WisdomTree Trust

 

 

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: November 30, 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)

November 30, 2009

 

Investments

   Principal
Amount
   Value

U.S. GOVERNMENT AGENCIES—63.6%

     

Federal Home Loan Mortgage Corp.

     

4.00%, 12/15/09

   $ 300,000    $ 300,453

4.88%, 2/09/10

     500,000      504,416

4.38%, 3/01/10

     300,000      303,032

7.00%, 3/15/10

     200,000      203,928

2.38%, 5/28/10

     710,000      717,478

4.13%, 7/12/10

     250,000      255,919

4.75%, 8/09/10

     100,000      102,962

4.88%, 8/16/10

     250,000      258,013

2.88%, 11/23/10

     750,000      768,095

0.35%, 4/01/11**

     400,000      400,876

Federal National Mortgage Association

     

3.88%, 12/10/09

     250,000      250,244

4.63%, 12/15/09

     876,000      877,545

7.25%, 1/15/10

     300,000      302,667

3.88%, 2/15/10

     781,000      786,902

4.75%, 3/12/10

     500,000      506,656

2.50%, 4/09/10

     625,000      630,117

4.75%, 4/19/10

     250,000      254,136

4.13%, 5/15/10

     105,000      106,859

2.38%, 5/20/10

     251,000      253,537

7.13%, 6/15/10

     500,000      518,576

0.53%, 7/26/10*

     400,000      399,644

1.50%, 9/16/10

     400,000      402,344

2.88%, 10/12/10

     750,000      766,196
         

TOTAL U.S. GOVERNMENT AGENCIES
(Cost: $9,855,613)

        9,870,595
         

CORPORATE BONDS—23.2%

     

Banks—11.4%

     

Bank of America NA

     

1.70%, 12/23/10(a)

     750,000      759,868

KeyCorp

     

0.95%, 12/15/10**(a)

     500,000      503,826

Regions Bank

     

0.95%, 12/10/10**(a)

     500,000      503,721
         

Total Banks

        1,767,415
         

Financials—11.8%

     

Goldman Sachs Group, Inc.

     

0.38%, 3/15/11**(a)

     500,000      501,096

JPMorgan Chase & Co.

     

2.63%, 12/01/10(a)

     500,000      511,068

Morgan Stanley

     

2.90%, 12/01/10(a)

     300,000      307,459

0.91%, 3/04/11**(a)

     500,000      504,161
         

Total Financials

        1,823,784
         

TOTAL CORPORATE BONDS
(Cost: $3,584,101)

        3,591,199
         

MONEY MARKET FUND—2.4%

     

AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b)
(Cost: $369,365)

     369,365      369,365
         

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree U.S. Short-Term Government Income Fund (USY)

November 30, 2009

 

Investments

   Principal
Amount
   Value  

REPURCHASE AGREEMENT—12.1%

     

Citigroup, Inc. tri-party repurchase agreement dated 11/30/09, 0.16% due 12/01/09; Proceeds at maturity - $1,881,196 (fully collateralized by Fannie Mae, 4.50% - 8.00% due 3/01/11 – 11/01/39; Freddie Mac, 0.00% - 9.125% due 3/01/12 – 12/01/35 and Ginnie Mae, 5.00% - 6.50% due 7/15/20 – 10/15/38; Market value - $1,975,247)
(Cost: $1,881,187)

   $ 1,881,187    $ 1,881,187   
           

TOTAL INVESTMENTS IN SECURITIES —101.3%
(Cost: $15,690,266)
(c)

        15,712,346   

Liabilities in Excess of Other Assets—(1.3)%

        (198,060
           

NET ASSETS—100.0%

      $ 15,514,286   
           

 

* Interest rate shown reflects the discount rate at time of purchase.
** Floating rate note. Coupon shown is in effect at November 30, 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 November 30, 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)

November 30, 2009

 

Investments

   Principal
Amount
   Value

U. S. GOVERNMENT AGENCIES & OBLIGATIONS—62.4%

     

U.S. Government Agencies—45.3%

     

Federal Home Loan Bank

     

0.06%, 12/23/09*

   $ 1,000,000    $ 999,965

Federal Home Loan Mortgage Corp.

     

0.11%, 12/14/09*

     3,000,000      2,999,948

0.07%, 12/21/09*

     800,000      799,967

0.08%, 12/28/09*

     1,000,000      999,938

0.07%, 1/04/10*

     1,250,000      1,249,959

0.07%, 1/19/10*

     1,500,000      1,499,948

0.08%, 1/25/10*

     1,550,000      1,550,011

0.09%, 2/01/10*

     3,500,000      3,499,850

0.08%, 2/02/10*

     4,000,000      3,999,824

0.09%, 2/05/10*

     1,150,000      1,149,947

0.10%, 2/08/10*

     4,500,000      4,499,784

0.08%, 2/16/10*

     2,000,000      1,999,894

0.35%, 4/01/11**

     800,000      801,752

Federal National Mortgage Association

     

0.14%, 12/02/09*

     4,450,000      4,449,989

0.05%, 12/03/09*

     1,000,000      999,996

0.04%, 12/11/09*

     570,000      569,993

0.09%, 12/15/09*

     2,400,000      2,399,910

0.11%, 12/17/09*

     11,400,000      11,399,562

0.07%, 12/21/09*

     200,000      199,992

0.06%, 12/29/09*

     1,850,000      1,849,911

0.11%, 12/30/09*

     2,800,000      2,799,967

0.06%, 12/31/09*

     1,525,000      1,524,922

0.11%, 1/13/10*

     5,480,000      5,479,779

0.08%, 1/15/10*

     1,500,000      1,499,934

0.10%, 1/19/10*

     3,850,000      3,849,868

0.10%, 1/20/10*

     2,300,000      2,299,985

0.07%, 1/27/10*

     600,000      600,014

0.08%, 2/10/10*

     3,300,000      3,299,838

0.06%, 2/17/10*

     1,000,000      999,946

4.25%, 8/15/10

     2,000,000      2,055,056
         

Total U.S. Government Agencies

        72,329,449
         

Treasury Bills—17.1%

     

U.S. Treasury Bills

     

0.04%, 12/03/09*

     6,440,000      6,439,978

0.06%, 12/24/09*

     900,000      899,964

0.10%, 12/31/09*

     10,100,000      10,099,646

0.07%, 1/07/10*

     2,000,000      1,999,980

0.13%, 5/20/10*

     3,000,000      2,998,017

0.13%, 5/27/10*

     1,800,000      1,798,744

0.18%, 8/26/10*

     3,000,000      2,995,824
         

Total Treasury Bills

        27,232,153
         

TOTAL U. S. GOVERNMENT AGENCIES & OBLIGATIONS
(Cost: $99,559,089)

        99,561,602
         

CORPORATE BONDS—11.4%

     

Banks—3.7%

     

Bank of America NA

     

0.33%, 9/13/10**(a)

     1,000,000      1,001,023

KeyCorp

     

0.95%, 12/15/10**(a)

     800,000      806,122

Regions Bank

     

0.95%, 12/10/10**(a)

     2,100,000      2,115,628

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Dreyfus Brazilian Real Fund (BZF)

November 30, 2009

 

Investments

   Principal
Amount
   Value  

Union Bank NA

     

0.38%, 3/16/11**(a) 

   $ 2,000,000    $ 2,003,366   
           

Total Banks

        5,926,139   
           

Financials—7.7%

     

General Electric Capital Corp.

