,156 | ||||||
Henan Shuanghui Investment & Development Co., Ltd. Class A | 5,600 | 23,338 | ||||||
Inner Mongolia Yili Industrial Group Co., Ltd. Class A | 27,120 | 120,461 | ||||||
Muyuan Foodstuff Co., Ltd. Class A | 4,340 | 55,321 | ||||||
New Hope Liuhe Co., Ltd. Class A | 12,100 | 34,655 | ||||||
Tingyi Cayman Islands Holding Corp. | 11,329 | 19,338 | ||||||
Want Want China Holdings Ltd. | 40,479 | 37,820 | ||||||
WH Group Ltd.(b) | 54,360 | 56,161 | ||||||
|
| |||||||
| Total Food Products |
| 507,022 | ||||||
| Gas Utilities – 0.5% |
| |||||||
Beijing Enterprises Holdings Ltd. | 3,267 | 14,989 | ||||||
China Gas Holdings Ltd. | 11,600 | 43,471 | ||||||
China Resources Gas Group Ltd. | 5,412 | 29,728 | ||||||
Kunlun Energy Co., Ltd. | 20,000 | 17,660 | ||||||
|
| |||||||
| Total Gas Utilities |
| 105,848 | ||||||
| Health Care Equipment & Supplies – 0.1% |
| |||||||
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd. Class A | 3,900 | 11,377 | ||||||
Shandong Weigao Group Medical Polymer Co., Ltd. Class H | 11,836 | 14,188 | ||||||
|
| |||||||
| Total Health Care Equipment & Supplies |
| 25,565 | ||||||
| Health Care Providers & Services – 0.7% |
| |||||||
China National Accord Medicines Corp., Ltd. Class A | 700 | 4,558 | ||||||
China Reform Health Management and Services Group Co., Ltd. Class A* | 2,900 | 7,128 | ||||||
Huadong Medicine Co., Ltd. Class A | 4,600 | 16,100 | ||||||
Jointown Pharmaceutical Group Co., Ltd. Class A | 3,900 | 7,922 | ||||||
Meinian Onehealth Healthcare Holdings Co., Ltd. Class A | 11,616 | 24,831 | ||||||
Shanghai Pharmaceuticals Holding Co., Ltd. Class A | 6,500 | 17,142 | ||||||
Shanghai Pharmaceuticals Holding Co., Ltd. Class H | 4,660 | 9,067 | ||||||
Sinopharm Group Co., Ltd. Class H | 7,504 | 27,399 | ||||||
Topchoice Medical Corp. Class A* | 1,100 | 16,191 | ||||||
|
| |||||||
| Total Health Care Providers & Services |
| 130,338 | ||||||
| Health Care Technology – 0.0% |
| |||||||
Ping An Healthcare and Technology Co., Ltd.*(b) | 885 | 6,457 | ||||||
| Hotels, Restaurants & Leisure – 1.1% |
| |||||||
China International Travel Service Corp., Ltd. Class A | 5,100 | 65,126 | ||||||
Haidilao International Holding Ltd.(a)(b) | 4,334 | 17,410 | ||||||
Huazhu Group Ltd. ADR | 718 | 28,770 | ||||||
Yum China Holdings, Inc. | 2,109 | 101,253 | ||||||
|
| |||||||
| Total Hotels, Restaurants & Leisure |
| 212,559 | ||||||
| Household Durables – 2.6% |
| |||||||
Gree Electric Appliances, Inc. of Zhuhai Class A | 24,300 | 228,777 | ||||||
Haier Smart Home Co., Ltd. Class A | 21,400 | 59,908 | ||||||
Midea Group Co., Ltd. Class A | 26,351 | 220,358 | ||||||
|
| |||||||
| Total Household Durables |
| 509,043 | ||||||
| Independent Power & Renewable Electricity Producers – 1.8% |
| |||||||
CGN Power Co., Ltd. Class H(b) | 65,000 | 17,352 | ||||||
China National Nuclear Power Co., Ltd. Class A | 26,300 | 18,878 | ||||||
China Resources Power Holdings Co., Ltd. | 10,104 | 14,186 | ||||||
China Yangtze Power Co., Ltd. Class A | 51,700 | 136,418 | ||||||
Datang International Power Generation Co., Ltd. Class A | 12,100 | 4,256 | ||||||
See Notes to Financial Statements.
| 66 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree ICBCCS S&P China 500 Fund(WCHN)
December 31, 2019
| Investments | Shares | Value | ||||||
GD Power Development Co., Ltd. Class A | 66,700 | $ | 22,407 | |||||
Huadian Power International Corp., Ltd. Class A | 17,100 | 9,009 | ||||||
Huaneng Power International, Inc. Class A | 24,070 | 19,282 | ||||||
Huaneng Power International, Inc. Class H | 26,000 | 13,147 | ||||||
Hubei Energy Group Co., Ltd. Class A | 11,900 | 7,124 | ||||||
SDIC Power Holdings Co., Ltd. Class A | 20,100 | 26,490 | ||||||
Shanghai Electric Power Co., Ltd. Class A | 5,200 | 6,009 | ||||||
Shenergy Co., Ltd. Class A | 14,300 | 11,927 | ||||||
Shenzhen Energy Group Co., Ltd. Class A | 6,500 | 5,795 | ||||||
Sichuan Chuantou Energy Co., Ltd. Class A | 13,400 | 18,949 | ||||||
Zhejiang Zheneng Electric Power Co., Ltd. Class A | 18,500 | 10,517 | ||||||
|
| |||||||
| Total Independent Power & Renewable Electricity Producers |
| 341,746 | ||||||
| Industrial Conglomerates – 0.2% |
| |||||||
China Baoan Group Co., Ltd. Class A | 14,000 | 12,441 | ||||||
CITIC Ltd. | 13,308 | 17,797 | ||||||
Shanghai Industrial Holdings Ltd. | 613 | 1,180 | ||||||
|
| |||||||
| Total Industrial Conglomerates |
| 31,418 | ||||||
| Insurance – 6.7% |
| |||||||
China Life Insurance Co., Ltd. Class A | 8,800 | 44,052 | ||||||
China Life Insurance Co., Ltd. Class H | 42,158 | 117,139 | ||||||
China Pacific Insurance Group Co., Ltd. Class A | 15,166 | 82,387 | ||||||
China Pacific Insurance Group Co., Ltd. Class H | 14,938 | 58,856 | ||||||
People’s Insurance Co. Group of China Ltd. (The) Class A | 5,700 | 6,211 | ||||||
People’s Insurance Co. Group of China Ltd. (The) Class H | 40,734 | 16,938 | ||||||
Ping An Insurance Group Co. of China Ltd. Class A | 51,000 | 625,703 | ||||||
Ping An Insurance Group Co. of China Ltd. Class H | 29,493 | 348,611 | ||||||
|
| |||||||
| Total Insurance |
| 1,299,897 | ||||||
| Interactive Media & Services – 8.9% |
| |||||||
Baidu, Inc. ADR* | 1,548 | 195,667 | ||||||
Tencent Holdings Ltd. | 31,376 | 1,512,465 | ||||||
|
| |||||||
| Total Interactive Media & Services |
| 1,708,132 | ||||||
| Internet & Direct Marketing Retail – 12.5% |
| |||||||
Alibaba Group Holding Ltd. ADR* | 8,619 | 1,828,090 | ||||||
JD.com, Inc. ADR* | 4,887 | 172,169 | ||||||
Meituan Dianping Class B* | 19,580 | 256,064 | ||||||
Pinduoduo, Inc. ADR* | 1,970 | 74,506 | ||||||
Trip.com Group Ltd. ADR* | 2,252 | 75,532 | ||||||
|
| |||||||
| Total Internet & Direct Marketing Retail |
| 2,406,361 | ||||||
| IT Services – 0.3% |
| |||||||
China TransInfo Technology Co., Ltd. Class A | 3,300 | 8,546 | ||||||
DHC Software Co., Ltd. Class A | 11,900 | 17,630 | ||||||
GDS Holdings Ltd. ADR*(a) | 339 | 17,486 | ||||||
TravelSky Technology Ltd. Class H | 5,051 | 12,330 | ||||||
|
| |||||||
| Total IT Services |
| 55,992 | ||||||
| Life Sciences Tools & Services – 0.4% |
| |||||||
Genscript Biotech Corp.* | 4,691 | 10,656 | ||||||
WuXi AppTec Co., Ltd. Class A | 2,300 | 30,417 | ||||||
WuXi AppTec Co., Ltd. Class H(b) | 800 | 9,923 | ||||||
Wuxi Biologics Cayman, Inc.*(b) | 2,525 | 31,969 | ||||||
|
| |||||||
| Total Life Sciences Tools & Services |
| 82,965 | ||||||
| Machinery – 2.6% |
| |||||||
China Conch Venture Holdings Ltd. | 8,500 | 37,090 | ||||||
China CSSC Holdings Ltd. Class A | 3,900 | 12,183 | ||||||
China First Heavy Industries Class A* | 15,900 | 6,642 | ||||||
China International Marine Containers Group Co., Ltd. Class A | 6,700 | 9,445 | ||||||
China Shipbuilding Industry Co., Ltd. Class A | 60,400 | 45,436 | ||||||
CITIC Heavy Industries Co., Ltd. Class A | 9,700 | 5,180 | ||||||
CRRC Corp., Ltd. Class A | 50,700 | 51,969 | ||||||
CRRC Corp., Ltd. Class H | 26,000 | 18,953 | ||||||
Fujian Longking Co., Ltd. Class A | 5,200 | 7,279 | ||||||
Haitian International Holdings Ltd. | 1,225 | 2,968 | ||||||
Han’s Laser Technology Industry Group Co., Ltd. Class A | 4,000 | 22,970 | ||||||
Inner Mongolia First Machinery Group Co., Ltd. Class A | 3,900 | 5,952 | ||||||
Jiangsu Hengli Hydraulic Co., Ltd. Class A | 1,400 | 9,999 | ||||||
North Navigation Control Technology Co., Ltd. Class A* | 4,200 | 5,017 | ||||||
Sany Heavy Industry Co., Ltd. Class A | 30,300 | 74,166 | ||||||
Shanghai Mechanical and Electrical Industry Co., Ltd. Class A | 1,600 | 3,806 | ||||||
Shanghai Zhenhua Heavy Industries Co., Ltd. Class A | 10,880 | 5,670 | ||||||
Sinotruk Hong Kong Ltd. | 3,186 | 6,796 | ||||||
Tian Di Science & Technology Co., Ltd. Class A | 7,800 | 3,572 | ||||||
Weichai Power Co., Ltd. Class A | 23,000 | 52,434 | ||||||
Weichai Power Co., Ltd. Class H | 13,000 | 27,429 | ||||||
XCMG Construction Machinery Co., Ltd. Class A | 25,100 | 19,710 | ||||||
Yangzijiang Shipbuilding Holdings Ltd. | 14,300 | 11,911 | ||||||
Zhejiang Sanhua Intelligent Controls Co., Ltd. Class A | 6,700 | 16,669 | ||||||
Zhengzhou Yutong Bus Co., Ltd. Class A | 6,900 | 14,116 | ||||||
Zoomlion Heavy Industry Science and Technology Co., Ltd. Class A | 31,200 | 29,920 | ||||||
|
| |||||||
| Total Machinery |
| 507,282 | ||||||
| Marine – 0.1% |
| |||||||
COSCO Shipping Development Co., Ltd. Class A | 14,100 | 5,243 | ||||||
COSCO Shipping Holdings Co., Ltd. Class A* | 16,300 | 12,332 | ||||||
COSCO Shipping Holdings Co., Ltd. Class H* | 13,000 | 5,272 | ||||||
|
| |||||||
| Total Marine |
| 22,847 | ||||||
| Media – 0.3% |
| |||||||
Focus Media Information Technology Co., Ltd. Class A | 58,320 | 52,411 | ||||||
| Metals & Mining – 2.9% |
| |||||||
Aluminum Corp. of China Ltd. Class A* | 37,100 | 18,854 | ||||||
Aluminum Corp. of China Ltd. Class H* | 26,000 | 8,909 | ||||||
Angang Steel Co., Ltd. Class A | 8,740 | 4,203 | ||||||
Angang Steel Co., Ltd. Class H(a) | 3,184 | 1,324 | ||||||
Baoshan Iron & Steel Co., Ltd. Class A | 47,160 | 38,862 | ||||||
Beijing Shougang Co., Ltd. Class A* | 6,500 | 3,294 | ||||||
Chengtun Mining Group Co., Ltd. Class A | 8,000 | 6,075 | ||||||
China Molybdenum Co., Ltd. Class A | 39,500 | 24,724 | ||||||
China Molybdenum Co., Ltd. Class H(a) | 33,484 | 14,353 | ||||||
China Northern Rare Earth Group High-Tech Co., Ltd. Class A | 14,300 | 22,254 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 67 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree ICBCCS S&P China 500 Fund(WCHN)
December 31, 2019
| Investments | Shares | Value | ||||||
Chongqing Iron & Steel Co., Ltd. Class A* | 38,600 | $ | 10,252 | |||||
Ganfeng Lithium Co., Ltd. Class A | 5,000 | 25,001 | ||||||
Gansu Jiu Steel Group Hongxing Iron & Steel Co., Ltd. Class A* | 16,200 | 4,791 | ||||||
GEM Co., Ltd. Class A | 20,100 | 14,053 | ||||||
Guangdong HEC Technology Holding Co., Ltd. Class A | 7,800 | 11,466 | ||||||
Hesteel Co., Ltd. Class A | 29,000 | 10,741 | ||||||
Hunan Valin Steel Co., Ltd. Class A* | 7,480 | 5,133 | ||||||
Inner Mongolia BaoTou Steel Union Co., Ltd. Class A | 124,200 | 23,536 | ||||||
Jiangxi Copper Co., Ltd. Class A | 5,600 | 13,611 | ||||||
Jiangxi Copper Co., Ltd. Class H | 13,000 | 17,885 | ||||||
Jinduicheng Molybdenum Co., Ltd. Class A | 5,200 | 5,980 | ||||||
Maanshan Iron & Steel Co., Ltd. Class A | 14,500 | 6,391 | ||||||
MMG Ltd.* | 4,904 | 1,473 | ||||||
Nanjing Iron & Steel Co., Ltd. Class A | 12,300 | 6,092 | ||||||
Pangang Group Vanadium Titanium & Resources Co., Ltd. Class A* | 35,500 | 14,882 | ||||||
SGIS Songshan Co., Ltd. Class A* | 5,500 | 3,743 | ||||||
Shandong Gold Mining Co., Ltd. Class A | 5,500 | 25,756 | ||||||
Shandong Iron and Steel Co., Ltd. Class A* | 26,100 | 5,358 | ||||||
Shandong Nanshan Aluminum Co., Ltd. Class A | 31,500 | 10,129 | ||||||
Shanxi Taigang Stainless Steel Co., Ltd. Class A | 10,000 | 5,872 | ||||||
Shenghe Resources Holding Co., Ltd. Class A | 4,220 | 5,495 | ||||||
Shenzhen Zhongjin Lingnan Nonfemet Co., Ltd. Class A | 14,350 | 8,858 | ||||||
Tongling Nonferrous Metals Group Co., Ltd. Class A | 36,800 | 12,309 | ||||||
Western Mining Co., Ltd. Class A* | 10,800 | 10,264 | ||||||
Xiamen Tungsten Co., Ltd. Class A | 4,060 | 7,600 | ||||||
Xinxing Ductile Iron Pipes Co., Ltd. Class A | 13,000 | 7,782 | ||||||
Xinyu Iron & Steel Co., Ltd. Class A | 6,900 | 5,082 | ||||||
Yintai Gold Co., Ltd. Class A | 3,820 | 7,464 | ||||||
Yunnan Aluminium Co., Ltd. Class A* | 5,500 | 4,058 | ||||||
Yunnan Chihong Zinc & Germanium Co., Ltd. Class A | 13,700 | 8,615 | ||||||
Yunnan Copper Co., Ltd. Class A* | 4,500 | 8,825 | ||||||
Yunnan Tin Co., Ltd. Class A* | 4,200 | 6,295 | ||||||
Zhejiang Huayou Cobalt Co., Ltd. Class A | 2,612 | 14,770 | ||||||
Zhongjin Gold Corp., Ltd. Class A | 10,800 | 13,148 | ||||||
Zijin Mining Group Co., Ltd. Class A | 75,400 | 49,684 | ||||||
Zijin Mining Group Co., Ltd. Class H | 32,775 | 16,321 | ||||||
|
| |||||||
| Total Metals & Mining |
| 551,567 | ||||||
| Oil, Gas & Consumable Fuels – 2.5% |
| |||||||
China Coal Energy Co., Ltd. Class A | 9,500 | 6,846 | ||||||
China Coal Energy Co., Ltd. Class H | 13,000 | 5,155 | ||||||
China Petroleum & Chemical Corp. Class A | 61,000 | 44,749 | ||||||
China Petroleum & Chemical Corp. Class H | 140,618 | 84,640 | ||||||
China Shenhua Energy Co., Ltd. Class A | 13,000 | 34,060 | ||||||
China Shenhua Energy Co., Ltd. Class H | 18,702 | 39,076 | ||||||
CNOOC Ltd. | 93,139 | 154,917 | ||||||
PetroChina Co., Ltd. Class A | 77,000 | 64,446 | ||||||
PetroChina Co., Ltd. Class H | 116,618 | 58,520 | ||||||
|
| |||||||
| Total Oil, Gas & Consumable Fuels |
| 492,409 | ||||||
| Paper & Forest Products – 0.2% |
| |||||||
Lee & Man Paper Manufacturing Ltd. | 13,000 | 9,844 | ||||||
Nine Dragons Paper Holdings Ltd. | 13,000 | 13,514 | ||||||
Shandong Chenming Paper Holdings Ltd. Class A | 7,800 | 5,700 | ||||||
Shandong Sun Paper Industry JSC Ltd. Class A | 6,500 | 9,182 | ||||||
Shanying International Holding Co., Ltd. Class A* | 14,300 | 7,739 | ||||||
|
| |||||||
| Total Paper & Forest Products |
| 45,979 | ||||||
| Personal Products – 0.2% |
| |||||||
Hengan International Group Co., Ltd. | 4,587 | 32,673 | ||||||
| Pharmaceuticals – 3.7% |
| |||||||
Asymchem Laboratories Tianjin Co., Ltd. Class A | 600 | 11,155 | ||||||
Beijing Tongrentang Co., Ltd. Class A | 4,500 | 18,205 | ||||||
Changchun High & New Technology Industry Group, Inc. Class A | 700 | 44,920 | ||||||
China Medical System Holdings Ltd. | 8,000 | 11,520 | ||||||
China Resources Pharmaceutical Group Ltd.(b) | 13,000 | 12,063 | ||||||
China Resources Sanjiu Medical & Pharmaceutical Co., Ltd. Class A | 1,600 | 7,277 | ||||||
CSPC Pharmaceutical Group Ltd. | 26,000 | 61,998 | ||||||
Dong-E-E-Jiao Co., Ltd. Class A | 3,800 | 19,295 | ||||||
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd. Class A | 2,800 | 14,314 | ||||||
Hansoh Pharmaceutical Group Co., Ltd.*(b) | 4,000 | 13,296 | ||||||
Hubei Jumpcan Pharmaceutical Co., Ltd. Class A | 1,300 | 4,513 | ||||||
Humanwell Healthcare Group Co., Ltd. Class A* | 5,500 | 10,667 | ||||||
Jiangsu Hengrui Medicine Co., Ltd. Class A | 15,084 | 189,522 | ||||||
Jilin Aodong Pharmaceutical Group Co., Ltd. Class A | 5,600 | 13,289 | ||||||
Livzon Pharmaceutical Group, Inc. Class A | 2,581 | 12,487 | ||||||
Shandong Buchang Pharmaceuticals Co., Ltd. Class A | 3,300 | 9,769 | ||||||
Shanghai Fosun Pharmaceutical Group Co., Ltd. Class A | 6,500 | 24,822 | ||||||
Shanghai Fosun Pharmaceutical Group Co., Ltd. Class H(a) | 1,225 | 3,694 | ||||||
Shenzhen Hepalink Pharmaceutical Group Co., Ltd. Class A | 2,000 | 5,602 | ||||||
Shenzhen Salubris Pharmaceuticals Co., Ltd. Class A | 2,600 | 7,443 | ||||||
Sichuan Kelun Pharmaceutical Co., Ltd. Class A | 3,900 | 13,152 | ||||||
Sino Biopharmaceutical Ltd. | 37,624 | 52,632 | ||||||
Tasly Pharmaceutical Group Co., Ltd. Class A | 5,780 | 12,795 | ||||||
Tonghua Dongbao Pharmaceutical Co., Ltd. Class A | 8,380 | 15,218 | ||||||
Yifan Pharmaceutical Co., Ltd. Class A | 3,900 | 9,098 | ||||||
Yunnan Baiyao Group Co., Ltd. Class A | 2,600 | 33,380 | ||||||
Zhangzhou Pientzehuang Pharmaceutical Co., Ltd. Class A | 1,900 | 29,969 | ||||||
Zhejiang Conba Pharmaceutical Co., Ltd. Class A | 11,700 | 10,330 | ||||||
Zhejiang Huahai Pharmaceutical Co., Ltd. Class A* | 5,840 | 14,471 | ||||||
Zhejiang NHU Co., Ltd. Class A | 6,420 | 21,438 | ||||||
|
| |||||||
| Total Pharmaceuticals |
| 708,334 | ||||||
| Professional Services – 0.1% |
| |||||||
51job, Inc. ADR*(a) | 143 | 12,141 | ||||||
| Real Estate Management & Development – 5.3% |
| |||||||
Agile Group Holdings Ltd. | 8,878 | 13,354 | ||||||
Beijing Capital Development Co., Ltd. Class A | 4,300 | 4,920 | ||||||
See Notes to Financial Statements.
| 68 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree ICBCCS S&P China 500 Fund(WCHN)
December 31, 2019
| Investments | Shares | Value | ||||||
China Evergrande Group*(a) | 17,544 | $ | 48,634 | |||||
China Fortune Land Development Co., Ltd. Class A | 8,900 | 36,670 | ||||||
China Jinmao Holdings Group Ltd. | 25,071 | 19,531 | ||||||
China Merchants Shekou Industrial Zone Holdings Co., Ltd. Class A | 16,100 | 45,926 | ||||||
China Overseas Land & Investment Ltd. | 21,043 | 81,965 | ||||||
China Resources Land Ltd. | 14,929 | 74,340 | ||||||
China Vanke Co., Ltd. Class A | 30,300 | 139,979 | ||||||
China Vanke Co., Ltd. Class H | 8,046 | 34,335 | ||||||
CIFI Holdings Group Co., Ltd. | 13,970 | 11,815 | ||||||
Country Garden Holdings Co., Ltd. | 40,838 | 65,410 | ||||||
Financial Street Holdings Co., Ltd. Class A | 13,400 | 15,621 | ||||||
Gemdale Corp. Class A | 20,100 | 41,841 | ||||||
Greenland Holdings Corp., Ltd. Class A | 20,100 | 20,055 | ||||||
Jinke Properties Group Co., Ltd. Class A | 14,600 | 16,097 | ||||||
Logan Property Holdings Co., Ltd. | 7,651 | 12,844 | ||||||
Longfor Group Holdings Ltd.(b) | 8,542 | 40,014 | ||||||
Oceanwide Holdings Co., Ltd. Class A | 3,300 | 2,156 | ||||||
Poly Developments and Holdings Group Co., Ltd. Class A | 41,400 | 96,164 | ||||||
RiseSun Real Estate Development Co., Ltd. Class A | 10,400 | 14,676 | ||||||
Seazen Group Ltd.*(a) | 8,666 | 10,544 | ||||||
Seazen Holdings Co., Ltd. Class A | 4,100 | 22,790 | ||||||
Shanghai Lingang Holdings Corp., Ltd. Class A | 1,500 | 5,287 | ||||||
Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. Class A | 3,460 | 6,711 | ||||||
Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. Class B | 1,720 | 1,663 | ||||||
Shimao Property Holdings Ltd. | 6,500 | 25,193 | ||||||
Sunac China Holdings Ltd. | 13,000 | 77,665 | ||||||
Xinhu Zhongbao Co., Ltd. Class A | 26,400 | 14,326 | ||||||
Youngor Group Co., Ltd. Class A | 21,800 | 21,813 | ||||||
Zhejiang China Commodities City Group Co., Ltd. Class A | 15,600 | 8,667 | ||||||
|
| |||||||
| Total Real Estate Management & Development |
| 1,031,006 | ||||||
| Road & Rail – 0.3% |
| |||||||
China High Speed Railway Technology Co., Ltd. Class A | 10,400 | 5,420 | ||||||
Daqin Railway Co., Ltd. Class A | 36,300 | 42,784 | ||||||
Guangshen Railway Co., Ltd. Class A | 19,500 | 8,566 | ||||||
|
| |||||||
| Total Road & Rail |
| 56,770 | ||||||
| Semiconductors & Semiconductor Equipment – 1.2% |
| |||||||
GCL System Integration Technology Co., Ltd. Class A* | 10,500 | 8,909 | ||||||
Gigadevice Semiconductor Beijing, Inc. Class A | 600 | 17,648 | ||||||
Hangzhou Silan Microelectronics Co., Ltd. Class A | 3,900 | 8,661 | ||||||
JCET Group Co., Ltd. Class A* | 5,000 | 15,777 | ||||||
LONGi Green Energy Technology Co., Ltd. Class A | 13,780 | 49,120 | ||||||
Sanan Optoelectronics Co., Ltd. Class A | 13,600 | 35,847 | ||||||
Semiconductor Manufacturing International Corp.*(a) | 17,540 | 26,878 | ||||||
Shenzhen Goodix Technology Co., Ltd. Class A | 800 | 23,693 | ||||||
Tianjin Zhonghuan Semiconductor Co., Ltd. Class A | 9,100 | 15,429 | ||||||
Will Semiconductor Ltd. Class A | 700 | 14,411 | ||||||
Xinyi Solar Holdings Ltd. | 15,600 | 11,072 | ||||||
|
| |||||||
| Total Semiconductors & Semiconductor Equipment |
| 227,445 | ||||||
| Software – 1.1% |
| |||||||
360 Security Technology, Inc. Class A | 2,200 | 7,425 | ||||||
Aisino Corp. Class A | 6,500 | 21,621 | ||||||
Beijing Shiji Information Technology Co., Ltd. Class A | 1,600 | 8,958 | ||||||
China National Software & Service Co., Ltd. Class A | 1,500 | 15,438 | ||||||
Glodon Co., Ltd. Class A | 3,200 | 15,610 | ||||||
Hundsun Technologies, Inc. Class A | 3,300 | 36,825 | ||||||
Iflytek Co., Ltd. Class A | 8,500 | 42,075 | ||||||
Kingdee International Software Group Co., Ltd. | 9,340 | 9,338 | ||||||
Kingsoft Corp., Ltd.*(a) | 5,200 | 13,481 | ||||||
Shanghai 2345 Network Holding Group Co., Ltd. Class A | 17,300 | 8,022 | ||||||
Venustech Group, Inc. Class A | 2,700 | 13,101 | ||||||
Yonyou Network Technology Co., Ltd. Class A | 7,640 | 31,149 | ||||||
|
| |||||||
| Total Software |
| 223,043 | ||||||
| Specialty Retail – 0.1% |
| |||||||
Suning.com Co., Ltd. Class A | 19,400 | 28,157 | ||||||
| Technology Hardware, Storage & Peripherals – 1.1% |
| |||||||
China Greatwall Technology Group Co., Ltd. Class A | 9,800 | 21,891 | ||||||
Dawning Information Industry Co., Ltd. Class A | 3,660 | 18,170 | ||||||
Inspur Electronic Information Industry Co., Ltd. Class A | 4,200 | 18,149 | ||||||
Lenovo Group Ltd. | 30,904 | 20,743 | ||||||
Ninestar Corp. Class A | 2,200 | 10,397 | ||||||
Tsinghua Tongfang Co., Ltd. Class A* | 13,000 | 16,367 | ||||||
Xiaomi Corp. Class B*(a)(b) | 76,266 | 105,515 | ||||||
|
| |||||||
| Total Technology Hardware, Storage & Peripherals |
| 211,232 | ||||||
| Textiles, Apparel & Luxury Goods – 0.6% |
| |||||||
ANTA Sports Products Ltd. | 5,624 | 50,345 | ||||||
Shenzhou International Group Holdings Ltd. | 3,954 | 57,799 | ||||||
|
| |||||||
| Total Textiles, Apparel & Luxury Goods |
| 108,144 | ||||||
| Trading Companies & Distributors – 0.2% |
| |||||||
China Meheco Co., Ltd. Class A | 3,700 | 6,932 | ||||||
Orient Group, Inc. Class A* | 13,700 | 6,608 | ||||||
Shanghai Waigaoqiao Free Trade Zone Group Co., Ltd. Class A | 1,400 | 3,491 | ||||||
Sinochem International Corp. Class A | 7,090 | 5,395 | ||||||
Xiamen C & D, Inc. Class A | 9,500 | 12,261 | ||||||
|
| |||||||
| Total Trading Companies & Distributors |
| 34,687 | ||||||
| Transportation Infrastructure – 0.9% |
| |||||||
China Merchants Port Holdings Co., Ltd. | 8,030 | 13,583 | ||||||
COSCO Shipping Ports Ltd. | 4,904 | 4,015 | ||||||
Dalian Port PDA Co., Ltd. Class A | 14,300 | 4,167 | ||||||
Guangzhou Baiyun International Airport Co., Ltd. Class A | 7,100 | 17,786 | ||||||
Jiangsu Expressway Co., Ltd. Class H | 7,651 | 10,487 | ||||||
Ningbo Zhoushan Port Co., Ltd. Class A | 20,800 | 11,347 | ||||||
Shanghai International Airport Co., Ltd. Class A | 5,000 | 56,527 | ||||||
Shanghai International Port Group Co., Ltd. Class A | 32,800 | 27,170 | ||||||
Shenzhen Airport Co., Ltd. Class A | 5,200 | 7,294 | ||||||
Shenzhen International Holdings Ltd. | 6,500 | 14,282 | ||||||
TangShan Port Group Co., Ltd. Class A | 15,030 | 5,610 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 69 |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree ICBCCS S&P China 500 Fund(WCHN)
December 31, 2019
| Investments | Shares | Value | ||||||
Tianjin Port Co., Ltd. Class A | 4,700 | $ | 4,237 | |||||
|
| |||||||
| Total Transportation Infrastructure |
| 176,505 | ||||||
| Water Utilities – 0.3% |
| |||||||
Beijing Enterprises Water Group Ltd.* | 30,553 | 15,449 | ||||||
Guangdong Investment Ltd. | 18,349 | 38,385 | ||||||
|
| |||||||
| Total Water Utilities |
| 53,834 | ||||||
| Wireless Telecommunication Services – 1.3% |
| |||||||
China Mobile Ltd. | 30,565 | 256,938 | ||||||
| TOTAL COMMON STOCKS (Cost: $19,084,202) |
| 19,172,960 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.4% |
| |||||||
| United States – 0.4% |
| |||||||
State Street Navigator Securities Lending | ||||||||
| (Cost: $79,130)(d) | 79,130 | 79,130 | ||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.9% (Cost: $19,163,332) | 19,252,090 | |||||||
Other Assets less Liabilities – 0.1% | 10,531 | �� | ||||||
|
| |||||||
| NET ASSETS – 100.0% | $ | 19,262,621 | ||||||
| * | 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 $0, which represents 0.0% of net assets. |
| (a) | Security, or portion thereof, was on loan at December 31, 2019 (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 annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $338,631 and the total market value of the collateral held by the Fund was $355,028. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $275,898. |
ADR – American Depositary Receipt
See Notes to Financial Statements.
