UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-21864
WisdomTree Trust
(Exact name of registrant as specified in charter)
245 Park Avenue, 35th Floor
New York, NY 10167
(Address of principal executive offices) (Zip code)
The Corporation Trust Company
1209 Orange Street
Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: (866) 909-9473
Date of fiscal year end: June 30
Date of reporting period: June 30, 2021
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 hereto. |
WisdomTree Trust
Annual Report
June 30, 2021
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)
Efficient Core ETFs:
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
WisdomTree International Efficient Core Fund (NTSI)
WisdomTree U.S. Efficient Core Fund (NTSX)
(formerly, WisdomTree 90/60 U.S. Balanced Fund)
Megatrends ETFs:
WisdomTree BioRevolution Fund (WDNA)
WisdomTree Cloud Computing Fund (WCLD)
WisdomTree Cybersecurity Fund (WCBR)
Table of Contents
“WisdomTree” is a registered mark of WisdomTree Investments, Inc. and is licensed for use by the WisdomTree Trust.
Market Environment Overview
(unaudited)
U.S. Markets
The U.S. equity market, as measured by the S&P 500® Index, returned 40.79% for the 12-month fiscal period that ended June 30, 2021 (the “period”).
U.S. equities’ recovery from the COVID-19 pandemic persisted, although at a moderate pace in the third quarter of 2020 and the S&P 500® Index returned 8.93%. Economic indicators continued to recover from previous lows. U.S. unemployment rates declined to 7.8% but remained above the 3.6% pre-pandemic level. Meanwhile, business activity reentered expansionary territory and consumer spending rebounded in the third quarter of 2020. Optimism about COVID-19 vaccine candidates also contributed to positive equity market sentiment. U.S. gross domestic product grew 33.4% annualized in the third quarter of 2020, following a 31.4% decrease in the second quarter of 2020, marking a significant recovery for the U.S. economy.
The upward trajectory in U.S. equities continued in the final quarter of 2020. The S&P 500® Index returned 12.15%. A key driver of gains in the quarter was regulatory approval of two separate COVID-19 vaccines. Also contributing to positive performance was a reduction in uncertainty following the presidential election, as well as the passage of a $900 billion COVID-19 relief bill, which included direct payments to individuals, additional support for small businesses and extended unemployment benefits. Increasing rates of COVID-19 infections stifled economic activity in the fourth quarter of 2020. Consumer spending declined in November 2020 for the first time since the early stages of the COVID-19 pandemic. Meanwhile, the U.S. Federal Reserve’s (the “Fed”) ongoing commitment to accommodative monetary policy helped support U.S. equities despite rising infection rates and a slowdown in economic recovery in the fourth quarter of 2020.
U.S. equities rose for a fourth consecutive quarter in the first quarter of 2021 and the S&P 500® Index increased 6.17%. Ongoing fiscal and monetary stimulus, as well as a national vaccine rollout, helped lead stocks higher. At the end of the first quarter, an additional $2.5 trillion dollars in fiscal spending was proposed, primarily focused on improving infrastructure. Meanwhile, economic data continued to point towards recovery. Jobless claims fell to the lowest level since the onset of the COVID-19 pandemic, retail sales increased at the fastest pace since June 2020, and the U.S. ISM manufacturing index reached the highest level since 1983.
Markets continued to march higher during the second quarter of 2021, as COVID-19 vaccines were made available to the public and became widely distributed. This prompted investor enthusiasm about a larger economic “reopening”, and the S&P 500® Index returned 8.55% on a total return basis. Later in the quarter, however, some enthusiasm waned over concerns about new coronavirus variants that were more easily transferrable, though markets remained optimistic. In the bond market, U.S. Treasury yields fell from their springtime highs, despite investors’ concerns about inflation. The Fed generally maintained its accommodative tone in support of the ongoing economic recovery, but it did acknowledge that the recovery was beginning to improve quickly in a surprisingly hawkish pivot. Markets reacted by anticipating the next hike in the Fed funds rate to be in late 2022 or early 2023, rather than even later on as originally expected.
Fixed Income
Over the period, the increase in long-term U.S. interest rates exceeded the decrease in short-term U.S. interest rates, resulting in a steepening in the U.S. Treasury yield curve. The Fed funds rate was unchanged, remaining in a range of 0% to 0.25%, while the 2-Year U.S. Treasury Note yield increased from 0.15% to 0.25% and the U.S. 10-Year Treasury Note yield increased from 0.65% to 1.46%. The closely monitored spread between the 2- and 10-year U.S. Treasury Note yields increased from 0.50% at the beginning of the period to 1.21% at the end of the period. Short-term rates increased due to improved economic prospects and a slightly greater likelihood of hawkish activity from the Fed, though it remained highly unlikely given their accommodative stance to support the recovery. The increase in long-term yield was driven by rising inflation expectations
Market Environment Overview
(unaudited) (continued)
and improved economic prospects. Breakeven inflation rates, a market-derived measure of investors’ inflation expectation, surged higher during the period in the 5-, 10- and 30-year tenors of U.S. Treasury bonds.
International Markets
International equity markets, as measured by the MSCI EAFE Index, a broad measure of equity performance for the developed world outside the U.S. and Canada, returned 32.35% in the period. Despite the impressive absolute return, international equity markets lagged all other major equity regions during the period, including U.S., emerging markets, and global equity indexes.
International currency performance was mixed during the period, with significant movement in the U.S. dollar and other international currencies as local governments and central banks sought to combat the economic impacts of the COVID-19 pandemic. The euro, British pound sterling, and Swiss franc (the latter viewed as a safe-haven currency) all strengthened relative to the U.S. dollar, while the Japanese yen (also considered a safe-haven) weakened.
The economic recovery truly began to take hold during the third quarter of 2020. Eurozone Purchasing Managers’ Index (“PMIs”) steadily recovered and finally broke into expansionary territory (above the level of 50) by July 2020. However, the economy was still fragile and required significant monetary and fiscal support from the European Central Bank (“ECB”) and the European Union (“EU”), respectively. With the ECB remaining attentive and using whatever monetary policy tools it could to support a recovery, the EU eventually reached a landmark agreement whereby it would issue joint debt, backed by all its member countries, to support the region’s economic recovery.
The optimism was short-lived, however, as new virus flareups plagued developed markets as the summer ended, which prompted another wave of lockdowns and subdued economic activity. After reaching their expansionary highs, both services and composite PMIs dipped once again into contractionary territory. This was quelled by manufacturing gauges, however, which remained strong and continued their upward trajectory as local economies determined how to maintain production capacity alongside social distancing and health and safety checks.
Equity markets continued their recovery during the third quarter of 2020, though to a much smaller extent. Developed markets once again lagged the rest of the world, as the cyclical nature of their economies, coupled with the inability to control the spread of the virus and resume normal economic activity, remained a major headwind.
The fourth quarter of 2020 marked an important turning point for a few reasons. First was the Presidential election in the United States, as the Democratic Party gained control of both the White House and later Congress (though the latter was not ultimately decided until January 2021), which had important geopolitical implications for developed markets. Second was the end of the Brexit saga. Four years after Britain voted to formally leave the EU in 2016, Prime Minister Boris Johnson arranged a deal with EU leaders to exit the bloc with certain trade relationships and other negotiations intact. Lastly, and perhaps most important to developed equity markets, was the announcement from a number of global pharmaceutical giants that they had developed a vaccine for COVID-19. This was immediately additive for the downtrodden cyclical sectors of the economy that struggled throughout 2020, and the region confronted its next two hurdles: securing enough vaccines for its population and distributing them. Both hurdles remain significant challenges for developed markets. However, the news of the vaccine itself restored some optimism in developed economies since cyclical industries may be poised to benefit the most. These three catalysts provided a much-needed tailwind for developed equity markets during the fourth quarter, as they outperformed U.S. and global equity indexes by a few percentage points. Composite and service PMIs once again continued to recover, albeit slowly, while manufacturing gauges maintained their momentum and finished the quarter well in expansion territory.
Market Environment Overview
(unaudited) (concluded)
The first quarter of 2021 continued with much of the momentum that ended 2020. Despite localized virus flareups after the holiday season, regional economies and their health systems were generally better prepared to combat the onset of new cases. However, many countries (including, but not limited to, the United Kingdom, France and Germany) were forced to institute new lockdown orders once again to stem the spread of the virus. Meanwhile, developed markets continued their struggle to approve, acquire, and administer vaccines from pharmaceutical companies like Pfizer, Moderna, Johnson & Johnson, and AstraZeneca. To date, the inoculation campaign is lagging other markets like the U.S., but progress is being made. PMIs continued their recovery, with composite and service readings hovering around the 50-level, signaling that the economy is still on soft footing but in a much better position than it was during the onset of the pandemic. Developed equity markets lagged the U.S. once again during the quarter but managed to outperform emerging markets.
The second quarter of 2021 fared well for developed equity markets, though they still lagged U.S. and global indexes. The MSCI EAFE Index returned 5.17% during the quarter. The virus outlook steadily improved, although the region as a whole continued to have difficulty approving, securing, and distributing COVID-19 vaccines. The vaccination effort lagged behind countries like the U.S. and Israel, meaning local economies remained hindered for a while longer. The outlook improved toward the end of the quarter, however, as countries like the United Kingdom announced an end to economic “lockdowns” amid improvements in controlling the virus. The European economy also began to reopen itself to foreign travelers, which may be a key indicator of an impending economic revival.
Each WisdomTree Fund’s performance as set forth in “Management’s Discussion of Funds’ Performance” in the pages that follow should also be viewed in light of the foregoing market environment.
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 net asset value (“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 exchange traded funds (“ETFs”), NAV returns and market price returns may differ because of factors such as the supply and demand for Fund shares and investors’ assessments of the underlying value of a Fund’s portfolio securities.
Fund shares are bought and sold at market price (not NAV) and are not individually redeemed from a Fund. Fund NAV returns are calculated using a Fund’s daily 4:00 p.m. eastern time NAV. Market price returns reflect the midpoint of the bid and ask price as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares. Total returns for a period of less than one year are cumulative.
Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and the principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost.
An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and an index is not available for direct investment. In comparison, the Funds’ performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes on transactions in Fund shares or taxes that a shareholder would pay on Fund distributions. Past performance is no guarantee of future results. For the most recent month-end performance information visit www.wisdomtree.com.
Shareholder Expense Examples
Each Fund’s performance table is accompanied by a shareholder expense example. As a shareholder of a WisdomTree Fund, you incur two types of cost: (1) transaction costs, including brokerage commissions on purchases and sales of your Fund shares and (2) ongoing costs, including management fees and other Fund expenses. The examples are intended to help you understand your ongoing costs (in dollars and cents) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds.
The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from January 1, 2021 to June 30, 2021. 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 181/365 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (“AFFEs”), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.
Actual expenses
The first line in the shareholder expense example table shown on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line for your Fund under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during the period.
Hypothetical example for comparison purposes
The second line in the shareholder expense example table shown on the following pages provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of Fund shares. Therefore, the second line in the table is useful in comparing ongoing Fund costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Financials | | | 15.9% | |
Health Care | | | 13.3% | |
Industrials | | | 12.7% | |
Consumer Staples | | | 11.3% | |
Materials | | | 11.1% | |
Consumer Discretionary | | | 8.4% | |
Communication Services | | | 7.8% | |
Utilities | | | 6.6% | |
Information Technology | | | 5.1% | |
Real Estate | | | 4.5% | |
Energy | | | 2.2% | |
Other Assets less Liabilities‡ | | | 1.1% | |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets 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 | | | 2.2% | |
Novartis AG, Registered Shares | | | 2.2% | |
Roche Holding AG | | | 1.9% | |
GlaxoSmithKline PLC | | | 1.5% | |
Fortescue Metals Group Ltd. | | | 1.4% | |
British American Tobacco PLC | | | 1.3% | |
Sanofi | | | 1.2% | |
Unilever PLC | | | 1.2% | |
Rio Tinto PLC | | | 1.1% | |
AstraZeneca PLC | | | 1.0% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Currency Hedged International Equity Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International Equity Index (the “Index”). In seeking to track the Index, the Fund invests in dividend-paying companies in the industrialized world outside the U.S. and Canada while at the same time dynamically hedging exposure to fluctuations of the value of the applicable foreign currencies relative to the U.S. dollar. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 24.76% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). The fiscal year performance is measured beginning July 1, 2020, which was the continuation of the stock market recovery from the COVID-19 pandemic induced market sell-off that occurred during late March of 2020, and explains why absolute performance is exceptionally high for the fiscal year ended June 30, 2021. During the fiscal year, the Fund benefited from its allocations to the Materials and Consumer Discretionary sectors. The benefit from the Materials sector was attributable to a slight overweight position, whereas the benefit from the Consumer Discretionary sector resulted primarily from stock selection. The sector allocations that detracted from performance the most were the Financials, Utilities, and Communication Services sectors. Regionally, exposures within Australia and Germany were the most beneficial positions, while positions in the United Kingdom and Hong Kong negatively impacted performance. During the fiscal year, the Fund utilized foreign exchange contracts to dynamically hedge its foreign currency exposures. The Fund’s performance was negatively impacted by its dynamic currency hedge during the fiscal year as the U.S. dollar weakened relative to a broad basket of developed market currencies, which weighed negatively on performance as compared to a static, unhedged benchmark.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,103.30 | | | | 0.40 | % | | $ | 2.09 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.81 | | | | 0.40 | % | | $ | 2.01 | |
Performance
| | | | | | | | | | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | | | |
| | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 24.76 | % | | | 5.25 | % | | | 8.62 | % | | | 8.19 | % |
Fund Market Price Returns | | | 25.36 | % | | | 5.49 | % | | | 8.49 | % | | | 8.32 | % |
WisdomTree Dynamic Currency Hedged International Equity Index | | | 25.12 | % | | | 5.57 | % | | | 8.86 | % | | | 8.40 | % |
MSCI EAFE Local Currency Index | | | 27.08 | % | | | 7.53 | % | | | 10.01 | % | | | 8.67 | % |
MSCI EAFE Index | | | 32.35 | % | | | 8.27 | % | | | 10.28 | % | | | 9.55 | % |
| 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.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Industrials | | | 23.0% | |
Financials | | | 15.0% | |
Consumer Discretionary | | | 10.9% | |
Materials | | | 10.8% | |
Real Estate | | | 10.2% | |
Information Technology | | | 7.1% | |
Consumer Staples | | | 6.9% | |
Energy | | | 4.1% | |
Health Care | | | 4.1% | |
Utilities | | | 3.8% | |
Communication Services | | | 3.4% | |
Other Assets less Liabilities‡ | | | 0.7% | |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets 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 | | | 1.7% | |
Euronav N.V. | | | 1.1% | |
Neles Oyj | | | 1.0% | |
Nexity S.A. | | | 1.0% | |
Oesterreichische Post AG | | | 0.9% | |
Societe BIC S.A. | | | 0.8% | |
Scandinavian Tobacco Group A/S, Class A | | | 0.7% | |
Cie Automotive S.A. | | | 0.7% | |
Enav SpA | | | 0.7% | |
Platinum Asset Management Ltd. | | | 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.
The Fund returned 36.12% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). The fiscal year performance is measured beginning July 1, 2020, which was the continuation of the stock market recovery from the COVID-19 pandemic induced market sell-off that occurred during late March of 2020, and explains why absolute performance is exceptionally high for the fiscal year ended June 30, 2021. During the fiscal year, the Fund benefited from its allocations to the Materials and Real Estate sectors. The benefit from the Materials sector was attributable to positive stock selection, whereas the benefit from the Real Estate sector resulted primarily from both stock selection and an underweight allocation. The sector allocations that detracted from performance the most were the Industrials and Communication Services sectors, mainly due to stock selection. Regionally, exposures within Australia and Israel were the most beneficial positions, while positions in Sweden and Hong Kong negatively impacted performance. During the fiscal year, the Fund utilized foreign exchange contracts to dynamically hedge its foreign currency exposures. The Fund’s performance was negatively impacted by its dynamic currency hedge during the fiscal year as the U.S. dollar weakened relative to a broad basket of developed market currencies, which weighed negatively on performance as compared to a static, unhedged benchmark.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,123.70 | | | | 0.48 | % | | $ | 2.53 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.41 | | | | 0.48 | % | | $ | 2.41 | |
Performance
| | | | | | | | | | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | | | |
| | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 36.12 | % | | | 6.16 | % | | | 10.63 | % | | | 9.73 | % |
Fund Market Price Returns | | | 36.40 | % | | | 6.03 | % | | | 10.56 | % | | | 9.83 | % |
WisdomTree Dynamic Currency Hedged International SmallCap Equity Index | | | 37.13 | % | | | 6.62 | % | | | 11.14 | % | | | 10.21 | % |
MSCI EAFE Small Cap Local Currency Index | | | 34.77 | % | | | 7.52 | % | | | 11.85 | % | | | 10.22 | % |
MSCI EAFE Small Cap Index | | | 40.98 | % | | | 8.40 | % | | | 12.03 | % | | | 11.25 | % |
| 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.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree Emerging Markets ESG Fund (RESE)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Information Technology | | | 23.9% | |
Financials | | | 14.9% | |
Consumer Discretionary | | | 14.6% | |
Communication Services | | | 14.5% | |
Materials | | | 8.1% | |
Consumer Staples | | | 7.6% | |
Industrials | | | 6.4% | |
Health Care | | | 6.2% | |
Real Estate | | | 2.8% | |
Utilities | | | 1.0% | |
Other Assets less Liabilities‡ | | | 0.0% | * |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
| * | Represents less than 0.1%. |
Top Ten Holdings*
| | | | |
| |
| Description | | % of Net Assets | |
Taiwan Semiconductor Manufacturing Co., Ltd. | | | 5.9% | |
Tencent Holdings Ltd. | | | 5.2% | |
Samsung Electronics Co., Ltd. | | | 4.0% | |
Infosys Ltd. | | | 1.1% | |
Ping An Insurance Group Co. of China Ltd., Class H | | | 1.1% | |
Evergreen Marine Corp. Taiwan Ltd. | | | 1.1% | |
JD.com, Inc., ADR | | | 1.0% | |
Baidu, Inc., ADR | | | 0.9% | |
SK Hynix, Inc. | | | 0.8% | |
NAVER Corp. | | | 0.8% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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.
The Fund returned 43.82% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). The fiscal year performance is measured beginning July 1, 2020, which was the continuation of the stock market recovery from the COVID-19 pandemic induced market sell-off that occurred during late March of 2020, and explains why absolute performance is exceptionally high for the fiscal year ended June 30, 2021. During the fiscal year, the Fund benefited from its allocations to the Industrials and Financials sectors, both due to positive stock selection. The sector allocations that detracted from performance the most were the Consumer Staples and Materials sectors, mainly due to negative stock selection. Regionally, exposures within China and Taiwan were the most beneficial positions, with the former due to stock selection and the latter due to both stock selection and a slight underweight allocation. Positions in South Korea and Brazil negatively impacted performance due to stock selection.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,098.10 | | | | 0.32 | % | | $ | 1.66 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.21 | | | | 0.32 | % | | $ | 1.61 | |
Performance
| | | | | | | | | | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | | | |
| | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns2 | | | 43.82 | % | | | 11.60 | % | | | 12.19 | % | | | 12.66 | % |
Fund Market Price Returns2 | | | 44.01 | % | | | 11.35 | % | | | 11.99 | % | | | 12.61 | % |
MSCI Emerging Markets Extended ESG Focus Index3 | | | 43.14 | % | | | 12.78 | % | | | N/A | | | | N/A | |
MSCI Emerging Markets Index | | | 40.90 | % | | | 11.27 | % | | | 13.03 | % | | | 13.27 | % |
| 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, and the line graph for the Index begins at the same value as the Fund on that date. |
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.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree International ESG Fund (RESD)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Health Care | | | 16.6% | |
Industrials | | | 14.8% | |
Consumer Staples | | | 14.4% | |
Financials | | | 14.1% | |
Information Technology | | | 12.4% | |
Materials | | | 10.5% | |
Consumer Discretionary | | | 9.7% | |
Communication Services | | | 3.7% | |
Utilities | | | 3.1% | |
Other Assets less Liabilities‡ | | | 0.7% | |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets 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 | | | 2.6% | |
ASML Holding N.V. | | | 2.5% | |
Roche Holding AG | | | 1.9% | |
Novartis AG, Registered Shares | | | 1.6% | |
SAP SE | | | 1.4% | |
Novo Nordisk A/S, Class B | | | 1.4% | |
Unilever PLC | | | 1.3% | |
Sony Group Corp. | | | 1.3% | |
AstraZeneca PLC | | | 1.2% | |
Diageo PLC | | | 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 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.
The Fund returned 28.94% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). The fiscal year performance is measured beginning July 1, 2020, which was the continuation of the stock market recovery from the COVID-19 pandemic induced market sell-off that occurred during late March of 2020, and explains why absolute performance is exceptionally high for the fiscal year ended June 30, 2021. During the fiscal year, the Fund benefited from its allocations to the Industrials and Utilities sectors. The benefit from the Industrials sector was attributable to positive stock selection, whereas the benefit from the Utilities sector resulted primarily from an underweight position. The sector allocations that detracted from performance the most were the Consumer Staples, Materials, and Health Care sectors, mainly due to stock selection. Regionally, exposures within Spain and Italy were the most beneficial positions primarily due to stock selection, while positions in Japan and France negatively impacted performance also due to stock selection.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,090.60 | | | | 0.30 | % | | $ | 1.56 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.31 | | | | 0.30 | % | | $ | 1.51 | |
Performance
| | | | | | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | | |
| | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns2 | | | 28.94 | % | | | 11.52 | % | | | 13.21 | % |
Fund Market Price Returns2 | | | 29.02 | % | | | 11.53 | % | | | 13.25 | % |
MSCI EAFE Extended ESG Focus Index3 | | | 33.11 | % | | | 9.04 | % | | | N/A | |
MSCI EAFE Local Currency Index | | | 27.08 | % | | | 7.53 | % | | | 9.64 | % |
MSCI EAFE Index | | | 32.35 | % | | | 8.27 | % | | | 10.27 | % |
| 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, and the line graph for the Index begins at the same value as the Fund on that date. |
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.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree U.S. Corporate Bond Fund (WFIG)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Financials | | | 25.2% | |
Communication Services | | | 13.7% | |
Health Care | | | 11.7% | |
Industrials | | | 10.2% | |
Information Technology | | | 9.4% | |
Utilities | | | 8.7% | |
Consumer Staples | | | 6.2% | |
Energy | | | 5.9% | |
Consumer Discretionary | | | 3.9% | |
Real Estate | | | 1.9% | |
Materials | | | 1.8% | |
Other Assets less Liabilities‡ | | | 1.4% | |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets 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 | |
AT&T, Inc.,
6.30%, 1/15/38 | | | 1.4% | |
Oracle Corp.,
5.38%, 7/15/40 | | | 1.3% | |
Verizon Communications, Inc.,
4.50%, 8/10/33 | | | 0.8% | |
Wells Fargo & Co.,
1.65%, 6/2/24 | | | 0.8% | |
Bank of America Corp.,
4.20%, 8/26/24 | | | 0.7% | |
Morgan Stanley,
7.25%, 4/1/32 | | | 0.7% | |
Citigroup, Inc.,
4.30%, 11/20/26 | | | 0.7% | |
Walt Disney Co. (The),
5.40%, 10/1/43 | | | 0.6% | |
Capital One Financial Corp.,
3.80%, 1/31/28 | | | 0.6% | |
AT&T, Inc.,
3.65%, 9/15/59 | | | 0.6% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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.
The Fund returned 2.75% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). During the fiscal year, the Fund benefited from a full allocation into corporate bonds when compared to a broad aggregate U.S. bond universe that includes other asset classes like U.S. Treasury bonds, agency debt, and securitized debt. The broad U.S. aggregate bond market had negative returns during the fiscal year. The Fund concentrates nearly 100% of its weight in debt issued by public corporations and these securities benefit in performance when credit spreads (the difference in yield between U.S. Treasury bonds and another debt security with the same maturity but of lesser quality) tighten. Investment grade corporate bond credit spreads tightened consistently by 46% over the fiscal year (0.86% credit spread at the end of the fiscal year versus 1.60% credit spread at the beginning of the fiscal year). Asset classes that are typically described as “risk-on”, like corporate debt, have continued to stabilize and generate positive performance as the global markets continued to recover from the impacts of the COVID-19 pandemic. The Fund’s largest sector weights were in more cyclical, value-oriented sectors like Financials and Utilities, which have generally performed well during this market recovery when compared to more growth-oriented sectors like Technology and Consumer Services. This positive credit performance has helped offset some of the negative performance impacts due to higher interest rates, which have risen in aggregate over the entire fiscal year. The Fund’s quality screening approach of screening out potential at-risk issuers helped alleviate some performance volatility and downgrade risk.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 984.60 | | | | 0.18 | % | | $ | 0.89 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.90 | | | | 0.18 | % | | $ | 0.90 | |
Performance
| | | | | | | | | | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | | | |
| | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 2.75 | % | | | 7.52 | % | | | 4.53 | % | | | 4.74 | % |
Fund Market Price Returns | | | 2.55 | % | | | 7.85 | % | | | 4.67 | % | | | 4.75 | % |
WisdomTree U.S. Corporate Bond Index | | | 3.31 | % | | | 7.69 | % | | | 4.84 | % | | | 5.12 | % |
ICE BofA Merrill Lynch U.S. Corporate Index | | | 3.62 | % | | | 7.78 | % | | | 4.94 | % | | | 5.26 | % |
| 1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Consumer Discretionary | | | 16.7% | |
Communication Services | | | 15.3% | |
Energy | | | 11.6% | |
Health Care | | | 10.3% | |
Industrials | | | 8.8% | |
Financials | | | 7.7% | |
Consumer Staples | | | 7.0% | |
Real Estate | | | 6.6% | |
Information Technology | | | 5.6% | |
Materials | | | 4.4% | |
Utilities | | | 3.2% | |
Other Assets less Liabilities‡ | | | 2.8% | |
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 | | | 1.2% | |
DISH DBS Corp.,
7.75%, 7/1/26 | | | 1.1% | |
Uniti Group L.P.,
7.88%, 2/15/25 | | | 1.0% | |
iHeartCommunications, Inc.,
8.38%, 5/1/27 | | | 0.9% | |
HCA, Inc.,
3.50%, 9/1/30 | | | 0.8% | |
L Brands, Inc.,
6.88%, 11/1/35 | | | 0.8% | |
DaVita, Inc.,
3.75%, 2/15/31 | | | 0.8% | |
Community Health Systems, Inc.,
4.75%, 2/15/31 | | | 0.8% | |
Sirius XM Radio, Inc.,
5.38%, 7/15/26 | | | 0.8% | |
CSC Holdings LLC,
5.38%, 2/1/28 | | | 0.8% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree U.S. High Yield Corporate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree U.S. High Yield Corporate Bond Index (the “Index”). In seeking to track the Index, the Fund 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.
The Fund returned 13.84% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). During the fiscal year, the Fund benefited from a full allocation into high yield corporate bonds when compared to a broad aggregate U.S. bond universe that includes other asset classes like U.S. Treasury bonds, agency debt, and securitized debt. The broad U.S. aggregate bond market saw negative returns during the fiscal year. The Fund concentrates nearly 100% of its weight in high yield debt issued by public corporations, and these securities benefit in performance when credit spreads (the difference in yield between U.S. Treasury bonds and another debt security with the same maturity but of lesser quality) tighten. High yield corporate bond credit spreads tightened consistently over 50% during the fiscal year (3.04% credit spread at the end of the fiscal year versus 6.44% credit spread at the beginning of the fiscal year). Asset classes that are typically described as “risk-on”, like corporate debt, have continued to stabilize and generate positive performance as the global markets continued to recover from the impacts of the COVID-19 pandemic. This is especially true for bonds that are deemed “high yield” status, as they have a greater risk/reward profile when compared to their investment grade counterparts and are more closely tied to the recovery of the economy. Over the fiscal year, high yield corporate bonds greatly outperformed investment grade corporate bonds as many of these corporates have continued to recover from distressed pandemic levels. One of the driving factors in positive performance for the Fund came from one of its larger sector weights in Energy, as the energy and commodities sectors broadly have seen considerable positive performance over the fiscal year. This positive credit performance has helped offset some of the negative performance impacts due to higher interest rates, which have risen in aggregate over the entire fiscal year. In addition, high yield corporate bonds tend to be less interest rate sensitive than their investment grade counterparts as they carry with them far less duration risk in the aggregate. The Fund’s quality screening approach of screening out potential at-risk issuers helped alleviate some performance volatility and default risk. The Fund had underperformed its benchmark due to its relative underweight in more at-risk sectors like Energy that rallied significantly after the COVID-19 selloff. In addition, the Fund was underweight the lowest quality high yield bonds, mainly bonds rated CCC-rated and below, which had higher performance when compared to higher quality high yield securities coming off of their pandemic-selloff lows. The Fund’s underperformance relative to its tracking Index was primarily attributable to representative sampling of the Index; amplified by the rebound in some of the more risk-on securities post-pandemic selloff.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,031.00 | | | | 0.38 | % | | $ | 1.91 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.91 | | | | 0.38 | % | | $ | 1.91 | |
Performance
| | | | | | | | | | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | | | |
| | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 13.84 | % | | | 7.34 | % | | | 6.71 | % | | | 6.75 | % |
Fund Market Price Returns | | | 13.60 | % | | | 7.92 | % | | | 6.93 | % | | | 6.80 | % |
WisdomTree U.S. High Yield Corporate Bond Index | | | 15.26 | % | | | 7.51 | % | | | 7.42 | % | | | 7.52 | % |
ICE BofA Merrill Lynch U.S. High Yield Index | | | 15.62 | % | | | 7.15 | % | | | 7.30 | % | | | 7.50 | % |
| 1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Financials | | | 37.1% | |
Health Care | | | 14.1% | |
Information Technology | | | 10.7% | |
Industrials | | | 8.1% | |
Consumer Staples | | | 6.8% | |
Consumer Discretionary | | | 5.6% | |
Communication Services | | | 5.0% | |
Utilities | | | 4.9% | |
Energy | | | 4.5% | |
Materials | | | 1.1% | |
Real Estate | | | 0.8% | |
Other Assets less Liabilities‡ | | | 1.3% | |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets 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 | |
Boeing Co. (The),
3.10%, 5/1/26 | | | 1.7% | |
Bank of America Corp.,
4.20%, 8/26/24 | | | 1.3% | |
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% | |
Boeing Co. (The),
2.20%, 2/4/26 | | | 1.0% | |
Morgan Stanley,
2.72%, 7/22/25 | | | 1.0% | |
Broadcom, Inc.,
3.42%, 4/15/33 | | | 1.0% | |
Citigroup, Inc.,
3.88%, 10/25/23 | | | 1.0% | |
Gilead Sciences, Inc.,
3.50%, 2/1/25 | | | 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 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.
The Fund returned 1.59% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). During the fiscal year, the Fund benefited from a full allocation into corporate bonds when compared to a broad aggregate U.S. bond universe that includes other asset classes like U.S. Treasury bonds, agency debt, and securitized debt. The broad U.S. aggregate bond market saw negative returns during the fiscal year. Asset classes that are typically described as “risk-on”, like corporate debt, have continued to stabilize and generate positive performance as the global markets continued to recover from the impacts of the COVID-19 pandemic. The Fund’s largest sector weights were in more cyclical, value-oriented sectors like Financials and Utilities, which had performed relatively well during this market recovery when compared to more growth-oriented sectors like Technology and Consumer Services. The Fund’s quality screening approach of screening out potential at-risk issuers helped alleviate some performance volatility and downgrade risk.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,000.60 | | | | 0.18 | % | | $ | 0.89 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.90 | | | | 0.18 | % | | $ | 0.90 | |
Performance
| | | | | | | | | | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | | | |
| | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 1.59 | % | | | 3.91 | % | | | 2.58 | % | | | 2.62 | % |
Fund Market Price Returns | | | 1.33 | % | | | 4.14 | % | | | 2.69 | % | | | 2.56 | % |
WisdomTree U.S. Short-Term Corporate Bond Index | | | 2.04 | % | | | 4.32 | % | | | 2.98 | % | | | 3.06 | % |
ICE BofA Merrill Lynch 1-5 year U.S. Corporate Index | | | 2.55 | % | | | 4.85 | % | | | 3.25 | % | | | 3.36 | % |
| 1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Consumer Discretionary | | | 21.6% | |
Industrials | | | 12.9% | |
Energy | | | 11.9% | |
Health Care | | | 10.7% | |
Real Estate | | | 10.0% | |
Financials | | | 9.9% | |
Communication Services | | | 7.9% | |
Information Technology | | | 6.8% | |
Materials | | | 3.6% | |
Utilities | | | 2.0% | |
Consumer Staples | | | 0.7% | |
Other Assets less Liabilities‡ | | | 2.0% | |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets 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 | |
TransDigm, Inc.,
8.00%, 12/15/25 | | | 2.6% | |
Occidental Petroleum Corp.,
2.90%, 8/15/24 | | | 2.4% | |
Community Health Systems, Inc.,
8.00%, 3/15/26 | | | 1.9% | |
Uniti Group L.P.,
7.88%, 2/15/25 | | | 1.8% | |
Tenet Healthcare Corp.,
6.75%, 6/15/23 | | | 1.7% | |
OneMain Finance Corp.,
6.13%, 3/15/24 | | | 1.7% | |
Ford Motor Co.,
9.00%, 4/22/25 | | | 1.6% | |
Lumen Technologies, Inc.,
7.50%, 4/1/24, Series Y | | | 1.6% | |
DISH DBS Corp.,
5.88%, 7/15/22 | | | 1.5% | |
Ford Motor Credit Co. LLC,
4.06%, 11/1/24 | | | 1.4% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree U.S. Short-Term 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.
The Fund returned 11.34% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). During the fiscal year, the Fund benefited from a full allocation into high yield corporate bonds when compared to a broad aggregate U.S. bond universe that includes other asset classes like U.S. Treasury bonds, agency debt, and securitized debt. The broad U.S. aggregate bond market saw negative returns during the fiscal year. Asset classes that are typically described as “risk-on”, like corporate debt, have continued to stabilize and generate positive performance as the global markets continued to recover from the impacts of the COVID-19 pandemic. This is especially true for bonds that are deemed “high yield” status, as they have a greater risk/reward profile when compared to their investment grade counterparts and are more closely tied to the recovery of the economy. Over the fiscal year, high yield corporate bonds greatly outperformed investment grade corporate bonds as many of these corporates continued to recover from distressed pandemic levels. One of the driving factors in positive performance for the Fund came from one of its larger sector weights in Energy, as the energy and commodities sectors broadly have seen considerable positive performance over the fiscal year. The Fund’s quality screening approach of screening out potential at-risk issuers helped alleviate some performance volatility and default risk. The Fund had underperformed its benchmark due to its relative underweight in more at-risk sectors like Energy that rallied significantly after the COVID-19 selloff. In addition, the Fund was underweight the lowest quality high yield bonds, mainly bonds rated CCC-rated and below, which had higher performance when compared to higher quality high yield securities coming off of their pandemic-selloff lows. The Fund’s underperformance relative to its tracking Index was primarily attributable to representative sampling of the Index; amplified by the rebound in some of the more risk-on securities post-pandemic selloff.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,034.00 | | | | 0.38 | % | | $ | 1.92 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.91 | | | | 0.38 | % | | $ | 1.91 | |
Performance
| | | | | | | | | | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | | | |
| | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 11.34 | % | | | 5.03 | % | | | 5.30 | % | | | 5.46 | % |
Fund Market Price Returns | | | 11.24 | % | | | 5.48 | % | | | 5.55 | % | | | 5.49 | % |
WisdomTree U.S. Short-Term High Yield Corporate Bond Index | | | 14.24 | % | | | 5.13 | % | | | 5.83 | % | | | 6.23 | % |
ICE BofA Merrill Lynch 1-5 year U.S. High Yield Constrained Index | | | 15.78 | % | | | 5.45 | % | | | 6.52 | % | | | 6.88 | % |
| 1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Information Technology | | | 17.8% | |
Consumer Discretionary | | | 16.1% | |
Financials | | | 13.5% | |
Communication Services | | | 10.4% | |
Investment Company | | | 7.8% | |
Materials | | | 6.4% | |
Energy | | | 4.2% | |
Consumer Staples | | | 3.9% | |
Health Care | | | 3.4% | |
Industrials | | | 2.5% | |
Real Estate | | | 1.4% | |
Utilities | | | 1.0% | |
Other Assets less Liabilities‡ | | | 11.6% | |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets 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% | |
Tencent Holdings Ltd. | | | 5.4% | |
Alibaba Group Holding Ltd. | | | 5.3% | |
Samsung Electronics Co., Ltd. | | | 5.0% | |
WisdomTree India Earnings Fund (EPI)^ | | | 3.2% | |
iShares MSCI India ETF | | | 3.2% | |
Meituan, Class B | | | 1.8% | |
Naspers Ltd., Class N | | | 1.4% | |
iShares 1-3 Year Treasury Bond ETF | | | 1.3% | |
Vale S.A. | | | 1.3% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| ^ | For a full list of current holdings information for the underlying WisdomTree fund please visit www.wisdomtree.com. |
The WisdomTree Emerging Markets Efficient Core Fund (the “Fund”) is actively managed using a model-based approach seeking total return. The Fund seeks to achieve its investment objective by primarily investing in emerging markets equity securities and U.S. Treasury futures contracts. Under normal circumstances, the Fund will invest approximately 90% of its net assets in emerging market equity securities and the notional exposure to the U.S. Treasury futures contracts’ positions will represent approximately 60% of the Fund’s net assets.
The Fund had less than six months of operating history at the end of the reporting period and therefore no discussion of Fund performance or comparative performance information is shown in this shareholder report. Comparative performance information for the most recent month-end is available at www.wisdomtree.com.
Shareholder Expense Example (for the six-month period1 ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized Net
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual1 | | $ | 1,000.00 | | | $ | 1,045.80 | | | | 0.31 | % | | $ | 0.36 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.26 | | | | 0.31 | % | | $ | 1.56 | |
| 1 | Fund commenced operations on May 20, 2021. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 42/365 (to reflect the period since commencement of operations). |
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree International Efficient Core Fund (NTSI)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Financials | | | 15.7% | |
Industrials | | | 13.6% | |
Consumer Discretionary | | | 12.1% | |
Health Care | | | 11.7% | |
Consumer Staples | | | 9.6% | |
Information Technology | | | 8.3% | |
Materials | | | 7.1% | |
Communication Services | | | 4.1% | |
Energy | | | 2.8% | |
Utilities | | | 2.8% | |
Investment Company | | | 1.8% | |
Real Estate | | | 1.7% | |
Other Assets less Liabilities‡ | | | 8.7% | |
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 | |
Nestle S.A., Registered Shares | | | 2.1% | |
ASML Holding N.V. | | | 1.8% | |
iShares 1-3 Year Treasury Bond ETF | | | 1.8% | |
Roche Holding AG | | | 1.6% | |
Toyota Motor Corp. | | | 1.3% | |
LVMH Moet Hennessy Louis Vuitton SE | | | 1.3% | |
Novartis AG, Registered Shares | | | 1.1% | |
AstraZeneca PLC | | | 1.0% | |
SAP SE | | | 0.9% | |
Unilever PLC | | | 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 Efficient Core Fund (the “Fund”) is actively managed using a model-based approach seeking total return. The Fund seeks to achieve its investment objective by primarily investing in international equity securities and U.S. Treasury futures contracts. Under normal circumstances, the Fund will invest approximately 90% of its net assets in international equity securities and the notional exposure to the U.S. Treasury futures contracts’ positions will represent approximately 60% of the Fund’s net assets.
The Fund had less than six months of operating history at the end of the reporting period and therefore no discussion of Fund performance or comparative performance information is shown in this shareholder report. Comparative performance information for the most recent month-end is available at www.wisdomtree.com.
Shareholder Expense Example (for the six-month period1 ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual1 | | $ | 1,000.00 | | | $ | 1,015.00 | | | | 0.26 | % | | $ | 0.30 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.51 | | | | 0.26 | % | | $ | 1.30 | |
| 1 | Fund commenced operations on May 20, 2021. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 42/365 (to reflect the period since commencement of operations). |
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree U.S. Efficient Core Fund (NTSX)
(formerly, WisdomTree 90/60 U.S. Balanced Fund)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Information Technology | | | 25.8% | |
Health Care | | | 11.5% | |
Consumer Discretionary | | | 11.0% | |
Communication Services | | | 10.4% | |
Financials | | | 9.8% | |
Industrials | | | 7.5% | |
Consumer Staples | | | 5.2% | |
Energy | | | 2.4% | |
Real Estate | | | 2.1% | |
Materials | | | 2.1% | |
Utilities | | | 1.9% | |
U.S. Government Obligations | | | 0.1% | |
Other Assets less Liabilities‡ | | | 10.2% | |
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 | |
Apple, Inc. | | | 5.4% | |
Microsoft Corp. | | | 5.0% | |
Amazon.com, Inc. | | | 3.7% | |
Facebook, Inc., Class A | | | 1.9% | |
Alphabet, Inc., Class C | | | 1.9% | |
Alphabet, Inc., Class A | | | 1.8% | |
Tesla, Inc. | | | 1.3% | |
JPMorgan Chase & Co. | | | 1.2% | |
NVIDIA Corp. | | | 1.1% | |
Johnson & Johnson | | | 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 U.S. Efficient Core 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. Prior to May 20, 2021, the Fund was known as the WisdomTree 90/60 U.S. Balanced Fund.
The Fund returned 34.04% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). The Fund’s position in the equity asset class contributed most positively to performance while its position in the fixed income asset class contributed negatively to performance. Over the course of the fiscal year, broad-based equities performed positively due to the post COVID-19 pandemic market recovery. The Fund utilized derivatives contracts to obtain broad-based fixed income exposure, through use of U.S. Treasury futures contracts, which had negative performance during the fiscal year, due in large part to the volatile market environment. The enhanced exposure compared to traditional 60% equity and 40% bond portfolios magnified the Fund’s returns and resulted in the overall positive performance of the Fund.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,114.70 | | | | 0.20 | % | | $ | 1.05 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.80 | | | | 0.20 | % | | $ | 1.00 | |
Performance
| | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | |
| | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | 34.04 | % | | | 19.47 | % |
Fund Market Price Returns | | | 34.21 | % | | | 19.54 | % |
60% S&P 500® Index / 40% Bloomberg Barclays U.S. Aggregate Index Composite | | | 23.35 | % | | | 12.95 | % |
S&P 500® Index | | | 40.79 | % | | | 17.64 | % |
| 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.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree BioRevolution Fund (WDNA)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Health Care | | | 85.9% | |
Materials | | | 6.7% | |
Consumer Staples | | | 3.8% | |
Energy | | | 3.6% | |
Other Assets less Liabilities‡ | | | 0.0% | * |
Total | | | 100.0% | |
| † | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
| * | Represents less than 0.1%. |
Top Ten Holdings*
| | | | |
| |
| Description | | % of Net Assets | |
Agenus, Inc. | | | 1.5% | |
Biogen, Inc. | | | 1.4% | |
Eli Lilly & Co. | | | 1.4% | |
PerkinElmer, Inc. | | | 1.3% | |
Illumina, Inc. | | | 1.3% | |
Editas Medicine, Inc. | | | 1.2% | |
Agilent Technologies, Inc. | | | 1.2% | |
Alexion Pharmaceuticals, Inc. | | | 1.2% | |
Thermo Fisher Scientific, Inc. | | | 1.2% | |
Takara Bio, Inc. | | | 1.2% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree BioRevolution Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree BioRevolution Index (the “Index”). In seeking to track the Index, the Fund primarily invests in equity securities of exchange-listed companies globally that will be significantly transformed by advancements in genetics and biotechnology. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund had less than six months of operating history at the end of the reporting period and therefore no discussion of Fund performance or comparative performance information is shown in this shareholder report. Comparative performance information for the most recent month-end is available at www.wisdomtree.com.
Shareholder Expense Example (for the six-month period1 ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual1 | | $ | 1,000.00 | | | $ | 1,064.70 | | | | 0.45 | % | | $ | 0.36 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.56 | | | | 0.45 | % | | $ | 2.26 | |
| 1 | Fund commenced operations on June 3, 2021. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 28/365 (to reflect the period since commencement of operations). |
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree Cloud Computing Fund (WCLD)
Sector Breakdown†
| | | | |
| |
| Sector | | % of Net Assets | |
Information Technology | | | 96.6% | |
Health Care | | | 1.8% | |
Consumer Discretionary | | | 1.5% | |
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 | |
Asana, Inc., Class A | | | 2.8% | |
Box, Inc., Class A | | | 2.6% | |
Dropbox, Inc., Class A | | | 2.4% | |
Cloudflare, Inc., Class A | | | 2.4% | |
Proofpoint, Inc. | | | 2.3% | |
Adobe, Inc. | | | 2.3% | |
Domo, Inc., Class B | | | 2.2% | |
Mimecast Ltd. | | | 2.1% | |
Sprout Social, Inc., Class A | | | 2.1% | |
HubSpot, Inc. | | | 2.0% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Cloud Computing Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bessemer Venture Partners (“BVP”) Nasdaq Emerging Cloud Index (the “Index”). In seeking to track the Index, the Fund invests in emerging public companies primarily involved in providing cloud computing software and services to their customers, which derive the majority of their revenues from business-oriented software products, as determined by BVP. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
The Fund returned 43.45% at net asset value (“NAV”) for the fiscal year ended June 30, 2021 (for more complete performance information please see the table below). The fiscal year performance is measured beginning July 1, 2020, which was the continuation of the stock market recovery from the COVID-19 pandemic induced market sell-off that occurred during late March of 2020, and explains why absolute performance is exceptionally high for the fiscal year ended June 30, 2021. During the fiscal year, the Fund benefited from its allocation to the Information Technology sector, as the Fund concentrates nearly 100% of its weight in companies within the cloud computing industry which benefited from schools, governments, and businesses operating virtually during the COVID-19 pandemic. The Fund’s lack of exposure to the Communication Services, Industrials, and Financials sectors detracted from performance as these sectors benefited from the U.S. economy reopening and recovering from the COVID-19 pandemic. The Fund’s exposure to companies with smaller market capitalizations was an additional driver of positive relative performance.
Shareholder Expense Example (for the six-month period ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual | | $ | 1,000.00 | | | $ | 1,044.10 | | | | 0.45 | % | | $ | 2.28 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.56 | | | | 0.45 | % | | $ | 2.26 | |
Performance
| | | | | | | | |
| | |
| | | Average Annual Total Return | |
| | |
| | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | 43.45 | % | | | 55.41 | % |
Fund Market Price Returns | | | 43.74 | % | | | 55.58 | % |
BVP NASDAQ Emerging Cloud Index | | | 44.11 | % | | | 56.16 | % |
S&P 500® Information Technology Index | | | 42.40 | % | | | 40.57 | % |
S&P 500® Growth Index | | | 41.36 | % | | | 30.90 | % |
| 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.
Management’s Discussion of Funds’ Performance
as of June 30, 2021 (unaudited)
WisdomTree Cybersecurity Fund (WCBR)
Country Breakdown†
| | | | |
| |
| Country | | % of Net Assets | |
United States | | | 88.9% | |
Japan | | | 4.0% | |
United Kingdom | | | 3.8% | |
Israel | | | 3.2% | |
Other Assets less Liabilities‡ | | | 0.1% | |
Total | | | 100.0% | |
| † | The Fund’s country breakdown may change over time. 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 | | | 6.9% | |
Crowdstrike Holdings, Inc., Class A | | | 6.3% | |
Datadog, Inc., Class A | | | 6.2% | |
Rapid7, Inc. | | | 5.9% | |
Palo Alto Networks, Inc. | | | 5.4% | |
Okta, Inc. | | | 5.4% | |
Proofpoint, Inc. | | | 5.2% | |
Fortinet, Inc. | | | 4.7% | |
McAfee Corp., Class A | | | 4.4% | |
Zscaler, Inc. | | | 4.4% | |
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Cybersecurity Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Team8 Cybersecurity Index (the “Index”). In seeking to track the Index, the Fund invests in equity securities of exchange-listed companies globally, which are primarily involved in cybersecurity and security-oriented technology that generate a meaningful part of their revenue from security protocols that prevent intrusion and attacks to systems, networks, applications, computers, and mobile devices and are experiencing revenue growth.
The Fund had less than six months of operating history at the end of the reporting period and therefore no discussion of Fund performance or comparative performance information is shown in this shareholder report. Comparative performance information for the most recent month-end is available at www.wisdomtree.com.
Shareholder Expense Example (for the six-month period1 ended June 30, 2021)
| | | | | | | | | | | | | | | | |
| | | | | |
| | | Beginning
Account Value | | | Ending
Account Value | | | Annualized
Expense Ratio | | | Expenses Paid
During the
Period | |
Actual1 | | $ | 1,000.00 | | | $ | 1,010.80 | | | | 0.45 | % | | $ | 1.91 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.56 | | | | 0.45 | % | | $ | 2.26 | |
| 1 | Fund commenced operations on January 28, 2021. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 154/365 (to reflect the period since commencement of operations). |
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.
Cloud computing is a term used to describe the delivery, through the Internet, of computing services, which can include servers, storage, databases, networking, software, analytics, and intelligence.
Duration is a measure of a bond’s sensitivity to changes in interest rates. The weighted average accounts for the various durations of the bonds purchased as well as the proportion of the total government bond portfolio that they make up.
Gross Domestic Product (GDP) is the total monetary or market value of all the finished goods and services produced within a country’s borders in a specific time period. As a broad measure of overall domestic production, it functions as a comprehensive scorecard of a country’s economic health.
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, 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.
Description of Terms and Indexes (unaudited) (continued)
Risk-on and Risk-off are terms used to describe investor appetite for risk. During periods when risk is perceived as low, the risk-on risk-off theory states that investors tend to engage in higher-risk investments (i.e., “Risk-on”). When risk is perceived to be high, investors have the tendency to gravitate toward lower-risk investments (i.e., “Risk-off”).
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.
Tenors refers to the length of time remaining before a financial contract expires.
The WisdomTree BioRevolution Index is designed to track performance of companies that will be significantly transformed by advancements in genetics and biotechnology that meet index eligibility requirements.
The WisdomTree Dynamic Currency Hedged International Equity Index is a fundamentally weighted index that measures the performance of dividend-paying companies in the industrialized world, excluding Canada and the United States. 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 Team8 Cybersecurity Index is designed to track the performance of companies primarily involved in providing cybersecurity-oriented products that meet index eligibility requirements.
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.
Description of Terms and Indexes (unaudited) (continued)
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 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
Description of Terms and Indexes (unaudited) (concluded)
EMERGING CLOUD INDEX FROM TIME TO TIME AND AT ANY TIME, INCLUDING IN ADVANCE OF OR FOLLOWING AN ISSUER BEING ADDED TO OR REMOVED FROM THE BVP NASDAQ EMERGING CLOUD INDEX.
Nasdaq® and the BVP Nasdaq Emerging Cloud Index are registered trademarks and service marks of Nasdaq, Inc. (which with its affiliates is referred to as the “Corporations”) and are licensed for use by WisdomTree. The fund has not been passed on by the Corporations as to its legality or suitability. The fund is not issued, endorsed, sold, or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUND.
WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. (together, “WisdomTree”) and the Funds make no representation or warranty, express or implied, to the owners of shares of the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly or the ability of the underlying Indexes to track the performance of their underlying securities. WisdomTree Investments is the licensor of certain trademarks, service marks and trade names of the Funds. WisdomTree Investments has no obligation to take the needs of the Funds or the owners of shares of the Funds into consideration in determining, composing, or calculating the underlying WisdomTree Indexes of the applicable Funds. WisdomTree Investments is not responsible for, and has not participated in, the determination of the timing of, prices of, or quantities of shares of the Funds to be issued or in the determination or calculation of the equation by which the shares of the Funds are redeemable. WisdomTree and the Funds do not guarantee the accuracy, completeness, or performance of the underlying Indexes or the data included therein and shall have no liability in connection with the underlying Indexes or their calculation.
Index performance information assumes the reinvestment of dividends and excludes
management fees, transaction costs and expenses. You cannot directly invest in an index.
* * * * * *
Abbreviations used in the schedules of investments and related tables included in this report are as follows
| 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
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
|
| COMMON STOCKS – 98.9% | |
|
| Australia – 9.4% | |
| | |
AGL Energy Ltd. | | | 16,941 | | | $ | 104,291 | |
| | |
Alumina Ltd. | | | 69,256 | | | | 85,530 | |
| | |
Ampol Ltd. | | | 2,967 | | | | 62,837 | |
| | |
APA Group | | | 17,556 | | | | 117,303 | |
| | |
ASX Ltd. | | | 2,063 | | | | 120,357 | |
| | |
Aurizon Holdings Ltd. | | | 38,447 | | | | 107,374 | |
| | |
AusNet Services Ltd. | | | 84,279 | | | | 110,727 | |
| | |
Australia & New Zealand Banking Group Ltd. | | | 41,562 | | | | 878,355 | |
| | |
Bell Financial Group Ltd.(a) | | | 67,109 | | | | 89,932 | |
| | |
BHP Group Ltd. | | | 36,985 | | | | 1,348,619 | |
| | |
BHP Group PLC | | | 33,005 | | | | 971,168 | |
| | |
Brambles Ltd. | | | 12,994 | | | | 111,600 | |
| | |
Charter Hall Group | | | 7,315 | | | | 85,232 | |
| | |
Coles Group Ltd. | | | 17,883 | | | | 229,445 | |
| | |
Commonwealth Bank of Australia | | | 19,626 | | | | 1,471,507 | |
| | |
Computershare Ltd. | | | 11,280 | | | | 143,117 | |
| | |
CSL Ltd. | | | 1,273 | | | | 272,557 | |
| | |
Dexus | | | 19,077 | | | | 152,816 | |
| | |
Endeavour Group Ltd.*(a) | | | 9,238 | | | | 43,624 | |
| | |
Evolution Mining Ltd. | | | 22,968 | | | | 77,595 | |
| | |
Fortescue Metals Group Ltd. | | | 129,723 | | | | 2,273,072 | |
| | |
Goodman Group | | | 12,805 | | | | 203,515 | |
| | |
Growthpoint Properties Australia Ltd.(a) | | | 33,707 | | | | 102,994 | |
| | |
Harvey Norman Holdings Ltd.(a) | | | 34,138 | | | | 140,447 | |
| | |
JB Hi-Fi Ltd. | | | 2,997 | | | | 113,805 | |
| | |
Macquarie Group Ltd. | | | 2,895 | | | | 339,988 | |
| | |
Magellan Financial Group Ltd. | | | 1,875 | | | | 75,816 | |
| | |
Medibank Pvt Ltd. | | | 47,420 | | | | 112,498 | |
| | |
Mineral Resources Ltd. | | | 4,748 | | | | 191,524 | |
| | |
Mirvac Group | | | 56,131 | | | | 123,050 | |
| | |
National Australia Bank Ltd. | | | 46,076 | | | | 906,991 | |
| | |
Newcrest Mining Ltd. | | | 4,439 | | | | 84,248 | |
| | |
Origin Energy Ltd. | | | 26,442 | | | | 89,530 | |
| | |
Perpetual Ltd. | | | 2,524 | | | | 75,890 | |
| | |
Platinum Asset Management Ltd. | | | 20,108 | | | | 74,122 | |
| | |
QBE Insurance Group Ltd. | | | 15,127 | | | | 122,538 | |
| | |
Rio Tinto Ltd. | | | 8,883 | | | | 844,551 | |
| | |
Santos Ltd. | | | 23,167 | | | | 123,314 | |
| | |
Sonic Healthcare Ltd. | | | 4,925 | | | | 141,982 | |
| | |
Spark Infrastructure Group | | | 58,500 | | | | 98,817 | |
| | |
Stockland | | | 43,121 | | | | 150,859 | |
| | |
Suncorp Group Ltd. | | | 18,657 | | | | 155,615 | |
| | |
Telstra Corp., Ltd. | | | 183,709 | | | | 518,578 | |
| | |
Transurban Group | | | 24,898 | | | | 265,990 | |
| | |
Washington H Soul Pattinson & Co., Ltd.(a) | | | 2,348 | | | | 59,458 | |
| | |
Wesfarmers Ltd. | | | 15,780 | | | | 700,148 | |
| | |
Woodside Petroleum Ltd. | | | 13,710 | | | | 228,603 | |
| | |
Woolworths Group Ltd. | | | 9,238 | | | | 264,448 | |
| | |
Worley Ltd. | | | 6,183 | | | | 55,517 | |
| | | | | | | | |
| Total Australia | | | | 15,221,894 | |
| | | | | | | | |
|
| Austria – 0.6% | |
| | |
CA Immobilien Anlagen AG | | | 1,448 | | | | 60,359 | |
| | |
EVN AG | | | 921 | | | | 21,713 | |
| | |
Oesterreichische Post AG | | | 2,593 | | | | 137,916 | |
| | |
OMV AG | | | 8,755 | | | | 498,051 | |
| | |
Telekom Austria AG* | | | 11,348 | | | | 96,895 | |
| | |
Verbund AG | | | 532 | | | | 48,989 | |
| | |
Vienna Insurance Group AG Wiener Versicherung Gruppe | | | 3,173 | | | | 87,110 | |
| | | | | | | | |
| Total Austria | | | | 951,033 | |
|
| Belgium – 0.6% | |
| | |
Aedifica S.A. | | | 437 | | | | 57,680 | |
| | |
Befimmo S.A. | | | 2,435 | | | | 96,737 | |
| | |
Cofinimmo S.A. | | | 381 | | | | 58,015 | |
| | |
Etablissements Franz Colruyt N.V. | | | 1,188 | | | | 66,441 | |
| | |
Euronav N.V. | | | 8,970 | | | | 83,398 | |
| | |
Proximus SADP | | | 9,650 | | | | 186,422 | |
| | |
Solvay S.A. | | | 1,515 | | | | 192,600 | |
| | |
Telenet Group Holding N.V. | | | 2,541 | | | | 95,645 | |
| | |
UCB S.A. | | | 866 | | | | 90,539 | |
| | |
Warehouses De Pauw CVA | | | 2,088 | | | | 79,732 | |
| | | | | | | | |
| Total Belgium | | | | 1,007,209 | |
|
| China – 1.7% | |
| | |
BOC Hong Kong Holdings Ltd. | | | 174,500 | | | | 592,089 | |
| | |
China Everbright Environment Group Ltd. | | | 190,666 | | | | 108,028 | |
| | |
China Jinmao Holdings Group Ltd. | | | 144,000 | | | | 48,211 | |
| | |
China Overseas Land & Investment Ltd. | | | 129,000 | | | | 293,021 | |
| | |
China Power International Development Ltd. | | | 495,000 | | | | 108,359 | |
| | |
China Resources Power Holdings Co., Ltd. | | | 116,000 | | | | 158,334 | |
| | |
CITIC Telecom International Holdings Ltd. | | | 323,000 | | | | 106,892 | |
| | |
CPMC Holdings Ltd. | | | 136,000 | | | | 79,682 | |
| | |
CSPC Pharmaceutical Group Ltd. | | | 78,320 | | | | 113,358 | |
| | |
Far East Horizon Ltd.(a) | | | 49,000 | | | | 51,235 | |
| | |
Fosun International Ltd. | | | 38,000 | | | | 54,706 | |
| | |
Guangdong Investment Ltd. | | | 84,000 | | | | 120,713 | |
| | |
Lenovo Group Ltd. | | | 274,000 | | | | 315,074 | |
| | |
Shanghai Industrial Holdings Ltd. | | | 50,000 | | | | 73,785 | |
| | |
Shenzhen Investment Ltd. | | | 146,000 | | | | 44,933 | |
| | |
Shougang Fushan Resources Group Ltd. | | | 334,000 | | | | 98,490 | |
| | |
Sinotruk Hong Kong Ltd. | | | 28,000 | | | | 59,996 | |
| | |
Sun Art Retail Group Ltd. | | | 46,000 | | | | 34,237 | |
| | |
Wilmar International Ltd. | | | 65,400 | | | | 218,941 | |
| | |
Yuexiu Property Co., Ltd. | | | 89,200 | | | | 93,957 | |
| | | | | | | | |
| Total China | | | | 2,774,041 | |
|
| Denmark – 1.6% | |
| | |
AP Moller – Maersk A/S, Class B | | | 56 | | | | 160,975 | |
| | |
Carlsberg A/S, Class B | | | 678 | | | | 126,397 | |
| | |
Coloplast A/S, Class B | | | 1,388 | | | | 227,771 | |
| | |
H. Lundbeck A/S | | | 1,894 | | | | 60,258 | |
| | |
Novo Nordisk A/S, Class B | | | 13,659 | | | | 1,144,467 | |
| | |
Novozymes A/S, Class B | | | 1,335 | | | | 100,638 | |
| | |
Orsted A/S(b) | | | 1,322 | | | | 185,528 | |
| | |
Royal Unibrew A/S | | | 734 | | | | 93,504 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Scandinavian Tobacco Group A/S, Class A(b) | | | 6,181 | | | $ | 126,172 | |
| | |
Topdanmark A/S | | | 880 | | | | 45,806 | |
| | |
Tryg A/S | | | 5,588 | | | | 137,193 | |
| | |
Vestas Wind Systems A/S | | | 2,984 | | | | 116,494 | |
| | | | | | | | |
| Total Denmark | | | | 2,525,203 | |
|
| Finland – 1.8% | |
| | |
Alma Media Oyj | | | 7,438 | | | | 91,030 | |
| | |
Elisa Oyj | | | 2,538 | | | | 151,454 | |
| | |
Fiskars Oyj Abp | | | 2,758 | | | | 59,985 | |
| | |
Fortum Oyj | | | 15,002 | | | | 413,816 | |
| | |
Huhtamaki Oyj | | | 1,422 | | | | 67,370 | |
| | |
Kemira Oyj | | | 1,526 | | | | 24,033 | |
| | |
Kesko Oyj, Class B | | | 5,004 | | | | 184,852 | |
| | |
Kojamo Oyj | | | 2,245 | | | | 51,303 | |
| | |
Kone Oyj, Class B | | | 4,076 | | | | 332,561 | |
| | |
Metsa Board Oyj | | | 7,170 | | | | 73,763 | |
| | |
Neles Oyj | | | 6,639 | | | | 95,738 | |
| | |
Neste Oyj | | | 5,566 | | | | 340,861 | |
| | |
Nokian Renkaat Oyj | | | 1,201 | | | | 48,496 | |
| | |
Orion Oyj, Class B | | | 1,724 | | | | 74,113 | |
| | |
Sampo Oyj, Class A | | | 6,202 | | | | 285,078 | |
| | |
UPM-Kymmene Oyj | | | 7,265 | | | | 274,836 | |
| | |
Uponor Oyj | | | 3,226 | | | | 93,500 | |
| | |
Valmet Oyj | | | 2,535 | | | | 110,570 | |
| | |
YIT Oyj | | | 13,022 | | | | 79,762 | |
| | | | | | | | |
| Total Finland | | | | 2,853,121 | |
|
| France – 7.3% | |
| | |
Air Liquide S.A. | | | 3,779 | | | | 661,741 | |
| | |
ALD S.A.(b) | | | 7,716 | | | | 115,661 | |
| | |
Arkema S.A. | | | 711 | | | | 89,208 | |
| | |
AXA S.A. | | | 31,504 | | | | 798,957 | |
| | |
Bollore S.A. | | | 15,639 | | | | 83,829 | |
| | |
Capgemini SE | | | 770 | | | | 147,929 | |
| | |
Carrefour S.A. | | | 4,534 | | | | 89,175 | |
| | |
Cie Generale des Etablissements Michelin SCA | | | 962 | | | | 153,443 | |
| | |
Covivio | | | 2,264 | | | | 193,634 | |
| | |
Danone S.A. | | | 7,666 | | | | 539,739 | |
| | |
Dassault Systemes SE | | | 476 | | | | 115,438 | |
| | |
Edenred | | | 1,666 | | | | 94,933 | |
| | |
Gaztransport Et Technigaz S.A. | | | 473 | | | | 38,199 | |
| | |
Gecina S.A.(a) | | | 1,052 | | | | 161,186 | |
| | |
Hermes International | | | 243 | | | | 354,022 | |
| | |
Iliad S.A. | | | 409 | | | | 59,853 | |
| | |
Imerys S.A. | | | 2,124 | | | | 99,243 | |
| | |
Kering S.A. | | | 504 | | | | 440,500 | |
| | |
L’Oreal S.A. | | | 2,864 | | | | 1,276,374 | |
| | |
La Francaise des Jeux SAEM(b) | | | 1,486 | | | | 87,372 | |
| | |
Legrand S.A. | | | 1,607 | | | | 170,107 | |
| | |
LVMH Moet Hennessy Louis Vuitton SE | | | 1,550 | | | | 1,215,566 | |
| | |
Nexity S.A. | | | 2,656 | | | | 132,857 | |
| | |
Orange S.A. | | | 37,910 | | | | 432,266 | |
| | |
Pernod Ricard S.A. | | | 1,409 | | | | 312,799 | |
| | |
Publicis Groupe S.A. | | | 2,428 | | | | 155,313 | |
| | | | | | | | |
| | |
Rubis SCA | | | 1,916 | | | $ | 85,184 | |
| | |
Sanofi | | | 19,202 | | | | 2,012,104 | |
| | |
Schneider Electric SE | | | 5,292 | | | | 832,671 | |
| | |
Societe BIC S.A. | | | 1,169 | | | | 81,238 | |
| | |
Suez S.A. | | | 5,456 | | | | 129,729 | |
| | |
Teleperformance | | | 232 | | | | 94,177 | |
| | |
Veolia Environnement S.A. | | | 5,142 | | | | 155,314 | |
| | |
Vivendi SE(a) | | | 7,610 | | | | 255,670 | |
| | |
Wendel SE | | | 553 | | | | 74,368 | |
| | | | | | | | |
| Total France | | | | 11,739,799 | |
|
| Germany – 10.6% | |
| | |
Allianz SE, Registered Shares | | | 6,503 | | | | 1,621,815 | |
| | |
alstria office REIT-AG | | | 6,231 | | | | 115,200 | |
| | |
BASF SE | | | 15,943 | | | | 1,256,169 | |
| | |
Bayer AG, Registered Shares | | | 17,627 | | | | 1,070,487 | |
| | |
Bayerische Motoren Werke AG | | | 6,908 | | | | 731,646 | |
| | |
Beiersdorf AG | | | 569 | | | | 68,659 | |
| | |
Brenntag SE | | | 1,616 | | | | 150,285 | |
| | |
Continental AG* | | | 1,786 | | | | 262,592 | |
| | |
Covestro AG(b) | | | 1,825 | | | | 117,866 | |
| | |
Daimler AG, Registered Shares | | | 6,142 | | | | 548,470 | |
| | |
Deutsche Boerse AG | | | 988 | | | | 172,470 | |
| | |
Deutsche Post AG, Registered Shares | | | 14,696 | | | | 999,670 | |
| | |
Deutsche Telekom AG, Registered Shares | | | 54,844 | | | | 1,158,484 | |
| | |
Deutsche Wohnen SE, Bearer Shares | | | 3,533 | | | | 216,109 | |
| | |
DIC Asset AG | | | 4,916 | | | | 84,942 | |
| | |
Duerr AG | | | 1,727 | | | | 65,702 | |
| | |
E.ON SE | | | 51,131 | | | | 591,446 | |
| | |
Evonik Industries AG | | | 6,182 | | | | 207,327 | |
| | |
Fresenius Medical Care AG & Co. KGaA | | | 2,360 | | | | 196,023 | |
| | |
Fresenius SE & Co. KGaA | | | 4,233 | | | | 220,851 | |
| | |
Fuchs Petrolub SE | | | 953 | | | | 37,013 | |
| | |
Hannover Rueck SE | | | 1,314 | | | | 219,872 | |
| | |
Hapag-Lloyd AG(b) | | | 1,005 | | | | 231,334 | |
| | |
Henkel AG & Co. KGaA | | | 1,535 | | | | 141,351 | |
| | |
Infineon Technologies AG | | | 4,709 | | | | 188,865 | |
| | |
Knorr-Bremse AG | | | 1,206 | | | | 138,729 | |
| | |
LANXESS AG | | | 970 | | | | 66,512 | |
| | |
LEG Immobilien SE | | | 883 | | | | 127,176 | |
| | |
Merck KGaA | | | 511 | | | | 97,989 | |
| | |
METRO AG | | | 10,508 | | | | 130,098 | |
| | |
Muenchener Rueckversicherungs – Gesellschaft AG in Muenchen, Registered Shares | | | 1,861 | | | | 509,698 | |
| | |
Rational AG | | | 76 | | | | 68,858 | |
| | |
Rheinmetall AG | | | 787 | | | | 77,744 | |
| | |
RWE AG | | | 4,442 | | | | 160,983 | |
| | |
SAP SE | | | 8,092 | | | | 1,140,425 | |
| | |
Siemens AG, Registered Shares | | | 8,311 | | | | 1,316,961 | |
| | |
Siemens Healthineers AG(b) | | | 5,796 | | | | 355,221 | |
| | |
Software AG | | | 1,840 | | | | 82,787 | |
| | |
Symrise AG | | | 830 | | | | 115,655 | |
| | |
TAG Immobilien AG | | | 2,038 | | | | 64,675 | |
| | |
Talanx AG | | | 3,971 | | | | 162,374 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Telefonica Deutschland Holding AG | | | 61,140 | | | $ | 161,326 | |
| | |
Traton SE | | | 8,794 | | | | 278,866 | |
| | |
Uniper SE | | | 4,101 | | | | 151,057 | |
| | |
Volkswagen AG | | | 2,753 | | | | 903,692 | |
| | |
Vonovia SE | | | 5,827 | | | | 376,746 | |
| | | | | | | | |
| Total Germany | | | | 17,162,220 | |
|
| Hong Kong – 3.5% | |
| | |
AIA Group Ltd. | | | 77,800 | | | | 966,758 | |
| | |
Bank of East Asia Ltd. (The) | | | 32,149 | | | | 59,696 | |
| | |
CLP Holdings Ltd. | | | 41,000 | | | | 405,468 | |
| | |
Guotai Junan International Holdings Ltd. | | | 530,000 | | | | 84,627 | |
| | |
Hang Lung Group Ltd. | | | 29,000 | | | | 73,939 | |
| | |
Hang Lung Properties Ltd. | | | 49,000 | | | | 119,001 | |
| | |
Hang Seng Bank Ltd. | | | 24,900 | | | | 497,304 | |
| | |
Henderson Land Development Co., Ltd. | | | 72,000 | | | | 341,186 | |
| | |
Hong Kong & China Gas Co., Ltd. | | | 146,816 | | | | 227,998 | |
| | |
Hong Kong Exchanges & Clearing Ltd. | | | 8,859 | | | | 527,946 | |
| | |
Hysan Development Co., Ltd. | | | 21,000 | | | | 83,693 | |
| | |
Link REIT | | | 23,200 | | | | 224,805 | |
| | |
MTR Corp., Ltd. | | | 43,143 | | | | 240,274 | |
| | |
New World Development Co., Ltd. | | | 36,252 | | | | 188,359 | |
| | |
PCCW Ltd. | | | 218,239 | | | | 114,377 | |
| | |
Power Assets Holdings Ltd. | | | 54,500 | | | | 334,403 | |
| | |
Sino Land Co., Ltd. | | | 110,000 | | | | 173,374 | |
| | |
Sun Hung Kai & Co., Ltd. | | | 212,000 | | | | 113,837 | |
| | |
Sun Hung Kai Properties Ltd. | | | 36,500 | | | | 543,798 | |
| | |
Swire Properties Ltd. | | | 64,800 | | | | 193,169 | |
| | |
Techtronic Industries Co., Ltd. | | | 11,500 | | | | 200,802 | |
| | | | | | | | |
| Total Hong Kong | | | | 5,714,814 | |
|
| Ireland – 0.4% | |
| | |
CRH PLC | | | 6,432 | | | | 324,178 | |
| | |
Kerry Group PLC, Class A | | | 411 | | | | 57,416 | |
| | |
Smurfit Kappa Group PLC | | | 3,749 | | | | 203,402 | |
| | | | | | | | |
| Total Ireland | | | | 584,996 | |
|
| Israel – 0.4% | |
| | |
Azrieli Group Ltd. | | | 1,483 | | | | 104,450 | |
| | |
Bank Hapoalim BM* | | | 21,734 | | | | 174,486 | |
| | |
Bank Leumi Le-Israel BM* | | | 20,493 | | | | 155,718 | |
| | |
Delek Group Ltd.* | | | 0 | ‡ | | | 48 | |
| | |
Electra Consumer Products 1970 Ltd. | | | 2,319 | | | | 133,297 | |
| | |
ICL Group Ltd. | | | 23,630 | | | | 160,337 | |
| | | | | | | | |
| Total Israel | | | | 728,336 | |
|
| Italy – 2.4% | |
| | |
A2A SpA | | | 64,739 | | | | 132,358 | |
| | |
ACEA SpA | | | 2,705 | | | | 62,521 | |
| | |
Anima Holding SpA(b) | | | 16,141 | | | | 80,223 | |
| | |
Ascopiave SpA | | | 12,061 | | | | 50,776 | |
| | |
Assicurazioni Generali SpA | | | 14,343 | | | | 287,543 | |
| | |
Azimut Holding SpA | | | 3,868 | | | | 93,943 | |
| | |
Davide Campari-Milano N.V. | | | 4,676 | | | | 62,634 | |
| | |
Enav SpA*(b) | | | 13,902 | | | | 62,648 | |
| | |
Enel SpA | | | 117,127 | | | | 1,087,873 | |
| | | | | | | | |
| | |
ERG SpA | | | 2,529 | | | | 74,979 | |
| | |
Ferrari N.V. | | | 524 | | | | 108,126 | |
| | |
Hera SpA(a) | | | 19,684 | | | | 81,328 | |
| | |
Iren SpA | | | 21,085 | | | | 60,161 | |
| | |
Italgas SpA | | | 18,887 | | | | 123,458 | |
| | |
Mediobanca Banca di Credito Finanziario SpA* | | | 22,482 | | | | 262,615 | |
| | |
Poste Italiane SpA(b) | | | 22,459 | | | | 296,971 | |
| | |
RAI Way SpA(b) | | | 12,865 | | | | 77,504 | |
| | |
Recordati Industria Chimica e Farmaceutica SpA | | | 2,303 | | | | 131,640 | |
| | |
Snam SpA | | | 44,721 | | | | 258,544 | |
| | |
Telecom Italia SpA | | | 307,798 | | | | 152,906 | |
| | |
Terna SPA | | | 19,000 | | | | 141,592 | |
| | |
UnipolSai Assicurazioni SpA(a) | | | 80,770 | | | | 234,482 | |
| | | | | | | | |
| Total Italy | | | | 3,924,825 | |
|
| Japan – 23.3% | |
| | |
ABC-Mart, Inc. | | | 1,700 | | | | 97,567 | |
| | |
Advantest Corp. | | | 1,000 | | | | 90,188 | |
| | |
Aeon Co., Ltd. | | | 5,500 | | | | 147,919 | |
| | |
AGC, Inc.(a) | | | 3,000 | | | | 125,957 | |
| | |
Aica Kogyo Co., Ltd. | | | 2,400 | | | | 84,440 | |
| | |
Air Water, Inc. | | | 3,400 | | | | 52,322 | |
| | |
Aisin Corp. | | | 2,700 | | | | 115,551 | |
| | |
Ajinomoto Co., Inc. | | | 3,900 | | | | 101,339 | |
| | |
Alfresa Holdings Corp. | | | 3,500 | | | | 52,316 | |
| | |
Amada Co., Ltd. | | | 5,600 | | | | 56,661 | |
| | |
Amano Corp. | | | 2,900 | | | | 73,186 | |
| | |
ARTERIA Networks Corp. | | | 5,100 | | | | 82,986 | |
| | |
Asahi Group Holdings Ltd.(a) | | | 4,400 | | | | 205,788 | |
| | |
Asahi Kasei Corp. | | | 13,000 | | | | 142,954 | |
| | |
Astellas Pharma, Inc. | | | 13,900 | | | | 242,270 | |
| | |
Azbil Corp. | | | 1,400 | | | | 58,086 | |
| | |
Bandai Namco Holdings, Inc. | | | 1,100 | | | | 76,392 | |
| | |
Bridgestone Corp.(a) | | | 7,000 | | | | 318,813 | |
| | |
Brother Industries Ltd. | | | 3,900 | | | | 77,902 | |
| | |
Canon Marketing Japan, Inc.(a) | | | 2,400 | | | | 55,854 | |
| | |
Canon, Inc.(a) | | | 22,800 | | | | 516,230 | |
| | |
Central Japan Railway Co. | | | 700 | | | | 106,271 | |
| | |
Chiba Bank Ltd. (The) | | | 10,700 | | | | 64,495 | |
| | |
Chubu Electric Power Co., Inc. | | | 8,000 | | | | 97,883 | |
| | |
Chugai Pharmaceutical Co., Ltd. | | | 8,600 | | | | 341,087 | |
| | |
Chugoku Electric Power Co., Inc. (The) | | | 5,600 | | | | 51,161 | |
| | |
COMSYS Holdings Corp. | | | 1,900 | | | | 52,640 | |
| | |
Concordia Financial Group Ltd. | | | 19,200 | | | | 70,406 | |
| | |
Dai Nippon Printing Co., Ltd. | | | 3,300 | | | | 69,841 | |
| | |
Dai-Dan Co., Ltd. | | | 2,500 | | | | 57,483 | |
| | |
Dai-ichi Life Holdings, Inc. | | | 13,200 | | | | 241,903 | |
| | |
Daicel Corp. | | | 8,400 | | | | 69,174 | |
| | |
Daifuku Co., Ltd. | | | 800 | | | | 72,727 | |
| | |
Daiichi Sankyo Co., Ltd. | | | 7,900 | | | | 170,435 | |
| | |
Daiichikosho Co., Ltd. | | | 800 | | | | 30,742 | |
| | |
Daikin Industries Ltd. | | | 900 | | | | 167,772 | |
| | |
Daito Trust Construction Co., Ltd. | | | 1,200 | | | | 131,363 | |
| | |
Daiwa House Industry Co., Ltd. | | | 5,600 | | | | 168,267 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Daiwa Securities Group, Inc. | | | 15,900 | | | $ | 87,401 | |
| | |
Denka Co., Ltd. | | | 2,000 | | | | 66,583 | |
| | |
Denso Corp. | | | 6,300 | | | | 430,198 | |
| | |
Dentsu Group, Inc.(a) | | | 2,700 | | | | 96,698 | |
| | |
Disco Corp. | | | 200 | | | | 61,177 | |
| | |
Dowa Holdings Co., Ltd. | | | 2,300 | | | | 90,661 | |
| | |
East Japan Railway Co. | | | 2,200 | | | | 157,126 | |
| | |
Eisai Co., Ltd. | | | 2,400 | | | | 236,237 | |
| | |
ENEOS Holdings, Inc. | | | 41,200 | | | | 172,573 | |
| | |
FANUC Corp. | | | 600 | | | | 144,851 | |
| | |
Fast Retailing Co., Ltd. | | | 200 | | | | 150,698 | |
| | |
FUJIFILM Holdings Corp. | | | 2,400 | | | | 178,157 | |
| | |
Fujitsu Ltd. | | | 1,700 | | | | 318,587 | |
| | |
Fukuoka Financial Group, Inc. | | | 4,300 | | | | 75,121 | |
| | |
GMO Financial Holdings, Inc.(a) | | | 8,700 | | | | 68,509 | |
| | |
H.U. Group Holdings, Inc. | | | 2,100 | | | | 54,189 | |
| | |
Hakuhodo DY Holdings, Inc. | | | 5,800 | | | | 90,091 | |
| | |
Hankyu Hanshin Holdings, Inc. | | | 2,800 | | | | 86,404 | |
| | |
Haseko Corp. | | | 9,200 | | | | 126,159 | |
| | |
Hazama Ando Corp. | | | 10,300 | | | | 75,911 | |
| | |
Heiwa Corp. | | | 4,600 | | | | 81,523 | |
| | |
Hikari Tsushin, Inc.(a) | | | 400 | | | | 70,313 | |
| | |
Hirose Electric Co., Ltd. | | | 500 | | | | 73,205 | |
| | |
Hisamitsu Pharmaceutical Co., Inc. | | | 1,000 | | | | 49,284 | |
| | |
Hitachi Ltd. | | | 7,000 | | | | 401,180 | |
| | |
Honda Motor Co., Ltd. | | | 13,900 | | | | 444,590 | |
| | |
Hoshizaki Corp. | | | 500 | | | | 42,526 | |
| | |
Hoya Corp. | | | 900 | | | | 119,443 | |
| | |
Hulic Co., Ltd.(a) | | | 6,800 | | | | 76,583 | |
| | |
Idemitsu Kosan Co., Ltd. | | | 4,500 | | | | 108,780 | |
| | |
Inpex Corp.(a) | | | 22,700 | | | | 169,550 | |
| | |
Isuzu Motors Ltd. | | | 8,300 | | | | 109,704 | |
| | |
ITOCHU Corp. | | | 21,000 | | | | 605,460 | |
| | |
Itochu Enex Co., Ltd. | | | 7,300 | | | | 65,048 | |
| | |
Itochu Techno-Solutions Corp. | | | 3,200 | | | | 99,180 | |
| | |
Iyo Bank Ltd. (The) | | | 10,500 | | | | 51,653 | |
| | |
JAC Recruitment Co., Ltd. | | | 4,100 | | | | 65,791 | |
| | |
Japan Exchange Group, Inc. | | | 4,100 | | | | 91,242 | |
| | |
Japan Post Insurance Co., Ltd. | | | 7,600 | | | | 140,647 | |
| | |
Japan Tobacco, Inc.(a) | | | 37,200 | | | | 703,344 | |
| | |
JSR Corp. | | | 2,500 | | | | 75,682 | |
| | |
JTEKT Corp. | | | 6,900 | | | | 70,809 | |
| | |
Kajima Corp. | | | 6,300 | | | | 79,864 | |
| | |
Kaken Pharmaceutical Co., Ltd. | | | 2,000 | | | | 85,773 | |
| | |
Kanematsu Corp. | | | 5,700 | | | | 75,853 | |
| | |
Kansai Electric Power Co., Inc. (The) | | | 12,600 | | | | 120,278 | |
| | |
Kansai Paint Co., Ltd. | | | 1,900 | | | | 48,463 | |
| | |
Kao Corp.(a) | | | 3,700 | | | | 227,854 | |
| | |
KDDI Corp. | | | 36,900 | | | | 1,151,982 | |
| | |
Keyence Corp. | | | 330 | | | | 166,710 | |
| | |
Kikkoman Corp. | | | 800 | | | | 52,834 | |
| | |
Kintetsu Group Holdings Co., Ltd. | | | 1,200 | | | | 42,166 | |
| | |
