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:  May 31, 2017

Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

---

Item 1. Schedule of Investments.

The Schedule(s) of Investments is attached herewith.

---

Schedule of Investments (unaudited)

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

May 31, 2017

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 150.9%
U.S. Treasury Bills - 150.9%
U.S. Treasury Bills
0.73%, 6/1/17*		$	84,257,000			$	84,257,000
0.76%, 7/13/17*			80,552,000				80,474,670
0.88%, 7/27/17*			84,257,000				84,143,337
TOTAL INVESTMENTS IN SECURITIES - 150.9% (Cost: $248,882,588)							248,875,007
Liabilities in Excess of Cash and Other Assets - (50.9)%							(83,900,963	)
NET ASSETS - 100.0%						$	164,974,044

 

*	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)
			6/7/2017				AUD				2,738,400				USD				2,049,095			$	14,522
			6/7/2017				AUD				2,738,400				USD				2,049,145				14,572
			6/7/2017				AUD				2,086,400				USD				1,561,276				11,125
			6/7/2017				AUD				2,738,400				USD				2,049,090				14,517
			6/7/2017				AUD				2,738,400				USD				2,049,093				14,519
			6/7/2017				CAD				6,268,500				USD				4,594,263				(46,531	)
			6/7/2017				CAD				6,268,500				USD				4,594,290				(46,504	)
			6/7/2017				CAD				6,268,500				USD				4,594,428				(46,366	)
			6/7/2017				CAD				4,776,000				USD				3,500,545				(35,298	)
			6/7/2017				CAD				6,268,500				USD				4,594,290				(46,504	)
			6/7/2017				CHF				1,734,600				USD				1,746,997				(44,456	)
			6/7/2017				CHF				1,734,600				USD				1,746,933				(44,520	)
			6/7/2017				CHF				1,734,600				USD				1,746,907				(44,546	)
			6/7/2017				CHF				1,321,600				USD				1,331,021				(33,896	)
			6/7/2017				CHF				1,734,600				USD				1,746,974				(44,479	)
			6/7/2017				CNH				8,264,550				USD				1,193,825				(27,325	)
			6/7/2017				CNH				6,296,800				USD				909,942				(20,458	)
			6/7/2017				CNH				8,264,550				USD				1,193,918				(27,232	)
			6/7/2017				CNH				8,264,550				USD				1,193,774				(27,376	)
			6/7/2017				CNH				8,264,550				USD				1,194,170				(26,980	)
			6/7/2017				EUR				11,543,700				USD				12,595,793				(374,784	)
			6/7/2017				EUR				11,543,700				USD				12,595,331				(375,245	)
			6/7/2017				EUR				8,795,200				USD				9,596,495				(285,848	)
			6/7/2017				EUR				11,543,700				USD				12,595,620				(374,957	)
			6/7/2017				EUR				11,543,700				USD				12,595,435				(375,141	)
			6/7/2017				GBP				3,266,550				USD				4,234,922				25,597
			6/7/2017				GBP				3,266,550				USD				4,234,723				25,398
			6/7/2017				GBP				3,266,550				USD				4,234,824				25,499
			6/7/2017				GBP				2,488,800				USD				3,226,503				19,398
			6/7/2017				GBP				3,266,550				USD				4,234,863				25,538
			6/7/2017				INR				53,646,600				USD				831,228				307
			6/7/2017				INR				53,646,600				USD				830,019				(902	)
			6/7/2017				INR				53,646,600				USD				831,552				632
			6/7/2017				INR				40,873,600				USD				632,522				(560	)
			6/7/2017				INR				53,646,600				USD				831,022				101
			6/7/2017				JPY				793,103,850				USD				7,123,990				(38,406	)
			6/7/2017				JPY				793,103,850				USD				7,124,150				(38,246	)
			6/7/2017				JPY				604,269,600				USD				5,427,802				(29,261	)
			6/7/2017				JPY				793,103,850				USD				7,123,926				(38,470	)
			6/7/2017				JPY				793,103,850				USD				7,123,901				(38,495	)
			6/7/2017				KRW				1,713,795,300				USD				1,505,971				(24,877	)
			6/7/2017				KRW				1,713,795,300				USD				1,506,408				(24,440	)
			6/7/2017				KRW				1,713,795,300				USD				1,506,157				(24,691	)
			6/7/2017				KRW				1,305,748,800				USD				1,147,608				(18,752	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

		Settlement Date								Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
			6/7/2017				KRW				1,713,795,300				USD				1,506,382			$	(24,466	)
			6/7/2017				MXN				75,945,450				USD				4,013,776				(55,810	)
			6/7/2017				MXN				75,945,450				USD				4,010,543				(59,043	)
			6/7/2017				MXN				57,863,200				USD				3,055,510				(45,127	)
			6/7/2017				MXN				75,945,450				USD				4,010,342				(59,244	)
			6/7/2017				MXN				75,945,450				USD				4,010,274				(59,312	)
			6/7/2017				USD				137,424				AUD				185,000				27
			6/7/2017				USD				138,123				AUD				186,000				71
			6/7/2017				USD				552,730				AUD				745,000				789
			6/7/2017				USD				280,368				AUD				374,000				(2,494	)
			6/7/2017				USD				1,802,163				AUD				2,425,500				(68	)
			6/7/2017				USD				1,373,033				AUD				1,848,000				(8	)
			6/7/2017				USD				1,802,598				AUD				2,425,500				(502	)
			6/7/2017				USD				1,802,188				AUD				2,425,500				(93	)
			6/7/2017				USD				1,802,163				AUD				2,425,500				(68	)
			6/7/2017				USD				312,177				CAD				424,000				1,725
			6/7/2017				USD				313,011				CAD				426,000				2,372
			6/7/2017				USD				1,253,607				CAD				1,705,000				8,665
			6/7/2017				USD				638,064				CAD				856,000				(4,337	)
			6/7/2017				USD				3,131,797				CAD				4,230,240				1
			6/7/2017				USD				4,110,678				CAD				5,552,190				(193	)
			6/7/2017				USD				4,110,623				CAD				5,552,190				(139	)
			6/7/2017				USD				4,111,412				CAD				5,552,190				(927	)
			6/7/2017				USD				4,110,620				CAD				5,552,190				(136	)
			6/7/2017				USD				118,846				CHF				117,000				1,989
			6/7/2017				USD				120,670				CHF				118,000				1,197
			6/7/2017				USD				482,513				CHF				472,000				4,957
			6/7/2017				USD				243,404				CHF				237,000				1,364
			6/7/2017				USD				1,208,556				CHF				1,170,560				370
			6/7/2017				USD				1,586,788				CHF				1,536,360				(73	)
			6/7/2017				USD				1,586,716				CHF				1,536,360				—
			6/7/2017				USD				1,586,757				CHF				1,536,360				(41	)
			6/7/2017				USD				1,586,765				CHF				1,536,360				(50	)
			6/7/2017				USD				81,186				CNH				559,000				1,410
			6/7/2017				USD				81,687				CNH				562,000				1,352
			6/7/2017				USD				326,196				CNH				2,248,000				5,963
			6/7/2017				USD				163,914				CNH				1,128,000				2,757
			6/7/2017				USD				1,081,378				CNH				7,320,180				234
			6/7/2017				USD				1,081,691				CNH				7,320,180				(79	)
			6/7/2017				USD				824,027				CNH				5,577,280				59
			6/7/2017				USD				1,081,659				CNH				7,320,180				(47	)
			6/7/2017				USD				1,081,463				CNH				7,320,180				149
			6/7/2017				USD				866,594				EUR				781,000				10,943
			6/7/2017				USD				876,340				EUR				785,000				5,691
			6/7/2017				USD				3,492,076				EUR				3,140,000				36,049
			6/7/2017				USD				1,768,408				EUR				1,576,000				2,396
			6/7/2017				USD				11,488,594				EUR				10,224,480				(302	)
			6/7/2017				USD				11,488,819				EUR				10,224,480				(527	)
			6/7/2017				USD				11,488,297				EUR				10,224,480				(5	)
			6/7/2017				USD				11,488,614				EUR				10,224,480				(322	)
			6/7/2017				USD				8,752,973				EUR				7,790,080				12
			6/7/2017				USD				285,635				GBP				221,000				(851	)
			6/7/2017				USD				287,905				GBP				222,000				(1,832	)
			6/7/2017				USD				1,151,155				GBP				889,000				(5,577	)
			6/7/2017				USD				578,295				GBP				446,000				(3,573	)
			6/7/2017				USD				2,840,522				GBP				2,204,320				(2	)
			6/7/2017				USD				3,728,292				GBP				2,893,170				(110	)
			6/7/2017				USD				3,728,176				GBP				2,893,170				5
			6/7/2017				USD				3,728,356				GBP				2,893,170				(174	)
			6/7/2017				USD				3,728,289				GBP				2,893,170				(107	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

		Settlement Date								Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
			6/7/2017				USD				56,626				INR				3,628,000			$	(432	)
			6/7/2017				USD				56,669				INR				3,648,000				(166	)
			6/7/2017				USD				224,320				INR				14,592,000				1,693
			6/7/2017				USD				113,203				INR				7,322,000				205
			6/7/2017				USD				737,036				INR				47,516,700				(1,060	)
			6/7/2017				USD				737,345				INR				47,516,700				(1,369	)
			6/7/2017				USD				736,122				INR				47,516,700				(147	)
			6/7/2017				USD				560,994				INR				36,203,200				(251	)
			6/7/2017				USD				737,265				INR				47,516,700				(1,289	)
			6/7/2017				USD				474,619				JPY				53,629,000				9,696
			6/7/2017				USD				486,424				JPY				53,933,000				636
			6/7/2017				USD				1,938,405				JPY				215,727,000				9,792
			6/7/2017				USD				970,176				JPY				108,245,000				7,367
			6/7/2017				USD				6,344,010				JPY				702,481,710				(8	)
			6/7/2017				USD				4,833,549				JPY				535,224,160				(24	)
			6/7/2017				USD				6,344,325				JPY				702,481,710				(323	)
			6/7/2017				USD				6,344,233				JPY				702,481,710				(232	)
			6/7/2017				USD				6,344,199				JPY				702,481,710				(197	)
			6/7/2017				USD				103,961				KRW				115,885,000				(446	)
			6/7/2017				USD				103,877				KRW				116,543,000				225
			6/7/2017				USD				413,262				KRW				466,159,000				3,135
			6/7/2017				USD				208,958				KRW				233,904,000				(23	)
			6/7/2017				USD				1,033,068				KRW				1,156,550,240				21
			6/7/2017				USD				1,356,180				KRW				1,517,972,190				(251	)
			6/7/2017				USD				1,355,938				KRW				1,517,972,190				(9	)
			6/7/2017				USD				1,356,422				KRW				1,517,972,190				(493	)
			6/7/2017				USD				1,356,301				KRW				1,517,972,190				(372	)
			6/7/2017				USD				274,937				MXN				5,135,000				225
			6/7/2017				USD				274,977				MXN				5,165,000				1,793
			6/7/2017				USD				1,095,742				MXN				20,657,000				11,176
			6/7/2017				USD				560,581				MXN				10,365,000				(5,165	)
			6/7/2017				USD				2,746,408				MXN				51,251,680				(54	)
			6/7/2017				USD				3,604,872				MXN				67,267,830				(282	)
			6/7/2017				USD				3,604,963				MXN				67,267,830				(372	)
			6/7/2017				USD				3,604,831				MXN				67,267,830				(241	)
			6/7/2017				USD				3,604,749				MXN				67,267,830				(158	)
			7/6/2017				AUD				1,820,000				USD				1,351,603				(19	)
			7/6/2017				AUD				2,388,750				USD				1,774,084				81
			7/6/2017				AUD				2,388,750				USD				1,774,053				50
			7/6/2017				AUD				2,388,750				USD				1,774,464				460
			7/6/2017				AUD				2,388,750				USD				1,774,041				38
			7/6/2017				CAD				5,405,400				USD				4,004,107				154
			7/6/2017				CAD				5,405,400				USD				4,004,021				68
			7/6/2017				CAD				5,405,400				USD				4,004,000				47
			7/6/2017				CAD				5,405,400				USD				4,004,798				845
			7/6/2017				CAD				4,118,400				USD				3,050,554				(77	)
			7/6/2017				CHF				1,488,900				USD				1,540,800				56
			7/6/2017				CHF				1,134,400				USD				1,173,501				(400	)
			7/6/2017				CHF				1,488,900				USD				1,540,678				(67	)
			7/6/2017				CHF				1,488,900				USD				1,540,724				(21	)
			7/6/2017				CHF				1,488,900				USD				1,540,741				(3	)
			7/6/2017				CNH				7,149,450				USD				1,051,314				(230	)
			7/6/2017				CNH				7,149,450				USD				1,051,351				(193	)
			7/6/2017				CNH				7,149,450				USD				1,051,431				(114	)
			7/6/2017				CNH				7,149,450				USD				1,050,880				(664	)
			7/6/2017				CNH				5,447,200				USD				800,923				(254	)
			7/6/2017				EUR				7,483,200				USD				8,421,526				(91	)
			7/6/2017				EUR				9,821,700				USD				11,053,665				293
			7/6/2017				EUR				9,821,700				USD				11,053,734				362
			7/6/2017				EUR				9,821,700				USD				11,053,626				254

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

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

May 31, 2017

 

		Settlement Date								Contracts To Deliver								In Exchange For				Unrealized Gain (Loss)
			7/6/2017				EUR				9,821,700				USD				11,053,145			$	(227	)
			7/6/2017				GBP				2,864,400				USD				3,694,812				148
			7/6/2017				GBP				2,864,400				USD				3,694,635				(30	)
			7/6/2017				GBP				2,864,400				USD				3,694,761				96
			7/6/2017				GBP				2,864,400				USD				3,694,661				(4	)
			7/6/2017				GBP				2,182,400				USD				2,814,947				(36	)
			7/6/2017				JPY				527,672,000				USD				4,771,737				(125	)
			7/6/2017				JPY				692,569,500				USD				6,263,335				267
			7/6/2017				JPY				692,569,500				USD				6,263,091				23
			7/6/2017				JPY				692,569,500				USD				6,263,312				244
			7/6/2017				JPY				692,569,500				USD				6,263,108				40
			7/6/2017				MXN				64,586,550				USD				3,444,070				(21	)
			7/6/2017				MXN				64,586,550				USD				3,443,858				(233	)
			7/6/2017				MXN				49,208,800				USD				2,623,854				(215	)
			7/6/2017				MXN				64,586,550				USD				3,443,861				(230	)
			7/6/2017				MXN				64,586,550				USD				3,444,089				(1	)
			7/7/2017				INR				47,198,550				USD				729,837				1,565
			7/7/2017				INR				47,198,550				USD				728,710				439
			7/7/2017				INR				47,198,550				USD				729,724				1,452
			7/7/2017				INR				47,198,550				USD				730,085				1,814
			7/7/2017				INR				35,960,800				USD				555,293				420
			7/7/2017				KRW				1,490,697,600				USD				1,331,908				(147	)
			7/7/2017				KRW				1,490,697,600				USD				1,332,288				234
			7/7/2017				KRW				1,490,697,600				USD				1,332,289				234
			7/7/2017				KRW				1,490,697,600				USD				1,332,169				115
			7/7/2017				KRW				1,135,769,600				USD				1,014,533				(366	)
																						$	(2,630,282	)

CURRENCY LEGEND

 

AUD		Australian dollar
CAD		Canadian dollar
CHF		Swiss franc
CNH		Offshore Chinese renminbi
EUR		Euro
GBP		British pound
INR		Indian rupee
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)

May 31, 2017

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 83.3%
U.S. Treasury Bills - 83.3%
U.S. Treasury Bills
0.69%, 6/8/17*		$	13,000,000			$	12,998,310
0.80%, 7/20/17*			5,000,000				4,994,200
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $17,992,949)							17,992,510
REPURCHASE AGREEMENT - 17.7%
United States - 17.7%
Deutsche Bank, tri-party repurchase agreement dated 5/31/17 (tri-party custodian: The Bank of New York Mellon Corp.), 0.80% due 6/1/17; Proceeds at maturity - $3,811,085 (fully collateralized by U.S. Treasury Bond, 2.75% due 8/15/42; Market value - $3,887,292) (Cost: $3,811,000)			3,811,000				3,811,000
TOTAL INVESTMENTS IN SECURITIES - 101.0% (Cost: $21,803,949)							21,803,510
Liabilities in Excess of Cash and Other Assets - (1.0)%							(208,535	)
NET ASSETS - 100.0%						$	21,594,975

 

*	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)
			7/5/2017				USD				2,950,964				BRL				9,400,000			$	(73,090	)
			7/5/2017				USD				3,665,525				BRL				11,662,600				(94,940	)
			7/5/2017				USD				4,271,625				BRL				13,600,000				(107,893	)
			8/2/2017				USD				5,857,458				BRL				19,100,000				(48,456	)
			8/2/2017				USD				4,783,941				BRL				15,610,000				(36,374	)
																						$	(360,753	)

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)

May 31, 2017

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 87.7%
U.S. Treasury Bills - 87.7%
U.S. Treasury Bills
0.73%, 6/1/17*		$	8,000,000			$	8,000,000
0.76%, 7/13/17*			16,242,000				16,226,408
0.88%, 7/27/17*			8,000,000				7,989,208
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $32,217,085)							32,215,616
REPURCHASE AGREEMENT - 31.8%
United States - 31.8%
Citigroup, Inc., tri-party repurchase agreement dated 5/31/17 (tri-party custodian: The Bank of New York Mellon Corp.), 0.81% due 6/1/17; Proceeds at maturity - $11,700,263 (fully collateralized by U.S. Treasury Bill, 0.00% due 11/16/17, U.S. Treasury Bond Coupon Strip, 0.00% due 8/15/18 and U.S. Treasury Note, 1.75% due 11/30/21; Market value - $11,934,000) (Cost: $11,700,000)			11,700,000				11,700,000
TOTAL INVESTMENTS IN SECURITIES - 119.5% (Cost: $43,917,085)							43,915,616
Liabilities in Excess of Cash, Foreign Currency and Other Assets - (19.5)%							(7,160,910	)
NET ASSETS - 100.0%						$	36,754,706

 

*	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)
			6/15/2017				CNH				4,153,000				USD				598,734			$	(10,313	)
			6/15/2017				CNH				8,314,000				USD				1,194,026				(25,242	)
			6/15/2017				CNH				30,739,239				USD				4,513,441				5,461
			6/15/2017				CNH				31,993,901				USD				4,683,976				(8,003	)
			6/15/2017				USD				5,539,405				CNH				38,352,071				85,014
			6/15/2017				USD				5,321,405				CNH				36,848,069				82,449
			7/14/2017				USD				4,485,255				CNH				31,107,490				61,327
			7/14/2017				USD				4,309,053				CNH				29,887,589				59,233
			7/14/2017				USD				4,607,407				CNY				32,028,389				67,588
			7/14/2017				USD				4,426,724				CNY				30,772,374				64,937
			8/15/2017				USD				1,963,237				CNY				13,671,000				27,700
			8/15/2017				USD				1,965,354				CNY				13,671,000				25,583
			8/15/2017				USD				1,963,942				CNY				13,671,000				26,994
			8/15/2017				USD				1,963,801				CNY				13,671,000				27,136
			8/15/2017				USD				1,496,165				CNY				10,416,000				20,739
			9/18/2017				USD				4,469,797				CNH				30,678,900				(8,561	)
			9/18/2017				USD				4,639,462				CNH				31,931,100				3,865
																						$	505,907

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)

May 31, 2017

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 96.2%
U.S. Treasury Bills - 96.2%
U.S. Treasury Bills
0.73%, 6/1/17*		$	14,420,000			$	14,420,000
0.76%, 7/13/17*			16,086,000				16,070,558
0.88%, 7/27/17*			14,420,000				14,400,547
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $44,892,627)							44,891,105
REPURCHASE AGREEMENT - 31.9%
United States - 31.9%
Citigroup, Inc., tri-party repurchase agreement dated 5/31/17 (tri-party custodian: The Bank of New York Mellon Corp.), 0.81% due 6/1/17; Proceeds at maturity - $14,860,334 (fully collateralized by U.S. Treasury Bills, 0.00% due 9/7/17 - 10/12/17, U.S. Treasury Note, 1.88% due 1/31/22, U.S. Treasury Bond Coupon Strip, 0.00% due 8/15/41 and U.S. Treasury Bonds Principal Strip, 0.00% due 11/15/28 - 11/15/39; Market value - $15,157,200) (Cost: $14,860,000)			14,860,000				14,860,000
TOTAL INVESTMENTS IN SECURITIES - 128.1% (Cost: $59,752,627)							59,751,105
Liabilities in Excess of Cash and Other Assets - (28.1)%							(13,098,481	)
NET ASSETS - 100.0%						$	46,652,624

 

*	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)
			8/3/2017				USD				3,084,825				BRL				10,030,000			$	(34,985	)
			8/3/2017				USD				3,091,505				CLP				2,058,865,000				(32,826	)
			8/3/2017				USD				3,087,148				CNH				21,460,000				43,942
			8/3/2017				USD				3,068,303				COP				9,145,845,000				30,941
			8/3/2017				USD				3,088,319				IDR				41,516,275,000				12,994
			8/3/2017				USD				3,099,699				INR				200,845,000				(9,371	)
			8/3/2017				USD				3,063,134				KRW				3,473,900,000				39,699
			8/3/2017				USD				3,083,912				MXN				59,665,000				74,179
			8/3/2017				USD				3,091,788				MYR				13,440,000				52,418
			8/3/2017				USD				3,052,381				PHP				153,840,000				30,385
			8/3/2017				USD				3,090,343				PLN				12,015,000				136,566
			8/3/2017				USD				3,076,771				RUB				179,465,000				43,194
			8/3/2017				USD				3,076,379				THB				106,535,000				46,981
			8/3/2017				USD				3,100,513				TRY				11,360,000				54,595
			8/3/2017				USD				3,069,774				ZAR				41,630,000				53,280
																						$	541,992

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

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

May 31, 2017

 

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 Asia Local Debt Fund (ALD)

May 31, 2017

 

Investments		Principal Amount†				Value
FOREIGN GOVERNMENT AGENCIES - 12.3%
Australia - 12.3%
Queensland Treasury Corp.
6.00%, 7/21/22, Series 22, Reg S			1,076,000	AUD		$	948,010
South Australian Government Financing Authority
5.00%, 5/20/21, Series 21			978,000	AUD			810,680
Western Australian Treasury Corp.
7.00%, 10/15/19, Series 19			392,000	AUD			326,567
5.00%, 7/23/25, Reg S			780,000	AUD			674,071
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,980,911)							2,759,328
FOREIGN GOVERNMENT OBLIGATIONS - 60.8%
China - 3.7%
China Government Bond
2.36%, 8/18/21, Reg S			2,500,000	CNY			344,599
3.10%, 6/29/22			2,500,000	CNY			351,045
3.48%, 6/29/27, Reg S			1,000,000	CNY			136,369
Total China							832,013
Hong Kong - 6.2%
Hong Kong Government Bond
1.51%, 2/24/27			650,000	HKD			85,512
Hong Kong Government Bond Programme
1.06%, 2/5/20			4,200,000	HKD			543,148
2.46%, 8/4/21			3,450,000	HKD			468,659
1.10%, 1/17/23			2,300,000	HKD			295,501
Total Hong Kong							1,392,820
India - 1.9%
India Government Bond
8.27%, 6/9/20			26,000,000	INR			421,110
Indonesia - 10.4%
Indonesia Treasury Bond
7.88%, 4/15/19, Series FR69			3,997,000,000	IDR			308,348
12.80%, 6/15/21, Series FR34			6,828,000,000	IDR			622,955
7.00%, 5/15/22, Series FR61			8,534,000,000	IDR			649,981
8.38%, 9/15/26, Series FR56			9,150,000,000	IDR			752,196
Total Indonesia							2,333,480
Malaysia - 6.1%
Malaysia Government Bond
3.26%, 3/1/18, Series 0213			1,062,000	MYR			248,329
4.38%, 11/29/19, Series 0902			596,000	MYR			142,466
4.16%, 7/15/21, Series 0111			850,000	MYR			202,769
3.48%, 3/15/23, Series 0313			1,232,000	MYR			283,071
3.96%, 9/15/25, Series 0115			2,110,000	MYR			492,251
Total Malaysia							1,368,886
New Zealand - 3.2%
New Zealand Government Bond
5.00%, 3/15/19, Series 319, Reg S			379,000	NZD			283,460
6.00%, 5/15/21, Series 521, Reg S			544,000	NZD			441,589
Total New Zealand							725,049
Philippines - 6.1%
Philippine Government Bond
5.00%, 8/18/18, Series 7-51			14,700,000	PHP			302,267
3.50%, 3/20/21, Series 7-57			23,610,000	PHP			464,388
3.63%, 9/9/25, Series 1060			21,166,000	PHP			398,347
Philippine Government International Bond
3.90%, 11/26/22			10,000,000	PHP			197,127
Total Philippines							1,362,129
Singapore - 6.3%
Singapore Government Bond
2.50%, 6/1/19			522,000	SGD			387,204
2.25%, 6/1/21			485,000	SGD			360,647
2.75%, 7/1/23			90,000	SGD			68,811
3.00%, 9/1/24			329,000	SGD			256,180
2.88%, 7/1/29			423,000	SGD			328,701
Total Singapore							1,401,543
South Korea - 4.5%
Korea Treasury Bond
5.75%, 9/10/18, Series 1809			277,720,000	KRW			261,249
3.75%, 6/10/22, Series 2206			334,870,000	KRW			325,390
3.50%, 3/10/24, Series 2403			437,090,000	KRW			424,942
Total South Korea							1,011,581
Thailand - 12.4%
Thailand Government Bond
2.55%, 6/26/20			15,559,000	THB			468,104
1.88%, 6/17/22			23,800,000	THB			690,894
3.63%, 6/16/23			19,113,000	THB			603,307
3.85%, 12/12/25			14,622,000	THB			472,149
4.88%, 6/22/29			15,452,000	THB			543,807
Total Thailand							2,778,261
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $14,310,863)							13,626,872
SUPRANATIONAL BONDS - 10.5%
Asian Development Bank
2.85%, 10/21/20			4,000,000	CNY			571,162
European Investment Bank
7.20%, 7/9/19, Reg S			5,190,000,000	IDR			398,514
International Finance Corp.
8.25%, 6/10/21			41,860,000	INR			701,432
Nordic Investment Bank
3.50%, 1/30/18			945,000	NZD			676,524
TOTAL SUPRANATIONAL BONDS (Cost: $2,558,198)							2,347,632

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Asia Local Debt Fund (ALD)

May 31, 2017

 

Investments		Principal Amount†				Value
REPURCHASE AGREEMENT - 4.4%
United States - 4.4%
Citigroup, Inc., tri-party repurchase agreement dated 5/31/17 (tri-party custodian: The Bank of New York Mellon Corp.), 0.81% due 6/1/17; Proceeds at maturity - $1,000,023 (fully collateralized by Fannie Mae, 4.50% due 6/1/47, Fannie Mae Interest Strip, 4.00% due 4/1/32, U.S. Treasury Note, 1.63% due 5/15/26 and U.S. Treasury Bond Coupon Strip, 0.00% due 8/15/33; Market value - $1,027,343) (Cost: $1,000,000)			1,000,000			$	1,000,000
TOTAL INVESTMENTS IN SECURITIES - 88.0% (Cost: $20,849,972)							19,733,832
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 12.0%							2,689,341
NET ASSETS - 100.0%						$	22,423,173

 

†	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)
			6/21/2017				INR				3,000,000				USD				46,320			$	(48	)
			6/21/2017				USD				285,241				INR				18,535,000				1,237
			6/21/2017				USD				301,738				KRW				348,160,000				9,109
			6/21/2017				USD				283,964				KRW				327,680,000				8,597
			6/21/2017				USD				301,764				KRW				348,160,000				9,082
			6/21/2017				USD				555,458				KRW				633,000,000				9,700
			6/21/2017				USD				268,336				KRW				300,000,000				(489	)
			6/21/2017				USD				372,229				TWD				11,492,565				9,698
			6/21/2017				USD				350,287				TWD				10,816,532				9,173
			6/21/2017				USD				372,229				TWD				11,492,565				9,698
			6/21/2017				USD				275,618				TWD				8,365,000				2,372
																						$	68,129

