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)
230 Park Avenue
New York, NY 10169
(Address of principal executive offices) (Zip code)
The Corporation Trust Company
1209 Orange Street
Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: (866) 909-9473
Date of fiscal year end: June 30
Date of reporting period: December 31, 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 herewith. |
(b) | Not applicable. |
WisdomTree Trust
Semi-Annual Report
December 31, 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)
Efficient Core ETFs:
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
WisdomTree International Efficient Core Fund (NTSI)
WisdomTree U.S. Efficient Core Fund (NTSX)
Megatrends ETFs:
WisdomTree Artificial Intelligence and Innovation Fund (WTAI)
WisdomTree BioRevolution Fund (WDNA)
WisdomTree Cloud Computing Fund (WCLD)
WisdomTree Cybersecurity Fund (WCBR)
Table of Contents
Information about Performance and Shareholder Expense Examples (unaudited) | 1 | |||
2 | ||||
16 | ||||
Schedules of Investments (unaudited) |
| |||
WisdomTree Dynamic Currency Hedged International Equity Fund | 20 | |||
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 32 | |||
44 | ||||
48 | ||||
52 | ||||
60 | ||||
68 | ||||
75 | ||||
81 | ||||
87 | ||||
94 | ||||
96 | ||||
98 | ||||
100 | ||||
101 | ||||
104 | ||||
107 | ||||
112 | ||||
119 | ||||
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) | 132 | |||
136 |
“WisdomTree” is a registered mark of WisdomTree Investments, Inc. and is licensed for use by the WisdomTree Trust.
Information about Performance and Shareholder Expense Examples (unaudited)
Performance
The performance tables on the following pages are provided for comparative purposes and represent the period noted. Each Fund’s per share 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. For the most recent month-end performance information visit www.wisdomtree.com.
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.
Shareholder Expense Examples
Each Fund’s performance table is accompanied by a shareholder expense example. As a shareholder of a WisdomTree Fund, you incur two types of cost: (1) transaction costs, including brokerage commissions on purchases and sales of your Fund shares and (2) ongoing costs, including management fees and other Fund expenses. The examples are intended to help you understand your ongoing costs (in dollars and cents) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds.
The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from July 1, 2021 to December 31, 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 184/365 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (“AFFEs”), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.
Actual expenses
The first line in the shareholder expense example table shown on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line for your Fund under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during the period.
Hypothetical example for comparison purposes
The second line in the shareholder expense example table shown on the following pages provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of Fund shares. Therefore, the second line in the table is useful in comparing ongoing Fund costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
WisdomTree Trust | 1 |
as of December 31, 2021 (unaudited)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 22.0% | |||
Industrials | 13.7% | |||
Materials | 11.7% | |||
Consumer Staples | 9.8% | |||
Health Care | 9.0% | |||
Consumer Discretionary | 8.8% | |||
Communication Services | 6.8% | |||
Utilities | 6.6% | |||
Information Technology | 4.1% | |||
Real Estate | 4.0% | |||
Energy | 3.6% | |||
Other Assets less Liabilities‡ | -0.1% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets 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% | |||
Rio Tinto PLC | 1.8% | |||
BHP Group Ltd. | 1.5% | |||
Novartis AG, Registered Shares | 1.3% | |||
Roche Holding AG | 1.2% | |||
Toyota Motor Corp. | 1.2% | |||
BHP Group PLC | 1.1% | |||
LVMH Moet Hennessy Louis Vuitton SE | 1.0% | |||
AXA S.A. | 1.0% | |||
Commonwealth Bank of Australia | 1.0% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Currency Hedged International Equity Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International Equity Index (the “Index”). In seeking to track the Index, the Fund invests in dividend-paying companies in the industrialized world outside the U.S. and Canada while at the same time dynamically hedging exposure to fluctuations of the value of the applicable foreign currencies relative to the U.S. dollar. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,036.60 | 0.41 | % | $ | 2.10 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.14 | 0.41 | % | $ | 2.09 |
Performance
Average Annual Total Return | ||||||||||||||||||||
6-Month* | 1 Year | 3 Year | 5 Year | Since Inception1 | ||||||||||||||||
Fund NAV Returns | 3.66 | % | 14.33 | % | 9.85 | % | 6.92 | % | 8.12 | % | ||||||||||
Fund Market Price Returns | 2.96 | % | 14.71 | % | 10.10 | % | 6.92 | % | 8.12 | % | ||||||||||
WisdomTree Dynamic Currency Hedged International Equity Index | 3.87 | % | 14.81 | % | 10.21 | % | 7.19 | % | 8.35 | % | ||||||||||
MSCI EAFE Local Currency Index | 5.28 | % | 18.70 | % | 13.35 | % | 8.36 | % | 8.85 | % | ||||||||||
MSCI EAFE Index | 2.24 | % | 11.26 | % | 13.54 | % | 9.55 | % | 9.11 | % | ||||||||||
MSCI EAFE Value Index | 0.19 | % | 10.89 | % | 7.82 | % | 5.34 | % | 6.34 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on January 7, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
2 | WisdomTree Trust |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
Sector Breakdown†
Sector | % of Net Assets | |||
Industrials | 23.2% | |||
Financials | 15.3% | |||
Materials | 12.4% | |||
Consumer Discretionary | 12.1% | |||
Real Estate | 10.3% | |||
Information Technology | 7.1% | |||
Consumer Staples | 6.7% | |||
Health Care | 4.1% | |||
Communication Services | 3.9% | |||
Utilities | 3.0% | |||
Energy | 2.0% | |||
Other Assets less Liabilities‡ | -0.1% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Ferrexpo PLC | 1.3% | |||
PostNL N.V. | 1.0% | |||
Cia de Distribucion Integral Logista Holdings S.A. | 0.7% | |||
NetLink NBN Trust | 0.7% | |||
Peab AB, Class B | 0.7% | |||
Nexity S.A. | 0.6% | |||
Metropole Television S.A. | 0.6% | |||
Metcash Ltd. | 0.6% | |||
Oesterreichische Post AG | 0.5% | |||
Londonmetric Property PLC | 0.5% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International SmallCap Equity Index (the “Index”). In seeking to track the Index, the Fund invests in the small-capitalization segment of dividend-paying companies in the industrialized world outside the U.S. and Canada while at the same time dynamically hedging exposure to fluctuations of the value of the applicable foreign currencies relative to the U.S. dollar. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,033.30 | 0.49 | % | $ | 2.51 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.74 | 0.49 | % | $ | 2.50 |
Performance
Average Annual Total Return | ||||||||||||||||||||
6-Month* | 1 Year | 3 Year | 5 Year | Since Inception1 | ||||||||||||||||
Fund NAV Returns | 3.33 | % | 16.11 | % | 12.47 | % | 8.21 | % | 9.48 | % | ||||||||||
Fund Market Price Returns | 3.93 | % | 17.69 | % | 12.58 | % | 8.51 | % | 9.67 | % | ||||||||||
WisdomTree Dynamic Currency Hedged International SmallCap Equity Index | 3.58 | % | 16.63 | % | 12.95 | % | 8.68 | % | 9.96 | % | ||||||||||
MSCI EAFE Small Cap Local Currency Index | 3.97 | % | 17.28 | % | 15.33 | % | 9.80 | % | 10.04 | % | ||||||||||
MSCI EAFE Small Cap Index | 0.97 | % | 10.10 | % | 15.62 | % | 11.04 | % | 10.43 | % | ||||||||||
MSCI EAFE Small Cap Value Index | 0.38 | % | 11.60 | % | 11.72 | % | 8.25 | % | 8.75 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on January 7, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 3 |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree Emerging Markets ESG Fund (RESE)
Sector Breakdown†
Sector | % of Net Assets | |||
Information Technology | 25.7% | |||
Financials | 17.5% | |||
Consumer Discretionary | 17.1% | |||
Materials | 10.2% | |||
Consumer Staples | 8.3% | |||
Communication Services | 7.7% | |||
Industrials | 6.4% | |||
Health Care | 5.0% | |||
Utilities | 2.2% | |||
Real Estate | 0.1% | |||
Other Assets less Liabilities‡ | -0.2% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets 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. | 7.4% | |||
Tencent Holdings Ltd. | 4.8% | |||
Samsung Electronics Co., Ltd. | 4.3% | |||
Infosys Ltd. | 1.4% | |||
SK Hynix, Inc. | 1.0% | |||
JD.com, Inc., ADR | 1.0% | |||
MediaTek, Inc. | 0.9% | |||
Housing Development Finance Corp., Ltd. | 0.9% | |||
Ping An Insurance Group Co. of China Ltd., Class H | 0.9% | |||
ICICI Bank Ltd. | 0.8% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 916.20 | 0.32 | % | $ | 1.55 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.59 | 0.32 | % | $ | 1.63 |
Performance
Average Annual Total Return | ||||||||||||||||||||
6-Month* | 1 Year | 3 Year | 5 Year | Since Inception1 | ||||||||||||||||
Fund NAV Returns2 | -8.38 | % | 0.61 | % | 10.36 | % | 8.89 | % | 9.80 | % | ||||||||||
Fund Market Price Returns2 | -8.49 | % | 1.01 | % | 10.39 | % | 8.76 | % | 9.73 | % | ||||||||||
MSCI Emerging Markets Extended ESG Focus Index3 | -9.46 | % | -2.25 | % | 11.87 | % | N/A | N/A | ||||||||||||
MSCI Emerging Markets Index | -9.30 | % | -2.54 | % | 10.94 | % | 9.87 | % | 10.14 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 7, 2016. |
2 | The Fund’s objectives and strategies changed effective March 16, 2020. Prior to March 16, 2020, Fund performance reflects the investment objective of the Fund when it was the WisdomTree Emerging Markets Dividend Fund (DVEM) and tracked the performance, before fees and expenses, of the WisdomTree Emerging Markets Dividend Index. |
3 | The MSCI Emerging Markets Extended ESG Focus Index began on March 27, 2018. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
4 | WisdomTree Trust |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree International ESG Fund (RESD)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 17.3% | |||
Industrials | 15.0% | |||
Health Care | 14.8% | |||
Information Technology | 12.8% | |||
Consumer Staples | 11.8% | |||
Consumer Discretionary | 10.5% | |||
Materials | 6.3% | |||
Communication Services | 6.1% | |||
Utilities | 2.8% | |||
Real Estate | 1.9% | |||
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 | |||
ASML Holding N.V. | 2.8% | |||
Nestle S.A., Registered Shares | 2.6% | |||
Roche Holding AG | 1.9% | |||
Novo Nordisk A/S, Class B | 1.7% | |||
Sony Group Corp. | 1.4% | |||
Novartis AG, Registered Shares | 1.3% | |||
AstraZeneca PLC | 1.3% | |||
SAP SE | 1.2% | |||
Diageo PLC | 1.2% | |||
L’Oreal S.A. | 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.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,025.40 | 0.30 | % | $ | 1.53 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.69 | 0.30 | % | $ | 1.53 |
Performance
Average Annual Total Return | ||||||||||||||||||||
6-Month* | 1 Year | 3 Year | 5 Year | Since Inception1 | ||||||||||||||||
Fund NAV Returns2 | 2.54 | % | 11.83 | % | 17.99 | % | 11.98 | % | 12.39 | % | ||||||||||
Fund Market Price Returns2 | 2.60 | % | 12.58 | % | 18.15 | % | 12.06 | % | 12.44 | % | ||||||||||
MSCI EAFE Extended ESG Focus Index3 | 2.53 | % | 11.66 | % | 14.43 | % | N/A | N/A | ||||||||||||
MSCI EAFE Index | 2.24 | % | 11.26 | % | 13.54 | % | 9.55 | % | 9.69 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on November 3, 2016. |
2 | The Fund’s objective and strategies changed effective March 16, 2020. Prior to March 16, 2020, Fund performance reflects the investment objective of the Fund when it was the WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund (DHDG) and tracked the performance, before fees and expenses, of the WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Index. |
3 | The MSCI EAFE Extended ESG Focus Index began on March 27, 2018. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 5 |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree U.S. Corporate Bond Fund (WFIG)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 26.1% | |||
Health Care | 13.4% | |||
Information Technology | 11.9% | |||
Industrials | 9.8% | |||
Utilities | 8.8% | |||
Communication Services | 7.8% | |||
Consumer Staples | 6.0% | |||
Energy | 5.8% | |||
Consumer Discretionary | 4.5% | |||
Real Estate | 1.9% | |||
Materials | 1.7% | |||
Other Assets less Liabilities‡ | 2.3% | |||
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 | |||
Oracle Corp., | 1.3% | |||
Oracle Corp., | 1.2% | |||
Bank of America Corp., | 1.0% | |||
Wells Fargo & Co., | 0.8% | |||
Bank of America Corp., | 0.7% | |||
Morgan Stanley, | 0.7% | |||
Citigroup, Inc., | 0.7% | |||
Capital One Financial Corp., | 0.6% | |||
Valero Energy Corp., | 0.6% | |||
Enterprise Products Operating LLC, | 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.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,001.90 | 0.18 | % | $ | 0.91 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.30 | 0.18 | % | $ | 0.92 |
Performance
Average Annual Total Return | ||||||||||||||||||||
6-Month* | 1 Year | 3 Year | 5 Year | Since Inception1 | ||||||||||||||||
Fund NAV Returns | 0.19 | % | -1.35 | % | 7.25 | % | 4.98 | % | 4.35 | % | ||||||||||
Fund Market Price Returns | -0.13 | % | -1.55 | % | 7.18 | % | 5.12 | % | 4.29 | % | ||||||||||
WisdomTree U.S. Corporate Bond Index | 0.47 | % | -1.04 | % | 7.51 | % | 5.26 | % | 4.74 | % | ||||||||||
ICE BofA Merrill Lynch U.S. Corporate Index | 0.11 | % | -0.95 | % | 7.50 | % | 5.28 | % | 4.80 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
6 | WisdomTree Trust |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
Sector Breakdown†
Sector | % of Net Assets | |||
Consumer Discretionary | 17.2% | |||
Communication Services | 15.1% | |||
Energy | 11.4% | |||
Health Care | 9.8% | |||
Industrials | 9.0% | |||
Real Estate | 7.1% | |||
Consumer Staples | 6.9% | |||
Information Technology | 6.9% | |||
Financials | 6.7% | |||
Materials | 4.7% | |||
Utilities | 3.1% | |||
Other Assets less Liabilities‡ | 2.1% | |||
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 | |||
Uniti Group L.P., | 1.1% | |||
Ford Motor Co., | 1.0% | |||
Charter Communications Operating LLC, | 0.9% | |||
DISH DBS Corp., | 0.9% | |||
DaVita, Inc., | 0.7% | |||
Nationstar Mortgage Holdings, Inc., | 0.7% | |||
MPH Acquisition Holdings LLC, | 0.7% | |||
Community Health Systems, Inc., | 0.7% | |||
TransDigm, Inc., | 0.7% | |||
Tenet Healthcare Corp., | 0.7% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree U.S. High Yield Corporate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree U.S. High Yield Corporate Bond Index (the “Index”). In seeking to track the Index, the Fund primarily invests in issuers in the U.S. non-investment grade corporate bond (“junk bond” or “high yield”) market that are deemed to exhibit favorable fundamentals and opportunities for income. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,014.90 | 0.38 | % | $ | 1.93 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.29 | 0.38 | % | $ | 1.94 |
Performance
Average Annual Total Return | ||||||||||||||||||||
6-Month* | 1 Year | 3 Year | 5 Year | Since Inception1 | ||||||||||||||||
Fund NAV Returns | 1.49 | % | 4.64 | % | 8.50 | % | 5.74 | % | 6.41 | % | ||||||||||
Fund Market Price Returns | 1.39 | % | 4.20 | % | 8.43 | % | 6.16 | % | 6.44 | % | ||||||||||
WisdomTree U.S. High Yield Corporate Bond Index | 1.79 | % | 5.47 | % | 8.85 | % | 6.32 | % | 7.16 | % | ||||||||||
ICE BofA Merrill Lynch U.S. High Yield Index | 1.60 | % | 5.36 | % | 8.57 | % | 6.10 | % | 7.11 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 7 |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 35.8% | |||
Health Care | 13.3% | |||
Industrials | 9.6% | |||
Information Technology | 9.2% | |||
Consumer Discretionary | 5.5% | |||
Consumer Staples | 5.5% | |||
Utilities | 5.2% | |||
Communication Services | 4.7% | |||
Energy | 4.4% | |||
Real Estate | 2.2% | |||
Materials | 1.9% | |||
Other Assets less Liabilities‡ | 2.7% | |||
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 | |||
Boeing Co. (The), | 1.3% | |||
Morgan Stanley, | 1.1% | |||
JPMorgan Chase & Co., | 0.9% | |||
Bank of America Corp., | 0.9% | |||
AbbVie, Inc., | 0.9% | |||
Boeing Co. (The), | 0.8% | |||
Broadcom, Inc., | 0.8% | |||
Morgan Stanley, | 0.7% | |||
Gilead Sciences, Inc., | 0.7% | |||
Bank of America Corp., | 0.7% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree U.S. Short-Term Corporate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree U.S. Short-Term Corporate Bond Index (the “Index”). In seeking to track the Index, the Fund primarily invests in issuers in the short-term U.S. investment grade corporate bond market that are deemed to exhibit favorable fundamentals and opportunities for income. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 993.00 | 0.18 | % | $ | 0.90 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.30 | 0.18 | % | $ | 0.92 |
Performance
Average Annual Total Return | ||||||||||||||||||||
6-Month* | 1 Year | 3 Year | 5 Year | Since Inception1 | ||||||||||||||||
Fund NAV Returns | -0.70 | % | -0.64 | % | 3.19 | % | 2.51 | % | 2.26 | % | ||||||||||
Fund Market Price Returns | -0.74 | % | -0.76 | % | 3.25 | % | 2.64 | % | 2.19 | % | ||||||||||
WisdomTree U.S. Short-Term Corporate Bond Index | -0.56 | % | -0.41 | % | 3.58 | % | 2.87 | % | 2.68 | % | ||||||||||
ICE BofA Merrill Lynch 1-5 year U.S. Corporate Index | -0.58 | % | -0.34 | % | 4.12 | % | 3.19 | % | 2.95 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on April 27, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
8 | WisdomTree Trust |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
Sector Breakdown†
Sector | % of Net Assets | |||
Information Technology | 30.5% | |||
Financials | 19.5% | |||
Consumer Discretionary | 14.0% | |||
Communication Services | 11.4% | |||
Materials | 8.9% | |||
Energy | 6.5% | |||
Consumer Staples | 5.9% | |||
Health Care | 3.8% | |||
Industrials | 3.2% | |||
Utilities | 1.8% | |||
Real Estate | 1.3% | |||
Investment Company | 0.5% | |||
Other Assets less Liabilities‡ | -7.3% | |||
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 | |||
Taiwan Semiconductor Manufacturing Co., Ltd. | 10.6% | |||
Samsung Electronics Co., Ltd. | 7.2% | |||
Tencent Holdings Ltd. | 4.8% | |||
Alibaba Group Holding Ltd. | 3.3% | |||
Meituan, Class B | 1.5% | |||
MediaTek, Inc. | 1.4% | |||
SK Hynix, Inc. | 1.3% | |||
Reliance Industries Ltd. | 1.3% | |||
Infosys Ltd. | 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). |
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.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 911.70 | 0.29 | % | $ | 1.40 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.74 | 0.29 | % | $ | 1.48 |
Performance
Cumulative Return | ||||||||
6-Month | Since Inception1 | |||||||
Fund NAV Returns | -8.83 | % | -4.63 | % | ||||
Fund Market Price Returns | -9.13 | % | -4.58 | % | ||||
MSCI Emerging Markets Index | -10.38 | % | -7.20 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on May 20, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 9 |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree International Efficient Core Fund (NTSI)
Sector Breakdown†
Sector | % of Net Assets | |||
Financials | 15.2% | |||
Industrials | 14.2% | |||
Health Care | 12.2% | |||
Consumer Discretionary | 12.0% | |||
Consumer Staples | 9.7% | |||
Information Technology | 9.4% | |||
Materials | 6.8% | |||
Communication Services | 3.6% | |||
Energy | 3.1% | |||
Utilities | 2.7% | |||
Real Estate | 1.7% | |||
Other Assets less Liabilities‡ | 9.4% | |||
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 | |||
Nestle S.A., Registered Shares | 2.3% | |||
ASML Holding N.V. | 2.1% | |||
Roche Holding AG | 1.7% | |||
Toyota Motor Corp. | 1.4% | |||
LVMH Moet Hennessy Louis Vuitton SE | 1.4% | |||
Sony Group Corp. | 1.2% | |||
Novo Nordisk A/S, Class B | 1.1% | |||
Novartis AG, Registered Shares | 1.0% | |||
Royal Dutch Shell PLC, Class A | 1.0% | |||
SAP SE | 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.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,017.60 | 0.26 | % | $ | 1.32 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.89 | 0.26 | % | $ | 1.33 |
Performance
Cumulative Return | ||||||||
6-Month | Since Inception1 | |||||||
Fund NAV Returns | 1.76 | % | 3.28 | % | ||||
Fund Market Price Returns | 1.43 | % | 3.39 | % | ||||
MSCI EAFE Index | 2.24 | % | 3.24 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on May 20, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
10 | WisdomTree Trust |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree U.S. Efficient Core Fund (NTSX)
Sector Breakdown†
Sector | % of Net Assets | |||
Information Technology | 27.5% | |||
Health Care | 11.8% | |||
Consumer Discretionary | 11.4% | |||
Financials | 9.7% | |||
Communication Services | 9.2% | |||
Industrials | 6.9% | |||
Consumer Staples | 5.2% | |||
Real Estate | 2.4% | |||
Energy | 2.3% | |||
Materials | 2.0% | |||
Utilities | 2.0% | |||
Other Assets less Liabilities‡ | 9.6% | |||
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 | |||
Apple, Inc. | 6.2% | |||
Microsoft Corp. | 5.6% | |||
Amazon.com, Inc. | 3.2% | |||
Alphabet, Inc., Class A | 1.9% | |||
Tesla, Inc. | 1.9% | |||
Alphabet, Inc., Class C | 1.8% | |||
Meta Platforms, Inc., Class A | 1.7% | |||
NVIDIA Corp. | 1.5% | |||
JPMorgan Chase & Co. | 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.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,096.00 | 0.20 | % | $ | 1.06 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.20 | 0.20 | % | $ | 1.02 |
Performance
Average Annual Total Return | ||||||||||||||||
6-Month* | 1 Year | 3 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 9.60 | % | 22.17 | % | 26.15 | % | 19.54 | % | ||||||||
Fund Market Price Returns | 9.51 | % | 22.21 | % | 26.31 | % | 19.57 | % | ||||||||
60% S&P 500® Index / 40% Bloomberg U.S. Aggregate Index Composite | 7.38 | % | 16.60 | % | 17.51 | % | 13.28 | % | ||||||||
S&P 500® Index | 11.67 | % | 28.71 | % | 26.07 | % | 18.62 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on August 2, 2018. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 11 |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree Artificial Intelligence and Innovation Fund (WTAI)
Sector Breakdown†
Sector | % of Net Assets | |||
Information Technology | 74.8 | % | ||
Consumer Discretionary | 11.4 | % | ||
Industrials | 4.8 | % | ||
Communication Services | 4.3 | % | ||
Health Care | 3.5 | % | ||
Financials | 1.2 | % | ||
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 | |||
Grid Dynamics Holdings, Inc. | 2.1% | |||
SK Hynix, Inc. | 2.1% | |||
Denso Corp. | 2.0% | |||
Marvell Technology, Inc. | 2.0% | |||
PKSHA Technology, Inc. | 2.0% | |||
Macronix International Co., Ltd. | 1.9% | |||
QUALCOMM, Inc. | 1.9% | |||
Samsung Electronics Co., Ltd. | 1.8% | |||
Nanya Technology Corp. | 1.8% | |||
PROS Holdings, Inc. | 1.8% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Artificial Intelligence and Innovation Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Artificial Intelligence & Innovation Index (the “Index”). In seeking to track the Index, the Fund primarily invests in equity securities of exchange-listed companies globally, including developed countries and emerging markets throughout the world, which are primarily involved in the investment theme of Artificial Intelligence and Innovation. 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 December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual1 | $ | 1,000.00 | $ | 974.60 | 0.45 | % | $ | 0.28 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.94 | 0.45 | % | $ | 2.29 |
1 | Fund commenced operations on December 9, 2021. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 23/365 (to reflect the period since commencement of operations). |
12 | WisdomTree Trust |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree BioRevolution Fund (WDNA)
Sector Breakdown†
Sector | % of Net Assets | |||
Health Care | 85.1% | |||
Materials | 7.0% | |||
Consumer Staples | 4.0% | |||
Energy | 3.8% | |||
Other Assets less Liabilities‡ | 0.1% | |||
Total | 100.0% |
† | The Fund’s sector breakdown is expressed as a percentage of net assets and may change over time. In addition, a sector may be comprised of several industries. It does not include derivatives (if any). |
‡ | Other assets 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 | |||
AstraZeneca PLC, ADR | 1.9% | |||
PerkinElmer, Inc. | 1.9% | |||
Pfizer, Inc. | 1.9% | |||
Eli Lilly & Co. | 1.9% | |||
Thermo Fisher Scientific, Inc. | 1.8% | |||
Zoetis, Inc. | 1.7% | |||
Repligen Corp. | 1.7% | |||
Danaher Corp. | 1.6% | |||
Vitrolife AB | 1.5% | |||
Agilent Technologies, Inc. | 1.5% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 886.80 | 0.45 | % | $ | 2.14 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.94 | 0.45 | % | $ | 2.29 |
Performance
Cumulative Return | ||||||||
6-Month | Since Inception1 | |||||||
Fund NAV Returns | -11.32 | % | -5.58 | % | ||||
Fund Market Price Returns | -11.41 | % | -5.54 | % | ||||
WisdomTree BioRevolution Index | -11.11 | % | -5.31 | % | ||||
S&P 500® Health Care Index | 11.91 | % | 16.53 | % | ||||
S&P Biotechnology Select Industry Index | -17.36 | % | -12.00 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on June 3, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 13 |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree Cloud Computing Fund (WCLD)
Sector Breakdown†
Sector | % of Net Assets | |||
Information Technology | 97.4% | |||
Health Care | 1.5% | |||
Consumer Discretionary | 1.1% | |||
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 | |||
New Relic, Inc. | 2.8% | |||
Tenable Holdings, Inc. | 2.6% | |||
Datadog, Inc., Class A | 2.6% | |||
Mimecast Ltd. | 2.5% | |||
Zscaler, Inc. | 2.5% | |||
Snowflake, Inc., Class A | 2.4% | |||
Qualys, Inc. | 2.4% | |||
Bill.com Holdings, Inc. | 2.3% | |||
Zuora, Inc., Class A | 2.2% | |||
Workday, Inc., Class A | 2.2% |
* | 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 Cloud Computing Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bessemer Venture Partners (“BVP”) Nasdaq Emerging Cloud Index (the “Index”). In seeking to track the Index, the Fund invests in emerging public companies primarily involved in providing cloud computing software and services to their customers, which derive the majority of their revenues from business-oriented software products, as determined by BVP. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 928.10 | 0.45 | % | $ | 2.19 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.94 | 0.45 | % | $ | 2.29 |
Performance
Average Annual Total Return | ||||||||||||
6-Month* | 1 Year | Since Inception1 | ||||||||||
Fund NAV Returns | -7.19 | % | -3.10 | % | 36.82 | % | ||||||
Fund Market Price Returns | -7.38 | % | -3.14 | % | 36.82 | % | ||||||
BVP Nasdaq Emerging Cloud Index | -7.08 | % | -2.74 | % | 37.33 | % | ||||||
S&P 500® Information Technology Index | 18.26 | % | 34.53 | % | 40.33 | % | ||||||
S&P 500® Growth Index | 15.49 | % | 32.01 | % | 31.37 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on September 6, 2019. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
14 | WisdomTree Trust |
Performance Summary
as of December 31, 2021 (unaudited)
WisdomTree Cybersecurity Fund (WCBR)
Country Breakdown†
Country | % of Net Assets | |||
United States | 84.3% | |||
United Kingdom | 6.0% | |||
Israel | 5.0% | |||
Japan | 3.9% | |||
Canada | 0.7% | |||
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 | |||
Datadog, Inc., Class A | 6.9% | |||
Palo Alto Networks, Inc. | 6.3% | |||
Cloudflare, Inc., Class A | 5.5% | |||
Rapid7, Inc. | 5.3% | |||
Tenable Holdings, Inc. | 4.8% | |||
Zscaler, Inc. | 4.8% | |||
Okta, Inc. | 4.7% | |||
Fortinet, Inc. | 4.6% | |||
Sailpoint Technologies Holdings, Inc. | 4.3% | |||
Crowdstrike Holdings, Inc., Class A | 4.2% |
* | 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 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.
Shareholder Expense Example (for the six-month period ended December 31, 2021)
Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,072.50 | 0.45 | % | $ | 2.35 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.94 | 0.45 | % | $ | 2.29 |
Performance
Cumulative Return | ||||||||
6-Month | Since Inception1 | |||||||
Fund NAV Returns | 7.25 | % | 8.40 | % | ||||
Fund Market Price Returns | 6.99 | % | 8.41 | % | ||||
WisdomTree Team8 Cybersecurity Index | 7.56 | % | 9.01 | % | ||||
S&P 500® Information Technology Index | 18.26 | % | 33.13 | % | ||||
S&P 500® Growth Index | 15.49 | % | 30.87 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on January 28, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 15 |
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 U.S. Aggregate Index Composite represents a 60% weight to the S&P 500® Index and a 40% weight to the Bloomberg U.S. Aggregate Index. The Bloomberg 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.
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 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 MSCIEAFE 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 EAFE Small Cap Value Index captures small cap securities exhibiting overall value style characteristics across Developed Markets countries, excluding the U.S. and Canada.
The MSCI EAFE Value Index is a free float-adjusted market capitalization index that is designed to measure the performance of “value” stocks within the developed equity market, excluding the U.S. and Canada.
The MSCI Emerging Markets Extended ESG Focus Index is designed to maximize exposure to positive environmental, social and governance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI Emerging Markets Index, its parent index.
The MSCI Emerging Markets Index is a free float-adjusted market capitalization index that is designed to measure emerging markets equity performance.
The MSCI Extended ESG Focus Indexes (the “Indexes”) are designed to maximize their exposure to positive environmental, social and governance (ESG) factors while exhibiting risk and return characteristics similar to those of the underlying market capitalization weighted index.
16 | WisdomTree Trust |
Description of Terms and Indexes (unaudited) (continued)
The S&P 500® Index is a capitalization-weighted index of 500 stocks selected by the Standard & Poor’s Index Committee designed to represent the performance of the leading industries in the United States economy.
The S&P 500® Growth Index measures the performance of the large-capitalization growth sector of the U.S. equity market.
The S&P 500® Information Technology Index comprises companies included in the S&P 500® that are classified as members of the GICS® information technology sector.
The S&P Biotechnology Select Industry Index is designed to measure the performance of stocks from the S&P Total Market index that are classified in the GICS biotechnology sub-industry.
The S&P Health Care Index is a capitalization weighted index that measures the performance of the members of the GICS Healthcare sector within the S&P 500 Index.
The WisdomTree Artificial Intelligence & Innovation Index is designed to measure the performance of companies primarily involved in artificial intelligence and innovation.
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.
WisdomTree Trust | 17 |
Description of Terms and Indexes (unaudited) (continued)
The WisdomTree U.S. Short-Term Corporate Bond Index is a rule-based alternatively weighted index designed to capture the performance of selected issuers in the U.S. investment-grade corporate bond market that are deemed to have attractive fundamental and income characteristics. The Index employs a multi-step process, which screens on fundamentals to identify bonds with favorable characteristics and then tilts to those which offer attractive income characteristics. The Index is comprised of U.S. corporate bonds of public issuers domiciled in the United States. To be eligible for inclusion in the Index, debt securities must have fixed coupons with at least $350 million in par amount outstanding and a remaining maturity of at least one year but not more than five years. Component securities must be rated investment grade.
The 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 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
18 | WisdomTree Trust |
Description of Terms and Indexes (unaudited) (concluded)
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:
CURRENCY ABBREVIATIONS: | ||||||||||
AUD | Australian dollar | GBP | British pound | PHP | Philippine peso | |||||
BRL | Brazilian real | HKD | Hong kong dollar | SEK | Swedish krona | |||||
CHF | Swiss franc | ILS | Israeli new shekel | SGD | Singapore dollar | |||||
CLP | Chilean peso | JPY | Japanese yen | USD | U.S. dollar | |||||
CNH | Offshore Chinese renminbi | MXN | Mexican peso | ZAR | South african rand | |||||
DKK | Danish krone | MYR | Malaysian ringgit | |||||||
EUR | Euro | NOK | Norwegian krone | |||||||
OTHER ABBREVIATIONS: | ||||||||||
ADR | American Depositary Receipt | |||||||||
CVA | Certificaten Van Aandelen (Certificate of Stock) | |||||||||
GDR | Global Depositary Receipt | |||||||||
NVDR | Non-Voting Depositary Receipt | |||||||||
RSP | Risparmio Italian Savings Shares |
WisdomTree Trust | 19 |
Schedule of Investments (unaudited)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 100.1% |
| |||||||
Australia – 10.3% |
| |||||||
Accent Group Ltd. | 8,998 | $ | 16,028 | |||||
Adairs Ltd. | 6,007 | 17,513 | ||||||
Adbri Ltd. | 13,189 | 27,041 | ||||||
Ampol Ltd. | 3,023 | 65,189 | ||||||
Ansell Ltd. | 4,221 | 96,700 | ||||||
APA Group | 11,157 | 81,604 | ||||||
ASX Ltd. | 2,103 | 142,043 | ||||||
Aurizon Holdings Ltd. | 20,882 | 52,986 | ||||||
AusNet Services Ltd. | 76,948 | 143,779 | ||||||
Australia & New Zealand Banking Group Ltd. | 30,708 | 614,195 | ||||||
Bank of Queensland Ltd.(a) | 18,524 | 108,955 | ||||||
Beach Energy Ltd.(a) | 28,470 | 26,081 | ||||||
Bell Financial Group Ltd. | 61,563 | 83,476 | ||||||
Bendigo & Adelaide Bank Ltd.(a) | 22,287 | 147,454 | ||||||
BHP Group Ltd.(a) | 82,198 | 2,480,126 | ||||||
BHP Group PLC | 63,480 | 1,891,141 | ||||||
Brambles Ltd. | 2,161 | 16,701 | ||||||
Cardno Ltd.* | 1,445 | 2,028 | ||||||
Centuria Capital Group | 6,581 | 16,747 | ||||||
Cleanaway Waste Management Ltd. | 23,917 | 54,427 | ||||||
Coles Group Ltd. | 12,297 | 160,393 | ||||||
Commonwealth Bank of Australia | 22,224 | 1,631,954 | ||||||
Computershare Ltd. | 9,199 | 133,763 | ||||||
Cromwell Property Group | 174,179 | 110,174 | ||||||
CSL Ltd. | 1,297 | 274,144 | ||||||
CSR Ltd. | 12,719 | 54,374 | ||||||
Dexus | 19,437 | 157,144 | ||||||
Dicker Data Ltd.(a) | 2,564 | 27,664 | ||||||
Downer EDI Ltd. | 12,239 | 53,034 | ||||||
Dusk Group Ltd. | 806 | 1,869 | ||||||
Fortescue Metals Group Ltd. | 100,160 | 1,398,898 | ||||||
Goodman Group | 13,047 | 251,374 | ||||||
GPT Group (The) | 31,000 | 122,159 | ||||||
Growthpoint Properties Australia Ltd. | 37,870 | 120,046 | ||||||
Harvey Norman Holdings Ltd. | 32,834 | 117,927 | ||||||
HT&E Ltd.(a) | 13,449 | 20,534 | ||||||
Insignia Financial Ltd. | 12,585 | 33,123 | ||||||
Insurance Australia Group Ltd. | 30,940 | 95,828 | ||||||
IRESS Ltd. | 10,071 | 91,527 | ||||||
IVE Group Ltd. | 9,022 | 11,413 | ||||||
JB Hi-Fi Ltd. | 2,775 | 97,489 | ||||||
Lendlease Corp., Ltd. | 9,487 | 73,735 | ||||||
Lovisa Holdings Ltd. | 1,886 | 27,548 | ||||||
Macmahon Holdings Ltd. | 271,438 | 36,510 | ||||||
Macquarie Group Ltd. | 2,733 | 408,136 | ||||||
Magellan Financial Group Ltd.(a) | 3,599 | 55,578 | ||||||
Medibank Pvt Ltd. | 41,873 | 101,987 | ||||||
Medusa Mining Ltd. | 1,860 | 960 | ||||||
Metcash Ltd.(a) | 39,043 | 127,738 | ||||||
Mineral Resources Ltd. | 4,275 | 174,056 | ||||||
Mirvac Group | 57,193 | 121,004 | ||||||
MyState Ltd. | 6,795 | 25,047 | ||||||
National Australia Bank Ltd. | 36,267 | 760,451 | ||||||
New Hope Corp., Ltd.(a) | 20,105 | 32,597 | ||||||
Newcrest Mining Ltd. | 2,452 | 43,641 | ||||||
NIB Holdings Ltd. | 10,546 | 53,749 | ||||||
Nick Scali Ltd. | 1,535 | 17,131 | ||||||
NRW Holdings Ltd. | 18,168 | 23,314 | ||||||
Orora Ltd. | 32,598 | 82,951 | ||||||
Pendal Group Ltd. | 13,699 | 55,476 | ||||||
Platinum Asset Management Ltd. | 27,623 | 54,225 | ||||||
QBE Insurance Group Ltd. | 8,807 | 72,676 | ||||||
Ramsay Health Care Ltd. | 2,418 | 125,698 | ||||||
Reliance Worldwide Corp., Ltd. | 17,674 | 80,569 | ||||||
Resimac Group Ltd. | 25,832 | 35,684 | ||||||
Sandfire Resources Ltd. | 17,418 | 83,328 | ||||||
Santos Ltd. | 20,556 | 94,304 | ||||||
Scentre Group | 35,555 | 81,687 | ||||||
Seven Group Holdings Ltd. | 5,304 | 83,296 | ||||||
Sigma Healthcare Ltd.(a) | 8,763 | 3,058 | ||||||
Sims Ltd. | 7,198 | 84,047 | ||||||
Sonic Healthcare Ltd. | 5,019 | 170,156 | ||||||
South32 Ltd. | 48,594 | 141,674 | ||||||
Southern Cross Media Group Ltd. | 11,638 | 16,415 | ||||||
Stockland | 43,937 | 135,444 | ||||||
Suncorp Group Ltd. | 19,009 | 152,993 | ||||||
Super Retail Group Ltd. | 11,481 | 104,007 | ||||||
Tabcorp Holdings Ltd. | 33,476 | 122,180 | ||||||
Telstra Corp., Ltd. | 187,183 | 568,862 | ||||||
Transurban Group | 26,971 | 271,000 | ||||||
Vicinity Centres | 64,686 | 79,481 | ||||||
Wesfarmers Ltd. | 15,212 | 655,851 | ||||||
Westpac Banking Corp. | 28,921 | 448,927 | ||||||
Woodside Petroleum Ltd. | 1,970 | 31,410 | ||||||
Woolworths Group Ltd. | 10,590 | 292,656 | ||||||
Worley Ltd. | 6,299 | 48,682 | ||||||
|
| |||||||
Total Australia |
| 17,308,964 | ||||||
Austria – 0.7% |
| |||||||
BAWAG Group AG*(b) | 3,820 | 235,450 | ||||||
Erste Group Bank AG | 1,066 | 50,127 | ||||||
Oesterreichische Post AG | 2,256 | 96,977 | ||||||
OMV AG | 5,615 | 318,950 | ||||||
POLYTEC Holding AG(a) | 5,854 | 45,735 | ||||||
Raiffeisen Bank International AG | 1,682 | 49,502 | ||||||
Semperit AG Holding | 1,320 | 43,982 | ||||||
Strabag SE, Bearer Shares | 5,187 | 216,186 | ||||||
Telekom Austria AG* | 17,435 | 151,082 | ||||||
|
| |||||||
Total Austria |
| 1,207,991 | ||||||
Belgium – 0.8% |
| |||||||
Anheuser-Busch InBev S.A./N.V.* | 4,922 | 297,608 | ||||||
Bekaert S.A. | 2,330 | 103,708 | ||||||
Cofinimmo S.A. | 952 | 152,107 | ||||||
Econocom Group S.A./N.V. | 7,681 | 31,839 | ||||||
Etablissements Franz Colruyt N.V. | 1,544 | 65,423 | ||||||
KBC Group N.V. | 448 | 38,444 |
See Notes to Financial Statements.
20 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
Proximus SADP | 6,555 | $ | 127,768 | |||||
Solvay S.A.(a) | 1,111 | 129,122 | ||||||
Telenet Group Holding N.V. | 5,670 | 206,720 | ||||||
UCB S.A. | 882 | 100,652 | ||||||
Warehouses De Pauw CVA | 2,553 | 122,460 | ||||||
|
| |||||||
Total Belgium | 1,375,851 | |||||||
China – 1.6% |
| |||||||
Beijing Enterprises Holdings Ltd. | 16,000 | 55,206 | ||||||
BOC Hong Kong Holdings Ltd. | 126,000 | 412,927 | ||||||
China Everbright Environment Group Ltd. | 103,666 | 83,238 | ||||||
China Merchants Port Holdings Co., Ltd. | 76,000 | 138,425 | ||||||
China Nonferrous Mining Corp. Ltd. | 47,000 | 18,688 | ||||||
China Power International Development Ltd.(a) | 244,000 | 164,309 | ||||||
China Resources Pharmaceutical Group Ltd.(b) | �� | 162,000 | 73,766 | |||||
China Resources Power Holdings Co., Ltd. | 70,000 | 234,342 | ||||||
China Taiping Insurance Holdings Co., Ltd. | 45,600 | 62,584 | ||||||
CITIC Ltd. | 493,000 | 486,910 | ||||||
CSPC Pharmaceutical Group Ltd. | 52,320 | 56,841 | ||||||
Fosun International Ltd. | 37,000 | 39,913 | ||||||
Guangdong Investment Ltd. | 70,000 | 88,978 | ||||||
Lenovo Group Ltd.(a) | 188,000 | 216,061 | ||||||
Shanghai Industrial Holdings Ltd. | 39,000 | 56,827 | ||||||
Shoucheng Holdings Ltd. | 178,000 | 35,389 | ||||||
Shougang Fushan Resources Group Ltd. | 282,000 | 95,491 | ||||||
Simcere Pharmaceutical Group Ltd.(b) | 43,000 | 49,584 | ||||||
Sino-Ocean Group Holding Ltd. | 249,500 | 58,244 | ||||||
Wilmar International Ltd. | 64,500 | 198,071 | ||||||
Zensun Enterprises Ltd.(a) | 51,000 | 25,250 | ||||||
|
| |||||||
Total China | 2,651,044 | |||||||
Denmark – 1.5% |
| |||||||
Alm Brand A/S | 18,065 | 35,190 | ||||||
AP Moller – Maersk A/S, Class B | 58 | 207,958 | ||||||
Carlsberg A/S, Class B | 591 | 102,066 | ||||||
Coloplast A/S, Class B | 1,314 | 231,247 | ||||||
D/S Norden A/S | 671 | 17,072 | ||||||
Danske Bank A/S | 7,208 | 124,482 | ||||||
DSV A/S | 71 | 16,582 | ||||||
Novo Nordisk A/S, Class B | 10,456 | 1,175,056 | ||||||
Novozymes A/S, Class B | 1,361 | 111,789 | ||||||
Orsted A/S(b) | 1,231 | 157,201 | ||||||
Royal Unibrew A/S | 748 | 84,313 | ||||||
Scandinavian Tobacco Group A/S, Class A(b) | 5,080 | 106,645 | ||||||
Topdanmark A/S | 585 | 32,827 | ||||||
Tryg A/S | 5,694 | 140,603 | ||||||
Vestas Wind Systems A/S | 2,479 | 75,807 | ||||||
|
| |||||||
Total Denmark | 2,618,838 | |||||||
Finland – 2.2% |
| |||||||
Elisa Oyj | 2,318 | 142,662 | ||||||
Fiskars Oyj Abp | 2,874 | 75,171 | ||||||
Fortum Oyj | 16,167 | 496,214 | ||||||
Kesko Oyj, Class B | 4,908 | 163,757 | ||||||
Kone Oyj, Class B | 4,397 | 315,217 | ||||||
Neste Oyj | 4,491 | 221,447 | ||||||
Nokian Renkaat Oyj | 2,711 | 102,662 | ||||||
Nordea Bank Abp | 107,032 | 1,306,299 | ||||||
Orion Oyj, Class B | 1,756 | 72,928 | ||||||
Sampo Oyj, Class A | 6,320 | 316,664 | ||||||
Stora Enso Oyj, Class R | 2,638 | 48,419 | ||||||
UPM-Kymmene Oyj | 7,403 | 281,689 | ||||||
Uponor Oyj | 2,177 | 51,841 | ||||||
Valmet Oyj | 2,583 | 110,798 | ||||||
|
| |||||||
Total Finland | 3,705,768 | |||||||
France – 10.3% |
| |||||||
Air Liquide S.A. | 3,950 | 688,704 | ||||||
ALD S.A.(b) | 10,163 | 149,552 | ||||||
Amundi S.A.(b) | 2,142 | 176,723 | ||||||
Arkema S.A. | 725 | 102,111 | ||||||
AXA S.A. | 55,616 | 1,656,110 | ||||||
BNP Paribas S.A. | 14,975 | 1,034,887 | ||||||
Bollore S.A. | 22,196 | 124,187 | ||||||
Bouygues S.A. | 5,222 | 187,002 | ||||||
Bureau Veritas S.A. | 4,805 | 159,447 | ||||||
Capgemini SE | 770 | 188,701 | ||||||
Carrefour S.A. | 3,349 | 61,336 | ||||||
Chargeurs S.A. | 561 | 16,625 | ||||||
Cie de Saint-Gobain | 3,688 | 259,482 | ||||||
Cie Generale des Etablissements Michelin SCA | 980 | 160,649 | ||||||
Cie Plastic Omnium S.A. | 2,920 | 75,909 | ||||||
Coface S.A. | 1,130 | 16,101 | ||||||
Covivio | 1,207 | 99,102 | ||||||
Credit Agricole S.A. | 48,385 | 690,544 | ||||||
Danone S.A. | 5,872 | 364,532 | ||||||
Dassault Systemes SE | 2,340 | 139,199 | ||||||
Edenred | 1,698 | 78,339 | ||||||
Eiffage S.A. | 1,609 | 165,520 | ||||||
Electricite de France S.A. | 11,645 | 136,797 | ||||||
Engie S.A. | 25,471 | 376,958 | ||||||
EssilorLuxottica S.A. | 1,236 | 263,181 | ||||||
Eurazeo SE | 845 | 73,800 | ||||||
Eutelsat Communications S.A. | 6,527 | 79,681 | ||||||
Gecina S.A. | 1,066 | 148,986 | ||||||
Hermes International | 192 | 335,374 | ||||||
ICADE | 1,577 | 113,161 | ||||||
Ipsen S.A. | 419 | 38,357 | ||||||
Kering S.A. | 485 | 389,885 | ||||||
Klepierre S.A.* | 4,379 | 103,829 | ||||||
L’Oreal S.A. | 2,470 | 1,171,164 | ||||||
La Francaise des Jeux SAEM(b) | 1,514 | 67,044 | ||||||
Legrand S.A. | 1,637 | 191,558 | ||||||
LVMH Moet Hennessy Louis Vuitton SE | 2,109 | 1,743,603 | ||||||
Metropole Television S.A. | 5,306 | 103,543 | ||||||
Nexity S.A. | 2,741 | 128,859 | ||||||
Orange S.A. | 63,644 | 681,275 | ||||||
Pernod Ricard S.A. | 1,309 | 314,838 | ||||||
Publicis Groupe S.A. | 2,995 | 201,630 | ||||||
Rexel S.A.* | 4,509 | 91,426 | ||||||
Rothschild & Co. | 374 | 17,161 |
See Notes to Financial Statements.
WisdomTree Trust | 21 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
Rubis SCA | 2,007 | $ | 59,935 | |||||
Sanofi | 12,140 | 1,222,900 | ||||||
Schneider Electric SE | 4,616 | 905,297 | ||||||
SEB S.A. | 724 | 112,714 | ||||||
Societe BIC S.A. | 1,125 | 60,539 | ||||||
Societe Generale S.A. | 4,221 | 144,988 | ||||||
Suez S.A. | 6,892 | 155,262 | ||||||
Teleperformance | 236 | 105,205 | ||||||
Television Francaise 1 | 5,283 | 52,418 | ||||||
Thales S.A. | 1,500 | 127,594 | ||||||
Trigano S.A. | 570 | 110,843 | ||||||
Valeo | 3,390 | 102,469 | ||||||
Veolia Environnement S.A. | 5,240 | 192,235 | ||||||
Verallia S.A.(b) | 1,766 | 62,177 | ||||||
Vinci S.A. | 4,022 | 424,953 | ||||||
Wendel SE | 1,023 | 122,618 | ||||||
|
| |||||||
Total France | 17,329,019 | |||||||
Germany – 8.0% |
| |||||||
adidas AG | 347 | 99,915 | ||||||
Allianz SE, Registered Shares | 5,606 | 1,323,798 | ||||||
BASF SE | 11,815 | 830,077 | ||||||
Bayer AG, Registered Shares | 9,507 | 508,134 | ||||||
Bayerische Motoren Werke AG | 4,204 | 423,052 | ||||||
Beiersdorf AG | 864 | 88,802 | ||||||
Bilfinger SE | 716 | 24,346 | ||||||
Brenntag SE | 1,646 | 148,960 | ||||||
Covestro AG(b) | 1,598 | 98,495 | ||||||
Daimler AG, Registered Shares | 6,429 | 494,154 | ||||||
Deutsche Boerse AG | 690 | 115,425 | ||||||
Deutsche Post AG, Registered Shares | 13,560 | 871,871 | ||||||
Deutsche Telekom AG, Registered Shares | 52,748 | 977,756 | ||||||
Deutsche Wohnen SE, Bearer Shares | 3,272 | 137,599 | ||||||
DWS Group GmbH & Co. KGaA(b) | 1,767 | 71,295 | ||||||
E.ON SE | 51,621 | 715,712 | ||||||
Evonik Industries AG | 4,991 | 161,589 | ||||||
Freenet AG | 6,277 | 166,106 | ||||||
Fresenius SE & Co. KGaA | 1,751 | 70,490 | ||||||
GEA Group AG | 1,312 | 71,751 | ||||||
Hannover Rueck SE | 1,338 | 254,331 | ||||||
Hapag-Lloyd AG(b) | 1,277 | 402,260 | ||||||
HeidelbergCement AG | 824 | 55,773 | ||||||
Hella GmbH & Co. KGaA | 979 | 69,026 | ||||||
Henkel AG & Co. KGaA | 1,583 | 123,673 | ||||||
Hochtief AG | 1,989 | 160,594 | ||||||
Infineon Technologies AG | 3,604 | 167,053 | ||||||
Knorr-Bremse AG | 156 | 15,416 | ||||||
LEG Immobilien SE | 899 | 125,441 | ||||||
Merck KGaA | 511 | 131,912 | ||||||
METRO AG | 11,984 | 125,652 | ||||||
Muenchener Rueckversicherungs – Gesellschaft AG in Muenchen, Registered Shares | 1,719 | 509,237 | ||||||
ProSiebenSat.1 Media SE | 5,957 | 94,908 | ||||||
Rheinmetall AG | 792 | 74,809 | ||||||
RWE AG | 3,615 | 146,844 | ||||||
SAP SE | 5,361 | 761,456 | ||||||
Siemens AG, Registered Shares | 6,114 | 1,061,559 | ||||||
Siemens Healthineers AG(b) | 5,146 | 385,181 | ||||||
Stroeer SE & Co. KGaA | 1,304 | 102,766 | ||||||
TAG Immobilien AG | 3,653 | 102,235 | ||||||
Talanx AG | 3,699 | 178,945 | ||||||
Telefonica Deutschland Holding AG | 34,403 | 95,499 | ||||||
Traton SE | 4,376 | 110,177 | ||||||
Vantage Towers AG | 2,570 | 94,108 | ||||||
Volkswagen AG | 1,452 | 426,674 | ||||||
Vonovia SE | 4,995 | 275,495 | ||||||
|
| |||||||
Total Germany | 13,450,351 | |||||||
Hong Kong – 2.8% |
| |||||||
AIA Group Ltd. | 56,400 | 568,608 | ||||||
Bank of East Asia Ltd. (The) | 42,949 | 61,700 | ||||||
CLP Holdings Ltd. | 43,500 | 439,391 | ||||||
Hang Lung Group Ltd. | 48,000 | 102,572 | ||||||
Hang Lung Properties Ltd. | 49,000 | 100,812 | ||||||
Hang Seng Bank Ltd. | 31,000 | 567,410 | ||||||
Henderson Land Development Co., Ltd. | 55,000 | 234,214 | ||||||
Hong Kong & China Gas Co., Ltd. | 159,816 | 248,857 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 7,659 | 447,380 | ||||||
Hutchison Port Holdings Trust | 310,900 | 69,952 | ||||||
Hysan Development Co., Ltd. | 37,000 | 114,375 | ||||||
Link REIT | 22,400 | 197,242 | ||||||
MTR Corp., Ltd. | 52,143 | 279,900 | ||||||
Power Assets Holdings Ltd. | 42,500 | 264,933 | ||||||
Singamas Container Holdings Ltd. | 142,000 | 21,310 | ||||||
Sino Land Co., Ltd. | 62,000 | 77,219 | ||||||
Sun Hung Kai Properties Ltd. | 33,500 | 406,488 | ||||||
Swire Pacific Ltd., Class A | 21,500 | 122,305 | ||||||
Swire Pacific Ltd., Class B | 50,000 | 48,998 | ||||||
Swire Properties Ltd. | 53,600 | 134,339 | ||||||
Techtronic Industries Co., Ltd. | 8,500 | 169,208 | ||||||
|
| |||||||
Total Hong Kong | 4,677,213 | |||||||
Ireland – 0.3% |
| |||||||
CRH PLC | 6,188 | 327,361 | ||||||
Kerry Group PLC, Class A | 541 | 69,674 | ||||||
Smurfit Kappa Group PLC | 3,264 | 179,801 | ||||||
|
| |||||||
Total Ireland | 576,836 | |||||||
Israel – 0.4% |
| |||||||
Azrieli Group Ltd. | 1,290 | 123,098 | ||||||
Bank Hapoalim BM | 12,901 | 133,055 | ||||||
Bank Leumi Le-Israel BM | 13,478 | 144,853 | ||||||
Delek Group Ltd.* | 1 | 59 | ||||||
Gazit-Globe Ltd. | 8,847 | 69,897 | ||||||
ICL Group Ltd. | 14,899 | 143,657 | ||||||
Mizrahi Tefahot Bank Ltd. | 2,531 | 97,584 | ||||||
Tiv Taam Holdings 1 Ltd. | 5,700 | 20,365 | ||||||
Victory Supermarket Chain Ltd. | 1,500 | 32,083 | ||||||
|
| |||||||
Total Israel |
| 764,651 |
See Notes to Financial Statements.
22 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
Italy – 4.0% |
| |||||||
A2A SpA | 82,962 | $ | 162,272 | |||||
ACEA SpA | 5,807 | 123,886 | ||||||
Alerion Cleanpower SpA(a) | 600 | 20,163 | ||||||
Anima Holding SpA(b) | 21,037 | 107,415 | ||||||
Assicurazioni Generali SpA(a) | 30,797 | 652,466 | ||||||
Azimut Holding SpA | 3,322 | 93,235 | ||||||
Banca Mediolanum SpA | 15,567 | 153,660 | ||||||
Banco BPM SpA | 30,052 | 90,222 | ||||||
BFF Bank SpA(b) | 7,808 | 62,954 | ||||||
BPER Banca(a) | 22,017 | 45,644 | ||||||
Enel SpA | 137,511 | 1,101,836 | ||||||
Eni SpA | 47,326 | 657,670 | ||||||
ERG SpA | 2,577 | 83,345 | ||||||
Esprinet SpA | 1,264 | 18,543 | ||||||
Ferrari N.V. | 534 | 138,153 | ||||||
Hera SpA | 24,033 | 100,056 | ||||||
Infrastrutture Wireless Italiane SpA(b) | 14,496 | 176,058 | ||||||
Intesa Sanpaolo SpA | 349,794 | 904,565 | ||||||
Iren SpA | 41,503 | 125,261 | ||||||
Italgas SpA | 13,047 | 89,794 | ||||||
Mediobanca Banca di Credito Finanziario SpA | 20,133 | 231,471 | ||||||
Poste Italiane SpA(b) | 18,578 | 243,804 | ||||||
Recordati Industria Chimica e Farmaceutica SpA | 1,869 | 120,087 | ||||||
Snam SpA | 55,833 | 336,514 | ||||||
Telecom Italia SpA | 265,229 | 130,963 | ||||||
Terna - Rete Elettrica Nazionale | 32,229 | 260,734 | ||||||
UniCredit SpA | 3,182 | 49,010 | ||||||
Unieuro SpA(b) | 690 | 16,478 | ||||||
Unipol Gruppo SpA | 23,618 | 128,356 | ||||||
UnipolSai Assicurazioni SpA | 79,320 | 223,703 | ||||||
Webuild SpA | 15,882 | 37,567 | ||||||
|
| |||||||
Total Italy |
| 6,685,885 | ||||||
Japan – 21.0% |
| |||||||
Advan Group Co., Ltd. | 4,800 | 40,474 | ||||||
Advantest Corp. | 1,000 | 94,655 | ||||||
Aeon Co., Ltd. | 5,200 | 122,329 | ||||||
AEON Financial Service Co., Ltd. | 5,100 | 55,006 | ||||||
AGC, Inc. | 3,000 | 143,025 | ||||||
Aichi Steel Corp. | 1,100 | 23,795 | ||||||
Aisin Corp. | 2,200 | 84,252 | ||||||
Ajinomoto Co., Inc. | 4,500 | 136,655 | ||||||
Akatsuki, Inc. | 1,400 | 35,050 | ||||||
Akita Bank Ltd. (The) | 1,500 | 21,297 | ||||||
Aomori Bank Ltd. (The)(a) | 3,200 | 49,269 | ||||||
Aruhi Corp.(a) | 4,800 | 43,559 | ||||||
Asahi Group Holdings Ltd. | 2,000 | 77,704 | ||||||
Asahi Holdings, Inc. | 3,800 | 67,648 | ||||||
Asahi Kasei Corp. | 14,800 | 138,933 | ||||||
Asahi Net, Inc. | 5,900 | 31,049 | ||||||
Astellas Pharma, Inc. | 14,200 | 230,655 | ||||||
Avex, Inc.(a) | 2,400 | 30,053 | ||||||
Bandai Namco Holdings, Inc. | 1,100 | 85,914 | ||||||
Bank of Iwate Ltd. (The) | 2,700 | 43,798 | ||||||
Bank of Nagoya Ltd. (The) | 2,200 | 52,423 | ||||||
Bridgestone Corp. | 6,500 | 279,350 | ||||||
Brother Industries Ltd. | 3,100 | 59,521 | ||||||
Canon, Inc.(a) | 8,700 | 211,616 | ||||||
Cawachi Ltd. | 1,600 | 30,595 | ||||||
Central Security Patrols Co., Ltd. | 900 | 18,859 | ||||||
Chiba Bank Ltd. (The) | 17,500 | 100,148 | ||||||
Chubu Electric Power Co., Inc. | 9,700 | 102,092 | ||||||
Chugai Pharmaceutical Co., Ltd.(a) | 6,400 | 207,581 | ||||||
Chugoku Electric Power Co., Inc. (The) | 7,700 | 62,253 | ||||||
Chukyo Bank Ltd. (The) | 4,900 | 77,316 | ||||||
Concordia Financial Group Ltd. | 23,700 | 86,028 | ||||||
Cosmo Energy Holdings Co., Ltd. | 4,200 | 81,990 | ||||||
Cybernet Systems Co., Ltd.(a) | 2,400 | 14,818 | ||||||
Dai Nippon Printing Co., Ltd. | 3,700 | 92,954 | ||||||
Dai-ichi Life Holdings, Inc. | 11,200 | 226,179 | ||||||
Daifuku Co., Ltd. | 600 | 48,977 | ||||||
Daiken Medical Co., Ltd.(a) | 1,900 | 9,240 | ||||||
Daikin Industries Ltd. | 900 | 203,908 | ||||||
Daikyonishikawa Corp. | 5,500 | 27,941 | ||||||
Daito Trust Construction Co., Ltd. | 700 | 80,057 | ||||||
Daiwa House Industry Co., Ltd. | 5,300 | 152,250 | ||||||
Daiwa Securities Group, Inc. | 16,300 | 91,822 | ||||||
Daiwabo Holdings Co., Ltd. | 3,400 | 54,327 | ||||||
Denso Corp. | 4,800 | 397,197 | ||||||
Dentsu Group, Inc.(a) | 3,200 | 113,933 | ||||||
Digital Holdings, Inc.(a) | 700 | 8,012 | ||||||
Disco Corp. | 200 | 61,048 | ||||||
Ehime Bank Ltd. (The) | 3,400 | 24,624 | ||||||
Electric Power Development Co., Ltd. | 8,000 | 106,083 | ||||||
ENEOS Holdings, Inc. | 51,700 | 193,188 | ||||||
FANUC Corp. | 1,100 | 232,886 | ||||||
Fast Retailing Co., Ltd. | 200 | 113,430 | ||||||
FIDEA Holdings Co., Ltd. | 1,500 | 17,416 | ||||||
Fuji Electric Co., Ltd. | 2,100 | 114,524 | ||||||
Fujicco Co., Ltd. | 4,600 | 75,139 | ||||||
FUJIFILM Holdings Corp. | 2,600 | 192,502 | ||||||
Fujimi, Inc. | 400 | 26,920 | ||||||
Fujitsu Ltd. | 900 | 154,201 | ||||||
Fukui Bank Ltd. (The) | 2,900 | 35,358 | ||||||
Fukuoka Financial Group, Inc. | 6,300 | 107,831 | ||||||
Furukawa Co., Ltd. | 4,700 | 51,834 | ||||||
Futaba Industrial Co., Ltd. | 7,100 | 26,820 | ||||||
GMO Financial Holdings, Inc.(a) | 11,000 | 80,717 | ||||||
H-One Co., Ltd. | 1,600 | 9,393 | ||||||
H.U. Group Holdings, Inc. | 4,100 | 103,964 | ||||||
Hagiwara Electric Holdings Co., Ltd. | 600 | 10,921 | ||||||
Hakudo Co., Ltd. | 100 | 2,567 | ||||||
Haseko Corp. | 8,100 | 100,305 | ||||||
Hitachi Ltd. | 5,600 | 302,966 | ||||||
Hokkaido Gas Co., Ltd. | 100 | 1,323 | ||||||
Hokkoku Financial Holdings, Inc. | 3,700 | 81,933 | ||||||
Honda Motor Co., Ltd. | 13,400 | 375,859 | ||||||
House Do Co., Ltd. | 2,400 | 19,216 |
See Notes to Financial Statements.
WisdomTree Trust | 23 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
Hoya Corp. | 900 | $ | 133,724 | |||||
Hulic Co., Ltd. | 3,700 | 35,087 | ||||||
Hyakujushi Bank Ltd. (The) | 1,300 | 16,990 | ||||||
Ichinen Holdings Co., Ltd. | 1,400 | 16,255 | ||||||
Idemitsu Kosan Co., Ltd. | 4,500 | 114,771 | ||||||
Iida Group Holdings Co., Ltd. | 2,200 | 51,124 | ||||||
Inpex Corp. | 21,200 | 184,468 | ||||||
Isuzu Motors Ltd. | 6,400 | 79,531 | ||||||
ITOCHU Corp. | 18,300 | 559,067 | ||||||
J-Oil Mills, Inc. | 4,700 | 68,160 | ||||||
J. Front Retailing Co., Ltd. | 6,500 | 59,099 | ||||||
Japan Exchange Group, Inc. | 4,100 | 89,651 | ||||||
Japan Post Holdings Co., Ltd. | 49,500 | 385,494 | ||||||
Japan Post Insurance Co., Ltd. | 5,300 | 85,146 | ||||||
Japan Property Management Center Co., Ltd. | 900 | 7,831 | ||||||
Japan Tobacco, Inc.(a) | 51,200 | 1,032,626 | ||||||
JDC Corp. | 8,200 | 39,877 | ||||||
JFE Holdings, Inc. | 5,900 | 75,162 | ||||||
JM Holdings Co., Ltd.(a) | 1,700 | 24,314 | ||||||
JSR Corp. | 2,500 | 94,981 | ||||||
Kajima Corp. | 1,300 | 14,913 | ||||||
Kansai Electric Power Co., Inc. (The) | 5,900 | 55,027 | ||||||
Kao Corp. | 1,600 | 83,630 | ||||||
KDDI Corp. | 33,400 | 975,127 | ||||||
Keiyo Bank Ltd. (The) | 19,800 | 80,125 | ||||||
Keyence Corp. | 330 | 207,133 | ||||||
Ki-Star Real Estate Co., Ltd. | 300 | 23,264 | ||||||
Kikkoman Corp. | 800 | 67,179 | ||||||
Kirin Holdings Co., Ltd.(a) | 8,600 | 137,938 | ||||||
Kisoji Co., Ltd. | 3,400 | 64,867 | ||||||
Kobe Steel Ltd. | 15,300 | 76,663 | ||||||
Komatsu Ltd. | 7,200 | 168,410 | ||||||
Kubota Corp. | 7,000 | 155,221 | ||||||
Kuraray Co., Ltd.(a) | 6,000 | 52,052 | ||||||
Kyowa Kirin Co., Ltd. | 3,500 | 95,285 | ||||||
Kyushu Electric Power Co., Inc. | 16,100 | 119,818 | ||||||
Kyushu Railway Co. | 4,900 | 101,783 | ||||||
Lawson, Inc. | 1,400 | 66,258 | ||||||
LEC, Inc. | 2,500 | 18,779 | ||||||
LIFULL Co., Ltd. | 15,400 | 32,363 | ||||||
LIKE, Inc. | 500 | 7,742 | ||||||
Lixil Corp. | 4,100 | 109,127 | ||||||
Makita Corp. | 1,300 | 55,125 | ||||||
Marubeni Corp. | 23,600 | 229,432 | ||||||
Marvelous, Inc. | 3,900 | 24,757 | ||||||
Matsui Securities Co., Ltd. | 3,100 | 21,294 | ||||||
MatsukiyoCocokara & Co. | 1,400 | 51,791 | ||||||
Mebuki Financial Group, Inc. | 41,100 | 84,588 | ||||||
MEIJI Holdings Co., Ltd. | 1,900 | 113,187 | ||||||
Mie Kotsu Group Holdings, Inc. | 3,900 | 16,358 | ||||||
MINEBEA MITSUMI, Inc. | 3,100 | 87,895 | ||||||
Ministop Co., Ltd. | 100 | 1,220 | ||||||
Mitsubishi Chemical Holdings Corp. | 19,300 | 142,795 | ||||||
Mitsubishi Corp. | 17,500 | 554,991 | ||||||
Mitsubishi Electric Corp. | 13,800 | 174,784 | ||||||
Mitsubishi Estate Co., Ltd. | 9,400 | 130,158 | ||||||
Mitsubishi Gas Chemical Co., Inc. | 4,000 | 67,665 | ||||||
Mitsubishi HC Capital, Inc. | 23,700 | 117,106 | ||||||
Mitsubishi Heavy Industries Ltd. | 3,500 | 80,817 | ||||||
Mitsubishi Materials Corp. | 5,000 | 85,754 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 165,200 | 896,474 | ||||||
Mitsui Chemicals, Inc. | 2,300 | 61,717 | ||||||
Mitsui Fudosan Co., Ltd. | 3,600 | 71,231 | ||||||
Mitsui OSK Lines Ltd. | 3,100 | 229,899 | ||||||
Miyazaki Bank Ltd. (The) | 1,100 | 19,869 | ||||||
Mizuho Financial Group, Inc. | 28,950 | 367,799 | ||||||
Mizuho Medy Co., Ltd.(a) | 300 | 6,143 | ||||||
MS&AD Insurance Group Holdings, Inc. | 9,300 | 286,620 | ||||||
Murata Manufacturing Co., Ltd. | 3,900 | 310,124 | ||||||
Nabtesco Corp.(a) | 1,400 | 41,396 | ||||||
NEC Capital Solutions Ltd. | 800 | 13,964 | ||||||
NEC Corp. | 2,400 | 110,668 | ||||||
NET One Systems Co., Ltd. | 1,200 | 32,304 | ||||||
NGK Insulators Ltd. | 4,400 | 74,279 | ||||||
NGK Spark Plug Co., Ltd. | 3,600 | 62,618 | ||||||
Nidec Corp. | 700 | 82,185 | ||||||
Nihon Chouzai Co., Ltd. | 2,100 | 25,075 | ||||||
Nihon Flush Co., Ltd.(a) | 1,500 | 13,964 | ||||||
Nihon Tokushu Toryo Co., Ltd. | 1,500 | 11,372 | ||||||
Nihon Unisys Ltd. | 3,300 | 92,562 | ||||||
Nintendo Co., Ltd. | 1,300 | 605,662 | ||||||
Nippon Aqua Co., Ltd. | 3,300 | 19,687 | ||||||
Nippon Carbon Co., Ltd.(a) | 1,500 | 54,318 | ||||||
Nippon Electric Glass Co., Ltd.(a) | 3,900 | 99,875 | ||||||
Nippon Express Co., Ltd.* | 1,800 | 106,526 | ||||||
Nippon Gas Co., Ltd. | 5,100 | 67,539 | ||||||
Nippon Steel Corp. | 7,100 | 115,821 | ||||||
Nippon Telegraph & Telephone Corp. | 53,000 | 1,449,785 | ||||||
Nippon Yusen K.K. | 3,000 | 228,214 | ||||||
Nishimatsu Construction Co., Ltd. | 3,000 | 94,959 | ||||||
Nissan Chemical Corp. | 1,100 | 63,810 | ||||||
Nissin Foods Holdings Co., Ltd. | 1,300 | 94,716 | ||||||
Nitori Holdings Co., Ltd. | 100 | 14,958 | ||||||
Nitto Denko Corp. | 1,900 | 146,681 | ||||||
NOF Corp. | 1,600 | 80,726 | ||||||
Nomura Real Estate Holdings, Inc. | 3,300 | 75,855 | ||||||
Nomura Research Institute Ltd. | 3,400 | 145,708 | ||||||
NS United Kaiun Kaisha Ltd. | 500 | 15,175 | ||||||
NTT Data Corp. | 6,900 | 147,761 | ||||||
Oita Bank Ltd. (The) | 1,700 | 26,986 | ||||||
Oji Holdings Corp. | 15,800 | 76,424 | ||||||
Okinawa Financial Group, Inc. | 3,600 | 69,089 | ||||||
Okuwa Co., Ltd. | 2,700 | 22,298 | ||||||
Olympus Corp. | 2,700 | 62,122 | ||||||
Omron Corp. | 800 | 79,614 | ||||||
Ono Pharmaceutical Co., Ltd. | 5,900 | 146,328 | ||||||
Open House Co., Ltd. | 1,300 | 67,961 | ||||||
Osaka Gas Co., Ltd. | 5,900 | 97,398 |
See Notes to Financial Statements.
