UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number: 811-21864
WisdomTree Trust
(Exact name of Registrant as specified in charter)
| 380 Madison Avenue, 21st Floor New York, NY | 10017 | |
| (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: August 31
Date of reporting period: May 31, 2009
Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q 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 the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
| Item 1. | Schedule of Investments. |
Schedule of Investments (unaudited)
WisdomTree U. S. Short-Term Government Income Fund (USY)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| U. S. GOVERNMENT AGENCIES—55.8% |
||||||
| Federal Home Loan Bank |
||||||
| 2.88%, 6/16/09 |
$ | 800,000 | $ | 800,917 | ||
| 3.35%, 7/09/09 |
200,000 | 200,635 | ||||
| Federal Home Loan Mortgage Corp. |
||||||
| 5.00%, 6/11/09 |
1,025,000 | 1,026,356 | ||||
| 4.25%, 7/15/09 |
500,000 | 502,264 | ||||
| 4.38%, 7/30/09 |
1,500,000 | 1,509,369 | ||||
| 2.88%, 11/23/10 |
750,000 | 772,374 | ||||
| 1.27%, 4/01/11** |
400,000 | 401,608 | ||||
| Federal National Mortgage Association |
||||||
| 6.38%, 6/15/09 |
1,000,000 | 1,002,472 | ||||
| 2.88%, 10/12/10 |
750,000 | 762,297 | ||||
| TOTAL U. S. GOVERNMENT AGENCIES (Cost: $6,999,481) |
6,978,292 | |||||
| CORPORATE BONDS—16.2% |
||||||
| Banks—16.2% |
||||||
| Goldman Sachs Group, Inc. |
500,000 | 502,859 | ||||
| KeyCorp |
500,000 | 506,442 | ||||
| Morgan Stanley |
500,000 | 503,877 | ||||
| Regions Bank |
500,000 | 505,579 | ||||
| TOTAL CORPORATE BONDS (Cost: $2,018,141) |
2,018,757 | |||||
| COMMERCIAL PAPER—9.6% |
||||||
| Banks—5.6% |
||||||
| Bank of America Corp. TLGP |
500,000 | 499,979 | ||||
| Citigroup Funding, Inc. TLGP |
200,000 | 199,945 | ||||
| Total Banks |
699,924 | |||||
| Financials—4.0% |
||||||
| GE Capital TLGP |
||||||
| 0.40%, 6/03/09* |
500,000 | 499,988 | ||||
| TOTAL COMMERCIAL PAPER (Cost: $1,199,909) |
1,199,912 | |||||
| TIME DEPOSITS—2.4% |
||||||
| Banks—2.4% |
||||||
| Citibank (Cost: $300,089) |
300,089 | 300,089 | ||||
| MONEY MARKET FUND—0.1% |
||||||
| AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) (Cost: $18,708) |
18,708 | 18,708 | ||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
WisdomTree U. S. Short-Term Government Income Fund (USY)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| REPURCHASE AGREEMENT—15.0% |
||||||
| Citigroup, Inc. tri-party repurchase agreement dated 5/29/09, 0.12% due 6/01/09 |
||||||
| Proceeds at maturity—$1,870,223 (Fully collateralized by U. S. Treasury Notes, 5.00% due |
||||||
| 8/15/11; Market value—$1,907,705) (Cost: $1,870,204) |
$ | 1,870,204 | $ | 1,870,204 | ||
| TOTAL INVESTMENTS IN SECURITIES—99.1% (Cost: $12,406,532)(c) |
12,385,962 | |||||
| Other Assets in Excess of Liabilities—0.9% |
106,964 | |||||
| NET ASSETS—100.0% |
$ | 12,492,926 | ||||
| * | Interest rate shown reflects the discount rate at time of purchase. |
| ** | Floating rate note. Coupon shown is in effect at May 31, 2009. Date represents the ultimate maturity date. |
| (a) | FDIC Guaranteed issued under temporary liquidity guarantee program. |
| (b) | Rate shown represents annualized 7-day yield as of May 31, 2009. |
| (c) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Dreyfus Brazilian Real Fund (BZF)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| U. S. GOVERNMENT AGENCIES—45.6% |
||||||
| Federal Home Loan Bank |
||||||
| 5.13%, 6/04/09 |
$ | 500,000 | $ | 500,247 | ||
| 5.38%, 7/17/09 |
2,340,000 | 2,354,775 | ||||
| Federal Home Loan Mortgage Corp. |
||||||
| 0.20%, 6/19/09* |
300,000 | 299,968 | ||||
| 0.20%, 6/22/09* |
225,000 | 224,973 | ||||
| 0.18%, 7/13/09* |
3,000,000 | 2,999,524 | ||||
| 4.25%, 7/15/09 |
10,278,000 | 10,324,547 | ||||
| 0.17%, 7/20/09* |
2,500,000 | 2,499,574 | ||||
| 0.16%, 7/27/09* |
500,000 | 499,903 | ||||
| 0.20%, 8/03/09* |
550,000 | 549,870 | ||||
| 0.17%, 8/17/09* |
2,334,000 | 2,333,325 | ||||
| 1.27%, 4/01/11** |
800,000 | 803,217 | ||||
| Federal National Mortgage Association |
||||||
| 6.38%, 6/15/09 |
900,000 | 902,224 | ||||
| 0.20%, 7/06/09* |
720,000 | 719,856 | ||||
| 5.13%, 7/13/09 |
1,500,000 | 1,508,215 | ||||
| 0.18%, 7/29/09* |
3,545,000 | 3,544,366 | ||||
| 0.19%, 7/30/09* |
3,000,000 | 2,999,445 | ||||
| 0.17%, 8/03/09* |
3,210,000 | 3,209,242 | ||||
| 0.17%, 8/14/09* |
2,200,000 | 2,199,391 | ||||
| 5.38%, 8/15/09 |
200,000 | 202,106 | ||||
| 0.20%, 8/17/09* |
700,000 | 699,798 | ||||
| 0.18%, 8/26/09* |
2,200,000 | 2,199,292 | ||||
| TOTAL U. S. GOVERNMENT AGENCIES (Cost: $41,578,971) |
41,573,858 | |||||
| CORPORATE BONDS—13.9% |
||||||
| Banks—6.5% |
||||||
| Bank of America NA |
1,000,000 | 1,001,199 | ||||
| KeyCorp |
800,000 | 810,307 | ||||
| Regions Bank |
2,100,000 | 2,123,431 | ||||
| Union Bank NA |
2,000,000 | 2,008,634 | ||||
| Total Banks |
5,943,571 | |||||
| Financials—7.4% |
||||||
| General Electric Capital Corp. |
1,500,000 | 1,504,793 | ||||
| Goldman Sachs Group, Inc. |
