WisdomTree Trust

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 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)

245 Park Avenue, 35th Floor

                              New York, NY 10167                             

(Address of principal executive offices) (Zip code)

The Corporation Trust Company

1209 Orange Street

                             Wilmington, DE 19801                            

(Name and address of agent for service)

Registrant’s telephone number, including area code:  (866) 909-9473

Date of fiscal year end:  June 30

Date of reporting period:  September 30, 2015

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, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

Item 1. Schedule of Investments.

The Schedule(s) of Investments is attached herewith.

Schedule of Investments (unaudited)

WisdomTree Strong Dollar U.S. Equity Fund (USSD)

September 30, 2015

 

Investments

    Shares        Value  

COMMON STOCKS - 99.8%

        

United States - 99.8%

        

Aerospace & Defense - 1.4%

        

Huntington Ingalls Industries, Inc.

      48         $ 5,143   

Northrop Grumman Corp.

      64           10,621   

Precision Castparts Corp.

      48           11,026   

Spirit AeroSystems Holdings, Inc. Class A*

      110           5,317   
       

 

 

  
Total Aerospace & Defense           32,107   
       

 

 

  

Air Freight & Logistics - 0.3%

        

C.H. Robinson Worldwide, Inc.

      114           7,727   
       

 

 

  

Airlines - 0.7%

        

Alaska Air Group, Inc.

      96           7,627   

Southwest Airlines Co.

      226           8,597   
       

 

 

  
Total Airlines           16,224   
       

 

 

  

Banks - 4.9%

        

Bank of America Corp.

      988           15,393   

BB&T Corp.

      152           5,411   

Citizens Financial Group, Inc.

      132           3,150   

City National Corp.

      38           3,346   

Comerica, Inc.

      90           3,699   

East West Bancorp, Inc.

      90           3,458   

Fifth Third Bancorp

      310           5,862   

First Republic Bank

      74           4,645   

Huntington Bancshares, Inc.

      364           3,858   

KeyCorp

      288           3,747   

M&T Bank Corp.

      40           4,878   

PNC Financial Services Group, Inc. (The)

      72           6,422   

Regions Financial Corp.

      426           3,838   

Signature Bank*

      28           3,852   

SunTrust Banks, Inc.

      112           4,283   

SVB Financial Group*

      28           3,235   

U.S. Bancorp

      226           9,268   

Wells Fargo & Co.

      440           22,594   

Zions Bancorp

      142           3,911   
       

 

 

  
Total Banks           114,850   
       

 

 

  

Beverages - 0.8%

        

Constellation Brands, Inc. Class A

      74           9,265   

Dr. Pepper Snapple Group, Inc.

      116           9,170   
       

 

 

  
Total Beverages           18,435   
       

 

 

  

Biotechnology - 1.2%

        

Alnylam Pharmaceuticals, Inc.*

      47           3,777   

Incyte Corp.*

      72           7,944   

Intercept Pharmaceuticals, Inc.*

      19           3,151   

Isis Pharmaceuticals, Inc.*

      98           3,961   

Medivation, Inc.*

      96           4,080   

United Therapeutics Corp.*

      46           6,037   
       

 

 

  
Total Biotechnology           28,950   
       

 

 

  

Building Products - 0.4%

        

Fortune Brands Home & Security, Inc.

      207           9,826   
       

 

 

  

Capital Markets - 1.3%

        

Charles Schwab Corp. (The)

      180           5,141   

E*TRADE Financial Corp.*

      122           3,212   

Northern Trust Corp.

      64           4,362   

Raymond James Financial, Inc.

      70           3,474   

SEI Investments Co.

      112           5,402   

State Street Corp.

      76           5,108   

TD Ameritrade Holding Corp.

      98           3,120   
       

 

 

  
Total Capital Markets           29,819   
       

 

 

  

Commercial Services & Supplies - 2.5%

        

ADT Corp. (The)

      238           7,116   

Cintas Corp.

      82           7,031   

KAR Auction Services, Inc.

      198           7,029   

Republic Services, Inc.

      190           7,828   

Rollins, Inc.

      454           12,199   

Waste Connections, Inc.

      214           10,396   

Waste Management, Inc.

      160           7,970   
       

 

 

  
Total Commercial Services & Supplies           59,569   
       

 

 

  

Communications Equipment - 0.5%

        

Harris Corp.

      148           10,826   
       

 

 

  

Consumer Finance - 1.3%

        

Ally Financial, Inc.*

      236           4,810   

Capital One Financial Corp.

      100           7,252   

Discover Financial Services

      138           7,174   

Navient Corp.

      388           4,361   

Springleaf Holdings, Inc.*

      72           3,148   

Synchrony Financial*

      126           3,944   
       

 

 

  
Total Consumer Finance           30,689   
       

 

 

  

Distributors - 0.3%

        

Genuine Parts Co.

      100           8,289   
       

 

 

  

Diversified Consumer Services - 0.9%

        

H&R Block, Inc.

      258           9,340   

Service Corp. International

      400           10,840   
       

 

 

  
Total Diversified Consumer Services           20,180   
       

 

 

  

Diversified Financial Services - 1.3%

        

Berkshire Hathaway, Inc. Class B*

      176           22,951   

Leucadia National Corp.

      150           3,039   

Voya Financial, Inc.

      90           3,489   
       

 

 

  
Total Diversified Financial Services           29,479   
       

 

 

  

Diversified Telecommunication Services - 4.2%

        

AT&T, Inc.

      1,037           33,785   

CenturyLink, Inc.

      428           10,751   

Frontier Communications Corp.

      1,850           8,788   

Verizon Communications, Inc.