24 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
Otsuka Holdings Co., Ltd. | 2,400 | $ | 86,888 | |||||
Panasonic Corp. | 16,700 | 183,453 | ||||||
Pigeon Corp.(a) | 4,300 | 82,075 | ||||||
Pola Orbis Holdings, Inc.(a) | 4,200 | 69,918 | ||||||
Premium Group Co., Ltd. | 200 | 6,556 | ||||||
Recruit Holdings Co., Ltd. | 2,500 | 151,361 | ||||||
Resona Holdings, Inc. | 16,900 | 65,660 | ||||||
Rohm Co., Ltd. | 700 | 63,645 | ||||||
Roland Corp. | 700 | 23,890 | ||||||
Sala Corp. | 3,000 | 16,465 | ||||||
Sanoh Industrial Co., Ltd. | 800 | 6,572 | ||||||
Sanshin Electronics Co., Ltd.(a) | 1,100 | 14,099 | ||||||
SBI Holdings, Inc. | 3,300 | 89,840 | ||||||
Scala, Inc.(a) | 500 | 2,866 | ||||||
Scroll Corp. | 400 | 2,949 | ||||||
SCSK Corp. | 5,400 | 107,339 | ||||||
Secom Co., Ltd. | 1,100 | 76,285 | ||||||
Sega Sammy Holdings, Inc. | 6,100 | 95,721 | ||||||
Seikagaku Corp. | 4,600 | 37,589 | ||||||
Seiko Epson Corp. | 6,800 | 122,294 | ||||||
Sekisui Chemical Co., Ltd. | 7,500 | 125,179 | ||||||
Sekisui House Ltd. | 9,600 | 205,830 | ||||||
Senshu Ikeda Holdings, Inc.(a) | 7,200 | 10,629 | ||||||
Seven & I Holdings Co., Ltd. | 3,300 | 144,890 | ||||||
SG Holdings Co., Ltd. | 2,800 | 65,480 | ||||||
Shimadzu Corp. | 1,200 | 50,593 | ||||||
Shimamura Co., Ltd. | 800 | 67,110 | ||||||
Shimano, Inc. | 400 | 106,500 | ||||||
Shimizu Corp. | 11,200 | 69,347 | ||||||
Shin-Etsu Chemical Co., Ltd. | 1,700 | 294,073 | ||||||
Shinnihon Corp. | 2,000 | 14,190 | ||||||
Shionogi & Co., Ltd. | 2,300 | 162,281 | ||||||
Shiseido Co., Ltd. | 1,400 | 77,978 | ||||||
SMC Corp. | 100 | 67,379 | ||||||
Sodick Co., Ltd. | 6,900 | 49,074 | ||||||
SoftBank Corp. | 116,300 | 1,468,962 | ||||||
SoftBank Group Corp. | 3,400 | 160,441 | ||||||
Sojitz Corp. | 4,780 | 71,728 | ||||||
Sompo Holdings, Inc. | 4,700 | 198,318 | ||||||
Sony Group Corp. | 2,100 | 263,970 | ||||||
Square Enix Holdings Co., Ltd. | 1,200 | 61,482 | ||||||
Subaru Corp. | 2,300 | 41,085 | ||||||
Sumitomo Chemical Co., Ltd. | 11,100 | 52,244 | ||||||
Sumitomo Corp. | 9,600 | 141,764 | ||||||
Sumitomo Dainippon Pharma Co., Ltd. | 3,200 | 36,820 | ||||||
Sumitomo Electric Industries Ltd. | 3,800 | 49,482 | ||||||
Sumitomo Forestry Co., Ltd. | 3,300 | 63,791 | ||||||
Sumitomo Heavy Industries Ltd. | 3,900 | 94,456 | ||||||
Sumitomo Metal Mining Co., Ltd. | 3,700 | 139,768 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 17,700 | 606,062 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 5,200 | 173,537 | ||||||
Sumitomo Realty & Development Co., Ltd. | 2,100 | 61,693 | ||||||
Sumitomo Rubber Industries Ltd. | 10,600 | 107,882 | ||||||
Suncall Corp. | 2,400 | 12,880 | ||||||
Suntory Beverage & Food Ltd. | 2,900 | 104,763 | ||||||
Suzuki Motor Corp. | 2,500 | 96,153 | ||||||
Sysmex Corp. | 900 | 121,532 | ||||||
Tachi-S Co., Ltd. | 1,000 | 10,976 | ||||||
Taihei Dengyo Kaisha Ltd. | 1,800 | 44,861 | ||||||
Taiho Kogyo Co., Ltd.(a) | 1,900 | 13,398 | ||||||
Taisei Corp. | 2,500 | 75,876 | ||||||
Takeda Pharmaceutical Co., Ltd. | 22,600 | 615,659 | ||||||
Tama Home Co., Ltd. | 800 | 16,055 | ||||||
TDK Corp. | 2,100 | 81,881 | ||||||
Terumo Corp. | 2,500 | 105,510 | ||||||
Toho Bank Ltd. (The) | 18,300 | 33,690 | ||||||
Toho Gas Co., Ltd. | 2,300 | 58,501 | ||||||
Toho Zinc Co., Ltd.(a) | 500 | 9,895 | ||||||
Tokai Carbon Co., Ltd. | 5,000 | 52,451 | ||||||
Tokio Marine Holdings, Inc. | 6,800 | 377,453 | ||||||
Tokyo Electron Device Ltd. | 300 | 17,116 | ||||||
Tokyo Electron Ltd. | 1,400 | 805,801 | ||||||
Tokyo Gas Co., Ltd. | 4,400 | 78,788 | ||||||
Tokyo Tekko Co., Ltd.(a) | 1,200 | 13,797 | ||||||
Tokyu Fudosan Holdings Corp. | 17,400 | 97,158 | ||||||
TOMONY Holdings, Inc. | 9,600 | 26,427 | ||||||
Toray Industries, Inc. | 14,100 | 83,482 | ||||||
Toshiba Corp. | 2,300 | 94,473 | ||||||
Tosoh Corp. | 5,900 | 87,407 | ||||||
TOTO Ltd. | 1,200 | 55,126 | ||||||
Towa Bank Ltd. (The) | 9,800 | 46,126 | ||||||
Toyo Kanetsu K.K. | 200 | 4,361 | ||||||
Toyo Seikan Group Holdings Ltd. | 4,600 | 54,846 | ||||||
Toyo Suisan Kaisha Ltd. | 400 | 16,934 | ||||||
Toyota Boshoku Corp. | 6,300 | 123,423 | ||||||
Toyota Motor Corp. | 109,770 | 2,007,040 | ||||||
Toyota Tsusho Corp. | 3,400 | 156,485 | ||||||
TPR Co., Ltd. | 2,800 | 34,673 | ||||||
Trend Micro, Inc.* | 2,200 | 122,079 | ||||||
Tsurumi Manufacturing Co., Ltd. | 1,800 | 25,885 | ||||||
Tv Tokyo Holdings Corp. | 4,100 | 72,704 | ||||||
Unicharm Corp. | 2,500 | 108,528 | ||||||
USS Co., Ltd. | 1,000 | 15,596 | ||||||
V Technology Co., Ltd. | 300 | 9,366 | ||||||
Vital KSK Holdings, Inc. | 2,700 | 18,921 | ||||||
Wakita & Co., Ltd. | 3,000 | 28,032 | ||||||
Yakult Honsha Co., Ltd. | 1,500 | 78,156 | ||||||
YAMABIKO Corp.(a) | 2,400 | 25,968 | ||||||
Yamada Holdings Co., Ltd. | 30,200 | 103,066 | ||||||
Yamagata Bank Ltd. (The) | 4,800 | 36,181 | ||||||
Yamaha Corp. | 1,100 | 54,162 | ||||||
Yamaha Motor Co., Ltd.(a) | 3,700 | 88,648 | ||||||
Yamanashi Chuo Bank Ltd. (The) | 3,400 | 25,392 | ||||||
Yamato Holdings Co., Ltd. | 3,400 | 79,807 | ||||||
Yokohama Rubber Co., Ltd. (The)(a) | 1,000 | 16,004 | ||||||
Yokorei Co., Ltd. | 3,800 | 27,554 | ||||||
Yorozu Corp. | 600 | 5,591 | ||||||
Zeon Corp. | 3,900 | 44,942 | ||||||
|
| |||||||
Total Japan |
| 35,292,575 |
See Notes to Financial Statements.
WisdomTree Trust | 25 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
Netherlands – 2.4% |
| |||||||
Aalberts N.V. | 299 | $ | 19,810 | |||||
Aegon N.V. | 8,093 | 40,430 | ||||||
Akzo Nobel N.V. | 1,561 | 171,304 | ||||||
Arcadis N.V. | 309 | 14,878 | ||||||
ASM International N.V. | 284 | 125,536 | ||||||
ASML Holding N.V. | 767 | 616,406 | ||||||
ASR Nederland N.V. | 3,388 | 156,040 | ||||||
BE Semiconductor Industries N.V. | 596 | 50,846 | ||||||
Euronext N.V.(b) | 399 | 41,404 | ||||||
Heineken Holding N.V. | 1,091 | 100,682 | ||||||
Heineken N.V. | 928 | 104,329 | ||||||
ING Groep N.V. | 33,291 | 463,464 | ||||||
Koninklijke Ahold Delhaize N.V. | 10,506 | 360,036 | ||||||
Koninklijke DSM N.V. | 941 | 211,881 | ||||||
Koninklijke KPN N.V. | 60,626 | 188,217 | ||||||
Koninklijke Philips N.V. | 4,893 | 182,315 | ||||||
Koninklijke Vopak N.V. | 1,634 | 57,232 | ||||||
NN Group N.V. | 6,250 | 338,388 | ||||||
PostNL N.V. | 22,642 | 98,539 | ||||||
Randstad N.V. | 2,475 | 168,987 | ||||||
Rhi Magnesita N.V. | 1,755 | 78,586 | ||||||
SBM Offshore N.V. | 3,947 | 58,777 | ||||||
Signify N.V.(b) | 2,129 | 98,732 | ||||||
Wolters Kluwer N.V. | 2,159 | 254,360 | ||||||
|
| |||||||
Total Netherlands |
| 4,001,179 | ||||||
Norway – 1.8% |
| |||||||
ABG Sundal Collier Holding ASA | 15,044 | 15,746 | ||||||
AF Gruppen ASA | 4,135 | 90,781 | ||||||
Aker ASA, Class A | 772 | 72,225 | ||||||
Aker BP ASA | 3,081 | 94,894 | ||||||
Austevoll Seafood ASA | 7,072 | 85,329 | ||||||
DNB Bank ASA | 14,275 | 326,996 | ||||||
Equinor ASA | 28,532 | 763,265 | ||||||
Gjensidige Forsikring ASA | 7,924 | 192,297 | ||||||
Hunter Group ASA* | 7,054 | 2,368 | ||||||
Kid ASA(b) | 2,416 | 30,850 | ||||||
Komplett Bank ASA* | 20,763 | 18,201 | ||||||
Kongsberg Gruppen ASA | 3,021 | 97,979 | ||||||
Mowi ASA | 1,257 | 29,749 | ||||||
Norsk Hydro ASA | 16,384 | 129,165 | ||||||
Orkla ASA | 16,556 | 165,892 | ||||||
Pareto Bank ASA | 6,987 | 47,144 | ||||||
Storebrand ASA | 8,043 | 80,737 | ||||||
Telenor ASA | 32,002 | 502,986 | ||||||
TGS ASA | 3,404 | 32,649 | ||||||
Veidekke ASA | 7,807 | 117,216 | ||||||
Yara International ASA | 3,290 | 166,024 | ||||||
|
| |||||||
Total Norway |
| 3,062,493 | ||||||
Portugal – 0.3% |
| |||||||
EDP – Energias de Portugal S.A. | 35,734 | 196,356 | ||||||
Galp Energia, SGPS, S.A. | 16,426 | 159,151 | ||||||
Jeronimo Martins, SGPS, S.A. | 3,859 | 88,208 | ||||||
|
| |||||||
Total Portugal |
| 443,715 | ||||||
Singapore – 1.6% |
| |||||||
China Aviation Oil Singapore Corp., Ltd. | 28,400 | 19,802 | ||||||
DBS Group Holdings Ltd. | 31,763 | 769,484 | ||||||
Hour Glass Ltd. (The) | 12,000 | 18,158 | ||||||
Jardine Cycle & Carriage Ltd. | 5,900 | 90,153 | ||||||
Keppel Corp., Ltd. | 35,700 | 135,581 | ||||||
NetLink NBN Trust | 176,900 | 131,217 | ||||||
Olam International Ltd. | 74,700 | 96,966 | ||||||
Oversea-Chinese Banking Corp., Ltd. | 53,401 | 451,561 | ||||||
Propnex Ltd. | 12,000 | 15,043 | ||||||
Riverstone Holdings Ltd. | 72,000 | 37,385 | ||||||
Sembcorp Industries Ltd. | 49,200 | 72,989 | ||||||
Singapore Exchange Ltd. | 12,900 | 88,989 | ||||||
Singapore Technologies Engineering Ltd. | 34,800 | 97,057 | ||||||
Singapore Telecommunications Ltd. | 90,400 | 155,567 | ||||||
United Overseas Bank Ltd. | 24,728 | 493,404 | ||||||
Venture Corp., Ltd. | 8,300 | 112,727 | ||||||
|
| |||||||
Total Singapore |
| 2,786,083 | ||||||
Spain – 2.7% |
| |||||||
Acciona S.A. | 560 | 107,051 | ||||||
Acerinox S.A. | 9,886 | 127,994 | ||||||
Aedas Homes S.A.(b) | 2,072 | 56,786 | ||||||
Banco Bilbao Vizcaya Argentaria S.A. | 57,974 | 346,122 | ||||||
Banco Santander S.A. | 58,031 | 194,052 | ||||||
CaixaBank S.A. | 28,757 | 78,944 | ||||||
Cia de Distribucion Integral Logista Holdings S.A. | 6,968 | 138,908 | ||||||
ContourGlobal PLC(b) | 20,747 | 53,785 | ||||||
EDP Renovaveis S.A. | 2,941 | 73,245 | ||||||
Enagas S.A. | 2,842 | 65,931 | ||||||
Ferrovial S.A. | 5,312 | 166,485 | ||||||
Fomento de Construcciones y Contratas S.A. | 6,978 | 87,924 | ||||||
Grupo Catalana Occidente S.A. | 3,088 | 105,350 | ||||||
Iberdrola S.A. | 68,110 | 806,303 | ||||||
Industria de Diseno Textil S.A. | 16,928 | 549,217 | ||||||
Inmobiliaria Colonial Socimi S.A. | 8,102 | 76,012 | ||||||
Linea Directa Aseguradora S.A. Cia de Seguros y Reaseguros(a) | 48,681 | 89,047 | ||||||
Mapfre S.A. | 92,885 | 190,713 | ||||||
Metrovacesa S.A.(b) | 7,425 | 60,119 | ||||||
Naturgy Energy Group S.A. | 18,154 | 591,059 | ||||||
Prosegur Cash S.A.(a)(b) | 23,549 | 16,764 | ||||||
Red Electrica Corp. S.A.(a) | 4,688 | 101,426 | ||||||
Repsol S.A. | 15,326 | 181,886 | ||||||
Viscofan S.A. | 1,719 | 111,231 | ||||||
Zardoya Otis S.A. | 14,486 | 117,126 | ||||||
|
| |||||||
Total Spain |
| 4,493,480 | ||||||
Sweden – 3.2% |
| |||||||
Alfa Laval AB | 2,047 | 82,388 | ||||||
Assa Abloy AB, Class B | 6,310 | 192,495 | ||||||
Atlas Copco AB, Class A | 4,484 | 309,933 | ||||||
Atlas Copco AB, Class B | 2,981 | 175,228 | ||||||
Axfood AB | 5,655 | 162,645 | ||||||
Boliden AB | 1,535 | 59,339 |
See Notes to Financial Statements.
26 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
Castellum AB | 4,595 | $ | 123,733 | |||||
Elekta AB, Class B(a) | 8,464 | 107,087 | ||||||
Epiroc AB, Class A | 5,426 | 137,360 | ||||||
EQT AB | 3,324 | 180,998 | ||||||
Essity AB, Class B | 5,512 | 179,840 | ||||||
Evolution AB(b) | 667 | 94,755 | ||||||
Fabege AB | 6,529 | 109,287 | ||||||
FastPartner AB, Class A(a) | 6,246 | 83,751 | ||||||
Hexagon AB, Class B | 2,040 | 32,367 | ||||||
Hexpol AB | 8,935 | 119,708 | ||||||
Intrum AB | 3,241 | 83,550 | ||||||
Investment AB Latour, Class B | 2,927 | 119,196 | ||||||
Lundin Energy AB | 6,238 | 223,577 | ||||||
Nordic Paper Holding AB | 5,575 | 23,399 | ||||||
Peab AB, Class B | 10,846 | 136,805 | ||||||
Saab AB, Class B | 3,309 | 84,170 | ||||||
Sandvik AB | 5,715 | 159,447 | ||||||
Scandi Standard AB | 11,510 | 52,123 | ||||||
Securitas AB, Class B | 6,902 | 95,024 | ||||||
Skandinaviska Enskilda Banken AB, Class A | 23,235 | 322,970 | ||||||
Skanska AB, Class B | 5,940 | 153,653 | ||||||
SKF AB, Class B | 2,964 | 70,222 | ||||||
Svenska Cellulosa AB SCA, Class B | 1,953 | 34,675 | ||||||
Svenska Handelsbanken AB, Class A | 14,683 | 158,704 | ||||||
Svenska Handelsbanken AB, Class B(a) | 6,173 | 73,499 | ||||||
Swedbank AB, Class A | 5,556 | 111,748 | ||||||
Swedish Match AB | 18,968 | 150,883 | ||||||
Tele2 AB, Class B | 14,319 | 204,176 | ||||||
Telefonaktiebolaget LM Ericsson, Class B | 19,543 | 215,400 | ||||||
Telia Co. AB | 49,074 | 191,903 | ||||||
Trelleborg AB, Class B | 5,810 | 152,600 | ||||||
Volvo AB, Class A | 6,617 | 155,379 | ||||||
Volvo AB, Class B | 9,450 | 218,823 | ||||||
|
| |||||||
Total Sweden |
| 5,342,840 | ||||||
Switzerland – 9.4% |
| |||||||
ABB Ltd., Registered Shares | 20,257 | 775,909 | ||||||
Adecco Group AG, Registered Shares | 1,210 | 61,884 | ||||||
Baloise Holding AG, Registered Shares | 683 | 111,766 | ||||||
Banque Cantonale Vaudoise, Registered Shares | 215 | 16,706 | ||||||
BKW AG | 689 | 89,684 | ||||||
Cie Financiere Richemont S.A., Registered Shares | 2,441 | 366,893 | ||||||
Clariant AG, Registered Shares* | 967 | 20,165 | ||||||
Coca-Cola HBC AG* | 3,114 | 107,764 | ||||||
DKSH Holding AG | 1,125 | 92,973 | ||||||
EMS-Chemie Holding AG, Registered Shares | 192 | 215,148 | ||||||
Geberit AG, Registered Shares | 233 | 190,563 | ||||||
Helvetia Holding AG, Registered Shares | 696 | 82,040 | ||||||
Holcim Ltd., Registered Shares* | 5,999 | 306,221 | ||||||
Julius Baer Group Ltd. | 1,457 | 97,832 | ||||||
Kuehne + Nagel International AG, Registered Shares | 986 | 318,585 | ||||||
Landis + Gyr Group AG* | 791 | 53,607 | ||||||
Logitech International S.A., Registered Shares | 922 | 77,795 | ||||||
Lonza Group AG, Registered Shares | 161 | 134,575 | ||||||
Mobilezone Holding AG, Registered Shares | 3,479 | 52,005 | ||||||
Nestle S.A., Registered Shares | 26,811 | 3,749,979 | ||||||
Novartis AG, Registered Shares | 24,480 | 2,156,894 | ||||||
Partners Group Holding AG | 225 | 373,498 | ||||||
PSP Swiss Property AG, Registered Shares | 764 | 95,338 | ||||||
Roche Holding AG | 4,932 | 2,052,045 | ||||||
Roche Holding AG, Bearer Shares | 1,119 | 502,055 | ||||||
Schindler Holding AG, Registered Shares | 192 | 51,501 | ||||||
SGS S.A., Registered Shares | 90 | 300,971 | ||||||
SIG Combibloc Group AG* | 3,477 | 97,157 | ||||||
Sika AG, Registered Shares | 561 | 234,091 | ||||||
Sonova Holding AG, Registered Shares | 40 | 15,708 | ||||||
STMicroelectronics N.V. | 1,757 | 87,435 | ||||||
Sulzer AG, Registered Shares | 1,057 | 104,232 | ||||||
Swatch Group AG (The), Registered Shares | 1,636 | 95,971 | ||||||
Swiss Life Holding AG, Registered Shares | 480 | 294,485 | ||||||
Swiss Prime Site AG, Registered Shares | 1,372 | 134,994 | ||||||
Swisscom AG, Registered Shares | 843 | 476,110 | ||||||
UBS Group AG, Registered Shares | 24,583 | 443,015 | ||||||
VAT Group AG(b) | 280 | 139,639 | ||||||
Zurich Insurance Group AG | 2,873 | 1,262,524 | ||||||
|
| |||||||
Total Switzerland |
| 15,839,757 | ||||||
United Kingdom – 14.8% |
| |||||||
Abrdn PLC | 32,532 | 106,148 | ||||||
Admiral Group PLC | 10,118 | 432,646 | ||||||
Airtel Africa PLC(b) | 69,903 | 126,587 | ||||||
Anglo American PLC | 23,019 | 940,331 | ||||||
Antofagasta PLC | 11,372 | 206,167 | ||||||
Ashmore Group PLC | 24,760 | 97,590 | ||||||
Ashtead Group PLC | 2,150 | 173,035 | ||||||
AstraZeneca PLC | 9,868 | 1,159,877 | ||||||
Aviva PLC | 68,003 | 378,006 | ||||||
BAE Systems PLC | 49,482 | 368,481 | ||||||
Barclays PLC | 38,330 | 97,083 | ||||||
Barratt Developments PLC | 14,202 | 143,884 | ||||||
Bellway PLC | 2,436 | 110,069 | ||||||
Big Yellow Group PLC | 5,326 | 123,140 | ||||||
BP PLC | 215,450 | 964,453 | ||||||
British Land Co. PLC (The) | 18,412 | 132,421 | ||||||
Bunzl PLC | 4,835 | 188,932 | ||||||
Burberry Group PLC | 3,435 | 84,560 | ||||||
Cazoo Group Ltd.* | 2,777 | 16,745 | ||||||
Central Asia Metals PLC | 16,997 | 59,626 | ||||||
Close Brothers Group PLC | 6,105 | 116,096 | ||||||
CNH Industrial N.V. | 1,910 | 37,077 | ||||||
Coca-Cola Europacific Partners PLC | 2,446 | 136,520 | ||||||
Computacenter PLC | 2,922 | 115,169 | ||||||
ConvaTec Group PLC(b) | 33,213 | 86,889 | ||||||
Croda International PLC | 947 | 129,806 | ||||||
Daily Mail & General Trust PLC, Class A Non-Voting Shares | 4,832 | 17,671 | ||||||
DCC PLC | 958 | 78,503 | ||||||
Diageo PLC | 18,448 | 1,008,471 | ||||||
Direct Line Insurance Group PLC | 46,784 | 176,793 | ||||||
Diversified Energy Co. PLC | 41,324 | 58,434 |
See Notes to Financial Statements.
WisdomTree Trust | 27 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
Investments | Shares | Value | ||||||
Domino’s Pizza Group PLC | 15,118 | $ | 93,946 | |||||
Drax Group PLC | 11,278 | 92,417 | ||||||
DS Smith PLC | 17,238 | 89,610 | ||||||
Ferrexpo PLC | 22,727 | 92,163 | ||||||
Fresnillo PLC | 11,544 | 139,596 | ||||||
GlaxoSmithKline PLC | 71,756 | 1,561,453 | ||||||
Grafton Group PLC | 4,253 | 71,027 | ||||||
H&T Group PLC | 2,465 | 9,849 | ||||||
Hargreaves Lansdown PLC | 2,231 | 40,945 | ||||||
Hikma Pharmaceuticals PLC | 3,205 | 96,327 | ||||||
HomeServe PLC | 9,117 | 107,988 | ||||||
HSBC Holdings PLC* | 189,575 | 1,151,998 | ||||||
Hunting PLC | 3,479 | 7,973 | ||||||
IMI PLC | 4,729 | 111,194 | ||||||
Imperial Brands PLC | 32,763 | 717,336 | ||||||
Inchcape PLC | 9,267 | 114,158 | ||||||
Intertek Group PLC | 1,034 | 78,848 | ||||||
Investec PLC | 11,209 | 61,108 | ||||||
J Sainsbury PLC | 27,941 | 104,376 | ||||||
James Fisher & Sons PLC* | 1,476 | 7,387 | ||||||
Johnson Matthey PLC | 2,373 | 65,761 | ||||||
Jupiter Fund Management PLC | 12,623 | 43,837 | ||||||
Kingfisher PLC | 23,582 | 108,055 | ||||||
Land Securities Group PLC | 17,559 | 184,650 | ||||||
Legal & General Group PLC | 78,023 | 314,393 | ||||||
Linde PLC* | 2,041 | 710,233 | ||||||
Lloyds Banking Group PLC | 387,799 | 251,072 | ||||||
London Stock Exchange Group PLC | 1,056 | 99,120 | ||||||
Mondi PLC | 2,896 | 71,625 | ||||||
Moneysupermarket.com Group PLC | 32,258 | 94,374 | ||||||
Morgan Sindall Group PLC | 1,605 | 54,782 | ||||||
National Grid PLC | 46,172 | 662,774 | ||||||
Natwest Group PLC | 75,256 | 230,057 | ||||||
OSB Group PLC | 17,394 | 130,636 | ||||||
Pan African Resources PLC | 20,488 | 4,634 | ||||||
Pearson PLC | 1,987 | 16,503 | ||||||
Pets at Home Group PLC | 6,307 | 39,723 | ||||||
Reach PLC | 3,702 | 14,165 | ||||||
Reckitt Benckiser Group PLC | 4,890 | 420,047 | ||||||
Redde Northgate PLC | 3,032 | 17,926 | ||||||
Redrow PLC | 6,455 | 61,271 | ||||||
RELX PLC | 13,228 | 430,358 | ||||||
Rio Tinto PLC | 44,400 | 3,001,931 | ||||||
Rotork PLC | 20,722 | 100,255 | ||||||
Royal Dutch Shell PLC, Class A | 34,198 | 751,209 | ||||||
Royal Dutch Shell PLC, Class B | 27,770 | 610,235 | ||||||
Royal Mail PLC | 13,775 | 94,407 | ||||||
Sage Group PLC (The) | 3,925 | 45,326 | ||||||
Schroders PLC | 3,231 | 155,794 | ||||||
Segro PLC | 8,830 | 171,802 | ||||||
Severn Trent PLC | 3,077 | 122,820 | ||||||
Smith & Nephew PLC | 3,416 | 59,848 | ||||||
Smiths Group PLC | 3,891 | 83,242 | ||||||
SSE PLC | 20,207 | 451,321 | ||||||
St. James’s Place PLC | 6,075 | 138,523 | ||||||
Standard Chartered PLC | 25,589 | 155,411 | ||||||
Synthomer PLC | 14,203 | 76,872 | ||||||
Tate & Lyle PLC | 16,864 | 151,073 | ||||||
Taylor Wimpey PLC | 86,964 | 206,719 | ||||||
TBC Bank Group PLC | 1,983 | 44,317 | ||||||
Tesco PLC | 54,274 | 213,110 | ||||||
Unilever PLC | 24,424 | 1,305,214 | ||||||
United Utilities Group PLC | 16,765 | 247,283 | ||||||
UP Global Sourcing Holdings PLC | 861 | 2,379 | ||||||
Vivo Energy PLC(b) | 60,166 | 107,406 | ||||||
|
| |||||||
Total United Kingdom |
| 24,943,402 | ||||||
TOTAL COMMON STOCKS (Cost: $144,062,436) |
| 168,557,935 | ||||||
RIGHTS – 0.0% |
| |||||||
Austria – 0.0% |
| |||||||
CA Immobilien Anlagen AG*† (Cost: $0) | 1,448 | 0 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.2% |
| |||||||
United States – 2.2% |
| |||||||
State Street Navigator Securities Lending | ||||||||
(Cost: $3,643,425) | 3,643,425 | 3,643,425 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 102.3% (Cost: $147,705,861) |
| 172,201,360 | ||||||
Other Assets less Liabilities – (2.3)% |
| (3,855,360 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 168,346,000 |
* | Non-income producing security. |
† | Security is being fair valued using significant unobservable inputs by a pricing committee under the direction of the Board of Trustees. The aggregate value of fair valued securities is $0, which represents 0.0% of net assets. |
(a) | Security, or portion thereof, was on loan at December 31, 2021 (See Note 2). At December 31, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $5,111,961 and the total market value of the collateral held by the Fund was $5,386,716. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,743,291. |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(c) | Rate shown represents annualized 7-day yield as of December 31, 2021. |
See Notes to Financial Statements.
28 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of be Purchased | Amount and Description of be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 3,322,928 | CHF | 3,647,117 | USD | $ | — | $ | (63 | ) | ||||||||||||||||||
Citibank N.A. | 1/5/2022 | 2,643,330 | DKK | 404,178 | USD | — | (6 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 7,351,391 | EUR | 8,360,105 | USD | 58 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 298,706 | ILS | 95,973 | USD | 0 | ^ | — | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 3,258,195 | NOK | 369,469 | USD | 5 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 12,359,362 | SEK | 1,365,096 | USD | 10 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 496,611 | SGD | 368,361 | USD | 1 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 3,674,722 | USD | 3,395,300 | CHF | — | (51,762 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 407,237 | USD | 2,687,160 | DKK | — | (3,636 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 8,423,382 | USD | 7,472,479 | EUR | — | (74,485 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 96,700 | USD | 304,165 | ILS | — | (1,027 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 372,266 | USD | 3,392,475 | NOK | — | (12,435 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 1,375,428 | USD | 12,462,328 | SEK | — | (1,051 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 371,149 | USD | 508,980 | SGD | — | (6,389 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 4,327,713 | AUD | 3,146,477 | USD | — | (4 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 3,691,883 | GBP | 5,000,419 | USD | 43 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 834,889,939 | JPY | 7,250,128 | USD | 61 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 3,170,292 | USD | 4,468,788 | AUD | — | (78,750 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 5,038,267 | USD | 3,804,817 | GBP | — | (115,159 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 7,305,004 | USD | 828,815,526 | JPY | 107,566 | — | |||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 3,384,332 | USD | 4,654,607 | AUD | — | (90 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 3,902,215 | USD | 3,552,834 | CHF | — | (79 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 423,713 | USD | 2,769,606 | DKK | — | (28 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 8,766,305 | USD | 7,704,346 | EUR | — | (308 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 5,312,665 | USD | 3,922,613 | GBP | 11 | — | |||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 101,459 | USD | 315,745 | ILS | — | (1 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 7,354,655 | USD | 846,775,997 | JPY | — | (253 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 388,298 | USD | 3,426,026 | NOK | — | (4 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 1,396,439 | USD | 12,640,763 | SEK | — | (69 | ) | ||||||||||||||||||||
Citibank N.A. | 2/7/2022 | 376,749 | USD | 508,032 | SGD | — | (7 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 3,323,023 | CHF | 3,647,117 | USD | 41 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 2,643,391 | DKK | 404,178 | USD | 3 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 7,351,424 | EUR | 8,360,105 | USD | 95 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 298,712 | ILS | 95,973 | USD | 2 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 3,258,186 | NOK | 369,469 | USD | 4 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 12,359,415 | SEK | 1,365,096 | USD | 16 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 496,614 | SGD | 368,361 | USD | 4 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 3,674,722 | USD | 3,395,410 | CHF | — | (51,883 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 407,237 | USD | 2,687,119 | DKK | — | (3,630 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 8,423,382 | USD | 7,472,347 | EUR | — | (74,334 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 96,700 | USD | 304,381 | ILS | — | (1,096 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 372,266 | USD | 3,392,539 | NOK | — | (12,442 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 1,375,428 | USD | 12,462,464 | SEK | — | (1,066 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 371,149 | USD | 508,980 | SGD | — | (6,388 | ) | ||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 4,327,773 | AUD | 3,146,477 | USD | 39 | — | |||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 3,691,809 | GBP | 5,000,419 | USD | — | (57 | ) | ||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 834,889,214 | JPY | 7,250,128 | USD | 54 | — | |||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 3,170,292 | USD | 4,468,901 | AUD | — | (78,832 | ) | ||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 5,038,267 | USD | 3,804,826 | GBP | — | (115,171 | ) | ||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 7,305,004 | USD | 828,800,916 | JPY | 107,692 | — | |||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 3,384,332 | USD | 4,654,575 | AUD | — | (67 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 3,902,215 | USD | 3,552,846 | CHF | — | (92 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 423,713 | USD | 2,769,479 | DKK | — | (8 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 8,766,305 | �� | USD | 7,704,413 | EUR | — | (385 | ) | |||||||||||||||||||
Goldman Sachs | 2/3/2022 | 5,312,665 | USD | 3,922,514 | GBP | 144 | — |
See Notes to Financial Statements.
WisdomTree Trust | 29 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of be Purchased | Amount and Description of be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 101,459 | USD | 315,744 | ILS | $ | — | $ | (1 | ) | ||||||||||||||||||
Goldman Sachs | 2/3/2022 | 7,354,655 | USD | 846,778,938 | JPY | — | (279 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 388,298 | USD | 3,426,007 | NOK | — | (2 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 1,396,439 | USD | 12,640,342 | SEK | — | (23 | ) | ||||||||||||||||||||
Goldman Sachs | 2/7/2022 | 376,749 | USD | 508,032 | SGD | — | (7 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 101,310 | CHF | 110,418 | USD | 774 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 3,323,005 | CHF | 3,647,117 | USD | 21 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 80,387 | DKK | 12,237 | USD | 54 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 2,643,386 | DKK | 404,178 | USD | 2 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 223,541 | EUR | 253,107 | USD | 1,109 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 7,351,378 | EUR | 8,360,105 | USD | 43 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 9,047 | ILS | 2,906 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 298,708 | ILS | 95,973 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 98,974 | NOK | 11,186 | USD | 38 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 3,258,176 | NOK | 369,469 | USD | 3 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 376,293 | SEK | 41,329 | USD | 233 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 12,359,327 | SEK | 1,365,096 | USD | 6 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 15,135 | SGD | 11,152 | USD | 75 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 496,610 | SGD | 368,361 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 3,674,722 | USD | 3,395,186 | CHF | — | (51,637 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 407,237 | USD | 2,687,110 | DKK | — | (3,629 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 8,423,382 | USD | 7,472,473 | EUR | — | (74,477 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 96,700 | USD | 304,139 | ILS | — | (1,019 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 372,266 | USD | 3,392,447 | NOK | — | (12,432 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 1,375,428 | USD | 12,461,808 | SEK | — | (993 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 371,149 | USD | 508,981 | SGD | — | (6,389 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 131,599 | AUD | 95,261 | USD | 418 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 4,327,725 | AUD | 3,146,477 | USD | 5 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 112,811 | GBP | 151,391 | USD | 1,406 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 3,691,826 | GBP | 5,000,419 | USD | — | (34 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 25,213,114 | JPY | 219,501 | USD | — | (550 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 834,885,589 | JPY | 7,250,128 | USD | 23 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 3,170,292 | USD | 4,468,825 | AUD | — | (78,777 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 5,038,267 | USD | 3,804,800 | GBP | — | (115,136 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 7,305,004 | USD | 828,808,221 | JPY | 107,629 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 3,384,332 | USD | 4,654,536 | AUD | — | (39 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 3,902,215 | USD | 3,552,846 | CHF | — | (92 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 423,713 | USD | 2,769,593 | DKK | — | (26 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 8,766,305 | USD | 7,704,325 | EUR | — | (285 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 5,312,665 | USD | 3,922,587 | GBP | 46 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 101,459 | USD | 315,751 | ILS | — | (3 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 7,354,655 | USD | 846,770,113 | JPY | — | (202 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 388,298 | USD | 3,426,089 | NOK | — | (11 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 1,396,439 | USD | 12,640,746 | SEK | — | (67 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/7/2022 | 376,749 | USD | 508,029 | SGD | — | (4 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 3,323,104 | CHF | 3,647,118 | USD | 129 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 2,643,438 | DKK | 404,176 | USD | 12 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 7,351,359 | EUR | 8,360,105 | USD | 21 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 298,709 | ILS | 95,973 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 3,258,121 | NOK | 369,469 | USD | — | (3 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 12,359,490 | SEK | 1,365,095 | USD | 25 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 496,608 | SGD | 368,359 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 3,674,721 | USD | 3,395,189 | CHF | — | (51,641 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 407,236 | USD | 2,687,190 | DKK | — | (3,642 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 8,423,381 | USD | 7,472,531 | EUR | — | (74,545 | ) |
See Notes to Financial Statements.
30 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)
December 31, 2021
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of be Purchased | Amount and Description of be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
UBS AG | 1/5/2022 | 96,698 | USD | 304,162 | ILS | $ | — | $ | (1,028 | ) | ||||||||||||||||||
UBS AG | 1/5/2022 | 372,264 | USD | 3,392,420 | NOK | — | (12,431 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 1,375,428 | USD | 12,462,328 | SEK | — | (1,051 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 371,147 | USD | 508,981 | SGD | — | (6,391 | ) | ||||||||||||||||||||
UBS AG | 1/6/2022 | 4,327,772 | AUD | 3,146,476 | USD | 39 | — | |||||||||||||||||||||
UBS AG | 1/6/2022 | 3,691,806 | GBP | 5,000,418 | USD | — | (60 | ) | ||||||||||||||||||||
UBS AG | 1/6/2022 | 834,896,957 | JPY | 7,250,129 | USD | 121 | — | |||||||||||||||||||||
UBS AG | 1/6/2022 | 3,170,292 | USD | 4,468,870 | AUD | — | (78,809 | ) | ||||||||||||||||||||
UBS AG | 1/6/2022 | 5,038,265 | USD | 3,804,905 | GBP | — | (115,280 | ) | ||||||||||||||||||||
UBS AG | 1/6/2022 | 7,305,002 | USD | 828,806,533 | JPY | 107,642 | — | |||||||||||||||||||||
UBS AG | 2/3/2022 | 3,384,332 | USD | 4,654,607 | AUD | — | (90 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 3,902,216 | USD | 3,552,847 | CHF | — | (92 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 423,711 | USD | 2,769,593 | DKK | — | (28 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 8,766,303 | USD | 7,704,290 | EUR | — | (246 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 5,312,664 | USD | 3,922,540 | GBP | 109 | — | |||||||||||||||||||||
UBS AG | 2/3/2022 | 101,457 | USD | 315,747 | ILS | — | (4 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 7,354,656 | USD | 846,775,759 | JPY | — | (250 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 388,296 | USD | 3,425,892 | NOK | 9 | — | |||||||||||||||||||||
UBS AG | 2/3/2022 | 1,396,439 | USD | 12,640,749 | SEK | — | (68 | ) | ||||||||||||||||||||
UBS AG | 2/7/2022 | 376,750 | USD | 508,030 | SGD | — | (4 | ) | ||||||||||||||||||||
$ | 435,846 | $ | (1,382,834 | ) | ||||||||||||||||||||||||
^ Amount represents less than $1. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 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 | ||||||||||||||||
Japan | $ | 35,186,049 | $ | 106,526 | $ | — | $ | 35,292,575 | ||||||||
Other | 133,265,360 | — | — | 133,265,360 | ||||||||||||
Rights | — | — | 0 | * | 0 | |||||||||||
Investment of Cash Collateral for Securities Loaned | — | 3,643,425 | — | 3,643,425 | ||||||||||||
Total Investments in Securities | $ | 168,451,409 | $ | 3,749,951 | $ | 0 | $ | 172,201,360 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | 435,846 | $ | — | $ | 435,846 | ||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (1,382,834 | ) | $ | — | $ | (1,382,834 | ) | ||||||
Total – Net | $ | 168,451,409 | $ | 2,802,963 | $ | 0 | $ | 171,254,372 |
* | 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.
WisdomTree Trust | 31 |
Schedule of Investments (unaudited)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 100.1% |
| |||||||
Australia – 12.8% |
| |||||||
Accent Group Ltd. | 35,788 | $ | 63,748 | |||||
Adairs Ltd. | 22,688 | 66,146 | ||||||
Adbri Ltd. | 36,314 | 74,454 | ||||||
ARB Corp., Ltd. | 2,343 | 89,450 | ||||||
AUB Group Ltd. | 4,197 | 78,605 | ||||||
Austal Ltd.(a) | 24,866 | 35,254 | ||||||
Australian Finance Group Ltd. | 28,876 | 56,685 | ||||||
Australian Pharmaceutical Industries Ltd. | 21,841 | 27,472 | ||||||
Autosports Group Ltd.(a) | 16,130 | 25,096 | ||||||
Baby Bunting Group Ltd.(a) | 6,693 | 27,348 | ||||||
Bapcor Ltd. | 11,369 | 57,943 | ||||||
Beach Energy Ltd.(a) | 42,609 | 39,033 | ||||||
Beacon Lighting Group Ltd. | 23,506 | 52,979 | ||||||
Bega Cheese Ltd.(a) | 8,859 | 36,520 | ||||||
Bravura Solutions Ltd. | 13,064 | 23,460 | ||||||
Breville Group Ltd.(a) | 2,128 | 49,045 | ||||||
Brickworks Ltd. | 4,636 | 81,434 | ||||||
Capitol Health Ltd. | 103,607 | 29,378 | ||||||
Cardno Ltd.* | 2,729 | 3,829 | ||||||
Centuria Capital Group | 53,083 | 135,079 | ||||||
Codan Ltd. | 5,189 | 35,199 | ||||||
Collins Foods Ltd.(a) | 3,013 | 29,288 | ||||||
Costa Group Holdings Ltd. | 20,161 | 44,414 | ||||||
Credit Corp Group Ltd. | 1,996 | 48,586 | ||||||
Cromwell Property Group | 266,880 | 168,811 | ||||||
CSR Ltd. | 39,938 | 170,737 | ||||||
Dicker Data Ltd.(a) | 5,731 | 61,834 | ||||||
Domain Holdings Australia Ltd. | 6,836 | 28,081 | ||||||
Dusk Group Ltd. | 14,440 | 33,491 | ||||||
Eagers Automotive Ltd. | 10,319 | 100,833 | ||||||
Elders Ltd. | 9,416 | 83,931 | ||||||
Genworth Mortgage Insurance Australia Ltd. | 15,506 | 26,155 | ||||||
GrainCorp Ltd., Class A | 9,291 | 55,796 | ||||||
Growthpoint Properties Australia Ltd. | 70,700 | 224,115 | ||||||
GUD Holdings Ltd. | 7,149 | 59,098 | ||||||
GWA Group Ltd. | 20,939 | 41,865 | ||||||
Hansen Technologies Ltd. | 5,310 | 20,654 | ||||||
Healius Ltd. | 23,853 | 91,567 | ||||||
Home Consortium Ltd.* | 6,958 | 40,218 | ||||||
Iluka Resources Ltd. | 10,447 | 76,714 | ||||||
Infomedia Ltd. | 28,120 | 31,280 | ||||||
Ingenia Communities Group | 12,188 | 55,117 | ||||||
Inghams Group Ltd. | 32,817 | 83,509 | ||||||
Insignia Financial Ltd. | 35,488 | 93,402 | ||||||
Integral Diagnostics Ltd. | 9,171 | 32,939 | ||||||
Invocare Ltd.(a) | 2,060 | 17,613 | ||||||
IPH Ltd. | 9,842 | 62,826 | ||||||
IRESS Ltd. | 9,922 | 90,172 | ||||||
IVE Group Ltd. | 18,220 | 23,050 | ||||||
Johns Lyng Group Ltd.(a) | 5,213 | 34,604 | ||||||
Jumbo Interactive Ltd.(a) | 2,258 | 31,586 | ||||||
Kelsian Group Ltd. | 7,324 | 39,298 | ||||||
Lovisa Holdings Ltd. | 2,761 | 40,328 | ||||||
MA Financial Group Ltd.(a) | 4,831 | 31,436 | ||||||
McMillan Shakespeare Ltd. | 7,729 | 67,882 | ||||||
Metcash Ltd.(a) | 80,126 | 262,150 | ||||||
Monadelphous Group Ltd. | 5,982 | 41,970 | ||||||
Monash IVF Group Ltd. | 49,250 | 37,777 | ||||||
Money3 Corp. Ltd. | 12,771 | 32,962 | ||||||
MyState Ltd. | 13,422 | 49,475 | ||||||
Navigator Global Investments Ltd. | 22,633 | 30,525 | ||||||
Netwealth Group Ltd. | 3,648 | 46,919 | ||||||
New Hope Corp., Ltd.(a) | 59,671 | 96,746 | ||||||
NIB Holdings Ltd. | 35,036 | 178,565 | ||||||
Nick Scali Ltd. | 5,242 | 58,502 | ||||||
Nickel Mines Ltd. | 132,147 | 137,391 | ||||||
NRW Holdings Ltd. | 32,888 | 42,203 | ||||||
Omni Bridgeway Ltd.* | 8,035 | 21,498 | ||||||
Orora Ltd. | 74,767 | 190,258 | ||||||
Pact Group Holdings Ltd. | 19,621 | 36,092 | ||||||
Pendal Group Ltd. | 43,499 | 176,157 | ||||||
Perpetual Ltd. | 3,605 | 94,278 | ||||||
Pinnacle Investment Management Group Ltd. | 6,830 | 77,515 | ||||||
Platinum Asset Management Ltd. | 62,507 | 122,703 | ||||||
Ramelius Resources Ltd. | 23,164 | 26,441 | ||||||
Regis Healthcare Ltd. | 19,179 | 26,075 | ||||||
Reliance Worldwide Corp., Ltd. | 39,955 | 182,139 | ||||||
Resimac Group Ltd. | 31,219 | 43,126 | ||||||
Sandfire Resources Ltd. | 28,961 | 138,549 | ||||||
Senex Energy Ltd.(a) | 10,158 | 34,120 | ||||||
Sims Ltd. | 12,292 | 143,527 | ||||||
SmartGroup Corp., Ltd. | 12,685 | 71,475 | ||||||
Super Retail Group Ltd. | 19,998 | 181,163 | ||||||
Tassal Group Ltd. | 14,810 | 37,579 | ||||||
Technology One Ltd. | 7,115 | 66,266 | ||||||
United Malt Group Ltd. | 10,670 | 33,823 | ||||||
Virtus Health Ltd.(a) | 11,315 | 56,352 | ||||||
Viva Energy Group Ltd.(b) | 32,189 | 54,997 | ||||||
|
| |||||||
Total Australia |
| 6,058,705 | ||||||
Austria – 1.3% |
| |||||||
AT&S Austria Technologie & Systemtechnik AG | 682 | 33,582 | ||||||
Oesterreichische Post AG | 6,009 | 258,304 | ||||||
POLYTEC Holding AG | 4,107 | 32,086 | ||||||
S IMMO AG | 2,795 | 69,132 | ||||||
S&T AG | 1,347 | 22,456 | ||||||
Semperit AG Holding | 2,291 | 76,336 | ||||||
UNIQA Insurance Group AG | 9,067 | 83,210 | ||||||
Zumtobel Group AG | 2,654 | 23,240 | ||||||
|
| |||||||
Total Austria |
| 598,346 | ||||||
Belgium – 1.3% |
| |||||||
Befimmo S.A. | 2,642 | 101,401 | ||||||
Bekaert S.A. | 3,167 | 140,963 | ||||||
Deceuninck N.V. | 5,928 | 22,651 | ||||||
Econocom Group S.A./N.V. | 16,601 | 68,813 | ||||||
Fagron | 1,421 | 23,916 |
See Notes to Financial Statements.
32 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
Intervest Offices & Warehouses N.V. | 2,814 | $ | 90,242 | |||||
Ion Beam Applications | 1,145 | 19,844 | ||||||
Recticel S.A. | 1,236 | 24,626 | ||||||
TINC Comm VA | 3,392 | 51,843 | ||||||
Xior Student Housing N.V. | 1,118 | 62,362 | ||||||
|
| |||||||
Total Belgium |
| 606,661 | ||||||
China – 3.4% |
| |||||||
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | 32,300 | 55,599 | ||||||
China Nonferrous Mining Corp. Ltd. | 265,000 | 105,371 | ||||||
China South City Holdings Ltd.(a) | 652,000 | 61,050 | ||||||
China Traditional Chinese Medicine Holdings Co., Ltd. | 140,000 | 92,839 | ||||||
CITIC Telecom International Holdings Ltd. | 422,678 | 142,586 | ||||||
CPMC Holdings Ltd. | 109,900 | 61,460 | ||||||
Genertec Universal Medical Group Co., Ltd.(b) | 135,800 | 98,066 | ||||||
Poly Property Group Co., Ltd. | 348,000 | 91,505 | ||||||
Shanghai Industrial Holdings Ltd. | 111,000 | 161,738 | ||||||
Shoucheng Holdings Ltd. | 442,000 | 87,875 | ||||||
Shougang Fushan Resources Group Ltd. | 553,885 | 187,558 | ||||||
Simcere Pharmaceutical Group Ltd.(b) | 84,000 | 96,861 | ||||||
Sino-Ocean Group Holding Ltd. | 966,000 | 225,507 | ||||||
Yanlord Land Group Ltd. | 153,709 | 126,556 | ||||||
Zensun Enterprises Ltd.(a) | 66,000 | 32,677 | ||||||
|
| |||||||
Total China |
| 1,627,248 | ||||||
Denmark – 1.6% |
| |||||||
Alm Brand A/S | 93,938 | 182,985 | ||||||
Cementir Holding N.V. | 5,291 | 50,422 | ||||||
Chemometec A/S | 206 | 26,237 | ||||||
D/S Norden A/S | 3,212 | 81,721 | ||||||
FLSmidth & Co. A/S | 681 | 25,438 | ||||||
Huscompagniet A/S | 1,209 | 21,887 | ||||||
Matas A/S | 1,745 | 33,218 | ||||||
Per Aarsleff Holding A/S | 592 | 27,653 | ||||||
Scandinavian Tobacco Group A/S, Class A(b) | 9,004 | 189,022 | ||||||
Spar Nord Bank A/S | 4,116 | 52,612 | ||||||
Sydbank A/S | 2,176 | 68,804 | ||||||
|
| |||||||
Total Denmark |
| 759,999 | ||||||
Finland – 2.4% |
| |||||||
Aktia Bank Oyj | 6,392 | 89,263 | ||||||
Anora Group Oyj(a) | 7,947 | 98,145 | ||||||
Cargotec Oyj, Class B | 1,834 | 91,434 | ||||||
Caverion Oyj | 4,739 | 34,437 | ||||||
Fiskars Oyj Abp | 2,832 | 74,073 | ||||||
Kemira Oyj | 7,588 | 115,026 | ||||||
Lassila & Tikanoja Oyj | 2,305 | 35,230 | ||||||
Musti Group Oyj* | 1,047 | 36,862 | ||||||
Neles Oyj | 3,681 | 57,307 | ||||||
Oma Saastopankki Oyj | 1,424 | 27,691 | ||||||
Raisio Oyj, Class V | 11,083 | 42,474 | ||||||
Sanoma Oyj | 4,207 | 65,161 | ||||||
Taaleri Oyj | 3,708 | 47,227 | ||||||
Terveystalo Oyj(b) | 3,347 | 45,065 | ||||||
Tokmanni Group Corp. | 5,387 | 120,378 | ||||||
Uponor Oyj | 3,727 | 88,751 | ||||||
Verkkokauppa.com Oyj(a) | 4,029 | 32,668 | ||||||
YIT Oyj | 8,549 | 41,940 | ||||||
|
| |||||||
Total Finland |
| 1,143,132 | ||||||
France – 3.4% |
| |||||||
ABC Arbitrage | 3,663 | 29,742 | ||||||
AKWEL | 1,236 | 30,571 | ||||||
Albioma S.A. | 1,283 | 50,016 | ||||||
Chargeurs S.A. | 2,210 | 65,494 | ||||||
Coface S.A. | 9,944 | 141,693 | ||||||
Fnac Darty S.A. | 804 | 52,573 | ||||||
IPSOS | 2,232 | 104,702 | ||||||
Kaufman & Broad S.A. | 1,658 | 69,668 | ||||||
Maisons du Monde S.A.(b) | 1,148 | 26,580 | ||||||
Mersen S.A. | 811 | 34,032 | ||||||
Metropole Television S.A. | 13,816 | 269,610 | ||||||
Nexity S.A. | 6,100 | 286,772 | ||||||
Quadient S.A. | 1,155 | 25,140 | ||||||
Societe BIC S.A. | 3,338 | 179,626 | ||||||
Television Francaise 1 | 16,265 | 161,383 | ||||||
Vicat S.A. | 2,315 | 94,774 | ||||||
|
| |||||||
Total France |
| 1,622,376 | ||||||
Germany – 2.7% |
| |||||||
7C Solarparken AG | 9,144 | 45,182 | ||||||
Aareal Bank AG | 1,208 | 39,509 | ||||||
AIXTRON SE | 1,198 | 24,345 | ||||||
AURELIUS Equity Opportunities SE & Co. KGaA | 1,774 | 54,550 | ||||||
Bilfinger SE | 3,765 | 128,019 | ||||||
CANCOM SE | 708 | 47,680 | ||||||
CropEnergies AG | 3,881 | 54,109 | ||||||
Deutsche Pfandbriefbank AG(b) | 4,563 | 54,848 | ||||||
DIC Asset AG | 5,152 | 90,051 | ||||||
Eckert & Ziegler Strahlen- und Medizintechnik AG | 193 | 20,653 | ||||||
Encavis AG | 3,661 | 64,781 | ||||||
GRENKE AG | 550 | 19,170 | ||||||
Hamborner REIT AG | 7,467 | 85,068 | ||||||
Hamburger Hafen und Logistik AG | 2,409 | 56,324 | ||||||
Hensoldt AG | 1,426 | 20,303 | ||||||
Hornbach Baumarkt AG | 968 | 52,454 | ||||||
Hornbach Holding AG & Co. KGaA | 388 | 58,463 | ||||||
Instone Real Estate Group SE(b) | 1,474 | 27,892 | ||||||
Jenoptik AG | 611 | 25,806 | ||||||
JOST Werke AG(b) | 486 | 27,358 | ||||||
MLP SE | 4,360 | 42,492 | ||||||
Mutares SE & Co. KGaA | 1,979 | 51,199 | ||||||
NORMA Group SE | 1,274 | 49,085 | ||||||
PATRIZIA AG | 1,861 | 43,385 | ||||||
Wacker Neuson SE | 2,260 | 64,869 | ||||||
Wuestenrot & Wuerttembergische AG | 1,398 | 28,076 | ||||||
|
| |||||||
Total Germany |
| 1,275,671 | ||||||
Hong Kong – 1.8% |
| |||||||
Dah Sing Banking Group Ltd. | 94,800 | 80,983 | ||||||
Dah Sing Financial Holdings Ltd. | 21,600 | 65,385 |
See Notes to Financial Statements.
WisdomTree Trust | 33 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
Fortune Real Estate Investment Trust | 192,000 | $ | 197,263 | |||||
Hutchison Port Holdings Trust | 1,007,600 | 226,710 | ||||||
Kowloon Development Co., Ltd. | 73,000 | 96,443 | ||||||
Nissin Foods Co., Ltd.(a) | 50,000 | 38,287 | ||||||
Singamas Container Holdings Ltd. | 432,000 | 64,831 | ||||||
Sun Hung Kai & Co., Ltd. | 69,000 | 36,818 | ||||||
Vitasoy International Holdings Ltd.(a) | 32,000 | 64,605 | ||||||
|
| |||||||
Total Hong Kong |
| 871,325 | ||||||
Indonesia – 0.1% |
| |||||||
Bumitama Agri Ltd. | 72,800 | 29,160 | ||||||
First Resources Ltd. | 39,927 | 44,720 | ||||||
|
| |||||||
Total Indonesia |
| 73,880 | ||||||
Ireland – 0.3% |
| |||||||
Hibernia REIT PLC | 38,174 | 56,435 | ||||||
Kenmare Resources PLC | 5,966 | 37,494 | ||||||
Origin Enterprises PLC | 7,330 | 27,508 | ||||||
|
| |||||||
Total Ireland |
| 121,437 | ||||||
Israel – 4.5% |
| |||||||
Altshuler Shaham Provident Funds & Pension Ltd. | 5,838 | 31,512 | ||||||
Arad Ltd. | 1,818 | 28,855 | ||||||
Ashtrom Group Ltd. | 5,543 | 150,311 | ||||||
Carasso Motors Ltd. | 8,709 | 57,167 | ||||||
Delek Automotive Systems Ltd. | 8,940 | 126,385 | ||||||
Delek Group Ltd.*‡ | 0 | 28 | ||||||
Elco Ltd. | 394 | 28,989 | ||||||
Electra Real Estate Ltd. | 1,666 | 33,187 | ||||||
Energix-Renewable Energies Ltd. | 16,112 | 68,592 | ||||||
FIBI Holdings Ltd. | 993 | 45,368 | ||||||
Freshmarket Ltd. | 7,575 | 31,567 | ||||||
Gav-Yam Lands Corp. Ltd. | 10,411 | 128,448 | ||||||
Gazit-Globe Ltd. | 10,136 | 80,081 | ||||||
Harel Insurance Investments & Financial Services Ltd. | 10,306 | 117,020 | ||||||
IDI Insurance Co., Ltd. | 2,143 | 78,149 | ||||||
Israel Land Development – Urban Renewal Ltd. | 2,200 | 37,604 | ||||||
Magic Software Enterprises Ltd. | 1,549 | 32,847 | ||||||
Matrix IT Ltd. | 2,276 | 69,068 | ||||||
Max Stock Ltd. | 9,499 | 33,877 | ||||||
Maytronics Ltd. | 2,339 | 57,707 | ||||||
Mediterranean Towers Ltd. | 11,374 | 34,607 | ||||||
Mega Or Holdings Ltd. | 1,273 | 58,407 | ||||||
Mehadrin Ltd.*‡ | 0 | 23 | ||||||
Meitav Dash Investments Ltd. | 7,641 | 40,974 | ||||||
Menora Mivtachim Holdings Ltd. | 2,025 | 47,899 | ||||||
Mivne Real Estate KD Ltd. | 27,203 | 116,944 | ||||||
Nawi Brothers Ltd. | 5,179 | 52,982 | ||||||
One Software Technologies Ltd. | 2,437 | 48,468 | ||||||
Palram Industries 1990 Ltd. | 2,772 | 42,198 | ||||||
Phoenix Holdings Ltd. (The) | 14,222 | 183,830 | ||||||
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 1,001 | 75,033 | ||||||
Shapir Engineering and Industry Ltd. | 7,063 | 62,451 | ||||||
Shufersal Ltd. | 7,029 | 58,492 | ||||||
Tiv Taam Holdings 1 Ltd. | 8,141 | 29,086 | ||||||
Victory Supermarket Chain Ltd. | 1,291 | 27,613 | ||||||
|
| |||||||
Total Israel |
| 2,115,769 | ||||||
Italy – 3.9% |
| |||||||
Alerion Cleanpower SpA(a) | 1,069 | 35,923 | ||||||
Anima Holding SpA(b) | 34,890 | 178,149 | ||||||
Ascopiave SpA | 8,830 | 34,844 | ||||||
Banca IFIS SpA | 2,999 | 58,217 | ||||||
Banca Popolare di Sondrio SCPA | 14,586 | 61,339 | ||||||
BFF Bank SpA(b) | 30,779 | 248,163 | ||||||
Carel Industries SpA(b) | 683 | 20,660 | ||||||
Credito Emiliano SpA | 13,207 | 87,411 | ||||||
Danieli & C. Officine Meccaniche SpA, RSP | 1,220 | 23,863 | ||||||
doValue SpA*(b) | 3,866 | 36,886 | ||||||
El.En. SpA | 1,549 | 27,444 | ||||||
Emak SpA | 11,984 | 28,824 | ||||||
Esprinet SpA | 3,554 | 52,137 | ||||||
Falck Renewables SpA | 3,406 | 33,543 | ||||||
Gruppo MutuiOnline SpA | 817 | 41,159 | ||||||
GVS SpA(b) | 2,848 | 34,169 | ||||||
La Doria SpA | 2,479 | 46,403 | ||||||
Maire Tecnimont SpA | 16,178 | 76,534 | ||||||
MARR SpA | 1,838 | 39,504 | ||||||
Piaggio & C. SpA | 26,659 | 87,130 | ||||||
RAI Way SpA(b) | 16,569 | 98,357 | ||||||
Salcef SpA | 2,898 | 81,401 | ||||||
Sanlorenzo SpA | 886 | 38,186 | ||||||
Sesa SpA | 187 | 36,875 | ||||||
SOL SpA | 1,799 | 43,269 | ||||||
Technogym SpA(b) | 6,757 | 64,969 | ||||||
Tinexta SpA | 480 | 20,830 | ||||||
Unieuro SpA(b) | 3,499 | 83,560 | ||||||
Webuild SpA | 37,054 | 87,647 | ||||||
Zignago Vetro SpA | 2,616 | 51,168 | ||||||
|
| |||||||
Total Italy |
| 1,858,564 | ||||||
Japan – 25.9% |
| |||||||
77 Bank Ltd. (The) | 3,235 | 37,504 | ||||||
ADEKA Corp. | 2,600 | 57,958 | ||||||
Advan Group Co., Ltd. | 3,800 | 32,042 | ||||||
Aeon Delight Co., Ltd. | 1,800 | 52,677 | ||||||
AEON Financial Service Co., Ltd. | 3,700 | 39,906 | ||||||
Aica Kogyo Co., Ltd. | 1,700 | 49,086 | ||||||
Aichi Bank Ltd. (The) | 900 | 36,460 | ||||||
Aichi Corp. | 5,000 | 35,127 | ||||||
Alleanza Holdings Co., Ltd. | 2,300 | 21,751 | ||||||
Amano Corp. | 1,600 | 36,778 | ||||||
Anritsu Corp.(a) | 2,300 | 35,492 | ||||||
Aozora Bank Ltd.(a) | 3,500 | 76,532 | ||||||
Arcs Co., Ltd. | 2,100 | 38,898 | ||||||
ARTERIA Networks Corp. | 3,500 | 46,958 | ||||||
Asahi Holdings, Inc. | 2,300 | 40,945 | ||||||
Asanuma Corp.(a) | 900 | 42,986 | ||||||
Autobacs Seven Co., Ltd. | 3,900 | 47,516 |
See Notes to Financial Statements.
34 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
Avex, Inc.(a) | 4,300 | $ | 53,846 | |||||
Awa Bank Ltd. (The) | 1,570 | 29,613 | ||||||
Bando Chemical Industries Ltd. | 4,300 | 33,345 | ||||||
Bank of Nagoya Ltd. (The) | 1,549 | 36,911 | ||||||
Bank of Saga Ltd. (The) | 2,800 | 35,232 | ||||||
Bell System24 Holdings, Inc. | 2,201 | 23,911 | ||||||
Benesse Holdings, Inc. | 1,500 | 29,426 | ||||||
BML, Inc. | 1,200 | 37,254 | ||||||
Bunka Shutter Co., Ltd. | 4,200 | 39,172 | ||||||
Central Glass Co., Ltd. | 1,600 | 29,623 | ||||||
Chugoku Bank Ltd. (The) | 4,400 | 34,427 | ||||||
Chukyo Bank Ltd. (The) | 3,200 | 50,492 | ||||||
Citizen Watch Co., Ltd. | 6,000 | 25,948 | ||||||
Computer Engineering & Consulting Ltd. | 2,600 | 24,520 | ||||||
CONEXIO Corp. | 2,700 | 34,607 | ||||||
Cosmo Energy Holdings Co., Ltd. | 2,819 | 55,031 | ||||||
Credit Saison Co., Ltd. | 3,800 | 39,896 | ||||||
Dai-Dan Co., Ltd. | 1,800 | 35,920 | ||||||
Daicel Corp. | 7,000 | 48,326 | ||||||
Daido Steel Co., Ltd. | 800 | 28,970 | ||||||
Daihen Corp. | 837 | 34,707 | ||||||
Daiichikosho Co., Ltd. | 1,600 | 48,352 | ||||||
Daiki Aluminium Industry Co., Ltd. | 1,700 | 23,576 | ||||||
Dainichiseika Color & Chemicals Manufacturing Co., Ltd. | 1,400 | 28,485 | ||||||
Daishi Hokuetsu Financial Group, Inc. | 1,600 | 35,292 | ||||||
Daiwabo Holdings Co., Ltd. | 3,100 | 49,533 | ||||||
DCM Holdings Co., Ltd. | 3,400 | 31,445 | ||||||
Denyo Co., Ltd. | 1,795 | 28,806 | ||||||
Dexerials Corp. | 1,900 | 68,555 | ||||||
DIC Corp.(a) | 1,900 | 47,783 | ||||||
Digital Garage, Inc. | 500 | 21,254 | ||||||
Dip Corp. | 741 | 25,192 | ||||||
DKS Co., Ltd. | 1,000 | 27,919 | ||||||
DMG Mori Co., Ltd. | 1,500 | 25,752 | ||||||
Dowa Holdings Co., Ltd. | 1,100 | 46,186 | ||||||
DTS Corp. | 1,600 | 35,069 | ||||||
DyDo Group Holdings, Inc. | 700 | 28,813 | ||||||
Eagle Industry Co., Ltd. | 3,400 | 32,596 | ||||||
EDION Corp.(a) | 3,700 | 34,476 | ||||||
Eizo Corp. | 700 | 24,528 | ||||||
Elecom Co., Ltd. | 2,100 | 27,592 | ||||||
Electric Power Development Co., Ltd. | 6,600 | 87,519 | ||||||
ES-Con Japan Ltd.(a) | 4,400 | 29,918 | ||||||
ESPEC Corp. | 1,800 | 34,889 | ||||||
Exedy Corp. | 1,930 | 27,905 | ||||||
EXEO Group, Inc. | 2,500 | 52,625 | ||||||
Ezaki Glico Co., Ltd. | 1,300 | 41,318 | ||||||
France Bed Holdings Co., Ltd. | 6,200 | 49,641 | ||||||
Fuji Co., Ltd. | 1,900 | 32,224 | ||||||
Fuji Oil Holdings, Inc. | 1,700 | 34,249 | ||||||
Fujimi, Inc. | 800 | 53,840 | ||||||
Fujimori Kogyo Co., Ltd. | 700 | 24,984 | ||||||
Fujitec Co., Ltd. | 1,800 | 39,390 | ||||||
Fujitsu General Ltd. | 1,300 | 30,831 | ||||||
Furukawa Electric Co., Ltd. | 1,100 | 22,181 | ||||||
Furuno Electric Co., Ltd. | 2,900 | 30,497 | ||||||
Fuyo General Lease Co., Ltd. | 700 | 48,448 | ||||||
G-7 Holdings, Inc. | 1,200 | 17,590 | ||||||
Glory Ltd. | 1,600 | 30,415 | ||||||
GMO Financial Holdings, Inc.(a) | 5,200 | 38,157 | ||||||
GMO Internet, Inc. | 1,600 | 37,723 | ||||||
GS Yuasa Corp. | 1,851 | 41,117 | ||||||
Gunma Bank Ltd. (The) | 12,787 | 39,087 | ||||||
H.U. Group Holdings, Inc. | 3,000 | 76,071 | ||||||
H2O Retailing Corp. | 4,200 | 29,543 | ||||||
Hachijuni Bank Ltd. (The) | 12,700 | 43,342 | ||||||
Hanwa Co., Ltd. | 739 | 20,921 | ||||||
Hazama Ando Corp. | 5,700 | 42,816 | ||||||
Heiwa Corp. | 2,849 | 46,859 | ||||||
Heiwa Real Estate Co., Ltd. | 1,300 | 43,689 | ||||||
Hiday Hidaka Corp. | 2,000 | 30,081 | ||||||
Hokkaido Electric Power Co., Inc. | 9,200 | 40,985 | ||||||
Hokuetsu Corp. | 4,700 | 29,346 | ||||||
Hokuhoku Financial Group, Inc. | 4,506 | 35,765 | ||||||
Hokuto Corp. | 2,500 | 41,422 | ||||||
Ichigo, Inc. | 13,700 | 33,312 | ||||||
Ichiyoshi Securities Co., Ltd. | 5,800 | 33,192 | ||||||
Iino Kaiun Kaisha Ltd. | 5,400 | 25,604 | ||||||
Inaba Denki Sangyo Co., Ltd. | 1,600 | 37,542 | ||||||
Inabata & Co., Ltd. | 3,300 | 48,058 | ||||||
Information Services International-Dentsu Ltd. | 700 | 23,555 | ||||||
INFRONEER Holdings, Inc. | 4,923 | 44,803 | ||||||
Itochu Enex Co., Ltd. | 3,100 | 26,839 | ||||||
Itoham Yonekyu Holdings, Inc. | 9,800 | 55,998 | ||||||
IwaiCosmo Holdings, Inc. | 3,500 | 41,184 | ||||||
Iyo Bank Ltd. (The) | 7,100 | 35,514 | ||||||
Izumi Co., Ltd. | 1,500 | 42,009 | ||||||
J. Front Retailing Co., Ltd. | 6,000 | 54,553 | ||||||
JAC Recruitment Co., Ltd. | 2,200 | 39,814 | ||||||
Jaccs Co., Ltd. | 1,300 | 33,438 | ||||||
Japan Aviation Electronics Industry Ltd. | 1,700 | 29,393 | ||||||
Japan Securities Finance Co., Ltd. | 4,600 | 38,348 | ||||||
Japan Steel Works Ltd. (The) | 800 | 26,816 | ||||||
JCU Corp. | 500 | 23,751 | ||||||
K’s Holdings Corp. | 5,900 | 57,281 | ||||||
Kagome Co., Ltd.(a) | 1,400 | 36,375 | ||||||
Kaken Pharmaceutical Co., Ltd. | 1,100 | 40,215 | ||||||
Kamei Corp. | 2,300 | 20,832 | ||||||
Kamigumi Co., Ltd. | 2,600 | 49,175 | ||||||
Kandenko Co., Ltd. | 4,878 | 36,303 | ||||||
Kaneka Corp. | 1,900 | 62,286 | ||||||
Kanematsu Corp. | 2,900 | 32,260 | ||||||
Kanematsu Electronics Ltd. | 1,200 | 41,370 | ||||||
Kanto Denka Kogyo Co., Ltd. | 3,300 | 32,468 | ||||||
Katitas Co., Ltd. | 1,000 | 38,426 | ||||||
Kato Sangyo Co., Ltd. | 1,448 | 42,124 | ||||||
Keiyo Bank Ltd. (The) | 9,000 | 36,420 |
See Notes to Financial Statements.
WisdomTree Trust | 35 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
KFC Holdings Japan Ltd. | 900 | $ | 22,626 | |||||
Ki-Star Real Estate Co., Ltd. | 600 | 46,529 | ||||||
Kintetsu World Express, Inc. | 1,900 | 49,333 | ||||||
Kisoji Co., Ltd. | 1,900 | 36,249 | ||||||
Kobe Steel Ltd. | 8,800 | 44,094 | ||||||
Kohnan Shoji Co., Ltd. | 600 | 17,637 | ||||||
KOMEDA Holdings Co., Ltd. | 1,800 | 32,044 | ||||||
Konica Minolta, Inc. | 18,600 | 84,637 | ||||||
Kumagai Gumi Co., Ltd. | 1,500 | 37,397 | ||||||
Kurabo Industries Ltd. | 2,563 | 43,557 | ||||||
Kureha Corp. | 400 | 28,553 | ||||||
KYB Corp. | 1,200 | 33,607 | ||||||
Kyoei Steel Ltd. | 2,300 | 28,262 | ||||||
Kyokuto Securities Co., Ltd. | 5,000 | 32,478 | ||||||
Kyokuyo Co., Ltd.(a) | 2,100 | 56,168 | ||||||
KYORIN Holdings, Inc. | 2,173 | 34,834 | ||||||
Kyudenko Corp. | 1,500 | 46,242 | ||||||
Kyushu Financial Group, Inc. | 11,100 | 40,292 | ||||||
Lintec Corp. | 2,500 | 57,205 | ||||||
Macnica Fuji Electronics Holdings, Inc. | 1,800 | 43,017 | ||||||
Maeda Kosen Co., Ltd.(a) | 800 | 27,268 | ||||||
Maruichi Steel Tube Ltd. | 2,200 | 48,660 | ||||||
Marusan Securities Co., Ltd. | 5,900 | 26,591 | ||||||
Maruzen Showa Unyu Co., Ltd. | 800 | 22,231 | ||||||
Marvelous, Inc. | 5,500 | 34,914 | ||||||
Matsui Securities Co., Ltd. | 8,100 | 55,639 | ||||||
MCJ Co., Ltd. | 2,400 | 22,571 | ||||||
Mebuki Financial Group, Inc. | 35,300 | 72,651 | ||||||
Meitec Corp. | 800 | 47,032 | ||||||
Mie Kotsu Group Holdings, Inc. | 6,900 | 28,941 | ||||||
Mirait Holdings Corp. | 2,700 | 44,478 | ||||||
Miroku Jyoho Service Co., Ltd. | 2,200 | 26,384 | ||||||
Mitsubishi Logistics Corp. | 1,700 | 42,590 | ||||||
Mitsubishi Materials Corp. | 3,100 | 53,167 | ||||||
Mitsui Mining & Smelting Co., Ltd. | 1,300 | 35,391 | ||||||
Mizuho Leasing Co., Ltd. | 1,200 | 33,242 | ||||||
Mochida Pharmaceutical Co., Ltd. | 1,500 | 45,330 | ||||||
Modec, Inc. | 1,500 | 17,937 | ||||||
Monex Group, Inc. | 3,300 | 20,089 | ||||||
Morinaga & Co., Ltd. | 1,200 | 39,182 | ||||||
Morita Holdings Corp. | 2,800 | 31,804 | ||||||
Morningstar Japan K.K. | 8,097 | 45,282 | ||||||
Musashi Seimitsu Industry Co., Ltd. | 1,600 | 26,608 | ||||||
Musashino Bank Ltd. (The) | 2,200 | 34,369 | ||||||
Nafco Co., Ltd.(a) | 1,600 | 24,343 | ||||||
Nagase & Co., Ltd. | 2,400 | 38,828 | ||||||
Nakanishi, Inc. | 1,417 | 26,062 | ||||||
NEC Networks & System Integration Corp. | 2,400 | 37,619 | ||||||
NET One Systems Co., Ltd. | 1,200 | 32,304 | ||||||
NHK Spring Co., Ltd. | 5,400 | 45,862 | ||||||
Nichias Corp. | 1,774 | 42,734 | ||||||
Nichiden Corp. | 1,500 | 30,624 | ||||||
Nichiha Corp. | 900 | 23,877 | ||||||
Nihon Chouzai Co., Ltd. | 2,100 | 25,075 | ||||||
Nihon Parkerizing Co., Ltd. | 3,040 | 29,699 | ||||||
Nihon Unisys Ltd. | 1,800 | 50,488 | ||||||
Nikkon Holdings Co., Ltd. | 1,900 | 35,738 | ||||||
Nippon Densetsu Kogyo Co., Ltd. | 1,900 | 27,422 | ||||||
Nippon Electric Glass Co., Ltd.(a) | 2,300 | 58,901 | ||||||
Nippon Gas Co., Ltd. | 3,100 | 41,053 | ||||||
Nippon Kanzai Co., Ltd. | 1,800 | 45,158 | ||||||
Nippon Kayaku Co., Ltd. | 5,000 | 51,409 | ||||||
Nippon Light Metal Holdings Co., Ltd. | 2,700 | 40,422 | ||||||
Nippon Paper Industries Co., Ltd. | 3,000 | 28,292 | ||||||
Nippon Parking Development Co., Ltd. | 28,400 | 34,034 | ||||||
Nippon Shokubai Co., Ltd. | 1,100 | 50,818 | ||||||
Nippon Signal Co., Ltd. | 4,600 | 36,551 | ||||||
Nippon Soda Co., Ltd. | 1,200 | 34,493 | ||||||
Nippon Steel Trading Corp. | 1,200 | 52,312 | ||||||
Nippon Suisan Kaisha Ltd. | 5,200 | 24,520 | ||||||
Nipro Corp. | 3,300 | 31,207 | ||||||
Nishi-Nippon Financial Holdings, Inc. | 5,500 | 35,535 | ||||||
Nishimatsu Construction Co., Ltd. | 3,350 | 106,037 | ||||||
Nissan Shatai Co., Ltd. | 3,800 | 23,264 | ||||||
Nisshinbo Holdings, Inc. | 4,750 | 36,093 | ||||||
Nissin Electric Co., Ltd. | 3,300 | 45,163 | ||||||
Nitto Kogyo Corp. | 2,300 | 31,757 | ||||||
Nittoc Construction Co., Ltd. | 7,100 | 40,570 | ||||||
Noevir Holdings Co., Ltd.(a) | 1,073 | 50,223 | ||||||
NOK Corp. | 3,700 | 40,228 | ||||||
Nomura Co., Ltd. | 2,958 | 24,480 | ||||||
North Pacific Bank Ltd. | 15,800 | 34,302 | ||||||
NS United Kaiun Kaisha Ltd.(a) | 900 | 27,315 | ||||||
NSD Co., Ltd. | 2,000 | 36,299 | ||||||
Ogaki Kyoritsu Bank Ltd. (The) | 1,900 | 31,894 | ||||||
Ohsho Food Service Corp. | 572 | 30,350 | ||||||
Okamura Corp. | 3,700 | 41,320 | ||||||
Okasan Securities Group, Inc. | 9,700 | 32,093 | ||||||
Okinawa Cellular Telephone Co. | 1,300 | 57,687 | ||||||
Okinawa Electric Power Co., Inc. (The) | 2,370 | 29,945 | ||||||
Okinawa Financial Group, Inc. | 1,542 | 29,593 | ||||||
Okumura Corp. | 1,690 | 47,330 | ||||||
Okuwa Co., Ltd. | 4,500 | 37,163 | ||||||
Onoken Co., Ltd.(a) | 2,600 | 37,819 | ||||||
Optorun Co., Ltd. | 1,300 | 26,823 | ||||||
Orient Corp. | 28,000 | 30,394 | ||||||
Osaki Electric Co., Ltd. | 6,900 | 28,042 | ||||||
Pack Corp. (The)(a) | 1,100 | 25,772 | ||||||
PAL GROUP Holdings Co., Ltd. | 1,690 | 25,184 | ||||||
PALTAC Corp. | 800 | 32,895 | ||||||
Paramount Bed Holdings Co., Ltd. | 1,800 | 30,496 | ||||||
Penta-Ocean Construction Co., Ltd. | 6,000 | 33,867 | ||||||
Pigeon Corp.(a) | 2,900 | 55,353 | ||||||
Plenus Co., Ltd. | 2,000 | 35,031 | ||||||
Pressance Corp. | 1,486 | 27,035 | ||||||
Prima Meat Packers Ltd. | 1,457 | 31,429 | ||||||
Raito Kogyo Co., Ltd. | 1,900 | 32,685 | ||||||
Raiznext Corp. | 2,900 | 29,439 |
See Notes to Financial Statements.
