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, 35^th 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:  August 31

Date of reporting period:  November 30, 2016

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.

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Item 1. Schedule of Investments.

The Schedule(s) of Investments is attached herewith.

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Schedule of Investments (unaudited)

WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)

November 30, 2016

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 96.0%
U.S. Treasury Bills - 96.0%
U.S. Treasury Bills
0.20%, 12/15/16*		$	126,840,000			$	126,833,404
0.31%, 1/5/17*			97,540,000				97,510,836
TOTAL INVESTMENTS IN SECURITIES - 96.0% (Cost: $224,342,149)							224,344,240
Cash and Other Assets in Excess of Liabilities - 4.0%							9,229,095
NET ASSETS - 100.0%						$	233,573,335

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

 

		Settlement Date								Contracts To  Deliver								In Exchange For				Unrealized Gain  (Loss)
			12/5/2016				AUD				2,804,800				USD				2,131,743			$	60,731
			12/5/2016				AUD				3,681,300				USD				2,797,825				79,622
			12/5/2016				AUD				3,681,300				USD				2,797,832				79,629
			12/5/2016				AUD				3,681,300				USD				2,797,840				79,636
			12/5/2016				AUD				3,681,300				USD				2,797,166				78,963
			12/5/2016				AUD				215,000				USD				164,341				5,589
			12/5/2016				AUD				215,000				USD				160,736				1,984
			12/5/2016				AUD				215,000				USD				160,858				2,106
			12/5/2016				BRL				3,041,850				USD				944,381				45,773
			12/5/2016				BRL				3,041,850				USD				944,056				45,449
			12/5/2016				BRL				2,317,600				USD				723,386				38,733
			12/5/2016				BRL				3,041,850				USD				943,970				45,363
			12/5/2016				BRL				3,041,850				USD				943,824				45,217
			12/5/2016				BRL				180,000				USD				54,953				1,779
			12/5/2016				BRL				385,000				USD				110,961				(2,774	)
			12/5/2016				BRL				180,000				USD				52,941				(233	)
			12/5/2016				BRL				180,000				USD				52,988				(187	)
			12/5/2016				CAD				5,344,800				USD				3,985,593				6,650
			12/5/2016				CAD				7,015,050				USD				5,230,662				8,300
			12/5/2016				CAD				7,015,050				USD				5,231,060				8,698
			12/5/2016				CAD				7,015,050				USD				5,230,951				8,588
			12/5/2016				CAD				7,015,050				USD				5,230,381				8,019
			12/5/2016				CAD				410,000				USD				306,116				891
			12/5/2016				CAD				410,000				USD				305,490				265
			12/5/2016				CAD				415,000				USD				308,849				(99	)
			12/5/2016				CHF				1,502,400				USD				1,520,771				42,850
			12/5/2016				CHF				1,971,900				USD				1,995,957				56,185
			12/5/2016				CHF				1,971,900				USD				1,995,535				55,763
			12/5/2016				CHF				1,971,900				USD				1,995,925				56,153
			12/5/2016				CHF				1,971,900				USD				1,995,977				56,206
			12/5/2016				CHF				115,000				USD				118,268				5,142
			12/5/2016				CHF				115,000				USD				113,493				367
			12/5/2016				CHF				115,000				USD				113,653				527
			12/5/2016				CNH				9,335,550				USD				1,373,392				24,177
			12/5/2016				CNH				9,335,550				USD				1,373,441				24,225
			12/5/2016				CNH				9,335,550				USD				1,373,237				24,021
			12/5/2016				CNH				7,112,800				USD				1,046,390				18,416
			12/5/2016				CNH				9,335,550				USD				1,373,319				24,104
			12/5/2016				CNH				545,000				USD				80,348				1,582
			12/5/2016				CNH				575,000				USD				82,939				(163	)
			12/5/2016				CNH				570,000				USD				82,388				9
			12/5/2016				EUR				10,065,600				USD				11,063,906				394,848
			12/5/2016				EUR				13,211,100				USD				14,519,237				516,097
			12/5/2016				EUR				13,211,100				USD				14,520,941				517,802
			12/5/2016				EUR				13,211,100				USD				14,519,580				516,441
			12/5/2016				EUR				13,211,100				USD				14,521,047				517,907

 

See Notes to Schedule of Investments.

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Schedule of Investments (unaudited) (continued)

WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)

November 30, 2016

 

		Settlement Date								Contracts To  Deliver								In Exchange For				Unrealized Gain  (Loss)
			12/5/2016				EUR				775,000				USD				860,587			$	39,124
			12/5/2016				EUR				770,000				USD				816,912				749
			12/5/2016				EUR				775,000				USD				825,138				3,675
			12/5/2016				GBP				3,556,350				USD				4,355,156				(94,715	)
			12/5/2016				GBP				3,556,350				USD				4,355,515				(94,356	)
			12/5/2016				GBP				3,556,350				USD				4,354,900				(94,971	)
			12/5/2016				GBP				2,709,600				USD				3,318,555				(71,823	)
			12/5/2016				GBP				3,556,350				USD				4,355,483				(94,388	)
			12/5/2016				GBP				205,000				USD				252,051				(4,454	)
			12/5/2016				GBP				205,000				USD				254,503				(2,003	)
			12/5/2016				GBP				205,000				USD				256,103				(403	)
			12/5/2016				JPY				883,764,000				USD				8,435,962				710,408
			12/5/2016				JPY				673,344,000				USD				6,427,614				541,478
			12/5/2016				JPY				883,764,000				USD				8,435,430				709,877
			12/5/2016				JPY				883,764,000				USD				8,436,058				710,505
			12/5/2016				JPY				883,764,000				USD				8,434,649				709,096
			12/5/2016				JPY				51,990,000				USD				503,251				48,773
			12/5/2016				JPY				51,640,000				USD				460,699				9,280
			12/5/2016				JPY				51,905,000				USD				461,730				7,994
			12/5/2016				KRW				1,794,660,000				USD				1,567,895				32,751
			12/5/2016				KRW				1,794,660,000				USD				1,567,608				32,464
			12/5/2016				KRW				1,794,660,000				USD				1,568,128				32,984
			12/5/2016				KRW				1,794,660,000				USD				1,567,872				32,729
			12/5/2016				KRW				1,367,360,000				USD				1,193,754				24,120
			12/5/2016				KRW				105,000,000				USD				91,671				1,854
			12/5/2016				KRW				105,000,000				USD				89,476				(341	)
			12/5/2016				KRW				105,000,000				USD				89,859				42
			12/5/2016				MXN				85,680,000				USD				4,516,902				354,401
			12/5/2016				MXN				85,680,000				USD				4,516,712				354,211
			12/5/2016				MXN				65,280,000				USD				3,441,060				269,630
			12/5/2016				MXN				85,680,000				USD				4,516,569				354,068
			12/5/2016				MXN				85,680,000				USD				4,516,772				354,271
			12/5/2016				MXN				4,960,000				USD				255,041				14,074
			12/5/2016				MXN				5,005,000				USD				242,187				(966	)
			12/5/2016				MXN				4,985,000				USD				241,457				(724	)
			12/5/2016				USD				2,818,147				AUD				3,816,750				70
			12/5/2016				USD				2,818,162				AUD				3,816,750				55
			12/5/2016				USD				2,147,197				AUD				2,908,000				15
			12/5/2016				USD				2,818,143				AUD				3,816,750				74
			12/5/2016				USD				2,817,651				AUD				3,816,750				566
			12/5/2016				USD				956,846				BRL				3,236,100				(854	)
			12/5/2016				USD				953,870				BRL				3,236,100				2,121
			12/5/2016				USD				956,619				BRL				3,236,100				(628	)
			12/5/2016				USD				955,447				BRL				3,236,100				544
			12/5/2016				USD				725,007				BRL				2,465,600				3,367
			12/5/2016				USD				5,415,300				CAD				7,274,400				135
			12/5/2016				USD				5,415,316				CAD				7,274,400				119
			12/5/2016				USD				5,414,627				CAD				7,274,400				808
			12/5/2016				USD				4,125,989				CAD				5,542,400				57
			12/5/2016				USD				5,415,329				CAD				7,274,400				107
			12/5/2016				USD				2,010,988				CHF				2,044,350				54
			12/5/2016				USD				2,010,982				CHF				2,044,350				60
			12/5/2016				USD				2,011,013				CHF				2,044,350				28
			12/5/2016				USD				2,010,434				CHF				2,044,350				607
			12/5/2016				USD				1,532,207				CHF				1,557,600				15
			12/5/2016				USD				1,067,229				CNH				7,383,200				(176	)
			12/5/2016				USD				1,400,506				CNH				9,690,450				1
			12/5/2016				USD				1,401,023				CNH				9,690,450				(516	)
			12/5/2016				USD				1,400,811				CNH				9,690,450				(303	)
			12/5/2016				USD				1,400,354				CNH				9,690,450				153

 

See Notes to Schedule of Investments.

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Schedule of Investments (unaudited) (continued)

WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)

November 30, 2016

 

		Settlement Date								Contracts To  Deliver								In Exchange For				Unrealized Gain  (Loss)
			12/5/2016				USD				14,519,157				EUR				13,698,300			$	391
			12/5/2016				USD				14,519,253				EUR				13,698,300				295
			12/5/2016				USD				11,062,330				EUR				10,436,800				183
			12/5/2016				USD				14,519,171				EUR				13,698,300				378
			12/5/2016				USD				14,517,595				EUR				13,698,300				1,953
			12/5/2016				USD				4,611,364				GBP				3,685,500				106
			12/5/2016				USD				4,611,386				GBP				3,685,500				84
			12/5/2016				USD				4,610,789				GBP				3,685,500				681
			12/5/2016				USD				3,513,443				GBP				2,808,000				58
			12/5/2016				USD				4,611,334				GBP				3,685,500				135
			12/5/2016				USD				8,010,979				JPY				916,426,350				98
			12/5/2016				USD				8,010,090				JPY				916,426,350				987
			12/5/2016				USD				8,010,965				JPY				916,426,350				112
			12/5/2016				USD				6,103,571				JPY				698,229,600				106
			12/5/2016				USD				8,010,902				JPY				916,426,350				175
			12/5/2016				USD				1,591,116				KRW				1,860,810,000				612
			12/5/2016				USD				1,591,673				KRW				1,860,810,000				56
			12/5/2016				USD				1,204,656				KRW				1,417,760,000				8,089
			12/5/2016				USD				1,580,172				KRW				1,860,810,000				11,557
			12/5/2016				USD				1,580,641				KRW				1,860,810,000				11,087
			12/5/2016				USD				4,316,440				MXN				88,819,500				(1,416	)
			12/5/2016				USD				4,314,537				MXN				88,819,500				487
			12/5/2016				USD				4,315,826				MXN				88,819,500				(802	)
			12/5/2016				USD				3,287,830				MXN				67,672,000				(193	)
			12/5/2016				USD				4,314,861				MXN				88,819,500				163
			1/6/2017				AUD				4,045,650				USD				2,984,763				(113	)
			1/6/2017				AUD				4,045,650				USD				2,984,800				(76	)
			1/6/2017				AUD				4,045,650				USD				2,984,274				(602	)
			1/6/2017				AUD				3,082,400				USD				2,274,139				(52	)
			1/6/2017				AUD				4,045,650				USD				2,984,763				(113	)
			1/6/2017				BRL				3,480,750				USD				1,019,238				403
			1/6/2017				BRL				3,480,750				USD				1,016,129				(2,707	)
			1/6/2017				BRL				3,480,750				USD				1,017,674				(1,162	)
			1/6/2017				BRL				2,652,000				USD				772,525				(3,731	)
			1/6/2017				BRL				3,480,750				USD				1,018,582				(253	)
			1/6/2017				CAD				7,553,700				USD				5,625,197				(355	)
			1/6/2017				CAD				7,553,700				USD				5,625,364				(187	)
			1/6/2017				CAD				5,755,200				USD				4,286,005				(130	)
			1/6/2017				CAD				7,553,700				USD				5,624,623				(929	)
			1/6/2017				CAD				7,553,700				USD				5,625,281				(271	)
			1/6/2017				CHF				2,174,550				USD				2,144,448				(142	)
			1/6/2017				CHF				2,174,550				USD				2,144,577				(13	)
			1/6/2017				CHF				2,174,550				USD				2,143,920				(670	)
			1/6/2017				CHF				1,656,800				USD				1,633,990				16
			1/6/2017				CHF				2,174,550				USD				2,144,508				(82	)
			1/6/2017				CNH				10,180,800				USD				1,466,551				(290	)
			1/6/2017				CNH				10,180,800				USD				1,466,049				(793	)
			1/6/2017				CNH				7,756,800				USD				1,117,457				(137	)
			1/6/2017				CNH				10,180,800				USD				1,466,414				(428	)
			1/6/2017				CNH				10,180,800				USD				1,466,859				17
			1/6/2017				EUR				14,625,450				USD				15,530,941				(563	)
			1/6/2017				EUR				14,625,450				USD				15,531,555				51
			1/6/2017				EUR				14,625,450				USD				15,529,449				(2,055	)
			1/6/2017				EUR				14,625,450				USD				15,531,029				(476	)
			1/6/2017				EUR				11,143,200				USD				11,833,443				(84	)
			1/6/2017				GBP				3,703,350				USD				4,638,753				(202	)
			1/6/2017				GBP				3,703,350				USD				4,638,864				(91	)
			1/6/2017				GBP				2,821,600				USD				3,534,429				(13	)
			1/6/2017				GBP				3,703,350				USD				4,638,827				(128	)
			1/6/2017				GBP				3,703,350				USD				4,638,138				(817	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)

November 30, 2016

 

		Settlement Date								Contracts To  Deliver								In Exchange For				Unrealized Gain  (Loss)
			1/6/2017				JPY				1,027,225,500				USD				8,997,246			$	(879	)
			1/6/2017				JPY				1,027,225,500				USD				8,998,153				27
			1/6/2017				JPY				782,648,000				USD				6,855,459				(256	)
			1/6/2017				JPY				1,027,225,500				USD				8,997,569				(556	)
			1/6/2017				JPY				1,027,225,500				USD				8,997,869				(257	)
			1/6/2017				KRW				1,963,109,400				USD				1,678,302				(861	)
			1/6/2017				KRW				1,963,109,400				USD				1,666,760				(12,403	)
			1/6/2017				KRW				1,963,109,400				USD				1,667,043				(12,120	)
			1/6/2017				KRW				1,963,109,400				USD				1,678,876				(287	)
			1/6/2017				KRW				1,495,702,400				USD				1,270,532				(8,830	)
			1/6/2017				MXN				99,355,200				USD				4,810,219				1,428
			1/6/2017				MXN				99,355,200				USD				4,808,350				(441	)
			1/6/2017				MXN				99,355,200				USD				4,803,465				(5,326	)
			1/6/2017				MXN				99,355,200				USD				4,808,589				(202	)
			1/6/2017				MXN				75,699,200				USD				3,663,333				(508	)
																						$	8,373,977

CURRENCY LEGEND

 

AUD		Australian dollar
BRL		Brazilian real
CAD		Canadian dollar
CHF		Swiss franc
CNH		Offshore Chinese renminbi
EUR		Euro
GBP		British pound
JPY		Japanese yen
KRW		South Korean won
MXN		Mexican peso
USD		U.S. dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Brazilian Real Strategy Fund (BZF)

November 30, 2016

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 98.7%
U.S. Treasury Bills - 98.7%
U.S. Treasury Bills
0.28%, 12/8/16*		$	22,000,000			$	21,999,450
0.29%, 12/22/16*			4,000,000				3,999,444
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $25,998,138)							25,998,894
REPURCHASE AGREEMENT - 6.2%
United States - 6.2%
Deutsche Bank, tri-party repurchase agreement dated 11/30/16 (tri-party custodian: The Bank of New York Mellon Corp.), 0.26% due 12/1/16; Proceeds at maturity - $1,631,012 (fully collateralized by U.S. Treasury Note, 1.63% due 2/15/26; Market value - $1,663,625) (Cost: $1,631,000)			1,631,000				1,631,000
TOTAL INVESTMENTS IN SECURITIES - 104.9% (Cost: $27,629,138)							27,629,894
Liabilities in Excess of Cash and Other Assets - (4.9)%							(1,290,692	)
NET ASSETS - 100.0%						$	26,339,202

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

 

		Settlement Date								Contracts To  Deliver								In Exchange For				Unrealized Gain  (Loss)
			1/4/2017				BRL				11,145,000				USD				3,178,836			$	(84,603	)
			1/4/2017				USD				4,067,472				BRL				13,600,000				(85,168	)
			1/4/2017				USD				6,022,252				BRL				20,135,400				(126,275	)
			1/4/2017				USD				3,471,280				BRL				11,208,762				(189,169	)
			1/4/2017				USD				3,486,823				BRL				11,353,097				(162,450	)
			2/2/2017				USD				7,771,481				BRL				25,506,000				(369,426	)
			2/2/2017				USD				5,816,609				BRL				19,100,000				(273,630	)
																						$	(1,290,721	)

CURRENCY LEGEND

 

BRL		Brazilian real
USD		U.S. dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

November 30, 2016

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 70.5%
U.S. Treasury Bills - 70.5%
U.S. Treasury Bills
0.20%, 12/15/16*		$	8,000,000			$	7,999,584
0.30%, 1/5/17*			25,542,000				25,534,363
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $33,534,007)							33,533,947
REPURCHASE AGREEMENT - 31.4%
United States - 31.4%
Citigroup, Inc., tri-party repurchase agreement dated 11/30/16 (tri-party custodian: The Bank of New York Mellon Corp.), 0.28% due 12/1/16; Proceeds at maturity - $14,950,116 (fully collateralized by U.S. Treasury Note, 2.00% due 2/28/21; Market value - $15,249,049) (Cost: $14,950,000)			14,950,000				14,950,000
TOTAL INVESTMENTS IN SECURITIES - 101.9% (Cost: $48,484,007)							48,483,947
Liabilities in Excess of Cash, Foreign Currency and Other Assets - (1.9)%							(908,071	)
NET ASSETS - 100.0%						$	47,575,876

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

 

		Settlement Date								Contracts To  Deliver								In Exchange For				Unrealized Gain  (Loss)
			12/21/2016				USD				7,221,511				CNH				48,163,870			$	(253,731	)
			12/21/2016				USD				7,516,492				CNH				50,129,742				(264,312	)
			12/21/2016				USD				6,734,827				CNY				45,008,851				(213,091	)
			12/21/2016				USD				6,469,749				CNY				43,243,799				(203,766	)
			12/21/2016				USD				5,157,174				CNY				34,666,520				(134,030	)
			12/21/2016				USD				5,371,666				CNY				36,081,480				(143,496	)
			2/15/2017				USD				5,399,791				CNY				36,945,373				(77,353	)
			2/15/2017				USD				5,190,311				CNY				35,496,536				(76,596	)
																						$	(1,366,375	)

CURRENCY LEGEND

 

CNH		Offshore Chinese renminbi
CNY		Chinese yuan
USD		U.S. dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

November 30, 2016

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 70.9%
U.S. Treasury Bills - 70.9%
U.S. Treasury Bills
0.20%, 12/15/16*		$	18,300,000			$	18,299,048
0.31%, 1/5/17*			17,486,000				17,480,772
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $35,779,542)							35,779,820
REPURCHASE AGREEMENT - 29.2%
United States - 29.2%
Citigroup, Inc., tri-party repurchase agreement dated 11/30/16 (tri-party custodian: The Bank of New York Mellon Corp.), 0.28% due 12/1/16; Proceeds at maturity - $14,760,115 (fully collateralized by U.S. Treasury Note, 2.00% due 2/28/21; Market value - $15,055,234) (Cost: $14,760,000)			14,760,000				14,760,000
TOTAL INVESTMENTS IN SECURITIES - 100.1% (Cost: $50,539,542)							50,539,820
Liabilities in Excess of Cash and Other Assets - (0.1)%							(66,799	)
NET ASSETS - 100.0%						$	50,473,021

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

 

		Settlement Date								Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
			2/3/2017				USD				3,016,416				BRL				9,840,000			$	(161,506	)
			2/3/2017				USD				237,279				BRL				789,000				(8,364	)
			2/3/2017				USD				116,104				BRL				385,000				(4,402	)
			2/3/2017				USD				111,111				BRL				385,000				590
			2/3/2017				USD				3,035,684				CLP				1,981,725,000				(105,448	)
			2/3/2017				USD				241,135				CLP				158,000,000				(7,511	)
			2/3/2017				USD				119,175				CLP				78,000,000				(3,842	)
			2/3/2017				USD				114,588				CLP				78,000,000				745
			2/3/2017				USD				3,052,834				COP				9,144,765,000				(95,306	)
			2/3/2017				USD				236,334				COP				723,400,000				(2,377	)
			2/3/2017				USD				117,666				COP				359,000,000				(1,561	)
			2/3/2017				USD				112,465				COP				360,000,000				3,964
			2/3/2017				USD				3,030,782				IDR				40,088,150,000				(111,754	)
			2/3/2017				USD				242,286				IDR				3,196,000,000				(9,569	)
			2/3/2017				USD				117,270				IDR				1,572,000,000				(2,804	)
			2/3/2017				USD				114,818				IDR				1,573,000,000				(279	)
			2/3/2017				USD				1,031,676				INR				69,844,500				(19,283	)
			2/3/2017				USD				1,031,753				INR				69,844,500				(19,360	)
			2/3/2017				USD				971,348				INR				65,736,000				(18,508	)
			2/3/2017				USD				242,211				INR				16,350,000				(5,219	)
			2/3/2017				USD				119,097				INR				8,045,000				(2,485	)
			2/3/2017				USD				116,958				INR				8,035,000				(491	)
			2/3/2017				USD				3,025,419				KRW				3,463,500,000				(60,912	)
			2/3/2017				USD				241,874				KRW				276,000,000				(5,638	)
			2/3/2017				USD				119,750				KRW				138,000,000				(1,632	)
			2/3/2017				USD				116,771				KRW				138,000,000				1,347
			2/3/2017				USD				3,055,620				MXN				57,830,000				(252,901	)
			2/3/2017				USD				236,878				MXN				4,570,000				(15,393	)
			2/3/2017				USD				113,625				MXN				2,290,000				(2,641	)
			2/3/2017				USD				111,293				MXN				2,295,000				(66	)
			2/3/2017				USD				3,008,929				PHP				146,595,000				(85,590	)
			2/3/2017				USD				240,676				PHP				11,700,000				(7,360	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

November 30, 2016

 

		Settlement Date								Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
			2/3/2017				USD				118,616				PHP				5,830,000			$	(2,357	)
			2/3/2017				USD				116,235				PHP				5,835,000				124
			2/3/2017				USD				3,030,097				PLN				12,030,000				(162,732	)
			2/3/2017				USD				246,254				PLN				960,000				(17,437	)
			2/3/2017				USD				119,462				PLN				475,000				(6,245	)
			2/3/2017				USD				112,811				PLN				475,000				406
			2/3/2017				USD				3,021,717				RUB				194,585,000				(48,309	)
			2/3/2017				USD				241,685				RUB				15,566,000				(3,824	)
			2/3/2017				USD				116,503				RUB				7,610,000				(217	)
			2/3/2017				USD				114,866				RUB				7,580,000				962
			2/3/2017				USD				3,026,267				THB				106,455,000				(38,826	)
			2/3/2017				USD				242,088				THB				8,475,000				(4,254	)
			2/3/2017				USD				120,709				THB				4,220,000				(2,284	)
			2/3/2017				USD				118,406				THB				4,220,000				19
			2/3/2017				USD				3,027,325				TRY				9,610,000				(264,231	)
			2/3/2017				USD				241,501				TRY				766,800				(21,029	)
			2/3/2017				USD				113,889				TRY				375,000				(6,068	)
			2/3/2017				USD				109,085				TRY				375,000				(1,264	)
			2/3/2017				USD				3,051,074				ZAR				42,955,000				(26,640	)
			2/3/2017				USD				245,900				ZAR				3,400,000				(6,508	)
			2/3/2017				USD				121,217				ZAR				1,675,000				(3,281	)
			2/3/2017				USD				113,456				ZAR				1,665,000				3,776
			2/7/2017				USD				3,034,002				CNH				20,755,000				(44,011	)
			2/7/2017				USD				241,807				CNH				1,652,000				(3,818	)
			2/7/2017				USD				119,580				CNH				815,000				(2,170	)
			2/7/2017				USD				116,941				CNH				815,000				468
			2/7/2017				USD				2,995,846				MYR				12,620,000				(198,371	)
			2/7/2017				USD				242,047				MYR				1,015,000				(17,052	)
			2/7/2017				USD				118,992				MYR				505,000				(7,048	)
			2/7/2017				USD				113,483				MYR				505,000				(1,540	)
																						$	(1,889,317	)

CURRENCY LEGEND

 

BRL		Brazilian real
CLP		Chilean peso
CNH		Offshore Chinese renminbi
COP		Colombian peso
IDR		Indonesian rupiah
INR		Indian rupee
KRW		South Korean won
MXN		Mexican peso
MYR		Malaysian ringgit
PHP		Philippine peso
PLN		Polish zloty
RUB		Russian ruble
THB		Thai baht
TRY		Turkish New lira
USD		U.S. dollar
ZAR		South African rand

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Indian Rupee Strategy Fund (ICN)

November 30, 2016

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 67.8%
U.S. Treasury Bill - 67.8%
U.S. Treasury Bill 0.30%, 1/5/17* (Cost: $7,250,902)		$	7,253,000			$	7,250,831
REPURCHASE AGREEMENT - 31.6%
United States - 31.6%
Citigroup, Inc., tri-party repurchase agreement dated 11/30/16 (tri-party custodian: The Bank of New York Mellon Corp.), 0.28% due 12/1/16; Proceeds at maturity - $3,378,026 (fully collateralized by U.S. Treasury Note, 1.25% due 2/29/20; Market value - $3,445,643) (Cost: $3,378,000)			3,378,000				3,378,000
TOTAL INVESTMENTS IN SECURITIES - 99.4% (Cost: $10,628,902)							10,628,831
Cash and Other Assets in Excess of Liabilities - 0.6%							64,089
NET ASSETS - 100.0%						$	10,692,920

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

 

		Settlement Date								Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
			2/3/2017				USD				3,717,174				INR				251,652,700			$	(69,479	)
			2/3/2017				USD				3,499,810				INR				236,849,600				(66,684	)
			2/3/2017				USD				3,717,449				INR				251,652,700				(69,753	)
																						$	(205,916	)

CURRENCY LEGEND

 

INR		Indian rupee
USD		U.S. dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Asia Local Debt Fund (ALD)

November 30, 2016

 

 

Investments		Principal Amount†				Value
FOREIGN GOVERNMENT AGENCIES - 13.2%
Australia - 13.2%
Queensland Treasury Corp.
6.00%, 7/21/22, Series 22, Reg S			1,317,000	AUD		$	1,148,877
South Australian Government Financing Authority
5.00%, 5/20/21, Series 21			1,718,000	AUD			1,408,267
Western Australian Treasury Corp.
7.00%, 10/15/19, Series 19			1,213,000	AUD			1,017,148
5.00%, 7/23/25, Reg S			500,000	AUD			422,900
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $4,319,686)							3,997,192
FOREIGN GOVERNMENT OBLIGATIONS - 58.3%
China - 4.7%
China Government Bond
2.48%, 12/1/20			2,000,000	CNY			280,144
2.36%, 8/18/21, Reg S			3,000,000	CNY			415,648
3.10%, 6/29/22			2,500,000	CNY			357,289
3.48%, 6/29/27, Reg S			2,500,000	CNY			362,012
Total China							1,415,093
Hong Kong - 7.5%
Hong Kong Government Bond
1.51%, 2/24/27			650,000	HKD			84,967
Hong Kong Government Bond Programme
1.06%, 2/5/20			3,650,000	HKD			472,013
2.46%, 8/4/21			8,700,000	HKD			1,192,399
1.10%, 1/17/23			4,000,000	HKD			513,365
Total Hong Kong							2,262,744
Indonesia - 4.5%
Indonesia Treasury Bond
7.88%, 4/15/19, Series FR69			3,997,000,000	IDR			294,485
12.80%, 6/15/21, Series FR34			7,718,000,000	IDR			666,058
7.00%, 5/15/22, Series FR61			5,534,000,000	IDR			389,127
Total Indonesia							1,349,670
Malaysia - 6.2%
Malaysia Government Bond
4.01%, 9/15/17, Series 0210			1,050,000	MYR			235,815
3.26%, 3/1/18, Series 0213			1,362,000	MYR			302,714
4.38%, 11/29/19, Series 0902			4,405,000	MYR			995,218
3.48%, 3/15/23, Series 0313			1,232,000	MYR			259,101
3.96%, 9/15/25, Series 0115			400,000	MYR			86,142
Total Malaysia							1,878,990
New Zealand - 2.8%
New Zealand Government Bond
5.00%, 3/15/19, Series 319, Reg S			941,000	NZD			709,193
6.00%, 5/15/21, Series 521, Reg S			169,000	NZD			137,430
Total New Zealand							846,623
Philippines - 6.1%
Philippine Government Bond
5.00%, 8/18/18, Series 7-51			17,850,000	PHP			367,937
3.50%, 3/20/21, Series 7-57			10,000,000	PHP			195,429
3.63%, 9/9/25, Series 1060			14,166,000	PHP			265,551
Philippine Government International Bond
4.95%, 1/15/21			14,000,000	PHP			283,654
3.90%, 11/26/22			22,000,000	PHP			418,144
6.25%, 1/14/36			15,000,000	PHP			329,125
Total Philippines							1,859,840
Singapore - 6.4%
Singapore Government Bond
2.50%, 6/1/19			546,000	SGD			392,728
2.25%, 6/1/21			610,000	SGD			437,272
2.75%, 7/1/23			380,000	SGD			276,431
3.00%, 9/1/24			710,000	SGD			523,925
2.88%, 7/1/29			423,000	SGD			304,906
Total Singapore							1,935,262
South Korea - 6.8%
Korea Treasury Bond
5.75%, 9/10/18, Series 1809			577,720,000	KRW			528,685
3.75%, 6/10/22, Series 2206			800,000,000	KRW			746,525
3.50%, 3/10/24, Series 2403			842,390,000	KRW			791,705
Total South Korea							2,066,915
Thailand - 13.3%
Thailand Government Bond
3.25%, 6/16/17			1,114,000	THB			31,512
2.80%, 10/10/17			995,000	THB			28,183
2.55%, 6/26/20			35,000,000	THB			1,005,524
1.88%, 6/17/22			27,000,000	THB			740,815
3.63%, 6/16/23			19,113,000	THB			576,988
3.85%, 12/12/25			31,000,000	THB			954,748
4.88%, 6/22/29			20,000,000	THB			675,796
Total Thailand							4,013,566
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $20,178,491)							17,628,703
SUPRANATIONAL BONDS - 11.4%
Asian Development Bank
2.85%, 10/21/20			4,000,000	CNY			567,455
European Investment Bank
7.20%, 7/9/19, Reg S			8,670,000,000	IDR			625,021
International Finance Corp.
8.25%, 6/10/21			70,640,000	INR			1,134,303
Nordic Investment Bank
3.50%, 1/30/18			1,534,000	NZD			1,100,063
TOTAL SUPRANATIONAL BONDS (Cost: $3,814,742)							3,426,842

 

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Asia Local Debt Fund (ALD)

November 30, 2016

 

Investments		Principal Amount†				Value
REPURCHASE AGREEMENT - 13.2%
United States - 13.2%
Citigroup, Inc., tri-party repurchase agreement dated 11/30/16 (tri-party custodian: The Bank of New York Mellon Corp.), 0.28% due 12/1/16; Proceeds at maturity - $4,000,031 (fully collateralized by U.S. Treasury Note, 1.25% due 2/29/20; Market value - $4,080,065) (Cost: $4,000,000)		$	4,000,000			$	4,000,000
TOTAL INVESTMENTS IN SECURITIES - 96.1% (Cost: $32,312,919)							29,052,737
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 3.9%							1,184,053
NET ASSETS - 100.0%						$	30,236,790

 

†	Principal amount is reported in U.S. dollars unless otherwise noted.

