UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-21864
WisdomTree Trust
(Exact name of registrant as specified in charter)
245 Park Avenue, 35th Floor
New York, NY 10167
(Address of principal executive offices) (Zip code)
The Corporation Trust Company
1209 Orange Street
Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: (866) 909-9473
Date of fiscal year end: June 30
Date of reporting period: December 31, 2020
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. | Reports to Stockholders. |
| (a) | The Reports to Shareholders are attached herewith. |
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WisdomTree Trust
Semi-Annual Report
December 31, 2020
International Equity ETFs:
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
WisdomTree Emerging Markets ESG Fund (RESE)
WisdomTree International ESG Fund (RESD)
Fixed Income ETFs:
WisdomTree U.S. Corporate Bond Fund (WFIG)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
Asset Allocation ETF:
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
Megatrends ETF:
WisdomTree Cloud Computing Fund (WCLD)
Table of Contents
“WisdomTree” is a registered mark of WisdomTree Investments, Inc. and is licensed for use by the WisdomTree Trust.
Information about Performance and Shareholder Expense Examples (unaudited)
Performance
The performance tables on the following pages are provided for comparative purposes and represent the period noted. Each Fund’s per share NAV is the value of one share of the Fund and is calculated by dividing the value of total assets less total liabilities by the number of shares outstanding. The NAV return is based on the NAV of the Fund and the market price return is based on the market price per share of the Fund. The price used to calculate market price returns is the midpoint of the bid and ask price for Fund shares as of the close of trading on the exchange where Fund shares are listed. NAV and market price returns assume that dividends and capital gain distributions have been reinvested in the Fund at NAV and market price, respectively. As with other ETFs, NAV returns and market price returns may differ because of factors such as the supply and demand for Fund shares and investors’ assessments of the underlying value of a Fund’s portfolio securities.
Fund shares are bought and sold at market price (not NAV) and are not individually redeemed from a Fund. Fund NAV returns are calculated using a Fund’s daily 4:00 p.m. eastern time NAV. Market price returns reflect the midpoint of the bid and ask price as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares. Total returns for a period of less than one year are cumulative.
Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and the principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost.
An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and an index is not available for direct investment. In comparison, the Funds’ performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes on transactions in Fund shares or taxes that a shareholder would pay on Fund distributions. Past performance is no guarantee of future results. For the most recent month-end performance information visit www.wisdomtree.com.
Shareholder Expense Examples
Each Fund’s performance table is accompanied by a shareholder expense example. As a shareholder of a WisdomTree Fund, you incur two types of cost: (1) transaction costs, including brokerage commissions on purchases and sales of your Fund shares and (2) ongoing costs, including management fees and other Fund expenses. The examples are intended to help you understand your ongoing costs (in dollars and cents) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds.
The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from July 1, 2020 to December 31, 2020. 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 184/365 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (“AFFEs”), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.
Actual expenses
The first line in the shareholder expense example table shown on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line for your Fund under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during the period.
Hypothetical example for comparison purposes
The second line in the shareholder expense example table shown on the following pages provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of Fund shares. Therefore, the second line in the table is useful in comparing ongoing Fund costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Financials | | | 15.8% | |
Health Care | | | 13.5% | |
Industrials | | | 12.1% | |
Consumer Staples | | | 11.6% | |
Materials | | | 11.1% | |
Communication Services | | | 9.5% | |
Consumer Discretionary | | | 7.7% | |
Utilities | | | 7.1% | |
Information Technology | | | 5.0% | |
Real Estate | | | 4.5% | |
Energy | | | 2.2% | |
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 less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Novartis AG, Registered Shares | | | 2.5% | |
Nestle S.A., Registered Shares | | | 2.2% | |
Roche Holding AG, Genusschein | | | 1.9% | |
Fortescue Metals Group Ltd. | | | 1.6% | |
GlaxoSmithKline PLC | | | 1.5% | |
British American Tobacco PLC | | | 1.3% | |
China Mobile Ltd. | | | 1.3% | |
Sanofi | | | 1.2% | |
Rio Tinto PLC | | | 1.1% | |
Allianz SE, Registered Shares | | | 1.1% | |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Currency Hedged International Equity Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International Equity Index (the ‘‘Index’’). In seeking to track the Index, the Fund invests in dividend-paying companies in the industrialized world outside 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 the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,130.80 | | | | 0.37 | %1 | | $ | 1.99 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.34 | | | | 0.37 | %1 | | $ | 1.89 | |
1 | WisdomTree Asset Management, Inc. had contractually agreed to limit the management fee to 0.35% through October 31, 2020. On November 1, 2020, the contractual waiver expired. |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns | | | 13.08 | % | | | -4.20 | % | | | 1.03 | % | | | 6.92 | % |
Fund Market Price Returns | | | 12.51 | % | | | -4.25 | % | | | 0.82 | % | | | 6.84 | % |
WisdomTree Dynamic Currency Hedged International Equity Index | | | 13.20 | % | | | -3.96 | % | | | 1.33 | % | | | 7.10 | % |
MSCI EAFE Local Currency Index | | | 12.71 | % | | | 0.84 | % | | | 2.98 | % | | | 6.97 | % |
MSCI EAFE Index | | | 21.61 | % | | | 7.82 | % | | | 4.28 | % | | | 8.69 | % |
* | 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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Industrials | | | 23.5% | |
Financials | | | 14.7% | |
Materials | | | 11.3% | |
Real Estate | | | 10.5% | |
Consumer Discretionary | | | 10.4% | |
Consumer Staples | | | 7.0% | |
Information Technology | | | 6.8% | |
Energy | | | 4.3% | |
Utilities | | | 4.1% | |
Health Care | | | 4.0% | |
Communication Services | | | 3.8% | |
Other Assets less Liabilities‡ | | | -0.4% | |
Total | | | 100.0% | |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Ferrexpo PLC | | | 1.2% | |
Euronav N.V. | | | 1.1% | |
Neles Oyj | | | 1.0% | |
Nexity S.A. | | | 0.9% | |
Enav SpA | | | 0.8% | |
Cie Automotive S.A. | | | 0.7% | |
China Power International Development Ltd. | | | 0.7% | |
Societe BIC S.A. | | | 0.7% | |
Scandinavian Tobacco Group A/S, Class A | | | 0.7% | |
Oesterreichische Post AG | | | 0.7% | |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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 the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,211.40 | | | | 0.45 | %1 | | $ | 2.51 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.94 | | | | 0.45 | %1 | | $ | 2.29 | |
1 | WisdomTree Asset Management, Inc. had contractually agreed to limit the management fee to 0.43% through October 31, 2020. On November 1, 2020, the contractual waiver expired. |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns | | | 21.14 | % | | | -1.78 | % | | | 0.73 | % | | | 8.19 | % |
Fund Market Price Returns | | | 20.45 | % | | | -2.90 | % | | | 0.31 | % | | | 8.13 | % |
WisdomTree Dynamic Currency Hedged International SmallCap Equity Index | | | 21.78 | % | | | -1.46 | % | | | 1.21 | % | | | 8.67 | % |
MSCI EAFE Small Cap Local Currency Index | | | 19.47 | % | | | 5.13 | % | | | 3.42 | % | | | 8.64 | % |
MSCI EAFE Small Cap Index | | | 29.29 | % | | | 12.34 | % | | | 4.85 | % | | | 10.50 | % |
* | 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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree Emerging Markets ESG Fund (RESE)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Information Technology | | | 22.9% | |
Consumer Discretionary | | | 19.8% | |
Communication Services | | | 15.1% | |
Financials | | | 15.1% | |
Materials | | | 8.1% | |
Consumer Staples | | | 6.7% | |
Industrials | | | 4.6% | |
Health Care | | | 4.2% | |
Real Estate | | | 2.4% | |
Utilities | | | 1.0% | |
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 less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Taiwan Semiconductor Manufacturing Co., Ltd. | | | 6.2% | |
Alibaba Group Holding Ltd., ADR | | | 6.2% | |
Tencent Holdings Ltd. | | | 5.8% | |
Samsung Electronics Co., Ltd. | | | 4.6% | |
Ping An Insurance Group Co. of China Ltd., Class H | | | 1.2% | |
Baidu, Inc., ADR | | | 1.1% | |
JD.com, Inc., ADR | | | 1.1% | |
Infosys Ltd. | | | 0.9% | |
Housing Development Finance Corp., Ltd. | | | 0.9% | |
SK Hynix, Inc. | | | 0.9% | |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Emerging Markets ESG Fund (the “Fund”) is actively managed using a model-based approach seeking capital appreciation. The Fund seeks to achieve its investment objective by investing primarily in equity securities of issuers in emerging markets that exhibit certain characteristics believed to be indicative of positive future returns as well as incorporating favorable environmental, social, and governance (“ESG”) characteristics based on a model developed by WisdomTree Asset Management, Inc.
Shareholder Expense Example (for the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,309.70 | | | | 0.32 | % | | $ | 1.86 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.59 | | | | 0.32 | % | | $ | 1.63 | |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns2 | | | 30.97 | % | | | 12.31 | % | | | 6.07 | % | | | 11.85 | % |
Fund Market Price Returns2 | | | 30.46 | % | | | 11.03 | % | | | 5.59 | % | | | 11.67 | % |
MSCI Emerging Markets Extended ESG Focus Index3 | | | 32.58 | % | | | 19.88 | % | | | N/A | | | | N/A | |
MSCI Emerging Markets Index | | | 31.14 | % | | | 18.31 | % | | | 6.17 | % | | | 13.02 | % |
* | 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. |
2 | The Fund’s objective and strategies changed effective March 16, 2020. Prior to March 16, 2020, Fund performance reflects the investment objective of the Fund when it was the WisdomTree Emerging Markets Dividend Fund (DVEM) and tracked the performance, before fees and expenses, of the WisdomTree Emerging Markets Dividend Index. |
3 | The MSCI Emerging Markets Extended ESG Focus Index began on March 27, 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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree International ESG Fund (RESD)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Financials | | | 17.3% | |
Health Care | | | 16.1% | |
Industrials | | | 15.4% | |
Consumer Discretionary | | | 11.5% | |
Consumer Staples | | | 10.8% | |
Information Technology | | | 10.4% | |
Materials | | | 7.1% | |
Communication Services | | | 6.4% | |
Real Estate | | | 3.1% | |
Utilities | | | 1.7% | |
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 less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Nestle S.A., Registered Shares | | | 2.8% | |
Roche Holding AG, Genusschein | | | 1.9% | |
ASML Holding N.V. | | | 1.7% | |
Novartis AG, Registered Shares | | | 1.6% | |
SAP SE | | | 1.2% | |
Sony Corp. | | | 1.1% | |
Novo Nordisk A/S, Class B | | | 1.1% | |
L’Oreal S.A. | | | 1.0% | |
Siemens AG, Registered Shares | | | 0.9% | |
Sanofi | | | 0.9% | |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree International ESG Fund (the ‘‘Fund’’) is actively managed using a model-based approach seeking capital appreciation. The Fund seeks to achieve its investment objective by investing primarily in equity securities of issuers in developed markets excluding the U.S. and Canada that exhibit certain characteristics believed to be indicative of positive future returns as well as incorporating favorable environmental, social, and governance (‘‘ESG’’) characteristics based on a model developed by WisdomTree Asset Management, Inc.
Shareholder Expense Example (for the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,182.30 | | | | 0.30 | % | | $ | 1.65 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.69 | | | | 0.30 | % | | $ | 1.53 | |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns2 | | | 18.23 | % | | | 11.29 | % | | | 8.09 | % | | | 12.53 | % |
Fund Market Price Returns2 | | | 17.59 | % | | | 10.64 | % | | | 7.92 | % | | | 12.41 | % |
MSCI EAFE Extended ESG Focus Index3 | | | 22.23 | % | | | 8.66 | % | | | N/A | | | | N/A | |
MSCI EAFE Local Currency Index | | | 12.71 | % | | | 0.84 | % | | | 2.98 | % | | | 7.70 | % |
* | 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. |
2 | The Fund’s objective and strategies changed effective March 16, 2020. Prior to March 16, 2020, Fund performance reflects the investment objective of the Fund when it was the WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG) and tracked the performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Index. |
3 | The MSCI EAFE Extended ESG Focus Index began on March 27, 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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree U.S. Corporate Bond Fund (WFIG)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Financials | | | 24.1% | |
Communication Services | | | 12.9% | |
Health Care | | | 11.9% | |
Industrials | | | 10.4% | |
Utilities | | | 8.9% | |
Information Technology | | | 8.7% | |
Consumer Staples | | | 7.0% | |
Energy | | | 6.2% | |
Consumer Discretionary | | | 5.4% | |
Materials | | | 2.0% | |
Real Estate | | | 0.8% | |
Other Assets less Liabilities‡ | | | 1.7% | |
Total | | | 100.0% | |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Bank of America Corp., 5.70%, 1/24/22 | | | 1.7% | |
Oracle Corp., 5.38%, 7/15/40 | | | 1.4% | |
AT&T, Inc., 6.30%, 1/15/38 | | | 1.3% | |
AT&T, Inc., 3.80%, 12/1/57 | | | 0.8% | |
Enterprise Products Operating LLC, 5.95%, 2/1/41 | | | 0.7% | |
Verizon Communications, Inc., 6.55%, 9/15/43 | | | 0.7% | |
Verizon Communications, Inc., 4.50%, 8/10/33 | | | 0.7% | |
Wells Fargo & Co., 1.65%, 6/2/24, | | | 0.7% | |
Virginia Electric & Power Co., 8.88%, 11/15/38 | | | 0.7% | |
Broadcom Corp., 3.88%, 1/15/27 | | | 0.7% | |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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 primarily 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.
Shareholder Expense Example (for the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,043.50 | | | | 0.18 | %1 | | $ | 0.93 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,024.30 | | | | 0.18 | %1 | | $ | 0.92 | |
1 | WisdomTree Asset Management, Inc. had contractually agreed to limit the management fee to 0.18% through October 31, 2020. On November 1, 2020, the contractual waiver expired and the management fee was permanently reduced to 0.18%. |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns | | | 4.35 | % | | | 9.93 | % | | | 6.75 | % | | | 5.61 | % |
Fund Market Price Returns | | | 4.03 | % | | | 9.73 | % | | | 7.06 | % | | | 5.59 | % |
WisdomTree U.S. Corporate Bond Index2 | | | 4.89 | % | | | 10.18 | % | | | 7.08 | % | | | 6.01 | % |
ICE BofA Merrill Lynch U.S. Corporate Index | | | 4.73 | % | | | 9.81 | % | | | 7.03 | % | | | 6.08 | % |
* | 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. |
2 | Formerly, WisdomTree Fundamental U.S. Corporate Bond Index prior to September 27, 2019. |
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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Consumer Discretionary | | | 19.9% | |
Communication Services | | | 11.5% | |
Industrials | | | 9.7% | |
Health Care | | | 9.5% | |
Energy | | | 9.4% | |
Financials | | | 8.6% | |
Consumer Staples | | | 7.7% | |
Materials | | | 6.6% | |
Real Estate | | | 5.0% | |
Information Technology | | | 4.8% | |
Utilities | | | 3.1% | |
Other Assets less Liabilities‡ | | | 4.2% | |
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 less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Kraft Heinz Foods Co., 4.38%, 6/1/46 | | | 1.4% | |
L Brands, Inc., 6.88%, 11/1/35 | | | 1.2% | |
DISH DBS Corp., 7.75%, 7/1/26 | | | 1.1% | |
Centene Corp., 3.00%, 10/15/30 | | | 1.0% | |
HCA, Inc., 3.50%, 9/1/30 | | | 0.9% | |
EQM Midstream Partners L.P., 5.50%, 7/15/28 | | | 0.9% | |
DaVita, Inc., 3.75%, 2/15/31 | | | 0.9% | |
Diamond Sports Group LLC, 6.63%, 8/15/27 | | | 0.7% | |
Antero Midstream Partners L.P., 5.75%, 1/15/28 | | | 0.7% | |
Occidental Petroleum Corp., 6.45%, 9/15/36 | | | 0.7% | |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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 primarily invests in issuers in the U.S. non-investment grade corporate bond (‘‘junk bond’’ or ‘‘high yield’’) 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.
Shareholder Expense Example (for the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,104.20 | | | | 0.38 | %1 | | $ | 2.02 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.29 | | | | 0.38 | %1 | | $ | 1.94 | |
1 | WisdomTree Asset Management, Inc. had contractually agreed to limit the management fee to 0.38% through October 31, 2020. On November 1, 2020, the contractual waiver expired and the management fee was permanently reduced to 0.38%. |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns | | | 10.42 | % | | | 5.74 | % | | | 6.25 | % | | | 6.79 | % |
Fund Market Price Returns | | | 10.54 | % | | | 5.85 | % | | | 7.08 | % | | | 6.92 | % |
WisdomTree U.S. High Yield Corporate Bond Index2 | | | 11.24 | % | | | 5.30 | % | | | 6.40 | % | | | 7.53 | % |
ICE BofA Merrill Lynch U.S. High Yield Index | | | 11.49 | % | | | 6.17 | % | | | 5.88 | % | | | 7.49 | % |
* | 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. |
2 | Formerly, WisdomTree Fundamental U.S. High Yield Corporate Bond Index prior to September 27, 2019. |
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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Financials | | | 33.2% | |
Health Care | | | 12.6% | |
Information Technology | | | 9.4% | |
Consumer Staples | | | 8.9% | |
Consumer Discretionary | | | 8.7% | |
Industrials | | | 7.6% | |
Utilities | | | 5.5% | |
Communication Services | | | 4.3% | |
Energy | | | 3.6% | |
Real Estate | | | 1.2% | |
Materials | | | 0.8% | |
Other Assets less Liabilities‡ | | | 4.2% | |
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 less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Bank of America Corp., 4.20%, 8/26/24 | | | 1.4% | |
JPMorgan Chase & Co., 3.22%, 3/1/25 | | | 1.2% | |
Bank of America Corp., 3.46%, 3/15/25 | | | 1.2% | |
AbbVie, Inc., 3.60%, 5/14/25 | | | 1.2% | |
Citigroup, Inc., 3.88%, 10/25/23 | | | 1.0% | |
Citigroup, Inc., 3.75%, 6/16/24 | | | 0.9% | |
Deutsche Bank AG, 3.95%, 2/27/23 | | | 0.9% | |
Reynolds American, Inc., 4.85%, 9/15/23 | | | 0.9% | |
MUFG Union Bank NA, 3.15%, 4/1/22 | | | 0.8% | |
Wells Fargo & Co., 3.75%, 1/24/24 | | | 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. 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 primarily 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.
Shareholder Expense Example (for the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,015.30 | | | | 0.18 | %1 | | $ | 0.91 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,024.30 | | | | 0.18 | %1 | | $ | 0.92 | |
1 | WisdomTree Asset Management, Inc. had contractually agreed to limit the management fee to 0.18% through October 31, 2020. On November 1, 2020, the contractual waiver expired and the management fee was permanently reduced to 0.18%. |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns | | | 1.53 | % | | | 4.36 | % | | | 3.78 | % | | | 2.89 | % |
Fund Market Price Returns | | | 1.35 | % | | | 4.39 | % | | | 4.04 | % | | | 2.83 | % |
WisdomTree U.S. Short-Term Corporate Bond Index2 | | | 1.88 | % | | | 4.86 | % | | | 4.19 | % | | | 3.35 | % |
ICE BofA Merrill Lynch 1-5 Year U.S. Corporate Index | | | 2.31 | % | | | 5.71 | % | | | 4.58 | % | | | 3.67 | % |
* | 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. |
2 | Formerly, WisdomTree Fundamental U.S. Short-Term Corporate Bond Index prior to September 27, 2019. |
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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Consumer Discretionary | | | 34.0% | |
Health Care | | | 10.8% | |
Industrials | | | 10.6% | |
Communication Services | | | 9.4% | |
Financials | | | 9.4% | |
Energy | | | 6.9% | |
Real Estate | | | 5.1% | |
Materials | | | 4.7% | |
Information Technology | | | 2.5% | |
Consumer Staples | | | 1.8% | |
Utilities | | | 0.8% | |
Other Assets less Liabilities‡ | | | 4.0% | |
Total | | | 100.0% | |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Carnival Corp., 11.50%, 4/1/23 | | | 2.6% | |
Caesars Entertainment, Inc., 6.25%, 7/1/25 | | | 2.5% | |
Tenet Healthcare Corp., 6.75%, 6/15/23 | | | 2.5% | |
Tenet Healthcare Corp., 5.13%, 5/1/25 | | | 2.4% | |
Goodyear Tire & Rubber Co. (The), 5.13%, 11/15/23 | | | 2.4% | |
Occidental Petroleum Corp., 2.90%, 8/15/24 | | | 2.3% | |
DISH DBS Corp., 5.88%, 7/15/22 | | | 2.2% | |
Community Health Systems, Inc., 8.63%, 1/15/24 | | | 2.1% | |
Delta Air Lines, Inc., 3.63%, 3/15/22 | | | 2.1% | |
Starwood Property Trust, Inc., 5.00%, 12/15/21 | | | 2.1% | |
* The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).
The WisdomTree 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 primarily invests in issuers in the short-term U.S. non-investment-grade corporate bond (‘‘junk bond’’ or ‘‘high yield’’) 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.
Shareholder Expense Example (for the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,076.90 | | | | 0.38 | %1 | | $ | 1.99 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.29 | | | | 0.38 | %1 | | $ | 1.94 | |
1 | WisdomTree Asset Management, Inc. had contractually agreed to limit the management fee to 0.38% through October 31, 2020. On November 1, 2020, the contractual waiver expired and the management fee was permanently reduced to 0.38%. |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns | | | 7.69 | % | | | 2.49 | % | | | 4.77 | % | | | 5.30 | % |
Fund Market Price Returns | | | 7.70 | % | | | 2.26 | % | | | 5.44 | % | | | 5.35 | % |
WisdomTree U.S. Short-Term High Yield Corporate Bond Index2 | | | 9.71 | % | | | 2.63 | % | | | 4.70 | % | | | 6.00 | % |
ICE BofA Merrill Lynch 1-5 Year U.S. High Yield Constrained Index | | | 10.57 | % | | | 3.68 | % | | | 4.49 | % | | | 6.58 | % |
* | 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. |
2 | Formerly, WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Index prior to September 27, 2019. |
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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Information Technology | | | 26.4% | |
Health Care | | | 11.9% | |
Consumer Discretionary | | | 11.3% | |
Communication Services | | | 10.1% | |
Financials | | | 9.2% | |
Industrials | | | 7.6% | |
Consumer Staples | | | 5.8% | |
Utilities | | | 2.2% | |
Materials | | | 2.1% | |
Real Estate | | | 2.0% | |
Energy | | | 1.9% | |
U.S. Government Obligations | | | 0.6% | |
Other Assets less Liabilities‡ | | | 8.9% | |
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 less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Apple, Inc. | | | 6.1% | |
Microsoft Corp. | | | 4.8% | |
Amazon.com, Inc. | | | 4.0% | |
Facebook, Inc., Class A | | | 1.8% | |
Alphabet, Inc., Class C | | | 1.6% | |
Alphabet, Inc., Class A | | | 1.5% | |
Tesla, Inc. | | | 1.4% | |
Johnson & Johnson | | | 1.2% | |
JPMorgan Chase & Co. | | | 1.1% | |
Visa, Inc., Class A | | | 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 90/60 U.S. Balanced Fund (the ‘‘Fund’’) is actively managed using a model-based approach seeking total return. The Fund seeks to achieve its investment objective 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 the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,202.50 | | | | 0.20 | % | | $ | 1.11 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,024.20 | | | | 0.20 | % | | $ | 1.02 | |
| | | | | | | | | | | | |
Performance | |
| |
| |
| | Average Annual Total Return | |
| | | |
| | 6-Month* | | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | 20.25 | % | | | 24.93 | % | | | 18.47 | % |
Fund Market Price Returns | | | 20.27 | % | | | 25.07 | % | | | 18.50 | % |
60% S&P 500® Index / 40% Bloomberg Barclays U.S. Aggregate Index Composite | | | 13.60 | % | | | 14.24 | % | | | 11.93 | % |
S&P 500® Index | | | 22.16 | % | | | 18.40 | % | | | 14.69 | % |
* | 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.
Performance Summary
as of December 31, 2020 (unaudited)
WisdomTree Cloud Computing Fund (WCLD)
Sector Breakdown†
| | | | |
| |
Sector | | % of Net Assets | |
Information Technology | | | 98.5% | |
Health Care | | | 1.4% | |
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 less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Cloudflare, Inc., Class A | | | 2.8% | |
Crowdstrike Holdings, Inc., Class A | | | 2.7% | |
Blackline, Inc. | | | 2.5% | |
Domo, Inc., Class B | | | 2.4% | |
Zendesk, Inc. | | | 2.4% | |
Workiva, Inc. | | | 2.4% | |
Paycom Software, Inc. | | | 2.3% | |
Paylocity Holding Corp. | | | 2.2% | |
Tenable Holdings, Inc. | | | 2.2% | |
Zscaler, Inc. | | | 2.1% | |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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.
Shareholder Expense Example (for the six-month period ended December 31, 2020)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,374.00 | | | | 0.45 | % | | $ | 2.69 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.94 | | | | 0.45 | % | | $ | 2.29 | |
Performance
| | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | |
| | 6-Month* | | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | 37.40 | % | | | 109.43 | % | | | 77.67 | % |
Fund Market Price Returns | | | 37.45 | % | | | 109.43 | % | | | 77.72 | % |
BVP NASDAQ Emerging Cloud Index | | | 37.68 | % | | | 109.96 | % | | | 78.34 | % |
S&P 500® Information Technology Index | | | 25.17 | % | | | 43.89 | % | | | 44.89 | % |
S&P 500® Growth Index | | | 23.67 | % | | | 33.47 | % | | | 30.88 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on September 6, 2019. |
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.
Description of Terms and Indexes (unaudited)
Below are descriptions of certain terms and of each Index referenced in this report:
The 60% S&P 500® Index/40% Bloomberg Barclays U.S. Aggregate Index Composite represents 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.
The BVP 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.
The ICE BofA Merrill Lynch U.S. Corporate Index tracks the performance of U.S. dollar
denominated investment grade corporate debt publicly issued in the U.S.
The ICE BofA 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.
The ICE BofA Merrill Lynch 1-5 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 ICE BofA Merrill Lynch 1-5 Year U.S. High Yield Constrained Index tracks the performance of short-term U.S. dollar denominated below investment grade corporate debt publicly issued in the U.S. domestic market.
The MSCI EAFE Extended ESG Focus Index is designed to maximize exposure to positive environmental, social and governance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI EAFE Index, its parent index.
The MSCI EAFE Index is a market cap-weighted index composed of companies representative of the developed market structure of developed countries in Europe, Australasia and Japan.
The MSCI EAFE Local Currency Index is a free float-adjusted market capitalization
weighted index that is designed to measure developed market equity performance, excluding the U.S. and Canada which is calculated in local currency.
The MSCI EAFE Small Cap Index is a free float-adjusted market capitalization equity index that is designed to measure the performance of small-cap stocks within the developed equity market, excluding the U.S. and Canada.
The MSCI EAFE Small Cap Local Currency Index is a free float-adjusted market capitalization equity index that is designed to measure the performance of small-cap stocks within the developed equity market, excluding the U.S. and Canada, in local currency.
The MSCI Emerging Markets Extended ESG Focus Index is designed to maximize exposure to positive environmental, social and governance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI Emerging Markets Index, its parent index.
The MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure emerging markets equity performance.
The S&P 500® Index is 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.
The S&P 500® Growth Index measures the performance of the large-capitalization growth sector of the U.S. equity market.
The S&P 500® Information Technology Index comprises companies included in the S&P 500® that are classified as members of the GICS® information technology sector.
The WisdomTree Dynamic Currency Hedged International Equity Index is a fundamentally weighted index that measures the performance of dividend-paying
Description of Terms and Indexes (unaudited) (continued)
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.
The WisdomTree Dynamic Currency Hedged International SmallCap Equity Index is a fundamentally weighted index that measures the performance of the small-capitalization segment of the dividend-paying market in the industrialized world, 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.
The WisdomTree 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.
The WisdomTree 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 rated non-investment grade by at least one rating agency.
The WisdomTree 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.
The WisdomTree 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 rated non-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
Description of Terms and Indexes (unaudited) (continued)
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.
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 WISDOMTREE 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,
Description of Terms and Indexes (unaudited) (concluded)
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.
* * * * * *
Abbreviations used in the schedules of investments and related tables included in this report are as follows:
| | |
|
CURRENCY ABBREVIATIONS: |
AUD | | Australian dollar |
CHF | | Swiss franc |
DKK | | Danish krone |
EUR | | Euro |
GBP | | British pound |
ILS | | Israeli new shekel |
JPY | | Japanese yen |
NOK | | Norwegian krone |
SEK | | Swedish krona |
SGD | | Singapore dollar |
USD | | U.S. dollar |
| | |
|
OTHER ABBREVIATIONS: |
ADR | | American Depositary Receipt |
CVA | | Certificaten Van Aandelen (Certificate of Stock) |
GDR | | Global Depositary Receipt |
NVDR | | Non-Voting Depositary Receipt |
RSP | | Risparmio Italian Savings Shares |
Schedule of Investments (unaudited)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
COMMON STOCKS – 100.1% | | | | | | | | |
| | |
Australia – 9.4% | | | | | | | | |
| | |
AGL Energy Ltd. | | | 12,033 | | | $ | 110,959 | |
| | |
Alumina Ltd. | | | 69,258 | | | | 98,068 | |
| | |
Ampol Ltd. | | | 2,967 | | | | 65,067 | |
| | |
APA Group | | | 15,527 | | | | 115,621 | |
| | |
ASX Ltd. | | | 2,063 | | | | 114,618 | |
| | |
Aurizon Holdings Ltd. | | | 33,231 | | | | 100,007 | |
| | |
AusNet Services | | | 84,283 | | | | 114,140 | |
| | |
Australia & New Zealand Banking Group Ltd. | | | 41,562 | | | | 728,019 | |
| | |
Bell Financial Group Ltd. | | | 67,113 | | | | 94,254 | |
| | |
BHP Group Ltd. | | | 35,530 | | | | 1,163,292 | |
| | |
BHP Group PLC | | | 33,009 | | | | 868,591 | |
| | |
Brambles Ltd. | | | 12,994 | | | | 106,284 | |
| | |
Charter Hall Group | | | 7,066 | | | | 80,206 | |
| | |
Coca-Cola Amatil Ltd. | | | 8,517 | | | | 84,978 | |
| | |
Coles Group Ltd. | | | 17,883 | | | | 250,321 | |
| | |
Commonwealth Bank of Australia | | | 18,669 | | | | 1,182,871 | |
| | |
Computershare Ltd. | | | 11,280 | | | | 126,994 | |
| | |
CSL Ltd. | | | 1,125 | | | | 245,830 | |
| | |
Dexus | | | 15,495 | | | | 112,393 | |
| | |
Evolution Mining Ltd. | | | 19,282 | | | | 74,246 | |
| | |
Fortescue Metals Group Ltd. | | | 126,389 | | | | 2,285,083 | |
| | |
Goodman Group | | | 15,272 | | | | 222,848 | |
| | |
Growthpoint Properties Australia Ltd. | | | 33,707 | | | | 90,775 | |
| | |
Harvey Norman Holdings Ltd.(a) | | | 34,138 | | | | 123,547 | |
| | |
JB Hi-Fi Ltd.(a) | | | 2,997 | | | | 112,440 | |
| | |
Macquarie Group Ltd. | | | 2,895 | | | | 309,354 | |
| | |
Magellan Financial Group Ltd. | | | 1,430 | | | | 59,212 | |
| | |
Medibank Pvt Ltd. | | | 58,974 | | | | 136,977 | |
| | |
Mineral Resources Ltd. | | | 5,268 | | | | 152,236 | |
| | |
Mirvac Group | | | 56,135 | | | | 114,356 | |
| | |
National Australia Bank Ltd. | | | 45,055 | | | | 785,727 | |
| | |
Newcrest Mining Ltd. | | | 4,439 | | | | 88,306 | |
| | |
Origin Energy Ltd. | | | 18,555 | | | | 68,154 | |
| | |
Perpetual Ltd. | | | 3,415 | | | | 91,599 | |
| | |
Platinum Asset Management Ltd. | | | 20,108 | | | | 63,307 | |
| | |
QBE Insurance Group Ltd. | | | 15,129 | | | | 99,582 | |
| | |
Rio Tinto Ltd. | | | 8,736 | | | | 767,343 | |
| | |
Santos Ltd. | | | 23,167 | | | | 112,088 | |
| | |
Sonic Healthcare Ltd. | | | 4,925 | | | | 122,182 | |
| | |
Spark Infrastructure Group(a) | | | 58,502 | | | | 95,252 | |
| | |
Stockland | | | 43,121 | | | | 139,087 | |
| | |
Suncorp Group Ltd. | | | 14,118 | | | | 106,109 | |
| | |
Telstra Corp., Ltd. | | | 171,807 | | | | 395,073 | |
| | |
Transurban Group | | | 24,898 | | | | 262,443 | |
| | |
Washington H Soul Pattinson & Co., Ltd. | | | 2,348 | | | | 54,518 | |
| | |
Wesfarmers Ltd. | | | 15,780 | | | | 613,703 | |
| | |
Woodside Petroleum Ltd. | | | 11,291 | | | | 198,127 | |
| | |
Woolworths Group Ltd. | | | 8,435 | | | | 255,864 | |
| | |
Worley Ltd. | | | 6,183 | | | | 54,820 | |
| | | | | | | | |
Total Australia | | | | | | | 13,816,871 | |
| | |
Austria – 0.5% | | | | | | | | |
| | |
CA Immobilien Anlagen AG | | | 1,448 | | | | 55,543 | |
| | |
EVN AG | | | 1,589 | | | | 34,763 | |
| | |
Oesterreichische Post AG(a) | | | 2,593 | | | | 91,056 | |
| | |
OMV AG | | | 9,032 | | | | 364,686 | |
| | |
Telekom Austria AG | | | 11,352 | | | | 87,922 | |
| | |
Verbund AG | | | 532 | | | | 45,467 | |
| | |
Vienna Insurance Group AG Wiener Versicherung Gruppe | | | 3,173 | | | | 80,752 | |
| | | | | | | | |
Total Austria | | | | 760,189 | |
| | |
Belgium – 0.6% | | | | | | | | |
| | |
Aedifica S.A. | | | 437 | | | | 52,560 | |
| | |
Befimmo S.A. | | | 2,071 | | | | 91,983 | |
| | |
Cofinimmo S.A. | | | 365 | | | | 54,395 | |
| | |
Etablissements Franz Colruyt N.V. | | | 944 | | | | 55,985 | |
| | |
Euronav N.V. | | | 8,970 | | | | 72,437 | |
| | |
Proximus SADP | | | 8,235 | | | | 163,331 | |
| | |
Solvay S.A. | | | 1,515 | | | | 179,584 | |
| | |
Telenet Group Holding N.V. | | | 2,541 | | | | 109,065 | |
| | |
UCB S.A. | | | 697 | | | | 72,046 | |
| | |
Warehouses De Pauw CVA | | | 2,095 | | | | 72,440 | |
| | | | | | | | |
Total Belgium | | | | 923,826 | |
| | |
China – 3.1% | | | | | | | | |
| | |
BOC Hong Kong Holdings Ltd. | | | 170,000 | | | | 515,228 | |
| | |
China Everbright Environment Group Ltd. | | | 190,666 | | | | 107,703 | |
| | |
China Jinmao Holdings Group Ltd. | | | 144,000 | | | | 66,300 | |
| | |
China Mobile Ltd. | | | 337,000 | | | | 1,921,033 | |
| | |
China Overseas Land & Investment Ltd. | | | 129,000 | | | | 280,498 | |
| | |
China Power International Development Ltd. | | | 495,000 | | | | 105,973 | |
| | |
China Resources Power Holdings Co., Ltd. | | | 116,000 | | | | 124,919 | |
| | |
China Unicom Hong Kong Ltd. | | | 244,000 | | | | 140,034 | |
| | |
CITIC Telecom International Holdings Ltd. | | | 276,000 | | | | 86,852 | |
| | |
CPMC Holdings Ltd. | | | 136,000 | | | | 62,792 | |
| | |
CSPC Pharmaceutical Group Ltd. | | | 52,320 | | | | 53,509 | |
| | |
Far East Horizon Ltd.(a) | | | 49,000 | | | | 50,492 | |
| | |
Fosun International Ltd. | | | 27,500 | | | | 43,198 | |
| | |
Guangdong Investment Ltd. | | | 84,000 | | | | 151,233 | |
| | |
Lenovo Group Ltd. | | | 274,000 | | | | 258,669 | |
| | |
Shanghai Industrial Holdings Ltd. | | | 54,000 | | | | 73,821 | |
| | |
Shenzhen Investment Ltd. | | | 218,000 | | | | 74,786 | |
| | |
Shougang Fushan Resources Group Ltd. | | | 334,000 | | | | 78,397 | |
| | |
Sinotruk Hong Kong Ltd. | | | 26,000 | | | | 66,393 | |
| | |
Sun Art Retail Group Ltd. | | | 44,000 | | | | 44,716 | |
| | |
Wilmar International Ltd. | | | 65,400 | | | | 230,099 | |
| | |
Yuexiu Property Co., Ltd. | | | 446,000 | | | | 89,731 | |
| | | | | | | | |
Total China | | | | | | | 4,626,376 | |
| | |
Denmark – 1.5% | | | | | | | | |
| | |
AP Moller – Maersk A/S Class B | | | 52 | | | | 116,206 | |
| | |
Carlsberg A/S Class B | | | 682 | | | | 109,326 | |
| | |
Coloplast A/S Class B | | | 1,388 | | | | 212,096 | |
| | |
H. Lundbeck A/S | | | 1,384 | | | | 47,502 | |
| | |
Novo Nordisk A/S Class B | | | 13,478 | | | | 945,244 | |
| | |
Novozymes A/S Class B | | | 1,335 | | | | 76,696 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Orsted A/S(b) | | | 1,322 | | | $ | 270,224 | |
| | |
Royal Unibrew A/S | | | 734 | | | | 85,254 | |
| | |
Scandinavian Tobacco Group A/S Class A(b) | | | 6,181 | | | | 105,769 | |
| | |
Topdanmark A/S | | | 565 | | | | 24,537 | |
| | |
Tryg A/S(a) | | | 2,582 | | | | 81,532 | |
| | |
Vestas Wind Systems A/S | | | 598 | | | | 141,501 | |
| | | | | | | | |
Total Denmark | | | | | | | 2,215,887 | |
| | |
Finland – 1.8% | | | | | | | | |
| | |
Ahlstrom-Munksjo Oyj | | | 1,672 | | | | 37,028 | |
| | |
Alma Media Oyj | | | 7,438 | | | | 81,179 | |
| | |
Elisa Oyj | | | 2,538 | | | | 139,338 | |
| | |
Fiskars Oyj Abp | | | 1,940 | | | | 35,558 | |
| | |
Fortum Oyj | | | 14,440 | | | | 348,061 | |
| | |
Huhtamaki Oyj | | | 1,093 | | | | 56,516 | |
| | |
Kemira Oyj | | | 1,620 | | | | 25,649 | |
| | |
Kesko Oyj Class B | | | 5,004 | | | | 128,820 | |
| | |
Kojamo Oyj | | | 798 | | | | 17,673 | |
| | |
Kone Oyj Class B | | | 4,076 | | | | 331,449 | |
| | |
Metsa Board Oyj | | | 5,776 | | | | 60,919 | |
| | |
Neles Oyj | | | 6,643 | | | | 88,230 | |
| | |
Neste Oyj | | | 5,566 | | | | 402,896 | |
| | |
Nokian Renkaat Oyj | | | 1,205 | | | | 42,491 | |
| | |
Orion Oyj Class B | | | 1,728 | | | | 79,349 | |
| | |
Sampo Oyj Class A | | | 6,202 | | | | 262,333 | |
| | |
UPM-Kymmene Oyj | | | 7,265 | | | | 270,851 | |
| | |
Uponor Oyj | | | 3,226 | | | | 71,681 | |
| | |
Valmet Oyj | | | 2,099 | | | | 59,994 | |
| | |
YIT Oyj | | | 13,026 | | | | 78,606 | |
| | | | | | | | |
Total Finland | | | | | | | 2,618,621 | |
| | |
France – 6.9% | | | | | | | | |
| | |
Air Liquide S.A. | | | 3,684 | | | | 605,140 | |
| | |
ALD S.A.(b) | | | 7,716 | | | | 108,570 | |
| | |
Arkema S.A. | | | 711 | | | | 81,340 | |
| | |
AXA S.A. | | | 30,918 | | | | 738,133 | |
| | |
Bollore S.A. | | | 11,556 | | | | 47,819 | |
| | |
Capgemini SE | | | 155 | | | | 24,048 | |
| | |
Carrefour S.A. | | | 2,891 | | | | 49,628 | |
| | |
Cie Generale des Etablissements Michelin SCA | | | 962 | | | | 123,532 | |
| | |
Covivio | | | 2,264 | | | | 208,728 | |
| | |
Danone S.A. | | | 7,233 | | | | 475,773 | |
| | |
Dassault Systemes SE | | | 402 | | | | 81,724 | |
| | |
Edenred | | | 1,286 | | | | 73,025 | |
| | |
Gaztransport Et Technigaz S.A. | | | 469 | | | | 45,449 | |
| | |
Gecina S.A. | | | 940 | | | | 145,262 | |
| | |
Hermes International | | | 243 | | | | 261,525 | |
| | |
Iliad S.A. | | | 409 | | | | 84,123 | |
| | |
Imerys S.A. | | | 2,124 | | | | 100,470 | |
| | |
Kering S.A. | | | 504 | | | | 366,548 | |
| | |
L’Oreal S.A. | | | 2,949 | | | | 1,121,444 | |
| | |
La Francaise des Jeux SAEM(b) | | | 1,472 | | | | 67,378 | |
| | |
Legrand S.A. | | | 1,607 | | | | 143,536 | |
| | |
LVMH Moet Hennessy Louis Vuitton SE | | | 1,504 | | | | 940,168 | |
| | |
Nexity S.A. | | | 2,656 | | | | 115,236 | |
| | |
Orange S.A. | | | 36,667 | | | | 436,705 | |
| | |
Pernod Ricard S.A. | | | 1,413 | | | | 271,088 | |
| | |
Publicis Groupe S.A. | | | 2,771 | | | | 138,195 | |
| | |
Rubis SCA | | | 1,916 | | | | 89,037 | |
| | |
Sanofi | | | 18,597 | | | | 1,790,768 | |
| | |
Schneider Electric SE | | | 5,292 | | | | 765,996 | |
| | |
Societe BIC S.A. | | | 1,169 | | | | 66,167 | |
| | |
Suez S.A. | | | 5,456 | | | | 108,280 | |
| | |
Teleperformance | | | 232 | | | | 77,012 | |
| | |
Veolia Environnement S.A. | | | 4,537 | | | | 111,080 | |
| | |
Vivendi S.A. | | | 7,610 | | | | 245,630 | |
| | |
Wendel SE | | | 553 | | | | 66,275 | |
| | | | | | | | |
Total France | | | | | | | 10,174,832 | |
| | |
Germany – 10.3% | | | | | | | | |
| | |
Allianz SE, Registered Shares | | | 6,381 | | | | 1,566,960 | |
| | |
alstria office REIT-AG | | | 6,233 | | | | 112,871 | |
| | |
BASF SE | | | 16,247 | | | | 1,286,570 | |
| | |
Bayer AG, Registered Shares | | | 16,848 | | | | 992,685 | |
| | |
Bayerische Motoren Werke AG | | | 6,541 | | | | 578,074 | |
| | |
Beiersdorf AG | | | 569 | | | | 65,749 | |
| | |
Brenntag AG | | | 1,616 | | | | 125,239 | |
| | |
Continental AG | | | 1,720 | | | | 255,171 | |
| | |
Covestro AG(b) | | | 1,708 | | | | 105,494 | |
| | |
Daimler AG, Registered Shares | | | 6,142 | | | | 434,294 | |
| | |
Deutsche Boerse AG | | | 717 | | | | 122,162 | |
| | |
Deutsche Post AG, Registered Shares | | | 15,200 | | | | 753,217 | |
| | |
Deutsche Telekom AG, Registered Shares | | | 54,844 | | | | 1,003,546 | |
| | |
Deutsche Wohnen SE, Bearer Shares | | | 3,243 | | | | 173,361 | |
| | |
DIC Asset AG | | | 4,916 | | | | 80,961 | |
| | |
Duerr AG | | | 1,729 | | | | 70,658 | |
| | |
E.ON SE | | | 51,133 | | | | 567,078 | |
| | |
Evonik Industries AG | | | 6,182 | | | | 201,807 | |
| | |
Fresenius Medical Care AG & Co. KGaA | | | 2,142 | | | | 178,742 | |
| | |
Fresenius SE & Co. KGaA | | | 3,881 | | | | 179,687 | |
| | |
Fuchs Petrolub SE | | | 953 | | | | 44,135 | |
| | |
Hannover Rueck SE | | | 995 | | | | 158,631 | |
| | |
Hapag-Lloyd AG(b) | | | 1,005 | | | | 113,006 | |
| | |
Henkel AG & Co. KGaA | | | 1,302 | | | | 125,613 | |
| | |
Infineon Technologies AG | | | 4,709 | | | | 180,860 | |
| | |
Knorr-Bremse AG | | | 1,202 | | | | 164,249 | |
| | |
LANXESS AG | | | 970 | | | | 74,486 | |
| | |
LEG Immobilien AG | | | 784 | | | | 121,884 | |
| | |
Merck KGaA | | | 160 | | | | 27,476 | |
| | |
METRO AG | | | 10,508 | | | | 118,234 | |
| | |
Muenchener Rueckversicherungs – Gesellschaft AG in Muenchen, Registered Shares | | | 1,861 | | | | 552,862 | |
| | |
Rational AG | | | 77 | | | | 71,743 | |
| | |
Rheinmetall AG | | | 787 | | | | 83,371 | |
| | |
RWE AG | | | 4,442 | | | | 187,888 | |
| | |
SAP SE | | | 8,092 | | | | 1,061,582 | |
| | |
Siemens AG, Registered Shares | | | 8,418 | | | | 1,210,438 | |
| | |
Siemens Healthineers AG(b) | | | 5,237 | | | | 268,997 | |
| | |
Software AG | | | 1,840 | | | | 75,059 | |
| | |
Symrise AG | | | 591 | | | | 78,386 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
TAG Immobilien AG* | | | 2,042 | | | $ | 64,711 | |
| | |
Talanx AG* | | | 3,971 | | | | 154,313 | |
| | |
Telefonica Deutschland Holding AG | | | 56,091 | | | | 154,761 | |
| | |
Traton SE | | | 7,724 | | | | 213,633 | |
| | |
Uniper SE | | | 3,690 | | | | 127,501 | |
| | |
Volkswagen AG | | | 2,360 | | | | 491,177 | |
| | |
Vonovia SE | | | 5,827 | | | | 426,066 | |
| | | | | | | | |
Total Germany | | | | 15,205,388 | |
|
Hong Kong – 3.5% | |
| | |
AIA Group Ltd. | | | 76,200 | | | | 933,601 | |
| | |
Bank of East Asia Ltd. (The) | | | 32,149 | | | | 68,661 | |
| | |
CLP Holdings Ltd. | | | 37,500 | | | | 346,763 | |
| | |
Guotai Junan International Holdings Ltd. | | | 530,000 | | | | 71,087 | |
| | |
Hang Lung Group Ltd. | | | 29,000 | | | | 72,109 | |
| | |
Hang Lung Properties Ltd. | | | 53,000 | | | | 139,782 | |
| | |
Hang Seng Bank Ltd. | | | 28,400 | | | | 489,702 | |
| | |
Henderson Land Development Co., Ltd. | | | 63,000 | | | | 245,781 | |
| | |
Hong Kong & China Gas Co., Ltd. | | | 129,873 | | | | 193,959 | |
| | |
Hong Kong Exchanges & Clearing Ltd. | | | 8,859 | | | | 485,575 | |
| | |
Hysan Development Co., Ltd. | | | 21,000 | | | | 77,052 | |
| | |
Link REIT | | | 23,200 | | | | 211,240 | |
| | |
MTR Corp., Ltd. | | | 39,143 | | | | 218,840 | |
| | |
New World Development Co., Ltd. | | | 33,252 | | | | 154,813 | |
| | |
PCCW Ltd. | | | 210,239 | | | | 126,623 | |
| | |
Power Assets Holdings Ltd. | | | 52,000 | | | | 281,666 | |
| | |
Sino Land Co., Ltd. | | | 92,000 | | | | 119,837 | |
| | |
Sun Hung Kai & Co., Ltd. | | | 212,000 | | | | 89,406 | |
| | |
Sun Hung Kai Properties Ltd. | | | 32,500 | | | | 419,147 | |
| | |
Swire Properties Ltd. | | | 64,800 | | | | 188,453 | |
| | |
Techtronic Industries Co., Ltd. | | | 11,500 | | | | 164,035 | |
| | | | | | | | |
Total Hong Kong | | | | 5,098,132 | |
|
Ireland – 0.3% | |
| | |
CRH PLC | | | 6,432 | | | | 267,733 | |
| | |
Kerry Group PLC Class A | | | 411 | | | | 59,591 | |
| | |
Smurfit Kappa Group PLC | | | 3,425 | | | | 159,413 | |
| | | | | | | | |
Total Ireland | | | | 486,737 | |
|
Israel – 0.4% | |
| | |
Azrieli Group Ltd. | | | 1,483 | | | | 94,269 | |
| | |
Bank Hapoalim BM* | | | 21,736 | | | | 148,865 | |
| | |
Bank Leumi Le-Israel BM | | | 20,493 | | | | 120,630 | |
| | |
Delek Group Ltd.* | | | 1 | | | | 22 | |
| | |
Electra Consumer Products 1970 Ltd. | | | 2,886 | | | | 100,131 | |
| | |
ICL Group Ltd. | | | 23,630 | | | | 120,402 | |
| | | | | | | | |
Total Israel | | | | 584,319 | |
|
Italy – 2.5% | |
| | |
A2A SpA | | | 64,741 | | | | 103,334 | |
| | |
ACEA SpA | | | 2,705 | | | | 56,761 | |
| | |
Anima Holding SpA(b) | | | 16,141 | | | | 76,667 | |
| | |
Ascopiave SpA | | | 8,231 | | | | 36,608 | |
| | |
Assicurazioni Generali SpA | | | 13,574 | | | | 236,837 | |
| | |
Azimut Holding SpA | | | 3,868 | | | | 84,100 | |
| | |
Davide Campari-Milano N.V. | | | 4,600 | | | | 52,569 | |
| | |
Enav SpA(b) | | | 13,902 | | | $ | 61,201 | |
| | |
Enel SpA | | | 117,970 | | | | 1,194,576 | |
| | |
ERG SpA | | | 2,529 | | | | 72,408 | |
| | |
Ferrari N.V. | | | 524 | | | | 120,951 | |
| | |
Hera SpA | | | 19,684 | | | | 71,771 | |
| | |
Iren SpA | | | 21,087 | | | | 54,853 | |
| | |
Italgas SpA | | | 18,889 | | | | 120,180 | |
| | |
Mediobanca Banca di Credito Finanziario SpA | | | 20,114 | | | | 185,563 | |
| | |
Poste Italiane SpA(b) | | | 22,461 | | | | 228,652 | |
| | |
RAI Way SpA(b) | | | 12,865 | | | | 85,946 | |
| | |
Recordati Industria Chimica e Farmaceutica SpA | | | 2,012 | | | | 111,593 | |
| | |
Snam SpA | | | 44,725 | | | | 251,782 | |
| | |
Telecom Italia SpA | | | 276,977 | | | | 127,899 | |
| | |
Terna Rete Elettrica Nazionale SpA | | | 19,002 | | | | 145,312 | |
| | |
UnipolSai Assicurazioni SpA | | | 80,772 | | | | 214,458 | |
| | | | | | | | |
Total Italy | | | | 3,694,021 | |
|
Japan – 24.1% | |
| | |
ABC-Mart, Inc. | | | 1,700 | | | | 94,513 | |
| | |
Advantest Corp. | | | 1,000 | | | | 74,870 | |
| | |
Aeon Co., Ltd. | | | 5,100 | | | | 167,209 | |
| | |
AGC, Inc.(a) | | | 2,500 | | | | 87,171 | |
| | |
Aica Kogyo Co., Ltd. | | | 2,400 | | | | 82,871 | |
| | |
Air Water, Inc. | | | 3,400 | | | | 60,396 | |
| | |
Aisin Seiki Co., Ltd. | | | 2,700 | | | | 80,939 | |
| | |
Ajinomoto Co., Inc. | | | 2,900 | | | | 65,657 | |
| | |
Alfresa Holdings Corp. | | | 3,500 | | | | 64,037 | |
| | |
Amada Co., Ltd. | | | 5,200 | | | | 57,064 | |
| | |
Amano Corp. | | | 2,900 | | | | 69,323 | |
| | |
ARTERIA Networks Corp. | | | 4,000 | | | | 57,920 | |
| | |
Asahi Group Holdings Ltd.(a) | | | 4,400 | | | | 180,867 | |
| | |
Asahi Kasei Corp. | | | 13,000 | | | | 132,776 | |
| | |
Astellas Pharma, Inc. | | | 13,000 | | | | 200,707 | |
| | |
Azbil Corp. | | | 2,000 | | | | 109,255 | |
| | |
Bandai Namco Holdings, Inc. | | | 1,100 | | | | 95,100 | |
| | |
Bridgestone Corp.(a) | | | 7,100 | | | | 232,713 | |
| | |
Brother Industries Ltd. | | | 3,900 | | | | 80,308 | |
| | |
Canon Marketing Japan, Inc.(a) | | | 2,400 | | | | 54,720 | |
| | |
Canon, Inc.(a) | | | 22,100 | | | | 423,399 | |
| | |
Central Japan Railway Co. | | | 700 | | | | 98,920 | |
| | |
Chiba Bank Ltd. (The) | | | 10,700 | | | | 58,866 | |
| | |
Chubu Electric Power Co., Inc. | | | 6,500 | | | | 78,256 | |
| | |
Chugai Pharmaceutical Co., Ltd. | | | 8,600 | | | | 458,383 | |
| | |
Chugoku Electric Power Co., Inc. (The) | | | 5,600 | | | | 65,576 | |
| | |
COMSYS Holdings Corp. | | | 1,900 | | | | 58,981 | |
| | |
Concordia Financial Group Ltd. | | | 19,200 | | | | 67,505 | |
| | |
Dai Nippon Printing Co., Ltd. | | | 2,600 | | | | 46,714 | |
| | |
Dai-Dan Co., Ltd. | | | 2,500 | | | | 72,062 | |
| | |
Dai-ichi Life Holdings, Inc. | | | 13,200 | | | | 198,425 | |
| | |
Daicel Corp. | | | 8,400 | | | | 61,264 | |
| | |
Daifuku Co., Ltd. | | | 900 | | | | 111,231 | |
| | |
Daiichi Sankyo Co., Ltd. | | | 7,900 | | | | 270,488 | |
| | |
Daiichikosho Co., Ltd. | | | 1,200 | | | | 41,435 | |
| | |
Daikin Industries Ltd. | | | 900 | | | | 199,797 | |
| | |
Daito Trust Construction Co., Ltd. | | | 1,200 | | | | 112,044 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Daiwa House Industry Co., Ltd. | | | 5,200 | | | $ | 154,320 | |
| | |
Daiwa Securities Group, Inc. | | | 12,700 | | | | 57,814 | |
| | |
Denka Co., Ltd. | | | 2,000 | | | | 78,067 | |
| | |
Denso Corp. | | | 4,800 | | | | 285,178 | |
| | |
Dentsu Group, Inc.(a) | | | 500 | | | | 14,843 | |
| | |
Disco Corp. | | | 200 | | | | 67,316 | |
| | |
Dowa Holdings Co., Ltd. | | | 2,300 | | | | 83,205 | |
| | |
East Japan Railway Co. | | | 1,600 | | | | 106,698 | |
| | |
Eisai Co., Ltd. | | | 2,400 | | | | 171,367 | |
| | |
ENEOS Holdings, Inc. | | | 41,200 | | | | 147,808 | |
| | |
FANUC Corp. | | | 600 | | | | 147,378 | |
| | |
Fast Retailing Co., Ltd. | | | 200 | | | | 179,127 | |
| | |
FUJIFILM Holdings Corp. | | | 2,400 | | | | 126,410 | |
| | |
Fujitsu Ltd. | | | 1,700 | | | | 245,421 | |
| | |
Fukuoka Financial Group, Inc. | | | 3,100 | | | | 55,037 | |
| | |
GMO Financial Holdings, Inc.(a) | | | 8,700 | | | | 60,081 | |
| | |
H.U. Group Holdings, Inc. | | | 2,100 | | | | 56,525 | |
| | |
Hakuhodo DY Holdings, Inc. | | | 5,800 | | | | 79,491 | |
| | |
Hankyu Hanshin Holdings, Inc. | | | 2,800 | | | | 93,021 | |
| | |
Haseko Corp. | | | 9,200 | | | | 105,415 | |
| | |
Hazama Ando Corp. | | | 10,300 | | | | 71,829 | |
| | |
Heiwa Corp. | | | 4,600 | | | | 63,401 | |
| | |
Hikari Tsushin, Inc. | | | 400 | | | | 93,680 | |
| | |
Hirose Electric Co., Ltd. | | | 500 | | | | 75,791 | |
| | |
Hisamitsu Pharmaceutical Co., Inc. | | | 1,000 | | | | 59,373 | |
| | |
Hitachi Ltd. | | | 6,700 | | | | 263,795 | |
| | |
Honda Motor Co., Ltd. | | | 13,900 | | | | 387,401 | |
| | |
Hoshizaki Corp.(a) | | | 500 | | | | 45,862 | |
| | |
Hoya Corp. | | | 600 | | | | 82,929 | |
| | |
Hulic Co., Ltd. | | | 6,800 | | | | 74,623 | |
| | |
Idemitsu Kosan Co., Ltd. | | | 4,500 | | | | 98,939 | |
| | |
Inpex Corp.(a) | | | 22,700 | | | | 122,245 | |
| | |
Isuzu Motors Ltd. | | | 8,300 | | | | 78,783 | |
| | |
ITOCHU Corp. | | | 19,100 | | | | 548,331 | |
| | |
Itochu Enex Co., Ltd. | | | 7,300 | | | | 71,766 | |
| | |
Itochu Techno-Solutions Corp. | | | 3,200 | | | | 114,214 | |
| | |
Iyo Bank Ltd. (The) | | | 10,500 | | | | 65,800 | |
| | |
JAC Recruitment Co., Ltd.(a) | | | 3,100 | | | | 56,809 | |
| | |
Japan Exchange Group, Inc. | | | 4,100 | | | | 104,759 | |
| | |
Japan Post Insurance Co., Ltd. | | | 7,600 | | | | 155,467 | |
| | |
Japan Tobacco, Inc.(a) | | | 38,000 | | | | 773,655 | |
| | |
JSR Corp. | | | 2,500 | | | | 69,592 | |
| | |
JTEKT Corp. | | | 6,900 | | | | 53,532 | |
| | |
Kajima Corp. | | | 6,300 | | | | 84,330 | |
| | |
Kaken Pharmaceutical Co., Ltd. | | | 2,000 | | | | 77,195 | |
| | |
Kanematsu Corp. | | | 5,700 | | | | 70,998 | |
| | |
Kansai Electric Power Co., Inc. (The) | | | 9,900 | | | | 93,367 | |
| | |
Kansai Paint Co., Ltd. | | | 1,900 | | | | 58,429 | |
| | |
Kao Corp. | | | 3,700 | | | | 285,622 | |
| | |
KDDI Corp. | | | 36,500 | | | | 1,083,917 | |
| | |
Keyence Corp. | | | 330 | | | | 185,384 | |
| | |
Kikkoman Corp. | | | 800 | | | | 55,557 | |
| | |
Kintetsu Group Holdings Co., Ltd. | | | 1,200 | | | | 52,535 | |
| | |
Kirin Holdings Co., Ltd.(a) | | | 7,500 | | | | 176,812 | |
| | |
Koito Manufacturing Co., Ltd. | | | 1,400 | | | | 95,191 | |
| | |
Komatsu Ltd. | | | 6,400 | | | | 174,653 | |
| | |
Kose Corp. | | | 400 | | | | 68,187 | |
| | |
Kubota Corp.(a) | | | 6,000 | | | | 130,815 | |
| | |
Kuraray Co., Ltd.(a) | | | 2,600 | | | | 27,626 | |
| | |
KYORIN Holdings, Inc. | | | 3,900 | | | | 73,320 | |
| | |
Kyowa Kirin Co., Ltd. | | | 3,000 | | | | 81,767 | |
| | |
Kyudenko Corp. | | | 2,600 | | | | 83,859 | |
| | |
Lawson, Inc. | | | 1,000 | | | | 46,540 | |
| | |
Lixil Corp. | | | 5,000 | | | | 108,189 | |
| | |
Mabuchi Motor Co., Ltd. | | | 1,800 | | | | 78,367 | |
| | |
Maeda Road Construction Co., Ltd. | | | 3,200 | | | | 53,620 | |
| | |
Makita Corp. | | | 1,000 | | | | 50,075 | |
| | |
Marubeni Corp. | | | 17,600 | | | | 116,958 | |
| | |
Maruichi Steel Tube Ltd. | | | 1,200 | | | | 26,547 | |
| | |
Matsui Securities Co., Ltd. | | | 800 | | | | 6,276 | |
| | |
Matsumotokiyoshi Holdings Co., Ltd. | | | 1,400 | | | | 59,664 | |
| | |
Mebuki Financial Group, Inc. | | | 25,700 | | | | 50,531 | |
| | |
Medipal Holdings Corp. | | | 2,700 | | | | 50,681 | |
| | |
MEIJI Holdings Co., Ltd. | | | 2,000 | | | | 140,636 | |
| | |
Meitec Corp. | | | 1,500 | | | | 77,873 | |
| | |
MINEBEA MITSUMI, Inc. | | | 3,100 | | | | 61,493 | |
| | |
Mitsubishi Chemical Holdings Corp. | | | 13,300 | | | | 80,409 | |
| | |
Mitsubishi Corp. | | | 20,400 | | | | 502,072 | |
| | |
Mitsubishi Electric Corp. | | | 12,400 | | | | 187,000 | |
| | |
Mitsubishi Estate Co., Ltd. | | | 8,100 | | | | 129,999 | |
| | |
Mitsubishi Gas Chemical Co., Inc. | | | 3,200 | | | | 73,425 | |
| | |
Mitsubishi Heavy Industries Ltd. | | | 2,100 | | | | 64,193 | |
| | |
Mitsubishi UFJ Financial Group, Inc. | | | 194,100 | | | | 857,465 | |
| | |
Mitsubishi UFJ Lease & Finance Co., Ltd. | | | 13,400 | | | | 64,245 | |
| | |
Mitsui Chemicals, Inc. | | | 2,300 | | | | 67,388 | |
| | |
Mitsui Fudosan Co., Ltd. | | | 6,500 | | | | 135,893 | |
| | |
Mizuho Financial Group, Inc. | | | 33,550 | | | | 424,879 | |
| | |
MS&AD Insurance Group Holdings, Inc. | | | 11,300 | | | | 343,777 | |
| | |
Murata Manufacturing Co., Ltd. | | | 3,900 | | | | 352,056 | |
| | |
Nabtesco Corp.(a) | | | 1,400 | | | | 61,291 | |
| | |
Nagase & Co., Ltd. | | | 5,200 | | | | 75,851 | |
| | |
NEC Corp. | | | 2,400 | | | | 128,781 | |
| | |
NGK Insulators Ltd. | | | 3,400 | | | | 52,427 | |
| | |
NGK Spark Plug Co., Ltd. | | | 4,700 | | | | 80,257 | |
| | |
NH Foods Ltd. | | | 1,100 | | | | 48,370 | |
| | |
Nichias Corp. | | | 3,300 | | | | 78,373 | |
| | |
Nichirei Corp. | | | 2,200 | | | | 61,773 | |
| | |
Nidec Corp. | | | 800 | | | | 100,576 | |
| | |
Nifco, Inc. | | | 2,400 | | | | 94,029 | |
| | |
Nintendo Co., Ltd. | | | 1,200 | | | | 765,132 | |
| | |
Nippo Corp. | | | 2,100 | | | | 57,460 | |
| | |
Nippon Electric Glass Co., Ltd.(a) | | | 3,000 | | | | 65,553 | |
| | |
Nippon Express Co., Ltd. | | | 1,300 | | | | 87,258 | |
| | |
Nippon Kayaku Co., Ltd. | | | 7,100 | | | | 65,743 | |
| | |
Nippon Paint Holdings Co., Ltd. | | | 700 | | | | 76,817 | |
| | |
Nippon Telegraph & Telephone Corp. | | | 40,700 | | | | 1,042,877 | |
| | |
Nissan Chemical Corp. | | | 1,100 | | | | 68,827 | |
| | |
Nisshin Seifun Group, Inc. | | | 3,200 | | | | 50,862 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Nissin Foods Holdings Co., Ltd. | | | 1,100 | | | $ | 94,184 | |
| | |
Nitori Holdings Co., Ltd. | | | 400 | | | | 83,762 | |
| | |
Nitto Denko Corp. | | | 2,400 | | | | 214,558 | |
| | |
NOF Corp. | | | 1,600 | | | | 81,050 | |
| | |
Nomura Holdings, Inc. | | | 36,400 | | | | 192,145 | |
| | |
Nomura Real Estate Holdings, Inc. | | | 4,000 | | | | 88,450 | |
| | |
Nomura Research Institute Ltd. | | | 4,700 | | | | 168,207 | |
| | |
NSK Ltd. | | | 4,000 | | | | 34,714 | |
| | |
NTT Data Corp. | | | 7,500 | | | | 102,499 | |
| | |
Obayashi Corp. | | | 6,500 | | | | 56,032 | |
| | |
Obic Co., Ltd. | | | 400 | | | | 80,314 | |
| | |
Oji Holdings Corp. | | | 12,600 | | | | 71,637 | |
| | |
Okinawa Cellular Telephone Co. | | | 1,700 | | | | 73,272 | |
| | |
Olympus Corp. | | | 2,000 | | | | 43,712 | |
| | |
Omron Corp. | | | 800 | | | | 71,287 | |
| | |
Ono Pharmaceutical Co., Ltd. | | | 4,800 | | | | 144,495 | |
| | |
Open House Co., Ltd. | | | 1,800 | | | | 66,076 | |
| | |
Oracle Corp. | | | 800 | | | | 104,218 | |
| | |
Oriental Land Co., Ltd. | | | 300 | | | | 49,513 | |
| | |
Osaka Gas Co., Ltd. | | | 4,900 | | | | 100,235 | |
| | |
Otsuka Corp. | | | 2,500 | | | | 131,968 | |
| | |
Otsuka Holdings Co., Ltd.(a) | | | 5,100 | | | | 218,236 | |
| | |
Pan Pacific International Holdings Corp. | | | 3,200 | | | | 74,014 | |
| | |
Panasonic Corp. | | | 18,400 | | | | 212,167 | |
| | |
Penta-Ocean Construction Co., Ltd. | | | 12,000 | | | | 103,095 | |
| | |
Pola Orbis Holdings, Inc.(a) | | | 4,100 | | | | 83,156 | |
| | |
Recruit Holdings Co., Ltd. | | | 2,900 | | | | 121,371 | |
| | |
Resona Holdings, Inc. | | | 31,600 | | | | 110,307 | |
| | |
Rohm Co., Ltd. | | | 700 | | | | 67,732 | |
| | |
Sanki Engineering Co., Ltd. | | | 6,400 | | | | 75,192 | |
| | |
Sankyo Co., Ltd. | | | 3,100 | | | | 83,772 | |
| | |
Santen Pharmaceutical Co., Ltd. | | | 2,500 | | | | 40,559 | |
| | |
Sanwa Holdings Corp. | | | 5,400 | | | | 62,868 | |
| | |
Sawai Pharmaceutical Co., Ltd. | | | 1,600 | | | | 72,527 | |
| | |
SBI Holdings, Inc. | | | 3,300 | | | | 78,213 | |
| | |
SCSK Corp. | | | 1,400 | | | | 80,004 | |
| | |
Secom Co., Ltd. | | | 500 | | | | 46,089 | |
| | |
Sega Sammy Holdings, Inc. | | | 5,000 | | | | 78,793 | |
| | |
Seiko Epson Corp. | | | 6,600 | | | | 97,870 | |
| | |
Seino Holdings Co., Ltd. | | | 4,800 | | | | 67,645 | |
| | |
Sekisui Chemical Co., Ltd. | | | 6,200 | | | | 117,340 | |
| | |
Sekisui House Ltd. | | | 8,600 | | | | 174,924 | |
| | |
Seven & I Holdings Co., Ltd. | | | 6,400 | | | | 226,816 | |
| | |
Seven Bank Ltd. | | | 34,700 | | | | 73,268 | |
| | |
SG Holdings Co., Ltd. | | | 3,300 | | | | 89,879 | |
| | |
Shimadzu Corp. | | | 1,200 | | | | 46,608 | |
| | |
Shimano, Inc. | | | 400 | | | | 93,312 | |
| | |
Shimizu Corp. | | | 8,800 | | | | 63,926 | |
| | |
Shin-Etsu Chemical Co., Ltd. | | | 1,700 | | | | 297,041 | |
| | |
Shionogi & Co., Ltd. | | | 1,900 | | | | 103,700 | |
| | |
Shiseido Co., Ltd. | | | 1,100 | | | | 76,029 | |
| | |
Shizuoka Bank Ltd. (The) | | | 6,200 | | | | 45,399 | |
| | |
SKY Perfect JSAT Holdings, Inc. | | | 15,200 | | | | 74,789 | |
| | |
SMC Corp. | | | 100 | | | | 60,971 | |
| | |
SoftBank Corp. | | | 125,100 | | | | 1,566,703 | |
| | |
SoftBank Group Corp. | | | 3,800 | | | | 296,580 | |
| | |
Sojitz Corp. | | | 12,900 | | | | 28,737 | |
| | |
Sompo Holdings, Inc. | | | 4,300 | | | | 173,799 | |
| | |
Sony Corp. | | | 2,100 | | | | 209,197 | |
| | |
Subaru Corp. | | | 6,100 | | | | 121,858 | |
| | |
Sugi Holdings Co., Ltd. | | | 1,100 | | | | 73,514 | |
| | |
Sumitomo Chemical Co., Ltd. | | | 19,400 | | | | 77,980 | |
| | |
Sumitomo Corp. | | | 16,400 | | | | 216,903 | |
| | |
Sumitomo Dainippon Pharma Co., Ltd. | | | 3,200 | | | | 47,204 | |
| | |
Sumitomo Electric Industries Ltd. | | | 6,000 | | | | 79,413 | |
| | |
Sumitomo Metal Mining Co., Ltd. | | | 1,800 | | | | 79,831 | |
| | |
Sumitomo Mitsui Financial Group, Inc.(a) | | | 21,400 | | | | 660,789 | |
| | |
Sumitomo Mitsui Trust Holdings, Inc. | | | 3,300 | | | | 101,546 | |
| | |
Sumitomo Realty & Development Co., Ltd. | | | 2,100 | | | | 64,701 | |
| | |
Sundrug Co., Ltd. | | | 1,600 | | | | 63,848 | |
| | |
Suntory Beverage & Food Ltd.(a) | | | 2,500 | | | | 88,382 | |
| | |
Suzuken Co., Ltd. | | | 1,400 | | | | 50,579 | |
| | |
Suzuki Motor Corp. | | | 2,500 | | | | 115,793 | |
| | |
Sysmex Corp. | | | 400 | | | | 48,041 | |
| | |
T&D Holdings, Inc. | | | 8,000 | | | | 94,300 | |
| | |
Taikisha Ltd. | | | 2,500 | | | | 65,572 | |
| | |
Taisei Corp. | | | 2,000 | | | | 68,865 | |
| | |
Takeda Pharmaceutical Co., Ltd. | | | 20,300 | | | | 738,307 | |
| | |
TDK Corp. | | | 700 | | | | 105,361 | |
| | |
Teijin Ltd. | | | 5,400 | | | | 101,467 | |
| | |
Terumo Corp. | | | 2,100 | | | | 87,706 | |