| 70 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Japan Multifactor Fund(JAMF)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 100.0% |
| |||||||
| Japan – 100.0% |
| |||||||
| Air Freight & Logistics – 0.8% |
| |||||||
Maruwa Unyu Kikan Co., Ltd.(a) | 200 | $ | 4,413 | |||||
SG Holdings Co., Ltd. | 300 | 6,791 | ||||||
|
| |||||||
| Total Air Freight & Logistics |
| 11,204 | ||||||
| Airlines – 1.4% |
| |||||||
ANA Holdings, Inc. | 355 | 11,897 | ||||||
Japan Airlines Co., Ltd. | 200 | 6,252 | ||||||
|
| |||||||
| Total Airlines |
| 18,149 | ||||||
| Banks – 3.9% |
| |||||||
Seven Bank Ltd. | 4,700 | 15,483 | ||||||
Shinsei Bank Ltd. | 900 | 13,872 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 400 | 15,963 | ||||||
Suruga Bank Ltd.* | 1,600 | 7,332 | ||||||
|
| |||||||
| Total Banks |
| 52,650 | ||||||
| Beverages – 0.7% |
| |||||||
Asahi Group Holdings Ltd. | 100 | 4,585 | ||||||
Suntory Beverage & Food Ltd. | 100 | 4,182 | ||||||
|
| |||||||
| Total Beverages |
| 8,767 | ||||||
| Building Products – 0.5% |
| |||||||
Bunka Shutter Co., Ltd. | 700 | 6,209 | ||||||
| Capital Markets – 0.6% |
| |||||||
M&A Capital Partners Co., Ltd.* | 200 | 8,153 | ||||||
| Chemicals – 2.5% |
| |||||||
Sanyo Chemical Industries Ltd. | 200 | 9,975 | ||||||
Teijin Ltd. | 800 | 15,054 | ||||||
Tokai Carbon Co., Ltd. | 830 | 8,363 | ||||||
|
| |||||||
| Total Chemicals |
| 33,392 | ||||||
| Commercial Services & Supplies – 2.4% |
| |||||||
Aeon Delight Co., Ltd. | 200 | 7,223 | ||||||
Dai Nippon Printing Co., Ltd. | 300 | 8,171 | ||||||
Relia, Inc. | 400 | 5,109 | ||||||
Sato Holdings Corp. | 200 | 6,312 | ||||||
Sohgo Security Services Co., Ltd. | 100 | 5,448 | ||||||
|
| |||||||
| Total Commercial Services & Supplies |
| 32,263 | ||||||
| Construction & Engineering – 4.4% |
| |||||||
COMSYS Holdings Corp. | 300 | 8,654 | ||||||
Hazama Ando Corp. | 700 | 6,132 | ||||||
Kyowa Exeo Corp. | 300 | 7,638 | ||||||
Mirait Holdings Corp.(a) | 500 | 7,596 | ||||||
Obayashi Corp. | 700 | 7,839 | ||||||
Sanki Engineering Co., Ltd. | 600 | 8,519 | ||||||
Shimizu Corp. | 700 | 7,189 | ||||||
Tokyu Construction Co., Ltd. | 800 | 5,749 | ||||||
|
| |||||||
| Total Construction & Engineering |
| 59,316 | ||||||
| Consumer Finance – 1.6% |
| |||||||
Credit Saison Co., Ltd. | 800 | 13,994 | ||||||
Jaccs Co., Ltd. | 300 | 7,729 | ||||||
|
| |||||||
| Total Consumer Finance |
| 21,723 | ||||||
| Containers & Packaging – 0.9% |
| |||||||
FP Corp. | 200 | 11,944 | ||||||
| Distributors – 0.3% |
| |||||||
Arata Corp. | 100 | 4,168 | ||||||
| Diversified Consumer Services – 0.4% |
| |||||||
Benesse Holdings, Inc. | 200 | 5,289 | ||||||
| Diversified Financial Services – 1.0% |
| |||||||
Fuyo General Lease Co., Ltd. | 200 | 13,563 | ||||||
| Diversified Telecommunication Services – 0.8% |
| |||||||
Nippon Telegraph & Telephone Corp. | 400 | 10,148 | ||||||
| Electric Utilities – 1.2% |
| |||||||
Chubu Electric Power Co., Inc. | 300 | 4,255 | ||||||
Chugoku Electric Power Co., Inc. (The)(a) | 500 | 6,579 | ||||||
Shikoku Electric Power Co., Inc. | 500 | 4,960 | ||||||
|
| |||||||
| Total Electric Utilities |
| 15,794 | ||||||
| Electrical Equipment – 0.9% |
| |||||||
Nissin Electric Co., Ltd. | 400 | 4,991 | ||||||
Nitto Kogyo Corp. | 290 | 6,783 | ||||||
|
| |||||||
| Total Electrical Equipment |
| 11,774 | ||||||
| Electronic Equipment, Instruments & Components – 3.2% |
| |||||||
Amano Corp. | 200 | 6,138 | ||||||
Canon Marketing Japan, Inc.(a) | 200 | 4,674 | ||||||
Daiwabo Holdings Co., Ltd. | 60 | 3,716 | ||||||
Hitachi High-Technologies Corp. | 90 | 6,410 | ||||||
Hosiden Corp. | 300 | 3,826 | ||||||
Nippon Signal Co., Ltd. | 400 | 5,377 | ||||||
Nohmi Bosai Ltd. | 200 | 4,524 | ||||||
Oki Electric Industry Co., Ltd. | 400 | 5,591 | ||||||
Yokowo Co., Ltd. | 100 | 2,986 | ||||||
|
| |||||||
| Total Electronic Equipment, Instruments & Components |
| 43,242 | ||||||
| Entertainment – 4.4% |
| |||||||
Capcom Co., Ltd. | 300 | 8,365 | ||||||
Daiichikosho Co., Ltd. | 200 | 10,545 | ||||||
GungHo Online Entertainment, Inc.(a) | 219 | 4,667 | ||||||
Nexon Co., Ltd.* | 300 | 4,003 | ||||||
Toei Animation Co., Ltd. | 180 | 9,275 | ||||||
Toei Co., Ltd. | 90 | 13,449 | ||||||
Toho Co., Ltd. | 200 | 8,365 | ||||||
|
| |||||||
| Total Entertainment |
| 58,669 | ||||||
| Food & Staples Retailing – 2.8% |
| |||||||
Cocokara fine, Inc. | 100 | 5,834 | ||||||
Matsumotokiyoshi Holdings Co., Ltd. | 100 | 3,897 | ||||||
Seven & I Holdings Co., Ltd. | 200 | 7,367 | ||||||
Sugi Holdings Co., Ltd. | 100 | 5,300 | ||||||
Sundrug Co., Ltd. | 100 | 3,639 | ||||||
Tsuruha Holdings, Inc. | 10 | 1,290 | ||||||
Yaoko Co., Ltd. | 104 | 5,340 | ||||||
Yokohama Reito Co., Ltd. | 500 | 4,601 | ||||||
|
| |||||||
| Total Food & Staples Retailing |
| 37,268 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 71 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Japan Multifactor Fund(JAMF)
December 31, 2019
| Investments | Shares | Value | ||||||
| Food Products – 3.8% |
| |||||||
Calbee, Inc. | 200 | $ | 6,542 | |||||
Kewpie Corp. | 262 | 5,914 | ||||||
Kotobuki Spirits Co., Ltd. | 60 | 4,444 | ||||||
Megmilk Snow Brand Co., Ltd. | 200 | 4,586 | ||||||
MEIJI Holdings Co., Ltd. | 100 | 6,791 | ||||||
Morinaga & Co., Ltd. | 100 | 4,822 | ||||||
Morinaga Milk Industry Co., Ltd. | 100 | 4,095 | ||||||
Nisshin Oillio Group Ltd. (The) | 200 | 6,966 | ||||||
Prima Meat Packers Ltd. | 300 | 7,003 | ||||||
|
| |||||||
| Total Food Products |
| 51,163 | ||||||
| Gas Utilities – 0.5% |
| |||||||
Tokyo Gas Co., Ltd. | 300 | 7,320 | ||||||
| Health Care Equipment & Supplies – 1.4% |
| |||||||
Hoya Corp. | 100 | 9,616 | ||||||
Menicon Co., Ltd. | 100 | 4,214 | ||||||
Olympus Corp. | 300 | 4,663 | ||||||
|
| |||||||
| Total Health Care Equipment & Supplies |
| 18,493 | ||||||
| Health Care Providers & Services – 2.7% |
| |||||||
As One Corp. | 100 | 9,395 | ||||||
BML, Inc. | 200 | 5,788 | ||||||
NichiiGakkan Co., Ltd. | 300 | 4,563 | ||||||
Ship Healthcare Holdings, Inc. | 200 | 9,294 | ||||||
Toho Holdings Co., Ltd. | 300 | 6,700 | ||||||
|
| |||||||
| Total Health Care Providers & Services |
| 35,740 | ||||||
| Hotels, Restaurants & Leisure – 6.4% |
| |||||||
Create Restaurants Holdings, Inc. | 400 | 6,898 | ||||||
Doutor Nichires Holdings Co., Ltd. | 400 | 7,972 | ||||||
Fuji Kyuko Co., Ltd. | 100 | 3,888 | ||||||
Koshidaka Holdings Co., Ltd. | 300 | 4,555 | ||||||
McDonald’s Holdings Co., Japan Ltd. | 200 | 9,643 | ||||||
Ohsho Food Service Corp. | 100 | 5,972 | ||||||
Resorttrust, Inc. | 400 | 6,828 | ||||||
Round One Corp. | 369 | 3,592 | ||||||
Saizeriya Co., Ltd. | 300 | 7,351 | ||||||
Skylark Holdings Co., Ltd. | 400 | 7,858 | ||||||
Sushiro Global Holdings Ltd. | 90 | 7,760 | ||||||
Tokyo Dome Corp. | 700 | 6,995 | ||||||
Zensho Holdings Co., Ltd. | 300 | 6,816 | ||||||
|
| |||||||
| Total Hotels, Restaurants & Leisure |
| 86,128 | ||||||
| Household Durables – 3.6% |
| |||||||
Casio Computer Co., Ltd. | 300 | 6,048 | ||||||
JVCKenwood Corp. | 1,400 | 3,530 | ||||||
Pressance Corp. | 300 | 3,694 | ||||||
Sekisui House Ltd. | 300 | 6,442 | ||||||
Sony Corp. | 90 | 6,129 | ||||||
Starts Corp., Inc. | 300 | 7,688 | ||||||
Sumitomo Forestry Co., Ltd. | 500 | 7,430 | ||||||
Token Corp. | 100 | 6,782 | ||||||
|
| |||||||
| Total Household Durables |
| 47,743 | ||||||
| Household Products – 0.4% |
| |||||||
Lion Corp. | 300 | 5,866 | ||||||
| Industrial Conglomerates – 0.5% |
| |||||||
TOKAI Holdings Corp. | 700 | 7,079 | ||||||
| Insurance – 2.7% |
| |||||||
MS&AD Insurance Group Holdings, Inc. | 600 | 19,936 | ||||||
Sony Financial Holdings, Inc. | 700 | 16,928 | ||||||
|
| |||||||
| Total Insurance |
| 36,864 | ||||||
| Interactive Media & Services – 0.6% |
| |||||||
Dip Corp. | 290 | 8,633 | ||||||
| IT Services – 5.2% |
| |||||||
DTS Corp. | 300 | 7,028 | ||||||
Fujitsu Ltd. | 100 | 9,450 | ||||||
Infocom Corp. | 100 | 2,471 | ||||||
Information Services International-Dentsu Ltd. | 100 | 3,984 | ||||||
NEC Corp. | 100 | 4,159 | ||||||
NEC Networks & System Integration Corp. | 200 | 7,122 | ||||||
Nihon Unisys Ltd. | 100 | 3,152 | ||||||
Nomura Research Institute Ltd. | 360 | 7,745 | ||||||
NS Solutions Corp. | 100 | 3,313 | ||||||
NSD Co., Ltd. | 400 | 6,618 | ||||||
Otsuka Corp. | 100 | 4,026 | ||||||
SCSK Corp. | 100 | 5,217 | ||||||
TIS, Inc. | 100 | 5,917 | ||||||
|
| |||||||
| Total IT Services |
| 70,202 | ||||||
| Leisure Products – 0.4% |
| |||||||
Mizuno Corp. | 200 | 5,085 | ||||||
| Machinery – 1.1% |
| |||||||
Glory Ltd. | 200 | 6,092 | ||||||
METAWATER Co., Ltd. | 200 | 8,042 | ||||||
|
| |||||||
| Total Machinery |
| 14,134 | ||||||
| Media – 0.6% |
| |||||||
SKY Perfect JSAT Holdings, Inc. | 1,700 | 7,587 | ||||||
| Metals & Mining – 2.3% |
| |||||||
Asahi Holdings, Inc. | 600 | 14,940 | ||||||
Tokyo Steel Manufacturing Co., Ltd. | 2,100 | 15,266 | ||||||
|
| |||||||
| Total Metals & Mining |
| 30,206 | ||||||
| Multiline Retail – 0.5% |
| |||||||
Pan Pacific International Holdings Corp.(a) | 400 | 6,666 | ||||||
| Oil, Gas & Consumable Fuels – 0.8% |
| |||||||
Iwatani Corp. | 320 | 10,939 | ||||||
| Personal Products – 1.0% |
| |||||||
Kao Corp. | 100 | 8,305 | ||||||
Noevir Holdings Co., Ltd. | 100 | 5,383 | ||||||
|
| |||||||
| Total Personal Products |
| 13,688 | ||||||
| Pharmaceuticals – 5.8% |
| |||||||
Astellas Pharma, Inc. | 400 | 6,883 | ||||||
Chugai Pharmaceutical Co., Ltd. | 100 | 9,275 | ||||||
JCR Pharmaceuticals Co., Ltd. | 50 | 4,076 | ||||||
See Notes to Financial Statements.
| 72 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree Japan Multifactor Fund(JAMF)
December 31, 2019
| Investments | Shares | Value | ||||||
Kaken Pharmaceutical Co., Ltd. | 100 | $ | 5,558 | |||||
Kyowa Kirin Co., Ltd. | 300 | 7,103 | ||||||
Nippon Shinyaku Co., Ltd. | 90 | 7,843 | ||||||
Ono Pharmaceutical Co., Ltd. | 300 | 6,907 | ||||||
Otsuka Holdings Co., Ltd. | 100 | 4,493 | ||||||
Santen Pharmaceutical Co., Ltd. | 300 | 5,758 | ||||||
Sawai Pharmaceutical Co., Ltd. | 100 | 6,368 | ||||||
Shionogi & Co., Ltd. | 100 | 6,227 | ||||||
Towa Pharmaceutical Co., Ltd. | 300 | 7,856 | ||||||
|
| |||||||
| Total Pharmaceuticals |
| 78,347 | ||||||
| Professional Services – 0.8% |
| |||||||
BayCurrent Consulting, Inc. | 100 | 5,135 | ||||||
Meitec Corp. | 100 | 5,659 | ||||||
|
| |||||||
| Total Professional Services |
| 10,794 | ||||||
| Real Estate Management & Development – 2.5% |
| |||||||
Aeon Mall Co., Ltd. | 300 | 5,350 | ||||||
Keihanshin Building Co., Ltd. | 300 | 3,956 | ||||||
Kenedix, Inc. | 800 | 4,189 | ||||||
Nomura Real Estate Holdings, Inc. | 200 | 4,822 | ||||||
SAMTY Co., Ltd. | 200 | 4,133 | ||||||
Sumitomo Realty & Development Co., Ltd. | 200 | 7,015 | ||||||
Unizo Holdings Co., Ltd. | 100 | 4,711 | ||||||
|
| |||||||
| Total Real Estate Management & Development |
| 34,176 | ||||||
| Road & Rail – 6.2% |
| |||||||
East Japan Railway Co. | 100 | 9,071 | ||||||
Hamakyorex Co., Ltd. | 100 | 3,299 | ||||||
Hitachi Transport System Ltd. | 300 | 8,489 | ||||||
Kyushu Railway Co. | 200 | 6,717 | ||||||
Nikkon Holdings Co., Ltd. | 300 | 7,580 | ||||||
Sakai Moving Service Co., Ltd. | 100 | 6,414 | ||||||
Sankyu, Inc. | 145 | 7,338 | ||||||
Seibu Holdings, Inc. | 500 | 8,258 | ||||||
Seino Holdings Co., Ltd. | 600 | 8,155 | ||||||
Senko Group Holdings Co., Ltd. | 1,100 | 9,444 | ||||||
West Japan Railway Co. | 90 | 7,819 | ||||||
|
| |||||||
| Total Road & Rail |
| 82,584 | ||||||
| Semiconductors & Semiconductor Equipment – 0.7% |
| |||||||
Advantest Corp. | 100 | 5,668 | ||||||
NuFlare Technology, Inc. | 30 | 3,296 | ||||||
|
| |||||||
| Total Semiconductors & Semiconductor Equipment |
| 8,964 | ||||||
| Software – 1.7% |
| |||||||
Broadleaf Co., Ltd. | 800 | 4,910 | ||||||
Computer Engineering & Consulting Ltd. | 100 | 1,896 | ||||||
Justsystems Corp. | 90 | 5,068 | ||||||
Miroku Jyoho Service Co., Ltd. | 100 | 3,027 | ||||||
Oracle Corp. | 30 | 2,747 | ||||||
Trend Micro, Inc. | 100 | 5,153 | ||||||
�� |
| |||||||
| Total Software |
| 22,801 | ||||||
| Specialty Retail – 7.4% |
| |||||||
ABC-Mart, Inc. | 100 | 6,846 | ||||||
Adastria Co., Ltd. | 190 | 4,352 | ||||||
Autobacs Seven Co., Ltd. | 400 | 6,331 | ||||||
DCM Holdings Co., Ltd. | 800 | 7,825 | ||||||
EDION Corp. | 700 | 7,813 | ||||||
Fast Retailing Co., Ltd. | 10 | 5,981 | ||||||
Hikari Tsushin, Inc. | 20 | 5,048 | ||||||
K’s Holdings Corp. | 400 | 5,267 | ||||||
Kohnan Shoji Co., Ltd. | 300 | 7,078 | ||||||
LIXIL VIVA Corp. | 200 | 3,603 | ||||||
Nitori Holdings Co., Ltd. | 30 | 4,755 | ||||||
Nojima Corp. | 300 | 6,305 | ||||||
T-Gaia Corp. | 300 | 7,327 | ||||||
United Arrows Ltd. | 100 | 2,843 | ||||||
World Co., Ltd. | 100 | 2,476 | ||||||
Yamada Denki Co., Ltd. | 1,400 | 7,446 | ||||||
Yellow Hat Ltd. | 400 | 7,207 | ||||||
|
| |||||||
| Total Specialty Retail |
| 98,503 | ||||||
| Technology Hardware, Storage & Peripherals – 2.0% |
| |||||||
Elecom Co., Ltd. | 100 | 4,067 | ||||||
FUJIFILM Holdings Corp. | 100 | 4,812 | ||||||
MCJ Co., Ltd. | 500 | 3,842 | ||||||
Seiko Epson Corp. | 400 | 6,092 | ||||||
Toshiba TEC Corp. | 200 | 8,318 | ||||||
|
| |||||||
| Total Technology Hardware, Storage & Peripherals |
| 27,131 | ||||||
| Textiles, Apparel & Luxury Goods – 0.4% |
| |||||||
Seiko Holdings Corp. | 200 | 5,379 | ||||||
| Trading Companies & Distributors – 1.7% |
| |||||||
Inaba Denki Sangyo Co., Ltd. | 300 | 7,674 | ||||||
ITOCHU Corp. | 400 | 9,329 | ||||||
Kanamoto Co., Ltd. | 200 | 5,192 | ||||||
|
| |||||||
| Total Trading Companies & Distributors |
| 22,195 | ||||||
| Transportation Infrastructure – 0.7% |
| |||||||
Kamigumi Co., Ltd. | 400 | 8,830 | ||||||
| Wireless Telecommunication Services – 0.9% |
| |||||||
KDDI Corp. | 400 | 11,973 | ||||||
| TOTAL COMMON STOCKS (Cost: $1,243,109) |
| 1,338,898 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.6% |
| |||||||
| United States – 0.6% |
| |||||||
State Street Navigator Securities Lending | ||||||||
| (Cost: $7,860)(c) | 7,860 | 7,860 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.6% (Cost: $1,250,969) |
| 1,346,758 | ||||||
Other Assets less Liabilities – (0.6)% |
| (8,510 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 1,338,248 | |||||
| * | Non-income producing security. |
| (a) | Security, or portion thereof, was on loan at December 31, 2019 (See Note 2). |
| (b) | Rate shown represents annualized7-day yield as of December 31, 2019. |
| (c) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $20,758 and the total market value of the collateral held by the Fund was $21,890. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $14,030. |
See Notes to Financial Statements.
| WisdomTree Trust | 73 |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree Japan Multifactor Fund(JAMF)
December 31, 2019
| 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 | 1/16/2020 | 599,953 | USD | 65,599,460 | JPY | $ | – | $ | (3,992 | ) | ||||||||||||||||||
Citibank N.A. | 1/16/2020 | 461,331 | JPY | 4,225 | USD | 22 | – | |||||||||||||||||||||
| $ | 22 | $ | (3,992 | ) | ||||||||||||||||||||||||
| CURRENCY LEGEND | ||
| JPY | Japanese yen | |
| USD | U.S. dollar | |
See Notes to Financial Statements.
| 74 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree U.S. Corporate Bond Fund(WFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
| U.S. CORPORATE BONDS – 98.3% |
| |||||||
| United States – 98.3% |
| |||||||
3M Co. | $ | 27,000 | $ | 26,062 | ||||
ABB Finance USA, Inc. | 63,000 | 64,357 | ||||||
Abbott Laboratories | 22,000 | 28,954 | ||||||
AbbVie, Inc. | 128,000 | 131,344 | ||||||
3.60%, 5/14/25 | 9,000 | 9,515 | ||||||
4.45%, 5/14/46 | 37,000 | 39,699 | ||||||
4.88%, 11/14/48 | 63,000 | 72,904 | ||||||
Aetna, Inc. | 2,000 | 2,034 | ||||||
Albemarle Corp. | 5,000 | 5,362 | ||||||
Alexandria Real Estate Equities, Inc. | 13,000 | 13,980 | ||||||
Altria Group, Inc. | 66,000 | 70,077 | ||||||
2.63%, 9/16/26(a) | 14,000 | 13,864 | ||||||
3.88%, 9/16/46 | 13,000 | 12,024 | ||||||
6.20%, 2/14/59 | 69,000 | 82,340 | ||||||
Amazon.com, Inc. | 9,000 | 10,607 | ||||||
American Express Co. | 10,000 | 10,123 | ||||||
3.63%, 12/5/24 | 27,000 | 28,564 | ||||||
American Express Credit Corp. | 140,000 | 140,707 | ||||||
American Honda Finance Corp. | 57,000 | 56,947 | ||||||
American International Group, Inc. | 27,000 | 32,455 | ||||||
American Water Capital Corp. | 9,000 | 10,072 | ||||||
Amgen, Inc. | 61,000 | 73,975 | ||||||
Analog Devices, Inc. | 65,000 | 65,503 | ||||||
Anthem, Inc. | 23,000 | 23,814 | ||||||
3.65%, 12/1/27 | 19,000 | 20,138 | ||||||
4.10%, 3/1/28 | 48,000 | 52,199 | ||||||
4.63%, 5/15/42 | 115,000 | 130,015 | ||||||
4.65%, 1/15/43 | 40,000 | 45,218 | ||||||
4.55%, 3/1/48 | 25,000 | 28,339 | ||||||
Appalachian Power Co. | 11,000 | 15,644 | ||||||
Apple, Inc. | 50,000 | 56,163 | ||||||
3.75%, 11/13/47 | 42,000 | 46,718 | ||||||
Archer-Daniels-Midland Co. | 4,000 | 4,388 | ||||||
AT&T, Inc. | 9,000 | 9,183 | ||||||
3.60%, 7/15/25 | 99,000 | 104,923 | ||||||
4.35%, 3/1/29 | 85,000 | 94,641 | ||||||
4.50%, 5/15/35 | 89,000 | 99,329 | ||||||
4.50%, 3/9/48 | 111,000 | 122,834 | ||||||
4.55%, 3/9/49 | 173,000 | 192,439 | ||||||
5.30%, 8/15/58 | 120,000 | 147,350 | ||||||
Atmos Energy Corp. | 23,000 | 25,957 | ||||||
AvalonBay Communities, Inc. | 92,000 | 98,835 | ||||||
Avangrid, Inc. | 123,000 | 130,638 | ||||||
AXA Equitable Holdings, Inc. | 75,000 | 81,520 | ||||||
Bank of America Corp. | 62,000 | 66,686 | ||||||
4.20%, 8/26/24 | 58,000 | 62,319 | ||||||
4.45%, 3/3/26 | 47,000 | 51,660 | ||||||
3.25%, 10/21/27 | 45,000 | 46,946 | ||||||
4.18%, 11/25/27, Series L | 75,000 | 81,395 | ||||||
5.00%, 1/21/44 | 53,000 | 69,223 | ||||||
Baxter International, Inc. | 25,000 | 24,970 | ||||||
Berkshire Hathaway Energy Co. | 48,000 | 66,019 | ||||||
Berkshire Hathaway Finance Corp. | 109,000 | 129,245 | ||||||
BGC Partners, Inc. | 108,000 | 115,586 | ||||||
Biogen, Inc. | 43,000 | 52,008 | ||||||
Block Financial LLC | 46,000 | 49,370 | ||||||
Boardwalk Pipelines L.P. | 116,000 | 130,632 | ||||||
Boeing Co. (The) | 44,000 | 46,923 | ||||||
Booking Holdings, Inc. | 27,000 | 28,795 | ||||||
BP Capital Markets America, Inc. | 17,000 | 18,104 | ||||||
3.22%, 4/14/24 | 77,000 | 80,443 | ||||||
3.12%, 5/4/26 | 72,000 | 75,298 | ||||||
Brighthouse Financial, Inc. | 74,000 | 73,894 | ||||||
Bristol-Myers Squibb Co. | 74,000 | 74,421 | ||||||
4.35%, 11/15/47(b) | 11,000 | 13,160 | ||||||
Broadcom Corp. | 17,000 | 17,630 | ||||||
3.88%, 1/15/27 | 21,000 | 21,833 | ||||||
Burlington Northern Santa Fe LLC | 73,000 | 77,550 | ||||||
5.05%, 3/1/41 | 25,000 | 31,040 | ||||||
4.15%, 4/1/45 | 9,000 | 10,233 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 75 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund(WFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
CA, Inc. | $ | 88,000 | $ | 90,063 | ||||
Capital One Financial Corp. | 124,000 | 129,171 | ||||||
3.75%, 7/28/26 | 120,000 | 126,542 | ||||||
3.80%, 1/31/28 | 45,000 | 48,436 | ||||||
Cardinal Health, Inc. | 130,000 | 131,373 | ||||||
3.41%, 6/15/27(a) | 21,000 | 21,499 | ||||||
4.37%, 6/15/47 | 7,000 | 6,968 | ||||||
Chevron Corp. | 41,000 | 41,597 | ||||||
Cigna Corp. | 54,000 | 59,336 | ||||||
4.80%, 7/15/46(b) | 12,000 | 13,984 | ||||||
3.88%, 10/15/47(b) | 68,000 | 69,421 | ||||||
Cimarex Energy Co. | 98,000 | 103,577 | ||||||
Cisco Systems, Inc. | 15,000 | 15,347 | ||||||
5.50%, 1/15/40 | 28,000 | 38,312 | ||||||
Citigroup, Inc. | 171,000 | 172,647 | ||||||
5.50%, 9/13/25 | 134,000 | 153,338 | ||||||
4.30%, 11/20/26 | 90,000 | 98,085 | ||||||
4.45%, 9/29/27 | 134,000 | 147,761 | ||||||
CNA Financial Corp. | 118,000 | 130,252 | ||||||
3.45%, 8/15/27 | 124,000 | 129,366 | ||||||
Comcast Corp. | 35,000 | 36,300 | ||||||
3.38%, 2/15/25 | 9,000 | 9,503 | ||||||
3.15%, 2/15/28 | 4,000 | 4,197 | ||||||
4.25%, 1/15/33 | 103,000 | 119,483 | ||||||
4.60%, 10/15/38 | 133,000 | 158,838 | ||||||
4.65%, 7/15/42 | 46,000 | 55,409 | ||||||
4.00%, 8/15/47 | 39,000 | 43,070 | ||||||
Commonwealth Edison Co. | 7,000 | 7,447 | ||||||
Conagra Brands, Inc. | 37,000 | 45,263 | ||||||
Consolidated Edison Co. of New York, Inc. | 52,000 | 60,559 | ||||||
Constellation Brands, Inc. | 58,000 | 59,340 | ||||||
4.25%, 5/1/23 | 146,000 | 155,283 | ||||||
Corning, Inc. | 103,000 | 128,543 | ||||||
4.38%, 11/15/57 | 71,000 | 72,988 | ||||||
CSX Corp. | 50,000 | 54,612 | ||||||
6.00%, 10/1/36 | 7,000 | 9,130 | ||||||
4.25%, 11/1/66 | 15,000 | 16,076 | ||||||
CVS Health Corp. | 60,000 | 69,119 | ||||||
5.05%, 3/25/48 | 36,000 | 42,729 | ||||||
Darden Restaurants, Inc. | 132,000 | 138,112 | ||||||
Discover Financial Services | 15,000 | 15,691 | ||||||
Dominion Energy South Carolina, Inc. | 8,000 | 10,420 | ||||||
Duke Energy Carolinas LLC | 35,000 | 38,910 | ||||||
3.95%, 3/15/48 | 12,000 | 13,494 | ||||||
Duke Energy Corp. | 32,000 | 32,336 | ||||||
Duke Energy Florida LLC | 54,000 | 62,710 | ||||||
Duke Energy Florida Project Finance LLC | 50,000 | 50,194 | ||||||
DuPont de Nemours, Inc. | 80,000 | 85,647 | ||||||
5.42%, 11/15/48 | 18,000 | 22,240 | ||||||
DXC Technology Co. | 133,000 | 141,375 | ||||||
Eastman Chemical Co. | 10,000 | 10,354 | ||||||
eBay, Inc. | 30,000 | 30,367 | ||||||
3.80%, 3/9/22(a) | 187,000 | 193,375 | ||||||
Enable Midstream Partners L.P. | 12,000 | 11,996 | ||||||
EPR Properties | 53,000 | 53,794 | ||||||
Essex Portfolio L.P. | 65,000 | 68,288 | ||||||
Evergy, Inc. | 30,000 | 29,922 | ||||||
Exelon Corp. | 172,000 | 176,705 | ||||||
4.45%, 4/15/46 | 40,000 | 45,039 | ||||||
Exelon Generation Co. LLC | 34,000 | 38,968 | ||||||
Exxon Mobil Corp. | 125,000 | 129,316 | ||||||
FedEx Corp. | 30,000 | 32,124 | ||||||
4.10%, 4/15/43 | 81,000 | 79,562 | ||||||
4.55%, 4/1/46 | 12,000 | 12,363 | ||||||
Fifth Third Bancorp | 15,000 | 15,196 | ||||||
3.95%, 3/14/28 | 27,000 | 29,719 | ||||||
8.25%, 3/1/38(a) | 50,000 | 76,487 | ||||||
Fiserv, Inc. | 100,000 | 101,872 | ||||||
Florida Power & Light Co. | 11,000 | 12,907 | ||||||
General Dynamics Corp. | 57,000 | 57,644 | ||||||
General Mills, Inc. | 18,000 | 20,081 | ||||||
See Notes to Financial Statements.
| 76 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund(WFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
Gilead Sciences, Inc. | $ | 18,000 | $ | 18,789 | ||||
4.15%, 3/1/47 | 43,000 | 47,980 | ||||||
Hartford Financial Services Group, Inc. (The) | 32,000 | 43,959 | ||||||
Healthcare Trust of America Holdings L.P. | 122,000 | 128,969 | ||||||
Hewlett Packard Enterprise Co. | 178,000 | 188,136 | ||||||
Home Depot, Inc. (The) | 23,000 | 23,009 | ||||||
4.50%, 12/6/48 | 40,000 | 49,482 | ||||||
Honeywell International, Inc. | 51,000 | 52,566 | ||||||
5.70%, 3/15/37 | 4,000 | 5,404 | ||||||
HP, Inc. | 12,000 | 12,362 | ||||||
6.00%, 9/15/41 | 25,000 | 27,769 | ||||||
Humana, Inc. | 53,000 | 54,175 | ||||||
Hyatt Hotels Corp. | 2,000 | 2,050 | ||||||
Intel Corp. | 64,000 | 66,520 | ||||||
Intercontinental Exchange, Inc. | 114,000 | 114,789 | ||||||
International Business Machines Corp. | 100,000 | 107,686 | ||||||
4.00%, 6/20/42 | 24,000 | 26,571 | ||||||
International Paper Co. | 12,000 | 12,874 | ||||||
4.35%, 8/15/48 | 61,000 | 65,062 | ||||||
JPMorgan Chase & Co. | 141,000 | 142,122 | ||||||
4.35%, 8/15/21 | 124,000 | 128,809 | ||||||
2.97%, 1/15/23(a) | 152,000 | 154,941 | ||||||
5.63%, 8/16/43 | 51,000 | 68,404 | ||||||
4.95%, 6/1/45 | 16,000 | 20,395 | ||||||
Kimco Realty Corp. | 21,000 | 21,532 | ||||||
Kroger Co. (The) | 72,000 | 77,174 | ||||||
5.15%, 8/1/43 | 2,000 | 2,299 | ||||||
Laboratory Corp. of America Holdings | 14,000 | 14,324 | ||||||
4.70%, 2/1/45 | 45,000 | 50,746 | ||||||
Lam Research Corp. | 139,000 | 140,531 | ||||||
Las Vegas Sands Corp. | 50,000 | 51,534 | ||||||
Lincoln National Corp. | 73,000 | 77,884 | ||||||
Lockheed Martin Corp. | 20,000 | 23,755 | ||||||
4.70%, 5/15/46 | 112,000 | 142,613 | ||||||
Lowe’s Cos., Inc. | 18,000 | 18,444 | ||||||
4.38%, 9/15/45 | 116,000 | 129,689 | ||||||
4.05%, 5/3/47 | 11,000 | 11,904 | ||||||
4.55%, 4/5/49 | 41,000 | 48,486 | ||||||
Macy’s Retail Holdings, Inc. | 8,000 | 7,980 | ||||||
Magellan Midstream Partners L.P. | 9,000 | 10,555 | ||||||
Marathon Petroleum Corp. | 14,000 | 15,224 | ||||||
3.63%, 9/15/24 | 33,000 | 34,685 | ||||||
6.50%, 3/1/41 | 112,000 | 145,701 | ||||||
Markel Corp. | 28,000 | 32,183 | ||||||
Marriott International, Inc. | 77,000 | 77,388 | ||||||
Marsh & McLennan Cos., Inc. | 14,000 | 14,944 | ||||||
McDonald’s Corp. | 4,000 | 4,059 | ||||||
3.50%, 3/1/27 | 2,000 | 2,138 | ||||||
3.63%, 9/1/49 | 64,000 | 65,396 | ||||||
McKesson Corp. | 248,000 | 261,198 | ||||||
Medtronic, Inc. | 140,000 | 144,037 | ||||||
Merck & Co., Inc. | 71,000 | 76,494 | ||||||
MetLife, Inc. | 132,000 | 161,911 | ||||||
Microsoft Corp. | 45,000 | 53,311 | ||||||
5.30%, 2/8/41 | 93,000 | 127,351 | ||||||
4.25%, 2/6/47 | 35,000 | 43,006 | ||||||
MidAmerican Energy Co. | 119,000 | 128,898 | ||||||
Molson Coors Brewing Co. | 18,000 | 18,239 | ||||||
Morgan Stanley | 129,000 | 130,586 | ||||||
4.88%, 11/1/22 | 148,000 | 158,634 | ||||||
3.88%, 4/29/24, Series F | 33,000 | 35,103 | ||||||
3.70%, 10/23/24 | 98,000 | 104,170 | ||||||
MPLX L.P. | 66,000 | 70,185 | ||||||
4.88%, 6/1/25 | 100,000 | 109,322 | ||||||
4.13%, 3/1/27 | 37,000 | 38,898 | ||||||
National Fuel Gas Co. | 30,000 | 30,987 | ||||||
Newmont Goldcorp Corp. | 136,000 | 139,638 | ||||||
6.25%, 10/1/39 | 53,000 | 70,414 | ||||||
NIKE, Inc. | 39,000 | 41,280 | ||||||
Norfolk Southern Corp. | 9,000 | 10,191 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 77 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund(WFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
Northrop Grumman Corp. | $ | 70,000 | $ | 71,366 | ||||
3.25%, 8/1/23 | 84,000 | 87,627 | ||||||
3.25%, 1/15/28 | 161,000 | 168,173 | ||||||
NVIDIA Corp. | 24,000 | 24,127 | ||||||
NVR, Inc. | 18,000 | 18,761 | ||||||
O’Reilly Automotive, Inc. | 126,000 | 128,895 | ||||||
3.60%, 9/1/27 | 6,000 | 6,410 | ||||||
Occidental Petroleum Corp. | 114,000 | 129,378 | ||||||
4.63%, 6/15/45 | 12,000 | 12,438 | ||||||
4.40%, 8/15/49 | 103,000 | 106,530 | ||||||
Omega Healthcare Investors, Inc. | 22,000 | 23,355 | ||||||
4.50%, 4/1/27 | 34,000 | 36,737 | ||||||
4.75%, 1/15/28 | 5,000 | 5,450 | ||||||
Omnicom Group, Inc. | 51,000 | 52,848 | ||||||
ONE Gas, Inc. | 4,000 | 4,765 | ||||||
Oracle Corp. | 31,000 | 36,322 | ||||||
3.85%, 7/15/36 | 40,000 | 43,925 | ||||||
5.38%, 7/15/40 | 119,000 | 154,932 | ||||||
Owens Corning | 7,000 | 6,657 | ||||||
Parker-Hannifin Corp. | 116,000 | 131,700 | ||||||
PepsiCo, Inc. | 10,000 | 10,219 | ||||||
4.00%, 3/5/42 | 113,000 | 128,852 | ||||||
Pfizer, Inc. | 24,000 | 26,342 | ||||||
4.10%, 9/15/38 | 134,000 | 153,497 | ||||||
Philip Morris International, Inc. | 70,000 | 72,101 | ||||||
2.75%, 2/25/26 | 40,000 | 40,594 | ||||||
3.13%, 8/17/27 | 20,000 | 20,761 | ||||||
4.38%, 11/15/41 | 117,000 | 129,927 | ||||||
Phillips 66 | 32,000 | 33,602 | ||||||
Phillips 66 Partners L.P. | 97,000 | 101,769 | ||||||
Praxair, Inc. | 126,000 | 129,424 | ||||||
Precision Castparts Corp. | 45,000 | 48,900 | ||||||
Public Service Electric & Gas Co. | 12,000 | 13,032 | ||||||
Realty Income Corp. | 22,000 | 23,825 | ||||||
Republic Services, Inc. | 3,000 | 3,123 | ||||||
Reynolds American, Inc. | 10,000 | 10,413 | ||||||
4.45%, 6/12/25 | 122,000 | 131,475 | ||||||
5.70%, 8/15/35 | 93,000 | 108,285 | ||||||
5.85%, 8/15/45 | 140,000 | 160,923 | ||||||
Rockwell Collins, Inc. | 8,000 | 8,504 | ||||||
Roper Technologies, Inc. | 129,000 | 141,501 | ||||||
Santander Holdings USA, Inc. | 73,000 | 75,056 | ||||||
Sherwin-Williams Co. (The) | 7,000 | 7,970 | ||||||
3.80%, 8/15/49 | 28,000 | 28,672 | ||||||
Southern California Edison Co. | 16,000 | 16,874 | ||||||
Southern Co. (The) | 21,000 | 22,676 | ||||||
4.40%, 7/1/46 | 85,000 | 94,414 | ||||||
Starbucks Corp. | 102,000 | 109,996 | ||||||
4.00%, 11/15/28(a) | 12,000 | 13,390 | ||||||
4.50%, 11/15/48 | 40,000 | 46,677 | ||||||
State Street Corp. | 135,000 | 139,394 | ||||||
3.30%, 12/16/24 | 36,000 | 38,003 | ||||||
2.65%, 5/19/26 | 50,000 | 50,936 | ||||||
Synchrony Financial | 12,000 | 12,153 | ||||||
4.38%, 3/19/24 | 110,000 | 117,442 | ||||||
3.95%, 12/1/27 | 40,000 | 42,079 | ||||||
Textron, Inc. | 43,000 | 46,185 | ||||||
Thermo Fisher Scientific, Inc. | 86,000 | 88,483 | ||||||
Truist Financial Corp. | 125,000 | 135,635 | ||||||
TWDC Enterprises 18 Corp. | 100,000 | 105,392 | ||||||
Tyson Foods, Inc. | 89,000 | 95,494 | ||||||
U.S. Bancorp | 50,000 | 51,712 | ||||||
Union Pacific Corp. | 10,000 | 10,616 | ||||||
3.95%, 9/10/28 | 35,000 | 38,706 | ||||||
4.00%, 4/15/47 | 100,000 | 110,146 | ||||||
4.30%, 3/1/49 | 43,000 | 49,762 | ||||||
United Parcel Service, Inc. | 57,000 | 79,503 | ||||||
United Technologies Corp. | 35,000 | 42,037 | ||||||
4.63%, 11/16/48 | 35,000 | 43,925 | ||||||
UnitedHealth Group, Inc. | 75,000 | 76,406 | ||||||
3.75%, 7/15/25 | 118,000 | 127,567 | ||||||
See Notes to Financial Statements.
| 78 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree U.S. Corporate Bond Fund(WFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
3.38%, 4/15/27 | $ | 25,000 | $ | 26,712 | ||||
3.50%, 8/15/39 | 67,000 | 70,511 | ||||||
4.25%, 6/15/48 | 12,000 | 13,970 | ||||||
Valero Energy Corp. | 14,000 | 14,687 | ||||||
6.63%, 6/15/37 | 75,000 | 99,373 | ||||||
Verizon Communications, Inc. | 45,000 | 45,888 | ||||||
5.15%, 9/15/23 | 66,000 | 73,429 | ||||||
3.50%, 11/1/24(a) | 38,000 | 40,322 | ||||||
4.02%, 12/3/29 | 27,000 | 30,123 | ||||||
4.40%, 11/1/34 | 109,000 | 126,545 | ||||||
4.81%, 3/15/39 | 69,000 | 83,437 | ||||||
3.85%, 11/1/42 | 59,000 | 63,884 | ||||||
VF Corp. | 8,000 | 8,171 | ||||||
ViacomCBS, Inc. | 57,000 | 58,588 | ||||||
3.38%, 2/15/28 | 81,000 | 83,093 | ||||||
6.88%, 4/30/36 | 50,000 | 67,042 | ||||||
4.60%, 1/15/45 | 11,000 | 12,216 | ||||||
Virginia Electric & Power Co. | 50,000 | 54,453 | ||||||
4.00%, 1/15/43 | 100,000 | 110,777 | ||||||
Visa, Inc. | 38,000 | 38,159 | ||||||
Walgreens Boots Alliance, Inc. | 102,000 | 103,529 | ||||||
Walmart, Inc. | 42,000 | 48,729 | ||||||
4.05%, 6/29/48 | 8,000 | 9,496 | ||||||
Walt Disney Co. (The) | 26,000 | 35,489 | ||||||
Waste Management, Inc. | 146,000 | 156,489 | ||||||
3.90%, 3/1/35 | 2,000 | 2,208 | ||||||
Wells Fargo & Co. | 126,000 | 130,119 | ||||||
3.45%, 2/13/23, Series M | 44,000 | 45,596 | ||||||
4.13%, 8/15/23 | 54,000 | 57,374 | ||||||
3.55%, 9/29/25 | 84,000 | 89,018 | ||||||
4.30%, 7/22/27 | 45,000 | 49,355 | ||||||
5.61%, 1/15/44 | 56,000 | 73,897 | ||||||
4.75%, 12/7/46 | 14,000 | 16,837 | ||||||
WestRock RKT LLC | 35,000 | 36,560 | ||||||
Weyerhaeuser Co. | 97,000 | 134,227 | ||||||
WRKCo, Inc. | 124,000 | 130,884 | ||||||
Wyeth LLC | 105,000 | 147,967 | ||||||
Xylem, Inc. | 20,000 | 21,858 | ||||||
TOTAL U.S. CORPORATE BONDS (Cost: $20,310,250) |
| 20,572,931 | ||||||
| FOREIGN CORPORATE BONDS – 0.5% |
| |||||||
| Canada – 0.1% |
| |||||||
Barrick North America Finance LLC | 16,000 | 20,407 | ||||||
| Switzerland – 0.1% |
| |||||||
Novartis Capital Corp. | 12,000 | 12,176 | ||||||
| United Kingdom – 0.3% |
| |||||||
GlaxoSmithKline Capital, Inc. | 12,000 | 13,266 | ||||||
6.38%, 5/15/38 | 43,000 | 61,821 | ||||||
|
| |||||||
| Total United Kingdom |
| 75,087 | ||||||
TOTAL FOREIGN CORPORATE BONDS (Cost: $107,832) |
| 107,670 | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 0.1% |
| |||||||
| U.S. Treasury Note – 0.1% |
| |||||||
U.S. Treasury Note | ||||||||
| (Cost: $9,864) | 10,000 | 10,283 | ||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.5% |
| |||||||
| United States – 3.5% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(c) | ||||||||
(Cost: $726,858)(d) | 726,858 | 726,858 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 102.4% (Cost: $21,154,804) |
| 21,417,742 | ||||||
Other Assets less Liabilities – (2.4)% |
| (493,759 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 20,923,983 | |||||
| (a) | Security, or portion thereof, was on loan at December 31, 2019 (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 annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $922,739 and the total market value of the collateral held by the Fund was $951,666. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $224,808. |
See Notes to Financial Statements.