2,000,000 | 2,020,312 | ||||
| 1.38%, 3/15/11**(a) |
1,200,000 | 1,206,862 | ||||
| JPMorgan Chase & Co. |
1,000,000 | 1,002,619 | ||||
| Morgan Stanley |
1,000,000 | 1,007,754 | ||||
| Total Financials |
6,742,340 | |||||
| TOTAL CORPORATE BONDS (Cost: $12,666,758) |
12,685,911 | |||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
WisdomTree Dreyfus Brazilian Real Fund (BZF)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| COMMERCIAL PAPER—7.7% |
||||||
| Banks—4.7% |
||||||
| Bank of America Corp. TLGP |
$ | 1,000,000 | $ | 999,777 | ||
| Citigroup Funding, Inc. TLGP |
3,300,000 | 3,299,084 | ||||
| Total Banks |
4,298,861 | |||||
| Financials—3.0% |
||||||
| GE Capital TLGP 0.53%, 7/02/09* |
1,200,000 | 1,199,729 | ||||
| 0.23%, 8/19/09* |
1,500,000 | 1,499,400 | ||||
| Total Financials |
2,699,129 | |||||
| TOTAL COMMERCIAL PAPER (Cost: $6,997,641) |
6,997,990 | |||||
| TIME DEPOSITS—4.4% |
||||||
| Banks—4.4% |
||||||
| Citibank 0.32%, 6/01/09 |
2,000,591 | 2,000,591 | ||||
| 0.30%, 6/15/09 |
2,000,840 | 2,000,840 | ||||
| TOTAL TIME DEPOSITS (Cost: $4,001,431) |
4,001,431 | |||||
| REPURCHASE AGREEMENT—20.0% Citigroup, Inc. tri-party repurchase agreement dated 5/29/09; 0.12% due 6/01/09; Proceeds at maturity—$18,180,812 (Fully collateralized by U. S. Treasury Notes, 3.375% due 11/30/12; Market value—$18,544,275) (Cost: $18,180,631) |
18,180,631 | 18,180,631 | ||||
| TOTAL INVESTMENTS IN SECURITIES—91.6% (Cost: $83,425,432)(b) |
83,439,821 | |||||
| Cash and Other Assets in Excess of Liabilities—8.4% |
7,698,408 | |||||
| NET ASSETS—100.0% |
$ | 91,138,229 | ||||
| * | Interest rate shown reflects the discount rate at time of purchase. |
| ** | Floating rate note. Coupon shown is in effect at May 31, 2009. Date represents the ultimate maturity date. |
| (a) | FDIC Guaranteed issued under temporary liquidity guarantee program. |
| (b) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Dreyfus Chinese Yuan Fund (CYB)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| U. S. GOVERNMENT AGENCIES—42.2% |
||||||
| Federal Home Loan Mortgage Corp. |
||||||
| 5.00%, 6/11/09 |
$ | 900,000 | $ | 901,191 | ||
| 0.20%, 6/19/09* |
389,000 | 388,959 | ||||
| 0.20%, 6/22/09* |
223,000 | 222,973 | ||||
| 0.19%, 7/13/09* |
3,000,000 | 2,999,524 | ||||
| 4.25%, 7/15/09 |
5,000,000 | 5,022,644 | ||||
| 0.17%, 7/20/09* |
2,500,000 | 2,499,574 | ||||
| 0.20%, 8/03/09* |
200,000 | 199,953 | ||||
| 0.18%, 8/10/09* |
5,000,000 | 4,998,685 | ||||
| 0.17%, 8/17/09* |
980,000 | 979,717 | ||||
| 0.19%, 8/24/09* |
400,000 | 399,874 | ||||
| 1.27%, 4/01/11** |
3,900,000 | 3,915,682 | ||||
| Federal National Mortgage Association |
||||||
| 6.38%, 6/15/09 |
4,856,000 | 4,868,002 | ||||
| 0.20%, 7/06/09* |
725,000 | 724,855 | ||||
| 0.16%, 7/08/09* |
5,500,000 | 5,499,071 | ||||
| 5.13%, 7/13/09 |
2,725,000 | 2,739,923 | ||||
| 0.18%, 7/29/09* |
1,600,000 | 1,599,714 | ||||
| 0.19%, 7/30/09* |
1,000,000 | 999,815 | ||||
| 0.19%, 8/03/09* |
500,000 | 499,882 | ||||
| 0.18%, 8/05/09* |
470,000 | 469,885 | ||||
| 5.38%, 8/15/09 |
185,000 | 186,948 | ||||
| 0.19%, 8/17/09* |
250,000 | 249,928 | ||||
| 0.18%, 8/19/09* |
2,500,000 | 2,499,260 | ||||
| TOTAL U. S. GOVERNMENT AGENCIES (Cost: $42,906,702) |
42,866,059 | |||||
| CORPORATE BONDS—15.0% |
||||||
| Banks—5.8% |
||||||
| Bank of America NA |
||||||
| 1.10%, 7/29/10**(a) |
2,200,000 | 2,200,922 | ||||
| Citigroup Funding, Inc. |
||||||
| 1.14%, 7/30/10**(a) |
500,000 | 502,184 | ||||
| KeyCorp |
||||||
| 1.97%, 12/15/10**(a) |
1,200,000 | 1,215,461 | ||||
| Union Bank NA |
||||||
| 1.40%, 3/16/11**(a) |
2,000,000 | 2,008,634 | ||||
| Total Banks |
5,927,201 | |||||
| Financials—9.2% |
||||||
| Goldman Sachs Group, Inc. |
||||||
| 1.15%, 12/03/10**(a) |
1,327,000 | 1,340,477 | ||||
| 1.38%, 3/15/11**(a) |
3,000,000 | 3,017,154 | ||||
| JPMorgan Chase & Co. |
||||||
| 1.16%, 12/02/10**(a) |
920,000 | 927,810 | ||||
| 0.74%, 2/23/11**(a) |
2,000,000 | 2,005,238 | ||||
| Morgan Stanley NA |
||||||
| 1.22%, 3/04/11**(a) |
2,000,000 | 2,015,508 | ||||
| Total Financials |
9,306,187 | |||||
| TOTAL CORPORATE BONDS (Cost: $15,210,551) |
15,233,388 | |||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
WisdomTree Dreyfus Chinese Yuan Fund (CYB)
May 31, 2009
| Investments |
Principal Amount |
Value | |||||
| COMMERCIAL PAPER—11.8% |
|||||||
| Banks—8.4% |
|||||||
| Bank of America Corp. TLGP |
$ | 4,000,000 | $ | 3,999,106 | |||
| Citigroup Funding, Inc. TLGP |
4,500,000 | 4,498,751 | |||||
| Total Banks |
8,497,857 | ||||||
| Financials—3.4% |
|||||||
| GE Capital TLGP |
|||||||
| 0.55%, 6/26/09* |
1,500,000 | 1,499,719 | |||||
| 0.63%, 7/27/09* |
1,300,000 | 1,299,757 | |||||
| 0.23%, 8/19/09* |
700,000 | 699,720 | |||||
| Total Financials |
3,499,196 | ||||||
| TOTAL COMMERCIAL PAPER (Cost: $11,995,931) |
11,997,053 | ||||||
| TIME DEPOSITS—5.5% |
|||||||
| Banks—5.5% |
|||||||
| Citibank |
|||||||
| 0.32%, 6/01/09 |
2,800,828 | 2,800,828 | |||||
| 0.30%, 6/15/09 |
2,801,176 | 2,801,176 | |||||