| | |
TIS, Inc. | | | 1,600 | | | | 32,761 | |
| | |
Toda Corp. | | | 12,600 | | | | 83,353 | |
| | |
Tohoku Electric Power Co., Inc. | | | 8,100 | | | | 66,686 | |
| | |
Tokai Carbon Co., Ltd.(a) | | | 4,900 | | | | 61,223 | |
| | |
Tokio Marine Holdings, Inc. | | | 7,200 | | | | 370,164 | |
| | |
Tokyo Century Corp. | | | 1,100 | | | | 87,152 | |
| | |
Tokyo Electron Ltd. | | | 1,400 | | | | 520,703 | |
| | |
Tokyo Gas Co., Ltd. | | | 3,400 | | | | 78,508 | |
| | |
Tokyu Corp. | | | 5,300 | | | | 65,759 | |
| | |
Toray Industries, Inc. | | | 11,500 | | | | 68,045 | |
| | |
Tosoh Corp. | | | 5,300 | | | | 82,545 | |
| | |
TOTO Ltd. | | | 1,300 | | | | 78,067 | |
| | |
Toyo Suisan Kaisha Ltd. | | | 1,700 | | | | 82,658 | |
| | |
Toyota Motor Corp. | | | 15,574 | | | | 1,200,274 | |
| | |
Toyota Tsusho Corp. | | | 3,400 | | | | 137,159 | |
| | |
Trend Micro, Inc.(a) | | | 1,900 | | | | 109,313 | |
| | |
Tsumura & Co. | | | 2,500 | | | | 75,064 | |
| | |
Tsuruha Holdings, Inc. | | | 500 | | | | 71,093 | |
| | |
Ube Industries Ltd. | | | 4,600 | | | | 83,406 | |
| | |
Unicharm Corp. | | | 2,100 | | | | 99,503 | |
| | |
USS Co., Ltd. | | | 5,300 | | | | 107,083 | |
| | |
Yakult Honsha Co., Ltd. | | | 1,200 | | | | 60,439 | |
| | |
Yamaguchi Financial Group, Inc. | | | 7,300 | | | | 41,080 | |
| | |
Yamaha Corp. | | | 800 | | | | 47,034 | |
| | |
Yamaha Motor Co., Ltd. | | | 4,300 | | | | 87,628 | |
| | |
Yamato Holdings Co., Ltd. | | | 2,700 | | | | 68,804 | |
| | |
Yaskawa Electric Corp. | | | 1,300 | | | | 64,594 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Yokohama Rubber Co., Ltd. (The)(a) | | | 5,200 | | | $ | 77,261 | |
| | |
Z Holdings Corp. | | | 28,000 | | | | 169,337 | |
| | | | | | | | |
Total Japan | | | | 35,524,544 | |
|
Netherlands – 1.9% | |
| | |
Akzo Nobel N.V. | | | 1,673 | | | | 179,849 | |
| | |
ASM International N.V. | | | 673 | | | | 148,180 | |
| | |
ASML Holding N.V. | | | 1,205 | | | | 586,139 | |
| | |
ASR Nederland N.V. | | | 3,670 | | | | 147,511 | |
| | |
Euronext N.V.(b) | | | 706 | | | | 77,874 | |
| | |
EXOR N.V. | | | 674 | | | | 54,610 | |
| | |
ForFarmers N.V. | | | 10,942 | | | | 71,492 | |
| | |
Koninklijke Ahold Delhaize N.V. | | | 14,972 | | | | 423,352 | |
| | |
Koninklijke DSM N.V. | | | 989 | | | | 170,381 | |
| | |
Koninklijke KPN N.V. | | | 52,514 | | | | 159,798 | |
| | |
Koninklijke Vopak N.V. | | | 1,204 | | | | 63,331 | |
| | |
NN Group N.V. | | | 5,487 | | | | 238,535 | |
| | |
SBM Offshore N.V. | | | 3,980 | | | | 75,797 | |
| | |
TKH Group N.V. CVA | | | 1,893 | | | | 91,582 | |
| | |
Van Lanschot Kempen N.V. | | | 3,552 | | | | 91,267 | |
| | |
Wolters Kluwer N.V. | | | 1,855 | | | | 156,744 | |
| | | | | | | | |
Total Netherlands | | | | 2,736,442 | |
|
Norway – 1.5% | |
| | |
AF Gruppen ASA | | | 4,778 | | | | 97,994 | |
| | |
Aker ASA Class A | | | 928 | | | | 60,696 | |
| | |
Equinor ASA | | | 53,349 | | | | 903,175 | |
| | |
Gjensidige Forsikring ASA | | | 7,783 | | | | 173,987 | |
| | |
Norske Skog ASA(b) | | | 24,356 | | | | 110,089 | |
| | |
Orkla ASA | | | 11,825 | | | | 120,157 | |
| | |
Sparebank 1 Oestlandet | | | 8,053 | | | | 91,986 | |
| | |
SpareBank 1 SMN | | | 8,908 | | | | 101,545 | |
| | |
Telenor ASA | | | 20,532 | | | | 349,876 | |
| | |
TGS NOPEC Geophysical Co. ASA | | | 6,829 | | | | 105,841 | |
| | |
Yara International ASA | | | 2,887 | | | | 120,039 | |
| | | | | | | | |
Total Norway | | | | 2,235,385 | |
|
Portugal – 0.2% | |
| | |
EDP – Energias de Portugal S.A. | | | 35,744 | | | | 225,496 | |
| | |
Jeronimo Martins, SGPS, S.A. | | | 1,886 | | | | 31,891 | |
| | |
REN – Redes Energeticas Nacionais, SGPS, S.A. | | | 8,745 | | | | 25,305 | |
| | | | | | | | |
Total Portugal | | | | 282,692 | |
|
Singapore – 2.0% | |
| | |
CapitaLand Ltd. | | | 48,500 | | | | 120,365 | |
| | |
City Developments Ltd. | | | 7,800 | | | | 47,037 | |
| | |
DBS Group Holdings Ltd. | | | 34,356 | | | | 650,909 | |
| | |
Genting Singapore Ltd. | | | 292,600 | | | | 188,181 | |
| | |
Jardine Cycle & Carriage Ltd. | | | 8,600 | | | | 127,212 | |
| | |
Keppel Corp., Ltd. | | | 6,100 | | | | 24,831 | |
| | |
Keppel Infrastructure Trust | | | 257,100 | | | | 106,019 | |
| | |
Manulife US Real Estate Investment Trust | | | 102,100 | | | | 76,065 | |
| | |
NetLink NBN Trust | | | 109,000 | | | | 79,586 | |
| | |
Oversea-Chinese Banking Corp., Ltd. | | | 52,528 | | | | 399,827 | |
| | |
Sheng Siong Group Ltd. | | | 60,700 | | | | 71,188 | |
| | |
Singapore Exchange Ltd. | | | 15,000 | | | | 105,323 | |
| | |
Singapore Technologies Engineering Ltd. | | | 12,700 | | | | 36,707 | |
| | |
Singapore Telecommunications Ltd. | | | 236,000 | | | | 412,484 | |
| | |
StarHub Ltd. | | | 36,600 | | | | 36,277 | |
| | |
United Overseas Bank Ltd. | | | 24,328 | | | | 415,821 | |
| | |
Venture Corp., Ltd. | | | 5,300 | | | | 77,877 | |
| | | | | | | | |
Total Singapore | | | | 2,975,709 | |
|
Spain – 3.0% | |
| | |
ACS Actividades de Construccion y Servicios S.A. | | | 4,827 | | | | 160,350 | |
| | |
Bankia S.A. | | | 92,167 | | | | 163,405 | |
| | |
Cia de Distribucion Integral Logista Holdings S.A. | | | 3,885 | | | | 75,390 | |
| | |
Cie Automotive S.A.(a) | | | 3,424 | | | | 92,419 | |
| | |
ContourGlobal PLC(b) | | | 26,283 | | | | 77,244 | |
| | |
Ebro Foods S.A.(a) | | | 2,248 | | | | 52,095 | |
| | |
EDP Renovaveis S.A. | | | 2,187 | | | | 61,011 | |
| | |
Enagas S.A. | | | 5,644 | | | | 124,061 | |
| | |
Endesa S.A. | | | 16,266 | | | | 444,816 | |
| | |
Faes Farma S.A. | | | 16,947 | | | | 72,367 | |
| | |
Ferrovial S.A. | | | 4,651 | | | | 128,610 | |
| | |
Fomento de Construcciones y Contratas S.A. | | | 6,585 | | | | 70,902 | |
| | |
Grifols S.A. | | | 2,253 | | | | 65,829 | |
| | |
Grupo Catalana Occidente S.A. | | | 2,118 | | | | 75,542 | |
| | |
Iberdrola S.A. | | | 92,308 | | | | 1,321,438 | |
| | |
Industria de Diseno Textil S.A.(a) | | | 15,572 | | | | 496,143 | |
| | |
Inmobiliaria Colonial Socimi S.A. | | | 6,299 | | | | 61,850 | |
| | |
Naturgy Energy Group S.A. | | | 21,368 | | | | 495,706 | |
| | |
Prosegur Cash S.A.(b) | | | 85,173 | | | | 83,371 | |
| | |
Red Electrica Corp. S.A. | | | 7,838 | | | | 160,875 | |
| | |
Viscofan S.A. | | | 890 | | | | 63,214 | |
| | |
Zardoya Otis S.A. | | | 10,780 | | | | 75,578 | |
| | | | | | | | |
Total Spain | | | | 4,422,216 | |
|
Sweden – 2.0% | |
| | |
Assa Abloy AB Class B | | | 5,621 | | | | 138,599 | |
| | |
Atlas Copco AB Class A | | | 4,400 | | | | 225,611 | |
| | |
Atlas Copco AB Class B | | | 4,154 | | | | 186,290 | |
| | |
Axfood AB | | | 4,886 | | | | 114,110 | |
| | |
Boliden AB | | | 146 | | | | 5,180 | |
| | |
Castellum AB | | | 4,595 | | | | 116,770 | |
| | |
Epiroc AB Class A | | | 8,630 | | | | 157,257 | |
| | |
EQT AB(a) | | | 2,941 | | | | 75,346 | |
| | |
Essity AB Class B | | | 6,098 | | | | 196,397 | |
| | |
Evolution Gaming Group AB(b) | | | 969 | | | | 98,498 | |
| | |
Fabege AB | | | 4,154 | | | | 65,427 | |
| | |
Hufvudstaden AB Class A | | | 3,989 | | | | 66,155 | |
| | |
ICA Gruppen AB | | | 1,755 | | | | 87,808 | |
| | |
Intrum AB(a) | | | 3,729 | | | | 98,441 | |
| | |
Investment AB Latour Class B | | | 2,851 | | | | 69,326 | |
| | |
Lundin Energy AB | | | 6,124 | | | | 165,767 | |
| | |
Skanska AB Class B | | | 3,165 | | | | 80,815 | |
| | |
SKF AB Class B | | | 2,937 | | | | 76,317 | |
| | |
Swedish Match AB | | | 1,860 | | | | 144,451 | |
| | |
Tele2 AB Class B | | | 14,700 | | | | 194,388 | |
| | |
Telefonaktiebolaget LM Ericsson Class B | | | 19,851 | | | | 236,011 | |
| | |
Telia Co. AB | | | 66,637 | | | | 275,553 | |
| | | | | | | | |
Total Sweden | | | | 2,874,517 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
|
Switzerland – 12.1% | |
| | |
ABB Ltd., Registered Shares | | | 17,364 | | | $ | 485,394 | |
| | |
Adecco Group AG, Registered Shares | | | 2,865 | | | | 191,745 | |
| | |
Allreal Holding AG, Registered Shares | | | 460 | | | | 105,900 | |
| | |
Baloise Holding AG, Registered Shares | | | 483 | | | | 86,060 | |
| | |
Banque Cantonale Vaudoise, Registered Shares | | | 1,406 | | | | 153,174 | |
| | |
BKW AG | | | 728 | | | | 81,699 | |
| | |
Bucher Industries AG, Registered Shares | | | 222 | | | | 101,865 | |
| | |
Cembra Money Bank AG | | | 732 | | | | 88,772 | |
| | |
Cie Financiere Richemont S.A., Registered Shares | | | 2,170 | | | | 196,588 | |
| | |
Coca-Cola HBC AG* | | | 3,046 | | | | 98,972 | |
| | |
Credit Suisse Group AG, Registered Shares | | | 5,528 | | | | 71,293 | |
| | |
DKSH Holding AG | | | 1,310 | | | | 98,626 | |
| | |
EMS-Chemie Holding AG, Registered Shares | | | 207 | | | | 199,752 | |
| | |
Galenica AG(b) | | | 1,406 | | | | 93,845 | |
| | |
Geberit AG, Registered Shares | | | 211 | | | | 132,288 | |
| | |
Givaudan S.A., Registered Shares | | | 51 | | | | 215,204 | |
| | |
Julius Baer Group Ltd. | | | 1,429 | | | | 82,447 | |
| | |
Kardex Holding AG, Registered Shares | | | 367 | | | | 80,379 | |
| | |
Kuehne + Nagel International AG, Registered Shares | | | 1,005 | | | | 228,298 | |
| | |
LafargeHolcim Ltd., Registered Shares* | | | 6,837 | | | | 376,056 | |
| | |
Logitech International S.A., Registered Shares | | | 966 | | | | 93,895 | |
| | |
Lonza Group AG, Registered Shares | | | 169 | | | | 108,747 | |
| | |
Mobilezone Holding AG , Registered Shares | | | 6,454 | | | | 73,597 | |
| | |
Nestle S.A., Registered Shares | | | 27,468 | | | | 3,239,791 | |
| | |
Novartis AG, Registered Shares | | | 38,764 | | | | 3,668,317 | |
| | |
OC Oerlikon Corp. AG, Registered Shares | | | 11,809 | | | | 122,238 | |
| | |
Partners Group Holding AG | | | 255 | | | | 300,017 | |
| | |
PSP Swiss Property AG, Registered Shares | | | 621 | | | | 83,109 | |
| | |
Roche Holding AG, Bearer Shares | | | 1,678 | | | | 588,472 | |
| | |
Roche Holding AG Genusschein | | | 8,054 | | | | 2,815,415 | |
| | |
Schindler Holding AG, Participation Certificate | | | 312 | | | | 84,217 | |
| | |
Schindler Holding AG, Registered Shares | | | 230 | | | | 62,031 | |
| | |
SFS Group AG | | | 843 | | | | 100,136 | |
| | |
SGS S.A., Registered Shares | | | 94 | | | | 283,930 | |
| | |
SIG Combibloc Group AG* | | | 4,057 | | | | 94,271 | |
| | |
Sika AG, Registered Shares | | | 551 | | | | 150,723 | |
| | |
Stadler Rail AG(a) | | | 1,655 | | | | 75,677 | |
| | |
STMicroelectronics N.V. | | | 2,084 | | | | 77,899 | |
| | |
Sulzer AG, Registered Shares | | | 1,204 | | | | 126,809 | |
| | |
Swatch Group AG (The), Registered Shares | | | 1,700 | | | | 89,928 | |
| | |
Swiss Life Holding AG, Registered Shares | | | 467 | | | | 217,875 | |
| | |
Swiss Prime Site AG, Registered Shares | | | 1,346 | | | | 132,324 | |
| | |
Swisscom AG, Registered Shares | | | 774 | | | | 417,756 | |
| | |
UBS Group AG, Registered Shares | | | 27,667 | | | | 390,302 | |
| | |
Valiant Holding AG, Registered Shares | | | 899 | | | | 87,973 | |
| | |
VAT Group AG(b) | | | 412 | | | | 102,913 | |
| | |
Vontobel Holding AG, Registered Shares | | | 1,374 | | | | 109,118 | |
| | |
Zurich Insurance Group AG | | | 2,351 | | | | 993,380 | |
| | | | | | | | |
Total Switzerland | | | | 17,859,217 | |
|
United Kingdom – 12.5% | |
| | |
Admiral Group PLC | | | 4,575 | | | | 181,735 | |
| | |
Airtel Africa PLC(b) | | | 80,534 | | | | 83,225 | |
| | |
Anglo American PLC | | | 12,026 | | | | 398,562 | |
| | |
Antofagasta PLC | | | 2,479 | | | | 48,814 | |
| | |
Ashmore Group PLC | | | 12,928 | | | | 76,201 | |
| | |
Ashtead Group PLC | | | 2,123 | | | | 99,772 | |
| | |
Assura PLC | | | 46,722 | | | | 49,050 | |
| | |
AstraZeneca PLC | | | 13,292 | | | | 1,330,734 | |
| | |
Aviva PLC | | | 21,900 | | | | 97,353 | |
| | |
BAE Systems PLC | | | 42,847 | | | | 286,289 | |
| | |
Berkeley Group Holdings PLC | | | 2,194 | | | | 142,217 | |
| | |
Brewin Dolphin Holdings PLC | | | 18,264 | | | | 76,146 | |
| | |
British American Tobacco PLC | | | 52,061 | | | | 1,927,141 | |
| | |
Bunzl PLC | | | 2,954 | | | | 98,648 | |
| | |
Clarkson PLC | | | 2,285 | | | | 84,334 | |
| | |
Close Brothers Group PLC | | | 5,195 | | | | 98,140 | |
| | |
Coca-Cola European Partners PLC | | | 2,400 | | | | 115,846 | |
| | |
ConvaTec Group PLC(b) | | | 21,407 | | | | 58,290 | |
| | |
Croda International PLC | | | 817 | | | | 73,664 | |
| | |
Daily Mail & General Trust PLC Class A Non-Voting Shares | | | 7,645 | | | | 77,855 | |
| | |
DCC PLC | | | 751 | | | | 53,156 | |
| | |
Diageo PLC | | | 17,437 | | | | 685,986 | |
| | |
Direct Line Insurance Group PLC | | | 30,330 | | | | 132,256 | |
| | |
Drax Group PLC | | | 13,303 | | | | 68,192 | |
| | |
easyJet PLC | | | 7,618 | | | | 86,431 | |
| | |
Ferrexpo PLC | | | 27,466 | | | | 106,101 | |
| | |
GlaxoSmithKline PLC | | | 119,617 | | | | 2,194,309 | |
| | |
Hargreaves Lansdown PLC | | | 5,299 | | | | 110,463 | |
| | |
Hikma Pharmaceuticals PLC | | | 1,978 | | | | 68,082 | |
| | |
IMI PLC | | | 7,323 | | | | 116,619 | |
| | |
Intertek Group PLC | | | 1,326 | | | | 102,374 | |
| | |
Johnson Matthey PLC | | | 1,517 | | | | 50,286 | |
| | |
Jupiter Fund Management PLC | | | 12,314 | | | | 47,535 | |
| | |
Linde PLC* | | | 2,368 | | | | 617,139 | |
| | |
London Stock Exchange Group PLC | | | 700 | | | | 86,194 | |
| | |
Londonmetric Property PLC | | | 8,660 | | | | 27,109 | |
| | |
Lookers PLC*† | | | 95,565 | | | | 20,575 | |
| | |
Mondi PLC | | | 3,056 | | | | 71,830 | |
| | |
National Grid PLC | | | 45,612 | | | | 539,321 | |
| | |
PayPoint PLC | | | 9,784 | | | | 87,467 | |
| | |
Pearson PLC(a) | | | 8,695 | | | | 80,870 | |
| | |
Pennon Group PLC | | | 5,163 | | | | 67,047 | |
| | |
Persimmon PLC | | | 2,391 | | | | 90,436 | |
| | |
Phoenix Group Holdings PLC | | | 10,356 | | | | 99,178 | |
| | |
Quilter PLC(b) | | | 27,812 | | | | 58,395 | |
| | |
Reckitt Benckiser Group PLC | | | 4,619 | | | | 413,058 | |
| | |
RELX PLC | | | 14,550 | | | | 356,512 | |
| | |
Rio Tinto PLC | | | 22,083 | | | | 1,651,193 | |
| | |
Sabre Insurance Group PLC(b) | | | 22,688 | | | | 85,752 | |
| | |
Sage Group PLC (The) | | | 12,772 | | | | 101,610 | |
| | |
Schroders PLC | | | 2,845 | | | | 129,775 | |
| | |
Segro PLC | | | 5,655 | | | | 73,250 | |
| | |
Severn Trent PLC | | | 2,557 | | | | 80,007 | |
| | |
Smith & Nephew PLC | | | 5,375 | | | | 110,945 | |
| | |
Smiths Group PLC | | | 2,971 | | | | 61,101 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Spectris PLC | | | 1,684 | | | $ | 64,869 | |
| | |
Spirax-Sarco Engineering PLC | | | 249 | | | | 38,445 | |
| | |
SSE PLC | | | 16,096 | | | | 330,036 | |
| | |
Standard Life Aberdeen PLC | | | 59,621 | | | | 229,256 | |
| | |
Tate & Lyle PLC | | | 11,012 | | | | 101,516 | |
| | |
Telecom Plus PLC | | | 2,977 | | | | 58,355 | |
| | |
Tesco PLC | | | 90,939 | | | | 287,651 | |
| | |
TP ICAP PLC | | | 24,324 | | | | 79,201 | |
| | |
Unilever PLC | | | 31,570 | | | | 1,906,412 | |
| | |
United Utilities Group PLC | | | 7,943 | | | | 97,176 | |
| | |
Vodafone Group PLC | | | 558,920 | | | | 924,000 | |
| | |
WM Morrison Supermarkets PLC | | | 19,767 | | | | 47,921 | |
| | |
Workspace Group PLC | | | 6,080 | | | | 63,912 | |
| | | | | | | | |
Total United Kingdom | | | | | | | 18,363,320 | |
TOTAL COMMON STOCKS (Cost: $134,135,059) | | | | | | | 147,479,241 | |
|
RIGHTS – 0.0% | |
| | |
Spain – 0.0% | | | | | | | | |
| | |
Faes Farma S.A., expiring 1/25/21* (Cost: $3,439) | | | 16,947 | | | | 3,463 | |
| | | | | | | | |
Investments | | Shares | | | Value | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.0% | |
| | |
United States – 2.0% | | | | | | | | |
| |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(c) | | | | | |
(Cost: $2,902,282) | | | 2,902,282 | | | $ | 2,902,282 | |
TOTAL INVESTMENTS IN SECURITIES – 102.1% (Cost: $137,040,780) | | | | 150,384,986 | |
Other Assets less Liabilities – (2.1)% | | | | | | | (3,150,958 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | | | | $ | 147,234,028 | |
* | 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 $20,575, which represents 0.01% of net assets. |
(a) | Security, or portion thereof, was on loan at December 31, 2020 (See Note 2). At December 31, 2020, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,390,843 and the total market value of the collateral held by the Fund was $4,621,383. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,719,101. |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(c) | Rate shown represents annualized 7-day yield as of December 31, 2020. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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. | | | 1/6/2021 | | | | 542,125 | | | | AUD | | | | 418,339 | | | | USD | | | $ | — | | | $ | (3 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 701,847 | | | | CHF | | | | 794,006 | | | | USD | | | | 10 | | | | — | |
Bank of America N.A. | | | 1/6/2021 | | | | 296,962 | | | | DKK | | | | 48,815 | | | | USD | | | | 1 | | | | — | |
Bank of America N.A. | | | 1/6/2021 | | | | 783,525 | | | | EUR | | | | 958,718 | | | | USD | | | | — | | | | (10 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 464,440 | | | | GBP | | | | 634,911 | | | | USD | | | | — | | | | (39 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 61,257 | | | | ILS | | | | 19,079 | | | | USD | | | | 0 | ^ | | | — | |
Bank of America N.A. | | | 1/6/2021 | | | | 126,688,259 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 0 | ^ | | | — | |
Bank of America N.A. | | | 1/6/2021 | | | | 651,801 | | | | NOK | | | | 76,127 | | | | USD | | | | 1 | | | | — | |
Bank of America N.A. | | | 1/6/2021 | | | | 147,623 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (3 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,917 | | | | AUD | | | | — | | | | (19,835 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,884 | | | | CHF | | | | — | | | | (18,292 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,830 | | | | DKK | | | | — | | | | (1,075 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,528 | | | | EUR | | | | — | | | | (21,046 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,622 | | | | GBP | | | | — | | | | (14,955 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,753 | | | | ILS | | | | — | | | | (562 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 1,240,854 | �� | | | USD | | | | 129,283,461 | | | | JPY | | | | — | | | | (11,364 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,649 | | | | NOK | | | | — | | | | (2,632 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,318 | | | | SGD | | | | — | | | | (1,540 | ) |
Bank of America N.A. | | | 1/7/2021 | | | | 815,877 | | | | SEK | | | | 99,348 | | | | USD | | | | 1 | | | | — | |
Bank of America N.A. | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,213 | | | | SEK | | | | — | | | | (4,041 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,023 | | | | AUD | | | | — | | | | (20 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,794 | | | | CHF | | | | — | | | | (50 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,285 | | | | DKK | | | | — | | | | (4 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,926 | | | | EUR | | | | — | | | | (45 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,577 | | | | GBP | | | | 8 | | | | — | |
Bank of America N.A. | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,883 | | | | ILS | | | | — | | | | (4 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,003,959 | | | | JPY | | | | — | | | | (68 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,926 | | | | NOK | | | | — | | | | (5 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,472 | | | | SEK | | | | — | | | | (5 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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. | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,427 | | | | SGD | | | $ | — | | | $ | (2 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 542,144 | | | | AUD | | | | 418,339 | | | | USD | | | | 12 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 701,872 | | | | CHF | | | | 794,006 | | | | USD | | | | 39 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 296,970 | | | | DKK | | | | 48,815 | | | | USD | | | | 2 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 783,566 | | | | EUR | | | | 958,718 | | | | USD | | | | 40 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 464,480 | | | | GBP | | | | 634,911 | | | | USD | | | | 16 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 61,379 | | | | ILS | | | | 19,079 | | | | USD | | | | 38 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 126,691,818 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 35 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 652,926 | | | | NOK | | | | 76,127 | | | | USD | | | | 132 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 147,662 | | | | SGD | | | | 111,699 | | | | USD | | | | 26 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,907 | | | | AUD | | | | — | | | | (19,827 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,842 | | | | CHF | | | | — | | | | (18,244 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,818 | | | | DKK | | | | — | | | | (1,073 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,535 | | | | EUR | | | | — | | | | (21,054 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,627 | | | | GBP | | | | — | | | | (14,961 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,774 | | | | ILS | | | | — | | | | (569 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,285,943 | | | | JPY | | | | — | | | | (11,388 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,637 | | | | NOK | | | | — | | | | (2,630 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,324 | | | | SGD | | | | — | | | | (1,545 | ) |
Bank of Montreal | | | 1/7/2021 | | | | 816,452 | | | | SEK | | | | 99,348 | | | | USD | | | | 71 | | | | — | |
Bank of Montreal | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,149 | | | | SEK | | | | — | | | | (4,033 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,075 | | | | AUD | | | | — | | | | (60 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,847 | | | | CHF | | | | — | | | | (111 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,335 | | | | DKK | | | | — | | | | (13 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,975 | | | | EUR | | | | — | | | | (105 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,619 | | | | GBP | | | | — | | | | (49 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 64,015 | | | | ILS | | | | — | | | | (46 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,008,175 | | | | JPY | | | | — | | | | (109 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 669,072 | | | | NOK | | | | — | | | | (139 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 830,128 | | | | SEK | | | | — | | | | (85 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,468 | | | | SGD | | | | — | | | | (33 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 542,146 | | | | AUD | | | | 418,339 | | | | USD | | | | 14 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 701,876 | | | | CHF | | | | 794,006 | | | | USD | | | | 43 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 296,972 | | | | DKK | | | | 48,815 | | | | USD | | | | 2 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 783,570 | | | | EUR | | | | 958,718 | | | | USD | | | | 44 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 464,482 | | | | GBP | | | | 634,911 | | | | USD | | | | 19 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 61,260 | | | | ILS | | | | 19,079 | | | | USD | | | | 1 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 126,692,554 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 42 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 651,809 | | | | NOK | | | | 76,127 | | | | USD | | | | 2 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 147,624 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (2 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,935 | | | | AUD | | | | — | | | | (19,849 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,878 | | | | CHF | | | | — | | | | (18,285 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,826 | | | | DKK | | | | — | | | | (1,074 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,568 | | | | EUR | | | | — | | | | (21,095 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,636 | | | | GBP | | | | — | | | | (14,974 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,765 | | | | ILS | | | | — | | | | (566 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,290,038 | | | | JPY | | | | — | | | | (11,427 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,646 | | | | NOK | | | | — | | | | (2,631 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,318 | | | | SGD | | | | — | | | | (1,540 | ) |
Canadian Imperial Bank of Commerce | | | 1/7/2021 | | | | 815,917 | | | | SEK | | | | 99,348 | | | | USD | | | | 5 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,177 | | | | SEK | | | | — | | | | (4,036 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,043 | | | | AUD | | | | — | | | | (36 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,835 | | | | CHF | | | | — | | | | (97 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,301 | | | | DKK | | | | — | | | | (7 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,963 | | | | EUR | | | | — | | | | (90 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
Counterparty | | Settlement Date | | | Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Unrealized Appreciation | | | Unrealized Depreciation | |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,621 | | | | GBP | | | $ | — | | | $ | (52 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,928 | | | | ILS | | | | — | | | | (19 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,008,920 | | | | JPY | | | | — | | | | (116 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,945 | | | | NOK | | | | — | | | | (7 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,604 | | | | SEK | | | | — | | | | (21 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,427 | | | | SGD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 88,690 | | | | AUD | | | | 67,080 | | | | USD | | | | 1,359 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 542,120 | | | | AUD | | | | 418,339 | | | | USD | | | | — | | | | (7 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 154,893 | | | | AUD | | | | 119,527 | | | | USD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 112,866 | | | | CHF | | | | 127,317 | | | | USD | | | | 371 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 701,832 | | | | CHF | | | | 794,006 | | | | USD | | | | — | | | | (6 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 200,533 | | | | CHF | | | | 226,870 | | | | USD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 47,641 | | | | DKK | | | | 7,827 | | | | USD | | | | 4 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 296,956 | | | | DKK | | | | 48,815 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 84,868 | | | | DKK | | | | 13,951 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 125,750 | | | | EUR | | | | 153,728 | | | | USD | | | | 138 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 783,506 | | | | EUR | | | | 958,718 | | | | USD | | | | — | | | | (33 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 223,868 | | | | EUR | | | | 273,930 | | | | USD | | | | — | | | | (9 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 76,380 | | | | GBP | | | | 101,806 | | | | USD | | | | 2,603 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 464,449 | | | | GBP | | | | 634,911 | | | | USD | | | | — | | | | (27 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 132,710 | | | | GBP | | | | 181,417 | | | | USD | | | | — | | | | (8 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 9,947 | | | | ILS | | | | 3,059 | | | | USD | | | | 39 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 61,256 | | | | ILS | | | | 19,079 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 17,543 | | | | ILS | | | | 5,464 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 20,348,048 | | | | JPY | | | | 196,759 | | | | USD | | | | 329 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 126,686,910 | | | | JPY | | | | 1,227,081 | | | | USD | | | | — | | | | (13 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 36,196,820 | | | | JPY | | | | 350,600 | | | | USD | | | | — | | | | (4 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 105,928 | | | | NOK | | | | 12,207 | | | | USD | | | | 165 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 651,782 | | | | NOK | | | | 76,127 | | | | USD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 186,287 | | | | NOK | | | | 21,758 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 23,898 | | | | SGD | | | | 17,911 | | | | USD | | | | 171 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 147,625 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 42,181 | | | | SGD | | | | 31,916 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 120,877 | | | | USD | | | | 163,990 | | | | AUD | | | | — | | | | (5,668 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,910 | | | | AUD | | | | — | | | | (19,829 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,841 | | | | CHF | | | | — | | | | (18,244 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 229,419 | | | | USD | | | | 207,396 | | | | CHF | | | | — | | | | (5,213 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,826 | | | | DKK | | | | — | | | | (1,074 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 14,106 | | | | USD | | | | 87,679 | | | | DKK | | | | — | | | | (307 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,524 | | | | EUR | | | | — | | | | (21,040 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 277,004 | | | | USD | | | | 231,302 | | | | EUR | | | | — | | | | (6,013 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 183,445 | | | | USD | | | | 137,318 | | | | GBP | | | | — | | | | (4,264 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,600 | | | | GBP | | | | — | | | | (14,924 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 5,513 | | | | USD | | | | 18,217 | | | | ILS | | | | — | | | | (161 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,755 | | | | ILS | | | | — | | | | (563 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,286,315 | | | | JPY | | | | — | | | | (11,391 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 354,537 | | | | USD | | | | 36,939,422 | | | | JPY | | | | — | | | | (3,252 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 21,995 | | | | USD | | | | 194,760 | | | | NOK | | | | — | | | | (752 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,655 | | | | NOK | | | | — | | | | (2,633 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,329 | | | | SGD | | | | — | | | | (1,548 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 32,285 | | | | USD | | | | 43,254 | | | | SGD | | | | — | | | | (443 | ) |
Citibank N.A. | | | 1/7/2021 | | | | 131,689 | | | | SEK | | | | 15,930 | | | | USD | | | | 106 | | | | — | |
Citibank N.A. | | | 1/7/2021 | | | | 815,875 | | | | SEK | | | | 99,348 | | | | USD | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 1/7/2021 | | | | 233,122 | | | | SEK | | | | 28,387 | | | | USD | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 1/7/2021 | | | | 28,707 | | | | USD | | | | 245,207 | | | | SEK | | | | — | | | | (1,152 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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. | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,127 | | | | SEK | | | $ | — | | | $ | (4,030 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,040 | | | | AUD | | | | — | | | | (33 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 130,788 | | | | USD | | | | 169,450 | | | | AUD | | | | — | | | | (10 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,773 | | | | CHF | | | | — | | | | (27 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 235,765 | | | | USD | | | | 208,221 | | | | CHF | | | | — | | | | (8 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,278 | | | | DKK | | | | — | | | | (3 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 14,816 | | | | USD | | | | 90,081 | | | | DKK | | | | — | | | | (1 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,907 | | | | EUR | | | | — | | | | (22 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 282,287 | | | | USD | | | | 230,554 | | | | EUR | | | | — | | | | (6 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,565 | | | | GBP | | | | 25 | | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 188,527 | | | | USD | | | | 137,882 | | | | GBP | | | | 7 | | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,864 | | | | ILS | | | | 2 | | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 5,688 | | | | USD | | | | 18,252 | | | | ILS | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,003,463 | | | | JPY | | | | — | | | | (63 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 354,348 | | | | USD | | | | 36,573,568 | | | | JPY | | | | — | | | | (18 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,939 | | | | NOK | | | | — | | | | (7 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 22,289 | | | | USD | | | | 190,858 | | | | NOK | | | | — | | | | (2 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,478 | | | | SEK | | | | — | | | | (6 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 28,867 | | | | USD | | | | 236,997 | | | | SEK | | | | — | | | | (2 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,424 | | | | SGD | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 31,874 | | | | USD | | | | 42,125 | | | | SGD | | | | 0 | ^ | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 542,136 | | | | AUD | | | | 418,339 | | | | USD | | | | 6 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 701,862 | | | | CHF | | | | 794,006 | | | | USD | | | | 27 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 296,966 | | | | DKK | | | | 48,815 | | | | USD | | | | 1 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 783,574 | | | | EUR | | | | 958,718 | | | | USD | | | | 49 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 464,473 | | | | GBP | | | | 634,911 | | | | USD | | | | 6 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 61,259 | | | | ILS | | | | 19,079 | | | | USD | | | | 0 | ^ | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 126,693,659 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 52 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 651,796 | | | | NOK | | | | 76,127 | | | | USD | | | | 0 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 147,627 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (0 | )^ |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,922 | | | | AUD | | | | — | | | | (19,839 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,876 | | | | CHF | | | | — | | | | (18,283 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,821 | | | | DKK | | | | — | | | | (1,073 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,565 | | | | EUR | | | | — | | | | (21,091 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,636 | | | | GBP | | | | — | | | | (14,974 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,755 | | | | ILS | | | | — | | | | (563 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,289,169 | | | | JPY | | | | — | | | | (11,419 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,636 | | | | NOK | | | | — | | | | (2,630 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,317 | | | | SGD | | | | — | | | | (1,539 | ) |
Commonwealth Bank of Australia | | | 1/7/2021 | | | | 815,900 | | | | SEK | | | | 99,348 | | | | USD | | | | 3 | | | | — | |
Commonwealth Bank of Australia | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,181 | | | | SEK | | | | — | | | | (4,037 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,031 | | | | AUD | | | | — | | | | (26 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,795 | | | | CHF | | | | — | | | | (52 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,273 | | | | DKK | | | | — | | | | (3 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,963 | | | | EUR | | | | — | | | | (91 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,601 | | | | GBP | | | | — | | | | (24 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,868 | | | | ILS | | | | 0 | ^ | | | — | |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,008,796 | | | | JPY | | | | — | | | | (115 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,921 | | | | NOK | | | | — | | | | (5 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,486 | | | | SEK | | | | — | | | | (7 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,426 | | | | SGD | | | | — | | | | (2 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 542,093 | | | | AUD | | | | 418,339 | | | | USD | | | | — | | | | (28 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 701,808 | | | | CHF | | | | 794,006 | | | | USD | | | | — | | | | (34 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 296,961 | | | | DKK | | | | 48,815 | | | | USD | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 1/6/2021 | | | | 783,517 | | | | EUR | | | | 958,718 | | | | USD | | | | — | | | | (21 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | |
Credit Suisse International | | | 1/6/2021 | | | | 464,437 | | | | GBP | | | | 634,911 | | | | USD | | | $ | — | | | $ | (42 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 61,253 | | | | ILS | | | | 19,079 | | | | USD | | | | — | | | | (2 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 126,685,805 | | | | JPY | | | | 1,227,081 | | | | USD | | | | — | | | | (24 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 651,805 | | | | NOK | | | | 76,127 | | | | USD | | | | 1 | | | | — | |
Credit Suisse International | | | 1/6/2021 | | | | 147,618 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (7 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,953 | | | | AUD | | | | — | | | | (19,862 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,915 | | | | CHF | | | | — | | | | (18,327 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,828 | | | | DKK | | | | — | | | | (1,074 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,572 | | | | EUR | | | | — | | | | (21,100 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,666 | | | | GBP | | | | — | | | | (15,014 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,757 | | | | ILS | | | | — | | | | (563 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,291,527 | | | | JPY | | | | — | | | | (11,442 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,639 | | | | NOK | | | | — | | | | (2,631 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,320 | | | | SGD | | | | — | | | | (1,542 | ) |
Credit Suisse International | | | 1/7/2021 | | | | 815,878 | | | | SEK | | | | 99,348 | | | | USD | | | | 1 | | | | — | |
Credit Suisse International | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,179 | | | | SEK | | | | — | | | | (4,037 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,107 | | | | AUD | | | | — | | | | (85 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,855 | | | | CHF | | | | — | | | | (119 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,293 | | | | DKK | | | | — | | | | (6 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,974 | | | | EUR | | | | — | | | | (104 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,582 | | | | GBP | | | | 2 | | | | — | |
Credit Suisse International | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,888 | | | | ILS | | | | — | | | | (6 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,010,780 | | | | JPY | | | | — | | | | (134 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,938 | | | | NOK | | | | — | | | | (6 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,498 | | | | SEK | | | | — | | | | (8 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,428 | | | | SGD | | | | — | | | | (3 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 542,133 | | | | AUD | | | | 418,339 | | | | USD | | | | 3 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 701,846 | | | | CHF | | | | 794,006 | | | | USD | | | | 9 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 296,949 | | | | DKK | | | | 48,815 | | | | USD | | | | — | | | | (2 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 783,543 | | | | EUR | | | | 958,718 | | | | USD | | | | 12 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 464,450 | | | | GBP | | | | 634,911 | | | | USD | | | | — | | | | (25 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 61,258 | | | | ILS | | | | 19,079 | | | | USD | | | | 0 | ^ | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 126,690,591 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 23 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 651,805 | | | | NOK | | | | 76,127 | | | | USD | | | | 1 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 147,619 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (6 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,910 | | | | AUD | | | | — | | | | (19,829 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,845 | | | | CHF | | | | — | | | | (18,248 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,819 | | | | DKK | | | | — | | | | (1,073 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,541 | | | | EUR | | | | — | | | | (21,061 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,618 | | | | GBP | | | | — | | | | (14,949 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,756 | | | | ILS | | | | — | | | | (563 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,285,819 | | | | JPY | | | | — | | | | (11,387 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,627 | | | | NOK | | | | — | | | | (2,629 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,320 | | | | SGD | | | | — | | | | (1,541 | ) |
Goldman Sachs | | | 1/7/2021 | | | | 815,887 | | | | SEK | | | | 99,348 | | | | USD | | | | 2 | | | | — | |
Goldman Sachs | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,184 | | | | SEK | | | | — | | | | (4,037 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,039 | | | | AUD | | | | — | | | | (33 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,780 | | | | CHF | | | | — | | | | (34 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,258 | | | | DKK | | | | — | | | | — | |
Goldman Sachs | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,939 | | | | EUR | | | | — | | | | (62 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,574 | | | | GBP | | | | 13 | | | | — | |
Goldman Sachs | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,872 | | | | ILS | | | | — | | | | (1 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,003,835 | | | | JPY | | | | — | | | | (67 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,922 | | | | NOK | | | | — | | | | (5 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,472 | | | | SEK | | | | — | | | | (5 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
Counterparty | | Settlement Date | | | Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Unrealized Appreciation | | | Unrealized Depreciation | |
Goldman Sachs | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,422 | | | | SGD | | | $ | 2 | | | $ | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 542,139 | | | | AUD | | | | 418,339 | | | | USD | | | | 8 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 701,848 | | | | CHF | | | | 794,006 | | | | USD | | | | 12 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 296,965 | | | | DKK | | | | 48,815 | | | | USD | | | | 1 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 783,531 | | | | EUR | | | | 958,718 | | | | USD | | | | — | | | | (3 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 464,473 | | | | GBP | | | | 634,911 | | | | USD | | | | 6 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 61,260 | | | | ILS | | | | 19,079 | | | | USD | | | | 1 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 126,690,345 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 20 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 651,795 | | | | NOK | | | | 76,127 | | | | USD | | | | 0 | ^ | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 147,623 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (3 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,915 | | | | AUD | | | | — | | | | (19,833 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,862 | | | | CHF | | | | — | | | | (18,267 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,813 | | | | DKK | | | | — | | | | (1,072 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,549 | | | | EUR | | | | — | | | | (21,071 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,632 | | | | GBP | | | | — | | | | (14,969 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,757 | | | | ILS | | | | — | | | | (563 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,289,541 | | | | JPY | | | | — | | | | (11,423 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,633 | | | | NOK | | | | — | | | | (2,630 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,317 | | | | SGD | | | | — | | | | (1,539 | ) |
HSBC Holdings PLC | | | 1/7/2021 | | | | 815,896 | | | | SEK | | | | 99,348 | | | | USD | | | | 3 | | | | — | |
HSBC Holdings PLC | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,143 | | | | SEK | | | | — | | | | (4,032 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,043 | | | | AUD | | | | — | | | | (35 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,795 | | | | CHF | | | | — | | | | (52 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,278 | | | | DKK | | | | — | | | | (3 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,947 | | | | EUR | | | | — | | | | (71 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,603 | | | | GBP | | | | — | | | | (27 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,885 | | | | ILS | | | | — | | | | (5 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,008,175 | | | | JPY | | | | — | | | | (109 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,881 | | | | NOK | | | | 0 | ^ | | | — | |
HSBC Holdings PLC | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,456 | | | | SEK | | | | — | | | | (3 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,424 | | | | SGD | | | | 0 | ^ | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 542,136 | | | | AUD | | | | 418,339 | | | | USD | | | | 6 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 701,840 | | | | CHF | | | | 794,006 | | | | USD | | | | 3 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 296,963 | | | | DKK | | | | 48,815 | | | | USD | | | | 1 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 783,534 | | | | EUR | | | | 958,718 | | | | USD | | | | 1 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 464,451 | | | | GBP | | | | 634,911 | | | | USD | | | | — | | | | (23 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 61,257 | | | | ILS | | | | 19,079 | | | | USD | | | | — | | | | (0 | )^ |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 126,688,505 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 2 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 651,801 | | | | NOK | | | | 76,127 | | | | USD | | | | 1 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 147,622 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (4 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,903 | | | | AUD | | | | — | | | | (19,824 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,839 | | | | CHF | | | | — | | | | (18,241 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,813 | | | | DKK | | | | — | | | | (1,072 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,530 | | | | EUR | | | | — | | | | (21,048 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,629 | | | | GBP | | | | — | | | | (14,965 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,754 | | | | ILS | | | | — | | | | (563 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,286,811 | | | | JPY | | | | — | | | | (11,396 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,615 | | | | NOK | | | | — | | | | (2,628 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,318 | | | | SGD | | | | — | | | | (1,540 | ) |
JP Morgan Chase Bank N.A. | | | 1/7/2021 | | | | 815,876 | | | | SEK | | | | 99,348 | | | | USD | | | | 1 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,146 | | | | SEK | | | | — | | | | (4,033 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,042 | | | | AUD | | | | — | | | | (35 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,776 | | | | CHF | | | | — | | | | (30 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,271 | | | | DKK | | | | — | | | | (2 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,929 | | | | EUR | | | | — | | | | (49 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,579 | | | | GBP | | | $ | 6 | | | $ | — | |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,871 | | | | ILS | | | | — | | | | (1 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,003,959 | | | | JPY | | | | — | | | | (68 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,893 | | | | NOK | | | | — | | | | (1 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,468 | | | | SEK | | | | — | | | | (5 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,426 | | | | SGD | | | | — | | | | (1 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 542,136 | | | | AUD | | | | 418,339 | | | | USD | | | | 6 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 701,846 | | | | CHF | | | | 794,006 | | | | USD | | | | 9 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 296,969 | | | | DKK | | | | 48,815 | | | | USD | | | | 2 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 783,551 | | | | EUR | | | | 958,718 | | | | USD | | | | 22 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 464,448 | | | | GBP | | | | 634,911 | | | | USD | | | | — | | | | (27 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 61,392 | | | | ILS | | | | 19,079 | | | | USD | | | | 42 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 126,689,487 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 12 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 651,813 | | | | NOK | | | | 76,127 | | | | USD | | | | 2 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 147,621 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (4 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,940 | | | | AUD | | | | — | | | | (19,853 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,854 | | | | CHF | | | | — | | | | (18,258 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,817 | | | | DKK | | | | — | | | | (1,072 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,559 | | | | EUR | | | | — | | | | (21,083 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,626 | | | | GBP | | | | — | | | | (14,961 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,752 | | | | ILS | | | | — | | | | (562 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,289,045 | | | | JPY | | | | — | | | | (11,418 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,643 | | | | NOK | | | | — | | | | (2,631 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,319 | | | | SGD | | | | — | | | | (1,541 | ) |
Morgan Stanley & Co. International | | | 1/7/2021 | | | | 815,902 | | | | SEK | | | | 99,348 | | | | USD | | | | 4 | | | | — | |
Morgan Stanley & Co. International | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,160 | | | | SEK | | | | — | | | | (4,034 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,039 | | | | AUD | | | | — | | | | (32 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,787 | | | | CHF | | | | — | | | | (43 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,286 | | | | DKK | | | | — | | | | (5 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,957 | | | | EUR | | | | — | | | | (83 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,559 | | | | GBP | | | | 34 | | | | — | |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 64,059 | | | | ILS | | | | — | | | | (59 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,007,059 | | | | JPY | | | | — | | | | (98 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,933 | | | | NOK | | | | — | | | | (6 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,482 | | | | SEK | | | | — | | | | (6 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,424 | | | | SGD | | | | 0 | ^ | | | — | |
Royal Bank of Canada | | | 1/6/2021 | | | | 542,123 | | | | AUD | | | | 418,339 | | | | USD | | | | — | | | | (4 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 701,822 | | | | CHF | | | | 794,006 | | | | USD | | | | — | | | | (18 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 296,956 | | | | DKK | | | | 48,815 | | | | USD | | | | 0 | ^ | | | — | |
Royal Bank of Canada | | | 1/6/2021 | | | | 783,513 | | | | EUR | | | | 958,718 | | | | USD | | | | — | | | | (25 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 464,462 | | | | GBP | | | | 634,911 | | | | USD | | | | — | | | | (9 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 61,257 | | | | ILS | | | | 19,079 | | | | USD | | | | — | | | | (0 | )^ |
Royal Bank of Canada | | | 1/6/2021 | | | | 126,685,192 | | | | JPY | | | | 1,227,081 | | | | USD | | | | — | | | | (30 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 651,787 | | | | NOK | | | | 76,127 | | | | USD | | | | — | | | | (1 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 147,627 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (0 | )^ |
Royal Bank of Canada | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,909 | | | | AUD | | | | — | | | | (19,829 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,841 | | | | CHF | | | | — | | | | (18,244 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,829 | | | | DKK | | | | — | | | | (1,074 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,530 | | | | EUR | | | | — | | | | (21,048 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,625 | | | | GBP | | | | — | | | | (14,958 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,759 | | | | ILS | | | | — | | | | (564 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,284,206 | | | | JPY | | | | — | | | | (11,371 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,667 | | | | NOK | | | | — | | | | (2,634 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,319 | | | | SGD | | | | — | | | | (1,540 | ) |
Royal Bank of Canada | | | 1/7/2021 | | | | 815,864 | | | | SEK | | | | 99,348 | | | | USD | | | | — | | | | (1 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
Counterparty | | Settlement Date | | | Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Unrealized Appreciation | | | Unrealized Depreciation | |
Royal Bank of Canada | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,148 | | | | SEK | | | $ | — | | | $ | (4,033 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,046 | | | | AUD | | | | — | | | | (38 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,775 | | | | CHF | | | | — | | | | (29 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,273 | | | | DKK | | | | — | | | | (3 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,910 | | | | EUR | | | | — | | | | (26 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,598 | | | | GBP | | | | — | | | | (19 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,875 | | | | ILS | | | | — | | | | (2 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,001,354 | | | | JPY | | | | — | | | | (43 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,882 | | | | NOK | | | | 0 | ^ | | | — | |
Royal Bank of Canada | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,466 | | | | SEK | | | | — | | | | (4 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,427 | | | | SGD | | | | — | | | | (2 | ) |
Societe Generale | | | 1/6/2021 | | | | 542,115 | | | | AUD | | | | 418,339 | | | | USD | | | | — | | | | (11 | ) |
Societe Generale | | | 1/6/2021 | | | | 701,838 | | | | CHF | | | | 794,006 | | | | USD | | | | 0 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 296,964 | | | | DKK | | | | 48,815 | | | | USD | | | | 1 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 783,554 | | | | EUR | | | | 958,718 | | | | USD | | | | 26 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 464,466 | | | | GBP | | | | 634,911 | | | | USD | | | | — | | | | (3 | ) |
Societe Generale | | | 1/6/2021 | | | | 61,258 | | | | ILS | | | | 19,079 | | | | USD | | | | 0 | ^ | | | — | |
Societe Generale | | | 1/6/2021 | | | | 126,691,204 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 29 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 651,813 | | | | NOK | | | | 76,127 | | | | USD | | | | 2 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 147,629 | | | | SGD | | | | 111,699 | | | | USD | | | | 2 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,932 | | | | AUD | | | | — | | | | (19,847 | ) |
Societe Generale | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,862 | | | | CHF | | | | — | | | | (18,267 | ) |
Societe Generale | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,840 | | | | DKK | | | | — | | | | (1,076 | ) |
Societe Generale | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,559 | | | | EUR | | | | — | | | | (21,083 | ) |
Societe Generale | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,643 | | | | GBP | | | | — | | | | (14,983 | ) |
Societe Generale | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,759 | | | | ILS | | | | — | | | | (564 | ) |
Societe Generale | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,293,264 | | | | JPY | | | | — | | | | (11,459 | ) |
Societe Generale | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,614 | | | | NOK | | | | — | | | | (2,628 | ) |
Societe Generale | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,322 | | | | SGD | | | | — | | | | (1,543 | ) |
Societe Generale | | | 1/7/2021 | | | | 815,882 | | | | SEK | | | | 99,348 | | | | USD | | | | 1 | | | | — | |
Societe Generale | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,193 | | | | SEK | | | | — | | | | (4,038 | ) |
Societe Generale | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,046 | | | | AUD | | | | — | | | | (38 | ) |
Societe Generale | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,812 | | | | CHF | | | | — | | | | (71 | ) |
Societe Generale | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,278 | | | | DKK | | | | — | | | | (3 | ) |
Societe Generale | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 807,016 | | | | EUR | | | | — | | | | (155 | ) |
Societe Generale | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,601 | | | | GBP | | | | — | | | | (24 | ) |
Societe Generale | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,886 | | | | ILS | | | | — | | | | (5 | ) |
Societe Generale | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,008,796 | | | | JPY | | | | — | | | | (115 | ) |
Societe Generale | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,937 | | | | NOK | | | | — | | | | (6 | ) |
Societe Generale | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,466 | | | | SEK | | | | — | | | | (4 | ) |
Societe Generale | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,431 | | | | SGD | | | | — | | | | (5 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 542,162 | | | | AUD | | | | 418,339 | | | | USD | | | | 26 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 701,872 | | | | CHF | | | | 794,006 | | | | USD | | | | 39 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 296,961 | | | | DKK | | | | 48,815 | | | | USD | | | | 0 | ^ | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 783,522 | | | | EUR | | | | 958,718 | | | | USD | | | | — | | | | (14 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 464,512 | | | | GBP | | | | 634,911 | | | | USD | | | | 61 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 61,303 | | | | ILS | | | | 19,079 | | | | USD | | | | 14 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 126,696,113 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 76 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 652,568 | | | | NOK | | | | 76,127 | | | | USD | | | | 90 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 147,633 | | | | SGD | | | | 111,699 | | | | USD | | | | 4 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,897 | | | | AUD | | | | — | | | | (19,820 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,865 | | | | CHF | | | | — | | | | (18,271 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,761 | | | | DKK | | | | — | | | | (1,063 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,593 | | | | EUR | | | | — | | | | (21,125 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 481,090 | | | | GBP | | | | — | | | | (15,594 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | |
Standard Chartered Bank | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,757 | | | | ILS | | | $ | — | | | $ | (564 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,294,505 | | | | JPY | | | | — | | | | (11,471 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,301 | | | | NOK | | | | — | | | | (2,591 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,321 | | | | SGD | | | | — | | | | (1,542 | ) |