| WisdomTree Trust | 79 |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree U.S. High Yield Corporate Bond Fund(WFHY)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
| U.S. CORPORATE BONDS – 97.0% |
| |||||||
| United States – 97.0% |
| |||||||
Acadia Healthcare Co., Inc. | $ | 150,000 | $ | 152,750 | ||||
ADT Security Corp. (The) | 168,000 | 177,546 | ||||||
4.13%, 6/15/23 | 75,000 | 77,500 | ||||||
4.88%, 7/15/32(a) | 251,000 | 230,926 | ||||||
AECOM | 30,000 | 33,263 | ||||||
5.13%, 3/15/27(b) | 145,000 | 156,288 | ||||||
AES Corp. | 50,000 | 51,750 | ||||||
6.00%, 5/15/26 | 33,000 | 35,206 | ||||||
Allison Transmission, Inc. | 50,000 | 54,866 | ||||||
AMC Networks, Inc. | 50,000 | 51,125 | ||||||
American Axle & Manufacturing, Inc. | 240,000 | 250,400 | ||||||
AmeriGas Partners L.P. | 50,000 | 54,125 | ||||||
5.88%, 8/20/26 | 69,000 | 76,200 | ||||||
5.75%, 5/20/27 | 241,000 | 265,057 | ||||||
Amkor Technology, Inc. | 254,000 | 280,187 | ||||||
Aramark Services, Inc. | 123,000 | 126,479 | ||||||
4.75%, 6/1/26 | 172,000 | 179,279 | ||||||
Arconic, Inc. | 100,000 | 109,071 | ||||||
Asbury Automotive Group, Inc. | 307,000 | 317,618 | ||||||
Ashland LLC | 139,000 | 145,602 | ||||||
B&G Foods, Inc. | 283,000 | 291,607 | ||||||
Ball Corp. | 121,000 | 135,016 | ||||||
Bausch Health Americas, Inc. | 261,000 | 300,267 | ||||||
Beacon Roofing Supply, Inc. | 288,000 | 290,040 | ||||||
Berry Global, Inc. | 100,000 | 102,874 | ||||||
4.50%, 2/15/26(a)(b) | 50,000 | 51,453 | ||||||
Boyd Gaming Corp. | 50,000 | 53,889 | ||||||
Cablevision Systems Corp. | 39,000 | 42,092 | ||||||
California Resources Corp. | 330,000 | 142,725 | ||||||
CBL & Associates L.P. | 165,000 | 99,383 | ||||||
CCO Holdings LLC | 34,000 | 34,772 | ||||||
5.38%, 5/1/25(a) | 50,000 | 51,729 | ||||||
5.13%, 5/1/27(a) | 248,000 | 262,099 | ||||||
5.00%, 2/1/28(a) | 130,000 | 136,652 | ||||||
CDK Global, Inc. | 37,000 | 40,145 | ||||||
4.88%, 6/1/27 | 150,000 | 158,786 | ||||||
CDW LLC | 30,000 | 31,413 | ||||||
Cengage Learning, Inc. | 184,000 | 159,696 | ||||||
Centene Corp. | 126,000 | 128,744 | ||||||
5.38%, 6/1/26(a) | 227,000 | 241,324 | ||||||
CenturyLink, Inc. | 171,000 | 180,072 | ||||||
6.75%, 12/1/23, Series W(b) | 36,000 | 40,260 | ||||||
7.50%, 4/1/24, Series Y(b) | 208,000 | 234,954 | ||||||
5.63%, 4/1/25(b) | 50,000 | 53,232 | ||||||
Change Healthcare Holdings LLC | 228,000 | 234,838 | ||||||
Chemours Co. (The) | 299,000 | 300,769 | ||||||
7.00%, 5/15/25(b) | 135,000 | 136,294 | ||||||
Community Health Systems, Inc. | 128,000 | 132,080 | ||||||
Clear Channel Worldwide Holdings, Inc. | 115,000 | 127,602 | ||||||
Cleveland-Cliffs, Inc. | 234,000 | 231,514 | ||||||
5.88%, 6/1/27(a) | 138,000 | 132,735 | ||||||
Cloud Crane LLC | 159,000 | 167,282 | ||||||
CommScope Technologies LLC | 199,000 | 199,722 | ||||||
5.00%, 3/15/27(a)(b) | 119,000 | 112,160 | ||||||
CommScope, Inc. | 142,000 | 144,131 | ||||||
8.25%, 3/1/27(a) | 127,000 | 133,902 | ||||||
Community Health Systems, Inc. | 443,000 | 450,752 | ||||||
Consolidated Communications, Inc. | 332,000 | 301,290 | ||||||
Coty, Inc. | 86,000 | 90,732 | ||||||
Crestwood Midstream Partners L.P. | 140,000 | 143,499 | ||||||
Crown Americas LLC | 50,000 | 52,955 | ||||||
CSC Holdings LLC | 198,000 | 213,758 | ||||||
5.50%, 4/15/27(a) | 200,000 | 215,140 | ||||||
5.38%, 2/1/28(a) | 200,000 | 213,714 | ||||||
DaVita, Inc. | 123,000 | 126,331 | ||||||
5.00%, 5/1/25 | 236,000 | 243,277 | ||||||
DCP Midstream Operating L.P. | 125,000 | 136,249 | ||||||
See Notes to Financial Statements.
| 80 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund(WFHY)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
Dell International LLC | $ | 50,000 | $ | 52,813 | ||||
Denbury Resources, Inc. | 211,000 | 204,617 | ||||||
Diamond Offshore Drilling, Inc. | 108,000 | 94,230 | ||||||
4.88%, 11/1/43 | 50,000 | 27,422 | ||||||
Diamond Resorts International, Inc. | 86,000 | 90,336 | ||||||
Diamond Sports Group LLC | 275,000 | 278,692 | ||||||
6.63%, 8/15/27(a)(b) | 225,000 | 219,229 | ||||||
DISH DBS Corp. | 50,000 | 50,372 | ||||||
6.75%, 6/1/21 | 126,000 | 132,838 | ||||||
5.00%, 3/15/23 | 76,000 | 78,154 | ||||||
5.88%, 11/15/24(b) | 153,000 | 156,666 | ||||||
7.75%, 7/1/26(b) | 257,000 | 272,739 | ||||||
DPL, Inc. | 24,000 | 25,270 | ||||||
Eldorado Resorts, Inc. | 175,000 | 184,115 | ||||||
Encompass Health Corp. | 155,000 | 157,067 | ||||||
Energizer Holdings, Inc. | 50,000 | 51,979 | ||||||
7.75%, 1/15/27(a) | 200,000 | 223,880 | ||||||
Envision Healthcare Corp. | 75,000 | 46,714 | ||||||
Equinix, Inc. | 50,000 | 53,156 | ||||||
ESH Hospitality, Inc. | 50,000 | 51,792 | ||||||
Fidelity & Guaranty Life Holdings, Inc. | 50,000 | 53,375 | ||||||
Freeport-McMoRan, Inc. | 276,000 | 281,607 | ||||||
4.55%, 11/14/24 | 106,000 | 112,271 | ||||||
5.40%, 11/14/34 | 50,000 | 52,491 | ||||||
5.45%, 3/15/43 | 100,000 | 103,760 | ||||||
Frontier Communications Corp. | 20,000 | 9,700 | ||||||
6.88%, 1/15/25 | 75,000 | 36,594 | ||||||
11.00%, 9/15/25 | 352,000 | 171,600 | ||||||
8.50%, 4/1/26(a) | 130,000 | 131,865 | ||||||
Gartner, Inc. | 50,000 | 52,167 | ||||||
GLP Capital L.P. | 50,000 | 55,363 | ||||||
Golden Nugget, Inc. | 148,000 | 153,549 | ||||||
8.75%, 10/1/25(a) | 199,000 | 213,301 | ||||||
Goodyear Tire & Rubber Co. (The) | 50,000 | 51,843 | ||||||
Gray Television, Inc. | 166,000 | 172,571 | ||||||
5.88%, 7/15/26(a)(b) | 125,000 | 133,200 | ||||||
7.00%, 5/15/27(a) | 116,000 | 129,120 | ||||||
Griffon Corp. | 50,000 | 50,312 | ||||||
GTT Communications, Inc. | 133,000 | 100,709 | ||||||
Hanesbrands, Inc. | 276,000 | 292,726 | ||||||
HCA, Inc. | 147,000 | 157,605 | ||||||
5.00%, 3/15/24 | 33,000 | 36,109 | ||||||
5.25%, 6/15/26 | 50,000 | 56,089 | ||||||
5.63%, 9/1/28 | 213,000 | 243,129 | ||||||
5.88%, 2/1/29(b) | 261,000 | 302,107 | ||||||
Hilton Worldwide Finance LLC | 40,000 | 41,217 | ||||||
4.88%, 4/1/27(b) | 50,000 | 53,218 | ||||||
Holly Energy Partners L.P. | 50,000 | 52,250 | ||||||
Hologic, Inc. | 104,000 | 107,597 | ||||||
Hughes Satellite Systems Corp. | 172,000 | 189,260 | ||||||
6.63%, 8/1/26(b) | 155,000 | 172,491 | ||||||
Iron Mountain, Inc. | 125,000 | 126,717 | ||||||
4.88%, 9/15/27(a) | 50,000 | 51,741 | ||||||
5.25%, 3/15/28(a) | 100,000 | 104,185 | ||||||
j2 Cloud Services LLC | 150,000 | 159,313 | ||||||
JBS USA LUX S.A. | 100,000 | 103,791 | ||||||
6.75%, 2/15/28(a) | 121,000 | 133,930 | ||||||
Kennedy-Wilson, Inc. | 140,000 | 143,849 | ||||||
KFC Holding Co. | 179,000 | 188,813 | ||||||
Koppers, Inc. | 50,000 | 52,500 | ||||||
L Brands, Inc. | 192,000 | 172,181 | ||||||
6.75%, 7/1/36 | 156,000 | 137,296 | ||||||
Ladder Capital Finance Holdings LLLP | 50,000 | 52,062 | ||||||
Lamar Media Corp. | 50,000 | 51,104 | ||||||
Lamb Weston Holdings, Inc. | 5,000 | 5,317 | ||||||
4.88%, 11/1/26(a) | 127,000 | 134,855 | ||||||
Level 3 Financing, Inc. | 124,000 | 126,376 | ||||||
5.38%, 5/1/25 | 50,000 | 51,854 | ||||||
Lions Gate Capital Holdings LLC | 128,000 | 134,081 | ||||||
5.88%, 11/1/24(a) | 74,000 | 74,586 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 81 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund(WFHY)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
LKQ Corp. | $ | 55,000 | $ | 55,896 | ||||
LPL Holdings, Inc. | 50,000 | 52,437 | ||||||
Mattel, Inc. | 294,000 | 316,604 | ||||||
MDC Partners, Inc. | 224,000 | 203,280 | ||||||
MEDNAX, Inc. | 411,000 | 421,104 | ||||||
Meredith Corp. | 101,000 | 105,297 | ||||||
MGM Growth Properties Operating Partnership L.P. | 128,000 | 135,017 | ||||||
MGM Resorts International | 229,000 | 243,272 | ||||||
MPT Operating Partnership L.P. | 40,000 | 42,351 | ||||||
5.00%, 10/15/27 | 125,000 | 132,816 | ||||||
MSCI, Inc. | 50,000 | 53,991 | ||||||
Nationstar Mortgage LLC | 125,000 | 125,675 | ||||||
Navient Corp. | 42,000 | 44,510 | ||||||
6.13%, 3/25/24(b) | 197,000 | 214,236 | ||||||
5.88%, 10/25/24 | 36,000 | 38,610 | ||||||
6.75%, 6/25/25(b) | 174,000 | 192,531 | ||||||
6.75%, 6/15/26(b) | 187,000 | 205,878 | ||||||
NCR Corp. | 175,000 | 177,078 | ||||||
Nexstar Broadcasting, Inc. | 221,000 | 230,853 | ||||||
NextEra Energy Operating Partners L.P. | 181,000 | 188,617 | ||||||
Nielsen Finance LLC | 290,000 | 291,604 | ||||||
NortonLifeLock, Inc. | 177,000 | 180,943 | ||||||
Novelis Corp. | 50,000 | 52,562 | ||||||
5.88%, 9/30/26(a) | 248,000 | 264,474 | ||||||
NRG Energy, Inc. | 75,000 | 82,076 | ||||||
5.75%, 1/15/28(b) | 60,000 | 65,211 | ||||||
Nuance Communications, Inc. | 50,000 | 53,403 | ||||||
NuStar Logistics L.P. | 123,000 | 126,610 | ||||||
Olin Corp. | 109,000 | 113,886 | ||||||
Owens-Brockway Glass Container, Inc. | 50,000 | 53,479 | ||||||
Par Pharmaceutical, Inc. | 100,000 | 99,752 | ||||||
Party City Holdings, Inc. | 160,000 | 113,172 | ||||||
PBF Holding Co. LLC | 75,000 | 78,031 | ||||||
7.25%, 6/15/25 | 100,000 | 106,958 | ||||||
PBF Logistics L.P. | 175,000 | 180,686 | ||||||
Peabody Energy Corp. | 166,000 | 162,265 | ||||||
6.38%, 3/31/25(a) | 100,000 | 92,250 | ||||||
Penske Automotive Group, Inc. | 173,000 | 181,538 | ||||||
Pilgrim’s Pride Corp. | 173,000 | 179,179 | ||||||
5.88%, 9/30/27(a) | 223,000 | 241,531 | ||||||
Pitney Bowes, Inc. | 46,000 | 46,736 | ||||||
4.63%, 3/15/24(b) | 181,000 | 168,707 | ||||||
Post Holdings, Inc. | 129,000 | 135,396 | ||||||
5.00%, 8/15/26(a) | 41,000 | 43,382 | ||||||
5.75%, 3/1/27(a) | 222,000 | 238,611 | ||||||
5.63%, 1/15/28(a) | 168,000 | 181,331 | ||||||
PQ Corp. | 128,000 | 132,639 | ||||||
PulteGroup, Inc. | 168,000 | 188,130 | ||||||
5.00%, 1/15/27 | 193,000 | 210,625 | ||||||
Rayonier AM Products, Inc. | 200,000 | 151,083 | ||||||
RBS Global, Inc. | 50,000 | 51,750 | ||||||
Realogy Group LLC | 134,000 | 135,641 | ||||||
4.88%, 6/1/23(a)(b) | 164,000 | 161,950 | ||||||
SBA Communications Corp. | 156,000 | 162,305 | ||||||
Scientific Games International, Inc. | 232,000 | 243,310 | ||||||
8.25%, 3/15/26(a) | 127,000 | 140,255 | ||||||
Service Corp. International | 50,000 | 52,241 | ||||||
ServiceMaster Co. LLC (The) | 128,000 | 133,067 | ||||||
Signature Aviation U.S. Holdings, Inc. | 50,000 | 52,747 | ||||||
Sinclair Television Group, Inc. | 71,000 | 73,189 | ||||||
Sirius XM Radio, Inc. | 50,000 | 53,236 | ||||||
Six Flags Entertainment Corp. | 294,000 | 305,270 | ||||||
Spectrum Brands, Inc. | 50,000 | 52,313 | ||||||
Springleaf Finance Corp. | 79,000 | 85,958 | ||||||
See Notes to Financial Statements.
| 82 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree U.S. High Yield Corporate Bond Fund(WFHY)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
5.63%, 3/15/23 | $ | 137,000 | $ | 147,960 | ||||
6.88%, 3/15/25 | 171,000 | 194,938 | ||||||
7.13%, 3/15/26 | 143,000 | 165,605 | ||||||
Steel Dynamics, Inc. | 101,000 | 101,061 | ||||||
Suburban Propane Partners L.P. | 50,000 | 51,500 | ||||||
SunCoke Energy Partners L.P. | 130,000 | 125,341 | ||||||
Sunoco L.P. | 115,000 | 117,925 | ||||||
T-Mobile USA, Inc. | 212,000 | 216,258 | ||||||
6.50%, 1/15/24 | 100,000 | 103,126 | ||||||
6.00%, 4/15/24 | 35,000 | 36,225 | ||||||
5.13%, 4/15/25 | 50,000 | 51,848 | ||||||
4.75%, 2/1/28 | 128,000 | 134,356 | ||||||
Tallgrass Energy Partners L.P. | 35,000 | 35,262 | ||||||
5.50%, 1/15/28(a) | 200,000 | 196,464 | ||||||
Teleflex, Inc. | 75,000 | 79,624 | ||||||
Tenet Healthcare Corp. | 300,000 | 330,238 | ||||||
4.63%, 7/15/24 | 123,000 | 126,178 | ||||||
5.13%, 5/1/25 | 177,000 | 182,752 | ||||||
Tenneco, Inc. | 174,000 | 160,519 | ||||||
TransDigm, Inc. | 176,000 | 181,885 | ||||||
6.50%, 5/15/25 | 10,000 | 10,421 | ||||||
6.25%, 3/15/26(a) | 119,000 | 129,054 | ||||||
6.38%, 6/15/26 | 75,000 | 79,684 | ||||||
Transocean, Inc. | 126,000 | 133,350 | ||||||
7.50%, 1/15/26(a) | 155,000 | 153,422 | ||||||
TreeHouse Foods, Inc. | 69,000 | 71,645 | ||||||
Tronox, Inc. | 302,000 | 311,883 | ||||||
Tutor Perini Corp. | 129,000 | 124,807 | ||||||
U.S. Concrete, Inc. | 50,000 | 52,292 | ||||||
United Rentals North America, Inc. | 168,000 | 173,071 | ||||||
5.88%, 9/15/26 | 208,000 | 223,657 | ||||||
5.50%, 5/15/27 | 127,000 | 136,372 | ||||||
4.88%, 1/15/28 | 234,000 | 244,081 | ||||||
United States Steel Corp. | 232,000 | 217,086 | ||||||
6.25%, 3/15/26(b) | 162,000 | 138,826 | ||||||
Uniti Group L.P. | 244,000 | 234,850 | ||||||
Vector Group Ltd. | 309,000 | 304,748 | ||||||
VeriSign, Inc. | 156,000 | 172,286 | ||||||
4.75%, 7/15/27 | 181,000 | 191,290 | ||||||
Vistra Operations Co. LLC | 100,000 | 106,232 | ||||||
W&T Offshore, Inc. | 51,000 | 48,768 | ||||||
WellCare Health Plans, Inc. | 50,000 | 52,125 | ||||||
5.38%, 8/15/26(a) | 127,000 | 135,490 | ||||||
WESCO Distribution, Inc. | 182,000 | 182,786 | ||||||
Western Digital Corp. | 463,000 | 483,546 | ||||||
Wynn Las Vegas LLC | 75,000 | 78,735 | ||||||
5.50%, 3/1/25(a) | 106,000 | 113,684 | ||||||
Xerox Corp. | 50,000 | 51,937 | ||||||
XPO Logistics, Inc. | 173,000 | 178,949 | ||||||
Zayo Group LLC | 400,000 | 407,639 | ||||||
|
| |||||||
TOTAL U.S. CORPORATE BONDS (Cost: $34,536,751) |
| 35,336,332 | ||||||
| FOREIGN CORPORATE BONDS – 1.0% |
| |||||||
| Canada – 0.4% |
| |||||||
Cott Holdings, Inc. | 127,000 | 132,980 | ||||||
| United Kingdom – 0.6% |
| |||||||
Avon International Operations, Inc. | 221,000 | 230,943 | ||||||
TOTAL FOREIGN CORPORATE BONDS (Cost: $361,312) |
| 363,923 | ||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 14.8% |
| |||||||
| United States – 14.8% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(c) | ||||||||
| (Cost: $5,379,275)(d) | 5,379,275 | 5,379,275 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 112.8% (Cost: $40,277,338) |
| 41,079,530 | ||||||
Other Assets less Liabilities – (12.8)% |
| (4,659,282 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 36,420,248 | |||||
| (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 December 31, 2019 (See Note 2). |
| (c) | Rate shown represents annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $5,654,082 and the total market value of the collateral held by the Fund was $5,848,494. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $469,219. |
See Notes to Financial Statements.
| WisdomTree Trust | 83 |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree U.S. Short-Term Corporate Bond Fund(SFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
| U.S. CORPORATE BONDS – 93.4% |
| |||||||
| United States – 93.4% |
| |||||||
AbbVie, Inc. | $ | 120,000 | $ | 122,468 | ||||
Aetna, Inc. | 15,000 | 15,253 | ||||||
Agilent Technologies, Inc. | 87,000 | 91,352 | ||||||
Altria Group, Inc. | 97,000 | 98,905 | ||||||
2.95%, 5/2/23 | 46,000 | 47,026 | ||||||
4.00%, 1/31/24 | 28,000 | 29,730 | ||||||
American Campus Communities Operating Partnership L.P. | 42,000 | 43,794 | ||||||
American Electric Power Co., Inc. | 7,000 | 7,015 | ||||||
American Express Co. | 39,000 | 39,478 | ||||||
3.40%, 2/22/24 | 72,000 | 75,365 | ||||||
Ameriprise Financial, Inc. | 43,000 | 46,119 | ||||||
Amgen, Inc. | 47,000 | 48,496 | ||||||
3.63%, 5/22/24 | 38,000 | 40,178 | ||||||
Analog Devices, Inc. | 10,000 | 10,077 | ||||||
Anthem, Inc. | 24,000 | 24,611 | ||||||
Apple, Inc. | 84,000 | 84,518 | ||||||
2.85%, 5/6/21 | 132,000 | 134,069 | ||||||
AT&T, Inc. | 50,000 | 51,162 | ||||||
3.00%, 2/15/22 | 101,000 | 103,057 | ||||||
3.80%, 3/15/22 | 47,000 | 48,801 | ||||||
3.40%, 6/15/22 | 51,000 | 52,626 | ||||||
3.60%, 2/17/23 | 29,000 | 30,287 | ||||||
Avnet, Inc. | 51,000 | 54,055 | ||||||
Bank of America Corp. | 70,000 | 73,000 | ||||||
5.70%, 1/24/22 | 87,000 | 93,396 | ||||||
3.30%, 1/11/23 | 23,000 | 23,793 | ||||||
4.13%, 1/22/24 | 19,000 | 20,436 | ||||||
4.20%, 8/26/24 | 77,000 | 82,735 | ||||||
Bank of New York Mellon Corp. (The) | 114,000 | 114,389 | ||||||
Baxter International, Inc. | 22,000 | 21,974 | ||||||
Berkshire Hathaway Finance Corp. | 46,000 | 47,171 | ||||||
Block Financial LLC | 33,000 | 35,418 | ||||||
Boston Scientific Corp. | 12,000 | 12,564 | ||||||
BP Capital Markets America, Inc. | 95,000 | 97,255 | ||||||
3.79%, 2/6/24 | 21,000 | 22,363 | ||||||
Bristol-Myers Squibb Co. | 52,000 | 52,296 | ||||||
3.25%, 2/20/23(b) | 13,000 | 13,470 | ||||||
Broadcom Corp. | 54,000 | 54,054 | ||||||
2.65%, 1/15/23 | 36,000 | 36,227 | ||||||
3.63%, 1/15/24 | 65,000 | 67,409 | ||||||
Burlington Northern Santa Fe LLC | 126,000 | 128,900 | ||||||
3.00%, 3/15/23 | 11,000 | 11,308 | ||||||
Capital One Financial Corp. | 59,000 | 61,460 | ||||||
3.90%, 1/29/24 | 73,000 | 77,477 | ||||||
Cardinal Health, Inc. | 12,000 | 12,330 | ||||||
Celanese U.S. Holdings LLC | 122,000 | 128,111 | ||||||
CenterPoint Energy, Inc. | 12,000 | 12,667 | ||||||
Cigna Corp. | 23,000 | 23,521 | ||||||
Cisco Systems, Inc. | 17,000 | 17,393 | ||||||
Citigroup, Inc. | 23,000 | 23,222 | ||||||
2.90%, 12/8/21 | 25,000 | 25,418 | ||||||
2.75%, 4/25/22 | 34,000 | 34,555 | ||||||
3.75%, 6/16/24 | 62,000 | 65,897 | ||||||
4.00%, 8/5/24 | 35,000 | 37,510 | ||||||
CME Group, Inc. | 22,000 | 22,656 | ||||||
Coca-Cola Co. (The) | 130,000 | 130,063 | ||||||
2.50%, 4/1/23(a) | 17,000 | 17,394 | ||||||
3.20%, 11/1/23 | 24,000 | 25,189 | ||||||
Comcast Cable Communications Holdings, Inc. | 14,000 | 16,928 | ||||||
Comcast Corp. | 29,000 | 29,646 | ||||||
3.60%, 3/1/24 | 13,000 | 13,791 | ||||||
Conagra Brands, Inc. | 14,000 | 14,438 | ||||||
Consolidated Edison, Inc. | 75,000 | 75,066 | ||||||
Constellation Brands, Inc. | 57,000 | 58,598 | ||||||
CSX Corp. | 45,000 | 47,823 | ||||||
CVS Health Corp. | 25,000 | 25,818 | ||||||
2.75%, 12/1/22 | 25,000 | 25,420 | ||||||
3.70%, 3/9/23 | 91,000 | 94,908 | ||||||
See Notes to Financial Statements.
| 84 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund(SFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
2.63%, 8/15/24 | $ | 79,000 | $ | 79,759 | ||||
Discover Financial Services | 17,000 | 17,783 | ||||||
Duke Energy Corp. | 10,000 | 10,219 | ||||||
2.40%, 8/15/22 | 32,000 | 32,336 | ||||||
DuPont de Nemours, Inc. | 17,000 | 18,200 | ||||||
Eastman Chemical Co. | 10,000 | 10,354 | ||||||
eBay, Inc. | 77,000 | 79,625 | ||||||
2.60%, 7/15/22 | 22,000 | 22,135 | ||||||
Equifax, Inc. | 8,000 | 8,408 | ||||||
Eversource Energy | 141,000 | 143,151 | ||||||
Exelon Corp. | 44,000 | 45,204 | ||||||
Express Scripts Holding Co. | 90,000 | 90,525 | ||||||
Exxon Mobil Corp. | 155,000 | 155,949 | ||||||
2.73%, 3/1/23(a) | 25,000 | 25,622 | ||||||
Fifth Third Bancorp | 36,000 | 36,471 | ||||||
Fifth Third Bank | 75,000 | 76,676 | ||||||
First Horizon National Corp. | 45,000 | 45,504 | ||||||
Fiserv, Inc. | 17,000 | 17,318 | ||||||
FLIR Systems, Inc. | 90,000 | 90,752 | ||||||
Fortune Brands Home & Security, Inc. | 51,000 | 53,929 | ||||||
General Dynamics Corp. | 19,000 | 19,215 | ||||||
General Mills, Inc. | 28,000 | 28,438 | ||||||
General Motors Financial Co., Inc. | 64,000 | 65,452 | ||||||
3.70%, 5/9/23 | 67,000 | 69,117 | ||||||
Georgia Power Co. | 19,000 | 18,995 | ||||||
Gilead Sciences, Inc. | 35,000 | 36,533 | ||||||
Hershey Co. (The) | 85,000 | 89,058 | ||||||
Hewlett Packard Enterprise Co. | 46,000 | 46,528 | ||||||
Honeywell International, Inc. | 13,000 | 13,399 | ||||||
HP, Inc. | 36,000 | 37,087 | ||||||
HSBC USA, Inc. | 100,000 | 100,057 | ||||||
Huntington Bancshares, Inc. | 29,000 | 29,366 | ||||||
Intel Corp. | 22,000 | 22,866 | ||||||
Intercontinental Exchange, Inc. | 104,000 | 105,100 | ||||||
International Business Machines Corp. | 154,000 | 156,106 | ||||||
2.85%, 5/13/22 | 100,000 | 102,295 | ||||||
Interpublic Group of Cos., Inc. (The) | 146,000 | 150,106 | ||||||
4.20%, 4/15/24 | 21,000 | 22,625 | ||||||
JPMorgan Chase & Co. | 135,000 | 141,795 | ||||||
2.97%, 1/15/23(a) | 74,000 | 75,432 | ||||||
3.88%, 2/1/24 | 71,000 | 75,830 | ||||||
Juniper Networks, Inc. | 79,000 | 85,559 | ||||||
KeyCorp | 27,000 | 28,027 | ||||||
Kimco Realty Corp. | 19,000 | 19,481 | ||||||
Kroger Co. (The) | 26,000 | 26,746 | ||||||
Laboratory Corp. of America Holdings | 26,000 | 26,602 | ||||||
Lam Research Corp. | 153,000 | 154,686 | ||||||
Las Vegas Sands Corp. | 101,000 | 104,099 | ||||||
Lincoln National Corp. | 144,000 | 153,424 | ||||||
Lockheed Martin Corp. | 273,000 | 274,490 | ||||||
Macy’s Retail Holdings, Inc. | 16,000 | 15,961 | ||||||
3.63%, 6/1/24(a) | 22,000 | 22,240 | ||||||
Marathon Petroleum Corp. | 26,000 | 26,926 | ||||||
Marriott International, Inc. | 27,000 | 27,136 | ||||||
Marsh & McLennan Cos., Inc. | 5,000 | 5,176 | ||||||
3.88%, 3/15/24 | 21,000 | 22,416 | ||||||
McDonald’s Corp. | 31,000 | 31,456 | ||||||
McKesson Corp. | 13,000 | 13,212 | ||||||
Medtronic, Inc. | 11,000 | 11,317 | ||||||
Molson Coors Brewing Co. | 15,000 | 15,017 | ||||||
Morgan Stanley | 157,000 | 158,229 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 85 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund(SFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
5.50%, 7/28/21 | $ | 81,000 | $ | 85,348 | ||||
2.75%, 5/19/22 | 40,000 | 40,752 | ||||||
3.13%, 1/23/23 | 62,000 | 63,779 | ||||||
3.70%, 10/23/24 | 91,000 | 96,729 | ||||||
Mosaic Co. (The) | 12,000 | 12,809 | ||||||
MPLX L.P. | 47,000 | 49,980 | ||||||
NBCUniversal Media LLC | 41,000 | 42,296 | ||||||
Newmont Goldcorp Corp. | 148,000 | 151,959 | ||||||
NextEra Energy Capital Holdings, Inc. | 38,000 | 39,434 | ||||||
Northrop Grumman Corp. | 23,000 | 23,356 | ||||||
NVIDIA Corp. | 15,000 | 15,079 | ||||||
Occidental Petroleum Corp. | 52,000 | 61,297 | ||||||
2.90%, 8/15/24 | 60,000 | 61,045 | ||||||
Omnicom Group, Inc. | 36,000 | 38,075 | ||||||
Oracle Corp. | 26,000 | 26,491 | ||||||
3.63%, 7/15/23 | 22,000 | 23,279 | ||||||
2.95%, 11/15/24 | 40,000 | 41,606 | ||||||
PepsiCo, Inc. | 25,000 | 25,711 | ||||||
Pfizer, Inc. | 48,000 | 49,028 | ||||||
Philip Morris International, Inc. | 21,000 | 21,233 | ||||||
2.50%, 11/2/22 | 60,000 | 60,908 | ||||||
Phillips 66 | 16,000 | 16,801 | ||||||
Public Service Enterprise Group, Inc. | 25,000 | 25,392 | ||||||
Republic Services, Inc. | 25,000 | 25,836 | ||||||
Reynolds American, Inc. | 26,000 | 27,073 | ||||||
4.85%, 9/15/23 | 24,000 | 26,038 | ||||||
Roper Technologies, Inc. | 10,000 | 10,255 | ||||||
Santander Holdings USA, Inc. | 25,000 | 25,649 | ||||||
Sempra Energy | 32,000 | 32,656 | ||||||
Starbucks Corp. | 13,000 | 13,415 | ||||||
Synchrony Financial | 95,000 | 95,034 | ||||||
4.25%, 8/15/24 | 44,000 | 46,991 | ||||||
Tech Data Corp. | 30,000 | 30,676 | ||||||
Toyota Motor Credit Corp. | 36,000 | 37,041 | ||||||
Truist Bank | 46,000 | 47,893 | ||||||
Truist Financial Corp. | 65,000 | 65,898 | ||||||
TWDC Enterprises 18 Corp. | 7,000 | 7,102 | ||||||
2.35%, 12/1/22 | 26,000 | 26,404 | ||||||
Tyson Foods, Inc. | 14,000 | 15,022 | ||||||
Union Pacific Corp. | 22,000 | 22,918 | ||||||
United Parcel Service, Inc. | 73,000 | 73,888 | ||||||
United Technologies Corp. | 27,000 | 27,712 | ||||||
3.65%, 8/16/23 | 33,000 | 34,816 | ||||||
UnitedHealth Group, Inc. | 50,000 | 50,697 | ||||||
Verizon Communications, Inc. | 34,000 | 37,827 | ||||||
3.50%, 11/1/24(a) | 31,000 | 32,894 | ||||||
ViacomCBS, Inc. | 45,000 | 46,254 | ||||||
2.50%, 2/15/23(a) | 28,000 | 28,194 | ||||||
Walgreen Co. | 12,000 | 12,255 | ||||||
Walgreens Boots Alliance, Inc. | 43,000 | 44,851 | ||||||
Walmart, Inc. | 22,000 | 23,146 | ||||||
Wells Fargo & Co. | 64,000 | 66,092 | ||||||
3.75%, 1/24/24 | 122,000 | 129,070 | ||||||
3.30%, 9/9/24 | 123,000 | 128,988 | ||||||
WestRock RKT LLC | 9,000 | 9,485 | ||||||
|
| |||||||
TOTAL U.S. CORPORATE BONDS (Cost: $9,375,333) |
| 9,485,876 | ||||||
| FOREIGN CORPORATE BONDS – 4.8% |
| |||||||
| Germany – 2.4% |
| |||||||
Deutsche Bank AG | 36,000 | 36,029 | ||||||
4.25%, 10/14/21 | 100,000 | 102,879 | ||||||
3.70%, 5/30/24 | 100,000 | 101,565 | ||||||
|
| |||||||
| Total Germany |
| 240,473 | ||||||
| Switzerland – 1.1% |
| |||||||
ABB Finance USA, Inc. | 28,000 | 29,126 | ||||||
Novartis Capital Corp. | 20,000 | 20,292 | ||||||
2.40%, 9/21/22 | 62,000 | 63,021 | ||||||
|
| |||||||
| Total Switzerland |
| 112,439 | ||||||
See Notes to Financial Statements.
| 86 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree U.S. Short-Term Corporate Bond Fund(SFIG)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
| United Kingdom – 1.3% |
| |||||||
BAT Capital Corp. | $ | 78,000 | $ | 79,836 | ||||
GlaxoSmithKline Capital, Inc. | 56,000 | 58,442 | ||||||
|
| |||||||
| Total United Kingdom |
| 138,278 | ||||||
TOTAL FOREIGN CORPORATE BONDS (Cost: $483,184) |
| 491,190 | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 0.4% |
| |||||||
| U.S. Treasury Note – 0.4% |
| |||||||
U.S. Treasury Note | ||||||||
| (Cost: $40,951) | 41,000 | 41,265 | ||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 6.6% |
| |||||||
| United States – 6.6% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(c) | ||||||||
| (Cost: $664,285)(d) | 664,285 | 664,285 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 105.2% (Cost: $10,563,753) |
| 10,682,616 | ||||||
Other Assets less Liabilities – (5.2)% |
| (527,134 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 10,155,482 | |||||
| (a) | Security, or portion thereof, was on loan at December 31, 2019 (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 annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $645,256 and the total market value of the collateral held by the Fund was $664,285. |
See Notes to Financial Statements.