Kirin Holdings Co., Ltd.(a) | | | 7,500 | | | | 146,365 | |
| | |
Koito Manufacturing Co., Ltd. | | | 1,100 | | | | 68,484 | |
| | | | | | | | |
| | |
Komatsu Ltd. | | | 6,400 | | | | 159,178 | |
| | |
Kose Corp. | | | 400 | | | | 62,997 | |
| | |
Kubota Corp.(a) | | | 6,000 | | | | 121,470 | |
| | |
Kuraray Co., Ltd.(a) | | | 4,100 | | | | 39,415 | |
| | |
KYORIN Holdings, Inc. | | | 3,900 | | | | 63,671 | |
| | |
Kyowa Kirin Co., Ltd.(a) | | | 3,500 | | | | 124,245 | |
| | |
Kyudenko Corp. | | | 2,600 | | | | 83,512 | |
| | |
Lawson, Inc. | | | 1,400 | | | | 64,835 | |
| | |
Lixil Corp. | | | 4,100 | | | | 106,129 | |
| | |
Mabuchi Motor Co., Ltd.(a) | | | 1,800 | | | | 68,114 | |
| | |
Maeda Road Construction Co., Ltd.(a) | | | 3,200 | | | | 62,910 | |
| | |
Makita Corp. | | | 1,000 | | | | 47,121 | |
| | |
Marubeni Corp. | | | 21,100 | | | | 183,663 | |
| | |
Maruichi Steel Tube Ltd. | | | 1,300 | | | | 30,559 | |
| | |
Matsui Securities Co., Ltd. | | | 800 | | | | 5,838 | |
| | |
Matsumotokiyoshi Holdings Co., Ltd. | | | 1,400 | | | | 61,870 | |
| | |
Mebuki Financial Group, Inc. | | | 25,700 | | | | 54,183 | |
| | |
Medipal Holdings Corp. | | | 2,700 | | | | 51,621 | |
| | |
MEIJI Holdings Co., Ltd. | | | 1,600 | | | | 95,864 | |
| | |
Meitec Corp. | | | 1,800 | | | | 97,468 | |
| | |
MINEBEA MITSUMI, Inc. | | | 3,100 | | | | 82,088 | |
| | |
Mitsubishi Chemical Holdings Corp. | | | 21,500 | | | | 180,829 | |
| | |
Mitsubishi Corp. | | | 20,700 | | | | 564,732 | |
| | |
Mitsubishi Electric Corp. | | | 12,400 | | | | 180,151 | |
| | |
Mitsubishi Estate Co., Ltd. | | | 8,100 | | | | 131,108 | |
| | |
Mitsubishi Gas Chemical Co., Inc. | | | 3,200 | | | | 67,927 | |
| | |
Mitsubishi HC Capital, Inc. | | | 23,300 | | | | 124,908 | |
| | |
Mitsubishi Heavy Industries Ltd. | | | 2,900 | | | | 85,414 | |
| | |
Mitsubishi UFJ Financial Group, Inc. | | | 205,500 | | | | 1,111,096 | |
| | |
Mitsui Chemicals, Inc. | | | 3,000 | | | | 103,658 | |
| | |
Mitsui Fudosan Co., Ltd. | | | 6,500 | | | | 150,685 | |
| | |
Mizuho Financial Group, Inc. | | | 34,550 | | | | 494,172 | |
| | |
MS&AD Insurance Group Holdings, Inc. | | | 11,300 | | | | 326,610 | |
| | |
Murata Manufacturing Co., Ltd. | | | 3,900 | | | | 298,043 | |
| | |
Nabtesco Corp.(a) | | | 1,400 | | | | 52,978 | |
| | |
Nagase & Co., Ltd. | | | 5,600 | | | | 83,654 | |
| | |
NEC Corp. | | | 2,400 | | | | 123,687 | |
| | |
NGK Insulators Ltd. | | | 3,400 | | | | 57,101 | |
| | |
NGK Spark Plug Co., Ltd. | | | 4,700 | | | | 69,702 | |
| | |
NH Foods Ltd. | | | 1,100 | | | | 42,815 | |
| | |
Nichias Corp. | | | 3,300 | | | | 83,102 | |
| | |
Nichirei Corp. | | | 2,200 | | | | 57,859 | |
| | |
Nidec Corp. | | | 900 | | | | 104,401 | |
| | |
Nifco, Inc. | | | 2,400 | | | | 90,711 | |
| | |
Nintendo Co., Ltd. | | | 1,200 | | | | 698,658 | |
| | |
Nippo Corp. | | | 2,100 | | | | 59,884 | |
| | |
Nippon Electric Glass Co., Ltd.(a) | | | 3,000 | | | | 70,547 | |
| | |
Nippon Express Co., Ltd. | | | 1,500 | | | | 114,335 | |
| | |
Nippon Kayaku Co., Ltd. | | | 5,000 | | | | 47,302 | |
| | |
Nippon Paint Holdings Co., Ltd.(a) | | | 3,500 | | | | 47,554 | |
| | |
Nippon Telegraph & Telephone Corp. | | | 42,400 | | | | 1,105,746 | |
| | |
Nissan Chemical Corp. | | | 1,100 | | | | 53,915 | |
| | |
Nisshin Seifun Group, Inc. | | | 3,200 | | | | 46,851 | |
| | |
Nissin Foods Holdings Co., Ltd. | | | 1,100 | | | | 79,286 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
Nitori Holdings Co., Ltd. | | | 500 | | | $ | 88,567 | |
| | | | | | | | |
| | |
Nitto Denko Corp. | | | 2,100 | | | | 156,852 | |
| | |
NOF Corp. | | | 1,600 | | | | 83,467 | |
| | |
Nomura Holdings, Inc. | | | 36,400 | | | | 186,214 | |
| | |
Nomura Real Estate Holdings, Inc. | | | 4,000 | | | | 101,559 | |
| | |
Nomura Research Institute Ltd. | | | 3,800 | | | | 125,822 | |
| | |
NSK Ltd. | | | 4,000 | | | | 33,841 | |
| | |
NTT Data Corp. | | | 7,500 | | | | 117,105 | |
| | |
Obayashi Corp. | | | 6,400 | | | | 50,916 | |
| | |
Obic Co., Ltd. | | | 600 | | | | 111,956 | |
| | |
Oji Holdings Corp. | | | 12,600 | | | | 72,428 | |
| | |
Okinawa Cellular Telephone Co. | | | 1,700 | | | | 78,575 | |
| | |
Olympus Corp. | | | 2,000 | | | | 39,787 | |
| | |
Omron Corp. | | | 800 | | | | 63,501 | |
| | |
Ono Pharmaceutical Co., Ltd. | | | 4,800 | | | | 107,210 | |
| | |
Open House Co., Ltd. | | | 1,800 | | | | 84,656 | |
| | |
Oracle Corp. | | | 800 | | | | 61,267 | |
| | |
Oriental Land Co., Ltd. | | | 300 | | | | 42,788 | |
| | |
Osaka Gas Co., Ltd. | | | 4,900 | | | | 91,342 | |
| | |
Otsuka Corp. | | | 2,200 | | | | 115,560 | |
| | |
Otsuka Holdings Co., Ltd.(a) | | | 5,000 | | | | 207,541 | |
| | |
Pan Pacific International Holdings Corp. | | | 3,200 | | | | 66,485 | |
| | |
Panasonic Corp. | | | 18,400 | | | | 213,111 | |
| | |
Penta-Ocean Construction Co., Ltd. | | | 9,900 | | | | 68,949 | |
| | |
Pola Orbis Holdings, Inc.(a) | | | 3,400 | | | | 89,878 | |
| | |
Recruit Holdings Co., Ltd. | | | 2,900 | | | | 142,923 | |
| | |
Resona Holdings, Inc. | | | 35,000 | | | | 134,715 | |
| | |
Rohm Co., Ltd. | | | 700 | | | | 64,772 | |
| | |
Sanki Engineering Co., Ltd. | | | 8,900 | | | | 112,663 | |
| | |
Sankyo Co., Ltd. | | | 3,700 | | | | 94,575 | |
| | |
Santen Pharmaceutical Co., Ltd. | | | 3,400 | | | | 46,869 | |
| | |
Sanwa Holdings Corp. | | | 5,000 | | | | 61,447 | |
| | |
Sawai Group Holdings Co., Ltd. | | | 1,600 | | | | 71,358 | |
| | |
SBI Holdings, Inc. | | | 3,300 | | | | 78,137 | |
| | |
SCSK Corp. | | | 1,400 | | | | 83,503 | |
| | |
Secom Co., Ltd. | | | 900 | | | | 68,471 | |
| | |
Sega Sammy Holdings, Inc. | | | 5,000 | | | | 65,682 | |
| | |
Seiko Epson Corp. | | | 7,500 | | | | 132,039 | |
| | |
Seino Holdings Co., Ltd. | | | 4,800 | | | | 61,584 | |
| | |
Sekisui Chemical Co., Ltd. | | | 6,200 | | | | 106,080 | |
| | |
Sekisui House Ltd. | | | 8,600 | | | | 176,548 | |
| | |
Seven & I Holdings Co., Ltd. | | | 7,200 | | | | 343,620 | |
| | |
Seven Bank Ltd. | | | 34,700 | | | | 73,783 | |
| | |
SG Holdings Co., Ltd. | | | 2,800 | | | | 73,488 | |
| | |
Shimadzu Corp. | | | 1,200 | | | | 46,437 | |
| | |
Shimano, Inc. | | | 400 | | | | 94,964 | |
| | |
Shimizu Corp. | | | 8,800 | | | | 67,552 | |
| | |
Shin-Etsu Chemical Co., Ltd. | | | 1,700 | | | | 284,584 | |
| | |
Shionogi & Co., Ltd.(a) | | | 1,900 | | | | 99,134 | |
| | |
Shiseido Co., Ltd.(a) | | | 1,100 | | | | 80,981 | |
| | |
Shizuoka Bank Ltd. (The) | | | 9,000 | | | | 69,655 | |
| | |
SKY Perfect JSAT Holdings, Inc. | | | 15,200 | | | | 55,464 | |
| | |
SMC Corp. | | | 100 | | | | 59,149 | |
| | | | | | | | |
| | |
SoftBank Corp. | | | 126,500 | | | | 1,656,615 | |
| | |
SoftBank Group Corp. | | | 3,400 | | | | 238,175 | |
| | |
Sojitz Corp. | | | 28,500 | | | | 86,021 | |
| | |
Sompo Holdings, Inc. | | | 4,300 | | | | 159,076 | |
| | |
Sony Group Corp. | | | 2,100 | | | | 204,627 | |
| | |
Subaru Corp. | | | 6,100 | | | | 120,445 | |
| | |
Sugi Holdings Co., Ltd. | | | 1,100 | | | | 80,278 | |
| | |
Sumitomo Chemical Co., Ltd. | | | 21,500 | | | | 114,096 | |
| | |
Sumitomo Corp. | | | 16,400 | | | | 219,868 | |
| | |
Sumitomo Dainippon Pharma Co., Ltd. | | | 4,100 | | | | 85,997 | |
| | |
Sumitomo Electric Industries Ltd. | | | 6,000 | | | | 88,603 | |
| | |
Sumitomo Metal Mining Co., Ltd. | | | 1,800 | | | | 70,141 | |
| | |
Sumitomo Mitsui Financial Group, Inc.(a) | | | 22,600 | | | | 779,872 | |
| | |
Sumitomo Mitsui Trust Holdings, Inc. | | | 4,700 | | | | 149,397 | |
| | |
Sumitomo Realty & Development Co., Ltd. | | | 2,100 | | | | 75,115 | |
| | |
Sundrug Co., Ltd. | | | 1,600 | | | | 50,887 | |
| | |
Suntory Beverage & Food Ltd.(a) | | | 2,500 | | | | 94,153 | |
| | |
Suzuken Co., Ltd. | | | 1,400 | | | | 41,058 | |
| | |
Suzuki Motor Corp. | | | 2,500 | | | | 105,888 | |
| | |
Sysmex Corp. | | | 1,000 | | | | 118,930 | |
| | |
T&D Holdings, Inc. | | | 8,000 | | | | 103,505 | |
| | |
Taikisha Ltd. | | | 2,500 | | | | 74,669 | |
| | |
Taisei Corp. | | | 2,000 | | | | 65,591 | |
| | |
Takeda Pharmaceutical Co., Ltd. | | | 20,700 | | | | 693,606 | |
| | |
TDK Corp. | | | 700 | | | | 85,080 | |
| | |
Teijin Ltd. | | | 5,000 | | | | 76,268 | |
| | |
Terumo Corp. | | | 2,100 | | | | 85,181 | |
| | |
TIS, Inc. | | | 3,000 | | | | 76,683 | |
| | |
Toda Corp. | | | 12,600 | | | | 86,846 | |
| | |
Tohoku Electric Power Co., Inc. | | | 9,900 | | | | 77,602 | |
| | |
Tokai Carbon Co., Ltd.(a) | | | 6,000 | | | | 82,818 | |
| | |
Tokio Marine Holdings, Inc. | | | 7,200 | | | | 331,360 | |
| | |
Tokyo Century Corp. | | | 1,100 | | | | 59,167 | |
| | |
Tokyo Electron Ltd. | | | 1,500 | | | | 649,788 | |
| | |
Tokyo Gas Co., Ltd. | | | 3,400 | | | | 64,238 | |
| | |
Tokyu Corp. | | | 4,900 | | | | 66,708 | |
| | |
Toray Industries, Inc. | | | 11,500 | | | | 76,580 | |
| | |
Tosoh Corp. | | | 4,900 | | | | 84,588 | |
| | |
TOTO Ltd. | | | 1,300 | | | | 67,348 | |
| | |
Toyo Suisan Kaisha Ltd. | | | 1,700 | | | | 65,479 | |
| | |
Toyota Motor Corp. | | | 16,474 | | | | 1,441,234 | |
| | |
Toyota Tsusho Corp. | | | 3,400 | | | | 160,825 | |
| | |
Trend Micro, Inc. | | | 1,700 | | | | 89,143 | |
| | |
Tsumura & Co. | | | 2,500 | | | | 78,723 | |
| | |
Tsuruha Holdings, Inc. | | | 500 | | | | 58,158 | |
| | |
Ube Industries Ltd.(a) | | | 4,600 | | | | 93,210 | |
| | |
Unicharm Corp. | | | 2,100 | | | | 84,575 | |
| | |
USS Co., Ltd. | | | 4,900 | | | | 85,559 | |
| | |
Yakult Honsha Co., Ltd. | | | 1,200 | | | | 68,006 | |
| | |
Yamaguchi Financial Group, Inc. | | | 7,300 | | | | 41,699 | |
| | |
Yamaha Corp. | | | 800 | | | | 43,463 | |
| | |
Yamaha Motor Co., Ltd.(a) | | | 4,300 | | | | 117,002 | |
| | |
Yamato Holdings Co., Ltd. | | | 2,700 | | | | 76,872 | |
| | |
Yaskawa Electric Corp. | | | 1,300 | | | | 63,600 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
Yokohama Rubber Co., Ltd. (The)(a) | | | 5,600 | | | $ | 120,032 | |
| | |
Z Holdings Corp. | | | 28,000 | | | | 140,467 | |
| | | | | | | | |
| Total Japan | | | | 37,648,506 | |
|
| Netherlands – 2.0% | |
| | |
Akzo Nobel N.V. | | | 1,673 | | | | 206,734 | |
| | |
ASM International N.V. | | | 604 | | | | 198,411 | |
| | |
ASML Holding N.V. | | | 1,254 | | | | 861,637 | |
| | |
ASR Nederland N.V. | | | 3,670 | | | | 141,840 | |
| | |
Euronext N.V.(b) | | | 706 | | | | 76,775 | |
| | |
EXOR N.V. | | | 674 | | | | 54,001 | |
| | |
ForFarmers N.V. | | | 10,940 | | | | 64,609 | |
| | |
Koninklijke Ahold Delhaize N.V. | | | 15,545 | | | | 462,161 | |
| | |
Koninklijke DSM N.V. | | | 1,003 | | | | 187,221 | |
| | |
Koninklijke KPN N.V. | | | 52,512 | | | | 164,030 | |
| | |
Koninklijke Vopak N.V. | | | 1,200 | | | | 54,504 | |
| | |
NN Group N.V. | | | 6,010 | | | | 283,523 | |
| | |
SBM Offshore N.V. | | | 3,980 | | | | 60,485 | |
| | |
TKH Group N.V., CVA | | | 1,893 | | | | 95,498 | |
| | |
Van Lanschot Kempen N.V. | | | 3,552 | | | | 90,354 | |
| | |
Wolters Kluwer N.V. | | | 2,119 | | | | 212,895 | |
| | | | | | | | |
| Total Netherlands | | | | 3,214,678 | |
|
| Norway – 1.6% | |
| | |
AF Gruppen ASA | | | 4,778 | | | | 105,386 | |
| | |
Aker ASA, Class A | | | 928 | | | | 68,480 | |
| | |
Equinor ASA | | | 56,702 | | | | 1,200,434 | |
| | |
Gjensidige Forsikring ASA | | | 7,127 | | | | 157,196 | |
| | |
Norske Skog ASA(b) | | | 24,354 | | | | 98,772 | |
| | |
Orkla ASA | | | 14,496 | | | | 147,736 | |
| | |
Sparebank 1 Oestlandet | | | 8,053 | | | | 111,364 | |
| | |
SpareBank 1 SMN | | | 10,132 | | | | 140,349 | |
| | |
Telenor ASA | | | 19,692 | | | | 332,044 | |
| | |
TGS ASA | | | 5,884 | | | | 75,044 | |
| | |
Yara International ASA | | | 3,546 | | | | 186,753 | |
| | | | | | | | |
| Total Norway | | | | 2,623,558 | |
|
| Portugal – 0.2% | |
| | |
EDP – Energias de Portugal S.A. | | | 37,935 | | | | 201,092 | |
| | |
Jeronimo Martins, SGPS, S.A. | | | 3,787 | | | | 69,072 | |
| | |
REN – Redes Energeticas Nacionais, SGPS, S.A. | | | 22,648 | | | | 62,848 | |
| | | | | | | | |
| Total Portugal | | | | 333,012 | |
|
| Singapore – 2.1% | |
| | |
CapitaLand Ltd. | | | 58,000 | | | | 160,080 | |
| | |
City Developments Ltd. | | | 7,800 | | | | 42,302 | |
| | |
DBS Group Holdings Ltd. | | | 34,563 | | | | 766,495 | |
| | |
Genting Singapore Ltd. | | | 268,700 | | | | 166,913 | |
| | |
Jardine Cycle & Carriage Ltd. | | | 8,600 | | | | 136,658 | |
| | |
Keppel Corp., Ltd. | | | 15,000 | | | | 61,040 | |
| | |
Keppel Infrastructure Trust | | | 295,900 | | | | 122,173 | |
| | |
Manulife US Real Estate Investment Trust | | | 102,100 | | | | 80,659 | |
| | |
NetLink NBN Trust | | | 130,500 | | | | 92,230 | |
| | |
Oversea-Chinese Banking Corp., Ltd. | | | 53,201 | | | | 472,959 | |
| | |
Sheng Siong Group Ltd. | | | 47,300 | | | | 55,598 | |
| | |
Singapore Exchange Ltd. | | | 15,000 | | | | 124,758 | |
| | |
Singapore Technologies Engineering Ltd. | | | 29,000 | | | | 83,492 | |
| | |
Singapore Telecommunications Ltd. | | | 249,200 | | | | 424,541 | |
| | |
StarHub Ltd. | | | 67,600 | | | | 61,354 | |
| | |
United Overseas Bank Ltd. | | | 24,328 | | | | 467,303 | |
| | |
Venture Corp., Ltd. | | | 4,900 | | | | 70,026 | |
| | | | | | | | |
| Total Singapore | | | | 3,388,581 | |
|
| Spain – 2.6% | |
| | |
ACS Actividades de Construccion y Servicios S.A. | | | 7,019 | | | | 188,035 | |
| | |
Cia de Distribucion Integral Logista Holdings S.A. | | | 3,885 | | | | 79,889 | |
| | |
Cie Automotive S.A.(a) | | | 3,424 | | | | 101,351 | |
| | |
ContourGlobal PLC(b) | | | 26,283 | | | | 70,076 | |
| | |
Ebro Foods S.A.(a) | | | 2,897 | | | | 60,878 | |
| | |
EDP Renovaveis S.A. | | | 2,887 | | | | 66,899 | |
| | |
Enagas S.A.(a) | | | 5,536 | | | | 127,922 | |
| | |
Endesa S.A.(a) | | | 15,327 | | | | 371,887 | |
| | |
Faes Farma S.A. | | | 17,752 | | | | 70,861 | |
| | |
Ferrovial S.A. | | | 5,813 | | | | 170,617 | |
| | |
Fomento de Construcciones y Contratas S.A. | | | 6,585 | | | | 76,530 | |
| | |
Grifols S.A.(a) | | | 2,251 | | | | 60,970 | |
| | |
Grupo Catalana Occidente S.A. | | | 2,118 | | | | 81,757 | |
| | |
Iberdrola S.A. | | | 92,839 | | | | 1,131,806 | |
| | |
Industria de Diseno Textil S.A. | | | 16,614 | | | | 585,363 | |
| | |
Inmobiliaria Colonial Socimi S.A. | | | 6,299 | | | | 63,607 | |
| | |
Naturgy Energy Group S.A. | | | 20,033 | | | | 515,055 | |
| | |
Prosegur Cash S.A.(b) | | | 85,171 | | | | 86,561 | |
| | |
Red Electrica Corp. S.A.(a) | | | 9,540 | | | | 177,113 | |
| | |
Viscofan S.A. | | | 886 | | | | 61,782 | |
| | |
Zardoya Otis S.A. | | | 10,780 | | | | 74,275 | |
| | | | | | | | |
| Total Spain | | | | 4,223,234 | |
|
| Sweden – 2.1% | |
| | |
Assa Abloy AB, Class B | | | 5,621 | | | | 169,442 | |
| | |
Atlas Copco AB, Class A | | | 4,400 | | | | 269,593 | |
| | |
Atlas Copco AB, Class B | | | 4,154 | | | | 218,577 | |
| | |
Axfood AB | | | 4,886 | | | | 135,231 | |
| | |
Boliden AB | | | 2,180 | | | | 83,864 | |
| | |
Castellum AB | | | 4,595 | | | | 117,022 | |
| | |
Epiroc AB, Class A | | | 8,630 | | | | 196,775 | |
| | |
EQT AB | | | 2,941 | | | | 106,812 | |
| | |
Essity AB, Class B | | | 6,153 | | | | 204,185 | |
| | |
Evolution AB(b) | | | 740 | | | | 117,021 | |
| | |
Fabege AB | | | 4,154 | | | | 66,690 | |
| | |
Hufvudstaden AB, Class A | | | 3,989 | | | | 67,866 | |
| | |
ICA Gruppen AB | | | 1,755 | | | | 81,736 | |
| | |
Intrum AB | | | 3,729 | | | | 122,132 | |
| | |
Investment AB Latour, Class B | | | 2,851 | | | | 93,609 | |
| | |
Lundin Energy AB(a) | | | 6,122 | | | | 216,758 | |
| | |
Skanska AB, Class B | | | 3,165 | | | | 84,009 | |
| | |
SKF AB, Class B | | | 2,937 | | | | 74,832 | |
| | |
Swedish Match AB | | | 18,590 | | | | 158,638 | |
| | |
Tele2 AB, Class B(a) | | | 14,696 | | | | 200,365 | |
| | |
Telefonaktiebolaget LM Ericsson, Class B | | | 19,849 | | | | 249,640 | |
| | |
Telia Co. AB | | | 66,635 | | | | 295,925 | |
| | | | | | | | |
| Total Sweden | | | | 3,330,722 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| Switzerland – 12.1% | |
| | |
ABB Ltd., Registered Shares | | | 17,364 | | | $ | 589,664 | |
| | |
Adecco Group AG, Registered Shares | | | 2,865 | | | | 194,833 | |
| | |
Allreal Holding AG, Registered Shares | | | 460 | | | | 90,671 | |
| | |
Baloise Holding AG, Registered Shares | | | 569 | | | | 88,826 | |
| | |
Banque Cantonale Vaudoise, Registered Shares | | | 1,406 | | | | 126,401 | |
| | |
BKW AG | | | 550 | | | | 57,300 | |
| | |
Bucher Industries AG, Registered Shares | | | 190 | | | | 99,445 | |
| | |
Cembra Money Bank AG | | | 732 | | | | 82,121 | |
| | |
Cie Financiere Richemont S.A., Registered Shares | | | 2,375 | | | | 287,641 | |
| | |
Coca-Cola HBC AG* | | | 3,536 | | | | 127,689 | |
| | |
Credit Suisse Group AG, Registered Shares | | | 10,672 | | | | 111,898 | |
| | |
DKSH Holding AG | | | 1,308 | | | | 100,186 | |
| | |
EMS-Chemie Holding AG, Registered Shares | | | 171 | | | | 168,160 | |
| | |
Galenica AG(b) | | | 1,406 | | | | 99,326 | |
| | |
Geberit AG, Registered Shares | | | 211 | | | | 158,418 | |
| | |
Givaudan S.A., Registered Shares | | | 55 | | | | 256,034 | |
| | |
Holcim Ltd., Registered Shares* | | | 7,674 | | | | 460,764 | |
| | |
Julius Baer Group Ltd. | | | 1,429 | | | | 93,345 | |
| | |
Kardex Holding AG, Registered Shares | | | 363 | | | | 84,040 | |
| | |
Kuehne + Nagel International AG, Registered Shares | | | 1,159 | | | | 396,970 | |
| | |
Logitech International S.A., Registered Shares | | | 1,118 | | | | 135,585 | |
| | |
Lonza Group AG, Registered Shares | | | 139 | | | | 98,617 | |
| | |
Mobilezone Holding AG, Registered Shares | | | 7,742 | | | | 91,127 | |
| | |
Nestle S.A., Registered Shares | | | 28,876 | | | | 3,599,386 | |
| | |
Novartis AG, Registered Shares | | | 39,173 | | | | 3,573,395 | |
| | |
OC Oerlikon Corp. AG, Registered Shares | | | 11,809 | | | | 131,076 | |
| | |
Partners Group Holding AG | | | 305 | | | | 462,441 | |
| | |
PSP Swiss Property AG, Registered Shares | | | 621 | | | | 78,939 | |
| | |
Roche Holding AG | | | 8,097 | | | | 3,053,183 | |
| | |
Roche Holding AG, Bearer Shares | | | 1,863 | | | | 757,414 | |
| | |
Schindler Holding AG, Participation Certificate | | | 312 | | | | 95,522 | |
| | |
Schindler Holding AG, Registered Shares | | | 230 | | | | 67,282 | |
| | |
SFS Group AG | | | 719 | | | | 103,531 | |
| | |
SGS S.A., Registered Shares | | | 94 | | | | 290,232 | |
| | |
SIG Combibloc Group AG* | | | 4,057 | | | | 110,340 | |
| | |
Sika AG, Registered Shares | | | 551 | | | | 180,319 | |
| | |
Stadler Rail AG(a) | | | 1,655 | | | | 72,835 | |
| | |
STMicroelectronics N.V. | | | 2,084 | | | | 75,638 | |
| | |
Sulzer AG, Registered Shares | | | 1,200 | | | | 165,911 | |
| | |
Swatch Group AG (The), Registered Shares | | | 2,134 | | | | 140,943 | |
| | |
Swiss Life Holding AG, Registered Shares | | | 501 | | | | 243,684 | |
| | |
Swiss Prime Site AG, Registered Shares | | | 1,346 | | | | 133,675 | |
| | |
Swisscom AG, Registered Shares | | | 884 | | | | 505,143 | |
| | |
UBS Group AG, Registered Shares | | | 30,489 | | | | 467,057 | |
| | |
Valiant Holding AG, Registered Shares | | | 1,049 | | | | 104,066 | |
| | |
VAT Group AG(b) | | | 412 | | | | 137,103 | |
| | |
Vontobel Holding AG, Registered Shares | | | 1,073 | | | | 83,695 | |
| | |
Zurich Insurance Group AG | | | 2,351 | | | | 944,113 | |
| | | | | | | | |
| Total Switzerland | | | | 19,575,984 | |
|
| United Kingdom – 12.6% | |
| | |
Admiral Group PLC | | | 6,116 | | | | 265,635 | |
| | |
Airtel Africa PLC(b) | | | 80,532 | | | | 85,719 | |
| | |
Anglo American PLC | | | 12,026 | | | | 477,218 | |
| | |
Antofagasta PLC | | | 3,850 | | | | 76,348 | |
| | |
Ashmore Group PLC | | | 7,160 | | | | 38,081 | |
| | |
Ashtead Group PLC | | | 2,123 | | | | 157,316 | |
| | |
Assura PLC | | | 46,720 | | | | 47,793 | |
| | |
AstraZeneca PLC | | | 13,914 | | | | 1,669,003 | |
| | |
Aviva PLC | | | 24,697 | | | | 138,484 | |
| | |
BAE Systems PLC | | | 42,843 | | | | 308,948 | |
| | |
Berkeley Group Holdings PLC | | | 2,194 | | | | 139,270 | |
| | |
Brewin Dolphin Holdings PLC | | | 18,262 | | | | 87,667 | |
| | |
British American Tobacco PLC | | | 53,545 | | | | 2,071,153 | |
| | |
Bunzl PLC | | | 2,954 | | | | 97,490 | |
| | |
Clarkson PLC | | | 1,870 | | | | 82,408 | |
| | |
Close Brothers Group PLC | | | 5,195 | | | | 108,726 | |
| | |
Coca-Cola Europacific Partners PLC | | | 2,400 | | | | 140,999 | |
| | |
ConvaTec Group PLC(b) | | | 26,657 | | | | 88,602 | |
| | |
Croda International PLC | | | 817 | | | | 83,159 | |
| | |
Daily Mail & General Trust PLC, Class A Non-Voting Shares | | | 7,645 | | | | 101,810 | |
| | |
DCC PLC | | | 751 | | | | 61,397 | |
| | |
Diageo PLC | | | 17,435 | | | | 833,602 | |
| | |
Direct Line Insurance Group PLC | | | 30,330 | | | | 119,413 | |
| | |
Drax Group PLC | | | 13,303 | | | | 77,957 | |
| | |
easyJet PLC* | | | 10,260 | | | | 126,826 | |
| | |
Ferrexpo PLC | | | 23,631 | | | | 139,655 | |
| | |
GlaxoSmithKline PLC | | | 123,017 | | | | 2,412,155 | |
| | |
Hargreaves Lansdown PLC | | | 5,323 | | | | 116,846 | |
| | |
Hikma Pharmaceuticals PLC | | | 1,978 | | | | 66,837 | |
| | |
IMI PLC | | | 6,431 | | | | 152,807 | |
| | |
Intertek Group PLC | | | 1,326 | | | | 101,299 | |
| | |
Johnson Matthey PLC | | | 1,513 | | | | 64,230 | |
| | |
Jupiter Fund Management PLC | | | 12,314 | | | | 47,971 | |
| | |
Linde PLC | | | 2,420 | | | | 698,385 | |
| | |
London Stock Exchange Group PLC | | | 700 | | | | 77,071 | |
| | |
Londonmetric Property PLC | | | 14,302 | | | | 45,719 | |
| | |
Mondi PLC | | | 4,246 | | | | 111,506 | |
| | |
National Grid PLC | | | 48,076 | | | | 611,546 | |
| | |
PayPoint PLC | | | 9,780 | | | | 76,470 | |
| | |
Pearson PLC | | | 8,695 | | | | 99,697 | |
| | |
Pennon Group PLC | | | 6,373 | | | | 99,969 | |
| | |
Persimmon PLC | | | 2,391 | | | | 97,704 | |
| | |
Phoenix Group Holdings PLC | | | 11,934 | | | | 111,513 | |
| | |
Quilter PLC(b) | | | 27,810 | | | | 57,147 | |
| | |
Reckitt Benckiser Group PLC | | | 4,800 | | | | 424,183 | |
| | |
RELX PLC | | | 14,550 | | | | 385,721 | |
| | |
Rio Tinto PLC | | | 22,349 | | | | 1,836,696 | |
| | |
Sabre Insurance Group PLC(b) | | | 22,688 | | | | 79,923 | |
| | |
Sage Group PLC (The) | | | 16,209 | | | | 153,206 | |
| | |
Schroders PLC | | | 2,845 | | | | 138,069 | |
| | |
Segro PLC | | | 5,655 | | | | 85,503 | |
| | |
Severn Trent PLC | | | 3,019 | | | | 104,307 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Smith & Nephew PLC | | | 5,375 | | | $ | 116,020 | |
| | |
Smiths Group PLC | | | 2,971 | | | | 65,258 | |
| | |
Spectris PLC | | | 1,684 | | | | 75,328 | |
| | |
Spirax-Sarco Engineering PLC | | | 249 | | | | 46,833 | |
| | |
SSE PLC | | | 16,096 | | | | 333,648 | |
| | |
Standard Life Aberdeen PLC | | | 53,272 | | | | 199,436 | |
| | |
Tate & Lyle PLC | | | 11,012 | | | | 112,329 | |
| | |
Telecom Plus PLC | | | 3,874 | | | | 60,796 | |
| | |
Tesco PLC | | | 80,895 | | | | 249,152 | |
| | |
TP ICAP Group PLC | | | 16,903 | | | | 45,627 | |
| | |
Unilever PLC | | | 32,401 | | | | 1,893,587 | |
| | |
United Utilities Group PLC | | | 9,316 | | | | 125,401 | |
| | |
Vodafone Group PLC | | | 584,344 | | | | 979,508 | |
| | |
WM Morrison Supermarkets PLC | | | 31,545 | | | | 107,507 | |
| | |
Workspace Group PLC | | | 6,080 | | | | 70,049 | |
| | | | | | | | |
| Total United Kingdom | | | | 20,361,638 | |
TOTAL COMMON STOCKS (Cost: $136,540,516) | | | | 159,887,404 | |
| | | | | | | | |
|
| RIGHTS – 0.0% | |
|
| Spain – 0.0% | |
| | |
ACS Actividades de Construccion y Servicios S.A., expiring 7/9/21* | | | | | | | | |
| (Cost: $10,618) | | | 7,019 | | | $ | 9,822 | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.2% | |
|
| United States – 3.2% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.02%(c) | | | | | | | | |
| (Cost: $5,229,100) | | | 5,229,100 | | | | 5,229,100 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 102.1% (Cost: $141,780,234) | | | | 165,126,326 | |
| |
Other Assets less Liabilities – (2.1)% | | | | (3,466,651 | ) |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 161,659,675 | |
| * | Non-income producing security. |
| ‡ | Share amount represents a fractional share. |
| (a) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $6,597,215 and the total market value of the collateral held by the Fund was $6,954,596. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,725,496. |
| (b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (c) | Rate shown represents annualized 7-day yield as of June 30, 2021. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| FINANCIAL DERIVATIVE INSTRUMENTS | |
| |
|
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
| Counterparty | | Settlement
Date | | | Amount and Description of
Currency to be Purchased | | | Amount and Description of
Currency to be Sold | | | Unrealized
Appreciation | | | Unrealized
Depreciation | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Bank of America N.A. | | | 7/6/2021 | | | | 1,819,467 | | | | AUD | | | | 1,365,927 | | | | USD | | | $ | 70 | | | $ | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 2,248,830 | | | | CHF | | | | 2,432,806 | | | | USD | | | | 342 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 970,035 | | | | DKK | | | | 154,701 | | | | USD | | | | 7 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 2,564,405 | | | | EUR | | | | 3,041,077 | | | | USD | | | | 317 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 1,459,357 | | | | GBP | | | | 2,016,043 | | | | USD | | | | 11 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 228,541 | | | | ILS | | | | 70,134 | | | | USD | | | | 5 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 664,854,528 | | | | JPY | | | | 5,990,042 | | | | USD | | | | 349 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 2,225,961 | | | | NOK | | | | 258,697 | | | | USD | | | | — | | | | (15 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 2,790,604 | | | | SEK | | | | 326,303 | | | | USD | | | | 14 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 471,980 | | | | SGD | | | | 351,146 | | | | USD | | | | — | | | | (25 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 1,400,319 | | | | USD | | | | 1,816,105 | | | | AUD | | | | 36,846 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 2,494,210 | | | | USD | | | | 2,242,906 | | | | CHF | | | | 67,472 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 158,597 | | | | USD | | | | 967,815 | | | | DKK | | | | 4,243 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 3,117,598 | | | | USD | | | | 2,557,727 | | | | EUR | | | | 84,125 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 112,880 | | | | USD | | | | 92,111 | | | | EUR | | | | 3,635 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 2,067,178 | | | | USD | | | | 1,457,896 | | | | GBP | | | | 53,143 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 71,913 | | | | USD | | | | 233,623 | | | | ILS | | | | 215 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 6,139,327 | | | | USD | | | | 675,026,370 | | | | JPY | | | | 57,287 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 224,288 | | | | USD | | | | 24,543,611 | | | | JPY | | | | 3,148 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 265,256 | | | | USD | | | | 2,216,470 | | | | NOK | | | | 7,677 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 334,564 | | | | USD | | | | 2,783,631 | | | | SEK | | | | 9,062 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 359,997 | | | | USD | | | | 476,384 | | | | SGD | | | | 5,600 | | | | — | |
Bank of America N.A. | | | 8/4/2021 | | | | 3,746,446 | | | | USD | | | | 3,460,543 | | | | CHF | | | | — | | | | (585 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 161,670 | | | | USD | | | | 1,013,217 | | | | DKK | | | | — | | | | (13 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 3,037,958 | | | | USD | | | | 2,560,307 | | | | EUR | | | | — | | | | (376 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 2,001,323 | | | | USD | | | | 1,448,597 | | | | GBP | | | | — | | | | (21 | ) |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| FINANCIAL DERIVATIVE INSTRUMENTS | |
|
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
| Counterparty | | Settlement
Date | | | Amount and Description of
Currency to be Purchased | | | Amount and Description of
Currency to be Sold | | | Unrealized
Appreciation | | | Unrealized
Depreciation | |
Bank of America N.A. | | | 8/4/2021 | | | | 68,586 | | | | USD | | | | 223,452 | | | | ILS | | | $ | — | | | $ | (8 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 6,052,274 | | | | USD | | | | 671,677,131 | | | | JPY | | | | — | | | | (1,062 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 253,369 | | | | USD | | | | 2,179,853 | | | | NOK | | | | 9 | | | | — | |
Bank of America N.A. | | | 8/4/2021 | | | | 322,733 | | | | USD | | | | 2,759,418 | | | | SEK | | | | — | | | | (24 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 334,796 | | | | USD | | | | 450,054 | | | | SGD | | | | 11 | | | | — | |
Bank of America N.A. | | | 8/5/2021 | | | | 1,362,096 | | | | USD | | | | 1,814,123 | | | | AUD | | | | — | | | | (84 | ) |
Bank of Montreal | | | 7/6/2021 | | | | 90,047 | | | | USD | | | | 80,640 | | | | CHF | | | | 2,798 | | | | — | |
Canadian Imperial Bank of Commerce | | | 7/6/2021 | | | | 13,014 | | | | USD | | | | 17,199 | | | | SGD | | | | 219 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 2,010,889 | | | | AUD | | | | 1,509,709 | | | | USD | | | | 1 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 2,485,178 | | | | CHF | | | | 2,688,891 | | | | USD | | | | — | | | | (24 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 1,072,070 | | | | DKK | | | | 170,985 | | | | USD | | | | — | | | | (4 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 2,834,037 | | | | EUR | | | | 3,361,190 | | | | USD | | | | — | | | | (13 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 1,612,922 | | | | GBP | | | | 2,228,258 | | | | USD | | | | — | | | | (59 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 252,576 | | | | ILS | | | | 77,516 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 734,792,239 | | | | JPY | | | | 6,620,573 | | | | USD | | | | — | | | | (38 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 2,460,329 | | | | NOK | | | | 285,928 | | | | USD | | | | — | | | | (10 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 3,084,220 | | | | SEK | | | | 360,650 | | | | USD | | | | 1 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 521,691 | | | | SGD | | | | 388,109 | | | | USD | | | | — | | | | (6 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 1,400,319 | | | | USD | | | | 1,816,091 | | | | AUD | | | | 36,857 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 2,494,210 | | | | USD | | | | 2,242,953 | | | | CHF | | | | 67,420 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 158,597 | | | | USD | | | | 967,764 | | | | DKK | | | | 4,251 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 3,117,598 | | | | USD | | | | 2,557,668 | | | | EUR | | | | 84,195 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 2,067,178 | | | | USD | | | | 1,457,894 | | | | GBP | | | | 53,146 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 74,283 | | | | USD | | | | 52,387 | | | | GBP | | | | 1,913 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 71,913 | | | | USD | | | | 233,632 | | | | ILS | | | | 212 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 6,139,327 | | | | USD | | | | 675,016,547 | | | | JPY | | | | 57,375 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 265,256 | | | | USD | | | | 2,216,355 | | | | NOK | | | | 7,691 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 334,564 | | | | USD | | | | 2,783,384 | | | | SEK | | | | 9,091 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 359,997 | | | | USD | | | | 476,384 | | | | SGD | | | | 5,599 | | | | — | |
Citibank N.A. | | | 8/4/2021 | | | | 4,140,809 | | | | USD | | | | 3,824,364 | | | | CHF | | | | — | | | | (162 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 178,687 | | | | USD | | | | 1,119,834 | | | | DKK | | | | — | | | | (10 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 3,357,743 | | | | USD | | | | 2,829,556 | | | | EUR | | | | — | | | | (110 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 2,211,989 | | | | USD | | | | 1,601,053 | | | | GBP | | | | 15 | | | | — | |
Citibank N.A. | | | 8/4/2021 | | | | 75,806 | | | | USD | | | | 246,958 | | | | ILS | | | | — | | | | (4 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 6,689,355 | | | | USD | | | | 742,271,567 | | | | JPY | | | | — | | | | (197 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 280,039 | | | | USD | | | | 2,409,389 | | | | NOK | | | | — | | | | (1 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 356,705 | | | | USD | | | | 3,049,769 | | | | SEK | | | | — | | | | (13 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 370,038 | | | | USD | | | | 497,441 | | | | SGD | | | | 3 | | | | — | |
Citibank N.A. | | | 8/5/2021 | | | | 1,505,474 | | | | USD | | | | 2,005,021 | | | | AUD | | | | — | | | | (47 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 2,202,134 | | | | AUD | | | | 1,653,492 | | | | USD | | | | — | | | | (202 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 2,721,734 | | | | CHF | | | | 2,944,978 | | | | USD | | | | — | | | | (166 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 1,174,198 | | | | DKK | | | | 187,272 | | | | USD | | | | — | | | | (2 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 3,103,821 | | | | EUR | | | | 3,681,306 | | | | USD | | | | — | | | | (163 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 1,766,488 | | | | GBP | | | | 2,440,474 | | | | USD | | | | — | | | | (128 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 276,648 | | | | ILS | | | | 84,901 | | | | USD | | | | 2 | | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 804,741,631 | | | | JPY | | | | 7,251,107 | | | | USD | | | | — | | | | (322 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 2,694,669 | | | | NOK | | | | 313,161 | | | | USD | | | | — | | | | (10 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 3,377,954 | | | | SEK | | | | 395,000 | | | | USD | | | | — | | | | (1 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 571,323 | | | | SGD | | | | 425,075 | | | | USD | | | | — | | | | (49 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 4 | | | | USD | | | | 5 | | | | AUD | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 4 | | | | USD | | | | 4 | | | | CHF | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 4 | | | | USD | | | | 24 | | | | DKK | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 4 | | | | USD | | | | 3 | | | | EUR | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 2 | | | | USD | | | | 1 | | | | GBP | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 3 | | | | USD | | | | 10 | | | | ILS | | | | 0 | ^ | | | — | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| 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 | | | 7/6/2021 | | | | 1 | | | | USD | | | | 109 | | | | JPY | | | $ | 0 | ^ | | $ | — | |
Credit Suisse International | | | 7/6/2021 | | | | 3 | | | | USD | | | | 25 | | | | SEK | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 4 | | | | USD | | | | 5 | | | | SGD | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 8/4/2021 | | | | 4,535,174 | | | | USD | | | | 4,188,864 | | | | CHF | | | | — | | | | (472 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 195,707 | | | | USD | | | | 1,226,503 | | | | DKK | | | | — | | | | (11 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 3,677,530 | | | | USD | | | | 3,099,227 | | | | EUR | | | | — | | | | (344 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 2,422,658 | | | | USD | | | | 1,753,576 | | | | GBP | | | | — | | | | (38 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 83,029 | | | | USD | | | | 270,510 | | | | ILS | | | | — | | | | (11 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 7,326,439 | | | | USD | | | | 813,023,727 | | | | JPY | | | | — | | | | (751 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 306,713 | | | | USD | | | | 2,638,912 | | | | NOK | | | | — | | | | (2 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 390,679 | | | | USD | | | | 3,340,258 | | | | SEK | | | | — | | | | (16 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 405,282 | | | | USD | | | | 544,837 | | | | SGD | | | | — | | | | (10 | ) |
Credit Suisse International | | | 8/5/2021 | | | | 1,648,855 | | | | USD | | | | 2,196,192 | | | | AUD | | | | — | | | | (212 | ) |
Goldman Sachs | | | 7/6/2021 | | | | 1,627,881 | | | | AUD | | | | 1,222,145 | | | | USD | | | | 15 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 2,011,858 | | | | CHF | | | | 2,176,721 | | | | USD | | | | 33 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 867,897 | | | | DKK | | | | 138,417 | | | | USD | | | | 2 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 2,294,257 | | | | EUR | | | | 2,720,964 | | | | USD | | | | 33 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 1,305,746 | | | | GBP | | | | 1,803,828 | | | | USD | | | | 17 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 204,471 | | | | ILS | | | | 62,751 | | | | USD | | | | 1 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 594,841,942 | | | | JPY | | | | 5,359,511 | | | | USD | | | | 61 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 1,991,734 | | | | NOK | | | | 231,466 | | | | USD | | | | — | | | | (4 | ) |
Goldman Sachs | | | 7/6/2021 | | | | 2,496,766 | | | | SEK | | | | 291,955 | | | | USD | | | | 3 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 422,324 | | | | SGD | | | | 314,184 | | | | USD | | | | — | | | | (4 | ) |
Goldman Sachs | | | 7/6/2021 | | | | 1,400,319 | | | | USD | | | | 1,816,056 | | | | AUD | | | | 36,883 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 2,494,210 | | | | USD | | | | 2,242,876 | | | | CHF | | | | 67,504 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 158,597 | | | | USD | | | | 967,743 | | | | DKK | | | | 4,254 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 3,117,598 | | | | USD | | | | 2,557,649 | | | | EUR | | | | 84,217 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 2,067,178 | | | | USD | | | | 1,457,942 | | | | GBP | | | | 53,079 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 71,913 | | | | USD | | | | 233,627 | | | | ILS | | | | 213 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 6,139,327 | | | | USD | | | | 675,016,547 | | | | JPY | | | | 57,375 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 265,256 | | | | USD | | | | 2,216,308 | | | | NOK | | | | 7,696 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 334,564 | | | | USD | | | | 2,783,464 | | | | SEK | | | | 9,081 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 359,997 | | | | USD | | | | 476,397 | | | | SGD | | | | 5,590 | | | | — | |
Goldman Sachs | | | 8/4/2021 | | | | 3,352,083 | | | | USD | | | | 3,095,856 | | | | CHF | | | | — | | | | (69 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 144,652 | | | | USD | | | | 906,511 | | | | DKK | | | | — | | | | (4 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 2,718,173 | | | | USD | | | | 2,290,649 | | | | EUR | | | | — | | | | (156 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 1,790,658 | | | | USD | | | | 1,296,119 | | | | GBP | | | | — | | | | (27 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 61,367 | | | | USD | | | | 199,914 | | | | ILS | | | | — | | | | (2 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 5,415,192 | | | | USD | | | | 600,891,906 | | | | JPY | | | | — | | | | (209 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 226,698 | | | | USD | | | | 1,950,459 | | | | NOK | | | | 0 | ^ | | | — | |
Goldman Sachs | | | 8/4/2021 | | | | 288,761 | | | | USD | | | | 2,468,823 | | | | SEK | | | | — | | | | (6 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 299,554 | | | | USD | | | | 402,707 | | | | SGD | | | | — | | | | (10 | ) |
Goldman Sachs | | | 8/5/2021 | | | | 1,218,717 | | | | USD | | | | 1,623,101 | | | | AUD | | | | — | | | | (30 | ) |
HSBC Holdings PLC | | | 7/6/2021 | | | | 136,821 | | | | USD | | | | 176,875 | | | | AUD | | | | 4,029 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 243,143 | | | | USD | | | | 218,540 | | | | CHF | | | | 6,691 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 15,492 | | | | USD | | | | 94,674 | | | | DKK | | | | 393 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 304,797 | | | | USD | | | | 250,450 | | | | EUR | | | | 7,762 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 200,578 | | | | USD | | | | 141,527 | | | | GBP | | | | 5,062 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 6,976 | | | | USD | | | | 22,678 | | | | ILS | | | | 16 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 605,617 | | | | USD | | | | 66,310,701 | | | | JPY | | | | 8,152 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 9,536 | | | | USD | | | | 78,963 | | | | NOK | | | | 360 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 25,749 | | | | USD | | | | 214,050 | | | | NOK | | | | 874 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 32,519 | | | | USD | | | | 269,317 | | | | SEK | | | | 1,027 | | | | — | |
HSBC Holdings PLC | | | 7/6/2021 | | | | 35,139 | | | | USD | | | | 46,543 | | | | SGD | | | | 514 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 1,400,319 | | | | USD | | | | 1,816,002 | | | | AUD | | | | 36,924 | | | | — | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| FINANCIAL DERIVATIVE INSTRUMENTS | |
|
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
| Counterparty | | Settlement
Date | | | Amount and Description of
Currency to be Purchased | | | Amount and Description of
Currency to be Sold | | | Unrealized
Appreciation | | | Unrealized
Depreciation | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 2,494,210 | | | | USD | | | | 2,242,893 | | | | CHF | | | $ | 67,485 | | | $ | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 158,597 | | | | USD | | | | 967,759 | | | | DKK | | | | 4,252 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 5,737 | | | | USD | | | | 34,817 | | | | DKK | | | | 184 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 3,117,598 | | | | USD | | | | 2,557,756 | | | | EUR | | | | 84,090 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 2,067,178 | | | | USD | | | | 1,457,874 | | | | GBP | | | | 53,173 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 71,913 | | | | USD | | | | 233,617 | | | | ILS | | | | 216 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 2,583 | | | | USD | | | | 8,367 | | | | ILS | | | | 15 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 6,139,327 | | | | USD | | | | 675,048,472 | | | | JPY | | | | 57,087 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 265,256 | | | | USD | | | | 2,216,352 | | | | NOK | | | | 7,691 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 334,564 | | | | USD | | | | 2,783,465 | | | | SEK | | | | 9,081 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 12,043 | | | | USD | | | | 99,424 | | | | SEK | | | | 417 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 359,997 | | | | USD | | | | 476,373 | | | | SGD | | | | 5,607 | | | | — | |
Royal Bank of Canada | | | 7/6/2021 | | | | 50,671 | | | | USD | | | | 65,351 | | | | AUD | | | | 1,608 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 1,915,119 | | | | AUD | | | | 1,437,818 | | | | USD | | | | — | | | | (9 | ) |
UBS AG | | | 7/6/2021 | | | | 2,366,836 | | | | CHF | | | | 2,560,848 | | | | USD | | | | — | | | | (23 | ) |
UBS AG | | | 7/6/2021 | | | | 1,021,031 | | | | DKK | | | | 162,843 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 7/6/2021 | | | | 2,699,072 | | | | EUR | | | | 3,201,134 | | | | USD | | | | — | | | | (26 | ) |
UBS AG | | | 7/6/2021 | | | | 1,536,155 | | | | GBP | | | | 2,122,150 | | | | USD | | | | — | | | | (3 | ) |
UBS AG | | | 7/6/2021 | | | | 240,552 | | | | ILS | | | | 73,825 | | | | USD | | | | — | | | | (0 | )^ |
UBS AG | | | 7/6/2021 | | | | 699,795,869 | | | | JPY | | | | 6,305,308 | | | | USD | | | | — | | | | (93 | ) |
UBS AG | | | 7/6/2021 | | | | 2,343,216 | | | | NOK | | | | 272,313 | | | | USD | | | | — | | | | (5 | ) |
UBS AG | | | 7/6/2021 | | | | 2,937,357 | | | | SEK | | | | 343,477 | | | | USD | | | | 1 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 496,848 | | | | SGD | | | | 369,628 | | | | USD | | | | — | | | | (7 | ) |
UBS AG | | | 7/6/2021 | | | | 1,400,319 | | | | USD | | | | 1,816,101 | | | | AUD | | | | 36,850 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 2,494,210 | | | | USD | | | | 2,242,896 | | | | CHF | | | | 67,483 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 158,597 | | | | USD | | | | 967,740 | | | | DKK | | | | 4,255 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 3,117,598 | | | | USD | | | | 2,557,666 | | | | EUR | | | | 84,197 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 2,067,178 | | | | USD | | | | 1,457,955 | | | | GBP | | | | 53,060 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 71,913 | | | | USD | | | | 233,647 | | | | ILS | | | | 207 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 6,139,327 | | | | USD | | | | 675,019,003 | | | | JPY | | | | 57,353 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 265,256 | | | | USD | | | | 2,216,412 | | | | NOK | | | | 7,684 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 334,564 | | | | USD | | | | 2,783,492 | | | | SEK | | | | 9,078 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 359,997 | | | | USD | | | | 476,402 | | | | SGD | | | | 5,586 | | | | — | |
UBS AG | | | 8/4/2021 | | | | 3,943,627 | | | | USD | | | | 3,642,365 | | | | CHF | | | | — | | | | (278 | ) |
UBS AG | | | 8/4/2021 | | | | 170,179 | | | | USD | | | | 1,066,506 | | | | DKK | | | | — | | | | (8 | ) |
UBS AG | | | 8/4/2021 | | | | 3,197,850 | | | | USD | | | | 2,694,901 | | | | EUR | | | | — | | | | (208 | ) |
UBS AG | | | 8/4/2021 | | | | 2,106,656 | | | | USD | | | | 1,524,863 | | | | GBP | | | | — | | | | (56 | ) |
UBS AG | | | 8/4/2021 | | | | 72,196 | | | | USD | | | | 235,199 | | | | ILS | | | | — | | | | (4 | ) |
UBS AG | | | 8/4/2021 | | | | 6,370,814 | | | | USD | | | | 706,936,738 | | | | JPY | | | | — | | | | (291 | ) |
UBS AG | | | 8/4/2021 | | | | 266,704 | | | | USD | | | | 2,294,661 | | | | NOK | | | | 0 | ^ | | | — | |
UBS AG | | | 8/4/2021 | | | | 339,719 | | | | USD | | | | 2,904,486 | | | | SEK | | | | — | | | | (6 | ) |
UBS AG | | | 8/4/2021 | | | | 352,417 | | | | USD | | | | 473,757 | | | | SGD | | | | — | | | | (0 | )^ |
UBS AG | | | 8/5/2021 | | | | 1,433,785 | | | | USD | | | | 1,909,559 | | | | AUD | | | | — | | | | (56 | ) |
| | | | | | | | | | | | | | | | | | | | | | | $ | 1,678,898 | | | $ | (7,417 | ) |
| ^ | Amount represents less than $1. |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
June 30, 2021
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 159,887,404 | | | $ | — | | | $ | — | | | $ | 159,887,404 | |
Rights | | | 9,822 | | | | — | | | | — | | | | 9,822 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 5,229,100 | | | | — | | | | 5,229,100 | |
Total Investments in Securities | | $ | 159,897,226 | | | $ | 5,229,100 | | | $ | — | | | $ | 165,126,326 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | 1,678,898 | | | $ | — | | | $ | 1,678,898 | |
Liabilities: | | | | | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | (7,417 | ) | | $ | — | | | $ | (7,417 | ) |
Total - Net | | $ | 159,897,226 | | | $ | 6,900,581 | | | $ | — | | | $ | 166,797,807 | |
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
|
| COMMON STOCKS – 99.3% | |
|
| Australia – 13.7% | |
| | |
Accent Group Ltd. | | | 49,758 | | | $ | 104,223 | |
| | |
Adairs Ltd. | | | 12,766 | | | | 40,732 | |
| | |
Adbri Ltd. | | | 35,624 | | | | 92,804 | |
| | |
ARB Corp., Ltd. | | | 2,349 | | | | 76,166 | |
| | |
AUB Group Ltd. | | | 5,277 | | | | 88,703 | |
| | |
Aurelia Metals Ltd.(a) | | | 40,393 | | | | 12,433 | |
| | |
Austal Ltd. | | | 19,317 | | | | 29,730 | |
| | |
Australian Finance Group Ltd. | | | 21,672 | | | | 46,370 | |
| | |
Baby Bunting Group Ltd. | | | 8,349 | | | | 35,226 | |
| | |
Bapcor Ltd. | | | 10,794 | | | | 68,881 | |
| | |
Beach Energy Ltd. | | | 59,456 | | | | 55,349 | |
| | |
Beacon Lighting Group Ltd. | | | 14,457 | | | | 20,622 | |
| | |
Bega Cheese Ltd. | | | 6,940 | | | | 30,688 | |
| | |
Bell Financial Group Ltd.(a) | | | 39,633 | | | | 53,112 | |
| | |
Bingo Industries Ltd. | | | 15,940 | | | | 41,047 | |
| | |
Bravura Solutions Ltd.(a) | | | 15,922 | | | | 41,957 | |
| | |
Brickworks Ltd. | | | 7,995 | | | | 150,476 | |
| | |
Capitol Health Ltd. | | | 76,688 | | | | 21,302 | |
| | |
Cedar Woods Properties Ltd. | | | 5,680 | | | | 28,613 | |
| | |
Centuria Capital Group(a) | | | 32,446 | | | | 67,718 | |
| | |
Codan Ltd. | | | 7,185 | | | | 97,256 | |
| | |
Collins Foods Ltd. | | | 4,145 | | | | 35,693 | |
| | |
Costa Group Holdings Ltd. | | | 10,924 | | | | 27,146 | |
| | |
Cromwell Property Group(a) | | | 362,194 | | | | 237,928 | |
| | |
Data#3 Ltd. | | | 8,878 | | | | 37,391 | |
| | |
Dicker Data Ltd.(a) | | | 9,640 | | | | 80,044 | |
| | |
Elders Ltd. | | | 5,785 | | | | 50,163 | |
| | |
Growthpoint Properties Australia Ltd. | | | 79,950 | | | | 244,291 | |
| | |
GUD Holdings Ltd.(a) | | | 4,106 | | | | 36,960 | |
| | |
GWA Group Ltd.(a) | | | 21,151 | | | | 43,985 | |
| | |
Hansen Technologies Ltd. | | | 7,090 | | | | 33,055 | |
| | |
Home Consortium Ltd. | | | 10,568 | | | | 43,161 | |
| | |
IGO Ltd. | | | 24,874 | | | | 142,484 | |
| | |
Infomedia Ltd.(a) | | | 20,963 | | | | 24,158 | |
| | |
Ingenia Communities Group | | | 15,358 | | | | 70,794 | |
| | |
Inghams Group Ltd. | | | 30,659 | | | | 91,609 | |
| | |
Integral Diagnostics Ltd. | | | 8,149 | | | | 31,813 | |
| | |
Integrated Research Ltd.(a) | | | 7,270 | | | | 10,616 | |
| | |
Invocare Ltd.(a) | | | 6,337 | | | | 55,044 | |
| | |
IPH Ltd. | | | 15,024 | | | | 87,978 | |
| | |
IRESS Ltd. | | | 13,944 | | | | 135,148 | |
| | |
Johns Lyng Group Ltd.(a) | | | 8,922 | | | | 34,161 | |
| | |
Jumbo Interactive Ltd.(a) | | | 3,326 | | | | 44,372 | |
| | |
Kogan.com Ltd.(a) | | | 2,349 | | | | 20,421 | |
| | |
MA Financial Group Ltd.(a) | | | 7,175 | | | | 30,488 | |
| | |
MACA Ltd. | | | 35,015 | | | | 19,847 | |
| | |
Macmahon Holdings Ltd. | | | 178,451 | | | | 25,455 | |
| | |
McPherson’s Ltd.(a) | | | 7,933 | | | | 6,551 | |
| | |
Metcash Ltd.(a) | | | 64,327 | | | | 192,691 | |
| | |
Monadelphous Group Ltd. | | | 5,835 | | | | 45,778 | |
| | |
Monash IVF Group Ltd. | | | 37,917 | | | | 24,196 | |
| | |
Money3 Corp. Ltd. | | | 13,021 | | | | 32,748 | |
| | | | | | | | |
| | |
NIB Holdings Ltd. | | | 24,065 | | | | 117,615 | |
| | |
Nick Scali Ltd. | | | 7,552 | | | | 66,448 | |
| | |
Nickel Mines Ltd. | | | 60,046 | | | | 44,629 | |
| | |
Nine Entertainment Co. Holdings Ltd. | | | 92,295 | | | | 201,635 | |
| | |
NRW Holdings Ltd.(a) | | | 18,491 | | | | 20,337 | |
| | |
OFX Group Ltd. | | | 20,051 | | | | 20,096 | |
| | |
Omni Bridgeway Ltd.(a) | | | 8,035 | | | | 22,621 | |
| | |
Orora Ltd. | | | 79,446 | | | | 198,615 | |
| | |
Pacific Current Group Ltd. | | | 6,662 | | | | 29,059 | |
| | |
Pact Group Holdings Ltd. | | | 9,131 | | | | 25,364 | |
| | |
Pendal Group Ltd. | | | 29,731 | | | | 179,904 | |
| | |
Perenti Global Ltd.(a) | | | 67,631 | | | | 34,019 | |
| | |
Perpetual Ltd. | | | 4,400 | | | | 132,297 | |
| | |
Pinnacle Investment Management Group Ltd.(a) | | | 9,560 | | | | 85,911 | |
| | |
Platinum Asset Management Ltd. | | | 74,358 | | | | 274,097 | |
| | |
Premier Investments Ltd. | | | 8,405 | | | | 180,152 | |
| | |
Ramelius Resources Ltd. | | | 20,190 | | | | 25,692 | |
| | |
Redcape Hotel Group | | | 47,714 | | | | 37,075 | |
| | |
Regis Resources Ltd. | | | 26,744 | | | | 47,384 | |
| | |
Resimac Group Ltd. | | | 16,080 | | | | 29,697 | |
| | |
Sandfire Resources Ltd. | | | 13,358 | | | | 68,495 | |
| | |
SeaLink Travel Group Ltd. | | | 5,698 | | | | 40,553 | |
| | |
Select Harvests Ltd.(a) | | | 8,318 | | | | 42,152 | |
| | |
Service Stream Ltd. | | | 18,352 | | | | 11,987 | |
| | |
SmartGroup Corp., Ltd.(a) | | | 15,475 | | | | 85,740 | |
| | |
St Barbara Ltd. | | | 36,490 | | | | 46,708 | |
| | |
Steadfast Group Ltd. | | | 37,666 | | | | 124,422 | |
| | |
Super Retail Group Ltd.(a) | | | 6,146 | | | | 59,568 | |
| | |
Tassal Group Ltd. | | | 19,846 | | | | 53,340 | |
| | |
Technology One Ltd. | | | 10,950 | | | | 76,535 | |
| | |
Viva Energy Group Ltd.(b) | | | 66,232 | | | | 95,967 | |
| | | | | | | | |
| Total Australia | | | | 5,677,691 | |
|
| Austria – 1.5% | |
| | |
Oesterreichische Post AG | | | 7,246 | | | | 385,398 | |
| | |
Schoeller-Bleckmann Oilfield Equipment AG* | | | 1,713 | | | | 72,015 | |
| | |
UNIQA Insurance Group AG | | | 20,399 | | | | 177,563 | |
| | | | | | | | |
| Total Austria | | | | 634,976 | |
|
| Belgium – 2.2% | |
| | |
Barco N.V. | | | 4,533 | | | | 124,071 | |
| | |
Bekaert S.A. | | | 1,961 | | | | 87,394 | |
| | |
Euronav N.V.(a) | | | 49,845 | | | | 463,432 | |
| | |
Fagron | | | 728 | | | | 16,257 | |
| | |
Intervest Offices & Warehouses N.V. | | | 2,500 | | | | 67,745 | |
| | |
Orange Belgium S.A. | | | 3,537 | | | | 79,360 | |
| | |
Recticel S.A. | | | 3,032 | | | | 51,058 | |
| | |
Xior Student Housing N.V. | | | 498 | | | | 30,001 | |
| | | | | | | | |
| Total Belgium | | | | 919,318 | |
|
| China – 4.0% | |
| | |
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | | | 40,300 | | | | 66,528 | |
| | |
China Overseas Grand Oceans Group Ltd. | | | 326,400 | | | | 189,976 | |
| | |
China Power International Development Ltd. | | | 1,239,000 | | | | 271,226 | |
| | |
China South City Holdings Ltd. | | | 506,000 | | | | 55,384 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
China Tobacco International HK Co., Ltd.(a) | | | 12,000 | | | $ | 26,114 | |
| | |
CITIC Telecom International Holdings Ltd. | | | 332,678 | | | | 110,095 | |
| | |
CPMC Holdings Ltd. | | | 143,900 | | | | 84,311 | |
| | |
Genertec Universal Medical Group Co., Ltd.(b) | | | 152,800 | | | | 149,340 | |
| | |
Poly Property Group Co., Ltd. | | | 384,000 | | | | 99,884 | |
| | |
Shanghai Industrial Holdings Ltd. | | | 107,000 | | | | 157,899 | |
| | |
Shougang Fushan Resources Group Ltd. | | | 391,885 | | | | 115,559 | |
| | |
Yanlord Land Group Ltd. | | | 232,309 | | | | 210,844 | |
| | |
Zensun Enterprises Ltd. | | | 1,150,000 | | | | 96,255 | |
| | | | | | | | |
| Total China | | | | 1,633,415 | |
|
| Denmark – 2.0% | |
| | |
Cementir Holding N.V. | | | 6,261 | | | | 63,854 | |
| | |
Chemometec A/S | | | 1,041 | | | | 140,033 | |
| | |
D/S Norden A/S | | | 3,025 | | | | 96,241 | |
| | |
NNIT A/S(b) | | | 2,215 | | | | 43,590 | |
| | |
Per Aarsleff Holding A/S | | | 1,325 | | | | 59,588 | |
| | |
Ringkjoebing Landbobank A/S | | | 1,099 | | | | 111,468 | |
| | |
Scandinavian Tobacco Group A/S, Class A(b) | | | 15,093 | | | | 308,092 | |
| | | | | | | | |
| Total Denmark | | | | 822,866 | |
|
| Finland – 4.0% | |
| | |
Altia Oyj(a) | | | 2,552 | | | | 30,688 | |
| | |
Cargotec Oyj, Class B | | | 3,778 | | | | 195,343 | |
| | |
Fiskars Oyj Abp | | | 2,168 | | | | 47,153 | |
| | |
Kamux Corp. | | | 1,607 | | | | 31,235 | |
| | |
Kemira Oyj | | | 9,820 | | | | 154,653 | |
| | |
Lassila & Tikanoja Oyj(a) | | | 1,890 | | | | 31,738 | |
| | |
Neles Oyj | | | 29,815 | | | | 429,949 | |
| | |
Oriola Oyj, Class B | | | 13,747 | | | | 30,029 | |
| | |
Raisio Oyj, Class V(a) | | | 10,383 | | | | 46,359 | |
| | |
Revenio Group Oyj | | | 645 | | | | 48,877 | |
| | |
Rovio Entertainment Oyj(b) | | | 3,599 | | | | 29,343 | |
| | |
Sanoma Oyj | | | 5,708 | | | | 94,632 | |
| | |
Talenom Oyj | | | 1,537 | | | | 26,029 | |
| | |
Terveystalo Oyj(b) | | | 4,061 | | | | 54,902 | |
| | |
Tokmanni Group Corp. | | | 2,510 | | | | 69,415 | |
| | |
Uponor Oyj | | | 6,014 | | | | 174,306 | |
| | |
Verkkokauppa.com Oyj | | | 4,979 | | | | 49,362 | |
| | |
YIT Oyj(a) | | | 21,150 | | | | 129,547 | |
| | | | | | | | |
| Total Finland | | | | 1,673,560 | |
|
| France – 3.2% | |
| | |
ABC Arbitrage | | | 3,219 | | | | 27,104 | |
| | |
Albioma S.A. | | | 1,435 | | | | 58,745 | |
| | |
Chargeurs S.A. | | | 1,239 | | | | 34,382 | |
| | |
Derichebourg S.A.* | | | 11,829 | | | | 119,519 | |
| | |
IPSOS | | | 1,681 | | | | 70,869 | |
| | |
Kaufman & Broad S.A. | | | 1,961 | | | | 93,254 | |
| | |
Nexity S.A. | | | 7,991 | | | | 399,720 | |
| | |
Quadient S.A. | | | 1,861 | | | | 55,924 | |
| | |
Societe BIC S.A. | | | 4,597 | | | | 319,463 | |
| | |
Vicat S.A. | | | 3,210 | | | | 155,125 | |
| | | | | | | | |
| Total France | | | | 1,334,105 | |
| | | | | | | | |
|
| Germany – 3.2% | |
| | |
Bilfinger SE | | | 553 | | | | 16,552 | |
| | |
CANCOM SE | | | 946 | | | | 57,215 | |
| | |
CropEnergies AG | | | 5,725 | | | | 73,460 | |
| | |
DIC Asset AG | | | 9,116 | | | | 157,511 | |
| | |
Duerr AG | | | 3,596 | | | | 136,805 | |
| | |
Eckert & Ziegler Strahlen- und Medizintechnik AG | | | 416 | | | | 47,533 | |
| | |
Elmos Semiconductor SE | | | 1,097 | | | | 47,484 | |
| | |
GFT Technologies SE | | | 1,670 | | | | 42,481 | |
| | |
GRENKE AG(a) | | | 1,934 | | | | 84,861 | |
| | |
Hamborner REIT AG | | | 7,823 | | | | 83,301 | |
| | |
Hamburger Hafen und Logistik AG | | | 5,613 | | | | 141,117 | |
| | |
Hornbach Baumarkt AG | | | 1,453 | | | | 63,841 | |
| | |
Hornbach Holding AG & Co. KGaA | | | 681 | | | | 77,610 | |
| | |
Indus Holding AG | | | 912 | | | | 36,123 | |
| | |
Jenoptik AG | | | 653 | | | | 17,858 | |
| | |
Krones AG | | | 758 | | | | 67,733 | |
| | |
MLP SE | | | 3,864 | | | | 31,939 | |
| | |
STRATEC SE | | | 182 | | | | 25,425 | |
| | |
VERBIO Vereinigte BioEnergie AG | | | 1,772 | | | | 89,773 | |
| | |
Wuestenrot & Wuerttembergische AG | | | 1,664 | | | | 38,125 | |
| | | | | | | | |
| Total Germany | | | | 1,336,747 | |
|
| Hong Kong – 1.7% | |
| | |
Dah Sing Banking Group Ltd. | | | 61,200 | | | | 67,537 | |
| | |
Dah Sing Financial Holdings Ltd. | | | 29,200 | | | | 99,829 | |
| | |
Guotai Junan International Holdings Ltd. | | | 850,052 | | | | 135,731 | |
| | |
Hutchison Port Holdings Trust | | | 1,186,500 | | | | 266,962 | |
| | |
Kowloon Development Co., Ltd. | | | 47,000 | | | | 55,559 | |
| | |
Nissin Foods Co., Ltd.(a) | | | 44,000 | | | | 33,655 | |
| | |
Sun Hung Kai & Co., Ltd. | | | 60,000 | | | | 32,218 | |
| | | | | | | | |
| Total Hong Kong | | | | 691,491 | |
|
| Indonesia – 0.2% | |
| | |
Bumitama Agri Ltd. | | | 54,500 | | | | 18,448 | |
| | |
First Resources Ltd. | | | 60,627 | | | | 60,437 | |
| | | | | | | | |
| Total Indonesia | | | | 78,885 | |
|
| Ireland – 0.4% | |
| | |
Hibernia REIT PLC | | | 51,118 | | | | 75,170 | |
| | |
Irish Continental Group PLC* | | | 4,030 | | | | 20,646 | |
| | |
Kenmare Resources PLC | | | 3,938 | | | | 23,828 | |
| | |
Total Produce PLC | | | 20,423 | | | | 63,940 | |
| | | | | | | | |
| Total Ireland | | | | 183,584 | |
|
| Israel – 4.5% | |
| | |
Altshuler Shaham Provident Funds & Pension Ltd. | | | 13,203 | | | | 79,417 | |
| | |
Arad Ltd. | | | 1,615 | | | | 21,902 | |
| | |
Ashtrom Group Ltd. | | | 6,913 | | | | 156,993 | |
| | |
Atreyu Capital Markets Ltd. | | | 2,473 | | | | 39,260 | |
| | |
Big Shopping Centers Ltd.* | | | 697 | | | | 89,197 | |
| | |
Delek Automotive Systems Ltd. | | | 8,755 | | | | 114,996 | |
| | |
Delek Group Ltd.* | | | 0 | ‡ | | | 23 | |
| | |
Delta Galil Industries Ltd. | | | 1,060 | | | | 43,916 | |
| | |
Elco Ltd. | | | 932 | | | | 55,488 | |
| | |
Electra Consumer Products 1970 Ltd. | | | 4,377 | | | | 251,592 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
FIBI Holdings Ltd.* | | | 2,862 | | | $ | 107,067 | |
| | |
Freshmarket Ltd. | | | 9,442 | | | | 35,351 | |
| | |
Inrom Construction Industries Ltd. | | | 7,669 | | | | 35,303 | |
| | |
Isracard Ltd.* | | | 15,354 | | | | 62,952 | |
| | |
Israel Canada T.R Ltd. | | | 10,470 | | | | 42,574 | |
| | |
Israel Land Development—Urban Renewal Ltd. | | | 2,935 | | | | 37,875 | |
| | |
Magic Software Enterprises Ltd. | | | 2,046 | | | | 33,052 | |
| | |
Matrix IT Ltd. | | | 2,899 | | | | 78,398 | |
| | |
Maytronics Ltd. | | | 3,045 | | | | 63,453 | |
| | |
Mega Or Holdings Ltd. | | | 1,423 | | | | 45,854 | |
| | |
Mehadrin Ltd.* | | | 0 | ‡ | | | 17 | |
| | |
Menora Mivtachim Holdings Ltd. | | | 2,213 | | | | 43,805 | |
| | |
Mivne Real Estate KD Ltd. | | | 24,171 | | | | 70,098 | |
| | |
Oil Refineries Ltd.* | | | 500,880 | | | | 129,121 | |
| | |
OPC Energy Ltd.* | | | 10,072 | | | | 98,355 | |
| | |
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | | | 833 | | | | 54,809 | |
| | |
Shufersal Ltd. | | | 5,730 | | | | 45,615 | |
| | |
YD More Investments Ltd. | | | 8,351 | | | | 35,188 | |
| | | | | | | | |
| Total Israel | | | | 1,871,671 | |
|
| Italy – 3.1% | |
| | |
Anima Holding SpA(b) | | | 39,020 | | | | 193,934 | |
| | |
Ascopiave SpA | | | 14,916 | | | | 62,796 | |
| | |
Carel Industries SpA(b) | | | 1,213 | | | | 29,130 | |
| | |
Danieli & C. Officine Meccaniche SpA | | | 915 | | | | 24,143 | |
| | |
Danieli & C. Officine Meccaniche SpA, RSP | | | 1,519 | | | | 26,192 | |
| | |
Datalogic SpA | | | 2,885 | | | | 68,221 | |
| | |
Enav SpA*(b) | | | 63,877 | | | | 287,857 | |
| | |
Falck Renewables SpA | | | 7,627 | | | | 50,289 | |
| | |
Fiera Milano SpA* | | | 8,797 | | | | 36,305 | |
| | |
Immobiliare Grande Distribuzione SIIQ SpA | | | 18,411 | | | | 88,644 | |
| | |
La Doria SpA | | | 1,070 | | | | 24,160 | |
| | |
Piaggio & C. SpA | | | 32,942 | | | | 129,543 | |
| | |
RAI Way SpA(b) | | | 20,898 | | | | 125,897 | |
| | |
SOL SpA | | | 3,657 | | | | 73,813 | |
| | |
Zignago Vetro SpA | | | 2,533 | | | | 50,465 | |
| | | | | | | | |
| Total Italy | | | | 1,271,389 | |
|
| Japan – 23.8% | |
| | |
77 Bank Ltd. (The) | | | 1,435 | | | | 15,748 | |
| | |
Adastria Co., Ltd. | | | 800 | | | | 14,632 | |
| | |
ADEKA Corp. | | | 2,800 | | | | 52,599 | |
| | |
Advan Co., Ltd. | | | 600 | | | | 5,055 | |
| | |
Aeon Delight Co., Ltd. | | | 700 | | | | 21,979 | |
| | |
AEON Financial Service Co., Ltd. | | | 4,400 | | | | 51,893 | |
| | |
Ai Holdings Corp.(a) | | | 800 | | | | 15,785 | |
| | |
Aica Kogyo Co., Ltd. | | | 1,400 | | | | 49,257 | |
| | |
Aichi Corp. | | | 1,900 | | | | 13,969 | |
| | |
Aida Engineering Ltd. | | | 2,100 | | | | 18,713 | |
| | |
Alconix Corp. | | | 1,100 | | | | 14,519 | |
| | |
Alleanza Holdings Co., Ltd. | | | 900 | | | | 10,160 | |
| | |
Altech Corp.(a) | | | 1,100 | | | | 19,227 | |
| | |
Amano Corp. | | | 1,100 | | | | 27,760 | |
| | |
Arata Corp. | | | 200 | | | | 7,766 | |
| | |
Arcs Co., Ltd. | | | 600 | | | | 13,061 | |
| | |
Ariake Japan Co., Ltd. | | | 100 | | | | 6,208 | |
| | |
ARTERIA Networks Corp. | | | 1,300 | | | | 21,153 | |
| | |
Aruhi Corp. | | | 600 | | | | 7,741 | |
| | |
Asahi Holdings, Inc. | | | 2,700 | | | | 55,124 | |
| | |
Asanuma Corp. | | | 500 | | | | 20,317 | |
| | |
ASKUL Corp. | | | 800 | | | | 12,484 | |
| | |
Autobacs Seven Co., Ltd. | | | 2,000 | | | | 26,633 | |
| | |
Avex, Inc.(a) | | | 1,700 | | | | 25,135 | |
| | |
Awa Bank Ltd. (The) | | | 570 | | | | 10,323 | |
| | |
Axial Retailing, Inc. | | | 300 | | | | 10,136 | |
| | |
Bank of Nagoya Ltd. (The) | | | 549 | | | | 12,242 | |
| | |
Bank of Okinawa Ltd. (The) | | | 542 | | | | 12,072 | |
| | |
Bank of Saga Ltd. (The) | | | 1,100 | | | | 13,548 | |
| | |
Baroque Japan Ltd. | | | 2,100 | | | | 15,269 | |
| | |
BayCurrent Consulting, Inc. | | | 100 | | | | 35,949 | |
| | |
Belc Co., Ltd. | | | 200 | | | | 9,659 | |
| | |
Bell System24 Holdings, Inc. | | | 1,101 | | | | 17,340 | |
| | |
Belluna Co., Ltd. | | | 1,300 | | | | 11,443 | |
| | |
BeNext-Yumeshin Group Co.(a) | | | 2,564 | | | | 29,454 | |
| | |
Bic Camera, Inc. | | | 1,500 | | | | 15,123 | |
| | |
BML, Inc. | | | 500 | | | | 17,074 | |
| | |
Bunka Shutter Co., Ltd. | | | 2,400 | | | | 23,959 | |
| | |
C.I. Takiron Corp. | | | 4,700 | | | | 24,730 | |
| | |
Canon Electronics, Inc. | | | 1,300 | | | | 20,099 | |
| | |
Central Glass Co., Ltd. | | | 1,000 | | | | 19,173 | |
| | |
Chiyoda Co., Ltd. | | | 2,400 | | | | 19,137 | |
| | |
Chugoku Bank Ltd. (The) | | | 3,000 | | | | 22,813 | |
| | |
Chugoku Marine Paints Ltd. | | | 2,200 | | | | 17,007 | |
| | |
cocokara fine, Inc. | | | 200 | | | | 14,956 | |
| | |
COLOPL, Inc. | | | 1,500 | | | | 11,177 | |
| | |
Computer Engineering & Consulting Ltd. | | | 1,000 | | | | 14,281 | |
| | |
CONEXIO Corp. | | | 2,000 | | | | 27,029 | |
| | |
Cosmo Energy Holdings Co., Ltd. | | | 2,319 | | | | 53,216 | |
| | |
Create SD Holdings Co., Ltd.(a) | | | 700 | | | | 20,813 | |
| | |
Credit Saison Co., Ltd. | | | 3,500 | | | | 42,698 | |
| | |
Dai-Dan Co., Ltd. | | | 900 | | | | 20,694 | |
| | |
Daibiru Corp. | | | 1,300 | | | | 16,421 | |
| | |
Daicel Corp. | | | 7,500 | | | | 61,762 | |
| | |
Daihen Corp. | | | 537 | | | | 22,377 | |
| | |
Daiho Corp. | | | 500 | | | | 18,132 | |
| | |
Daiichikosho Co., Ltd. | | | 1,000 | | | | 38,427 | |
| | |
Daiken Corp. | | | 1,000 | | | | 18,795 | |
| | |
Daikyonishikawa Corp. | | | 2,300 | | | | 14,299 | |
| | |
Daio Paper Corp. | | | 1,500 | | | | 24,854 | |
| | |
Daiseki Co., Ltd. | | | 800 | | | | 35,967 | |
| | |
Daishi Hokuetsu Financial Group, Inc. | | | 1,500 | | | | 32,611 | |
| | |
Daiwabo Holdings Co., Ltd. | | | 2,000 | | | | 34,363 | |
| | |
DCM Holdings Co., Ltd. | | | 2,400 | | | | 22,878 | |
| | |
Denyo Co., Ltd. | | | 695 | | | | 12,198 | |
| | |
Dexerials Corp. | | | 1,800 | | | | 38,014 | |
| | |
DIC Corp.(a) | | | 1,500 | | | | 37,909 | |
| | |
Digital Garage, Inc. | | | 300 | | | | 13,501 | |
| | |
Dip Corp. | | | 741 | | | | 22,933 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Doshisha Co., Ltd. | | | 900 | | | $ | 14,020 | |
| | |
Dowa Holdings Co., Ltd. | | | 1,000 | | | | 39,418 | |
| | |
DTS Corp. | | | 1,100 | | | | 26,214 | |
| | |
Eagle Industry Co., Ltd. | | | 2,300 | | | | 23,271 | |
| | |
Earth Corp. | | | 300 | | | | 17,434 | |
| | |
EDION Corp. | | | 2,500 | | | | 24,439 | |
| | |
Eiken Chemical Co., Ltd. | | | 600 | | | | 11,617 | |
| | |
Eizo Corp. | | | 500 | | | | 22,367 | |
| | |
Elecom Co., Ltd. | | | 900 | | | | 16,883 | |
| | |
Elematec Corp. | | | 1,200 | | | | 14,153 | |
| | |
en Japan, Inc. | | | 900 | | | | 32,030 | |
| | |
ES-Con Japan Ltd.(a) | | | 1,900 | | | | 13,096 | |
| | |
Exedy Corp. | | | 1,530 | | | | 22,456 | |
| | |
FCC Co., Ltd. | | | 800 | | | | 11,662 | |
| | |
FJ Next Co., Ltd. | | | 1,500 | | | | 13,663 | |
| | |
Fuji Seal International, Inc. | | | 800 | | | | 16,787 | |
| | |
Fuji Soft, Inc. | | | 200 | | | | 10,037 | |
| | |
Fujibo Holdings, Inc. | | | 400 | | | | 13,947 | |
| | |
Fujimi, Inc. | | | 700 | | | | 31,913 | |
| | |
Fujimori Kogyo Co., Ltd. | | | 400 | | | | 14,632 | |
| | |
Fujitec Co., Ltd. | | | 1,500 | | | | 33,300 | |
| | |
FULLCAST Holdings Co., Ltd. | | | 900 | | | | 18,748 | |
| | |
Funai Soken Holdings, Inc. | | | 700 | | | | 15,187 | |
| | |
Furukawa Co., Ltd. | | | 1,900 | | | | 21,398 | |
| | |
Furukawa Electric Co., Ltd. | | | 1,200 | | | | 29,916 | |
| | |
Furyu Corp. | | | 1,100 | | | | 13,954 | |
| | |
Fuso Chemical Co., Ltd. | | | 500 | | | | 18,470 | |
| | |
Future Corp. | | | 900 | | | | 16,315 | |
| | |
Fuyo General Lease Co., Ltd. | | | 500 | | | | 31,624 | |
| | |
G-7 Holdings, Inc. | | | 700 | | | | 21,317 | |
| | |
G-Tekt Corp. | | | 1,400 | | | | 19,539 | |
| | |
Gecoss Corp. | | | 2,200 | | | | 17,403 | |
| | |
Giken Ltd. | | | 500 | | | | 20,407 | |
| | |
Glory Ltd. | | | 1,000 | | | | 20,750 | |
| | |
GMO Financial Holdings, Inc.(a) | | | 4,600 | | | | 36,223 | |
| | |
Godo Steel Ltd. | | | 1,200 | | | | 17,883 | |
| | |
Goldcrest Co., Ltd. | | | 1,300 | | | | 19,467 | |
| | |
GS Yuasa Corp. | | | 1,251 | | | | 31,954 | |
| | |
Gunma Bank Ltd. (The) | | | 8,687 | | | | 27,394 | |
| | |
Gunze Ltd. | | | 500 | | | | 20,835 | |
| | |
H.U. Group Holdings, Inc. | | | 1,000 | | | | 25,804 | |
| | |
Hachijuni Bank Ltd. (The) | | | 9,500 | | | | 30,642 | |
| | |
Hamakyorex Co., Ltd. | | | 600 | | | | 17,245 | |
| | |
Hanwa Co., Ltd. | | | 939 | | | | 27,157 | |
| | |
Hazama Ando Corp. | | | 4,400 | | | | 32,428 | |
| | |
Heiwa Corp. | | | 2,549 | | | | 45,174 | |
| | |
Heiwa Real Estate Co., Ltd. | | | 700 | | | | 26,426 | |
| | |
Heiwado Co., Ltd. | | | 800 | | | | 15,987 | |
| | |
Hinokiya Group Co., Ltd.(a) | | | 800 | | | | 17,883 | |
| | |
Hitachi Zosen Corp. | | | 4,400 | | | | 28,424 | |
| | |
Hogy Medical Co., Ltd. | | | 500 | | | | 15,384 | |
| | |
Hokkaido Electric Power Co., Inc. | | | 3,100 | | | | 14,049 | |
| | |
Hokkoku Bank Ltd. (The) | | | 400 | | | | 7,975 | |
| | |
Hokuetsu Corp. | | | 4,900 | | | | 25,473 | |
| | | | | | | | |
| | |
Hokuhoku Financial Group, Inc. | | | 1,706 | | | | 12,466 | |
| | |
Hokuriku Electric Power Co. | | | 3,900 | | | | 21,294 | |
| | |
Hokuto Corp. | | | 1,300 | | | | 22,477 | |
| | |
Hoosiers Holdings(a) | | | 2,600 | | | | 16,726 | |
| | |
Horiba Ltd.(a) | | | 500 | | | | 32,435 | |
| | |
Hyakugo Bank Ltd. (The) | | | 5,800 | | | | 15,991 | |
| | |
Hyakujushi Bank Ltd. (The) | | | 867 | | | | 11,389 | |
| | |
Ichibanya Co., Ltd. | | | 500 | | | | 22,930 | |
| | |
Ichigo, Inc. | | | 7,300 | | | | 23,152 | |
| | |
Idec Corp. | | | 900 | | | | 17,037 | |
| | |
Iino Kaiun Kaisha Ltd. | | | 4,800 | | | | 18,942 | |
| | |
Inaba Denki Sangyo Co., Ltd. | | | 1,100 | | | | 25,629 | |
| | |
Inabata & Co., Ltd. | | | 1,600 | | | | 24,665 | |
| | |
Infocom Corp. | | | 300 | | | | 8,285 | |
| | |
Information Services International-Dentsu Ltd. | | | 600 | | | | 24,759 | |
| | |
Internet Initiative Japan, Inc.(a) | | | 600 | | | | 18,650 | |
| | |
IR Japan Holdings Ltd. | | | 100 | | | | 12,605 | |
| | |
Iriso Electronics Co., Ltd. | | | 300 | | | | 14,488 | |
| | |
Itochu Enex Co., Ltd. | | | 4,200 | | | | 37,425 | |
| | |
Itoham Yonekyu Holdings, Inc. | | | 4,700 | | | | 30,278 | |
| | |
IwaiCosmo Holdings, Inc.(a) | | | 1,600 | | | | 23,743 | |
| | |
Iwatani Corp. | | | 600 | | | | 36,003 | |
| | |
Iyo Bank Ltd. (The) | | | 5,100 | | | | 25,089 | |
| | |
JAC Recruitment Co., Ltd. | | | 1,600 | | | | 25,674 | |
| | |
Jaccs Co., Ltd. | | | 1,100 | | | | 25,768 | |
| | |
Japan Aviation Electronics Industry Ltd. | | | 1,100 | | | | 19,455 | |
| | |
Japan Lifeline Co., Ltd. | | | 1,100 | | | | 13,390 | |
| | |
Japan Material Co., Ltd. | | | 1,700 | | | | 20,693 | |
| | |
Japan Securities Finance Co., Ltd. | | | 3,500 | | | | 25,574 | |
| | |
Japan Steel Works Ltd. (The) | | | 800 | | | | 20,571 | |
| | |
Japan Wool Textile Co., Ltd. (The) | | | 2,084 | | | | 18,157 | |
| | |
JCU Corp. | | | 400 | | | | 12,902 | |
| | |
JDC Corp.(a) | | | 3,500 | | | | 17,975 | |
| | |
Jeol Ltd. | | | 400 | | | | 23,426 | |
| | |
Joshin Denki Co., Ltd. | | | 446 | | | | 10,809 | |
| | |
Joyful Honda Co., Ltd. | | | 1,500 | | | | 18,299 | |
| | |
JSP Corp. | | | 1,000 | | | | 14,371 | |
| | |
Juroku Bank Ltd. (The) | | | 1,200 | | | | 21,148 | |
| | |
Kadokawa Corp. | | | 600 | | | | 24,381 | |
| | |
Kaga Electronics Co., Ltd. | | | 1,000 | | | | 26,831 | |
| | |
Kaken Pharmaceutical Co., Ltd. | | | 1,300 | | | | 55,753 | |
| | |
Kamei Corp. | | | 1,200 | | | | 12,142 | |
| | |
Kanamoto Co., Ltd. | | | 700 | | | | 16,133 | |
| | |
Kandenko Co., Ltd. | | | 5,178 | | | | 40,448 | |
| | |
Kaneka Corp. | | | 1,100 | | | | 44,351 | |
| | |
Kanematsu Corp. | | | 3,100 | | | | 41,253 | |
| | |
Kanematsu Electronics Ltd. | | | 700 | | | | 22,642 | |
| | |
Katitas Co., Ltd. | | | 500 | | | | 14,055 | |
| | |
Kato Sangyo Co., Ltd. | | | 548 | | | | 16,713 | |
| | |
Keihanshin Building Co., Ltd. | | | 800 | | | | 9,817 | |
| | |
KFC Holdings Japan Ltd. | | | 700 | | | | 17,823 | |
| | |
KH Neochem Co., Ltd. | | | 700 | | | | 16,278 | |
| | |
Ki-Star Real Estate Co., Ltd. | | | 300 | | | | 14,272 | |
| | |
Kintetsu World Express, Inc. | | | 900 | | | | 18,958 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Kiyo Bank Ltd. (The) | | | 1,000 | | | $ | 12,947 | |
| | |
Kohnan Shoji Co., Ltd. | | | 500 | | | | 17,209 | |
| | |
Kokuyo Co., Ltd. | | | 2,000 | | | | 31,264 | |
| | |
KOMEDA Holdings Co., Ltd. | | | 1,000 | | | | 18,650 | |
| | |
Komeri Co., Ltd. | | | 700 | | | | 16,511 | |
| | |
Konoike Transport Co., Ltd. | | | 1,200 | | | | 13,104 | |
| | |
Kotobuki Spirits Co., Ltd. | | | 200 | | | | 12,938 | |
| | |
Krosaki Harima Corp. | | | 500 | | | | 19,394 | |
| | |
Kumagai Gumi Co., Ltd. | | | 1,100 | | | | 27,750 | |
| | |
Kumiai Chemical Industry Co., Ltd. | | | 1,000 | | | | 7,658 | |
| | |
Kurabo Industries Ltd. | | | 763 | | | | 13,075 | |
| | |
Kureha Corp. | | | 500 | | | | 28,967 | |
| | |
Kyoei Steel Ltd. | | | 1,700 | | | | 22,179 | |
| | |
Kyokuto Kaihatsu Kogyo Co., Ltd. | | | 1,200 | | | | 17,050 | |
| | |
KYORIN Holdings, Inc. | | | 2,173 | | | | 35,476 | |
| | |
Kyoritsu Maintenance Co., Ltd. | | | 300 | | | | 9,785 | |
| | |
Kyudenko Corp. | | | 1,200 | | | | 38,544 | |
| | |
Kyushu Financial Group, Inc. | | | 6,000 | | | | 21,191 | |
| | |
Life Corp. | | | 566 | | | | 17,976 | |
| | |
Lintec Corp. | | | 1,600 | | | | 34,742 | |
| | |
Macnica Fuji Electronics Holdings, Inc. | | | 1,300 | | | | 31,285 | |
| | |
Maeda Corp.(a) | | | 2,600 | | | | 22,559 | |
| | |
Maeda Road Construction Co., Ltd.(a) | | | 2,542 | | | | 49,974 | |
| | |
Mandom Corp. | | | 742 | | | | 13,839 | |
| | |
Maruha Nichiro Corp. | | | 600 | | | | 12,763 | |
| | |
Maruichi Steel Tube Ltd. | | | 1,400 | | | | 32,909 | |
| | |
Maruzen Showa Unyu Co., Ltd. | | | 600 | | | | 18,056 | |
| | |
Marvelous, Inc. | | | 2,000 | | | | 14,236 | |
| | |
Matsui Securities Co., Ltd. | | | 5,400 | | | | 39,409 | |
| | |
Maxvalu Tokai Co., Ltd. | | | 600 | | | | 13,407 | |
| | |
MCJ Co., Ltd. | | | 2,100 | | | | 23,443 | |
| | |
Megmilk Snow Brand Co., Ltd. | | | 700 | | | | 13,333 | |
| | |
Meidensha Corp. | | | 1,100 | | | | 21,893 | |
| | |
Meisei Industrial Co., Ltd. | | | 1,900 | | | | 12,531 | |
| | |
Meitec Corp. | | | 900 | | | | 48,734 | |
| | |
METAWATER Co., Ltd. | | | 800 | | | | 15,201 | |
| | |
Milbon Co., Ltd. | | | 100 | | | | 5,658 | |
| | |
Mimasu Semiconductor Industry Co., Ltd. | | | 800 | | | | 19,757 | |
| | |
Mirait Holdings Corp. | | | 1,400 | | | | 24,862 | |
| | |
Mitsubishi Logisnext Co., Ltd. | | | 1,100 | | | | 10,079 | |
| | |
Mitsubishi Pencil Co., Ltd. | | | 1,100 | | | | 14,252 | |
| | |
Mitsubishi Research Institute, Inc. | | | 500 | | | | 17,772 | |
| | |
Mitsubishi Shokuhin Co., Ltd. | | | 600 | | | | 15,185 | |
| | |
Mitsuboshi Belting Ltd. | | | 1,000 | | | | 15,767 | |
| | |
Mitsui Mining & Smelting Co., Ltd. | | | 900 | | | | 24,975 | |
| | |
Mitsui OSK Lines Ltd. | | | 1,000 | | | | 48,112 | |
| | |
Mitsui-Soko Holdings Co., Ltd. | | | 900 | | | | 20,483 | |
| | |
Miyazaki Bank Ltd. (The) | | | 700 | | | | 12,488 | |
| | |
Mizuho Leasing Co., Ltd. | | | 800 | | | | 26,993 | |
| | |
Mizuno Corp. | | | 800 | | | | 17,025 | |
| | |
Mochida Pharmaceutical Co., Ltd. | | | 400 | | | | 13,118 | |
| | |
Monex Group, Inc. | | | 3,700 | | | | 24,936 | |
| | |
Morinaga & Co., Ltd. | | | 500 | | | | 15,992 | |
| | |
Morita Holdings Corp. | | | 1,100 | | | | 15,847 | |
| | | | | | | | |
| | |
Morningstar Japan K.K. | | | 3,597 | | | | 14,811 | |
| | |
Nachi-Fujikoshi Corp. | | | 500 | | | | 17,614 | |
| | |
Nafco Co., Ltd. | | | 600 | | | | 10,844 | |
| | |
Nagaileben Co., Ltd. | | | 500 | | | | 12,051 | |
| | |
Nagase & Co., Ltd. | | | 3,100 | | | | 46,309 | |
| | |
Nakanishi, Inc. | | | 817 | | | | 17,887 | |
| | |
Nanto Bank Ltd. (The) | | | 1,200 | | | | 19,861 | |
| | |
NHK Spring Co., Ltd. | | | 2,200 | | | | 18,077 | |
| | |
Nichi-iko Pharmaceutical Co., Ltd. | | | 1,500 | | | | 12,028 | |
| | |
Nichias Corp. | | | 1,674 | | | | 42,155 | |
| | |
Nichicon Corp.(a) | | | 1,800 | | | | 19,380 | |
| | |
Nichiden Corp.(a) | | | 600 | | | | 11,644 | |
| | |
Nichiha Corp. | | | 500 | | | | 12,717 | |
| | |
Nihon Parkerizing Co., Ltd. | | | 1,440 | | | | 14,388 | |
| | |
Nikkiso Co., Ltd.(a) | | | 1,100 | | | | 11,070 | |
| | |
Nikkon Holdings Co., Ltd. | | | 1,200 | | | | 26,143 | |
| | |
Nippn Corp. | | | 1,581 | | | | 22,350 | |
| | |
Nippon Carbon Co., Ltd. | | | 500 | | | | 18,876 | |
| | |
Nippon Ceramic Co., Ltd.(a) | | | 700 | | | | 18,422 | |
| | |
Nippon Densetsu Kogyo Co., Ltd. | | | 600 | | | | 9,758 | |
| | |
Nippon Electric Glass Co., Ltd.(a) | | | 2,700 | | | | 63,492 | |
| | |
Nippon Gas Co., Ltd. | | | 1,800 | | | | 30,619 | |
| | |
Nippon Kayaku Co., Ltd. | | | 2,800 | | | | 26,489 | |
| | |
Nippon Paper Industries Co., Ltd. | | | 1,400 | | | | 15,692 | |
| | |
Nippon Pillar Packing Co., Ltd. | | | 1,000 | | | | 19,993 | |
| | |
Nippon Shokubai Co., Ltd. | | | 700 | | | | 33,679 | |
| | |
Nippon Soda Co., Ltd. | | | 800 | | | | 23,173 | |
| | |
Nippon Steel Trading Corp. | | | 800 | | | | 31,498 | |
| | |
Nippon Suisan Kaisha Ltd. | | | 3,500 | | | | 16,682 | |
| | |
Nipro Corp. | | | 900 | | | | 10,647 | |
| | |
Nishi-Nippon Financial Holdings, Inc. | | | 3,000 | | | | 17,083 | |
| | |
Nishi-Nippon Railroad Co., Ltd. | | | 500 | | | | 12,127 | |
| | |
Nishimatsu Construction Co., Ltd. | | | 1,550 | | | | 48,320 | |
| | |
Nishio Rent All Co., Ltd. | | | 900 | | | | 25,137 | |
| | |
Nissan Shatai Co., Ltd. | | | 1,300 | | | | 8,398 | |
| | |
Nissha Co., Ltd.(a) | | | 1,100 | | | | 16,561 | |
| | |
Nisshin Oillio Group Ltd. (The) | | | 542 | | | | 14,992 | |
| | |
Nisshinbo Holdings, Inc.(a) | | | 4,150 | | | | 35,858 | |
| | |
Nissin Electric Co., Ltd. | | | 1,700 | | | | 21,489 | |
| | |
Nitta Corp. | | | 800 | | | | 18,719 | |
| | |
Nitto Boseki Co., Ltd. | | | 300 | | | | 9,271 | |
| | |
Nitto Kogyo Corp. | | | 1,100 | | | | 18,067 | |
| | |
Nittoc Construction Co., Ltd. | | | 2,600 | | | | 17,686 | |
| | |
Noevir Holdings Co., Ltd. | | | 673 | | | | 34,199 | |
| | |
Nohmi Bosai Ltd. | | | 800 | | | | 15,108 | |
| | |
Nojima Corp. | | | 500 | | | | 12,370 | |
| | |
NOK Corp. | | | 1,900 | | | | 23,590 | |
| | |
Nomura Co., Ltd. | | | 3,358 | | | | 28,894 | |
| | |
North Pacific Bank Ltd. | | | 11,200 | | | | 23,815 | |
| | |
NS United Kaiun Kaisha Ltd. | | | 1,100 | | | | 24,004 | |
| | |
NSD Co., Ltd. | | | 1,400 | | | | 23,411 | |
| | |
Obara Group, Inc.(a) | | | 427 | | | | 14,658 | |
| | |
Ogaki Kyoritsu Bank Ltd. (The) | | | 800 | | | | 13,363 | |
| | |
Ohsho Food Service Corp. | | | 372 | | | | 18,769 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Oiles Corp. | | | 1,100 | | | $ | 15,342 | |
| | |
Okamoto Industries, Inc. | | | 300 | | | | 11,055 | |
| | |
Okamura Corp. | | | 2,700 | | | | 36,563 | |
| | |
Okasan Securities Group, Inc. | | | 4,600 | | | | 17,241 | |
| | |
Oki Electric Industry Co., Ltd. | | | 2,300 | | | | 21,096 | |
| | |
Okinawa Cellular Telephone Co. | | | 800 | | | | 36,976 | |
| | |
Okinawa Electric Power Co., Inc. (The) | | | 2,670 | | | | 33,318 | |
| | |
OKUMA Corp. | | | 400 | | | | 19,569 | |
| | |
Okumura Corp. | | | 1,390 | | | | 36,582 | |
| | |
Okuwa Co., Ltd. | | | 1,200 | | | | 11,752 | |
| | |
Onward Holdings Co., Ltd. | | | 12,000 | | | | 36,328 | |
| | |
Optorun Co., Ltd. | | | 900 | | | | 20,029 | |
| | |
Organo Corp. | | | 300 | | | | 16,839 | |
| | |
Orient Corp. | | | 22,000 | | | | 28,940 | |
| | |
Osaka Organic Chemical Industry Ltd. | | | 300 | | | | 11,893 | |
| | |
Osaka Soda Co., Ltd. | | | 800 | | | | 17,508 | |
| | |
OSG Corp. | | | 1,100 | | | | 19,088 | |
| | |
Outsourcing, Inc. | | | 1,700 | | | | 30,924 | |
| | |
Pacific Industrial Co., Ltd. | | | 1,300 | | | | 14,020 | |
| | |
Pack Corp. (The)(a) | | | 500 | | | | 12,172 | |
| | |
PAL GROUP Holdings Co., Ltd. | | | 1,390 | | | | 21,616 | |
| | |
Paramount Bed Holdings Co., Ltd. | | | 700 | | | | 12,481 | |
| | |
Penta-Ocean Construction Co., Ltd. | | | 7,400 | | | | 51,538 | |
| | |
Pilot Corp.(a) | | | 500 | | | | 16,938 | |
| | |
Pressance Corp. | | | 686 | | | | 9,234 | |
| | |
Prima Meat Packers Ltd. | | | 857 | | | | 23,203 | |
| | |
Raito Kogyo Co., Ltd. | | | 1,500 | | | | 24,408 | |
| | |
Raiznext Corp. | | | 2,000 | | | | 20,795 | |
| | |
Raysum Co., Ltd. | | | 2,000 | | | | 15,010 | |
| | |
Relia, Inc. | | | 2,000 | | | | 24,453 | |
| | |
Rengo Co., Ltd. | | | 6,150 | | | | 51,255 | |
| | |
Restar Holdings Corp. | | | 1,154 | | | | 19,609 | |
| | |
Ricoh Leasing Co., Ltd. | | | 600 | | | | 18,623 | |
| | |
Riken Keiki Co., Ltd. | | | 500 | | | | 11,961 | |
| | |
Riken Vitamin Co., Ltd. | | | 1,100 | | | | 15,421 | |
| | |
Ryosan Co., Ltd. | | | 900 | | | | 16,372 | |
| | |
S Foods, Inc. | | | 400 | | | | 11,857 | |
| | |
Saibu Gas Holdings Co., Ltd. | | | 700 | | | | 15,351 | |
| | |
Sakata INX Corp. | | | 1,400 | | | | 12,753 | |
| | |
SAMTY Co., Ltd. | | | 1,100 | | | | 21,120 | |
| | |
San ju San Financial Group, Inc. | | | 1,400 | | | | 17,029 | |
| | |
San-Ai Oil Co., Ltd. | | | 1,300 | | | | 15,063 | |
| | |
San-In Godo Bank Ltd. (The) | | | 2,500 | | | | 12,141 | |
| | |
Sangetsu Corp. | | | 1,600 | | | | 22,316 | |
| | |
Sanki Engineering Co., Ltd. | | | 4,100 | | | | 51,901 | |
| | |
Sankyo Co., Ltd. | | | 1,800 | | | | 46,010 | |
| | |
Sanshin Electronics Co., Ltd.(a) | | | 1,000 | | | | 19,470 | |
| | |
Sanwa Holdings Corp. | | | 5,100 | | | | 62,676 | |
| | |
Sanyo Chemical Industries Ltd. | | | 700 | | | | 34,120 | |
| | |
Sapporo Holdings Ltd.(a) | | | 1,200 | | | | 24,997 | |
| | |
Sato Holdings Corp. | | | 1,000 | | | | 24,543 | |
| | |
Sawai Group Holdings Co., Ltd. | | | 900 | | | | 40,139 | |
| | |
SB Technology Corp. | | | 200 | | | | 5,523 | |
| | |
SBS Holdings, Inc. | | | 400 | | | | 12,001 | |
| | | | | | | | |
| | |
Seikitokyu Kogyo Co., Ltd. | | | 2,700 | | | | 20,653 | |
| | |
Seiko Holdings Corp. | | | 800 | | | | 15,980 | |
| | |
Seiren Co., Ltd. | | | 800 | | | | 15,814 | |
| | |
Senko Group Holdings Co., Ltd. | | | 2,680 | | | | 26,175 | |
| | |
Senshu Ikeda Holdings, Inc. | | | 7,700 | | | | 11,031 | |
| | |
Shibaura Machine Co., Ltd. | | | 1,200 | | | | 26,521 | |
| | |
Shibuya Corp.(a) | | | 400 | | | | 11,190 | |
| | |
Shiga Bank Ltd. (The) | | | 700 | | | | 12,248 | |
| | |
Shikoku Chemicals Corp. | | | 512 | | | | 6,043 | |
| | |
Shikoku Electric Power Co., Inc. | | | 2,900 | | | | 19,753 | |
| | |
Shin Nippon Air Technologies Co., Ltd. | | | 900 | | | | 16,388 | |
| | |
Shin-Etsu Polymer Co., Ltd. | | | 1,900 | | | | 17,564 | |
| | |
Shinagawa Refractories Co., Ltd. | | | 900 | | | | 30,408 | |
| | |