36 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
Relia, Inc. | 2,700 | $ | 22,860 | |||||
Rengo Co., Ltd. | 5,150 | 38,908 | ||||||
Resorttrust, Inc. | 1,500 | 24,476 | ||||||
Restar Holdings Corp. | 1,854 | 32,458 | ||||||
Ricoh Leasing Co., Ltd. | 1,200 | 40,224 | ||||||
Riken Keiki Co., Ltd.(a) | 500 | 25,487 | ||||||
Roland Corp. | 1,000 | 34,128 | ||||||
Ryoden Corp. | 2,700 | 42,814 | ||||||
Ryosan Co., Ltd. | 1,400 | 27,634 | ||||||
Sala Corp. | 5,000 | 27,441 | ||||||
SAMTY Co., Ltd. | 2,400 | 45,789 | ||||||
San ju San Financial Group, Inc. | 2,500 | 31,957 | ||||||
San-In Godo Bank Ltd. (The) | 5,400 | 30,387 | ||||||
Sangetsu Corp. | 2,600 | 36,645 | ||||||
Sanki Engineering Co., Ltd. | 3,200 | 39,988 | ||||||
Sankyo Co., Ltd. | 2,300 | 59,540 | ||||||
Sanyo Chemical Industries Ltd. | 600 | 27,823 | ||||||
Sanyo Special Steel Co., Ltd. | 1,800 | 31,809 | ||||||
Sapporo Holdings Ltd. | 1,500 | 28,436 | ||||||
Sawai Group Holdings Co., Ltd. | 800 | 30,533 | ||||||
SBS Holdings, Inc. | 800 | 22,682 | ||||||
Seikitokyu Kogyo Co., Ltd. | 5,100 | 35,962 | ||||||
Seiko Holdings Corp. | 1,500 | 29,217 | ||||||
Seino Holdings Co., Ltd. | 3,000 | 30,350 | ||||||
Seiren Co., Ltd. | 1,300 | 28,415 | ||||||
Senko Group Holdings Co., Ltd. | 5,180 | 41,699 | ||||||
Senshu Ikeda Holdings, Inc.(a) | 21,300 | 31,445 | ||||||
Seria Co., Ltd. | 1,100 | 31,857 | ||||||
Seven Bank Ltd. | 35,400 | 73,164 | ||||||
Shikoku Electric Power Co., Inc. | 5,900 | 41,501 | ||||||
Shin Nippon Air Technologies Co., Ltd. | 1,800 | 37,530 | ||||||
Shinmaywa Industries Ltd. | 3,300 | 25,075 | ||||||
Ship Healthcare Holdings, Inc. | 1,400 | 32,582 | ||||||
SHO-BOND Holdings Co., Ltd. | 1,400 | 62,854 | ||||||
Shoei Co., Ltd. | 800 | 31,471 | ||||||
Sinfonia Technology Co., Ltd. | 2,200 | 25,065 | ||||||
Sinko Industries Ltd. | 1,800 | 31,434 | ||||||
SKY Perfect JSAT Holdings, Inc. | 9,000 | 32,825 | ||||||
SRA Holdings | 2,100 | 52,666 | ||||||
ST Corp. | 2,900 | 38,707 | ||||||
St. Marc Holdings Co., Ltd. | 2,800 | 35,573 | ||||||
Stella Chemifa Corp. | 1,200 | 27,563 | ||||||
Sumitomo Bakelite Co., Ltd. | 1,200 | 60,753 | ||||||
Sumitomo Densetsu Co., Ltd. | 1,700 | 30,810 | ||||||
Sumitomo Osaka Cement Co., Ltd. | 1,200 | 36,837 | ||||||
Sumitomo Seika Chemicals Co., Ltd. | 925 | 25,182 | ||||||
Sun Frontier Fudousan Co., Ltd. | 6,100 | 53,131 | ||||||
Systena Corp. | 3,200 | 11,949 | ||||||
T-Gaia Corp. | 2,000 | 28,761 | ||||||
Tachibana Eletech Co., Ltd. | 2,100 | 29,196 | ||||||
Taihei Dengyo Kaisha Ltd. | 1,800 | 44,861 | ||||||
Taiheiyo Cement Corp. | 2,300 | 45,399 | ||||||
Taikisha Ltd. | 900 | 24,463 | ||||||
Taiyo Holdings Co., Ltd. | 1,000 | 30,220 | ||||||
Takamatsu Construction Group Co., Ltd. | 1,400 | 23,962 | ||||||
Takara Holdings, Inc. | 2,400 | 25,447 | ||||||
Takara Standard Co., Ltd. | 2,000 | 24,541 | ||||||
Takasago International Corp. | 1,500 | 37,645 | ||||||
Takasago Thermal Engineering Co., Ltd. | 2,000 | 32,930 | ||||||
Takashimaya Co., Ltd. | 3,500 | 32,521 | ||||||
Tama Home Co., Ltd. | 1,700 | 34,117 | ||||||
Tatsuta Electric Wire and Cable Co., Ltd. | 6,400 | 26,566 | ||||||
Teijin Ltd. | 4,500 | 55,295 | ||||||
TKC Corp. | 1,000 | 30,003 | ||||||
Toda Corp. | 9,704 | 61,348 | ||||||
Tokai Carbon Co., Ltd.(a) | 3,400 | 35,667 | ||||||
TOKAI Holdings Corp. | 5,500 | 41,505 | ||||||
Tokai Rika Co., Ltd. | 2,900 | 38,984 | ||||||
Tokai Tokyo Financial Holdings, Inc. | 11,018 | 37,793 | ||||||
Tokuyama Corp. | 2,100 | 33,336 | ||||||
Tokyo Ohka Kogyo Co., Ltd. | 700 | 41,336 | ||||||
Tokyo Sangyo Co., Ltd. | 5,100 | 33,349 | ||||||
Tokyo Seimitsu Co., Ltd. | 1,300 | 57,575 | ||||||
Tokyu Construction Co., Ltd. | 3,900 | 22,556 | ||||||
Totetsu Kogyo Co., Ltd. | 1,545 | 33,636 | ||||||
Towa Pharmaceutical Co., Ltd. | 1,200 | 29,845 | ||||||
Toyo Construction Co., Ltd. | 8,000 | 40,363 | ||||||
Toyo Ink SC Holdings Co., Ltd. | 1,728 | 28,886 | ||||||
Toyo Seikan Group Holdings Ltd. | 6,000 | 71,538 | ||||||
Toyo Tire Corp. | 3,000 | 46,737 | ||||||
Toyobo Co., Ltd. | 2,000 | 21,814 | ||||||
Toyoda Gosei Co., Ltd. | 2,900 | 63,009 | ||||||
Transcosmos, Inc.(a) | 1,100 | 31,332 | ||||||
TS Tech Co., Ltd. | 3,200 | 39,293 | ||||||
Tsubakimoto Chain Co. | 1,156 | 31,722 | ||||||
Tsumura & Co. | 1,013 | 28,810 | ||||||
Ube Industries Ltd. | 2,800 | 48,581 | ||||||
Ulvac, Inc. | 800 | 50,020 | ||||||
Wowow, Inc. | 2,000 | 30,498 | ||||||
Yamaguchi Financial Group, Inc. | 7,600 | 44,417 | ||||||
Yellow Hat Ltd. | 2,600 | 37,322 | ||||||
Yokogawa Bridge Holdings Corp. | 1,800 | 34,326 | ||||||
Yokorei Co., Ltd. | 5,700 | 41,331 | ||||||
Yorozu Corp. | 2,600 | 24,226 | ||||||
Zenrin Co., Ltd. | 3,800 | 32,768 | ||||||
|
| |||||||
Total Japan |
| 12,210,991 | ||||||
Malaysia – 0.1% |
| |||||||
Frencken Group Ltd. | 16,300 | 23,819 | ||||||
Netherlands – 2.1% |
| |||||||
Brunel International N.V. | 3,551 | 45,389 | ||||||
Corbion N.V. | 1,225 | 57,729 | ||||||
Eurocommercial Properties N.V. | 2,228 | 48,358 | ||||||
Heijmans N.V., CVA | 3,404 | 57,678 | ||||||
Ordina N.V. | 15,578 | 72,633 | ||||||
PostNL N.V. | 106,011 | 461,366 | ||||||
Rhi Magnesita N.V. | 2,552 | 114,274 | ||||||
TKH Group N.V., CVA | 1,246 | 78,641 | ||||||
Wereldhave N.V.(a) | 3,111 | 45,284 | ||||||
|
| |||||||
Total Netherlands |
| 981,352 |
See Notes to Financial Statements.
WisdomTree Trust | 37 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
Norway – 3.1% |
| |||||||
ABG Sundal Collier Holding ASA | 83,645 | $ | 87,550 | |||||
AF Gruppen ASA | 2,880 | 63,228 | ||||||
American Shipping Co. ASA* | 6,370 | 23,260 | ||||||
Atea ASA* | 5,023 | 93,416 | ||||||
Austevoll Seafood ASA | 8,130 | 98,095 | ||||||
Bonheur ASA | 727 | 29,267 | ||||||
Borregaard ASA | 2,267 | 57,072 | ||||||
Bouvet ASA | 7,117 | 60,934 | ||||||
Europris ASA(b) | 12,076 | 96,544 | ||||||
Hunter Group ASA* | 192,929 | 64,760 | ||||||
Kid ASA(b) | 5,978 | 76,332 | ||||||
Kitron ASA(a) | 18,585 | 49,738 | ||||||
Multiconsult ASA(b) | 2,741 | 48,490 | ||||||
Norway Royal Salmon ASA | 18 | 334 | ||||||
Pareto Bank ASA | 5,358 | 36,152 | ||||||
Protector Forsikring ASA | 5,983 | 73,547 | ||||||
Sbanken ASA(b) | 3,503 | 37,222 | ||||||
Selvaag Bolig ASA | 8,279 | 47,881 | ||||||
SpareBank 1 Nord Norge | 1,634 | 20,864 | ||||||
Sparebank 1 Oestlandet | 2,338 | 38,603 | ||||||
SpareBank 1 SMN | 1,473 | 24,889 | ||||||
Sparebanken Vest | 3,065 | 34,827 | ||||||
TGS ASA | 9,848 | 94,456 | ||||||
Veidekke ASA | 12,555 | 188,504 | ||||||
|
| |||||||
Total Norway |
| 1,445,965 | ||||||
Peru – 0.1% |
| |||||||
Hochschild Mining PLC | 18,640 | 32,846 | ||||||
Portugal – 1.3% |
| |||||||
Altri, SGPS, S.A. | 12,982 | 82,821 | ||||||
Corticeira Amorim, SGPS, S.A. | 3,048 | 39,099 | ||||||
CTT-Correios de Portugal S.A. | 5,169 | 26,775 | ||||||
Navigator Co. S.A. (The) | 45,991 | 175,208 | ||||||
REN – Redes Energeticas Nacionais, SGPS, S.A. | 51,985 | 150,454 | ||||||
Sonae, SGPS, S.A. | 142,941 | 163,040 | ||||||
|
| |||||||
Total Portugal |
| 637,397 | ||||||
Singapore – 3.5% |
| |||||||
AEM Holdings Ltd. | 8,600 | 33,554 | ||||||
Best World International Ltd.*† | 17,900 | 9,570 | ||||||
Bukit Sembawang Estates Ltd. | 25,900 | 96,250 | ||||||
China Aviation Oil Singapore Corp., Ltd. | 41,234 | 28,751 | ||||||
Civmec Ltd. | 45,600 | 22,493 | ||||||
ComfortDelGro Corp., Ltd. | 67,900 | 70,511 | ||||||
CSE Global Ltd. | 92,900 | 34,110 | ||||||
Geo Energy Resources Ltd. | 117,200 | 29,123 | ||||||
Hour Glass Ltd. (The) | 56,300 | 85,192 | ||||||
Japfa Ltd.(a) | 51,400 | 23,066 | ||||||
Keppel Infrastructure Trust | 451,691 | 182,600 | ||||||
NetLink NBN Trust | 425,800 | 315,840 | ||||||
OUE Ltd. | 34,100 | 34,400 | ||||||
Propnex Ltd. | 49,400 | 61,926 | ||||||
Q&M Dental Group Singapore Ltd. | 103,700 | 46,537 | ||||||
Raffles Medical Group Ltd. | 51,400 | 52,233 | ||||||
Riverstone Holdings Ltd. | 210,300 | 109,194 | ||||||
Sembcorp Industries Ltd. | 71,500 | 106,071 | ||||||
Sheng Siong Group Ltd. | 126,600 | 137,104 | ||||||
Singapore Post Ltd. | 69,200 | 33,364 | ||||||
StarHub Ltd. | 97,200 | 98,054 | ||||||
UMS Holdings Ltd. | 21,425 | 24,156 | ||||||
|
| |||||||
Total Singapore |
| 1,634,099 | ||||||
Spain – 2.8% |
| |||||||
Aedas Homes S.A.(b) | 3,920 | 107,434 | ||||||
Almirall S.A. | 3,378 | 43,408 | ||||||
Applus Services S.A. | 4,320 | 39,719 | ||||||
Audax Renovables S.A.(a) | 13,941 | 19,976 | ||||||
Cia de Distribucion Integral Logista Holdings S.A. | 17,427 | 347,409 | ||||||
ContourGlobal PLC(b) | 19,639 | 50,912 | ||||||
Ebro Foods S.A.(a) | 7,401 | 142,069 | ||||||
Faes Farma S.A. | 22,536 | 89,134 | ||||||
Linea Directa Aseguradora S.A. Cia de Seguros y Reaseguros(a) | 63,339 | 115,859 | ||||||
Miquel y Costas & Miquel S.A. | 800 | 11,918 | ||||||
Neinor Homes S.A.*(b) | 5,792 | 69,423 | ||||||
Prosegur Cash S.A.(a)(b) | 67,428 | 48,001 | ||||||
Prosegur Cia de Seguridad S.A.(a) | 37,703 | 99,043 | ||||||
Sacyr S.A.(a) | 34,115 | 88,687 | ||||||
Unicaja Banco S.A.(b) | 40,372 | 39,897 | ||||||
|
| |||||||
Total Spain |
| 1,312,889 | ||||||
Sweden – 5.7% |
| |||||||
AcadeMedia AB(b) | 4,813 | 29,504 | ||||||
Alimak Group AB(b) | 1,372 | 17,336 | ||||||
Atrium Ljungberg AB, Class B | 4,526 | 99,830 | ||||||
Beijer Alma AB | 1,667 | 50,541 | ||||||
Bergman & Beving AB | 1,693 | 28,198 | ||||||
Bilia AB, Class A | 5,898 | 104,360 | ||||||
Bonava AB, Class B | 5,549 | 47,959 | ||||||
Bravida Holding AB(b) | 5,435 | 76,238 | ||||||
Bufab AB | 768 | 37,917 | ||||||
Byggmax Group AB | 5,161 | 51,047 | ||||||
Catena AB | 1,283 | 79,923 | ||||||
Clas Ohlson AB, Class B(a) | 6,172 | 93,597 | ||||||
Coor Service Management Holding AB(b) | 5,786 | 52,819 | ||||||
Dios Fastigheter AB | 11,027 | 144,691 | ||||||
Dustin Group AB(b) | 3,604 | 42,234 | ||||||
Elanders AB, Class B | 1,781 | 34,228 | ||||||
Fagerhult AB | 2,946 | 19,816 | ||||||
Ferronordic AB | 958 | 35,658 | ||||||
Granges AB | 2,235 | 26,191 | ||||||
HMS Networks AB | 622 | 38,335 | ||||||
Instalco AB | 533 | 25,573 | ||||||
Inwido AB | 3,757 | 77,681 | ||||||
JM AB | 3,324 | 150,012 | ||||||
KNOW IT AB | 844 | 35,004 | ||||||
Lagercrantz Group AB, Class B | 2,909 | 42,765 | ||||||
LeoVegas AB(b) | 9,186 | 35,551 | ||||||
Lindab International AB | 2,155 | 76,500 |
See Notes to Financial Statements.
38 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
Loomis AB | 2,711 | $ | 72,073 | |||||
MIPS AB | 230 | 30,154 | ||||||
Munters Group AB(b) | 2,937 | 22,691 | ||||||
Mycronic AB | 2,022 | 47,123 | ||||||
NCC AB, Class B | 3,830 | 70,941 | ||||||
Nobia AB | 9,712 | 58,462 | ||||||
Nobina AB(b) | 8,551 | 101,057 | ||||||
Nolato AB, Class B | 4,946 | 58,944 | ||||||
Nordic Paper Holding AB | 7,827 | 32,851 | ||||||
Nordic Waterproofing Holding AB | 1,506 | 37,093 | ||||||
Peab AB, Class B | 24,671 | 311,186 | ||||||
Platzer Fastigheter Holding AB, Class B | 3,573 | 53,513 | ||||||
Pricer AB, Class B | 9,584 | 25,935 | ||||||
Ratos AB, Class B | 6,555 | 41,956 | ||||||
Rottneros AB | 18,426 | 21,206 | ||||||
Scandi Standard AB | 5,109 | 23,136 | ||||||
Tethys Oil AB | 4,329 | 29,788 | ||||||
Troax Group AB | 822 | 42,081 | ||||||
Volati AB | 1,613 | 40,352 | ||||||
|
| |||||||
Total Sweden |
| 2,674,050 | ||||||
Switzerland – 1.3% |
| |||||||
Arbonia AG | 3,896 | 88,084 | ||||||
Comet Holding AG, Registered Shares | 80 | 29,545 | ||||||
EFG International AG* | 8,521 | 64,996 | ||||||
Huber + Suhner AG, Registered Shares | 728 | 69,512 | ||||||
Landis + Gyr Group AG*(a) | 1,467 | 99,420 | ||||||
Mobilezone Holding AG, Registered Shares | 4,516 | 67,506 | ||||||
Swissquote Group Holding S.A., Registered Shares | 269 | 59,194 | ||||||
Valiant Holding AG, Registered Shares | 1,049 | 105,113 | ||||||
Zehnder Group AG | 330 | 33,719 | ||||||
|
| |||||||
Total Switzerland |
| 617,089 | ||||||
United Kingdom – 14.7% |
| |||||||
Aclara Resources, Inc.* | 2,561 | 2,920 | ||||||
AJ Bell PLC | 9,049 | 46,501 | ||||||
Alliance Pharma PLC | 34,480 | 50,811 | ||||||
Assura PLC | 146,394 | 138,402 | ||||||
Balfour Beatty PLC | 23,556 | 83,592 | ||||||
Begbies Traynor Group PLC | 14,575 | 26,571 | ||||||
Bloomsbury Publishing PLC | 6,212 | 30,290 | ||||||
Bodycote PLC | 5,708 | 66,914 | ||||||
Brewin Dolphin Holdings PLC | 23,452 | 117,529 | ||||||
CareTech Holdings PLC | 5,381 | 41,981 | ||||||
Central Asia Metals PLC | 28,410 | 99,663 | ||||||
Chemring Group PLC | 5,557 | 22,279 | ||||||
Clarkson PLC | 1,337 | 70,263 | ||||||
Clinigen Group PLC | 2,286 | 28,346 | ||||||
Clipper Logistics PLC | 3,004 | 29,539 | ||||||
CLS Holdings PLC | 21,585 | 63,880 | ||||||
Coats Group PLC | 49,543 | 46,436 | ||||||
Concentric AB | 936 | 29,050 | ||||||
Craneware PLC | 765 | 25,127 | ||||||
Cranswick PLC | 2,176 | 109,108 | ||||||
Currys PLC | 41,821 | 64,801 | ||||||
Devro PLC | 18,278 | 50,999 | ||||||
DiscoverIE Group PLC | 1,554 | 21,595 | ||||||
Diversified Energy Co. PLC | 174,084 | 246,163 | ||||||
Domino’s Pizza Group PLC | 19,665 | 122,203 | ||||||
Drax Group PLC | 28,062 | 229,952 | ||||||
EMIS Group PLC | 3,650 | 67,235 | ||||||
Essentra PLC | 9,044 | 42,261 | ||||||
Euromoney Institutional Investor PLC | 3,030 | 37,962 | ||||||
FDM Group Holdings PLC | 5,604 | 96,549 | ||||||
Ferrexpo PLC | 155,308 | 629,809 | ||||||
Forterra PLC(b) | 9,988 | 37,338 | ||||||
Galliford Try Holdings PLC | 11,878 | 28,926 | ||||||
Gamma Communications PLC | 1,198 | 26,773 | ||||||
Gateley Holdings PLC | 12,571 | 39,417 | ||||||
GB Group PLC | 2,170 | 21,706 | ||||||
Genuit Group PLC | 5,167 | 41,011 | ||||||
Great Portland Estates PLC | 5,937 | 58,541 | ||||||
Halfords Group PLC | 7,077 | 33,108 | ||||||
Helical PLC | 5,859 | 36,028 | ||||||
Hill & Smith Holdings PLC | 3,195 | 77,721 | ||||||
Hilton Food Group PLC | 4,164 | 64,295 | ||||||
Ibstock PLC(b) | 13,375 | 36,920 | ||||||
IG Design Group PLC | 3,939 | 13,658 | ||||||
Impax Asset Management Group PLC | 3,050 | 60,809 | ||||||
IntegraFin Holdings PLC | 6,424 | 48,769 | ||||||
James Halstead PLC | 4,974 | 38,671 | ||||||
Jupiter Fund Management PLC | 48,032 | 166,806 | ||||||
Keller Group PLC | 4,804 | 64,092 | ||||||
Liontrust Asset Management PLC | 2,091 | 62,307 | ||||||
Londonmetric Property PLC | 66,360 | 254,724 | ||||||
Luceco PLC(b) | 5,410 | 25,537 | ||||||
Marshalls PLC | 4,089 | 38,353 | ||||||
MJ Gleeson PLC | 3,798 | 38,890 | ||||||
Moneysupermarket.com Group PLC | 39,931 | 116,823 | ||||||
Morgan Advanced Materials PLC | 8,336 | 40,477 | ||||||
Morgan Sindall Group PLC | 2,939 | 100,314 | ||||||
Mortgage Advice Bureau Holdings Ltd. | 2,196 | 43,128 | ||||||
NCC Group PLC | 9,943 | 31,446 | ||||||
Next Fifteen Communications Group PLC | 2,354 | 42,724 | ||||||
Norcros PLC | 7,278 | 30,855 | ||||||
Numis Corp. PLC | 8,296 | 38,429 | ||||||
Oxford Instruments PLC | 951 | 33,877 | ||||||
Pagegroup PLC | 3,645 | 31,276 | ||||||
Pan African Resources PLC | 181,567 | 41,069 | ||||||
Paragon Banking Group PLC | 13,195 | 101,245 | ||||||
PayPoint PLC | 7,677 | 69,147 | ||||||
Polar Capital Holdings PLC | 9,863 | 105,936 | ||||||
PZ Cussons PLC | 18,493 | 51,473 | ||||||
QinetiQ Group PLC | 18,710 | 67,409 | ||||||
Reach PLC | 9,617 | 36,798 | ||||||
Redde Northgate PLC | 21,714 | 128,377 | ||||||
Renew Holdings PLC | 4,300 | 48,631 | ||||||
Robert Walters PLC | 3,561 | 37,139 | ||||||
Sabre Insurance Group PLC(b) | 34,430 | 85,713 |
See Notes to Financial Statements.
WisdomTree Trust | 39 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
Investments | Shares | Value | ||||||
Safestore Holdings PLC | 7,381 | $ | 140,860 | |||||
Savills PLC | 5,589 | 106,586 | ||||||
Serco Group PLC | 30,332 | 55,298 | ||||||
Serica Energy PLC | 9,511 | 31,046 | ||||||
Smart Metering Systems PLC | 5,090 | 57,980 | ||||||
Spirent Communications PLC | 14,553 | 54,443 | ||||||
SThree PLC | 6,532 | 41,051 | ||||||
Synthomer PLC | 35,144 | 190,213 | ||||||
TBC Bank Group PLC | 2,700 | 60,341 | ||||||
Telecom Plus PLC | 5,158 | 110,802 | ||||||
TI Fluid Systems PLC(b) | 22,730 | 78,506 | ||||||
TT Electronics PLC | 8,036 | 27,864 | ||||||
Tyman PLC | 9,922 | 53,688 | ||||||
Vesuvius PLC | 16,356 | 99,735 | ||||||
Victrex PLC | 3,100 | 102,619 | ||||||
Vitec Group PLC (The) | 1,555 | 29,908 | ||||||
Vivo Energy PLC(b) | 88,518 | 158,019 | ||||||
Watkin Jones PLC | 18,324 | 64,902 | ||||||
Wincanton PLC | 8,892 | 44,321 | ||||||
Workspace Group PLC | 5,755 | 63,021 | ||||||
XPS Pensions Group PLC | 18,233 | 34,574 | ||||||
|
| |||||||
Total United Kingdom |
| 6,941,194 | ||||||
TOTAL COMMON STOCKS (Cost: $44,206,039) | 47,244,804 | |||||||
RIGHTS – 0.0% | ||||||||
Spain – 0.0% | ||||||||
Faes Farma S.A., expiring 1/4/22* (Cost: $4,336) | 22,536 | 4,664 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.0% |
| |||||||
United States – 2.0% | ||||||||
State Street Navigator Securities Lending | ||||||||
(Cost: $942,163) | 942,163 | 942,163 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 102.1% (Cost: $45,152,538) | 48,191,631 | |||||||
Other Assets less Liabilities – (2.1)% | (977,217 | ) | ||||||
|
| |||||||
NET ASSETS – 100.0% | $ | 47,214,414 |
* | 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 $9,570, which represents 0.02% of net assets. |
(a) | Security, or portion thereof, was on loan at December 31, 2021 (See Note 2). At December 31, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,719,380 and the total market value of the collateral held by the Fund was $1,851,208. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $909,045. |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(c) | Rate shown represents annualized 7-day yield as of December 31, 2021. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of be Purchased | Amount and Description of be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 3,400 | CHF | 3,706 | USD | $ | 26 | $ | — | |||||||||||||||||||
Citibank N.A. | 1/5/2022 | 128,768 | CHF | 141,331 | USD | — | (2 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 18,493 | DKK | 2,815 | USD | 13 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 702,018 | DKK | 107,342 | USD | — | (2 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 36,693 | EUR | 41,547 | USD | 181 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 1,393,293 | EUR | 1,584,472 | USD | 11 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 20,499 | ILS | 6,584 | USD | 2 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 781,536 | ILS | 251,104 | USD | 0 | ^ | — | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 39,603 | NOK | 4,476 | USD | 15 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 1,505,104 | NOK | 170,674 | USD | 2 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 124,548 | SEK | 13,679 | USD | 77 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 4,723,172 | SEK | 521,676 | USD | 4 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 8,173 | SGD | 6,022 | USD | 40 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 309,647 | SGD | 229,681 | USD | 1 | — | |||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 142,257 | USD | 131,440 | CHF | — | (2,004 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 108,046 | USD | 712,943 | DKK | — | (965 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 1,594,858 | USD | 1,414,817 | EUR | — | (14,103 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 252,750 | USD | 795,012 | ILS | — | (2,684 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 171,793 | USD | 1,565,557 | NOK | — | (5,739 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 525,095 | USD | 4,757,724 | SEK | — | (401 | ) | ||||||||||||||||||||
Citibank N.A. | 1/5/2022 | 231,186 | USD | 317,040 | SGD | — | (3,979 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 43,570 | AUD | 31,540 | USD | 138 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 1,654,427 | AUD | 1,202,856 | USD | — | (1 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 27,376 | GBP | 36,739 | USD | 341 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 1,034,456 | GBP | 1,401,105 | USD | 12 | — |
See Notes to Financial Statements.
40 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of be Purchased | Amount and Description of be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 7,476,211 | JPY | 65,087 | USD | $ | — | $ | (164 | ) | ||||||||||||||||||
Citibank N.A. | 1/6/2022 | 285,839,964 | JPY | 2,482,215 | USD | 21 | — | |||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 1,210,741 | USD | 1,706,639 | AUD | — | (30,075 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 1,410,290 | USD | 1,065,028 | GBP | — | (32,235 | ) | ||||||||||||||||||||
Citibank N.A. | 1/6/2022 | 2,498,487 | USD | 283,474,837 | JPY | 36,790 | — | |||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 1,285,641 | USD | 1,768,193 | AUD | — | (34 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 151,021 | USD | 137,499 | CHF | — | (3 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 116,309 | USD | 760,256 | DKK | — | (8 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 1,660,230 | USD | 1,459,108 | EUR | — | (58 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 1,484,358 | USD | 1,095,978 | GBP | 3 | — | |||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 263,134 | USD | 818,886 | ILS | — | (3 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 2,554,073 | USD | 294,062,428 | JPY | — | (88 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 182,360 | USD | 1,608,997 | NOK | — | (2 | ) | ||||||||||||||||||||
Citibank N.A. | 2/3/2022 | 555,622 | USD | 5,029,569 | SEK | — | (27 | ) | ||||||||||||||||||||
Citibank N.A. | 2/7/2022 | 230,954 | USD | 311,433 | SGD | — | (4 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 128,772 | CHF | 141,331 | USD | 2 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 702,034 | DKK | 107,342 | USD | 1 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 1,393,299 | EUR | 1,584,472 | USD | 18 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 781,551 | ILS | 251,104 | USD | 5 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 1,505,100 | NOK | 170,674 | USD | 2 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 4,723,192 | SEK | 521,676 | USD | 6 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 309,649 | SGD | 229,681 | USD | 2 | — | |||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 142,257 | USD | 131,444 | CHF | — | (2,008 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 108,046 | USD | 712,932 | DKK | — | (963 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 1,594,858 | USD | 1,414,792 | EUR | — | (14,074 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 252,750 | USD | 795,576 | ILS | — | (2,865 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 171,793 | USD | 1,565,586 | NOK | — | (5,742 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 525,095 | USD | 4,757,776 | SEK | — | (407 | ) | ||||||||||||||||||||
Goldman Sachs | 1/5/2022 | 231,186 | USD | 317,040 | SGD | — | (3,979 | ) | ||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 1,654,450 | AUD | 1,202,856 | USD | 15 | — | |||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 1,034,436 | GBP | 1,401,105 | USD | — | (16 | ) | ||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 285,839,716 | JPY | 2,482,215 | USD | 19 | — | |||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 1,210,741 | USD | 1,706,682 | AUD | — | (30,106 | ) | ||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 1,410,290 | USD | 1,065,031 | GBP | — | (32,238 | ) | ||||||||||||||||||||
Goldman Sachs | 1/6/2022 | 2,498,487 | USD | 283,469,840 | JPY | 36,833 | — | |||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 1,285,641 | USD | 1,768,181 | AUD | — | (25 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 151,021 | USD | 137,500 | CHF | — | (4 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 116,309 | USD | 760,221 | DKK | — | (2 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 1,660,230 | USD | 1,459,121 | EUR | — | (73 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 1,484,358 | USD | 1,095,950 | GBP | 40 | — | |||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 263,134 | USD | 818,881 | ILS | — | (1 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 2,554,073 | USD | 294,063,450 | JPY | — | (97 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 182,360 | USD | 1,608,987 | NOK | — | (1 | ) | ||||||||||||||||||||
Goldman Sachs | 2/3/2022 | 555,622 | USD | 5,029,401 | SEK | — | (9 | ) | ||||||||||||||||||||
Goldman Sachs | 2/7/2022 | 230,954 | USD | 311,433 | SGD | — | (4 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 128,771 | CHF | 141,331 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 702,033 | DKK | 107,342 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 1,393,290 | EUR | 1,584,472 | USD | 8 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 781,540 | ILS | 251,104 | USD | 2 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 1,505,095 | NOK | 170,674 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 4,723,158 | SEK | 521,676 | USD | 2 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 309,647 | SGD | 229,681 | USD | 1 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 142,257 | USD | 131,436 | CHF | — | (1,999 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 108,046 | USD | 712,930 | DKK | — | (963 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 1,594,858 | USD | 1,414,816 | EUR | — | (14,101 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 41 |
Schedule of Investments (unaudited) (continued)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of be Purchased | Amount and Description of be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 252,750 | USD | 794,944 | ILS | $ | — | $ | (2,662 | ) | ||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 171,793 | USD | 1,565,544 | NOK | — | (5,737 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 525,095 | USD | 4,757,525 | SEK | — | (379 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/5/2022 | 231,186 | USD | 317,041 | SGD | — | (3,980 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 1,654,431 | AUD | 1,202,856 | USD | 2 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 1,034,440 | GBP | 1,401,105 | USD | — | (10 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 285,838,475 | JPY | 2,482,215 | USD | 8 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 1,210,741 | USD | 1,706,654 | AUD | — | (30,085 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 1,410,290 | USD | 1,065,023 | GBP | — | (32,228 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/6/2022 | 2,498,487 | USD | 283,472,338 | JPY | 36,812 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 1,285,641 | USD | 1,768,167 | AUD | — | (15 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 151,021 | USD | 137,500 | CHF | — | (4 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 116,309 | USD | 760,252 | DKK | — | (7 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 1,660,230 | USD | 1,459,104 | EUR | — | (54 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 1,484,358 | USD | 1,095,970 | GBP | 13 | — | |||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 263,134 | USD | 818,900 | ILS | — | (7 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 2,554,073 | USD | 294,060,385 | JPY | — | (70 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 182,360 | USD | 1,609,026 | NOK | — | (5 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/3/2022 | 555,622 | USD | 5,029,562 | SEK | — | (27 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 2/7/2022 | 230,954 | USD | 311,431 | SGD | — | (3 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 128,774 | CHF | 141,330 | USD | 5 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 702,050 | DKK | 107,342 | USD | 3 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 1,393,285 | EUR | 1,584,470 | USD | 4 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 781,538 | ILS | 251,102 | USD | 3 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 1,505,061 | NOK | 170,673 | USD | — | (2 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 4,723,206 | SEK | 521,674 | USD | 10 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 309,645 | SGD | 229,679 | USD | 1 | — | |||||||||||||||||||||
UBS AG | 1/5/2022 | 142,258 | USD | 131,437 | CHF | — | (1,999 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 108,045 | USD | 712,946 | DKK | — | (966 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 1,594,859 | USD | 1,414,828 | EUR | — | (14,114 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 252,748 | USD | 795,014 | ILS | — | (2,687 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 171,792 | USD | 1,565,530 | NOK | — | (5,737 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 525,096 | USD | 4,757,733 | SEK | — | (401 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 231,186 | USD | 317,042 | SGD | — | (3,981 | ) | ||||||||||||||||||||
UBS AG | 1/6/2022 | 1,654,451 | AUD | 1,202,857 | USD | 15 | — | |||||||||||||||||||||
UBS AG | 1/6/2022 | 1,034,435 | GBP | 1,401,105 | USD | — | (17 | ) | ||||||||||||||||||||
UBS AG | 1/6/2022 | 285,842,327 | JPY | 2,482,215 | USD | 41 | — | |||||||||||||||||||||
UBS AG | 1/6/2022 | 1,210,742 | USD | 1,706,672 | AUD | — | (30,097 | ) | ||||||||||||||||||||
UBS AG | 1/6/2022 | 1,410,289 | USD | 1,065,052 | GBP | — | (32,269 | ) | ||||||||||||||||||||
UBS AG | 1/6/2022 | 2,498,486 | USD | 283,471,725 | JPY | 36,816 | — | |||||||||||||||||||||
UBS AG | 2/3/2022 | 1,285,641 | USD | 1,768,193 | AUD | — | (34 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 151,021 | USD | 137,500 | CHF | — | (4 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 116,308 | USD | 760,249 | DKK | — | (8 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 1,660,228 | USD | 1,459,096 | EUR | — | (47 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 1,484,358 | USD | 1,095,957 | GBP | 30 | — | |||||||||||||||||||||
UBS AG | 2/3/2022 | 263,132 | USD | 818,901 | ILS | — | (10 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 2,554,074 | USD | 294,062,421 | JPY | — | (87 | ) | ||||||||||||||||||||
UBS AG | 2/3/2022 | 182,360 | USD | 1,608,942 | NOK | 4 | — | |||||||||||||||||||||
UBS AG | 2/3/2022 | 555,622 | USD | 5,029,563 | SEK | — | (27 | ) | ||||||||||||||||||||
UBS AG | 2/7/2022 | 230,953 | USD | 311,429 | SGD | — | (3 | ) | ||||||||||||||||||||
$ | 148,403 | $ | (370,021 | ) |
^ | Amount represents less than $1. |
See Notes to Financial Statements.
42 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)
December 31, 2021
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | ||||||||||||||||
Singapore | $ | 1,624,529 | $ | — | $ | 9,570 | * | $ | 1,634,099 | |||||||
Other | 45,610,705 | — | — | 45,610,705 | ||||||||||||
Rights | 4,664 | — | — | 4,664 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 942,163 | — | 942,163 | ||||||||||||
Total Investments in Securities | $ | 47,239,898 | $ | 942,163 | $ | 9,570 | $ | 48,191,631 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | 148,403 | $ | — | $ | 148,403 | ||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (370,021 | ) | $ | — | $ | (370,021 | ) | ||||||
Total – Net | $ | 47,239,898 | $ | 720,545 | $ | 9,570 | $ | 47,970,013 |
* | 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.
WisdomTree Trust | 43 |
Schedule of Investments (unaudited)
WisdomTree Emerging Markets ESG Fund (RESE)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 100.2% |
| |||||||
Brazil – 5.3% |
| |||||||
Alpargatas S.A., Preference Shares | 2,680 | $ | 17,812 | |||||
Ambev S.A. | 43,367 | 120,057 | ||||||
B3 S.A. – Brasil Bolsa Balcao | 59,239 | 118,478 | ||||||
Banco Bradesco S.A., Preference Shares | 43,295 | 149,317 | ||||||
Braskem S.A., Class A, Preference Shares | 7,246 | 74,971 | ||||||
CCR S.A. | 37,142 | 77,285 | ||||||
Cia Siderurgica Nacional S.A. | 8,277 | 37,135 | ||||||
Energisa S.A. | 7,747 | 61,712 | ||||||
Equatorial Energia S.A. | 13,916 | 56,488 | ||||||
Gerdau S.A., Preference Shares | 9,038 | 44,233 | ||||||
Itau Unibanco Holding S.A., Preference Shares | 40,395 | 151,935 | ||||||
Itausa S.A., Preference Shares | 66,403 | 106,459 | ||||||
Klabin S.A. | 21,220 | 97,757 | ||||||
Lojas Renner S.A. | 12,803 | 56,177 | ||||||
Suzano S.A.* | 7,403 | 79,891 | ||||||
Telefonica Brasil S.A. | 10,639 | 92,045 | ||||||
TOTVS S.A. | 9,006 | 46,307 | ||||||
WEG S.A. | 20,209 | 119,658 | ||||||
|
| |||||||
Total Brazil |
| 1,507,717 | ||||||
Chile – 0.2% |
| |||||||
Cia Cervecerias Unidas S.A. | 5,764 | 46,883 | ||||||
China – 29.3% |
| |||||||
ANTA Sports Products Ltd. | 9,400 | 140,946 | ||||||
Avary Holding Shenzhen Co., Ltd., Class A | 10,700 | 71,234 | ||||||
Baozun, Inc., ADR* | 2,880 | 40,032 | ||||||
Beijing Sinnet Technology Co., Ltd., Class A | 13,400 | 31,201 | ||||||
BOE Technology Group Co., Ltd., Class A | 36,600 | 29,000 | ||||||
BYD Co., Ltd., Class H | 6,000 | 205,174 | ||||||
China Conch Venture Holdings Ltd. | 30,500 | 149,051 | ||||||
China East Education Holdings Ltd.*(a) | 84,500 | 52,892 | ||||||
China Education Group Holdings Ltd.(b) | 42,000 | 68,202 | ||||||
China Feihe Ltd.(a) | 90,000 | 120,750 | ||||||
China Hongqiao Group Ltd. | 47,500 | 50,142 | ||||||
China Medical System Holdings Ltd. | 59,000 | 98,531 | ||||||
China Meidong Auto Holdings Ltd. | 20,000 | 103,126 | ||||||
China Minsheng Banking Corp., Ltd., Class H(b) | 239,300 | 91,468 | ||||||
China Railway Signal & Communication Corp. Ltd., Class A | 43,140 | 33,709 | ||||||
China Yuhua Education Corp., Ltd.(a) | 176,000 | 62,984 | ||||||
Chongqing Zhifei Biological Products Co., Ltd., Class A | 3,000 | 58,650 | ||||||
CSPC Pharmaceutical Group Ltd. | 102,160 | 110,988 | ||||||
Daan Gene Co., Ltd., Class A | 8,800 | 27,698 | ||||||
Dada Nexus Ltd., ADR* | 5,248 | 69,064 | ||||||
Dali Foods Group Co., Ltd.(a) | 171,700 | 89,855 | ||||||
Daqo New Energy Corp., ADR* | 655 | 26,410 | ||||||
Ecovacs Robotics Co., Ltd., Class A | 2,800 | 66,317 | ||||||
ENN Energy Holdings Ltd. | 8,200 | 154,401 | ||||||
Flat Glass Group Co., Ltd., Class H(b) | 19,000 | 96,507 | ||||||
Fuyao Glass Industry Group Co., Ltd., Class H(a) | 8,800 | 45,488 | ||||||
Gaotu Techedu, Inc., ADR* | 13,928 | 27,020 | ||||||
Geely Automobile Holdings Ltd. | 46,000 | 125,675 | ||||||
GOME Retail Holdings Ltd.*(b) | 656,000 | 55,534 | ||||||
Great Wall Motor Co., Ltd., Class H | 53,000 | 182,189 | ||||||
Haidilao International Holding Ltd.(a)(b) | 25,000 | 56,437 | ||||||
Haitian International Holdings Ltd. | 31,000 | 86,086 | ||||||
Hengan International Group Co., Ltd. | 14,600 | 75,188 | ||||||
Huafon Chemical Co., Ltd., Class A | 41,100 | 67,325 | ||||||
Hualan Biological Engineering, Inc., Class A | 11,400 | 52,123 | ||||||
Huazhu Group Ltd., ADR* | 1,289 | 48,131 | ||||||
JD.com, Inc., ADR* | 3,891 | 272,642 | ||||||
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd., Class A | 9,900 | 58,716 | ||||||
Jiangsu Zhongtian Technology Co., Ltd., Class A | 39,300 | 104,581 | ||||||
Jiumaojiu International Holdings Ltd.(a) | 30,000 | 52,717 | ||||||
Jointown Pharmaceutical Group Co., Ltd., Class A | 27,200 | 62,822 | ||||||
Joyoung Co., Ltd., Class A | 13,600 | 49,506 | ||||||
Kaisa Group Holdings Ltd.(b) | 185,000 | 18,509 | ||||||
Kingboard Holdings Ltd. | 11,500 | 55,978 | ||||||
Lee & Man Paper Manufacturing Ltd. | 103,000 | 71,606 | ||||||
Li Auto, Inc., ADR* | 4,141 | 132,926 | ||||||
Li Ning Co., Ltd. | �� | 18,500 | 202,529 | |||||
Lufax Holding Ltd., ADR* | 8,387 | 47,219 | ||||||
Minth Group Ltd. | 18,000 | 79,307 | ||||||
New Oriental Education & Technology Group, Inc., ADR* | 19,338 | 40,610 | ||||||
Pinduoduo, Inc., ADR* | 2,370 | 138,171 | ||||||
Ping An Insurance Group Co. of China Ltd., Class H | 33,500 | 241,272 | ||||||
Sailun Group Co., Ltd., Class A | 40,900 | 94,913 | ||||||
Shandong Weigao Group Medical Polymer Co., Ltd., Class H | 59,200 | 73,883 | ||||||
Shanghai Yuyuan Tourist Mart Group Co., Ltd., Class A | 33,900 | 54,786 | ||||||
Shenzhou International Group Holdings Ltd. | 5,700 | 109,594 | ||||||
Sino Biopharmaceutical Ltd. | 128,000 | 89,643 | ||||||
Sunny Optical Technology Group Co., Ltd. | 4,800 | 151,826 | ||||||
Suzhou Gold Mantis Construction Decoration Co., Ltd., Class A | 57,800 | 55,140 | ||||||
TAL Education Group, ADR* | 6,823 | 26,814 | ||||||
TCL Technology Group Corp., Class A | 44,200 | 42,790 | ||||||
Tencent Holdings Ltd. | 23,400 | 1,371,050 | ||||||
Tingyi Cayman Islands Holding Corp. | 60,000 | 123,289 | ||||||
Tongcheng Travel Holdings Ltd.* | 45,600 | 84,459 | ||||||
Topsports International Holdings Ltd.(a) | 60,000 | 60,721 | ||||||
Trip.com Group Ltd., ADR* | 3,460 | 85,185 | ||||||
Uni-President China Holdings Ltd. | 85,000 | 82,424 | ||||||
Vipshop Holdings Ltd., ADR* | 7,174 | 60,262 | ||||||
Want Want China Holdings Ltd. | 147,600 | 135,554 | ||||||
WUS Printed Circuit Kunshan Co., Ltd., Class A | 20,200 | 52,549 | ||||||
Xinjiang Goldwind Science & Technology Co., Ltd., Class H | 35,400 | 69,108 | ||||||
Xinyi Solar Holdings Ltd. | 53,952 | 91,485 | ||||||
XPeng, Inc., ADR* | 2,972 | 149,581 | ||||||
Yadea Group Holdings Ltd.(a) | 58,000 | 113,079 | ||||||
Yum China Holdings, Inc. | 2,824 | 140,748 |
See Notes to Financial Statements.
44 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets ESG Fund (RESE)
December 31, 2021
Investments | Shares | Value | ||||||
Zhefu Holding Group Co., Ltd., Class A | 112,010 | $ | 125,132 | |||||
Zhejiang Semir Garment Co., Ltd., Class A | 26,600 | 32,262 | ||||||
Zhejiang Supor Co., Ltd., Class A | 6,000 | 58,594 | ||||||
Zhejiang Weixing New Building Materials Co., Ltd., Class A | 10,700 | 40,830 | ||||||
ZhongAn Online P&C Insurance Co., Ltd., Class H*(a)(b) | 24,300 | 84,467 | ||||||
Zhongsheng Group Holdings Ltd. | 10,000 | 77,986 | ||||||
Zhuzhou Kibing Group Co., Ltd., Class A | 26,900 | 72,174 | ||||||
|
| |||||||
Total China |
| 8,308,967 | ||||||
Hong Kong – 0.5% |
| |||||||
Kingboard Laminates Holdings Ltd. | 30,500 | 51,875 | ||||||
Vinda International Holdings Ltd.(b) | 35,000 | 85,297 | ||||||
|
| |||||||
Total Hong Kong |
| 137,172 | ||||||
Hungary – 0.2% |
| |||||||
Richter Gedeon Nyrt | 1,957 | 52,684 | ||||||
India – 15.5% |
| |||||||
ACC Ltd. | 2,215 | 66,023 | ||||||
Adani Green Energy Ltd.* | 4,337 | 77,611 | ||||||
Adani Total Gas Ltd. | 4,254 | 98,533 | ||||||
Ambuja Cements Ltd. | 21,197 | 107,645 | ||||||
Asian Paints Ltd. | 3,561 | 162,058 | ||||||
Axis Bank Ltd.* | 14,708 | 134,257 | ||||||
Bajaj Auto Ltd. | 1,538 | 67,227 | ||||||
Bajaj Finance Ltd. | 1,220 | 114,512 | ||||||
Bajaj Finserv Ltd. | 277 | 61,135 | ||||||
Balkrishna Industries Ltd. | 1,021 | 31,912 | ||||||
Bandhan Bank Ltd.(a) | 7,851 | 26,689 | ||||||
Berger Paints India Ltd. | 4,081 | 42,369 | ||||||
Cholamandalam Investment and Finance Co., Ltd. | 3,350 | 23,452 | ||||||
Cipla Ltd. | 5,393 | 68,494 | ||||||
Colgate-Palmolive India Ltd. | 3,798 | 75,683 | ||||||
Divi’s Laboratories Ltd. | 1,250 | 78,667 | ||||||
Dr. Reddy’s Laboratories Ltd. | 1,431 | 94,462 | ||||||
Godrej Consumer Products Ltd.* | 6,523 | 84,973 | ||||||
Grasim Industries Ltd. | 2,638 | 57,570 | ||||||
Havells India Ltd. | 4,137 | 77,747 | ||||||
HCL Technologies Ltd. | 8,568 | 152,041 | ||||||
HDFC Asset Management Co., Ltd.(a) | 1,093 | 35,966 | ||||||
HDFC Life Insurance Co., Ltd.(a) | 2,951 | 25,786 | ||||||
Hero MotoCorp., Ltd. | 1,969 | 65,216 | ||||||
Housing Development Finance Corp., Ltd. | 7,349 | 255,703 | ||||||
ICICI Bank Ltd. | 22,166 | 220,704 | ||||||
ICICI Lombard General Insurance Co., Ltd.(a) | 2,761 | 52,046 | ||||||
ICICI Prudential Life Insurance Co., Ltd.(a) | 4,511 | 34,032 | ||||||
Indus Towers Ltd. | 15,129 | 50,535 | ||||||
Infosys Ltd. | 15,593 | 395,983 | ||||||
Ipca Laboratories Ltd. | 1,831 | 53,372 | ||||||
JSW Steel Ltd. | 8,701 | 76,779 | ||||||
Jubilant Foodworks Ltd. | 1,861 | 89,904 | ||||||
Kotak Mahindra Bank Ltd. | 4,407 | 106,482 | ||||||
Lupin Ltd. | 2,856 | 36,528 | ||||||
Marico Ltd. | 15,688 | 108,191 | ||||||
Maruti Suzuki India Ltd. | 797 | 79,624 | ||||||
Motherson Sumi Systems Ltd. | 9,351 | 28,090 | ||||||
Muthoot Finance Ltd. | 2,157 | 43,399 | ||||||
Nestle India Ltd. | 391 | 103,651 | ||||||
Page Industries Ltd. | 85 | 46,221 | ||||||
PI Industries Ltd. | 865 | 35,307 | ||||||
Piramal Enterprises Ltd. | 2,853 | 101,473 | ||||||
Shriram Transport Finance Co., Ltd. | 2,988 | 48,919 | ||||||
Siemens Ltd. | 2,058 | 65,375 | ||||||
Tech Mahindra Ltd. | 7,143 | 172,056 | ||||||
Torrent Pharmaceuticals Ltd. | 1,764 | 77,798 | ||||||
UltraTech Cement Ltd. | 1,328 | 135,613 | ||||||
Wipro Ltd. | 14,584 | 140,345 | ||||||
|
| |||||||
Total India |
| 4,388,158 | ||||||
Indonesia – 1.4% |
| |||||||
Bank Central Asia Tbk PT | 350,700 | 179,625 | ||||||
Indocement Tunggal Prakarsa Tbk PT | 61,700 | 52,382 | ||||||
Kalbe Farma Tbk PT | 660,200 | 74,810 | ||||||
Unilever Indonesia Tbk PT | 322,000 | 92,855 | ||||||
|
| |||||||
Total Indonesia |
| 399,672 | ||||||
Malaysia – 1.6% |
| |||||||
Hartalega Holdings Bhd | 56,400 | 77,574 | ||||||
Hong Leong Bank Bhd | 19,600 | 87,602 | ||||||
Hong Leong Financial Group Bhd | 16,000 | 66,596 | ||||||
Nestle Malaysia Bhd | 3,000 | 96,639 | ||||||
Supermax Corp. Bhd | 140,430 | 49,552 | ||||||
Westports Holdings Bhd | 72,700 | 70,676 | ||||||
|
| |||||||
Total Malaysia |
| 448,639 | ||||||
Mexico – 3.4% |
| |||||||
America Movil S.A.B. de C.V., Series L | 191,500 | 202,963 | ||||||
Arca Continental S.A.B. de C.V. | 16,781 | 107,025 | ||||||
Cemex S.A.B. de C.V., Series CPO* | 198,708 | 135,838 | ||||||
Coca-Cola Femsa S.A.B. de C.V. | 18,241 | 99,561 | ||||||
Grupo Bimbo S.A.B. de C.V., Series A | 37,221 | 114,528 | ||||||
Grupo Financiero Banorte S.A.B. de C.V., Class O | 23,360 | 151,837 | ||||||
Industrias Penoles S.A.B. de C.V. | 6,157 | 70,869 | ||||||
Kimberly-Clark de Mexico S.A.B. de C.V., Class A | 50,158 | 76,003 | ||||||
|
| |||||||
Total Mexico |
| 958,624 | ||||||
Philippines – 0.7% |
| |||||||
Globe Telecom, Inc. | 1,635 | 106,515 | ||||||
Jollibee Foods Corp. | 7,590 | 32,210 | ||||||
PLDT, Inc. | 1,980 | 70,359 | ||||||
|
| |||||||
Total Philippines |
| 209,084 | ||||||
Poland – 0.6% |
| |||||||
Cyfrowy Polsat S.A. | 4,182 | 36,026 | ||||||
LPP S.A. | 9 | 38,408 | ||||||
Orange Polska S.A.* | 44,425 | 93,140 | ||||||
|
| |||||||
Total Poland |
| 167,574 | ||||||
Russia – 1.3% |
| |||||||
Novolipetsk Steel PJSC, GDR | 2,772 | 81,829 | ||||||
PhosAgro PJSC, GDR(c) | 68 | 1,467 |
See Notes to Financial Statements.
WisdomTree Trust | 45 |
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets ESG Fund (RESE)
December 31, 2021
Investments | Shares | Value | ||||||
PhosAgro PJSC, GDR(c) | 3,334 | $ | 71,948 | |||||
Polyus PJSC, GDR(c) | 871 | 76,866 | ||||||
TCS Group Holding PLC, GDR(c) | 872 | 73,527 | ||||||
X5 Retail Group N.V., GDR(c) | 2,404 | 63,634 | ||||||
|
| |||||||
Total Russia |
| 369,271 | ||||||
South Africa – 4.5% |
| |||||||
Anglo American Platinum Ltd. | 933 | 106,206 | ||||||
AngloGold Ashanti Ltd. | 4,914 | 101,205 | ||||||
Aspen Pharmacare Holdings Ltd. | 7,918 | 111,348 | ||||||
Bidvest Group Ltd. (The) | 6,319 | 75,008 | ||||||
Clicks Group Ltd. | 4,727 | 93,453 | ||||||
FirstRand Ltd. | 40,112 | 152,808 | ||||||
Gold Fields Ltd. | 11,535 | 125,859 | ||||||
Impala Platinum Holdings Ltd. | 7,632 | 107,594 | ||||||
Kumba Iron Ore Ltd. | 2,974 | 85,733 | ||||||
Mr. Price Group Ltd. | 4,316 | 53,950 | ||||||
Tiger Brands Ltd. | 7,228 | 81,972 | ||||||
Vodacom Group Ltd. | 10,119 | 85,352 | ||||||
Woolworths Holdings Ltd. | 34,213 | 111,171 | ||||||
|
| |||||||
Total South Africa |
| 1,291,659 | ||||||
South Korea – 14.6% |
| |||||||
CJ CheilJedang Corp. | 300 | 97,792 | ||||||
CJ ENM Co., Ltd. | 162 | 18,915 | ||||||
Coway Co., Ltd. | 1,306 | 81,738 | ||||||
DB Insurance Co., Ltd. | 1,971 | 89,534 | ||||||
Fila Holdings Corp. | 879 | 26,509 | ||||||
GS Engineering & Construction Corp. | 2,705 | 90,110 | ||||||
Hana Financial Group, Inc. | 3,444 | 121,826 | ||||||
Hankook Tire & Technology Co., Ltd. | 2,144 | 71,602 | ||||||
Hanon Systems | 2,445 | 27,664 | ||||||
Hyundai Engineering & Construction Co., Ltd. | 2,212 | 82,712 | ||||||
Hyundai Glovis Co., Ltd. | 598 | 84,512 | ||||||
Hyundai Steel Co. | 2,450 | 84,501 | ||||||
KB Financial Group, Inc. | 3,147 | 145,602 | ||||||
Korea Investment Holdings Co., Ltd. | 384 | 26,068 | ||||||
Korea Zinc Co., Ltd. | 64 | 27,511 | ||||||
LG Chem Ltd. | 293 | 151,584 | ||||||
LG Display Co., Ltd.* | 4,082 | 84,473 | ||||||
LG Electronics, Inc.* | 1,233 | 143,137 | ||||||
LG Household & Health Care Ltd. | 108 | 99,664 | ||||||
LG Innotek Co., Ltd. | 315 | 96,454 | ||||||
Lotte Chemical Corp. | 323 | 58,962 | ||||||
Meritz Securities Co., Ltd. | 18,028 | 78,102 | ||||||
Mirae Asset Securities Co., Ltd. | 7,323 | 53,286 | ||||||
NH Investment & Securities Co., Ltd. | 4,478 | 47,087 | ||||||
POSCO Chemical Co., Ltd. | 553 | 66,988 | ||||||
Samsung Electro-Mechanics Co., Ltd. | 545 | 90,547 | ||||||
Samsung Electronics Co., Ltd. | 18,544 | 1,221,447 | ||||||
Samsung Engineering Co., Ltd.* | 4,747 | 91,446 | ||||||
Samsung Fire & Marine Insurance Co., Ltd. | 529 | 89,891 | ||||||
Samsung Life Insurance Co., Ltd. | 1,304 | 70,315 | ||||||
Samsung SDS Co., Ltd. | 323 | 42,523 | ||||||
Samsung Securities Co., Ltd. | 1,993 | 75,277 | ||||||
Shinhan Financial Group Co., Ltd. | 4,163 | 128,874 | ||||||
SK Chemicals Co., Ltd. | 414 | 51,891 | ||||||
SK Hynix, Inc. | 2,488 | 274,177 | ||||||
SKC Co., Ltd. | 311 | 45,653 | ||||||
|
| |||||||
Total South Korea |
| 4,138,374 | ||||||
Taiwan – 19.0% |
| |||||||
Acer, Inc. | 57,000 | 62,734 | ||||||
Advantech Co., Ltd. | 4,499 | 64,476 | ||||||
ASE Technology Holding Co., Ltd. | 11,000 | 42,343 | ||||||
Asia Cement Corp. | 15,000 | 24,018 | ||||||
Asustek Computer, Inc. | 4,000 | 54,361 | ||||||
AU Optronics Corp. | 52,000 | 43,040 | ||||||
Catcher Technology Co., Ltd. | 3,000 | 16,970 | ||||||
Cathay Financial Holding Co., Ltd. | 64,714 | 146,189 | ||||||
Chailease Holding Co., Ltd. | 11,960 | 113,907 | ||||||
Chang Hwa Commercial Bank Ltd. | 37,000 | 22,735 | ||||||
Cheng Shin Rubber Industry Co., Ltd. | 17,000 | 22,182 | ||||||
China Development Financial Holding Corp. | 192,114 | 121,517 | ||||||
China Development Financial Holding Corp., Preference Shares | 1,929 | 669 | ||||||
Compal Electronics, Inc. | 39,000 | 34,113 | ||||||
CTBC Financial Holding Co., Ltd. | 122,720 | 115,104 | ||||||
Delta Electronics, Inc. | 10,000 | 99,396 | ||||||
E.Sun Financial Holding Co., Ltd. | 62,772 | 63,641 | ||||||
Eclat Textile Co., Ltd. | 1,000 | 22,807 | ||||||
Evergreen Marine Corp. Taiwan Ltd. | 39,000 | 200,871 | ||||||
Far Eastern New Century Corp. | 38,000 | 40,243 | ||||||
Feng TAY Enterprise Co., Ltd. | 7,200 | 60,245 | ||||||
Fubon Financial Holding Co., Ltd. | 60,392 | 166,549 | ||||||
Giant Manufacturing Co., Ltd. | 2,000 | 24,939 | ||||||
Hon Hai Precision Industry Co., Ltd. | 44,880 | 168,704 | ||||||
Hotai Motor Co., Ltd. | 1,000 | 22,192 | ||||||
Innolux Corp. | 70,000 | 49,590 | ||||||
Inventec Corp. | 27,000 | 24,348 | ||||||
Lite-On Technology Corp. | 15,014 | 34,622 | ||||||
MediaTek, Inc. | 6,000 | 258,069 | ||||||
Micro-Star International Co., Ltd. | 8,000 | 46,409 | ||||||
Nan Ya Printed Circuit Board Corp. | 2,000 | 41,349 | ||||||
Nanya Technology Corp. | 8,000 | 22,583 | ||||||
Nien Made Enterprise Co., Ltd. | 3,000 | 44,728 | ||||||
Novatek Microelectronics Corp. | 2,000 | 38,963 | ||||||
Pegatron Corp. | 14,000 | 34,966 | ||||||
Phison Electronics Corp. | 2,000 | 37,012 | ||||||
Powertech Technology, Inc. | 7,000 | 24,719 | ||||||
Quanta Computer, Inc. | 20,000 | 68,457 | ||||||
Realtek Semiconductor Corp. | 4,000 | 83,854 | ||||||
Shanghai Commercial & Savings Bank Ltd. (The) | 15,000 | 25,617 | ||||||
Shin Kong Financial Holding Co., Ltd. | 101,297 | 40,457 | ||||||
SinoPac Financial Holdings Co., Ltd. | 107,000 | 62,459 | ||||||
Synnex Technology International Corp. | 20,150 | 48,214 | ||||||
Taishin Financial Holding Co., Ltd. | 61,998 | 42,464 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 94,000 | 2,089,493 | ||||||
Unimicron Technology Corp. | 5,000 | 41,746 | ||||||
United Microelectronics Corp. | 48,000 | 112,770 |
See Notes to Financial Statements.
46 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Markets ESG Fund (RESE)
December 31, 2021
Investments | Shares | Value | ||||||
Vanguard International Semiconductor Corp. | 6,000 | $ | 34,265 | |||||
Wan Hai Lines Ltd. | 3,600 | 25,829 | ||||||
Win Semiconductors Corp. | 3,000 | 40,608 | ||||||
Winbond Electronics Corp. | 20,000 | 24,578 | ||||||
Wistron Corp. | 32,843 | 34,603 | ||||||
Wiwynn Corp. | 1,000 | 40,301 | ||||||
WPG Holdings Ltd. | 10,000 | 19,012 | ||||||
Yageo Corp. | 1,000 | 17,331 | ||||||
Yuanta Financial Holding Co., Ltd. | 124,120 | 113,501 | ||||||
Zhen Ding Technology Holding Ltd. | 5,000 | 18,162 | ||||||
|
| |||||||
Total Taiwan |
| 5,395,024 | ||||||
Thailand – 1.8% |
| |||||||
Energy Absolute PCL, NVDR | 28,600 | 82,191 | ||||||
Gulf Energy Development PCL, NVDR | 60,500 | 82,858 | ||||||
Home Product Center PCL, NVDR | 158,000 | 68,582 | ||||||
Indorama Ventures PCL, NVDR | 75,400 | 97,622 | ||||||
SCG Packaging PCL, NVDR | 32,600 | 67,581 | ||||||
Srisawad Corp. PCL, NVDR | 13,700 | 25,325 | ||||||
Thai Union Group PCL, NVDR | 132,600 | 77,405 | ||||||
|
| |||||||
Total Thailand |
| 501,564 | ||||||
Turkey – 0.3% |
| |||||||
Turkcell Iletisim Hizmetleri AS | 56,559 | 78,622 | ||||||
TOTAL COMMON STOCKS (Cost: $22,396,726) |
| 28,399,688 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.7% |
| |||||||
United States – 0.7% |
| |||||||
State Street Navigator Securities Lending | ||||||||
(Cost: $189,650) | 189,650 | 189,650 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.9% (Cost: $22,586,376) |
| 28,589,338 | ||||||
Other Assets less Liabilities – (0.9)% |
| (254,340 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 28,334,998 |
* | Non-income producing security. |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Security, or portion thereof, was on loan at December 31, 2021 (See Note 2). At December 31, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $485,443 and the total market value of the collateral held by the Fund was $519,564. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $329,914. |
(c) | This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. |
(d) | Rate shown represents annualized 7-day yield as of December 31, 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 | |||||||||||||||||||||||
State Street Bank and Trust | 1/3/2022 | 1,516 | USD | 6,340 | MYR | $ | — | $ | (6 | ) |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | $ | 28,399,688 | $ | — | $ | — | $ | 28,399,688 | ||||||||
Investment of Cash Collateral for Securities Loaned | — | 189,650 | — | 189,650 | ||||||||||||
Total Investments in Securities | $ | 28,399,688 | $ | 189,650 | $ | — | $ | 28,589,338 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (6 | ) | $ | — | $ | (6 | ) | ||||||
Total – Net | $ | 28,399,688 | $ | 189,644 | $ | — | $ | 28,589,332 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 47 |
Schedule of Investments (unaudited)
WisdomTree International ESG Fund (RESD)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.3% |
| |||||||
Australia – 7.0% |
| |||||||
Aristocrat Leisure Ltd. | 181 | $ | 5,734 | |||||
Australia & New Zealand Banking Group Ltd. | 2,260 | 45,203 | ||||||
BlueScope Steel Ltd. | 494 | 7,507 | ||||||
Brambles Ltd. | 3,300 | 25,504 | ||||||
Commonwealth Bank of Australia | 910 | 66,823 | ||||||
Computershare Ltd. | 1,301 | 18,918 | ||||||
CSL Ltd. | 324 | 68,483 | ||||||
Domino’s Pizza Enterprises Ltd. | 43 | 3,690 | ||||||
Fortescue Metals Group Ltd. | 1,692 | 23,632 | ||||||
Macquarie Group Ltd. | 284 | 42,411 | ||||||
Medibank Pvt Ltd. | 4,309 | 10,495 | ||||||
National Australia Bank Ltd. | 2,824 | 59,214 | ||||||
Newcrest Mining Ltd.(a) | 944 | 16,801 | ||||||
Ramsay Health Care Ltd. | 195 | 10,137 | ||||||
Sonic Healthcare Ltd. | 709 | 24,037 | ||||||
Suncorp Group Ltd. | 1,704 | 13,715 | ||||||
Tabcorp Holdings Ltd. | 4,138 | 15,103 | ||||||
Telstra Corp., Ltd. | 5,741 | 17,447 | ||||||
Transurban Group | 2,831 | 28,445 | ||||||
Westpac Banking Corp. | 2,546 | 39,520 | ||||||
|
| |||||||
Total Australia |
| 542,819 | ||||||
Austria – 0.1% |
| |||||||
Raiffeisen Bank International AG | 355 | 10,448 | ||||||
Belgium – 0.9% |
| |||||||
KBC Group N.V. | 435 | 37,329 | ||||||
Proximus SADP | 1,195 | 23,292 | ||||||
UCB S.A. | 112 | 12,781 | ||||||
|
| |||||||
Total Belgium |
| 73,402 | ||||||
China – 0.3% |
| |||||||
Chow Tai Fook Jewellery Group Ltd.* | 10,400 | 18,702 | ||||||
SITC International Holdings Co., Ltd. | 2,000 | 7,234 | ||||||
|
| |||||||
Total China |
| 25,936 | ||||||
Denmark – 3.4% |
| |||||||
AP Moller – Maersk A/S, Class B | 4 | 14,342 | ||||||
Chr Hansen Holding A/S | 172 | 13,554 | ||||||
Coloplast A/S, Class B | 120 | 21,119 | ||||||
DSV A/S | 139 | 32,464 | ||||||
Novo Nordisk A/S, Class B | 1,175 | 132,048 | ||||||
Novozymes A/S, Class B | 497 | 40,822 | ||||||
Rockwool International A/S, Class B | 31 | 13,556 | ||||||
|
| |||||||
Total Denmark |
| 267,905 | ||||||
Finland – 0.7% |
| |||||||
Elisa Oyj | 175 | 10,771 | ||||||
Nordea Bank Abp | 2,301 | 28,083 | ||||||
Orion Oyj, Class B | 389 | 16,155 | ||||||
|
| |||||||
Total Finland |
| 55,009 | ||||||
France – 9.3% |
| |||||||
Arkema S.A. | 145 | 20,422 | ||||||
Atos SE | 367 | 15,605 | ||||||
AXA S.A. | 1,790 | 53,302 | ||||||
BioMerieux | 106 | 15,056 | ||||||
BNP Paribas S.A. | 758 | 52,384 | ||||||
Bureau Veritas S.A. | 406 | 13,472 | ||||||
Capgemini SE | 222 | 54,405 | ||||||
Cie de Saint-Gobain | 579 | 40,738 | ||||||
Cie Generale des Etablissements Michelin SCA | 224 | 36,720 | ||||||
Danone S.A. | 561 | 34,827 | ||||||
Eurazeo SE | 82 | 7,162 | ||||||
Ipsen S.A. | 246 | 22,520 | ||||||
Klepierre S.A.* | 1,047 | 24,825 | ||||||
L’Oreal S.A. | 183 | 86,770 | ||||||
La Francaise des Jeux SAEM(b) | 325 | 14,392 | ||||||
Legrand S.A. | 407 | 47,626 | ||||||
Orange S.A. | 1,982 | 21,216 | ||||||
Remy Cointreau S.A. | 53 | 12,898 | ||||||
Sanofi | 685 | 69,002 | ||||||
Sartorius Stedim Biotech | 28 | 15,360 | ||||||
SEB S.A. | 141 | 21,951 | ||||||
Sodexo S.A. | 277 | 24,274 | ||||||
Suez S.A. | 983 | 22,145 | ||||||
|
| |||||||
Total France |
| 727,072 | ||||||
Germany – 8.7% |
| |||||||
adidas AG | 159 | 45,782 | ||||||
Allianz SE, Registered Shares | 283 | 66,828 | ||||||
Bayerische Motoren Werke AG | 379 | 38,139 | ||||||
Bechtle AG | 82 | 5,869 | ||||||
Beiersdorf AG | 219 | 22,509 | ||||||
Brenntag SE | 333 | 30,136 | ||||||
Covestro AG(b) | 299 | 18,429 | ||||||
Deutsche Boerse AG | 164 | 27,434 | ||||||
Deutsche Post AG, Registered Shares | 1,115 | 71,691 | ||||||
Evonik Industries AG | 745 | 24,120 | ||||||
GEA Group AG | 418 | 22,860 | ||||||
HeidelbergCement AG | 305 | 20,644 | ||||||
Henkel AG & Co. KGaA, Preference Shares | 295 | 23,866 | ||||||
Knorr-Bremse AG | 83 | 8,202 | ||||||
LEG Immobilien SE | 74 | 10,326 | ||||||
Merck KGaA | 218 | 56,275 | ||||||
Muenchener Rueckversicherungs – Gesellschaft AG in Muenchen, Registered Shares | 134 | 39,696 | ||||||
Nemetschek SE | 33 | 4,233 | ||||||
Puma SE | 175 | 21,394 | ||||||
SAP SE | 675 | 95,875 | ||||||
Volkswagen AG, Preference Shares | 138 | 27,853 | ||||||
|
| |||||||
Total Germany |
| 682,161 | ||||||
Hong Kong – 2.2% |
| |||||||
CK Asset Holdings Ltd. | 500 | 3,152 | ||||||
Hang Seng Bank Ltd. | 1,100 | 20,134 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 1,300 | 75,936 | ||||||
Hongkong Land Holdings Ltd. | 2,000 | 10,400 | ||||||
MTR Corp., Ltd. | 4,500 | 24,156 | ||||||
Sino Land Co., Ltd. | 10,000 | 12,455 | ||||||
Swire Properties Ltd. | 8,800 | 22,055 |
See Notes to Financial Statements.