| WisdomTree Trust | 87 |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund(SFHY)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
| U.S. CORPORATE BONDS – 96.3% |
| |||||||
| United States – 96.3% |
| |||||||
Acadia Healthcare Co., Inc. | $ | 150,000 | $ | 152,750 | ||||
ADT Security Corp. (The) | 125,000 | 132,103 | ||||||
4.13%, 6/15/23 | 67,000 | 69,233 | ||||||
AECOM | 150,000 | 166,316 | ||||||
AES Corp. | 192,000 | 195,280 | ||||||
AMC Networks, Inc. | 150,000 | 153,375 | ||||||
American Airlines Group, Inc. | 200,000 | 209,500 | ||||||
American Axle & Manufacturing, Inc. | 190,000 | 193,147 | ||||||
Aramark Services, Inc. | 50,000 | 51,414 | ||||||
Arconic, Inc. | 190,000 | 195,944 | ||||||
Ashland LLC | 50,000 | 52,375 | ||||||
Berry Global, Inc. | 242,000 | 245,326 | ||||||
Cablevision Systems Corp. | 311,000 | 335,656 | ||||||
California Resources Corp. | 200,000 | 86,500 | ||||||
CCO Holdings LLC | 145,000 | 146,992 | ||||||
4.00%, 3/1/23(a) | 177,000 | 179,874 | ||||||
CenturyLink, Inc. | 293,000 | 308,544 | ||||||
7.50%, 4/1/24, Series Y(b) | 100,000 | 112,959 | ||||||
Chemours Co. (The) | 100,000 | 100,592 | ||||||
Cinemark USA, Inc. | 50,000 | 50,937 | ||||||
Clear Channel Worldwide Holdings, Inc. | 390,000 | 432,738 | ||||||
Cleveland-Cliffs, Inc. | 75,000 | 76,809 | ||||||
Cogent Communications Group, Inc. | 228,000 | 238,901 | ||||||
CommScope, Inc. | 23,000 | 23,078 | ||||||
Community Health Systems, Inc. | 199,000 | 199,448 | ||||||
6.25%, 3/31/23 | 277,000 | 281,847 | ||||||
8.63%, 1/15/24(a)(b) | 100,000 | 106,249 | ||||||
Consolidated Communications, Inc. | 206,000 | 186,945 | ||||||
Crestwood Midstream Partners L.P. | 270,000 | 275,963 | ||||||
Crown Americas LLC | 150,000 | 158,061 | ||||||
CSC Holdings LLC | 166,000 | 179,031 | ||||||
CVR Partners L.P. | 75,000 | 78,500 | ||||||
DCP Midstream Operating L.P. | 50,000 | 51,250 | ||||||
Dell International LLC | 165,000 | 167,785 | ||||||
Denbury Resources, Inc. | 150,000 | 145,463 | ||||||
9.25%, 3/31/22(a) | 142,000 | 134,234 | ||||||
Diamond Resorts International, Inc. | 171,000 | 176,310 | ||||||
DISH DBS Corp. | 50,000 | 50,372 | ||||||
6.75%, 6/1/21 | 100,000 | 105,427 | ||||||
5.88%, 7/15/22 | 198,000 | 210,232 | ||||||
5.00%, 3/15/23 | 268,000 | 275,595 | ||||||
DPL, Inc. | 2,000 | 2,106 | ||||||
Edgewell Personal Care Co. | 174,000 | 180,959 | ||||||
EMC Corp. | 205,000 | 209,610 | ||||||
Endo Finance LLC | 153,000 | 103,594 | ||||||
Ferrellgas L.P. | 145,000 | 123,658 | ||||||
Forum Energy Technologies, Inc. | 225,000 | 199,215 | ||||||
Freeport-McMoRan, Inc. | 250,000 | 253,570 | ||||||
3.88%, 3/15/23 | 301,000 | 307,115 | ||||||
Frontier Communications Corp. | 50,000 | 24,266 | ||||||
10.50%, 9/15/22 | 200,000 | 98,062 | ||||||
7.13%, 1/15/23 | 301,000 | 147,490 | ||||||
Gap, Inc. (The) | 50,000 | 51,956 | ||||||
Genworth Holdings, Inc. | 140,000 | 147,791 | ||||||
4.90%, 8/15/23 | 140,000 | 139,008 | ||||||
Goodyear Tire & Rubber Co. (The) | 225,000 | 229,410 | ||||||
Griffon Corp. | 327,000 | 329,041 | ||||||
Hanesbrands, Inc. | 50,000 | 52,833 | ||||||
HCA Healthcare, Inc. | 69,000 | 72,088 | ||||||
HCA, Inc. | 43,000 | 47,592 | ||||||
5.88%, 5/1/23 | 180,000 | 199,304 | ||||||
See Notes to Financial Statements.
| 88 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund(SFHY)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
Hughes Satellite Systems Corp. | $ | 53,000 | $ | 56,724 | ||||
6.63%, 8/1/26(b) | 50,000 | 55,642 | ||||||
Huntsman International LLC | 70,000 | 74,817 | ||||||
KB Home | 100,000 | 112,292 | ||||||
Kennedy-Wilson, Inc. | 75,000 | 77,062 | ||||||
L Brands, Inc. | 243,000 | 262,643 | ||||||
Lamar Media Corp. | 30,000 | 30,663 | ||||||
Lee Enterprises, Inc. | 30,000 | 27,984 | ||||||
Lennar Corp. | 75,000 | 78,884 | ||||||
Level 3 Financing, Inc. | 144,000 | 144,569 | ||||||
5.63%, 2/1/23 | 145,000 | 145,796 | ||||||
Lions Gate Capital Holdings LLC | 60,000 | 62,851 | ||||||
5.88%, 11/1/24(a) | 125,000 | 125,989 | ||||||
Martin Midstream Partners L.P. | 274,000 | 250,135 | ||||||
MDC Partners, Inc. | 100,000 | 90,750 | ||||||
MEDNAX, Inc. | 100,000 | 102,459 | ||||||
Men’s Wearhouse, Inc. (The) | 192,000 | 183,900 | ||||||
MGM Growth Properties Operating Partnership L.P. | 250,000 | 273,956 | ||||||
MGM Resorts International | 315,000 | 346,369 | ||||||
Molina Healthcare, Inc. | 194,000 | 206,563 | ||||||
Navient Corp. | 199,000 | 216,164 | ||||||
5.50%, 1/25/23 | 118,000 | 126,260 | ||||||
7.25%, 9/25/23 | 147,000 | 166,480 | ||||||
6.13%, 3/25/24(b) | 100,000 | 108,749 | ||||||
NCR Corp. | 423,000 | 428,023 | ||||||
Newmark Group, Inc. | 241,000 | 265,939 | ||||||
NextEra Energy Operating Partners L.P. | 150,000 | 156,500 | ||||||
Nielsen Finance LLC | 327,000 | 328,808 | ||||||
PBF Holding Co. LLC | 220,000 | 228,891 | ||||||
PBF Logistics L.P. | 260,000 | 268,447 | ||||||
Peabody Energy Corp. | 302,000 | 295,205 | ||||||
Pitney Bowes, Inc. | 49,000 | 49,784 | ||||||
4.63%, 5/15/22 | 161,000 | 162,258 | ||||||
5.20%, 4/1/23 | 262,000 | 258,834 | ||||||
Plantronics, Inc. | 150,000 | 146,999 | ||||||
PolyOne Corp. | 50,000 | 54,005 | ||||||
PQ Corp. | 50,000 | 51,812 | ||||||
Prestige Brands, Inc. | 175,000 | 182,365 | ||||||
Realogy Group LLC | 234,000 | 231,075 | ||||||
Rite Aid Corp. | 125,000 | 115,313 | ||||||
RR Donnelley & Sons Co. | 16,000 | 16,606 | ||||||
Sabre GLBL, Inc. | 175,000 | 179,652 | ||||||
Sealed Air Corp. | 193,000 | 204,881 | ||||||
SESI LLC | 50,000 | 42,770 | ||||||
Sirius XM Radio, Inc. | 172,000 | 176,084 | ||||||
4.63%, 5/15/23(a) | 43,000 | 43,735 | ||||||
Springleaf Finance Corp. | 429,000 | 461,711 | ||||||
Steel Dynamics, Inc. | 46,000 | 46,028 | ||||||
5.25%, 4/15/23 | 85,000 | 86,663 | ||||||
T-Mobile USA, Inc. | 150,000 | 153,936 | ||||||
TEGNA, Inc. | 75,000 | 77,344 | ||||||
Tenet Healthcare Corp. | 271,000 | 300,276 | ||||||
6.75%, 6/15/23 | 225,000 | 247,679 | ||||||
Titan International, Inc. | 134,000 | 114,961 | ||||||
Toll Brothers Finance Corp. | 76,000 | 80,584 | ||||||
4.38%, 4/15/23 | 125,000 | 130,989 | ||||||
TreeHouse Foods, Inc. | 100,000 | 103,834 | ||||||
Vista Outdoor, Inc. | 131,000 | 125,776 | ||||||
Vistra Energy Corp. | 150,000 | 153,830 | ||||||
Wynn Las Vegas LLC | 50,000 | 52,490 | ||||||
XPO Logistics, Inc. | 119,000 | 123,092 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 89 |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund(SFHY)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
Zayo Group LLC | $ | 315,000 | $ | 322,744 | ||||
|
| |||||||
TOTAL U.S. CORPORATE BONDS (Cost: $19,255,425) |
| 19,409,347 | ||||||
| FOREIGN CORPORATE BONDS – 1.2% |
| |||||||
| Israel – 0.1% |
| |||||||
Teva Pharmaceutical Finance IV LLC | 30,000 | 30,053 | ||||||
| United Kingdom – 1.1% |
| |||||||
Avon International Operations, Inc. | 207,000 | 216,314 | ||||||
TOTAL FOREIGN CORPORATE BONDS (Cost: $241,513) |
| 246,367 | ||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 9.1% |
| |||||||
| United States – 9.1% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(c) | ||||||||
| (Cost: $1,841,183)(d) | 1,841,183 | 1,841,183 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 106.6% (Cost: $21,338,121) |
| 21,496,897 | ||||||
Other Assets less Liabilities – (6.6)% |
| (1,337,528 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 20,159,369 | |||||
| (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 December 31, 2019 (See Note 2). |
| (c) | Rate shown represents annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,866,936 and the total market value of the collateral held by the Fund was $1,934,487. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $93,304. |
See Notes to Financial Statements.
| 90 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Dynamic Bearish U.S. Equity Fund(DYB)
December 31, 2019
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 114.0% |
| |||||||
| U.S. Treasury Bills – 114.0% |
| |||||||
U.S. Treasury Bills |
| |||||||
1.54%, 1/2/20* | $ | 706,000 | $ | 706,000 | ||||
1.57%, 1/2/20* | 14,000 | 14,000 | ||||||
1.50%, 2/4/20* | 223,000 | 222,681 | ||||||
1.58%, 2/6/20* | 534,000 | 533,229 | ||||||
1.51%, 2/11/20* | 246,000 | 245,595 | ||||||
1.57%, 2/13/20* | 558,000 | 557,035 | ||||||
1.50%, 2/18/20* | 235,000 | 234,544 | ||||||
1.54%, 2/20/20* | 269,000 | 268,447 | ||||||
1.58%, 2/20/20* | 283,000 | 282,418 | ||||||
1.50%, 2/27/20* | 259,000 | 258,394 | ||||||
1.57%, 2/27/20* | 458,000 | 456,928 | ||||||
1.49%, 3/5/20* | 533,000 | 531,603 | ||||||
1.51%, 3/12/20* | 533,000 | 531,448 | ||||||
1.49%, 3/19/20* | 532,000 | 530,320 | ||||||
1.53%, 3/26/20* | 431,000 | 429,489 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 114.0% (Cost: $5,801,903) |
| 5,802,131 | ||||||
Other Assets less Liabilities – (14.0)% |
| (711,579 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 5,090,552 | |||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| TOTAL RETURN SWAPS – SHORT EXPOSURE TO REFERENCE ENTITY (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
| Fund Pays Total Return of Reference Entity | Fund Receives Variable Rate (per annum) | Counterparty | Termination Date | Notional Value | Upfront Premiums Paid | Upfront Premiums Received | Unrealized Appreciation | Unrealized Depreciation | ||||||||||||||||||||
| S&P 500 Index | 2.03%(1-Month London Interbank Offered Rate plus 0.31%), Monthly | Bank of America Merrill Lynch | 10/2/20 | $ | 1,277,946 | $ | — | $ | — | $ | — | $ | (54,366 | ) | ||||||||||||||
| S&P 500 Index | 2.05%(1-Month London Interbank Offered Rate plus 0.40%), Monthly | Citigroup, Inc. | 10/2/20 | 1,271,393 | — | — | — | (54,073 | ) | |||||||||||||||||||
| S&P 500 Index | 2.00%(1-Month London Interbank Offered Rate plus 0.38%), Monthly | Goldman Sachs | 10/2/20 | 511,178 | — | — | — | (21,757 | ) | |||||||||||||||||||
| S&P 500 Index | 2.00%(1-Month London Interbank Offered Rate plus 0.40%), Monthly | Morgan Stanley & Co. | 10/2/20 | 504,625 | — | — | — | (21,478 | ) | |||||||||||||||||||
| S&P 500 Index | 1.95%(1-Month London Interbank Offered Rate plus 0.45%), Monthly | Royal Bank of Canada | 11/4/20 | 504,625 | — | — | — | (21,497 | ) | |||||||||||||||||||
| $ | 4,069,767 | $ | — | $ | — | $ | — | $ | (173,171 | ) | ||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 91 |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Dynamic Long/Short U.S. Equity Fund(DYLS)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 99.8% |
| |||||||
| United States – 99.8% |
| |||||||
| Aerospace & Defense – 0.9% |
| |||||||
Lockheed Martin Corp. | 824 | $ | 320,849 | |||||
| Air Freight & Logistics – 1.3% |
| |||||||
C.H. Robinson Worldwide, Inc. | 5,816 | 454,811 | ||||||
| Airlines – 0.6% |
| |||||||
Delta Air Lines, Inc. | 3,938 | 230,294 | ||||||
| Banks – 2.3% |
| |||||||
Comerica, Inc. | 3,575 | 256,506 | ||||||
SVB Financial Group* | 984 | 247,024 | ||||||
Western Alliance Bancorp | 5,094 | 290,358 | ||||||
|
| |||||||
| Total Banks |
| 793,888 | ||||||
| Beverages – 0.7% |
| |||||||
Brown-Forman Corp. Class B | 3,637 | 245,861 | ||||||
| Biotechnology – 3.1% |
| |||||||
Alexion Pharmaceuticals, Inc.* | 1,762 | 190,560 | ||||||
Arena Pharmaceuticals, Inc.* | 4,252 | 193,126 | ||||||
Biogen, Inc.* | 972 | 288,422 | ||||||
Gilead Sciences, Inc. | 6,600 | 428,868 | ||||||
|
| |||||||
| Total Biotechnology |
| 1,100,976 | ||||||
| Capital Markets – 0.9% |
| |||||||
E*TRADE Financial Corp. | 6,811 | 309,015 | ||||||
| Chemicals – 1.0% |
| |||||||
Chemours Co. (The)(a) | 18,745 | 339,097 | ||||||
| Communications Equipment – 3.5% |
| |||||||
Arista Networks, Inc.* | 661 | 134,447 | ||||||
Cisco Systems, Inc. | 7,602 | 364,592 | ||||||
Motorola Solutions, Inc. | 3,104 | 500,179 | ||||||
Ubiquiti, Inc.(a) | 1,251 | 236,414 | ||||||
|
| |||||||
| Total Communications Equipment |
| 1,235,632 | ||||||
| Consumer Finance – 3.5% |
| |||||||
Discover Financial Services | 2,987 | 253,357 | ||||||
Navient Corp. | 17,535 | 239,879 | ||||||
OneMain Holdings, Inc. | 5,619 | 236,841 | ||||||
SLM Corp. | 26,076 | 232,337 | ||||||
Synchrony Financial | 7,112 | 256,103 | ||||||
|
| |||||||
| Total Consumer Finance |
| 1,218,517 | ||||||
| Diversified Consumer Services – 0.6% |
| |||||||
H&R Block, Inc. | 9,424 | 221,276 | ||||||
| Diversified Telecommunication Services – 2.1% |
| |||||||
CenturyLink, Inc. | 14,418 | 190,462 | ||||||
Verizon Communications, Inc. | 9,097 | 558,556 | ||||||
|
| |||||||
| Total Diversified Telecommunication Services |
| 749,018 | ||||||
| Electric Utilities – 1.5% |
| |||||||
PPL Corp. | 14,290 | 512,725 | ||||||
| Electronic Equipment, Instruments & Components – 2.5% |
| |||||||
Amphenol Corp. Class A | 3,868 | 418,634 | ||||||
Vishay Intertechnology, Inc. | 10,438 | 222,225 | ||||||
Zebra Technologies Corp. Class A* | 905 | 231,173 | ||||||
|
| |||||||
| Total Electronic Equipment, Instruments & Components |
| 872,032 | ||||||
| Entertainment – 1.6% |
| |||||||
Activision Blizzard, Inc. | 4,861 | 288,840 | ||||||
Electronic Arts, Inc.* | 2,723 | 292,750 | ||||||
|
| |||||||
| Total Entertainment |
| 581,590 | ||||||
| Equity Real Estate Investment Trusts (REITs) – 6.7% |
| |||||||
Equity Commonwealth | 30,989 | 1,017,369 | ||||||
Lexington Realty Trust | 33,601 | 356,843 | ||||||
Medical Properties Trust, Inc. | 29,702 | 627,009 | ||||||
Vornado Realty Trust | 5,157 | 342,940 | ||||||
|
| |||||||
| Total Equity Real Estate Investment Trusts (REITs) |
| 2,344,161 | ||||||
| Food Products – 2.4% |
| |||||||
Hormel Foods Corp. | 18,636 | 840,670 | ||||||
| Gas Utilities – 0.9% |
| |||||||
National Fuel Gas Co. | 6,758 | 314,517 | ||||||
| Health Care Equipment & Supplies – 0.6% |
| |||||||
Integer Holdings Corp.* | 2,711 | 218,046 | ||||||
| Health Care Providers & Services – 6.3% |
| |||||||
Anthem, Inc. | 2,011 | 607,382 | ||||||
HCA Healthcare, Inc. | 2,629 | 388,592 | ||||||
Humana, Inc. | 1,681 | 616,120 | ||||||
Molina Healthcare, Inc.* | 1,743 | 236,508 | ||||||
Universal Health Services, Inc. Class B | 2,491 | 357,359 | ||||||
|
| |||||||
| Total Health Care Providers & Services |
| 2,205,961 | ||||||
| Hotels, Restaurants & Leisure – 2.1% |
| |||||||
Cracker Barrel Old Country Store, Inc. | 2,751 | 422,939 | ||||||
Las Vegas Sands Corp. | 4,634 | 319,931 | ||||||
|
| |||||||
| Total Hotels, Restaurants & Leisure |
| 742,870 | ||||||
| Household Products – 3.2% |
| |||||||
Clorox Co. (The) | 1,631 | 250,424 | ||||||
Colgate-Palmolive Co. | 3,159 | 217,466 | ||||||
Kimberly-Clark Corp. | 2,030 | 279,226 | ||||||
WD-40 Co. | 1,962 | 380,903 | ||||||
|
| |||||||
| Total Household Products |
| 1,128,019 | ||||||
| Independent Power & Renewable Electricity Producers – 1.1% |
| |||||||
AES Corp. | 19,213 | 382,339 | ||||||
| Industrial Conglomerates – 0.9% |
| |||||||
3M Co. | 1,712 | 302,031 | ||||||
| Insurance – 1.0% |
| |||||||
MetLife, Inc. | 6,887 | 351,030 | ||||||
| Interactive Media & Services – 3.1% |
| |||||||
Alphabet, Inc. Class A* | 373 | 499,592 | ||||||
Twitter, Inc.* | 18,000 | 576,900 | ||||||
|
| |||||||
| Total Interactive Media & Services |
| 1,076,492 | ||||||
| Internet & Direct Marketing Retail – 0.8% |
| |||||||
eBay, Inc. | 7,837 | 282,994 | ||||||
See Notes to Financial Statements.
| 92 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree Dynamic Long/Short U.S. Equity Fund(DYLS)
December 31, 2019
| Investments | Shares | Value | ||||||
| IT Services – 4.0% |
| |||||||
Cognizant Technology Solutions Corp. Class A | 5,666 | $ | 351,406 | |||||
EPAM Systems, Inc.* | 1,270 | 269,443 | ||||||
Western Union Co. (The)(a) | 28,835 | 772,201 | ||||||
|
| |||||||
| Total IT Services |
| 1,393,050 | ||||||
| Life Sciences Tools & Services – 1.0% |
| |||||||
Bio-Rad Laboratories, Inc. Class A* | 919 | 340,058 | ||||||
| Machinery – 1.9% |
| |||||||
Cummins, Inc. | 1,733 | 310,138 | ||||||
Illinois Tool Works, Inc. | 2,010 | 361,056 | ||||||
|
| |||||||
| Total Machinery |
| 671,194 | ||||||
| Media – 6.0% |
| |||||||
AMC Networks, Inc. Class A* | 6,400 | 252,800 | ||||||
Interpublic Group of Cos., Inc. (The) | 19,349 | 446,962 | ||||||
Omnicom Group, Inc. | 12,497 | 1,012,507 | ||||||
Sinclair Broadcast Group, Inc. Class A | 5,046 | 168,233 | ||||||
TEGNA, Inc. | 14,342 | 239,368 | ||||||
|
| |||||||
| Total Media |
| 2,119,870 | ||||||
| Metals & Mining – 1.8% |
| |||||||
Steel Dynamics, Inc. | 18,255 | 621,400 | ||||||
| Multiline Retail – 1.1% |
| |||||||
Nordstrom, Inc. | 9,606 | 393,174 | ||||||
| Oil, Gas & Consumable Fuels – 3.7% |
| |||||||
CVR Energy, Inc. | 6,492 | 262,472 | ||||||
Delek U.S. Holdings, Inc. | 6,494 | 217,744 | ||||||
Equitrans Midstream Corp.(a) | 19,465 | 260,052 | ||||||
Occidental Petroleum Corp. | 13,337 | 549,618 | ||||||
|
| |||||||
| Total Oil, Gas & Consumable Fuels |
| 1,289,886 | ||||||
| Pharmaceuticals – 2.4% |
| |||||||
Bristol-Myers Squibb Co. | 13,087 | 840,055 | ||||||
| Professional Services – 0.6% |
| |||||||
Robert Half International, Inc. | 3,516 | 222,035 | ||||||
| Semiconductors & Semiconductor Equipment – 4.8% |
| |||||||
Entegris, Inc. | 4,414 | 221,097 | ||||||
Intel Corp. | 8,798 | 526,560 | ||||||
KLA Corp. | 1,299 | 231,443 | ||||||
Maxim Integrated Products, Inc. | 4,549 | 279,809 | ||||||
Teradyne, Inc. | 3,000 | 204,570 | ||||||
Xilinx, Inc. | 2,249 | 219,885 | ||||||
|
| |||||||
| Total Semiconductors & Semiconductor Equipment |
| 1,683,364 | ||||||
| Software – 9.5% |
| |||||||
Aspen Technology, Inc.* | 1,798 | 217,432 | ||||||
Cadence Design Systems, Inc.* | 4,037 | 280,006 | ||||||
Citrix Systems, Inc. | 6,577 | 729,389 | ||||||
Fortinet, Inc.* | 3,059 | 326,579 | ||||||
Microsoft Corp. | 4,275 | 674,168 | ||||||
Oracle Corp. | 6,629 | 351,204 | ||||||
Qualys, Inc.* | 4,812 | 401,177 | ||||||
VMware, Inc. Class A* | 2,311 | 350,787 | ||||||
|
| |||||||
| Total Software |
| 3,330,742 | ||||||
| Specialty Retail – 0.7% |
| |||||||
Best Buy Co., Inc. | 2,930 | 257,254 | ||||||
| Technology Hardware, Storage & Peripherals – 0.6% |
| |||||||
NetApp, Inc. | 3,546 | 220,739 | ||||||
| Textiles, Apparel & Luxury Goods – 2.1% |
| |||||||
Carter’s, Inc. | 2,938 | 321,241 | ||||||
Hanesbrands, Inc. | 12,976 | 192,693 | ||||||
Tapestry, Inc. | 8,637 | 232,940 | ||||||
|
| |||||||
| Total Textiles, Apparel & Luxury Goods |
| 746,874 | ||||||
| Thrifts & Mortgage Finance – 1.5% |
| |||||||
MGIC Investment Corp. | 18,887 | 267,629 | ||||||
Radian Group, Inc. | 10,012 | 251,902 | ||||||
|
| |||||||
| Total Thrifts & Mortgage Finance |
| 519,531 | ||||||
| Tobacco – 0.5% |
| |||||||
Philip Morris International, Inc. | 2,123 | 180,646 | ||||||
| Trading Companies & Distributors – 2.4% |
| |||||||
Fastenal Co. | 5,313 | 196,315 | ||||||
MSC Industrial Direct Co., Inc. Class A | 3,039 | 238,470 | ||||||
Watsco, Inc. | 2,338 | 421,191 | ||||||
|
| |||||||
| Total Trading Companies & Distributors |
| 855,976 | ||||||
TOTAL COMMON STOCKS (Cost: $33,654,405) |
| 35,060,559 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.5% |
| |||||||
| United States – 1.5% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(b) | ||||||||
| (Cost: $529,220)(c) | 529,220 | 529,220 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 101.3% (Cost: $34,183,625) |
| 35,589,779 | ||||||
Other Assets less Liabilities – (1.3)% |
| (462,708 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 35,127,071 | |||||
| * | Non-income producing security. |
| (a) | Security, or portion thereof, was on loan at December 31, 2019 (See Note 2). |
| (b) | Rate shown represents annualized7-day yield as of December 31, 2019. |
| (c) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,439,987 and the total market value of the collateral held by the Fund was $1,473,658. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $944,438. |
See Notes to Financial Statements.
| WisdomTree Trust | 93 |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree 90/60 U.S. Balanced Fund(NTSX)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 91.6% | ||||||||
| Argentina – 0.1% | ||||||||
| Internet & Direct Marketing Retail – 0.1% | ||||||||
MercadoLibre, Inc.* | 45 | $ | 25,737 | |||||
| China – 0.1% |
| |||||||
| Hotels, Restaurants & Leisure – 0.1% |
| |||||||
Yum China Holdings, Inc. | 837 | 40,184 | ||||||
| Israel – 0.1% |
| |||||||
| Software – 0.1% |
| |||||||
Check Point Software Technologies Ltd.* | 225 | 24,966 | ||||||
| Netherlands – 0.1% |
| |||||||
| Semiconductors & Semiconductor Equipment – 0.1% |
| |||||||
NXP Semiconductors N.V. | 529 | 67,321 | ||||||
| Peru – 0.0% |
| |||||||
| Banks – 0.0% |
| |||||||
Credicorp Ltd. | 33 | 7,033 | ||||||
| Russia – 0.1% |
| |||||||
| Interactive Media & Services – 0.1% |
| |||||||
Yandex N.V. Class A* | 630 | 27,399 | ||||||
| United Kingdom – 0.4% |
| |||||||
| Beverages – 0.0% |
| |||||||
Coca-Cola European Partners PLC | 271 | 13,788 | ||||||
| Chemicals – 0.4% |
| |||||||
Linde PLC | 830 | 176,707 | ||||||
| Energy Equipment & Services – 0.0% |
| |||||||
TechnipFMC PLC | 243 | 5,210 | ||||||
| Total United Kingdom |
| 195,705 | ||||||
| United States – 90.7% |
| |||||||
| Aerospace & Defense – 2.2% |
| |||||||
Arconic, Inc. | 630 | 19,385 | ||||||
Boeing Co. (The) | 840 | 273,638 | ||||||
General Dynamics Corp. | 330 | 58,196 | ||||||
L3Harris Technologies, Inc. | 288 | 56,987 | ||||||
Lockheed Martin Corp. | 374 | 145,628 | ||||||
Northrop Grumman Corp. | 240 | 82,553 | ||||||
Raytheon Co. | 390 | 85,699 | ||||||
Teledyne Technologies, Inc.* | 13 | 4,505 | ||||||
TransDigm Group, Inc. | 60 | 33,600 | ||||||
United Technologies Corp. | 1,573 | 235,572 | ||||||
|
| |||||||
| Total Aerospace & Defense |
| 995,763 | ||||||
| Air Freight & Logistics – 0.5% |
| |||||||
C.H. Robinson Worldwide, Inc. | 140 | 10,948 | ||||||
Expeditors International of Washington, Inc. | 225 | 17,554 | ||||||
FedEx Corp. | 362 | 54,738 | ||||||
United Parcel Service, Inc. Class B | 1,109 | 129,820 | ||||||
|
| |||||||
| Total Air Freight & Logistics |
| 213,060 | ||||||
| Airlines – 0.3% |
| |||||||
American Airlines Group, Inc. | 409 | 11,730 | ||||||
Delta Air Lines, Inc. | 924 | 54,036 | ||||||
Southwest Airlines Co. | 688 | 37,138 | ||||||
United Airlines Holdings, Inc.* | 360 | 31,712 | ||||||
|
| |||||||
| Total Airlines |
| 134,616 | ||||||
| Auto Components – 0.1% |
| |||||||
Aptiv PLC | 375 | 35,614 | ||||||
| Automobiles – 0.4% |
| |||||||
Ford Motor Co. | 5,595 | 52,034 | ||||||
General Motors Co. | 1,653 | 60,500 | ||||||
Tesla, Inc.* | 150 | 62,749 | ||||||
|
| |||||||
| Total Automobiles |
| 175,283 | ||||||
| Banks – 5.4% |
| |||||||
Bank of America Corp. | 13,389 | 471,561 | ||||||
Citigroup, Inc. | 3,617 | 288,962 | ||||||
Citizens Financial Group, Inc. | 810 | 32,894 | ||||||
Comerica, Inc. | 194 | 13,919 | ||||||
Fifth Third Bancorp | 1,170 | 35,966 | ||||||
First Republic Bank | 140 | 16,443 | ||||||
Huntington Bancshares, Inc. | 1,935 | 29,180 | ||||||
JPMorgan Chase & Co. | 4,858 | 677,205 | ||||||
KeyCorp | 1,980 | 40,075 | ||||||
M&T Bank Corp. | 195 | 33,101 | ||||||
PNC Financial Services Group, Inc. (The) | 675 | 107,750 | ||||||
Regions Financial Corp. | 1,770 | 30,373 | ||||||
SVB Financial Group* | 75 | 18,828 | ||||||
Truist Financial Corp. | 2,125 | 119,680 | ||||||
U.S. Bancorp | 2,330 | 138,146 | ||||||
Wells Fargo & Co. | 6,572 | 353,574 | ||||||
|
| |||||||
| Total Banks |
| 2,407,657 | ||||||
| Beverages – 1.7% |
| |||||||
Brown-Forman Corp. Class B | 374 | 25,282 | ||||||
Coca-Cola Co. (The) | 6,239 | 345,329 | ||||||
Constellation Brands, Inc. Class A | 240 | 45,540 | ||||||
Molson Coors Brewing Co. Class B | 285 | 15,362 | ||||||
Monster Beverage Corp.* | 615 | 39,083 | ||||||
PepsiCo, Inc. | 2,234 | 305,321 | ||||||
|
| |||||||
| Total Beverages |
| 775,917 | ||||||
| Biotechnology – 1.8% |
| |||||||
AbbVie, Inc. | 2,183 | 193,283 | ||||||
Alexion Pharmaceuticals, Inc.* | 204 | 22,063 | ||||||
Amgen, Inc. | 870 | 209,731 | ||||||
Biogen, Inc.* | 270 | 80,117 | ||||||
BioMarin Pharmaceutical, Inc.* | 234 | 19,785 | ||||||
Exact Sciences Corp.* | 210 | 19,421 | ||||||
Gilead Sciences, Inc. | 1,773 | 115,209 | ||||||
Incyte Corp.* | 300 | 26,196 | ||||||
Regeneron Pharmaceuticals, Inc.* | 92 | 34,544 | ||||||
Seattle Genetics, Inc.* | 87 | 9,941 | ||||||
Vertex Pharmaceuticals, Inc.* | 270 | 59,116 | ||||||
|
| |||||||
| Total Biotechnology |
| 789,406 | ||||||
| Building Products – 0.2% |
| |||||||
Allegion PLC | 39 | 4,857 | ||||||
Johnson Controls International PLC | 1,498 | 60,983 | ||||||
See Notes to Financial Statements.