Standard Chartered Bank | | | 1/7/2021 | | | | 816,740 | | | | SEK | | | | 99,348 | | | | USD | | | | 106 | | | | — | |
Standard Chartered Bank | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,014 | | | | SEK | | | | — | | | | (4,017 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,076 | | | | AUD | | | | — | | | | (61 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,829 | | | | CHF | | | | — | | | | (90 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,221 | | | | DKK | | | | 6 | | | | — | |
Standard Chartered Bank | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,897 | | | | EUR | | | | — | | | | (10 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,643 | | | | GBP | | | | — | | | | (81 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,943 | | | | ILS | | | | — | | | | (23 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,007,555 | | | | JPY | | | | — | | | | (103 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 668,713 | | | | NOK | | | | — | | | | (97 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 830,410 | | | | SEK | | | | — | | | | (120 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,433 | | | | SGD | | | | — | | | | (7 | ) |
UBS AG | | | 1/6/2021 | | | | 542,131 | | | | AUD | | | | 418,339 | | | | USD | | | | 2 | | | | — | |
UBS AG | | | 1/6/2021 | | | | 701,838 | | | | CHF | | | | 794,006 | | | | USD | | | | 0 | | | | — | |
UBS AG | | | 1/6/2021 | | | | 296,957 | | | | DKK | | | | 48,815 | | | | USD | | | | 0 | ^ | | | — | |
UBS AG | | | 1/6/2021 | | | | 783,528 | | | | EUR | | | | 958,718 | | | | USD | | | | — | | | | (6 | ) |
UBS AG | | | 1/6/2021 | | | | 464,463 | | | | GBP | | | | 634,911 | | | | USD | | | | — | | | | (8 | ) |
UBS AG | | | 1/6/2021 | | | | 61,256 | | | | ILS | | | | 19,079 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 1/6/2021 | | | | 126,690,100 | | | | JPY | | | | 1,227,081 | | | | USD | | | | 18 | | | | — | |
UBS AG | | | 1/6/2021 | | | | 651,790 | | | | NOK | | | | 76,127 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 1/6/2021 | | | | 147,622 | | | | SGD | | | | 111,699 | | | | USD | | | | — | | | | (3 | ) |
UBS AG | | | 1/6/2021 | | | | 423,034 | | | | USD | | | | 573,921 | | | | AUD | | | | — | | | | (19,838 | ) |
UBS AG | | | 1/6/2021 | | | | 802,918 | | | | USD | | | | 725,852 | | | | CHF | | | | — | | | | (18,256 | ) |
UBS AG | | | 1/6/2021 | | | | 49,363 | | | | USD | | | | 306,834 | | | | DKK | | | | — | | | | (1,075 | ) |
UBS AG | | | 1/6/2021 | | | | 969,479 | | | | USD | | | | 809,536 | | | | EUR | | | | — | | | | (21,056 | ) |
UBS AG | | | 1/6/2021 | | | | 642,038 | | | | USD | | | | 480,631 | | | | GBP | | | | — | | | | (14,967 | ) |
UBS AG | | | 1/6/2021 | | | | 19,294 | | | | USD | | | | 63,758 | | | | ILS | | | | — | | | | (564 | ) |
UBS AG | | | 1/6/2021 | | | | 1,240,854 | | | | USD | | | | 129,280,359 | | | | JPY | | | | — | | | | (11,334 | ) |
UBS AG | | | 1/6/2021 | | | | 76,982 | | | | USD | | | | 681,629 | | | | NOK | | | | — | | | | (2,629 | ) |
UBS AG | | | 1/6/2021 | | | | 112,952 | | | | USD | | | | 151,318 | | | | SGD | | | | — | | | | (1,540 | ) |
UBS AG | | | 1/7/2021 | | | | 815,818 | | | | SEK | | | | 99,348 | | | | USD | | | | — | | | | (7 | ) |
UBS AG | | | 1/7/2021 | | | | 100,463 | | | | USD | | | | 858,127 | | | | SEK | | | | — | | | | (4,030 | ) |
UBS AG | | | 2/3/2021 | | | | 457,731 | | | | USD | | | | 593,026 | | | | AUD | | | | — | | | | (22 | ) |
UBS AG | | | 2/3/2021 | | | | 825,176 | | | | USD | | | | 728,769 | | | | CHF | | | | — | | | | (22 | ) |
UBS AG | | | 2/3/2021 | | | | 51,855 | | | | USD | | | | 315,286 | | | | DKK | | | | — | | | | (5 | ) |
UBS AG | | | 2/3/2021 | | | | 987,965 | | | | USD | | | | 806,946 | | | | EUR | | | | — | | | | (70 | ) |
UBS AG | | | 2/3/2021 | | | | 659,817 | | | | USD | | | | 482,606 | | | | GBP | | | | — | | | | (30 | ) |
UBS AG | | | 2/3/2021 | | | | 19,902 | | | | USD | | | | 63,890 | | | | ILS | | | | — | | | | (7 | ) |
UBS AG | | | 2/3/2021 | | | | 1,240,179 | | | | USD | | | | 128,006,439 | | | | JPY | | | | — | | | | (92 | ) |
UBS AG | | | 2/3/2021 | | | | 78,004 | | | | USD | | | | 667,932 | | | | NOK | | | | — | | | | (6 | ) |
UBS AG | | | 2/3/2021 | | | | 101,033 | | | | USD | | | | 829,459 | | | | SEK | | | | — | | | | (4 | ) |
UBS AG | | | 2/3/2021 | | | | 111,548 | | | | USD | | | | 147,451 | | | | SGD | | | | — | | | | (20 | ) |
| | | | | | | | | | | | | | | | | | | | | | $ | 6,844 | | | $ | (1,368,726 | ) |
^ | Amount represents less than $1. |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2020
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | |
Investments in Securities | |
Common Stocks | |
United Kingdom | | $ | 18,342,745 | | | $ | — | | | $ | 20,575 | * | | $ | 18,363,320 | |
Other | | | 129,115,921 | | | | — | | | | — | | | | 129,115,921 | |
Rights | | | — | | | | 3,463 | | | | — | | | | 3,463 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 2,902,282 | | | | — | | | | 2,902,282 | |
Total Investments in Securities | | $ | 147,458,666 | | | $ | 2,905,745 | | | $ | 20,575 | | | $ | 150,384,986 | |
Financial Derivative Instruments | |
Foreign Currency Contracts1 | | $ | — | | | $ | 6,844 | | | $ | — | | | $ | 6,844 | |
Liabilities: | | | | | | | | | | | | |
Financial Derivative Instruments | |
Foreign Currency Contracts1 | | $ | — | | | $ | (1,368,726 | ) | | $ | — | | | $ | (1,368,726 | ) |
Total – Net | | $ | 147,458,666 | | | $ | 1,543,863 | | | $ | 20,575 | | | $ | 149,023,104 | |
* Securities are being fair valued using significant unobservable inputs by the Pricing Committee. | |
1 Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
|
COMMON STOCKS – 100.4% | |
|
Australia – 13.9% | |
| | |
Accent Group Ltd. | | | 49,758 | | | $ | 88,694 | |
| | |
Adairs Ltd. | | | 12,766 | | | | 32,508 | |
| | |
Adbri Ltd. | | | 36,624 | | | | 94,674 | |
| | |
ARB Corp., Ltd.(a) | | | 2,349 | | | | 55,828 | |
| | |
Asaleo Care Ltd. | | | 32,322 | | | | 33,671 | |
| | |
AUB Group Ltd. | | | 5,137 | | | | 64,177 | |
| | |
Aurelia Metals Ltd. | | | 40,393 | | | | 13,403 | |
| | |
Austal Ltd. | | | 16,964 | | | | 34,951 | |
| | |
Australian Finance Group Ltd.(a) | | | 21,672 | | | | 43,982 | |
| | |
Baby Bunting Group Ltd. | | | 8,349 | | | | 30,344 | |
| | |
Bapcor Ltd. | | | 10,794 | | | | 64,801 | |
| | |
Beach Energy Ltd.(a) | | | 59,456 | | | | 82,812 | |
| | |
Beacon Lighting Group Ltd.(a) | | | 14,457 | | | | 18,742 | |
| | |
Bega Cheese Ltd.(a) | | | 6,940 | | | | 27,365 | |
| | |
Bell Financial Group Ltd. | | | 39,633 | | | | 55,661 | |
| | |
Bingo Industries Ltd.(a) | | | 15,940 | | | | 30,012 | |
| | |
Bravura Solutions Ltd.(a) | | | 15,922 | | | | 39,562 | |
| | |
Brickworks Ltd. | | | 8,179 | | | | 121,177 | |
| | |
Capitol Health Ltd. | | | 76,688 | | | | 16,273 | |
| | |
Cedar Woods Properties Ltd. | | | 5,680 | | | | 27,394 | |
| | |
Centuria Capital Group(a) | | | 31,399 | | | | 63,722 | |
| | |
Codan Ltd.(a) | | | 6,624 | | | | 57,146 | |
| | |
Collins Foods Ltd.(a) | | | 4,145 | | | | 30,833 | |
| | |
Costa Group Holdings Ltd. | | | 10,924 | | | | 34,392 | |
| | |
Cromwell Property Group | | | 348,810 | | | | 234,169 | |
| | |
Data#3 Ltd.(a) | | | 8,878 | | | | 38,432 | |
| | |
Dicker Data Ltd. | | | 9,131 | | | | 73,630 | |
| | |
Elders Ltd. | | | 5,573 | | | | 42,402 | |
| | |
Growthpoint Properties Australia Ltd. | | | 75,792 | | | | 204,112 | |
| | |
GUD Holdings Ltd.(a) | | | 2,979 | | | | 26,987 | |
| | |
GWA Group Ltd.(a) | | | 19,167 | | | | 51,618 | |
| | |
Hansen Technologies Ltd. | | | 7,090 | | | | 20,407 | |
| | |
Home Consortium Ltd. | | | 10,568 | | | | 32,619 | |
| | |
IGO Ltd. | | | 23,755 | | | | 116,949 | |
| | |
Infomedia Ltd. | | | 19,430 | | | | 28,937 | |
| | |
Ingenia Communities Group | | | 14,841 | | | | 56,344 | |
| | |
Inghams Group Ltd.(a) | | | 28,255 | | | | 68,025 | |
| | |
Integral Diagnostics Ltd. | | | 8,149 | | | | 27,291 | |
| | |
Integrated Research Ltd. | | | 6,171 | | | | 12,667 | |
| | |
Invocare Ltd.(a) | | | 5,581 | | | | 49,310 | |
| | |
IPH Ltd.(a) | | | 14,105 | | | | 69,985 | |
| | |
IRESS Ltd.(a) | | | 12,743 | | | | 104,330 | |
| | |
Johns Lyng Group Ltd. | | | 8,922 | | | | 21,756 | |
| | |
Jumbo Interactive Ltd.(a) | | | 3,507 | | | | 38,049 | |
| | |
Kogan.com Ltd.(a) | | | 2,349 | | | | 34,440 | |
| | |
MACA Ltd. | | | 35,015 | | | | 32,828 | |
| | |
Macmahon Holdings Ltd. | | | 151,911 | | | | 31,064 | |
| | |
McPherson’s Ltd. | | | 13,600 | | | | 14,272 | |
| | |
Metcash Ltd.(a) | | | 62,572 | | | | 163,199 | |
| | |
Moelis Australia Ltd.(a) | | | 7,175 | | | | 26,299 | |
| | |
Monadelphous Group Ltd. | | | 5,514 | | | | 57,313 | |
| | |
Monash IVF Group Ltd. | | | 41,013 | | | | 24,843 | |
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Money3 Corp. Ltd. | | | 13,021 | | | $ | 29,239 | |
| | |
NIB Holdings Ltd. | | | 23,565 | | | | 108,558 | |
| | |
Nick Scali Ltd.(a) | | | 7,552 | | | | 56,235 | |
| | |
Nickel Mines Ltd. | | | 54,535 | | | | 46,501 | |
| | |
Nine Entertainment Co. Holdings Ltd. | | | 90,458 | | | | 161,940 | |
| | |
NRW Holdings Ltd.(a) | | | 20,712 | | | | 46,669 | |
| | |
OFX Group Ltd. | | | 20,051 | | | | 19,031 | |
| | |
Omni Bridgeway Ltd. | | | 8,035 | | | | 26,661 | |
| | |
Orora Ltd. | | | 76,499 | | | | 159,382 | |
| | |
Pacific Current Group Ltd. | | | 6,662 | | | | 31,667 | |
| | |
Pact Group Holdings Ltd. | | | 9,840 | | | | 20,122 | |
| | |
Pendal Group Ltd.(a) | | | 29,731 | | | | 149,811 | |
| | |
Perenti Global Ltd. | | | 73,896 | | | | 78,120 | |
| | |
Perpetual Ltd. | | | 4,400 | | | | 118,019 | |
| | |
Pinnacle Investment Management Group Ltd.(a) | | | 9,560 | | | | 52,377 | |
| | |
Platinum Asset Management Ltd. | | | 71,484 | | | | 225,055 | |
| | |
Premier Investments Ltd.(a) | | | 8,212 | | | | 148,978 | |
| | |
Ramelius Resources Ltd. | | | 19,515 | | | | 25,374 | |
| | |
Redcape Hotel Group | | | 47,714 | | | | 33,873 | |
| | |
Regis Resources Ltd. | | | 29,398 | | | | 84,842 | |
| | |
Resimac Group Ltd. | | | 16,080 | | | | 26,802 | |
| | |
Sandfire Resources Ltd. | | | 13,358 | | | | 55,146 | |
| | |
SeaLink Travel Group Ltd. | | | 5,698 | | | | 29,415 | |
| | |
Select Harvests Ltd.(a) | | | 7,888 | | | | 31,773 | |
| | |
Service Stream Ltd.(a) | | | 29,266 | | | | 40,762 | |
| | |
SmartGroup Corp., Ltd.(a) | | | 14,236 | | | | 75,029 | |
| | |
St Barbara Ltd. | | | 32,947 | | | | 60,000 | |
| | |
Steadfast Group Ltd. | | | 36,974 | | | | 113,839 | |
| | |
Super Retail Group Ltd.(a) | | | 6,146 | | | | 49,939 | |
| | |
Tassal Group Ltd.(a) | | | 17,097 | | | | 44,328 | |
| | |
Technology One Ltd.(a) | | | 10,072 | | | | 63,731 | |
| | |
Viva Energy Group Ltd.(b) | | | 64,159 | | | | 94,561 | |
| | | | | | | | |
Total Australia | | | | 5,172,180 | |
|
Austria – 1.3% | |
| | |
Oesterreichische Post AG(a) | | | 7,143 | | | | 250,833 | |
| | |
Schoeller-Bleckmann Oilfield Equipment AG | | | 1,713 | | | | 65,184 | |
| | |
UNIQA Insurance Group AG | | | 19,722 | | | | 154,437 | |
| | | | | | | | |
Total Austria | | | | 470,454 | |
|
Belgium – 2.2% | |
| | |
Barco N.V. | | | 4,471 | | | | 97,484 | |
| | |
Bekaert S.A. | | | 1,961 | | | | 65,167 | |
| | |
Euronav N.V. | | | 49,405 | | | | 398,967 | |
| | |
Fagron | | | 728 | | | | 16,924 | |
| | |
Intervest Offices & Warehouses N.V. | | | 2,510 | | | | 69,254 | |
| | |
Orange Belgium S.A. | | | 3,537 | | | | 94,344 | |
| | |
Recticel S.A. | | | 3,173 | | | | 41,618 | |
| | |
Xior Student Housing N.V. | | | 529 | | | | 31,780 | |
| | | | | | | | |
Total Belgium | | | | 815,538 | |
|
China – 3.4% | |
| | |
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | | | 40,300 | | | | 42,359 | |
| | |
China Overseas Grand Oceans Group Ltd. | | | 320,400 | | | | 171,897 | |
| | |
China Power International Development Ltd. | | | 1,221,000 | | | | 261,401 | |
| | |
China South City Holdings Ltd. | | | 506,000 | | | | 75,047 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
| | |
China Tobacco International HK Co., Ltd.(a) | | | 12,000 | | | $ | 22,998 | |
| | |
CITIC Telecom International Holdings Ltd. | | | 332,678 | | | | 104,688 | |
| | |
CPMC Holdings Ltd. | | | 146,900 | | | | 67,825 | |
| | |
Genertec Universal Medical Group Co., Ltd.(b) | | | 148,300 | | | | 110,739 | |
| | |
Poly Property Group Co., Ltd. | | | 412,000 | | | | 120,616 | |
| | |
Shanghai Industrial Holdings Ltd. | | | 103,000 | | | | 140,807 | |
| | |
Shougang Fushan Resources Group Ltd. | | | 383,885 | | | | 90,106 | |
| | |
Zensun Enterprises Ltd. | | | 1,140,000 | | | | 63,220 | |
| | | | | | | | |
Total China | | | | 1,271,703 | |
|
Denmark – 1.7% | |
| | |
Chemometec A/S | | | 1,061 | | | | 100,807 | |
| | |
D/S Norden A/S | | | 3,184 | | | | 57,363 | |
| | |
NNIT A/S(b) | | | 2,215 | | | | 44,274 | |
| | |
Per Aarsleff Holding A/S | | | 1,325 | | | | 67,192 | |
| | |
Ringkjoebing Landbobank A/S | | | 1,099 | | | | 100,081 | |
| | |
Scandinavian Tobacco Group A/S Class A(b) | | | 14,883 | | | | 254,676 | |
| | | | | | | | |
Total Denmark | | | | 624,393 | |
|
Finland – 4.8% | |
| | |
Ahlstrom-Munksjo Oyj | | | 8,468 | | | | 187,535 | |
| | |
Altia Oyj | | | 2,552 | | | | 31,163 | |
| | |
Cargotec Oyj Class B | | | 3,686 | | | | 152,528 | |
| | |
Fiskars Oyj Abp | | | 1,615 | | | | 29,601 | |
| | |
Kamux Corp. | | | 1,835 | | | | 30,535 | |
| | |
Kemira Oyj | | | 9,820 | | | | 155,478 | |
| | |
Lassila & Tikanoja Oyj | | | 2,462 | | | | 45,366 | |
| | |
Neles Oyj | | | 29,418 | | | | 390,719 | |
| | |
Oriola Oyj Class B | | | 13,427 | | | | 31,247 | |
| | |
Raisio Oyj Class V | | | 966 | | | | 3,770 | |
| | |
Revenio Group Oyj | | | 645 | | | | 39,696 | |
| | |
Rovio Entertainment Oyj(a)(b) | | | 3,905 | | | | 30,149 | |
| | |
Sanoma Oyj | | | 5,708 | | | | 95,960 | |
| | |
Talenom Oyj(a) | | | 2,076 | | | | 38,228 | |
| | |
Terveystalo Oyj(b) | | | 4,285 | | | | 52,639 | |
| | |
Tikkurila Oyj | | | 3,342 | | | | 102,023 | |
| | |
Tokmanni Group Corp. | | | 2,510 | | | | 49,875 | |
| | |
Uponor Oyj | | | 6,014 | | | | 133,629 | |
| | |
Verkkokauppa.com Oyj | | | 5,629 | | | | 49,038 | |
| | |
YIT Oyj(a) | | | 21,150 | | | | 127,631 | |
| | | | | | | | |
Total Finland | | | | 1,776,810 | |
|
France – 2.9% | |
| | |
ABC Arbitrage | | | 3,627 | | | | 32,219 | |
| | |
Albioma S.A. | | | 1,435 | | | | 82,522 | |
| | |
Chargeurs S.A. | | | 1,317 | | | | 28,361 | |
| | |
Derichebourg S.A. | | | 12,994 | | | | 93,485 | |
| | |
IPSOS | | | 1,757 | | | | 59,334 | |
| | |
Kaufman & Broad S.A. | | | 1,638 | | | | 73,353 | |
| | |
Nexity S.A. | | | 7,991 | | | | 346,706 | |
| | |
Quadient S.A. | | | 2,132 | | | | 41,033 | |
| | |
Societe BIC S.A. | | | 4,597 | | | | 260,197 | |
| | |
Vicat S.A. | | | 1,358 | | | | 57,075 | |
| | | | | | | | |
Total France | | | | 1,074,285 | |
|
Germany – 3.4% | |
| | |
Bilfinger SE | | | 868 | | | $ | 27,464 | |
| | |
CANCOM SE | | | 994 | | | | 55,167 | |
| | |
CropEnergies AG | | | 3,770 | | | | 54,892 | |
| | |
DIC Asset AG | | | 9,116 | | | | 150,131 | |
| | |
Duerr AG | | | 3,652 | | | | 149,245 | |
| | |
Eckert & Ziegler Strahlen- und Medizintechnik AG | | | 416 | | | | 22,823 | |
| | |
Elmos Semiconductor SE | | | 1,097 | | | | 36,844 | |
| | |
GFT Technologies SE | | | 1,999 | | | | 29,204 | |
| | |
GRENKE AG | | | 1,934 | | | | 91,862 | |
| | |
Hamborner REIT AG | | | 8,135 | | | | 89,652 | |
| | |
Hamburger Hafen und Logistik AG | | | 5,717 | | | | 128,989 | |
| | |
Hornbach Baumarkt AG | | | 1,600 | | | | 70,085 | |
| | |
Hornbach Holding AG & Co. KGaA | | | 737 | | | | 70,968 | |
| | |
Indus Holding AG | | | 960 | | | | 37,705 | |
| | |
Jenoptik AG | | | 653 | | | | 20,070 | |
| | |
Krones AG | | | 798 | | | | 64,491 | |
| | |
MLP SE | | | 4,436 | | | | 29,309 | |
| | |
STRATEC SE | | | 210 | | | | 31,553 | |
| | |
VERBIO Vereinigte BioEnergie AG | | | 1,813 | | | | 68,102 | |
| | |
Wuestenrot & Wuerttembergische AG | | | 1,664 | | | | 33,635 | |
| | | | | | | | |
Total Germany | | | | 1,262,191 | |
|
Hong Kong – 1.5% | |
| | |
Dah Sing Banking Group Ltd. | | | 36,000 | | | | 36,957 | |
| | |
Dah Sing Financial Holdings Ltd. | | | 28,800 | | | | 81,157 | |
| | |
Guotai Junan International Holdings Ltd. | | | 850,052 | | | | 114,015 | |
| | |
Hutchison Port Holdings Trust | | | 1,177,600 | | | | 233,165 | |
| | |
Kowloon Development Co., Ltd. | | | 32,000 | | | | 33,428 | |
| | |
Nissin Foods Co., Ltd. | | | 44,000 | | | | 36,204 | |
| | |
Sun Hung Kai & Co., Ltd. | | | 60,000 | | | | 25,304 | |
| | | | | | | | |
Total Hong Kong | | | | 560,230 | |
|
Indonesia – 0.2% | |
| | |
Bumitama Agri Ltd. | | | 54,500 | | | | 21,031 | |
| | |
First Resources Ltd. | | | 60,627 | | | | 58,716 | |
| | | | | | | | |
Total Indonesia | | | | 79,747 | |
|
Ireland – 0.4% | |
| | |
Hibernia REIT PLC | | | 48,382 | | | | 68,314 | |
| | |
Irish Continental Group PLC(a) | | | 5,063 | | | | 27,877 | |
| | |
Kenmare Resources PLC | | | 3,938 | | | | 16,849 | |
| | |
Total Produce PLC | | | 20,423 | | | | 34,284 | |
| | | | | | | | |
Total Ireland | | | | 147,324 | |
|
Israel – 3.9% | |
| | |
Altshuler Shaham Provident Funds & Pension Ltd. | | | 14,515 | | | | 75,993 | |
| | |
Arad Ltd. | | | 1,309 | | | | 20,021 | |
| | |
Ashtrom Group Ltd. | | | 4,301 | | | | 84,967 | |
| | |
Atreyu Capital Markets Ltd. | | | 2,579 | | | | 38,635 | |
| | |
Big Shopping Centers Ltd.* | | | 437 | | | | 48,602 | |
| | |
Delek Automotive Systems Ltd. | | | 5,657 | | | | 53,138 | |
| | |
Delek Group Ltd.* | | | 0 | ‡ | | | 11 | |
| | |
Delta Galil Industries Ltd. | | | 1,272 | | | | 32,232 | |
| | |
Elco Ltd. | | | 984 | | | | 49,862 | |
| | |
Electra Consumer Products 1970 Ltd. | | | 4,461 | | | | 154,776 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
| | |
FIBI Holdings Ltd. | | | 2,752 | | | $ | 83,482 | |
| | |
Freshmarket Ltd. | | | 8,388 | | | | 32,290 | |
| | |
Inrom Construction Industries Ltd. | | | 6,822 | | | | 33,252 | |
| | |
Isracard Ltd. | | | 16,004 | | | | 54,081 | |
| | |
Israel Canada T.R Ltd. | | | 12,121 | | | | 36,052 | |
| | |
Israel Land Development – Urban Renewal Ltd. | | | 2,935 | | | | 27,423 | |
| | |
Magic Software Enterprises Ltd. | | | 2,046 | | | | 32,365 | |
| | |
Matrix IT Ltd. | | | 2,899 | | | | 65,631 | |
| | |
Maytronics Ltd. | | | 3,045 | | | | 45,781 | |
| | |
Mega Or Holdings Ltd. | | | 1,656 | | | | 50,441 | |
| | |
Mehadrin Ltd.* | | | 0 | ‡ | | | 17 | |
| | |
Menora Mivtachim Holdings Ltd.* | | | 2,213 | | | | 41,458 | |
| | |
Mivne Real Estate KD Ltd. | | | 25,652 | | | | 66,151 | |
| | |
Oil Refineries Ltd.* | | | 500,880 | | | | 113,567 | |
| | |
OPC Energy Ltd.* | | | 10,072 | | | | 104,898 | |
| | |
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | | | 767 | | | | 53,748 | |
| | |
Shufersal Ltd. | | | 5,730 | | | | 44,258 | |
| | |
YD More Investments Ltd. | | | 8,351 | | | | 30,899 | |
| | | | | | | | |
Total Israel | | | | 1,474,031 | |
|
Italy – 3.2% | |
| | |
Anima Holding SpA(b) | | | 40,231 | | | | 191,090 | |
| | |
Ascopiave SpA | | | 6,487 | | | | 28,851 | |
| | |
Carel Industries SpA(b) | | | 1,355 | | | | 31,799 | |
| | |
Cementir Holding N.V. | | | 3,734 | | | | 30,382 | |
| | |
Danieli & C. Officine Meccaniche SpA | | | 977 | | | | 17,190 | |
| | |
Danieli & C. Officine Meccaniche SpA RSP | | | 1,624 | | | | 19,076 | |
| | |
Datalogic SpA | | | 3,399 | | | | 58,224 | |
| | |
Enav SpA(b) | | | 63,877 | | | | 281,208 | |
| | |
Falck Renewables SpA | | | 7,627 | | | | 61,498 | |
| | |
Fiera Milano SpA(a) | | | 10,901 | | | | 37,880 | |
| | |
Immobiliare Grande Distribuzione SIIQ SpA | | | 19,457 | | | | 85,704 | |
| | |
La Doria SpA | | | 1,163 | | | | 19,466 | |
| | |
Piaggio & C. SpA | | | 32,942 | | | | 108,665 | |
| | |
RAI Way SpA(b) | | | 20,898 | | | | 139,611 | |
| | |
SOL SpA | | | 3,657 | | | | 62,643 | |
| | |
Zignago Vetro SpA | | | 2,533 | | | | 42,398 | |
| | | | | | | | |
Total Italy | | | | 1,215,685 | |
|
Japan – 25.8% | |
| | |
77 Bank Ltd. (The) | | | 1,435 | | | | 19,514 | |
| | |
Adastria Co., Ltd. | | | 800 | | | | 16,024 | |
| | |
ADEKA Corp. | | | 2,800 | | | | 48,843 | |
| | |
Advan Co., Ltd. | | | 1,200 | | | | 13,982 | |
| | |
Aeon Delight Co., Ltd. | | | 800 | | | | 20,813 | |
| | |
Ai Holdings Corp. | | | 600 | | | | 12,059 | |
| | |
Aica Kogyo Co., Ltd. | | | 1,100 | | | | 37,982 | |
| | |
Aichi Corp. | | | 1,900 | | | | 16,875 | |
| | |
Aida Engineering Ltd. | | | 2,100 | | | | 19,648 | |
| | |
Alconix Corp. | | | 1,100 | | | | 15,566 | |
| | |
Alleanza Holdings Co., Ltd. | | | 900 | | | | 11,045 | |
| | |
Altech Corp.(a) | | | 1,100 | | | | 22,353 | |
| | |
Amano Corp. | | | 1,100 | | | | 26,295 | |
| | |
Arata Corp. | | | 200 | | | | 9,492 | |
| | |
Arcs Co., Ltd. | | | 600 | | | | 13,477 | |
| | |
Ariake Japan Co., Ltd. | | | 100 | | | | 7,187 | |
| | |
ARTERIA Networks Corp. | | | 1,300 | | | | 18,824 | |
| | |
Aruhi Corp. | | | 800 | | | | 14,017 | |
| | |
Asahi Holdings, Inc. | | | 1,200 | | | | 42,598 | |
| | |
Asanuma Corp. | | | 500 | | | | 19,275 | |
| | |
ASKUL Corp. | | | 400 | | | | 14,916 | |
| | |
Autobacs Seven Co., Ltd. | | | 2,000 | | | | 27,643 | |
| | |
Avex, Inc. | | | 1,700 | | | | 18,837 | |
| | |
Awa Bank Ltd. (The) | | | 570 | | | | 12,908 | |
| | |
Axial Retailing, Inc. | | | 300 | | | | 14,587 | |
| | |
Bank of Nagoya Ltd. (The) | | | 549 | | | | 13,570 | |
| | |
Bank of Okinawa Ltd. (The) | | | 542 | | | | 14,379 | |
| | |
Bank of Saga Ltd. (The)(a) | | | 1,100 | | | | 14,010 | |
| | |
Baroque Japan Ltd. | | | 2,100 | | | | 13,546 | |
| | |
BayCurrent Consulting, Inc. | | | 100 | | | | 17,521 | |
| | |
Belc Co., Ltd. | | | 300 | | | | 18,132 | |
| | |
Bell System24 Holdings, Inc. | | | 1,101 | | | | 17,244 | |
| | |
Belluna Co., Ltd. | | | 1,300 | | | | 14,279 | |
| | |
BeNEXT Group, Inc.(a) | | | 1,400 | | | | 17,316 | |
| | |
Bic Camera, Inc. | | | 700 | | | | 7,763 | |
| | |
BML, Inc. | | | 500 | | | | 15,521 | |
| | |
Bunka Shutter Co., Ltd. | | | 2,400 | | | | 22,618 | |
| | |
C.I. Takiron Corp. | | | 4,700 | | | | 31,411 | |
| | |
Canon Electronics, Inc. | | | 1,300 | | | | 18,875 | |
| | |
Central Glass Co., Ltd. | | | 1,000 | | | | 21,754 | |
| | |
Chiyoda Co., Ltd. | | | 1,900 | | | | 16,839 | |
| | |
Chugoku Bank Ltd. (The) | | | 3,000 | | | | 24,030 | |
| | |
Chugoku Marine Paints Ltd. | | | 2,200 | | | | 22,140 | |
| | |
cocokara fine, Inc. | | | 200 | | | | 14,780 | |
| | |
COLOPL, Inc. | | | 900 | | | | 8,909 | |
| | |
Computer Engineering & Consulting Ltd. | | | 1,000 | | | | 14,674 | |
| | |
CONEXIO Corp. | | | 1,600 | | | | 22,145 | |
| | |
Cosmo Energy Holdings Co., Ltd. | | | 2,319 | | | | 41,261 | |
| | |
Create SD Holdings Co., Ltd. | | | 700 | | | | 26,272 | |
| | |
Credit Saison Co., Ltd. | | | 3,500 | | | | 40,205 | |
| | |
Dai-Dan Co., Ltd. | | | 900 | | | | 25,942 | |
| | |
Daibiru Corp. | | | 1,300 | | | | 16,444 | |
| | |
Daicel Corp. | | | 7,500 | | | | 54,700 | |
| | |
Daihen Corp. | | | 537 | | | | 26,110 | |
| | |
Daiho Corp. | | | 500 | | | | 17,628 | |
| | |
Daiichikosho Co., Ltd. | | | 1,000 | | | | 34,530 | |
| | |
Daiken Corp. | | | 1,200 | | | | 20,363 | |
| | |
Daikyonishikawa Corp.(a) | | | 3,000 | | | | 24,205 | |
| | |
Daio Paper Corp. | | | 1,500 | | | | 29,115 | |
| | |
Daiseki Co., Ltd. | | | 800 | | | | 23,439 | |
| | |
Daishi Hokuetsu Financial Group, Inc. | | | 1,500 | | | | 32,253 | |
| | |
Daiwabo Holdings Co., Ltd. | | | 400 | | | | 35,566 | |
| | |
DCM Holdings Co., Ltd. | | | 2,400 | | | | 27,407 | |
| | |
Denyo Co., Ltd. | | | 695 | | | | 14,473 | |
| | |
Dexerials Corp. | | | 1,800 | | | | 23,519 | |
| | |
DIC Corp.(a) | | | 1,500 | | | | 37,832 | |
| | |
Digital Garage, Inc. | | | 300 | | | | 12,364 | |
| | |
Dip Corp. | | | 741 | | | | 19,759 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
| | |
Doshisha Co., Ltd. | | | 800 | | | $ | 15,086 | |
| | |
Dowa Holdings Co., Ltd. | | | 1,000 | | | | 36,176 | |
| | |
DTS Corp. | | | 1,100 | | | | 22,651 | |
| | |
Eagle Industry Co., Ltd. | | | 2,300 | | | | 22,077 | |
| | |
Earth Corp.(a) | | | 300 | | | | 16,911 | |
| | |
EDION Corp.(a) | | | 2,500 | | | | 25,377 | |
| | |
Eiken Chemical Co., Ltd. | | | 600 | | | | 11,942 | |
| | |
Eizo Corp. | | | 500 | | | | 17,628 | |
| | |
Elecom Co., Ltd. | | | 500 | | | | 25,812 | |
| | |
Elematec Corp. | | | 1,200 | | | | 11,774 | |
| | |
en-japan, Inc. | | | 1,100 | | | | 32,922 | |
| | |
ES-Con Japan Ltd.(a) | | | 1,900 | | | | 15,017 | |
| | |
Exedy Corp. | | | 1,530 | | | | 18,776 | |
| | |
FCC Co., Ltd. | | | 800 | | | | 13,816 | |
| | |
FJ Next Co., Ltd.(a) | | | 1,500 | | | | 14,325 | |
| | |
Fuji Seal International, Inc. | | | 800 | | | | 15,613 | |
| | |
Fuji Soft, Inc. | | | 200 | | | | 9,996 | |
| | |
Fujibo Holdings, Inc. | | | 400 | | | | 14,916 | |
| | |
Fujimi, Inc. | | | 700 | | | | 26,544 | |
| | |
Fujimori Kogyo Co., Ltd. | | | 400 | | | | 18,480 | |
| | |
Fujitec Co., Ltd. | | | 1,500 | | | | 32,355 | |
| | |
FULLCAST Holdings Co., Ltd.(a) | | | 1,000 | | | | 15,536 | |
| | |
Funai Soken Holdings, Inc. | | | 800 | | | | 19,534 | |
| | |
Furukawa Co., Ltd. | | | 1,500 | | | | 17,797 | |
| | |
Furukawa Electric Co., Ltd. | | | 1,200 | | | | 32,335 | |
| | |
Furyu Corp. | | | 1,100 | | | | 12,157 | |
| | |
Fuso Chemical Co., Ltd. | | | 500 | | | | 17,991 | |
| | |
Future Corp.(a) | | | 900 | | | | 15,377 | |
| | |
Fuyo General Lease Co., Ltd. | | | 500 | | | | 33,028 | |
| | |
G-7 Holdings, Inc. | | | 700 | | | | 15,824 | |
| | |
G-Tekt Corp. | | | 1,400 | | | | 20,381 | |
| | |
Gecoss Corp. | | | 1,700 | | | | 15,807 | |
| | |
Giken Ltd. | | | 500 | | | | 20,655 | |
| | |
Glory Ltd. | | | 1,000 | | | | 20,156 | |
| | |
GMO Financial Holdings, Inc.(a) | | | 4,600 | | | | 31,767 | |
| | |
Godo Steel Ltd. | | | 1,200 | | | | 22,560 | |
| | |
Goldcrest Co., Ltd. | | | 1,300 | | | | 20,234 | |
| | |
GS Yuasa Corp. | | | 1,251 | | | | 35,914 | |
| | |
Gunma Bank Ltd. (The) | | | 8,687 | | | | 26,756 | |
| | |
Gunze Ltd. | | | 500 | | | | 16,272 | |
| | |
H.U. Group Holdings, Inc. | | | 1,000 | | | | 26,917 | |
| | |
Hachijuni Bank Ltd. (The) | | | 9,500 | | | | 31,561 | |
| | |
Hamakyorex Co., Ltd. | | | 600 | | | | 17,033 | |
| | |
Hanwa Co., Ltd. | | | 939 | | | | 25,165 | |
| | |
Hazama Ando Corp. | | | 4,400 | | | | 30,684 | |
| | |
Heiwa Corp. | | | 2,249 | | | | 30,997 | |
| | |
Heiwa Real Estate Co., Ltd. | | | 700 | | | | 25,289 | |
| | |
Heiwado Co., Ltd. | | | 800 | | | | 17,163 | |
| | |
Hinokiya Group Co., Ltd. | | | 800 | | | | 16,768 | |
| | |
Hitachi Zosen Corp. | | | 4,400 | | | | 24,292 | |
| | |
Hogy Medical Co., Ltd. | | | 500 | | | | 16,248 | |
| | |
Hokkaido Electric Power Co., Inc. | | | 3,100 | | | | 11,260 | |
| | |
Hokkoku Bank Ltd. (The) | | | 400 | | | | 10,147 | |
| | |
Hokuetsu Corp. | | | 6,200 | | | | 24,621 | |
| | |
Hokuhoku Financial Group, Inc. | | | 2,906 | | | | 27,556 | |
| | |
Hokuriku Electric Power Co. | | | 3,200 | | | | 20,828 | |
| | |
Hokuto Corp. | | | 1,100 | | | | 22,235 | |
| | |
Hoosiers Holdings(a) | | | 2,600 | | | | 16,747 | |
| | |
Horiba Ltd. | | | 500 | | | | 29,299 | |
| | |
Hyakugo Bank Ltd. (The) | | | 5,800 | | | | 16,741 | |
| | |
Hyakujushi Bank Ltd. (The) | | | 1,167 | | | | 16,797 | |
| | |
Ichibanya Co., Ltd. | | | 500 | | | | 24,941 | |
| | |
Ichigo, Inc. | | | 7,300 | | | | 21,919 | |
| | |
Idec Corp. | | | 900 | | | | 15,874 | |
| | |
Iino Kaiun Kaisha Ltd. | | | 4,800 | | | | 19,945 | |
| | |
Inaba Denki Sangyo Co., Ltd. | | | 1,100 | | | | 26,913 | |
| | |
Inabata & Co., Ltd. | | | 1,600 | | | | 22,347 | |
| | |
Infocom Corp. | | | 500 | | | | 16,417 | |
| | |
Information Services International-Dentsu Ltd. | | | 600 | | | | 18,161 | |
| | |
Internet Initiative Japan, Inc. | | | 600 | | | | 11,809 | |
| | |
IR Japan Holdings Ltd. | | | 100 | | | | 15,962 | |
| | |
Iriso Electronics Co., Ltd. | | | 300 | | | | 12,959 | |
| | |
Itochu Enex Co., Ltd. | | | 4,000 | | | | 39,324 | |
| | |
Itoham Yonekyu Holdings, Inc. | | | 4,700 | | | | 30,637 | |
| | |
IwaiCosmo Holdings, Inc. | | | 1,600 | | | | 20,317 | |
| | |
Iwatani Corp. | | | 600 | | | | 36,961 | |
| | |
Iyo Bank Ltd. (The) | | | 4,300 | | | | 26,947 | |
| | |
JAC Recruitment Co., Ltd.(a) | | | 1,700 | | | | 31,153 | |
| | |
Jaccs Co., Ltd. | | | 1,100 | | | | 19,476 | |
| | |
Japan Aviation Electronics Industry Ltd. | | | 1,100 | | | | 16,823 | |
| | |
Japan Lifeline Co., Ltd. | | | 1,100 | | | | 17,334 | |
| | |
Japan Material Co., Ltd. | | | 1,100 | | | | 15,065 | |
| | |
Japan Securities Finance Co., Ltd. | | | 3,500 | | | | 18,238 | |
| | |
Japan Steel Works Ltd. (The) | | | 800 | | | | 23,827 | |
| | |
Japan Wool Textile Co., Ltd. (The) | | | 2,084 | | | | 20,145 | |
| | |
JCU Corp. | | | 400 | | | | 15,400 | |
| | |
JDC Corp.(a) | | | 3,500 | | | | 19,255 | |
| | |
Jeol Ltd. | | | 400 | | | | 18,848 | |
| | |
Joshin Denki Co., Ltd. | | | 446 | | | | 11,763 | |
| | |
Joyful Honda Co., Ltd.(a) | | | 1,500 | | | | 21,502 | |
| | |
JSP Corp. | | | 1,000 | | | | 16,766 | |
| | |
Juroku Bank Ltd. (The) | | | 1,200 | | | | 21,816 | |
| | |
Kadokawa Corp. | | | 700 | | | | 25,391 | |
| | |
Kaga Electronics Co., Ltd. | | | 1,000 | | | | 23,091 | |
| | |
Kaken Pharmaceutical Co., Ltd. | | | 1,200 | | | | 46,317 | |
| | |
Kamei Corp. | | | 1,200 | | | | 13,308 | |
| | |
Kanamoto Co., Ltd. | | | 700 | | | | 15,024 | |
| | |
Kandenko Co., Ltd. | | | 4,478 | | | | 37,864 | |
| | |
Kaneka Corp. | | | 1,100 | | | | 38,462 | |
| | |
Kanematsu Corp. | | | 3,100 | | | | 38,613 | |
| | |
Kanematsu Electronics Ltd. | | | 700 | | | | 28,137 | |
| | |
Katitas Co., Ltd. | | | 700 | | | | 22,543 | |
| | |
Kato Sangyo Co., Ltd. | | | 448 | | | | 15,165 | |
| | |
Keihanshin Building Co., Ltd.(a) | | | 300 | | | | 5,408 | |
| | |
Keiyo Bank Ltd. (The) | | | 4,001 | | | | 16,160 | |
| | |
Kenedix, Inc.(a) | | | 4,000 | | | | 28,980 | |
| | |
KFC Holdings Japan Ltd. | | | 600 | | | | 17,097 | |
| | |
KH Neochem Co., Ltd. | | | 700 | | | | 18,516 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
| | |
Ki-Star Real Estate Co., Ltd. | | | 500 | | | $ | 12,233 | |
| | |
Kintetsu World Express, Inc. | | | 900 | | | | 21,340 | |
| | |
Kiyo Bank Ltd. (The) | | | 1,000 | | | | 14,286 | |
| | |
Kohnan Shoji Co., Ltd. | | | 500 | | | | 15,570 | |
| | |
Kokuyo Co., Ltd.(a) | | | 2,000 | | | | 27,062 | |
| | |
KOMEDA Holdings Co., Ltd. | | | 1,000 | | | | 18,064 | |
| | |
Komeri Co., Ltd. | | | 700 | | | | 19,770 | |
| | |
Konoike Transport Co., Ltd. | | | 1,200 | | | | 11,879 | |
| | |
Kotobuki Spirits Co., Ltd. | | | 200 | | | | 10,383 | |
| | |
Krosaki Harima Corp. | | | 500 | | | | 19,105 | |
| | |
Kumagai Gumi Co., Ltd. | | | 1,100 | | | | 27,680 | |
| | |
Kumiai Chemical Industry Co., Ltd. | | | 1,200 | | | | 10,798 | |
| | |
Kurabo Industries Ltd. | | | 763 | | | | 13,428 | |
| | |
Kureha Corp. | | | 500 | | | | 35,208 | |
| | |
Kyoei Steel Ltd. | | | 1,700 | | | | 23,546 | |
| | |
Kyokuto Kaihatsu Kogyo Co., Ltd. | | | 1,200 | | | | 16,295 | |
| | |
KYORIN Holdings, Inc. | | | 1,973 | | | | 37,092 | |
| | |
Kyoritsu Maintenance Co., Ltd. | | | 400 | | | | 14,877 | |
| | |
Kyudenko Corp. | | | 1,200 | | | | 38,704 | |
| | |
Kyushu Financial Group, Inc. | | | 6,000 | | | | 24,582 | |
| | |
Life Corp. | | | 566 | | | | 19,544 | |
| | |
Lintec Corp. | | | 1,000 | | | | 22,064 | |
| | |
Macnica Fuji Electronics Holdings, Inc. | | | 1,300 | | | | 25,498 | |
| | |
Maeda Corp. | | | 2,600 | | | | 23,093 | |
| | |
Maeda Road Construction Co., Ltd. | | | 2,442 | | | | 40,919 | |
| | |
Mandom Corp. | | | 742 | | | | 12,203 | |
| | |
Maruha Nichiro Corp. | | | 600 | | | | 12,901 | |
| | |
Maruichi Steel Tube Ltd. | | | 1,400 | | | | 30,971 | |
| | |
Maruzen Showa Unyu Co., Ltd. | | | 600 | | | | 20,224 | |
| | |
Marvelous, Inc. | | | 2,000 | | | | 17,144 | |
| | |
Matsui Securities Co., Ltd. | | | 5,000 | | | | 39,227 | |
| | |
Maxvalu Tokai Co., Ltd. | | | 700 | | | | 17,642 | |
| | |
MCJ Co., Ltd. | | | 2,100 | | | | 22,537 | |
| | |
Megmilk Snow Brand Co., Ltd. | | | 700 | | | | 14,963 | |
| | |
Meidensha Corp. | | | 1,100 | | | | 24,739 | |
| | |
Meisei Industrial Co., Ltd. | | | 1,900 | | | | 14,409 | |
| | |
Meitec Corp. | | | 900 | | | | 46,724 | |
| | |
METAWATER Co., Ltd. | | | 800 | | | | 17,992 | |
| | |
Milbon Co., Ltd. | | | 100 | | | | 6,363 | |
| | |
Mimasu Semiconductor Industry Co., Ltd. | | | 600 | | | | 15,005 | |
| | |
Mirait Holdings Corp. | | | 1,200 | | | | 20,549 | |
| | |
Mitsubishi Logisnext Co., Ltd. | | | 1,100 | | | | 12,615 | |
| | |
Mitsubishi Pencil Co., Ltd.(a) | | | 1,100 | | | | 14,660 | |
| | |
Mitsubishi Research Institute, Inc. | | | 500 | | | | 20,703 | |
| | |
Mitsubishi Shokuhin Co., Ltd. | | | 600 | | | | 16,632 | |
| | |
Mitsuboshi Belting Ltd. | | | 1,000 | | | | 16,456 | |
| | |
Mitsui Mining & Smelting Co., Ltd. | | | 900 | | | | 32,994 | |
| | |
Mitsui-Soko Holdings Co., Ltd. | | | 900 | | | | 20,067 | |
| | |
Miyazaki Bank Ltd. (The) | | | 700 | | | | 14,943 | |
| | |
Mizuho Leasing Co., Ltd. | | | 800 | | | | 24,059 | |
| | |
Mizuno Corp. | | | 800 | | | | 15,575 | |
| | |
Mochida Pharmaceutical Co., Ltd. | | | 400 | | | | 15,207 | |
| | |
Monex Group, Inc. | | | 5,100 | | | | 19,067 | |
| | |
Morinaga & Co., Ltd. | | | 400 | | | | 15,032 | |
| | |
Morita Holdings Corp. | | | 800 | | | | 13,591 | |
| | |
Morningstar Japan K.K. | | | 3,597 | | | | 15,991 | |
| | |
Musashino Bank Ltd. (The) | | | 1,200 | | | | 17,376 | |
| | |
Nachi-Fujikoshi Corp. | | | 500 | | | | 20,727 | |
| | |
Nafco Co., Ltd. | | | 700 | | | | 13,628 | |
| | |
Nagaileben Co., Ltd. | | | 400 | | | | 11,433 | |
| | |
Nagase & Co., Ltd. | | | 3,100 | | | | 45,219 | |
| | |
Nakanishi, Inc. | | | 717 | | | | 15,730 | |
| | |
Nanto Bank Ltd. (The) | | | 1,200 | | | | 20,247 | |
| | |
NHK Spring Co., Ltd. | | | 2,200 | | | | 15,086 | |
| | |
Nichi-iko Pharmaceutical Co., Ltd. | | | 1,500 | | | | 14,151 | |
| | |
Nichias Corp. | | | 874 | | | | 20,757 | |
| | |
Nichicon Corp. | | | 1,800 | | | | 22,752 | |
| | |
Nichiden Corp.(a) | | | 600 | | | | 13,006 | |
| | |
Nichiha Corp. | | | 500 | | | | 15,739 | |
| | |
Nihon Parkerizing Co., Ltd. | | | 2,140 | | | | 22,158 | |
| | |
Nikkiso Co., Ltd.(a) | | | 1,100 | | | | 10,697 | |
| | |
Nikkon Holdings Co., Ltd. | | | 1,200 | | | | 24,024 | |
| | |
Nippn Corp. | | | 581 | | | | 9,066 | |
| | |
Nippon Carbon Co., Ltd. | | | 500 | | | | 19,105 | |
| | |
Nippon Ceramic Co., Ltd. | | | 700 | | | | 19,669 | |
| | |
Nippon Densetsu Kogyo Co., Ltd. | | | 600 | | | | 12,396 | |
| | |
Nippon Electric Glass Co., Ltd.(a) | | | 2,700 | | | | 58,998 | |
| | |
Nippon Gas Co., Ltd. | | | 600 | | | | 32,137 | |
| | |
Nippon Kayaku Co., Ltd. | | | 3,100 | | | | 28,705 | |
| | |
Nippon Paper Industries Co., Ltd. | | | 2,400 | | | | 27,755 | |
| | |
Nippon Pillar Packing Co., Ltd. | | | 1,000 | | | | 15,584 | |
| | |
Nippon Shokubai Co., Ltd. | | | 700 | | | | 39,188 | |
| | |
Nippon Soda Co., Ltd. | | | 800 | | | | 23,749 | |
| | |
Nippon Steel Trading Corp. | | | 800 | | | | 28,941 | |
| | |
Nippon Suisan Kaisha Ltd. | | | 3,500 | | | | 14,441 | |
| | |
Nipro Corp. | | | 900 | | | | 10,583 | |
| | |
Nishi-Nippon Financial Holdings, Inc. | | | 4,100 | | | | 26,170 | |
| | |
Nishi-Nippon Railroad Co., Ltd. | | | 500 | | | | 14,746 | |
| | |
Nishimatsu Construction Co., Ltd. | | | 1,150 | | | | 23,547 | |
| | |
Nishio Rent All Co., Ltd. | | | 900 | | | | 18,829 | |
| | |
Nissan Shatai Co., Ltd. | | | 1,300 | | | | 10,778 | |
| | |
Nissha Co., Ltd.(a) | | | 1,100 | | | | 15,960 | |
| | |
Nisshin Oillio Group Ltd. (The) | | | 542 | | | | 15,933 | |
| | |
Nisshinbo Holdings, Inc.(a) | | | 4,150 | | | | 30,227 | |
| | |
Nissin Electric Co., Ltd. | | | 1,700 | | | | 20,105 | |
| | |
Nitta Corp. | | | 800 | | | | 17,279 | |
| | |
Nitto Boseki Co., Ltd. | | | 200 | | | | 8,814 | |
| | |
Nitto Kogyo Corp. | | | 1,100 | | | | 21,767 | |
| | |
Nittoc Construction Co., Ltd. | | | 2,300 | | | | 17,621 | |
| | |
Noevir Holdings Co., Ltd. | | | 573 | | | | 25,363 | |
| | |
Nohmi Bosai Ltd. | | | 800 | | | | 17,434 | |
| | |
Nojima Corp. | | | 600 | | | | 16,440 | |
| | |
NOK Corp. | | | 1,900 | | | | 20,409 | |
| | |
Nomura Co., Ltd. | | | 3,658 | | | | 30,187 | |
| | |
North Pacific Bank Ltd. | | | 11,200 | | | | 23,649 | |
| | |
NS United Kaiun Kaisha Ltd. | | | 1,100 | | | | 14,863 | |
| | |
NSD Co., Ltd. | | | 1,400 | | | | 30,157 | |
| | |
Obara Group, Inc.(a) | | | 427 | | | | 16,254 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
| | |
Ogaki Kyoritsu Bank Ltd. (The) | | | 800 | | | $ | 16,241 | |
| | |
Ohsho Food Service Corp. | | | 372 | | | | 20,862 | |
| | |
Oiles Corp. | | | 1,100 | | | | 17,281 | |
| | |
Okamoto Industries, Inc. | | | 300 | | | | 11,492 | |
| | |
Okamura Corp. | | | 3,000 | | | | 26,820 | |
| | |
Okasan Securities Group, Inc. | | | 4,600 | | | | 16,708 | |
| | |
Oki Electric Industry Co., Ltd. | | | 2,700 | | | | 23,824 | |
| | |
Okinawa Cellular Telephone Co. | | | 800 | | | | 34,481 | |
| | |
Okinawa Electric Power Co., Inc. (The) | | | 1,570 | | | | 21,076 | |
| | |
OKUMA Corp. | | | 400 | �� | | | 22,355 | |
| | |
Okumura Corp. | | | 1,190 | | | | 29,403 | |
| | |
Okuwa Co., Ltd. | | | 1,200 | | | | 15,110 | |
| | |
Onward Holdings Co., Ltd. | | | 12,000 | | | | 24,059 | |
| | |
Optorun Co., Ltd. | | | 900 | | | | 18,384 | |
| | |
Organo Corp. | | | 300 | | | | 17,812 | |
| | |
Orient Corp. | | | 22,000 | | | | 24,718 | |
| | |
Osaka Organic Chemical Industry Ltd. | | | 300 | | | | 9,298 | |
| | |
Osaka Soda Co., Ltd. | | | 800 | | | | 21,092 | |
| | |
OSG Corp. | | | 1,200 | | | | 22,909 | |
| | |
Outsourcing, Inc.(a) | | | 1,800 | | | | 24,077 | |
| | |
Pacific Industrial Co., Ltd. | | | 1,300 | | | | 13,523 | |
| | |
Pack Corp. (The) | | | 500 | | | | 13,691 | |
| | |
PAL GROUP Holdings Co., Ltd. | | | 1,390 | | | | 16,438 | |
| | |
Paramount Bed Holdings Co., Ltd. | | | 300 | | | | 13,671 | |
| | |
Penta-Ocean Construction Co., Ltd. | | | 7,400 | | | | 63,575 | |
| | |
Pilot Corp.(a) | | | 500 | | | | 14,025 | |
| | |
Pressance Corp.(a) | | | 900 | | | | 15,482 | |
| | |
Prima Meat Packers Ltd. | | | 857 | | | | 27,143 | |
| | |
Raito Kogyo Co., Ltd. | | | 1,500 | | | | 26,355 | |
| | |
Raiznext Corp. | | | 2,000 | | | | 23,749 | |
| | |
Raysum Co., Ltd. | | | 1,800 | | | | 16,475 | |
| | |
Relia, Inc. | | | 1,300 | | | | 16,104 | |
| | |
Rengo Co., Ltd. | | | 6,150 | | | | 51,466 | |
| | |
Restar Holdings Corp. | | | 1,154 | | | | 24,825 | |
| | |
Ricoh Leasing Co., Ltd. | | | 600 | | | | 17,841 | |
| | |
Riken Keiki Co., Ltd. | | | 300 | | | | 8,921 | |
| | |
Riken Vitamin Co., Ltd. | | | 1,100 | | | | 14,500 | |
| | |
Ryosan Co., Ltd. | | | 900 | | | | 16,266 | |
| | |
S Foods, Inc. | | | 400 | | | | 13,037 | |
| | |
Saibu Gas Co., Ltd. | | | 700 | | | | 21,086 | |
| | |
Sakata INX Corp.(a) | | | 1,400 | | | | 15,702 | |
| | |
SAMTY Co., Ltd. | | | 1,100 | | | | 19,124 | |
| | |
San ju San Financial Group, Inc. | | | 1,100 | | | | 13,424 | |
| | |
San-Ai Oil Co., Ltd. | | | 1,300 | | | | 14,065 | |
| | |
San-In Godo Bank Ltd. (The) | | | 3,600 | | | | 17,155 | |
| | |
Sangetsu Corp. | | | 1,600 | | | | 24,036 | |
| | |
Sanki Engineering Co., Ltd. | | | 4,100 | | | | 48,170 | |
| | |
Sankyo Co., Ltd. | | | 1,800 | | | | 48,642 | |
| | |
Sanshin Electronics Co., Ltd.(a) | | | 1,000 | | | | 20,030 | |
| | |
Sanwa Holdings Corp. | | | 5,100 | | | | 59,375 | |
| | |
Sanyo Chemical Industries Ltd. | | | 700 | | | | 37,358 | |
| | |
Sapporo Holdings Ltd.(a) | | | 1,200 | | | | 23,141 | |
| | |
Sato Holdings Corp. | | | 1,000 | | | | 21,551 | |
| | |
Sawai Pharmaceutical Co., Ltd. | | | 900 | | | | 40,796 | |
| | |
SB Technology Corp. | | | 400 | | | | 13,521 | |
| | |
SBS Holdings, Inc. | | | 300 | | | | 7,590 | |
| | |
Seikitokyu Kogyo Co., Ltd. | | | 2,700 | | | | 21,915 | |
| | |
Seiko Holdings Corp.(a) | | | 1,600 | | | | 20,441 | |
| | |
Seiren Co., Ltd.(a) | | | 800 | | | | 12,095 | |
| | |
Senko Group Holdings Co., Ltd. | | | 2,080 | | | | 20,267 | |
| | |
Senshu Ikeda Holdings, Inc. | | | 10,700 | | | | 15,338 | |
| | |
Shibaura Machine Co., Ltd. | | | 1,200 | | | | 27,395 | |
| | |
Shibuya Corp. | | | 400 | | | | 13,715 | |
| | |
Shiga Bank Ltd. (The) | | | 700 | | | | 14,306 | |
| | |
Shikoku Chemicals Corp. | | | 512 | | | | 5,951 | |
| | |
Shikoku Electric Power Co., Inc. | | | 4,300 | | | | 27,988 | |
| | |
Shin Nippon Air Technologies Co., Ltd. | | | 900 | | | | 19,561 | |
| | |
Shin-Etsu Polymer Co., Ltd. | | | 1,900 | | | | 17,354 | |
| | |
Shinagawa Refractories Co., Ltd. | | | 1,100 | | | | 26,689 | |
| | |
Shinmaywa Industries Ltd. | | | 2,400 | | | | 20,549 | |
| | |
Shinoken Group Co., Ltd. | | | 1,800 | | | | 19,404 | |
| | |
Shoei Co., Ltd. | | | 500 | | | | 20,074 | |
| | |
Showa Sangyo Co., Ltd. | | | 600 | | | | 17,696 | |
| | |
Siix Corp. | | | 1,000 | | | | 14,945 | |
| | |
Sinko Industries Ltd.(a) | | | 1,200 | | | | 20,619 | |
| | |
SKY Perfect JSAT Holdings, Inc. | | | 5,900 | | | | 29,030 | |
| | |
Solasto Corp. | | | 600 | | | | 9,287 | |
| | |
Sparx Group Co., Ltd. | | | 6,900 | | | | 17,042 | |
| | |
SRA Holdings | | | 900 | | | | 22,865 | |
| | |
ST Corp. | | | 700 | | | | 13,268 | |
| | |
Star Micronics Co., Ltd.(a) | | | 1,300 | | | | 20,826 | |
| | |
Starts Corp., Inc. | | | 1,000 | | | | 27,759 | |
| | |
Sumitomo Bakelite Co., Ltd. | | | 700 | | | | 24,069 | |
| | |
Sumitomo Densetsu Co., Ltd.(a) | | | 1,000 | | | | 25,425 | |
| | |
Sumitomo Mitsui Construction Co., Ltd. | | | 5,413 | | | | 22,439 | |
| | |
Sumitomo Osaka Cement Co., Ltd. | | | 1,000 | | | | 29,202 | |
| | |
Sumitomo Riko Co., Ltd. | | | 2,600 | | | | 15,311 | |
| | |
Sumitomo Rubber Industries Ltd.(a) | | | 3,700 | | | | 31,787 | |
| | |
Sumitomo Seika Chemicals Co., Ltd. | | | 525 | | | | 20,874 | |
| | |
Sun Frontier Fudousan Co., Ltd. | | | 1,900 | | | | 16,415 | |
| | |
Systena Corp. | | | 1,200 | | | | 25,140 | |
| | |
T Hasegawa Co., Ltd. | | | 800 | | | | 16,814 | |
| | |
T-Gaia Corp. | | | 1,100 | | | | 20,616 | |
| | |
Tachibana Eletech Co., Ltd. | | | 900 | | | | 14,601 | |
| | |
Taihei Dengyo Kaisha Ltd. | | | 800 | | | | 18,209 | |
| | |
Taikisha Ltd. | | | 1,100 | | | | 28,852 | |
| | |
Taiyo Holdings Co., Ltd. | | | 600 | | | | 35,508 | |
| | |
Takamatsu Construction Group Co., Ltd. | | | 1,100 | | | | 21,788 | |
| | |
Takara Holdings, Inc. | | | 2,100 | | | | 26,218 | |
| | |
Takara Leben Co., Ltd. | | | 5,900 | | | | 17,544 | |
| | |
Takara Standard Co., Ltd. | | | 1,100 | | | | 16,163 | |
| | |
Takasago Thermal Engineering Co., Ltd. | | | 1,500 | | | | 22,737 | |
| | |
Takashimaya Co., Ltd. | | | 3,200 | | | | 27,430 | |
| | |
Takeuchi Manufacturing Co., Ltd. | | | 753 | | | | 17,730 | |
| | |
Takuma Co., Ltd. | | | 1,100 | | | | 19,636 | |
| | |
Tama Home Co., Ltd. | | | 1,100 | | | | 15,683 | |
| | |
Tamron Co., Ltd. | | | 1,100 | | | | 19,455 | |
| | |
Tanseisha Co., Ltd. | | | 2,400 | | | | 19,038 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
| | |
Tatsuta Electric Wire and Cable Co., Ltd. | | | 2,800 | | | $ | 20,367 | |
| | |
TechnoPro Holdings, Inc. | | | 473 | | | | 39,170 | |
| | |
TKC Corp. | | | 500 | | | | 37,484 | |
| | |
Tocalo Co., Ltd. | | | 1,200 | | | | 16,446 | |
| | |
Toda Corp. | | | 7,104 | | | | 46,995 | |
| | |
Toho Holdings Co., Ltd. | | | 900 | | | | 15,804 | |
| | |
TOKAI Holdings Corp. | | | 2,500 | | | | 24,844 | |
| | |
Tokai Rika Co., Ltd. | | | 1,700 | | | | 28,733 | |
| | |
Tokai Tokyo Financial Holdings, Inc. | | | 7,018 | | | | 20,732 | |
| | |
Tokuyama Corp. | | | 1,000 | | | | 22,442 | |
| | |
Tokyo Electron Device Ltd. | | | 500 | | | | 15,328 | |
| | |
Tokyo Individualized Educational Institute, Inc. | | | 2,300 | | | | 13,589 | |
| | |
Tokyo Kiraboshi Financial Group, Inc. | | | 1,300 | | | | 13,926 | |
| | |
Tokyo Ohka Kogyo Co., Ltd.(a) | | | 500 | | | | 35,111 | |
| | |
Tokyo Steel Manufacturing Co., Ltd. | | | 3,200 | | | | 20,704 | |
| | |
Tokyotokeiba Co., Ltd. | | | 300 | | | | 13,599 | |
| | |
Tokyu Construction Co., Ltd. | | | 4,900 | | | | 23,493 | |
| | |
Tomoku Co., Ltd. | | | 900 | | | | 14,898 | |
| | |
Tomy Co., Ltd. | | | 1,600 | | | | 14,102 | |
| | |
Toppan Forms Co., Ltd. | | | 2,100 | | | | 21,499 | |
| | |
Tosei Corp. | | | 1,500 | | | | 17,173 | |
| | |
Totetsu Kogyo Co., Ltd. | | | 545 | | | | 14,406 | |
| | |
Towa Pharmaceutical Co., Ltd. | | | 900 | | | | 16,685 | |
| | |
Toyo Ink SC Holdings Co., Ltd.(a) | | | 1,528 | | | | 29,200 | |
| | |
Toyo Seikan Group Holdings Ltd. | | | 1,900 | | | | 20,740 | |
| | |
Toyobo Co., Ltd. | | | 1,300 | | | | 17,376 | |
| | |
TPR Co., Ltd. | | | 1,200 | | | | 16,458 | |
| | |
Transcosmos, Inc. | | | 500 | | | | 12,616 | |
| | |
Trusco Nakayama Corp.(a) | | | 500 | | | | 14,030 | |
| | |
TS Tech Co., Ltd. | | | 1,000 | | | | 30,897 | |
| | |
Tsubakimoto Chain Co. | | | 1,056 | | | | 27,687 | |
| | |
Tsugami Corp. | | | 900 | | | | 13,590 | |
| | |
Tsumura & Co. | | | 1,213 | | | | 36,421 | |
| | |
Tsuzuki Denki Co., Ltd. | | | 1,000 | | | | 15,836 | |
| | |
Ube Industries Ltd. | | | 2,500 | | | | 45,329 | |
| | |
Ulvac, Inc. | | | 600 | | | | 25,657 | |
| | |
United Super Markets Holdings, Inc. | | | 1,300 | | | | 14,228 | |
| | |
Valor Holdings Co., Ltd. | | | 1,000 | | | | 25,599 | |
| | |
Valqua Ltd. | | | 1,000 | | | | 19,894 | |
| | |
ValueCommerce Co., Ltd. | | | 400 | | | | 12,359 | |
| | |
VT Holdings Co., Ltd. | | | 5,000 | | | | 20,631 | |
| | |
Wacoal Holdings Corp. | | | 1,034 | | | | 20,791 | |
| | |
Wacom Co., Ltd. | | | 1,500 | | | | 12,567 | |
| | |
Weathernews, Inc. | | | 300 | | | | 16,156 | |
| | |
West Holdings Corp. | | | 400 | | | | 18,383 | |
| | |
World Co., Ltd.(a) | | | 1,100 | | | | 13,350 | |
| | |
Wowow, Inc. | | | 600 | | | | 16,475 | |
| | |
Yahagi Construction Co., Ltd. | | | 2,200 | | | | 18,879 | |
| | |
YAMABIKO Corp. | | | 1,200 | | | | 15,063 | |
| | |
Yamaguchi Financial Group, Inc. | | | 5,100 | | | | 28,700 | |
| | |
Yamazen Corp. | | | 1,000 | | | | 10,005 | |
| | |
Yellow Hat Ltd. | | | 1,100 | | | | 17,878 | |
| | |
Yokogawa Bridge Holdings Corp. | | | 900 | | | | 19,021 | |
| | |
Yokohama Rubber Co., Ltd. (The)(a) | | | 3,500 | | | | 52,003 | |
| | |
Yondoshi Holdings, Inc. | | | 1,000 | | | | 19,323 | |
| | |
Yuasa Trading Co., Ltd. | | | 700 | | | | 22,476 | |
| | |
Yumeshin Holdings Co., Ltd.(a) | | | 2,800 | | | | 18,903 | |
| | |
Zenrin Co., Ltd. | | | 1,200 | | | | 14,656 | |
| | |
ZERIA Pharmaceutical Co., Ltd. | | | 1,200 | | | | 22,095 | |
| | |
Zojirushi Corp. | | | 700 | | | | 12,502 | |
| | | | | | | | |
Total Japan | | | | | | | 9,619,152 | |
| | |
Malaysia – 0.1% | | | | | | | | |
| | |
Wing Tai Holdings Ltd. | | | 15,400 | | | | 22,722 | |
| | |
Netherlands – 1.0% | | | | | | | | |
| | |
ForFarmers N.V. | | | 10,234 | | | | 66,866 | |
| | |
TKH Group N.V. CVA | | | 3,988 | | | | 192,936 | |
| | |
Van Lanschot Kempen N.V. | | | 4,482 | | | | 115,163 | |
| | | | | | | | |
Total Netherlands | | | | | | | 374,965 | |
| | |
Norway – 3.6% | | | | | | | | |
| | |
American Shipping Co. ASA* | | | 6,912 | | | | 22,766 | |
| | |
Atea ASA* | | | 5,559 | | | | 78,691 | |
| | |
Austevoll Seafood ASA | | | 12,742 | | | | 130,516 | |
| | |
Bonheur ASA | | | 1,573 | | | | 44,460 | |
| | |
Borregaard ASA | | | 4,583 | | | | 75,902 | |
| | |
Elkem ASA(b) | | | 31,350 | | | | 103,915 | |
| | |
Europris ASA(b) | | | 17,377 | | | | 103,711 | |
| | |
Fjordkraft Holding ASA(b) | | | 10,414 | | | | 101,805 | |
| | |
Kid ASA(b) | | | 3,471 | | | | 38,675 | |
| | |
Norway Royal Salmon ASA | | | 1,010 | | | | 25,315 | |
| | |
Selvaag Bolig ASA | | | 7,506 | | | | 50,759 | |
| | |
SpareBank 1 Nord Norge | | | 11,198 | | | | 97,568 | |
| | |
Sparebank 1 Oestlandet | | | 2,651 | | | | 30,281 | |
| | |
SpareBank 1 SMN | | | 14,746 | | | | 168,094 | |
| | |
Sparebanken Vest | | | 4,881 | | | | 41,274 | |
| | |
TGS NOPEC Geophysical Co. ASA | | | 15,739 | | | | 243,936 | |
| | | | | | | | |
Total Norway | | | | | | | 1,357,668 | |
| | |
Portugal – 1.3% | | | | | | | | |
| | |
Altri, SGPS, S.A. | | | 17,007 | | | | 107,374 | |
| | |
Corticeira Amorim, SGPS, S.A. | | | 3,716 | | | | 52,742 | |
| | |
REN – Redes Energeticas Nacionais, SGPS, S.A. | | | 42,603 | | | | 123,280 | |
| | |
Semapa-Sociedade de Investimento e Gestao | | | 3,721 | | | | 40,975 | |
| | |
Sonae, SGPS, S.A. | | | 224,471 | | | | 181,682 | |
| | | | | | | | |
Total Portugal | | | | | | | 506,053 | |
| | |
Singapore – 3.6% | | | | | | | | |
| | |
AEM Holdings Ltd. | | | 17,200 | | | | 44,898 | |
| | |
Best World International Ltd.† | | | 17,900 | | | | 13,015 | |
| | |
China Aviation Oil Singapore Corp., Ltd. | | | 47,634 | | | | 38,204 | |
| | |
CSE Global Ltd. | | | 94,700 | | | | 33,677 | |
| | |
Frencken Group Ltd. | | | 31,600 | | | | 31,561 | |
| | |
Hi-P International Ltd. | | | 28,500 | | | | 43,344 | |
| | |
iFAST Corp., Ltd. | | | 6,700 | | | | 15,208 | |
| | |
Japfa Ltd. | | | 59,800 | | | | 41,853 | |
| | |
Keppel Infrastructure Trust | | | 498,191 | | | | 205,436 | |
| | |
Manulife US Real Estate Investment Trust | | | 197,500 | | | | 147,137 | |
| | |
Oxley Holdings Ltd. | | | 102,352 | | | | 16,650 | |
| | |
Raffles Medical Group Ltd. | | | 80,100 | | | | 60,303 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
| | |
Sembcorp Industries Ltd. | | | 54,400 | | | $ | 70,385 | |
| | |
Sheng Siong Group Ltd. | | | 114,600 | | | | 134,400 | |
| | |
Singapore Post Ltd. | | | 95,200 | | | | 50,782 | |
| | |
StarHub Ltd. | | | 133,500 | | | | 132,323 | |
| | |
UMS Holdings Ltd. | | | 76,500 | | | | 62,513 | |
| | |
Yanlord Land Group Ltd. | | | 224,009 | | | | 189,831 | |
| | | | | | | | |
Total Singapore | | | | | | | 1,331,520 | |
| | |
Spain – 3.1% | | | | | | | | |
| | |
Almirall S.A.(a) | | | 6,665 | | | | 89,052 | |
| | |
Cia de Distribucion Integral Logista Holdings S.A. | | | 12,062 | | | | 234,069 | |
| | |
Cie Automotive S.A.(a) | | | 9,793 | | | | 264,328 | |
| | |
ContourGlobal PLC(b) | | | 22,715 | | | | 66,758 | |
| | |
Ercros S.A. | | | 7,912 | | | | 20,862 | |
| | |
Euskaltel S.A.(b) | | | 10,704 | | | | 114,598 | |
| | |
Faes Farma S.A. | | | 23,986 | | | | 102,425 | |
| | |
Global Dominion Access S.A.*(b) | | | 7,720 | | | | 35,516 | |
| | |
Grupo Empresarial San Jose S.A. | | | 3,936 | | | | 21,599 | |
| | |
Miquel y Costas & Miquel S.A. | | | 2,806 | | | | 50,538 | |
| | |
Prosegur Cash S.A.(a)(b) | | | 123,422 | | | | 120,811 | |
| | |
Prosegur Cia de Seguridad S.A. | | | 16,358 | | | | 48,796 | |
| | | | | | | | |
Total Spain | | | | | | | 1,169,352 | |
| | |
Sweden – 3.1% | | | | | | | | |
| | |
AcadeMedia AB(b) | | | 5,035 | | | | 52,112 | |
| | |
Akelius Residential Property AB Class D(a) | | | 11,637 | | | | 22,013 | |
| | |
Alimak Group AB(b) | | | 1,866 | | | | 29,765 | |
| | |
Arjo AB Class B | | | 6,869 | | | | 52,568 | |
| | |
Atrium Ljungberg AB Class B | | | 7,289 | | | | 153,368 | |
| | |
Beijer Alma AB | | | 3,186 | | | | 50,820 | |
| | |
BioGaia AB Class B | | | 463 | | | | 30,274 | |
| | |
Catena AB | | | 1,695 | | | | 79,461 | |
| | |
CTT Systems AB | | | 1,248 | | | | 23,129 | |
| | |
Dustin Group AB(b) | | | 8,323 | | | | 64,861 | |
| | |
Instalco AB | | | 1,628 | | | | 49,757 | |
| | |
JM AB | | | 547 | | | | 19,355 | |
| | |
Klovern AB Class B | | | 27,430 | | | | 51,904 | |
| | |
Kungsleden AB | | | 9,178 | | | | 100,692 | |
| | |
Lagercrantz Group AB Class B | | | 6,454 | | | | 59,726 | |
| | |
LeoVegas AB(b) | | | 8,853 | | | | 37,622 | |
| | |
Lindab International AB | | | 1,446 | | | | 30,003 | |
| | |
Midsona AB Class B | | | 3,405 | | | | 32,257 | |
| | |
MIPS AB | | | 534 | | | | 33,487 | |
| | |
NCC AB Class B | | | 2,079 | | | | 37,972 | |
| | |
Platzer Fastigheter Holding AB Class B | | | 4,390 | | | | 57,410 | |
| | |
Ratos AB Class B | | | 12,441 | | | | 58,292 | |
| | |
Troax Group AB | | | 1,370 | | | | 32,062 | |
| | | | | | | | |
Total Sweden | | | | | | | 1,158,910 | |
| | |
Switzerland – 2.1% | | | | | | | | |
| | |
Bobst Group S.A., Registered Shares | | | 1,036 | | | | 62,644 | |
| | |
Comet Holding AG, Registered Shares | | | 190 | | | | 42,602 | |
| | |
EFG International AG* | | | 11,267 | | | | 73,928 | |
| | |
Huber + Suhner AG, Registered Shares | | | 1,275 | | | | 100,823 | |
| | |
Implenia AG, Registered Shares | | | 1,334 | | | | 36,280 | |
| | |
Kardex Holding AG, Registered Shares | | | 523 | | | | 114,546 | |
| | |
Kudelski S.A., Bearer Shares | | | 4,242 | | | | 16,556 | |
| | |
Mobilezone Holding AG, Registered Shares | | | 8,258 | | | | 94,169 | |
| | |
Swissquote Group Holding S.A., Registered Shares | | | 582 | | | | 56,557 | |
| | |
Valiant Holding AG, Registered Shares | | | 1,555 | | | | 152,167 | |
| | |
Zehnder Group AG | | | 516 | | | | 34,499 | |
| | | | | | | | |
Total Switzerland | | | | | | | 784,771 | |
| | |
United Kingdom – 13.9% | | | | | | | | |
| | |
Aggreko PLC | | | 5,161 | | | | 44,163 | |
| | |
AJ Bell PLC | | | 7,710 | | | | 45,687 | |
| | |
Anglo Asian Mining PLC | | | 15,168 | | | | 27,265 | |
| | |
Avon Rubber PLC | | | 457 | | | | 19,772 | |
| | |
Big Yellow Group PLC | | | 7,509 | | | | 112,601 | |
| | |
Bodycote PLC | | | 9,410 | | | | 95,894 | |
| | |
Brewin Dolphin Holdings PLC | | | 34,135 | | | | 142,316 | |
| | |
CareTech Holdings PLC | | | 6,863 | | | | 48,971 | |
| | |
Chemring Group PLC(a) | | | 10,588 | | | | 41,321 | |
| | |
Chesnara PLC | | | 9,419 | | | | 38,368 | |
| | |
Clarkson PLC | | | 2,008 | | | | 74,111 | |
| | |
Clinigen Group PLC | | | 2,727 | | | | 25,162 | |
| | |
Clipper Logistics PLC | | | 6,391 | | | | 50,146 | |
| | |
Close Brothers Group PLC | | | 9,195 | | | | 173,705 | |
| | |
CLS Holdings PLC | | | 27,850 | | | | 85,466 | |
| | |
CMC Markets PLC(b) | | | 32,430 | | | | 173,331 | |
| | |
Craneware PLC(a) | | | 864 | | | | 27,164 | |
| | |
Cranswick PLC | | | 1,553 | | | | 74,725 | |
| | |
Daily Mail & General Trust PLC Class A Non-Voting Shares(a) | | | 7,968 | | | | 81,144 | |
| | |
Devro PLC | | | 14,170 | | | | 29,752 | |
| | |
Diversified Gas & Oil PLC | | | 109,950 | | | | 169,835 | |
| | |
Drax Group PLC | | | 35,772 | | | | 183,369 | |
| | |
EMIS Group PLC | | | 5,167 | | | | 76,422 | |
| | |
FDM Group Holdings PLC | | | 3,519 | | | | 54,068 | |
| | |
Ferrexpo PLC | | | 114,320 | | | | 441,618 | |
| | |
Gamesys Group PLC | | | 2,760 | | | | 43,010 | |
| | |
Gamma Communications PLC | | | 1,516 | | | | 34,089 | |
| | |
Great Portland Estates PLC | | | 9,134 | | | | 83,405 | |
| | |
Helical PLC | | | 6,186 | | | | 31,583 | |
| | |
Hilton Food Group PLC | | | 3,742 | | | | 56,982 | |
| | |
IG Design Group PLC | | | 3,505 | | | | 30,951 | |
| | |
Impax Asset Management Group PLC | | | 4,101 | | | | 39,129 | |
| | |
IntegraFin Holdings PLC | | | 8,265 | | | | 62,816 | |
| | |
iomart Group PLC(a) | | | 5,361 | | | | 23,450 | |
| | |
James Fisher & Sons PLC | | | 1,411 | | | | 18,265 | |
| | |
James Halstead PLC | | | 2,498 | | | | 16,663 | |
| | |
John Laing Group PLC(b) | | | 26,251 | | | | 119,134 | |
| | |
Jupiter Fund Management PLC | | | 55,284 | | | | 213,411 | |
| | |
Learning Technologies Group PLC | | | 8,677 | | | | 21,587 | |
| | |
Liontrust Asset Management PLC | | | 2,613 | | | | 46,434 | |
| | |
Lookers PLC*† | | | 30,352 | | | | 6,535 | |
| | |
Luceco PLC(b) | | | 6,323 | | | | 22,127 | |
| | |
Moneysupermarket.com Group PLC | | | 40,363 | | | | 143,784 | |
| | |
NCC Group PLC | | | 13,372 | | | | 46,063 | |
| | |
Nichols PLC(a) | | | 1,971 | | | | 36,372 | |
| | |
PayPoint PLC(a) | | | 13,283 | | | | 118,748 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | |
| | |
Polar Capital Holdings PLC | | | 10,890 | | | $ | 103,607 | |
| | |
PZ Cussons PLC | | | 26,638 | | | | 83,749 | |
| | |
QinetiQ Group PLC | | | 6,974 | | | | 30,487 | |
| | |
RWS Holdings PLC | | | 7,185 | | | | 52,643 | |
| | |
Sabre Insurance Group PLC(b) | | | 21,514 | | | | 81,315 | |
| | |
Safestore Holdings PLC | | | 11,540 | | | | 123,042 | |
| | |
Serica Energy PLC | | | 16,656 | | | | 26,183 | |
| | |
Smart Metering Systems PLC | | | 5,307 | | | | 51,579 | |
| | |
Spirent Communications PLC | | | 15,268 | | | | 55,098 | |
| | |
Stock Spirits Group PLC | | | 20,657 | | | | 75,675 | |
| | |
TalkTalk Telecom Group PLC(a) | | | 49,542 | | | | 66,367 | |
| | |
Telecom Plus PLC | | | 8,008 | | | | 156,973 | |
| | |
TORM PLC | | | 15,290 | | | | 113,101 | |
| | |
TP ICAP PLC | | | 75,161 | | | | 244,730 | |
| | |
Ultra Electronics Holdings PLC | | | 4,169 | | | | 118,079 | |
| | |
Volex PLC | | | 5,886 | | | | 24,781 | |
| | |
Workspace Group PLC | | | 17,564 | | | | 184,630 | |
| | |
XPS Pensions Group PLC | | | 10,821 | | | | 19,155 | |
| | |
YouGov PLC | | | 1,236 | | | | 17,656 | |
| | | | | | | | |
Total United Kingdom | | | | 5,179,764 | |
TOTAL COMMON STOCKS (Cost: $33,827,157) | | | | 37,449,448 | |
|
RIGHTS – 0.0% | |
|
Australia – 0.0% | |
| | |
IGO NL, expiring 1/15/21* | | | 2,794 | | | | 3,838 | |
| | |
MACA Ltd., expiring 1/8/21* | | | 4,376 | | | | 658 | |
| | | | | | | | |
Total Australia | | | | 4,496 | |
|
Spain – 0.0% | |
| | |
Faes Farma S.A., expiring 1/25/21* | | | 25,093 | | | | 5,127 | |
TOTAL RIGHTS (Cost: $5,093) | | | | 9,623 | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.1% | |
|
United States – 3.1% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(c) | | | | | | | | |
(Cost: $1,163,807) | | | 1,163,807 | | | | 1,163,807 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 103.5% (Cost: $34,996,057) | | | | 38,622,878 | |
| |
Other Assets less Liabilities – (3.5)% | | | | (1,307,126 | ) |
| | | | | |
NET ASSETS – 100.0% | | | $ | 37,315,752 | |
* | Non-income producing security. |
‡ | Share amount represents a fractional share. |
† | Security is being fair valued using significant unobservable inputs by a pricing committee under the direction of the Board of Trustees. The aggregate value of fair valued securities is $19,550, which represents 0.05% of net assets. |
(a) | Security, or portion thereof, was on loan at December 31, 2020 (See Note 2). At December 31, 2020, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $3,274,492. The Fund also had securities on loan having a total market value of $850 that were sold and pending settlement. The total market value of the collateral held by the Fund was $3,452,604. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $2,288,797. |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(c) | Rate shown represents annualized 7-day yield as of December 31, 2020. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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. | | | 1/6/2021 | | | | 220,842 | | | | AUD | | | | 170,416 | | | | USD | | | $ | — | | | $ | (1 | ) |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 29,807 | | | | CHF | | | | 33,721 | | | | USD | | | | — | | | | (0 | )^ |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 91,337 | | | | DKK | | | | 15,014 | | | | USD | | | | — | | | | (0 | )^ |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 160,036 | | | | EUR | | | | 195,819 | | | | USD | | | | — | | | | (2 | ) |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 119,799 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (10 | ) |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 160,388 | | | | ILS | | | | 49,954 | | | | USD | | | | — | | | | (1 | ) |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 34,359,160 | | | | JPY | | | | 332,797 | | | | USD | | | | 0 | ^ | | | — | |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 394,136 | | | | NOK | | | | 46,033 | | | | USD | | | | 0 | ^ | | | — | |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 60,180 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (1 | ) |
| | | | | | | |
Bank of America N.A. | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,778 | | | | AUD | | | | — | | | | (8,079 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,827 | | | | CHF | | | | — | | | | (777 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,368 | | | | DKK | | | | — | | | | (331 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,337 | | | | EUR | | | | — | | | | (4,298 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,966 | | | | GBP | | | | — | | | | (3,857 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,902 | | | | ILS | | | | — | | | | (1,472 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,060,882 | | | | JPY | | | | — | | | | (3,082 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,157 | | | | NOK | | | | — | | | | (1,591 | ) |
Bank of America N.A. | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,682 | | �� | | SGD | | | | — | | | | (628 | ) |
Bank of America N.A. | | | 1/7/2021 | | | | 302,878 | | | | SEK | | | | 36,881 | | | | USD | | | | 0 | ^ | | | — | |