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 Barclays Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
U.S. GOVERNMENT AGENCIES - 30.5%
Federal Home Loan Bank - 0.9%
Federal Home Loan Bank
5.50%, 7/15/36		$	150,000			$	203,082
Federal Home Loan Mortgage Corporation - 8.8%
2.38%, 1/13/22			197,000				202,142
2.50%, 6/1/32(a)			150,000				151,661
3.00%, 6/1/32(a)			100,000				103,230
4.00%, 5/1/34			193,905				207,065
4.00%, 12/1/43			44,290				46,861
4.50%, 1/1/44			56,971				61,483
3.50%, 1/1/45			79,009				81,708
3.50%, 8/1/45			135,849				140,489
4.00%, 11/1/45			93,327				98,658
3.50%, 5/1/46			44,622				46,146
3.00%, 9/1/46			155,474				156,385
3.00%, 10/1/46			145,172				146,023
3.00%, 11/1/46			122,118				122,834
4.00%, 11/1/46			47,207				49,903
3.50%, 12/1/46			194,853				201,507
3.00%, 2/1/47			24,679				24,824
4.00%, 6/1/47(a)			70,000				73,940
4.50%, 6/1/47(a)			175,000				188,615
Total Federal Home Loan Mortgage Corporation							2,103,474
Federal National Mortgage Association - 11.8%
4.00%, 8/1/18			9,184				9,542
4.00%, 7/1/19			28,997				30,129
5.50%, 10/1/25			87,611				97,550
4.00%, 7/1/26			19,192				20,195
3.50%, 12/1/26			23,132				24,242
2.50%, 8/1/28			29,677				30,218
3.00%, 11/1/28			29,717				30,691
3.00%, 7/1/29			119,780				123,706
2.50%, 6/1/31			45,046				45,555
4.00%, 4/1/32			83,973				89,359
2.50%, 6/1/32(a)			150,000				151,553
3.50%, 6/1/32(a)			125,000				130,869
4.00%, 8/1/34			135,745				144,808
4.50%, 9/1/39			42,481				45,955
3.50%, 6/1/42			57,090				59,255
3.50%, 5/1/43			43,213				44,765
4.00%, 6/1/43			17,279				18,327
3.00%, 8/1/43			74,897				75,730
4.00%, 11/1/43			38,045				40,246
4.50%, 5/1/44			33,504				36,170
4.00%, 9/1/44			141,268				149,390
4.00%, 10/1/44			42,807				45,268
3.50%, 4/1/45			153,183				158,567
3.50%, 2/1/46			94,901				98,110
3.50%, 4/1/46			40,850				42,231
4.00%, 4/1/46			42,037				44,454
3.50%, 5/1/46			221,833				229,333
3.00%, 9/1/46			144,160				145,081
3.00%, 10/1/46			48,462				48,772
4.00%, 10/1/46			47,245				49,962
3.00%, 11/1/46			145,205				146,175
3.50%, 11/1/46			48,351				49,986
3.00%, 1/1/47			197,901				199,165
3.00%, 6/1/47(a)			50,000				50,279
4.00%, 6/1/47(a)			25,000				26,416
4.50%, 6/1/47(a)			100,000				107,842
Total Federal National Mortgage Association							2,839,896
Government National Mortgage Association - 9.0%
5.00%, 2/20/43			76,910				84,151
5.00%, 4/20/44			171,558				185,494
3.50%, 7/20/44			253,527				265,079
4.00%, 7/20/44			121,485				128,769
5.00%, 7/20/44			33,070				35,726
3.50%, 8/20/44			312,945				327,205
5.00%, 8/20/44			30,496				32,973
3.00%, 12/20/45			310,002				316,407
3.00%, 8/20/46			70,966				72,432
3.50%, 9/20/46			280,515				293,048
4.00%, 12/20/46			106,919				113,330
3.00%, 6/1/47(a)			150,000				152,912
4.00%, 6/1/47(a)			150,000				158,777
Total Government National Mortgage Association							2,166,303
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $7,234,462)							7,312,755
U.S. GOVERNMENT OBLIGATIONS - 33.3%
U.S. Treasury Bonds - 6.8%
U.S. Treasury Bond
6.88%, 8/15/25			401,000				546,433
4.50%, 2/15/36			50,000				64,831
3.50%, 2/15/39			20,000				22,652
2.50%, 5/15/46			1,075,000				996,223
2.25%, 8/15/46			5,000				4,382
Total U.S. Treasury Bonds							1,634,521
U.S. Treasury Notes - 26.5%
U.S. Treasury Note
0.88%, 1/15/18			680,000				678,847
1.63%, 12/31/19			2,650,000				2,667,599
2.63%, 11/15/20			300,000				310,887
3.63%, 2/15/21			300,000				322,096
1.75%, 5/15/22			30,000				29,994
1.63%, 11/15/22			772,000				763,767
2.00%, 2/15/25			250,000				248,457
2.00%, 8/15/25			200,000				198,070
1.50%, 8/15/26			1,200,000				1,131,469
Total U.S. Treasury Notes							6,351,186
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $7,866,364)							7,985,707
CORPORATE BONDS - 25.4%
United States - 25.4%
21st Century Fox America, Inc.
6.65%, 11/15/37			49,000				63,252
AbbVie, Inc.
3.60%, 5/14/25			61,000				62,541
Allergan Funding SCS
3.45%, 3/15/22			100,000				103,809
Altria Group, Inc.
2.85%, 8/9/22			100,000				101,902

 

See Notes to Schedule of Investments.

 

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
American International Group, Inc.
4.88%, 6/1/22		$	66,000			$	72,684
Amgen, Inc.
4.66%, 6/15/51			88,000				91,196
Anthem, Inc.
4.65%, 1/15/43			69,000				73,623
AT&T, Inc.
3.80%, 3/15/22			52,000				54,223
4.35%, 6/15/45			52,000				47,192
Bank of America Corp.
2.60%, 1/15/19			192,000				193,898
Burlington Northern Santa Fe LLC
4.70%, 10/1/19			51,500				55,038
Capital One Financial Corp.
2.45%, 4/24/19			101,000				101,658
Citigroup, Inc.
2.70%, 3/30/21			100,000				100,887
5.50%, 9/13/25			80,000				89,559
Comcast Corp.
6.45%, 3/15/37			54,000				71,215
ConocoPhillips
6.50%, 2/1/39			80,000				104,064
CVS Health Corp.
4.88%, 7/20/35			100,000				110,519
Dow Chemical Co. (The)
4.25%, 11/15/20			125,000				133,065
Duke Energy Florida LLC
6.40%, 6/15/38			45,500				62,184
Energy Transfer L.P.
4.65%, 6/1/21			100,000				106,707
Enterprise Products Operating LLC
3.35%, 3/15/23			187,000				192,994
Ford Motor Co.
4.75%, 1/15/43			102,000				96,444
General Motors Financial Co., Inc.
4.00%, 1/15/25			80,000				80,645
Gilead Sciences, Inc.
3.65%, 3/1/26			100,000				103,127
Goldman Sachs Group, Inc. (The)
7.50%, 2/15/19			133,000				145,092
6.00%, 6/15/20, Series D			100,000				110,870
International Lease Finance Corp.
5.88%, 8/15/22			80,000				90,991
International Paper Co.
4.75%, 2/15/22			101,000				110,969
JPMorgan Chase & Co.
4.25%, 10/15/20			100,000				106,495
3.20%, 1/25/23			150,000				153,163
5.50%, 10/15/40			37,000				44,769
Kinder Morgan Energy Partners L.P.
5.50%, 3/1/44			99,000				104,169
Kraft Heinz Foods Co.
5.38%, 2/10/20			100,000				108,882
3.50%, 6/6/22			150,000				155,774
Laboratory Corp. of America Holdings
3.20%, 2/1/22			75,000				76,553
MetLife, Inc.
3.60%, 11/13/25(b)			100,000				104,573
Monsanto Co.
2.75%, 7/15/21			100,000				101,866
Morgan Stanley
4.88%, 11/1/22			100,000				109,164
NextEra Energy Capital Holdings, Inc.
6.00%, 3/1/19			100,000				106,893
Oncor Electric Delivery Co. LLC
7.00%, 9/1/22			115,000				139,664
Pacific Gas & Electric Co.
4.25%, 5/15/21			150,000				160,399
PepsiCo, Inc.
4.50%, 1/15/20(b)			150,000				160,623
Pfizer, Inc.
7.20%, 3/15/39			95,000				139,595
Philip Morris International, Inc.
4.88%, 11/15/43			89,000				98,967
Plains All American Pipeline L.P.
3.65%, 6/1/22			172,500				177,007
Prudential Financial, Inc.
6.63%, 12/1/37, Series D			78,000				104,180
Public Service Electric & Gas Co.
2.38%, 5/15/23			125,000				124,758
Simon Property Group L.P.
4.38%, 3/1/21			100,000				106,923
Southern California Edison Co.
4.65%, 10/1/43			79,000				89,790
Time Warner Cable LLC
6.75%, 6/15/39			47,500				58,425
Time Warner, Inc.
7.63%, 4/15/31			30,000				41,629
UnitedHealth Group, Inc.
3.10%, 3/15/26			100,000				101,136
Verizon Communications, Inc.
5.15%, 9/15/23			120,000				134,433
Wal-Mart Stores, Inc.
6.20%, 4/15/38			210,000				282,379
Wells Fargo & Co.
4.13%, 8/15/23			100,000				106,172
Wyndham Worldwide Corp.
4.25%, 3/1/22			75,000				79,295
Xerox Corp.
4.07%, 3/17/22(c)			71,000				73,481
TOTAL CORPORATE BONDS (Cost: $5,973,085)							6,081,505
FOREIGN CORPORATE BONDS - 4.2%
Belgium - 1.1%
Anheuser-Busch InBev Finance, Inc.
2.65%, 2/1/21			100,000				101,632
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20			151,000				164,373
Total Belgium							266,005

 

See Notes to Schedule of Investments.

 

---

Schedule of Investments (unaudited) (continued)

WisdomTree Barclays Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
Canada - 0.2%
Nexen Energy ULC
6.40%, 5/15/37		$	42,000			$	53,579
Colombia - 0.5%
Ecopetrol S.A.
5.88%, 9/18/23			100,000				109,640
Mexico - 1.1%
America Movil S.A.B. de C.V.
5.00%, 3/30/20			150,000				161,540
Petroleos Mexicanos
6.00%, 3/5/20(b)			105,000				113,754
Total Mexico							275,294
Netherlands - 0.4%
Shell International Finance B.V.
5.50%, 3/25/40(b)			79,000				95,901
Norway - 0.4%
Statoil ASA
2.45%, 1/17/23			100,000				99,675
United Kingdom - 0.5%
HSBC Holdings PLC
5.10%, 4/5/21			101,000				110,541
TOTAL FOREIGN CORPORATE BONDS (Cost: $995,454)							1,010,635
FOREIGN GOVERNMENT OBLIGATIONS - 1.4%
Colombia - 0.5%
Colombia Government International Bond
11.75%, 2/25/20			100,000				125,250
Italy - 0.4%
Republic of Italy Government International Bond
5.38%, 6/15/33			86,000				97,759
Mexico - 0.5%
Mexico Government International Bond
4.00%, 10/2/23			113,000				118,209
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $342,853)							341,218
COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.0%
United States - 4.0%
CFCRE Commercial Mortgage Trust
3.83%, 12/15/47, Series 2011-C2, Class A4			95,175				100,392
Citigroup Commercial Mortgage Trust
1.99%, 4/10/46, Series 2013-GC11, Class A2			35,000				35,126
COMM Mortgage Trust
3.60%, 5/10/47, Series 2014-CR17, Class ASB			55,000				58,039
2.87%, 2/10/48, Series 2015-DC1, Class A2			80,000				81,473
JPMBB Commercial Mortgage Securities Trust
4.08%, 2/15/47, Series 2014-C18, Class A5			50,000				53,860
JPMorgan Chase Commercial Mortgage Securities Trust
2.67%, 1/15/46, Series 2013-C13, Class A2			75,000				75,882
Morgan Stanley Bank of America Merrill Lynch Trust
3.10%, 5/15/46, Series 2013-C9, Class A4			105,000				107,574
UBS Commercial Mortgage Trust
3.00%, 5/10/45, Series 2012-C1, Class AAB			240,624				246,026
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4			100,000				107,568
2.90%, 3/15/47, Series 2014-C19, Class A2			100,000				101,734
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $962,399)							967,674
MUNICIPAL BOND - 0.8%
United States - 0.8%
State of California
7.55%, 4/1/39 (Cost: $174,661)			120,000				181,404
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 1.1%
United States - 1.1%
State Street Navigator Securities Lending Government Money Market Portfolio, 0.78%(d) (Cost: $256,885)(e)			256,885				256,885
TOTAL INVESTMENTS IN LONG SECURITIES
BEFORE SECURITIES SOLD SHORT - 100.7% (Cost: $23,806,163)							24,137,783
Securities Sold Short		Principal Amount
U.S. GOVERNMENT AGENCIES SOLD SHORT - (1.3)%
Government National Mortgage Association - (1.3)%
3.50%, 6/1/47(a)
(Proceeds: $310,688)		$	(300,000	)			(313,008	)
Cash and Other Assets in Excess of Liabilities - 0.6%							147,391
NET ASSETS - 100.0%						$	23,972,166

 

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

(b)	Security, or portion thereof, was on loan at May 31, 2017 (See Note 2).

 

See Notes to Schedule of Investments.

 

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Barclays Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

May 31, 2017

 

(c)	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.

(d)	Rate shown represents annualized 7-day yield as of May 31, 2017.

(e)	At May 31, 2017, the total market value of the Fund’s securities on loan was $249,854 and the total market value of the collateral held by the Fund was $256,885.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure		Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
2 Year U.S. Treasury Note			15			$	(3,247,266	)			Sep-17			$	(707	)
5 Year U.S. Treasury Note			105				(12,422,813	)			Sep-17				(24,945	)
U.S. Treasury Ultra Long Term Bond			13				(2,146,625	)			Sep-17				(29,047	)
Ultra 10 Year U.S. Treasury Note			33				(4,479,234	)			Sep-17				(13,586	)
														$	(68,285	)

 

See Notes to Schedule of Investments.

 

---

Schedule of Investments (unaudited)

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

May 31, 2017

 

Investments		Principal Amount				Value
U.S. GOVERNMENT AGENCIES - 29.4%
Federal Home Loan Bank - 0.8%
Federal Home Loan Bank
5.50%, 7/15/36		$	100,000			$	135,388
Federal Home Loan Mortgage Corporation - 8.0%
2.50%, 6/1/32(a)			125,000				126,384
3.00%, 6/1/32(a)			75,000				77,423
3.50%, 12/1/33			106,011				111,460
4.00%, 6/1/34			33,291				35,551
4.00%, 12/1/43			44,290				46,861
4.50%, 4/1/44			44,546				48,074
4.00%, 11/1/45			93,327				98,657
3.50%, 4/1/46			109,010				112,733
3.50%, 5/1/46			44,622				46,146
3.00%, 6/1/46			46,841				47,116
3.00%, 11/1/46			146,542				147,401
3.50%, 12/1/46			170,496				176,319
3.00%, 3/1/47			123,711				124,437
4.00%, 6/1/47(a)			40,000				42,252
4.50%, 6/1/47(a)			135,000				145,503
Total Federal Home Loan Mortgage Corporation							1,386,317
Federal National Mortgage Association - 12.9%
4.00%, 7/1/19			15,092				15,681
2.13%, 4/24/26			200,000				195,301
4.00%, 7/1/26			19,192				20,195
3.50%, 12/1/26			23,132				24,242
2.50%, 8/1/28			29,677				30,218
3.00%, 11/1/28			29,717				30,691
3.00%, 7/1/29			59,890				61,853
2.50%, 6/1/31			45,046				45,555
2.50%, 6/1/32(a)			65,000				65,673
3.00%, 6/1/32(a)			25,000				25,794
3.50%, 6/1/32(a)			95,000				99,461
4.00%, 8/1/34			60,451				64,486
3.50%, 2/1/35			73,050				76,510
4.50%, 2/1/41			48,810				52,851
4.50%, 10/1/41			53,573				58,025
3.50%, 6/1/42			57,090				59,255
3.50%, 5/1/43			43,213				44,765
4.00%, 6/1/43			17,279				18,327
3.00%, 8/1/43			74,897				75,730
4.00%, 11/1/43			38,045				40,246
4.50%, 5/1/44			33,504				36,170
4.00%, 9/1/44			94,390				99,816
4.00%, 10/1/44			42,807				45,268
3.50%, 2/1/46			127,910				132,235
3.50%, 4/1/46			40,850				42,231
4.00%, 4/1/46			42,037				44,454
3.50%, 5/1/46			44,367				45,867
3.50%, 6/1/46			89,407				92,430
3.00%, 9/1/46			144,160				145,081
3.00%, 10/1/46			73,193				73,712
4.00%, 10/1/46			47,245				49,962
3.00%, 11/1/46			145,205				146,175
3.50%, 11/1/46			96,703				99,972
3.00%, 6/1/47(a)			45,000				45,251
4.00%, 6/1/47(a)			25,000				26,416
Total Federal National Mortgage Association							2,229,899
Government National Mortgage Association - 7.7%
5.00%, 2/20/43			76,910				84,151
3.50%, 3/20/43			86,812				90,873
5.00%, 12/20/43			124,433				134,426
3.50%, 8/20/44			156,473				163,603
5.00%, 8/20/44			64,414				69,646
3.50%, 7/20/45			54,942				57,397
3.50%, 9/20/45			49,358				51,563
3.00%, 12/20/45			171,428				174,970
4.00%, 12/20/45			90,487				95,912
3.00%, 3/20/46			104,617				106,778
4.00%, 4/20/46			64,026				67,865
3.00%, 9/20/46			44,307				45,223
3.00%, 10/20/46			48,665				49,670
4.00%, 12/20/46			33,747				35,771
3.50%, 6/1/47(a)			100,000				104,336
Total Government National Mortgage Association							1,332,184
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $5,026,511)							5,083,788
U.S. GOVERNMENT OBLIGATIONS - 32.4%
U.S. Treasury Bonds - 10.6%
U.S. Treasury Bond
6.88%, 8/15/25			725,000				987,940
4.50%, 2/15/36			165,000				213,943
2.50%, 5/15/46			675,000				625,535
Total U.S. Treasury Bonds							1,827,418
U.S. Treasury Notes - 21.8%
U.S. Treasury Note
1.38%, 9/30/18			400,000				400,859
1.50%, 12/31/18			500,000				502,031
1.75%, 9/30/19			200,000				201,969
1.63%, 12/31/19			950,000				956,309
1.38%, 1/31/21			700,000				694,873
1.38%, 4/30/21			300,000				297,241
2.00%, 11/15/21			50,000				50,663
1.63%, 11/15/22			200,000				197,867
2.25%, 11/15/25			50,000				50,408
1.50%, 8/15/26			300,000				282,867
2.00%, 11/15/26			140,000				137,673
Total U.S. Treasury Notes							3,772,760
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $5,538,592)							5,600,178
CORPORATE BONDS - 25.0%
United States - 25.0%
21st Century Fox America, Inc.
6.65%, 11/15/37			71,000				91,650
Abbott Laboratories
3.40%, 11/30/23			50,000				51,227
AbbVie, Inc.
3.60%, 5/14/25			50,000				51,263
Altria Group, Inc.
4.75%, 5/5/21			75,000				82,106

 

See Notes to Schedule of Investments.

 

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments		Principal Amount				Value
American International Group, Inc.
4.88%, 6/1/22		$	101,000			$	111,229
Amgen, Inc.
4.66%, 6/15/51			67,000				69,433
Anthem, Inc.
4.65%, 1/15/43			63,000				67,221
AT&T, Inc.
3.80%, 3/15/22			59,000				61,523
4.35%, 6/15/45			73,000				66,251
Bank of America Corp.
2.60%, 1/15/19			193,000				194,907
Burlington Northern Santa Fe LLC
4.70%, 10/1/19			95,500				102,060
Citigroup, Inc.
2.65%, 10/26/20			30,000				30,319
4.75%, 5/18/46			75,000				77,339
Comcast Corp.
6.45%, 3/15/37			90,000				118,692
ConocoPhillips
6.50%, 2/1/39			75,000				97,560
Dow Chemical Co. (The)
4.25%, 11/15/20			105,000				111,775
Duke Energy Florida LLC
6.40%, 6/15/38			33,500				45,784
Enterprise Products Operating LLC
3.35%, 3/15/23			135,000				139,327
Ford Motor Co.
4.75%, 1/15/43			76,000				71,860
General Motors Financial Co., Inc.
4.30%, 7/13/25			85,000				86,259
Gilead Sciences, Inc.
4.50%, 4/1/21			100,000				108,190
Goldman Sachs Group, Inc. (The)
7.50%, 2/15/19			140,000				152,728
6.00%, 6/15/20, Series D			50,000				55,435
International Lease Finance Corp.
5.88%, 8/15/22			100,000				113,739
International Paper Co.
3.80%, 1/15/26			95,000				98,509
JPMorgan Chase & Co.
4.95%, 3/25/20			25,000				26,933
4.25%, 10/15/20			75,000				79,871
3.20%, 1/25/23			128,000				130,699
Kinder Morgan Energy Partners L.P.
5.50%, 3/1/44			63,000				66,290
Kraft Heinz Foods Co.
3.50%, 6/6/22			100,000				103,849
Laboratory Corp. of America Holdings
3.20%, 2/1/22			50,000				51,035
Monsanto Co.
2.75%, 7/15/21			100,000				101,866
NextEra Energy Capital Holdings, Inc.
6.00%, 3/1/19			100,000				106,893
Oncor Electric Delivery Co. LLC
7.00%, 9/1/22			120,000				145,737
Pacific Gas & Electric Co.
4.25%, 5/15/21			100,000				106,933
Pfizer, Inc.
7.20%, 3/15/39			32,000				47,021
Philip Morris International, Inc.
4.88%, 11/15/43			87,000				96,743
Plains All American Pipeline L.P.
3.65%, 6/1/22			157,500				161,615
Simon Property Group L.P.
3.38%, 10/1/24(b)			104,000				105,964
Southern California Edison Co.
4.65%, 10/1/43			52,000				59,102
Time Warner Cable LLC
6.75%, 6/15/39			54,500				67,035
Time Warner, Inc.
7.63%, 4/15/31			20,000				27,753
UnitedHealth Group, Inc.
2.75%, 2/15/23			100,000				101,285
Verizon Communications, Inc.
5.15%, 9/15/23			150,000				168,041
Wal-Mart Stores, Inc.
6.20%, 4/15/38			57,000				76,646
Wells Fargo & Co.
4.13%, 8/15/23			75,000				79,629
4.90%, 11/17/45			50,000				53,924
Wyndham Worldwide Corp.
4.25%, 3/1/22			50,000				52,864
Xerox Corp.
4.07%, 3/17/22(c)			43,000				44,502
TOTAL CORPORATE BONDS (Cost: $4,212,501)							4,318,616
FOREIGN CORPORATE BONDS - 4.1%
Belgium - 1.2%
Anheuser-Busch InBev Finance, Inc.
2.65%, 2/1/21			50,000				50,816
3.30%, 2/1/23			25,000				25,797
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20			121,000				131,716
Total Belgium							208,329
Canada - 0.5%
Nexen Energy ULC
6.40%, 5/15/37			63,000				80,368
Mexico - 1.2%
America Movil S.A.B. de C.V.
5.00%, 3/30/20			100,000				107,694
Petroleos Mexicanos
6.00%, 3/5/20(b)			96,000				104,003
Total Mexico							211,697
Netherlands - 0.6%
Shell International Finance B.V.
4.38%, 3/25/20			100,000				106,871

 

See Notes to Schedule of Investments.

 

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments		Principal Amount				Value
United Kingdom - 0.6%
HSBC Holdings PLC
5.10%, 4/5/21		$	96,000			$	105,069
TOTAL FOREIGN CORPORATE BONDS (Cost: $700,304)							712,334
FOREIGN GOVERNMENT OBLIGATIONS - 1.7%
Colombia - 0.5%
Colombia Government International Bond
11.75%, 2/25/20			75,000				93,938
Italy - 0.4%
Republic of Italy Government International Bond
5.38%, 6/15/33			56,000				63,657
Mexico - 0.8%
Mexico Government International Bond
4.00%, 10/2/23			131,000				137,039
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $291,503)							294,634
COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.3%
United States - 3.3%
Citigroup Commercial Mortgage Trust
1.99%, 4/10/46, Series 2013- GC11, Class A2			10,000				10,036
COMM Mortgage Trust
3.60%, 5/10/47, Series 2014-CR17, Class ASB			35,000				36,934
3.08%, 2/10/48, Series 2015-DC1, Class A4			100,000				100,996
JPMBB Commercial Mortgage Securities Trust
3.05%, 4/15/47, Series 2014-C19, Class A2			120,000				122,727
JPMorgan Chase Commercial Mortgage Securities Trust
2.67%, 1/15/46, Series 2013-C13, Class A2			30,000				30,353
Morgan Stanley Bank of America Merrill Lynch Trust
3.53%, 12/15/47, Series 2014-C19, Class A4			25,000				26,083
3.07%, 2/15/48, Series 2015-C20, Class ASB			110,000				113,355
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4			120,000				129,082
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $567,660)							569,566
MUNICIPAL BOND - 0.8%
United States - 0.8%
State of California
7.55%, 4/1/39 (Cost: $136,564)			95,000				143,612
ASSET-BACKED SECURITIES - 0.5%
United States - 0.5%
Ford Credit Auto Owner Trust
1.22%, 3/15/21, Series 2016-C, Class A3			50,000				49,710
Honda Auto Receivables Owner Trust
1.21%, 12/18/20, Series 2016-4, Class A3			40,000				39,769
TOTAL ASSET-BACKED SECURITIES (Cost: $89,382)							89,479
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.9%
United States - 0.9%
State Street Navigator Securities Lending Government Money Market Portfolio, 0.78%(d) (Cost: $156,715)(e)			156,715				156,715
TOTAL INVESTMENTS IN SECURITIES - 98.1% (Cost: $16,719,732)							16,968,922
Cash and Other Assets in Excess of Liabilities - 1.9%							334,523
NET ASSETS - 100.0%						$	17,303,445

 

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

(b)	Security, or portion thereof, was on loan at May 31, 2017 (See Note 2).

(c)	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.

(d)	Rate shown represents annualized 7-day yield as of May 31, 2017.

(e)	At May 31, 2017, the total market value of the Fund’s securities on loan was $152,265 and the total market value of the collateral held by the Fund was $156,715.

 

See Notes to Schedule of Investments.

 

---

Schedule of Investments (unaudited) (concluded)

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

May 31, 2017

 

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure		Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
5 Year U.S. Treasury Note			13			$	(1,538,062	)			Sep-17			$	(3,149	)
U.S. Treasury Ultra Long Term Bond			24				(3,963,000	)			Sep-17				(53,625	)
Ultra 10 Year U.S. Treasury Note			90				(12,216,094	)			Sep-17				(80,859	)
														$	(137,633	)

 

See Notes to Schedule of Investments.