      807           35,113   

Zayo Group Holdings, Inc.*

      386           9,789   
       

 

 

  
Total Diversified Telecommunication Services           98,226   
       

 

 

  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (continued)

WisdomTree Strong Dollar U.S. Equity Fund (USSD)

September 30, 2015

 

Investments

    Shares        Value  

Electric Utilities - 6.6%

        

American Electric Power Co., Inc.

      236         $ 13,419   

Duke Energy Corp.

      222           15,971   

Edison International

      152           9,587   

Entergy Corp.

      164           10,676   

Eversource Energy

      222           11,238   

Exelon Corp.

      326           9,682   

FirstEnergy Corp.

      270           8,454   

ITC Holdings Corp.

      246           8,202   

NextEra Energy, Inc.

      144           14,047   

OGE Energy Corp.

      332           9,083   

Pepco Holdings, Inc.

      330           7,993   

Pinnacle West Capital Corp.

      152           9,749   

Southern Co. (The)

      338           15,108   

Xcel Energy, Inc.

      352           12,464   
       

 

 

  
Total Electric Utilities           155,673   
       

 

 

  

Electrical Equipment - 0.9%

        

Acuity Brands, Inc.

      47           8,252   

Hubbell, Inc. Class B

      72           6,117   

SolarCity Corp.*

      168           7,175   
       

 

 

  
Total Electrical Equipment           21,544   
       

 

 

  

Electronic Equipment, Instruments & Components - 0.4%

        

CDW Corp.

      250           10,215   
       

 

 

  

Food & Staples Retailing - 2.9%

        

CVS Health Corp.

      216           20,840   

Kroger Co. (The)

      252           9,090   

Rite Aid Corp.*

      1,144           6,944   

Sysco Corp.

      268           10,444   

Walgreens Boots Alliance, Inc.

      182           15,124   

Whole Foods Market, Inc.

      162           5,127   
       

 

 

  
Total Food & Staples Retailing           67,569   
       

 

 

  

Food Products - 3.2%

        

ConAgra Foods, Inc.

      318           12,882   

Hershey Co. (The)

      104           9,555   

Hormel Foods Corp.

      180           11,396   

J.M. Smucker Co. (The)

      113           12,892   

Keurig Green Mountain, Inc.

      104           5,423   

Kraft Heinz Co. (The)

      178           12,563   

Tyson Foods, Inc. Class A

      240           10,344   
       

 

 

  
Total Food Products           75,055   
       

 

 

  

Gas Utilities - 1.4%

        

AGL Resources, Inc.

      186           11,354   

Atmos Energy Corp.

      196           11,403   

National Fuel Gas Co.

      198           9,896   
       

 

 

  
Total Gas Utilities           32,653   
       

 

 

  

Health Care Providers & Services - 8.0%

        

Aetna, Inc.

      103           11,269   

AmerisourceBergen Corp.

      84           7,979   

Brookdale Senior Living, Inc.*

      200           4,592   

Cardinal Health, Inc.

      118           9,065   

Centene Corp.*

      112           6,074   

Cigna Corp.

      102           13,772   

Community Health Systems, Inc.*

      156           6,672   

DaVita HealthCare Partners, Inc.*

      82           5,931   

Envision Healthcare Holdings, Inc.*

      324           11,920   

Express Scripts Holding Co.*

      200           16,192   

HCA Holdings, Inc.*

      104           8,046   

Humana, Inc.

      70           12,530   

Laboratory Corp. of America Holdings*

      74           8,027   

McKesson Corp.

      69           12,767   

MEDNAX, Inc.*

      80           6,143   

Premier, Inc. Class A*

      224           7,699   

Quest Diagnostics, Inc.

      108           6,639   

UnitedHealth Group, Inc.

      184           21,346   

Universal Health Services, Inc. Class B

      82           10,234   
       

 

 

  
Total Health Care Providers & Services           186,897   
       

 

 

  

Health Care Technology - 0.3%

        

Cerner Corp.*

      138           8,274   
       

 

 

  

Hotels, Restaurants & Leisure - 1.5%

        

Chipotle Mexican Grill, Inc.*

      13           9,363   

Darden Restaurants, Inc.

      90           6,169   

Domino’s Pizza, Inc.

      100           10,791   

Marriott International, Inc. Class A

      118           8,047   
       

 

 

  
Total Hotels, Restaurants & Leisure           34,370   
       

 

 

  

Household Durables - 2.3%

        

D.R. Horton, Inc.

      402           11,803   

Lennar Corp. Class A

      218           10,492   

NVR, Inc.*

      7           10,677   

PulteGroup, Inc.

      604           11,398   

Toll Brothers, Inc.*

      252           8,628   
       

 

 

  
Total Household Durables           52,998   
       

 

 

  

Household Products - 0.3%

        

Church & Dwight Co., Inc.

      98           8,222   
       

 

 

  

Independent Power and Renewable Electricity Producers - 0.5%

        

Calpine Corp.*

      462           6,745   

NRG Energy, Inc.

      338           5,020   
       

 

 

  
Total Independent Power and Renewable Electricity Producers           11,765   
       

 

 

  

Insurance - 3.6%

        

Alleghany Corp.*

      12           5,617   

Allstate Corp. (The)

      104           6,057   

American Financial Group, Inc.

      82           5,651   

Cincinnati Financial Corp.

      102           5,488   

FNF Group

      156           5,533   

Hartford Financial Services Group, Inc. (The)

      120           5,494   

Lincoln National Corp.

      98           4,651   

Loews Corp.

      204           7,373   

Principal Financial Group, Inc.

      154           7,290   

Progressive Corp. (The)

      252           7,721   

Torchmark Corp.