     

0.38%, 3/11/11**(a)

     1,500,000      1,501,815   

Goldman Sachs Group, Inc.

     

0.83%, 12/03/10**(a)

     2,000,000      2,012,390   

0.38%, 3/15/11**(a)

     1,200,000      1,202,630   

JPMorgan Chase & Co.

     

2.63%, 12/01/10(a)

     4,400,000      4,497,399   

0.35%, 2/23/11**(a)

     1,000,000      1,002,382   

Morgan Stanley

     

0.91%, 3/04/11**(a)

     1,000,000      1,008,322   

2.90%, 12/01/10(a)

     1,085,000      1,111,976   
           

Total Financials

        12,336,914   
           

TOTAL CORPORATE BONDS
(Cost: $18,255,338)

        18,263,053   
           

MONEY MARKET FUND—0.8%

     

AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b)
(Cost: $1,202,830)

     1,202,830      1,202,830   
           

REPURCHASE AGREEMENT—26.5%

     

Citigroup, Inc. tri-party repurchase agreement dated 11/30/09, 0.16% due 12/01/09; Proceeds at maturity - $42,368,458 (fully collateralized by Fannie Mae, 3.50% - 7.00% due 9/01/12 – 7/01/48; Freddie Mac, 4.00% - 6.50% due 1/01/10 - 10/01/38 and Ginnie Mae, 6.50% - 7.00% due 4/15/38 – 9/15/38; Market value - $44,486,684)
(Cost: $42,368,270)

     42,368,270      42,368,270   
           

TOTAL INVESTMENTS IN SECURITIES101.1%
(Cost: $161,385,527)
(c)

        161,395,755   

Liabilities in Excess of Other Assets—(1.1)%

        (1,834,136
           

NET ASSETS—100.0%

      $ 159,561,619   
           

 

* Interest rate shown reflects the discount rate at time of purchase.
** Floating rate note. Coupon shown is in effect at November 30, 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 November 30, 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 Chinese Yuan Fund (CYB)

November 30, 2009

 

Investments

   Principal
Amount
   Value

U. S. GOVERNMENT AGENCIES & OBLIGATIONS—63.2%

     

U.S. Government Agencies - 49.6%

     

Federal Home Loan Bank

     

0.15%, 12/02/09*

   $ 1,500,000    $ 1,499,996

0.13%, 12/04/09*

     5,000,000      4,999,976

0.07%, 12/09/09*

     4,000,000      3,999,930

0.16%, 12/11/09*

     3,000,000      2,999,969

0.04%, 12/16/09*

     5,000,000      4,999,911

0.06%, 12/23/09*

     11,000,000      10,999,613

Federal Home Loan Mortgage Corp.

     

0.15%, 12/07/09*

     300,000      299,997

0.11%, 12/14/09*

     3,850,000      3,849,934

0.07%, 12/21/09*

     1,134,000      1,133,954

0.08%, 12/28/09*

     1,550,000      1,549,904

0.10%, 12/29/09*

     2,100,000      2,099,942

0.04%, 12/31/09*

     5,000,000      4,999,828

0.10%, 1/04/10*

     6,510,000      6,509,783

0.07%, 1/11/10*

     3,600,000      3,599,706

0.07%, 1/19/10*

     3,000,000      2,999,897

0.08%, 1/25/10*

     2,150,000      2,150,016

0.07%, 1/27/10*

     6,000,000      6,000,137

0.09%, 2/01/10*

     5,520,000      5,519,763

0.09%, 2/05/10*

     1,450,000      1,449,933

0.10%, 2/08/10*

     12,510,000      12,509,399

0.08%, 2/16/10*

     5,000,000      4,999,735

0.35%, 4/01/11**

     3,900,000      3,908,541

Federal National Mortgage Association

     

0.10%, 12/02/09*

     5,280,000      5,279,987

0.05%, 12/03/09*

     10,320,000      10,319,957

0.04%, 12/07/09*

     5,000,000      4,999,961

0.08%, 12/10/09*

     3,000,000      2,999,933

0.04%, 12/11/09*

     3,860,000      3,859,953

0.09%, 12/15/09*

     3,500,000      3,499,869

0.13%, 12/16/09*

     2,500,000      2,499,931

0.11%, 12/17/09*

     9,600,000      9,599,570

0.07%, 12/21/09*

     366,000      365,985

0.07%, 12/23/09*

     5,600,000      5,599,761

0.08%, 12/29/09*

     3,050,000      3,049,803

0.06%, 12/31/09*

     860,000      859,959

0.09%, 1/05/10*

     4,000,000      3,999,863

0.11%, 1/13/10*

     5,200,000      5,199,790

0.08%, 1/15/10*

     2,000,000      1,999,913

0.09%, 1/19/10*

     13,250,000      13,249,543

0.10%, 1/20/10*

     5,000,000      4,999,967

0.09%, 2/03/10*

     3,550,000      3,549,844

0.09%, 2/10/10*

     9,000,000      8,999,559

0.06%, 2/17/10*

     5,790,000      5,789,687

4.25%, 8/15/10

     1,585,000      1,628,632
         

Total U.S. Government Agencies

        195,431,331
         

Treasury Bills—13.6%

     

U.S. Treasury Bills

     

0.04%, 12/03/09*

     6,010,000      6,009,980

0.05%, 12/10/09*

     10,000,000      9,999,855

0.07%, 12/24/09*

     8,340,000      8,339,684

0.10%, 12/31/09*

     8,995,000      8,994,684

0.13%, 5/20/10*

     10,000,000      9,993,390

0.18%, 8/26/10*

     10,000,000      9,986,080
         

Total Treasury Bills

        53,323,673
         

TOTAL U.S. GOVERNMENT AGENCIES & OBLIGATIONS
(Cost: $248,748,201)

        248,755,004
         

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Dreyfus Chinese Yuan Fund (CYB)

November 30, 2009

 

Investments

   Principal
Amount
   Value  

CORPORATE BONDS—6.4%

     

Banks—1.5%

     

Bank of America NA

     

0.33%, 7/29/10**(a)

   $ 2,200,000    $ 2,202,836   

Citigroup Funding, Inc.