48 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree International ESG Fund (RESD)
December 31, 2021
Investments | Shares | Value | ||||||
Xinyi Glass Holdings Ltd. | 1,000 | $ | 2,501 | |||||
|
| |||||||
Total Hong Kong | 170,789 | |||||||
Ireland – 0.4% |
| |||||||
Kerry Group PLC, Class A | 143 | 18,417 | ||||||
Kingspan Group PLC | 100 | 11,940 | ||||||
|
| |||||||
Total Ireland |
| 30,357 | ||||||
Israel – 0.1% |
| |||||||
Check Point Software Technologies Ltd.* | 42 | 4,896 | ||||||
Italy – 2.0% |
| |||||||
Amplifon SpA | 156 | 8,418 | ||||||
Assicurazioni Generali SpA | 2,131 | 45,147 | ||||||
DiaSorin SpA | 30 | 5,713 | ||||||
Poste Italiane SpA(b) | 994 | 13,045 | ||||||
Recordati Industria Chimica e Farmaceutica SpA | 151 | 9,702 | ||||||
Snam SpA | 3,729 | 22,475 | ||||||
Telecom Italia SpA | 45,063 | 22,251 | ||||||
Terna – Rete Elettrica Nazionale | 3,391 | 27,433 | ||||||
|
| |||||||
Total Italy | 154,184 | |||||||
Japan – 25.3% |
| |||||||
Advantest Corp. | 100 | 9,466 | ||||||
AGC, Inc. | 500 | 23,837 | ||||||
Aisin Corp. | 200 | 7,659 | ||||||
Ajinomoto Co., Inc. | 1,200 | 36,441 | ||||||
Asahi Group Holdings Ltd. | 500 | 19,426 | ||||||
Astellas Pharma, Inc. | 1,300 | 21,116 | ||||||
Bridgestone Corp. | 500 | 21,488 | ||||||
Canon, Inc.(a) | 1,200 | 29,189 | ||||||
Casio Computer Co., Ltd. | 1,300 | 16,697 | ||||||
Chugai Pharmaceutical Co., Ltd. | 600 | 19,461 | ||||||
Dai Nippon Printing Co., Ltd. | 600 | 15,074 | ||||||
Dai-ichi Life Holdings, Inc. | 800 | 16,156 | ||||||
Daito Trust Construction Co., Ltd. | 100 | 11,437 | ||||||
Daiwa House Industry Co., Ltd. | 700 | 20,109 | ||||||
Daiwa Securities Group, Inc. | 3,800 | 21,406 | ||||||
Denso Corp. | 300 | 24,825 | ||||||
Dentsu Group, Inc.(a) | 300 | 10,681 | ||||||
Fuji Electric Co., Ltd. | 600 | 32,721 | ||||||
FUJIFILM Holdings Corp. | 500 | 37,020 | ||||||
Fujitsu Ltd. | 300 | 51,400 | ||||||
Hitachi Construction Machinery Co., Ltd. | 300 | 8,662 | ||||||
Hitachi Ltd. | 800 | 43,281 | ||||||
Hitachi Metals Ltd.* | 400 | 7,402 | ||||||
Honda Motor Co., Ltd. | 1,100 | 30,854 | ||||||
Hulic Co., Ltd. | 200 | 1,897 | ||||||
Ibiden Co., Ltd. | 100 | 5,940 | ||||||
Iida Group Holdings Co., Ltd. | 200 | 4,648 | ||||||
Isuzu Motors Ltd. | 500 | 6,213 | ||||||
Itochu Techno-Solutions Corp. | 800 | 25,705 | ||||||
Japan Post Holdings Co., Ltd. | 500 | 3,894 | ||||||
Japan Post Insurance Co., Ltd. | 200 | 3,213 | ||||||
Kao Corp. | 500 | 26,134 | ||||||
KDDI Corp. | 1,200 | 35,035 | ||||||
Kirin Holdings Co., Ltd. | 800 | 12,831 | ||||||
Kubota Corp. | 1,600 | 35,479 | ||||||
Lixil Corp. | 800 | 21,293 | ||||||
Mazda Motor Corp. | 2,100 | 16,139 | ||||||
McDonald’s Holdings Co., Japan Ltd. | 200 | 8,840 | ||||||
MEIJI Holdings Co., Ltd. | 200 | 11,914 | ||||||
Mitsubishi Chemical Holdings Corp. | 1,700 | 12,578 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 9,100 | 49,382 | ||||||
Mitsui Chemicals, Inc. | 400 | 10,733 | ||||||
Mizuho Financial Group, Inc. | 1,800 | 22,868 | ||||||
MS&AD Insurance Group Holdings, Inc. | 600 | 18,492 | ||||||
NEC Corp. | 1,000 | 46,112 | ||||||
NGK Insulators Ltd. | 300 | 5,064 | ||||||
NH Foods Ltd. | 300 | 10,785 | ||||||
Nintendo Co., Ltd. | 100 | 46,589 | ||||||
Nippon Express Co., Ltd.* | 300 | 17,754 | ||||||
Nippon Prologis REIT, Inc. | 1 | 3,534 | ||||||
Nippon Sanso Holdings Corp. | 300 | 6,547 | ||||||
Nippon Telegraph & Telephone Corp. | 1,700 | 46,503 | ||||||
Nissin Foods Holdings Co., Ltd. | 100 | 7,286 | ||||||
Nitto Denko Corp. | 400 | 30,880 | ||||||
Nomura Holdings, Inc. | 4,600 | 20,041 | ||||||
Nomura Real Estate Holdings, Inc. | 200 | 4,597 | ||||||
Nomura Research Institute Ltd. | 1,000 | 42,855 | ||||||
NSK Ltd. | 2,100 | 13,458 | ||||||
NTT Data Corp. | 1,900 | 40,688 | ||||||
Olympus Corp. | 700 | 16,106 | ||||||
Ono Pharmaceutical Co., Ltd. | 400 | 9,921 | ||||||
Oracle Corp. | 100 | 7,590 | ||||||
Otsuka Holdings Co., Ltd. | 200 | 7,241 | ||||||
Panasonic Corp. | 2,500 | 27,463 | ||||||
Resona Holdings, Inc. | 1,000 | 3,885 | ||||||
Rinnai Corp. | 200 | 18,028 | ||||||
Rohm Co., Ltd. | 100 | 9,092 | ||||||
Ryohin Keikaku Co., Ltd. | 600 | 9,139 | ||||||
SBI Holdings, Inc. | 300 | 8,167 | ||||||
SCSK Corp. | 1,500 | 29,816 | ||||||
Seiko Epson Corp. | 1,500 | 26,977 | ||||||
Sekisui Chemical Co., Ltd. | 1,100 | 18,360 | ||||||
Sekisui House Ltd. | 700 | 15,008 | ||||||
SG Holdings Co., Ltd. | 500 | 11,693 | ||||||
Sharp Corp. | 1,000 | 11,471 | ||||||
Shimano, Inc. | 50 | 13,313 | ||||||
Sohgo Security Services Co., Ltd. | 300 | 11,906 | ||||||
Sompo Holdings, Inc. | 700 | 29,537 | ||||||
Sony Group Corp. | 900 | 113,130 | ||||||
Sumitomo Dainippon Pharma Co., Ltd. | 700 | 8,054 | ||||||
Sumitomo Electric Industries Ltd. | 900 | 11,719 | ||||||
Sumitomo Metal Mining Co., Ltd. | 200 | 7,555 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 800 | 27,393 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 400 | 13,349 | ||||||
Suntory Beverage & Food Ltd. | 400 | 14,450 | ||||||
Sysmex Corp. | 200 | 27,007 | ||||||
T&D Holdings, Inc. | 1,100 | 14,061 |
See Notes to Financial Statements.
WisdomTree Trust | 49 |
Schedule of Investments (unaudited) (continued)
WisdomTree International ESG Fund (RESD)
December 31, 2021
Investments | Shares | Value | ||||||
Takeda Pharmaceutical Co., Ltd. | 1,000 | $ | 27,242 | |||||
TIS, Inc. | 200 | 5,949 | ||||||
Tokio Marine Holdings, Inc. | 500 | 27,754 | ||||||
Tokyo Electron Ltd. | 100 | 57,557 | ||||||
Tokyo Gas Co., Ltd. | 1,200 | 21,488 | ||||||
Tosoh Corp. | 300 | 4,444 | ||||||
TOTO Ltd. | 400 | 18,375 | ||||||
Toyo Suisan Kaisha Ltd. | 500 | 21,167 | ||||||
Trend Micro, Inc.* | 100 | 5,549 | ||||||
Unicharm Corp. | 600 | 26,047 | ||||||
Yamada Holdings Co., Ltd. | 1,000 | 3,413 | ||||||
Yamaha Motor Co., Ltd.(a) | 700 | 16,771 | ||||||
Yamato Holdings Co., Ltd. | 300 | 7,042 | ||||||
|
| |||||||
Total Japan |
| 1,975,958 | ||||||
Netherlands – 6.3% |
| |||||||
Akzo Nobel N.V. | 219 | 24,033 | ||||||
ASM International N.V. | 34 | 15,029 | ||||||
ASML Holding N.V. | 275 | 221,006 | ||||||
Heineken Holding N.V. | 237 | 21,871 | ||||||
Koninklijke DSM N.V. | 211 | 47,510 | ||||||
Koninklijke KPN N.V. | 7,860 | 24,402 | ||||||
Koninklijke Philips N.V. | 963 | 35,882 | ||||||
NN Group N.V. | 598 | 32,377 | ||||||
QIAGEN N.V.* | 107 | 5,961 | ||||||
Randstad N.V. | 237 | 16,182 | ||||||
Wolters Kluwer N.V. | 394 | 46,419 | ||||||
|
| |||||||
Total Netherlands |
| 490,672 | ||||||
New Zealand – 0.1% |
| |||||||
Spark New Zealand Ltd. | 3,522 | 10,899 | ||||||
Norway – 0.6% |
| |||||||
Orkla ASA | 2,318 | 23,226 | ||||||
Yara International ASA | 440 | 22,204 | ||||||
|
| |||||||
Total Norway |
| 45,430 | ||||||
Singapore – 1.4% |
| |||||||
DBS Group Holdings Ltd. | 1,900 | 46,029 | ||||||
Keppel Corp., Ltd. | 4,400 | 16,710 | ||||||
Oversea-Chinese Banking Corp., Ltd. | 1,300 | 10,993 | ||||||
Singapore Exchange Ltd. | 2,000 | 13,797 | ||||||
Singapore Telecommunications Ltd. | 12,900 | 22,199 | ||||||
|
| |||||||
Total Singapore |
| 109,728 | ||||||
Spain – 2.1% |
| |||||||
Banco Bilbao Vizcaya Argentaria S.A. | 6,190 | 36,956 | ||||||
CaixaBank S.A. | 9,073 | 24,907 | ||||||
Enagas S.A. | 877 | 20,345 | ||||||
Grifols S.A.(a) | 999 | 19,171 | ||||||
Red Electrica Corp. S.A. | 1,216 | 26,309 | ||||||
Telefonica S.A. | 7,506 | 32,880 | ||||||
|
| |||||||
Total Spain |
| 160,568 | ||||||
Sweden – 2.6% |
| |||||||
Essity AB, Class B | 857 | 27,961 | ||||||
H & M Hennes & Mauritz AB, Class B | 1,450 | 28,520 | ||||||
Husqvarna AB, Class B | 2,489 | 39,821 | ||||||
Securitas AB, Class B | 600 | 8,261 | ||||||
Svenska Handelsbanken AB, Class A | 1,921 | 20,763 | ||||||
Swedbank AB, Class A | 896 | 18,021 | ||||||
Tele2 AB, Class B | 417 | 5,946 | ||||||
Telefonaktiebolaget LM Ericsson, Class B | 3,351 | 36,934 | ||||||
Telia Co. AB | 4,651 | 18,188 | ||||||
|
| |||||||
Total Sweden |
| 204,415 | ||||||
Switzerland – 12.7% |
| |||||||
ABB Ltd., Registered Shares | 1,550 | 59,370 | ||||||
Barry Callebaut AG, Registered Shares | 7 | 17,025 | ||||||
Coca-Cola HBC AG* | 799 | 27,650 | ||||||
Geberit AG, Registered Shares | 63 | 51,526 | ||||||
Givaudan S.A., Registered Shares | 11 | 57,852 | ||||||
Kuehne + Nagel International AG, Registered Shares | 116 | 37,481 | ||||||
Logitech International S.A., Registered Shares | 268 | 22,613 | ||||||
Nestle S.A., Registered Shares | 1,480 | 207,003 | ||||||
Novartis AG, Registered Shares | 1,168 | 102,911 | ||||||
Roche Holding AG | 365 | 151,865 | ||||||
Schindler Holding AG, Participation Certificate | 83 | 22,363 | ||||||
SGS S.A., Registered Shares | 12 | 40,130 | ||||||
Sika AG, Registered Shares | 68 | 28,375 | ||||||
Sonova Holding AG, Registered Shares | 70 | 27,488 | ||||||
STMicroelectronics N.V. | 1,234 | 60,861 | ||||||
Swisscom AG, Registered Shares | 58 | 32,757 | ||||||
Temenos AG, Registered Shares | 30 | 4,150 | ||||||
Zurich Insurance Group AG | 99 | 43,505 | ||||||
|
| |||||||
Total Switzerland |
| 994,925 | ||||||
United Kingdom – 13.1% |
| |||||||
AstraZeneca PLC | 847 | 99,556 | ||||||
Auto Trader Group PLC(b) | 898 | 9,001 | ||||||
Aviva PLC | 6,352 | 35,309 | ||||||
Barclays PLC | 14,946 | 37,855 | ||||||
Barratt Developments PLC | 2,484 | 25,166 | ||||||
Bunzl PLC | 694 | 27,119 | ||||||
Croda International PLC | 166 | 22,754 | ||||||
Diageo PLC | 1,706 | 93,259 | ||||||
Entain PLC* | 544 | 12,401 | ||||||
Experian PLC | 704 | 34,632 | ||||||
Ferguson PLC | 131 | 23,252 | ||||||
GlaxoSmithKline PLC | 2,996 | 65,195 | ||||||
Intertek Group PLC | 322 | 24,554 | ||||||
Johnson Matthey PLC | 892 | 24,719 | ||||||
Kingfisher PLC | 10,058 | 46,087 | ||||||
National Grid PLC | 2,946 | 42,288 | ||||||
Next PLC | 165 | 18,214 | ||||||
Pearson PLC | 2,752 | 22,857 | ||||||
Reckitt Benckiser Group PLC | 484 | 41,575 | ||||||
RELX PLC | 1,384 | 45,027 | ||||||
Rentokil Initial PLC | 2,150 | 17,006 | ||||||
Sage Group PLC (The) | 517 | 5,970 | ||||||
Segro PLC | 1,055 | 20,527 | ||||||
Smith & Nephew PLC | 1,319 | 23,109 |
See Notes to Financial Statements.
50 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree International ESG Fund (RESD)
December 31, 2021
Investments | Shares | Value | ||||||
Taylor Wimpey PLC | 10,723 | $ | 25,489 | |||||
Unilever PLC | 1,505 | 80,427 | ||||||
United Utilities Group PLC | 2,456 | 36,226 | ||||||
Vodafone Group PLC | 24,316 | 36,973 | ||||||
WPP PLC | 1,692 | 25,656 | ||||||
|
| |||||||
Total United Kingdom |
| 1,022,203 | ||||||
TOTAL COMMON STOCKS (Cost: $6,343,597) |
| 7,759,776 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.8% |
| |||||||
United States – 0.8% |
| |||||||
State Street Navigator Securities Lending | ||||||||
(Cost: $60,624) | 60,624 | 60,624 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.1% (Cost: $6,404,221) |
| 7,820,400 | ||||||
Other Assets less Liabilities – (0.1)% |
| (8,592 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 7,811,808 |
* | Non-income producing security. |
(a) | Security, or portion thereof, was on loan at December 31, 2021 (See Note 2). At December 31, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $71,048 and the total market value of the collateral held by the Fund was $76,164. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $15,540. |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(c) | Rate shown represents annualized 7-day yield as of December 31, 2021. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | ||||||||||||||||
Japan | $ | 1,958,204 | $ | 17,754 | $ | — | $ | 1,975,958 | ||||||||
Other | 5,783,818 | — | — | 5,783,818 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 60,624 | — | 60,624 | ||||||||||||
Total Investments in Securities | $ | 7,742,022 | $ | 78,378 | $ | — | $ | 7,820,400 |
See Notes to Financial Statements.
WisdomTree Trust | 51 |
Schedule of Investments (unaudited)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
U.S. CORPORATE BONDS – 94.9% |
| |||||||
United States – 94.9% |
| |||||||
3M Co. | ||||||||
3.38%, 3/1/29(a) | $ | 7,000 | $ | 7,643 | ||||
3.13%, 9/19/46 | 70,000 | 74,012 | ||||||
Abbott Laboratories | ||||||||
2.95%, 3/15/25 | 29,000 | 30,482 | ||||||
4.90%, 11/30/46 | 99,000 | 136,256 | ||||||
AbbVie, Inc. | ||||||||
2.60%, 11/21/24 | 93,000 | 96,472 | ||||||
3.80%, 3/15/25 | 89,000 | 94,967 | ||||||
3.60%, 5/14/25 | 112,000 | 119,055 | ||||||
3.20%, 5/14/26 | 90,000 | 95,267 | ||||||
3.20%, 11/21/29 | 133,000 | 142,443 | ||||||
4.30%, 5/14/36 | 46,000 | 54,125 | ||||||
4.45%, 5/14/46 | 38,000 | 46,016 | ||||||
4.88%, 11/14/48 | 56,000 | 72,644 | ||||||
4.25%, 11/21/49 | 206,000 | 247,676 | ||||||
Activision Blizzard, Inc. | 61,000 | 53,676 | ||||||
Albemarle Corp. | 5,000 | 5,360 | ||||||
Alexandria Real Estate Equities, Inc. | ||||||||
3.95%, 1/15/28 | 63,000 | 69,853 | ||||||
4.90%, 12/15/30 | 98,000 | 117,744 | ||||||
Allstate Corp. (The) | 100,000 | 132,101 | ||||||
Ally Financial, Inc. | 68,000 | 76,775 | ||||||
Alphabet, Inc. | 48,000 | 43,012 | ||||||
Altria Group, Inc. | ||||||||
4.40%, 2/14/26 | 45,000 | 49,448 | ||||||
2.63%, 9/16/26 | 193,000 | 199,662 | ||||||
3.88%, 9/16/46 | 56,000 | 54,352 | ||||||
5.95%, 2/14/49 | 88,000 | 110,396 | ||||||
6.20%, 2/14/59 | 8,000 | 10,472 | ||||||
4.00%, 2/4/61 | 50,000 | 48,001 | ||||||
Amazon.com, Inc. | ||||||||
4.05%, 8/22/47 | 35,000 | 42,684 | ||||||
4.25%, 8/22/57 | 50,000 | 64,257 | ||||||
2.70%, 6/3/60 | 64,000 | 61,796 | ||||||
Ameren Corp. | 44,000 | 47,656 | ||||||
American Express Co. | ||||||||
2.50%, 8/1/22 | 56,000 | 56,564 | ||||||
3.40%, 2/27/23 | 149,000 | 153,312 | ||||||
3.40%, 2/22/24 | 59,000 | 61,818 | ||||||
3.63%, 12/5/24 | 27,000 | 28,875 | ||||||
American Financial Group, Inc. | 60,000 | 71,512 | ||||||
American International Group, Inc. | ||||||||
2.50%, 6/30/25 | 179,000 | 184,776 | ||||||
3.90%, 4/1/26 | 88,000 | 95,558 | ||||||
4.80%, 7/10/45 | 100,000 | 126,959 | ||||||
4.75%, 4/1/48 | 61,000 | 78,266 | ||||||
American Water Capital Corp. | ||||||||
2.95%, 9/1/27 | 29,000 | 30,673 | ||||||
4.30%, 12/1/42 | 58,000 | 69,900 | ||||||
Amgen, Inc. | ||||||||
1.90%, 2/21/25 | 239,000 | 243,049 | ||||||
2.20%, 2/21/27(a) | 213,000 | 218,065 | ||||||
2.77%, 9/1/53 | 31,000 | 29,122 | ||||||
Amphenol Corp. | 22,000 | 22,770 | ||||||
Anthem, Inc. | ||||||||
3.30%, 1/15/23 | 23,000 | 23,629 | ||||||
3.65%, 12/1/27 | 73,000 | 80,169 | ||||||
4.10%, 3/1/28 | 48,000 | 53,545 | ||||||
4.63%, 5/15/42 | 15,000 | 18,705 | ||||||
4.65%, 1/15/43 | 40,000 | 50,020 | ||||||
4.38%, 12/1/47 | 60,000 | 73,570 | ||||||
Appalachian Power Co. | 185,000 | 268,037 | ||||||
Apple, Inc. | ||||||||
0.70%, 2/8/26 | 249,000 | 243,348 | ||||||
3.20%, 5/11/27 | 10,000 | 10,793 | ||||||
2.90%, 9/12/27 | 25,000 | 26,668 | ||||||
3.00%, 11/13/27 | 26,000 | 27,936 | ||||||
1.40%, 8/5/28 | 248,000 | 243,033 | ||||||
3.85%, 5/4/43 | 13,000 | 15,374 | ||||||
3.85%, 8/4/46 | 28,000 | 33,236 | ||||||
4.25%, 2/9/47 | 35,000 | 43,994 | ||||||
3.75%, 11/13/47 | 9,000 | 10,608 | ||||||
2.65%, 2/8/51 | 50,000 | 49,230 | ||||||
2.80%, 2/8/61(a) | 50,000 | 49,579 | ||||||
Applied Materials, Inc. | ||||||||
5.10%, 10/1/35 | 31,000 | 40,314 | ||||||
5.85%, 6/15/41 | 14,000 | 20,467 | ||||||
AT&T, Inc. | ||||||||
4.35%, 3/1/29 | 89,000 | 100,197 | ||||||
4.30%, 2/15/30 | 93,000 | 104,882 | ||||||
2.55%, 12/1/33 | 99,000 | 97,030 | ||||||
4.50%, 5/15/35 | 49,000 | 56,661 | ||||||
6.30%, 1/15/38 | 69,000 | 94,502 | ||||||
3.10%, 2/1/43 | 123,000 | 119,419 | ||||||
AvalonBay Communities, Inc. | ||||||||
4.20%, 12/15/23 | 12,000 | 12,663 | ||||||
2.95%, 5/11/26 | 45,000 | 47,574 | ||||||
Avangrid, Inc. | 57,000 | 62,336 | ||||||
Bank of America Corp. | ||||||||
4.13%, 1/22/24 | 55,000 | 58,473 | ||||||
4.20%, 8/26/24 | 325,000 | 348,283 | ||||||
4.45%, 3/3/26 | 47,000 | 51,812 | ||||||
1.73%, 7/22/27, (1.734% fixed rate until 7/22/26; Secured Overnight Financing Rate + 0.96% thereafter)(b) | 243,000 | 241,236 | ||||||
3.25%, 10/21/27 | 95,000 | 101,308 | ||||||
4.18%, 11/25/27, Series L | 30,000 | 32,857 | ||||||
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)(b) | 174,000 | 186,030 |
See Notes to Financial Statements.
52 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
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)(b) | $ | 178,000 | $ | 187,758 | ||||
2.50%, 2/13/31, (2.496% fixed rate until 2/13/30; 3-month U.S. dollar London Interbank Offered Rate + 0.99% thereafter)(b) | 240,000 | 241,027 | ||||||
2.59%, 4/29/31, (2.592% fixed rate until 4/29/30; Secured Overnight Financing Rate + 2.15% thereafter)(b) | 236,000 | 238,563 | ||||||
1.90%, 7/23/31, (1.898% fixed rate until 7/23/30; Secured Overnight Financing Rate + 1.53% thereafter)(b) | 504,000 | 483,628 | ||||||
5.00%, 1/21/44 | 121,000 | 159,046 | ||||||
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)(b) | 60,000 | 72,375 | ||||||
Becton Dickinson and Co. | 108,000 | 121,860 | ||||||
Berkshire Hathaway Energy Co. | ||||||||
3.75%, 11/15/23(a) | 44,000 | 46,049 | ||||||
6.13%, 4/1/36 | 30,000 | 40,975 | ||||||
3.80%, 7/15/48 | 47,000 | 52,590 | ||||||
4.45%, 1/15/49 | 70,000 | 86,922 | ||||||
Berkshire Hathaway Finance Corp. | ||||||||
1.85%, 3/12/30(a) | 240,000 | 238,368 | ||||||
4.20%, 8/15/48 | 20,000 | 24,325 | ||||||
Berkshire Hathaway, Inc. | 125,000 | 127,737 | ||||||
BGC Partners, Inc. | 38,000 | 40,145 | ||||||
Biogen, Inc. | 83,000 | 82,485 | ||||||
BlackRock, Inc. | 100,000 | 102,804 | ||||||
Block Financial LLC | 46,000 | 46,656 | ||||||
Boardwalk Pipelines L.P. | 60,000 | 68,884 | ||||||
Boeing Co. (The) | ||||||||
4.88%, 5/1/25 | 131,000 | 143,492 | ||||||
2.75%, 2/1/26 | 94,000 | 96,878 | ||||||
2.20%, 2/4/26 | 171,000 | 171,009 | ||||||
3.10%, 5/1/26 | 27,000 | 28,159 | ||||||
2.70%, 2/1/27 | 122,000 | 124,457 | ||||||
3.45%, 11/1/28 | 140,000 | 147,101 | ||||||
3.20%, 3/1/29 | 250,000 | 258,595 | ||||||
2.95%, 2/1/30 | 53,000 | 53,721 | ||||||
5.15%, 5/1/30 | 146,000 | 170,525 | ||||||
5.88%, 2/15/40 | 76,000 | 97,818 | ||||||
3.90%, 5/1/49 | 35,000 | 36,740 | ||||||
3.75%, 2/1/50 | 68,000 | 70,701 | ||||||
3.95%, 8/1/59 | 25,000 | 26,061 | ||||||
5.93%, 5/1/60 | 72,000 | 99,971 | ||||||
Booking Holdings, Inc. | 27,000 | 29,468 | ||||||
BorgWarner, Inc. | 30,000 | 35,030 | ||||||
Boston Scientific Corp. | ||||||||
4.00%, 3/1/29 | 50,000 | 55,612 | ||||||
4.70%, 3/1/49 | 36,000 | 45,816 | ||||||
Brighthouse Financial, Inc. | 8,000 | 8,795 | ||||||
Bristol-Myers Squibb Co. | ||||||||
5.25%, 8/15/43 | 14,000 | 18,870 | ||||||
4.35%, 11/15/47 | 11,000 | 13,670 | ||||||
4.25%, 10/26/49 | 58,000 | 71,900 | ||||||
Broadcom Corp. | 154,000 | 167,073 | ||||||
Broadcom, Inc. | ||||||||
3.46%, 9/15/26 | 16,000 | 17,052 | ||||||
4.11%, 9/15/28 | 144,000 | 158,115 | ||||||
5.00%, 4/15/30 | 163,000 | 189,833 | ||||||
4.15%, 11/15/30 | 121,000 | 134,318 | ||||||
3.42%, 4/15/33(c) | 78,000 | 81,554 | ||||||
3.47%, 4/15/34(c) | 171,000 | 178,644 | ||||||
Broadridge Financial Solutions, Inc. | 25,000 | 26,704 | ||||||
Burlington Northern Santa Fe LLC | ||||||||
3.75%, 4/1/24 | 15,000 | 15,804 | ||||||
5.05%, 3/1/41 | 25,000 | 32,683 | ||||||
5.40%, 6/1/41 | 19,000 | 25,733 | ||||||
4.45%, 3/15/43 | 38,000 | 46,953 | ||||||
4.15%, 4/1/45 | 130,000 | 156,220 | ||||||
Capital One Financial Corp. | ||||||||
3.75%, 7/28/26 | 136,000 | 145,769 | ||||||
3.80%, 1/31/28 | 281,000 | 306,133 | ||||||
Caterpillar Financial Services Corp. | 46,000 | 48,022 | ||||||
Caterpillar, Inc. | 53,000 | 58,734 | ||||||
Chevron USA, Inc. | 160,000 | 154,499 | ||||||
Chubb Corp. (The) | 86,000 | 128,604 | ||||||
Cigna Corp. | ||||||||
4.50%, 2/25/26 | 54,000 | 59,854 | ||||||
4.38%, 10/15/28 | 63,000 | 71,692 | ||||||
4.80%, 7/15/46 | 132,000 | 166,931 | ||||||
3.88%, 10/15/47 | 18,000 | 20,048 | ||||||
4.90%, 12/15/48 | 94,000 | 121,696 | ||||||
3.40%, 3/15/50 | 46,000 | 48,084 | ||||||
Cisco Systems, Inc. | 35,000 | 48,966 | ||||||
Citigroup, Inc. | ||||||||
5.50%, 9/13/25 | 84,000 | 95,027 | ||||||
4.30%, 11/20/26 | 291,000 | 322,198 | ||||||
4.45%, 9/29/27 | 116,000 | 129,407 | ||||||
4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(b) | 97,000 | 110,933 | ||||||
6.63%, 6/15/32 | 150,000 | 199,170 | ||||||
8.13%, 7/15/39 | 106,000 | 180,020 |
See Notes to Financial Statements.
WisdomTree Trust | 53 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
5.88%, 1/30/42 | $ | 83,000 | $ | 117,581 | ||||
4.65%, 7/23/48 | 93,000 | 120,118 | ||||||
CNA Financial Corp. | ||||||||
4.50%, 3/1/26 | 18,000 | 19,860 | ||||||
3.45%, 8/15/27(a) | 57,000 | 61,458 | ||||||
Coca-Cola Co. (The) | ||||||||
1.45%, 6/1/27(a) | 67,000 | 66,726 | ||||||
2.75%, 6/1/60 | 50,000 | 49,908 | ||||||
Comcast Corp. | 19,000 | 20,180 | ||||||
3.38%, 8/15/25 | 10,000 | 10,678 | ||||||
3.15%, 2/15/28 | 4,000 | 4,297 | ||||||
4.15%, 10/15/28 | 28,000 | 31,804 | ||||||
4.25%, 10/15/30 | 78,000 | 90,061 | ||||||
1.50%, 2/15/31 | 284,000 | 267,738 | ||||||
4.25%, 1/15/33 | 191,000 | 224,064 | ||||||
4.00%, 8/15/47 | 104,000 | 119,496 | ||||||
3.97%, 11/1/47 | 42,000 | 48,274 | ||||||
3.45%, 2/1/50 | 37,000 | 39,597 | ||||||
2.94%, 11/1/56(c) | 39,000 | 37,243 | ||||||
2.99%, 11/1/63(c) | 58,000 | 55,235 | ||||||
Commonwealth Edison Co. | 141,000 | 157,593 | ||||||
Conagra Brands, Inc. | 61,000 | 65,006 | ||||||
7.00%, 10/1/28 | 33,000 | 42,776 | ||||||
5.40%, 11/1/48(a) | 42,000 | 56,844 | ||||||
Connecticut Light & Power Co. (The) | 30,000 | 36,785 | ||||||
ConocoPhillips | 110,000 | 144,771 | ||||||
5.90%, 5/15/38 | 129,000 | 177,583 | ||||||
Consolidated Edison Co. of New York, Inc. | 98,000 | 142,209 | ||||||
4.20%, 3/15/42, Series 12-A | 40,000 | 45,455 | ||||||
3.95%, 3/1/43 | 37,000 | 40,364 | ||||||
4.50%, 12/1/45 | 34,000 | 40,177 | ||||||
3.85%, 6/15/46 | 25,000 | 27,232 | ||||||
4.50%, 5/15/58 | 5,000 | 6,161 | ||||||
3.70%, 11/15/59 | 38,000 | 40,914 | ||||||
Constellation Brands, Inc. | 49,000 | 51,119 | ||||||
3.75%, 5/1/50 | 38,000 | 41,653 | ||||||
Corning, Inc. | 59,000 | 70,785 | ||||||
5.45%, 11/15/79 | 10,000 | 13,228 | ||||||
CSX Corp. | 201,000 | 221,152 | ||||||
6.00%, 10/1/36 | 7,000 | 9,583 | ||||||
6.15%, 5/1/37 | 32,000 | 44,759 | ||||||
3.80%, 11/1/46 | 41,000 | 46,484 | ||||||
4.25%, 11/1/66 | 30,000 | 36,843 | ||||||
CVS Health Corp. | 134,000 | 144,232 | ||||||
4.30%, 3/25/28(a) | 59,000 | 66,284 | ||||||
4.78%, 3/25/38 | 117,000 | 142,681 | ||||||
2.70%, 8/21/40 | 101,000 | 97,227 | ||||||
5.13%, 7/20/45 | 56,000 | 72,957 | ||||||
5.05%, 3/25/48 | 145,000 | 189,841 | ||||||
Discover Financial Services | 32,000 | 32,862 | ||||||
3.95%, 11/6/24 | 132,000 | 140,558 | ||||||
Dollar General Corp. | 9,000 | 9,876 | ||||||
Dominion Energy South Carolina, Inc. | 33,000 | 47,690 | ||||||
Dominion Energy, Inc. | 18,000 | 22,248 | ||||||
DTE Energy Co. | 114,000 | 117,558 | ||||||
2.85%, 10/1/26 | 57,000 | 59,561 | ||||||
Duke Energy Carolinas LLC | 35,000 | 39,006 | ||||||
6.05%, 4/15/38 | 84,000 | 116,673 | ||||||
3.95%, 3/15/48 | 40,000 | 46,538 | ||||||
Duke Energy Florida LLC | 13,000 | 15,595 | ||||||
Duke Energy Florida Project Finance LLC | 50,000 | 51,746 | ||||||
Duke Energy Ohio, Inc. | 36,000 | 39,735 | ||||||
Duke Energy Progress LLC | 63,000 | 68,192 | ||||||
3.70%, 10/15/46 | 37,000 | 41,502 | ||||||
E*TRADE Financial Corp. | 100,000 | 108,685 | ||||||
Eastern Gas Transmission & Storage, Inc. | 10,000 | 12,346 | ||||||
Eastman Chemical Co. | 10,000 | 10,104 | ||||||
4.80%, 9/1/42 | 69,000 | 83,316 | ||||||
4.65%, 10/15/44 | 20,000 | 23,909 | ||||||
Eaton Corp. | 56,000 | 66,096 | ||||||
eBay, Inc. | 82,000 | 92,503 | ||||||
Eli Lilly & Co. | 58,000 | 53,464 | ||||||
Enterprise Products Operating LLC | 252,000 | 263,111 | ||||||
5.95%, 2/1/41 | 210,000 | 280,066 | ||||||
3.70%, 1/31/51 | 63,000 | 66,508 | ||||||
3.95%, 1/31/60 | 19,000 | 20,596 | ||||||
EOG Resources, Inc. | 18,000 | 20,449 | ||||||
Equitable Holdings, Inc. | 160,000 | 179,331 | ||||||
Essential Utilities, Inc. | 32,000 | 38,296 | ||||||
Essex Portfolio L.P. | 65,000 | 68,750 | ||||||
3.00%, 1/15/30 | 82,000 | 85,971 | ||||||
2.65%, 3/15/32 | 25,000 | 25,189 |
See Notes to Financial Statements.
54 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Estee Lauder Cos., Inc. (The) | $ | 140,000 | $ | 143,476 | ||||
Evergy, Inc. | 106,000 | 108,714 | ||||||
2.90%, 9/15/29 | 30,000 | 30,848 | ||||||
Exelon Corp. | 71,000 | 75,742 | ||||||
5.10%, 6/15/45 | 114,000 | 147,962 | ||||||
4.45%, 4/15/46 | 40,000 | 48,393 | ||||||
Exxon Mobil Corp. | 11,000 | 11,283 | ||||||
2.71%, 3/6/25 | 77,000 | 80,284 | ||||||
3.48%, 3/19/30 | 232,000 | 254,912 | ||||||
4.33%, 3/19/50 | 67,000 | 82,575 | ||||||
Fidelity National Financial, Inc. | 75,000 | 84,949 | ||||||
Fidelity National Information Services, Inc. | 148,000 | 143,354 | ||||||
Fifth Third Bancorp | 27,000 | 29,838 | ||||||
8.25%, 3/1/38 | 25,000 | 41,109 | ||||||
Fiserv, Inc. | 33,000 | 34,515 | ||||||
2.75%, 7/1/24 | 51,000 | 52,776 | ||||||
3.50%, 7/1/29 | 89,000 | 95,787 | ||||||
4.40%, 7/1/49 | 40,000 | 47,805 | ||||||
Florida Power & Light Co. | 79,000 | 97,379 | ||||||
Fox Corp. | 151,000 | 163,056 | ||||||
General Dynamics Corp. | 95,000 | 116,398 | ||||||
General Mills, Inc. | 35,000 | 37,658 | ||||||
4.20%, 4/17/28 | 18,000 | 20,114 | ||||||
3.00%, 2/1/51 | 105,000 | 105,542 | ||||||
Gilead Sciences, Inc. | 10,000 | 10,510 | ||||||
3.65%, 3/1/26 | 90,000 | 97,087 | ||||||
4.60%, 9/1/35 | 60,000 | 72,798 | ||||||
4.80%, 4/1/44 | 16,000 | 20,257 | ||||||
4.50%, 2/1/45 | 52,000 | 63,741 | ||||||
4.15%, 3/1/47 | 148,000 | 175,000 | ||||||
Global Payments, Inc. | 85,000 | 86,644 | ||||||
Globe Life, Inc. | 100,000 | 113,782 | ||||||
Hartford Financial Services Group, Inc. (The) | 7,000 | 9,838 | ||||||
Hasbro, Inc. | 55,000 | 59,381 | ||||||
HCA, Inc. | 85,000 | 95,674 | ||||||
4.50%, 2/15/27 | 200,000 | 220,966 | ||||||
4.13%, 6/15/29 | 136,000 | 150,113 | ||||||
5.25%, 6/15/49 | 57,000 | 73,615 | ||||||
Healthpeak Properties, Inc. | 45,000 | 48,870 | ||||||
3.00%, 1/15/30 | 47,000 | 49,347 | ||||||
HollyFrontier Corp. | 30,000 | 32,464 | ||||||
Home Depot, Inc. (The) | 23,000 | 23,755 | ||||||
2.95%, 6/15/29 | 37,000 | 39,455 | ||||||
4.88%, 2/15/44 | 34,000 | 44,831 | ||||||
4.40%, 3/15/45 | 163,000 | 203,902 | ||||||
4.50%, 12/6/48 | 9,000 | 11,679 | ||||||
Honeywell International, Inc. | 4,000 | 5,534 | ||||||
2.80%, 6/1/50(a) | 88,000 | 91,856 | ||||||
HP, Inc. | 83,000 | 110,641 | ||||||
Humana, Inc. | 172,000 | 180,225 | ||||||
Hyatt Hotels Corp. | 2,000 | 2,050 | ||||||
Illinois Tool Works, Inc. | 30,000 | 35,156 | ||||||
Indiana Michigan Power Co. | 26,000 | 32,231 | ||||||
Intel Corp. | 10,000 | 10,157 | ||||||
2.88%, 5/11/24 | 3,000 | 3,123 | ||||||
3.25%, 11/15/49 | 165,000 | 174,616 | ||||||
4.95%, 3/25/60 | 40,000 | 56,317 | ||||||
Intercontinental Exchange, Inc. | 56,000 | 56,725 | ||||||
3.00%, 9/15/60 | 50,000 | 49,560 | ||||||
International Business Machines Corp. | 100,000 | 108,715 | ||||||
4.15%, 5/15/39 | 100,000 | 115,816 | ||||||
4.00%, 6/20/42 | 24,000 | 27,615 | ||||||
International Flavors & Fragrances, Inc. | 10,000 | 12,888 | ||||||
International Paper Co. | 3,000 | 3,798 | ||||||
4.35%, 8/15/48 | 9,000 | 11,083 | ||||||
Interpublic Group of Cos., Inc. (The) | 22,000 | 25,287 | ||||||
Johnson & Johnson | 30,000 | 32,031 | ||||||
4.38%, 12/5/33 | 26,000 | 32,018 | ||||||
3.40%, 1/15/38 | 32,000 | 35,922 | ||||||
3.70%, 3/1/46 | 26,000 | 30,662 | ||||||
3.50%, 1/15/48 | 88,000 | 101,541 | ||||||
JPMorgan Chase & Co. | ||||||||
4.49%, 3/24/31, (4.493% fixed rate until 3/24/30; Secured Overnight Financing Rate + 3.79% thereafter)(b) | 80,000 | 92,683 | ||||||
6.40%, 5/15/38 | 111,000 | 161,774 | ||||||
3.11%, 4/22/41, (3.109% fixed rate until 4/22/40; Secured Overnight Financing Rate + 2.46% thereafter)(b) | 115,000 | 119,337 |
See Notes to Financial Statements.
WisdomTree Trust | 55 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
2.53%, 11/19/41, (2.525% fixed rate until 11/19/40; Secured Overnight Financing Rate + 1.51% thereafter)(b) | $ | 60,000 | $ | 57,172 | ||||
5.63%, 8/16/43 | 16,000 | 22,316 | ||||||
4.85%, 2/1/44 | 23,000 | 30,177 | ||||||
4.95%, 6/1/45(a) | 187,000 | 244,689 | ||||||
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)(b) | 124,000 | 145,700 | ||||||
3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44% thereafter)(b) | 177,000 | 183,553 | ||||||
Kansas City Southern | 42,000 | 49,743 | ||||||
Keurig Dr. Pepper, Inc. | 43,000 | 47,845 | ||||||
Kimberly-Clark Corp. | 7,000 | 7,560 | ||||||
5.30%, 3/1/41 | 22,000 | 30,028 | ||||||
KLA Corp. | 22,000 | 23,574 | ||||||
Kroger Co. (The) | 50,000 | 52,628 | ||||||
2.65%, 10/15/26(a) | 44,000 | 45,770 | ||||||
3.70%, 8/1/27 | 17,000 | 18,537 | ||||||
5.15%, 8/1/43 | 2,000 | 2,610 | ||||||
4.45%, 2/1/47 | 32,000 | 38,980 | ||||||
Laboratory Corp. of America Holdings | 15,000 | 18,348 | ||||||
Lam Research Corp. | 4,000 | 4,289 | ||||||
Las Vegas Sands Corp. | 157,000 | 157,509 | ||||||
Lincoln National Corp. | 25,000 | 27,459 | ||||||
Lockheed Martin Corp. | 31,000 | 37,927 | ||||||
4.70%, 5/15/46 | 18,000 | 23,413 | ||||||
4.09%, 9/15/52 | 70,000 | 86,762 | ||||||
Lowe’s Cos., Inc. | 116,000 | 134,256 | ||||||
LYB International Finance III LLC | 100,000 | 115,499 | ||||||
4.20%, 5/1/50 | 30,000 | 34,728 | ||||||
Magellan Midstream Partners L.P. | 9,000 | 10,927 | ||||||
4.20%, 10/3/47 | 70,000 | 76,841 | ||||||
Markel Corp. | 28,000 | 35,638 | ||||||
Marriott International, Inc. | 85,000 | 95,787 | ||||||
Marsh & McLennan Cos., Inc. | 64,000 | 67,743 | ||||||
2.25%, 11/15/30 | 190,000 | 190,040 | ||||||
McDonald’s Corp. | 27,000 | 29,269 | ||||||
3.80%, 4/1/28 | 29,000 | 31,907 | ||||||
6.30%, 3/1/38 | 32,000 | 45,733 | ||||||
3.63%, 9/1/49 | 14,000 | 15,549 | ||||||
Merck & Co., Inc. | 16,000 | 18,074 | ||||||
3.70%, 2/10/45 | 126,000 | 145,057 | ||||||
4.00%, 3/7/49 | 23,000 | 28,087 | ||||||
MetLife, Inc. | 96,000 | 123,102 | ||||||
Micron Technology, Inc. | 128,000 | 151,158 | ||||||
Microsoft Corp. | 37,000 | 38,507 | ||||||
2.40%, 8/8/26 | 35,000 | 36,657 | ||||||
3.30%, 2/6/27 | 66,000 | 71,894 | ||||||
2.92%, 3/17/52 | 82,000 | 87,116 | ||||||
MidAmerican Energy Co. | 40,000 | 45,249 | ||||||
Molson Coors Beverage Co. | 159,000 | 166,950 | ||||||
Moody’s Corp. | 54,000 | 54,914 | ||||||
2.55%, 8/18/60 | 70,000 | 61,842 | ||||||
Morgan Stanley | 34,000 | 35,428 | ||||||
3.88%, 4/29/24, Series F | 33,000 | 35,024 | ||||||
3.95%, 4/23/27 | 244,000 | 268,466 | ||||||
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)(b) | 123,000 | 140,202 | ||||||
7.25%, 4/1/32 | 234,000 | 336,073 | ||||||
6.38%, 7/24/42 | 80,000 | 121,322 | ||||||
4.30%, 1/27/45 | 66,000 | 81,202 | ||||||
5.60%, 3/24/51, (5.597% fixed rate until 3/24/50; Secured Overnight Financing Rate + 4.84% thereafter)(b) | 58,000 | 86,881 | ||||||
Motorola Solutions, Inc. | 100,000 | 114,300 | ||||||
National Fuel Gas Co. | 30,000 | 30,695 | ||||||
Newmont Corp. | 28,000 | 39,259 | ||||||
NextEra Energy Capital Holdings, Inc. | 55,000 | 54,894 | ||||||
NIKE, Inc. | 39,000 | 43,526 | ||||||
Norfolk Southern Corp. | 64,000 | 73,306 | ||||||
4.15%, 2/28/48 | 31,000 | 37,044 | ||||||
3.16%, 5/15/55 | 53,000 | 54,299 | ||||||
5.10%, 8/1/2118 | 12,000 | 16,068 | ||||||
Northrop Grumman Corp. | 81,000 | 95,819 | ||||||
5.25%, 5/1/50 | 47,000 | 66,127 | ||||||
NSTAR Electric Co. | 71,000 | 75,937 |
See Notes to Financial Statements.
56 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Nucor Corp. | $ | 125,000 | $ | 130,380 | ||||
NVIDIA Corp. | 45,000 | 48,489 | ||||||
3.50%, 4/1/40 | 70,000 | 78,749 | ||||||
NVR, Inc. | 18,000 | 18,264 | ||||||
O’Reilly Automotive, Inc. | 56,000 | 60,848 | ||||||
ONE Gas, Inc. | 4,000 | 4,964 | ||||||
Oracle Corp. | 140,000 | 144,117 | ||||||
2.88%, 3/25/31 | 556,000 | 559,464 | ||||||
4.30%, 7/8/34 | 3,000 | 3,328 | ||||||
3.85%, 7/15/36 | 20,000 | 21,105 | ||||||
5.38%, 7/15/40 | 509,000 | 620,379 | ||||||
3.85%, 4/1/60 | 80,000 | 79,533 | ||||||
Owens Corning | 79,000 | 83,704 | ||||||
4.30%, 7/15/47 | 7,000 | 8,055 | ||||||
PacifiCorp | 99,000 | 135,937 | ||||||
Parker-Hannifin Corp. | 67,000 | 71,790 | ||||||
4.45%, 11/21/44 | 11,000 | 13,291 | ||||||
PayPal Holdings, Inc. | 136,000 | 143,141 | ||||||
PepsiCo, Inc. | 10,000 | 10,525 | ||||||
4.45%, 4/14/46 | 55,000 | 72,413 | ||||||
Pfizer, Inc. | 80,000 | 95,370 | ||||||
2.70%, 5/28/50 | 55,000 | 55,563 | ||||||
Philip Morris International, Inc. | 5,000 | 5,201 | ||||||
2.75%, 2/25/26 | 40,000 | 41,714 | ||||||
3.13%, 8/17/27 | 20,000 | 21,354 | ||||||
3.13%, 3/2/28 | 100,000 | 106,058 | ||||||
4.38%, 11/15/41 | 50,000 | 57,170 | ||||||
4.50%, 3/20/42 | 40,000 | 46,411 | ||||||
Phillips 66 | 258,000 | 266,875 | ||||||
2.15%, 12/15/30 | 170,000 | 163,802 | ||||||
5.88%, 5/1/42 | 30,000 | 41,405 | ||||||
Phillips 66 Partners L.P. | 167,000 | 178,172 | ||||||
Pioneer Natural Resources Co. | 39,000 | 42,656 | ||||||
Precision Castparts Corp. | 45,000 | 52,039 | ||||||
Progress Energy, Inc. | 70,000 | 97,817 | ||||||
6.00%, 12/1/39 | 62,000 | 85,585 | ||||||
Prologis L.P. | 126,000 | 120,300 | ||||||
Prudential Financial, Inc. | 100,000 | 100,521 | ||||||
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)(b) | 150,000 | 161,335 | ||||||
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)(b) | 99,000 | 103,681 | ||||||
3.91%, 12/7/47 | 22,000 | 25,615 | ||||||
3.94%, 12/7/49 | 26,000 | 30,497 | ||||||
Public Service Electric & Gas Co. | 62,000 | 69,991 | ||||||
QUALCOMM, Inc. | 225,000 | 239,746 | ||||||
Quest Diagnostics, Inc. | 39,000 | 40,703 | ||||||
Raytheon Technologies Corp. | 51,000 | 59,766 | ||||||
4.63%, 11/16/48 | 105,000 | 134,909 | ||||||
Regency Centers L.P. | 115,000 | 119,384 | ||||||
4.40%, 2/1/47 | 70,000 | 83,222 | ||||||
Reliance Steel & Aluminum Co. | 31,000 | 32,134 | ||||||
Republic Services, Inc. | 3,000 | 3,147 | ||||||
2.90%, 7/1/26(a) | 100,000 | 104,729 | ||||||
Roper Technologies, Inc. | 78,000 | 87,699 | ||||||
S&P Global, Inc. | 40,000 | 34,850 | ||||||
salesforce.com, Inc. | 147,000 | 145,352 | ||||||
Sempra Energy | 159,000 | 219,760 | ||||||
Sherwin-Williams Co. (The) | 37,000 | 39,396 | ||||||
4.50%, 6/1/47 | 32,000 | 40,038 | ||||||
3.80%, 8/15/49 | 28,000 | 31,769 | ||||||
Southern Co. (The) | 227,000 | 240,615 | ||||||
4.25%, 7/1/36 | 7,000 | 7,921 | ||||||
4.40%, 7/1/46 | 100,000 | 118,264 | ||||||
Southern Power Co. | 7,000 | 7,630 | ||||||
4.95%, 12/15/46, Series F | 100,000 | 122,778 | ||||||
Southwest Airlines Co. | 97,000 | 107,819 | ||||||
Stanley Black & Decker, Inc. | 57,000 | 64,914 | ||||||
Starbucks Corp. | 50,000 | 56,007 | ||||||
State Street Corp. | 21,000 | 21,666 | ||||||
2.65%, 5/19/26 | 50,000 | 52,739 |
See Notes to Financial Statements.
WisdomTree Trust | 57 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Steel Dynamics, Inc. | $ | 148,000 | $ | 152,169 | ||||
Stryker Corp. | 52,000 | 66,886 | ||||||
Synchrony Financial | 12,000 | 12,123 | ||||||
4.38%, 3/19/24 | 33,000 | 34,874 | ||||||
4.25%, 8/15/24 | 161,000 | 170,684 | ||||||
3.95%, 12/1/27 | 40,000 | 43,036 | ||||||
Sysco Corp. | 36,000 | 38,282 | ||||||
5.95%, 4/1/30 | 66,000 | 82,584 | ||||||
Target Corp. | 37,000 | 38,835 | ||||||
3.38%, 4/15/29 | 56,000 | 61,657 | ||||||
Textron, Inc. | 43,000 | 45,451 | ||||||
Toyota Motor Credit Corp. | 100,000 | 97,785 | ||||||
Travelers Cos., Inc. (The) | 79,000 | 117,283 | ||||||
TWDC Enterprises 18 Corp. | 55,000 | 58,233 | ||||||
7.00%, 3/1/32, Series B | 35,000 | 49,508 | ||||||
Tyson Foods, Inc. | 18,000 | 19,187 | ||||||
4.88%, 8/15/34 | 62,000 | 75,703 | ||||||
U.S. Bancorp | 126,000 | 133,090 | ||||||
Union Pacific Corp. | 10,000 | 10,516 | ||||||
4.00%, 4/15/47 | 81,000 | 96,238 | ||||||
3.84%, 3/20/60 | 42,000 | 49,482 | ||||||
2.97%, 9/16/62 | 63,000 | 62,393 | ||||||
United Parcel Service, Inc. | 6,000 | 8,668 | ||||||
5.30%, 4/1/50 | 83,000 | 123,118 | ||||||
UnitedHealth Group, Inc. | 26,000 | 26,471 | ||||||
2.88%, 3/15/23 | 39,000 | 40,044 | ||||||
3.75%, 7/15/25 | 49,000 | 53,169 | ||||||
3.38%, 4/15/27 | 70,000 | 76,026 | ||||||
4.63%, 7/15/35 | 27,000 | 33,636 | ||||||
3.50%, 8/15/39 | 43,000 | 47,640 | ||||||
4.25%, 4/15/47 | 31,000 | 38,075 | ||||||
4.25%, 6/15/48 | 108,000 | 134,094 | ||||||
Valero Energy Corp. | 264,000 | 282,213 | ||||||
7.50%, 4/15/32 | 70,000 | 96,582 | ||||||
Ventas Realty L.P. | 114,000 | 118,484 | ||||||
Verizon Communications, Inc. | 122,000 | 138,871 | ||||||
4.02%, 12/3/29 | 127,000 | 142,389 | ||||||
2.36%, 3/15/32(c) | 99,000 | 97,718 | ||||||
4.50%, 8/10/33 | 82,000 | 96,658 | ||||||
4.40%, 11/1/34 | 49,000 | 57,140 | ||||||
4.81%, 3/15/39 | 156,000 | 196,047 | ||||||
3.85%, 11/1/42 | 9,000 | 10,057 | ||||||
4.00%, 3/22/50 | 42,000 | 48,365 | ||||||
2.99%, 10/30/56 | 20,000 | 18,994 | ||||||
ViacomCBS, Inc. | 151,000 | 160,125 | ||||||
4.00%, 1/15/26 | 28,000 | 30,279 | ||||||
2.90%, 1/15/27 | 46,000 | 48,047 | ||||||
3.38%, 2/15/28 | 23,000 | 24,527 | ||||||
7.88%, 7/30/30 | 118,000 | 164,047 | ||||||
6.88%, 4/30/36 | 173,000 | 248,559 | ||||||
4.60%, 1/15/45 | 11,000 | 13,243 | ||||||
Virginia Electric & Power Co. | 50,000 | 54,847 | ||||||
8.88%, 11/15/38 | 118,000 | 208,488 | ||||||
Visa, Inc. | 70,000 | 71,603 | ||||||
2.00%, 8/15/50 | 75,000 | 66,142 | ||||||
Walgreens Boots Alliance, Inc. | 64,000 | 71,901 | ||||||
Walmart, Inc. | 200,000 | 198,216 | ||||||
2.65%, 9/22/51 | 100,000 | 102,477 | ||||||
Walt Disney Co. (The) | 6,000 | 5,975 | ||||||
3.50%, 5/13/40 | 105,000 | 115,237 | ||||||
5.40%, 10/1/43 | 35,000 | 48,439 | ||||||
2.75%, 9/1/49 | 50,000 | 48,549 | ||||||
3.60%, 1/13/51 | 54,000 | 61,187 | ||||||
Waste Management, Inc. | 33,000 | 33,386 | ||||||
Wells Fargo & Co. | 255,000 | 267,564 | ||||||
1.65%, 6/2/24, (1.654% fixed rate until 6/2/23; Secured Overnight Financing Rate + 1.60% thereafter)(b) | 367,000 | 370,105 | ||||||
3.00%, 2/19/25 | 39,000 | 40,773 | ||||||
3.55%, 9/29/25 | 84,000 | 89,780 | ||||||
4.30%, 7/22/27 | 45,000 | 50,352 | ||||||
2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(b) | 176,000 | 179,085 | ||||||
3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(b) | 47,000 | 48,171 | ||||||
5.38%, 11/2/43 | 64,000 | 84,269 | ||||||
5.61%, 1/15/44 | 107,000 | 144,735 | ||||||
4.75%, 12/7/46 | 107,000 | 133,339 | ||||||
5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; Secured Overnight Financing Rate + 4.502% thereafter)(b) | 107,000 | 146,559 | ||||||
Western Union Co. (The) | 105,000 | 108,798 | ||||||
WestRock RKT LLC | 35,000 | 35,961 | ||||||
Weyerhaeuser Co. | 107,000 | 150,569 |
See Notes to Financial Statements.
58 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree U.S. Corporate Bond Fund (WFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Whirlpool Corp. | $ | 125,000 | $ | 144,419 | ||||
Wisconsin Power and Light Co. | 62,000 | 65,352 | ||||||
WRKCo, Inc. | 42,000 | 44,701 | ||||||
4.90%, 3/15/29 | 37,000 | 43,088 | ||||||
WW Grainger, Inc. | 110,000 | 141,239 | ||||||
Wyeth LLC | 187,000 | 267,092 | ||||||
Xcel Energy, Inc. | 117,000 | 122,974 | ||||||
Xylem, Inc. | 36,000 | 43,311 | ||||||
Zoetis, Inc. | 38,000 | 40,218 | ||||||
3.90%, 8/20/28 | 45,000 | 50,091 | ||||||
4.45%, 8/20/48 | 42,000 | 53,814 | ||||||
TOTAL U.S. CORPORATE BONDS (Cost: $46,135,235) | 45,980,325 | |||||||
FOREIGN CORPORATE BONDS – 2.8% | ||||||||
Canada – 0.2% |
| |||||||
Barrick North America Finance LLC | 63,000 | 86,031 | ||||||
Germany – 0.4% |
| |||||||
Deutsche Bank AG | ||||||||
3.96%, 11/26/25, (3.961% fixed rate until | 215,000 | 227,588 | ||||||
Switzerland – 0.1% |
| |||||||
Novartis Capital Corp. | 33,000 | 34,992 | ||||||
United Kingdom – 2.1% |
| |||||||
BAT Capital Corp. | 250,000 | 275,550 | ||||||
4.54%, 8/15/47 | 22,000 | 23,028 | ||||||
4.76%, 9/6/49 | 54,000 | 57,909 | ||||||
Diageo Investment Corp. | 25,000 | 30,617 | ||||||
GlaxoSmithKline Capital, Inc. | 10,000 | 10,251 | ||||||
3.88%, 5/15/28 | 12,000 | 13,421 | ||||||
6.38%, 5/15/38 | 90,000 | 132,791 | ||||||
RELX Capital, Inc. | 17,000 | 18,867 | ||||||
Reynolds American, Inc. | 90,000 | 97,215 | ||||||
5.70%, 8/15/35 | 169,000 | 200,993 | ||||||
5.85%, 8/15/45 | 119,000 | 144,929 | ||||||
|
| |||||||
Total United Kingdom | 1,005,571 | |||||||
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,354,472) | 1,354,182 | |||||||
Shares | ||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.6% |
| |||||||
United States – 2.6% | ||||||||
State Street Navigator Securities Lending | ||||||||
(Cost: $1,281,320) | 1,281,320 | 1,281,320 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.3% (Cost: $48,771,027) | 48,615,827 | |||||||
Other Assets less Liabilities – (0.3)% | (143,737 | ) | ||||||
|
| |||||||
NET ASSETS – 100.0% | $ | 48,472,090 |
(a) | Security, or portion thereof, was on loan at December 31, 2021 (See Note 2). At December 31, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,972,993 and the total market value of the collateral held by the Fund was $2,035,820. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $754,500. |
(b) | Rate shown reflects the accrual rate as of December 31, 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 December 31, 2021. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 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 | $ | — | $ | 45,980,325 | $ | — | $ | 45,980,325 | ||||||||
Foreign Corporate Bonds | — | 1,354,182 | — | 1,354,182 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 1,281,320 | — | 1,281,320 | ||||||||||||
Total Investments in Securities | $ | — | $ | 48,615,827 | $ | — | $ | 48,615,827 |
See Notes to Financial Statements.
WisdomTree Trust | 59 |
Schedule of Investments (unaudited)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2021
Investments | Principal Amount | Value | ||||||
U.S. CORPORATE BONDS – 97.1% |
| |||||||
United States – 97.1% |
| |||||||
ACCO Brands Corp. | $ | 299,000 | $ | 297,499 | ||||
AdaptHealth LLC | 269,000 | 270,176 | ||||||
ADT Security Corp. (The) | 775,000 | 792,437 | ||||||
Adtalem Global Education, Inc. | 410,000 | 401,542 | ||||||
AECOM | 269,000 | 293,409 | ||||||
Albertsons Cos., Inc. | 800,000 | 801,816 | ||||||
Allison Transmission, Inc. | 570,000 | 622,520 | ||||||
AMC Networks, Inc. | 277,000 | 283,748 | ||||||
American Axle & Manufacturing, Inc. | 280,000 | 275,492 | ||||||
American Finance Trust, Inc. | 160,000 | 161,395 | ||||||
AmeriGas Partners L.P. | 200,000 | 214,878 | ||||||
5.75%, 5/20/27 | 278,000 | 308,630 | ||||||
Amkor Technology, Inc. | 212,000 | 224,470 | ||||||
Antero Midstream Partners L.P. | 750,000 | 787,635 | ||||||
Antero Resources Corp. | 546,000 | 609,145 | ||||||
Apache Corp. | 580,000 | 656,096 | ||||||
Apollo Commercial Real Estate Finance, Inc. | 130,000 | 126,987 | ||||||
APX Group, Inc. | 382,000 | 405,119 | ||||||
5.75%, 7/15/29(a) | 250,000 | 248,057 | ||||||
Aramark Services, Inc. | 431,000 | 451,016 | ||||||
5.00%, 2/1/28(a) | 468,000 | 485,601 | ||||||
Archrock Partners L.P. | 386,000 | 406,589 | ||||||
6.25%, 4/1/28(a) | 139,000 | 145,105 | ||||||
Asbury Automotive Group, Inc. | 620,000 | 642,196 | ||||||
ASGN, Inc. | 147,000 | 152,726 | ||||||
Audacy Capital Corp. | 336,000 | 328,658 | ||||||
Avantor Funding, Inc. | 300,000 | 316,431 | ||||||
Avient Corp. | 135,000 | 140,963 | ||||||
Axalta Coating Systems LLC | 354,000 | 343,784 | ||||||
B&G Foods, Inc. | 253,000 | 258,763 | ||||||
5.25%, 9/15/27 | 227,000 | 234,999 | ||||||
Ball Corp. | 124,000 | 129,969 | ||||||
5.25%, 7/1/25 | 347,000 | 383,064 | ||||||
2.88%, 8/15/30 | 70,000 | 68,285 | ||||||
Bath & Body Works, Inc. | 336,000 | 371,263 | ||||||
6.63%, 10/1/30(a) | 200,000 | 227,608 | ||||||
6.88%, 11/1/35 | 922,000 | 1,150,518 | ||||||
6.75%, 7/1/36 | 122,000 | 150,522 | ||||||
Bausch Health Americas, Inc. | 879,000 | 937,594 | ||||||
Berry Global, Inc. | 232,000 | 235,881 | ||||||
5.63%, 7/15/27(a) | 9,000 | 9,421 | ||||||
Black Knight InfoServ LLC | 124,000 | 124,234 | ||||||
Block, Inc. | 240,000 | 247,870 | ||||||
Booz Allen Hamilton, Inc. | 254,000 | 259,580 | ||||||
Boyd Gaming Corp. | 154,000 | 165,019 | ||||||
4.75%, 12/1/27 | 300,000 | 309,105 | ||||||
4.75%, 6/15/31(a) | 70,000 | 71,819 | ||||||
Brink’s Co. (The) | 50,000 | 51,920 | ||||||
Brookfield Property REIT, Inc. | 383,000 | 398,067 | ||||||
Builders FirstSource, Inc. | 243,000 | 261,001 | ||||||
4.25%, 2/1/32(a) | 120,000 | 124,949 | ||||||
Cable One, Inc. | 140,000 | 138,240 | ||||||
Caesars Entertainment, Inc. | 500,000 | 525,505 | ||||||
4.63%, 10/15/29(a) | 200,000 | 201,466 | ||||||
Catalent Pharma Solutions, Inc. | 250,000 | 247,025 | ||||||
CCO Holdings LLC | 134,000 | 138,849 | ||||||
5.00%, 2/1/28(a) | 200,000 | 207,766 | ||||||
5.38%, 6/1/29(a) | 192,000 | 207,523 | ||||||
4.75%, 3/1/30(a) | 460,000 | 481,280 | ||||||
4.50%, 8/15/30(a) | 820,000 | 843,378 | ||||||
4.25%, 2/1/31(a) | 10,000 | 10,118 | ||||||
4.50%, 5/1/32 | 113,000 | 116,632 | ||||||
CDK Global, Inc. | 276,000 | 287,415 | ||||||
CDW LLC | 285,000 | 295,465 | ||||||
Cedar Fair L.P. | 512,000 | 533,181 | ||||||
Centene Corp. | 1,040,000 | 1,059,406 |
See Notes to Financial Statements.
60 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Central Garden & Pet Co. | $ | 100,000 | $ | 101,167 | ||||
CF Industries, Inc. | 450,000 | 545,917 | ||||||
5.38%, 3/15/44 | 80,000 | 101,234 | ||||||
Charles River Laboratories International, Inc. | 410,000 | 428,032 | ||||||
Charter Communications Operating LLC | 1,743,000 | 1,692,070 | ||||||
Chemours Co. (The) | 426,000 | 458,231 | ||||||
4.63%, 11/15/29(a) | 390,000 | 387,403 | ||||||
Churchill Downs, Inc. | 354,000 | 368,004 | ||||||
Cinemark USA, Inc. | 100,000 | 97,612 | ||||||
Clarivate Science Holdings Corp. | 80,000 | 81,381 | ||||||
Clean Harbors, Inc. | 167,000 | 172,935 | ||||||
Clear Channel Outdoor Holdings, Inc. | 920,000 | 990,693 | ||||||
Clearway Energy Operating LLC | 50,000 | 52,785 | ||||||
3.75%, 2/15/31(a) | 206,000 | 206,381 | ||||||
Cleveland-Cliffs, Inc. | 510,000 | 532,032 | ||||||
CNX Resources Corp. | 470,000 | 499,671 | ||||||
CommScope Technologies LLC | 773,000 | 776,370 | ||||||
5.00%, 3/15/27(a)(b) | 835,000 | 788,657 | ||||||
CommScope, Inc. | 320,000 | 331,792 | ||||||
8.25%, 3/1/27(a) | 491,000 | 505,725 | ||||||
7.13%, 7/1/28(a) | 850,000 | 843,123 | ||||||
Community Health Systems, Inc. | 1,012,000 | 1,049,758 | ||||||
8.00%, 3/15/26(a) | 408,000 | 429,449 | ||||||
8.00%, 12/15/27(a) | 395,000 | 428,769 | ||||||
6.88%, 4/15/29(a) | 511,000 | 523,877 | ||||||
4.75%, 2/15/31(a) | 1,290,000 | 1,307,260 | ||||||
Compass Minerals International, Inc. | 329,000 | 349,306 | ||||||
Comstock Resources, Inc. | 820,000 | 843,272 | ||||||
Conduent Business Services LLC | 300,000 | 295,797 | ||||||
Consolidated Communications, Inc. | 400,000 | 425,856 | ||||||
Continental Resources, Inc. | 330,000 | 357,357 | ||||||
Cornerstone Building Brands, Inc. | 272,000 | 290,760 | ||||||
Coty, Inc. | 286,000 | 295,698 | ||||||
CQP Holdco L.P. | 440,000 | 460,249 | ||||||
Crestwood Midstream Partners L.P. | 596,000 | 610,578 | ||||||
Crown Americas LLC | 50,000 | 51,434 | ||||||
CSC Holdings LLC | 200,000 | 207,018 | ||||||
5.38%, 2/1/28(a) | 1,128,000 | 1,167,830 | ||||||
7.50%, 4/1/28(a) | 350,000 | 376,292 | ||||||
6.50%, 2/1/29(a) | 300,000 | 322,473 | ||||||
5.75%, 1/15/30(a) | 500,000 | 500,435 | ||||||
4.63%, 12/1/30(a) | 832,000 | 789,452 | ||||||
Curo Group Holdings Corp. | 170,000 | 171,190 | ||||||
CVR Partners L.P. | 53,000 | 53,223 | ||||||
CyrusOne L.P. | 310,000 | 336,756 | ||||||
DaVita, Inc. | 1,305,000 | 1,342,427 | ||||||
3.75%, 2/15/31(a) | 372,000 | 363,076 | ||||||
Del Monte Foods, Inc. | 133,000 | 148,872 | ||||||
Delta Air Lines, Inc. | 93,000 | 93,248 | ||||||
3.80%, 4/19/23 | 200,000 | 204,558 | ||||||
3.75%, 10/28/29 | 143,000 | 146,807 | ||||||
Deluxe Corp. | 90,000 | 94,294 | ||||||
Diamond Sports Group LLC | 1,185,000 | 592,571 | ||||||
6.63%, 8/15/27(a) | 1,454,000 | 408,632 | ||||||
DISH DBS Corp. | 4,000 | 4,074 | ||||||
5.00%, 3/15/23 | 476,000 | 488,614 | ||||||
5.88%, 11/15/24 | 433,000 | 444,959 | ||||||
7.75%, 7/1/26 | 1,539,000 | 1,630,232 | ||||||
5.13%, 6/1/29 | 1,133,000 | 1,032,412 | ||||||
Diversified Healthcare Trust | 317,000 | 312,790 | ||||||
4.38%, 3/1/31 | 596,000 | 573,435 | ||||||
Dycom Industries, Inc. | 190,000 | 194,108 | ||||||
Edgewell Personal Care Co. | 110,000 | 111,184 | ||||||
Element Solutions, Inc. | 301,000 | 305,334 | ||||||
Encompass Health Corp. | 547,000 | 564,416 | ||||||
Energizer Holdings, Inc. | 441,000 | 450,376 | ||||||
4.38%, 3/31/29(a) | 231,000 | 225,983 | ||||||
EnLink Midstream LLC | 240,000 | 251,042 | ||||||
EnLink Midstream Partners L.P. | 290,000 | 292,978 |
See Notes to Financial Statements.
WisdomTree Trust | 61 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2021
Investments | Principal Amount | Value | ||||||
EQM Midstream Partners L.P. | $ | 284,000 | $ | 309,557 | ||||
5.50%, 7/15/28 | 1,097,000 | 1,199,679 | ||||||
4.75%, 1/15/31(a) | 476,000 | 504,650 | ||||||
6.50%, 7/15/48 | 75,000 | 91,204 | ||||||
Fluor Corp. | 267,000 | 280,241 | ||||||
Ford Motor Co. | 385,000 | 420,058 | ||||||
9.63%, 4/22/30 | 223,000 | 326,641 | ||||||
4.75%, 1/15/43 | 301,000 | 333,475 | ||||||
5.29%, 12/8/46 | 1,518,000 | 1,784,788 | ||||||
Ford Motor Credit Co. LLC | 50,000 | 50,190 | ||||||
3.35%, 11/1/22 | 200,000 | 202,916 | ||||||
4.14%, 2/15/23 | 7,000 | 7,202 | ||||||
4.54%, 8/1/26 | 150,000 | 163,072 | ||||||
Freeport-McMoRan, Inc. | 300,000 | 310,734 | ||||||
5.25%, 9/1/29 | 475,000 | 520,457 | ||||||
5.40%, 11/14/34 | 134,000 | 163,292 | ||||||
5.45%, 3/15/43 | 204,000 | 256,734 | ||||||
Gap, Inc. (The) | 370,000 | 366,367 | ||||||
Gartner, Inc. | 287,000 | 292,599 | ||||||
Gates Global LLC | 326,000 | 337,231 | ||||||
Genesis Energy L.P. | 1,114,000 | 1,134,219 | ||||||
GLP Capital L.P. | 150,000 | 167,845 | ||||||
4.00%, 1/15/31 | 322,000 | 344,601 | ||||||
Go Daddy Operating Co. LLC | 350,000 | 347,732 | ||||||
Goodyear Tire & Rubber Co. (The) | 400,000 | 412,888 | ||||||
4.88%, 3/15/27(b) | 50,000 | 53,164 | ||||||
5.25%, 7/15/31(a) | 1,032,000 | 1,121,990 | ||||||
GrafTech Finance, Inc. | 170,000 | 172,785 | ||||||
Gray Escrow II, Inc. | 970,000 | 999,847 | ||||||
Gray Television, Inc. | 518,000 | 536,109 | ||||||
7.00%, 5/15/27(a) | 290,000 | 310,297 | ||||||
Greif, Inc. | 300,000 | 311,901 | ||||||
Griffon Corp. | 414,000 | 431,061 | ||||||
Group 1 Automotive, Inc. | 203,000 | 203,201 | ||||||
Hanesbrands, Inc. | 428,000 | 459,107 | ||||||
HCA, Inc. | 94,000 | 103,378 | ||||||
5.88%, 2/1/29 | 250,000 | 298,665 | ||||||
3.50%, 9/1/30 | 600,000 | 634,326 | ||||||
Hilton Domestic Operating Co., Inc. | 364,000 | 378,997 | ||||||
5.75%, 5/1/28(a) | 339,000 | 362,618 | ||||||
Hilton Grand Vacations Borrower Escrow LLC | 490,000 | 492,754 | ||||||
Hilton Worldwide Finance LLC | 535,000 | 552,992 | ||||||
HLF Financing Sarl LLC | 289,000 | 283,075 | ||||||
Holly Energy Partners L.P. | 147,000 | 147,866 | ||||||
Hologic, Inc. | 258,000 | 259,749 | ||||||
Horizon Therapeutics USA, Inc. | 250,000 | 263,075 | ||||||
Hughes Satellite Systems Corp. | 154,000 | 169,271 | ||||||
6.63%, 8/1/26 | 397,000 | 444,811 | ||||||
Huntsman International LLC | 310,000 | 344,878 | ||||||
iHeartCommunications, Inc. | 1,100,000 | 1,161,534 | ||||||
4.75%, 1/15/28(a) | 241,000 | 244,854 | ||||||
Ingevity Corp. | 217,000 | 212,332 | ||||||
IQVIA, Inc. | 200,000 | 207,356 | ||||||
Iron Mountain, Inc. | 229,000 | 237,826 | ||||||
5.25%, 3/15/28(a) | 478,000 | 500,198 | ||||||
4.88%, 9/15/29(a) | 300,000 | 310,980 | ||||||
5.63%, 7/15/32(a) | 1,028,000 | 1,102,304 | ||||||
iStar, Inc. | 160,000 | 164,952 | ||||||
Kaiser Aluminum Corp. | 540,000 | 532,964 | ||||||
KAR Auction Services, Inc. | 350,000 | 355,208 | ||||||
Kennedy-Wilson, Inc. | 425,000 | 443,169 | ||||||
KFC Holding Co. | 193,000 | 201,135 | ||||||
Koppers, Inc. | 240,000 | 244,181 | ||||||
Kraft Heinz Foods Co. | 250,000 | 318,927 | ||||||
4.38%, 6/1/46 | 910,000 | 1,069,032 | ||||||
Ladder Capital Finance Holdings LLLP | 320,000 | 322,317 | ||||||
Lamar Media Corp. | 244,000 | 247,443 | ||||||
3.63%, 1/15/31 | 50,000 | 48,840 | ||||||
Lamb Weston Holdings, Inc. | 9,000 | 9,766 | ||||||
4.38%, 1/31/32(a) | 570,000 | 588,514 |
See Notes to Financial Statements.