 

---

Schedule of Investments (unaudited)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
U.S. GOVERNMENT AGENCIES - 25.4%
Federal Home Loan Bank - 0.3%
Federal Home Loan Bank
5.50%, 7/15/36		$	280,000			$	379,086
Federal Home Loan Mortgage Corporation - 9.4%
6.75%, 9/15/29, Series GDIF			200,000				284,669
6.25%, 7/15/32			325,000				463,070
5.00%, 6/1/37			4,884				5,380
3.47%, 11/15/38(a)			120,000				57,385
5.50%, 2/1/40			17,759				19,738
4.00%, 11/1/40			31,847				33,784
5.50%, 6/1/41			533,356				592,732
5.00%, 7/1/41			15,984				17,544
3.00%, 2/1/44			316,044				319,004
3.50%, 5/1/44			141,060				146,009
4.50%, 5/1/44			29,596				31,940
3.50%, 7/1/44			148,162				153,467
4.50%, 7/1/44			349,565				377,250
3.50%, 10/1/44			50,598				52,358
3.50%, 1/1/45			144,586				149,523
4.00%, 3/1/45			31,759				33,573
3.00%, 4/1/45			40,792				41,031
3.00%, 5/1/45			165,662				166,633
3.50%, 6/1/45			149,413				154,516
4.00%, 6/1/45			140,068				148,067
3.00%, 7/1/45			42,501				42,750
3.00%, 8/1/45			170,855				171,857
3.50%, 8/1/45			456,543				472,134
4.00%, 9/1/45			275,361				291,088
4.00%, 10/1/45			305,874				323,344
3.50%, 11/1/45			158,515				163,929
4.00%, 11/1/45			227,138				240,110
3.00%, 12/1/45			171,313				172,317
3.50%, 4/1/46			479,646				496,026
3.50%, 5/1/46			223,110				230,729
3.00%, 6/1/46			187,365				188,464
3.00%, 9/1/46			479,723				482,537
3.50%, 10/1/46			148,699				153,777
3.00%, 11/1/46			812,373				817,137
4.00%, 11/1/46			94,413				99,806
3.00%, 12/1/46			294,526				296,254
3.50%, 12/1/46			978,330				1,011,741
3.00%, 2/1/47			296,151				297,889
4.00%, 2/1/47			391,813				414,190
2.50%, 6/1/47(b)			50,000				48,587
3.00%, 6/1/47(b)			700,000				703,541
3.50%, 6/1/47(b)			725,000				749,044
4.00%, 6/1/47(b)			675,000				712,801
4.50%, 6/1/47(b)			475,000				511,859
5.00%, 6/1/47(b)			400,000				438,602
Total Federal Home Loan Mortgage Corporation							12,778,186
Federal National Mortgage Association - 14.9%
7.13%, 1/15/30			390,000				574,169
7.25%, 5/15/30			400,000				597,497
5.63%, 7/15/37			170,000				233,741
5.00%, 5/1/38			27,307				30,012
5.50%, 6/1/38			223,401				249,629
5.50%, 11/1/38			5,576				6,237
5.50%, 10/1/39			241,403				270,125
5.50%, 4/1/40			30,219				33,943
4.50%, 2/1/41			163,377				176,902
5.50%, 9/1/41			122,388				136,774
4.00%, 12/1/42			258,963				274,705
2.50%, 3/1/43			34,535				33,705
3.50%, 5/1/43			86,426				89,530
4.00%, 6/1/43			241,913				256,583
3.00%, 7/1/43			42,731				43,209
4.00%, 8/1/43			127,945				135,401
4.00%, 9/1/43			340,914				360,972
4.50%, 9/1/43			59,600				64,522
3.50%, 10/1/43			493,654				511,097
4.00%, 5/1/44			28,880				30,540
4.50%, 5/1/44			352,653				380,720
4.00%, 7/1/44			33,597				35,529
4.00%, 8/1/44			161,841				171,145
4.00%, 10/1/44			245,428				259,538
4.00%, 11/1/44			26,218				27,725
3.00%, 1/1/45			17,024				17,157
4.00%, 2/1/45			141,133				149,247
3.00%, 4/1/45			409,865				412,901
3.00%, 5/1/45			143,510				144,537
3.50%, 6/1/45			164,403				169,962
3.50%, 7/1/45			80,210				82,922
3.50%, 9/1/45			379,258				392,081
4.00%, 9/1/45			181,260				191,680
3.00%, 10/1/45			169,116				170,258
3.50%, 10/1/45			302,500				312,728
3.00%, 11/1/45			163,301				164,363
3.50%, 11/1/45			167,887				173,564
3.00%, 12/1/45			166,956				168,023
3.50%, 12/1/45			463,714				479,394
3.00%, 2/1/46			371,640				374,013
3.50%, 4/1/46			919,115				950,191
4.00%, 4/1/46			252,222				266,722
3.50%, 5/1/46			88,733				91,733
3.00%, 6/1/46			157,501				158,507
3.50%, 6/1/46			366,321				378,707
3.50%, 7/1/46			834,501				862,718
2.50%, 8/1/46			24,832				24,135
2.50%, 9/1/46			24,567				23,878
3.00%, 9/1/46			288,322				290,163
3.00%, 10/1/46			1,149,148				1,156,611
4.00%, 10/1/46			283,473				299,770
3.00%, 11/1/46			969,081				975,528
3.50%, 11/1/46			290,108				299,917
3.00%, 12/1/46			343,782				345,978
4.00%, 12/1/46			343,490				363,237
3.00%, 2/1/47			345,372				347,579
3.50%, 2/1/47			326,480				337,519
3.00%, 4/1/47			396,514				399,048
2.50%, 6/1/47(b)			50,000				48,552
3.00%, 6/1/47(b)			275,000				276,536
3.50%, 6/1/47(b)			875,000				903,873
4.00%, 6/1/47(b)			1,125,000				1,188,724
4.50%, 6/1/47(b)			900,000				970,448
5.00%, 6/1/47(b)			650,000				714,759
5.50%, 6/1/47(b)			225,000				250,796
Total Federal National Mortgage Association							20,312,409
Tennessee Valley Authority - 0.8%
7.13%, 5/1/30			100,000				146,324

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
5.88%, 4/1/36		$	200,000			$	273,900
6.15%, 1/15/38			100,000				143,607
5.25%, 9/15/39			432,000				567,215
Total Tennessee Valley Authority							1,131,046
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $34,521,589)							34,600,727
U.S. GOVERNMENT OBLIGATIONS - 16.0%
U.S. Treasury Bonds - 2.1%
U.S. Treasury Bond
8.75%, 5/15/20			380,000				460,268
8.13%, 5/15/21			1,250,000				1,559,961
7.25%, 8/15/22			700,000				888,904
Total U.S. Treasury Bonds							2,909,133
U.S. Treasury Notes - 13.9%
U.S. Treasury Note
1.50%, 5/31/19			5,960,000				5,986,194
2.13%, 1/31/21			2,590,000				2,640,181
2.00%, 2/28/21			2,910,000				2,954,558
1.63%, 11/15/22			150,000				148,400
2.13%, 12/31/22			800,000				811,563
1.75%, 5/15/23			500,000				495,742
2.50%, 8/15/23			4,379,000				4,525,508
2.25%, 2/15/27			1,300,000				1,305,027
Total U.S. Treasury Notes							18,867,173
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $21,835,323)							21,776,306
CORPORATE BONDS - 39.8%
United States - 39.8%
21st Century Fox America, Inc.
3.70%, 9/15/24			50,000				51,948
6.20%, 12/15/34			100,000				123,048
4.75%, 9/15/44			120,000				124,239
Abbott Laboratories
3.40%, 11/30/23			241,000				246,916
5.30%, 5/27/40			250,000				278,665
AbbVie, Inc.
2.90%, 11/6/22			330,000				333,959
2.85%, 5/14/23			150,000				150,015
4.50%, 5/14/35			100,000				103,457
4.45%, 5/14/46			200,000				200,801
Adobe Systems, Inc.
3.25%, 2/1/25			30,000				30,935
Aetna, Inc.
2.75%, 11/15/22			200,000				201,803
Air Lease Corp.
4.25%, 9/15/24			80,000				84,499
Allergan Funding SCS
3.45%, 3/15/22			100,000				103,809
4.55%, 3/15/35			100,000				103,990
4.75%, 3/15/45			100,000				106,128
Altria Group, Inc.
4.00%, 1/31/24			100,000				107,151
Amazon.com, Inc.
4.80%, 12/5/34			150,000				172,371
Ameren Corp.
3.65%, 2/15/26			50,000				51,394
American Airlines Pass Through Trust
3.38%, 5/1/27, Series 2015-1, Class A			58,755				58,755
American Electric Power Co., Inc.
2.95%, 12/15/22, Series F			55,000				56,254
American International Group, Inc.
3.30%, 3/1/21			100,000				103,089
4.13%, 2/15/24			100,000				105,930
3.90%, 4/1/26			100,000				103,657
3.88%, 1/15/35			193,000				185,697
4.50%, 7/16/44			100,000				102,609
American Tower Corp.
3.30%, 2/15/21			120,000				123,316
3.38%, 10/15/26			150,000				147,962
Ameriprise Financial, Inc.
2.88%, 9/15/26			170,000				166,085
Amgen, Inc.
3.13%, 5/1/25			145,000				146,247
4.40%, 5/1/45			160,000				162,463
Amphenol Corp.
2.20%, 4/1/20			150,000				150,792
Anadarko Petroleum Corp.
6.45%, 9/15/36			130,000				155,212
7.95%, 6/15/39			100,000				132,306
Analog Devices, Inc.
2.88%, 6/1/23			28,000				28,113
Anthem, Inc.
3.13%, 5/15/22			80,000				82,059
6.38%, 6/15/37			200,000				253,778
Aon PLC
3.88%, 12/15/25			175,000				181,995
Apache Corp.
2.63%, 1/15/23			100,000				98,916
5.10%, 9/1/40			100,000				105,830
Appalachian Power Co.
7.00%, 4/1/38			80,000				110,406
Apple, Inc.
4.50%, 2/23/36			250,000				279,069
Archer-Daniels-Midland Co.
2.50%, 8/11/26			160,000				154,771
AT&T, Inc.
2.45%, 6/30/20			250,000				251,270
3.95%, 1/15/25			310,000				316,998
3.40%, 5/15/25			345,000				339,945
4.50%, 5/15/35			440,000				427,704
6.38%, 3/1/41			450,000				526,753
4.75%, 5/15/46			155,000				149,883
Autodesk, Inc.
4.38%, 6/15/25			25,000				26,579
AutoZone, Inc.
3.13%, 7/15/23			50,000				50,569
3.25%, 4/15/25			50,000				49,908
AvalonBay Communities, Inc.
2.95%, 9/15/22			100,000				101,600
Baltimore Gas & Electric Co.
2.40%, 8/15/26			190,000				180,931
Bank of America Corp.
2.25%, 4/21/20, Series L			100,000				100,099
5.70%, 1/24/22			300,000				339,758
4.00%, 4/1/24			100,000				105,159
3.95%, 4/21/25, Series L			450,000				458,398
4.45%, 3/3/26			50,000				52,352

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
3.82%, 1/20/28(c)		$	100,000			$	101,639
6.11%, 1/29/37			300,000				361,887
5.88%, 2/7/42			200,000				250,970
Baxalta, Inc.
2.88%, 6/23/20			210,000				213,879
Baxter International, Inc.
2.60%, 8/15/26			190,000				181,722
Becton Dickinson and Co.
3.13%, 11/8/21			250,000				254,169
Berkshire Hathaway Energy Co.
3.75%, 11/15/23			125,000				132,272
Berkshire Hathaway, Inc.
4.50%, 2/11/43			250,000				275,786
Boeing Co. (The)
2.85%, 10/30/24			35,000				35,642
2.25%, 6/15/26			50,000				48,085
Boston Properties L.P.
4.13%, 5/15/21			175,000				186,025
Boston Scientific Corp.
3.85%, 5/15/25			300,000				310,077
Brixmor Operating Partnership L.P.
3.25%, 9/15/23			190,000				188,148
Broadcom Corp.
3.63%, 1/15/24(d)			100,000				101,994
Burlington Northern Santa Fe LLC
3.75%, 4/1/24			50,000				53,367
3.00%, 4/1/25			50,000				50,837
3.65%, 9/1/25			120,000				127,284
Capital One Financial Corp.
3.75%, 4/24/24			100,000				102,580
3.20%, 2/5/25			145,000				143,016
Caterpillar Financial Services Corp.
2.40%, 8/9/26			190,000				183,170
CBRE Services, Inc.
4.88%, 3/1/26			35,000				37,593
CBS Corp.
3.50%, 1/15/25			150,000				151,271
4.00%, 1/15/26			50,000				51,934
Celgene Corp.
3.88%, 8/15/25			320,000				335,286
5.00%, 8/15/45			100,000				109,810
CenterPoint Energy Houston Electric LLC
2.40%, 9/1/26, Series Z			90,000				86,352
Charter Communications Operating LLC
4.91%, 7/23/25			350,000				380,506
6.48%, 10/23/45			100,000				120,110
Chubb INA Holdings, Inc.
2.88%, 11/3/22			200,000				204,421
Cigna Corp.
3.25%, 4/15/25			50,000				50,469
Cisco Systems, Inc.
2.20%, 9/20/23			100,000				98,381
2.95%, 2/28/26			200,000				201,381
Citigroup, Inc.
4.50%, 1/14/22			295,000				318,195
4.05%, 7/30/22			72,000				75,616
3.30%, 4/27/25			200,000				200,411
4.13%, 7/25/28			150,000				152,691
8.13%, 7/15/39			220,000				332,815
Comcast Corp.
2.75%, 3/1/23			50,000				50,739
3.15%, 3/1/26			245,000				247,130
4.20%, 8/15/34			100,000				105,717
6.45%, 3/15/37			180,000				237,383
6.95%, 8/15/37			100,000				139,465
ConocoPhillips
6.50%, 2/1/39			230,000				299,185
ConocoPhillips Co.
2.40%, 12/15/22			160,000				158,668
Consolidated Edison Co. of New York, Inc.
6.75%, 4/1/38, Series 08-B			25,000				34,843
Continental Airlines Pass Through Trust
4.00%, 10/29/24, Series 2012-2, Class A			28,781				30,112
CSX Corp.
3.35%, 11/1/25			30,000				30,836
3.25%, 6/1/27			280,000				284,103
4.10%, 3/15/44			60,000				61,245
CVS Health Corp.
4.00%, 12/5/23			50,000				52,976
3.88%, 7/20/25			178,000				186,976
4.88%, 7/20/35			50,000				55,260
DDR Corp.
3.63%, 2/1/25			50,000				47,816
Dell International LLC
3.48%, 6/1/19(d)			100,000				102,432
4.42%, 6/15/21(d)			280,000				295,333
6.02%, 6/15/26(d)			80,000				88,459
Delta Air Lines, Inc.
2.88%, 3/13/20			150,000				152,224
Devon Energy Corp.
3.25%, 5/15/22			89,000				90,076
5.60%, 7/15/41			100,000				109,279
Discover Financial Services
3.75%, 3/4/25			210,000				209,631
Discovery Communications LLC
6.35%, 6/1/40			100,000				108,022
Dow Chemical Co. (The)
4.25%, 11/15/20			116,000				123,485
3.50%, 10/1/24			200,000				207,241
4.63%, 10/1/44			80,000				85,159
DTE Energy Co.
3.30%, 6/15/22			150,000				154,073
Duke Energy Corp.
2.65%, 9/1/26			250,000				238,944
4.80%, 12/15/45			110,000				120,318
Eastman Chemical Co.
3.80%, 3/15/25			38,000				39,408
4.65%, 10/15/44			100,000				105,631
Ecolab, Inc.
2.70%, 11/1/26			175,000				170,169
Enable Midstream Partners L.P.
2.40%, 5/15/19			174,000				173,386
Energy Transfer L.P.
4.65%, 6/1/21			200,000				213,413
4.75%, 1/15/26			200,000				211,840
6.13%, 12/15/45			85,000				95,110
Entergy Corp.
2.95%, 9/1/26			190,000				184,060

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
Entergy Louisiana LLC
4.05%, 9/1/23		$	175,000			$	188,182
Enterprise Products Operating LLC
3.90%, 2/15/24			100,000				105,220
5.95%, 2/1/41			100,000				120,957
4.90%, 5/15/46			101,000				108,341
Exelon Corp.
5.10%, 6/15/45			100,000				111,380
Express Scripts Holding Co.
4.75%, 11/15/21			100,000				108,494
6.13%, 11/15/41			21,000				24,988
Federal Realty Investment Trust
4.50%, 12/1/44			100,000				104,255
FedEx Corp.
3.88%, 8/1/42			220,000				206,761
4.55%, 4/1/46			40,000				41,225
Fidelity National Information Services, Inc.
5.00%, 10/15/25			180,000				201,117
Fifth Third Bancorp
4.30%, 1/16/24			200,000				212,048
FirstEnergy Corp.
7.38%, 11/15/31, Series C			100,000				133,821
Ford Motor Co.
7.45%, 7/16/31			150,000				189,748
4.75%, 1/15/43			105,000				99,281
Ford Motor Credit Co., LLC
8.13%, 1/15/20			100,000				114,206
5.88%, 8/2/21			200,000				223,372
4.13%, 8/4/25			200,000				202,788
Fortive Corp.
3.15%, 6/15/26(d)			50,000				50,305
Franklin Resources, Inc.
2.85%, 3/30/25			145,000				143,961
GATX Corp.
3.25%, 3/30/25			45,000				44,472
GE Capital International Funding Co. Unlimited Co.
4.42%, 11/15/35			250,000				269,821
General Dynamics Corp.
2.13%, 8/15/26			50,000				47,232
General Electric Co.
4.50%, 3/11/44			250,000				275,887
General Motors Co.
3.50%, 10/2/18			250,000				254,878
6.75%, 4/1/46			100,000				116,490
General Motors Financial Co., Inc.
4.00%, 1/15/25			100,000				100,807
4.30%, 7/13/25			295,000				299,369
4.00%, 10/6/26			100,000				99,033
Genpact Luxembourg Sarl
3.70%, 4/1/22(d)			130,000				131,798
Georgia Power Co.
4.30%, 3/15/42			100,000				101,554
Georgia-Pacific LLC
7.75%, 11/15/29			100,000				139,958
Gilead Sciences, Inc.
3.65%, 3/1/26			260,000				268,131
4.60%, 9/1/35			100,000				105,941
5.65%, 12/1/41			100,000				117,834
Goldman Sachs Group, Inc. (The)
3.50%, 1/23/25			550,000				557,428
4.25%, 10/21/25			200,000				207,882
3.85%, 1/26/27			150,000				153,112
6.13%, 2/15/33			40,000				49,918
6.45%, 5/1/36			190,000				237,247
6.75%, 10/1/37			200,000				256,235
6.25%, 2/1/41			100,000				129,421
Halliburton Co.
3.80%, 11/15/25			100,000				103,485
4.85%, 11/15/35			200,000				214,869
7.45%, 9/15/39			150,000				209,312
Harris Corp.
3.83%, 4/27/25			50,000				52,022
4.85%, 4/27/35			67,000				73,450
HCP, Inc.
2.63%, 2/1/20			150,000				151,776
4.00%, 6/1/25			100,000				102,689
Hershey Co. (The)
2.30%, 8/15/26			370,000				350,384
Hess Corp.
6.00%, 1/15/40			100,000				106,267
Hewlett Packard Enterprise Co.
4.90%, 10/15/25			100,000				105,973
6.35%, 10/15/45			160,000				172,639
Hexcel Corp.
3.95%, 2/15/27			150,000				155,276
Home Depot, Inc. (The)
2.63%, 6/1/22			100,000				102,124
3.00%, 4/1/26			80,000				81,099
Honeywell International, Inc.
2.50%, 11/1/26			115,000				111,126
HP, Inc.
4.38%, 9/15/21			180,000				192,922
Illinois Tool Works, Inc.
3.50%, 3/1/24			35,000				37,029
2.65%, 11/15/26			119,000				116,935
Ingersoll-Rand Global Holding Co., Ltd.
4.25%, 6/15/23			52,000				56,425
Intel Corp.
2.70%, 12/15/22			168,000				171,155
4.10%, 5/19/46			160,000				163,966
Intercontinental Exchange, Inc.
3.75%, 12/1/25			110,000				116,256
International Business Machines Corp.
4.70%, 2/19/46			170,000				189,548
International Lease Finance Corp.
8.63%, 1/15/22			140,000				173,774
International Paper Co.
3.80%, 1/15/26			155,000				160,725
6.00%, 11/15/41			75,000				90,902
Jefferies Group LLC
8.50%, 7/15/19			100,000				112,769
JM Smucker Co. (The)
4.25%, 3/15/35			75,000				77,818
John Deere Capital Corp.
2.80%, 1/27/23			80,000				81,478
2.80%, 3/6/23			50,000				50,868
Johnson & Johnson
4.95%, 5/15/33			250,000				299,250
Johnson Controls International PLC
3.90%, 2/14/26			25,000				26,461

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
JPMorgan Chase & Co.
3.20%, 1/25/23		$	250,000			$	255,271
3.38%, 5/1/23			180,000				183,504
3.30%, 4/1/26			700,000				698,088
2.95%, 10/1/26			50,000				48,463
4.25%, 10/1/27			95,000				99,855
6.40%, 5/15/38			100,000				133,729
5.63%, 8/16/43			100,000				119,547
Juniper Networks, Inc.
4.50%, 3/15/24			25,000				26,623
Kellogg Co.
4.50%, 4/1/46			60,000				61,750
KeyCorp
5.10%, 3/24/21			90,000				98,990
Keysight Technologies, Inc.
3.30%, 10/30/19			38,000				38,767
Kimco Realty Corp.
2.80%, 10/1/26			190,000				177,430
Kinder Morgan Energy Partners L.P.
5.63%, 9/1/41			200,000				209,171
Kinder Morgan, Inc.
6.50%, 9/15/20			150,000				167,924
4.30%, 6/1/25			150,000				157,650
7.75%, 1/15/32			150,000				193,319
KLA-Tencor Corp.
4.13%, 11/1/21			160,000				170,435
Kraft Heinz Foods Co.
2.80%, 7/2/20			150,000				152,623
5.20%, 7/15/45			250,000				269,026
Kroger Co. (The)
3.40%, 4/15/22			200,000				207,374
Lockheed Martin Corp.
4.50%, 5/15/36			115,000				127,100
4.07%, 12/15/42			120,000				123,205
Lowe’s Cos., Inc.
3.38%, 9/15/25			280,000				292,398
LYB International Finance B.V.
4.88%, 3/15/44			245,000				259,651
Macy’s Retail Holdings, Inc.
6.38%, 3/15/37			60,000				61,839
Marathon Oil Corp.
2.80%, 11/1/22			150,000				146,596
Marsh & McLennan Cos., Inc.
3.50%, 3/10/25			100,000				103,456
McDonald’s Corp.
3.70%, 1/30/26			191,000				199,489
4.88%, 12/9/45			100,000				111,140
McKesson Corp.
4.88%, 3/15/44			100,000				108,031
Medtronic, Inc.
3.50%, 3/15/25			347,000				362,454
MetLife, Inc.
4.37%, 9/15/23, Series D			100,000				109,790
6.40%, 12/15/36			100,000				114,338
Microsoft Corp.
4.20%, 11/3/35			250,000				269,616
Molson Coors Brewing Co.
5.00%, 5/1/42			100,000				109,671
4.20%, 7/15/46			100,000				96,541
Monsanto Co.
3.38%, 7/15/24			100,000				101,546
Morgan Stanley
4.88%, 11/1/22			210,000				229,244
3.88%, 4/29/24, Series F			600,000				627,290
3.95%, 4/23/27			190,000				193,234
4.30%, 1/27/45			100,000				102,367
Motorola Solutions, Inc.
3.75%, 5/15/22			55,000				56,207
5.50%, 9/1/44			100,000				101,455
Mylan N.V.
3.15%, 6/15/21			110,000				112,198
Nabors Industries, Inc.
5.00%, 9/15/20			125,000				129,063
National Rural Utilities Cooperative Finance Corp.
2.85%, 1/27/25			175,000				175,025
Newell Brands, Inc.
4.20%, 4/1/26			200,000				212,622
NextEra Energy Capital Holdings, Inc.
2.40%, 9/15/19			40,000				40,368
NiSource Finance Corp.
5.65%, 2/1/45			60,000				72,847
Noble Energy, Inc.
6.00%, 3/1/41			150,000				171,933
Norfolk Southern Corp.
3.25%, 12/1/21			20,000				20,786
Northrop Grumman Corp.
3.25%, 8/1/23			36,000				37,474
Old Republic International Corp.
3.88%, 8/26/26			90,000				90,843
Oncor Electric Delivery Co., LLC
2.95%, 4/1/25			269,000				270,048
ONEOK Partners L.P.
5.00%, 9/15/23			150,000				163,743
Oracle Corp.
6.50%, 4/15/38			100,000				135,763
Owens Corning
3.40%, 8/15/26			200,000				198,519
Pacific Gas & Electric Co.
6.05%, 3/1/34			200,000				257,431
PepsiCo, Inc.
2.75%, 4/30/25			145,000				144,630
Pfizer, Inc.
5.80%, 8/12/23			100,000				118,379
Philip Morris International, Inc.
2.75%, 2/25/26(e)			180,000				176,698
Phillips 66
4.88%, 11/15/44			175,000				187,152
Plains All American Pipeline L.P.
4.65%, 10/15/25			240,000				251,681
PNC Bank NA
2.95%, 1/30/23			250,000				254,443
Precision Castparts Corp.
2.50%, 1/15/23			50,000				50,148
Progress Energy, Inc.
3.15%, 4/1/22			35,000				35,949
Progressive Corp. (The)
4.13%, 4/15/47			150,000				156,268
Prudential Financial, Inc.
3.50%, 5/15/24			180,000				188,723
Puget Energy, Inc.
3.65%, 5/15/25			65,000				65,795

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
QUALCOMM, Inc.
3.45%, 5/20/25		$	280,000			$	289,188
4.65%, 5/20/35			80,000				87,013
QVC, Inc.
4.38%, 3/15/23			50,000				50,718
Regions Financial Corp.
3.20%, 2/8/21			45,000				46,147
Republic Services, Inc.
3.20%, 3/15/25			145,000				147,183
Reynolds American, Inc.
4.45%, 6/12/25			120,000				129,524
7.25%, 6/15/37			100,000				136,895
Rockwell Collins, Inc.
4.35%, 4/15/47			225,000				234,867
Roper Technologies, Inc.
3.00%, 12/15/20			45,000				46,131
S&P Global, Inc.
4.00%, 6/15/25			44,000				46,390
Seagate HDD Cayman
4.75%, 6/1/23(e)			20,000				20,553
4.75%, 1/1/25			240,000				239,876
4.88%, 6/1/27			100,000				98,061
Sempra Energy
2.85%, 11/15/20			200,000				202,804
Simon Property Group L.P.
3.50%, 9/1/25			120,000				122,579
Snap-on, Inc.
3.25%, 3/1/27			140,000				143,892
Southern California Edison Co.
5.63%, 2/1/36			200,000				247,078
Southern Co. (The)
4.40%, 7/1/46			100,000				99,801
Southwest Airlines Co.
2.65%, 11/5/20			97,000				98,529
Stanley Black & Decker, Inc.
5.20%, 9/1/40			55,000				62,980
Starbucks Corp.
2.45%, 6/15/26			50,000				48,625
State Street Corp.
3.70%, 11/20/23			25,000				26,527
3.55%, 8/18/25			100,000				104,860
SunTrust Banks, Inc.
2.50%, 5/1/19			65,000				65,738
Synchrony Financial
2.70%, 2/3/20			200,000				201,412
3.70%, 8/4/26			90,000				87,123
Tanger Properties L.P.
3.13%, 9/1/26			90,000				84,931
Thermo Fisher Scientific, Inc.
4.50%, 3/1/21			150,000				161,544
Time Warner Cable LLC
5.00%, 2/1/20			100,000				106,950
7.30%, 7/1/38			200,000				255,791
Time Warner, Inc.
4.88%, 3/15/20			100,000				107,287
3.88%, 1/15/26			100,000				101,176
7.70%, 5/1/32			100,000				140,499
4.85%, 7/15/45			100,000				100,376
Tucson Electric Power Co.
3.05%, 3/15/25			176,000				171,192
Tyson Foods, Inc.
3.95%, 8/15/24			300,000				315,056
UDR, Inc.
2.95%, 9/1/26			90,000				85,618
Union Pacific Corp.
3.25%, 8/15/25			50,000				51,717
2.75%, 3/1/26			230,000				229,012
United Technologies Corp.
3.10%, 6/1/22			173,000				179,388
UnitedHealth Group, Inc.
3.10%, 3/15/26			150,000				151,704
6.88%, 2/15/38			100,000				140,464
US Bancorp
3.60%, 9/11/24			300,000				313,147
Valero Energy Corp.
3.65%, 3/15/25			200,000				203,481
6.63%, 6/15/37			200,000				243,278
Ventas Realty L.P.
4.75%, 6/1/21			100,000				107,660
3.50%, 2/1/25			20,000				20,009
Verizon Communications, Inc.
3.50%, 11/1/24			264,000				268,181
4.27%, 1/15/36			400,000				384,086
4.81%, 3/15/39(d)			200,000				202,200
4.52%, 9/15/48			168,000				158,599
5.01%, 4/15/49(d)			320,000				323,834
VF Corp.
6.45%, 11/1/37			51,000				67,479
Viacom, Inc.
6.88%, 4/30/36			150,000				173,388
4.38%, 3/15/43			100,000				88,426
Virginia Electric & Power Co.
6.35%, 11/30/37			240,000				318,588
Visa, Inc.
2.80%, 12/14/22			180,000				184,489
Vulcan Materials Co.
7.50%, 6/15/21			25,000				29,696
Wal-Mart Stores, Inc.
5.25%, 9/1/35			250,000				305,053
Walgreens Boots Alliance, Inc.
2.70%, 11/18/19			110,000				111,707
3.80%, 11/18/24			100,000				104,024
4.80%, 11/18/44			100,000				105,556
Walt Disney Co. (The)
3.00%, 2/13/26			100,000				100,876
1.85%, 7/30/26			50,000				45,756
Waste Management, Inc.
3.50%, 5/15/24			140,000				146,466
Wells Fargo & Co.
3.45%, 2/13/23, Series M			634,000				651,331
4.10%, 6/3/26			160,000				166,738
5.61%, 1/15/44			100,000				118,183
Welltower, Inc.
4.00%, 6/1/25			220,000				228,298
Westlake Chemical Corp.
5.00%, 8/15/46			75,000				79,010
Weyerhaeuser Co.
6.95%, 10/1/27			75,000				93,174
Whole Foods Market, Inc.
5.20%, 12/3/25			150,000				160,786
Williams Partners L.P.
4.30%, 3/4/24			100,000				105,441
4.90%, 1/15/45			130,000				130,277
Wyndham Worldwide Corp.
4.50%, 4/1/27			250,000				258,506
TOTAL CORPORATE BONDS (Cost: $53,240,236)							54,283,601