| 94 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund(NTSX)
December 31, 2019
| Investments | Shares | Value | ||||||
Masco Corp. | 540 | $ | 25,915 | |||||
|
| |||||||
| Total Building Products |
| 91,755 | ||||||
| Capital Markets – 2.4% |
| |||||||
Ameriprise Financial, Inc. | 225 | 37,480 | ||||||
Bank of New York Mellon Corp. (The) | 1,305 | 65,681 | ||||||
BlackRock, Inc. | 180 | 90,486 | ||||||
Charles Schwab Corp. (The) | 1,503 | 71,483 | ||||||
CME Group, Inc. | 464 | 93,134 | ||||||
FactSet Research Systems, Inc. | 15 | 4,024 | ||||||
Goldman Sachs Group, Inc. (The) | 570 | 131,060 | ||||||
Intercontinental Exchange, Inc. | 825 | 76,354 | ||||||
MarketAxess Holdings, Inc. | 12 | 4,549 | ||||||
Moody’s Corp. | 302 | 71,698 | ||||||
Morgan Stanley | 2,188 | 111,851 | ||||||
MSCI, Inc. | 165 | 42,600 | ||||||
Nasdaq, Inc. | 64 | 6,854 | ||||||
Northern Trust Corp. | 330 | 35,059 | ||||||
Raymond James Financial, Inc. | 210 | 18,787 | ||||||
S&P Global, Inc. | 375 | 102,394 | ||||||
State Street Corp. | 631 | 49,912 | ||||||
T. Rowe Price Group, Inc. | 330 | 40,207 | ||||||
|
| |||||||
| Total Capital Markets |
| 1,053,613 | ||||||
| Chemicals – 1.2% |
| |||||||
Air Products & Chemicals, Inc. | 315 | 74,022 | ||||||
Celanese Corp. | 286 | 35,212 | ||||||
CF Industries Holdings, Inc. | 288 | 13,749 | ||||||
Corteva, Inc.* | 669 | 19,776 | ||||||
Dow, Inc.* | 909 | 49,750 | ||||||
DuPont de Nemours, Inc. | 1,006 | 64,585 | ||||||
Eastman Chemical Co. | 54 | 4,280 | ||||||
Ecolab, Inc. | 404 | 77,968 | ||||||
FMC Corp. | 240 | 23,957 | ||||||
International Flavors & Fragrances, Inc. | 120 | 15,482 | ||||||
LyondellBasell Industries N.V. Class A | 474 | 44,784 | ||||||
PPG Industries, Inc. | 360 | 48,056 | ||||||
Sherwin-Williams Co. (The) | 120 | 70,025 | ||||||
|
| |||||||
| Total Chemicals |
| 541,646 | ||||||
| Commercial Services & Supplies – 0.4% |
| |||||||
Cintas Corp. | 149 | 40,093 | ||||||
Copart, Inc.* | 467 | 42,469 | ||||||
Republic Services, Inc. | 374 | 33,522 | ||||||
Waste Connections, Inc. | 149 | 13,528 | ||||||
Waste Management, Inc. | 585 | 66,666 | ||||||
|
| |||||||
| Total Commercial Services & Supplies |
| 196,278 | ||||||
| Communications Equipment – 0.7% |
| |||||||
Arista Networks, Inc.* | 60 | 12,204 | ||||||
Cisco Systems, Inc. | 5,865 | 281,286 | ||||||
Motorola Solutions, Inc. | 210 | 33,839 | ||||||
|
| |||||||
| Total Communications Equipment |
| 327,329 | ||||||
| Construction & Engineering – 0.1% |
| |||||||
Jacobs Engineering Group, Inc. | 285 | 25,602 | ||||||
| Construction Materials – 0.1% |
| |||||||
Martin Marietta Materials, Inc. | 105 | 29,362 | ||||||
Vulcan Materials Co. | 165 | 23,759 | ||||||
|
| |||||||
| Total Construction Materials |
| 53,121 | ||||||
| Consumer Finance – 0.7% |
| |||||||
Ally Financial, Inc. | 435 | 13,294 | ||||||
American Express Co. | 1,139 | 141,794 | ||||||
Capital One Financial Corp. | 645 | 66,377 | ||||||
Discover Financial Services | 537 | 45,548 | ||||||
Synchrony Financial | 976 | 35,146 | ||||||
|
| |||||||
| Total Consumer Finance |
| 302,159 | ||||||
| Containers & Packaging – 0.2% |
| |||||||
Amcor PLC* | 1,340 | 14,526 | ||||||
Ball Corp. | 454 | 29,360 | ||||||
International Paper Co. | 791 | 36,426 | ||||||
Packaging Corp. of America | 61 | 6,831 | ||||||
|
| |||||||
| Total Containers & Packaging |
| 87,143 | ||||||
| Distributors – 0.1% |
| |||||||
Genuine Parts Co. | 130 | 13,810 | ||||||
LKQ Corp.* | 733 | 26,168 | ||||||
|
| |||||||
| Total Distributors |
| 39,978 | ||||||
| Diversified Financial Services – 1.5% |
| |||||||
Berkshire Hathaway, Inc. Class B* | 2,925 | 662,512 | ||||||
| Diversified Telecommunication Services – 2.0% |
| |||||||
AT&T, Inc. | 11,410 | 445,903 | ||||||
CenturyLink, Inc. | 764 | 10,092 | ||||||
Verizon Communications, Inc. | 6,850 | 420,590 | ||||||
|
| |||||||
| Total Diversified Telecommunication Services |
| 876,585 | ||||||
| Electric Utilities – 1.7% |
| |||||||
Alliant Energy Corp. | 551 | 30,151 | ||||||
American Electric Power Co., Inc. | 660 | 62,377 | ||||||
Duke Energy Corp. | 1,020 | 93,034 | ||||||
Edison International | 174 | 13,121 | ||||||
Entergy Corp. | 370 | 44,326 | ||||||
Evergy, Inc. | 299 | 19,462 | ||||||
Eversource Energy | 405 | 34,453 | ||||||
Exelon Corp. | 1,259 | 57,398 | ||||||
FirstEnergy Corp. | 735 | 35,721 | ||||||
NextEra Energy, Inc. | 672 | 162,731 | ||||||
Pinnacle West Capital Corp. | 274 | 24,641 | ||||||
PPL Corp. | 1,185 | 42,518 | ||||||
Southern Co. (The) | 1,649 | 105,041 | ||||||
Xcel Energy, Inc. | 804 | 51,046 | ||||||
|
| |||||||
| Total Electric Utilities |
| 776,020 | ||||||
| Electrical Equipment – 0.5% |
| |||||||
AMETEK, Inc. | 330 | 32,914 | ||||||
Eaton Corp. PLC | 600 | 56,832 | ||||||
Emerson Electric Co. | 1,098 | 83,733 | ||||||
Rockwell Automation, Inc. | 180 | 36,481 | ||||||
|
| |||||||
| Total Electrical Equipment |
| 209,960 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 95 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund(NTSX)
December 31, 2019
| Investments | Shares | Value | ||||||
| Electronic Equipment, Instruments & Components – 0.4% |
| |||||||
Amphenol Corp. Class A | 381 | $ | 41,236 | |||||
CDW Corp. | 132 | 18,855 | ||||||
Corning, Inc. | 1,081 | 31,468 | ||||||
Keysight Technologies, Inc.* | 180 | 18,473 | ||||||
TE Connectivity Ltd. | 510 | 48,878 | ||||||
Zebra Technologies Corp. Class A* | 18 | 4,598 | ||||||
|
| |||||||
| Total Electronic Equipment, Instruments & Components |
| 163,508 | ||||||
| Energy Equipment & Services – 0.2% |
| |||||||
Baker Hughes Co. | 916 | 23,477 | ||||||
Halliburton Co. | 346 | 8,467 | ||||||
Schlumberger Ltd. | 1,775 | 71,355 | ||||||
|
| |||||||
| Total Energy Equipment & Services |
| 103,299 | ||||||
| Entertainment – 1.6% |
| |||||||
Activision Blizzard, Inc. | 1,299 | 77,187 | ||||||
Electronic Arts, Inc.* | 425 | 45,692 | ||||||
Live Nation Entertainment, Inc.* | 55 | 3,931 | ||||||
Netflix, Inc.* | 536 | 173,433 | ||||||
Spotify Technology S.A.* | 61 | 9,122 | ||||||
Take-Two Interactive Software, Inc.* | 181 | 22,160 | ||||||
Walt Disney Co. (The) | 2,641 | 381,968 | ||||||
|
| |||||||
| Total Entertainment |
| 713,493 | ||||||
| Equity Real Estate Investment Trusts (REITs) – 2.6% |
| |||||||
Alexandria Real Estate Equities, Inc. | 91 | 14,704 | ||||||
American Tower Corp. | 660 | 151,681 | ||||||
AvalonBay Communities, Inc. | 210 | 44,037 | ||||||
Boston Properties, Inc. | 119 | 16,405 | ||||||
Camden Property Trust | 230 | 24,403 | ||||||
Crown Castle International Corp. | 585 | 83,158 | ||||||
Digital Realty Trust, Inc. | 285 | 34,126 | ||||||
Duke Realty Corp. | 195 | 6,761 | ||||||
Equinix, Inc. | 119 | 69,460 | ||||||
Equity LifeStyle Properties, Inc. | 76 | 5,350 | ||||||
Equity Residential | 568 | 45,963 | ||||||
Essex Property Trust, Inc. | 61 | 18,352 | ||||||
Extra Space Storage, Inc. | 206 | 21,758 | ||||||
Federal Realty Investment Trust | 28 | 3,604 | ||||||
Healthpeak Properties, Inc. REIT | 626 | 21,578 | ||||||
Host Hotels & Resorts, Inc. | 1,299 | 24,096 | ||||||
Invitation Homes, Inc. | 644 | 19,301 | ||||||
Mid-America Apartment Communities, Inc. | 79 | 10,417 | ||||||
National Retail Properties, Inc. | 64 | 3,432 | ||||||
Omega Healthcare Investors, Inc. | 88 | 3,727 | ||||||
Prologis, Inc. | 1,005 | 89,586 | ||||||
Public Storage | 83 | 17,676 | ||||||
Realty Income Corp. | 597 | 43,957 | ||||||
Regency Centers Corp. | 360 | 22,712 | ||||||
SBA Communications Corp. | 211 | 50,849 | ||||||
Simon Property Group, Inc. | 416 | 61,967 | ||||||
Sun Communities, Inc. | 150 | 22,515 | ||||||
UDR, Inc. | 594 | 27,740 | ||||||
Ventas, Inc. | 337 | 19,458 | ||||||
VEREIT, Inc. | 850 | 7,854 | ||||||
VICI Properties, Inc. | 1,201 | 30,685 | ||||||
Vornado Realty Trust | 330 | 21,945 | ||||||
W.P. Carey, Inc. | 131 | 10,485 | ||||||
Welltower, Inc. | 706 | 57,737 | ||||||
Weyerhaeuser Co. | 1,290 | 38,958 | ||||||
|
| |||||||
| Total Equity Real Estate Investment Trusts (REITs) |
| 1,146,437 | ||||||
| Food & Staples Retailing – 1.5% |
| |||||||
Costco Wholesale Corp. | 644 | 189,285 | ||||||
Kroger Co. (The) | 786 | 22,786 | ||||||
Sysco Corp. | 1,053 | 90,074 | ||||||
U.S. Foods Holding Corp.* | 251 | 10,514 | ||||||
Walgreens Boots Alliance, Inc. | 1,070 | 63,087 | ||||||
Walmart, Inc. | 2,432 | 289,019 | ||||||
|
| |||||||
| Total Food & Staples Retailing |
| 664,765 | ||||||
| Food Products – 1.0% |
| |||||||
Archer-Daniels-Midland Co. | 673 | 31,194 | ||||||
Campbell Soup Co. | 320 | 15,814 | ||||||
Conagra Brands, Inc. | 674 | 23,078 | ||||||
General Mills, Inc. | 989 | 52,971 | ||||||
Hershey Co. (The) | 198 | 29,102 | ||||||
Hormel Foods Corp. | 419 | 18,901 | ||||||
J.M. Smucker Co. (The) | 150 | 15,620 | ||||||
Kellogg Co. | 254 | 17,567 | ||||||
Kraft Heinz Co. (The) | 434 | 13,944 | ||||||
Lamb Weston Holdings, Inc. | 328 | 28,218 | ||||||
McCormick & Co., Inc.Non-Voting Shares | 150 | 25,459 | ||||||
Mondelez International, Inc. Class A | 2,598 | 143,098 | ||||||
Tyson Foods, Inc. Class A | 360 | 32,774 | ||||||
|
| |||||||
| Total Food Products |
| 447,740 | ||||||
| Gas Utilities – 0.1% |
| |||||||
Atmos Energy Corp. | 77 | 8,613 | ||||||
UGI Corp. | 394 | 17,793 | ||||||
|
| |||||||
| Total Gas Utilities |
| 26,406 | ||||||
| Health Care Equipment & Supplies – 3.0% |
| |||||||
Abbott Laboratories | 2,669 | 231,829 | ||||||
Align Technology, Inc.* | 61 | 17,022 | ||||||
Baxter International, Inc. | 841 | 70,324 | ||||||
Becton, Dickinson and Co. | 330 | 89,750 | ||||||
Boston Scientific Corp.* | 2,072 | 93,696 | ||||||
Cooper Cos., Inc. (The) | 60 | 19,277 | ||||||
Danaher Corp. | 1,009 | 154,861 | ||||||
Dentsply Sirona, Inc. | 355 | 20,090 | ||||||
DexCom, Inc.* | 60 | 13,124 | ||||||
Edwards Lifesciences Corp.* | 299 | 69,754 | ||||||
IDEXX Laboratories, Inc.* | 105 | 27,419 | ||||||
Intuitive Surgical, Inc.* | 135 | 79,805 | ||||||
Medtronic PLC | 2,185 | 247,888 | ||||||
ResMed, Inc. | 114 | 17,667 | ||||||
STERIS PLC | 198 | 30,179 | ||||||
Stryker Corp. | 468 | 98,252 | ||||||
Teleflex, Inc. | 24 | 9,035 | ||||||
See Notes to Financial Statements.
| 96 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund(NTSX)
December 31, 2019
| Investments | Shares | Value | ||||||
Varian Medical Systems, Inc.* | 120 | $ | 17,041 | |||||
Zimmer Biomet Holdings, Inc. | 300 | 44,904 | ||||||
|
| |||||||
| Total Health Care Equipment & Supplies |
| 1,351,917 | ||||||
| Health Care Providers & Services – 2.4% |
| |||||||
AmerisourceBergen Corp. | 225 | 19,130 | ||||||
Anthem, Inc. | 345 | 104,200 | ||||||
Cardinal Health, Inc. | 464 | 23,469 | ||||||
Centene Corp.* | 491 | 30,869 | ||||||
Cigna Corp.* | 485 | 99,178 | ||||||
CVS Health Corp. | 1,925 | 143,008 | ||||||
HCA Healthcare, Inc. | 405 | 59,863 | ||||||
Henry Schein, Inc.* | 239 | 15,946 | ||||||
Humana, Inc. | 179 | 65,607 | ||||||
Laboratory Corp. of America Holdings* | 135 | 22,838 | ||||||
McKesson Corp. | 300 | 41,496 | ||||||
Quest Diagnostics, Inc. | 209 | 22,319 | ||||||
UnitedHealth Group, Inc. | 1,337 | 393,051 | ||||||
Universal Health Services, Inc. Class B | 134 | 19,224 | ||||||
WellCare Health Plans, Inc.* | 59 | 19,483 | ||||||
|
| |||||||
| Total Health Care Providers & Services |
| 1,079,681 | ||||||
| Health Care Technology – 0.2% |
| |||||||
Cerner Corp. | 800 | 58,712 | ||||||
Veeva Systems, Inc. Class A* | 179 | 25,178 | ||||||
|
| |||||||
| Total Health Care Technology |
| 83,890 | ||||||
| Hotels, Restaurants & Leisure – 1.6% |
| |||||||
Carnival Corp. | 179 | 9,099 | ||||||
Chipotle Mexican Grill, Inc.* | 45 | 37,670 | ||||||
Darden Restaurants, Inc. | 150 | 16,352 | ||||||
Domino’s Pizza, Inc. | 60 | 17,627 | ||||||
Hilton Worldwide Holdings, Inc. | 465 | 51,573 | ||||||
Las Vegas Sands Corp. | 513 | 35,418 | ||||||
Marriott International, Inc. Class A | 494 | 74,806 | ||||||
McDonald’s Corp. | 979 | 193,460 | ||||||
MGM Resorts International | 1,344 | 44,715 | ||||||
Norwegian Cruise Line Holdings Ltd.* | 467 | 27,277 | ||||||
Royal Caribbean Cruises Ltd. | 240 | 32,042 | ||||||
Starbucks Corp. | 1,394 | 122,561 | ||||||
Wynn Resorts Ltd. | 75 | 10,415 | ||||||
Yum! Brands, Inc. | 329 | 33,140 | ||||||
|
| |||||||
| Total Hotels, Restaurants & Leisure |
| 706,155 | ||||||
| Household Durables – 0.3% |
| |||||||
D.R. Horton, Inc. | 649 | 34,235 | ||||||
Garmin Ltd. | 161 | 15,707 | ||||||
Lennar Corp. Class A | 621 | 34,646 | ||||||
NVR, Inc.* | 2 | 7,617 | ||||||
PulteGroup, Inc. | 604 | 23,435 | ||||||
Whirlpool Corp. | 25 | 3,688 | ||||||
|
| |||||||
| Total Household Durables |
| 119,328 | ||||||
| Household Products – 1.6% |
| |||||||
Church & Dwight Co., Inc. | 360 | 25,322 | ||||||
Clorox Co. (The) | 227 | 34,854 | ||||||
Colgate-Palmolive Co. | 1,095 | 75,380 | ||||||
Kimberly-Clark Corp. | 509 | 70,013 | ||||||
Procter & Gamble Co. (The) | 3,919 | 489,483 | ||||||
|
| |||||||
| Total Household Products |
| 695,052 | ||||||
| Independent Power & Renewable Electricity Producers – 0.1% |
| |||||||
AES Corp. | 235 | 4,677 | ||||||
NRG Energy, Inc. | 580 | 23,055 | ||||||
Vistra Energy Corp. | 955 | 21,955 | ||||||
|
| |||||||
| Total Independent Power & Renewable Electricity Producers |
| 49,687 | ||||||
| Industrial Conglomerates – 1.2% |
| |||||||
3M Co. | 737 | 130,021 | ||||||
General Electric Co. | 11,492 | 128,251 | ||||||
Honeywell International, Inc. | 1,184 | 209,568 | ||||||
Roper Technologies, Inc. | 135 | 47,821 | ||||||
|
| |||||||
| Total Industrial Conglomerates |
| 515,661 | ||||||
| Insurance – 2.1% |
| |||||||
Aflac, Inc. | 1,307 | 69,140 | ||||||
Alleghany Corp.* | 5 | 3,998 | ||||||
Allstate Corp. (The) | 555 | 62,410 | ||||||
American International Group, Inc. | 1,269 | 65,138 | ||||||
Aon PLC | 360 | 74,984 | ||||||
Arch Capital Group Ltd.* | 569 | 24,404 | ||||||
Arthur J. Gallagher & Co. | 240 | 22,855 | ||||||
Chubb Ltd. | 659 | 102,580 | ||||||
Cincinnati Financial Corp. | 210 | 22,082 | ||||||
Fidelity National Financial, Inc. | 420 | 19,047 | ||||||
Globe Life, Inc. | 270 | 28,418 | ||||||
Hartford Financial Services Group, Inc. (The) | 540 | 32,816 | ||||||
Lincoln National Corp. | 390 | 23,014 | ||||||
Loews Corp. | 194 | 10,183 | ||||||
Markel Corp.* | 30 | 34,295 | ||||||
Marsh & McLennan Cos., Inc. | 734 | 81,775 | ||||||
MetLife, Inc. | 1,425 | 72,632 | ||||||
Principal Financial Group, Inc. | 300 | 16,500 | ||||||
Progressive Corp. (The) | 514 | 37,209 | ||||||
Prudential Financial, Inc. | 615 | 57,650 | ||||||
Reinsurance Group of America, Inc. | 44 | 7,175 | ||||||
Travelers Cos., Inc. (The) | 299 | 40,948 | ||||||
W.R. Berkley Corp. | 54 | 3,731 | ||||||
Willis Towers Watson PLC | 179 | 36,147 | ||||||
|
| |||||||
| Total Insurance |
| 949,131 | ||||||
| Interactive Media & Services – 4.8% |
| |||||||
Alphabet, Inc. Class A* | 454 | 608,083 | ||||||
Alphabet, Inc. Class C* | 500 | 668,510 | ||||||
Facebook, Inc. Class A* | 3,792 | 778,308 | ||||||
IAC/InterActiveCorp* | 105 | 26,156 | ||||||
Snap, Inc. Class A* | 1,263 | 20,625 | ||||||
Twitter, Inc.* | 615 | 19,711 | ||||||
|
| |||||||
| Total Interactive Media & Services |
| 2,121,393 | ||||||
| Internet & Direct Marketing Retail – 3.1% |
| |||||||
Amazon.com, Inc.* | 639 | 1,180,770 | ||||||
See Notes to Financial Statements.
��
| WisdomTree Trust | 97 |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund(NTSX)
December 31, 2019
| Investments | Shares | Value | ||||||
Booking Holdings, Inc.* | 60 | $ | 123,224 | |||||
eBay, Inc. | 1,131 | 40,840 | ||||||
Expedia Group, Inc. | 188 | 20,330 | ||||||
|
| |||||||
| Total Internet & Direct Marketing Retail |
| 1,365,164 | ||||||
| IT Services – 5.1% |
| |||||||
Accenture PLC Class A | 1,104 | 232,469 | ||||||
Akamai Technologies, Inc.* | 302 | 26,087 | ||||||
Automatic Data Processing, Inc. | 606 | 103,323 | ||||||
Booz Allen Hamilton Holding Corp. | 54 | 3,841 | ||||||
Broadridge Financial Solutions, Inc. | 150 | 18,531 | ||||||
Cognizant Technology Solutions Corp. Class A | 857 | 53,151 | ||||||
EPAM Systems, Inc.* | 25 | 5,304 | ||||||
Fidelity National Information Services, Inc. | 1,039 | 144,515 | ||||||
Fiserv, Inc.* | 909 | 105,108 | ||||||
FleetCor Technologies, Inc.* | 120 | 34,526 | ||||||
Gartner, Inc.* | 119 | 18,338 | ||||||
Global Payments, Inc. | 360 | 65,722 | ||||||
GoDaddy, Inc. Class A* | 373 | 25,334 | ||||||
International Business Machines Corp. | 1,206 | 161,652 | ||||||
Jack Henry & Associates, Inc. | 26 | 3,787 | ||||||
Leidos Holdings, Inc. | 122 | 11,943 | ||||||
MasterCard, Inc. Class A | 1,382 | 412,651 | ||||||
Okta, Inc.* | 54 | 6,230 | ||||||
Paychex, Inc. | 692 | 58,862 | ||||||
PayPal Holdings, Inc.* | 1,813 | 196,112 | ||||||
Square, Inc. Class A* | 679 | 42,478 | ||||||
Twilio, Inc. Class A* | 135 | 13,268 | ||||||
VeriSign, Inc.* | 150 | 28,902 | ||||||
Visa, Inc. Class A | 2,588 | 486,285 | ||||||
|
| |||||||
| Total IT Services |
| 2,258,419 | ||||||
| Leisure Products – 0.0% |
| |||||||
Hasbro, Inc. | 205 | 21,650 | ||||||
| Life Sciences Tools & Services – 0.8% |
| |||||||
Agilent Technologies, Inc. | 568 | 48,456 | ||||||
Illumina, Inc.* | 164 | 54,405 | ||||||
IQVIA Holdings, Inc.* | 240 | 37,083 | ||||||
Mettler-Toledo International, Inc.* | 29 | 23,005 | ||||||
Thermo Fisher Scientific, Inc. | 585 | 190,049 | ||||||
Waters Corp.* | 105 | 24,533 | ||||||
|
| |||||||
| Total Life Sciences Tools & Services |
| 377,531 | ||||||
| Machinery – 1.4% |
| |||||||
Caterpillar, Inc. | 933 | 137,785 | ||||||
Cummins, Inc. | 240 | 42,950 | ||||||
Deere & Co. | 446 | 77,274 | ||||||
Dover Corp. | 246 | 28,354 | ||||||
Fortive Corp. | 276 | 21,084 | ||||||
IDEX Corp. | 24 | 4,128 | ||||||
Illinois Tool Works, Inc. | 450 | 80,833 | ||||||
Ingersoll-Rand PLC | 360 | 47,851 | ||||||
PACCAR, Inc. | 540 | 42,714 | ||||||
Parker-Hannifin Corp. | 195 | 40,135 | ||||||
Stanley Black & Decker, Inc. | 236 | 39,115 | ||||||
Westinghouse Air Brake Technologies Corp. | 287 | 22,329 | ||||||
Xylem, Inc. | 269 | 21,195 | ||||||
|
| |||||||
| Total Machinery |
| 605,747 | ||||||
| Media – 1.4% |
| |||||||
Altice USA, Inc. Class A* | 471 | 12,877 | ||||||
Charter Communications, Inc. Class A* | 255 | 123,695 | ||||||
Comcast Corp. Class A | 7,571 | 340,468 | ||||||
Discovery, Inc. Class C* | 509 | 15,519 | ||||||
DISH Network Corp. Class A* | 119 | 4,221 | ||||||
Fox Corp. Class A | 695 | 25,764 | ||||||
Liberty Broadband Corp. Class C* | 339 | 42,629 | ||||||
Liberty Global PLC Class C* | 305 | 6,648 | ||||||
Omnicom Group, Inc. | 360 | 29,167 | ||||||
ViacomCBS, Inc. Class B | 33 | 1,385 | ||||||
|
| |||||||
| Total Media |
| 602,373 | ||||||
| Metals & Mining – 0.3% |
| |||||||
Freeport-McMoRan, Inc. | 2,085 | 27,355 | ||||||
Newmont Goldcorp Corp. | 1,473 | 64,002 | ||||||
Nucor Corp. | 435 | 24,482 | ||||||
|
| |||||||
| Total Metals & Mining |
| 115,839 | ||||||
| Mortgage Real Estate Investment Trusts (REITs) – 0.0% |
| |||||||
Annaly Capital Management, Inc. | 774 | 7,291 | ||||||
| Multi-Utilities – 0.9% |
| |||||||
Ameren Corp. | 255 | 19,584 | ||||||
CenterPoint Energy, Inc. | 347 | 9,463 | ||||||
CMS Energy Corp. | 539 | 33,871 | ||||||
Consolidated Edison, Inc. | 560 | 50,663 | ||||||
Dominion Energy, Inc. | 1,141 | 94,498 | ||||||
DTE Energy Co. | 210 | 27,273 | ||||||
NiSource, Inc. | 749 | 20,852 | ||||||
Public Service Enterprise Group, Inc. | 539 | 31,828 | ||||||
Sempra Energy | 482 | 73,013 | ||||||
WEC Energy Group, Inc. | 572 | 52,755 | ||||||
|
| |||||||
| Total Multi-Utilities |
| 413,800 | ||||||
| Multiline Retail – 0.4% |
| |||||||
Dollar General Corp. | 315 | 49,133 | ||||||
Dollar Tree, Inc.* | 358 | 33,670 | ||||||
Target Corp. | 785 | 100,645 | ||||||
|
| |||||||
| Total Multiline Retail |
| 183,448 | ||||||
| Oil, Gas & Consumable Fuels – 3.4% |
| |||||||
Apache Corp. | 299 | 7,651 | ||||||
Cheniere Energy, Inc.* | 717 | 43,787 | ||||||
Chevron Corp. | 3,014 | 363,217 | ||||||
Concho Resources, Inc. | 411 | 35,991 | ||||||
ConocoPhillips | 1,400 | 91,042 | ||||||
Diamondback Energy, Inc. | 45 | 4,179 | ||||||
EOG Resources, Inc. | 444 | 37,189 | ||||||
Exxon Mobil Corp. | 5,982 | 417,424 | ||||||
Hess Corp. | 569 | 38,015 | ||||||
Kinder Morgan, Inc. | 3,778 | 79,980 | ||||||
Marathon Petroleum Corp. | 1,110 | 66,878 | ||||||
See Notes to Financial Statements.
| 98 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund(NTSX)
December 31, 2019
| Investments | Shares | Value | ||||||
Occidental Petroleum Corp. | 1,040 | $ | 42,858 | |||||
ONEOK, Inc. | 699 | 52,893 | ||||||
Phillips 66 | 719 | 80,104 | ||||||
Pioneer Natural Resources Co. | 191 | 28,912 | ||||||
Targa Resources Corp. | 525 | 21,436 | ||||||
Valero Energy Corp. | 725 | 67,896 | ||||||
Williams Cos., Inc. (The) | 1,541 | 36,553 | ||||||
|
| |||||||
| Total Oil, Gas & Consumable Fuels |
| 1,516,005 | ||||||
| Personal Products – 0.1% |
| |||||||
Estee Lauder Cos., Inc. (The) Class A | 279 | 57,625 | ||||||
| Pharmaceuticals – 4.3% |
| |||||||
Allergan PLC | 539 | 103,041 | ||||||
Bristol-Myers Squibb Co. | 3,534 | 226,847 | ||||||
Eli Lilly & Co. | 1,391 | 182,819 | ||||||
Johnson & Johnson | 4,149 | 605,215 | ||||||
Merck & Co., Inc. | 3,904 | 355,069 | ||||||
Mylan N.V.* | 520 | 10,452 | ||||||
Pfizer, Inc. | 7,712 | 302,156 | ||||||
Zoetis, Inc. | 797 | 105,483 | ||||||
|
| |||||||
| Total Pharmaceuticals |
| 1,891,082 | ||||||
| Professional Services – 0.3% |
| |||||||
CoStar Group, Inc.* | 33 | 19,744 | ||||||
Equifax, Inc. | 135 | 18,916 | ||||||
IHS Markit Ltd.* | 570 | 42,950 | ||||||
TransUnion | 165 | 14,126 | ||||||
Verisk Analytics, Inc. | 254 | 37,932 | ||||||
|
| |||||||
| Total Professional Services |
| 133,668 | ||||||
| Real Estate Management & Development – 0.1% |
| |||||||
CBRE Group, Inc. Class A* | 480 | 29,419 | ||||||
| Road & Rail – 1.1% |
| |||||||
CSX Corp. | 1,166 | 84,372 | ||||||
Kansas City Southern | 135 | 20,677 | ||||||
Norfolk Southern Corp. | 435 | 84,446 | ||||||
Old Dominion Freight Line, Inc. | 89 | 16,890 | ||||||
Uber Technologies, Inc.* | 1,796 | 53,413 | ||||||
Union Pacific Corp. | 1,149 | 207,728 | ||||||
|
| |||||||
| Total Road & Rail |
| 467,526 | ||||||
| Semiconductors & Semiconductor Equipment – 3.8% |
| |||||||
Advanced Micro Devices, Inc.* | 1,573 | 72,138 | ||||||
Analog Devices, Inc. | 645 | 76,652 | ||||||
Applied Materials, Inc. | 1,768 | 107,919 | ||||||
Broadcom, Inc. | 494 | 156,114 | ||||||
Intel Corp. | 7,163 | 428,705 | ||||||
KLA Corp. | 180 | 32,071 | ||||||
Lam Research Corp. | 179 | 52,340 | ||||||
Marvell Technology Group Ltd. | 825 | 21,912 | ||||||
Maxim Integrated Products, Inc. | 510 | 31,370 | ||||||
Microchip Technology, Inc. | 416 | 43,563 | ||||||
Micron Technology, Inc.* | 1,749 | 94,061 | ||||||
NVIDIA Corp. | 829 | 195,064 | ||||||
QUALCOMM, Inc. | 1,791 | 158,020 | ||||||
Skyworks Solutions, Inc. | 210 | 25,385 | ||||||
Teradyne, Inc. | 161 | 10,978 | ||||||
Texas Instruments, Inc. | 1,500 | 192,435 | ||||||
Xilinx, Inc. | 85 | 8,310 | ||||||
|
| |||||||
| Total Semiconductors & Semiconductor Equipment |
| 1,707,037 | ||||||
| Software – 6.7% |
| |||||||
Adobe, Inc.* | 660 | 217,674 | ||||||
ANSYS, Inc.* | 120 | 30,889 | ||||||
Atlassian Corp. PLC Class A* | 40 | 4,814 | ||||||
Autodesk, Inc.* | 317 | 58,157 | ||||||
Cadence Design Systems, Inc.* | 461 | 31,975 | ||||||
Citrix Systems, Inc. | 250 | 27,725 | ||||||
DocuSign, Inc.* | 60 | 4,447 | ||||||
Fortinet, Inc.* | 179 | 19,110 | ||||||
Guidewire Software, Inc.* | 35 | 3,842 | ||||||
Intuit, Inc. | 329 | 86,175 | ||||||
Microsoft Corp. | 11,919 | 1,879,626 | ||||||
Nortonlifelock, Inc. | 842 | 21,488 | ||||||
Oracle Corp. | 3,513 | 186,119 | ||||||
Palo Alto Networks, Inc.* | 135 | 31,219 | ||||||
Paycom Software, Inc.* | 25 | 6,619 | ||||||
salesforce.com, Inc.* | 1,300 | 211,432 | ||||||
ServiceNow, Inc.* | 224 | 63,240 | ||||||
Splunk, Inc.* | 210 | 31,452 | ||||||
SS&C Technologies Holdings, Inc. | 120 | 7,368 | ||||||
Synopsys, Inc.* | 197 | 27,422 | ||||||
Tyler Technologies, Inc.* | 14 | 4,200 | ||||||
VMware, Inc. Class A* | 29 | 4,402 | ||||||
Workday, Inc. Class A* | 150 | 24,667 | ||||||
|
| |||||||
| Total Software |
| 2,984,062 | ||||||
| Specialty Retail – 2.0% |
| |||||||
Advance Auto Parts, Inc. | 105 | 16,817 | ||||||
AutoZone, Inc.* | 30 | 35,739 | ||||||
Best Buy Co., Inc. | 345 | 30,291 | ||||||
Burlington Stores, Inc.* | 25 | 5,701 | ||||||
CarMax, Inc.* | 185 | 16,219 | ||||||
Home Depot, Inc. (The) | 1,563 | 341,328 | ||||||
Lowe’s Cos., Inc. | 1,288 | 154,251 | ||||||
O’Reilly Automotive, Inc.* | 119 | 52,153 | ||||||
Ross Stores, Inc. | 495 | 57,628 | ||||||
Tiffany & Co. | 119 | 15,904 | ||||||
TJX Cos., Inc. (The) | 2,109 | 128,775 | ||||||
Tractor Supply Co. | 195 | 18,221 | ||||||
Ulta Salon Cosmetics & Fragrance, Inc.* | 56 | 14,176 | ||||||
|
| |||||||
| Total Specialty Retail |
| 887,203 | ||||||
| Technology Hardware, Storage & Peripherals – 4.8% |
| |||||||
Apple, Inc. | 6,635 | 1,948,368 | ||||||
Dell Technologies, Inc. Class C* | 419 | 21,532 | ||||||
Hewlett Packard Enterprise Co. | 2,173 | 34,464 | ||||||
HP, Inc. | 1,609 | 33,065 | ||||||
NetApp, Inc. | 314 | 19,546 | ||||||
Seagate Technology PLC | 555 | 33,022 | ||||||
Western Digital Corp. | 433 | 27,483 | ||||||
|
| |||||||
| Total Technology Hardware, Storage & Peripherals |
| 2,117,480 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 99 |
Table of Contents
Schedule of Investments(unaudited) (concluded)
WisdomTree 90/60 U.S. Balanced Fund(NTSX)
December 31, 2019
| Investments | Shares | Value | ||||||
| Textiles, Apparel & Luxury Goods – 0.6% |
| |||||||
lululemon athletica, Inc.* | 149 | $ | 34,519 | |||||
NIKE, Inc. Class B | 2,042 | 206,875 | ||||||
VF Corp. | 480 | 47,837 | ||||||
|
| |||||||
| Total Textiles, Apparel & Luxury Goods |
| 289,231 | ||||||
| Tobacco – 0.8% |
| |||||||
Altria Group, Inc. | 2,310 | 115,292 | ||||||
Philip Morris International, Inc. | 2,578 | 219,362 | ||||||
|
| |||||||
| Total Tobacco |
| 334,654 | ||||||
| Trading Companies & Distributors – 0.2% |
| |||||||
Fastenal Co. | 1,111 | 41,051 | ||||||
United Rentals, Inc.* | 120 | 20,012 | ||||||
W.W. Grainger, Inc. | 51 | 17,265 | ||||||
|
| |||||||
| Total Trading Companies & Distributors |
| 78,328 | ||||||
| Water Utilities – 0.1% |
| |||||||
American Water Works Co., Inc. | 177 | 21,744 | ||||||
Aqua America, Inc. | 84 | 3,943 | ||||||
|
| |||||||
| Total Water Utilities |
| 25,687 | ||||||
| Wireless Telecommunication Services – 0.1% |
| |||||||
T-Mobile U.S., Inc.* | 634 | 49,718 | ||||||
| Total United States |
| 40,228,547 | ||||||
TOTAL COMMON STOCKS (Cost: $37,764,087) |
| 40,616,892 | ||||||
| Principal Amount | ||||||||
| U.S. GOVERNMENT OBLIGATIONS – 0.5% |
| |||||||
| U.S. Treasury Bill – 0.5% |
| |||||||
U.S. Treasury Bill | ||||||||
| (Cost: $249,251) | $ | 250,000 | 249,272 | |||||
TOTAL INVESTMENTS IN SECURITIES – 92.1% (Cost: $38,013,338) |
| 40,866,164 | ||||||
Other Assets less Liabilities – 7.9% |
| 3,492,405 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 44,358,569 | |||||
| * | Non-income producing security. |
| (a) | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (b) | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $249,272 as of December 31, 2019. |
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Long Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
10 Year U.S. Treasury Note | 40 | 3/20/20 | $ | 5,136,875 | $ | (44,379 | ) | |||||||||
2 Year U.S. Treasury Note | 25 | 3/31/20 | 5,387,500 | (1,911 | ) | |||||||||||
5 Year U.S. Treasury Note | 44 | 3/31/20 | 5,218,812 | (15,511 | ) | |||||||||||
U.S. Treasury Long Bond | 33 | 3/20/20 | 5,144,906 | (108,948 | ) | |||||||||||
Ultra 10 Year U.S. Treasury Note | 37 | 3/20/20 | 5,206,016 | (59,975 | ) | |||||||||||
| $ | 26,094,109 | $ | (230,724 | ) | ||||||||||||
See Notes to Financial Statements.
| 100 | WisdomTree Trust |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Balanced Income Fund(WBAL)
December 31, 2019
| Investments | Shares | Value | ||||||
| EXCHANGE-TRADED FUNDS – 100.0% |
| |||||||
| Domestic Equity – 33.0% |
| |||||||
WisdomTree U.S. High Dividend Fund(a) | 10,954 | $ | 841,377 | |||||
WisdomTree U.S. LargeCap Dividend Fund(a) | 4,028 | 426,686 | ||||||
|
| |||||||
| Total Domestic Equity |
| 1,268,063 | ||||||
| Emerging Markets Equity – 6.7% |
| |||||||
WisdomTree Emerging Markets Dividend Fund(a) | 7,869 | 258,497 | ||||||
| Fixed Income – 39.6% |
| |||||||
iShares 20+ Year Treasury Bond ETF(b) | 737 | 99,849 | ||||||
iShares MBS ETF(b) | 949 | 102,549 | ||||||
WisdomTree Emerging Markets Local Debt Fund(a)(b) | 3,892 | 139,878 | ||||||
WisdomTree Interest Rate Hedged High Yield Bond Fund(a) | 9,065 | 210,036 | ||||||
WisdomTree U.S. Corporate Bond Fund(a)(b) | 3,982 | 208,517 | ||||||
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund(a)(b) | 14,515 | 758,409 | ||||||
|
| |||||||
| Total Fixed Income |
| 1,519,238 | ||||||
| International Equity – 20.7% |
| |||||||
WisdomTree Dynamic Currency Hedged International Equity Fund(a) | 11,435 | 346,480 | ||||||
WisdomTree International High Dividend Fund(a) | 10,693 | 449,534 | ||||||
|
| |||||||
| Total International Equity |
| 796,014 | ||||||
TOTAL EXCHANGE-TRADED FUNDS (Cost: $3,583,799) |
| 3,841,812 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 9.2% |
| |||||||
| United States – 9.2% |
| |||||||
State Street Navigator Securities Lending | ||||||||
| (Cost: $355,707)(d) | 355,707 | 355,707 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 109.2% (Cost: $3,939,506) |
| 4,197,519 | ||||||
Other Assets less Liabilities – (9.2)% |
| (354,518 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 3,843,001 | |||||
| (a) | Affiliated company (See Note 3). |
| (b) | Security, or portion thereof, was on loan at December 31, 2019 (See Note 2). |
| (c) | Rate shown represents annualized7-day yield as of December 31, 2019. |
| (d) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $348,281 and the total market value of the collateral held by the Fund was $355,707. |
See Notes to Financial Statements.
| WisdomTree Trust | 101 |
Table of Contents
Schedule of Investments(unaudited)
WisdomTree Cloud Computing Fund(WCLD)
December 31, 2019
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 99.9% |
| |||||||
| Canada – 2.3% |
| |||||||
| IT Services – 2.3% |
| |||||||
Shopify, Inc. Class A* | 815 | $ | 324,028 | |||||
| Israel – 1.8% |
| |||||||
| IT Services – 1.8% |
| |||||||
Wix.com Ltd.* | 2,032 | 248,676 | ||||||
| United States – 95.8% |
| |||||||
| Health Care Technology – 1.8% |
| |||||||
Veeva Systems, Inc. Class A* | 1,823 | 256,423 | ||||||
| IT Services – 7.7% |
| |||||||
Okta, Inc.* | 2,280 | 263,043 | ||||||
PayPal Holdings, Inc.* | 2,753 | 297,792 | ||||||
Square, Inc. Class A* | 4,648 | 290,779 | ||||||
Twilio, Inc. Class A*(a) | 2,342 | 230,172 | ||||||
|
| |||||||
| Total IT Services |
| 1,081,786 | ||||||
| Software – 86.3% |
| |||||||
2U, Inc.*(a) | 17,606 | 422,368 | ||||||
Adobe, Inc.* | 1,017 | 335,417 | ||||||
Anaplan, Inc.* | 5,037 | 263,939 | ||||||
Appfolio, Inc. Class A* | 2,967 | 326,222 | ||||||
Atlassian Corp. PLC Class A* | 2,050 | 246,697 | ||||||
Avalara, Inc.* | 3,425 | 250,881 | ||||||
Blackline, Inc.* | 5,845 | 301,368 | ||||||
Box, Inc. Class A* | 21,893 | 367,365 | ||||||
Coupa Software, Inc.*(a) | 2,114 | 309,172 | ||||||
DocuSign, Inc.* | 6,522 | 483,345 | ||||||
Domo, Inc. Class B* | 11,498 | 249,737 | ||||||
Dropbox, Inc. Class A* | 16,721 | 299,473 | ||||||
Elastic N.V.* | 3,429 | 220,485 | ||||||
Everbridge, Inc.*(a) | 3,633 | 283,665 | ||||||
Five9, Inc.* | 4,599 | 301,602 | ||||||
HubSpot, Inc.* | 1,551 | 245,833 | ||||||
Instructure, Inc.* | 6,988 | 336,891 | ||||||
j2 Global, Inc.*(a) | 3,536 | 331,359 | ||||||
LogMeIn, Inc. | 4,288 | 367,653 | ||||||
Mimecast Ltd.* | 6,948 | 301,404 | ||||||
New Relic, Inc.* | 5,083 | 334,004 | ||||||
Pagerduty, Inc.*(a) | 8,386 | 196,149 | ||||||
Paycom Software, Inc.* | 1,211 | 320,624 | ||||||
Paylocity Holding Corp.* | 2,805 | 338,900 | ||||||
Pluralsight, Inc. Class A*(a) | 18,628 | 320,588 | ||||||
Proofpoint, Inc.* | 2,495 | 286,376 | ||||||
Q2 Holdings, Inc.*(a) | 3,161 | 256,294 | ||||||
Qualys, Inc.* | 3,467 | 289,044 | ||||||
RealPage, Inc.* | 4,746 | 255,097 | ||||||
RingCentral, Inc. Class A* | 2,108 | 355,556 | ||||||
salesforce.com, Inc.* | 2,031 | 330,322 | ||||||
ServiceNow, Inc.* | 1,138 | 321,280 | ||||||
Smartsheet, Inc. Class A* | 5,924 | 266,106 | ||||||
Tenable Holdings, Inc.* | 13,237 | 317,159 | ||||||
Workday, Inc. Class A* | 1,519 | 249,800 | ||||||
Workiva, Inc.* | 5,845 | 245,782 | ||||||
Yext, Inc.*(a) | 15,090 | 217,598 | ||||||
Zendesk, Inc.* | 3,830 | 293,493 | ||||||
Zoom Video Communications, Inc. Class A*(a) | 3,158 | 214,870 | ||||||
Zscaler, Inc.*(a) | 3,613 | 168,005 | ||||||
Zuora, Inc. Class A* | 21,586 | 309,327 | ||||||
|
| |||||||
| Total Software |
| 12,131,250 | ||||||
| Total United States |
| 13,469,459 | ||||||
TOTAL COMMON STOCKS (Cost: $13,514,178) |
| 14,042,163 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 9.7% |
| |||||||
| United States – 9.7% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.58%(b) | ||||||||
| (Cost: $1,364,909)(c) | 1,364,909 | 1,364,909 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 109.6% (Cost: $14,879,087) |
| 15,407,072 | ||||||
Other Assets less Liabilities – (9.6)% |
| (1,349,342 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 14,057,730 | |||||
| * | Non-income producing security. |
| (a) | Security, or portion thereof, was on loan at December 31, 2019 (See Note 2). |
| (b) | Rate shown represents annualized7-day yield as of December 31, 2019. |
| (c) | At December 31, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,461,615 and the total market value of the collateral held by the Fund was $2,507,610. The total market value of the collateral includesnon-cash U.S. Government securities collateral having a value of $1,142,701. |
See Notes to Financial Statements.