 

Reg S		-		Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

		Settlement Date								Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
			12/1/2016				MYR				96,425				USD				21,587			$	(4	)
			12/21/2016				USD				672,711				INR				45,630,000				(8,221	)
			12/21/2016				USD				308,476				INR				20,745,000				(6,375	)
			12/21/2016				USD				693,135				KRW				783,000,000				(22,815	)
			12/21/2016				USD				693,442				KRW				783,000,000				(23,122	)
			12/21/2016				USD				602,872				KRW				676,000,000				(24,153	)
			12/21/2016				USD				1,850,282				TWD				58,496,662				(13,953	)
			12/21/2016				USD				301,926				TWD				9,485,000				(4,172	)
																						$	(102,815	)

CURRENCY LEGEND

 

AUD		Australian dollar
CNY		Chinese yuan
HKD		Hong Kong dollar
IDR		Indonesian rupiah
INR		Indian rupee
KRW		South Korean won
MYR		Malaysian ringgit
NZD		New Zealand dollar
PHP		Philippine peso
SGD		Singapore dollar
THB		Thai baht
TWD		New Taiwan dollar
USD		U.S. dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

November 30, 2016

 

 

Investments		Principal Amount†				Value
FOREIGN GOVERNMENT AGENCIES - 38.7%
Australia - 38.7%
Australian Capital Territory
5.50%, 6/7/18			90,000	AUD		$	70,041
4.25%, 4/11/22			420,000	AUD			336,800
Kreditanstalt fuer Wiederaufbau
6.25%, 12/4/19			160,000	AUD			131,620
2.75%, 4/16/20, Reg S			112,000	AUD			83,537
6.25%, 5/19/21			60,000	AUD			50,993
4.00%, 2/27/25, Reg S			224,000	AUD			175,996
Landwirtschaftliche Rentenbank
5.50%, 3/9/20			30,000	AUD			24,256
5.50%, 3/29/22			160,000	AUD			133,780
2.70%, 9/5/22, Reg S			190,000	AUD			138,748
4.25%, 1/24/23, Series 15			140,000	AUD			110,427
4.75%, 4/8/24			200,000	AUD			163,807
New South Wales Treasury Corp.
6.00%, 2/1/18, Series 18			600	AUD			465
6.00%, 5/1/20, Series 520			380,000	AUD			316,458
4.00%, 4/8/21, Reg S			258,000	AUD			204,238
5.00%, 8/20/24, Series 24			116,000	AUD			99,429
3.00%, 3/20/28			224,000	AUD			163,785
Northern Territory Treasury Corp.
4.25%, 9/20/21			400,000	AUD			319,029
Queensland Treasury Corp.
6.25%, 2/21/20, Series 20, Reg S			469,000	AUD			390,036
5.50%, 6/21/21, Series 21, Reg S			382,000	AUD			320,003
5.75%, 7/22/24, Series 24, Reg S			394,000	AUD			348,986
4.75%, 7/21/25, Series 25, Reg S(a)			279,000	AUD			233,654
3.25%, 7/21/28, Series 28, Reg S(a)			312,000	AUD			230,145
South Australian Government Financing Authority
5.00%, 5/20/21, Series 21			313,000	AUD			256,570
4.25%, 11/20/23, Series 23			500,000	AUD			403,206
2.75%, 4/16/25, Series 25, Reg S			200,000	AUD			144,644
Treasury Corp. of Victoria
6.00%, 6/15/20, Series 0620			198,000	AUD			165,394
6.00%, 10/17/22, Series 1022			154,000	AUD			135,743
5.50%, 11/17/26			300,000	AUD			270,948
3.00%, 10/20/28, Reg S			200,000	AUD			145,832
Western Australian Treasury Corp.
2.50%, 7/22/20, Series 20, Reg S			375,000	AUD			278,814
7.00%, 7/15/21, Series 21			493,000	AUD			436,087
6.00%, 10/16/23, Series 23			403,800	AUD			357,427
5.00%, 7/23/25, Reg S			246,000	AUD			208,067
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $6,906,771)							6,848,965
FOREIGN GOVERNMENT OBLIGATIONS - 32.5%
Australia - 20.8%
Australia Government Bond
5.50%, 1/21/18, Series 132, Reg S			826,000	AUD			636,506
3.25%, 10/21/18, Series 141, Reg S			834,000	AUD			633,170
5.25%, 3/15/19, Series 122, Reg S			123,000	AUD			97,802
2.75%, 10/21/19, Series 143, Reg S			396,000	AUD			299,602
3.25%, 4/21/25, Series 139, Reg S			218,000	AUD			168,775
4.25%, 4/21/26, Series 142, Reg S			448,000	AUD			374,237
4.75%, 4/21/27, Series 136, Reg S			277,000	AUD			241,980
2.75%, 11/21/27, Series 148, Reg S			336,000	AUD			247,321
3.25%, 4/21/29, Series 138, Reg S			280,000	AUD			213,975
4.50%, 4/21/33, Series 140, Reg S			403,000	AUD			349,524
2.75%, 6/21/35, Series 145, Reg S			350,000	AUD			239,094
3.75%, 4/21/37, Series 144, Reg S			112,000	AUD			87,431
3.25%, 6/21/39, Series 147, Reg S			112,000	AUD			80,084
Total Australia							3,669,501
New Zealand - 11.7%
New Zealand Government Bond
6.00%, 12/15/17, Series 1217, Reg S			449,000	NZD			331,582
5.00%, 3/15/19, Series 319, Reg S			454,000	NZD			342,161
3.00%, 4/15/20, Series 420, Reg S			397,000	NZD			287,462
6.00%, 5/15/21, Series 521, Reg S			453,000	NZD			368,378
5.50%, 4/15/23, Series 423, Reg S			415,000	NZD			341,008
4.50%, 4/15/27, Series 427, Reg S			296,000	NZD			235,179
3.50%, 4/14/33, Series 433, Reg S			168,000	NZD			119,296
2.75%, 4/15/37, Series 437, Reg S			70,000	NZD			42,624
Total New Zealand							2,067,690
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $5,657,848)							5,737,191
SUPRANATIONAL BONDS - 27.2%
African Development Bank
5.25%, 3/23/22, Series GDIF			261,000	AUD			214,612
4.75%, 3/6/24, Series GDIF			58,000	AUD			47,012
Asian Development Bank
5.00%, 3/9/22			386,000	AUD			316,821
3.75%, 3/12/25			390,000	AUD			301,544
Council of Europe Development Bank
6.00%, 10/8/20			355,000	AUD			292,735
EUROFIMA
6.25%, 12/28/18, Reg S			305,000	AUD			243,280
5.50%, 6/30/20			395,000	AUD			319,307

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

November 30, 2016

 

Investments		Principal Amount†				Value
European Bank for Reconstruction & Development
0.50%, 9/1/23			660,000	AUD		$	396,646
European Investment Bank
6.50%, 8/7/19			129,000	AUD			105,286
2.50%, 4/30/20			224,000	AUD			165,025
3.18%, 3/10/21(b)			402,000	AUD			259,836
Inter-American Development Bank
6.50%, 8/20/19			153,000	AUD			125,586
3.25%, 2/7/20			334,000	AUD			253,288
4.75%, 8/27/24			149,000	AUD			122,651
2.75%, 10/30/25, Reg S			147,000	AUD			105,088
International Bank for Reconstruction & Development
5.75%, 10/21/19, Series GDIF			381,000	AUD			308,714
2.50%, 3/12/20			297,000	AUD			220,338
International Finance Corp.
5.75%, 7/28/20			436,000	AUD			359,042
4.00%, 4/3/25, Reg S			265,000	AUD			208,328
Nordic Investment Bank
4.75%, 2/28/24			537,000	AUD			438,424
TOTAL SUPRANATIONAL BONDS (Cost: $4,862,548)							4,803,563
TOTAL INVESTMENTS IN SECURITIES - 98.4% (Cost: $17,427,167)							17,389,719
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 1.6%							280,212
NET ASSETS - 100.0%						$	17,669,931

 

†	Principal amount is reported in U.S. dollars unless otherwise noted.

(a)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(b)	Represents a zero coupon bond. Rate shown reflects the effective yield as of November 30, 2016.

 

Reg S		-		Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

CURRENCY LEGEND

 

AUD		Australian dollar
NZD		New Zealand dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
U.S. GOVERNMENT AGENCIES - 22.7%
Federal Home Loan Bank - 0.3%
4.13%, 3/13/20		$	100,000			$	108,122
5.50%, 7/15/36			150,000				198,921
Total Federal Home Loan Bank							307,043
Federal Home Loan Mortgage Corporation - 7.9%
2.38%, 1/13/22			100,000				102,065
6.75%, 9/15/29, Series GDIF			200,000				280,403
6.75%, 3/15/31			550,000				787,158
6.25%, 7/15/32			550,000				773,069
5.00%, 6/1/37			5,638				6,193
3.66%, 11/15/38(a)			120,000				54,072
5.50%, 2/1/40			20,896				23,445
4.00%, 11/1/40			35,546				37,411
5.50%, 6/1/41			623,484				698,934
5.00%, 7/1/41			18,398				20,151
3.00%, 2/1/44			334,169				333,402
3.50%, 5/1/44			157,017				161,277
4.50%, 5/1/44			33,414				36,026
3.50%, 7/1/44			163,892				168,338
4.50%, 7/1/44			388,960				419,309
3.50%, 10/1/44			56,437				57,968
3.50%, 1/1/45			159,858				164,195
4.00%, 3/1/45			35,738				37,622
3.00%, 4/1/45			42,998				42,858
3.00%, 5/1/45			174,136				173,571
3.50%, 6/1/45			160,478				164,832
4.00%, 6/1/45			155,735				163,946
3.00%, 7/1/45			44,564				44,419
3.00%, 8/1/45			179,238				178,657
3.50%, 8/1/45			496,493				509,963
4.00%, 9/1/45			305,444				321,490
4.00%, 10/1/45			341,538				359,507
3.50%, 11/1/45			170,806				175,441
3.00%, 12/1/45			179,445				178,862
2.50%, 12/1/46(b)			25,000				23,820
3.00%, 12/1/46(b)			825,000				821,391
3.50%, 12/1/46(b)			775,000				795,556
4.00%, 12/1/46(b)			375,000				394,607
4.50%, 12/1/46(b)			125,000				134,753
5.00%, 12/1/46(b)			400,000				437,996
Total Federal Home Loan Mortgage Corporation							9,082,707
Federal National Mortgage Association - 12.2%
6.25%, 5/15/29			410,000				550,664
7.13%, 1/15/30			390,000				565,551
7.25%, 5/15/30			610,000				896,006
6.63%, 11/15/30			690,000				973,694
5.63%, 7/15/37			170,000				229,438
5.00%, 5/1/38			30,446				33,346
5.50%, 6/1/38			260,579				291,907
5.50%, 11/1/38			6,440				7,214
5.50%, 10/1/39			279,010				312,634
5.50%, 4/1/40			34,008				38,219
5.50%, 9/1/41			142,700				159,937
4.00%, 12/1/42			295,140				312,164
2.50%, 3/1/43			35,949				34,497
4.00%, 6/1/43			269,600				285,046
3.00%, 7/1/43			45,005				45,076
4.00%, 8/1/43			144,664				152,439
4.00%, 9/1/43			385,788				406,520
4.50%, 9/1/43			67,350				72,768
3.50%, 10/1/43			547,293				562,439
4.00%, 5/1/44			33,111				34,890
4.50%, 5/1/44			422,757				456,160
4.00%, 7/1/44			37,461				39,474
4.00%, 8/1/44			184,338				194,245
4.00%, 11/1/44			30,329				31,959
3.00%, 1/1/45			18,518				18,469
4.00%, 2/1/45			161,179				169,841
3.00%, 4/1/45			434,732				433,567
3.00%, 5/1/45			150,284				149,882
3.50%, 6/1/45			176,870				181,792
3.50%, 7/1/45			86,097				88,481
3.50%, 9/1/45			407,524				418,802
3.00%, 10/1/45			178,679				178,200
3.50%, 10/1/45			326,639				335,679
3.00%, 11/1/45			172,435				171,973
3.50%, 11/1/45			177,546				182,487
3.00%, 12/1/45			174,751				174,283
3.50%, 12/1/45			500,178				514,020
3.00%, 2/1/46			390,149				389,103
2.50%, 12/1/46(b)			25,000				23,865
3.00%, 12/1/46(b)			1,225,000				1,220,311
3.50%, 12/1/46(b)			1,075,000				1,104,101
4.00%, 12/1/46(b)			675,000				711,123
4.50%, 12/1/46(b)			425,000				458,527
5.00%, 12/1/46(b)			325,000				356,140
Total Federal National Mortgage Association							13,966,933
Tennessee Valley Authority - 2.3%
7.13%, 5/1/30			100,000				143,488
5.88%, 4/1/36			780,000				1,042,164
6.15%, 1/15/38			100,000				138,489
5.25%, 9/15/39			532,000				667,830
3.50%, 12/15/42			300,000				294,935
4.25%, 9/15/65			280,000				290,351
Total Tennessee Valley Authority							2,577,257
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $26,595,987)							25,933,940
U.S. GOVERNMENT OBLIGATIONS - 16.4%
U.S. Treasury Bonds - 3.2%
U.S. Treasury Bond
8.75%, 5/15/20			380,000				472,024
8.13%, 5/15/21			1,250,000				1,588,819
7.25%, 8/15/22			700,000				899,213
6.00%, 2/15/26			550,000				716,676
Total U.S. Treasury Bonds							3,676,732
U.S. Treasury Notes - 13.2%
U.S. Treasury Note
0.88%, 7/15/18			2,650,000				2,642,909
1.25%, 11/30/18			1,650,000				1,654,189
1.50%, 5/31/19			1,860,000				1,871,008
2.13%, 1/31/21			1,090,000				1,106,882
2.00%, 2/28/21			2,090,000				2,111,186
1.63%, 11/15/22			150,000				146,276
2.13%, 12/31/22			800,000				801,562
2.00%, 2/15/23			2,300,000				2,286,614

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
1.75%, 5/15/23		$	800,000			$	781,282
2.50%, 8/15/23			679,000				693,057
2.38%, 8/15/24			1,000,000				1,007,598
Total U.S. Treasury Notes							15,102,563
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $19,155,904)							18,779,295
CORPORATE BONDS - 41.0%
United States - 41.0%
21st Century Fox America, Inc.
3.70%, 9/15/24			50,000				51,113
4.75%, 9/15/44			120,000				120,582
Abbott Laboratories
2.55%, 3/15/22			118,000				115,408
AbbVie, Inc.
1.80%, 5/14/18			250,000				249,932
2.90%, 11/6/22			330,000				325,623
2.85%, 5/14/23			150,000				145,670
4.45%, 5/14/46			200,000				188,348
Actavis Funding SCS
2.35%, 3/12/18			360,000				362,271
3.45%, 3/15/22			290,000				294,526
Adobe Systems, Inc.
3.25%, 2/1/25			30,000				29,998
Aetna, Inc.
2.75%, 11/15/22			200,000				198,095
Air Lease Corp.
4.25%, 9/15/24			80,000				81,514
Altria Group, Inc.
5.38%, 1/31/44			180,000				206,590
Amazon.com, Inc.
4.80%, 12/5/34			150,000				163,715
Ameren Corp.
3.65%, 2/15/26			50,000				50,445
American Airlines Pass Through Trust
3.38%, 11/1/28, Series 2015-1, Class A			65,000				64,431
American Electric Power Co., Inc.
2.95%, 12/15/22, Series F			55,000				55,669
American International Group, Inc.
2.30%, 7/16/19			145,000				145,817
3.30%, 3/1/21			220,000				226,011
4.88%, 6/1/22			175,000				190,880
4.13%, 2/15/24			100,000				104,232
3.75%, 7/10/25			50,000				50,331
3.90%, 4/1/26			100,000				101,687
3.88%, 1/15/35			93,000				87,130
American Tower Corp.
3.30%, 2/15/21			120,000				122,077
3.38%, 10/15/26			150,000				142,321
American Water Capital Corp.
6.59%, 10/15/37			40,000				53,055
Ameriprise Financial, Inc.
2.88%, 9/15/26			170,000				162,880
Amgen, Inc.
3.13%, 5/1/25			145,000				141,992
4.40%, 5/1/45			160,000				153,381
Amphenol Corp.
3.13%, 9/15/21			25,000				25,405
Anadarko Petroleum Corp.
6.45%, 9/15/36			130,000				146,794
Analog Devices, Inc.
2.88%, 6/1/23			28,000				27,420
Anthem, Inc.
3.13%, 5/15/22			80,000				79,840
6.38%, 6/15/37			100,000				120,676
Aon PLC
3.88%, 12/15/25			175,000				179,356
Apache Corp.
2.63%, 1/15/23			100,000				95,259
5.10%, 9/1/40			100,000				100,854
Appalachian Power Co.
7.00%, 4/1/38			80,000				105,193
Archer-Daniels-Midland Co.
2.50%, 8/11/26			160,000				151,081
Arizona Public Service Co.
2.55%, 9/15/26			40,000				37,885
AT&T, Inc.
2.38%, 11/27/18			230,000				231,788
2.45%, 6/30/20			250,000				247,807
3.95%, 1/15/25			310,000				310,324
3.40%, 5/15/25			345,000				332,038
4.50%, 5/15/35			140,000				133,150
6.38%, 3/1/41			250,000				288,152
4.75%, 5/15/46			155,000				145,327
Autodesk, Inc.
4.38%, 6/15/25			25,000				25,766
AutoZone, Inc.
3.13%, 7/15/23			50,000				49,544
3.25%, 4/15/25			50,000				49,226
Baltimore Gas & Electric Co.
2.40%, 8/15/26			190,000				178,559
Bank of America Corp.
2.00%, 1/11/18			425,000				426,031
7.63%, 6/1/19			180,000				202,794
5.70%, 1/24/22			493,000				555,700
3.95%, 4/21/25, Series L			250,000				248,757
4.45%, 3/3/26			50,000				51,472
Baxalta, Inc.
2.88%, 6/23/20			210,000				210,211
Baxter International, Inc.
2.60%, 8/15/26			190,000				175,712
BB&T Corp.
3.95%, 3/22/22			50,000				52,374
Berkshire Hathaway Energy Co.
3.75%, 11/15/23			25,000				26,230
4.50%, 2/1/45			100,000				103,420
Boeing Co. (The)
2.85%, 10/30/24			35,000				35,064
2.25%, 6/15/26			50,000				46,928
Boston Properties L.P.
3.70%, 11/15/18			120,000				123,956
4.13%, 5/15/21			175,000				185,006
Boston Scientific Corp.
3.85%, 5/15/25			100,000				100,461
Brixmor Operating Partnership L.P.
3.25%, 9/15/23			190,000				183,707
Burlington Northern Santa Fe LLC
3.75%, 4/1/24			50,000				52,676
3.00%, 4/1/25			50,000				50,041
3.65%, 9/1/25			120,000				125,418
4.15%, 4/1/45			45,000				44,969

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
Capital One Financial Corp.
3.20%, 2/5/25		$	145,000			$	141,252
Capital One NA
1.50%, 3/22/18(c)			180,000				179,286
Caterpillar Financial Services Corp.
2.40%, 8/9/26			190,000				178,653
Caterpillar, Inc.
3.80%, 8/15/42			300,000				290,590
CBRE Services, Inc.
4.88%, 3/1/26			35,000				35,269
CBS Corp.
3.50%, 1/15/25			150,000				148,555
4.00%, 1/15/26			50,000				51,175
Celgene Corp.
3.88%, 8/15/25			320,000				325,916
CenterPoint Energy Houston Electric LLC
2.40%, 9/1/26, Series Z			90,000				85,052
Charter Communications Operating LLC
4.91%, 7/23/25(d)			350,000				365,975
Chubb INA Holdings, Inc.
2.88%, 11/3/22			200,000				201,935
Cigna Corp.
3.25%, 4/15/25			50,000				48,653
Cimarex Energy Co.
5.88%, 5/1/22			109,000				113,698
Cisco Systems, Inc.
5.90%, 2/15/39			140,000				176,947
Citigroup, Inc.
1.80%, 2/5/18			340,000				339,987
4.50%, 1/14/22			95,000				102,026
4.05%, 7/30/22			72,000				74,442
3.30%, 4/27/25			200,000				196,128
8.13%, 7/15/39			220,000				324,222
Citizens Financial Group, Inc.
4.35%, 8/1/25			75,000				75,272
Comcast Corp.
1.63%, 1/15/22			50,000				47,874
2.75%, 3/1/23			50,000				49,662
3.15%, 3/1/26			245,000				243,724
4.20%, 8/15/34			100,000				102,249
6.45%, 3/15/37			180,000				230,643
Commonwealth Edison Co.
4.35%, 11/15/45			220,000				229,484
ConocoPhillips
6.50%, 2/1/39			230,000				283,980
ConocoPhillips Co.
2.88%, 11/15/21			50,000				50,284
2.40%, 12/15/22			60,000				57,952
Consolidated Edison Co. of New York, Inc.
6.75%, 4/1/38, Series 08-B			25,000				33,262
Continental Airlines Pass Through Trust
4.00%, 4/29/26, Series 2012-2, Class A			35,000				36,269
Corning, Inc.
3.70%, 11/15/23(c)			45,000				46,139
CSX Corp.
3.35%, 11/1/25			30,000				30,182
4.10%, 3/15/44			60,000				57,477
CVS Health Corp.
2.80%, 7/20/20			220,000				223,215
4.00%, 12/5/23			50,000				52,230
3.88%, 7/20/25			178,000				182,956
DDR Corp.
3.63%, 2/1/25			50,000				48,364
Devon Energy Corp.
3.25%, 5/15/22(c)			89,000				86,449
Diamond 1 Finance Corp.
4.42%, 6/15/21(d)			140,000				144,204
6.02%, 6/15/26(d)			80,000				84,311
Discover Financial Services
3.75%, 3/4/25			210,000				204,276
Dow Chemical Co. (The)
4.25%, 11/15/20			116,000				123,049
3.50%, 10/1/24			200,000				202,902
4.63%, 10/1/44			80,000				79,094
DTE Energy Co.
3.30%, 6/15/22			150,000				153,428
Duke Energy Corp.
4.80%, 12/15/45			110,000				115,558
Duke Energy Progress LLC
4.20%, 8/15/45			150,000				150,615
Eastman Chemical Co.
3.80%, 3/15/25			38,000				38,431
Emerson Electric Co.
2.63%, 12/1/21			50,000				50,627
Enable Midstream Partners L.P.
2.40%, 5/15/19			174,000				170,964
Energy Transfer Partners L.P.
4.65%, 6/1/21			200,000				209,968
4.75%, 1/15/26			200,000				201,852
6.13%, 12/15/45			85,000				86,039
Entergy Corp.
2.95%, 9/1/26			190,000				178,832
Entergy Louisiana LLC
4.05%, 9/1/23			175,000				184,702
Enterprise Products Operating LLC
3.90%, 2/15/24			100,000				102,307
4.90%, 5/15/46			101,000				98,188
Eversource Energy
3.35%, 3/15/26			85,000				84,537
Express Scripts Holding Co.
4.75%, 11/15/21			300,000				324,205
6.13%, 11/15/41			21,000				23,676
Federal Realty Investment Trust
4.50%, 12/1/44			200,000				203,669
FedEx Corp.
3.88%, 8/1/42			120,000				108,587
4.55%, 4/1/46			40,000				40,032
Fidelity National Information Services, Inc.
2.85%, 10/15/18			100,000				101,781
5.00%, 10/15/25			180,000				195,284
Fifth Third Bancorp
4.30%, 1/16/24			200,000				207,914
Ford Motor Co.
7.45%, 7/16/31			150,000				186,428
4.75%, 1/15/43			105,000				98,558
Ford Motor Credit Co., LLC
2.24%, 6/15/18			80,000				80,169
8.13%, 1/15/20			200,000				231,170
5.88%, 8/2/21			200,000				221,117
4.13%, 8/4/25			200,000				198,374