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
FOREIGN CORPORATE BONDS - 7.8%
Australia - 0.2%
BHP Billiton Finance USA Ltd.
3.85%, 9/30/23		$	200,000			$	215,002
Belgium - 0.7%
Anheuser-Busch InBev Finance, Inc.
2.63%, 1/17/23			100,000				99,991
3.65%, 2/1/26			480,000				494,932
Anheuser-Busch InBev Worldwide, Inc.
2.50%, 7/15/22			250,000				250,706
Koninklijke Ahold Delhaize N.V.
5.70%, 10/1/40			150,000				174,072
Total Belgium							1,019,701
Brazil - 0.2%
Vale Overseas Ltd.
6.25%, 8/10/26			90,000				97,875
6.88%, 11/21/36			100,000				108,000
Vale S.A.
5.63%, 9/11/42			100,000				94,740
Total Brazil							300,615
Canada - 0.7%
Barrick North America Finance LLC
5.70%, 5/30/41			100,000				117,599
Canadian Natural Resources Ltd.
3.90%, 2/1/25			60,000				61,227
Encana Corp.
3.90%, 11/15/21			50,000				51,961
6.50%, 8/15/34			100,000				115,444
Petro-Canada
6.80%, 5/15/38			150,000				199,305
Royal Bank of Canada
4.65%, 1/27/26			175,000				187,565
TransCanada PipeLines Ltd.
3.75%, 10/16/23			170,000				179,290
Total Canada							912,391
China - 0.3%
Alibaba Group Holding Ltd.
3.60%, 11/28/24			200,000				205,419
CNOOC Nexen Finance 2014 ULC
4.25%, 4/30/24			200,000				211,232
Total China							416,651
Colombia - 0.3%
Ecopetrol S.A.
5.88%, 9/18/23			100,000				109,640
4.13%, 1/16/25			150,000				147,375
7.38%, 9/18/43			100,000				108,240
Total Colombia							365,255
France - 0.1%
Orange S.A.
9.00%, 3/1/31			100,000				152,826
Germany - 0.3%
Daimler Finance North America LLC
8.50%, 1/18/31			80,000				121,835
Deutsche Bank AG
3.38%, 5/12/21			150,000				152,154
Deutsche Telekom International Finance B.V.
8.75%, 6/15/30			100,000				149,295
Total Germany							423,284
Ireland - 0.1%
XLIT Ltd.
5.50%, 3/31/45			150,000				158,002
Israel - 0.2%
Teva Pharmaceutical Finance Netherlands III B.V.
1.70%, 7/19/19			100,000				99,242
2.80%, 7/21/23			200,000				194,700
Total Israel							293,942
Japan - 0.4%
Mitsubishi UFJ Financial Group, Inc.
3.85%, 3/1/26			200,000				210,551
Nomura Holdings, Inc.
6.70%, 3/4/20			100,000				111,232
Sumitomo Mitsui Financial Group, Inc.
2.63%, 7/14/26			200,000				191,376
Total Japan							513,159
Mexico - 1.0%
America Movil S.A.B. de C.V.
6.38%, 3/1/35			100,000				122,599
Grupo Televisa S.A.B.
5.00%, 5/13/45			200,000				192,904
Petroleos Mexicanos
5.50%, 1/21/21			200,000				212,980
4.50%, 1/23/26			275,000				270,600
6.63%, 6/15/35			160,000				169,136
6.50%, 6/2/41			100,000				101,230
5.63%, 1/23/46			250,000				226,437
Total Mexico							1,295,886
Netherlands - 0.6%
AerCap Ireland Capital DAC
4.25%, 7/1/20			150,000				157,485
Cooperatieve Rabobank UA
4.63%, 12/1/23			250,000				269,555

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
Shell International Finance B.V.
6.38%, 12/15/38		$	250,000			$	334,941
Total Netherlands							761,981
Norway - 0.1%
Statoil ASA
5.10%, 8/17/40			100,000				115,798
Peru - 0.2%
Southern Copper Corp.
3.88%, 4/23/25			165,000				168,787
5.88%, 4/23/45			145,000				152,943
Total Peru							321,730
Spain - 0.1%
Telefonica Europe B.V.
8.25%, 9/15/30			100,000				141,236
Switzerland - 0.5%
Credit Suisse AG
5.40%, 1/14/20			100,000				107,632
3.63%, 9/9/24			250,000				259,031
Credit Suisse Group Funding Guernsey Ltd.
3.75%, 3/26/25			300,000				303,988
Total Switzerland							670,651
United Kingdom - 1.8%
AstraZeneca PLC
3.38%, 11/16/25			140,000				143,663
Barclays PLC
4.38%, 1/12/26			200,000				208,992
5.25%, 8/17/45			200,000				222,557
BP Capital Markets PLC
3.51%, 3/17/25			250,000				258,311
3.12%, 5/4/26			50,000				49,945
British Telecommunications PLC
9.13%, 12/15/30			100,000				153,192
HSBC Holdings PLC
4.30%, 3/8/26			400,000				427,350
Rio Tinto Finance USA Ltd.
3.75%, 6/15/25			300,000				316,119
7.13%, 7/15/28			40,000				53,333
Santander UK Group Holdings PLC
3.13%, 1/8/21			75,000				76,221
Unilever Capital Corp.
3.10%, 7/30/25			200,000				203,274
Vodafone Group PLC
2.95%, 2/19/23			280,000				282,837
4.38%, 2/19/43			100,000				97,742
Total United Kingdom							2,493,536
TOTAL FOREIGN CORPORATE BONDS (Cost: $10,182,356)							10,571,646
FOREIGN GOVERNMENT AGENCIES - 0.1%
Japan - 0.1%
Japan Bank for International Cooperation
2.13%, 2/10/25, Series DTC (Cost: $193,879)			200,000				194,221
FOREIGN GOVERNMENT OBLIGATIONS - 2.7%
Colombia - 0.5%
Colombia Government International Bond
7.38%, 3/18/19			100,000				110,000
4.00%, 2/26/24			360,000				373,950
6.13%, 1/18/41			180,000				208,260
Total Colombia							692,210
Israel - 0.1%
Israel Government International Bond
3.15%, 6/30/23			200,000				205,160
Italy - 0.1%
Republic of Italy Government International Bond
6.88%, 9/27/23			80,000				94,861
Mexico - 0.8%
Mexico Government International Bond
3.63%, 3/15/22			160,000				165,840
4.00%, 10/2/23			156,000				163,192
7.50%, 4/8/33, Series MTNA			200,000				268,700
6.05%, 1/11/40			200,000				233,870
4.75%, 3/8/44			176,000				174,944
5.55%, 1/21/45			120,000				133,170
Total Mexico							1,139,716
Panama - 0.2%
Panama Government International Bond
8.88%, 9/30/27			185,000				264,781
Peru - 0.2%
Peruvian Government International Bond
8.75%, 11/21/33			100,000				154,680
6.55%, 3/14/37			60,000				79,650
Total Peru							234,330
Philippines - 0.5%
Philippine Government International Bond
4.20%, 1/21/24			200,000				217,956
9.50%, 2/2/30			157,000				250,790
3.95%, 1/20/40			200,000				206,790
Total Philippines							675,536

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
Poland - 0.1%
Republic of Poland Government International Bond
4.00%, 1/22/24		$	190,000			$	203,571
Uruguay - 0.2%
Uruguay Government International Bond
8.00%, 11/18/22			80,000				98,120
5.10%, 6/18/50			125,000				126,062
Total Uruguay							224,182
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $3,625,947)							3,734,347
COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.8%
United States - 6.8%
Citigroup Commercial Mortgage Trust
2.94%, 4/10/48, Series 2015-GC29, Class A3			65,000				65,195
3.62%, 2/10/49, Series 2016-GC36, Class A5			500,000				524,344
3.52%, 9/10/58, Series 2015-GC33, Class AAB			300,000				314,927
Commercial Mortgage Trust
3.92%, 8/10/46, Series 2013-CR10, Class A3			100,000				107,019
3.50%, 8/10/47, Series 2014-CR19, Class ASB			150,000				158,174
2.80%, 11/10/47, Series 2014-CR20, Class A2			375,000				382,113
3.50%, 5/10/48, Series 2015-CR23, Class A4			50,000				51,973
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates
1.87%, 11/25/19, Series K712, Class A2			25,000				25,124
3.53%, 6/25/20, Series K008, Class A2			290,601				305,129
4.18%, 12/25/20, Series K012, Class A2(c)			50,000				53,884
2.86%, 1/25/21, Series K715, Class A2			60,000				62,025
3.97%, 1/25/21, Series K013, Class A2(c)			200,000				214,325
2.87%, 12/25/21, Series K017, Class A2			50,000				51,818
2.51%, 11/25/22, Series K026, Class A2			250,000				254,638
2.62%, 3/25/23, Series K035, Class A1			183,739				187,297
3.30%, 4/25/23, Series K031, Class A2(c)			270,000				287,415
2.67%, 12/25/24, Series K042, Class A2			50,000				50,823
3.02%, 1/25/25, Series K045, Class A2			55,000				57,107
3.33%, 5/25/25, Series K047, Class A2(c)			200,000				211,725
3.01%, 7/25/25, Series K049, Class A2			360,000				372,447
3.15%, 11/25/25, Series K052, Class A2			125,000				130,444
Federal National Mortgage Association Alternative Credit Enhancement Securities
2.17%, 9/25/19, Series 2014-M10, Class ASQ2(c)			25,000				25,278
2.72%, 2/25/22, Series 2012-M2, Class A2			48,000				49,442
2.38%, 5/25/22, Series 2012-M13, Class A2			20,000				20,247
2.30%, 9/25/22, Series 2012-M14, Class A2(c)			50,000				49,571
3.33%, 10/25/23, Series 2013-M14, Class A2(c)			100,000				106,315
3.47%, 1/25/24, Series 2014-M3, Class A2(c)			110,000				117,099
3.10%, 7/25/24, Series 2014-M9, Class A2(c)			596,000				621,635
2.30%, 10/25/24, Series 2015-M3, Class A1			42,281				42,521
2.72%, 10/25/24, Series 2015-M3, Class A2			250,000				253,848
2.14%, 5/25/26, Series 2016-M6, Class A1			194,219				191,689
GS Mortgage Securities Corp.
2.73%, 5/10/50, Series 2015-GC30, Class A2			100,000				102,172
GS Mortgage Securities Trust
4.24%, 8/10/46, Series 2013-GC14, Class A5			85,000				92,544
3.68%, 4/10/47, Series 2014-GC20, Class A3			94,136				97,303
4.00%, 4/10/47, Series 2014-GC20, Class A5			250,000				267,489
3.86%, 6/10/47, Series 2014-GC22, Class A5			70,000				74,576
3.67%, 9/10/47, Series 2014-GC24, Class A4			300,000				316,522
2.85%, 10/10/49, Series 2016-GS3, Class A4			182,000				180,346
3.44%, 11/10/49, Series 2016-GS4, Class A4			265,000				275,191
JP Morgan Chase Commercial Mortgage Securities Trust
3.41%, 1/15/46, Series 2013-C13, Class ASB			175,000				182,651
2.61%, 12/15/47, Series 2012-LC9, Class A4			100,000				100,489
JPMBB Commercial Mortgage Securities Trust
3.66%, 7/15/45, Series 2013-C12, Class A5			100,000				105,521
Morgan Stanley Bank of America Merrill Lynch Trust
3.48%, 11/15/45, Series 2012-C6, Class AS			100,000				103,058
3.07%, 2/15/48, Series 2015-C20, Class ASB			250,000				257,626
3.25%, 2/15/48, Series 2015-C20, Class A4			200,000				204,570
3.31%, 4/15/48, Series 2015-C22, Class A4			95,000				97,646
3.72%, 7/15/50, Series 2015-C23, Class A4			175,000				184,701

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

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

May 31, 2017

 

Investments in Long Securities		Principal Amount				Value
Morgan Stanley Capital I Trust
3.77%, 3/15/45, Series 2012-C4, Class AS		$	280,000			$	294,621
Wells Fargo Commercial Mortgage Trust
3.70%, 11/15/48, Series 2015-C31, Class A4			100,000				105,448
WFRBS Commercial Mortgage Trust
4.15%, 8/15/46, Series 2013-C15, Class A4(c)			200,000				216,223
4.42%, 9/15/46, Series 2013-C16, Class A5			100,000				109,737
3.03%, 12/15/46, Series 2013-C18, Class A2			25,000				25,470
4.02%, 12/15/46, Series 2013-C17, Class A4			60,000				64,541
4.10%, 3/15/47, Series 2014-C19, Class A5			25,000				26,959
3.41%, 8/15/47, Series 2014-C21, Class A4			225,000				233,382
3.43%, 11/15/47, Series 2014-C25, Class A3			40,000				41,524
3.63%, 11/15/47, Series 2014-C25, Class A5			100,000				104,902
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $9,215,507)							9,210,803
MUNICIPAL BONDS - 0.8%
United States - 0.8%
Commonwealth of Massachusetts
5.46%, 12/1/39			45,000				56,904
Illinois State Toll Highway Authority
6.18%, 1/1/34			50,000				64,255
Metropolitan Transportation Authority
5.87%, 11/15/39			50,000				61,798
Metropolitan Water Reclamation Dist. of Greater Chicago
5.72%, 12/1/38			50,000				61,005
New Jersey Turnpike Authority
7.41%, 1/1/40			100,000				147,494
Ohio State University (The)
3.80%, 12/1/46, Series A			50,000				49,912
Port Authority of New York & New Jersey
4.96%, 8/1/46, Series 181			100,000				118,533
State of California
7.60%, 11/1/40			150,000				230,668
State of Illinois
4.95%, 6/1/23			110,000				111,115
5.10%, 6/1/33			120,000				108,538
State of Washington
5.14%, 8/1/40			50,000				61,290
TOTAL MUNICIPAL BONDS (Cost: $1,070,260)							1,071,512
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.1%
United States - 0.1%
State Street Navigator Securities Lending Government Money Market Portfolio, 0.78%(f) (Cost: $182,520)(g)			182,520				182,520
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT - 99.5% (Cost: $134,067,617)							135,625,683
Securities Sold Short		Principal Amount
U.S. GOVERNMENT AGENCIES SOLD SHORT - (0.1)%
Federal Home Loan Mortgage Corporation - (0.1)%
5.50%, 6/1/47(b) (Proceeds: $110,539)		$	(100,000	)			(111,161	)
Cash and Other Assets in Excess of Liabilities - 0.6%							851,245
NET ASSETS - 100.0%						$	136,365,767

 

(a)	Represents a zero coupon bond. Rate shown reflects the effective yield as of May 31, 2017.

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

(c)	Rate shown reflects the accrual rate as of May 31, 2017 on securities with variable or step rates.

(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)	Security, or portion thereof, was on loan at May 31, 2017 (See Note 2).

(f)	Rate shown represents annualized 7-day yield as of May 31, 2017.

(g)	At May 31, 2017, the total market value of the Fund’s securities on loan was $177,525 and the total market value of the collateral held by the Fund was $182,520.

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Barclays Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

May 31, 2017

 

Investments		Principal Amount				Value
U.S. GOVERNMENT AGENCIES - 5.4%
Federal National Mortgage Association - 5.4%
Federal National Mortgage Association 2.50%, 6/1/32(a) (Cost: $269,173)		$	268,000			$	270,774
U.S. GOVERNMENT OBLIGATIONS - 16.4%
U.S. Treasury Bond - 3.4%
U.S. Treasury Bond
9.13%, 5/15/18			159,800				171,745
U.S. Treasury Notes - 13.0%
U.S. Treasury Note
1.38%, 2/15/20			471,100				470,934
1.75%, 2/28/22			181,500				181,521
Total U.S. Treasury Notes							652,455
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $822,878)							824,200
CORPORATE BONDS - 66.0%
United States - 66.0%
AbbVie, Inc.
1.80%, 5/14/18			100,000				100,221
American Express Credit Corp.
2.60%, 9/14/20, Series F			24,000				24,411
2.25%, 5/5/21			76,000				76,111
American International Group, Inc.
3.30%, 3/1/21			97,000				99,996
Amgen, Inc.
2.20%, 5/22/19			47,000				47,351
3.88%, 11/15/21			49,000				52,038
AT&T, Inc.
2.38%, 11/27/18			21,000				21,174
3.00%, 2/15/22			78,000				78,789
Bank of America Corp.
5.63%, 7/1/20			90,000				98,697
Bank of New York Mellon Corp. (The)
2.05%, 5/3/21			101,000				100,502
BB&T Corp.
2.05%, 5/10/21			41,000				40,947
Capital One Financial Corp.
4.75%, 7/15/21			56,000				60,656
Celgene Corp.
2.88%, 8/15/20			93,000				95,203
Citigroup, Inc.
2.50%, 9/26/18			59,000				59,468
2.65%, 10/26/20			40,000				40,426
Coca-Cola Co. (The)
3.30%, 9/1/21			59,000				62,158
CVS Health Corp.
1.90%, 7/20/18			100,000				100,298
Dow Chemical Co. (The)
4.25%, 11/15/20			94,000				100,065
Ecolab, Inc.
4.35%, 12/8/21			53,000				57,753
Enterprise Products Operating LLC
2.55%, 10/15/19			98,000				99,292
Express Scripts Holding Co.
4.75%, 11/15/21			60,000				65,097
Fidelity National Information Services, Inc.
3.63%, 10/15/20			91,000				95,184
General Mills, Inc.
5.65%, 2/15/19			93,000				98,922
HP, Inc.
4.30%, 6/1/21			93,000				99,148
HSBC Finance Corp.
6.68%, 1/15/21			56,000				63,754
Huntington Bancshares, Inc.
3.15%, 3/14/21			80,000				82,096
Intercontinental Exchange, Inc.
2.75%, 12/1/20			44,000				44,895
JPMorgan Chase & Co.
4.63%, 5/10/21			36,000				39,082
4.35%, 8/15/21			56,000				60,239
KeyCorp
2.90%, 9/15/20			67,000				68,463
L3 Technologies, Inc.
5.20%, 10/15/19			93,000				99,753
Medtronic, Inc.
3.15%, 3/15/22			79,000				82,165
Oracle Corp.
2.80%, 7/8/21			69,000				71,092
PepsiCo, Inc.
2.15%, 10/14/20			51,000				51,460
State Street Corp.
2.55%, 8/18/20			33,000				33,649
SunTrust Banks, Inc.
2.90%, 3/3/21			88,000				89,831
Synchrony Financial
3.00%, 8/15/19			85,000				86,265
Sysco Corp.
1.90%, 4/1/19			100,000				100,178
Target Corp.
2.90%, 1/15/22			73,000				75,614
Time Warner, Inc.
4.88%, 3/15/20			93,000				99,777
Toyota Motor Credit Corp.
1.90%, 4/8/21			92,000				91,359
UnitedHealth Group, Inc.
2.70%, 7/15/20			63,000				64,549
US Bancorp
2.35%, 1/29/21			48,000				48,499
Verizon Communications, Inc.
3.65%, 9/14/18			97,000				99,412
Wells Fargo & Co.
2.50%, 3/4/21			84,000				84,672
TOTAL CORPORATE BONDS (Cost: $3,305,942)							3,310,711
FOREIGN CORPORATE BONDS - 3.9%
Chile - 1.9%
Celulosa Arauco y Constitucion S.A.
7.25%, 7/29/19			86,000				94,925
Israel - 2.0%
Teva Pharmaceutical Finance Netherlands III B.V.
1.40%, 7/20/18			100,000				99,571
TOTAL FOREIGN CORPORATE BONDS (Cost: $194,564)							194,496

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Barclays Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

May 31, 2017

 

Investments		Principal Amount				Value
FOREIGN GOVERNMENT OBLIGATIONS - 1.5%
Mexico - 1.5%
Mexico Government International Bond 8.13%, 12/30/19 (Cost: $72,331)		$	62,000			$	72,385
COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.1%
United States - 6.1%
COMM Mortgage Trust
3.80%, 8/10/46, Series 2013-CR10, Class ASB			80,000				84,889
Morgan Stanley Bank of America Merrill Lynch Trust
2.70%, 12/15/48, Series 2013-C8, Class ASB			50,000				50,883
Wells Fargo Commercial Mortgage Trust
2.53%, 10/15/45, Series 2012-LC5, Class ASB			50,000				50,572
2.63%, 5/15/48, Series 2015-NXS1, Class A2			69,000				70,160
WFRBS Commercial Mortgage Trust
2.45%, 12/15/45, Series 2012-C10, Class ASB			50,000				50,496
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $305,591)							307,000
TOTAL INVESTMENTS IN SECURITIES - 99.3% (Cost: $4,970,479)							4,979,566
Cash and Other Assets in Excess of Liabilities - 0.7%							33,619
NET ASSETS - 100.0%						$	5,013,185

 

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

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

May 31, 2017

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 99.8%
U.S. Treasury Notes - 99.8%
U.S. Treasury Floating Rate Note
1.14%, 7/31/18*		$	342,000			$	342,848
1.13%, 10/31/18*			342,000				342,852
1.10%, 1/31/19*			342,000				342,687
1.03%, 4/30/19*			223,000				223,075
TOTAL INVESTMENTS IN SECURITIES - 99.8% (Cost: $1,249,670)							1,251,462
Cash and Other Assets in Excess of Liabilities - 0.2%							2,453
NET ASSETS - 100.0%						$	1,253,915

 

*	Floating rate note. Coupon shown is in effect at May 31, 2017. Date represents the ultimate maturity date.

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2017

 

Investments		Principal Amount				Value
FOREIGN CORPORATE BONDS - 85.9%
Argentina - 2.7%
Pampa Energia S.A.
7.50%, 1/24/27(a)		$	600,000			$	634,500
YPF S.A.
8.75%, 4/4/24(a)(b)			630,000				727,177
Total Argentina							1,361,677
Brazil - 15.3%
Braskem America Finance Co.
7.13%, 7/22/41, Reg S(b)			1,170,000				1,249,326
Marfrig Holdings Europe B.V.
8.00%, 6/8/23(a)			540,000				561,330
Petrobras Global Finance B.V.
5.38%, 1/27/21			1,247,000				1,280,881
4.38%, 5/20/23			640,000				610,304
6.25%, 3/17/24			1,170,000				1,203,158
5.63%, 5/20/43			200,000				165,966
6.85%, 6/5/2115			160,000				142,800
Raizen Fuels Finance S.A.
5.30%, 1/20/27(a)			300,000				310,125
Suzano Trading Ltd.
5.88%, 1/23/21, Reg S(b)			400,000				428,000
Ultrapar International S.A.
5.25%, 10/6/26, Reg S			550,000				551,375
Vale Overseas Ltd.
4.38%, 1/11/22			449,000				457,845
6.25%, 8/10/26			530,000				577,038
Votorantim Cimentos S.A.
7.25%, 4/5/41, Reg S			200,000				197,400
Total Brazil							7,735,548
Chile - 2.0%
Cencosud S.A.
4.88%, 1/20/23, Reg S(b)			740,000				788,618
Itau CorpBanca
3.88%, 9/22/19, Reg S			200,000				206,800
Total Chile							995,418
China - 5.8%
Baidu, Inc.
2.75%, 6/9/19			400,000				403,250
China Overseas Finance Cayman V Ltd.
3.95%, 11/15/22, Series A, Reg S			380,000				394,752
China Overseas Finance Cayman VI Ltd.
4.25%, 5/8/19, Reg S			350,000				361,156
CITIC Ltd.
6.38%, 4/10/20, Reg S			250,000				274,384
CNOOC Finance 2013 Ltd.
3.00%, 5/9/23			500,000				496,250
Country Garden Holdings Co., Ltd.
7.25%, 4/4/21, Reg S			380,000				397,100
CRCC Yuxiang Ltd.
3.50%, 5/16/23, Reg S			590,000				600,039
Total China							2,926,931
Colombia - 4.3%
Banco Bilbao Vizcaya Argentaria Colombia S.A.
4.88%, 4/21/25(a)(b)			720,000				752,400
Ecopetrol S.A.
5.88%, 9/18/23			350,000				383,740
5.88%, 5/28/45			840,000				780,360
SURA Asset Management S.A.
4.38%, 4/11/27(a)			250,000				251,487
Total Colombia							2,167,987
Guatemala - 0.7%
Comcel Trust via Comunicaciones Celulares S.A.
6.88%, 2/6/24(a)			330,000				353,067
Hong Kong - 10.4%
AIA Group Ltd.
3.20%, 3/11/25(a)			470,000				468,415
Bank of East Asia Ltd. (The)
4.25%, 11/20/24, Reg S(c)			670,000				681,996
Goodman HK Finance
4.38%, 6/19/24, Reg S			800,000				843,843
Hutchison Whampoa International 11 Ltd.
4.63%, 1/13/22, Reg S			365,000				395,569
Hutchison Whampoa International 12 II Ltd.
3.25%, 11/8/22, Reg S			1,450,000				1,486,734
PCCW-HKT Capital No.5 Ltd.
3.75%, 3/8/23, Reg S			600,000				622,070
Prosperous Ray Ltd.
3.00%, 11/12/18, Reg S			760,000				767,663
Total Hong Kong							5,266,290
India - 2.7%
Bharti Airtel International Netherlands B.V.
5.35%, 5/20/24(a)			200,000				213,429
ICICI Bank Ltd.
3.13%, 8/12/20, Reg S			250,000				252,344
ONGC Videsh Ltd.
4.63%, 7/15/24, Reg S			270,000				287,212
Reliance Industries Ltd.
4.13%, 1/28/25, Reg S			600,000				622,670
Total India							1,375,655
Indonesia - 2.9%
Listrindo Capital B.V.
4.95%, 9/14/26(a)			250,000				252,500
Pertamina Persero PT
5.63%, 5/20/43, Reg S			460,000				488,895
Perusahaan Gas Negara Persero Tbk
5.13%, 5/16/24, Reg S			660,000				712,024
Total Indonesia							1,453,419

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2017

 