      78           4,399   

Travelers Cos., Inc. (The)

      80           7,962   

Unum Group

      174           5,582   

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (continued)

WisdomTree Strong Dollar U.S. Equity Fund (USSD)

September 30, 2015

 

Investments

    Shares        Value  

W.R. Berkley Corp.

      96         $ 5,220   
       

 

 

  
Total Insurance           84,038   
       

 

 

  

Internet Software & Services - 0.6%

        

CoStar Group, Inc.*

      30           5,192   

Zillow Group, Inc. Class A*

      108           3,103   

Zillow Group, Inc. Class C*

      216           5,832   
       

 

 

  
Total Internet Software & Services           14,127   
       

 

 

  

IT Services - 3.0%

        

Automatic Data Processing, Inc.

      168           13,500   

Broadridge Financial Solutions, Inc.

      214           11,845   

Fiserv, Inc.*

      144           12,472   

Jack Henry & Associates, Inc.

      160           11,138   

Paychex, Inc.

      208           9,907   

Vantiv, Inc. Class A*

      268           12,038   
       

 

 

  
Total IT Services           70,900   
       

 

 

  

Media - 5.3%

        

Cablevision Systems Corp. Class A

      454           14,741   

CBS Corp. Class B Non-Voting Shares

      198           7,900   

Charter Communications, Inc. Class A*

      58           10,199   

Comcast Corp. Class A

      466           26,506   

DISH Network Corp. Class A*

      122           7,118   

Gannett Co., Inc.

      162           2,386   

Liberty Media Corp. Class C*

      302           10,407   

Madison Square Garden Co. (The) Class A*

      84           6,060   

Scripps Networks Interactive, Inc. Class A

      102           5,017   

Sirius XM Holdings, Inc.*

      2,474           9,253   

TEGNA, Inc.

      322           7,210   

Time Warner Cable, Inc.

      72           12,915   

Tribune Media Co. Class A

      102           3,631   
       

 

 

  
Total Media           123,343   
       

 

 

  

Multi-Utilities - 5.9%

        

Alliant Energy Corp.

      180           10,528   

Ameren Corp.

      232           9,807   

CenterPoint Energy, Inc.

      382           6,891   

CMS Energy Corp.

      334           11,797   

Consolidated Edison, Inc.

      186           12,434   

Dominion Resources, Inc.

      222           15,624   

DTE Energy Co.

      146           11,734   

NiSource, Inc.

      276           5,120   

PG&E Corp.

      202           10,666   

Public Service Enterprise Group, Inc.

      250           10,540   

SCANA Corp.

      214           12,040   

WEC Energy Group, Inc.

      428           22,350   
       

 

 

  
Total Multi-Utilities           139,531   
       

 

 

  

Multiline Retail - 2.2%

        

Dillard’s, Inc. Class A

      54           4,719   

Dollar General Corp.

      112           8,113   

Dollar Tree, Inc.*

      112           7,466   

Kohl’s Corp.

      130           6,020   

Macy’s, Inc.

      137           7,031   

Nordstrom, Inc.

      96           6,884   

Target Corp.

      146           11,485   
       

 

 

  
Total Multiline Retail           51,718   
       

 

 

  

Oil, Gas & Consumable Fuels - 0.2%

        

Columbia Pipeline Group, Inc.

      261           4,774   
       

 

 

  

Professional Services - 0.4%

        

Verisk Analytics, Inc.*

      122           9,017   
       

 

 

  

Real Estate Investment Trusts (REITs) - 12.3%

        

Alexandria Real Estate Equities, Inc.

      64           5,419   

American Capital Agency Corp.

      392           7,330   

Annaly Capital Management, Inc.

      782           7,718   

Apartment Investment & Management Co. Class A

      184           6,812   

AvalonBay Communities, Inc.

      56           9,790   

Boston Properties, Inc.

      68           8,051   

Brixmor Property Group, Inc.

      314           7,373   

Camden Property Trust

      102           7,538   

Care Capital Properties, Inc.

      30           988   

Crown Castle International Corp.

      84           6,625   

DDR Corp.

      416           6,398   

Duke Realty Corp.

      420           8,001   

Equity Residential

      130           9,766   

Essex Property Trust, Inc.

      36           8,043   

Extra Space Storage, Inc.

      108           8,333   

Federal Realty Investment Trust

      58           7,914   

General Growth Properties, Inc.

      250           6,492   

HCP, Inc.

      236           8,791   

Host Hotels & Resorts, Inc.

      418           6,609   

Kilroy Realty Corp.

      104           6,777   

Kimco Realty Corp.

      302           7,378   

Lamar Advertising Co. Class A

      96           5,009   

Liberty Property Trust

      206           6,491   

Macerich Co. (The)

      46           3,534   

Mid-America Apartment Communities, Inc.

      96           7,860   

National Retail Properties, Inc.

      204           7,399   

NorthStar Realty Finance Corp.

      356           4,397   

Omega Healthcare Investors, Inc.

      216           7,592   

Plum Creek Timber Co., Inc.

      186           7,349   

Public Storage

      50           10,581   

Realty Income Corp.

      166           7,867   

Regency Centers Corp.

      116           7,209   

Simon Property Group, Inc.

      66           12,126   

SL Green Realty Corp.

      70           7,571   

Starwood Property Trust, Inc.

      278           5,705   

UDR, Inc.

      228           7,861   

Ventas, Inc.

      122           6,839   

VEREIT, Inc.

      600           4,632   

Vornado Realty Trust

      92           8,319   

Welltower, Inc.