Bank of America N.A. | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,578 | | | | SEK | | | | — | | | | (1,500 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,049 | | | | AUD | | | | — | | | | (8 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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. | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,756 | | | | CHF | | | $ | — | | | $ | (2 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,875 | | | | DKK | | | | — | | | | (1 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,014 | | | | EUR | | | | — | | | | (9 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,938 | | | | GBP | | | | 2 | | | | — | |
Bank of America N.A. | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,100 | | | | ILS | | | | — | | | | (12 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,495,081 | | | | JPY | | | | — | | | | (18 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,688 | | | | NOK | | | | — | | | | (3 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,009 | | | | SEK | | | | — | | | | (2 | ) |
Bank of America N.A. | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,803 | | | | SGD | | | | — | | | | (1 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 220,850 | | | | AUD | | | | 170,416 | | | | USD | | | | 5 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 29,808 | | | | CHF | | | | 33,721 | | | | USD | | | | 2 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 91,339 | | | | DKK | | | | 15,014 | | | | USD | | | | 1 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 160,044 | | | | EUR | | | | 195,819 | | | | USD | | | | 8 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 119,809 | | | | GBP | | | | 163,771 | | | | USD | | | | 4 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 160,707 | | | | ILS | | | | 49,954 | | | | USD | | | | 99 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 34,360,125 | | | | JPY | | | | 332,797 | | | | USD | | | | 9 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 394,816 | | | | NOK | | | | 46,033 | | | | USD | | | | 80 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 60,195 | | | | SGD | | | | 45,535 | | | | USD | | | | 11 | | | | — | |
Bank of Montreal | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,774 | | | | AUD | | | | — | | | | (8,076 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,825 | | | | CHF | | | | — | | | | (775 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,364 | | | | DKK | | | | — | | | | (330 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,338 | | | | EUR | | | | — | | | | (4,300 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,967 | | | | GBP | | | | — | | | | (3,859 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,959 | | | | ILS | | | | — | | | | (1,489 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,061,555 | | | | JPY | | | | — | | | | (3,088 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,150 | | | | NOK | | | | — | | | | (1,590 | ) |
Bank of Montreal | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,685 | | | | SGD | | | | — | | | | (630 | ) |
Bank of Montreal | | | 1/7/2021 | | | | 303,092 | | | | SEK | | | | 36,881 | | | | USD | | | | 26 | | | | — | |
Bank of Montreal | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,555 | | | | SEK | | | | — | | | | (1,497 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,070 | | | | AUD | | | | — | | | | (24 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,758 | | | | CHF | | | | — | | | | (5 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,891 | | | | DKK | | | | — | | | | (4 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,024 | | | | EUR | | | | — | | | | (22 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,950 | | | | GBP | | | | — | | | | (13 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,456 | | | | ILS | | | | — | | | | (123 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,496,217 | | | | JPY | | | | — | | | | (29 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 417,402 | | | | NOK | | | | — | | | | (87 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,267 | | | | SEK | | | | — | | | | (34 | ) |
Bank of Montreal | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,820 | | | | SGD | | | | — | | | | (13 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 220,851 | | | | AUD | | | | 170,416 | | | | USD | | | | 6 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 29,808 | | | | CHF | | | | 33,721 | | | | USD | | | | 2 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 91,340 | | | | DKK | | | | 15,014 | | | | USD | | | | 1 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 160,045 | | | | EUR | | | | 195,819 | | | | USD | | | | 9 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 119,810 | | | | GBP | | | | 163,771 | | | | USD | | | | 5 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 160,396 | | | | ILS | | | | 49,954 | | | | USD | | | | 2 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 34,360,325 | | | | JPY | | | | 332,797 | | | | USD | | | | 11 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 394,140 | | | | NOK | | | | 46,033 | | | | USD | | | | 1 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 60,180 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (1 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,786 | | | | AUD | | | | — | | | | (8,085 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,826 | | | | CHF | | | | — | | | | (777 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,367 | | | | DKK | | | | — | | | | (330 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,345 | | | | EUR | | | | — | | | | (4,308 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,970 | | | | GBP | | | | — | | | | (3,862 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,935 | | | | ILS | | | | — | | | | (1,482 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,062,665 | | | | JPY | | | | — | | | | (3,099 | ) |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,156 | | | | NOK | | | | — | | | | (1,591 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
Counterparty | | Settlement Date | | | Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Unrealized Appreciation | | | Unrealized Depreciation | |
Canadian Imperial Bank of Commerce | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,682 | | | | SGD | | | $ | — | | | $ | (628 | ) |
Canadian Imperial Bank of Commerce | | | 1/7/2021 | | | | 302,893 | | | | SEK | | | | 36,881 | | | | USD | | | | 2 | | | | — | |
Canadian Imperial Bank of Commerce | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,565 | | | | SEK | | | | — | | | | (1,498 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,057 | | | | AUD | | | | — | | | | (14 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,757 | | | | CHF | | | | — | | | | (4 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,881 | | | | DKK | | | | — | | | | (2 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,021 | | | | EUR | | | | — | | | | (19 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,950 | | | | GBP | | | | — | | | | (14 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,222 | | | | ILS | | | | — | | | | (50 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,496,417 | | | | JPY | | | | — | | | | (31 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,699 | | | | NOK | | | | — | | | | (5 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,061 | | | | SEK | | | | — | | | | (8 | ) |
Canadian Imperial Bank of Commerce | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,803 | | | | SGD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 35,931 | | | | AUD | | | | 27,176 | | | | USD | | | | 550 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 220,840 | | | | AUD | | | | 170,416 | | | | USD | | | | — | | | | (3 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 63,102 | | | | AUD | | | | 48,694 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 4,768 | | | | CHF | | | | 5,378 | | | | USD | | | | 16 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 29,806 | | | | CHF | | | | 33,721 | | | | USD | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 8,524 | | | | CHF | | | | 9,643 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 14,572 | | | | DKK | | | | 2,394 | | | | USD | | | | 1 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 91,335 | | | | DKK | | | | 15,014 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 26,152 | | | | DKK | | | | 4,299 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 25,544 | | | | EUR | | | | 31,227 | | | | USD | | | | 28 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 160,032 | | | | EUR | | | | 195,819 | | | | USD | | | | — | | | | (7 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 45,732 | | | | EUR | | | | 55,959 | | | | USD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 19,594 | | | | GBP | | | | 26,116 | | | | USD | | | | 668 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 119,801 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (7 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 34,239 | | | | GBP | | | | 46,805 | | | | USD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 25,903 | | | | ILS | | | | 7,966 | | | | USD | | | | 102 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 160,385 | | | | ILS | | | | 49,954 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 45,826 | | | | ILS | | | | 14,273 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 5,488,292 | | | | JPY | | | | 53,070 | | | | USD | | | | 89 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 34,358,794 | | | | JPY | | | | 332,797 | | | | USD | | | | — | | | | (4 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 9,817,019 | | | | JPY | | | | 95,087 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 63,703 | | | | NOK | | | | 7,341 | | | | USD | | | | 99 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 394,124 | | | | NOK | | | | 46,033 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 112,664 | | | | NOK | | | | 13,159 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 9,688 | | | | SGD | | | | 7,261 | | | | USD | | | | 69 | | | | — | |
Citibank N.A. | | | 1/6/2021 | | | | 60,180 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 17,198 | | | | SGD | | | | 13,013 | | | | USD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 1/6/2021 | | | | 49,242 | | | | USD | | | | 66,805 | | | | AUD | | | | — | | | | (2,309 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,775 | | | | AUD | | | | — | | | | (8,077 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 9,743 | | | | USD | | | | 8,808 | | | | CHF | | | | — | | | | (221 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,825 | | | | CHF | | | | — | | | | (775 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 4,341 | | | | USD | | | | 26,982 | | | | DKK | | | | — | | | | (94 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,367 | | | | DKK | | | | — | | | | (330 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 56,582 | | | | USD | | | | 47,247 | | | | EUR | | | | — | | | | (1,228 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,336 | | | | EUR | | | | — | | | | (4,297 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 47,315 | | | | USD | | | | 35,418 | | | | GBP | | | | — | | | | (1,100 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,960 | | | | GBP | | | | — | | | | (3,849 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,908 | | | | ILS | | | | — | | | | (1,473 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 14,441 | | | | USD | | | | 47,719 | | | | ILS | | | | — | | | | (421 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,061,656 | | | | JPY | | | | — | | | | (3,089 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 96,147 | | | | USD | | | | 10,017,613 | | | | JPY | | | | — | | | | (882 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 13,304 | | | | USD | | | | 117,803 | | | | NOK | | | | — | | | | (455 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,161 | | | | NOK | | | | — | | | | (1,592 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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. | | | 1/6/2021 | | | | 13,162 | | | | USD | | | | 17,634 | | | | SGD | | | $ | — | | | $ | (180 | ) |
Citibank N.A. | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,687 | | | | SGD | | | | — | | | | (631 | ) |
Citibank N.A. | | | 1/7/2021 | | | | 48,617 | | | | SEK | | | | 5,881 | | | | USD | | | | 39 | | | | — | |
Citibank N.A. | | | 1/7/2021 | | | | 302,878 | | | | SEK | | | | 36,881 | | | | USD | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 1/7/2021 | | | | 86,640 | | | | SEK | | | | 10,550 | | | | USD | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,546 | | | | SEK | | | | — | | | | (1,496 | ) |
Citibank N.A. | | | 1/7/2021 | | | | 10,663 | | | | USD | | | | 91,080 | | | | SEK | | | | — | | | | (428 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,056 | | | | AUD | | | | — | | | | (13 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 51,847 | | | | USD | | | | 67,173 | | | | AUD | | | | — | | | | (4 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,755 | | | | CHF | | | | — | | | | (1 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 9,951 | | | | USD | | | | 8,788 | | | | CHF | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,873 | | | | DKK | | | | — | | | | (1 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 4,748 | | | | USD | | | | 28,868 | | | | DKK | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,010 | | | | EUR | | | | — | | | | (5 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 58,424 | | | | USD | | | | 47,717 | | | | EUR | | | | — | | | | (1 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,935 | | | | GBP | | | | 7 | | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 51,554 | | | | USD | | | | 37,705 | | | | GBP | | | | 2 | | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,048 | | | | ILS | | | | 4 | | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 15,327 | | | | USD | | | | 49,183 | | | | ILS | | | | 1 | | | | — | |
Citibank N.A. | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,494,947 | | | | JPY | | | | — | | | | (17 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 95,494 | | | | USD | | | | 9,856,289 | | | | JPY | | | | — | | | | (5 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,695 | | | | NOK | | | | — | | | | (4 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 13,910 | | | | USD | | | | 119,110 | | | | NOK | | | | — | | | | (1 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,011 | | | | SEK | | | | — | | | | (2 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 11,392 | | | | USD | | | | 93,528 | | | | SEK | | | | — | | | | (1 | ) |
Citibank N.A. | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,802 | | | | SGD | | | | — | | | | (0 | )^ |
Citibank N.A. | | | 2/3/2021 | | | | 12,940 | | | | USD | | | | 17,102 | | | | SGD | | | | 0 | ^ | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 220,846 | | | | AUD | | | | 170,416 | | | | USD | | | | 2 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 29,808 | | | | CHF | | | | 33,721 | | | | USD | | | | 1 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 91,338 | | | | DKK | | | | 15,014 | | | | USD | | | | 0 | ^ | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 160,046 | | | | EUR | | | | 195,819 | | | | USD | | | | 10 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 119,808 | | | | GBP | | | | 163,771 | | | | USD | | | | 2 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 160,392 | | | | ILS | | | | 49,954 | | | | USD | | | | 1 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 34,360,624 | | | | JPY | | | | 332,797 | | | | USD | | | | 14 | | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 394,132 | | | | NOK | | | | 46,033 | | | | USD | | | | 0 | ^ | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 60,181 | | | | SGD | | | | 45,535 | | | | USD | | | | 0 | ^ | | | — | |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,781 | | | | AUD | | | | — | | | | (8,081 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,826 | | | | CHF | | | | — | | | | (776 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,365 | | | | DKK | | | | — | | | | (330 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,344 | | | | EUR | | | | — | | | | (4,308 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,970 | | | | GBP | | | | — | | | | (3,862 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,907 | | | | ILS | | | | — | | | | (1,473 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,062,430 | | | | JPY | | | | — | | | | (3,097 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,150 | | | | NOK | | | | — | | | | (1,590 | ) |
Commonwealth Bank of Australia | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,682 | | | | SGD | | | | — | | | | (627 | ) |
Commonwealth Bank of Australia | | | 1/7/2021 | | | | 302,887 | | | | SEK | | | | 36,881 | | | | USD | | | | 1 | | | | — | |
Commonwealth Bank of Australia | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,567 | | | | SEK | | | | — | | | | (1,499 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,052 | | | | AUD | | | | — | | | | (10 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,756 | | | | CHF | | | | — | | | | (2 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,872 | | | | DKK | | | | — | | | | (1 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,021 | | | | EUR | | | | — | | | | (19 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,945 | | | | GBP | | | | — | | | | (7 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,059 | | | | ILS | | | | 1 | | | | — | |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,496,384 | | | | JPY | | | | — | | | | (31 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,684 | | | | NOK | | | | — | | | | (3 | ) |
Commonwealth Bank of Australia | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,015 | | | | SEK | | | | — | | | | (3 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,803 | | | | SGD | | | $ | — | | | $ | (1 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 220,829 | | | | AUD | | | | 170,416 | | | | USD | | | | — | | | | (11 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 29,805 | | | | CHF | | | | 33,721 | | | | USD | | | | — | | | | (1 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 91,336 | | | | DKK | | | | 15,014 | | | | USD | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 1/6/2021 | | | | 160,034 | | | | EUR | | | | 195,819 | | | | USD | | | | — | | | | (4 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 119,798 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (11 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 160,376 | | | | ILS | | | | 49,954 | | | | USD | | | | — | | | | (4 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 34,358,494 | | | | JPY | | | | 332,797 | | | | USD | | | | — | | | | (6 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 394,138 | | | | NOK | | | | 46,033 | | | | USD | | | | 1 | | | | — | |
Credit Suisse International | | | 1/6/2021 | | | | 60,178 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (3 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,793 | | | | AUD | | | | — | | | | (8,091 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,828 | | | | CHF | | | | — | | | | (778 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,367 | | | | DKK | | | | — | | | | (330 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,346 | | | | EUR | | | | — | | | | (4,309 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,977 | | | | GBP | | | | — | | | | (3,873 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,914 | | | | ILS | | | | — | | | | (1,475 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,063,069 | | | | JPY | | | | — | | | | (3,103 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,152 | | | | NOK | | | | — | | | | (1,591 | ) |
Credit Suisse International | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,683 | | | | SGD | | | | — | | | | (628 | ) |
Credit Suisse International | | | 1/7/2021 | | | | 302,879 | | | | SEK | | | | 36,881 | | | | USD | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,566 | | | | SEK | | | | — | | | | (1,498 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,082 | | | | AUD | | | | — | | | | (34 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,758 | | | | CHF | | | | — | | | | (5 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,878 | | | | DKK | | | | — | | | | (2 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,023 | | | | EUR | | | | — | | | | (21 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,939 | | | | GBP | | | | 1 | | | | — | |
Credit Suisse International | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,113 | | | | ILS | | | | — | | | | (16 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,496,919 | | | | JPY | | | | — | | | | (36 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,695 | | | | NOK | | | | — | | | | (4 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,019 | | | | SEK | | | | — | | | | (3 | ) |
Credit Suisse International | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,804 | | | | SGD | | | | — | | | | (1 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 220,845 | | | | AUD | | | | 170,416 | | | | USD | | | | 1 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 29,807 | | | | CHF | | | | 33,721 | | | | USD | | | | 0 | ^ | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 91,332 | | | | DKK | | | | 15,014 | | | | USD | | | | — | | | | (1 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 160,039 | | | | EUR | | | | 195,819 | | | | USD | | | | 2 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 119,802 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (6 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 160,389 | | | | ILS | | | | 49,954 | | | | USD | | | | 0 | ^ | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 34,359,792 | | | | JPY | | | | 332,797 | | | | USD | | | | 6 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 394,138 | | | | NOK | | | | 46,033 | | | | USD | | | | 1 | | | | — | |
Goldman Sachs | | | 1/6/2021 | | | | 60,178 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (2 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,775 | | | | AUD | | | | — | | | | (8,077 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,825 | | | | CHF | | | | — | | | | (775 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,365 | | | | DKK | | | | — | | | | (330 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,339 | | | | EUR | | | | — | | | | (4,301 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,965 | | | | GBP | | | | — | | | | (3,856 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,911 | | | | ILS | | | | — | | | | (1,474 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,061,521 | | | | JPY | | | | — | | | | (3,088 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,144 | | | | NOK | | | | — | | | | (1,590 | ) |
Goldman Sachs | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,683 | | | | SGD | | | | — | | | | (628 | ) |
Goldman Sachs | | | 1/7/2021 | | | | 302,882 | | | | SEK | | | | 36,881 | | | | USD | | | | 1 | | | | — | |
Goldman Sachs | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,568 | | | | SEK | | | | — | | | | (1,499 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,056 | | | | AUD | | | | — | | | | (13 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,755 | | | | CHF | | | | — | | | | (1 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,867 | | | | DKK | | | | — | | | | (0 | )^ |
Goldman Sachs | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,016 | | | | EUR | | | | — | | | | (13 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,937 | | | | GBP | | | | 4 | | | | — | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
Counterparty | | Settlement Date | | | Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Unrealized Appreciation | | | Unrealized Depreciation | |
Goldman Sachs | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,072 | | | | ILS | | | $ | — | | | $ | (3 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,495,047 | | | | JPY | | | | — | | | | (18 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,685 | | | | NOK | | | | — | | | | (3 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,009 | | | | SEK | | | | — | | | | (2 | ) |
Goldman Sachs | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,801 | | | | SGD | | | | 1 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 220,848 | | | | AUD | | | | 170,416 | | | | USD | | | | 3 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 29,807 | | | | CHF | | | | 33,721 | | | | USD | | | | 0 | ^ | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 91,337 | | | | DKK | | | | 15,014 | | | | USD | | | | — | | | | (0 | )^ |
HSBC Holdings PLC | | | 1/6/2021 | | | | 160,037 | | | | EUR | | | | 195,819 | | | | USD | | | | — | | | | (1 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 119,808 | | | | GBP | | | | 163,771 | | | | USD | | | | 2 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 160,395 | | | | ILS | | | | 49,954 | | | | USD | | | | 2 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 34,359,726 | | | | JPY | | | | 332,797 | | | | USD | | | | 5 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 394,132 | | | | NOK | | | | 46,033 | | | | USD | | | | 0 | | | | — | |
HSBC Holdings PLC | | | 1/6/2021 | | | | 60,180 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (1 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,778 | | | | AUD | | | | — | | | | (8,079 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,826 | | | | CHF | | | | — | | | | (776 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,363 | | | | DKK | | | | — | | | | (330 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,341 | | | | EUR | | | | — | | | | (4,303 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,969 | | | | GBP | | | | — | | | | (3,861 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,914 | | | | ILS | | | | — | | | | (1,475 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,062,531 | | | | JPY | | | | — | | | | (3,098 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,148 | | | | NOK | | | | — | | | | (1,590 | ) |
HSBC Holdings PLC | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,682 | | | | SGD | | | | — | | | | (627 | ) |
HSBC Holdings PLC | | | 1/7/2021 | | | | 302,886 | | | | SEK | | | | 36,881 | | | | USD | | | | 1 | | | | — | |
HSBC Holdings PLC | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,552 | | | | SEK | | | | — | | | | (1,497 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,057 | | | | AUD | | | | — | | | | (14 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,756 | | | | CHF | | | | — | | | | (2 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,873 | | | | DKK | | | | — | | | | (1 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,018 | | | | EUR | | | | — | | | | (15 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,945 | | | | GBP | | | | — | | | | (7 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,107 | | | | ILS | | | | — | | | | (14 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,496,217 | | | | JPY | | | | — | | | | (29 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,659 | | | | NOK | | | | 0 | ^ | | | — | |
HSBC Holdings PLC | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,003 | | | | SEK | | | | — | | | | (1 | ) |
HSBC Holdings PLC | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,802 | | | | SGD | | | | 0 | ^ | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 220,846 | | | | AUD | | | | 170,416 | | | | USD | | | | 2 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 29,807 | | | | CHF | | | | 33,721 | | | | USD | | | | 0 | ^ | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 91,337 | | | | DKK | | | | 15,014 | | | | USD | | | | 0 | ^ | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 160,038 | | | | EUR | | | | 195,819 | | | | USD | | | | 0 | ^ | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 119,802 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (6 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 160,388 | | | | ILS | | | | 49,954 | | | | USD | | | | — | | | | (1 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 34,359,226 | | | | JPY | | | | 332,797 | | | | USD | | | | 1 | | | | — | |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 394,136 | | | | NOK | | | | 46,033 | | | | USD | | | | — | | | | (0 | )^ |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 60,179 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (2 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,773 | | | | AUD | | | | — | | | | (8,075 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,825 | | | | CHF | | | | — | | | | (775 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,363 | | | | DKK | | | | — | | | | (330 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,337 | | | | EUR | | | | — | | | | (4,299 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,968 | | | | GBP | | | | — | | | | (3,860 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,906 | | | | ILS | | | | — | | | | (1,473 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,061,791 | | | | JPY | | | | — | | | | (3,091 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,137 | | | | NOK | | | | — | | | | (1,589 | ) |
JP Morgan Chase Bank N.A. | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,682 | | | | SGD | | | | — | | | | (628 | ) |
JP Morgan Chase Bank N.A. | | | 1/7/2021 | | | | 302,878 | | | | SEK | | | | 36,881 | | | | USD | | | | — | | | | (0 | )^ |
JP Morgan Chase Bank N.A. | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,554 | | | | SEK | | | | — | | | | (1,497 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,056 | | | | AUD | | | | — | | | | (14 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,755 | | | | CHF | | | $ | — | | | $ | (1 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,871 | | | | DKK | | | | — | | | | (1 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,014 | | | | EUR | | | | — | | | | (10 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,939 | | | | GBP | | | | 2 | | | | — | |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,067 | | | | ILS | | | | — | | | | (2 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,495,081 | | | | JPY | | | | — | | | | (18 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,667 | | | | NOK | | | | — | | | | (1 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,008 | | | | SEK | | | | — | | | | (2 | ) |
JP Morgan Chase Bank N.A. | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,803 | | | | SGD | | | | 0 | ^ | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 220,846 | | | | AUD | | | | 170,416 | | | | USD | | | | 2 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 29,807 | | | | CHF | | | | 33,721 | | | | USD | | | | 0 | ^ | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 91,339 | | | | DKK | | | | 15,014 | | | | USD | | | | 1 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 160,041 | | | | EUR | | | | 195,819 | | | | USD | | | | 4 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 119,801 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (7 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 160,742 | | | | ILS | | | | 49,954 | | | | USD | | | | 110 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 34,359,493 | | | | JPY | | | | 332,797 | | | | USD | | | | 3 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 394,143 | | | | NOK | | | | 46,033 | | | | USD | | | | 1 | | | | — | |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 60,179 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (2 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,788 | | | | AUD | | | | — | | | | (8,087 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,825 | | | | CHF | | | | — | | | | (775 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,364 | | | | DKK | | | | — | | | | (330 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,343 | | | | EUR | | | | — | | | | (4,306 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,967 | | | | GBP | | | | — | | | | (3,859 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,899 | | | | ILS | | | | — | | | | (1,471 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,062,396 | | | | JPY | | | | — | | | | (3,096 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,154 | | | | NOK | | | | — | | | | (1,591 | ) |
Morgan Stanley & Co. International | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,683 | | | | SGD | | | | — | | | | (628 | ) |
Morgan Stanley & Co. International | | | 1/7/2021 | | | | 302,888 | | | | SEK | | | | 36,881 | | | | USD | | | | 1 | | | | — | |
Morgan Stanley & Co. International | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,559 | | | | SEK | | | | — | | | | (1,498 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,055 | | | | AUD | | | | — | | | | (13 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,755 | | | | CHF | | | | — | | | | (2 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,876 | | | | DKK | | | | — | | | | (1 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,020 | | | | EUR | | | | — | | | | (17 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,933 | | | | GBP | | | | 9 | | | | — | |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,575 | | | | ILS | | | | — | | | | (160 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,495,916 | | | | JPY | | | | — | | | | (26 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,692 | | | | NOK | | | | — | | | | (4 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,013 | | | | SEK | | | | — | | | | (3 | ) |
Morgan Stanley & Co. International | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,802 | | | | SGD | | | | 0 | ^ | | | — | |
Royal Bank of Canada | | | 1/6/2021 | | | | 220,841 | | | | AUD | | | | 170,416 | | | | USD | | | | — | | | | (2 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 29,806 | | | | CHF | | | | 33,721 | | | | USD | | | | — | | | | (1 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 91,335 | | | | DKK | | | | 15,014 | | | | USD | | | | 0 | ^ | | | — | |
Royal Bank of Canada | | | 1/6/2021 | | | | 160,033 | | | | EUR | | | | 195,819 | | | | USD | | | | — | | | | (5 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 119,805 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (2 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 160,386 | | | | ILS | | | | 49,954 | | | | USD | | | | — | | | | (1 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 34,358,328 | | | | JPY | | | | 332,797 | | | | USD | | | | — | | | | (8 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 394,127 | | | | NOK | | | | 46,033 | | | | USD | | | | — | | | | (1 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 60,181 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (0 | )^ |
Royal Bank of Canada | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,775 | | | | AUD | | | | — | | | | (8,077 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,825 | | | | CHF | | | | — | | | | (775 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,368 | | | | DKK | | | | — | | | | (330 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,337 | | | | EUR | | | | — | | | | (4,299 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,967 | | | | GBP | | | | — | | | | (3,858 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,919 | | | | ILS | | | | — | | | | (1,477 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,061,084 | | | | JPY | | | | — | | | | (3,084 | ) |
Royal Bank of Canada | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,168 | | | | NOK | | | | — | | | | (1,593 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
Counterparty | | Settlement Date | | | Amount and Description of Currency to be Purchased | | | Amount and Description of Currency to be Sold | | | Unrealized Appreciation | | | Unrealized Depreciation | |
Royal Bank of Canada | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,682 | | | | SGD | | | $ | — | | | $ | (628 | ) |
Royal Bank of Canada | | | 1/7/2021 | | | | 302,873 | | | | SEK | | | | 36,881 | | | | USD | | | | 0 | ^ | | | — | |
Royal Bank of Canada | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,554 | | | | SEK | | | | — | | | | (1,497 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,058 | | | | AUD | | | | — | | | | (15 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,755 | | | | CHF | | | | — | | | | (1 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,872 | | | | DKK | | | | — | | | | (1 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,010 | | | | EUR | | | | — | | | | (5 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,944 | | | | GBP | | | | — | | | | (5 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,081 | | | | ILS | | | | — | | | | (6 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,494,379 | | | | JPY | | | | — | | | | (12 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,660 | | | | NOK | | | | 0 | ^ | | | — | |
Royal Bank of Canada | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,007 | | | | SEK | | | | — | | | | (2 | ) |
Royal Bank of Canada | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,803 | | | | SGD | | | | — | | | | (1 | ) |
Societe Generale | | | 1/6/2021 | | | | 220,838 | | | | AUD | | | | 170,416 | | | | USD | | | | — | | | | (4 | ) |
Societe Generale | | | 1/6/2021 | | | | 29,807 | | | | CHF | | | | 33,721 | | | | USD | | | | 0 | ^ | | | — | |
Societe Generale | | | 1/6/2021 | | | | 91,337 | | | | DKK | | | | 15,014 | | | | USD | | | | 0 | ^ | | | — | |
Societe Generale | | | 1/6/2021 | | | | 160,042 | | | | EUR | | | | 195,819 | | | | USD | | | | 5 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 119,806 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (1 | ) |
Societe Generale | | | 1/6/2021 | | | | 160,390 | | | | ILS | | | | 49,954 | | | | USD | | | | 0 | ^ | | | — | |
Societe Generale | | | 1/6/2021 | | | | 34,359,959 | | | | JPY | | | | 332,797 | | | | USD | | | | 8 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 394,143 | | | | NOK | | | | 46,033 | | | | USD | | | | 1 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 60,182 | | | | SGD | | | | 45,535 | | | | USD | | | | 1 | | | | — | |
Societe Generale | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,785 | | | | AUD | | | | — | | | | (8,084 | ) |
Societe Generale | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,826 | | | | CHF | | | | — | | | | (776 | ) |
Societe Generale | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,371 | | | | DKK | | | | — | | | | (331 | ) |
Societe Generale | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,343 | | | | EUR | | | | — | | | | (4,306 | ) |
Societe Generale | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,972 | | | | GBP | | | | — | | | | (3,865 | ) |
Societe Generale | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,918 | | | | ILS | | | | — | | | | (1,476 | ) |
Societe Generale | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,063,540 | | | | JPY | | | | — | | | | (3,108 | ) |
Societe Generale | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,136 | | | | NOK | | | | — | | | | (1,589 | ) |
Societe Generale | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,684 | | | | SGD | | | | — | | | | (629 | ) |
Societe Generale | | | 1/7/2021 | | | | 302,880 | | | | SEK | | | | 36,881 | | | | USD | | | | 0 | ^ | | | — | |
Societe Generale | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,571 | | | | SEK | | | | — | | | | (1,499 | ) |
Societe Generale | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,058 | | | | AUD | | | | — | | | | (15 | ) |
Societe Generale | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,756 | | | | CHF | | | | — | | | | (3 | ) |
Societe Generale | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,873 | | | | DKK | | | | — | | | | (1 | ) |
Societe Generale | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,032 | | | | EUR | | | | — | | | | (32 | ) |
Societe Generale | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,945 | | | | GBP | | | | — | | | | (7 | ) |
Societe Generale | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,108 | | | | ILS | | | | — | | | | (14 | ) |
Societe Generale | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,496,384 | | | | JPY | | | | — | | | | (31 | ) |
Societe Generale | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,694 | | | | NOK | | | | — | | | | (4 | ) |
Societe Generale | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,007 | | | | SEK | | | | — | | | | (2 | ) |
Societe Generale | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,805 | | | | SGD | | | | — | | | | (2 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 220,857 | | | | AUD | | | | 170,416 | | | | USD | | | | 10 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 29,808 | | | | CHF | | | | 33,721 | | | | USD | | | | 2 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 91,336 | | | | DKK | | | | 15,014 | | | | USD | | | | 0 | ^ | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 160,035 | | | | EUR | | | | 195,819 | | | | USD | | | | — | | | | (3 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 119,818 | | | | GBP | | | | 163,771 | | | | USD | | | | 16 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 160,507 | | | | ILS | | | | 49,954 | | | | USD | | | | 37 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 34,361,290 | | | | JPY | | | | 332,797 | | | | USD | | | | 21 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 394,599 | | | | NOK | | | | 46,033 | | | | USD | | | | 55 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 60,184 | | | | SGD | | | | 45,535 | | | | USD | | | | 2 | | | | — | |
Standard Chartered Bank | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,770 | | | | AUD | | | | — | | | | (8,073 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,826 | | | | CHF | | | | — | | | | (776 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,347 | | | | DKK | | | | — | | | | (327 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,350 | | | | EUR | | | | — | | | | (4,314 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | |
Standard Chartered Bank | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 124,087 | | | | GBP | | | $ | — | | | $ | (4,022 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,914 | | | | ILS | | | | — | | | | (1,475 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,063,877 | | | | JPY | | | | — | | | | (3,111 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 411,947 | | | | NOK | | | | — | | | | (1,567 | ) |
Standard Chartered Bank | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,683 | | | | SGD | | | | — | | | | (629 | ) |
Standard Chartered Bank | | | 1/7/2021 | | | | 303,199 | | | | SEK | | | | 36,881 | | | | USD | | | | 39 | | | | — | |
Standard Chartered Bank | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,505 | | | | SEK | | | | — | | | | (1,491 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,070 | | | | AUD | | | | — | | | | (24 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,757 | | | | CHF | | | | — | | | | (4 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,855 | | | | DKK | | | | 2 | | | | — | |
Standard Chartered Bank | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,008 | | | | EUR | | | | — | | | | (2 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,956 | | | | GBP | | | | — | | | | (22 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,263 | | | | ILS | | | | — | | | | (62 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,496,050 | | | | JPY | | | | — | | | | (28 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 417,178 | | | | NOK | | | | — | | | | (61 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,379 | | | | SEK | | | | — | | | | (47 | ) |
Standard Chartered Bank | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,806 | | | | SGD | | | | — | | | | (3 | ) |
UBS AG | | | 1/6/2021 | | | | 220,844 | | | | AUD | | | | 170,416 | | | | USD | | | | 1 | | | | — | |
UBS AG | | | 1/6/2021 | | | | 29,807 | | | | CHF | | | | 33,721 | | | | USD | | | | 0 | ^ | | | — | |
UBS AG | | | 1/6/2021 | | | | 91,335 | | | | DKK | | | | 15,014 | | | | USD | | | | 0 | ^ | | | — | |
UBS AG | | | 1/6/2021 | | | | 160,036 | | | | EUR | | | | 195,819 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 1/6/2021 | | | | 119,805 | | | | GBP | | | | 163,771 | | | | USD | | | | — | | | | (2 | ) |
UBS AG | | | 1/6/2021 | | | | 160,385 | | | | ILS | | | | 49,954 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 1/6/2021 | | | | 34,359,659 | | | | JPY | | | | 332,797 | | | | USD | | | | 5 | | | | — | |
UBS AG | | | 1/6/2021 | | | | 394,129 | | | | NOK | | | | 46,033 | | | | USD | | | | — | | | | (0 | )^ |
UBS AG | | | 1/6/2021 | | | | 60,179 | | | | SGD | | | | 45,535 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 1/6/2021 | | | | 172,318 | | | | USD | | | | 233,780 | | | | AUD | | | | — | | | | (8,081 | ) |
UBS AG | | | 1/6/2021 | | | | 34,098 | | | | USD | | | | 30,825 | | | | CHF | | | | — | | | | (775 | ) |
UBS AG | | | 1/6/2021 | | | | 15,182 | | | | USD | | | | 94,369 | | | | DKK | | | | — | | | | (331 | ) |
UBS AG | | | 1/6/2021 | | | | 198,005 | | | | USD | | | | 165,339 | | | | EUR | | | | — | | | | (4,300 | ) |
UBS AG | | | 1/6/2021 | | | | 165,600 | | | | USD | | | | 123,969 | | | | GBP | | | | — | | | | (3,860 | ) |
UBS AG | | | 1/6/2021 | | | | 50,511 | | | | USD | | | | 166,915 | | | | ILS | | | | — | | | | (1,476 | ) |
UBS AG | | | 1/6/2021 | | | | 336,512 | | | | USD | | | | 35,060,041 | | | | JPY | | | | — | | | | (3,074 | ) |
UBS AG | | | 1/6/2021 | | | | 46,547 | | | | USD | | | | 412,145 | | | | NOK | | | | — | | | | (1,590 | ) |
UBS AG | | | 1/6/2021 | | | | 46,043 | | | | USD | | | | 61,682 | | | | SGD | | | | — | | | | (628 | ) |
UBS AG | | | 1/7/2021 | | | | 302,857 | | | | SEK | | | | 36,881 | | | | USD | | | | — | | | | (2 | ) |
UBS AG | | | 1/7/2021 | | | | 37,293 | | | | USD | | | | 318,546 | | | | SEK | | | | — | | | | (1,496 | ) |
UBS AG | | | 2/3/2021 | | | | 181,425 | | | | USD | | | | 235,050 | | | | AUD | | | | — | | | | (9 | ) |
UBS AG | | | 2/3/2021 | | | | 34,823 | | | | USD | | | | 30,755 | | | | CHF | | | | — | | | | (1 | ) |
UBS AG | | | 2/3/2021 | | | | 16,591 | | | | USD | | | | 100,876 | | | | DKK | | | | — | | | | (1 | ) |
UBS AG | | | 2/3/2021 | | | | 204,484 | | | | USD | | | | 167,018 | | | | EUR | | | | — | | | | (14 | ) |
UBS AG | | | 2/3/2021 | | | | 180,396 | | | | USD | | | | 131,946 | | | | GBP | | | | — | | | | (8 | ) |
UBS AG | | | 2/3/2021 | | | | 53,616 | | | | USD | | | | 172,120 | | | | ILS | | | | — | | | | (18 | ) |
UBS AG | | | 2/3/2021 | | | | 334,209 | | | | USD | | | | 34,495,749 | | | | JPY | | | | — | | | | (25 | ) |
UBS AG | | | 2/3/2021 | | | | 48,663 | | | | USD | | | | 416,691 | | | | NOK | | | | — | | | | (4 | ) |
UBS AG | | | 2/3/2021 | | | | 39,831 | | | | USD | | | | 327,004 | | | | SEK | | | | — | | | | (1 | ) |
UBS AG | | | 2/3/2021 | | | | 45,249 | | | | USD | | | | 59,813 | | | | SGD | | | | — | | | | (8 | ) |
| | | | | | | | | | | | | | | | | | | | | | $ | 2,365 | | | $ | (368,218 | ) |
^ | Amount represents less than $1. |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2020
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | | | | | |
Investments in Securities | | | | | | | | | | | | | | | | |
Common Stocks | |
Singapore | | $ | 1,318,505 | | | $ | — | | | $ | 13,015 | * | | $ | 1,331,520 | |
United Kingdom | | | 5,173,229 | | | | — | | | | 6,535 | * | | | 5,179,764 | |
Other | | | 30,938,164 | | | | — | | | | — | | | | 30,938,164 | |
Rights | | | — | | | | 9,623 | | | | — | | | | 9,623 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 1,163,807 | | | | — | | | | 1,163,807 | |
Total Investments in Securities | | $ | 37,429,898 | | | $ | 1,173,430 | | | $ | 19,550 | | | $ | 38,622,878 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | 2,365 | | | $ | — | | | $ | 2,365 | |
Liabilities: | | | | | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | (368,218 | ) | | $ | — | | | $ | (368,218 | ) |
Total – Net | | $ | 37,429,898 | | | $ | 807,577 | | | $ | 19,550 | | | $ | 38,257,025 | |
* | Securities are being fair valued using significant unobservable inputs by the Pricing Committee. |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Emerging Markets ESG Fund (RESE)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
COMMON STOCKS – 99.9% | | | | | | | | |
| | |
Brazil – 4.4% | | | | | | | | |
| | |
B3 S.A. – Brasil Bolsa Balcao | | | 16,921 | | | $ | 201,910 | |
| | |
Cia Energetica de Minas Gerais, Preference Shares | | | 47,877 | | | | 134,205 | |
| | |
Cia Siderurgica Nacional S.A. | | | 4,900 | | | | 30,046 | |
| | |
Cielo S.A. | | | 90,710 | | | | 69,855 | |
| | |
Equatorial Energia S.A. | | | 18,698 | | | | 83,371 | |
| | |
Itau Unibanco Holding S.A., Preference Shares | | | 40,242 | | | | 245,053 | |
| | |
Itausa S.A., Preference Shares | | | 52,626 | | | | 118,845 | |
| | |
Lojas Renner S.A. | | | 12,577 | | | | 105,426 | |
| | |
Porto Seguro S.A. | | | 8,673 | | | | 81,818 | |
| | |
Sul America S.A. | | | 11,778 | | | | 100,565 | |
| | |
Suzano S.A.* | | | 10,333 | | | | 116,456 | |
| | |
Telefonica Brasil S.A. | | | 13,892 | | | | 124,365 | |
| | |
WEG S.A. | | | 11,987 | | | | 174,790 | |
| | | | | | | | |
Total Brazil | | | | | | | 1,586,705 | |
| | |
Chile – 0.6% | | | | | | | | |
| | |
Banco Santander Chile | | | 2,329,248 | | | | 111,791 | |
| | |
Embotelladora Andina S.A. Class B, Preference Shares | | | 38,893 | | | | 100,120 | |
| | | | | | | | |
Total Chile | | | | | | | 211,911 | |
| | |
China – 35.3% | | | | | | | | |
| | |
3SBio, Inc.*(a)(b) | | | 100,000 | | | | 91,180 | |
| | |
A-Living Smart City Services Co., Ltd. Class H(a) | | | 21,250 | | | | 94,276 | |
| | |
Agile Group Holdings Ltd. | | | 46,000 | | | | 61,224 | |
| | |
Alibaba Group Holding Ltd. ADR* | | | 9,563 | | | | 2,225,597 | |
| | |
ANTA Sports Products Ltd. | | | 12,000 | | | | 190,202 | |
| | |
Autohome, Inc. ADR(b) | | | 517 | | | | 51,504 | |
| | |
BAIC Motor Corp., Ltd. Class H(a) | | | 152,500 | | | | 56,446 | |
| | |
Baidu, Inc. ADR* | | | 1,871 | | | | 404,585 | |
| | |
Bank of Hangzhou Co., Ltd. Class A | | | 27,500 | | | | 62,739 | |
| | |
Bank of Jiangsu Co., Ltd. Class A | | | 69,030 | | | | 57,632 | |
| | |
Beijing Kunlun Tech Co., Ltd. Class A | | | 28,000 | | | | 85,415 | |
| | |
BYD Co., Ltd. Class H(b) | | | 6,500 | | | | 170,341 | |
| | |
BYD Electronic International Co., Ltd.(b) | | | 10,000 | | | | 52,361 | |
| | |
C&S Paper Co., Ltd. Class A | | | 11,100 | | | | 35,423 | |
| | |
Changzhou Xingyu Automotive Lighting Systems Co., Ltd. Class A | | | 1,900 | | | | 58,251 | |
| | |
China Conch Venture Holdings Ltd. | | | 21,000 | | | | 102,104 | |
| | |
China Education Group Holdings Ltd. | | | 30,000 | | | | 57,804 | |
| | |
China Hongqiao Group Ltd. | | | 59,000 | | | | 54,025 | |
| | |
China Lesso Group Holdings Ltd. | | | 56,000 | | | | 87,678 | |
| | |
China Literature Ltd.*(a)(b) | | | 9,200 | | | | 72,199 | |
| | |
China Medical System Holdings Ltd. | | | 70,000 | | | | 78,181 | |
| | |
China Minsheng Banking Corp., Ltd. Class H | | | 106,500 | | | | 60,709 | |
| | |
China National Chemical Engineering Co., Ltd. Class A | | | 76,400 | | | | 68,575 | |
| | |
China National Medicines Corp. Ltd. Class A | | | 6,700 | | | | 50,518 | |
| | |
China Traditional Chinese Medicine Holdings Co., Ltd. | | | 82,000 | | | | 40,609 | |
| | |
Country Garden Holdings Co., Ltd. | | | 91,602 | | | | 126,643 | |
| | |
CSPC Pharmaceutical Group Ltd. | | | 106,160 | | | | 108,572 | |
| | |
Dali Foods Group Co., Ltd.(a) | | | 130,000 | | | | 74,273 | |
| | |
ENN Energy Holdings Ltd. | | | 10,500 | | | | 154,104 | |
| | |
Fosun International Ltd. | | | 70,500 | | | | 110,744 | |
| | |
Fuyao Glass Industry Group Co., Ltd. Class H(a)(b) | | | 4,800 | | | | 26,371 | |
| | |
GDS Holdings Ltd. ADR* | | | 690 | | | | 64,612 | |
| | |
Geely Automobile Holdings Ltd. | | | 64,000 | | | | 218,730 | |
| | |
GOME Retail Holdings Ltd.*(b) | | | 711,000 | | | | 85,278 | |
| | |
Great Wall Motor Co., Ltd. Class H | | | 84,500 | | | | 289,882 | |
| | |
Haitian International Holdings Ltd. | | | 28,000 | | | | 96,778 | |
| | |
Hengan International Group Co., Ltd. | | | 12,000 | | | | 84,964 | |
| | |
Hualan Biological Engineering, Inc. Class A | | | 10,700 | | | | 69,110 | |
| | |
JD.com, Inc. ADR* | | | 4,541 | | | | 399,154 | |
| | |
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd. Class A | | | 10,000 | | | | 43,136 | |
| | |
Joyoung Co., Ltd. Class A | | | 18,300 | | | | 89,656 | |
| | |
Kaisa Group Holdings Ltd.* | | | 140,000 | | | | 69,153 | |
| | |
Kingboard Holdings Ltd. | | | 10,500 | | | | 44,281 | |
| | |
Kingdee International Software Group Co., Ltd.* | | | 34,000 | | | | 138,563 | |
| | |
Kingsoft Corp., Ltd.(b) | | | 9,000 | | | | 58,036 | |
| | |
KWG Group Holdings Ltd. | | | 56,500 | | | | 77,093 | |
| | |
Lee & Man Paper Manufacturing Ltd. | | | 93,000 | | | | 76,162 | |
| | |
Li Ning Co., Ltd. | | | 25,500 | | | | 175,287 | |
| | |
Logan Group Co., Ltd. | | | 43,000 | | | | 70,430 | |
| | |
Longfor Group Holdings Ltd.(a) | | | 22,500 | | | | 131,741 | |
| | |
LONGi Green Energy Technology Co., Ltd. Class A | | | 3,200 | | | | 45,115 | |
| | |
Momo, Inc. ADR | | | 2,503 | | | | 34,942 | |
| | |
NetEase, Inc. ADR | | | 2,535 | | | | 242,777 | |
| | |
New Oriental Education & Technology Group, Inc. ADR* | | | 990 | | | | 183,952 | |
| | |
Nine Dragons Paper Holdings Ltd. | | | 49,000 | | | | 69,514 | |
| | |
Noah Holdings Ltd. ADR* | | | 2,224 | | | | 106,329 | |
| | |
Northeast Securities Co., Ltd. Class A | | | 48,600 | | | | 72,977 | |
| | |
Ping An Insurance Group Co. of China Ltd. Class H | | | 34,000 | | | | 416,567 | |
| | |
Shandong Linglong Tyre Co., Ltd. Class A | | | 3,200 | | | | 17,209 | |
| | |
Shandong Weigao Group Medical Polymer Co., Ltd. Class H | | | 52,000 | | | | 117,495 | |
| | |
Shanghai Fosun Pharmaceutical Group Co., Ltd. Class H | | | 20,000 | | | | 95,565 | |
| | |
Shanghai Jinjiang International Hotels Co., Ltd. Class A | | | 8,925 | | | | 70,324 | |
| | |
Shanghai Yuyuan Tourist Mart Group Co., Ltd. Class A | | | 48,000 | | | | 65,250 | |
| | |
Shanxi Taigang Stainless Steel Co., Ltd. Class A | | | 120,115 | | | | 66,304 | |
| | |
Shengyi Technology Co., Ltd. Class A | | | 12,000 | | | | 51,671 | |
| | |
Shenzhou International Group Holdings Ltd. | | | 8,300 | | | | 162,706 | |
| | |
SINA Corp.* | | | 1,298 | | | | 55,009 | |
| | |
Sunny Optical Technology Group Co., Ltd. | | | 4,200 | | | | 91,921 | |
| | |
Tangshan Jidong Cement Co., Ltd. Class A | | | 17,600 | | | | 38,081 | |
| | |
TCL Technology Group Corp. Class A | | | 84,400 | | | | 91,372 | |
| | |
Tencent Holdings Ltd. | | | 28,600 | | | | 2,080,308 | |
| | |
Tingyi Cayman Islands Holding Corp. | | | 48,000 | | | | 81,962 | |
| | |
Vipshop Holdings Ltd. ADR* | | | 4,933 | | | | 138,667 | |
| | |
Want Want China Holdings Ltd. | | | 129,000 | | | | 93,333 | |
| | |
Weibo Corp. ADR*(b) | | | 649 | | | | 26,602 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets ESG Fund (RESE)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Wuchan Zhongda Group Co., Ltd. Class A | | | 107,100 | | | $ | 71,566 | |
| | |
Xinjiang Goldwind Science & Technology Co., Ltd. Class H(b) | | | 40,200 | | | | 80,775 | |
| | |
Xinyi Solar Holdings Ltd. | | | 35,453 | | | | 92,589 | |
| | |
Yihai International Holding Ltd.* | | | 9,000 | | | | 133,482 | |
| | |
Yum China Holdings, Inc. | | | 3,233 | | | | 184,572 | |
| | |
Yuzhou Group Holdings Co., Ltd. | | | 222,000 | | | | 80,167 | |
| | |
Zhejiang Supor Co., Ltd. Class A | | | 5,600 | | | | 66,782 | |
| | |
Zhenro Properties Group Ltd. | | | 160,000 | | | | 96,365 | |
| | |
Zhongsheng Group Holdings Ltd. | | | 13,000 | | | | 92,631 | |
| | |
Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H(b) | | | 63,400 | | | | 76,042 | |
| | | | | | | | |
Total China | | | | | | | 12,743,254 | |
| | |
Hong Kong – 0.8% | | | | | | | | |
| | |
Kingboard Laminates Holdings Ltd. | | | 31,500 | | | | 51,431 | |
| | |
Vinda International Holdings Ltd. | | | 40,000 | | | | 109,107 | |
| | |
Wharf Holdings Ltd. (The) | | | 41,000 | | | | 110,249 | |
| | | | | | | | |
Total Hong Kong | | | | | | | 270,787 | |
| | |
India – 11.3% | | | | | | | | |
| | |
Ambuja Cements Ltd. | | | 28,341 | | | | 96,523 | |
| | |
Asian Paints Ltd. | | | 4,732 | | | | 179,035 | |
| | |
Bajaj Auto Ltd. | | | 2,202 | | | | 103,792 | |
| | |
Bajaj Finance Ltd. | | | 1,858 | | | | 134,649 | |
| | |
Bosch Ltd. | | | 459 | | | | 80,316 | |
| | |
Cipla Ltd. | | | 7,140 | | | | 80,124 | |
| | |
Colgate-Palmolive India Ltd. | | | 4,459 | | | | 95,521 | |
| | |
Divi’s Laboratories Ltd. | | | 1,615 | | | | 84,917 | |
| | |
Dr. Reddy’s Laboratories Ltd. | | | 1,732 | | | | 123,382 | |
| | |
Grasim Industries Ltd. | | | 4,328 | | | | 54,959 | |
| | |
Havells India Ltd. | | | 9,639 | | | | 120,858 | |
| | |
HCL Technologies Ltd. | | | 9,522 | | | | 123,300 | |
| | |
HDFC Life Insurance Co., Ltd.*(a) | | | 4,797 | | | | 44,413 | |
| | |
Hero MotoCorp., Ltd. | | | 2,545 | | | | 108,324 | |
| | |
Housing Development Finance Corp., Ltd. | | | 9,444 | | | | 330,706 | |
| | |
ICICI Lombard General Insurance Co., Ltd.*(a) | | | 1,905 | | | | 39,651 | |
| | |
Indus Towers Ltd. | | | 22,918 | | | | 72,109 | |
| | |
Info Edge India Ltd. | | | 1,586 | | | | 103,275 | |
| | |
Infosys Ltd. | | | 19,764 | | | | 339,681 | |
| | |
Jubilant Foodworks Ltd. | | | 2,943 | | | | 112,421 | |
| | |
Lupin Ltd. | | | 4,758 | | | | 63,610 | |
| | |
Marico Ltd. | | | 19,002 | | | | 104,714 | |
| | |
Maruti Suzuki India Ltd. | | | 1,295 | | | | 135,576 | |
| | |
Nestle India Ltd. | | | 473 | | | | 119,049 | |
| | |
Pidilite Industries Ltd. | | | 3,433 | | | | 82,957 | |
| | |
Piramal Enterprises Ltd. | | | 4,634 | | | | 90,606 | |
| | |
SBI Life Insurance Co., Ltd.*(a) | | | 3,752 | | | | 46,433 | |
| | |
Shriram Transport Finance Co., Ltd. | | | 4,369 | | | | 62,574 | |
| | |
Tata Consultancy Services Ltd. | | | 6,210 | | | | 243,305 | |
| | |
Tata Steel Ltd. | | | 7,363 | | | | 64,861 | |
| | |
Tech Mahindra Ltd. | | | 6,389 | | | | 85,096 | |
| | |
Titan Co., Ltd. | | | 5,705 | | | | 122,361 | |
| | |
Torrent Pharmaceuticals Ltd. | | | 2,638 | | | | 101,188 | |
| | |
UltraTech Cement Ltd. | | | 1,692 | | | | 122,456 | |
| | |
UPL Ltd. | | | 17,138 | | | | 109,383 | |
| | |
Wipro Ltd. | | | 17,146 | | | | 90,637 | |
| | | | | | | | |
Total India | | | | �� | | | 4,072,762 | |
| | |
Indonesia – 1.3% | | | | | | | | |
| | |
Ace Hardware Indonesia Tbk PT | | | 395,100 | | | | 48,228 | |
| | |
Indofood CBP Sukses Makmur Tbk PT | | | 98,500 | | | | 67,127 | |
| | |
Indofood Sukses Makmur Tbk PT | | | 120,000 | | | | 58,505 | |
| | |
Kalbe Farma Tbk PT | | | 768,800 | | | | 80,984 | |
| | |
Unilever Indonesia Tbk PT | | | 222,300 | | | | 116,292 | |
| | |
XL Axiata Tbk PT | | | 432,600 | | | | 84,057 | |
| | | | | | | | |
Total Indonesia | | | | | | | 455,193 | |
| | |
Malaysia – 2.0% | | | | | | | | |
| | |
Hartalega Holdings Bhd | | | 27,700 | | | | 83,599 | |
| | |
Hong Leong Bank Bhd | | | 24,400 | | | | 110,399 | |
| | |
Hong Leong Financial Group Bhd | | | 20,000 | | | | 89,795 | |
| | |
Nestle Malaysia Bhd | | | 3,200 | | | | 110,498 | |
| | |
Public Bank Bhd | | | 30,000 | | | | 153,636 | |
| | |
Supermax Corp. Bhd* | | | 59,600 | | | | 89,048 | |
| | |
Westports Holdings Bhd | | | 71,000 | | | | 75,898 | |
| | | | | | | | |
Total Malaysia | | | | | | | 712,873 | |
| | |
Mexico – 2.5% | | | | | | | | |
| | |
America Movil S.A.B. de C.V. Series L | | | 280,611 | | | | 204,063 | |
| | |
Arca Continental S.A.B. de C.V. | | | 19,585 | | | | 94,045 | |
| | |
Cemex S.A.B. de C.V. Series CPO* | | | 255,789 | | | | 131,839 | |
| | |
Grupo Bimbo S.A.B. de C.V. Series A | | | 47,200 | | | | 102,428 | |
| | |
Grupo Financiero Banorte S.A.B. de C.V. Class O* | | | 27,745 | | | | 153,070 | |
| | |
Industrias Penoles S.A.B. de C.V. | | | 5,194 | | | | 87,789 | |
| | |
Kimberly-Clark de Mexico S.A.B. de C.V. Class A | | | 51,231 | | | | 87,392 | |
| | |
Megacable Holdings S.A.B. de C.V. Series CPO | | | 13,853 | | | | 50,530 | |
| | | | | | | | |
Total Mexico | | | | | | | 911,156 | |
| | |
Philippines – 0.7% | | | | | | | | |
| | |
Globe Telecom, Inc. | | | 2,215 | | | | 93,630 | |
| | |
PLDT, Inc. | | | 2,735 | | | | 76,315 | |
| | |
Universal Robina Corp. | | | 29,460 | | | | 93,551 | |
| | | | | | | | |
Total Philippines | | | | | | | 263,496 | |
| | |
Poland – 0.5% | | | | | | | | |
| | |
CD Projekt S.A.* | | | 438 | | | | 32,292 | |
| | |
Cyfrowy Polsat S.A. | | | 5,606 | | | | 45,558 | |
| | |
Orange Polska S.A.* | | | 54,486 | | | | 96,367 | |
| | | | | | | | |
Total Poland | | | | | | | 174,217 | |
| | |
Russia – 1.7% | | | | | | | | |
| | |
Magnitogorsk Iron & Steel Works PJSC GDR(c) | | | 5,039 | | | | 49,130 | |
| | |
MMC Norilsk Nickel PJSC ADR | | | 4,481 | | | | 139,807 | |
| | |