Shinmaywa Industries Ltd. | | | 2,400 | | | | 20,737 | |
| | |
Shinoken Group Co., Ltd. | | | 1,800 | | | | 19,769 | |
| | |
Shoei Co., Ltd. | | | 500 | | | | 18,898 | |
| | |
Showa Sangyo Co., Ltd. | | | 800 | | | | 21,537 | |
| | |
Siix Corp.(a) | | | 1,000 | | | | 12,803 | |
| | |
Sinko Industries Ltd.(a) | | | 1,200 | | | | 20,272 | |
| | |
SKY Perfect JSAT Holdings, Inc. | | | 5,900 | | | | 21,529 | |
| | |
Solasto Corp. | | | 900 | | | | 11,401 | |
| | |
Sparx Group Co., Ltd. | | | 6,900 | | | | 15,915 | |
| | |
SRA Holdings | | | 900 | | | | 21,634 | |
| | |
ST Corp. | | | 700 | | | | 10,911 | |
| | |
Star Micronics Co., Ltd. | | | 1,300 | | | | 19,806 | |
| | |
Starts Corp., Inc. | | | 1,000 | | | | 25,615 | |
| | |
Sumitomo Bakelite Co., Ltd. | | | 700 | | | | 30,967 | |
| | |
Sumitomo Densetsu Co., Ltd. | | | 1,000 | | | | 20,596 | |
| | |
Sumitomo Mitsui Construction Co., Ltd. | | | 4,813 | | | | 20,468 | |
| | |
Sumitomo Osaka Cement Co., Ltd. | | | 900 | | | | 24,489 | |
| | |
Sumitomo Riko Co., Ltd. | | | 2,600 | | | | 16,913 | |
| | |
Sumitomo Rubber Industries Ltd.(a) | | | 4,100 | | | | 56,629 | |
| | |
Sumitomo Seika Chemicals Co., Ltd. | | | 525 | | | | 17,029 | |
| | |
Sun Frontier Fudousan Co., Ltd. | | | 1,900 | | | | 17,906 | |
| | |
Systena Corp. | | | 1,100 | | | | 21,100 | |
| | |
T Hasegawa Co., Ltd. | | | 800 | | | | 17,731 | |
| | |
T-Gaia Corp. | | | 1,100 | | | | 19,356 | |
| | |
Tachibana Eletech Co., Ltd. | | | 1,600 | | | | 20,744 | |
| | |
Taihei Dengyo Kaisha Ltd. | | | 800 | | | | 18,841 | |
| | |
Taikisha Ltd. | | | 1,100 | | | | 32,854 | |
| | |
Taiyo Holdings Co., Ltd. | | | 600 | | | | 28,381 | |
| | |
Takamatsu Construction Group Co., Ltd. | | | 1,100 | | | | 20,040 | |
| | |
Takara Holdings, Inc. | | | 2,100 | | | | 26,205 | |
| | |
Takara Leben Co., Ltd. | | | 5,900 | | | | 17,861 | |
| | |
Takara Standard Co., Ltd. | | | 1,000 | | | | 13,695 | |
| | |
Takasago Thermal Engineering Co., Ltd. | | | 1,700 | | | | 28,367 | |
| | |
Takashimaya Co., Ltd. | | | 3,200 | | | | 34,828 | |
| | |
Takeuchi Manufacturing Co., Ltd. | | | 753 | | | | 18,772 | |
| | |
Takuma Co., Ltd. | | | 1,100 | | | | 16,640 | |
| | |
Tama Home Co., Ltd. | | | 1,100 | | | | 22,745 | |
| | |
Tamron Co., Ltd. | | | 1,100 | | | | 24,133 | |
| | |
Tanseisha Co., Ltd. | | | 2,200 | | | | 17,582 | |
| | |
Tatsuta Electric Wire and Cable Co., Ltd. | | | 2,800 | | | | 13,900 | |
| | |
TechnoPro Holdings, Inc. | | | 1,419 | | | | 33,599 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
TKC Corp. | | | 900 | | | $ | 27,286 | |
| | |
Tocalo Co., Ltd. | | | 1,200 | | | | 15,169 | |
| | |
Toda Corp. | | | 7,104 | | | | 48,964 | |
| | |
Toho Holdings Co., Ltd. | | | 900 | | | | 14,491 | |
| | |
Tokai Carbon Co., Ltd. | | | 2,700 | | | | 37,268 | |
| | |
TOKAI Holdings Corp. | | | 2,500 | | | | 20,385 | |
| | |
Tokai Rika Co., Ltd. | | | 1,700 | | | | 27,279 | |
| | |
Tokai Tokyo Financial Holdings, Inc. | | | 7,018 | | | | 24,913 | |
| | |
Tokuyama Corp. | | | 1,000 | | | | 20,380 | |
| | |
Tokyo Electron Device Ltd. | | | 500 | | | | 24,642 | |
| | |
Tokyo Individualized Educational Institute, Inc.(a) | | | 2,300 | | | | 12,807 | |
| | |
Tokyo Kiraboshi Financial Group, Inc. | | | 1,300 | | | | 17,522 | |
| | |
Tokyo Ohka Kogyo Co., Ltd.(a) | | | 500 | | | | 31,579 | |
| | |
Tokyo Steel Manufacturing Co., Ltd. | | | 3,200 | | | | 31,945 | |
| | |
Tokyotokeiba Co., Ltd. | | | 300 | | | | 12,258 | |
| | |
Tokyu Construction Co., Ltd. | | | 4,500 | | | | 31,908 | |
| | |
Tomoku Co., Ltd. | | | 900 | | | | 15,374 | |
| | |
Tomy Co., Ltd. | | | 1,600 | | | | 13,724 | |
| | |
Toppan Forms Co., Ltd. | | | 2,100 | | | | 20,472 | |
| | |
Tosei Corp. | | | 1,500 | | | | 14,501 | |
| | |
Totetsu Kogyo Co., Ltd. | | | 945 | | | | 19,140 | |
| | |
Towa Pharmaceutical Co., Ltd. | | | 900 | | | | 21,926 | |
| | |
Toyo Ink SC Holdings Co., Ltd.(a) | | | 1,328 | | | | 23,547 | |
| | |
Toyo Seikan Group Holdings Ltd. | | | 1,900 | | | | 25,969 | |
| | |
Toyobo Co., Ltd. | | | 1,300 | | | | 15,613 | |
| | |
TPR Co., Ltd. | | | 1,200 | | | | 15,969 | |
| | |
Transcosmos, Inc. | | | 500 | | | | 13,830 | |
| | |
Trusco Nakayama Corp. | | | 500 | | | | 12,758 | |
| | |
TS Tech Co., Ltd. | | | 2,000 | | | | 30,904 | |
| | |
Tsubakimoto Chain Co. | | | 956 | | | | 27,304 | |
| | |
Tsugami Corp. | | | 900 | | | | 13,858 | |
| | |
Tsumura & Co. | | | 1,213 | | | | 38,197 | |
| | |
Tsuzuki Denki Co., Ltd. | | | 900 | | | | 14,280 | |
| | |
Ube Industries Ltd. | | | 2,500 | | | | 50,658 | |
| | |
Ulvac, Inc.(a) | | | 600 | | | | 30,435 | |
| | |
United Super Markets Holdings, Inc. | | | 1,300 | | | | 12,708 | |
| | |
Valor Holdings Co., Ltd. | | | 1,000 | | | | 20,398 | |
| | |
Valqua Ltd. | | | 1,000 | | | | 19,578 | |
| | |
ValueCommerce Co., Ltd. | | | 400 | | | | 11,677 | |
| | |
VT Holdings Co., Ltd. | | | 5,000 | | | | 20,768 | |
| | |
Wacoal Holdings Corp. | | | 934 | | | | 21,164 | |
| | |
Wacom Co., Ltd. | | | 1,500 | | | | 9,541 | |
| | |
Weathernews, Inc. | | | 300 | | | | 15,704 | |
| | |
West Holdings Corp. | | | 520 | | | | 18,389 | |
| | |
World Co., Ltd. | | | 1,100 | | | | 14,500 | |
| | |
Wowow, Inc. | | | 1,000 | | | | 21,687 | |
| | |
Yahagi Construction Co., Ltd. | | | 2,200 | | | | 14,073 | |
| | |
YAMABIKO Corp. | | | 1,200 | | | | 13,136 | |
| | |
Yamaguchi Financial Group, Inc. | | | 5,100 | | | | 29,132 | |
| | |
Yamazen Corp. | | | 1,000 | | | | 9,010 | |
| | |
Yellow Hat Ltd. | | | 1,100 | | | | 19,504 | |
| | |
Yokogawa Bridge Holdings Corp. | | | 900 | | | | 17,069 | |
| | |
Yokohama Rubber Co., Ltd. (The)(a) | | | 3,500 | | | | 75,020 | |
| | |
Yondoshi Holdings, Inc. | | | 1,000 | | | | 17,074 | |
| | | | | | | | |
| | |
Yuasa Trading Co., Ltd. | | | 700 | | | | 18,984 | |
| | |
Zenrin Co., Ltd.(a) | | | 1,200 | | | | 12,315 | |
| | |
ZERIA Pharmaceutical Co., Ltd.(a) | | | 1,200 | | | | 22,651 | |
| | |
Zojirushi Corp. | | | 700 | | | | 10,444 | |
| | | | | | | | |
| Total Japan | | | | 9,823,897 | |
|
| Malaysia – 0.1% | |
| | |
Frencken Group Ltd. | | | 35,200 | | | | 48,969 | |
|
| Netherlands – 0.9% | |
| | |
ForFarmers N.V. | | | 10,234 | | | | 60,440 | |
| | |
TKH Group N.V., CVA | | | 3,988 | | | | 201,187 | |
| | |
Van Lanschot Kempen N.V. | | | 4,419 | | | | 112,409 | |
| | | | | | | | |
| Total Netherlands | | | | 374,036 | |
|
| Norway – 3.7% | |
| | |
ABG Sundal Collier Holding ASA | | | 35,438 | | | | 40,523 | |
| | |
American Shipping Co. ASA* | | | 6,912 | | | | 24,780 | |
| | |
Atea ASA* | | | 5,442 | | | | 105,865 | |
| | |
Austevoll Seafood ASA | | | 12,742 | | | | 158,142 | |
| | |
Bonheur ASA | | | 1,573 | | | | 44,511 | |
| | |
Borregaard ASA | | | 4,583 | | | | 100,126 | |
| | |
Elkem ASA*(b) | | | 30,569 | | | | 111,261 | |
| | |
Europris ASA(b) | | | 18,064 | | | | 113,357 | |
| | |
Fjordkraft Holding ASA(b) | | | 10,414 | | | | 61,902 | |
| | |
Kid ASA(b) | | | 2,914 | | | | 36,030 | |
| | |
Norway Royal Salmon ASA | | | 1,020 | | | | 20,435 | |
| | |
Selvaag Bolig ASA | | | 8,117 | | | | 56,124 | |
| | |
SpareBank 1 Nord Norge | | | 11,198 | | | | 111,001 | |
| | |
Sparebank 1 Oestlandet | | | 2,651 | | | | 36,660 | |
| | |
SpareBank 1 SMN | | | 14,746 | | | | 204,263 | |
| | |
Sparebanken Vest | | | 4,881 | | | | 50,766 | |
| | |
TGS ASA | | | 18,332 | | | | 233,805 | |
| | | | | | | | |
| Total Norway | | | | 1,509,551 | |
|
| Portugal – 1.4% | |
| | |
Altri, SGPS, S.A. | | | 31,447 | | | | 195,416 | |
| | |
Corticeira Amorim, SGPS, S.A. | | | 4,291 | | | | 53,940 | |
| | |
REN—Redes Energeticas Nacionais, SGPS, S.A. | | | 40,102 | | | | 111,283 | |
| | |
Sonae, SGPS, S.A. | | | 224,471 | | | | 212,960 | |
| | | | | | | | |
| Total Portugal | | | | 573,599 | |
|
| Singapore – 2.9% | |
| | |
AEM Holdings Ltd.(a) | | | 18,600 | | | | 52,997 | |
| | |
Best World International Ltd.*†(a) | | | 17,900 | | | | 9,598 | |
| | |
China Aviation Oil Singapore Corp., Ltd. | | | 47,634 | | | | 36,500 | |
| | |
CSE Global Ltd. | | | 94,700 | | | | 37,339 | |
| | |
iFAST Corp., Ltd. | | | 6,200 | | | | 37,591 | |
| | |
Japfa Ltd. | | | 59,800 | | | | 36,702 | |
| | |
Keppel Infrastructure Trust | | | 520,691 | | | | 214,985 | |
| | |
Manulife US Real Estate Investment Trust | | | 197,500 | | | | 156,025 | |
| | |
Oxley Holdings Ltd. | | | 125,952 | | | | 22,020 | |
| | |
Raffles Medical Group Ltd. | | | 92,200 | | | | 80,937 | |
| | |
Sembcorp Industries Ltd. | | | 54,400 | | | | 86,606 | |
| | |
Sheng Siong Group Ltd. | | | 117,500 | | | | 138,112 | |
| | |
Singapore Post Ltd. | | | 110,700 | | | | 58,883 | |
| | |
StarHub Ltd. | | | 118,500 | | | | 107,551 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
UMS Holdings Ltd. | | | 76,500 | | | $ | 86,505 | |
| | |
Wing Tai Holdings Ltd. | | | 23,100 | | | | 30,933 | |
| | | | | | | | |
| Total Singapore | | | | 1,193,284 | |
|
| Spain – 3.2% | |
| | |
Almirall S.A.(a) | | | 6,607 | | | | 115,256 | |
| | |
Cia de Distribucion Integral Logista Holdings S.A. | | | 11,765 | | | | 241,930 | |
| | |
Cie Automotive S.A. | | | 9,793 | | | | 289,874 | |
| | |
ContourGlobal PLC(b) | | | 22,109 | | | | 58,947 | |
| | |
Ercros S.A.* | | | 6,338 | | | | 25,179 | |
| | |
Euskaltel S.A.(b) | | | 10,569 | | | | 137,621 | |
| | |
Faes Farma S.A. | | | 24,551 | | | | 98,001 | |
| | |
Global Dominion Access S.A.(b) | | | 7,149 | | | | 37,049 | |
| | |
Grupo Empresarial San Jose S.A. | | | 3,681 | | | | 22,831 | |
| | |
Miquel y Costas & Miquel S.A. | | | 1,905 | | | | 36,960 | |
| | |
Prosegur Cash S.A.(a)(b) | | | 120,516 | | | | 122,482 | |
| | |
Prosegur Cia de Seguridad S.A. | | | 41,891 | | | | 137,113 | |
| | | | | | | | |
| Total Spain | | | | 1,323,243 | |
|
| Sweden – 3.1% | |
| | |
AcadeMedia AB(b) | | | 5,322 | | | | 50,282 | |
| | |
Akelius Residential Property AB, Class D(a) | | | 10,076 | | | | 19,477 | |
| | |
Alimak Group AB(b) | | | 1,523 | | | | 24,861 | |
| | |
Arjo AB, Class B | | | 6,869 | | | | 70,841 | |
| | |
Atrium Ljungberg AB, Class B | | | 7,300 | | | | 166,364 | |
| | |
Beijer Alma AB | | | 3,036 | | | | 60,492 | |
| | |
BioGaia AB, Class B | | | 463 | | | | 25,770 | |
| | |
Catena AB | | | 1,695 | | | | 90,813 | |
| | |
CTT Systems AB | | | 876 | | | | 22,176 | |
| | |
Dustin Group AB(a)(b) | | | 8,087 | | | | 106,854 | |
| | |
Instalco AB | | | 1,572 | | | | 65,254 | |
| | |
JM AB | | | 2,044 | | | | 70,721 | |
| | |
Kungsleden AB | | | 9,047 | | | | 109,595 | |
| | |
Lagercrantz Group AB, Class B | | | 6,082 | | | | 66,210 | |
| | |
LeoVegas AB(b) | | | 7,816 | | | | 34,729 | |
| | |
Lindab International AB | | | 1,255 | | | | 29,305 | |
| | |
Midsona AB, Class B | | | 2,986 | | | | 24,720 | |
| | |
MIPS AB | | | 461 | | | | 39,674 | |
| | |
NCC AB, Class B | | | 2,079 | | | | 35,516 | |
| | |
Platzer Fastigheter Holding AB, Class B | | | 4,390 | | | | 66,629 | |
| | |
Ratos AB, Class B | | | 12,441 | | | | 75,500 | |
| | |
Troax Group AB | | | 1,081 | | | | 35,329 | |
| | | | | | | | |
| Total Sweden | | | | 1,291,112 | |
|
| Switzerland – 2.2% | |
| | |
Bobst Group S.A., Registered Shares* | | | 930 | | | | 74,452 | |
| | |
Comet Holding AG, Registered Shares | | | 190 | | | | 52,312 | |
| | |
EFG International AG* | | | 12,075 | | | | 99,150 | |
| | |
Huber + Suhner AG, Registered Shares | | | 1,228 | | | | 103,756 | |
| | |
Implenia AG, Registered Shares* | | | 1,265 | | | | 32,954 | |
| | |
Kardex Holding AG, Registered Shares | | | 523 | | | | 121,082 | |
| | |
Kudelski S.A., Bearer Shares(a) | | | 4,242 | | | | 19,091 | |
| | |
Mobilezone Holding AG, Registered Shares | | | 8,118 | | | | 95,552 | |
| | |
Swissquote Group Holding S.A., Registered Shares | | | 557 | | | | 84,242 | |
| | | | | | | | |
| | |
Valiant Holding AG, Registered Shares | | | 1,628 | | | | 161,506 | |
| | |
Zehnder Group AG | | | 495 | | | | 47,232 | |
| | | | | | | | |
| Total Switzerland | | | | 891,329 | |
|
| United Kingdom – 14.3% | |
| | |
Aggreko PLC | | | 5,161 | | | | 61,458 | |
| | |
AJ Bell PLC | | | 7,043 | | | | 42,207 | |
| | |
Anglo Asian Mining PLC | | | 13,689 | | | | 26,853 | |
| | |
Avon Rubber PLC | | | 457 | | | | 16,515 | |
| | |
Big Yellow Group PLC | | | 7,509 | | | | 135,579 | |
| | |
Bodycote PLC | | | 8,901 | | | | 104,088 | |
| | |
Brewin Dolphin Holdings PLC | | | 33,118 | | | | 158,984 | |
| | |
CareTech Holdings PLC | | | 6,863 | | | | 57,549 | |
| | |
Chemring Group PLC | | | 10,588 | | | | 42,052 | |
| | |
Chesnara PLC | | | 15,573 | | | | 57,010 | |
| | |
Clarkson PLC | | | 1,970 | | | | 86,815 | |
| | |
Clinigen Group PLC | | | 2,541 | | | | 21,729 | |
| | |
Clipper Logistics PLC | | | 6,241 | | | | 69,404 | |
| | |
Close Brothers Group PLC | | | 9,195 | | | | 192,442 | |
| | |
CLS Holdings PLC | | | 27,850 | | | | 92,529 | |
| | |
CMC Markets PLC(b) | | | 32,430 | | | | 206,082 | |
| | |
Craneware PLC | | | 864 | | | | 25,423 | |
| | |
Cranswick PLC | | | 1,553 | | | | 85,172 | |
| | |
Daily Mail & General Trust PLC, Class A Non-Voting Shares | | | 7,968 | | | | 106,111 | |
| | |
Devro PLC | | | 12,719 | | | | 33,876 | |
| | |
Diversified Energy Co. PLC | | | 110,301 | | | | 160,299 | |
| | |
Drax Group PLC | | | 36,795 | | | | 215,623 | |
| | |
EMIS Group PLC | | | 5,167 | | | | 82,086 | |
| | |
FDM Group Holdings PLC | | | 3,339 | | | | 47,049 | |
| | |
Ferrexpo PLC | | | 116,177 | | | | 686,588 | |
| | |
Gamesys Group PLC | | | 2,760 | | | | 70,308 | |
| | |
Gamma Communications PLC | | | 1,516 | | | | 41,676 | |
| | |
Great Portland Estates PLC | | | 9,134 | | | | 89,526 | |
| | |
Helical PLC | | | 6,186 | | | | 37,174 | |
| | |
Hilton Food Group PLC | | | 3,742 | | | | 56,553 | |
| | |
IG Design Group PLC | | | 3,505 | | | | 25,663 | |
| | |
Impax Asset Management Group PLC | | | 3,787 | | | | 58,593 | |
| | |
IntegraFin Holdings PLC | | | 8,265 | | | | 58,801 | |
| | |
iomart Group PLC | | | 5,361 | | | | 19,848 | |
| | |
James Fisher & Sons PLC | | | 1,242 | | | | 15,905 | |
| | |
James Halstead PLC(a) | | | 3,094 | | | | 22,226 | |
| | |
John Laing Group PLC(b) | | | 26,996 | | | | 149,100 | |
| | |
Jupiter Fund Management PLC | | | 53,599 | | | | 208,805 | |
| | |
Learning Technologies Group PLC | | | 8,677 | | | | 22,547 | |
| | |
Liontrust Asset Management PLC | | | 2,613 | | | | 67,863 | |
| | |
Luceco PLC(b) | | | 5,668 | | | | 32,534 | |
| | |
Moneysupermarket.com Group PLC | | | 42,447 | | | | 150,466 | |
| | |
NCC Group PLC | | | 12,957 | | | | 52,624 | |
| | |
Nichols PLC | | | 1,971 | | | | 38,937 | |
| | |
Numis Corp. PLC | | | 6,470 | | | | 31,730 | |
| | |
PayPoint PLC | | | 13,042 | | | | 101,976 | |
| | |
Polar Capital Holdings PLC | | | 10,542 | | | | 121,021 | |
| | |
PZ Cussons PLC | | | 26,638 | | | | 89,974 | |
| | |
QinetiQ Group PLC | | | 7,845 | | | | 37,238 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
RWS Holdings PLC | | | 6,573 | | | $ | 51,167 | |
| | |
Sabre Insurance Group PLC(a)(b) | | | 20,527 | | | | 72,310 | |
| | |
Safestore Holdings PLC | | | 11,540 | | | | 150,970 | |
| | |
Serica Energy PLC | | | 15,047 | | | | 28,810 | |
| | |
Smart Metering Systems PLC | | | 5,307 | | | | 63,710 | |
| | |
Spirent Communications PLC | | | 23,322 | | | | 79,386 | |
| | |
Stock Spirits Group PLC | | | 20,657 | | | | 74,623 | |
| | |
Telecom Plus PLC | | | 8,251 | | | | 129,485 | |
| | |
TORM PLC, Class A | | | 15,290 | | | | 135,330 | |
| | |
TP ICAP Group PLC | | | 90,015 | | | | 242,982 | |
| | |
Ultra Electronics Holdings PLC | | | 4,893 | | | | 154,791 | |
| | |
Volex PLC | | | 5,575 | | | | 28,688 | |
| | |
Workspace Group PLC | | | 17,564 | | | | 202,360 | |
| | |
XPS Pensions Group PLC | | | 25,879 | | | | 49,336 | |
| | |
YouGov PLC | | | 1,137 | | | | 18,534 | |
| | | | | | | | |
| Total United Kingdom | | | | 5,897,093 | |
TOTAL COMMON STOCKS (Cost: $34,152,141) | | | | 41,055,811 | |
|
| RIGHTS – 0.0% | |
|
| Australia – 0.0% | |
| | |
| Costa Group Holdings Ltd., expiring 7/19/21* (Cost: $0) | | | 1,725 | | | | 376 | |
| | | | | | | | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.4% | |
|
| United States – 2.4% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.02%(c) | | | | | | | | |
| (Cost: $971,367) | | | 971,367 | | | | 971,367 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 101.7% (Cost: $35,123,508) | | | | 42,027,554 | |
| |
Other Assets less Liabilities – (1.7)% | | | | (691,182 | ) |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 41,336,372 | |
| * | 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 $9,598, which represents 0.02% of net assets. |
| (a) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,743,437 and the total market value of the collateral held by the Fund was $2,907,169. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,935,802. |
| (b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (c) | Rate shown represents annualized 7-day yield as of June 30, 2021. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| FINANCIAL DERIVATIVE INSTRUMENTS | |
|
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
| Counterparty | | Settlement
Date | | | Amount and
Description of
Currency to
be Purchased | | | Amount and
Description of
Currency to
be Sold | | | Unrealized
Appreciation | | | Unrealized
Depreciation | |
Bank of America N.A. | | | 7/1/2021 | | | | 1,310 | | | | USD | | | | 1,101 | | | | EUR | | | $ | 5 | | | $ | — | |
Bank of America N.A. | | | 7/2/2021 | | | | 27,000 | | | | GBP | | | | 319,149 | | | | SEK | | | | — | | | | (19 | ) |
Bank of America N.A. | | | 7/2/2021 | | | | 8,200,000 | | | | JPY | | | | 73,800 | | | | USD | | | | 80 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 51,488 | | | | AUD | | | | 39,004 | | | | USD | | | | — | | | | (348 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 709,092 | | | | AUD | | | | 532,336 | | | | USD | | | | 27 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 7,386 | | | | CHF | | | | 8,039 | | | | USD | | | | — | | | | (47 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 101,668 | | | | CHF | | | | 109,985 | | | | USD | | | | 15 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 25,146 | | | | DKK | | | | 4,034 | | | | USD | | | | — | | | | (23 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 345,667 | | | | DKK | | | | 55,127 | | | | USD | | | | 3 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 38,574 | | | | EUR | | | | 46,016 | | | | USD | | | | — | | | | (267 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 529,176 | | | | EUR | | | | 627,539 | | | | USD | | | | 65 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 30,438 | | | | GBP | | | | 42,297 | | | | USD | | | | — | | | | (248 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 419,508 | | | | GBP | | | | 579,534 | | | | USD | | | | 3 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 41,998 | | | | ILS | | | | 12,947 | | | | USD | | | | — | | | | (58 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 578,773 | | | | ILS | | | | 177,612 | | | | USD | | | | 12 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 12,527,281 | | | | JPY | | | | 113,026 | | | | USD | | | | — | | | | (154 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 169,154,011 | | | | JPY | | | | 1,524,002 | | | | USD | | | | 89 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 92,506 | | | | NOK | | | | 10,860 | | | | USD | | | | — | | | | (110 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 1,281,900 | | | | NOK | | | | 148,980 | | | | USD | | | | — | | | | (9 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 80,140 | | | | SEK | | | | 9,463 | | | | USD | | | | — | | | | (92 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 1,102,368 | | | | SEK | | | | 128,899 | | | | USD | | | | 6 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 12,992 | | | | SGD | | | | 9,667 | | | | USD | | | | — | | | | (2 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 177,084 | | | | SGD | | | | 131,748 | | | | USD | | | | — | | | | (9 | ) |
Bank of America N.A. | | | 7/6/2021 | | | | 564,665 | | | | USD | | | | 732,327 | | | | AUD | | | | 14,858 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 116,662 | | | | USD | | | | 104,908 | | | | CHF | | | | 3,156 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 58,475 | | | | USD | | | | 356,835 | | | | DKK | | | | 1,564 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 665,653 | | | | USD | | | | 546,112 | | | | EUR | | | | 17,962 | | | | — | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| FINANCIAL DERIVATIVE INSTRUMENTS | |
|
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | |
| | | | | |
| Counterparty | | Settlement
Date | | | Amount and
Description of
Currency to
be Purchased | | | Amount and
Description of
Currency to
be Sold | | | Unrealized
Appreciation | | | Unrealized
Depreciation | |
Bank of America N.A. | | | 7/6/2021 | | | | 20,586 | | | | USD | | | | 16,798 | | | | EUR | | | $ | 663 | | | $ | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 614,711 | | | | USD | | | | 433,530 | | | | GBP | | | | 15,803 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 188,391 | | | | USD | | | | 612,025 | | | | ILS | | | | 562 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 1,616,705 | | | | USD | | | | 177,758,654 | | | | JPY | | | | 15,086 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 50,565 | | | | USD | | | | 5,533,277 | | | | JPY | | | | 710 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 158,022 | | | | USD | | | | 1,320,427 | | | | NOK | | | | 4,574 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 136,730 | | | | USD | | | | 1,137,618 | | | | SEK | | | | 3,703 | | | | — | |
Bank of America N.A. | | | 7/6/2021 | | | | 139,751 | | | | USD | | | | 184,932 | | | | SGD | | | | 2,174 | | | | — | |
Bank of America N.A. | | | 8/4/2021 | | | | 166,879 | | | | USD | | | | 154,144 | | | | CHF | | | | — | | | | (26 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 55,466 | | | | USD | | | | 347,616 | | | | DKK | | | | — | | | | (5 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 618,496 | | | | USD | | | | 521,251 | | | | EUR | | | | — | | | | (77 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 564,050 | | | | USD | | | | 408,270 | | | | GBP | | | | — | | | | (6 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 180,291 | | | | USD | | | | 587,386 | | | | ILS | | | | — | | | | (22 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 1,570,704 | | | | USD | | | | 174,315,630 | | | | JPY | | | | — | | | | (276 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 144,068 | | | | USD | | | | 1,239,485 | | | | NOK | | | | 5 | | | | — | |
Bank of America N.A. | | | 8/4/2021 | | | | 122,949 | | | | USD | | | | 1,051,233 | | | | SEK | | | | — | | | | (9 | ) |
Bank of America N.A. | | | 8/4/2021 | | | | 130,309 | | | | USD | | | | 175,170 | | | | SGD | | | | 4 | | | | — | |
Bank of America N.A. | | | 8/5/2021 | | | | 538,205 | | | | USD | | | | 716,814 | | | | AUD | | | | — | | | | (33 | ) |
Bank of Montreal | | | 7/2/2021 | | | | 163,000 | | | | NOK | | | | 18,921 | | | | USD | | | | 21 | | | | — | |
Bank of Montreal | | | 7/6/2021 | | | | 3,597 | | | | USD | | | | 3,221 | | | | CHF | | | | 112 | | | | — | |
Canadian Imperial Bank of Commerce | | | 7/2/2021 | | | | 22,300 | | | | SGD | | | | 16,577 | | | | USD | | | | 13 | | | | — | |
Canadian Imperial Bank of Commerce | | | 7/6/2021 | | | | 4,325 | | | | USD | | | | 5,716 | | | | SGD | | | | 73 | | | | — | |
Citibank N.A. | | | 7/2/2021 | | | | 27,000 | | | | DKK | | | | 36,842 | | | | SEK | | | | — | | | | (2 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 783,693 | | | | AUD | | | | 588,371 | | | | USD | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 112,352 | | | | CHF | | | | 121,562 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 382,029 | | | | DKK | | | | 60,930 | | | | USD | | | | — | | | | (1 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 584,815 | | | | EUR | | | | 693,595 | | | | USD | | | | — | | | | (3 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 463,653 | | | | GBP | | | | 640,538 | | | | USD | | | | — | | | | (17 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 639,645 | | | | ILS | | | | 196,308 | | | | USD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 186,947,818 | | | | JPY | | | | 1,684,424 | | | | USD | | | | — | | | | (10 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 1,416,878 | | | | NOK | | | | 164,663 | | | | USD | | | | — | | | | (6 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 1,218,363 | | | | SEK | | | | 142,468 | | | | USD | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 195,735 | | | | SGD | | | | 145,616 | | | | USD | | | | — | | | | (2 | ) |
Citibank N.A. | | | 7/6/2021 | | | | 564,665 | | | | USD | | | | 732,321 | | | | AUD | | | | 14,862 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 116,662 | | | | USD | | | | 104,910 | | | | CHF | | | | 3,153 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 58,475 | | | | USD | | | | 356,816 | | | | DKK | | | | 1,567 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 665,653 | | | | USD | | | | 546,100 | | | | EUR | | | | 17,977 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 614,711 | | | | USD | | | | 433,530 | | | | GBP | | | | 15,804 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 18,923 | | | | USD | | | | 13,345 | | | | GBP | | | | 487 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 188,391 | | | | USD | | | | 612,048 | | | | ILS | | | | 555 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 1,616,705 | | | | USD | | | | 177,756,068 | | | | JPY | | | | 15,109 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 158,022 | | | | USD | | | | 1,320,358 | | | | NOK | | | | 4,582 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 136,730 | | | | USD | | | | 1,137,517 | | | | SEK | | | | 3,715 | | | | — | |
Citibank N.A. | | | 7/6/2021 | | | | 139,751 | | | | USD | | | | 184,933 | | | | SGD | | | | 2,174 | | | | — | |
Citibank N.A. | | | 8/4/2021 | | | | 184,445 | | | | USD | | | | 170,350 | | | | CHF | | | | — | | | | (7 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 61,304 | | | | USD | | | | 384,193 | | | | DKK | | | | — | | | | (3 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 683,601 | | | | USD | | | | 576,068 | | | | EUR | | | | — | | | | (22 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 623,424 | | | | USD | | | | 451,239 | | | | GBP | | | | 4 | | | | — | |
Citibank N.A. | | | 8/4/2021 | | | | 199,269 | | | | USD | | | | 649,172 | | | | ILS | | | | — | | | | (11 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 1,736,041 | | | | USD | | | | 192,636,491 | | | | JPY | | | | — | | | | (51 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 159,233 | | | | USD | | | | 1,370,003 | | | | NOK | | | | 0 | ^ | | | — | |
Citibank N.A. | | | 8/4/2021 | | | | 135,891 | | | | USD | | | | 1,161,846 | | | | SEK | | | | — | | | | (5 | ) |
Citibank N.A. | | | 8/4/2021 | | | | 144,026 | | | | USD | | | | 193,614 | | | | SGD | | | | 1 | | | | — | |
Citibank N.A. | | | 8/5/2021 | | | | 594,859 | | | | USD | | | | 792,245 | | | | AUD | | | | — | | | | (19 | ) |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| 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 | | | 7/6/2021 | | | | 858,229 | | | | AUD | | | | 644,409 | | | | USD | | | $ | — | | | $ | (79 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 123,049 | | | | CHF | | | | 133,142 | | | | USD | | | | — | | | | (8 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 418,442 | | | | DKK | | | | 66,737 | | | | USD | | | | — | | | | (1 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 640,487 | | | | EUR | | | | 759,654 | | | | USD | | | | — | | | | (34 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 507,798 | | | | GBP | | | | 701,543 | | | | USD | | | | — | | | | (37 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 700,585 | | | | ILS | | | | 215,004 | | | | USD | | | | 4 | | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 204,744,736 | | | | JPY | | | | 1,844,848 | | | | USD | | | | — | | | | (82 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 1,551,839 | | | | NOK | | | | 180,347 | | | | USD | | | | — | | | | (6 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 1,334,411 | | | | SEK | | | | 156,039 | | | | USD | | | | — | | | | (0 | )^ |
Credit Suisse International | | | 7/6/2021 | | | | 214,359 | | | | SGD | | | | 159,487 | | | | USD | | | | — | | | | (18 | ) |
Credit Suisse International | | | 7/6/2021 | | | | 1 | | | | USD | | | | 1 | | | | AUD | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 3 | | | | USD | | | | 3 | | | | CHF | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 1 | | | | USD | | | | 6 | | | | DKK | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 2 | | | | USD | | | | 2 | | | | EUR | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 4 | | | | USD | | | | 439 | | | | JPY | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 7/6/2021 | | | | 2 | | | | USD | | | | 17 | | | | NOK | | | | 0 | ^ | | | — | |
Credit Suisse International | | | 8/4/2021 | | | | 202,013 | | | | USD | | | | 186,587 | | | | CHF | | | | — | | | | (21 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 67,145 | | | | USD | | | | 420,800 | | | | DKK | | | | — | | | | (4 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 748,708 | | | | USD | | | | 630,971 | | | | EUR | | | | — | | | | (70 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 682,800 | | | | USD | | | | 494,226 | | | | GBP | | | | — | | | | (11 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 218,249 | | | | USD | | | | 711,058 | | | | ILS | | | | — | | | | (28 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 1,901,381 | | | | USD | | | | 210,998,531 | | | | JPY | | | | — | | | | (195 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 174,400 | | | | USD | | | | 1,500,511 | | | | NOK | | | | — | | | | (1 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 148,834 | | | | USD | | | | 1,272,513 | | | | SEK | | | | — | | | | (6 | ) |
Credit Suisse International | | | 8/4/2021 | | | | 157,745 | | | | USD | | | | 212,063 | | | | SGD | | | | — | | | | (4 | ) |
Credit Suisse International | | | 8/5/2021 | | | | 651,515 | | | | USD | | | | 867,785 | | | | AUD | | | | — | | | | (84 | ) |
Goldman Sachs | | | 7/2/2021 | | | | 65,200 | | | | EUR | | | | 77,272 | | | | USD | | | | 48 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 634,427 | | | | AUD | | | | 476,301 | | | | USD | | | | 6 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 90,955 | | | | CHF | | | | 98,408 | | | | USD | | | | 1 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 309,269 | | | | DKK | | | | 49,324 | | | | USD | | | | 1 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 473,429 | | | | EUR | | | | 561,482 | | | | USD | | | | 7 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 375,351 | | | | GBP | | | | 518,530 | | | | USD | | | | 5 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 517,820 | | | | ILS | | | | 158,916 | | | | USD | | | | 2 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 151,341,264 | | | | JPY | | | | 1,363,581 | | | | USD | | | | 16 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 1,147,012 | | | | NOK | | | | 133,298 | | | | USD | | | | — | | | | (2 | ) |
Goldman Sachs | | | 7/6/2021 | | | | 986,298 | | | | SEK | | | | 115,331 | | | | USD | | | | 1 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 158,453 | | | | SGD | | | | 117,880 | | | | USD | | | | — | | | | (1 | ) |
Goldman Sachs | | | 7/6/2021 | | | | 564,665 | | | | USD | | | | 732,307 | | | | AUD | | | | 14,873 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 116,662 | | | | USD | | | | 104,906 | | | | CHF | | | | 3,157 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 58,475 | | | | USD | | | | 356,809 | | | | DKK | | | | 1,569 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 665,653 | | | | USD | | | | 546,096 | | | | EUR | | | | 17,982 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 614,711 | | | | USD | | | | 433,544 | | | | GBP | | | | 15,784 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 188,391 | | | | USD | | | | 612,035 | | | | ILS | | | | 559 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 1,616,705 | | | | USD | | | | 177,756,068 | | | | JPY | | | | 15,109 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 158,022 | | | | USD | | | | 1,320,330 | | | | NOK | | | | 4,585 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 136,730 | | | | USD | | | | 1,137,549 | | | | SEK | | | | 3,711 | | | | — | |
Goldman Sachs | | | 7/6/2021 | | | | 139,751 | | | | USD | | | | 184,938 | | | | SGD | | | | 2,170 | | | | — | |
Goldman Sachs | | | 8/4/2021 | | | | 149,312 | | | | USD | | | | 137,899 | | | | CHF | | | | — | | | | (3 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 49,627 | | | | USD | | | | 311,005 | | | | DKK | | | | — | | | | (1 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 553,391 | | | | USD | | | | 466,352 | | | | EUR | | | | — | | | | (32 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 504,676 | | | | USD | | | | 365,296 | | | | GBP | | | | — | | | | (8 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 161,313 | | | | USD | | | | 525,507 | | | | ILS | | | | — | | | | (5 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 1,405,367 | | | | USD | | | | 155,945,284 | | | | JPY | | | | — | | | | (54 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 128,903 | | | | USD | | | | 1,109,052 | | | | NOK | | | | — | | | | — | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
| 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 | | | 8/4/2021 | | | | 110,007 | | | | USD | | | | 940,528 | | | | SEK | | | $ | — | | | $ | (2 | ) |
Goldman Sachs | | | 8/4/2021 | | | | 116,592 | | | | USD | | | | 156,741 | | | | SGD | | | | — | | | | (4 | ) |
Goldman Sachs | | | 8/5/2021 | | | | 481,552 | | | | USD | | | | 641,337 | | | | AUD | | | | — | | | | (12 | ) |
HSBC Holdings PLC | | | 7/6/2021 | | | | 4,858 | | | | USD | | | | 40,227 | | | | NOK | | | | 183 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 564,665 | | | | USD | | | | 732,285 | | | | AUD | | | | 14,889 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 116,662 | | | | USD | | | | 104,907 | | | | CHF | | | | 3,156 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 58,475 | | | | USD | | | | 356,814 | | | | DKK | | | | 1,568 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 1,805 | | | | USD | | | | 10,954 | | | | DKK | | | | 58 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 665,653 | | | | USD | | | | 546,119 | | | | EUR | | | | 17,955 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 614,711 | | | | USD | | | | 433,524 | | | | GBP | | | | 15,812 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 188,391 | | | | USD | | | | 612,009 | | | | ILS | | | | 567 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 5,792 | | | | USD | | | | 18,762 | | | | ILS | | | | 34 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 1,616,705 | | | | USD | | | | 177,764,474 | | | | JPY | | | | 15,033 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 158,022 | | | | USD | | | | 1,320,356 | | | | NOK | | | | 4,582 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 136,730 | | | | USD | | | | 1,137,550 | | | | SEK | | | | 3,711 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 4,234 | | | | USD | | | | 34,955 | | | | SEK | | | | 147 | | | | — | |
Morgan Stanley & Co. International | | | 7/6/2021 | | | | 139,751 | | | | USD | | | | 184,928 | | | | SGD | | | | 2,177 | | | | — | |
Royal Bank of Canada | | | 7/6/2021 | | | | 17,449 | | | | USD | | | | 22,504 | | | | AUD | | | | 554 | | | | — | |
Societe Generale | | | 7/2/2021 | | | | 605 | | | | USD | | | | 511 | | | | EUR | | | | — | | | | (0 | )^ |
Standard Chartered Bank | | | 7/2/2021 | | | | 12,400 | | | | CHF | | | | 13,393 | | | | USD | | | | 22 | | | | — | |
State Street Bank and Trust | | | 7/1/2021 | | | | 74,000 | | | | ILS | | | | 22,687 | | | | USD | | | | 23 | | | | — | |
UBS AG | | | 7/2/2021 | | | | 59,000 | | | | AUD | | | | 44,233 | | | | USD | | | | 61 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 746,370 | | | | AUD | | | | 560,354 | | | | USD | | | | — | | | | (3 | ) |
UBS AG | | | 7/6/2021 | | | | 107,003 | | | | CHF | | | | 115,774 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 7/6/2021 | | | | 363,844 | | | | DKK | | | | 58,029 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 7/6/2021 | | | | 556,964 | | | | EUR | | | | 660,567 | | | | USD | | | | — | | | | (5 | ) |
UBS AG | | | 7/6/2021 | | | | 441,585 | | | | GBP | | | | 610,036 | | | | USD | | | | — | | | | (1 | ) |
UBS AG | | | 7/6/2021 | | | | 609,193 | | | | ILS | | | | 186,960 | | | | USD | | | | — | | | | (0 | )^ |
UBS AG | | | 7/6/2021 | | | | 178,043,900 | | | | JPY | | | | 1,604,213 | | | | USD | | | | — | | | | (24 | ) |
UBS AG | | | 7/6/2021 | | | | 1,349,432 | | | | NOK | | | | 156,822 | | | | USD | | | | — | | | | (3 | ) |
UBS AG | | | 7/6/2021 | | | | 1,160,347 | | | | SEK | | | | 135,684 | | | | USD | | | | 0 | ^ | | | — | |
UBS AG | | | 7/6/2021 | | | | 186,414 | | | | SGD | | | | 138,682 | | | | USD | | | | — | | | | (2 | ) |
UBS AG | | | 7/6/2021 | | | | 564,665 | | | | USD | | | | 732,325 | | | | AUD | | | | 14,859 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 116,662 | | | | USD | | | | 104,907 | | | | CHF | | | | 3,156 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 58,475 | | | | USD | | | | 356,807 | | | | DKK | | | | 1,569 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 665,653 | | | | USD | | | | 546,099 | | | | EUR | | | | 17,977 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 614,711 | | | | USD | | | | 433,548 | | | | GBP | | | | 15,778 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 188,391 | | | | USD | | | | 612,087 | | | | ILS | | | | 543 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 1,616,705 | | | | USD | | | | 177,756,714 | | | | JPY | | | | 15,103 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 158,022 | | | | USD | | | | 1,320,392 | | | | NOK | | | | 4,578 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 136,730 | | | | USD | | | | 1,137,561 | | | | SEK | | | | 3,710 | | | | — | |
UBS AG | | | 7/6/2021 | | | | 139,751 | | | | USD | | | | 184,940 | | | | SGD | | | | 2,168 | | | | — | |
UBS AG | | | 8/4/2021 | | | | 175,662 | | | | USD | | | | 162,243 | | | | CHF | | | | — | | | | (12 | ) |
UBS AG | | | 8/4/2021 | | | | 58,385 | | | | USD | | | | 365,897 | | | | DKK | | | | — | | | | (3 | ) |
UBS AG | | | 8/4/2021 | | | | 651,049 | | | | USD | | | | 548,654 | | | | EUR | | | | — | | | | (42 | ) |
UBS AG | | | 8/4/2021 | | | | 593,737 | | | | USD | | | | 429,765 | | | | GBP | | | | — | | | | (16 | ) |
UBS AG | | | 8/4/2021 | | | | 189,780 | | | | USD | | | | 618,262 | | | | ILS | | | | — | | | | (11 | ) |
UBS AG | | | 8/4/2021 | | | | 1,653,373 | | | | USD | | | | 183,466,369 | | | | JPY | | | | — | | | | (76 | ) |
UBS AG | | | 8/4/2021 | | | | 151,650 | | | | USD | | | | 1,304,762 | | | | NOK | | | | 0 | ^ | | | — | |
UBS AG | | | 8/4/2021 | | | | 129,420 | | | | USD | | | | 1,106,498 | | | | SEK | | | | — | | | | (2 | ) |
UBS AG | | | 8/4/2021 | | | | 137,167 | | | | USD | | | | 184,395 | | | | SGD | | | | — | | | | (0 | )^ |
UBS AG | | | 8/5/2021 | | | | 566,532 | | | | USD | | | | 754,525 | | | | AUD | | | | — | | | | (22 | ) |
| | | | | | | | | | | | | | | | | | | | | | | $ | 400,901 | | | $ | (3,039 | ) |
| ^ | Amount represents less than $1 |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
June 30, 2021
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 1,183,686 | | | $ | — | | | $ | 9,598 | * | | $ | 1,193,284 | |
Other | | | 39,862,527 | | | | — | | | | — | | | | 39,862,527 | |
Rights | | | 376 | | | | — | | | | — | | | | 376 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 971,367 | | | | — | | | | 971,367 | |
Total Investments in Securities | | $ | 41,046,589 | | | $ | 971,367 | | | $ | 9,598 | | | $ | 42,027,554 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | 400,901 | | | $ | — | | | $ | 400,901 | |
Liabilities: | | | | | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | (3,039 | ) | | $ | — | | | $ | (3,039 | ) |
Total – Net | | $ | 41,046,589 | | | $ | 1,369,229 | | | $ | 9,598 | | | $ | 42,425,416 | |
| * | 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
WisdomTree Emerging Markets ESG Fund (RESE)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
| COMMON STOCKS – 100.0% | | | | | | | | |
| | |
| Brazil – 5.6% | | | | | | | | |
| | |
Ambev S.A. | | | 43,000 | | | $ | 146,280 | |
| | |
B2W Cia Digital* | | | 6,800 | | | | 89,793 | |
| | |
Banco Bradesco S.A., Preference Shares | | | 43,920 | | | | 225,208 | |
| | |
Banco Santander Brasil S.A. | | | 11,900 | | | | 96,047 | |
| | |
Braskem S.A., Class A, Preference Shares* | | | 3,100 | | | | 36,790 | |
| | |
CCR S.A. | | | 35,200 | | | | 94,351 | |
| | |
Cia Siderurgica Nacional S.A. | | | 4,009 | | | | 35,146 | |
| | |
Energisa S.A. | | | 6,900 | | | | 64,079 | |
| | |
Equatorial Energia S.A. | | | 10,025 | | | | 49,547 | |
| | |
Gerdau S.A., Preference Shares | | | 10,200 | | | | 60,190 | |
| | |
Itau Unibanco Holding S.A., Preference Shares | | | 38,112 | | | | 226,339 | |
| | |
Itausa S.A., Preference Shares | | | 37,985 | | | | 84,405 | |
| | |
Klabin S.A.* | | | 20,700 | | | | 108,660 | |
| | |
Lojas Americanas S.A., Preference Shares | | | 24,000 | | | | 103,216 | |
| | |
Lojas Renner S.A. | | | 16,217 | | | | 142,945 | |
| | |
Magazine Luiza S.A. | | | 18,400 | | | | 77,555 | |
| | |
Suzano S.A.* | | | 8,998 | | | | 107,251 | |
| | |
Telefonica Brasil S.A. | | | 11,261 | | | | 94,256 | |
| | |
TOTVS S.A. | | | 12,600 | | | | 94,540 | |
| | |
Via Varejo S.A.* | | | 12,500 | | | | 39,335 | |
| | | | | | | | |
| Total Brazil | | | | | | | 1,975,933 | |
| | |
| Chile – 0.6% | | | | | | | | |
| | |
Banco Santander Chile | | | 2,354,571 | | | | 117,420 | |
| | |
Cia Cervecerias Unidas S.A. | | | 7,657 | | | | 77,821 | |
| | | | | | | | |
| Total Chile | | | | | | | 195,241 | |
| | |
| China – 32.6% | | | | | | | | |
| | |
3SBio, Inc.*(a)(b) | | | 109,900 | | | | 135,856 | |
| | |
Agile Group Holdings Ltd. | | | 80,000 | | | | 103,633 | |
| | |
ANTA Sports Products Ltd. | | | 11,000 | | | | 258,929 | |
| | |
Autohome, Inc., ADR | | | 906 | | | | 57,948 | |
| | |
Baidu, Inc., ADR* | | | 1,646 | | | | 335,619 | |
| | |
Baozun, Inc., ADR* | | | 3,122 | | | | 110,644 | |
| | |
Beijing Oriental Yuhong Waterproof Technology Co., Ltd., Class A | | | 7,100 | | | | 60,787 | |
| | |
By-health Co., Ltd., Class A | | | 7,900 | | | | 40,225 | |
| | |
BYD Co., Ltd., Class H(b) | | | 7,500 | | | | 224,251 | |
| | |
BYD Electronic International Co., Ltd. | | | 14,500 | | | | 95,225 | |
| | |
C&S Paper Co., Ltd., Class A | | | 18,500 | | | | 78,879 | |
| | |
China Conch Venture Holdings Ltd. | | | 39,000 | | | | 164,219 | |
| | |
China Hongqiao Group Ltd. | | | 53,000 | | | | 71,796 | |
| | |
China Lesso Group Holdings Ltd. | | | 62,000 | | | | 152,967 | |
| | |
China Medical System Holdings Ltd. | | | 56,000 | | | | 147,466 | |
| | |
China Meidong Auto Holdings Ltd. | | | 12,000 | | | | 65,440 | |
| | |
China Minsheng Banking Corp., Ltd., Class H | | | 266,800 | | | | 127,803 | |
| | |
Chongqing Zhifei Biological Products Co., Ltd., Class A | | | 2,800 | | | | 80,917 | |
| | |
CIFI Holdings Group Co., Ltd. | | | 142,000 | | | | 110,808 | |
| | |
CSPC Pharmaceutical Group Ltd. | | | 104,160 | | | | 150,757 | |
| | |
Daan Gene Co., Ltd., Class A | | | 10,500 | | | | 34,516 | |
| | |
Dali Foods Group Co., Ltd.(a) | | | 227,200 | | | | 135,457 | |
| | |
Daqo New Energy Corp., ADR* | | | 823 | | | | 53,511 | |
| | | | | | | | |
| | |
ENN Energy Holdings Ltd. | | | 11,800 | | | | 224,578 | |
| | |
Fosun International Ltd. | | | 102,000 | | | | 146,843 | |
| | |
Fuyao Glass Industry Group Co., Ltd., Class H(a) | | | 14,000 | | | | 98,611 | |
| | |
Great Wall Motor Co., Ltd., Class H | | | 66,000 | | | | 213,319 | |
| | |
Guangzhou R&F Properties Co., Ltd., Class H | | | 70,000 | | | | 79,863 | |
| | |
Haitian International Holdings Ltd. | | | 31,000 | | | | 103,987 | |
| | |
Hengan International Group Co., Ltd. | | | 19,100 | | | | 127,893 | |
| | |
Hualan Biological Engineering, Inc., Class A | | | 14,800 | | | | 84,016 | |
| | |
iQIYI, Inc., ADR* | | | 6,487 | | | | 101,067 | |
| | |
JD.com, Inc., ADR* | | | 4,530 | | | | 361,539 | |
| | |
Jiangsu Hengli Hydraulic Co., Ltd., Class A | | | 6,300 | | | | 83,773 | |
| | |
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd., Class A | | | 11,800 | | | | 69,634 | |
| | |
Jiangsu Zhongtian Technology Co., Ltd., Class A | | | 38,300 | | | | 59,275 | |
| | |
Jointown Pharmaceutical Group Co., Ltd., Class A | | | 19,100 | | | | 45,434 | |
| | |
Joyoung Co., Ltd., Class A | | | 21,700 | | | | 109,114 | |
| | |
Kaisa Group Holdings Ltd.* | | | 308,000 | | | | 116,603 | |
| | |
Kingboard Holdings Ltd. | | | 15,500 | | | | 86,024 | |
| | |
Kingsoft Corp., Ltd. | | | 19,000 | | | | 113,890 | |
| | |
Lee & Man Paper Manufacturing Ltd. | | | 121,000 | | | | 92,084 | |
| | |
Li Ning Co., Ltd. | | | 23,000 | | | | 280,768 | |
| | |
Logan Group Co., Ltd. | | | 75,000 | | | | 112,222 | |
| | |
Longfor Group Holdings Ltd.(a) | | | 28,500 | | | | 159,641 | |
| | |
LONGi Green Energy Technology Co., Ltd., Class A | | | 6,860 | | | | 94,320 | |
| | |
NetEase, Inc., ADR | | | 2,281 | | | | 262,885 | |
| | |
New Oriental Education & Technology Group, Inc., ADR* | | | 14,320 | | | | 117,281 | |
| | |
Nine Dragons Paper Holdings Ltd. | | | 64,000 | | | | 82,082 | |
| | |
Noah Holdings Ltd., ADR* | | | 3,291 | | | | 155,335 | |
| | |
Northeast Securities Co., Ltd., Class A | | | 47,500 | | | | 62,118 | |
| | |
Offcn Education Technology Co., Ltd., Class A | | | 24,800 | | | | 80,179 | |
| | |
Ping An Insurance Group Co. of China Ltd., Class H | | | 40,500 | | | | 396,611 | |
| | |
Powerlong Real Estate Holdings Ltd. | | | 65,000 | | | | 55,828 | |
| | |
Sailun Group Co., Ltd., Class A | | | 54,100 | | | | 83,644 | |
| | |
Shandong Weigao Group Medical Polymer Co., Ltd., Class H | | | 64,000 | | | | 149,331 | |
| | |
Shanghai Fosun Pharmaceutical Group Co., Ltd., Class H | | | 19,000 | | | | 153,402 | |
| | |
Shanghai Yuyuan Tourist Mart Group Co., Ltd., Class A | | | 43,200 | | | | 77,489 | |
| | |
Shenzhou International Group Holdings Ltd. | | | 8,100 | | | | 204,538 | |
| | |
Sino Biopharmaceutical Ltd. | | | 127,000 | | | | 124,615 | |
| | |
Sunny Optical Technology Group Co., Ltd. | | | 6,400 | | | | 202,239 | |
| | |
Suzhou Gold Mantis Construction Decoration Co., Ltd., Class A | | | 60,800 | | | | 74,524 | |
| | |
Tencent Holdings Ltd. | | | 24,300 | | | | 1,827,385 | |
| | |
Tencent Music Entertainment Group, ADR* | | | 10,288 | | | | 159,258 | |
| | |
Tingyi Cayman Islands Holding Corp. | | | 72,000 | | | | 143,706 | |
| | |
Uni-President China Holdings Ltd. | | | 98,000 | | | | 108,148 | |
| | |
Vipshop Holdings Ltd., ADR* | | | 6,560 | | | | 131,725 | |
| | |
Want Want China Holdings Ltd. | | | 178,600 | | | | 126,490 | |
| | |
WuXi AppTec Co., Ltd., Class H(a) | | | 8,000 | | | | 186,766 | |
| | |
Xinyi Solar Holdings Ltd. | | | 79,453 | | | | 171,473 | |
| | |
Yum China Holdings, Inc. | | | 2,909 | | | | 192,721 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Emerging Markets ESG Fund (RESE)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Zhefu Holding Group Co., Ltd., Class A | | | 145,910 | | | $ | 112,682 | |
| | |
Zhejiang Semir Garment Co., Ltd., Class A | | | 21,400 | | | | 39,578 | |
| | |
Zhejiang Supor Co., Ltd., Class A | | | 5,600 | | | | 55,285 | |
| | |
Zhejiang Weixing New Building Materials Co., Ltd., Class A | | | 11,200 | | | | 35,829 | |
| | |
Zhongsheng Group Holdings Ltd. | | | 12,000 | | | | 99,822 | |
| | |
Zhuzhou Kibing Group Co., Ltd., Class A | | | 40,700 | | | | 116,908 | |
| | | | | | | | |
| Total China | | | | | | | 11,552,028 | |
| | |
| Hong Kong – 1.3% | | | | | | | | |
| | |
Kingboard Laminates Holdings Ltd. | | | 45,500 | | | | 102,064 | |
| | |
Vinda International Holdings Ltd.(b) | | | 51,000 | | | | 156,956 | |
| | |
Wharf Holdings Ltd. (The) | | | 49,000 | | | | 186,766 | |
| | | | | | | | |
| Total Hong Kong | | | | | | | 445,786 | |
| | |
| Hungary – 0.1% | | | | | | | | |
| | |
Richter Gedeon Nyrt | | | 1,942 | | | | 51,764 | |
| | |
| India – 11.7% | | | | | | | | |
| | |
ACC Ltd. | | | 2,827 | | | | 76,629 | |
| | |
Ambuja Cements Ltd. | | | 25,503 | | | | 116,879 | |
| | |
Asian Paints Ltd. | | | 4,258 | | | | 171,437 | |
| | |
Axis Bank Ltd.* | | | 15,153 | | | | 152,549 | |
| | |
Bajaj Auto Ltd.* | | | 1,951 | | | | 108,505 | |
| | |
Bajaj Finserv Ltd.* | | | 390 | | | | 63,535 | |
| | |
Balkrishna Industries Ltd. | | | 1,100 | | | | 33,138 | |
| | |
Bharti Airtel Ltd. | | | 19,882 | | | | 140,602 | |
| | |
Cipla Ltd.* | | | 6,064 | | | | 79,290 | |
| | |
Colgate-Palmolive India Ltd. | | | 4,602 | | | | 104,373 | |
| | |
Divi’s Laboratories Ltd.* | | | 1,523 | | | | 90,324 | |
| | |
Dr. Reddy’s Laboratories Ltd. | | | 1,559 | | | | 113,743 | |
| | |
Godrej Consumer Products Ltd.* | | | 9,917 | | | | 116,107 | |
| | |
HCL Technologies Ltd. | | | 11,074 | | | | 146,526 | |
| | |
Hero MotoCorp., Ltd. | | | 2,644 | | | | 103,249 | |
| | |
ICICI Prudential Life Insurance Co., Ltd.(a) | | | 7,052 | | | | 58,129 | |
| | |
Indus Towers Ltd. | | | 18,294 | | | | 58,736 | |
| | |
Info Edge India Ltd. | | | 1,377 | | | | 91,067 | |
| | |
Infosys Ltd. | | | 18,704 | | | | 397,784 | |
| | |
Jubilant Foodworks Ltd.* | | | 2,488 | | | | 103,102 | |
| | |
Lupin Ltd. | | | 3,908 | | | | 60,415 | |
| | |
Marico Ltd. | | | 17,640 | | | | 125,970 | |
| | |
Maruti Suzuki India Ltd. | | | 1,374 | | | | 138,932 | |
| | |
Motherson Sumi Systems Ltd.* | | | 12,389 | | | | 40,352 | |
| | |
MRF Ltd. | | | 68 | | | | 73,260 | |
| | |
Muthoot Finance Ltd. | | | 2,051 | | | | 40,883 | |
| | |
Nestle India Ltd. | | | 484 | | | | 114,817 | |
| | |
Page Industries Ltd. | | | 116 | | | | 46,072 | |
| | |
PI Industries Ltd. | | | 900 | | | | 35,240 | |
| | |
Pidilite Industries Ltd.* | | | 3,089 | | | | 89,514 | |
| | |
Piramal Enterprises Ltd. | | | 3,793 | | | | 122,381 | |
| | |
Shriram Transport Finance Co., Ltd. | | | 3,721 | | | | 67,214 | |
| | |
Siemens Ltd. | | | 2,936 | | | | 79,831 | |
| | |
Tech Mahindra Ltd. | | | 9,487 | | | | 139,816 | |
| | |
Titan Co., Ltd. | | | 4,966 | | | | 115,749 | |
| | |
Torrent Pharmaceuticals Ltd. | | | 2,610 | | | | 101,886 | |
| | |
UltraTech Cement Ltd. | | | 1,523 | | | | 138,838 | |
| | | | | | | | |
| | |
UPL Ltd. | | | 14,130 | | | | 150,719 | |
| | |
Wipro Ltd. | | | 19,029 | | | | 139,690 | |
| | | | | | | | |
| Total India | | | | | | | 4,147,283 | |
| | |
| Indonesia – 1.2% | | | | | | | | |
| | |
Bank Central Asia Tbk PT | | | 83,000 | | | | 172,440 | |
| | |
Kalbe Farma Tbk PT | | | 643,000 | | | | 62,083 | |
| | |
Sarana Menara Nusantara Tbk PT | | | 430,300 | | | | 36,798 | |
| | |
Tower Bersama Infrastructure Tbk PT | | | 178,500 | | | | 39,516 | |
| | |
Unilever Indonesia Tbk PT | | | 321,200 | | | | 109,651 | |
| | | | | | | | |
| Total Indonesia | | | | | | | 420,488 | |
| | |
| Malaysia – 1.4% | | | | | | | | |
| | |
Hartalega Holdings Bhd | | | 51,300 | | | | 90,824 | |
| | |
Hong Leong Financial Group Bhd | | | 18,400 | | | | 78,892 | |
| | |
Nestle Malaysia Bhd | | | 4,300 | | | | 138,068 | |
| | |
Supermax Corp. Bhd | | | 111,700 | | | | 88,789 | |
| | |
Westports Holdings Bhd | | | 104,100 | | | | 105,567 | |
| | | | | | | | |
| Total Malaysia | | | | | | | 502,140 | |
| | |
| Mexico – 2.6% | | | | | | | | |
| | |
America Movil S.A.B. de C.V., Series L | | | 233,408 | | | | 175,843 | |
| | |
Arca Continental S.A.B. de C.V. | | | 20,443 | | | | 118,712 | |
| | |
Cemex S.A.B. de C.V., Series CPO* | | | 230,172 | | | | 194,445 | |
| | |
Grupo Bimbo S.A.B. de C.V., Series A | | | 46,573 | | | | 102,664 | |
| | |
Grupo Financiero Banorte S.A.B. de C.V., Class O | | | 26,266 | | | | 169,860 | |
| | |
Industrias Penoles S.A.B. de C.V.* | | | 5,374 | | | | 74,268 | |
| | |
Kimberly-Clark de Mexico S.A.B. de C.V., Class A | | | 42,200 | | | | 74,966 | |
| | | | | | | | |
| Total Mexico | | | | | | | 910,758 | |
| | |
| Philippines – 0.4% | | | | | | | | |
| | |
Globe Telecom, Inc. | | | 2,235 | | | | 84,244 | |
| | |
PLDT, Inc. | | | 2,605 | | | | 69,001 | |
| | | | | | | | |
| Total Philippines | | | | | | | 153,245 | |
| | |
| Poland – 0.5% | | | | | | | | |
| | |
CD Projekt S.A. | | | 880 | | | | 42,768 | |
| | |
Cyfrowy Polsat S.A. | | | 5,741 | | | | 45,150 | |
| | |
Orange Polska S.A.* | | | 52,751 | | | | 93,045 | |
| | | | | | | | |
| Total Poland | | | | | | | 180,963 | |
| | |
| Russia – 1.3% | | | | | | | | |
| | |
Mobile TeleSystems PJSC, ADR | | | 9,190 | | | | 85,099 | |
| | |
Novolipetsk Steel PJSC, GDR | | | 2,845 | | | | 89,618 | |
| | |
PhosAgro PJSC, GDR(c) | | | 3,749 | | | | 75,880 | |
| | |
TCS Group Holding PLC, GDR(c) | | | 1,651 | | | | 144,463 | |
| | |
X5 Retail Group N.V., GDR(c) | | | 1,958 | | | | 68,647 | |
| | | | | | | | |
| Total Russia | | | | | | | 463,707 | |
| | |
| Singapore – 0.2% | | | | | | | | |
| | |
BOC Aviation Ltd.(a) | | | 9,200 | | | | 77,596 | |
| | |
| South Africa – 4.7% | | | | | | | | |
| | |
Anglo American Platinum Ltd. | | | 1,049 | | | | 121,175 | |
| | |
AngloGold Ashanti Ltd. | | | 4,108 | | | | 76,382 | |
| | |
Aspen Pharmacare Holdings Ltd.* | | | 9,421 | | | | 106,946 | |
| | |
Bidvest Group Ltd. (The) | | | 6,748 | | | | 90,010 | |
| | |
Clicks Group Ltd. | | | 4,255 | | | | 73,214 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Emerging Markets ESG Fund (RESE)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
FirstRand Ltd. | | | 42,017 | | | $ | 157,695 | |
| | |
Gold Fields Ltd. | | | 11,123 | | | | 100,022 | |
| | |
Harmony Gold Mining Co., Ltd. | | | 16,030 | | | | 59,231 | |
| | |
Impala Platinum Holdings Ltd. | | | 8,098 | | | | 133,555 | |
| | |
Kumba Iron Ore Ltd. | | | 2,365 | | | | 106,101 | |
| | |
Mr. Price Group Ltd. | | | 5,407 | | | | 79,719 | |
| | |
Northam Platinum Ltd.* | | | 3,683 | | | | 55,954 | |
| | |
Remgro Ltd. | | | 7,316 | | | | 58,718 | |
| | |
Sanlam Ltd. | | | 24,750 | | | | 106,375 | |
| | |
Tiger Brands Ltd.(b) | | | 6,832 | | | | 100,001 | |
| | |
Vodacom Group Ltd. | | | 11,600 | | | | 104,612 | |
| | |
Woolworths Holdings Ltd.* | | | 39,844 | | | | 150,433 | |
| | | | | | | | |
| Total South Africa | | | | | | | 1,680,143 | |
| | |
| South Korea – 16.3% | | | | | | | | |
| | |
Cheil Worldwide, Inc. | | | 3,269 | | | | 73,006 | |
| | |
CJ CheilJedang Corp. | | | 245 | | | | 100,293 | |
| | |
CJ ENM Co., Ltd. | | | 221 | | | | 35,854 | |
| | |
Coway Co., Ltd. | | | 1,831 | | | | 127,958 | |
| | |
DB Insurance Co., Ltd. | | | 2,323 | | | | 113,040 | |
| | |
Douzone Bizon Co., Ltd. | | | 974 | | | | 71,786 | |
| | |
Fila Holdings Corp. | | | 963 | | | | 49,768 | |
| | |
GS Engineering & Construction Corp. | | | 3,041 | | | | 115,845 | |
| | |
Hana Financial Group, Inc. | | | 3,872 | | | | 158,332 | |
| | |
Hankook Tire & Technology Co., Ltd. | | | 2,557 | | | | 117,388 | |
| | |
Hanon Systems | | | 2,465 | | | | 36,226 | |
| | |
Hanwha Solutions Corp.* | | | 835 | | | | 33,032 | |
| | |
Hyundai Engineering & Construction Co., Ltd. | | | 1,349 | | | | 69,837 | |
| | |
Hyundai Steel Co. | | | 1,650 | | | | 78,680 | |
| | |
Kakao Corp. | | | 1,084 | | | | 156,899 | |
| | |
KB Financial Group, Inc. | | | 3,270 | | | | 162,026 | |
| | |
Korea Investment Holdings Co., Ltd. | | | 369 | | | | 33,749 | |
| | |
Korea Zinc Co., Ltd. | | | 78 | | | | 29,887 | |
| | |
LG Chem Ltd. | | | 211 | | | | 159,259 | |
| | |
LG Display Co., Ltd.* | | | 3,703 | | | | 80,561 | |
| | |
LG Electronics, Inc. | | | 1,600 | | | | 232,296 | |
| | |
LG Household & Health Care Ltd. | | | 104 | | | | 162,721 | |
| | |
LG Innotek Co., Ltd. | | | 365 | | | | 72,277 | |
| | |
LG Uplus Corp. | | | 6,905 | | | | 94,119 | |
| | |
Meritz Securities Co., Ltd. | | | 21,241 | | | | 89,310 | |
| | |
Mirae Asset Securities Co., Ltd. | | | 6,996 | | | | 58,582 | |
| | |
NAVER Corp. | | | 790 | | | | 292,878 | |
| | |
NCSoft Corp. | | | 103 | | | | 74,999 | |
| | |
NH Investment & Securities Co., Ltd. | | | 3,349 | | | | 38,363 | |
| | |
Pearl Abyss Corp.* | | | 625 | | | | 42,013 | |
| | |
POSCO Chemical Co., Ltd. | | | 249 | | | | 31,839 | |
| | |
Samsung Electro-Mechanics Co., Ltd. | | | 488 | | | | 76,700 | |
| | |
Samsung Electronics Co., Ltd. | | | 19,825 | | | | 1,420,661 | |
| | |
Samsung Engineering Co., Ltd.* | | | 4,523 | | | | 95,990 | |
| | |
Samsung Fire & Marine Insurance Co., Ltd. | | | 496 | | | | 97,117 | |
| | |
Samsung Life Insurance Co., Ltd. | | | 1,254 | | | | 88,860 | |
| | |
Samsung SDI Co., Ltd. | | | 313 | | | | 194,001 | |
| | |
Samsung SDS Co., Ltd. | | | 380 | | | | 62,425 | |
| | |
Samsung Securities Co., Ltd. | | | 2,241 | | | | 89,449 | |
| | | | | | | | |
| | |
Shinhan Financial Group Co., Ltd. | | | 4,215 | | | | 151,959 | |
| | |
Shinsegae, Inc. | | | 112 | | | | 28,394 | |
| | |
SK Hynix, Inc. | | | 2,633 | | | | 298,102 | |
| | |
SK Telecom Co., Ltd. | | | 595 | | | | 169,072 | |
| | | | | | | | |
| Total South Korea | | | | | | | 5,765,553 | |
| | |
| Taiwan – 17.7% | | | | | | | | |
| | |
Accton Technology Corp. | | | 4,000 | | | | 47,447 | |
| | |
Acer, Inc. | | | 67,000 | | | | 70,457 | |
| | |
Advantech Co., Ltd. | | | 4,499 | | | | 55,708 | |
| | |
ASE Technology Holding Co., Ltd. | | | 12,000 | | | | 48,237 | |
| | |
Asia Cement Corp. | | | 17,000 | | | | 30,934 | |
| | |
ASMedia Technology, Inc. | | | 1,000 | | | | 48,273 | |
| | |
Asustek Computer, Inc. | | | 4,000 | | | | 53,333 | |
| | |
AU Optronics Corp. | | | 58,000 | | | | 47,149 | |
| | |
Catcher Technology Co., Ltd. | | | 4,000 | | | | 26,128 | |
| | |
Cathay Financial Holding Co., Ltd. | | | 78,714 | | | | 152,272 | |
| | |
Chailease Holding Co., Ltd. | | | 15,200 | | | | 110,471 | |
| | |
Cheng Shin Rubber Industry Co., Ltd. | | | 14,000 | | | | 23,490 | |
| | |
China Development Financial Holding Corp. | | | 231,000 | | | | 109,023 | |
| | |
China Life Insurance Co., Ltd. | | | 51,580 | | | | 48,780 | |
| | |
Compal Electronics, Inc. | | | 51,000 | | | | 40,910 | |
| | |
CTBC Financial Holding Co., Ltd. | | | 137,720 | | | | 112,203 | |
| | |
Delta Electronics, Inc. | | | 12,000 | | | | 130,498 | |
| | |
E.Sun Financial Holding Co., Ltd. | | | 29,000 | | | | 27,374 | |
| | |
Eclat Textile Co., Ltd. | | | 1,000 | | | | 23,544 | |
| | |
Evergreen Marine Corp. Taiwan Ltd.* | | | 56,000 | | | | 395,944 | |
| | |
Far Eastern New Century Corp. | | | 43,000 | | | | 49,385 | |
| | |
Far EasTone Telecommunications Co., Ltd. | | | 23,000 | | | | 53,326 | |
| | |
Feng TAY Enterprise Co., Ltd. | | | 8,200 | | | | 71,957 | |
| | |
Fubon Financial Holding Co., Ltd. | | | 68,000 | | | | 180,357 | |
| | |
Giant Manufacturing Co., Ltd. | | | 2,000 | | | | 22,862 | |
| | |
Globalwafers Co., Ltd. | | | 2,000 | | | | 65,967 | |
| | |
Hon Hai Precision Industry Co., Ltd. | | | 50,880 | | | | 204,524 | |
| | |
Hotai Motor Co., Ltd. | | | 1,000 | | | | 22,037 | |
| | |
Innolux Corp.* | | | 83,000 | | | | 61,812 | |
| | |
Inventec Corp. | | | 36,000 | | | | 33,917 | |
| | |
Largan Precision Co., Ltd. | | | 1,000 | | | | 111,261 | |
| | |
Lite-On Technology Corp. | | | 19,014 | | | | 39,308 | |
| | |
MediaTek, Inc. | | | 7,000 | | | | 241,687 | |
| | |
Micro-Star International Co., Ltd. | | | 9,000 | | | | 50,875 | |
| | |
Nan Ya Printed Circuit Board Corp. | | | 2,000 | | | | 27,959 | |
| | |
Nanya Technology Corp. | | | 8,000 | | | | 22,884 | |
| | |
Nien Made Enterprise Co., Ltd. | | | 4,000 | | | | 59,363 | |
| | |
Novatek Microelectronics Corp. | | | 2,000 | | | | 35,819 | |
| | |
Pegatron Corp. | | | 20,000 | | | | 49,385 | |
| | |
Phison Electronics Corp. | | | 3,000 | | | | 51,682 | |
| | |
Pou Chen Corp. | | | 44,000 | | | | 62,062 | |
| | |
Powertech Technology, Inc. | | | 8,000 | | | | 30,866 | |
| | |
Quanta Computer, Inc. | | | 22,000 | | | | 69,089 | |
| | |
Realtek Semiconductor Corp. | | | 4,000 | | | | 72,499 | |
| | |
Ruentex Development Co., Ltd. | | | 31,500 | | | | 63,989 | |
| | |
Shin Kong Financial Holding Co., Ltd. | | | 116,724 | | | | 39,924 | |
| | |
SinoPac Financial Holdings Co., Ltd. | | | 120,000 | | | | 59,219 | |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree Emerging Markets ESG Fund (RESE)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
Synnex Technology International Corp. | | | 22,150 | | | $ | 40,464 | |
| | |
Taishin Financial Holding Co., Ltd. | | | 44,000 | | | | 24,083 | |
| | |
Taiwan Mobile Co., Ltd. | | | 18,000 | | | | 65,895 | |
| | |
Taiwan Semiconductor Manufacturing Co., Ltd. | | | 97,000 | | | | 2,071,422 | |
| | |
Unimicron Technology Corp. | | | 7,000 | | | | 32,409 | |
| | |
United Microelectronics Corp. | | | 61,000 | | | | 116,253 | |
| | |
Vanguard International Semiconductor Corp. | | | 10,000 | | | | 42,351 | |
| | |
Wan Hai Lines Ltd. | | | 5,000 | | | | 57,604 | |
| | |
Win Semiconductors Corp. | | | 3,000 | | | | 40,377 | |
| | |
Winbond Electronics Corp. | | | 22,000 | | | | 27,517 | |
| | |
Wistron Corp. | | | 41,843 | | | | 46,555 | |
| | |
WPG Holdings Ltd. | | | 13,000 | | | | 23,842 | |
| | |
Yageo Corp. | | | 2,000 | | | | 39,839 | |
| | |
Yuanta Financial Holding Co., Ltd. | | | 150,120 | | | | 144,665 | |
| | |
Zhen Ding Technology Holding Ltd. | | | 9,000 | | | | 33,917 | |
| | | | | | | | |
| Total Taiwan | | | | | | | 6,263,383 | |
| | |
| Thailand – 1.5% | | | | | | | | |
| | |
Advanced Info Service PCL, NVDR | | | 10,900 | | | | 58,156 | |
| | |
Bangkok Bank PCL | | | 28,600 | | | | 100,836 | |
| | |
Delta Electronics Thailand PCL, NVDR | | | 4,500 | | | | 81,155 | |
| | |
Intouch Holdings PCL, NVDR | | | 18,200 | | | | 36,911 | |
| | |
Kasikornbank PCL, NVDR | | | 39,000 | | | | 143,588 | |
| | |
Muangthai Capital PCL, NVDR | | | 29,500 | | | | 52,926 | |
| | |
Thai Union Group PCL, NVDR | | | 67,300 | | | | 41,577 | |
| | | | | | | | |
| Total Thailand | | | | | | | 515,149 | |
| | | | | | | | |
| | |
| Turkey – 0.3% | | | | | | | | |
| | |
Turkcell Iletisim Hizmetleri AS | | | 52,200 | | | | 96,739 | |
TOTAL COMMON STOCKS
(Cost: $25,140,099) | | | | | | | 35,397,899 | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.3% | |
|
| United States – 0.3% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.02%(d) | | | | | | | | |
| (Cost: $114,878) | | | 114,878 | | | | 114,878 | |
| | |
TOTAL INVESTMENTS IN SECURITIES – 100.3%
(Cost: $25,254,977) | | | | | | | 35,512,777 | |
| |
Other Assets less Liabilities – (0.3)% | | | | (109,000 | ) |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 35,403,777 | |
| * | Non-income producing security. |
| (a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (b) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $257,115 and the total market value of the collateral held by the Fund was $270,774. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $155,896. |
| (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 June 30, 2021. |
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 fiscal year ended June 30, 2021 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | |
| Affiliate | | Value at
6/30/2020 | | | Purchases/
Additions | | | Sales/
Reductions | | | Realized
Gain/(Loss) | | | Change in
Unrealized
Appreciation/
Depreciation | | | Value at
6/30/2021 | | | Dividend
Income | |
WisdomTree Emerging Markets High Dividend Fund^ | | $ | — | | | $ | 185,616 | | | $ | 182,500 | | | $ | (3,116 | ) | | $ | — | | | $ | — | | | $ | 1,318 | |
| ^ | As of June 30, 2021, the Fund did not hold a position in this affiliate. |
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | | | | | | | | | | | | | | | |
Taiwan | | $ | 6,223,544 | | | $ | 39,839 | | | $ | — | | | $ | 6,263,383 | |
Other | | | 29,134,516 | | | | — | | | | — | | | | 29,134,516 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 114,878 | | | | — | | | | 114,878 | |
Total Investments in Securities | | $ | 35,358,060 | | | $ | 154,717 | | | $ | — | | | $ | 35,512,777 | |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree International ESG Fund (RESD)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
| COMMON STOCKS – 99.3% | | | | | | | | |
| | |
| Australia – 6.0% | | | | | | | | |
| | |
APA Group | | | 1,618 | | | $ | 10,811 | |
| | |
ASX Ltd. | | | 224 | | | | 13,068 | |
| | |
Aurizon Holdings Ltd. | | | 5,993 | | | | 16,737 | |
| | |
AusNet Services Ltd. | | | 5,681 | | | | 7,464 | |
| | |
Australia & New Zealand Banking Group Ltd. | | | 2,571 | | | | 54,335 | |
| | |
BlueScope Steel Ltd. | | | 812 | | | | 13,387 | |
| | |
Brambles Ltd. | | | 4,497 | | | | 38,623 | |
| | |
Cochlear Ltd. | | | 49 | | | | 9,258 | |
| | |
Computershare Ltd. | | | 1,301 | | | | 16,507 | |
| | |
CSL Ltd. | | | 324 | | | | 69,371 | |
| | |
Evolution Mining Ltd. | | | 700 | | | | 2,365 | |
| | |
Fortescue Metals Group Ltd. | | | 1,583 | | | | 27,738 | |
| | |
Macquarie Group Ltd. | | | 296 | | | | 34,762 | |
| | |
Medibank Pvt Ltd. | | | 4,309 | | | | 10,223 | |
| | |
National Australia Bank Ltd. | | | 3,016 | | | | 59,369 | |
| | |
Newcrest Mining Ltd. | | | 1,135 | | | | 21,541 | |
| | |
Northern Star Resources Ltd. | | | 1,466 | | | | 10,764 | |
| | |
Ramsay Health Care Ltd. | | | 182 | | | | 8,601 | |
| | |
Sonic Healthcare Ltd. | | | 722 | | | | 20,814 | |
| | |
Tabcorp Holdings Ltd. | | | 4,138 | | | | 16,092 | |
| | | | | | | | |
| Total Australia | | | | | | | 461,830 | |
| | |
| Belgium – 0.9% | | | | | | | | |
| | |
KBC Group N.V. | | | 435 | | | | 33,170 | |
| | |
Proximus SADP | | | 1,561 | | | | 30,156 | |
| | |
UCB S.A. | | | 89 | | | | 9,305 | |
| | | | | | | | |
| Total Belgium | | | | | | | 72,631 | |
| | |
| China – 0.1% | | | | | | | | |
| | |
Wilmar International Ltd. | | | 1,700 | | | | 5,691 | |
| | |
| Denmark – 3.3% | | | | | | | | |
| | |
AP Moller – Maersk A/S, Class B | | | 4 | | | | 11,498 | |
| | |
Carlsberg A/S, Class B | | | 155 | | | | 28,896 | |
| | |
DSV Panalpina A/S | | | 153 | | | | 35,685 | |
| | |
Novo Nordisk A/S, Class B | | | 1,250 | | | | 104,736 | |
| | |
Novozymes A/S, Class B | | | 488 | | | | 36,787 | |
| | |
Pandora A/S | | | 239 | | | | 32,131 | |
| | | | | | | | |
| Total Denmark | | | | | | | 249,733 | |
| | |
| Finland – 0.7% | | | | | | | | |
| | |
Kone Oyj, Class B | | | 485 | | | | 39,571 | |
| | |
Orion Oyj, Class B | | | 307 | | | | 13,198 | |
| | | | | | | | |
| Total Finland | | | | | | | 52,769 | |
| | |
| France – 10.5% | | | | | | | | |
| | |
Air Liquide S.A. | | | 341 | | | | 59,713 | |
| | |
Arkema S.A. | | | 145 | | | | 18,193 | |
| | |
AXA S.A. | | | 1,847 | | | | 46,841 | |
| | |
Capgemini SE | | | 225 | | | | 43,226 | |
| | |
Cie de Saint-Gobain | | | 584 | | | | 38,465 | |
| | |
Cie Generale des Etablissements Michelin SCA | | | 222 | | | | 35,410 | |
| | |
CNP Assurances | | | 1,824 | | | | 31,040 | |
| | |
Danone S.A. | | | 680 | | | | 47,877 | |
| | |
Dassault Systemes SE | | | 169 | | | | 40,985 | |
| | | | | | | | |
| | |
Ipsen S.A. | | | 254 | | | | 26,423 | |
| | |
Kering S.A. | | | 75 | | | | 65,551 | |
| | |
L’Oreal S.A. | | | 190 | | | | 84,676 | |
| | |
Legrand S.A. | | | 411 | | | | 43,506 | |
| | |
Orange S.A. | | | 2,376 | | | | 27,092 | |
| | |
Orpea SA* | | | 61 | | | | 7,758 | |
| | |
Remy Cointreau S.A. | | | 121 | | | | 24,982 | |
| | |
Sanofi | | | 688 | | | | 72,093 | |
| | |
SEB S.A. | | | 170 | | | | 30,724 | |
| | |
Suez S.A. | | | 1,255 | | | | 29,840 | |
| | |
Teleperformance | | | 77 | | | | 31,257 | |
| | | | | | | | |
| Total France | | | | | | | 805,652 | |
| | |
| Germany – 9.4% | | | | | | | | |
| | |
Allianz SE, Registered Shares | | | 331 | | | | 82,550 | |
| | |
Bayer AG, Registered Shares | | | 108 | | | | 6,559 | |
| | |
Bayerische Motoren Werke AG | | | 379 | | | | 40,141 | |
| | |
Beiersdorf AG | | | 280 | | | | 33,786 | |
| | |
Brenntag SE | | | 356 | | | | 33,107 | |
| | |
Carl Zeiss Meditec AG, Bearer Shares | | | 46 | | | | 8,889 | |
| | |
Covestro AG(a) | | | 413 | | | | 26,673 | |
| | |
Daimler AG, Registered Shares | | | 636 | | | | 56,794 | |
| | |
Deutsche Post AG, Registered Shares | | | 1,140 | | | | 77,547 | |
| | |
Evonik Industries AG | | | 673 | | | | 22,571 | |
| | |
Fresenius Medical Care AG & Co. KGaA | | | 48 | | | | 3,987 | |
| | |
Fresenius SE & Co. KGaA | | | 146 | | | | 7,617 | |
| | |
Fuchs Petrolub SE, Preference Shares | | | 170 | | | | 8,270 | |
| | |
GEA Group AG | | | 428 | | | | 17,338 | |
| | |
HeidelbergCement AG | | | 281 | | | | 24,106 | |
| | |
Henkel AG & Co. KGaA, Preference Shares | | | 331 | | | | 34,951 | |
| | |
LANXESS AG | | | 251 | | | | 17,211 | |
| | |
Merck KGaA | | | 226 | | | | 43,338 | |
| | |
SAP SE | | | 763 | | | | 107,532 | |
| | |
Sartorius AG, Preference Shares | | | 39 | | | | 20,304 | |
| | |
Siemens Healthineers AG(a) | | | 153 | | | | 9,377 | |
| | |
Volkswagen AG, Preference Shares | | | 167 | | | | 41,827 | |
| | | | | | | | |
| Total Germany | | | | | | | 724,475 | |
| | |
| Hong Kong – 2.1% | | | | | | | | |
| | |
Chow Tai Fook Jewellery Group Ltd. | | | 4,800 | | | | 10,965 | |
| | |
Hang Seng Bank Ltd. | | | 1,400 | | | | 27,961 | |
| | |
Hong Kong Exchanges & Clearing Ltd. | | | 1,400 | | | | 83,432 | |
| | |
MTR Corp., Ltd. | | | 4,500 | | | | 25,062 | |
| | |
WH Group Ltd.(a) | | | 10,000 | | | | 8,988 | |
| | |
Xinyi Glass Holdings Ltd. | | | 2,000 | | | | 8,151 | |
| | | | | | | | |
| Total Hong Kong | | | | | | | 164,559 | |
| | |
| Ireland – 0.9% | | | | | | | | |
| | |
CRH PLC | | | 961 | | | | 48,435 | |
| | |
Kerry Group PLC, Class A | | | 163 | | | | 22,771 | |
| | | | | | | | |
| Total Ireland | | | | | | | 71,206 | |
| | |
| Israel – 0.1% | | | | | | | | |
| | |
Check Point Software Technologies Ltd.* | | | 77 | | | | 8,942 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree International ESG Fund (RESD)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
| Italy – 2.7% | | | | | | | | |
| | |
Assicurazioni Generali SpA | | | 2,162 | | | $ | 43,343 | |
| | |
DiaSorin SpA | | | 23 | | | | 4,350 | |
| | |
Intesa Sanpaolo SpA | | | 16,050 | | | | 44,339 | |
| | |
Mediobanca Banca di Credito Finanziario SpA* | | | 1,638 | | | | 19,134 | |
| | |
Moncler SpA | | | 352 | | | | 23,819 | |
| | |
Recordati Industria Chimica e Farmaceutica SpA | | | 151 | | | | 8,631 | |
| | |
Snam SpA | | | 4,814 | | | | 27,831 | |
| | |
Terna SPA | | | 4,560 | | | | 33,982 | |
| | | | | | | | |
| Total Italy | | | | | | | 205,429 | |
| | |
| Japan – 26.1% | | | | | | | | |
| | |
AGC, Inc. | | | 500 | | | | 20,993 | |
| | |
Ajinomoto Co., Inc. | | | 1,200 | | | | 31,181 | |
| | |
Asahi Group Holdings Ltd. | | | 700 | | | | 32,739 | |
| | |
Asahi Kasei Corp. | | | 2,100 | | | | 23,093 | |
| | |
Astellas Pharma, Inc. | | | 1,500 | | | | 26,144 | |
| | |
Canon, Inc.(b) | | | 1,400 | | | | 31,698 | |
| | |
Chugai Pharmaceutical Co., Ltd. | | | 1,000 | | | | 39,661 | |
| | |
Daiichi Sankyo Co., Ltd. | | | 400 | | | | 8,630 | |
| | |
Daiwa Securities Group, Inc. | | | 4,300 | | | | 23,637 | |
| | |
Eisai Co., Ltd. | | | 100 | | | | 9,843 | |
| | |
Fuji Electric Co., Ltd. | | | 600 | | | | 28,057 | |
| | |
FUJIFILM Holdings Corp. | | | 500 | | | | 37,116 | |
| | |
Fujitsu Ltd. | | | 300 | | | | 56,221 | |
| | |
Hisamitsu Pharmaceutical Co., Inc. | | | 200 | | | | 9,857 | |
| | |
Hitachi Ltd. | | | 800 | | | | 45,849 | |
| | |
Hitachi Metals Ltd.* | | | 500 | | | | 9,568 | |
| | |
Hoya Corp. | | | 200 | | | | 26,543 | |
| | |
Iida Group Holdings Co., Ltd. | | | 300 | | | | 7,730 | |
| | |
Itochu Techno-Solutions Corp. | | | 800 | | | | 24,795 | |
| | |
JSR Corp. | | | 700 | | | | 21,191 | |
| | |
Kansai Paint Co., Ltd. | | | 500 | | | | 12,753 | |
| | |
Kao Corp. | | | 600 | | | | 36,949 | |
| | |
KDDI Corp. | | | 1,600 | | | | 49,950 | |
| | |
Kirin Holdings Co., Ltd. | | | 1,200 | | | | 23,418 | |
| | |
Kubota Corp. | | | 1,600 | | | | 32,392 | |
| | |
Kurita Water Industries Ltd. | | | 400 | | | | 19,209 | |
| | |
Kyowa Kirin Co., Ltd. | | | 300 | | | | 10,650 | |
| | |
Lixil Corp. | | | 800 | | | | 20,708 | |
| | |
M3, Inc. | | | 100 | | | | 7,310 | |
| | |
McDonald’s Holdings Co., Japan Ltd. | | | 200 | | | | 8,830 | |
| | |
Medipal Holdings Corp. | | | 500 | | | | 9,559 | |
| | |
MEIJI Holdings Co., Ltd. | | | 300 | | | | 17,975 | |
| | |
Mitsubishi Chemical Holdings Corp. | | | 2,300 | | | | 19,345 | |
| | |
Mitsubishi Gas Chemical Co., Inc. | | | 300 | | | | 6,368 | |
| | |
Mitsubishi UFJ Financial Group, Inc. | | | 9,600 | | | | 51,905 | |
| | |
Mitsui Chemicals, Inc. | | | 600 | | | | 20,732 | |
| | |
NEC Corp. | | | 1,000 | | | | 51,536 | |
| | |
NH Foods Ltd. | | | 200 | | | | 7,784 | |
| | |
Nintendo Co., Ltd. | | | 100 | | | | 58,221 | |
| | |
Nippon Express Co., Ltd. | | | 300 | | | | 22,867 | |
| | |
Nippon Sanso Holdings Corp. | | | 400 | | | | 8,206 | |
| | |
Nippon Shinyaku Co., Ltd. | | | 100 | | | | 7,938 | |
| | | | | | | | |
| | |
Nippon Telegraph & Telephone Corp. | | | 1,800 | | | | 46,942 | |
| | |
Nissin Foods Holdings Co., Ltd. | | | 100 | | | | 7,208 | |
| | |
Nitori Holdings Co., Ltd. | | | 100 | | | | 17,713 | |
| | |
Nitto Denko Corp. | | | 400 | | | | 29,877 | |
| | |
Nomura Holdings, Inc. | | | 5,800 | | | | 29,672 | |
| | |
Nomura Research Institute Ltd. | | | 1,000 | | | | 33,111 | |
| | |
NTT Data Corp. | | | 2,100 | | | | 32,789 | |
| | |
Oji Holdings Corp. | | | 1,800 | | | | 10,347 | |
| | |
Olympus Corp. | | | 400 | | | | 7,957 | |
| | |
Ono Pharmaceutical Co., Ltd. | | | 400 | | | | 8,934 | |
| | |
Otsuka Corp. | | | 100 | | | | 5,253 | |
| | |
Otsuka Holdings Co., Ltd. | | | 300 | | | | 12,452 | |
| | |
Panasonic Corp. | | | 3,000 | | | | 34,746 | |
| | |
PeptiDream, Inc.* | | | 200 | | | | 9,821 | |
| | |
Rinnai Corp. | | | 200 | | | | 19,047 | |
| | |
Santen Pharmaceutical Co., Ltd. | | | 700 | | | | 9,650 | |
| | |
SCSK Corp. | | | 500 | | | | 29,823 | |
| | |
Seiko Epson Corp. | | | 1,700 | | | | 29,929 | |
| | |
SG Holdings Co., Ltd. | | | 800 | | | | 20,996 | |
| | |
Sharp Corp. | | | 1,500 | | | | 24,773 | |
| | |
Shimano, Inc. | | | 50 | | | | 11,870 | |
| | |
Shin-Etsu Chemical Co., Ltd. | | | 200 | | | | 33,481 | |
| | |
Shionogi & Co., Ltd.(b) | | | 600 | | | | 31,306 | |
| | |
Sohgo Security Services Co., Ltd. | | | 400 | | | | 18,236 | |
| | |
Sompo Holdings, Inc. | | | 700 | | | | 25,896 | |
| | |
Sony Group Corp. | | | 1,000 | | | | 97,441 | |
| | |
Sumitomo Dainippon Pharma Co., Ltd. | | | 500 | | | | 10,487 | |
| | |
Sumitomo Metal Mining Co., Ltd. | | | 400 | | | | 15,587 | |
| | |
Suntory Beverage & Food Ltd. | | | 400 | | | | 15,064 | |
| | |
Sysmex Corp. | | | 200 | | | | 23,786 | |
| | |
T&D Holdings, Inc. | | | 2,200 | | | | 28,464 | |
| | |
Takeda Pharmaceutical Co., Ltd. | | | 1,200 | | | | 40,209 | |
| | |
Terumo Corp. | | | 200 | | | | 8,112 | |
| | |
Toho Gas Co., Ltd. | | | 300 | | | | 14,704 | |
| | |
Tokyo Electron Ltd. | | | 100 | | | | 43,319 | |
| | |
Tokyo Gas Co., Ltd. | | | 1,600 | | | | 30,230 | |
| | |
Tosoh Corp. | | | 300 | | | | 5,179 | |
| | |
Toyo Suisan Kaisha Ltd. | | | 500 | | | | 19,258 | |
| | |
Unicharm Corp. | | | 700 | | | | 28,192 | |
| | |
Yakult Honsha Co., Ltd. | | | 400 | | | | 22,669 | |
| | |
Yamada Holdings Co., Ltd. | | | 1,400 | | | | 6,471 | |
| | |
Yamaha Motor Co., Ltd. | | | 1,000 | | | | 27,210 | |
| | |
Yamato Holdings Co., Ltd. | | | 500 | | | | 14,236 | |
| | | | | | | | |
| Total Japan | | | | | | | 2,011,598 | |
| | |
| Netherlands – 5.2% | | | | | | | | |
| | |
ASM International N.V. | | | 79 | | | | 25,951 | |
| | |
ASML Holding N.V. | | | 282 | | | | 193,765 | |
| | |
Koninklijke DSM N.V. | | | 216 | | | | 40,319 | |
| | |
Koninklijke Philips N.V. | | | 906 | | | | 44,900 | |
| | |
NN Group N.V. | | | 617 | | | | 29,107 | |
| | |
Randstad N.V. | | | 371 | | | | 28,378 | |
| | |
Wolters Kluwer N.V. | | | 402 | | | | 40,389 | |
| | | | | | | | |
| Total Netherlands | | | | | | | 402,809 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree International ESG Fund (RESD)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | | | | | | | |
| | |
| New Zealand – 0.2% | | | | | | | | |
| | |
Fisher & Paykel Healthcare Corp., Ltd. | | | 798 | | | $ | 17,353 | |
| | |
| Norway – 0.7% | | | | | | | | |
| | |
Orkla ASA | | | 3,027 | | | | 30,850 | |
| | |
Yara International ASA | | | 448 | | | | 23,594 | |
| | | | | | | | |
| Total Norway | | | | | | | 54,444 | |
| | |
| Singapore – 0.9% | | | | | | | | |
| | |
DBS Group Holdings Ltd. | | | 1,900 | | | | 42,136 | |
| | |
Oversea-Chinese Banking Corp., Ltd. | | | 21 | | | | 187 | |
| | |
Singapore Exchange Ltd. | | | 2,100 | | | | 17,466 | |
| | |
Venture Corp., Ltd. | | | 600 | | | | 8,574 | |
| | | | | | | | |
| Total Singapore | | | | | | | 68,363 | |
| | |
| Spain – 1.3% | | | | | | | | |
| | |
Banco Bilbao Vizcaya Argentaria S.A.* | | | 7,500 | | | | 46,499 | |
| | |
CaixaBank S.A. | | | 11,331 | | | | 34,857 | |
| | |
Enagas S.A. | | | 877 | | | | 20,265 | |
| | |
Telefonica S.A. | | | 254 | | | | 1,187 | |
| | | | | | | | |
| Total Spain | | | | | | | 102,808 | |
| | |
| Sweden – 3.5% | | | | | | | | |
| | |
Alfa Laval AB | | | 771 | | | | 27,253 | |
| | |
Assa Abloy AB, Class B | | | 1,517 | | | | 45,729 | |
| | |
Electrolux AB, Series B | | | 1,199 | | | | 33,269 | |
| | |
Essity AB, Class B | | | 748 | | | | 24,822 | |
| | |
Husqvarna AB, Class B | | | 2,531 | | | | 33,649 | |
| | |
Skanska AB, Class B | | | 985 | | | | 26,145 | |
| | |
Svenska Cellulosa AB SCA, Class B | | | 1,884 | | | | 30,897 | |
| | |
Telefonaktiebolaget LM Ericsson, Class B | | | 3,735 | | | | 46,975 | |
| | | | | | | | |
| Total Sweden | | | | | | | 268,739 | |
| | |
| Switzerland – 13.2% | | | | | | | | |
| | |
ABB Ltd., Registered Shares | | | 1,638 | | | | 55,625 | |
| | |
Barry Callebaut AG, Registered Shares | | | 7 | | | | 16,282 | |
| | |
Clariant AG, Registered Shares | | | 797 | | | | 15,865 | |
| | |
Coca-Cola HBC AG* | | | 887 | | | | 32,030 | |
| | |
Geberit AG, Registered Shares | | | 63 | | | | 47,300 | |
| | |
Givaudan S.A., Registered Shares | | | 12 | | | | 55,862 | |
| | |
Holcim Ltd., Registered Shares* | | | 457 | | | | 27,439 | |
| | |
Kuehne + Nagel International AG, Registered Shares | | | 116 | | | | 39,731 | |
| | |
Logitech International S.A., Registered Shares | | | 352 | | | | 42,689 | |
| | |
Nestle S.A., Registered Shares | | | 1,634 | | | | 203,678 | |
| | |
Novartis AG, Registered Shares | | | 1,322 | | | | 120,594 | |
| | |
Roche Holding AG | | | 382 | | | | 144,043 | |
| | |
Schindler Holding AG, Participation Certificate | | | 109 | | | | 33,372 | |
| | |
SGS S.A., Registered Shares | | | 12 | | | | 37,051 | |
| | |
Sonova Holding AG, Registered Shares | | | 24 | | | | 9,035 | |
| | |
STMicroelectronics N.V. | | | 1,247 | | | | 45,259 | |
| | |
Swisscom AG, Registered Shares | | | 71 | | | | 40,571 | |
| | |
UBS Group AG, Registered Shares | | | 3,138 | | | | 48,071 | |
| | | | | | | | |
| Total Switzerland | | | | | | | 1,014,497 | |
| | |
| United Kingdom – 11.3% | | | | | | | | |
| | |
Admiral Group PLC | | | 309 | | | | 13,421 | |
| | |
Antofagasta PLC | | | 751 | | | | 14,893 | |
| | | | | | | | |
| | | | | | | | |
| | |
Ashtead Group PLC | | | 376 | | | | 27,862 | |
| | |
AstraZeneca PLC | | | 792 | | | | 95,001 | |
| | |
Aviva PLC | | | 7,266 | | | | 40,743 | |
| | |
Bunzl PLC | | | 682 | | | | 22,508 | |
| | |
Coca-Cola Europacific Partners PLC | | | 546 | | | | 32,389 | |
| | |
DCC PLC | | | 162 | | | | 13,244 | |
| | |
Diageo PLC | | | 1,806 | | | | 86,348 | |
| | |
Entain PLC* | | | 529 | | | | 12,756 | |
| | |
GlaxoSmithKline PLC | | | 3,016 | | | | 59,139 | |
| | |
Hikma Pharmaceuticals PLC | | | 205 | | | | 6,927 | |
| | |
Intertek Group PLC | | | 442 | | | | 33,766 | |
| | |
Kingfisher PLC | | | 10,614 | | | | 53,446 | |
| | |
Legal & General Group PLC | | | 11,175 | | | | 39,767 | |
| | |
Mondi PLC | | | 1,194 | | | | 31,356 | |
| | |
Pearson PLC | | | 3,031 | | | | 34,753 | |
| | |
Reckitt Benckiser Group PLC | | | 535 | | | | 47,279 | |
| | |
Severn Trent PLC | | | 789 | | | | 27,260 | |
| | |
Smith & Nephew PLC | | | 401 | | | | 8,656 | |
| | |
Standard Chartered PLC | | | 5,141 | | | | 32,740 | |
| | |
Unilever PLC | | | 1,736 | | | | 101,456 | |
| | |
United Utilities Group PLC | | | 2,429 | | | | 32,696 | |
| | | | | | | | |
| Total United Kingdom | | | | | | | 868,406 | |
| | |
| United States – 0.2% | | | | | | | | |
| | |
James Hardie Industries PLC | | | 383 | | | | 13,017 | |
TOTAL COMMON STOCKS
(Cost: $6,184,576) | | | | | | | 7,644,951 | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.5% | |
|
| United States – 0.5% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.02%(c) | | | | | | | | |
| (Cost: $37,130) | | | 37,130 | | | | 37,130 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 99.8%
(Cost: $6,221,706) | | | | 7,682,081 | |
| |
Other Assets less Liabilities – 0.2% | | | | 11,943 | |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 7,694,024 | |
| * | Non-income producing security. |
| (a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (b) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $35,341 and the total market value of the collateral held by the Fund was $37,130. |
| (c) | Rate shown represents annualized 7-day yield as of June 30, 2021. |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree International ESG Fund (RESD)
June 30, 2021
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 7,644,951 | | | $ | — | | | $ | — | | | $ | 7,644,951 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 37,130 | | | | — | | | | 37,130 | |
Total Investments in Securities | | $ | 7,644,951 | | | $ | 37,130 | | | $ | — | | | $ | 7,682,081 | |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree U.S. Corporate Bond Fund (WFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
|
| U.S. CORPORATE BONDS – 95.8% | |
|
| United States – 95.8% | |
| | |
3M Co. | | | | | | | | |
3.38%, 3/1/29 | | $ | 7,000 | | | $ | 7,848 | |
3.13%, 9/19/46 | | | 70,000 | | | | 74,336 | |
| | |
Abbott Laboratories
2.95%, 3/15/25 | | | 29,000 | | | | 31,175 | |
4.90%, 11/30/46 | | | 99,000 | | | | 135,310 | |
| | |
AbbVie, Inc.