Investments		Principal Amount				Value
Kazakhstan - 2.3%
KazMunayGas National Co. JSC
6.38%, 4/9/21, Reg S		$	1,067,000			$	1,178,224
Kuwait - 0.5%
Equate Petrochemical B.V.
3.00%, 3/3/22, Reg S			280,000				276,500
Luxembourg - 0.7%
Millicom International Cellular S.A.
6.00%, 3/15/25, Reg S			330,000				348,563
Macau - 1.0%
Melco Resorts Finance Ltd.
5.00%, 2/15/21, Reg S			500,000				513,655
Malaysia - 1.2%
CIMB Bank Bhd
3.26%, 3/15/22, Reg S			250,000				254,375
Gohl Capital Ltd.
4.25%, 1/24/27, Reg S			340,000				351,475
Total Malaysia							605,850
Mexico - 4.5%
BBVA Bancomer S.A.
6.75%, 9/30/22, Reg S(b)			550,000				624,937
Cemex S.A.B. de C.V.
6.13%, 5/5/25, Reg S(b)			250,000				268,750
Grupo Bimbo S.A.B. de C.V.
4.50%, 1/25/22, Reg S			588,000				626,523
Mexichem S.A.B. de C.V.
4.88%, 9/19/22, Reg S			700,000				742,875
Total Mexico							2,263,085
Morocco - 2.2%
OCP S.A.
5.63%, 4/25/24, Reg S			1,000,000				1,085,000
Peru - 2.6%
BBVA Banco Continental S.A.
5.25%, 9/22/29(a)(c)			90,000				97,763
Southern Copper Corp.
5.25%, 11/8/42			1,210,000				1,187,312
Total Peru							1,285,075
Poland - 0.6%
Powszechna Kasa Oszczednosci Bank Polski S.A. via PKO Finance AB
4.63%, 9/26/22, Reg S			270,000				289,575
Qatar - 1.4%
Ooredoo International Finance Ltd.
4.75%, 2/16/21, Reg S			636,000				682,110
Russia - 10.9%
Borets Finance DAC
6.50%, 4/7/22(a)			250,000				266,250
Gazprom OAO Via Gaz Capital S.A.
6.00%, 1/23/21, Reg S			570,000				621,300
Lukoil International Finance B.V.
6.13%, 11/9/20, Reg S			373,000				410,533
4.75%, 11/2/26, Reg S			1,180,000				1,217,612
MMC Norilsk Nickel OJSC via MMC Finance DAC
6.63%, 10/14/22, Reg S			280,000				316,400
Phosagro OAO via Phosagro Bond Funding DAC
3.95%, 11/3/21(a)			250,000				253,438
Rosneft Oil Co. via Rosneft International Finance Ltd.
4.20%, 3/6/22, Reg S			500,000				505,937
Sberbank of Russia Via SB Capital S.A.
5.50%, 2/26/24, Reg S(c)			500,000				515,000
Severstal OAO via Steel Capital S.A.
5.90%, 10/17/22, Reg S			477,000				524,104
VimpelCom Holdings B.V.
7.50%, 3/1/22, Reg S			200,000				231,125
5.95%, 2/13/23, Reg S			600,000				646,125
Total Russia							5,507,824
Singapore - 3.6%
BOC Aviation Ltd.
3.00%, 3/30/20(a)			350,000				351,728
Oversea-Chinese Banking Corp. Ltd.
4.25%, 6/19/24, Reg S			1,080,000				1,129,393
Puma International Financing S.A.
6.75%, 2/1/21, Reg S			300,000				310,500
Total Singapore							1,791,621
South Africa - 0.6%
Myriad International Holdings B.V.
5.50%, 7/21/25, Reg S			270,000				290,925
South Korea - 4.5%
KEB Hana Bank
4.25%, 10/14/24, Reg S(b)			850,000				878,999
Shinhan Bank
3.88%, 3/24/26(a)			1,400,000				1,411,827
Total South Korea							2,290,826
Turkey - 1.5%
TC Ziraat Bankasi A/S
4.75%, 4/29/21, Reg S(b)			300,000				301,500
Turk Telekomunikasyon AS
4.88%, 6/19/24, Reg S			450,000				453,094
Total Turkey							754,594
United Arab Emirates - 1.0%
DP World Ltd.
6.85%, 7/2/37, Reg S			400,000				480,500
TOTAL FOREIGN CORPORATE BONDS (Cost: $41,544,651)							43,279,919

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2017

 

Investments		Principal Amount				Value
FOREIGN GOVERNMENT AGENCIES - 4.4%
Argentina - 1.9%
Provincia de Buenos Aires
9.13%, 3/16/24(a)		$	610,000			$	696,925
Provincia de Neuquen Argentina
7.50%, 4/27/25(a)			250,000				256,875
Total Argentina							953,800
India - 0.5%
Export-Import Bank of India
4.00%, 1/14/23, Series EMTN, Reg S			250,000				261,262
Indonesia - 0.5%
Lembaga Pembiayaan Ekspor Indonesia
3.88%, 4/6/24, Series EMTN, Reg S			250,000				252,812
United Arab Emirates - 1.5%
MDC-GMTN B.V.
5.50%, 4/20/21, Reg S			666,000				737,595
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,156,982)							2,205,469
FOREIGN GOVERNMENT OBLIGATIONS - 5.3%
Argentina - 2.2%
Argentine Republic Government International Bond
8.28%, 12/31/33, Series NY			252,367				283,723
7.63%, 4/22/46			750,000				799,875
Total Argentina							1,083,598
Brazil - 1.1%
Brazilian Government International Bond
5.63%, 2/21/47			590,000				574,512
Ecuador - 0.5%
Ecuador Government International Bond
10.75%, 3/28/22(a)			250,000				269,063
Ghana - 0.5%
Ghana Government International Bond
10.75%, 10/14/30(a)			200,000				249,500
Honduras - 0.5%
Honduras Government International Bond
8.75%, 12/16/20(a)			200,000				229,500
Senegal - 0.5%
Senegal Government International Bond
6.25%, 5/23/33(a)			250,000				253,003
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $2,573,694)							2,659,176
		Shares
COMMON STOCKS - 0.3%
Colombia - 0.3%
Pacific Exploration and Production Corp.* (Cost: $1,097,374)			6,223				174,896
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 6.8%
United States - 6.8%
State Street Navigator Securities Lending Government Money Market Portfolio, 0.78%(d) (Cost: $3,455,875)(e)			3,455,875				3,455,875
TOTAL INVESTMENTS IN SECURITIES - 102.7% (Cost: $50,828,576)							51,775,335
Liabilities in Excess of Cash and Other Assets - (2.7)%							(1,366,320	)
NET ASSETS - 100.0%						$	50,409,015

 

*	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 May 31, 2017 (See Note 2).

(c)	Rate shown reflects the accrual rate as of May 31, 2017 on securities with variable or step rates.

(d)	Rate shown represents annualized 7-day yield as of May 31, 2017.

(e)

At May 31, 2017, the total market value of the Fund’s securities on loan was $3,344,800 and the total market value of the collateral held by the Fund was $3,455,875. 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.

 

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 Corporate Bond Fund (EMCB)

May 31, 2017

 

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure		Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
10 Year U.S. Treasury Note			25			$	(3,157,422	)			Sep-17			$	(10,938	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2017

 

Investments		Principal Amount†				Value
FOREIGN GOVERNMENT AGENCIES - 2.2%
South Africa - 0.4%
Landwirtschaftliche Rentenbank
8.25%, 5/23/22, Reg S			12,250,000 ZAR			$	937,461
Turkey - 1.8%
Kreditanstalt fuer Wiederaufbau
9.25%, 5/22/20, Reg S			5,100,000 TRY				1,431,865
9.75%, 2/17/21			1,000,000 TRY				278,643
Landwirtschaftliche Rentenbank
5.63%, 2/27/18, Reg S			10,000,000 TRY				2,755,371
Total Turkey							4,465,879
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $6,286,053)							5,403,340
FOREIGN GOVERNMENT OBLIGATIONS - 87.8%
Argentina - 3.3%
Argentine Bonos del Tesoro
18.20%, 10/3/21			38,000,000 ARS				2,541,393
16.00%, 10/17/23			45,575,000 ARS				3,023,348
15.50%, 10/17/26			38,000,000 ARS				2,601,169
Total Argentina							8,165,910
Brazil - 10.3%
Brazil Letras do Tesouro Nacional
12.00%, 1/1/18(a)			2,856,000 BRL				836,333
9.32%, 7/1/19(a)			42,900,000 BRL				10,948,324
Brazil Notas do Tesouro Nacional
10.00%, 1/1/21, Series F			19,147,000 BRL				5,853,987
10.00%, 1/1/23, Series F			12,845,000 BRL				3,858,692
10.00%, 1/1/25, Series F			9,589,000 BRL				2,844,500
10.00%, 1/1/27, Series F			4,500,000 BRL				1,325,869
Brazilian Government International Bond
12.50%, 1/5/22			929,000 BRL				322,987
Total Brazil							25,990,692
China - 3.3%
China Government Bond
3.09%, 11/22/18			4,000,000 CNH				584,420
3.09%, 6/29/20, Reg S			13,500,000 CNY				1,938,180
2.48%, 12/1/20			11,500,000 CNY				1,610,994
2.36%, 8/18/21, Reg S			11,000,000 CNY				1,516,235
3.10%, 6/29/22			12,000,000 CNY				1,685,014
3.16%, 6/27/23			7,000,000 CNY				973,168
Total China							8,308,011
Colombia - 4.8%
Colombia Government International Bond
7.75%, 4/14/21			2,209,000,000 COP				811,093
Colombian TES
7.00%, 5/4/22, Series B			10,764,200,000 COP				3,894,063
10.00%, 7/24/24, Series B			8,403,300,000 COP				3,555,998
6.00%, 4/28/28, Series B			11,755,400,000 COP				3,903,502
Total Colombia							12,164,656
Hungary - 3.1%
Hungary Government Bond
6.50%, 6/24/19, Series 19/A			592,630,000 HUF				2,443,429
7.50%, 11/12/20, Series 20/A			221,050,000 HUF				985,744
7.00%, 6/24/22, Series 22/A			253,900,000 HUF				1,168,189
6.00%, 11/24/23, Series 23/A			287,780,000 HUF				1,292,975
5.50%, 6/24/25, Series 25/B			450,000,000 HUF				1,963,548
3.00%, 10/27/27, Series 27/A			10,000,000 HUF				36,439
Total Hungary							7,890,324
India - 6.4%
India Government Bond
8.27%, 6/9/20			103,000,000 INR				1,668,242
7.80%, 4/11/21			100,000,000 INR				1,605,420
7.68%, 12/15/23			200,000,000 INR				3,224,095
8.40%, 7/28/24			134,000,000 INR				2,232,496
7.59%, 3/20/29			100,000,000 INR				1,603,173
7.88%, 3/19/30			100,000,000 INR				1,633,989
9.20%, 9/30/30			223,000,000 INR				3,984,988
Total India							15,952,403
Indonesia - 8.6%
Indonesia Treasury Bond
7.00%, 5/15/22, Series FR61			45,850,000,000 IDR				3,492,104
8.38%, 3/15/24, Series FR70			45,000,000,000 IDR				3,649,463
8.38%, 9/15/26, Series FR56			47,091,000,000 IDR				3,871,220
9.00%, 3/15/29, Series FR71			9,130,000,000 IDR				774,030
8.75%, 5/15/31, Series FR73			33,000,000,000 IDR				2,771,058
8.25%, 6/15/32, Series FR58			61,064,000,000 IDR				4,847,615
8.75%, 2/15/44, Series FR67			27,019,000,000 IDR				2,223,869
Total Indonesia							21,629,359
Malaysia - 3.2%
Malaysia Government Bond
4.38%, 11/29/19, Series 0902			7,537,000 MYR				1,801,625
3.49%, 3/31/20, Series 0612			2,954,000 MYR				689,842
4.16%, 7/15/21, Series 0111			4,088,000 MYR				975,198
3.42%, 8/15/22, Series 0112			6,468,000 MYR				1,491,569
4.18%, 7/15/24, Series 0114			4,180,000 MYR				995,192
4.39%, 4/15/26, Series 0311			5,239,000 MYR				1,254,051
4.50%, 4/15/30, Series 0310			2,333,000 MYR				553,506
4.25%, 5/31/35, Series 0415			1,600,000 MYR				365,105
Total Malaysia							8,126,088
Mexico - 6.2%
Mexican Bonos
4.75%, 6/14/18, Series M			2,900,000 MXN				151,360
8.50%, 12/13/18, Series M 10			34,453,000 MXN				1,876,861
5.00%, 12/11/19, Series M			49,394,000 MXN				2,505,940
6.50%, 6/10/21, Series M			33,000,000 MXN				1,717,571
6.50%, 6/9/22, Series M			33,487,000 MXN				1,732,944
10.00%, 12/5/24, Series M 20			36,448,000 MXN				2,254,011
7.50%, 6/3/27, Series M 20			17,282,000 MXN				935,132
8.50%, 5/31/29, Series M 20			11,993,000 MXN				698,148
7.75%, 5/29/31, Series M			20,133,000 MXN				1,107,004
7.75%, 11/23/34, Series M			5,719,000 MXN				313,937
10.00%, 11/20/36, Series M 30			10,452,000 MXN				700,068

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2017

 

Investments		Principal Amount†				Value
8.50%, 11/18/38, Series M 30			15,854,000	MXN		$	932,598
7.75%, 11/13/42, Series M			14,142,000	MXN			771,012
Total Mexico							15,696,586
Peru - 3.2%
Peruvian Government International Bond
7.84%, 8/12/20, Reg S			3,281,000	PEN			1,114,310
5.70%, 8/12/24, Reg S			4,740,000	PEN			1,499,842
8.20%, 8/12/26, Reg S			5,013,000	PEN			1,836,093
6.95%, 8/12/31, Reg S			5,826,000	PEN			1,967,175
6.90%, 8/12/37, Reg S			5,125,000	PEN			1,706,120
Total Peru							8,123,540
Philippines - 3.2%
Philippine Government International Bond
4.95%, 1/15/21			119,000,000	PHP			2,456,504
3.90%, 11/26/22			98,000,000	PHP			1,931,845
6.25%, 1/14/36			168,000,000	PHP			3,763,335
Total Philippines							8,151,684
Poland - 3.2%
Republic of Poland Government Bond
2.50%, 7/25/18, Series 0718			1,928,000	PLN			523,725
5.50%, 10/25/19, Series 1019			4,579,000	PLN			1,330,149
5.25%, 10/25/20, Series 1020			5,229,000	PLN			1,541,111
5.75%, 10/25/21, Series 1021			2,360,000	PLN			719,139
5.75%, 9/23/22, Series 0922			4,131,000	PLN			1,276,559
4.00%, 10/25/23, Series 1023			2,986,000	PLN			857,057
3.25%, 7/25/25, Series 0725			4,316,000	PLN			1,176,521
2.50%, 7/25/26, Series 0726			2,271,000	PLN			580,802
Total Poland							8,005,063
Romania - 3.2%
Romania Government Bond
5.60%, 11/28/18, Series 5Y			3,560,000	RON			935,673
2.50%, 4/29/19, Series 3Y			3,500,000	RON			881,953
5.75%, 4/29/20, Series 7Y			6,810,000	RON			1,869,085
3.25%, 3/22/21, Series 5Y			1,470,000	RON			374,824
5.95%, 6/11/21, Series 10Y			4,960,000	RON			1,392,199
5.85%, 4/26/23, Series 10Y			4,000,000	RON			1,142,881
4.75%, 2/24/25, Series 10Y			2,695,000	RON			725,279
5.80%, 7/26/27, Series 15Y			2,500,000	RON			724,360
Total Romania							8,046,254
Russia - 10.2%
Russian Federal Bond - OFZ
7.50%, 2/27/19, Series 6208			60,673,000	RUB			1,062,265
6.70%, 5/15/19, Series 6216			54,000,000	RUB			932,876
6.80%, 12/11/19, Series 6210			290,000,000	RUB			4,973,158
7.60%, 4/14/21, Series 6205			219,964,000	RUB			3,848,987
7.60%, 7/20/22, Series 6209			213,125,000	RUB			3,744,542
7.00%, 1/25/23, Series 6211			96,144,000	RUB			1,650,603
7.00%, 8/16/23, Series 6215			21,950,000	RUB			373,745
7.05%, 1/19/28, Series 6212			418,715,000	RUB			7,097,925
8.50%, 9/17/31, Series 6218			100,000,000	RUB			1,882,405
Total Russia							25,566,506
South Africa - 4.4%
Republic of South Africa Government Bond
10.50%, 12/21/26, Series R186			22,562,000	ZAR			1,923,003
8.00%, 1/31/30, Series 2030			15,976,000	ZAR			1,115,844
7.00%, 2/28/31, Series R213			39,445,000	ZAR			2,504,049
6.25%, 3/31/36, Series R209			3,156,600	ZAR			173,591
8.50%, 1/31/37, Series 2037			14,000,000	ZAR			965,893
6.50%, 2/28/41, Series R214			41,303,000	ZAR			2,233,627
8.75%, 1/31/44, Series 2044			18,000,000	ZAR			1,243,789
8.75%, 2/28/48, Series 2048			13,100,000	ZAR			903,432
Total South Africa							11,063,228
Thailand - 6.5%
Thailand Government Bond
3.88%, 6/13/19			42,000,000	THB			1,290,893
2.55%, 6/26/20			80,422,000	THB			2,419,557
3.65%, 12/17/21			137,785,000	THB			4,334,924
3.63%, 6/16/23			91,669,000	THB			2,893,557
3.85%, 12/12/25			57,480,000	THB			1,856,049
3.58%, 12/17/27			16,086,000	THB			504,734
4.88%, 6/22/29			83,602,000	THB			2,942,231
Total Thailand							16,241,945
Turkey - 4.7%
Turkey Government Bond
8.50%, 7/10/19			3,066,000	TRY			834,881
10.50%, 1/15/20			1,456,000	TRY			412,736
9.40%, 7/8/20			4,000,000	TRY			1,101,654
9.50%, 1/12/22			9,114,000	TRY			2,493,368
8.50%, 9/14/22			11,224,000	TRY			2,945,248
8.00%, 3/12/25			16,262,000	TRY			4,058,028
Total Turkey							11,845,915
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $245,931,759)							220,968,164
SUPRANATIONAL BONDS - 3.0%
European Investment Bank
7.50%, 1/30/19			9,180,000	ZAR			695,480
4.95%, 3/1/19, Reg S			25,000,000,000	IDR			1,839,527
7.20%, 7/9/19, Reg S			28,890,000,000	IDR			2,218,316
8.38%, 7/29/22, Reg S			12,620,000	ZAR			976,178
8.13%, 12/21/26			24,000,000	ZAR			1,777,961
TOTAL SUPRANATIONAL BONDS (Cost: $7,787,512)							7,507,462
TOTAL INVESTMENTS IN SECURITIES - 93.0% (Cost: $260,005,324)							233,878,966
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 7.0%							17,678,247
NET ASSETS - 100.0%						$	251,557,213

 

†	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 May 31, 2017.

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2017

 

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)
			6/21/2017				USD				3,354,579				COP				10,000,000,000			$	57,684
			6/21/2017				USD				491,787				COP				1,500,000,000				20,052
			6/21/2017				USD				7,945,617				KRW				9,000,000,000				89,811
			6/21/2017				USD				178,502				KRW				200,000,000				62
																						$	167,609

CURRENCY LEGEND

 

ARS		Argentine Peso
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 Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2017

 

Investments		Principal Amount				Value
CORPORATE BONDS - 83.9%
United States - 83.9%
ACE Cash Express, Inc.
11.00%, 2/1/19(a)(b)		$	50,000			$	50,125
ADT Corp. (The)
6.25%, 10/15/21			350,000				386,750
Aircastle Ltd.
5.13%, 3/15/21			350,000				376,250
AK Steel Corp.
7.63%, 10/1/21(b)			200,000				206,720
Alere, Inc.
7.25%, 7/1/18			120,000				120,825
Aleris International, Inc.
7.88%, 11/1/20			50,000				49,485
9.50%, 4/1/21(a)			125,000				131,250
Allegiant Travel Co.
5.50%, 7/15/19			100,000				103,625
Alliance One International, Inc.
9.88%, 7/15/21(b)			150,000				131,437
Ally Financial, Inc.
3.50%, 1/27/19			400,000				406,440
3.75%, 11/18/19			100,000				102,500
7.50%, 9/15/20			700,000				794,500
American Airlines Group, Inc.
6.13%, 6/1/18			212,000				220,480
5.50%, 10/1/19(a)			200,000				210,126
4.63%, 3/1/20(a)(b)			300,000				309,750
American Axle & Manufacturing, Inc.
6.25%, 3/15/21(b)			350,000				361,560
American Equity Investment Life Holding Co.
6.63%, 7/15/21			100,000				103,875
American Midstream Partners L.P.
8.50%, 12/15/21(a)			150,000				153,750
Amkor Technology, Inc.
6.63%, 6/1/21			100,000				102,000
Anixter, Inc.
5.13%, 10/1/21			350,000				373,625
APX Group, Inc.
8.75%, 12/1/20(b)			100,000				103,875
Archrock Partners L.P.
6.00%, 4/1/21			100,000				100,750
Arconic, Inc.
6.15%, 8/15/20			150,000				165,248
5.40%, 4/15/21			200,000				216,098
Artesyn Embedded Technologies, Inc.
9.75%, 10/15/20(a)			50,000				49,375
Ascent Resources Utica Holdings LLC
10.00%, 4/1/22(a)			100,000				102,875
Atwood Oceanics, Inc.
6.50%, 2/1/20(b)			200,000				200,750
Avon Products, Inc.
6.60%, 3/15/20			75,000				76,688
Beazer Homes USA, Inc.
8.75%, 3/15/22			100,000				112,000
Blackboard, Inc.
9.75%, 10/15/21(a)			100,000				97,750
BMC Software Finance, Inc.
8.13%, 7/15/21(a)			175,000				179,602
Bon-Ton Department Stores, Inc. (The)
8.00%, 6/15/21			50,000				18,750
Boxer Parent Co., Inc.
9.00%, 10/15/19(a)			25,000				25,091
Bumble Bee Holdings, Inc.
9.00%, 12/15/17(a)			50,000				50,031
Cablevision Systems Corp.
7.75%, 4/15/18			438,000				457,570
CalAtlantic Group, Inc.
8.38%, 5/15/18			69,000				73,154
Calumet Specialty Products Partners L.P.
6.50%, 4/15/21			75,000				67,500
Capsugel S.A.
7.00%, 5/15/19(a)			50,000				50,050
CDK Global, Inc.
3.80%, 10/15/19			100,000				103,375
Centene Corp.
5.63%, 2/15/21			100,000				104,688
Century Aluminum Co.
7.50%, 6/1/21(a)(b)			100,000				102,000
CenturyLink, Inc.
5.63%, 4/1/20, Series V			300,000				319,125
Cequel Communications Holdings I LLC
6.38%, 9/15/20(a)			35,000				35,963
5.13%, 12/15/21(a)			250,000				256,250
Ceridian HCM Holding, Inc.
11.00%, 3/15/21(a)			150,000				158,156
CF Industries, Inc.
7.13%, 5/1/20			100,000				110,750
Chesapeake Energy Corp.
6.63%, 8/15/20(b)			225,000				235,125
Chester Downs & Marina LLC
9.25%, 2/1/20(a)			50,000				51,625
CIT Group, Inc.
5.50%, 2/15/19(a)			101,000				106,808
Citgo Holding, Inc.
10.75%, 2/15/20(a)			250,000				271,250
Claire’s Stores, Inc.
9.00%, 3/15/19(a)			150,000				73,500
Clean Harbors, Inc.
5.25%, 8/1/20			100,000				101,750
Clear Channel Worldwide Holdings, Inc.
7.63%, 3/15/20, Series A			65,000				64,675
7.63%, 3/15/20, Series B			200,000				201,750
Cliffs Natural Resources, Inc.
8.25%, 3/31/20(a)			47,000				51,935
Cloud Peak Energy Resources LLC
12.00%, 11/1/21			50,000				53,000
CNH Industrial Capital LLC
3.63%, 4/15/18			200,000				202,500
4.38%, 11/6/20			40,000				41,850
Commercial Metals Co.
7.35%, 8/15/18			200,000				212,000

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2017

 

Investments		Principal Amount				Value
Community Health Systems, Inc.
8.00%, 11/15/19(b)		$	600,000			$	605,250
7.13%, 7/15/20			100,000				98,875
5.13%, 8/1/21(b)			400,000				406,500
Comstock Resources, Inc.
10.00%, 3/15/20			100,000				102,000
CONSOL Energy, Inc.
5.88%, 4/15/22			200,000				198,250
Credit Acceptance Corp.
6.13%, 2/15/21			100,000				101,250
CTR Partnership L.P.
5.88%, 6/1/21			150,000				154,485
DCP Midstream Operating L.P.
2.50%, 12/1/17			64,000				64,160
Dell, Inc.
5.65%, 4/15/18(b)			300,000				310,500
DISH DBS Corp.
4.25%, 4/1/18			176,000				179,080
7.88%, 9/1/19			200,000				222,250
6.75%, 6/1/21			450,000				499,500
DJO Finco, Inc.
8.13%, 6/15/21(a)			70,000				65,450
DuPont Fabros Technology L.P.
5.88%, 9/15/21			300,000				312,187
DynCorp International, Inc.
11.88%, 11/30/20			100,000				102,500
Dynegy, Inc.
6.75%, 11/1/19			250,000				258,437
EMC Corp.
2.65%, 6/1/20			600,000				592,136
Energen Corp.
4.63%, 9/1/21			250,000				256,250
Energy Transfer Equity L.P.
7.50%, 10/15/20			250,000				280,625
Enova International, Inc.
9.75%, 6/1/21			200,000				206,000
Ensco PLC
4.70%, 3/15/21(b)			85,000				86,275
EP Energy LLC
9.38%, 5/1/20			150,000				138,000
EV Energy Partners L.P.
8.00%, 4/15/19			100,000				62,500
Everi Payments, Inc.
10.00%, 1/15/22			100,000				110,125
FBM Finance, Inc.
8.25%, 8/15/21(a)			50,000				54,000
Fidelity & Guaranty Life Holdings, Inc.
6.38%, 4/1/21(a)			75,000				77,156
FirstEnergy Solutions Corp.
6.05%, 8/15/21			110,000				44,000
Florida East Coast Holdings Corp.
6.75%, 5/1/19(a)			100,000				103,250
Forum Energy Technologies, Inc.
6.25%, 10/1/21			100,000				100,000
Freeport-McMoRan, Inc.
3.10%, 3/15/20			350,000				346,181
6.50%, 11/15/20(a)			250,000				260,020
Frontier Communications Corp.
8.13%, 10/1/18			100,000				106,000
8.50%, 4/15/20			100,000				106,250
8.88%, 9/15/20			200,000				213,250
GameStop Corp.
6.75%, 3/15/21(a)(b)			100,000				102,875
GenOn Energy, Inc.
7.88%, 6/15/17(h)			110,000				80,850
9.50%, 10/15/18(h)			100,000				72,500
Genworth Holdings, Inc.
6.52%, 5/22/18(b)			50,000				50,375
7.20%, 2/15/21			250,000				236,250
7.63%, 9/24/21(b)			125,000				119,375
GEO Group, Inc. (The)
5.88%, 1/15/22			50,000				52,250
GLP Capital L.P.
4.88%, 11/1/20			220,000				234,300
GrafTech International Ltd.
6.38%, 11/15/20			150,000				131,625
Graphic Packaging International, Inc.
4.75%, 4/15/21			150,000				157,875
Greif, Inc.
7.75%, 8/1/19			100,000				110,625
Guitar Center, Inc.
6.50%, 4/15/19(a)(b)			75,000				64,969
Harland Clarke Holdings Corp.
6.88%, 3/1/20(a)			75,000				77,719
9.25%, 3/1/21(a)			75,000				73,500
HC2 Holdings, Inc.
11.00%, 12/1/19(a)			100,000				103,250
HCA Healthcare, Inc.
6.25%, 2/15/21			400,000				438,000
HCA, Inc.
3.75%, 3/15/19			150,000				153,562
6.50%, 2/15/20			500,000				550,625
Hecla Mining Co.
6.88%, 5/1/21			250,000				258,281
Hertz Corp. (The)
6.75%, 4/15/19(b)			156,000				156,523
5.88%, 10/15/20(b)			100,000				95,250
Hexion, Inc.
6.63%, 4/15/20			417,000				389,895
Hornbeck Offshore Services, Inc.
5.88%, 4/1/20			75,000				42,608
HRG Group, Inc.
7.75%, 1/15/22			100,000				106,300
Hub Holdings LLC
8.13%, 7/15/19(a)			100,000				100,438
HUB International Ltd.
7.88%, 10/1/21(a)			150,000				157,125
Hughes Satellite Systems Corp.
6.50%, 6/15/19			150,000				162,937
7.63%, 6/15/21			300,000				341,625
Huntington Ingalls Industries, Inc.
5.00%, 12/15/21(a)			100,000				103,750
Huntsman International LLC
4.88%, 11/15/20			100,000				106,500
IASIS Healthcare LLC
8.38%, 5/15/19			150,000				151,969