Mobile TeleSystems PJSC ADR | | | 12,162 | | | | 108,850 | |
| | |
Novolipetskiy Metallurgicheskiy Kombinat PAO GDR | | | 3,162 | | | | 87,714 | |
| | |
PhosAgro PJSC GDR(c) | | | 4,166 | | | | 56,824 | |
| | |
Polyus PJSC GDR(c) | | | 827 | | | | 83,362 | |
| | |
X5 Retail Group N.V. GDR(c) | | | 2,176 | | | | 78,597 | |
| | | | | | | | |
Total Russia | | | | | | | 604,284 | |
| | |
South Africa – 4.4% | | | | | | | | |
| | |
Anglo American Platinum Ltd. | | | 1,228 | | | | 120,649 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets ESG Fund (RESE)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
AngloGold Ashanti Ltd. | | | 4,241 | | | $ | 98,894 | |
| | |
Aspen Pharmacare Holdings Ltd.* | | | 11,975 | | | | 102,208 | |
| | |
Gold Fields Ltd. | | | 12,361 | | | | 115,769 | |
| | |
Harmony Gold Mining Co., Ltd.* | | | 24,428 | | | | 119,074 | |
| | |
Impala Platinum Holdings Ltd. | | | 9,918 | | | | 136,325 | |
| | |
Kumba Iron Ore Ltd. | | | 2,834 | | | | 120,163 | |
| | |
Mr. Price Group Ltd. | | | 6,047 | | | | 70,253 | |
| | |
MTN Group(b) | | | 24,275 | | | | 99,472 | |
| | |
Northam Platinum Ltd.* | | | 4,093 | | | | 58,385 | |
| | |
Remgro Ltd. | | | 7,924 | | | | 51,896 | |
| | |
Standard Bank Group Ltd. | | | 17,364 | | | | 150,225 | |
| | |
Tiger Brands Ltd. | | | 7,163 | | | | 101,519 | |
| | |
Vodacom Group Ltd. | | | 14,182 | | | | 120,099 | |
| | |
Woolworths Holdings Ltd. | | | 47,230 | | | | 127,136 | |
| | | | | | | | |
Total South Africa | | | | | | | 1,592,067 | |
| | |
South Korea – 16.2% | | | | | | | | |
| | |
BNK Financial Group, Inc. | | | 6,842 | | | | 35,775 | |
| | |
Cheil Worldwide, Inc. | | | 2,612 | | | | 49,533 | |
| | |
CJ CheilJedang Corp. | | | 282 | | | | 98,906 | |
| | |
CJ Corp. | | | 906 | | | | 76,814 | |
| | |
CJ ENM Co., Ltd. | | | 215 | | | | 27,610 | |
| | |
CJ Logistics Corp.* | | | 315 | | | | 47,991 | |
| | |
Coway Co., Ltd.* | | | 1,535 | | | | 102,729 | |
| | |
Daelim Industrial Co., Ltd. | | | 644 | | | | 49,206 | |
| | |
DB Insurance Co., Ltd. | | | 2,662 | | | | 107,210 | |
| | |
Douzone Bizon Co., Ltd. | | | 324 | | | | 31,019 | |
| | |
Fila Holdings Corp. | | | 1,070 | | | | 43,044 | |
| | |
GS Engineering & Construction Corp. | | | 3,496 | | | | 121,650 | |
| | |
Hana Financial Group, Inc. | | | 4,474 | | | | 142,091 | |
| | |
Hankook Tire & Technology Co., Ltd. | | | 2,978 | | | | 108,012 | |
| | |
Hanon Systems | | | 6,450 | | | | 96,486 | |
| | |
Hanwha Solutions Corp. | | | 1,485 | | | | 65,480 | |
| | |
Hyundai Glovis Co., Ltd. | | | 444 | | | | 75,206 | |
| | |
Hyundai Marine & Fire Insurance Co., Ltd. | | | 3,836 | | | | 80,336 | |
| | |
KB Financial Group, Inc. | | | 3,634 | | | | 145,186 | |
| | |
KMW Co., Ltd.* | | | 485 | | | | 36,030 | |
| | |
Korea Investment Holdings Co., Ltd. | | | 455 | | | | 33,089 | |
| | |
LG Chem Ltd. | | | 292 | | | | 221,493 | |
| | |
LG Display Co., Ltd. | | | 4,115 | | | | 70,269 | |
| | |
LG Electronics, Inc. | | | 1,907 | | | | 236,992 | |
| | |
LG Household & Health Care Ltd. | | | 116 | | | | 172,991 | |
| | |
LG Innotek Co., Ltd. | | | 406 | | | | 68,209 | |
| | |
LG Uplus Corp. | | | 6,118 | | | | 66,176 | |
| | |
Lotte Chemical Corp. | | | 186 | | | | 47,258 | |
| | |
Meritz Securities Co., Ltd. | | | 25,149 | | | | 84,849 | |
| | |
Mirae Asset Daewoo Co., Ltd. | | | 9,542 | | | | 82,920 | |
| | |
NAVER Corp. | | | 888 | | | | 239,105 | |
| | |
NCSoft Corp. | | | 115 | | | | 98,559 | |
| | |
Netmarble Corp.*(a) | | | 252 | | | | 30,505 | |
| | |
NH Investment & Securities Co., Ltd. | | | 3,156 | | | | 32,830 | |
| | |
Pearl Abyss Corp.* | | | 139 | | | | 33,307 | |
| | |
Samsung Electro-Mechanics Co., Ltd. | | | 540 | | | | 88,484 | |
| | |
Samsung Electronics Co., Ltd. | | | 22,031 | | | | 1,642,742 | |
| | |
Samsung Fire & Marine Insurance Co., Ltd. | | | 532 | | | | 91,825 | |
| | |
Samsung Life Insurance Co., Ltd. | | | 1,540 | | | | 112,137 | |
| | |
Samsung SDI Co., Ltd. | | | 230 | | | | 132,965 | |
| | |
Samsung SDS Co., Ltd. | | | 245 | | | | 40,258 | |
| | |
Samsung Securities Co., Ltd. | | | 2,554 | | | | 95,102 | |
| | |
Shinhan Financial Group Co., Ltd. | | | 4,507 | | | | 132,974 | |
| | |
SK Hynix, Inc. | | | 2,926 | | | | 319,185 | |
| | |
SK Telecom Co., Ltd. | | | 570 | | | | 124,883 | |
| | | | | | | | |
Total South Korea | | | | | | | 5,839,421 | |
| | |
Taiwan – 16.0% | | | | | | | | |
| | |
Accton Technology Corp. | | | 5,000 | | | | 56,232 | |
| | |
Acer, Inc. | | | 74,000 | | | | 62,286 | |
| | |
Advantech Co., Ltd. | | | 4,499 | | | | 56,041 | |
| | |
Airtac International Group | | | 1,000 | | | | 32,031 | |
| | |
ASE Technology Holding Co., Ltd. | | | 14,000 | | | | 40,508 | |
| | |
Asia Cement Corp. | | | 19,000 | | | | 29,212 | |
| | |
ASMedia Technology, Inc. | | | 1,000 | | | | 55,876 | |
| | |
Asustek Computer, Inc. | | | 5,000 | | | | 44,576 | |
| | |
AU Optronics Corp.* | | | 65,000 | | | | 32,387 | |
| | |
Catcher Technology Co., Ltd. | | | 5,000 | | | | 36,658 | |
| | |
Cathay Financial Holding Co., Ltd. | | | 95,714 | | | | 143,922 | |
| | |
Chailease Holding Co., Ltd. | | | 19,200 | | | | 114,798 | |
| | |
Cheng Shin Rubber Industry Co., Ltd. | | | 15,000 | | | | 23,516 | |
| | |
Chicony Electronics Co., Ltd. | | | 11,085 | | | | 34,007 | |
| | |
China Development Financial Holding Corp. | | | 274,000 | | | | 90,690 | |
| | |
China Life Insurance Co., Ltd. | | | 82,580 | | | | 65,246 | |
| | |
Compal Electronics, Inc. | | | 57,000 | | | | 41,992 | |
| | |
CTBC Financial Holding Co., Ltd. | | | 178,720 | | | | 125,304 | |
| | |
Delta Electronics, Inc. | | | 13,000 | | | | 121,681 | |
| | |
Evergreen Marine Corp. Taiwan Ltd.* | | | 72,000 | | | | 104,292 | |
| | |
Far Eastern New Century Corp. | | | 66,000 | | | | 68,001 | |
| | |
Far EasTone Telecommunications Co., Ltd. | | | 30,000 | | | | 65,343 | |
| | |
Feng TAY Enterprise Co., Ltd. | | | 9,200 | | | | 65,321 | |
| | |
Fubon Financial Holding Co., Ltd. | | | 84,000 | | | | 139,761 | |
| | |
Giant Manufacturing Co., Ltd. | | | 2,000 | | | | 19,574 | |
| | |
Globalwafers Co., Ltd. | | | 2,000 | | | | 50,395 | |
| | |
Hon Hai Precision Industry Co., Ltd. | | | 59,880 | | | | 196,062 | |
| | |
Innolux Corp.* | | | 92,000 | | | | 46,167 | |
| | |
Inventec Corp. | | | 40,000 | | | | 34,166 | |
| | |
Lite-On Technology Corp. | | | 21,014 | | | | 37,245 | |
| | |
MediaTek, Inc. | | | 8,000 | | | | 212,684 | |
| | |
Micro-Star International Co., Ltd. | | | 10,000 | | | | 47,156 | |
| | |
Nanya Technology Corp. | | | 7,000 | | | | 21,624 | |
| | |
Nien Made Enterprise Co., Ltd. | | | 5,000 | | | | 58,011 | |
| | |
Novatek Microelectronics Corp. | | | 2,000 | | | | 26,265 | |
| | |
Pegatron Corp. | | | 22,000 | | | | 52,694 | |
| | |
Phison Electronics Corp. | | | 3,000 | | | | 35,501 | |
| | |
Pou Chen Corp. | | | 54,000 | | | | 60,346 | |
| | |
Powertech Technology, Inc. | | | 9,000 | | | | 30,397 | |
| | |
Quanta Computer, Inc. | | | 25,000 | | | | 71,980 | |
| | |
Realtek Semiconductor Corp. | | | 5,000 | | | | 69,489 | |
| | |
Ruentex Development Co., Ltd. | | | 34,500 | | | | 50,219 | |
| | |
Shin Kong Financial Holding Co., Ltd. | | | 185,724 | | | | 58,233 | |
| | |
SinoPac Financial Holdings Co., Ltd. | | | 157,000 | | | | 63,978 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Markets ESG Fund (RESE)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Standard Foods Corp. | | | 15,000 | | | $ | 32,725 | |
| | |
Synnex Technology International Corp. | | | 25,150 | | | | 42,069 | |
| | |
Taiwan Mobile Co., Ltd. | | | 23,000 | | | | 80,956 | |
| | |
Taiwan Semiconductor Manufacturing Co., Ltd. | | | 119,000 | | | | 2,244,644 | |
| | |
United Microelectronics Corp. | | | 73,000 | | | | 122,498 | |
| | |
Vanguard International Semiconductor Corp. | | | 11,000 | | | | 45,413 | |
| | |
Walsin Technology Corp. | | | 5,000 | | | | 41,017 | |
| | |
Win Semiconductors Corp. | | | 3,000 | | | | 36,942 | |
| | |
Winbond Electronics Corp. | | | 24,000 | | | | 24,813 | |
| | |
Wistron Corp. | | | 46,843 | | | | 51,681 | |
| | |
Wiwynn Corp. | | | 1,000 | | | | 25,055 | |
| | |
WPG Holdings Ltd. | | | 14,000 | | | | 21,375 | |
| | |
Yuanta Financial Holding Co., Ltd. | | | 174,120 | | | | 127,346 | |
| | | | | | | | |
Total Taiwan | | | | 5,788,401 | |
|
Thailand – 1.9% | |
| | |
Advanced Info Service PCL NVDR | | | 17,400 | | | | 102,216 | |
| | |
Bangkok Bank PCL NVDR | | | 18,700 | | | | 73,964 | |
| | |
Charoen Pokphand Foods PCL NVDR | | | 111,700 | | | | 99,732 | |
| | |
Home Product Center PCL NVDR | | | 211,800 | | | | 96,851 | |
| | |
Intouch Holdings PCL NVDR | | | 40,100 | | | | 75,288 | |
| | |
Kasikornbank PCL NVDR | | | 27,100 | | | | 102,213 | |
| | |
Srisawad Corp. PCL NVDR | | | 30,600 | | | | 67,155 | |
| | |
Thai Union Group PCL NVDR | | | 163,800 | | | | 74,355 | |
| | | | | | | | |
Total Thailand | | | | 691,774 | |
|
Turkey – 0.3% | |
| | |
Turkcell Iletisim Hizmetleri AS | | | 54,154 | | | | 117,306 | |
TOTAL COMMON STOCKS (Cost: $26,092,265) | | | | 36,035,607 | |
|
WARRANTS – 0.0% | |
|
Thailand – 0.0% | |
| | |
Srisawad Corp. PCL, expiring 8/29/25* (Cost: $0) | | | 1,708 | | | | 576 | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.9% | |
|
United States – 0.9% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(d) | | | | | | | | |
(Cost: $342,073) | | | 342,073 | | | | 342,073 | |
TOTAL INVESTMENTS IN SECURITIES – 100.8% (Cost: $26,434,338) | | | | 36,378,256 | |
Other Assets less Liabilities – (0.8)% | | | | (303,903 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 36,074,353 | |
* | 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, 2020 (See Note 2). At December 31, 2020, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $743,936 and the total market value of the collateral held by the Fund was $803,744. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $461,671. |
(c) | This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. |
(d) | Rate shown represents annualized 7-day yield as of December 31, 2020. |
INVESTMENT IN AFFILIATES
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the six-month fiscal period ended December 31, 2020 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
Affiliate | | Value at 6/30/2020 | | | Purchases/ Additions | | | Sales/ Reductions | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/ Depreciation | | | | | | Value at 12/31/2020 | | | Dividend Income | |
WisdomTree Emerging Markets High Dividend Fund | | $ | — | | | $ | 185,616 | | | $ | 182,500 | | | $ | (3,116 | ) | | $ | — | | | $ | | | | | —^ | | | $ | 1,318 | |
^ | As of December 31, 2020, the Fund did not hold a position in this affiliate. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | | | | | |
Investments in Securities | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
South Korea | | $ | 5,790,215 | | | $ | 49,206 | | | $ | — | | | $ | 5,839,421 | |
Other | | | 30,196,186 | | | | — | | | | — | | | | 30,196,186 | |
Warrants | | | 576 | | | | — | | | | — | | | | 576 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 342,073 | | | | — | | | | 342,073 | |
Total Investments in Securities | | $ | 35,986,977 | | | $ | 391,279 | | | $ | — | | | $ | 36,378,256 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree International ESG Fund (RESD)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
COMMON STOCKS – 99.8% | | | | | | | | |
| | |
Australia – 6.8% | | | | | | | | |
| | |
Aristocrat Leisure Ltd. | | | 844 | | | $ | 20,189 | |
| | |
ASX Ltd. | | | 617 | | | | 34,280 | |
| | |
Aurizon Holdings Ltd. | | | 12,071 | | | | 36,327 | |
| | |
AusNet Services | | | 17,265 | | | | 23,381 | |
| | |
Australia & New Zealand Banking Group Ltd. | | | 6,163 | | | | 107,954 | |
| | |
Brambles Ltd. | | | 9,321 | | | | 76,241 | |
| | |
Coca-Cola Amatil Ltd. | | | 7,529 | | | | 75,120 | |
| | |
Commonwealth Bank of Australia | | | 2,559 | | | | 162,139 | |
| | |
Computershare Ltd. | | | 3,415 | | | | 38,447 | |
| | |
CSL Ltd. | | | 845 | | | | 184,646 | |
| | |
Evolution Mining Ltd. | | | 4,663 | | | | 17,955 | |
| | |
Fortescue Metals Group Ltd. | | | 4,414 | | | | 79,804 | |
| | |
Macquarie Group Ltd. | | | 510 | | | | 54,498 | |
| | |
Medibank Pvt Ltd. | | | 9,307 | | | | 21,617 | |
| | |
National Australia Bank Ltd. | | | 7,272 | | | | 126,818 | |
| | |
Newcrest Mining Ltd. | | | 2,657 | | | | 52,856 | |
| | |
Sonic Healthcare Ltd. | | | 2,184 | | | | 54,182 | |
| | |
Tabcorp Holdings Ltd. | | | 9,747 | | | | 29,333 | |
| | |
Telstra Corp., Ltd. | | | 22,869 | | | | 52,588 | |
| | |
Westpac Banking Corp. | | | 7,002 | | | | 104,658 | |
| | | | | | | | |
Total Australia | | | | | | | 1,353,033 | |
| | |
Belgium – 1.0% | | | | | | | | |
| | |
KBC Group N.V.* | | | 681 | | | | 47,728 | |
| | |
Proximus SADP | | | 2,253 | | | | 44,685 | |
| | |
Telenet Group Holding N.V. | | | 1,241 | | | | 53,266 | |
| | |
UCB S.A. | | | 574 | | | | 59,332 | |
| | | | | | | | |
Total Belgium | | | | | | | 205,011 | |
| | |
China – 0.1% | | | | | | | | |
| | |
WH Group Ltd.(a) | | | 21,000 | | | | 17,604 | |
| | |
Denmark – 3.0% | | | | | | | | |
| | |
AP Moller – Maersk A/S Class B | | | 11 | | | | 24,582 | |
| | |
Chr Hansen Holding A/S* | | | 482 | | | | 49,630 | |
| | |
Coloplast A/S Class B | | | 450 | | | | 68,763 | |
| | |
DSV Panalpina A/S | | | 335 | | | | 56,168 | |
| | |
GN Store Nord A/S | | | 356 | | | | 28,511 | |
| | |
Novo Nordisk A/S Class B | | | 3,236 | | | | 226,948 | |
| | |
Novozymes A/S Class B | | | 1,193 | | | | 68,538 | |
| | |
Pandora A/S | | | 645 | | | | 72,203 | |
| | | | | | | | |
Total Denmark | | | | | | | 595,343 | |
|
Finland – 1.1% | |
| | |
Kone Oyj Class B | | | 1,105 | | | | 89,855 | |
| | |
Nordea Bank Abp* | | | 9,035 | | | | 73,952 | |
| | |
Orion Oyj Class B | | | 1,023 | | | | 46,976 | |
| | | | | | | | |
Total Finland | | | | | | | 210,783 | |
| | |
France – 10.2% | | | | | | | | |
| | |
Alstom S.A.* | | | 1,235 | | | | 70,432 | |
| | |
Amundi S.A.*(a) | | | 369 | | | | 30,160 | |
| | |
AXA S.A. | | | 4,464 | | | | 106,573 | |
| | |
BioMerieux | | | 139 | | | | 19,626 | |
| | |
BNP Paribas S.A.* | | | 2,698 | | | | 142,296 | |
| | |
Capgemini SE | | | 617 | | | | 95,725 | |
| | |
Cie de Saint-Gobain* | | | 1,607 | | | | 73,734 | |
| | |
Cie Generale des Etablissements Michelin SCA | | | 603 | | | | 77,432 | |
| | |
CNP Assurances* | | | 3,325 | | | | 53,620 | |
| | |
Credit Agricole S.A.* | | | 4,699 | | | | 59,334 | |
| | |
Danone S.A. | | | 1,487 | | | | 97,812 | |
| | |
Hermes International | | | 74 | | | | 79,641 | |
| | |
Iliad S.A. | | | 95 | | | | 19,540 | |
| | |
Ipsen S.A. | | | 730 | | | | 60,648 | |
| | |
Kering S.A. | | | 171 | | | | 124,365 | |
| | |
Klepierre S.A. | | | 2,944 | | | | 66,243 | |
| | |
L’Oreal S.A. | | | 512 | | | | 194,703 | |
| | |
Legrand S.A. | | | 1,045 | | | | 93,339 | |
| | |
Orange S.A. | | | 5,591 | | | | 66,589 | |
| | |
Peugeot S.A.* | | | 3,068 | | | | 83,974 | |
| | |
Sanofi | | | 1,930 | | | | 185,846 | |
| | |
Sartorius Stedim Biotech | | | 48 | | | | 17,102 | |
| | |
SEB S.A. | | | 379 | | | | 69,095 | |
| | |
Teleperformance | | | 123 | | | | 40,830 | |
| | |
Ubisoft Entertainment S.A.* | | | 323 | | | | 31,158 | |
| | |
Vivendi S.A. | | | 1,976 | | | | 63,780 | |
| | |
Wendel SE | | | 154 | | | | 18,456 | |
| | | | | | | | |
Total France | | | | | | | 2,042,053 | |
| | |
Germany – 8.7% | | | | | | | | |
| | |
Allianz SE, Registered Shares | | | 750 | | | | 184,175 | |
| | |
Bayerische Motoren Werke AG | | | 990 | | | | 87,493 | |
| | |
Beiersdorf AG | | | 601 | | | | 69,447 | |
| | |
Brenntag AG | | | 923 | | | | 71,532 | |
| | |
Daimler AG, Registered Shares | | | 1,489 | | | | 105,286 | |
| | |
Deutsche Post AG, Registered Shares | | | 3,122 | | | | 154,707 | |
| | |
Deutsche Wohnen SE, Bearer Shares | | | 1,055 | | | | 56,397 | |
| | |
Fresenius Medical Care AG & Co. KGaA | | | 214 | | | | 17,858 | |
| | |
GEA Group AG | | | 1,055 | | | | 37,796 | |
| | |
HeidelbergCement AG | | | 765 | | | | 57,303 | |
| | |
Henkel AG & Co. KGaA, Preference Shares | | | 834 | | | | 94,187 | |
| | |
Hochtief AG | | | 531 | | | | 51,684 | |
| | |
LANXESS AG | | | 543 | | | | 41,697 | |
| | |
LEG Immobilien AG | | | 141 | | | | 21,920 | |
| | |
Merck KGaA | | | 548 | | | | 94,105 | |
| | |
SAP SE | | | 1,796 | | | | 235,616 | |
| | |
Sartorius AG, Preference Shares | | | 39 | | | | 16,396 | |
| | |
Siemens AG, Registered Shares | | | 1,309 | | | | 188,223 | |
| | |
Telefonica Deutschland Holding AG | | | 17,143 | | | | 47,299 | |
| | |
Vonovia SE | | | 890 | | | | 65,076 | |
| | |
Zalando SE*(a) | | | 457 | | | | 50,917 | |
| | | | | | | | |
Total Germany | | | | | | | 1,749,114 | |
| | |
Hong Kong – 2.4% | | | | | | | | |
| | |
ASM Pacific Technology Ltd. | | | 1,600 | | | | 21,109 | |
| | |
BOC Hong Kong Holdings Ltd. | | | 11,500 | | | | 34,854 | |
| | |
CK Asset Holdings Ltd. | | | 4,000 | | | | 20,532 | |
| | |
Hang Seng Bank Ltd. | | | 2,300 | | | | 39,659 | |
| | |
Henderson Land Development Co., Ltd. | | | 6,000 | | | | 23,408 | |
| | |
Hong Kong Exchanges & Clearing Ltd. | | | 3,300 | | | | 180,878 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree International ESG Fund (RESD)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
MTR Corp., Ltd. | | | 9,500 | | | $ | 53,112 | |
| | |
Sino Land Co., Ltd. | | | 14,000 | | | | 18,236 | |
| | |
Sun Hung Kai Properties Ltd. | | | 4,000 | | | | 51,587 | |
| | |
Swire Properties Ltd. | | | 14,000 | | | | 40,715 | |
| | | | | | | | |
Total Hong Kong | | | | | | | 484,090 | |
| | |
Ireland – 0.7% | | | | | | | | |
| | |
CRH PLC | | | 2,500 | | | | 104,063 | |
| | |
Smurfit Kappa Group PLC | | | 680 | | | | 31,650 | |
| | | | | | | | |
Total Ireland | | | | | | | 135,713 | |
| | |
Israel – 0.1% | | | | | | | | |
| | |
Check Point Software Technologies Ltd.* | | | 199 | | | | 26,449 | |
| | |
Italy – 1.8% | | | | | | | | |
| | |
Assicurazioni Generali SpA | | | 4,594 | | | | 80,155 | |
| | |
DiaSorin SpA | | | 99 | | | | 20,605 | |
| | |
Ferrari N.V. | | | 180 | | | | 41,548 | |
| | |
FinecoBank Banca Fineco SpA* | | | 1,227 | | | | 20,117 | |
| | |
Intesa Sanpaolo SpA* | | | 41,430 | | | | 96,953 | |
| | |
Moncler SpA* | | | 503 | | | | 30,858 | |
| | |
Poste Italiane SpA(a) | | | 2,309 | | | | 23,506 | |
| | |
Telecom Italia SpA | | | 96,718 | | | | 44,661 | |
| | | | | | | | |
Total Italy | | | | | | | 358,403 | |
| | |
Japan – 28.6% | | | | | | | | |
| | |
Advantest Corp. | | | 900 | | | | 67,383 | |
| | |
Air Water, Inc. | | | 1,100 | | | | 19,540 | |
| | |
Ajinomoto Co., Inc. | | | 2,400 | | | | 54,337 | |
| | |
Astellas Pharma, Inc. | | | 4,900 | | | | 75,651 | |
| | |
Bandai Namco Holdings, Inc. | | | 300 | | | | 25,936 | |
| | |
Benesse Holdings, Inc. | | | 900 | | | | 17,548 | |
| | |
Calbee, Inc. | | | 700 | | | | 21,086 | |
| | |
Chugai Pharmaceutical Co., Ltd. | | | 1,900 | | | | 101,271 | |
| | |
CyberAgent, Inc. | | | 300 | | | | 20,660 | |
| | |
Dai Nippon Printing Co., Ltd. | | | 2,200 | | | | 39,527 | |
| | |
Daifuku Co., Ltd. | | | 300 | | | | 37,077 | |
| | |
Daiichi Sankyo Co., Ltd. | | | 3,800 | | | | 130,108 | |
| | |
Daito Trust Construction Co., Ltd. | | | 300 | | | | 28,011 | |
| | |
Daiwa House Industry Co., Ltd. | | | 1,700 | | | | 50,451 | |
| | |
Daiwa Securities Group, Inc. | | | 9,400 | | | | 42,791 | |
| | |
Disco Corp. | | | 100 | | | | 33,658 | |
| | |
Eisai Co., Ltd. | | | 700 | | | | 49,982 | |
| | |
Fast Retailing Co., Ltd. | | | 100 | | | | 89,564 | |
| | |
Fuji Electric Co., Ltd. | | | 900 | | | | 32,384 | |
| | |
FUJIFILM Holdings Corp. | | | 800 | | | | 42,137 | |
| | |
Fujitsu Ltd. | | | 600 | | | | 86,619 | |
| | |
Hitachi Ltd. | | | 2,100 | | | | 82,682 | |
| | |
Honda Motor Co., Ltd. | | | 2,800 | | | | 78,038 | |
| | |
Hoya Corp. | | | 800 | | | | 110,572 | |
| | |
Iida Group Holdings Co., Ltd. | | | 1,000 | | | | 20,185 | |
| | |
Itochu Techno-Solutions Corp. | | | 700 | | | | 24,984 | |
| | |
Japan Exchange Group, Inc. | | | 1,000 | | | | 25,551 | |
| | |
JSR Corp. | | | 1,200 | | | | 33,404 | |
| | |
Kajima Corp. | | | 1,600 | | | | 21,417 | |
| | |
Kamigumi Co., Ltd. | | | 1,100 | | | | 20,062 | |
| | |
Kao Corp. | | | 1,200 | | | | 92,634 | |
| | |
KDDI Corp. | | | 3,500 | | | | 103,937 | |
| | |
Kirin Holdings Co., Ltd. | | | 2,800 | | | | 66,010 | |
| | |
Kobayashi Pharmaceutical Co., Ltd. | | | 200 | | | | 24,427 | |
| | |
Kubota Corp. | | | 3,600 | | | | 78,489 | |
| | |
Kurita Water Industries Ltd. | | | 800 | | | | 30,568 | |
| | |
Lion Corp. | | | 900 | | | | 21,775 | |
| | |
Lixil Corp. | | | 2,500 | | | | 54,095 | |
| | |
McDonald’s Holdings Co., Japan Ltd. | | | 600 | | | | 29,057 | |
| | |
MEIJI Holdings Co., Ltd. | | | 600 | | | | 42,191 | |
| | |
MINEBEA MITSUMI, Inc. | | | 1,500 | | | | 29,755 | |
| | |
Mitsubishi Estate Co., Ltd. | | | 3,600 | | | | 57,777 | |
| | |
Mitsubishi Gas Chemical Co., Inc. | | | 1,100 | | | | 25,240 | |
| | |
Mitsui Chemicals, Inc. | | | 1,100 | | | | 32,229 | |
| | |
Miura Co., Ltd. | | | 400 | | | | 22,316 | |
| | |
Mizuho Financial Group, Inc. | | | 6,190 | | | | 78,391 | |
| | |
MS&AD Insurance Group Holdings, Inc. | | | 1,600 | | | | 48,676 | |
| | |
Murata Manufacturing Co., Ltd. | | | 900 | | | | 81,244 | |
| | |
Nabtesco Corp. | | | 1,400 | | | | 61,291 | |
| | |
NEC Corp. | | | 1,600 | | | | 85,854 | |
| | |
Nexon Co., Ltd. | | | 800 | | | | 24,640 | |
| | |
NH Foods Ltd. | | | 400 | | | | 17,589 | |
| | |
Nidec Corp. | | | 900 | | | | 113,148 | |
| | |
Nintendo Co., Ltd. | | | 200 | | | | 127,522 | |
| | |
Nippon Express Co., Ltd. | | | 400 | | | | 26,849 | |
| | |
Nippon Telegraph & Telephone Corp. | | | 3,300 | | | | 84,558 | |
| | |
Nissan Chemical Corp. | | | 300 | | | | 18,771 | |
| | |
Nissin Foods Holdings Co., Ltd. | | | 200 | | | | 17,124 | |
| | |
Nitori Holdings Co., Ltd. | | | 100 | | | | 20,941 | |
| | |
Nitto Denko Corp. | | | 600 | | | | 53,639 | |
| | |
Nomura Holdings, Inc. | | | 11,800 | | | | 62,289 | |
| | |
Nomura Research Institute Ltd. | | | 1,500 | | | | 53,683 | |
| | |
NTT Data Corp. | | | 3,800 | | | | 51,933 | |
| | |
Obayashi Corp. | | | 4,100 | | | | 35,343 | |
| | |
Obic Co., Ltd. | | | 100 | | | | 20,078 | |
| | |
Omron Corp. | | | 800 | | | | 71,287 | |
| | |
Ono Pharmaceutical Co., Ltd. | | | 1,400 | | | | 42,144 | |
| | |
Oracle Corp. | | | 300 | | | | 39,082 | |
| | |
Otsuka Corp. | | | 600 | | | | 31,672 | |
| | |
Otsuka Holdings Co., Ltd. | | | 800 | | | | 34,233 | |
| | |
Panasonic Corp. | | | 6,100 | | | | 70,338 | |
| | |
Rinnai Corp. | | | 500 | | | | 58,017 | |
| | |
SCSK Corp. | | | 400 | | | | 22,858 | |
| | |
Secom Co., Ltd. | | | 500 | | | | 46,089 | |
| | |
Sekisui Chemical Co., Ltd. | | | 3,600 | | | | 68,133 | |
| | |
Sekisui House Ltd. | | | 2,000 | | | | 40,680 | |
| | |
Seven Bank Ltd. | | | 3,500 | | | | 7,390 | |
| | |
SG Holdings Co., Ltd. | | | 1,600 | | | | 43,578 | |
| | |
Sharp Corp. | | | 2,800 | | | | 42,416 | |
| | |
Shimamura Co., Ltd. | | | 200 | | | | 20,999 | |
| | |
Shimano, Inc. | | | 200 | | | | 46,656 | |
| | |
Shimizu Corp. | | | 3,600 | | | | 26,151 | |
| | |
Shionogi & Co., Ltd. | | | 600 | | | | 32,747 | |
| | |
Sohgo Security Services Co., Ltd. | | | 500 | | | | 25,909 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree International ESG Fund (RESD)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Sompo Holdings, Inc. | | | 1,300 | | | $ | 52,544 | |
| | |
Sony Corp. | | | 2,300 | | | | 229,120 | |
| | |
Square Enix Holdings Co., Ltd. | | | 300 | | | | 18,190 | |
| | |
SUMCO Corp. | | | 700 | | | | 15,343 | |
| | |
Sumitomo Mitsui Financial Group, Inc. | | | 2,900 | | | | 89,546 | |
| | |
Sumitomo Mitsui Trust Holdings, Inc. | | | 1,600 | | | | 49,234 | |
| | |
Suntory Beverage & Food Ltd. | | | 600 | | | | 21,212 | |
| | |
Sysmex Corp. | | | 900 | | | | 108,092 | |
| | |
T&D Holdings, Inc. | | | 4,800 | | | | 56,580 | |
| | |
Taiheiyo Cement Corp. | | | 700 | | | | 17,486 | |
| | |
Taisei Corp. | | | 800 | | | | 27,546 | |
| | |
Takeda Pharmaceutical Co., Ltd. | | | 3,200 | | | | 116,383 | |
| | |
TDK Corp. | | | 700 | | | | 105,361 | |
| | |
Teijin Ltd. | | | 1,600 | | | | 30,064 | |
| | |
Terumo Corp. | | | 700 | | | | 29,235 | |
| | |
TIS, Inc. | | | 1,000 | | | | 20,476 | |
| | |
Toho Gas Co., Ltd. | | | 500 | | | | 33,077 | |
| | |
Tokio Marine Holdings, Inc. | | | 1,800 | | | | 92,541 | |
| | |
Tokyo Electron Ltd. | | | 400 | | | | 148,772 | |
| | |
Tokyo Gas Co., Ltd. | | | 2,200 | | | | 50,800 | |
| | |
Toshiba Corp. | | | 1,400 | | | | 39,121 | |
| | |
Tosoh Corp. | | | 1,200 | | | | 18,690 | |
| | |
TOTO Ltd. | | | 1,100 | | | | 66,057 | |
| | |
Toyo Suisan Kaisha Ltd. | | | 600 | | | | 29,173 | |
| | |
Trend Micro, Inc. | | | 600 | | | | 34,520 | |
| | |
Unicharm Corp. | | | 1,300 | | | | 61,597 | |
| | |
Yakult Honsha Co., Ltd. | | | 500 | | | | 25,183 | |
| | |
Yamada Holdings Co., Ltd. | | | 4,100 | | | | 21,762 | |
| | |
Yamato Holdings Co., Ltd. | | | 800 | | | | 20,387 | |
| | |
Yokohama Rubber Co., Ltd. (The) | | | 1,900 | | | | 28,230 | |
| | |
Z Holdings Corp. | | | 4,900 | | | | 29,634 | |
| | | | | | | | |
Total Japan | | | | | | | 5,733,014 | |
|
Netherlands – 4.6% | |
| | |
Akzo Nobel N.V. | | | 599 | | | | 64,393 | |
| | |
ASML Holding N.V. | | | 699 | | | | 340,009 | |
| | |
Koninklijke DSM N.V. | | | 601 | | | | 103,538 | |
| | |
Koninklijke KPN N.V. | | | 23,932 | | | | 72,824 | |
| | |
Koninklijke Philips N.V.* | | | 2,521 | | | | 135,043 | |
| | |
NN Group N.V. | | | 1,381 | | | | 60,036 | |
| | |
Randstad N.V.* | | | 1,041 | | | | 67,813 | |
| | |
Wolters Kluwer N.V. | | | 956 | | | | 80,780 | |
| | | | | | | | |
Total Netherlands | | | | | | | 924,436 | |
|
New Zealand – 0.3% | |
| | |
Fisher & Paykel Healthcare Corp., Ltd. | | | 2,704 | | | | 64,189 | |
|
Norway – 0.6% | |
| | |
Orkla ASA | | | 6,425 | | | | 65,286 | |
| | |
Yara International ASA | | | 1,233 | | | | 51,267 | |
| | | | | | | | |
Total Norway | | | | 116,553 | |
|
Singapore – 0.9% | |
| | |
CapitaLand Ltd. | | | 24,700 | | | | 61,299 | |
| | |
Genting Singapore Ltd. | | | 36,900 | | | | 23,732 | |
| | |
Singapore Exchange Ltd. | | | 5,600 | | | | 39,320 | |
| | |
Singapore Telecommunications Ltd. | | | 33,500 | | | | 58,552 | |
| | | | | | | | |
Total Singapore | | | | 182,903 | |
|
Spain – 1.8% | |
| | |
Banco Bilbao Vizcaya Argentaria S.A. | | | 17,434 | | | | 86,072 | |
| | |
Enagas S.A. | | | 2,079 | | | | 45,699 | |
| | |
Grifols S.A. | | | 706 | | | | 20,628 | |
| | |
Industria de Diseno Textil S.A. | | | 3,123 | | | | 99,503 | |
| | |
Mapfre S.A. | | | 21,092 | | | | 41,111 | |
| | |
Red Electrica Corp. S.A. | | | 3,169 | | | | 65,044 | |
| | |
Telefonica S.A. | | | 795 | | | | 3,156 | |
| | | | | | | | |
Total Spain | | | | 361,213 | |
|
Sweden – 3.6% | |
| | |
Alfa Laval AB* | | | 2,148 | | | | 59,189 | |
| | |
Atlas Copco AB Class A | | | 1,694 | | | | 86,860 | |
| | |
Boliden AB | | | 1,317 | | | | 46,730 | |
| | |
Electrolux AB Series B | | | 2,414 | | | | 56,246 | |
| | |
Essity AB Class B | | | 1,969 | | | | 63,415 | |
| | |
Husqvarna AB Class B | | | 6,687 | | | | 86,717 | |
| | |
Skanska AB Class B | | | 2,198 | | | | 56,124 | |
| | |
SKF AB Class B | | | 2,788 | | | | 72,445 | |
| | |
Svenska Cellulosa AB SCA Class B* | | | 4,471 | | | | 78,014 | |
| | |
Telefonaktiebolaget LM Ericsson Class B | | | 10,164 | | | | 120,841 | |
| | | | | | | | |
Total Sweden | | | | 726,581 | |
|
Switzerland – 11.7% | |
| | |
ABB Ltd., Registered Shares | | | 4,102 | | | | 114,668 | |
| | |
Geberit AG, Registered Shares | | | 154 | | | | 96,552 | |
| | |
Givaudan S.A., Registered Shares | | | 30 | | | | 126,591 | |
| | |
Kuehne + Nagel International AG, Registered Shares | | | 323 | | | | 73,373 | |
| | |
Logitech International S.A., Registered Shares | | | 829 | | | | 80,579 | |
| | |
Nestle S.A., Registered Shares | | | 4,673 | | | | 551,170 | |
| | |
Novartis AG, Registered Shares | | | 3,463 | | | | 327,711 | |
| | |
Partners Group Holding AG | | | 34 | | | | 40,002 | |
| | |
Roche Holding AG Genusschein | | | 1,093 | | | | 382,077 | |
| | |
Schindler Holding AG, Participation Certificate | | | 206 | | | | 55,605 | |
| | |
SGS S.A., Registered Shares | | | 22 | | | | 66,452 | |
| | |
Sika AG, Registered Shares | | | 245 | | | | 67,019 | |
| | |
Swiss Life Holding AG, Registered Shares | | | 135 | | | | 62,983 | |
| | |
Swisscom AG, Registered Shares | | | 132 | | | | 71,245 | |
| | |
UBS Group AG, Registered Shares | | | 6,939 | | | | 97,889 | |
| | |
Zurich Insurance Group AG | | | 298 | | | | 125,915 | |
| | | | | | | | |
Total Switzerland | | | | 2,339,831 | |
|
United Kingdom – 11.8% | |
| | |
Admiral Group PLC | | | 765 | | | | 30,389 | |
| | |
AstraZeneca PLC | | | 1,762 | | | | 176,403 | |
| | |
Auto Trader Group PLC(a) | | | 3,105 | | | | 25,297 | |
| | |
Aviva PLC | | | 17,944 | | | | 79,767 | |
| | |
Berkeley Group Holdings PLC | | | 652 | | | | 42,263 | |
| | |
BT Group PLC* | | | 39,667 | | | | 71,710 | |
| | |
Bunzl PLC | | | 1,993 | | | | 66,555 | |
| | |
Coca-Cola European Partners PLC | | | 1,289 | | | | 64,231 | |
| | |
Croda International PLC | | | 732 | | | | 66,000 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree International ESG Fund (RESD)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Direct Line Insurance Group PLC | | | 5,941 | | | $ | 25,906 | |
| | |
Entain PLC* | | | 1,424 | | | | 22,064 | |
| | |
GlaxoSmithKline PLC | | | 8,771 | | | | 160,899 | |
| | |
Hikma Pharmaceuticals PLC | | | 582 | | | | 20,032 | |
| | |
Intertek Group PLC | | | 745 | | | | 57,518 | |
| | |
JD Sports Fashion PLC* | | | 1,866 | | | | 21,936 | |
| | |
Kingfisher PLC* | | | 28,074 | | | | 103,768 | |
| | |
Legal & General Group PLC | | | 22,385 | | | | 81,455 | |
| | |
London Stock Exchange Group PLC | | | 852 | | | | 104,911 | |
| | |
Mondi PLC | | | 3,126 | | | | 73,476 | |
| | |
Next PLC* | | | 680 | | | | 65,866 | |
| | |
Pearson PLC | | | 8,417 | | | | 78,284 | |
| | |
Reckitt Benckiser Group PLC | | | 1,235 | | | | 110,441 | |
| | |
Rentokil Initial PLC* | | | 8,544 | | | | 59,517 | |
| | |
RSA Insurance Group PLC | | | 3,911 | | | | 36,215 | |
| | |
Segro PLC | | | 5,275 | | | | 68,328 | |
| | |
Severn Trent PLC | | | 1,745 | | | | 54,600 | |
| | |
Spirax-Sarco Engineering PLC | | | 401 | | | | 61,913 | |
| | |
St. James’s Place PLC | | | 1,547 | | | | 23,970 | |
| | |
Standard Chartered PLC* | | | 11,016 | | | | 70,157 | |
| | |
Standard Life Aberdeen PLC | | | 11,216 | | | | 43,128 | |
| | |
Unilever PLC | | | 4,350 | | | | 262,836 | |
| | |
United Utilities Group PLC | | | 4,932 | | | | 60,339 | |
| | |
Vodafone Group PLC | | | 42,557 | | | | 70,355 | |
| | | | | | | | |
Total United Kingdom | | | | 2,360,529 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 99.8% (Cost: $15,583,162) | | | | 19,986,845 | |
| |
Other Assets less Liabilities – 0.2% | | | | 43,252 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 20,030,097 | |
* | 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. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | | | 1/4/2021 | | | | 447 | | | | USD | | | | 1,438 | | | | ILS | | | $ | — | | | $ | (1 | ) |
Royal Bank of Canada | | | 1/5/2021 | | | | 727 | | | | USD | | | | 5,959 | | | | SEK | | | | 1 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1 | | | $ | (1 | ) |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | | | | | |
Investments in Securities | | | | | | | | | | | | | | | | |
Common Stocks | | | | | | | | | | | | | | | | |
Spain | | $ | 358,057 | | | $ | 3,156 | | | $ | — | | | $ | 361,213 | |
Other | | | 19,625,632 | | | | — | | | | — | | | | 19,625,632 | |
Total Investments in Securities | | $ | 19,983,689 | | | $ | 3,156 | | | $ | — | | | $ | 19,986,845 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | 1 | | | $ | — | | | $ | 1 | |
Liabilities: | | | | | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | (1 | ) | | $ | — | | | $ | (1 | ) |
Total – Net | | $ | 19,983,689 | | | $ | 3,156 | | | $ | — | | | $ | 19,986,845 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
U.S. CORPORATE BONDS – 96.0% | |
United States – 96.0% | |
|
3M Co. | |
3.38%, 3/1/29 | | $ | 7,000 | | | $ | 8,110 | |
3.13%, 9/19/46 | | | 70,000 | | | | 77,797 | |
| | |
ABB Finance USA, Inc. 2.88%, 5/8/22 | | | 4,000 | | | | 4,136 | |
|
Abbott Laboratories | |
2.95%, 3/15/25 | | | 29,000 | | | | 31,837 | |
4.90%, 11/30/46(a) | | | 99,000 | | | | 147,012 | |
|
AbbVie, Inc. | |
3.75%, 11/14/23 | | | 34,000 | | | | 37,093 | |
3.60%, 5/14/25 | | | 9,000 | | | | 10,033 | |
3.20%, 5/14/26 | | | 87,000 | | | | 96,455 | |
4.30%, 5/14/36 | | | 100,000 | | | | 123,339 | |
4.45%, 5/14/46 | | | 38,000 | | | | 48,461 | |
4.88%, 11/14/48 | | | 202,000 | | | | 273,661 | |
|
Activision Blizzard, Inc. | |
2.50%, 9/15/50 | | | 61,000 | | | | 59,745 | |
|
Albemarle Corp. | |
4.15%, 12/1/24 | | | 5,000 | | | | 5,551 | |
| | |
Alexandria Real Estate Equities, Inc. 3.95%, 1/15/28 | | | 63,000 | | | | 73,266 | |
| | |
Ally Financial, Inc. 5.80%, 5/1/25(a) | | | 68,000 | | | | 80,824 | |
| | |
Alphabet, Inc. 2.25%, 8/15/60 | | | 48,000 | | | | 46,595 | |
|
Altria Group, Inc. | |
3.49%, 2/14/22 | | | 35,000 | | | | 36,208 | |
4.00%, 1/31/24 | | | 8,000 | | | | 8,793 | |
4.40%, 2/14/26 | | | 85,000 | | | | 98,736 | |
2.63%, 9/16/26 | | | 193,000 | | | | 208,499 | |
3.88%, 9/16/46 | | | 56,000 | | | | 59,249 | |
5.95%, 2/14/49 | | | 88,000 | | | | 123,478 | |
6.20%, 2/14/59 | | | 19,000 | | | | 26,770 | |
|
Amazon.com, Inc. | |
3.15%, 8/22/27 | | | 214,000 | | | | 243,795 | |
3.88%, 8/22/37 | | | 39,000 | | | | 48,712 | |
4.05%, 8/22/47 | | | 35,000 | | | | 46,297 | |
4.25%, 8/22/57 | | | 50,000 | | | | 71,399 | |
2.70%, 6/3/60(a) | | | 64,000 | | | | 68,690 | |
| | |
Ameren Corp. 3.50%, 1/15/31 | | | 44,000 | | | | 50,851 | |
|
American Express Co. | |
2.50%, 8/1/22 | | | 56,000 | | | | 57,796 | |
3.40%, 2/27/23 | | | 149,000 | | | | 158,518 | |
3.40%, 2/22/24 | | | 59,000 | | | | 64,060 | |
3.63%, 12/5/24 | | | 27,000 | | | | 29,993 | |
| | |
American Express Credit Corp. 2.70%, 3/3/22 | | | 100,000 | | | | 102,580 | |
| | |
American International Group, Inc. | | | | | | | | |
2.50%, 6/30/25 | | | 179,000 | | | | 192,545 | |
4.80%, 7/10/45 | | | 166,000 | | | | 220,076 | |
4.75%, 4/1/48 | | | 61,000 | | | | 81,522 | |
| | |
American Water Capital Corp. | | | | | | | | |
2.95%, 9/1/27 | | | 29,000 | | | | 32,111 | |
4.30%, 12/1/42 | | | 58,000 | | | | 75,698 | |
| | |
Amgen, Inc. | | | | | | | | |
2.70%, 5/1/22 | | | 36,000 | | | | 37,048 | |
2.65%, 5/11/22 | | | 36,000 | | | | 37,118 | |
3.63%, 5/15/22 | | | 74,000 | | | | 76,691 | |
2.25%, 8/19/23(a) | | | 128,000 | | | | 134,515 | |
2.20%, 2/21/27 | | | 213,000 | | | | 228,467 | |
3.15%, 2/21/40 | | | 106,000 | | | | 117,020 | |
5.15%, 11/15/41 | | | 31,000 | | | | 43,277 | |
2.77%, 9/1/53(b) | | | 31,000 | | | | 31,245 | |
| | |
Amphenol Corp. 2.80%, 2/15/30 | | | 22,000 | | | | 24,296 | |
|
Analog Devices, Inc. | |
2.50%, 12/5/21 | | | 13,000 | | | | 13,236 | |
5.30%, 12/15/45 | | | 101,000 | | | | 141,767 | |
|
Anthem, Inc. | |
3.30%, 1/15/23 | | | 23,000 | | | | 24,345 | |
3.65%, 12/1/27 | | | 73,000 | | | | 84,232 | |
4.10%, 3/1/28 | | | 48,000 | | | | 56,797 | |
4.63%, 5/15/42 | | | 15,000 | | | | 19,616 | |
4.65%, 1/15/43 | | | 40,000 | | | | 52,539 | |
4.38%, 12/1/47 | | | 60,000 | | | | 77,467 | |
| | |
Appalachian Power Co. 7.00%, 4/1/38 | | | 185,000 | | | | 284,663 | |
|
Apple, Inc. | |
3.00%, 2/9/24 | | | 23,000 | | | | 24,756 | |
1.13%, 5/11/25 | | | 200,000 | | | | 205,845 | |
3.35%, 2/9/27 | | | 21,000 | | | | 23,976 | |
3.20%, 5/11/27 | | | 10,000 | | | | 11,298 | |
2.90%, 9/12/27 | | | 25,000 | | | | 27,977 | |
3.00%, 11/13/27 | | | 26,000 | | | | 29,354 | |
3.85%, 5/4/43 | | | 13,000 | | | | 16,450 | |
3.85%, 8/4/46 | | | 28,000 | | | | 36,131 | |
4.25%, 2/9/47 | | | 35,000 | | | | 47,848 | |
3.75%, 11/13/47 | | | 9,000 | | | | 11,373 | |
2.55%, 8/20/60 | | | 160,000 | | | | 164,967 | |
|
Applied Materials, Inc. | |
5.10%, 10/1/35 | | | 31,000 | | | | 43,147 | |
5.85%, 6/15/41 | | | 14,000 | | | | 22,114 | |
| | |
Archer-Daniels-Midland Co. 2.75%, 3/27/25 | | | 49,000 | | | | 53,356 | |
|
AT&T, Inc. | |
4.35%, 3/1/29(a) | | | 89,000 | | | | 106,219 | |
4.30%, 2/15/30 | | | 93,000 | | | | 111,176 | |
2.55%, 12/1/33(b) | | | 43,000 | | | | 44,176 | |
4.50%, 5/15/35 | | | 49,000 | | | | 59,522 | |
6.30%, 1/15/38 | | | 500,000 | | | | 702,077 | |
3.50%, 6/1/41 | | | 241,000 | | | | 260,578 | |
3.10%, 2/1/43 | | | 123,000 | | | | 125,234 | |
3.50%, 9/15/53(b) | | | 151,000 | | | | 151,805 | |
3.80%, 12/1/57(b) | | | 409,000 | | | | 429,095 | |
3.65%, 9/15/59(b) | | | 306,000 | | | | 309,618 | |
3.85%, 6/1/60 | | | 70,000 | | | | 73,678 | |
| | |
Atmos Energy Corp. 4.13%, 10/15/44 | | | 23,000 | | | | 29,019 | |
| | |
AutoZone, Inc. 3.70%, 4/15/22 | | | 66,000 | | | | 68,406 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
AvalonBay Communities, Inc. | |
4.20%, 12/15/23 | | $ | 12,000 | | | $ | 13,232 | |
2.95%, 5/11/26(a) | | | 45,000 | | | | 49,843 | |
| | |
Avangrid, Inc. 3.80%, 6/1/29(a) | | | 57,000 | | | | 65,466 | |
|
Bank of America Corp. | |
5.70%, 1/24/22 | | | 900,000 | | | | 951,466 | |
4.13%, 1/22/24(a) | | | 55,000 | | | | 60,985 | |
4.20%, 8/26/24 | | | 325,000 | | | | 364,018 | |
4.45%, 3/3/26 | | | 47,000 | | | | 54,807 | |
3.25%, 10/21/27 | | | 95,000 | | | | 106,370 | |
4.18%, 11/25/27, Series L | | | 30,000 | | | | 34,830 | |
1.90%, 7/23/31, (1.898% fixed rate until 7/23/30; Secured Overnight Financing Rate + 1.53%)(c) | | | 54,000 | | | | 54,606 | |
2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93%)(c) | | | 72,000 | | | | 75,245 | |
5.88%, 2/7/42 | | | 100,000 | | | | 152,347 | |
5.00%, 1/21/44 | | | 210,000 | | | | 295,226 | |
4.08%, 3/20/51, (4.083% fixed rate until 3/20/50; 3-month U.S. dollar London Interbank Offered Rate + 3.15% thereafter)(c) | | | 217,000 | | | | 274,802 | |
|
Berkshire Hathaway Energy Co. | |
3.75%, 11/15/23 | | | 44,000 | | | | 47,954 | |
6.13%, 4/1/36 | | | 121,000 | | | | 179,287 | |
3.80%, 7/15/48 | | | 47,000 | | | | 56,382 | |
4.45%, 1/15/49 | | | 70,000 | | | | 93,369 | |
| | |
Berkshire Hathaway Finance Corp. 4.20%, 8/15/48 | | | 57,000 | | | | 75,404 | |
| | |
Berkshire Hathaway, Inc. 2.75%, 3/15/23 | | | 125,000 | | | | 131,296 | |
| | |
BGC Partners, Inc. 5.38%, 7/24/23 | | | 38,000 | | | | 41,151 | |
| | |
Biogen, Inc. 5.20%, 9/15/45 | | | 74,000 | | | | 100,638 | |
| | |
BlackRock, Inc. 2.40%, 4/30/30(a) | | | 100,000 | | | | 109,467 | |
| | |
Block Financial LLC 5.50%, 11/1/22 | | | 46,000 | | | | 48,911 | |
| | |
Boardwalk Pipelines L.P. 5.95%, 6/1/26 | | | 60,000 | | | | 71,044 | |
| | |
Boeing Co. (The) | | | | | | | | |
3.10%, 5/1/26 | | | 27,000 | | | | 28,932 | |
2.70%, 2/1/27 | | | 122,000 | | | | 126,967 | |
3.45%, 11/1/28 | | | 140,000 | | | | 150,347 | |
3.20%, 3/1/29 | | | 250,000 | | | | 264,093 | |
2.95%, 2/1/30 | | | 53,000 | | | | 54,858 | |
5.15%, 5/1/30 | | | 146,000 | | | | 176,960 | |
5.88%, 2/15/40 | | | 162,000 | | | | 206,423 | |
3.90%, 5/1/49 | | | 35,000 | | | | 37,207 | |
3.75%, 2/1/50 | | | 68,000 | | | | 71,635 | |
3.95%, 8/1/59 | | | 25,000 | | | | 26,811 | |
| | |
Booking Holdings, Inc. 3.55%, 3/15/28 | | | 27,000 | | | | 31,118 | |
| | |
Boston Scientific Corp. | | | | | | | | |
3.38%, 5/15/22(a) | | | 34,000 | | | | 35,424 | |
4.00%, 3/1/29 | | | 50,000 | | | | 58,966 | |
4.70%, 3/1/49 | | | 36,000 | | | | 49,476 | |
| | |
Brighthouse Financial, Inc. 3.70%, 6/22/27(a) | | | 48,000 | | | | 52,245 | |
| | |
Bristol-Myers Squibb Co. | | | | | | | | |
3.63%, 5/15/24 | | | 286,000 | | | | 313,686 | |
5.25%, 8/15/43 | | | 14,000 | | | | 20,130 | |
4.35%, 11/15/47 | | | 11,000 | | | | 14,854 | |
| | |
Broadcom Corp. | | | | | | | | |
3.13%, 1/15/25 | | | 78,000 | | | | 84,269 | |
3.88%, 1/15/27 | | | 325,000 | | | | 364,941 | |
|
Broadcom, Inc. | |
3.46%, 9/15/26 | | | 16,000 | | | | 17,775 | |
4.11%, 9/15/28 | | | 44,000 | | | | 50,439 | |
4.15%, 11/15/30 | | | 121,000 | | | | 140,372 | |
| | |
Broadridge Financial Solutions, Inc. 3.40%, 6/27/26 | | | 25,000 | | | | 28,168 | |
|
Burlington Northern Santa Fe LLC | |
3.85%, 9/1/23 | | | 3,000 | | | | 3,253 | |
3.75%, 4/1/24 | | | 45,000 | | | | 49,378 | |
5.05%, 3/1/41 | | | 25,000 | | | | 34,935 | |
5.40%, 6/1/41 | | | 19,000 | | | | 27,750 | |
4.45%, 3/15/43 | | | 38,000 | | | | 51,274 | |
4.15%, 4/1/45 | | | 130,000 | | | | 170,345 | |
|
Capital One Financial Corp. | |
3.75%, 7/28/26 | | | 136,000 | | | | 154,403 | |
3.80%, 1/31/28 | | | 281,000 | | | | 324,026 | |
|
Caterpillar Financial Services Corp. | |
2.85%, 6/1/22 | | | 10,000 | | | | 10,375 | |
2.40%, 6/6/22 | | | 49,000 | | | | 50,499 | |
2.85%, 5/17/24 | | | 46,000 | | | | 49,575 | |
| | |
Caterpillar, Inc. 3.25%, 4/9/50 | | | 53,000 | | | | 62,719 | |
| | |
Chevron USA, Inc. 1.02%, 8/12/27 | | | 160,000 | | | | 160,936 | |
| | |
Chubb Corp. (The) 6.50%, 5/15/38, Series 1 | | | 86,000 | | | | 137,568 | |
| | |
Cigna Corp. | | | | | | | | |
4.50%, 2/25/26 | | | 54,000 | | | | 63,350 | |
4.38%, 10/15/28 | | | 63,000 | | | | 76,197 | |
4.80%, 7/15/46 | | | 132,000 | | | | 174,405 | |
3.88%, 10/15/47 | | | 18,000 | | | | 21,377 | |
3.40%, 3/15/50 | | | 231,000 | | | | 260,425 | |
|
Cisco Systems, Inc. | |
2.60%, 2/28/23 | | | 15,000 | | | | 15,772 | |
3.63%, 3/4/24(a) | | | 44,000 | | | | 48,405 | |
5.50%, 1/15/40 | | | 110,000 | | | | 164,855 | |
|
Citigroup, Inc. | |
5.50%, 9/13/25 | | | 84,000 | | | | 101,044 | |
4.30%, 11/20/26 | | | 291,000 | | | | 339,231 | |
4.45%, 9/29/27 | | | 116,000 | | | | 137,209 | |
4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914%)(c) | | | 97,000 | | | | 117,719 | |
6.63%, 6/15/32 | | | 150,000 | | | | 212,823 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
8.13%, 7/15/39 | | $ | 106,000 | | | $ | 189,705 | |
5.88%, 1/30/42 | | | 83,000 | | | | 126,414 | |
4.65%, 7/23/48(a) | | | 178,000 | | | | 246,144 | |
|
CNA Financial Corp. | |
4.50%, 3/1/26 | | | 18,000 | | | | 21,204 | |
3.45%, 8/15/27 | | | 57,000 | | | | 64,666 | |
|
Coca-Cola Co. (The) | |
2.88%, 10/27/25 | | | 32,000 | | | | 35,523 | |
1.45%, 6/1/27 | | | 67,000 | | | | 69,247 | |
|
Comcast Corp. | |
3.38%, 2/15/25 | | | 19,000 | | | | 21,030 | |
3.38%, 8/15/25 | | | 10,000 | | | | 11,169 | |
3.15%, 2/15/28 | | | 4,000 | | | | 4,517 | |
4.15%, 10/15/28(a) | | | 28,000 | | | | 33,728 | |
4.25%, 10/15/30 | | | 78,000 | | | | 96,123 | |
1.50%, 2/15/31 | | | 284,000 | | | | 282,342 | |
4.25%, 1/15/33 | | | 191,000 | | | | 240,068 | |
4.60%, 10/15/38 | | | 60,000 | | | | 79,170 | |
4.65%, 7/15/42 | | | 6,000 | | | | 8,142 | |
4.00%, 8/15/47 | | | 104,000 | | | | 131,083 | |
3.97%, 11/1/47 | | | 214,000 | | | | 268,808 | |
3.45%, 2/1/50(a) | | | 37,000 | | | | 43,746 | |
4.95%, 10/15/58 | | | 40,000 | | | | 60,856 | |
| | |
Commonwealth Edison Co. 3.65%, 6/15/46 | | | 141,000 | | | | 167,897 | |
| | |
Conagra Brands, Inc. | | | | | | | | |
4.30%, 5/1/24 | | | 61,000 | | | | 68,299 | |
7.00%, 10/1/28 | | | 33,000 | | | | 44,549 | |
5.40%, 11/1/48 | | | 42,000 | | | | 60,087 | |
| | |
Connecticut Light & Power Co. (The) 4.30%, 4/15/44 | | | 30,000 | | | | 39,171 | |
| | |
ConocoPhillips 5.90%, 5/15/38 | | | 129,000 | | | | 186,311 | |
| | |
ConocoPhillips Co. 6.95%, 4/15/29 | | | 110,000 | | | | 154,253 | |
|
Consolidated Edison Co. of New York, Inc. | |
6.75%, 4/1/38, Series 08-B | | | 98,000 | | | | 150,218 | |
4.20%, 3/15/42, Series 12-A | | | 40,000 | | | | 48,727 | |
3.95%, 3/1/43 | | | 37,000 | | | | 43,782 | |
4.50%, 12/1/45 | | | 34,000 | | | | 44,138 | |
3.85%, 6/15/46 | | | 25,000 | | | | 29,262 | |
4.50%, 5/15/58 | | | 5,000 | | | | 6,623 | |
3.70%, 11/15/59 | | | 38,000 | | | | 44,100 | |
|
Constellation Brands, Inc. | |
4.25%, 5/1/23 | | | 49,000 | | | | 53,430 | |
3.75%, 5/1/50(a) | | | 38,000 | | | | 44,951 | |
|
CSX Corp. | |
3.80%, 3/1/28 | | | 201,000 | | | | 234,615 | |
6.00%, 10/1/36 | | | 7,000 | | | | 10,317 | |
6.15%, 5/1/37 | | | 32,000 | | | | 47,951 | |
3.80%, 11/1/46 | | | 41,000 | | | | 49,284 | |
4.25%, 11/1/66 | | | 30,000 | | | | 40,296 | |
|
Discover Financial Services | |
3.85%, 11/21/22 | | | 32,000 | | | | 34,055 | |
3.95%, 11/6/24 | | | 132,000 | | | | 146,726 | |
| | |
Dollar General Corp. 3.88%, 4/15/27 | | | 9,000 | | | | 10,430 | |
| | |
Dominion Energy South Carolina, Inc. 5.10%, 6/1/65 | | | 68,000 | | | | 107,643 | |
| | |
Dominion Energy, Inc. 4.90%, 8/1/41, Series C | | | 18,000 | | | | 23,654 | |
|
DTE Energy Co. | |
3.50%, 6/1/24, Series C | | | 17,000 | | | | 18,467 | |
2.53%, 10/1/24, Series C | | | 114,000 | | | | 121,595 | |
2.85%, 10/1/26 | | | 57,000 | | | | 62,654 | |
|
Duke Energy Carolinas LLC | |
3.95%, 11/15/28 | | | 35,000 | | | | 41,773 | |
6.05%, 4/15/38 | | | 84,000 | | | | 126,504 | |
3.95%, 3/15/48 | | | 40,000 | | | | 50,279 | |
| | |
Duke Energy Corp. 3.75%, 9/1/46 | | | 112,000 | | | | 130,426 | |
| | |
Duke Energy Florida LLC 4.20%, 7/15/48 | | | 13,000 | | | | 16,771 | |
| | |
Duke Energy Florida Project Finance LLC 2.54%, 9/1/31, Series 2026 | | | 50,000 | | | | 54,121 | |
| | |
Duke Energy Ohio, Inc. 3.70%, 6/15/46 | | | 36,000 | | | | 42,813 | |
| | |
Duke Energy Progress LLC | | | | | | | | |
3.45%, 3/15/29 | | | 63,000 | | | | 73,231 | |
3.70%, 10/15/46 | | | 37,000 | | | | 44,838 | |
| | |
E*TRADE Financial Corp. 3.80%, 8/24/27 | | | 100,000 | | | | 115,476 | |
|
Eastman Chemical Co. | |
3.60%, 8/15/22 | | | 10,000 | | | | 10,450 | |
4.80%, 9/1/42 | | | 69,000 | | | | 88,549 | |
4.65%, 10/15/44 | | | 20,000 | | | | 25,357 | |
| | |
Eaton Corp. 4.15%, 11/2/42 | | | 56,000 | | | | 71,062 | |
|
eBay, Inc. | |
3.80%, 3/9/22 | | | 87,000 | | | | 90,270 | |
4.00%, 7/15/42 | | | 82,000 | | | | 93,495 | |
|
Eli Lilly and Co. | |
3.95%, 3/15/49 | | | 40,000 | | | | 52,572 | |
2.25%, 5/15/50 | | | 58,000 | | | | 57,189 | |
|
Enterprise Products Operating LLC | |
2.80%, 1/31/30(a) | | | 252,000 | | | | 273,552 | |
5.95%, 2/1/41 | | | 300,000 | | | | 413,519 | |
3.70%, 1/31/51 | | | 63,000 | | | | 69,606 | |
3.95%, 1/31/60(a) | | | 46,000 | | | | 51,184 | |
| | |
EOG Resources, Inc. 3.90%, 4/1/35 | | | 18,000 | | | | 21,167 | |
| | |
Equitable Holdings, Inc. 4.35%, 4/20/28 | | | 160,000 | | | | 189,281 | |
| | |
Essential Utilities, Inc. 4.28%, 5/1/49 | | | 32,000 | | | | 41,177 | |
|
Essex Portfolio L.P. | |
3.50%, 4/1/25 | | | 65,000 | | | | 72,103 | |
3.00%, 1/15/30 | | | 82,000 | | | | 90,098 | |
2.65%, 3/15/32 | | | 25,000 | | | | 26,889 | |
|
Evergy, Inc. | |
2.45%, 9/15/24 | | | 106,000 | | | | 112,513 | |
2.90%, 9/15/29(a) | | | 30,000 | | | | 32,946 | |
|
Exelon Corp. | |
3.50%, 6/1/22 | | | 30,000 | | | | 31,212 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
3.40%, 4/15/26(a) | | $ | 71,000 | | | $ | 80,027 | |
5.10%, 6/15/45 | | | 150,000 | | | | 203,841 | |
4.45%, 4/15/46 | | | 40,000 | | | | 51,087 | |
| | |
Exelon Generation Co. LLC 5.60%, 6/15/42(a) | | | 34,000 | | | | 38,804 | |
|
Exxon Mobil Corp. | |
2.40%, 3/6/22 | | | 13,000 | | | | 13,293 | |
2.02%, 8/16/24(a) | | | 11,000 | | | | 11,587 | |
2.71%, 3/6/25(a) | | | 77,000 | | | | 83,181 | |
3.48%, 3/19/30 | | | 263,000 | | | | 306,344 | |
3.10%, 8/16/49 | | | 90,000 | | | | 97,752 | |
4.33%, 3/19/50 | | | 67,000 | | | | 88,037 | |
| | |
Fidelity National Financial, Inc. 4.50%, 8/15/28 | | | 75,000 | | | | 87,812 | |
|
Fifth Third Bancorp | |
2.60%, 6/15/22 | | | 15,000 | | | | 15,465 | |
3.95%, 3/14/28(a) | | | 27,000 | | | | 31,763 | |
8.25%, 3/1/38(a) | | | 25,000 | | | | 42,374 | |
|
Fiserv, Inc. | |
3.80%, 10/1/23 | | | 33,000 | | | | 35,962 | |
2.75%, 7/1/24 | | | 51,000 | | | | 54,790 | |
4.40%, 7/1/49 | | | 40,000 | | | | 53,675 | |
| | |
Florida Power & Light Co. 4.13%, 6/1/48 | | | 79,000 | | | | 104,613 | |
| | |
Fox Corp. 3.50%, 4/8/30 | | | 151,000 | | | | 171,790 | |
|
General Dynamics Corp. | |
3.38%, 5/15/23 | | | 10,000 | | | | 10,697 | |
4.25%, 4/1/40(a) | | | 95,000 | | | | 123,917 | |
|
General Mills, Inc. | |
3.15%, 12/15/21 | | | 100,000 | | | | 101,939 | |
4.00%, 4/17/25 | | | 35,000 | | | | 39,590 | |
4.20%, 4/17/28 | | | 18,000 | | | | 21,595 | |
5.40%, 6/15/40 | | | 105,000 | | | | 150,520 | |
|
Gilead Sciences, Inc. | |
4.40%, 12/1/21 | | | 18,000 | | | | 18,495 | |
3.70%, 4/1/24 | | | 10,000 | | | | 10,904 | |
4.60%, 9/1/35 | | | 60,000 | | | | 77,674 | |
4.80%, 4/1/44(a) | | | 16,000 | | | | 21,146 | |
4.50%, 2/1/45 | | | 52,000 | | | | 66,376 | |
4.15%, 3/1/47 | | | 148,000 | | | | 181,094 | |
| | |
Global Payments, Inc. 2.90%, 5/15/30 | | | 85,000 | | | | 92,629 | |
| | |
Globe Life, Inc. 4.55%, 9/15/28 | | | 100,000 | | | | 120,163 | |
| | |
Hartford Financial Services Group, Inc. (The) 6.10%, 10/1/41 | | | 7,000 | | | | 10,497 | |
| | |
Hasbro, Inc. 3.50%, 9/15/27 | | | 55,000 | | | | 59,966 | |
|
HCA, Inc. | |
4.50%, 2/15/27 | | | 200,000 | | | | 232,816 | |
4.13%, 6/15/29 | | | 136,000 | | | | 157,938 | |
5.25%, 6/15/49 | | | 77,000 | | | | 101,868 | |
|
Healthpeak Properties, Inc. | |
4.00%, 6/1/25 | | | 18,000 | | | | 20,447 | |
3.50%, 7/15/29 | | | 45,000 | | | | 51,119 | |
3.00%, 1/15/30 | | | 47,000 | | | | 51,482 | |
|
Home Depot, Inc. (The) | |
2.13%, 9/15/26 | | | 23,000 | | | | 24,821 | |
2.95%, 6/15/29 | | | 37,000 | | | | 42,088 | |
2.70%, 4/15/30 | | | 47,000 | | | | 52,500 | |
4.88%, 2/15/44 | | | 34,000 | | | | 48,524 | |
4.40%, 3/15/45 | | | 163,000 | | | | 217,375 | |
4.50%, 12/6/48(a) | | | 9,000 | | | | 12,668 | |
|
Honeywell International, Inc. | |
0.48%, 8/19/22 | | | 120,000 | | | | 120,199 | |
5.70%, 3/15/37 | | | 4,000 | | | | 5,735 | |
2.80%, 6/1/50 | | | 88,000 | | | | 96,571 | |
| | |
HP, Inc. 6.00%, 9/15/41 | | | 83,000 | | | | 108,579 | |
| | |
Humana, Inc. 3.13%, 8/15/29 | | | 172,000 | | | | 190,190 | |
| | |
Huntington Bancshares, Inc. 2.30%, 1/14/22 | | | 24,000 | | | | 24,436 | |
| | |
Huntington Ingalls Industries, Inc. 3.84%, 5/1/25, Series WI | | | 100,000 | | | | 111,370 | |
| | |
Hyatt Hotels Corp. 3.38%, 7/15/23 | | | 2,000 | | | | 2,105 | |
| | |
Illinois Tool Works, Inc. 3.90%, 9/1/42(a) | | | 30,000 | | | | 37,909 | |
| | |
Indiana Michigan Power Co. 4.55%, 3/15/46, Series K | | | 110,000 | | | | 144,365 | |
|
Intel Corp. | |
3.10%, 7/29/22 | | | 10,000 | | | | 10,464 | |
2.88%, 5/11/24 | | | 3,000 | | | | 3,239 | |
3.25%, 11/15/49 | | | 165,000 | | | | 185,030 | |
4.95%, 3/25/60 | | | 40,000 | | | | 59,657 | |
| | |
Intercontinental Exchange, Inc. 3.00%, 6/15/50(a) | | | 56,000 | | | | 59,749 | |
|
International Business Machines Corp. | |
3.50%, 5/15/29 | | | 50,000 | | | | 57,896 | |
4.15%, 5/15/39(a) | | | 100,000 | | | | 126,781 | |
4.00%, 6/20/42 | | | 24,000 | | | | 29,834 | |
| | |
International Flavors & Fragrances, Inc. 5.00%, 9/26/48 | | | 10,000 | | | | 13,495 | |
|
International Paper Co. | |
3.80%, 1/15/26 | | | 14,000 | | | | 15,883 | |
4.80%, 6/15/44 | | | 4,000 | | | | 5,391 | |
5.15%, 5/15/46 | | | 11,000 | | | | 15,296 | |
4.40%, 8/15/47 | | | 156,000 | | | | 204,616 | |
4.35%, 8/15/48 | | | 15,000 | | | | 19,679 | |
| | |
Interpublic Group of Cos., Inc. (The) 4.65%, 10/1/28(a) | | | 22,000 | | | | 26,615 | |
|
Johnson & Johnson | |
2.90%, 1/15/28 | | | 30,000 | | | | 33,870 | |
4.38%, 12/5/33 | | | 26,000 | | | | 34,762 | |
3.40%, 1/15/38 | | | 32,000 | | | | 38,813 | |
3.70%, 3/1/46 | | | 26,000 | | | | 33,215 | |
3.50%, 1/15/48 | | | 88,000 | | | | 109,216 | |
|
JPMorgan Chase & Co. | |
6.40%, 5/15/38(a) | | | 111,000 | | | | 172,191 | |
3.11%, 4/22/41, (3.109% fixed rate until 4/22/40; Secured Overnight Financing Rate + 2.46%)(c) | | | 115,000 | | | | 128,924 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
5.63%, 8/16/43 | | $ | 16,000 | | | $ | 24,126 | |
4.85%, 2/1/44 | | | 23,000 | | | | 33,179 | |
4.95%, 6/1/45 | | | 187,000 | | | | 265,349 | |
3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44%)(c) | | | 177,000 | | | | 197,465 | |
| | |
Keurig Dr. Pepper, Inc. 4.60%, 5/25/28 | | | 250,000 | | | | 304,750 | |
| | |
KeyCorp 2.55%, 10/1/29(a) | | | 187,000 | | | | 202,696 | |
|
Kimberly-Clark Corp. | |
3.10%, 3/26/30 | | | 7,000 | | | | 8,067 | |
5.30%, 3/1/41 | | | 22,000 | | | | 32,569 | |
| | |
KLA Corp. 3.30%, 3/1/50 | | | 22,000 | | | | 24,945 | |
|
Kroger Co. (The) | |
4.00%, 2/1/24 | | | 50,000 | | | | 54,970 | |
2.65%, 10/15/26(a) | | | 44,000 | | | | 48,123 | |
3.70%, 8/1/27 | | | 17,000 | | | | 19,572 | |
5.15%, 8/1/43(a) | | | 2,000 | | | | 2,748 | |
4.45%, 2/1/47 | | | 32,000 | | | | 40,404 | |
|
Laboratory Corp. of America Holdings | |
3.20%, 2/1/22 | | | 14,000 | | | | 14,419 | |
4.70%, 2/1/45 | | | 15,000 | | | | 19,735 | |
| | |
Lam Research Corp. 3.80%, 3/15/25 | | | 4,000 | | | | 4,501 | |
|
Las Vegas Sands Corp. | |
3.20%, 8/8/24 | | | 50,000 | | | | 52,994 | |
2.90%, 6/25/25 | | | 157,000 | | | | 164,425 | |
| | |
Lincoln National Corp. 3.80%, 3/1/28 | | | 25,000 | | | | 28,957 | |
|
Lockheed Martin Corp. | |
4.50%, 5/15/36 | | | 31,000 | | | | 40,939 | |
4.70%, 5/15/46 | | | 90,000 | | | | 127,066 | |
4.09%, 9/15/52 | | | 70,000 | | | | 92,838 | |
|
Lowe’s Cos., Inc. | |
3.12%, 4/15/22 | | | 18,000 | | | | 18,530 | |
4.05%, 5/3/47 | | | 116,000 | | | | 145,460 | |
|
LYB International Finance III LLC | |
4.20%, 10/15/49 | | | 100,000 | | | | 117,198 | |
4.20%, 5/1/50 | | | 30,000 | | | | 35,084 | |
|
Magellan Midstream Partners L.P. | |
5.15%, 10/15/43 | | | 9,000 | | | | 11,593 | |
4.20%, 10/3/47 | | | 70,000 | | | | 79,994 | |
| | |
Markel Corp. 5.00%, 4/5/46 | | | 28,000 | | | | 37,818 | |
| | |
Marriott International, Inc. 2.30%, 1/15/22 | | | 20,000 | | | | 20,266 | |
| | |
Marsh & McLennan Cos., Inc. 3.88%, 3/15/24 | | | 64,000 | | | | 70,663 | |
| | |
McDonald’s Corp. | | | | | | | | |
2.63%, 1/15/22 | | | 4,000 | | | | 4,097 | |
3.50%, 3/1/27 | | | 27,000 | | | | 30,941 | |
3.80%, 4/1/28 | | | 29,000 | | | | 33,942 | |
2.63%, 9/1/29 | | | 33,000 | | | | 36,188 | |
6.30%, 3/1/38 | | | 32,000 | | | | 48,369 | |
4.88%, 12/9/45 | | | 38,000 | | | | 51,792 | |
3.63%, 9/1/49(a) | | | 14,000 | | | | 16,490 | |
| | |
McKesson Corp. 3.80%, 3/15/24 | | | 69,000 | | | | 75,765 | |
| | |
Merck & Co., Inc. | | | | | | | | |
2.80%, 5/18/23 | | | 37,000 | | | | 39,251 | |
3.40%, 3/7/29 | | | 31,000 | | | | 36,090 | |
3.60%, 9/15/42 | | | 16,000 | | | | 19,679 | |
3.70%, 2/10/45 | | | 126,000 | | | | 157,284 | |
4.00%, 3/7/49 | | | 93,000 | | | | 122,968 | |
| | |
MetLife, Inc. 6.40%, 12/15/66 | | | 255,000 | | | | 330,538 | |
| | |
Micron Technology, Inc. 5.33%, 2/6/29 | | | 128,000 | | | | 160,317 | |
| | |
Microsoft Corp. | | | | | | | | |
2.88%, 2/6/24 | | | 37,000 | | | | 39,760 | |
2.40%, 8/8/26 | | | 35,000 | | | | 38,204 | |
4.10%, 2/6/37 | | | 29,000 | | | | 38,153 | |
3.70%, 8/8/46 | | | 53,000 | | | | 67,320 | |
2.53%, 6/1/50 | | | 58,000 | | | | 61,290 | |
2.68%, 6/1/60 | | | 106,000 | | | | 115,443 | |
| | |
MidAmerican Energy Co. 3.65%, 8/1/48 | | | 40,000 | | | | 49,085 | |
| | |
Molson Coors Beverage Co. 3.00%, 7/15/26 | | | 159,000 | | | | 173,465 | |
| | |
Moody’s Corp. 2.63%, 1/15/23 | | | 54,000 | | | | 56,357 | |
| | |
Morgan Stanley | | | | | | | | |
2.75%, 5/19/22 | | | 40,000 | | | | 41,317 | |
4.10%, 5/22/23 | | | 34,000 | | | | 36,911 | |
3.88%, 4/29/24, Series F | | | 33,000 | | | | 36,575 | |
3.70%, 10/23/24 | | | 29,000 | | | | 32,288 | |
3.13%, 7/27/26 | | | 85,000 | | | | 95,084 | |
3.95%, 4/23/27 | | | 244,000 | | | | 282,340 | |
7.25%, 4/1/32 | | | 234,000 | | | | 361,429 | |
6.38%, 7/24/42(a) | | | 31,000 | | | | 50,699 | |
4.30%, 1/27/45 | | | 66,000 | | | | 88,328 | |
5.60%, 3/24/51, (5.597% fixed rate until 3/24/50; Secured Overnight Financing Rate + 4.84%)(a)(c) | | | 58,000 | | | | 93,541 | |
| | |
Motorola Solutions, Inc. 4.60%, 5/23/29 | | | 100,000 | | | | 119,885 | |
| | |
National Fuel Gas Co. 3.75%, 3/1/23 | | | 30,000 | | | | 31,510 | |
| | |
NBCUniversal Media LLC 5.95%, 4/1/41(a) | | | 24,000 | | | | 36,755 | |
| | |
Newmont Corp. 6.25%, 10/1/39(a) | | | 28,000 | | | | 42,646 | |
| | |
NextEra Energy Capital Holdings, Inc. | | | | | | | | |
2.90%, 4/1/22 | | | 85,000 | | | | 87,727 | |
2.25%, 6/1/30 | | | 55,000 | | | | 57,735 | |
| | |
NIKE, Inc. 3.38%, 11/1/46 | | | 39,000 | | | | 46,385 | |
| | |
Norfolk Southern Corp. | | | | | | | | |
3.95%, 10/1/42 | | | 64,000 | | | | 77,836 | |
4.15%, 2/28/48 | | | 31,000 | | | | 39,521 | |
3.16%, 5/15/55 | | | 53,000 | | | | 58,101 | |
5.10%, 8/1/2118 | | | 12,000 | | | | 15,754 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Northrop Grumman Corp. | | | | | | | | |
3.25%, 8/1/23 | | $ | 8,000 | | | $ | 8,603 | |
3.25%, 1/15/28 | | | 50,000 | | | | 56,577 | |
4.03%, 10/15/47 | | | 180,000 | | | | 226,242 | |
5.25%, 5/1/50(a) | | | 47,000 | | | | 70,111 | |
| | |
NSTAR Electric Co. 3.20%, 5/15/27 | | | 71,000 | | | | 80,162 | |
| | |
Nucor Corp. 4.00%, 8/1/23 | | | 125,000 | | | | 135,173 | |
| | |
NVIDIA Corp. | | | | | | | | |
3.20%, 9/16/26 | | | 45,000 | | | | 51,015 | |
3.50%, 4/1/40 | | | 70,000 | | | | 84,244 | |
| | |
NVR, Inc. 3.95%, 9/15/22 | | | 18,000 | | | | 18,943 | |
| | |
O’Reilly Automotive, Inc. 3.60%, 9/1/27 | | | 56,000 | | | | 63,853 | |
| | |
Omnicom Group, Inc. 3.63%, 5/1/22 | | | 57,000 | | | | 59,469 | |
| | |
ONE Gas, Inc. 4.66%, 2/1/44 | | | 4,000 | | | | 5,268 | |
| | |
Oracle Corp. | | | | | | | | |
4.30%, 7/8/34 | | | 74,000 | | | | 93,753 | |
3.85%, 7/15/36 | | | 20,000 | | | | 24,180 | |
5.38%, 7/15/40 | | | 555,000 | | | | 798,712 | |
3.85%, 4/1/60 | | | 80,000 | | | | 98,593 | |
| | |
Owens Corning | | | | | | | | |
3.40%, 8/15/26 | | | 79,000 | | | | 87,344 | |
4.30%, 7/15/47 | | | 7,000 | | | | 8,442 | |
| | |
PacifiCorp 6.00%, 1/15/39 | | | 99,000 | | | | 147,507 | |
| | |
Parker-Hannifin Corp. | | | | | | | | |
3.25%, 3/1/27 | | | 67,000 | | | | 74,974 | |
4.45%, 11/21/44 | | | 11,000 | | | | 14,150 | |
| | |
PayPal Holdings, Inc. | | | | | | | | |
2.40%, 10/1/24 | | | 37,000 | | | | 39,581 | |
2.65%, 10/1/26 | | | 136,000 | | | | 149,569 | |
| | |
PepsiCo, Inc. | | | | | | | | |
2.63%, 7/29/29 | | | 10,000 | | | | 11,048 | |
4.45%, 4/14/46 | | | 52,000 | | | | 72,730 | |
3.45%, 10/6/46 | | | 94,000 | | | | 113,860 | |
3.63%, 3/19/50 | | | 60,000 | | | | 76,355 | |
| | |
Pfizer, Inc. | | | | | | | | |
2.20%, 12/15/21 | | | 90,000 | | | | 91,761 | |
4.10%, 9/15/38 | | | 80,000 | | | | 102,536 | |
2.70%, 5/28/50 | | | 55,000 | | | | 59,207 | |
| | |
Philip Morris International, Inc. | | | | | | | | |
2.88%, 5/1/24 | | | 5,000 | | | | 5,376 | |
2.75%, 2/25/26 | | | 40,000 | | | | 43,685 | |
3.13%, 8/17/27 | | | 20,000 | | | | 22,435 | |
3.13%, 3/2/28(a) | | | 100,000 | | | | 112,292 | |
4.38%, 11/15/41(a) | | | 50,000 | | | | 62,591 | |
4.50%, 3/20/42 | | | 40,000 | | | | 50,781 | |
| | |
Phillips | | | | | | | | |
66 3.70%, 4/6/23 | | | 258,000 | | | | 276,464 | |
2.15%, 12/15/30(a) | | | 170,000 | | | | 172,956 | |
5.88%, 5/1/42 | | | 30,000 | | | | 41,825 | |
| | |
Phillips 66 Partners L.P. 3.55%, 10/1/26 | | | 167,000 | | | | 183,200 | |
| | |
Pioneer Natural Resources Co. 4.45%, 1/15/26 | | | 39,000 | | | | 45,130 | |
| | |
Precision Castparts Corp. 3.90%, 1/15/43 | | | 45,000 | | | | 52,834 | |
| | |
Progress Energy, Inc. | | | | | | | | |
7.75%, 3/1/31 | | | 70,000 | | | | 104,434 | |
6.00%, 12/1/39 | | | 62,000 | | | | 88,042 | |
| | |
Prudential Financial, Inc. | | | | | | | | |
5.38%, 5/15/45, (5.375% fixed rate until 5/15/25; 3-month U.S. dollar London Interbank Offered Rate + 3.031% thereafter)(c) | | | 150,000 | | | | 163,490 | |
4.50%, 9/15/47, (4.50% fixed rate until 9/15/27; 3-month U.S. dollar London Interbank Offered Rate + 2.38% thereafter)(a)(c) | | | 261,000 | | | | 290,042 | |
3.91%, 12/7/47(a) | | | 22,000 | | | | 26,524 | |
3.94%, 12/7/49 | | | 26,000 | | | | 31,649 | |
| | |
Public Service Electric & Gas Co. 3.60%, 12/1/47 | | | 62,000 | | | | 74,912 | |
| | |
Quest Diagnostics, Inc. 2.95%, 6/30/30 | | | 39,000 | | | | 42,994 | |
| | |
Raytheon Technologies Corp. | | | | | | | | |
3.95%, 8/16/25 | | | 30,000 | | | | 34,422 | |
3.50%, 3/15/27 | | | 8,000 | | | | 9,143 | |
4.13%, 11/16/28(a) | | | 10,000 | | | | 11,930 | |
6.05%, 6/1/36 | | | 101,000 | | | | 146,878 | |
4.50%, 6/1/42 | | | 72,000 | | | | 94,028 | |
4.15%, 5/15/45 | | | 51,000 | | | | 64,771 | |
4.63%, 11/16/48 | | | 105,000 | | | | 142,794 | |
| | |
Reliance Steel & Aluminum Co. 4.50%, 4/15/23 | | | 31,000 | | | | 33,456 | |
| | |
Republic Services, Inc. | | | | | | | | |
3.20%, 3/15/25 | | | 3,000 | | | | 3,294 | |
2.90%, 7/1/26 | | | 100,000 | | | | 110,573 | |
| | |
Reynolds American, Inc. | | | | | | | | |
4.45%, 6/12/25 | | | 90,000 | | | | 102,549 | |
5.70%, 8/15/35 | | | 169,000 | | | | 214,028 | |
5.85%, 8/15/45(a) | | | 119,000 | | | | 152,496 | |
| | |
Roper Technologies, Inc. 4.20%, 9/15/28 | | | 78,000 | | | | 93,124 | |
| | |
San Diego Gas & Electric Co. 4.50%, 8/15/40 | | | 76,000 | | | | 96,993 | |
| | |
Sempra Energy 6.00%, 10/15/39 | | | 229,000 | | | | 329,278 | |
| | |
Sherwin-Williams Co. (The) | | | | | | | | |
3.45%, 8/1/25 | | | 37,000 | | | | 40,875 | |
4.50%, 6/1/47 | | | 32,000 | | | | 42,876 | |
3.80%, 8/15/49 | | | 28,000 | | | | 33,905 | |
| | |
Southern Co. (The) | | | | | | | | |