3.20%, 11/21/29 | | | 133,000 | | | | 144,443 | |
4.30%, 5/14/36 | | | 46,000 | | | | 54,642 | |
4.45%, 5/14/46 | | | 38,000 | | | | 46,087 | |
4.88%, 11/14/48 | | | 202,000 | | | | 262,206 | |
4.25%, 11/21/49 | | | 206,000 | | | | 247,303 | |
| | |
Activision Blizzard, Inc.
2.50%, 9/15/50 | | | 61,000 | | | | 54,920 | |
| | |
Albemarle Corp.
4.15%, 12/1/24 | | | 5,000 | | | | 5,478 | |
| | |
Alexandria Real Estate Equities, Inc.
3.95%, 1/15/28 | | | 63,000 | | | | 71,359 | |
4.90%, 12/15/30 | | | 98,000 | | | | 120,027 | |
| | |
Ally Financial, Inc.
5.80%, 5/1/25(a) | | | 68,000 | | | | 79,102 | |
| | |
Alphabet, Inc.
2.25%, 8/15/60 | | | 48,000 | | | | 42,617 | |
| | |
Altria Group, Inc. | | | | | | | | |
4.40%, 2/14/26 | | | 45,000 | | | | 50,935 | |
2.63%, 9/16/26 | | | 193,000 | | | | 203,198 | |
3.88%, 9/16/46 | | | 56,000 | | | | 55,664 | |
5.95%, 2/14/49 | | | 88,000 | | | | 112,822 | |
6.20%, 2/14/59 | | | 8,000 | | | | 10,384 | |
4.00%, 2/4/61 | | | 100,000 | | | | 96,536 | |
| | |
Amazon.com, Inc.
4.05%, 8/22/47 | | | 35,000 | | | | 42,720 | |
4.25%, 8/22/57 | | | 50,000 | | | | 64,115 | |
2.70%, 6/3/60 | | | 64,000 | | | | 61,199 | |
| | |
Ameren Corp.
3.50%, 1/15/31 | | | 44,000 | | | | 48,214 | |
| | |
American Express Co.
2.50%, 8/1/22 | | | 56,000 | | | | 57,210 | |
3.40%, 2/27/23 | | | 149,000 | | | | 156,034 | |
3.40%, 2/22/24 | | | 59,000 | | | | 63,160 | |
3.63%, 12/5/24 | | | 27,000 | | | | 29,552 | |
| | |
American Financial Group, Inc.
4.50%, 6/15/47 | | | 60,000 | | | | 71,938 | |
| | |
American International Group, Inc.
2.50%, 6/30/25 | | | 179,000 | | | | 188,926 | |
4.80%, 7/10/45 | | | 166,000 | | | | 208,559 | |
4.75%, 4/1/48 | | | 61,000 | | | | 77,626 | |
| | |
American Water Capital Corp.
2.95%, 9/1/27 | | | 29,000 | | | | 31,338 | |
4.30%, 12/1/42 | | | 58,000 | | | | 71,328 | |
| | |
Amgen, Inc.
2.20%, 2/21/27 | | | 213,000 | | | | 221,243 | |
2.77%, 9/1/53 | | | 31,000 | | | | 29,511 | |
| | |
Amphenol Corp.
2.80%, 2/15/30 | | | 22,000 | | | | 23,305 | |
| | |
Analog Devices, Inc.
5.30%, 12/15/45 | | | 101,000 | | | | 136,437 | |
| | |
Anthem, Inc.
| | | | | | | | |
3.30%, 1/15/23 | | | 23,000 | | | | 24,000 | |
3.65%, 12/1/27 | | | 73,000 | | | | 81,760 | |
4.10%, 3/1/28 | | | 48,000 | | | | 54,972 | |
4.63%, 5/15/42 | | | 15,000 | | | | 18,696 | |
4.65%, 1/15/43 | | | 40,000 | | | | 49,976 | |
4.38%, 12/1/47 | | | 60,000 | | | | 73,313 | |
| | |
Appalachian Power Co.
7.00%, 4/1/38 | | | 185,000 | | | | 277,136 | |
| | |
Apple, Inc. | | | | | | | | |
3.20%, 5/11/27 | | | 10,000 | | | | 11,047 | |
2.90%, 9/12/27 | | | 25,000 | | | | 27,261 | |
3.00%, 11/13/27 | | | 26,000 | | | | 28,479 | |
3.85%, 5/4/43 | | | 13,000 | | | | 15,490 | |
3.85%, 8/4/46 | | | 28,000 | | | | 33,300 | |
4.25%, 2/9/47 | | | 35,000 | | | | 44,213 | |
3.75%, 11/13/47 | | | 9,000 | | | | 10,563 | |
2.65%, 2/8/51 | | | 256,000 | | | | 251,512 | |
2.80%, 2/8/61 | | | 160,000 | | | | 156,789 | |
| | |
Applied Materials, Inc.
5.10%, 10/1/35 | | | 31,000 | | | | 41,015 | |
5.85%, 6/15/41 | | | 14,000 | | | | 20,642 | |
| | |
Archer-Daniels-Midland Co.
2.75%, 3/27/25 | | | 49,000 | | | | 52,253 | |
| | |
AT&T, Inc. | | | | | | | | |
4.35%, 3/1/29 | | | 89,000 | | | | 103,075 | |
4.30%, 2/15/30 | | | 93,000 | | | | 107,607 | |
2.55%, 12/1/33(b) | | | 99,000 | | | | 98,178 | |
4.50%, 5/15/35 | | | 49,000 | | | | 57,617 | |
6.30%, 1/15/38 | | | 500,000 | | | | 697,900 | |
3.50%, 6/1/41 | | | 241,000 | | | | 251,194 | |
3.10%, 2/1/43 | | | 123,000 | | | | 120,695 | |
3.50%, 9/15/53(b) | | | 151,000 | | | | 151,599 | |
3.55%, 9/15/55(b) | | | 155,000 | | | | 155,515 | |
3.80%, 12/1/57(b) | | | 150,000 | | | | 156,915 | |
3.65%, 9/15/59(b) | | | 306,000 | | | | 310,339 | |
3.85%, 6/1/60 | | | 70,000 | | | | 74,033 | |
| | |
AvalonBay Communities, Inc.
4.20%, 12/15/23 | | | 12,000 | | | | 12,959 | |
2.95%, 5/11/26 | | | 45,000 | | | | 48,536 | |
| | |
Avangrid, Inc.
3.80%, 6/1/29 | | | 57,000 | | | | 64,412 | |
| | |
Bank of America Corp. | | | | | | | | |
4.13%, 1/22/24 | | | 55,000 | | | | 59,905 | |
4.20%, 8/26/24 | | | 325,000 | | | | 356,769 | |
4.45%, 3/3/26 | | | 47,000 | | | | 53,347 | |
3.25%, 10/21/27 | | | 95,000 | | | | 103,141 | |
4.18%, 11/25/27, Series L | | | 30,000 | | | | 33,612 | |
3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month U.S. dollar London Interbank Offered Rate + 1.04% thereafter)(c) | | | 174,000 | | | | 189,824 | |
3.19%, 7/23/30, (3.194% fixed rate until 7/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.18% thereafter)(c) | | | 178,000 | | | | 191,791 | |
5.00%, 1/21/44 | | | 121,000 | | | | 161,280 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
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 | | | $ | 259,384 | |
| | |
Berkshire Hathaway Energy Co.
3.75%, 11/15/23 | | | 44,000 | | | | 47,048 | |
6.13%, 4/1/36 | | | 30,000 | | | | 42,319 | |
3.80%, 7/15/48 | | | 47,000 | | | | 53,515 | |
4.45%, 1/15/49 | | | 70,000 | | | | 87,698 | |
| | |
Berkshire Hathaway Finance Corp.
1.85%, 3/12/30(a) | | | 240,000 | | | | 242,731 | |
4.20%, 8/15/48 | | | 20,000 | | | | 24,726 | |
| | |
Berkshire Hathaway, Inc.
2.75%, 3/15/23 | | | 125,000 | | | | 129,740 | |
| | |
BGC Partners, Inc.
5.38%, 7/24/23 | | | 38,000 | | | | 41,084 | |
| | |
Biogen, Inc.
3.25%, 2/15/51(b) | | | 83,000 | | | | 83,270 | |
| | |
BlackRock, Inc.
2.40%, 4/30/30 | | | 100,000 | | | | 104,809 | |
| | |
Block Financial LLC
5.50%, 11/1/22 | | | 46,000 | | | | 47,854 | |
| | |
Boardwalk Pipelines L.P.
5.95%, 6/1/26 | | | 60,000 | | | | 71,163 | |
| | |
Boeing Co. (The)
3.10%, 5/1/26 | | | 27,000 | | | | 28,591 | |
2.70%, 2/1/27 | | | 122,000 | | | | 126,152 | |
3.45%, 11/1/28 | | | 140,000 | | | | 149,524 | |
3.20%, 3/1/29 | | | 250,000 | | | | 262,775 | |
2.95%, 2/1/30 | | | 53,000 | | | | 54,324 | |
5.15%, 5/1/30 | | | 146,000 | | | | 173,063 | |
5.88%, 2/15/40 | | | 162,000 | | | | 208,688 | |
3.90%, 5/1/49 | | | 35,000 | | | | 36,867 | |
3.75%, 2/1/50 | | | 68,000 | | | | 70,233 | |
3.95%, 8/1/59 | | | 25,000 | | | | 26,167 | |
5.93%, 5/1/60 | | | 72,000 | | | | 99,495 | |
| | |
Booking Holdings, Inc.
3.55%, 3/15/28 | | | 27,000 | | | | 30,136 | |
| | |
BorgWarner, Inc.
4.38%, 3/15/45 | | | 30,000 | | | | 34,852 | |
| | |
Boston Scientific Corp.
4.00%, 3/1/29 | | | 50,000 | | | | 56,973 | |
4.70%, 3/1/49 | | | 36,000 | | | | 46,179 | |
| | |
Brighthouse Financial, Inc.
3.70%, 6/22/27(a) | | | 48,000 | | | | 52,459 | |
4.70%, 6/22/47 | | | 10,000 | | | | 11,123 | |
| | |
Bristol-Myers Squibb Co.
5.25%, 8/15/43 | | | 14,000 | | | | 18,852 | |
4.35%, 11/15/47 | | | 11,000 | | | | 13,966 | |
4.25%, 10/26/49 | | | 195,000 | | | | 246,661 | |
| | |
Broadcom Corp.
3.88%, 1/15/27 | | | 154,000 | | | | 170,265 | |
| | |
Broadcom, Inc.
3.46%, 9/15/26 | | | 16,000 | | | | 17,429 | |
4.11%, 9/15/28 | | | 44,000 | | | | 49,503 | |
5.00%, 4/15/30 | | | 163,000 | | | | 192,743 | |
4.15%, 11/15/30 | | | 121,000 | | | | 135,852 | |
3.42%, 4/15/33(b) | | | 78,000 | | | | 82,298 | |
3.47%, 4/15/34(b) | | | 171,000 | | | | 181,086 | |
3.75%, 2/15/51(b) | | | 195,000 | | | | 204,052 | |
| | |
Broadridge Financial Solutions, Inc.
3.40%, 6/27/26 | | | 25,000 | | | | 27,496 | |
| | |
Burlington Northern Santa Fe LLC
3.75%, 4/1/24 | | | 15,000 | | | | 16,206 | |
5.05%, 3/1/41 | | | 25,000 | | | | 33,222 | |
5.40%, 6/1/41 | | | 19,000 | | | | 26,137 | |
4.45%, 3/15/43 | | | 38,000 | | | | 47,757 | |
4.15%, 4/1/45 | | | 130,000 | | | | 157,707 | |
| | |
Capital One Financial Corp.
3.75%, 7/28/26 | | | 136,000 | | | | 150,114 | |
3.80%, 1/31/28 | | | 281,000 | | | | 317,325 | |
| | |
Caterpillar Financial Services Corp.
2.40%, 6/6/22 | | | 49,000 | | | | 50,029 | |
2.85%, 5/17/24 | | | 46,000 | | | | 48,972 | |
| | |
Caterpillar, Inc.
3.25%, 4/9/50(a) | | | 53,000 | | | | 58,803 | |
| | |
Chevron USA, Inc.
1.02%, 8/12/27 | | | 160,000 | | | | 156,021 | |
| | |
Chubb Corp. (The)
6.50%, 5/15/38, Series 1 | | | 86,000 | | | | 130,343 | |
| | |
Cigna Corp.
4.50%, 2/25/26 | | | 54,000 | | | | 61,526 | |
4.38%, 10/15/28 | | | 63,000 | | | | 73,350 | |
4.80%, 7/15/46 | | | 132,000 | | | | 167,359 | |
3.88%, 10/15/47 | | | 18,000 | | | | 20,162 | |
3.40%, 3/15/50 | | | 231,000 | | | | 240,617 | |
| | |
Cisco Systems, Inc.
5.50%, 1/15/40 | | | 110,000 | | | | 155,760 | |
| | |
Citigroup, Inc.
5.50%, 9/13/25 | | | 84,000 | | | | 97,952 | |
4.30%, 11/20/26 | | | 291,000 | | | | 329,054 | |
4.45%, 9/29/27 | | | 116,000 | | | | 132,564 | |
4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c) | | | 97,000 | | | | 113,461 | |
6.63%, 6/15/32 | | | 150,000 | | | | 204,303 | |
8.13%, 7/15/39 | | | 106,000 | | | | 183,296 | |
5.88%, 1/30/42 | | | 83,000 | | | | 119,640 | |
4.65%, 7/23/48 | | | 178,000 | | | | 233,356 | |
| | |
CNA Financial Corp.
4.50%, 3/1/26 | | | 18,000 | | | | 20,416 | |
3.45%, 8/15/27 | | | 57,000 | | | | 62,481 | |
| | |
Coca-Cola Co. (The)
1.45%, 6/1/27 | | | 67,000 | | | | 67,675 | |
2.75%, 6/1/60 | | | 50,000 | | | | 49,096 | |
| | |
Comcast Corp.
3.38%, 2/15/25 | | | 19,000 | | | | 20,636 | |
3.38%, 8/15/25 | | | 10,000 | | | | 10,920 | |
3.15%, 2/15/28 | | | 4,000 | | | | 4,389 | |
4.15%, 10/15/28 | | | 28,000 | | | | 32,441 | |
4.25%, 10/15/30 | | | 78,000 | | | | 91,804 | |
1.50%, 2/15/31 | | | 284,000 | | | | 269,309 | |
4.25%, 1/15/33 | | | 191,000 | | | | 227,598 | |
4.60%, 10/15/38 | | | 60,000 | | | | 74,446 | |
4.65%, 7/15/42 | | | 6,000 | | | | 7,589 | |
4.00%, 8/15/47 | | | 104,000 | | | | 121,204 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
3.97%, 11/1/47 | | $ | 214,000 | | | $ | 249,851 | |
3.45%, 2/1/50 | | | 37,000 | | | | 40,144 | |
4.95%, 10/15/58 | | | 40,000 | | | | 55,482 | |
| | |
Commonwealth Edison Co.
3.65%, 6/15/46 | | | 141,000 | | | | 160,179 | |
| | |
Conagra Brands, Inc.
4.30%, 5/1/24 | | | 61,000 | | | | 66,948 | |
7.00%, 10/1/28 | | | 33,000 | | | | 43,933 | |
5.40%, 11/1/48 | | | 42,000 | | | | 56,289 | |
| | |
Connecticut Light & Power Co. (The)
4.30%, 4/15/44 | | | 30,000 | | | | 37,378 | |
| | |
ConocoPhillips Co.
6.95%, 4/15/29 | | | 110,000 | | | | 149,732 | |
5.90%, 5/15/38 | | | 129,000 | | | | 180,597 | |
| | |
Consolidated Edison Co. of New York, Inc. | | | | | | | | |
6.75%, 4/1/38, Series 08-B | | | 98,000 | | | | 144,526 | |
4.20%, 3/15/42, Series 12-A | | | 40,000 | | | | 46,557 | |
3.95%, 3/1/43 | | | 37,000 | | | | 41,655 | |
4.50%, 12/1/45 | | | 34,000 | | | | 41,188 | |
3.85%, 6/15/46 | | | 25,000 | | | | 27,783 | |
4.50%, 5/15/58 | | | 5,000 | | | | 6,085 | |
3.70%, 11/15/59 | | | 38,000 | | | | 40,591 | |
| | |
Constellation Brands, Inc. | | | | | | | | |
4.25%, 5/1/23 | | | 49,000 | | | | 52,284 | |
3.75%, 5/1/50 | | | 38,000 | | | | 42,064 | |
| | |
Corning, Inc.
5.45%, 11/15/79 | | | 10,000 | | | | 14,001 | |
| | |
CSX Corp. | | | | | | | | |
3.80%, 3/1/28 | | | 201,000 | | | | 226,871 | |
6.00%, 10/1/36 | | | 7,000 | | | | 9,736 | |
6.15%, 5/1/37 | | | 32,000 | | | | 45,190 | |
3.80%, 11/1/46 | | | 41,000 | | | | 46,455 | |
4.25%, 11/1/66 | | | 30,000 | | | | 37,153 | |
| | |
CVS Health Corp. | | | | | | | | |
2.70%, 8/21/40 | | | 290,000 | | | | 281,575 | |
5.05%, 3/25/48 | | | 90,000 | | | | 117,133 | |
| | |
Discover Financial Services | | | | | | | | |
3.85%, 11/21/22 | | | 32,000 | | | | 33,532 | |
3.95%, 11/6/24 | | | 132,000 | | | | 144,172 | |
| | |
Dollar General Corp.
3.88%, 4/15/27 | | | 9,000 | | | | 10,132 | |
| | |
Dominion Energy South Carolina, Inc.
5.10%, 6/1/65 | | | 68,000 | | | | 98,755 | |
| | |
Dominion Energy, Inc.
4.90%, 8/1/41, Series C | | | 18,000 | | | | 22,809 | |
| | |
DTE Energy Co. | | | | | | | | |
2.53%, 10/1/24, Series C | | | 114,000 | | | | 119,854 | |
2.85%, 10/1/26 | | | 57,000 | | | | 60,800 | |
| | |
Duke Energy Carolinas LLC | | | | | | | | |
3.95%, 11/15/28 | | | 35,000 | | | | 40,182 | |
6.05%, 4/15/38 | | | 84,000 | | | | 119,589 | |
3.95%, 3/15/48 | | | 40,000 | | | | 47,012 | |
| | |
Duke Energy Florida LLC
4.20%, 7/15/48 | | | 13,000 | | | | 15,971 | |
| | |
Duke Energy Florida Project Finance LLC
2.54%, 9/1/31, Series 2026 | | | 50,000 | | | | 52,852 | |
| | |
Duke Energy Ohio, Inc.
3.70%, 6/15/46 | | | 36,000 | | | | 40,399 | |
| | |
Duke Energy Progress LLC | | | | | | | | |
3.45%, 3/15/29 | | | 63,000 | | | | 69,902 | |
3.70%, 10/15/46 | | | 37,000 | | | | 41,976 | |
| | |
E*TRADE Financial Corp.
3.80%, 8/24/27 | | | 100,000 | | | | 110,873 | |
| | |
Eastern Gas Transmission & Storage, Inc.
4.80%, 11/1/43 | | | 10,000 | | | | 11,834 | |
| | |
Eastman Chemical Co. | | | | | | | | |
3.60%, 8/15/22 | | | 10,000 | | | | 10,278 | |
4.80%, 9/1/42 | | | 69,000 | | | | 84,813 | |
4.65%, 10/15/44 | | | 20,000 | | | | 24,338 | |
| | |
Eaton Corp.
4.15%, 11/2/42 | | | 56,000 | | | | 67,033 | |
| | |
eBay, Inc.
4.00%, 7/15/42 | | | 82,000 | | | | 92,045 | |
| | |
Eli Lilly & Co. | | | | | | | | |
3.95%, 3/15/49 | | | 40,000 | | | | 48,628 | |
2.25%, 5/15/50 | | | 58,000 | | | | 52,650 | |
| | |
Enterprise Products Operating LLC | | | | | | | | |
2.80%, 1/31/30 | | | 252,000 | | | | 266,346 | |
5.95%, 2/1/41 | | | 210,000 | | | | 289,535 | |
3.70%, 1/31/51 | | | 63,000 | | | | 67,854 | |
3.95%, 1/31/60 | | | 19,000 | | | | 21,159 | |
| | |
EOG Resources, Inc.
3.90%, 4/1/35 | | | 18,000 | | | | 20,845 | |
| | |
Equitable Holdings, Inc.
4.35%, 4/20/28 | | | 160,000 | | | | 183,754 | |
| | |
Essential Utilities, Inc.
4.28%, 5/1/49 | | | 32,000 | | | | 38,234 | |
| | |
Essex Portfolio L.P. | | | | | | | | |
3.50%, 4/1/25 | | | 65,000 | | | | 70,434 | |
3.00%, 1/15/30 | | | 82,000 | | | | 86,415 | |
2.65%, 3/15/32 | | | 25,000 | | | | 25,409 | |
| | |
Evergy, Inc. | | | | | | | | |
2.45%, 9/15/24 | | | 106,000 | | | | 111,030 | |
2.90%, 9/15/29 | | | 30,000 | | | | 31,780 | |
| | |
Exelon Corp. | | | | | | | | |
3.40%, 4/15/26 | | | 71,000 | | | | 77,364 | |
5.10%, 6/15/45 | | | 114,000 | | | | 149,636 | |
4.45%, 4/15/46 | | | 40,000 | | | | 48,581 | |
| | |
Exxon Mobil Corp. | | | | | | | | |
2.02%, 8/16/24 | | | 11,000 | | | | 11,452 | |
2.71%, 3/6/25 | | | 77,000 | | | | 81,960 | |
3.48%, 3/19/30 | | | 232,000 | | | | 260,745 | |
4.33%, 3/19/50 | | | 67,000 | | | | 83,256 | |
Fidelity National Financial, Inc.
4.50%, 8/15/28 | | | 75,000 | | | | 86,500 | |
| | |
Fifth Third Bancorp | | | | | | | | |
2.60%, 6/15/22 | | | 15,000 | | | | 15,305 | |
3.95%, 3/14/28 | | | 27,000 | | | | 31,120 | |
8.25%, 3/1/38 | | | 25,000 | | | | 41,780 | |
| | |
Fiserv, Inc. | | | | | | | | |
3.80%, 10/1/23 | | | 33,000 | | | | 35,325 | |
2.75%, 7/1/24 | | | 51,000 | | | | 53,803 | |
4.40%, 7/1/49 | | | 40,000 | | | | 48,290 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Florida Power & Light Co.
4.13%, 6/1/48 | | $ | 79,000 | | | $ | 98,450 | |
| | |
Fox Corp.
3.50%, 4/8/30(a) | | | 151,000 | | | | 166,579 | |
| | |
General Dynamics Corp.
4.25%, 4/1/40 | | | 95,000 | | | | 116,382 | |
| | |
General Mills, Inc. | | | | | | | | |
4.00%, 4/17/25 | | | 35,000 | | | | 38,786 | |
4.20%, 4/17/28 | | | 18,000 | | | | 20,777 | |
3.00%, 2/1/51(a)(b) | | | 105,000 | | | | 105,993 | |
| | |
Gilead Sciences, Inc. | | | | | | | | |
3.70%, 4/1/24 | | | 10,000 | | | | 10,749 | |
4.60%, 9/1/35 | | | 60,000 | | | | 73,502 | |
4.80%, 4/1/44 | | | 16,000 | | | | 20,287 | |
4.50%, 2/1/45 | | | 52,000 | | | | 63,596 | |
4.15%, 3/1/47 | | | 148,000 | | | | 174,455 | |
| | |
Global Payments, Inc.
2.90%, 5/15/30 | | | 85,000 | | | | 88,583 | |
| | |
Globe Life, Inc.
4.55%, 9/15/28 | | | 100,000 | | | | 117,131 | |
| | |
Hartford Financial Services Group, Inc. (The)
6.10%, 10/1/41 | | | 7,000 | | | | 9,994 | |
| | |
Hasbro, Inc.
3.50%, 9/15/27 | | | 55,000 | | | | 60,120 | |
| | |
HCA, Inc.
4.50%, 2/15/27 | | | 200,000 | | | | 226,310 | |
4.13%, 6/15/29 | | | 136,000 | | | | 153,416 | |
| | |
Healthpeak Properties, Inc.
3.50%, 7/15/29 | | | 45,000 | | | | 49,834 | |
3.00%, 1/15/30 | | | 47,000 | | | | 49,953 | |
| | |
HollyFrontier Corp.
4.50%, 10/1/30 | | | 30,000 | | | | 32,248 | |
| | |
Home Depot, Inc. (The)
2.13%, 9/15/26 | | | 23,000 | | | | 24,213 | |
2.95%, 6/15/29 | | | 37,000 | | | | 40,476 | |
4.88%, 2/15/44 | | | 34,000 | | | | 45,367 | |
4.40%, 3/15/45 | | | 163,000 | | | | 207,277 | |
4.50%, 12/6/48 | | | 9,000 | | | | 11,718 | |
| | |
Honeywell International, Inc.
5.70%, 3/15/37 | | | 4,000 | | | | 5,563 | |
2.80%, 6/1/50(a) | | | 88,000 | | | | 90,884 | |
| | |
HP, Inc.
6.00%, 9/15/41 | | | 83,000 | | | | 109,309 | |
| | |
Humana, Inc.
3.13%, 8/15/29 | | | 172,000 | | | | 185,335 | |
| | |
Hyatt Hotels Corp.
3.38%, 7/15/23 | | | 2,000 | | | | 2,084 | |
| | |
Illinois Tool Works, Inc.
3.90%, 9/1/42 | | | 30,000 | | | | 35,890 | |
| | |
Indiana Michigan Power Co.
4.55%, 3/15/46, Series K | | | 26,000 | | | | 32,580 | |
| | |
Intel Corp.
3.10%, 7/29/22 | | | 10,000 | | | | 10,316 | |
2.88%, 5/11/24 | | | 3,000 | | | | 3,191 | |
3.25%, 11/15/49 | | | 165,000 | | | | 176,144 | |
4.95%, 3/25/60 | | | 40,000 | | | | 56,684 | |
| | |
Intercontinental Exchange, Inc.
3.00%, 6/15/50 | | | 56,000 | | | | 55,354 | |
3.00%, 9/15/60 | | | 160,000 | | | | 154,683 | |
| | |
International Business Machines Corp.
4.15%, 5/15/39 | | | 100,000 | | | | 118,935 | |
4.00%, 6/20/42 | | | 24,000 | | | | 28,200 | |
| | |
International Flavors & Fragrances, Inc.
5.00%, 9/26/48 | | | 10,000 | | | | 12,965 | |
| | |
International Paper Co.
3.80%, 1/15/26 | | | 14,000 | | | | 15,568 | |
4.80%, 6/15/44 | | | 4,000 | | | | 5,108 | |
5.15%, 5/15/46 | | | 11,000 | | | | 14,747 | |
4.35%, 8/15/48(a) | | | 9,000 | | | | 11,217 | |
| | |
Interpublic Group of Cos., Inc. (The)
4.65%, 10/1/28(a) | | | 22,000 | | | | 25,840 | |
| | |
Johnson & Johnson
2.90%, 1/15/28 | | | 30,000 | | | | 32,839 | |
4.38%, 12/5/33 | | | 26,000 | | | | 32,589 | |
3.40%, 1/15/38 | | | 32,000 | | | | 36,344 | |
3.70%, 3/1/46 | | | 26,000 | | | | 30,923 | |
3.50%, 1/15/48 | | | 88,000 | | | | 102,342 | |
| | |
JPMorgan Chase & Co.
| | | | | | | | |
4.49%, 3/24/31, (4.493% fixed rate until 3/24/30; Secured Overnight Financing Rate + 3.79% thereafter)(c) | | | 80,000 | | | | 94,861 | |
6.40%, 5/15/38 | | | 111,000 | | | | 163,531 | |
3.11%, 4/22/41, (3.109% fixed rate until 4/22/40; Secured Overnight Financing Rate + 2.46% thereafter)(c) | | | 115,000 | | | | 119,456 | |
2.53%, 11/19/41, (2.525% fixed rate until 11/19/40; Secured Overnight Financing Rate + 1.51% thereafter)(c) | | | 60,000 | | | | 57,204 | |
5.63%, 8/16/43 | | | 16,000 | | | | 22,633 | |
4.85%, 2/1/44 | | | 23,000 | | | | 30,214 | |
4.95%, 6/1/45 | | | 187,000 | | | | 247,872 | |
3.96%, 11/15/48, (3.964% fixed rate until 11/15/47; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(c) | | | 206,000 | | | | 242,097 | |
3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44% thereafter)(c) | | | 177,000 | | | | 183,657 | |
| | |
Kansas City Southern
4.20%, 11/15/69 | | | 100,000 | | | | 115,844 | |
| | |
Kimberly-Clark Corp.
3.10%, 3/26/30 | | | 7,000 | | | | 7,731 | |
5.30%, 3/1/41 | | | 22,000 | | | | 30,206 | |
| | |
KLA Corp.
3.30%, 3/1/50 | | | 22,000 | | | | 23,425 | |
| | |
Kroger Co. (The)
4.00%, 2/1/24 | | | 50,000 | | | | 53,847 | |
2.65%, 10/15/26 | | | 44,000 | | | | 46,724 | |
3.70%, 8/1/27 | | | 17,000 | | | | 18,942 | |
5.15%, 8/1/43 | | | 2,000 | | | | 2,594 | |
4.45%, 2/1/47 | | | 32,000 | | | | 38,298 | |
| | |
Laboratory Corp. of America Holdings
4.70%, 2/1/45 | | | 15,000 | | | | 18,050 | |
| | |
Lam Research Corp.
3.80%, 3/15/25 | | | 4,000 | | | | 4,403 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Las Vegas Sands Corp.
2.90%, 6/25/25 | | $ | 157,000 | | | $ | 163,760 | |
| | |
Lincoln National Corp.
3.80%, 3/1/28 | | | 25,000 | | | | 28,034 | |
| | |
Lockheed Martin Corp.
4.50%, 5/15/36 | | | 31,000 | | | | 39,019 | |
4.70%, 5/15/46 | | | 90,000 | | | | 119,222 | |
4.09%, 9/15/52 | | | 70,000 | | | | 87,634 | |
| | |
Lowe’s Cos., Inc.
4.05%, 5/3/47 | | | 116,000 | | | | 133,803 | |
| | |
LYB International Finance III LLC
4.20%, 10/15/49 | | | 100,000 | | | | 114,634 | |
4.20%, 5/1/50 | | | 30,000 | | | | 34,499 | |
| | |
Magellan Midstream Partners L.P.
5.15%, 10/15/43 | | | 9,000 | | | | 11,194 | |
4.20%, 10/3/47 | | | 70,000 | | | | 78,304 | |
| | |
Markel Corp.
5.00%, 4/5/46 | | | 28,000 | | | | 36,016 | |
| | |
Marsh & McLennan Cos., Inc.
3.88%, 3/15/24 | | | 64,000 | | | | 69,446 | |
2.25%, 11/15/30 | | | 190,000 | | | | 192,719 | |
| | |
McDonald’s Corp.
3.50%, 3/1/27 | | | 27,000 | | | | 29,858 | |
3.80%, 4/1/28 | | | 29,000 | | | | 32,867 | |
6.30%, 3/1/38 | | | 32,000 | | | | 46,151 | |
3.63%, 9/1/49 | | | 14,000 | | | | 15,524 | |
| | |
McKesson Corp.
3.80%, 3/15/24 | | | 69,000 | | | | 74,258 | |
| | |
Merck & Co., Inc.
3.60%, 9/15/42 | | | 16,000 | | | | 18,392 | |
3.70%, 2/10/45 | | | 126,000 | | | | 145,894 | |
4.00%, 3/7/49 | | | 23,000 | | | | 28,181 | |
| | |
MetLife, Inc.
4.60%, 5/13/46 | | | 96,000 | | | | 124,153 | |
| | |
Micron Technology, Inc.
5.33%, 2/6/29 | | | 128,000 | | | | 154,888 | |
| | |
Microsoft Corp.
2.88%, 2/6/24 | | | 37,000 | | | | 39,162 | |
2.40%, 8/8/26 | | | 35,000 | | | | 37,315 | |
2.53%, 6/1/50 | | | 58,000 | | | | 57,044 | |
2.92%, 3/17/52 | | | 82,000 | | | | 87,093 | |
2.68%, 6/1/60 | | | 106,000 | | | | 105,565 | |
| | |
MidAmerican Energy Co.
3.65%, 8/1/48 | | | 40,000 | | | | 45,732 | |
| | |
Molson Coors Beverage Co.
3.00%, 7/15/26 | | | 159,000 | | | | 170,570 | |
| | |
Moody’s Corp.
2.63%, 1/15/23 | | | 54,000 | | | | 55,758 | |
2.55%, 8/18/60 | | | 70,000 | | | | 62,376 | |
| | |
Morgan Stanley
4.10%, 5/22/23 | | | 34,000 | | | | 36,208 | |
3.88%, 4/29/24, Series F | | | 33,000 | | | | 35,895 | |
3.95%, 4/23/27 | | | 244,000 | | | | 272,777 | |
4.43%, 1/23/30, (4.431% fixed rate until 1/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.628% thereafter)(c) | | | 123,000 | | | | 144,323 | |
7.25%, 4/1/32 | | | 234,000 | | | | 340,791 | |
6.38%, 7/24/42 | | | 126,000 | | | | 193,510 | |
4.30%, 1/27/45 | | | 66,000 | | | | 81,924 | |
5.60%, 3/24/51, (5.597% fixed rate until 3/24/50; Secured Overnight Financing Rate + 4.84% thereafter)(c) | | | 58,000 | | | | 86,613 | |
| | |
Motorola Solutions, Inc.
4.60%, 5/23/29 | | | 100,000 | | | | 116,677 | |
| | |
National Fuel Gas Co.
3.75%, 3/1/23 | | | 30,000 | | | | 31,325 | |
| | |
NBCUniversal Media LLC
5.95%, 4/1/41 | | | 24,000 | | | | 34,716 | |
| | |
Newmont Corp.
6.25%, 10/1/39 | | | 28,000 | | | | 40,507 | |
| | |
NextEra Energy Capital Holdings, Inc.
2.25%, 6/1/30 | | | 55,000 | | | | 55,527 | |
| | |
NIKE, Inc.
3.38%, 11/1/46 | | | 39,000 | | | | 43,698 | |
| | |
Norfolk Southern Corp.
3.95%, 10/1/42 | | | 64,000 | | | | 73,738 | |
4.15%, 2/28/48 | | | 31,000 | | | | 36,615 | |
3.16%, 5/15/55 | | | 53,000 | | | | 53,679 | |
5.10%, 8/1/2118 | | | 12,000 | | | | 15,631 | |
| | |
Northrop Grumman Corp.
4.03%, 10/15/47 | | | 180,000 | | | | 214,223 | |
5.25%, 5/1/50 | | | 47,000 | | | | 66,190 | |
| | |
NSTAR Electric Co.
3.20%, 5/15/27 | | | 71,000 | | | | 77,694 | |
| | |
Nucor Corp.
4.00%, 8/1/23 | | | 125,000 | | | | 133,155 | |
| | |
NVIDIA Corp.
3.20%, 9/16/26 | | | 45,000 | | | | 49,553 | |
3.50%, 4/1/40 | | | 70,000 | | | | 79,496 | |
| | |
NVR, Inc.
3.95%, 9/15/22 | | | 18,000 | | | | 18,596 | |
| | |
O’Reilly Automotive, Inc.
3.60%, 9/1/27 | | | 56,000 | | | | 62,856 | |
| | |
ONE Gas, Inc.
4.66%, 2/1/44 | | | 4,000 | | | | 4,902 | |
| | |
Oracle Corp.
4.30%, 7/8/34 | | | 3,000 | | | | 3,486 | |
3.85%, 7/15/36 | | | 20,000 | | | | 22,113 | |
5.38%, 7/15/40 | | | 509,000 | | | | 660,051 | |
3.85%, 4/1/60 | | | 80,000 | | | | 84,938 | |
| | |
Owens Corning
3.40%, 8/15/26 | | | 79,000 | | | | 85,730 | |
4.30%, 7/15/47 | | | 7,000 | | | | 8,148 | |
| | |
PacifiCorp
6.00%, 1/15/39 | | | 99,000 | | | | 140,225 | |
| | |
Parker-Hannifin Corp.
3.25%, 3/1/27 | | | 67,000 | | | | 73,311 | |
4.45%, 11/21/44 | | | 11,000 | | | | 13,639 | |
| | |
PayPal Holdings, Inc.
2.65%, 10/1/26 | | | 136,000 | | | | 145,973 | |
| | |
PepsiCo, Inc.
2.63%, 7/29/29 | | | 10,000 | | | | 10,713 | |
4.45%, 4/14/46 | | | 52,000 | | | | 66,824 | |
3.45%, 10/6/46 | | | 94,000 | | | | 105,800 | |
3.63%, 3/19/50 | | | 60,000 | | | | 70,259 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Pfizer, Inc.
4.10%, 9/15/38 | | $ | 80,000 | | | $ | 97,378 | |
2.70%, 5/28/50 | | | 55,000 | | | | 54,899 | |
| | |
Philip Morris International, Inc.
2.88%, 5/1/24 | | | 5,000 | | | | 5,319 | |
2.75%, 2/25/26 | | | 40,000 | | | | 42,747 | |
3.13%, 8/17/27 | | | 20,000 | | | | 21,867 | |
3.13%, 3/2/28 | | | 100,000 | | | | 109,039 | |
4.38%, 11/15/41 | | | 50,000 | | | | 59,084 | |
4.50%, 3/20/42 | | | 40,000 | | | | 47,585 | |
| | |
Phillips 66
3.70%, 4/6/23 | | | 258,000 | | | | 272,528 | |
2.15%, 12/15/30 | | | 170,000 | | | | 167,401 | |
5.88%, 5/1/42 | | | 30,000 | | | | 41,010 | |
| | |
Phillips 66 Partners L.P.
3.55%, 10/1/26 | | | 167,000 | | | | 181,785 | |
| | |
Pioneer Natural Resources Co.
4.45%, 1/15/26 | | | 39,000 | | | | 44,010 | |
| | |
Precision Castparts Corp.
3.90%, 1/15/43 | | | 45,000 | | | | 51,145 | |
| | |
Progress Energy, Inc.
7.75%, 3/1/31 | | | 70,000 | | | | 99,858 | |
6.00%, 12/1/39 | | | 62,000 | | | | 85,651 | |
| | |
Prologis L.P.
1.63%, 3/15/31 | | | 126,000 | | | | 121,479 | |
| | |
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 | | | | 166,305 | |
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)(c) | | | 99,000 | | | | 107,620 | |
3.91%, 12/7/47 | | | 22,000 | | | | 25,592 | |
3.94%, 12/7/49 | | | 26,000 | | | | 30,540 | |
| | |
Public Service Electric & Gas Co.
3.60%, 12/1/47 | | | 62,000 | | | | 70,736 | |
| | |
Quest Diagnostics, Inc.
2.95%, 6/30/30 | | | 39,000 | | | | 41,393 | |
| | |
Raytheon Technologies Corp.
6.05%, 6/1/36 | | | 101,000 | | | | 141,344 | |
4.15%, 5/15/45 | | | 51,000 | | | | 60,613 | |
4.63%, 11/16/48 | | | 105,000 | | | | 135,106 | |
| | |
Regency Centers L.P.
2.95%, 9/15/29 | | | 115,000 | | | | 121,254 | |
4.40%, 2/1/47 | | | 70,000 | | | | 81,490 | |
| | |
Reliance Steel & Aluminum Co.
4.50%, 4/15/23 | | | 31,000 | | | | 32,849 | |
| | |
Republic Services, Inc.
3.20%, 3/15/25 | | | 3,000 | | | | 3,229 | |
2.90%, 7/1/26 | | | 100,000 | | | | 107,316 | |
| | |
Roper Technologies, Inc.
4.20%, 9/15/28 | | | 78,000 | | | | 89,803 | |
| | |
S&P Global, Inc.
2.30%, 8/15/60 | | | 40,000 | | | | 34,436 | |
| | |
Sempra Energy
6.00%, 10/15/39 | | | 159,000 | | | | 221,450 | |
| | |
Sherwin-Williams Co. (The)
3.45%, 8/1/25 | | | 37,000 | | | | 40,285 | |
4.50%, 6/1/47 | | | 32,000 | | | | 40,117 | |
3.80%, 8/15/49 | | | 28,000 | | | | 32,237 | |
| | |
Southern Co. (The)
4.25%, 7/1/36 | | | 7,000 | | | | 8,131 | |
4.40%, 7/1/46 | | | 222,000 | | | | 260,797 | |
| | |
Southern Power Co.
4.15%, 12/1/25 | | | 7,000 | | | | 7,843 | |
4.95%, 12/15/46, Series F | | | 100,000 | | | | 120,226 | |
| | |
Southwest Airlines Co.
5.25%, 5/4/25 | | | 97,000 | | | | 110,843 | |
| | |
Stanley Black & Decker, Inc.
4.25%, 11/15/28 | | | 57,000 | | | | 66,700 | |
| | |
Starbucks Corp.
4.00%, 11/15/28 | | | 50,000 | | | | 57,589 | |
| | |
State Street Corp.
3.10%, 5/15/23 | | | 21,000 | | | | 22,067 | |
2.65%, 5/19/26 | | | 50,000 | | | | 53,590 | |
| | |
Steel Dynamics, Inc.
5.00%, 12/15/26 | | | 148,000 | | | | 154,993 | |
| | |
Stryker Corp.
4.63%, 3/15/46 | | | 52,000 | | | | 66,833 | |
| | |
Synchrony Financial
2.85%, 7/25/22 | | | 12,000 | | | | 12,284 | |
4.38%, 3/19/24 | | | 33,000 | | | | 35,961 | |
4.25%, 8/15/24 | | | 161,000 | | | | 176,053 | |
3.95%, 12/1/27 | | | 40,000 | | | | 44,546 | |
| | |
Sysco Corp.
3.25%, 7/15/27 | | | 36,000 | | | | 39,072 | |
5.95%, 4/1/30 | | | 66,000 | | | | 84,888 | |
6.60%, 4/1/50 | | | 123,000 | | | | 191,411 | |
| | |
Target Corp.
2.50%, 4/15/26(a) | | | 37,000 | | | | 39,819 | |
3.38%, 4/15/29 | | | 56,000 | | | | 62,960 | |
| | |
Textron, Inc.
4.30%, 3/1/24 | | | 43,000 | | | | 46,601 | |
| | |
Travelers Cos., Inc. (The)
6.75%, 6/20/36 | | | 79,000 | | | | 119,488 | |
| | |
TWDC Enterprises 18 Corp.
3.00%, 2/13/26 | | | 55,000 | | | | 59,757 | |
7.00%, 3/1/32, Series B | | | 35,000 | | | | 50,312 | |
| | |
Tyson Foods, Inc.
4.50%, 6/15/22 | | | 144,000 | | | | 148,198 | |
3.95%, 8/15/24 | | | 18,000 | | | | 19,593 | |
4.88%, 8/15/34 | | | 62,000 | | | | 77,373 | |
| | |
U.S. Bancorp
3.00%, 7/30/29 | | | 126,000 | | | | 136,471 | |
| | |
Union Pacific Corp.
3.75%, 3/15/24 | | | 10,000 | | | | 10,755 | |
4.00%, 4/15/47 | | | 81,000 | | | | 94,098 | |
3.84%, 3/20/60 | | | 150,000 | | | | 170,491 | |
2.97%, 9/16/62 | | | 63,000 | | | | 60,651 | |
| | |
United Parcel Service, Inc.
6.20%, 1/15/38 | | | 6,000 | | | | 8,877 | |
5.30%, 4/1/50 | | | 83,000 | | | | 121,639 | |
| | |
UnitedHealth Group, Inc.
2.75%, 2/15/23 | | | 26,000 | | | | 26,863 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(c) | | $ | 241,000 | | | $ | 247,314 | |
5.38%, 11/2/43 | | | 64,000 | | | | 85,814 | |
5.61%, 1/15/44 | | | 107,000 | | | | 146,664 | |
4.75%, 12/7/46 | | | 107,000 | | | | 135,506 | |
5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; Secured Overnight Financing Rate + 4.502% thereafter)(c) | | | 107,000 | | | | 146,702 | |
| | |
Western Union Co. (The)
2.85%, 1/10/25 | | | 105,000 | | | | 111,214 | |
| | |
WestRock RKT LLC
4.00%, 3/1/23 | | | 35,000 | | | | 36,703 | |
| | |
Weyerhaeuser Co.
7.38%, 3/15/32 | | | 107,000 | | | | 154,388 | |
| | |
Wisconsin Power and Light Co.
3.00%, 7/1/29 | | | 62,000 | | | | 67,080 | |
| | |
WRKCo, Inc.
3.38%, 9/15/27 | | | 42,000 | | | | 45,866 | |
4.90%, 3/15/29 | | | 37,000 | | | | 44,406 | |
| | |
WW Grainger, Inc.
4.60%, 6/15/45 | | | 110,000 | | | | 142,501 | |
| | |
Wyeth LLC
6.50%, 2/1/34 | | | 187,000 | | | | 272,739 | |
| | |
Xcel Energy, Inc.
3.30%, 6/1/25 | | | 117,000 | | | | 126,151 | |
| | |
Xylem, Inc.
4.38%, 11/1/46 | | | 36,000 | | | | 42,990 | |
| | |
Zoetis, Inc.
3.00%, 9/12/27 | | | 38,000 | | | | 41,075 | |
3.90%, 8/20/28 | | | 45,000 | | | | 51,292 | |
4.45%, 8/20/48 | | | 42,000 | | | | 53,623 | |
TOTAL U.S. CORPORATE BONDS
(Cost: $46,571,449) | | | | 46,964,220 | |
|
| FOREIGN CORPORATE BONDS – 2.8% | |
|
| Canada – 0.2% | |
| | |
Barrick North America Finance LLC
5.75%, 5/1/43 | | | 63,000 | | | | 88,830 | |
|
| Germany – 0.4% | |
| | |
Deutsche Bank AG
| | | | | | | | |
3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(c) | | | 215,000 | | | | 232,774 | |
|
| Switzerland – 0.1% | |
| | |
Novartis Capital Corp.
3.00%, 11/20/25 | | | 33,000 | | | | 35,825 | |
|
| United Kingdom – 2.1% | |
| | |
BAT Capital Corp.
4.70%, 4/2/27 | | | 250,000 | | | | 282,515 | |
4.54%, 8/15/47 | | | 22,000 | | | | 23,226 | |
4.76%, 9/6/49 | | | 54,000 | | | | 58,534 | |
| | |
Diageo Investment Corp.
4.25%, 5/11/42 | | | 25,000 | | | | 30,730 | |
| | |
GlaxoSmithKline Capital, Inc.
2.80%, 3/18/23 | | | 10,000 | | | | 10,418 | |
3.88%, 5/15/28 | | | 12,000 | | | | 13,767 | |
6.38%, 5/15/38 | | | 90,000 | | | | 134,898 | |
2.88%, 3/15/23 | | | 39,000 | | | | 40,690 | |
3.75%, 7/15/25 | | | 49,000 | | | | 54,403 | |
3.38%, 4/15/27 | | | 70,000 | | | | 77,809 | |
4.63%, 7/15/35 | | | 27,000 | | | | 34,210 | |
3.50%, 8/15/39 | | | 43,000 | | | | 48,056 | |
4.25%, 4/15/47 | | | 31,000 | | | | 38,150 | |
4.25%, 6/15/48 | | | 108,000 | | | | 134,001 | |
| | |
Valero Energy Corp.
3.40%, 9/15/26 | | | 264,000 | | | | 286,092 | |
7.50%, 4/15/32 | | | 70,000 | | | | 98,587 | |
| | |
Ventas Realty L.P.
3.00%, 1/15/30 | | | 114,000 | | | | 119,448 | |
| | |
Verizon Communications, Inc.
4.33%, 9/21/28 | | | 122,000 | | | | 141,897 | |
4.02%, 12/3/29 | | | 127,000 | | | | 145,736 | |
4.50%, 8/10/33 | | | 317,000 | | | | 379,855 | |
4.40%, 11/1/34 | | | 49,000 | | | | 58,477 | |
4.81%, 3/15/39 | | | 156,000 | | | | 198,056 | |
3.85%, 11/1/42 | | | 9,000 | | | | 10,223 | |
4.52%, 9/15/48 | | | 200,000 | | | | 247,112 | |
5.01%, 4/15/49 | | | 2,000 | | | | 2,651 | |
4.00%, 3/22/50 | | | 218,000 | | | | 251,317 | |
2.99%, 10/30/56 | | | 20,000 | | | | 18,815 | |
| | |
ViacomCBS, Inc.
3.70%, 8/15/24 | | | 151,000 | | | | 163,121 | |
4.00%, 1/15/26 | | | 28,000 | | | | 31,154 | |
2.90%, 1/15/27 | | | 46,000 | | | | 48,927 | |
3.38%, 2/15/28 | | | 23,000 | | | | 25,184 | |
7.88%, 7/30/30 | | | 118,000 | | | | 168,576 | |
6.88%, 4/30/36 | | | 173,000 | | | | 248,630 | |
4.60%, 1/15/45 | | | 11,000 | | | | 13,101 | |
| | |
Virginia Electric & Power Co.
3.80%, 4/1/28, Series A | | | 50,000 | | | | 56,582 | |
8.88%, 11/15/38 | | | 118,000 | | | | 209,882 | |
| | |
Visa, Inc.
2.70%, 4/15/40 | | | 70,000 | | | | 72,531 | |
2.00%, 8/15/50 | | | 75,000 | | | | 66,406 | |
| | |
Walmart, Inc.
3.95%, 6/28/38 | | | 120,000 | | | | 144,383 | |
4.05%, 6/29/48 | | | 6,000 | | | | 7,558 | |
| | |
Walt Disney Co. (The)
2.00%, 9/1/29 | | | 6,000 | | | | 6,064 | |
3.50%, 5/13/40 | | | 105,000 | | | | 117,093 | |
5.40%, 10/1/43 | | | 227,000 | | | | 317,446 | |
2.75%, 9/1/49 | | | 50,000 | | | | 49,385 | |
3.60%, 1/13/51 | | | 54,000 | | | | 61,321 | |
| | |
Waste Management, Inc.
2.90%, 9/15/22 | | | 33,000 | | | | 33,798 | |
| | |
Wells Fargo & Co.
4.13%, 8/15/23 | | | 255,000 | | | | 274,161 | |
1.65%, 6/2/24, (1.654% fixed rate until 6/2/23; Secured Overnight Financing Rate + 1.60% thereafter)(c) | | | 367,000 | | | | 374,993 | |
3.00%, 2/19/25 | | | 39,000 | | | | 41,811 | |
3.55%, 9/29/25 | | | 84,000 | | | | 92,417 | |
4.30%, 7/22/27 | | | 45,000 | | | | 51,335 | |
2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(c) | | | 176,000 | | | | 182,589 | |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree U.S. Corporate Bond Fund (WFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
RELX Capital, Inc.
4.00%, 3/18/29 | | $ | 17,000 | | | $ | 19,338 | |
| | |
Reynolds American, Inc.
4.45%, 6/12/25 | | | 90,000 | | | | 99,818 | |
5.70%, 8/15/35 | | | 169,000 | | | | 204,274 | |
5.85%, 8/15/45 | | | 119,000 | | | | 146,081 | |
| | | | | | | | |
| Total United Kingdom | | | | 1,023,599 | |
TOTAL FOREIGN CORPORATE BONDS
(Cost: $1,363,792) | | | | 1,381,028 | |
| | |
| | | Shares | | | | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.1% | |
|
| United States – 1.1% | |
| | |
State Street Navigator Securities Lending
Government Money Market Portfolio, 0.02%(d) | | | | | | | | |
| (Cost: $529,568) | | | 529,568 | | | | 529,568 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 99.7% (Cost: $48,464,809) | | | | 48,874,816 | |
| |
Other Assets less Liabilities – 0.3% | | | | 153,264 | |
| | | | | |
| NET ASSETS – 100.0% | | | $ | 49,028,080 | |
| (a) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $610,111. The Fund also had securities on loan having a total market value of $4,985 that were sold and pending settlement. The total market value of the collateral held by the Fund was $631,566. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $101,998. |
| (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 June 30, 2021 on securities with variable or step rates. |
| (d) | Rate shown represents annualized 7-day yield as of June 30, 2021. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | — | | | $ | 46,964,220 | | | $ | — | | | $ | 46,964,220 | |
Foreign Corporate Bonds | | | — | | | | 1,381,028 | | | | — | | | | 1,381,028 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 529,568 | | | | — | | | | 529,568 | |
Total Investments in Securities | | $ | — | | | $ | 48,874,816 | | | $ | — | | | $ | 48,874,816 | |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
|
| U.S. CORPORATE BONDS – 96.5% | |
|
| United States – 96.5% | |
| | |
ACCO Brands Corp.
4.25%, 3/15/29(a) | | $ | 100,000 | | | $ | 99,135 | |
| | |
AdaptHealth LLC
4.63%, 8/1/29(a) | | | 80,000 | | | | 81,305 | |
| | |
ADT Security Corp. (The)
3.50%, 7/15/22 | | | 36,000 | | | | 36,794 | |
4.88%, 7/15/32(a) | | | 260,000 | | | | 274,747 | |
| | |
Adtalem Global Education, Inc.
5.50%, 3/1/28(a) | | | 210,000 | | | | 213,923 | |
| | |
AECOM
5.13%, 3/15/27 | | | 497,000 | | | | 554,582 | |
| | |
Allison Transmission, Inc.
5.88%, 6/1/29(a) | | | 550,000 | | | | 604,764 | |
| | |
Ally Financial, Inc.
8.00%, 11/1/31 | | | 539,000 | | | | 776,014 | |
| | |
AMC Networks, Inc.
5.00%, 4/1/24 | | | 98,000 | | | | 99,614 | |
4.75%, 8/1/25 | | | 693,000 | | | | 712,009 | |
| | |
American Axle & Manufacturing, Inc.
6.25%, 4/1/25(b) | | | 205,000 | | | | 212,306 | |
| | |
AmeriGas Partners L.P.
5.50%, 5/20/25 | | | 600,000 | | | | 661,722 | |
5.75%, 5/20/27 | | | 300,000 | | | | 335,886 | |
| | |
Amkor Technology, Inc.
6.63%, 9/15/27(a) | | | 332,000 | | | | 358,261 | |
| | |
Antero Midstream Partners L.P.
5.75%, 1/15/28(a) | | | 845,000 | | | | 890,224 | |
| | |
Antero Resources Corp.
7.63%, 2/1/29(a) | | | 450,000 | | | | 500,900 | |
| | |
Apache Corp.
4.75%, 4/15/43 | | | 490,000 | | | | 510,026 | |
| | |
APX Group, Inc.
6.75%, 2/15/27(a) | | | 498,000 | | | | 531,082 | |
| | |
Aramark Services, Inc.
6.38%, 5/1/25(a) | | | 309,000 | | | | 328,618 | |
5.00%, 2/1/28(a) | | | 400,000 | | | | 418,796 | |
| | |
Archrock Partners L.P.
6.88%, 4/1/27(a) | | | 253,000 | | | | 269,172 | |
6.25%, 4/1/28(a) | | | 60,000 | | | | 62,695 | |
| | |
ASGN, Inc.
4.63%, 5/15/28(a) | | | 189,000 | | | | 198,202 | |
| | |
Audacy Capital Corp.
6.75%, 3/31/29(a) | | | 220,000 | | | | 228,864 | |
| | |
Avantor Funding, Inc.
4.63%, 7/15/28(a) | | | 300,000 | | | | 316,932 | |
| | |
Avient Corp.
5.75%, 5/15/25(a) | | | 135,000 | | | | 143,049 | |
| | |
Axalta Coating Systems LLC
3.38%, 2/15/29(a) | | | 250,000 | | | | 244,760 | |
| | |
B&G Foods, Inc.
5.25%, 4/1/25 | | | 283,000 | | | | 291,196 | |
5.25%, 9/15/27 | | | 257,000 | | | | 267,971 | |
| | |
Ball Corp.
4.00%, 11/15/23 | | | 124,000 | | | | 131,646 | |
5.25%, 7/1/25 | | | 377,000 | | | | 427,326 | |
2.88%, 8/15/30 | | | 100,000 | | | | 98,250 | |
| | |
Bally’s Corp.
6.75%, 6/1/27(a) | | | 250,000 | | | | 266,863 | |
| | |
Bausch Health Americas, Inc.
9.25%, 4/1/26(a) | | | 909,000 | | | | 989,637 | |
| | |
Bed Bath & Beyond, Inc.
5.17%, 8/1/44 | | | 270,000 | | | | 251,332 | |
| | |
Berry Global, Inc.
4.50%, 2/15/26(a)(b) | | | 382,000 | | | | 390,992 | |
5.63%, 7/15/27(a) | | | 39,000 | | | | 41,301 | |
| | |
Black Knight InfoServ LLC
3.63%, 9/1/28(a) | | | 250,000 | | | | 249,360 | |
| | |
Booz Allen Hamilton, Inc.
3.88%, 9/1/28(a) | | | 50,000 | | | | 51,055 | |
| | |
Boyd Gaming Corp.
8.63%, 6/1/25(a) | | | 319,000 | | | | 351,720 | |
| | |
Brink’s Co. (The)
4.63%, 10/15/27(a) | | | 50,000 | | | | 52,272 | |
| | |
Brookfield Property REIT, Inc.
5.75%, 5/15/26(a) | | | 473,000 | | | | 497,468 | |
| | |
Builders FirstSource, Inc.
5.00%, 3/1/30(a) | | | 243,000 | | | | 255,395 | |
| | |
Cable One, Inc.
4.00%, 11/15/30(a) | | | 90,000 | | | | 90,491 | |
| | |
Catalent Pharma Solutions, Inc.
3.13%, 2/15/29(a) | | | 50,000 | | | | 48,512 | |
| | |
CCO Holdings LLC
5.13%, 5/1/27(a) | | | 341,000 | | | | 357,787 | |
5.00%, 2/1/28(a) | | | 230,000 | | | | 241,555 | |
5.38%, 6/1/29(a) | | | 242,000 | | | | 264,629 | |
4.75%, 3/1/30(a) | | | 440,000 | | | | 465,274 | |
4.50%, 8/15/30(a) | | | 850,000 | | | | 887,545 | |
4.25%, 2/1/31(a) | | | 10,000 | | | | 10,201 | |
4.50%, 5/1/32 | | | 57,000 | | | | 59,062 | |
| | |
CDK Global, Inc.
4.88%, 6/1/27 | | | 258,000 | | | | 273,681 | |
| | |
CDW LLC
4.25%, 4/1/28 | | | 309,000 | | | | 324,589 | |
| | |
Cedar Fair L.P.
5.50%, 5/1/25(a) | | | 485,000 | | | | 507,543 | |
| | |
Centene Corp.
5.38%, 6/1/26(a) | | | 147,000 | | | | 153,675 | |
3.00%, 10/15/30 | | | 1,040,000 | | | | 1,069,650 | |
| | |
CF Industries, Inc.
5.38%, 3/15/44 | | | 335,000 | | | | 415,102 | |
| | |
Charles River Laboratories International, Inc.
4.25%, 5/1/28(a) | | | 228,000 | | | | 236,536 | |
| | |
Charter Communications Operating LLC
3.70%, 4/1/51 | | | 1,017,000 | | | | 1,013,298 | |
| | |
Chemours Co. (The)
7.00%, 5/15/25(b) | | | 190,000 | | | | 196,414 | |
5.38%, 5/15/27(b) | | | 259,000 | | | | 281,157 | |
| | |
Churchill Downs, Inc.
5.50%, 4/1/27(a) | | | 354,000 | | | | 369,742 | |
| | |
Clean Harbors, Inc.
4.88%, 7/15/27(a) | | | 178,000 | | | | 187,140 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Clear Channel Outdoor Holdings, Inc.
7.75%, 4/15/28(a) | | $ | 920,000 | | | $ | 964,362 | |
| | |
Clearway Energy Operating LLC
4.75%, 3/15/28(a) | | | 307,000 | | | | 322,700 | |
3.75%, 2/15/31(a) | | | 150,000 | | | | 149,291 | |
| | |
CNX Resources Corp.
6.00%, 1/15/29(a) | | | 10,000 | | | | 10,825 | |
| | |
CommScope Technologies LLC
6.00%, 6/15/25(a) | | | 803,000 | | | | 820,955 | |
5.00%, 3/15/27(a) | | | 939,000 | | | | 961,564 | |
| | |
CommScope, Inc.
6.00%, 3/1/26(a) | | | 250,000 | | | | 264,123 | |
8.25%, 3/1/27(a) | �� | | 372,000 | | | | 398,159 | |
| | |
Community Health Systems, Inc. | | | | | | | | |
6.63%, 2/15/25(a) | | | 1,042,000 | | | | 1,102,457 | |
8.00%, 3/15/26(a) | | | 209,000 | | | | 225,505 | |
8.00%, 12/15/27(a)(b) | | | 504,000 | | | | 561,587 | |
4.75%, 2/15/31(a) | | | 1,240,000 | | | | 1,245,406 | |
| | |
Compass Minerals International, Inc.
6.75%, 12/1/27(a) | | | 370,000 | | | | 398,139 | |
| | |
Consolidated Communications, Inc.
6.50%, 10/1/28(a) | | | 250,000 | | | | 268,873 | |
| | |
Continental Resources, Inc.
4.50%, 4/15/23 | | | 12,000 | | | | 12,538 | |
4.38%, 1/15/28 | | | 360,000 | | | | 398,351 | |
4.90%, 6/1/44(b) | | | 141,000 | | | | 159,426 | |
| | |
CoreLogic, Inc.
4.50%, 5/1/28(a) | | | 280,000 | | | | 278,510 | |
| | |
Cornerstone Building Brands, Inc.
6.13%, 1/15/29(a) | | | 350,000 | | | | 376,534 | |
| | |
Coty, Inc.
6.50%, 4/15/26(a)(b) | | | 286,000 | | | | 289,841 | |
| | |
Crestwood Midstream Partners L.P.
5.75%, 4/1/25 | | | 596,000 | | | | 613,415 | |
| | |
Crown Americas LLC
4.75%, 2/1/26 | | | 50,000 | | | | 51,923 | |
| | |
CSC Holdings LLC
5.50%, 4/15/27(a) | | | 400,000 | | | | 420,196 | |
5.38%, 2/1/28(a) | | | 1,128,000 | | | | 1,193,458 | |
7.50%, 4/1/28(a) | | | 550,000 | | | | 603,218 | |
6.50%, 2/1/29(a) | | | 500,000 | | | | 554,035 | |
4.63%, 12/1/30(a) | | | 582,000 | | | | 571,140 | |
| | |
CVR Partners L.P.
9.25%, 6/15/23(a) | | | 77,000 | | | | 77,238 | |
| | |
DaVita, Inc.
4.63%, 6/1/30(a) | | | 200,000 | | | | 205,928 | |
3.75%, 2/15/31(a) | | | 1,362,000 | | | | 1,309,032 | |
| | |
Del Monte Foods, Inc.
11.88%, 5/15/25(a) | | | 164,000 | | | | 187,347 | |
| | |
Delta Air Lines, Inc.
3.63%, 3/15/22 | | | 93,000 | | | | 94,385 | |
3.80%, 4/19/23 | | | 230,000 | | | | 238,979 | |
2.90%, 10/28/24 | | | 679,000 | | | | 691,568 | |
3.75%, 10/28/29 | | | 286,000 | | | | 286,046 | |
| | |
Devon Energy Corp.
5.00%, 6/15/45 | | | 130,000 | | | | 153,171 | |
| | |
Diamond Sports Group LLC
5.38%, 8/15/26(a) | | | 1,335,000 | | | | 866,775 | |
6.63%, 8/15/27(a) | | | 1,304,000 | | | | 641,738 | |
| | |
DISH DBS Corp.
5.88%, 7/15/22 | | | 4,000 | | | | 4,176 | |
5.00%, 3/15/23 | | | 276,000 | | | | 289,554 | |
5.88%, 11/15/24 | | | 433,000 | | | | 465,501 | |
7.75%, 7/1/26 | | | 1,539,000 | | | | 1,743,333 | |
5.13%, 6/1/29(a) | | | 270,000 | | | | 266,995 | |
| | |
Diversified Healthcare Trust
4.75%, 2/15/28 | | | 317,000 | | | | 314,784 | |
4.38%, 3/1/31 | | | 159,000 | | | | 153,128 | |
| | |
Dycom Industries, Inc.
4.50%, 4/15/29(a) | | | 40,000 | | | | 40,424 | |
| | |
Edgewell Personal Care Co.
4.13%, 4/1/29(a) | | | 110,000 | | | | 111,256 | |
| | |
Element Solutions, Inc.
3.88%, 9/1/28(a) | | | 70,000 | | | | 71,484 | |
| | |
Encompass Health Corp.
4.50%, 2/1/28 | | | 547,000 | | | | 568,103 | |
| | |
Energizer Holdings, Inc.
4.75%, 6/15/28(a) | | | 239,000 | | | | 245,852 | |
4.38%, 3/31/29(a) | | | 231,000 | | | | 231,566 | |
| | |
EnLink Midstream LLC
5.63%, 1/15/28(a) | | | 70,000 | | | | 74,324 | |
| | |
EnLink Midstream Partners L.P.
5.45%, 6/1/47 | | | 240,000 | | | | 213,715 | |
| | |
EPR Properties
3.75%, 8/15/29 | | | 126,000 | | | | 126,548 | |
| | |
EQM Midstream Partners L.P.
6.00%, 7/1/25(a) | | | 284,000 | | | | 309,762 | |
5.50%, 7/15/28 | | | 971,000 | | | | 1,049,777 | |
4.75%, 1/15/31(a) | | | 300,000 | | | | 309,477 | |
6.50%, 7/15/48 | | | 86,000 | | | | 91,924 | |
| | |
ESH Hospitality, Inc.
5.25%, 5/1/25(a) | | | 347,000 | | | | 353,593 | |
| | |
Fluor Corp.
4.25%, 9/15/28(b) | | | 452,000 | | | | 459,670 | |
| | |
Ford Motor Co.
8.50%, 4/21/23 | | | 797,000 | | | | 890,121 | |
9.00%, 4/22/25 | | | 922,000 | | | | 1,136,974 | |
4.35%, 12/8/26 | | | 170,000 | | | | 182,772 | |
9.63%, 4/22/30 | | | 176,000 | | | | 252,822 | |
4.75%, 1/15/43 | | | 198,000 | | | | 211,395 | |
5.29%, 12/8/46 | | | 218,000 | | | | 243,654 | |
| | |
Ford Motor Credit Co. LLC
3.34%, 3/28/22 | | | 50,000 | | | | 50,786 | |
3.35%, 11/1/22 | | | 200,000 | | | | 205,168 | |
4.14%, 2/15/23 | | | 7,000 | | | | 7,267 | |
4.54%, 8/1/26 | | | 150,000 | | | | 163,592 | |
| | |
Fortress Transportation & Infrastructure Investors LLC
5.50%, 5/1/28(a) | | | 280,000 | | | | 291,990 | |
| | |
Freeport-McMoRan, Inc.
3.88%, 3/15/23 | | | 526,000 | | | | 548,923 | |
5.25%, 9/1/29 | | | 450,000 | | | | 496,967 | |
5.40%, 11/14/34 | | | 60,000 | | | | 72,899 | |
5.45%, 3/15/43 | | | 204,000 | | | | 249,822 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Gap, Inc. (The)
8.63%, 5/15/25(a) | | $ | 500,000 | | | $ | 549,010 | |
| | |
Gartner, Inc.
3.75%, 10/1/30(a) | | | 187,000 | | | | 191,505 | |
| | |
Genesis Energy L.P.
7.75%, 2/1/28 | | | 650,000 | | | | 672,672 | |
| | |
GLP Capital L.P.
5.38%, 4/15/26 | | | 150,000 | | | | 172,727 | |
4.00%, 1/15/31 | | | 224,000 | | | | 241,886 | |
| | |
Go Daddy Operating Co. LLC
3.50%, 3/1/29(a) | | | 150,000 | | | | 149,507 | |
| | |
Goodyear Tire & Rubber Co. (The)
5.00%, 5/31/26 | | | 354,000 | | | | 364,234 | |
4.88%, 3/15/27(b) | | | 300,000 | | | | 318,825 | |
5.25%, 7/15/31(a) | | | 670,000 | | | | 700,304 | |
| | |
Gray Television, Inc.
5.88%, 7/15/26(a) | | | 548,000 | | | | 566,237 | |
7.00%, 5/15/27(a) | | | 300,000 | | | | 326,061 | |
4.75%, 10/15/30(a) | | | 10,000 | | | | 9,969 | |
| | |
Greif, Inc.
6.50%, 3/1/27(a) | | | 511,000 | | | | 539,110 | |
| | |
Griffon Corp.
5.75%, 3/1/28 | | | 444,000 | | | | 472,061 | |
| | |
Group 1 Automotive, Inc.
4.00%, 8/15/28(a) | | | 92,000 | | | | 93,687 | |
| | |
GrubHub Holdings, Inc.
5.50%, 7/1/27(a) | | | 299,000 | | | | 315,373 | |
| | |
Hanesbrands, Inc.
4.88%, 5/15/26(a) | | | 437,000 | | | | 472,716 | |
| | |
HCA, Inc.
5.38%, 2/1/25 | | | 94,000 | | | | 106,091 | |
3.50%, 9/1/30 | | | 1,259,000 | | | | 1,341,628 | |
| | |
Hilton Domestic Operating Co., Inc.
5.38%, 5/1/25(a) | | | 364,000 | | | | 383,849 | |
5.75%, 5/1/28(a) | | | 339,000 | | | | 367,123 | |
| | |
Hilton Worldwide Finance LLC
4.88%, 4/1/27 | | | 260,000 | | | | 271,661 | |
| | |
HLF Financing Sarl LLC
4.88%, 6/1/29(a) | | | 90,000 | | | | 90,801 | |
| | |
Holly Energy Partners L.P.
5.00%, 2/1/28(a) | | | 285,000 | | | | 292,712 | |
| | |
Hologic, Inc.
3.25%, 2/15/29(a) | | | 160,000 | | | | 159,307 | |
| | |
Horizon Therapeutics USA, Inc.
5.50%, 8/1/27(a) | | | 250,000 | | | | 265,625 | |
| | |
Hughes Satellite Systems Corp.
5.25%, 8/1/26 | | | 154,000 | | | | 173,011 | |
6.63%, 8/1/26 | | | 404,000 | | | | 453,619 | |
| | |
iHeartCommunications, Inc.
8.38%, 5/1/27 | | | 1,400,000 | | | | 1,504,174 | |
4.75%, 1/15/28(a) | | | 76,000 | | | | 78,417 | |
| | |
Ingevity Corp.
3.88%, 11/1/28(a) | | | 20,000 | | | | 19,980 | |
| | |
IQVIA, Inc.
5.00%, 5/15/27(a) | | | 200,000 | | | | 209,558 | |
| | |
Iron Mountain, Inc.
4.88%, 9/15/27(a) | | | 203,000 | | | | 210,708 | |
5.25%, 3/15/28(a) | | | 432,000 | | | | 452,961 | |
4.88%, 9/15/29(a) | | | 318,000 | | | | 328,847 | |
5.63%, 7/15/32(a) | | | 796,000 | | | | 858,104 | |
| | |
iStar, Inc.
4.25%, 8/1/25 | | | 160,000 | | | | 164,630 | |
| | |
J2 Global, Inc.
4.63%, 10/15/30(a) | | | 300,000 | | | | 310,875 | |
| | |
JBS USA LUX S.A.
6.75%, 2/15/28(a) | | | 434,000 | | | | 477,400 | |
6.50%, 4/15/29(a) | | | 34,000 | | | | 38,371 | |
5.50%, 1/15/30(a) | | | 186,000 | | | | 206,838 | |
| | |
Kaiser Aluminum Corp.
4.50%, 6/1/31(a) | | | 230,000 | | | | 236,879 | |
| | |
Kennedy-Wilson, Inc.
5.00%, 3/1/31 | | | 220,000 | | | | 227,234 | |
| | |
KFC Holding Co.
4.75%, 6/1/27(a) | | | 193,000 | | | | 202,106 | |
| | |
Koppers, Inc.
6.00%, 2/15/25(a) | | | 225,000 | | | | 232,517 | |
| | |
Kraft Heinz Foods Co.
5.20%, 7/15/45 | | | 539,000 | | | | 670,279 | |
4.38%, 6/1/46 | | | 1,610,000 | | | | 1,825,917 | |
5.50%, 6/1/50 | | | 36,000 | | | | 47,047 | |
| | |
L Brands, Inc.
5.25%, 2/1/28 | | | 336,000 | | | | 377,069 | |
6.88%, 11/1/35 | | | 1,039,000 | | | | 1,317,785 | |
6.75%, 7/1/36 | | | 161,000 | | | | 202,057 | |
| | |
Ladder Capital Finance Holdings LLLP
5.25%, 3/15/22(a) | | | 50,000 | | | | 50,305 | |
4.25%, 2/1/27(a) | | | 90,000 | | | | 90,216 | |
| | |
Lamar Media Corp.
4.00%, 2/15/30 | | | 125,000 | | | | 126,828 | |
3.63%, 1/15/31(a) | | | 110,000 | | | | 107,708 | |
| | |
Lamb Weston Holdings, Inc.