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2017

 

Investments		Principal Amount				Value
Icahn Enterprises L.P.
4.88%, 3/15/19		$	300,000			$	305,100
6.00%, 8/1/20			550,000				565,812
iHeartCommunications, Inc.
9.00%, 12/15/19			350,000				278,467
9.00%, 3/1/21			150,000				110,813
Immucor, Inc.
11.13%, 8/15/19(b)			50,000				50,563
Infor Software Parent LLC
7.13%, 5/1/21(a)			60,000				62,250
Iron Mountain, Inc.
6.00%, 10/1/20(a)			175,000				182,875
iStar, Inc.
7.13%, 2/15/18			100,000				103,375
4.88%, 7/1/18			149,000				150,490
5.00%, 7/1/19			200,000				203,000
j2 Cloud Services LLC
8.00%, 8/1/20(b)			56,000				57,855
JC Penney Corp., Inc.
8.13%, 10/1/19(b)			47,000				52,229
Jurassic Holdings III, Inc.
6.88%, 2/15/21(a)			50,000				41,750
K Hovnanian Enterprises, Inc.
7.25%, 10/15/20(a)			200,000				199,000
KB Home
7.25%, 6/15/18			100,000				105,000
4.75%, 5/15/19			53,000				54,855
8.00%, 3/15/20			200,000				225,000
7.00%, 12/15/21			100,000				112,500
KCG Holdings, Inc.
6.88%, 3/15/20(a)			100,000				103,875
Kindred Healthcare, Inc.
8.00%, 1/15/20			200,000				210,376
Kratos Defense & Security Solutions, Inc.
7.00%, 5/15/19			200,000				205,500
L Brands, Inc.
7.00%, 5/1/20			350,000				390,103
Laredo Petroleum, Inc.
5.63%, 1/15/22			200,000				197,250
Legacy Reserves L.P.
6.63%, 12/1/21			100,000				75,500
Lennar Corp.
4.75%, 12/15/17			236,000				238,360
4.50%, 6/15/19			350,000				365,312
4.75%, 4/1/21			200,000				211,750
Lexmark International, Inc.
6.13%, 3/15/20(b)			100,000				104,349
LSB Industries, Inc.
8.50%, 8/1/19(b)(c)			50,000				49,750
M/I Homes, Inc.
6.75%, 1/15/21			269,000				283,795
Mallinckrodt International Finance S.A.
4.88%, 4/15/20(a)			100,000				100,500
Manitowoc Co., Inc. (The)
12.75%, 8/15/21(a)			200,000				227,500
Martin Midstream Partners L.P.
7.25%, 2/15/21			140,000				144,200
McDermott International, Inc.
8.00%, 5/1/21(a)			305,000				316,437
MDC Holdings, Inc.
5.63%, 2/1/20			86,000				93,203
MGM Resorts International
6.75%, 10/1/20			500,000				556,875
6.63%, 12/15/21			100,000				112,500
Momentive Performance Materials, Inc.
3.88%, 10/24/21			200,000				203,000
Monitronics International, Inc.
9.13%, 4/1/20(b)			150,000				144,000
MPT Operating Partnership L.P.
6.38%, 2/15/22			150,000				155,156
Nabors Industries, Inc.
5.00%, 9/15/20			400,000				413,000
Nationstar Mortgage LLC
7.88%, 10/1/20			240,000				247,950
6.50%, 7/1/21			100,000				102,625
Nature’s Bounty Co. (The)
7.63%, 5/15/21(a)			200,000				209,500
Navient Corp.
8.45%, 6/15/18			375,000				398,700
8.00%, 3/25/20			700,000				775,250
Navios Maritime Acquisition Corp.
8.13%, 11/15/21(a)			100,000				88,500
Navistar International Corp.
8.25%, 11/1/21			240,000				244,049
NCL Corp. Ltd.
4.63%, 11/15/20(a)			100,000				103,000
4.75%, 12/15/21(a)			300,000				309,750
NCR Corp.
4.63%, 2/15/21			100,000				102,500
Neiman Marcus Group Ltd. LLC
8.00%, 10/15/21(a)(b)			155,000				80,988
Neovia Logistics Services LLC
8.88%, 8/1/20(a)			50,000				40,250
Netflix, Inc.
5.38%, 2/1/21			355,000				386,950
NewStar Financial, Inc.
7.25%, 5/1/20			150,000				154,500
NFP Corp.
9.00%, 7/15/21(a)			50,000				52,594
Nielsen Co. Luxembourg SARL (The)
5.50%, 10/1/21(a)			100,000				103,750
Nine West Holdings, Inc.
8.25%, 3/15/19(a)			50,000				13,000
Northern Oil and Gas, Inc.
8.00%, 6/1/20			150,000				120,750
NuStar Logistics L.P.
4.80%, 9/1/20			380,000				398,050
Oasis Petroleum, Inc.
6.88%, 3/15/22(b)			100,000				101,625
Och-Ziff Finance Co. LLC
4.50%, 11/20/19(a)(b)			310,000				294,887
OneMain Financial Holdings LLC
6.75%, 12/15/19(a)			50,000				52,563
7.25%, 12/15/21(a)			100,000				105,810
Opal Acquisition, Inc.
8.88%, 12/15/21(a)			150,000				136,500

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2017

 

Investments		Principal Amount				Value
Orbital ATK, Inc.
5.25%, 10/1/21		$	300,000			$	310,689
Owens-Brockway Glass Container, Inc.
5.00%, 1/15/22(a)			100,000				104,750
Pacific Drilling S.A.
5.38%, 6/1/20(a)(b)			100,000				50,500
Pactiv LLC
8.13%, 6/15/17			153,000				153,382
PHH Corp.
6.38%, 8/15/21			175,000				177,187
Platform Specialty Products Corp.
10.38%, 5/1/21(a)			200,000				222,250
Prestige Brands, Inc.
5.38%, 12/15/21(a)			100,000				102,500
Production Resource Group, Inc.
8.88%, 5/1/19			100,000				68,000
PulteGroup, Inc.
7.63%, 10/15/17			50,000				51,125
QEP Resources, Inc.
6.88%, 3/1/21(b)			300,000				316,500
Radian Group, Inc.
5.50%, 6/1/19			337,000				354,271
Rent-A-Center, Inc.
6.63%, 11/15/20(b)			125,000				116,250
Resolute Energy Corp.
8.50%, 5/1/20			175,000				178,500
RHP Hotel Properties L.P.
5.00%, 4/15/21			150,000				154,125
Rite Aid Corp.
9.25%, 3/15/20			120,000				124,366
Rockies Express Pipeline LLC
6.85%, 7/15/18(a)			200,000				210,500
rue21, Inc.
9.00%, 10/15/21(a)(d)			50,000				2,250
Sabra Health Care L.P.
5.50%, 2/1/21			200,000				208,625
Safeway, Inc.
5.00%, 8/15/19			200,000				205,000
Sanchez Energy Corp.
7.75%, 6/15/21(b)			100,000				94,750
Scientific Games International, Inc.
6.63%, 5/15/21			100,000				99,500
7.00%, 1/1/22(a)			100,000				107,000
Select Medical Corp.
6.38%, 6/1/21			200,000				205,500
Service Corp. International
7.63%, 10/1/18			100,000				107,625
SESI LLC
7.13%, 12/15/21			100,000				100,250
Silgan Holdings, Inc.
5.00%, 4/1/20			112,000				114,068
Sinclair Television Group, Inc.
5.38%, 4/1/21			100,000				103,000
Southwestern Energy Co.
5.80%, 1/23/20			100,000				101,750
Springleaf Finance Corp.
5.25%, 12/15/19			200,000				206,000
7.75%, 10/1/21			250,000				273,125
Sprint Communications, Inc.
9.00%, 11/15/18(a)			278,000				305,452
7.00%, 3/1/20(a)			300,000				333,750
7.00%, 8/15/20			100,000				110,750
Sprint Corp.
7.25%, 9/15/21			100,000				113,781
Starwood Property Trust, Inc.
5.00%, 12/15/21(a)			250,000				261,250
Steel Dynamics, Inc.
5.13%, 10/1/21			400,000				414,500
Sungard Availability Services Capital, Inc.
8.75%, 4/1/22(a)			100,000				80,000
Sunoco L.P.
5.50%, 8/1/20			100,000				103,375
6.25%, 4/15/21			150,000				158,625
Syniverse Foreign Holdings Corp.
9.13%, 1/15/22(a)			100,000				100,500
Synovus Financial Corp.
5.75%, 12/15/25(c)			250,000				265,625
T-Mobile USA, Inc.
6.13%, 1/15/22			100,000				105,625
Talen Energy Supply LLC
4.63%, 7/15/19(a)(b)			45,000				43,988
4.60%, 12/15/21(b)			250,000				195,000
Taylor Morrison Communities, Inc.
5.25%, 4/15/21(a)			200,000				205,000
TEGNA, Inc.
5.13%, 10/15/19			100,000				102,500
4.88%, 9/15/21(a)(b)			100,000				103,250
Tenet Healthcare Corp.
5.00%, 3/1/19			205,000				209,998
4.75%, 6/1/20			200,000				207,750
8.00%, 8/1/20			150,000				153,000
6.00%, 10/1/20			400,000				429,500
4.38%, 10/1/21			100,000				103,150
8.13%, 4/1/22			150,000				158,625
Tesoro Logistics L.P.
5.50%, 10/15/19			103,000				109,438
TIBCO Software, Inc.
11.38%, 12/1/21(a)			100,000				110,750
Titan International, Inc.
6.88%, 10/1/20(b)			300,000				310,875
TMX Finance LLC
8.50%, 9/15/18(a)			60,000				57,300
Toll Brothers Finance Corp.
4.00%, 12/31/18			100,000				103,173
5.88%, 2/15/22			200,000				221,250
TPC Group, Inc.
8.75%, 12/15/20(a)			175,000				165,812
Transocean, Inc.
6.50%, 11/15/20(b)			300,000				308,250
TRI Pointe Group, Inc.
4.38%, 6/15/19			200,000				206,000
Triumph Group, Inc.
4.88%, 4/1/21			100,000				100,500
Tronox Finance LLC
6.38%, 8/15/20			70,000				70,875
TRU Taj LLC
12.00%, 8/15/21(a)			125,000				115,938
Unit Corp.
6.63%, 5/15/21			300,000				295,500

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2017

 

Investments		Principal Amount				Value
United Continental Holdings, Inc.
6.00%, 12/1/20(b)		$	500,000			$	544,660
United States Steel Corp.
7.38%, 4/1/20(b)			56,000				60,816
8.38%, 7/1/21(a)			300,000				330,000
Universal Hospital Services, Inc.
7.63%, 8/15/20			35,000				35,875
Valeant Pharmaceuticals International, Inc.
6.75%, 8/15/18(a)(b)			239,000				241,390
5.38%, 3/15/20(a)(b)			725,000				677,911
7.50%, 7/15/21(a)			200,000				186,126
Vanguard Natural Resources LLC
7.88%, 4/1/20(d)			75,000				34,125
Viacom, Inc.
5.88%, 2/28/57(c)			100,000				103,358
Weatherford International Ltd.
9.63%, 3/1/19(b)			100,000				110,250
5.13%, 9/15/20			50,000				50,375
Western Refining, Inc.
6.25%, 4/1/21			150,000				154,734
Whiting Petroleum Corp.
5.00%, 3/15/19			175,000				175,437
Windstream Services LLC
7.75%, 10/15/20			100,000				101,219
WPX Energy, Inc.
7.50%, 8/1/20			200,000				212,000
WR Grace & Co-Conn
5.13%, 10/1/21(a)			200,000				213,500
Yum! Brands, Inc.
3.88%, 11/1/20(b)			100,000				102,875
TOTAL CORPORATE BONDS (Cost: $47,824,582)							48,292,633
FOREIGN CORPORATE BONDS - 13.7%
Australia - 0.2%
Virgin Australia Holdings Ltd.
8.50%, 11/15/19(a)			100,000				105,375
Bermuda - 0.2%
Teekay Corp.
8.50%, 1/15/20(b)			150,000				146,250
Canada - 5.6%
Air Canada
7.75%, 4/15/21(a)(b)			400,000				458,500
Bombardier, Inc.
4.75%, 4/15/19(a)			50,000				51,063
7.75%, 3/15/20(a)			100,000				108,375
8.75%, 12/1/21(a)			325,000				362,375
Brookfield Residential Properties, Inc.
6.50%, 12/15/20(a)			100,000				103,500
Calfrac Holdings L.P.
7.50%, 12/1/20(a)			110,000				98,450
Cenovus Energy, Inc.
5.70%, 10/15/19			150,000				160,917
Eldorado Gold Corp.
6.13%, 12/15/20(a)			200,000				206,000
First Quantum Minerals Ltd.
7.00%, 2/15/21(a)			350,000				368,305
Gibson Energy, Inc.
6.75%, 7/15/21(a)			200,000				208,500
Imperial Metals Corp.
7.00%, 3/15/19(a)			100,000				94,750
Kinross Gold Corp.
5.13%, 9/1/21			300,000				318,000
Lundin Mining Corp.
7.50%, 11/1/20(a)			250,000				265,652
New Red Finance, Inc.
6.00%, 4/1/22(a)			300,000				313,035
Precision Drilling Corp.
6.63%, 11/15/20			59,791				60,389
Seven Generations Energy Ltd.
8.25%, 5/15/20(a)			31,000				32,550
Total Canada							3,210,361
France - 0.4%
Credit Agricole S.A.
8.38%, 10/13/19(a)(c)(e)			200,000				224,000
Germany - 0.2%
Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 7/31/19(a)			100,000				107,125
Ghana - 0.4%
Kosmos Energy Ltd.
7.88%, 8/1/21(a)			200,000				204,000
Italy - 0.8%
Telecom Italia Capital S.A.
7.18%, 6/18/19			46,000				50,686
Wind Acquisition Finance S.A.
6.50%, 4/30/20(a)			200,000				207,000
7.38%, 4/23/21(a)			200,000				208,525
Total Italy							466,211
Japan - 0.7%
SoftBank Group Corp.
4.50%, 4/15/20(a)			400,000				416,540
Luxembourg - 2.6%
Accudyne Industries Borrower
7.75%, 12/15/20(a)			150,000				152,625
ArcelorMittal
5.75%, 8/5/20			400,000				434,500
Intelsat Connect Finance S.A.
12.50%, 4/1/22(a)			100,000				87,500
Intelsat Jackson Holdings S.A.
7.25%, 4/1/19(b)			586,000				564,025
7.50%, 4/1/21			75,000				67,312
Millicom International Cellular S.A.
6.63%, 10/15/21(a)			200,000				209,500
Total Luxembourg							1,515,462

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2017

 

Investments		Principal Amount				Value
Netherlands - 0.4%
NXP B.V.
4.13%, 6/1/21(a)		$	200,000			$	211,500
New Zealand - 0.4%
Reynolds Group Issuer, Inc.
5.75%, 10/15/20			250,000				257,000
United Kingdom - 1.8%
Algeco Scotsman Global Finance PLC
8.50%, 10/15/18(a)			200,000				188,000
Anglo American Capital PLC
4.45%, 9/27/20(a)			200,000				209,000
CEVA Group PLC
4.00%, 5/1/18(a)			150,000				146,187
7.00%, 3/1/21(a)(b)			75,000				68,250
Noble Holding International Ltd.
5.75%, 3/16/18(b)			100,000				102,125
Royal Bank of Scotland Group PLC
4.70%, 7/3/18			120,000				122,678
Tullow Oil PLC
6.00%, 11/1/20(a)			200,000				195,000
Total United Kingdom							1,031,240
TOTAL FOREIGN CORPORATE BONDS (Cost: $7,769,861)							7,895,064
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 11.7%
United States - 11.7%
State Street Navigator Securities Lending Government Money Market Portfolio, 0.78%(f) (Cost: $6,707,400)(g)			6,707,400				6,707,400
TOTAL INVESTMENTS IN SECURITIES - 109.3% (Cost: $62,301,843)							62,895,097
Liabilities in Excess of Cash and Other Assets - (9.3)%							(5,349,788	)
NET ASSETS - 100.0%						$	57,545,309

 

(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 May 31, 2017 (See Note 2).

(c)	Rate shown reflects the accrual rate as of May 31, 2017 on securities with variable or step rates.

(d)	Security in default on interest payments.

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

(f)	Rate shown represents annualized 7-day yield as of May 31, 2017.

(g)	At May 31, 2017, the total market value of the Fund’s securities on loan was $6,829,498 and the total market value of the collateral held by the Fund was $7,052,129. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $344,729.

(h)	Subsequent to May 31, 2017, the security issuer filed for bankruptcy.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

Short Exposure		Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
2 Year U.S. Treasury Note			90			$	(19,483,594	)			Sep-17			$	(4,243	)
5 Year U.S. Treasury Note			152				(17,983,500	)			Sep-17				(36,813	)
														$	(41,056	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2017

 

Investments		Principal Amount				Value
CORPORATE BONDS - 84.4%
United States - 84.4%
ACE Cash Express, Inc.
11.00%, 2/1/19(a)(b)		$	50,000			$	50,125
ACI Worldwide, Inc.
6.38%, 8/15/20(a)			50,000				51,344
ADT Corp. (The)
6.25%, 10/15/21			125,000				138,125
Aircastle Ltd.
5.13%, 3/15/21			100,000				107,500
Alere, Inc.
7.25%, 7/1/18			51,000				51,351
Aleris International, Inc.
7.88%, 11/1/20			50,000				49,485
9.50%, 4/1/21(a)			50,000				52,500
Alliance One International, Inc.
9.88%, 7/15/21(b)			50,000				43,813
Ally Financial, Inc.
7.50%, 9/15/20			350,000				397,250
American Airlines Group, Inc.
5.50%, 10/1/19(a)			175,000				183,860
American Axle & Manufacturing, Inc.
6.25%, 3/15/21(b)			50,000				51,651
American Midstream Partners L.P.
8.50%, 12/15/21(a)			50,000				51,250
Amkor Technology, Inc.
6.63%, 6/1/21			50,000				51,000
Anixter, Inc.
5.63%, 5/1/19			36,000				38,025
APX Group, Inc.
6.38%, 12/1/19(b)			10,000				10,329
8.75%, 12/1/20			50,000				51,937
Archrock Partners L.P.
6.00%, 4/1/21			50,000				50,375
Arconic, Inc.
6.15%, 8/15/20			200,000				220,331
Artesyn Embedded Technologies, Inc.
9.75%, 10/15/20(a)			50,000				49,375
Atwood Oceanics, Inc.
6.50%, 2/1/20(b)			50,000				50,188
Avon Products, Inc.
6.60%, 3/15/20			50,000				51,125
Beazer Homes USA, Inc.
5.75%, 6/15/19			17,000				17,935
8.75%, 3/15/22			25,000				28,000
Blackboard, Inc.
9.75%, 10/15/21(a)			25,000				24,438
BMC Software Finance, Inc.
8.13%, 7/15/21(a)			75,000				76,972
Boxer Parent Co., Inc.
9.00%, 10/15/19(a)			25,000				25,091
Cablevision Systems Corp.
7.75%, 4/15/18			158,000				165,059
Caesars Entertainment Resort Properties LLC
8.00%, 10/1/20			17,000				17,648
CalAtlantic Group, Inc.
8.38%, 5/15/18			59,000				62,552
Calumet Specialty Products Partners L.P.
6.50%, 4/15/21			50,000				45,000
Centene Corp.
5.63%, 2/15/21			50,000				52,344
Century Aluminum Co.
7.50%, 6/1/21(a)(b)			50,000				51,000
CenturyLink, Inc.
5.63%, 4/1/20, Series V			50,000				53,187
Cequel Communications Holdings I LLC
6.38%, 9/15/20(a)			92,000				94,530
Ceridian HCM Holding, Inc.
11.00%, 3/15/21(a)			50,000				52,719
Chesapeake Energy Corp.
6.63%, 8/15/20			75,000				78,375
CIT Group, Inc.
5.50%, 2/15/19(a)			34,000				35,955
Citgo Holding, Inc.
10.75%, 2/15/20(a)			50,000				54,250
Claire’s Stores, Inc.
9.00%, 3/15/19(a)			50,000				24,500
Clean Harbors, Inc.
5.13%, 6/1/21			50,000				51,250
Clear Channel Worldwide Holdings, Inc.
7.63%, 3/15/20, Series A			50,000				49,750
Cliffs Natural Resources, Inc.
8.25%, 3/31/20(a)			23,000				25,415
Cloud Peak Energy Resources LLC
12.00%, 11/1/21			25,000				26,500
CNH Industrial Capital LLC
3.63%, 4/15/18			100,000				101,250
4.38%, 11/6/20			30,000				31,388
Commercial Metals Co.
7.35%, 8/15/18			50,000				53,000
Community Health Systems, Inc.
8.00%, 11/15/19(b)			130,000				131,137
7.13%, 7/15/20			50,000				49,438
5.13%, 8/1/21(b)			150,000				152,437
Comstock Resources, Inc.
10.00%, 3/15/20			25,000				25,500
CONSOL Energy, Inc.
5.88%, 4/15/22			50,000				49,563
CoreCivic, Inc.
4.13%, 4/1/20			50,000				51,625
CTR Partnership L.P.
5.88%, 6/1/21			50,000				51,495
DCP Midstream Operating L.P.
2.50%, 12/1/17			44,000				44,110
5.35%, 3/15/20(a)			72,000				75,600
Dell, Inc.
5.65%, 4/15/18			150,000				155,250
DISH DBS Corp.
4.25%, 4/1/18			200,000				203,500
6.75%, 6/1/21			120,000				133,200
DJO Finco, Inc.
8.13%, 6/15/21(a)			25,000				23,375
Dollar Tree, Inc.
5.25%, 3/1/20			75,000				77,297

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2017

 

Investments		Principal Amount				Value
DynCorp International, Inc.
11.88%, 11/30/20		$	25,000			$	25,625
Dynegy, Inc.
6.75%, 11/1/19			50,000				51,687
Energen Corp.
4.63%, 9/1/21			75,000				76,875
Energy Transfer Equity L.P.
7.50%, 10/15/20			89,000				99,902
Enova International, Inc.
9.75%, 6/1/21			50,000				51,500
Ensco PLC
4.70%, 3/15/21(b)			50,000				50,750
EP Energy LLC
9.38%, 5/1/20			45,000				41,400
Equinix, Inc.
4.88%, 4/1/20			50,000				51,344
EV Energy Partners L.P.
8.00%, 4/15/19			25,000				15,625
FBM Finance, Inc.
8.25%, 8/15/21(a)			25,000				27,000
FirstEnergy Solutions Corp.
6.05%, 8/15/21			75,000				30,000
Florida East Coast Holdings Corp.
6.75%, 5/1/19(a)			50,000				51,625
Freeport-McMoRan, Inc.
3.10%, 3/15/20(b)			100,000				98,909
6.50%, 11/15/20(a)			50,000				52,004
Frontier Communications Corp.
8.13%, 10/1/18			50,000				53,000
8.88%, 9/15/20			30,000				31,988
GenOn Energy, Inc.
7.88%, 6/15/17(h)			70,000				51,450
Genworth Holdings, Inc.
7.63%, 9/24/21(b)			150,000				143,250
GEO Group, Inc. (The)
5.88%, 1/15/22			75,000				78,375
GLP Capital L.P.
4.88%, 11/1/20			80,000				85,200
GrafTech International Ltd.
6.38%, 11/15/20			50,000				43,875
Harland Clarke Holdings Corp.
6.88%, 3/1/20(a)			50,000				51,812
HC2 Holdings, Inc.
11.00%, 12/1/19(a)			50,000				51,625
HCA Healthcare, Inc.
6.25%, 2/15/21			100,000				109,500
HCA, Inc.
3.75%, 3/15/19			100,000				102,375
6.50%, 2/15/20			179,000				197,124
Hertz Corp. (The)
6.75%, 4/15/19(b)			81,000				81,271
Hexion, Inc.
6.63%, 4/15/20			133,000				124,355
Hornbeck Offshore Services, Inc.
5.88%, 4/1/20			25,000				14,203
HRG Group, Inc.
7.88%, 7/15/19			89,000				91,915
7.75%, 1/15/22			80,000				85,040
Hub Holdings LLC
8.13%, 7/15/19(a)			50,000				50,219
Hughes Satellite Systems Corp.
6.50%, 6/15/19			100,000				108,625
7.63%, 6/15/21			50,000				56,937
Huntsman International LLC
4.88%, 11/15/20			50,000				53,250
IASIS Healthcare LLC
8.38%, 5/15/19			50,000				50,656
Icahn Enterprises L.P.
4.88%, 3/15/19			83,000				84,411
6.00%, 8/1/20			200,000				205,750
iHeartCommunications, Inc.
9.00%, 12/15/19			81,000				64,445
9.00%, 3/1/21			50,000				36,938
Immucor, Inc.
11.13%, 8/15/19(b)			25,000				25,281
Infor Software Parent LLC
7.13%, 5/1/21(a)			25,000				25,938
Iron Mountain, Inc.
6.00%, 10/1/20(a)			55,000				57,475
iStar, Inc.
7.13%, 2/15/18			156,000				161,265
4.88%, 7/1/18			30,000				30,300
JC Penney Corp., Inc.
8.13%, 10/1/19			29,000				32,226
K Hovnanian Enterprises, Inc.
7.25%, 10/15/20(a)			72,000				71,640
KB Home
4.75%, 5/15/19			157,000				162,495
Kindred Healthcare, Inc.
8.00%, 1/15/20			100,000				105,188
Kratos Defense & Security Solutions, Inc.
7.00%, 5/15/19			25,000				25,688
L Brands, Inc.
7.00%, 5/1/20			50,000				55,729
Laredo Petroleum, Inc.
5.63%, 1/15/22			50,000				49,313
Legacy Reserves L.P.
6.63%, 12/1/21			50,000				37,750
Lennar Corp.
4.75%, 12/15/17			157,000				158,570
Lexmark International, Inc.
6.13%, 3/15/20			50,000				52,174
LifePoint Health, Inc.
5.50%, 12/1/21			50,000				51,969
M/I Homes, Inc.
6.75%, 1/15/21			100,000				105,500
Manitowoc Co., Inc. (The)
12.75%, 8/15/21(a)			75,000				85,312
Martin Midstream Partners L.P.
7.25%, 2/15/21			30,000				30,900
McDermott International, Inc.
8.00%, 5/1/21(a)			50,000				51,875
Meritor, Inc.
6.75%, 6/15/21			50,000				51,812
MGM Resorts International
6.75%, 10/1/20			100,000				111,375
Monitronics International, Inc.
9.13%, 4/1/20(b)			25,000				24,000
Nabors Industries, Inc.
5.00%, 9/15/20			125,000				129,062
Nationstar Mortgage LLC
7.88%, 10/1/20			25,000				25,828

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2017

 