     

0.38%, 7/30/10**(a)

     500,000      500,644   

KeyCorp

     

0.95%, 12/15/10**(a)

     1,200,000      1,209,182   

Union Bank NA

     

0.38%, 3/16/11**(a)

     2,000,000      2,003,366   
           

Total Banks

        5,916,028   
           

Financials - 4.9%

     

Goldman Sachs Group, Inc.

     

0.83%, 12/03/10**(a)

     1,327,000      1,335,221   

0.38%, 3/15/11**(a)

     3,000,000      3,006,576   

JPMorgan Chase & Co.

     

2.63%, 12/01/10(a)

     9,700,000      9,914,719   

0.85%, 12/02/10**(a)

     920,000      925,408   

0.35%, 2/23/11**(a)

     2,000,000      2,004,764   

Morgan Stanley

     

0.91%, 3/04/11**(a)

     2,000,000      2,016,644   
           

Total Financials

        19,203,332   
           

TOTAL CORPORATE BONDS
(Cost: $25,106,001)

        25,119,360   
           

MONEY MARKET FUND—0.0%

     

AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b)
(Cost: $132,829)

     132,829      132,829   
           

REPURCHASE AGREEMENT—30.6%

     

Citigroup, Inc. tri-party repurchase agreement dated 11/30/09, 0.16% due 12/01/09; Proceeds at maturity – $120,534,939 (fully collateralized by Fannie Mae, 4.50% - 7.00% due 7/15/12 - 6/01/48; Freddie Mac, 4.00% - 7.00% due 5/01/14 - 5/01/48 and Ginnie Mae, 4.50% - 7.50% due 5/15/22 – 11/15/39; Market value - $126,561,123)
(Cost: $120,534,403)

     120,534,403      120,534,403   
           

TOTAL INVESTMENTS IN SECURITIES—100.2%
(Cost: $394,521,434)
(c)

        394,541,596   

Liabilities in Excess of Other Assets - (0.2)%

        (854,184
           

NET ASSETS—100.0%

      $ 393,687,412   
           

 

* Interest rate shown reflects the discount rate at time of purchase.
**

Floating rate note. Coupon shown is in effect at November 30, 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 November 30, 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)

November 30, 2009

 

Investments

   Principal
Amount
   Value

U.S. GOVERNMENT AGENCIES & OBLIGATIONS—63.5%

     

U.S. Government Agencies—49.5%

     

Federal Home Loan Bank

     

0.15%, 12/02/09*

   $ 1,000,000    $ 999,998

0.13%, 12/04/09*

     300,000      299,999

0.16%, 12/11/09*

     1,500,000      1,499,985

Federal Home Loan Mortgage Corp.

     

0.15%, 12/07/09*

     550,000      549,995

0.11%, 12/14/09*

     1,160,000      1,159,980

0.08%, 12/28/09*

     1,000,000      999,938

0.10%, 12/29/09*

     1,000,000      999,972

0.07%, 1/04/10*

     640,000      639,979

0.08%, 1/25/10*

     1,850,000      1,850,014

0.07%, 1/27/10*

     1,000,000      1,000,023

0.09%, 2/01/10*

     2,015,000      2,014,913

0.09%, 2/05/10*

     600,000      599,972

0.10%, 2/08/10*

     4,350,000      4,349,791

0.08%, 2/16/10*

     1,000,000      999,947

0.38%, 3/09/11**

     300,000      300,665

Federal National Mortgage Association

     

0.14%, 12/02/09*

     2,000,000      1,999,995

0.07%, 12/10/09*

     1,900,000      1,899,963

0.04%, 12/11/09*

     400,000      399,995

0.09%, 12/15/09*

     2,000,000      1,999,925

0.11%, 12/17/09*

     6,500,000      6,499,732

0.07%, 12/18/09*

     650,000      649,977

0.07%, 12/23/09*

     700,000      699,969

0.06%, 12/31/09*

     1,890,000      1,889,903

0.09%, 1/05/10*

     1,150,000      1,149,961

0.08%, 1/12/10*

     700,000      699,979

0.11%, 1/13/10*

     2,920,000      2,919,882

0.08%, 1/15/10*

     800,000      799,965

0.08%, 1/19/10*

     1,000,000      999,966

0.10%, 1/20/10*

     2,000,000      1,999,987

0.07%, 1/27/10*

     500,000      500,011

0.09%, 2/03/10*

     1,550,000      1,549,932

0.08%, 2/10/10*

     1,700,000      1,699,917

0.15%, 5/13/11**

     500,000      500,052
         

Total U.S. Government Agencies

        47,124,282
         

Treasury Bills—14.0%

     

U.S. Treasury Bills

     

0.05%, 12/03/09*

     800,000      799,997

0.08%, 12/24/09*

     3,170,000      3,169,893

0.10%, 12/31/09*

     5,390,000      5,389,810

0.13%, 5/20/10*

     2,000,000      1,998,678

0.18%, 8/26/10*

     2,000,000      1,997,216
         

Total Treasury Bills

        13,355,594
         

TOTAL U.S. GOVERNMENT AGENCIES & OBLIGATIONS
(Cost: $60,477,389)

        60,479,876
         

CORPORATE BONDS—4.2%

     

Banks—0.6%

     

Citigroup Funding, Inc.

     

0.20%, 5/05/11**(a)

     300,000      299,982

Suntrust Bank

     

0.95%, 12/16/10**(a)

     100,000      100,778

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Dreyfus Emerging Currency Fund (CEW)

November 30, 2009

 

Investments

   Principal
Amount
   Value

Union Bank NA

     

0.38%, 3/16/11**(a)

   $ 115,000    $ 115,194
         

Total Banks

        515,954
         

Financials—3.6%

     

Goldman Sachs Group, Inc.

     

0.37%, 3/15/11**(a)

     400,000      400,877

JPMorgan Chase & Co.

     

2.63%, 12/01/10(a)

     2,600,000      2,657,553

0.41%, 4/01/11**(a)

     400,000      401,124
         

Total Financials

        3,459,554
         

TOTAL CORPORATE BONDS
(Cost: $3,978,491)

        3,975,508
         

MONEY MARKET FUND—0.1%

     

AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b)
(Cost: $120,570)

     120,570      120,570
         

REPURCHASE AGREEMENT—30.4%

     

Citigroup, Inc. tri-party repurchase agreement dated 11/30/09, 0.16% due 12/01/09; Proceeds at maturity - $28,900,553 (fully collateralized by Fannie Mae, 4.00% - 7.50% due 2/01/13 – 11/01/39; Freddie Mac, 4.50% - 8.50% due 2/01/12 - 11/01/39; Market value - $30,345,445)
(Cost: $28,900,424)

     28,900,424      28,900,424
         

TOTAL INVESTMENTS IN SECURITIES—98.2%
(Cost: $93,476,874)
(c)

        93,476,378

Other Assets in Excess of Liabilities—1.8%

        1,695,294
         

NET ASSETS—100.0%

      $ 95,171,672
         

 

*

Interest rate shown reflects the discount rate at time of purchase.