| 102 | WisdomTree Trust |
Table of Contents
Statements of Assets and Liabilities(unaudited)
WisdomTree Trust
December 31, 2019
WisdomTree Dynamic Currency International Equity Fund | WisdomTree Dynamic Currency International Quality Growth Fund | WisdomTree Dynamic Currency International SmallCap Equity Fund | WisdomTree Emerging Markets Dividend Fund | WisdomTree Europe Multifactor Fund | ||||||||||||||||
ASSETS: |
| |||||||||||||||||||
Investments, at cost | $ | 249,310,243 | $ | — | $ | 44,433,703 | $ | 53,354,480 | $ | 12,580,269 | ||||||||||
Investment in affiliates, at cost (Note 3) | — | 29,325,664 | — | — | — | |||||||||||||||
Foreign currency, at cost | 92,913 | 745 | 14,067 | 13,796 | 3,023 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 265,006,361 | — | 48,744,233 | 59,425,124 | 13,582,040 | |||||||||||||||
Investment in affiliates, at value (Note 3) | — | 31,466,576 | — | — | — | |||||||||||||||
Cash | 134,495 | 1,896 | 19,007 | 4,368 | 3,314 | |||||||||||||||
Foreign currency, at value | 93,600 | 759 | 14,182 | 13,883 | 3,053 | |||||||||||||||
Unrealized appreciation on foreign currency contracts | 86,753 | 533 | 3,488 | — | 18,629 | |||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | 337,080 | 371,267 | 252,608 | 3,174 | — | |||||||||||||||
Dividends | 340,730 | — | 61,920 | 101,156 | 17,945 | |||||||||||||||
Securities lending income | 3,646 | — | 3,382 | 886 | 316 | |||||||||||||||
Foreign tax reclaims | 769,861 | — | 8,926 | 641 | 28,700 | |||||||||||||||
Total Assets | 266,772,526 | 31,841,031 | 49,107,746 | 59,549,232 | 13,653,997 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Unrealized depreciation on foreign currency contracts | 3,045,939 | 357,293 | 556,562 | — | 31,760 | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 3,772,174 | — | 2,635,449 | 482,438 | 45,757 | |||||||||||||||
Advisory fees (Note 3) | 78,327 | 2,654 | 16,558 | 15,235 | 4,894 | |||||||||||||||
Service fees (Note 2) | 985 | 118 | 170 | 208 | 50 | |||||||||||||||
Foreign capital gains tax | — | — | — | 5,902 | — | |||||||||||||||
Total Liabilities | 6,897,425 | 360,065 | 3,208,739 | 503,783 | 82,461 | |||||||||||||||
NET ASSETS | $ | 259,875,101 | $ | 31,480,966 | $ | 45,899,007 | $ | 59,045,449 | $ | 13,571,536 | ||||||||||
NET ASSETS: |
| |||||||||||||||||||
Paid-in capital | $ | 255,799,377 | $ | 29,564,655 | $ | 43,375,768 | $ | 55,662,136 | $ | 14,233,380 | ||||||||||
Total distributable earnings (loss) | 4,075,724 | 1,916,311 | 2,523,239 | 3,383,313 | (661,844 | ) | ||||||||||||||
NET ASSETS | $ | 259,875,101 | $ | 31,480,966 | $ | 45,899,007 | $ | 59,045,449 | $ | 13,571,536 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 8,550,000 | 1,200,000 | 1,400,000 | 1,800,000 | 450,000 | |||||||||||||||
Net asset value per share | $ | 30.39 | $ | 26.23 | $ | 32.79 | $ | 32.80 | $ | 30.16 | ||||||||||
1 Includes market value of securities out on loan of: | $ | 7,866,743 | — | $ | 4,134,801 | $ | 800,534 | $ | 81,214 | |||||||||||
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 | 103 |
Table of Contents
Statements of Assets and Liabilities(unaudited) (continued)
WisdomTree Trust
December 31, 2019
| WisdomTree ICBCCS S&P China 500 Fund | WisdomTree Japan Multifactor Fund | WisdomTree U.S. Corporate Bond Fund | WisdomTree U.S. High Yield Corporate Bond Fund | WisdomTree U.S. Short-Term Corporate Bond Fund | ||||||||||||||||
ASSETS: |
| |||||||||||||||||||
Investments, at cost | $ | 19,163,332 | $ | 1,250,969 | $ | 21,154,804 | $ | 40,277,338 | $ | 10,563,753 | ||||||||||
Foreign currency, at cost | 57,269 | 750 | — | — | — | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 19,252,090 | 1,346,758 | 21,417,742 | 41,079,530 | 10,682,616 | |||||||||||||||
Cash | 39,779 | 935 | 96,440 | 178,611 | 49,590 | |||||||||||||||
Foreign currency, at value | 57,560 | 3 | 755 | — | — | — | ||||||||||||||
Unrealized appreciation on foreign currency contracts | — | 22 | — | — | — | |||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | — | — | 89,051 | — | — | |||||||||||||||
Dividends | 772 | 1,378 | — | — | — | |||||||||||||||
Securities lending income | 264 | 6 | 112 | 1,681 | 67 | |||||||||||||||
Interest | — | — | 210,087 | 551,509 | 89,078 | |||||||||||||||
Foreign tax reclaims | — | 738 | — | — | — | |||||||||||||||
Total Assets | 19,350,465 | 1,350,592 | 21,813,432 | 41,811,331 | 10,821,351 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Unrealized depreciation on foreign currency contracts | — | 3,992 | — | — | — | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 79,130 | 7,860 | 726,858 | 5,379,275 | 664,285 | |||||||||||||||
Investment securities purchased | — | — | 160,112 | — | — | |||||||||||||||
Advisory fees (Note 3) | 8,645 | 488 | 2,420 | 11,673 | 1,547 | |||||||||||||||
Service fees (Note 2) | 69 | 4 | 59 | 135 | 37 | |||||||||||||||
Total Liabilities | 87,844 | 12,344 | 889,449 | 5,391,083 | 665,869 | |||||||||||||||
NET ASSETS | $ | 19,262,621 | $ | 1,338,248 | $ | 20,923,983 | $ | 36,420,248 | $ | 10,155,482 | ||||||||||
NET ASSETS: |
| |||||||||||||||||||
Paid-in capital | $ | 20,838,713 | $ | 1,377,414 | $ | 20,695,319 | $ | 35,647,074 | $ | 10,043,043 | ||||||||||
Total distributable earnings (loss) | (1,576,092 | ) | (39,166 | ) | 228,664 | 773,174 | 112,439 | |||||||||||||
NET ASSETS | $ | 19,262,621 | $ | 1,338,248 | $ | 20,923,983 | $ | 36,420,248 | $ | 10,155,482 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 650,000 | 50,000 | 400,000 | 700,000 | 200,000 | |||||||||||||||
Net asset value per share | $ | 29.63 | $ | 26.76 | $ | 52.31 | $ | 52.03 | $ | 50.78 | ||||||||||
1 Includes market value of securities out on loan of: | $ | 338,631 | $ | 20,758 | $ | 922,739 | $ | 5,654,082 | $ | 645,256 | ||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
| |||||||||||||||||||
3 Includes $4,020 of foreign minimum reserve funds (Note 2). |
| |||||||||||||||||||
See Notes to Financial Statements.
| 104 | WisdomTree Trust |
Table of Contents
Statements of Assets and Liabilities(unaudited) (continued)
WisdomTree Trust
December 31, 2019
| WisdomTree U.S. Short-Term High Yield Corporate Bond Fund | WisdomTree Dynamic Bearish U.S. Equity Fund | WisdomTree Dynamic Long/ Short U.S. Equity Fund | WisdomTree 90/60 U.S. Balanced Fund | WisdomTree Balanced Income Fund | ||||||||||||||||
ASSETS: |
| |||||||||||||||||||
Investments, at cost | $ | 21,338,121 | $ | 5,801,903 | $ | 34,183,625 | $ | 38,013,338 | $ | 545,786 | ||||||||||
Investment in affiliates, at cost (Note 3) | — | — | — | — | 3,393,720 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 21,496,897 | 5,802,131 | 35,589,779 | 40,866,164 | 558,105 | |||||||||||||||
Investment in afiliates, at value (Note 3) | — | — | — | — | 3,639,414 | |||||||||||||||
Cash | 219,728 | 1,206 | 70,244 | 3,482,545 | 468 | |||||||||||||||
Receivables: |
| |||||||||||||||||||
Investment securities sold | — | 2,715,256 | 1,396,646 | — | 3,754 | |||||||||||||||
Dividends | — | — | 76,019 | 39,244 | — | |||||||||||||||
Securities lending income | 1,761 | — | 273 | — | 580 | |||||||||||||||
Interest | 288,706 | — | — | — | — | |||||||||||||||
Total Assets | 22,007,092 | 8,518,593 | 37,132,961 | 44,387,953 | 4,202,321 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Unrealized depreciation on swap contracts | — | 173,171 | — | — | — | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 1,841,183 | — | 529,220 | — | 355,707 | |||||||||||||||
Investment securities purchased | — | 3,252,755 | 59,862 | — | — | |||||||||||||||
Capital shares redeemed | — | — | 1,401,732 | — | — | |||||||||||||||
Advisory fees (Note 3) | 6,465 | 2,094 | 14,939 | 7,286 | 98 | |||||||||||||||
Service fees (Note 2) | 75 | 21 | 137 | 160 | 14 | |||||||||||||||
Income distribution | — | — | — | — | 3,501 | |||||||||||||||
Net variation margin on futures contracts | — | — | — | 21,938 | — | |||||||||||||||
Total Liabilities | 1,847,723 | 3,428,041 | 2,005,890 | 29,384 | 359,320 | |||||||||||||||
NET ASSETS | $ | 20,159,369 | $ | 5,090,552 | $ | 35,127,071 | $ | 44,358,569 | $ | 3,843,001 | ||||||||||
NET ASSETS: |
| |||||||||||||||||||
Paid-in capital | $ | 20,116,756 | $ | 9,304,325 | $ | 72,388,592 | $ | 41,259,453 | $ | 3,601,477 | ||||||||||
Total distributable earnings (loss) | 42,613 | (4,213,773 | ) | (37,261,521 | ) | 3,099,116 | 241,524 | |||||||||||||
NET ASSETS | $ | 20,159,369 | $ | 5,090,552 | $ | 35,127,071 | $ | 44,358,569 | $ | 3,843,001 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 400,000 | 250,000 | 1,250,000 | 1,500,000 | 150,000 | |||||||||||||||
Net asset value per share | $ | 50.40 | $ | 20.36 | $ | 28.10 | $ | 29.57 | $ | 25.62 | ||||||||||
1 Includes market value of securities out on loan of: | $ | 1,866,936 | — | $ | 1,439,987 | — | $ | 348,281 | ||||||||||||
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 | 105 |
Table of Contents
Statements of Assets and Liabilities(unaudited) (concluded)
WisdomTree Trust
December 31, 2019
WisdomTree Cloud Computing Fund | ||||
ASSETS: |
| |||
Investments, at cost | $ | 14,879,087 | ||
Investments in securities, at value1,2 (Note 2) | 15,407,072 | |||
Cash | 20,437 | |||
Receivables: | ||||
Securities lending income | 330 | |||
Total Assets | 15,427,839 | |||
LIABILITIES: |
| |||
Payables: | ||||
Cash collateral received for securities loaned (Note 2) | 1,364,909 | |||
Advisory fees (Note 3) | 5,151 | |||
Service fees (Note 2) | 49 | |||
Total Liabilities | 1,370,109 | |||
NET ASSETS | $ | 14,057,730 | ||
NET ASSETS: |
| |||
Paid-in capital | $ | 13,476,219 | ||
Total distributable earnings (loss) | 581,511 | |||
NET ASSETS | $ | 14,057,730 | ||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 550,004 | |||
Net asset value per share | $ | 25.56 | ||
1 Includes market value of securities out on loan of: | $ | 2,461,615 | ||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
| |||
See Notes to Financial Statements.
| 106 | WisdomTree Trust |
Table of Contents
Statements of Operations(unaudited)
WisdomTree Trust
For the Six Months Ended December 31, 2019
| 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 Emerging Markets Dividend Fund | WisdomTree Europe Multifactor Fund | ||||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||||
Dividends1 | $ | 3,464,162 | $ | — | $ | 563,779 | $ | 1,129,032 | $ | 120,181 | ||||||||||
Dividends from affiliates (Note 3) | — | 297,323 | — | — | — | |||||||||||||||
Interest | — | — | — | 6 | — | |||||||||||||||
Non-cash dividends | 29,965 | — | 2,469 | — | 2,745 | |||||||||||||||
Securities lending income (Note 2) | 26,323 | — | 20,483 | 3,134 | 3,541 | |||||||||||||||
Total investment income | 3,520,450 | 297,323 | 586,731 | 1,132,172 | 126,467 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 517,013 | 86,374 | 93,514 | 83,227 | 31,141 | |||||||||||||||
Service fees (Note 2) | 5,687 | 655 | 857 | 1,144 | 285 | |||||||||||||||
Total expenses | 522,700 | 87,029 | 94,371 | 84,371 | 31,426 | |||||||||||||||
Expense waivers (Note 3) | (64,627 | ) | (71,482 | ) | (9,741 | ) | — | (3,244 | ) | |||||||||||
Net expenses | 458,073 | 15,547 | 84,630 | 84,371 | 28,182 | |||||||||||||||
Net investment income | 3,062,377 | 281,776 | 502,101 | 1,047,801 | 98,285 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||||||
Investment transactions | (1,610,991 | ) | — | (206,774 | ) | (1,142,781 | ) | (76,013 | ) | |||||||||||
Investment transactions in affiliates (Note 3) | — | (7,995 | ) | — | — | — | ||||||||||||||
In-kind redemptions | 1,736,607 | — | — | — | — | |||||||||||||||
Foreign currency contracts | 2,076,737 | 141 | 2,382 | 4,141 | (64,893 | ) | ||||||||||||||
Foreign currency related transactions | (199,002 | ) | 240,270 | 281,088 | (8,614 | ) | (9,913 | ) | ||||||||||||
Net realized gain (loss) | 2,003,351 | 232,416 | 76,696 | (1,147,254 | ) | (150,819 | ) | |||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||||||
Investment transactions2 | 13,296,778 | — | 4,745,644 | 4,151,015 | 873,439 | |||||||||||||||
Investment transactions in affiliates (Note 3) | — | 2,784,869 | — | — | — | |||||||||||||||
Foreign currency contracts | (356,633 | ) | (38,831 | ) | (231,093 | ) | — | 166,440 | ||||||||||||
Translation of assets and liabilities denominated in foreign currencies | 755 | 9 | 1,282 | (425 | ) | (177 | ) | |||||||||||||
Net increase in unrealized appreciation/depreciation | 12,940,900 | 2,746,047 | 4,515,833 | 4,150,590 | 1,039,702 | |||||||||||||||
Net realized and unrealized gain on investments | 14,944,251 | 2,978,463 | 4,592,529 | 3,003,336 | 888,883 | |||||||||||||||
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | $ | 18,006,628 | $ | 3,260,239 | $ | 5,094,630 | $ | 4,051,137 | $ | 987,168 | ||||||||||
1 Net of foreign withholding tax of: | $ | 238,297 | — | $ | 39,062 | $ | 165,418 | $ | 11,050 | |||||||||||
2 Includes net increase (decrease) in accrued foreign capital gain taxes of: | — | — | — | $ | 5,902 | — | ||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 107 |
Table of Contents
Statements of Operations(unaudited) (continued)
WisdomTree Trust
For the Six Months Ended December 31, 2019
| WisdomTree ICBCCS S&P China 500 Fund | WisdomTree Japan Multifactor Fund | WisdomTree U.S. Corporate Bond Fund | WisdomTree U.S. High Yield Corporate Bond Fund | WisdomTree U.S. Short-Term Corporate Bond Fund | ||||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||||
Dividends1 | $ | 187,812 | $ | 9,802 | $ | — | $ | — | $ | — | ||||||||||
Interest | 38 | — | 148,584 | 724,009 | 104,352 | |||||||||||||||
Securities lending income (Note 2) | 1,795 | 87 | 381 | 9,352 | 342 | |||||||||||||||
Total investment income | 189,645 | 9,889 | 148,965 | 733,361 | 104,694 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 52,577 | 3,052 | 13,616 | 61,004 | 11,239 | |||||||||||||||
Service fees (Note 2) | 421 | 28 | 213 | 559 | 177 | |||||||||||||||
Total expenses | 52,998 | 3,080 | 13,829 | 61,563 | 11,416 | |||||||||||||||
Expense waivers (Note 3) | — | (318 | ) | (4,863 | ) | (12,709 | ) | (4,014 | ) | |||||||||||
Net expenses | 52,998 | 2,762 | 8,966 | 48,854 | 7,402 | |||||||||||||||
Net investment income | 136,647 | 7,127 | 139,999 | 684,507 | 97,292 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||||||
Investment transactions | (611,973 | ) | 435 | 31,757 | (23,057 | ) | 14,707 | |||||||||||||
In-kind redemptions | (10,349 | ) | — | — | — | — | ||||||||||||||
Foreign currency contracts | (6,318 | ) | 11,843 | — | — | — | ||||||||||||||
Foreign currency related transactions | 1,102 | (56 | ) | — | — | — | ||||||||||||||
Net realized gain (loss) | (627,538 | ) | 12,222 | 31,757 | (23,057 | ) | 14,707 | |||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||||||
Investment transactions | 1,940,331 | 110,583 | 88,801 | 400,476 | 56,843 | |||||||||||||||
Foreign currency contracts | — | (178 | ) | — | — | — | ||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | 158 | (45 | ) | — | — | — | ||||||||||||||
Net increase in unrealized appreciation/depreciation | 1,940,489 | 110,360 | 88,801 | 400,476 | 56,843 | |||||||||||||||
Net realized and unrealized gain on investments | 1,312,951 | 122,582 | 120,558 | 377,419 | 71,550 | |||||||||||||||
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | $ | 1,449,598 | $ | 129,709 | $ | 260,557 | $ | 1,061,926 | $ | 168,842 | ||||||||||
1 Net of foreign withholding tax of: | $ | 18,205 | $ | 3,152 | — | — | — | |||||||||||||
See Notes to Financial Statements.
| 108 | WisdomTree Trust |
Table of Contents
Statements of Operations(unaudited) (continued)
WisdomTree Trust
For the Six Months Ended December 31, 2019
| WisdomTree U.S. Short-Term High Yield Corporate Bond Fund | WisdomTree Dynamic Bearish U.S. Equity Fund | WisdomTree Dynamic Long/ Short U.S. Equity Fund | WisdomTree 90/60 U.S. Balanced Fund | WisdomTree Balanced Income Fund | ||||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||||
Dividends1 | $ | — | $ | 4,851 | $ | 631,122 | $ | 251,691 | $ | 2,978 | ||||||||||
Dividends from affiliates (Note 3) | — | — | — | — | 66,343 | |||||||||||||||
Interest | 566,122 | 48,902 | — | 1,649 | — | |||||||||||||||
Securities lending income (Note 2) | 6,512 | 11 | 1,710 | — | 3,671 | |||||||||||||||
Total investment income | 572,634 | 53,764 | 632,832 | 253,340 | 72,992 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 48,430 | 15,369 | 124,666 | 27,989 | 7,520 | |||||||||||||||
Service fees (Note 2) | 444 | 127 | 1,035 | 615 | 83 | |||||||||||||||
Total expenses | 48,874 | 15,496 | 125,701 | 28,604 | 7,603 | |||||||||||||||
Expense waivers (Note 3) | (10,090 | ) | (1,450 | ) | (11,761 | ) | — | (6,956 | ) | |||||||||||
Net expenses | 38,784 | 14,046 | 113,940 | 28,604 | 647 | |||||||||||||||
Net investment income | 533,850 | 39,718 | 518,892 | 224,736 | 72,345 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||||||
Investment transactions | (21,548 | ) | (73,006 | ) | (519,609 | ) | (236,744 | ) | 455 | |||||||||||
Investment transactions in affiliates (Note 3) | — | — | — | — | (9,286 | ) | ||||||||||||||
In-kind redemptions | — | (16,273 | ) | 322,316 | 653,214 | — | ||||||||||||||
Swap contracts | — | (733,917 | ) | (6,232,725 | ) | — | — | |||||||||||||
Futures contracts | — | — | — | 121,162 | — | |||||||||||||||
Net realized gain (loss) | (21,548 | ) | (823,196 | ) | (6,430,018 | ) | 537,632 | (8,831 | ) | |||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||||||
Investment transactions | 4,181 | 242,856 | 2,535,882 | 2,478,133 | 2,009 | |||||||||||||||
Investment transactions in affiliates (Note 3) | — | — | — | — | 156,787 | |||||||||||||||
Swap contracts | — | 260,333 | 3,413,074 | — | — | |||||||||||||||
Futures contracts | — | — | — | (294,451 | ) | — | ||||||||||||||
Net increase in unrealized appreciation/depreciation | 4,181 | 503,189 | 5,948,956 | 2,183,682 | 158,796 | |||||||||||||||
Net realized and unrealized gain (loss) on investments | (17,367 | ) | (320,007 | ) | (481,062 | ) | 2,721,314 | 149,965 | ||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | 516,483 | $ | (280,289 | ) | $ | 37,830 | $ | 2,946,050 | $ | 222,310 | |||||||||
1 Net of foreign withholding tax of: | — | — | — | $ | 57 | — | ||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 109 |
Table of Contents
Statements of Operations(unaudited) (concluded)
WisdomTree Trust
For the Period Ended December 31, 2019
| WisdomTree Cloud Computing Fund1 | ||||
INVESTMENT INCOME: | ||||
Dividends | $ | 1,132 | ||
Securities lending income (Note 2) | 645 | |||
Total investment income | 1,777 | |||
EXPENSES: |
| |||
Advisory fees (Note 3) | 12,046 | |||
Service fees (Note 2) | 118 | |||
Total expenses | 12,164 | |||
Net investment loss | (10,387 | ) | ||
NET REALIZED AND UNREALIZED GAIN ON INVESTMENTS: |
| |||
Net realized gain from: | ||||
Investment transactions | 63,913 | |||
Net increase in unrealized appreciation/depreciation: | ||||
Investment transactions | 527,985 | |||
Net realized and unrealized gain on investments | 591,898 | |||
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | $ | 581,511 | ||
1 For the period September 6, 2019 (commencement of operations) through December 31, 2019. |
| |||
See Notes to Financial Statements.
| 110 | WisdomTree Trust |
Table of Contents
Statements of Changes in Net Assets
WisdomTree Trust
| WisdomTree Dynamic Currency Hedged International Equity Fund | WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund | WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||||||||||||||||
| For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 3,062,377 | $ | 8,591,692 | $ | 281,776 | $ | 443,074 | $ | 502,101 | $ | 925,709 | ||||||||||||
Net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions | 2,003,351 | 15,207,638 | 232,416 | 276,477 | 76,696 | (23,511 | ) | |||||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | 12,940,900 | (15,352,082 | ) | 2,746,047 | (986,555 | ) | 4,515,833 | (1,119,170 | ) | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | 18,006,628 | 8,447,248 | 3,260,239 | (267,004 | ) | 5,094,630 | (216,972 | ) | ||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (4,001,723 | ) | (8,264,658 | ) | (528,228 | ) | (1,206,725 | ) | (690,486 | ) | (790,071 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 4,153,748 | 79,955,557 | — | 18,960,415 | 7,454,168 | 20,745,568 | ||||||||||||||||||
Cost of shares redeemed | (10,645,286 | ) | (89,905,000 | ) | — | (8,474,095 | ) | — | (3,024,924 | ) | ||||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (6,491,538 | ) | (9,949,443 | ) | — | 10,486,320 | 7,454,168 | 17,720,644 | ||||||||||||||||
Net Increase (Decrease) in Net Assets | 7,513,367 | (9,766,853 | ) | 2,732,011 | 9,012,591 | 11,858,312 | 16,713,601 | |||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 252,361,734 | $ | 262,128,587 | $ | 28,748,955 | $ | 19,736,364 | $ | 34,040,695 | $ | 17,327,094 | ||||||||||||
End of period | $ | 259,875,101 | $ | 252,361,734 | $ | 31,480,966 | $ | 28,748,955 | $ | 45,899,007 | $ | 34,040,695 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 8,750,000 | 9,050,000 | 1,200,000 | 800,000 | 1,150,000 | 550,000 | ||||||||||||||||||
Shares created | 150,000 | 2,850,000 | — | 800,000 | 250,000 | 700,000 | ||||||||||||||||||
Shares redeemed | (350,000 | ) | (3,150,000 | ) | — | (400,000 | ) | — | (100,000 | ) | ||||||||||||||
Shares outstanding, end of period | 8,550,000 | 8,750,000 | 1,200,000 | 1,200,000 | 1,400,000 | 1,150,000 | ||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 111 |
Table of Contents
Statements of Changes in Net Assets(continued)
WisdomTree Trust
| WisdomTree Emerging Markets Dividend Fund | WisdomTree Europe Multifactor Fund | WisdomTree ICBCCS S&P China 500 Fund | ||||||||||||||||||||||
| For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 1,047,801 | $ | 1,527,708 | $ | 98,285 | $ | 381,844 | $ | 136,647 | $ | 293,374 | ||||||||||||
Net realized loss on investments, foreign currency contracts and foreign currency related transactions | (1,147,254 | ) | (1,170,388 | ) | (150,819 | ) | (1,050,320 | ) | (627,538 | ) | (929,844 | ) | ||||||||||||
Net increase in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | 4,150,590 | 1,697,182 | 1,039,702 | 230,143 | 1,940,489 | 382,001 | ||||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 4,051,137 | 2,054,502 | 987,168 | (438,333 | ) | 1,449,598 | (254,469 | ) | ||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (1,444,864 | ) | (1,392,048 | ) | (145,400 | ) | (723,716 | ) | (247,000 | ) | (271,255 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 6,085,857 | 15,648,445 | — | — | — | 14,248,679 | ||||||||||||||||||
Cost of shares redeemed | — | — | — | (2,508,781 | ) | (2,787,769 | ) | (5,715,906 | ) | |||||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 6,085,857 | 15,648,445 | — | (2,508,781 | ) | (2,787,769 | ) | 8,532,773 | ||||||||||||||||
Net Increase (Decrease) in Net Assets | 8,692,130 | 16,310,899 | 841,768 | (3,670,830 | ) | (1,585,171 | ) | 8,007,049 | ||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 50,353,319 | $ | 34,042,420 | $ | 12,729,768 | $ | 16,400,598 | $ | 20,847,792 | $ | 12,840,743 | ||||||||||||
End of period | $ | 59,045,449 | $ | 50,353,319 | $ | 13,571,536 | $ | 12,729,768 | $ | 19,262,621 | $ | 20,847,792 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 1,600,000 | 1,100,000 | 450,000 | 550,000 | 750,000 | 450,004 | ||||||||||||||||||
Shares created | 200,000 | 500,000 | — | — | — | 500,000 | ||||||||||||||||||
Shares redeemed | — | — | — | (100,000 | ) | (100,000 | ) | (200,004 | ) | |||||||||||||||
Shares outstanding, end of period | 1,800,000 | 1,600,000 | 450,000 | 450,000 | 650,000 | 750,000 | ||||||||||||||||||
See Notes to Financial Statements.
| 112 | WisdomTree Trust |
Table of Contents
Statements of Changes in Net Assets(continued)
WisdomTree Trust
| WisdomTree Japan Multifactor Fund | WisdomTree U.S. Corporate Bond Fund | WisdomTree U.S. High Yield Corporate Bond Fund | ||||||||||||||||||||||
| For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 7,127 | $ | 58,961 | $ | 139,999 | $ | 159,270 | $ | 684,507 | $ | 564,695 | ||||||||||||
Net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions | 12,222 | 147,482 | 31,757 | (49,131 | ) | (23,057 | ) | (2,090 | ) | |||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | 110,360 | (458,527 | ) | 88,801 | 377,810 | 400,476 | 430,842 | |||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 129,709 | (252,084 | ) | 260,557 | 487,949 | 1,061,926 | 993,447 | |||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (13,638 | ) | (65,184 | ) | (142,500 | ) | (157,460 | ) | (684,800 | ) | (575,980 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | — | — | 15,696,716 | 2,359,600 | 20,589,674 | 10,058,537 | ||||||||||||||||||
Cost of shares redeemed | — | (1,283,639 | ) | — | (2,359,600 | ) | — | — | ||||||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | — | (1,283,639 | ) | 15,696,716 | — | 20,589,674 | 10,058,537 | |||||||||||||||||
Net Increase (Decrease) in Net Assets | 116,071 | (1,600,907 | ) | 15,814,773 | 330,489 | 20,966,800 | 10,476,004 | |||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 1,222,177 | $ | 2,823,084 | $ | 5,109,210 | $ | 4,778,721 | $ | 15,453,448 | $ | 4,977,444 | ||||||||||||
End of period | $ | 1,338,248 | $ | 1,222,177 | $ | 20,923,983 | $ | 5,109,210 | $ | 36,420,248 | $ | 15,453,448 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 50,000 | 100,000 | 100,000 | 100,000 | 300,000 | 100,000 | ||||||||||||||||||
Shares created | — | — | 300,000 | 50,000 | 400,000 | 200,000 | ||||||||||||||||||
Shares redeemed | — | (50,000 | ) | — | (50,000 | ) | — | — | ||||||||||||||||
Shares outstanding, end of period | 50,000 | 50,000 | 400,000 | 100,000 | 700,000 | 300,000 | ||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 113 |
Table of Contents
Statements of Changes in Net Assets(continued)
WisdomTree Trust
| WisdomTree U.S. Short-Term Corporate Bond Fund | WisdomTree U.S. Short-Term High Yield Corporate Bond Fund | WisdomTree Dynamic Bearish U.S. Equity Fund | ||||||||||||||||||||||
| For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 97,292 | $ | 123,587 | $ | 533,850 | $ | 643,560 | $ | 39,718 | $ | 261,650 | ||||||||||||
Net realized gain (loss) on investments and swap contracts | 14,707 | (11,581 | ) | (21,548 | ) | (76,056 | ) | (823,196 | ) | (1,630,286 | ) | |||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments and swap contracts | 56,843 | 150,586 | 4,181 | 158,526 | 503,189 | (980,278 | ) | |||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 168,842 | 262,592 | 516,483 | 726,030 | (280,289 | ) | (2,348,914 | ) | ||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (98,900 | ) | (122,743 | ) | (538,400 | ) | (640,720 | ) | — | — | ||||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 5,042,352 | 2,449,872 | — | 25,053,118 | — | 13,035,677 | ||||||||||||||||||
Cost of shares redeemed | — | (2,449,872 | ) | — | (9,948,021 | ) | (3,295,727 | ) | (11,105,343 | ) | ||||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 5,042,352 | — | — | 15,105,097 | (3,295,727 | ) | 1,930,334 | |||||||||||||||||
Net Increase (Decrease) in Net Assets | 5,112,294 | 139,849 | (21,917 | ) | 15,190,407 | (3,576,016 | ) | (418,580 | ) | |||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 5,043,188 | $ | 4,903,339 | $ | 20,181,286 | $ | 4,990,879 | $ | 8,666,568 | $ | 9,085,148 | ||||||||||||
End of period | $ | 10,155,482 | $ | 5,043,188 | $ | 20,159,369 | $ | 20,181,286 | $ | 5,090,552 | $ | 8,666,568 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 100,000 | 100,000 | 400,000 | 100,000 | 400,000 | 350,000 | ||||||||||||||||||
Shares created | 100,000 | 50,000 | — | 500,000 | — | 500,000 | ||||||||||||||||||
Shares redeemed | — | (50,000 | ) | — | (200,000 | ) | (150,000 | ) | (450,000 | ) | ||||||||||||||
Shares outstanding, end of period | 200,000 | 100,000 | 400,000 | 400,000 | 250,000 | 400,000 | ||||||||||||||||||
See Notes to Financial Statements.
| 114 | WisdomTree Trust |
Table of Contents
Statements of Changes in Net Assets(continued)
WisdomTree Trust
| WisdomTree Dynamic Long/Short U.S. Equity Fund | WisdomTree 90/60 U.S. Balanced Fund | WisdomTree Balanced Income Fund | ||||||||||||||||||||||
| For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Period August 2, 2018* through June 30, 2019 | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 518,892 | $ | 2,793,750 | $ | 224,736 | $ | 63,220 | $ | 72,345 | $ | 107,870 | ||||||||||||
Net realized gain (loss) on investments, swap contracts and futures contracts | (6,430,018 | ) | (18,291,340 | ) | 537,632 | 94,277 | (8,831 | ) | (7,140 | ) | ||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments and futures contracts | 5,948,956 | (8,692,193 | ) | 2,183,682 | 438,420 | 158,796 | 155,794 | |||||||||||||||||
Net increase (decrease) in net assets resulting from operations | 37,830 | (24,189,783 | ) | 2,946,050 | 595,917 | 222,310 | 256,524 | |||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | — | (3,467,921 | ) | (383,728 | ) | (59,123 | ) | (74,097 | ) | (108,265 | ) | |||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | — | 124,489,129 | 52,717,209 | 4,891,593 | — | 2,356,104 | ||||||||||||||||||
Cost of shares redeemed | (35,678,193 | ) | (151,955,762 | ) | (16,349,346 | ) | (103 | ) | — | (96 | ) | |||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (35,678,193 | ) | (27,466,633 | ) | 36,367,863 | 4,891,490 | — | 2,356,008 | ||||||||||||||||
Net Increase (Decrease) in Net Assets | (35,640,363 | ) | (55,124,337 | ) | 38,930,185 | 5,428,284 | 148,213 | 2,504,267 | ||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 70,767,434 | $ | 125,891,771 | $ | 5,428,384 | $ | 100 | $ | 3,694,788 | $ | 1,190,521 | ||||||||||||
End of period | $ | 35,127,071 | $ | 70,767,434 | $ | 44,358,569 | $ | 5,428,384 | $ | 3,843,001 | $ | 3,694,788 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 2,550,000 | 3,800,000 | 200,000 | 4 | 150,000 | 50,004 | ||||||||||||||||||
Shares created | — | 3,750,000 | 1,900,000 | 200,000 | — | 100,000 | ||||||||||||||||||
Shares redeemed | (1,300,000 | ) | (5,000,000 | ) | (600,000 | ) | (4 | ) | — | (4 | ) | |||||||||||||
Shares outstanding, end of period | 1,250,000 | 2,550,000 | 1,500,000 | 200,000 | 150,000 | 150,000 | ||||||||||||||||||
| * | Commencement of operations. |
See Notes to Financial Statements.
| WisdomTree Trust | 115 |
Table of Contents
Statements of Changes in Net Assets(concluded)
WisdomTree Trust
| WisdomTree Cloud Computing Fund | ||||
| For the Period September 6, 2019* through December 31, 2019 (unaudited) | ||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||
Net investment loss | $ | (10,387 | ) | |
Net realized gain on investments | 63,913 | |||
Net increase in unrealized appreciation/depreciation on investments | 527,985 | |||
Net increase in net assets resulting from operations | 581,511 | |||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||
Distributable earnings | — | |||
CAPITAL SHARE TRANSACTIONS: |
| |||
Net proceeds from sale of shares | 13,476,119 | |||
Cost of shares redeemed | — | |||
Net increase in net assets resulting from capital share transactions | 13,476,119 | |||
Net Increase in Net Assets | 14,057,630 | |||
NET ASSETS: |
| |||
Beginning of period | $ | 100 | ||
End of period | $ | 14,057,730 | ||
SHARES CREATED AND REDEEMED: |
| |||
Shares outstanding, beginning of period | 4 | |||
Shares created | 550,000 | |||
Shares redeemed | — | |||
Shares outstanding, end of period | 550,004 | |||
| * | Commencement of operations. |
See Notes to Financial Statements.