4.25%, 7/1/36 | | | 7,000 | | | | 8,606 | |
4.40%, 7/1/46(a) | | | 172,000 | | | | 216,888 | |
| | |
Southern Power Co. 4.15%, 12/1/25 | | | 7,000 | | | | 8,038 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Southwest Airlines Co. 5.25%, 5/4/25 | | $ | 97,000 | | | $ | 112,429 | |
| | |
Stanley Black & Decker, Inc. 4.25%, 11/15/28 | | | 57,000 | | | | 69,534 | |
| | |
Starbucks Corp. | | | | | | | | |
3.80%, 8/15/25 | | | 102,000 | | | | 116,151 | |
4.00%, 11/15/28(a) | | | 50,000 | | | | 59,456 | |
| | |
State Street Corp. | | | | | | | | |
3.10%, 5/15/23(a) | | | 21,000 | | | | 22,345 | |
2.65%, 5/19/26 | | | 50,000 | | | | 55,092 | |
| | |
Steel Dynamics, Inc. 5.00%, 12/15/26 | | | 148,000 | | | | 157,658 | |
| | |
Stryker Corp. 4.63%, 3/15/46 | | | 52,000 | | | | 70,049 | |
| | |
Synchrony Financial | | | | | | | | |
2.85%, 7/25/22 | | | 12,000 | | | | 12,395 | |
4.38%, 3/19/24 | | | 33,000 | | | | 36,348 | |
4.25%, 8/15/24 | | | 161,000 | | | | 177,976 | |
3.95%, 12/1/27 | | | 40,000 | | | | 44,892 | |
| | |
Sysco Corp. | | | | | | | | |
3.25%, 7/15/27 | | | 36,000 | | | | 40,086 | |
5.95%, 4/1/30 | | | 66,000 | | | | 86,854 | |
6.60%, 4/1/50 | | | 135,000 | | | | 208,251 | |
| | |
Target Corp. | | | | | | | | |
2.50%, 4/15/26(a) | | | 37,000 | | | | 40,952 | |
3.38%, 4/15/29(a) | | | 56,000 | | | | 65,694 | |
| | |
Textron, Inc. 4.30%, 3/1/24 | | | 43,000 | | | | 47,271 | |
| | |
Thermo Fisher Scientific, Inc. 3.00%, 4/15/23 | | | 60,000 | | | | 63,343 | |
| | |
TJX Cos., Inc. (The) 3.50%, 4/15/25 | | | 58,000 | | | | 64,820 | |
| | |
Toyota Motor Credit Corp. | | | | | | | | |
3.30%, 1/12/22 | | | 250,000 | | | | 257,935 | |
2.65%, 4/12/22 | | | 10,000 | | | | 10,297 | |
| | |
Travelers Cos., Inc. (The) 6.75%, 6/20/36 | | | 79,000 | | | | 124,464 | |
| | |
Truist Financial Corp. | | | | | | | | |
2.70%, 1/27/22 | | | 150,000 | | | | 153,585 | |
2.75%, 4/1/22 | | | 23,000 | | | | 23,669 | |
| | |
TWDC Enterprises 18 Corp. | | | | | | | | |
3.00%, 2/13/26 | | | 55,000 | | | | 61,162 | |
7.00%, 3/1/32, Series B | | | 35,000 | | | | 52,490 | |
| | |
Tyson Foods, Inc. | | | | | | | | |
4.50%, 6/15/22 | | | 144,000 | | | | 151,047 | |
3.95%, 8/15/24 | | | 18,000 | | | | 20,009 | |
4.88%, 8/15/34 | | | 62,000 | | | | 81,372 | |
| | |
U.S. Bancorp 3.00%, 7/30/29 | | | 126,000 | | | | 140,834 | |
| | |
Union Pacific Corp. | | | | | | | | |
3.75%, 3/15/24 | | | 10,000 | | | | 10,939 | |
3.95%, 9/10/28 | | | 95,000 | | | | 112,932 | |
4.00%, 4/15/47 | | | 81,000 | | | | 100,892 | |
3.84%, 3/20/60 | | | 150,000 | | | | 186,495 | |
2.97%, 9/16/62(b) | | | 63,000 | | | | 66,203 | |
| | |
United Parcel Service, Inc. | | | | | | | | |
6.20%, 1/15/38 | | | 46,000 | | | | 72,302 | |
5.30%, 4/1/50 | | | 83,000 | | | | 125,512 | |
| | |
UnitedHealth Group, Inc. | | | | | | | | |
2.88%, 12/15/21 | | | 25,000 | | | | 25,607 | |
2.75%, 2/15/23 | | | 26,000 | | | | 27,224 | |
2.88%, 3/15/23 | | | 39,000 | | | | 41,265 | |
3.75%, 7/15/25 | | | 49,000 | | | | 55,863 | |
3.38%, 4/15/27 | | | 70,000 | | | | 80,048 | |
4.63%, 7/15/35 | | | 27,000 | | | | 36,261 | |
3.50%, 8/15/39 | | | 153,000 | | | | 182,264 | |
4.25%, 4/15/47 | | | 31,000 | | | | 41,319 | |
4.25%, 6/15/48 | | | 108,000 | | | | 144,471 | |
| | |
Valero Energy Corp. | | | | | | | | |
3.40%, 9/15/26 | | | 264,000 | | | | 289,680 | |
7.50%, 4/15/32 | | | 70,000 | | | | 97,934 | |
| | |
Verizon Communications, Inc. | | | | | | | | |
4.02%, 12/3/29 | | | 127,000 | | | | 151,240 | |
4.50%, 8/10/33 | | | 317,000 | | | | 400,394 | |
4.40%, 11/1/34 | | | 49,000 | | | | 61,213 | |
4.81%, 3/15/39 | | | 156,000 | | | | 203,785 | |
3.85%, 11/1/42 | | | 9,000 | | | | 10,690 | |
6.55%, 9/15/43 | | | 250,000 | | | | 402,696 | |
5.01%, 4/15/49 | | | 2,000 | | | | 2,777 | |
4.00%, 3/22/50(a) | | | 218,000 | | | | 264,272 | |
2.99%, 10/30/56(b) | | | 20,000 | | | | 20,177 | |
| | |
ViacomCBS, Inc. | | | | | | | | |
3.70%, 8/15/24 | | | 151,000 | | | | 165,647 | |
4.00%, 1/15/26 | | | 28,000 | | | | 32,067 | |
2.90%, 1/15/27 | | | 46,000 | | | | 50,544 | |
3.38%, 2/15/28 | | | 23,000 | | | | 25,877 | |
7.88%, 7/30/30 | | | 118,000 | | | | 176,434 | |
6.88%, 4/30/36 | | | 181,000 | | | | 262,357 | |
4.60%, 1/15/45 | | | 11,000 | | | | 13,207 | |
| | |
Viatris, Inc. 4.00%, 6/22/50(b) | | | 81,000 | | | | 92,967 | |
| | |
Virginia Electric & Power Co. | | | | | | | | |
3.80%, 4/1/28, Series A | | | 50,000 | | | | 58,589 | |
8.88%, 11/15/38 | | | 200,000 | | | | 371,466 | |
| | |
Visa, Inc. | | | | | | | | |
2.70%, 4/15/40 | | | 70,000 | | | | 76,585 | |
2.00%, 8/15/50(a) | | | 75,000 | | | | 71,787 | |
| | |
Walgreens Boots Alliance, Inc. 4.80%, 11/18/44 | | | 153,000 | | | | 174,040 | |
| | |
Walmart, Inc. | | | | | | | | |
5.25%, 9/1/35 | | | 33,000 | | | | 48,155 | |
3.95%, 6/28/38 | | | 196,000 | | | | 250,345 | |
4.05%, 6/29/48(a) | | | 6,000 | | | | 8,157 | |
| | |
Walt Disney Co. (The) | | | | | | | | |
2.00%, 9/1/29 | | | 47,000 | | | | 49,161 | |
2.65%, 1/13/31(a) | | | 53,000 | | | | 58,156 | |
3.50%, 5/13/40 | | | 122,000 | | | | 143,614 | |
5.40%, 10/1/43(a) | | | 227,000 | | | | 332,786 | |
2.75%, 9/1/49 | | | 50,000 | | | | 53,004 | |
3.60%, 1/13/51 | | | 54,000 | | | | 65,493 | |
| | |
Waste Management, Inc. | | | | | | | | |
2.90%, 9/15/22 | | | 33,000 | | | | 34,214 | |
3.13%, 3/1/25 | | | 138,000 | | | | 151,253 | |
3.90%, 3/1/35 | | | 2,000 | | | | 2,454 | |
| | |
Wells Fargo & Co. | | | | | | | | |
4.13%, 8/15/23(a) | | | 255,000 | | | | 278,717 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
1.65%, 6/2/24, (1.654% fixed rate until 6/2/23; Secured Overnight Financing Rate + 1.60%)(c) | | $ | 367,000 | | | $ | 377,322 | |
3.00%, 2/19/25 | | | 39,000 | | | | 42,423 | |
3.55%, 9/29/25 | | | 84,000 | | | | 94,402 | |
4.30%, 7/22/27 | | | 45,000 | | | | 52,761 | |
2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10%)(c) | | | 176,000 | | | | 187,541 | |
3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53%)(c) | | | 241,000 | | | | 262,547 | |
5.38%, 11/2/43 | | | 64,000 | | | | 89,190 | |
5.61%, 1/15/44 | | | 107,000 | | | | 151,873 | |
4.75%, 12/7/46 | | | 107,000 | | | | 140,264 | |
| | |
Western Union Co. (The) 2.85%, 1/10/25 | | | 105,000 | | | | 112,882 | |
| | |
WestRock RKT LLC 4.00%, 3/1/23 | | | 35,000 | | | | 37,199 | |
| | |
Weyerhaeuser Co. 7.38%, 3/15/32 | | | 107,000 | | | | 160,659 | |
| | |
Wisconsin Power and Light Co. 3.00%, 7/1/29(a) | | | 62,000 | | | | 69,767 | |
| | |
WRKCo, Inc. | | | | | | | | |
3.38%, 9/15/27 | | | 42,000 | | | | 46,980 | |
4.90%, 3/15/29 | | | 37,000 | | | | 45,749 | |
| | |
WW Grainger, Inc. 4.60%, 6/15/45 | | | 110,000 | | | | 147,849 | |
| | |
Wyeth LLC | | | | | | | | |
6.50%, 2/1/34 | | | 187,000 | | | | 292,763 | |
5.95%, 4/1/37(a) | | | 16,000 | | | | 24,014 | |
| | |
Xcel Energy, Inc. 3.30%, 6/1/25 | | | 117,000 | | | | 128,723 | |
| | |
Xylem, Inc. 4.38%, 11/1/46(a) | | | 36,000 | | | | 44,252 | |
| | |
Zoetis, Inc. | | | | | | | | |
3.00%, 9/12/27 | | | 38,000 | | | | 42,584 | |
3.90%, 8/20/28 | | | 45,000 | | | | 53,084 | |
4.45%, 8/20/48 | | | 42,000 | | | | 56,533 | |
TOTAL U.S. CORPORATE BONDS
(Cost: $51,832,684) | | | | 53,729,141 | |
|
FOREIGN CORPORATE BONDS – 2.3% | |
|
Canada – 0.2% | |
| | |
Barrick North America Finance LLC 5.75%, 5/1/43 | | | 63,000 | | | | 92,152 | |
|
Germany – 0.6% | |
| | |
Deutsche Bank AG | | | | | | | | |
5.00%, 2/14/22, Series D | | | 110,000 | | | | 115,045 | |
3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581%)(c) | | | 215,000 | | | | 235,174 | |
| | | | | | | | |
Total Germany | | | | 350,219 | |
|
Switzerland – 0.4% | |
|
Novartis Capital Corp. | |
2.40%, 5/17/22 | | | 12,000 | | | | 12,335 | |
3.40%, 5/6/24 | | | 164,000 | | | | 180,081 | |
3.00%, 11/20/25 | | | 33,000 | | | | 36,542 | |
| | | | | | | | |
Total Switzerland | | | | 228,958 | |
|
United Kingdom – 1.1% | |
|
BAT Capital Corp. | |
4.70%, 4/2/27 | | | 250,000 | | | | 294,364 | |
4.54%, 8/15/47 | | | 22,000 | | | | 24,469 | |
4.76%, 9/6/49 | | | 54,000 | | | | 62,811 | |
| | |
Diageo Investment Corp. 4.25%, 5/11/42 | | | 25,000 | | | | 32,136 | |
|
GlaxoSmithKline Capital, Inc. | |
2.80%, 3/18/23 | | | 10,000 | | | | 10,533 | |
3.88%, 5/15/28 | | | 12,000 | | | | 14,307 | |
6.38%, 5/15/38 | | | 90,000 | | | | 142,272 | |
| | |
RELX Capital, Inc. 4.00%, 3/18/29 | | | 17,000 | | | | 20,202 | |
| | | | | | | | |
Total United Kingdom | | | | 601,094 | |
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,240,436) | | | | 1,272,423 | |
| | |
| | Shares | | | | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 8.0% | |
|
United States – 8.0% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(d) | | | | | | | | |
(Cost: $4,472,593) | | | 4,472,593 | | | | 4,472,593 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 106.3% (Cost: $57,545,713) | | | | 59,474,157 | |
| |
Other Assets less Liabilities – (6.3)% | | | | (3,506,348 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 55,967,809 | |
(a) | Security, or portion thereof, was on loan at December 31, 2020 (See Note 2). At December 31, 2020, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,368,377 and the total market value of the collateral held by the Fund was $4,490,099. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $17,506. |
(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 reflects the accrual rate as of December 31, 2020 on securities with variable or step rates. |
(d) | Rate shown represents annualized 7-day yield as of December 31, 2020. |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2020
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | |
Investments in Securities | | | | |
U.S. Corporate Bonds | | $ | — | | | $ | 53,729,141 | | | $ | — | | | $ | 53,729,141 | |
Foreign Corporate Bonds | | | — | | | | 1,272,423 | | | | — | | | | 1,272,423 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 4,472,593 | | | | — | | | | 4,472,593 | |
Total Investments in Securities | | $ | — | | | $ | 59,474,157 | | | $ | — | | | $ | 59,474,157 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. CORPORATE BONDS – 95.1% | |
|
United States – 95.1% | |
| | |
Acadia Healthcare Co., Inc. 5.63%, 2/15/23 | | $ | 261,000 | | | $ | 262,305 | |
| | |
ADT Security Corp. (The) | | | | | | | | |
3.50%, 7/15/22 | | | 36,000 | | | | 37,013 | |
4.88%, 7/15/32(a)(b) | | | 423,000 | | | | 458,955 | |
| | |
AECOM | | | | | | | | |
5.88%, 10/15/24 | | | 30,000 | | | | 33,533 | |
5.13%, 3/15/27 | | | 489,000 | | | | 545,915 | |
| | |
Allison Transmission, Inc. 5.88%, 6/1/29(a) | | | 150,000 | | | | 165,955 | |
| | |
Ally Financial, Inc. | | | | | | | | |
5.75%, 11/20/25(b) | | | 116,000 | | | | 135,167 | |
8.00%, 11/1/31 | | | 430,000 | | | | 632,444 | |
| | |
AMC Networks, Inc. | | | | | | | | |
5.00%, 4/1/24 | | | 246,000 | | | | 250,305 | |
4.75%, 8/1/25(b) | | | 585,000 | | | | 605,010 | |
| | |
American Axle & Manufacturing, Inc. 6.25%, 4/1/25(b) | | | 269,000 | | | | 278,751 | |
| | |
AmeriGas Partners L.P. | | | | | | | | |
5.50%, 5/20/25 | | | 400,000 | | | | 444,000 | |
5.75%, 5/20/27 | | | 125,000 | | | | 142,574 | |
| | |
Amkor Technology, Inc. 6.63%, 9/15/27(a) | | | 366,000 | | | | 397,567 | |
| | |
Antero Midstream Partners L.P. 5.75%, 1/15/28(a) | | | 845,000 | | | | 813,397 | |
| | |
Antero Resources Corp. | | | | | | | | |
5.63%, 6/1/23(b) | | | 366,000 | | | | 359,137 | |
5.00%, 3/1/25 | | | 374,000 | | | | 356,001 | |
| | |
Aramark Services, Inc. | | | | | | | | |
6.38%, 5/1/25(a) | | | 300,000 | | | | 321,000 | |
4.75%, 6/1/26 | | | 418,000 | | | | 430,937 | |
| | |
Archrock Partners L.P. 6.88%, 4/1/27(a) | | | 150,000 | | | | 161,813 | |
| | |
ASGN, Inc. 4.63%, 5/15/28(a) | | | 200,000 | | | | 208,338 | |
| | |
Avient Corp. 5.75%, 5/15/25(a) | | | 135,000 | | | | 143,606 | |
| | |
B&G Foods, Inc. | | | | | | | | |
5.25%, 4/1/25 | | | 283,000 | | | | 292,481 | |
5.25%, 9/15/27 | | | 296,000 | | | | 314,985 | |
| | |
Ball Corp. | | | | | | | | |
4.00%, 11/15/23 | | | 124,000 | | | | 132,293 | |
5.25%, 7/1/25 | | | 330,000 | | | | 377,225 | |
2.88%, 8/15/30 | | | 100,000 | | | | 99,875 | |
| | |
Bausch Health Americas, Inc. 9.25%, 4/1/26(a) | | | 545,000 | | | | 608,383 | |
| | |
Beacon Roofing Supply, Inc. 4.88%, 11/1/25(a) | | | 367,000 | | | | 376,382 | |
| | |
Berry Global, Inc. 4.50%, 2/15/26(a)(b) | | | 452,000 | | | | 463,017 | |
| | |
Boyd Gaming Corp. 6.38%, 4/1/26 | | | 650,000 | | | | 676,130 | |
| | |
Brink’s Co. (The) 4.63%, 10/15/27(a) | | | 50,000 | | | | 52,344 | |
| | |
Brookfield Property REIT, Inc. 5.75%, 5/15/26(a) | | | 473,000 | | | | 466,792 | |
| | |
Builders FirstSource, Inc. 5.00%, 3/1/30(a) | | | 330,000 | | | | 357,842 | |
| | |
Caesars Entertainment, Inc. 8.13%, 7/1/27(a) | | | 380,000 | | | | 421,164 | |
| | |
CCO Holdings LLC | | | | | | | | |
4.00%, 3/1/23(a) | | | 300,000 | | | | 302,438 | |
5.13%, 5/1/27(a) | | | 382,000 | | | | 405,885 | |
5.00%, 2/1/28(a) | | | 230,000 | | | | 243,455 | |
5.38%, 6/1/29(a) | | | 208,000 | | | | 228,257 | |
4.75%, 3/1/30(a) | | | 350,000 | | | | 378,087 | |
4.50%, 8/15/30(a) | | | 450,000 | | | | 478,127 | |
4.50%, 5/1/32(a) | | | 222,000 | | | | 237,311 | |
| | |
CDK Global, Inc. | | | | | | | | |
5.00%, 10/15/24 | | | 85,000 | | | | 93,606 | |
4.88%, 6/1/27 | | | 293,000 | | | | 309,664 | |
5.25%, 5/15/29(a) | | | 191,000 | | | | 211,792 | |
| | |
CDW LLC 4.25%, 4/1/28 | | | 253,000 | | | | 267,534 | |
| | |
Cedar Fair L.P. 5.50%, 5/1/25(a) | | | 229,000 | | | | 239,019 | |
| | |
Centene Corp. 3.00%, 10/15/30 | | | 1,040,000 | | | | 1,103,596 | |
| | |
CenturyLink, Inc. | | | | | | | | |
5.80%, 3/15/22, Series T | | | 321,000 | | | | 335,244 | |
6.75%, 12/1/23, Series W | | | 549,000 | | | | 612,478 | |
7.50%, 4/1/24, Series Y | | | 208,000 | | | | 235,820 | |
5.63%, 4/1/25 | | | 345,000 | | | | 372,816 | |
5.13%, 12/15/26(a)(b) | | | 221,000 | | | | 233,689 | |
| | |
CF Industries, Inc. 5.38%, 3/15/44 | | | 480,000 | | | | 608,462 | |
| | |
Charles River Laboratories International, Inc. 4.25%, 5/1/28(a) | | | 123,000 | | | | 129,050 | |
| | |
Charter Communications Operating LLC 3.70%, 4/1/51 | | | 90,000 | | | | 93,802 | |
| | |
Chemours Co. (The) | | | | | | | | |
7.00%, 5/15/25(b) | | | 221,000 | | | | 229,303 | |
5.38%, 5/15/27(b) | | | 306,000 | | | | 326,464 | |
| | |
CHS/Community Health Systems, Inc. 8.00%, 12/15/27(a) | | | 445,000 | | | | 483,937 | |
| | |
Churchill Downs, Inc. 5.50%, 4/1/27(a) | | | 403,000 | | | | 427,609 | |
| | |
Clean Harbors, Inc. 4.88%, 7/15/27(a) | | | 225,000 | | | | 235,125 | |
| | |
Clear Channel Worldwide Holdings, Inc. 9.25%, 2/15/24 | | | 115,000 | | | | 116,737 | |
| | |
Clearway Energy Operating LLC 5.75%, 10/15/25 | | | 215,000 | | | | 226,691 | |
| | |
Cleveland-Cliffs, Inc. | | | | | | | | |
5.75%, 3/1/25(b) | | | 126,000 | | | | 128,126 | |
9.88%, 10/17/25(a) | | | 261,000 | | | | 307,328 | |
5.88%, 6/1/27(b) | | | 329,000 | | | | 335,991 | |
| | |
Colfax Corp. 6.00%, 2/15/24(a) | | | 250,000 | | | | 259,693 | |
| | |
CommScope Technologies LLC | | | | | | | | |
6.00%, 6/15/25(a) | | | 703,000 | | | | 719,767 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
5.00%, 3/15/27(a) | | $ | 339,000 | | | $ | 334,551 | |
| | |
CommScope, Inc. 8.25%, 3/1/27(a)(b) | | | 273,000 | | | | 291,770 | |
| | |
Community Health Systems, Inc. | | | | | | | | |
6.63%, 2/15/25(a) | | | 280,000 | | | | 295,219 | |
8.00%, 3/15/26(a) | | | 242,000 | | | | 260,997 | |
| | |
Compass Minerals International, Inc. 6.75%, 12/1/27(a) | | | 350,000 | | | | 379,466 | |
| | |
Continental Resources, Inc. | | | | | | | | |
4.50%, 4/15/23 | | | 12,000 | | | | 12,395 | |
4.38%, 1/15/28(b) | | | 260,000 | | | | 267,017 | |
4.90%, 6/1/44 | | | 141,000 | | | | 139,715 | |
| | |
Cornerstone Building Brands, Inc. 8.00%, 4/15/26(a) | | | 235,000 | | | | 247,631 | |
| | |
Coty, Inc. 6.50%, 4/15/26(a) | | | 286,000 | | | | 278,541 | |
| | |
Crestwood Midstream Partners L.P. 5.75%, 4/1/25(b) | | | 140,000 | | | | 142,800 | |
| | |
Crown Americas LLC 4.75%, 2/1/26 | | | 50,000 | | | | 52,053 | |
| | |
CSC Holdings LLC | | | | | | | | |
5.25%, 6/1/24 | | | 371,000 | | | | 402,266 | |
5.50%, 4/15/27(a) | | | 200,000 | | | | 212,200 | |
5.38%, 2/1/28(a) | | | 628,000 | | | | 671,960 | |
7.50%, 4/1/28(a) | | | 250,000 | | | | 281,596 | |
6.50%, 2/1/29(a) | | | 200,000 | | | | 226,185 | |
4.63%, 12/1/30(a) | | | 330,000 | | | | 344,895 | |
| | |
CVR Partners L.P. 9.25%, 6/15/23(a) | | | 323,000 | | | | 323,740 | |
| | |
DaVita, Inc. 3.75%, 2/15/31(a) | | | 990,000 | | | | 1,007,063 | |
| | |
Del Monte Foods, Inc. 11.88%, 5/15/25(a) | | | 164,000 | | | | 186,448 | |
| | |
Delta Air Lines, Inc. | | | | | | | | |
3.80%, 4/19/23 | | | 150,000 | | | | 154,098 | |
2.90%, 10/28/24 | | | 727,000 | | | | 717,794 | |
3.75%, 10/28/29 | | | 455,000 | | | | 441,500 | |
| | |
Diamond Resorts International, Inc. 10.75%, 9/1/24(a)(b) | | | 86,000 | | | | 86,546 | |
| | |
Diamond Sports Group LLC | | | | | | | | |
5.38%, 8/15/26(a) | | | 605,000 | | | | 492,697 | |
6.63%, 8/15/27(a) | | | 1,363,000 | | | | 826,319 | |
| | |
DISH DBS Corp. | | | | | | | | |
6.75%, 6/1/21 | | | 100,000 | | | | 102,121 | |
5.88%, 7/15/22 | | | 4,000 | | | | 4,184 | |
5.00%, 3/15/23 | | | 276,000 | | | | 285,315 | |
5.88%, 11/15/24 | | | 433,000 | | | | 454,650 | |
7.75%, 7/1/26(b) | | | 1,139,000 | | | | 1,277,132 | |
| | |
Diversified Healthcare Trust 4.75%, 2/15/28 | | | 218,000 | | | | 217,455 | |
| | |
Elanco Animal Health, Inc. | | | | | | | | |
4.91%, 8/27/21 | | | 104,000 | | | | 106,535 | |
5.27%, 8/28/23 | | | 102,000 | | | | 111,626 | |
| | |
Encompass Health Corp. 4.50%, 2/1/28 | | | 600,000 | | | | 628,014 | |
| | |
Energizer Holdings, Inc. 7.75%, 1/15/27(a) | | | 300,000 | | | | 333,638 | |
| | |
EQM Midstream Partners L.P. | | | | | | | | |
5.50%, 7/15/28 | | $ | 920,000 | | | $ | 1,007,382 | |
6.50%, 7/15/48 | | | 60,000 | | | | 62,494 | |
| | |
ESH Hospitality, Inc. 5.25%, 5/1/25(a) | | | 347,000 | | | | 356,187 | |
| | |
Ford Motor Co. | | | | | | | | |
8.50%, 4/21/23 | | | 469,000 | | | | 528,612 | |
9.00%, 4/22/25 | | | 500,000 | | | | 613,647 | |
4.35%, 12/8/26 | | | 200,000 | | | | 213,288 | |
9.63%, 4/22/30 | | | 200,000 | | | | 282,571 | |
4.75%, 1/15/43 | | | 105,000 | | | | 107,231 | |
5.29%, 12/8/46 | | | 250,000 | | | | 261,719 | |
| | |
Ford Motor Credit Co. LLC | | | | | | | | |
4.14%, 2/15/23 | | | 7,000 | | | | 7,228 | |
4.54%, 8/1/26 | | | 50,000 | | | | 53,438 | |
| | |
Freeport-McMoRan, Inc. | | | | | | | | |
3.88%, 3/15/23 | | | 276,000 | | | | 288,503 | |
4.55%, 11/14/24 | | | 106,000 | | | | 116,004 | |
5.25%, 9/1/29 | | | 250,000 | | | | 278,548 | |
5.40%, 11/14/34 | | | 234,000 | | | | 293,231 | |
5.45%, 3/15/43 | | | 552,000 | | | | 688,267 | |
| | |
Gap, Inc. (The) 8.63%, 5/15/25(a)(b) | | | 450,000 | | | | 502,546 | |
| | |
Genesis Energy L.P. 7.75%, 2/1/28 | | | 460,000 | | | | 440,882 | |
| | |
GLP Capital L.P. | | | | | | | | |
5.38%, 4/15/26 | | | 150,000 | | | | 172,432 | |
4.00%, 1/15/31 | | | 150,000 | | | | 163,964 | |
| | |
Goodyear Tire & Rubber Co. (The) | | | | | | | | |
5.13%, 11/15/23(b) | | | 300,000 | | | | 300,750 | |
5.00%, 5/31/26(b) | | | 354,000 | | | | 360,793 | |
4.88%, 3/15/27(b) | | | 300,000 | | | | 307,313 | |
| | |
Gray Television, Inc. | | | | | | | | |
5.88%, 7/15/26(a) | | | 480,000 | | | | 504,300 | |
7.00%, 5/15/27(a) | | | 194,000 | | | | 212,673 | |
| | |
Greif, Inc. 6.50%, 3/1/27(a)(b) | | | 156,000 | | | | 165,263 | |
| | |
Griffon Corp. 5.75%, 3/1/28 | | | 326,000 | | | | 345,152 | |
| | |
GrubHub Holdings, Inc. 5.50%, 7/1/27(a) | | | 280,000 | | | | 294,000 | |
| | |
Hanesbrands, Inc. 4.88%, 5/15/26(a) | | | 324,000 | | | | 352,350 | |
| | |
HAT Holdings I LLC 5.25%, 7/15/24(a)(b) | | | 116,000 | | | | 120,870 | |
| | |
HCA, Inc. | | | | | | | | |
5.38%, 2/1/25 | | | 94,000 | | | | 105,845 | |
3.50%, 9/1/30 | | | 959,000 | | | | 1,019,811 | |
| | |
Hilton Domestic Operating Co., Inc. | | | | | | | | |
5.38%, 5/1/25(a) | | | 264,000 | | | | 280,764 | |
5.13%, 5/1/26 | | | 346,000 | | | | 358,110 | |
5.75%, 5/1/28(a) | | | 339,000 | | | | 369,298 | |
| | |
Hilton Worldwide Finance LLC 4.88%, 4/1/27 | | | 160,000 | | | | 169,648 | |
| | |
Holly Energy Partners L.P. 5.00%, 2/1/28(a) | | | 225,000 | | | | 227,109 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Hughes Satellite Systems Corp. | | | | | | | | |
5.25%, 8/1/26 | | $ | 195,000 | | | $ | 215,925 | |
6.63%, 8/1/26 | | | 315,000 | | | | 357,534 | |
| | |
Iron Mountain, Inc. | | | | | | | | |
4.88%, 9/15/27(a) | | | 203,000 | | | | 212,725 | |
5.25%, 3/15/28(a) | | | 355,000 | | | | 375,294 | |
4.88%, 9/15/29(a) | | | 300,000 | | | | 316,800 | |
5.63%, 7/15/32(a) | | | 360,000 | | | | 397,391 | |
| | |
JBS USA LUX S.A. | | | | | | | | |
5.75%, 6/15/25(a) | | | 100,000 | | | | 103,500 | |
6.75%, 2/15/28(a) | | | 421,000 | | | | 473,528 | |
5.50%, 1/15/30(a) | | | 9,000 | | | | 10,352 | |
| | |
Kennedy-Wilson, Inc. 5.88%, 4/1/24 | | | 592,000 | | | | 601,620 | |
| | |
KFC Holding Co. 4.75%, 6/1/27(a) | | | 179,000 | | | | 189,546 | |
| | |
Koppers, Inc. 6.00%, 2/15/25(a) | | | 225,000 | | | | 232,172 | |
| | |
Kraft Heinz Foods Co. | | | | | | | | |
5.20%, 7/15/45 | | | 339,000 | | | | 403,677 | |
4.38%, 6/1/46 | | | 1,505,000 | | | | 1,630,854 | |
5.50%, 6/1/50(a) | | | 201,000 | | | | 254,225 | |
| | |
L Brands, Inc. | | | | | | | | |
6.88%, 11/1/35 | | | 1,184,000 | | | | 1,331,260 | |
6.75%, 7/1/36 | | | 433,000 | | | | 483,228 | |
| | |
Ladder Capital Finance Holdings LLLP 5.25%, 3/15/22(a) | | | 50,000 | | | | 50,344 | |
| | |
Lamar Media Corp. 5.75%, 2/1/26 | | | 159,000 | | | | 164,251 | |
| | |
Lamb Weston Holdings, Inc. | | | | | | | | |
4.63%, 11/1/24(a) | | | 5,000 | | | | 5,225 | |
4.88%, 11/1/26(a)(b) | | | 277,000 | | | | 290,067 | |
| | |
Lennar Corp. 4.75%, 11/29/27 | | | 271,000 | | | | 320,607 | |
| | |
Level 3 Financing, Inc. | | | | | | | | |
5.38%, 1/15/24 | | | 124,000 | | | | 125,419 | |
5.38%, 5/1/25 | | | 400,000 | | | | 412,130 | |
3.63%, 1/15/29(a) | | | 320,000 | | | | 319,800 | |
| | |
Lions Gate Capital Holdings LLC | | | | | | | | |
6.38%, 2/1/24(a) | | | 534,000 | | | | 549,013 | |
5.88%, 11/1/24(a) | | | 74,000 | | | | 75,380 | |
| | |
Live Nation Entertainment, Inc. | | | | | | | | |
4.88%, 11/1/24(a) | | | 350,000 | | | | 354,900 | |
4.75%, 10/15/27(a) | | | 421,000 | | | | 432,150 | |
| | |
LPL Holdings, Inc. 5.75%, 9/15/25(a) | | | 50,000 | | | | 51,846 | |
| | |
Marriott Ownership Resorts, Inc. 6.13%, 9/15/25(a) | | | 622,000 | | | | 663,985 | |
| | |
Masonite International Corp. 5.38%, 2/1/28(a) | | | 100,000 | | | | 107,544 | |
| | |
Mattel, Inc. 6.75%, 12/31/25(a) | | | 340,000 | | | | 359,200 | |
| | |
Maxim Crane Works Holdings Capital LLC 10.13%, 8/1/24(a) | | | 418,000 | | | | 436,331 | |
| | |
MDC Partners, Inc. 6.50%, 5/1/24(a) | | | 539,000 | | | | 547,225 | |
| | |
MEDNAX, Inc. | | | | | | | | |
5.25%, 12/1/23(a) | | | 508,000 | | | | 514,502 | |
6.25%, 1/15/27(a)(b) | | | 291,000 | | | | 312,455 | |
| | |
Meredith Corp. 6.88%, 2/1/26(b) | | | 606,000 | | | | 591,986 | |
| | |
MGM Growth Properties Operating Partnership L.P. 4.50%, 9/1/26 | | | 203,000 | | | | 218,915 | |
| | |
MGM Resorts International | | | | | | | | |
6.75%, 5/1/25 | | | 349,000 | | | | 378,307 | |
4.63%, 9/1/26(b) | | | 76,000 | | | | 80,566 | |
5.50%, 4/15/27 | | | 527,000 | | | | 588,082 | |
4.75%, 10/15/28 | | | 90,000 | | | | 96,637 | |
| | |
Michaels Stores, Inc. 8.00%, 7/15/27(a)(b) | | | 258,000 | | | | 277,786 | |
| | |
MPT Operating Partnership L.P. | | | | | | | | |
5.25%, 8/1/26 | | | 40,000 | | | | 41,980 | |
5.00%, 10/15/27 | | | 198,000 | | | | 210,974 | |
4.63%, 8/1/29 | | | 267,000 | | | | 285,815 | |
| | |
MSCI, Inc. | | | | | | | | |
5.38%, 5/15/27(a) | | | 50,000 | | | | 53,500 | |
4.00%, 11/15/29(a) | | | 386,000 | | | | 411,742 | |
| | |
Nationstar Mortgage Holdings, Inc. 6.00%, 1/15/27(a) | | | 350,000 | | | | 372,039 | |
| | |
Navient Corp. | | | | | | | | |
5.50%, 1/25/23 | | | 218,000 | | | | 228,491 | |
6.13%, 3/25/24(b) | | | 297,000 | | | | 317,973 | |
5.88%, 10/25/24 | | | 174,000 | | | | 185,310 | |
6.75%, 6/25/25 | | | 174,000 | | | | 189,443 | |
6.75%, 6/15/26(b) | | | 397,000 | | | | 431,986 | |
5.00%, 3/15/27 | | | 252,000 | | | | 254,553 | |
| | |
Newell Brands, Inc. | | | | | | | | |
4.35%, 4/1/23 | | | 15,000 | | | | 15,752 | |
4.70%, 4/1/26 | | | 238,000 | | | | 262,497 | |
6.00%, 4/1/46(b) | | | 327,000 | | | | 418,151 | |
| | |
Newmark Group, Inc. 6.13%, 11/15/23 | | | 340,000 | | | | 370,033 | |
| | |
Nexstar Broadcasting, Inc. 5.63%, 7/15/27(a) | | | 400,000 | | | | 429,126 | |
| | |
NextEra Energy Operating Partners L.P. | | | | | | | | |
4.25%, 7/15/24(a) | | | 211,000 | | | | 226,034 | |
4.25%, 9/15/24(a) | | | 27,000 | | | | 28,924 | |
3.88%, 10/15/26(a) | | | 228,000 | | | | 243,818 | |
| | |
Nielsen Finance LLC 5.00%, 4/15/22(a) | | | 113,000 | | | | 113,410 | |
| | |
Nordstrom, Inc. 5.00%, 1/15/44 | | | 220,000 | | | | 207,910 | |
| | |
NortonLifeLock, Inc. 5.00%, 4/15/25(a) | | | 177,000 | | | | 180,983 | |
| | |
NRG Energy, Inc. | | | | | | | | |
7.25%, 5/15/26 | | | 354,000 | | | | 374,001 | |
5.75%, 1/15/28 | | | 151,000 | | | | 165,251 | |
5.25%, 6/15/29(a) | | | 360,000 | | | | 396,833 | |
| | |
Nuance Communications, Inc. 5.63%, 12/15/26(b) | | | 50,000 | | | | 53,000 | |
| | |
NuStar Logistics L.P. | | | | | | | | |
5.63%, 4/28/27 | | | 123,000 | | | | 131,280 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
6.38%, 10/1/30 | | $ | 80,000 | | | $ | 90,774 | |
| | |
Occidental Petroleum Corp. 2.70%, 2/15/23 | | | 330,000 | | | | 330,305 | |
2.90%, 8/15/24 | | | 550,000 | | | | 530,200 | |
3.40%, 4/15/26 | | | 271,000 | | | | 258,881 | |
6.45%, 9/15/36 | | | 763,000 | | | | 800,005 | |
4.50%, 7/15/44 | | | 400,000 | | | | 340,750 | |
| | |
Oceaneering International, Inc. 4.65%, 11/15/24 | | | 352,000 | | | | 321,200 | |
| | |
Olin Corp. | | | | | | | | |
5.13%, 9/15/27(b) | | | 375,000 | | | | 392,771 | |
5.63%, 8/1/29 | | | 564,000 | | | | 613,353 | |
| | |
OneMain Finance Corp. 5.63%, 3/15/23 | | | 469,000 | | | | 504,468 | |
6.13%, 3/15/24 | | | 281,000 | | | | 307,344 | |
6.88%, 3/15/25 | | | 426,000 | | | | 495,491 | |
7.13%, 3/15/26 | | | 143,000 | | | | 169,277 | |
5.38%, 11/15/29 | | | 437,000 | | | | 492,717 | |
| | |
Outfront Media Capital LLC 5.63%, 2/15/24 | | | 110,000 | | | | 111,662 | |
4.63%, 3/15/30(a) | | | 351,000 | | | | 359,210 | |
| | |
Owens-Brockway Glass Container, Inc. 5.88%, 8/15/23(a)(b) | | | 409,000 | | | | 438,908 | |
| | |
Par Pharmaceutical, Inc. 7.50%, 4/1/27(a) | | | 722,000 | | | | 784,316 | |
| | |
Patterson-UTI Energy, Inc. 3.95%, 2/1/28 | | | 20,000 | | | | 18,491 | |
| | |
PBF Holding Co. LLC 9.25%, 5/15/25(a) | | | 222,000 | | | | 219,186 | |
7.25%, 6/15/25 | | | 379,000 | | | | 246,392 | |
6.00%, 2/15/28 | | | 490,000 | | | | 280,831 | |
| | |
PBF Logistics L.P. 6.88%, 5/15/23 | | | 419,000 | | | | 402,240 | |
| | |
Peabody Energy Corp. 6.38%, 3/31/25(a) | | | 410,000 | | | | 226,525 | |
| | |
Penske Automotive Group, Inc. 5.50%, 5/15/26 | | | 173,000 | | | | 180,028 | |
| | |
Pilgrim’s Pride Corp. 5.75%, 3/15/25(a) | | | 297,000 | | | | 305,271 | |
5.88%, 9/30/27(a) | | | 223,000 | | | | 242,147 | |
| | |
Plains All American Pipeline L.P. 4.70%, 6/15/44 | | | 310,000 | | | | 322,580 | |
| | |
Post Holdings, Inc. 5.00%, 8/15/26(a) | | | 283,000 | | | | 292,689 | |
5.75%, 3/1/27(a) | | | 337,000 | | | | 357,431 | |
5.63%, 1/15/28(a) | | | 276,000 | | | | 294,458 | |
5.50%, 12/15/29(a) | | | 124,000 | | | | 135,473 | |
4.63%, 4/15/30(a) | | | 503,000 | | | | 529,765 | |
| | |
Prime Security Services Borrower LLC | | | | | | | | |
5.25%, 4/15/24(a) | | | 350,000 | | | | 374,062 | |
5.75%, 4/15/26(a) | | | 157,000 | | | | 172,111 | |
6.25%, 1/15/28(a) | | | 400,000 | | | | 430,000 | |
| | |
PulteGroup, Inc. 5.50%, 3/1/26 | | | 218,000 | | | | 259,810 | |
5.00%, 1/15/27 | | | 424,000 | | | | 501,115 | |
| | |
QVC, Inc. 4.85%, 4/1/24 | | | 297,000 | | | | 321,131 | |
4.45%, 2/15/25 | | | 280,000 | | | | 299,684 | |
4.75%, 2/15/27 | | | 195,000 | | | | 209,503 | |
| | |
Radian Group, Inc. 6.63%, 3/15/25 | | | 100,000 | | | | 113,438 | |
| | |
RBS Global, Inc. 4.88%, 12/15/25(a) | | | 100,000 | | | | 102,125 | |
| | |
RHP Hotel Properties L.P. 4.75%, 10/15/27 | | | 52,000 | | | | 53,908 | |
| | |
Sabre GLBL, Inc. 9.25%, 4/15/25(a) | | | 400,000 | | | | 476,500 | |
| | |
Sally Holdings LLC 5.63%, 12/1/25 | | | 51,000 | | | | 52,479 | |
| | |
SBA Communications Corp. 4.88%, 9/1/24 | | | 156,000 | | | | 160,209 | |
| | |
Scientific Games International, Inc. 5.00%, 10/15/25(a) | | | 536,000 | | | | 553,763 | |
8.25%, 3/15/26(a) | | | 470,000 | | | | 507,273 | |
7.25%, 11/15/29(a) | | | 163,000 | | | | 179,168 | |
| | |
Select Medical Corp. 6.25%, 8/15/26(a) | | | 250,000 | | | | 269,615 | |
| | |
Sensata Technologies, Inc. 3.75%, 2/15/31(a) | | | 230,000 | | | | 238,701 | |
| | |
Service Corp. International 4.63%, 12/15/27 | | | 84,000 | | | | 89,618 | |
| | |
Signature Aviation U.S. Holdings, Inc. 5.38%, 5/1/26(a) | | | 50,000 | | | | 51,375 | |
| | |
Sinclair Television Group, Inc. 5.50%, 3/1/30(a)(b) | | | 100,000 | | | | 104,169 | |
| | |
Sirius XM Radio, Inc. 3.88%, 8/1/22(a) | | | 163,000 | | | | 165,649 | |
4.63%, 7/15/24(a) | | | 100,000 | | | | 103,750 | |
5.38%, 7/15/26(a) | | | 467,000 | | | | 488,015 | |
5.50%, 7/1/29(a) | | | 300,000 | | | | 330,656 | |
| | |
Six Flags Entertainment Corp. 4.88%, 7/31/24(a) | | | 320,000 | | | | 320,800 | |
5.50%, 4/15/27(a)(b) | | | 26,000 | | | | 26,748 | |
| | |
Six Flags Theme Parks, Inc. 7.00%, 7/1/25(a) | | | 50,000 | | | | 54,094 | |
| | |
Spectrum Brands, Inc. 5.75%, 7/15/25 | | | 100,000 | | | | 103,385 | |
| | |
Spirit AeroSystems, Inc. 7.50%, 4/15/25(a) | | | 350,000 | | | | 376,033 | |
4.60%, 6/15/28 | | | 169,000 | | | | 167,416 | |
| | |
Sprint Corp. 7.88%, 9/15/23 | | | 26,000 | | | | 30,135 | |
7.13%, 6/15/24 | | | 250,000 | | | | 292,815 | |
7.63%, 3/1/26 | | | 400,000 | | | | 497,084 | |
| | |
SSL Robotics LLC 9.75%, 12/31/23(a) | | | 475,000 | | | | 537,641 | |
| | |
SunCoke Energy Partners L.P. 7.50%, 6/15/25(a) | | | 382,000 | | | | 379,928 | |
| | |
Sunoco L.P. 5.50%, 2/15/26 | | | 111,000 | | | | 114,170 | |
| | |
T-Mobile USA, Inc. 6.00%, 4/15/24 | | | 35,000 | | | | 35,473 | |
5.13%, 4/15/25 | | | 50,000 | | | | 51,351 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
5.38%, 4/15/27 | | $ | 93,000 | | | $ | 100,490 | |
4.75%, 2/1/28 | | | 228,000 | | | | 245,360 | |
| | |
Tallgrass Energy Partners L.P. 5.50%, 9/15/24(a) | | | 23,000 | | | | 23,460 | |
5.50%, 1/15/28(a) | | | 200,000 | | | | 204,831 | |
| | |
TEGNA, Inc. 4.63%, 3/15/28(a) | | | 381,000 | | | | 390,287 | |
5.00%, 9/15/29 | | | 405,000 | | | | 428,230 | |
| | |
Teleflex, Inc. 4.63%, 11/15/27 | | | 325,000 | | | | 350,033 | |
| | |
Tenet Healthcare Corp. 6.75%, 6/15/23 | | | 696,000 | | | | 747,156 | |
4.63%, 7/15/24 | | | 123,000 | | | | 126,200 | |
4.63%, 9/1/24(a) | | | 114,000 | | | | 117,812 | |
5.13%, 5/1/25 | | | 650,000 | | | | 663,481 | |
4.88%, 1/1/26(a) | | | 515,000 | | | | 539,385 | |
6.25%, 2/1/27(a) | | | 115,000 | | | | 122,060 | |
6.13%, 10/1/28(a) | | | 90,000 | | | | 93,947 | |
| | |
Tenneco, Inc. 5.00%, 7/15/26(b) | | | 315,000 | | | | 290,391 | |
| | |
Terex Corp. 5.63%, 2/1/25(a) | | | 344,000 | | | | 355,008 | |
| | |
TerraForm Power Operating LLC 4.25%, 1/31/23(a) | | | 540,000 | | | | 559,237 | |
5.00%, 1/31/28(a) | | | 348,000 | | | | 391,683 | |
| | |
Time Warner Cable LLC 4.50%, 9/15/42 | | | 190,000 | | | | 222,959 | |
| | |
TransDigm, Inc. 6.50%, 7/15/24 | | | 176,000 | | | | 179,449 | |
6.50%, 5/15/25 | | | 10,000 | | | | 10,294 | |
6.25%, 3/15/26(a) | | | 486,000 | | | | 518,200 | |
6.38%, 6/15/26 | | | 319,000 | | | | 330,763 | |
5.50%, 11/15/27 | | | 382,000 | | | | 402,170 | |
| | |
Transocean, Inc. 11.50%, 1/30/27(a) | | | 285,000 | | | | 204,309 | |
| | |
TreeHouse Foods, Inc. 6.00%, 2/15/24(a) | | | 69,000 | | | | 70,474 | |
| | |
Tronox, Inc. 6.50%, 4/15/26(a) | | | 427,000 | | | | 445,147 | |
| | |
Tutor Perini Corp. 6.88%, 5/1/25(a)(b) | | | 328,000 | | | | 321,850 | |
| | |
Twitter, Inc. 3.88%, 12/15/27(a) | | | 132,000 | | | | 140,745 | |
| | |
U.S. Foods, Inc. 5.88%, 6/15/24(a) | | | 85,000 | | | | 86,328 | |
6.25%, 4/15/25(a) | | | 147,000 | | | | 157,303 | |
| | |
Under Armour, Inc. 3.25%, 6/15/26 | | | 365,000 | | | | 367,966 | |
| | |
United Rentals North America, Inc. 5.88%, 9/15/26 | | | 308,000 | | | | 326,423 | |
5.50%, 5/15/27 | | | 327,000 | | | | 350,503 | |
4.88%, 1/15/28 | | | 408,000 | | | | 435,030 | |
| | |
United States Steel Corp. 6.25%, 3/15/26 | | | 113,000 | | | | 103,607 | |
| | |
Uniti Group L.P. 6.00%, 4/15/23(a) | | | 558,000 | | | | 570,206 | |
7.88%, 2/15/25(a) | | | 700,000 | | | | 753,028 | |
| | |
Univar Solutions USA, Inc. 5.13%, 12/1/27(a) | | | 150,000 | | | | 158,691 | |
| | |
Universal Health Services, Inc. 2.65%, 10/15/30(a) | | | 110,000 | | | | 114,399 | |
| | |
USA Compression Partners L.P. 6.88%, 4/1/26 | | | 95,000 | | | | 99,453 | |
| | |
Vail Resorts, Inc. 6.25%, 5/15/25(a) | | | 117,000 | | | | 125,044 | |
| | |
Vector Group Ltd. 6.13%, 2/1/25(a) | | | 461,000 | | | | 469,595 | |
| | |
VeriSign, Inc. 5.25%, 4/1/25 | | | 156,000 | | | | 177,548 | |
4.75%, 7/15/27 | | | 356,000 | | | | 382,593 | |
| | |
ViacomCBS, Inc. 6.25%, 2/28/57, (6.25% fixed rate until 2/28/27; 3- month U.S. dollar Interbank Offered Rate + 3.899% thereafter)(c) | | | 20,000 | | | | 22,497 | |
| | |
VICI Properties L.P. 3.50%, 2/15/25(a) | | | 75,000 | | | | 76,849 | |
3.75%, 2/15/27(a) | | | 158,000 | | | | 161,827 | |
4.13%, 8/15/30(a) | | | 719,000 | | | | 759,897 | |
| | |
Vistra Operations Co. LLC 5.50%, 9/1/26(a) | | | 427,000 | | | | 445,553 | |
5.63%, 2/15/27(a) | | | 376,000 | | | | 400,478 | |
| | |
W&T Offshore, Inc. 9.75%, 11/1/23(a) | | | 399,000 | | | | 284,288 | |
| | |
Western Digital Corp. 4.75%, 2/15/26(b) | | | 686,000 | | | | 758,887 | |
| | |
Western Midstream Operating L.P. 3.95%, 6/1/25 | | | 149,000 | | | | 152,539 | |
4.65%, 7/1/26 | | | 50,000 | | | | 52,595 | |
5.05%, 2/1/30 | | | 219,000 | | | | 245,531 | |
| | |
Xerox Corp. 4.38%, 3/15/23 | | | 526,000 | | | | 553,286 | |
| | |
XPO Logistics, Inc. 6.13%, 9/1/23(a) | | | 191,000 | | | | 194,701 | |
6.25%, 5/1/25(a) | | | 600,000 | | | | 646,809 | |
| | |
Yum! Brands, Inc. 7.75%, 4/1/25(a) | | | 151,000 | | | | 167,421 | |
4.75%, 1/15/30(a) | | | 366,000 | | | | 401,868 | |
TOTAL U.S. CORPORATE BONDS
(Cost: $105,146,444) | | | | | | | 109,373,180 | |
| | |
FOREIGN CORPORATE BONDS – 0.7% | | | | | | | | |
| | |
Canada – 0.2% | | | | | | | | |
| | |
Primo Water Holdings, Inc. 5.50%, 4/1/25(a) | | | 277,000 | | | | 286,349 | |
| | |
Germany – 0.5% | | | | | | | | |
| | |
Deutsche Bank AG 5.88%, 7/8/31, (5.88% fixed rate until 4/8/30; Secured Overnight Financing Rate + 5.44% thereafter)(b)(c) | | | 450,000 | | | | 540,528 | |
TOTAL FOREIGN CORPORATE BONDS
(Cost: $799,519) | | | | | | | 826,877 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2020
| | | | | | | | |
| | |
Investments | | Shares | | | Value | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 7.3% | |
|
United States – 7.3% | |
| |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(d) | | | | | |
(Cost: $8,396,765) | | | 8,396,765 | | | $ | 8,396,765 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 103.1% (Cost: $114,342,728) | | | | 118,596,822 | |
| |
Other Assets less Liabilities – (3.1)% | | | | (3,567,401 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 115,029,421 | |
(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, 2020 (See Note 2). At December 31, 2020, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $8,462,194 and the total market value of the collateral held by the Fund was $8,780,916. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $384,151. |
(c) | Rate shown reflects the accrual rate as of December 31, 2020 on securities with variable or step rates. |
(d) | Rate shown represents annualized 7-day yield as of December 31, 2020. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | | | | | |
Investments in Securities | | | | | | | | | | | | | | | | |
U.S. Corporate Bonds | | $ | — | | | $ | 109,373,180 | | | $ | — | | | $ | 109,373,180 | |
Foreign Corporate Bonds | | | — | | | | 826,877 | | | | — | | | | 826,877 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 8,396,765 | | | | — | | | | 8,396,765 | |
Total Investments in Securities | | $ | — | | | $ | 118,596,822 | | | $ | — | | | $ | 118,596,822 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. CORPORATE BONDS – 92.3% | |
|
United States – 92.3% | |
| | |
3M Co. 2.00%, 6/26/22 | | $ | 140,000 | | | $ | 143,586 | |
| | |
Abbott Laboratories 3.40%, 11/30/23 | | | 51,000 | | | | 55,328 | |
|
AbbVie, Inc. | |
2.90%, 11/6/22 | | | 82,000 | | | | 85,809 | |
3.20%, 11/6/22 | | | 50,000 | | | | 52,366 | |
2.85%, 5/14/23 | | | 139,000 | | | | 146,195 | |
2.60%, 11/21/24 | | | 223,000 | | | | 239,141 | |
3.60%, 5/14/25(a) | | | 334,000 | | | | 372,321 | |
| | |
Agilent Technologies, Inc. 3.88%, 7/15/23 | | | 87,000 | | | | 93,669 | |
| | |
Aircastle Ltd. 4.13%, 5/1/24(a) | | | 63,000 | | | | 66,699 | |
| | |
Alexandria Real Estate Equities, Inc. 4.00%, 1/15/24(a) | | | 33,000 | | | | 36,354 | |
|
Ally Financial, Inc. | |
3.88%, 5/21/24 | | | 156,000 | | | | 171,070 | |
5.80%, 5/1/25(a) | | | 37,000 | | | | 43,978 | |
|
Altria Group, Inc. | |
2.85%, 8/9/22 | | | 97,000 | | | | 100,764 | |
2.95%, 5/2/23 | | | 46,000 | | | | 48,509 | |
4.00%, 1/31/24 | | | 99,000 | | | | 108,809 | |
| | |
Amazon.com, Inc. 2.40%, 2/22/23 | | | 31,000 | | | | 32,371 | |
| | |
American Electric Power Co., Inc. 3.65%, 12/1/21, Series I(a) | | | 90,000 | | | | 92,800 | |
|
American Express Co. | |
2.50%, 8/1/22 | | | 171,000 | | | | 176,484 | |
2.65%, 12/2/22 | | | 49,000 | | | | 51,163 | |
3.40%, 2/22/24 | | | 79,000 | | | | 85,775 | |
|
American Honda Finance Corp. | |
1.70%, 9/9/21 | | | 50,000 | | | | 50,477 | |
3.38%, 12/10/21 | | | 150,000 | | | | 154,349 | |
2.15%, 9/10/24 | | | 179,000 | | | | 189,647 | |
|
American International Group, Inc. | |
4.13%, 2/15/24 | | | 64,000 | | | | 70,894 | |
2.50%, 6/30/25 | | | 54,000 | | | | 58,086 | |
| | |
Ameriprise Financial, Inc. 4.00%, 10/15/23 | | | 85,000 | | | | 93,771 | |
| | |
Amgen, Inc. 3.63%, 5/22/24 | | | 153,000 | | | | 168,018 | |
| | |
Amphenol Corp. 3.20%, 4/1/24 | | | 25,000 | | | | 26,957 | |
| | |
Analog Devices, Inc. 2.50%, 12/5/21 | | | 39,000 | | | | 39,709 | |
|
Anthem, Inc. | |
3.13%, 5/15/22 | | | 59,000 | | | | 61,230 | |
3.50%, 8/15/24(a) | | | 121,000 | | | | 132,829 | |
|
Apple, Inc. | |
2.15%, 2/9/22 | | | 35,000 | | | | 35,731 | |
2.30%, 5/11/22 | | | 42,000 | | | | 43,179 | |
2.50%, 2/9/25 | | | 120,000 | | | | 129,635 | |
3.20%, 5/13/25 | | | 64,000 | | | | 71,431 | |
| | |
Arrow Electronics, Inc. 3.25%, 9/8/24 | | | 82,000 | | | | 88,785 | |
|
AT&T, Inc. | |
3.00%, 6/30/22 | | | 49,000 | | | | 50,725 | |
3.95%, 1/15/25 | | | 34,000 | | | | 38,276 | |
3.40%, 5/15/25(a) | | | 167,000 | | | | 185,684 | |
| | |
AutoZone, Inc. 3.70%, 4/15/22 | | | 26,000 | | | | 26,948 | |
| | |
Avangrid, Inc. 3.20%, 4/15/25(a) | | | 66,000 | | | | 72,324 | |
|
Bank of America Corp. | |
5.70%, 1/24/22 | | | 179,000 | | | | 189,236 | |
3.30%, 1/11/23(a) | | | 87,000 | | | | 92,265 | |
4.13%, 1/22/24(a) | | | 19,000 | | | | 21,067 | |
4.20%, 8/26/24 | | | 379,000 | | | | 424,501 | |
4.00%, 1/22/25(a) | | | 15,000 | | | | 16,865 | |
3.46%, 3/15/25, (3.458% fixed rate until 3/15/24; 3-month U.S. dollar London Interbank Offered Rate + 0.97% thereafter)(b) | | | 353,000 | | | | 384,519 | |
3.95%, 4/21/25, Series L | | | 93,000 | | | | 104,880 | |
| | |
Bank of New York Mellon Corp. (The) 2.20%, 8/16/23 | | | 100,000 | | | | 104,804 | |
| | |
BBVA USA 2.50%, 8/27/24 | | | 152,000 | | | | 161,572 | |
| | |
Biogen, Inc. 3.63%, 9/15/22 | | | 84,000 | | | | 88,586 | |
|
BlackRock, Inc. | |
4.25%, 5/24/21 | | | 32,000 | | | | 32,495 | |
3.50%, 3/18/24 | | | 78,000 | | | | 85,767 | |
| | |
Block Financial LLC 5.50%, 11/1/22 | | | 33,000 | | | | 35,088 | |
| | |
Boardwalk Pipelines L.P. 4.95%, 12/15/24 | | | 27,000 | | | | 30,165 | |
|
Boeing Co. (The) | |
2.70%, 5/1/22 | | | 214,000 | | | | 220,061 | |
4.88%, 5/1/25 | | | 207,000 | | | | 236,144 | |
| | |
Booking Holdings, Inc. 4.10%, 4/13/25 | | | 45,000 | | | | 51,084 | |
|
Boston Scientific Corp. | |
3.38%, 5/15/22(a) | | | 20,000 | | | | 20,838 | |
3.45%, 3/1/24 | | | 56,000 | | | | 60,724 | |
|
Bristol-Myers Squibb Co. | |
2.60%, 5/16/22 | | | 151,000 | | | | 155,838 | |
3.25%, 2/20/23 | | | 60,000 | | | | 63,157 | |
3.88%, 8/15/25 | | | 103,000 | | | | 117,573 | |
|
Broadcom Corp. | |
2.65%, 1/15/23 | | | 81,000 | | | | 84,309 | |
3.13%, 1/15/25 | | | 49,000 | | | | 52,938 | |
|
Broadcom, Inc. | |
3.46%, 9/15/26 | | | 54,000 | | | | 59,992 | |
4.11%, 9/15/28 | | | 68,000 | | | | 77,952 | |
| | |
Burlington Northern Santa Fe LLC 3.00%, 3/15/23 | | | 59,000 | | | | 61,998 | |
|
Capital One Financial Corp. | |
3.90%, 1/29/24 | | | 200,000 | | | | 219,200 | |
3.30%, 10/30/24 | | | 89,000 | | | | 97,822 | |
4.25%, 4/30/25 | | | 90,000 | | | | 102,828 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
Caterpillar Financial Services Corp. | |
2.95%, 2/26/22 | | $ | 175,000 | | | $ | 180,475 | |
1.95%, 11/18/22 | | | 166,000 | | | | 171,364 | |
| | |
Celanese U.S. Holdings LLC 3.50%, 5/8/24 | | | 20,000 | | | | 21,668 | |
| | |
Charles Schwab Corp. (The) 4.20%, 3/24/25(a) | | | 48,000 | | | | 55,083 | |
| | |
Chevron Corp. 1.55%, 5/11/25 | | | 106,000 | | | | 110,306 | |
| | |
Cigna Corp. 3.40%, 9/17/21 | | | 35,000 | | | | 35,757 | |
3.25%, 4/15/25(a) | | | 114,000 | | | | 125,313 | |
| | |
Cisco Systems, Inc. 2.60%, 2/28/23 | | | 17,000 | | | | 17,875 | |
| | |
Citigroup, Inc. 2.90%, 12/8/21 | | | 159,000 | | | | 162,457 | |
2.75%, 4/25/22 | | | 242,000 | | | | 249,278 | |
4.05%, 7/30/22 | | | 50,000 | | | | 52,891 | |
3.88%, 10/25/23 | | | 285,000 | | | | 313,704 | |
3.75%, 6/16/24 | | | 262,000 | | | | 289,952 | |
4.00%, 8/5/24 | | | 56,000 | | | | 62,381 | |
| | |
Citizens Financial Group, Inc. 2.38%, 7/28/21 | | | 33,000 | | | | 33,328 | |
| | |
CME Group, Inc. 3.00%, 9/15/22 | | | 70,000 | | | | 73,234 | |
| | |
Coca-Cola Co. (The) 2.50%, 4/1/23(a) | | | 58,000 | | | | 60,970 | |
3.20%, 11/1/23 | | | 65,000 | | | | 70,513 | |
| | |
Comcast Cable Communications Holdings, Inc. 9.46%, 11/15/22 | | | 95,000 | | | | 111,238 | |
| | |
Comcast Corp. 3.60%, 3/1/24 | | | 133,000 | | | | 146,392 | |
| | |
Comerica, Inc. 3.70%, 7/31/23 | | | 50,000 | | | | 53,994 | |
| | |
Conagra Brands, Inc. 3.20%, 1/25/23 | | | 87,000 | | | | 91,559 | |
| | |
Connecticut Light & Power Co. (The) 2.50%, 1/15/23 | | | 56,000 | | | | 58,183 | |
| | |
Constellation Brands, Inc. 2.70%, 5/9/22 | | | 35,000 | | | | 36,009 | |
3.20%, 2/15/23(a) | | | 104,000 | | | | 109,932 | |
4.25%, 5/1/23 | | | 28,000 | | | | 30,531 | |
| | |
Corning, Inc. 2.90%, 5/15/22 | | | 37,000 | | | | 38,072 | |
| | |
CVS Health Corp. 3.50%, 7/20/22 | | | 50,000 | | | | 52,208 | |
2.75%, 12/1/22 | | | 50,000 | | | | 51,995 | |
2.63%, 8/15/24(a) | | | 196,000 | | | | 210,135 | |
4.10%, 3/25/25 | | | 167,000 | | | | 189,191 | |
| | |
Discover Financial Services 3.85%, 11/21/22 | | | 17,000 | | | | 18,091 | |
3.75%, 3/4/25 | | | 114,000 | | | | 125,606 | |
| | |
Dominion Energy, Inc. 2.75%, 9/15/22, Series B | | | 58,000 | | | | 60,058 | |
| | |
DR Horton, Inc. 2.50%, 10/15/24 | | | 78,000 | | | | 83,302 | |
| | |
DTE Energy Co. 3.70%, 8/1/23, Series D | | | 94,000 | | | | 101,611 | |
2.53%, 10/1/24, Series C | | | 26,000 | | | | 27,732 | |
| | |
Duke Energy Corp. 2.40%, 8/15/22 | | | 40,000 | | | | 41,230 | |
3.95%, 10/15/23 | | | 37,000 | | | | 40,258 | |
| | |
Eastman Chemical Co. 3.60%, 8/15/22 | | | 60,000 | | | | 62,698 | |
| | |
Eaton Corp. 2.75%, 11/2/22 | | | 88,000 | | | | 91,857 | |
| | |
eBay, Inc. 3.80%, 3/9/22 | | | 85,000 | | | | 88,195 | |
2.60%, 7/15/22 | | | 79,000 | | | | 81,337 | |
2.75%, 1/30/23 | | | 43,000 | | | | 45,052 | |
| | |
Ecolab, Inc. 3.25%, 1/14/23 | | | 32,000 | | | | 33,698 | |
| | |
Enterprise Products Operating LLC 3.75%, 2/15/25 | | | 120,000 | | | | 134,506 | |
| | |
EOG Resources, Inc. 2.63%, 3/15/23 | | | 45,000 | | | | 46,987 | |
| | |
Equitable Holdings, Inc. 3.90%, 4/20/23 | | | 93,000 | | | | 100,089 | |
| | |
Evergy, Inc. 2.45%, 9/15/24 | | | 36,000 | | | | 38,212 | |
| | |
Eversource Energy 2.75%, 3/15/22, Series K | | | 165,000 | | | | 169,380 | |
| | |
Exelon Corp. 3.50%, 6/1/22 | | | 93,000 | | | | 96,757 | |
| | |
Exxon Mobil Corp. 2.73%, 3/1/23 | | | 35,000 | | | | 36,682 | |
2.99%, 3/19/25 | | | 127,000 | | | | 139,111 | |
| | |
FedEx Corp. 3.80%, 5/15/25(a) | | | 107,000 | | | | 120,908 | |
| | |
Fifth Third Bancorp 3.50%, 3/15/22 | | | 50,000 | | | | 51,753 | |
2.60%, 6/15/22 | | | 136,000 | | | | 140,212 | |
| | |
Fifth Third Bank NA 3.35%, 7/26/21 | | | 99,000 | | | | 100,465 | |
| | |
First Horizon Corp. 4.00%, 5/26/25 | | | 34,000 | | | | 38,022 | |
| | |
Fiserv, Inc. 2.75%, 7/1/24 | | | 122,000 | | | | 131,067 | |
| | |
Fortune Brands Home & Security, Inc. 4.00%, 9/21/23 | | | 94,000 | | | | 102,471 | |
| | |
Fox Corp. 3.05%, 4/7/25 | | | 47,000 | | | | 51,337 | |
| | |
General Dynamics Corp. 2.25%, 11/15/22 | | | 65,000 | | | | 67,086 | |
3.38%, 5/15/23 | | | 78,000 | | | | 83,438 | |
| | |
General Mills, Inc. 2.60%, 10/12/22 | | | 78,000 | | | | 80,952 | |
3.70%, 10/17/23 | | | 29,000 | | | | 31,612 | |
| | |
Georgia Power Co. 2.20%, 9/15/24, Series A | | | 82,000 | | | | 86,433 | |
| | |
Gilead Sciences, Inc. 3.50%, 2/1/25 | | | 72,000 | | | | 79,579 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Global Payments, Inc. 2.65%, 2/15/25 | | $ | 68,000 | | | $ | 72,862 | |
| | |
HCA, Inc. 5.25%, 4/15/25 | | | 159,000 | | | | 185,770 | |
| | |
Healthpeak Properties, Inc. 3.88%, 8/15/24 | | | 85,000 | | | | 94,125 | |
| | |
Hershey Co. (The) 3.38%, 5/15/23 | | | 85,000 | | | | 91,075 | |
| | |
Hewlett Packard Enterprise Co. 1.45%, 4/1/24 | | | 222,000 | | | | 228,215 | |
| | |
Honeywell International, Inc. 2.15%, 8/8/22 | | | 101,000 | | | | 103,743 | |
| | |
Host Hotels & Resorts L.P. 4.00%, 6/15/25, Series E | | | 58,000 | | | | 62,377 | |
| | |
HP, Inc. 2.20%, 6/17/25 | | | 54,000 | | | | 57,232 | |
| | |
Humana, Inc. 2.90%, 12/15/22 | | | 70,000 | | | | 73,206 | |
| | |
Hyatt Hotels Corp. 5.38%, 4/23/25 | | | 74,000 | | | | 83,724 | |
| | |
IBM Credit LLC 3.60%, 11/30/21 | | | 42,000 | | | | 43,257 | |
| | |
Intel Corp. 2.88%, 5/11/24 | | | 97,000 | | | | 104,718 | |
| | |
Intercontinental Exchange, Inc. 2.35%, 9/15/22 | | | 104,000 | | | | 107,253 | |
| | |
International Business Machines Corp. 2.85%, 5/13/22 | | | 100,000 | | | | 103,573 | |
3.00%, 5/15/24 | | | 100,000 | | | | 108,380 | |
| | |
Interpublic Group of Cos., Inc. (The) 3.75%, 10/1/21 | | | 170,000 | | | | 174,286 | |
3.75%, 2/15/23 | | | 46,000 | | | | 49,175 | |
4.20%, 4/15/24 | | | 21,000 | | | | 23,380 | |
| | |
Jabil, Inc. 4.70%, 9/15/22 | | | 40,000 | | | | 42,629 | |
| | |
JM Smucker Co. (The) 3.50%, 10/15/21 | | | 119,000 | | | | 121,951 | |
3.00%, 3/15/22 | | | 95,000 | | | | 97,910 | |
| | |
JPMorgan Chase & Co. 3.25%, 9/23/22(a) | | | 50,000 | | | | 52,603 | |
2.97%, 1/15/23(a) | | | 186,000 | | | | 191,095 | |
3.38%, 5/1/23 | | | 50,000 | | | | 53,458 | |
3.88%, 2/1/24 | | | 71,000 | | | | 78,211 | |
3.88%, 9/10/24 | | | 109,000 | | | | 122,123 | |
3.13%, 1/23/25(a) | | | 38,000 | | | | 41,642 | |
3.22%, 3/1/25, (3.22% fixed rate until 3/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.155% thereafter)(b) | | | 359,000 | | | | 387,295 | |
| | |
Kellogg Co. 2.65%, 12/1/23 | | | 37,000 | | | | 39,521 | |
| | |
KLA Corp. 4.65%, 11/1/24 | | | 45,000 | | | | 51,271 | |
| | |
Kohl’s Corp. 4.25%, 7/17/25(a) | | | 59,000 | | | | 63,862 | |
| | |
Kroger Co. (The) 2.95%, 11/1/21 | | | 126,000 | | | | 128,468 | |
3.40%, 4/15/22 | | | 26,000 | | | | 26,821 | |
| | |
Laboratory Corp. of America Holdings 3.20%, 2/1/22 | | | 102,000 | | | | 105,053 | |
| | |
Las Vegas Sands Corp. 3.20%, 8/8/24 | | | 127,000 | | | | 134,605 | |
| | |
Leidos, Inc. 2.95%, 5/15/23(c) | | | 107,000 | | | | 112,843 | |
| | |
Lincoln National Corp. 4.00%, 9/1/23 | | | 144,000 | | | | 157,232 | |
| | |
Lowe’s Cos., Inc. 3.80%, 11/15/21 | | | 239,000 | | | | 244,101 | |
| | |
Marathon Petroleum Corp. 3.63%, 9/15/24 | | | 67,000 | | | | 73,188 | |
4.70%, 5/1/25 | | | 49,000 | | | | 56,187 | |
| | |
Marriott International, Inc. 2.30%, 1/15/22 | | | 74,000 | | | | 74,984 | |
3.60%, 4/15/24 | | | 108,000 | | | | 115,189 | |
5.75%, 5/1/25, Series EE | | | 50,000 | | | | 58,519 | |
| | |
Marsh & McLennan Cos., Inc. 3.30%, 3/14/23 | | | 5,000 | | | | 5,297 | |
3.88%, 3/15/24 | | | 67,000 | | | | 73,975 | |
| | |
Mastercard, Inc. 2.00%, 11/21/21 | | | 46,000 | | | | 46,678 | |
| | |
McCormick & Co., Inc. 2.70%, 8/15/22 | | | 89,000 | | | | 92,166 | |
| | |
McDonald’s Corp. 2.63%, 1/15/22 | | | 31,000 | | | | 31,753 | |
3.25%, 6/10/24 | | | 60,000 | | | | 65,660 | |
| | |
McKesson Corp. 2.70%, 12/15/22 | | | 50,000 | | | | 51,958 | |
2.85%, 3/15/23 | | | 13,000 | | | | 13,607 | |
| | |
Medtronic, Inc. 3.50%, 3/15/25 | | | 45,000 | | | | 50,520 | |
| | |
Merck & Co., Inc. 2.80%, 5/18/23(a) | | | 81,000 | | | | 85,928 | |
| | |
Micron Technology, Inc. 4.64%, 2/6/24 | | | 102,000 | | | | 113,648 | |
| | |
MidAmerican Energy Co. 3.50%, 10/15/24(a) | | | 85,000 | | | | 93,700 | |
| | |
Molson Coors Beverage Co. 2.10%, 7/15/21 | | | 117,000 | | | | 117,992 | |
3.50%, 5/1/22(a) | | | 37,000 | | | | 38,482 | |
| | |
Mondelez International, Inc. 1.50%, 5/4/25 | | | 69,000 | | | | 71,437 | |
| | |
Moody’s Corp. 4.88%, 2/15/24 | | | 82,000 | | | | 92,372 | |
| | |
Morgan Stanley 2.75%, 5/19/22 | | | 60,000 | | | | 61,976 | |
3.13%, 1/23/23(a) | | | 75,000 | | | | 79,176 | |
3.70%, 10/23/24 | | | 217,000 | | | | 241,607 | |
2.72%, 7/22/25, (2.72% fixed rate until 7/22/24; Secured Overnight Financing Rate + 1.152%)(b) | | | 161,000 | | | | 172,290 | |
4.00%, 7/23/25 | | | 100,000 | | | | 114,485 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
MPLX L.P. 4.50%, 7/15/23 | | $ | 47,000 | | | $ | 51,214 | |
4.88%, 12/1/24 | | | 75,000 | | | | 86,098 | |
4.00%, 2/15/25 | | | 68,000 | | | | 76,076 | |
| | |
MUFG Union Bank NA 3.15%, 4/1/22 | | | 250,000 | | | | 258,230 | |
| | |
National Fuel Gas Co. 4.90%, 12/1/21 | | | 44,000 | | | | 45,217 | |
| | |
NetApp, Inc. 1.88%, 6/22/25 | | | 54,000 | | | | 56,452 | |
| | |
NextEra Energy Capital Holdings, Inc. 3.15%, 4/1/24(a) | | | 93,000 | | | | 100,578 | |
| | |
Nordstrom, Inc. 4.00%, 10/15/21 | | | 24,000 | | | | 24,281 | |
| | |
Norfolk Southern Corp. 3.85%, 1/15/24 | | | 72,000 | | | | 78,643 | |
| | |
Northern States Power Co. 2.60%, 5/15/23 | | | 54,000 | | | | 56,281 | |
| | |
Northrop Grumman Corp. 2.55%, 10/15/22 | | | 60,000 | | | | 62,296 | |
3.25%, 8/1/23 | | | 43,000 | | | | 46,240 | |
| | |
NVR, Inc. 3.95%, 9/15/22 | | | 39,000 | | | | 41,043 | |
| | |
Old Republic International Corp. 4.88%, 10/1/24 | | | 22,000 | | | | 25,108 | |
| | |
Omega Healthcare Investors, Inc. 4.38%, 8/1/23 | | | 44,000 | | | | 47,629 | |
| | |
Omnicom Group, Inc. 3.65%, 11/1/24 | | | 36,000 | | | | 39,759 | |
| | |
Oracle Corp. | | | | | | | | |
2.50%, 10/15/22 | | | 63,000 | | | | 65,507 | |
3.63%, 7/15/23 | | | 166,000 | | | | 180,026 | |
2.95%, 11/15/24 | | | 48,000 | | | | 52,250 | |
2.50%, 4/1/25(a) | | | 48,000 | | | | 51,629 | |
| | |
Packaging Corp. of America 4.50%, 11/1/23 | | | 67,000 | | | | 73,914 | |
| | |
PayPal Holdings, Inc. 1.65%, 6/1/25 | | | 55,000 | | | | 57,523 | |
| | |
PepsiCo, Inc. | | | | | | | | |
2.25%, 5/2/22 | | | 146,000 | | | | 149,752 | |
2.75%, 3/1/23 | | | 80,000 | | | | 84,492 | |
| | |
Pfizer, Inc. | | | | | | | | |
2.80%, 3/11/22 | | | 48,000 | | | | 49,459 | |
0.80%, 5/28/25 | | | 101,000 | | | | 102,869 | |
| | |
Philip Morris International, Inc. | | | | | | | | |
2.63%, 2/18/22 | | | 97,000 | | | | 99,413 | |
2.38%, 8/17/22 | | | 77,000 | | | | 79,477 | |
2.50%, 11/2/22 | | | 111,000 | | | | 115,232 | |
| | |
Phillips 66 4.30%, 4/1/22 | | | 209,000 | | | | 218,918 | |
| | |
PNC Financial Services Group, Inc. (The) 3.50%, 1/23/24 | | | 137,000 | | | | 149,397 | |
| | |
Progress Energy, Inc. 3.15%, 4/1/22 | | | 41,000 | | | | 42,114 | |
| | |
Prudential Financial, Inc. 3.50%, 5/15/24(a) | | | 34,000 | | | | 37,442 | |
| | |
Public Service Enterprise Group, Inc. | | | | | | | | |
2.65%, 11/15/22 | | | 25,000 | | | | 26,072 | |
2.88%, 6/15/24 | | | 82,000 | | | | 88,375 | |
| | |
QUALCOMM, Inc. 3.45%, 5/20/25 | | | 68,000 | | | | 75,760 | |
| | |
Raytheon Technologies Corp. | | | | | | | | |
2.80%, 3/15/22 | | | 44,000 | | | | 45,264 | |
2.50%, 12/15/22 | | | 44,000 | | | | 45,620 | |
| | |
Realty Income Corp. | | | | | | | | |
3.25%, 10/15/22 | | | 88,000 | | | | 91,778 | |
4.65%, 8/1/23 | | | 45,000 | | | | 49,333 | |
| | |
Regions Financial Corp. 3.80%, 8/14/23 | | | 45,000 | | | | 48,840 | |
| | |
Reliance Steel & Aluminum Co. 4.50%, 4/15/23 | | | 35,000 | | | | 37,773 | |
| | |
Reynolds American, Inc. 4.85%, 9/15/23 | | | 252,000 | | | | 281,200 | |
| | |
Roper Technologies, Inc. | | | | | | | | |
3.13%, 11/15/22 | | | 23,000 | | | | 24,060 | |
3.65%, 9/15/23 | | | 73,000 | | | | 79,238 | |
| | |
salesforce.com, Inc. 3.25%, 4/11/23 | | | 35,000 | | | | 37,298 | |
| | |
San Diego Gas & Electric Co. 3.60%, 9/1/23, Series NNN | | | 147,000 | | | | 158,208 | |
| | |
Sherwin-Williams Co. (The) 3.45%, 8/1/25 | | | 48,000 | | | | 53,028 | |
| | |
Southwest Airlines Co. 5.25%, 5/4/25 | | | 70,000 | | | | 81,134 | |
| | |
Starbucks Corp. 3.10%, 3/1/23 | | | 117,000 | | | | 123,630 | |
| | |
State Street Corp. 3.70%, 11/20/23 | | | 28,000 | | | | 30,697 | |
| | |
Stryker Corp. 3.38%, 5/15/24 | | | 24,000 | | | | 26,144 | |
| | |
Synchrony Bank 3.65%, 5/24/21 | | | 58,000 | | | | 58,577 | |
| | |
Synchrony Financial 4.25%, 8/15/24 | | | 162,000 | | | | 179,081 | |
| | |
Sysco Corp. | | | | | | | | |
2.60%, 6/12/22 | | | 45,000 | | | | 46,394 | |
5.65%, 4/1/25 | | | 44,000 | | | | 52,366 | |
| | |
Tapestry, Inc. 3.00%, 7/15/22 | | | 37,000 | | | | 37,824 | |
| | |
Target Corp. 2.25%, 4/15/25 | | | 54,000 | | | | 57,851 | |
| | |
Tech Data Corp. 4.70%, 2/15/22 | | | 30,000 | | | | 30,167 | |
| | |
Textron, Inc. 4.30%, 3/1/24 | | | 77,000 | | | | 84,648 | |
| | |
Thermo Fisher Scientific, Inc. 4.15%, 2/1/24 | | | 103,000 | | | | 113,678 | |
| | |
TJX Cos., Inc. (The) 2.50%, 5/15/23 | | | 42,000 | | | | 43,947 | |
| | |
Toyota Motor Credit Corp. | | | | | | | | |
3.30%, 1/12/22 | | | 143,000 | | | | 147,539 | |
3.00%, 4/1/25 | | | 221,000 | | | | 243,172 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
Truist Bank | | | | | | | | |
2.80%, 5/17/22 | | $ | 102,000 | | | $ | 105,373 | |
3.20%, 4/1/24 | | | 46,000 | | | | 49,954 | |
| | |
Truist Financial Corp. | | | | | | | | |
2.70%, 1/27/22 | | | 45,000 | | | | 46,075 | |
2.75%, 4/1/22 | | | 164,000 | | | | 168,771 | |
3.05%, 6/20/22 | | | 38,000 | | | | 39,448 | |
2.50%, 8/1/24 | | | 65,000 | | | | 69,266 | |
| | |
TWDC Enterprises 18 Corp. | | | | | | | | |
2.45%, 3/4/22 | | | 139,000 | | | | 142,650 | |
2.35%, 12/1/22 | | | 96,000 | | | | 99,716 | |
| | |
Tyson Foods, Inc. | | | | | | | | |
4.50%, 6/15/22 | | | 87,000 | | | | 91,258 | |
3.95%, 8/15/24 | | | 14,000 | | | | 15,562 | |
| | |
U.S. Bancorp | | | | | | | | |
3.00%, 3/15/22 | | | 95,000 | | | | 97,941 | |
2.95%, 7/15/22 | | | 157,000 | | | | 163,195 | |
| | |
Union Electric Co. 3.50%, 4/15/24(a) | | | 40,000 | | | | 43,426 | |
| | |
Union Pacific Corp. | | | | | | | | |
2.95%, 3/1/22 | | | 36,000 | | | | 37,127 | |
3.50%, 6/8/23(a) | | | 80,000 | | | | 85,824 | |
3.15%, 3/1/24 | | | 54,000 | | | | 58,482 | |
| | |
United Parcel Service, Inc. 2.50%, 4/1/23 | | | 83,000 | | | | 86,866 | |
| | |
UnitedHealth Group, Inc. 2.38%, 8/15/24 | | | 94,000 | | | | 100,247 | |
| | |
Valero Energy Corp. 3.65%, 3/15/25 | | | 50,000 | | | | 54,736 | |
| | |
Verizon Communications, Inc. | | | | | | | | |
3.38%, 2/15/25 | | | 46,000 | | | | 51,119 | |
1.68%, 10/30/30(a)(c) | | | 100,000 | | | | 99,775 | |
| | |
VF Corp. 2.40%, 4/23/25 | | | 34,000 | | | | 36,290 | |
| | |
ViacomCBS, Inc. 4.75%, 5/15/25 | | | 111,000 | | | | 128,920 | |
| | |
Viatris, Inc. 1.65%, 6/22/25(c) | | | 133,000 | | | | 137,707 | |
| | |
Visa, Inc. 2.15%, 9/15/22 | | | 45,000 | | | | 46,412 | |
| | |
Walgreen Co. 3.10%, 9/15/22(a) | | | 12,000 | | | | 12,530 | |
| | |
Walgreens Boots Alliance, Inc. 3.80%, 11/18/24(a) | | | 131,000 | | | | 144,937 | |
| | |
Walmart, Inc. 3.40%, 6/26/23 | | | 143,000 | | | | 153,627 | |
| | |
Walt Disney Co. (The) 3.35%, 3/24/25(a) | | | 46,000 | | | | 51,046 | |
| | |
Waste Management, Inc. 2.90%, 9/15/22 | | | 151,000 | | | | 156,557 | |
| | |
Wells Fargo & Co. | | | | | | | | |
4.48%, 1/16/24 | | | 200,000 | | | | 222,663 | |
3.75%, 1/24/24 | | | 233,000 | | | | 254,508 | |
3.30%, 9/9/24(a) | | | 146,000 | | | | 159,985 | |
2.16%, 2/11/26, (2.164% fixed rate until 2/11/25; 3-month U.S. dollar London Interbank Offered Rate + 0.75% thereafter)(b) | | | 100,000 | | | | 105,216 | |
| | |
Western Union Co. (The) 2.85%, 1/10/25 | | | 57,000 | | | | 61,279 | |
| | |
WestRock RKT LLC 4.90%, 3/1/22 | | | 9,000 | | | | 9,461 | |
| | |
Wisconsin Public Service Corp. 3.35%, 11/21/21 | | | 141,000 | | | | 144,688 | |
| | |
WRKCo, Inc. 3.75%, 3/15/25(a) | | | 63,000 | | | | 70,269 | |
| | |
Xcel Energy, Inc. 2.40%, 3/15/21 | | | 28,000 | | | | 28,063 | |
| | |
Xilinx, Inc. 2.95%, 6/1/24 | | | 76,000 | | | | 81,793 | |
Zoetis, Inc. 3.25%, 2/1/23 | | | 91,000 | | | | 95,781 | |
TOTAL U.S. CORPORATE BONDS (Cost: $27,951,211) | | | | 28,663,533 | |
|
FOREIGN CORPORATE BONDS – 3.2% | |
|
Australia – 0.1% | |
| | |
National Australia Bank Ltd. 3.38%, 9/20/21 | | | 46,000 | | | | 46,996 | |
Germany – 1.6% | |
|
Deutsche Bank AG | |
4.25%, 10/14/21 | | | 100,000 | | | | 102,567 | |
3.95%, 2/27/23 | | | 267,000 | | | | 283,858 | |
3.70%, 5/30/24(a) | | | 100,000 | | | | 107,693 | |
| | | | | | | | |
Total Germany | | | | 494,118 | |
|
Switzerland – 0.3% | |
|
Novartis Capital Corp. | |
2.40%, 5/17/22 | | | 20,000 | | | | 20,558 | |
2.40%, 9/21/22 | | | 62,000 | | | | 64,326 | |
| | | | | | | | |
Total Switzerland | | | | 84,884 | |
|
United Kingdom – 1.2% | |
| | |
BAT Capital Corp. 3.22%, 8/15/24(a) | | | 86,000 | | | | 93,152 | |
| | |
Diageo Investment Corp. 2.88%, 5/11/22 | | | 108,000 | | | | 111,717 | |
| | |
GlaxoSmithKline Capital, Inc. 3.38%, 5/15/23 | | | 56,000 | | | | 60,017 | |
| | |
Unilever Capital Corp. 3.00%, 3/7/22 | | | 95,000 | | | | 98,071 | |
| | | | | | | | |
Total United Kingdom | | | | 362,957 | |
TOTAL FOREIGN CORPORATE BONDS (Cost: $959,313) | | | | 988,955 | |
|
U.S. GOVERNMENT OBLIGATIONS – 0.3% | |
|
U.S. Treasury Bond – 0.3% | |
0.63%, 8/15/30
| |
(Cost: $96,636) | | | 98,000 | | | | 95,565 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 8.3% | |
|
United States – 8.3% | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(d)
(Cost: $2,587,303) | | | 2,587,303 | | | $ | 2,587,303 | |
TOTAL INVESTMENTS IN SECURITIES – 104.1% (Cost: $31,594,463) | | | | 32,335,356 | |
Other Assets less Liabilities – (4.1)% | | | | (1,265,483 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 31,069,873 | |
(a) | Security, or portion thereof, was on loan at December 31, 2020 (See Note 2). At December 31, 2020, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,520,453 and the total market value of the collateral held by the Fund was $2,591,677. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $4,374. |
(b) | Rate shown reflects the accrual rate as of December 31, 2020 on securities with variable or step rates. |
(c) | 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. |
(d) | Rate shown represents annualized 7-day yield as of December 31, 2020. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | |
Investments in Securities | | | | |
U.S. Corporate Bonds | | $ | — | | | $ | 28,663,533 | | | $ | — | | | $ | 28,663,533 | |
Foreign Corporate Bonds | | | — | | | | 988,955 | | | | — | | | | 988,955 | |
U.S. Government Obligations | | | — | | | | 95,565 | | | | — | | | | 95,565 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 2,587,303 | | | | — | | | | 2,587,303 | |
Total Investments in Securities | | $ | — | | | $ | 32,335,356 | | | $ | — | | | $ | 32,335,356 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. CORPORATE BONDS – 96.0% | |
|
United States – 96.0% | |
| | |
Acadia Healthcare Co., Inc. 5.63%, 2/15/23 | | $ | 131,000 | | | $ | 131,655 | |
| | |
ADT Security Corp. (The) 3.50%, 7/15/22 | | | 2,000 | | | | 2,056 | |
4.13%, 6/15/23 | | | 33,000 | | | | 35,245 | |
| | |
AECOM 5.88%, 10/15/24 | | | 51,000 | | | | 57,007 | |
| | |
AMC Networks, Inc. 5.00%, 4/1/24 | | | 125,000 | | | | 127,187 | |
| | |
American Axle & Manufacturing, Inc. 6.25%, 4/1/25(a) | | | 113,000 | | | | 117,096 | |
| | |
AmeriGas Partners L.P. 5.50%, 5/20/25 | | | 110,000 | | | | 122,100 | |