Investments		Principal Amount				Value
Nature’s Bounty Co. (The)
7.63%, 5/15/21(a)		$	50,000			$	52,375
Navient Corp.
8.45%, 6/15/18			160,000				170,112
8.00%, 3/25/20			150,000				166,125
Navios Maritime Acquisition Corp.
8.13%, 11/15/21(a)			25,000				22,125
Navistar International Corp.
8.25%, 11/1/21			100,000				101,687
NCL Corp. Ltd.
4.75%, 12/15/21(a)			50,000				51,625
NCR Corp.
4.63%, 2/15/21			50,000				51,250
Neiman Marcus Group Ltd. LLC
8.00%, 10/15/21(a)(b)			50,000				26,125
Netflix, Inc.
5.38%, 2/1/21			100,000				109,000
NFP Corp.
9.00%, 7/15/21(a)			25,000				26,297
NGPL PipeCo LLC
7.12%, 12/15/17(a)			28,000				28,770
Nine West Holdings, Inc.
8.25%, 3/15/19(a)			25,000				6,500
Northern Oil and Gas, Inc.
8.00%, 6/1/20			50,000				40,250
Nuance Communications, Inc.
5.38%, 8/15/20(a)			50,000				51,063
NuStar Logistics L.P.
4.80%, 9/1/20			125,000				130,937
Och-Ziff Finance Co. LLC
4.50%, 11/20/19(a)			100,000				95,125
OneMain Financial Holdings LLC
6.75%, 12/15/19(a)			25,000				26,281
Pactiv LLC
8.13%, 6/15/17			150,000				150,375
PHH Corp.
6.38%, 8/15/21			50,000				50,625
Platform Specialty Products Corp.
10.38%, 5/1/21(a)			100,000				111,125
QEP Resources, Inc.
6.88%, 3/1/21(b)			50,000				52,750
Radian Group, Inc.
5.50%, 6/1/19			96,000				100,920
Rent-A-Center, Inc.
6.63%, 11/15/20(b)			25,000				23,250
Resolute Energy Corp.
8.50%, 5/1/20			50,000				51,000
RHP Hotel Properties L.P.
5.00%, 4/15/21			50,000				51,375
Rockies Express Pipeline LLC
5.63%, 4/15/20(a)			28,000				29,960
rue21, Inc.
9.00%, 10/15/21(a)(c)			25,000				1,125
Sabra Health Care L.P.
5.50%, 2/1/21			50,000				52,156
Safeway, Inc.
5.00%, 8/15/19			50,000				51,250
Sanchez Energy Corp.
7.75%, 6/15/21(b)			50,000				47,375
SESI LLC
7.13%, 12/15/21			50,000				50,125
Silgan Holdings, Inc.
5.00%, 4/1/20			100,000				101,846
Sirius XM Radio, Inc.
4.25%, 5/15/20(a)			50,000				50,763
Springleaf Finance Corp.
5.25%, 12/15/19			100,000				103,000
Sprint Communications, Inc.
9.00%, 11/15/18(a)			93,000				102,184
7.00%, 8/15/20			50,000				55,375
Sprint Corp.
7.25%, 9/15/21			40,000				45,512
Starwood Property Trust, Inc.
5.00%, 12/15/21(a)			50,000				52,250
Sungard Availability Services Capital, Inc.
8.75%, 4/1/22(a)			25,000				20,000
Sunoco L.P.
6.25%, 4/15/21			75,000				79,312
Symantec Corp.
4.20%, 9/15/20			100,000				105,239
T-Mobile USA, Inc.
6.13%, 1/15/22			100,000				105,625
Talen Energy Supply LLC
4.63%, 7/15/19(a)(b)			18,000				17,595
4.60%, 12/15/21(b)			50,000				39,000
TEGNA, Inc.
4.88%, 9/15/21(a)(b)			50,000				51,625
Tenet Healthcare Corp.
5.00%, 3/1/19			109,000				111,657
4.75%, 6/1/20			125,000				129,844
6.00%, 10/1/20			50,000				53,687
7.50%, 1/1/22(a)			50,000				54,556
8.13%, 4/1/22			25,000				26,438
Tesoro Logistics L.P.
5.50%, 10/15/19			25,000				26,563
TIBCO Software, Inc.
11.38%, 12/1/21(a)			50,000				55,375
Titan International, Inc.
6.88%, 10/1/20(b)			65,000				67,356
TMX Finance LLC
8.50%, 9/15/18(a)			25,000				23,875
Toll Brothers Finance Corp.
4.00%, 12/31/18			75,000				77,380
TPC Group, Inc.
8.75%, 12/15/20(a)			50,000				47,375
Transocean, Inc.
6.50%, 11/15/20(b)			100,000				102,750
TRI Pointe Group, Inc.
4.38%, 6/15/19			75,000				77,250
Tronox Finance LLC
6.38%, 8/15/20			15,000				15,188
TRU Taj LLC
12.00%, 8/15/21(a)			37,000				34,318
Unit Corp.
6.63%, 5/15/21			125,000				123,125
United Continental Holdings, Inc.
6.38%, 6/1/18			101,000				105,608

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2017

 

Investments		Principal Amount				Value
United States Steel Corp.
7.38%, 4/1/20(b)		$	74,000			$	80,364
8.38%, 7/1/21(a)			100,000				110,000
Universal Hospital Services, Inc.
7.63%, 8/15/20			25,000				25,625
Valeant Pharmaceuticals International, Inc.
6.75%, 8/15/18(a)(b)			52,000				52,520
5.38%, 3/15/20(a)(b)			225,000				210,386
7.50%, 7/15/21(a)			50,000				46,532
Weatherford International Ltd.
5.13%, 9/15/20(b)			75,000				75,562
WESCO Distribution, Inc.
5.38%, 12/15/21			75,000				78,375
Western Refining, Inc.
6.25%, 4/1/21			50,000				51,578
Whiting Petroleum Corp.
5.00%, 3/15/19			50,000				50,125
Windstream Services LLC
7.75%, 10/15/20			100,000				101,219
WPX Energy, Inc.
7.50%, 8/1/20			75,000				79,500
WR Grace & Co-Conn
5.13%, 10/1/21(a)			100,000				106,750
TOTAL CORPORATE BONDS (Cost: $13,807,699)							13,982,339
FOREIGN CORPORATE BONDS - 12.5%
Australia - 0.2%
Virgin Australia Holdings Ltd.
8.50%, 11/15/19(a)			40,000				42,150
Bermuda - 0.1%
Teekay Corp.
8.50%, 1/15/20(b)			25,000				24,375
Canada - 4.4%
Air Canada
7.75%, 4/15/21(a)(b)			125,000				143,281
Athabasca Oil Corp.
9.88%, 2/24/22(a)			50,000				48,250
Bombardier, Inc.
4.75%, 4/15/19(a)			50,000				51,063
7.75%, 3/15/20(a)			100,000				108,375
Calfrac Holdings L.P.
7.50%, 12/1/20(a)			25,000				22,375
Cenovus Energy, Inc.
5.70%, 10/15/19			75,000				80,458
First Quantum Minerals Ltd.
7.00%, 2/15/21(a)			50,000				52,615
Imperial Metals Corp.
7.00%, 3/15/19(a)			25,000				23,688
Lundin Mining Corp.
7.50%, 11/1/20(a)			25,000				26,565
New Red Finance, Inc.
6.00%, 4/1/22(a)			100,000				104,345
Precision Drilling Corp.
6.50%, 12/15/21			50,000				50,875
Seven Generations Energy Ltd.
8.25%, 5/15/20(a)			18,000				18,900
Total Canada							730,790
France - 0.5%
Credit Agricole S.A.
8.38%, 10/13/19(a)(d)(e)			71,000				79,520
Germany - 0.3%
Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 7/31/19(a)			44,000				47,135
Italy - 1.4%
Telecom Italia Capital S.A.
7.18%, 6/18/19			22,000				24,241
Wind Acquisition Finance S.A.
4.75%, 7/15/20(a)			200,000				203,282
Total Italy							227,523
Luxembourg - 1.8%
ArcelorMittal
5.75%, 8/5/20(b)			100,000				108,625
Intelsat Jackson Holdings S.A.
7.25%, 4/1/19(b)			190,000				182,875
Total Luxembourg							291,500
Netherlands - 1.3%
NXP B.V.
4.13%, 6/1/21(a)			200,000				211,500
New Zealand - 0.3%
Reynolds Group Issuer, Inc.
5.75%, 10/15/20			50,000				51,400
United Kingdom - 2.2%
Anglo American Capital PLC
4.45%, 9/27/20(a)			100,000				104,500
CEVA Group PLC
4.00%, 5/1/18(a)			75,000				73,093
7.00%, 3/1/21(a)(b)			75,000				68,250
Noble Holding International Ltd.
5.75%, 3/16/18(b)			50,000				51,063
Royal Bank of Scotland Group PLC
4.70%, 7/3/18			68,000				69,517
Total United Kingdom							366,423
TOTAL FOREIGN CORPORATE BONDS (Cost: $2,054,500)							2,072,316

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2017

 

Investments		Shares				Value
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 12.3%
United States - 12.3%
State Street Navigator Securities Lending Government Money Market Portfolio, 0.78%(f) (Cost: $2,037,648)(g)			2,037,648			$	2,037,648
TOTAL INVESTMENTS IN SECURITIES - 109.2% (Cost: $17,899,847)							18,092,303
Liabilities in Excess of Cash and Other Assets - (9.2)%							(1,527,897	)
NET ASSETS - 100.0%						$	16,564,406

 

(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 May 31, 2017 (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 May 31, 2017 on securities with variable or step rates.

(f)	Rate shown represents annualized 7-day yield as of May 31, 2017.

(g)	At May 31, 2017, the total market value of the Fund’s securities on loan was $1,975,432 and the total market value of the collateral held by the Fund was $2,037,648.

(h)	Subsequent to May 31, 2017, the security issuer filed for bankruptcy.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS

 

														Unrealized
										Expiration				Appreciation/
Short Exposure		Contracts				Notional Value				Date				(Depreciation)
5 Year U.S. Treasury Note			24			$	(2,839,500	)			Sep-17			$	(5,812	)
U.S. Treasury Ultra Long Term Bond			15				(2,476,875	)			Sep-17				(33,516	)
Ultra 10 Year U.S. Treasury Note			76				(10,315,813	)			Sep-17				(68,281	)
														$	(107,609	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Strategic Corporate Bond Fund (CRDT)

May 31, 2017

 

Investments		Principal Amount†				Value
U.S. GOVERNMENT OBLIGATIONS - 3.3%
U.S. Treasury Bond - 3.0%
U.S. Treasury Bond
3.00%, 2/15/47			220,000			$	226,183
U.S. Treasury Notes - 0.3%
U.S. Treasury Note
2.00%, 4/30/24			10,000				9,997
2.38%, 5/15/27			10,000				10,159
Total U.S. Treasury Notes							20,156
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $244,146)							246,339
CORPORATE BONDS - 49.7%
United States - 49.7%
Abbott Laboratories
4.90%, 11/30/46			70,000				74,902
Allergan Funding SCS
4.55%, 3/15/35			20,000				20,798
Amgen, Inc.
3.63%, 5/22/24			150,000				157,577
Anadarko Petroleum Corp.
3.45%, 7/15/24			80,000				79,137
6.45%, 9/15/36			60,000				71,636
Arconic, Inc.
5.13%, 10/1/24(a)			70,000				74,760
AT&T, Inc.
3.90%, 3/11/24			50,000				51,680
Bank of America Corp.
3.30%, 1/11/23			250,000				254,653
Becton Dickinson and Co.
4.69%, 12/15/44			40,000				40,778
Celgene Corp.
5.00%, 8/15/45			20,000				21,962
Charter Communications Operating LLC
4.91%, 7/23/25			90,000				97,844
5.38%, 5/1/47(b)			20,000				21,039
Cimarex Energy Co.
3.90%, 5/15/27			40,000				40,742
CIT Group, Inc.
5.00%, 8/1/23			70,000				75,687
Citigroup, Inc.
4.50%, 1/14/22			100,000				107,863
4.13%, 7/25/28			70,000				71,256
Comcast Corp.
3.13%, 7/15/22			40,000				41,619
Constellation Brands, Inc.
4.25%, 5/1/23			60,000				64,571
3.50%, 5/9/27			10,000				10,084
Dell International LLC
3.48%, 6/1/19(b)			90,000				92,189
Devon Energy Corp.
5.85%, 12/15/25(a)			50,000				58,233
5.00%, 6/15/45			40,000				41,325
Dollar Tree, Inc.
5.75%, 3/1/23			80,000				85,120
Ensco PLC
5.20%, 3/15/25(a)			90,000				76,697
Freeport-McMoRan, Inc.
3.10%, 3/15/20			40,000				39,564
6.88%, 2/15/23(b)			20,000				21,050
General Electric Co.
6.88%, 1/10/39, Series A			110,000				159,078
General Motors Co.
6.25%, 10/2/43			100,000				109,988
Gilead Sciences, Inc.
4.50%, 2/1/45			30,000				30,798
Goldman Sachs Group, Inc. (The)
5.75%, 1/24/22			190,000				214,961
Halliburton Co.
5.00%, 11/15/45			40,000				43,558
Harris Corp.
3.83%, 4/27/25			70,000				72,831
HCA, Inc.
5.25%, 4/15/25			70,000				76,607
Humana, Inc.
4.95%, 10/1/44			40,000				44,220
International Lease Finance Corp.
5.88%, 8/15/22			70,000				79,617
Kraft Heinz Foods Co.
5.00%, 6/4/42			20,000				20,976
Lockheed Martin Corp.
3.10%, 1/15/23			10,000				10,299
4.50%, 5/15/36			60,000				66,313
Molson Coors Brewing Co.
2.25%, 3/15/20(b)			70,000				70,265
Occidental Petroleum Corp.
3.40%, 4/15/26			40,000				40,832
Pacific Gas & Electric Co.
6.05%, 3/1/34			120,000				154,459
Packaging Corp. of America
4.50%, 11/1/23			40,000				43,520
Quicken Loans, Inc.
5.75%, 5/1/25(b)			40,000				40,250
Reynolds American, Inc.
6.88%, 5/1/20			100,000				113,017
Scientific Games International, Inc.
7.00%, 1/1/22(b)			70,000				74,900
Sprint Corp.
7.25%, 9/15/21			30,000				34,134
Taylor Morrison Communities, Inc.
5.25%, 4/15/21(b)			30,000				30,750
Transcontinental Gas Pipe Line Co. LLC
7.85%, 2/1/26			60,000				78,736
United Rentals North America, Inc.
7.63%, 4/15/22			18,000				18,832
Verizon Communications, Inc.
4.15%, 3/15/24			20,000				21,207
5.25%, 3/16/37			10,000				10,699
4.86%, 8/21/46			10,000				9,978
West Corp.
5.38%, 7/15/22(b)			82,000				83,692
Western Gas Partners L.P.
4.65%, 7/1/26			70,000				73,926
Williams Cos., Inc. (The)
8.75%, 3/15/32			60,000				77,700

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Strategic Corporate Bond Fund (CRDT)

May 31, 2017

 

Investments		Principal Amount†								Value
XPO Logistics, Inc.
6.50%, 6/15/22(b)			66,000							$	70,320
TOTAL CORPORATE BONDS (Cost: $3,608,782)											3,769,229
FOREIGN CORPORATE BONDS - 39.4%
Belgium - 2.0%
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20			140,000								152,399
Brazil - 2.8%
Petrobras Global Finance B.V.
8.38%, 5/23/21			50,000								56,312
7.38%, 1/17/27			40,000								42,972
Vale Overseas Ltd.
4.38%, 1/11/22			110,000								112,167
Total Brazil											211,451
Canada - 4.0%
Barrick Gold Corp.
4.10%, 5/1/23			70,000								76,284
Barrick North America Finance LLC
5.70%, 5/30/41			30,000								35,280
Glencore Finance Canada Ltd.
6.00%, 11/15/41(b)			30,000								32,894
Hudbay Minerals, Inc.
7.63%, 1/15/25(b)			30,000								32,381
Teck Resources Ltd.
4.75%, 1/15/22			70,000								73,500
Yamana Gold, Inc.
4.95%, 7/15/24			50,000								50,338
Total Canada											300,677
Colombia - 0.9%
Ecopetrol S.A.
7.63%, 7/23/19			60,000								66,540
France - 3.7%
Electricite de France S.A.
4.63%, 9/11/24, Reg S			50,000				EUR				70,657
SFR Group S.A.
6.00%, 5/15/22(b)			200,000								209,500
Total France											280,157
Germany - 4.4%
E.ON International Finance B.V.
5.50%, 10/2/17			50,000				EUR				57,292
Volkswagen Leasing GmbH
3.25%, 5/10/18, Reg S			100,000				EUR				115,917
ZF North America Capital, Inc.
4.50%, 4/29/22(a)(b)			150,000								158,250
Total Germany											331,459
Ireland - 1.0%
Park Aerospace Holdings Ltd.
5.50%, 2/15/24(b)			70,000								73,894
Italy - 3.0%
Intesa Sanpaolo SpA
5.02%, 6/26/24(b)			230,000								225,373
Luxembourg - 0.8%
ArcelorMittal
6.00%, 3/1/21			50,000								54,375
Intelsat Jackson Holdings S.A.
7.25%, 10/15/20			10,000								9,050
Total Luxembourg											63,425
Mexico - 1.4%
Petroleos Mexicanos
5.50%, 1/21/21(a)			100,000								106,490
Russia - 2.9%
Lukoil International Finance B.V.
6.13%, 11/9/20(a)(b)			200,000								220,230
Switzerland - 1.4%
Glencore Funding LLC
4.00%, 4/16/25(b)			70,000								70,340
4.00%, 3/27/27(b)			40,000								39,584
Total Switzerland											109,924
United Kingdom - 11.1%
Anglo American Capital PLC
4.88%, 5/14/25(b)			200,000								208,386
Barclays Bank PLC
7.63%, 11/21/22			200,000								226,625
HSBC Bank PLC
3.88%, 10/24/18, Reg S			160,000				EUR				190,099
Royal Bank of Scotland Group PLC
5.13%, 5/28/24			210,000								220,469
Total United Kingdom											845,579
TOTAL FOREIGN CORPORATE BONDS (Cost: $3,009,224)											2,987,598
FOREIGN GOVERNMENT OBLIGATIONS - 2.2%
Argentina - 2.2%
Argentine Republic Government International Bond
7.50%, 4/22/26 (Cost: $152,763)			150,000								165,825
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 6.3%
United States - 6.3%
State Street Navigator Securities Lending Government Money Market Portfolio, 0.78%(c) (Cost: $479,223)(d)			479,223								479,223

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Strategic Corporate Bond Fund (CRDT)

May 31, 2017

 

		Value
TOTAL INVESTMENTS IN SECURITIES - 100.9% (Cost: $7,494,138)		$	7,648,214
Liabilities in Excess of Cash, Foreign Currency and Other Assets - (0.9)%			(68,647	)
NET ASSETS - 100.0%		$	7,579,567

 

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

(a)	Security, or portion thereof, was on loan at May 31, 2017 (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 May 31, 2017.

(d)	At May 31, 2017, the total market value of the Fund’s securities on loan was $466,548 and the total market value of the collateral held by the Fund was $479,223.

 

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)
			7/20/2017				EUR				395,739				USD				423,937			$	(22,205	)
			7/20/2017				GBP				72,740				USD				91,431				(2,614	)
																						$	(24,819	)

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)

May 31, 2017

 

Investments		Principal Amount†				Value
U.S. GOVERNMENT AGENCIES - 2.0%
Federal Home Loan Mortgage Corporation - 2.0%
3.50%, 7/1/47(a) (Cost: $103,078)			100,000			$	103,129
U.S. GOVERNMENT OBLIGATIONS - 20.6%
U.S. Treasury Bonds - 8.0%
U.S. Treasury Bond
3.13%, 8/15/44			220,000				231,778
3.00%, 5/15/45			80,000				82,206
2.25%, 8/15/46			10,000				8,763
2.88%, 11/15/46			10,000				10,021
3.00%, 2/15/47			40,000				41,124
U.S. Treasury Inflation Indexed Bond
0.75%, 2/15/45			20,706				19,867
1.00%, 2/15/46			10,289				10,510
Total U.S. Treasury Bonds							404,269
U.S. Treasury Notes - 12.6%
U.S. Treasury Floating Rate Note
1.14%, 7/31/18*			190,000				190,471
U.S. Treasury Inflation Indexed Note
0.13%, 4/15/21			72,005				72,602
0.13%, 7/15/26			10,171				9,979
U.S. Treasury Note
0.75%, 2/28/18			100,000				99,690
0.75%, 8/31/18			150,000				149,127
1.38%, 8/31/20			40,000				39,842
2.00%, 11/30/22			30,000				30,254
1.38%, 8/31/23			40,000				38,683
2.00%, 11/15/26			10,000				9,834
Total U.S. Treasury Notes							640,482
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $1,028,219)							1,044,751
CORPORATE BONDS - 27.6%
United States - 27.6%
AES Corp.
5.50%, 3/15/24			60,000				62,550
Ally Financial, Inc.
8.00%, 3/15/20			60,000				68,520
Bank of America Corp.
4.00%, 1/22/25			65,000				66,426
Celgene Corp.
5.00%, 8/15/45			10,000				10,981
Charter Communications Operating LLC
4.91%, 7/23/25			120,000				130,459
Chesapeake Energy Corp.
5.75%, 3/15/23			40,000				37,700
Chubb INA Holdings, Inc.
4.35%, 11/3/45			10,000				10,950
CIT Group, Inc.
5.00%, 8/1/23			60,000				64,875
Citigroup, Inc.
4.30%, 11/20/26			65,000				67,360
Comcast Corp.
3.38%, 2/15/25			25,000				25,894
FirstEnergy Corp.
7.38%, 11/15/31, Series C			50,000				66,911
Ford Motor Credit Co., LLC
8.13%, 1/15/20			100,000				114,206
General Electric Co.
5.88%, 1/14/38			10,000				12,921
6.88%, 1/10/39, Series A			40,000				57,847
General Motors Co.
6.25%, 10/2/43			35,000				38,496
Gilead Sciences, Inc.
3.70%, 4/1/24			20,000				20,889
Goldman Sachs Group, Inc. (The)
6.75%, 10/1/37			50,000				64,059
HCA, Inc.
5.00%, 3/15/24			60,000				64,434
JPMorgan Chase & Co.
3.63%, 12/1/27			10,000				9,958
Level 3 Financing, Inc.
5.38%, 8/15/22			60,000				61,950
Pacific Gas & Electric Co.
6.05%, 3/1/34			50,000				64,358
Sprint Corp.
7.88%, 9/15/23			60,000				69,450
United Rentals North America, Inc.
5.50%, 7/15/25			120,000				126,930
Verizon Communications, Inc.
5.50%, 3/16/47			20,000				21,898
Wells Fargo & Co.
4.10%, 6/3/26			60,000				62,527
TOTAL CORPORATE BONDS (Cost: $1,322,090)							1,402,549
FOREIGN CORPORATE BONDS - 10.5%
Brazil - 3.3%
Petrobras Global Finance B.V.
5.38%, 1/27/21			100,000				102,330
6.85%, 6/5/2115			60,000				53,550
Vale Overseas Ltd.
4.38%, 1/11/22			10,000				10,197
Total Brazil							166,077
Colombia - 1.8%
Ecopetrol S.A.
7.63%, 7/23/19			80,000				88,720
Indonesia - 2.2%
Majapahit Holding B.V.
7.75%, 1/20/20, Reg S			100,000				112,380
Peru - 1.9%
Southern Copper Corp.
5.25%, 11/8/42			100,000				98,247
United Kingdom - 1.3%
BP Capital Markets PLC
3.51%, 3/17/25			65,000				67,161
TOTAL FOREIGN CORPORATE BONDS (Cost: $478,499)							532,585

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

May 31, 2017

 

Investments		Principal Amount†				Value
FOREIGN GOVERNMENT OBLIGATIONS - 9.3%
Argentina - 4.0%
Argentine Republic Government International Bond
7.13%, 7/6/36			200,000			$	203,400
Brazil - 1.2%
Brazil Notas do Tesouro Nacional
10.00%, 1/1/23, Series F			200,000	BRL			60,081
Mexico - 2.4%
Mexican Bonos
10.00%, 12/5/24, Series M 20			1,700,000	MXN			105,131
7.75%, 11/13/42, Series M			370,000	MXN			20,173
Total Mexico							125,304
Poland - 1.7%
Republic of Poland Government International Bond
4.00%, 1/22/24			80,000				85,714
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $502,173)							474,499
COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.1%
United States - 7.1%
GS Mortgage Securities Trust
5.77%, 8/10/45, Series 2007-GG10, Class AM(b) (Cost: $366,266)			360,000				362,328
BANK LOANS - 6.0%
Canada - 0.7%
1011778 B.C. Unlimited Liability Co. (Burger King/Tim Hortons)
3.25% (LIBOR + 2.25%; LIBOR base rate 1.00%), 2/16/24, Term Loan B3(b)			21,799				21,859
3.40% (LIBOR + 2.25%; LIBOR base rate 1.15%), 2/16/24, Term Loan B3(b)			14,780				14,820
Total Canada							36,679
Netherlands - 0.6%
AerCap Holdings N.V.
3.40% (LIBOR + 2.25%; LIBOR base rate 1.25%), 10/6/23, A Deferred Principal(b)			30,000				30,340
United Kingdom - 0.4%
Virgin Media Bristol LLC
3.74% (LIBOR + 2.75%; LIBOR base rate 0.99%), 1/31/25, USD Term Loan I(b)			20,467				20,576
United States - 4.3%
Berry Plastics Group, Inc.
3.49% (LIBOR + 2.50%; LIBOR base rate 0.99%), 10/1/22, Term Loan I(b)			9,334				9,416
3.54% (LIBOR + 2.50%; LIBOR base rate 1.04%), 10/1/22, Term Loan I(b)			12,533				12,642
CenturyLink, Inc.
3.75% (LIBOR + 2.75%; LIBOR base rate 1.00%), 1/31/25, 2017 Term Loan B(b)			10,000				9,993
First Data Corporation
3.53% (LIBOR + 2.50%; LIBOR base rate 1.03%), 4/26/24, 2017 Term Loan(b)			23,335				23,486
Hilton Worldwide Finance LLC
3.02% (LIBOR + 2.00%; LIBOR base rate 1.02%), 10/25/23, Term Loan B2(b)			34,994				35,241
Jaguar Holding Co. II
4.25% (LIBOR + 3.25%; LIBOR base rate 1.00%), 8/18/22, 2015 Term Loan B(b)			11,683				11,717
4.40% (LIBOR + 3.25%; LIBOR base rate 1.15%), 8/18/22, 2015 Term Loan B(b)			13,128				13,166
Petco Animal Supplies, Inc.
4.17% (LIBOR + 3.00%; LIBOR base rate 1.17%), 1/26/23, 2017 Term Loan B(b)			4,862				4,532
PetSmart, Inc.
4.01% (LIBOR + 3.00%; LIBOR base rate 1.01%), 3/11/22, Term Loan B2(b)			39,200				37,755
Scientific Games International, Inc.
5.01% (LIBOR + 4.00%; LIBOR base rate 1.01%), 10/1/21, 2017 Term Loan B3(b)			4,304				4,376
5.08% (LIBOR + 4.00%; LIBOR base rate 1.08%), 10/1/21, 2017 Term Loan B3(b)			15,696				15,957
Univision Communications Inc.
3.79% (LIBOR + 2.75%; LIBOR base rate 1.04%), 3/15/24, Term Loan C5(b)			39,159				38,880
Total United States							217,161
TOTAL BANK LOANS (Cost: $306,416)							304,756

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (continued)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

May 31, 2017

 

		Contracts				Notional Amount				Value
PURCHASED OPTIONS - 0.0%
10 Year U.S. Treasury Note Futures, Call Strike Price $128, Expires 6/23/17** (Cost: $219)			2			$	256,000			$	219
TOTAL INVESTMENTS IN SECURITIES BEFORE WRITTEN OPTIONS - 83.1%
(Cost: $4,106,960)											4,224,816
WRITTEN OPTIONS - (0.0)%
U.S. Treasury Long Bond Futures, Call Strike Price $157, Expires 6/23/17** (Premiums Received: $281)			2				(314,000	)			(625	)
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 16.9%											859,801
NET ASSETS - 100.0%										$	5,083,992

 

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

*	Floating rate note. Coupon shown is in effect at May 31, 2017. Date represents the ultimate maturity date.

**	Non-income producing security.

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

(b)	Rate shown reflects the accrual rate as of May 31, 2017 on securities with variable or step rates.