| 116 | 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 International Equity Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 28.84 | $ | 28.96 | $ | 28.27 | $ | 24.26 | $ | 24.18 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.35 | 1.04 | 1.00 | 0.98 | 0.79 | |||||||||||||||
Net realized and unrealized gain (loss) | 1.66 | (0.17 | ) | 0.70 | 4.32 | (0.35 | ) | |||||||||||||
Total from investment operations | 2.01 | 0.87 | 1.70 | 5.30 | 0.44 | |||||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (0.46 | ) | (0.99 | ) | (1.01 | ) | (0.83 | ) | (0.36 | ) | ||||||||||
Capital gains | — | — | — | (0.46 | ) | — | ||||||||||||||
Total dividends and distributions to shareholders | (0.46 | ) | (0.99 | ) | (1.01 | ) | (1.29 | ) | (0.36 | ) | ||||||||||
Net asset value, end of period | $ | 30.39 | $ | 28.84 | $ | 28.96 | $ | 28.27 | $ | 24.26 | ||||||||||
TOTAL RETURN2 | 7.01 | % | 3.11 | % | 6.04 | % | 22.25 | % | 1.82 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 259,875 | $ | 252,362 | $ | 262,129 | $ | 450,964 | $ | 243,806 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.35 | %3 | 0.35 | % | 0.35 | % | 0.35 | % | 0.35 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.40 | %3 | 0.40 | % | 0.40 | % | 0.40 | % | 0.40 | %3 | ||||||||||
Net investment income | 2.37 | %3 | 3.68 | % | 3.33 | % | 3.67 | % | 6.79 | %3 | ||||||||||
Portfolio turnover rate4 | 4 | % | 26 | % | 15 | % | 27 | % | 28 | % | ||||||||||
| WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Year Ended June 30, 2018 | For the Period November 3, 2016* through June 30, 2017 | ||||||||||||
Net asset value, beginning of period | $ | 23.96 | $ | 24.67 | $ | 23.31 | $ | 19.63 | ||||||||
Investment operations: | ||||||||||||||||
Net investment income1 | 0.23 | 0.49 | 0.71 | 0.32 | ||||||||||||
Net realized and unrealized gain | 2.48 | 0.02 | 1.03 | 3.52 | ||||||||||||
Total from investment operations | 2.71 | 0.51 | 1.74 | 3.84 | ||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||
Net investment income | (0.27 | ) | (0.29 | ) | (0.21 | ) | (0.15 | ) | ||||||||
Capital gains | (0.17 | ) | (0.93 | ) | (0.17 | ) | — | |||||||||
Tax return of capital | — | — | — | (0.01 | ) | |||||||||||
Total dividends and distributions to shareholders | (0.44 | ) | (1.22 | ) | (0.38 | ) | (0.16 | ) | ||||||||
Net asset value, end of period | $ | 26.23 | $ | 23.96 | $ | 24.67 | $ | 23.31 | ||||||||
TOTAL RETURN2 | 11.38 | % | 2.56 | % | 7.44 | % | 19.61 | % | ||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 31,481 | $ | 28,749 | $ | 19,736 | $ | 2,331 | ||||||||
Ratios to average net assets5 of: | ||||||||||||||||
Expenses, net of expense waivers | 0.10 | %3 | 0.10 | % | 0.10 | % | 0.10 | %3 | ||||||||
Expenses, prior to expense waivers | 0.58 | %3 | 0.58 | % | 0.58 | % | 0.58 | %3 | ||||||||
Net investment income | 1.89 | %3 | 2.10 | % | 2.87 | % | 2.23 | %3 | ||||||||
Portfolio turnover rate4 | 3 | % | 6 | % | 4 | % | 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 ofin-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 ratio to average net assets do not include net investment income (loss) of investment companies in which the Fund invests. |
See Notes to Financial Statements.
| WisdomTree Trust | 117 |
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 SmallCap Equity Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 29.60 | $ | 31.50 | $ | 30.12 | $ | 23.87 | $ | 24.24 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.39 | 1.12 | 1.11 | 0.86 | 0.52 | |||||||||||||||
Net realized and unrealized gain (loss) | 3.32 | (2.29 | ) | 0.92 | 6.18 | (0.41 | ) | |||||||||||||
Total from investment operations | 3.71 | (1.17 | ) | 2.03 | 7.04 | 0.11 | ||||||||||||||
Dividends to shareholders: | ||||||||||||||||||||
Net investment income | (0.52 | ) | (0.73 | ) | (0.65 | ) | (0.79 | ) | (0.48 | ) | ||||||||||
Net asset value, end of period | $ | 32.79 | $ | 29.60 | $ | 31.50 | $ | 30.12 | $ | 23.87 | ||||||||||
TOTAL RETURN2 | 12.61 | % | (3.70 | )% | 6.73 | % | 29.80 | % | 0.36 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 45,899 | $ | 34,041 | $ | 17,327 | $ | 3,012 | $ | 2,388 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.43 | %3 | 0.43 | % | 0.43 | % | 0.43 | % | 0.43 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.48 | %3 | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||||||
Net investment income | 2.58 | %3 | 3.77 | % | 3.41 | % | 3.16 | % | 4.42 | %3 | ||||||||||
Portfolio turnover rate4 | 5 | % | 55 | % | 95 | % | 75 | % | 50 | % | ||||||||||
| WisdomTree Emerging Markets Dividend Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 31.47 | $ | 30.95 | $ | 29.71 | $ | 25.63 | $ | 24.53 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.62 | 1.21 | 0.96 | 0.96 | 0.36 | |||||||||||||||
Net realized and unrealized gain | 1.55 | 0.38 | 1.14 | 3.96 | 0.87 | |||||||||||||||
Total from investment operations | 2.17 | 1.59 | 2.10 | 4.92 | 1.23 | |||||||||||||||
Dividends to shareholders: | ||||||||||||||||||||
Net investment income | (0.84 | ) | (1.07 | ) | (0.86 | ) | (0.84 | ) | (0.13 | ) | ||||||||||
Net asset value, end of period | $ | 32.80 | $ | 31.47 | $ | 30.95 | $ | 29.71 | $ | 25.63 | ||||||||||
TOTAL RETURN2 | 7.07 | % | 5.25 | % | 7.05 | %5 | 19.46 | % | 5.01 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 59,045 | $ | 50,353 | $ | 34,042 | $ | 11,885 | $ | 2,563 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses | 0.32 | %3 | 0.32 | % | 0.32 | % | 0.32 | % | 0.32 | %3 | ||||||||||
Net investment income | 4.03 | %3 | 3.97 | % | 2.91 | % | 3.38 | % | 6.14 | %3 | ||||||||||
Portfolio turnover rate4 | 25 | % | 26 | % | 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 International SmallCap 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 ofin-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 thesub-advisor for an operational error. Excluding the reimbursement, total return would have been unchanged. |
See Notes to Financial Statements.
| 118 | 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 Europe Multifactor Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 28.29 | $ | 29.82 | $ | 29.27 | $ | 23.27 | $ | 24.25 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.22 | 0.76 | 1.20 | 0.47 | 0.70 | |||||||||||||||
Net realized and unrealized gain (loss) | 1.97 | (0.89 | ) | 0.38 | 6.08 | (1.11 | ) | |||||||||||||
Total from investment operations | 2.19 | (0.13 | ) | 1.58 | 6.55 | (0.41 | ) | |||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (0.32 | ) | (0.53 | ) | (0.86 | ) | (0.44 | ) | (0.57 | ) | ||||||||||
Capital gains | — | (0.87 | ) | (0.17 | ) | (0.11 | ) | — | ||||||||||||
Total dividends and distributions to shareholders | (0.32 | ) | (1.40 | ) | (1.03 | ) | (0.55 | ) | (0.57 | ) | ||||||||||
Net asset value, end of period | $ | 30.16 | $ | 28.29 | $ | 29.82 | $ | 29.27 | $ | 23.27 | ||||||||||
TOTAL RETURN2 | 7.79 | % | (0.25 | )% | 5.41 | % | 28.55 | % | (1.81 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 13,572 | $ | 12,730 | $ | 16,401 | $ | 1,463 | $ | 4,655 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.43 | %3 | 0.43 | % | 0.43 | % | 0.43 | % | 0.43 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.48 | %3 | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||||||
Net investment income | 1.52 | %3 | 2.68 | % | 3.82 | % | 1.86 | % | 6.02 | %3 | ||||||||||
Portfolio turnover rate4 | 78 | % | 109 | % | 37 | % | 12 | % | 25 | % | ||||||||||
| WisdomTree ICBCCS S&P China 500 Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Period December 21, 2017* through June 30, 2018 | |||||||||
Net asset value, beginning of period | $ | 27.80 | $ | 28.53 | $ | 30.57 | ||||||
Investment operations: | ||||||||||||
Net investment income1 | 0.20 | 0.52 | 0.24 | |||||||||
Net realized and unrealized gain (loss) | 2.01 | (0.80 | ) | (2.18 | ) | |||||||
Total from investment operations | 2.21 | (0.28 | ) | (1.94 | ) | |||||||
Dividends to shareholders: | ||||||||||||
Net investment income | (0.38 | ) | (0.45 | ) | (0.10 | ) | ||||||
Net asset value, end of period | $ | 29.63 | $ | 27.80 | $ | 28.53 | ||||||
TOTAL RETURN2 | 8.09 | % | (0.90 | )% | (6.35 | )% | ||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||
Net assets, end of period (000’s omitted) | $ | 19,263 | $ | 20,848 | $ | 12,841 | ||||||
Ratios to average net assets of: | ||||||||||||
Expenses | 0.55 | %3 | 0.55 | % | 0.55 | %3 | ||||||
Net investment income | 1.43 | %3 | 1.98 | % | 1.43 | %3 | ||||||
Portfolio turnover rate4 | 5 | % | 28 | % | 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 for the WisdomTree Europe Multifactor 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 ofin-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 | 119 |
Table of Contents
Financial Highlights(continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Japan Multifactor Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 24.44 | $ | 28.23 | $ | 27.57 | $ | 22.25 | $ | 24.38 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.14 | 0.64 | 0.56 | 0.38 | 0.28 | |||||||||||||||
Net realized and unrealized gain (loss) | 2.45 | (3.49 | ) | 1.19 | 5.32 | (2.22 | ) | |||||||||||||
Total from investment operations | 2.59 | (2.85 | ) | 1.75 | 5.70 | (1.94 | ) | |||||||||||||
Dividends to shareholders: | ||||||||||||||||||||
Net investment income | (0.27 | ) | (0.94 | ) | (1.09 | ) | (0.38 | ) | (0.19 | ) | ||||||||||
Net asset value, end of period | $ | 26.76 | $ | 24.44 | $ | 28.23 | $ | 27.57 | $ | 22.25 | ||||||||||
TOTAL RETURN2 | 10.63 | % | (10.20 | )% | 6.34 | % | 25.70 | % | (8.00 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 1,338 | $ | 1,222 | $ | 2,823 | $ | 2,757 | $ | 4,449 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.43 | %3 | 0.43 | % | 0.43 | % | 0.43 | % | 0.43 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.48 | %3 | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||||||
Net investment income | 1.12 | %3 | 2.38 | % | 1.92 | % | 1.51 | % | 2.50 | %3 | ||||||||||
Portfolio turnover rate4 | 71 | % | 104 | % | 13 | % | 15 | % | 22 | % | ||||||||||
| WisdomTree U.S. Corporate Bond Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 51.09 | $ | 47.79 | $ | 49.88 | $ | 50.69 | $ | 49.96 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.75 | 1.59 | 1.49 | 1.36 | 0.22 | |||||||||||||||
Net realized and unrealized gain (loss) | 1.27 | 3.28 | (2.02 | ) | (0.63 | ) | 0.72 | |||||||||||||
Total from investment operations | 2.02 | 4.87 | (0.53 | ) | 0.73 | 0.94 | ||||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (0.80 | ) | (1.57 | ) | (1.56 | ) | (1.30 | ) | (0.21 | ) | ||||||||||
Capital gains | — | — | — | (0.24 | ) | — | ||||||||||||||
Total dividends and distributions to shareholders | (0.80 | ) | (1.57 | ) | (1.56 | ) | (1.54 | ) | (0.21 | ) | ||||||||||
Net asset value, end of period | $ | 52.31 | $ | 51.09 | $ | 47.79 | $ | 49.88 | $ | 50.69 | ||||||||||
TOTAL RETURN2 | 3.98 | % | 10.44 | % | (1.11 | )% | 1.52 | % | 1.89 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 20,924 | $ | 5,109 | $ | 4,779 | $ | 4,988 | $ | 5,069 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.18 | %3 | 0.18 | % | 0.18 | % | 0.18 | % | 0.18 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.28 | %3 | 0.28 | % | 0.28 | % | 0.28 | % | 0.28 | %3 | ||||||||||
Net investment income | 2.88 | %3 | 3.29 | % | 3.02 | % | 2.74 | % | 2.50 | %3 | ||||||||||
Portfolio turnover rate4 | 18 | % | 22 | % | 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, 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 ofin-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.
| 120 | 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 U.S. High Yield Corporate Bond Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 51.51 | $ | 49.77 | $ | 52.29 | $ | 50.41 | $ | 50.19 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 1.39 | 2.84 | 2.91 | 2.80 | 0.47 | |||||||||||||||
Net realized and unrealized gain (loss) | 0.47 | 1.69 | (2.14 | ) | 2.24 | 0.20 | ||||||||||||||
Total from investment operations | 1.86 | 4.53 | 0.77 | 5.04 | 0.67 | |||||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (1.34 | ) | (2.75 | ) | (2.89 | ) | (2.79 | ) | (0.45 | ) | ||||||||||
Capital gains | — | (0.04 | ) | (0.40 | ) | (0.37 | ) | — | ||||||||||||
Total dividends and distributions to shareholders | (1.34 | ) | (2.79 | ) | (3.29 | ) | (3.16 | ) | (0.45 | ) | ||||||||||
Net asset value, end of period | $ | 52.03 | $ | 51.51 | $ | 49.77 | $ | 52.29 | $ | 50.41 | ||||||||||
TOTAL RETURN2 | 3.67 | % | 9.43 | % | 1.49 | % | 10.23 | % | 1.34 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 36,420 | $ | 15,453 | $ | 4,977 | $ | 5,229 | $ | 5,041 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.38 | %3 | 0.38 | % | 0.38 | % | 0.38 | % | 0.38 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.48 | %3 | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||||||
Net investment income | 5.39 | %3 | 5.68 | % | 5.67 | % | 5.38 | % | 5.31 | %3 | ||||||||||
Portfolio turnover rate4 | 7 | % | 14 | % | 35 | % | 51 | % | 0 | % | ||||||||||
| WisdomTree U.S. Short-Term Corporate Bond Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 50.43 | $ | 49.03 | $ | 49.94 | $ | 50.20 | $ | 49.98 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.62 | 1.24 | 0.98 | 0.79 | 0.12 | |||||||||||||||
Net realized and unrealized gain (loss) | 0.33 | 1.39 | (0.88 | ) | (0.28 | ) | 0.21 | |||||||||||||
Total from investment operations | 0.95 | 2.63 | 0.10 | 0.51 | 0.33 | |||||||||||||||
Dividends to shareholders: | ||||||||||||||||||||
Net investment income | (0.60 | ) | (1.23 | ) | (1.01 | ) | (0.77 | ) | (0.11 | ) | ||||||||||
Net asset value, end of period | $ | 50.78 | $ | 50.43 | $ | 49.03 | $ | 49.94 | $ | 50.20 | ||||||||||
TOTAL RETURN2 | 1.90 | % | 5.44 | % | 0.19 | % | 1.02 | % | 0.66 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 10,155 | $ | 5,043 | $ | 4,903 | $ | 4,994 | $ | 5,020 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.18 | %3 | 0.18 | % | 0.18 | % | 0.18 | % | 0.18 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.28 | %3 | 0.28 | % | 0.28 | % | 0.28 | % | 0.28 | %3 | ||||||||||
Net investment income | 2.42 | %3 | 2.50 | % | 1.98 | % | 1.58 | % | 1.35 | %3 | ||||||||||
Portfolio turnover rate4 | 26 | % | 28 | % | 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 ofin-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 | 121 |
Table of Contents
Financial Highlights(continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree U.S. Short-Term High Yield Corporate Bond Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 50.45 | $ | 49.91 | $ | 51.39 | $ | 50.32 | $ | 49.95 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 1.33 | 2.66 | 2.39 | 2.43 | 0.51 | |||||||||||||||
Net realized and unrealized gain (loss) | (0.03 | ) | 0.51 | (0.77 | ) | 1.60 | 0.35 | |||||||||||||
Total from investment operations | 1.30 | 3.17 | 1.62 | 4.03 | 0.86 | |||||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (1.35 | ) | (2.63 | ) | (2.38 | ) | (2.42 | ) | (0.49 | ) | ||||||||||
Capital gains | — | — | (0.72 | ) | (0.54 | ) | — | |||||||||||||
Total dividends and distributions to shareholders | (1.35 | ) | (2.63 | ) | (3.10 | ) | (2.96 | ) | (0.49 | ) | ||||||||||
Net asset value, end of period | $ | 50.40 | $ | 50.45 | $ | 49.91 | $ | 51.39 | $ | 50.32 | ||||||||||
TOTAL RETURN2 | 2.61 | % | 6.54 | % | 3.28 | % | 8.19 | % | 1.73 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 20,159 | $ | 20,181 | $ | 4,991 | $ | 5,139 | $ | 5,032 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.38 | %3 | 0.38 | % | 0.38 | % | 0.38 | % | 0.38 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.48 | %3 | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||||||
Net investment income | 5.29 | %3 | 5.34 | % | 4.73 | % | 4.72 | % | 5.66 | %3 | ||||||||||
Portfolio turnover rate4 | 21 | % | 18 | % | 66 | % | 69 | % | 0 | % | ||||||||||
| WisdomTree Dynamic Bearish U.S. Equity Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 21.67 | $ | 25.96 | $ | 25.72 | $ | 24.28 | $ | 24.30 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.15 | 0.54 | 0.44 | 0.47 | 0.08 | |||||||||||||||
Net realized and unrealized gain (loss) | (1.46 | ) | (4.83 | ) | (0.20 | ) | 0.97 | (0.06 | ) | |||||||||||
Total from investment operations | (1.31 | ) | (4.29 | ) | 0.24 | 1.44 | 0.02 | |||||||||||||
Distributions to shareholders: | ||||||||||||||||||||
Tax return of capital | — | — | — | — | (0.04 | ) | ||||||||||||||
Net asset value, end of period | $ | 20.36 | $ | 21.67 | $ | 25.96 | $ | 25.72 | $ | 24.28 | ||||||||||
TOTAL RETURN2 | (6.05 | )% | (16.53 | )% | 0.93 | % | 5.93 | % | 0.06 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 5,091 | $ | 8,667 | $ | 9,085 | $ | 5,144 | $ | 10,927 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.48 | %3 | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.53 | %3 | 0.53 | % | 0.53 | % | 0.53 | % | 0.53 | %3 | ||||||||||
Net investment income | 1.37 | %3 | 2.22 | % | 1.70 | % | 1.90 | % | 0.60 | %3 | ||||||||||
Portfolio turnover rate4 | 0 | % | 249 | % | 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 ofin-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.
| 122 | 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 Long/Short U.S. Equity Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | 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 | $ | 27.75 | $ | 33.13 | $ | 30.17 | $ | 26.70 | $ | 25.13 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.31 | 0.66 | 0.56 | 0.55 | 0.24 | |||||||||||||||
Net realized and unrealized gain (loss) | 0.04 | (5.41 | ) | 2.72 | 3.47 | 1.49 | ||||||||||||||
Total from investment operations | 0.35 | (4.75 | ) | 3.28 | 4.02 | 1.73 | ||||||||||||||
Dividends to shareholders: | ||||||||||||||||||||
Net investment income | — | (0.63 | ) | (0.32 | ) | (0.55 | ) | (0.16 | ) | |||||||||||
Net asset value, end of period | $ | 28.10 | $ | 27.75 | $ | 33.13 | $ | 30.17 | $ | 26.70 | ||||||||||
TOTAL RETURN2 | 1.26 | % | (14.33 | )% | 10.90 | % | 15.25 | % | 6.88 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 35,127 | $ | 70,767 | $ | 125,892 | $ | 52,797 | $ | 17,358 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses, net of expense waivers | 0.48 | %3 | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | %3 | ||||||||||
Expenses, prior to expense waivers | 0.53 | %3 | 0.53 | % | 0.53 | % | 0.53 | % | 0.53 | %3 | ||||||||||
Net investment income | 2.21 | %3 | 2.10 | % | 1.74 | % | 1.95 | % | 1.80 | %3 | ||||||||||
Portfolio turnover rate4 | 60 | % | 184 | % | 152 | % | 126 | % | 70 | % | ||||||||||
| WisdomTree 90/60 U.S. Balanced Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Period August 2, 2018* through June 30, 2019 | ||||||
Net asset value, beginning of period | $ | 27.14 | $ | 25.08 | ||||
Investment operations: | ||||||||
Net investment income1 | 0.23 | 0.38 | ||||||
Net realized and unrealized gain | 2.47 | 2.01 | ||||||
Total from investment operations | 2.70 | 2.39 | ||||||
Dividends and distributions to shareholders: | ||||||||
Net investment income | (0.16 | ) | (0.33 | ) | ||||
Capital gains | (0.11 | ) | — | |||||
Total dividends and distributions to shareholders | (0.27 | ) | (0.33 | ) | ||||
Net asset value, end of period | $ | 29.57 | $ | 27.14 | ||||
TOTAL RETURN2 | 9.97 | % | 9.64 | % | ||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||
Net assets, end of period (000’s omitted) | $ | 44,359 | $ | 5,428 | ||||
Ratios to average net assets of: | ||||||||
Expenses | 0.20 | %3 | 0.20 | %3 | ||||
Net investment income | 1.61 | %3 | 1.68 | %3 | ||||
Portfolio turnover rate4 | 7 | % | 11 | % | ||||
| * | 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 Long/Short U.S. 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 ofin-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.
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Financial Highlights(concluded)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Balanced Income Fund | For the Six Months Ended December 31, 2019 (unaudited) | For the Year Ended June 30, 2019 | For the Period December 21, 2017* through June 30, 2018 | |||||||||
Net asset value, beginning of period | $ | 24.63 | $ | 23.81 | $ | 24.92 | ||||||
Investment operations: | ||||||||||||
Net investment income1 | 0.48 | 0.92 | 0.53 | |||||||||
Net realized and unrealized gain (loss) | 1.00 | 0.77 | (1.13 | ) | ||||||||
Total from investment operations | 1.48 | 1.69 | (0.60 | ) | ||||||||
Dividends to shareholders: | ||||||||||||
Net investment income | (0.49 | ) | (0.87 | ) | (0.51 | ) | ||||||
Net asset value, end of period | $ | 25.62 | $ | 24.63 | $ | 23.81 | ||||||
TOTAL RETURN2 | 6.07 | % | 7.27 | % | (2.43 | )% | ||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||
Net assets, end of period (000’s omitted) | $ | 3,843 | $ | 3,695 | $ | 1,191 | ||||||
Ratios to average net assets3 of: | ||||||||||||
Expenses, net of expense waivers | 0.03 | %4 | 0.03 | % | 0.03 | %4 | ||||||
Expenses, prior to expense waivers | 0.40 | %4 | 0.40 | % | 0.40 | %4 | ||||||
Net investment income | 3.85 | %4 | 3.85 | % | 4.12 | %4 | ||||||
Portfolio turnover rate5 | 9 | % | 3 | % | 1 | % | ||||||
| WisdomTree Cloud Computing Fund | For the Period September 6, 2019* through December 31, 2019 (unaudited) | |||
Net asset value, beginning of period | $ | 25.30 | ||
Investment operations: | ||||
Net investment loss1 | (0.03 | ) | ||
Net realized and unrealized gain | 0.29 | |||
Total from investment operations | 0.26 | |||
Dividends to shareholders: | ||||
Net investment income | — | |||
Net asset value, end of period | $ | 25.56 | ||
TOTAL RETURN2 | 2.00 | % | ||
RATIOS/SUPPLEMENTAL DATA: | ||||
Net assets, end of period (000’s omitted) | $ | 14,058 | ||
Ratios to average net assets of: | ||||
Expenses | 0.45 | %4 | ||
Net investment loss | (0.39 | )%4 | ||
Portfolio turnover rate5 | 9 | % | ||
| * | 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 Balanced income Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
| 3 | The ratio to average net assets do not include net investment income (loss) of investment companies 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 ofin-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.
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Table of Contents
Notes to Financial Statements(unaudited)
1. ORGANIZATION
WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as anopen-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 and is authorized to have multiple series of portfolios (each a “Fund”, collectively, the “Funds”). These notes relate only to the Funds listed below. 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.
| Fund | Commencement of Operations | |||
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 Emerging Markets Dividend Fund (“Emerging Markets Dividend Fund’’) | April 7, 2016 | |||
WisdomTree Europe Multifactor Fund (“Europe Multifactor Fund’’ and also referred to herein as ‘‘Currency Hedged Equity Fund’’) | January 7, 2016 | |||
WisdomTree ICBCCS S&P China 500 Fund (“ICBCCS S&P China 500 Fund’’) | December 21, 2017 | |||
WisdomTree Japan Multifactor Fund (“Japan Multifactor Fund’’ and also referred to herein as ‘‘Currency Hedged Equity Fund’’) | January 7, 2016 | |||
WisdomTree U.S. Corporate Bond Fund (“U.S. Corporate Bond Fund’’)(formerly, WisdomTree Fundamental U.S. Corporate Bond Fund) | April 27, 2016 | |||
WisdomTree U.S. High Yield Corporate Bond Fund (“U.S. High Yield Corporate Bond Fund’’)(formerly, WisdomTree Fundamental U.S. High Yield Corporate Bond Fund) | April 27, 2016 | |||
WisdomTree U.S. Short-Term Corporate Bond Fund (“U.S. Short-Term Corporate Bond Fund’’)(formerly, WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund) | April 27, 2016 | |||
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (“U.S. Short-Term High Yield Corporate Bond Fund’’)(formerly, WisdomTree 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 90/60 U.S. Balanced Fund (“90/60 U.S. Balanced Fund’’) | August 2, 2018 | |||
WisdomTree Balanced Income Fund (“Balanced Income Fund’’) | December 21, 2017 | |||
WisdomTree Cloud Computing Fund (“Cloud Computing Fund’’) | September 6, 2019 | |||
Each Fund, except the WisdomTree Europe Multifactor Fund, WisdomTree Japan Multifactor Fund and the WisdomTree 90/60 U.S. Balanced 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. The WisdomTree Europe Multifactor Fund, WisdomTree Japan Multifactor Fund and the WisdomTree 90/60 U.S. Balanced Fund are actively managed using a rules-based model approach. 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 benon-diversified as defined under the 1940 Act.
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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Table of Contents
Notes to Financial Statements(unaudited) (continued)
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 (e.g. broker-dealers) 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. ornon-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. 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 tonon-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)
The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.
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Notes to Financial Statements(unaudited) (continued)
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 beende-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 may 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 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.
Determination of a fair value by the Pricing Committee may include significant unobservable inputs and therefore such financial instruments 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 following is a summary of the fair valuations according to the inputs used as of December 31, 2019 in valuing each Fund’s assets:
| Dynamic Currency Hedged International Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks | ||||||||||||
China | $ | 7,828,132 | $ | 204,502 | $ | — | ||||||
Other* | 253,178,728 | — | — | |||||||||
Rights | ||||||||||||
Spain | 19,079 | 3,746 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 3,772,174 | — | |||||||||
Total | $ | 261,025,939 | $ | 3,980,422 | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 86,753 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (3,045,939 | ) | — | ||||||||
Total - Net | $ | 261,025,939 | $ | 1,021,236 | $ | — | ||||||
| Dynamic Currency Hedged International Quality Dividend Growth Fund | Level 1 | Level 2 | Level 3 | |||||||||
Exchange-Traded Fund | $ | 31,466,576 | $ | — | $ | — | ||||||
Total | $ | 31,466,576 | $ | — | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 533 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (357,293 | ) | — | ||||||||
Total - Net | $ | 31,466,576 | $ | (356,760 | ) | $ | — | |||||
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Table of Contents
Notes to Financial Statements(unaudited) (continued)
| Dynamic Currency Hedged International SmallCap Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks | ||||||||||||
China | $ | 859,848 | $ | 76,973 | $ | — | ||||||
Singapore | 1,277,425 | — | 17,945 | ** | ||||||||
Other* | 43,874,593 | — | — | |||||||||
Rights* | — | 2,000 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 2,635,449 | — | |||||||||
Total | $ | 46,011,866 | $ | 2,714,422 | $ | 17,945 | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 3,488 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (556,562 | ) | — | ||||||||
Total - Net | $ | 46,011,866 | $ | 2,161,348 | $ | 17,945 | ||||||
| Emerging Markets Dividend Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks | ||||||||||||
China | $ | 15,750,709 | $ | 25,976 | $ | — | ||||||
South Africa | 2,951,608 | — | 0 | ** | ||||||||
Other* | 40,213,870 | — | — | |||||||||
Rights | ||||||||||||
Brazil | — | — | 0 | ** | ||||||||
India | — | 523 | — | |||||||||
Warrants | — | 0 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 482,438 | — | |||||||||
Total | $ | 58,916,187 | $ | 508,937 | $ | 0 | ||||||
| Europe Multifactor Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 13,533,499 | $ | — | $ | — | ||||||
Rights | — | 2,784 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 45,757 | — | |||||||||
Total | $ | 13,533,499 | $ | 48,541 | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 18,629 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (31,760 | ) | — | ||||||||
Total - Net | $ | 13,533,499 | $ | 35,410 | $ | — | ||||||
| ICBCCS S&P China 500 Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks | ||||||||||||
Chemicals | $ | 309,212 | $ | — | $ | 0 | ** | |||||
Metals & Mining | 536,797 | 14,770 | — | |||||||||
Other* | 18,312,181 | — | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 79,130 | — | |||||||||
Total | $ | 19,158,190 | $ | 93,900 | $ | 0 | ||||||
| Japan Multifactor Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 1,338,898 | $ | — | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 7,860 | — | |||||||||
Total | $ | 1,338,898 | $ | 7,860 | $ | — | ||||||
Unrealized Appreciation on Foreign Currency Contracts | — | 22 | — | |||||||||
Unrealized Depreciation on Foreign Currency Contracts | — | (3,992 | ) | — | ||||||||
Total - Net | $ | 1,338,898 | $ | 3,890 | $ | — | ||||||
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Notes to Financial Statements(unaudited) (continued)
| U.S. Corporate Bond Fund | Level 1 | Level 2 | Level 3 | |||||||||
U.S. Corporate Bonds | $ | — | $ | 20,572,931 | $ | — | ||||||
Foreign Corporate Bonds | — | 107,670 | — | |||||||||
U.S. Government Obligations | — | 10,283 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 726,858 | — | |||||||||
Total | $ | — | $ | 21,417,742 | $ | — | ||||||
| U.S. High Yield Corporate Bond Fund | Level 1 | Level 2 | Level 3 | |||||||||
U.S. Corporate Bonds | $ | — | $ | 35,336,332 | $ | — | ||||||
Foreign Corporate Bonds | — | 363,923 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 5,379,275 | — | |||||||||
Total | $ | — | $ | 41,079,530 | $ | — | ||||||
| U.S. Short-Term Corporate Bond Fund | Level 1 | Level 2 | Level 3 | |||||||||
U.S. Corporate Bonds | $ | — | $ | 9,485,876 | $ | — | ||||||
Foreign Corporate Bonds | — | 491,190 | — | |||||||||
U.S. Government Obligations | — | 41,265 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 664,285 | — | |||||||||
Total | $ | — | $ | 10,682,616 | $ | — | ||||||
| U.S. Short-Term High Yield Corporate Bond Fund | Level 1 | Level 2 | Level 3 | |||||||||
U.S. Corporate Bonds | $ | — | $ | 19,409,347 | $ | — | ||||||
Foreign Corporate Bonds | — | 246,367 | — | |||||||||
Investment of Cash Collateral for Securities Loaned | — | 1,841,183 | — | |||||||||
Total | $ | — | $ | 21,496,897 | $ | — | ||||||
| Dynamic Bearish U.S. Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
U.S. Government Obligations | $ | — | $ | 5,802,131 | $ | — | ||||||
Total | $ | — | $ | 5,802,131 | $ | — | ||||||
Unrealized Depreciation on Swap Contracts | — | (173,171 | ) | — | ||||||||
Total - Net | $ | — | $ | 5,628,960 | $ | — | ||||||
| Dynamic Long/Short U.S. Equity Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 35,060,559 | $ | — | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 529,220 | — | |||||||||
Total | $ | 35,060,559 | $ | 529,220 | $ | — | ||||||
| 90/60 U.S. Balanced Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 40,616,892 | $ | — | $ | — | ||||||
U.S. Government Obligations | — | 249,272 | — | |||||||||
Total | $ | 40,616,892 | $ | 249,272 | $ | — | ||||||
Unrealized Depreciation on Futures Contracts | (230,724 | ) | — | — | ||||||||
Total - Net | $ | 40,386,168 | $ | 249,272 | $ | — | ||||||
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| Balanced Income Fund | Level 1 | Level 2 | Level 3 | |||||||||
Exchange-Traded Funds | $ | 3,841,812 | $ | — | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 355,707 | — | |||||||||
Total | $ | 3,841,812 | $ | 355,707 | $ | — | ||||||
| Cloud Computing Fund | Level 1 | Level 2 | Level 3 | |||||||||
Common Stocks* | $ | 14,042,163 | $ | — | $ | — | ||||||
Investment of Cash Collateral for Securities Loaned | — | 1,364,909 | — | |||||||||
Total | $ | 14,042,163 | $ | 1,364,909 | $ | — | ||||||
| * | Please refer to the Schedule of Investments for a breakdown of the valuation by industry type and/or country. |
| ** | Security is being fair valued using significant unobservable inputs by the Pricing Committee. |
During the six months or period ended December 31, 2019, there were no significant transfers into or out of Level 3 of the fair value
hierarchy.
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 period ended December 31, 2019 and open positions in such derivatives as of December 31, 2019 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 period. If an event occurred at December 31, 2019 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 135. Information with respect to the amounts and types of collateral received and/or posted for derivative instruments as of December 31, 2019, if any, is reflected as a footnote below the respective derivatives tables on each Fund’s Schedule of Investments.
As of December 31, 2019, 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:
| Asset Derivatives | Liability Derivatives | |||||||||||
| Fund | Balance Sheet Location | Value | Balance Sheet Location | Value | ||||||||
Dynamic Currency Hedged International Equity Fund |
| |||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | $ | 86,753 | Unrealized depreciation on foreign currency contracts | $ | 3,045,939 | ||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund |
| |||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 533 | Unrealized depreciation on foreign currency contracts | 357,293 | ||||||||
Dynamic Currency Hedged International SmallCap Equity Fund |
| |||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 3,488 | Unrealized depreciation on foreign currency contracts | 556,562 | ||||||||
Europe Multifactor Fund |
| |||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 18,629 | Unrealized depreciation on foreign currency contracts | 31,760 | ||||||||
Japan Multifactor Fund |
| |||||||||||
Foreign exchange contracts | Unrealized appreciation on foreign currency contracts | 22 | Unrealized depreciation on foreign currency contracts | 3,992 | ||||||||
Dynamic Bearish U.S. Equity Fund |
| |||||||||||
Equity contracts | Unrealized appreciation on swap contracts | — | Unrealized depreciation on swap contracts | 173,171 | ||||||||
90/60 U.S. Balanced Fund |
| |||||||||||
Interest rate contracts | Unrealized appreciation on futures contracts* | — | Unrealized depreciation on futures contracts* | 230,724 | ||||||||
| * | Includes cumulative appreciation (depreciation) of futures contracts as reported in each Fund’s Schedule of Investments. Only current day’s variation margin is reported within the Statements of Assets and Liabilities. Please see Note 2 (Futures Contracts) on page 133 for additional information regarding balance sheet location of balances associated with futures contracts. |
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For the six months or period ended December 31, 2019, 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 International Equity Fund | ||||||||
Foreign exchange contracts | $ | 2,076,737 | $ | (356,633 | ) | |||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||
Foreign exchange contracts | 141 | (38,831 | ) | |||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||
Foreign exchange contracts | 2,382 | (231,093 | ) | |||||
Emerging Markets Dividend Fund | ||||||||
Foreign exchange contracts | 4,141 | — | ||||||
Europe Multifactor Fund | ||||||||
Foreign exchange contracts | (64,893 | ) | 166,440 | |||||
ICBCCS S&P China 500 Fund | ||||||||
Foreign exchange contracts | (6,318 | ) | — | |||||
Japan Multifactor Fund | ||||||||
Foreign exchange contracts | 11,843 | (178 | ) | |||||
Dynamic Bearish U.S. Equity Fund | ||||||||
Equity contracts | (733,917 | ) | 260,333 | |||||
Dynamic Long/Short U.S. Equity Fund | ||||||||
Equity contracts | (6,232,725 | ) | 3,413,074 | |||||
90/60 U.S. Balanced Fund | ||||||||
Interest rate contracts | 121,162 | (294,451 | ) | |||||
| 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 swap contracts | |
Interest rate contracts | Net realized gain (loss) from futures 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 | |
Interest rate contracts | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts |
During the six months or period ended December 31, 2019, the volume of derivative activity (based on the average ofmonth-end balances) 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 International Equity Fund | ||||||||||||||||
Foreign exchange contracts | $ | 162,625,204 | $ | 322,868,393 | $ | — | $ | — | ||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||||||||||
Foreign exchange contracts | 19,128,285 | 38,108,841 | — | — | ||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||||||||||
Foreign exchange contracts | 24,987,794 | 49,958,165 | — | — | ||||||||||||
Emerging Markets Dividend Fund | ||||||||||||||||
Foreign exchange contracts | 11,008 | 6,388 | — | — | ||||||||||||
Europe Multifactor Fund | ||||||||||||||||
Foreign exchange contracts | 1,514,543 | 10,840,135 | — | — | ||||||||||||
ICBCCS S&P China 500 Fund1 | ||||||||||||||||
Foreign exchange contracts | 344,783 | 28,321 | — | — | ||||||||||||
Japan Multifactor Fund | ||||||||||||||||
Foreign exchange contracts | 97,909 | 663,443 | — | — | ||||||||||||
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| Average Notional | ||||||||||||||||
| Fund | Foreign currency contracts (to deliver USD) | Foreign currency contracts (to receive USD) | Swap contracts (short) | Futures contracts (long) | ||||||||||||
Dynamic Bearish U.S. Equity Fund | ||||||||||||||||
Equity contracts | $ | — | $ | — | $ | 5,836,824 | $ | — | ||||||||
Dynamic Long/Short U.S. Equity Fund | ||||||||||||||||
Equity contracts | — | — | 37,713,957 | — | ||||||||||||
90/60 U.S. Balanced Fund | ||||||||||||||||
Interest rate contracts | — | — | — | 16,169,730 | ||||||||||||
| 1 | The volume of derivative activity for the period is based on intra-month balances. |
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 theex-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 theex-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 effective 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 ofnet realizedgain (loss) from investment transactions andnet increase (decrease) in unrealized appreciation (depreciation) from investmenttransactions, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses from foreign currency contracts are included innet realized gain (loss) from foreign currency contracts andnet 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 innet realized gain (loss) from foreign currency related transactions and/orincrease (decrease)in unrealized appreciation (depreciation) from translationof 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 Rule12b-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
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the CDSCC’s designated cash clearing banks. At December 31, 2019, 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 $4,020.