| | |
Antero Resources Corp. 5.00%, 3/1/25(a) | | | 210,000 | | | | 199,894 | |
| | |
Aramark Services, Inc. 6.38%, 5/1/25(a)(b) | | | 100,000 | | | | 107,000 | |
| | |
Ashland LLC 4.75%, 8/15/22 | | | 5,000 | | | | 5,247 | |
| | |
Avient Corp. 5.25%, 3/15/23(a) | | | 43,000 | | | | 46,251 | |
| | |
Beacon Roofing Supply, Inc. 4.88%, 11/1/25(b) | | | 180,000 | | | | 184,602 | |
| | |
Blue Cube Spinco LLC 9.75%, 10/15/23 | | | 8,000 | | | | 8,224 | |
| | |
BMC East LLC 5.50%, 10/1/24(b) | | | 49,000 | | | | 50,348 | |
| | |
Caesars Entertainment, Inc. 6.25%, 7/1/25(b) | | | 350,000 | | | | 373,189 | |
| | |
Caesars Resort Collection LLC 5.25%, 10/15/25(b) | | | 240,000 | | | | 242,857 | |
| | |
Calumet Specialty Products Partners L.P. 7.63%, 1/15/22 | | | 25,000 | | | | 24,838 | |
| | |
Carnival Corp. 11.50%, 4/1/23(b) | | | 330,000 | | | | 382,198 | |
| | |
CCO Holdings LLC 4.00%, 3/1/23(b) | | | 177,000 | | | | 178,438 | |
| | |
CDW LLC 4.13%, 5/1/25 | | | 56,000 | | | | 58,691 | |
| | |
CenturyLink, Inc. 5.80%, 3/15/22, Series T | | | 2,000 | | | | 2,089 | |
7.50%, 4/1/24, Series Y(a) | | | 209,000 | | | | 236,954 | |
| | |
Cinemark USA, Inc. 4.88%, 6/1/23(a) | | | 50,000 | | | | 47,594 | |
| | |
Cleveland-Cliffs, Inc. 4.88%, 1/15/24(b) | | | 75,000 | | | | 76,547 | |
| | |
Cogent Communications Group, Inc. 5.38%, 3/1/22(b) | | | 36,000 | | | | 37,162 | |
| | |
Colfax Corp. 6.00%, 2/15/24(a)(b) | | | 116,000 | | | | 120,497 | |
| | |
Community Health Systems, Inc. 8.63%, 1/15/24(b) | | | 300,000 | | | | 313,312 | |
| | |
Continental Resources, Inc. 4.50%, 4/15/23 | | | 21,000 | | | | 21,692 | |
| | |
Crestwood Midstream Partners L.P. 6.25%, 4/1/23 | | | 100,000 | | | | 100,438 | |
| | |
Crown Americas LLC 4.50%, 1/15/23 | | | 52,000 | | | | 54,997 | |
| | |
CSC Holdings LLC 6.75%, 11/15/21 | | | 116,000 | | | | 121,437 | |
5.88%, 9/15/22 | | | 60,000 | | | | 63,638 | |
| | |
CVR Partners L.P. 9.25%, 6/15/23(a)(b) | | | 116,000 | | | | 116,266 | |
| | |
Delta Air Lines, Inc. 3.63%, 3/15/22(a) | | | 300,000 | | | | 308,726 | |
| | |
Diamond Resorts International, Inc. 7.75%, 9/1/23(b) | | | 15,000 | | | | 15,445 | |
| | |
DISH DBS Corp. 6.75%, 6/1/21 | | | 100,000 | | | | 102,121 | |
5.88%, 7/15/22 | | | 314,000 | | | | 328,444 | |
5.00%, 3/15/23(a) | | | 268,000 | | | | 277,045 | |
| | |
Edgewell Personal Care Co. 4.70%, 5/24/22 | | | 20,000 | | | | 20,861 | |
| | |
EMC Corp. 3.38%, 6/1/23 | | | 37,000 | | | | 38,867 | |
| | |
ESH Hospitality, Inc. 5.25%, 5/1/25(b) | | | 121,000 | | | | 124,203 | |
| | |
Ferrellgas L.P. 6.75%, 1/15/22 | | | 20,000 | | | | 19,370 | |
| | |
Ford Motor Co. 8.50%, 4/21/23 | | | 200,000 | | | | 225,421 | |
9.00%, 4/22/25(a) | | | 200,000 | | | | 245,459 | |
| | |
Ford Motor Credit Co. LLC 4.06%, 11/1/24(a) | | | 200,000 | | | | 210,364 | |
| | |
Freeport-McMoRan, Inc. 3.55%, 3/1/22(a) | | | 2,000 | | | | 2,039 | |
3.88%, 3/15/23 | | | 80,000 | | | | 83,624 | |
| | |
Gap, Inc. (The) 8.63%, 5/15/25(a)(b) | | | 100,000 | | | | 111,677 | |
| | |
Genworth Holdings, Inc. 4.90%, 8/15/23 | | | 140,000 | | | | 132,737 | |
4.80%, 2/15/24(a) | | | 126,000 | | | | 118,046 | |
| | |
Goodyear Tire & Rubber Co. (The) 5.13%, 11/15/23(a) | | | 348,000 | | | | 348,870 | |
| | |
Hanesbrands, Inc. 4.63%, 5/15/24(b) | | | 50,000 | | | | 52,469 | |
| | |
HAT Holdings I LLC 5.25%, 7/15/24(a)(b) | | | 117,000 | | | | 121,912 | |
| | |
HCA, Inc. 5.88%, 5/1/23 | | | 172,000 | | | | 189,235 | |
| | |
Hughes Satellite Systems Corp. 7.63%, 6/15/21 | | | 48,000 | | | | 49,260 | |
| | |
Huntsman International LLC 5.13%, 11/15/22 | | | 28,000 | | | | 29,944 | |
| | |
Ingram Micro, Inc. 5.45%, 12/15/24(a) | | | 50,000 | | | | 57,571 | |
| | |
KB Home 7.63%, 5/15/23 | | | 23,000 | | | | 25,473 | |
| | |
Kennedy-Wilson, Inc. 5.88%, 4/1/24 | | | 75,000 | | | | 76,219 | |
| | |
Koppers, Inc. 6.00%, 2/15/25(b) | | | 100,000 | | | | 103,187 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
December 31, 2020
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
L Brands, Inc. 9.38%, 7/1/25(b) | | $ | 110,000 | | | $ | 135,437 | |
| | |
Lamb Weston Holdings, Inc. 4.63%, 11/1/24(a)(b) | | | 46,000 | | | | 48,070 | |
| | |
Lennar Corp. 4.50%, 4/30/24(a) | | | 34,000 | | | | 37,634 | |
| | |
Lions Gate Capital Holdings LLC 5.88%, 11/1/24(a)(b) | | | 112,000 | | | | 114,088 | |
| | |
Live Nation Entertainment, Inc. 4.88%, 11/1/24(b) | | | 67,000 | | | | 67,938 | |
| | |
Macy’s Retail Holdings LLC 3.63%, 6/1/24 | | | 170,000 | | | | 161,819 | |
| | |
Macy’s, Inc. 8.38%, 6/15/25(a)(b) | | | 200,000 | | | | 222,388 | |
| | |
Magellan Health, Inc. 4.90%, 9/22/24 | | | 38,000 | | | | 40,134 | |
| | |
MDC Partners, Inc. 6.50%, 5/1/24(a)(b) | | | 100,000 | | | | 101,526 | |
| | |
MEDNAX, Inc. 5.25%, 12/1/23(a)(b) | | | 77,000 | | | | 77,986 | |
| | |
Meritor, Inc. 6.25%, 2/15/24(a) | | | 60,000 | | | | 61,381 | |
| | |
MGM Growth Properties Operating Partnership L.P. 5.63%, 5/1/24 | | | 149,000 | | | | 162,116 | |
| | |
MGM Resorts International 6.00%, 3/15/23 | | | 174,000 | | | | 187,050 | |
| | |
Molina Healthcare, Inc. 5.38%, 11/15/22(a) | | | 47,000 | | | | 49,849 | |
| | |
Navient Corp. 5.88%, 10/25/24 | | | 146,000 | | | | 155,490 | |
| | |
NCL Corp. Ltd. 12.25%, 5/15/24(a)(b) | | | 150,000 | | | | 180,187 | |
| | |
Newell Brands, Inc. 4.35%, 4/1/23 | | | 71,000 | | | | 74,560 | |
| | |
Newmark Group, Inc. 6.13%, 11/15/23 | | | 11,000 | | | | 11,972 | |
| | |
NextEra Energy Operating Partners L.P. 4.25%, 7/15/24(b) | | | 114,000 | | | | 122,122 | |
| | |
Nielsen Finance LLC 5.00%, 4/15/22(b) | | | 74,000 | | | | 74,269 | |
| | |
Occidental Petroleum Corp. 2.90%, 8/15/24 | | | 354,000 | | | | 341,256 | |
| | |
OneMain Finance Corp. 6.13%, 3/15/24(a) | | | 141,000 | | | | 154,219 | |
| | |
PBF Logistics L.P. 6.88%, 5/15/23 | | | 52,000 | | | | 49,920 | |
| | |
Peabody Energy Corp. 6.00%, 3/31/22(b) | | | 248,000 | | | | 181,505 | |
| | |
Performance Food Group, Inc. 5.50%, 6/1/24(b) | | | 26,000 | | | | 26,195 | |
| | |
Plantronics, Inc. 5.50%, 5/31/23(a)(b) | | | 93,000 | | | | 93,522 | |
| | |
Prestige Brands, Inc. 6.38%, 3/1/24(b) | | | 90,000 | | | | 92,138 | |
| | |
Prime Security Services Borrower LLC 5.25%, 4/15/24(b) | | | 117,000 | | | | 125,044 | |
| | |
Realogy Group LLC 4.88%, 6/1/23(b) | | $ | 71,000 | | | $ | 72,553 | |
| | |
Sabre GLBL, Inc. 9.25%, 4/15/25(a)(b) | | | 65,000 | | | | 77,431 | |
| | |
Scientific Games International, Inc. 8.63%, 7/1/25(b) | | | 118,000 | | | | 129,357 | |
| | |
Sealed Air Corp. 4.88%, 12/1/22(b) | | | 99,000 | | | | 104,012 | |
| | |
Service Properties Trust 7.50%, 9/15/25 | | | 115,000 | | | | 132,618 | |
| | |
Sirius XM Radio, Inc. 3.88%, 8/1/22(b) | | | 108,000 | | | | 109,755 | |
| | |
Six Flags Entertainment Corp. 4.88%, 7/31/24(b) | | | 64,000 | | | | 64,160 | |
| | |
Spirit AeroSystems, Inc. 7.50%, 4/15/25(b) | | | 100,000 | | | | 107,438 | |
| | |
Sprint Corp. 7.88%, 9/15/23 | | | 250,000 | | | | 289,762 | |
7.13%, 6/15/24 | | | 150,000 | | | | 175,689 | |
7.63%, 2/15/25 | | | 130,000 | | | | 155,702 | |
| | |
Starwood Property Trust, Inc. 5.00%, 12/15/21 | | | 300,000 | | | | 305,781 | |
| | |
Stericycle, Inc. 5.38%, 7/15/24(b) | | | 74,000 | | | | 77,308 | |
| | |
T-Mobile USA, Inc. 4.00%, 4/15/22(a) | | | 31,000 | | | | 32,065 | |
| | |
Taylor Morrison Communities, Inc. 5.63%, 3/1/24(a)(b) | | | 23,000 | | | | 24,754 | |
| | |
Tenet Healthcare Corp. 6.75%, 6/15/23 | | | 339,000 | | | | 363,916 | |
5.13%, 5/1/25 | | | 350,000 | | | | 357,259 | |
| | |
Terex Corp. 5.63%, 2/1/25(a)(b) | | | 92,000 | | | | 94,944 | |
| | |
TransDigm, Inc. 6.50%, 7/15/24 | | | 107,000 | | | | 109,097 | |
| | |
TreeHouse Foods, Inc. 6.00%, 2/15/24(b) | | | 100,000 | | | | 102,135 | |
| | |
TRI Pointe Group, Inc. 5.88%, 6/15/24 | | | 34,000 | | | | 37,217 | |
| | |
U.S. Concrete, Inc. 6.38%, 6/1/24 | | | 40,000 | | | | 41,075 | |
| | |
U.S. Foods, Inc. 5.88%, 6/15/24(b) | | | 100,000 | | | | 101,563 | |
| | |
United Airlines Holdings, Inc. 4.25%, 10/1/22 | | | 121,000 | | | | 121,756 | |
| | |
Uniti Group L.P. 7.13%, 12/15/24(b) | | | 150,000 | | | | 151,781 | |
7.88%, 2/15/25(b) | | | 250,000 | | | | 268,939 | |
| | |
Vista Outdoor, Inc. 5.88%, 10/1/23 | | | 61,000 | | | | 61,832 | |
| | |
Xerox Corp. 4.38%, 3/15/23 | | | 44,000 | | | | 46,283 | |
| | |
XPO Logistics, Inc. 6.25%, 5/1/25(b) | | | 125,000 | | | | 134,752 | |
TOTAL U.S. CORPORATE BONDS (Cost: $13,899,035) | | | | 14,186,084 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 21.7% | |
|
United States – 21.7% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(c) | | | | | | | | |
(Cost: $3,205,440) | | | 3,205,440 | | | $ | 3,205,440 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 117.7% (Cost: $17,104,475) | | | | 17,391,524 | |
| |
Other Assets less Liabilities – (17.7)% | | | | (2,614,654 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 14,776,870 | |
(a) | Security, or portion thereof, was on loan at December 31, 2020 (See Note 2). At December 31, 2020, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $3,266,331 and the total market value of the collateral held by the Fund was $3,369,709. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $164,269. |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(c) | Rate shown represents annualized 7-day yield as of December 31, 2020. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | |
Investments in Securities | | | | |
U.S. Corporate Bonds | | $ | — | | | $ | 14,186,084 | | | $ | — | | | $ | 14,186,084 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 3,205,440 | | | | — | | | | 3,205,440 | |
Total Investments in Securities | | $ | — | | | $ | 17,391,524 | | | $ | — | | | $ | 17,391,524 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
|
COMMON STOCKS – 90.5% | |
|
Argentina – 0.1% | |
|
Internet & Direct Marketing Retail – 0.1% | |
| | |
MercadoLibre, Inc.* | | | 417 | | | $ | 698,567 | |
|
China – 0.1% | |
|
Hotels, Restaurants & Leisure – 0.1% | |
| | |
Yum China Holdings, Inc. | | | 4,730 | | | | 270,036 | |
|
Israel – 0.1% | |
|
IT Services – 0.0% | |
| | |
Wix.com Ltd.* | | | 473 | | | | 118,231 | |
|
Software – 0.1% | |
| | |
Check Point Software Technologies Ltd.* | | | 1,486 | | | | 197,504 | |
Total Israel | | | | 315,735 | |
|
Netherlands – 0.1% | |
|
Semiconductors & Semiconductor Equipment – 0.1% | |
| | |
NXP Semiconductors N.V. | | | 2,776 | | | | 441,412 | |
|
Russia – 0.1% | |
|
Interactive Media & Services – 0.1% | |
| | |
Yandex N.V. Class A* | | | 3,429 | | | | 238,590 | |
|
United Kingdom – 0.4% | |
|
Chemicals – 0.4% | |
| | |
Linde PLC | | | 6,224 | | | | 1,640,086 | |
|
United States – 89.6% | |
|
Aerospace & Defense – 1.4% | |
| | |
Boeing Co. (The) | | | 6,392 | | | | 1,368,272 | |
| | |
General Dynamics Corp. | | | 2,755 | | | | 409,999 | |
| | |
L3Harris Technologies, Inc. | | | 2,285 | | | | 431,911 | |
| | |
Lockheed Martin Corp. | | | 3,060 | | | | 1,086,239 | |
| | |
Northrop Grumman Corp. | | | 1,703 | | | | 518,938 | |
| | |
Raytheon Technologies Corp. | | | 17,597 | | | | 1,258,361 | |
| | |
Teledyne Technologies, Inc.* | | | 309 | | | | 121,122 | |
| | |
TransDigm Group, Inc.* | | | 506 | | | | 313,138 | |
| | | | | | | | |
Total Aerospace & Defense | | | | 5,507,980 | |
|
Air Freight & Logistics – 0.6% | |
| | |
C.H. Robinson Worldwide, Inc. | | | 1,270 | | | | 119,215 | |
| | |
Expeditors International of Washington, Inc. | | | 1,673 | | | | 159,119 | |
| | |
FedEx Corp. | | | 2,592 | | | | 672,935 | |
| | |
United Parcel Service, Inc. Class B | | | 8,378 | | | | 1,410,855 | |
| | | | | | | | |
Total Air Freight & Logistics | | | | 2,362,124 | |
|
Airlines – 0.2% | |
| | |
Delta Air Lines, Inc. | | | 7,089 | | | | 285,048 | |
| | |
Southwest Airlines Co. | | | 5,639 | | | | 262,834 | |
| | |
United Airlines Holdings, Inc.* | | | 2,591 | | | | 112,061 | |
| | | | | | | | |
Total Airlines | | | | 659,943 | |
|
Auto Components – 0.1% | |
| | |
Aptiv PLC | | | 2,996 | | | | 390,349 | |
|
Automobiles – 1.7% | |
| | |
Ford Motor Co. | | | 43,279 | | | | 380,423 | |
| | |
General Motors Co. | | | 13,024 | | | | 542,319 | |
| | |
Tesla, Inc.* | | | 8,254 | | | | 5,824,600 | |
| | | | | | | | |
Total Automobiles | | | | 6,747,342 | |
|
Banks – 3.4% | |
| | |
Bank of America Corp. | | | 89,965 | | | | 2,726,839 | |
| | |
Citigroup, Inc. | | | 23,992 | | | | 1,479,347 | |
| | |
Citizens Financial Group, Inc. | | | 4,876 | | | | 174,366 | |
| | |
Fifth Third Bancorp | | | 7,025 | | | | 193,679 | |
| | |
First Republic Bank | | | 2,165 | | | | 318,103 | |
| | |
JPMorgan Chase & Co. | | | 35,509 | | | | 4,512,129 | |
| | |
KeyCorp | | | 11,900 | | | | 195,279 | |
| | |
M&T Bank Corp. | | | 1,246 | | | | 158,616 | |
| | |
PNC Financial Services Group, Inc. (The) | | | 4,817 | | | | 717,733 | |
| | |
Regions Financial Corp. | | | 10,801 | | | | 174,112 | |
| | |
SVB Financial Group* | | | 509 | | | | 197,405 | |
| | |
Truist Financial Corp. | | | 15,000 | | | | 718,950 | |
| | |
U.S. Bancorp | | | 15,916 | | | | 741,526 | |
| | |
Wells Fargo & Co. | | | 47,531 | | | | 1,434,486 | |
| | | | | | | | |
Total Banks | | | | 13,742,570 | |
|
Beverages – 1.5% | |
| | |
Brown-Forman Corp. Class B | | | 3,403 | | | | 270,300 | |
| | |
Coca-Cola Co. (The) | | | 44,308 | | | | 2,429,851 | |
| | |
Constellation Brands, Inc. Class A | | | 1,784 | | | | 390,785 | |
| | |
Keurig Dr. Pepper, Inc. | | | 6,984 | | | | 223,488 | |
| | |
Monster Beverage Corp.* | | | 4,279 | | | | 395,722 | |
| | |
PepsiCo, Inc. | | | 16,175 | | | | 2,398,753 | |
| | | | | | | | |
Total Beverages | | | | 6,108,899 | |
|
Biotechnology – 1.8% | |
| | |
AbbVie, Inc. | | | 20,504 | | | | 2,197,004 | |
| | |
Alexion Pharmaceuticals, Inc.* | | | 2,139 | | | | 334,197 | |
| | |
Alnylam Pharmaceuticals, Inc.* | | | 794 | | | | 103,196 | |
| | |
Amgen, Inc. | | | 6,168 | | | | 1,418,147 | |
| | |
Biogen, Inc.* | | | 1,613 | | | | 394,959 | |
| | |
BioMarin Pharmaceutical, Inc.* | | | 1,750 | | | | 153,457 | |
| | |
Exact Sciences Corp.* | | | 1,606 | | | | 212,779 | |
| | |
Gilead Sciences, Inc. | | | 11,703 | | | | 681,817 | |
| | |
Incyte Corp.* | | | 2,230 | | | | 193,965 | |
| | |
Moderna, Inc.* | | | 3,182 | | | | 332,424 | |
| | |
Regeneron Pharmaceuticals, Inc.* | | | 889 | | | | 429,485 | |
| | |
Seagen, Inc.* | | | 1,628 | | | | 285,128 | |
| | |
Vertex Pharmaceuticals, Inc.* | | | 2,318 | | | | 547,836 | |
| | | | | | | | |
Total Biotechnology | | | | 7,284,394 | |
|
Building Products – 0.4% | |
| | |
Carrier Global Corp. | | | 8,382 | | | | 316,169 | |
| | |
Fortune Brands Home & Security, Inc. | | | 1,249 | | | | 107,064 | |
| | |
Johnson Controls International PLC | | | 9,123 | | | | 425,041 | |
| | |
Masco Corp. | | | 3,212 | | | | 176,435 | |
| | |
Trane Technologies PLC | | | 2,872 | | | | 416,900 | |
| | | | | | | | |
Total Building Products | | | | 1,441,609 | |
|
Capital Markets – 2.5% | |
| | |
Ameriprise Financial, Inc. | | | 1,445 | | | | 280,807 | |
| | |
Apollo Global Management, Inc. | | | 2,328 | | | | 114,025 | |
| | |
Bank of New York Mellon Corp. (The) | | | 10,031 | | | | 425,716 | |
| | |
BlackRock, Inc. | | | 1,666 | | | | 1,202,086 | |
| | |
Blackstone Group, Inc. (The) Class A | | | 7,547 | | | | 489,121 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Charles Schwab Corp. (The) | | | 14,023 | | | $ | 743,780 | |
| | |
CME Group, Inc. | | | 3,788 | | | | 689,605 | |
| | |
FactSet Research Systems, Inc. | | | 349 | | | | 116,043 | |
| | |
Goldman Sachs Group, Inc. (The) | | | 4,113 | | | | 1,084,639 | |
| | |
Intercontinental Exchange, Inc. | | | 6,734 | | | | 776,363 | |
| | |
KKR & Co., Inc. Class A | | | 6,064 | | | | 245,531 | |
| | |
MarketAxess Holdings, Inc. | | | 382 | | | | 217,954 | |
| | |
Moody’s Corp. | | | 1,970 | | | | 571,773 | |
| | |
Morgan Stanley | | | 13,277 | | | | 909,873 | |
| | |
MSCI, Inc. | | | 977 | | | | 436,260 | |
| | |
Nasdaq, Inc. | | | 1,097 | | | | 145,616 | |
| | |
Northern Trust Corp. | | | 2,458 | | | | 228,938 | |
| | |
S&P Global, Inc. | | | 2,788 | | | | 916,499 | |
| | |
State Street Corp. | | | 4,412 | | | | 321,105 | |
| | |
T. Rowe Price Group, Inc. | | | 2,602 | | | | 393,917 | |
| | | | | | | | |
Total Capital Markets | | | | 10,309,651 | |
|
Chemicals – 1.1% | |
| | |
Air Products & Chemicals, Inc. | | | 2,374 | | | | 648,624 | |
| | |
Celanese Corp. | | | 1,445 | | | | 187,763 | |
| | |
Corteva, Inc. | | | 8,332 | | | | 322,615 | |
| | |
Dow, Inc. | | | 8,087 | | | | 448,829 | |
| | |
DuPont de Nemours, Inc. | | | 8,285 | | | | 589,146 | |
| | |
Eastman Chemical Co. | | | 1,127 | | | | 113,016 | |
| | |
Ecolab, Inc. | | | 3,009 | | | | 651,027 | |
| | |
FMC Corp. | | | 1,679 | | | | 192,968 | |
| | |
International Flavors & Fragrances, Inc. | | | 892 | | | | 97,085 | |
| | |
LyondellBasell Industries N.V. Class A | | | 2,435 | | | | 223,192 | |
| | |
PPG Industries, Inc. | | | 2,762 | | | | 398,336 | |
| | |
Sherwin-Williams Co. (The) | | | 944 | | | | 693,755 | |
| | | | | | | | |
Total Chemicals | | | | 4,566,356 | |
|
Commercial Services & Supplies – 0.5% | |
| | |
Cintas Corp. | | | 1,114 | | | | 393,754 | |
| | |
Copart, Inc.* | | | 2,559 | | | | 325,633 | |
| | |
Republic Services, Inc. | | | 2,419 | | | | 232,950 | |
| | |
Rollins, Inc. | | | 2,700 | | | | 105,489 | |
| | |
Waste Connections, Inc. | | | 2,641 | | | | 270,887 | |
| | |
Waste Management, Inc. | | | 4,845 | | | | 571,371 | |
| | | | | | | | |
Total Commercial Services & Supplies | | | | 1,900,084 | |
|
Communications Equipment – 0.7% | |
| | |
Arista Networks, Inc.* | | | 616 | | | | 178,991 | |
| | |
Cisco Systems, Inc. | | | 49,997 | | | | 2,237,366 | |
| | |
Motorola Solutions, Inc. | | | 1,765 | | | | 300,156 | |
| | | | | | | | |
Total Communications Equipment | | | | 2,716,513 | |
|
Construction & Engineering – 0.0% | |
| | |
Jacobs Engineering Group, Inc. | | | 1,613 | | | | 175,752 | |
|
Construction Materials – 0.1% | |
| | |
Martin Marietta Materials, Inc. | | | 773 | | | | 219,509 | |
| | |
Vulcan Materials Co. | | | 1,430 | | | | 212,083 | |
| | | | | | | | |
Total Construction Materials | | | | 431,592 | |
|
Consumer Finance – 0.5% | |
| | |
Ally Financial, Inc. | | | 3,721 | | | | 132,691 | |
| | |
American Express Co. | | | 7,801 | | | | 943,219 | |
| | |
Capital One Financial Corp. | | | 4,853 | | | | 479,719 | |
| | |
Discover Financial Services | | | 3,370 | | | | 305,086 | |
| | |
Synchrony Financial | | | 5,870 | | | | 203,748 | |
| | | | | | | | |
Total Consumer Finance | | | | 2,064,463 | |
|
Containers & Packaging – 0.2% | |
| | |
Amcor PLC | | | 15,931 | | | | 187,508 | |
| | |
Avery Dennison Corp. | | | 714 | | | | 110,748 | |
| | |
Ball Corp. | | | 3,228 | | | | 300,785 | |
| | |
Crown Holdings, Inc.* | | | 1,263 | | | | 126,553 | |
| | |
International Paper Co. | | | 4,376 | | | | 217,575 | |
| | | | | | | | |
Total Containers & Packaging | | | | 943,169 | |
|
Distributors – 0.1% | |
| | |
Genuine Parts Co. | | | 1,413 | | | | 141,908 | |
| | |
Pool Corp. | | | 379 | | | | 141,177 | |
| | | | | | | | |
Total Distributors | | | | 283,085 | |
|
Diversified Financial Services – 1.3% | |
| | |
Berkshire Hathaway, Inc. Class A* | | | 5 | | | | 1,739,075 | |
| | |
Berkshire Hathaway, Inc. Class B* | | | 14,744 | | | | 3,418,691 | |
| | | | | | | | |
Total Diversified Financial Services | | | | 5,157,766 | |
|
Diversified Telecommunication Services – 1.3% | |
| | |
AT&T, Inc. | | | 80,990 | | | | 2,329,272 | |
| | |
CenturyLink, Inc. | | | 9,245 | | | | 90,139 | |
| | |
Verizon Communications, Inc. | | | 47,093 | | | | 2,766,714 | |
| | | | | | | | |
Total Diversified Telecommunication Services | | | | 5,186,125 | |
|
Electric Utilities – 1.5% | |
| | |
Alliant Energy Corp. | | | 3,069 | | | | 158,146 | |
| | |
American Electric Power Co., Inc. | | | 5,206 | | | | 433,504 | |
| | |
Duke Energy Corp. | | | 8,366 | | | | 765,991 | |
| | |
Edison International | | | 3,830 | | | | 240,601 | |
| | |
Entergy Corp. | | | 2,368 | | | | 236,421 | |
| | |
Evergy, Inc. | | | 2,384 | | | | 132,336 | |
| | |
Eversource Energy | | | 3,297 | | | | 285,223 | |
| | |
Exelon Corp. | | | 11,304 | | | | 477,255 | |
| | |
FirstEnergy Corp. | | | 6,096 | | | | 186,598 | |
| | |
NextEra Energy, Inc. | | | 21,163 | | | | 1,632,725 | |
| | |
PG&E Corp.* | | | 14,213 | | | | 177,094 | |
| | |
PPL Corp. | | | 9,066 | | | | 255,661 | |
| | |
Southern Co. (The) | | | 12,051 | | | | 740,293 | |
| | |
Xcel Energy, Inc. | | | 5,280 | | | | 352,018 | |
| | | | | | | | |
Total Electric Utilities | | | | 6,073,866 | |
|
Electrical Equipment – 0.5% | |
| | |
AMETEK, Inc. | | | 2,646 | | | | 320,007 | |
| | |
Eaton Corp. PLC | | | 4,665 | | | | 560,453 | |
| | |
Emerson Electric Co. | | | 7,190 | | | | 577,860 | |
| | |
Generac Holdings, Inc.* | | | 494 | | | | 112,341 | |
| | |
Rockwell Automation, Inc. | | | 1,338 | | | | 335,584 | |
| | | | | | | | |
Total Electrical Equipment | | | | 1,906,245 | |
|
Electronic Equipment, Instruments & Components – 0.5% | |
| | |
Amphenol Corp. Class A | | | 3,053 | | | | 399,241 | |
| | |
CDW Corp. | | | 1,452 | | | | 191,359 | |
| | |
Cognex Corp. | | | 1,487 | | | | 119,384 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Corning, Inc. | | | 9,084 | | | $ | 327,024 | |
| | |
Keysight Technologies, Inc.* | | | 1,807 | | | | 238,687 | |
| | |
TE Connectivity Ltd. | | | 3,992 | | | | 483,312 | |
| | |
Trimble, Inc.* | | | 2,059 | | | | 137,479 | |
| | |
Zebra Technologies Corp. Class A* | | | 495 | | | | 190,243 | |
| | | | | | | | |
Total Electronic Equipment, Instruments & Components | | | | 2,086,729 | |
|
Energy Equipment & Services – 0.1% | |
| | |
Halliburton Co. | | | 8,792 | | | | 166,169 | |
| | |
Schlumberger N.V. | | | 15,142 | | | | 330,550 | |
| | | | | | | | |
Total Energy Equipment & Services | | | | 496,719 | |
|
Entertainment – 2.1% | |
| | |
Activision Blizzard, Inc. | | | 8,063 | | | | 748,649 | |
| | |
Electronic Arts, Inc. | | | 3,506 | | | | 503,462 | |
| | |
Netflix, Inc.* | | | 4,718 | | | | 2,551,164 | |
| | |
Roku, Inc.* | | | 1,032 | | | | 342,645 | |
| | |
Spotify Technology S.A.* | | | 1,050 | | | | 330,393 | |
| | |
Take-Two Interactive Software, Inc.* | | | 1,339 | | | | 278,231 | |
| | |
Walt Disney Co. (The)* | | | 21,294 | | | | 3,858,047 | |
| | | | | | | | |
Total Entertainment | | | | 8,612,591 | |
|
Equity Real Estate Investment Trusts (REITs) – 2.0% | |
| | |
Alexandria Real Estate Equities, Inc. | | | 1,094 | | | | 194,973 | |
| | |
American Tower Corp. | | | 5,003 | | | | 1,122,973 | |
| | |
AvalonBay Communities, Inc. | | | 1,426 | | | | 228,773 | |
| | |
Boston Properties, Inc. | | | 1,347 | | | | 127,332 | |
| | |
Crown Castle International Corp. | | | 4,768 | | | | 759,018 | |
| | |
Digital Realty Trust, Inc. | | | 2,584 | | | | 360,494 | |
| | |
Duke Realty Corp. | | | 3,914 | | | | 156,443 | |
| | |
Equinix, Inc. | | | 964 | | | | 688,470 | |
| | |
Equity LifeStyle Properties, Inc. | | | 1,613 | | | | 102,200 | |
| | |
Equity Residential | | | 3,669 | | | | 217,498 | |
| | |
Essex Property Trust, Inc. | | | 631 | | | | 149,812 | |
| | |
Extra Space Storage, Inc. | | | 1,547 | | | | 179,235 | |
| | |
Healthpeak Properties, Inc. | | | 5,330 | | | | 161,126 | |
| | |
Invitation Homes, Inc. | | | 6,322 | | | | 187,763 | |
| | |
Mid-America Apartment Communities, Inc. | | | 1,107 | | | | 140,246 | |
| | |
Prologis, Inc. | | | 8,256 | | | | 822,793 | |
| | |
Public Storage | | | 1,626 | | | | 375,492 | |
| | |
Realty Income Corp. | | | 4,064 | | | | 252,659 | |
| | |
SBA Communications Corp. | | | 1,300 | | | | 366,769 | |
| | |
Simon Property Group, Inc. | | | 3,082 | | | | 262,833 | |
| | |
Sun Communities, Inc. | | | 1,195 | | | | 181,580 | |
| | |
Ventas, Inc. | | | 3,678 | | | | 180,369 | |
| | |
VICI Properties, Inc. | | | 6,951 | | | | 177,251 | |
| | |
W.P. Carey, Inc. | | | 1,971 | | | | 139,113 | |
| | |
Welltower, Inc. | | | 4,839 | | | | 312,696 | |
| | |
Weyerhaeuser Co. | | | 8,096 | | | | 271,459 | |
| | | | | | | | |
Total Equity Real Estate Investment Trusts (REITs) | | | | 8,119,370 | |
|
Food & Staples Retailing – 1.3% | |
| | |
Costco Wholesale Corp. | | | 5,128 | | | | 1,932,128 | |
| | |
Kroger Co. (The) | | | 8,193 | | | | 260,210 | |
| | |
Sysco Corp. | | | 5,756 | | | | 427,440 | |
| | |
Walgreens Boots Alliance, Inc. | | | 8,709 | | | | 347,315 | |
| | |
Walmart, Inc. | | | 16,299 | | | | 2,349,501 | |
| | | | | | | | |
Total Food & Staples Retailing | | | | 5,316,594 | |
|
Food Products – 0.8% | |
| | |
Archer-Daniels-Midland Co. | | | 6,277 | | | | 316,424 | |
| | |
Beyond Meat, Inc.* | | | 589 | | | | 73,625 | |
| | |
Campbell Soup Co. | | | 2,448 | | | | 118,361 | |
| | |
Conagra Brands, Inc. | | | 5,016 | | | | 181,880 | |
| | |
General Mills, Inc. | | | 7,066 | | | | 415,481 | |
| | |
Hershey Co. (The) | | | 1,453 | | | | 221,335 | |
| | |
Hormel Foods Corp. | | | 3,626 | | | | 169,008 | |
| | |
J.M. Smucker Co. (The) | | | 1,115 | | | | 128,894 | |
| | |
Kellogg Co. | | | 3,270 | | | | 203,492 | |
| | |
Kraft Heinz Co. (The) | | | 4,417 | | | | 153,093 | |
| | |
McCormick & Co., Inc. Non-Voting Shares | | | 2,210 | | | | 211,276 | |
| | |
Mondelez International, Inc. Class A | | | 16,274 | | | | 951,541 | |
| | |
Tyson Foods, Inc. Class A | | | 2,855 | | | | 183,976 | |
| | | | | | | | |
Total Food Products | | | | 3,328,386 | |
|
Gas Utilities – 0.0% | |
| | |
Atmos Energy Corp. | | | 1,037 | | | | 98,961 | |
|
Health Care Equipment & Supplies – 3.2% | |
| | |
Abbott Laboratories | | | 20,716 | | | | 2,268,195 | |
| | |
ABIOMED, Inc.* | | | 368 | | | | 119,306 | |
| | |
Align Technology, Inc.* | | | 760 | | | | 406,129 | |
| | |
Baxter International, Inc. | | | 5,782 | | | | 463,948 | |
| | |
Becton, Dickinson and Co. | | | 3,105 | | | | 776,933 | |
| | |
Boston Scientific Corp.* | | | 16,181 | | | | 581,707 | |
| | |
Cooper Cos., Inc. (The) | | | 486 | | | | 176,573 | |
| | |
Danaher Corp. | | | 7,054 | | | | 1,566,976 | |
| | |
DexCom, Inc.* | | | 922 | | | | 340,882 | |
| | |
Edwards Lifesciences Corp.* | | | 7,054 | | | | 643,536 | |
| | |
Hologic, Inc.* | | | 2,113 | | | | 153,890 | |
| | |
IDEXX Laboratories, Inc.* | | | 894 | | | | 446,884 | |
| | |
Insulet Corp.* | | | 445 | | | | 113,755 | |
| | |
Intuitive Surgical, Inc.* | | | 1,099 | | | | 899,092 | |
| | |
Masimo Corp.* | | | 413 | | | | 110,841 | |
| | |
Medtronic PLC | | | 15,117 | | | | 1,770,805 | |
| | |
ResMed, Inc. | | | 1,396 | | | | 296,734 | |
| | |
STERIS PLC | | | 963 | | | | 182,527 | |
| | |
Stryker Corp. | | | 3,749 | | | | 918,655 | |
| | |
Teleflex, Inc. | | | 404 | | | | 166,274 | |
| | |
Varian Medical Systems, Inc.* | | | 1,101 | | | | 192,686 | |
| | |
West Pharmaceutical Services, Inc. | | | 691 | | | | 195,767 | |
| | |
Zimmer Biomet Holdings, Inc. | | | 2,406 | | | | 370,740 | |
| | | | | | | | |
Total Health Care Equipment & Supplies | | | | 13,162,835 | |
|
Health Care Providers & Services – 2.2% | |
| | |
AmerisourceBergen Corp. | | | 1,809 | | | | 176,848 | |
| | |
Anthem, Inc. | | | 2,632 | | | | 845,109 | |
| | |
Cardinal Health, Inc. | | | 3,580 | | | | 191,745 | |
| | |
Centene Corp.* | | | 5,045 | | | | 302,851 | |
| | |
Cigna Corp. | | | 3,797 | | | | 790,460 | |
| | |
CVS Health Corp. | | | 15,403 | | | | 1,052,025 | |
| | |
Guardant Health, Inc.* | | | 849 | | | | 109,419 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
HCA Healthcare, Inc. | | | 2,756 | | | $ | 453,252 | |
| | |
Humana, Inc. | | | 1,337 | | | | 548,531 | |
| | |
Laboratory Corp. of America Holdings* | | | 1,133 | | | | 230,622 | |
| | |
McKesson Corp. | | | 1,865 | | | | 324,361 | |
| | |
Quest Diagnostics, Inc. | | | 1,643 | | | | 195,796 | |
| | |
UnitedHealth Group, Inc. | | | 10,512 | | | | 3,686,348 | |
| | | | | | | | |
Total Health Care Providers & Services | | | | 8,907,367 | |
|
Health Care Technology – 0.2% | |
| | |
Cerner Corp. | | | 3,629 | | | | 284,804 | |
| | |
Teladoc Health, Inc.* | | | 1,660 | | | | 331,934 | |
| | |
Veeva Systems, Inc. Class A* | | | 1,418 | | | | 386,050 | |
| | | | | | | | |
Total Health Care Technology | | | | 1,002,788 | |
|
Hotels, Restaurants & Leisure – 1.4% | |
| | |
Chipotle Mexican Grill, Inc.* | | | 315 | | | | 436,814 | |
| | |
Darden Restaurants, Inc. | | | 1,197 | | | | 142,587 | |
| | |
Domino’s Pizza, Inc. | | | 400 | | | | 153,384 | |
| | |
DraftKings, Inc. Class A* | | | 3,059 | | | | 142,427 | |
| | |
Hilton Worldwide Holdings, Inc. | | | 3,017 | | | | 335,671 | |
| | |
Las Vegas Sands Corp. | | | 4,208 | | | | 250,797 | |
| | |
Marriott International, Inc. Class A | | | 2,983 | | | | 393,517 | |
| | |
McDonald’s Corp. | | | 8,438 | | | | 1,810,626 | |
| | |
Royal Caribbean Cruises Ltd. | | | 1,656 | | | | 123,687 | |
| | |
Starbucks Corp. | | | 13,878 | | | | 1,484,668 | |
| | |
Yum! Brands, Inc. | | | 2,889 | | | | 313,630 | |
| | | | | | | | |
Total Hotels, Restaurants & Leisure | | | | 5,587,808 | |
|
Household Durables – 0.2% | |
| | |
D.R. Horton, Inc. | | | 3,965 | | | | 273,268 | |
| | |
Garmin Ltd. | | | 1,458 | | | | 174,464 | |
| | |
Lennar Corp. Class A | | | 2,999 | | | | 228,614 | |
| | |
NVR, Inc.* | | | 35 | | | | 142,795 | |
| | |
PulteGroup, Inc. | | | 3,305 | | | | 142,512 | |
| | | | | | | | |
Total Household Durables | | | | 961,653 | |
|
Household Products – 1.4% | |
| | |
Church & Dwight Co., Inc. | | | 2,676 | | | | 233,427 | |
| | |
Clorox Co. (The) | | | 1,468 | | | | 296,419 | |
| | |
Colgate-Palmolive Co. | | | 10,256 | | | | 876,991 | |
| | |
Kimberly-Clark Corp. | | | 3,681 | | | | 496,309 | |
| | |
Procter & Gamble Co. (The) | | | 28,299 | | | | 3,937,523 | |
| | | | | | | | |
Total Household Products | | | | 5,840,669 | |
|
Independent Power & Renewable Electricity Producers – 0.0% | |
| | |
AES Corp. (The) | | | 5,922 | | | | 139,167 | |
|
Industrial Conglomerates – 1.1% | |
| | |
3M Co. | | | 6,848 | | | | 1,196,962 | |
| | |
General Electric Co. | | | 90,589 | | | | 978,361 | |
| | |
Honeywell International, Inc. | | | 8,171 | | | | 1,737,972 | |
| | |
Roper Technologies, Inc. | | | 1,036 | | | | 446,609 | |
| | | | | | | | |
Total Industrial Conglomerates | | | | 4,359,904 | |
|
Insurance – 1.5% | |
| | |
Aflac, Inc. | | | 8,003 | | | | 355,893 | |
| | |
Allstate Corp. (The) | | | 3,655 | | | | 401,794 | |
| | |
American International Group, Inc. | | | 8,555 | | | | 323,892 | |
| | |
Aon PLC Class A | | | 2,656 | | | | 561,133 | |
| | |
Arch Capital Group Ltd.* | | | 3,432 | | | | 123,792 | |
| | |
Arthur J. Gallagher & Co. | | | 2,232 | | | | 276,121 | |
| | |
Brown & Brown, Inc. | | | 2,180 | | | | 103,354 | |
| | |
Chubb Ltd. | | | 5,113 | | | | 786,993 | |
| | |
Cincinnati Financial Corp. | | | 1,439 | | | | 125,726 | |
| | |
Hartford Financial Services Group, Inc. (The) | | | 3,818 | | | | 187,006 | |
| | |
Markel Corp.* | | | 161 | | | | 166,361 | |
| | |
Marsh & McLennan Cos., Inc. | | | 5,365 | | | | 627,705 | |
| | |
MetLife, Inc. | | | 9,482 | | | | 445,180 | |
| | |
Principal Financial Group, Inc. | | | 2,382 | | | | 118,171 | |
| | |
Progressive Corp. (The) | | | 6,690 | | | | 661,507 | |
| | |
Prudential Financial, Inc. | | | 4,086 | | | | 318,994 | |
| | |
Travelers Cos., Inc. (The) | | | 2,972 | | | | 417,180 | |
| | |
Willis Towers Watson PLC | | | 1,337 | | | | 281,679 | |
| | | | | | | | |
Total Insurance | | | | 6,282,481 | |
|
Interactive Media & Services – 5.3% | |
| | |
Alphabet, Inc. Class A* | | | 3,405 | | | | 5,967,739 | |
| | |
Alphabet, Inc. Class C* | | | 3,684 | | | | 6,453,926 | |
| | |
Facebook, Inc. Class A* | | | 26,622 | | | | 7,272,065 | |
| | |
Match Group, Inc.* | | | 2,503 | | | | 378,429 | |
| | |
Pinterest, Inc. Class A* | | | 5,042 | | | | 332,268 | |
| | |
Snap, Inc. Class A* | | | 10,692 | | | | 535,348 | |
| | |
Twitter, Inc.* | | | 9,617 | | | | 520,761 | |
| | |
Zillow Group, Inc. Class C* | | | 1,070 | | | | 138,886 | |
| | | | | | | | |
Total Interactive Media & Services | | | | 21,599,422 | |
|
Internet & Direct Marketing Retail – 4.4% | |
| | |
Amazon.com, Inc.* | | | 4,991 | | | | 16,255,338 | |
| | |
Booking Holdings, Inc.* | | | 437 | | | | 973,317 | |
| | |
eBay, Inc. | | | 8,512 | | | | 427,728 | |
| | |
Etsy, Inc.* | | | 1,157 | | | | 205,842 | |
| | |
Expedia Group, Inc. | | | 1,091 | | | | 144,448 | |
| | |
Wayfair, Inc. Class A* | | | 556 | | | | 125,550 | |
| | | | | | | | |
Total Internet & Direct Marketing Retail | | | | 18,132,223 | |
|
IT Services – 5.4% | |
| | |
Accenture PLC Class A | | | 7,150 | | | | 1,867,651 | |
| | |
Akamai Technologies, Inc.* | | | 1,941 | | | | 203,786 | |
| | |
Automatic Data Processing, Inc. | | | 4,818 | | | | 848,932 | |
| | |
Booz Allen Hamilton Holding Corp. | | | 1,360 | | | | 118,565 | |
| | |
Broadridge Financial Solutions, Inc. | | | 1,246 | | | | 190,887 | |
| | |
Cognizant Technology Solutions Corp. Class A | | | 6,590 | | | | 540,050 | |
| | |
EPAM Systems, Inc.* | | | 571 | | | | 204,618 | |
| | |
Fidelity National Information Services, Inc. | | | 6,863 | | | | 970,840 | |
| | |
Fiserv, Inc.* | | | 6,119 | | | | 696,709 | |
| | |
FleetCor Technologies, Inc.* | | | 784 | | | | 213,899 | |
| | |
Gartner, Inc.* | | | 928 | | | | 148,656 | |
| | |
Global Payments, Inc. | | | 2,792 | | | | 601,453 | |
| | |
GoDaddy, Inc. Class A* | | | 1,934 | | | | 160,425 | |
| | |
International Business Machines Corp. | | | 10,113 | | | | 1,273,024 | |
| | |
Jack Henry & Associates, Inc. | | | 670 | | | | 108,533 | |
| | |
Leidos Holdings, Inc. | | | 1,399 | | | | 147,063 | |
| | |
MasterCard, Inc. Class A | | | 10,391 | | | | 3,708,964 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
MongoDB, Inc.* | | | 473 | | | $ | 169,826 | |
| | |
Okta, Inc.* | | | 1,216 | | | | 309,180 | |
| | |
Paychex, Inc. | | | 3,697 | | | | 344,486 | |
| | |
PayPal Holdings, Inc.* | | | 13,830 | | | | 3,238,986 | |
| | |
Square, Inc. Class A* | | | 4,447 | | | | 967,845 | |
| | |
Twilio, Inc. Class A* | | | 1,551 | | | | 525,014 | |
| | |
VeriSign, Inc.* | | | 1,115 | | | | 241,286 | |
| | |
Visa, Inc. Class A | | | 19,535 | | | | 4,272,891 | |
| | | | | | | | |
Total IT Services | | | | 22,073,569 | |
|
Leisure Products – 0.1% | |
| | |
Hasbro, Inc. | | | 1,251 | | | | 117,018 | |
| | |
Peloton Interactive, Inc. Class A* | | | 2,251 | | | | 341,522 | |
| | | | | | | | |
Total Leisure Products | | | | 458,540 | |
|
Life Sciences Tools & Services – 1.0% | |
| | |
Agilent Technologies, Inc. | | | 3,485 | | | | 412,938 | |
| | |
Bio-Rad Laboratories, Inc. Class A* | | | 235 | | | | 136,991 | |
| | |
Charles River Laboratories International, Inc.* | | | 462 | | | | 115,435 | |
| | |
Illumina, Inc.* | | | 1,284 | | | | 475,080 | |
| | |
IQVIA Holdings, Inc.* | | | 2,157 | | | | 386,470 | |
| | |
Mettler-Toledo International, Inc.* | | | 222 | | | | 253,009 | |
| | |
PerkinElmer, Inc. | | | 954 | | | | 136,899 | |
| | |
Thermo Fisher Scientific, Inc. | | | 4,670 | | | | 2,175,192 | |
| | |
Waters Corp.* | | | 721 | | | | 178,390 | |
| | | | | | | | |
Total Life Sciences Tools & Services | | | | 4,270,404 | |
|
Machinery – 1.4% | |
| | |
Caterpillar, Inc. | | | 6,455 | | | | 1,174,939 | |
| | |
Cummins, Inc. | | | 1,705 | | | | 387,205 | |
| | |
Deere & Co. | | | 3,377 | | | | 908,582 | |
| | |
Dover Corp. | | | 1,742 | | | | 219,928 | |
| | |
Fortive Corp. | | | 3,205 | | | | 226,978 | |
| | |
Graco, Inc. | | | 1,526 | | | | 110,406 | |
| | |
IDEX Corp. | | | 730 | | | | 145,416 | |
| | |
Illinois Tool Works, Inc. | | | 3,235 | | | | 659,552 | |
| | |
Ingersoll Rand, Inc.* | | | 3,097 | | | | 141,099 | |
| | |
Nordson Corp. | | | 506 | | | | 101,681 | |
| | |
Otis Worldwide Corp. | | | 4,803 | | | | 324,443 | |
| | |
PACCAR, Inc. | | | 4,224 | | | | 364,447 | |
| | |
Parker-Hannifin Corp. | | | 1,586 | | | | 432,042 | |
| | |
Stanley Black & Decker, Inc. | | | 1,843 | | | | 329,086 | |
| | |
Westinghouse Air Brake Technologies Corp. | | | 2,011 | | | | 147,205 | |
| | |
Xylem, Inc. | | | 1,882 | | | | 191,569 | |
| | | | | | | | |
Total Machinery | | | | 5,864,578 | |
|
Media – 1.2% | |
| | |
Altice USA, Inc. Class A* | | | 5,815 | | | | 220,214 | |
| | |
Charter Communications, Inc. Class A* | | | 1,635 | | | | 1,081,634 | |
| | |
Comcast Corp. Class A | | | 53,015 | | | | 2,777,986 | |
| | |
Liberty Broadband Corp. Class C* | | | 2,488 | | | | 394,025 | |
| | |
Omnicom Group, Inc. | | | 2,314 | | | | 144,324 | |
| | |
ViacomCBS, Inc. Class B | | | 5,601 | | | | 208,693 | |
| | | | | | | | |
Total Media | | | | 4,826,876 | |
|
Metals & Mining – 0.3% | |
| | |
Freeport-McMoRan, Inc. | | | 15,930 | | | | 414,499 | |
| | |
Newmont Corp. | | | 8,923 | | | | 534,398 | |
| | |
Nucor Corp. | | | 2,992 | | | | 159,145 | |
| | | | | | | | |
Total Metals & Mining | | | | 1,108,042 | |
|
Mortgage Real Estate Investment Trusts (REITs) – 0.0% | |
| | |
Annaly Capital Management, Inc. | | | 13,094 | | | | 110,644 | |
|
Multi-Utilities – 0.6% | |
| | |
Ameren Corp. | | | 2,493 | | | | 194,604 | |
| | |
CenterPoint Energy, Inc. | | | 5,136 | | | | 111,143 | |
| | |
Consolidated Edison, Inc. | | | 3,855 | | | | 278,601 | |
| | |
Dominion Energy, Inc. | | | 8,921 | | | | 670,859 | |
| | |
DTE Energy Co. | | | 1,723 | | | | 209,189 | |
| | |
Public Service Enterprise Group, Inc. | | | 5,294 | | | | 308,640 | |
| | |
Sempra Energy | | | 2,777 | | | | 353,817 | |
| | |
WEC Energy Group, Inc. | | | 3,421 | | | | 314,835 | |
| | | | | | | | |
Total Multi-Utilities | | | | 2,441,688 | |
|
Multiline Retail – 0.4% | |
| | |
Dollar General Corp. | | | 2,430 | | | | 511,029 | |
| | |
Dollar Tree, Inc.* | | | 2,821 | | | | 304,781 | |
| | |
Target Corp. | | | 5,798 | | | | 1,023,521 | |
| | | | | | | | |
Total Multiline Retail | | | | 1,839,331 | |
|
Oil, Gas & Consumable Fuels – 1.7% | |
| | |
Cheniere Energy, Inc.* | | | 3,164 | | | | 189,935 | |
| | |
Chevron Corp. | | | 22,061 | | | | 1,863,051 | |
| | |
ConocoPhillips | | | 12,807 | | | | 512,152 | |
| | |
EOG Resources, Inc. | | | 4,677 | | | | 233,242 | |
| | |
Exxon Mobil Corp. | | | 49,002 | | | | 2,019,862 | |
| | |
Hess Corp. | | | 3,307 | | | | 174,577 | |
| | |
Kinder Morgan, Inc. | | | 25,122 | | | | 343,418 | |
| | |
Marathon Petroleum Corp. | | | 7,538 | | | | 311,772 | |
| | |
Occidental Petroleum Corp. | | | 9,165 | | | | 158,646 | |
| | |
ONEOK, Inc. | | | 4,175 | | | | 160,237 | |
| | |
Phillips 66 | | | 4,781 | | | | 334,383 | |
| | |
Pioneer Natural Resources Co. | | | 1,724 | | | | 196,346 | |
| | |
Valero Energy Corp. | | | 4,902 | | | | 277,306 | |
| | |
Williams Cos., Inc. (The) | | | 14,388 | | | | 288,479 | |
| | | | | | | | |
Total Oil, Gas & Consumable Fuels | | | | 7,063,406 | |
|
Personal Products – 0.2% | |
| | |
Estee Lauder Cos., Inc. (The) Class A | | | 2,385 | | | | 634,863 | |
|
Pharmaceuticals – 3.4% | |
| | |
Bristol-Myers Squibb Co. | | | 25,870 | | | | 1,604,716 | |
| | |
Catalent, Inc.* | | | 1,325 | | | | 137,893 | |
| | |
Eli Lilly & Co. | | | 9,970 | | | | 1,683,335 | |
| | |
Horizon Therapeutics PLC* | | | 2,266 | | | | 165,758 | |
| | |
Johnson & Johnson | | | 30,094 | | | | 4,736,193 | |
| | |
Merck & Co., Inc. | | | 27,363 | | | | 2,238,293 | |
| | |
Pfizer, Inc. | | | 61,917 | | | | 2,279,165 | |
| | |
Zoetis, Inc. | | | 5,666 | | | | 937,723 | |
| | | | | | | | |
Total Pharmaceuticals | | | | 13,783,076 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
|
Professional Services – 0.4% | |
| | |
CoStar Group, Inc.* | | | 385 | | | $ | 355,848 | |
| | |
Equifax, Inc. | | | 1,045 | | | | 201,518 | |
| | |
IHS Markit Ltd. | | | 4,318 | | | | 387,886 | |
| | |
TransUnion | | | 1,677 | | | | 166,392 | |
| | |
Verisk Analytics, Inc. | | | 1,894 | | | | 393,175 | |
| | | | | | | | |
Total Professional Services | | | | 1,504,819 | |
|
Real Estate Management & Development – 0.1% | |
| | |
CBRE Group, Inc. Class A* | | | 3,488 | | | | 218,767 | |
|
Road & Rail – 1.1% | |
| | |
CSX Corp. | | | 7,689 | | | | 697,777 | |
| | |
Kansas City Southern | | | 1,141 | | | | 232,912 | |
| | |
Norfolk Southern Corp. | | | 3,064 | | | | 728,037 | |
| | |
Old Dominion Freight Line, Inc. | | | 1,077 | | | | 210,209 | |
| | |
Uber Technologies, Inc.* | | | 17,617 | | | | 898,467 | |
| | |
Union Pacific Corp. | | | 8,034 | | | | 1,672,839 | |
| | | | | | | | |
Total Road & Rail | | | | 4,440,241 | |
|
Semiconductors & Semiconductor Equipment – 4.5% | |
| | |
Advanced Micro Devices, Inc.* | | | 13,912 | | | | 1,275,870 | |
| | |
Analog Devices, Inc. | | | 4,467 | | | | 659,910 | |
| | |
Applied Materials, Inc. | | | 9,793 | | | | 845,136 | |
| | |
Broadcom, Inc. | | | 3,551 | | | | 1,554,805 | |
| | |
Intel Corp. | | | 47,284 | | | | 2,355,689 | |
| | |
KLA Corp. | | | 1,460 | | | | 378,009 | |
| | |
Lam Research Corp. | | | 1,536 | | | | 725,407 | |
| | |
Marvell Technology Group Ltd. | | | 6,222 | | | | 295,794 | |
| | |
Maxim Integrated Products, Inc. | | | 2,872 | | | | 254,603 | |
| | |
Microchip Technology, Inc. | | | 2,765 | | | | 381,874 | |
| | |
Micron Technology, Inc.* | | | 13,358 | | | | 1,004,254 | |
| | |
Monolithic Power Systems, Inc. | | | 425 | | | | 155,648 | |
| | |
NVIDIA Corp. | | | 6,751 | | | | 3,525,372 | |
| | |
Qorvo, Inc.* | | | 1,026 | | | | 170,593 | |
| | |
QUALCOMM, Inc. | | | 12,989 | | | | 1,978,744 | |
| | |
Skyworks Solutions, Inc. | | | 1,731 | | | | 264,635 | |
| | |
SolarEdge Technologies, Inc.* | | | 427 | | | | 136,264 | |
| | |
Teradyne, Inc. | | | 1,564 | | | | 187,508 | |
| | |
Texas Instruments, Inc. | | | 10,302 | | | | 1,690,867 | |
| | |
Xilinx, Inc. | | | 2,629 | | | | 372,713 | |
| | | | | | | | |
Total Semiconductors & Semiconductor Equipment | | | | 18,213,695 | |
|
Software – 8.7% | |
| | |
Adobe, Inc.* | | | 4,977 | | | | 2,489,097 | |
| | |
ANSYS, Inc.* | | | 892 | | | | 324,510 | |
| | |
Atlassian Corp. PLC Class A* | | | 1,068 | | | | 249,773 | |
| | |
Autodesk, Inc.* | | | 2,344 | | | | 715,717 | |
| | |
Avalara, Inc.* | | | 762 | | | | 125,646 | |
| | |
Cadence Design Systems, Inc.* | | | 3,222 | | | | 439,578 | |
| | |
Citrix Systems, Inc. | | | 1,299 | | | | 169,000 | |
| | |
Coupa Software, Inc.* | | | 651 | | | | 220,630 | |
| | |
Crowdstrike Holdings, Inc. Class A* | | | 1,933 | | | | 409,448 | |
| | |
Datadog, Inc. Class A* | | | 1,794 | | | | 176,601 | |
| | |
DocuSign, Inc.* | | | 1,919 | | | | 426,594 | |
| | |
Fair Isaac Corp.* | | | 269 | | | | 137,470 | |
| | |
Fortinet, Inc.* | | | 1,497 | | | | 222,349 | |
| | |
HubSpot, Inc.* | | | 384 | | | | 152,233 | |
| | |
Intuit, Inc. | | | 2,665 | | | | 1,012,300 | |
| | |
Microsoft Corp. | | | 87,063 | | | | 19,364,553 | |
| | |
NortonLifeLock, Inc. | | | 6,480 | | | | 134,654 | |
| | |
Nuance Communications, Inc.* | | | 3,799 | | | | 167,498 | |
| | |
Oracle Corp. | | | 21,497 | | | | 1,390,641 | |
| | |
Palo Alto Networks, Inc.* | | | 1,064 | | | | 378,135 | |
| | |
Paycom Software, Inc.* | | | 505 | | | | 228,386 | |
| | |
RingCentral, Inc. Class A* | | | 729 | | | | 276,269 | |
| | |
salesforce.com, Inc.* | | | 9,764 | | | | 2,172,783 | |
| | |
ServiceNow, Inc.* | | | 1,898 | | | | 1,044,716 | |
| | |
Slack Technologies, Inc. Class A* | | | 4,492 | | | | 189,742 | |
| | |
Splunk, Inc.* | | | 1,683 | | | | 285,925 | |
| | |
SS&C Technologies Holdings, Inc. | | | 2,925 | | | | 212,794 | |
| | |
Synopsys, Inc.* | | | 1,452 | | | | 376,417 | |
| | |
Trade Desk, Inc. (The) Class A* | | | 425 | | | | 340,425 | |
| | |
Tyler Technologies, Inc.* | | | 385 | | | | 168,060 | |
| | |
VMware, Inc. Class A* | | | 851 | | | | 119,361 | |
| | |
Workday, Inc. Class A* | | | 1,829 | | | | 438,247 | |
| | |
Zendesk, Inc.* | | | 989 | | | | 141,546 | |
| | |
Zoom Video Communications, Inc. Class A* | | | 2,245 | | | | 757,283 | |
| | |
Zscaler, Inc.* | | | 771 | | | | 153,976 | |
| | | | | | | | |
Total Software | | | | 35,612,357 | |
|
Specialty Retail – 1.9% | |
| | |
Advance Auto Parts, Inc. | | | 870 | | | | 137,034 | |
| | |
AutoZone, Inc.* | | | 242 | | | | 286,877 | |
| | |
Best Buy Co., Inc. | | | 2,512 | | | | 250,672 | |
| | |
Burlington Stores, Inc.* | | | 593 | | | | 155,099 | |
| | |
CarMax, Inc.* | | | 1,652 | | | | 156,048 | |
| | |
Carvana Co.* | | | 516 | | | | 123,603 | |
| | |
Home Depot, Inc. (The) | | | 11,802 | | | | 3,134,847 | |
| | |
Lowe’s Cos., Inc. | | | 8,947 | | | | 1,436,083 | |
| | |
O’Reilly Automotive, Inc.* | | | 861 | | | | 389,663 | |
| | |
Ross Stores, Inc. | | | 3,646 | | | | 447,765 | |
| | |
Tiffany & Co. | | | 730 | | | | 95,959 | |
| | |
TJX Cos., Inc. (The) | | | 13,629 | | | | 930,724 | |
| | |
Tractor Supply Co. | | | 1,411 | | | | 198,358 | |
| | |
Ulta Beauty, Inc.* | | | 553 | | | | 158,799 | |
| | | | | | | | |
Total Specialty Retail | | | | 7,901,531 | |
|
Technology Hardware, Storage & Peripherals – 6.4% | |
| | |
Apple, Inc. | | | 187,005 | | | | 24,813,693 | |
| | |
Dell Technologies, Inc. Class C* | | | 3,106 | | | | 227,639 | |
| | |
Hewlett Packard Enterprise Co. | | | 13,386 | | | | 158,624 | |
| | |
HP, Inc. | | | 15,994 | | | | 393,292 | |
| | |
Seagate Technology PLC | | | 3,162 | | | | 196,550 | |
| | |
Western Digital Corp. | | | 4,002 | | | | 221,671 | |
| | | | | | | | |
Total Technology Hardware, Storage & Peripherals | | | | 26,011,469 | |
|
Textiles, Apparel & Luxury Goods – 0.7% | |
| | |
lululemon athletica, Inc.* | | | 1,114 | | | | 387,705 | |
| | |
NIKE, Inc. Class B | | | 13,978 | | | | 1,977,468 | |
| | |
VF Corp. | | | 3,554 | | | | 303,547 | |
| | | | | | | | |
Total Textiles, Apparel & Luxury Goods | | | | 2,668,720 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree 90/60 U.S. Balanced Fund (NTSX)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
|
Tobacco – 0.5% | |
| | |
Altria Group, Inc. | | | 20,029 | | | $ | 821,189 | |
| | |
Philip Morris International, Inc. | | | 16,915 | | | | 1,400,393 | |
| | | | | | | | |
Total Tobacco | | | | 2,221,582 | |
|
Trading Companies & Distributors – 0.2% | |
| | |
Fastenal Co. | | | 6,687 | | | | 326,526 | |
| | |
United Rentals, Inc.* | | | 897 | | | | 208,023 | |
| | |
W.W. Grainger, Inc. | | | 525 | | | | 214,379 | |
| | | | | | | | |
Total Trading Companies & Distributors | | | | 748,928 | |
|
Water Utilities – 0.1% | |
| | |
American Water Works Co., Inc. | | | 1,903 | | | | 292,053 | |
|
Wireless Telecommunication Services – 0.2% | |
| | |
T-Mobile U.S., Inc.* | | | 6,813 | | | | 918,733 | |
Total United States | | | | 365,223,456 | |
TOTAL COMMON STOCKS
(Cost: $288,480,699) | | | | 368,827,882 | |
| | |
| | Principal Amount | | | | |
|
U.S. GOVERNMENT OBLIGATIONS – 0.6% | |
|
U.S. Treasury Bill – 0.6% | |
0.12%, 2/25/21(a)(b) | | | | | | | | |
(Cost: $2,648,487) | | $ | 2,649,000 | | | | 2,648,780 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 91.1% (Cost: $291,129,186) | | | | 371,476,662 | |
| |
Other Assets less Liabilities – 8.9% | | | | 36,133,781 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 407,610,443 | |
* | 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 $2,648,780 as of December 31, 2020. |
| | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
Long Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
2 Year U.S. Treasury Note | | | 213 | | | | 3/31/21 | | | $ | 47,068,008 | | | $ | 42,164 | |
5 Year U.S. Treasury Note | | | 374 | | | | 3/31/21 | | | | 47,185,360 | | | | 88,220 | |
10 Year U.S. Treasury Note | | | 341 | | | | 3/22/21 | | | | 47,084,641 | | | | (9,179 | ) |
U.S. Treasury Long Bond | | | 273 | | | | 3/22/21 | | | | 47,280,187 | | | | (580,918 | ) |
Ultra 10 Year U.S. Treasury Note | | | 302 | | | | 3/22/21 | | | | 47,220,531 | | | | (272,316 | ) |
| | | $ | 235,838,727 | | | $ | (732,029 | ) |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | | | | | |
Investments in Securities | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 368,827,882 | | | $ | — | | | $ | — | | | $ | 368,827,882 | |
U.S. Government Obligations | | | — | | | | 2,648,780 | | | | — | | | | 2,648,780 | |
Total Investments in Securities | | $ | 368,827,882 | | | $ | 2,648,780 | | | $ | — | | | $ | 371,476,662 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | 130,384 | | | $ | — | | | $ | — | | | $ | 130,384 | |
Liabilities: | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | (862,413 | ) | | $ | — | | | $ | — | | | $ | (862,413 | ) |
Total – Net | | $ | 368,095,853 | | | $ | 2,648,780 | | | $ | — | | | $ | 370,744,633 | |
1 Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Cloud Computing Fund (WCLD)
December 31, 2020
| | | | | | | | |
Investments | | Shares | | | Value | |
| | | | | | | | |
|
COMMON STOCKS – 99.9% | |
|
Canada – 1.6% | |
|
IT Services – 1.6% | |
| | |
Shopify, Inc. Class A* | | | 17,708 | | | $ | 20,044,570 | |
|
Israel – 1.2% | |
|
IT Services – 1.2% | |
| | |
Wix.com Ltd.* | | | 62,706 | | | | 15,673,992 | |
|
United States – 97.1% | |
|
Health Care Technology – 1.5% | |
| | |
Veeva Systems, Inc. Class A* | | | 67,663 | | | | 18,421,252 | |
|
IT Services – 8.8% | |
| | |
Fastly, Inc. Class A*(a) | | | 209,935 | | | | 18,342,021 | |
| | |
Okta, Inc.* | | | 85,747 | | | | 21,802,032 | |
| | |
PayPal Holdings, Inc.* | | | 91,437 | | | | 21,414,546 | |
| | |
Square, Inc. Class A* | | | 116,311 | | | | 25,313,926 | |
| | |
Twilio, Inc. Class A* | | | 71,284 | | | | 24,129,634 | |
| | | | | | | | |
Total IT Services | | | | 111,002,159 | |
|
Software – 86.8% | |
| | |
2U, Inc.*(a) | | | 464,849 | | | | 18,598,609 | |
| | |
Adobe, Inc.* | | | 37,935 | | | | 18,972,052 | |
| | |
Anaplan, Inc.*(a) | | | 365,585 | | | | 26,267,282 | |
| | |
Appfolio, Inc. Class A* | | | 108,230 | | | | 19,485,729 | |
| | |
Atlassian Corp. PLC Class A* | | | 108,325 | | | | 25,333,968 | |
| | |
Avalara, Inc.* | | | 146,805 | | | | 24,206,676 | |
| | |
Bill.com Holdings, Inc.* | | | 186,740 | | | | 25,490,010 | |
| | |
Blackline, Inc.*(a) | | | 238,562 | | | | 31,819,400 | |
| | |
Box, Inc. Class A* | | | 1,007,968 | | | | 18,193,822 | |
| | |
Cloudflare, Inc. Class A* | | | 460,613 | | | | 35,001,982 | |
| | |
Coupa Software, Inc.* | | | 59,278 | | | | 20,089,907 | |
| | |
Crowdstrike Holdings, Inc. Class A* | | | 161,077 | | | | 34,119,330 | |
| | |
Datadog, Inc. Class A* | | | 207,987 | | | | 20,474,240 | |
| | |
DocuSign, Inc.* | | | 84,972 | | | | 18,889,276 | |
| | |
Domo, Inc. Class B*(a) | | | 477,283 | | | | 30,436,337 | |
| | |
Dropbox, Inc. Class A* | | | 898,434 | | | | 19,936,251 | |
| | |
Elastic N.V.* | | | 170,472 | | | | 24,911,073 | |
| | |
Everbridge, Inc.*(a) | | | 129,998 | | | | 19,378,802 | |
| | |
Five9, Inc.* | | | 143,995 | | | | 25,112,728 | |
| | |
HubSpot, Inc.* | | | 63,466 | | | | 25,160,461 | |
| | |
Medallia, Inc.*(a) | | | 558,140 | | | | 18,541,411 | |
| | |
Mimecast Ltd.* | | | 384,474 | | | | 21,853,502 | |
| | |
New Relic, Inc.* | | | 308,276 | | | | 20,161,250 | |
| | |
PagerDuty, Inc.*(a) | | | 615,347 | | | | 25,659,970 | |
| | | | | | | | |
| | |
Paycom Software, Inc.* | | | 62,800 | | | | 28,401,300 | |
| | |
Paylocity Holding Corp.* | | | 133,041 | | | | 27,394,472 | |
| | |
Pluralsight, Inc. Class A*(a) | | | 858,082 | | | | 17,985,399 | |
| | |
Proofpoint, Inc.* | | | 162,013 | | | | 22,100,193 | |
| | |
Q2 Holdings, Inc.*(a) | | | 185,004 | | | | 23,408,556 | |
| | |
Qualys, Inc.* | | | 168,060 | | | | 20,481,472 | |
| | |
RealPage, Inc.* | | | 297,946 | | | | 25,992,809 | |
| | |
RingCentral, Inc. Class A* | | | 61,967 | | | | 23,483,634 | |
| | |
salesforce.com, Inc.* | | | 86,994 | | | | 19,358,775 | |
| | |
ServiceNow, Inc.* | | | 40,146 | | | | 22,097,563 | |
| | |
Slack Technologies, Inc. Class A* | | | 618,972 | | | | 26,145,377 | |
| | |
Smartsheet, Inc. Class A* | | | 372,095 | | | | 25,782,463 | |
| | |
Sprout Social, Inc. Class A* | | | 526,512 | | | | 23,908,910 | |
| | |
SVMK, Inc.* | | | 762,966 | | | | 19,493,781 | |
| | |
Tenable Holdings, Inc.* | | | 516,680 | | | | 27,001,697 | |
| | |
Workday, Inc. Class A* | | | 92,708 | | | | 22,213,764 | |
| | |
Workiva, Inc.* | | | 326,241 | | | | 29,890,200 | |
| | |
Yext, Inc.*(a) | | | 1,026,105 | | | | 16,130,371 | |
| | |
Zendesk, Inc.* | | | 209,218 | | | | 29,943,280 | |
| | |
Zoom Video Communications, Inc. Class A* | | | 61,768 | | | | 20,835,582 | |
| | |
Zscaler, Inc.* | | | 132,868 | | | | 26,535,068 | |
| | |
Zuora, Inc. Class A*(a) | | | 1,539,999 | | | | 21,452,186 | |
| | | | | | | | |
Total Software | | | | 1,088,130,920 | |
Total United States | | | | 1,217,554,331 | |
TOTAL COMMON STOCKS (Cost: $1,000,018,848) | | | | 1,253,272,893 | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.8% | |
|
United States – 3.8% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.08%(b) | | | | | | | | |
(Cost: $47,077,234) | | | 47,077,234 | | | | 47,077,234 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 103.7% (Cost: $1,047,096,082) | | | | 1,300,350,127 | |
| |
Other Assets less Liabilities – (3.7)% | | | | (46,334,190 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 1,254,015,937 | |
* | Non-income producing security. |
(a) | Security, or portion thereof, was on loan at December 31, 2020 (See Note 2). At December 31, 2020, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $81,010,708 and the total market value of the collateral held by the Fund was $84,243,113. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $37,165,879. |
(b) | Rate shown represents annualized 7-day yield as of December 31, 2020. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| | | | | | | | | | | | | | | | |
| | | | |
| | Quoted Prices in Active Markets (Level 1) | | | Other Significant Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Total | |
Assets: | | | | | | | | | | | | | | | | |
Investments in Securities | | | | | | | | | | | | | | | | |
Common Stocks | | $ | 1,253,272,893 | | | $ | — | | | $ | — | | | $ | 1,253,272,893 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 47,077,234 | | | | — | | | | 47,077,234 | |
Total Investments in Securities | | $ | 1,253,272,893 | | | $ | 47,077,234 | | | $ | — | | | $ | 1,300,350,127 | |
See Notes to Financial Statements.
Statements of Assets and Liabilities (unaudited)
WisdomTree Trust
December 31, 2020
| | | | | | | | | | | | | | | | | | | | |
| | WisdomTree Dynamic Currency Hedged International Equity Fund | | | WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | | | WisdomTree Emerging Markets ESG Fund | | | WisdomTree International ESG Fund | | | WisdomTree U.S. Corporate Bond Fund | |
ASSETS: | | | | | | | | | |
| | | | | |
Investments, at cost | | $ | 137,040,780 | | | $ | 34,996,057 | | | $ | 26,434,338 | | | $ | 15,583,162 | | | $ | 57,545,713 | |
| | | | | |
Foreign currency, at cost | | | 84,146 | | | | 10,126 | | | | 6,981 | | | | 2,119 | | | | — | |
Investments in securities, at value1,2 (Note 2) | | | 150,384,986 | | | | 38,622,878 | | | | 36,378,256 | | | | 19,986,845 | | | | 59,474,157 | |
| | | | | |
Cash | | | 81,409 | | | | 36,090 | | | | 3,950 | | | | 7,090 | | | | 465,431 | |
| | | | | |
Foreign currency, at value | | | 84,352 | | | | 10,206 | | | | 6,983 | | | | 2,150 | | | | — | |
| | | | | |
Unrealized appreciation on foreign currency contracts | | | 6,844 | | | | 2,365 | | | | — | | | | 1 | | | | — | |
| | | | | |
Receivables: | | | | | | | | | | | | | | | | | | | | |
Investment securities sold3 | | | — | | | | 126,371 | | | | 70,982 | | | | — | | | | — | |
| | | | | |
Dividends | | | 229,044 | | | | 45,006 | | | | 42,154 | | | | 15,908 | | | | — | |
| | | | | |
Securities lending income | | | 1,728 | | | | 2,104 | | | | 597 | | | | — | | | | 436 | |
| | | | | |
Interest | | | — | | | | — | | | | — | | | | — | | | | 509,133 | |
| | | | | |
Foreign tax reclaims | | | 810,492 | | | | 17,892 | | | | 552 | | | | 23,202 | | | | — | |
Total Assets | | | 151,598,855 | | | | 38,862,912 | | | | 36,503,474 | | | | 20,035,196 | | | | 60,449,157 | |
LIABILITIES: | | | | | | | | | |
| | | | | |
Unrealized depreciation on foreign currency contracts | | | 1,368,726 | | | | 368,218 | | | | — | | | | 1 | | | | — | |
| | | | | |
Payables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Cash collateral received for securities loaned (Note 2) | | | 2,902,282 | | | | 1,163,807 | | | | 342,073 | | | | — | | | | 4,472,593 | |
| | | | | |
Investment securities purchased | | | 43,624 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Advisory fees (Note 3) | | | 49,649 | | | | 14,998 | | | | 9,509 | | | | 5,024 | | | | 8,546 | |
| | | | | |
Service fees (Note 2) | | | 546 | | | | 137 | | | | 131 | | | | 74 | | | | 209 | |
| | | | | |
Foreign capital gains tax | | | — | | | | — | | | | 77,408 | | | | — | | | | — | |
Total Liabilities | | | 4,364,827 | | | | 1,547,160 | | | | 429,121 | | | | 5,099 | | | | 4,481,348 | |
NET ASSETS | | $ | 147,234,028 | | | $ | 37,315,752 | | | $ | 36,074,353 | | | $ | 20,030,097 | | | $ | 55,967,809 | |
NET ASSETS: | | | | | | | | | |
| | | | | |
Paid-in capital | | $ | 174,422,035 | | | $ | 40,698,458 | | | $ | 37,106,784 | | | $ | 19,345,368 | | | $ | 53,618,985 | |
| | | | | |
Total distributable earnings (loss) | | | (27,188,007 | ) | | | (3,382,706 | ) | | | (1,032,431 | ) | | | 684,729 | | | | 2,348,824 | |
NET ASSETS | | $ | 147,234,028 | | | $ | 37,315,752 | | | $ | 36,074,353 | | | $ | 20,030,097 | | | $ | 55,967,809 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 5,250,000 | | | | 1,200,000 | | | | 1,000,000 | | | | 700,000 | | | | 1,000,000 | |
Net asset value per share | | $ | 28.04 | | | $ | 31.10 | | | $ | 36.07 | | | $ | 28.61 | | | $ | 55.97 | |
1 Includes market value of securities out on loan of: | | $ | 4,390,843 | | | $ | 3,274,492 | | | $ | 743,936 | | | | — | | | $ | 4,368,377 | |
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). | |
3 Includes market value of securities out on loan, which were sold and pending settlement of: | | | — | | | $ | 850 | | | | — | | | | — | | | | — | |
See Notes to Financial Statements.
Statements of Assets and Liabilities (unaudited) (concluded)
WisdomTree Trust
December 31, 2020
| | | | | | | | | | | | | | | | | | | | |
| | WisdomTree U.S. High Yield Corporate Bond Fund | | | WisdomTree U.S. Short-Term Corporate Bond Fund | | | WisdomTree U.S. Short- Term High Yield Corporate Bond Fund | | | WisdomTree 90/60 U.S. Balanced Fund | | | WisdomTree Cloud Computing Fund | |
ASSETS: | | | | | | | | | |
| | | | | |
Investments, at cost | | $ | 114,342,728 | | | $ | 31,594,463 | | | $ | 17,104,475 | | | $ | 291,129,186 | | | $ | 1,047,096,082 | |
Investments in securities, at value1,2 (Note 2) | | | 118,596,822 | | | | 32,335,356 | | | | 17,391,524 | | | | 371,476,662 | | | | 1,300,350,127 | |
| | | | | |
Cash | | | 4,434,374 | | | | 1,083,930 | | | | 391,635 | | | | 35,550,548 | | | | 1,175,107 | |
| | | | | |
Receivables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment securities sold | | | 12,561 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Capital shares sold | | | — | | | | — | | | | — | | | | 1,827,858 | | | | — | |
| | | | | |
Dividends | | | — | | | | — | | | | — | | | | 250,432 | | | | — | |
| | | | | |
Securities lending income | | | 1,692 | | | | 198 | | | | 564 | | | | — | | | | 11,257 | |
| | | | | |
Interest | | | 1,634,623 | | | | 242,555 | | | | 204,825 | | | | — | | | | — | |
| | | | | |
Net variation margin on futures contracts | | | — | | | | — | | | | — | | | | 218,870 | | | | — | |
Total Assets | | | 124,680,072 | | | | 33,662,039 | | | | 17,988,548 | | | | 409,324,370 | | | | 1,301,536,491 | |
LIABILITIES: | | | | | | | | | |
| | | | | |
Payables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Cash collateral received for securities loaned (Note 2) | | | 8,396,765 | | | | 2,587,303 | | | | 3,205,440 | | | | — | | | | 47,077,234 | |
| | | | | |
Investment securities purchased | | | 1,217,960 | | | | — | | | | — | | | | 1,645,038 | | | | — | |
| | | | | |
Advisory fees (Note 3) | | | 35,515 | | | | 4,747 | | | | 6,167 | | | | 67,406 | | | | 439,027 | |
| | | | | |
Service fees (Note 2) | | | 411 | | | | 116 | | | | 71 | | | | 1,483 | | | | 4,293 | |
Total Liabilities | | | 9,650,651 | | | | 2,592,166 | | | | 3,211,678 | | | | 1,713,927 | | | | 47,520,554 | |
NET ASSETS | | $ | 115,029,421 | | | $ | 31,069,873 | | | $ | 14,776,870 | | | $ | 407,610,443 | | | $ | 1,254,015,937 | |
NET ASSETS: | | | | | | | | | |
| | | | | |
Paid-in capital | | $ | 110,913,427 | | | $ | 30,303,959 | | | $ | 15,380,739 | | | $ | 328,132,475 | | | $ | 945,755,795 | |
| | | | | |
Total distributable earnings (loss) | | | 4,115,994 | | | | 765,914 | | | | (603,869 | ) | | | 79,477,968 | | | | 308,260,142 | |
NET ASSETS | | $ | 115,029,421 | | | $ | 31,069,873 | | | $ | 14,776,870 | | | $ | 407,610,443 | | | $ | 1,254,015,937 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 2,200,000 | | | | 600,000 | | | | 300,000 | | | | 11,150,000 | | | | 23,425,004 | |
Net asset value per share | | $ | 52.29 | | | $ | 51.78 | | | $ | 49.26 | | | $ | 36.56 | | | $ | 53.53 | |
1 Includes market value of securities out on loan of: | | $ | 8,462,194 | | | $ | 2,520,453 | | | $ | 3,266,331 | | | | — | | | $ | 81,010,708 | |
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). | |
See Notes to Financial Statements.