** Floating rate note. Coupon shown is in effect at November 30, 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 November 30, 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)

November 30, 2009

 

Investments

   Principal
Amount
   Value

FOREIGN GOVERNMENT OBLIGATIONS—44.2%

     

Sovereign—44.2%

     

Belgium Treasury Bill

     

0.43%, 2/18/10*

   1,000,000 EUR    $ 1,497,747

Buoni Ordinari Del Tes Treasury Bill

     

0.43%, 12/31/09*

   1,300,000 EUR      1,951,101

Dutch Treasury Certificate

     

0.41%, 1/29/10*

   1,300,000 EUR      1,950,544

French Treasury Bill

     

0.34%, 12/17/09*

   1,000,000 EUR      1,501,100

German Treasury Bill

     

0.38%, 1/13/10*

   1,296,000 EUR      1,944,998
         

TOTAL FOREIGN GOVERNMENT OBLIGATIONS
(Cost: $8,727,451)

        8,845,490
         

TIME DEPOSITS—37.1%

     

Banks—37.1%

     

Royal Bank of Scotland PLC

     

0.28%, 12/04/09

   2,756,675 EUR      4,138,736

UBS AG

     

0.25%, 12/04/09

   2,187,859 EUR      3,284,744
         

TOTAL TIME DEPOSITS
(Cost: $7,390,846)

        7,423,480
         

CORPORATE BONDS—16.0%

     

Banks—16.0%

     

Danske Bank AS

     

2.50%, 9/21/10

   200,000 EUR      303,922

European Investment Bank

     

4.50%, 12/15/09

   300,000 EUR      451,142

IBM Corp.

     

3.00%, 2/08/10

   300,000 EUR      451,905

KFW

     

5.25%, 1/04/10

   300,000 EUR      452,285

Landwirtsch Rentenbank

     

3.63%, 6/15/10

   300,000 EUR      457,364

Nykredit Bank AS

     

2.38%, 7/29/10

   300,000 EUR      454,733

Royal Bank of Canada

     

4.13%, 1/26/10

   280,000 EUR      421,841

Toyota Motor Credit Corp.

     

4.00%, 2/12/10

   135,000 EUR      203,763
         

TOTAL CORPORATE BONDS
(Cost: $3,163,695)

        3,196,955
         

TOTAL INVESTMENTS IN SECURITIES97.3%
(Cost: $19,281,992)
(a)

        19,465,925

Cash, Foreign Currency and Other Assets in Excess of Liabilities —2.7%

        547,368
         

NET ASSETS—100.0%

      $ 20,013,293
         

 

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 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)

November 30, 2009

 

Investments

   Principal
Amount
   Value

U.S. GOVERNMENT AGENCIES & OBLIGATIONS—69.0%

     

U.S. Government Agencies—48.7%

     

Federal Home Loan Bank

     

0.13%, 12/04/09*

   $ 300,000    $ 299,999

0.16%, 12/11/09*

     250,000      249,997

0.04%, 12/16/09*

     200,000      199,996

Federal Home Loan Mortgage Corp.

     

0.14%, 12/15/09*

     500,000      499,989

0.07%, 12/21/09*

     400,000      399,984

0.08%, 12/28/09*

     500,000      499,969

0.07%, 1/04/10*

     200,000      199,993

0.07%, 1/11/10*

     250,000      249,980

0.08%, 1/25/10*

     300,000      300,002

0.09%, 2/01/10*

     665,000      664,971

0.10%, 2/08/10*

     1,000,000      999,952

0.08%, 2/16/10*

     500,000      499,974

0.35%, 4/01/11**

     1,400,000      1,403,065

Federal National Mortgage Association

     

0.15%, 12/02/09*

     300,000      299,999

0.07%, 12/18/09*

     650,000      649,977

0.07%, 12/21/09*

     100,000      99,996

0.07%, 12/23/09*

     650,000      649,971

0.06%, 12/31/09*

     300,000      299,985

0.08%, 1/12/10*

     300,000      299,991

0.08%, 1/15/10*

     400,000      399,983

0.08%, 1/19/10*

     1,000,000      999,966

0.07%, 1/27/10*

     350,000      350,008

0.09%, 2/10/10*

     700,000      699,966

4.25%, 8/15/10

     1,000,000      1,027,527
         

Total U.S. Government Agencies

        12,245,240
         

Treasury Bills—20.3%

     

U.S. Treasury Bills

     

0.04%, 12/03/09*

     1,600,000      1,599,995

0.06%, 12/24/09*

     800,000      799,968

0.11%, 12/31/09*

     1,205,000      1,204,958

0.13%, 5/27/10*

     1,500,000      1,498,953
         

Total Treasury Bills

        5,103,874
         

TOTAL U.S. GOVERNMENT AGENCIES & OBLIGATIONS
(Cost: $17,349,537)

        17,349,114
         

CORPORATE BONDS—4.6%

     

Banks—0.4%

     

Union Bank NA

     

0.38%, 3/16/11**(a)

     100,000      100,168
         

Financials—4.2%

     

Goldman Sachs Group, Inc.

     

0.37%, 3/15/11**(a)

     400,000      400,877

JPMorgan Chase & Co.

     

2.63%, 12/01/10(a)

     630,000      643,946
         

Total Financials

        1,044,823
         

TOTAL CORPORATE BONDS
(Cost: $1,145,395)

        1,144,991
         

MONEY MARKET FUND—0.0%

     

AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b)
(Cost: $4,033)

     4,033      4,033
         

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Dreyfus Indian Rupee Fund (ICN)

November 30, 2009

 

Investments

   Principal
Amount
   Value

REPURCHASE AGREEMENT—24.4%

     

Citigroup, Inc. tri-party repurchase agreement dated 11/30/09, 0.16% due 12/01/09; Proceeds at maturity - $6,142,187 (fully collateralized by Fannie Mae, 4.50% - 8.50% due 10/01/20 – 12/01/39; Freddie Mac, 5.00% - 7.00% due 4/01/21 – 9/01/38 and Ginnie Mae, 5.00% - 7.50% due 5/15/23 – 9/15/39; Market value - $6,449,268)
(Cost: $6,142,159)

   $ 6,142,159    $ 6,142,159
         

TOTAL INVESTMENTS IN SECURITIES—98.0%
(Cost: $24,641,124)
(c)