| TOTAL TIME DEPOSITS (Cost: $5,602,004) |
5,602,004 | ||||||
| MONEY MARKET FUND—1.7% |
|||||||
| AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) (Cost: $1,757,074) |
1,757,074 | 1,757,074 | |||||
| REPURCHASE AGREEMENT—25.9% |
|||||||
| Citigroup, Inc. tri-party repurchase agreement dated 5/29/09, 0.12% due 6/01/09 Proceeds at maturity—$26,264,333 (Fully collateralized by U. S. Treasury Notes, 3.375% due 11/30/12; Market value—$26,789,384) (Cost: $26,264,070) |
26,264,070 | 26,264,070 | |||||
| TOTAL INVESTMENTS IN SECURITIES—102.1% (Cost: $103,736,332)(c) |
103,719,648 | ||||||
| Liabilities in Excess of Other Assets—(2.1)% |
(2,121,814 | ) | |||||
| NET ASSETS—100.0% |
$ | 101,597,834 | |||||
| * | Interest rate shown reflects the discount rate at time of purchase. |
| ** | Floating rate note. Coupon shown is in effect at May 31, 2009. Date represents the ultimate maturity date. |
| (a) | FDIC Guaranteed issued under temporary liquidity guarantee program. |
| (b) | Rate shown represents annualized 7-day yield as of May 31, 2009. |
| (c) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Dreyfus Emerging Currency Fund (CEW)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| U. S. GOVERNMENT AGENCIES—79.6% |
||||||
| Federal Home Loan Mortgage Corp. |
||||||
| 0.20%, 6/19/09* |
$ | 300,000 | $ | 299,968 | ||
| 0.20%, 6/22/09* |
200,000 | 199,976 | ||||
| 0.17%, 6/29/09* |
385,000 | 384,948 | ||||
| 0.19%, 7/13/09* |
1,050,000 | 1,049,833 | ||||
| 4.25%, 7/15/09 |
991,000 | 995,488 | ||||
| 0.19%, 7/27/09* |
1,515,000 | 1,514,706 | ||||
| 0.22%, 8/03/09* |
1,167,000 | 1,166,725 | ||||
| 0.23%, 8/10/09* |
305,000 | 304,920 | ||||
| 0.21%, 8/17/09* |
734,000 | 733,788 | ||||
| 0.19%, 8/24/09* |
1,500,000 | 1,499,527 | ||||
| 1.35%, 3/09/11** |
300,000 | 301,158 | ||||
| Federal National Mortgage Association |
||||||
| 0.18%, 7/01/09* |
250,000 | 249,962 | ||||
| 0.20%, 7/02/09* |
340,000 | 339,940 | ||||
| 0.20%, 7/06/09* |
415,000 | 414,917 | ||||
| 5.13%, 7/13/09 |
900,000 | 905,130 | ||||
| 0.20%, 7/29/09* |
300,000 | 299,946 | ||||
| 0.18%, 8/05/09* |
1,550,000 | 1,549,621 | ||||
| 5.38%, 8/15/09 |
940,000 | 949,900 | ||||
| 0.19%, 8/17/09* |
1,150,000 | 1,149,668 | ||||
| 1.04%, 5/13/11** |
500,000 | 500,323 | ||||
| TOTAL U. S. GOVERNMENT AGENCIES (Cost: $14,809,187) |
14,810,444 | |||||
| CORPORATE BONDS—6.6% |
||||||
| Banks—2.3% |
||||||
| Citigroup Funding, Inc. |
300,000 | 300,515 | ||||
| Union Bank NA |
115,000 | 115,497 | ||||
| Total Banks |
416,012 | |||||
| Financials—4.3% |
||||||
| Goldman Sachs Group, Inc. |
400,000 | 402,287 | ||||
| JPMorgan Chase & Co. |
400,000 | 402,790 | ||||
| Total Financials |
805,077 | |||||
| TOTAL CORPORATE BONDS (Cost: $1,222,235) |
1,221,089 | |||||
| COMMERCIAL PAPER—0.6% |
||||||
| Banks—0.6% |
||||||
| Citigroup Funding, Inc. TLGP (Cost: $99,973) |
100,000 | 99,972 | ||||
| MONEY MARKET FUND—0.1% |
||||||
| AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) (Cost: $18,972) |
18,972 | 18,972 | ||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
WisdomTree Dreyfus Emerging Currency Fund (CEW)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| REPURCHASE AGREEMENT—11.2% |
||||||
| Citigroup, Inc. tri-party repurchase agreement dated 5/29/09; 0.12% due 6/01/09; Proceeds at maturity—$2,090,096 (Fully collateralized by U. S. Treasury Notes, 5.00% due 8/15/11; Market value—$2,131,888) (Cost: $2,090,075) |
$ | 2,090,075 | $ | 2,090,075 | ||
| TOTAL INVESTMENTS IN SECURITIES—98.1% (Cost: $18,240,442)(c) |
18,240,552 | |||||
| Other Assets in Excess of Liabilities—1.9% |
360,129 | |||||
| NET ASSETS—100.0% |
$ | 18,600,681 | ||||
| * | Interest rate shown reflects the discount rate at time of purchase. |
| ** | Floating rate note. Coupon shown is in effect at May 31, 2009. Date represents the ultimate maturity date. |
| (a) | FDIC Guaranteed issued under temporary liquidity guarantee program. |
| (b) | Rate shown represents annualized 7-day yield as of May 31, 2009. |
| (c) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Dreyfus Euro Fund (EU)
May 31, 2009
| Investments |
Principal Amount |
Value | |||
| TIME DEPOSITS—51.7% |
|||||
| Banks—51.7% |
|||||
| Citibank |
1,144,913 EUR | $ | 1,620,567 | ||
| Royal Bank of Scotland PLC |
1,081,676 EUR | 1,531,058 | |||
| UBS AG |
1,112,944 EUR | 1,575,317 | |||
| TOTAL TIME DEPOSITS (Cost: $4,651,801) |
4,726,942 | ||||
| FOREIGN GOVERNMENT OBLIGATIONS—47.4% |
|||||
| Sovereign—47.4% |
|||||
| Belgium Treasury Bill |
1,037,000 EUR | 1,467,339 | |||
| Buoni Ordinari Del Tes Treasury Bill |
844,000 EUR | 1,194,324 | |||
| Dutch Treasury Certificate |
999,000 EUR | 1,413,211 | |||
| French Treasury Bill |
189,000 EUR | 267,406 | |||
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $4,215,000) |
4,342,280 | ||||
| TOTAL INVESTMENTS IN SECURITIES—99.1% (Cost: $8,866,801)(a) |
9,069,222 | ||||
| Cash, Foreign Currency and Other Assets in Excess of Liabilities—0.9% |
81,531 | ||||
| NET ASSETS—100.0% |
$ | 9,150,753 | |||