Statements of Operations (unaudited)
WisdomTree Trust
For the Six Months Ended December 31, 2020
| | | | | | | | | | | | | | | | | | | | |
| | WisdomTree Dynamic Currency Hedged International Equity Fund | | | WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | | | WisdomTree Emerging Markets ESG Fund | | | WisdomTree International ESG Fund | | | WisdomTree U.S. Corporate Bond Fund | |
INVESTMENT INCOME: | |
| | | | | |
Dividends1 | | $ | 2,042,783 | | | $ | 412,227 | | | $ | 323,439 | | | $ | 167,204 | | | $ | — | |
| | | | | |
Dividends from affiliates (Note 3) | | | — | | | | — | | | | 1,318 | | | | — | | | | — | |
| | | | | |
Interest | | | — | | | | — | | | | — | | | | — | | | | 527,278 | |
| | | | | |
Non-cash dividends | | | 219,583 | | | | 1,129 | | | | 5,171 | | | | 15,788 | | | | — | |
| | | | | |
Securities lending income (Note 2) | | | 14,803 | | | | 17,089 | | | | 3,286 | | | | — | | | | 1,934 | |
Total investment income | | | 2,277,169 | | | | 430,445 | | | | 333,214 | | | | 182,992 | | | | 529,212 | |
EXPENSES: | |
| | | | | |
Advisory fees (Note 3) | | | 321,641 | | | | 89,921 | | | | 55,677 | | | | 28,599 | | | | 53,535 | |
| | | | | |
Service fees (Note 2) | | | 3,538 | | | | 824 | | | | 766 | | | | 419 | | | | 981 | |
Total expenses | | | 325,179 | | | | 90,745 | | | | 56,443 | | | | 29,018 | | | | 54,516 | |
Expense waivers (Note 3) | | | (28,142 | ) | | | (6,323 | ) | | | (16 | ) | | | — | | | | (13,420 | ) |
Net expenses | | | 297,037 | | | | 84,422 | | | | 56,427 | | | | 29,018 | | | | 41,096 | |
Net investment income | | | 1,980,132 | | | | 346,023 | | | | 276,787 | | | | 153,974 | | | | 488,116 | |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | |
|
Net realized gain (loss) from: | |
| | | | | |
Investment transactions | | | (12,142,470 | ) | | | (1,075,623 | ) | | | 1,590,421 | | | | 941,764 | | | | 205,037 | |
| | | | | |
Investment transactions in affiliates (Note 3) | | | — | | | | — | | | | (3,116 | ) | | | — | | | | — | |
| | | | | |
In-kind redemptions | | | 5,684,706 | | | | 623,858 | | | | 685,837 | | | | 214,501 | | | | 392,808 | |
| | | | | |
Futures contracts | | | (40,380 | ) | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Foreign currency contracts | | | (6,093,119 | ) | | | (1,164,933 | ) | | | (13,553 | ) | | | (2,829 | ) | | | — | |
| | | | | |
Foreign currency related transactions | | | 16,196 | | | | (23,906 | ) | | | 7,459 | | | | 5,517 | | | | — | |
Net realized gain (loss) | | | (12,575,067 | ) | | | (1,640,604 | ) | | | 2,267,048 | | | | 1,158,953 | | | | 597,845 | |
Net increase (decrease) in unrealized appreciation/depreciation: | |
| | | | | |
Investment transactions | | | 29,962,580 | | | | 8,351,587 | | | | 6,782,555 | | | | 1,879,090 | | | | 873,787 | |
| | | | | |
Foreign currency contracts | | | (69,094 | ) | | | (67,121 | ) | | | (4 | ) | | | — | | | | — | |
| | | | | |
Translation of assets and liabilities denominated in foreign currencies | | | 59,133 | | | | 1,204 | | | | 1,370 | | | | 1,214 | | | | — | |
Net increase in unrealized appreciation/depreciation | | | 29,952,619 | | | | 8,285,670 | | | | 6,783,921 | | | | 1,880,304 | | | | 873,787 | |
Net realized and unrealized gain on investments | | | 17,377,552 | | | | 6,645,066 | | | | 9,050,969 | | | | 3,039,257 | | | | 1,471,632 | |
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | | $ | 19,357,684 | | | $ | 6,991,089 | | | $ | 9,327,756 | | | $ | 3,193,231 | | | $ | 1,959,748 | |
1 Net of foreign withholding tax of: | | $ | 169,036 | | | $ | 39,516 | | | $ | 56,299 | | | $ | 19,301 | | | | — | |
See Notes to Financial Statements.
Statements of Operations (unaudited) (concluded)
WisdomTree Trust
For the Six Months Ended December 31, 2020
| | | | | | | | | | | | | | | | | | | | |
| | WisdomTree U.S. High Yield Corporate Bond Fund | | | WisdomTree U.S. Short-Term Corporate Bond Fund | | | WisdomTree U.S. Short- Term High Yield Corporate Bond Fund | | | WisdomTree 90/60 U.S. Balanced Fund | | | WisdomTree Cloud Computing Fund | |
INVESTMENT INCOME: | |
| | | | | |
Dividends1 | | $ | — | | | $ | — | | | $ | — | | | $ | 2,463,074 | | | $ | — | |
| | | | | |
Interest | | | 2,347,773 | | | | 250,938 | | | | 546,615 | | | | 1,351 | | | | — | |
| | | | | |
Securities lending income (Note 2) | | | 13,672 | | | | 1,145 | | | | 5,355 | | | | — | | | | 52,037 | |
Total investment income | | | 2,361,445 | | | | 252,083 | | | | 551,970 | | | | 2,464,425 | | | | 52,037 | |
EXPENSES: | |
| | | | | |
Advisory fees (Note 3) | | | 197,439 | | | | 33,836 | | | | 52,608 | | | | 339,562 | | | | 1,847,024 | |
| | | | | |
Service fees (Note 2) | | | 1,970 | | | | 614 | | | | 515 | | | | 7,470 | | | | 18,060 | |
Total expenses | | | 199,409 | | | | 34,450 | | | | 53,123 | | | | 347,032 | | | | 1,865,084 | |
Expense waivers (Note 3) | | | (27,258 | ) | | | (8,748 | ) | | | (8,099 | ) | | | — | | | | — | |
Net expenses | | | 172,151 | | | | 25,702 | | | | 45,024 | | | | 347,032 | | | | 1,865,084 | |
Net investment income (loss) | | | 2,189,294 | | | | 226,381 | | | | 506,946 | | | | 2,117,393 | | | | (1,813,047 | ) |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | |
|
Net realized gain (loss) from: | |
| | | | | |
Investment transactions | | | (242,590 | ) | | | 125,996 | | | | (464,165 | ) | | | (1,140,413 | ) | | | (4,689,973 | ) |
| | | | | |
In-kind redemptions | | | 589,091 | | | | — | | | | 266,612 | | | | 2,982,747 | | | | 62,116,768 | |
| | | | | |
Futures contracts | | | — | | | | — | | | | — | | | | (1,482,625 | ) | | | — | |
| | | | | |
Foreign currency contracts | | | — | | | | — | | | | — | | | | (9 | ) | | | — | |
| | | | | |
Foreign currency related transactions | | | — | | | | — | | | | — | | | | 8 | | | | — | |
Net realized gain (loss) | | | 346,501 | | | | 125,996 | | | | (197,553 | ) | | | 359,708 | | | | 57,426,795 | |
Net increase (decrease) in unrealized appreciation/depreciation: | |
| | | | | |
Investment transactions | | | 5,994,810 | | | | 51,112 | | | | 1,358,081 | | | | 56,780,048 | | | | 202,301,176 | |
| | | | | |
Futures contracts | | | — | | | | — | | | | — | | | | (952,459 | ) | | | — | |
Net increase in unrealized appreciation/depreciation | | | 5,994,810 | | | | 51,112 | | | | 1,358,081 | | | | 55,827,589 | | | | 202,301,176 | |
Net realized and unrealized gain on investments | | | 6,341,311 | | | | 177,108 | | | | 1,160,528 | | | | 56,187,297 | | | | 259,727,971 | |
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | | $ | 8,530,605 | | | $ | 403,489 | | | $ | 1,667,474 | | | $ | 58,304,690 | | | $ | 257,914,924 | |
1 Net of foreign withholding tax of: | | | — | | | | — | | | | — | | | $ | 462 | | | | — | |
See Notes to Financial Statements.
Statements of Changes in Net Assets
WisdomTree Trust
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | |
| | WisdomTree Dynamic Currency Hedged International Equity Fund | | | WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | | | WisdomTree Emerging Markets ESG Fund | |
| | | | | | |
| | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | | | | | | | | | |
| | | | | | |
Net investment income | | $ | 1,980,132 | | | $ | 6,759,349 | | | $ | 346,023 | | | $ | 1,276,215 | | | $ | 276,787 | | | $ | 1,539,298 | |
| | | | | | |
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | | | (12,575,067 | ) | | | (14,991,596 | ) | | | (1,640,604 | ) | | | (2,338,743 | ) | | | 2,267,048 | | | | (11,034,078 | ) |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | | | 29,952,619 | | | | (17,695,284 | ) | | | 8,285,670 | | | | (4,266,000 | ) | | | 6,783,921 | | | | 1,168,339 | |
Net increase (decrease) in net assets resulting from operations | | | 19,357,684 | | | | (25,927,531 | ) | | | 6,991,089 | | | | (5,328,528 | ) | | | 9,327,756 | | | | (8,326,441 | ) |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | | |
Distributable earnings | | | (3,545,918 | ) | | | (6,668,730 | ) | | | (783,306 | ) | | | (1,234,753 | ) | | | (443,540 | ) | | | (1,732,870 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | | |
Net proceeds from sale of shares | | | — | | | | 26,090,935 | | | | — | | | | 23,212,365 | | | | — | | | | 15,996,072 | |
| | | | | | |
Cost of shares redeemed | | | (66,722,258 | ) | | | (47,711,888 | ) | | | (6,907,300 | ) | | | (12,674,510 | ) | | | (6,292,148 | ) | | | (22,807,795 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | (66,722,258 | ) | | | (21,620,953 | ) | | | (6,907,300 | ) | | | 10,537,855 | | | | (6,292,148 | ) | | | (6,811,723 | ) |
Net Increase (Decrease) in Net Assets | | | (50,910,492 | ) | | | (54,217,214 | ) | | | (699,517 | ) | | | 3,974,574 | | | | 2,592,068 | | | | (16,871,034 | ) |
NET ASSETS: | |
| | | | | | |
Beginning of period | | $ | 198,144,520 | | | $ | 252,361,734 | | | $ | 38,015,269 | | | $ | 34,040,695 | | | $ | 33,482,285 | | | $ | 50,353,319 | |
| | | | | | |
End of period | | $ | 147,234,028 | | | $ | 198,144,520 | | | $ | 37,315,752 | | | $ | 38,015,269 | | | $ | 36,074,353 | | | $ | 33,482,285 | |
SHARES CREATED AND REDEEMED: | |
| | | | | | |
Shares outstanding, beginning of period | | | 7,800,000 | | | | 8,750,000 | | | | 1,450,000 | | | | 1,150,000 | | | | 1,200,000 | | | | 1,600,000 | |
| | | | | | |
Shares created | | | — | | | | 950,000 | | | | — | | | | 800,000 | | | | — | | | | 500,000 | |
| | | | | | |
Shares redeemed | | | (2,550,000 | ) | | | (1,900,000 | ) | | | (250,000 | ) | | | (500,000 | ) | | | (200,000 | ) | | | (900,000 | ) |
Shares outstanding, end of period | | | 5,250,000 | | | | 7,800,000 | | | | 1,200,000 | | | | 1,450,000 | | | | 1,000,000 | | | | 1,200,000 | |
See Notes to Financial Statements.
Statements of Changes in Net Assets (continued)
WisdomTree Trust
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | |
| | WisdomTree International ESG Fund | | | WisdomTree U.S. Corporate Bond Fund | | | WisdomTree U.S. High Yield Corporate Bond Fund | |
| | | | | | |
| | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | | | | | | | | | |
| | | | | | |
Net investment income | | $ | 153,974 | | | $ | 517,773 | | | $ | 488,116 | | | $ | 458,905 | | | $ | 2,189,294 | | | $ | 1,787,854 | |
| | | | | | |
Net realized gain (loss) on investments and foreign currency related transactions | | | 1,158,953 | | | | (4,120,336 | ) | | | 597,845 | | | | (288,995 | ) | | | 346,501 | | | | (481,889 | ) |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments and translation of assets and liabilities denominated in foreign currencies | | | 1,880,304 | | | | 3,487,248 | | | | 873,787 | | | | 880,520 | | | | 5,994,810 | | | | (2,142,432 | ) |
Net increase (decrease) in net assets resulting from operations | | | 3,193,231 | | | | (115,315 | ) | | | 1,959,748 | | | | 1,050,430 | | | | 8,530,605 | | | | (836,467 | ) |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | | |
Distributable earnings | | | (215,460 | ) | | | (696,978 | ) | | | (678,130 | ) | | | (463,600 | ) | | | (2,184,500 | ) | | | (1,789,692 | ) |
| | | | | | |
Tax return of capital | | | — | | | | — | | | | — | | | | — | | | | — | | | | (2,358 | ) |
Total distributions to shareholders | | | (215,460 | ) | | | (696,978 | ) | | | (678,130 | ) | | | (463,600 | ) | | | (2,184,500 | ) | | | (1,792,050 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | | |
Net proceeds from sale of shares | | | — | | | | 1,309,671 | | | | 22,168,591 | | | | 42,399,291 | | | | 55,945,954 | | | | 50,258,393 | |
| | | | | | |
Cost of shares redeemed | | | (1,310,321 | ) | | | (10,883,686 | ) | | | (5,559,645 | ) | | | (10,018,086 | ) | | | (10,345,962 | ) | | | — | |
Net increase (decrease) in net assets resulting from capital share transactions | | | (1,310,321 | ) | | | (9,574,015 | ) | | | 16,608,946 | | | | 32,381,205 | | | | 45,599,992 | | | | 50,258,393 | |
Net Increase (Decrease) in Net Assets | | | 1,667,450 | | | | (10,386,308 | ) | | | 17,890,564 | | | | 32,968,035 | | | | 51,946,097 | | | | 47,629,876 | |
NET ASSETS: | |
| | | | | | |
Beginning of period | | $ | 18,362,647 | | | $ | 28,748,955 | | | $ | 38,077,245 | | | $ | 5,109,210 | | | $ | 63,083,324 | | | $ | 15,453,448 | |
| | | | | | |
End of period | | $ | 20,030,097 | | | $ | 18,362,647 | | | $ | 55,967,809 | | | $ | 38,077,245 | | | $ | 115,029,421 | | | $ | 63,083,324 | |
SHARES CREATED AND REDEEMED: | |
| | | | | | |
Shares outstanding, beginning of period | | | 750,000 | | | | 1,200,000 | | | | 700,000 | | | | 100,000 | | | | 1,300,000 | | | | 300,000 | |
| | | | | | |
Shares created | | | — | | | | 50,000 | | | | 400,000 | | | | 800,000 | | | | 1,100,000 | | | | 1,000,000 | |
| | | | | | |
Shares redeemed | | | (50,000 | ) | | | (500,000 | ) | | | (100,000 | ) | | | (200,000 | ) | | | (200,000 | ) | | | — | |
Shares outstanding, end of period | | | 700,000 | | | | 750,000 | | | | 1,000,000 | | | | 700,000 | | | | 2,200,000 | | | | 1,300,000 | |
See Notes to Financial Statements.
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 90/60 U.S. Balanced Fund | |
| | | | | | |
| | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | | | | | | | | | |
| | | | | | |
Net investment income | | $ | 226,381 | | | $ | 269,073 | | | $ | 506,946 | | | $ | 1,102,141 | | | $ | 2,117,393 | | | $ | 1,082,237 | |
| | | | | | |
Net realized gain (loss) on investments and futures contracts | | | 125,996 | | | | 17,782 | | | | (197,553 | ) | | | (593,987 | ) | | | 359,708 | | | | 1,679,641 | |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments and futures contracts | | | 51,112 | | | | 627,761 | | | | 1,358,081 | | | | (1,225,627 | ) | | | 55,827,589 | | | | 23,349,438 | |
Net increase (decrease) in net assets resulting from operations | | | 403,489 | | | | 914,616 | | | | 1,667,474 | | | | (717,473 | ) | | | 58,304,690 | | | | 26,111,316 | |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | | |
Distributable earnings | | | (323,988 | ) | | | (270,700 | ) | | | (523,500 | ) | | | (1,094,900 | ) | | | (2,430,767 | ) | | | (1,126,753 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | | |
Net proceeds from sale of shares | | | 10,358,506 | | | | 14,944,762 | | | | — | | | | 5,048,702 | | | | 123,329,897 | | | | 242,226,200 | |
| | | | | | |
Cost of shares redeemed | | | — | | | | — | | | | (9,784,719 | ) | | | — | | | | (10,272,510 | ) | | | (33,960,014 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | 10,358,506 | | | | 14,944,762 | | | | (9,784,719 | ) | | | 5,048,702 | | | | 113,057,387 | | | | 208,266,186 | |
Net Increase (Decrease) in Net Assets | | | 10,438,007 | | | | 15,588,678 | | | | (8,640,745 | ) | | | 3,236,329 | | | | 168,931,310 | | | | 233,250,749 | |
NET ASSETS: | |
| | | | | | |
Beginning of period | | $ | 20,631,866 | | | $ | 5,043,188 | | | $ | 23,417,615 | | | $ | 20,181,286 | | | $ | 238,679,133 | | | $ | 5,428,384 | |
| | | | | | |
End of period | | $ | 31,069,873 | | | $ | 20,631,866 | | | $ | 14,776,870 | | | $ | 23,417,615 | | | $ | 407,610,443 | | | $ | 238,679,133 | |
SHARES CREATED AND REDEEMED: | |
| | | | | | |
Shares outstanding, beginning of period | | | 400,000 | | | | 100,000 | | | | 500,000 | | | | 400,000 | | | | 7,800,000 | | | | 200,000 | |
| | | | | | |
Shares created | | | 200,000 | | | | 300,000 | | | | — | | | | 100,000 | | | | 3,650,000 | | | | 8,800,000 | |
| | | | | | |
Shares redeemed | | | — | | | | — | | | | (200,000 | ) | | | — | | | | (300,000 | ) | | | (1,200,000 | ) |
Shares outstanding, end of period | | | 600,000 | | | | 400,000 | | | | 300,000 | | | | 500,000 | | | | 11,150,000 | | | | 7,800,000 | |
See Notes to Financial Statements.
Statements of Changes in Net Assets (concluded)
WisdomTree Trust
| | | | | | | | |
| |
| | WisdomTree Cloud Computing Fund | |
| | |
| | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Period September 6, 2019* through June 30, 2020 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | |
| | |
Net investment loss | | $ | (1,813,047 | ) | | $ | (188,491 | ) |
| | |
Net realized gain on investments | | | 57,426,795 | | | | 6,087,744 | |
| | |
Net increase in unrealized appreciation/depreciation on investments | | | 202,301,176 | | | | 50,952,869 | |
Net increase in net assets resulting from operations | | | 257,914,924 | | | | 56,852,122 | |
CAPITAL SHARE TRANSACTIONS: | | | | | |
| | |
Net proceeds from sale of shares | | | 880,109,762 | | | | 392,277,785 | |
| | |
Cost of shares redeemed | | | (304,780,127 | ) | | | (28,358,629 | ) |
Net increase in net assets resulting from capital share transactions | | | 575,329,635 | | | | 363,919,156 | |
Net Increase in Net Assets | | | 833,244,559 | | | | 420,771,278 | |
NET ASSETS: | | | | | |
| | |
Beginning of period | | $ | 420,771,378 | | | $ | 100 | |
| | |
End of period | | $ | 1,254,015,937 | | | $ | 420,771,378 | |
SHARES CREATED AND REDEEMED: | | | | | |
| | |
Shares outstanding, beginning of period | | | 10,800,004 | | | | 4 | |
| | |
Shares created | | | 19,900,000 | | | | 11,725,000 | |
| | |
Shares redeemed | | | (7,275,000 | ) | | | (925,000 | ) |
Shares outstanding, end of period | | | 23,425,004 | | | | 10,800,004 | |
* | Commencement of operations. |
See Notes to Financial Statements.
Financial Highlights
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, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | 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 | | $ | 25.40 | | | $ | 28.84 | | | $ | 28.96 | | | $ | 28.27 | | | $ | 24.26 | | | $ | 24.18 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net investment income1 | | | 0.33 | | | | 0.80 | | | | 1.04 | | | | 1.00 | | | | 0.98 | | | | 0.79 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 2.95 | | | | (3.44 | ) | | | (0.17 | ) | | | 0.70 | | | | 4.32 | | | | (0.35 | ) |
Total from investment operations | | | 3.28 | | | | (2.64 | ) | | | 0.87 | | | | 1.70 | | | | 5.30 | | | | 0.44 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net investment income | | | (0.64 | ) | | | (0.80 | ) | | | (0.99 | ) | | | (1.01 | ) | | | (0.83 | ) | | | (0.36 | ) |
| | | | | | |
Capital gains | | | — | | | | — | | | | — | | | | — | | | | (0.46 | ) | | | — | |
Total dividends and distributions to shareholders | | | (0.64 | ) | | | (0.80 | ) | | | (0.99 | ) | | | (1.01 | ) | | | (1.29 | ) | | | (0.36 | ) |
Net asset value, end of period | | $ | 28.04 | | | $ | 25.40 | | | $ | 28.84 | | | $ | 28.96 | | | $ | 28.27 | | | $ | 24.26 | |
| | | | | | |
TOTAL RETURN2 | | | 13.08 | % | | | (9.34 | )%3 | | | 3.11 | % | | | 6.04 | % | | | 22.25 | % | | | 1.82 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 147,234 | | | $ | 198,145 | | | $ | 252,362 | | | $ | 262,129 | | | $ | 450,964 | | | $ | 243,806 | |
| | | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Expenses, net of expense waivers | | | 0.37 | %4 | | | 0.35 | % | | | 0.35 | % | | | 0.35 | % | | | 0.35 | % | | | 0.35 | %4 |
| | | | | | |
Expenses, prior to expense waivers | | | 0.40 | %4 | | | 0.40 | % | | | 0.40 | % | | | 0.40 | % | | | 0.40 | % | | | 0.40 | %4 |
| | | | | | |
Net investment income | | | 2.46 | %4 | | | 2.87 | % | | | 3.68 | % | | | 3.33 | % | | | 3.67 | % | | | 6.79 | %4 |
Portfolio turnover rate5 | | | 32 | % | | | 17 | % | | | 26 | % | | | 15 | % | | | 27 | % | | | 28 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | 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 | | $ | 26.22 | | | $ | 29.60 | | | $ | 31.50 | | | $ | 30.12 | | | $ | 23.87 | | | $ | 24.24 | |
Investment operations: | | | | | |
| | | | | | |
Net investment income1 | | | 0.26 | | | | 0.88 | | | | 1.12 | | | | 1.11 | | | | 0.86 | | | | 0.52 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 5.24 | | | | (3.39 | ) | | | (2.29 | ) | | | 0.92 | | | | 6.18 | | | | (0.41 | ) |
Total from investment operations | | | 5.50 | | | | (2.51 | ) | | | (1.17 | ) | | | 2.03 | | | | 7.04 | | | | 0.11 | |
Dividends to shareholders: | | | | | |
| | | | | | |
Net investment income | | | (0.62 | ) | | | (0.87 | ) | | | (0.73 | ) | | | (0.65 | ) | | | (0.79 | ) | | | (0.48 | ) |
Net asset value, end of period | | $ | 31.10 | | | $ | 26.22 | | | $ | 29.60 | | | $ | 31.50 | | | $ | 30.12 | | | $ | 23.87 | |
| | | | | | |
TOTAL RETURN2 | | | 21.14 | % | | | (8.70 | )%6 | | | (3.70 | )% | | | 6.73 | % | | | 29.80 | % | | | 0.36 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 37,316 | | | $ | 38,015 | | | $ | 34,041 | | | $ | 17,327 | | | $ | 3,012 | | | $ | 2,388 | |
| |
Ratios to average net assets of: | | | | | |
| | | | | | |
Expenses, net of expense waivers | | | 0.45 | %4 | | | 0.43 | % | | | 0.43 | % | | | 0.43 | % | | | 0.43 | % | | | 0.43 | %4 |
| | | | | | |
Expenses, prior to expense waivers | | | 0.48 | %4 | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | %4 |
| | | | | | |
Net investment income | | | 1.85 | %4 | | | 3.08 | % | | | 3.77 | % | | | 3.41 | % | | | 3.16 | % | | | 4.42 | %4 |
Portfolio turnover rate5 | | | 57 | % | | | 25 | % | | | 55 | % | | | 95 | % | | | 75 | % | | | 50 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been 0.11% lower. |
5 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
6 | Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been 0.14% lower. |
See Notes to Financial Statements.
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| | | | | | | | | | | | | | | | | | | | | | | | |
WisdomTree Emerging Markets ESG Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 20201 | | | 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 | | $ | 27.90 | | | $ | 31.47 | | | $ | 30.95 | | | $ | 29.71 | | | $ | 25.63 | | | $ | 24.53 | |
Investment operations: | | | | | |
| | | | | | |
Net investment income2 | | | 0.26 | | | | 0.93 | | | | 1.21 | | | | 0.96 | | | | 0.96 | | | | 0.36 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 8.33 | | | | (3.44 | ) | | | 0.38 | | | | 1.14 | | | | 3.96 | | | | 0.87 | |
Total from investment operations | | | 8.59 | | | | (2.51 | ) | | | 1.59 | | | | 2.10 | | | | 4.92 | | | | 1.23 | |
Dividends to shareholders: | | | | | |
| | | | | | |
Net investment income | | | (0.42 | ) | | | (1.06 | ) | | | (1.07 | ) | | | (0.86 | ) | | | (0.84 | ) | | | (0.13 | ) |
Net asset value, end of period | | $ | 36.07 | | | $ | 27.90 | | | $ | 31.47 | | | $ | 30.95 | | | $ | 29.71 | | | $ | 25.63 | |
| | | | | | |
TOTAL RETURN3 | | | 30.97 | % | | | (8.19 | )% | | | 5.25 | % | | | 7.05 | %4 | | | 19.46 | % | | | 5.01 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 36,074 | | | $ | 33,482 | | | $ | 50,353 | | | $ | 34,042 | | | $ | 11,885 | | | $ | 2,563 | |
| |
Ratios to average net assets of: | | | | | |
| | | | | | |
Expenses | | | 0.32 | %5 | | | 0.32 | % | | | 0.32 | % | | | 0.32 | % | | | 0.32 | % | | | 0.32 | %5 |
| | | | | | |
Net investment income | | | 1.59 | %5 | | | 3.13 | % | | | 3.97 | % | | | 2.91 | % | | | 3.38 | % | | | 6.14 | %5 |
Portfolio turnover rate6 | | | 34 | % | | | 130 | %1 | | | 26 | % | | | 22 | % | | | 15 | % | | | 4 | % |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
WisdomTree International ESG Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 20207 | | | 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 | | $ | 24.48 | | | $ | 23.96 | | | $ | 24.67 | | | $ | 23.31 | | | $ | 19.63 | |
Investment operations: | | | | | |
| | | | | |
Net investment income2 | | | 0.21 | | | | 0.46 | | | | 0.49 | | | | 0.71 | | | | 0.32 | |
| | | | | |
Net realized and unrealized gain | | | 4.23 | | | | 0.738 | | | | 0.02 | | | | 1.03 | | | | 3.52 | |
Total from investment operations | | | 4.44 | | | | 1.19 | | | | 0.51 | | | | 1.74 | | | | 3.84 | |
Dividends and distributions to shareholders: | | | | | |
| | | | | |
Net investment income | | | (0.31 | ) | | | (0.50 | ) | | | (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 | | | (0.31 | ) | | | (0.67 | ) | | | (1.22 | ) | | | (0.38 | ) | | | (0.16 | ) |
Net asset value, end of period | | $ | 28.61 | | | $ | 24.48 | | | $ | 23.96 | | | $ | 24.67 | | | $ | 23.31 | |
| | | | | |
TOTAL RETURN3 | | | 18.23 | % | | | 4.88 | % | | | 2.56 | % | | | 7.44 | % | | | 19.61 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | | | | |
Net assets, end of period (000’s omitted) | | $ | 20,030 | | | $ | 18,363 | | | $ | 28,749 | | | $ | 19,736 | | | $ | 2,331 | |
| |
Ratios to average net assets of: | | | | | |
| | | | | |
Expenses, net of expense waivers | | | 0.30 | %5 | | | 0.15 | %9 | | | 0.10 | %9 | | | 0.10 | %9 | | | 0.10 | %5,9 |
| | | | | |
Expenses, prior to expense waivers | | | 0.30 | %5 | | | 0.52 | %9 | | | 0.58 | %9 | | | 0.58 | %9 | | | 0.58 | %5,9 |
| | | | | |
Net investment income | | | 1.62 | %5 | | | 1.89 | %9 | | | 2.10 | %9 | | | 2.87 | %9 | | | 2.23 | %5,9 |
Portfolio turnover rate6 | | | 36 | % | | | 112 | %7 | | | 6 | % | | | 4 | % | | | 4 | % |
* | Commencement of operations. |
1 | The information reflects the investment objective and strategy of the WisdomTree Emerging Markets Dividend Fund through March 15, 2020 and the investment objective and strategy of the WisdomTree Emerging Markets ESG Fund thereafter. The increase in the portfolio turnover rate was primarily a result of the aforementioned investment objective and strategy change. |
2 | Based on average shares outstanding. |
3 | 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). |
4 | Includes a reimbursement from the sub-advisor for an operational error. Excluding the reimbursement, total return would have been unchanged. |
6 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
7 | The information reflects the investment objective and strategy of the WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund through March 15, 2020 and the investment objective and strategy of the WisdomTree International ESG Fund thereafter. The increase in the portfolio turnover rate was primarily a result of the aforementioned investment objective and strategy change. |
8 | The amount of net realized and unrealized gain per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal period. |
9 | 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.
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| | | | | | | | | | | | | | | | | | | | | | | | |
WisdomTree U.S. Corporate Bond Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | 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 | | $ | 54.40 | | | $ | 51.09 | | | $ | 47.79 | | | $ | 49.88 | | | $ | 50.69 | | | $ | 49.96 | |
Investment operations: | | | | | |
| | | | | | |
Net investment income1 | | | 0.61 | | | | 1.42 | | | | 1.59 | | | | 1.49 | | | | 1.36 | | | | 0.22 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 1.75 | | | | 3.37 | | | | 3.28 | | | | (2.02 | ) | | | (0.63 | ) | | | 0.72 | |
Total from investment operations | | | 2.36 | | | | 4.79 | | | | 4.87 | | | | (0.53 | ) | | | 0.73 | | | | 0.94 | |
Dividends and distributions to shareholders: | | | | | |
| | | | | | |
Net investment income | | | (0.60 | ) | | | (1.48 | ) | | | (1.57 | ) | | | (1.56 | ) | | | (1.30 | ) | | | (0.21 | ) |
| | | | | | |
Capital gains | | | (0.19 | ) | | | — | | | | — | | | | — | | | | (0.24 | ) | | | — | |
Total dividends and distributions to shareholders | | | (0.79 | ) | | | (1.48 | ) | | | (1.57 | ) | | | (1.56 | ) | | | (1.54 | ) | | | (0.21 | ) |
Net asset value, end of period | | $ | 55.97 | | | $ | 54.40 | | | $ | 51.09 | | | $ | 47.79 | | | $ | 49.88 | | | $ | 50.69 | |
| | | | | | |
TOTAL RETURN2 | | | 4.35 | % | | | 9.54 | % | | | 10.44 | % | | | (1.11 | )% | | | 1.52 | % | | | 1.89 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 55,968 | | | $ | 38,077 | | | $ | 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 | % | | | 0.18 | %3 |
| | | | | | |
Expenses, prior to expense waivers | | | 0.24 | %3 | | | 0.28 | % | | | 0.28 | % | | | 0.28 | % | | | 0.28 | % | | | 0.28 | %3 |
| | | | | | |
Net investment income | | | 2.19 | %3 | | | 2.71 | % | | | 3.29 | % | | | 3.02 | % | | | 2.74 | % | | | 2.50 | %3 |
Portfolio turnover rate4 | | | 26 | % | | | 25 | % | | | 22 | % | | | 21 | % | | | 45 | % | | | 3 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree U.S. High Yield Corporate Bond Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | 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 | | $ | 48.53 | | | $ | 51.51 | | | $ | 49.77 | | | $ | 52.29 | | | $ | 50.41 | | | $ | 50.19 | |
Investment operations: | | | | | |
| | | | | | |
Net investment income1 | | | 1.25 | | | | 2.64 | | | | 2.84 | | | | 2.91 | | | | 2.80 | | | | 0.47 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 3.75 | | | | (3.00 | ) | | | 1.69 | | | | (2.14 | ) | | | 2.24 | | | | 0.20 | |
Total from investment operations | | | 5.00 | | | | (0.36 | ) | | | 4.53 | | | | 0.77 | | | | 5.04 | | | | 0.67 | |
Dividends and distributions to shareholders: | | | | | |
| | | | | | |
Net investment income | | | (1.24 | ) | | | (2.62 | ) | | | (2.75 | ) | | | (2.89 | ) | | | (2.79 | ) | | | (0.45 | ) |
| | | | | | |
Capital gains | | | — | | | | — | | | | (0.04 | ) | | | (0.40 | ) | | | (0.37 | ) | | | — | |
| | | | | | |
Tax return of capital | | | — | | | | (0.00 | )5 | | | — | | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (1.24 | ) | | | (2.62 | ) | | | (2.79 | ) | | | (3.29 | ) | | | (3.16 | ) | | | (0.45 | ) |
Net asset value, end of period | | $ | 52.29 | | | $ | 48.53 | | | $ | 51.51 | | | $ | 49.77 | | | $ | 52.29 | | | $ | 50.41 | |
| | | | | | |
TOTAL RETURN2 | | | 10.42 | % | | | (0.72 | )% | | | 9.43 | % | | | 1.49 | % | | | 10.23 | % | | | 1.34 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 115,029 | | | $ | 63,083 | | | $ | 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 | % | | | 0.38 | %3 |
| | | | | | |
Expenses, prior to expense waivers | | | 0.45 | %3 | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | %3 |
| | | | | | |
Net investment income | | | 4.89 | %3 | | | 5.32 | % | | | 5.68 | % | | | 5.67 | % | | | 5.38 | % | | | 5.31 | %3 |
Portfolio turnover rate4 | | | 9 | % | | | 22 | % | | | 14 | % | | | 35 | % | | | 51 | % | | | 0 | % |
* | 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). |
4 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
5 | Amount represents less than $0.005. |
See Notes to Financial Statements.
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 Corporate Bond Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | 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 | | $ | 51.58 | | | $ | 50.43 | | | $ | 49.03 | | | $ | 49.94 | | | $ | 50.20 | | | $ | 49.98 | |
Investment operations: | | | | | |
| | | | | | |
Net investment income1 | | | 0.42 | | | | 1.23 | | | | 1.24 | | | | 0.98 | | | | 0.79 | | | | 0.12 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 0.36 | | | | 1.13 | 2 | | | 1.39 | | | | (0.88 | ) | | | (0.28 | ) | | | 0.21 | |
Total from investment operations | | | 0.78 | | | | 2.36 | | | | 2.63 | | | | 0.10 | | | | 0.51 | | | | 0.33 | |
Dividends and distributions to shareholders: | | | | | |
| | | | | | |
Net investment income | | | (0.42 | ) | | | (1.21 | ) | | | (1.23 | ) | | | (1.01 | ) | | | (0.77 | ) | | | (0.11 | ) |
| | | | | | |
Capital gains | | | (0.16 | ) | | | — | | | | — | | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (0.58 | ) | | | (1.21 | ) | | | (1.23 | ) | | | (1.01 | ) | | | (0.77 | ) | | | (0.11 | ) |
Net asset value, end of period | | $ | 51.78 | | | $ | 51.58 | | | $ | 50.43 | | | $ | 49.03 | | | $ | 49.94 | | | $ | 50.20 | |
| | | | | | |
TOTAL RETURN3 | | | 1.53 | % | | | 4.75 | % | | | 5.44 | % | | | 0.19 | % | | | 1.02 | % | | | 0.66 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 31,070 | | | $ | 20,632 | | | $ | 5,043 | | | $ | 4,903 | | | $ | 4,994 | | | $ | 5,020 | |
| |
Ratios to average net assets of: | | | | | |
| | | | | | |
Expenses, net of expense waivers | | | 0.18 | %4 | | | 0.18 | % | | | 0.18 | % | | | 0.18 | % | | | 0.18 | % | | | 0.18 | %4 |
| | | | | | |
Expenses, prior to expense waivers | | | 0.25 | %4 | | | 0.28 | % | | | 0.28 | % | | | 0.28 | % | | | 0.28 | % | | | 0.28 | %4 |
| | | | | | |
Net investment income | | | 1.62 | %4 | | | 2.43 | % | | | 2.50 | % | | | 1.98 | % | | | 1.58 | % | | | 1.35 | %4 |
Portfolio turnover rate5 | | | 19 | % | | | 43 | % | | | 28 | % | | | 41 | % | | | 38 | % | | | 14 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | 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 | | $ | 46.84 | | | $ | 50.45 | | | $ | 49.91 | | | $ | 51.39 | | | $ | 50.32 | | | $ | 49.95 | |
Investment operations: | | | | | |
| | | | | | |
Net investment income1 | | | 1.06 | | | | 2.46 | | | | 2.66 | | | | 2.39 | | | | 2.43 | | | | 0.51 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 2.51 | | | | (3.61 | ) | | | 0.51 | | | | (0.77 | ) | | | 1.60 | | | | 0.35 | |
Total from investment operations | | | 3.57 | | | | (1.15 | ) | | | 3.17 | | | | 1.62 | | | | 4.03 | | | | 0.86 | |
Dividends and distributions to shareholders: | | | | | |
| | | | | | |
Net investment income | | | (1.15 | ) | | | (2.46 | ) | | | (2.63 | ) | | | (2.38 | ) | | | (2.42 | ) | | | (0.49 | ) |
| | | | | | |
Capital gains | | | — | | | | — | | | | — | | | | (0.72 | ) | | | (0.54 | ) | | | — | |
Total dividends and distributions to shareholders | | | (1.15 | ) | | | (2.46 | ) | | | (2.63 | ) | | | (3.10 | ) | | | (2.96 | ) | | | (0.49 | ) |
Net asset value, end of period | | $ | 49.26 | | | $ | 46.84 | | | $ | 50.45 | | | $ | 49.91 | | | $ | 51.39 | | | $ | 50.32 | |
| | | | | | |
TOTAL RETURN3 | | | 7.69 | % | | | (2.34 | )% | | | 6.54 | % | | | 3.28 | % | | | 8.19 | % | | | 1.73 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 14,777 | | | $ | 23,418 | | | $ | 20,181 | | | $ | 4,991 | | | $ | 5,139 | | | $ | 5,032 | |
| |
Ratios to average net assets of: | | | | | |
| | | | | | |
Expenses, net of expense waivers | | | 0.38 | %4 | | | 0.38 | % | | | 0.38 | % | | | 0.38 | % | | | 0.38 | % | | | 0.38 | %4 |
| | | | | | |
Expenses, prior to expense waivers | | | 0.45 | %4 | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | %4 |
| | | | | | |
Net investment income | | | 4.33 | %4 | | | 5.06 | % | | | 5.34 | % | | | 4.73 | % | | | 4.72 | % | | | 5.66 | %4 |
Portfolio turnover rate5 | | | 33 | % | | | 44 | % | | | 18 | % | | | 66 | % | | | 69 | % | | | 0 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | The amount of net realized and unrealized gain per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal period. |
3 | 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). |
5 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
Financial Highlights (concluded)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| | | | | | | | | | | | |
WisdomTree 90/60 U.S. Balanced Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Year Ended June 30, 2020 | | | For the Period August 2, 2018* through June 30, 2019 | |
Net asset value, beginning of period | | $ | 30.60 | | | $ | 27.14 | | | $ | 25.08 | |
Investment operations: | | | | | |
| | | |
Net investment income1 | | | 0.21 | | | | 0.45 | | | | 0.38 | |
| | | |
Net realized and unrealized gain | | | 5.97 | | | | 3.39 | | | | 2.01 | |
Total from investment operations | | | 6.18 | | | | 3.84 | | | | 2.39 | |
Dividends and distributions to shareholders: | | | | | |
| | | |
Net investment income | | | (0.20 | ) | | | (0.27 | ) | | | (0.33 | ) |
| | | |
Capital gains | | | (0.02 | ) | | | (0.11 | ) | | | — | |
Total dividends and distributions to shareholders | | | (0.22 | ) | | | (0.38 | ) | | | (0.33 | ) |
Net asset value, end of period | | $ | 36.56 | | | $ | 30.60 | | | $ | 27.14 | |
| | | |
TOTAL RETURN2 | | | 20.25 | % | | | 14.25 | % | | | 9.64 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | | |
Net assets, end of period (000’s omitted) | | $ | 407,610 | | | $ | 238,679 | | | $ | 5,428 | |
| |
Ratios to average net assets of: | | | | | |
| | | |
Expenses | | | 0.20 | %3 | | | 0.20 | % | | | 0.20 | %3 |
| | | |
Net investment income | | | 1.25 | %3 | | | 1.57 | % | | | 1.68 | %3 |
Portfolio turnover rate4 | | | 8 | % | | | 13 | % | | | 11 | % |
| | | | | | | | |
| | |
WisdomTree Cloud Computing Fund | | For the Six Months Ended December 31, 2020 (unaudited) | | | For the Period September 6, 2019* through June 30, 2020 | |
Net asset value, beginning of period | | $ | 38.96 | | | $ | 25.06 | |
Investment operations: | | | | | |
| | |
Net investment loss1 | | | (0.10 | ) | | | (0.11 | ) |
| | |
Net realized and unrealized gain | | | 14.67 | | | | 14.01 | |
Total from investment operations | | | 14.57 | | | | 13.90 | |
Net asset value, end of period | | $ | 53.53 | | | $ | 38.96 | |
| | |
TOTAL RETURN2 | | | 37.40 | % | | | 55.47 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | |
| | |
Net assets, end of period (000’s omitted) | | $ | 1,254,016 | | | $ | 420,771 | |
| |
Ratios to average net assets of: | | | | | |
| | |
Expenses | | | 0.45 | %3 | | | 0.45 | %3 |
| | |
Net investment loss | | | (0.44 | )%3 | | | (0.43 | )%3 |
Portfolio turnover rate4 | | | 15 | % | | | 8 | % |
* | Commencement of operations. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. |
4 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
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 an open-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 Codification Topic 946, 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 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 ESG Fund (“Emerging Markets ESG Fund’’) | | | April 7, 2016 | |
WisdomTree International ESG Fund (“International ESG Fund’’) | | | November 3, 2016 | |
WisdomTree U.S. Corporate Bond Fund (“U.S. Corporate Bond Fund’’) | | | April 27, 2016 | |
WisdomTree U.S. High Yield Corporate Bond Fund (“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’’) | | | April 27, 2016 | |
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (“U.S. Short-Term High Yield Corporate Bond Fund’’) | | | April 27, 2016 | |
WisdomTree 90/60 U.S. Balanced Fund (“90/60 U.S. Balanced Fund’’) | | | August 2, 2018 | |
WisdomTree Cloud Computing Fund (“Cloud Computing Fund’’) | | | September 6, 2019 | |
Each Fund, except the 90/60 U.S. Balanced Fund, Emerging Markets ESG Fund and International ESG 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 90/60 U.S. Balanced Fund, Emerging Markets ESG Fund and International ESG Fund are actively managed using a model-based 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 be non-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.
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. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the
Notes to Financial Statements (unaudited) (continued)
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 yields and quoted prices from broker-dealers 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.
In certain instances, such as when reliable market valuations are not readily available, a Fund’s investments, which include derivatives, will be fair valued in accordance with the Fund’s pricing policy. The Board of Trustees has established a pricing committee (the “Pricing Committee”) which is comprised of senior representatives of WTAM and which reports to the Board of Trustees on a quarterly basis. In the event that a financial instrument cannot be valued based upon a price from a national securities exchange, independent pricing service provider or broker-dealer quotation, or such prices are deemed to not reflect current market value, the Pricing Committee may value the financial instrument in good faith under the policies and procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events.” An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV Calculation Time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.
Fair Value Measurement — In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Pricing Committee will perform other procedures (consistent with GAAP) to value an investment when a market quote is not available. 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.
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 (either due to events affecting the issuer of the security specifically or events affecting the primary trading exchange more broadly) or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets on which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).
The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:
Financial instruments are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent
Notes to Financial Statements (unaudited) (continued)
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 summary of fair valuations according to the inputs used in valuing each Fund’s assets as of the measurement date is included in a “Fair Valuation Summary” supplementary table in each applicable Fund’s Schedule of Investments.
During the six months ended December 31, 2020, 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 as well as 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, equity futures contracts and interest rate futures contracts during the period ended December 31, 2020 and open positions in such derivatives as of December 31, 2020 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 may 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, 2020 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 in the table included in Note 2—Master Netting Arrangements. Information with respect to the amounts and types of collateral received and/or posted for derivative instruments as of December 31, 2020, if any, is reflected as a footnote within each Fund’s Schedule of Investments.
As of December 31, 2020, 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 | | $ | 6,844 | | | Unrealized depreciation on foreign currency contracts | | $ | 1,368,726 | |
Dynamic Currency Hedged International SmallCap Equity Fund | |
Foreign exchange contracts | | Unrealized appreciation on foreign currency contracts | | | 2,365 | | | Unrealized depreciation on foreign currency contracts | | | 368,218 | |
International ESG Fund | |
Foreign exchange contracts | | Unrealized appreciation on foreign currency contracts | | | 1 | | | Unrealized depreciation on foreign currency contracts | | | 1 | |
90/60 U.S. Balanced Fund | |
Interest rate contracts | | Unrealized appreciation on futures contracts* | | | 130,384 | | | Unrealized depreciation on futures contracts* | | | 862,413 | |
| * | 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 109 for additional information regarding balance sheet location of balances associated with futures contracts. |
Notes to Financial Statements (unaudited) (continued)
For the six months ended December 31, 2020, 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 | | $ | (6,093,119 | ) | | $ | (69,094 | ) |
Equity contracts | | | (40,380 | ) | | | — | |
Dynamic Currency Hedged International SmallCap Equity Fund | |
Foreign exchange contracts | | | (1,164,933 | ) | | | (67,121 | ) |
Emerging Markets ESG Fund | |
Foreign exchange contracts | | | (13,553 | ) | | | (4 | ) |
International ESG Fund | |
Foreign exchange contracts | | | (2,829 | ) | | | — | |
90/60 U.S. Balanced Fund | |
Foreign exchange contracts | | | (9 | ) | | | — | |
Interest rate contracts | | | (1,482,625 | ) | | | (952,459 | ) |
| 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 |
Interest rate contracts | | Net realized gain (loss) from futures contracts |
Equity 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 |
Interest rate contracts | | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts |
During the six months ended December 31, 2020, the volume of derivative activity (based on the average of month-end balances, except where footnoted) for each Fund was as follows:
| | | | | | | | | | | | |
| |
| | Average Notional | |
| | | |
Fund | | Foreign currency contracts (to deliver USD) | | | Foreign currency contracts (to receive USD) | | | Futures contracts (long) | |
Dynamic Currency Hedged International Equity Fund | |
Equity contracts1 | | $ | — | | | $ | — | | | $ | 137,096 | |
Foreign exchange contracts | | | 76,346,498 | | | | 146,814,706 | | | | — | |
Dynamic Currency Hedged International SmallCap Equity Fund | |
Foreign exchange contracts | | | 17,658,223 | | | | 34,036,133 | | | | — | |
Emerging Markets ESG Fund | |
Foreign exchange contracts | | | 2,812 | | | | 9,584 | | | | — | |
International ESG Fund | |
Foreign exchange contracts | | | — | | | | 3,980 | | | | — | |
90/60 U.S. Balanced Fund | |
Interest rate contracts | | | — | | | | — | | | | 201,390,540 | |
| 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 the ex-dividend date or, with respect to foreign dividends, as soon as practicable after the existence of a dividend declaration has been determined. Non-cash dividend income is recognized at the fair value of securities received on the ex-dividend date or as soon as practicable after the existence of a dividend declaration has been determined. On each measurement date, the Funds evaluate the collectability of receivable balances. Generally, the Funds will write-off dividend receivable balances that are canceled by the issuer as of the date that the dividend receivable cancellation notification was publicly made available or when it becomes probable that dividends will not be collected and the amount of uncollectable dividends can be reasonably estimated. 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.
Notes to Financial Statements (unaudited) (continued)
Foreign Currency Translation — The accounting records of the Funds are maintained in U.S. dollars. Foreign currencies, as well as investment securities and other assets and liabilities denominated in foreign currencies, are translated into U.S. dollars using exchange rates prevailing on the respective dates of such transactions that are deemed appropriate by WTAM. Realized and unrealized foreign exchange gains and losses on investments are included as a component of net realized gain (loss) from investment transactions and net increase (decrease) in unrealized appreciation/depreciation from investment transactions, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses from foreign currency contracts are included in net realized gain (loss) from foreign currency contracts and net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses arising from sales of foreign currencies, currency gains or losses recognized between the trade and settlement dates on investment transactions, and the difference between the amounts of dividends and foreign withholding taxes recorded on the Funds’ books and the U.S. dollar equivalent of the amounts actually received or paid are included in net realized gain (loss) from foreign currency related transactions and/or net increase (decrease) in unrealized appreciation/depreciation from translation of assets and liabilities denominated in foreign currencies in the Statements of Operations. Certain foreign exchange gains and losses included in realized and unrealized gains or losses are included in, or are a reduction of, ordinary income in accordance with U.S. Federal income tax regulations.
Expenses/Reimbursements — Under the investment advisory agreement for each Fund, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other fees, charges, taxes, levies or expenses (such as stamp taxes) incurred in connection with the execution of portfolio transactions or in connection with creation and redemption transactions (including without limitation any fees, charges, taxes, levies or expenses related to the purchase or sale of an amount of any currency, or the patriation or repatriation of any security or other asset, related to the execution of portfolio transactions or any creation or redemption transactions); (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of trustees who are not interested persons of the Funds (‘‘Independent Trustees’’); (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s Chief Compliance Officer (‘‘CCO’’); (vi) extraordinary expenses (in each case as determined by a majority of the Independent Trustees); (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (viii) interest and taxes of any kind or nature (including, but not limited to, income, excise, transfer and withholding taxes); (ix) fees and expenses related to the provision of securities lending services; and (x) the advisory fee payable to WTAM.
Acquired fund fees and expenses (“AFFEs”) (which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies) are not operating expenses of the Funds and are not paid by WTAM.
Pursuant to a separate contractual arrangement, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees. WTAM receives a fee, as shown on the Statements of Operations under “Service fees”, of up to 0.0044% per annum of each Fund’s average daily net assets for providing such services and paying such expenses. WTAM provides CCO services to the Trust.
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 currency exposures 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 Contracts”) primarily to dynamically offset exposures to foreign currencies consistent with each Fund’s investment objective. The Emerging Markets ESG Fund and the International ESG Fund utilized Forward Contracts to facilitate foreign security settlements. A Forward Contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. These contracts are principally traded in the inter-bank market conducted directly between currency traders (usually large, commercial banks) and their customers. A Forward Contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades. However, if a Fund is in an unrealized loss position on a Forward Contract, it may be required to pledge collateral (or additional collateral) to the counterparty. If a Fund is in an unrealized gain position on a Forward Contract, it may receive collateral from the counterparty.
Risks may arise upon entering into Forward Contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar or each other.
Fluctuations in the value of open Forward Contracts are recorded for book purposes as unrealized gains or losses on Forward Contracts by the Funds and included in net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts on the Statements of Operations. Realized gains and losses on Forward Contracts include net gains or losses recognized by the Funds on contracts which have settled are included in net realized gain (loss) from foreign currency contracts on the Statements of Operations.
Notes to Financial Statements (unaudited) (continued)
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. The Dynamic Currency Hedged International Equity Fund utilized equity futures contracts on a temporary basis during the period to obtain market exposure consistent with its investment objective during the Fund’s quarterly portfolio rebalance. When a Fund purchases a listed futures contract, it agrees to purchase a specified reference asset (e.g., commodity, currency or Treasury security) at a specified future date. When a Fund sells a listed futures contract, it agrees to sell a specified reference asset (e.g., commodity, currency or Treasury security) at a specified future date. The price at which the purchase and sale will take place is fixed when the Fund enters into the contract. The exchange clearing corporation is the ultimate counterparty for all exchange-listed contracts, so credit risk is limited to the creditworthiness of the exchange’s clearing corporation.
Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or government securities equal to a certain percentage of the contract amount. This amount is known as the “initial margin”. Subsequent payments, known as “variation margin”, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts, 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.
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. As compensation for lending its securities, each Fund retains all or a portion of the interest received on investment of cash collateral or receives a fee from the borrower. The lending agent receives a portion of the income earned by the Funds in connection with the lending program. The securities lending income earned by the Funds is 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 — FASB ASC Topic 210 (“ASC 210”), Balance Sheet, requires disclosures 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. ASC 210 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. ASC 210 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 enters into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) with its counterparties. An ISDA Master Agreement is a bilateral agreement between a Fund and a counterparty that governs over-the-counter derivatives (“OTC”), such as Forward Contracts, and typically contains, among other things, collateral posting terms, netting and rights of set-off provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, a Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and receivables to create a single net
Notes to Financial Statements (unaudited) (continued)
payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out netting) or similar event, including the bankruptcy or insolvency of the counterparty.
Collateral requirements generally differ by type of derivative. Collateral terms are contract-specific for OTC derivatives (e.g. foreign exchange contracts, options and certain swaps). Generally, for transactions traded under an ISDA Master Agreement, the collateral requirements are calculated by netting the marked to market amount for each transaction under such agreement and comparing that amount to the value of any collateral currently pledged by a Fund and the counterparty. Generally, the amount of collateral due from or to a counterparty must exceed a minimum transfer amount threshold before a transfer is required to be made. To the extent amounts due to a Fund from its derivatives counterparties are not fully collateralized, contractually or otherwise, the Fund bears the risk of loss from a counterparty’s non-performance.
The Funds’ security lending activities are governed by a Securities Lending Authorization Agreement (“Lending Agreement”) between the Funds and the lending agent. The Lending Agreement authorizes the lending agent to lend qualifying U.S. and foreign securities held by a Fund to approved borrowers (each a “Borrower”). To mitigate borrower risk, a Fund typically receives from a Borrower collateral in the form of U.S. dollar cash and/or securities issued or guaranteed by the U.S. government or its agencies in excess of the market value of the securities loaned. Under the provisions of the Lending Agreement, a Fund shall have, as to the collateral, all of the rights and remedies of a secured party under applicable law. A Fund is exposed to risk of loss if a Borrower defaults on its obligation to return borrowed securities and the value of the collateral a Fund received is insufficient to cover the market value of the securities loaned. Also, the lending agent is permitted to invest the cash collateral it receives from a Borrower into a money market fund which is subject to market fluctuation. Therefore, a Fund is exposed to risk of loss if the value of invested cash collateral is insufficient to satisfy the Fund’s obligation to return the full amount owed to such Borrower.
Each 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 herein.
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, 2020, the impact of netting of assets and liabilities and the offsetting of collateral pledged or received based on contractual netting/set-off provisions in the ISDA Master Agreement and the Lending Agreement are detailed in the following table:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | |
| | Assets | | | Liabilities | |
| | | | | | |
| | Gross Amounts in the Statements of Assets and Liabilities | | | Gross Amounts Not Offset in the Statements of Assets and Liabilities | | | Net Amount | | | Gross Amounts in the Statements of Assets and Liabilities | | | 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 | | $ | 4,390,843 | | | $ | — | | | $ | (4,390,843 | )1 | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
Foreign Currency Contracts | | | 6,844 | | | | (6,844 | ) | | | — | | | | — | | | | 1,368,726 | | | | (6,844 | ) | | | — | | | | 1,361,882 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 3,274,492 | | | | — | | | | (3,274,492 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Foreign Currency Contracts | | | 2,365 | | | | (2,365 | ) | | | — | | | | — | | | | 368,218 | | | | (2,365 | ) | | | — | | | | 365,853 | |
Emerging Markets ESG Fund | |
Securities Lending | | | 743,936 | | | | — | | | | (743,936 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
International ESG Fund | |
Foreign Currency Contracts | | | 1 | | | | — | | | | — | | | | 1 | | | | 1 | | | | — | | | | — | | | | 1 | |
U.S. Corporate Bond Fund | |
Securities Lending | | | 4,368,377 | | | | — | | | | (4,368,377 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
U.S. High Yield Corporate Bond Fund | |
Securities Lending | | | 8,462,194 | | | | — | | | | (8,462,194 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
U.S. Short-Term Corporate Bond Fund | |
Securities Lending | | | 2,520,453 | | | | — | | | | (2,520,453 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 3,266,331 | | | | — | | | | (3,266,331 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Cloud Computing Fund | |
Securities Lending | | | 81,010,708 | | | | — | | | | (81,010,708 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
| 1 | The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero. |
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 are non-negotiable deposits maintained in banking institutions for specified periods of time at stated interest rates. Banker’s acceptances are time drafts drawn on commercial banks by borrowers, usually in connection with international transactions.
Emerging Markets and Frontier Markets Investments — Investments in securities listed and traded in emerging markets are subject to additional risks that may not be present for U.S. investments or investments in more developed non-U.S. markets. Such risks may include: (i) greater market volatility; (ii) lower trading volume; (iii) greater social, political and economic uncertainty; (iv) governmental controls on foreign investments and limitations on repatriation of invested capital; (v) the risk that companies may be held to lower disclosure, corporate governance, auditing and financial reporting standards than companies in more developed markets; and (vi) the risk that there may be less protection of property rights than in other countries. Emerging markets are generally less liquid and less efficient than developed securities markets.
The economies of “frontier markets” (e.g., Bahrain, Egypt, Jordan, Kuwait, Morocco, Oman, Qatar, Saudi Arabia, and the United Arab Emirates) generally have lower trading volumes and greater potential for illiquidity and price volatility than more developed markets. These markets have a smaller number of issuers and participants and therefore may also be affected to a greater extent by the actions of a smaller number of issuers and investors. A significant change in cash flows investing in these markets could have a substantial effect on local stock prices and, therefore, prices of Fund shares. Investments in certain frontier market countries are restricted or controlled to varying extents. At times, these restrictions or controls may limit or prevent foreign investment and/or increase the investment costs and expenses of a Fund. Frontier markets may be subject to greater political instability, threat of war or terrorism and government intervention than more developed markets, including many emerging market economies. Frontier markets generally are not as correlated to global economic cycles as those of more developed countries. These and other factors make investing in the frontier market countries significantly riskier than investing in developed market and emerging market countries.
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”). A portion of the Code, known as subchapter M (“Subchapter M”), addresses the ways by which investment companies and investment trusts may pass income through to shareholders in order to avoid double taxation. Each Fund intends to qualify for and to elect treatment as a separate Regulated Investment Company (“RIC”) under Subchapter M of the Code so that it will not be subject to federal income tax on income and gains that are timely distributed to Fund shareholders. Accordingly, no provision for U.S. federal income taxes is required. In order to qualify for the special tax treatment accorded RICs and their shareholders, each Fund must, among other things, distribute with respect to each taxable year an amount equal to or greater than the sum of 90% of its investment company taxable income and 90% of its net tax-exempt interest income. There can be no guarantee that a Fund will pay dividends. Taxable net realized gains from investment transactions, reduced by capital loss carryforwards, if any, are declared and distributed to shareholders at least annually. The capital loss carryforward amount, if any, is available to offset future net capital gains. The Funds may occasionally be required to make supplemental distributions at some other time during the year. The Trust reserves the right to declare special distributions if, in its reasonable discretion, such action is necessary or advisable to preserve the status of each Fund as a RIC or to avoid imposition of income or excise taxes on undistributed income. Dividends and distributions to shareholders are recorded on the ex-dividend date. The amount of dividends and distributions from net investment income and net realized capital gains are determined in accordance with the requirements of the Code and the U.S. Treasury regulations. These book/tax differences are either considered temporary or permanent in nature. To the extent these differences are permanent in nature, such amounts are reclassified within the components of net assets based on their Federal tax basis treatment; temporary differences do not require reclassification. Dividends and distributions that exceed earnings and profit for tax purposes are reported for tax purposes as a return of capital.
3. ADVISORY FEES AND OTHER TRANSACTIONS WITH AFFILIATES
WTAM has overall responsibility for the general management and administration of the Trust. WTAM provides an investment program for each Fund. WTAM has arranged for Mellon Investments Corporation (“Mellon”) to provide sub-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 are sub-advised by Voya Investment Management Co., LLC (“Voya IM”). Mellon and Voya IM are compensated by WTAM at no additional cost to the Funds. WTAM also arranges for transfer agency, custody, fund accounting, fund administration, securities lending and all other non-distribution related services necessary for the Funds to operate, which are generally under separate agreements entered into between the Trust on behalf of the Funds and the applicable service provider. Under the investment advisory agreement for each Fund, WTAM agrees to pay all expenses of the Funds, except for certain expenses described in Note 2.
Notes to Financial Statements (unaudited) (continued)
Pursuant to a separate contractual arrangement, as also described in Note 2, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees in exchange for a fee, accrued daily and paid monthly in arrears, of up to 0.0044% per annum of each Fund’s average daily net assets.
WTAM expects to receive annual 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 | |
Dynamic Currency Hedged International Equity Fund | | | 0.40 | %1 |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 0.48 | %2 |
Emerging Markets ESG Fund | | | 0.32 | % |
International ESG Fund | | | 0.30 | % |
U.S. Corporate Bond Fund | | | 0.18 | %3 |
U.S. High Yield Corporate Bond Fund | | | 0.38 | %4 |
U.S. Short-Term Corporate Bond Fund | | | 0.18 | %3 |
U.S. Short-Term High Yield Corporate Bond Fund | | | 0.38 | %4 |
90/60 U.S. Balanced Fund | | | 0.20 | % |
Cloud Computing Fund | | | 0.45 | % |
| 1 | Prior to the close of business October 31, 2020, WTAM received an annual advisory fee of 0.40% (before fee waivers) based on the Fund’s average daily net assets and had contractually agreed to limit the advisory fee to 0.35% through October 31, 2020 (the advisory fee waiver expiration date). Effective the close of business October 31, 2020, the contractual advisory fee waiver expired. |
| 2 | Prior to the close of business October 31, 2020, WTAM received an annual advisory fee of 0.48% (before fee waivers) based on the Fund’s average daily net assets and had contractually agreed to limit the advisory fee to 0.43% through October 31, 2020 (the advisory fee waiver expiration date). Effective the close of business October 31, 2020, the contractual advisory fee waiver expired. |
| 3 | Prior to the close of business October 31, 2020, WTAM received an annual advisory fee of 0.28% (before fee waivers) based on the Fund’s average daily net assets and had contractually agreed to limit the advisory fee to 0.18% through October 31, 2020 (the advisory fee waiver expiration date). Effective the close of business October 31, 2020, the contractual advisory fee waiver expired and the advisory fee annual rate (before fee waivers) was permanently reduced to 0.18%. |
| 4 | Prior to the close of business October 31, 2020, WTAM received an annual advisory fee of 0.48% (before fee waivers) based on the Fund’s average daily net assets and had contractually agreed to limit the advisory fee to 0.38% through October 31, 2020 (the advisory fee waiver expiration date). Effective the close of business October 31, 2020, the contractual advisory fee waiver expired and the advisory fee annual rate (before fee waivers) was permanently reduced to 0.38%. |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Transactions in shares of affiliated ETFs for the period ended December 31, 2020, as applicable, are included in an “Investment in Affiliates” supplementary table in each applicable Fund’s Schedule of Investments. For these transactions, WTAM voluntarily waives a portion of the advisory fees, that it would otherwise charge, in an amount equal to the indirect AFFE (which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies) attributable to each Fund’s investment in affiliated ETFs. The dollar amount of advisory fees waived during the period for the Funds, if any, are included in the Statement of Operations in “Expense waivers”.
During the fiscal period ended December 31, 2020, certain Funds engaged in purchase and sale transactions with funds that have a common investment adviser, WTAM. These interfund purchase and sale transactions were effected in accordance with Rule 17a-7 under the 1940 Act. For the fiscal period ended December 31, 2020, the cost of purchases, proceeds from sales and the net realized gain or loss recognized upon the disposal of securities resulting from interfund transactions are shown in the following table:
| | | | | | | | | | | | |
| | | |
Fund | | Purchases | | | Sales | | | Net Realized Gain | |
Dynamic Currency Hedged International Equity Fund | | $ | 8,550,077 | | | $ | 7,192,410 | | | $ | 103,509 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 2,109,797 | | | | 2,560,541 | | | | 82,804 | |
Notes to Financial Statements (unaudited) (continued)
WTAM and/or WisdomTree Investments (collectively herein, “WT”) may from time to time own shares of a Fund. As of and for the six months ended December 31, 2020, WT 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 WT | | | Market Value of Fund Shares held by WT | | | Dividends and Distributions paid to WT on Fund Shares held by WT | |
Dynamic Currency Hedged International Equity Fund | | | 789 | | | $ | 21,974 | | | $ | 500 | |
International ESG Fund | | | — | | | | — | | | | 25 | |
U.S. Corporate Bond Fund | | | 18,000 | | | | 1,006,834 | | | | 10,677 | |
U.S. High Yield Corporate Bond Fund | | | 340 | | | | 17,850 | | | | 418 | |
U.S. Short-Term Corporate Bond Fund | | | 58,243 | | | | 3,018,979 | | | | 24,136 | |
U.S. Short-Term High Yield Corporate Bond Fund | | | 67 | | | | 3,305 | | | | 75 | |
90/60 U.S. Balanced Fund | | | 148 | | | | 5,417 | | | | 33 | |
Cloud Computing Fund | | | 163 | | | | 8,734 | | | | — | |
4. CAPITAL SHARE TRANSACTIONS
As of December 31, 2020, there were an unlimited number of $0.001 par value shares of beneficial interest authorized by the Trust. Shares are issued and redeemed by each Fund only in creation units or multiples thereof. Except when aggregated in creation units, shares of each Fund are not redeemable. Transactions in shares for each Fund are disclosed in detail in the Statements of Changes in Net Assets. The consideration for the purchase of creation units of a Fund generally consists of the in-kind contribution of a 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 from in-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting from in-kind capital share transactions (excluding short-term investments) for the six months ended December 31, 2020 are shown in the following table. Realized gains and losses on sales resulting from in-kind capital share redemptions, as shown on the Statements of Operations, are not recognized by the Funds for tax purposes.
| | | | | | | | | | | | | | | | |
| | | |
| | | | | | | | In-kind Capital Share Transactions | |
| | | | |
Fund | | Purchases | | | Sales | | | Purchases | | | Sales | |
Dynamic Currency Hedged International Equity Fund | | $ | 49,510,527 | | | $ | 61,432,371 | | | $ | — | | | $ | 61,655,476 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 20,995,124 | | | | 23,076,765 | | | | — | | | | 6,507,265 | |
Emerging Markets ESG Fund | | | 11,582,403 | | | | 14,948,109 | | | | — | | | | 3,053,857 | |
International ESG Fund | | | 6,801,678 | | | | 6,901,769 | | | | — | | | | 1,245,968 | |
U.S. Corporate Bond Fund | | | 12,474,898 | | | | 11,246,156 | | | | 21,630,202 | | | | 5,121,898 | |
U.S. High Yield Corporate Bond Fund | | | 7,396,401 | | | | 10,239,302 | | | | 54,195,957 | | | | 9,019,287 | |
U.S. Short-Term Corporate Bond Fund | | | 5,858,264 | | | | 5,086,664 | | | | 9,755,910 | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | 7,200,158 | | | | 7,316,524 | | | | — | | | | 9,412,180 | |
90/60 U.S. Balanced Fund | | | 22,800,721 | | | | 29,989,426 | | | | 111,329,111 | | | | 9,203,354 | |
Cloud Computing Fund | | | 120,663,590 | | | | 122,307,129 | | | | 811,282,039 | | | | 236,128,386 | |
Notes to Financial Statements (unaudited) (concluded)
6. FEDERAL INCOME TAXES
At December 31, 2020, 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 | | | | | | Gross Unrealized Appreciation | | | Gross Unrealized Depreciation | | | Net Unrealized Depreciation | | | Total Net Unrealized Appreciation | |
Dynamic Currency Hedged International Equity Fund | | $ | 138,793,890 | | | $ | 21,810,550 | | | $ | (10,219,454 | ) | | $ | 11,591,096 | | | | | | | $ | 226 | | | $ | (37,522 | ) | | $ | (37,296 | ) | | $ | 11,553,800 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 35,186,140 | | | | 4,775,885 | | | | (1,339,147 | ) | | | 3,436,738 | | | | | | | | 90 | | | | (13,754 | ) | | | (13,664 | ) | | | 3,423,074 | |
Emerging Markets ESG Fund | | | 27,050,057 | | | | 10,220,271 | | | | (892,072 | ) | | | 9,328,199 | | | | | | | | — | | | | — | | | | — | | | | 9,328,199 | |
International ESG Fund | | | 15,589,319 | | | | 4,478,868 | | | | (81,342 | ) | | | 4,397,526 | | | | | | | | — | | | | — | | | | — | | | | 4,397,526 | |
U.S. Corporate Bond Fund | | | 57,545,713 | | | | 1,944,535 | | | | (16,091 | ) | | | 1,928,444 | | | | | | | | — | | | | — | | | | — | | | | 1,928,444 | |
U.S. High Yield Corporate Bond Fund | | | 114,348,144 | | | | 4,774,172 | | | | (525,494 | ) | | | 4,248,678 | | | | | | | | — | | | | — | | | | — | | | | 4,248,678 | |
U.S. Short-Term Corporate Bond Fund | | | 31,594,463 | | | | 744,758 | | | | (3,865 | ) | | | 740,893 | | | | | | | | — | | | | — | | | | — | | | | 740,893 | |
U.S. Short-Term High Yield Corporate Bond Fund | | | 17,104,475 | | | | 368,759 | | | | (81,710 | ) | | | 287,049 | | | | | | | | — | | | | — | | | | — | | | | 287,049 | |
90/60 U.S. Balanced Fund | | | 291,460,783 | | | | 81,656,325 | | | | (1,640,446 | ) | | | 80,015,879 | | | | | | | | — | | | | — | | | | — | | | | 80,015,879 | |
Cloud Computing Fund | | | 1,047,157,683 | | | | 255,673,370 | | | | (2,480,926 | ) | | | 253,192,444 | | | | | | | | — | | | | — | | | | — | | | | 253,192,444 | |
| 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. RECENT ACCOUNTING PRONOUNCEMENT
In March 2020, the FASB issued Accounting Standards Update No. 2020-04 (“ASU 2020-04”) Reference Rate Reform (Topic 848)—Facilitation of the Effects of Reference Rate Reform on Financial Reporting. The amendments in ASU 2020-04 provide optional temporary financial reporting relief from the effect of certain types of contract modifications due to the planned discontinuation of the London Interbank Offered Rate (LIBOR) and other interbank-offered based reference rates at the end of 2021. ASU 2020-04 is effective for certain reference-related contract modifications that occur during the period from March 12, 2020 through December 31, 2022. WTAM has evaluated ASU 2020-04 and determined that there is no significant impact on the Trust’s financial statements and related disclosures.
8. ADDITIONAL INFORMATION
A recent outbreak of a respiratory disease caused by a novel coronavirus (“COVID-19”) has spread globally in a short period of time. In an organized attempt to contain and mitigate the effects of COVID-19, governments and businesses world-wide have taken aggressive measures, including businesses canceling dividends to preserve cash, governments closing borders, restricting international and domestic travel, and the imposition of prolonged quarantines of large populations. COVID-19 has resulted in the disruption of and delays in the delivery of healthcare services and processes, the cancellation of organized events and educational institutions, the disruption of production and supply chains, a decline in consumer demand for certain goods and services, and general concern and uncertainty, all of which have contributed to increased volatility in global markets. The effects of COVID-19 have affected and are likely to continue to affect certain sectors and industries more dramatically than others, and the effects borne by some will negatively affect the value of the issuers in those sectors and industries, which may adversely affect the value of a Fund’s investments in those sectors or industries. COVID-19, and other epidemics and pandemics that may arise in the future, could adversely affect the economies of many nations, the global economy, individual companies and capital markets in ways that cannot be foreseen at the present time. In addition, the impact of infectious diseases in developing or emerging market countries may be greater due to limited health care resources. Political, economic and social stresses caused by COVID-19 also may exacerbate other pre-existing political, social and economic risks in certain countries. The duration of COVID-19 and its effects cannot be determined at this time, but the effects could be present for an extended period of time. It is impossible to predict the effects on the Funds of these or similar events and market conditions in the future. However, it is possible that these or similar events and market conditions could have a significant and adverse effect on the NAV and/or risk profile of a Fund.
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)
Consideration of the Approval and Renewal of Investment Advisory and Sub-Advisory Agreements
At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held on September 29-30, 2020 (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”), 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, and the Sub-Advisory Agreement (together with the Mellon Sub-Advisory Agreement, the “Sub-Advisory Agreements,” and, collectively with the Advisory Agreements and the Mellon Sub-Advisory Agreement, the “Agreements”), pursuant to which Voya Investment Management Co. LLC (“Voya,” and, together with Mellon, the “Sub-Advisers”) coordinates the investment and reinvestment of the assets of the applicable Funds.
The Trustees, including the Independent Trustees, also considered the approval of the amendment of the Advisory Agreements pursuant to which WTAM provides WisdomTree U.S. Corporate Bond Fund, WisdomTree U.S. Short-Term Corporate Bond Fund, WisdomTree U.S. High Yield Corporate Bond Fund and WisdomTree U.S. Short-Term High Yield Corporate Bond Fund with investment advisory services. WTAM representatives discussed with the Board its proposal, effective November 1, 2020, to lower the advisory fee paid to WTAM by each Fund pursuant to each Advisory Agreement as follows:
| • | | WisdomTree U.S. Corporate Bond Fund: from 0.28% to 0.18% of the value of the Fund’s average net assets; |
| • | | WisdomTree U.S. Short-Term Corporate Bond Fund: from 0.28% to 0.18% of the value of the Fund’s average net assets; |
| • | | WisdomTree U.S. High Yield Corporate Bond Fund: from 0.48% to 0.38% of the value of the Fund’s average net assets; and |
| • | | WisdomTree U.S. Short-Term High Yield Corporate Bond Fund: from 0.48% to 0.38% of the value of the Fund’s average net assets. |
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 September 22, 2020, representatives from WTAM presented detailed 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 approval and 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. Each Fund was considered separately.
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
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)
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 approval and 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, 2020, 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 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 only actively-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 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 continue to monitor carefully 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, 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 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 role of a Sub-Adviser in making investment recommendations with respect to a Fund that is model-based, with oversight by WTAM in seeking to ensure consistency with such quantitative models. 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 and 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
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (concluded)
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, in the past, 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 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-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 approval and to renew 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.
General Information (unaudited)
Proxy Voting Policies, Procedures and Record
A complete copy of the Proxy Voting Policy may be obtained upon request, at no charge, by calling 1-866-909-WISE (9473) or writing to: WisdomTree Trust, c/o Foreside Fund Services, LLC, Three Canal Plaza Suite 100, Portland, ME, 04101.
The Trust is required to disclose annually the Funds’ complete proxy voting record on Form N-PX covering the most recent
12-month period ended June 30 and to file Form N-PX with the SEC no later than August 31 of each year. The current Form N-PX for the Funds is available at no charge upon request by calling 1-866-909-WISE (9473) or through the Trust’s website at www.wisdomtree.com. The Funds’ Form N-PX is also available on the SEC’s website at www.sec.gov.
Shareholder Reports and Quarterly Portfolio Disclosure
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.
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. 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.
Indexes are unmanaged and you cannot invest directly in an index.
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.
This report is intended for the Funds’ shareholders. It may not be distributed to prospective investors unless it is preceded or accompanied by the current prospectus.
WisdomTree Trust
245 Park Avenue, 35th Floor
New York, NY 10167
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WisdomTree Fund shares are distributed by Foreside Fund Services, LLC, in the U.S. only.
WTGM-4480
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.
(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. |
Item 7. | Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies. |
Not applicable.
Item 8. | Portfolio Managers of Closed-End Management Investment Companies. |
Not applicable.
Item 9. | Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers. |
Not applicable.
Item 10. | Submission of Matters to a Vote of Security Holders. |
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 11. | Controls and Procedures. |
| (a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
| (b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. | Disclosure of Securities Lending Activities for Closed-End Management Investment Companies |
Not applicable.
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 5, 2021
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 5, 2021
| | |
By (Signature and Title) | | /s/ David Castano |
| | David Castano, Treasurer |
| | (principal financial officer) |
Date: March 5, 2021