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)
Registrants 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 AGENCIES63.6% |
||||||
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 |
9,870,595 | |||||
CORPORATE BONDS23.2% |
||||||
Banks11.4% |
||||||
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 | |||||
Financials11.8% |
||||||
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 |
3,591,199 | |||||
MONEY MARKET FUND2.4% |
||||||
AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) |
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 AGREEMENT12.1% |
|||||||
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) |
$ | 1,881,187 | $ | 1,881,187 | |||
TOTAL INVESTMENTS IN SECURITIES 101.3% |
15,712,346 | ||||||
Liabilities in Excess of Other Assets(1.3)% |
(198,060 | ) | |||||
NET ASSETS100.0% |
$ | 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 & OBLIGATIONS62.4% |
||||||
U.S. Government Agencies45.3% |
||||||
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 Bills17.1% |
||||||
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 |
99,561,602 | |||||
CORPORATE BONDS11.4% |
||||||
Banks3.7% |
||||||
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 | ||||||
Financials7.7% |
|||||||
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 |
18,263,053 | ||||||
MONEY MARKET FUND0.8% |
|||||||
AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) |
1,202,830 | 1,202,830 | |||||
REPURCHASE AGREEMENT26.5% |
|||||||
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) |
42,368,270 | 42,368,270 | |||||
TOTAL INVESTMENTS IN SECURITIES101.1% |
161,395,755 | ||||||
Liabilities in Excess of Other Assets(1.1)% |
(1,834,136 | ) | |||||
NET ASSETS100.0% |
$ | 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 & OBLIGATIONS63.2% |
||||||
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 Bills13.6% |
||||||
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 |
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 BONDS6.4% |
|||||||
Banks1.5% |
|||||||
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 |
25,119,360 | ||||||
MONEY MARKET FUND0.0% |
|||||||
AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) |
132,829 | 132,829 | |||||
REPURCHASE AGREEMENT30.6% |
|||||||
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) |
120,534,403 | 120,534,403 | |||||
TOTAL INVESTMENTS IN SECURITIES100.2% |
394,541,596 | ||||||
Liabilities in Excess of Other Assets - (0.2)% |
(854,184 | ) | |||||
NET ASSETS100.0% |
$ | 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 & OBLIGATIONS63.5% |
||||||
U.S. Government Agencies49.5% |
||||||
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 Bills14.0% |
||||||
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 |
60,479,876 | |||||
CORPORATE BONDS4.2% |
||||||
Banks0.6% |
||||||
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 | |||||
Financials3.6% |
||||||
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 |
3,975,508 | |||||
MONEY MARKET FUND0.1% |
||||||
AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) |
120,570 | 120,570 | ||||
REPURCHASE AGREEMENT30.4% |
||||||
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) |
28,900,424 | 28,900,424 | ||||
TOTAL INVESTMENTS IN SECURITIES98.2% |
93,476,378 | |||||
Other Assets in Excess of Liabilities1.8% |
1,695,294 | |||||
NET ASSETS100.0% |
$ | 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 OBLIGATIONS44.2% |
|||||
Sovereign44.2% |
|||||
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 |
8,845,490 | ||||
TIME DEPOSITS37.1% |
|||||
Banks37.1% |
|||||
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 |
7,423,480 | ||||
CORPORATE BONDS16.0% |
|||||
Banks16.0% |
|||||
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 |
3,196,955 | ||||
TOTAL INVESTMENTS IN SECURITIES97.3% |
19,465,925 | ||||
Cash, Foreign Currency and Other Assets in Excess of Liabilities 2.7% |
547,368 | ||||
NET ASSETS100.0% |
$ | 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 & OBLIGATIONS69.0% |
||||||
U.S. Government Agencies48.7% |
||||||
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 Bills20.3% |
||||||
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 |
17,349,114 | |||||
CORPORATE BONDS4.6% |
||||||
Banks0.4% |
||||||
Union Bank NA |
||||||
0.38%, 3/16/11**(a) |
100,000 | 100,168 | ||||
Financials4.2% |
||||||
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 |
1,144,991 | |||||
MONEY MARKET FUND0.0% |
||||||
AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) |
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 AGREEMENT24.4% |
||||||
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) |
$ | 6,142,159 | $ | 6,142,159 | ||
TOTAL INVESTMENTS IN SECURITIES98.0% |
24,640,297 | |||||
Other Assets in Excess of Liabilities2.0% |
504,657 | |||||
NET ASSETS100.0% |
$ | 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 DEPOSITS48.6% |
|||||
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 |
5,912,703 | ||||
FOREIGN GOVERNMENT OBLIGATIONS21.9% |
|||||
Sovereign21.9% |
|||||
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 |
2,669,523 | ||||
CORPORATE BONDS7.4% |
|||||
Banks7.4% |
|||||
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 |
896,756 | ||||
REPURCHASE AGREEMENT21.8% |
|||||
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) |
228,187,696 JPY | 2,648,879 | |||
TOTAL INVESTMENTS IN SECURITIES99.7% |
12,127,861 | ||||
Cash, Foreign Currency and Other Assets in Excess of Liabilities0.3% |
34,807 | ||||
NET ASSETS100.0% |
$ | 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 & OBLIGATIONS66.8% |
||||||
U.S. Government Agencies54.3% |
||||||
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 Bills12.5% |
||||||
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 |
16,561,525 | |||||
CORPORATE BONDS4.3% |
||||||
Banks0.4% |
||||||
Union Bank NA |
||||||
0.38%, 3/16/11**(a) |
100,000 | 100,168 | ||||
Financials3.9% |
||||||
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 |
1,070,838 | |||||
MONEY MARKET FUND0.1% |
||||||
AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) |
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 AGREEMENT28.2% |
||||||
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) |
$ | 7,007,142 | $ | 7,007,142 | ||
TOTAL INVESTMENTS IN SECURITIES99.4% |
24,658,237 | |||||
Other Assets in Excess of Liabilities0.6% |
156,404 | |||||
NET ASSETS100.0% |
$ | 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 & OBLIGATIONS62.3% |
||||||
U.S. Government Agencies44.4% |
||||||
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 Bills17.9% |
||||||
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 |
7,089,740 | |||||
CORPORATE BONDS5.5% |
||||||
Banks0.9% |
||||||
Union Bank NA |
||||||
0.38%, 3/16/11**(a) |
100,000 | 100,168 | ||||
Financials4.6% |
||||||
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 |
622,847 | |||||
MONEY MARKET FUND0.1% |
||||||
AIM Short-Term Investment Treasury Fund Private Class, 0.05%(b) |
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 AGREEMENT26.8% |
||||||
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) |
$ | 3,045,934 | $ | 3,045,934 | ||
TOTAL INVESTMENTS IN SECURITIES94.7% |
10,773,693 | |||||
Other Assets in Excess of Liabilities5.3% |
607,848 | |||||
NET ASSETS100.0% |
$ | 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 Funds 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 Funds net assets by the number of Fund shares outstanding. In calculating a Funds 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 Funds investments will be valued in accordance with the Funds 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 Funds next NAV calculation time that may materially affect the value of a Funds 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 Funds 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 Funds 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 Funds net asset value is computed and that may materially affect the value of the Funds 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 Funds 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 Funds 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. Bankers 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 Funds 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 Registrants 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 Registrants internal control over financial reporting (as defined in Rule 30a-3 (d) under the Investment Company Act of 1940) that occurred during the Registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrants 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