Principal amount is reported in U.S. dollars, except for those denoted in the following currency:
EUR—Euro
| * | Interest rate shown reflects the discount rate at the time of purchase. |
| (a) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Dreyfus Indian Rupee Fund (ICN)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| U. S. GOVERNMENT AGENCIES—65.0% |
||||||
| Federal Home Loan Mortgage Corp. |
||||||
| 0.19%, 7/13/09* |
$ | 700,000 | $ | 699,889 | ||
| 4.25%, 7/15/09 |
1,000,000 | 1,004,529 | ||||
| 0.17%, 7/20/09* |
400,000 | 399,932 | ||||
| 0.17%, 7/24/09* |
600,000 | 599,900 | ||||
| 0.23%, 8/10/09* |
165,000 | 164,957 | ||||
| 0.21%, 8/17/09* |
100,000 | 99,971 | ||||
| 0.19%, 8/24/09* |
250,000 | 249,921 | ||||
| 1.27%, 4/01/11** |
1,400,000 | 1,405,629 | ||||
| Federal National Mortgage Association |
||||||
| 6.38%, 6/15/09 |
400,000 | 400,989 | ||||
| 5.13%, 7/13/09 |
300,000 | 301,643 | ||||
| 0.18%, 8/05/09* |
250,000 | 249,939 | ||||
| 5.38%, 8/15/09 |
65,000 | 65,684 | ||||
| 0.18%, 8/17/09* |
700,000 | 699,798 | ||||
| TOTAL U. S. GOVERNMENT AGENCIES (Cost: $6,344,499) |
6,342,781 | |||||
| CORPORATE BONDS—5.2% |
||||||
| Banks—1.1% |
||||||
| Union Bank NA |
100,000 | 100,432 | ||||
| Financials—4.1% |
||||||
| Goldman Sachs Group, Inc. |
400,000 | 402,287 | ||||
| TOTAL CORPORATE BONDS (Cost: $501,960) |
502,719 | |||||
| TIME DEPOSITS—4.1% |
||||||
| Banks—4.1% |
||||||
| Citibank |
||||||
| 0.32%, 6/01/09 |
200,059 | 200,059 | ||||
| 0.30%, 6/15/09 |
200,084 | 200,084 | ||||
| TOTAL TIME DEPOSITS (Cost: $400,143) |
400,143 | |||||
| COMMERCIAL PAPER—8.4% |
||||||
| Banks—8.4% |
||||||
| Bank of America Corp. TLGP |
||||||
| 0.45%, 6/03/09* |
425,000 | 424,990 | ||||
| Citigroup Funding, Inc. TLGP |
||||||
| 0.27%, 7/07/09* |
400,000 | 399,889 | ||||
| TOTAL COMMERICAL PAPER (Cost: $824,882) |
824,879 | |||||
| MONEY MARKET FUND—0.1% |
||||||
| AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) (Cost: $9,225) |
9,225 | 9,225 | ||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
WisdomTree Dreyfus Indian Rupee Fund (ICN)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| REPURCHASE AGREEMENT—13.2% |
||||||
| Citigroup, Inc. tri-party repurchase agreement dated 5/29/09, 0.12% due 6/01/09; Proceeds at maturity—$1,290,325 (Fully collateralized by U. S. Treasury Notes, 5.00% due 8/15/11; Market value—$1,316,156) (Cost: $1,290,312) |
$ | 1,290,312 | $ | 1,290,312 | ||
| TOTAL INVESTMENTS IN SECURITIES—96.0% (Cost: $9,371,021)(c) |
9,370,059 | |||||
| Cash and Other Assets in Excess of Liabilities—4.0% |
394,316 | |||||
| NET ASSETS—100.0% |
$ | 9,764,375 | ||||
| * | Interest rate shown reflects the discount rate at time of purchase. |
| ** | Floating rate note. Coupon shown is in effect at May 31, 2009. Date represents the ultimate maturity date. |
| (a) | FDIC Guaranteed issued under temporary liquidity guarantee program. |
| (b) | Rate shown represents annualized 7-day yield as of May 31, 2009. |
| (c) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Dreyfus Japanese Yen Fund (JYF)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| TIME DEPOSITS—57.2% |
||||||
| Banks—57.2% |
||||||
| Citibank |
180,022,533 | JPY | $ | 1,885,941 | ||
| Mizuho Intermational PLC |
180,034,149 | JPY | 1,886,063 | |||
| UBS AG |
240,081,632 | JPY | 2,515,129 | |||
| TOTAL TIME DEPOSITS (Cost: $6,308,612) |
6,287,133 | |||||
| FOREIGN GOVERNMENT OBLIGATIONS—9.5% |
||||||
| Sovereign—9.5% |
||||||
| Japan Treasury Bill, Series 12 (Cost: $1,021,663) |
100,000,000 | JPY | 1,047,513 | |||
| CORPORATE BONDS—9.5% |
||||||
| Banks—9.5% |
||||||
| Alliance & Leicester PLC** |
40,000,000 | JPY | 417,623 | |||
| Inter-American Development Bank |
60,000,000 | JPY | 629,338 | |||
| TOTAL CORPORATE BONDS (Cost: $1,058,110) |
1,046,961 | |||||
| REPURCHASE AGREEMENT—23.4% |
||||||
| Repurchase agreement dated 5/29/09, 0.10% due 6/01/09 with Royal Bank of Scotland; Proceeds at maturity—245,076,616 JPY (Fully collateralized by Japan Treasury Bill, Series 12, 0.26% due 6/22/09; Japan Government Bond, Series 232, 1.20% due 6/20/09; Market value— $3,608,285) (Cost: $2,567,436) |
245,074,574 | JPY | 2,567,436 | |||
| TOTAL INVESTMENTS IN SECURITIES—99.6% (Cost: $10,955,821)(a) |
10,949,043 | |||||
| Cash, Foreign Currency and Other Assets in Excess of Liabilities—0.4% |
43,051 | |||||
| NET ASSETS—100.0% |
$ | 10,992,094 | ||||
Principal amount is reported in U.S. dollars, except for those denoted in the following currency:
JPY—Japanese Yen
| * | Interest rate shown reflects the discount rate at time of purchase. |
| ** | Floating rate note. Coupon shown is in effect at May 31, 2009. Date represents the ultimate maturity date. |
| (a) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Dreyfus New Zealand Dollar Fund (BNZ)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| U. S. GOVERNMENT AGENCIES—60.1% |
||||||
| Federal Home Loan Mortgage Corp. |
||||||
| 0.19%, 7/13/09* |
$ | 300,000 | $ | 299,952 | ||
| 4.25%, 7/15/09 |