4.63%, 11/1/24(a) | | | 5,000 | | | | 5,176 | |
4.88%, 11/1/26(a) | | | 277,000 | | | | 286,587 | |
4.88%, 5/15/28(a) | | | 9,000 | | | | 9,978 | |
| | |
Lennar Corp.
4.13%, 1/15/22 | | | 110,000 | | | | 111,123 | |
4.75%, 11/29/27 | | | 70,000 | | | | 80,963 | |
| | |
Level 3 Financing, Inc.
5.38%, 5/1/25 | | | 400,000 | | | | 409,320 | |
4.25%, 7/1/28(a) | | | 200,000 | | | | 203,088 | |
3.63%, 1/15/29(a) | | | 520,000 | | | | 503,105 | |
| | |
Lions Gate Capital Holdings LLC
5.50%, 4/15/29(a) | | | 240,000 | | | | 253,404 | |
| | |
Lithia Motors, Inc.
4.38%, 1/15/31(a) | | | 98,000 | | | | 105,111 | |
| | |
LPL Holdings, Inc.
4.00%, 3/15/29(a) | | | 100,000 | | | | 100,833 | |
| | |
Lumen Technologies, Inc.
5.80%, 3/15/22, Series T | | | 330,000 | | | | 340,072 | |
6.75%, 12/1/23, Series W | | | 514,000 | | | | 570,124 | |
7.50%, 4/1/24, Series Y | | | 177,000 | | | | 198,911 | |
5.63%, 4/1/25 | | | 307,000 | | | | 333,077 | |
5.13%, 12/15/26(a) | | | 635,000 | | | | 660,241 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Macy’s, Inc.
8.38%, 6/15/25(a) | | $ | 500,000 | | | $ | 550,915 | |
| | |
Magic Mergeco, Inc.
7.88%, 5/1/29(a) | | | 758,000 | | | | 781,953 | |
| | |
Marriott Ownership Resorts, Inc.
6.13%, 9/15/25(a) | | | 575,000 | | | | 611,950 | |
| | |
Masonite International Corp.
5.38%, 2/1/28(a) | | | 166,000 | | | | 176,860 | |
| | |
Mattel, Inc.
6.75%, 12/31/25(a) | | | 123,000 | | | | 129,228 | |
5.88%, 12/15/27(a) | | | 150,000 | | | | 163,680 | |
| | |
Maxim Crane Works Holdings Capital LLC
10.13%, 8/1/24(a) | | | 418,000 | | | | 432,367 | |
| | |
MDC Partners, Inc.
7.50%, 5/1/24(a) | | | 539,000 | | | | 547,112 | |
| | |
MEDNAX, Inc.
6.25%, 1/15/27(a) | | | 354,000 | | | | 375,251 | |
| | |
MGM Growth Properties Operating Partnership L.P.
5.63%, 5/1/24 | | | 500,000 | | | | 542,260 | |
4.50%, 9/1/26 | | | 553,000 | | | | 591,257 | |
| | |
MGM Resorts International
6.75%, 5/1/25 | | | 315,000 | | | | 337,891 | |
4.63%, 9/1/26(b) | | | 76,000 | | | | 80,400 | |
5.50%, 4/15/27 | | | 655,000 | | | | 720,814 | |
4.75%, 10/15/28 | | | 28,000 | | | | 29,843 | |
| | |
Microchip Technology, Inc.
4.25%, 9/1/25 | | | 20,000 | | | | 21,026 | |
| | |
Midwest Gaming Borrower LLC
4.88%, 5/1/29(a) | | | 270,000 | | | | 270,988 | |
| | |
Molina Healthcare, Inc.
3.88%, 11/15/30(a) | | | 400,000 | | | | 416,928 | |
| | |
MPH Acquisition Holdings LLC
5.75%, 11/1/28(a) | | | 390,000 | | | | 392,344 | |
| | |
MPT Operating Partnership L.P.
5.25%, 8/1/26 | | | 212,000 | | | | 218,513 | |
5.00%, 10/15/27 | | | 198,000 | | | | 210,217 | |
4.63%, 8/1/29 | | | 181,000 | | | | 194,227 | |
| | |
MSCI, Inc.
5.38%, 5/15/27(a) | | | 50,000 | | | | 53,383 | |
4.00%, 11/15/29(a) | | | 270,000 | | | | 285,179 | |
3.88%, 2/15/31(a) | | | 19,000 | | | | 19,742 | |
| | |
Murphy Oil USA, Inc.
4.75%, 9/15/29 | | | 92,000 | | | | 96,871 | |
| | |
Nationstar Mortgage Holdings, Inc.
6.00%, 1/15/27(a) | | | 930,000 | | | | 965,582 | |
| | |
Navient Corp.
5.50%, 1/25/23 | | | 267,000 | | | | 281,845 | |
6.13%, 3/25/24 | | | 256,000 | | | | 276,979 | |
5.88%, 10/25/24 | | | 174,000 | | | | 188,428 | |
6.75%, 6/25/25 | | | 274,000 | | | | 303,436 | |
6.75%, 6/15/26 | | | 269,000 | | | | 300,540 | |
5.00%, 3/15/27 | | | 162,000 | | | | 168,235 | |
4.88%, 3/15/28 | | | 140,000 | | | | 140,874 | |
| | |
NCR Corp.
5.00%, 10/1/28(a) | | | 500,000 | | | | 517,295 | |
5.13%, 4/15/29(a) | | | 440,000 | | | | 454,256 | |
| | |
Newell Brands, Inc.
4.35%, 4/1/23 | | | 15,000 | | | | 15,784 | |
4.70%, 4/1/26 | | | 238,000 | | | | 265,684 | |
6.00%, 4/1/46 | | | 223,000 | | | | 284,423 | |
| | |
Newmark Group, Inc.
6.13%, 11/15/23 | | | 115,000 | | | | 126,645 | |
| | |
News Corp.
3.88%, 5/15/29(a) | | | 200,000 | | | | 202,130 | |
| | |
Nexstar Broadcasting, Inc.
5.63%, 7/15/27(a) | | | 500,000 | | | | 532,080 | |
4.75%, 11/1/28(a) | | | 340,000 | | | | 349,727 | |
| | |
NextEra Energy Operating Partners L.P.
4.25%, 7/15/24(a) | | | 88,000 | | | | 92,900 | |
4.25%, 9/15/24(a) | | | 7,000 | | | | 7,415 | |
3.88%, 10/15/26(a) | | | 209,000 | | | | 221,281 | |
| | |
Nielsen Finance LLC
5.88%, 10/1/30(a) | | | 470,000 | | | | 512,812 | |
| | |
Nordstrom, Inc.
5.00%, 1/15/44 | | | 595,000 | | | | 594,476 | |
| | |
NortonLifeLock, Inc.
5.00%, 4/15/25(a) | | | 177,000 | | | | 179,513 | |
| | |
NRG Energy, Inc.
7.25%, 5/15/26 | | | 531,000 | | | | 551,948 | |
5.75%, 1/15/28 | | | 395,000 | | | | 422,180 | |
5.25%, 6/15/29(a) | | | 407,000 | | | | 433,785 | |
| | |
Nuance Communications, Inc.
5.63%, 12/15/26 | | | 215,000 | | | | 225,154 | |
| | |
NuStar Logistics L.P.
5.63%, 4/28/27 | | | 273,000 | | | | 292,577 | |
6.38%, 10/1/30 | | | 202,000 | | | | 223,351 | |
| | |
Occidental Petroleum Corp.
2.70%, 2/15/23 | | | 330,000 | | | | 337,531 | |
2.90%, 8/15/24 | | | 550,000 | | | | 562,958 | |
3.40%, 4/15/26 | | | 271,000 | | | | 278,089 | |
6.45%, 9/15/36 | | | 713,000 | | | | 853,133 | |
4.50%, 7/15/44 | | | 900,000 | | | | 873,756 | |
4.40%, 4/15/46 | | | 250,000 | | | | 241,763 | |
4.40%, 8/15/49 | | | 500,000 | | | | 481,150 | |
| | |
Oceaneering International, Inc.
4.65%, 11/15/24 | | | 225,000 | | | | 226,755 | |
| | |
Olin Corp.
5.13%, 9/15/27(b) | | | 675,000 | | | | 706,064 | |
| | |
ON Semiconductor Corp.
3.88%, 9/1/28(a) | | | 198,000 | | | | 204,225 | |
| | |
OneMain Finance Corp.
5.63%, 3/15/23 | | | 211,000 | | | | 226,004 | |
6.13%, 3/15/24 | | | 249,000 | | | | 268,210 | |
6.88%, 3/15/25 | | | 394,000 | | | | 444,925 | |
8.88%, 6/1/25 | | | 114,000 | | | | 126,433 | |
7.13%, 3/15/26 | | | 91,000 | | | | 106,101 | |
5.38%, 11/15/29 | | | 572,000 | | | | 623,823 | |
4.00%, 9/15/30 | | | 420,000 | | | | 417,005 | |
| | |
Organon & Co.
5.13%, 4/30/31(a) | | | 1,120,000 | | | | 1,154,317 | |
| | |
Outfront Media Capital LLC
4.63%, 3/15/30(a) | | | 316,000 | | | | 320,762 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2021
��
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Owens & Minor, Inc.
4.50%, 3/31/29(a) | | $ | 70,000 | | | $ | 72,004 | |
| | |
Owens-Brockway Glass Container, Inc.
5.88%, 8/15/23(a)(b) | | | 641,000 | | | | 691,517 | |
| | |
Par Pharmaceutical, Inc.
7.50%, 4/1/27(a) | | | 1,034,000 | | | | 1,058,475 | |
| | |
Park Intermediate Holdings LLC
5.88%, 10/1/28(a) | | | 400,000 | | | | 426,320 | |
| | |
Party City Holdings, Inc.
8.75%, 2/15/26(a) | | | 270,000 | | | | 289,232 | |
| | |
Patterson-UTI Energy, Inc.
3.95%, 2/1/28(b) | | | 248,000 | | | | 251,194 | |
| | |
PBF Holding Co. LLC
9.25%, 5/15/25(a) | | | 322,000 | | | | 324,821 | |
7.25%, 6/15/25(b) | | | 679,000 | | | | 516,251 | |
6.00%, 2/15/28 | | | 490,000 | | | | 328,006 | |
| | |
PBF Logistics L.P.
6.88%, 5/15/23(b) | | | 383,000 | | | | 378,596 | |
| | |
Peabody Energy Corp.
6.38%, 3/31/25(a) | | | 511,000 | | | | 376,960 | |
| | |
Pilgrim’s Pride Corp.
5.88%, 9/30/27(a) | | | 223,000 | | | | 238,064 | |
4.25%, 4/15/31(a) | | | 170,000 | | | | 176,372 | |
| | |
Plains All American Pipeline L.P.
4.70%, 6/15/44 | | | 310,000 | | | | 329,096 | |
| | |
Plantronics, Inc.
4.75%, 3/1/29(a)(b) | | | 190,000 | | | | 188,649 | |
| | |
Post Holdings, Inc.
5.75%, 3/1/27(a) | | | 437,000 | | | | 458,063 | |
5.63%, 1/15/28(a) | | | 276,000 | | | | 293,504 | |
5.50%, 12/15/29(a) | | | 139,000 | | | | 148,986 | |
4.63%, 4/15/30(a) | | | 768,000 | | | | 782,124 | |
4.50%, 9/15/31(a) | | | 570,000 | | | | 569,555 | |
| | |
Prestige Brands, Inc.
3.75%, 4/1/31(a) | | | 120,000 | | | | 116,065 | |
| | |
Prime Healthcare Services, Inc.
7.25%, 11/1/25(a) | | | 503,000 | | | | 545,146 | |
| | |
Prime Security Services Borrower LLC
5.25%, 4/15/24(a) | | | 550,000 | | | | 589,881 | |
5.75%, 4/15/26(a) | | | 544,000 | | | | 602,284 | |
6.25%, 1/15/28(a) | | | 489,000 | | | | 521,558 | |
| | |
QVC, Inc.
4.38%, 3/15/23 | | | 15,000 | | | | 15,829 | |
4.85%, 4/1/24 | | | 48,000 | | | | 52,183 | |
4.45%, 2/15/25 | | | 280,000 | | | | 299,138 | |
4.75%, 2/15/27 | | | 322,000 | | | | 342,122 | |
| | |
Rackspace Technology Global, Inc.
3.50%, 2/15/28(a) | | | 330,000 | | | | 319,800 | |
| | |
Radian Group, Inc.
6.63%, 3/15/25 | | | 171,000 | | | | 193,351 | |
| | |
Realogy Group LLC
7.63%, 6/15/25(a) | | | 748,000 | | | | 812,410 | |
| | |
Renewable Energy Group, Inc.
5.88%, 6/1/28(a) | | | 20,000 | | | | 21,043 | |
| | |
RHP Hotel Properties L.P.
4.75%, 10/15/27 | | | 204,000 | | | | 209,632 | |
4.50%, 2/15/29(a) | | | 60,000 | | | | 60,415 | |
| | |
Sabre GLBL, Inc.
9.25%, 4/15/25(a) | | | 300,000 | | | | 357,003 | |
| | |
Sally Holdings LLC
5.63%, 12/1/25 | | | 51,000 | | | | 52,671 | |
| | |
SBA Communications Corp.
4.88%, 9/1/24 | | | 156,000 | | | | 158,942 | |
| | |
Scientific Games International, Inc.
5.00%, 10/15/25(a) | | | 616,000 | | | | 636,383 | |
8.25%, 3/15/26(a) | | | 570,000 | | | | 612,476 | |
7.25%, 11/15/29(a) | | | 363,000 | | | | 409,954 | |
| | |
Scotts Miracle-Gro Co. (The)
4.00%, 4/1/31(a) | | | 113,000 | | | | 112,939 | |
| | |
Scripps Escrow II, Inc.
5.38%, 1/15/31(a) | | | 500,000 | | | | 499,165 | |
| | |
Select Medical Corp.
6.25%, 8/15/26(a) | | | 402,000 | | | | 428,584 | |
| | |
Sensata Technologies, Inc.
3.75%, 2/15/31(a) | | | 204,000 | | | | 202,040 | |
| | |
Service Corp. International
4.63%, 12/15/27 | | | 84,000 | | | | 89,221 | |
5.13%, 6/1/29 | | | 67,000 | | | | 72,802 | |
3.38%, 8/15/30 | | | 248,000 | | | | 243,670 | |
| | |
Service Properties Trust
4.35%, 10/1/24 | | | 500,000 | | | | 505,000 | |
| | |
Silgan Holdings, Inc.
4.13%, 2/1/28 | | | 118,000 | | | | 122,661 | |
| | |
Sinclair Television Group, Inc.
5.50%, 3/1/30(a) | | | 200,000 | | | | 203,942 | |
4.13%, 12/1/30(a) | | | 200,000 | | | | 196,890 | |
| | |
Sirius XM Radio, Inc.
3.88%, 8/1/22(a) | | | 173,000 | | | | 173,524 | |
4.63%, 7/15/24(a) | | | 100,000 | | | | 102,762 | |
5.38%, 7/15/26(a) | | | 1,167,000 | | | | 1,205,324 | |
5.50%, 7/1/29(a) | | | 300,000 | | | | 327,171 | |
4.13%, 7/1/30(a) | | | 10,000 | | | | 10,128 | |
| | |
Six Flags Entertainment Corp.
4.88%, 7/31/24(a) | | | 274,000 | | | | 276,880 | |
5.50%, 4/15/27(a)(b) | | | 124,000 | | | | 128,745 | |
| | |
Six Flags Theme Parks, Inc.
7.00%, 7/1/25(a) | | | 74,000 | | | | 79,819 | |
| | |
Spectrum Brands, Inc.
5.75%, 7/15/25 | | | 100,000 | | | | 102,590 | |
3.88%, 3/15/31(a) | | | 80,000 | | | | 78,681 | |
| | |
Spirit AeroSystems, Inc.
5.50%, 1/15/25(a) | | | 38,000 | | | | 40,491 | |
7.50%, 4/15/25(a) | | | 450,000 | | | | 481,973 | |
4.60%, 6/15/28(b) | | | 255,000 | | | | 250,866 | |
| | |
Sprint Corp.
7.88%, 9/15/23 | | | 100,000 | | | | 113,768 | |
7.13%, 6/15/24 | | | 300,000 | | | | 346,983 | |
7.63%, 2/15/25 | | | 700,000 | | | | 832,013 | |
7.63%, 3/1/26 | | | 480,000 | | | | 587,880 | |
| | |
SS&C Technologies, Inc.
5.50%, 9/30/27(a) | | | 355,000 | | | | 376,822 | |
| | |
SSL Robotics LLC
9.75%, 12/31/23(a) | | | 308,000 | | | | 340,075 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Station Casinos LLC
4.50%, 2/15/28(a) | | $ | 200,000 | | | $ | 203,198 | |
| | |
Suburban Propane Partners L.P.
5.00%, 6/1/31(a) | | | 310,000 | | | | 317,722 | |
| | |
SunCoke Energy Partners L.P.
7.50%, 6/15/25(a) | | | 582,000 | | | | 604,553 | |
| | |
Sunoco L.P.
5.50%, 2/15/26 | | | 578,000 | | | | 596,103 | |
| | |
Syneos Health, Inc.
3.63%, 1/15/29(a) | | | 150,000 | | | | 148,812 | |
| | |
T-Mobile USA, Inc.
5.38%, 4/15/27 | | | 161,000 | | | | 171,644 | |
4.75%, 2/1/28 | | | 293,000 | | | | 314,568 | |
2.88%, 2/15/31 | | | 430,000 | | | | 426,990 | |
| | |
Taylor Morrison Communities, Inc.
5.13%, 8/1/30(a) | | | 210,000 | | | | 227,745 | |
| | |
TEGNA, Inc.
4.63%, 3/15/28 | | | 381,000 | | | | 395,539 | |
5.00%, 9/15/29 | | | 530,000 | | | | 555,021 | |
| | |
Teleflex, Inc.
4.63%, 11/15/27 | | | 279,000 | | | | 297,403 | |
| | |
Tempur Sealy International, Inc.
4.00%, 4/15/29(a) | | | 120,000 | | | | 122,165 | |
| | |
Tenet Healthcare Corp.
6.75%, 6/15/23 | | | 696,000 | | | | 758,953 | |
4.63%, 7/15/24 | | | 123,000 | | | | 124,872 | |
4.63%, 9/1/24(a) | | | 114,000 | | | | 117,132 | |
4.88%, 1/1/26(a) | | | 515,000 | | | | 534,029 | |
6.25%, 2/1/27(a) | | | 415,000 | | | | 434,061 | |
6.13%, 10/1/28(a) | | | 700,000 | | | | 745,752 | |
| | |
Tenneco, Inc.
5.00%, 7/15/26(b) | | | 412,000 | | | | 410,558 | |
7.88%, 1/15/29(a) | | | 370,000 | | | | 418,144 | |
| | |
Terex Corp.
5.00%, 5/15/29(a) | | | 170,000 | | | | 177,274 | |
| | |
TerraForm Power Operating LLC
4.25%, 1/31/23(a) | | | 540,000 | | | | 556,448 | |
5.00%, 1/31/28(a) | | | 329,000 | | | | 348,622 | |
| | |
Time Warner Cable LLC
4.50%, 9/15/42 | | | 204,000 | | | | 228,123 | |
| | |
TransDigm, Inc.
6.25%, 3/15/26(a) | | | 686,000 | | | | 724,080 | |
6.38%, 6/15/26 | | | 319,000 | | | | 330,682 | |
5.50%, 11/15/27 | | | 382,000 | | | | 398,655 | |
4.88%, 5/1/29(a) | | | 931,000 | | | | 941,315 | |
| | |
Transocean, Inc.
11.50%, 1/30/27(a) | | | 545,000 | | | | 583,237 | |
8.00%, 2/1/27(a) | | | 300,000 | | | | 252,525 | |
| | |
Travel & Leisure Co.
6.63%, 7/31/26(a) | | | 30,000 | | | | 34,022 | |
| | |
TreeHouse Foods, Inc.
4.00%, 9/1/28 | | | 244,000 | | | | 242,948 | |
| | |
TriNet Group, Inc.
3.50%, 3/1/29(a) | | | 30,000 | | | | 29,662 | |
| | |
Tronox, Inc.
4.63%, 3/15/29(a) | | | 380,000 | | | | 384,594 | |
| | |
TTM Technologies, Inc.
4.00%, 3/1/29(a)(b) | | | 130,000 | | | | 130,900 | |
| | |
Tutor Perini Corp.
6.88%, 5/1/25(a)(b) | | | 296,000 | | | | 306,561 | |
| | |
Twitter, Inc.
3.88%, 12/15/27(a)(b) | | | 188,000 | | | | 199,876 | |
| | |
U.S. Foods, Inc.
6.25%, 4/15/25(a) | | | 297,000 | | | | 315,257 | |
4.75%, 2/15/29(a) | | | 330,000 | | | | 336,960 | |
| | |
Under Armour, Inc.
3.25%, 6/15/26 | | | 153,000 | | | | 158,750 | |
| | |
United Natural Foods, Inc.
6.75%, 10/15/28(a) | | | 250,000 | | | | 269,415 | |
| | |
United Rentals North America, Inc.
5.88%, 9/15/26 | | | 368,000 | | | | 382,341 | |
5.50%, 5/15/27 | | | 700,000 | | | | 742,105 | |
4.88%, 1/15/28 | | | 249,000 | | | | 264,513 | |
5.25%, 1/15/30 | | | 9,000 | | | | 9,871 | |
| | |
Uniti Group L.P.
7.88%, 2/15/25(a) | | | 1,450,000 | | | | 1,554,009 | |
| | |
Univar Solutions USA, Inc.
5.13%, 12/1/27(a) | | | 178,000 | | | | 187,395 | |
| | |
Universal Health Services, Inc.
2.65%, 10/15/30(a) | | | 41,000 | | | | 41,290 | |
| | |
Urban One, Inc.
7.38%, 2/1/28(a) | | | 170,000 | | | | 183,790 | |
| | |
USA Compression Partners L.P.
6.88%, 4/1/26 | | | 395,000 | | | | 415,141 | |
| | |
Vail Resorts, Inc.
6.25%, 5/15/25(a) | | | 117,000 | | | | 125,329 | |
| | |
Valvoline, Inc.
4.25%, 2/15/30(a) | | | 100,000 | | | | 103,524 | |
3.63%, 6/15/31(a) | | | 90,000 | | | | 90,059 | |
| | |
Vector Group Ltd.
5.75%, 2/1/29(a) | | | 310,000 | | | | 316,541 | |
| | |
ViacomCBS, Inc.
| | | | | | | | |
5.88%, 2/28/57, (5.875% fixed rate until 2/28/22; 3-month U.S. dollar London Interbank Offered Rate + 3.895% thereafter)(c) | | | 250,000 | | | | 254,680 | |
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) | | | 189,000 | | | | 216,717 | |
| | |
VICI Properties LP
4.13%, 8/15/30(a) | | | 640,000 | | | | 660,896 | |
| | |
Victors Merger Corp.
6.38%, 5/15/29(a) | | | 130,000 | | | | 131,130 | |
| | |
Vine Energy Holdings LLC
6.75%, 4/15/29(a) | | | 360,000 | | | | 379,307 | |
| | |
Vista Outdoor, Inc.
4.50%, 3/15/29(a) | | | 80,000 | | | | 81,452 | |
| | |
Vistra Operations Co. LLC
5.50%, 9/1/26(a) | | | 637,000 | | | | 657,945 | |
5.63%, 2/15/27(a) | | | 690,000 | | | | 718,076 | |
| | |
W&T Offshore, Inc.
9.75%, 11/1/23(a) | | | 442,000 | | | | 429,363 | |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
WESCO Distribution, Inc.
7.13%, 6/15/25(a) | | $ | 494,000 | | | $ | 534,350 | |
| | |
Western Digital Corp.
4.75%, 2/15/26 | | | 453,000 | | | | 503,745 | |
| | |
Western Midstream Operating L.P.
3.95%, 6/1/25 | | | 549,000 | | | | 571,322 | |
4.65%, 7/1/26 | | | 270,000 | | | | 289,894 | |
5.30%, 2/1/30 | | | 371,000 | | | | 417,089 | |
| | |
Westinghouse Air Brake Technologies Corp.
4.95%, 9/15/28 | | | 10,000 | | | | 11,627 | |
| | |
Williams Scotsman International, Inc.
4.63%, 8/15/28(a) | | | 50,000 | | | | 51,652 | |
| | |
Xerox Corp.
4.38%, 3/15/23 | | | 290,000 | | | | 303,160 | |
| | |
Xerox Holdings Corp.
5.50%, 8/15/28(a) | | | 410,000 | | | | 425,182 | |
| | |
XPO Logistics, Inc. | | | | | | | | |
6.13%, 9/1/23(a) | | | 241,000 | | | | 243,065 | |
6.25%, 5/1/25(a) | | | 401,000 | | | | 427,125 | |
| | |
Yum! Brands, Inc.
4.75%, 1/15/30(a) | | | 20,000 | | | | 21,657 | |
TOTAL U.S. CORPORATE BONDS (Cost: $149,096,934) | | | | 152,823,053 | |
|
| FOREIGN CORPORATE BONDS – 0.7% | |
|
| Canada – 0.3% | |
| | |
Open Text Holdings, Inc.
4.13%, 2/15/30(a) | | | 140,000 | | | | 142,860 | |
| | |
Primo Water Holdings, Inc.
4.38%, 4/30/29(a) | | | 270,000 | | | | 270,330 | |
| | | | | | | | |
| Total Canada | | | | 413,190 | |
|
| Germany – 0.4% | |
| | |
Deutsche Bank AG
| | | | | | | | |
| | |
5.88%, 7/8/31, (5.88% fixed rate until 4/8/30; Secured Overnight Financing Rate + 5.44% thereafter)(c) | | | 545,000 | | | | 639,263 | |
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,033,108) | | | | 1,052,453 | |
| | |
| | | Shares | | | | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.7% | |
|
| United States – 2.7% | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.02%(d) (Cost: $4,374,775) | | | 4,374,775 | | | | 4,374,775 | |
TOTAL INVESTMENTS IN SECURITIES – 99.9% (Cost: $154,504,817) | | | | 158,250,281 | |
Other Assets less Liabilities – 0.1% | | | | 108,718 | |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 158,358,999 | |
| (a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (b) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,527,773. The Fund also had securities on loan having a total market value of $109,436 that were sold and pending settlement. The total market value of the collateral held by the Fund was $5,023,870. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $649,095. |
| (c) | Rate shown reflects the accrual rate as of June 30, 2021 on securities with variable or step rates. |
| (d) | Rate shown represents annualized 7-day yield as of June 30, 2021. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | — | | | $ | 152,823,053 | | | $ | — | | | $ | 152,823,053 | |
Foreign Corporate Bonds | | | — | | | | 1,052,453 | | | | — | | | | 1,052,453 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 4,374,775 | | | | — | | | | 4,374,775 | |
Total Investments in Securities | | $ | — | | | $ | 158,250,281 | | | $ | — | | | $ | 158,250,281 | |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
|
| U.S. CORPORATE BONDS – 94.6% | |
|
| United States – 94.6% | |
| | |
Abbott Laboratories
3.40%, 11/30/23 | | $ | 51,000 | | | $ | 54,383 | |
| | |
AbbVie, Inc.
2.90%, 11/6/22 | | | 82,000 | | | | 84,736 | |
3.20%, 11/6/22 | | | 50,000 | | | | 51,638 | |
2.85%, 5/14/23 | | | 139,000 | | | | 144,730 | |
2.60%, 11/21/24 | | | 223,000 | | | | 235,276 | |
3.80%, 3/15/25 | | | 277,000 | | | | 303,032 | |
3.60%, 5/14/25 | | | 334,000 | | | | 364,711 | |
| | |
Agilent Technologies, Inc.
3.88%, 7/15/23 | | | 87,000 | | | | 92,343 | |
| | |
Aircastle Ltd.
4.13%, 5/1/24 | | | 63,000 | | | | 67,298 | |
| | |
Ally Financial, Inc.
3.88%, 5/21/24 | | | 156,000 | | | | 168,221 | |
5.80%, 5/1/25(a) | | | 37,000 | | | | 43,041 | |
| | |
Altria Group, Inc.
4.40%, 2/14/26 | | | 136,000 | | | | 153,937 | |
| | |
American Express Co.
2.65%, 12/2/22 | | | 49,000 | | | | 50,623 | |
3.40%, 2/22/24 | | | 79,000 | | | | 84,570 | |
| | |
American Honda Finance Corp.
2.15%, 9/10/24 | | | 179,000 | | | | 187,157 | |
| | |
American International Group, Inc.
4.13%, 2/15/24 | | | 64,000 | | | | 69,697 | |
2.50%, 6/30/25 | | | 54,000 | | | | 56,994 | |
3.90%, 4/1/26 | | | 110,000 | | | | 122,851 | |
| | |
Ameriprise Financial, Inc.
4.00%, 10/15/23 | | | 85,000 | | | | 91,884 | |
| | |
Amgen, Inc.
3.63%, 5/22/24 | | | 153,000 | | | | 164,793 | |
| | |
Amphenol Corp.
3.20%, 4/1/24 | | | 25,000 | | | | 26,524 | |
| | |
Anthem, Inc.
3.13%, 5/15/22 | | | 59,000 | | | | 60,467 | |
3.50%, 8/15/24 | | | 121,000 | | | | 130,329 | |
| | |
Apple, Inc.
2.30%, 5/11/22 | | | 42,000 | | | | 42,700 | |
2.50%, 2/9/25 | | | 120,000 | | | | 127,416 | |
3.25%, 2/23/26 | | | 141,000 | | | | 154,911 | |
| | |
Arrow Electronics, Inc.
3.25%, 9/8/24 | | | 82,000 | | | | 87,314 | |
| | |
AT&T, Inc.
3.00%, 6/30/22 | | | 49,000 | | | | 50,101 | |
3.95%, 1/15/25 | | | 34,000 | | | | 37,577 | |
3.40%, 5/15/25 | | | 167,000 | | | | 182,025 | |
4.13%, 2/17/26 | | | 136,000 | | | | 153,012 | |
| | |
AutoZone, Inc.
3.70%, 4/15/22 | | | 26,000 | | | | 26,469 | |
| | |
Avangrid, Inc.
3.20%, 4/15/25 | | | 66,000 | | | | 70,982 | |
| | |
Bank of America Corp.
3.30%, 1/11/23 | | | 87,000 | | | | 90,815 | |
4.13%, 1/22/24 | | | 19,000 | | | | 20,695 | |
4.20%, 8/26/24 | | | 379,000 | | | | 416,047 | |
4.00%, 1/22/25 | | | 15,000 | | | | 16,459 | |
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 | | | | 377,452 | |
3.95%, 4/21/25, Series L | | | 93,000 | | | | 102,161 | |
3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.09% thereafter)(b) | | | 161,000 | | | | 171,581 | |
3.37%, 1/23/26, (3.366% fixed rate until 1/23/25; 3-month U.S. dollar London Interbank Offered Rate + 0.81% thereafter)(b) | | | 283,000 | | | | 305,145 | |
| | |
Bank of New York Mellon Corp. (The)
2.20%, 8/16/23 | | | 100,000 | | | | 103,649 | |
| | |
BBVA USA
2.50%, 8/27/24 | | | 152,000 | | | | 160,054 | |
| | |
Becton Dickinson and Co.
3.36%, 6/6/24 | | | 71,000 | | | | 76,089 | |
3.73%, 12/15/24 | | | 84,000 | | | | 91,523 | |
| | |
Biogen, Inc.
3.63%, 9/15/22 | | | 84,000 | | | | 87,242 | |
| | |
BlackRock, Inc.
3.50%, 3/18/24 | | | 78,000 | | | | 84,338 | |
| | |
Block Financial LLC
5.50%, 11/1/22 | | | 33,000 | | | | 34,330 | |
| | |
Boardwalk Pipelines L.P.
4.95%, 12/15/24 | | | 27,000 | | | | 30,223 | |
| | |
Boeing Co. (The)
4.88%, 5/1/25 | | | 207,000 | | | | 232,099 | |
2.20%, 2/4/26 | | | 308,000 | | | | 311,021 | |
3.10%, 5/1/26 | | | 500,000 | | | | 529,460 | |
| | |
Boston Scientific Corp.
3.38%, 5/15/22 | | | 20,000 | | | | 20,536 | |
3.45%, 3/1/24 | | | 56,000 | | | | 59,826 | |
| | |
Bristol-Myers Squibb Co.
2.60%, 5/16/22 | | | 151,000 | | | | 154,173 | |
3.25%, 2/20/23 | | | 58,000 | | | | 60,605 | |
3.88%, 8/15/25 | | | 49,000 | | | | 54,549 | |
| | |
Broadcom, Inc.
4.70%, 4/15/25 | | | 134,000 | | | | 150,901 | |
3.15%, 11/15/25 | | | 34,000 | | | | 36,481 | |
3.46%, 9/15/26 | | | 165,000 | | | | 179,736 | |
4.11%, 9/15/28 | | | 68,000 | | | | 76,505 | |
3.42%, 4/15/33(c) | | | 292,000 | | | | 308,089 | |
| | |
Burlington Northern Santa Fe LLC
3.00%, 3/15/23 | | | 59,000 | | | | 61,329 | |
| | |
Capital One Financial Corp.
3.90%, 1/29/24 | | | 200,000 | | | | 215,904 | |
3.30%, 10/30/24 | | | 89,000 | | | | 95,917 | |
4.25%, 4/30/25 | | | 90,000 | | | | 100,340 | |
4.20%, 10/29/25 | | | 136,000 | | | | 151,960 | |
| | |
Caterpillar Financial Services Corp.
0.80%, 11/13/25 | | | 156,000 | | | | 155,178 | |
| | |
Celanese U.S. Holdings LLC
3.50%, 5/8/24 | | | 20,000 | | | | 21,414 | |
| | |
Charles Schwab Corp. (The)
4.20%, 3/24/25 | | | 48,000 | | | | 53,622 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Chevron Corp.
1.55%, 5/11/25 | | $ | 106,000 | | | $ | 108,629 | |
| | |
Chubb INA Holdings, Inc.
3.35%, 5/3/26 | | | 84,000 | | | | 92,355 | |
| | |
Cigna Corp. | | | | | | | | |
3.25%, 4/15/25 | | | 114,000 | | | | 122,940 | |
4.13%, 11/15/25 | | | 81,000 | | | | 90,841 | |
4.50%, 2/25/26 | | | 134,000 | | | | 152,676 | |
| | |
Citigroup, Inc. | | | | | | | | |
4.05%, 7/30/22 | | | 50,000 | | | | 51,963 | |
3.88%, 10/25/23(a) | | | 285,000 | | | | 307,646 | |
3.75%, 6/16/24 | | | 262,000 | | | | 285,200 | |
4.00%, 8/5/24 | | | 56,000 | | | | 61,106 | |
3.35%, 4/24/25, (3.352% fixed rate until 4/24/24; 3-month U.S. dollar London Interbank Offered Rate + 0.897% thereafter)(b) | | | 91,000 | | | | 97,078 | |
4.40%, 6/10/25 | | | 273,000 | | | | 305,102 | |
5.50%, 9/13/25 | | | 128,000 | | | | 149,260 | |
| | |
CME Group, Inc.
3.00%, 9/15/22 | | | 70,000 | | | | 72,251 | |
| | |
Comcast Cable Communications Holdings, Inc.
9.46%, 11/15/22 | | | 95,000 | | | | 106,903 | |
| | |
Comcast Corp.
3.60%, 3/1/24 | | | 133,000 | | | | 143,688 | |
3.38%, 8/15/25 | | | 68,000 | | | | 74,255 | |
3.95%, 10/15/25 | | | 135,000 | | | | 151,116 | |
| | |
Comerica, Inc.
3.70%, 7/31/23 | | | 50,000 | | | | 53,192 | |
| | |
Conagra Brands, Inc.
3.20%, 1/25/23 | | | 87,000 | | | | 90,082 | |
| | |
Connecticut Light & Power Co. (The)
2.50%, 1/15/23 | | | 56,000 | | | | 57,533 | |
| | |
Constellation Brands, Inc.
2.70%, 5/9/22 | | | 35,000 | | | | 35,647 | |
3.20%, 2/15/23 | | | 104,000 | | | | 108,348 | |
4.25%, 5/1/23 | | | 28,000 | | | | 29,877 | |
| | |
CVS Health Corp.
3.50%, 7/20/22 | | | 50,000 | | | | 51,403 | |
2.75%, 12/1/22 | | | 50,000 | | | | 51,397 | |
2.63%, 8/15/24 | | | 196,000 | | | | 207,039 | |
4.10%, 3/25/25 | | | 167,000 | | | | 185,215 | |
3.88%, 7/20/25 | | | 138,000 | | | | 152,431 | |
| | |
D.R. Horton, Inc.
2.50%, 10/15/24 | | | 78,000 | | | | 81,834 | |
| | |
Discover Financial Services
3.85%, 11/21/22 | | | 17,000 | | | | 17,814 | |
3.75%, 3/4/25 | | | 114,000 | | | | 124,486 | |
| | |
Dominion Energy, Inc.
2.75%, 9/15/22, Series B | | | 58,000 | | | | 59,239 | |
3.30%, 3/15/25, Series A | | | 109,000 | | | | 118,129 | |
| | |
DTE Energy Co.
2.53%, 10/1/24, Series C | | | 26,000 | | | | 27,335 | |
| | |
Duke Energy Corp.
2.40%, 8/15/22 | | | 40,000 | | | | 40,842 | |
3.95%, 10/15/23 | | | 37,000 | | | | 39,535 | |
| | |
Eastman Chemical Co.
3.60%, 8/15/22 | | | 60,000 | | | | 61,666 | |
| | |
Eaton Corp.
2.75%, 11/2/22 | | | 88,000 | | | | 90,876 | |
| | |
eBay, Inc.
2.75%, 1/30/23 | | | 43,000 | | | | 44,537 | |
| | |
Ecolab, Inc.
3.25%, 1/14/23 | | | 32,000 | | | | 33,258 | |
| | |
Enterprise Products Operating LLC
3.75%, 2/15/25 | | | 120,000 | | | | 130,895 | |
| | |
EOG Resources, Inc.
2.63%, 3/15/23 | | | 45,000 | | | | 46,473 | |
| | |
Equitable Holdings, Inc.
3.90%, 4/20/23 | | | 61,000 | | | | 64,536 | |
| | |
Essex Portfolio L.P.
3.88%, 5/1/24 | | | 100,000 | | | | 107,707 | |
| | |
Evergy, Inc.
2.45%, 9/15/24 | | | 36,000 | | | | 37,708 | |
| | |
Exelon Corp.
3.50%, 6/1/22 | | | 93,000 | | | | 95,378 | |
3.95%, 6/15/25 | | | 55,000 | | | | 60,535 | |
| | |
Exxon Mobil Corp.
2.73%, 3/1/23 | | | 35,000 | | | | 36,250 | |
2.71%, 3/6/25 | | | 143,000 | | | | 152,211 | |
2.99%, 3/19/25 | | | 127,000 | | | | 136,340 | |
| | |
Fifth Third Bancorp
2.60%, 6/15/22 | | | 136,000 | | | | 138,762 | |
| | |
First Horizon Corp.
4.00%, 5/26/25 | | | 34,000 | | | | 37,532 | |
| | |
Fiserv, Inc.
2.75%, 7/1/24 | | | 122,000 | | | | 128,706 | |
| | |
Fortune Brands Home & Security, Inc.
4.00%, 9/21/23 | | | 94,000 | | | | 100,870 | |
| | |
Fox Corp.
3.05%, 4/7/25 | | | 47,000 | | | | 50,345 | |
| | |
General Dynamics Corp.
2.25%, 11/15/22 | | | 65,000 | | | | 66,420 | |
3.38%, 5/15/23 | | | 78,000 | | | | 82,235 | |
| | |
General Mills, Inc.
2.60%, 10/12/22 | | | 78,000 | | | | 80,035 | |
3.70%, 10/17/23 | | | 29,000 | | | | 31,041 | |
| | |
Georgia Power Co.
2.20%, 9/15/24, Series A | | | 82,000 | | | | 85,419 | |
| | |
Gilead Sciences, Inc.
3.50%, 2/1/25 | | | 283,000 | | | | 306,780 | |
| | |
Global Payments, Inc.
2.65%, 2/15/25 | | | 68,000 | | | | 71,652 | |
| | |
HCA, Inc.
5.25%, 4/15/25 | | | 159,000 | | | | 182,136 | |
| | |
Hershey Co. (The)
3.38%, 5/15/23 | | | 85,000 | | | | 89,518 | |
| | |
Hewlett Packard Enterprise Co.
1.45%, 4/1/24 | | | 222,000 | | | | 225,847 | |
| | |
Honeywell International, Inc.
2.15%, 8/8/22 | | | 101,000 | | | | 102,938 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Host Hotels & Resorts L.P.
4.00%, 6/15/25, Series E | | $ | 58,000 | | | $ | 62,902 | |
| | |
HP, Inc.
2.20%, 6/17/25 | | | 54,000 | | | | 56,089 | |
| | |
Humana, Inc.
2.90%, 12/15/22 | | | 70,000 | | | | 72,302 | |
| | |
Hyatt Hotels Corp.
5.38%, 4/23/25 | | | 74,000 | | | | 83,662 | |
| | |
Intel Corp.
2.88%, 5/11/24 | | | 97,000 | | | | 103,165 | |
| | |
Intercontinental Exchange, Inc.
2.35%, 9/15/22 | | | 104,000 | | | | 106,279 | |
| | |
International Business Machines Corp.
2.85%, 5/13/22 | | | 100,000 | | | | 102,323 | |
3.00%, 5/15/24 | | | 100,000 | | | | 106,599 | |
| | |
Interpublic Group of Cos., Inc. (The)
4.20%, 4/15/24 | | | 10,000 | | | | 10,896 | |
| | |
Jabil, Inc.
4.70%, 9/15/22 | | | 40,000 | | | | 41,972 | |
| | |
JPMorgan Chase & Co.
3.25%, 9/23/22 | | | 50,000 | | | | 51,801 | |
2.97%, 1/15/23 | | | 186,000 | | | | 188,652 | |
3.38%, 5/1/23 | | | 50,000 | | | | 52,651 | |
3.88%, 2/1/24 | | | 71,000 | | | | 76,985 | |
3.88%, 9/10/24 | | | 109,000 | | | | 118,893 | |
4.02%, 12/5/24, (4.023% fixed rate until 12/5/23; 3-month U.S. dollar London Interbank Offered Rate + 1.00% thereafter)(b) | | | 84,000 | | | | 90,681 | |
3.13%, 1/23/25 | | | 38,000 | | | | 40,802 | |
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 | | | | 381,394 | |
3.90%, 7/15/25 | | | 138,000 | | | | 152,672 | |
| | |
Kellogg Co.
2.65%, 12/1/23 | | | 37,000 | | | | 38,867 | |
| | |
Keurig Dr Pepper, Inc.
3.40%, 11/15/25 | | | 97,000 | | | | 106,091 | |
| | |
KeyBank NA
3.40%, 5/20/26 | | | 250,000 | | | | 272,970 | |
| | |
KLA Corp.
4.65%, 11/1/24 | | | 45,000 | | | | 50,272 | |
| | |
Kroger Co. (The)
3.40%, 4/15/22 | | | 26,000 | | | | 26,425 | |
| | |
Las Vegas Sands Corp.
3.20%, 8/8/24 | | | 127,000 | | | | 133,321 | |
| | |
Leidos, Inc.
2.95%, 5/15/23 | | | 107,000 | | | | 111,299 | |
| | |
Lincoln National Corp.
4.00%, 9/1/23 | | | 144,000 | | | | 154,675 | |
| | |
Loews Corp.
3.75%, 4/1/26 | | | 83,000 | | | | 92,364 | |
| | |
Lowe’s Cos., Inc.
2.50%, 4/15/26 | | | 116,000 | | | | 123,187 | |
| | |
LYB International Finance III LLC
2.88%, 5/1/25 | | | 87,000 | | | | 92,462 | |
| | |
Marathon Petroleum Corp.
3.63%, 9/15/24 | | | 67,000 | | | | 72,124 | |
4.70%, 5/1/25 | | | 49,000 | | | | 55,297 | |
| | |
Marriott International, Inc.
3.60%, 4/15/24 | | | 108,000 | | | | 115,178 | |
5.75%, 5/1/25, Series EE | | | 50,000 | | | | 57,757 | |
| | |
Marsh & McLennan Cos., Inc.
3.30%, 3/14/23 | | | 5,000 | | | | 5,221 | |
3.88%, 3/15/24 | | | 67,000 | | | | 72,701 | |
| | |
McCormick & Co., Inc.
2.70%, 8/15/22 | | | 89,000 | | | | 91,108 | |
| | |
McDonald’s Corp.
3.25%, 6/10/24 | | | 60,000 | | | | 64,494 | |
| | |
McKesson Corp.
2.70%, 12/15/22 | | | 50,000 | | | | 51,348 | |
2.85%, 3/15/23 | | | 13,000 | | | | 13,428 | |
| | |
Medtronic, Inc.
3.50%, 3/15/25 | | | 45,000 | | | | 49,418 | |
| | |
Merck & Co., Inc.
2.80%, 5/18/23 | | | 81,000 | | | | 84,766 | |
| | |
Micron Technology, Inc.
4.64%, 2/6/24 | | | 102,000 | | | | 111,784 | |
| | |
Microsoft Corp.
3.13%, 11/3/25 | | | 65,000 | | | | 70,943 | |
| | |
MidAmerican Energy Co.
3.50%, 10/15/24 | | | 85,000 | | | | 92,103 | |
| | |
Molson Coors Beverage Co.
3.50%, 5/1/22 | | | 37,000 | | | | 37,968 | |
| | |
Mondelez International, Inc.
1.50%, 5/4/25 | | | 69,000 | | | | 70,290 | |
| | |
Moody’s Corp.
4.88%, 2/15/24 | | | 82,000 | | | | 90,056 | |
| | |
Morgan Stanley
2.75%, 5/19/22 | | | 60,000 | | | | 61,336 | |
3.13%, 1/23/23 | | | 75,000 | | | | 78,221 | |
3.74%, 4/24/24, (3.737% fixed rate until 4/24/23; 3-month U.S. dollar London Interbank Offered Rate + 0.847% thereafter)(b) | | | 100,000 | | | | 105,756 | |
3.70%, 10/23/24 | | | 217,000 | | | | 236,795 | |
2.72%, 7/22/25, (2.72% fixed rate until 7/22/24; Secured Overnight Financing Rate + 1.152% thereafter)(b) | | | 293,000 | | | | 308,626 | |
4.00%, 7/23/25 | | | 100,000 | | | | 111,391 | |
5.00%, 11/24/25 | | | 131,000 | | | | 151,166 | |
3.88%, 1/27/26 | | | 205,000 | | | | 229,241 | |
| | |
MPLX L.P.
4.50%, 7/15/23 | | | 47,000 | | | | 50,312 | |
4.88%, 12/1/24 | | | 75,000 | | | | 84,037 | |
4.00%, 2/15/25 | | | 68,000 | | | | 74,271 | |
| | |
NetApp, Inc.
1.88%, 6/22/25 | | | 54,000 | | | | 55,582 | |
| | |
NextEra Energy Capital Holdings, Inc.
3.15%, 4/1/24 | | | 93,000 | | | | 98,955 | |
| | |
Norfolk Southern Corp.
3.85%, 1/15/24 | | | 72,000 | | | | 77,250 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Northern States Power Co.
2.60%, 5/15/23 | | $ | 54,000 | | | $ | 55,673 | |
| | |
Northrop Grumman Corp.
3.25%, 8/1/23 | | | 43,000 | | | | 45,502 | |
| | |
NVR, Inc.
3.95%, 9/15/22 | | | 39,000 | | | | 40,291 | |
| | |
Old Republic International Corp.
4.88%, 10/1/24 | | | 22,000 | | | | 24,595 | |
| | |
Omega Healthcare Investors, Inc.
4.38%, 8/1/23 | | | 10,000 | | | | 10,670 | |
| | |
Omnicom Group, Inc.
3.65%, 11/1/24 | | | 36,000 | | | | 39,097 | |
| | |
Oracle Corp.
3.63%, 7/15/23 | | | 166,000 | | | | 176,425 | |
2.95%, 11/15/24 | | | 48,000 | | | | 51,160 | |
2.50%, 4/1/25 | | | 165,000 | | | | 173,372 | |
2.95%, 5/15/25 | | | 142,000 | | | | 151,277 | |
| | |
Packaging Corp. of America
4.50%, 11/1/23 | | | 67,000 | | | | 72,443 | |
| | |
PayPal Holdings, Inc.
1.65%, 6/1/25 | | | 55,000 | | | | 56,509 | |
| | |
PepsiCo, Inc.
2.75%, 3/1/23 | | | 80,000 | | | | 83,249 | |
| | |
Philip Morris International, Inc.
2.38%, 8/17/22 | | | 77,000 | | | | 78,668 | |
2.50%, 11/2/22 | | | 111,000 | | | | 114,044 | |
| | |
Phillips 66
4.30%, 4/1/22 | | | 209,000 | | | | 215,145 | |
| | |
Pioneer Natural Resources Co.
1.13%, 1/15/26 | | | 156,000 | | | | 154,551 | |
| | |
PNC Financial Services Group, Inc. (The)
3.50%, 1/23/24 | | | 137,000 | | | | 147,117 | |
| | |
PPL Capital Funding, Inc.
3.10%, 5/15/26 | | | 115,000 | | | | 123,788 | |
| | |
Procter & Gamble Co. (The)
1.00%, 4/23/26 | | | 30,000 | | | | 30,271 | |
| | |
Prudential Financial, Inc.
3.50%, 5/15/24 | | | 34,000 | | | | 36,831 | |
| | |
Public Service Enterprise Group, Inc.
2.65%, 11/15/22 | | | 25,000 | | | | 25,721 | |
2.88%, 6/15/24 | | | 82,000 | | | | 86,989 | |
| | |
QUALCOMM, Inc.
3.45%, 5/20/25 | | | 68,000 | | | | 74,652 | |
| | |
Raytheon Technologies Corp.
2.50%, 12/15/22 | | | 44,000 | | | | 45,161 | |
| | |
Realty Income Corp.
4.65%, 8/1/23 | | | 45,000 | | | | 48,428 | |
| | |
Regions Financial Corp.
3.80%, 8/14/23 | | | 45,000 | | | | 47,999 | |
| | |
Reliance Steel & Aluminum Co.
4.50%, 4/15/23 | | | 35,000 | | | | 37,087 | |
| | |
Republic Services, Inc.
0.88%, 11/15/25 | | | 65,000 | | | | 64,460 | |
| | |
Roper Technologies, Inc.
3.13%, 11/15/22 | | | 23,000 | | | | 23,700 | |
3.65%, 9/15/23 | | | 73,000 | | | | 77,867 | |
| | |
Ross Stores, Inc.
0.88%, 4/15/26(a) | | | 90,000 | | | | 88,246 | |
| | |
salesforce.com, Inc.
3.25%, 4/11/23 | | | 35,000 | | | | 36,735 | |
| | |
San Diego Gas & Electric Co.
3.60%, 9/1/23, Series NNN | | | 147,000 | | | | 155,699 | |
| | |
Sherwin-Williams Co. (The)
3.45%, 8/1/25 | | | 48,000 | | | | 52,262 | |
| | |
Southwest Airlines Co.
5.25%, 5/4/25 | | | 70,000 | | | | 79,990 | |
| | |
Southwestern Electric Power Co.
1.65%, 3/15/26, Series N | | | 121,000 | | | | 122,650 | |
| | |
Starbucks Corp.
3.10%, 3/1/23 | | | 117,000 | | | | 122,153 | |
| | |
State Street Corp.
3.70%, 11/20/23 | | | 28,000 | | | | 30,229 | |
| | |
Stryker Corp.
3.38%, 5/15/24 | | | 24,000 | | | | 25,749 | |
| | |
Synchrony Financial
4.25%, 8/15/24 | | | 162,000 | | | | 177,147 | |
| | |
Sysco Corp.
2.60%, 6/12/22 | | | 45,000 | | | | 45,959 | |
5.65%, 4/1/25 | | | 44,000 | | | | 51,055 | |
| | |
Tapestry, Inc.
3.00%, 7/15/22 | | | 37,000 | | | | 37,749 | |
| | |
Target Corp.
2.25%, 4/15/25 | | | 54,000 | | | | 56,695 | |
| | |
Teledyne Technologies, Inc.
1.60%, 4/1/26 | | | 80,000 | | | | 80,282 | |
| | |
Textron, Inc.
4.30%, 3/1/24 | | | 77,000 | | | | 83,449 | |
| | |
TJX Cos., Inc. (The)
2.50%, 5/15/23 | | | 42,000 | | | | 43,467 | |
| | |
Toyota Motor Credit Corp.
3.00%, 4/1/25 | | | 221,000 | | | | 237,608 | |
| | |
Truist Bank
2.80%, 5/17/22 | | | 102,000 | | | | 104,095 | |
3.20%, 4/1/24 | | | 46,000 | | | | 49,233 | |
| | |
Truist Financial Corp.
2.75%, 4/1/22 | | | 164,000 | | | | 166,777 | |
3.05%, 6/20/22 | | | 38,000 | | | | 38,951 | |
2.50%, 8/1/24 | | | 65,000 | | | | 68,573 | |
| | |
TWDC Enterprises 18 Corp.
2.35%, 12/1/22 | | | 96,000 | | | | 98,673 | |
| | |
Tyson Foods, Inc.
4.50%, 6/15/22 | | | 87,000 | | | | 89,536 | |
3.95%, 8/15/24 | | | 14,000 | | | | 15,239 | |
| | |
U.S. Bancorp
2.95%, 7/15/22 | | | 157,000 | | | | 161,076 | |
| | |
Union Electric Co.
3.50%, 4/15/24 | | | 40,000 | | | | 42,887 | |
| | |
Union Pacific Corp.
3.50%, 6/8/23 | | | 80,000 | | | | 84,680 | |
3.15%, 3/1/24 | | | 54,000 | | | | 57,635 | |
| | |
United Parcel Service, Inc.
2.50%, 4/1/23 | | | 83,000 | | | | 86,010 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
UnitedHealth Group, Inc.
2.38%, 8/15/24 | | $ | 94,000 | | | $ | 98,939 | |
| | |
Valero Energy Corp.
3.65%, 3/15/25 | | | 50,000 | | | | 54,526 | |
| | |
Ventas Realty L.P.
4.13%, 1/15/26 | | | 109,000 | | | | 122,065 | |
| | |
Verizon Communications, Inc.
3.50%, 11/1/24 | | | 140,000 | | | | 151,560 | |
3.38%, 2/15/25 | | | 46,000 | | | | 49,991 | |
1.68%, 10/30/30 | | | 100,000 | | | | 95,676 | |
| | |
VF Corp.
2.40%, 4/23/25 | | | 34,000 | | | | 35,676 | |
| | |
ViacomCBS, Inc.
4.75%, 5/15/25 | | | 111,000 | | | | 125,641 | |
4.00%, 1/15/26 | | | 82,000 | | | | 91,237 | |
| | |
Walmart, Inc.
3.40%, 6/26/23 | | | 143,000 | | | | 151,473 | |
| | |
Walt Disney Co. (The)
3.35%, 3/24/25 | | | 46,000 | | | | 50,071 | |
| | |
Wells Fargo & Co.
4.48%, 1/16/24 | | | 200,000 | | | | 219,076 | |
3.75%, 1/24/24 | | | 233,000 | | | | 250,708 | |
3.30%, 9/9/24 | | | 146,000 | | | | 157,426 | |
3.00%, 2/19/25 | | | 86,000 | | | | 92,199 | |
3.55%, 9/29/25 | | | 138,000 | | | | 151,828 | |
2.41%, 10/30/25, (2.406% fixed rate until 10/30/24; Secured Overnight Financing Rate + 1.087% thereafter)(b) | | | 145,000 | | | | 151,764 | |
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 | | | | 103,800 | |
| | |
Western Union Co. (The)
2.85%, 1/10/25 | | | 57,000 | | | | 60,373 | |
| | |
WRKCo, Inc.
3.75%, 3/15/25 | | | 63,000 | | | | 68,850 | |
| | |
Xilinx, Inc.
2.95%, 6/1/24 | | | 76,000 | | | | 80,454 | |
| | |
Zoetis, Inc.
3.25%, 2/1/23 | | | 91,000 | | | | 94,516 | |
TOTAL U.S. CORPORATE BONDS
(Cost: $28,788,906) | | | | | | | 29,214,839 | |
| | |
| FOREIGN CORPORATE BONDS – 4.1% | | | | | | | | |
| | |
| Germany – 1.5% | | | | | | | | |
| | |
Deutsche Bank AG
3.70%, 5/30/24 | | | 100,000 | | | | 107,338 | |
3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(b) | | | 150,000 | | | | 162,400 | |
1.69%, 3/19/26 | | | 200,000 | | | | 201,886 | |
| | | | | | | | |
| Total Germany | | | | | | | 471,624 | |
| | |
| Switzerland – 0.1% | | | | | | | | |
| | |
Novartis Capital Corp.
2.40%, 5/17/22 | | | 20,000 | | | | 20,353 | |
| | |
| United Kingdom – 2.5% | | | | | | | | |
| | |
BAT Capital Corp.
3.22%, 8/15/24 | | | 169,000 | | | | 179,591 | |
| | |
Diageo Investment Corp.
2.88%, 5/11/22 | | | 108,000 | | | | 110,437 | |
| | |
GlaxoSmithKline Capital, Inc.
3.38%, 5/15/23 | | | 56,000 | | | | 59,151 | |
| | |
Reynolds American, Inc.
4.85%, 9/15/23 | | | 252,000 | | | | 274,982 | |
4.45%, 6/12/25 | | | 137,000 | | | | 151,945 | |
| | | | | | | | |
| Total United Kingdom | | | | | | | 776,106 | |
TOTAL FOREIGN CORPORATE BONDS
(Cost: $1,250,043) | | | | | | | 1,268,083 | |
| | |
| | | Shares | | | | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.7% | |
|
| United States – 0.7% | |
| | |
State Street Navigator Securities Lending
Government Money Market Portfolio, 0.02%(d) | | | | | | | | |
| (Cost: $231,720) | | | 231,720 | | | | 231,720 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 99.4% (Cost: $30,270,669) | | | | 30,714,642 | |
| |
Other Assets less Liabilities – 0.6% | | | | 171,157 | |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 30,885,799 | |
| (a) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $225,755 and the total market value of the collateral held by the Fund was $231,720. |
| (b) | Rate shown reflects the accrual rate as of June 30, 2021 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 June 30, 2021. |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
June 30, 2021
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | — | | | $ | 29,214,839 | | | $ | — | | | $ | 29,214,839 | |
Foreign Corporate Bonds | | | — | | | | 1,268,083 | | | | — | | | | 1,268,083 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 231,720 | | | | — | | | | 231,720 | |
Total Investments in Securities | | $ | — | | | $ | 30,714,642 | | | $ | — | | | $ | 30,714,642 | |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
|
| U.S. CORPORATE BONDS – 98.0% | |
|
| United States – 98.0% | |
| | |
Abercrombie & Fitch Management Co.
8.75%, 7/15/25(a) | | $ | 30,000 | | | $ | 33,299 | |
| | |
ADT Security Corp. (The)
3.50%, 7/15/22 | | | 52,000 | | | | 53,147 | |
4.13%, 6/15/23 | | | 33,000 | | | | 34,790 | |
| | |
Akumin, Inc.
7.00%, 11/1/25(a) | | | 50,000 | | | | 51,901 | |
| | |
Alliance Resource Operating Partners L.P.
7.50%, 5/1/25(a) | | | 40,000 | | | | 39,257 | |
| | |
Ally Financial, Inc.
5.75%, 11/20/25 | | | 50,000 | | | | 57,413 | |
| | |
AMC Networks, Inc.
5.00%, 4/1/24 | | | 50,000 | | | | 50,824 | |
| | |
American Axle & Manufacturing, Inc.
6.25%, 4/1/25(b) | | | 106,000 | | | | 109,778 | |
| | |
AmeriGas Partners L.P.
5.50%, 5/20/25 | | | 110,000 | | | | 121,316 | |
| | |
APX Group, Inc.
7.88%, 12/1/22 | | | 80,000 | | | | 80,336 | |
7.63%, 9/1/23 | | | 30,000 | | | | 30,848 | |
| | |
Aramark Services, Inc.
6.38%, 5/1/25(a) | | | 100,000 | | | | 106,349 | |
| | |
Avient Corp.
5.25%, 3/15/23 | | | 43,000 | | | | 46,107 | |
| | |
B&G Foods, Inc.
5.25%, 4/1/25 | | | 100,000 | | | | 102,896 | |
| | |
Ball Corp.
5.25%, 7/1/25 | | | 60,000 | | | | 68,009 | |
| | |
Bausch Health Americas, Inc.
9.25%, 4/1/26(a) | | | 160,000 | | | | 174,194 | |
| | |
Berry Global, Inc.
4.50%, 2/15/26(a)(b) | | | 60,000 | | | | 61,412 | |
| | |
Berry Petroleum Co. LLC
7.00%, 2/15/26(a) | | | 40,000 | | | | 40,792 | |
| | |
Boyd Gaming Corp.
8.63%, 6/1/25(a) | | | 80,000 | | | | 88,206 | |
| | |
Brinker International, Inc.
5.00%, 10/1/24(a) | | | 40,000 | | | | 42,296 | |
| | |
Brookfield Property REIT, Inc.
5.75%, 5/15/26(a) | | | 50,000 | | | | 52,587 | |
| | |
Brundage-Bone Concrete Pumping Holdings, Inc. 6.00%, 2/1/26(a) | | | 40,000 | | | | 42,270 | |
| | |
Calumet Specialty Products Partners L.P.
7.63%, 1/15/22 | | | 13,000 | | | | 13,001 | |
11.00%, 4/15/25(a) | | | 50,000 | | | | 54,564 | |
| | |
CCO Holdings LLC
4.00%, 3/1/23(a) | | | 22,000 | | | | 22,228 | |
| | |
CDW LLC
4.13%, 5/1/25 | | | 56,000 | | | | 58,572 | |
| | |
Cedar Fair L.P.
5.38%, 6/1/24 | | | 140,000 | | | | 141,606 | |
| | |
Charter Communications Operating LLC
4.50%, 2/1/24 | | | 60,000 | | | | 65,386 | |
| | |
Cinemark USA, Inc.
5.88%, 3/15/26(a) | | | 40,000 | | | | 42,022 | |
| | |
CNX Midstream Partners L.P.
6.50%, 3/15/26(a) | | | 30,000 | | | | 31,445 | |
| | |
Cogent Communications Group, Inc.
5.38%, 3/1/22(a) | | | 31,000 | | | | 31,553 | |
| | |
CommScope Technologies LLC
6.00%, 6/15/25(a) | | | 150,000 | | | | 153,354 | |
| | |
CommScope, Inc.
5.50%, 3/1/24(a) | | | 140,000 | | | | 144,295 | |
6.00%, 3/1/26(a) | | | 60,000 | | | | 63,389 | |
| | |
Community Health Systems, Inc.
6.63%, 2/15/25(a) | | | 100,000 | | | | 105,802 | |
8.00%, 3/15/26(a) | | | 260,000 | | | | 280,532 | |
| | |
Continental Resources, Inc.
3.80%, 6/1/24 | | | 50,000 | | | | 52,937 | |
| | |
CoreCivic, Inc.
8.25%, 4/15/26 | | | 50,000 | | | | 52,125 | |
| | |
Coty, Inc.
6.50%, 4/15/26(a) | | | 60,000 | | | | 60,806 | |
| | |
Covanta Holding Corp.
5.88%, 7/1/25 | | | 60,000 | | | | 62,128 | |
| | |
Crestwood Midstream Partners L.P.
5.75%, 4/1/25 | | | 40,000 | | | | 41,169 | |
| | |
CSC Holdings LLC
6.75%, 11/15/21 | | | 50,000 | | | | 51,054 | |
| | |
Curo Group Holdings Corp.
8.25%, 9/1/25(a) | | | 80,000 | | | | 83,202 | |
| | |
CVR Partners L.P.
9.25%, 6/15/23(a) | | | 17,000 | | | | 17,053 | |
| | |
Delta Air Lines, Inc.
3.80%, 4/19/23 | | | 60,000 | | | | 62,342 | |
2.90%, 10/28/24 | | | 80,000 | | | | 81,481 | |
7.38%, 1/15/26 | | | 80,000 | | | | 93,959 | |
| | |
DISH DBS Corp.
5.88%, 7/15/22 | | | 214,000 | | | | 223,416 | |
5.00%, 3/15/23 | | | 30,000 | | | | 31,473 | |
| | |
Diversified Healthcare Trust
9.75%, 6/15/25 | | | 50,000 | | | | 55,616 | |
| | |
EMC Corp.
3.38%, 6/1/23 | | | 37,000 | | | | 38,433 | |
| | |
Enova International, Inc.
8.50%, 9/15/25(a) | | | 40,000 | | | | 41,575 | |
| | |
Enviva Partners L.P.
6.50%, 1/15/26(a) | | | 50,000 | | | | 52,366 | |
| | |
EQM Midstream Partners L.P.
6.00%, 7/1/25(a) | | | 100,000 | | | | 109,071 | |
| | |
ESH Hospitality, Inc.
5.25%, 5/1/25(a) | | | 121,000 | | | | 123,299 | |
| | |
FelCor Lodging L.P.
6.00%, 6/1/25 | | | 40,000 | | | | 40,910 | |
| | |
Fluor Corp.
3.50%, 12/15/24(b) | | | 50,000 | | | | 52,879 | |
| | |
Ford Motor Co.
9.00%, 4/22/25 | | | 200,000 | | | | 246,632 | |
| | |
Ford Motor Credit Co. LLC
4.06%, 11/1/24 | | | 200,000 | | | | 212,966 | |
| | |
Forestar Group, Inc.
3.85%, 5/15/26(a) | | | 40,000 | | | | 40,447 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Fortress Transportation & Infrastructure Investors LLC
6.50%, 10/1/25(a) | | $ | 75,000 | | | $ | 77,969 | |
| | |
Freeport-McMoRan, Inc.
3.55%, 3/1/22 | | | 2,000 | | | | 2,022 | |
| | |
G-III Apparel Group Ltd.
7.88%, 8/15/25(a) | | | 40,000 | | | | 43,500 | |
| | |
Gates Global LLC
6.25%, 1/15/26(a) | | | 50,000 | | | | 52,526 | |
| | |
Genesis Energy L.P.
6.50%, 10/1/25 | | | 90,000 | | | | 91,217 | |
| | |
GLP Capital L.P.
3.35%, 9/1/24 | | | 70,000 | | | | 74,241 | |
| | |
Golden Entertainment, Inc.
7.63%, 4/15/26(a) | | | 40,000 | | | | 42,595 | |
| | |
Golden Nugget, Inc.
6.75%, 10/15/24(a) | | | 150,000 | | | | 151,315 | |
| | |
Goodyear Tire & Rubber Co. (The)
9.50%, 5/31/25 | | | 30,000 | | | | 33,548 | |
| | |
Hanesbrands, Inc.
4.63%, 5/15/24(a) | | | 90,000 | | | | 95,784 | |
5.38%, 5/15/25(a) | | | 40,000 | | | | 42,367 | |
4.88%, 5/15/26(a) | | | 50,000 | | | | 54,086 | |
| | |
HAT Holdings I LLC
6.00%, 4/15/25(a) | | | 45,000 | | | | 47,669 | |
| | |
HCA, Inc.
5.88%, 5/1/23 | | | 172,000 | | | | 187,000 | |
5.38%, 2/1/25 | | | 100,000 | | | | 112,863 | |
| | |
iHeartCommunications, Inc.
6.38%, 5/1/26 | | | 60,000 | | | | 63,897 | |
| | |
iStar, Inc.
5.50%, 2/15/26 | | | 170,000 | | | | 178,272 | |
| | |
KAR Auction Services, Inc.
5.13%, 6/1/25(a) | | | 75,000 | | | | 77,035 | |
| | |
KB Home
7.63%, 5/15/23 | | | 23,000 | | | | 25,025 | |
| | |
Kraton Polymers LLC
4.25%, 12/15/25(a) | | | 40,000 | | | | 40,841 | |
| | |
Lamb Weston Holdings, Inc.
4.63%, 11/1/24(a) | | | 46,000 | | | | 47,618 | |
| | |
Lannett Co., Inc.
7.75%, 4/15/26(a) | | | 40,000 | | | | 39,936 | |
| | |
Lennar Corp.
4.50%, 4/30/24 | | | 34,000 | | | | 37,223 | |
| | |
Lumen Technologies, Inc.
5.80%, 3/15/22, Series T | | | 2,000 | | | | 2,061 | |
7.50%, 4/1/24, Series Y | | | 209,000 | | | | 234,872 | |
| | |
Magellan Health, Inc.
4.90%, 9/22/24 | | | 38,000 | | | | 42,266 | |
| | |
Marriott Ownership Resorts, Inc.
6.13%, 9/15/25(a) | | | 30,000 | | | | 31,928 | |
| | |
Maxim Crane Works Holdings Capital LLC
10.13%, 8/1/24(a) | | | 50,000 | | | | 51,719 | |
| | |
MDC Partners, Inc.
7.50%, 5/1/24(a) | | | 100,000 | | | | 101,505 | |
| | |
MGM Growth Properties Operating Partnership L.P. 4.63%, 6/15/25(a) | | | 70,000 | | | | 74,833 | |
| | |
MGM Resorts International
6.00%, 3/15/23 | | | 174,000 | | | | 186,272 | |
| | |
Microchip Technology, Inc.
4.25%, 9/1/25 | | | 35,000 | | | | 36,795 | |
| | |
ModivCare, Inc.
5.88%, 11/15/25(a) | | | 50,000 | | | | 53,553 | |
| | |
Molina Healthcare, Inc.
5.38%, 11/15/22 | | | 47,000 | | | | 49,277 | |
| | |
Navient Corp.
6.13%, 3/25/24 | | | 35,000 | | | | 37,868 | |
5.88%, 10/25/24 | | | 146,000 | | | | 158,106 | |
6.75%, 6/25/25 | | | 100,000 | | | | 110,743 | |
| | |
Newell Brands, Inc.
4.35%, 4/1/23 | | | 71,000 | | | | 74,710 | |
| | |
Newmark Group, Inc.
6.13%, 11/15/23 | | | 11,000 | | | | 12,114 | |
| | |
NextEra Energy Operating Partners L.P.
4.25%, 7/15/24(a) | | | 60,000 | | | | 63,341 | |
| | |
NortonLifeLock, Inc.
5.00%, 4/15/25(a) | | | 90,000 | | | | 91,278 | |
| | |
NRG Energy, Inc.
7.25%, 5/15/26 | | | 140,000 | | | | 145,523 | |
| | |
NuStar Logistics L.P.
5.75%, 10/1/25 | | | 50,000 | | | | 54,561 | |
| | |
Occidental Petroleum Corp.
2.70%, 8/15/22 | | | 100,000 | | | | 102,030 | |
2.90%, 8/15/24 | | | 354,000 | | | | 362,340 | |
| | |
Oceaneering International, Inc.
4.65%, 11/15/24 | | | 40,000 | | | | 40,312 | |
| | |
Olin Corp.
9.50%, 6/1/25(a) | | | 30,000 | | | | 37,406 | |
| | |
OneMain Finance Corp.
6.13%, 3/15/24 | | | 231,000 | | | | 248,822 | |
6.88%, 3/15/25 | | | 70,000 | | | | 79,047 | |
7.13%, 3/15/26 | | | 60,000 | | | | 69,956 | |
| | |
Outfront Media Capital LLC
6.25%, 6/15/25(a) | | | 30,000 | | | | 31,884 | |
| | |
Owens-Brockway Glass Container, Inc.
5.88%, 8/15/23(a) | | | 50,000 | | | | 53,941 | |
| | |
Park Intermediate Holdings LLC
7.50%, 6/1/25(a) | | | 40,000 | | | | 43,392 | |
| | |
Party City Holdings, Inc.
8.75%, 2/15/26(a) | | | 90,000 | | | | 96,411 | |
| | |
PBF Holding Co. LLC
9.25%, 5/15/25(a) | | | 100,000 | | | | 100,876 | |
| | |
PBF Logistics L.P.
6.88%, 5/15/23(b) | | | 52,000 | | | | 51,402 | |
| | |
PDC Energy, Inc.
6.13%, 9/15/24 | | | 80,000 | | | | 81,894 | |
| | |
Peabody Energy Corp.
6.38%, 3/31/25(a) | | | 60,000 | | | | 44,261 | |
| | |
PHH Mortgage Corp.
7.88%, 3/15/26(a) | | | 40,000 | | | | 41,440 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Principal
Amount | | | Value | |
| | |
Picasso Finance Sub, Inc.
6.13%, 6/15/25(a) | | $ | 50,000 | | | $ | 53,024 | |
| | |
Prime Healthcare Services, Inc.
7.25%, 11/1/25(a) | | | 100,000 | | | | 108,379 | |
| | |
Prime Security Services Borrower LLC
5.25%, 4/15/24(a) | | | 117,000 | | | | 125,484 | |
5.75%, 4/15/26(a) | | | 100,000 | | | | 110,714 | |
| | |
QVC, Inc.
4.38%, 3/15/23 | | | 80,000 | | | | 84,422 | |
| | |
Radian Group, Inc.
6.63%, 3/15/25 | | | 30,000 | | | | 33,921 | |
| | |
Rattler Midstream L.P.
5.63%, 7/15/25(a) | | | 40,000 | | | | 42,100 | |
| | |
Rayonier AM Products, Inc.
5.50%, 6/1/24(a)(b) | | | 140,000 | | | | 134,799 | |
| | |
Realogy Group LLC
4.88%, 6/1/23(a) | | | 71,000 | | | | 74,035 | |
| | |
Sabre GLBL, Inc.
9.25%, 4/15/25(a) | | | 65,000 | | | | 77,351 | |
7.38%, 9/1/25(a) | | | 110,000 | | | | 119,707 | |
| | |
Scientific Games International, Inc.
8.63%, 7/1/25(a)(b) | | | 118,000 | | | | 129,238 | |
8.25%, 3/15/26(a) | | | 150,000 | | | | 161,178 | |
| | |
Sealed Air Corp.
4.88%, 12/1/22(a) | | | 46,000 | | | | 47,958 | |
| | |
SeaWorld Parks & Entertainment, Inc.
9.50%, 8/1/25(a) | | | 54,000 | | | | 58,223 | |
| | |
Service Properties Trust
4.35%, 10/1/24 | | | 70,000 | | | | 70,700 | |
7.50%, 9/15/25 | | | 115,000 | | | | 130,487 | |
| | |
Sirius XM Radio, Inc.
3.88%, 8/1/22(a) | | | 108,000 | | | | 108,327 | |
| | |
Six Flags Entertainment Corp.
4.88%, 7/31/24(a) | | | 64,000 | | | | 64,673 | |
| | |
Six Flags Theme Parks, Inc.
7.00%, 7/1/25(a) | | | 90,000 | | | | 97,077 | |
| | |
Spirit AeroSystems, Inc.
5.50%, 1/15/25(a) | | | 70,000 | | | | 74,589 | |
7.50%, 4/15/25(a) | | | 100,000 | | | | 107,105 | |
| | |
Sprint Communications, Inc.
6.00%, 11/15/22 | | | 190,000 | | | | 202,150 | |
| | |
Sprint Corp.
7.63%, 2/15/25 | | | 170,000 | | | | 202,060 | |
7.63%, 3/1/26 | | | 30,000 | | | | 36,743 | |
| | |
SSL Robotics LLC
9.75%, 12/31/23(a) | | | 50,000 | | | | 55,207 | |
| | |
Starwood Property Trust, Inc.
4.75%, 3/15/25 | | | 40,000 | | | | 41,934 | |
| | |
SunCoke Energy Partners L.P.
7.50%, 6/15/25(a) | | | 50,000 | | | | 51,938 | |
| | |
Surgery Center Holdings, Inc.
6.75%, 7/1/25(a) | | | 40,000 | | | | 40,830 | |
| | |
T-Mobile USA, Inc.
4.00%, 4/15/22 | | | 31,000 | | | | 31,651 | |
| | |
Taylor Morrison Communities, Inc.
5.63%, 3/1/24(a) | | | 23,000 | | | | 25,049 | |
| | |
Tenet Healthcare Corp.
6.75%, 6/15/23 | | | 236,000 | | | | 257,346 | |
4.88%, 1/1/26(a) | | | 100,000 | | | | 103,695 | |
| | |
TerraForm Power Operating LLC
4.25%, 1/31/23(a) | | | 40,000 | | | | 41,218 | |
| | |
Townsquare Media, Inc.
6.88%, 2/1/26(a) | | | 60,000 | | | | 64,254 | |
| | |
TransDigm, Inc.
8.00%, 12/15/25(a) | | | 360,000 | | | | 389,214 | |
6.25%, 3/15/26(a) | | | 10,000 | | | | 10,555 | |
| | |
Transocean, Inc.
7.25%, 11/1/25(a) | | | 40,000 | | | | 34,830 | |
7.50%, 1/15/26(a) | | | 40,000 | | | | 34,456 | |
| | |
Travel & Leisure Co.
6.60%, 10/1/25 | | | 30,000 | | | | 33,957 | |
| | |
TRI Pointe Group, Inc.
5.88%, 6/15/24 | | | 34,000 | | | | 37,856 | |
| | |
TripAdvisor, Inc.
7.00%, 7/15/25(a) | | | 40,000 | | | | 43,171 | |
| | |
Tronox, Inc.
6.50%, 5/1/25(a) | | | 40,000 | | | | 42,545 | |
| | |
Tutor Perini Corp.
6.88%, 5/1/25(a) | | | 50,000 | | | | 51,784 | |
| | |
U.S. Foods, Inc.
6.25%, 4/15/25(a) | | | 75,000 | | | | 79,610 | |
| | |
United Airlines Holdings, Inc.
4.25%, 10/1/22 | | | 121,000 | | | | 124,013 | |
| | |
Uniti Group L.P.
7.13%, 12/15/24(a) | | | 150,000 | | | | 155,295 | |
7.88%, 2/15/25(a) | | | 250,000 | | | | 267,932 | |
| | |
USA Compression Partners L.P.
6.88%, 4/1/26 | | | 60,000 | | | | 63,059 | |
| | |
Vail Resorts, Inc.
6.25%, 5/15/25(a) | | | 50,000 | | | | 53,560 | |
| | |
VICI Properties LP
3.50%, 2/15/25(a) | | | 50,000 | | | | 51,456 | |
| | |
W&T Offshore, Inc.
9.75%, 11/1/23(a) | | | 60,000 | | | | 58,285 | |
| | |
WESCO Distribution, Inc.
7.13%, 6/15/25(a) | | | 125,000 | | | | 135,210 | |
| | |
Western Digital Corp.
4.75%, 2/15/26 | | | 70,000 | | | | 77,841 | |
| | |
Western Midstream Operating L.P.
4.35%, 2/1/25 | | | 100,000 | | | | 105,797 | |
| | |
Xerox Corp.
4.38%, 3/15/23 | | | 44,000 | | | | 45,997 | |
| | |
Xerox Holdings Corp.
5.00%, 8/15/25(a) | | | 100,000 | | | | 105,808 | |
| | |
XHR L.P.
6.38%, 8/15/25(a) | | | 40,000 | | | | 42,626 | |
XPO Logistics, Inc.