        24,640,297

Other Assets in Excess of Liabilities—2.0%

        504,657
         

NET ASSETS—100.0%

      $ 25,144,954
         

 

* Interest rate shown reflects the discount rate at time of purchase.
** Floating rate note. Coupon shown is in effect at November 30, 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 November 30, 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)

November 30, 2009

 

Investments

   Principal
Amount
   Value

TIME DEPOSITS—48.6%

     

Banks —48.6%

     

Mizuho International PLC

     

0.05%, 12/04/09

   267,599,281 JPY    $ 3,106,382

UBS AG

     

0.13%, 12/04/09

   241,750,524 JPY      2,806,321
         

TOTAL TIME DEPOSITS
(Cost: $5,754,390)

        5,912,703
         

FOREIGN GOVERNMENT OBLIGATIONS—21.9%

     

Sovereign—21.9%

     

Japan Treasury Bill

     

0.14%, 12/21/09, Series 55*

   100,000,000 JPY      1,160,746

0.16%, 1/12/10, Series 58*

   50,000,000 JPY      580,317

0.15%, 1/25/10, Series 61*

   80,000,000 JPY      928,460
         

TOTAL FOREIGN GOVERNMENT OBLIGATIONS
(Cost: $2,549,477)

        2,669,523
         

CORPORATE BONDS—7.4%

     

Banks—7.4%

     

Development Bank of Japan

     

1.75%, 6/21/10

   25,000,000 JPY      292,381

OeKB Oesterreichische Kontrollbank AG

     

1.80%, 3/22/10

   27,000,000 JPY      314,206

Toyota Motor Credit Corp.

     

0.55%, 6/30/10

   25,000,000 JPY      290,169
         

TOTAL CORPORATE BONDS
(Cost: $854,007)

        896,756
         

REPURCHASE AGREEMENT—21.8%

     

Repurchase agreement dated 11/30/09, 0.10% due 12/01/09 with Royal Bank of Scotland; Proceeds at maturity – 228,188,330 JPY (fully collateralized by Japan Government Bond, 0.40% due 2/15/11; Market value - $2,681,604)
(Cost: $2,648,879)

   228,187,696 JPY      2,648,879
         

TOTAL INVESTMENTS IN SECURITIES—99.7%
(Cost: $11,806,753)
(a)

        12,127,861

Cash, Foreign Currency and Other Assets in Excess of Liabilities—0.3%

        34,807
         

NET ASSETS—100.0%

      $ 12,162,668
         

 

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.
(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)

November 30, 2009

 

Investments

   Principal
Amount
   Value

U.S. GOVERNMENT AGENCIES & OBLIGATIONS—66.8%

     

U.S. Government Agencies—54.3%

     

Federal Home Loan Bank

     

0.15%, 12/02/09*

   $ 500,000    $ 499,999

0.13%, 12/04/09*

     300,000      299,998

0.16%, 12/09/09*

     500,000      499,996

0.16%, 12/11/09*

     500,000      499,995

0.04%, 12/16/09*

     500,000      499,991

Federal Home Loan Mortgage Corp.

     

0.15%, 12/07/09*

     300,000      299,997

0.07%, 12/21/09*

     500,000      499,980

0.08%, 12/28/09*

     400,000      399,975

0.08%, 1/25/10*

     350,000      350,003

0.09%, 2/05/10*

     200,000      199,991

0.10%, 2/08/10*

     500,000      499,976

0.35%, 4/01/11**

     900,000      901,971

Federal National Mortgage Association

     

0.15%, 12/02/09*

     600,000      599,998

0.08%, 12/14/09*

     1,100,000      1,099,968

0.09%, 12/17/09*

     900,000      899,962

0.07%, 12/21/09*

     100,000      99,996

0.07%, 12/23/09*

     950,000      949,957

0.06%, 12/31/09*

     350,000      349,982

0.09%, 1/05/10*

     550,000      549,981

0.11%, 1/13/10*

     500,000      499,980

0.08%, 1/15/10*

     1,300,000      1,299,943

0.10%, 1/20/10*

     500,000      499,997

0.09%, 2/03/10*

     950,000      949,958

0.06%, 2/17/10*

     210,000      209,989
         

Total U.S. Government Agencies

        13,461,583
         

Treasury Bills—12.5%

     

U.S. Treasury Bills

     

0.04%, 12/03/09*

     1,600,000      1,599,995

0.09%, 12/31/09*

     1,500,000      1,499,947
         

Total Treasury Bills

        3,099,942
         

TOTAL U.S. GOVERNMENT AGENCIES & OBLIGATIONS
(Cost: $16,561,090)

        16,561,525
         

CORPORATE BONDS—4.3%

     

Banks—0.4%

     

Union Bank NA

     

0.38%, 3/16/11**(a)

     100,000      100,168
         

Financials—3.9%

     

Goldman Sachs Group, Inc.

     

0.38%, 3/15/11**(a)

     200,000      200,438

JPMorgan Chase & Co.

     

2.63%, 12/01/10(a)

     680,000      695,053

0.35%, 2/23/11**(a)

     75,000      75,179
         

Total Financials

        970,670
         

TOTAL CORPORATE BONDS
(Cost: $1,070,904)

        1,070,838
         

MONEY MARKET FUND—0.1%

     

AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b)
(Cost: $18,732)

     18,732      18,732
         

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Dreyfus New Zealand Dollar Fund (BNZ)

November 30, 2009

 

Investments

   Principal
Amount
   Value

REPURCHASE AGREEMENT—28.2%

     

Citigroup, Inc. tri-party repurchase agreement dated 11/30/09, 0.16% due 12/01/09; Proceeds at maturity - $7,007,174 (fully collateralized by Fannie Mae, 4.00% - 7.50% due 5/01/20 – 12/01/39 and Freddie Mac, 4.00% - 7.00% due 4/01/20 – 11/01/39; Market value - $7,357,500)
(Cost: $7,007,142)

   $ 7,007,142    $ 7,007,142
         

TOTAL INVESTMENTS IN SECURITIES—99.4%
(Cost: $24,657,868)
(c)

        24,658,237

Other Assets in Excess of Liabilities—0.6%

        156,404
         

NET ASSETS—100.0%

      $ 24,814,641
         

 

* Interest rate shown reflects the discount rate at time of purchase.
** Floating rate note. Coupon shown is in effect at November 30, 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 November 30, 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)

November 30, 2009

 

Investments

   Principal
Amount
   Value

U. S. GOVERNMENT AGENCIES & OBLIGATIONS—62.3%

     

U.S. Government Agencies—44.4%

     

Federal Home Loan Bank

     

0.15%, 12/02/09*

   $ 200,000    $ 200,000

0.16%, 12/09/09*

     200,000      199,998

0.16%, 12/11/09*

     150,000      149,999

Federal Home Loan Mortgage Corp.