500,000 | 502,264 | ||||
| 0.16%, 7/27/09* |
500,000 | 499,903 | ||||
| 0.20%, 8/03/09* |
100,000 | 99,976 | ||||
| 0.17%, 8/17/09* |
720,000 | 719,792 | ||||
| 0.19%, 8/24/09* |
400,000 | 399,874 | ||||
| 1.27%, 4/01/11** |
900,000 | 903,619 | ||||
| Federal National Mortgage Association |
||||||
| 0.18%, 7/29/09* |
600,000 | 599,893 | ||||
| 0.19%, 7/30/09* |
500,000 | 499,908 | ||||
| 0.19%, 8/03/09* |
500,000 | 499,882 | ||||
| 0.18%, 8/05/09* |
480,000 | 479,883 | ||||
| 0.19%, 8/17/09* |
400,000 | 399,884 | ||||
| 0.18%, 8/19/09* |
700,000 | 699,793 | ||||
| TOTAL U. S. GOVERNMENT AGENCIES |
||||||
| (Cost: $6,603,462) |
6,604,623 | |||||
| COMMERCIAL PAPER—6.4% |
||||||
| Banks—1.8% |
||||||
| Citigroup Funding, Inc. TLGP |
||||||
| 0.27%, 7/07/09* |
200,000 | 199,944 | ||||
| Financials—4.6% |
||||||
| GE Capital TLGP |
||||||
| 0.23%, 8/19/09* |
500,000 | 499,800 | ||||
| TOTAL COMMERCIAL PAPER |
||||||
| (Cost: $699,693) |
699,744 | |||||
| CORPORATE BONDS—2.7% |
||||||
| Banks—0.9% |
||||||
| Union Bank NA |
||||||
| 1.40%, 3/16/11**(a) |
100,000 | 100,432 | ||||
| Financials—1.8% |
||||||
| Goldman Sachs Group, Inc. |
||||||
| 1.38%, 3/15/11**(a) |
200,000 | 201,143 | ||||
| TOTAL CORPORATE BONDS |
||||||
| (Cost: $301,227) |
301,575 | |||||
| TIME DEPOSITS—1.8% |
||||||
| Banks—1.8% |
||||||
| Citibank |
||||||
| 0.32%, 6/01/09 |
100,030 | 100,030 | ||||
| 0.30%, 6/15/09 |
100,042 | 100,042 | ||||
| TOTAL TIME DEPOSITS |
||||||
| (Cost: $200,072) |
200,072 | |||||
| MONEY MARKET FUND—0.1% |
||||||
| AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) |
||||||
| (Cost: $10,252) |
10,252 | 10,252 | ||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)(concluded)
WisdomTree Dreyfus New Zealand Dollar Fund (BNZ)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| REPURCHASE AGREEMENT—18.6% |
||||||
| Citigroup, Inc. tri-party repurchase agreement dated 5/29/09; 0.12% due 6/01/09; Proceeds at maturity—$2,050,287 (Fully collateralized by U. S. Treasury Notes, 5.00% due 8/15/11; Market value—$2,091,278) (Cost: $2,050,267) |
$ | 2,050,267 | $ | 2,050,267 | ||
| TOTAL INVESTMENTS IN SECURITIES—89.7% |
||||||
| (Cost: $9,864,973)(c) |
9,866,533 | |||||
| Other Assets in Excess of Liabilities—10.3% |
1,130,599 | |||||
| NET ASSETS—100.0% |
$ | 10,997,132 | ||||
| * | Interest rate shown reflects the discount rate at time of purchase. |
| ** | Floating rate note. Coupon shown is in effect at May 31, 2009. Date represents the ultimate maturity date. |
| (a) | FDIC Guaranteed issued under temporary liquidity guarantee program. |
| (b) | Rate shown represents annualized 7-day yield as of May 31, 2009. |
| (c) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Dreyfus South African Rand Fund (SZR)
May 31, 2009
| Investments |
Principal Amount |
Value | ||||
| U. S. GOVERNMENT AGENCIES—63.3% |
||||||
| Federal Home Loan Mortgage Corp. |
||||||
| 0.20%, 6/19/09* |
$ | 130,000 | $ | 129,986 | ||
| 0.20%, 6/22/09* |
140,000 | 139,983 | ||||
| 0.19%, 7/13/09* |
250,000 | 249,961 | ||||
| 4.25%, 7/15/09 |
250,000 | 251,132 | ||||
| 0.19%, 8/24/09* |
200,000 | 199,937 | ||||
| 1.27%, 4/01/11** |
100,000 | 100,402 | ||||
| Federal National Mortgage Association |
||||||
| 6.38%, 6/15/09 |
200,000 | 200,494 | ||||
| 0.20%, 7/06/09* |
140,000 | 139,972 | ||||
| 0.18%, 8/05/09* |
100,000 | 99,976 | ||||
| 0.19%, 8/17/09* |
100,000 | 99,971 | ||||
| TOTAL U. S. GOVERNMENT AGENCIES (Cost: $1,613,660) |
1,611,814 | |||||
| CORPORATE BONDS—12.9% |
||||||
| Banks—4.0% |
||||||
| Union Bank NA |
100,000 | 100,432 | ||||
| Financials—8.9% |
||||||
| Goldman Sachs Group, Inc. |
100,000 | 100,572 | ||||
| Morgan Stanley |
125,000 | 125,969 | ||||
| Total Financials |
226.541 | |||||
| TOTAL CORPORATE BONDS (Cost: $327,218) |
326,973 | |||||
| COMMERCIAL PAPER—3.9% |
||||||
| Banks—3.9% |
||||||
| Citigroup Funding TLGP (Cost: $99,973) |
100,000 | 99,972 | ||||
| MONEY MARKET FUND—0.3% |
||||||
| AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) (Cost: $8,076) |
8,076 | 8,076 | ||||
| REPURCHASE AGREEMENT—14.3% |
||||||
| Citigroup, Inc. tri-party repurchase agreement dated 5/29/09; 0.12% due 6/01/09; Proceeds at maturity—$365,059 (Fully collateralized by U. S. Treasury Notes, 5.00% due 8/15/11; Market value—$372,428) (Cost: $365,056) |
365,056 | 365,056 | ||||
| TOTAL INVESTMENTS IN SECURITIES—94.7% (Cost: $2,413,983)(c) |
2,411,891 | |||||
| Other Assets in Excess of Liabilities—5.3% |
133,662 | |||||
| NET ASSETS—100.0% |
$ | 2,545,553 | ||||
| * | Interest rate shown reflects the discount rate at time of purchase. |
| ** | Floating rate note. Coupon shown is in effect at May 31, 2009. Date represents the ultimate maturity date. |
| (a) | FDIC Guaranteed issued under temporary liquidity guarantee program. |
| (b) | Rate shown represents annualized 7-day yield as of May 31, 2009. |
| (c) | Aggregate cost for Federal income tax purposes is substantially the same as for book purposes. |
See Notes to Schedule of Investments.