6.25%, 5/1/25(a) | | | 125,000 | | | | 133,144 | |
TOTAL U.S. CORPORATE BONDS
(Cost: $14,391,292) | | | | 14,685,970 | |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree U.S. Short-Term High Yield Corporate Bond Fund (SFHY)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | |
Value | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.3% | |
|
| United States – 2.3% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 0.02%(d) | | | | | | | | |
| (Cost: $345,015) | | | 345,015 | | | $ | 345,015 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 100.3% (Cost: $14,736,307) | | | | 15,030,985 | |
| |
Other Assets less Liabilities – (0.3)% | | | | (47,304 | ) |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 14,983,681 | |
| (a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (b) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $333,856 and the total market value of the collateral held by the Fund was $345,015. |
| (c) | Rate shown reflects the accrual rate as of June 30, 2021 on securities with variable or step rates. |
| (d) | Rate shown represents annualized 7-day yield as of June 30, 2021. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | — | | | $ | 14,685,970 | | | $ | — | | | $ | 14,685,970 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 345,015 | | | | — | | | | 345,015 | |
Total Investments in Securities | | $ | — | | | $ | 15,030,985 | | | $ | — | | | $ | 15,030,985 | |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| COMMON STOCKS – 79.5% | |
|
| Brazil – 5.9% | |
| | |
Ambev S.A. | | | 1,800 | | | $ | 6,123 | |
| | |
B3 S.A. – Brasil Bolsa Balcao | | | 1,800 | | | | 6,034 | |
| | |
Banco Bradesco S.A., Preference Shares | | | 1,900 | | | | 9,743 | |
| | |
Banco Inter S.A. | | | 300 | | | | 4,651 | |
| | |
Banco Santander Brasil S.A. | | | 100 | | | | 807 | |
| | |
CCR S.A. | | | 300 | | | | 804 | |
| | |
Centrais Eletricas Brasileiras S.A. | | | 100 | | | | 860 | |
| | |
Cia Siderurgica Nacional S.A. | | | 200 | | | | 1,753 | |
| | |
Cosan S.A. | | | 300 | | | | 1,433 | |
| | |
Equatorial Energia S.A. | | | 200 | | | | 989 | |
| | |
Gerdau S.A., Preference Shares | | | 300 | | | | 1,770 | |
| | |
Hapvida Participacoes e Investimentos S.A.(a) | | | 400 | | | | 1,229 | |
| | |
Itau Unibanco Holding S.A., Preference Shares | | | 1,500 | | | | 8,908 | |
| | |
Itausa S.A., Preference Shares | | | 1,100 | | | | 2,444 | |
| | |
JBS S.A. | | | 300 | | | | 1,740 | |
| | |
Klabin S.A.* | | | 200 | | | | 1,050 | |
| | |
Localiza Rent a Car S.A. | | | 300 | | | | 3,826 | |
| | |
Lojas Americanas S.A., Preference Shares | | | 200 | | | | 860 | |
| | |
Lojas Renner S.A. | | | 300 | | | | 2,644 | |
| | |
Magazine Luiza S.A. | | | 1,000 | | | | 4,215 | |
| | |
Natura & Co. Holding S.A.* | | | 400 | | | | 4,523 | |
| | |
Notre Dame Intermedica Participacoes S.A. | | | 100 | | | | 1,693 | |
| | |
Petrobras Distribuidora S.A. | | | 200 | | | | 1,063 | |
| | |
Petroleo Brasileiro S.A., Preference Shares | | | 2,600 | | | | 15,249 | |
| | |
Raia Drogasil S.A. | | | 500 | | | | 2,462 | |
| | |
Rumo S.A.* | | | 300 | | | | 1,145 | |
| | |
Suzano S.A.* | | | 200 | | | | 2,384 | |
| | |
Telefonica Brasil S.A. | | | 100 | | | | 837 | |
| | |
Vale S.A. | | | 1,200 | | | | 27,083 | |
| | |
Via Varejo S.A.* | | | 300 | | | | 944 | |
| | |
WEG S.A. | | | 600 | | | | 4,029 | |
| | | | | | | | |
| Total Brazil | | | | | | | 123,295 | |
| | |
| Chile – 0.5% | | | | | | | | |
| | |
Banco de Chile | | | 12,436 | | | | 1,238 | |
| | |
Banco de Credito e Inversiones S.A. | | | 16 | | | | 681 | |
| | |
Banco Santander Chile | | | 21,342 | | | | 1,064 | |
| | |
Cencosud S.A. | | | 652 | | | | 1,308 | |
| | |
Empresas CMPC S.A. | | | 201 | | | | 483 | |
| | |
Empresas COPEC S.A. | | | 150 | | | | 1,490 | |
| | |
Enel Americas S.A. | | | 8,659 | | | | 1,282 | |
| | |
Falabella S.A. | | | 244 | | | | 1,096 | |
| | |
Sociedad Quimica y Minera de Chile S.A., Class B, Preference Shares | | | 50 | | | | 2,376 | |
| | | | | | | | |
| Total Chile | | | | | | | 11,018 | |
| | |
| China – 33.0% | | | | | | | | |
| | |
Agricultural Bank of China Ltd., Class H | | | 8,000 | | | | 2,781 | |
| | |
Alibaba Group Holding Ltd.* | | | 3,900 | | | | 110,484 | |
| | |
Alibaba Health Information Technology Ltd.* | | | 2,000 | | | | 4,435 | |
| | |
Anhui Conch Cement Co., Ltd., Class H | | | 500 | | | | 2,653 | |
| | |
Autohome, Inc., ADR | | | 19 | | | | 1,215 | |
| | |
Baidu, Inc., ADR* | | | 73 | | | | 14,885 | |
| | |
Bank of China Ltd., Class H | | | 22,000 | | | | 7,904 | |
| | |
Bank of Communications Co., Ltd., Class H | | | 3,000 | | | | 2,017 | |
| | |
BeiGene Ltd., ADR* | | | 13 | | | | 4,461 | |
| | |
Bilibili, Inc., ADR* | | | 49 | | | | 5,970 | |
| | |
China CITIC Bank Corp., Ltd., Class H | | | 1,000 | | | | 474 | |
| | |
China Conch Venture Holdings Ltd. | | | 1,000 | | | | 4,211 | |
| | |
China Construction Bank Corp., Class H | | | 25,000 | | | | 19,669 | |
| | |
China Everbright Bank Co., Ltd., Class H | | | 1,000 | | | | 408 | |
| | |
China Evergrande Group | | | 1,000 | | | | 1,303 | |
| | |
China Feihe Ltd.(a) | | | 1,000 | | | | 2,158 | |
| | |
China Gas Holdings Ltd. | | | 800 | | | | 2,441 | |
| | |
China International Capital Corp., Ltd., Class H(a) | | | 400 | | | | 1,077 | |
| | |
China Life Insurance Co., Ltd., Class H | | | 3,000 | | | | 5,949 | |
| | |
China Mengniu Dairy Co., Ltd.* | | | 1,000 | | | | 6,046 | |
| | |
China Merchants Bank Co., Ltd., Class H | | | 1,500 | | | | 12,796 | |
| | |
China Minsheng Banking Corp., Ltd., Class H | | | 500 | | | | 240 | |
| | |
China Molybdenum Co., Ltd., Class H | | | 3,000 | | | | 1,781 | |
| | |
China Overseas Land & Investment Ltd. | | | 2,000 | | | | 4,543 | |
| | |
China Pacific Insurance Group Co., Ltd., Class H | | | 1,000 | | | | 3,148 | |
| | |
China Petroleum & Chemical Corp., Class H | | | 8,000 | | | | 4,048 | |
| | |
China Shenhua Energy Co., Ltd., Class H | | | 1,500 | | | | 2,940 | |
| | |
China Taiping Insurance Holdings Co., Ltd. | | | 400 | | | | 665 | |
| | |
China Tower Corp. Ltd., Class H(a) | | | 8,000 | | | | 1,102 | |
| | |
China Vanke Co., Ltd., Class H | | | 900 | | | | 2,816 | |
| | |
China Yangtze Power Co., Ltd., Class A | | | 600 | | | | 1,917 | |
| | |
CITIC Ltd. | | | 2,000 | | | | 2,156 | |
| | |
CITIC Securities Co., Ltd., Class H | | | 1,000 | | | | 2,508 | |
| | |
COSCO Shipping Holdings Co., Ltd., Class H* | | | 1,000 | | | | 2,519 | |
| | |
Country Garden Holdings Co., Ltd. | | | 3,000 | | | | 3,361 | |
| | |
CSPC Pharmaceutical Group Ltd. | | | 2,000 | | | | 2,895 | |
| | |
Daqo New Energy Corp., ADR* | | | 22 | | | | 1,430 | |
| | |
ENN Energy Holdings Ltd. | | | 300 | | | | 5,710 | |
| | |
Foshan Haitian Flavouring & Food Co., Ltd., Class A | | | 100 | | | | 1,996 | |
| | |
Fuyao Glass Industry Group Co., Ltd., Class H(a) | | | 400 | | | | 2,817 | |
| | |
GDS Holdings Ltd., ADR* | | | 52 | | | | 4,081 | |
| | |
Geely Automobile Holdings Ltd. | | | 2,000 | | | | 6,297 | |
| | |
GF Securities Co., Ltd., Class H | | | 800 | | | | 1,036 | |
| | |
Great Wall Motor Co., Ltd., Class H | | | 1,500 | | | | 4,848 | |
| | |
Haier Smart Home Co., Ltd., Class H* | | | 1,000 | | | | 3,490 | |
| | |
Haitong Securities Co., Ltd., Class H | | | 800 | | | | 701 | |
| | |
Hangzhou Tigermed Consulting Co., Ltd., Class H(a) | | | 100 | | | | 2,344 | |
| | |
Huatai Securities Co., Ltd., Class H(a) | | | 600 | | | | 881 | |
| | |
Huazhu Group Ltd., ADR* | | | 50 | | | | 2,641 | |
| | |
Industrial & Commercial Bank of China Ltd., Class H | | | 18,000 | | | | 10,569 | |
| | |
iQIYI, Inc., ADR* | | | 74 | | | | 1,153 | |
| | |
JD Health International, Inc.*(a) | | | 100 | | | | 1,433 | |
| | |
JD.com, Inc., ADR* | | | 242 | | | | 19,314 | |
| | |
JOYY, Inc., ADR | | | 19 | | | | 1,253 | |
| | |
KE Holdings, Inc., ADR* | | | 45 | | | | 2,146 | |
| | |
Lenovo Group Ltd. | | | 2,000 | | | | 2,300 | |
| | |
Li Auto, Inc., ADR* | | | 64 | | | | 2,236 | |
| | |
Li Ning Co., Ltd. | | | 500 | | | | 6,104 | |
| | |
Longfor Group Holdings Ltd.(a) | | | 1,000 | | | | 5,601 | |
| | |
LONGi Green Energy Technology Co., Ltd., Class A | | | 280 | | | | 3,850 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
Luzhou Laojiao Co., Ltd., Class A | | | 100 | | | $ | 3,652 | |
| | |
Meituan, Class B*(a) | | | 900 | | | | 37,132 | |
| | |
NetEase, Inc., ADR | | | 116 | | | | 13,369 | |
| | |
New China Life Insurance Co., Ltd., Class H | | | 300 | | | | 1,024 | |
| | |
New Oriental Education & Technology Group, Inc., ADR* | | | 458 | | | | 3,751 | |
| | |
NIO, Inc., ADR* | | | 344 | | | | 18,301 | |
| | |
People’s Insurance Co. Group of China Ltd. (The), Class H | | | 2,000 | | | | 667 | |
| | |
PetroChina Co., Ltd., Class H | | | 8,000 | | | | 3,894 | |
| | |
PICC Property & Casualty Co., Ltd., Class H | | | 2,000 | | | | 1,751 | |
| | |
Pinduoduo, Inc., ADR* | | | 106 | | | | 13,464 | |
| | |
Ping An Bank Co., Ltd., Class A | | | 500 | | | | 1,750 | |
| | |
Ping An Healthcare and Technology Co., Ltd.*(a) | | | 100 | | | | 1,245 | |
| | |
Ping An Insurance Group Co. of China Ltd., Class H | | | 1,500 | | | | 14,689 | |
| | |
Postal Savings Bank of China Co., Ltd., Class H(a) | | | 3,000 | | | | 2,020 | |
| | |
SF Holding Co., Ltd., Class A | | | 200 | | | | 2,096 | |
| | |
Shenzhou International Group Holdings Ltd. | | | 300 | | | | 7,575 | |
| | |
Sino Biopharmaceutical Ltd. | | | 3,000 | | | | 2,944 | |
| | |
Sunny Optical Technology Group Co., Ltd. | | | 300 | | | | 9,480 | |
| | |
TAL Education Group, ADR* | | | 109 | | | | 2,750 | |
| | |
Tencent Holdings Ltd. | | | 1,500 | | | | 112,802 | |
| | |
Tencent Music Entertainment Group, ADR* | | | 116 | | | | 1,796 | |
| | |
Trip.com Group Ltd., ADR* | | | 137 | | | | 4,858 | |
| | |
Vipshop Holdings Ltd., ADR* | | | 130 | | | | 2,610 | |
| | |
Want Want China Holdings Ltd. | | | 2,000 | | | | 1,416 | |
| | |
Weibo Corp., ADR* | | | 20 | | | | 1,052 | |
| | |
Weichai Power Co., Ltd., Class H | | | 1,000 | | | | 2,223 | |
| | |
Wuliangye Yibin Co., Ltd., Class A | | | 100 | | | | 4,610 | |
| | |
WuXi AppTec Co., Ltd., Class H(a) | | | 240 | | | | 5,603 | |
| | |
Wuxi Biologics Cayman, Inc.*(a) | | | 1,000 | | | | 18,324 | |
| | |
Xiaomi Corp., Class B*(a) | | | 4,200 | | | | 14,602 | |
| | |
Xinyi Solar Holdings Ltd. | | | 2,000 | | | | 4,316 | |
| | |
XPeng, Inc., ADR* | | | 55 | | | | 2,443 | |
| | |
Yum China Holdings, Inc. | | | 112 | | | | 7,420 | |
| | |
Zai Lab Ltd., ADR* | | | 22 | | | | 3,894 | |
| | |
Zijin Mining Group Co., Ltd., Class H | | | 2,000 | | | | 2,689 | |
| | |
Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H | | | 1,200 | | | | 1,256 | |
| | |
ZTE Corp., Class H | | | 1,000 | | | | 3,123 | |
| | |
ZTO Express Cayman, Inc., ADR | | | 126 | | | | 3,824 | |
| | | | | | | | |
| Total China | | | | | | | 684,622 | |
|
| Czech Republic – 0.1% | |
| | |
CEZ AS | | | 69 | | | | 2,047 | |
|
| Hong Kong – 0.0% | |
| | |
China Youzan Ltd.* | | | 4,000 | | | | 762 | |
|
| Hungary – 0.3% | |
| | |
MOL Hungarian Oil & Gas PLC* | | | 12 | | | | 95 | |
| | |
OTP Bank Nyrt* | | | 72 | | | | 3,881 | |
| | |
Richter Gedeon Nyrt | | | 58 | | | | 1,546 | |
| | | | | | | | |
| Total Hungary | | | | | | | 5,522 | |
|
| Indonesia – 1.0% | |
| | |
Astra International Tbk PT | | | 6,400 | | | | 2,180 | |
| | |
Bank Central Asia Tbk PT | | | 3,300 | | | | 6,856 | |
| | |
Bank Mandiri Persero Tbk PT | | | 5,300 | | | | 2,157 | |
| | |
Bank Rakyat Indonesia Persero Tbk PT | | | 18,400 | | | | 5,000 | |
| | |
Charoen Pokphand Indonesia Tbk PT | | | 3,200 | | | | 1,379 | |
| | |
Telkom Indonesia Persero Tbk PT | | | 12,900 | | | | 2,803 | |
| | |
Unilever Indonesia Tbk PT | | | 3,100 | | | | 1,058 | |
| | | | | | | | |
| Total Indonesia | | | | | | | 21,433 | |
| | |
| Luxembourg – 0.0% | | | | | | | | |
| | |
Reinet Investments SCA | | | 11 | | | | 216 | |
| | |
| Malaysia – 0.9% | | | | | | | | |
| | |
CIMB Group Holdings Bhd | | | 1,800 | | | | 1,999 | |
| | |
Dialog Group Bhd | | | 1,000 | | | | 696 | |
| | |
Hartalega Holdings Bhd | | | 600 | | | | 1,062 | |
| | |
Hong Leong Bank Bhd | | | 100 | | | | 451 | |
| | |
IHH Healthcare Bhd | | | 1,100 | | | | 1,449 | |
| | |
Malayan Banking Bhd | | | 1,130 | | | | 2,208 | |
| | |
Petronas Chemicals Group Bhd | | | 800 | | | | 1,553 | |
| | |
Petronas Gas Bhd | | | 200 | | | | 747 | |
| | |
Press Metal Aluminium Holdings Bhd | | | 1,300 | | | | 1,497 | |
| | |
Public Bank Bhd | | | 4,600 | | | | 4,554 | |
| | |
Tenaga Nasional Bhd | | | 300 | | | | 707 | |
| | |
Top Glove Corp. Bhd | | | 1,700 | | | | 1,708 | |
| | | | | | | | |
| Total Malaysia | | | | | | | 18,631 | |
| | |
| Mexico – 1.8% | | | | | | | | |
| | |
America Movil S.A.B. de C.V., Series L | | | 9,700 | | | | 7,308 | |
| | |
Cemex S.A.B. de C.V., Series CPO* | | | 4,800 | | | | 4,055 | |
| | |
Fibra Uno Administracion S.A. de C.V. | | | 700 | | | | 757 | |
| | |
Fomento Economico Mexicano S.A.B. de C.V. | | | 600 | | | | 5,067 | |
| | |
Grupo Aeroportuario del Pacifico S.A.B. de C.V., Class B* | | | 100 | | | | 1,065 | |
| | |
Grupo Aeroportuario del Sureste S.A.B. de C.V., Class B* | | | 60 | | | | 1,109 | |
| | |
Grupo Bimbo S.A.B. de C.V., Series A | | | 500 | | | | 1,102 | |
| | |
Grupo Financiero Banorte S.A.B. de C.V., Class O | | | 700 | | | | 4,527 | |
| | |
Grupo Mexico S.A.B. de C.V., Series B | | | 1,000 | | | | 4,709 | |
| | |
Grupo Televisa S.A.B., Series CPO | | | 600 | | | | 1,718 | |
| | |
Wal-Mart de Mexico S.A.B. de C.V. | | | 2,000 | | | | 6,536 | |
| | | | | | | | |
| Total Mexico | | | | | | | 37,953 | |
| | |
| Philippines – 0.5% | | | | | | | | |
| | |
Ayala Corp. | | | 80 | | | | 1,311 | |
| | |
Ayala Land, Inc. | | | 2,300 | | | | 1,699 | |
| | |
Bank of the Philippine Islands | | | 450 | | | | 818 | |
| | |
BDO Unibank, Inc. | | | 440 | | | | 1,020 | |
| | |
JG Summit Holdings, Inc. | | | 800 | | | | 1,018 | |
| | |
SM Investments Corp. | | | 90 | | | | 1,843 | |
| | |
SM Prime Holdings, Inc. | | | 4,400 | | | | 3,290 | |
| | | | | | | | |
| Total Philippines | | | | | | | 10,999 | |
| | |
| Poland – 0.7% | | | | | | | | |
| | |
Allegro.eu S.A.*(a) | | | 114 | | | | 1,965 | |
| | |
Bank Polska Kasa Opieki S.A.* | | | 58 | | | | 1,417 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
CD Projekt S.A. | | | 15 | | | $ | 729 | |
| | |
Dino Polska S.A.*(a) | | | 22 | | | | 1,617 | |
| | |
KGHM Polska Miedz S.A. | | | 45 | | | | 2,218 | |
| | |
Polski Koncern Naftowy Orlen S.A. | | | 65 | | | | 1,311 | |
| | |
Powszechna Kasa Oszczednosci Bank Polski S.A.* | | | 288 | | | | 2,862 | |
| | |
Powszechny Zaklad Ubezpieczen S.A.* | | | 138 | | | | 1,330 | |
| | | | | | | | |
| Total Poland | | | | | | | 13,449 | |
| | |
| Russia – 4.0% | | | | | | | | |
| | |
Gazprom PJSC, ADR | | | 2,030 | | | | 15,473 | |
| | |
Lukoil PJSC, ADR | | | 134 | | | | 12,411 | |
| | |
Magnit PJSC, GDR(b) | | | 133 | | | | 1,929 | |
| | |
MMC Norilsk Nickel PJSC, ADR | | | 203 | | | | 6,916 | |
| | |
Mobile TeleSystems PJSC, ADR | | | 85 | | | | 787 | |
| | |
Novatek PJSC, GDR(b) | | | 33 | | | | 7,237 | |
| | |
Novolipetsk Steel PJSC, GDR | | | 38 | | | | 1,197 | |
| | |
Polymetal International PLC | | | 59 | | | | 1,267 | |
| | |
Polyus PJSC, GDR(b) | | | 19 | | | | 1,838 | |
| | |
Rosneft Oil Co. PJSC, GDR(b) | | | 415 | | | | 3,212 | |
| | |
Sberbank of Russia PJSC, ADR | | | 953 | | | | 15,825 | |
| | |
Severstal PAO, GDR(b) | | | 61 | | | | 1,312 | |
| | |
Surgutneftegas PJSC, ADR | | | 333 | | | | 1,652 | |
| | |
Tatneft PJSC, ADR | | | 60 | | | | 2,617 | |
| | |
X5 Retail Group N.V., GDR(b) | | | 49 | | | | 1,718 | |
| | |
Yandex N.V., Class A* | | | 100 | | | | 7,075 | |
| | | | | | | | |
| Total Russia | | | | | | | 82,466 | |
| | |
| South Africa – 4.1% | | | | | | | | |
| | |
Absa Group Ltd.* | | | 188 | | | | 1,787 | |
| | |
Anglo American Platinum Ltd. | | | 18 | | | | 2,079 | |
| | |
AngloGold Ashanti Ltd. | | | 110 | | | | 2,045 | |
| | |
Aspen Pharmacare Holdings Ltd.* | | | 129 | | | | 1,464 | |
| | |
Bid Corp., Ltd.* | | | 135 | | | | 2,927 | |
| | |
Bidvest Group Ltd. (The) | | | 84 | | | | 1,121 | |
| | |
Capitec Bank Holdings Ltd. | | | 25 | | | | 2,953 | |
| | |
Clicks Group Ltd. | | | 108 | | | | 1,858 | |
| | |
Discovery Ltd.* | | | 115 | | | | 1,017 | |
| | |
Exxaro Resources Ltd. | | | 47 | | | | 554 | |
| | |
FirstRand Ltd. | | | 1,493 | | | | 5,604 | |
| | |
Gold Fields Ltd. | | | 242 | | | | 2,176 | |
| | |
Growthpoint Properties Ltd. | | | 1,032 | | | | 1,077 | |
| | |
Impala Platinum Holdings Ltd. | | | 244 | | | | 4,024 | |
| | |
Mr. Price Group Ltd. | | | 81 | | | | 1,194 | |
| | |
MTN Group* | | | 525 | | | | 3,796 | |
| | |
MultiChoice Group | | | 99 | | | | 814 | |
| | |
Naspers Ltd., Class N | | | 136 | | | | 28,557 | |
| | |
Nedbank Group Ltd.* | | | 106 | | | | 1,269 | |
| | |
Northam Platinum Ltd.* | | | 126 | | | | 1,914 | |
| | |
Old Mutual Ltd. | | | 984 | | | | 930 | �� |
| | |
Remgro Ltd. | | | 91 | | | | 730 | |
| | |
Sanlam Ltd. | | | 426 | | | | 1,831 | |
| | |
Sasol Ltd.* | | | 169 | | | | 2,580 | |
| | |
Shoprite Holdings Ltd. | | | 177 | | | | 1,927 | |
| | |
Sibanye Stillwater Ltd. | | | 816 | | | | 3,410 | |
| | |
Standard Bank Group Ltd. | | | 344 | | | | 3,074 | |
| | |
Vodacom Group Ltd. | | | 176 | | | | 1,587 | |
| | |
Woolworths Holdings Ltd.* | | | 271 | | | | 1,023 | |
| | | | | | | | |
| Total South Africa | | | | | | | 85,322 | |
| | |
| South Korea – 11.9% | | | | | | | | |
| | |
Amorepacific Corp. | | | 9 | | | | 2,014 | |
| | |
Celltrion Healthcare Co., Ltd. | | | 19 | | | | 1,952 | |
| | |
Celltrion, Inc.* | | | 25 | | | | 5,961 | |
| | |
CJ CheilJedang Corp. | | | 1 | | | | 409 | |
| | |
Coway Co., Ltd. | | | 5 | | | | 349 | |
| | |
E-Mart, Inc. | | | 3 | | | | 426 | |
| | |
Hana Financial Group, Inc. | | | 55 | | | | 2,249 | |
| | |
Hankook Tire & Technology Co., Ltd. | | | 24 | | | | 1,102 | |
| | |
Hanon Systems | | | 77 | | | | 1,132 | |
| | |
Hanwha Solutions Corp.* | | | 29 | | | | 1,147 | |
| | |
HLB, Inc.* | | | 23 | | | | 682 | |
| | |
Hyundai Engineering & Construction Co., Ltd. | | | 24 | | | | 1,242 | |
| | |
Hyundai Glovis Co., Ltd. | | | 3 | | | | 557 | |
| | |
Hyundai Motor Co. | | | 46 | | | | 9,783 | |
| | |
Hyundai Steel Co. | | | 14 | | | | 668 | |
| | |
Kakao Corp. | | | 24 | | | | 3,474 | |
| | |
KB Financial Group, Inc. | | | 86 | | | | 4,261 | |
| | |
Kia Corp. | | | 71 | | | | 5,649 | |
| | |
Korea Electric Power Corp. | | | 23 | | | | 508 | |
| | |
Korea Investment Holdings Co., Ltd. | | | 10 | | | | 915 | |
| | |
Korea Shipbuilding & Offshore Engineering Co., Ltd.* | | | 12 | | | | 1,428 | |
| | |
Korean Air Lines Co., Ltd.* | | | 31 | | | | 867 | |
| | |
KT&G Corp. | | | 16 | | | | 1,199 | |
| | |
Kumho Petrochemical Co., Ltd. | | | 5 | | | | 972 | |
| | |
LG Chem Ltd. | | | 12 | | | | 9,057 | |
| | |
LG Display Co., Ltd.* | | | 98 | | | | 2,132 | |
| | |
LG Electronics, Inc. | | | 30 | | | | 4,356 | |
| | |
LG Household & Health Care Ltd. | | | 2 | | | | 3,129 | |
| | |
Lotte Chemical Corp. | | | 2 | | | | 466 | |
| | |
NAVER Corp. | | | 32 | | | | 11,863 | |
| | |
NCSoft Corp. | | | 4 | | | | 2,913 | |
| | |
Orion Corp. | | | 6 | | | | 631 | |
| | |
POSCO | | | 16 | | | | 4,944 | |
| | |
POSCO Chemical Co., Ltd. | | | 9 | | | | 1,151 | |
| | |
S-Oil Corp. | | | 9 | | | | 819 | |
| | |
Samsung Biologics Co., Ltd.*(a) | | | 5 | | | | 3,734 | |
| | |
Samsung Electro-Mechanics Co., Ltd. | | | 27 | | | | 4,244 | |
| | |
Samsung Electronics Co., Ltd. | | | 1,439 | | | | 103,119 | |
| | |
Samsung Fire & Marine Insurance Co., Ltd. | | | 1 | | | | 196 | |
| | |
Samsung Heavy Industries Co., Ltd.* | | | 108 | | | | 644 | |
| | |
Samsung Life Insurance Co., Ltd. | | | 12 | | | | 850 | |
| | |
Samsung SDI Co., Ltd. | | | 18 | | | | 11,157 | |
| | |
Samsung SDS Co., Ltd. | | | 20 | | | | 3,286 | |
| | |
Shinhan Financial Group Co., Ltd. | | | 75 | | | | 2,704 | |
| | |
SK Holdings Co., Ltd. | | | 9 | | | | 2,258 | |
| | |
SK Hynix, Inc. | | | 157 | | | | 17,775 | |
| | |
SK Innovation Co., Ltd.* | | | 16 | | | | 4,198 | |
| | |
SK Telecom Co., Ltd. | | | 9 | | | | 2,557 | |
| | |
Yuhan Corp. | | | 9 | | | | 504 | |
| | | | | | | | |
| Total South Korea | | | | | | | 247,633 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| Taiwan – 13.1% | |
| | |
Acer, Inc. | | | 3,000 | | | $ | 3,155 | |
| | |
ASE Technology Holding Co., Ltd. | | | 1,000 | | | | 4,020 | |
| | |
Asia Cement Corp. | | | 1,000 | | | | 1,820 | |
| | |
AU Optronics Corp. | | | 3,000 | | | | 2,439 | |
| | |
Cathay Financial Holding Co., Ltd. | | | 2,000 | | | | 3,869 | |
| | |
Chang Hwa Commercial Bank Ltd. | | | 3,000 | | | | 1,739 | |
| | |
Cheng Shin Rubber Industry Co., Ltd. | | | 1,000 | | | | 1,678 | |
| | |
China Development Financial Holding Corp. | | | 4,000 | | | | 1,888 | |
| | |
China Steel Corp. | | | 4,000 | | | | 5,685 | |
| | |
Chunghwa Telecom Co., Ltd. | | | 1,000 | | | | 4,091 | |
| | |
Compal Electronics, Inc. | | | 4,000 | | | | 3,209 | |
| | |
CTBC Financial Holding Co., Ltd. | | | 6,000 | | | | 4,888 | |
| | |
E.Sun Financial Holding Co., Ltd. | | | 5,000 | | | | 4,720 | |
| | |
Evergreen Marine Corp. Taiwan Ltd.* | | | 1,000 | | | | 7,070 | |
| | |
Far EasTone Telecommunications Co., Ltd. | | | 1,000 | | | | 2,319 | |
| | |
First Financial Holding Co., Ltd. | | | 4,000 | | | | 3,259 | |
| | |
Formosa Chemicals & Fibre Corp. | | | 1,000 | | | | 3,040 | |
| | |
Formosa Petrochemical Corp. | | | 1,000 | | | | 3,822 | |
| | |
Formosa Plastics Corp. | | | 1,000 | | | | 3,697 | |
| | |
Fubon Financial Holding Co., Ltd. | | | 2,000 | | | | 5,305 | |
| | |
Hon Hai Precision Industry Co., Ltd. | | | 3,000 | | | | 12,059 | |
| | |
Hua Nan Financial Holdings Co., Ltd. | | | 4,000 | | | | 2,649 | |
| | |
Innolux Corp.* | | | 3,000 | | | | 2,234 | |
| | |
Lite-On Technology Corp. | | | 2,000 | | | | 4,135 | |
| | |
Mega Financial Holding Co., Ltd. | | | 4,000 | | | | 4,716 | |
| | |
Nan Ya Plastics Corp. | | | 1,000 | | | | 2,986 | |
| | |
Nanya Technology Corp. | | | 1,000 | | | | 2,860 | |
| | |
Quanta Computer, Inc. | | | 1,000 | | | | 3,140 | |
| | |
SinoPac Financial Holdings Co., Ltd. | | | 3,000 | | | | 1,480 | |
| | |
Taishin Financial Holding Co., Ltd. | | | 1,000 | | | | 547 | |
| | |
Taiwan Cement Corp. | | | 2,000 | | | | 3,661 | |
| | |
Taiwan Cooperative Financial Holding Co., Ltd. | | | 4,000 | | | | 3,051 | |
| | |
Taiwan Mobile Co., Ltd. | | | 1,000 | | | | 3,661 | |
| | |
Taiwan Semiconductor Manufacturing Co., Ltd. | | | 6,000 | | | | 128,129 | |
| | |
Uni-President Enterprises Corp. | | | 2,000 | | | | 5,254 | |
| | |
United Microelectronics Corp. | | | 4,000 | | | | 7,623 | |
| | |
Vanguard International Semiconductor Corp. | | | 1,000 | | | | 4,235 | |
| | |
Winbond Electronics Corp. | | | 3,000 | | | | 3,752 | |
| | |
Yuanta Financial Holding Co., Ltd. | | | 3,000 | | | | 2,891 | |
| | | | | | | | |
| Total Taiwan | | | | | | | 270,776 | |
| | |
| Thailand – 1.6% | | | | | | | | |
| | |
Advanced Info Service PCL, NVDR | | | 200 | | | | 1,067 | |
| | |
Airports of Thailand PCL, NVDR | | | 1,600 | | | | 3,095 | |
| | |
Bangkok Dusit Medical Services PCL, NVDR | | | 3,500 | | | | 2,512 | |
| | |
Central Pattana PCL, NVDR | | | 900 | | | | 1,474 | |
| | |
Charoen Pokphand Foods PCL, NVDR | | | 1,200 | | | | 992 | |
| | |
CP ALL PCL, NVDR | | | 1,800 | | | | 3,370 | |
| | |
Delta Electronics Thailand PCL, NVDR | | | 200 | | | | 3,607 | |
| | |
Energy Absolute PCL, NVDR | | | 800 | | | | 1,523 | |
| | |
Gulf Energy Development PCL, NVDR | | | 1,600 | | | | 1,710 | |
| | |
Home Product Center PCL, NVDR | | | 1,900 | | | | 854 | |
| | |
Intouch Holdings PCL, NVDR | | | 900 | | | | 1,825 | |
| | |
Kasikornbank PCL, NVDR | | | 400 | | | | 1,473 | |
| | |
Minor International PCL, NVDR* | | | 1,000 | | | | 936 | |
| | |
PTT Exploration & Production PCL, NVDR | | | 200 | | | | 730 | |
| | |
PTT Global Chemical PCL, NVDR | | | 500 | | | | 920 | |
| | |
PTT Oil & Retail Business PCL, NVDR | | | 1,400 | | | | 1,332 | |
| | |
PTT PCL, NVDR | | | 2,600 | | | | 3,184 | |
| | |
Siam Cement PCL (The), NVDR | | | 200 | | | | 2,696 | |
| | |
Siam Commercial Bank PCL (The), NVDR | | | 100 | | | | 306 | |
| | | | | | | | |
| Total Thailand | | | | | | | 33,606 | |
| | |
| Turkey – 0.1% | | | | | | | | |
| | |
BIM Birlesik Magazalar AS | | | 183 | | | | 1,309 | |
TOTAL COMMON STOCKS
(Cost: $1,601,948) | | | | | | | 1,651,059 | |
| | |
| EXCHANGE-TRADED FUNDS – 7.8% | | | | | | | | |
| | |
| United States – 7.8% | | | | | | | | |
| | |
iShares 1-3 Year Treasury Bond ETF | | | 316 | | | | 27,227 | |
| | |
iShares MSCI India ETF | | | 1,514 | | | | 66,994 | |
WisdomTree India Earnings Fund(c) | | | 1,988 | | | | 67,314 | |
TOTAL EXCHANGE-TRADED FUNDS
(Cost: $158,037) | | | | | | | 161,535 | |
| | |
| | | Principal
Amount | | | | |
| | |
| U.S. GOVERNMENT OBLIGATIONS – 1.1% | | | | | | | | |
| | |
| U.S. Treasury Bill – 1.1% | | | | | | | | |
0.01%, 4/21/22(d)(e) | | | | | | | | |
| (Cost: $21,998) | | $ | 22,000 | | | | 21,991 | |
| | |
TOTAL INVESTMENTS IN SECURITIES – 88.4%
(Cost: $1,781,983) | | | | | | | 1,834,585 | |
| | |
Other Assets less Liabilities – 11.6% | | | | | | | 240,739 | |
| | | | | | | | |
| NET ASSETS – 100.0% | | | | | | $ | 2,075,324 | |
| * | 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) | 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. |
| (c) | Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information. |
| (d) | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (e) | 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 $21,991 as of June 30, 2021. |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
June 30, 2021
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 fiscal period ended June 30, 2021 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
| Affiliate | | Value at
5/20/2021
(Commencement
of Operations) | | | Purchases/
Additions | | | Sales/
Reductions | | | Realized
Gain/(Loss) | | | Change in
Unrealized
Appreciation/
Depreciation | | | Value at
6/30/2021 | | | Dividend
Income | |
WisdomTree India Earnings Fund | | $ | — | | | $ | 80,570 | | | $ | 15,688 | | | $ | 548 | | | $ | 1,884 | | | $ | 67,314 | | | $ | 169 | |
| | | | | | | | | | | | | | | | |
|
| FINANCIAL DERIVATIVE INSTRUMENTS | |
|
| FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
| Long Exposure | | Contracts | | | Expiration
Date | | | Notional
Value | | | Unrealized
Appreciation/
(Depreciation) | |
2 Year U.S. Treasury Note | | | 1 | | | | 9/30/21 | | | $ | 220,320 | | | $ | (320 | ) |
5 Year U.S. Treasury Note | | | 2 | | | | 9/30/21 | | | | 246,860 | | | | (328 | ) |
10 Year U.S. Treasury Note | | | 2 | | | | 9/21/21 | | | | 265,000 | | | | 1,969 | |
SGX Nifty 50 | | | 2 | | | | 7/29/21 | | | | 62,988 | | | | (106 | ) |
U.S. Treasury Long Bond | | | 2 | | | | 9/21/21 | | | | 321,500 | | | | 11,187 | |
Ultra 10 Year U.S. Treasury Note | | | 1 | | | | 9/21/21 | | | | 147,203 | | | | 3,078 | |
| | | | $ | 1,263,871 | | | $ | 15,480 | |
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 1,651,059 | | | $ | — | | | $ | — | | | $ | 1,651,059 | |
Exchange-Traded Funds | | | 161,535 | | | | — | | | | — | | | | 161,535 | |
U.S. Government Obligations | | | — | | | | 21,991 | | | | — | | | | 21,991 | |
Total Investments in Securities | | $ | 1,812,594 | | | $ | 21,991 | | | $ | — | | | $ | 1,834,585 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 16,234 | | | $ | — | | | $ | — | | | $ | 16,234 | |
Liabilities: | | | | | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | (754 | ) | | $ | — | | | $ | — | | | $ | (754 | ) |
Total – Net | | $ | 1,828,074 | | | $ | 21,991 | | | $ | — | | | $ | 1,850,065 | |
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree International Efficient Core Fund (NTSI)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| COMMON STOCKS – 88.6% | |
|
| Australia – 6.4% | |
| | |
Afterpay Ltd.* | | | 32 | | | $ | 2,839 | |
| | |
Aristocrat Leisure Ltd. | | | 80 | | | | 2,588 | |
| | |
ASX Ltd. | | | 31 | | | | 1,809 | |
| | |
Australia & New Zealand Banking Group Ltd. | | | 301 | | | | 6,361 | |
| | |
BHP Group Ltd. | | | 350 | | | | 12,762 | |
| | |
BHP Group PLC | | | 243 | | | | 7,150 | |
| | |
Brambles Ltd. | | | 164 | | | | 1,409 | |
| | |
Cochlear Ltd. | | | 14 | | | | 2,645 | |
| | |
Coles Group Ltd. | | | 148 | | | | 1,899 | |
| | |
Commonwealth Bank of Australia | | | 198 | | | | 14,846 | |
| | |
CSL Ltd. | | | 55 | | | | 11,776 | |
| | |
Dexus | | | 24 | | | | 192 | |
| | |
Endeavour Group Ltd.* | | | 166 | | | | 784 | |
| | |
Fortescue Metals Group Ltd. | | | 190 | | | | 3,329 | |
| | |
Goodman Group | | | 234 | | | | 3,719 | |
| | |
Insurance Australia Group Ltd. | | | 347 | | | | 1,344 | |
| | |
Macquarie Group Ltd. | | | 37 | | | | 4,345 | |
| | |
National Australia Bank Ltd. | | | 336 | | | | 6,614 | |
| | |
Newcrest Mining Ltd. | | | 101 | | | | 1,917 | |
| | |
Northern Star Resources Ltd. | | | 180 | | | | 1,322 | |
| | |
QBE Insurance Group Ltd. | | | 201 | | | | 1,628 | |
| | |
Ramsay Health Care Ltd. | | | 20 | | | | 945 | |
| | |
Rio Tinto Ltd. | | | 42 | | | | 3,993 | |
| | |
Santos Ltd. | | | 95 | | | | 506 | |
| | |
Scentre Group | | | 180 | | | | 370 | |
| | |
Sonic Healthcare Ltd. | | | 71 | | | | 2,047 | |
| | |
South32 Ltd. | | | 618 | | | | 1,359 | |
| | |
Stockland | | | 167 | | | | 584 | |
| | |
Tabcorp Holdings Ltd. | | | 264 | | | | 1,027 | |
| | |
Telstra Corp., Ltd. | | | 729 | | | | 2,058 | |
| | |
Transurban Group | | | 307 | | | | 3,280 | |
| | |
Wesfarmers Ltd. | | | 139 | | | | 6,167 | |
| | |
Westpac Banking Corp. | | | 410 | | | | 7,945 | |
| | |
Woodside Petroleum Ltd. | | | 64 | | | | 1,067 | |
| | |
Woolworths Group Ltd. | | | 166 | | | | 4,752 | |
| | | | | | | | |
| Total Australia | | | | 127,378 | |
|
| Austria – 0.2% | |
| | |
Erste Group Bank AG | | | 87 | | | | 3,192 | |
|
| Belgium – 0.7% | |
| | |
Ageas S.A./N.V. | | | 20 | | | | 1,110 | |
| | |
Anheuser-Busch InBev S.A./N.V. | | | 89 | | | | 6,418 | |
| | |
KBC Group N.V. | | | 30 | | | | 2,288 | |
| | |
Solvay S.A. | | | 5 | | | | 636 | |
| | |
UCB S.A. | | | 12 | | | | 1,254 | |
| | |
Umicore S.A. | | | 30 | | | | 1,832 | |
| | | | | | | | |
| Total Belgium | | | | 13,538 | |
|
| China – 0.6% | |
| | |
BOC Hong Kong Holdings Ltd. | | | 1,000 | | | | 3,393 | |
| | |
Prosus N.V. | | | 59 | | | | 5,770 | |
| | |
WH Group Ltd.(a) | | | 2,000 | | | | 1,798 | |
| | |
Wilmar International Ltd. | | | 200 | | | | 669 | |
| | | | | | | | |
| Total China | | | | 11,630 | |
|
| Denmark – 2.6% | |
| | |
Ambu A/S, Class B | | | 27 | | | | 1,038 | |
| | |
AP Moller - Maersk A/S, Class B | | | 1 | | | | 2,874 | |
| | |
Carlsberg A/S, Class B | | | 9 | | | | 1,678 | |
| | |
Chr Hansen Holding A/S | | | 12 | | | | 1,083 | |
| | |
Coloplast A/S, Class B | | | 18 | | | | 2,954 | |
| | |
Danske Bank A/S | | | 11 | | | | 194 | |
| | |
DSV Panalpina A/S | | | 28 | | | | 6,530 | |
| | |
Genmab A/S* | | | 8 | | | | 3,274 | |
| | |
GN Store Nord A/S | | | 19 | | | | 1,660 | |
| | |
Novo Nordisk A/S, Class B | | | 201 | | | | 16,841 | |
| | |
Novozymes A/S, Class B | | | 28 | | | | 2,111 | |
| | |
Orsted A/S(a) | | | 27 | | | | 3,789 | |
| | |
Pandora A/S | | | 13 | | | | 1,748 | |
| | |
Vestas Wind Systems A/S | | | 143 | | | | 5,583 | |
| | | | | | | | |
| Total Denmark | | | | 51,357 | |
|
| Finland – 1.0% | |
| | |
Elisa Oyj | | | 12 | | | | 716 | |
| | |
Fortum Oyj | | | 8 | | | | 221 | |
| | |
Kesko Oyj, Class B | | | 41 | | | | 1,514 | |
| | |
Kone Oyj, Class B | | | 47 | | | | 3,835 | |
| | |
Neste Oyj | | | 52 | | | | 3,184 | |
| | |
Nokia Oyj* | | | 743 | | | | 3,979 | |
| | |
Nordea Bank Abp | | | 219 | | | | 2,439 | |
| | |
Sampo Oyj, Class A | | | 41 | | | | 1,885 | |
| | |
Stora Enso Oyj, Class R | | | 36 | | | | 657 | |
| | |
UPM-Kymmene Oyj | | | 43 | | | | 1,627 | |
| | | | | | | | |
| Total Finland | | | | 20,057 | |
|
| France – 10.1% | |
| | |
Air Liquide S.A. | | | 55 | | | | 9,631 | |
| | |
Airbus SE* | | | 71 | | | | 9,130 | |
| | |
Alstom S.A.* | | | 39 | | | | 1,970 | |
| | |
Arkema S.A. | | | 2 | | | | 251 | |
| | |
Atos SE | | | 10 | | | | 608 | |
| | |
AXA S.A. | | | 229 | | | | 5,808 | |
| | |
BNP Paribas S.A. | | | 121 | | | | 7,586 | |
| | |
Bouygues S.A. | | | 5 | | | | 185 | |
| | |
Bureau Veritas S.A.* | | | 9 | | | | 285 | |
| | |
Capgemini SE | | | 22 | | | | 4,227 | |
| | |
Carrefour S.A. | | | 67 | | | | 1,318 | |
| | |
Cie de Saint-Gobain | | | 67 | | | | 4,413 | |
| | |
Cie Generale des Etablissements Michelin SCA | | | 15 | | | | 2,393 | |
| | |
Credit Agricole S.A. | | | 42 | | | | 588 | |
| | |
Danone S.A. | | | 68 | | | | 4,788 | |
| | |
Dassault Systemes SE | | | 22 | | | | 5,335 | |
| | |
Edenred | | | 22 | | | | 1,254 | |
| | |
Electricite de France S.A. | | | 61 | | | | 833 | |
| | |
Engie S.A. | | | 185 | | | | 2,535 | |
| | |
EssilorLuxottica S.A. | | | 30 | | | | 5,537 | |
| | |
Hermes International | | | 4 | | | | 5,827 | |
| | |
Kering S.A. | | | 9 | | | | 7,866 | |
| | |
L’Oreal S.A. | | | 33 | | | | 14,707 | |
| | |
Legrand S.A. | | | 32 | | | | 3,387 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree International Efficient Core Fund (NTSI)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
LVMH Moet Hennessy Louis Vuitton SE | | | 33 | | | $ | 25,880 | |
| | |
Orange S.A. | | | 126 | | | | 1,437 | |
| | |
Pernod Ricard S.A. | | | 25 | | | | 5,550 | |
| | |
Publicis Groupe S.A. | | | 26 | | | | 1,663 | |
| | |
Renault S.A.* | | | 9 | | | | 364 | |
| | |
Safran S.A. | | | 41 | | | | 5,685 | |
| | |
Sanofi | | | 125 | | | | 13,098 | |
| | |
Sartorius Stedim Biotech | | | 4 | | | | 1,892 | |
| | |
Schneider Electric SE | | | 70 | | | | 11,014 | |
| | |
Societe Generale S.A. | | | 78 | | | | 2,300 | |
| | |
Sodexo S.A.* | | | 8 | | | | 747 | |
| | |
Teleperformance | | | 7 | | | | 2,842 | |
| | |
Thales S.A. | | | 9 | | | | 918 | |
| | |
TotalEnergies SE | | | 279 | | | | 12,624 | |
| | |
Unibail-Rodamco-Westfield* | | | 14 | | | | 1,212 | |
| | |
Valeo S.A. | | | 17 | | | | 511 | |
| | |
Veolia Environnement S.A. | | | 56 | | | | 1,691 | |
| | |
Vinci S.A. | | | 59 | | | | 6,296 | |
| | |
Vivendi SE | | | 95 | | | | 3,192 | |
| | |
Worldline S.A.*(a) | | | 37 | | | | 3,464 | |
| | | | | | | | |
| Total France | | | | 202,842 | |
|
| Germany – 8.6% | |
| | |
adidas AG | | | 23 | | | | 8,562 | |
| | |
Allianz SE, Registered Shares | | | 47 | | | | 11,722 | |
| | |
BASF SE | | | 106 | | | | 8,352 | |
| | |
Bayer AG, Registered Shares | | | 106 | | | | 6,437 | |
| | |
Bayerische Motoren Werke AG | | | 31 | | | | 3,283 | |
| | |
Beiersdorf AG | | | 11 | | | | 1,327 | |
| | |
Brenntag SE | | | 15 | | | | 1,395 | |
| | |
Continental AG* | | | 11 | | | | 1,617 | |
| | |
Covestro AG(a) | | | 27 | | | | 1,744 | |
| | |
Daimler AG, Registered Shares | | | 92 | | | | 8,215 | |
| | |
Delivery Hero SE*(a) | | | 19 | | | | 2,510 | |
| | |
Deutsche Bank AG, Registered Shares* | | | 220 | | | | 2,866 | |
| | |
Deutsche Boerse AG | | | 24 | | | | 4,190 | |
| | |
Deutsche Post AG, Registered Shares | | | 125 | | | | 8,503 | |
| | |
Deutsche Telekom AG, Registered Shares | | | 324 | | | | 6,844 | |
| | |
Deutsche Wohnen SE, Bearer Shares | | | 25 | | | | 1,529 | |
| | |
E.ON SE | | | 175 | | | | 2,024 | |
| | |
Fresenius Medical Care AG & Co. KGaA | | | 22 | | | | 1,827 | |
| | |
Fresenius SE & Co. KGaA | | | 42 | | | | 2,191 | |
| | |
HeidelbergCement AG | | | 9 | | | | 772 | |
| | |
HelloFresh SE* | | | 22 | | | | 2,139 | |
| | |
Henkel AG & Co. KGaA, Preference Shares | | | 31 | | | | 3,273 | |
| | |
Infineon Technologies AG | | | 220 | | | | 8,824 | |
| | |
Knorr-Bremse AG | | | 7 | | | | 805 | |
| | |
Merck KGaA | | | 18 | | | | 3,452 | |
| | |
MTU Aero Engines AG | | | 7 | | | | 1,734 | |
| | |
Muenchener Rueckversicherungs - Gesellschaft AG in Muenchen, Registered Shares | | | 16 | | | | 4,382 | |
| | |
Porsche Automobil Holding SE, Preference Shares | | | 18 | | | | 1,929 | |
| | |
Puma SE | | | 12 | | | | 1,431 | |
| | |
RWE AG | | | 83 | | | | 3,008 | |
| | |
SAP SE | | | 134 | | | | 18,885 | |
| | |
Sartorius AG, Preference Shares | | | 5 | | | | 2,603 | |
| | |
Scout24 AG(a) | | | 20 | | | | 1,687 | |
| | |
Siemens AG, Registered Shares | | | 94 | | | | 14,895 | |
| | |
Siemens Energy AG* | | | 53 | | | | 1,598 | |
| | |
Siemens Healthineers AG(a) | | | 38 | | | | 2,329 | |
| | |
Symrise AG | | | 13 | | | | 1,812 | |
| | |
Volkswagen AG, Preference Shares | | | 26 | | | | 6,512 | |
| | |
Vonovia SE | | | 37 | | | | 2,392 | |
| | |
Zalando SE*(a) | | | 25 | | | | 3,023 | |
| | | | | | | | |
| Total Germany | | | | 172,623 | |
|
| Hong Kong – 2.2% | |
| | |
AIA Group Ltd. | | | 1,400 | | | | 17,397 | |
| | |
CK Asset Holdings Ltd. | | | 500 | | | | 3,451 | |
| | |
Hang Seng Bank Ltd. | | | 200 | | | | 3,994 | |
| | |
Hong Kong & China Gas Co., Ltd. | | | 2,100 | | | | 3,261 | |
| | |
Hong Kong Exchanges & Clearing Ltd. | | | 100 | | | | 5,959 | |
| | |
Link REIT | | | 400 | | | | 3,876 | |
| | |
MTR Corp., Ltd. | | | 500 | | | | 2,785 | |
| | |
Power Assets Holdings Ltd. | | | 500 | | | | 3,068 | |
| | | | | | | | |
| Total Hong Kong | | | | 43,791 | |
|
| Ireland – 0.8% | |
| | |
CRH PLC | | | 70 | | | | 3,528 | |
| | |
Experian PLC | | | 116 | | | | 4,464 | |
| | |
Flutter Entertainment PLC* | | | 19 | | | | 3,441 | |
| | |
Kerry Group PLC, Class A | | | 11 | | | | 1,537 | |
| | |
Kingspan Group PLC | | | 21 | | | | 1,983 | |
| | |
Smurfit Kappa Group PLC | | | 11 | | | | 597 | |
| | | | | | | | |
| Total Ireland | | | | 15,550 | |
|
| Israel – 0.6% | |
| | |
Bank Hapoalim BM* | | | 129 | | | | 1,036 | |
| | |
Bank Leumi Le-Israel BM* | | | 188 | | | | 1,429 | |
| | |
Check Point Software Technologies Ltd.* | | | 27 | | | | 3,135 | |
| | |
Nice Ltd.* | | | 14 | | | | 3,421 | |
| | |
Teva Pharmaceutical Industries Ltd., ADR* | | | 94 | | | | 931 | |
| | |
Wix.com Ltd.* | | | 9 | | | | 2,612 | |
| | | | | | | | |
| Total Israel | | | | 12,564 | |
|
| Italy – 1.6% | |
| | |
Assicurazioni Generali SpA | | | 81 | | | | 1,624 | |
| | |
Atlantia SpA* | | | 29 | | | | 525 | |
| | |
Enel SpA | | | 1,002 | | | | 9,307 | |
| | |
Eni SpA | | | 259 | | | | 3,154 | |
| | |
Ferrari N.V. | | | 16 | | | | 3,302 | |
| | |
FinecoBank Banca Fineco SpA* | | | 90 | | | | 1,569 | |
| | |
Intesa Sanpaolo SpA | | | 1,578 | | | | 4,359 | |
| | |
Moncler SpA | | | 27 | | | | 1,827 | |
| | |
Nexi SpA*(a) | | | 87 | | | | 1,910 | |
| | |
Prysmian SpA | | | 29 | | | | 1,040 | |
| | |
Snam SpA | | | 56 | | | | 324 | |
| | |
Telecom Italia SpA | | | 1,498 | | | | 744 | |
| | |
Terna SPA | | | 25 | | | | 186 | |
| | |
UniCredit SpA | | | 218 | | | | 2,572 | |
| | | | | | | | |
| Total Italy | | | | 32,443 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree International Efficient Core Fund (NTSI)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| Japan – 19.4% | |
| | |
Aeon Co., Ltd. | | | 100 | | | $ | 2,689 | |
| | |
Ajinomoto Co., Inc. | | | 100 | | | | 2,598 | |
| | |
Asahi Group Holdings Ltd. | | | 100 | | | | 4,677 | |
| | |
Asahi Kasei Corp. | | | 300 | | | | 3,299 | |
| | |
Astellas Pharma, Inc. | | | 400 | | | | 6,972 | |
| | |
Bridgestone Corp. | | | 100 | | | | 4,555 | |
| | |
Canon, Inc. | | | 200 | | | | 4,528 | |
| | |
Chubu Electric Power Co., Inc. | | | 200 | | | | 2,447 | |
| | |
Chugai Pharmaceutical Co., Ltd. | | | 100 | | | | 3,966 | |
| | |
Dai-ichi Life Holdings, Inc. | | | 200 | | | | 3,665 | |
| | |
Daiichi Sankyo Co., Ltd. | | | 300 | | | | 6,472 | |
| | |
Daiwa House Industry Co., Ltd. | | | 100 | | | | 3,005 | |
| | |
ENEOS Holdings, Inc. | | | 1,000 | | | | 4,189 | |
| | |
Hitachi Ltd. | | | 100 | | | | 5,731 | |
| | |
Honda Motor Co., Ltd. | | | 200 | | | | 6,397 | |
| | |
ITOCHU Corp. | | | 200 | | | | 5,766 | |
| | |
Japan Exchange Group, Inc. | | | 100 | | | | 2,225 | |
| | |
Japan Post Holdings Co., Ltd. | | | 500 | | | | 4,101 | |
| | |
Japan Tobacco, Inc. | | | 200 | | | | 3,781 | |
| | |
Kao Corp. | | | 100 | | | | 6,158 | |
| | |
KDDI Corp. | | | 200 | | | | 6,244 | |
| | |
Kirin Holdings Co., Ltd. | | | 200 | | | | 3,903 | |
| | |
Komatsu Ltd. | | | 200 | | | | 4,974 | |
| | |
Kubota Corp. | | | 200 | | | | 4,049 | |
| | |
Kyowa Kirin Co., Ltd. | | | 100 | | | | 3,550 | |
| | |
Marubeni Corp. | | | 500 | | | | 4,352 | |
| | |
MINEBEA MITSUMI, Inc. | | | 100 | | | | 2,648 | |
| | |
MISUMI Group, Inc. | | | 100 | | | | 3,388 | |
| | |
Mitsubishi Chemical Holdings Corp. | | | 500 | | | | 4,205 | |
| | |
Mitsubishi Corp. | | | 200 | | | | 5,456 | |
| | |
Mitsubishi Electric Corp. | | | 400 | | | | 5,811 | |
| | |
Mitsubishi Estate Co., Ltd. | | | 300 | | | | 4,856 | |
| | |
Mitsubishi Heavy Industries Ltd. | | | 100 | | | | 2,945 | |
| | |
Mitsubishi UFJ Financial Group, Inc. | | | 2,000 | | | | 10,814 | |
| | |
Mitsui Fudosan Co., Ltd. | | | 200 | | | | 4,637 | |
| | |
Mizuho Financial Group, Inc. | | | 400 | | | | 5,721 | |
| | |
MS&AD Insurance Group Holdings, Inc. | | | 100 | | | | 2,890 | |
| | |
Murata Manufacturing Co., Ltd. | | | 100 | | | | 7,642 | |
| | |
Nexon Co., Ltd. | | | 100 | | | | 2,231 | |
| | |
Nihon M&A Center, Inc. | | | 100 | | | | 2,596 | |
| | |
Nippon Paint Holdings Co., Ltd. | | | 200 | | | | 2,717 | |
| | |
Nippon Steel Corp. | | | 200 | | | | 3,376 | |
| | |
Nippon Telegraph & Telephone Corp. | | | 200 | | | | 5,216 | |
| | |
Nissan Motor Co., Ltd.* | | | 800 | | | | 3,974 | |
| | |
Nomura Holdings, Inc. | | | 900 | | | | 4,604 | |
| | |
Nomura Research Institute Ltd. | | | 100 | | | | 3,311 | |
| | |
NTT Data Corp. | | | 200 | | | | 3,123 | |
| | |
Odakyu Electric Railway Co., Ltd. | | | 100 | | | | 2,528 | |
| | |
Olympus Corp. | | | 200 | | | | 3,979 | |
| | |
Ono Pharmaceutical Co., Ltd. | | | 100 | | | | 2,234 | |
| | |
Otsuka Holdings Co., Ltd. | | | 100 | | | | 4,151 | |
| | |
Pan Pacific International Holdings Corp. | | | 100 | | | | 2,078 | |
| | |
Panasonic Corp. | | | 500 | | | | 5,791 | |
| | |
Rakuten Group Inc. | | | 300 | | | | 3,390 | |
| | |
Recruit Holdings Co., Ltd. | | | 200 | | | | 9,857 | |
| | |
Renesas Electronics Corp.* | | | 300 | | | | 3,246 | |
| | |
Resona Holdings, Inc. | | | 800 | | | | 3,079 | |
| | |
Sekisui House Ltd. | | | 200 | | | | 4,106 | |
| | |
Seven & I Holdings Co., Ltd. | | | 100 | | | | 4,773 | |
| | |
Shimadzu Corp. | | | 100 | | | | 3,870 | |
| | |
SoftBank Corp. | | | 500 | | | | 6,548 | |
| | |
SoftBank Group Corp. | | | 200 | | | | 14,010 | |
| | |
Sompo Holdings, Inc. | | | 100 | | | | 3,699 | |
| | |
Sony Group Corp. | | | 100 | | | | 9,744 | |
| | |
Subaru Corp. | | | 200 | | | | 3,949 | |
| | |
Sumitomo Chemical Co., Ltd. | | | 600 | | | | 3,184 | |
| | |
Sumitomo Corp. | | | 300 | | | | 4,022 | |
| | |
Sumitomo Electric Industries Ltd. | | | 200 | | | | 2,953 | |
| | |
Sumitomo Mitsui Financial Group, Inc. | | | 200 | | | | 6,902 | |
| | |
Sumitomo Mitsui Trust Holdings, Inc. | | | 100 | | | | 3,179 | |
| | |
Sumitomo Realty & Development Co., Ltd. | | | 100 | | | | 3,577 | |
| | |
Suzuki Motor Corp. | | | 100 | | | | 4,236 | |
| | |
Takeda Pharmaceutical Co., Ltd. | | | 200 | | | | 6,702 | |
| | |
Terumo Corp. | | | 100 | | | | 4,056 | |
| | |
Tokio Marine Holdings, Inc. | | | 100 | | | | 4,602 | |
| | |
Tokyo Gas Co., Ltd. | | | 100 | | | | 1,889 | |
| | |
Toray Industries, Inc. | | | 500 | | | | 3,330 | |
| | |
Toshiba Corp. | | | 100 | | | | 4,329 | |
| | |
Toyota Motor Corp. | | | 300 | | | | 26,246 | |
| | |
Unicharm Corp. | | | 100 | | | | 4,027 | |
| | |
Yamato Holdings Co., Ltd. | | | 100 | | | | 2,847 | |
| | |
Z Holdings Corp. | | | 900 | | | | 4,515 | |
| | | | | | | | |
| Total Japan | | | | 388,082 | |
|
| Luxembourg – 0.2% | |
| | |
ArcelorMittal S.A. | | | 76 | | | | 2,330 | |
| | |
Eurofins Scientific SE* | | | 15 | | | | 1,715 | |
| | | | | | | | |
| Total Luxembourg | | | | 4,045 | |
|
| Macau – 0.2% | |
| | |
Sands China Ltd.* | | | 800 | | | | 3,369 | |
|
| Netherlands – 3.8% | |
| | |
Adyen N.V.*(a) | | | 2 | | | | 4,887 | |
| | |
Aegon N.V. | | | 146 | | | | 606 | |
| | |
Akzo Nobel N.V. | | | 19 | | | | 2,348 | |
| | |
Argenx SE* | | | 7 | | | | 2,118 | |
| | |
ASM International N.V. | | | 14 | | | | 4,599 | |
| | |
ASML Holding N.V. | | | 52 | | | | 35,730 | |
| | |
EXOR N.V. | | | 4 | | | | 321 | |
| | |
Heineken N.V. | | | 26 | | | | 3,151 | |
| | |
ING Groep N.V. | | | 398 | | | | 5,258 | |
| | |
Just Eat Takeaway.com N.V.*(a) | | | 16 | | | | 1,478 | |
| | |
Koninklijke Ahold Delhaize N.V. | | | 100 | | | | 2,973 | |
| | |
Koninklijke DSM N.V. | | | 19 | | | | 3,547 | |
| | |
Koninklijke KPN N.V. | | | 358 | | | | 1,118 | |
| | |
Koninklijke Philips N.V. | | | 106 | | | | 5,253 | |
| | |
QIAGEN N.V.* | | | 19 | | | | 918 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree International Efficient Core Fund (NTSI)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
Randstad N.V. | | | 3 | | | $ | 229 | |
| | |
Wolters Kluwer N.V. | | | 22 | | | | 2,210 | |
| | | | | | | | |
| Total Netherlands | | | | 76,744 | |
|
| New Zealand – 0.1% | |
| | |
Xero Ltd.* | | | 28 | | | | 2,882 | |
|
| Norway – 0.4% | |
| | |
DNB ASA | | | 26 | | | | 567 | |
| | |
Equinor ASA | | | 119 | | | | 2,519 | |
| | |
Mowi ASA | | | 62 | | | | 1,578 | |
| | |
Norsk Hydro ASA | | | 159 | | | | 1,015 | |
| | |
Telenor ASA | | | 53 | | | | 894 | |
| | |
Yara International ASA | | | 18 | | | | 948 | |
| | | | | | | | |
| Total Norway | | | | 7,521 | |
|
| Portugal – 0.2% | |
| | |
EDP - Energias de Portugal S.A. | | | 645 | | | | 3,419 | |
|
| Singapore – 0.7% | |
| | |
DBS Group Holdings Ltd. | | | 300 | | | | 6,653 | |
| | |
Oversea-Chinese Banking Corp., Ltd. | | | 400 | | | | 3,556 | |
| | |
Singapore Telecommunications Ltd. | | | 1,700 | | | | 2,896 | |
| | |
United Overseas Bank Ltd. | | | 100 | | | | 1,921 | |
| | | | | | | | |
| Total Singapore | | | | 15,026 | |
|
| Spain – 2.3% | |
| | |
ACS Actividades de Construccion y Servicios S.A. | | | 11 | | | | 295 | |
| | |
Aena SME S.A.*(a) | | | 9 | | | | 1,476 | |
| | |
Amadeus IT Group S.A.* | | | 59 | | | | 4,150 | |
| | |
Banco Bilbao Vizcaya Argentaria S.A.* | | | 744 | | | | 4,613 | |
| | |
Banco Santander S.A. | | | 1,909 | | | | 7,289 | |
| | |
CaixaBank S.A. | | | 361 | | | | 1,110 | |
| | |
Cellnex Telecom S.A.(a) | | | 54 | | | | 3,440 | |
| | |
Endesa S.A. | | | 15 | | | | 364 | |
| | |
Ferrovial S.A. | | | 51 | | | | 1,497 | |
| | |
Grifols S.A. | | | 30 | | | | 813 | |
| | |
Iberdrola S.A. | | | 786 | | | | 9,582 | |
| | |
Industria de Diseno Textil S.A. | | | 142 | | | | 5,003 | |
| | |
Repsol S.A. | | | 146 | | | | 1,827 | |
| | |
Siemens Gamesa Renewable Energy S.A.* | | | 45 | | | | 1,503 | |
| | |
Telefonica S.A. | | | 473 | | | | 2,211 | |
| | | | | | | | |
| Total Spain | | | | 45,173 | |
|
| Sweden – 2.8% | |
| | |
Alfa Laval AB | | | 45 | | | | 1,591 | |
| | |
Assa Abloy AB, Class B | | | 127 | | | | 3,828 | |
| | |
Atlas Copco AB, Class A | | | 130 | | | | 7,965 | |
| | |
Boliden AB | | | 16 | | | | 615 | |
| | |
Epiroc AB, Class A | | | 147 | | | | 3,352 | |
| | |
EQT AB | | | 42 | | | | 1,525 | |
| | |
Essity AB, Class B | | | 61 | | | | 2,024 | |
| | |
Evolution AB(a) | | | 23 | | | | 3,637 | |
| | |
H & M Hennes & Mauritz AB, Class B* | | | 102 | | | | 2,421 | |
| | |
Hexagon AB, Class B | | | 406 | | | | 6,020 | |
| | |
Kinnevik AB, Class B | | | 38 | | | | 1,522 | |
| | |
Nibe Industrier AB, Class B | | | 204 | | | | 2,147 | |
| | |
Sandvik AB | | | 148 | | | | 3,783 | |
| | |
Skandinaviska Enskilda Banken AB, Class A | | | 15 | | | | 194 | |
| | |
Skanska AB, Class B | | | 25 | | | | 664 | |
| | |
SKF AB, Class B | | | 50 | | | | 1,274 | |
| | |
Svenska Cellulosa AB SCA, Class B | | | 77 | | | | 1,263 | |
| | |
Svenska Handelsbanken AB, Class A | | | 16 | | | | 181 | |
| | |
Swedbank AB, Class A | | | 38 | | | | 708 | |
| | |
Swedish Match AB | | | 169 | | | | 1,442 | |
| | |
Telefonaktiebolaget LM Ericsson, Class B | | | 394 | | | | 4,955 | |
| | |
Telia Co. AB | | | 74 | | | | 329 | |
| | |
Volvo AB, Class B | | | 192 | | | | 4,623 | |
| | | | | | | | |
| Total Sweden | | | | 56,063 | |
|
| Switzerland – 9.7% | |
| | |
ABB Ltd., Registered Shares | | | 260 | | | | 8,829 | |
| | |
Adecco Group AG, Registered Shares | | | 8 | | | | 544 | |
| | |
Alcon, Inc. | | | 62 | | | | 4,345 | |
| | |
Cie Financiere Richemont S.A., Registered Shares | | | 63 | | | | 7,630 | |
| | |
Credit Suisse Group AG, Registered Shares | | | 209 | | | | 2,191 | |
| | |
Geberit AG, Registered Shares | | | 6 | | | | 4,505 | |
| | |
Givaudan S.A., Registered Shares | | | 1 | | | | 4,655 | |
| | |
Glencore PLC | | | 1,197 | | | | 5,117 | |
| | |
Holcim Ltd., Registered Shares* | | | 40 | | | | 2,402 | |
| | |
Julius Baer Group Ltd. | | | 14 | | | | 914 | |
| | |
Kuehne + Nagel International AG, Registered Shares | | | 11 | | | | 3,768 | |
| | |
Logitech International S.A., Registered Shares | | | 35 | | | | 4,245 | |
| | |
Lonza Group AG, Registered Shares | | | 9 | | | | 6,385 | |
| | |
Nestle S.A., Registered Shares | | | 333 | | | | 41,508 | |
| | |
Novartis AG, Registered Shares | | | 240 | | | | 21,893 | |
| | |
Partners Group Holding AG | | | 3 | | | | 4,549 | |
| | |
Roche Holding AG | | | 84 | | | | 31,674 | |
| | |
Schindler Holding AG, Participation Certificate | | | 10 | | | | 3,062 | |
| | |
Sika AG, Registered Shares | | | 20 | | | | 6,545 | |
| | |
Sonova Holding AG, Registered Shares | | | 8 | | | | 3,012 | |
| | |
STMicroelectronics N.V. | | | 134 | | | | 4,863 | |
| | |
Straumann Holding AG, Registered Shares | | | 1 | | | | 1,596 | |
| | |
Swatch Group AG (The), Bearer Shares | | | 5 | | | | 1,717 | |
| | |
Swiss Life Holding AG, Registered Shares | | | 2 | | | | 973 | |
| | |
Swiss Re AG | | | 26 | | | | 2,348 | |
| | |
Swisscom AG, Registered Shares | | | 4 | | | | 2,286 | |
| | |
Temenos AG, Registered Shares | | | 10 | | | | 1,608 | |
| | |
UBS Group AG, Registered Shares | | | 329 | | | | 5,040 | |
| | |
Zurich Insurance Group AG | | | 16 | | | | 6,425 | |
| | | | | | | | |
| Total Switzerland | | | | 194,629 | |
|
| United Kingdom – 13.0% | |
| | |
Admiral Group PLC | | | 22 | | | | 956 | |
| | |
Anglo American PLC | | | 160 | | | | 6,349 | |
| | |
Antofagasta PLC | | | 57 | | | | 1,130 | |
| | |
Ashtead Group PLC | | | 62 | | | | 4,594 | |
| | |
Associated British Foods PLC | | | 38 | | | | 1,163 | |
| | |
AstraZeneca PLC | | | 160 | | | | 19,192 | |
| | |
Aviva PLC | | | 286 | | | | 1,604 | |
| | |
BAE Systems PLC | | | 334 | | | | 2,409 | |
| | |
Barclays PLC | | | 2,033 | | | | 4,806 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree International Efficient Core Fund (NTSI)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
Barratt Developments PLC | | | 124 | | | $ | 1,191 | |
| | |
BP PLC | | | 2,378 | | | | 10,348 | |
| | |
British American Tobacco PLC | | | 248 | | | | 9,593 | |
| | |
BT Group PLC* | | | 1,124 | | | | 3,012 | |
| | |
Bunzl PLC | | | 38 | | | | 1,254 | |
| | |
Burberry Group PLC* | | | 50 | | | | 1,427 | |
| | |
CK Hutchison Holdings Ltd. | | | 500 | | | | 3,895 | |
| | |
CNH Industrial N.V. | | | 139 | | | | 2,295 | |
| | |
Coca-Cola Europacific Partners PLC | | | 16 | | | | 949 | |
| | |
Compass Group PLC* | | | 239 | | | | 5,025 | |
| | |
Croda International PLC | | | 19 | | | | 1,934 | |
| | |
DCC PLC | | | 10 | | | | 818 | |
| | |
Diageo PLC | | | 282 | | | | 13,483 | |
| | |
Entain PLC* | | | 81 | | | | 1,953 | |
| | |
Ferguson PLC | | | 32 | | | | 4,443 | |
| | |
GlaxoSmithKline PLC | | | 538 | | | | 10,549 | |
| | |
Halma PLC | | | 89 | | | | 3,310 | |
| | |
HSBC Holdings PLC | | | 2,291 | | | | 13,207 | |
| | |
Imperial Brands PLC | | | 67 | | | | 1,441 | |
| | |
Informa PLC* | | | 192 | | | | 1,330 | |
| | |
InterContinental Hotels Group PLC* | | | 20 | | | | 1,329 | |
| | |
Intertek Group PLC | | | 19 | | | | 1,452 | |
| | |
Johnson Matthey PLC | | | 27 | | | | 1,146 | |
| | |
Kingfisher PLC | | | 301 | | | | 1,516 | |
| | |
Legal & General Group PLC | | | 582 | | | | 2,071 | |
| | |
Lloyds Banking Group PLC | | | 7,706 | | | | 4,970 | |
| | |
London Stock Exchange Group PLC | | | 44 | | | | 4,844 | |
| | |
Melrose Industries PLC | | | 604 | | | | 1,294 | |
| | |
Mondi PLC | | | 49 | | | | 1,287 | |
| | |
National Grid PLC | | | 375 | | | | 4,770 | |
| | |
Natwest Group PLC | | | 350 | | | | 983 | |
| | |
Next PLC* | | | 16 | | | | 1,736 | |
| | |
Ocado Group PLC* | | | 65 | | | | 1,799 | |
| | |
Pearson PLC | | | 103 | | | | 1,181 | |
| | |
Persimmon PLC | | | 34 | | | | 1,389 | |
| | |
Prudential PLC | | | 326 | | | | 6,186 | |
| | |
Reckitt Benckiser Group PLC | | | 89 | | | | 7,865 | |
| | |
RELX PLC | | | 216 | | | | 5,726 | |
| | |
Rentokil Initial PLC | | | 193 | | | | 1,320 | |
| | |
Rio Tinto PLC | | | 132 | | | | 10,848 | |
| | |
Rolls-Royce Holdings PLC* | | | 1,121 | | | | 1,532 | |
| | |
Royal Dutch Shell PLC, Class A | | | 866 | | | | 17,309 | |
| | |
Sage Group PLC (The) | | | 182 | | | | 1,720 | |
| | |
Segro PLC | | | 93 | | | | 1,406 | |
| | |
Smith & Nephew PLC | | | 125 | | | | 2,698 | |
| | |
Smiths Group PLC | | | 15 | | | | 330 | |
| | |
Spirax-Sarco Engineering PLC | | | 10 | | | | 1,881 | |
| | |
SSE PLC | | | 105 | | | | 2,177 | |
| | |
St. James’s Place PLC | | | 85 | | | | 1,734 | |
| | |
Standard Chartered PLC | | | 189 | | | | 1,204 | |
| | |
Standard Life Aberdeen PLC | | | 140 | | | | 524 | |
| | |
Taylor Wimpey PLC | | | 463 | | | | 1,017 | |
| | |
Tesco PLC | | | 728 | | | | 2,242 | |
| | |
Unilever PLC | | | 316 | | | | 18,468 | |
| | |
United Utilities Group PLC | | | 13 | | | | 175 | |
| | |
Vodafone Group PLC | | | 2,857 | | | | 4,789 | |
| | |
Whitbread PLC* | | | 25 | | | | 1,078 | |
| | |
WPP PLC | | | 160 | | | | 2,153 | |
| | | | | | | | |
| Total United Kingdom | | | | 259,809 | |
|
| United States – 0.4% | |
| | |
James Hardie Industries PLC | | | 73 | | | | 2,481 | |
| | |
Stellantis N.V. | | | 240 | | | | 4,711 | |
| | | | | | | | |
| Total United States | | | | 7,192 | |
TOTAL COMMON STOCKS (Cost: $1,785,264) | | | | 1,770,919 | |
|
| RIGHTS – 0.0% | |
|
| Spain – 0.0% | |
| | |
ACS Actividades de Construccion y Servicios S.A., expiring 7/9/21* | | | | | | | | |
| (Cost: $17) | | | 11 | | | | 15 | |
|
| EXCHANGE-TRADED FUND – 1.8% | |
|
| United States – 1.8% | |
| | |
iShares 1-3 Year Treasury Bond ETF
(Cost: $35,652) | | | 413 | | | | 35,584 | |
| | |
| | | Principal
Amount | | | | |
|
| U.S. GOVERNMENT OBLIGATIONS – 0.9% | |
|
| U.S. Treasury Bill – 0.9% | |
0.01%, 4/21/22(b)(c) | | | | | | | | |
| (Cost: $17,998) | | $ | 18,000 | | | | 17,993 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 91.3%
(Cost: $1,838,931) | | | | 1,824,511 | |
| |
Other Assets less Liabilities - 8.7% | | | | 174,382 | |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 1,998,893 | |
| * | 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) | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (c) | 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 $17,993 as of June 30, 2021. |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree International Efficient Core Fund (NTSI)
June 30, 2021
| | | | | | | | | | | | | | | | |
|
| FINANCIAL DERIVATIVE INSTRUMENTS | |
|
| FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
| Long Exposure | | Contracts | | | Expiration
Date | | | Notional
Value | | | Unrealized
Appreciation/
(Depreciation) | |
2 Year U.S. Treasury Note | | | 1 | | | | 9/30/21 | | | $ | 220,320 | | | $ | (320 | ) |
5 Year U.S. Treasury Note | | | 2 | | | | 9/30/21 | | | | 246,860 | | | | (328 | ) |
10 Year U.S. Treasury Note | | | 3 | | | | 9/21/21 | | | | 397,500 | | | | 2,953 | |
U.S. Treasury Long Bond | | | 1 | | | | 9/21/21 | | | | 160,750 | | | | 5,594 | |
Ultra 10 Year U.S. Treasury Note | | | 1 | | | | 9/21/21 | | | | 147,203 | | | | 3,078 | |
| | | | $ | 1,172,633 | | | $ | 10,977 | |
| | | | | | | | | | |
|
FAIR VALUATION SUMMARY The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 1,770,919 | | | $ | — | | | $ | — | | | $ | 1,770,919 | |
Rights | | | 15 | | | | — | | | | — | | | | 15 | |
Exchange-Traded Fund | | | 35,584 | | | | — | | | | — | | | | 35,584 | |
U.S. Government Obligations | | | — | | | | 17,993 | | | | — | | | | 17,993 | |
Total Investments in Securities | | $ | 1,806,518 | | | $ | 17,993 | | | $ | — | | | $ | 1,824,511 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | 11,625 | | | $ | — | | | $ | — | | | $ | 11,625 | |
Liabilities: | | | | | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | (648 | ) | | $ | — | | | $ | — | | | $ | (648 | ) |
Total – Net | | $ | 1,817,495 | | | $ | 17,993 | | | $ | — | | | $ | 1,835,488 | |
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree U.S. Efficient Core Fund (NTSX)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| COMMON STOCKS – 89.7% | |
|
| Argentina – 0.1% | |
|
| Internet & Direct Marketing Retail – 0.1% | |
| | |
MercadoLibre, Inc.* | | | 483 | | | $ | 752,413 | |
|
| China – 0.1% | |
|
| Hotels, Restaurants & Leisure – 0.1% | |
| | |
Yum China Holdings, Inc. | | | 4,612 | | | | 305,545 | |
|
| Ireland – 0.1% | |
|
| Technology Hardware, Storage & Peripherals – 0.1% | |
| | |
Seagate Technology Holdings PLC | | | 3,624 | | | | 318,658 | |
|
| Israel – 0.1% | |
|
| IT Services – 0.1% | |
| | |
Wix.com Ltd.* | | | 539 | | | | 156,461 | |
|
| Software – 0.0% | |
| | |
Check Point Software Technologies Ltd.* | | | 1,257 | | | | 145,975 | |
| Total Israel | | | | 302,436 | |
|
| Netherlands – 0.1% | |
|
| Semiconductors & Semiconductor Equipment – 0.1% | |
| | |
NXP Semiconductors N.V. | | | 3,071 | | | | 631,766 | |
|
| Russia – 0.1% | |
|
| Interactive Media & Services – 0.1% | |
| | |
Yandex N.V., Class A* | | | 3,909 | | | | 276,562 | |
|
| United Kingdom – 0.4% | |
|
| Chemicals – 0.4% | |
| | |
Linde PLC | | | 6,731 | | | | 1,945,932 | |
|
| Internet & Direct Marketing Retail – 0.0% | |
| | |
Farfetch Ltd., Class A* | | | 2,400 | | | | 120,864 | |
| Total United Kingdom | | | | 2,066,796 | |
|
| United States – 88.7% | |
|
| Aerospace & Defense – 1.3% | |
| | |
Boeing Co. (The)* | | | 7,135 | | | | 1,709,261 | |
| | |
General Dynamics Corp. | | | 2,869 | | | | 540,118 | |
| | |
Howmet Aerospace, Inc.* | | | 3,226 | | | | 111,200 | |
| | |
L3Harris Technologies, Inc. | | | 2,605 | | | | 563,071 | |
| | |
Lockheed Martin Corp. | | | 3,238 | | | | 1,225,097 | |
| | |
Northrop Grumman Corp. | | | 1,966 | | | | 714,503 | |
| | |
Raytheon Technologies Corp. | | | 20,078 | | | | 1,712,854 | |
| | |
TransDigm Group, Inc.* | | | 572 | | | | 370,250 | |
| | | | | | | | |
| Total Aerospace & Defense | | | | 6,946,354 | |
|
| Air Freight & Logistics – 0.6% | |
| | |
Expeditors International of Washington, Inc. | | | 1,910 | | | | 241,806 | |
| | |
FedEx Corp. | | | 2,952 | | | | 880,670 | |
| | |
United Parcel Service, Inc., Class B | | | 9,429 | | | | 1,960,949 | |
| | | | | | | | |
| Total Air Freight & Logistics | | | | 3,083,425 | |
|
| Airlines – 0.2% | |
| | |
American Airlines Group, Inc.* | | | 4,596 | | | | 97,481 | |
| | |
Delta Air Lines, Inc.* | | | 7,845 | | | | 339,375 | |
| | |
Southwest Airlines Co.* | | | 6,314 | | | | 335,210 | |
| | |
United Airlines Holdings, Inc.* | | | 2,891 | | | | 151,170 | |
| | | | | | | | |
| Total Airlines | | | | 923,236 | |
|
| Auto Components – 0.1% | |
| | |
Aptiv PLC* | | | 3,273 | | | | 514,941 | |
|
| Automobiles – 1.6% | |
| | |
Ford Motor Co.* | | | 49,073 | | | | 729,225 | |
| | |
General Motors Co.* | | | 14,892 | | | | 881,160 | |
| | |
Tesla, Inc.* | | | 9,933 | | | | 6,751,460 | |
| | | | | | | | |
| Total Automobiles | | | | 8,361,845 | |
|
| Banks – 3.7% | |
| | |
Bank of America Corp. | | | 97,127 | | | | 4,004,546 | |
| | |
Citigroup, Inc. | | | 26,017 | | | | 1,840,703 | |
| | |
Citizens Financial Group, Inc. | | | 5,427 | | | | 248,936 | |
| | |
Fifth Third Bancorp | | | 7,903 | | | | 302,132 | |
| | |
First Republic Bank | | | 2,495 | | | | 466,989 | |
| | |
Huntington Bancshares, Inc. | | | 7,896 | | | | 112,676 | |
| | |
JPMorgan Chase & Co. | | | 38,621 | | | | 6,007,110 | |
| | |
KeyCorp | | | 13,425 | | | | 277,226 | |
| | |
M&T Bank Corp. | | | 1,444 | | | | 209,828 | |
| | |
PNC Financial Services Group, Inc. (The) | | | 5,279 | | | | 1,007,022 | |
| | |
Regions Financial Corp. | | | 12,126 | | | | 244,703 | |
| | |
SVB Financial Group* | | | 575 | | | | 319,947 | |
| | |
Truist Financial Corp. | | | 16,875 | | | | 936,563 | |
| | |
U.S. Bancorp | | | 16,347 | | | | 931,289 | |
| | |
Wells Fargo & Co. | | | 53,846 | | | | 2,438,685 | |
| | | | | | | | |
| Total Banks | | | | 19,348,355 | |
|
| Beverages – 1.3% | |
| | |
Brown-Forman Corp., Class B | | | 3,898 | | | | 292,116 | |
| | |
Coca-Cola Co. (The) | | | 47,813 | | | | 2,587,162 | |
| | |
Constellation Brands, Inc., Class A | | | 2,048 | | | | 479,007 | |
| | |
Keurig Dr. Pepper, Inc. | | | 8,875 | | | | 312,755 | |
| | |
Monster Beverage Corp.* | | | 4,906 | | | | 448,163 | |
| | |
PepsiCo, Inc. | | | 18,119 | | | | 2,684,692 | |
| | | | | | | | |
| Total Beverages | | | | 6,803,895 | |
|
| Biotechnology – 1.8% | |
| | |
AbbVie, Inc. | | | 22,935 | | | | 2,583,398 | |
| | |
Alexion Pharmaceuticals, Inc.* | | | 2,904 | | | | 533,494 | |
| | |
Alnylam Pharmaceuticals, Inc.* | | | 926 | | | | 156,976 | |
| | |
Amgen, Inc. | | | 6,391 | | | | 1,557,806 | |
| | |
Biogen, Inc.* | | | 1,433 | | | | 496,205 | |
| | |
Exact Sciences Corp.* | | | 1,837 | | | | 228,357 | |
| | |
Gilead Sciences, Inc. | | | 12,130 | | | | 835,272 | |
| | |
Horizon Therapeutics PLC* | | | 2,596 | | | | 243,089 | |
| | |
Incyte Corp.* | | | 2,560 | | | | 215,373 | |
| | |
Moderna, Inc.* | | | 3,825 | | | | 898,799 | |
| | |
Novavax, Inc.* | | | 512 | | | | 108,703 | |
| | |
Regeneron Pharmaceuticals, Inc.* | | | 949 | | | | 530,054 | |
| | |
Seagen, Inc.* | | | 1,859 | | | | 293,499 | |
| | |
Vertex Pharmaceuticals, Inc.* | | | 2,648 | | | | 533,916 | |
| | | | | | | | |
| Total Biotechnology | | | | 9,214,941 | |
|
| Building Products – 0.4% | |
| | |
Carrier Global Corp. | | | 8,463 | | | | 411,302 | |
| | |
Johnson Controls International PLC | | | 9,763 | | | | 670,035 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
Masco Corp. | | | 3,674 | | | $ | 216,435 | |
| | |
Trane Technologies PLC | | | 3,301 | | | | 607,846 | |
| | | | | | | | |
| Total Building Products | | | | 1,905,618 | |
|
| Capital Markets – 2.8% | |
| | |
Ameriprise Financial, Inc. | | | 1,643 | | | | 408,910 | |
| | |
Bank of New York Mellon Corp. (The) | | | 9,380 | | | | 480,537 | |
| | |
BlackRock, Inc. | | | 1,872 | | | | 1,637,944 | |
| | |
Blackstone Group, Inc. (The), Class A | | | 8,635 | | | | 838,804 | |
| | |
Charles Schwab Corp. (The) | | | 20,255 | | | | 1,474,767 | |
| | |
CME Group, Inc. | | | 4,346 | | | | 924,307 | |
| | |
Goldman Sachs Group, Inc. (The) | | | 4,460 | | | | 1,692,704 | |
| | |
Intercontinental Exchange, Inc. | | | 6,712 | | | | 796,714 | |
| | |
KKR & Co., Inc., Class A | | | 6,955 | | | | 412,014 | |
| | |
MarketAxess Holdings, Inc. | | | 448 | | | | 207,688 | |
| | |
Moody’s Corp. | | | 1,966 | | | | 712,419 | |
| | |
Morgan Stanley | | | 17,045 | | | | 1,562,856 | |
| | |
MSCI, Inc. | | | 1,084 | | | | 577,859 | |
| | |
Nasdaq, Inc. | | | 1,257 | | | | 220,981 | |
| | |
Northern Trust Corp. | | | 2,821 | | | | 326,164 | |
| | |
Raymond James Financial, Inc. | | | 1,052 | | | | 136,655 | |
| | |
S&P Global, Inc. | | | 3,217 | | | | 1,320,418 | |
| | |
State Street Corp. | | | 4,701 | | | | 386,798 | |
| | |
T. Rowe Price Group, Inc. | | | 2,986 | | | | 591,138 | |
| | | | | | | | |
| Total Capital Markets | | | | 14,709,677 | |
|
| Chemicals – 1.1% | |
| | |
Air Products & Chemicals, Inc. | | | 2,644 | | | | 760,626 | |
| | |
Albemarle Corp. | | | 1,042 | | | | 175,535 | |
| | |
Celanese Corp. | | | 1,643 | | | | 249,079 | |
| | |
Corteva, Inc. | | | 9,390 | | | | 416,446 | |
| | |
Dow, Inc. | | | 9,047 | | | | 572,494 | |
| | |
DuPont de Nemours, Inc. | | | 6,990 | | | | 541,096 | |
| | |
Eastman Chemical Co. | | | 1,277 | | | | 149,090 | |
| | |
Ecolab, Inc. | | | 3,333 | | | | 686,498 | |
| | |
FMC Corp. | | | 1,822 | | | | 197,140 | |
| | |
International Flavors & Fragrances, Inc. | | | 2,374 | | | | 354,676 | |
| | |
LyondellBasell Industries N.V., Class A | | | 2,776 | | | | 285,567 | |
| | |
PPG Industries, Inc. | | | 3,158 | | | | 536,134 | |
| | |
Sherwin-Williams Co. (The) | | | 3,248 | | | | 884,918 | |
| | | | | | | | |
| Total Chemicals | | | | 5,809,299 | |
|
| Commercial Services & Supplies – 0.4% | |
| | |
Cintas Corp. | | | 1,279 | | | | 488,578 | |
| | |
Copart, Inc.* | | | 2,900 | | | | 382,307 | |
| | |
Republic Services, Inc. | | | 2,083 | | | | 229,151 | |
| | |
Waste Connections, Inc. | | | 2,375 | | | | 283,646 | |
| | |
Waste Management, Inc. | | | 5,053 | | | | 707,976 | |
| | | | | | | | |
| Total Commercial Services & Supplies | | | | 2,091,658 | |
|
| Communications Equipment – 0.7% | |
| | |
Arista Networks, Inc.* | | | 715 | | | | 259,052 | |
| | |
Cisco Systems, Inc. | | | 53,044 | | | | 2,811,332 | |
| | |
F5 Networks, Inc.* | | | 441 | | | | 82,317 | |
| | |
Motorola Solutions, Inc. | | | 1,973 | | | | 427,845 | |
| | | | | | | | |
| Total Communications Equipment | | | | 3,580,546 | |
|
| Construction Materials – 0.1% | |
| | |
Martin Marietta Materials, Inc. | | | 872 | | | | 306,778 | |
| | |
Vulcan Materials Co. | | | 1,628 | | | | 283,386 | |
| | | | | | | | |
| Total Construction Materials | | | | 590,164 | |
|
| Consumer Finance – 0.6% | |
| | |
Ally Financial, Inc. | | | 4,282 | | | | 213,415 | |
| | |
American Express Co. | | | 8,653 | | | | 1,429,735 | |
| | |
Capital One Financial Corp. | | | 5,488 | | | | 848,938 | |
| | |
Discover Financial Services | | | 3,851 | | | | 455,535 | |
| | |
Synchrony Financial | | | 6,571 | | | | 318,825 | |
| | | | | | | | |
| Total Consumer Finance | | | | 3,266,448 | |
|
| Containers & Packaging – 0.2% | |
| | |
Amcor PLC | | | 17,752 | | | | 203,438 | |
| | |
Avery Dennison Corp. | | | 813 | | | | 170,925 | |
| | |
Ball Corp. | | | 2,922 | | | | 236,741 | |
| | |
Crown Holdings, Inc. | | | 1,461 | | | | 149,329 | |
| | |
International Paper Co. | | | 4,255 | | | | 260,874 | |
| | |
WestRock Co. | | | 1,715 | | | | 91,272 | |
| | | | | | | | |
| Total Containers & Packaging | | | | 1,112,579 | |
|
| Distributors – 0.1% | |
| | |
Genuine Parts Co. | | | 1,611 | | | | 203,743 | |
| | |
LKQ Corp.* | | | 2,345 | | | | 115,421 | |
| | |
Pool Corp. | | | 444 | | | | 203,645 | |
| | | | | | | | |
| Total Distributors | | | | 522,809 | |
|
| Diversified Financial Services – 1.2% | |
| | |
Berkshire Hathaway, Inc., Class A* | | | 4 | | | | 1,674,404 | |
| | |
Berkshire Hathaway, Inc., Class B* | | | 15,932 | | | | 4,427,821 | |
| | | | | | | | |
| Total Diversified Financial Services | | | | 6,102,225 | |
|
| Diversified Telecommunication Services – 1.0% | |
| | |
AT&T, Inc. | | | 89,455 | | | | 2,574,515 | |
| | |
Lumen Technologies, Inc. | | | 10,598 | | | | 144,027 | |
| | |
Verizon Communications, Inc. | | | 48,486 | | | | 2,716,670 | |
| | | | | | | | |
| Total Diversified Telecommunication Services | | | | 5,435,212 | |
|
| Electric Utilities – 1.3% | |
| | |
Alliant Energy Corp. | | | 3,503 | | | | 195,327 | |
| | |
American Electric Power Co., Inc. | | | 5,466 | | | | 462,369 | |
| | |
Duke Energy Corp. | | | 9,931 | | | | 980,388 | |
| | |
Edison International | | | 4,391 | | | | 253,888 | |
| | |
Entergy Corp. | | | 2,731 | | | | 272,281 | |
| | |
Evergy, Inc. | | | 2,747 | | | | 166,001 | |
| | |
Eversource Energy | | | 3,792 | | | | 304,270 | |
| | |
Exelon Corp. | | | 11,518 | | | | 510,363 | |
| | |
FirstEnergy Corp. | | | 6,801 | | | | 253,065 | |
| | |
NextEra Energy, Inc. | | | 22,895 | | | | 1,677,746 | |
| | |
PG&E Corp.* | | | 16,325 | | | | 166,025 | |
| | |
PPL Corp. | | | 10,176 | | | | 284,623 | |
| | |
Southern Co. (The) | | | 13,278 | | | | 803,452 | |
| | |
Xcel Energy, Inc. | | | 5,872 | | | | 386,847 | |
| | | | | | | | |
| Total Electric Utilities | | | | 6,716,645 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| Electrical Equipment – 0.5% | |
| | |
AMETEK, Inc. | | | 3,030 | | | $ | 404,505 | |
| | |
Eaton Corp. PLC | | | 4,942 | | | | 732,305 | |
| | |
Emerson Electric Co. | | | 8,182 | | | | 787,436 | |
| | |
Generac Holdings, Inc.* | | | 560 | | | | 232,484 | |
| | |
Plug Power, Inc.* | | | 3,353 | | | | 114,639 | |
| | |
Rockwell Automation, Inc. | | | 1,530 | | | | 437,611 | |
| | | | | | | | |
| Total Electrical Equipment | | | | 2,708,980 | |
|
| Electronic Equipment, Instruments & Components – 0.5% | |
| | |
Amphenol Corp., Class A | | | 6,506 | | | | 445,075 | |
| | |
CDW Corp. | | | 1,683 | | | | 293,936 | |
| | |
Cognex Corp. | | | 1,657 | | | | 139,271 | |
| | |
Corning, Inc. | | | 10,125 | | | | 414,113 | |
| | |
Keysight Technologies, Inc.* | | | 1,951 | | | | 301,254 | |
| | |
TE Connectivity Ltd. | | | 4,316 | | | | 583,566 | |
| | |
Trimble, Inc.* | | | 2,302 | | | | 188,373 | |
| | |
Zebra Technologies Corp., Class A* | | | 561 | | | | 297,044 | |
| | | | | | | | |
| Total Electronic Equipment, Instruments & Components | | | | 2,662,632 | |
|
| Energy Equipment & Services – 0.2% | |
| | |
Baker Hughes Co. | | | 4,155 | | | | 95,025 | |
| | |
Halliburton Co. | | | 12,083 | | | | 279,359 | |
| | |
Schlumberger N.V. | | | 17,386 | | | | 556,526 | |
| | | | | | | | |
| Total Energy Equipment & Services | | | | 930,910 | |
|
| Entertainment – 1.8% | |
| | |
Activision Blizzard, Inc. | | | 8,968 | | | | 855,906 | |
| | |
Electronic Arts, Inc. | | | 3,047 | | | | 438,250 | |
| | |
Live Nation Entertainment, Inc.* | | | 1,180 | | | | 103,356 | |
| | |
Netflix, Inc.* | | | 5,333 | | | | 2,816,944 | |
| | |
Roku, Inc.* | | | 1,197 | | | | 549,722 | |
| | |
Spotify Technology S.A.* | | | 1,215 | | | | 334,842 | |
| | |
Take-Two Interactive Software, Inc.* | | | 1,537 | | | | 272,080 | |
| | |
Walt Disney Co. (The)* | | | 23,090 | | | | 4,058,529 | |
| | | | | | | | |
| Total Entertainment | | | | 9,429,629 | |
|
| Equity Real Estate Investment Trusts (REITs) – 2.1% | |
| | |
Alexandria Real Estate Equities, Inc. | | | 1,254 | | | | 228,153 | |
| | |
American Tower Corp. | | | 5,336 | | | | 1,441,467 | |
| | |
AvalonBay Communities, Inc. | | | 1,624 | | | | 338,913 | |
| | |
Boston Properties, Inc. | | | 1,488 | | | | 170,510 | |
| | |
Crown Castle International Corp. | | | 5,398 | | | | 1,053,150 | |
| | |
Digital Realty Trust, Inc. | | | 2,980 | | | | 448,371 | |
| | |
Duke Realty Corp. | | | 5,521 | | | | 261,419 | |
| | |
Equinix, Inc. | | | 1,096 | | | | 879,650 | |
| | |
Equity Residential | | | 4,197 | | | | 323,169 | |
| | |
Essex Property Trust, Inc. | | | 730 | | | | 219,007 | |
| | |
Extra Space Storage, Inc. | | | 1,778 | | | | 291,272 | |
| | |
Healthpeak Properties, Inc. | | | 6,122 | | | | 203,801 | |
| | |
Invitation Homes, Inc. | | | 7,190 | | | | 268,115 | |
| | |
Mid-America Apartment Communities, Inc. | | | 1,272 | | | | 214,230 | |
| | |
Prologis, Inc. | | | 8,921 | | | | 1,066,327 | |
| | |
Public Storage | | | 1,857 | | | | 558,381 | |
| | |
Realty Income Corp. | | | 3,172 | | | | 211,699 | |
| | |
SBA Communications Corp. | | | 1,237 | | | | 394,232 | |
| | |
Simon Property Group, Inc. | | | 4,299 | | | | 560,934 | |
| | |
Sun Communities, Inc. | | | 1,360 | | | | 233,104 | |
| | |
UDR, Inc. | | | 2,063 | | | | 101,046 | |
| | |
Ventas, Inc. | | | 4,143 | | | | 236,565 | |
| | |
VICI Properties, Inc. | | | 7,974 | | | | 247,354 | |
| | |
Welltower, Inc. | | | 5,521 | | | | 458,795 | |
| | |
Weyerhaeuser Co. | | | 9,284 | | | | 319,555 | |
| | | | | | | | |
| Total Equity Real Estate Investment Trusts (REITs) | | | | 10,729,219 | |
|
| Food & Staples Retailing – 1.2% | |
| | |
Costco Wholesale Corp. | | | 5,773 | | | | 2,284,203 | |
| | |
Kroger Co. (The) | | | 9,291 | | | | 355,938 | |
| | |
Sysco Corp. | | | 6,614 | | | | 514,238 | |
| | |
Walgreens Boots Alliance, Inc. | | | 9,996 | | | | 525,890 | |
| | |
Walmart, Inc. | | | 17,584 | | | | 2,479,696 | |
| | | | | | | | |
| Total Food & Staples Retailing | | | | 6,159,965 | |
|
| Food Products – 0.7% | |
| | |
Archer-Daniels-Midland Co. | | | 7,089 | | | | 429,593 | |
| | |
Conagra Brands, Inc. | | | 5,742 | | | | 208,894 | |
| | |
General Mills, Inc. | | | 7,946 | | | | 484,150 | |
| | |
Hershey Co. (The) | | | 1,684 | | | | 293,319 | |
| | |
Hormel Foods Corp. | | | 4,154 | | | | 198,353 | |
| | |
J.M. Smucker Co. (The) | | | 1,280 | | | | 165,850 | |
| | |
Kellogg Co. | | | 3,157 | | | | 203,090 | |
| | |
Kraft Heinz Co. (The) | | | 7,147 | | | | 291,455 | |
| | |
McCormick & Co., Inc., Non-Voting Shares | | | 2,560 | | | | 226,099 | |
| | |
Mondelez International, Inc., Class A | | | 17,508 | | | | 1,093,199 | |
| | |
Tyson Foods, Inc., Class A | | | 3,284 | | | | 242,228 | |
| | | | | | | | |
| Total Food Products | | | | 3,836,230 | |
|
| Health Care Equipment & Supplies – 3.0% | |
| | |
Abbott Laboratories | | | 23,025 | | | | 2,669,288 | |
| | |
ABIOMED, Inc.* | | | 434 | | | | 135,456 | |
| | |
Align Technology, Inc.* | | | 859 | | | | 524,849 | |
| | |
Baxter International, Inc. | | | 5,293 | | | | 426,086 | |
| | |
Becton, Dickinson and Co. | | | 3,443 | | | | 837,303 | |
| | |
Boston Scientific Corp.* | | | 19,190 | | | | 820,564 | |
| | |
Cooper Cos., Inc. (The) | | | 551 | | | | 218,345 | |
| | |
Danaher Corp. | | | 8,147 | | | | 2,186,329 | |
| | |
Dentsply Sirona, Inc. | | | 1,577 | | | | 99,761 | |
| | |
DexCom, Inc.* | | | 866 | | | | 369,782 | |
| | |
Edwards Lifesciences Corp.* | | | 7,424 | | | | 768,904 | |
| | |
Hologic, Inc.* | | | 2,410 | | | | 160,795 | |
| | |
IDEXX Laboratories, Inc.* | | | 1,026 | | | | 647,970 | |
| | |
Intuitive Surgical, Inc.* | | | 1,301 | | | | 1,196,452 | |
| | |
Medtronic PLC | | | 16,812 | | | | 2,086,874 | |
| | |
ResMed, Inc. | | | 1,594 | | | | 392,953 | |
| | |
STERIS PLC | | | 1,095 | | | | 225,899 | |
| | |
Stryker Corp. | | | 4,278 | | | | 1,111,125 | |
| | |
Teleflex, Inc. | | | 470 | | | | 188,841 | |
| | |
West Pharmaceutical Services, Inc. | | | 790 | | | | 283,689 | |
| | |
Zimmer Biomet Holdings, Inc. | | | 2,667 | | | | 428,907 | |
| | | | | | | | |
| Total Health Care Equipment & Supplies | | | | 15,780,172 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| Health Care Providers & Services – 2.2% | |
| | |
AmerisourceBergen Corp. | | | 2,073 | | | $ | 237,338 | |
| | |
Anthem, Inc. | | | 3,028 | | | | 1,156,090 | |
| | |
Cardinal Health, Inc. | | | 4,108 | | | | 234,526 | |
| | |
Centene Corp.* | | | 5,388 | | | | 392,947 | |
| | |
Cigna Corp. | | | 4,021 | | | | 953,259 | |
| | |
CVS Health Corp. | | | 17,560 | | | | 1,465,206 | |
| | |
Guardant Health, Inc.* | | | 981 | | | | 121,830 | |
| | |
HCA Healthcare, Inc. | | | 3,152 | | | | 651,645 | |
| | |
Humana, Inc. | | | 1,535 | | | | 679,575 | |
| | |
Laboratory Corp. of America Holdings* | | | 1,298 | | | | 358,053 | |
| | |
McKesson Corp. | | | 2,121 | | | | 405,620 | |
| | |
Quest Diagnostics, Inc. | | | 1,874 | | | | 247,312 | |
| | |
UnitedHealth Group, Inc. | | | 11,614 | | | | 4,650,710 | |
| | | | | | | | |
| Total Health Care Providers & Services | | | | 11,554,111 | |
|
| Health Care Technology – 0.2% | |
| | |
Cerner Corp. | | | 3,935 | | | | 307,560 | |
| | |
Teladoc Health, Inc.* | | | 1,891 | | | | 314,454 | |
| | |
Veeva Systems, Inc., Class A* | | | 1,616 | | | | 502,495 | |
| | | | | | | | |
| Total Health Care Technology | | | | 1,124,509 | |
|
| Hotels, Restaurants & Leisure – 1.7% | |
| | |
Booking Holdings, Inc.* | | | 503 | | | | 1,100,609 | |
| | |
Caesars Entertainment, Inc.* | | | 1,037 | | | | 107,589 | |
| | |
Carnival Corp.* | | | 7,929 | | | | 209,008 | |
| | |
Chipotle Mexican Grill, Inc.* | | | 347 | | | | 537,968 | |
| | |
Darden Restaurants, Inc. | | | 1,362 | | | | 198,838 | |
| | |
Domino’s Pizza, Inc. | | | 420 | | | | 195,926 | |
| | |
DraftKings, Inc., Class A* | | | 4,213 | | | | 219,792 | |
| | |
Expedia Group, Inc.* | | | 1,343 | | | | 219,863 | |
| | |
Hilton Worldwide Holdings, Inc.* | | | 3,397 | | | | 409,746 | |
| | |
Las Vegas Sands Corp.* | | | 5,364 | | | | 282,629 | |
| | |
Marriott International, Inc., Class A* | | | 3,550 | | | | 484,646 | |
| | |
McDonald’s Corp. | | | 9,704 | | | | 2,241,527 | |
| | |
MGM Resorts International | | | 3,683 | | | | 157,080 | |
| | |
Penn National Gaming, Inc.* | | | 953 | | | | 72,895 | |
| | |
Royal Caribbean Cruises Ltd.* | | | 2,607 | | | | 222,325 | |
| | |
Starbucks Corp. | | | 15,544 | | | | 1,737,975 | |
| | |
Yum! Brands, Inc. | | | 3,318 | | | | 381,670 | |
| | | | | | | | |
| Total Hotels, Restaurants & Leisure | | | | 8,780,086 | |
|
| Household Durables – 0.2% | |
| | |
D.R. Horton, Inc. | | | 4,000 | | | | 361,480 | |
| | |
Garmin Ltd. | | | 1,689 | | | | 244,297 | |
| | |
Lennar Corp., Class A | | | 3,350 | | | | 332,822 | |
| | |
NVR, Inc.* | | | 35 | | | | 174,066 | |
| | |
PulteGroup, Inc. | | | 3,725 | | | | 203,273 | |
| | | | | | | | |
| Total Household Durables | | | | 1,315,938 | |
|
| Household Products – 1.2% | |
| | |
Church & Dwight Co., Inc. | | | 2,265 | | | | 193,023 | |
| | |
Clorox Co. (The) | | | 1,699 | | | | 305,667 | |
| | |
Colgate-Palmolive Co. | | | 11,190 | | | | 910,307 | |
| | |
Kimberly-Clark Corp. | | | 3,990 | | | | 533,782 | |
| | |
Procter & Gamble Co. (The) | | | 30,372 | | | | 4,098,094 | |
| | | | | | | | |
| Total Household Products | | | | 6,040,873 | |
|
| Independent Power & Renewable Electricity Producers – 0.0% | |
| | |
AES Corp. (The) | | | 8,408 | | | | 219,197 | |
|
| Industrial Conglomerates – 1.0% | |
| | |
3M Co. | | | 7,647 | | | | 1,518,924 | |
| | |
General Electric Co. | | | 103,365 | | | | 1,391,293 | |
| | |
Honeywell International, Inc. | | | 8,638 | | | | 1,894,745 | |
| | |
Roper Technologies, Inc. | | | 998 | | | | 469,259 | |
| | | | | | | | |
| Total Industrial Conglomerates | | | | 5,274,221 | |
|
| Insurance – 1.4% | |
| | |
Aflac, Inc. | | | 9,191 | | | | 493,189 | |
| | |
Allstate Corp. (The) | | | 3,127 | | | | 407,886 | |
| | |
American International Group, Inc. | | | 9,569 | | | | 455,484 | |
| | |
Aon PLC, Class A | | | 2,840 | | | | 678,078 | |
| | |
Arch Capital Group Ltd.* | | | 3,852 | | | | 149,997 | |
| | |
Arthur J. Gallagher & Co. | | | 2,562 | | | | 358,885 | |
| | |
Chubb Ltd. | | | 5,137 | | | | 816,475 | |
| | |
Cincinnati Financial Corp. | | | 1,637 | | | | 190,907 | |
| | |
Hartford Financial Services Group, Inc. (The) | | | 4,827 | | | | 299,129 | |
| | |
Markel Corp.* | | | 163 | | | | 193,434 | |
| | |
Marsh & McLennan Cos., Inc. | | | 5,469 | | | | 769,379 | |
| | |
MetLife, Inc. | | | 10,085 | | | | 603,587 | |
| | |
Principal Financial Group, Inc. | | | 2,745 | | | | 173,457 | |
| | |
Progressive Corp. (The) | | | 7,197 | | | | 706,817 | |
| | |
Prudential Financial, Inc. | | | 4,680 | | | | 479,560 | |
| | |
Travelers Cos., Inc. (The) | | | 2,752 | | | | 412,002 | |
| | |
Willis Towers Watson PLC | | | 1,535 | �� | | | 353,081 | |
| | | | | | | | |
| Total Insurance | | | | 7,541,347 | |
|
| Interactive Media & Services – 6.2% | |
| | |
Alphabet, Inc., Class A* | | | 3,870 | | | | 9,449,727 | |
| | |
Alphabet, Inc., Class C* | | | 3,981 | | | | 9,977,660 | |
| | |
Facebook, Inc., Class A* | | | 29,088 | | | | 10,114,188 | |
| | |
IAC/InterActiveCorp* | | | 687 | | | | 105,915 | |
| | |
Match Group, Inc.* | | | 2,866 | | | | 462,143 | |
| | |
Pinterest, Inc., Class A* | | | 6,743 | | | | 532,360 | |
| | |
Snap, Inc., Class A* | | | 12,059 | | | | 821,700 | |
| | |
Twitter, Inc.* | | | 10,347 | | | | 711,977 | |
| | |
Zillow Group, Inc., Class C* | | | 1,235 | | | | 150,942 | |
| | | | | | | | |
| Total Interactive Media & Services | | | | 32,326,612 | |
|
| Internet & Direct Marketing Retail – 3.9% | |
| | |
Amazon.com, Inc.* | | | 5,512 | | | | 18,962,162 | |
| | |
eBay, Inc. | | | 9,690 | | | | 680,335 | |
| | |
Etsy, Inc.* | | | 1,541 | | | | 317,199 | |
| | |
Wayfair, Inc., Class A* | | | 622 | | | | 196,372 | |
| | | | | | | | |
| Total Internet & Direct Marketing Retail | | | | 20,156,068 | |
|
| IT Services – 5.1% | |
| | |
Accenture PLC, Class A | | | 8,269 | | | | 2,437,619 | |
| | |
Akamai Technologies, Inc.* | | | 1,933 | | | | 225,388 | |
| | |
Automatic Data Processing, Inc. | | | 5,523 | | | | 1,096,978 | |
| | |
Broadridge Financial Solutions, Inc. | | | 1,414 | | | | 228,403 | |
| | |
Cognizant Technology Solutions Corp., Class A | | | 7,175 | | | | 496,940 | |
| | |
EPAM Systems, Inc.* | | | 670 | | | | 342,343 | |
| | |
Fidelity National Information Services, Inc. | | | 7,072 | | | | 1,001,890 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
Fiserv, Inc.* | | | 6,477 | | | $ | 692,327 | |
| | |
FleetCor Technologies, Inc.* | | | 912 | | | | 233,527 | |
| | |
Gartner, Inc.* | | | 1,060 | | | | 256,732 | |
| | |
Global Payments, Inc. | | | 3,120 | | | | 585,125 | |
| | |
International Business Machines Corp. | | | 11,050 | | | | 1,619,819 | |
| | |
MasterCard, Inc., Class A | | | 11,311 | | | | 4,129,533 | |
| | |
MongoDB, Inc.* | | | 539 | | | | 194,859 | |
| | |
Okta, Inc.* | | | 1,381 | | | | 337,903 | |
| | |
Paychex, Inc. | | | 4,212 | | | | 451,948 | |
| | |
PayPal Holdings, Inc.* | | | 15,136 | | | | 4,411,841 | |
| | |
Snowflake, Inc., Class A* | | | 2,125 | | | | 513,825 | |
| | |
Square, Inc., Class A* | | | 5,107 | | | | 1,245,087 | |
| | |
Twilio, Inc., Class A* | | | 1,906 | | | | 751,269 | |
| | |
VeriSign, Inc.* | | | 1,115 | | | | 253,874 | |
| | |
Visa, Inc., Class A | | | 21,740 | | | | 5,083,247 | |
| | | | | | | | |
| Total IT Services | | | | 26,590,477 | |
|
| Leisure Products – 0.1% | |
| | |
Peloton Interactive, Inc., Class A* | | | 2,581 | | | | 320,096 | |
|
| Life Sciences Tools & Services – 1.1% | |
| | |
Agilent Technologies, Inc. | | | 3,656 | | | | 540,394 | |
| | |
Avantor, Inc.* | | | 3,872 | | | | 137,495 | |
| | |
Bio-Techne Corp. | | | 278 | | | | 125,172 | |
| | |
Charles River Laboratories International, Inc.* | | | 528 | | | | 195,318 | |
| | |
Illumina, Inc.* | | | 1,482 | | | | 701,297 | |
| | |
IQVIA Holdings, Inc.* | | | 2,487 | | | | 602,650 | |
| | |
Mettler-Toledo International, Inc.* | | | 255 | | | | 353,262 | |
| | |
PerkinElmer, Inc. | | | 1,086 | | | | 167,689 | |
| | |
Thermo Fisher Scientific, Inc. | | | 4,926 | | | | 2,485,019 | |
| | |
Waters Corp.* | | | 820 | | | | 283,400 | |
| | | | | | | | |
| Total Life Sciences Tools & Services | | | | 5,591,696 | |
|
| Machinery – 1.4% | |
| | |
Caterpillar, Inc. | | | 7,092 | | | | 1,543,432 | |
| | |
Cummins, Inc. | | | 1,953 | | | | 476,161 | |
| | |
Deere & Co. | | | 3,732 | | | | 1,316,314 | |
| | |
Dover Corp. | | | 2,006 | | | | 302,103 | |
| | |
Fortive Corp. | | | 3,640 | | | | 253,853 | |
| | |
IDEX Corp. | | | 829 | | | | 182,421 | |
| | |
Illinois Tool Works, Inc. | | | 3,519 | | | | 786,708 | |
| | |
Ingersoll Rand, Inc.* | | | 3,559 | | | | 173,715 | |
| | |
Otis Worldwide Corp. | | | 4,848 | | | | 396,421 | |
| | |
PACCAR, Inc. | | | 4,335 | | | | 386,899 | |
| | |
Parker-Hannifin Corp. | | | 1,817 | | | | 558,019 | |
| | |
Stanley Black & Decker, Inc. | | | 2,107 | | | | 431,914 | |
| | |
Westinghouse Air Brake Technologies Corp. | | | 2,263 | | | | 186,245 | |
| | |
Xylem, Inc. | | | 2,146 | | | | 257,434 | |
| | | | | | | | |
| Total Machinery | | | | 7,251,639 | |
|
| Media – 1.1% | |
| | |
Charter Communications, Inc., Class A* | | | 1,948 | | | | 1,405,385 | |
| | |
Comcast Corp., Class A | | | 57,787 | | | | 3,295,015 | |
| | |
Liberty Broadband Corp., Class C* | | | 2,390 | | | | 415,047 | |
| | |
Omnicom Group, Inc. | | | 2,644 | | | | 211,493 | |
| | |
ViacomCBS, Inc., Class B | | | 6,426 | | | | 290,455 | |
| | | | | | | | |
| Total Media | | | | 5,617,395 | |
|
| Metals & Mining – 0.3% | |
| | |
Freeport-McMoRan, Inc. | | | 18,202 | | | | 675,476 | |
| | |
Newmont Corp. | | | 8,543 | | | | 541,456 | |
| | |
Nucor Corp. | | | 3,356 | | | | 321,941 | |
| | | | | | | | |
| Total Metals & Mining | | | | 1,538,873 | |
|
| Multi-Utilities – 0.5% | |
| | |
Ameren Corp. | | | 2,856 | | | | 228,594 | |
| | |
CMS Energy Corp. | | | 2,197 | | | | 129,799 | |
| | |
Consolidated Edison, Inc. | | | 3,110 | | | | 223,049 | |
| | |
Dominion Energy, Inc. | | | 10,025 | | | | 737,539 | |
| | |
DTE Energy Co. | | | 1,987 | | | | 257,515 | |
| | |
Public Service Enterprise Group, Inc. | | | 5,333 | | | | 318,594 | |
| | |
Sempra Energy | | | 3,129 | | | | 414,530 | |
| | |
WEC Energy Group, Inc. | | | 3,916 | | | | 348,328 | |
| | | | | | | | |
| Total Multi-Utilities | | | | 2,657,948 | |
|
| Multiline Retail – 0.5% | |
| | |
Dollar General Corp. | | | 2,728 | | | | 590,312 | |
| | |
Dollar Tree, Inc.* | | | 3,097 | | | | 308,152 | |
| | |
Target Corp. | | | 6,387 | | | | 1,543,993 | |
| | | | | | | | |
| Total Multiline Retail | | | | 2,442,457 | |
|
| Oil, Gas & Consumable Fuels – 2.2% | |
| | |
Cheniere Energy, Inc.* | | | 3,617 | | | | 313,739 | |
| | |
Chevron Corp. | | | 24,092 | | | | 2,523,396 | |
| | |
ConocoPhillips | | | 16,947 | | | | 1,032,072 | |
| | |
Devon Energy Corp. | | | 5,129 | | | | 149,716 | |
| | |
EOG Resources, Inc. | | | 5,370 | | | | 448,073 | |
| | |
Exxon Mobil Corp. | | | 54,626 | | | | 3,445,808 | |
| | |
Hess Corp. | | | 3,802 | | | | 331,991 | |
| | |
Kinder Morgan, Inc. | | | 22,415 | | | | 408,625 | |
| | |
Marathon Petroleum Corp. | | | 8,467 | | | | 511,576 | |
| | |
Occidental Petroleum Corp. | | | 10,518 | | | | 328,898 | |
| | |
ONEOK, Inc. | | | 4,802 | | | | 267,183 | |
| | |
Phillips 66 | | | 5,474 | | | | 469,779 | |
| | |
Pioneer Natural Resources Co. | | | 2,656 | | | | 431,653 | |
| | |
Valero Energy Corp. | | | 5,628 | | | | 439,434 | |
| | |
Williams Cos., Inc. (The) | | | 16,302 | | | | 432,818 | |
| | | | | | | | |
| Total Oil, Gas & Consumable Fuels | | | | 11,534,761 | |
|
| Personal Products – 0.2% | |
| | |
Estee Lauder Cos., Inc. (The), Class A | | | 2,748 | | | | 874,084 | |
|
| Pharmaceuticals – 3.2% | |
| | |
Bristol-Myers Squibb Co. | | | 29,608 | | | | 1,978,407 | |
| | |
Catalent, Inc.* | | | 1,523 | | | | 164,667 | |
| | |
Eli Lilly & Co. | | | 10,534 | | | | 2,417,764 | |
| | |
Johnson & Johnson | | | 32,700 | | | | 5,386,998 | |
| | |
Merck & Co., Inc. | | | 30,357 | | | | 2,360,864 | |
| | |
Pfizer, Inc. | | | 69,303 | | | | 2,713,905 | |
| | |
Royalty Pharma PLC, Class A | | | 2,420 | | | | 99,196 | |
| | |
Viatris, Inc. | | | 10,555 | | | | 150,831 | |
| | |
Zoetis, Inc. | | | 6,418 | | | | 1,196,058 | |
| | | | | | | | |
| Total Pharmaceuticals | | | | 16,468,690 | |
See Notes to Financial Statements.