      128           8,668   
       

 

 

  
Total Real Estate Investment Trusts (REITs)           289,155   
       

 

 

  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (concluded)

WisdomTree Strong Dollar U.S. Equity Fund (USSD)

September 30, 2015

 

Investments

    Shares        Value  

Real Estate Management & Development - 0.4%

        

Howard Hughes Corp. (The)*

      44         $ 5,049   

Realogy Holdings Corp.*

      92           3,462   
       

 

 

  
Total Real Estate Management & Development           8,511   
       

 

 

  

Road & Rail - 2.9%

        

AMERCO

      24           9,443   

CSX Corp.

      448           12,051   

JB Hunt Transport Services, Inc.

      84           5,998   

Norfolk Southern Corp.

      123           9,397   

Old Dominion Freight Line, Inc.*

      106           6,466   

Ryder System, Inc.

      108           7,997   

Union Pacific Corp.

      176           15,560   
       

 

 

  
Total Road & Rail           66,912   
       

 

 

  

Semiconductors & Semiconductor Equipment - 0.3%

        

First Solar, Inc.*

      156           6,669   
       

 

 

  

Software - 0.8%

        

Intuit, Inc.

      100           8,875   

Workday, Inc. Class A*

      132           9,090   
       

 

 

  
Total Software           17,965   
       

 

 

  

Specialty Retail - 6.5%

        

Advance Auto Parts, Inc.

      44           8,339   

AutoNation, Inc.*

      114           6,633   

AutoZone, Inc.*

      13           9,410   

Bed Bath & Beyond, Inc.*

      102           5,816   

Best Buy Co., Inc.

      188           6,979   

CarMax, Inc.*

      172           10,203   

Dick’s Sporting Goods, Inc.

      122           6,052   

Home Depot, Inc. (The)

      226           26,101   

L Brands, Inc.

      100           9,013   

Lowe’s Cos., Inc.

      221           15,231   

Michaels Cos., Inc. (The)*

      244           5,636   

O’Reilly Automotive, Inc.*

      44           11,000   

Ross Stores, Inc.

      174           8,434   

Tractor Supply Co.

      82           6,914   

Ulta Salon Cosmetics & Fragrance, Inc.*

      42           6,861   

Urban Outfitters, Inc.*

      156           4,583   

Williams-Sonoma, Inc.

      80           6,108   
       

 

 

  
Total Specialty Retail           153,313   
       

 

 

  

Textiles, Apparel & Luxury Goods - 1.3%

        

Carter’s, Inc.

      80           7,251   

Hanesbrands, Inc.

      420           12,155   

Under Armour, Inc. Class A*

      104           10,065   
       

 

 

  
Total Textiles, Apparel & Luxury Goods           29,471   
       

 

 

  

Thrifts & Mortgage Finance - 0.2%

        

New York Community Bancorp, Inc.

      246           4,443   
       

 

 

  

Tobacco - 1.8%

        

Altria Group, Inc.

      408           22,195   

Reynolds American, Inc.

      444           19,656   
       

 

 

  
Total Tobacco           41,851   
       

 

 

  

Trading Companies & Distributors - 0.8%

        

Fastenal Co.

      174           6,370   

HD Supply Holdings, Inc.*

      194           5,552   

United Rentals, Inc.*

      98           5,885   
       

 

 

  
Total Trading Companies & Distributors           17,807   
       

 

 

  

Water Utilities - 0.6%

        

American Water Works Co., Inc.

      264           14,541   
       

 

 

  

Wireless Telecommunication Services - 0.4%

        

SBA Communications Corp. Class A*

      100           10,474   
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 99.8%

(Cost: $2,495,775)

           2,338,991   

Cash and Other Assets in Excess of Liabilities - 0.2%

           4,885   
       

 

 

  

NET ASSETS - 100.0%

         $ 2,343,876   
       

 

 

  

 

* Non-income producing security.

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited)

WisdomTree Weak Dollar U.S. Equity Fund (USWD)

September 30, 2015

 

Investments

    Shares        Value  

COMMON STOCKS - 99.9%

        

United States - 99.9%

        

Aerospace & Defense - 2.2%

        

B/E Aerospace, Inc.

      124         $ 5,444   

Boeing Co. (The)

      140           18,333   

Honeywell International, Inc.

      125           11,836   

United Technologies Corp.

      151           13,437   
       

 

 

  
Total Aerospace & Defense           49,050   
       

 

 

  

Air Freight & Logistics - 0.5%

        

Expeditors International of Washington, Inc.

      238           11,198   
       

 

 

  

Airlines - 0.6%

        

United Continental Holdings, Inc.*

      265           14,058   
       

 

 

  

Auto Components - 1.7%

        

BorgWarner, Inc.

      112           4,658   

Gentex Corp.

      489           7,579   

Goodyear Tire & Rubber Co. (The)

      314           9,210   

Johnson Controls, Inc.

      192           7,941   

Lear Corp.

      70           7,615   
       

 

 

  
Total Auto Components           37,003   
       

 

 

  

Automobiles - 0.9%

        

Ford Motor Co.

      681           9,241   

Tesla Motors, Inc.*

      44           10,930   
       

 

 

  
Total Automobiles           20,171   
       

 

 

  

Banks - 1.3%

        

CIT Group, Inc.

      195           7,806   

Citigroup, Inc.

      435           21,580   
       

 

 

  
Total Banks           29,386   
       

 

 

  

Beverages - 2.6%

        

Brown-Forman Corp. Class B

      80           7,752   

Coca-Cola Co. (The)

      405           16,249   

Coca-Cola Enterprises, Inc.

      130           6,285   

Molson Coors Brewing Co. Class B

      148           12,287   

PepsiCo, Inc.

      157           14,805   
       

 

 

  
Total Beverages           57,378   
       

 

 

  

Biotechnology - 3.8%

        

AbbVie, Inc.