62 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Level 3 Financing, Inc. | $ | 350,000 | $ | 357,525 | ||||
4.25%, 7/1/28(a) | 385,000 | 384,692 | ||||||
3.63%, 1/15/29(a) | 842,000 | 807,503 | ||||||
Lions Gate Capital Holdings LLC | 382,000 | 391,168 | ||||||
Lithia Motors, Inc. | 68,000 | 72,782 | ||||||
Live Nation Entertainment, Inc. | 500,000 | 498,380 | ||||||
LPL Holdings, Inc. | 204,000 | 209,694 | ||||||
Lumen Technologies, Inc. | 330,000 | 333,340 | ||||||
6.75%, 12/1/23, Series W | 514,000 | 556,071 | ||||||
7.50%, 4/1/24, Series Y | 177,000 | 194,204 | ||||||
5.63%, 4/1/25 | 350,000 | 370,993 | ||||||
5.13%, 12/15/26(a) | 811,000 | 844,916 | ||||||
Macy’s Retail Holdings LLC | 270,000 | 288,414 | ||||||
Marriott Ownership Resorts, Inc. | 288,000 | 300,534 | ||||||
Masonite International Corp. | 152,000 | 160,120 | ||||||
Match Group Holdings II LLC | 190,000 | 185,275 | ||||||
Mattel, Inc. | 220,000 | 236,925 | ||||||
Maxar Space Robotics LLC | 371,000 | 400,431 | ||||||
MEDNAX, Inc. | 361,000 | 379,072 | ||||||
MGM Growth Properties Operating Partnership L.P. | 500,000 | 535,650 | ||||||
4.50%, 9/1/26 | 553,000 | 593,574 | ||||||
MGM Resorts International | 485,000 | 509,599 | ||||||
4.63%, 9/1/26 | 76,000 | 79,498 | ||||||
5.50%, 4/15/27 | 731,000 | 786,234 | ||||||
4.75%, 10/15/28 | 77,000 | 79,970 | ||||||
Michaels Cos., Inc. (The) | 999,000 | 986,013 | ||||||
Midwest Gaming Borrower LLC | 270,000 | 274,412 | ||||||
Molina Healthcare, Inc. | 400,000 | 416,024 | ||||||
3.88%, 5/15/32(a) | 350,000 | 355,012 | ||||||
MPH Acquisition Holdings LLC | 1,379,000 | 1,312,243 | ||||||
MPT Operating Partnership L.P. | 212,000 | 218,513 | ||||||
5.00%, 10/15/27 | 168,000 | 176,245 | ||||||
4.63%, 8/1/29 | 155,000 | 163,737 | ||||||
MSCI, Inc. | 344,000 | 360,495 | ||||||
Murphy Oil USA, Inc. | 92,000 | 97,097 | ||||||
3.75%, 2/15/31(a) | 120,000 | 119,519 | ||||||
Nationstar Mortgage Holdings, Inc. | 1,265,000 | 1,319,041 | ||||||
Navient Corp. | 386,000 | 402,529 | ||||||
6.13%, 3/25/24 | 540,000 | 577,276 | ||||||
6.75%, 6/25/25 | 100,000 | 110,687 | ||||||
6.75%, 6/15/26 | 250,000 | 276,520 | ||||||
5.00%, 3/15/27 | 47,000 | 47,948 | ||||||
4.88%, 3/15/28 | 280,000 | 280,784 | ||||||
NCR Corp. | 707,000 | 731,010 | ||||||
5.13%, 4/15/29(a) | 410,000 | 424,547 | ||||||
Newell Brands, Inc. | 15,000 | 15,496 | ||||||
4.70%, 4/1/26 | 209,000 | 228,115 | ||||||
6.00%, 4/1/46 | 190,000 | 243,954 | ||||||
Newmark Group, Inc. | 85,000 | 91,386 | ||||||
News Corp. | 300,000 | 303,936 | ||||||
Nexstar Media, Inc. | 600,000 | 632,634 | ||||||
4.75%, 11/1/28(a) | 340,000 | 348,160 | ||||||
NextEra Energy Operating Partners L.P. | ||||||||
4.25%, 7/15/24(a) | 57,000 | 59,445 | ||||||
4.25%, 9/15/24(a) | 7,000 | 7,302 | ||||||
3.88%, 10/15/26(a) | 233,000 | 247,597 | ||||||
Nielsen Finance LLC | 680,000 | 718,964 | ||||||
4.75%, 7/15/31(a) | 520,000 | 516,901 | ||||||
Nordstrom, Inc. | 595,000 | 555,766 | ||||||
NortonLifeLock, Inc. | 247,000 | 249,295 | ||||||
NRG Energy, Inc. | 524,000 | 555,016 | ||||||
5.25%, 6/15/29(a) | 631,000 | 676,224 | ||||||
3.88%, 2/15/32(a) | 900,000 | 886,581 | ||||||
NuStar Logistics L.P. | 473,000 | 502,184 | ||||||
6.38%, 10/1/30 | 310,000 | 346,608 | ||||||
Occidental Petroleum Corp. | 550,000 | 562,083 | ||||||
3.40%, 4/15/26 | 271,000 | 278,041 | ||||||
3.50%, 8/15/29 | 300,000 | 308,238 | ||||||
6.63%, 9/1/30 | 300,000 | 372,378 | ||||||
7.50%, 5/1/31 | 250,000 | 329,127 | ||||||
6.45%, 9/15/36 | 213,000 | 271,888 | ||||||
4.50%, 7/15/44 | 700,000 | 721,707 | ||||||
4.40%, 4/15/46 | 250,000 | 258,375 | ||||||
4.40%, 8/15/49 | 500,000 | 509,680 | ||||||
Olin Corp. | 479,000 | 494,247 |
See Notes to Financial Statements.
WisdomTree Trust | 63 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2021
Investments | Principal Amount | Value | ||||||
ON Semiconductor Corp. | $ | 210,000 | $ | 216,233 | ||||
OneMain Finance Corp. | 411,000 | 429,922 | ||||||
6.13%, 3/15/24 | 338,000 | 358,726 | ||||||
6.88%, 3/15/25 | 615,000 | 686,346 | ||||||
8.88%, 6/1/25 | 314,000 | 337,459 | ||||||
7.13%, 3/15/26 | 61,000 | 69,935 | ||||||
5.38%, 11/15/29 | 465,000 | 506,325 | ||||||
4.00%, 9/15/30(b) | 533,000 | 524,552 | ||||||
Outfront Media Capital LLC | 622,000 | 623,312 | ||||||
Owens & Minor, Inc. | 257,000 | 264,887 | ||||||
Owens-Brockway Glass Container, Inc. | 641,000 | 672,903 | ||||||
Pactiv Evergreen Group Issuer LLC | 280,000 | 279,115 | ||||||
Par Pharmaceutical, Inc. | 1,034,000 | 1,057,679 | ||||||
Park Intermediate Holdings LLC | 500,000 | 524,030 | ||||||
Party City Holdings, Inc. | 471,000 | 486,647 | ||||||
Patterson-UTI Energy, Inc. | 147,000 | 147,778 | ||||||
PBF Holding Co. LLC | 489,000 | 467,582 | ||||||
7.25%, 6/15/25 | 579,000 | 413,279 | ||||||
6.00%, 2/15/28 | 458,000 | 296,340 | ||||||
PBF Logistics L.P. | 383,000 | 373,927 | ||||||
Performance Food Group, Inc. | 150,000 | 148,990 | ||||||
Pilgrim’s Pride Corp. | 223,000 | 235,637 | ||||||
4.25%, 4/15/31(a) | 170,000 | 179,154 | ||||||
Plains All American Pipeline L.P. | 310,000 | 331,505 | ||||||
4.90%, 2/15/45 | 490,000 | 537,001 | ||||||
Plantronics, Inc. | 273,000 | 260,619 | ||||||
Post Holdings, Inc. | 507,000 | 524,882 | ||||||
5.63%, 1/15/28(a) | 246,000 | 260,942 | ||||||
5.50%, 12/15/29(a) | 189,000 | 198,828 | ||||||
4.63%, 4/15/30(a) | 738,000 | 750,930 | ||||||
4.50%, 9/15/31(a) | 929,000 | 925,163 | ||||||
Premier Entertainment Sub LLC | 680,000 | 683,516 | ||||||
Prestige Brands, Inc. | 269,000 | 261,118 | ||||||
Prime Security Services Borrower LLC | 300,000 | 319,515 | ||||||
5.75%, 4/15/26(a) | 615,000 | 661,531 | ||||||
6.25%, 1/15/28(a) | 709,000 | 741,415 | ||||||
PROG Holdings, Inc. | 260,000 | 268,018 | ||||||
QVC, Inc. | 15,000 | 15,502 | ||||||
4.45%, 2/15/25 | 100,000 | 106,211 | ||||||
4.75%, 2/15/27 | 322,000 | 331,174 | ||||||
Rackspace Technology Global, Inc. | 489,000 | 467,176 | ||||||
Radian Group, Inc. | 146,000 | 161,986 | ||||||
Realogy Group LLC | 748,000 | 796,403 | ||||||
Renewable Energy Group, Inc. | 261,000 | 268,780 | ||||||
RHP Hotel Properties L.P. | 204,000 | 209,714 | ||||||
4.50%, 2/15/29(a) | 299,000 | 301,969 | ||||||
Rite Aid Corp. | 510,000 | 522,857 | ||||||
RLJ Lodging Trust L.P. | 90,000 | 89,296 | ||||||
Sabra Health Care L.P. | 760,000 | 743,394 | ||||||
Sabre GLBL, Inc. | 574,000 | 650,216 | ||||||
Sally Holdings LLC | 151,000 | 154,645 | ||||||
Scientific Games International, Inc. | 560,000 | 576,677 | ||||||
8.25%, 3/15/26(a) | 359,000 | 378,813 | ||||||
7.00%, 5/15/28(a) | 250,000 | 268,160 | ||||||
7.25%, 11/15/29(a) | 200,000 | 224,638 | ||||||
Scotts Miracle-Gro Co. (The) | 193,000 | 191,056 | ||||||
Scripps Escrow II, Inc. | 662,000 | 676,518 | ||||||
Select Medical Corp. | 302,000 | 320,081 | ||||||
Sensata Technologies, Inc. | 283,000 | 282,697 | ||||||
Service Corp. International | 205,000 | 214,979 | ||||||
5.13%, 6/1/29 | 37,000 | 39,968 | ||||||
3.38%, 8/15/30 | 327,000 | 321,686 | ||||||
Service Properties Trust | 750,000 | 735,817 | ||||||
Silgan Holdings, Inc. | 102,000 | 104,733 | ||||||
Sinclair Television Group, Inc. | 439,000 | 428,047 | ||||||
4.13%, 12/1/30(a) | 200,000 | 190,010 | ||||||
Sirius XM Radio, Inc. | 462,000 | 499,330 | ||||||
4.13%, 7/1/30(a) | 810,000 | 814,423 | ||||||
3.88%, 9/1/31(a) | 1,010,000 | 993,598 | ||||||
Six Flags Entertainment Corp. | 624,000 | 631,950 |
See Notes to Financial Statements.
64 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2021
Investments | Principal Amount | Value | ||||||
5.50%, 4/15/27(a) | $ | 124,000 | $ | 128,741 | ||||
Six Flags Theme Parks, Inc. | 74,000 | 79,154 | ||||||
Skyworks Solutions, Inc. | 520,000 | 524,009 | ||||||
Sonic Automotive, Inc. | 570,000 | 575,962 | ||||||
Spectrum Brands, Inc. | 100,000 | 102,440 | ||||||
3.88%, 3/15/31(a) | 203,000 | 201,429 | ||||||
Spirit AeroSystems, Inc. | 238,000 | 247,829 | ||||||
7.50%, 4/15/25(a) | 450,000 | 474,610 | ||||||
4.60%, 6/15/28(b) | 584,000 | 586,587 | ||||||
Sprint Corp. | 100,000 | 110,403 | ||||||
7.13%, 6/15/24 | 300,000 | 337,197 | ||||||
7.63%, 2/15/25 | 200,000 | 230,770 | ||||||
7.63%, 3/1/26 | 100,000 | 120,111 | ||||||
SS&C Technologies, Inc. | 425,000 | 446,033 | ||||||
Station Casinos LLC | 200,000 | 201,936 | ||||||
4.63%, 12/1/31(a) | 350,000 | 353,048 | ||||||
Summit Midstream Holdings LLC | 550,000 | 572,269 | ||||||
SunCoke Energy, Inc. | 20,000 | 19,964 | ||||||
Sunoco L.P. | 180,000 | 184,711 | ||||||
Surgery Center Holdings, Inc. | 200,000 | 213,100 | ||||||
Syneos Health, Inc. | 150,000 | 148,422 | ||||||
T-Mobile USA, Inc. | 175,000 | 182,401 | ||||||
4.75%, 2/1/28 | 413,000 | 435,430 | ||||||
2.88%, 2/15/31 | 415,000 | 410,302 | ||||||
Taylor Morrison Communities, Inc. | 230,000 | 255,160 | ||||||
TEGNA, Inc. | 381,000 | 386,498 | ||||||
5.00%, 9/15/29 | 530,000 | 544,904 | ||||||
Teleflex, Inc. | 238,000 | 248,301 | ||||||
Tempur Sealy International, Inc. | 120,000 | 122,660 | ||||||
3.88%, 10/15/31(a) | 450,000 | 451,665 | ||||||
Tenet Healthcare Corp. | 696,000 | 746,349 | ||||||
4.63%, 7/15/24 | 51,000 | 51,873 | ||||||
4.63%, 9/1/24(a) | 514,000 | 526,824 | ||||||
4.88%, 1/1/26(a) | 515,000 | 529,724 | ||||||
6.25%, 2/1/27(a) | 415,000 | 430,218 | ||||||
6.13%, 10/1/28(a) | 1,150,000 | 1,216,803 | ||||||
Tenneco, Inc. | 247,000 | 239,163 | ||||||
Terex Corp. | 291,000 | 300,236 | ||||||
TerraForm Power Operating LLC | 560,000 | 574,330 | ||||||
5.00%, 1/31/28(a) | 417,000 | 444,026 | ||||||
Time Warner Cable LLC | 121,000 | 131,940 | ||||||
TopBuild Corp. | 190,000 | 195,675 | ||||||
Townsquare Media, Inc. | 375,000 | 399,540 | ||||||
TransDigm, Inc. | 786,000 | 817,487 | ||||||
6.38%, 6/15/26 | 519,000 | 533,771 | ||||||
5.50%, 11/15/27 | 482,000 | 497,058 | ||||||
4.88%, 5/1/29 | 1,288,000 | 1,294,839 | ||||||
Transocean, Inc. | 738,000 | 724,908 | ||||||
8.00%, 2/1/27(a) | 263,000 | 193,810 | ||||||
Travel & Leisure Co. | 230,000 | 255,397 | ||||||
TreeHouse Foods, Inc. | 227,000 | 218,469 | ||||||
TriNet Group, Inc. | 123,000 | 122,956 | ||||||
Tronox, Inc. | 525,000 | 524,412 | ||||||
TTM Technologies, Inc. | 200,000 | 199,348 | ||||||
Tutor Perini Corp. | 356,000 | 359,443 | ||||||
Twitter, Inc. | 140,000 | 146,454 | ||||||
U.S. Foods, Inc. | 397,000 | 414,837 | ||||||
4.75%, 2/15/29(a) | 430,000 | 438,419 | ||||||
Under Armour, Inc. | 116,000 | 119,801 | ||||||
United Natural Foods, Inc. | 250,000 | 268,412 | ||||||
United Rentals North America, Inc. | 800,000 | 833,592 | ||||||
4.88%, 1/15/28 | 269,000 | 282,966 | ||||||
5.25%, 1/15/30 | 9,000 | 9,777 | ||||||
Uniti Group L.P. | 2,000,000 | 2,094,640 | ||||||
Univar Solutions USA, Inc. | 148,000 | 154,750 | ||||||
Urban One, Inc. | 505,000 | 522,377 | ||||||
USA Compression Partners L.P. | 395,000 | 412,044 | ||||||
Vail Resorts, Inc. | 217,000 | 227,559 | ||||||
Valvoline, Inc. | 336,000 | 343,778 |
See Notes to Financial Statements.
WisdomTree Trust | 65 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2021
Investments | Principal Amount | Value | ||||||
3.63%, 6/15/31(a) | $ | 56,000 | $ | 54,640 | ||||
Vector Group Ltd. | 690,000 | 672,281 | ||||||
ViacomCBS, Inc. | ||||||||
6.25%, 2/28/57, (6.25% fixed rate until 2/28/27; 3-month U.S. dollar London Interbank Offered Rate + 3.899% thereafter)(c) | 182,000 | 205,485 | ||||||
VICI Properties LP | 300,000 | 319,719 | ||||||
4.13%, 8/15/30(a) | 640,000 | 678,010 | ||||||
Victors Merger Corp. | 346,000 | 326,614 | ||||||
Vine Energy Holdings LLC | 388,000 | 421,337 | ||||||
Vista Outdoor, Inc. | 284,000 | 287,811 | ||||||
Vistra Operations Co. LLC | 707,000 | 728,634 | ||||||
5.63%, 2/15/27(a) | 1,034,000 | 1,071,162 | ||||||
Vontier Corp. | 650,000 | 642,317 | ||||||
W&T Offshore, Inc. | 401,000 | 384,499 | ||||||
WESCO Distribution, Inc. | 916,000 | 973,168 | ||||||
Western Digital Corp. | 200,000 | 218,768 | ||||||
Western Midstream Operating L.P. | 749,000 | 785,326 | ||||||
4.65%, 7/1/26 | 320,000 | 348,522 | ||||||
5.30%, 2/1/30 | 356,000 | 392,654 | ||||||
Westinghouse Air Brake Technologies Corp. | 180,000 | 204,847 | ||||||
Williams Scotsman International, Inc. | 342,000 | 353,265 | ||||||
WW International, Inc. | 110,000 | 105,391 | ||||||
Xerox Corp. | 290,000 | 299,712 | ||||||
Xerox Holdings Corp. | 681,000 | 718,721 | ||||||
Yum! Brands, Inc. | 20,000 | 21,708 | ||||||
3.63%, 3/15/31 | 290,000 | 289,898 | ||||||
Ziff Davis Inc | 327,000 | 336,313 | ||||||
TOTAL U.S. CORPORATE BONDS (Cost: $177,061,525) |
| 178,499,309 | ||||||
FOREIGN CORPORATE BONDS – 0.8% |
| |||||||
Canada – 0.4% |
| |||||||
Open Text Holdings, Inc. | 340,000 | 350,350 | ||||||
4.13%, 12/1/31(a) | 230,000 | 233,491 | ||||||
Primo Water Holdings, Inc. | 270,000 | 268,572 | ||||||
|
| |||||||
Total Canada |
| 852,413 | ||||||
Germany – 0.4% |
| |||||||
Deutsche Bank AG |
| |||||||
5.88%, 7/8/31, (5.88% fixed rate until 4/8/30; Secured Overnight Financing Rate + 5.438% thereafter)(c) | 395,000 | 464,220 | ||||||
3.73%, 1/14/32, (3.729% fixed rate untill 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(c) | 210,000 | 214,882 | ||||||
|
| |||||||
Total Germany |
| 679,102 | ||||||
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,507,966) |
| 1,531,515 | ||||||
Shares | ||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.2% |
| |||||||
United States – 3.2% |
| |||||||
State Street Navigator Securities Lending |
| |||||||
(Cost: $5,789,870) | 5,789,870 | 5,789,870 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 101.1% (Cost: $184,359,361) |
| 185,820,694 | ||||||
Other Assets less Liabilities – (1.1)% |
| (2,013,625 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 183,807,069 |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Security, or portion thereof, was on loan at December 31, 2021 (See Note 2). At December 31, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $6,315,232 and the total market value of the collateral held by the Fund was $6,524,336. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $734,466. |
(c) | Rate shown reflects the accrual rate as of December 31, 2021 on securities with variable or step rates. |
(d) | Rate shown represents annualized 7-day yield as of December 31, 2021. |
See Notes to Financial Statements.
66 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree U.S. High Yield Corporate Bond Fund (WFHY)
December 31, 2021
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets (Level 1) | Other Significant Inputs | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Corporate Bonds | $ | — | $ | 178,499,309 | $ | — | $ | 178,499,309 | ||||||||
Foreign Corporate Bonds | — | 1,531,515 | — | 1,531,515 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 5,789,870 | — | 5,789,870 | ||||||||||||
Total Investments in Securities | $ | — | $ | 185,820,694 | $ | — | $ | 185,820,694 |
See Notes to Financial Statements.
WisdomTree Trust | 67 |
Schedule of Investments (unaudited)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
U.S. CORPORATE BONDS – 94.6% |
| |||||||
United States – 94.6% |
| |||||||
3M Co. | $ | 99,000 | $ | 103,395 | ||||
Abbott Laboratories | 74,000 | 77,342 | ||||||
AbbVie, Inc. | 82,000 | 83,512 | ||||||
3.20%, 11/6/22 | 50,000 | 50,850 | ||||||
2.85%, 5/14/23 | 139,000 | 142,173 | ||||||
2.60%, 11/21/24 | 223,000 | 231,325 | ||||||
3.80%, 3/15/25 | 277,000 | 295,570 | ||||||
3.60%, 5/14/25 | 334,000 | 355,039 | ||||||
3.20%, 5/14/26 | 99,000 | 104,793 | ||||||
Aetna, Inc. | 156,000 | 159,859 | ||||||
Aflac, Inc. | 46,000 | 49,182 | ||||||
Agilent Technologies, Inc. | 87,000 | 90,209 | ||||||
Aircastle Ltd. | 63,000 | 65,939 | ||||||
Alexandria Real Estate Equities, Inc. | 87,000 | 92,534 | ||||||
Allstate Corp. (The) | 37,000 | 36,088 | ||||||
Ally Financial, Inc. | 156,000 | 164,477 | ||||||
4.63%, 3/30/25 | 62,000 | 67,499 | ||||||
5.80%, 5/1/25 | 37,000 | 41,774 | ||||||
Alphabet, Inc. | 33,000 | 34,073 | ||||||
Altria Group, Inc. | 10,000 | 10,557 | ||||||
4.40%, 2/14/26 | 136,000 | 149,444 | ||||||
Amazon.com, Inc. | 9,000 | 9,646 | ||||||
0.80%, 6/3/25 | 139,000 | 137,449 | ||||||
American Express Co. | 49,000 | 49,939 | ||||||
3.40%, 2/22/24 | 79,000 | 82,774 | ||||||
3.00%, 10/30/24 | 43,000 | 45,094 | ||||||
3.63%, 12/5/24 | 60,000 | 64,168 | ||||||
American Honda Finance Corp. | 179,000 | 183,516 | ||||||
1.20%, 7/8/25 | 75,000 | 74,830 | ||||||
American International Group, Inc. | 64,000 | 67,972 | ||||||
2.50%, 6/30/25 | 54,000 | 55,743 | ||||||
3.90%, 4/1/26 | 110,000 | 119,448 | ||||||
American Water Capital Corp. | 40,000 | 42,352 | ||||||
Ameriprise Financial, Inc. | 94,000 | 99,087 | ||||||
3.70%, 10/15/24 | 9,000 | 9,611 | ||||||
Amgen, Inc. | 153,000 | 161,288 | ||||||
Amphenol Corp. | 25,000 | 26,013 | ||||||
Anthem, Inc. | 59,000 | 59,572 | ||||||
3.30%, 1/15/23 | 54,000 | 55,477 | ||||||
3.50%, 8/15/24 | 121,000 | 127,817 | ||||||
3.35%, 12/1/24 | 9,000 | 9,511 | ||||||
Apple, Inc. | 136,000 | 141,770 | ||||||
2.50%, 2/9/25 | 120,000 | 124,948 | ||||||
0.55%, 8/20/25 | 10,000 | 9,762 | ||||||
3.25%, 2/23/26 | 141,000 | 150,943 | ||||||
Arrow Electronics, Inc. | 82,000 | 85,578 | ||||||
AT&T, Inc. | 49,000 | 49,404 | ||||||
3.95%, 1/15/25 | 34,000 | 36,388 | ||||||
3.40%, 5/15/25 | 167,000 | 176,778 | ||||||
4.13%, 2/17/26 | 136,000 | 148,436 | ||||||
1.70%, 3/25/26 | 59,000 | 58,805 | ||||||
AvalonBay Communities, Inc. | 77,000 | 81,253 | ||||||
2.95%, 5/11/26 | 9,000 | 9,515 | ||||||
Avangrid, Inc. | 66,000 | 69,474 | ||||||
Bank of America Corp. | 87,000 | 89,383 | ||||||
4.13%, 1/22/24 | 19,000 | 20,200 | ||||||
4.20%, 8/26/24 | 131,000 | 140,385 | ||||||
0.81%, 10/24/24, (0.81% fixed rate until 10/24/23; Secured Overnight Financing Rate + 0.74% thereafter)(a) | 143,000 | 142,068 | ||||||
4.00%, 1/22/25 | 15,000 | 16,044 | ||||||
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)(a) | 353,000 | 369,266 | ||||||
3.95%, 4/21/25, Series L | 93,000 | 99,471 | ||||||
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)(a) | 161,000 | 167,677 | ||||||
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)(a) | 283,000 | 297,993 | ||||||
4.45%, 3/3/26 | 94,000 | 103,625 | ||||||
1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(a) | 188,000 | 186,165 | ||||||
1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing Rate + 1.01% thereafter)(a) | 166,000 | 162,808 | ||||||
Bank of New York Mellon Corp. (The) | 100,000 | 102,200 | ||||||
1.60%, 4/24/25 | 15,000 | 15,123 | ||||||
Becton Dickinson and Co. | 33,000 | 34,557 | ||||||
3.73%, 12/15/24 | 23,000 | 24,468 | ||||||
Berkshire Hathaway, Inc. | 56,000 | 59,842 |
See Notes to Financial Statements.
68 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Biogen, Inc. | $ | 84,000 | $ | 85,735 | ||||
BlackRock, Inc. | 78,000 | 82,487 | ||||||
Block Financial LLC | 83,000 | 84,184 | ||||||
Boardwalk Pipelines L.P. | 27,000 | 29,274 | ||||||
Boeing Co. (The) | 207,000 | 226,740 | ||||||
2.20%, 2/4/26 | 308,000 | 308,015 | ||||||
3.10%, 5/1/26 | 500,000 | 521,455 | ||||||
Boston Scientific Corp. | 20,000 | 20,212 | ||||||
3.45%, 3/1/24 | 56,000 | 58,583 | ||||||
Brandywine Operating Partnership L.P. | 64,000 | 67,658 | ||||||
Bristol-Myers Squibb Co. | 58,000 | 59,563 | ||||||
3.88%, 8/15/25 | 49,000 | 53,077 | ||||||
Broadcom, Inc. | 134,000 | 146,604 | ||||||
3.15%, 11/15/25 | 34,000 | 35,716 | ||||||
3.46%, 9/15/26 | 165,000 | 175,845 | ||||||
4.11%, 9/15/28 | 68,000 | 74,665 | ||||||
3.42%, 4/15/33(c) | 292,000 | 305,304 | ||||||
Brunswick Corp. | 48,000 | 47,435 | ||||||
Burlington Northern Santa Fe LLC | 59,000 | 60,298 | ||||||
3.40%, 9/1/24 | 9,000 | 9,501 | ||||||
3.00%, 4/1/25 | 71,000 | 74,672 | ||||||
Capital One Financial Corp. | 200,000 | 210,704 | ||||||
3.30%, 10/30/24 | 102,000 | 107,587 | ||||||
4.25%, 4/30/25 | 90,000 | 97,457 | ||||||
4.20%, 10/29/25 | 136,000 | 147,912 | ||||||
Caterpillar Financial Services Corp. | 9,000 | 9,271 | ||||||
0.80%, 11/13/25(b) | 156,000 | 153,105 | ||||||
Celanese U.S. Holdings LLC | 20,000 | 20,900 | ||||||
Charles Schwab Corp. (The) | 48,000 | 52,235 | ||||||
3.63%, 4/1/25 | 60,000 | 64,001 | ||||||
3.85%, 5/21/25 | 92,000 | 99,205 | ||||||
3.45%, 2/13/26 | 9,000 | 9,666 | ||||||
Chevron Corp. | 132,000 | 137,400 | ||||||
1.55%, 5/11/25 | 106,000 | 107,099 | ||||||
Chubb INA Holdings, Inc. | 30,000 | 31,667 | ||||||
3.35%, 5/3/26 | 84,000 | 90,237 | ||||||
Cigna Corp. | 114,000 | 120,194 | ||||||
4.13%, 11/15/25 | 81,000 | 88,747 | ||||||
4.50%, 2/25/26 | 134,000 | 148,526 | ||||||
Cisco Systems, Inc. | 51,000 | 52,220 | ||||||
Citigroup, Inc. | 50,000 | 51,007 | ||||||
3.75%, 6/16/24 | 99,000 | 105,114 | ||||||
4.00%, 8/5/24 | 56,000 | 59,658 | ||||||
0.78%, 10/30/24, (0.776% fixed rate until 10/30/23; Secured Overnight Financing Rate + 0.686% thereafter)(a) | 122,000 | 121,252 | ||||||
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)(a) | 91,000 | 95,081 | ||||||
0.98%, 5/1/25, (0.981% fixed rate until 5/1/24; Secured Overnight Financing Rate + 0.669% thereafter)(a) | 72,000 | 71,506 | ||||||
4.40%, 6/10/25 | 273,000 | 297,608 | ||||||
5.50%, 9/13/25 | 128,000 | 144,803 | ||||||
1.28%, 11/3/25, (1.281% fixed rate until 11/3/24; Secured Overnight Financing Rate + 0.528% thereafter)(a) | 183,000 | 182,660 | ||||||
3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(a) | 100,000 | 104,913 | ||||||
3.40%, 5/1/26 | 98,000 | 105,131 | ||||||
Comcast Corp. | 9,000 | 9,569 | ||||||
3.38%, 8/15/25 | 68,000 | 72,612 | ||||||
3.95%, 10/15/25 | 135,000 | 147,656 | ||||||
Comerica, Inc. | 77,000 | 80,149 | ||||||
Conagra Brands, Inc. | 87,000 | 88,657 | ||||||
Connecticut Light & Power Co. (The) | 56,000 | 56,827 | ||||||
Constellation Brands, Inc. | 104,000 | 106,422 | ||||||
4.25%, 5/1/23 | 28,000 | 29,211 | ||||||
CVS Health Corp. | 50,000 | 50,553 | ||||||
2.75%, 12/1/22 | 50,000 | 50,698 | ||||||
2.63%, 8/15/24 | 196,000 | 203,123 | ||||||
4.10%, 3/25/25 | 167,000 | 180,099 | ||||||
3.88%, 7/20/25 | 138,000 | 148,538 | ||||||
D.R. Horton, Inc. | 115,000 | 118,659 | ||||||
Delmarva Power & Light Co. | 100,000 | 104,162 | ||||||
Discover Financial Services | 17,000 | 17,458 | ||||||
3.95%, 11/6/24 | 50,000 | 53,242 | ||||||
3.75%, 3/4/25 | 114,000 | 120,768 | ||||||
Discovery Communications LLC | 100,000 | 106,635 | ||||||
Dominion Energy, Inc. | 58,000 | 58,572 | ||||||
3.30%, 3/15/25, Series A | 109,000 | 114,412 |
See Notes to Financial Statements.
WisdomTree Trust | 69 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
DTE Energy Co. | $ | 26,000 | $ | 26,811 | ||||
Duke Energy Corp. | 40,000 | 40,481 | ||||||
3.95%, 10/15/23 | 63,000 | 65,831 | ||||||
Eastern Energy Gas Holdings LLC | 99,000 | 102,398 | ||||||
Eastman Chemical Co. | 60,000 | 60,622 | ||||||
3.80%, 3/15/25 | 52,000 | 55,558 | ||||||
Eaton Corp. | 88,000 | 89,575 | ||||||
eBay, Inc. | 43,000 | 43,836 | ||||||
1.90%, 3/11/25 | 35,000 | 35,428 | ||||||
EI du Pont de Nemours and Co. | 61,000 | 61,575 | ||||||
Eli Lilly & Co. | 57,000 | 59,738 | ||||||
Entergy Arkansas LLC | 50,000 | 53,611 | ||||||
Enterprise Products Operating LLC | 78,000 | 82,012 | ||||||
3.75%, 2/15/25 | 140,000 | 149,135 | ||||||
EOG Resources, Inc. | 45,000 | 45,787 | ||||||
3.15%, 4/1/25 | 68,000 | 71,499 | ||||||
Equitable Holdings, Inc. | 61,000 | 63,223 | ||||||
Essex Portfolio L.P. | 100,000 | 105,336 | ||||||
Estee Lauder Cos., Inc. (The) | 30,000 | 30,789 | ||||||
Evergy, Inc. | 36,000 | 36,922 | ||||||
Eversource Energy | 43,000 | 45,141 | ||||||
Exelon Corp. | 93,000 | 93,874 | ||||||
3.95%, 6/15/25 | 55,000 | 58,931 | ||||||
Exxon Mobil Corp. | 35,000 | 35,749 | ||||||
2.71%, 3/6/25 | 143,000 | 149,099 | ||||||
2.99%, 3/19/25 | 185,000 | 194,633 | ||||||
FedEx Corp. | 50,000 | 53,523 | ||||||
Fifth Third Bancorp | 70,000 | 70,671 | ||||||
First Horizon Corp. | 82,000 | 87,799 | ||||||
Fiserv, Inc. | 135,000 | 141,199 | ||||||
2.75%, 7/1/24 | 122,000 | 126,248 | ||||||
Fortune Brands Home & Security, Inc. | 94,000 | 98,482 | ||||||
Fox Corp. | 47,000 | 49,314 | ||||||
General Dynamics Corp. | 65,000 | 65,752 | ||||||
3.38%, 5/15/23 | 78,000 | 80,731 | ||||||
2.38%, 11/15/24 | 9,000 | 9,315 | ||||||
3.25%, 4/1/25 | 9,000 | 9,537 | ||||||
General Mills, Inc. | 78,000 | 79,092 | ||||||
3.70%, 10/17/23 | 49,000 | 51,296 | ||||||
Georgia Power Co. | 71,000 | 72,329 | ||||||
2.20%, 9/15/24, Series A | 82,000 | 83,876 | ||||||
Gilead Sciences, Inc. | 283,000 | 299,572 | ||||||
3.65%, 3/1/26 | 98,000 | 105,717 | ||||||
Global Payments, Inc. | 68,000 | 69,950 | ||||||
Harman International Industries, Inc. | 64,000 | 68,866 | ||||||
HCA, Inc. | 159,000 | 176,205 | ||||||
Healthcare Trust of America Holdings L.P. | 57,000 | 60,932 | ||||||
Healthpeak Properties, Inc. | 74,000 | 78,680 | ||||||
Hershey Co. (The) | 85,000 | 87,908 | ||||||
Hewlett Packard Enterprise Co. | 81,000 | 81,532 | ||||||
Honeywell International, Inc. | 56,000 | 56,249 | ||||||
Host Hotels & Resorts L.P. | 58,000 | 61,576 | ||||||
HP, Inc. | 54,000 | 55,217 | ||||||
Humana, Inc. | 70,000 | 71,370 | ||||||
Huntington Bancshares, Inc. | 111,000 | 119,527 | ||||||
Hyatt Hotels Corp. | 74,000 | 82,471 | ||||||
Illumina, Inc. | 49,000 | 48,761 | ||||||
Intel Corp. | 97,000 | 100,989 | ||||||
Intercontinental Exchange, Inc. | 104,000 | 105,177 | ||||||
3.45%, 9/21/23(b) | 35,000 | 36,414 | ||||||
International Business Machines Corp. | 100,000 | 104,510 | ||||||
3.30%, 5/15/26 | 100,000 | 107,091 | ||||||
Interpublic Group of Cos., Inc. (The) | 10,000 | 10,624 | ||||||
Interstate Power and Light Co. | 60,000 | 63,033 |
See Notes to Financial Statements.
70 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
J.M. Smucker Co. (The) | $ | 57,000 | $ | 60,784 | ||||
Jabil, Inc. | 40,000 | 41,065 | ||||||
Johnson & Johnson | 51,000 | 51,780 | ||||||
JPMorgan Chase & Co. | 186,000 | 190,540 | ||||||
3.38%, 5/1/23 | 50,000 | 51,618 | ||||||
3.88%, 2/1/24 | 71,000 | 75,176 | ||||||
3.88%, 9/10/24 | 109,000 | 116,052 | ||||||
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)(a) | 84,000 | 88,544 | ||||||
3.13%, 1/23/25 | 38,000 | 39,963 | ||||||
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)(a) | 359,000 | 373,583 | ||||||
0.82%, 6/1/25, (0.824% fixed rate until 6/1/24; Secured Overnight Financing Rate + 0.54% thereafter)(a) | 200,000 | 197,726 | ||||||
3.90%, 7/15/25 | 138,000 | 149,359 | ||||||
2.01%, 3/13/26, (2.005% fixed rate until 3/13/25; Secured Overnight Financing Rate + 1.585% thereafter)(a) | 104,000 | 105,372 | ||||||
3.30%, 4/1/26 | 112,000 | 119,535 | ||||||
2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(a) | 104,000 | 105,609 | ||||||
1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(a) | 209,000 | 203,748 | ||||||
Kellogg Co. | 37,000 | 38,153 | ||||||
Keurig Dr. Pepper, Inc. | 27,000 | 28,143 | ||||||
3.40%, 11/15/25 | 97,000 | 103,009 | ||||||
KeyBank NA | 250,000 | 265,822 | ||||||
Keysight Technologies, Inc. | 58,000 | 62,784 | ||||||
Kimco Realty Corp. | 97,000 | 99,709 | ||||||
KLA Corp. | 45,000 | 48,798 | ||||||
Kroger Co. (The) | 80,000 | 83,174 | ||||||
L3Harris Technologies, Inc. | 98,000 | 101,847 | ||||||
Laboratory Corp. of America Holdings | 145,000 | 148,755 | ||||||
3.60%, 2/1/25 | 18,000 | 19,017 | ||||||
Las Vegas Sands Corp. | 127,000 | 129,329 | ||||||
Leidos, Inc. | 107,000 | 109,594 | ||||||
Lincoln National Corp. | 144,000 | 151,055 | ||||||
Linde, Inc. | 52,000 | 52,938 | ||||||
Lockheed Martin Corp. | 106,000 | 108,400 | ||||||
Loews Corp. | 83,000 | 90,006 | ||||||
Lowe’s Cos., Inc. | 116,000 | 120,993 | ||||||
M&T Bank Corp. | 66,000 | 68,536 | ||||||
Marathon Petroleum Corp. | 67,000 | 70,566 | ||||||
4.70%, 5/1/25 | 49,000 | 53,528 | ||||||
Marriott International, Inc. | 108,000 | 113,149 | ||||||
5.75%, 5/1/25, Series EE | 50,000 | 56,346 | ||||||
Marsh & McLennan Cos., Inc. | 52,000 | 53,348 | ||||||
3.88%, 3/15/24 | 67,000 | 70,919 | ||||||
Martin Marietta Materials, Inc. | 62,000 | 66,173 | ||||||
McCormick & Co., Inc. | 89,000 | 90,007 | ||||||
McDonald’s Corp. | 60,000 | 63,088 | ||||||
McKesson Corp. | 50,000 | 50,710 | ||||||
Medtronic, Inc. | 68,000 | 72,474 | ||||||
Merck & Co., Inc. | 81,000 | 83,424 | ||||||
0.75%, 2/24/26 | 53,000 | 51,930 | ||||||
MetLife, Inc. | 66,000 | 71,288 | ||||||
Microsoft Corp. | 65,000 | 69,334 | ||||||
2.40%, 8/8/26 | 86,000 | 90,070 | ||||||
Mid-America Apartments L.P. | 50,000 | 52,676 | ||||||
MidAmerican Energy Co. | 85,000 | 89,895 | ||||||
Molson Coors Beverage Co. | 37,000 | 37,374 | ||||||
3.00%, 7/15/26 | 100,000 | 105,000 | ||||||
Mondelez International, Inc. | 69,000 | 69,168 | ||||||
Moody’s Corp. | 40,000 | 40,677 | ||||||
4.88%, 2/15/24 | 82,000 | 87,748 | ||||||
Morgan Stanley | 60,000 | 60,523 | ||||||
3.13%, 1/23/23 | 75,000 | 76,860 | ||||||
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)(a) | 100,000 | 103,515 |
See Notes to Financial Statements.
WisdomTree Trust | 71 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
3.70%, 10/23/24 | $ | 417,000 | $ | 444,326 | ||||
2.72%, 7/22/25, (2.72% fixed rate until 7/22/24; Secured Overnight Financing Rate + 1.152% thereafter)(a) | 293,000 | 302,206 | ||||||
4.00%, 7/23/25 | 100,000 | 108,501 | ||||||
5.00%, 11/24/25 | 131,000 | 146,703 | ||||||
3.88%, 1/27/26 | 205,000 | 222,337 | ||||||
2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(a) | 239,000 | 243,852 | ||||||
3.13%, 7/27/26 | 99,000 | 104,998 | ||||||
MPLX L.P. | 47,000 | 48,963 | ||||||
4.88%, 12/1/24 | 75,000 | 81,523 | ||||||
4.00%, 2/15/25 | 68,000 | 72,517 | ||||||
National Retail Properties, Inc. | 63,000 | 68,418 | ||||||
NetApp, Inc. | 54,000 | 54,600 | ||||||
NewMarket Corp. | 64,000 | 65,992 | ||||||
NIKE, Inc. | 62,000 | 64,239 | ||||||
Norfolk Southern Corp. | 84,000 | 88,077 | ||||||
Northern States Power Co. | 54,000 | 54,819 | ||||||
Northern Trust Corp. | 30,000 | 32,885 | ||||||
Northrop Grumman Corp. | 130,000 | 134,740 | ||||||
Nucor Corp. | 100,000 | 102,080 | ||||||
NVR, Inc. | 39,000 | 39,573 | ||||||
Old Republic International Corp. | 22,000 | 23,960 | ||||||
Omega Healthcare Investors, Inc. | 10,000 | 10,429 | ||||||
5.25%, 1/15/26 | 118,000 | 131,869 | ||||||
Omnicom Group, Inc. | 36,000 | 38,180 | ||||||
Oracle Corp. | 166,000 | 172,323 | ||||||
2.95%, 11/15/24 | 48,000 | 49,948 | ||||||
2.50%, 4/1/25 | 165,000 | 169,066 | ||||||
2.95%, 5/15/25 | 142,000 | 147,440 | ||||||
1.65%, 3/25/26 | 106,000 | 105,180 | ||||||
2.65%, 7/15/26 | 102,000 | 105,000 | ||||||
Otis Worldwide Corp. | 86,000 | 87,674 | ||||||
PACCAR Financial Corp. | 52,000 | 52,832 | ||||||
PacifiCorp | 64,000 | 67,162 | ||||||
Packaging Corp. of America | 9,000 | 9,515 | ||||||
Parker-Hannifin Corp. | 67,000 | 69,274 | ||||||
PayPal Holdings, Inc. | 33,000 | 33,283 | ||||||
1.65%, 6/1/25 | 55,000 | 55,724 | ||||||
PECO Energy Co. | 9,000 | 9,519 | ||||||
PepsiCo, Inc. | 80,000 | 81,974 | ||||||
3.50%, 7/17/25 | 18,000 | 19,297 | ||||||
2.85%, 2/24/26 | 18,000 | 19,039 | ||||||
Pfizer, Inc. | 75,000 | 79,432 | ||||||
Philip Morris International, Inc. | 111,000 | 112,609 | ||||||
3.25%, 11/10/24 | 67,000 | 70,967 | ||||||
1.50%, 5/1/25 | 29,000 | 29,107 | ||||||
Phillips 66 | 130,000 | 138,791 | ||||||
Phillips 66 Partners L.P. | 57,000 | 60,094 | ||||||
Pinnacle West Capital Corp. | 54,000 | 53,195 | ||||||
Pioneer Natural Resources Co. | 16,000 | 15,944 | ||||||
1.13%, 1/15/26 | 156,000 | 151,808 | ||||||
PNC Bank NA | 162,000 | 167,477 | ||||||
PNC Financial Services Group, Inc. (The) | 137,000 | 143,512 | ||||||
2.20%, 11/1/24 | 51,000 | 52,358 | ||||||
PPG Industries, Inc. | 80,000 | 78,367 | ||||||
PPL Capital Funding, Inc. | 115,000 | 120,655 | ||||||
Precision Castparts Corp. | 63,000 | 64,034 | ||||||
Procter & Gamble Co. (The) | 10,000 | 9,770 | ||||||
1.00%, 4/23/26 | 30,000 | 29,748 | ||||||
Public Service Electric & Gas Co. | 10,000 | 9,814 | ||||||
Public Service Enterprise Group, Inc. | 25,000 | 25,380 | ||||||
2.88%, 6/15/24 | 82,000 | 84,932 | ||||||
0.80%, 8/15/25 | 36,000 | 35,056 | ||||||
Public Storage | 50,000 | 48,848 | ||||||
QUALCOMM, Inc. | 68,000 | 72,457 | ||||||
Quest Diagnostics, Inc. | 73,000 | 78,163 | ||||||
Raytheon Technologies Corp. | 124,000 | 134,467 | ||||||
Realty Income Corp. | 24,000 | 25,857 |
See Notes to Financial Statements.
72 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Regions Financial Corp. | $ | 54,000 | $ | 55,198 | ||||
Reliance Steel & Aluminum Co. | 35,000 | 36,281 | ||||||
1.30%, 8/15/25 | 59,000 | 58,194 | ||||||
Republic Services, Inc. | 65,000 | 63,187 | ||||||
Rockwell Automation, Inc. | 32,000 | 31,855 | ||||||
Roper Technologies, Inc. | 23,000 | 23,356 | ||||||
3.65%, 9/15/23 | 73,000 | 76,108 | ||||||
1.00%, 9/15/25 | 16,000 | 15,648 | ||||||
Ross Stores, Inc. | 90,000 | 87,417 | ||||||
Royalty Pharma PLC | 121,000 | 120,239 | ||||||
salesforce.com, Inc. | 35,000 | 36,108 | ||||||
San Diego Gas & Electric Co. | 147,000 | 152,426 | ||||||
Sherwin-Williams Co. (The) | 9,000 | 9,407 | ||||||
3.45%, 8/1/25 | 74,000 | 78,791 | ||||||
Southern Co. (The) | 99,000 | 104,938 | ||||||
Southwest Airlines Co. | 140,000 | 155,616 | ||||||
Southwestern Electric Power Co. | 121,000 | 120,281 | ||||||
Stanley Black & Decker, Inc. | 43,000 | 45,888 | ||||||
Starbucks Corp. | 117,000 | 120,103 | ||||||
3.85%, 10/1/23 | 17,000 | 17,749 | ||||||
State Street Corp. | 28,000 | 29,487 | ||||||
3.55%, 8/18/25 | 79,000 | 85,288 | ||||||
2.65%, 5/19/26 | 9,000 | 9,493 | ||||||
Steel Dynamics, Inc. | 89,000 | 91,327 | ||||||
Stifel Financial Corp. | 7,000 | 7,458 | ||||||
Stryker Corp. | 136,000 | 142,365 | ||||||
SVB Financial Group | 60,000 | 63,405 | ||||||
Synchrony Financial | 162,000 | 171,744 | ||||||
Sysco Corp. | 45,000 | 45,429 | ||||||
3.30%, 7/15/26 | 76,000 | 80,954 | ||||||
Tapestry, Inc. | 37,000 | 37,341 | ||||||
Target Corp. | 54,000 | 55,733 | ||||||
Teledyne Technologies, Inc. | 80,000 | 79,267 | ||||||
Textron, Inc. | 77,000 | 81,389 | ||||||
3.88%, 3/1/25 | 23,000 | 24,551 | ||||||
TJX Cos., Inc. (The) | 42,000 | 42,805 | ||||||
Toyota Motor Credit Corp. | 27,000 | 27,636 | ||||||
3.00%, 4/1/25 | 221,000 | 232,373 | ||||||
Truist Bank | 102,000 | 102,723 | ||||||
3.20%, 4/1/24(b) | 46,000 | 48,176 | ||||||
Truist Financial Corp. | 65,000 | 67,154 | ||||||
4.00%, 5/1/25 | 9,000 | 9,723 | ||||||
3.70%, 6/5/25 | 101,000 | 108,599 | ||||||
TWDC Enterprises 18 Corp. | 96,000 | 97,533 | ||||||
3.15%, 9/17/25 | 80,000 | 84,902 | ||||||
Tyson Foods, Inc. | 87,000 | 87,755 | ||||||
3.95%, 8/15/24 | 14,000 | 14,923 | ||||||
U.S. Bancorp | 163,000 | 172,617 | ||||||
Union Electric Co. | 94,000 | 98,431 | ||||||
Union Pacific Corp. | 80,000 | 82,893 | ||||||
3.15%, 3/1/24 | 54,000 | 56,458 | ||||||
3.75%, 7/15/25 | 43,000 | 46,461 | ||||||
United Parcel Service, Inc. | 83,000 | 84,733 | ||||||
2.20%, 9/1/24 | 15,000 | 15,447 | ||||||
UnitedHealth Group, Inc. | 130,000 | 135,073 | ||||||
2.38%, 8/15/24 | 104,000 | 107,711 | ||||||
Ventas Realty L.P. | 109,000 | 118,476 | ||||||
Verizon Communications, Inc. | 140,000 | 149,080 | ||||||
3.38%, 2/15/25 | 46,000 | 48,923 | ||||||
1.45%, 3/20/26 | 106,000 | 105,548 | ||||||
2.63%, 8/15/26 | 101,000 | 105,279 | ||||||
1.68%, 10/30/30 | 100,000 | 95,142 | ||||||
VF Corp. | 34,000 | 34,972 | ||||||
ViacomCBS, Inc. | 111,000 | 121,894 | ||||||
4.00%, 1/15/26 | 82,000 | 88,675 | ||||||
Walt Disney Co. (The) | 46,000 | 49,034 | ||||||
Waste Management, Inc. | 87,000 | 91,445 | ||||||
WEC Energy Group, Inc. | 10,000 | 9,906 | ||||||
3.55%, 6/15/25 | 26,000 | 27,569 |
See Notes to Financial Statements.
WisdomTree Trust | 73 |
Schedule of Investments (unaudited) (concluded)
WisdomTree U.S. Short-Term Corporate Bond Fund (SFIG)
December 31, 2021
Investments | Principal Amount | Value | ||||||
Wells Fargo & Co. | $ | 200,000 | $ | 213,062 | ||||
3.75%, 1/24/24 | 233,000 | 244,902 | ||||||
3.30%, 9/9/24 | 146,000 | 153,720 | ||||||
3.00%, 2/19/25 | 86,000 | 89,910 | ||||||
3.55%, 9/29/25 | 138,000 | 147,496 | ||||||
2.41%, 10/30/25, (2.406% fixed rate until 10/30/24; Secured Overnight Financing Rate + 1.087% thereafter)(a) | 145,000 | 148,667 | ||||||
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)(a) | 100,000 | 101,696 | ||||||
3.00%, 4/22/26 | 99,000 | 104,078 | ||||||
2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(a) | 138,000 | 140,632 | ||||||
4.10%, 6/3/26 | 127,000 | 138,571 | ||||||
Western Union Co. (The) | 57,000 | 59,062 | ||||||
Willis North America, Inc. | 61,000 | 63,952 | ||||||
WP Carey, Inc. | 94,000 | 100,254 | ||||||
WRKCo, Inc. | 152,000 | 162,240 | ||||||
Xcel Energy, Inc. | 14,000 | 14,715 | ||||||
Xilinx, Inc. | 76,000 | 78,956 | ||||||
Zoetis, Inc. | 91,000 | 92,763 | ||||||
TOTAL U.S. CORPORATE BONDS (Cost: $38,422,718) |
| 38,304,261 | ||||||
FOREIGN CORPORATE BONDS – 2.7% |
| |||||||
Germany – 1.1% |
| |||||||
Deutsche Bank AG | 100,000 | 104,881 | ||||||
3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(a) | 150,000 | 158,783 | ||||||
1.69%, 3/19/26 | 200,000 | 199,514 | ||||||
|
| |||||||
Total Germany |
| 463,178 | ||||||
United Kingdom – 1.6% |
| |||||||
BAT Capital Corp. | 169,000 | 175,858 | ||||||
Diageo Investment Corp. | 108,000 | 108,941 | ||||||
GlaxoSmithKline Capital, Inc. | 56,000 | 58,000 | ||||||
3.63%, 5/15/25 | 44,000 | 47,370 | ||||||
Reynolds American, Inc. | 107,000 | 113,665 | ||||||
4.45%, 6/12/25 | 137,000 | 147,983 | ||||||
|
| |||||||
Total United Kingdom |
| 651,817 | ||||||
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,113,802) | 1,114,995 | |||||||
Shares | ||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.4% |
| |||||||
United States – 1.4% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 0.03%(d) | ||||||||
(Cost: $559,068) | 559,068 | 559,068 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 98.7% (Cost: $40,095,588) |
| 39,978,324 | ||||||
Other Assets less Liabilities – 1.3% |
| 512,441 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 40,490,765 |
(a) | Rate shown reflects the accrual rate as of December 31, 2021 on securities with variable or step rates. |
(b) | Security, or portion thereof, was on loan at December 31, 2021 (See Note 2). At December 31, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $682,163 and the total market value of the collateral held by the Fund was $701,689. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $142,621. |
(c) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(d) | Rate shown represents annualized 7-day yield as of December 31, 2021. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets (Level 1) | Other Significant Inputs | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Corporate Bonds | $ | — | $ | 38,304,261 | $ | — | $ | 38,304,261 | ||||||||
Foreign Corporate Bonds | — | 1,114,995 | — | 1,114,995 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 559,068 | — | 559,068 | ||||||||||||
Total Investments in Securities | $ | — | $ | 39,978,324 | $ | — | $ | 39,978,324 |
See Notes to Financial Statements.
74 | WisdomTree Trust |
Schedule of Investments (unaudited)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 106.8% | ||||||||
Brazil – 6.5% | ||||||||
Ambev S.A. | 43,200 | $ | 119,595 | |||||
B3 S.A. – Brasil Bolsa Balcao | 43,200 | 86,400 | ||||||
Banco Bradesco S.A., Preference Shares | 48,000 | 165,544 | ||||||
Banco Inter S.A. | 4,800 | 24,620 | ||||||
Banco Santander Brasil S.A. | 2,400 | 12,918 | ||||||
CCR S.A. | 7,200 | 14,982 | ||||||
Centrais Eletricas Brasileiras S.A. | 2,400 | 14,396 | ||||||
Cosan S.A. | 7,200 | 28,037 | ||||||
Equatorial Energia S.A. | 4,800 | 19,484 | ||||||
Gerdau S.A., Preference Shares | 7,200 | 35,237 | ||||||
Getnet Adquirencia e Servicos para Meios de Pagamento S.A.* | 607 | 420 | ||||||
Hapvida Participacoes e Investimentos S.A.(a) | 9,600 | 17,890 | ||||||
Itau Unibanco Holding S.A., Preference Shares | 36,000 | 135,404 | ||||||
Itausa S.A., Preference Shares | 27,727 | 44,453 | ||||||
JBS S.A. | 7,200 | 49,056 | ||||||
Klabin S.A. | 4,800 | 22,113 | ||||||
Localiza Rent a Car S.A. | 7,200 | 68,510 | ||||||
Lojas Americanas S.A., Preference Shares | 4,800 | 5,076 | ||||||
Lojas Renner S.A. | 8,320 | 36,506 | ||||||
Magazine Luiza S.A. | 24,000 | 31,110 | ||||||
Natura & Co. Holding S.A.* | 12,000 | 54,786 | ||||||
Notre Dame Intermedica Participacoes S.A. | 4,800 | 52,007 | ||||||
Petroleo Brasileiro S.A., Preference Shares | 62,400 | 318,722 | ||||||
Raia Drogasil S.A. | 12,000 | 52,352 | ||||||
Rumo S.A.* | 7,200 | 22,957 | ||||||
Suzano S.A.* | 4,800 | 51,800 | ||||||
Telefonica Brasil S.A. | 4,800 | 41,528 | ||||||
Vale S.A. | 28,800 | 403,097 | ||||||
Via S/A* | 7,200 | 6,786 | ||||||
Vibra Energia S.A. | 4,800 | 18,442 | ||||||
WEG S.A. | 14,400 | 85,262 | ||||||
|
| |||||||
Total Brazil | 2,039,490 | |||||||
Chile – 0.7% | ||||||||
Banco de Chile | 298,464 | 23,317 | ||||||
Banco de Credito e Inversiones S.A. | 415 | 12,124 | ||||||
Banco Santander Chile | 512,208 | 20,590 | ||||||
Cencosud S.A. | 15,648 | 26,172 | ||||||
Empresas CMPC S.A. | 2,016 | 3,379 | ||||||
Empresas COPEC S.A. | 3,600 | 27,828 | ||||||
Enel Americas S.A. | 207,823 | 22,685 | ||||||
Falabella S.A. | 5,856 | 19,101 | ||||||
Sociedad Quimica y Minera de Chile S.A., Class B, Preference Shares | 1,200 | 61,252 | ||||||
|
| |||||||
Total Chile | 216,448 | |||||||
China – 28.1% | ||||||||
Agricultural Bank of China Ltd., Class H | 192,000 | 66,001 | ||||||
Alibaba Group Holding Ltd.* | 68,600 | 1,046,207 | ||||||
Anhui Conch Cement Co., Ltd., Class H | 7,000 | 34,972 | ||||||
ANTA Sports Products Ltd. | 5,800 | 86,967 | ||||||
Baidu, Inc., ADR* | 1,315 | 195,659 | ||||||
Bank of China Ltd., Class H | 336,000 | 121,104 | ||||||
Bank of Communications Co., Ltd., Class H | 79,000 | 47,726 | ||||||
BeiGene Ltd., ADR* | 205 | 55,541 | ||||||
Bilibili, Inc., ADR* | 403 | 18,699 | ||||||
China Conch Venture Holdings Ltd. | 12,000 | 58,643 | ||||||
China Construction Bank Corp., Class H | 425,000 | 294,370 | ||||||
China Everbright Bank Co., Ltd., Class H | 31,000 | 10,974 | ||||||
China International Capital Corp., Ltd., Class H(a) | 12,400 | 34,196 | ||||||
China Life Insurance Co., Ltd., Class H | 31,000 | 51,373 | ||||||
China Mengniu Dairy Co., Ltd.* | 17,000 | 96,379 | ||||||
China Merchants Bank Co., Ltd., Class H | 25,500 | 198,046 | ||||||
China Minsheng Banking Corp., Ltd., Class H | 15,500 | 5,925 | ||||||
China Molybdenum Co., Ltd., Class H | 12,000 | 6,326 | ||||||
China Overseas Land & Investment Ltd. | 21,000 | 49,724 | ||||||
China Pacific Insurance Group Co., Ltd., Class H | 25,400 | 68,906 | ||||||
China Petroleum & Chemical Corp., Class H | 102,000 | 47,492 | ||||||
China Shenhua Energy Co., Ltd., Class H | 21,500 | 50,411 | ||||||
China Taiping Insurance Holdings Co., Ltd. | 9,600 | 13,175 | ||||||
China Tower Corp. Ltd., Class H(a) | 192,000 | 21,179 | ||||||
China Yangtze Power Co., Ltd., Class A | 14,400 | 51,289 | ||||||
CITIC Ltd. | 48,000 | 47,407 | ||||||
CITIC Securities Co., Ltd., Class H | 24,000 | 62,645 | ||||||
COSCO Shipping Holdings Co., Ltd., Class H* | 32,300 | 62,642 | ||||||
Country Garden Holdings Co., Ltd. | 79,000 | 70,120 | ||||||
Country Garden Services Holdings Co., Ltd. | 8,000 | 47,920 | ||||||
CSPC Pharmaceutical Group Ltd. | 62,000 | 67,358 | ||||||
Daqo New Energy Corp., ADR* | 528 | 21,289 | ||||||
ENN Energy Holdings Ltd. | 4,500 | 84,732 | ||||||
Foshan Haitian Flavouring & Food Co., Ltd., Class A | 2,200 | 36,283 | ||||||
Fuyao Glass Industry Group Co., Ltd., Class H(a) | 4,000 | 20,676 | ||||||
GDS Holdings Ltd., ADR* | 1,248 | 58,856 | ||||||
Geely Automobile Holdings Ltd. | 32,000 | 87,426 | ||||||
GF Securities Co., Ltd., Class H | 19,200 | 36,596 | ||||||
Great Wall Motor Co., Ltd., Class H | 18,000 | 61,876 | ||||||
Haier Smart Home Co., Ltd., Class H | 13,400 | 56,633 | ||||||
Haitong Securities Co., Ltd., Class H | 19,200 | 17,017 | ||||||
Hangzhou Tigermed Consulting Co., Ltd., Class H(a) | 3,100 | 39,365 | ||||||
Huatai Securities Co., Ltd., Class H(a) | 15,800 | 26,305 | ||||||
Huazhu Group Ltd., ADR* | 1,200 | 44,808 | ||||||
Industrial & Commercial Bank of China Ltd., Class H | 284,000 | 160,281 | ||||||
iQIYI, Inc., ADR* | 1,776 | 8,099 | ||||||
JD Health International, Inc.*(a) | 2,400 | 18,917 | ||||||
JD.com, Inc., ADR* | 4,108 | 287,848 | ||||||
JOYY, Inc., ADR | 576 | 26,168 | ||||||
Lenovo Group Ltd. | 62,000 | 71,254 | ||||||
Li Auto, Inc., ADR* | 1,536 | 49,306 | ||||||
Li Ning Co., Ltd. | 11,500 | 125,896 | ||||||
Longfor Group Holdings Ltd.(a) | 9,500 | 44,720 | ||||||
LONGi Green Energy Technology Co., Ltd., Class A | 4,680 | 63,297 | ||||||
Luzhou Laojiao Co., Ltd., Class A | 1,500 | 59,750 | ||||||
Meituan, Class B*(a) | 16,500 | 477,034 | ||||||
NetEase, Inc., ADR | 2,049 | 208,547 | ||||||
New China Life Insurance Co., Ltd., Class H | 7,900 | 21,127 | ||||||
NIO, Inc., ADR* | 6,132 | 194,262 |
See Notes to Financial Statements.
WisdomTree Trust | 75 |
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
December 31, 2021
Investments | Shares | Value | ||||||
People’s Insurance Co. Group of China Ltd. (The), Class H | 48,000 | $ | 14,530 | |||||
PetroChina Co., Ltd., Class H | 98,000 | 43,618 | ||||||
PICC Property & Casualty Co., Ltd., Class H | 62,000 | 50,657 | ||||||
Pinduoduo, Inc., ADR* | 1,968 | 114,734 | ||||||
Ping An Bank Co., Ltd., Class A | 12,700 | 32,839 | ||||||
Ping An Healthcare and Technology Co., Ltd.*(a) | 3,100 | 11,273 | ||||||
Ping An Insurance Group Co. of China Ltd., Class H | 29,500 | 212,463 | ||||||
Postal Savings Bank of China Co., Ltd., Class H(a) | 79,000 | 55,428 | ||||||
SF Holding Co., Ltd., Class A | 4,800 | 51,906 | ||||||
Shenzhou International Group Holdings Ltd. | 4,300 | 82,676 | ||||||
Shimao Group Holdings Ltd. | 8,000 | 5,233 | ||||||
Sunac China Holdings Ltd. | 16,000 | 24,176 | ||||||
Sunny Optical Technology Group Co., Ltd. | 4,100 | 129,685 | ||||||
Tencent Holdings Ltd. | 26,000 | 1,523,389 | ||||||
Tencent Music Entertainment Group, ADR* | 2,784 | 19,070 | ||||||
Trip.com Group Ltd., ADR* | 3,295 | 81,123 | ||||||
Want Want China Holdings Ltd. | 48,000 | 44,082 | ||||||
Weibo Corp., ADR* | 751 | 23,266 | ||||||
Weichai Power Co., Ltd., Class H | 9,000 | 17,616 | ||||||
Wuliangye Yibin Co., Ltd., Class A | 1,900 | 66,379 | ||||||
WuXi AppTec Co., Ltd., Class H(a) | 2,240 | 38,788 | ||||||
Wuxi Biologics Cayman, Inc.*(a) | 17,000 | 201,807 | ||||||
Xiaomi Corp., Class B*(a) | 71,800 | 174,059 | ||||||
Xinyi Solar Holdings Ltd. | 28,026 | 47,523 | ||||||
XPeng, Inc., ADR* | 1,327 | 66,788 | ||||||
Yum China Holdings, Inc. | 1,642 | 81,837 | ||||||
Zai Lab Ltd., ADR* | 624 | 39,218 | ||||||
Zijin Mining Group Co., Ltd., Class H | 26,000 | 30,948 | ||||||
Zoomlion Heavy Industry Science and Technology Co., Ltd., Class H | 28,800 | 18,138 | ||||||
ZTE Corp., Class H | 9,800 | 26,837 | ||||||
ZTO Express Cayman, Inc., ADR | 1,451 | 40,947 | ||||||
|
| |||||||
Total China | 8,868,777 | |||||||
Czech Republic – 0.2% | ||||||||
CEZ AS | 1,663 | 62,937 | ||||||
Hong Kong – 0.1% | ||||||||
China Youzan Ltd.* | 384,000 | 26,597 | ||||||
Hungary – 0.4% | ||||||||
MOL Hungarian Oil & Gas PLC | 288 | 2,239 | ||||||
OTP Bank Nyrt* | 1,728 | 88,507 | ||||||
Richter Gedeon Nyrt | 1,392 | 37,474 | ||||||
|
| |||||||
Total Hungary | 128,220 | |||||||
India – 12.2% | ||||||||
Adani Green Energy Ltd.* | 2,400 | 42,948 | ||||||
Adani Ports & Special Economic Zone Ltd. | 3,600 | 35,368 | ||||||
Ambuja Cements Ltd. | 7,200 | 36,564 | ||||||
Apollo Hospitals Enterprise Ltd. | 536 | 36,149 | ||||||
Asian Paints Ltd. | 1,466 | 66,716 | ||||||
Aurobindo Pharma Ltd. | 1,676 | 16,557 | ||||||
Avenue Supermarts Ltd.*(a) | 1,200 | 75,411 | ||||||
Axis Bank Ltd.* | 10,297 | 93,993 | ||||||
Bajaj Finance Ltd. | 1,327 | 124,555 | ||||||
Bandhan Bank Ltd.(a) | 10,800 | 36,714 | ||||||
Bharti Airtel Ltd.* | 12,000 | 110,386 | ||||||
Britannia Industries Ltd. | 316 | 15,329 | ||||||
Cipla Ltd. | 1,440 | 18,289 | ||||||
Divi’s Laboratories Ltd. | 519 | 32,662 | ||||||
Dr. Reddy’s Laboratories Ltd. | 549 | 36,240 | ||||||
GAIL India Ltd. | 2,631 | 4,573 | ||||||
Godrej Consumer Products Ltd.* | 2,400 | 31,264 | ||||||
Grasim Industries Ltd. | 2,400 | 52,376 | ||||||
HCL Technologies Ltd. | 5,407 | 95,948 | ||||||
HDFC Life Insurance Co., Ltd.(a) | 1,124 | 9,822 | ||||||
Hindalco Industries Ltd. | 9,600 | 61,414 | ||||||
Hindustan Unilever Ltd. | 3,740 | 118,745 | ||||||
Housing Development Finance Corp., Ltd. | 7,475 | 260,087 | ||||||
ICICI Bank Ltd. | 23,173 | 230,730 | ||||||
ICICI Lombard General Insurance Co., Ltd.(a) | 122 | 2,300 | ||||||
Infosys Ltd. | 16,244 | 412,516 | ||||||
ITC Ltd. | 24,000 | 70,400 | ||||||
JSW Steel Ltd. | 6,000 | 52,945 | ||||||
Kotak Mahindra Bank Ltd. | 1,818 | 43,927 | ||||||
Larsen & Toubro Ltd. | 3,696 | 94,265 | ||||||
Lupin Ltd. | 1,418 | 18,136 | ||||||
Mahindra & Mahindra Ltd. | 6,000 | 67,571 | ||||||
Marico Ltd. | 2,400 | 16,551 | ||||||
Maruti Suzuki India Ltd. | 744 | 74,329 | ||||||
Motherson Sumi Systems Ltd. | 9,600 | 28,838 | ||||||
NTPC Ltd. | 17,588 | 29,433 | ||||||
Oil & Natural Gas Corp., Ltd. | 2,569 | 4,921 | ||||||
Power Grid Corp. of India Ltd. | 14,568 | 40,057 | ||||||
Reliance Industries Ltd. | 12,979 | 413,479 | ||||||
SBI Life Insurance Co., Ltd.(a) | 2,400 | 38,614 | ||||||
Shriram Transport Finance Co., Ltd. | 2,400 | 39,292 | ||||||
State Bank of India | 7,482 | 46,345 | ||||||
Sun Pharmaceutical Industries Ltd. | 6,000 | 68,261 | ||||||
Tata Consultancy Services Ltd. | 4,252 | 213,834 | ||||||
Tata Consumer Products Ltd. | 3,600 | 36,005 | ||||||
Tata Motors Ltd.* | 10,800 | 70,086 | ||||||
Tata Steel Ltd. | 1,984 | 29,664 | ||||||
Tech Mahindra Ltd. | 3,600 | 86,715 | ||||||
Titan Co., Ltd. | 1,200 | 40,719 | ||||||
UltraTech Cement Ltd. | 603 | 61,577 | ||||||
UPL Ltd. | 655 | 6,583 | ||||||
Vedanta Ltd. | 12,000 | 55,080 | ||||||
Wipro Ltd. | 4,800 | 46,192 | ||||||
|
| |||||||
Total India | 3,851,475 | |||||||
Indonesia – 1.9% | ||||||||
Astra International Tbk PT | 153,600 | 61,429 | ||||||
Bank Central Asia Tbk PT | 396,700 | 203,186 | ||||||
Bank Mandiri Persero Tbk PT | 127,900 | 63,041 | ||||||
Bank Rakyat Indonesia Persero Tbk PT | 441,600 | 127,344 | ||||||
Charoen Pokphand Indonesia Tbk PT | 76,800 | 32,062 | ||||||
Telkom Indonesia Persero Tbk PT | 355,200 | 100,685 | ||||||
Unilever Indonesia Tbk PT | 75,100 | 21,657 | ||||||
|
| |||||||
Total Indonesia | 609,404 |
See Notes to Financial Statements.
76 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
December 31, 2021
Investments | Shares | Value | ||||||
Luxembourg – 0.0% | ||||||||
Reinet Investments SCA | 816 | $ | 14,624 | |||||
Malaysia – 1.1% | ||||||||
CIMB Group Holdings Bhd | 43,243 | 56,571 | ||||||
Dialog Group Bhd | 14,400 | 9,056 | ||||||
Hartalega Holdings Bhd | 14,400 | 19,806 | ||||||
Hong Leong Bank Bhd | 3,100 | 13,855 | ||||||
IHH Healthcare Bhd | 27,100 | 47,747 | ||||||
Malayan Banking Bhd | 50 | 100 | ||||||
Petronas Chemicals Group Bhd | 19,200 | 41,110 | ||||||
Petronas Gas Bhd | 9,600 | 41,479 | ||||||
Press Metal Aluminium Holdings Bhd | 31,900 | 44,259 | ||||||
Public Bank Bhd | 55,700 | 55,620 | ||||||
Tenaga Nasional Bhd | 7,900 | 17,711 | ||||||
|
| |||||||
Total Malaysia | 347,314 | |||||||
Mexico – 2.2% | ||||||||
America Movil S.A.B. de C.V., Series L | 169,100 | 179,222 | ||||||
Cemex S.A.B. de C.V., Series CPO* | 66,500 | 45,460 | ||||||
Fibra Uno Administracion S.A. de C.V. | 16,800 | 17,765 | ||||||
Fomento Economico Mexicano S.A.B. de C.V. | 10,500 | 81,742 | ||||||
Grupo Aeroportuario del Pacifico S.A.B. de C.V., Class B* | 2,400 | 33,090 | ||||||
Grupo Aeroportuario del Sureste S.A.B. de C.V., Class B | 1,440 | 29,747 | ||||||
Grupo Bimbo S.A.B. de C.V., Series A | 12,000 | 36,924 | ||||||
Grupo Financiero Banorte S.A.B. de C.V., Class O | 12,600 | 81,898 | ||||||
Grupo Mexico S.A.B. de C.V., Series B | 13,200 | 57,592 | ||||||
Grupo Televisa S.A.B., Series CPO | 14,400 | 27,125 | ||||||
Wal-Mart de Mexico S.A.B. de C.V. | 30,600 | 113,773 | ||||||
|
| |||||||
Total Mexico | 704,338 | |||||||
Philippines – 0.6% | ||||||||
Ayala Corp. | 1,920 | 31,289 | ||||||
Ayala Land, Inc. | 72,000 | 51,819 | ||||||
Bank of the Philippine Islands | 10,870 | 19,644 | ||||||
BDO Unibank, Inc. | 10,560 | 24,996 | ||||||
JG Summit Holdings, Inc. | 19,200 | 19,956 | ||||||
SM Investments Corp. | 20 | 370 | ||||||
SM Prime Holdings, Inc. | 44,000 | 29,251 | ||||||
|
| |||||||
Total Philippines | 177,325 | |||||||
Poland – 1.0% | ||||||||
Allegro.eu S.A.*(a) | 2,736 | 26,380 | ||||||
Bank Polska Kasa Opieki S.A. | 1,392 | 42,136 | ||||||
CD Projekt S.A. | 607 | 29,052 | ||||||
Dino Polska S.A.*(a) | 528 | 48,118 | ||||||
KGHM Polska Miedz S.A. | 1,087 | 37,596 | ||||||
Polski Koncern Naftowy Orlen S.A. | 1,567 | 28,903 | ||||||
Powszechna Kasa Oszczednosci Bank Polski S.A.* | 6,912 | 77,053 | ||||||
Powszechny Zaklad Ubezpieczen S.A. | 4,320 | 37,890 | ||||||
|
| |||||||
Total Poland | 327,128 | |||||||
Russia – 4.6% | ||||||||
Gazprom PJSC, ADR | 35,069 | 324,038 | ||||||
Lukoil PJSC, ADR | 2,123 | 190,008 | ||||||
Magnit PJSC, GDR(b) | 3,199 | 47,985 | ||||||
MMC Norilsk Nickel PJSC, ADR | 2,607 | 80,634 | ||||||
Mobile TeleSystems PJSC, ADR | 2,047 | 16,274 | ||||||
Novatek PJSC, GDR(b) | 493 | 115,461 | ||||||
Novolipetsk Steel PJSC, GDR | 912 | 26,922 | ||||||
Polymetal International PLC | 1,423 | 25,278 | ||||||
Polyus PJSC, GDR(b) | 463 | 40,860 | ||||||
Rosneft Oil Co. PJSC, GDR(b) | 4,205 | 33,817 | ||||||
Sberbank of Russia PJSC, ADR | 16,059 | 257,747 | ||||||
Severstal PAO, GDR(b) | 1,471 | 31,685 | ||||||
Surgutneftegas PJSC, ADR | 7,999 | 42,755 | ||||||
Tatneft PJSC, ADR | 1,440 | 59,774 | ||||||
TCS Group Holding PLC, GDR(b) | 304 | 25,633 | ||||||
X5 Retail Group N.V., GDR(b) | 1,183 | 31,314 | ||||||
Yandex N.V., Class A* | 1,645 | 99,522 | ||||||
|
| |||||||
Total Russia | 1,449,707 | |||||||
South Africa – 4.3% | ||||||||
Absa Group Ltd. | 4,512 | 43,127 | ||||||
Anglo American Platinum Ltd. | 432 | 49,176 | ||||||
AngloGold Ashanti Ltd. | 2,640 | 54,372 | ||||||
Aspen Pharmacare Holdings Ltd. | 3,103 | 43,636 | ||||||
Bid Corp., Ltd. | 1,168 | 23,889 | ||||||
Bidvest Group Ltd. (The) | 2,016 | 23,931 | ||||||
Capitec Bank Holdings Ltd. | 275 | 35,147 | ||||||
Clicks Group Ltd. | 465 | 9,193 | ||||||
Discovery Ltd.* | 2,767 | 24,891 | ||||||
Exxaro Resources Ltd. | 1,135 | 10,871 | ||||||
FirstRand Ltd. | 16,814 | 64,053 | ||||||
Gold Fields Ltd. | 5,808 | 63,371 | ||||||
Growthpoint Properties Ltd. | 24,768 | 23,852 | ||||||
Impala Platinum Holdings Ltd. | 2,899 | 40,869 | ||||||
Mr. Price Group Ltd. | 1,951 | 24,388 | ||||||
MTN Group Ltd.* | 8,577 | 91,741 | ||||||
MultiChoice Group | 2,383 | 18,220 | ||||||
Naspers Ltd., Class N | 2,160 | 334,556 | ||||||
Nedbank Group Ltd. | 3,007 | 32,975 | ||||||
Northam Platinum Holdings Ltd.* | 3,024 | 39,695 | ||||||
Old Mutual Ltd. | 35,359 | 29,023 | ||||||
Remgro Ltd. | 3,552 | 29,188 | ||||||
Sanlam Ltd. | 10,224 | 38,026 | ||||||
Sasol Ltd.* | 4,063 | 65,935 | ||||||
Shoprite Holdings Ltd. | 4,255 | 55,688 | ||||||
Sibanye Stillwater Ltd. | 4,495 | 13,829 | ||||||
Standard Bank Group Ltd. | 2,282 | 20,019 | ||||||
Vodacom Group Ltd. | 4,224 | 35,629 | ||||||
Woolworths Holdings Ltd. | 6,511 | 21,157 | ||||||
|
| |||||||
Total South Africa | 1,360,447 | |||||||
South Korea – 16.8% | ||||||||
Amorepacific Corp. | 223 | 31,328 | ||||||
Celltrion Healthcare Co., Ltd. | 464 | 31,304 | ||||||
Celltrion, Inc. | 608 | 101,269 | ||||||
CJ CheilJedang Corp. | 31 | 10,105 | ||||||
Coway Co., Ltd. | 288 | 18,025 |
See Notes to Financial Statements.