Schedule of Investments (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| Professional Services – 0.4% | |
| | |
CoStar Group, Inc.* | | | 3,996 | | | $ | 330,949 | |
| | |
Equifax, Inc. | | | 1,205 | | | | 288,609 | |
| | |
IHS Markit Ltd. | | | 4,945 | | | | 557,104 | |
| | |
Jacobs Engineering Group, Inc. | | | 1,823 | | | | 243,225 | |
| | |
Leidos Holdings, Inc. | | | 1,432 | | | | 144,775 | |
| | |
TransUnion | | | 1,880 | | | | 206,443 | |
| | |
Verisk Analytics, Inc. | | | 1,527 | | | | 266,797 | |
| | | | | | | | |
| Total Professional Services | | | | 2,037,902 | |
|
| Real Estate Management & Development – 0.1% | |
| | |
CBRE Group, Inc., Class A* | | | 4,016 | | | | 344,292 | |
|
| Road & Rail – 1.1% | |
| | |
CSX Corp. | | | 26,335 | | | | 844,827 | |
| | |
JB Hunt Transport Services, Inc. | | | 469 | | | | 76,424 | |
| | |
Kansas City Southern | | | 1,306 | | | | 370,081 | |
| | |
Lyft, Inc. , Class A* | | | 1,934 | | | | 116,968 | |
| | |
Norfolk Southern Corp. | | | 3,281 | | | | 870,810 | |
| | |
Old Dominion Freight Line, Inc. | | | 1,232 | | | | 312,682 | |
| | |
Uber Technologies, Inc.* | | | 20,004 | | | | 1,002,600 | |
| | |
Union Pacific Corp. | | | 8,872 | | | | 1,951,219 | |
| | | | | | | | |
| Total Road & Rail | | | | 5,545,611 | |
|
| Semiconductors & Semiconductor Equipment – 4.6% | |
| | |
Advanced Micro Devices, Inc.* | | | 15,270 | | | | 1,434,311 | |
| | |
Analog Devices, Inc. | | | 4,587 | | | | 789,698 | |
| | |
Applied Materials, Inc. | | | 10,586 | | | | 1,507,446 | |
| | |
Broadcom, Inc. | | | 3,802 | | | | 1,812,946 | |
| | |
Enphase Energy, Inc.* | | | 1,064 | | | | 195,382 | |
| | |
Entegris, Inc. | | | 915 | | | | 112,518 | |
| | |
Intel Corp. | | | 48,880 | | | | 2,744,123 | |
| | |
KLA Corp. | | | 1,691 | | | | 548,239 | |
| | |
Lam Research Corp. | | | 1,697 | | | | 1,104,238 | |
| | |
Marvell Technology, Inc. | | | 6,590 | | | | 384,395 | |
| | |
Maxim Integrated Products, Inc. | | | 3,150 | | | | 331,884 | |
| | |
Microchip Technology, Inc. | | | 3,041 | | | | 455,359 | |
| | |
Micron Technology, Inc.* | | | 14,387 | | | | 1,222,607 | |
| | |
Monolithic Power Systems, Inc. | | | 491 | | | | 183,364 | |
| | |
NVIDIA Corp. | | | 7,380 | | | | 5,904,738 | |
| | |
ON Semiconductor Corp.* | | | 2,991 | | | | 114,495 | |
| | |
Qorvo, Inc.* | | | 1,144 | | | | 223,824 | |
| | |
QUALCOMM, Inc. | | | 13,619 | | | | 1,946,564 | |
| | |
Skyworks Solutions, Inc. | | | 1,903 | | | | 364,900 | |
| | |
Teradyne, Inc. | | | 1,795 | | | | 240,458 | |
| | |
Texas Instruments, Inc. | | | 11,157 | | | | 2,145,491 | |
| | |
Xilinx, Inc. | | | 2,865 | | | | 414,394 | |
| | | | | | | | |
| Total Semiconductors & Semiconductor Equipment | | | | 24,181,374 | |
|
| Software – 8.9% | |
| | |
Adobe, Inc.* | | | 5,495 | | | | 3,218,092 | |
| | |
ANSYS, Inc.* | | | 1,024 | | | | 355,389 | |
| | |
Atlassian Corp. PLC, Class A* | | | 1,233 | | | | 316,708 | |
| | |
Autodesk, Inc.* | | | 2,563 | | | | 748,140 | |
| | |
Cadence Design Systems, Inc.* | | | 3,600 | | | | 492,552 | |
| | |
Citrix Systems, Inc. | | | 1,429 | | | | 167,579 | |
| | |
Coupa Software, Inc.* | | | 750 | | | | 196,583 | |
| | |
Crowdstrike Holdings, Inc., Class A* | | | 2,561 | | | | 643,605 | |
| | |
Datadog, Inc., Class A* | | | 2,058 | | | | 214,197 | |
| | |
DocuSign, Inc.* | | | 2,216 | | | | 619,527 | |
| | |
Fair Isaac Corp.* | | | 302 | | | | 151,809 | |
| | |
Fortinet, Inc.* | | | 1,728 | | | | 411,592 | |
| | |
HubSpot, Inc.* | | | 450 | | | | 262,224 | |
| | |
Intuit, Inc. | | | 3,045 | | | | 1,492,568 | |
| | |
Microsoft Corp. | | | 96,396 | | | | 26,113,676 | |
| | |
Oracle Corp. | | | 23,146 | | | | 1,801,685 | |
| | |
Palantir Technologies, Inc., Class A* | | | 18,065 | | | | 476,193 | |
| | |
Palo Alto Networks, Inc.* | | | 1,229 | | | | 456,020 | |
| | |
Paycom Software, Inc.* | | | 571 | | | | 207,541 | |
| | |
PTC, Inc.* | | | 748 | | | | 105,663 | |
| | |
RingCentral, Inc., Class A* | | | 828 | | | | 240,600 | |
| | |
salesforce.com, Inc.* | | | 10,140 | | | | 2,476,898 | |
| | |
ServiceNow, Inc.* | | | 2,195 | | | | 1,206,262 | |
| | |
Slack Technologies, Inc., Class A* | | | 7,365 | | | | 326,270 | |
| | |
Splunk, Inc.* | | | 1,797 | | | | 259,810 | |
| | |
SS&C Technologies Holdings, Inc. | | | 3,101 | | | | 223,458 | |
| | |
Synopsys, Inc.* | | | 1,683 | | | | 464,155 | |
| | |
Trade Desk, Inc. (The), Class A* | | | 4,908 | | | | 379,683 | |
| | |
Tyler Technologies, Inc.* | | | 451 | | | | 204,019 | |
| | |
VMware, Inc., Class A* | | | 983 | | | | 157,251 | |
| | |
Workday, Inc., Class A* | | | 2,093 | | | | 499,683 | |
| | |
Zendesk, Inc.* | | | 1,121 | | | | 161,805 | |
| | |
Zoom Video Communications, Inc., Class A* | | | 2,575 | | | | 996,602 | |
| | |
Zscaler, Inc.* | | | 870 | | | | 187,972 | |
| | | | | | | | |
| Total Software | | | | 46,235,811 | |
|
| Specialty Retail – 2.0% | |
| | |
AutoZone, Inc.* | | | 242 | | | | 361,117 | |
| | |
Best Buy Co., Inc. | | | 2,820 | | | | 324,244 | |
| | |
Burlington Stores, Inc.* | | | 692 | | | | 222,817 | |
| | |
CarMax, Inc.* | | | 1,883 | | | | 243,190 | |
| | |
Carvana Co.* | | | 582 | | | | 175,659 | |
| | |
Home Depot, Inc. (The) | | | 13,744 | | | | 4,382,824 | |
| | |
L Brands, Inc. | | | 2,155 | | | | 155,289 | |
| | |
Lowe’s Cos., Inc. | | | 9,477 | | | | 1,838,254 | |
| | |
O’Reilly Automotive, Inc.* | | | 915 | | | | 518,082 | |
| | |
Ross Stores, Inc. | | | 4,158 | | | | 515,592 | |
| | |
TJX Cos., Inc. (The) | | | 15,179 | | | | 1,023,368 | |
| | |
Tractor Supply Co. | | | 1,609 | | | | 299,371 | |
| | |
Ulta Beauty, Inc.* | | | 613 | | | | 211,957 | |
| | | | | | | | |
| Total Specialty Retail | | | | 10,271,764 | |
|
| Technology Hardware, Storage & Peripherals – 5.7% | |
| | |
Apple, Inc. | | | 204,620 | | | | 28,024,755 | |
| | |
Dell Technologies, Inc., Class C* | | | 3,564 | | | | 355,224 | |
| | |
Hewlett Packard Enterprise Co. | | | 15,101 | | | | 220,173 | |
| | |
HP, Inc. | | | 16,845 | | | | 508,550 | |
| | |
Western Digital Corp.* | | | 4,405 | | | | 313,504 | |
| | | | | | | | |
| Total Technology Hardware, Storage & Peripherals | | | | 29,422,206 | |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree U.S. Efficient Core Fund (NTSX)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| Textiles, Apparel & Luxury Goods – 0.6% | |
| | |
lululemon athletica, Inc.* | | | 1,279 | | | $ | 466,797 | |
| | |
NIKE, Inc., Class B | | | 15,367 | | | | 2,374,048 | |
| | |
VF Corp. | | | 3,910 | | | | 320,776 | |
| | | | | | | | |
| Total Textiles, Apparel & Luxury Goods | | | | 3,161,621 | |
|
| Tobacco – 0.6% | |
| | |
Altria Group, Inc. | | | 22,999 | | | | 1,096,592 | |
| | |
Philip Morris International, Inc. | | | 19,347 | | | | 1,917,481 | |
| | | | | | | | |
| Total Tobacco | | | | 3,014,073 | |
|
| Trading Companies & Distributors – 0.2% | |
| | |
Fastenal Co. | | | 6,684 | | | | 347,568 | |
| | |
United Rentals, Inc.* | | | 1,029 | | | | 328,261 | |
| | |
W.W. Grainger, Inc. | | | 591 | | | | 258,858 | |
| | | | | | | | |
| Total Trading Companies & Distributors | | | | 934,687 | |
|
| Water Utilities – 0.1% | |
| | |
American Water Works Co., Inc. | | | 2,200 | | | | 339,086 | |
|
| Wireless Telecommunication Services – 0.2% | |
| | |
T-Mobile U.S., Inc.* | | | 7,627 | | | | 1,104,618 | |
| Total United States | | | | 461,091,732 | |
TOTAL COMMON STOCKS (Cost: $333,237,360) | | | | 465,745,908 | |
| | |
| | | Principal
Amount | | | | |
|
| U.S. GOVERNMENT OBLIGATIONS – 0.1% | |
|
| U.S. Treasury Bills – 0.1% | |
0.01%, 9/9/21(a)(b) | | $ | 485,000 | | | | 484,960 | |
0.00%, 12/2/21(a)(b) | | | 50,000 | | | | 49,990 | |
0.04%, 4/21/22(a)(b) | | | 32,000 | | | | 31,987 | |
0.04%, 5/19/22(a)(b) | | | 138,000 | | | | 137,921 | |
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $704,930) | | | | 704,858 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 89.8% (Cost: $333,942,290) | | | | 466,450,766 | |
| |
Other Assets less Liabilities – 10.2% | | | | 52,833,284 | |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 519,284,050 | |
| * | 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 $704,858 as of June 30, 2021. |
| | | | | | | | | | | | | | | | |
|
| FINANCIAL DERIVATIVE INSTRUMENTS | |
|
| FUTURES CONTRACTS† (EXCHANGE-TRADED) | |
| | | | |
| Long Exposure | | Contracts | | | Expiration
Date | | | Notional
Value | | | Unrealized
Appreciation/
(Depreciation) | |
2 Year U.S. Treasury Note | | | 275 | | | | 9/30/21 | | | $ | 60,588,086 | | | $ | (108,327 | ) |
5 Year U.S. Treasury Note | | | 492 | | | | 9/30/21 | | | | 60,727,406 | | | | (220,039 | ) |
10 Year U.S. Treasury Note | | | 459 | | | | 9/21/21 | | | | 60,817,500 | | | | 336,960 | |
U.S. Treasury Long Bond | | | 383 | | | | 9/21/21 | | | | 61,567,250 | | | | 1,750,297 | |
Ultra 10 Year U.S. Treasury Note | | | 414 | | | | 9/21/21 | | | | 60,942,094 | | | | 822,922 | |
| | | | $ | 304,642,336 | | | $ | 2,581,813 | |
| † | As of June 30, 2021, deposits at broker for futures contracts of $2,869,992 included cash collateral of $883,139 and previously settled variation margin gains on open futures contracts of $1,986,853. |
| | | | | | | | | | |
|
| FAIR VALUATION SUMMARY |
| The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 465,745,908 | | | $ | — | | | $ | — | | | $ | 465,745,908 | |
U.S. Government Obligations | | | — | | | | 704,858 | | | | — | | | | 704,858 | |
Total Investments in Securities | | $ | 465,745,908 | | | $ | 704,858 | | | $ | — | | | $ | 466,450,766 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | 2,910,179 | | | $ | — | | | $ | — | | | $ | 2,910,179 | |
Liabilities: | | | | | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | (328,366 | ) | | $ | — | | | $ | — | | | $ | (328,366 | ) |
Total – Net | | $ | 468,327,721 | | | $ | 704,858 | | | $ | — | | | $ | 469,032,579 | |
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree BioRevolution Fund (WDNA)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| COMMON STOCKS – 100.0% | |
| | |
| Denmark – 2.8% | | | | | | | | |
|
| Biotechnology – 0.9% | |
| | |
Genmab A/S, ADR* | | | 588 | | | $ | 24,008 | |
|
| Chemicals – 1.9% | |
| | |
Chr Hansen Holding A/S | | | 236 | | | | 21,302 | |
| | |
Novozymes A/S, Class B | | | 408 | | | | 30,757 | |
| | | | | | | | |
| Total Chemicals | | | | 52,059 | |
| Total Denmark | | | | 76,067 | |
|
| Germany – 3.1% | |
|
| Biotechnology – 1.5% | |
| | |
BioNTech SE, ADR* | | | 120 | | | | 26,866 | |
| | |
CureVac N.V.* | | | 192 | | | | 14,108 | |
| | | | | | | | |
| Total Biotechnology | | | | 40,974 | |
|
| Oil, Gas & Consumable Fuels – 0.8% | |
| | |
VERBIO Vereinigte BioEnergie AG | | | 436 | | | | 22,088 | |
|
| Pharmaceuticals – 0.8% | |
| | |
Bayer AG, Registered Shares | | | 340 | | | | 20,648 | |
| Total Germany | | | | 83,710 | |
|
| Japan – 1.2% | |
|
| Biotechnology – 1.2% | |
| | |
Takara Bio, Inc. | | | 1,200 | | | | 32,057 | |
|
| Netherlands – 0.5% | |
|
| Biotechnology – 0.5% | |
| | |
uniQure N.V.* | | | 428 | | | | 13,182 | |
|
| Sweden – 1.6% | |
|
| Biotechnology – 0.9% | |
| | |
Vitrolife AB | | | 576 | | | | 23,950 | |
|
| Life Sciences Tools & Services – 0.7% | |
| | |
CELLINK AB, Class B* | | | 372 | | | | 18,452 | |
| Total Sweden | | | | 42,402 | |
|
| Switzerland – 1.6% | |
|
| Biotechnology – 0.7% | |
| | |
CRISPR Therapeutics AG* | | | 112 | | | | 18,132 | |
|
| Pharmaceuticals – 0.9% | |
| | |
Novartis AG, Registered Shares | | | 256 | | | | 23,352 | |
| Total Switzerland | | | | 41,484 | |
|
| United Kingdom – 3.2% | |
|
| Biotechnology – 1.1% | |
| | |
Genus PLC | | | 420 | | | | 28,778 | |
|
| Pharmaceuticals – 2.1% | |
| | |
AstraZeneca PLC, ADR | | | 427 | | | | 25,578 | |
| | |
GlaxoSmithKline PLC | | | 1,572 | | | | 30,824 | |
| | | | | | | | |
| Total Pharmaceuticals | | | | 56,402 | |
| Total United Kingdom | | | | 85,180 | |
|
| United States – 86.0% | |
|
| Biotechnology – 50.7% | |
| | |
Agenus, Inc.* | | | 7,060 | | | | 38,759 | |
| | |
Agios Pharmaceuticals, Inc.* | | | 392 | | | | 21,603 | |
| | |
Akouos, Inc.* | | | 1,464 | | | $ | 18,373 | |
| | |
Alexion Pharmaceuticals, Inc.* | | | 176 | | | | 32,333 | |
| | |
Allogene Therapeutics, Inc.* | | | 680 | | | | 17,734 | |
| | |
Alnylam Pharmaceuticals, Inc.* | | | 156 | | | | 26,445 | |
| | |
Amgen, Inc. | | | 124 | | | | 30,225 | |
| | |
Amicus Therapeutics, Inc.* | | | 2,188 | | | | 21,092 | |
| | |
Arcturus Therapeutics Holdings, Inc.* | | | 392 | | | | 13,265 | |
| | |
Arena Pharmaceuticals, Inc.* | | | 320 | | | | 21,824 | |
| | |
Arrowhead Pharmaceuticals, Inc.* | | | 192 | | | | 15,901 | |
| | |
Athersys, Inc.* | | | 12,988 | | | | 18,703 | |
| | |
Avrobio, Inc.* | | | 1,256 | | | | 11,166 | |
| | |
Beam Therapeutics, Inc.* | | | 188 | | | | 24,197 | |
| | |
Biogen, Inc.* | | | 111 | | | | 38,436 | |
| | |
BioMarin Pharmaceutical, Inc.* | | | 272 | | | | 22,696 | |
| | |
Bluebird Bio, Inc.* | | | 720 | | | | 23,026 | |
| | |
Bridgebio Pharma, Inc.* | | | 396 | | | | 24,140 | |
| | |
Cogent Biosciences, Inc.* | | | 2,544 | | | | 20,632 | |
| | |
Constellation Pharmaceuticals, Inc.* | | | 684 | | | | 23,119 | |
| | |
Dicerna Pharmaceuticals, Inc.* | | | 704 | | | | 26,273 | |
| | |
Editas Medicine, Inc.* | | | 584 | | | | 33,078 | |
| | |
Epizyme, Inc.* | | | 1,804 | | | | 14,991 | |
| | |
Exact Sciences Corp.* | | | 164 | | | | 20,387 | |
| | |
Fate Therapeutics, Inc.* | | | 172 | | | | 14,928 | |
| | |
Frequency Therapeutics, Inc.* | | | 1,304 | | | | 12,988 | |
| | |
Generation Bio Co.* | | | 580 | | | | 15,602 | |
| | |
Geron Corp.* | | | 14,448 | | | | 20,372 | |
| | |
Gilead Sciences, Inc. | | | 456 | | | | 31,400 | |
| | |
Gossamer Bio, Inc.* | | | 2,512 | | | | 20,397 | |
| | |
Homology Medicines, Inc.* | | | 2,120 | | | | 15,412 | |
| | |
Inovio Pharmaceuticals, Inc.* | | | 3,168 | | | | 29,367 | |
| | |
Intellia Therapeutics, Inc.* | | | 183 | | | | 29,629 | |
| | |
Invitae Corp.* | | | 624 | | | | 21,047 | |
| | |
Ionis Pharmaceuticals, Inc.* | | | 672 | | | | 26,806 | |
| | |
Iovance Biotherapeutics, Inc.* | | | 928 | | | | 24,147 | |
| | |
Lineage Cell Therapeutics, Inc.* | | | 8,200 | | | | 23,370 | |
| | |
MacroGenics, Inc.* | | | 596 | | | | 16,009 | |
| | |
Mirati Therapeutics, Inc.* | | | 88 | | | | 14,215 | |
| | |
Moderna, Inc.* | | | 84 | | | | 19,738 | |
| | |
Myriad Genetics, Inc.* | | | 720 | | | | 22,018 | |
| | |
Natera, Inc.* | | | 200 | | | | 22,706 | |
| | |
Novavax, Inc.* | | | 60 | | | | 12,739 | |
| | |
Passage Bio, Inc.* | | | 1,124 | | | | 14,882 | |
| | |
Precigen, Inc.* | | | 2,652 | | | | 17,291 | |
| | |
Precision BioSciences, Inc.* | | | 2,280 | | | | 28,546 | |
| | |
Regeneron Pharmaceuticals, Inc.* | | | 44 | | | | 24,576 | |
| | |
REGENXBIO, Inc.* | | | 628 | | | | 24,398 | |
| | |
Rocket Pharmaceuticals, Inc.* | | | 316 | | | | 13,996 | |
| | |
Sangamo Therapeutics, Inc.* | | | 1,832 | | | | 21,929 | |
| | |
Sarepta Therapeutics, Inc.* | | | 308 | | | | 23,944 | |
| | |
Seagen, Inc.* | | | 156 | | | | 24,629 | |
| | |
Solid Biosciences, Inc.* | | | 2,808 | | | | 10,277 | |
| | |
Sorrento Therapeutics, Inc.* | | | 1,716 | | | | 16,628 | |
| | |
Stoke Therapeutics, Inc.* | | | 648 | | | | 21,812 | |
| | |
Translate Bio, Inc.* | | | 632 | | | | 17,405 | |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree BioRevolution Fund (WDNA)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
| | |
Turning Point Therapeutics, Inc.* | | | 188 | | | $ | 14,668 | |
| | |
Twist Bioscience Corp.* | | | 108 | | | | 14,391 | |
| | |
Ultragenyx Pharmaceutical, Inc.* | | | 192 | | | | 18,307 | |
| | |
UNITY Biotechnology, Inc.* | | | 4,276 | | | | 19,841 | |
| | |
Vaxart, Inc.* | | | 1,584 | | | | 11,864 | |
| | |
VBI Vaccines, Inc.* | | | 4,548 | | | | 15,236 | |
| | |
Vericel Corp.* | | | 360 | | | | 18,900 | |
| | |
Vertex Pharmaceuticals, Inc.* | | | 136 | | | | 27,422 | |
| | | | | | | | |
| Total Biotechnology | | | | 1,352,230 | |
|
| Chemicals – 4.8% | |
| | |
Amyris, Inc.* | | | 1,480 | | | | 24,227 | |
| | |
Corteva, Inc. | | | 588 | | | | 26,078 | |
| | |
Dow, Inc. | | | 456 | | | | 28,856 | |
| | |
DuPont de Nemours, Inc. | | | 280 | | | | 21,675 | |
| | |
FMC Corp. | | | 244 | | | | 26,401 | |
| | | | | | | | |
| Total Chemicals | | | | 127,237 | |
|
| Food Products – 3.8% | |
| | |
Archer-Daniels-Midland Co. | | | 455 | | | | 27,573 | |
| | |
Beyond Meat, Inc.* | | | 164 | | | | 25,829 | |
| | |
Darling Ingredients, Inc.* | | | 412 | | | | 27,810 | |
| | |
Tyson Foods, Inc., Class A | | | 282 | | | | 20,800 | |
| | | | | | | | |
| Total Food Products | | | | 102,012 | |
|
| Health Care Equipment & Supplies – 1.2% | |
| | |
Danaher Corp. | | | 115 | | | | 30,862 | |
|
| Health Care Providers & Services – 2.0% | |
| | |
Laboratory Corp. of America Holdings* | | | 108 | | | | 29,792 | |
| | |
Progyny, Inc.* | | | 374 | | | | 22,066 | |
| | | | | | | | |
| Total Health Care Providers & Services | | | | 51,858 | |
|
| Life Sciences Tools & Services – 13.8% | |
| | |
10X Genomics, Inc., Class A* | | | 112 | | | | 21,932 | |
| | |
Agilent Technologies, Inc. | | | 220 | | | | 32,518 | |
| | |
Bio-Rad Laboratories, Inc., Class A* | | | 35 | | | | 22,550 | |
| | |
Bio-Techne Corp. | | | 68 | | | $ | 30,618 | |
| | |
Codexis, Inc.* | | | 924 | | | | 20,938 | |
| | |
Illumina, Inc.* | | | 72 | | | | 34,071 | |
| | |
NanoString Technologies, Inc.* | | | 272 | | | | 17,623 | |
| | |
NeoGenomics, Inc.* | | | 592 | | | | 26,741 | |
| | |
Pacific Biosciences of California, Inc.* | | | 436 | | | | 15,247 | |
| | |
PerkinElmer, Inc. | | | 224 | | | | 34,588 | |
| | |
Personalis, Inc.* | | | 892 | | | | 22,567 | |
| | |
QIAGEN N.V.* | | | 600 | | | | 29,028 | |
| | |
Repligen Corp.* | | | 136 | | | | 27,148 | |
| | |
Thermo Fisher Scientific, Inc. | | | 64 | | | | 32,286 | |
| | | | | | | | |
| Total Life Sciences Tools & Services | | | | 367,855 | |
|
| Oil, Gas & Consumable Fuels – 2.7% | |
| | |
Alto Ingredients, Inc.* | | | 3,748 | | | | 22,900 | |
| | |
Green Plains, Inc. | | | 744 | | | | 25,013 | |
| | |
Renewable Energy Group, Inc.* | | | 396 | | | | 24,687 | |
| | | | | | | | |
| Total Oil, Gas & Consumable Fuels | | | | 72,600 | |
|
| Pharmaceuticals – 7.0% | |
| | |
Catalent, Inc.* | | | 256 | | | | 27,679 | |
| | |
Eli Lilly & Co. | | | 160 | | | | 36,723 | |
| | |
Johnson & Johnson | | | 176 | | | | 28,994 | |
| | |
Merck & Co., Inc. | | | 396 | | | | 30,797 | |
| | |
Organon & Co.* | | | 34 | | | | 1,029 | |
| | |
Pfizer, Inc. | | | 756 | | | | 29,605 | |
| | |
Zoetis, Inc. | | | 168 | | | | 31,308 | |
| | | | | | | | |
| Total Pharmaceuticals | | | | 186,135 | |
| Total United States | | | | 2,290,789 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 100.0% (Cost: $2,564,068) | | | | 2,664,871 | |
| |
Other Assets less Liabilities – 0.0% | | | | 211 | |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 2,665,082 | |
| * | Non-income producing security. |
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 2,664,871 | | | $ | — | | | $ | — | | | $ | 2,664,871 | |
Total Investments in Securities | | $ | 2,664,871 | | | $ | — | | | $ | — | | | $ | 2,664,871 | |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree Cloud Computing Fund (WCLD)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| COMMON STOCKS – 99.9% | |
| | |
| Canada – 1.9% | | | | | | | | |
| | |
| IT Services – 1.9% | | | | | | | | |
| | |
Shopify, Inc., Class A* | | | 16,578 | | | $ | 24,220,126 | |
| | |
| China – 0.8% | | | | | | | | |
| | |
| Software – 0.8% | | | | | | | | |
| | |
Agora, Inc., ADR*(a) | | | 231,763 | | | | 9,724,776 | |
| | |
| Israel – 2.7% | | | | | | | | |
| | |
| IT Services – 1.5% | | | | | | | | |
| | |
Wix.com Ltd.* | | | 65,420 | | | | 18,990,117 | |
| | |
| Software – 1.2% | | | | | | | | |
| | |
JFrog Ltd.*(a) | | | 344,682 | | | | 15,689,925 | |
| Total Israel | | | | | | | 34,680,042 | |
| | |
| United States – 94.5% | | | | | | | | |
| | |
| Diversified Consumer Services – 1.5% | | | | | | | | |
| | |
2U, Inc.*(a) | | | 449,198 | | | | 18,718,081 | |
| | |
| Health Care Technology – 1.8% | | | | | | | | |
| | |
Veeva Systems, Inc., Class A* | | | 75,837 | | | | 23,581,515 | |
| | |
| IT Services – 11.2% | | | | | | | | |
| | |
BigCommerce Holdings, Inc., Series 1*(a) | | | 326,760 | | | | 21,213,259 | |
| | |
Fastly, Inc., Class A*(a) | | | 285,488 | | | | 17,015,085 | |
| | |
Okta, Inc.* | | | 80,085 | | | | 19,595,198 | |
| | |
PayPal Holdings, Inc.* | | | 82,914 | | | | 24,167,773 | |
| | |
Snowflake, Inc., Class A* | | | 79,654 | | | | 19,260,337 | |
| | |
Square, Inc., Class A*(a) | | | 83,549 | | | | 20,369,246 | |
| | |
Twilio, Inc., Class A* | | | 54,322 | | | | 21,411,559 | |
| | | | | | | | |
| Total IT Services | | | | | | | 143,032,457 | |
| | |
| Software – 80.0% | | | | | | | | |
| | |
Adobe, Inc.* | | | 49,555 | | | | 29,021,390 | |
| | |
Anaplan, Inc.* | | | 273,640 | | | | 14,585,012 | |
| | |
Appfolio, Inc., Class A* | | | 132,591 | | | | 18,721,849 | |
| | |
Asana, Inc., Class A*(a) | | | 572,122 | | | | 35,488,728 | |
| | |
Atlassian Corp. PLC, Class A* | | | 92,049 | | | | 23,643,706 | |
| | |
Avalara, Inc.* | | | 132,349 | | | | 21,414,068 | |
| | |
Bill.com Holdings, Inc.* | | | 129,152 | | | | 23,658,063 | |
| | |
Blackline, Inc.* | | | 174,861 | | | | 19,456,784 | |
| | |
Box, Inc., Class A* | | | 1,280,262 | | | | 32,710,694 | |
| | |
Cloudflare, Inc., Class A* | | | 288,761 | | | | 30,562,464 | |
| | |
Coupa Software, Inc.* | | | 62,238 | | | | 16,313,202 | |
| | |
Crowdstrike Holdings, Inc., Class A* | | | 99,408 | | | | 24,982,225 | |
| | |
Datadog, Inc., Class A* | | | 226,484 | | | | 23,572,455 | |
| | |
DocuSign, Inc.* | | | 89,690 | | | | 25,074,633 | |
| | |
Domo, Inc., Class B* | | | 343,486 | | | | 27,763,973 | |
| | |
Dropbox, Inc., Class A* | | | 1,011,609 | | | | 30,661,869 | |
| | |
Elastic N.V.* | | | 142,145 | | | | 20,719,055 | |
| | |
Everbridge, Inc.* | | | 143,497 | | | | 19,527,072 | |
| | |
Five9, Inc.*(a) | | | 125,007 | | | | 22,925,034 | |
| | |
HubSpot, Inc.* | | | 43,740 | | | | 25,488,173 | |
| | |
Medallia, Inc.* | | | 512,044 | | | | 17,281,485 | |
| | |
Mimecast Ltd.* | | | 517,187 | | | | 27,436,770 | |
| | |
Momentive Global, Inc.* | | | 1,061,143 | | | | 22,358,283 | |
| | |
nCino, Inc.* | | | 283,449 | | | $ | 16,984,264 | |
| | |
New Relic, Inc.* | | | 375,917 | | | | 25,175,162 | |
| | |
PagerDuty, Inc.*(a) | | | 443,943 | | | | 18,903,093 | |
| | |
Paycom Software, Inc.* | | | 57,781 | | | | 21,001,660 | |
| | |
Paylocity Holding Corp.* | | | 115,498 | | | | 22,037,018 | |
| | |
Proofpoint, Inc.* | | | 170,584 | | | | 29,640,676 | |
| | |
Q2 Holdings, Inc.* | | | 167,731 | | | | 17,205,846 | |
| | |
Qualys, Inc.* | | | 225,904 | | | | 22,746,274 | |
| | |
RingCentral, Inc., Class A* | | | 53,858 | | | | 15,650,058 | |
| | |
salesforce.com, Inc.* | | | 96,530 | | | | 23,579,383 | |
| | |
ServiceNow, Inc.* | | | 41,713 | | | | 22,923,379 | |
| | |
Smartsheet, Inc., Class A* | | | 287,963 | | | | 20,825,484 | |
| | |
Sprout Social, Inc., Class A* | | | 301,782 | | | | 26,985,347 | |
| | |
Sumo Logic, Inc.*(a) | | | 625,601 | | | | 12,918,661 | |
| | |
Tenable Holdings, Inc.* | | | 530,915 | | | | 21,953,335 | |
| | |
Workday, Inc., Class A* | | | 83,607 | | | | 19,960,335 | |
| | |
Workiva, Inc.* | | | 207,516 | | | | 23,102,756 | |
| | |
Yext, Inc.* | | | 1,152,600 | | | | 16,470,654 | |
| | |
Zendesk, Inc.* | | | 151,044 | | | | 21,801,691 | |
| | |
Zoom Video Communications, Inc., Class A* | | | 55,390 | | | | 21,437,592 | |
| | |
Zscaler, Inc.* | | | 105,320 | | | | 22,755,439 | |
| | |
Zuora, Inc., Class A*(a) | | | 1,412,513 | | | | 24,365,849 | |
| | | | | | | | |
| Total Software | | | | | | | 1,021,790,943 | |
| Total United States | | | | | | | 1,207,122,996 | |
TOTAL COMMON STOCKS
(Cost: $1,177,728,364) | | | | | | | 1,275,747,940 | |
|
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.9% | |
| | |
| United States – 3.9% | | | | | | | | |
| |
State Street Navigator Securities Lending
Government Money Market Portfolio, 0.02%(b) | | | | | |
| (Cost: $49,829,723) | | | 49,829,723 | | | | 49,829,723 | |
TOTAL INVESTMENTS IN SECURITIES – 103.8%
(Cost: $1,227,558,087) | | | | 1,325,577,663 | |
| | |
Other Assets less Liabilities – (3.8)% | | | | | | | (48,535,818 | ) |
| | | | | | | | |
| NET ASSETS – 100.0% | | | | | | $ | 1,277,041,845 | |
| * | Non-income producing security. |
| (a) | Security, or portion thereof, was on loan at June 30, 2021 (See Note 2). At June 30, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $139,218,727 and the total market value of the collateral held by the Fund was $145,022,343. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $95,192,620. |
| (b) | Rate shown represents annualized 7-day yield as of June 30, 2021. |
See Notes to Financial Statements.
Schedule of Investments (concluded)
WisdomTree Cloud Computing Fund (WCLD)
June 30, 2021
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 1,275,747,940 | | | $ | — | | | $ | — | | | $ | 1,275,747,940 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 49,829,723 | | | | — | | | | 49,829,723 | |
Total Investments in Securities | | $ | 1,275,747,940 | | | $ | 49,829,723 | | | $ | — | | | $ | 1,325,577,663 | |
See Notes to Financial Statements.
Schedule of Investments
WisdomTree Cybersecurity Fund (WCBR)
June 30, 2021
| | | | | | | | |
| Investments | | Shares | | | Value | |
|
| COMMON STOCKS – 99.9% | |
| | |
| Israel – 3.2% | | | | | | | | |
| | |
| Communications Equipment – 1.9% | | | | | | | | |
| | |
Radware Ltd.* | | | 16,732 | | | $ | 515,011 | |
| | |
| Software – 1.3% | | | | | | | | |
| | |
Tufin Software Technologies Ltd.* | | | 38,356 | | | | 349,807 | |
| Total Israel | | | | | | | 864,818 | |
| | |
| Japan – 4.0% | | | | | | | | |
| | |
| Software – 4.0% | | | | | | | | |
| | |
Trend Micro, Inc. | | | 20,400 | | | | 1,069,718 | |
| | |
| United Kingdom – 3.8% | | | | | | | | |
| | |
| Software – 3.8% | | | | | | | | |
| | |
Avast PLC(a) | | | 152,970 | | | | 1,035,047 | |
| | |
| United States – 88.9% | | | | | | | | |
| | |
| IT Services – 11.7% | | | | | | | | |
| | |
Akamai Technologies, Inc.* | | | 7,738 | | | | 902,251 | |
| | |
Fastly, Inc., Class A* | | | 13,301 | | | | 792,740 | |
| | |
Okta, Inc.* | | | 5,893 | | | | 1,441,899 | |
| | | | | | | | |
| Total IT Services | | | | | | | 3,136,890 | |
| | |
| Software – 77.2% | | | | | | | | |
| | |
Cloudflare, Inc., Class A* | | | 17,475 | | | | 1,849,554 | |
| | |
Crowdstrike Holdings, Inc., Class A* | | | 6,689 | | | | 1,681,013 | |
| | |
CyberArk Software Ltd.* | | | 6,928 | | | | 902,511 | |
| | |
Datadog, Inc., Class A* | | | 16,118 | | | $ | 1,677,561 | |
| | |
FireEye, Inc.* | | | 48,569 | | | | 982,065 | |
| | |
Fortinet, Inc.* | | | 5,348 | | | | 1,273,840 | |
| | |
McAfee Corp., Class A | | | 42,281 | | | | 1,184,714 | |
| | |
Palo Alto Networks, Inc.* | | | 3,894 | | | | 1,444,869 | |
| | |
Ping Identity Holding Corp.* | | | 32,876 | | | | 752,860 | |
| | |
Proofpoint, Inc.* | | | 8,011 | | | | 1,391,991 | |
| | |
Qualys, Inc.* | | | 7,511 | | | | 756,283 | |
| | |
Rapid7, Inc.* | | | 16,815 | | | | 1,591,203 | |
| | |
Sailpoint Technologies Holdings, Inc.* | | | 17,761 | | | | 907,054 | |
| | |
Splunk, Inc.* | | | 7,398 | | | | 1,069,603 | |
| | |
Tenable Holdings, Inc.* | | | 24,484 | | | | 1,012,413 | |
| | |
Varonis Systems, Inc.* | | | 12,796 | | | | 737,305 | |
| | |
Zix Corp.* | | | 51,873 | | | | 365,705 | |
| | |
Zscaler, Inc.* | | | 5,415 | | | | 1,169,965 | |
| | | | | | | | |
| Total Software | | | | | | | 20,750,509 | |
| Total United States | | | | | | | 23,887,399 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 99.9%
(Cost: $25,970,343) | | | | 26,856,982 | |
| |
Other Assets less Liabilities – 0.1% | | | | 17,639 | |
| | | | | | | | |
| NET ASSETS – 100.0% | | | $ | 26,874,621 | |
| * | 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 | |
JP Morgan Chase Bank N.A. | | | 7/1/2021 | | | | 5,236 | | | | USD | | | | 578,769 | | | | JPY | | | $ | 21 | | | $ | — | |
The following is a summary of the fair valuations according to the inputs used as of June 30, 2021 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 | | $ | 26,856,982 | | | $ | — | | | $ | — | | | $ | 26,856,982 | |
Total Investments in Securities | | $ | 26,856,982 | | | $ | — | | | $ | — | | | $ | 26,856,982 | |
Financial Derivative Instruments | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | 21 | | | $ | — | | | $ | 21 | |
Total – Net | | $ | 26,856,982 | | | $ | 21 | | | $ | — | | | $ | 26,857,003 | |
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Statements of Assets and Liabilities
WisdomTree Trust
June 30, 2021
| | | | | | | | | | | | | | | | | | | | |
| | | 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 | | $ | 141,780,234 | | | $ | 35,123,508 | | | $ | 25,254,977 | | | $ | 6,221,706 | | | $ | 48,464,809 | |
| | | | | |
Foreign currency, at cost | | | 53,635 | | | | 64,084 | | | | 22,985 | | | | 6,244 | | | | — | |
| | | | | |
Investments in securities, at value1,2 (Note 2) | | | 165,126,326 | | | | 42,027,554 | | | | 35,512,777 | | | | 7,682,081 | | | | 48,874,816 | |
| | | | | |
Cash | | | 68,410 | | | | 5,072 | | | | 3,025 | | | | 2,373 | | | | 208,600 | |
| | | | | |
Foreign currency, at value | | | 53,490 | | | | 63,923 | | | | 22,969 | | | | 6,216 | | | | — | |
| | | | | |
Unrealized appreciation on foreign currency contracts | | | 1,678,898 | | | | 400,901 | | | | — | | | | — | | | | — | |
|
Receivables: | |
| | | | | |
Investment securities sold3 | | | — | | | | 89,255 | | | | — | | | | — | | | | 26,090 | |
| | | | | |
Dividends | | | 320,303 | | | | 81,460 | | | | 94,866 | | | | 13,210 | | | | — | |
| | | | | |
Securities lending income | | | 2,909 | | | | 2,029 | | | | 268 | | | | 35 | | | | 71 | |
| | | | | |
Interest | | | — | | | | — | | | | — | | | | — | | | | 455,433 | |
| | | | | |
Foreign tax reclaims | | | 417,427 | | | | 39,489 | | | | 826 | | | | 29,207 | | | | — | |
Total Assets | | | 167,667,763 | | | | 42,709,683 | | | | 35,634,731 | | | | 7,733,122 | | | | 49,565,010 | |
LIABILITIES: | |
| | | | | |
Unrealized depreciation on foreign currency contracts | | | 7,417 | | | | 3,039 | | | | — | | | | — | | | | — | |
|
Payables: | |
| | | | | |
Cash collateral received for securities loaned (Note 2) | | | 5,229,100 | | | | 971,367 | | | | 114,878 | | | | 37,130 | | | | 529,568 | |
| | | | | |
Investment securities purchased | | | 717,420 | | | | 382,137 | | | | — | | | | — | | | | — | |
| | | | | |
Advisory fees (Note 3) | | | 53,562 | | | | 16,615 | | | | 9,351 | | | | 1,940 | | | | 7,186 | |
| | | | | |
Service fees (Note 2) | | | 589 | | | | 153 | | | | 130 | | | | 28 | | | | 176 | |
| | | | | |
Foreign capital gains tax | | | — | | | | — | | | | 106,595 | | | | — | | | | — | |
Total Liabilities | | | 6,008,088 | | | | 1,373,311 | | | | 230,954 | | | | 39,098 | | | | 536,930 | |
NET ASSETS | | $ | 161,659,675 | | | $ | 41,336,372 | | | $ | 35,403,777 | | | $ | 7,694,024 | | | $ | 49,028,080 | |
NET ASSETS: | |
| | | | | |
Paid-in capital | | $ | 182,361,628 | | | $ | 41,282,730 | | | $ | 34,520,773 | | | $ | 9,489,067 | | | $ | 48,593,258 | |
| | | | | |
Total distributable earnings (loss) | | | (20,701,953 | ) | | | 53,642 | | | | 883,004 | | | | (1,795,043 | ) | | | 434,822 | |
NET ASSETS | | $ | 161,659,675 | | | $ | 41,336,372 | | | $ | 35,403,777 | | | $ | 7,694,024 | | | $ | 49,028,080 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 5,300,000 | | | | 1,200,000 | | | | 900,000 | | | | 250,000 | | | | 900,000 | |
Net asset value per share | | $ | 30.50 | | | $ | 34.45 | | | $ | 39.34 | | | $ | 30.78 | | | $ | 54.48 | |
1 Includes market value of securities out on loan of: | | $ | 6,597,215 | | | $ | 2,743,437 | | | $ | 257,115 | | | $ | 35,341 | | | $ | 610,111 | |
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: | | | — | | | | — | | | | — | | | | — | | | $ | 4,985 | |
See Notes to Financial Statements.
Statements of Assets and Liabilities (continued)
WisdomTree Trust
June 30, 2021
| | | | | | | | | | | | | | | | | | | | |
| | | 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
Emerging
Markets
Efficient Core
Fund | | | WisdomTree
International
Efficient Core
Fund | |
ASSETS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investments, at cost | | $ | 154,504,817 | | | $ | 30,270,669 | | | $ | 14,736,307 | | | $ | 1,716,553 | | | $ | 1,838,931 | |
| | | | | |
Investment in affiliates, at cost (Note 3) | | | — | | | | — | | | | — | | | | 65,430 | | | | — | |
| | | | | |
Foreign currency, at cost | | | — | | | | — | | | | — | | | | 12,860 | | | | 3,241 | |
Investments in securities, at value1,2 (Note 2) | | | 158,250,281 | | | | 30,714,642 | | | | 15,030,985 | | | | 1,767,271 | 3 | | | 1,824,511 | 3 |
| | | | | |
Investment in affiliates, at value (Note 3) | | | — | | | | — | | | | — | | | | 67,314 | | | | — | |
| | | | | |
Cash | | | 2,062,386 | | | | 58,109 | | | | 908,525 | | | | 222,391 | | | | 167,460 | |
| | | | | |
Foreign currency, at value | | | — | | | | — | | | | — | | | | 12,865 | | | | 3,174 | |
|
Receivables: | |
| | | | | |
Investment securities sold | | | 143,008 | 4 | | | 101,611 | | | | 13,782 | | | | — | | | | — | |
| | | | | |
Dividends | | | — | | | | — | | | | — | | | | 3,759 | | | | 1,940 | |
| | | | | |
Securities lending income | | | 1,487 | | | | 15 | | | | 67 | | | | — | | | | — | |
| | | | | |
Interest | | | 2,326,129 | | | | 247,828 | | | | 215,334 | | | | — | | | | — | |
| | | | | |
Foreign tax reclaims | | | — | | | | — | | | | — | | | | 6 | | | | 258 | |
| | | | | |
Net variation margin on futures contracts | | | — | | | | — | | | | — | | | | 2,252 | | | | 1,993 | |
Total Assets | | | 162,783,291 | | | | 31,122,205 | | | | 16,168,693 | | | | 2,075,858 | | | | 1,999,336 | |
LIABILITIES: | |
| | | | | |
Payables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Cash collateral received for securities loaned (Note 2) | | | 4,374,775 | | | | 231,720 | | | | 345,015 | | | | — | | | | — | |
| | | | | |
Investment securities purchased | | | — | | | | — | | | | 835,219 | | | | — | | | | — | |
| | | | | |
Advisory fees (Note 3) | | | 48,949 | | | | 4,575 | | | | 4,724 | | | | 526 | | | | 434 | |
| | | | | |
Service fees (Note 2) | | | 568 | | | | 111 | | | | 54 | | | | 8 | | | | 9 | |
Total Liabilities | | | 4,424,292 | | | | 236,406 | | | | 1,185,012 | | | | 534 | | | | 443 | |
NET ASSETS | | $ | 158,358,999 | | | $ | 30,885,799 | | | $ | 14,983,681 | | | $ | 2,075,324 | | | $ | 1,998,893 | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Paid-in capital | | $ | 154,963,806 | | | $ | 30,303,959 | | | $ | 15,808,191 | | | $ | 2,000,001 | | | $ | 2,000,002 | |
| | | | | |
Total distributable earnings (loss) | | | 3,395,193 | | | | 581,840 | | | | (824,510 | ) | | | 75,323 | | | | (1,109 | ) |
NET ASSETS | | $ | 158,358,999 | | | $ | 30,885,799 | | | $ | 14,983,681 | | | $ | 2,075,324 | | | $ | 1,998,893 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 3,000,000 | | | | 600,000 | | | | 300,000 | | | | 50,000 | | | | 50,000 | |
Net asset value per share | | $ | 52.79 | | | $ | 51.48 | | | $ | 49.95 | | | $ | 41.51 | | | $ | 39.98 | |
1 Includes market value of securities out on loan of: | | $ | 4,527,773 | | | $ | 225,755 | | | $ | 333,856 | | | | — | | | | — | |
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). | | | | | |
3 Investments in securities include a security held by the broker as collateral for open futures contracts. | | | | | |
4 Includes market value of securities out on loan, which were sold and pending settlement, of: | | $ | 109,436 | | | | — | | | | — | | | | — | | | | — | |
See Notes to Financial Statements.
Statements of Assets and Liabilities (concluded)
WisdomTree Trust
June 30, 2021
| | | | | | | | | | | | | | | | |
| | | WisdomTree
U.S. Efficient
Core Fund | | | WisdomTree
BioRevolution
Fund | | | WisdomTree Cloud Computing Fund | | | WisdomTree
Cybersecurity
Fund | |
ASSETS: | | | | | | | | | | | | | | | | |
| | | | |
Investments, at cost | | $ | 333,942,290 | | | $ | 2,564,068 | | | $ | 1,227,558,087 | | | $ | 25,970,343 | |
| | | | |
Foreign currency, at cost | | | — | | | | — | | | | — | | | | 42 | |
Investments in securities, at value1,2 (Note 2) | | | 466,450,766 | 3 | | | 2,664,871 | | | | 1,325,577,663 | | | | 26,856,982 | |
| | | | |
Cash | | | 48,994,431 | | | | 646 | | | | 1,714,702 | | | | 16,100 | |
| | | | |
Deposits at broker for futures contracts | | | 2,869,992 | | | | — | | | | — | | | | — | |
| | | | |
Foreign currency, at value | | | — | | | | — | | | | — | | | | 42 | |
| | | | |
Unrealized appreciation on foreign currency contracts | | | — | | | | — | | | | — | | | | 21 | |
|
Receivables: | |
| | | | |
Investment securities sold | | | — | | | | — | | | | 5,606,783 | | | | 5,215 | |
| | | | |
Capital shares sold | | | 2,028,453 | | | | — | | | | 1,427,188 | | | | — | |
| | | | |
Dividends | | | 245,969 | | | | 278 | | | | — | | | | 4,420 | |
| | | | |
Securities lending income | | | — | | | | — | | | | 15,082 | | | | — | |
| | | | |
Net variation margin on futures contracts | | | 594,960 | | | | — | | | | — | | | | — | |
Total Assets | | | 521,184,571 | | | | 2,665,795 | | | | 1,334,341,418 | | | | 26,882,780 | |
LIABILITIES: | |
| | | | |
Payables: | | | | | | | | | | | | | | | | |
| | | | |
Cash collateral received for securities loaned (Note 2) | | | — | | | | — | | | | 49,829,723 | | | | — | |
| | | | |
Investment securities purchased | | | 1,815,790 | | | | — | | | | 1,431,799 | | | | — | |
| | | | |
Capital shares redeemed | | | — | | | | — | | | | 5,588,800 | | | | — | |
| | | | |
Advisory fees (Note 3) | | | 82,907 | | | | 707 | | | | 444,901 | | | | 8,080 | |
| | | | |
Service fees (Note 2) | | | 1,824 | | | | 6 | | | | 4,350 | | | | 79 | |
Total Liabilities | | | 1,900,521 | | | | 713 | | | | 57,299,573 | | | | 8,159 | |
NET ASSETS | | $ | 519,284,050 | | | $ | 2,665,082 | | | $ | 1,277,041,845 | | | $ | 26,874,621 | |
NET ASSETS: | | | | | | | | | | | | | | | | |
| | | | |
Paid-in capital | | $ | 396,458,749 | | | $ | 2,564,622 | | | $ | 1,195,051,740 | | | $ | 26,378,383 | |
| | | | |
Total distributable earnings (loss) | | | 122,825,301 | | | | 100,460 | | | | 81,990,105 | | | | 496,238 | |
NET ASSETS | | $ | 519,284,050 | | | $ | 2,665,082 | | | $ | 1,277,041,845 | | | $ | 26,874,621 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 12,800,000 | | | | 100,000 | | | | 22,850,000 | | | | 1,100,000 | |
Net asset value per share | | $ | 40.57 | | | $ | 26.65 | | | $ | 55.89 | | | $ | 24.43 | |
1 Includes market value of securities out on loan of: | | | — | | | | — | | | $ | 139,218,727 | | | | — | |
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). | |
3 Investments in securities include a security held by the broker as collateral for open futures contracts. | |
See Notes to Financial Statements.
Statements of Operations
WisdomTree Trust
For the Year Ended June 30, 2021
| | | | | | | | | | | | | | | | | | | | |
| | | 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 | | $ | 5,348,514 | | | $ | 1,244,451 | | | $ | 718,540 | | | $ | 289,130 | | | $ | — | |
| | | | | |
Dividends from affiliates (Note 3) | | | — | | | | — | | | | 1,318 | | | | — | | | | — | |
| | | | | |
Interest | | | — | | | | — | | | | — | | | | — | | | | 1,148,319 | |
| | | | | |
Non-cash dividends | | | 290,537 | | | | 8,890 | | | | 5,171 | | | | 18,723 | | | | — | |
| | | | | |
Other income (Note 6) | | | 2,174 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Securities lending income, net (Note 2) | | | 30,807 | | | | 32,109 | | | | 9,836 | | | | 313 | | | | 2,633 | |
Total investment income | | | 5,672,032 | | | | 1,285,450 | | | | 734,865 | | | | 308,166 | | | | 1,150,952 | |
EXPENSES: | |
| | | | | |
Advisory fees (Note 3) | | | 622,695 | | | | 185,641 | | | | 111,472 | | | | 42,671 | | | | 97,934 | |
| | | | | |
Service fees (Note 2) | | | 6,850 | | | | 1,702 | | | | 1,533 | | | | 626 | | | | 2,066 | |
| | | | | |
Other fees (Note 6) | | | 654 | | | | — | | | | — | | | | — | | | | — | |
Total expenses | | | 630,199 | | | | 187,343 | | | | 113,005 | | | | 43,297 | | | | 100,000 | |
Expense waivers (Note 3) | | | (28,142 | ) | | | (6,323 | ) | | | (16 | ) | | | — | | | | (13,420 | ) |
Net expenses | | | 602,057 | | | | 181,020 | | | | 112,989 | | | | 43,297 | | | | 86,580 | |
Net investment income | | | 5,069,975 | | | | 1,104,430 | | | | 621,876 | | | | 264,869 | | | | 1,064,372 | |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | |
| | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions | | | (14,034,296 | ) | | | (1,097,973 | ) | | | 3,795,289 | | | | 1,608,509 | | | | 189,204 | |
| | | | | |
Investment transactions in affiliates (Note 3) | | | — | | | | — | | | | (3,116 | ) | | | — | | | | — | |
| | | | | |
In-kind redemptions | | | 6,798,482 | | | | 623,858 | | | | 1,255,871 | | | | 3,346,633 | | | | 393,358 | |
| | | | | |
Futures contracts | | | (40,380 | ) | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Foreign currency contracts | | | (6,680,943 | ) | | | (1,322,273 | ) | | | (5,535 | ) | | | (1,056 | ) | | | — | |
| | | | | |
Foreign currency related transactions | | | 45,728 | | | | (27,036 | ) | | | (10,227 | ) | | | 3,420 | | | | — | |
Net realized gain (loss) | | | (13,911,409 | ) | | | (1,823,424 | ) | | | 5,032,282 | | | | 4,957,506 | | | | 582,562 | |
Net increase (decrease) in unrealized appreciation/depreciation: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions2 | | | 39,964,466 | | | | 11,628,812 | | | | 7,067,250 | | | | (1,064,218 | ) | | | (644,650 | ) |
| | | | | |
Foreign currency contracts | | | 2,964,269 | | | | 696,594 | | | | (4 | ) | | | — | | | | — | |
| | | | | |
Translation of assets and liabilities denominated in foreign currencies | | | (11,751 | ) | | | (1,699 | ) | | | 1,832 | | | | (23 | ) | | | — | |
Net increase (decrease) in unrealized appreciation/depreciation | | | 42,916,984 | | | | 12,323,707 | | | | 7,069,078 | | | | (1,064,241 | ) | | | (644,650 | ) |
Net realized and unrealized gain (loss) on investments | | | 29,005,575 | | | | 10,500,283 | | | | 12,101,360 | | | | 3,893,265 | | | | (62,088 | ) |
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | | $ | 34,075,550 | | | $ | 11,604,713 | | | $ | 12,723,236 | | | $ | 4,158,134 | | | $ | 1,002,284 | |
1 Net of foreign withholding tax of: | | $ | 499,396 | | | $ | 132,849 | | | $ | 110,783 | | | $ | 32,902 | | | | — | |
2 Includes net increase (decrease) in accrued foreign capital gain taxes of: | | | — | | | | — | | | $ | 106,595 | | | | — | | | | — | |
See Notes to Financial Statements.
Statements of Operations (continued)
WisdomTree Trust
For the Year or Period Ended June 30, 2021
| | | | | | | | | | | | | | | | | | | | |
| | | 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
Emerging
Markets
Efficient Core
Fund1 | | | WisdomTree
International
Efficient Core
Fund1 | |
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Dividends2 | | $ | — | | | $ | — | | | $ | — | | | $ | 6,841 | | | $ | 5,107 | |
| | | | | |
Dividends from affiliates (Note 3) | | | — | | | | — | | | | — | | | | 169 | | | | — | |
| | | | | |
Interest | | | 5,608,251 | | | | 480,649 | | | | 868,032 | | | | — | | | | — | |
| | | | | |
Non-cash dividends | | | — | | | | — | | | | — | | | | 56 | | | | 17 | |
| | | | | |
Securities lending income, net (Note 2) | | | 22,236 | | | | 1,401 | | | | 6,666 | | | | — | | | | — | |
Total investment income | | | 5,630,487 | | | | 482,050 | | | | 874,698 | | | | 7,066 | | | | 5,124 | |
EXPENSES: | |
| | | | | |
Advisory fees (Note 3) | | | 464,552 | | | | 61,439 | | | | 80,688 | | | | 757 | | | | 605 | |
| | | | | |
Service fees (Note 2) | | | 5,063 | | | | 1,289 | | | | 840 | | | | 10 | | | | 10 | |
Total expenses | | | 469,615 | | | | 62,728 | | | | 81,528 | | | | 767 | | | | 615 | |
Expense waivers (Note 3) | | | (27,258 | ) | | | (8,748 | ) | | | (8,099 | ) | | | (27 | ) | | | — | |
Net expenses | | | 442,357 | | | | 53,980 | | | | 73,429 | | | | 740 | | | | 615 | |
Net investment income | | | 5,188,130 | | | | 428,070 | | | | 801,269 | | | | 6,326 | | | | 4,509 | |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | |
| | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions | | | 132,828 | | | | 235,153 | | | | (430,313 | ) | | | 558 | | | | (15 | ) |
| | | | | |
Investment transactions in affiliates (Note 3) | | | — | | | | — | | | | — | | | | 548 | | | | — | |
| | | | | |
In-kind redemptions | | | 2,147,767 | | | | — | | | | 430,450 | | | | — | | | | — | |
| | | | | |
Futures contracts | | | — | | | | — | | | | — | | | | 1,233 | | | | (15 | ) |
| | | | | |
Foreign currency contracts | | | — | | | | — | | | | — | | | | 1,568 | | | | (2,325 | ) |
| | | | | |
Foreign currency related transactions | | | — | | | | — | | | | — | | | | 6 | | | | 2,271 | |
Net realized gain (loss) | | | 2,280,595 | | | | 235,153 | | | | 137 | | | | 3,913 | | | | (84 | ) |
Net increase (decrease) in unrealized appreciation/depreciation: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions | | | 5,486,180 | | | | (245,808 | ) | | | 1,365,710 | | | | 50,718 | | | | (14,420 | ) |
| | | | | |
Investment transactions in affiliates (Note 3) | | | — | | | | — | | | | — | | | | 1,884 | | | | — | |
| | | | | |
Futures contracts | | | — | | | | — | | | | — | | | | 15,480 | | | | 10,977 | |
| | | | | |
Translation of assets and liabilities denominated in foreign currencies | | | — | | | | — | | | | — | | | | 2 | | | | (91 | ) |
Net increase (decrease) in unrealized appreciation/depreciation | | | 5,486,180 | | | | (245,808 | ) | | | 1,365,710 | | | | 68,084 | | | | (3,534 | ) |
Net realized and unrealized gain (loss) on investments | | | 7,766,775 | | | | (10,655 | ) | | | 1,365,847 | | | | 71,997 | | | | (3,618 | ) |
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | | $ | 12,954,905 | | | $ | 417,415 | | | $ | 2,167,116 | | | $ | 78,323 | | | $ | 891 | |
1 For the period May 20, 2021 (commencement of operations) through June 30, 2021. | | | | | | | | | | | | | | | | | | | | |
2 Net of foreign withholding tax of: | | | — | | | | — | | | | — | | | $ | 712 | | | $ | 475 | |
See Notes to Financial Statements.
Statements of Operations (concluded)
WisdomTree Trust
For the Year or Period Ended June 30, 2021
| | | | | | | | | | | | | | | | |
| | | WisdomTree
U.S. Efficient
Core Fund | | | WisdomTree
BioRevolution
Fund1 | | | WisdomTree
Cloud
Computing Fund | | | WisdomTree
Cybersecurity
Fund2 | |
INVESTMENT INCOME: | | | | | | | | | | | | | | | | |
| | | | |
Dividends3 | | $ | 5,251,718 | | | $ | 602 | | | $ | — | | | $ | 20,416 | |
| | | | |
Interest | | | 1,680 | | | | — | | | | — | | | | — | |
| | | | |
Securities lending income, net (Note 2) | | | — | | | | — | | | | 137,902 | | | | — | |
Total investment income | | | 5,253,398 | | | | 602 | | | | 137,902 | | | | 20,416 | |
EXPENSES: | |
| | | | |
Advisory fees (Note 3) | | | 792,000 | | | | 707 | | | | 4,604,860 | | | | 30,828 | |
| | | | |
Service fees (Note 2) | | | 17,424 | | | | 7 | | | | 45,025 | | | | 301 | |
Total expenses | | | 809,424 | | | | 714 | | | | 4,649,885 | | | | 31,129 | |
Net investment income (loss) | | | 4,443,974 | | | | (112 | ) | | | (4,511,983 | ) | | | (10,713 | ) |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | |
| | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | |
| | | | |
Investment transactions | | | (1,018,293 | ) | | | (231 | ) | | | (15,013,621 | ) | | | (390,422 | ) |
| | | | |
In-kind redemptions | | | 5,278,799 | | | | — | | | | 270,268,484 | | | | — | |
| | | | |
Futures contracts | | | (11,031,105 | ) | | | — | | | | — | | | | — | |
| | | | |
Foreign currency contracts | | | (12 | ) | | | (980 | ) | | | — | | | | 444 | |
| | | | |
Foreign currency related transactions | | | 11 | | | | 980 | | | | — | | | | (609 | ) |
Net realized gain (loss) | | | (6,770,600 | ) | | | (231 | ) | | | 255,254,863 | | | | (390,587 | ) |
Net increase in unrealized appreciation/depreciation: | | | | | | | | | | | | | | | | |
| | | | |
Investment transactions | | | 108,941,048 | | | | 100,803 | | | | 47,066,707 | | | | 886,639 | |
| | | | |
Futures contracts | | | 2,361,383 | | | | — | | | | — | | | | — | |
| | | | |
Foreign currency contracts | | | — | | | | — | | | | — | | | | 21 | |
Net increase in unrealized appreciation/depreciation | | | 111,302,431 | | | | 100,803 | | | | 47,066,707 | | | | 886,660 | |
Net realized and unrealized gain on investments | | | 104,531,831 | | | | 100,572 | | | | 302,321,570 | | | | 496,073 | |
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | | $ | 108,975,805 | | | $ | 100,460 | | | $ | 297,809,587 | | | $ | 485,360 | |
1 For the period June 3, 2021 (commencement of operations) through June 30, 2021. | | | | | | | | | | | | | | | | |
2 For the period January 28, 2021 (commencement of operations) through June 30, 2021. | | | | | | | | | | | | | | | | |
3 Net of foreign withholding tax of: | | $ | 1,068 | | | | — | | | | — | | | | — | |
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 Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | | | For the Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | | | For the Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | | | | | | | | | |
| | | | | | |
Net investment income | | $ | 5,069,975 | | | $ | 6,759,349 | | | $ | 1,104,430 | | | $ | 1,276,215 | | | $ | 621,876 | | | $ | 1,539,298 | |
| | | | | | |
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | | | (13,911,409 | ) | | | (14,991,596 | ) | | | (1,823,424 | ) | | | (2,338,743 | ) | | | 5,032,282 | | | | (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 | | | 42,916,984 | | | | (17,695,284 | ) | | | 12,323,707 | | | | (4,266,000 | ) | | | 7,069,078 | | | | 1,168,339 | |
Net increase (decrease) in net assets resulting from operations | | | 34,075,550 | | | | (25,927,531 | ) | | | 11,604,713 | | | | (5,328,528 | ) | | | 12,723,236 | | | | (8,326,441 | ) |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | | |
Distributable earnings | | | (5,826,707 | ) | | | (6,668,730 | ) | | | (1,376,310 | ) | | | (1,234,753 | ) | | | (678,548 | ) | | | (1,732,870 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | | |
Net proceeds from sale of shares | | | 7,730,083 | | | | 26,090,935 | | | | — | | | | 23,212,365 | | | | — | | | | 15,996,072 | |
| | | | | | |
Cost of shares redeemed | | | (72,463,771 | ) | | | (47,711,888 | ) | | | (6,907,300 | ) | | | (12,674,510 | ) | | | (10,123,196 | ) | | | (22,807,795 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | (64,733,688 | ) | | | (21,620,953 | ) | | | (6,907,300 | ) | | | 10,537,855 | | | | (10,123,196 | ) | | | (6,811,723 | ) |
Net Increase (Decrease) in Net Assets | | | (36,484,845 | ) | | | (54,217,214 | ) | | | 3,321,103 | | | | 3,974,574 | | | | 1,921,492 | | | | (16,871,034 | ) |
NET ASSETS: | |
| | | | | | |
Beginning of year | | $ | 198,144,520 | | | $ | 252,361,734 | | | $ | 38,015,269 | | | $ | 34,040,695 | | | $ | 33,482,285 | | | $ | 50,353,319 | |
| | | | | | |
End of year | | $ | 161,659,675 | | | $ | 198,144,520 | | | $ | 41,336,372 | | | $ | 38,015,269 | | | $ | 35,403,777 | | | $ | 33,482,285 | |
SHARES CREATED AND REDEEMED: | |
| | | | | | |
Shares outstanding, beginning of year | | | 7,800,000 | | | | 8,750,000 | | | | 1,450,000 | | | | 1,150,000 | | | | 1,200,000 | | | | 1,600,000 | |
| | | | | | |
Shares created | | | 250,000 | | | | 950,000 | | | | — | | | | 800,000 | | | | — | | | | 500,000 | |
| | | | | | |
Shares redeemed | | | (2,750,000 | ) | | | (1,900,000 | ) | | | (250,000 | ) | | | (500,000 | ) | | | (300,000 | ) | | | (900,000 | ) |
Shares outstanding, end of year | | | 5,300,000 | | | | 7,800,000 | | | | 1,200,000 | | | | 1,450,000 | | | | 900,000 | | | | 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 Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | | | For the Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | | | For the Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net investment income | | $ | 264,869 | | | $ | 517,773 | | | $ | 1,064,372 | | | $ | 458,905 | | | $ | 5,188,130 | | | $ | 1,787,854 | |
| | | | | | |
Net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions | | | 4,957,506 | | | | (4,120,336 | ) | | | 582,562 | | | | (288,995 | ) | | | 2,280,595 | | | | (481,889 | ) |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments and translation of assets and liabilities denominated in foreign currencies | | | (1,064,241 | ) | | | 3,487,248 | | | | (644,650 | ) | | | 880,520 | | | | 5,486,180 | | | | (2,142,432 | ) |
Net increase (decrease) in net assets resulting from operations | | | 4,158,134 | | | | (115,315 | ) | | | 1,002,284 | | | | 1,050,430 | | | | 12,954,905 | | | | (836,467 | ) |
DISTRIBUTIONS TO SHAREHOLDERS: | | | | | |
| | | | | | |
Distributable earnings | | | (320,460 | ) | | | (696,978 | ) | | | (1,241,380 | ) | | | (463,600 | ) | | | (5,187,250 | ) | | | (1,789,692 | ) |
| | | | | | |
Tax return of capital | | | — | | | | — | | | | — | | | | — | | | | — | | | | (2,358 | ) |
| | | | | | |
Total distributions to shareholders | | | (320,460 | ) | | | (696,978 | ) | | | (1,241,380 | ) | | | (463,600 | ) | | | (5,187,250 | ) | | | (1,792,050 | ) |
CAPITAL SHARE TRANSACTIONS: | | | | | |
| | | | | | |
Net proceeds from sale of shares | | | — | | | | 1,309,671 | | | | 22,168,592 | | | | 42,399,291 | | | | 129,194,909 | | | | 50,258,393 | |
| | | | | | |
Cost of shares redeemed | | | (14,506,297 | ) | | | (10,883,686 | ) | | | (10,978,661 | ) | | | (10,018,086 | ) | | | (41,686,889 | ) | | | — | |
Net increase (decrease) in net assets resulting from capital share transactions | | | (14,506,297 | ) | | | (9,574,015 | ) | | | 11,189,931 | | | | 32,381,205 | | | | 87,508,020 | | | | 50,258,393 | |
Net Increase (Decrease) in Net Assets | | | (10,668,623 | ) | | | (10,386,308 | ) | | | 10,950,835 | | | | 32,968,035 | | | | 95,275,675 | | | | 47,629,876 | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Beginning of year | | $ | 18,362,647 | | | $ | 28,748,955 | | | $ | 38,077,245 | | | $ | 5,109,210 | | | $ | 63,083,324 | | | $ | 15,453,448 | |
| | | | | | |
End of year | | $ | 7,694,024 | | | $ | 18,362,647 | | | $ | 49,028,080 | | | $ | 38,077,245 | | | $ | 158,358,999 | | | $ | 63,083,324 | |
SHARES CREATED AND REDEEMED: | | | | | |
| | | | | | |
Shares outstanding, beginning of year | | | 750,000 | | | | 1,200,000 | | | | 700,000 | | | | 100,000 | | | | 1,300,000 | | | | 300,000 | |
| | | | | | |
Shares created | | | — | | | | 50,000 | | | | 400,000 | | | | 800,000 | | | | 2,500,000 | | | | 1,000,000 | |
| | | | | | |
Shares redeemed | | | (500,000 | ) | | | (500,000 | ) | | | (200,000 | ) | | | (200,000 | ) | | | (800,000 | ) | | | — | |
Shares outstanding, end of year | | | 250,000 | | | | 750,000 | | | | 900,000 | | | | 700,000 | | | | 3,000,000 | | | | 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 Emerging Markets Efficient Core Fund | |
| | | | | |
| | | For the Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | | | For the Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | | | For the Period
May 20, 2021*
through June 30,
2021 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | |
| | | | | |
Net investment income | | $ | 428,070 | | | $ | 269,073 | | | $ | 801,269 | | | $ | 1,102,141 | | | $ | 6,326 | |
| | | | | |
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | | | 235,153 | | | | 17,782 | | | | 137 | | | | (593,987 | ) | | | 3,913 | |
| | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies | | | (245,808 | ) | | | 627,761 | | | | 1,365,710 | | | | (1,225,627 | ) | | | 68,084 | |
Net increase (decrease) in net assets resulting from operations | | | 417,415 | | | | 914,616 | | | | 2,167,116 | | | | (717,473 | ) | | | 78,323 | |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | |
Distributable earnings | | | (521,988 | ) | | | (270,700 | ) | | | (813,333 | ) | | | (1,094,900 | ) | | | (3,000 | ) |
| | | | | |
Tax return of capital | | | — | | | | — | | | | (417 | ) | | | — | | | | — | |
Total distributions to shareholders | | | (521,988 | ) | | | (270,700 | ) | | | (813,750 | ) | | | (1,094,900 | ) | | | (3,000 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | |
Net proceeds from sale of shares | | | 10,358,506 | | | | 14,944,762 | | | | 4,963,910 | | | | 5,048,702 | | | | 2,000,000 | |
| | | | | |
Cost of shares redeemed | | | — | | | | — | | | | (14,751,210 | ) | | | — | | | | (119 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | 10,358,506 | | | | 14,944,762 | | | | (9,787,300 | ) | | | 5,048,702 | | | | 1,999,881 | |
Net Increase (Decrease) in Net Assets | | | 10,253,933 | | | | 15,588,678 | | | | (8,433,934 | ) | | | 3,236,329 | | | | 2,075,204 | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Beginning of period | | $ | 20,631,866 | | | $ | 5,043,188 | | | $ | 23,417,615 | | | $ | 20,181,286 | | | $ | 120 | |
| | | | | |
End of period | | $ | 30,885,799 | | | $ | 20,631,866 | | | $ | 14,983,681 | | | $ | 23,417,615 | | | $ | 2,075,324 | |
SHARES CREATED AND REDEEMED: | |
| | | | | |
Shares outstanding, beginning of period | | | 400,000 | | | | 100,000 | | | | 500,000 | | | | 400,000 | | | | 3 | |
| | | | | |
Shares created | | | 200,000 | | | | 300,000 | | | | 100,000 | | | | 100,000 | | | | 50,000 | |
| | | | | |
Shares redeemed | | | — | | | | — | | | | (300,000 | ) | | | — | | | | (3 | ) |
Shares outstanding, end of period | | | 600,000 | | | | 400,000 | | | | 300,000 | | | | 500,000 | | | | 50,000 | |
| * | Commencement of operations. |
See Notes to Financial Statements.
Statements of Changes in Net Assets (continued)
WisdomTree Trust
| | | | | | | | | | | | | | | | |
| | | |
| | | WisdomTree International Efficient Core Fund | | | WisdomTree U.S. Efficient Core Fund | | | WisdomTree BioRevolution Fund | |
| | | | |
| | | For the Period
May 20, 2021*
through
June 30, 2021 | | | For the Year Ended
June 30, 2021 | | | For the Year Ended
June 30, 2020 | | | For the Period
June 3, 2021*
through
June 30, 2021 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | |
| | | | |
Net investment income (loss) | | $ | 4,509 | | | $ | 4,443,974 | | | $ | 1,082,237 | | | $ | (112 | ) |
| | | | |
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | | | (84 | ) | | | (6,770,600 | ) | | | 1,679,641 | | | | (231 | ) |
| | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies | | | (3,534 | ) | | | 111,302,431 | | | | 23,349,438 | | | | 100,803 | |
Net increase in net assets resulting from operations | | | 891 | | | | 108,975,805 | | | | 26,111,316 | | | | 100,460 | |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | |
Distributable earnings | | | (2,000 | ) | | | (4,558,343 | ) | | | (1,126,753 | ) | | | — | |
CAPITAL SHARE TRANSACTIONS: | |
| | | | |
Net proceeds from sale of shares | | | 2,000,000 | | | | 192,382,346 | | | | 242,226,200 | | | | 2,564,622 | |
| | | | |
Cost of shares redeemed | | | (118 | ) | | | (16,194,891 | ) | | | (33,960,014 | ) | | | (100 | ) |
Net increase in net assets resulting from capital share transactions | | | 1,999,882 | | | | 176,187,455 | | | | 208,266,186 | | | | 2,564,522 | |
Net Increase in Net Assets | | | 1,998,773 | | | | 280,604,917 | | | | 233,250,749 | | | | 2,664,982 | |
NET ASSETS: | | | | | | | | | | | | | | | | |
| | | | |
Beginning of period | | $ | 120 | | | $ | 238,679,133 | | | $ | 5,428,384 | | | $ | 100 | |
| | | | |
End of period | | $ | 1,998,893 | | | $ | 519,284,050 | | | $ | 238,679,133 | | | $ | 2,665,082 | |
SHARES CREATED AND REDEEMED: | |
| | | | |
Shares outstanding, beginning of period | | | 3 | | | | 7,800,000 | | | | 200,000 | | | | 4 | |
| | | | |
Shares created | | | 50,000 | | | | 5,450,000 | | | | 8,800,000 | | | | 100,000 | |
| | | | |
Shares redeemed | | | (3 | ) | | | (450,000 | ) | | | (1,200,000 | ) | | | (4 | ) |
Shares outstanding, end of period | | | 50,000 | | | | 12,800,000 | | | | 7,800,000 | | | | 100,000 | |
| * | Commencement of operations. |
See Notes to Financial Statements.