      261           14,201   

Alexion Pharmaceuticals, Inc.*

      90           14,075   

Baxalta, Inc.

      207           6,523   

BioMarin Pharmaceutical, Inc.*

      113           11,901   

Celgene Corp.*

      161           17,415   

OPKO Health, Inc.*

      710           5,971   

Puma Biotechnology, Inc.*

      54           4,070   

Regeneron Pharmaceuticals, Inc.*

      24           11,163   
       

 

 

  
Total Biotechnology           85,319   
       

 

 

  

Capital Markets - 2.3%

        

BlackRock, Inc.

      32           9,519   

Franklin Resources, Inc.

      208           7,750   

Goldman Sachs Group, Inc. (The)

      75           13,032   

Morgan Stanley

      392           12,348   

T. Rowe Price Group, Inc.

      110           7,645   
       

 

 

  
Total Capital Markets           50,294   
       

 

 

  

Chemicals - 7.2%

        

Air Products & Chemicals, Inc.

      81           10,334   

Albemarle Corp.

      124           5,468   

Ashland, Inc.

      55           5,534   

Celanese Corp. Series A

      98           5,799   

Chemours Co. (The)

      50           324   

Dow Chemical Co. (The)

      194           8,226   

E.I. du Pont de Nemours & Co.

      253           12,195   

Eastman Chemical Co.

      102           6,601   

Ecolab, Inc.

      99           10,862   

FMC Corp.

      169           5,731   

Huntsman Corp.

      356           3,450   

International Flavors & Fragrances, Inc.

      58           5,989   

Monsanto Co.

      93           7,937   

Mosaic Co. (The)

      168           5,226   

NewMarket Corp.

      22           7,854   

Platform Specialty Products Corp.*

      354           4,478   

PPG Industries, Inc.

      96           8,418   

Praxair, Inc.

      80           8,149   

RPM International, Inc.

      197           8,252   

Sigma-Aldrich Corp.

      96           13,336   

Valspar Corp. (The)

      132           9,488   

W.R. Grace & Co.*

      70           6,514   
       

 

 

  
Total Chemicals           160,165   
       

 

 

  

Communications Equipment - 2.4%

        

Cisco Systems, Inc.

      477           12,521   

CommScope Holding Co., Inc.*

      320           9,610   

F5 Networks, Inc.*

      46           5,327   

Juniper Networks, Inc.

      361           9,281   

Motorola Solutions, Inc.

      133           9,095   

QUALCOMM, Inc.

      144           7,737   
       

 

 

  
Total Communications Equipment           53,571   
       

 

 

  

Construction & Engineering - 0.5%

        

Fluor Corp.

      137           5,802   

Jacobs Engineering Group, Inc.*

      160           5,989   
       

 

 

  
Total Construction & Engineering           11,791   
       

 

 

  

Containers & Packaging - 1.4%

        

Avery Dennison Corp.

      153           8,655   

Ball Corp.

      85           5,287   

Crown Holdings, Inc.*

      100           4,575   

Sealed Air Corp.

      245           11,486   
       

 

 

  
Total Containers & Packaging           30,003   
       

 

 

  

Diversified Financial Services - 1.5%

        

CME Group, Inc.

      147           13,633   

McGraw Hill Financial, Inc.

      86           7,439   

Moody’s Corp.

      58           5,695   

MSCI, Inc.

      98           5,827   
       

 

 

  
Total Diversified Financial Services           32,594   
       

 

 

  

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (continued)

WisdomTree Weak Dollar U.S. Equity Fund (USWD)

September 30, 2015

 

Investments

    Shares        Value  

Electrical Equipment - 1.0%

        

AMETEK, Inc.

      171         $ 8,947   

Emerson Electric Co.

      163           7,200   

Rockwell Automation, Inc.

      63           6,392   
       

 

 

  
Total Electrical Equipment           22,539   
       

 

 

  

Electronic Equipment, Instruments & Components - 1.7%

        

Amphenol Corp. Class A

      183           9,326   

Arrow Electronics, Inc.*

      80           4,422   

Avnet, Inc.

      152           6,487   

Corning, Inc.

      393           6,728   

Keysight Technologies, Inc.*

      176           5,428   

Trimble Navigation Ltd.*

      278           4,565   
       

 

 

  
Total Electronic Equipment, Instruments & Components           36,956   
       

 

 

  

Energy Equipment & Services - 1.6%

        

Baker Hughes, Inc.

      116           6,037   

Cameron International Corp.*

      125           7,665   

FMC Technologies, Inc.*

      156           4,836   

Halliburton Co.

      180           6,363   

National Oilwell Varco, Inc.

      148           5,572   

Oceaneering International, Inc.

      146           5,735   
       

 

 

  
Total Energy Equipment & Services           36,208   
       

 

 

  

Food Products - 2.1%

        

Archer-Daniels-Midland Co.

      235           9,741   

Hain Celestial Group, Inc. (The)*

      159           8,204   

Ingredion, Inc.

      72           6,286   

McCormick & Co., Inc. Non-Voting Shares

      97           7,972   

Mead Johnson Nutrition Co.

      68           4,787   

Mondelez International, Inc. Class A

      239           10,007   
       

 

 

  
Total Food Products           46,997   
       

 

 

  

Health Care Equipment & Supplies - 6.6%

        

Abbott Laboratories

      319           12,830   

Baxter International, Inc.

      210           6,899   

Becton, Dickinson and Co.

      59           7,827   

Boston Scientific Corp.*

      501           8,221   

Cooper Cos., Inc. (The)

      72           10,718   

DENTSPLY International, Inc.

      172           8,698   

DexCom, Inc.*

      173           14,854   

Edwards Lifesciences Corp.*

      78           11,089   

IDEXX Laboratories, Inc.*

      114           8,465   

ResMed, Inc.