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 utilized forward foreign currency contracts (‘‘Forward Contract’’) to dynamically obtain either a net long or net short exposure to foreign currencies consistent with each Fund’s investment strategy. The Emerging Markets 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 innet increase (decrease) in unrealized appreciation (depreciation) from foreign currency contractson 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 innet realized gain (loss) from foreign currency contractson the Statements of Operations.
Futures Contracts —The 90/60 U.S. Balanced Fund utilized futures contracts to obtain long exposure to U.S. Treasury obligations consistent with its investment strategy. 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 variation margin payments may be made or received when the futures contract expires. 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,
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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 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. In the event of a borrower default with respect to the failure to return to each Fund some or all of the securities loaned, the securities lending agent shall indemnify each Fund against the failure of the borrower.
Master Netting Arrangements— ASUNo. 2011-11 “Disclosures about Offsetting Assets and Liabilities” (“ASU2011-11”) 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. ASU2011-11 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. ASU2011-11 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 governsover-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 ofset-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’snon-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
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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.
The Fund’s futures contracts are all exchange traded and are not subject to master netting arrangements. Therefore, all futures contracts are excluded from the netting table below.
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 December 31, 2019, the impact of netting of assets and liabilities and the offsetting of collateral pledged or received based on contractualnetting/set-off provisions in the ISDA Master Agreement and the Lending Agreement are detailed in the following table:
| Assets | Liabilities | |||||||||||||||||||||||||||||||
Gross Amounts Statements of Assets and | Gross Amounts Not Offset in the Statements of Assets and Liabilities | Net Amount | Gross Amounts Statements of Assets and | 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 International Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | $ | 7,866,743 | $ | — | $ | (7,866,743 | )1 | $ | — | $ | — | $ | — | $ | — | $ | — | |||||||||||||||
Foreign Currency Contracts | 86,753 | (40,427 | ) | — | 46,326 | 3,045,939 | (40,427 | ) | — | 3,005,512 | ||||||||||||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | 533 | (523 | ) | — | 10 | 357,293 | (523 | ) | — | 356,770 | ||||||||||||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 4,134,801 | — | (4,134,801 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 3,488 | (3,488 | ) | — | — | 556,562 | (3,488 | ) | — | 553,074 | ||||||||||||||||||||||
Emerging Markets Dividend Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 800,534 | — | (800,534 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Europe Multifactor Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 81,214 | — | (81,214 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 18,629 | (3 | ) | — | 18,626 | 31,760 | (3 | ) | — | 31,757 | ||||||||||||||||||||||
ICBCCS S&P China 500 Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 338,631 | — | (338,631 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Japan Multifactor Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 20,758 | — | (20,758 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 22 | — | — | 22 | 3,992 | — | — | 3,992 | ||||||||||||||||||||||||
U.S. Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 922,739 | — | (922,739 | )1 | — | — | — | — | — | |||||||||||||||||||||||
U.S. High Yield Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 5,654,082 | — | (5,654,082 | )1 | — | — | — | — | — | |||||||||||||||||||||||
U.S. Short-Term Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 645,256 | — | (645,256 | )1 | — | — | — | — | — | |||||||||||||||||||||||
U.S. Short-Term High Yield Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 1,866,936 | — | (1,866,936 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Dynamic Bearish U.S. Equity Fund | ||||||||||||||||||||||||||||||||
Swap Contracts | — | — | — | — | 173,171 | — | — | 173,171 | ||||||||||||||||||||||||
Dynamic Long/Short U.S. Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 1,439,987 | — | (1,439,987 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Balanced Income Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 348,281 | — | (348,281 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Cloud Computing Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 2,461,615 | — | (2,461,615 | )1 | — | — | — | — | — | |||||||||||||||||||||||
| 1 | The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero. |
| WisdomTree Trust | 135 |
Table of Contents
Notes to Financial Statements(unaudited) (continued)
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 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 arenon-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 nettax-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 theex-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 Mellon Investments Corporation (‘‘Mellon’’) to providesub-advisory services to the Funds, except for U.S. Corporate Bond Fund, U.S. High Yield Corporate Bond Fund, U.S. Short-Term Corporate Bond Fund and U.S. Short-Term High Yield Corporate Bond Fund which aresub-advised by Voya Investment Management Co., LLC (‘‘Voya IM’’) and ICBCCS S&P China 500 Fund which issub-advised by ICBC Credit Suisse Asset Management (International) Company Ltd.(‘‘ICBC Credit Suisse’’). Mellon, 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 othernon-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.
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 International Equity Fund | 0.40 | % | (0.05 | )% | October 31, 2020 | |||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 0.58 | % | (0.48 | )%2 | October 31, 2020 | |||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 0.48 | % | (0.05 | )% | October 31, 2020 | |||||||
Emerging Markets Dividend Fund | 0.32 | % | — | — | ||||||||
Europe Multifactor Fund | 0.48 | % | (0.05 | )% | October 31, 2020 | |||||||
ICBCCS S&P China 500 Fund | 0.55 | % | — | — | ||||||||
Japan Multifactor Fund | 0.48 | % | (0.05 | )% | October 31, 2020 | |||||||
U.S. Corporate Bond Fund | 0.28 | % | (0.10 | )% | October 31, 2020 | |||||||
U.S. High Yield Corporate Bond Fund | 0.48 | % | (0.10 | )% | October 31, 2020 | |||||||
U.S. Short-Term Corporate Bond Fund | 0.28 | % | (0.10 | )% | October 31, 2020 | |||||||
U.S. Short-Term High Yield Corporate Bond Fund | 0.48 | % | (0.10 | )% | October 31, 2020 | |||||||
| 136 | WisdomTree Trust |
Table of Contents
Notes to Financial Statements(unaudited) (continued)
| Fund | Advisory Fee Rate (before fee waiver) | Advisory Fee Waiver1 | Advisory Fee Waiver Expiration Date | |||||||||
Dynamic Bearish U.S. Equity Fund | 0.53 | % | (0.05 | )% | October 31, 2020 | |||||||
Dynamic Long/Short U.S. Equity Fund | 0.53 | % | (0.05 | )% | October 31, 2020 | |||||||
90/60 U.S. Balanced Fund | 0.20 | % | — | — | ||||||||
Balanced Income Fund | 0.40 | % | (0.37 | )%3 | December 31, 2020 | |||||||
Cloud Computing Fund4 | 0.45 | % | — | — | ||||||||
| 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 (approximately 0.38% per annum), as well as an additional 0.10% per annum. |
| 3 | 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 (approximately 0.32% per annum), as well as an additional 0.05% per annum. |
| 4 | Since the commencement of operations on September 6, 2019. |
Affiliated holdings are holdings in funds which are managed by, or an affiliate of, WTAM. Transactions with affiliated funds during the six months ended December 31, 2019 are as follows:
| Fund | Value at 6/30/2019 | Purchases/ Additions | Sales/ Reductions | Realized Gain/(Loss) | Change in Unrealized Appreciation/ Depreciation | Value at 12/31/2019 | Dividend Income | |||||||||||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | ||||||||||||||||||||||||||||
WisdomTree International Quality Dividend Growth Fund | $ | 28,732,853 | $ | 959,414 | $ | 1,002,565 | $ | (7,995 | ) | $ | 2,784,869 | $ | 31,466,576 | $ | 297,323 | |||||||||||||
Balanced Income Fund | ||||||||||||||||||||||||||||
Dynamic Currency Hedged International Equity Fund | $ | 337,067 | $ | 18,322 | $ | 24,064 | $ | (543 | ) | $ | 15,698 | $ | 346,480 | $ | 5,325 | |||||||||||||
Emerging Markets Dividend Fund | 245,819 | 20,169 | 17,260 | (878 | ) | 10,647 | 258,497 | 6,544 | ||||||||||||||||||||
U.S. Corporate Bond Fund | 206,665 | 20,068 | 22,972 | 115 | 4,641 | 208,517 | 3,281 | |||||||||||||||||||||
WisdomTree Emerging Markets Local Debt Fund | 133,835 | 39,978 | 36,989 | (2,903 | ) | 5,957 | 139,878 | 3,232 | ||||||||||||||||||||
WisdomTree Interest Rate Hedged High Yield Bond Fund | 190,536 | 57,427 | 37,079 | (1,978 | ) | 1,130 | 210,036 | 5,113 | ||||||||||||||||||||
WisdomTree International High Dividend Fund | 425,145 | 77,127 | 70,348 | (6,287 | ) | 23,897 | 449,534 | 7,524 | ||||||||||||||||||||
WisdomTree U.S. High Dividend Fund | 798,142 | 22,884 | 24,267 | 266 | 44,352 | 841,377 | 17,841 | |||||||||||||||||||||
WisdomTree U.S. LargeCap Dividend Fund | 413,569 | 20,240 | 45,878 | 2,913 | 35,842 | 426,686 | 5,872 | |||||||||||||||||||||
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 741,391 | 23,872 | 21,486 | 9 | 14,623 | 758,409 | 11,611 | |||||||||||||||||||||
Total Balanced Income Fund | $ | 3,492,169 | $ | 300,087 | $ | 300,343 | $ | (9,286 | ) | $ | 156,787 | $ | 3,639,414 | $ | 66,343 | |||||||||||||
Related Party Transactions — WTAM or its affiliates may from time to time own shares of a Fund. As of and for the six months or period ended December 31, 2019, WTAM held shares of and received distributions from 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 and Fund Shares held by WTAM | |||||||||
Dynamic Currency Hedged International Equity Fund | 1,944 | $ | 58,903 | $ | 974 | |||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 21 | 691 | 6 | |||||||||
Emerging Markets Dividend Fund | 409 | 13,436 | 438 | |||||||||
Japan Multifactor Fund | 25,000 | 663,500 | 6,819 | |||||||||
U.S. Corporate Bond Fund | 129 | 6,755 | 99 | |||||||||
U.S. High Yield Corporate Bond Fund | 261 | 13,605 | 347 | |||||||||
U.S. Short-Term Corporate Bond Fund | 313 | 15,904 | 171 | |||||||||
U.S. Short-Term High Yield Corporate Bond Fund | 63 | 3,186 | 81 | |||||||||
| WisdomTree Trust | 137 |
Table of Contents
Notes to Financial Statements(unaudited) (continued)
4. CAPITAL SHARE TRANSACTIONS
As of December 31, 2019, 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 thein-kind contribution of a basket of securities and/or 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 fromin-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting fromin-kind capital share transactions (excluding short-term investments) for the six months or period ended December 31, 2019 are shown in the following table. Realized gains and losses on sales resulting fromin-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 International Equity Fund | $ | 11,618,886 | $ | 9,222,156 | $ | 3,847,000 | $ | 9,894,070 | ||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 959,414 | 1,002,565 | — | — | ||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 2,407,276 | 1,875,243 | 7,186,756 | — | ||||||||||||
Emerging Markets Dividend Fund | 16,821,399 | 13,156,896 | 2,274,038 | — | ||||||||||||
Europe Multifactor Fund | 10,070,460 | 10,017,298 | — | — | ||||||||||||
ICBCCS S&P China 500 Fund | 1,016,972 | 2,438,064 | — | 1,361,186 | ||||||||||||
Japan Multifactor Fund | 895,930 | 891,410 | — | — | ||||||||||||
U.S. Corporate Bond Fund | 2,067,262 | 1,923,819 | 15,281,858 | — | ||||||||||||
U.S. High Yield Corporate Bond Fund | 1,866,061 | 2,032,109 | 20,365,932 | — | ||||||||||||
U.S. Short-Term Corporate Bond Fund | 2,023,369 | 2,011,548 | 4,988,212 | — | ||||||||||||
U.S. Short-Term High Yield Corporate Bond Fund | 4,097,692 | 4,218,905 | — | — | ||||||||||||
Dynamic Bearish U.S. Equity Fund | — | 7,045,524 | — | 2,165,984 | ||||||||||||
Dynamic Long/Short U.S. Equity Fund | 28,987,179 | 32,576,052 | — | 35,655,327 | ||||||||||||
90/60 U.S. Balanced Fund | 1,831,883 | 2,006,866 | 47,481,645 | 14,474,675 | ||||||||||||
Balanced Income Fund | 340,820 | 343,440 | — | — | ||||||||||||
Cloud Computing Fund1 | 923,944 | 897,524 | 13,423,846 | — | ||||||||||||
| 1 | For the period September 6, 2019 (commencement of operations) through December 31, 2019. |
6. FEDERAL INCOME TAXES
At December 31, 2019, the cost of investments (including securities on loan and derivatives) for Federal income tax purposes was as follows:
| Investments in Long Securities | Investments in Financial Derivatives1 | |||||||||||||||||||||||||||||||||||
| Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net Unrealized Appreciation/ (Depreciation) | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net (Depreciation) | Total Net (Depreciation) | ||||||||||||||||||||||||||||
Dynamic Currency Hedged International Equity Fund | $ | 251,722,834 | $ | 28,814,844 | $ | (15,531,317 | ) | $ | 13,283,527 | $ | 2,077 | $ | (74,930 | ) | $ | (72,853 | ) | $ | 13,210,674 | |||||||||||||||||
Dynamic Currency Hedged International Quality Dividend Growth Fund | 29,355,972 | 2,140,912 | (30,308 | ) | 2,110,604 | 78 | (22,158 | ) | (22,080 | ) | 2,088,524 | |||||||||||||||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 44,699,695 | 5,844,765 | (1,800,227 | ) | 4,044,538 | 104 | (15,452 | ) | (15,348 | ) | 4,029,190 | |||||||||||||||||||||||||
Emerging Markets Dividend Fund | 53,465,458 | 8,001,324 | (2,041,658 | ) | 5,959,666 | — | — | — | 5,959,666 | |||||||||||||||||||||||||||
Europe Multifactor Fund | 12,617,138 | 1,124,791 | (159,889 | ) | 964,902 | 23 | (1,618 | ) | (1,595 | ) | 963,307 | |||||||||||||||||||||||||
ICBCCS S&P China 500 Fund | 19,750,414 | 1,759,748 | (2,258,072 | ) | (498,324 | ) | — | — | — | (498,324 | ) | |||||||||||||||||||||||||
Japan Multifactor Fund | 1,254,541 | 113,618 | (21,401 | ) | 92,217 | — | — | — | 92,217 | |||||||||||||||||||||||||||
| 138 | WisdomTree Trust |
Table of Contents
Notes to Financial Statements(unaudited) (concluded)
| Investments in Long Securities | Investments in Financial Derivatives1 | |||||||||||||||||||||||||||||||||||
| Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net Unrealized Appreciation/ (Depreciation) | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net (Depreciation) | Total Net (Depreciation) | ||||||||||||||||||||||||||||
U.S. Corporate Bond Fund | $ | 21,154,804 | $ | 324,968 | $ | (62,030 | ) | $ | 262,938 | $ | — | $ | — | $ | — | $ | 262,938 | |||||||||||||||||||
U.S. High Yield Corporate Bond Fund | 40,282,754 | 1,118,105 | (321,329 | ) | 796,776 | — | — | — | 796,776 | |||||||||||||||||||||||||||
U.S. Short-Term Corporate Bond Fund | 10,563,753 | 119,053 | (190 | ) | 118,863 | — | — | — | 118,863 | |||||||||||||||||||||||||||
U.S. Short-Term High Yield Corporate Bond Fund | 21,339,412 | 514,814 | (357,329 | ) | 157,485 | — | — | — | 157,485 | |||||||||||||||||||||||||||
Dynamic Bearish U.S. Equity Fund | 5,801,903 | 463 | (235 | ) | 228 | — | (173,171 | ) | (173,171 | ) | (172,943 | ) | ||||||||||||||||||||||||
Dynamic Long/Short U.S. Equity Fund | 34,319,874 | 3,317,309 | (2,047,404 | ) | 1,269,905 | — | — | — | 1,269,905 | |||||||||||||||||||||||||||
90/60 U.S. Balanced Fund | 38,014,046 | 3,125,115 | (272,997 | ) | 2,852,118 | — | — | — | 2,852,118 | |||||||||||||||||||||||||||
Balanced Income Fund | 3,940,428 | 260,806 | (3,715 | ) | 257,091 | — | — | — | 257,091 | |||||||||||||||||||||||||||
Cloud Computing Fund | 14,879,087 | 774,087 | (246,102 | ) | 527,985 | — | — | — | 527,985 | |||||||||||||||||||||||||||
| 1 | Certain financial derivatives may be considered section 1256 contracts under the Code. Each section 1256 contract held at the close of a taxable year shall be treated as sold for its fair market value on the last business day of such taxable year (and any realized gain and loss shall be taken into account for the taxable year). As such, the unrealized appreciation/(depreciation) for financial derivatives on a tax basis may not correspond to the unrealized appreciation/(depreciation) on a GAAP basis. The unrealized appreciation/(depreciation) for financial derivatives on a GAAP basis is located in the respective financial derivatives tables in each Fund’s Schedule of Investments. |
7. SUBSEQUENT EVENTS
At the recommendation of WTAM, the investment adviser of the WisdomTree Balanced Income Fund and WisdomTree Dynamic Bearish U.S. Equity Fund (the “Affected Funds”), after continued review of the product lineup and anticipated limited future prospect of investor demand for the Affected Funds, among other considerations, the Board of Trustees determined to close and liquidate the Affected Funds.
After the close of business on January 17, 2020, the Affected Funds will no longer accept creation orders. The last day of secondary market trading of the Affected Funds’ shares will also be January 17, 2020. Shareholders were able to sell Affected Fund shares through a broker in the standard manner through this date. Customary brokerage charges may have applied to such transactions. When the Affected Funds commence liquidation of their portfolios, which is anticipated to occur on or around January 21, 2020, but may occur before January 21, 2020, the liquidation process will result in the Affected Funds increasing their cash holdings and deviating from the investment objective and strategies stated in their prospectus.
It is anticipated that shareholders remaining in the Affected Funds after the last day of trading will have their shares redeemed automatically on or around January 27, 2020 and will receive cash through their broker or other applicable financial intermediary thereafter in an amount equal to the net asset value of their shares as calculated on or about January 24, 2020. This amount is expected to include any accrued capital gains and dividends. Shareholders remaining in the Affected Funds and that receive cash will not be charged any transaction fees by the Affected Funds. Whether shareholders sell their shares or are automatically redeemed as described above, shareholders will generally recognize a capital gain (or loss) equal to the amount received for their shares (or below) the adjusted cost basis in such shares.
* * * * * *
Effective January 13, 2020, the ticker for Japan Multifactor Fund changed from “JAMF” to “JNMF”.
| WisdomTree Trust | 139 |
Table of Contents
Approval of Investment Advisory and Sub-Advisory Agreements(unaudited)
Consideration of the Renewal of Investment Advisory and Sub-Investment Advisory Agreements
(all Funds except the WisdomTree Cloud Computing Fund)
At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held onSeptember 12-13, 2019 (the “Meeting”), the Trustees, including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the renewal of (i) the Investment Advisory Agreements between WisdomTree Asset Management, Inc. (“WTAM”) and the Trust, on behalf of its series (each, a “Fund,” and, collectively, the “Funds”), pursuant to which WTAM provides the Funds with investment advisory services (the “Advisory Agreements”); (ii) the Sub-Advisory Agreement (the “Mellon Sub-Advisory Agreement”), pursuant to which Mellon Investments Corporation (“Mellon”) coordinates the investment and reinvestment of the assets of the applicable Funds; (iii) the Investment Sub-Advisory Agreement (the “Voya Sub-Advisory Agreement”), pursuant to which Voya Investment Management Co. LLC (“Voya”) coordinates the investment and reinvestment of the assets of the applicable Funds; and (iv) the Investment Sub-Advisory Agreement (collectively with the Mellon Sub-Advisory Agreement and the Voya Sub-Advisory Agreement, the “Sub-Advisory Agreements,” and, the Advisory Agreements together with the Sub-Advisory Agreements, the “Agreements”), pursuant to which ICBC Credit Suisse Asset Management (International) Co. Ltd. (“ICBCCS,” and, collectively with Mellon and Voya, the “Sub-Advisers”) coordinates the investment and reinvestment of the assets of the applicable Funds.
The Trustees requested, and WTAM provided, such information as the Trustees, with advice from counsel to the Trust and independent legal counsel, deemed reasonably necessary to evaluate the Agreements. At a meeting of a committee of Independent Trustees (the “Contracts Review Committee”) held on August 5, 2019, representatives from WTAM presented preliminary information to the Trustees relating to the continuance of the Agreements, and the Trustees, including the Independent Trustees, reviewed and discussed such information. Further information was presented at the Board’s request at the Meeting.
The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Advisers. In considering the renewal of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered.
Analysis of Nature, Extent, and Quality of Services Provided to the Funds. The Board considered information provided to them at the Meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the Funds, recognizing WTAM’s and the Sub-Advisers’ operational capabilities and resources. The Board also discussed the role of WisdomTree Investments, Inc. (“WTI”), the parent of WTAM, as index provider to certain Funds, which comprise the substantial majority of assets in the WisdomTree fund complex. The Board noted that the strategies represented by those Funds tracking affiliated WTI indexes are unique, based on WTI’s intellectual property and are only available for use by applicable Funds through WTAM. The Board noted WTAM’s belief that shareholders have invested in such Funds on the strength of WTI’s intellectual property and WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Funds based on the WTI indexes. The Board also noted the extensive responsibilities that WTAM has as investment adviser to the Funds, including: the selection of, and supervisory responsibilities and activities over, the Sub-Advisers, including oversight of the Sub-Advisers’ adherence to each Fund’s investment strategy and restrictions, monitoring of the Sub-Advisers’ buying and selling of securities and derivatives transactions, review of Sub-Adviser performance, review of proxies voted by the Sub-Advisers and oversight of, and the provision of consultation to, the Sub-Advisers with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Funds’ portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Funds. The Board also considered research support available to, and management capabilities of, the Funds’ management personnel and that WTAM provides oversight of day-to-day Fund operations, including fund accounting, tax matters, administration and legal assistance in meeting disclosure and regulatory requirements. Based on management’s representations, the Board expected that there would be no reduction in the scope of services required by or provided by WTAM and the Sub-Advisers under the relevant Agreements. The Board noted that WTAM has continued to commit significant resources toward the fund complex and has made substantial investments to improve the services offered by WTAM, which benefit Fund shareholders.
Based on review of this information and the other factors considered at the Meeting, the Board concluded that the nature, extent and quality of services provided by WTAM and the Sub-Advisers under the Advisory Agreements and Sub-Advisory Agreements, respectively, are adequate and appropriate and supported the Board’s approval of the renewal of the Agreements.
Comparative Analysis of the Funds’ Performance and Management Fee and Expense Ratio. The Board reviewed reports prepared by Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, which included information (1) measuring each index Fund’s performance by how well it tracked the relevant benchmark index, (2) comparing, with respect to the actively-managed Funds, each Fund’s performance with the performance of a group of comparable funds (the “Performance Group”) for various periods ended May 31, 2019, and (3) comparing each Fund’s actual management fees and total expenses with those of a group of comparable funds (the “Expense Group”) and, with respect to total expenses, with a broader group
| 140 | WisdomTree Trust |
Table of Contents
Approval of Investment Advisory and Sub-Advisory Agreements(unaudited) (continued)
of funds (the “Expense Universe”), the information for which was derived in part from fund financial statements available to Broadridge as of the date of its analysis. The Contracts Review Committee and the Independent Trustees previously had reviewed and discussed the methodology Broadridge used to select the Performance Groups, Expense Groups and Expense Universes. The Board noted that the Performance Groups, Expense Groups and Expense Universes included only pure-index and index-based exchange traded funds (“ETFs”) as comparison funds, except that the Performance Groups, Expense Groups and Expense Universes for the actively-managed Funds included either only actively-managed ETFs or a mix of actively-managed and passively-managed ETFs as comparison funds. The Board also noted that due to the special characteristics of certain Funds, there are limitations in providing comparable funds in the Performance Groups, Expense Groups and Expense Universes, and the information in the Broadridge reports may or may not provide meaningful direct comparisons to the Funds. The Board also reviewed reports prepared by WTAM presenting performance data for Funds with ten years of performance history and for WisdomTree indexes with at least three years of performance history that are tracked by an index Fund.
The Board discussed the index Funds’ performance, noting that the substantial majority of index Funds seek to track their own WisdomTree benchmark index. During the prior year, the Board received periodic reports on the Funds’ performance in comparison to their relevant benchmark indexes. The Board also discussed the performance of the actively-managed Funds and noted that total return performance of the Funds was variously above, at and below the relevant Performance Group medians for the time periods measured. In response to questions from the Independent Trustees, WTAM representatives discussed the relative performance of the Funds and the factors affecting such performance. On that basis, the Board determined to monitor carefully in the coming year disparities in performance—both positive and negative — but did not believe that the disparities in the past reflected any characteristics requiring immediate action by WTAM or a Sub-Adviser.
The Board also reviewed the range of actual management fees and total expenses of the Expense Group funds and, with respect to total expenses, Expense Universe funds, as well as the advisory fees and total expenses of certain funds not included in the Broadridge reports that WTAM considers to be significant competitors of the Funds, and discussed the results of the comparisons. With respect to comparisons of actual management fees, the Board noted the Funds’ unitary fee structure and that the Expense Groups and Expense Universes generally included both ETFs with and without a unitary fee structure. The Board also noted that certain comparison funds in certain Expense Groups and Expense Universes benefited from waivers of all or a portion of their management fees and reimbursement of certain operating expenses. The Board noted that the total expenses of many of the Funds were within five basis points of the median or average total expenses of the funds in the Funds’ respective Expense Groups. In those specific instances where a Fund’s total expenses departed more significantly from comparative funds, the Independent Trustees sought explanations from WTAM, which generally attributed the disparities to the limitations within peer data (including actively-managed Funds with a peer group that included index-based funds) and/or the unique attributes of a Fund.
The Board considered the fees to the Sub-Advisers in relation to the fees paid to WTAM by the Funds and the respective services provided by the Sub-Advisers and WTAM. The Board also noted that the Sub-Advisers’ fees are paid by WTAM (out of its fee paid by the relevant Funds) and not the Funds. The Board considered the meaningful differences in the services that WTAM provides to the Funds as compared to the Sub-Advisers, including that the role of a Sub-Adviser in making investment recommendations with respect to a Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the entrepreneurial and expense risk borne by WTAM that is associated with Funds’ unitary fee structure, which frequently includes minimum fees (such as those to a Sub-Adviser), regardless of whether the asset size of a Fund has grown to a sufficient size.
Based on this review and the other factors considered at the Meeting, the Board concluded that, with respect to each Fund, the Fund’s performance, the fees paid to WTAM and the relevant Sub-Adviser and the Fund’s total expenses supported the Board’s approval of the renewal of the relevant Agreements.
Analysis of Profitability and Economies of Scale. WTAM representatives reviewed the expenses allocated and profit received by WTAM and the resulting profitability percentage for managing each Fund and the aggregate profitability percentage to WTAM for managing the WisdomTree fund complex, and the method used to determine the expenses and profit.
The Board considered the profitability analysis (1) as part of its evaluation of whether the fees under the Agreements bear a reasonable relationship to the mix of services provided by WTAM and the Sub-Advisers, including the nature, extent and quality of such services, and (2) in light of the relevant circumstances for each Fund and the extent to which economies of scale would be realized if the Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders. WTAM representatives noted that a discussion of economies of scale is predicated on a Fund having achieved a substantial size and that, if a Fund’s assets had been decreasing, the possibility that WTAM may have realized material economies of scale would be less. WTAM representatives also noted that, as a result of shared and allocated costs among the WisdomTree funds, the extent of economies of scale could depend substantially on the level of assets in the fund complex as a whole and the relative size and asset size changes among the Funds. The Board noted that certain Funds had grown rapidly over a relatively short period of time after longer periods of slow or no growth, during which there were years of losses for WTAM in managing such Funds that had only recently turned
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Approval of Investment Advisory and Sub-Advisory Agreements(unaudited) (continued)
profitable and years of substantial cumulative losses to WTAM in managing the fund complex as a whole. WTAM representatives stated that there has been significant volatility in the assets of individual Funds and in the fund complex as a whole over time (including volatility in profitability) and that it was not clear that current asset levels will be maintained. WTAM representatives noted that assets in certain Funds have diminished at times at a rapid rate (including during the last year) and could continue to do so. WTAM representatives also noted that economies of scale currently are shared with the Funds by way of the unitary fee structure of the Trust, as well as through additional investment in the WisdomTree business. The Board noted that the Contracts Review Committee had focused on the issue of economies of scale during its meetings. The Board also noted that it would continue to monitor the sharing of economies of scale, focusing in particular on Funds that have experienced significant asset growth, to determine the appropriateness of adding breakpoints in the future. The Board also considered potential benefits to WTAM and the Sub-Advisers from acting as investment adviser and sub-investment advisers, respectively, and noted that there were no soft dollar arrangements in effect for trading the Funds’ investments. Based on this review, the Board concluded that the profitability results were consistent with the services rendered and service levels provided by WTAM and the entrepreneurial risk WTAM has undertaken over time.
* * * * * *
At the conclusion of these discussions, the Board agreed that it had been furnished with sufficient information to make an informed business decision with respect to the renewal of the Agreements. In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its previous knowledge, gained through meetings and other interactions with WTAM and the Sub-Advisers, of the Funds and the services provided to the Funds by WTAM and the Sub-Advisers. The Board also relied on information received on a routine and regular basis throughout the year relating to the operations of the Funds and the investment advisory and other services provided under the Agreements. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the renewal of the Agreements.
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Approval of Investment Advisory and Sub-Advisory Agreements(unaudited) (continued)
Consideration of the Approval of Investment Advisory and Sub-Advisory Agreements
WisdomTree Cloud Computing Fund (the “Fund”)
At a meeting of the Board of Trustees (the “Board”) of the WisdomTree Trust (the “Trust”) held on August 5, 2019, the Trustees (the “Trustees”), including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the approval of the Investment Advisory Agreement (the “Advisory Agreement”), pursuant to which WisdomTree Asset Management, Inc. (“WTAM”) will provide the Fund with investment advisory services, and the Sub-Advisory Agreement (together with the Advisory Agreement, the “Agreements”), pursuant to which Mellon Investments Corporation (the “Sub-Adviser”) will coordinate the investment and reinvestment of the assets of the Fund.
In considering whether to approve the Agreements, the Trustees considered and discussed information and analysis provided by WTAM and Broadridge Financial Solutions, Inc., an independent provider of investment company data. The Trustees noted that representatives from WTAM presented preliminary information to the Trustees regarding the Fund’s proposed investment objective and principal investment strategies and risks at a meeting of the Trust’s Investment Committee, a committee of Independent Trustees, held on June 6, 2019. The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Adviser. In considering the approval of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered.
Analysis of Nature, Extent, and Quality of Services to be Provided to the Fund. The Board considered information provided to them at the meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the WisdomTree funds, recognizing WTAM’s and the Sub-Adviser’s operational capabilities and resources. It was noted that the Fund would be a passively managed fund. The Board noted WTAM’s belief that shareholders will invest in the Fund on the strength of WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Fund. The Board also noted the extensive responsibilities that WTAM will have as investment adviser to the Fund, including: the selection of, and supervisory responsibilities and activities over, the Sub-Adviser, including oversight of the Sub-Adviser’s adherence to the Fund’s investment strategy and restrictions, monitoring of the Sub-Adviser’s buying and selling of securities and entry into derivatives transactions, review of Sub-Adviser performance, review of proxies voted by the Sub-Adviser and oversight of, and the provision of consultation to, the Sub-Adviser with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Fund’s portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Fund. The Board also considered research support available to, and management capabilities of, the Fund’s management personnel and that WTAM will provide oversight of day-to-day Fund operations, including fund accounting, tax matters, administration, compliance and legal assistance in meeting disclosure and regulatory requirements.
Based on review of this information and the other factors considered at the meeting, the Board concluded that the nature, extent and quality of services to be provided by WTAM and the Sub-Adviser under the Advisory Agreement and Sub-Advisory Agreement, respectively, are adequate and appropriate and supported the Board’s approval of the Agreements.
Comparative Analysis of the Fund’s Performance, Advisory Fees and Fund Expenses. As the Fund had not yet commenced operations, the Board was not able to review the Fund’s performance. The Board discussed with WTAM representatives the portfolio management team and the investment strategies to be employed in the management of the Fund’s assets. The Board noted the reputation and experience of WTAM and the Sub-Adviser.
The Board considered the fees to be paid to WTAM by the Fund. The Board examined the fee to be paid by the Fund in light of fees paid to other investment advisers by comparable funds and the method of computing the Fund’s fee. The Board also considered the fee to be paid to the Sub-Adviser in relation to the fee to be paid to WTAM by the Fund and the respective services to be provided by the Sub-Adviser and WTAM. The Board also noted the Sub-Adviser’s fee will be paid by WTAM (out of its fee paid by the Fund) and not by the Fund. The Board considered the meaningful differences in the services that WTAM will provide to the Fund as compared to the Sub-Adviser, including that the role of the Sub-Adviser in making investment recommendations with respect to the Fund is an index-based function, with oversight by WTAM in seeking to ensure consistency with such index. The Board also considered the entrepreneurial and expense risk to be borne by WTAM that is associated with the Fund’s unitary fee structure, which includes minimum fees (such as those to the Sub-Adviser), regardless of whether the asset size of the Fund grows to a sufficient size. Based on this review, the Board concluded that the fees to be paid to WTAM and the Sub-Adviser supported the Board’s approval of the Agreements.
Analysis of Profitability and Economies of Scale. As the Fund had not yet commenced operations, WTAM representatives were not able to review the dollar amount of expenses allocated and profit received by WTAM, or any economies of scale. The Board considered potential benefits to WTAM and the Sub-Adviser from acting as investment adviser and sub-adviser, respectively. The Board also considered the uncertainty of the estimated asset levels and the renewal requirements for advisory agreements and their ability to review the advisory fees annually after the initial term of the Agreements. The Board determined that because the Fund had
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Approval of Investment Advisory and Sub-Advisory Agreements(unaudited) (concluded)
not yet commenced operations, economies of scale were not a factor, but, to the extent in the future it were determined that material economies of scale had not been shared with the Fund, the Board would seek to have those economies of scale shared with the Fund in connection with future renewals.
* * * * * *
In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its knowledge, gained through meetings and other interactions with WTAM and the Sub-Adviser, of other funds advised by WTAM and the Sub-Adviser. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the Agreements.
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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 calling1-866-909-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 FormN-PX covering the most recent
12-month period ended June 30 and to file FormN-PX with the SEC no later than August 31 of each year. The current FormN-PX for the Funds is available at no charge upon request by calling1-866-909-WISE (9473) or through the Trust’s website at www.wisdomtree.com. The Funds’ FormN-PX is also available on the SEC’s website at www.sec.gov.
Shareholder Reports and Quarterly Portfolio Disclosure
Previously, the Funds were required to file their complete schedule of portfolio holdings with the SEC for their first and third fiscal quarters on Form N-Q. Beginning in April 2019, the Funds ceased filing Form N-Q and commenced filing Form N-PORT. Part F of each Fund’s Form N-PORT filings for the first and third fiscal quarters contain the complete schedule of portfolio holdings in the same manner as previously filed 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). Copies of the filings may also be obtained, after paying a duplicating fee, by electronic request at the following E-mail address: 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 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-3274
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| Item 2. | Code of Ethics. |
Not applicable.
| Item 3. | Audit Committee Financial Expert. |
Not applicable.
| Item 4. | Principal Accountant Fees and Services. |
Not applicable.
| Item 5. | Audit Committee of Listed Registrants. |
Not applicable.
| 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. |
| (b) | Not applicable. |
| Item 7. | Disclosure of Proxy Voting Policies and Procedures forClosed-End Management Investment Companies. |
Not applicable.
| Item 8. | Portfolio Managers ofClosed-End Management Investment Companies. |
Not applicable.
| Item 9. | Purchases of Equity Securities byClosed-End Management Investment Company and Affiliated Purchasers. |
Not applicable.
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| 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 trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of RegulationS-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR240.14a-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 Rule30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR270.30a-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 Rule30a-3(b) under the 1940 Act (17 CFR270.30a-3(b)) and Rules13a-15(b) or15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR240.13a-15(b) or240.15d-15(b)). |
| (b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule30a-3(d) under the 1940 Act (17 CFR270.30a-3(d)) that occurred during 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 forClosed-End Management Investment Companies |
Not applicable.
| Item 13. | Exhibits. |
| (a)(1) | Not applicable. |
| (a)(2) | Certifications pursuant to Rule30a-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 Rule30a-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 Steinberg | |||
| Jonathan L. Steinberg, President | ||||
| (principal executive officer) | ||||
Date: March 6, 2020
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 Steinberg | |||
| Jonathan L. Steinberg, President | ||||
| (principal executive officer) |
Date: March 6, 2020
| By (Signature and Title) | /s/David Castano | |||
| David Castano, Treasurer | ||||
| (principal financial officer) |
Date: March 6, 2020