Statements of Changes in Net Assets (concluded)
WisdomTree Trust
| | | | | | | | | | | | |
| | |
| | | WisdomTree Cloud Computing Fund | | | WisdomTree Cybersecurity Fund | |
| | | |
| | | For the Year Ended
June 30, 2021 | | | For the Period
September 6,
2019* through
June 30, 2020 | | | For the Period
January 28,
2021* through
June 30, 2021 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | | | | | | | | | |
| | | |
Net investment loss | | $ | (4,511,983 | ) | | $ | (188,491 | ) | | $ | (10,713 | ) |
| | | |
Net realized gain (loss) on investments and foreign currency contracts | | | 255,254,863 | | | | 6,087,744 | | | | (390,587 | ) |
| | | |
Net increase in unrealized appreciation/depreciation on investments and foreign currency contracts | | | 47,066,707 | | | | 50,952,869 | | | | 886,660 | |
Net increase in net assets resulting from operations | | | 297,809,587 | | | | 56,852,122 | | | | 485,360 | |
CAPITAL SHARE TRANSACTIONS: | |
| | | |
Net proceeds from sale of shares | | | 1,791,135,471 | | | | 392,277,785 | | | | 26,389,247 | |
| | | |
Cost of shares redeemed | | | (1,232,674,591 | ) | | | (28,358,629 | ) | | | (86 | ) |
Net increase in net assets resulting from capital share transactions | | | 558,460,880 | | | | 363,919,156 | | | | 26,389,161 | |
Net Increase in Net Assets | | | 856,270,467 | | | | 420,771,278 | | | | 26,874,521 | |
NET ASSETS: | | | | | | | | | | | | |
| | | |
Beginning of period | | $ | 420,771,378 | | | $ | 100 | | | $ | 100 | |
| | | |
End of period | | $ | 1,277,041,845 | | | $ | 420,771,378 | | | $ | 26,874,621 | |
SHARES CREATED AND REDEEMED: | |
| | | |
Shares outstanding, beginning of period | | | 10,800,004 | | | | 4 | | | | 4 | |
| | | |
Shares created | | | 37,050,000 | | | | 11,725,000 | | | | 1,100,000 | |
| | | |
Shares redeemed | | | (25,000,004 | ) | | | (925,000 | ) | | | (4 | ) |
Shares outstanding, end of period | | | 22,850,000 | | | | 10,800,004 | | | | 1,100,000 | |
| * | 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
Year Ended
June 30, 2021 | | | 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 | |
Net asset value, beginning of year | | $ | 25.40 | | | $ | 28.84 | | | $ | 28.96 | | | $ | 28.27 | | | $ | 24.26 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income1 | | | 0.91 | | | | 0.80 | | | | 1.04 | | | | 1.00 | | | | 0.98 | |
| | | | | |
Net realized and unrealized gain (loss) | | | 5.27 | | | | (3.44 | ) | | | (0.17 | ) | | | 0.70 | | | | 4.32 | |
Total from investment operations | | | 6.18 | | | | (2.64 | ) | | | 0.87 | | | | 1.70 | | | | 5.30 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income | | | (1.08 | ) | | | (0.80 | ) | | | (0.99 | ) | | | (1.01 | ) | | | (0.83 | ) |
| | | | | |
Capital gains | | | — | | | | — | | | | — | | | | — | | | | (0.46 | ) |
Total dividends and distributions to shareholders | | | (1.08 | ) | | | (0.80 | ) | | | (0.99 | ) | | | (1.01 | ) | | | (1.29 | ) |
Net asset value, end of year | | $ | 30.50 | | | $ | 25.40 | | | $ | 28.84 | | | $ | 28.96 | | | $ | 28.27 | |
| | | | | |
TOTAL RETURN2 | | | 24.76 | % | | | (9.34 | )%3 | | | 3.11 | % | | | 6.04 | % | | | 22.25 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net assets, end of year (000’s omitted) | | $ | 161,660 | | | $ | 198,145 | | | $ | 252,362 | | | $ | 262,129 | | | $ | 450,964 | |
| | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Expenses, net of expense waivers | | | 0.39 | % | | | 0.35 | % | | | 0.35 | % | | | 0.35 | % | | | 0.35 | % |
| | | | | |
Expenses, prior to expense waivers | | | 0.40 | % | | | 0.40 | % | | | 0.40 | % | | | 0.40 | % | | | 0.40 | % |
| | | | | |
Net investment income | | | 3.26 | % | | | 2.87 | % | | | 3.68 | % | | | 3.33 | % | | | 3.67 | % |
Portfolio turnover rate4 | | | 38 | % | | | 17 | % | | | 26 | % | | | 15 | % | | | 27 | % |
| | | | | | | | | | | | | | | | | | | | |
WisdomTree Dynamic Currency Hedged
International SmallCap Equity Fund | | For the
Year Ended
June 30, 2021 | | | 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 | |
Net asset value, beginning of year | | $ | 26.22 | | | $ | 29.60 | | | $ | 31.50 | | | $ | 30.12 | | | $ | 23.87 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income1 | | | 0.88 | | | | 0.88 | | | | 1.12 | | | | 1.11 | | | | 0.86 | |
| | | | | |
Net realized and unrealized gain (loss) | | | 8.46 | | | | (3.39 | ) | | | (2.29 | ) | | | 0.92 | | | | 6.18 | |
Total from investment operations | | | 9.34 | | | | (2.51 | ) | | | (1.17 | ) | | | 2.03 | | | | 7.04 | |
Dividends to shareholders: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income | | | (1.11 | ) | | | (0.87 | ) | | | (0.73 | ) | | | (0.65 | ) | | | (0.79 | ) |
Net asset value, end of year | | $ | 34.45 | | | $ | 26.22 | | | $ | 29.60 | | | $ | 31.50 | | | $ | 30.12 | |
| | | | | |
TOTAL RETURN2 | | | 36.12 | % | | | (8.70 | )%5 | | | (3.70 | )% | | | 6.73 | % | | | 29.80 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net assets, end of year (000’s omitted) | | $ | 41,336 | | | $ | 38,015 | | | $ | 34,041 | | | $ | 17,327 | | | $ | 3,012 | |
| | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Expenses, net of expense waivers | | | 0.47 | % | | | 0.43 | % | | | 0.43 | % | | | 0.43 | % | | | 0.43 | % |
| | | | | |
Expenses, prior to expense waivers | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % |
| | | | | |
Net investment income | | | 2.86 | % | | | 3.08 | % | | | 3.77 | % | | | 3.41 | % | | | 3.16 | % |
Portfolio turnover rate4 | | | 60 | % | | | 25 | % | | | 55 | % | | | 95 | % | | | 75 | % |
| 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. 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. |
| 4 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
| 5 | Includes a 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
Year Ended
June 30, 2021 | | | 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 | |
Net asset value, beginning of year | | $ | 27.90 | | | $ | 31.47 | | | $ | 30.95 | | | $ | 29.71 | | | $ | 25.63 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income2 | | | 0.62 | | | | 0.93 | | | | 1.21 | | | | 0.96 | | | | 0.96 | |
| | | | | |
Net realized and unrealized gain (loss) | | | 11.50 | | | | (3.44 | ) | | | 0.38 | | | | 1.14 | | | | 3.96 | |
Total from investment operations | | | 12.12 | | | | (2.51 | ) | | | 1.59 | | | | 2.10 | | | | 4.92 | |
Dividends to shareholders: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income | | | (0.68 | ) | | | (1.06 | ) | | | (1.07 | ) | | | (0.86 | ) | | | (0.84 | ) |
Net asset value, end of year | | $ | 39.34 | | | $ | 27.90 | | | $ | 31.47 | | | $ | 30.95 | | | $ | 29.71 | |
| | | | | |
TOTAL RETURN3 | | | 43.82 | % | | | (8.19 | )% | | | 5.25 | % | | | 7.05 | %4 | | | 19.46 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net assets, end of year (000’s omitted) | | $ | 35,404 | | | $ | 33,482 | | | $ | 50,353 | | | $ | 34,042 | | | $ | 11,885 | |
| | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Expenses | | | 0.32 | %5,6 | | | 0.32 | % | | | 0.32 | % | | | 0.32 | % | | | 0.32 | % |
| | | | | |
Net investment income | | | 1.79 | %5 | | | 3.13 | % | | | 3.97 | % | | | 2.91 | % | | | 3.38 | % |
Portfolio turnover rate7 | | | 69 | % | | | 130 | %1 | | | 26 | % | | | 22 | % | | | 15 | % |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | |
| WisdomTree International ESG Fund | | For the
Year Ended
June 30, 2021 | | | For the
Year Ended
June 30, 20208 | | | 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 | | | 0.51 | | | | 0.46 | | | | 0.49 | | | | 0.71 | | | | 0.32 | |
| | | | | |
Net realized and unrealized gain | | | 6.52 | | | | 0.739 | | | | 0.02 | | | | 1.03 | | | | 3.52 | |
Total from investment operations | | | 7.03 | | | | 1.19 | | | | 0.51 | | | | 1.74 | | | | 3.84 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income | | | (0.73 | ) | | | (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 | | | (0.73 | ) | | | (0.67 | ) | | | (1.22 | ) | | | (0.38 | ) | | | (0.16 | ) |
Net asset value, end of period | | $ | 30.78 | | | $ | 24.48 | | | $ | 23.96 | | | $ | 24.67 | | | $ | 23.31 | |
| | | | | |
TOTAL RETURN3 | | | 28.94 | % | | | 4.88 | % | | | 2.56 | % | | | 7.44 | % | | | 19.61 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net assets, end of year (000’s omitted) | | $ | 7,694 | | | $ | 18,363 | | | $ | 28,749 | | | $ | 19,736 | | | $ | 2,331 | |
| | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Expenses, net of expense waivers | | | 0.30 | % | | | 0.15 | %5 | | | 0.10 | %5 | | | 0.10 | %5 | | | 0.10 | %5,10 |
| | | | | |
Expenses, prior to expense waivers | | | 0.30 | % | | | 0.52 | %5 | | | 0.58 | %5 | | | 0.58 | %5 | | | 0.58 | %5,10 |
| | | | | |
Net investment income | | | 1.86 | % | | | 1.89 | %5 | | | 2.10 | %5 | | | 2.87 | %5 | | | 2.23 | %5,10 |
Portfolio turnover rate7 | | | 80 | % | | | 112 | %8 | | | 6 | % | | | 4 | % | | | 4 | % |
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
| 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. |
| 5 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
| 6 | The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged. |
| 7 | 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. |
| 8 | 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. |
| 9 | 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 year. |
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
Year Ended
June 30, 2021 | | | 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 | |
Net asset value, beginning of year | | $ | 54.40 | | | $ | 51.09 | | | $ | 47.79 | | | $ | 49.88 | | | $ | 50.69 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income1 | | | 1.23 | | | | 1.42 | | | | 1.59 | | | | 1.49 | | | | 1.36 | |
| | | | | |
Net realized and unrealized gain (loss) | | | 0.252 | | | | 3.37 | | | | 3.28 | | | | (2.02 | ) | | | (0.63 | ) |
Total from investment operations | | | 1.48 | | | | 4.79 | | | | 4.87 | | | | (0.53 | ) | | | 0.73 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income | | | (1.21 | ) | | | (1.48 | ) | | | (1.57 | ) | | | (1.56 | ) | | | (1.30 | ) |
| | | | | |
Capital gains | | | (0.19 | ) | | | — | | | | — | | | | — | | | | (0.24 | ) |
Total dividends and distributions to shareholders | | | (1.40 | ) | | | (1.48 | ) | | | (1.57 | ) | | | (1.56 | ) | | | (1.54 | ) |
Net asset value, end of year | | $ | 54.48 | | | $ | 54.40 | | | $ | 51.09 | | | $ | 47.79 | | | $ | 49.88 | |
| | | | | |
TOTAL RETURN3 | | | 2.75 | % | | | 9.54 | % | | | 10.44 | % | | | (1.11 | )% | | | 1.52 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net assets, end of year (000’s omitted) | | $ | 49,028 | | | $ | 38,077 | | | $ | 5,109 | | | $ | 4,779 | | | $ | 4,988 | |
| | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Expenses, net of expense waivers | | | 0.18 | %4 | | | 0.18 | % | | | 0.18 | % | | | 0.18 | % | | | 0.18 | % |
| | | | | |
Expenses, prior to expense waivers | | | 0.21 | % | | | 0.28 | % | | | 0.28 | % | | | 0.28 | % | | | 0.28 | % |
| | | | | |
Net investment income | | | 2.27 | % | | | 2.71 | % | | | 3.29 | % | | | 3.02 | % | | | 2.74 | % |
Portfolio turnover rate5 | | | 36 | % | | | 25 | % | | | 22 | % | | | 21 | % | | | 45 | % |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree U.S. High Yield Corporate
Bond Fund | | For the
Year Ended
June 30, 2021 | | | 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 | |
Net asset value, beginning of year | | $ | 48.53 | | | $ | 51.51 | | | $ | 49.77 | | | $ | 52.29 | | | $ | 50.41 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income1 | | | 2.32 | | | | 2.64 | | | | 2.84 | | | | 2.91 | | | | 2.80 | |
| | | | | |
Net realized and unrealized gain (loss) | | | 4.28 | | | | (3.00 | ) | | | 1.69 | | | | (2.14 | ) | | | 2.24 | |
Total from investment operations | | | 6.60 | | | | (0.36 | ) | | | 4.53 | | | | 0.77 | | | | 5.04 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income | | | (2.34 | ) | | | (2.62 | ) | | | (2.75 | ) | | | (2.89 | ) | | | (2.79 | ) |
| | | | | |
Capital gains | | | — | | | | — | | | | (0.04 | ) | | | (0.40 | ) | | | (0.37 | ) |
| | | | | |
Tax return of capital | | | — | | | | (0.00 | )6 | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (2.34 | ) | | | (2.62 | ) | | | (2.79 | ) | | | (3.29 | ) | | | (3.16 | ) |
Net asset value, end of year | | $ | 52.79 | | | $ | 48.53 | | | $ | 51.51 | | | $ | 49.77 | | | $ | 52.29 | |
| | | | | |
TOTAL RETURN3 | | | 13.84 | % | | | (0.72 | )% | | | 9.43 | % | | | 1.49 | % | | | 10.23 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net assets, end of year (000’s omitted) | | $ | 158,359 | | | $ | 63,083 | | | $ | 15,453 | | | $ | 4,977 | | | $ | 5,229 | |
| | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Expenses, net of expense waivers | | | 0.38 | %7 | | | 0.38 | % | | | 0.38 | % | | | 0.38 | % | | | 0.38 | % |
| | | | | |
Expenses, prior to expense waivers | | | 0.41 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % |
| | | | | |
Net investment income | | | 4.51 | % | | | 5.32 | % | | | 5.68 | % | | | 5.67 | % | | | 5.38 | % |
Portfolio turnover rate5 | | | 21 | % | | | 22 | % | | | 14 | % | | | 35 | % | | | 51 | % |
| 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 year. |
| 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. 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 | The investment advisor had contractually agreed to limit the advisory fee to 0.18% through October 31, 2020. On October 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.18%. |
| 5 | Portfolio turnover rate 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 | Amount represents less than $0.005. |
| 7 | The investment advisor had contractually agreed to limit the advisory fee to 0.38% through October 31, 2020. On October 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.38%. |
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
Year Ended
June 30, 2021 | | | 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 | |
Net asset value, beginning of year | | $ | 51.58 | | | $ | 50.43 | | | $ | 49.03 | | | $ | 49.94 | | | $ | 50.20 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income1 | | | 0.75 | | | | 1.23 | | | | 1.24 | | | | 0.98 | | | | 0.79 | |
| | | | | |
Net realized and unrealized gain (loss) | | | 0.062 | | | | 1.132 | | | | 1.39 | | | | (0.88 | ) | | | (0.28 | ) |
Total from investment operations | | | 0.81 | | | | 2.36 | | | | 2.63 | | | | 0.10 | | | | 0.51 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income | | | (0.75 | ) | | | (1.21 | ) | | | (1.23 | ) | | | (1.01 | ) | | | (0.77 | ) |
| | | | | |
Capital gains | | | (0.16 | ) | | | — | | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (0.91 | ) | | | (1.21 | ) | | | (1.23 | ) | | | (1.01 | ) | | | (0.77 | ) |
Net asset value, end of year | | $ | 51.48 | | | $ | 51.58 | | | $ | 50.43 | | | $ | 49.03 | | | $ | 49.94 | |
| | | | | |
TOTAL RETURN3 | | | 1.59 | % | | | 4.75 | % | | | 5.44 | % | | | 0.19 | % | | | 1.02 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net assets, end of year (000’s omitted) | | $ | 30,886 | | | $ | 20,632 | | | $ | 5,043 | | | $ | 4,903 | | | $ | 4,994 | |
| | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Expenses, net of expense waivers | | | 0.18 | %4 | | | 0.18 | % | | | 0.18 | % | | | 0.18 | % | | | 0.18 | % |
| | | | | |
Expenses, prior to expense waivers | | | 0.21 | % | | | 0.28 | % | | | 0.28 | % | | | 0.28 | % | | | 0.28 | % |
| | | | | |
Net investment income | | | 1.46 | % | | | 2.43 | % | | | 2.50 | % | | | 1.98 | % | | | 1.58 | % |
Portfolio turnover rate5 | | | 47 | % | | | 43 | % | | | 28 | % | | | 41 | % | | | 38 | % |
| | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree U.S. Short-Term High Yield
Corporate Bond Fund | | For the
Year Ended
June 30, 2021 | | | 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 | |
Net asset value, beginning of year | | $ | 46.84 | | | $ | 50.45 | | | $ | 49.91 | | | $ | 51.39 | | | $ | 50.32 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income1 | | | 2.04 | | | | 2.46 | | | | 2.66 | | | | 2.39 | | | | 2.43 | |
| | | | | |
Net realized and unrealized gain (loss) | | | 3.18 | | | | (3.61 | ) | | | 0.51 | | | | (0.77 | ) | | | 1.60 | |
Total from investment operations | | | 5.22 | | | | (1.15 | ) | | | 3.17 | | | | 1.62 | | | | 4.03 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net investment income | | | (2.11 | ) | | | (2.46 | ) | | | (2.63 | ) | | | (2.38 | ) | | | (2.42 | ) |
| | | | | |
Capital gains | | | — | | | | — | | | | — | | | | (0.72 | ) | | | (0.54 | ) |
| | | | | |
Tax return of capital | | | (0.00 | )6 | | | — | | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (2.11 | ) | | | (2.46 | ) | | | (2.63 | ) | | | (3.10 | ) | | | (2.96 | ) |
Net asset value, end of year | | $ | 49.95 | | | $ | 46.84 | | | $ | 50.45 | | | $ | 49.91 | | | $ | 51.39 | |
| | | | | |
TOTAL RETURN3 | | | 11.34 | % | | | (2.34 | )% | | | 6.54 | % | | | 3.28 | % | | | 8.19 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net assets, end of year (000’s omitted) | | $ | 14,984 | | | $ | 23,418 | | | $ | 20,181 | | | $ | 4,991 | | | $ | 5,139 | |
| | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Expenses, net of expense waivers | | | 0.38 | %7 | | | 0.38 | % | | | 0.38 | % | | | 0.38 | % | | | 0.38 | % |
| | | | | |
Expenses, prior to expense waivers | | | 0.43 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % | | | 0.48 | % |
| | | | | |
Net investment income | | | 4.19 | % | | | 5.06 | % | | | 5.34 | % | | | 4.73 | % | | | 4.72 | % |
Portfolio turnover rate5 | | | 71 | % | | | 44 | % | | | 18 | % | | | 66 | % | | | 69 | % |
| 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 year. |
| 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. 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 | The investment advisor had contractually agreed to limit the advisory fee to 0.18% through October 31, 2020. On October 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.18%. |
| 5 | Portfolio turnover rate 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 | Amount represents less than $0.005. |
| 7 | The investment advisor had contractually agreed to limit the advisory fee to 0.38% through October 31, 2020. On October 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.38%. |
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 Efficient Core Fund | | For the Period
May 20, 2021*
through
June 30, 2021 | |
Net asset value, beginning of period | | $ | 39.75 | |
Investment operations: | | | | |
| |
Net investment income1 | | | 0.13 | |
| |
Net realized and unrealized gain | | | 1.69 | |
Total from investment operations | | | 1.82 | |
Dividends to shareholders: | | | | |
| |
Net investment income | | | (0.06 | ) |
Net asset value, end of period | | $ | 41.51 | |
| |
TOTAL RETURN2 | | | 4.58 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | |
| |
Net assets, end of period (000’s omitted) | | $ | 2,075 | |
| |
Ratios to average net assets of: | | | | |
| |
Expenses, net of expense waivers | | | 0.31 | %3,4 |
| |
Expenses, prior to expense waivers | | | 0.32 | %3,4 |
| |
Net investment income | | | 2.68 | %3,4 |
Portfolio turnover rate5 | | | 3 | % |
| | | | |
| | |
| WisdomTree International Efficient Core Fund | | For the Period
May 20, 2021*
through
June 30, 2021 | |
Net asset value, beginning of period | | $ | 39.43 | |
Investment operations: | | | | |
| |
Net investment income1 | | | 0.09 | |
| |
Net realized and unrealized gain | | | 0.506 | |
Total from investment operations | | | 0.59 | |
Dividends to shareholders: | | | | |
| |
Net investment income | | | (0.04 | ) |
Net asset value, end of period | | $ | 39.98 | |
| |
TOTAL RETURN2 | | | 1.50 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | |
| |
Net assets, end of period (000’s omitted) | | $ | 1,999 | |
| |
Ratios to average net assets of: | | | | |
| |
Expenses | | | 0.26 | %3 |
| |
Net investment income | | | 1.94 | %3 |
Portfolio turnover rate5 | | | 0 | % |
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
| 1 | Based on average shares outstanding. |
| 2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees for the WisdomTree Emerging Markets Efficient Core Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
| 4 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
| 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 | 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. |
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. Efficient Core Fund | | For the
Year Ended
June 30, 2021 | | | 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 | | | 0.41 | | | | 0.45 | | | | 0.38 | |
| | | |
Net realized and unrealized gain | | | 9.95 | | | | 3.39 | | | | 2.01 | |
Total from investment operations | | | 10.36 | | | | 3.84 | | | | 2.39 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | |
| | | |
Net investment income | | | (0.37 | ) | | | (0.27 | ) | | | (0.33 | ) |
| | | |
Capital gains | | | (0.02 | ) | | | (0.11 | ) | | | — | |
Total dividends and distributions to shareholders | | | (0.39 | ) | | | (0.38 | ) | | | (0.33 | ) |
Net asset value, end of period | | $ | 40.57 | | | $ | 30.60 | | | $ | 27.14 | |
| | | |
TOTAL RETURN2 | | | 34.04 | % | | | 14.25 | % | | | 9.64 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | |
| | | |
Net assets, end of period (000’s omitted) | | $ | 519,284 | | | $ | 238,679 | | | $ | 5,428 | |
| | | |
Ratios to average net assets of: | | | | | | | | | | | | |
| | | |
Expenses | | | 0.20 | % | | | 0.20 | % | | | 0.20 | %3 |
| | | |
Net investment income | | | 1.12 | % | | | 1.57 | % | | | 1.68 | %3 |
Portfolio turnover rate4 | | | 9 | % | | | 13 | % | | | 11 | % |
| | | | |
| | |
| WisdomTree BioRevolution Fund | | For the Period
June 3, 2021*
through
June 30, 2021 | |
Net asset value, beginning of period | | $ | 25.03 | |
Investment operations: | | | | |
| |
Net investment loss1 | | | (0.00 | )5 |
| |
Net realized and unrealized gain | | | 1.62 | |
Total from investment operations | | | 1.62 | |
Net asset value, end of period | | $ | 26.65 | |
| |
TOTAL RETURN2 | | | 6.47 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | |
| |
Net assets, end of period (000’s omitted) | | $ | 2,665 | |
| |
Ratios to average net assets of: | | | | |
| |
Expenses | | | 0.45 | %3 |
| |
Net investment loss | | | (0.07 | )%3 |
Portfolio turnover rate4 | | | 0 | % |
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
| 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. |
| 5 | Amount represents less than $0.005. |
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 Cloud Computing Fund | | For the
Year Ended
June 30, 2021 | | | 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 | | | (0.22 | ) | | | (0.11 | ) |
| | |
Net realized and unrealized gain | | | 17.15 | | | | 14.01 | |
Total from investment operations | | | 16.93 | | | | 13.90 | |
Net asset value, end of period | | $ | 55.89 | | | $ | 38.96 | |
| | |
TOTAL RETURN2 | | | 43.45 | % | | | 55.47 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | |
| | |
Net assets, end of period (000’s omitted) | | $ | 1,277,042 | | | $ | 420,771 | |
| | |
Ratios to average net assets of: | | | | | | | | |
| | |
Expenses | | | 0.45 | % | | | 0.45 | %3 |
| | |
Net investment loss | | | (0.44 | )% | | | (0.43 | )%3 |
Portfolio turnover rate4 | | | 40 | % | | | 8 | % |
| | | | |
| | |
| WisdomTree Cybersecurity Fund | | For the Period
January 28, 2021*
through
June 30, 2021 | |
Net asset value, beginning of period | | $ | 24.17 | |
Investment operations: | | | | |
| |
Net investment loss1 | | | (0.01 | ) |
| |
Net realized and unrealized gain | | | 0.27 | |
Total from investment operations | | | 0.26 | |
Net asset value, end of period | | $ | 24.43 | |
| |
TOTAL RETURN2 | | | 1.08 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | |
| |
Net assets, end of period (000’s omitted) | | $ | 26,875 | |
| |
Ratios to average net assets of: | | | | |
| |
Expenses | | | 0.45 | %3 |
| |
Net investment loss | | | (0.16 | )%3 |
Portfolio turnover rate4 | | | 18 | % |
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
| 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
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 Emerging Markets Efficient Core Fund (“Emerging Markets Efficient Core Fund”) | | | May 20, 2021 | |
WisdomTree International Efficient Core Fund (“International Efficient Core Fund”) | | | May 20, 2021 | |
WisdomTree U.S. Efficient Core Fund (“U.S. Efficient Core Fund”) (formerly, WisdomTree 90/60 U.S. Balanced Fund) | | | August 2, 2018 | |
WisdomTree BioRevolution Fund (“BioRevolution Fund”) | | | June 3, 2021 | |
WisdomTree Cloud Computing Fund (“Cloud Computing Fund”) | | | September 6, 2019 | |
WisdomTree Cybersecurity Fund (“Cybersecurity Fund”) | | | January 28, 2021 | |
Each Fund, except the Emerging Markets ESG Fund, International ESG Fund, Emerging Markets Efficient Core Fund, International Efficient Core Fund and U.S. Efficient Core 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 Emerging Markets ESG Fund, International ESG Fund, Emerging Markets Efficient Core Fund, International Efficient Core Fund and U.S. Efficient Core 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
Notes to Financial Statements (continued)
(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 last 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 the exchange or system on which it is principally traded, 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
Notes to Financial Statements (continued)
event that occurs after the close of the markets in which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).
The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:
Financial instruments are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.
Determination of a fair value by the Pricing Committee may include significant unobservable inputs and therefore such financial instruments would be reflected as a Level 3 of the fair value hierarchy. The Pricing Committee may employ a market-based valuation approach which may use, among other potential considerations, related or comparable securities, recent transactions, market multiples, and other relevant information to determine fair value. The Pricing Committee may also use an income-based valuation approach in which anticipated future cash flows of the financial instrument are discounted to calculate fair value.
The 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 fiscal year or period ended June 30, 2021, 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 year or period ended June 30, 2021 and open positions in such derivatives as of June 30, 2021 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 June 30, 2021 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 June 30, 2021, if any, is reflected as a footnote within each Fund’s Schedule of Investments.
Notes to Financial Statements (continued)
As of June 30, 2021, 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 | | $ | 1,678,898 | | | Unrealized depreciation on foreign currency contracts | | $ | 7,417 | |
Dynamic Currency Hedged International SmallCap Equity Fund | |
Foreign exchange contracts | | Unrealized appreciation on foreign currency contracts | | | 400,901 | | | Unrealized depreciation on foreign currency contracts | | | 3,039 | |
Emerging Markets Efficient Core Fund | |
Interest rate contracts | | Unrealized appreciation on futures contracts* | | | 16,234 | | | Unrealized depreciation on futures contracts* | | | 648 | |
Equity contracts | | Unrealized appreciation on futures contracts* | | | — | | | Unrealized depreciation on futures contracts* | | | 106 | |
International Efficient Core Fund | |
Interest rate contracts | | Unrealized appreciation on futures contracts* | | | 11,625 | | | Unrealized depreciation on futures contracts* | | | 648 | |
U.S. Efficient Core Fund | |
Interest rate contracts | | Unrealized appreciation on futures contracts* | | | 2,910,179 | | | Unrealized depreciation on futures contracts* | | | 328,366 | |
Cybersecurity Fund | |
Foreign exchange contracts | | Unrealized appreciation on foreign currency contracts | | | 21 | | | Unrealized depreciation on foreign currency contracts | | | — | |
| | * | 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 128 for additional information regarding balance sheet location of balances associated with futures contracts. |
For the fiscal year or period ended June 30, 2021, the effects of derivative instruments on each applicable 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 | | $ | (6,680,943 | ) | | $ | 2,964,269 | |
Equity contracts | | | (40,380 | ) | | | — | |
Dynamic Currency Hedged International SmallCap Equity Fund | |
Foreign exchange contracts | | | (1,322,273 | ) | | | 696,594 | |
Emerging Markets ESG Fund | |
Foreign exchange contracts | | | (5,535 | ) | | | (4 | ) |
International ESG Fund | |
Foreign exchange contracts | | | (1,056 | ) | | | — | |
Emerging Markets Efficient Core Fund3 | |
Foreign exchange contracts | | | 1,568 | | | | — | |
Interest rate contracts | | | — | | | | 15,586 | |
Equity contracts | | | 1,233 | | | | (106 | ) |
International Efficient Core Fund3 | |
Foreign exchange contracts | | | (2,325 | ) | | | — | |
Interest rate contracts | | | (15 | ) | | | 10,977 | |
U.S. Efficient Core Fund | | | | | | | | |
Foreign exchange contracts | | | (12 | ) | | | — | |
Interest rate contracts | | | (11,031,105 | ) | | | 2,361,383 | |
Notes to Financial Statements (continued)
| | | | | | | | |
| | | |
| Fund | | Amount of Realized Gain
or (Loss) on Derivatives
Recognized1 | | | Change in Unrealized
Appreciation or
(Depreciation) on
Derivatives Recognized2 | |
BioRevolution Fund4 | | | | | | | | |
Foreign exchange contracts | | $ | (980 | ) | | $ | — | |
Cybersecurity Fund5 | |
Foreign exchange contracts | | | 444 | | | | 21 | |
| | 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 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 |
Equity contracts | | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts |
| | 3 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 4 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 5 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
During the fiscal year or period ended June 30, 2021, 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 | | $ | — | | | $ | — | | | $ | 73,821 | |
Foreign exchange contracts | | | 75,503,660 | | | | 149,582,842 | | | | — | |
Dynamic Currency Hedged International SmallCap Equity Fund | |
Foreign exchange contracts | | | 18,245,589 | | | | 36,123,659 | | | | — | |
Emerging Markets ESG Fund | |
Foreign exchange contracts | | | 1,514 | | | | 65,231 | | | | — | |
International ESG Fund | |
Foreign exchange contracts | | | 598 | | | | 2,143 | | | | — | |
Emerging Markets Efficient Core Fund2 | |
Foreign exchange contracts1 | | | 824,097 | | | | 123,216 | | | | — | |
Equity contracts | | | — | | | | — | | | | 47,074 | |
Interest rate contracts | | | — | | | | — | | | | 1,195,606 | |
International Efficient Core Fund2 | |
Foreign exchange contracts1 | | | 889,283 | | | | — | | | | — | |
Interest rate contracts | | | — | | | | — | | | | 1,169,184 | |
U.S. Efficient Core Fund | |
Foreign exchange contracts1 | | | — | | | | 89 | | | | — | |
Interest rate contracts | | | — | | | | — | | | | 234,717,691 | |
BioRevolution Fund1,3 | |
Foreign exchange contracts | | | 126,886 | | | | — | | | | — | |
Cybersecurity Fund4 | |
Foreign exchange contracts | | | — | | | | 1,320 | | | | — | |
| | 1 | The volume of derivative activity for the period is based on intra-month balances. |
| | 2 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 4 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
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,
Notes to Financial Statements (continued)
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. In addition, the Funds generally will write-off interest receivable balances in default by the issuer as of the date any applicable interest payment grace period or forbearance period expires or as of the date any interest payment cancellation notification was publicly made available or when it becomes probable that interest will not be collected and the amount of uncollectable interest 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.
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 — 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, International ESG Fund, Emerging Markets Efficient Core Fund, International Efficient Core Fund, U.S. Efficient Core Fund, BioRevolution Fund, and the Cybersecurity Fund each 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
Notes to Financial Statements (continued)
banks) and their customers. A Forward Contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades. However, if a Fund is in an unrealized loss position on a Forward Contract, it may be required to pledge collateral (or additional collateral) to the counterparty. If a Fund is in an unrealized gain position on a Forward Contract, it may receive collateral from the counterparty.
Risks may arise upon entering into Forward Contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar or each other.
Fluctuations in the value of open Forward Contracts are recorded for book purposes as unrealized gains or losses on Forward Contracts by the Funds and included in net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts on the Statements of Operations. Realized gains and losses on Forward Contracts include net gains or losses recognized by the Funds on contracts which have settled are included in net realized gain (loss) from foreign currency contracts on the Statements of Operations.
Futures Contracts — The 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. The Emerging Markets Efficient Core Fund utilized futures contracts to obtain long exposure to equity futures contracts and U.S. Treasury obligations consistent with its investment strategy. The International Efficient Core Fund and U.S. Efficient Core Fund primarily utilized futures contracts to obtain long exposure to U.S. Treasury obligations consistent with their investment strategy. When a Fund purchases a listed futures contract, it agrees to purchase a specified reference asset (e.g., equity, currency or U.S. 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., equity, currency or U.S. 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 clearing corporation.
Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or U.S. 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 securities issued or guaranteed by the U.S. government or its agencies, 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 (net of any fee rebates paid to the borrower). The lending agent receives a portion of the income earned by the Funds in connection with the lending program. The net 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 if the value of the collateral received is insufficient to cover the market value of the securities loaned.
Master Netting Arrangements — Codification 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
Notes to Financial Statements (continued)
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 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’ securities 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 June 30, 2021, 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 | | $ | 6,597,215 | | | $ | — | | | $ | (6,597,215 | )1 | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
Foreign Currency Contracts | | | 1,678,898 | | | | (4,509 | ) | | | — | | | | 1,674,389 | | | | 7,417 | | | | (4,509 | ) | | | — | | | | 2,908 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 2,743,437 | | | | — | | | | (2,743,437 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Foreign Currency Contracts | | | 400,901 | | | | (2,354 | ) | | | — | | | | 398,547 | | | | 3,039 | | | | (2,354 | ) | | | — | | | | 685 | |
Notes to Financial Statements (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | |
| | | 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 | |
Emerging Markets ESG Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | $ | 257,115 | | | $ | — | | | $ | (257,115 | )1 | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
International ESG Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 35,341 | | | | — | | | | (35,341 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
U.S. Corporate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 615,096 | | | | — | | | | (615,096 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
U.S. High Yield Corporate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 4,637,209 | | | | — | | | | (4,637,209 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
U.S. Short-Term Corporate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 225,755 | | | | — | | | | (225,755 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 333,856 | | | | — | | | | (333,856 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Cloud Computing Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 139,218,727 | | | | — | | | | (139,218,727 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Cybersecurity Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign Currency Contracts | | | 21 | | | | — | | | | — | | | | 21 | | | | — | | | | — | | | | — | | | | — | |
| | 1 | The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero. |
Short-Term Investments — Each Fund may invest a portion of its assets in high-quality money market instruments on an ongoing basis to provide liquidity or for other reasons. The instruments include short-term obligations issued by the U.S. government, its agencies, non-U.S. government agencies, negotiable certificates of deposit (“CDs”), fixed time deposits and bankers’ acceptances of 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 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.
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 to 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 is 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.
Notes to Financial Statements (continued)
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.
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 |
Emerging Markets Efficient Core Fund5 | | | 0.32 | % |
International Efficient Core Fund5 | | | 0.26 | % |
U.S. Efficient Core Fund | | | 0.20 | % |
BioRevolution Fund6 | | | 0.45 | % |
Cloud Computing Fund | | | 0.45 | % |
Cybersecurity Fund7 | | | 0.45 | % |
| | 1 | Prior to the close of business on 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 on October 31, 2020, the contractual advisory fee waiver expired. |
| | 2 | Prior to the close of business on 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 on October 31, 2020, the contractual advisory fee waiver expired. |
| | 3 | Prior to the close of business on 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 on 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 on 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 on October 31, 2020, the contractual advisory fee waiver expired and the advisory fee annual rate (before fee waivers) was permanently reduced to 0.38%. |
| | 5 | Since the commencement of operations on May 20, 2021. |
| | 6 | Since the commencement of operations on June 3, 2021. |
| | 7 | Since the commencement of operations on January 28, 2021. |
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 fiscal year or period ended June 30, 2021, 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”.
Notes to Financial Statements (continued)
During the fiscal year ended June 30, 2021, certain Funds engaged in purchase and sale transactions with funds that have a common investment adviser, WTAM. These interfund purchase and sale transactions were effected in accordance with Rule 17a-7 under the 1940 Act. For the fiscal year ended June 30, 2021, the cost of purchases, proceeds from sales and the net realized gain or loss recognized upon the disposal of securities resulting from interfund transactions are shown in the following table:
| | | | | | | | | | | | |
| | | | |
| Fund | | Purchases | | | Sales | | | Net Realized
Gain/Loss | |
Dynamic Currency Hedged 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 | |
WTAM and/or WisdomTree Investments (collectively herein, “WT”) may from time to time own shares of a Fund. As of and for the fiscal year or period ended June 30, 2021, 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:
| | | | | | | | | | | | | | | | |
| | | | |
| | | At June 30, 2021 | | | | | | For the fiscal year or period
ended June 30, 2021 | |
| | | | |
| 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 | | | 672 | | | $ | 20,629 | | | | | | | $ | 752 | |
International ESG Fund | | | 311 | | | | 9,604 | | | | | | | | 137 | |
U.S. Corporate Bond Fund | | | 18,064 | | | | 984,667 | | | | | | | | 21,767 | |
U.S. High Yield Corporate Bond Fund | | | 452 | | | | 23,852 | | | | | | | | 656 | |
U.S. Short-Term Corporate Bond Fund | | | 58,313 | | | | 3,002,536 | | | | | | | | 43,321 | |
U.S. Short-Term High Yield Corporate Bond Fund | | | 71 | | | | 3,548 | | | | | | | | 108 | |
U.S Efficient Core Fund | | | 145 | | | | 5,893 | | | | | | | | 45 | |
Cloud Computing Fund | | | 184 | | | | 10,284 | | | | | | | | — | |
Cybersecurity Fund | | | 84 | | | | 2,058 | | | | | | | | — | 1 |
| | 1 | For the fiscal period January 28, 2021 (commencement of operations) through June 30, 2021. |
During the fiscal period ended June 30, 2021, in connection with the organization of the Emerging Markets Efficient Core Fund, International Efficient Core Fund, BioRevolution Fund, and Cybersecurity Fund, for each newly launched fund, WTAM contributed $120 in exchange for 3 shares in each of the Emerging Markets Efficient Core Fund and International Efficient Core Fund, respectively, and contributed $100 in exchange for 4 shares in each of the BioRevolution Fund and Cybersecurity Fund, respectively. Prior to June 30, 2021, WTAM redeemed the aforementioned shares as follows: 3 shares of the Emerging Markets Efficient Core Fund for proceeds of $119, 3 shares of the International Efficient Core Fund for proceeds of $118, 4 shares of the BioRevolution Fund for proceeds of $100, and 4 shares of the Cybersecurity Fund for proceeds of $86.
4. CAPITAL SHARE TRANSACTIONS
As of June 30, 2021, 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
Notes to Financial Statements (continued)
short-term investments) for the fiscal year or period ended June 30, 2021 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 | | $ | 57,584,573 | | | $ | 66,625,835 | | | $ | 5,329,407 | | | $ | 66,748,222 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 22,893,041 | | | | 24,566,523 | | | | — | | | | 6,507,265 | |
Emerging Markets ESG Fund | | | 23,424,106 | | | | 28,766,315 | | | | — | | | | 4,800,351 | |
International ESG Fund | | | 10,830,013 | | | | 11,213,935 | | | | — | | | | 14,138,181 | |
U.S. Corporate Bond Fund | | | 18,478,864 | | | | 16,420,544 | | | | 21,630,202 | | | | 10,515,072 | |
U.S. High Yield Corporate Bond Fund | | | 22,830,330 | | | | 26,463,553 | | | | 125,538,278 | | | | 36,873,940 | |
U.S. Short-Term Corporate Bond Fund | | | 15,402,716 | | | | 13,253,455 | | | | 9,755,910 | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | 13,233,871 | | | | 12,984,883 | | | | 4,923,986 | | | | 14,316,149 | |
Emerging Markets Efficient Core Fund1 | | | 1,809,073 | | | | 50,195 | | | | — | | | | — | |
International Efficient Core Fund1 | | | 1,822,125 | | | | 28 | | | | — | | | | — | |
U.S. Efficient Core Fund | | | 31,727,191 | | | | 53,402,641 | | | | 173,543,822 | | | | 14,509,198 | |
BioRevolution Fund2 | | | 1,245,739 | | | | 3,340 | | | | 1,321,901 | | | | — | |
Cloud Computing Fund | | | 401,879,441 | | | | 408,381,227 | | | | 1,673,913,252 | | | | 1,114,019,903 | |
Cybersecurity Fund3 | | | 2,773,069 | | | | 2,863,539 | | | | 26,451,235 | | | | — | |
| | 1 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 2 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
6. FEDERAL INCOME TAXES
At June 30, 2021, the cost of investments (including securities on loan and derivatives) for Federal income tax purposes was as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
| | | Investments in Long Securities | | | | | | Investments in Financial Derivatives1 | | | | |
| | | | | | | | | |
| Fund | | Tax Cost | | | Gross
Unrealized
Appreciation | | | Gross
Unrealized
Depreciation | | | Net Unrealized
Appreciation/
(Depreciation) | | | | | | Gross
Unrealized
Appreciation | | | Gross
Unrealized
Depreciation | | | Net Unrealized
Appreciation/ (Depreciation) | | | Total Net
Unrealized
Appreciation/ (Depreciation) | |
Dynamic Currency Hedged International Equity Fund | | $ | 142,493,319 | | | $ | 28,128,010 | | | $ | (5,495,003 | ) | | $ | 22,633,007 | | | | | | | $ | 50,568 | | | $ | (164 | ) | | $ | 50,404 | | | $ | 22,683,411 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 35,244,442 | | | | 7,888,932 | | | | (1,105,820 | ) | | | 6,783,112 | | | | | | | | 19,111 | | | | (106 | ) | | | 19,005 | | | | 6,802,117 | |
Emerging Markets ESG Fund | | | 25,550,564 | | | | 10,622,481 | | | | (660,268 | ) | | | 9,962,213 | | | | | | | | — | | | | — | | | | — | | | | 9,962,213 | |
International ESG Fund | | | 6,226,057 | | | | 1,522,024 | | | | (66,000 | ) | | | 1,456,024 | | | | | | | | — | | | | — | | | | — | | | | 1,456,024 | |
U.S. Corporate Bond Fund | | | 48,464,809 | | | | 975,265 | | | | (565,258 | ) | | | 410,007 | | | | | | | | — | | | | — | | | | — | | | | 410,007 | |
U.S. High Yield Corporate Bond Fund | | | 154,504,817 | | | | 4,551,222 | | | | (805,758 | ) | | | 3,745,464 | | | | | | | | — | | | | — | | | | — | | | | 3,745,464 | |
U.S. Short-Term Corporate Bond Fund | | | 30,270,669 | | | | 478,753 | | | | (34,780 | ) | | | 443,973 | | | | | | | | — | | | | — | | | | — | | | | 443,973 | |
U.S. Short-Term High Yield Corporate Bond Fund | | | 14,736,916 | | | | 297,899 | | | | (3,830 | ) | | | 294,069 | | | | | | | | — | | | | — | | | | — | | | | 294,069 | |
Emerging Markets Efficient Core Fund | | | 1,782,028 | | | | 93,297 | | | | (40,740 | ) | | | 52,557 | | | | | | | | — | | | | (106 | ) | | | (106 | ) | | | 52,451 | |
International Efficient Core Fund | | | 1,838,931 | | | | 43,029 | | | | (57,449 | ) | | | (14,420 | ) | | | | | | | — | | | | — | | | | — | | | | (14,420 | ) |
U.S. Efficient Core Fund | | | 334,241,603 | | | | 133,059,497 | | | | (850,334 | ) | | | 132,209,163 | | | | | | | | — | | | | — | | | | — | | | | 132,209,163 | |
BioRevolution Fund | | | 2,568,603 | | | | 149,891 | | | | (53,623 | ) | | | 96,268 | | | | | | | | — | | | | — | | | | — | | | | 96,268 | |
Notes to Financial Statements (continued)
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | |
| | | Investments in Long Securities | | | | | | Investments in Financial Derivatives1 | | | | |
| | | | | | | | | |
| Fund | | Tax Cost | | | Gross
Unrealized
Appreciation | | | Gross
Unrealized
Depreciation | | | Net Unrealized
Appreciation/
(Depreciation) | | | | | | Gross
Unrealized
Appreciation | | | Gross
Unrealized
Depreciation | | | Net Unrealized
Appreciation/ (Depreciation) | | | Total Net
Unrealized
Appreciation/ (Depreciation) | |
Cloud Computing Fund | | $ | 1,230,718,867 | | | $ | 153,140,459 | | | $ | (58,281,663 | ) | | $ | 94,858,796 | | | | | | | $ | — | | | $ | — | | | $ | — | | | $ | 94,858,796 | |
Cybersecurity Fund | | | 25,972,413 | | | | 1,828,083 | | | | (943,514 | ) | | | 884,569 | | | | | | | | 21 | | | | — | | | | 21 | | | | 884,590 | |
| | 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. |
At June 30, 2021, the components of total distributable earnings (loss) on a tax-basis were as follows:
| | | | | | | | | | | | | | | | | | | | |
| | | | | | |
| Fund | | Undistributed Ordinary Income | | | Undistributed
Capital and Other
Gains/(Losses) | | | Net Unrealized
Appreciation/ (Depreciation) | | | Currency and
Other Unrealized
Appreciation/
(Depreciation) | | | Total Distributable
Earnings (Loss) | |
Dynamic Currency Hedged International Equity Fund | | $ | 1,169,835 | | | $ | (44,559,219 | ) | | $ | 22,633,007 | | | $ | 54,424 | | | $ | (20,701,953 | ) |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 259,792 | | | | (7,007,254 | ) | | | 6,783,112 | | | | 17,992 | | | | 53,642 | |
Emerging Markets ESG Fund | | | 109,324 | | | | (9,082,662 | ) | | | 9,962,213 | | | | (105,871 | ) | | | 883,004 | |
International ESG Fund | | | 10,503 | | | | (3,262,321 | ) | | | 1,456,024 | | | | 751 | | | | (1,795,043 | ) |
U.S. Corporate Bond Fund | | | 13,365 | | | | 11,450 | | | | 410,007 | | | | — | | | | 434,822 | |
U.S. High Yield Corporate Bond Fund | | | 880 | | | | (351,151 | ) | | | 3,745,464 | | | | — | | | | 3,395,193 | |
U.S. Short-Term Corporate Bond Fund | | | 74,712 | | | | 63,155 | | | | 443,973 | | | | — | | | | 581,840 | |
U.S. Short-Term High Yield Corporate Bond Fund | | | — | | | | (1,118,579 | ) | | | 294,069 | | | | — | | | | (824,510 | ) |
Emerging Markets Efficient Core Fund | | | 13,340 | | | | 9,532 | | | | 52,557 | | | | (106 | ) | | | 75,323 | |
International Efficient Core Fund | | | 6,825 | | | | 6,577 | | | | (14,420 | ) | | | (91 | ) | | | (1,109 | ) |
U.S. Efficient Core Fund | | | 253,925 | | | | (9,637,787 | ) | | | 132,209,163 | | | | — | | | | 122,825,301 | |
BioRevolution Fund | | | 4,423 | | | | (231 | ) | | | 96,268 | | | | — | | | | 100,460 | |
Cloud Computing Fund | | | — | | | | (12,868,691 | ) | | | 94,858,796 | | | | — | | | | 81,990,105 | |
Cybersecurity Fund | | | — | | | | (388,352 | ) | | | 884,569 | | | | 21 | | | | 496,238 | |
The tax character of distributions paid during the fiscal years or periods ended June 30, 2021 and June 30, 2020, was as follows:
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | |
| | | Year or Period Ended June 30, 2021 | | | Year or Period Ended June 30, 2020 | |
| | | | | | |
| Fund | | Distributions
Paid from
Ordinary
Income* | | | Distributions
Paid from
Long-Term
Capital Gains | | | Distributions
Paid from
Return of
Capital | | | Distributions
Paid from
Ordinary
Income* | | | Distributions
Paid from
Long-Term
Capital Gains | | | Distributions
Paid from
Return of
Capital | |
Dynamic Currency Hedged International Equity Fund | | $ | 5,826,707 | | | $ | — | | | $ | — | | | $ | 6,668,730 | | | $ | — | | | $ | — | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 1,376,310 | | | | — | | | | — | | | | 1,234,753 | | | | — | | | | — | |
Emerging Markets ESG Fund | | | 678,548 | | | | — | | | | — | | | | 1,732,870 | | | | — | | | | — | |
International ESG Fund | | | 320,460 | | | | — | | | | — | | | | 622,016 | | | | 74,962 | | | | — | |
U.S. Corporate Bond Fund | | | 1,207,970 | | | | 33,410 | | | | — | | | | 463,600 | | | | — | | | | — | |
U.S. High Yield Corporate Bond Fund | | | 5,187,250 | | | | — | | | | — | | | | 1,789,692 | | | | — | | | | 2,358 | |
U.S. Short-Term Corporate Bond Fund | | | 491,556 | | | | 30,432 | | | | — | | | | 270,700 | | | | — | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | 813,333 | | | | — | | | | 417 | | | | 1,094,900 | | | | — | | | | — | |
Emerging Markets Efficient Core Fund1 | | | 3,000 | | | | — | | | | — | | | | — | | | | — | | | | — | |
International Efficient Core Fund1 | | | 2,000 | | | | — | | | | — | | | | — | | | | — | | | | — | |
U.S. Efficient Core Fund | | | 4,308,424 | | | | 249,919 | | | | — | | | | 1,013,157 | | | | 113,596 | | | | — | |
BioRevolution Fund2 | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
Cloud Computing Fund | | | — | | | | — | | | | — | | | | – | 3 | | | – | 3 | | | – | 3 |
Cybersecurity Fund4 | | | — | | | | — | | | | — | | | | — | | | | — | | | | — | |
| | * | Includes short-term capital gains, if any. |
| | 1 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 2 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period September 6, 2019 (commencement of operations) through June 30, 2020. |
| | 4 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
Notes to Financial Statements (continued)
At June 30, 2021, for Federal tax purposes, the Funds have capital loss carryforwards available to offset future capital gains as indicated in the below table. The loss carryforward amounts do not have an expiration date and, therefore, can be carried forward indefinitely until utilized. To the extent that these loss carryforwards are utilized, capital gains so offset will not be distributed to shareholders.
| | | | | | | | | | | | |
| | | | |
| Fund | | Short-Term | | | Long-Term | | | Capital Loss Available Total | |
Dynamic Currency Hedged International Equity Fund | | $ | 8,059,834 | | | $ | 36,499,385 | | | $ | 44,559,219 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 3,731,659 | | | | 3,275,595 | | | | 7,007,254 | |
Emerging Markets ESG Fund | | | 5,764,673 | | | | 3,317,989 | | | | 9,082,662 | |
International ESG Fund | | | 165,554 | | | | 3,096,767 | | | | 3,262,321 | |
U.S. Corporate Bond Fund | | | — | | | | — | | | | — | |
U.S. High Yield Corporate Bond Fund | | | 190,660 | | | | 160,491 | | | | 351,151 | |
U.S. Short-Term Corporate Bond Fund | | | — | | | | — | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | 492,321 | | | | 626,258 | | | | 1,118,579 | |
Emerging Markets Efficient Core Fund | | | — | | | | — | | | | — | |
International Efficient Core Fund | | | — | | | | — | | | | — | |
U.S. Efficient Core Fund | | | 4,291,769 | | | | 5,346,018 | | | | 9,637,787 | |
BioRevolution Fund | | | 231 | | | | — | | | | 231 | |
Cloud Computing Fund | | | 10,169,755 | | | | — | | | | 10,169,755 | |
Cybersecurity Fund | | | 388,352 | | | | — | | | | 388,352 | |
Capital losses incurred after October 31 (“post-October capital losses”) and late year ordinary losses incurred after December 31 within the taxable year are deemed to arise on the first business day of each Fund’s next taxable year.
During the fiscal year or period ended June 30, 2021, the following Funds incurred and will elect to defer post-October capital losses and late year ordinary losses as follows:
| | | | | | | | |
| | | |
| Fund | | Late Year
Ordinary Loss | | | Short-Term
Post-October
Capital Losses | |
Dynamic Currency Hedged International Equity Fund | | $ | — | | | $ | — | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | — | | | | — | |
Emerging Markets ESG Fund | | | — | | | | — | |
International ESG Fund | | | — | | | | — | |
U.S. Corporate Bond Fund | | | — | | | | 43,713 | |
U.S. High Yield Corporate Bond Fund | | | — | | | | — | |
U.S. Short-Term Corporate Bond Fund | | | — | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | — | | | | — | |
Emerging Markets Efficient Core Fund1 | | | — | | | | — | |
International Efficient Core Fund1 | | | — | | | | — | |
U.S. Efficient Core Fund | | | — | | | | — | |
BioRevolution Fund2 | | | — | | | | — | |
Cloud Computing Fund | | | 2,698,936 | | | | — | |
Cybersecurity Fund3 | | | — | | | | — | |
| | 1 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 2 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
During the fiscal year or period ended June 30, 2021, the amount of capital loss carryforwards used to offset realized gains are shown in the following table:
| | | | |
| | |
| Fund | | Utilized
Capital Loss
Carryforward | |
Dynamic Currency Hedged International Equity Fund | | $ | — | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | — | |
Emerging Markets ESG Fund | | | 3,404,090 | |
Notes to Financial Statements (continued)
| | | | |
| | |
| Fund | | Utilized
Capital Loss
Carryforward | |
International ESG Fund | | $ | — | |
U.S. Corporate Bond Fund | | | — | |
U.S. High Yield Corporate Bond Fund | | | 132,828 | |
U.S. Short-Term Corporate Bond Fund | | | 3,435 | |
U.S. Short-Term High Yield Corporate Bond Fund | | | — | |
Emerging Markets Efficient Core Fund1 | | | — | |
International Efficient Core Fund1 | | | — | |
U.S. Efficient Core Fund | | | — | |
BioRevolution Fund2 | | | — | |
Cloud Computing Fund | | | — | |
Cybersecurity Fund3 | | | — | |
| | 1 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 2 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
At June 30, 2021, the effect of permanent “book/tax” reclassifications resulted in increases (decreases) to the components of net assets as shown in the following table. The differences are primarily due to redemptions-in-kind and net operating losses.
| | | | | | | | |
| | | |
| Fund | | Total
Distributable Earnings (Loss) | | | Paid-in Capital | |
Dynamic Currency Hedged International Equity Fund | | $ | (5,951,023 | ) | | $ | 5,951,023 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | (584,272 | ) | | | 584,272 | |
Emerging Markets ESG Fund | | | (1,245,037 | ) | | | 1,245,037 | |
International ESG Fund | | | (3,339,675 | ) | | | 3,339,675 | |
U.S. Corporate Bond Fund | | | (393,288 | ) | | | 393,288 | |
U.S. High Yield Corporate Bond Fund | | | (2,142,351 | ) | | | 2,142,351 | |
U.S. Short-Term Corporate Bond Fund | | | — | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | (430,450 | ) | | | 430,450 | |
Emerging Markets Efficient Core Fund | | | — | | | | — | |
International Efficient Core Fund | | | — | | | | — | |
U.S. Efficient Core Fund | | | (5,196,206 | ) | | | 5,196,206 | |
BioRevolution Fund | | | — | | | | — | |
Cloud Computing Fund | | | (266,164,700 | ) | | | 266,164,700 | |
Cybersecurity Fund | | | 10,878 | | | | (10,878 | ) |
GAAP provides guidance on tax provisions that prescribe a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Foreign withholding taxes, as applicable, are accrued based on each Fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Foreign withholding taxes are accrued and applied to foreign income, net realized capital gains and net unrealized appreciation, as applicable, as the foreign income is earned or capital gains and unrealized appreciation are recorded. The dollar amount of applicable foreign withholding taxes on foreign income is included net in the Statements of Operations in “Dividend Income”, the foreign capital gains tax applicable on the disposal of securities is included in the Statements of Operations in “Net realized gain (loss) from investment transactions” and the dollar amount of deferred foreign capital gains tax applicable on the unrealized appreciation on securities held is included in the Statements of Operations in “Net increase (decrease) in unrealized appreciation/depreciation from investment transactions”. The Funds record a foreign tax reclaim receivable on the ex-dividend date if the tax reclaim is “more likely than not” to be sustained assuming examination by tax authorities. This determination is based on, among other things, a jurisdiction’s legal obligation to pay reclaims as well as payment history and market convention. Foreign tax reclaims that have been recorded but not yet received are shown on the Statements of Liabilities in “Receivables: Foreign tax reclaims”.
As a result of several European Court of Justice (“ECJ”) court cases in certain countries across the European Union (“EU”), certain Funds have filed additional tax reclaims for previously withheld taxes on dividends earned in those countries (“ECJ tax reclaims”). These additional filings are subject to various administrative proceedings by the local jurisdictions’ tax authorities within the EU, as well as a number of related judicial proceedings. Income recognized, if any, for ECJ tax reclaims is reflected as “Other income” in the Statements of Operations and the cost to file these additional ECJ tax reclaims is reflected as “Other fees” in the Statements of
Notes to Financial Statements (continued)
Operations. When the ECJ tax reclaim is not “more likely than not” to be sustained assuming examination by tax authorities due to the uncertainty that exists as to the ultimate resolution of these proceedings, the likelihood of receipt of these ECJ tax reclaims, and the potential timing of payment, no amounts are reflected in the financial statements. For U.S. income tax purposes, ECJ tax reclaims received by the Funds, if any, reduce the amounts of foreign taxes Fund shareholders can use as tax credits in their individual income tax returns. In the event that ECJ tax reclaims received by a Fund during the fiscal year exceed foreign withholding taxes paid, and a Fund previously passed foreign tax credits on to its shareholders, a Fund must either amend historic tax reporting to shareholders or enter into a closing agreement with the Internal Revenue Service in order to pay the associated tax liability on behalf of the respective Fund’s shareholders. During the fiscal year ended June 30, 2021, the ECJ tax reclaims received by the Funds did not exceed the foreign withholding taxes of the respective Funds.
As of and during the fiscal year or period ended June 30, 2021, the Funds did not have any liabilities for unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in the future. If applicable, the Funds will recognize interest accrued related to unrecognized tax benefits in interest expense and penalties in “Other” expenses on the Statements of Operations. The Funds file tax returns with the Internal Revenue Service, the State of New York, and various other states. Generally, each of the tax years in the four-year period ended June 30, 2021, remains subject to examination by taxing authorities. Specific to foreign countries in which the Funds invest, all open tax years remain subject to examination by taxing authorities in the respective jurisdictions.
7. ADDITIONAL INFORMATION
At the recommendation of WTAM, the investment adviser of the WisdomTree U.S. Short Term High Yield Corporate Bond Fund (the “Affected Fund”), after continued review of the product lineup and anticipated limited future prospect of investor demand for the Affected Fund, among other considerations, the Board of Trustees determined to close and liquidate the Affected Fund.
After the close of business on September 24, 2021, the Affected Fund will no longer accept creation orders. The last day of secondary market trading of the Affected Fund’s shares will also be September 24, 2021. Shareholders are able to sell Affected Fund shares through a broker in the standard manner through this date. Customary brokerage charges may apply to such transactions. When the Affected Fund commences liquidation of its portfolio, which is anticipated to occur on or around September 27, 2021, but may occur before September 27, 2021, the liquidation process will result in the Affected Fund increasing its cash holdings and deviating from the investment objective and strategy stated in its prospectus.
It is anticipated that shareholders remaining in the Affected Fund after the last day of trading will have their shares redeemed automatically on or around October 4, 2021 and will receive cash through their broker or other applicable financial intermediary thereafter in an amount equal to the net asset value of their shares as calculated on or about October 1, 2021. This amount is expected to include any accrued capital gains and dividends. Shareholders remaining in the Affected Fund and that receive cash will not be charged any transaction fees by the Affected Fund. Whether shareholders sell their shares or are automatically redeemed as described above, shareholders will generally recognize a capital gain (or loss) equal to the amount received for their shares (or below) the adjusted cost basis in such shares.
* * * * * *
The respiratory disease caused by a novel coronavirus (“COVID-19”) has spread globally for over a year, resulting in a global pandemic and major disruption to global markets and economies. In an organized attempt to contain and mitigate the effects of COVID-19, governments and businesses world-wide took 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. In recent months, however, the rapid COVID-19 vaccination rollout in the United States and certain other developed countries, coupled with the passage of stimulus programs in the U.S. and abroad, have resulted in a reversal of many of these trends including the re-opening of businesses, a reduction in quarantine requirements, increased consumer demand, and the resumption of certain in-person schooling, travel and events. Despite these positive trends, the prevalence of new COVID-19 variants, a failure to achieve herd immunity, or other unforeseen circumstances may result in the continued spread of the virus throughout unvaccinated populations or a resurgence in infections among vaccinated populations. As a result, it remains unclear if recent positive trends will continue in developed markets and whether such trends will spread world-wide to countries with limited access to vaccines that are still experiencing rising COVID-19 cases, hospitalizations and deaths.
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. It is also true that the speed at which global economies recover, or fail to recover, from the COVID-19 pandemic will affect certain sectors, industries, and issuers more dramatically than others, which in turn may adversely affect certain Fund investments.
Notes to Financial Statements (concluded)
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, including access to COVID-19 vaccinations and treatments. 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 fully 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.
Report of Independent Registered Public Accounting Firm
To the Shareholders of 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, 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 Emerging Markets Efficient Core Fund, WisdomTree International Efficient Core Fund, WisdomTree U.S. Efficient Core Fund (formerly, WisdomTree 90/60 U.S. Balanced Fund), WisdomTree BioRevolution Fund, WisdomTree Cloud Computing Fund and WisdomTree Cybersecurity Fund and the Board of Trustees of WisdomTree Trust
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities of WisdomTree 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, 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 Emerging Markets Efficient Core Fund, WisdomTree International Efficient Core Fund, WisdomTree U.S. Efficient Core Fund (formerly, WisdomTree 90/60 U.S. Balanced Fund), WisdomTree BioRevolution Fund, WisdomTree Cloud Computing Fund and WisdomTree Cybersecurity Fund (collectively referred to as the “Funds”), (fourteen of the funds constituting WisdomTree Trust (the “Trust”)), including the schedules of investments, as of June 30, 2021, and the related statements of operations and changes in net assets, and the financial highlights for each of the periods indicated in the table below and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds (fourteen of the funds constituting WisdomTree Trust) at June 30, 2021, and the results of their operations, changes in net assets and financial highlights for each of the periods indicated in the table below, in conformity with U.S. generally accepted accounting principles.
| | | | | | |
| | | | |
| Individual fund constituting the WisdomTree Trust | | Statement of
operations | | Statements of changes
in net assets | | Financial highlights |
WisdomTree Dynamic Currency Hedged International Equity Fund WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund WisdomTree Emerging Markets ESG Fund WisdomTree U.S. Corporate Bond Fund 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 | | For the year ended June 30, 2021 | | For each of the two years in the period ended June 30, 2021 | | For each of the five years in the period ended June 30, 2021 |
WisdomTree International ESG Fund | | For the year ended June 30, 2021 | | For each of the two years in the period ended June 30, 2021 | | For each of the four years in the period ended June 30, 2021 and the period from November 3, 2016 (commencement of operations) through June 30, 2017 |
WisdomTree U.S. Efficient Core Fund (formerly, WisdomTree 90/60 U.S. Balanced Fund) | | For the year ended June 30, 2021 | | For each of the two years in the period ended June 30, 2021 | | For each of the two years in the period ended June 30, 2021 and the period from August 2, 2018 (commencement of operations) through June 30, 2019 |
WisdomTree Cloud Computing Fund | | For the year ended June 30, 2021 | | For the year ended June 30, 2021 and the period from September 6, 2019 (commencement of operations) through June 30, 2020 |
WisdomTree Cybersecurity Fund | | For the period from January 28, 2021 (commencement of operations) through June 30, 2021 |
WisdomTree Emerging Markets Efficient Core Fund WisdomTree International Efficient Core Fund | | For the period from May 20, 2021 (commencement of operations) through June 30, 2021 |
WisdomTree BioRevolution Fund | | For the period from June 3, 2021 (commencement of operations) through June 30, 2021 |
Basis for Opinion
These financial statements are the responsibility of the Trust’s management. Our responsibility is to express an opinion on each of the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Trust in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
Report of Independent Registered Public Accounting Firm (concluded)
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Trust is not required to have, nor were we engaged to perform, an audit of the Trust’s internal control over financial reporting. As part of our audits, we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Trust’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our procedures included confirmation of securities owned as of June 30, 2021, by correspondence with the custodian and brokers or by other appropriate auditing procedures where replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
We have served as the auditor of one or more WisdomTree investment companies since 2006.
New York, New York
August 20, 2021
Approval of Investment Advisory and Sub-Advisory Agreement (unaudited)
Consideration of the Approval of Investment Advisory and Sub-Advisory Agreements
WisdomTree International Efficient Core Fund, WisdomTree Emerging Markets Efficient Core Fund and WisdomTree BioRevolution Fund (each, a “Fund” and together, the “Funds”)
At a meeting of the Board of Trustees (the “Board”) of the WisdomTree Trust (the “Trust”) held on March 24-25, 2021, the Trustees (the “Trustees”), including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the approval of the Investment Advisory Agreement (the “Advisory Agreement”), pursuant to which WisdomTree Asset Management, Inc. (“WTAM”) will provide each Fund with investment advisory services, and the Sub-Advisory Agreement (together with the Advisory Agreement, the “Agreements”), pursuant to which Mellon Investments Corporation (the “Sub-Adviser”) will coordinate the investment and reinvestment of the assets of the Funds.
In considering whether to approve the Agreements, the Trustees considered and discussed information and analysis provided by WTAM and Broadridge Financial Solutions, Inc., an independent provider of investment company data. The Trustees noted that representatives from WTAM presented preliminary information to the Trustees regarding each Fund’s proposed investment objective and principal investment strategies and risks at a meeting of the Trust’s Investment Committee, a committee of Independent Trustees, held on March 22, 2021. The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Adviser. In considering the approval of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered. Each Fund was considered separately.
Analysis of Nature, Extent, and Quality of Services to be 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 WisdomTree funds, recognizing WTAM’s and the Sub-Adviser’s operational capabilities and resources. It was noted that WisdomTree International Efficient Core Fund and WisdomTree Emerging Markets Efficient Core Fund would be actively managed and WisdomTree BioRevolution Fund would be passively managed. The Board noted WTAM’s belief that shareholders will invest in the Funds on the strength of WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Funds. The Board also noted the extensive responsibilities that WTAM will have as investment adviser to the Funds, including: the selection of, and supervisory responsibilities and activities over, the Sub-Adviser, including oversight of the Sub-Adviser’s adherence to each Fund’s investment strategy and restrictions, monitoring of the Sub-Adviser’s buying and selling of securities and derivatives transactions, review of Sub-Adviser performance, review of proxies voted by the Sub-Adviser and oversight of, and the provision of consultation to, the Sub-Adviser with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the 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 will provide oversight of day-to-day Fund operations, including fund accounting, tax matters, administration, compliance and legal assistance in meeting disclosure and regulatory requirements.
Based on review of this information and the other factors considered at the meeting, the Board concluded that the nature, extent and quality of services to be provided by WTAM and the Sub-Adviser under the Advisory Agreement and Sub-Advisory Agreement, respectively, are adequate and appropriate and supported the Board’s approval of the Agreements.
Comparative Analysis of the Funds’ Performance, Advisory Fees and Fund Expenses. As the Funds had not yet commenced operations, the Board was not able to review the Funds’ performance. The Board discussed with WTAM representatives the portfolio management team and the investment strategies to be employed in the management of the Funds’ assets. The Board noted the reputation and experience of WTAM and the Sub-Adviser.
The Board considered the fees to be paid to WTAM by the Funds. The Board examined the fee to be paid by each Fund in light of fees paid to other investment advisers by comparable funds and the method of computing the Funds’ fee. The Board also considered the fee to be paid to the Sub-Adviser in relation to the fee to be paid to WTAM by the Funds and the respective services to be provided by the Sub-Adviser and WTAM. The Board also noted the Sub-Adviser’s fee will be paid by WTAM (out of its fee paid by each Fund) and not by the Funds. The Board considered the meaningful differences in the services that WTAM will provide to the Funds as compared to the Sub-Adviser, including that the role of the Sub-Adviser in making investment recommendations with respect to the passively managed 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 that the role of the Sub-Adviser in making investment recommendations with respect to actively managed Funds 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 to be borne by WTAM that is associated with each Fund’s unitary fee structure, which includes minimum fees (such as those to the Sub-Adviser), regardless of whether the asset size of the Funds grows to a sufficient size. Based on this review, the Board concluded that the fees to be paid to WTAM and the Sub-Adviser supported the Board’s approval of the Agreements.
Approval of Investment Advisory and Sub-Advisory Agreement (unaudited) (continued)
Analysis of Profitability and Economies of Scale. As the Funds had not yet commenced operations, WTAM representatives were not able to review the dollar amount of expenses allocated and profit received by WTAM, or any economies of scale. The Board considered potential benefits to WTAM and the Sub-Adviser from acting as investment adviser and sub-adviser, respectively. The Board also considered the uncertainty of the estimated asset levels and the renewal requirements for advisory agreements and their ability to review the advisory fees annually after the initial term of the Agreements. The Board determined that because the Funds had not yet commenced operations, economies of scale were not a factor, but, to the extent in the future it were determined that material economies of scale had not been shared with the Funds, the Board would seek to have those economies of scale shared with the Funds in connection with future renewals.
* * * * * *
In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its knowledge, gained through meetings and other interactions with WTAM and the Sub-Adviser, of other funds advised by WTAM and the Sub-Adviser. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the Agreements.
Consideration of the Approval of Investment Advisory and Sub-Advisory Agreements
WisdomTree Cybersecurity Fund (the “Fund”)
At a meeting of the Board of Trustees (the “Board”) of the WisdomTree Trust (the “Trust”) held on December 3-4, 2020, the Trustees (the “Trustees”), including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the approval of the Investment Advisory Agreement (the “Advisory Agreement”), pursuant to which WisdomTree Asset Management, Inc. (“WTAM”) will provide the Fund with investment advisory services, and the Sub-Advisory Agreement (together with the Advisory Agreement, the “Agreements”), pursuant to which Mellon Investments Corporation (the “Sub-Adviser”) will coordinate the investment and reinvestment of the assets of the Fund.
In considering whether to approve the Agreements, the Trustees considered and discussed information and analysis provided by WTAM and Broadridge Financial Solutions, Inc., an independent provider of investment company data. The Trustees noted that representatives from WTAM presented preliminary information to the Trustees regarding the Fund’s proposed investment objective and principal investment strategies and risks at a meeting of the Trust’s Investment Committee, a committee of Independent Trustees, held on December 3, 2020. The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Adviser. In considering the approval of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered.
Analysis of Nature, Extent, and Quality of Services to be Provided to the Fund. The Board considered information provided to them at the meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the WisdomTree funds, recognizing WTAM’s and the Sub-Adviser’s operational capabilities and resources. It was noted that the Fund would be passively managed. The Board noted WTAM’s belief that shareholders will invest in the Fund on the strength of WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Fund. The Board also noted the extensive responsibilities that WTAM will have as investment adviser to the Fund, including: the selection of, and supervisory responsibilities and activities over, the Sub-Adviser, including oversight of the Sub-Adviser’s adherence to the Fund’s investment strategy and restrictions, monitoring of the Sub-Adviser’s buying and selling of securities and derivatives transactions, review of Sub-Adviser performance, review of proxies voted by the Sub-Adviser and oversight of, and the provision of consultation to, the Sub-Adviser with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Fund’s portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Fund. The Board also considered research support available to, and management capabilities of, the Fund’s management personnel and that WTAM will provide oversight of day-to-day Fund operations, including fund accounting, tax matters, administration, compliance and legal assistance in meeting disclosure and regulatory requirements.
Based on review of this information and the other factors considered at the meeting, the Board concluded that the nature, extent and quality of services to be provided by WTAM and the Sub-Adviser under the Advisory Agreement and Sub-Advisory Agreement, respectively, are adequate and appropriate and supported the Board’s approval of the Agreements.
Comparative Analysis of the Fund’s Performance, Advisory Fee and Fund Expenses. As the Fund had not yet commenced operations, the Board was not able to review the Fund’s performance. The Board discussed with WTAM representatives the portfolio management team and the investment strategies to be employed in the management of the Fund’s assets. The Board noted the reputation and experience of WTAM and the Sub-Adviser.
Approval of Investment Advisory and Sub-Advisory Agreement (unaudited) (concluded)
The Board considered the fee to be paid to WTAM by the Fund. The Board examined the fee to be paid by the Fund in light of fees paid to other investment advisers by comparable funds and the method of computing the Fund’s fee. The Board also considered the fee to be paid to the Sub-Adviser in relation to the fee to be paid to WTAM by the Fund and the respective services to be provided by the Sub-Adviser and WTAM. The Board also noted the Sub-Adviser’s fee will be paid by WTAM (out of its fee paid by the Fund) and not by the Fund. The Board considered the meaningful differences in the services that WTAM will provide to the Fund as compared to the Sub-Adviser, including that the role of the Sub-Adviser in making investment recommendations with respect to the Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the entrepreneurial and expense risk to be borne by WTAM that is associated with the Fund’s unitary fee structure, which includes minimum fees (such as those to the Sub-Adviser), regardless of whether the asset size of the Fund grows to a sufficient size. Based on this review, the Board concluded that the fee to be paid to WTAM and the Sub-Adviser supported the Board’s approval of the Agreements.
Analysis of Profitability and Economies of Scale. As the Fund had not yet commenced operations, WTAM representatives were not able to review the dollar amount of expenses allocated and profit received by WTAM, or any economies of scale. The Board considered potential benefits to WTAM and the Sub-Adviser from acting as investment adviser and sub-adviser, respectively. The Board also considered the uncertainty of the estimated asset levels and the renewal requirements for advisory agreements and their ability to review the advisory fee annually after the initial term of the Agreements. The Board determined that because the Fund had not yet commenced operations, economies of scale were not a factor, but, to the extent in the future it were determined that material economies of scale had not been shared with the Fund, the Board would seek to have those economies of scale shared with the Fund in connection with future renewals.
* * * * * *
In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its knowledge, gained through meetings and other interactions with WTAM and the Sub-Adviser, of other funds advised by WTAM and the Sub-Adviser. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the Agreements.
Liquidity Risk Management Program (unaudited)
Effective June 1, 2019, the Funds adopted a liquidity risk management program (the “Program”) pursuant to the requirements of Rule 22e-4 (the “Rule”) under the Investment Company Act of 1940, as amended. The Rule requires registered open-end funds, including exchange-traded funds such as the Funds, to establish liquidity risk management programs in order to effectively manage fund liquidity and shareholder redemptions. The Rule is designed to mitigate the risk that a Fund could not meet redemption requests without significantly diluting the interest of remaining investors. The Board has appointed WisdomTree Asset Management, Inc., the investment advisor to the Funds, as the Program Administrator for each Fund’s Program.
The Rule requires the Funds to assess, manage and review their liquidity risk at least annually considering applicable factors such as investment strategy and liquidity during normal and foreseeable stressed conditions, including whether the strategy is appropriate for an open-ended fund and whether the Fund has a relatively concentrated portfolio or large positions in particular issuers. The Funds must also assess their use of borrowings and derivatives, short-term and long-term cash flow projections in normal and stressed conditions, holdings of cash and cash equivalents, and borrowing arrangements and other funding sources.
The Rule also requires the Funds to classify their investments into one of four liquidity categories: highly liquid, moderately liquid, less liquid or illiquid based on the number of days a Fund expects it would take to liquidate the investment, and to review these classifications at least monthly or more often under certain conditions. The periods range from three or fewer business days for a highly liquid investment to greater than seven calendar days for settlement of a less liquid investment. Illiquid investments are those a Fund does not expect to be able to sell or dispose of within seven calendar days without significantly changing the market value of the investment. A Fund is prohibited from acquiring an investment if, after the acquisition, its holdings of illiquid assets will exceed 15% of its net assets. In addition, if a Fund permits redemptions in-kind, the Rule requires the Fund to establish redemption in-kind policies and procedures governing how and when it will engage in such redemptions.
Pursuant to the Rule’s requirements, the Program has been reviewed and approved by the Fund’s Board. Furthermore, the Board has received a written report prepared by the Program Administrator that addresses the operation of the Program, assesses its adequacy and effectiveness and describes any material changes made to the Program. The Program Administrator has monitored the Fund’s liquidity risk and the liquidity classifications of the securities held by the Fund and has determined that the Program is operating effectively.
During the period from January 1, 2020 to December 31, 2020, there were no material changes to the Program and no material liquidity events that impacted the Funds. During the period, the Funds held sufficient highly liquid assets to meet fund redemptions.
Under normal expected foreseeable Fund redemption forecasts and foreseeable stressed Fund redemption forecasts, the Program Administrator believes that the Funds maintain sufficient highly liquid assets to meet Fund redemptions.
Trustees and Officers Information (unaudited)
| | | | | | | | | | |
Name
and Year of Birth
of Trustee/Officer | | Position(s) Held with
the Trust, Term of
Office and Length
of Time Served | | Principal Occupation(s)
During Past 5 Years | | Number of Portfolios
in Fund Complex
Overseen by Trustee/
Officer+ | | | Other
Directorships
Held by Trustee/ Officer
During Past
5 Years |
Trustees Who Are Interested Persons of the Trust |
Jonathan Steinberg
(1964) | | Trustee, 2005-present; President, 2005-present | | Chief Executive Officer, WisdomTree Investments, Inc. and WisdomTree Asset Management since 2005; President, WisdomTree Investments and WisdomTree Asset Management from 2012 to 2019. | | | 73 | | | Director, WisdomTree Investments, Inc. and WisdomTree Asset Management. |
|
Trustees Who Are Not Interested Persons of the Trust |
David G. Chrencik*
(1948) | | Trustee, 2014-present | | Chief Financial Officer of Sarus Indochina Select LP (hedge fund) since 2012; Chief Financial Officer of GeoGreen BioFuels, Inc. (biodiesel fuel producer) from 2010 to 2014; Audit Partner at PricewaterhouseCoopers LLP (public accounting firm) from 1972 to 2009 (includes positions prior to becoming Audit Partner and predecessor firms). | | | 73 | | | None |
| | | | |
Joel Goldberg**, ***
(1945) | | Trustee, 2012-present | | Attorney, Partner at Stroock & Stroock & Lavan LLP from 2010 to 2018; Attorney, Partner at Willkie Farr & Gallagher LLP from 2006 to 2010. | | | 73 | | | Director, Better Business Bureau (Metropolitan New York, Long Island and the Mid-Hudson Region). |
| | | | |
Toni Massaro***
(1955) | | Trustee, 2006-present | | Dean Emerita at the University of Arizona James E. Rogers College of Law (“Rogers College of Law”) since 2009 (distinguished Emerita in July 2009); Dean of the Rogers College of Law from 1999 to 2009; Regents’ Professor since 2006; Milton O. Riepe Chair in Constitutional Law since 1997; Professor at the Rogers College of Law since 1990. | | | 73 | | | None |
| | | | |
Melinda A. Raso Kirstein**** (1955) | | Trustee, 2014-present | | Retired since 2004, Merrill Lynch Investment Management, Vice President; Senior Portfolio Manager, Fixed Income Management; Director, Tax Exempt Fund Management. | | | 73 | | | Associate Alumnae of Douglass College, Chair of Investment Committee. |
| | | | |
Victor Ugolyn
(1947) | | Trustee, 2006-present; Chairman of the Board, 2006-present | | Private Investor, from 2005 to present; President and Chief Executive Officer of William D. Witter, Inc. from 2005 to 2006; Consultant to AXA Enterprise in 2004; Chairman, President and Chief Executive Officer of Enterprise Capital Management (subsidiary of The MONY Group, Inc.) and Enterprise Group of Funds, Chairman of MONY Securities Corporation, and Chairman of the Fund Board of Enterprise Group of Funds from 1991 to 2004. | | | 73 | | | Member of the Board of Governors of Naismith Memorial Basketball Hall of Fame (2001-2016). |
Trustees and Officers Information (unaudited) (concluded)
| | | | | | | | | | |
Name
and Year of Birth
of Trustee/Officer | | Position(s) Held with
the Trust, Term of
Office and Length
of Time Served | | Principal Occupation(s)
During Past 5 Years | | Number of Portfolios
in Fund Complex
Overseen by Trustee/
Officer+ | | | Other
Directorships
Held by Trustee/
Officer
During Past
5 Years |
Officers of the Trust |
Jonathan Steinberg***** (1964) | | President, 2005- present; Trustee, 2005-present | | Chief Executive Officer, WisdomTree Investments, Inc. and WisdomTree Asset Management since 2005; President, WisdomTree Investments and WisdomTree Asset Management from 2012 to 2019. | | | 73 | | | Director, WisdomTree Investments, Inc. and WisdomTree Asset Management. |
| | | | |
David Castano***** (1971) | | Treasurer, 2013-present | | Head of Fund Accounting & Administration, WisdomTree Asset Management, since 2020; Director of Fund Accounting & Administration, WisdomTree Asset Management, 2011 to 2020. | | | 73 | | | None |
| | | | |
Terry Jane Feld***** (1960) | | Chief Compliance Officer, 2012-present | | Chief Compliance Officer WisdomTree Asset Management since 2012; Senior Compliance Officer, WisdomTree Asset Management since 2011. | | | 73 | | | None |
| | | | |
Ryan Louvar***** (1972) | | Secretary and Chief Legal Officer, 2013-present | | General Counsel, WisdomTree Asset Management since 2013; Vice President and Senior Managing Counsel, State Street, 2005 to 2013. | | | 73 | | | None |
| | | | |
Joanne Antico***** (1975) | | Assistant Secretary, 2018-present | | Assistant General Counsel, WisdomTree Asset Management since 2016; Executive Director and Assistant Secretary, Morgan Stanley Investment Management Inc., 2005 to 2016. | | | 73 | | | None |
| | | | |
Clint Martin***** (1977) | | Assistant Treasurer, 2015-present | | Director of Fund Accounting & Administration, WisdomTree Asset Management, since 2020; Fund Manager, Fund Accounting & Administration, WisdomTree Asset Management, 2012 to 2020. | | | 73 | | | None |
| * | Chair of the Audit Committee. |
| ** | Chair of the Contracts Review Committee. |
| *** | Co-Chair of the Governance, Nominating and Compliance Committee. |
| **** | Chair of the Investment Committee. |
| ***** | Elected by and serves at the pleasure of the Board. |
Supplemental Information (unaudited)
Federal Income Tax Information
The following Federal tax information related to the Funds’ fiscal year or period ended June 30, 2021, is provided for information purposes only and should not be used for reporting to federal or state revenue agencies. Federal tax information for the calendar year will be reported to you on Form 1099-DIV in January 2022.
Certain dividends paid by the Funds may be subject to a maximum tax rate of 15%, as provided by the Jobs and Growth Tax Relief Reconciliation Act of 2003. Of the distributions paid during the fiscal year or period ended June 30, 2021, the following represents the maximum amount of ordinary income distributions that may be considered qualified dividend income:
| | | | |
| | |
| Fund | | Qualified Dividend
Income | |
Dynamic Currency Hedged International Equity Fund | | $ | 4,595,294 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 1,005,503 | |
Emerging Markets ESG Fund | | | 391,113 | |
International ESG Fund | | | 317,335 | |
U.S. Corporate Bond Fund | | | — | |
U.S. High Yield Corporate Bond Fund | | | — | |
U.S. Short-Term Corporate Bond Fund | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | — | |
Emerging Markets Efficient Core Fund1 | | | 3,000 | |
International Efficient Core Fund1 | | | 2,000 | |
U.S. Efficient Core Fund | | | 4,308,406 | |
BioRevolution Fund2 | | | — | |
Cloud Computing Fund | | | — | |
Cybersecurity Fund3 | | | — | |
| | 1 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 2 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
The Funds designate the following amount of ordinary income distributions paid during the fiscal year or period ended June 30, 2021 from qualified short-term gains and qualified interest income:
| | | | | | | | |
| | | |
| Fund | | Qualified
Short-Term Gains | | | Qualified Interest
Income | |
Dynamic Currency Hedged International Equity Fund | | | 0.00 | % | | | 0.00 | % |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 0.00 | % | | | 0.00 | % |
Emerging Markets ESG Fund | | | 0.00 | % | | | 0.00 | % |
International ESG Fund | | | 0.00 | % | | | 0.00 | % |
U.S. Corporate Bond Fund | | | 100.00 | % | | | 100.00 | % |
U.S. High Yield Corporate Bond Fund | | | 0.00 | % | | | 100.00 | % |
U.S. Short-Term Corporate Bond Fund | | | 100.00 | % | | | 100.00 | % |
U.S. Short-Term High Yield Corporate Bond Fund | | | 0.00 | % | | | 100.00 | % |
Emerging Markets Efficient Core Fund1 | | | 0.00 | % | | | 0.00 | % |
International Efficient Core Fund1 | | | 0.00 | % | | | 0.00 | % |
U.S. Efficient Core Fund | | | 0.00 | % | | | 0.00 | % |
BioRevolution Fund2 | | | 0.00 | % | | | 0.00 | % |
Cloud Computing Fund | | | 0.00 | % | | | 0.00 | % |
Cybersecurity Fund3 | | | 0.00 | % | | | 0.00 | % |
| | 1 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 2 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
Supplemental Information (unaudited) (concluded)
The following represents the percentage of dividends paid during the fiscal year or period ended June 30, 2021, that qualify for the 70% dividends received deduction for corporate shareholders:
| | | | |
| | |
| Fund | | Dividends-Received
Deduction | |
Dynamic Currency Hedged International Equity Fund | | | — | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 1.17 | % |
Emerging Markets ESG Fund | | | — | |
International ESG Fund | | | 0.01 | % |
U.S. Corporate Bond Fund | | | — | |
U.S. High Yield Corporate Bond Fund | | | — | |
U.S. Short-Term Corporate Bond Fund | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | — | |
Emerging Markets Efficient Core Fund1 | | | 0.08 | % |
International Efficient Core Fund1 | | | — | |
U.S. Efficient Core Fund | | | 99.82 | % |
BioRevolution Fund2 | | | — | |
Cloud Computing Fund | | | — | |
Cybersecurity Fund3 | | | — | |
| | 1 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 2 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
The Funds intend to elect to pass through to shareholders the credit for taxes paid to foreign countries during the fiscal year or period ended June 30, 2021. The gross foreign source income and foreign taxes paid are as follows:
| | | | | | | | |
| | | |
| Fund | | Gross Foreign
Income | | | Foreign
Taxes Paid | |
Dynamic Currency Hedged International Equity Fund | | $ | 5,541,197 | | | $ | 362,639 | |
Dynamic Currency Hedged International SmallCap Equity Fund | | | 1,187,474 | | | | 108,853 | |
Emerging Markets ESG Fund | | | 724,391 | | | | 102,435 | |
International ESG Fund | | | 297,003 | | | | 31,490 | |
U.S. Corporate Bond Fund | | | — | | | | — | |
U.S. High Yield Corporate Bond Fund | | | — | | | | — | |
U.S. Short-Term Corporate Bond Fund | | | — | | | | — | |
U.S. Short-Term High Yield Corporate Bond Fund | | | — | | | | — | |
Emerging Markets Efficient Core Fund1 | | | 6,712 | | | | 697 | |
International Efficient Core Fund1 | | | 4,980 | | | | 475 | |
U.S. Efficient Core Fund | | | — | | | | — | |
BioRevolution Fund2 | | | — | | | | — | |
Cloud Computing Fund | | | — | | | | — | |
Cybersecurity Fund3 | | | — | | | | — | |
| | 1 | For the period May 20, 2021 (commencement of operations) through June 30, 2021. |
| | 2 | For the period June 3, 2021 (commencement of operations) through June 30, 2021. |
| | 3 | For the period January 28, 2021 (commencement of operations) through June 30, 2021. |
General Information (unaudited)
Proxy Voting Policies, Procedures and Record
A complete copy of the Proxy Voting Policy may be obtained upon request, at no charge, by calling 1-866-909-WISE (9473) or writing to: WisdomTree Trust, c/o Foreside Fund Services, LLC, Three Canal Plaza Suite 100, Portland, ME, 04101.
The Trust is required to disclose annually the Funds’ complete proxy voting record on Form N-PX covering the most recent
12-month period ended June 30 and to file Form N-PX with the SEC no later than August 31 of each year. The current Form N-PX for the Funds is available at no charge upon request by calling 1-866-909-WISE (9473) or through the Trust’s website at www.wisdomtree.com. The Funds’ Form N-PX is also available on the SEC’s website at www.sec.gov.
Shareholder Reports and Quarterly Portfolio Disclosure
The Funds file their complete schedule of portfolio holdings with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. 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
WisdomTree Fund shares are distributed by Foreside Fund Services, LLC, in the U.S. only.
WTGM-5275
Item 2. Code of Ethics.
| | (a) | The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. |
| | (c) | There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. |
| | (d) | The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions. |
| | (f) | The code of ethics is attached hereto as exhibit 13(a)(1). |
Item 3. Audit Committee Financial Expert.
The registrant’s Board of Trustees has determined that the registrant has one audit committee financial expert, as that term is defined under Item 3(b) and 3(c), serving on its audit committee. The audit committee financial expert serving on the registrant’s audit committee is David Chrencik, who is an independent trustee of the registrant, as that term is defined under Item 3(a) (2).
Item 4. Principal Accountant Fees and Services.
Audit Fees
| | (a) | The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $290,308 for 2021 and $323,208 for 2020. |
Audit-Related Fees
| | (b) | The aggregate fees billed for each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $0 for 2021 and $0 for 2020. |
Tax Fees
| | (c) | The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were $111,854 for 2021 and $133,161 for 2020. |
All Other Fees
| | (d) | The aggregate fees billed for each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were $0 for 2021 and $0 for 2020. |
| | (e)(1) | Disclose the audit committee’s pre-approval policies and procedures described in paragraph (c)(7) of Rule 2-01 of Regulation S-X. |
Per Rule 2-01(c) (7) (A), the registrant’s audit committee charter provides that the audit committee shall select and approve in advance the retention of independent accountants to annually audit and provide their opinion on the registrant’s financial statements. The audit committee must also approve prior to appointment the engagement of the principal accountant to provide other audit services to the registrant or to provide non-audit services to the registrant, its investment adviser, or any entity controlling, controlled by, or under common control with its investment adviser (“adviser/affiliate”) that provides ongoing services to the registrant, if the engagement by the investment adviser or adviser affiliate relates directly to the operations and financial reporting of the registrant. The audit committee must also, prior to appointment of the engagement of the principal accountant, review and approve the fees proposed to be charged to the registrant by the auditors for each audit and non-audit service. The audit committee must also consider whether non-audit services provided by the registrant’s principal accountant to the registrant’s investment adviser, or adviser/affiliate that provides ongoing services to the registrant are compatible with maintaining the auditor’s independence.
| | (e)(2) | The registrant’s audit committee has approved 100% of services described in each of Items 4(b) through (d) pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X. |
| | (f) | The percentage of hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the most recent fiscal year that were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees was 0%. |
| | (g) | The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant was $111,854 for 2021 and $133,161 for 2020. |
Item 5. Audit Committee of Listed Registrants.
The registrant is an issuer as defined in Rule 10A-3 under the Securities Exchange Act of 1934, as amended (the “Exchange Act”) and has a separately-designated standing audit committee established in accordance with Section 3(a)(58)A of the Exchange Act. The registrant’s audit committee members are David Chrencik, Melinda Raso Kirstein and Victor Ugolyn.
Item 6. Investments.
| (a) | Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1 of this form. |
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.
Item 13. Exhibits.
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: August 27, 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: August 27, 2021
| | |
| By (Signature and Title) | | /s/ David Castano |
| | David Castano, Treasurer |
| | (principal financial officer) |
Date: August 27, 2021