      207           10,549   

Sirona Dental Systems, Inc.*

      95           8,867   

St. Jude Medical, Inc.

      167           10,536   

Teleflex, Inc.

      61           7,577   

Varian Medical Systems, Inc.*

      145           10,698   

Zimmer Biomet Holdings, Inc.

      84           7,890   
       

 

 

  
Total Health Care Equipment & Supplies           145,718   
       

 

 

  

Health Care Providers & Services - 0.4%

        

Anthem, Inc.

      66           9,240   
       

 

 

  

Health Care Technology - 0.2%

        

IMS Health Holdings, Inc.*

      170           4,947   
       

 

 

  

Hotels, Restaurants & Leisure - 1.9%

        

Las Vegas Sands Corp.

      140           5,316   

McDonald’s Corp.

      192           18,918   

Starwood Hotels & Resorts Worldwide, Inc.

      110           7,313   

Wynn Resorts Ltd.

      74           3,931   

Yum! Brands, Inc.

      92           7,355   
       

 

 

  
Total Hotels, Restaurants & Leisure           42,833   
       

 

 

  

Household Durables - 1.0%

        

GoPro, Inc. Class A*

      162           5,058   

Harman International Industries, Inc.

      103           9,887   

Whirlpool Corp.

      44           6,479   
       

 

 

  
Total Household Durables           21,424   
       

 

 

  

Household Products - 1.7%

        

Colgate-Palmolive Co.

      154           9,773   

Energizer Holdings, Inc.

      44           1,703   

Kimberly-Clark Corp.

      72           7,851   

Procter & Gamble Co. (The)

      270           19,424   
       

 

 

  
Total Household Products           38,751   
       

 

 

  

Independent Power and Renewable Electricity Producers - 0.2%

        

AES Corp.

      408           3,994   
       

 

 

  

Industrial Conglomerates - 2.6%

        

3M Co.

      114           16,162   

Danaher Corp.

      140           11,929   

General Electric Co.

      1,183           29,835   
       

 

 

  
Total Industrial Conglomerates           57,926   
       

 

 

  

Insurance - 1.9%

        

Aflac, Inc.

      124           7,208   

CNA Financial Corp.

      177           6,183   

Marsh & McLennan Cos., Inc.

      166           8,668   

Prudential Financial, Inc.

      133           10,136   

Reinsurance Group of America, Inc.

      119           10,780   
       

 

 

  
Total Insurance           42,975   
       

 

 

  

Internet & Catalog Retail - 2.5%

        

Amazon.com, Inc.*

      48           24,571   

Expedia, Inc.

      105           12,356   

Priceline Group, Inc. (The)*

      10           12,368   

TripAdvisor, Inc.*

      84           5,294   
       

 

 

  
Total Internet & Catalog Retail           54,589   
       

 

 

  
Internet Software & Services - 1.8%        

eBay, Inc.*

      208           5,083   

Facebook, Inc. Class A*

      190           17,081   

Google, Inc. Class A*

      29           18,513   
       

 

 

  
Total Internet Software & Services           40,677   
       

 

 

  

IT Services - 4.3%

        

Computer Sciences Corp.

      98           6,015   

FleetCor Technologies, Inc.*

      43           5,918   

Gartner, Inc.*

      108           9,064   

Global Payments, Inc.

      72           8,261   

 

See Notes to Schedule of Investments.

 

Schedule of Investments (unaudited) (continued)

WisdomTree Weak Dollar U.S. Equity Fund (USWD)

September 30, 2015

 

Investments

    Shares        Value  

International Business Machines Corp.

      76         $ 11,018   

MasterCard, Inc. Class A

      140           12,617   

PayPal Holdings, Inc.*

      211           6,549   

Sabre Corp.

      303           8,236   

Teradata Corp.*

      206           5,966   

Visa, Inc. Class A

      249           17,345   

Western Union Co. (The)

      234           4,296   
       

 

 

  
Total IT Services           95,285   
       

 

 

  

Leisure Products - 0.6%

        

Hasbro, Inc.

      90           6,493   

Mattel, Inc.

      302           6,360   
       

 

 

  
Total Leisure Products           12,853   
       

 

 

  

Life Sciences Tools & Services - 2.8%

        

Agilent Technologies, Inc.

      174           5,973   

Illumina, Inc.*

      46           8,088   

Mettler-Toledo International, Inc.*

      38           10,820   

PerkinElmer, Inc.

      170           7,813   

Quintiles Transnational Holdings, Inc.*

      150           10,435   

Thermo Fisher Scientific, Inc.

      82           10,027   

Waters Corp.*

      79           9,339   
       

 

 

  
Total Life Sciences Tools & Services           62,495   
       

 

 

  

Machinery - 5.1%

        

Caterpillar, Inc.

      104           6,797   

Colfax Corp.*

      116           3,470   

Cummins, Inc.

      94           10,206   

Deere & Co.

      147           10,878   

Donaldson Co., Inc.

      248           6,964   

Dover Corp.

      96           5,489   

Flowserve Corp.

      118           4,855   

IDEX Corp.

      84           5,989   

Illinois Tool Works, Inc.

      125           10,289   

Lincoln Electric Holdings, Inc.

      121           6,344   

PACCAR, Inc.

      134           6,991   

Parker-Hannifin Corp.

      76           7,395   

Stanley Black & Decker, Inc.

      100           9,698   

WABCO Holdings, Inc.*

      52           5,451   

Wabtec Corp.

      82           7,220   

Xylem, Inc.