Notes to Schedule of Investments (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 pursuant to a Trust Instrument dated December 15, 2005. As of May 31, 2009, the Trust offered 51 investment funds. These notes relate only to the Schedule of Investments for the WisdomTree U.S. Short-Term Government Income Fund, formerly WisdomTree U.S. Current Income Fund (“U. S. Short-Term Government Income Fund”), WisdomTree Dreyfus Brazilian Real Fund (“Brazilian Real Fund”), WisdomTree Dreyfus Chinese Yuan Fund (“Chinese Yuan Fund”), WisdomTree Dreyfus Emerging Currency Fund (“Emerging Currency Fund”), WisdomTree Dreyfus Euro Fund (“Euro Fund”), WisdomTree Dreyfus Indian Rupee Fund (“Indian Rupee Fund”), WisdomTree Dreyfus Japanese Yen Fund (“Japanese Yen Fund”), WisdomTree Dreyfus New Zealand Dollar Fund (“New Zealand Dollar Fund”) and WisdomTree Dreyfus South African Rand Fund (“South African Rand Fund”) (each a “Fund”, collectively, the “Funds”). The Funds commenced operations as follows: the Brazilian Real Fund, the Chinese Yuan Fund, the Euro Fund and the Indian Rupee Fund commenced operations on May 14, 2008; the U. S. Short-Term Government Income Fund and the Japanese Yen Fund commenced operations on May 20, 2008 and May 21, 2008, respectively; the New Zealand Dollar Fund and South African Rand Fund commenced operations on June 25, 2008 and the Emerging Currency Fund commenced operations on May 6, 2009.
| 2. | SIGNIFICANT ACCOUNTING POLICIES |
(a) Guarantees - 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 known, 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 expect the loss to be remote.
(b) Investment Valuation - The Net Asset Value (“NAV”) of each Fund’s shares is calculated each day the national securities exchanges are open for trading as of the close of regular trading on the New York Stock Exchange, generally 4:00 p.m. Eastern time. NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. In calculating a Fund’s NAV, Fund investments generally are valued using market valuations. Short-term debt securities with remaining maturities of 60 days or less generally are valued on the basis of amortized cost which approximates fair value. U.S. fixed income assets 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. The value of any assets or liabilities denominated in a currency other than the U.S. dollar is converted into U.S. dollars using an exchange rate deemed appropriate by the Fund. In certain instances, such as when reliable market valuations are not readily available or are not deemed to reflect current market values, a Fund’s investments will be valued in accordance with the Fund’s pricing policy and procedures approved by the Board of Trustees. For these purposes, a price based on amortized cost is considered a market valuation. 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 or 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.
Effective September 1, 2008, the Funds adopted Financial Accounting Standards Board (“FASB”) Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” This standard defines fair value, establishes a framework for measuring fair value in accordance with generally accepted accounting principles and expands disclosure about fair value measurements. Various inputs are used in determining the value of the Fund’s investments. These inputs are 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) | ||
Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933 as amended);
Notes to Schedule of Investments (unaudited)(continued)
(iii) a security whose trading has been suspended or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets on which the security is traded but before the time as of which a Fund’s net asset value is computed and that may materially affect the value of the Fund’s investments). Examples of events that may be “significant events” are government actions, natural disasters, armed conflicts and acts of terrorism.
The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.
The following is a summary of the inputs used as of May 31, 2009 in valuing each Fund’s assets carried at fair value:
| Fund |
Level 1 - Quoted Prices Valuation Inputs |
Level 2 - Other Significant Observable Inputs |
Level 3 - Significant Unobservable Inputs |
Total | ||||||||
| U.S. Short-Term Government Income Fund |
$ | — | $ | 12,385,962 | $ | — | $ | 12,385,962 | ||||
| Brazilian Real Fund |
— | 83,439,821 | — | 83,439,821 | ||||||||
| Chinese Yuan Fund |
— | 103,719,648 | — | 103,719,648 | ||||||||
| Emerging Currency Fund |
— | 18,240,552 | — | 18,240,552 | ||||||||
| Euro Fund |
— | 9,069,222 | — | 9,069,222 | ||||||||
| Indian Rupee Fund |
— | 9,370,059 | — | 9,370,059 | ||||||||
| Japanese Yen Fund |
— | 10,949,043 | — | 10,949,043 | ||||||||
| New Zealand Dollar Fund |
— | 9,866,533 | — | 9,866,533 | ||||||||
| South African Rand Fund |
— | 2,411,891 | — | 2,411,891 | ||||||||
(c) Investment Transactions and Investment Income - Investment transactions are recorded as of the date that the securities are purchased or sold (trade date).
(d) 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 deemed appropriate by the investment adviser.
(e) Repurchase Agreements - Each Fund’s custodian or a third party custodian under tri-party repurchase agreements, may take possession of the collateral pledged for investments in repurchase agreements. The underlying collateral is valued on a daily basis at fair value to ensure that the value, including accrued interest, is at least equal to the repurchase price. In the event of default of the obligation to repurchase, a Fund has the right to liquidate the collateral and apply the proceeds in satisfaction of the obligations. Under certain circumstances, in the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings.