WisdomTree Trust | 77 |
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
December 31, 2021
Investments | Shares | Value | ||||||
E-Mart, Inc.* | 79 | $ | 10,035 | |||||
Hana Financial Group, Inc. | 1,327 | 46,940 | ||||||
Hankook Tire & Technology Co., Ltd. | 576 | 19,236 | ||||||
Hanon Systems | 1,855 | 20,988 | ||||||
Hanwha Solutions Corp.* | 703 | 20,994 | ||||||
HLB, Inc.* | 559 | 16,364 | ||||||
Hyundai Engineering & Construction Co., Ltd. | 576 | 21,538 | ||||||
Hyundai Glovis Co., Ltd. | 79 | 11,165 | ||||||
Hyundai Motor Co. | 1,104 | 194,100 | ||||||
Hyundai Steel Co. | 336 | 11,589 | ||||||
Kakao Corp.* | 576 | 54,511 | ||||||
KB Financial Group, Inc. | 2,064 | 95,495 | ||||||
Kia Corp. | 1,711 | 118,313 | ||||||
Korea Electric Power Corp.* | 1,087 | 20,208 | ||||||
Korea Investment Holdings Co., Ltd. | 384 | 26,068 | ||||||
Korea Shipbuilding & Offshore Engineering Co., Ltd.* | 288 | 22,919 | ||||||
Korean Air Lines Co., Ltd.* | 751 | 18,542 | ||||||
KT&G Corp.* | 384 | 25,519 | ||||||
Kumho Petrochemical Co., Ltd. | 127 | 17,735 | ||||||
LG Chem Ltd. | 319 | 165,035 | ||||||
LG Display Co., Ltd.* | 2,352 | 48,672 | ||||||
LG Electronics, Inc.* | 720 | 83,584 | ||||||
LG Household & Health Care Ltd. | 79 | 72,903 | ||||||
Lotte Chemical Corp. | 48 | 8,762 | ||||||
NAVER Corp. | 768 | 244,532 | ||||||
NCSoft Corp. | 127 | 68,695 | ||||||
Orion Corp. | 144 | 12,538 | ||||||
POSCO | 384 | 88,671 | ||||||
POSCO Chemical Co., Ltd. | 223 | 27,013 | ||||||
S-Oil Corp. | 367 | 26,458 | ||||||
Samsung Biologics Co., Ltd.*(a) | 127 | 96,472 | ||||||
Samsung Electro-Mechanics Co., Ltd. | 655 | 108,822 | ||||||
Samsung Electronics Co., Ltd. | 34,735 | 2,287,908 | ||||||
Samsung Fire & Marine Insurance Co., Ltd. | 127 | 21,581 | ||||||
Samsung Heavy Industries Co., Ltd.* | 2,592 | 12,363 | ||||||
Samsung Life Insurance Co., Ltd. | 288 | 15,530 | ||||||
Samsung SDI Co., Ltd.* | 432 | 238,032 | ||||||
Samsung SDS Co., Ltd. | 480 | 63,192 | ||||||
Shinhan Financial Group Co., Ltd. | 1,920 | 59,437 | ||||||
SK Hynix, Inc. | 3,775 | 416,004 | ||||||
SK Innovation Co., Ltd.* | 384 | 77,042 | ||||||
SK Square Co., Ltd.* | 208 | 11,618 | ||||||
SK Telecom Co., Ltd. | 335 | 16,317 | ||||||
SK, Inc. | 223 | 47,086 | ||||||
Yuhan Corp. | 224 | 11,702 | ||||||
|
| |||||||
Total South Korea | 5,294,259 | |||||||
Taiwan – 23.1% | ||||||||
Acer, Inc. | 79,000 | 86,947 | ||||||
ASE Technology Holding Co., Ltd. | 31,000 | 119,330 | ||||||
Asia Cement Corp. | 31,000 | 49,637 | ||||||
AU Optronics Corp. | 79,000 | 65,388 | ||||||
Cathay Financial Holding Co., Ltd. | 48,000 | 108,432 | ||||||
Chang Hwa Commercial Bank Ltd. | 79,030 | 48,560 | ||||||
Cheng Shin Rubber Industry Co., Ltd. | 31,000 | 40,449 | ||||||
China Development Financial Holding Corp. | 127,000 | 80,330 | ||||||
China Steel Corp. | 96,000 | 122,659 | ||||||
Chunghwa Telecom Co., Ltd. | 31,000 | 130,535 | ||||||
Compal Electronics, Inc. | 31,000 | 27,115 | ||||||
CTBC Financial Holding Co., Ltd. | 144,000 | 135,063 | ||||||
E.Sun Financial Holding Co., Ltd. | 127,305 | 129,067 | ||||||
Evergreen Marine Corp. Taiwan Ltd. | 7,000 | 36,054 | ||||||
Far EasTone Telecommunications Co., Ltd. | 31,000 | 72,382 | ||||||
First Financial Holding Co., Ltd. | 96,040 | 85,047 | ||||||
Formosa Chemicals & Fibre Corp. | 31,000 | 90,534 | ||||||
Formosa Petrochemical Corp. | 31,000 | 107,453 | ||||||
Formosa Plastics Corp. | 31,000 | 116,529 | ||||||
Fubon Financial Holding Co., Ltd. | 48,276 | 133,136 | ||||||
Hon Hai Precision Industry Co., Ltd. | 79,000 | 296,960 | ||||||
Hua Nan Financial Holdings Co., Ltd. | 96,105 | 73,641 | ||||||
Innolux Corp. | 79,000 | 55,966 | ||||||
Lite-On Technology Corp. | 16,000 | 36,896 | ||||||
MediaTek, Inc. | 10,000 | 430,115 | ||||||
Mega Financial Holding Co., Ltd. | 96,000 | 123,353 | ||||||
Nan Ya Plastics Corp. | 31,000 | 95,688 | ||||||
Nanya Technology Corp. | 31,000 | 87,509 | ||||||
Quanta Computer, Inc. | 31,000 | 106,108 | ||||||
SinoPac Financial Holdings Co., Ltd. | 79,000 | 46,115 | ||||||
Taishin Financial Holding Co., Ltd. | 48,090 | 32,938 | ||||||
Taiwan Cement Corp. | 48,000 | 83,276 | ||||||
Taiwan Cooperative Financial Holding Co., Ltd. | 127,100 | 116,915 | ||||||
Taiwan Mobile Co., Ltd. | 31,000 | 112,047 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. | 150,000 | 3,334,297 | ||||||
Uni-President Enterprises Corp. | 48,000 | 119,015 | ||||||
United Microelectronics Corp. | 79,000 | 185,600 | ||||||
Winbond Electronics Corp. | 79,000 | 97,083 | ||||||
Yuanta Financial Holding Co., Ltd. | 96,000 | 87,787 | ||||||
|
| |||||||
Total Taiwan | 7,305,956 | |||||||
Thailand – 2.9% | ||||||||
Advanced Info Service PCL, NVDR | 7,900 | 54,393 | ||||||
Airports of Thailand PCL, NVDR* | 38,400 | 70,121 | ||||||
Bangkok Dusit Medical Services PCL, NVDR | 84,700 | 58,318 | ||||||
Central Pattana PCL, NVDR | 22,300 | 37,717 | ||||||
Charoen Pokphand Foods PCL, NVDR | 28,800 | 21,985 | ||||||
CP ALL PCL, NVDR | 43,200 | 76,300 | ||||||
Delta Electronics Thailand PCL, NVDR | 4,800 | 59,201 | ||||||
Energy Absolute PCL, NVDR | 19,200 | 55,177 | ||||||
Gulf Energy Development PCL, NVDR | 38,400 | 52,591 | ||||||
Home Product Center PCL, NVDR | 46,300 | 20,097 | ||||||
Intouch Holdings PCL, NVDR | 22,300 | 53,572 | ||||||
Kasikornbank PCL, NVDR | 29,800 | 126,676 | ||||||
Minor International PCL, NVDR* | 24,000 | 20,655 | ||||||
PTT Exploration & Production PCL, NVDR | 4,800 | 16,955 | ||||||
PTT Global Chemical PCL, NVDR | 12,700 | 22,336 | ||||||
PTT Oil & Retail Business PCL, NVDR | 33,600 | 27,158 | ||||||
PTT PCL, NVDR | 62,400 | 70,983 | ||||||
Siam Cement PCL (The), NVDR | 4,800 | 55,465 | ||||||
Siam Commercial Bank PCL (The), NVDR | 3,100 | 11,786 | ||||||
|
| |||||||
Total Thailand | 911,486 |
See Notes to Financial Statements.
78 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
December 31, 2021
Investments | Shares | Value | ||||||
Turkey – 0.1% | ||||||||
BIM Birlesik Magazalar AS | 4,399 | $ | 20,306 | |||||
TOTAL COMMON STOCKS (Cost: $33,395,231) | 33,716,238 | |||||||
EXCHANGE-TRADED FUND – 0.5% | ||||||||
United States – 0.5% | ||||||||
iShares 1-3 Year Treasury Bond ETF (Cost: $140,689) | 1,645 | 140,713 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 107.3% (Cost: $33,535,920) | 33,856,951 | |||||||
Other Assets less Liabilities – (7.3)% | (2,298,034 | ) | ||||||
|
| |||||||
NET ASSETS – 100.0% | $ | 31,558,917 |
* | 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. |
INVESTMENT IN AFFILIATES
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the six-month fiscal period ended December 31, 2021 were as follows:
Affiliate | Value at 6/30/2021 | Purchases/ Additions | Sales/ Reductions | Realized Gain/ (Loss) | Change in Depreciation | Value at 12/31/2021 | Dividend Income | |||||||||||||||||||||
WisdomTree India Earnings Fund^ | $ | 67,314 | $ | 88,347 | $ | 167,852 | $ | 14,075 | $ | (1,884 | ) | $ | — | $ | 237 |
^ | As of December 31, 2021, the Fund did not hold a position in this affiliate. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date | Amount and Description of be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America N.A. | 1/3/2022 | 3,316,355 | USD | 25,853,364 | HKD | $ | 248 | $ | — | |||||||||||||||||||
Bank of America N.A. | 1/3/2022 | 325,393 | USD | 6,658,289 | MXN | 43 | — | |||||||||||||||||||||
Bank of America N.A. | 1/4/2022 | 231,701 | USD | 1,473,423 | CNH | — | (3 | ) | ||||||||||||||||||||
Bank of America N.A. | 1/5/2022 | 578,669 | USD | 9,237,316 | ZAR | — | (110 | ) | ||||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/3/2022 | 69,909,252 | HKD | 8,967,024 | USD | — | (46 | ) | ||||||||||||||||||||
Merrill Lynch International | 1/3/2022 | 9,893,840 | BRL | 1,742,824 | USD | 33,449 | — | |||||||||||||||||||||
Merrill Lynch International | 1/4/2022 | 111,525 | USD | 464,836 | MYR | — | (54 | ) | ||||||||||||||||||||
State Street Bank and Trust | 1/3/2022 | 158,502,648 | CLP | 187,456 | USD | — | (1,420 | ) | ||||||||||||||||||||
State Street Bank and Trust | 1/4/2022 | 11,914,462 | PHP | 233,846 | USD | — | (195 | ) | ||||||||||||||||||||
$ | 33,740 | $ | (1,828 | ) |
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Long Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
2 Year U.S. Treasury Note | 17 | 3/31/22 | $ | 3,708,922 | $ | 733 | ||||||||||
5 Year U.S. Treasury Note | 30 | 3/31/22 | 3,629,297 | 5,847 | ||||||||||||
10 Year U.S. Treasury Note | 28 | 3/22/22 | 3,653,125 | 9,959 | ||||||||||||
U.S. Treasury Long Bond | 23 | 3/22/22 | 3,690,062 | 27,960 | ||||||||||||
Ultra 10 Year U.S. Treasury Note | 25 | 3/22/22 | 3,660,938 | 20,158 | ||||||||||||
$ | 18,342,344 | $ | 64,657 |
See Notes to Financial Statements.
WisdomTree Trust | 79 |
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Markets Efficient Core Fund (NTSE)
December 31, 2021
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets | Other Significant Observable Inputs | Significant Unobservable Inputs | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | $ | 33,716,238 | $ | — | $ | — | $ | 33,716,238 | ||||||||
Exchange-Traded Fund | 140,713 | — | — | 140,713 | ||||||||||||
Total Investments in Securities | $ | 33,856,951 | $ | — | $ | — | $ | 33,856,951 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | 33,740 | $ | — | $ | 33,740 | ||||||||
Futures Contracts1 | 64,657 | — | — | 64,657 | ||||||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (1,828 | ) | $ | — | $ | (1,828 | ) | ||||||
Total – Net | $ | 33,921,608 | $ | 31,912 | $ | — | $ | 33,953,520 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
80 | WisdomTree Trust |
Schedule of Investments (unaudited)
WisdomTree International Efficient Core Fund (NTSI)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 90.6% | ||||||||
Australia – 5.8% | ||||||||
Afterpay Ltd.* | 1,290 | $ | 77,855 | |||||
Aristocrat Leisure Ltd. | 3,182 | 100,798 | ||||||
ASX Ltd. | 1,333 | 90,035 | ||||||
Australia & New Zealand Banking Group Ltd. | 12,943 | 258,875 | ||||||
BHP Group Ltd. | 15,050 | 454,097 | ||||||
BHP Group PLC | 10,708 | 319,003 | ||||||
Brambles Ltd. | 7,052 | 54,502 | ||||||
Cochlear Ltd. | 602 | 94,592 | ||||||
Coles Group Ltd. | 6,364 | 83,007 | ||||||
Commonwealth Bank of Australia | 8,514 | 625,201 | ||||||
CSL Ltd. | 2,322 | 490,797 | ||||||
Dexus | 1,032 | 8,343 | ||||||
Fortescue Metals Group Ltd. | 7,740 | 108,102 | ||||||
Goodman Group | 10,062 | 193,863 | ||||||
Insurance Australia Group Ltd. | 14,921 | 46,214 | ||||||
Macquarie Group Ltd. | 1,591 | 237,594 | ||||||
National Australia Bank Ltd. | 14,448 | 302,947 | ||||||
Newcrest Mining Ltd. | 3,956 | 70,410 | ||||||
Northern Star Resources Ltd. | 6,751 | 46,187 | ||||||
QBE Insurance Group Ltd. | 8,643 | 71,322 | ||||||
Ramsay Health Care Ltd. | 860 | 44,706 | ||||||
Santos Ltd. | 4,085 | 18,741 | ||||||
Scentre Group | 13,418 | 30,828 | ||||||
Sonic Healthcare Ltd. | 3,053 | 103,504 | ||||||
South32 Ltd. | 23,134 | 67,446 | ||||||
Stockland | 4,945 | 15,244 | ||||||
Tabcorp Holdings Ltd. | 9,073 | 33,115 | ||||||
Telstra Corp., Ltd. | 31,347 | 95,266 | ||||||
Transurban Group | 13,201 | 132,641 | ||||||
Wesfarmers Ltd. | 5,977 | 257,693 | ||||||
Westpac Banking Corp. | 17,630 | 273,662 | ||||||
Woodside Petroleum Ltd. | 3,612 | 57,590 | ||||||
Woolworths Group Ltd. | 6,880 | 190,130 | ||||||
|
| |||||||
Total Australia | 5,054,310 | |||||||
Austria – 0.1% | ||||||||
Erste Group Bank AG | 1,505 | 70,770 | ||||||
Belgium – 0.6% | ||||||||
Ageas S.A./N.V. | 860 | 44,547 | ||||||
Anheuser-Busch InBev S.A./N.V.* | 3,827 | 231,399 | ||||||
KBC Group N.V. | 1,290 | 110,699 | ||||||
Solvay S.A. | 215 | 24,988 | ||||||
UCB S.A. | 516 | 58,885 | ||||||
Umicore S.A. | 1,290 | 52,445 | ||||||
|
| |||||||
Total Belgium | 522,963 | |||||||
China – 0.5% | ||||||||
BOC Hong Kong Holdings Ltd. | 43,000 | 140,919 | ||||||
Prosus N.V.* | 2,537 | 212,140 | ||||||
WH Group Ltd.(a) | 86,000 | 53,941 | ||||||
Wilmar International Ltd. | 8,600 | 26,410 | ||||||
|
| |||||||
Total China | 433,410 | |||||||
Denmark – 2.6% | ||||||||
Ambu A/S, Class B | 1,161 | 30,710 | ||||||
AP Moller – Maersk A/S, Class B | 43 | 154,176 | ||||||
Carlsberg A/S, Class B | 301 | 51,983 | ||||||
Chr Hansen Holding A/S | 516 | 40,663 | ||||||
Coloplast A/S, Class B | 731 | 128,647 | ||||||
Danske Bank A/S | 1,164 | 20,102 | ||||||
DSV A/S | 1,118 | 261,113 | ||||||
Genmab A/S* | 301 | 121,040 | ||||||
GN Store Nord A/S | 817 | 51,379 | ||||||
Novo Nordisk A/S, Class B | 8,428 | 947,147 | ||||||
Novozymes A/S, Class B | 1,032 | 84,766 | ||||||
Orsted A/S(a) | 1,161 | 148,261 | ||||||
Pandora A/S | 473 | 58,971 | ||||||
Vestas Wind Systems A/S | 6,149 | 188,036 | ||||||
|
| |||||||
Total Denmark | 2,286,994 | |||||||
Finland – 1.0% | ||||||||
Elisa Oyj | 516 | 31,757 | ||||||
Fortum Oyj | 604 | 18,539 | ||||||
Kesko Oyj, Class B | 1,763 | 58,823 | ||||||
Kone Oyj, Class B | 2,021 | 144,884 | ||||||
Neste Oyj | 2,236 | 110,255 | ||||||
Nokia Oyj* | 31,949 | 202,517 | ||||||
Nordea Bank Abp | 10,102 | 123,292 | ||||||
Sampo Oyj, Class A | 1,763 | 88,335 | ||||||
Stora Enso Oyj, Class R | 1,938 | 35,571 | ||||||
UPM-Kymmene Oyj | 1,849 | 70,356 | ||||||
|
| |||||||
Total Finland | 884,329 | |||||||
France – 10.6% | ||||||||
Air Liquide S.A. | 2,365 | 412,351 | ||||||
Airbus SE* | 3,053 | 390,099 | ||||||
Alstom S.A. | 1,679 | 59,610 | ||||||
Arkema S.A. | 86 | 12,112 | ||||||
Atos SE | 430 | 18,284 | ||||||
AXA S.A. | 9,546 | 284,257 | ||||||
BNP Paribas S.A. | 5,203 | 359,567 | ||||||
Bouygues S.A. | 427 | 15,291 | ||||||
Bureau Veritas S.A. | 387 | 12,842 | ||||||
Capgemini SE | 946 | 231,833 | ||||||
Carrefour S.A. | 2,881 | 52,764 | ||||||
Cie de Saint-Gobain | 2,709 | 190,601 | ||||||
Cie Generale des Etablissements Michelin SCA | 645 | 105,733 | ||||||
Credit Agricole S.A. | 3,697 | 52,763 | ||||||
Danone S.A. | 2,924 | 181,521 | ||||||
Dassault Systemes SE | 4,730 | 281,373 | ||||||
Edenred | 946 | 43,645 | ||||||
Eiffage S.A. | 131 | 13,476 | ||||||
Electricite de France S.A. | 2,705 | 31,776 | ||||||
Engie S.A. | 9,801 | 145,050 | ||||||
EssilorLuxottica S.A. | 1,290 | 274,679 | ||||||
Hermes International | 172 | 300,439 | ||||||
Kering S.A. | 387 | 311,104 | ||||||
L’Oreal S.A. | 1,376 | 652,438 |
See Notes to Financial Statements.
WisdomTree Trust | 81 |
Schedule of Investments (unaudited) (continued)
WisdomTree International Efficient Core Fund (NTSI)
December 31, 2021
Investments | Shares | Value | ||||||
Legrand S.A. | 1,376 | $ | 161,017 | |||||
LVMH Moet Hennessy Louis Vuitton SE | 1,419 | 1,173,150 | ||||||
Orange S.A. | 5,892 | 63,071 | ||||||
Pernod Ricard S.A. | 1,075 | 258,557 | ||||||
Publicis Groupe S.A. | 989 | 66,582 | ||||||
Renault S.A.* | 1,071 | 37,202 | ||||||
Safran S.A. | 1,850 | 226,497 | ||||||
Sanofi | 5,375 | 541,441 | ||||||
Sartorius Stedim Biotech | 129 | 70,767 | ||||||
Schneider Electric SE | 3,010 | 590,326 | ||||||
Societe Generale S.A. | 3,701 | 127,126 | ||||||
Sodexo S.A. | 344 | 30,146 | ||||||
Teleperformance | 301 | 134,180 | ||||||
Thales S.A. | 387 | 32,919 | ||||||
TotalEnergies SE | 12,644 | 641,724 | ||||||
Unibail-Rodamco-Westfield* | 727 | 50,943 | ||||||
Valeo | 1,330 | 40,202 | ||||||
Veolia Environnement S.A. | 2,408 | 88,340 | ||||||
Vinci S.A. | 2,707 | 286,014 | ||||||
Vivendi SE | 4,085 | 55,235 | ||||||
Worldline S.A.*(a) | 1,591 | 88,673 | ||||||
|
| |||||||
Total France | 9,197,720 | |||||||
Germany – 8.5% |
| |||||||
adidas AG | 989 | 284,772 | ||||||
Allianz SE, Registered Shares | 2,192 | 517,618 | ||||||
BASF SE | 4,558 | 320,228 | ||||||
Bayer AG, Registered Shares | 4,690 | 250,673 | ||||||
Bayerische Motoren Werke AG | 1,333 | 134,141 | ||||||
Beiersdorf AG | 473 | 48,615 | ||||||
Brenntag SE | 645 | 58,371 | ||||||
Continental AG* | 473 | 50,083 | ||||||
Covestro AG(a) | 1,161 | 71,560 | ||||||
Daimler AG, Registered Shares | 3,784 | 290,851 | ||||||
Daimler Truck Holding AG* | 528 | 19,388 | ||||||
Delivery Hero SE*(a) | 817 | 91,051 | ||||||
Deutsche Bank AG, Registered Shares* | 9,460 | 118,531 | ||||||
Deutsche Boerse AG | 1,032 | 172,635 | ||||||
Deutsche Post AG, Registered Shares | 5,375 | 345,598 | ||||||
Deutsche Telekom AG, Registered Shares | 13,932 | 258,248 | ||||||
Deutsche Wohnen SE, Bearer Shares | 1,204 | 50,632 | ||||||
E.ON SE | 7,525 | 104,332 | ||||||
Fresenius Medical Care AG & Co. KGaA | 946 | 61,471 | ||||||
Fresenius SE & Co. KGaA | 1,806 | 72,704 | ||||||
Hannover Rueck SE | 173 | 32,884 | ||||||
HeidelbergCement AG | 605 | 40,950 | ||||||
HelloFresh SE* | 860 | 66,053 | ||||||
Henkel AG & Co. KGaA, Preference Shares | 1,333 | 107,840 | ||||||
Infineon Technologies AG | 10,409 | 482,481 | ||||||
Just Eat Takeaway.com N.V.*(a) | 688 | 37,923 | ||||||
Knorr-Bremse AG | 301 | 29,746 | ||||||
Merck KGaA | 774 | 199,804 | ||||||
MTU Aero Engines AG | 301 | 61,408 | ||||||
Muenchener Rueckversicherungs – Gesellschaft AG in Muenchen, Registered Shares | 688 | 203,813 | ||||||
Porsche Automobil Holding SE, Preference Shares | 645 | 61,203 | ||||||
Puma SE | 516 | 63,080 | ||||||
RWE AG | 3,909 | 158,787 | ||||||
SAP SE | 5,762 | 818,413 | ||||||
Sartorius AG, Preference Shares | 215 | 145,525 | ||||||
Scout24 SE(a) | 860 | 60,068 | ||||||
Siemens AG, Registered Shares | 4,042 | 701,803 | ||||||
Siemens Energy AG* | 2,279 | 58,287 | ||||||
Siemens Healthineers AG(a) | 1,634 | 122,306 | ||||||
Symrise AG | 559 | 82,831 | ||||||
Volkswagen AG, Preference Shares | 1,118 | 225,646 | ||||||
Vonovia SE | 2,919 | 160,995 | ||||||
Zalando SE*(a) | 1,075 | 86,968 | ||||||
|
| |||||||
Total Germany | 7,330,316 | |||||||
Hong Kong – 2.0% |
| |||||||
AIA Group Ltd. | 60,200 | 606,919 | ||||||
CK Asset Holdings Ltd. | 21,500 | 135,542 | ||||||
Hang Seng Bank Ltd. | 8,600 | 157,411 | ||||||
Hong Kong & China Gas Co., Ltd. | 86,100 | 134,070 | ||||||
Hong Kong Exchanges & Clearing Ltd. | 4,400 | 257,014 | ||||||
Link REIT | 17,200 | 151,454 | ||||||
MTR Corp., Ltd. | 21,500 | 115,410 | ||||||
Power Assets Holdings Ltd. | 21,500 | 134,025 | ||||||
|
| |||||||
Total Hong Kong | 1,691,845 | |||||||
Ireland – 0.9% |
| |||||||
CRH PLC | 3,566 | 188,650 | ||||||
Experian PLC | 4,988 | 245,378 | ||||||
Flutter Entertainment PLC* | 943 | 149,061 | ||||||
Kerry Group PLC, Class A | 555 | 71,477 | ||||||
Kingspan Group PLC | 903 | 107,824 | ||||||
Smurfit Kappa Group PLC | 605 | 33,327 | ||||||
|
| |||||||
Total Ireland | 795,717 | |||||||
Israel – 0.6% |
| |||||||
Bank Hapoalim BM | 5,547 | 57,209 | ||||||
Bank Leumi Le-Israel BM | 8,084 | 86,881 | ||||||
Check Point Software Technologies Ltd.* | 1,161 | 135,326 | ||||||
Nice Ltd.* | 516 | 157,781 | ||||||
Teva Pharmaceutical Industries Ltd., ADR* | 3,268 | 26,177 | ||||||
Wix.com Ltd.* | 387 | 61,065 | ||||||
|
| |||||||
Total Israel | 524,439 | |||||||
Italy – 1.7% |
| |||||||
Assicurazioni Generali SpA | 4,904 | 103,896 | ||||||
Atlantia SpA* | 2,407 | 47,778 | ||||||
Enel SpA | 43,086 | 345,236 | ||||||
Eni SpA | 12,042 | 167,343 | ||||||
Ferrari N.V. | 688 | 177,994 | ||||||
FinecoBank Banca Fineco SpA | 3,870 | 67,929 | ||||||
Intesa Sanpaolo SpA | 67,854 | 175,470 | ||||||
Moncler SpA | 1,161 | 84,525 | ||||||
Nexi SpA*(a) | 3,741 | 59,517 | ||||||
Prysmian SpA | 1,247 | 46,953 | ||||||
Snam SpA | 2,408 | 14,513 |
See Notes to Financial Statements.
82 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree International Efficient Core Fund (NTSI)
December 31, 2021
Investments | Shares | Value | ||||||
Telecom Italia SpA | 48,891 | $ | 24,141 | |||||
Terna – Rete Elettrica Nazionale | 1,075 | 8,697 | ||||||
UniCredit SpA | 9,374 | 144,381 | ||||||
|
| |||||||
Total Italy | 1,468,373 | |||||||
Japan – 20.6% |
| |||||||
Aeon Co., Ltd. | 4,300 | 101,157 | ||||||
Ajinomoto Co., Inc. | 4,300 | 130,581 | ||||||
Asahi Group Holdings Ltd. | 4,300 | 167,063 | ||||||
Asahi Kasei Corp. | 12,900 | 121,097 | ||||||
Astellas Pharma, Inc. | 17,200 | 279,385 | ||||||
Bridgestone Corp. | 4,300 | 184,800 | ||||||
Canon, Inc. | 8,600 | 209,184 | ||||||
Chubu Electric Power Co., Inc. | 8,600 | 90,515 | ||||||
Chugai Pharmaceutical Co., Ltd. | 4,300 | 139,469 | ||||||
Dai-ichi Life Holdings, Inc. | 8,600 | 173,673 | ||||||
Daiichi Sankyo Co., Ltd. | 12,900 | 327,667 | ||||||
Daikin Industries Ltd. | 100 | 22,656 | ||||||
Daiwa House Industry Co., Ltd. | 4,300 | 123,524 | ||||||
ENEOS Holdings, Inc. | 43,000 | 160,678 | ||||||
FANUC Corp. | 200 | 42,343 | ||||||
Hitachi Ltd. | 4,300 | 232,634 | ||||||
Honda Motor Co., Ltd. | 8,600 | 241,223 | ||||||
Hoya Corp. | 300 | 44,575 | ||||||
ITOCHU Corp. | 8,600 | 262,731 | ||||||
Japan Exchange Group, Inc. | 4,300 | 94,025 | ||||||
Japan Post Holdings Co., Ltd. | 21,500 | 167,437 | ||||||
Japan Tobacco, Inc. | 8,600 | 173,449 | ||||||
Kao Corp. | 4,300 | 224,755 | ||||||
KDDI Corp. | 8,600 | 251,081 | ||||||
Keyence Corp. | 500 | 313,838 | ||||||
Kirin Holdings Co., Ltd. | 8,600 | 137,938 | ||||||
Komatsu Ltd. | 8,600 | 201,156 | ||||||
Kubota Corp. | 8,600 | 190,700 | ||||||
Kyowa Kirin Co., Ltd. | 4,300 | 117,064 | ||||||
M3, Inc. | 3,900 | 196,194 | ||||||
Marubeni Corp. | 21,500 | �� | 209,016 | |||||
MINEBEA MITSUMI, Inc. | 4,300 | 121,918 | ||||||
MISUMI Group, Inc. | 4,300 | 176,249 | ||||||
Mitsubishi Chemical Holdings Corp. | 21,500 | 159,073 | ||||||
Mitsubishi Corp. | 8,600 | 272,738 | ||||||
Mitsubishi Electric Corp. | 17,200 | 217,847 | ||||||
Mitsubishi Estate Co., Ltd. | 12,900 | 178,621 | ||||||
Mitsubishi Heavy Industries Ltd. | 4,300 | 99,290 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 86,000 | 466,687 | ||||||
Mitsui Fudosan Co., Ltd. | 8,600 | 170,163 | ||||||
Mizuho Financial Group, Inc. | 17,200 | 218,519 | ||||||
MS&AD Insurance Group Holdings, Inc. | 4,300 | 132,523 | ||||||
Murata Manufacturing Co., Ltd. | 4,300 | 341,931 | ||||||
Nexon Co., Ltd. | 4,300 | 83,046 | ||||||
Nidec Corp. | 300 | 35,222 | ||||||
Nihon M&A Center Holdings, Inc. | 4,300 | 105,339 | ||||||
Nippon Paint Holdings Co., Ltd. | 8,600 | 93,651 | ||||||
Nippon Steel Corp. | 8,600 | 140,290 | ||||||
Nippon Telegraph & Telephone Corp. | 8,600 | 235,248 | ||||||
Nissan Motor Co., Ltd.* | 34,400 | 166,033 | ||||||
Nomura Holdings, Inc. | 38,700 | 168,606 | ||||||
Nomura Research Institute Ltd. | 4,300 | 184,278 | ||||||
NTT Data Corp. | 8,600 | 184,166 | ||||||
Odakyu Electric Railway Co., Ltd. | 4,300 | 79,760 | ||||||
Olympus Corp. | 8,600 | 197,870 | ||||||
Ono Pharmaceutical Co., Ltd. | 4,300 | 106,646 | ||||||
Otsuka Holdings Co., Ltd. | 4,300 | 155,675 | ||||||
Pan Pacific International Holdings Corp. | 4,300 | 59,260 | ||||||
Panasonic Corp. | 21,500 | 236,182 | ||||||
Rakuten Group Inc. | 12,900 | 129,274 | ||||||
Recruit Holdings Co., Ltd. | 8,600 | 520,683 | ||||||
Renesas Electronics Corp.* | 12,900 | 159,409 | ||||||
Resona Holdings, Inc. | 34,400 | 133,651 | ||||||
Sekisui House Ltd. | 8,600 | 184,390 | ||||||
Seven & I Holdings Co., Ltd. | 4,300 | 188,796 | ||||||
Shimadzu Corp. | 4,300 | 181,290 | ||||||
Shin-Etsu Chemical Co., Ltd. | 200 | 34,597 | ||||||
Shiseido Co., Ltd. | 200 | 11,140 | ||||||
SoftBank Corp. | 21,500 | 271,562 | ||||||
SoftBank Group Corp. | 8,600 | 405,822 | ||||||
Sompo Holdings, Inc. | 4,300 | 181,440 | ||||||
Sony Group Corp. | 8,300 | 1,043,311 | ||||||
Subaru Corp. | 8,600 | 153,621 | ||||||
Sumitomo Chemical Co., Ltd. | 25,800 | 121,433 | ||||||
Sumitomo Corp. | 12,900 | 190,495 | ||||||
Sumitomo Electric Industries Ltd. | 8,600 | 111,986 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 8,600 | 294,471 | ||||||
Sumitomo Mitsui Trust Holdings, Inc. | 4,300 | 143,501 | ||||||
Sumitomo Realty & Development Co., Ltd. | 4,300 | 126,324 | ||||||
Suzuki Motor Corp. | 4,300 | 165,383 | ||||||
Takeda Pharmaceutical Co., Ltd. | 8,600 | 234,277 | ||||||
Terumo Corp. | 4,300 | 181,477 | ||||||
Tokio Marine Holdings, Inc. | 4,300 | 238,683 | ||||||
Tokyo Electron Ltd. | 400 | 230,229 | ||||||
Tokyo Gas Co., Ltd. | 4,300 | 76,997 | ||||||
Toray Industries, Inc. | 21,500 | 127,295 | ||||||
Toshiba Corp. | 4,300 | 176,623 | ||||||
Toyota Motor Corp. | 64,500 | 1,179,321 | ||||||
Unicharm Corp. | 4,300 | 186,668 | ||||||
Yamato Holdings Co., Ltd. | 4,300 | 100,933 | ||||||
Z Holdings Corp. | 38,700 | 224,292 | ||||||
|
| |||||||
Total Japan | 17,827,813 | |||||||
Luxembourg – 0.2% |
| |||||||
ArcelorMittal S.A. | 2,924 | 93,587 | ||||||
Eurofins Scientific SE | 645 | 79,804 | ||||||
|
| |||||||
Total Luxembourg | 173,391 | |||||||
Macau – 0.1% |
| |||||||
Sands China Ltd.* | 34,400 | 80,128 | ||||||
Netherlands – 4.4% |
| |||||||
Adyen N.V.*(a) | 86 | 226,063 | ||||||
Aegon N.V. | 6,491 | 32,427 |
See Notes to Financial Statements.
WisdomTree Trust | 83 |
Schedule of Investments (unaudited) (continued)
WisdomTree International Efficient Core Fund (NTSI)
December 31, 2021
Investments | Shares | Value | ||||||
Akzo Nobel N.V. | 817 | $ | 89,657 | |||||
Argenx SE* | 301 | 107,926 | ||||||
ASM International N.V. | 516 | 228,087 | ||||||
ASML Holding N.V. | 2,236 | 1,796,982 | ||||||
EXOR N.V. | 304 | 27,297 | ||||||
Heineken N.V. | 1,118 | 125,690 | ||||||
ING Groep N.V. | 17,713 | 246,593 | ||||||
Koninklijke Ahold Delhaize N.V. | 4,300 | 147,359 | ||||||
Koninklijke DSM N.V. | 817 | 183,960 | ||||||
Koninklijke KPN N.V. | 15,394 | 47,792 | ||||||
Koninklijke Philips N.V. | 4,558 | 169,833 | ||||||
QIAGEN N.V.* | 817 | 45,516 | ||||||
Randstad N.V. | 258 | 17,616 | ||||||
Stellantis N.V. | 10,320 | 195,825 | ||||||
Wolters Kluwer N.V. | 946 | 111,452 | ||||||
|
| |||||||
Total Netherlands | 3,800,075 | |||||||
New Zealand – 0.1% |
| |||||||
Xero Ltd.* | 1,032 | 106,125 | ||||||
Norway – 0.5% |
| |||||||
DNB Bank ASA | 3,739 | 85,649 | ||||||
Equinor ASA | 5,117 | 136,886 | ||||||
Mowi ASA | 2,365 | 55,971 | ||||||
Norsk Hydro ASA | 6,837 | 53,900 | ||||||
Telenor ASA | 1,720 | 27,034 | ||||||
Yara International ASA | 645 | 32,549 | ||||||
|
| |||||||
Total Norway | 391,989 | |||||||
Portugal – 0.1% |
| |||||||
EDP – Energias de Portugal S.A. | 17,845 | 98,057 | ||||||
Singapore – 0.8% |
| |||||||
DBS Group Holdings Ltd. | 12,900 | 312,513 | ||||||
Oversea-Chinese Banking Corp., Ltd. | 17,200 | 145,444 | ||||||
Singapore Telecommunications Ltd. | 73,100 | 125,796 | ||||||
United Overseas Bank Ltd. | 4,300 | 85,799 | ||||||
|
| |||||||
Total Singapore | 669,552 | |||||||
Spain – 2.1% |
| |||||||
ACS Actividades de Construccion y Servicios S.A. | 1,376 | 36,882 | ||||||
Aena SME S.A.*(a) | 387 | 61,085 | ||||||
Amadeus IT Group S.A.* | 2,537 | 172,066 | ||||||
Banco Bilbao Vizcaya Argentaria S.A. | 31,992 | 191,002 | ||||||
Banco Santander S.A. | 82,087 | 274,494 | ||||||
CaixaBank S.A. | 13,545 | 37,184 | ||||||
Cellnex Telecom S.A.(a) | 2,193 | 127,637 | ||||||
Endesa S.A. | 989 | 22,719 | ||||||
Ferrovial S.A. | 2,198 | 68,888 | ||||||
Grifols S.A. | 989 | 18,979 | ||||||
Iberdrola S.A. | 34,227 | 405,188 | ||||||
Industria de Diseno Textil S.A. | 5,504 | 178,573 | ||||||
Repsol S.A. | 6,965 | 82,659 | ||||||
Siemens Gamesa Renewable Energy S.A.* | 1,935 | 46,364 | ||||||
Telefonica S.A. | 21,579 | 94,527 | ||||||
|
| |||||||
Total Spain | 1,818,247 | |||||||
Sweden – 2.8% |
| |||||||
Alfa Laval AB | 1,720 | 69,227 | ||||||
Assa Abloy AB, Class B | 5,461 | 166,595 | ||||||
Atlas Copco AB, Class A | 5,590 | 386,380 | ||||||
Boliden AB | 1,332 | 51,492 | ||||||
Epiroc AB, Class A | 5,977 | 151,309 | ||||||
EQT AB | 1,333 | 72,584 | ||||||
Essity AB, Class B | 2,408 | 78,566 | ||||||
Evolution AB(a) | 903 | 128,281 | ||||||
H & M Hennes & Mauritz AB, Class B | 4,386 | 86,268 | ||||||
Hexagon AB, Class B | 15,136 | 240,150 | ||||||
Kinnevik AB, Class B* | 1,634 | 58,249 | ||||||
Nibe Industrier AB, Class B | 7,095 | 107,163 | ||||||
Sandvik AB | 6,364 | 177,554 | ||||||
Skandinaviska Enskilda Banken AB, Class A | 3,011 | 41,853 | ||||||
Skanska AB, Class B | 817 | 21,134 | ||||||
SKF AB, Class B | 2,150 | 50,937 | ||||||
Svenska Cellulosa AB SCA, Class B | 3,311 | 58,786 | ||||||
Svenska Handelsbanken AB, Class A | 4,045 | 43,721 | ||||||
Swedbank AB, Class A | 2,235 | 44,953 | ||||||
Swedish Match AB | 5,461 | 43,440 | ||||||
Telefonaktiebolaget LM Ericsson, Class B | 16,942 | 186,732 | ||||||
Telia Co. AB | 3,182 | 12,443 | ||||||
Volvo AB, Class B | 8,256 | 191,175 | ||||||
|
| |||||||
Total Sweden | 2,468,992 | |||||||
Switzerland – 10.5% |
| |||||||
ABB Ltd., Registered Shares | 11,180 | 428,230 | ||||||
Adecco Group AG, Registered Shares | 556 | 28,436 | ||||||
Alcon, Inc. | 2,666 | 236,243 | ||||||
Cie Financiere Richemont S.A., Registered Shares | 2,709 | 407,175 | ||||||
Credit Suisse Group AG, Registered Shares | 9,721 | 94,655 | ||||||
Geberit AG, Registered Shares | 258 | 211,010 | ||||||
Givaudan S.A., Registered Shares | 43 | 226,149 | ||||||
Glencore PLC* | 51,471 | 261,396 | ||||||
Holcim Ltd., Registered Shares* | 1,720 | 87,798 | ||||||
Julius Baer Group Ltd. | 602 | 40,422 | ||||||
Kuehne + Nagel International AG, Registered Shares | 344 | 111,149 | ||||||
Logitech International S.A., Registered Shares | 1,290 | 108,846 | ||||||
Lonza Group AG, Registered Shares | 387 | 323,480 | ||||||
Nestle S.A., Registered Shares | 14,319 | 2,002,759 | ||||||
Novartis AG, Registered Shares | 10,320 | 909,279 | ||||||
Partners Group Holding AG | 129 | 214,139 | ||||||
Roche Holding AG | 3,612 | 1,502,836 | ||||||
Schindler Holding AG, Participation Certificate | 430 | 115,859 | ||||||
Sika AG, Registered Shares | 817 | 340,914 | ||||||
Sonova Holding AG, Registered Shares | 344 | 135,086 | ||||||
STMicroelectronics N.V. | 5,762 | 284,184 | ||||||
Straumann Holding AG, Registered Shares | 43 | 91,413 | ||||||
Swatch Group AG (The), Bearer Shares | 215 | 65,834 | ||||||
Swiss Life Holding AG, Registered Shares | 86 | 52,762 | ||||||
Swiss Re AG | 1,118 | 110,751 | ||||||
Swisscom AG, Registered Shares | 172 | 97,142 | ||||||
Temenos AG, Registered Shares | 430 | 59,487 |
See Notes to Financial Statements.
84 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree International Efficient Core Fund (NTSI)
December 31, 2021
Investments | Shares | Value | ||||||
UBS Group AG, Registered Shares | 14,147 | $ | 254,946 | |||||
Zurich Insurance Group AG | 688 | 302,338 | ||||||
|
| |||||||
Total Switzerland | 9,104,718 | |||||||
United Kingdom – 13.5% |
| |||||||
Abrdn PLC | 8,558 | 27,924 | ||||||
Admiral Group PLC | 946 | 40,451 | ||||||
Anglo American PLC | 6,364 | 259,971 | ||||||
Antofagasta PLC | 1,807 | 32,760 | ||||||
Ashtead Group PLC | 2,494 | 200,721 | ||||||
Associated British Foods PLC | 2,493 | 67,803 | ||||||
AstraZeneca PLC | 6,880 | 808,670 | ||||||
Aviva PLC | 13,977 | 77,693 | ||||||
BAE Systems PLC | 14,362 | 106,950 | ||||||
Barclays PLC | 87,419 | 221,417 | ||||||
Barratt Developments PLC | 5,335 | 54,050 | ||||||
BP PLC | 102,254 | 457,736 | ||||||
British American Tobacco PLC | 11,095 | 410,780 | ||||||
BT Group PLC | 48,332 | 110,993 | ||||||
Bunzl PLC | 1,634 | 63,850 | ||||||
Burberry Group PLC | 1,806 | 44,459 | ||||||
CK Hutchison Holdings Ltd. | 21,500 | 138,713 | ||||||
CNH Industrial N.V. | 5,977 | 116,025 | ||||||
Coca-Cola Europacific Partners PLC | 688 | 38,480 | ||||||
Compass Group PLC* | 9,933 | 222,121 | ||||||
Croda International PLC | 817 | 111,986 | ||||||
DCC PLC | 430 | 35,236 | ||||||
Diageo PLC | 11,868 | 648,771 | ||||||
Entain PLC* | 3,483 | 79,396 | ||||||
Ferguson PLC | 1,376 | 244,241 | ||||||
GlaxoSmithKline PLC | 23,134 | 503,410 | ||||||
Halma PLC | 3,827 | 165,871 | ||||||
HSBC Holdings PLC* | 104,020 | 632,102 | ||||||
Imperial Brands PLC | 3,350 | 73,347 | ||||||
Informa PLC* | 8,256 | 57,768 | ||||||
InterContinental Hotels Group PLC* | 860 | 55,690 | ||||||
Intertek Group PLC | 817 | 62,301 | ||||||
James Hardie Industries PLC | 2,924 | 117,562 | ||||||
Johnson Matthey PLC | 903 | 25,024 | ||||||
Kingfisher PLC | 9,503 | 43,544 | ||||||
Legal & General Group PLC | 32,595 | 131,341 | ||||||
Lloyds Banking Group PLC | 331,358 | 214,530 | ||||||
London Stock Exchange Group PLC | 1,892 | 177,590 | ||||||
Melrose Industries PLC | 23,388 | 50,653 | ||||||
Mondi PLC | 2,104 | 52,037 | ||||||
National Grid PLC | 16,580 | 237,997 | ||||||
Natwest Group PLC | 14,107 | 43,125 | ||||||
Next PLC | 559 | 61,707 | ||||||
Ocado Group PLC* | 2,795 | 63,524 | ||||||
Pearson PLC | 3,526 | 29,285 | ||||||
Persimmon PLC | 1,374 | 53,151 | ||||||
Prudential PLC | 14,745 | 254,535 | ||||||
Reckitt Benckiser Group PLC | 3,741 | 321,349 | ||||||
RELX PLC | 9,288 | 302,175 | ||||||
Rentokil Initial PLC | 8,299 | 65,645 | ||||||
Rio Tinto Ltd. | 1,806 | 131,450 | ||||||
Rio Tinto PLC | 5,805 | 384,638 | ||||||
Rolls-Royce Holdings PLC* | 48,203 | 80,227 | ||||||
Royal Dutch Shell PLC, Class A | 37,837 | 831,145 | ||||||
Sage Group PLC (The) | 7,826 | 90,375 | ||||||
Segro PLC | 4,038 | 78,566 | ||||||
Smith & Nephew PLC | 5,375 | 94,169 | ||||||
Smiths Group PLC | 1,759 | 37,631 | ||||||
Spirax-Sarco Engineering PLC | 387 | 84,130 | ||||||
SSE PLC | 4,687 | 104,684 | ||||||
St. James’s Place PLC | 3,053 | 69,615 | ||||||
Standard Chartered PLC | 14,188 | 86,169 | ||||||
Taylor Wimpey PLC | 16,598 | 39,454 | ||||||
Tesco PLC | 33,580 | 131,854 | ||||||
Unilever PLC | 13,588 | 726,140 | ||||||
United Utilities Group PLC | 559 | 8,245 | ||||||
Vodafone Group PLC | 133,039 | 202,287 | ||||||
Whitbread PLC* | 1,075 | 43,608 | ||||||
WPP PLC | 5,289 | 80,197 | ||||||
|
| |||||||
Total United Kingdom | 11,721,044 | |||||||
TOTAL INVESTMENTS IN SECURITIES – 90.6% (Cost: $78,194,879) | 78,521,317 | |||||||
Other Assets less Liabilities – 9.4% | 8,186,496 | |||||||
|
| |||||||
NET ASSETS – 100.0% | $ | 86,707,813 |
* | 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. | 1/3/2022 | 11,863,452 | HKD | 1,521,685 | USD | $ | — | $ | (8 | ) | ||||||||||||||||||
JP Morgan Chase Bank N.A. | 1/4/2022 | 21,762,000 | JPY | 189,343 | USD | — | (363 | ) | ||||||||||||||||||||
UBS AG | 1/5/2022 | 63,000,000 | JPY | 547,436 | USD | — | (347 | ) | ||||||||||||||||||||
$ | — | $ | (718 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 85 |
Schedule of Investments (unaudited) (concluded)
WisdomTree International Efficient Core Fund (NTSI)
December 31, 2021
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Long Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
2 Year U.S. Treasury Note | 46 | 3/31/22 | $ | 10,035,906 | $ | 760 | ||||||||||
5 Year U.S. Treasury Note | 82 | 3/31/22 | 9,920,078 | 20,431 | ||||||||||||
10 Year U.S. Treasury Note | 76 | 3/22/22 | 9,915,625 | 40,833 | ||||||||||||
U.S. Treasury Long Bond | 61 | 3/22/22 | 9,786,688 | 85,812 | ||||||||||||
Ultra 10 Year U.S. Treasury Note | 67 | 3/22/22 | 9,811,312 | 72,592 | ||||||||||||
$ | 49,469,609 | $ | 220,428 |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 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 | $ | 78,521,317 | $ | — | $ | — | $ | 78,521,317 | ||||||||
Total Investments in Securities | $ | 78,521,317 | $ | — | $ | — | $ | 78,521,317 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | 220,428 | $ | — | $ | — | $ | 220,428 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (718 | ) | $ | — | $ | (718 | ) | ||||||
Total – Net | $ | 78,741,745 | $ | (718 | ) | $ | — | $ | 78,741,027 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
86 | WisdomTree Trust |
Schedule of Investments (unaudited)
WisdomTree U.S. Efficient Core Fund (NTSX)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 90.4% |
| |||||||
Argentina – 0.1% |
| |||||||
Internet & Direct Marketing Retail – 0.1% |
| |||||||
MercadoLibre, Inc.* | 846 | $ | 1,140,746 | |||||
China – 0.2% |
| |||||||
Hotels, Restaurants & Leisure – 0.1% |
| |||||||
Yum China Holdings, Inc. | 7,969 | 397,175 | ||||||
Semiconductors & Semiconductor Equipment – 0.1% |
| |||||||
NXP Semiconductors N.V. | 5,236 | 1,192,656 | ||||||
Total China |
| 1,589,831 | ||||||
Ireland – 0.1% |
| |||||||
Technology Hardware, Storage & Peripherals – 0.1% |
| |||||||
Seagate Technology Holdings PLC | 5,370 | 606,703 | ||||||
Russia – 0.0% |
| |||||||
Interactive Media & Services – 0.0% |
| |||||||
Yandex N.V., Class A* | 6,341 | 383,630 | ||||||
South Korea – 0.1% |
| |||||||
Internet & Direct Marketing Retail – 0.1% |
| |||||||
Coupang, Inc.* | 18,149 | 533,218 | ||||||
United Kingdom – 0.4% |
| |||||||
Chemicals – 0.4% |
| |||||||
Linde PLC | 11,415 | 3,954,498 | ||||||
United States – 89.5% |
| |||||||
Aerospace & Defense – 1.2% |
| |||||||
Boeing Co. (The)* | 12,511 | 2,518,714 | ||||||
General Dynamics Corp. | 4,883 | 1,017,959 | ||||||
Howmet Aerospace, Inc. | 7,570 | 240,953 | ||||||
L3Harris Technologies, Inc. | 4,469 | 952,970 | ||||||
Lockheed Martin Corp. | 5,860 | 2,082,703 | ||||||
Northrop Grumman Corp. | 3,271 | 1,266,106 | ||||||
Raytheon Technologies Corp. | 33,193 | 2,856,590 | ||||||
TransDigm Group, Inc.* | 944 | 600,648 | ||||||
|
| |||||||
Total Aerospace & Defense |
| 11,536,643 | ||||||
Air Freight & Logistics – 0.5% |
| |||||||
Expeditors International of Washington, Inc. | 3,221 | 432,548 | ||||||
FedEx Corp. | 5,184 | 1,340,790 | ||||||
United Parcel Service, Inc., Class B | 15,960 | 3,420,866 | ||||||
|
| |||||||
Total Air Freight & Logistics |
| 5,194,204 | ||||||
Airlines – 0.1% |
| |||||||
Delta Air Lines, Inc.* | 13,321 | 520,585 | ||||||
Southwest Airlines Co.* | 10,773 | 461,515 | ||||||
United Airlines Holdings, Inc.* | 5,684 | 248,846 | ||||||
|
| |||||||
Total Airlines |
| 1,230,946 | ||||||
Auto Components – 0.1% |
| |||||||
Aptiv PLC* | 5,691 | 938,730 | ||||||
Automobiles – 2.3% |
| |||||||
Ford Motor Co. | 84,880 | 1,762,958 | ||||||
General Motors Co.* | 26,966 | 1,581,017 | ||||||
Lucid Group, Inc.* | 11,379 | 432,971 | ||||||
Tesla, Inc.* | 17,766 | 18,774,753 | ||||||
|
| |||||||
Total Automobiles |
| 22,551,699 | ||||||
Banks – 3.5% |
| |||||||
Bank of America Corp. | 161,725 | 7,195,145 | ||||||
Citigroup, Inc. | 44,285 | 2,674,371 | ||||||
Citizens Financial Group, Inc. | 9,175 | 433,519 | ||||||
Fifth Third Bancorp | 13,416 | 584,267 | ||||||
First Republic Bank | 4,063 | 839,050 | ||||||
Huntington Bancshares, Inc. | 27,527 | 424,466 | ||||||
JPMorgan Chase & Co. | 65,100 | 10,308,585 | ||||||
KeyCorp | 19,890 | 460,056 | ||||||
M&T Bank Corp. | 2,560 | 393,165 | ||||||
PNC Financial Services Group, Inc. (The) | 9,189 | 1,842,578 | ||||||
Regions Financial Corp. | 20,628 | 449,691 | ||||||
Signature Bank | 893 | 288,859 | ||||||
SVB Financial Group* | 1,165 | 790,150 | ||||||
Truist Financial Corp. | 28,906 | 1,692,446 | ||||||
U.S. Bancorp | 28,647 | 1,609,102 | ||||||
Wells Fargo & Co. | 89,984 | 4,317,432 | ||||||
|
| |||||||
Total Banks |
| 34,302,882 | ||||||
Beverages – 1.3% |
| |||||||
Brown-Forman Corp., Class B | 6,697 | 487,943 | ||||||
Coca-Cola Co. (The) | 84,509 | 5,003,778 | ||||||
Constellation Brands, Inc., Class A | 3,536 | 887,430 | ||||||
Keurig Dr. Pepper, Inc. | 17,820 | 656,845 | ||||||
Monster Beverage Corp.* | 8,012 | 769,473 | ||||||
PepsiCo, Inc. | 30,247 | 5,254,206 | ||||||
|
| |||||||
Total Beverages |
| 13,059,675 | ||||||
Biotechnology – 1.6% |
| |||||||
AbbVie, Inc. | 38,772 | 5,249,729 | ||||||
Alnylam Pharmaceuticals, Inc.* | 1,771 | 300,326 | ||||||
Amgen, Inc. | 11,050 | 2,485,919 | ||||||
Biogen, Inc.* | 2,592 | 621,873 | ||||||
Exact Sciences Corp.* | 3,139 | 244,308 | ||||||
Gilead Sciences, Inc. | 23,427 | 1,701,034 | ||||||
Horizon Therapeutics PLC* | 4,460 | 480,610 | ||||||
Moderna, Inc.* | 7,207 | 1,830,434 | ||||||
Novavax, Inc.* | 1,302 | 186,277 | ||||||
Regeneron Pharmaceuticals, Inc.* | 1,739 | 1,098,213 | ||||||
Seagen, Inc.* | 3,402 | 525,949 | ||||||
Vertex Pharmaceuticals, Inc.* | 4,801 | 1,054,300 | ||||||
|
| |||||||
Total Biotechnology |
| 15,778,972 | ||||||
Building Products – 0.4% |
| |||||||
Carrier Global Corp. | 14,654 | 794,833 | ||||||
Johnson Controls International PLC | 16,023 | 1,302,830 | ||||||
Masco Corp. | 5,809 | 407,908 | ||||||
Trane Technologies PLC | 5,173 | 1,045,101 | ||||||
|
| |||||||
Total Building Products |
| 3,550,672 | ||||||
Capital Markets – 3.0% |
| |||||||
Ameriprise Financial, Inc. | 2,518 | 759,580 | ||||||
Apollo Global Management, Inc. | 4,158 | 301,164 | ||||||
Bank of New York Mellon Corp. (The) | 16,443 | 955,009 | ||||||
BlackRock, Inc. | 3,038 | 2,781,471 | ||||||
Blackstone, Inc. | 14,966 | 1,936,451 |
See Notes to Financial Statements.
WisdomTree Trust | 87 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
December 31, 2021
Investments | Shares | Value | ||||||
Charles Schwab Corp. (The) | 35,936 | $ | 3,022,218 | |||||
CME Group, Inc. | 7,262 | 1,659,077 | ||||||
Coinbase Global, Inc., Class A* | 3,096 | 781,338 | ||||||
FactSet Research Systems, Inc. | 589 | 286,260 | ||||||
Goldman Sachs Group, Inc. (The) | 7,445 | 2,848,085 | ||||||
Intercontinental Exchange, Inc. | 11,885 | 1,625,511 | ||||||
KKR & Co., Inc. | 11,995 | 893,627 | ||||||
MarketAxess Holdings, Inc. | 820 | 337,241 | ||||||
Moody’s Corp. | 3,454 | 1,349,063 | ||||||
Morgan Stanley | 30,892 | 3,032,359 | ||||||
MSCI, Inc. | 1,828 | 1,119,997 | ||||||
Nasdaq, Inc. | 2,187 | 459,292 | ||||||
Northern Trust Corp. | 4,871 | 582,620 | ||||||
Raymond James Financial, Inc. | 3,572 | 358,629 | ||||||
S&P Global, Inc. | 5,319 | 2,510,196 | ||||||
State Street Corp. | 8,067 | 750,231 | ||||||
T. Rowe Price Group, Inc. | 4,838 | 951,344 | ||||||
|
| |||||||
Total Capital Markets |
| 29,300,763 | ||||||
Chemicals – 1.0% |
| |||||||
Air Products & Chemicals, Inc. | 4,371 | 1,329,920 | ||||||
Albemarle Corp. | 2,316 | 541,411 | ||||||
Celanese Corp. | 2,580 | 433,595 | ||||||
Corteva, Inc. | 15,951 | 754,163 | ||||||
Dow, Inc. | 15,357 | 871,049 | ||||||
DuPont de Nemours, Inc. | 11,836 | 956,112 | ||||||
Ecolab, Inc. | 5,724 | 1,342,793 | ||||||
International Flavors & Fragrances, Inc. | 4,726 | 711,972 | ||||||
LyondellBasell Industries N.V., Class A | 4,569 | 421,399 | ||||||
PPG Industries, Inc. | 5,206 | 897,723 | ||||||
Sherwin-Williams Co. (The) | 5,379 | 1,894,269 | ||||||
|
| |||||||
Total Chemicals |
| 10,154,406 | ||||||
Commercial Services & Supplies – 0.4% |
| |||||||
Cintas Corp. | 2,105 | 932,873 | ||||||
Copart, Inc.* | 4,955 | 751,277 | ||||||
Republic Services, Inc. | 4,269 | 595,312 | ||||||
Waste Connections, Inc. | 4,702 | 640,741 | ||||||
Waste Management, Inc. | 8,861 | 1,478,901 | ||||||
|
| |||||||
Total Commercial Services & Supplies |
| 4,399,104 | ||||||
Communications Equipment – 0.8% |
| |||||||
Arista Networks, Inc.* | 5,039 | 724,356 | ||||||
Cisco Systems, Inc. | 92,330 | 5,850,952 | ||||||
Motorola Solutions, Inc. | 3,461 | 940,354 | ||||||
|
| |||||||
Total Communications Equipment |
| 7,515,662 | ||||||
Construction & Engineering – 0.0% |
| |||||||
Quanta Services, Inc. | 2,530 | 290,090 | ||||||
Construction Materials – 0.1% |
| |||||||
Martin Marietta Materials, Inc. | 1,311 | 577,522 | ||||||
Vulcan Materials Co. | 2,748 | 570,430 | ||||||
|
| |||||||
Total Construction Materials |
| 1,147,952 | ||||||
Consumer Finance – 0.6% |
| |||||||
Ally Financial, Inc. | 7,448 | 354,599 | ||||||
American Express Co. | 14,195 | 2,322,302 | ||||||
Capital One Financial Corp. | 9,412 | 1,365,587 | ||||||
Discover Financial Services | 6,331 | 731,610 | ||||||
Synchrony Financial | 11,154 | 517,434 | ||||||
Upstart Holdings, Inc.* | 1,218 | 184,284 | ||||||
|
| |||||||
Total Consumer Finance |
| 5,475,816 | ||||||
Containers & Packaging – 0.2% |
| |||||||
Amcor PLC | 29,808 | 357,994 | ||||||
Avery Dennison Corp. | 1,371 | 296,918 | ||||||
Ball Corp. | 6,094 | 586,669 | ||||||
Crown Holdings, Inc. | 2,497 | 276,218 | ||||||
International Paper Co. | 6,728 | 316,082 | ||||||
|
| |||||||
Total Containers & Packaging |
| 1,833,881 | ||||||
Distributors – 0.1% |
| |||||||
Genuine Parts Co. | 2,727 | 382,325 | ||||||
LKQ Corp. | 5,621 | 337,429 | ||||||
Pool Corp. | 816 | 461,856 | ||||||
|
| |||||||
Total Distributors |
| 1,181,610 | ||||||
Diversified Financial Services – 1.1% |
| |||||||
Berkshire Hathaway, Inc., Class A* | 6 | 2,703,972 | ||||||
Berkshire Hathaway, Inc., Class B* | 27,157 | 8,119,943 | ||||||
|
| |||||||
Total Diversified Financial Services |
| 10,823,915 | ||||||
Diversified Telecommunication Services – 0.9% |
| |||||||
AT&T, Inc. | 153,588 | 3,778,265 | ||||||
Verizon Communications, Inc. | 89,099 | 4,629,584 | ||||||
|
| |||||||
Total Diversified Telecommunication Services |
| 8,407,849 | ||||||
Electric Utilities – 1.4% |
| |||||||
Alliant Energy Corp. | 5,732 | 352,346 | ||||||
American Electric Power Co., Inc. | 9,792 | 871,194 | ||||||
Duke Energy Corp. | 16,294 | 1,709,241 | ||||||
Edison International | 7,562 | 516,106 | ||||||
Entergy Corp. | 4,491 | 505,911 | ||||||
Evergy, Inc. | 4,793 | 328,848 | ||||||
Eversource Energy | 6,586 | 599,194 | ||||||
Exelon Corp. | 19,518 | 1,127,360 | ||||||
FirstEnergy Corp. | 11,525 | 479,325 | ||||||
NextEra Energy, Inc. | 42,055 | 3,926,255 | ||||||
PG&E Corp.* | 28,258 | 343,052 | ||||||
PPL Corp. | 17,176 | 516,311 | ||||||
Southern Co. (The) | 21,690 | 1,487,500 | ||||||
Xcel Energy, Inc. | 9,862 | 667,657 | ||||||
|
| |||||||
Total Electric Utilities |
| 13,430,300 | ||||||
Electrical Equipment – 0.5% |
| |||||||
AMETEK, Inc. | 5,262 | 773,724 | ||||||
Eaton Corp. PLC | 8,306 | 1,435,443 | ||||||
Emerson Electric Co. | 13,375 | 1,243,474 | ||||||
Generac Holdings, Inc.* | 1,223 | 430,398 | ||||||
Rockwell Automation, Inc. | 2,561 | 893,405 | ||||||
|
| |||||||
Total Electrical Equipment |
| 4,776,444 | ||||||
Electronic Equipment, Instruments & Components – 0.6% |
| |||||||
Amphenol Corp., Class A | 11,452 | 1,001,592 | ||||||
CDW Corp. | 3,128 | 640,552 |
See Notes to Financial Statements.
88 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
December 31, 2021
Investments | Shares | Value | ||||||
Cognex Corp. | 3,042 | $ | 236,546 | |||||
Corning, Inc. | 18,006 | 670,364 | ||||||
Keysight Technologies, Inc.* | 3,587 | 740,751 | ||||||
TE Connectivity Ltd. | 7,054 | 1,138,092 | ||||||
Teledyne Technologies, Inc.* | 775 | 338,590 | ||||||
Trimble, Inc.* | 4,562 | 397,761 | ||||||
Zebra Technologies Corp., Class A* | 976 | 580,915 | ||||||
|
| |||||||
Total Electronic Equipment, Instruments & Components |
| 5,745,163 | ||||||
Energy Equipment & Services – 0.2% |
| |||||||
Baker Hughes Co. | 12,397 | 298,272 | ||||||
Halliburton Co. | 19,821 | 453,306 | ||||||
Schlumberger N.V. | 30,064 | 900,417 | ||||||
|
| |||||||
Total Energy Equipment & Services |
| 1,651,995 | ||||||
Entertainment – 1.6% |
| |||||||
Activision Blizzard, Inc. | 16,366 | 1,088,830 | ||||||
AMC Entertainment Holdings, Inc., Class A* | 9,571 | 260,331 | ||||||
Electronic Arts, Inc. | 5,622 | 741,542 | ||||||
Netflix, Inc.* | 8,968 | 5,402,682 | ||||||
ROBLOX Corp., Class A* | 5,614 | 579,140 | ||||||
Roku, Inc.* | 2,215 | 505,463 | ||||||
Spotify Technology S.A.* | 2,145 | 501,994 | ||||||
Take-Two Interactive Software, Inc.* | 2,637 | 468,648 | ||||||
Walt Disney Co. (The)* | 39,680 | 6,146,035 | ||||||
|
| |||||||
Total Entertainment |
| 15,694,665 | ||||||
Equity Real Estate Investment Trusts (REITs) – 2.4% |
| |||||||
Alexandria Real Estate Equities, Inc. | 2,636 | 587,723 | ||||||
American Tower Corp. | 9,726 | 2,844,855 | ||||||
AvalonBay Communities, Inc. | 2,744 | 693,107 | ||||||
Boston Properties, Inc. | 2,604 | 299,929 | ||||||
Camden Property Trust | 1,630 | 291,248 | ||||||
Crown Castle International Corp. | 9,177 | 1,915,607 | ||||||
Digital Realty Trust, Inc. | 5,265 | 931,221 | ||||||
Duke Realty Corp. | 8,454 | 554,921 | ||||||
Equinix, Inc. | 1,840 | 1,556,346 | ||||||
Equity LifeStyle Properties, Inc. | 3,044 | 266,837 | ||||||
Equity Residential | 7,018 | 635,129 | ||||||
Essex Property Trust, Inc. | 1,288 | 453,672 | ||||||
Extra Space Storage, Inc. | 2,980 | 675,655 | ||||||
Healthpeak Properties, Inc. | 11,646 | 420,304 | ||||||
Invitation Homes, Inc. | 12,706 | 576,090 | ||||||
Kimco Realty Corp. | 11,443 | 282,070 | ||||||
Mid-America Apartment Communities, Inc. | 2,294 | 526,335 | ||||||
Prologis, Inc. | 15,419 | 2,595,943 | ||||||
Public Storage | 3,163 | 1,184,733 | ||||||
Realty Income Corp. | 7,367 | 527,403 | ||||||
SBA Communications Corp. | 2,167 | 843,006 | ||||||
Simon Property Group, Inc. | 6,971 | 1,113,757 | ||||||
Sun Communities, Inc. | 2,290 | 480,831 | ||||||
UDR, Inc. | 4,896 | 293,711 | ||||||
Ventas, Inc. | 7,402 | 378,390 | ||||||
VICI Properties, Inc. | 14,033 | 422,534 | ||||||
W.P. Carey, Inc. | 3,541 | 290,539 | ||||||
Welltower, Inc. | 8,979 | 770,129 | ||||||
Weyerhaeuser Co. | 15,593 | 642,120 | ||||||
|
| |||||||
Total Equity Real Estate Investment Trusts (REITs) |
| 23,054,145 | ||||||
Food & Staples Retailing – 1.3% |
| |||||||
Costco Wholesale Corp. | 9,692 | 5,502,148 | ||||||
Kroger Co. (The) | 14,729 | 666,635 | ||||||
Sysco Corp. | 11,459 | 900,104 | ||||||
Walgreens Boots Alliance, Inc. | 16,435 | 857,250 | ||||||
Walmart, Inc. | 30,554 | 4,420,858 | ||||||
|
| |||||||
Total Food & Staples Retailing |
| 12,346,995 | ||||||
Food Products – 0.6% |
| |||||||
Archer-Daniels-Midland Co. | 11,005 | 743,828 | ||||||
Conagra Brands, Inc. | 9,679 | 330,538 | ||||||
General Mills, Inc. | 13,551 | 913,066 | ||||||
Hershey Co. (The) | 2,986 | 577,701 | ||||||
Kellogg Co. | 5,236 | 337,303 | ||||||
Kraft Heinz Co. (The) | 13,753 | 493,733 | ||||||
McCormick & Co., Inc., Non-Voting Shares | 4,420 | 427,016 | ||||||
Mondelez International, Inc., Class A | 29,660 | 1,966,755 | ||||||
Tyson Foods, Inc., Class A | 5,847 | 509,625 | ||||||
|
| |||||||
Total Food Products |
| 6,299,565 | ||||||
Health Care Equipment & Supplies – 2.5% |
| |||||||
Abbott Laboratories | 38,850 | 5,467,749 | ||||||
ABIOMED, Inc.* | 806 | 289,491 | ||||||
Align Technology, Inc.* | 1,607 | 1,056,088 | ||||||
Baxter International, Inc. | 9,785 | 839,944 | ||||||
Becton, Dickinson and Co. | 6,093 | 1,532,268 | ||||||
Boston Scientific Corp.* | 29,661 | 1,259,999 | ||||||
Cooper Cos., Inc. (The) | 923 | 386,682 | ||||||
DexCom, Inc.* | 1,786 | 958,993 | ||||||
Edwards Lifesciences Corp.* | 13,186 | 1,708,246 | ||||||
Hologic, Inc.* | 4,093 | 313,360 | ||||||
IDEXX Laboratories, Inc.* | 1,770 | 1,165,474 | ||||||
Intuitive Surgical, Inc.* | 7,021 | 2,522,645 | ||||||
Medtronic PLC | 29,555 | 3,057,465 | ||||||
ResMed, Inc. | 2,710 | 705,901 | ||||||
STERIS PLC | 1,839 | 447,631 | ||||||
Stryker Corp. | 7,392 | 1,976,769 | ||||||
Teleflex, Inc. | 840 | 275,923 | ||||||
Zimmer Biomet Holdings, Inc. | 4,536 | 576,253 | ||||||
|
| |||||||
Total Health Care Equipment & Supplies |
| 24,540,881 | ||||||
Health Care Providers & Services – 2.4% |
| |||||||
AmerisourceBergen Corp. | 3,561 | 473,221 | ||||||
Anthem, Inc. | 5,176 | 2,399,283 | ||||||
Cardinal Health, Inc. | 6,660 | 342,923 | ||||||
Centene Corp.* | 10,329 | 851,110 | ||||||
Cigna Corp. | 7,001 | 1,607,640 | ||||||
CVS Health Corp. | 29,141 | 3,006,186 | ||||||
HCA Healthcare, Inc. | 5,199 | 1,335,727 | ||||||
Humana, Inc. | 2,520 | 1,168,927 | ||||||
Laboratory Corp. of America Holdings* | 2,228 | 700,060 | ||||||
McKesson Corp. | 3,428 | 852,098 |
See Notes to Financial Statements.