     

0.11%, 12/14/09*

     140,000      139,998

0.09%, 12/29/09*

     350,000      349,990

0.08%, 1/25/10*

     200,000      200,001

0.09%, 2/01/10*

     450,000      449,981

0.10%, 2/08/10*

     900,000      899,957

0.08%, 2/16/10*

     200,000      199,989

0.35%, 4/01/11**

     100,000      100,219

Federal National Mortgage Association

     

0.04%, 12/11/09*

     170,000      169,998

0.12%, 12/17/09*

     550,000      549,979

0.08%, 12/23/09*

     350,000      349,982

0.06%, 12/31/09*

     190,000      189,990

0.09%, 1/14/10*

     350,000      349,985

0.10%, 1/20/10*

     400,000      399,997

0.08%, 2/10/10*

     150,000      149,993
         

Total U.S. Government Agencies

        5,050,056
         

Treasury Bills—17.9%

     

U.S. Treasury Bills

     

0.04%, 12/03/09*

     500,000      499,998

0.06%, 12/24/09*

     390,000      389,985

0.08%, 12/31/09*

     500,000      499,982

0.07%, 1/07/10*

     250,000      249,998

0.13%, 5/27/10*

     400,000      399,721
         

Total Treasury Bills

        2,039,684
         

TOTAL U.S. GOVERNMENT AGENCIES & OBLIGATIONS
(Cost: $7,089,406)

        7,089,740
         

CORPORATE BONDS—5.5%

     

Banks—0.9%

     

Union Bank NA

     

0.38%, 3/16/11**(a)

     100,000      100,168
         

Financials—4.6%

     

Goldman Sachs Group, Inc.

     

0.37%, 3/15/11**(a)

     100,000      100,219

JPMorgan Chase & Co.

     

2.63%, 12/01/10(a)

     290,000      296,420

Morgan Stanley

     

0.91%, 3/04/11**(a)

     125,000      126,040
         

Total Financials

        522,679
         

TOTAL CORPORATE BONDS
(Cost: $623,026)

        622,847
         

MONEY MARKET FUND—0.1%

     

AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b)
(Cost: $15,172)

     15,172      15,172
         

See Note to Schedule of Investments


Schedule of Investments (unaudited) (concluded)

WisdomTree Dreyfus South African Rand Fund (SZR)

November 30, 2009

 

Investments

   Principal
Amount
   Value

REPURCHASE AGREEMENT—26.8%

     

Citigroup, Inc. tri-party repurchase agreement dated 11/30/09, 0.16% due 12/01/09; Proceeds at maturity - $3,045,948 (fully collateralized by Fannie Mae, 4.00% - 8.00% due 11/01/12 – 10/01/39; Freddie Mac, 5.00% - 8.00% due 1/01/11 – 2/01/38 and Ginnie Mae, 5.50% - 6.50% due 8/15/35 – 11/15/38; Market value - $3,198,231)
(Cost: $3,045,934)

   $ 3,045,934    $ 3,045,934
         

TOTAL INVESTMENTS IN SECURITIES—94.7%
(Cost: $10,773,538)
(c)

        10,773,693

Other Assets in Excess of Liabilities—5.3%

        607,848
         

NET ASSETS—100.0%

      $ 11,381,541
         

 

* Interest rate shown reflects the discount rate at time of purchase.
** Floating rate note. Coupon shown is in effect at November 30, 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 November 30, 2009.

(c)

Aggregate cost for Federal income tax purposes is substantially the same as for book purposes.

See Note 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 November 30, 2009, the Trust offered 51 investment funds. These financial statements relate only to 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

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification has become 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 Codification has superseded all existing non-SEC accounting and reporting standards.

(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 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 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. Forward foreign currency contracts are valued daily using WM/Reuters closing spot and forward rates as of 4:00 p.m. London time for Europe and the Americas and Tullett Prebon closing spot and forward rates as of 2:00 p.m. Singapore time for Asia. 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.

GAAP provides guidance on fair value measurements. This standard defines fair value, establishes a framework for measuring fair value in accordance with GAAP 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)


Notes to Schedule of Investments (unaudited) (continued)

 

Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933 as amended); (iii) a security whose trading has been suspended or which has 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 November 30, 2009 in valuing each Fund’s assets carried at fair value:

 

U.S. Short-Term Government Income Fund

          Level 1           Level 2            Level 3       

Investments in Securities

       

Corporate Bonds

   $ —      $ 3,591,199      $ —  

Money Market Fund

     —        369,365        —  

Repurchase Agreement

     —        1,881,187        —  

U.S. Government Agencies

     —        9,870,595        —  
                     

Total

   $ —      $ 15,712,346      $ —  
                     

Brazilian Real Fund

   Level 1    Level 2     Level 3

Investments in Securities

       

Corporate Bonds

   $ —      $ 18,263,053      $ —  

Money Market Fund

     —        1,202,830        —  

Repurchase Agreement

     —        42,368,270        —  

U.S. Government Agencies

     —        72,329,449        —  

U.S. Government Treasury

     —        27,232,153        —  
                     

Total

     —        161,395,755        —  

Unrealized Depreciation on Forward Currency Contracts

     —        (844,978     —  
                     

Total - Net

   $ —      $ 160,550,777      $ —  
                     

Chinese Yuan Fund

   Level 1    Level 2     Level 3

Investments in Securities

       

Corporate Bonds

   $ —      $ 25,119,360      $ —  

Money Market Fund

     —        132,829        —  

Repurchase Agreement

     —        120,534,403        —  

U.S. Government Agencies

     —        195,431,331        —  

U.S. Government Treasury

     —        53,323,673        —  
                     

Total

     —        394,541,596        —  

Unrealized Depreciation on Forward Currency Contracts

     —        (917,200     —  
                     

Total - Net

   $ —      $ 393,624,396      $ —  
                     

Emerging Currency Fund

   Level 1    Level 2     Level 3

Investments in Securities

       

Corporate Bonds

   $ —      $ 3,975,508      $ —  

Money Market Fund

     —        120,570        —  

Repurchase Agreement

     —        28,900,424        —  

U.S. Government Agencies

     —        47,124,282        —  

U.S. Government Treasury

     —        13,355,594        —  
                     

Total

        93,476,378     

Unrealized Appreciation on Forward Currency Contracts

     —        1,613,872        —  
                     

Total - Net

   $ —      $ 95,090,250      $ —  
                     


Notes to Schedule of Investments (unaudited) (continued)

 

Euro Fund

         Level 1          Level 2          Level 3      

Investments in Securities

        