(f) Forward Currency Contracts - Each Fund may enter into forward currency contracts to manage its foreign currency exposure or to facilitate settlement of foreign currency denominated portfolio transactions. A Fund may invest in both forward currency contracts and U.S. dollar denominated money market securities in an attempt to create a “synthetic” investment in a foreign currency denominated instrument.
The following forward currency exchange contracts were open at May 31, 2009:
| Fund Name |
Settlement Date |
Contracts To Deliver |
In Exchange For |
Unrealized Gain (Loss) |
||||||||||
| Brazilian Real Fund |
7/02/09 | USD | 84,540,926 | BRL | 173,579,429 | $ | 2,946,501 | |||||||
| 7/02/09 | USD | 4,506,527 | BRL | 9,136,983 | 98,691 | |||||||||
| $ | 3,045,192 | |||||||||||||
| Chinese Yuan Fund |
8/06/09 | USD | 5,092,031 | CNY | 34,666,547 | $ | (6,759 | ) | ||||||
| 8/06/09 | USD | 96,600,696 | CNY | 658,720,143 | 27,649 | |||||||||
| $ | 20,890 | |||||||||||||
| Emerging Currency Fund |
7/02/09 | USD | 1,168,401 | BRL | 2,398,961 | $ | 40,722 | |||||||
| 7/02/09 | USD | 192,632 | BRL | 394,896 | 6,403 | |||||||||
| 7/02/09 | USD | 192,538 | BRL | 394,896 | 6,497 | |||||||||
| 8/04/09 | USD | 181,818 | BRL | 397,408 | 16,953 | |||||||||
| 8/06/09 | USD | 181,818 | CLP | 104,381,817 | 4,727 | |||||||||
| 8/06/09 | USD | 368,442 | CLP | 209,422,414 | 5,825 | |||||||||
| 8/06/09 | USD | 369,026 | CLP | 209,422,414 | 5,241 | |||||||||
| 8/06/09 | USD | 188,158 | CLP | 104,804,108 | (858 | ) | ||||||||
| 8/06/09 | USD | 187,095 | CLP | 104,314,762 | (670 | ) | ||||||||
| 8/06/09 | USD | 186,496 | CLP | 104,805,194 | 806 | |||||||||
| 8/06/09 | USD | 186,486 | CLP | 104,805,194 | 815 | |||||||||
| 8/06/09 | USD | 181,818 | CNY | 1,233,909 | (815 | ) | ||||||||
| 8/06/09 | USD | 364,982 | CNY | 2,477,790 | (1,512 | ) | ||||||||
| 8/06/09 | USD | 365,025 | CNY | 2,477,790 | (1,555 | ) | ||||||||
| 8/06/09 | USD | 182,519 | CNY | 1,243,500 | (108 | ) | ||||||||
| 8/06/09 | USD | 182,104 | CNY | 1,239,580 | (268 | ) | ||||||||
| 8/06/09 | USD | 182,768 | CNY | 1,245,379 | (82 | ) | ||||||||
| 8/06/09 | USD | 182,848 | CNY | 1,245,379 | (162 | ) | ||||||||
| 8/06/09 | USD | 181,818 | ILS | 754,909 | 11,176 | |||||||||
| 8/06/09 | USD | 370,864 | ILS | 1,514,943 | 16,434 | |||||||||
| 8/06/09 | USD | 370,819 | ILS | 1,514,943 | 16,479 | |||||||||
| 8/06/09 | USD | 182,352 | ILS | 758,702 | 11,612 | |||||||||
| 8/06/09 | USD | 188,005 | ILS | 755,829 | 5,224 | |||||||||
| 8/06/09 | USD | 191,708 | ILS | 760,333 | 2,672 | |||||||||
| 8/06/09 | USD | 191,715 | ILS | 760,333 | 2,665 | |||||||||
| 8/06/09 | USD | 181,818 | INR | 9,110,000 | 9,808 | |||||||||
| 8/06/09 | USD | 368,743 | INR | 18,241,709 | 14,966 | |||||||||
| 8/06/09 | USD | 368,594 | INR | 18,241,709 | 15,115 | |||||||||
| 8/06/09 | USD | 187,886 | INR | 9,112,482 | 3,792 | |||||||||
| 8/06/09 | USD | 191,538 | INR | 9,117,218 | 240 | |||||||||
| 8/06/09 | USD | 190,534 | INR | 9,107,510 | 1,040 | |||||||||
| 8/06/09 | USD | 190,534 | INR | 9,107,510 | 1,040 | |||||||||
| 8/06/09 | USD | 181,818 | KRW | 231,712,608 | 3,226 | |||||||||
| 8/06/09 | USD | 375,454 | KRW | 463,461,015 | (5,337 | ) | ||||||||
| 8/06/09 | USD | 375,576 | KRW | 463,461,015 | (5,458 | ) | ||||||||
| 8/06/09 | USD | 183,194 | KRW | 230,329,549 | 746 | |||||||||
| 8/06/09 | USD | 188,034 | KRW | 231,657,502 | (3,033 | ) | ||||||||
| 8/06/09 | USD | 184,774 | KRW | 232,537,968 | 930 | |||||||||
| 8/06/09 | USD | 184,701 | KRW | 232,537,968 | 1,003 | |||||||||
| 8/06/09 | USD | 181,818 | MXN | 2,461,136 | 3,284 | |||||||||
| 8/06/09 | USD | 372,666 | MXN | 4,929,663 | (1,907 | ) | ||||||||
| 8/06/09 | USD | 372,694 | MXN | 4,929,663 | (1,935 | ) | ||||||||
| 8/06/09 | USD | 185,643 | MXN | 2,464,535 | (286 | ) | ||||||||
| 8/06/09 | USD | 188,898 | MXN | 2,455,861 | (4,193 | ) | ||||||||
| 8/06/09 | USD | 186,015 | MXN | 2,467,866 | (407 | ) | ||||||||
| 8/06/09 | USD | 186,063 | MXN | 2,467,866 | (455 | ) | ||||||||
| 8/06/09 | USD | 181,818 | PLN | 598,173 | 4,974 | |||||||||
| 8/06/09 | USD | 370,648 | PLN | 1,200,641 | 4,277 | |||||||||
| 8/06/09 | USD | 370,706 | PLN | 1,200,641 | 4,220 | |||||||||
| 8/06/09 | USD | 181,958 | PLN | 601,589 | 5,901 | |||||||||
| 8/06/09 | USD | 189,058 | PLN | 599,372 | (1,892 | ) | ||||||||
| 8/06/09 | USD | 189,977 | PLN | 602,769 | (1,750 | ) | ||||||||
| 8/06/09 | USD | 190,007 | PLN | 602,769 | (1,780 | ) | ||||||||
| 8/06/09 | USD | 181,818 | TRY | 292,430 | 4,505 | |||||||||
| 8/06/09 | USD | 369,204 | TRY | 585,926 | 4,123 | |||||||||
| 8/06/09 | USD | 369,157 | TRY | 585,926 | 4,169 | |||||||||
| 8/06/09 | USD | 185,355 | TRY | 293,129 | 1,414 | |||||||||
| 8/06/09 | USD | 188,042 | TRY | 291,850 | (2,088 | ) | ||||||||
| 8/06/09 | USD | 185,742 | TRY | 293,510 | 1,269 | |||||||||
| 8/06/09 | USD | 185,731 | TRY | 293,510 | 1,281 | |||||||||
| 8/06/09 | USD | 181,818 | TWD | 5,920,909 | 1,330 | |||||||||