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
Fortive Corp.
3.15%, 6/15/26(d)		$	50,000			$	48,944
Franklin Resources, Inc.
2.85%, 3/30/25			145,000				141,182
GATX Corp.
3.25%, 3/30/25			45,000				43,124
General Dynamics Corp.
2.13%, 8/15/26			50,000				46,378
General Motors Co.
3.50%, 10/2/18			250,000				254,562
General Motors Financial Co., Inc.
4.00%, 1/15/25			100,000				97,374
4.30%, 7/13/25			295,000				290,556
4.00%, 10/6/26			100,000				95,498
Georgia Power Co.
4.30%, 3/15/42			100,000				100,275
Gilead Sciences, Inc.
3.65%, 3/1/26			160,000				161,709
4.60%, 9/1/35			100,000				103,038
Goldman Sachs Group, Inc. (The)
3.50%, 1/23/25			350,000				349,113
4.25%, 10/21/25			350,000				355,922
6.13%, 2/15/33			40,000				48,025
4.80%, 7/8/44			121,000				126,758
Halliburton Co.
3.80%, 11/15/25			100,000				100,150
4.85%, 11/15/35			200,000				204,392
7.45%, 9/15/39			150,000				198,653
Harris Corp.
3.83%, 4/27/25			50,000				50,743
HCP, Inc.
2.63%, 2/1/20			150,000				150,191
4.00%, 6/1/25			270,000				268,408
Hershey Co. (The)
2.30%, 8/15/26			370,000				344,358
Hewlett Packard Enterprise Co.
3.85%, 10/15/20(d)			210,000				216,228
5.15%, 10/15/25(d)			100,000				102,473
6.60%, 10/15/45(d)			160,000				158,281
Home Depot, Inc. (The)
3.00%, 4/1/26			80,000				79,630
HP, Inc.
4.38%, 9/15/21			180,000				189,363
Illinois Tool Works, Inc.
3.50%, 3/1/24			35,000				36,501
Ingersoll-Rand Global Holding Co., Ltd.
4.25%, 6/15/23			52,000				55,070
Intel Corp.
2.70%, 12/15/22			168,000				169,582
Intercontinental Exchange, Inc.
3.75%, 12/1/25			110,000				113,018
International Lease Finance Corp.
8.63%, 1/15/22			140,000				169,193
International Paper Co.
3.80%, 1/15/26			155,000				156,824
Jefferies Group LLC
8.50%, 7/15/19(c)			150,000				170,713
6.88%, 4/15/21			200,000				228,107
John Deere Capital Corp.
2.80%, 1/27/23			80,000				79,776
2.80%, 3/6/23			50,000				49,840
JPMorgan Chase & Co.
4.50%, 1/24/22			50,000				53,957
3.20%, 1/25/23			150,000				151,564
3.38%, 5/1/23			180,000				180,035
3.30%, 4/1/26			150,000				147,682
2.95%, 10/1/26			50,000				47,754
4.25%, 10/1/27			95,000				97,832
4.85%, 2/1/44			335,000				370,508
Juniper Networks, Inc.
4.50%, 3/15/24			25,000				25,789
KeyCorp
5.10%, 3/24/21			90,000				98,770
Keysight Technologies, Inc.
3.30%, 10/30/19			38,000				38,596
Kimco Realty Corp.
2.80%, 10/1/26			190,000				177,618
Kinder Morgan Energy Partners L.P.
5.63%, 9/1/41			200,000				191,452
Kinder Morgan, Inc.
6.50%, 9/15/20			150,000				167,711
4.30%, 6/1/25(c)			150,000				152,149
Kraft Heinz Foods Co.
2.80%, 7/2/20			150,000				151,298
5.20%, 7/15/45			200,000				213,489
Kroger Co. (The)
3.40%, 4/15/22			200,000				204,388
Lockheed Martin Corp.
4.50%, 5/15/36			115,000				122,513
4.07%, 12/15/42			120,000				118,020
Lowe’s Cos., Inc.
3.38%, 9/15/25			280,000				286,802
LyondellBasell Industries N.V.
5.00%, 4/15/19			250,000				264,744
Macy’s Retail Holdings, Inc.
6.38%, 3/15/37			60,000				62,304
Marathon Oil Corp.
2.80%, 11/1/22			150,000				138,534
McDonald’s Corp.
3.70%, 1/30/26			20,000				20,337
4.88%, 12/9/45			100,000				105,723
McKesson Corp.
4.88%, 3/15/44			100,000				101,248
Medtronic, Inc.
3.50%, 3/15/25			297,000				305,124
4.63%, 3/15/45			60,000				63,843
Merck & Co., Inc.
2.35%, 2/10/22			111,000				110,543
MetLife, Inc.
4.88%, 11/13/43			100,000				107,188
4.05%, 3/1/45			150,000				143,535
Monsanto Co.
4.20%, 7/15/34			250,000				237,589
Morgan Stanley
4.88%, 11/1/22			210,000				226,283
3.88%, 4/29/24, Series F			300,000				307,813
3.95%, 4/23/27			190,000				188,496
Motorola Solutions, Inc.
3.75%, 5/15/22			55,000				55,173
Mylan N.V.
3.15%, 6/15/21(d)			110,000				108,379

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
National Rural Utilities Cooperative Finance Corp.
2.85%, 1/27/25		$	175,000			$	172,827
Newell Brands, Inc.
4.20%, 4/1/26			200,000				208,764
NextEra Energy Capital Holdings, Inc.
2.40%, 9/15/19			40,000				40,326
NiSource Finance Corp.
5.65%, 2/1/45			60,000				70,024
Noble Energy, Inc.
5.63%, 5/1/21			200,000				207,733
Norfolk Southern Corp.
3.25%, 12/1/21			200,000				206,045
Northrop Grumman Corp.
3.25%, 8/1/23			36,000				36,911
Old Republic International Corp.
3.88%, 8/26/26			90,000				85,521
Oncor Electric Delivery Co., LLC
2.95%, 4/1/25			269,000				267,270
ONEOK Partners L.P.
5.00%, 9/15/23			150,000				159,368
Oracle Corp.
2.50%, 5/15/22			395,000				391,462
6.13%, 7/8/39			90,000				112,611
4.13%, 5/15/45			60,000				58,096
Owens Corning
3.40%, 8/15/26			90,000				86,288
Pacific Gas & Electric Co.
6.05%, 3/1/34			200,000				249,516
3.75%, 8/15/42			80,000				75,036
PepsiCo, Inc.
2.75%, 4/30/25			145,000				142,477
Philip Morris International, Inc.
2.75%, 2/25/26(c)			180,000				173,565
4.25%, 11/10/44			220,000				217,352
Phillips 66
4.88%, 11/15/44			175,000				180,843
Plains All American Pipeline L.P.
4.65%, 10/15/25			240,000				242,260
Precision Castparts Corp.
2.50%, 1/15/23			50,000				49,304
Progress Energy, Inc.
3.15%, 4/1/22			35,000				35,533
Prudential Financial, Inc.
5.38%, 6/21/20			125,000				136,802
3.50%, 5/15/24(c)			180,000				184,003
Public Service Co. of Colorado
3.60%, 9/15/42			80,000				75,036
4.30%, 3/15/44			25,000				26,171
Public Service Electric & Gas Co.
4.15%, 11/1/45			50,000				51,849
Puget Energy, Inc.
3.65%, 5/15/25			65,000				64,482
QUALCOMM, Inc.
3.45%, 5/20/25			80,000				81,525
4.65%, 5/20/35			80,000				84,463
QVC, Inc.
4.38%, 3/15/23			50,000				48,891
Regions Financial Corp.
3.20%, 2/8/21			45,000				45,827
Republic Services, Inc.
3.20%, 3/15/25			145,000				144,713
Retail Properties of America, Inc.
4.00%, 3/15/25			50,000				47,647
Reynolds American, Inc.
4.45%, 6/12/25			120,000				127,348
Roper Technologies, Inc.
3.00%, 12/15/20			45,000				45,565
S&P Global, Inc.
4.00%, 6/15/25			44,000				45,180
Seagate HDD Cayman
4.75%, 6/1/23			20,000				19,438
4.75%, 1/1/25			240,000				223,950
Sempra Energy
2.85%, 11/15/20			200,000				201,958
Senior Housing Properties Trust
4.75%, 5/1/24			50,000				50,433
Simon Property Group L.P.
3.50%, 9/1/25			120,000				121,912
Southern California Edison Co.
5.63%, 2/1/36			200,000				239,167
Southern Co. (The)
2.45%, 9/1/18			90,000				90,963
Stanley Black & Decker, Inc.
2.45%, 11/17/18			300,000				303,471
Starbucks Corp.
2.45%, 6/15/26			50,000				47,772
State Street Corp.
3.70%, 11/20/23			25,000				26,166
3.55%, 8/18/25			100,000				102,880
SunTrust Banks, Inc.
2.50%, 5/1/19			65,000				65,622
Synchrony Financial
2.70%, 2/3/20			200,000				199,559
3.70%, 8/4/26			90,000				86,640
Tampa Electric Co.
4.35%, 5/15/44			25,000				25,004
Tanger Properties L.P.
3.13%, 9/1/26			90,000				84,967
Target Corp.
4.00%, 7/1/42			170,000				167,442
Textron, Inc.
3.65%, 3/1/21			150,000				154,160
Thermo Fisher Scientific, Inc.
4.50%, 3/1/21			150,000				160,946
Time Warner Cable LLC
5.00%, 2/1/20			310,000				329,001
7.30%, 7/1/38			200,000				239,182
Time Warner, Inc.
3.88%, 1/15/26			100,000				100,725
7.70%, 5/1/32			100,000				132,435
4.85%, 7/15/45			100,000				98,391
Tucson Electric Power Co.
3.05%, 3/15/25			176,000				167,810
Tyco International Finance S.A.
3.90%, 2/14/26			25,000				25,826
Tyson Foods, Inc.
2.65%, 8/15/19			100,000				101,054
3.95%, 8/15/24			300,000				306,819

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
UDR, Inc.
2.95%, 9/1/26		$	90,000			$	84,852
Union Pacific Corp.
3.25%, 8/15/25			50,000				50,946
2.75%, 3/1/26			50,000				48,980
United Parcel Service, Inc.
3.63%, 10/1/42			260,000				247,991
United Technologies Corp.
3.10%, 6/1/22			173,000				177,691
UnitedHealth Group, Inc.
3.38%, 11/15/21			50,000				52,097
3.10%, 3/15/26			50,000				49,632
4.63%, 7/15/35			195,000				210,647
US Bancorp
3.60%, 9/11/24			300,000				307,259
Valero Energy Corp.
3.65%, 3/15/25			200,000				195,612
Ventas Realty L.P.
4.75%, 6/1/21			300,000				324,242
3.50%, 2/1/25			20,000				19,763
Verizon Communications, Inc.
4.50%, 9/15/20			390,000				417,844
3.50%, 11/1/24			264,000				266,028
4.27%, 1/15/36			200,000				191,715
6.55%, 9/15/43			300,000				375,235
4.52%, 9/15/48			168,000				160,856
Viacom, Inc.
6.88%, 4/30/36			150,000				171,123
Virginia Electric & Power Co.
6.35%, 11/30/37			240,000				308,562
Visa, Inc.
2.80%, 12/14/22			180,000				181,466
Vulcan Materials Co.
7.50%, 6/15/21			25,000				29,688
Walgreens Boots Alliance, Inc.
2.70%, 11/18/19			110,000				111,607
3.30%, 11/18/21			195,000				199,115
Walt Disney Co. (The)
3.00%, 2/13/26(c)			100,000				99,591
1.85%, 7/30/26			50,000				44,884
4.13%, 6/1/44			60,000				61,212
Waste Management, Inc.
3.50%, 5/15/24			140,000				144,060
WEC Energy Group, Inc.
2.45%, 6/15/20			160,000				160,590
Wells Fargo & Co.
3.50%, 3/8/22			200,000				206,519
3.45%, 2/13/23, Series M			84,000				83,911
4.10%, 6/3/26			160,000				163,006
4.30%, 7/22/27			200,000				207,035
5.38%, 2/7/35			40,000				45,397
Welltower, Inc.
4.00%, 6/1/25			220,000				225,344
Williams Partners L.P.
4.30%, 3/4/24			100,000				99,721
4.90%, 1/15/45			130,000				114,116
Wyeth LLC
5.95%, 4/1/37			140,000				174,201
Xerox Corp.
3.50%, 8/20/20			220,000				221,623
Zimmer Biomet Holdings, Inc.
4.25%, 8/15/35			100,000				94,265
TOTAL CORPORATE BONDS (Cost: $47,040,502)							46,859,859
FOREIGN CORPORATE BONDS - 7.3%
Australia - 0.1%
BHP Billiton Finance USA Ltd.
4.13%, 2/24/42			100,000				97,556
Belgium - 0.9%
Anheuser-Busch InBev Finance, Inc.
3.65%, 2/1/26			250,000				252,430
4.70%, 2/1/36			220,000				231,437
4.63%, 2/1/44			320,000				331,371
Anheuser-Busch InBev Worldwide, Inc.
2.50%, 7/15/22			40,000				39,447
Koninklijke Ahold Delhaize N.V.
5.70%, 10/1/40			150,000				165,302
Total Belgium							1,019,987
Brazil - 0.2%
Vale Overseas Ltd.
6.25%, 8/10/26			90,000				93,938
6.88%, 11/21/36			100,000				96,792
Total Brazil							190,730
Canada - 1.0%
Barrick North America Finance LLC
4.40%, 5/30/21			157,000				166,921
Canadian National Railway Co.
2.85%, 12/15/21			175,000				178,757
Canadian Natural Resources Ltd.
3.90%, 2/1/25			60,000				59,060
Encana Corp.
3.90%, 11/15/21			50,000				49,548
Nexen Energy ULC
6.40%, 5/15/37			100,000				119,895
Petro-Canada
6.80%, 5/15/38			150,000				187,279
Royal Bank of Canada
4.65%, 1/27/26			175,000				183,694
TransCanada PipeLines Ltd.
3.75%, 10/16/23			170,000				175,794
Total Canada							1,120,948
China - 0.2%
Alibaba Group Holding Ltd.
3.60%, 11/28/24			200,000				198,066
Colombia - 0.2%
Ecopetrol S.A.
5.88%, 9/18/23			100,000				103,600
4.13%, 1/16/25			150,000				137,017
Total Colombia							240,617

 

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
Germany - 0.2%
Deutsche Bank AG
3.38%, 5/12/21		$	150,000			$	145,292
Deutsche Telekom International Finance B.V.
8.75%, 6/15/30			100,000				146,195
Total Germany							291,487
Ireland - 0.1%
XLIT Ltd.
5.50%, 3/31/45			150,000				139,553
Israel - 0.3%
Teva Pharmaceutical Finance Netherlands III B.V.
1.70%, 7/19/19			300,000				294,581
Japan - 0.0%
Sumitomo Mitsui Financial Group, Inc.
2.63%, 7/14/26			50,000				46,559
Mexico - 0.7%
America Movil S.A.B. de C.V.
6.38%, 3/1/35(c)			100,000				115,149
Petroleos Mexicanos
5.50%, 1/21/21			200,000				202,850
4.50%, 1/23/26			275,000				244,530
6.63%, 6/15/35			160,000				147,616
5.63%, 1/23/46			150,000				117,157
Total Mexico							827,302
Netherlands - 0.4%
AerCap Ireland Capital Ltd.
4.25%, 7/1/20			150,000				154,313
Cooperatieve Rabobank UA
4.63%, 12/1/23			250,000				262,188
Total Netherlands							416,501
Norway - 0.1%
Statoil ASA
3.15%, 1/23/22			140,000				143,525
Peru - 0.3%
Southern Copper Corp.
3.88%, 4/23/25			165,000				161,272
5.88%, 4/23/45			145,000				138,993
Total Peru							300,265
Spain - 0.3%
Telefonica Emisiones SAU
3.19%, 4/27/18			240,000				243,746
Telefonica Europe B.V.
8.25%, 9/15/30			100,000				132,752
Total Spain							376,498
Switzerland - 0.5%
Credit Suisse AG
5.40%, 1/14/20			270,000				288,163
Credit Suisse Group Funding Guernsey Ltd.
3.75%, 3/26/25			250,000				240,290
Total Switzerland							528,453
United Kingdom - 1.8%
AstraZeneca PLC
3.38%, 11/16/25			140,000				139,579
Barclays PLC
4.38%, 1/12/26			200,000				200,030
BP Capital Markets PLC
3.25%, 5/6/22			170,000				173,456
3.51%, 3/17/25			50,000				50,476
3.12%, 5/4/26			50,000				48,592
GlaxoSmithKline Capital, Inc.
6.38%, 5/15/38			140,000				184,541
HSBC Holdings PLC
4.00%, 3/30/22			300,000				310,697
5.25%, 3/14/44			200,000				212,105
Lloyds Banking Group PLC
3.10%, 7/6/21(c)			200,000				202,189
Rio Tinto Finance USA Ltd.
3.75%, 6/15/25			160,000				165,292
7.13%, 7/15/28			40,000				51,505
Santander UK Group Holdings PLC
3.13%, 1/8/21			75,000				74,685
Vodafone Group PLC
2.95%, 2/19/23			280,000				273,121
Total United Kingdom							2,086,268
TOTAL FOREIGN CORPORATE BONDS (Cost: $8,311,381)							8,318,896
FOREIGN GOVERNMENT OBLIGATIONS - 2.4%
Colombia - 0.5%
Colombia Government International Bond
7.38%, 3/18/19			100,000				111,100
4.00%, 2/26/24			360,000				359,100
6.13%, 1/18/41			80,000				84,400
Total Colombia							554,600
Italy - 0.1%
Republic of Italy Government International Bond
6.88%, 9/27/23			80,000				94,243
Mexico - 0.6%
Mexico Government International Bond
5.13%, 1/15/20			100,000				107,750
3.63%, 3/15/22			160,000				160,000
4.00%, 10/2/23			156,000				156,000
4.75%, 3/8/44			176,000				156,640
5.55%, 1/21/45			120,000				119,850
Total Mexico							700,240

 

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
Panama - 0.2%
Panama Government International Bond
8.88%, 9/30/27		$	185,000			$	255,762
Peru - 0.1%
Peruvian Government International Bond
6.55%, 3/14/37			60,000				76,200
Philippines - 0.4%
Philippine Government International Bond
4.20%, 1/21/24			200,000				217,977
9.50%, 2/2/30			157,000				248,479
Total Philippines							466,456
Poland - 0.3%
Republic of Poland Government International Bond
5.00%, 3/23/22			200,000				219,112
4.00%, 1/22/24			90,000				93,065
Total Poland							312,177
South Africa - 0.1%
Republic of South Africa Government International Bond
4.67%, 1/17/24			150,000				151,455
Uruguay - 0.1%
Uruguay Government International Bond
8.00%, 11/18/22			80,000				99,320
5.10%, 6/18/50			25,000				22,438
Total Uruguay							121,758
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $2,773,321)							2,732,891
SUPRANATIONAL BOND - 0.1%
Inter-American Development Bank
1.13%, 8/28/18
(Cost: $63,161)			63,000				62,772
COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.7%
United States - 6.7%
Bear Stearns Commercial Mortgage Securities Trust
5.74%, 9/11/42, Series 2007-T28, Class A4(e)			60,513				61,738
Citigroup Commercial Mortgage Trust
2.94%, 4/10/48, Series 2015-GC29, Class A3			65,000				64,361
3.62%, 2/10/49, Series 2016-GC36, Class A5			500,000				517,108
5.90%, 12/10/49, Series 2007-C6, Class A4(e)			125,000				126,327
3.52%, 9/10/58, Series 2015-GC33, Class AAB			300,000				311,465
Commercial Mortgage Trust
3.92%, 8/10/46, Series 2013-CR10, Class A3			100,000				106,782
3.50%, 8/10/47, Series 2014-CR19, Class ASB			150,000				156,933
3.50%, 5/10/48, Series 2015-CR23, Class A4			50,000				51,487
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates
1.87%, 11/25/19, Series K712, Class A2			25,000				25,158
2.86%, 1/25/21, Series K715, Class A2			60,000				62,135
3.97%, 1/25/21, Series K013, Class A2(e)			200,000				215,370
2.87%, 12/25/21, Series K017, Class A2			50,000				51,608
2.51%, 11/25/22, Series K026, Class A2			250,000				252,873
2.62%, 3/25/23, Series K035, Class A1			199,284				203,685
3.30%, 4/25/23, Series K031, Class A2(e)			245,000				258,377
2.67%, 12/25/24, Series K042, Class A2			50,000				50,192
3.02%, 1/25/25, Series K045, Class A2			55,000				56,502
3.33%, 5/25/25, Series K047, Class A2(e)			200,000				209,522
Federal National Mortgage Association
3.33%, 10/25/23, Series 2013-M14, Class A2(e)			100,000				104,682
3.50%, 1/25/24, Series 2014-M3, Class A2(e)			110,000				115,980
3.10%, 7/25/24, Series 2014-M9, Class A2(e)			596,000				610,897
2.72%, 10/25/24, Series 2015-M3, Class A2			250,000				249,922
2.14%, 5/25/26, Series 2016-M6, Class A1			197,470				193,321
Federal National Mortgage Association Alternative Credit Enhancement Securities
2.17%, 9/25/19, Series 2014-M10, Class ASQ2(e)			25,000				25,214
2.30%, 9/25/22, Series 2012-M14, Class A2(e)			50,000				49,370
2.30%, 10/25/24, Series 2015-M3, Class A1			44,226				44,520
GS Mortgage Securities Corp.
2.73%, 5/10/50, Series 2015-GC30, Class A2			100,000				102,090
GS Mortgage Securities Trust
4.24%, 8/10/46, Series 2013-GC14, Class A5			85,000				92,669
3.68%, 4/10/47, Series 2014-GC20, Class A3			100,000				104,039
4.00%, 4/10/47, Series 2014-GC20, Class A5			250,000				266,775
3.86%, 6/10/47, Series 2014-GC22, Class A5			70,000				74,081
3.67%, 9/10/47, Series 2014-GC24, Class A4			300,000				313,416

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
JP Morgan Chase Commercial Mortgage Securities Corp.
2.61%, 12/15/47, Series 2012-LC9, Class A4		$	100,000			$	100,649
JP Morgan Chase Commercial Mortgage Securities Trust
3.41%, 1/15/46, Series 2013-C13, Class ASB			175,000				183,013
5.79%, 2/12/51, Series 2007-CB20, Class A4(e)			16,007				16,293
JPMBB Commercial Mortgage Securities Trust
3.66%, 7/15/45, Series 2013-C12, Class A5			100,000				105,646
Morgan Stanley Bank of America Merrill Lynch Trust
3.48%, 11/15/45, Series 2012-C6, Class AS			100,000				103,697
3.07%, 2/15/48, Series 2015-C20, Class ASB			250,000				254,849
3.25%, 2/15/48, Series 2015-C20, Class A4			200,000				202,822
3.31%, 4/15/48, Series 2015-C22, Class A4			95,000				96,601
3.72%, 7/15/50, Series 2015-C23, Class A4			175,000				182,837
Morgan Stanley Capital I Trust
3.77%, 3/15/45, Series 2012-C4, Class AS			280,000				293,940
Wachovia Bank Commercial Mortgage Trust
6.17%, 2/15/51, Series 2007-C33, Class A5(e)			350,000				356,453
Wells Fargo Commercial Mortgage Trust
3.70%, 11/15/48, Series 2015-C31, Class A4			100,000				104,267
WFRBS Commercial Mortgage Trust
4.15%, 8/15/46, Series 2013-C15, Class A4(e)			200,000				216,142
4.42%, 9/15/46, Series 2013-C16, Class A5			100,000				109,374
3.03%, 12/15/46, Series 2013-C18, Class A2			25,000				25,624
4.02%, 12/15/46, Series 2013-C17, Class A4			60,000				64,212
4.10%, 3/15/47, Series 2014-C19, Class A5			25,000				26,816
3.43%, 11/15/47, Series 2014-C25, Class A3			40,000				41,677
3.63%, 11/15/47, Series 2014-C25, Class A5			100,000				103,967
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $7,826,772)							7,717,478
MUNICIPAL BONDS - 0.6%
United States - 0.6%
American Municipal Power, Inc.
8.08%, 2/15/50			60,000				91,726
New Jersey Economic Development Authority
3.63%, 2/15/22, Series B(a)			200,000				165,870
New Jersey Turnpike Authority
7.41%, 1/1/40			170,000				245,966
State of Illinois
4.95%, 6/1/23			110,000				113,084
5.10%, 6/1/33			120,000				107,836
TOTAL MUNICIPAL BONDS (Cost: $755,857)							724,482
ASSET-BACKED SECURITIES - 2.3%
United States - 2.3%
Capital One Multi-Asset Execution Trust
1.60%, 5/17/21, Series 2015-A5, Class A5			200,000				200,705
1.33%, 6/15/22, Series 2016-A4, Class A4			200,000				198,351
CarMax Auto Owner Trust
1.98%, 2/16/21, Series 2015-3, Class A4			190,000				191,653
1.60%, 1/18/22, Series 2016-3, Class A4			250,000				248,000
Chase Issuance Trust
1.37%, 6/15/21, Series 2016-A2, Class A			100,000				99,308
2.77%, 3/15/23, Series 2014-A2, Class A2			160,000				164,942
Discover Card Execution Note Trust
1.45%, 3/15/21, Series 2015-A3, Class A			170,000				170,128
1.64%, 7/15/21, Series 2016-A1, Class A1			250,000				250,541
Ford Credit Auto Owner Trust
1.60%, 6/15/21, Series 2016-A, Class A4			39,000				39,025
GM Financial Automobile Leasing Trust
1.62%, 9/20/19, Series 2016-2, Class A3			220,000				220,408
Honda Auto Receivables Owner Trust
1.46%, 10/15/20, Series 2014-4, Class A4			101,000				101,258
Nissan Auto Receivables Owner Trust
1.34%, 3/16/20, Series 2015-B, Class A3			250,000				250,268
1.34%, 10/15/20, Series 2016-A, Class A3			100,000				99,926
Synchrony Credit Card Master Note Trust
1.60%, 4/15/21, Series 2015-2, Class A			250,000				250,705

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (AGGY)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
Toyota Auto Receivables Owner Trust
1.25%, 3/16/20, Series 2016-A, Class A3		$	100,000			$	99,913
TOTAL ASSET-BACKED SECURITIES (Cost: $2,599,395)							2,585,131
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.8%
United States - 0.8%
State Street Navigator Securities Lending Prime Portfolio, 0.26%(f) (Cost: $951,148)(g)			951,148				951,148
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT - 100.3% (Cost: $116,073,428)							114,665,892
Securities Sold Short		Principal Amount
U.S. GOVERNMENT AGENCIES SOLD SHORT - (0.5)%
Federal Home Loan Mortgage Corporation - (0.3)%
5.50%, 12/1/46(b)		$	(325,000	)			(362,019	)
Federal National Mortgage Association - (0.2)%
5.50%, 12/1/46(b)			(150,000	)			(167,461	)
TOTAL INVESTMENTS IN SECURITIES SOLD SHORT (Proceeds: $533,879)							(529,480	)
Cash and Other Assets in Excess of Liabilities - 0.2%							165,753
NET ASSETS - 100.0%						$	114,302,165

 

(a)	Represents a zero coupon bond. Rate shown reflects the effective yield as of November 30, 2016.

(b)	To-be-announced (“TBA”) security (See Note 2).

(c)	Security, or portion thereof, was on loan at November 30, 2016 (See Note 2).

(d)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(e)	Rate shown reflects the accrual rate as of November 30, 2016 on securities with variable or step rates.

(f)	Rate shown represents annualized 7-day yield as of November 30, 2016.

(g)	At November 30, 2016, the total market value of the Fund’s securities on loan was $921,298 and the total market value of the collateral held by the Fund was $951,148.