      172           5,650   
       

 

 

  
Total Machinery           113,686   
       

 

 

  

Media - 1.6%

        

Discovery Communications, Inc. Class C*

      345           8,380   

Interpublic Group of Cos., Inc. (The)

      330           6,313   

News Corp. Class A

      450           5,679   

Omnicom Group, Inc.

      94           6,195   

Twenty-First Century Fox, Inc. Class A

      329           8,876   
       

 

 

  
Total Media           35,443   
       

 

 

  

Metals & Mining - 0.5%

        

Alcoa, Inc.

      714           6,897   

Freeport-McMoRan, Inc.

      334           3,237   
       

 

 

  
Total Metals & Mining           10,134   
       

 

 

  

Oil, Gas & Consumable Fuels - 3.3%

        

Apache Corp.

      150           5,874   

Chevron Corp.

      197           15,540   

ConocoPhillips

      192           9,208   

Exxon Mobil Corp.

      375           27,881   

Hess Corp.

      114           5,707   

Murphy Oil Corp.

      134           3,243   

Spectra Energy Corp.

      200           5,254   
       

 

 

  
Total Oil, Gas & Consumable Fuels           72,707   
       

 

 

  

Personal Products - 0.7%

        

Coty, Inc. Class A

      230           6,224   

Edgewell Personal Care Co.

      44           3,590   

Estee Lauder Cos., Inc. (The) Class A

      74           5,970   
       

 

 

  
Total Personal Products           15,784   
       

 

 

  

Pharmaceuticals - 5.0%

        

Bristol-Myers Squibb Co.

      321           19,003   

Eli Lilly & Co.

      209           17,491   

Johnson & Johnson

      286           26,698   

Merck & Co., Inc.

      335           16,546   

Pfizer, Inc.

      686           21,547   

Zoetis, Inc.

      241           9,925   
       

 

 

  
Total Pharmaceuticals           111,210   
       

 

 

  

Professional Services - 1.3%

        

IHS, Inc. Class A*

      47           5,452   

ManpowerGroup, Inc.

      150           12,284   

Towers Watson & Co. Class A

      103           12,090   
       

 

 

  
Total Professional Services           29,826   
       

 

 

  

Real Estate Investment Trusts (REITs) - 0.4%

        

Equinix, Inc.

      30           8,202   
       

 

 

  

Real Estate Management & Development - 0.4%

        

CBRE Group, Inc. Class A*

      148           4,736   

Jones Lang LaSalle, Inc.

      34           4,888   
       

 

 

  
Total Real Estate Management & Development           9,624   
       

 

 

  

Road & Rail - 0.5%

        

Kansas City Southern

      117           10,633   
       

 

 

  

Semiconductors & Semiconductor Equipment - 5.7%

        

Altera Corp.

      115           5,759   

Analog Devices, Inc.

      108           6,092   

Applied Materials, Inc.

      456           6,699   

Broadcom Corp. Class A

      172           8,846   

Intel Corp.

      390           11,755   

KLA-Tencor Corp.

      82           4,100   

Lam Research Corp.

      106           6,925   

Linear Technology Corp.

      175           7,061   

Maxim Integrated Products, Inc.

      293           9,786   

Microchip Technology, Inc.

      198           8,532   

Micron Technology, Inc.*

      356           5,333   

NVIDIA Corp.

      433           10,673   

ON Semiconductor Corp.*

      692           6,505   

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Weak Dollar U.S. Equity Fund (USWD)

September 30, 2015

 

Investments

    Shares      Value  

Qorvo, Inc.*

      104       $ 4,685   

Skyworks Solutions, Inc.

      99         8,337   

SunEdison, Inc.*

      66         474   

Texas Instruments, Inc.

      194         9,607   

Xilinx, Inc.

      112         4,749   
     

 

 

  
Total Semiconductors & Semiconductor Equipment         125,918   
     

 

 

  

Software - 6.1%

      

Activision Blizzard, Inc.

      278         8,587   

Adobe Systems, Inc.*

      112         9,209   

ANSYS, Inc.*

      67         5,905   

Autodesk, Inc.*

      146         6,444   

CA, Inc.

      164         4,477   

Cadence Design Systems, Inc.*

      464         9,596   

Citrix Systems, Inc.*

      88         6,097   

Electronic Arts, Inc.*

      144         9,756   

Fortinet, Inc.*

      144         6,117   

Microsoft Corp.

      547         24,210   

Oracle Corp.

      318         11,486   

Red Hat, Inc.*

      86         6,182   

ServiceNow, Inc.*

      133         9,237   

Symantec Corp.

      268         5,218   

Synopsys, Inc.*

      177         8,174   

VMware, Inc. Class A*

      62         4,885   
     

 

 

  
Total Software         135,580   
     

 

 

  

Specialty Retail - 0.5%

      

Tiffany & Co.

      130         10,039   
     

 

 

  

Technology Hardware, Storage & Peripherals - 3.2%

      

Apple, Inc.

      369         40,701   

EMC Corp.

      258         6,233   

Hewlett-Packard Co.

      246         6,300   

NetApp, Inc.

      190         5,624   

SanDisk Corp.

      146         7,932   

Western Digital Corp.

      56         4,449   
     

 

 

  
Total Technology Hardware, Storage & Peripherals         71,239   
     

 

 

  

Textiles, Apparel & Luxury Goods - 1.2%

      

NIKE, Inc. Class B

      140         17,216   

PVH Corp.

      89         9,072   
     

 

 

  
Total Textiles, Apparel & Luxury Goods         26,288   
     

 

 

  

Tobacco - 0.6%

      

Philip Morris International, Inc.

      173         13,724   
     

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 99.9%

(Cost: $2,497,298)

         2,218,425   

Cash and Other Assets in Excess of Liabilities - 0.1%

         2,563   
     

 

 

  
NET ASSETS - 100.0%       $ 2,220,988   
     

 

 

  

 

* Non-income producing security.