Corporate Bonds

   $ —      $ 3,196,955    $ —  

Foreign Government Obligations

     —        8,845,490      —  

Time Deposits

     —        7,423,480      —  
                    

Total

   $ —      $ 19,465,925    $ —  
                    

Indian Rupee Fund

   Level 1    Level 2    Level 3

Investments in Securities

        

Corporate Bonds

   $ —      $ 1,144,991    $ —  

Money Market Fund

     —        4,033      —  

Repurchase Agreement

     —        6,142,159      —  

U.S. Government Agencies

     —        12,245,240      —  

U.S. Government Treasury

     —        5,103,874      —  
                    

Total

     —        24,640,297      —  

Unrealized Appreciation on Forward Currency Contracts

     —        490,863      —  
                    

Total - Net

   $ —      $ 25,131,160    $ —  
                    

Japanese Yen Fund

   Level 1    Level 2    Level 3

Investments in Securities

        

Corporate Bonds

   $ —      $ 896,756    $ —  

Foreign Government Obligations

     —        2,669,523      —  

Repurchase Agreement

     —        2,648,879      —  

Time Deposits

     —        5,912,703      —  
                    

Total

   $ —      $ 12,127,861    $ —  
                    

New Zealand Dollar Fund

   Level 1    Level 2    Level 3

Investments in Securities

        

Corporate Bonds

   $ —      $ 1,070,838    $ —  

Money Market Fund

     —        18,732      —  

Repurchase Agreement

     —        7,007,142      —  

U.S. Government Agencies

     —        13,461,583      —  

U.S. Government Treasury

     —        3,099,942      —  
                    

Total

     —        24,658,237      —  

Unrealized Appreciation on Forward Currency Contracts

        75,654   
                    

Total - Net

   $ —      $ 24,733,891    $ —  
                    

South African Rand Fund

   Level 1    Level 2    Level 3

Investments in Securities

        

Corporate Bonds

   $ —      $ 622,847    $ —  

Money Market Fund

     —        15,172      —  

Repurchase Agreement

     —        3,045,934      —  

U.S. Government Agencies

     —        5,050,056      —  

U.S. Government Treasury

     —        2,039,684      —  
                    

Total

     —        10,773,693      —  

Unrealized Appreciation on Forward Currency Contracts

     —        607,722      —  
                    

Total - Net

   $ —      $ 11,381,415    $ —  
                    


Notes to Schedule of Investments (unaudited) (continued)

 

(c) Derivative and Hedging Disclosure - GAAP 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 this disclosure is effective for fiscal years beginning November 15, 2008 and interim periods within those fiscal years. The Funds that have invested in derivatives, specifically forward currency contracts during the period ended November 30, 2009 are detailed in the forward currency contract table.

(d) Investment Transactions and Investment Income - Investment transactions are recorded as of the date that the securities are purchased or sold (trade date).

(e) 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.

(f) 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.

(g) 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 contacts and U.S. dollar denominated money market securities in an attempt to create a “synthetic” investment in a foreign currency denominated instrument.


Notes to Schedule of Investments (unaudited) (continued)

 

The following forward currency exchange contracts were open at November 30, 2009:

 

Fund Name

   Settlement Date         Contracts
To Deliver
        In
Exchange For
   Unrealized
Gain (Loss)(a)
 

Brazilian Real Fund

   1/05/10    USD    38,777,702    BRL    67,862,919    $ (182,926
   1/05/10    USD    38,922,267    BRL    67,862,919      (327,491
   1/05/10    USD    38,605,080    BRL    67,404,470      (271,031
   1/05/10    USD    5,387,943    BRL    9,432,942      (23,272
   1/05/10    USD    38,374,307    BRL    67,404,470      (40,258
                       
                  $ (844,978
                       

Chinese Yuan Fund

   1/21/10    USD    85,990,314    CNY    584,734,135    $ (273,597
   1/21/10    USD    12,650,364    CNY    86,111,031      (27,269
   1/21/10    USD    10,123,074    CNY    68,914,850      (20,782
   1/21/10    USD    30,388,276    CNY    206,761,829      (78,868
   1/21/10    USD    25,316,509    CNY    172,253,528      (65,705
   1/21/10    USD    10,125,116    CNY    68,901,411      (24,794
   1/21/10    USD    5,062,558    CNY    34,450,706      (12,397
   1/21/10    USD    5,066,148    CNY    34,454,874      (15,376
   1/21/10    USD    10,120,696    CNY    68,906,765      (19,591
   1/21/10    USD    10,121,143    CNY    68,906,765      (20,037
   1/21/10    USD    15,174,601    CNY    103,329,931      (27,371
   1/21/10    USD    5,055,142    CNY    34,436,640      (7,043
   1/21/10    USD    5,055,832    CNY    34,448,926      (5,933
   1/21/10    USD    30,328,496    CNY    206,640,177      (36,922
   1/21/10    USD    15,161,847    CNY    103,329,504      (14,680
   1/21/10    USD    5,054,765    CNY    34,443,168      (5,709
   2/26/10    USD    93,701,256    CNY    636,512,633      (232,904
   2/26/10    USD    5,055,660    CNY    34,377,475      (7,518
   2/26/10    USD    5,053,408    CNY    34,392,487      (3,062
   2/26/10    USD    5,055,955    CNY    34,376,449      (7,964
   2/26/10    USD    5,059,192    CNY    34,386,820      (9,678
                       