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund (AGND)

November 30, 2016

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT AGENCIES - 26.3%
Federal Home Loan Mortgage Corporation - 7.1%
2.38%, 1/13/22		$	210,000			$	214,337
3.50%, 12/1/33			115,093				119,304
4.00%, 6/1/34			36,666				39,070
4.00%, 12/1/43			50,014				52,638
3.50%, 12/1/46(a)			100,000				102,652
4.00%, 12/1/46(a)			140,000				147,320
4.50%, 12/1/46(a)			235,000				253,337
Total Federal Home Loan Mortgage Corporation							928,658
Federal National Mortgage Association - 13.4%
0.88%, 5/21/18			234,000				233,414
4.00%, 7/1/19			25,156				25,856
4.00%, 7/1/26			22,074				23,334
3.50%, 12/1/26			26,201				27,334
2.50%, 8/1/28			32,283				32,481
3.00%, 11/1/28			32,229				33,201
3.00%, 7/1/29			65,094				67,020
2.50%, 12/1/31(a)			90,000				90,401
3.50%, 12/1/31(a)			120,000				125,002
4.00%, 8/1/34			67,813				72,126
3.50%, 2/1/35			81,353				84,644
4.50%, 10/1/41			56,146				60,703
3.50%, 6/1/42			63,074				64,821
4.00%, 6/1/43			19,257				20,360
3.00%, 8/1/43			78,753				78,878
4.00%, 11/1/43			43,869				46,227
4.50%, 5/1/44			40,251				43,433
3.00%, 12/1/46(a)			145,000				144,445
3.50%, 12/1/46(a)			155,000				159,196
4.00%, 12/1/46(a)			75,000				79,014
4.50%, 12/1/46(a)			130,000				140,255
5.00%, 12/1/46(a)			105,000				115,061
Total Federal National Mortgage Association							1,767,206
Government National Mortgage Association - 5.8%
5.00%, 2/20/43			87,742				95,013
5.00%, 12/20/43			144,102				155,782
3.50%, 8/20/44			174,664				182,209
5.00%, 8/20/44			79,010				85,414
3.50%, 12/1/46(a)			25,000				26,031
4.00%, 12/1/46(a)			210,000				222,699
Total Government National Mortgage Association							767,148
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $3,478,926)							3,463,012
U.S. GOVERNMENT OBLIGATIONS - 34.0%
U.S. Treasury Bonds - 13.6%
U.S. Treasury Bond
6.88%, 8/15/25			525,000				715,630
4.50%, 2/15/36			335,000				426,792
4.38%, 5/15/40			267,200				332,711
3.63%, 8/15/43			281,100				314,662
Total U.S. Treasury Bonds							1,789,795
U.S. Treasury Notes - 20.4%
U.S. Treasury Note
0.88%, 1/15/18			2,100,000				2,098,645
1.63%, 11/15/22			600,000				585,106
Total U.S. Treasury Notes							2,683,751
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $4,469,539)							4,473,546
CORPORATE BONDS - 23.6%
United States - 23.6%
21st Century Fox America, Inc.
6.65%, 11/15/37			21,000				26,114
AbbVie, Inc.
3.60%, 5/14/25			50,000				49,491
American International Group, Inc.
4.88%, 6/1/22			51,000				55,628
Amgen, Inc.
4.66%, 6/15/51(b)			42,000				41,144
Anthem, Inc.
4.65%, 1/15/43			38,000				37,980
AT&T, Inc.
3.80%, 3/15/22			59,000				60,238
4.35%, 6/15/45			48,000				42,245
Bank of America Corp.
2.60%, 1/15/19			143,000				144,334
Burlington Northern Santa Fe LLC
4.70%, 10/1/19			45,500				49,041
Citigroup, Inc.
2.65%, 10/26/20			30,000				30,142
4.75%, 5/18/46			25,000				24,778
Comcast Corp.
6.45%, 3/15/37			40,000				51,254
ConocoPhillips
6.50%, 2/1/39			50,000				61,735
Dow Chemical Co. (The)
4.25%, 11/15/20			105,000				111,380
Duke Energy Florida LLC
6.40%, 6/15/38			33,500				43,755
Enterprise Products Operating LLC
3.35%, 3/15/23			135,000				134,898
Ford Motor Co.
4.75%, 1/15/43			51,000				47,871
General Electric Co.
5.50%, 1/8/20			77,000				84,698
General Motors Financial Co., Inc.
4.30%, 7/13/25			60,000				59,096
Goldman Sachs Group, Inc. (The)
7.50%, 2/15/19			90,000				100,270
Hartford Financial Services Group, Inc. (The)
5.13%, 4/15/22			62,000				68,521
International Lease Finance Corp.
5.88%, 8/15/22			75,000				82,146
International Paper Co.
3.80%, 1/15/26			45,000				45,529

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund (AGND)

November 30, 2016

 

Investments		Principal Amount				Value
JPMorgan Chase & Co.
4.95%, 3/25/20		$	25,000			$	27,008
3.20%, 1/25/23			128,000				129,335
Kinder Morgan Energy Partners L.P.
5.50%, 3/1/44			38,000				36,776
Morgan Stanley
2.13%, 4/25/18			109,000				109,384
Norfolk Southern Corp.
3.00%, 4/1/22			38,000				38,395
Oncor Electric Delivery Co. LLC
7.00%, 9/1/22			70,000				85,864
Oracle Corp.
6.50%, 4/15/38			79,000				103,439
PepsiCo, Inc.
4.50%, 1/15/20			135,000				145,184
Pfizer, Inc.
7.20%, 3/15/39			32,000				45,978
Philip Morris International, Inc.
4.88%, 11/15/43			87,000				93,541
Plains All American Pipeline L.P.
3.65%, 6/1/22			157,500				157,825
Public Service Electric & Gas Co.
2.38%, 5/15/23(c)			61,000				59,713
Simon Property Group L.P.
3.38%, 10/1/24			54,000				54,729
Southern California Edison Co.
4.65%, 10/1/43			52,000				57,264
Time Warner Cable LLC
6.75%, 6/15/39			29,500				33,430
Time Warner, Inc.
7.63%, 4/15/31			20,000				26,512
United Technologies Corp.
6.13%, 2/1/19(c)			90,500				99,011
4.50%, 6/1/42			37,000				39,257
Verizon Communications, Inc.
5.15%, 9/15/23			50,000				55,437
Wal-Mart Stores, Inc.
6.20%, 4/15/38			57,000				75,261
Wells Fargo & Co.
4.13%, 8/15/23			122,000				126,502
Xerox Corp.
6.35%, 5/15/18			61,000				64,300
TOTAL CORPORATE BONDS (Cost: $3,090,877)							3,116,433
FOREIGN CORPORATE BONDS - 2.9%
Belgium - 1.2%
Anheuser-Busch InBev Finance, Inc.
3.30%, 2/1/23			25,000				25,291
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20			121,000				132,187
Total Belgium							157,478
Canada - 0.6%
Nexen Energy ULC
6.40%, 5/15/37			63,000				75,534
Mexico - 0.3%
Petroleos Mexicanos
6.00%, 3/5/20			46,000				48,070
United Kingdom - 0.8%
HSBC Holdings PLC
5.10%, 4/5/21			96,000				103,717
TOTAL FOREIGN CORPORATE BONDS (Cost: $387,715)							384,799
FOREIGN GOVERNMENT AGENCIES - 1.0%
Germany - 1.0%
Kreditanstalt fuer Wiederaufbau 2.50%, 11/20/24 (Cost: $126,321)			126,000				126,360
FOREIGN GOVERNMENT OBLIGATIONS - 1.1%
Italy - 0.5%
Republic of Italy Government International Bond
5.38%, 6/15/33			56,000				62,508
Mexico - 0.6%
Mexico Government International Bond
4.00%, 10/2/23			81,000				81,000
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $148,181)							143,508
SUPRANATIONAL BOND - 1.5%
European Investment Bank 4.00%, 2/16/21 (Cost: $198,108)			185,000				199,429
COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.3%
United States - 4.3%
Citigroup Commercial Mortgage Trust
1.99%, 4/10/46, Series 2013-GC11, Class A2			10,000				10,053
COMM Mortgage Trust
3.60%, 5/10/47, Series 2014-CR17, Class ASB			35,000				36,895
3.08%, 2/10/48, Series 2015-DC1, Class A4			100,000				100,000
JPMBB Commercial Mortgage Securities Trust
3.05%, 4/15/47, Series 2014-C19, Class A2			120,000				123,481
JPMorgan Chase Commercial Mortgage Securities Trust
2.67%, 1/15/46, Series 2013-C13, Class A2			30,000				30,523
Morgan Stanley Bank of America Merrill Lynch Trust
3.53%, 12/15/47, Series 2014-C19, Class A4			25,000				25,880
3.07%, 2/15/48, Series 2015-C20, Class ASB			110,000				112,134
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4			120,000				128,424
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $567,911)							567,390

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund (AGND)

November 30, 2016

 

Investments		Principal Amount				Value
MUNICIPAL BOND - 1.1%
United States - 1.1%
State of California 7.55%, 4/1/39 (Cost: $137,127)		$	95,000			$	140,821
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.6%
United States - 0.6%
State Street Navigator Securities Lending Prime Portfolio, 0.26%(d) (Cost: $81,188)(e)			81,188				81,188
TOTAL INVESTMENTS IN SECURITIES - 96.4% (Cost: $12,685,893)							12,696,486
Cash and Other Assets in Excess of Liabilities - 3.6%							477,252
NET ASSETS - 100.0%						$	13,173,738

 

(a)	To-be-announced (“TBA”) security (See Note 2).

(b)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(c)	Security, or portion thereof, was on loan at November 30, 2016 (See Note 2).

(d)	Rate shown represents annualized 7-day yield as of November 30, 2016.

(e)	At November 30, 2016, the total market value of the Fund’s securities on loan was $78,599 and the total market value of the collateral held by the Fund was $81,188.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure		Contracts			Notional Value			Expiration Date			Unrealized Appreciation/ (Depreciation)
5 Year U.S. Treasury Note		48		$	(5,656,500	)		Mar-17		$	(3,190	)
U.S. Treasury Ultra Long Term Bond		21			(3,389,531	)		Mar-17			(33,562	)
Ultra 10 Year U.S. Treasury Note		43			(5,780,813	)		Mar-17			(9,038	)
										$	(45,790	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

November 30, 2016

 

 

Investments in Long Securities		Principal Amount				Value
U.S. GOVERNMENT AGENCIES - 29.4%
Federal Home Loan Mortgage Corporation - 6.8%
2.38%, 1/13/22		$	543,000			$	554,215
4.00%, 5/1/34			212,535				226,465
4.00%, 12/1/43			50,014				52,638
4.00%, 12/1/46(a)			220,000				231,503
4.50%, 12/1/46(a)			225,000				242,556
Total Federal Home Loan Mortgage Corporation							1,307,377
Federal National Mortgage Association - 14.9%
0.88%, 5/21/18			442,000				440,894
4.00%, 8/1/18			15,009				15,428
4.00%, 7/1/19			48,333				49,678
5.50%, 10/1/25			100,382				112,031
4.00%, 7/1/26			22,074				23,334
3.50%, 12/1/26			26,201				27,334
2.50%, 8/1/28			32,283				32,481
3.00%, 11/1/28			32,229				33,201
3.00%, 7/1/29			130,187				134,040
2.50%, 12/1/31(a)			175,000				175,779
3.00%, 12/1/31(a)			25,000				25,713
3.50%, 12/1/31(a)			250,000				260,420
4.00%, 4/1/32			100,523				106,057
4.00%, 8/1/34			152,277				161,963
4.50%, 9/1/39			48,712				52,603
3.50%, 6/1/42			63,074				64,822
4.00%, 6/1/43			19,257				20,361
3.00%, 8/1/43			78,753				78,878
4.00%, 11/1/43			43,869				46,227
4.50%, 5/1/44			40,251				43,433
3.00%, 12/1/46(a)			350,000				348,660
3.50%, 12/1/46(a)			370,000				380,016
4.00%, 12/1/46(a)			225,000				237,041
Total Federal National Mortgage Association							2,870,394
Government National Mortgage Association - 7.7%
5.00%, 2/20/43			87,742				95,013
5.00%, 4/20/44			207,469				223,962
3.50%, 7/20/44			284,564				296,873
4.00%, 7/20/44			139,341				147,913
5.00%, 7/20/44			39,648				42,862
3.50%, 8/20/44			349,327				364,417
5.00%, 8/20/44			37,406				40,438
4.00%, 12/1/46(a)			250,000				265,117
Total Government National Mortgage Association							1,476,595
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $5,668,976)							5,654,366
U.S. GOVERNMENT OBLIGATIONS - 32.6%
U.S. Treasury Bonds - 7.8%
U.S. Treasury Bond
6.88%, 8/15/25			201,000				273,984
4.50%, 2/15/36			138,000				175,813
4.38%, 5/15/40			202,000				251,525
2.88%, 5/15/43			307,000				299,157
3.63%, 8/15/43			441,200				493,877
Total U.S. Treasury Bonds							1,494,356
U.S. Treasury Notes - 24.8%
U.S. Treasury Note
0.88%, 1/15/18			4,253,000				4,250,257
1.63%, 11/15/22			522,000				509,042
Total U.S. Treasury Notes							4,759,299
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $6,239,631)							6,253,655
CORPORATE BONDS - 25.5%
United States - 25.5%
21st Century Fox America, Inc.
6.65%, 11/15/37			49,000				60,934
AbbVie, Inc.
3.60%, 5/14/25			61,000				60,379
American International Group, Inc.
4.88%, 6/1/22			66,000				71,989
Amgen, Inc.
4.66%, 6/15/51(b)			88,000				86,206
Anthem, Inc.
4.65%, 1/15/43			69,000				68,965
AT&T, Inc.
3.80%, 3/15/22			52,000				53,091
4.35%, 6/15/45			52,000				45,765
Bank of America Corp.
2.60%, 1/15/19			192,000				193,791
Boeing Co. (The)
2.50%, 3/1/25			68,000				66,063
Burlington Northern Santa Fe LLC
4.70%, 10/1/19			51,500				55,508
Capital One Financial Corp.
2.45%, 4/24/19			101,000				101,811
Citigroup, Inc.
5.50%, 9/13/25			80,000				87,609
8.13%, 7/15/39			26,000				38,317
Comcast Corp.
6.45%, 3/15/37			54,000				69,193
ConocoPhillips
6.50%, 2/1/39			80,000				98,776
Dow Chemical Co. (The)
4.25%, 11/15/20			125,000				132,595
Duke Energy Florida LLC
6.40%, 6/15/38			45,500				59,428
Enterprise Products Operating LLC
3.35%, 3/15/23			187,000				186,858
Ford Motor Co.
4.75%, 1/15/43			102,000				95,742
General Electric Co.
5.50%, 1/8/20			141,000				155,097
General Motors Financial Co., Inc.
4.00%, 1/15/25			80,000				77,899
Goldman Sachs Group, Inc. (The)
7.50%, 2/15/19			133,000				148,176

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
Hartford Financial Services Group, Inc. (The)
5.13%, 4/15/22		$	60,000			$	66,310
International Lease Finance Corp.
5.88%, 8/15/22			80,000				87,622
International Paper Co.
4.75%, 2/15/22			101,000				109,258
JPMorgan Chase & Co.
3.20%, 1/25/23			150,000				151,564
5.50%, 10/15/40			37,000				43,368
Kinder Morgan Energy Partners L.P.
5.50%, 3/1/44			99,000				95,811
Morgan Stanley
2.13%, 4/25/18			156,000				156,549
Norfolk Southern Corp.
3.00%, 4/1/22			62,000				62,644
Oncor Electric Delivery Co. LLC
7.00%, 9/1/22			115,000				141,063
Oracle Corp.
6.50%, 4/15/38			122,000				159,741
PepsiCo, Inc.
4.50%, 1/15/20			150,000				161,315
Pfizer, Inc.
7.20%, 3/15/39			95,000				136,497
Philip Morris International, Inc.
4.88%, 11/15/43			89,000				95,691
Plains All American Pipeline L.P.
3.65%, 6/1/22			172,500				172,856
Prudential Financial, Inc.
6.63%, 12/1/37, Series D			78,000				98,542
Public Service Electric & Gas Co.
2.38%, 5/15/23			125,000				122,362
Southern California Edison Co.
4.65%, 10/1/43			79,000				86,997
Time Warner Cable LLC
6.75%, 6/15/39			47,500				53,829
Time Warner, Inc.
7.63%, 4/15/31			30,000				39,768
United Technologies Corp.
6.13%, 2/1/19			101,500				111,045
4.50%, 6/1/42			29,000				30,769
Verizon Communications, Inc.
5.15%, 9/15/23			120,000				133,049
Wal-Mart Stores, Inc.
6.20%, 4/15/38			210,000				277,278
Wells Fargo & Co.
4.13%, 8/15/23			142,000				147,240
Xerox Corp.
6.35%, 5/15/18			143,000				150,737
TOTAL CORPORATE BONDS (Cost: $4,925,235)							4,906,097
FOREIGN CORPORATE BONDS - 2.7%
Belgium - 0.8%
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20			151,000				164,961
Canada - 0.2%
Nexen Energy ULC
6.40%, 5/15/37			42,000				50,356
Mexico - 0.6%
Petroleos Mexicanos
6.00%, 3/5/20			105,000				109,725
Netherlands - 0.5%
Shell International Finance B.V.
5.50%, 3/25/40			79,000				90,193
United Kingdom - 0.6%
HSBC Holdings PLC
5.10%, 4/5/21			101,000				109,120
TOTAL FOREIGN CORPORATE BONDS (Cost: $533,167)							524,355
FOREIGN GOVERNMENT OBLIGATIONS - 1.1%
Italy - 0.5%
Republic of Italy Government International Bond
5.38%, 6/15/33			86,000				95,994
Mexico - 0.6%
Mexico Government International Bond
4.00%, 10/2/23			113,000				113,000
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $218,854)							208,994
SUPRANATIONAL BOND - 2.2%
European Investment Bank 4.00%, 2/16/21 (Cost: $415,031)			384,000				413,949
COMMERCIAL MORTGAGE-BACKED SECURITIES - 5.1%
United States - 5.1%
CFCRE Commercial Mortgage Trust
3.83%, 12/15/47, Series 2011-C2, Class A4			95,175				100,601
Citigroup Commercial Mortgage Trust
1.99%, 4/10/46, Series 2013-GC11, Class A2			35,000				35,185
COMM Mortgage Trust
3.60%, 5/10/47, Series 2014-CR17, Class ASB			55,000				57,978
2.87%, 2/10/48, Series 2015-DC1, Class A2			80,000				81,632
JPMBB Commercial Mortgage Securities Trust
4.08%, 2/15/47, Series 2014-C18, Class A5			50,000				53,647
JPMorgan Chase Commercial Mortgage Securities Trust
2.67%, 1/15/46, Series 2013-C13, Class A2			75,000				76,309

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

November 30, 2016

 

Investments in Long Securities		Principal Amount				Value
Morgan Stanley Bank of America Merrill Lynch Trust
3.10%, 5/15/46, Series 2013-C9, Class A4		$	105,000			$	106,558
UBS Commercial Mortgage Trust
3.00%, 5/10/45, Series 2012-C1, Class AAB			250,000				254,678
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4			100,000				107,020
2.90%, 3/15/47, Series 2014-C19, Class A2			100,000				102,393
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $972,274)							976,001
MUNICIPAL BOND - 0.9%
United States - 0.9%
State of California 7.55%, 4/1/39 (Cost: $175,411)			120,000				177,880
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT - 99.5% (Cost: $19,148,579)							19,115,297
Securities Sold Short
U.S. GOVERNMENT AGENCIES SOLD SHORT - (1.6)%
Government National Mortgage Association - (1.6)%
3.50%, 12/1/46(a) (Proceeds: $315,281)			(300,000	)			(312,375	)
Cash and Other Assets in Excess of Liabilities - 2.1%							408,767
NET ASSETS - 100.0%						$	19,211,689

 

(a)	To-be-announced (“TBA”) security (See Note 2).

(b)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure		Contracts			Notional Value			Expiration Date			Unrealized Appreciation/ (Depreciation)
10 Year U.S. Treasury Note		27		$	(3,361,922	)		Mar-17		$	8,854
2 Year U.S. Treasury Note		27			(5,853,937	)		Mar-17			(1,625	)
5 Year U.S. Treasury Note		53			(6,245,719	)		Mar-17			(3,530	)
U.S. Treasury Ultra Long Term Bond		11			(1,775,469	)		Mar-17			(17,664	)
Ultra 10 Year U.S. Treasury Note		9			(1,209,937	)		Mar-17			(1,805	)
										$	(15,770	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

November 30, 2016

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 99.8%
U.S. Treasury Notes - 99.8%
U.S. Treasury Floating Rate Note
0.76%, 1/31/18*		$	338,800			$	339,785
0.68%, 4/30/18*			339,000				339,563
0.67%, 7/31/18*			340,000				340,341
0.66%, 10/31/18*			230,000				230,073
TOTAL INVESTMENTS IN SECURITIES - 99.8% (Cost: $1,248,478)							1,249,762
Cash and Other Assets in Excess of Liabilities - 0.2%							2,450
NET ASSETS - 100.0%						$	1,252,212

 

*	Floating rate note. Coupon shown is in effect at November 30, 2016. Date represents the ultimate maturity date.

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

November 30, 2016

 

Investments		Principal Amount				Value
CORPORATE BONDS - 85.5%
United States - 85.5%
ACCO Brands Corp.
6.75%, 4/30/20		$	69,000			$	72,105
ADT Corp. (The)
6.25%, 10/15/21			125,000				135,312
AES Corp.
7.38%, 7/1/21			80,000				88,200
Affinion Group, Inc.
7.88%, 12/15/18			5,000				3,925
Aircastle Ltd.
5.13%, 3/15/21			100,000				105,625
Alere, Inc.
7.25%, 7/1/18			51,000				51,733
Aleris International, Inc.
9.50%, 4/1/21(a)			25,000				26,875
Ally Financial, Inc.
7.50%, 9/15/20			100,000				110,875
Anixter, Inc.
5.63%, 5/1/19			36,000				37,845
APX Group, Inc.
6.38%, 12/1/19			17,000				17,510
Arconic, Inc.
6.15%, 8/15/20			100,000				108,145
Atwood Oceanics, Inc.
6.50%, 2/1/20(b)			20,000				15,700
Avaya, Inc.
7.00%, 4/1/19(a)(b)			95,000				83,244
Avon Products, Inc.
6.60%, 3/15/20			50,000				50,152
Basic Energy Services, Inc.
7.75%, 2/15/19(c)			44,000				20,020
Beazer Homes USA, Inc.
5.75%, 6/15/19			17,000				17,595
Beverages & More, Inc.
10.00%, 11/15/18(a)			13,000				12,269
BMC Software Finance, Inc.
8.13%, 7/15/21(a)			25,000				22,625
Boxer Parent Co., Inc.
9.00%, 10/15/19(a)			25,000				22,938
Cablevision Systems Corp.
7.75%, 4/15/18			158,000				166,492
Caesars Entertainment Resort Properties LLC
8.00%, 10/1/20			17,000				17,850
CalAtlantic Group, Inc.
8.38%, 5/15/18			59,000				64,310
Calumet Specialty Products Partners L.P.
6.50%, 4/15/21			25,000				20,563
Case New Holland Industrial, Inc.
7.88%, 12/1/17			17,000				17,979
Chesapeake Energy Corp.
6.63%, 8/15/20			125,000				121,562
CIT Group, Inc.
5.00%, 5/15/17			218,000				220,725
Citgo Holding, Inc.
10.75%, 2/15/20(a)			50,000				52,281
Cliffs Natural Resources, Inc.
4.80%, 10/1/20(b)			80,000				73,200
CNH Industrial Capital LLC
4.38%, 11/6/20(b)			30,000				30,570
Coeur Mining, Inc.
7.88%, 2/1/21			26,000				27,105
CommScope, Inc.
4.38%, 6/15/20(a)			36,000				36,900
Community Health Systems, Inc.
8.00%, 11/15/19(b)			80,000				63,400
Constellation Brands, Inc.
3.88%, 11/15/19			36,000				37,627
DCP Midstream LLC
5.35%, 3/15/20(a)			72,000				75,375
DCP Midstream Operating L.P.
2.50%, 12/1/17			44,000				43,890
DISH DBS Corp.
4.25%, 4/1/18			200,000				204,500
Dole Food Co., Inc.
7.25%, 5/1/19(a)			88,000				89,100
Dollar Tree, Inc.
5.25%, 3/1/20			75,000				77,625
Energen Corp.
4.63%, 9/1/21			75,000				75,656
Energy Transfer Equity L.P.
7.50%, 10/15/20			89,000				99,902
Ensco PLC
4.70%, 3/15/21(b)			50,000				44,875
EP Energy LLC
9.38%, 5/1/20			45,000				37,926
EV Energy Partners L.P.
8.00%, 4/15/19			25,000				16,094
FirstEnergy Solutions Corp.
6.05%, 8/15/21			75,000				29,625
Freeport-McMoRan, Inc.
3.10%, 3/15/20			100,000				98,750
Gastar Exploration, Inc.
8.63%, 5/15/18			23,000				20,988
GenOn Energy, Inc.
7.88%, 6/15/17			81,000				58,523
Genworth Holdings, Inc.
7.63%, 9/24/21			150,000				140,250
GLP Capital L.P.
4.88%, 11/1/20			80,000				84,400
Harland Clarke Holdings Corp.
6.88%, 3/1/20(a)			50,000				47,625
HCA Holdings, Inc.
6.25%, 2/15/21			35,000				36,820
HCA, Inc.
6.50%, 2/15/20			64,000				69,840
Hertz Corp. (The)
6.75%, 4/15/19			31,000				31,378
Hexion, Inc.
6.63%, 4/15/20			58,000				50,170
HRG Group, Inc.
7.88%, 7/15/19			89,000				92,894
Hughes Satellite Systems Corp.
6.50%, 6/15/19			100,000				108,155
Icahn Enterprises L.P.
4.88%, 3/15/19			83,000				84,037
iHeartCommunications, Inc.
6.88%, 6/15/18			50,000				35,500
9.00%, 12/15/19			41,000				32,441

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

November 30, 2016

 

Investments		Principal Amount				Value
Iron Mountain, Inc.
6.00%, 10/1/20(a)		$	55,000			$	58,025
iStar, Inc.
7.13%, 2/15/18			156,000				161,265
4.88%, 7/1/18			30,000				29,888
JC Penney Corp., Inc.
8.13%, 10/1/19(b)			85,000				92,331
K Hovnanian Enterprises, Inc.
7.25%, 10/15/20(a)			72,000				66,960
KB Home
4.75%, 5/15/19			157,000				159,747
Kratos Defense & Security Solutions, Inc.
7.00%, 5/15/19			25,000				24,438
Lennar Corp.
4.75%, 12/15/17			157,000				160,768
Martin Midstream Partners L.P.
7.25%, 2/15/21			30,000				29,250
Masco Corp.
7.13%, 3/15/20			89,000				101,015
MGM Resorts International
6.75%, 10/1/20			100,000				109,750
Nabors Industries, Inc.
5.00%, 9/15/20			50,000				50,375
Nationstar Mortgage LLC
7.88%, 10/1/20			25,000				25,688
Navient Corp.
8.45%, 6/15/18, Series A			160,000				172,800
Neiman Marcus Group Ltd. LLC
8.00%, 10/15/21(a)			50,000				39,500
NGPL PipeCo LLC
7.12%, 12/15/17(a)			28,000				29,190
Niska Gas Storage Ltd.
6.50%, 4/1/19			17,000				17,170
Northern Oil and Gas, Inc.
8.00%, 6/1/20			25,000				18,875
Pactiv LLC
8.13%, 6/15/17			150,000				154,500
QEP Resources, Inc.
6.88%, 3/1/21			50,000				51,750
Radian Group, Inc.
5.50%, 6/1/19			96,000				99,960
Rockies Express Pipeline LLC
5.63%, 4/15/20(a)			28,000				29,190
Smithfield Foods, Inc.
7.75%, 7/1/17			71,000				73,343
Speedy Cash Intermediate Holdings Corp.
10.75%, 5/15/18(a)			69,000				65,378
Springleaf Finance Corp.
5.25%, 12/15/19			100,000				98,625
Sprint Communications, Inc.
9.00%, 11/15/18(a)			250,000				275,312
Starz LLC
5.00%, 9/15/19			104,000				105,596
Sunoco L.P. / Sunoco Finance Corp.
6.25%, 4/15/21			75,000				75,984
T-Mobile USA, Inc.
6.25%, 4/1/21			100,000				104,500
Talen Energy Supply LLC
4.63%, 7/15/19(a)(b)			75,000				71,719
Tenet Healthcare Corp.
5.00%, 3/1/19			109,000				103,822
Tesoro Logistics L.P.
5.50%, 10/15/19			5,000				5,331
Titan International, Inc.
6.88%, 10/1/20(b)			65,000				63,375
TransDigm, Inc.
5.50%, 10/15/20			89,000				91,392
Transocean, Inc.
6.80%, 12/15/16			18,000				18,033
6.50%, 11/15/20(b)			25,000				24,938
Tronox Finance LLC
6.38%, 8/15/20			15,000				13,744
TRU Taj LLC
12.00%, 8/15/21(a)			12,000				12,120
Unit Corp.
6.63%, 5/15/21			50,000				45,750
United Continental Holdings, Inc.
6.38%, 6/1/18			101,000				104,787
United States Steel Corp.
7.38%, 4/1/20(b)			24,000				25,449
Universal Hospital Services, Inc.
7.63%, 8/15/20			25,000				23,925
Valeant Pharmaceuticals International, Inc.
6.75%, 8/15/18(a)(b)			150,000				142,875
Weatherford International Ltd.
5.13%, 9/15/20			25,000				22,938
Windstream Services LLC
7.75%, 10/15/20			100,000				102,250
TOTAL CORPORATE BONDS (Cost: $7,088,182)							7,093,217
FOREIGN CORPORATE BONDS - 10.1%
Canada - 3.9%
Bombardier, Inc.
5.50%, 9/15/18(a)			43,000				46,148
Cenovus Energy, Inc.
5.70%, 10/15/19			50,000				53,224
First Quantum Minerals Ltd.
6.75%, 2/15/20(a)			50,000				49,687
HudBay Minerals, Inc.
9.50%, 10/1/20			50,000				52,656
Seven Generations Energy Ltd.
8.25%, 5/15/20(a)			18,000				19,238
Teck Resources Ltd.
4.50%, 1/15/21			50,000				51,187
Tervita Corp.
8.00%, 11/15/18(a)			50,000				50,375
Total Canada							322,515
Cyprus - 0.3%
Drill Rigs Holdings, Inc.
6.50%, 10/1/17(a)			54,000				22,950
France - 0.9%
Credit Agricole S.A.
8.38%, 10/13/19(a)(d)(e)			71,000				78,643

 

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

November 30, 2016

 

Investments		Principal Amount				Value
Germany - 0.6%
Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 7/31/19(a)		$	44,000			$	47,025
Luxembourg - 2.4%
ArcelorMittal
6.25%, 8/5/20			100,000				108,690
Intelsat Jackson Holdings S.A.
7.25%, 4/1/19			115,000				90,850
Total Luxembourg							199,540
United Kingdom - 2.0%
Anglo American Capital PLC
4.45%, 9/27/20(a)			100,000				102,750
Noble Holding International Ltd.
4.90%, 8/1/20(b)			25,000				21,812
Royal Bank of Scotland Group PLC
4.70%, 7/3/18			43,000				43,787
Total United Kingdom							168,349
TOTAL FOREIGN CORPORATE BONDS (Cost: $861,445)							839,022
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 8.5%
United States - 8.5%
State Street Navigator Securities Lending Prime Portfolio, 0.26%(f) (Cost: $699,820)(g)			699,820				699,820
TOTAL INVESTMENTS IN SECURITIES - 104.1% (Cost: $8,649,447)							8,632,059
Liabilities in Excess of Cash and Other Assets - (4.1)%							(337,807	)
NET ASSETS - 100.0%						$	8,294,252

 

(a)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(b)	Security, or portion thereof, was on loan at November 30, 2016 (See Note 2).