| 8/06/09 | USD | 368,677 | TWD | 11,952,496 | 1,044 | |||||||||
| 8/06/09 | USD | 368,677 | TWD | 11,952,496 | 1,044 | |||||||||
| 8/06/09 | USD | 182,590 | TWD | 5,975,259 | 2,240 | |||||||||
| 8/06/09 | USD | 183,146 | TWD | 5,961,402 | 1,255 | |||||||||
| 8/06/09 | USD | 184,567 | TWD | 5,976,268 | 294 | |||||||||
| 8/06/09 | USD | 184,510 | TWD | 5,976,268 | 351 | |||||||||
| 8/06/09 | USD | 181,818 | ZAR | 1,543,627 | 7,909 | |||||||||
| 8/06/09 | USD | 361,828 | ZAR | 3,095,290 | 18,615 | |||||||||
| 8/06/09 | USD | 361,929 | ZAR | 3,095,290 | 18,513 | |||||||||
| 8/06/09 | USD | 170,073 | ZAR | 1,547,490 | 13,130 | |||||||||
| 8/06/09 | USD | 182,850 | ZAR | 1,541,377 | 6,601 | |||||||||
| 8/06/09 | USD | 184,534 | ZAR | 1,548,933 | 5,846 | |||||||||
| 8/06/09 | USD | 184,415 | ZAR | 1,548,933 | 5,964 | |||||||||
| $ | 293,159 | |||||||||||||
| Indian Rupee Fund |
8/06/09 | USD | 9,346,714 | INR | 461,821,121 | $ | 367,563 | |||||||
| New Zealand Dollar Fund |
6/17/09 | USD | 1,711,071 | NZD | 3,394,983 | $ | 461,606 | |||||||
| 6/17/09 | USD | 23,497 | NZD | 42,435 | 3,660 | |||||||||
| 6/17/09 | USD | 3,894,813 | NZD | 6,878,864 | 507,433 | |||||||||
| 6/17/09 | USD | 4,149,275 | NZD | 6,873,757 | 249,702 | |||||||||
| $ | 1,222,401 | |||||||||||||
| South African Rand Fund |
8/06/09 | USD | 2,431,438 | ZAR | 20,785,389 | $ | 123,297 | |||||||
Currency Legend:
BRL – Brazilian real
CLP – Chilean peso
CNY – Chinese yuan
ILS – Israeli shekel
INR – Indian rupee
KRW – Korean won
MXN – Mexican peso
PLN – Polish zloty
TRY – Turkish lira
TWD – Taiwan dollar
USD – U.S. dollar
ZAR – South African rand
Notes to Schedule of Investments (unaudited)(concluded)
(g) 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.
| 3. | FEDERAL INCOME TAXES |
At May 31, 2009, the cost of investments for Federal income tax purposes was substantially the same, as for book purposes, as indicated below:
| Fund |
Tax Cost | Gross Unrealized Appreciation |
Gross Unrealized Depreciation |
Net Unrealized Appreciation/ (Depreciation) |
||||||||||
| U.S. Short-Term Government Income Fund |
$ | 12,406,532 | $ | 2,680 | $ | (23,250 | ) | $ | (20,570 | ) | ||||
| Brazilian Real Fund |
83,425,432 | 25,418 | (11,029 | ) | 14,389 | |||||||||
| Chinese Yuan Fund |
103,736,332 | 34,633 | (51,317 | ) | (16,684 | ) | ||||||||
| Emerging Currency Fund |
18,240,442 | 1,779 | (1,669 | ) | 110 | |||||||||
| Euro Fund |
8,866,801 | 202,421 | — | 202,421 | ||||||||||
| Indian Rupee Fund |
9,371,021 | 2,360 | (3,322 | ) | (962 | ) | ||||||||
| Japanese Yen Fund |
10,955,821 | 25,850 | (32,628 | ) | (6,778 | ) | ||||||||
| New Zealand Dollar Fund |
9,864,973 | 1,761 | (201 | ) | 1,560 | |||||||||
| South African Rand Fund |
2,413,983 | 357 | (2,449 | ) | (2,092 | ) | ||||||||
| 4. | NEW ACCOUNTING PRONOUNCEMENT |
On March 19, 2008, the FASB released Statement of Financial Accounting Standards No. 161, Disclosures about Derivative Instruments and Hedging Activities (“FAS 161”). FAS 161 requires qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts of gains and losses on derivative instruments, and disclosures about credit-risk-related contingent features in derivative agreements. The application of FAS 161 is effective for fiscal years beginning after November 15, 2008 and interim periods within those fiscal years. Management is currently evaluating the implications of FAS 161 and its impact on the financial statements.
| Item 2. | Controls and Procedures. |
| (a) | Based on their evaluation of the Registrant’s disclosure controls and procedures (as defined in Rule 30a-3 (c) under the Investment Company Act of 1940) as of a date within 90 days prior to the filing date of this report, the President and Treasurer of the Registrant have concluded that such disclosure controls and procedures are reasonably designed and effective to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to them by others within those entities. |
| (b) | There were no changes in the Registrant’s internal control over financial reporting (as defined in Rule 30a-3 (d) under the Investment Company Act of 1940) that occurred during the Registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting. |
| Item 3. | Exhibits. |
| (i) | Certification of each principal executive officer of and principal financial officer of the Registrant as required by Rule 30a-2 (a) under the Investment Company Act of 1940 (17 CFR 270.30a-2) is attached hereto as a part of EX-99. CERT. |
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: | /s/ Jonathan L. Steinberg | |
| Jonathan L. Steinberg President | ||
Date: July 30, 2009
| By: | /s/ Amit Muni | |
| Amit Muni Treasurer |
Date: July 30, 2009
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: | /s/ Jonathan L. Steinberg | |
| Jonathan L. Steinberg President |
Date: July 30, 2009
| By: | /s/ Amit Muni | |
| Amit Muni Treasurer |
Date: July 30, 2009