                  $ (917,200
                       

Emerging Currency Fund

   1/05/10    USD    2,102,738    BRL    3,666,228      (17,692
   1/05/10    USD    198,859    BRL    347,029      (1,498
   1/05/10    USD    2,099,786    BRL    3,666,227      (14,742
   1/05/10    USD    2,087,234    BRL    3,666,227      (2,190
   2/03/10    USD    2,094,928    BRL    3,666,228    $ (9,882
   2/03/10    USD    7,207,651    CLP    3,796,630,418      487,697   
   2/03/10    USD    214,195    CLP    111,295,601      11,389   
   2/03/10    USD    419,376    CLP    211,512,255      9,336   
   2/03/10    USD    215,315    CLP    105,773,664      (924
   2/03/10    USD    432,239    CLP    211,488,043      (3,576
   2/03/10    USD    213,546    CLP    105,795,155      889   
   2/03/10    USD    7,145,212    CNY    48,651,748      (9,581
   2/03/10    USD    209,782    CNY    1,428,279      (300
   2/03/10    USD    398,927    CNY    2,715,379      (670
   2/03/10    USD    199,068    CNY    1,354,397      (422
   2/03/10    USD    397,814    CNY    2,708,514      (563
   2/03/10    USD    198,988    CNY    1,354,913      (267
   2/03/10    USD    7,079,851    ILS    26,577,759      (68,729
   2/03/10    USD    206,277    ILS    779,109      (751
   2/03/10    USD    395,286    ILS    1,480,661      (4,692
   2/03/10    USD    196,230    ILS    740,453      (901
   2/03/10    USD    392,097    ILS    1,480,491      (1,548
   2/03/10    USD    197,140    ILS    740,604      (1,771
   2/03/10    USD    7,071,480    INR    334,976,007      128,987   
   2/03/10    USD    208,042    INR    9,819,590      3,035   
   2/03/10    USD    401,068    INR    18,661,706      74   
   2/03/10    USD    201,869    INR    9,332,400      (1,265
   2/03/10    USD    401,281    INR    18,659,570      (185
   2/03/10    USD    201,387    INR    9,334,296      (742
   2/03/10    USD    7,095,660    KRW    8,470,798,622      177,732   
   2/03/10    USD    210,348    KRW    248,315,615      2,867   
   2/03/10    USD    407,137    KRW    471,912,596      (1,933
   2/03/10    USD    204,219    KRW    235,995,424      (1,583
   2/03/10    USD    407,618    KRW    471,858,577      (2,460
   2/03/10    USD    204,402    KRW    236,043,373      (1,725
   2/03/10    USD    7,044,696    MXN    94,715,932      235,791   
   2/03/10    USD    206,216    MXN    2,776,532      7,207   
   2/03/10    USD    397,116    MXN    5,276,674      8,484   
   2/03/10    USD    199,816    MXN    2,638,774      3,017   
   2/03/10    USD    402,028    MXN    5,276,070      3,526   
   2/03/10    USD    203,459    MXN    2,639,311      (584
   2/03/10    USD    6,963,180    PLN    20,358,249      358,356   
   2/03/10    USD    207,962    PLN    596,788      6,664   
   2/03/10    USD    408,687    PLN    1,134,169      (801


Notes to Schedule of Investments (unaudited) (continued)

 

   2/03/10    USD    204,193    PLN    567,178      (217
   2/03/10    USD    410,247    PLN    1,134,039      (2,407
   2/03/10    USD    206,719    PLN    567,294      (2,700
   2/03/10    USD    6,985,850    TRY    10,692,542      (71,969
   2/03/10    USD    207,744    TRY    313,444      (5,069
   2/03/10    USD    398,573    TRY    595,687      (13,397
   2/03/10    USD    198,179    TRY    297,893      (5,559
   2/03/10    USD    393,375    TRY    595,619      (8,243
   2/03/10    USD    197,595    TRY    297,953      (4,936
   2/03/10    USD    7,215,238    TWD    232,078,144      40,406   
   2/03/10    USD    211,411    TWD    6,803,210      1,283   
   2/03/10    USD    403,785    TWD    12,929,194      431   
   2/03/10    USD    203,515    TWD    6,465,669      (1,374
   2/03/10    USD    403,739    TWD    12,927,714      431   
   2/03/10    USD    202,283    TWD    6,466,983      (100
   2/03/10    USD    6,896,021    ZAR    54,813,020      388,662   
   2/03/10    USD    208,255    ZAR    1,606,806      5,290   
   2/03/10    USD    407,848    ZAR    3,053,662      (2,015
   2/03/10    USD    201,294    ZAR    1,527,084      1,657   
   2/03/10    USD    403,028    ZAR    3,053,312      2,759   
   2/03/10    USD    205,127    ZAR    1,527,394      (2,135
                       
                  $ 1,613,872   
                       

Indian Rupee Fund

   2/03/10    USD    9,832,155    INR    468,502,172    $ 238,520   
   2/03/10    USD    9,834,219    INR    468,502,172      236,456   
   2/03/10    USD    2,520,478    INR    117,025,783      (4,953
   2/03/10    USD    2,495,021    INR    117,041,434      20,840   
                       
                  $ 490,863   
                       

New Zealand Dollar Fund

   12/16/09    USD    12,057,306    NZD    17,386,166    $ 366,445   
   12/16/09    USD    5,083,466    NZD    6,951,843      (115,840
   12/16/09    USD    2,614,394    NZD    3,474,555      (131,558
   12/16/09    USD    2,509,665    NZD    3,473,969      (27,247
   12/16/09    USD    2,498,346    NZD    3,473,664      (16,146
                       
                  $ 75,654   
                       

South African Rand Fund

   2/03/10    ZAR    10,782,793    USD    85,707,032    $ 607,722   
                       

 

(a) The amount represents fair value of derivative instruments subject to equity contracts risk exposure as of November 30, 2009.

Currency Legend:

BRL – Brazilian real

CLP – Chilean peso

CNY – Chinese yuan

ILS – Israeli new shekel

INR – Indian rupee

KRW – South Korean won

MXN – Mexican peso

NZD – New Zealand dollar

PLN – Polish zloty

TRY – Turkish new lira

TWD – New Taiwan dollar

USD – U.S. dollar

ZAR – South African rand


Notes to Schedule of Investments (unaudited) (concluded)

 

(h) 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 November 30, 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
    Appreciation/
(Depreciation)
 

U.S. Short-Term Government Income Fund

   $ 15,690,266    $ 22,519    $ (439   $ 22,080   

Brazilian Real Fund

     161,385,527      13,429      (3,201     10,228   

Chinese Yuan Fund

     394,521,434      23,859      (3,697     20,162   

Emerging Currency Fund

     93,476,874      3,342      (3,838     (496

Euro Fund

     19,281,992      183,933      —          183,933   

Indian Rupee Fund

     24,641,124      658      (1,485     (827

Japanese Yen Fund

     11,806,753      321,108      —          321,108   

New Zealand Dollar Fund

     24,657,868      794      (425     369   

South African Rand Fund

     10,773,538      442      (287     155   

4. SUBSEQUENT EVENT

In accordance with GAAP provisions, management of the Funds evaluated the need for disclosures and/or adjustments resulting from subsequent events through January 29, 2010, the date this report was issued. Based on this evaluation, no adjustments were required as of November 30, 2009. However, the following are details relating to subsequent events that have occurred since November 30, 2009. On January 28, 2010, the Board of Trustees of the Trust voted to close and liquidate U.S. Short-Term Government Income Fund. The last day of trading of the Fund’s shares on the NYSE Arca will be March 24, 2010. Shareholders remaining in the Fund on March 29, 2010 will have their share automatically redeemed at net asset value on this day. The Fund will complete liquidation on March 30, 2010.


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 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: January 29, 2010

 

By:   /s/    AMIT MUNI        
 

Amit Muni

Treasurer

Date: January 29, 2010

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: January 29, 2010

 

By:   /s/    AMIT MUNI        
 

Amit Muni

Treasurer

Date: January 29, 2010