(c)	Security in default on interest payments.

(d)	The security has a perpetual maturity; the date displayed is the next call date.

(e)	Rate shown reflects the accrual rate as of November 30, 2016 on securities with variable or step rates.

(f)	Rate shown represents annualized 7-day yield as of November 30, 2016.

(g)

At November 30, 2016, the total market value of the Fund’s securities on loan was $626,043 and the total market value of the collateral held by the Fund was $699,820. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure			Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
5 Year U.S. Treasury Note			31			$	(3,653,156	)			Mar-17			$	(2,109	)
U.S. Treasury Ultra Long Term Bond			8				(1,291,250	)			Mar-17				(12,367	)
Ultra 10 Year U.S. Treasury Note			30				(4,033,125	)			Mar-17				(6,131	)
														$	(20,607	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

November 30, 2016

 

Investments		Principal Amount				Value
CORPORATE BONDS - 85.0%
United States - 85.0%
ADT Corp. (The)
6.25%, 10/15/21		$	75,000			$	81,188
AES Corp.
7.38%, 7/1/21			120,000				132,300
Affinion Group, Inc.
7.88%, 12/15/18			18,000				14,130
Aircastle Ltd.
5.13%, 3/15/21			175,000				184,844
Alere, Inc.
7.25%, 7/1/18			120,000				121,725
Aleris International, Inc.
9.50%, 4/1/21(a)			25,000				26,875
Ally Financial, Inc.
7.50%, 9/15/20			200,000				221,750
American Airlines Group, Inc.
6.13%, 6/1/18			112,000				116,340
APX Group, Inc.
8.75%, 12/1/20			25,000				24,625
Arconic, Inc.
6.15%, 8/15/20			150,000				162,217
Atwood Oceanics, Inc.
6.50%, 2/1/20(b)			20,000				15,700
Avaya, Inc.
7.00%, 4/1/19(a)(b)			89,000				77,986
Avon Products, Inc.
6.60%, 3/15/20			75,000				75,227
Basic Energy Services, Inc.
7.75%, 2/15/19(c)			39,000				17,745
Beverages & More, Inc.
10.00%, 11/15/18(a)			41,000				38,694
BMC Software Finance, Inc.
8.13%, 7/15/21(a)			50,000				45,250
Boxer Parent Co., Inc.
9.00%, 10/15/19(a)			25,000				22,938
Cablevision Systems Corp.
7.75%, 4/15/18			238,000				250,792
CalAtlantic Group, Inc.
8.38%, 5/15/18			69,000				75,210
Calumet Specialty Products Partners L.P.
6.50%, 4/15/21			25,000				20,563
Case New Holland Industrial, Inc.
7.88%, 12/1/17			23,000				24,325
CenturyLink, Inc.
5.63%, 4/1/20, Series V			100,000				104,500
Chesapeake Energy Corp.
6.63%, 8/15/20			225,000				218,812
CIT Group, Inc.
5.00%, 5/15/17			317,000				320,962
Citgo Holding, Inc.
10.75%, 2/15/20(a)			100,000				104,562
Cliffs Natural Resources, Inc.
4.80%, 10/1/20(b)			100,000				91,500
CNH Industrial Capital LLC
4.38%, 11/6/20(b)			40,000				40,760
Coeur Mining, Inc.
7.88%, 2/1/21			39,000				40,658
CommScope, Inc.
4.38%, 6/15/20(a)			30,000				30,750
Community Health Systems, Inc.
8.00%, 11/15/19(b)			150,000				118,875
Constellation Brands, Inc.
3.88%, 11/15/19			125,000				130,650
DCP Midstream Operating L.P.
2.50%, 12/1/17			64,000				63,840
Dell, Inc.
5.65%, 4/15/18			100,000				104,148
DISH DBS Corp.
4.25%, 4/1/18			176,000				179,960
Dole Food Co., Inc.
7.25%, 5/1/19(a)			52,000				52,650
Energen Corp.
4.63%, 9/1/21			100,000				100,875
Ensco PLC
4.70%, 3/15/21(b)			75,000				67,313
EP Energy LLC
9.38%, 5/1/20			55,000				46,354
EV Energy Partners L.P.
8.00%, 4/15/19			50,000				32,188
First Data Corp.
6.75%, 11/1/20(a)			100,000				103,978
FirstEnergy Solutions Corp.
6.05%, 8/15/21(b)			200,000				79,000
Freeport-McMoRan, Inc.
3.10%, 3/15/20			50,000				49,375
Gastar Exploration, Inc.
8.63%, 5/15/18			60,000				54,750
GenOn Energy, Inc.
7.88%, 6/15/17			129,000				93,203
Genworth Holdings, Inc.
7.20%, 2/15/21			100,000				93,250
7.63%, 9/24/21			125,000				116,875
GLP Capital L.P.
4.88%, 11/1/20			120,000				126,600
Halcon Resources Corp.
8.63%, 2/1/20(a)			1,000				1,031
Harland Clarke Holdings Corp.
6.88%, 3/1/20(a)			75,000				71,438
HCA Holdings, Inc.
6.25%, 2/15/21			50,000				52,600
HCA, Inc.
6.50%, 2/15/20			90,000				98,212
Hertz Corp. (The)
6.75%, 4/15/19			31,000				31,378
Hexion, Inc.
8.88%, 2/1/18			69,000				67,103
6.63%, 4/15/20			92,000				79,580
Hughes Satellite Systems Corp.
6.50%, 6/15/19			150,000				162,232
Icahn Enterprises L.P.
4.88%, 3/15/19			100,000				101,250
iHeartCommunications, Inc.
6.88%, 6/15/18			123,000				87,330
Iron Mountain, Inc.
6.00%, 10/1/20(a)			75,000				79,125
iStar, Inc.
7.13%, 2/15/18			50,000				51,688
4.88%, 7/1/18			149,000				148,441
j2 Cloud Services, Inc.
8.00%, 8/1/20			10,000				10,381

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

November 30, 2016

 

Investments		Principal Amount				Value
JC Penney Corp., Inc.
8.13%, 10/1/19(b)		$	140,000			$	152,075
KB Home
4.75%, 5/15/19			53,000				53,928
Kratos Defense & Security Solutions, Inc.
7.00%, 5/15/19			100,000				97,750
L Brands, Inc.
7.00%, 5/1/20			125,000				140,937
Lennar Corp.
4.75%, 12/15/17			236,000				241,664
Martin Midstream Partners L.P.
7.25%, 2/15/21			40,000				39,000
Masco Corp.
7.13%, 3/15/20			125,000				141,875
MGM Resorts International
6.75%, 10/1/20			175,000				192,062
Nabors Industries, Inc.
5.00%, 9/15/20			75,000				75,563
Nationstar Mortgage LLC
7.88%, 10/1/20			40,000				41,100
Navient Corp.
8.45%, 6/15/18, Series A			275,000				297,000
Neiman Marcus Group Ltd. LLC
8.00%, 10/15/21(a)			75,000				59,250
Niska Gas Storage Ltd.
6.50%, 4/1/19			75,000				75,750
Northern Oil and Gas, Inc.
8.00%, 6/1/20			25,000				18,875
Pactiv LLC
8.13%, 6/15/17			153,000				157,590
PulteGroup, Inc.
7.63%, 10/15/17			50,000				52,500
QEP Resources, Inc.
6.88%, 3/1/21			100,000				103,500
Radian Group, Inc.
5.50%, 6/1/19			137,000				142,651
Rite Aid Corp.
9.25%, 3/15/20			120,000				125,700
Speedy Cash Intermediate Holdings Corp.
10.75%, 5/15/18(a)			86,000				81,485
Springleaf Finance Corp.
5.25%, 12/15/19			150,000				147,937
Sprint Communications, Inc.
9.00%, 11/15/18(a)			350,000				385,437
Starz LLC
5.00%, 9/15/19			149,000				151,287
SunCoke Energy Partners L.P.
7.38%, 2/1/20(a)			75,000				74,625
Sunoco L.P.
6.25%, 4/15/21			50,000				50,656
Synovus Financial Corp.
5.13%, 6/15/17			49,000				49,796
T-Mobile USA, Inc.
6.25%, 4/1/21			150,000				156,750
Talen Energy Supply LLC
4.63%, 7/15/19(a)(b)			100,000				95,625
Tenet Healthcare Corp.
5.00%, 3/1/19			205,000				195,262
Tesoro Logistics L.P.
5.50%, 10/15/19			103,000				109,824
Titan International, Inc.
6.88%, 10/1/20(b)			150,000				146,250
Transocean, Inc.
6.50%, 11/15/20(b)			50,000				49,875
Tronox Finance LLC
6.38%, 8/15/20			20,000				18,325
TRU Taj LLC
12.00%, 8/15/21(a)			15,000				15,150
Unit Corp.
6.63%, 5/15/21			75,000				68,625
United Continental Holdings, Inc.
6.38%, 6/1/18			160,000				166,000
United States Steel Corp.
7.38%, 4/1/20(b)			56,000				59,381
Universal Hospital Services, Inc.
7.63%, 8/15/20			25,000				23,925
Valeant Pharmaceuticals International, Inc.
6.75%, 8/15/18(a)(b)			225,000				214,312
Weatherford International Ltd.
5.13%, 9/15/20			50,000				45,875
Windstream Services LLC
7.75%, 10/15/20			100,000				102,250
TOTAL CORPORATE BONDS (Cost: $9,989,920)							9,976,023
FOREIGN CORPORATE BONDS - 12.6%
Canada - 5.2%
Bombardier, Inc.
7.75%, 3/15/20(a)			100,000				101,375
Cenovus Energy, Inc.
5.70%, 10/15/19			75,000				79,836
First Quantum Minerals Ltd.
6.75%, 2/15/20(a)			100,000				99,375
HudBay Minerals, Inc.
9.50%, 10/1/20			65,000				68,453
Seven Generations Energy Ltd.
8.25%, 5/15/20(a)			31,000				33,131
Teck Resources Ltd.
4.50%, 1/15/21			100,000				102,375
Telesat Canada
6.00%, 5/15/17(a)			102,000				102,046
Tervita Corp.
8.00%, 11/15/18(a)			19,000				19,143
Total Canada							605,734
Germany - 0.9%
Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 7/31/19(a)			100,000				106,875
Italy - 1.7%
Wind Acquisition Finance S.A.
7.38%, 4/23/21(a)			200,000				204,500

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

November 30, 2016

 

Investments		Principal Amount				Value
Luxembourg - 1.8%
ArcelorMittal
6.25%, 8/5/20		$	50,000			$	54,345
Intelsat Jackson Holdings S.A.
7.25%, 4/1/19			191,000				150,890
Total Luxembourg							205,235
New Zealand - 0.9%
Reynolds Group Issuer, Inc.
5.75%, 10/15/20			100,000				103,000
United Kingdom - 2.1%
Anglo American Capital PLC
4.45%, 9/27/20(a)			200,000				205,500
Noble Holding International Ltd.
4.90%, 8/1/20(b)			25,000				21,812
Royal Bank of Scotland Group PLC
4.70%, 7/3/18			20,000				20,366
Total United Kingdom							247,678
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,461,706)							1,473,022
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 9.3%
United States - 9.3%
State Street Navigator Securities Lending Prime Portfolio, 0.26%(d) (Cost: $1,093,355)(e)			1,093,355				1,093,355
TOTAL INVESTMENTS IN SECURITIES - 106.9% (Cost: $12,544,981)							12,542,400
Liabilities in Excess of Cash and Other Assets - (6.9)%							(812,885	)
NET ASSETS - 100.0%						$	11,729,515

 

(a)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(b)	Security, or portion thereof, was on loan at November 30, 2016 (See Note 2).

(c)	Security in default on interest payments.

(d)	Rate shown represents annualized 7-day yield as of November 30, 2016.

(e)

At November 30, 2016, the total market value of the Fund’s securities on loan was $972,312 and the total market value of the collateral held by the Fund was $1,093,355. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure			Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
2 Year U.S. Treasury Note			34			$	(7,371,625	)			Mar-17			$	(2,125	)
5 Year U.S. Treasury Note			21				(2,474,719	)			Mar-17				(1,429	)
														$	(3,554	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2016

 

Investments		Principal Amount				Value
FOREIGN CORPORATE BONDS - 86.5%
Argentina - 0.7%
YPF S.A.
8.75%, 4/4/24(a)(b)		$	380,000			$	392,350
Brazil - 17.3%
Braskem America Finance Co.
7.13%, 7/22/41, Reg S(b)			1,170,000				1,137,123
ESAL GmbH
6.25%, 2/5/23, Reg S			350,000				334,863
GTL Trade Finance, Inc.
5.89%, 4/29/24, Reg S			670,000				661,625
Marfrig Holdings Europe B.V.
8.00%, 6/8/23(a)			540,000				542,025
Petrobras Global Finance B.V.
5.38%, 1/27/21			1,617,000				1,582,639
4.38%, 5/20/23			640,000				564,160
6.25%, 3/17/24			1,120,000				1,080,464
5.63%, 5/20/43			620,000				442,680
6.85%, 6/5/2115			160,000				126,986
Suzano Trading Ltd.
5.88%, 1/23/21, Reg S			400,000				417,000
Ultrapar International S.A.
5.25%, 10/6/26, Reg S(b)			550,000				544,500
Vale Overseas Ltd.
4.38%, 1/11/22			1,259,000				1,243,640
6.88%, 11/21/36			750,000				727,815
Votorantim Cimentos S.A.
7.25%, 4/5/41, Reg S(b)			200,000				183,000
Total Brazil							9,588,520
Chile - 2.1%
Cencosud S.A.
4.88%, 1/20/23, Reg S			940,000				945,405
Itau CorpBanca
3.88%, 9/22/19, Reg S(b)			200,000				205,400
Total Chile							1,150,805
China - 10.5%
Baidu, Inc.
2.75%, 6/9/19			400,000				404,426
Bank of China Ltd.
5.00%, 11/13/24, Reg S			700,000				726,310
3.88%, 6/30/25, Reg S			500,000				506,579
China Overseas Finance Cayman V Ltd.
3.95%, 11/15/22, Series A, Reg S			380,000				388,364
China Overseas Finance Cayman VI Ltd.
4.25%, 5/8/19, Reg S			350,000				364,821
CITIC Ltd.
6.38%, 4/10/20, Reg S			250,000				277,099
CNOOC Finance 2013 Ltd.
3.00%, 5/9/23			700,000				677,979
Country Garden Holdings Co., Ltd.
7.25%, 4/4/21, Reg S			380,000				401,375
CRCC Yuxiang Ltd.
3.50%, 5/16/23, Reg S			790,000				786,929
Industrial & Commercial Bank of China Ltd.
3.23%, 11/13/19			830,000				851,520
Talent Yield Investments Ltd.
4.50%, 4/25/22, Reg S			440,000				464,891
Total China							5,850,293
Colombia - 3.7%
Banco Bilbao Vizcaya Argentaria Colombia S.A.
4.88%, 4/21/25(a)			720,000				709,200
Ecopetrol S.A.
5.88%, 9/18/23			500,000				518,000
5.88%, 5/28/45			1,010,000				826,685
Total Colombia							2,053,885
Guatemala - 0.6%
Comcel Trust via Comunicaciones Celulares S.A.
6.88%, 2/6/24(a)			330,000				330,825
Hong Kong - 12.9%
AIA Group Ltd.
3.20%, 3/11/25(a)			470,000				456,757
Bank of East Asia Ltd. (The)
4.25%, 11/20/24, Reg S(c)			870,000				880,559
Goodman HK Finance
4.38%, 6/19/24, Reg S			800,000				823,052
Hutchison Whampoa International 11 Ltd.
4.63%, 1/13/22, Reg S			365,000				393,296
Hutchison Whampoa International 12 II Ltd.
3.25%, 11/8/22, Reg S			1,800,000				1,830,950
PCCW-HKT Capital No. 5 Ltd.
3.75%, 3/8/23, Reg S			1,750,000				1,785,456
Prosperous Ray Ltd.
3.00%, 11/12/18, Reg S			760,000				770,880
Shimao Property Holdings Ltd.
6.63%, 1/14/20, Reg S			240,000				248,893
Total Hong Kong							7,189,843
India - 3.2%
Bharti Airtel International Netherlands B.V.
5.35%, 5/20/24(a)			540,000				566,956
ICICI Bank Ltd.
6.38%, 4/30/22, Reg S(c)			925,000				930,781
ONGC Videsh Ltd.
4.63%, 7/15/24, Reg S			270,000				278,253
Total India							1,775,990
Indonesia - 2.4%
Pertamina Persero PT
5.63%, 5/20/43, Reg S			460,000				434,571
Perusahaan Gas Negara Persero Tbk PT
5.13%, 5/16/24, Reg S			860,000				885,723
Total Indonesia							1,320,294

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2016

 

Investments		Principal Amount				Value
Jamaica - 1.0%
Digicel Ltd.
6.75%, 3/1/23(a)		$	340,000			$	294,100
6.75%, 3/1/23, Reg S(b)			300,000				259,500
Total Jamaica							553,600
Kazakhstan - 3.0%
KazMunayGas National Co. JSC
6.38%, 4/9/21, Reg S			1,567,000				1,661,177
Luxembourg - 0.6%
Millicom International Cellular S.A.
6.00%, 3/15/25, Reg S			330,000				320,925
Macau - 1.3%
MCE Finance Ltd.
5.00%, 2/15/21, Reg S			700,000				707,000
Mexico - 4.5%
BBVA Bancomer S.A.
6.75%, 9/30/22, Reg S(b)			700,000				749,875
Cemex S.A.B. de C.V.
6.50%, 12/10/19(a)			200,000				211,250
Grupo Bimbo S.A.B. de C.V.
4.50%, 1/25/22, Reg S			588,000				612,943
Mexichem S.A.B. de C.V.
4.88%, 9/19/22, Reg S			900,000				918,000
Total Mexico							2,492,068
Morocco - 2.8%
OCP S.A.
5.63%, 4/25/24, Reg S			1,500,000				1,550,625
Peru - 2.4%
BBVA Banco Continental S.A.
5.25%, 9/22/29(a)(c)			90,000				91,845
Southern Copper Corp.
5.25%, 11/8/42			1,360,000				1,224,204
Total Peru							1,316,049
Philippines - 0.8%
First Gen Corp.
6.50%, 10/9/23, Reg S			400,000				430,169
Poland - 0.5%
Powszechna Kasa Oszczednosci Bank Polski S.A. Via PKO Finance AB
4.63%, 9/26/22, Reg S			270,000				284,850
Qatar - 2.2%
Ooredoo International Finance Ltd.
4.75%, 2/16/21, Reg S			1,156,000				1,245,590
Russia - 8.1%
Evraz Group S.A.
6.75%, 4/27/18, Reg S			206,000				213,468
Gazprom OAO via Gaz Capital S.A.
3.85%, 2/6/20, Reg S			600,000				603,000
Lukoil International Finance B.V.
6.13%, 11/9/20, Reg S			373,000				401,441
MMC Norilsk Nickel OJSC via MMC Finance DAC
6.63%, 10/14/22, Reg S			280,000				307,300
Rosneft Oil Co. via Rosneft International Finance Ltd.
4.20%, 3/6/22, Reg S			700,000				685,125
Sberbank of Russia Via SB Capital S.A.
5.50%, 2/26/24, Reg S(c)			700,000				697,375
Severstal OAO via Steel Capital S.A.
5.90%, 10/17/22, Reg S			677,000				721,851
VimpelCom Holdings B.V.
7.50%, 3/1/22, Reg S			200,000				221,750
5.95%, 2/13/23, Reg S			600,000				623,250
Total Russia							4,474,560
Singapore - 3.0%
BOC Aviation Ltd.
3.00%, 3/30/20(a)			350,000				349,920
Oversea-Chinese Banking Corp. Ltd.
4.25%, 6/19/24, Reg S			1,000,000				1,018,224
Puma International Financing S.A.
6.75%, 2/1/21, Reg S			300,000				308,181
Total Singapore							1,676,325
South Africa - 0.5%
Myriad International Holdings B.V.
5.50%, 7/21/25, Reg S			270,000				272,362
South Korea - 1.7%
KEB Hana Bank
4.25%, 10/14/24, Reg S			450,000				457,276
Korea Hydro & Nuclear Power Co., Ltd.
3.00%, 9/19/22, Reg S			460,000				466,686
Total South Korea							923,962
United Arab Emirates - 0.7%
DP World Ltd.
6.85%, 7/2/37, Reg S			400,000				410,000
TOTAL FOREIGN CORPORATE BONDS (Cost: $47,619,209)							47,972,067
FOREIGN GOVERNMENT AGENCIES - 4.2%
Argentina - 1.5%
Provincia de Buenos Aires
9.13%, 3/16/24(a)			760,000				802,389
United Arab Emirates - 2.7%
MDC-GMTN B.V.
5.50%, 4/20/21, Reg S			1,366,000				1,521,724
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,329,874)							2,324,113

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2016

 

Investments		Principal Amount				Value
FOREIGN GOVERNMENT OBLIGATIONS - 2.9%
Argentina - 2.0%
Argentine Republic Government International Bond
8.28%, 12/31/33, Series NY		$	252,367			$	259,307
7.63%, 4/22/46(a)			900,000				856,125
Total Argentina							1,115,432
Brazil - 0.9%
Brazilian Government International Bond
5.63%, 2/21/47			590,000				513,300
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,724,629)							1,628,732
		Shares
COMMON STOCKS - 0.4%
Colombia - 0.4%
Pacific Exploration and Production Corp.* (Cost: $1,097,374)			5,836				228,086
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 3.2%
United States - 3.2%
State Street Navigator Securities Lending Prime Portfolio, 0.26%(d) (Cost: $1,744,885)(e)			1,744,885				1,744,885
TOTAL INVESTMENTS IN SECURITIES - 97.2% (Cost: $54,515,971)							53,897,883
Cash and Other Assets in Excess of Liabilities - 2.8%							1,570,383
NET ASSETS - 100.0%						$	55,468,266

 

*	Non-income producing security.

(a)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(b)	Security, or portion thereof, was on loan at November 30, 2016 (See Note 2).

(c)	Rate shown reflects the accrual rate as of November 30, 2016 on securities with variable or step rates.

(d)	Rate shown represents annualized 7-day yield as of November 30, 2016.

(e)	At November 30, 2016, the total market value of the Fund’s securities on loan was $1,692,703 and the total market value of the collateral held by the Fund was $1,744,885.