 

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 on December 15, 2005. As of September 30, 2015, the Trust offered 79 investment funds (each a “Fund”, collectively, the “Funds”). In accordance with Accounting Standard Update (“ASU”) 2013-08, Financial Services-Investment Companies, each Fund qualifies as an investment company and is applying the accounting and reporting guidance for investment companies. These notes relate only to the Funds listed in the table below:

 

Fund

    Commencement
of Operations

WisdomTree Strong Dollar U.S. Equity Fund (“Strong Dollar U.S. Equity Fund”)

    July 21, 2015            

WisdomTree Weak Dollar U.S. Equity Fund (“Weak Dollar U.S. Equity Fund”)

    July 21, 2015            

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.

2. SIGNIFICANT ACCOUNTING POLICIES

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (the “Codification”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants.

The following is a summary of significant accounting policies followed by the Funds:

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. New York time. NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions or large investors may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market prices. Most investors will buy and sell shares through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees. Equity securities (including preferred stock) traded on any recognized U.S. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the last quoted sale price or, if no sale price is available, at the mean between the highest bid and lowest ask price. Each Fund may invest in money market funds which are valued at their NAV per share and affiliated ETFs which are valued at their last sale or official closing price on the exchange on which they are principally traded.

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 and derivatives will be fair valued in accordance with the Fund’s pricing policy. The Board of Trustees of the Trust has established a pricing committee (the “Pricing Committee”) which is comprised of senior representatives of WisdomTree Asset Management, Inc. (“WTAM”) and which reports to the Board of Trustees on a quarterly basis. In the event that a financial instrument cannot be valued based upon a price from a national securities exchange, independent pricing service provider or broker-dealer quotation, or such prices are deemed to not reflect current market value, the Pricing Committee may value the financial instrument in good faith under the policies and procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events.” An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV calculation time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.

Fair Value Measurement - In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that each Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. ASC 820 established a three-tier hierarchy of inputs to be used when determining fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk - for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

 

Notes to Schedule of Investments (unaudited)(continued)

 

  Level 1 – quoted prices in active markets for identical securities

 

  Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

 

  Level 3 – significant unobservable inputs (including each Fund’s assumptions in determining the fair value of investments)

The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.

Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as amended); (iii) a security whose trading has been suspended or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets on which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).

The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:

Financial instruments are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.

Determination of a fair value by the Pricing Committee may include significant unobservable inputs and therefore would be reflected as a Level 3 of the fair value hierarchy. The Pricing Committee may employ a market-based valuation approach which may use, among other potential considerations, related or comparable securities, recent transactions, market multiples, book values, and other relevant information to determine fair value. The Pricing Committee may also use an income-based valuation approach in which anticipated future cash flows of the financial instrument are discounted to calculate fair value. The Pricing Committee meets at least on a monthly basis to review and discuss the appropriateness of such fair values using more current information such as, recent security news, recent market transactions, updated corporate action information and/or other macro or security specific events. Also, when observable inputs become available, the Pricing Committee conducts back testing of the methodologies used to value Level 3 financial instruments to substantiate the unobservable inputs used to value those investments. Such back testing includes comparing Level 3 investment values to observable inputs such as exchange-traded prices, transaction prices, and/or vendor prices.

The following is a summary of the fair valuations according to the inputs used as of September 30, 2015 in valuing each Fund’s assets:

 

Strong Dollar U.S. Equity Fund

    Level 1      Level 2      Level 3  

Common Stocks*

    $ 2,338,991       $  —         $  —     

Weak Dollar U.S. Equity Fund

    Level 1      Level 2      Level 3  

Common Stocks*

    $ 2,218,425       $ —         $ —     

 

* Please refer to Schedule of Investments for a breakdown of the valuation by industry.

There were no Level 3 securities at or during the period ended September 30, 2015.

The Funds have elected to use the beginning of period method for transfers between fair value measurement levels.

There were no transfers into or out of any fair value measurement levels during the period ended September 30, 2015.

Notes to Schedule of Investments (unaudited)(continued)

 

Investment Transactions and Investment Income - Investment transactions are recorded as of the date that the securities are purchased or sold (trade date). Realized gains and losses on sales of portfolio securities are calculated using the identified-cost method. Dividend income is recognized on the ex-dividend date.

3. FEDERAL INCOME TAXES

At September 30, 2015, the cost of investments for Federal income tax purposes was as follows:

 

Fund

    Tax Cost      Gross Unrealized
Appreciation		      Gross Unrealized
Depreciation		     Net Unrealized
Depreciation		  

Strong Dollar U.S. Equity Fund

    $ 2,495,775       $ 42,648       $ (199,432 )    $ (156,784 ) 
  

 

 

     

 

 

     

 

 

    

 

 

  

Weak Dollar U.S. Equity Fund

      2,497,298         17,831         (296,704 )      (278,873 ) 
  

 

 

     

 

 

     

 

 

    

 

 

  

Item 2. Controls and Procedures.

 

  (a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

  (b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the 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.

Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

 

(Registrant)       WisdomTree Trust

 

By (Signature and Title)*       /s/ Jonathan L. Steinberg
      Jonathan L. Steinberg, President
      (principal executive officer)

 

Date       November 20, 2015

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By (Signature and Title)*       /s/ Jonathan L. Steinberg
      Jonathan L. Steinberg, President
      (principal executive officer)

 

Date       November 20, 2015

 

By (Signature and Title)*       /s/ David Castano
      David Castano, Treasurer
      (principal financial officer)

 

Date       November 20, 2015

* Print the name and title of each signing officer under his or her signature.