WisdomTree Trust | 89 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
December 31, 2021
Investments | Shares | Value | ||||||
Quest Diagnostics, Inc. | 2,746 | $ | 475,085 | |||||
UnitedHealth Group, Inc. | 19,532 | 9,807,799 | ||||||
|
| |||||||
Total Health Care Providers & Services |
| 23,020,059 | ||||||
Health Care Technology – 0.2% |
| |||||||
Cerner Corp. | 7,013 | 651,297 | ||||||
Teladoc Health, Inc.* | 3,202 | 294,008 | ||||||
Veeva Systems, Inc., Class A* | 2,732 | 697,971 | ||||||
|
| |||||||
Total Health Care Technology |
| 1,643,276 | ||||||
Hotels, Restaurants & Leisure – 1.8% |
| |||||||
Airbnb, Inc., Class A* | 7,073 | 1,177,584 | ||||||
Booking Holdings, Inc.* | 876 | 2,101,726 | ||||||
Caesars Entertainment, Inc.* | 3,509 | 328,197 | ||||||
Carnival Corp.* | 16,928 | 340,591 | ||||||
Chipotle Mexican Grill, Inc.* | 533 | 931,817 | ||||||
Darden Restaurants, Inc. | 2,292 | 345,267 | ||||||
Domino’s Pizza, Inc. | 792 | 446,949 | ||||||
DraftKings, Inc., Class A* | 7,951 | 218,414 | ||||||
Expedia Group, Inc.* | 2,959 | 534,751 | ||||||
Hilton Worldwide Holdings, Inc.* | 5,600 | 873,544 | ||||||
Marriott International, Inc., Class A* | 6,158 | 1,017,548 | ||||||
McDonald’s Corp. | 16,378 | 4,390,450 | ||||||
MGM Resorts International | 8,319 | 373,357 | ||||||
Royal Caribbean Cruises Ltd.* | 4,377 | 336,591 | ||||||
Starbucks Corp. | 25,992 | 3,040,284 | ||||||
Yum! Brands, Inc. | 5,627 | 781,365 | ||||||
|
| |||||||
Total Hotels, Restaurants & Leisure |
| 17,238,435 | ||||||
Household Durables – 0.2% |
| |||||||
D.R. Horton, Inc. | 7,112 | 771,297 | ||||||
Garmin Ltd. | 3,048 | 415,046 | ||||||
Lennar Corp., Class A | 5,270 | 612,163 | ||||||
NVR, Inc.* | 47 | 277,717 | ||||||
|
| |||||||
Total Household Durables |
| 2,076,223 | ||||||
Household Products – 1.2% |
| |||||||
Church & Dwight Co., Inc. | 4,533 | 464,633 | ||||||
Clorox Co. (The) | 2,724 | 474,957 | ||||||
Colgate-Palmolive Co. | 18,433 | 1,573,072 | ||||||
Kimberly-Clark Corp. | 6,699 | 957,421 | ||||||
Procter & Gamble Co. (The) | 52,395 | 8,570,774 | ||||||
|
| |||||||
Total Household Products |
| 12,040,857 | ||||||
Industrial Conglomerates – 0.8% |
| |||||||
3M Co. | 12,795 | 2,272,776 | ||||||
General Electric Co. | 20,843 | 1,969,038 | ||||||
Honeywell International, Inc. | 14,764 | 3,078,442 | ||||||
Roper Technologies, Inc. | 1,880 | 924,697 | ||||||
|
| |||||||
Total Industrial Conglomerates |
| 8,244,953 | ||||||
Insurance – 1.5% |
| |||||||
Aflac, Inc. | 14,159 | 826,744 | ||||||
Allstate Corp. (The) | 6,121 | 720,136 | ||||||
American International Group, Inc. | 16,344 | 929,320 | ||||||
Aon PLC, Class A | 4,808 | 1,445,092 | ||||||
Arthur J. Gallagher & Co. | 4,422 | 750,281 | ||||||
Athene Holding Ltd., Class A* | 3,542 | 295,155 | ||||||
Chubb Ltd. | 8,707 | 1,683,150 | ||||||
Cincinnati Financial Corp. | 2,762 | 314,675 | ||||||
Hartford Financial Services Group, Inc. (The) | 7,181 | 495,776 | ||||||
Markel Corp.* | 349 | 430,666 | ||||||
Marsh & McLennan Cos., Inc. | 10,009 | 1,739,764 | ||||||
MetLife, Inc. | 16,440 | 1,027,335 | ||||||
Principal Financial Group, Inc. | 4,791 | 346,533 | ||||||
Progressive Corp. (The) | 12,232 | 1,255,615 | ||||||
Prudential Financial, Inc. | 8,037 | 869,925 | ||||||
Travelers Cos., Inc. (The) | 4,507 | 705,030 | ||||||
Willis Towers Watson PLC | 2,651 | 629,586 | ||||||
|
| |||||||
Total Insurance |
| 14,464,783 | ||||||
Interactive Media & Services – 5.8% |
| |||||||
Alphabet, Inc., Class A* | 6,569 | 19,030,656 | ||||||
Alphabet, Inc., Class C* | 6,144 | 17,778,217 | ||||||
Match Group, Inc.* | 5,279 | 698,148 | ||||||
Meta Platforms, Inc., Class A* | 49,254 | 16,566,583 | ||||||
Pinterest, Inc., Class A* | 11,601 | 421,696 | ||||||
Snap, Inc., Class A* | 23,369 | 1,099,044 | ||||||
Twitter, Inc.* | 17,498 | 756,263 | ||||||
|
| |||||||
Total Interactive Media & Services |
| 56,350,607 | ||||||
Internet & Direct Marketing Retail – 3.4% |
| |||||||
Amazon.com, Inc.* | 9,427 | 31,432,823 | ||||||
DoorDash, Inc., Class A* | 3,887 | 578,774 | ||||||
eBay, Inc. | 14,023 | 932,530 | ||||||
Etsy, Inc.* | 2,604 | 570,120 | ||||||
Wayfair, Inc., Class A* | 1,003 | 190,540 | ||||||
|
| |||||||
Total Internet & Direct Marketing Retail |
| 33,704,787 | ||||||
IT Services – 4.6% |
| |||||||
Accenture PLC, Class A | 14,497 | 6,009,731 | ||||||
Affirm Holdings, Inc.* | 3,434 | 345,323 | ||||||
Akamai Technologies, Inc.* | 3,575 | 418,418 | ||||||
Automatic Data Processing, Inc. | 9,354 | 2,306,509 | ||||||
Block, Inc.* | 8,809 | 1,422,742 | ||||||
Broadridge Financial Solutions, Inc. | 2,623 | 479,537 | ||||||
Cloudflare, Inc., Class A* | 3,666 | 482,079 | ||||||
Cognizant Technology Solutions Corp., Class A | 11,944 | 1,059,672 | ||||||
EPAM Systems, Inc.* | 1,215 | 812,167 | ||||||
Fidelity National Information Services, Inc. | 13,121 | 1,432,157 | ||||||
Fiserv, Inc.* | 12,137 | 1,259,699 | ||||||
FleetCor Technologies, Inc.* | 1,656 | 370,679 | ||||||
Gartner, Inc.* | 1,898 | 634,539 | ||||||
Global Payments, Inc. | 5,667 | 766,065 | ||||||
International Business Machines Corp. | 19,370 | 2,588,994 | ||||||
MasterCard, Inc., Class A | 19,022 | 6,834,985 | ||||||
MongoDB, Inc.* | 952 | 503,941 | ||||||
Okta, Inc.* | 2,745 | 615,347 | ||||||
Paychex, Inc. | 6,961 | 950,177 | ||||||
PayPal Holdings, Inc.* | 25,658 | 4,838,586 | ||||||
Snowflake, Inc., Class A* | 5,743 | 1,945,441 | ||||||
Twilio, Inc., Class A* | 3,505 | 923,007 |
See Notes to Financial Statements.
90 | WisdomTree Trust |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
December 31, 2021
Investments | Shares | Value | ||||||
VeriSign, Inc.* | 1,859 | $ | 471,851 | |||||
Visa, Inc., Class A | 36,786 | 7,971,894 | ||||||
|
| |||||||
Total IT Services |
| 45,443,540 | ||||||
Leisure Products – 0.0% |
| |||||||
Peloton Interactive, Inc., Class A* | 4,837 | 172,971 | ||||||
Life Sciences Tools & Services – 1.8% |
| |||||||
Agilent Technologies, Inc. | 6,026 | 962,051 | ||||||
Avantor, Inc.* | 10,619 | 447,485 | ||||||
Bio-Rad Laboratories, Inc., Class A* | 400 | 302,228 | ||||||
Bio-Techne Corp. | 743 | 384,384 | ||||||
Charles River Laboratories International, Inc.* | 917 | 345,507 | ||||||
Danaher Corp. | 14,466 | 4,759,459 | ||||||
Illumina, Inc.* | 2,637 | 1,003,220 | ||||||
IQVIA Holdings, Inc.* | 4,087 | 1,153,106 | ||||||
Mettler-Toledo International, Inc.* | 441 | 748,470 | ||||||
PerkinElmer, Inc. | 1,830 | 367,940 | ||||||
Repligen Corp.* | 873 | 231,205 | ||||||
Thermo Fisher Scientific, Inc. | 8,469 | 5,650,855 | ||||||
Waters Corp.* | 1,276 | 475,438 | ||||||
West Pharmaceutical Services, Inc. | 1,348 | 632,226 | ||||||
|
| |||||||
Total Life Sciences Tools & Services |
| 17,463,574 | ||||||
Machinery – 1.3% |
| |||||||
Caterpillar, Inc. | 11,972 | 2,475,091 | ||||||
Cummins, Inc. | 3,125 | 681,688 | ||||||
Deere & Co. | 6,232 | 2,136,890 | ||||||
Dover Corp. | 3,144 | 570,950 | ||||||
Fortive Corp. | 7,181 | 547,838 | ||||||
IDEX Corp. | 1,387 | 327,776 | ||||||
Illinois Tool Works, Inc. | 6,048 | 1,492,646 | ||||||
Ingersoll Rand, Inc. | 6,282 | 388,667 | ||||||
Otis Worldwide Corp. | 8,784 | 764,823 | ||||||
PACCAR, Inc. | 7,226 | 637,767 | ||||||
Parker-Hannifin Corp. | 2,971 | 945,135 | ||||||
Stanley Black & Decker, Inc. | 3,445 | 649,796 | ||||||
Westinghouse Air Brake Technologies Corp. | 3,937 | 362,637 | ||||||
Xylem, Inc. | 3,643 | 436,869 | ||||||
|
| |||||||
Total Machinery |
| 12,418,573 | ||||||
Media – 0.8% |
| |||||||
Charter Communications, Inc., Class A* | 2,618 | 1,706,857 | ||||||
Comcast Corp., Class A | 100,133 | 5,039,694 | ||||||
Liberty Broadband Corp., Class C* | 3,396 | 547,096 | ||||||
Omnicom Group, Inc. | 4,513 | 330,667 | ||||||
ViacomCBS, Inc., Class B | 11,471 | 346,195 | ||||||
|
| |||||||
Total Media |
| 7,970,509 | ||||||
Metals & Mining – 0.3% |
| |||||||
Freeport-McMoRan, Inc. | 31,152 | 1,299,973 | ||||||
Newmont Corp. | 15,532 | 963,294 | ||||||
Nucor Corp. | 5,605 | 639,811 | ||||||
|
| |||||||
Total Metals & Mining |
| 2,903,078 | ||||||
Multi-Utilities – 0.5% |
| |||||||
Ameren Corp. | 4,906 | 436,683 | ||||||
CenterPoint Energy, Inc. | 9,794 | 273,351 | ||||||
CMS Energy Corp. | 4,853 | 315,688 | ||||||
Consolidated Edison, Inc. | 6,641 | 566,610 | ||||||
Dominion Energy, Inc. | 16,999 | 1,335,441 | ||||||
DTE Energy Co. | 3,475 | 415,401 | ||||||
Public Service Enterprise Group, Inc. | 9,663 | 644,812 | ||||||
Sempra Energy | 5,370 | 710,344 | ||||||
WEC Energy Group, Inc. | 6,469 | 627,946 | ||||||
|
| |||||||
Total Multi-Utilities |
| 5,326,276 | ||||||
Multiline Retail – 0.4% |
| |||||||
Dollar General Corp. | 4,567 | 1,077,036 | ||||||
Dollar Tree, Inc.* | 5,299 | 744,615 | ||||||
Target Corp. | 10,144 | 2,347,727 | ||||||
|
| |||||||
Total Multiline Retail |
| 4,169,378 | ||||||
Oil, Gas & Consumable Fuels – 2.1% |
| |||||||
Cheniere Energy, Inc. | 5,884 | 596,755 | ||||||
Chevron Corp. | 41,756 | 4,900,067 | ||||||
ConocoPhillips | 28,222 | 2,037,064 | ||||||
Devon Energy Corp. | 11,959 | 526,794 | ||||||
Diamondback Energy, Inc. | 3,085 | 332,717 | ||||||
EOG Resources, Inc. | 9,671 | 859,075 | ||||||
Exxon Mobil Corp. | 92,549 | 5,663,073 | ||||||
Hess Corp. | 5,744 | 425,228 | ||||||
Kinder Morgan, Inc. | 44,828 | 710,972 | ||||||
Marathon Petroleum Corp. | 13,670 | 874,743 | ||||||
Occidental Petroleum Corp. | 18,964 | 549,766 | ||||||
ONEOK, Inc. | 8,340 | 490,059 | ||||||
Phillips 66 | 9,398 | 680,979 | ||||||
Pioneer Natural Resources Co. | 5,022 | 913,402 | ||||||
Valero Energy Corp. | 8,881 | 667,052 | ||||||
Williams Cos., Inc. (The) | 26,583 | 692,221 | ||||||
|
| |||||||
Total Oil, Gas & Consumable Fuels |
| 20,919,967 | ||||||
Personal Products – 0.2% |
| |||||||
Estee Lauder Cos., Inc. (The), Class A | 4,909 | 1,817,312 | ||||||
Pharmaceuticals – 3.3% |
| |||||||
Bristol-Myers Squibb Co. | 48,952 | 3,052,157 | ||||||
Catalent, Inc.* | 2,740 | 350,802 | ||||||
Eli Lilly & Co. | 17,382 | 4,801,256 | ||||||
Johnson & Johnson | 57,422 | 9,823,181 | ||||||
Merck & Co., Inc. | 54,439 | 4,172,205 | ||||||
Pfizer, Inc. | 121,952 | 7,201,266 | ||||||
Royalty Pharma PLC, Class A | 6,655 | 265,202 | ||||||
Viatris, Inc. | 23,286 | 315,060 | ||||||
Zoetis, Inc. | 10,524 | 2,568,172 | ||||||
|
| |||||||
Total Pharmaceuticals |
| 32,549,301 | ||||||
Professional Services – 0.4% |
| |||||||
CoStar Group, Inc.* | 7,143 | 564,511 | ||||||
Equifax, Inc. | 2,177 | 637,404 | ||||||
IHS Markit Ltd. | 8,462 | 1,124,769 | ||||||
Jacobs Engineering Group, Inc. | 3,015 | 419,779 | ||||||
Leidos Holdings, Inc. | 2,548 | 226,517 | ||||||
TransUnion | 3,261 | 386,689 | ||||||
Verisk Analytics, Inc. | 3,259 | 745,431 | ||||||
|
| |||||||
Total Professional Services |
| 4,105,100 |
See Notes to Financial Statements.
WisdomTree Trust | 91 |
Schedule of Investments (unaudited) (continued)
WisdomTree U.S. Efficient Core Fund (NTSX)
December 31, 2021
Investments | Shares | Value | ||||||
Real Estate Management & Development – 0.1% |
| |||||||
CBRE Group, Inc., Class A* | 7,054 | $ | 765,430 | |||||
Road & Rail – 1.0% |
| |||||||
CSX Corp. | 43,415 | 1,632,404 | ||||||
JB Hunt Transport Services, Inc. | 1,412 | 288,613 | ||||||
Lyft, Inc. , Class A* | 4,754 | 203,138 | ||||||
Norfolk Southern Corp. | 5,227 | 1,556,130 | ||||||
Old Dominion Freight Line, Inc. | 2,162 | 774,818 | ||||||
Uber Technologies, Inc.* | 37,169 | 1,558,496 | ||||||
Union Pacific Corp. | 14,324 | 3,608,645 | ||||||
|
| |||||||
Total Road & Rail |
| 9,622,244 | ||||||
Semiconductors & Semiconductor Equipment – 5.4% |
| |||||||
Advanced Micro Devices, Inc.* | 26,700 | 3,842,130 | ||||||
Analog Devices, Inc. | 11,523 | 2,025,398 | ||||||
Applied Materials, Inc. | 18,947 | 2,981,500 | ||||||
Broadcom, Inc. | 6,918 | 4,603,306 | ||||||
Enphase Energy, Inc.* | 2,505 | 458,265 | ||||||
Entegris, Inc. | 2,269 | 314,438 | ||||||
Intel Corp. | 84,432 | 4,348,248 | ||||||
KLA Corp. | 2,968 | 1,276,566 | ||||||
Lam Research Corp. | 2,783 | 2,001,394 | ||||||
Marvell Technology, Inc. | 13,782 | 1,205,787 | ||||||
Microchip Technology, Inc. | 10,966 | 954,700 | ||||||
Micron Technology, Inc. | 25,046 | 2,333,035 | ||||||
Monolithic Power Systems, Inc. | 863 | 425,744 | ||||||
NVIDIA Corp. | 50,683 | 14,906,377 | ||||||
ON Semiconductor Corp.* | 7,664 | 520,539 | ||||||
Qorvo, Inc.* | 2,144 | 335,300 | ||||||
QUALCOMM, Inc. | 24,794 | 4,534,079 | ||||||
Skyworks Solutions, Inc. | 3,478 | 539,577 | ||||||
Teradyne, Inc. | 3,240 | 529,837 | ||||||
Texas Instruments, Inc. | 20,263 | 3,818,968 | ||||||
Xilinx, Inc. | 5,175 | 1,097,255 | ||||||
|
| |||||||
Total Semiconductors & Semiconductor Equipment |
| 53,052,443 | ||||||
Software – 9.5% |
| |||||||
Adobe, Inc.* | 10,241 | 5,807,261 | ||||||
ANSYS, Inc.* | 1,768 | 709,180 | ||||||
Atlassian Corp. PLC, Class A* | 2,334 | 889,931 | ||||||
Autodesk, Inc.* | 4,587 | 1,289,819 | ||||||
Avalara, Inc.* | 1,484 | 191,599 | ||||||
Bill.com Holdings, Inc.* | 1,400 | 348,810 | ||||||
Cadence Design Systems, Inc.* | 5,936 | 1,106,174 | ||||||
Coupa Software, Inc.* | 1,308 | 206,729 | ||||||
Crowdstrike Holdings, Inc., Class A* | 4,592 | 940,212 | ||||||
Datadog, Inc., Class A* | 4,065 | 724,017 | ||||||
DocuSign, Inc.* | 3,890 | 592,486 | ||||||
Dynatrace, Inc.* | 3,724 | 224,743 | ||||||
Fortinet, Inc.* | 2,764 | 993,382 | ||||||
HubSpot, Inc.* | 842 | 555,004 | ||||||
Intuit, Inc. | 5,363 | 3,449,589 | ||||||
Microsoft Corp. | 163,262 | 54,908,276 | ||||||
Nuance Communications, Inc.* | 6,109 | 337,950 | ||||||
Oracle Corp. | 34,883 | 3,042,146 | ||||||
Palantir Technologies, Inc., Class A* | 33,986 | 618,885 | ||||||
Palo Alto Networks, Inc.* | 2,199 | 1,224,315 | ||||||
Paycom Software, Inc.* | 999 | 414,775 | ||||||
RingCentral, Inc., Class A* | 1,386 | 259,667 | ||||||
salesforce.com, Inc.* | 19,653 | 4,994,417 | ||||||
ServiceNow, Inc.* | 3,942 | 2,558,792 | ||||||
Splunk, Inc.* | 3,256 | 376,784 | ||||||
SS&C Technologies Holdings, Inc. | 5,422 | 444,496 | ||||||
Synopsys, Inc.* | 3,005 | 1,107,343 | ||||||
Trade Desk, Inc. (The), Class A* | 8,451 | 774,450 | ||||||
Tyler Technologies, Inc.* | 823 | 442,733 | ||||||
Unity Software, Inc.* | 2,059 | 294,416 | ||||||
Workday, Inc., Class A* | 3,828 | 1,045,733 | ||||||
Zendesk, Inc.* | 2,127 | 221,825 | ||||||
Zoom Video Communications, Inc., Class A* | 4,439 | 816,376 | ||||||
Zscaler, Inc.* | 1,703 | 547,225 | ||||||
|
| |||||||
Total Software |
| 92,459,540 | ||||||
Specialty Retail – 2.2% |
| |||||||
Advance Auto Parts, Inc. | 1,039 | 249,235 | ||||||
AutoZone, Inc.* | 428 | 897,255 | ||||||
Bath & Body Works, Inc. | 5,148 | 359,279 | ||||||
Best Buy Co., Inc. | 4,870 | 494,792 | ||||||
Burlington Stores, Inc.* | 1,250 | 364,388 | ||||||
CarMax, Inc.* | 3,194 | 415,955 | ||||||
Carvana Co.* | 1,249 | 289,506 | ||||||
Home Depot, Inc. (The) | 23,028 | 9,556,850 | ||||||
Lowe’s Cos., Inc. | 15,478 | 4,000,753 | ||||||
O’Reilly Automotive, Inc.* | 1,617 | 1,141,974 | ||||||
Ross Stores, Inc. | 6,956 | 794,932 | ||||||
TJX Cos., Inc. (The) | 26,484 | 2,010,665 | ||||||
Tractor Supply Co. | 2,564 | 611,770 | ||||||
Ulta Beauty, Inc.* | 1,019 | 420,174 | ||||||
|
| |||||||
Total Specialty Retail |
| 21,607,528 | ||||||
Technology Hardware, Storage & Peripherals – 6.4% |
| |||||||
Apple, Inc. | 341,222 | 60,590,791 | ||||||
Dell Technologies, Inc., Class C* | 6,341 | 356,174 | ||||||
Hewlett Packard Enterprise Co. | 27,520 | 433,990 | ||||||
HP, Inc. | 24,940 | 939,490 | ||||||
NetApp, Inc. | 3,091 | 284,341 | ||||||
Western Digital Corp.* | 7,081 | 461,752 | ||||||
|
| |||||||
Total Technology Hardware, Storage & Peripherals |
| 63,066,538 | ||||||
Textiles, Apparel & Luxury Goods – 0.6% |
| |||||||
lululemon athletica, Inc.* | 2,209 | 864,713 | ||||||
NIKE, Inc., Class B | 27,454 | 4,575,758 | ||||||
VF Corp. | 6,982 | 511,222 | ||||||
|
| |||||||
Total Textiles, Apparel & Luxury Goods |
| 5,951,693 | ||||||
Tobacco – 0.5% |
| |||||||
Altria Group, Inc. | 38,096 | 1,805,369 | ||||||
Philip Morris International, Inc. | 32,599 | 3,096,905 | ||||||
|
| |||||||
Total Tobacco |
| 4,902,274 | ||||||
Trading Companies & Distributors – 0.2% |
| |||||||
Fastenal Co. | 11,233 | 719,586 |
See Notes to Financial Statements.
92 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree U.S. Efficient Core Fund (NTSX)
December 31, 2021
Investments | Shares | Value | ||||||
United Rentals, Inc.* | 1,648 | $ | 547,614 | |||||
W.W. Grainger, Inc. | 963 | 499,065 | ||||||
|
| |||||||
Total Trading Companies & Distributors |
| 1,766,265 | ||||||
Water Utilities – 0.1% |
| |||||||
American Water Works Co., Inc. | 3,874 | 731,644 | ||||||
Wireless Telecommunication Services – 0.2% |
| |||||||
T-Mobile U.S., Inc.* | 14,058 | 1,630,447 | ||||||
Total United States |
| 875,815,229 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 90.4% (Cost: $705,317,758) |
| 884,023,855 | ||||||
Other Assets less Liabilities – 9.6% |
| 94,302,349 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 978,326,204 |
* | Non-income producing security. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Long Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
2 Year U.S. Treasury Note | 526 | 3/31/22 | $ | 114,758,407 | $ | (113,646 | ) | |||||||||
5 Year U.S. Treasury Note | 951 | 3/31/22 | 115,048,711 | 392,855 | ||||||||||||
10 Year U.S. Treasury Note | 881 | 3/22/22 | 114,942,969 | 1,137,987 | ||||||||||||
U.S. Treasury Long Bond | 718 | 3/22/22 | 115,194,125 | 1,498,827 | ||||||||||||
Ultra 10 Year U.S. Treasury Note | 785 | 3/22/22 | 114,953,437 | 1,688,869 | ||||||||||||
$ | 574,897,649 | $ | 4,604,892 |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 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 | $ | 884,023,855 | $ | — | $ | — | $ | 884,023,855 | ||||||||
Total Investments in Securities | $ | 884,023,855 | $ | — | $ | — | $ | 884,023,855 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | 4,718,538 | $ | — | $ | — | $ | 4,718,538 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (113,646 | ) | $ | — | $ | — | $ | (113,646 | ) | ||||||
Total – Net | $ | 888,628,747 | $ | — | $ | — | $ | 888,628,747 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 93 |
Schedule of Investments (unaudited)
WisdomTree Artificial Intelligence and Innovation Fund (WTAI)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 100.0% |
| |||||||
Australia – 2.9% |
| |||||||
IT Services – 1.6% |
| |||||||
Appen Ltd. | 2,376 | $ | 19,279 | |||||
Software – 1.3% |
| |||||||
BrainChip Holdings Ltd.* | 32,750 | 16,191 | ||||||
Total Australia | 35,470 | |||||||
Canada – 3.1% |
| |||||||
Machinery – 1.6% |
| |||||||
ATS Automation Tooling Systems, Inc.* | 500 | 19,887 | ||||||
Software – 1.5% |
| |||||||
Kinaxis, Inc.* | 131 | 18,390 | ||||||
Total Canada |
| 38,277 | ||||||
China – 8.4% |
| |||||||
Auto Components – 1.6% |
| |||||||
Nexteer Automotive Group Ltd. | 16,000 | 19,866 | ||||||
Automobiles – 1.1% |
| |||||||
NIO, Inc., ADR* | 439 | 13,908 | ||||||
Interactive Media & Services – 2.0% |
| |||||||
Baidu, Inc., ADR* | 87 | 12,945 | ||||||
Tencent Holdings Ltd. | 200 | 11,718 | ||||||
|
| |||||||
Total Interactive Media & Services |
| 24,663 | ||||||
Internet & Direct Marketing Retail – 0.8% |
| |||||||
Alibaba Group Holding Ltd., ADR* | 83 | 9,860 | ||||||
Semiconductors & Semiconductor Equipment – 1.7% |
| |||||||
NXP Semiconductors N.V. | 90 | 20,500 | ||||||
Technology Hardware, Storage & Peripherals – 1.2% |
| |||||||
Xiaomi Corp., Class B* | 5,800 | 14,060 | ||||||
Total China |
| 102,857 | ||||||
Germany – 1.5% |
| |||||||
Auto Components – 1.5% |
| |||||||
Continental AG* | 174 | 18,424 | ||||||
Israel – 1.3% |
| |||||||
Health Care Equipment & Supplies – 0.6% |
| |||||||
Nano-X Imaging Ltd.* | 508 | 7,387 | ||||||
Technology Hardware, Storage & Peripherals – 0.7% |
| |||||||
Nano Dimension Ltd., ADR* | 2,234 | 8,489 | ||||||
Total Israel |
| 15,876 | ||||||
Italy – 0.7% |
| |||||||
Software – 0.7% |
| |||||||
Kaleyra, Inc.* | 864 | 8,675 | ||||||
Japan – 11.1% |
| |||||||
Auto Components – 2.0% |
| |||||||
Denso Corp. | 300 | 24,825 | ||||||
Commercial Services & Supplies – 0.5% |
| |||||||
MetaReal Corp. | 500 | 6,487 | ||||||
Electronic Equipment, Instruments & Components – 1.6% |
| |||||||
Omron Corp. | 200 | 19,904 | ||||||
IT Services – 0.9% |
| |||||||
Neural Pocket, Inc.* | 800 | 10,303 | ||||||
Machinery – 1.7% |
| |||||||
FANUC Corp. | 100 | 21,171 | ||||||
Software – 3.2% |
| |||||||
AI inside, Inc.* | 300 | 15,527 | ||||||
PKSHA Technology, Inc.* | 1,100 | 23,995 | ||||||
|
| |||||||
Total Software |
| 39,522 | ||||||
Wireless Telecommunication Services – 1.2% |
| |||||||
SoftBank Group Corp. | 300 | 14,156 | ||||||
Total Japan |
| 136,368 | ||||||
Netherlands – 1.4% |
| |||||||
Semiconductors & Semiconductor Equipment – 1.4% |
| |||||||
ASML Holding N.V., Registered shares | 22 | 17,515 | ||||||
South Korea – 5.5% |
| |||||||
Semiconductors & Semiconductor Equipment – 2.1% |
| |||||||
SK Hynix, Inc. | 229 | 25,236 | ||||||
Software – 1.6% |
| |||||||
Alchera, Inc.* | 687 | 19,736 | ||||||
Technology Hardware, Storage & Peripherals – 1.8% |
| |||||||
Samsung Electronics Co., Ltd. | 344 | 22,658 | ||||||
Total South Korea |
| 67,630 | ||||||
Sweden – 2.2% |
| |||||||
Electronic Equipment, Instruments & Components – 2.2% |
| |||||||
Hexagon AB, Class B | 1,226 | 19,452 | ||||||
Smart Eye AB* | 349 | 7,578 | ||||||
Total Electronic Equipment, Instruments & Components |
| 27,030 | ||||||
Switzerland – 1.6% |
| |||||||
Semiconductors & Semiconductor Equipment – 1.6% |
| |||||||
STMicroelectronics N.V. | 411 | 20,271 | ||||||
Taiwan – 6.8% |
| |||||||
Semiconductors & Semiconductor Equipment – 6.8% |
| |||||||
Alchip Technologies Ltd. | 500 | 18,433 | ||||||
Macronix International Co., Ltd. | 15,000 | 22,879 | ||||||
Nanya Technology Corp. | 8,000 | 22,583 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd., ADR | 164 | 19,731 | ||||||
Total Semiconductors & Semiconductor Equipment |
| 83,626 | ||||||
United Kingdom – 1.2% |
| |||||||
Software – 1.2% |
| |||||||
Darktrace PLC* | 2,548 | 14,502 | ||||||
United States – 52.3% |
| |||||||
Auto Components – 1.6% |
| |||||||
Luminar Technologies, Inc.* | 1,171 | 19,802 | ||||||
Automobiles – 1.3% |
| |||||||
Tesla, Inc.* | 15 | 15,852 | ||||||
Biotechnology – 1.0% |
| |||||||
Recursion Pharmaceuticals, Inc., Class A* | 732 | 12,539 |
See Notes to Financial Statements.
94 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree Artificial Intelligence and Innovation Fund (WTAI)
December 31, 2021
Investments | Shares | Value | ||||||
Consumer Finance – 0.5% |
| |||||||
Upstart Holdings, Inc.* | 44 | $ | 6,657 | |||||
Electrical Equipment – 0.9% |
| |||||||
Stem, Inc.* | 568 | 10,775 | ||||||
Electronic Equipment, Instruments & Components – 3.7% |
| |||||||
Cognex Corp. | 204 | 15,863 | ||||||
FARO Technologies, Inc.* | 219 | 15,334 | ||||||
Velodyne Lidar, Inc.* | 3,060 | 14,199 | ||||||
|
| |||||||
Total Electronic Equipment, Instruments & Components |
| 45,396 | ||||||
Health Care Equipment & Supplies – 0.9% |
| |||||||
Stereotaxis, Inc.* | 1,751 | 10,856 | ||||||
Insurance – 0.7% |
| |||||||
Lemonade, Inc.* | 201 | 8,464 | ||||||
Interactive Media & Services – 1.2% |
| |||||||
Alphabet, Inc., Class A* | 5 | 14,485 | ||||||
Internet & Direct Marketing Retail – 1.4% |
| |||||||
Amazon.com, Inc.* | 4 | 13,337 | ||||||
Remark Holdings, Inc.* | 4,628 | 4,589 | ||||||
|
| |||||||
Total Internet & Direct Marketing Retail |
| 17,926 | ||||||
IT Services – 3.5% |
| |||||||
Grid Dynamics Holdings, Inc.* | 680 | 25,819 | ||||||
Twilio, Inc., Class A* | 64 | 16,854 | ||||||
|
| |||||||
Total IT Services |
| 42,673 | ||||||
Life Sciences Tools & Services – 1.0% |
| |||||||
Illumina, Inc.* | 32 | 12,174 | ||||||
Semiconductors & Semiconductor Equipment – 15.2% |
| |||||||
Advanced Micro Devices, Inc.* | 144 | 20,722 | ||||||
Analog Devices, Inc. | 103 | 18,104 | ||||||
Ceva, Inc.* | 416 | 17,988 | ||||||
Lattice Semiconductor Corp.* | 243 | 18,726 | ||||||
Marvell Technology, Inc. | 276 | 24,147 | ||||||
NVIDIA Corp. | 66 | 19,411 | ||||||
ON Semiconductor Corp.* | 331 | 22,481 | ||||||
QUALCOMM, Inc. | 125 | 22,859 | ||||||
Teradyne, Inc. | 136 | 22,240 | ||||||
|
| |||||||
Total Semiconductors & Semiconductor Equipment |
| 186,678 | ||||||
Software – 18.1% |
| |||||||
Appian Corp.* | 193 | 12,586 | ||||||
Autodesk, Inc.* | 44 | 12,372 | ||||||
C3.ai, Inc., Class A* | 412 | 12,875 | ||||||
Cadence Design Systems, Inc.* | 109 | 20,312 | ||||||
Cerence, Inc.* | 182 | 13,948 | ||||||
Crowdstrike Holdings, Inc., Class A* | 71 | 14,537 | ||||||
Dynatrace, Inc.* | 256 | 15,450 | ||||||
Microsoft Corp. | 40 | 13,453 | ||||||
Pegasystems, Inc. | 163 | 18,227 | ||||||
PROS Holdings, Inc.* | 653 | 22,522 | ||||||
Synopsys, Inc.* | 58 | 21,373 | ||||||
UiPath, Inc., Class A* | 346 | 14,923 | ||||||
Veritone, Inc.* | 629 | 14,140 | ||||||
Yext, Inc.* | 1,601 | 15,882 | ||||||
|
| |||||||
Total Software |
| 222,600 | ||||||
Technology Hardware, Storage & Peripherals – 1.3% |
| |||||||
Apple, Inc. | 89 | 15,804 | ||||||
Total United States |
| 642,681 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.0% (Cost: $1,249,485) |
| 1,229,202 | ||||||
Other Assets less Liabilities – (0.0)% |
| (184 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 1,229,018 |
* | Non-income producing security. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | $ | 1,229,202 | $ | — | $ | — | $ | 1,229,202 | ||||||||
Total Investments in Securities | $ | 1,229,202 | $ | — | $ | — | $ | 1,229,202 |
See Notes to Financial Statements.
WisdomTree Trust | 95 |
Schedule of Investments (unaudited)
WisdomTree BioRevolution Fund (WDNA)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.9% |
| |||||||
Denmark – 3.3% |
| |||||||
Biotechnology – 1.0% |
| |||||||
Genmab A/S, ADR* | 1,080 | $ | 42,725 | |||||
Chemicals – 2.3% |
| |||||||
Chr Hansen Holding A/S | 448 | 35,304 | ||||||
Novozymes A/S, Class B | 772 | 63,410 | ||||||
|
| |||||||
Total Chemicals |
| 98,714 | ||||||
Total Denmark |
| 141,439 | ||||||
Germany – 5.1% |
| |||||||
Biotechnology – 1.8% |
| |||||||
BioNTech SE, ADR* | 240 | 61,872 | ||||||
CureVac N.V.* | 439 | 15,062 | ||||||
|
| |||||||
Total Biotechnology |
| 76,934 | ||||||
Life Sciences Tools & Services – 1.2% |
| |||||||
Evotec SE* | 1,038 | 50,168 | ||||||
Oil, Gas & Consumable Fuels – 1.3% |
| |||||||
VERBIO Vereinigte BioEnergie AG | 824 | 56,504 | ||||||
Pharmaceuticals – 0.8% |
| |||||||
Bayer AG, Registered Shares | 592 | 31,641 | ||||||
Total Germany |
| 215,247 | ||||||
Japan – 2.3% |
| |||||||
Biotechnology – 1.2% |
| |||||||
Takara Bio, Inc. | 2,200 | 50,513 | ||||||
Pharmaceuticals – 1.1% |
| |||||||
Takeda Pharmaceutical Co., Ltd. | 1,700 | 46,311 | ||||||
Total Japan |
| 96,824 | ||||||
Netherlands – 0.4% |
| |||||||
Biotechnology – 0.4% |
| |||||||
uniQure N.V.* | 811 | 16,820 | ||||||
Sweden – 2.0% |
| |||||||
Biotechnology – 1.5% |
| |||||||
Vitrolife AB | 1,040 | 64,326 | ||||||
Life Sciences Tools & Services – 0.5% |
| |||||||
BICO Group AB, Class B* | 733 | 22,491 | ||||||
Total Sweden |
| 86,817 | ||||||
Switzerland – 1.3% |
| |||||||
Biotechnology – 0.4% |
| |||||||
CRISPR Therapeutics AG* | 231 | 17,505 | ||||||
Pharmaceuticals – 0.9% |
| |||||||
Novartis AG, Registered Shares | 444 | 39,120 | ||||||
Total Switzerland |
| 56,625 | ||||||
United Kingdom – 4.6% |
| |||||||
Biotechnology – 1.2% |
| |||||||
Genus PLC | 755 | 50,497 | ||||||
Pharmaceuticals – 3.4% |
| |||||||
AstraZeneca PLC, ADR | 1,416 | 82,482 | ||||||
GlaxoSmithKline PLC | 2,786 | 60,625 | ||||||
|
| |||||||
Total Pharmaceuticals |
| 143,107 | ||||||
Total United Kingdom |
| 193,604 | ||||||
United States – 80.9% |
| |||||||
Biotechnology – 40.5% |
| |||||||
2seventy bio, Inc.* | 396 | 10,149 | ||||||
Agenus, Inc.* | 11,603 | 37,362 | ||||||
Agios Pharmaceuticals, Inc.* | 737 | 24,225 | ||||||
Allogene Therapeutics, Inc.* | 2,406 | 35,898 | ||||||
Alnylam Pharmaceuticals, Inc.* | 267 | 45,278 | ||||||
Amgen, Inc. | 223 | 50,168 | ||||||
Amicus Therapeutics, Inc.* | 3,276 | 37,838 | ||||||
Arcturus Therapeutics Holdings, Inc.* | 788 | 29,164 | ||||||
Arena Pharmaceuticals, Inc.* | 556 | 51,675 | ||||||
Arrowhead Pharmaceuticals, Inc.* | 351 | 23,271 | ||||||
Beam Therapeutics, Inc.* | 346 | 27,573 | ||||||
Biogen, Inc.* | 193 | 46,305 | ||||||
BioMarin Pharmaceutical, Inc.* | 482 | 42,585 | ||||||
Bluebird Bio, Inc.* | 1,271 | 12,697 | ||||||
Blueprint Medicines Corp.* | 481 | 51,520 | ||||||
Bridgebio Pharma, Inc.* | 755 | 12,593 | ||||||
Editas Medicine, Inc.* | 627 | 16,647 | ||||||
Epizyme, Inc.* | 3,295 | 8,237 | ||||||
Exact Sciences Corp.* | 296 | 23,038 | ||||||
Fate Therapeutics, Inc.* | 328 | 19,191 | ||||||
Generation Bio Co.* | 1,145 | 8,107 | ||||||
Geron Corp.* | 21,624 | 26,381 | ||||||
Gilead Sciences, Inc. | 860 | 62,445 | ||||||
Gossamer Bio, Inc.* | 4,283 | 48,441 | ||||||
Homology Medicines, Inc.* | 4,641 | 16,893 | ||||||
Inovio Pharmaceuticals, Inc.* | 6,207 | 30,973 | ||||||
Intellia Therapeutics, Inc.* | 183 | 21,638 | ||||||
Invitae Corp.* | 1,223 | 18,675 | ||||||
Ionis Pharmaceuticals, Inc.* | 647 | 19,688 | ||||||
Iovance Biotherapeutics, Inc.* | 865 | 16,513 | ||||||
MacroGenics, Inc.* | 1,114 | 17,880 | ||||||
Mirati Therapeutics, Inc.* | 164 | 24,057 | ||||||
Moderna, Inc.* | 186 | 47,240 | ||||||
Myriad Genetics, Inc.* | 1,341 | 37,012 | ||||||
Natera, Inc.* | 355 | 33,153 | ||||||
Novavax, Inc.* | 141 | 20,173 | ||||||
Passage Bio, Inc.* | 2,119 | 13,456 | ||||||
Precigen, Inc.* | 5,093 | 18,895 | ||||||
Precision BioSciences, Inc.* | 4,611 | 34,121 | ||||||
Regeneron Pharmaceuticals, Inc.* | 89 | 56,205 | ||||||
REGENXBIO, Inc.* | 1,527 | 49,933 | ||||||
Rocket Pharmaceuticals, Inc.* | 590 | 12,880 | ||||||
Sana Biotechnology, Inc.* | 2,433 | 37,663 | ||||||
Sangamo Therapeutics, Inc.* | 3,360 | 25,200 | ||||||
Sarepta Therapeutics, Inc.* | 505 | 45,475 | ||||||
Seagen, Inc.* | 291 | 44,989 | ||||||
Sorrento Therapeutics, Inc.* | 3,722 | 17,307 | ||||||
Stoke Therapeutics, Inc.* | 1,336 | 32,051 | ||||||
Turning Point Therapeutics, Inc.* | 469 | 22,371 | ||||||
Twist Bioscience Corp.* | 211 | 16,329 | ||||||
Ultragenyx Pharmaceutical, Inc.* | 384 | 32,291 | ||||||
Vaxart, Inc.* | 3,294 | 20,653 |
See Notes to Financial Statements.
96 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree BioRevolution Fund (WDNA)
December 31, 2021
Investments | Shares | Value | ||||||
VBI Vaccines, Inc.* | 8,386 | $ | 19,623 | |||||
Veracyte, Inc.* | 1,152 | 47,462 | ||||||
Vericel Corp.* | 661 | 25,977 | ||||||
Vertex Pharmaceuticals, Inc.* | 246 | 54,022 | ||||||
Verve Therapeutics, Inc.* | 1,091 | 40,225 | ||||||
|
| |||||||
Total Biotechnology |
| 1,721,811 | ||||||
Chemicals – 4.7% |
| |||||||
Amyris, Inc.* | 3,157 | 17,079 | ||||||
Corteva, Inc. | 1,043 | 49,313 | ||||||
Dow, Inc. | 789 | 44,752 | ||||||
DuPont de Nemours, Inc. | 479 | 38,694 | ||||||
FMC Corp. | 442 | 48,571 | ||||||
|
| |||||||
Total Chemicals |
| 198,409 | ||||||
Food Products – 4.0% |
| |||||||
Archer-Daniels-Midland Co. | 770 | 52,044 | ||||||
Beyond Meat, Inc.* | 308 | 20,069 | ||||||
Darling Ingredients, Inc.* | 751 | 52,037 | ||||||
Tyson Foods, Inc., Class A | 523 | 45,585 | ||||||
|
| |||||||
Total Food Products |
| 169,735 | ||||||
Health Care Providers & Services – 1.4% |
| |||||||
Laboratory Corp. of America Holdings* | 196 | 61,585 | ||||||
Life Sciences Tools & Services – 18.5% |
| |||||||
10X Genomics, Inc., Class A* | 184 | 27,409 | ||||||
Agilent Technologies, Inc. | 399 | 63,700 | ||||||
Berkeley Lights, Inc.* | 2,659 | 48,341 | ||||||
Bio-Rad Laboratories, Inc., Class A* | 62 | 46,845 | ||||||
Bio-Techne Corp. | 123 | 63,633 | ||||||
Codexis, Inc.* | 682 | 21,326 | ||||||
Danaher Corp. | 211 | 69,421 | ||||||
Illumina, Inc.* | 128 | 48,696 | ||||||
NanoString Technologies, Inc.* | 552 | 23,311 | ||||||
NeoGenomics, Inc.* | 1,219 | 41,592 | ||||||
Pacific Biosciences of California, Inc.* | 787 | 16,102 | ||||||
PerkinElmer, Inc. | 410 | 82,435 | ||||||
Personalis, Inc.* | 1,635 | 23,331 | ||||||
QIAGEN N.V.* | 1,112 | 61,805 | ||||||
Repligen Corp.* | 272 | 72,037 | ||||||
Thermo Fisher Scientific, Inc. | 112 | 74,731 | ||||||
|
| |||||||
Total Life Sciences Tools & Services |
| 784,715 | ||||||
Oil, Gas & Consumable Fuels – 2.5% |
| |||||||
Alto Ingredients, Inc.* | 6,431 | 30,933 | ||||||
Green Plains, Inc.* | 1,317 | 45,779 | ||||||
Renewable Energy Group, Inc.* | 683 | 28,987 | ||||||
|
| |||||||
Total Oil, Gas & Consumable Fuels |
| 105,699 | ||||||
Pharmaceuticals – 9.3% |
| |||||||
Catalent, Inc.* | 468 | 59,918 | ||||||
Eli Lilly & Co. | 285 | 78,723 | ||||||
Johnson & Johnson | 311 | 53,203 | ||||||
Merck & Co., Inc. | 665 | 50,965 | ||||||
Pfizer, Inc. | 1,358 | 80,190 | ||||||
Zoetis, Inc. | 304 | 74,185 | ||||||
|
| |||||||
Total Pharmaceuticals |
| 397,184 | ||||||
Total United States |
| 3,439,138 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.9% (Cost: $4,382,758) |
| 4,246,514 | ||||||
Other Assets less Liabilities – 0.1% |
| 2,870 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 4,249,384 |
* | Non-income producing security. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2—Fair Value Measurement):
Quoted Prices in Active Markets | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | $ | 4,246,514 | $ | — | $ | — | $ | 4,246,514 | ||||||||
Total Investments in Securities | $ | 4,246,514 | $ | — | $ | — | $ | 4,246,514 |
See Notes to Financial Statements.
WisdomTree Trust | 97 |
Schedule of Investments (unaudited)
WisdomTree Cloud Computing Fund (WCLD)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 100.0% |
| |||||||
Canada – 1.8% |
| |||||||
IT Services – 1.8% |
| |||||||
Shopify, Inc., Class A* | 15,289 | $ | 21,058,916 | |||||
China – 1.1% |
| |||||||
Software – 1.1% |
| |||||||
Agora, Inc., ADR*(a) | 815,354 | 13,216,888 | ||||||
Israel – 3.0% |
| |||||||
IT Services – 1.4% |
| |||||||
Wix.com Ltd.* | 105,675 | 16,674,458 | ||||||
Software – 1.6% |
| |||||||
JFrog Ltd.* | 635,525 | 18,875,093 | ||||||
Total Israel |
| 35,549,551 | ||||||
United States – 94.1% |
| |||||||
Diversified Consumer Services – 1.1% |
| |||||||
2U, Inc.*(a) | 624,623 | 12,536,184 | ||||||
Health Care Technology – 1.5% |
| |||||||
Veeva Systems, Inc., Class A* | 69,715 | 17,810,788 | ||||||
IT Services – 13.1% |
| |||||||
BigCommerce Holdings, Inc., Series 1*(a) | 406,904 | 14,392,194 | ||||||
Block, Inc.* | 84,773 | 13,691,687 | ||||||
Cloudflare, Inc., Class A* | 186,239 | 24,490,429 | ||||||
Fastly, Inc., Class A*(a) | 541,930 | 19,211,419 | ||||||
Okta, Inc.* | 96,543 | 21,642,044 | ||||||
PayPal Holdings, Inc.* | 81,709 | 15,408,683 | ||||||
Snowflake, Inc., Class A* | 83,224 | 28,192,130 | ||||||
Twilio, Inc., Class A* | 65,441 | 17,233,233 | ||||||
|
| |||||||
Total IT Services |
| 154,261,819 | ||||||
Software – 78.4% |
| |||||||
Adobe, Inc.* | 34,508 | 19,568,106 | ||||||
Anaplan, Inc.* | 380,043 | 17,424,972 | ||||||
Appfolio, Inc., Class A* | 177,099 | 21,439,605 | ||||||
Asana, Inc., Class A* | 298,630 | 22,262,866 | ||||||
Atlassian Corp. PLC, Class A* | 64,600 | 24,631,334 | ||||||
Avalara, Inc.* | 133,635 | 17,253,615 | ||||||
Bill.com Holdings, Inc.* | 106,642 | 26,569,854 | ||||||
Blackline, Inc.* | 208,543 | 21,592,542 | ||||||
Box, Inc., Class A* | 893,199 | 23,392,882 | ||||||
C3.ai, Inc., Class A*(a) | 487,846 | 15,245,188 | ||||||
Coupa Software, Inc.* | 103,837 | 16,411,438 | ||||||
Crowdstrike Holdings, Inc., Class A* | 93,958 | 19,237,900 | ||||||
Datadog, Inc., Class A* | 169,191 | 30,134,609 | ||||||
DocuSign, Inc.* | 78,029 | 11,884,597 | ||||||
Domo, Inc., Class B* | 245,452 | 12,174,419 | ||||||
Dropbox, Inc., Class A* | 724,725 | 17,784,751 | ||||||
Elastic N.V.* | 143,885 | 17,710,805 | ||||||
Everbridge, Inc.*(a) | 153,560 | 10,339,195 | ||||||
HubSpot, Inc.* | 33,658 | 22,185,671 | ||||||
Mimecast Ltd.* | 376,499 | 29,958,025 | ||||||
Momentive Global, Inc.* | 1,139,512 | 24,100,679 | ||||||
nCino, Inc.* | 369,900 | 20,292,714 | ||||||
New Relic, Inc.* | 301,438 | 33,146,122 | ||||||
PagerDuty, Inc.*(a) | 574,564 | 19,966,099 | ||||||
Paycom Software, Inc.* | 47,701 | 19,804,978 | ||||||
Paylocity Holding Corp.* | 88,755 | 20,960,381 | ||||||
Q2 Holdings, Inc.* | 275,045 | 21,849,575 | ||||||
Qualtrics International, Inc., Class A* | 502,198 | 17,777,809 | ||||||
Qualys, Inc.* | 202,921 | 27,844,820 | ||||||
RingCentral, Inc., Class A* | 88,777 | 16,632,371 | ||||||
salesforce.com, Inc.* | 86,591 | 22,005,371 | ||||||
ServiceNow, Inc.* | 37,181 | 24,134,559 | ||||||
Smartsheet, Inc., Class A* | 305,842 | 23,687,463 | ||||||
Sprout Social, Inc., Class A* | 214,246 | 19,429,970 | ||||||
Sumo Logic, Inc.* | 1,148,547 | 15,574,297 | ||||||
Tenable Holdings, Inc.* | 547,602 | 30,156,442 | ||||||
UiPath, Inc., Class A*(a) | 365,376 | 15,758,667 | ||||||
Workday, Inc., Class A* | 94,635 | 25,852,389 | ||||||
Workiva, Inc.* | 164,471 | 21,461,821 | ||||||
Yext, Inc.* | 1,815,940 | 18,014,125 | ||||||
Zendesk, Inc.* | 185,665 | 19,363,003 | ||||||
Zoom Video Communications, Inc., Class A* | 65,478 | 12,042,059 | ||||||
Zscaler, Inc.* | 90,661 | 29,132,099 | ||||||
Zuora, Inc., Class A* | 1,418,091 | 26,489,940 | ||||||
|
| |||||||
Total Software |
| 922,680,127 | ||||||
Total United States |
| 1,107,288,918 | ||||||
TOTAL COMMON STOCKS (Cost: $1,258,182,947) |
| 1,177,114,273 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.5% |
| |||||||
United States – 0.5% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 0.03%(b) | ||||||||
(Cost: $6,443,845) | 6,443,845 | 6,443,845 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 100.5% (Cost: $1,264,626,792) |
| 1,183,558,118 | ||||||
Other Assets less Liabilities – (0.5)% |
| (6,088,267 | ) | |||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 1,177,469,851 |
* | Non-income producing security. |
(a) | Security, or portion thereof, was on loan at December 31, 2021 (See Note 2). At December 31, 2021, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $39,645,337 and the total market value of the collateral held by the Fund was $42,317,326. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $35,873,481. |
(b) | Rate shown represents annualized 7-day yield as of December 31, 2021. |
See Notes to Financial Statements.
98 | WisdomTree Trust |
Schedule of Investments (unaudited) (concluded)
WisdomTree Cloud Computing Fund (WCLD)
December 31, 2021
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets | Other Significant Observable | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | $ | 1,177,114,273 | $ | — | $ | — | $ | 1,177,114,273 | ||||||||
Investment of Cash Collateral for Securities Loaned | — | 6,443,845 | — | 6,443,845 | ||||||||||||
Total Investments in Securities | $ | 1,177,114,273 | $ | 6,443,845 | $ | — | $ | 1,183,558,118 |
See Notes to Financial Statements.
WisdomTree Trust | 99 |
Schedule of Investments (unaudited)
WisdomTree Cybersecurity Fund (WCBR)
December 31, 2021
Investments | Shares | Value | ||||||
COMMON STOCKS – 99.9% |
| |||||||
Canada – 0.7% |
| |||||||
Software – 0.7% |
| |||||||
Absolute Software Corp. | 32,632 | $ | 306,389 | |||||
Israel – 5.0% |
| |||||||
Communications Equipment – 3.6% |
| |||||||
Radware Ltd.* | 35,222 | 1,466,644 | ||||||
Software – 1.4% |
| |||||||
Tufin Software Technologies Ltd.* | 53,743 | 566,989 | ||||||
Total Israel |
| 2,033,633 | ||||||
Japan – 3.9% |
| |||||||
Software – 3.9% |
| |||||||
Trend Micro, Inc.* | 28,700 | 1,592,575 | ||||||
United Kingdom – 6.0% |
| |||||||
Software – 6.0% |
| |||||||
Avast PLC(a) | 151,041 | 1,242,195 | ||||||
Darktrace PLC* | 216,852 | 1,234,191 | ||||||
|
| |||||||
Total Software |
| 2,476,386 | ||||||
Total United Kingdom |
| 2,476,386 | ||||||
United States – 84.3% |
| |||||||
IT Services – 16.6% |
| |||||||
Akamai Technologies, Inc.* | 11,020 | 1,289,781 | ||||||
Cloudflare, Inc., Class A* | 17,158 | 2,256,277 | ||||||
Fastly, Inc., Class A* | 37,395 | 1,325,653 | ||||||
Okta, Inc.* | 8,612 | 1,930,552 | ||||||
|
| |||||||
Total IT Services |
| 6,802,263 | ||||||
Software – 67.7% |
| |||||||
Crowdstrike Holdings, Inc., Class A* | 8,349 | 1,709,458 | ||||||
CyberArk Software Ltd.* | 7,604 | 1,317,621 | ||||||
Datadog, Inc., Class A* | 15,949 | 2,840,676 | ||||||
Datto Holding Corp.* | 50,739 | 1,336,973 | ||||||
Elastic N.V.* | 10,301 | 1,267,950 | ||||||
Fortinet, Inc.* | 5,297 | 1,903,742 | ||||||
Palo Alto Networks, Inc.* | 4,655 | 2,591,718 | ||||||
Ping Identity Holding Corp.* | 48,182 | 1,102,404 | ||||||
Qualys, Inc.* | 10,739 | 1,473,606 | ||||||
Rapid7, Inc.* | 18,474 | 2,174,205 | ||||||
Sailpoint Technologies Holdings, Inc.* | 36,114 | 1,745,751 | ||||||
SentinelOne, Inc., Class A* | 25,798 | 1,302,541 | ||||||
Splunk, Inc.* | 8,017 | 927,727 | ||||||
Sumo Logic, Inc.* | 90,314 | 1,224,658 | ||||||
Tenable Holdings, Inc.* | 35,706 | 1,966,329 | ||||||
Varonis Systems, Inc.* | 17,771 | 866,869 | ||||||
Zscaler, Inc.* | 6,077 | 1,952,722 | ||||||
|
| |||||||
Total Software |
| 27,704,950 | ||||||
Total United States |
| 34,507,213 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 99.9% (Cost: $40,528,122) |
| 40,916,196 | ||||||
Other Assets less Liabilities – 0.1% |
| 37,670 | ||||||
|
| |||||||
NET ASSETS – 100.0% |
| $ | 40,953,866 |
* | 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. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of December 31, 2021 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets | Other Significant Observable Inputs | Significant Unobservable Inputs | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | $ | 40,916,196 | $ | — | $ | — | $ | 40,916,196 | ||||||||
Total Investments in Securities | $ | 40,916,196 | $ | — | $ | — | $ | 40,916,196 |
See Notes to Financial Statements.
100 | WisdomTree Trust |
Statements of Assets and Liabilities (unaudited)
WisdomTree Trust
December 31, 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 | $ | 147,705,861 | $ | 45,152,538 | $ | 22,586,376 | $ | 6,404,221 | $ | 48,771,027 | ||||||||||
Foreign currency, at cost | 122,497 | — | 9,435 | 3,796 | — | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 172,201,360 | 48,191,631 | 28,589,338 | 7,820,400 | 48,615,827 | |||||||||||||||
Cash | 35,615 | 49,101 | 14,228 | 2,387 | 708,162 | |||||||||||||||
Foreign currency, at value | 122,996 | — | 9,513 | 3,805 | — | |||||||||||||||
Unrealized appreciation on foreign currency contracts | 435,846 | 148,403 | — | — | — | |||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | 117,068 | 40,380 | 8,664 | 12,659 | — | |||||||||||||||
Dividends | 162,818 | 71,885 | 25,044 | 8,098 | — | |||||||||||||||
Securities lending income | 1,926 | 896 | 695 | 66 | 506 | |||||||||||||||
Interest | — | — | — | — | 436,529 | |||||||||||||||
Foreign tax reclaims | 351,624 | 47,382 | 522 | 27,002 | — | |||||||||||||||
Total Assets | 173,429,253 | 48,549,678 | 28,648,004 | 7,874,417 | 49,761,024 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Foreign currency due to custodian, at value | — | 4,068 | — | — | — | |||||||||||||||
Unrealized depreciation on foreign currency contracts | 1,382,834 | 370,021 | 6 | — | — | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 3,643,425 | 942,163 | 189,650 | 60,624 | 1,281,320 | |||||||||||||||
Advisory fees (Note 3) | 56,374 | 18,839 | 7,675 | 1,956 | 7,432 | |||||||||||||||
Service fees (Note 2) | 620 | 173 | 106 | 29 | 182 | |||||||||||||||
Foreign capital gains tax | — | — | 115,569 | — | — | |||||||||||||||
Total Liabilities | 5,083,253 | 1,335,264 | 313,006 | 62,609 | 1,288,934 | |||||||||||||||
NET ASSETS | $ | 168,346,000 | $ | 47,214,414 | $ | 28,334,998 | $ | 7,811,808 | $ | 48,472,090 | ||||||||||
NET ASSETS: |
| |||||||||||||||||||
Paid-in capital | $ | 186,984,789 | $ | 46,453,985 | $ | 30,934,867 | $ | 9,489,067 | $ | 48,593,258 | ||||||||||
Total distributable earnings (loss) | (18,638,789 | ) | 760,429 | (2,599,869 | ) | (1,677,259 | ) | (121,168 | ) | |||||||||||
NET ASSETS | $ | 168,346,000 | $ | 47,214,414 | $ | 28,334,998 | $ | 7,811,808 | $ | 48,472,090 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 5,450,000 | 1,350,000 | 800,000 | 250,000 | 900,000 | |||||||||||||||
Net asset value per share | $ | 30.89 | $ | 34.97 | $ | 35.42 | $ | 31.25 | $ | 53.86 | ||||||||||
1 Includes market value of securities out on loan of: | $ | 5,111,961 | $ | 1,719,380 | $ | 485,443 | $ | 71,048 | $ | 1,972,993 | ||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
|
See Notes to Financial Statements.
WisdomTree Trust | 101 |
Statements of Assets and Liabilities (unaudited) (continued)
WisdomTree Trust
December 31, 2021
WisdomTree U.S. High Yield Corporate Bond Fund | WisdomTree U.S. Short- Term Corporate Bond Fund | WisdomTree Emerging Markets Efficient Core Fund | WisdomTree International Efficient Core Fund | WisdomTree U.S. Efficient Core Fund | ||||||||||||||||
ASSETS: |
| |||||||||||||||||||
Investments, at cost | $ | 184,359,361 | $ | 40,095,588 | $ | 33,535,920 | $ | 78,194,879 | $ | 705,317,758 | ||||||||||
Foreign currency, at cost | — | — | 11,742,541 | 43,594 | — | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 185,820,694 | 39,978,324 | 33,856,951 | 78,521,317 | 884,023,855 | |||||||||||||||
Cash | 1,120,449 | 775,013 | 584,646 | 9,608,251 | 87,949,415 | |||||||||||||||
Deposits at broker for futures contracts | — | — | 257,914 | 706,515 | 8,069,755 | |||||||||||||||
Foreign currency, at value | — | — | 11,743,936 | 43,634 | — | |||||||||||||||
Unrealized appreciation on foreign currency contracts | — | — | 33,740 | — | — | |||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | — | — | 7,838,102 | — | 31,990,087 | |||||||||||||||
Capital shares sold | — | — | — | — | 6,640,872 | |||||||||||||||
Dividends | — | — | 6,415 | 18,453 | 528,904 | |||||||||||||||
Securities lending income | 2,243 | 231 | — | — | — | |||||||||||||||
Interest | 2,713,543 | 302,609 | — | — | — | |||||||||||||||
Foreign tax reclaims | — | — | 12 | 6,565 | — | |||||||||||||||
Net variation margin on futures contracts | — | — | 24,234 | 64,781 | 752,537 | |||||||||||||||
Total Assets | 189,656,929 | 41,056,177 | 54,345,950 | 88,969,516 | 1,019,955,425 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Unrealized depreciation on foreign currency contracts | — | — | 1,828 | 718 | — | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 5,789,870 | 559,068 | — | — | — | |||||||||||||||
Investment securities purchased | — | — | 22,781,959 | 2,255,442 | 5,977,679 | |||||||||||||||
Capital shares redeemed | — | — | — | — | 35,485,626 | |||||||||||||||
Advisory fees (Note 3) | 59,303 | 6,192 | 1,253 | 5,451 | 162,344 | |||||||||||||||
Service fees (Note 2) | 687 | 152 | 17 | 92 | 3,572 | |||||||||||||||
Foreign capital gains tax | — | — | 1,976 | — | — | |||||||||||||||
Total Liabilities | 5,849,860 | 565,412 | 22,787,033 | 2,261,703 | 41,629,221 | |||||||||||||||
NET ASSETS | $ | 183,807,069 | $ | 40,490,765 | $ | 31,558,917 | $ | 86,707,813 | $ | 978,326,204 | ||||||||||
NET ASSETS: |
| |||||||||||||||||||
Paid-in capital | $ | 181,332,776 | $ | 40,597,053 | $ | 31,377,192 | $ | 86,381,611 | $ | 793,150,668 | ||||||||||
Total distributable earnings (loss) | 2,474,293 | (106,288 | ) | 181,725 | 326,202 | 185,175,536 | ||||||||||||||
NET ASSETS | $ | 183,807,069 | $ | 40,490,765 | $ | 31,558,917 | $ | 86,707,813 | $ | 978,326,204 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 3,500,000 | 800,000 | 850,000 | 2,150,000 | 22,100,000 | |||||||||||||||
Net asset value per share | $ | 52.52 | $ | 50.61 | $ | 37.13 | $ | 40.33 | $ | 44.27 | ||||||||||
1 Includes market value of securities out on loan of: | $ | 6,315,232 | $ | 682,163 | — | — | — | |||||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
|
See Notes to Financial Statements.
102 | WisdomTree Trust |
Statements of Assets and Liabilities (unaudited) (concluded)
WisdomTree Trust
December 31, 2021
WisdomTree Artificial Intelligence and Innovation Fund | WisdomTree BioRevolution Fund | WisdomTree Cloud Computing Fund | WisdomTree Cybersecurity Fund | |||||||||||||
ASSETS: |
| |||||||||||||||
Investments, at cost | $ | 1,249,485 | $ | 4,382,758 | $ | 1,264,626,792 | $ | 40,528,122 | ||||||||
Foreign currency, at cost | — | 395 | — | 389 | ||||||||||||
Investments in securities, at value1,2 (Note 2) | 1,229,202 | 4,246,514 | 1,183,558,118 | 40,916,196 | ||||||||||||
Cash | 55 | 2,784 | 793,997 | 53,213 | ||||||||||||
Foreign currency, at value | — | 397 | — | 392 | ||||||||||||
Receivables: | ||||||||||||||||
Investment securities sold | — | — | 3,971,631 | — | ||||||||||||
Dividends | 112 | 947 | — | 196 | ||||||||||||
Securities lending income | — | — | 7,583 | — | ||||||||||||
Foreign tax reclaims | — | 30 | — | — | ||||||||||||
Total Assets | 1,229,369 | 4,250,672 | 1,188,331,329 | 40,969,997 | ||||||||||||
LIABILITIES: |
| |||||||||||||||
Payables: | ||||||||||||||||
Cash collateral received for securities loaned (Note 2) | — | — | 6,443,845 | — | ||||||||||||
Capital shares redeemed | — | — | 3,955,652 | — | ||||||||||||
Advisory fees (Note 3) | 348 | 1,276 | 457,508 | 15,975 | ||||||||||||
Service fees (Note 2) | 3 | 12 | 4,473 | 156 | ||||||||||||
Total Liabilities | 351 | 1,288 | 10,861,478 | 16,131 | ||||||||||||
NET ASSETS | $ | 1,229,018 | $ | 4,249,384 | $ | 1,177,469,851 | $ | 40,953,866 | ||||||||
NET ASSETS: |
| |||||||||||||||
Paid-in capital | $ | 1,249,999 | $ | 4,405,783 | $ | 1,186,833,612 | $ | 39,640,032 | ||||||||
Total distributable earnings (loss) | (20,981 | ) | (156,399 | ) | (9,363,761 | ) | 1,313,834 | |||||||||
NET ASSETS | $ | 1,229,018 | $ | 4,249,384 | $ | 1,177,469,851 | $ | 40,953,866 | ||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 50,000 | 180,000 | 22,700,000 | 1,570,000 | ||||||||||||
Net asset value per share | $ | 24.58 | $ | 23.61 | $ | 51.87 | $ | 26.09 | ||||||||
1 Includes market value of securities out on loan of: | — | — | $ | 39,645,337 | — | |||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
|
See Notes to Financial Statements.
WisdomTree Trust | 103 |
Statements of Operations (unaudited)
WisdomTree Trust
For the Six Months Ended December 31, 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 | $ | 2,817,671 | $ | 626,280 | $ | 411,249 | $ | 75,962 | $ | — | ||||||||||
Interest | — | — | — | — | 599,212 | |||||||||||||||
Non-cash dividends | 58,477 | 1,003 | 80,265 | 2,325 | — | |||||||||||||||
Other income (Note 6) | 35,470 | 4,125 | — | — | — | |||||||||||||||
Securities lending income, net (Note 2) | 26,744 | 7,991 | 2,713 | 532 | 1,805 | |||||||||||||||
Total investment income | 2,938,362 | 639,399 | 494,227 | 78,819 | 601,017 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 333,262 | 106,785 | 51,555 | 11,780 | 44,515 | |||||||||||||||
Service fees (Note 2) | 3,666 | 979 | 709 | 172 | 1,088 | |||||||||||||||
Other fees (Note 6) | 10,165 | 1,238 | — | — | — | |||||||||||||||
Total expenses | 347,093 | 109,002 | 52,264 | 11,952 | 45,603 | |||||||||||||||
Net investment income | 2,591,269 | 530,397 | 441,963 | 66,867 | 555,414 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: |
| |||||||||||||||||||
Investment transactions2 | (1,012,317 | ) | (370,535 | ) | 584,631 | 173,202 | 106,969 | |||||||||||||
In-kind redemptions | — | 4,317,441 | 298,940 | — | — | |||||||||||||||
Futures contracts | — | 3,195 | — | — | — | |||||||||||||||
Foreign currency contracts | 5,878,746 | 1,527,171 | (3,557 | ) | 297 | — | ||||||||||||||
Foreign currency related transactions | (66,199 | ) | (13,444 | ) | (4,479 | ) | (1,063 | ) | — | |||||||||||
Net realized gain | 4,800,230 | 5,463,828 | 875,535 | 172,436 | 106,969 | |||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: |
| |||||||||||||||||||
Investment transactions3 | 1,149,407 | (3,864,953 | ) | (4,262,819 | ) | (44,196 | ) | (565,207 | ) | |||||||||||
Foreign currency contracts | (2,618,469 | ) | (619,480 | ) | (6 | ) | — | — | ||||||||||||
Translation of assets and liabilities denominated in foreign currencies | (2,873 | ) | 1,218 | (730 | ) | 197 | — | |||||||||||||
Net decrease in unrealized appreciation/depreciation | (1,471,935 | ) | (4,483,215 | ) | (4,263,555 | ) | (43,999 | ) | (565,207 | ) | ||||||||||
Net realized and unrealized gain (loss) on investments | 3,328,295 | 980,613 | (3,388,020 | ) | 128,437 | (458,238 | ) | |||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | 5,919,564 | $ | 1,511,010 | $ | (2,946,057 | ) | $ | 195,304 | $ | 97,176 | |||||||||
1 Net of foreign withholding tax of: | $ | 171,458 | $ | 56,971 | $ | 59,081 | $ | 7,814 | — | |||||||||||
2 Net of foreign capital gains tax of: | — | — | $ | 28,951 | — | — | ||||||||||||||
3 Includes net increase (decrease) in accrued foreign capital gain taxes of: | — | — | $ | 7,981 | — | — |
See Notes to Financial Statements.
104 | WisdomTree Trust |
Statements of Operations (unaudited) (continued)
WisdomTree Trust
For the Six Months Ended December 31, 2021
WisdomTree U.S. High Yield Corporate Bond Fund | WisdomTree U.S. Short- Term Corporate Bond Fund | WisdomTree Emerging Markets Efficient Core Fund | WisdomTree International Efficient Core Fund | WisdomTree U.S. Fund | ||||||||||||||||
INVESTMENT INCOME: |
| |||||||||||||||||||
Dividends1 | $ | — | $ | — | $ | 29,991 | $ | 183,408 | $ | 4,212,490 | ||||||||||
Dividends from affiliates (Note 3) | — | — | 237 | — | — | |||||||||||||||
Interest | 3,984,011 | 259,207 | — | — | — | |||||||||||||||
Non-cash dividends | — | — | 1,251 | 1,041 | 14,087 | |||||||||||||||
Securities lending income, net (Note 2) | 13,732 | 720 | — | — | — | |||||||||||||||
Total investment income | 3,997,743 | 259,927 | 31,479 | 184,449 | 4,226,577 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 347,543 | 34,300 | 4,455 | 22,138 | 715,822 | |||||||||||||||
Service fees (Note 2) | 4,024 | 838 | 61 | 375 | 15,748 | |||||||||||||||
Total expenses | 351,567 | 35,138 | 4,516 | 22,513 | 731,570 | |||||||||||||||
Expense waivers (Note 3) | — | — | (477 | ) | — | — | ||||||||||||||
Net expenses | 351,567 | 35,138 | 4,039 | 22,513 | 731,570 | |||||||||||||||
Net investment income | 3,646,176 | 224,789 | 27,440 | 161,936 | 3,495,007 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: |
| |||||||||||||||||||
Investment transactions | 85,417 | 41,568 | (182,851 | ) | (542 | ) | (731,295 | ) | ||||||||||||
Investment transactions in affiliates (Note 3) | — | — | 14,075 | — | — | |||||||||||||||
In-kind redemptions | 1,263,488 | — | — | — | 17,616,691 | |||||||||||||||
Futures contracts | — | — | 15,180 | (205,769 | ) | (2,537,090 | ) | |||||||||||||
Foreign currency contracts | — | — | (17,737 | ) | (1,716 | ) | 18 | |||||||||||||
Foreign currency related transactions | — | — | (18,211 | ) | (2,523 | ) | (10 | ) | ||||||||||||
Net realized gain (loss) | 1,348,905 | 41,568 | (189,544 | ) | (210,550 | ) | 14,348,314 | |||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: |
| |||||||||||||||||||
Investment transactions2 | (2,284,131 | ) | (561,237 | ) | 268,337 | 340,858 | 46,197,621 | |||||||||||||
Investment transactions in affiliates (Note 3) | — | — | (1,884 | ) | — | — | ||||||||||||||
Futures contracts | — | — | 49,177 | 209,451 | 2,023,079 | |||||||||||||||
Foreign currency contracts | — | — | 31,912 | (718 | ) | — | ||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | — | (22,078 | ) | 415 | — | ||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation | (2,284,131 | ) | (561,237 | ) | 325,464 | 550,006 | 48,220,700 | |||||||||||||
Net realized and unrealized gain (loss) on investments | (935,226 | ) | (519,669 | ) | 135,920 | 339,456 | 62,569,014 | |||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | 2,710,950 | $ | (294,880 | ) | $ | 163,360 | $ | 501,392 | $ | 66,064,021 | |||||||||
1 Net of foreign withholding tax of: | — | — | $ | 4,273 | $ | 15,972 | $ | 939 | ||||||||||||
2 Includes net increase (decrease) in accrued foreign capital gain taxes of: | — | — | $ | 1,976 | — | — |
See Notes to Financial Statements.