 

Reg S		-		Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure		Contracts			Notional Value			Expiration Date			Unrealized Appreciation/ (Depreciation)
10 Year U.S. Treasury Note		26		$	(3,237,406	)		Mar-17		$	(133	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2016

 

Investments		Principal Amount†						Value
FOREIGN GOVERNMENT AGENCIES - 2.6%
South Africa - 0.7%
Landwirtschaftliche Rentenbank
8.25%, 5/23/22, Reg S			22,250,000			ZAR		$	1,556,917
Turkey - 1.9%
Kreditanstalt fuer Wiederaufbau
9.25%, 5/22/20, Reg S			5,100,000			TRY			1,413,864
9.75%, 2/17/21			1,000,000			TRY			281,518
Landwirtschaftliche Rentenbank
5.63%, 2/27/18, Reg S			10,000,000			TRY			2,744,141
Total Turkey									4,439,523
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $7,010,043)									5,996,440
FOREIGN GOVERNMENT OBLIGATIONS - 89.9%
Brazil - 10.2%
Brazil Letras do Tesouro Nacional
12.52%, 1/1/18(a)			1,597,000			BRL			417,652
13.64%, 1/1/19(a)			40,357,000			BRL			9,491,847
Brazil Notas do Tesouro Nacional
10.00%, 1/1/21, Series F			15,243,000			BRL			4,274,454
10.00%, 1/1/23, Series F			28,314,000			BRL			7,743,644
10.00%, 1/1/25, Series F			5,589,000			BRL			1,507,215
Brazilian Government International Bond
12.50%, 1/5/22			929,000			BRL			300,054
Total Brazil									23,734,866
China - 3.4%
China Government Bond
3.09%, 11/22/18			1,500,000			CNH			216,657
3.09%, 6/29/20, Reg S			11,500,000			CNY			1,652,815
2.48%, 12/1/20			11,500,000			CNY			1,610,827
2.36%, 8/18/21, Reg S			14,500,000			CNY			2,008,965
3.10%, 6/29/22			12,000,000			CNY			1,714,984
3.16%, 6/27/23			5,000,000			CNY			713,567
Total China									7,917,815
Colombia - 6.8%
Colombia Government International Bond
7.75%, 4/14/21			2,209,000,000			COP			756,979
Colombian TES
5.00%, 11/21/18, Series B			4,774,700,000			COP			1,531,259
7.00%, 5/4/22, Series B			12,165,600,000			COP			4,030,068
10.00%, 7/24/24, Series B			15,403,300,000			COP			5,892,373
6.00%, 4/28/28, Series B			12,756,500,000			COP			3,715,176
Total Colombia									15,925,855
Hungary - 3.4%
Hungary Government Bond
2.50%, 6/22/18, Series 18/C			300,050,000			HUF			1,049,221
6.50%, 6/24/19, Series 19/A			542,630,000			HUF			2,095,903
7.50%, 11/12/20, Series 20/A			221,050,000			HUF			916,701
7.00%, 6/24/22, Series 22/A			296,970,000			HUF			1,250,086
6.00%, 11/24/23, Series 23/A			200,630,000			HUF			824,883
5.50%, 6/24/25, Series 25/B			450,000,000			HUF			1,784,612
Total Hungary									7,921,406
India - 3.3%
India Government Bond
8.27%, 6/9/20			103,000,000			INR			1,606,494
8.40%, 7/28/24			134,000,000			INR			2,181,033
9.20%, 9/30/30			223,000,000			INR			3,973,826
Total India									7,761,353
Indonesia - 4.7%
Indonesia Treasury Bond
8.38%, 9/15/26, Series FR56			51,733,000,000			IDR			3,907,354
9.00%, 3/15/29, Series FR71			9,130,000,000			IDR			711,402
8.25%, 6/15/32, Series FR58			61,064,000,000			IDR			4,461,707
8.75%, 2/15/44, Series FR67			27,019,000,000			IDR			1,963,756
Total Indonesia									11,044,219
Malaysia - 3.4%
Malaysia Government Bond
3.81%, 2/15/17, Series 0207			777,000			MYR			174,277
3.31%, 10/31/17, Series 0512			1,613,000			MYR			360,631
4.38%, 11/29/19, Series 0902			7,537,000			MYR			1,702,829
4.16%, 7/15/21, Series 0111			6,288,000			MYR			1,406,242
3.42%, 8/15/22, Series 0112			6,468,000			MYR			1,379,632
4.18%, 7/15/24, Series 0114			4,745,000			MYR			1,042,673
4.39%, 4/15/26, Series 0311			6,328,000			MYR			1,371,463
4.50%, 4/15/30, Series 0310			2,333,000			MYR			506,384
Total Malaysia									7,944,131
Mexico - 6.6%
Mexican Bonos
4.75%, 6/14/18, Series M			48,000,000			MXN			2,290,720
8.50%, 12/13/18, Series M 10			34,453,000			MXN			1,745,524
5.00%, 12/11/19, Series M			54,617,000			MXN			2,547,752
6.50%, 6/10/21, Series M			12,000,000			MXN			576,191
6.50%, 6/9/22, Series M			18,487,000			MXN			881,229
10.00%, 12/5/24, Series M 20			36,448,000			MXN			2,082,497
7.50%, 6/3/27, Series M 20			17,282,000			MXN			852,092
8.50%, 5/31/29, Series M 20			13,000,000			MXN			688,341
7.75%, 5/29/31, Series M			20,133,000			MXN			999,092
7.75%, 11/23/34, Series M			5,719,000			MXN			283,357
10.00%, 11/20/36, Series M 30			10,452,000			MXN			634,428
8.50%, 11/18/38, Series M 30			15,854,000			MXN			844,886
7.75%, 11/13/42, Series M			21,142,000			MXN			1,045,433
Total Mexico									15,471,542
Peru - 3.3%
Peruvian Government International Bond
7.84%, 8/12/20, Reg S			3,281,000			PEN			1,042,834
5.70%, 8/12/24, Reg S			4,740,000			PEN			1,377,357
8.20%, 8/12/26, Reg S			5,138,000			PEN			1,717,148
6.95%, 8/12/31, Reg S			6,932,000			PEN			2,097,818
6.90%, 8/12/37, Reg S			5,125,000			PEN			1,532,888
Total Peru									7,768,045

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2016

 

Investments		Principal Amount†				Value
Philippines - 3.3%
Philippine Government International Bond
4.95%, 1/15/21			117,000,000	PHP		$	2,370,538
3.90%, 11/26/22			98,000,000	PHP			1,862,641
6.25%, 1/14/36			152,000,000	PHP			3,335,136
Total Philippines							7,568,315
Poland - 6.8%
Republic of Poland Government Bond
2.50%, 7/25/18, Series 0718			14,428,000	PLN			3,483,635
5.50%, 10/25/19, Series 1019			6,579,000	PLN			1,709,390
5.25%, 10/25/20, Series 1020			6,614,000	PLN			1,732,581
5.75%, 10/25/21, Series 1021			10,360,000	PLN			2,789,565
5.75%, 9/23/22, Series 0922			7,236,000	PLN			1,961,154
4.00%, 10/25/23, Series 1023			5,986,000	PLN			1,486,027
3.25%, 7/25/25, Series 0725			9,816,000	PLN			2,287,508
2.50%, 7/25/26, Series 0726			2,271,000	PLN			492,488
Total Poland							15,942,348
Romania - 3.3%
Romania Government Bond
5.60%, 11/28/18, Series 5Y			6,640,000	RON			1,704,439
2.50%, 4/29/19, Series 3Y			3,500,000	RON			846,947
5.75%, 4/29/20, Series 7Y			5,470,000	RON			1,453,431
3.25%, 3/22/21, Series 5Y			1,470,000	RON			358,696
5.95%, 6/11/21, Series 10Y			4,960,000	RON			1,344,994
5.85%, 4/26/23, Series 10Y			4,000,000	RON			1,094,126
4.75%, 2/24/25, Series 10Y			335,000	RON			86,623
5.80%, 7/26/27, Series 15Y			2,500,000	RON			696,511
Total Romania							7,585,767
Russia - 10.3%
Russian Federal Bond - OFZ
7.50%, 3/15/18, Series 6204			85,930,000	RUB			1,315,398
7.50%, 2/27/19, Series 6208			244,301,000	RUB			3,709,440
6.70%, 5/15/19, Series 6216			244,000,000	RUB			3,636,856
7.60%, 4/14/21, Series 6205			244,833,000	RUB			3,643,775
7.60%, 7/20/22, Series 6209			213,125,000	RUB			3,146,296
7.00%, 1/25/23, Series 6211			96,144,000	RUB			1,373,486
7.00%, 8/16/23, Series 6215			59,820,000	RUB			850,866
8.15%, 2/3/27, Series 6207			179,634,000	RUB			2,700,143
7.05%, 1/19/28, Series 6212			89,513,000	RUB			1,228,508
8.50%, 9/17/31, Series 6218			150,000,000	RUB			2,265,970
Total Russia							23,870,738
South Africa - 4.5%
Republic of South Africa Government Bond
10.50%, 12/21/26, Series R186			6,229,000	ZAR			486,956
8.00%, 1/31/30, Series 2030			24,991,000	ZAR			1,594,640
7.00%, 2/28/31, Series R213			39,445,000	ZAR			2,285,711
6.25%, 3/31/36, Series R209			3,156,600	ZAR			159,004
8.50%, 1/31/37, Series 2037			18,000,000	ZAR			1,145,617
6.50%, 2/28/41, Series R214			55,748,000	ZAR			2,793,709
8.75%, 1/31/44, Series 2044			18,000,000	ZAR			1,159,819
8.75%, 2/28/48, Series 2048			13,100,000	ZAR			843,135
Total South Africa							10,468,591
South Korea - 3.4%
Korea Treasury Bond
5.00%, 6/10/20, Series 2006			2,226,020,000	KRW			2,106,033
3.38%, 9/10/23, Series 2309			1,621,120,000	KRW			1,504,942
3.50%, 3/10/24, Series 2403			2,206,970,000	KRW			2,074,180
4.00%, 12/10/31, Series 3112			2,010,110,000	KRW			2,125,899
Total South Korea							7,811,054
Thailand - 8.4%
Thailand Government Bond
2.55%, 6/26/20			89,622,000	THB			2,574,772
3.65%, 12/17/21			137,785,000	THB			4,159,737
3.63%, 6/16/23			141,669,000	THB			4,276,737
3.85%, 12/12/25			97,480,000	THB			3,002,221
3.58%, 12/17/27			78,358,000	THB			2,348,886
4.88%, 6/22/29			96,538,000	THB			3,261,999
Total Thailand							19,624,352
Turkey - 4.8%
Turkey Government Bond
8.50%, 7/10/19			6,482,000	TRY			1,822,401
10.50%, 1/15/20			1,456,000	TRY			429,097
9.40%, 7/8/20			4,000,000	TRY			1,131,591
9.50%, 1/12/22			4,667,000	TRY			1,303,951
8.50%, 9/14/22			11,224,000	TRY			2,975,564
8.00%, 3/12/25			14,262,000	TRY			3,543,871
Total Turkey							11,206,475
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $254,514,152)							209,566,872
SUPRANATIONAL BONDS - 3.2%
European Investment Bank
7.50%, 1/30/19			9,180,000	ZAR			644,964
4.95%, 3/1/19, Reg S			25,000,000,000	IDR			1,722,192
7.20%, 7/9/19, Reg S			35,630,000,000	IDR			2,568,567
8.38%, 7/29/22, Reg S			12,620,000	ZAR			891,106
8.13%, 12/21/26			24,000,000	ZAR			1,619,774
TOTAL SUPRANATIONAL BONDS (Cost: $8,321,987)							7,446,603
TOTAL INVESTMENTS IN SECURITIES - 95.7% (Cost: $269,846,182)							223,009,915
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 4.3%							10,125,218
NET ASSETS - 100.0%						$	233,135,133

 

†	Principal amount is reported in U.S. dollars unless otherwise noted.

(a)	Represents a zero coupon bond. Rate shown reflects the effective yield as of November 30, 2016.

 

Reg S		-		Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2016

 

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

		Settlement Date								Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
			12/1/2016				MYR				164,985				USD				36,935			$	(7	)
			12/2/2016				USD				250,936				COP				766,609,245				(87	)
			12/2/2016				USD				488,525				IDR				6,624,396,880				270
			12/2/2016				USD				243,793				KRW				284,335,716				(573	)
			12/5/2016				BRL				1,770,933				USD				523,248				(309	)
			12/5/2016				USD				250,936				COP				766,609,245				(87	)
			12/5/2016				USD				483,989				HUF				142,864,833				(48	)
			12/5/2016				USD				726,454				PLN				3,045,379				11
			12/5/2016				USD				970,134				TRY				3,328,907				732
			12/5/2016				ZAR				1,657,635				USD				118,110				(71	)
			12/21/2016				IDR				3,184,000,000				USD				233,602				(771	)
			12/21/2016				IDR				4,775,000,000				USD				350,330				(1,156	)
			12/21/2016				IDR				6,585,000,000				USD				485,620				899
			12/21/2016				IDR				4,042,000,000				USD				297,315				(215	)
			12/21/2016				INR				34,525,000				USD				513,459				10,686
			12/21/2016				INR				40,210,000				USD				590,629				5,067
			12/21/2016				INR				60,315,000				USD				885,943				7,601
			12/21/2016				INR				24,825,000				USD				364,537				3,021
			12/21/2016				INR				43,830,000				USD				642,669				4,391
			12/21/2016				THB				54,000,000				USD				1,557,992				42,125
			12/21/2016				THB				31,445,000				USD				887,525				4,813
			12/21/2016				THB				47,170,000				USD				1,331,358				7,220
			12/21/2016				THB				16,465,000				USD				464,064				1,865
			12/21/2016				USD				1,166,605				IDR				15,650,000,000				(14,612	)
			12/21/2016				USD				484,063				IDR				6,576,000,000				(6	)
			12/21/2016				USD				508,993				INR				34,525,000				(6,220	)
			12/21/2016				USD				2,475,201				INR				169,180,000				(11,504	)
			12/21/2016				USD				243,192				INR				16,700,000				3
			12/21/2016				USD				7,632,519				THB				267,100,000				(134,592	)
			12/21/2016				USD				727,298				THB				25,910,000				37
																						$	(81,517	)

CURRENCY LEGEND

 

BRL		Brazilian real
CNH		Offshore Chinese renminbi
CNY		Chinese yuan
COP		Colombian peso
HUF		Hungary forint
IDR		Indonesian rupiah
INR		Indian rupee
KRW		South Korean won
MXN		Mexican peso
MYR		Malaysian ringgit
PEN		Peruvian Nuevo sol
PHP		Philippine peso
PLN		Polish zloty
RON		Romanian leu
RUB		Russian ruble
THB		Thai baht
TRY		Turkish New lira
USD		U.S. dollar
ZAR		South African rand

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Strategic Corporate Bond Fund (CRDT)

November 30, 2016

 

Investments		Principal Amount†				Value
U.S. GOVERNMENT OBLIGATIONS - 1.1%
U.S. Treasury Bond - 1.1%
U.S. Treasury Note
1.50%, 8/15/26			90,000			$	83,127
CORPORATE BONDS - 55.8%
United States - 55.8%
Abbott Laboratories
4.90%, 11/30/46			70,000				70,868
Actavis Funding SCS
4.55%, 3/15/35			20,000				19,771
Amgen, Inc.
3.63%, 5/22/24			150,000				153,016
Anadarko Petroleum Corp.
3.45%, 7/15/24(a)			80,000				77,019
6.45%, 9/15/36			60,000				67,751
Arconic, Inc.
5.13%, 10/1/24(a)			70,000				71,750
AT&T, Inc.
3.90%, 3/11/24			50,000				50,331
Bank of America Corp.
3.30%, 1/11/23			250,000				250,436
Calpine Corp.
7.88%, 1/15/23(b)			31,000				32,434
Caterpillar, Inc.
3.90%, 5/27/21			180,000				190,168
CCO Holdings LLC
6.63%, 1/31/22			30,000				31,088
Celgene Corp.
5.00%, 8/15/45			20,000				20,755
Charter Communications Operating LLC
4.91%, 7/23/25(b)			100,000				104,564
CIT Group, Inc.
5.00%, 8/1/23			70,000				72,275
Citigroup, Inc.
4.50%, 1/14/22			170,000				182,572
Comcast Corp.
3.13%, 7/15/22(a)			110,000				112,339
Constellation Brands, Inc.
4.25%, 5/1/23			70,000				73,588
Devon Energy Corp.
5.85%, 12/15/25(a)			50,000				55,612
5.00%, 6/15/45			40,000				37,465
Diamond 1 Finance Corp.
3.48%, 6/1/19(b)			70,000				71,341
Dollar Tree, Inc.
5.75%, 3/1/23			80,000				85,800
Ensco PLC
5.20%, 3/15/25(a)			90,000				73,125
General Electric Co.
6.88%, 1/10/39, Series A			140,000				195,673
General Motors Co.
6.25%, 10/2/43			100,000				108,017
Gilead Sciences, Inc.
4.50%, 2/1/45			40,000				39,587
Goldman Sachs Group, Inc. (The)
5.75%, 1/24/22			190,000				214,819
Halliburton Co.
5.00%, 11/15/45			40,000				40,959
Harris Corp.
3.83%, 4/27/25			70,000				71,041
HCA, Inc.
5.25%, 4/15/25			70,000				70,700
International Lease Finance Corp.
5.88%, 8/15/22			70,000				76,670
Kraft Heinz Foods Co.
5.00%, 6/4/42			20,000				20,729
Lockheed Martin Corp.
3.10%, 1/15/23			10,000				10,136
4.50%, 5/15/36			60,000				63,920
Occidental Petroleum Corp.
3.40%, 4/15/26			40,000				40,016
Pacific Gas & Electric Co.
6.05%, 3/1/34			120,000				149,710
Packaging Corp. of America
4.50%, 11/1/23			40,000				42,462
Quicken Loans, Inc.
5.75%, 5/1/25(b)			40,000				38,600
Reynolds American, Inc.
6.88%, 5/1/20			100,000				114,036
5.85%, 8/15/45			30,000				35,528
Scientific Games International, Inc.
7.00%, 1/1/22(b)			70,000				74,200
Sprint Corp.
7.25%, 9/15/21			30,000				30,825
Taylor Morrison Communities, Inc.
5.25%, 4/15/21(b)			30,000				30,825
United Rentals North America, Inc.
7.63%, 4/15/22			18,000				19,125
United Technologies Corp.
3.10%, 6/1/22			180,000				184,880
Verizon Communications, Inc.
4.15%, 3/15/24			20,000				21,002
5.01%, 8/21/54			21,000				20,942
West Corp.
5.38%, 7/15/22(b)			82,000				79,027
Western Gas Partners L.P.
4.65%, 7/1/26			70,000				71,341
WestRock RKT Co.
4.45%, 3/1/19			250,000				261,558
XPO Logistics, Inc.
6.50%, 6/15/22(b)			66,000				68,558
TOTAL CORPORATE BONDS (Cost: $4,029,256)							4,098,954
FOREIGN CORPORATE BONDS - 38.6%
Belgium - 2.1%
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20			140,000				152,944
Brazil - 2.2%
Petrobras Global Finance B.V.
8.38%, 5/23/21			50,000				53,750
Vale Overseas Ltd.
4.38%, 1/11/22(a)			110,000				109,450
Total Brazil							163,200

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Strategic Corporate Bond Fund (CRDT)

November 30, 2016

 

Investments		Principal Amount†						Value
Canada - 1.0%
Barrick Gold Corp.
4.10%, 5/1/23			70,000					$	72,701
Colombia - 0.9%
Ecopetrol S.A.
7.63%, 7/23/19			60,000						67,200
France - 3.7%
Electricite de France S.A.
4.63%, 9/11/24			50,000			EUR			67,995
SFR Group S.A.
6.00%, 5/15/22(b)			200,000						202,250
Total France									270,245
Germany - 4.4%
E.ON International Finance B.V.
5.50%, 10/2/17			50,000			EUR			55,551
Volkswagen Leasing GmbH
3.25%, 5/10/18			100,000			EUR			110,974
ZF North America Capital, Inc.
4.50%, 4/29/22(b)			150,000						155,438
Total Germany									321,963
Italy - 2.8%
Intesa Sanpaolo SpA
5.02%, 6/26/24(b)			230,000						204,901
Luxembourg - 0.1%
Intelsat Jackson Holdings S.A.
7.25%, 10/15/20			10,000						7,337
Mexico - 1.4%
Petroleos Mexicanos
5.50%, 1/21/21			100,000						101,425
Netherlands - 3.7%
Cooperatieve Rabobank UA
5.25%, 8/4/45			250,000						272,949
Russia - 2.9%
Lukoil International Finance B.V.
6.13%, 11/9/20(b)			200,000						215,120
Switzerland - 2.0%
Glencore Funding LLC
3.13%, 4/29/19(a)(b)			90,000						90,252
2.88%, 4/16/20(b)			60,000						59,417
Total Switzerland									149,669
United Kingdom - 11.4%
Barclays Bank PLC
7.63%, 11/21/22			200,000						219,925
BP Capital Markets PLC
2.24%, 5/10/19			100,000						100,549
HSBC Bank PLC
3.88%, 10/24/18, Reg S			160,000			EUR			182,598
Rio Tinto Finance USA PLC
4.13%, 8/21/42			30,000						29,441
Royal Bank of Scotland Group PLC
6.13%, 12/15/22			210,000						217,867
Tesco PLC
6.13%, 2/24/22, Series 68			60,000			GBP			84,408
Total United Kingdom									834,788
TOTAL FOREIGN CORPORATE BONDS (Cost: $2,947,810)									2,834,442
FOREIGN GOVERNMENT OBLIGATIONS - 2.1%
Argentina - 2.1%
Argentine Republic Government International Bond 7.50%, 4/22/26(b) (Cost: $152,873)			150,000						151,875
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 6.3%
United States - 6.3%
State Street Navigator Securities Lending Prime Portfolio, 0.26%(c) (Cost: $458,648)(d)			458,648						458,648
TOTAL INVESTMENTS IN SECURITIES - 103.9% (Cost: $7,675,799)									7,627,046
Liabilities in Excess of Cash, Foreign Currency and Other Assets - (3.9)%									(285,908	)
NET ASSETS - 100.0%								$	7,341,138

 

†	Principal amount is reported in U.S. dollars unless otherwise noted.

(a)	Security, or portion thereof, was on loan at November 30, 2016 (See Note 2).

(b)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(c)	Rate shown represents annualized 7-day yield as of November 30, 2016.

(d)	At November 30, 2016, the total market value of the Fund’s securities on loan was $444,806 and the total market value of the collateral held by the Fund was $458,648.

 

Reg S		-		Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Strategic Corporate Bond Fund (CRDT)

November 30, 2016

 

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

 

		Settlement Date		Contracts To Deliver								In Exchange For								Unrealized Gain (Loss)
		2/13/2017			EUR				395,041				USD				440,767			$	20,132
		2/13/2017			GBP				61,170				USD				75,552				(1,023	)
		2/13/2017			USD				6,224				EUR				5,583				(279	)
																				$	18,830

CURRENCY LEGEND

 

EUR		Euro
GBP		British pound
USD		U.S. dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

November 30, 2016

 

Investments		Principal Amount†				Value
U.S. GOVERNMENT AGENCIES - 6.1%
Federal Home Loan Mortgage Corporation - 6.1%
0.54%, 5/18/17, Series RB			200,000			$	199,506
3.50%, 12/1/46(a)			100,000				102,652
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $302,260)							302,158
U.S. GOVERNMENT OBLIGATIONS - 18.1%
U.S. Treasury Bonds - 6.8%
U.S. Treasury Bond
3.13%, 8/15/44			220,000				224,701
3.00%, 5/15/45			80,000				79,611
U.S. Treasury Inflation Indexed Bond
0.75%, 2/15/45			20,503				19,630
1.00%, 2/15/46			10,188				10,435
Total U.S. Treasury Bonds							334,377
U.S. Treasury Notes - 11.3%
U.S. Treasury Floating Rate Note
0.67%, 7/31/18*			190,000				190,190
U.S. Treasury Inflation Indexed Note
0.13%, 7/15/26			10,071				9,797
U.S. Treasury Note
0.75%, 2/28/18			100,000				99,736
0.75%, 8/31/18			150,000				149,133
1.38%, 8/31/20			40,000				39,611
2.00%, 11/30/22			30,000				29,876
1.38%, 8/31/23			40,000				38,019
Total U.S. Treasury Notes							556,362
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $888,066)							890,739
CORPORATE BONDS - 27.9%
United States - 27.9%
AES Corp.
5.50%, 3/15/24			60,000				59,400
Ally Financial, Inc.
8.00%, 3/15/20			60,000				67,050
Bank of America Corp.
4.00%, 1/22/25			65,000				65,110
Celgene Corp.
5.00%, 8/15/45			10,000				10,378
Charter Communications Operating LLC
4.91%, 7/23/25(b)			120,000				125,477
Chesapeake Energy Corp.
5.75%, 3/15/23(c)			40,000				34,600
Chubb INA Holdings, Inc.
4.35%, 11/3/45			10,000				10,467
CIT Group, Inc.
5.00%, 8/1/23			60,000				61,950
Citigroup, Inc.
4.30%, 11/20/26			65,000				65,619
Comcast Corp.
3.38%, 2/15/25			25,000				25,316
FirstEnergy Corp.
7.38%, 11/15/31, Series C			50,000				62,654
Ford Motor Credit Co., LLC
8.13%, 1/15/20			100,000				115,585
General Electric Co.
5.88%, 1/14/38			10,000				12,545
6.88%, 1/10/39, Series A			40,000				55,907
General Motors Co.
6.25%, 10/2/43			35,000				37,806
Gilead Sciences, Inc.
3.70%, 4/1/24			30,000				30,840
Goldman Sachs Group, Inc. (The)
6.75%, 10/1/37			50,000				61,802
HCA, Inc.
5.00%, 3/15/24			60,000				60,300
JPMorgan Chase & Co.
3.63%, 12/1/27			10,000				9,751
Level 3 Financing, Inc.
5.38%, 8/15/22			60,000				61,200
Pacific Gas & Electric Co.
6.05%, 3/1/34			50,000				62,379
Sprint Corp.
7.88%, 9/15/23			60,000				62,100
United Rentals North America, Inc.
5.50%, 7/15/25			120,000				121,350
Verizon Communications, Inc.
6.55%, 9/15/43			25,000				31,270
Wells Fargo & Co.
4.10%, 6/3/26			60,000				61,127
TOTAL CORPORATE BONDS (Cost: $1,345,387)							1,371,983
FOREIGN CORPORATE BONDS - 12.7%
Brazil - 3.1%
Petrobras Global Finance B.V.
5.38%, 1/27/21			100,000				97,600
6.85%, 6/5/2115			60,000				47,475
Vale Overseas Ltd.
4.38%, 1/11/22			10,000				9,950
Total Brazil							155,025
Colombia - 1.8%
Ecopetrol S.A.
7.63%, 7/23/19(c)			80,000				89,600
Indonesia - 2.3%
Majapahit Holding B.V.
7.75%, 1/20/20, Reg S			100,000				113,219
Mexico - 1.9%
Petroleos Mexicanos
6.63%, 6/15/35			100,000				92,260
Peru - 1.9%
Southern Copper Corp.
5.25%, 11/8/42			100,000				91,312

 

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

November 30, 2016

 

Investments		Principal Amount†				Value
Switzerland - 0.4%
Glencore Funding LLC
2.88%, 4/16/20(b)			20,000			$	19,806
United Kingdom - 1.3%
BP Capital Markets PLC
3.51%, 3/17/25			65,000				65,618
TOTAL FOREIGN CORPORATE BONDS (Cost: $606,111)							626,840
FOREIGN GOVERNMENT OBLIGATIONS - 8.9%
Argentina - 3.8%
Argentine Republic Government International Bond
7.13%, 7/6/36(b)			200,000				184,600
Brazil - 1.1%
Brazil Notas do Tesouro Nacional
10.00%, 1/1/23, Series F			200,000	BRL			54,699
Mexico - 2.3%
Mexican Bonos
10.00%, 12/5/24, Series M 20			1,700,000	MXN			97,131
7.75%, 11/13/42, Series M			370,000	MXN			18,296
Total Mexico							115,427
Poland - 1.7%
Republic of Poland Government International Bond
4.00%, 1/22/24			80,000				82,724
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $503,119)							437,450
COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.1%
United States - 7.1%
GS Mortgage Securities Trust 5.99%, 8/10/45, Series 2007-GG10, Class AM(d) (Cost: $366,347)			360,000				349,113
BANK LOANS - 6.2%
Canada - 0.8%
1011778 B.C. Unlimited Liability Co. (Burger King/Tim Hortons)
3.75% (LIBOR + 2.75%; LIBOR base rate 1.00%), 12/10/21, Term Loan B2(d)			39,367				39,692
United Kingdom - 0.5%
Virgin Media Investment Holdings Ltd.
3.75% (LIBOR + 2.75%; LIBOR base rate 1.00%), 6/30/23, USD Term Loan F(d)			25,000				25,172
United States - 4.9%
Berry Plastics Group, Inc.
3.75% (LIBOR + 2.75%; LIBOR base rate 1.00%), 10/1/22, Term Loan H(d)			23,747				23,925
First Data Corp.
4.00% (LIBOR + 3.00%; LIBOR base rate 1.00%), 3/24/21, 2016 USD Term Loan(d)			23,617				23,755
Hilton Worldwide Finance LLC
3.50% (LIBOR + 2.50%; LIBOR base rate 1.00%), 10/26/20, Term Loan B1(d)			3,197				3,218
3.08% (LIBOR + 2.50%; LIBOR base rate 0.58%), 10/25/23, Term Loan B2(d)			32,679				32,949
Jaguar Holding Co. II
4.25% (LIBOR + 3.25%; LIBOR base rate 1.00%), 8/18/22, 2015 Term Loan B(d)			24,937				25,030
Petco Animal Supplies, Inc.
5.00% (LIBOR + 4.00%; LIBOR base rate 1.00%), 1/26/23, Term Loan B1(d)			24,937				25,150
PetSmart, Inc.
4.00% (LIBOR + 3.00%; LIBOR base rate 1.00%), 3/11/22, Term Loan B2(d)			39,400				39,562
T-Mobile USA, Inc.
3.50% (LIBOR + 2.75%; LIBOR base rate 0.75%), 11/9/22, Term Loan B(d)			24,937				25,215
Univision Communications, Inc.
4.00% (LIBOR + 3.00%; LIBOR base rate 1.00%), 3/1/20, Term Loan C4(d)			39,370				39,419
Total United States							238,223
TOTAL BANK LOANS (Cost: $302,524)							303,087
		Notional Amount
PURCHASED SWAPTIONS - 0.8%
10-Year Interest Rate Swap (Fund to Receive: Fixed Strike Rate; Fund to Pay: 3-Month USD LIBOR Floating Rate)
Call, Strike Rate at 0.99%, Expires 10/4/17, Counterparty: Bank of America Merrill Lynch**		$	460,000				698
30-Year Interest Rate Swap (Fund to Receive: 3-Month USD LIBOR Floating Rate; Fund to Pay: Fixed Strike Rate)
Put, Strike Rate at 2.06%, Expires 10/4/17, Counterparty: Bank of America Merrill Lynch**			200,000				26,052
Put, Strike Rate at 2.31%, Expires 10/4/17, Counterparty: Bank of America Merrill Lynch**			130,000				12,136
TOTAL PURCHASED SWAPTIONS (Cost: $20,013)							38,886

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

November 30, 2016

 

Investments		Shares				Value
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.7%
United States - 0.7%
State Street Navigator Securities Lending Prime Portfolio, 0.26%(e) (Cost: $32,040)(f)			32,040			$	32,040
TOTAL INVESTMENTS IN SECURITIES BEFORE WRITTEN SWAPTIONS - 88.5% (Cost: $4,365,867)							4,352,296
		Notional Amount
WRITTEN SWAPTIONS - (0.2)%
10-Year Interest Rate Swap (Fund to Receive: 3-Month USD LIBOR Floating Rate; Fund to Pay: Fixed Strike Rate)
Call, Strike Rate at 1.24%, Expires 10/4/17, Counterparty: Bank of America Merrill Lynch**		$	(200,000	)			(566	)
Call, Strike Rate at 1.49%, Expires 10/4/17, Counterparty: Bank of America Merrill Lynch**			(470,000	)			(2,421	)
30-Year Interest Rate Swap (Fund to Receive: Fixed Strike Rate; Fund to Pay: 3-Month USD LIBOR Floating Rate)
Put, Strike Rate at 2.81%, Expires 10/4/17, Counterparty: Bank of America Merrill Lynch**			(200,000	)			(8,281	)
TOTAL WRITTEN SWAPTIONS (Premiums Received: $14,579)							(11,268	)
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 11.7%							577,218
NET ASSETS - 100.0%						$	4,918,246

 

†	Principal amount is reported in U.S. dollars unless otherwise noted.

*	Floating rate note. Coupon shown is in effect at November 30, 2016. Date represents the ultimate maturity date.

**	Non-income producing security.

(a)	To-be-announced (“TBA”) security (See Note 2).

(b)	This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(c)	Security, or portion thereof, was on loan at November 30, 2016 (See Note 2).

(d)	Rate shown reflects the accrual rate as of November 30, 2016 on securities with variable or step rates.

(e)	Rate shown represents annualized 7-day yield as of November 30, 2016.

(f)	At November 30, 2016, the total market value of the Fund’s securities on loan was $103,940 and the total market value of the collateral held by the Fund was $108,090. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $76,050.

 

LIBOR -

London Interbank Offered Rate

Reg S   -

Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

		Settlement Date						Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
		1/20/2017			AUD				130,000				USD				97,054			$	1,119
		1/20/2017			CNY				470,000				USD				69,821				1,720
		1/20/2017			MXN				217,000				USD				11,108				572
		1/20/2017			USD				24,644				IDR				324,560,000				(866	)
		1/20/2017			USD				81,520				INR				5,503,389				(1,510	)
		1/20/2017			USD				12,269				MXN				240,000				(616	)
		1/20/2017			USD				36,957				NOK				300,000				(1,708	)
																				$	(1,289	)

CURRENCY LEGEND

 

AUD		Australian dollar
BRL		Brazilian real
CNY		Chinese yuan
IDR		Indonesian rupiah
INR		Indian rupee
MXN		Mexican peso
NOK		Norwegian krone
USD		U.S. dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

November 30, 2016

 

TOTAL RETURN SWAP - LONG EXPOSURE TO REFERENCE ENTITY

 

Counterparty

Termination Date

Notional Amount

Fund Pays Fixed Rate (per annum)

Fund Receives Total Return  of Reference Entity

Unrealized Appreciation/ (Depreciation)

Bank of America Merrill Lynch

2/15/46

$70,000

1.923%

U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted

$

8,118

FUTURES CONTRACTS

 

Short Exposure			Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
10 Year U.S. Treasury Note			4			$	(498,063	)			Mar-17			$	55
U.S. Treasury Long Bond			1				(151,281	)			Mar-17				180
U.S. Treasury Ultra Long Term Bond			4				(645,625	)			Mar-17				3,601
														$	3,836

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree CBOE S&P 500 PutWrite Strategy Fund (PUTW)

November 30, 2016

 

Investments						Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 83.5%
U.S. Treasury Bill - 83.5%
U.S. Treasury Bill 0.44%, 2/16/17* (Cost: $20,880,770)						$	20,900,000			$	20,880,270
TOTAL INVESTMENTS IN SECURITIES BEFORE WRITTEN OPTIONS - 83.5% (Cost: $20,880,770)											20,880,270
		Contracts				Notional Amount
WRITTEN OPTIONS - (0.7)%
S&P 500 Index, Put Strike Price $2,180, Expires 12/16/16** (Premiums Received: $311,020)			116				(25,288,000	)			(165,880	)
Cash and Other Assets in Excess of Liabilities - 17.2%											4,302,891
NET ASSETS - 100.0%										$	25,017,281

 

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

**	Non-income producing security.

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Global Real Return Fund (RRF) (consolidated)

November 30, 2016

 

Investments		Principal Amount†								Value
U.S. GOVERNMENT OBLIGATIONS - 34.0%
U.S. Treasury Bonds - 20.2%
U.S. Treasury Inflation Indexed Bond
2.38%, 1/15/25			230,528							$	265,983
3.38%, 4/15/32			340,013								474,818
0.75%, 2/15/45			92,265								88,335
Total U.S. Treasury Bonds											829,136
U.S. Treasury Notes - 13.8%
U.S. Treasury Inflation Indexed Note
2.13%, 1/15/19			134,928								142,529
0.63%, 1/15/24			269,001								274,513
U.S. Treasury Note
0.75%, 7/31/18			150,000								149,224
Total U.S. Treasury Notes											566,266
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $1,375,938)											1,395,402
CORPORATE BONDS - 3.7%
United States - 3.7%
Freeport-McMoRan, Inc.
3.55%, 3/1/22			20,000								19,030
HCA, Inc.
5.38%, 2/1/25			30,000								29,400
Sprint Corp.
7.88%, 9/15/23			100,000								103,500
TOTAL CORPORATE BONDS (Cost: $145,470)											151,930
FOREIGN CORPORATE BONDS - 5.0%
Brazil - 2.4%
Vale Overseas Ltd.
4.38%, 1/11/22(a)			100,000								99,500
Mexico - 2.6%
America Movil S.A.B. de C.V.
5.00%, 3/30/20			100,000								107,495
TOTAL FOREIGN CORPORATE BONDS (Cost: $201,905)											206,995
FOREIGN GOVERNMENT OBLIGATIONS - 27.6%
Australia - 3.4%
Australia Inflation Linked Bond
4.00%, 8/20/20, Series 20CI, Reg S			168,606				AUD				140,565
Brazil - 1.3%
Brazil Notas do Tesouro Nacional Inflation Linked Bond
6.00%, 8/15/22, Series B			91,387				BRL				26,802
6.00%, 8/15/50, Series B			88,439				BRL				26,182
Total Brazil											52,984
Canada - 3.8%
Canadian Government Inflation Linked Bond
4.25%, 12/1/26			80,658				CAD				85,437
3.00%, 12/1/36			62,528				CAD				71,203
Total Canada											156,640
Mexico - 4.4%
Mexican Udibonos Inflation Linked Bond
4.00%, 6/13/19, Series S			1,437,262				MXN				72,196
2.50%, 12/10/20, Series S			718,631				MXN				34,539
4.50%, 12/4/25, Series S			1,381,982				MXN				73,999
Total Mexico											180,734
South Africa - 3.8%
Republic of South Africa Inflation Linked Bond
2.50%, 1/31/17, Series R211			1,058,348				ZAR				75,643
5.50%, 12/7/23, Series R197			910,389				ZAR				79,899
Total South Africa											155,542
Sweden - 3.6%
Sweden Inflation Linked Bond
4.00%, 12/1/20, Series 3102			1,086,045				SEK				147,350
Turkey - 2.0%
Turkey Government Inflation Linked Bond
4.00%, 4/1/20			257,821				TRY				79,968
United Kingdom - 5.3%
United Kingdom Inflation Linked Gilt
1.25%, 11/22/27, Reg S			68,246				GBP				115,119
1.25%, 11/22/32, Reg S			54,896				GBP				103,656
Total United Kingdom											218,775
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,601,139)											1,132,558
		Shares
EXCHANGE-TRADED FUNDS - 5.3%
United States - 5.3%
WisdomTree Emerging Markets High Dividend Fund(b)			500								18,500
WisdomTree High Dividend Fund(b)			3,020								198,625
TOTAL EXCHANGE-TRADED FUNDS (Cost: $207,656)											217,125
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 2.3%
United States - 2.3%
State Street Navigator Securities Lending Prime Portfolio, 0.26%(c) (Cost: $92,700)(d)			92,700								92,700

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Global Real Return Fund (RRF) (consolidated)

November 30, 2016

 

TOTAL INVESTMENTS IN SECURITIES - 77.9% (Cost: $3,624,808)				$	3,196,710
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 22.1%					905,542
NET ASSETS - 100.0%				$	4,102,252

 

†	Principal amount is reported in U.S. dollars unless otherwise noted.

(a)	Security, or portion thereof, was on loan at November 30, 2016 (See Note 2).

(b)	Affiliated company (See Note 4).

(c)	Rate shown represents annualized 7-day yield as of November 30, 2016.

(d)	At November 30, 2016, the total market value of the Fund’s securities on loan was $89,550 and the total market value of the collateral held by the Fund was $92,700.

 

Reg S		-		Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

 

		Settlement Date						Contracts To  Deliver								In Exchange For				Unrealized Gain  (Loss)
		1/20/2017			AUD				116,190				USD				87,820			$	2,077
		1/20/2017			BRL				160,000				USD				48,164				1,544
		1/20/2017			CAD				203,000				USD				154,300				3,238
		1/20/2017			EUR				43,152				USD				48,435				2,539
		1/20/2017			GBP				111,816				USD				139,345				(561	)
		1/20/2017			MXN				3,844,423				USD				196,763				10,103
		1/20/2017			SEK				1,490,000				USD				174,412				12,521
		1/20/2017			USD				63,462				JPY				6,540,000				(5,905	)
																				$	25,556

CURRENCY LEGEND

 

AUD		Australian dollar
BRL		Brazilian real
CAD		Canadian dollar
EUR		Euro
GBP		British pound
JPY		Japanese yen
MXN		Mexican peso
SEK		Swedish krona
TRY		Turkish New lira
USD		U.S. dollar
ZAR		South African rand

FUTURES CONTRACTS

 

Long Exposure		Contracts			Notional Value			Expiration Date			Unrealized Appreciation/ (Depreciation)
Copper		1		$	65,825			Mar-17		$	6,200
Corn		4			75,950			Dec-17			2,200
Gasoline RBOB		2			127,084			Mar-17			9,513
										$	17,913

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

November 30, 2016

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 84.6%
U.S. Treasury Bills - 84.6%
U.S. Treasury Bills
0.23%, 12/15/16*(a)		$	6,315,000			$	6,314,672
0.33%, 1/26/17*			128,320,000				128,247,371
0.48%, 2/16/17*			25,420,000				25,396,003
TOTAL INVESTMENTS IN SECURITIES - 84.6% (Cost: $159,964,762)							159,958,046
Cash and Other Assets in Excess of Liabilities - 15.4%							29,193,479
NET ASSETS - 100.0%						$	189,151,525

 

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

(a)	All or a portion of this security is held by the broker as collateral for open futures contracts.

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS

 

		Settlement Date						Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
		12/21/2016			JPY				2,037,000				USD				20,152			$	2,256
		12/21/2016			JPY				432,710,000				USD				4,131,554				329,999
		12/21/2016			JPY				4,350,000				USD				41,729				3,513
		12/21/2016			JPY				712,828,000				USD				6,242,779				(19,739	)
		12/21/2016			USD				10,764,029				JPY				1,108,738,000				(1,023,261	)
		12/21/2016			USD				29,586				JPY				3,044,000				(2,843	)
		12/21/2016			USD				69,842				JPY				7,070,000				(7,729	)
		12/21/2016			USD				297,879				JPY				33,073,000				(7,318	)
		3/15/2017			JPY				839,033,000				USD				7,381,085				(20,836	)
																				$	(745,958	)

CURRENCY LEGEND

 

JPY		Japanese yen
USD		U.S. dollar

FUTURES CONTRACTS

 

Short Exposure			Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
10 Year U.S. Treasury Note			59			$	(7,346,422	)			Mar-17			$	(815	)
British Pound Currency			141				(11,048,231	)			Mar-17				(35	)
Canadian Dollar Currency			148				(11,038,580	)			Mar-17				(365	)
Cocoa			459				(10,965,510	)			Mar-17				934,120
Corn			423				(7,370,775	)			Mar-17				2,750
Euro Currency			83				(11,050,931	)			Mar-17				30
Gold 100 Ounce			62				(7,278,180	)			Feb-17				—
Live Cattle			167				(7,478,260	)			Feb-17				(497,620	)
Swiss Franc Currency			89				(11,014,863	)			Mar-17				201
U.S. Treasury Long Bond			48				(7,261,500	)			Mar-17				(791	)
														$	437,475
Long Exposure
Australian Dollar Currency			99			$	7,297,290				Mar-17			$	178
Copper			170				11,190,250				Mar-17				—
Cotton No. 2			311				11,130,690				Mar-17				202,802
Natural Gas			334				11,115,520				Mar-17				(3,170	)
Silver			88				7,252,080				Mar-17				(519,860	)
Soybean			211				10,985,188				Mar-17				504,725
														$	184,675
Total														$	622,150

 

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 November 30, 2016, the Trust consisted of 93 operational investment funds (each a “Fund”, collectively, the “Funds”). In accordance with Accounting Standard Update (“ASU”) 2013-08, Financial Services-Investment Companies, each Fund listed below 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 Bloomberg U.S. Dollar Bullish Fund (“U.S. Dollar Bullish Fund” and also referred to herein as “Currency Strategy Funds”)		December 18, 2013
WisdomTree Brazilian Real Strategy Fund (“Brazilian Real Strategy Fund” and also referred to herein as “Currency Strategy Funds”)		May 14, 2008
WisdomTree Chinese Yuan Strategy Fund (“Chinese Yuan Strategy Fund” and also referred to herein as “Currency Strategy Funds”)		May 14, 2008
WisdomTree Emerging Currency Strategy Fund (“Emerging Currency Strategy Fund” and also referred to herein as “Currency Strategy Funds”)		May 6, 2009
WisdomTree Indian Rupee Strategy Fund (“Indian Rupee Strategy Fund” and also referred to herein as “Currency Strategy Funds”)		May 14, 2008
WisdomTree Asia Local Debt Fund (“Asia Local Debt Fund”)		March 17, 2011
WisdomTree Australia & New Zealand Debt Fund (“Australia & New Zealand Debt Fund”)		June 25, 2008
WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (“U.S. Aggregate Bond Enhanced Yield Fund”)		July 9, 2015
WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund (“U.S. Aggregate Bond Negative Duration Fund” and also referred to herein as “Duration Funds”)		December 18, 2013
WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (“U.S. Aggregate Bond Zero Duration Fund” and also referred to herein as “Duration Funds”)		December 18, 2013
WisdomTree Bloomberg Floating Rate Treasury Fund (“Floating Rate Treasury Fund”)		February 4, 2014
WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (“High Yield Bond Negative Duration Fund” and also referred to herein as “Duration Funds”)		December 18, 2013
WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (“High Yield Bond Zero Duration Fund” and also referred to herein as “Duration Funds”)		December 18, 2013
WisdomTree Emerging Markets Corporate Bond Fund (“Emerging Markets Corporate Bond Fund”)		March 8, 2012
WisdomTree Emerging Markets Local Debt Fund (“Emerging Markets Local Debt Fund”)		August 9, 2010
WisdomTree Strategic Corporate Bond Fund (“Strategic Corporate Bond Fund”)		January 31, 2013
WisdomTree Western Asset Unconstrained Bond Fund (“Unconstrained Bond Fund”)		June 11, 2015
WisdomTree CBOE S&P 500 PutWrite Strategy Fund (“CBOE S&P 500 PutWrite Strategy Fund”)		February 24, 2016
WisdomTree Global Real Return Fund (“Global Real Return Fund”) (consolidated)		July 14, 2011
WisdomTree Managed Futures Strategy Fund (“Managed Futures Strategy Fund”) (consolidated)		January 5, 2011

In the normal course of business, the Funds may enter into contracts that contain a variety of representations or that provide indemnification for certain liabilities. The Funds’ maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims or losses pursuant to these contracts and believes such exposure to be remote.

2. SIGNIFICANT ACCOUNTING POLICIES

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

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

Basis of Consolidation - The schedule of investments of the Managed Futures Strategy Fund and Global Real Return Fund (each an “Alternative Fund”), include the investments of a wholly-owned and controlled Cayman Islands subsidiary (each, a “Subsidiary”). For each Alternative Fund, the accompanying schedules of investments reflect the investments on a consolidated basis with its respective Subsidiary. All intercompany accounts and transactions have been eliminated in consolidation. Each Alternative Fund seeks to gain exposure to commodity markets, in whole or in part, through investments in its Subsidiary. Each Alternative Fund’s investment in its Subsidiary may not exceed 25% of each respective Alternative Fund’s total assets at the end of each fiscal quarter in order to meet the requirements for qualification as a regulated investment company under the Internal Revenue Code of 1986, as amended.

Investment Valuation - The net asset value (“NAV”) of each Fund’s shares is calculated each day a Fund is open for business as of the regularly scheduled close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time (the “NAV Calculation Time”). NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions 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 in the secondary market through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees. Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less, to-be-announced (“TBA”) securities, and bank loans) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities may consider such factors as recent transactions, indications from broker-dealers yields and quoted prices on similar securities, and market sentiment for the type of security. 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. Repurchase agreements are valued at par which represents their fair value. Except for U.S. Dollar Bullish Fund, foreign currency contracts are valued daily using WM/Reuters closing spot and forward rates as of 4:00 p.m. London time. U.S. Dollar Bullish Fund uses WM/Reuters closing spot and forward rates as of 4:00 p.m. Eastern time to value foreign currency contracts. For the Chinese Yuan Strategy Fund, Emerging Currency Strategy Fund, Indian Rupee Strategy Fund, Asia Local Debt Fund, Emerging Markets Corporate Bond Fund, Emerging Markets Local Debt Fund, and the Strategic Corporate Bond Fund, WM/Reuters closing spot and forward rates as of 2:00 p.m. Singapore time are used to value forward foreign currency contracts in the following Asian currencies: Chinese renminbi, Chinese yuan, Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit, Philippine peso, Singapore dollar, South Korean won, Taiwan dollar, and the Thai baht. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade. Option contracts generally are valued at the closing price on the primary exchange on which they trade. Swap contracts are generally marked to market daily based upon values from independent pricing service providers or quotations from broker-dealers to the extent available. 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 exchange-traded funds (“ETFs” or “ETF”) which are valued at their last sale or official closing price on the exchange on which they are principally traded or at their NAV per share in instances where the affiliated ETF has not traded on its principal exchange.

---

Notes to Schedule of Investments (unaudited)(continued)

 

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, which include 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:

 

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).

---

Notes to Schedule of Investments (unaudited)(continued)

 

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, 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 November 30, 2016 in valuing each Fund’s assets:

 

U.S. Dollar Bullish Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	224,344,240			$	—
Total		$	—			$	224,344,240			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				8,902,056				—
Unrealized Depreciation on Foreign Currency Contracts			—				(528,079	)			—
Total - Net		$	—			$	232,718,217			$	—
Brazilian Real Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	25,998,894			$	—
Repurchase Agreement			—				1,631,000				—
Total		$	—			$	27,629,894			$	—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,290,721	)			—
Total - Net		$	—			$	26,339,173			$	—
Chinese Yuan Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	33,533,947			$	—
Repurchase Agreement			—				14,950,000				—
Total		$	—			$	48,483,947			$	—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,366,375	)			—
Total - Net		$	—			$	47,117,572			$	—
Emerging Currency Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	35,779,820			$	—
Repurchase Agreement			—				14,760,000				—
Total		$	—			$	50,539,820			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				12,401				—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,901,718	)			—
Total - Net		$	—			$	48,650,503			$	—
Indian Rupee Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	7,250,831			$	—
Repurchase Agreement			—				3,378,000				—
Total		$	—			$	10,628,831			$	—
Unrealized Depreciation on Foreign Currency Contracts			—				(205,916	)			—
Total - Net		$	—			$	10,422,915			$	—

---

Notes to Schedule of Investments (unaudited)(continued)

 

Asia Local Debt Fund		Level 1				Level 2				Level 3
Foreign Government Agencies		$	—			$	3,997,192			$	—
Foreign Government Obligations			—				17,628,703				—
Supranational Bonds			—				3,426,842				—
Repurchase Agreement			—				4,000,000				—
Total		$	—			$	29,052,737			$	—
Unrealized Depreciation on Foreign Currency Contracts			—				(102,815	)			—
Total - Net		$	—			$	28,949,922			$	—
Australia & New Zealand Debt Fund		Level 1				Level 2				Level 3
Foreign Government Agencies		$	—			$	6,848,965			$	—
Foreign Government Obligations			—				5,737,191				—
Supranational Bonds			—				4,803,563				—
Total		$	—			$	17,389,719			$	—
U.S. Aggregate Bond Enhanced Yield Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	25,933,940			$	—
U.S. Government Obligations			—				18,779,295				—
Corporate Bonds			—				46,859,859				—
Foreign Corporate Bonds			—				8,318,896				—
Foreign Government Obligations			—				2,732,891				—
Supranational Bond			—				62,772				—
Commercial Mortgage-Backed Securities			—				7,717,478				—
Municipal Bonds			—				724,482				—
Asset-Backed Securities			—				2,585,131				—
Investment of Cash Collateral for Securities Loaned			—				951,148				—
Total		$	—			$	114,665,892			$	—
U.S. Government Agencies Sold Short			—				(529,480	)			—
Total - Net		$	—			$	114,136,412			$	—
U.S. Aggregate Bond Negative Duration Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	3,463,012			$	—
U.S. Government Obligations			—				4,473,546				—
Corporate Bonds			—				3,116,433				—
Foreign Corporate Bonds			—				384,799				—
Foreign Government Agencies			—				126,360				—
Foreign Government Obligations			—				143,508				—
Supranational Bond			—				199,429				—
Commercial Mortgage-Backed Securities			—				567,390				—
Municipal Bond			—				140,821				—
Investment of Cash Collateral for Securities Loaned			—				81,188				—
Total		$	—			$	12,696,486			$	—
Unrealized Depreciation on Futures Contracts			(45,790	)			—				—
Total - Net		$	(45,790	)		$	12,696,486			$	—
U.S. Aggregate Bond Zero Duration Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	5,654,366			$	—
U.S. Government Obligations			—				6,253,655				—
Corporate Bonds			—				4,906,097				—
Foreign Corporate Bonds			—				524,355				—
Foreign Government Obligations			—				208,994				—
Supranational Bond			—				413,949				—
Commercial Mortgage-Backed Securities			—				976,001				—
Municipal Bond			—				177,880				—
Total		$	—			$	19,115,297			$	—
Unrealized Appreciation on Futures Contracts			8,854				—				—
Unrealized Depreciation on Futures Contracts			(24,624	)			—				—
U.S. Government Agencies Sold Short			—				(312,375	)			—
Total - Net		$	(15,770	)		$	18,802,922			$	—

---

Notes to Schedule of Investments (unaudited)(continued)

 

Floating Rate Treasury Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	1,249,762			$	—
High Yield Bond Negative Duration Fund		Level 1				Level 2				Level 3
Corporate Bonds		$	—			$	7,093,217			$	—
Foreign Corporate Bonds			—				839,022				—
Investment of Cash Collateral for Securities Loaned			—				699,820				—
Total		$	—			$	8,632,059			$	—
Unrealized Depreciation on Futures Contracts			(20,607	)			—				—
Total - Net		$	(20,607	)		$	8,632,059			$	—
High Yield Bond Zero Duration Fund		Level 1				Level 2				Level 3
Corporate Bonds		$	—			$	9,976,023			$	—
Foreign Corporate Bonds			—				1,473,022				—
Investment of Cash Collateral for Securities Loaned			—				1,093,355				—
Total		$	—			$	12,542,400			$	—
Unrealized Depreciation on Futures Contracts			(3,554	)			—				—
Total - Net		$	(3,554	)		$	12,542,400			$	—
Emerging Markets Corporate Bond Fund		Level 1				Level 2				Level 3
Foreign Corporate Bonds		$	—			$	47,972,067			$	—
Foreign Government Agencies			—				2,324,113				—
Foreign Government Obligations			—				1,628,732				—
Common Stocks			228,086				—				—
Investment of Cash Collateral for Securities Loaned			—				1,744,885				—
Total		$	228,086			$	53,669,797			$	—
Unrealized Depreciation on Futures Contracts			(133	)			—				—
Total - Net		$	227,953			$	53,669,797			$	—
Emerging Markets Local Debt Fund		Level 1				Level 2				Level 3
Foreign Government Agencies		$	—			$	5,996,440			$	—
Foreign Government Obligations			—				209,566,872				—
Supranational Bonds			—				7,446,603				—
Total		$	—			$	223,009,915			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				88,741				—
Unrealized Depreciation on Foreign Currency Contracts			—				(170,258	)			—
Total - Net		$	—			$	222,928,398			$	—
Strategic Corporate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	83,127			$	—
Corporate Bonds			—				4,098,954				—
Foreign Corporate Bonds			—				2,834,442				—
Foreign Government Obligations			—				151,875				—
Investment of Cash Collateral for Securities Loaned			—				458,648				—
Total		$	—			$	7,627,046			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				20,132				—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,302	)			—
Total - Net		$	—			$	7,645,876			$	—
Unconstrained Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	302,158			$	—
U.S. Government Obligations			—				890,739				—
Corporate Bonds			—				1,371,983				—
Foreign Corporate Bonds			—				626,840				—

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Notes to Schedule of Investments (unaudited)(continued)

 

Unconstrained Bond Fund		Level 1				Level 2				Level 3
Foreign Government Obligations		$	—			$	437,450			$	—
Commercial Mortgage-Backed Securities			—				349,113				—
Bank Loans			—				303,087				—
Purchased Swaptions			—				38,886				—
Investment of Cash Collateral for Securities Loaned			—				32,040				—
Total		$	—			$	4,352,296			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				3,411				—
Unrealized Depreciation on Foreign Currency Contracts			—				(4,700	)			—
Unrealized Appreciation on Swap Contracts			—				8,118				—
Unrealized Appreciation on Futures Contracts			3,836				—				—
Written Swaptions			—				(11,268	)			—
Total - Net		$	3,836			$	4,347,857			$	—
CBOE S&P 500 PutWrite Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	20,880,270			$	—
Total		$	—			$	20,880,270			$	—
Written Options			(165,880	)			—				—
Total - Net		$	(165,880	)		$	20,880,270			$	—
Global Real Return Fund (consolidated)		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	1,395,402			$	—
Corporate Bonds			—				151,930				—
Foreign Corporate Bonds			—				206,995				—
Foreign Government Obligations			—				1,132,558				—
Exchange-Traded Funds			217,125				—				—
Investment of Cash Collateral for Securities Loaned			—				92,700				—
Total		$	217,125			$	2,979,585			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				32,022				—
Unrealized Depreciation on Foreign Currency Contracts			—				(6,466	)			—
Unrealized Appreciation on Futures Contracts			17,913				—				—
Total - Net		$	235,038			$	3,005,141			$	—
Managed Futures Strategy Fund (consolidated)		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	159,958,046			$	—
Total		$	—			$	159,958,046			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				335,768				—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,081,726	)			—
Unrealized Appreciation on Futures Contracts			1,644,806				—				—
Unrealized Depreciation on Futures Contracts			(1,022,656	)			—				—
Total - Net		$	622,150			$	159,212,088			$	—

There were no Level 3 securities at or during the period ended November 30, 2016.