WisdomTree Trust | 105 |
Statements of Operations (unaudited) (concluded)
WisdomTree Trust
For the Six Months or Period Ended December 31, 2021
WisdomTree Artificial Intelligence and Innovation Fund1 | WisdomTree BioRevolution Fund | WisdomTree Cloud Computing Fund | WisdomTree Cybersecurity Fund | |||||||||||||
INVESTMENT INCOME: |
| |||||||||||||||
Dividends2 | $ | 133 | $ | 6,723 | $ | — | $ | 221,324 | ||||||||
Securities lending income, net (Note 2) | — | — | 80,019 | 14 | ||||||||||||
Total investment income | 133 | 6,723 | 80,019 | 221,338 | ||||||||||||
EXPENSES: |
| |||||||||||||||
Advisory fees (Note 3) | 348 | 6,169 | 2,980,997 | 83,123 | ||||||||||||
Service fees (Note 2) | 3 | 60 | 29,148 | 813 | ||||||||||||
Total expenses | 351 | 6,229 | 3,010,145 | 83,936 | ||||||||||||
Net investment income (loss) | (218 | ) | 494 | (2,930,126 | ) | 137,402 | ||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||
Net realized gain (loss) from: |
| |||||||||||||||
Investment transactions | — | (15,874 | ) | (17,732,910 | ) | (389,931 | ) | |||||||||
In-kind redemptions | — | — | 108,397,420 | 1,743,350 | ||||||||||||
Foreign currency contracts | 315 | 53 | — | (14,145 | ) | |||||||||||
Foreign currency related transactions | (795 | ) | (63 | ) | — | 16,618 | ||||||||||
Net realized gain (loss) | (480 | ) | (15,884 | ) | 90,664,510 | 1,355,892 | ||||||||||
Net decrease in unrealized appreciation/depreciation: |
| |||||||||||||||
Investment transactions | (20,283 | ) | (237,047 | ) | (179,088,250 | ) | (498,565 | ) | ||||||||
Foreign currency contracts | — | — | — | (21 | ) | |||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | 2 | — | — | ||||||||||||
Net decrease in unrealized appreciation/depreciation | (20,283 | ) | (237,045 | ) | (179,088,250 | ) | (498,586 | ) | ||||||||
Net realized and unrealized gain (loss) on investments | (20,763 | ) | (252,929 | ) | (88,423,740 | ) | 857,306 | |||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | (20,981 | ) | $ | (252,435 | ) | $ | (91,353,866 | ) | $ | 994,708 | |||||
1 For the period December 9, 2021 (commencement of operations) through December 31, 2021. |
| |||||||||||||||
2 Net of foreign withholding tax of: | $ | 28 | $ | 37 | — | $ | 301 |
See Notes to Financial Statements.
106 | WisdomTree Trust |
Statements of Changes in Net Assets
WisdomTree Trust
WisdomTree Dynamic Currency Hedged International Equity Fund | WisdomTree Dynamic Currency Hedged | WisdomTree Emerging Markets ESG Fund | ||||||||||||||||||||||
For the Six Months Ended December 31, 2021 (unaudited) | For the Year Ended June 30, 2021 | For the Six Months Ended December 31, 2021 (unaudited) | For the Year 2021 | For the Six Months Ended December 31, 2021 (unaudited) | For the Year Ended June 30, 2021 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 2,591,269 | $ | 5,069,975 | $ | 530,397 | $ | 1,104,430 | $ | 441,963 | $ | 621,876 | ||||||||||||
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | 4,800,230 | (13,911,409 | ) | 5,463,828 | (1,823,424 | ) | 875,535 | 5,032,282 | ||||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | (1,471,935 | ) | 42,916,984 | (4,483,215 | ) | 12,323,707 | (4,263,555 | ) | 7,069,078 | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | 5,919,564 | 34,075,550 | 1,511,010 | 11,604,713 | (2,946,057 | ) | 12,723,236 | |||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (3,856,400 | ) | (5,826,707 | ) | (804,223 | ) | (1,376,310 | ) | (536,816 | ) | (678,548 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 4,623,161 | 7,730,083 | 15,801,056 | — | — | — | ||||||||||||||||||
Cost of shares redeemed | — | (72,463,771 | ) | (10,629,801 | ) | (6,907,300 | ) | (3,585,906 | ) | (10,123,196 | ) | |||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 4,623,161 | (64,733,688 | ) | 5,171,255 | (6,907,300 | ) | (3,585,906 | ) | (10,123,196 | ) | ||||||||||||||
Net Increase (Decrease) in Net Assets | 6,686,325 | (36,484,845 | ) | 5,878,042 | 3,321,103 | (7,068,779 | ) | 1,921,492 | ||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 161,659,675 | $ | 198,144,520 | $ | 41,336,372 | $ | 38,015,269 | $ | 35,403,777 | $ | 33,482,285 | ||||||||||||
End of period | $ | 168,346,000 | $ | 161,659,675 | $ | 47,214,414 | $ | 41,336,372 | $ | 28,334,998 | $ | 35,403,777 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 5,300,000 | 7,800,000 | 1,200,000 | 1,450,000 | 900,000 | 1,200,000 | ||||||||||||||||||
Shares created | 150,000 | 250,000 | 450,000 | — | — | — | ||||||||||||||||||
Shares redeemed | — | (2,750,000 | ) | (300,000 | ) | (250,000 | ) | (100,000 | ) | (300,000 | ) | |||||||||||||
Shares outstanding, end of period | 5,450,000 | 5,300,000 | 1,350,000 | 1,200,000 | 800,000 | 900,000 |
See Notes to Financial Statements.
WisdomTree Trust | 107 |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree International ESG Fund | WisdomTree U.S. Corporate Bond Fund | WisdomTree U.S. High Yield Corporate Bond Fund | ||||||||||||||||||||||
For the Six Months Ended December 31, 2021 (unaudited) | For the Year Ended | For the Six Months Ended December 31, 2021 (unaudited) | For the Year Ended | For the Six Months Ended December 31, 2021 (unaudited) | For the Year Ended | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 66,867 | $ | 264,869 | $ | 555,414 | $ | 1,064,372 | $ | 3,646,176 | $ | 5,188,130 | ||||||||||||
Net realized gain on investments and foreign currency related transactions | 172,436 | 4,957,506 | 106,969 | 582,562 | 1,348,905 | 2,280,595 | ||||||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments and translation of assets and liabilities denominated in foreign currencies | (43,999 | ) | (1,064,241 | ) | (565,207 | ) | (644,650 | ) | (2,284,131 | ) | 5,486,180 | |||||||||||||
Net increase in net assets resulting from operations | 195,304 | 4,158,134 | 97,176 | 1,002,284 | 2,710,950 | 12,954,905 | ||||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (77,520 | ) | (320,460 | ) | (653,166 | ) | (1,241,380 | ) | (3,631,850 | ) | (5,187,250 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | — | — | — | 22,168,592 | 52,353,344 | 129,194,909 | ||||||||||||||||||
Cost of shares redeemed | — | (14,506,297 | ) | — | (10,978,661 | ) | (25,984,374 | ) | (41,686,889 | ) | ||||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | — | (14,506,297 | ) | — | 11,189,931 | 26,368,970 | 87,508,020 | |||||||||||||||||
Net Increase (Decrease) in Net Assets | 117,784 | (10,668,623 | ) | (555,990 | ) | 10,950,835 | 25,448,070 | 95,275,675 | ||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 7,694,024 | $ | 18,362,647 | $ | 49,028,080 | $ | 38,077,245 | $ | 158,358,999 | $ | 63,083,324 | ||||||||||||
End of period | $ | 7,811,808 | $ | 7,694,024 | $ | 48,472,090 | $ | 49,028,080 | $ | 183,807,069 | $ | 158,358,999 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 250,000 | 750,000 | 900,000 | 700,000 | 3,000,000 | 1,300,000 | ||||||||||||||||||
Shares created | — | — | — | 400,000 | 1,000,000 | 2,500,000 | ||||||||||||||||||
Shares redeemed | — | (500,000 | ) | — | �� | (200,000 | ) | (500,000 | ) | (800,000 | ) | |||||||||||||
Shares outstanding, end of period | 250,000 | 250,000 | 900,000 | 900,000 | 3,500,000 | 3,000,000 |
See Notes to Financial Statements.
108 | WisdomTree Trust |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree U.S. Short-Term Corporate Bond Fund | WisdomTree Emerging Markets Efficient Core Fund | WisdomTree International Efficient Core Fund | ||||||||||||||||||||||
For the Six Months Ended December 31, 2021 (unaudited) | For the Year Ended | For the Six Months Ended December 31, 2021 (unaudited) | For the Period June 30, 2021 | For the Six Months Ended December 31, 2021 (unaudited) | For the Period June 30, 2021 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 224,789 | $ | 428,070 | $ | 27,440 | $ | 6,326 | $ | 161,936 | $ | 4,509 | ||||||||||||
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | 41,568 | 235,153 | (189,544 | ) | 3,913 | (210,550 | ) | (84 | ) | |||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | (561,237 | ) | (245,808 | ) | 325,464 | 68,084 | 550,006 | (3,534 | ) | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | (294,880 | ) | 417,415 | 163,360 | 78,323 | 501,392 | 891 | |||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (393,248 | ) | (521,988 | ) | (56,958 | ) | (3,000 | ) | (174,081 | ) | (2,000 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 10,293,094 | 10,358,506 | 29,377,191 | 2,000,000 | 84,381,609 | 2,000,000 | ||||||||||||||||||
Cost of shares redeemed | — | — | — | (119 | ) | — | (118 | ) | ||||||||||||||||
Net increase in net assets resulting from capital share transactions | 10,293,094 | 10,358,506 | 29,377,191 | 1,999,881 | 84,381,609 | 1,999,882 | ||||||||||||||||||
Net Increase in Net Assets | 9,604,966 | 10,253,933 | 29,483,593 | 2,075,204 | 84,708,920 | 1,998,773 | ||||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 30,885,799 | $ | 20,631,866 | $ | 2,075,324 | $ | 120 | $ | 1,998,893 | $ | 120 | ||||||||||||
End of period | $ | 40,490,765 | $ | 30,885,799 | $ | 31,558,917 | $ | 2,075,324 | $ | 86,707,813 | $ | 1,998,893 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 600,000 | 400,000 | 50,000 | 3 | 50,000 | 3 | ||||||||||||||||||
Shares created | 200,000 | 200,000 | 800,000 | 50,000 | 2,100,000 | 50,000 | ||||||||||||||||||
Shares redeemed | — | — | — | (3 | ) | — | (3 | ) | ||||||||||||||||
Shares outstanding, end of period | 800,000 | 600,000 | 850,000 | 50,000 | 2,150,000 | 50,000 |
* | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
See Notes to Financial Statements.
WisdomTree Trust | 109 |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree U.S. Efficient Core Fund | WisdomTree Artificial Intelligence and Innovation Fund | WisdomTree BioRevolution Fund | ||||||||||||||||||
For the Six Months Ended | For the Year Ended | For the Period December 9, 2021* through December 31, 2021 (unaudited) | For the Six Months Ended December 31, 2021 (unaudited) | For the Period June 3, 2021* through June 30, 2021 | ||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||
Net investment income (loss) | $ | 3,495,007 | $ | 4,443,974 | $ | (218 | ) | $ | 494 | $ | (112 | ) | ||||||||
Net realized gain (loss) on investments, futures contracts and foreign currency related transactions | 14,348,314 | (6,770,600 | ) | (480 | ) | (15,884 | ) | (231 | ) | |||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies | 48,220,700 | 111,302,431 | (20,283 | ) | (237,045 | ) | 100,803 | |||||||||||||
Net increase (decrease) in net assets resulting from operations | 66,064,021 | 108,975,805 | (20,981 | ) | (252,435 | ) | 100,460 | |||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||
Distributable earnings | (3,713,786 | ) | (4,558,343 | ) | — | (4,424 | ) | — | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||
Net proceeds from sale of shares | 436,541,932 | 192,382,346 | 1,250,000 | 1,841,161 | 2,564,622 | |||||||||||||||
Cost of shares redeemed | (39,850,013 | ) | (16,194,891 | ) | (101 | ) | — | (100 | ) | |||||||||||
Net increase in net assets resulting from capital share transactions | 396,691,919 | 176,187,455 | 1,249,899 | 1,841,161 | 2,564,522 | |||||||||||||||
Net Increase in Net Assets | 459,042,154 | 280,604,917 | 1,228,918 | 1,584,302 | 2,664,982 | |||||||||||||||
NET ASSETS: | ||||||||||||||||||||
Beginning of period | $ | 519,284,050 | $ | 238,679,133 | $ | 100 | $ | 2,665,082 | $ | 100 | ||||||||||
End of period | $ | 978,326,204 | $ | 519,284,050 | $ | 1,229,018 | $ | 4,249,384 | $ | 2,665,082 | ||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||
Shares outstanding, beginning of period | 12,800,000 | 7,800,000 | 4 | 100,000 | 4 | |||||||||||||||
Shares created | 10,200,000 | 5,450,000 | 50,000 | 80,000 | 100,000 | |||||||||||||||
Shares redeemed | (900,000 | ) | (450,000 | ) | (4 | ) | — | (4 | ) | |||||||||||
Shares outstanding, end of period | 22,100,000 | 12,800,000 | 50,000 | 180,000 | 100,000 |
* | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
See Notes to Financial Statements.
110 | WisdomTree Trust |
Statements of Changes in Net Assets (concluded)
WisdomTree Trust
WisdomTree Cloud Computing Fund | WisdomTree Cybersecurity Fund | |||||||||||||||
For the Six Months Ended | For the Year Ended | For the Six Months Ended | For the Period June 30, 2021 | |||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||
Net investment income (loss) | $ | (2,930,126 | ) | $ | (4,511,983 | ) | $ | 137,402 | $ | (10,713 | ) | |||||
Net realized gain (loss) on investments and foreign currency contracts | 90,664,510 | 255,254,863 | 1,355,892 | (390,587 | ) | |||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments | (179,088,250 | ) | 47,066,707 | (498,586 | ) | 886,660 | ||||||||||
Net increase (decrease) in net assets resulting from operations | (91,353,866 | ) | 297,809,587 | 994,708 | 485,360 | |||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||
Distributable earnings | — | — | (177,112 | ) | — | |||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||
Net proceeds from sale of shares | 401,208,704 | 1,791,135,471 | 19,156,011 | 26,389,247 | ||||||||||||
Cost of shares redeemed | (409,426,832 | ) | (1,232,674,591 | ) | (5,894,362 | ) | (86 | ) | ||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (8,218,128 | ) | 558,460,880 | 13,261,649 | 26,389,161 | |||||||||||
Net Increase (Decrease) in Net Assets | (99,571,994 | ) | 856,270,467 | 14,079,245 | 26,874,521 | |||||||||||
NET ASSETS: | ||||||||||||||||
Beginning of period | $ | 1,277,041,845 | $ | 420,771,378 | $ | 26,874,621 | $ | 100 | ||||||||
End of period | $ | 1,177,469,851 | $ | 1,277,041,845 | $ | 40,953,866 | $ | 26,874,621 | ||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||
Shares outstanding, beginning of period | 22,850,000 | 10,800,004 | 1,100,000 | 4 | ||||||||||||
Shares created | 7,025,000 | 37,050,000 | 690,000 | 1,100,000 | ||||||||||||
Shares redeemed | (7,175,000 | ) | (25,000,004 | ) | (220,000 | ) | (4 | ) | ||||||||
Shares outstanding, end of period | 22,700,000 | 22,850,000 | 1,570,000 | 1,100,000 |
* | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
See Notes to Financial Statements.
WisdomTree Trust | 111 |
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Dynamic Currency Hedged International Equity Fund | For the Six Months Ended December 31, 2021 (unaudited) | 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 period | $ | 30.50 | $ | 25.40 | $ | 28.84 | $ | 28.96 | $ | 28.27 | $ | 24.26 | ||||||||||||
Investment operations: |
| |||||||||||||||||||||||
Net investment income1 | 0.48 | 0.91 | 0.80 | 1.04 | 1.00 | 0.98 | ||||||||||||||||||
Net realized and unrealized gain (loss) | 0.62 | 5.27 | (3.44 | ) | (0.17 | ) | 0.70 | 4.32 | ||||||||||||||||
Total from investment operations | 1.10 | 6.18 | (2.64 | ) | 0.87 | 1.70 | 5.30 | |||||||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||||||
Net investment income | (0.71 | ) | (1.08 | ) | (0.80 | ) | (0.99 | ) | (1.01 | ) | (0.83 | ) | ||||||||||||
Capital gains | — | — | — | — | — | (0.46 | ) | |||||||||||||||||
Total dividends and distributions to shareholders | (0.71 | ) | (1.08 | ) | (0.80 | ) | (0.99 | ) | (1.01 | ) | (1.29 | ) | ||||||||||||
Net asset value, end of period | $ | 30.89 | $ | 30.50 | $ | 25.40 | $ | 28.84 | $ | 28.96 | $ | 28.27 | ||||||||||||
TOTAL RETURN2 | 3.66 | % | 24.76 | % | (9.34 | )%3 | 3.11 | % | 6.04 | % | 22.25 | % | ||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 168,346 | $ | 161,660 | $ | 198,145 | $ | 252,362 | $ | 262,129 | $ | 450,964 | ||||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||||||
Expenses, net of expense waivers | 0.41 | %4,7 | 0.39 | % | 0.35 | % | 0.35 | % | 0.35 | % | 0.35 | % | ||||||||||||
Expenses, prior to expense waivers | 0.41 | %4,7 | 0.40 | % | 0.40 | % | 0.40 | % | 0.40 | % | 0.40 | % | ||||||||||||
Net investment income | 3.10 | %4 | 3.26 | % | 2.87 | % | 3.68 | % | 3.33 | % | 3.67 | % | ||||||||||||
Portfolio turnover rate5 | 31 | % | 38 | % | 17 | % | 26 | % | 15 | % | 27 | % |
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | For the Six Months Ended December 31, 2021 (unaudited) | 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 period | $ | 34.45 | $ | 26.22 | $ | 29.60 | $ | 31.50 | $ | 30.12 | $ | 23.87 | ||||||||||||
Investment operations: |
| |||||||||||||||||||||||
Net investment income1 | 0.42 | 0.88 | 0.88 | 1.12 | 1.11 | 0.86 | ||||||||||||||||||
Net realized and unrealized gain (loss) | 0.73 | 8.46 | (3.39 | ) | (2.29 | ) | 0.92 | 6.18 | ||||||||||||||||
Total from investment operations | 1.15 | 9.34 | (2.51 | ) | (1.17 | ) | 2.03 | 7.04 | ||||||||||||||||
Dividends to shareholders: |
| |||||||||||||||||||||||
Net investment income | (0.63 | ) | (1.11 | ) | (0.87 | ) | (0.73 | ) | (0.65 | ) | (0.79 | ) | ||||||||||||
Net asset value, end of period | $ | 34.97 | $ | 34.45 | $ | 26.22 | $ | 29.60 | $ | 31.50 | $ | 30.12 | ||||||||||||
TOTAL RETURN2 | 3.33 | % | 36.12 | % | (8.70 | )%6 | (3.70 | )% | 6.73 | % | 29.80 | % | ||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 47,214 | $ | 41,336 | $ | 38,015 | $ | 34,041 | $ | 17,327 | $ | 3,012 | ||||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||||||
Expenses, net of expense waivers | 0.49 | %4,8 | 0.47 | % | 0.43 | % | 0.43 | % | 0.43 | % | 0.43 | % | ||||||||||||
Expenses, prior to expense waivers | 0.49 | %4,8 | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | % | ||||||||||||
Net investment income | 2.38 | %4 | 2.86 | % | 3.08 | % | 3.77 | % | 3.41 | % | 3.16 | % | ||||||||||||
Portfolio turnover rate5 | 49 | % | 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. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been 0.11% lower. |
4 | Annualized. |
5 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
6 | Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been 0.14% lower. |
7 | Included in the expense ratio are “Other fees” described in Note 6 which are not annualized. Without these expenses, the expense ratio would have been 0.40%. |
8 | Included in the expense ratio are “Other fees” described in Note 6 which are not annualized. Without these expenses, the expense ratio would have been 0.48%. |
See Notes to Financial Statements.
112 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Emerging Markets ESG Fund | For the Six Months Ended December 31, 2021 (unaudited) | 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 period | $ | 39.34 | $ | 27.90 | $ | 31.47 | $ | 30.95 | $ | 29.71 | $ | 25.63 | ||||||||||||
Investment operations: |
| |||||||||||||||||||||||
Net investment income2 | 0.51 | 0.62 | 0.93 | 1.21 | 0.96 | 0.96 | ||||||||||||||||||
Net realized and unrealized gain (loss) | (3.80 | ) | 11.50 | (3.44 | ) | 0.38 | 1.14 | 3.96 | ||||||||||||||||
Total from investment operations | (3.29 | ) | 12.12 | (2.51 | ) | 1.59 | 2.10 | 4.92 | ||||||||||||||||
Dividends to shareholders: |
| |||||||||||||||||||||||
Net investment income | (0.63 | ) | (0.68 | ) | (1.06 | ) | (1.07 | ) | (0.86 | ) | (0.84 | ) | ||||||||||||
Net asset value, end of period | $ | 35.42 | $ | 39.34 | $ | 27.90 | $ | 31.47 | $ | 30.95 | $ | 29.71 | ||||||||||||
TOTAL RETURN3 | (8.38 | )% | 43.82 | % | (8.19 | )% | 5.25 | % | 7.05 | %4 | 19.46 | % | ||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 28,335 | $ | 35,404 | $ | 33,482 | $ | 50,353 | $ | 34,042 | $ | 11,885 | ||||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||||||
Expenses | 0.32 | %5 | 0.32 | %6,7 | 0.32 | % | 0.32 | % | 0.32 | % | 0.32 | % | ||||||||||||
Net investment income | 2.74 | %5 | 1.79 | %6 | 3.13 | % | 3.97 | % | 2.91 | % | 3.38 | % | ||||||||||||
Portfolio turnover rate8 | 32 | % | 69 | % | 130 | %1 | 26 | % | 22 | % | 15 | % |
WisdomTree International ESG Fund | For the Six Months Ended December 31, 2021 (unaudited) | For the Year Ended June 30, 2021 | For the Year Ended June 30, 20209 | 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 | $ | 30.78 | $ | 24.48 | $ | 23.96 | $ | 24.67 | $ | 23.31 | $ | 19.63 | ||||||||||||
Investment operations: |
| |||||||||||||||||||||||
Net investment income2 | 0.27 | 0.51 | 0.46 | 0.49 | 0.71 | 0.32 | ||||||||||||||||||
Net realized and unrealized gain | 0.51 | 6.52 | 0.73 | 10 | 0.02 | 1.03 | 3.52 | |||||||||||||||||
Total from investment operations | 0.78 | 7.03 | 1.19 | 0.51 | 1.74 | 3.84 | ||||||||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||||||
Net investment income | (0.31 | ) | (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 | (0.31 | ) | (0.73 | ) | (0.67 | ) | (1.22 | ) | (0.38 | ) | (0.16 | ) | ||||||||||||
Net asset value, end of period | $ | 31.25 | $ | 30.78 | $ | 24.48 | $ | 23.96 | $ | 24.67 | $ | 23.31 | ||||||||||||
TOTAL RETURN3 | 2.54 | % | 28.94 | % | 4.88 | % | 2.56 | % | 7.44 | % | 19.61 | % | ||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 7,812 | $ | 7,694 | $ | 18,363 | $ | 28,749 | $ | 19,736 | $ | 2,331 | ||||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||||||
Expenses, net of expense waivers | 0.30 | %5 | 0.30 | % | 0.15 | %6 | 0.10 | %6 | 0.10 | %6 | 0.10 | %5,6 | ||||||||||||
Expenses, prior to expense waivers | 0.30 | %5 | 0.30 | % | 0.52 | %6 | 0.58 | %6 | 0.58 | %6 | 0.58 | %5,6 | ||||||||||||
Net investment income | 1.70 | %5 | 1.86 | % | 1.89 | %6 | 2.10 | %6 | 2.87 | %6 | 2.23 | %5,6 | ||||||||||||
Portfolio turnover rate8 | 36 | % | 80 | % | 112 | %9 | 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 | Annualized. |
6 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
7 | The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged. |
8 | 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. |
9 | 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. |
10 | 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.
WisdomTree Trust | 113 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree U.S. Corporate Bond Fund | For the Six Months Ended December 31, 2021 (unaudited) | 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 period | $ | 54.48 | $ | 54.40 | $ | 51.09 | $ | 47.79 | $ | 49.88 | $ | 50.69 | ||||||||||||
Investment operations: |
| |||||||||||||||||||||||
Net investment income1 | 0.62 | 1.23 | 1.42 | 1.59 | 1.49 | 1.36 | ||||||||||||||||||
Net realized and unrealized gain (loss) | (0.51 | ) | 0.25 | 2 | 3.37 | 3.28 | (2.02 | ) | (0.63 | ) | ||||||||||||||
Total from investment operations | 0.11 | 1.48 | 4.79 | 4.87 | (0.53 | ) | 0.73 | |||||||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||||||
Net investment income | (0.63 | ) | (1.21 | ) | (1.48 | ) | (1.57 | ) | (1.56 | ) | (1.30 | ) | ||||||||||||
Capital gains | (0.10 | ) | (0.19 | ) | — | — | — | (0.24 | ) | |||||||||||||||
Total dividends and distributions to shareholders | (0.73 | ) | (1.40 | ) | (1.48 | ) | (1.57 | ) | (1.56 | ) | (1.54 | ) | ||||||||||||
Net asset value, end of period | $ | 53.86 | $ | 54.48 | $ | 54.40 | $ | 51.09 | $ | 47.79 | $ | 49.88 | ||||||||||||
TOTAL RETURN3 | 0.19 | % | 2.75 | % | 9.54 | % | 10.44 | % | (1.11 | )% | 1.52 | % | ||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 48,472 | $ | 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 | %5 | 0.18 | % | 0.18 | % | 0.18 | % | 0.18 | % | ||||||||||||
Expenses, prior to expense waivers | 0.18 | %4 | 0.21 | % | 0.28 | % | 0.28 | % | 0.28 | % | 0.28 | % | ||||||||||||
Net investment income | 2.25 | %4 | 2.27 | % | 2.71 | % | 3.29 | % | 3.02 | % | 2.74 | % | ||||||||||||
Portfolio turnover rate6 | 16 | % | 36 | % | 25 | % | 22 | % | 21 | % | 45 | % |
WisdomTree U.S. High Yield Corporate Bond Fund | For the Six Months Ended December 31, 2021 (unaudited) | 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 period | $ | 52.79 | $ | 48.53 | $ | 51.51 | $ | 49.77 | $ | 52.29 | $ | 50.41 | ||||||||||||
Investment operations: |
| |||||||||||||||||||||||
Net investment income1 | 1.06 | 2.32 | 2.64 | 2.84 | 2.91 | 2.80 | ||||||||||||||||||
Net realized and unrealized gain (loss) | (0.28 | ) | 4.28 | (3.00 | ) | 1.69 | (2.14 | ) | 2.24 | |||||||||||||||
Total from investment operations | 0.78 | 6.60 | (0.36 | ) | 4.53 | 0.77 | 5.04 | |||||||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||||||
Net investment income | (1.05 | ) | (2.34 | ) | (2.62 | ) | (2.75 | ) | (2.89 | ) | (2.79 | ) | ||||||||||||
Capital gains | — | — | — | (0.04 | ) | (0.40 | ) | (0.37 | ) | |||||||||||||||
Tax return of capital | — | — | (0.00 | )7 | — | — | — | |||||||||||||||||
Total dividends and distributions to shareholders | (1.05 | ) | (2.34 | ) | (2.62 | ) | (2.79 | ) | (3.29 | ) | (3.16 | ) | ||||||||||||
Net asset value, end of period | $ | 52.52 | $ | 52.79 | $ | 48.53 | $ | 51.51 | $ | 49.77 | $ | 52.29 | ||||||||||||
TOTAL RETURN3 | 1.49 | % | 13.84 | % | (0.72 | )% | 9.43 | % | 1.49 | % | 10.23 | % | ||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 183,807 | $ | 158,359 | $ | 63,083 | $ | 15,453 | $ | 4,977 | $ | 5,229 | ||||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||||||
Expenses, net of expense waivers | 0.38 | %4 | 0.38 | %8 | 0.38 | % | 0.38 | % | 0.38 | % | 0.38 | % | ||||||||||||
Expenses, prior to expense waivers | 0.38 | %4 | 0.41 | % | 0.48 | % | 0.48 | % | 0.48 | % | 0.48 | % | ||||||||||||
Net investment income | 3.99 | %4 | 4.51 | % | 5.32 | % | 5.68 | % | 5.67 | % | 5.38 | % | ||||||||||||
Portfolio turnover rate6 | 11 | % | 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. 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 | Annualized. |
5 | 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%. |
6 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
7 | Amount represents less than $0.005. |
8 | 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.
114 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree U.S. Short-Term Corporate Bond Fund | For the Six Months Ended December 31, 2021 (unaudited) | 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 period | $ | 51.48 | $ | 51.58 | $ | 50.43 | $ | 49.03 | $ | 49.94 | $ | 50.20 | ||||||||||||
Investment operations: |
| |||||||||||||||||||||||
Net investment income1 | 0.30 | 0.75 | 1.23 | 1.24 | 0.98 | 0.79 | ||||||||||||||||||
Net realized and unrealized gain (loss) | (0.65 | ) | 0.06 | 2 | 1.13 | 2 | 1.39 | (0.88 | ) | (0.28 | ) | |||||||||||||
Total from investment operations | (0.35 | ) | 0.81 | 2.36 | 2.63 | 0.10 | 0.51 | |||||||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||||||
Net investment income | (0.31 | ) | (0.75 | ) | (1.21 | ) | (1.23 | ) | (1.01 | ) | (0.77 | ) | ||||||||||||
Capital gains | (0.21 | ) | (0.16 | ) | — | — | — | — | ||||||||||||||||
Total dividends and distributions to shareholders | (0.52 | ) | (0.91 | ) | (1.21 | ) | (1.23 | ) | (1.01 | ) | (0.77 | ) | ||||||||||||
Net asset value, end of period | $ | 50.61 | $ | 51.48 | $ | 51.58 | $ | 50.43 | $ | 49.03 | $ | 49.94 | ||||||||||||
TOTAL RETURN3 | (0.70 | )% | 1.59 | % | 4.75 | % | 5.44 | % | 0.19 | % | 1.02 | % | ||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 40,491 | $ | 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 | %5 | 0.18 | % | 0.18 | % | 0.18 | % | 0.18 | % | ||||||||||||
Expenses, prior to expense waivers | 0.18 | %4 | 0.21 | % | 0.28 | % | 0.28 | % | 0.28 | % | 0.28 | % | ||||||||||||
Net investment income | 1.18 | %4 | 1.46 | % | 2.43 | % | 2.50 | % | 1.98 | % | 1.58 | % | ||||||||||||
Portfolio turnover rate6 | 11 | % | 47 | % | 43 | % | 28 | % | 41 | % | 38 | % |
WisdomTree Emerging Markets Efficient Core Fund | For the Six Months Ended December 31, 2021 (unaudited) | For the Period May 20, 2021* through June 30, 2021 | ||||||
Net asset value, beginning of period | $ | 41.51 | $ | 39.75 | ||||
Investment operations: |
| |||||||
Net investment income1 | 0.36 | 0.13 | ||||||
Net realized and unrealized gain (loss) | (4.02 | )2 | 1.69 | |||||
Total from investment operations | (3.66 | ) | 1.82 | |||||
Dividends and distributions to shareholders: |
| |||||||
Net investment income | (0.46 | ) | (0.06 | ) | ||||
Capital gains | (0.26 | ) | — | |||||
Total dividends and distributions to shareholders | (0.72 | ) | (0.06 | ) | ||||
Net asset value, end of period | $ | 37.13 | $ | 41.51 | ||||
TOTAL RETURN3 | (8.83 | )% | 4.58 | % | ||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||
Net assets, end of period (000’s omitted) | $ | 31,559 | $ | 2,075 | ||||
Ratios to average net assets of: |
| |||||||
Expenses, net of expense waivers | 0.29 | %4,7 | 0.31 | %4,7 | ||||
Expenses, prior to expense waivers | 0.32 | %4,7 | 0.32 | %4,7 | ||||
Net investment income | 1.97 | %4,7 | 2.68 | %4,7 | ||||
Portfolio turnover rate6 | 126 | % | 3 | % |
* | 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 | 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. 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 | Annualized. |
5 | 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%. |
6 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
7 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
See Notes to Financial Statements.
WisdomTree Trust | 115 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree International Efficient Core Fund | For the Six Months Ended December 31, 2021 (unaudited) | For the Period May 20, 2021* through June 30, 2021 | ||||||
Net asset value, beginning of period | $ | 39.98 | $ | 39.43 | ||||
Investment operations: |
| |||||||
Net investment income1 | 0.38 | 0.09 | ||||||
Net realized and unrealized gain | 0.32 | 0.50 | 2 | |||||
Total from investment operations | 0.70 | 0.59 | ||||||
Dividends and distributions to shareholders: |
| |||||||
Net investment income | (0.33 | ) | (0.04 | ) | ||||
Capital gains | (0.02 | ) | — | |||||
Total dividends and distributions to shareholders | (0.35 | ) | (0.04 | ) | ||||
Net asset value, end of period | $ | 40.33 | $ | 39.98 | ||||
TOTAL RETURN3 | 1.76 | % | 1.50 | % | ||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||
Net assets, end of period (000’s omitted) | $ | 86,708 | $ | 1,999 | ||||
Ratios to average net assets of: |
| |||||||
Expenses | 0.26 | %4 | 0.26 | %4 | ||||
Net investment income | 1.90 | %4 | 1.94 | %4 | ||||
Portfolio turnover rate5 | 1 | % | 0 | % |
WisdomTree U.S. Efficient Core Fund | For the Six Months Ended December 31, 2021 (unaudited) | 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 | $ | 40.57 | $ | 30.60 | $ | 27.14 | $ | 25.08 | ||||||||
Investment operations: |
| |||||||||||||||
Net investment income1 | 0.21 | 0.41 | 0.45 | 0.38 | ||||||||||||
Net realized and unrealized gain | 3.68 | 9.95 | 3.39 | 2.01 | ||||||||||||
Total from investment operations | 3.89 | 10.36 | 3.84 | 2.39 | ||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||
Net investment income | (0.19 | ) | (0.37 | ) | (0.27 | ) | (0.33 | ) | ||||||||
Capital gains | — | (0.02 | ) | (0.11 | ) | — | ||||||||||
Total dividends and distributions to shareholders | (0.19 | ) | (0.39 | ) | (0.38 | ) | (0.33 | ) | ||||||||
Net asset value, end of period | $ | 44.27 | $ | 40.57 | $ | 30.60 | $ | 27.14 | ||||||||
TOTAL RETURN3 | 9.60 | % | 34.04 | % | 14.25 | % | 9.64 | % | ||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||
Net assets, end of period (000’s omitted) | $ | 978,326 | $ | 519,284 | $ | 238,679 | $ | 5,428 | ||||||||
Ratios to average net assets of: |
| |||||||||||||||
Expenses | 0.20 | %4 | 0.20 | % | 0.20 | % | 0.20 | %4 | ||||||||
Net investment income | 0.98 | %4 | 1.12 | % | 1.57 | % | 1.68 | %4 | ||||||||
Portfolio turnover rate5 | 3 | % | 9 | % | 13 | % | 11 | % |
* | 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 | 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. Total return calculated for a period of less than one year is not annualized. |
4 | Annualized. |
5 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
116 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Artificial Intelligence and Innovation Fund | For the Period December 9, 2021* through December 31, 2021 (unaudited) | |||
Net asset value, beginning of period | $ | 25.22 | ||
Investment operations: | ||||
Net investment loss1 | (0.00 | )2 | ||
Net realized and unrealized loss | (0.64 | ) | ||
Total from investment operations | (0.64 | ) | ||
Net asset value, end of period | $ | 24.58 | ||
TOTAL RETURN3 | (2.54 | )% | ||
RATIOS/SUPPLEMENTAL DATA: | ||||
Net assets, end of period (000’s omitted) | $ | 1,229 | ||
Ratios to average net assets of: | ||||
Expenses | 0.45 | %4 | ||
Net investment loss | (0.28 | )%4 | ||
Portfolio turnover rate5 | 0 | % |
WisdomTree BioRevolution Fund | For the Six Months Ended December 31, 2021 (unaudited) | For the Period June 3, 2021* through June 30, 2021 | ||||||
Net asset value, beginning of period | $ | 26.65 | $ | 25.03 | ||||
Investment operations: | ||||||||
Net investment income (loss)1 | 0.00 | 2 | (0.00 | )2 | ||||
Net realized and unrealized gain (loss) | (3.02 | ) | 1.62 | |||||
Total from investment operations | (3.02 | ) | 1.62 | |||||
Dividends to shareholders: | ||||||||
Net investment income | (0.02 | ) | — | |||||
Net asset value, end of period | $ | 23.61 | $ | 26.65 | ||||
TOTAL RETURN3 | (11.32 | )% | 6.47 | % | ||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||
Net assets, end of period (000’s omitted) | $ | 4,249 | $ | 2,665 | ||||
Ratios to average net assets of: | ||||||||
Expenses | 0.45 | %4 | 0.45 | %4 | ||||
Net investment income (loss) | 0.04 | %4 | (0.07 | )%4 | ||||
Portfolio turnover rate5 | 11 | % | 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 | Amount represents less than $0.005. |
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. |
4 | Annualized. |
5 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
WisdomTree Trust | 117 |
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 Six Months Ended December 31, 2021 (unaudited) | For the Year Ended June 30, 2021 | For the Period September 6, 2019* through June 30, 2020 | |||||||||
Net asset value, beginning of period | $ | 55.89 | $ | 38.96 | $ | 25.06 | ||||||
Investment operations: |
| |||||||||||
Net investment loss1 | (0.13 | ) | (0.22 | ) | (0.11 | ) | ||||||
Net realized and unrealized gain (loss) | (3.89 | ) | 17.15 | 14.01 | ||||||||
Total from investment operations | (4.02 | ) | 16.93 | 13.90 | ||||||||
Net asset value, end of period | $ | 51.87 | $ | 55.89 | $ | 38.96 | ||||||
TOTAL RETURN2 | (7.19 | )% | 43.45 | % | 55.47 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 1,177,470 | $ | 1,277,042 | $ | 420,771 | ||||||
Ratios to average net assets of: |
| |||||||||||
Expenses | 0.45 | %3 | 0.45 | % | 0.45 | %3 | ||||||
Net investment loss | (0.44 | )%3 | (0.44 | )% | (0.43 | )%3 | ||||||
Portfolio turnover rate4 | 19 | % | 40 | % | 8 | % |
WisdomTree Cybersecurity Fund | For the Six Months Ended December 31, 2021 (unaudited) | For the Period January 28, 2021* through June 30, 2021 | ||||||
Net asset value, beginning of period | $ | 24.43 | $ | 24.17 | ||||
Investment operations: |
| |||||||
Net investment income (loss)1 | 0.10 | (0.01 | ) | |||||
Net realized and unrealized gain | 1.67 | 0.27 | ||||||
Total from investment operations | 1.77 | 0.26 | ||||||
Dividends to shareholders: |
| |||||||
Net investment income | (0.11 | ) | — | |||||
Net asset value, end of period | $ | 26.09 | $ | 24.43 | ||||
TOTAL RETURN2 | 7.25 | % | 1.08 | % | ||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||
Net assets, end of period (000’s omitted) | $ | 40,954 | $ | 26,875 | ||||
Ratios to average net assets of: |
| |||||||
Expenses | 0.45 | %3 | 0.45 | %3 | ||||
Net investment income (loss) | 0.74 | %3 | (0.16 | )%3 | ||||
Portfolio turnover rate4 | 33 | % | 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. |
3 | 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.
118 | WisdomTree Trust |
Notes to Financial Statements (unaudited)
1. ORGANIZATION
WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 and is authorized to have multiple series of portfolios (each a “Fund”, collectively, the “Funds”). These notes relate only to the Funds listed below. In accordance with Accounting Standards Codification Topic 946, Financial Services-Investment Companies, each Fund listed below qualifies as an investment company and is applying the accounting and reporting guidance for investment companies.
Fund | Commencement of Operations | |||
WisdomTree Dynamic Currency Hedged International Equity Fund (“Dynamic Currency Hedged International Equity Fund” and also referred to herein as “Currency Hedged Equity Fund”) | January 7, 2016 | |||
WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (“Dynamic Currency Hedged International SmallCap Equity Fund” and also referred to herein as “Currency Hedged Equity Fund”) | January 7, 2016 | |||
WisdomTree Emerging Markets ESG Fund (“Emerging Markets ESG Fund”) | April 7, 2016 | |||
WisdomTree International ESG Fund (“International ESG Fund”) | November 3, 2016 | |||
WisdomTree U.S. Corporate Bond Fund (“U.S. Corporate Bond Fund”) | April 27, 2016 | |||
WisdomTree U.S. High Yield Corporate Bond Fund (“U.S. High Yield Corporate Bond Fund”) | April 27, 2016 | |||
WisdomTree U.S. Short-Term Corporate Bond Fund (“U.S. Short-Term Corporate Bond Fund”) | April 27, 2016 | |||
WisdomTree 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”) | August 2, 2018 | |||
WisdomTree Artificial Intelligence and Innovation Fund (“Artificial Intelligence and Innovation Fund”) | December 9, 2021 | |||
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 (e.g., broker-dealers) may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market
WisdomTree Trust | 119 |
Notes to Financial Statements (unaudited) (continued)
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 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 that settle within two business days after the trade date (“Spot Contracts”) and foreign currency contracts having a settlement period greater than two business days after the trade date (“Forward Contracts”) are valued daily using WM/Reuters closing spot and forward rates, respectively, as of 4:00 p.m. London time for all Funds except for Forward Contracts in certain Asian currencies (Chinese renminbi, Chinese yuan, Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit, Philippine peso, Singapore dollar, South Korean won, New Taiwan dollar, and the Thai baht) which are valued daily using WM/Reuters closing forward rates as of 2:00 pm Singapore time. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade.
In certain instances, such as when reliable market valuations are not readily available, a Fund’s investments, which include derivatives, will be fair valued in accordance with the Fund’s pricing policy. The Board of Trustees has established a pricing committee (the “Pricing Committee”) which is comprised of senior representatives of WTAM and which reports to the Board of Trustees on a quarterly basis. In the event that a financial instrument cannot be valued based upon a price from a national securities exchange, independent pricing service provider or broker-dealer quotation, or such prices are deemed to not reflect current market value, the Pricing Committee may value the financial instrument in good faith under the policies and procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events.” An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV Calculation Time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.
Fair Value Measurement — In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Pricing Committee will perform other procedures (consistent with GAAP) to value an investment when a market quote is not available. ASC 820 established a three-tier hierarchy of inputs to be used when determining fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk — for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:
Level 1 – quoted prices in active markets for identical securities
Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates,
prepayment speeds, credit risk, etc.)
Level 3 – significant unobservable inputs (including each Fund’s assumptions in determining the fair value of investments)
The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.
Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as
120 | WisdomTree Trust |
Notes to Financial Statements (unaudited) (continued)
amended); (iii) a security whose trading has been suspended (either due to events affecting the issuer of the security specifically or events affecting the primary trading exchange more broadly) or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets 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 (e.g., credit rating, debt ranking, coupon date, maturity date, etc.), interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.
Determination of a fair value by the Pricing Committee may include significant unobservable inputs and therefore such financial instruments would be reflected as a Level 3 of the fair value hierarchy. The Pricing Committee may employ a market-based valuation approach which may use, among other potential considerations, related or comparable securities, recent transactions, market multiples, and other relevant information to determine fair value. The Pricing Committee may also use an income-based valuation approach in which anticipated future cash flows of the financial instrument are discounted to calculate fair value.
The summary of fair valuations according to the inputs used in valuing each Fund’s assets as of the measurement date is included in a “Fair Valuation Summary” supplementary table in each applicable Fund’s Schedule of Investments.
During the six months or period ended December 31, 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 fiscal period ended December 31, 2021 and open positions in such derivatives as of December 31, 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 December 31, 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 December 31, 2021, if any, is reflected as a footnote within each Fund’s Schedule of Investments.
WisdomTree Trust | 121 |
Notes to Financial Statements (unaudited) (continued)
As of December 31, 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 currency risk | Unrealized appreciation on foreign currency contracts | $ | 435,846 | Unrealized depreciation on foreign currency contracts | $ | 1,382,834 | ||||||
Dynamic Currency Hedged International SmallCap Equity Fund |
| |||||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | 148,403 | Unrealized depreciation on foreign currency contracts | 370,021 | ||||||||
Emerging Markets ESG Fund |
| |||||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | — | Unrealized depreciation on foreign currency contracts | 6 | ||||||||
Emerging Markets Efficient Core Fund |
| |||||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | 33,740 | Unrealized depreciation on foreign currency contracts | 1,828 | ||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | 64,657 | Unrealized depreciation on futures contracts* | — | ||||||||
International Efficient Core Fund |
| |||||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | — | Unrealized depreciation on foreign currency contracts | 718 | ||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | 220,428 | Unrealized depreciation on futures contracts* | — | ||||||||
U.S. Efficient Core Fund |
| |||||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | 4,718,538 | Unrealized depreciation on futures contracts* | 113,646 |
* | 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 125 for additional information regarding balance sheet location of balances associated with futures contracts. |
For the six months or period ended December 31, 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 currency risk | $ | 5,878,746 | $ | (2,618,469 | ) | |||
Dynamic Currency Hedged International SmallCap Equity Fund |
| |||||||
Equity risk | 3,195 | — | ||||||
Foreign currency risk | 1,527,171 | (619,480 | ) | |||||
Emerging Markets ESG Fund |
| |||||||
Foreign currency risk | (3,557 | ) | (6 | ) | ||||
International ESG Fund |
| |||||||
Foreign currency risk | 297 | — | ||||||
Emerging Markets Efficient Core Fund |
| |||||||
Equity risk | 8,748 | 106 | ||||||
Foreign currency risk | (17,737 | ) | 31,912 | |||||
Interest rate risk | 6,432 | 49,071 | ||||||
International Efficient Core Fund |
| |||||||
Foreign currency risk | (1,716 | ) | (718 | ) | ||||
Interest rate risk | (205,769 | ) | 209,451 | |||||
U.S. Efficient Core Fund |
| |||||||
Foreign currency risk | 18 | — | ||||||
Interest rate risk | (2,537,090 | ) | 2,023,079 | |||||
Artificial Intelligence and Innovation Fund3 |
| |||||||
Foreign currency risk | 315 | — |
122 | WisdomTree Trust |
Notes to Financial Statements (unaudited) (continued)
Fund | Amount of Realized Gain or (Loss) on Derivatives Recognized1 | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2 | ||||||
BioRevolution Fund |
| |||||||
Foreign currency risk | $ | 53 | $ | — | ||||
Cybersecurity Fund |
| |||||||
Foreign currency risk | (14,145 | ) | (21 | ) |
1 | Realized gains (losses) on derivatives are located on the Statements of Operations as follows: |
Equity risk | Net realized gain (loss) from futures contracts | |
Foreign currency risk | Net realized gain (loss) from foreign currency contracts | |
Interest rate risk | Net realized gain (loss) from futures contracts |
2 | Change in unrealized appreciation (depreciation) is located on the Statements of Operations as follows: |
Equity risk | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts | |
Foreign currency risk | Net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts | |
Interest rate risk | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts |
3 | For the period December 9, 2021 (commencement of operations) through December 31, 2021. |
During the six months or period ended December 31, 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 | ||||||||||||
Foreign currency risk | $ | 111,123,217 | $ | 227,835,932 | $ | — | ||||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||||||
Equity risk1 | — | — | 67,340 | |||||||||
Foreign currency risk | 29,578,401 | 59,104,853 | — | |||||||||
Emerging Markets ESG Fund | ||||||||||||
Foreign currency risk | — | 4,952 | — | |||||||||
International ESG Fund | ||||||||||||
Foreign currency risk1 | 8,543 | 61,540 | — | |||||||||
Emerging Markets Efficient Core Fund | ||||||||||||
Equity risk | — | — | 53,071 | |||||||||
Foreign currency risk | 1,590,164 | 651,949 | — | |||||||||
Interest rate risk | — | — | 3,956,457 | |||||||||
International Efficient Core Fund | ||||||||||||
Foreign currency risk | 322,638 | 2,880 | — | |||||||||
Interest rate risk | — | — | 14,802,267 | |||||||||
U.S. Efficient Core Fund |
| |||||||||||
Foreign currency risk1 | — | 175 | — | |||||||||
Interest rate risk | — | — | 428,255,717 | |||||||||
Artificial Intelligence and Innovation Fund2 |
| |||||||||||
Foreign currency risk1 | 70,740 | 5,099 | — | |||||||||
BioRevolution Fund |
| |||||||||||
Foreign currency risk1 | 9,470 | 87 | — | |||||||||
Cybersecurity Fund |
| |||||||||||
Foreign currency risk | 9,251 | 748 | — |
1 | The volume of derivative activity for the period is based on intra-month balances. |
2 | For the period December 9, 2021 (commencement of operations) through December 31, 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
WisdomTree Trust | 123 |
Notes to Financial Statements (unaudited) (continued)
declaration has been determined. On each measurement date, the Funds evaluate the collectability of receivable balances. Generally, the Funds will write-off dividend receivable balances that are canceled by the issuer as of the date that the dividend receivable cancellation notification was publicly made available or when it becomes probable that dividends will not be collected and the amount of uncollectable dividends can be reasonably estimated. 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.
Foreign Currency Contracts — 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. During the fiscal period ended December 31, 2021, the Funds, except for the Currency Hedged Equity Funds, utilized foreign currency contracts primarily to facilitate foreign security settlements. The Currency Hedged Equity Funds utilized foreign currency contracts primarily to dynamically offset applicable international currency exposure from positions in international equities. A foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. These contracts are principally traded in the inter-bank market conducted directly between currency traders (usually large, commercial banks) and their customers. A foreign currency
124 | WisdomTree Trust |
Notes to Financial Statements (unaudited) (continued)
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 foreign currency 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 foreign currency contract, it may receive collateral from the counterparty. In the event of a default or inability of counterparties to meet the terms of their contracts, the non-defaulting party generally has the right to liquidate the collateral and apply the proceeds in satisfaction of the contract terms.
Risks may arise upon entering into foreign currency 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 foreign currency contracts are recorded for book purposes as unrealized gains or losses on foreign currency contracts by the Funds and are included in “net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts” on the Statements of Operations. Realized gains and losses on foreign currency 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 SmallCap 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”. Cash deposited as initial margin is shown as “Deposits at broker for futures contracts” in the Statement of Assets and Liabilities, and U.S. government securities deposited are designated in the Schedule of Investments. 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. The current one-day variation margin on open futures contracts is shown on the Statements of Assets and Liabilities as either a receivable or a payable for “Net variation margin on futures contracts”. The variation margins received or paid by the Funds on both open and closed futures contracts are shown in the Statements of Assets and Liabilities, in whole or in part, as a component of, or an offset to, “Deposits at broker for futures contracts”. Deposits at broker utilized for futures contract margin requirements generally are restricted from withdrawal. 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
WisdomTree Trust | 125 |
Notes to Financial Statements (unaudited) (continued)
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 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 foreign currency 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 currency 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.
126 | WisdomTree Trust |
Notes to Financial Statements (unaudited) (continued)
For financial reporting purposes, the Funds elect to not offset assets and liabilities subject to an ISDA Master Agreement or Lending Agreement, if any, in the Statements of Assets and Liabilities. Therefore, all qualifying transactions are presented on a gross basis in the Statements of Assets and Liabilities. As of December 31, 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 Statements of Assets and | Gross Amounts Not Offset in the Statements of Assets and Liabilities | Net Amount | Gross Amounts Statements of Assets and | Gross Amounts Not Offset in the Statements of Assets and Liabilities | Net Amount | |||||||||||||||||||||||||||
Fund | Financial Instruments | Collateral Received | Financial Instruments | Collateral Posted | ||||||||||||||||||||||||||||
Dynamic Currency Hedged International Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | $ | 5,111,961 | $ | — | $ | (5,111,961 | )1 | $ | — | $ | — | $ | — | $ | — | $ | — | |||||||||||||||
Foreign Currency Contracts | 435,846 | (435,846 | ) | — | — | 1,382,834 | (435,846 | ) | — | 946,988 | ||||||||||||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 1,719,380 | — | (1,719,380 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 148,403 | (148,403 | ) | — | — | 370,021 | (148,403 | ) | — | 221,618 | ||||||||||||||||||||||
Emerging Markets ESG Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 485,443 | — | (485,443 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | — | — | — | — | 6 | — | — | 6 | ||||||||||||||||||||||||
International ESG Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 71,048 | — | (71,048 | )1 | — | — | — | — | — | |||||||||||||||||||||||
U.S. Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 1,972,993 | — | (1,972,993 | )1 | — | — | — | — | — | |||||||||||||||||||||||
U.S. High Yield Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 6,315,232 | — | (6,315,232 | )1 | — | — | — | — | — | |||||||||||||||||||||||
U.S. Short-Term Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 682,163 | — | (682,163 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Emerging Markets Efficient Core Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | 33,740 | (167 | ) | — | 33,573 | 1,828 | (167 | ) | — | 1,661 | ||||||||||||||||||||||
International Efficient Core Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | — | — | — | — | 718 | — | — | 718 | ||||||||||||||||||||||||
Cloud Computing Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 39,645,337 | — | (39,645,337 | )1 | — | — | — | — | — |
1 | The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero. |
Short-Term Investments — Each Fund may invest a portion of its assets in high-quality money market instruments on an ongoing basis to provide liquidity or for other reasons. The instruments include short-term obligations issued by the U.S. government, its agencies, non-U.S. government agencies, negotiable certificates of deposit (“CDs”), fixed time deposits and bankers’ acceptances of 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
WisdomTree Trust | 127 |
Notes to Financial Statements (unaudited) (continued)
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.
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 and U.S. Short-Term 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 | % | ||
Dynamic Currency Hedged International SmallCap Equity Fund | 0.48 | % | ||
Emerging Markets ESG Fund | 0.32 | % | ||
International ESG Fund | 0.30 | % | ||
U.S. Corporate Bond Fund | 0.18 | % | ||
U.S. High Yield Corporate Bond Fund | 0.38 | % | ||
U.S. Short-Term Corporate Bond Fund | 0.18 | % | ||
Emerging Markets Efficient Core Fund | 0.32 | % | ||
International Efficient Core Fund | 0.26 | % | ||
U.S. Efficient Core Fund | 0.20 | % | ||
Artificial Intelligence and Innovation Fund1 | 0.45 | % | ||
BioRevolution Fund | 0.45 | % | ||
Cloud Computing Fund | 0.45 | % | ||
Cybersecurity Fund | 0.45 | % |
1 | Since the commencement of operations on December 9, 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 period ended December 31, 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”.
128 | WisdomTree Trust |
Notes to Financial Statements (unaudited) (continued)
During the six months or period ended December 31, 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 six months or period ended December 31, 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 | |||||||||
Dynamic Currency Hedged International Equity Fund | $ | 5,754,779 | $ | 8,730,082 | $ | 1,404,664 | ||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 1,536,028 | 1,344,540 | 102,190 |
WTAM and/or WisdomTree Investments (collectively herein, “WT”) may from time to time own shares of a Fund. As of and for the six months ended December 31, 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 December 31, 2021 | For the six-months ended December 31, 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 | 693 | $ | 21,351 | $ | 487 | |||||||||||
International ESG Fund | 328 | 10,278 | 101 | |||||||||||||
U.S. Corporate Bond Fund | 18,000 | 967,207 | 13,077 | |||||||||||||
U.S. High Yield Corporate Bond Fund | 459 | 24,084 | 477 | |||||||||||||
U.S. Short-Term Corporate Bond Fund | 58,336 | 2,951,510 | 29,757 | |||||||||||||
U.S Efficient Core Fund | 133 | 5,896 | 26 | |||||||||||||
Cloud Computing Fund | 165 | 8,557 | — | |||||||||||||
Cybersecurity Fund | 73 | 1,916 | 8 |
4. CAPITAL SHARE TRANSACTIONS
As of December 31, 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. Generally, Funds issue and redeem shares on a cash basis, however, shares may also be issued or redeemed in kind. Investors purchasing and redeeming creation units may be charged a purchase transaction fee and a redemption transaction fee to offset transfer and other transaction costs associated with the issuance and redemption of creation units.
5. INVESTMENT PORTFOLIO TRANSACTIONS
Purchases and sales of investments (excluding purchases and sales resulting from in-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting from in-kind capital share transactions (excluding short-term investments) for the six months or period ended December 31, 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 | $ | 56,229,351 | $ | 50,145,483 | $ | 2,673,213 | $ | — | ||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 24,972,900 | 21,605,324 | 13,362,393 | 10,231,863 | ||||||||||||
Emerging Markets ESG Fund | 10,098,401 | 12,331,799 | — | 1,418,720 | ||||||||||||
International ESG Fund | 2,758,880 | 2,773,402 | — | — | ||||||||||||
U.S. Corporate Bond Fund | 7,588,660 | 7,897,534 | — | — | ||||||||||||
U.S. High Yield Corporate Bond Fund | 21,611,239 | 19,739,028 | 51,292,078 | 25,181,998 | ||||||||||||
U.S. Short-Term Corporate Bond Fund | 4,156,789 | 4,455,059 | 10,070,614 | — | ||||||||||||
Emerging Markets Efficient Core Fund | 31,577,059 | 8,562,361 | 8,930,049 | — | ||||||||||||
International Efficient Core Fund | 3,498,794 | 118,680 | 72,994,009 | — | ||||||||||||
U.S. Efficient Core Fund | 18,752,154 | 19,544,057 | 392,123,806 | 35,930,739 |
WisdomTree Trust | 129 |
Notes to Financial Statements (unaudited) (continued)
In-kind Capital Share Transactions | ||||||||||||||||
Fund | Purchases | Sales | Purchases | Sales | ||||||||||||
Artificial Intelligence and Innovation Fund1 | $ | 1,249,485 | $ | — | $ | — | $ | — | ||||||||
BioRevolution Fund | 365,606 | 322,843 | 1,845,668 | — | ||||||||||||
Cloud Computing Fund | 249,481,949 | 252,896,364 | 376,255,750 | 383,051,263 | ||||||||||||
Cybersecurity Fund | 11,911,936 | 11,829,494 | 19,116,828 | 5,994,908 |
1 | For the period December 9, 2021 (commencement of operations) through December 31, 2021. |
6. FEDERAL INCOME TAXES
At December 31, 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 (Depreciation) | Total Net (Depreciation) | ||||||||||||||||||||||||||||
Dynamic Currency Hedged International Equity Fund | $ | 148,418,946 | $ | 28,916,672 | $ | (5,134,258 | ) | $ | 23,782,414 | $ | 153 | $ | (40,212 | ) | $ | (40,059 | ) | $ | 23,742,355 | |||||||||||||||||
Dynamic Currency Hedged International SmallCap Equity Fund | 45,273,472 | 4,817,596 | (1,899,437 | ) | 2,918,159 | 63 | (19,817 | ) | (19,754 | ) | 2,898,405 | |||||||||||||||||||||||||
Emerging Markets ESG Fund | 22,881,963 | 7,452,739 | (1,745,364 | ) | 5,707,375 | — | (6 | ) | (6 | ) | 5,707,369 | |||||||||||||||||||||||||
International ESG Fund | 6,408,572 | 1,541,918 | (130,090 | ) | 1,411,828 | — | — | — | 1,411,828 | |||||||||||||||||||||||||||
U.S. Corporate Bond Fund | 48,771,027 | 597,754 | (752,954 | ) | (155,200 | ) | — | — | — | (155,200 | ) | |||||||||||||||||||||||||
U.S. High Yield Corporate Bond Fund | 184,359,361 | 3,304,760 | (1,843,427 | ) | 1,461,333 | — | — | — | 1,461,333 | |||||||||||||||||||||||||||
U.S. Short-Term Corporate Bond Fund | 40,095,588 | 243,680 | (360,944 | ) | (117,264 | ) | — | — | — | (117,264 | ) | |||||||||||||||||||||||||
Emerging Markets Efficient Core Fund | 33,535,965 | 497,910 | (176,924 | ) | 320,986 | 291 | (1,718 | ) | (1,427 | ) | 319,559 | |||||||||||||||||||||||||
International Efficient Core Fund | 78,194,879 | 1,099,040 | (772,602 | ) | 326,438 | — | (8 | ) | (8 | ) | 326,430 | |||||||||||||||||||||||||
U.S. Efficient Core Fund | 705,617,071 | 184,646,885 | (6,240,101 | ) | 178,406,784 | — | — | — | 178,406,784 | |||||||||||||||||||||||||||
Artificial Intelligence and Innovation Fund | 1,249,485 | 19,570 | (39,853 | ) | (20,283 | ) | — | — | — | (20,283 | ) | |||||||||||||||||||||||||
BioRevolution Fund | 4,387,293 | 246,645 | (387,424 | ) | (140,779 | ) | — | — | — | (140,779 | ) | |||||||||||||||||||||||||
Cloud Computing Fund | 1,267,787,572 | 136,267,682 | (220,497,136 | ) | (84,229,454 | ) | — | — | — | (84,229,454 | ) | |||||||||||||||||||||||||
Cybersecurity Fund | 40,530,192 | 4,884,202 | (4,498,198 | ) | 386,004 | — | — | — | 386,004 |
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. |
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”.
130 | WisdomTree Trust |
Notes to Financial Statements (unaudited) (concluded)
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 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 period ended December 31, 2021, the ECJ tax reclaims received by the Funds did not exceed the foreign withholding taxes of the respective Funds.
7. ADDITIONAL INFORMATION
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.
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.
WisdomTree Trust | 131 |
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)
Consideration of the Approval and Renewal of Investment Advisory and Sub-Advisory Agreements
(all applicable Funds except the WisdomTree Artificial Intelligence and Innovation Fund)
At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held on September 27-28, 2021 (the “Meeting”), the Trustees, including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the renewal of (i) the Investment Advisory Agreements between WisdomTree Asset Management, Inc. (“WTAM”) and the Trust, on behalf of its applicable series (each, a “Fund,” and, collectively, the “Funds”), pursuant to which WTAM provides the Funds with investment advisory services (the “Advisory Agreements”), (ii) the Sub-Advisory Agreement (the “Mellon Sub-Advisory Agreement”), pursuant to which Mellon Investments Corporation (“Mellon”) coordinates the investment and reinvestment of the assets of the applicable Funds, and (iii) the Sub-Advisory Agreement (together with the Mellon Sub-Advisory Agreement, the “Sub-Advisory Agreements,” and, collectively with the Advisory Agreements and the Mellon Sub-Advisory Agreement, the “Agreements”), pursuant to which Voya Investment Management Co. LLC (“Voya,” and, together with Mellon, the “Sub-Advisers”) coordinates the investment and reinvestment of the assets of the applicable Funds.
The Trustees requested, and WTAM provided, such information as the Trustees, with advice from counsel to the Trust and independent legal counsel, deemed reasonably necessary to evaluate the Agreements. At a meeting of a committee of Independent Trustees (the “Contracts Review Committee”) held on August 9, 2021, representatives from WTAM presented detailed information to the Trustees relating to the continuance of the Agreements, and the Trustees, including the Independent Trustees, reviewed and discussed such information. Further information was presented at the Board’s request at the Meeting.
The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Advisers. In considering the approval and renewal of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered. Each Fund was considered separately.
Analysis of Nature, Extent, and Quality of Services Provided to the Funds. The Board considered information provided to them at the Meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the Funds, recognizing WTAM’s and the Sub-Advisers’ operational capabilities and resources. The Board also discussed the role of WisdomTree Investments, Inc. (“WTI”), the parent of WTAM, as index provider to certain Funds, which comprise the substantial majority of assets in the WisdomTree fund complex. The Board noted that the strategies represented by those Funds tracking affiliated WTI indexes are unique, based on WTI’s intellectual property and are only available for use by applicable Funds through WTAM. The Board noted WTAM’s belief that shareholders have invested in such Funds on the strength of WTI’s intellectual property and WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Funds based on the WTI indexes. The Board also noted the extensive responsibilities that WTAM has as investment adviser to the Funds, including: the selection of, and supervisory responsibilities and activities over, the Sub-Advisers, including oversight of the Sub-Advisers’ adherence to each Fund’s investment strategy and restrictions, monitoring of the Sub-Advisers’ buying and selling of securities and derivatives transactions, review of Sub-Adviser performance, review of proxies voted by the Sub-Advisers and oversight of, and the provision of consultation to, the Sub-Advisers with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Funds’ portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Funds. The Board also considered research support available to, and management capabilities of, the Funds’ management personnel and that WTAM provides oversight of day-to-day Fund operations, including fund accounting, tax matters, administration and legal assistance in meeting disclosure and regulatory requirements. Based on management’s representations, the Board expected that there would be no reduction in the scope of services required by or provided by WTAM and the Sub-Advisers under the relevant Agreements. The Board noted that WTAM has continued to commit significant resources toward the fund complex and has made substantial investments to improve the services offered by WTAM, which benefit Fund shareholders.
Based on review of this information and the other factors considered at the Meeting, the Board concluded that the nature, extent and quality of services provided by WTAM and the Sub-Advisers under the Advisory Agreements and Sub-Advisory Agreements, respectively, are adequate and appropriate and supported the Board’s approval of the approval and renewal of the Agreements.
Comparative Analysis of the Funds’ Performance and Management Fee and Expense Ratio. The Board reviewed reports prepared by Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, which included information (1) measuring each index Fund’s performance by how well it tracked the relevant benchmark index, (2) comparing, with respect to the actively-managed Funds, each Fund’s performance with the performance of a group of comparable funds (the “Performance Group”) for various periods ended May 31, 2021, and (3) comparing each Fund’s actual management fees and total expenses with those of a group of comparable funds (the “Expense Group”) and, with respect to total expenses, with a broader group of funds (the “Expense Universe”), the information for which was derived in part from fund financial statements available to
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Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)
Broadridge as of the date of its analysis. The Contracts Review Committee and the Independent Trustees previously had reviewed and discussed the methodology Broadridge used to select the Performance Groups, Expense Groups and Expense Universes. The Board noted that the Performance Groups, Expense Groups and Expense Universes included only pure-index and index-based exchange traded funds (“ETFs”) as comparison funds, except that the Performance Groups, Expense Groups and Expense Universes for the actively-managed Funds included only actively-managed ETFs as comparison funds. The Board also noted that due to the special characteristics of certain Funds, there are limitations in providing comparable funds in the Performance Groups, Expense Groups and Expense Universes, and the information in the Broadridge reports may or may not provide meaningful direct comparisons to the Funds.
The Board discussed the index Funds’ performance, noting that the substantial majority of index Funds seek to track their own WisdomTree benchmark index. During the prior year, the Board received periodic reports on the Funds’ performance in comparison to their relevant benchmark indexes. The Board also discussed the performance of the actively-managed Funds and noted that total return performance of the Funds was variously above, at and below the relevant Performance Group medians for the time periods measured. In response to questions from the Independent Trustees, WTAM representatives discussed the relative performance of the Funds and the factors affecting such performance. On that basis, the Board determined to continue to monitor carefully disparities in performance—both positive and negative—but did not believe that the disparities in the past reflected any characteristics requiring immediate action by WTAM or a Sub-Adviser.
The Board also reviewed the range of actual management fees and total expenses of the Expense Group funds and, with respect to total expenses, Expense Universe funds, and discussed the results of the comparisons. With respect to comparisons of actual management fees, the Board noted the Funds’ unitary fee structure and that the Expense Groups and Expense Universes generally included both ETFs with and without a unitary fee structure. The Board also noted that certain comparison funds in certain Expense Groups and Expense Universes benefited from waivers of all or a portion of their management fees and reimbursement of certain operating expenses. The Board noted that the total expenses of many of the Funds were within five basis points of the median or average total expenses of the funds in the Funds’ respective Expense Groups. In those specific instances where a Fund’s total expenses departed more significantly from comparative funds, the Independent Trustees sought explanations from WTAM, which generally attributed the disparities to the limitations within peer data and/or the unique attributes of a Fund.
The Board considered the fees to the Sub-Advisers in relation to the fees paid to WTAM by the Funds and the respective services provided by the Sub-Advisers and WTAM. The Board also noted that the Sub-Advisers’ fees are paid by WTAM (out of its fee paid by the relevant Funds) and not the Funds. The Board considered the meaningful differences in the services that WTAM provides to the Funds as compared to the Sub-Advisers, including that the role of a Sub-Adviser in making investment recommendations with respect to a Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the role of a Sub-Adviser in making investment recommendations with respect to a Fund that is model-based, with oversight by WTAM in seeking to ensure consistency with such quantitative models. The Board also considered the entrepreneurial and expense risk borne by WTAM that is associated with Funds’ unitary fee structure, which frequently includes minimum fees (such as those to a Sub-Adviser), regardless of whether the asset size of a Fund has grown to a sufficient size.
Based on this review and the other factors considered at the Meeting, the Board concluded that, with respect to each Fund, the Fund’s performance, the fees paid to WTAM and the relevant Sub-Adviser and the Fund’s total expenses supported the Board’s approval and renewal of the relevant Agreements.
Analysis of Profitability and Economies of Scale. WTAM representatives reviewed the expenses allocated and profit received by WTAM and the resulting profitability percentage for managing each Fund and the aggregate profitability percentage to WTAM for managing the WisdomTree fund complex, and the method used to determine the expenses and profit.
The Board considered the profitability analysis (1) as part of its evaluation of whether the fees under the Agreements bear a reasonable relationship to the mix of services provided by WTAM and the Sub-Advisers, including the nature, extent and quality of such services, and (2) in light of the relevant circumstances for each Fund and the extent to which economies of scale would be realized if the Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders. WTAM representatives noted that a discussion of economies of scale is predicated on a Fund having achieved a substantial size and that, if a Fund’s assets had been decreasing, the possibility that WTAM may have realized material economies of scale would be less. WTAM representatives also noted that, as a result of shared and allocated costs among the WisdomTree funds, the extent of economies of scale could depend substantially on the level of assets in the fund complex as a whole and the relative size and asset size changes among the Funds. The Board noted that, in the past, certain Funds had grown rapidly over a relatively short period of time after longer periods of slow or no growth, during which there were years of losses for WTAM in managing such Funds that had only recently turned profitable and years of substantial cumulative losses to WTAM in managing the fund complex as a whole. WTAM representatives stated that there has been significant volatility in the assets of individual Funds and in the fund complex as a whole over time (including volatility in profitability) and that it was not clear that current asset levels will be maintained. WTAM representatives noted that assets in certain Funds have diminished at times at a rapid rate (including during the last year) and could
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Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)
continue to do so. WTAM representatives also noted that economies of scale currently are shared with the Funds by way of the unitary fee structure of the Trust, as well as through additional investment in the WisdomTree business. The Board noted that the Contracts Review Committee had focused on the issue of economies of scale during its meetings. The Board also noted that it would continue to monitor the sharing of economies of scale, focusing in particular on Funds that have experienced significant asset growth, to determine the appropriateness of adding breakpoints in the future. The Board also considered potential benefits to WTAM and the Sub-Advisers from acting as investment adviser and sub-advisers, respectively, and noted that there were no soft dollar arrangements in effect for trading the Funds’ investments. Based on this review, the Board concluded that the profitability results were consistent with the services rendered and service levels provided by WTAM and the entrepreneurial risk WTAM has undertaken over time.
* * * * * *
At the conclusion of these discussions, the Board agreed that it had been furnished with sufficient information to make an informed business decision with respect to the approval to renew the Agreements. In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its previous knowledge, gained through meetings and other interactions with WTAM and the Sub-Advisers, of the Funds and the services provided to the Funds by WTAM and the Sub-Advisers. The Board also relied on information received on a routine and regular basis throughout the year relating to the operations of the Funds and the investment advisory and other services provided under the Agreements. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the renewal of the Agreements.
Consideration of the Approval of Investment Advisory and Sub-Advisory Agreement
WisdomTree Artificial Intelligence and Innovation Fund (the “Fund”)
At a meeting of the Board of Trustees (the “Board”) of the WisdomTree Trust (the “Trust”) held on September 27-28, 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 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. (“Broadridge”), 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, on August 17, 2021 and additional information at a meeting of the Board held on August 19, 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.
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 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 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.
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Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (concluded)
Comparative Analysis of the Fund’s Performance, Advisory Fees and Fund Expenses. As the Fund had not yet commenced operations, the Board was not able to review the Fund’s performance. The Board discussed with WTAM representatives the portfolio management team and the investment strategies to be employed in the management of the Fund’s assets. The Board noted the reputation and experience of WTAM and the Sub-Adviser.
The Board considered the fees to be paid to WTAM by the Fund. The Board examined the fee to be paid by the Fund in light of fees paid to other investment advisers by comparable funds and the method of computing the Fund’s fee. The Board also considered the fee to be paid to the Sub-Adviser in relation to the fee to be paid to WTAM by the Fund and the respective services to be provided by the Sub-Adviser and WTAM. The Board also noted the Sub-Adviser’s fee will be paid by WTAM (out of its fee paid by the Fund) and not by the Fund. The Board considered the meaningful differences in the services that WTAM will provide to the Fund as compared to the Sub-Adviser, including that the role of the Sub-Adviser in making investment recommendations with respect to the 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 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 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.
Analysis of Profitability and Economies of Scale. As the Fund had not yet commenced operations, WTAM representatives were not able to review the dollar amount of expenses allocated and profit received by WTAM, or any economies of scale. The Board considered potential benefits to WTAM and the Sub-Adviser from acting as investment adviser and sub-adviser, respectively. The Board also considered the uncertainty of the estimated asset levels and the renewal requirements for advisory agreements and their ability to review the advisory fees annually after the initial term of the Agreements. The Board determined that because the Fund had 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.
WisdomTree Trust | 135 |
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.
136 | WisdomTree Trust |
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.
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.
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WisdomTree Fund shares are distributed by Foreside Fund Services, LLC, in the U.S. only.
WTGM-5961
Item 2. Code of Ethics.
Not applicable.
Item 3. Audit Committee Financial Expert.
Not applicable.
Item 4. Principal Accountant Fees and Services.
Not applicable.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments.
(a) | Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1 of this form. |
(b) | Not applicable. |
Item 7. Disclosure of Proxy Voting Policies and Procedures 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.
(a)(1) | Not applicable. | |||
(a)(2) | Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto. | |||
(a)(3) | Not applicable. | |||
(a)(4) | Not applicable. | |||
(b) | Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) | WisdomTree Trust | |
By (Signature and Title) | /s/Jonathan Steinberg | |
Jonathan L. Steinberg, President | ||
(principal executive officer) |
Date: March 3, 2022
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title) | /s/Jonathan Steinberg | |
Jonathan L. Steinberg, President | ||
(principal executive officer) | ||
Date: March 3, 2022 | ||
By (Signature and Title) | /s/David Castano | |
David Castano, Treasurer | ||
(principal financial officer) | ||
Date: March 3, 2022 |