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 November 30, 2016.

Derivatives and Hedging Disclosure - Codification Topic 815 (“ASC 815”), Derivatives and Hedging, requires qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts of gains and losses on derivative instruments, and disclosures about credit-risk-related contingent features in derivative agreements. The Funds have invested in derivatives, specifically foreign currency contracts, futures contracts, swap contracts and options contracts during the period ended November 30, 2016 which are detailed in each Fund’s Schedule of Investments. All of the derivative instruments disclosed and described herein are subject to credit risk. Credit risk is where the financial condition of an issuer of a security or instrument may cause it to default or become unable to pay interest or principal due on the security or where the counterparty to a derivative contract might default on its obligations. The Funds’ derivative agreements contain credit-risk related contingent features which include, but are not limited to, a percentage decline in the Funds’ NAV over a specified time period. If an event occurred at November 30, 2016 that triggered a contingent feature, the counterparty to the agreement may require the Funds to post additional collateral or terminate the derivative positions and demand payment. Any collateral posted with respect to the derivative positions would be used to offset or reduce the payment. The maximum exposure to derivatives agreements with credit-risk related contingent features would be the total value of derivatives in net liability positions for each Fund.

At November 30, 2016, no event occurred that triggered a credit-risk-related contingent feature.

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Notes to Schedule of Investments (unaudited)(continued)

 

As of November 30, 2016, collateral for derivative instruments was as follows:

 

		Value of Collateral Posted												Value of Collateral Received
Fund		Cash				Securities†				Total				Cash				Securities				Total
U.S. Dollar Bullish Fund		$	—			$	—			$	—			$	1,410,000			$	1,638,526	*		$	3,048,526
Chinese Yuan Strategy Fund			230,000				—				230,000				—				—				—
Emerging Currency Strategy Fund			1,590,000				—				1,590,000				—				—				—
U.S. Aggregate Bond Negative Duration Fund			284,000				—				284,000				—				—				—
U.S. Aggregate Bond Zero Duration Fund			219,647				—				219,647				—				—				—
High Yield Bond Negative Duration Fund			164,000				—				164,000				—				—				—
High Yield Bond Zero Duration Fund			70,400				—				70,400				—				—				—
Emerging Markets Corporate Bond Fund			40,001				—				40,001				—				—				—
Unconstrained Bond Fund			35,354				—				35,354				—				—				—
CBOE S&P 500 PutWrite Strategy Fund			3,220,000				—				3,220,000				—				—				—
Global Real Return Fund (consolidated)			19,526				—				19,526				—				—				—
Managed Futures Strategy Fund (consolidated)			—				6,314,672				6,314,672				—				—				—

 

†	Securities collateral posted is reflected on the Schedules of Investments.

*	The securities collateral received is comprised entirely of U.S. Treasury securities.

During the period ended November 30, 2016, the volume of derivative activity (based on the average of month-end balances) for each Fund was as follows:

 

		Average Notional																				Average Market Value
Fund		Forward foreign currency contracts (to deliver)				Forward foreign currency contracts (to receive)				Swap contracts				Futures contracts (long)				Futures contracts (short)				Purchased options/ swaptions				Written options/ swaptions
U.S. Dollar Bullish Fund
Foreign exchange contracts		$	227,963,330			$	456,355,392			$	—			$	—			$	—			$	—			$	—
Brazilian Real Strategy Fund
Foreign exchange contracts			32,407,874				6,753,222				—				—				—				—				—
Chinese Yuan Strategy Fund
Foreign exchange contracts			62,137,898				12,965,169				—				—				—				—				—
Emerging Currency Strategy Fund
Foreign exchange contracts			57,052,033				11,315,626				—				—				—				—				—
Indian Rupee Strategy Fund
Foreign exchange contracts			13,504,901				2,726,623				—				—				—				—				—
Asia Local Debt Fund
Foreign exchange contracts			4,677,014				507,045				—				—				—				—				—
Australia & New Zealand Debt Fund
Foreign exchange contracts			75,666				594,137				—				—				—				—				—
U.S. Aggregate Bond Negative Duration Fund
Interest rate contracts			—				—				—				—				13,556,969				—				—
U.S. Aggregate Bond Zero Duration Fund
Interest rate contracts			—				—				—				—				19,780,238				—				—
High Yield Bond Negative Duration Fund
Interest rate contracts			—				—				—				—				8,672,387				—				—
High Yield Bond Zero Duration Fund
Interest rate contracts			—				—				—				—				9,821,328				—				—
Emerging Markets Corporate Bond Fund
Interest rate contracts			—				—				—				—				1,651,914				—				—

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Notes to Schedule of Investments (unaudited)(continued)

 

		Average Notional																				Average Market Value
Fund		Forward foreign currency contracts (to deliver)				Forward foreign currency contracts (to receive)				Swap contracts				Futures contracts (long)				Futures contracts (short)				Purchased options/ swaptions				Written options/ swaptions
Emerging Markets Local Debt Fund
Foreign exchange contracts		$	11,168,203			$	7,614,493			$	—			$	—			$	—			$	—			$	—
Strategic Corporate Bond Fund
Foreign exchange contracts			1,556				544,719				—				—				—				—				—
Unconstrained Bond Fund
Foreign exchange contracts			162,348				123,024				—				—				—				—				—
Interest rate contracts			—				—				59,461				—				1,486,625				15,273				5,759
CBOE S&P 500 PutWrite Strategy Fund
Equity contracts			—				—				—				—				—				—				207,320
Global Real Return Fund (consolidated)
Commodity contracts			—				—				—				264,766				—				—				—
Foreign exchange contracts			64,342				854,862				—				—				—				—				—
Managed Futures Strategy Fund (consolidated)
Commodity contracts			—				—				—				46,240,846				37,507,261				—				—
Foreign exchange contracts			17,116,592				12,092,426				—				14,980,820				31,512,895				—				—
Interest rate contracts			—				—				—				12,171,434				3,651,981				—				—

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. Interest income including amortization of premiums, net of any foreign taxes withheld and discounts is accrued daily. Dividend income is recognized on the ex-dividend date. Inflation adjustments to the principal amount of inflation-indexed bonds are reflected as interest income.

Foreign Currency Translation - The accounting records of the Funds are maintained in U.S. dollars. Foreign currencies, as well as investment securities and other assets and liabilities denominated in foreign currencies, are translated into U.S. dollars using exchange rates prevailing on the respective dates of such transactions that are deemed appropriate by WTAM.

Repurchase Agreements - Each Fund may enter into repurchase agreements with counterparties that are deemed to present acceptable credit risks. A repurchase agreement is a transaction in which a Fund acquires securities or other obligations as collateral from a commercial bank or securities broker-dealer and simultaneously commits to resell them to the counterparty at an agreed upon date or upon demand and at a price reflecting a market rate of interest unrelated to the coupon rate or maturity of the acquired obligations. This is designed to result in a fixed rate of return for the Fund insulated from market fluctuations during the holding period. Each Fund maintains custody of the acquired collateral prior to their repurchase, either through its regular custodian or through a special “tri-party” custodian or sub-custodian that maintains separate accounts for both the Fund and the counterparty. Because repurchase agreements are collateralized by securities, they are subject to market and credit risk on the acquired collateral in addition to counterparty credit risk. The acquired 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. If the acquired collateral declines in value and becomes less than the repurchase price, plus any agreed-upon additional amount, the counterparty must provide additional collateral so that at all times the collateral value is at least equal to the repurchase price plus any agreed-upon additional amount. 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.

Forward Foreign Currency Contracts - The Currency Strategy Funds, except the U.S. Dollar Bullish Fund, utilized forward foreign currency contracts (“Forward Contract”) to obtain net long exposure to foreign currencies consistent with each Currency Strategy Fund’s investment objective. The U.S. Dollar Bullish Fund utilized Forward Contracts to obtain net short exposure to foreign currencies consistent with its investment objective. The Global Real Return Fund and Strategic Corporate Bond Fund utilized Forward Contracts as hedges to offset some of its currency risk from positions in international securities. The Asia Local Debt Fund, Emerging Markets Local Debt Fund and the Unconstrained Bond Fund utilized Forward Contracts to obtain long and short exposures to foreign currencies consistent with each Fund’s investment objective. The Managed Futures Strategy Fund utilized Forward Contracts to obtain net long exposure to the Japanese Yen consistent with its investment objective. A Forward Contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. These contracts are principally traded in the inter-bank market conducted directly between currency traders (usually large, commercial banks) and their customers. A Forward Contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades. However, if a Fund is in an unrealized loss position on a Forward Contract, it may be required to pledge collateral (or additional collateral) to the counterparty. If a Fund is in an unrealized gain position on a Forward Contract, it may receive collateral from the counterparty.

Risks may arise upon entering into Forward Contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar or each other.

Fluctuations in the value of open Forward Contracts are recorded for book purposes as unrealized gains or losses on Forward Contracts by the Funds. Realized gains and losses on Forward Contracts include net gains or losses recognized by the Funds on contracts which have matured or were sold.

---

Notes to Schedule of Investments (unaudited)(continued)

 

Total Return Swap Contracts - The Unconstrained Bond Fund utilized total return swap contracts to manage inflation rate risk. Total return swap contracts are agreements between counterparties to exchange the return of a given underlying reference asset/index, including income and any appreciation/depreciation in value of the reference asset/index, in exchange for payments equal to a rate of interest on another reference asset. During the term of the outstanding swap agreement, changes in the underlying value of the swap are recorded as unrealized gains and losses and the periodic payments received or made on the swap are recorded as realized gains or losses. Swap agreements may be used to achieve exposure to, for example, currencies, interest rates, indexes and money market securities without actually purchasing such currencies or securities. A Fund may use swap agreements to invest in a market without owning or taking physical custody of the underlying securities in circumstances in which direct investment is restricted for legal reasons or is otherwise impracticable. Swap agreements will tend to shift a Fund’s investment exposure from one type of investment to another or from one payment stream to another. Depending on their structure, swap agreements may increase or decrease a Fund’s exposure to long- or short-term interest rates (in the United States or abroad), foreign currencies, corporate borrowing rates, or other factors, and may increase or decrease the overall volatility of a Fund’s investments and its share price. Total return swaps are exposed to the market risk factor of the specific underlying reference asset/index such as unanticipated movements in the value of exchange rates, interest rates, securities, or the reference asset/index. Additional risks to a Fund include the possibility that there is no liquid market for these agreements or that the swap counterparty may default on its obligation to perform. A Fund’s maximum loss from counterparty risk is the fair value of the contract.

Futures Contracts - The Duration Funds, Emerging Markets Corporate Bond Fund and the Unconstrained Bond Fund utilized futures contracts to obtain short exposure to U.S. Treasury bonds to hedge against a rise in interest rates. The Global Real Return Fund utilized futures contracts to obtain long exposure to commodities to hedge inflation risk. The Managed Futures Strategy Fund utilized futures contracts to obtain long and short exposures to currencies, commodities and interest rates consistent with its investment objective. When a Fund purchases a listed futures contract, it agrees to purchase a specified reference asset (e.g., commodity, currency or Treasury security) at a specified future date. When a Fund sells a listed futures contract, it agrees to sell a specified reference asset (e.g., commodity, currency or Treasury security) at a specified future date. The price at which the purchase and sale will take place is fixed when the Fund enters into the contract. The exchange clearing corporation is the ultimate counterparty for all exchange-listed contracts, so credit risk is limited to the creditworthiness of the exchange’s clearing corporation.

Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or government securities equal to a certain percentage of the contract amount. This amount is known as the “initial margin”. Subsequent payments, known as “variation margin”, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts payments may be made or received at settlement. Such variation margin is recorded for financial statement purposes on a daily basis as an unrealized gain or loss on futures until the financial futures contract is closed, at which time the net gain or loss is reclassified to realized gain or loss on futures. When a Fund purchases or sells a futures contract, the Fund is required to “cover” its position in order to limit the risk associated with the use of leverage and other related risks. To cover its position, a Fund will segregate assets consisting of, or take other measures with respect to, cash or liquid securities that, when added to any amounts deposited with a futures commission merchant as margin, will “cover” its position in a manner consistent with the 1940 Act or the rules and SEC interpretations thereunder. This will function as a practical limit on the amount of leverage which a Fund may undertake and on the potential increase in the speculative character of a Fund’s outstanding portfolio securities.

Options Contracts - (a) Purchased/Written Options: The CBOE S&P 500 PutWrite Strategy Fund (the “Fund”) utilized option contracts by writing put options on the S&P 500 Index consistent with its investment objective. A put option gives the purchaser of the option the right to sell, and the writer of the option the obligation to buy, the underlying security or financial instrument. A call option gives the purchaser of the option the right to buy, and the writer of the option the obligation to sell, the underlying security or financial instrument. A premium is paid to the writer of an option as consideration for undertaking the obligation in the contract. The Fund may purchase and write options on an exchange or over the counter (“OTC”). OTC options differ from exchange-traded options in several respects. They are transacted directly with dealers and not with a clearing corporation, and therefore entail the risk of non-performance by the dealer. OTC options are available for a greater variety of securities and for a wider range of expiration dates and exercise prices than are available for exchange-traded options. Because OTC options are not traded on an exchange, pricing is done normally by reference to information from a market maker.

When a Fund purchases an option, an amount equal to the premium paid by the Fund is recorded as an asset, the value of which is marked-to-market to reflect the current market value of the option purchased. If the purchased option expires, the Fund realizes a loss equal to the amount of premium paid. When a security or financial instrument is purchased or sold through the exercise of an option, the related premium paid is added to the basis of the security or financial instrument acquired or deducted from the proceeds of the security or financial instrument sold.

When a Fund writes an option, an amount equal to the premium received by the Fund is recorded as a liability, the value of which is marked-to-market daily to reflect the current market value of the option written. If the option expires, the premium received is recorded as a realized gain. When a written call option is exercised, the difference between the premium received plus the option exercise price and the Fund’s basis in the underlying security (in the case of a covered written call option), or the cost to purchase the underlying security (in the case of an uncovered written call option), including brokerage commission, is recognized as a realized gain or loss. When a written put option is exercised, the amount of the premium received is subtracted from the cost of the security purchased by the Fund from the exercise of the written put option to form the Fund’s basis in the underlying security purchased.

The purchaser or writer of an option may close the position before the exercise of the option by entering into a closing transaction. In the case of a written option, the cost of a closing transaction is deducted from the original premium received resulting in a realized gain or loss to the Fund. With respect to a purchased option, the original premium paid is deducted from the proceeds received from a closing transaction resulting in a realized gain or loss to the Fund.

Written options may constitute a fair value guarantee on a financial asset under the provisions of FASB Codification Topic 460 — Guarantees. The Fund’s maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At November 30, 2016, the CBOE S&P PutWrite Strategy Fund’s maximum payout for written put options was $25,288,000. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered. At November 30, 2016, the Fund did not have any open written call options.

---

Notes to Schedule of Investments (unaudited)(continued)

 

The Fund’s risk associated with purchasing put and call options is limited to the premiums paid. The risk in writing a covered call option is that the Fund may forego the opportunity of profit if the market price of the underlying security increases and the option is exercised. The risk in writing an uncovered call option is that the Fund is exposed to the risk of loss if the market price of the underlying security increases. The risk in writing a put option is that the Fund may incur a loss if the market price of the underlying security decreases and the option is exercised. In addition, there is the risk that the Fund may not be able to enter into a closing transaction because of an illiquid secondary market.

Other significant risks associated with the Fund’s use of options contracts may include the following: (1) the success of a strategy may depend on the Fund adviser’s ability to predict movements in the prices of individual commodities, currencies or securities, fluctuations in markets and movements in interest rates; (2) there may be an imperfect or no correlation between the changes in market value of the commodities, currencies or securities and the price of options; (3) although the Fund intends to enter into options contracts only if there is an active market for such contracts, there is no assurance that an active market will exist for the contracts at any particular time; (4) trading restrictions or limitations may be imposed by an exchange; and (5) government regulations may restrict trading in options contracts.

(b) Swaptions: The Unconstrained Bond Fund utilized purchased swaptions and written swaptions on interest rate swap contracts to manage interest rate risk. A purchased swaption contract grants a Fund, in return for payment of a premium, the right, but not the obligation, to enter into a new swap agreement or to shorten, extend, cancel or otherwise modify an existing swap agreement, at some designated future time on specified terms. When a Fund purchases a swaption, the premium paid to the writer is recorded as an investment and subsequently marked-to-market to reflect the current value of the swaption. A written swaption gives a Fund the obligation, if exercised by the purchaser, to enter into a swap contract according to the terms of the underlying agreement. When a Fund writes a swaption, the premium received by the Fund is recorded as a liability and subsequently marked-to-market to reflect the current value of the swaption. When a swaption is exercised, the cost of the swap is adjusted by the amount of the premium paid or received. The interest rate swaption agreement will specify whether the buyer of the swaption will be a fixed-rate receiver (call) or a fixed-rate payer (put) upon exercise. When a swaption expires or an unexercised swaption is closed, a gain or loss is recognized in the amount of the premium paid or received, plus the cost to close. A Fund’s risk for purchased swaptions is limited to the premium paid. The writer of a swaption bears the risk of unfavorable changes in the preset terms of the underlying swap contract. Purchased swaptions traded over-the-counter involve the risk that the issuer or counterparty will fail to perform its contractual obligations.

For the period ended November 30, 2016, transactions for written options/swaptions were as follows:

 

		Unconstrained Bond Fund								CBOE S&P 500 PutWrite Strategy Fund
		Amount of Premiums				Notional Amount				Amount of Premiums				Contracts
Balance at August 31, 2016		$	—				—			$	163,050				75
Options/swaptions written			14,579			$	870,000				1,011,560				335
Options/swaptions closed			—				—				—				—
Options/swaptions expired			—				—				(863,590	)			(294	)
Options/swaptions exercised			—				—				—				—
Balance at November 30, 2016		$	14,579			$	870,000			$	311,020				116

Bank Loans - The Unconstrained Bond Fund (the “Fund”) may invest in bank loans (including senior loans). Bank loans are typically arranged through private negotiations in connection with recapitalizations, acquisitions, and refinancings. Bank loans between a company or a non-U.S. government and one or more financial institutions (lenders) may include institutionally traded floating and fixed rate debt obligations. Bank loans are generally acquired as a participation interest in, or assignment of, loans originated by U.S. or foreign commercial banks, insurance companies, finance companies or other financial institutions that have made loans or are members of a lending syndicate or from other holders of loan interests. Bank loans are subject to the credit risk of the underlying borrower and the risk of default in the payment of interest or principal on a loan. These loans typically involve borrowers with low credit ratings whose financial conditions are troubled or uncertain, including companies that are highly leveraged or in bankruptcy proceedings. Such loans may be vulnerable to adverse changes in economic or market conditions. Bank loans generally (but not always) hold the most senior position in the capital structure of a borrower and are often secured with collateral. If, however, bank loans are uncollateralized and/or subordinate to more senior creditors then the bank loans will be subject to a greater risk of nonpayment.

The Fund generally will have no right to enforce compliance by the borrower with the terms of the loan agreement relating to the loan, nor any rights of set-off against the borrower, and the Fund may not benefit directly from any collateral supporting the loan in which it has purchased the bank loan interest. As a result, the Fund will assume the credit risk of both the borrower and the lender that is selling the bank loan interest.

In addition, loans are generally subject to liquidity risk. The Fund may have difficulty disposing of bank loans because, in certain cases, the market for such instruments is not highly liquid. The lack of a highly liquid secondary market may have an adverse impact on the value of such instruments and on the Fund’s ability to dispose of the bank loan in response to a specific economic event, such as deterioration in the creditworthiness of the borrower. Other risks associated with investing in bank loans include prepayment risk, extension risk, restrictions on resale, and the lack of publicly available information.

Securities Lending - Each Fund may lend portfolio securities to certain creditworthy borrowers, including the Funds’ securities lending agent. It is the Funds’ policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral in the form of cash and/or high-grade debt obligations, equivalent to at least 100% of the market value of securities, is maintained at all times. The cash collateral can be invested in certain money market mutual funds which also have exposure to the fluctuations of the market. Each Fund receives compensation for lending its securities from interest or dividends earned on the cash or U.S. government securities held as collateral, net of fee rebates paid to the borrower plus reasonable administrative and custody fees. The dividend and interest income earned on the securities loaned is accounted for in the same manner as other dividend and interest income. The borrower pays to the Funds an amount equal to any dividends or interest received on loaned securities. Dividends received while a security is out on loan are not considered Qualified Dividend Income (“QDI”) under the specific criteria issued by the Internal Revenue Service and are subject to taxation at the shareholder’s ordinary income tax rate instead of the lower long-term capital gains tax rate. Lending portfolio securities could result in a loss or delay in recovering each Fund’s securities if the borrower defaults.

Short-Term Investments - Each Fund may invest a portion of its assets in high-quality money market instruments on an ongoing basis to provide liquidity or for other reasons. The instruments include short-term obligations issued by the U.S. government, its agencies, non-U.S. government agencies, negotiable certificates of deposit (“CDs”), fixed time deposits and bankers’ acceptances of U.S. and foreign banks and similar institutions, commercial papers, repurchase agreements and money market funds. CDs are short-term negotiable obligations of commercial banks. Time deposits are non-negotiable deposits maintained in banking institutions for specified periods of time at stated interest rates. Banker’s acceptances are time drafts drawn on commercial banks by borrowers, usually in connection with international transactions.

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Notes to Schedule of Investments (unaudited)(continued)

 

To-be-announced Transactions - U.S. Aggregate Bond Enhanced Yield Fund, U.S. Aggregate Bond Negative Duration Fund and U.S. Aggregate Bond Zero Duration Fund invest in U.S. agency mortgage-backed pass-through securities which are securities issued by entities such as Government National Mortgage Association and Federal National Mortgage Association that are backed by pools of mortgages. Most transactions in mortgage-backed pass-through securities occur for future delivery in which the exact mortgage pools to be delivered are not specified until a few days prior to settlement, referred to as a “to-be-announced transaction” or “TBA Transaction.” In a TBA Transaction, the buyer and seller agree upon general trade parameters such as agency, settlement date, par amount and price. The actual pools delivered generally are determined a few days prior to the settlement date; however, it is not anticipated that the U.S. Aggregate Bond Enhanced Yield Fund, U.S. Aggregate Bond Negative Duration Fund and U.S. Aggregate Bond Zero Duration Fund will take delivery of pools, but instead will participate in rolling TBA Transactions whereby instead of receiving pools on the purchase settlement date, the position is offset by a current sale of the TBA security with a simultaneous forward purchase of a substantially similar TBA security (i.e. same type, coupon, maturity) to settle on a specified future date.

Short Sale Transactions - Each Fund may enter into “short sale” transactions in which a Fund sells a security that it does not own in anticipation of a decline in the market price of that security. When a Fund enters into a short sale transaction, the Fund will borrow the security and deliver it to the counterparty to which the Fund sold the security short. The amount of the liability is subsequently marked-to-market to reflect the current market value of the securities sold short. A realized gain, limited to the proceeds received at which the Fund sold the security short, or a realized loss, unlimited as to the dollar amount, will be recognized upon the termination of a short sale if the cost to close out the short sale transaction is either less than (in the case of a gain) or greater than (in the case of a loss) the proceeds received. The risk of loss on a short sale transaction is potentially unlimited unlike the risk of loss on a long position, which is limited to the amount paid for the investment plus transaction costs. Funds entering into short sale transactions are exposed to the risk that they may be unable to close out a short sale position at any particular time or at an acceptable price.

3. FEDERAL INCOME TAXES

At November 30, 2016, the cost of investments (including securities on loan) for Federal income tax purposes was as follows:

 

Fund		Tax Cost				Gross Unrealized Appreciation				Gross Unrealized Depreciation				Net Unrealized Appreciation/ (Depreciation)
U.S. Dollar Bullish Fund		$	224,342,149			$	2,998			$	(907	)		$	2,091
Brazilian Real Strategy Fund			27,629,138				756				—				756
Chinese Yuan Strategy Fund			48,484,007				189				(249	)			(60	)
Emerging Currency Strategy Fund			50,539,542				429				(151	)			278
Indian Rupee Strategy Fund			10,628,902				—				(71	)			(71	)
Asia Local Debt Fund			32,341,854				119,745				(3,408,862	)			(3,289,117	)
Australia & New Zealand Debt Fund			17,440,080				497,835				(548,196	)			(50,361	)
U.S. Aggregate Bond Enhanced Yield Fund			116,073,428				976,947				(2,384,483	)			(1,407,536	)
U.S. Aggregate Bond Negative Duration Fund			12,709,631				104,687				(117,832	)			(13,145	)
U.S. Aggregate Bond Zero Duration Fund			19,151,330				120,432				(156,465	)			(36,033	)
Floating Rate Treasury Fund			1,248,504				1,284				(26	)			1,258
High Yield Bond Negative Duration Fund			8,658,601				226,050				(252,592	)			(26,542	)
High Yield Bond Zero Duration Fund			12,549,748				344,218				(351,566	)			(7,348	)
Emerging Markets Corporate Bond Fund			54,526,008				1,171,655				(1,799,780	)			(628,125	)
Emerging Markets Local Debt Fund			270,241,256				2,821,094				(50,052,435	)			(47,231,341	)
Strategic Corporate Bond Fund			7,675,799				149,840				(198,593	)			(48,753	)
Unconstrained Bond Fund			4,365,867				98,249				(111,820	)			(13,571	)
CBOE S&P 500 PutWrite Strategy Fund			20,880,770				—				(500	)			(500	)
Global Real Return Fund (consolidated)			4,857,459				50,596				(1,711,345	)			(1,660,749	)
Managed Futures Strategy Fund (consolidated)			215,054,275				2,038				(55,098,267	)			(55,096,229	)

4. OTHER AFFILIATED PARTIES AND TRANSACTIONS

Affiliated holdings are funds which are managed by, or an affiliate of, WTAM. Transactions with affiliated funds during the period ended November 30, 2016 are as follows:

 

Fund		Value at 8/31/2016				Purchases/ Additions				Sales/ Reductions				Value at 11/30/2016				Dividend Income
Global Real Return Fund (consolidated)
WisdomTree Emerging Markets High Dividend Fund		$	18,825			$	—			$	—			$	18,500			$	402
WisdomTree Global Natural Resources Fund			98,850				—				100,097				—				—
WisdomTree High Dividend Fund			201,011				—				—				198,625				1,767
Total		$	318,686			$	—			$	100,097			$	217,125			$	2,169

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Notes to Schedule of Investments (unaudited)(continued)

 

5. ADDITIONAL INFORMATION

The following Fund name changes for each Fund listed below are effective as of December 30, 2016. The underlying Indexes these Funds are designed to track will reflect the same name changes as the Funds. These are name changes only, there will be no changes to any Fund’s investment objective or strategy.

 

Prior to December 30, 2016		Effective on December 30, 2016
WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund		WisdomTree Barclays Yield Enhanced U.S. Aggregate Bond Fund
WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund		WisdomTree Barclays Negative Duration U.S. Aggregate Bond Fund
WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund		WisdomTree Barclays Interest Rate Hedged U.S. Aggregate Bond Fund
WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund		WisdomTree Negative Duration High Yield Bond Fund
WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund		WisdomTree Interest Rate Hedged High Yield Bond Fund

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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.

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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		January 25, 2017

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		January 25, 2017

 

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

 

Date		January 25, 2017

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