 

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)
			7/20/2017				AUD				130,000				USD				97,291			$	583
			7/20/2017				CNY				400,000				USD				57,558				(939	)
			7/20/2017				EUR				19,001				USD				20,251				(1,170	)
			7/20/2017				JPY				16,590,000				USD				152,700				2,357
			7/20/2017				MXN				562,365				USD				29,963				129
			7/20/2017				TWD				790,000				USD				26,129				(178	)
			7/20/2017				USD				90,634				CAD				120,000				(1,715	)
			7/20/2017				USD				39,441				CAD				54,000				573
			7/20/2017				USD				24,284				IDR				324,560,000				(55	)
			7/20/2017				USD				84,492				INR				5,503,389				280
			7/20/2017				USD				42,586				MXN				810,000				386
			7/20/2017				USD				34,840				NOK				300,000				806
																						$	1,057

CURRENCY LEGEND

 

AUD		Australian dollar
BRL		Brazilian real
CAD		Canadian dollar
CNY		Chinese yuan
EUR		Euro
IDR		Indonesian rupiah
INR		Indian rupee
JPY		Japanese yen
MXN		Mexican peso
NOK		Norwegian krone
TWD		New Taiwan dollar
USD		U.S. dollar

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

May 31, 2017

 

FUTURES CONTRACTS

 

Short Exposure		Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
90 Day Euro			4			$	(986,050	)			Dec-17			$	(275	)
Euro Bund			2				(365,058	)			Jun-17				427
German Euro Schatz			1				(126,247	)			Jun-17				73
														$	225
Long Exposure
U.S. Treasury Long Bond			1			$	153,812				Sep-17			$	638
Total														$	863

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

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

May 31, 2017

 

Investments						Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 84.8%
U.S. Treasury Bill - 84.8%
U.S. Treasury Bill 0.92%, 8/17/17*						$	136,000,000			$	135,734,528
TOTAL INVESTMENTS IN SECURITIES BEFORE WRITTEN OPTIONS - 84.8%
(Cost: $135,739,087)											135,734,528
		Contracts				Notional Amount
WRITTEN OPTIONS - (0.3)%
S&P 500 Index, Put Strike Price $2,380, Expires 6/16/17** (Premiums Received: $1,373,340)			675				(160,650,000	)			(472,500	)
Cash and Other Assets in Excess of Liabilities - 15.5%											24,753,974
NET ASSETS - 100.0%										$	160,016,002

 

*	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)

May 31, 2017

 

Investments		Principal Amount†				Value
U.S. GOVERNMENT OBLIGATIONS - 34.7%
U.S. Treasury Bonds - 20.7%
U.S. Treasury Inflation Indexed Bond
2.38%, 1/15/25			232,805			$	269,212
3.38%, 4/15/32			343,373				484,428
0.75%, 2/15/45			93,177				89,403
Total U.S. Treasury Bonds							843,043
U.S. Treasury Notes - 14.0%
U.S. Treasury Inflation Indexed Note
2.13%, 1/15/19			136,261				141,878
0.63%, 1/15/24			271,661				279,318
U.S. Treasury Note
0.75%, 7/31/18			150,000				149,196
Total U.S. Treasury Notes							570,392
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $1,378,916)							1,413,435
CORPORATE BONDS - 4.1%
United States - 4.1%
Freeport-McMoRan, Inc.
3.55%, 3/1/22			20,000				18,800
HCA, Inc.
5.38%, 2/1/25			30,000				31,613
Sprint Corp.
7.88%, 9/15/23			100,000				115,750
TOTAL CORPORATE BONDS (Cost: $145,765)							166,163
FOREIGN CORPORATE BONDS - 5.2%
Brazil - 2.5%
Vale Overseas Ltd.
4.38%, 1/11/22			100,000				101,970
Mexico - 2.7%
America Movil S.A.B. de C.V.
5.00%, 3/30/20			100,000				107,694
TOTAL FOREIGN CORPORATE BONDS (Cost: $201,511)							209,664
FOREIGN GOVERNMENT OBLIGATIONS - 27.4%
Australia - 3.5%
Australia Inflation Linked Bond
4.00%, 8/20/20, Series 20CI, Reg S			170,534	AUD			142,441
Brazil - 1.4%
Brazil Notas do Tesouro Nacional Inflation Linked Bond
6.00%, 8/15/22, Series B			92,936	BRL			29,090
6.00%, 8/15/50, Series B			89,938	BRL			29,449
Total Brazil							58,539
Canada - 3.8%
Canadian Government Inflation Linked Bond
4.25%, 12/1/26			81,344	CAD			85,169
3.00%, 12/1/36			63,061	CAD			69,267
Total Canada							154,436
Mexico - 5.0%
Mexican Udibonos Inflation Linked Bond
4.00%, 6/13/19, Series S			1,495,309	MXN			81,455
2.50%, 12/10/20, Series S			747,655	MXN			39,095
4.50%, 12/4/25, Series S			1,437,798	MXN			84,198
Total Mexico							204,748
South Africa - 2.1%
Republic of South Africa Inflation Linked Bond
5.50%, 12/7/23, Series R197			938,309	ZAR			84,401
Sweden - 3.8%
Sweden Inflation Linked Bond
4.00%, 12/1/20, Series 3102			1,095,604	SEK			154,817
Turkey - 2.0%
Turkey Government Inflation Linked Bond
4.00%, 4/1/20			278,728	TRY			82,046
United Kingdom - 5.8%
United Kingdom Inflation Linked Gilt
1.25%, 11/22/27, Reg S			69,376	GBP			123,245
1.25%, 11/22/32, Reg S			55,805	GBP			111,684
Total United Kingdom							234,929
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,475,429)							1,116,357
		Shares
EXCHANGE-TRADED FUNDS - 5.4%
United States - 5.4%
WisdomTree Emerging Markets High Dividend Fund(a)			500				20,530
WisdomTree High Dividend Fund(a)			2,910				198,549
TOTAL EXCHANGE-TRADED FUNDS (Cost: $201,053)							219,079
TOTAL INVESTMENTS IN SECURITIES - 76.8% (Cost: $3,402,674)							3,124,698
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 23.2%							945,495
NET ASSETS - 100.0%						$	4,070,193

 

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

(a)	Affiliated company (See Note 4).

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited) (concluded)

WisdomTree Global Real Return Fund (RRF) (consolidated)

May 31, 2017

 

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)
			7/20/2017				AUD				116,190				USD				86,956			$	521
			7/20/2017				BRL				160,000				USD				49,802				991
			7/20/2017				CAD				203,000				USD				153,231				2,809
			7/20/2017				EUR				43,152				USD				45,991				(2,658	)
			7/20/2017				GBP				109,535				USD				137,190				(4,427	)
			7/20/2017				MXN				3,844,423				USD				203,312				(640	)
			7/20/2017				SEK				1,490,000				USD				166,753				(5,477	)
			7/20/2017				USD				59,901				JPY				6,540,000				(634	)
			7/20/2017				USD				84,960				ZAR				1,175,846				3,460
																						$	(6,055	)

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		$	65,213			Dec-17		$	(412	)
Corn		4			78,200			Dec-17			4,450
Gasoline RBOB		2			122,262			Oct-17			(5,646	)
										$	(1,608	)

 

See Notes to Schedule of Investments.

---

Schedule of Investments (unaudited)

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

May 31, 2017

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS - 90.6%
U.S. Treasury Bills - 90.6%
U.S. Treasury Bills
0.70%, 6/15/17*(a)		$	5,225,000			$	5,223,516
0.76%, 7/13/17*			30,020,000				29,991,181
0.82%, 7/27/17*			115,120,000				114,964,703
TOTAL INVESTMENTS IN SECURITIES - 90.6% (Cost: $150,194,052)							150,179,400
Cash and Other Assets in Excess of Liabilities - 9.4%							15,504,018
NET ASSETS - 100.0%						$	165,683,418

 

*	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)
			6/21/2017				JPY				744,235,000				USD				6,664,383			$	(71,123	)
			6/21/2017				JPY				30,727,000				USD				275,150				(2,936	)
			6/21/2017				JPY				18,421,000				USD				168,343				1,629
			6/21/2017				JPY				16,109,000				USD				148,900				3,109
			6/21/2017				JPY				1,468,411,000				USD				13,206,382				(83,091	)
			6/21/2017				USD				141,821				JPY				16,081,000				3,716
			6/21/2017				USD				154,775				JPY				17,462,000				3,261
			6/21/2017				USD				265,101				JPY				29,751,000				4,152
			6/21/2017				USD				13,018,705				JPY				1,444,575,000				55,047
			6/21/2017				USD				157,902				JPY				17,124,000				(2,926	)
			6/21/2017				USD				87,618				JPY				9,797,000				1,047
			6/21/2017				USD				6,713,565				JPY				741,816,000				49
			6/21/2017				USD				11,738				JPY				1,297,000				—
			9/20/2017				USD				3,379,132				JPY				371,820,090				(178	)
			9/20/2017				USD				3,246,227				JPY				357,238,910				219
																						$	(88,025	)

CURRENCY LEGEND

 

JPY		Japanese yen
USD		U.S. dollar

FUTURES CONTRACTS

 

Short Exposure		Contracts				Notional Value				Expiration Date				Unrealized Appreciation/ (Depreciation)
Canadian Dollar Currency			131			$	(9,718,235	)			Sep-17			$	655
Cocoa			479				(9,848,240	)			Sep-17				(1,260	)
Coffee “C”			131				(6,469,763	)			Sep-17				(1,690	)
Copper			102				(6,612,150	)			Sep-17				1,025
Soybean			214				(9,825,275	)			Nov-17				(2,550	)
														$	(3,820	)
Long Exposure
10 Year U.S. Treasury Note			52			$	6,567,438				Sep-17			$	(72	)
Australian Dollar Currency			87				6,458,010				Sep-17				(913	)
British Pound Currency			81				6,548,850				Sep-17				1,013
Cotton No. 2			179				6,514,705				Dec-17				(98	)
Euro Currency			47				6,644,919				Sep-17				(423	)
Gold 100 Ounce			77				9,820,580				Aug-17				621
Live Cattle			204				9,930,720				Aug-17				133,866
Natural Gas			205				6,344,750				Sep-17				(544,401	)
Silver			75				6,555,375				Sep-17				(1,425	)
Swiss Franc Currency			51				6,636,375				Sep-17				(676	)
U.S. Treasury Long Bond			43				6,613,937				Sep-17				(1,344	)
														$	(413,852	)
Total														$	(417,672	)

 

See Notes to Schedule of Investments.

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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 May 31, 2017, the Trust consisted of 88 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 Asia Local Debt Fund (“Asia Local Debt Fund”)		March 17, 2011
WisdomTree Barclays Interest Rate Hedged U.S. Aggregate Bond Fund (“Interest Rate Hedged U.S. Aggregate Bond Fund” and also referred to herein as “Duration Funds”) (formerly, WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund)		December 18, 2013
WisdomTree Barclays Negative Duration U.S. Aggregate Bond Fund (“Negative Duration U.S. Aggregate Bond Fund” and also referred to herein as “Duration Funds”) (formerly, WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund)		December 18, 2013
WisdomTree Barclays Yield Enhanced U.S. Aggregate Bond Fund (“Yield Enhanced U.S. Aggregate Bond Fund”) (formerly, WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund)		July 9, 2015
WisdomTree Barclays Yield Enhanced U.S. Short-Term Aggregate Bond Fund (“Yield Enhanced U.S. Short-Term Aggregate Bond Fund”)		May 18, 2017
WisdomTree Bloomberg Floating Rate Treasury Fund (“Floating Rate Treasury Fund”)		February 4, 2014
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 Interest Rate Hedged High Yield Bond Fund (“Interest Rate Hedged High Yield Bond Fund” and also referred to herein as “Duration Funds”) (formerly, WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund)		December 18, 2013
WisdomTree Negative Duration High Yield Bond Fund (“Negative Duration High Yield Bond Fund” and also referred to herein as “Duration Funds”) (formerly, WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund)		December 18, 2013
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.

 

---

Notes to Schedule of Investments (unaudited)(continued)

 

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 of the Trust (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, 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 and swaption 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.

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 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 prices obtained from 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 May 31, 2017 in valuing each Fund’s assets:

 

U.S. Dollar Bullish Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	248,875,007			$	—
Total		$	—			$	248,875,007			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				338,035				—
Unrealized Depreciation on Foreign Currency Contracts			—				(2,968,317	)			—
Total - Net		$	—			$	246,244,725			$	—
Brazilian Real Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	17,992,510			$	—
Repurchase Agreement			—				3,811,000				—
Total		$	—			$	21,803,510			$	—
Unrealized Depreciation on Foreign Currency Contracts			—				(360,753	)			—
Total - Net		$	—			$	21,442,757			$	—
Chinese Yuan Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	32,215,616			$	—
Repurchase Agreement			—				11,700,000				—
Total		$	—			$	43,915,616			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				558,026				—
Unrealized Depreciation on Foreign Currency Contracts			—				(52,119	)			—
Total - Net		$	—			$	44,421,523			$	—
Emerging Currency Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	44,891,105			$	—
Repurchase Agreement			—				14,860,000				—
Total		$	—			$	59,751,105			$	—

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Notes to Schedule of Investments (unaudited)(continued)

 

Unrealized Appreciation on Foreign Currency Contracts			—				619,174				—
Unrealized Depreciation on Foreign Currency Contracts			—				(77,182	)			—
Total - Net		$	—			$	60,293,097			$	—
Asia Local Debt Fund		Level 1				Level 2				Level 3
Foreign Government Agencies		$	—			$	2,759,328			$	—
Foreign Government Obligations			—				13,626,872				—
Supranational Bonds			—				2,347,632				—
Repurchase Agreement			—				1,000,000				—
Total		$	—			$	19,733,832			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				68,666				—
Unrealized Depreciation on Foreign Currency Contracts			—				(537	)			—
Total - Net		$	—			$	19,801,961			$	—
Interest Rate Hedged U.S. Aggregate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	7,312,755			$	—
U.S. Government Obligations			—				7,985,707				—
Corporate Bonds			—				6,081,505				—
Foreign Corporate Bonds			—				1,010,635				—
Foreign Government Obligations			—				341,218				—
Commercial Mortgage-Backed Securities			—				967,674				—
Municipal Bond			—				181,404				—
Investment of Cash Collateral for Securities Loaned			—				256,885				—
Total		$	—			$	24,137,783			$	—
Unrealized Depreciation on Futures Contracts			(68,285	)			—				—
U.S. Government Agencies Sold Short			—				(313,008	)			—
Total - Net		$	(68,285	)		$	23,824,775			$	—
Negative Duration U.S. Aggregate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	5,083,788			$	—
U.S. Government Obligations			—				5,600,178				—
Corporate Bonds			—				4,318,616				—
Foreign Corporate Bonds			—				712,334				—
Foreign Government Obligations			—				294,634				—
Commercial Mortgage-Backed Securities			—				569,566				—
Municipal Bond			—				143,612				—
Asset-Backed Securities			—				89,479				—
Investment of Cash Collateral for Securities Loaned			—				156,715				—
Total		$	—			$	16,968,922			$	—
Unrealized Depreciation on Futures Contracts			(137,633	)			—				—
Total - Net		$	(137,633	)		$	16,968,922			$	—
Yield Enhanced U.S. Aggregate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	34,600,727			$	—
U.S. Government Obligations			—				21,776,306				—
Corporate Bonds			—				54,283,601				—
Foreign Corporate Bonds			—				10,571,646				—
Foreign Government Agencies			—				194,221				—
Foreign Government Obligations			—				3,734,347				—
Commercial Mortgage-Backed Securities			—				9,210,803				—
Municipal Bonds			—				1,071,512				—
Investment of Cash Collateral for Securities Loaned			—				182,520				—
Total		$	—			$	135,625,683			$	—
U.S. Government Agencies Sold Short			—				(111,161	)			—
Total - Net		$	—			$	135,514,522			$	—
Yield Enhanced U.S. Short-Term Aggregate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	270,774			$	—
U.S. Government Obligations			—				824,200				—
Corporate Bonds			—				3,310,711				—
Foreign Corporate Bonds			—				194,496				—
Foreign Government Obligations			—				72,385				—
Commercial Mortgage-Backed Securities			—				307,000				—
Total		$	—			$	4,979,566			$	—

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Notes to Schedule of Investments (unaudited)(continued)

 

Floating Rate Treasury Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	1,251,462			$	—
Emerging Markets Corporate Bond Fund		Level 1				Level 2				Level 3
Foreign Corporate Bonds		$	—			$	43,279,919			$	—
Foreign Government Agencies			—				2,205,469				—
Foreign Government Obligations			—				2,659,176				—
Common Stocks			174,896				—				—
Investment of Cash Collateral for Securities Loaned			—				3,455,875				—
Total		$	174,896			$	51,600,439			$	—
Unrealized Depreciation on Futures Contracts			(10,938	)			—				—
Total - Net		$	163,958			$	51,600,439			$	—
Emerging Markets Local Debt Fund		Level 1				Level 2				Level 3
Foreign Government Agencies		$	—			$	5,403,340			$	—
Foreign Government Obligations			—				220,968,164				—
Supranational Bonds			—				7,507,462				—
Total		$	—			$	233,878,966			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				167,609				—
Total - Net		$	—			$	234,046,575			$	—
Interest Rate Hedged High Yield Bond Fund		Level 1				Level 2				Level 3
Corporate Bonds		$	—			$	48,292,633			$	—
Foreign Corporate Bonds			—				7,895,064				—
Investment of Cash Collateral for Securities Loaned			—				6,707,400				—
Total		$	—			$	62,895,097			$	—
Unrealized Depreciation on Futures Contracts			(41,056	)			—				—
Total - Net		$	(41,056	)		$	62,895,097			$	—
Negative Duration High Yield Bond Fund		Level 1				Level 2				Level 3
Corporate Bonds		$	—			$	13,982,339			$	—
Foreign Corporate Bonds			—				2,072,316				—
Investment of Cash Collateral for Securities Loaned			—				2,037,648				—
Total		$	—			$	18,092,303			$	—
Unrealized Depreciation on Futures Contracts			(107,609	)			—				—
Total - Net		$	(107,609	)		$	18,092,303			$	—
Strategic Corporate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	246,339			$	—
Corporate Bonds			—				3,769,229				—
Foreign Corporate Bonds			—				2,987,598				—
Foreign Government Obligations			—				165,825				—
Investment of Cash Collateral for Securities Loaned			—				479,223				—
Total		$	—			$	7,648,214			$	—
Unrealized Depreciation on Foreign Currency Contracts			—				(24,819	)			—
Total - Net		$	—			$	7,623,395			$	—
Unconstrained Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	103,129			$	—
U.S. Government Obligations			—				1,044,751				—
Corporate Bonds			—				1,402,549				—
Foreign Corporate Bonds			—				532,585				—
Foreign Government Obligations			—				474,499				—
Commercial Mortgage-Backed Securities			—				362,328				—

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Notes to Schedule of Investments (unaudited)(continued)

 

Bank Loans			—				304,756				—
Purchased Options			219				—				—
Total		$	219			$	4,224,597			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				5,114				—
Unrealized Depreciation on Foreign Currency Contracts			—				(4,057	)			—
Unrealized Appreciation on Futures Contracts			1,138				—				—
Unrealized Depreciation on Futures Contracts			(275	)			—				—
Written Options			(625	)			—				—
Total - Net		$	457			$	4,225,654			$	—
CBOE S&P 500 PutWrite Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	135,734,528			$	—
Total		$	—			$	135,734,528			$	—
Written Options			(472,500	)			—				—
Total - Net		$	(472,500	)		$	135,734,528			$	—
Global Real Return Fund (consolidated)		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	1,413,435			$	—
Corporate Bonds			—				166,163				—
Foreign Corporate Bonds			—				209,664				—
Foreign Government Obligations			—				1,116,357				—
Exchange-Traded Funds			219,079				—				—
Total		$	219,079			$	2,905,619			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				7,781				—
Unrealized Depreciation on Foreign Currency Contracts			—				(13,836	)			—
Unrealized Appreciation on Futures Contracts			4,450				—				—
Unrealized Depreciation on Futures Contracts			(6,058	)			—				—
Total - Net		$	217,471			$	2,899,564			$	—
Managed Futures Strategy Fund (consolidated)		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	150,179,400			$	—
Total		$	—			$	150,179,400			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				72,229				—
Unrealized Depreciation on Foreign Currency Contracts			—				(160,254	)			—
Unrealized Appreciation on Futures Contracts			137,180				—				—
Unrealized Depreciation on Futures Contracts			(554,852	)			—				—
Total - Net		$	(417,672	)		$	150,091,375			$	—

There were no Level 3 securities at or during the period ended May 31, 2017.

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 May 31, 2017.

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 May 31, 2017 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 May 31, 2017 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 May 31, 2017, no event occurred that triggered a credit-risk-related contingent feature.

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Notes to Schedule of Investments (unaudited)(continued)

 

As of May 31, 2017, 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		$	770,000			$	—			$	770,000			$	—			$	—			$	—
Brazilian Real Strategy Fund			150,000				—				150,000				—				—				—
Emerging Currency Strategy Fund			—				—				—				—				149,420	*			149,420
Interest Rate Hedged U.S. Aggregate Bond Fund			254,400				—				254,400				—				—				—
Negative Duration U.S. Aggregate Bond Fund			369,000				—				369,000				—				—				—
Emerging Markets Corporate Bond Fund			37,005				—				37,005				—				—				—
Interest Rate Hedged High Yield Bond Fund			195,400				—				195,400				—				—				—
Negative Duration High Yield Bond Fund			289,000				—				289,000				—				—				—
Unconstrained Bond Fund			25,880				—				25,880				—				—				—
CBOE S&P 500 PutWrite Strategy Fund			12,420,000				—				12,420,000				—				—				—
Global Real Return Fund (consolidated)			19,524				—				19,524				—				—				—
Managed Futures Strategy Fund (consolidated)			—				5,223,516				5,223,516				—				—				—

 

†	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 May 31, 2017, 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		Foreign currency contracts (to deliver)				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		$	214,663,057			$	420,175,211			$	—			$	—			$	—			$	—			$	—
Brazilian Real Strategy Fund
Foreign exchange contracts			32,536,758				9,514,978				—				—				—				—				—
Chinese Yuan Strategy Fund
Foreign exchange contracts			57,283,422				13,372,115				—				—				—				—				—
Emerging Currency Strategy Fund
Foreign exchange contracts			61,888,814				15,272,688				—				—				—				—				—
Asia Local Debt Fund
Foreign exchange contracts			4,162,560				622,828				—				—				—				—				—
Interest Rate Hedged U.S. Aggregate Bond Fund
Interest rate contracts			—				—				—				—				21,178,263				—				—
Negative Duration U.S. Aggregate Bond Fund
Interest rate contracts			—				—				—				—				16,201,539				—				—
Emerging Markets Corporate Bond Fund
Interest rate contracts			—				—				—				—				2,807,728				—				—
Emerging Markets Local Debt Fund
Foreign exchange contracts			8,919,978				3,237,013				—				—				—				—				—
Interest Rate Hedged High Yield Bond Fund
Interest rate contracts			—				—				—				—				22,148,274				—				—
Negative Duration High Yield Bond Fund
Interest rate contracts			—				—				—				—				11,483,324				—				—
Strategic Corporate Bond Fund
Foreign exchange contracts			53,330				574,300				—				—				—				—				—

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Notes to Schedule of Investments (unaudited)(continued)

 

Unconstrained Bond Fund
Equity contracts			—				—				—				—				—				—				77
Foreign exchange contracts			189,207				250,718				—				—				—				—				—
Inflation rate contracts			—				—				58,784				—				—				—				—
Interest rate contracts			—				—				—				15,381				1,582,424				17,808				4,449
CBOE S&P 500 PutWrite Strategy Fund
Equity contracts			—				—				—				—				—				—				358,446
Global Real Return Fund (consolidated)
Commodity contracts			—				—				—				275,344				—				—				—
Foreign exchange contracts			95,678				838,966				—				—				—				—				—
Managed Futures Strategy Fund (consolidated)
Commodity contracts			—				—				—				56,278,733				31,422,991				—				—
Foreign exchange contracts			13,236,606				12,719,073				—				13,700,794				30,578,524				—				—
Interest rate contracts			—				—				—				6,186,711				9,044,124				—				—

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 long and short exposures 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.

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

---

Notes to Schedule of Investments (unaudited)(continued)

 

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 impractical. 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 the 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 and the Emerging Markets Corporate Bond Fund utilized futures contracts to obtain short exposure to U.S. Treasury bonds to hedge against a rise in interest rates. The Unconstrained Bond Fund utilized futures contracts to obtain long and short exposures to interest rates consistent with its investment objective. 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 Unconstrained Bond Fund and the CBOE S&P 500 PutWrite Strategy Fund (the “Funds”) may purchase or write put or call options. The CBOE S&P 500 PutWrite Strategy Fund utilized option contracts by writing put options on the S&P 500 Index consistent with its investment objective. The Unconstrained Bond Fund utilized purchased options and written options on U.S. Treasury futures contracts to manage interest rate risk. 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 Funds 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 nonperformance 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 Funds.

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Notes to Schedule of Investments (unaudited)(continued)

 

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 May 31, 2017, the CBOE S&P PutWrite Strategy Fund’s maximum payout for written put options was $160,650,000. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered.

The Funds’ 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 Funds 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 Funds are 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 Funds 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 Funds may not be able to enter into a closing transaction because of an illiquid secondary market.

Other significant risks associated with the Funds’ 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 Funds 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. At May 31, 2017, the Fund did not have any open swaptions.

For the period ended May 31, 2017, transactions for written options and swaptions were as follows:

 

		Unconstrained Bond Fund								CBOE S&P 500 PutWrite Strategy Fund
		Amount of Premiums				Contracts				Amount of Premiums				Contracts
Balance at August 31, 2016		$	—				—			$	163,050				75
Options/swaptions written			15,255				920,002				6,755,215				2,655
Options/swaptions closed			(14,974	)			(920,000	)			(5,544,925	)			(2,055	)
Options/swaptions expired			—				—				—				—
Options/swaptions exercised			—				—				—				—
Balance at May 31, 2017		$	281				2			$	1,373,340				675

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.

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Notes to Schedule of Investments (unaudited)(continued)

 

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.

To-be-announced Transactions - Interest Rate Hedged U.S. Aggregate Bond Fund, Negative Duration U.S. Aggregate Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund, Yield Enhanced U.S. Short-Term Aggregate Bond Fund and the Unconstrained Bond 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 Interest Rate Hedged U.S. Aggregate Bond Fund, Negative Duration U.S. Aggregate Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund, Yield Enhanced U.S. Short-Term Aggregate Bond Fund and the Unconstrained Bond 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 May 31, 2017, 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		$	248,882,588			$	—			$	(7,581	)		$	(7,581	)
Brazilian Real Strategy Fund			21,803,949				19				(458	)			(439	)
Chinese Yuan Strategy Fund			43,917,085				—				(1,469	)			(1,469	)
Emerging Currency Strategy Fund			59,752,627				—				(1,522	)			(1,522	)
Asia Local Debt Fund			20,878,907				128,330				(1,273,405	)			(1,145,075	)
Interest Rate Hedged U.S. Aggregate Bond Fund			23,808,914				357,291				(28,422	)			328,869
Negative Duration U.S. Aggregate Bond Fund			16,743,470				260,353				(34,901	)			225,452
Yield Enhanced U.S. Aggregate Bond Fund			134,067,617				2,265,405				(707,339	)			1,558,066
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			4,970,479				9,620				(533	)			9,087
Floating Rate Treasury Fund			1,249,696				1,792				(26	)			1,766
Emerging Markets Corporate Bond Fund			50,838,613				1,936,424				(999,702	)			936,722
Emerging Markets Local Debt Fund			260,400,398				5,518,340				(32,039,772	)			(26,521,432	)
Interest Rate Hedged High Yield Bond Fund			62,306,610				928,092				(339,605	)			588,487

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Notes to Schedule of Investments (unaudited)(continued)

 

Negative Duration High Yield Bond Fund		$	17,909,002			$	319,363			$	(136,062	)		$	183,301
Strategic Corporate Bond Fund			7,494,138				242,721				(88,645	)			154,076
Unconstrained Bond Fund			4,106,960				159,299				(41,443	)			117,856
CBOE S&P 500 PutWrite Strategy Fund			135,739,087				522				(5,081	)			(4,559	)
Global Real Return Fund (consolidated)			4,635,325				87,803				(1,598,430	)			(1,510,627	)
Managed Futures Strategy Fund (consolidated)			205,283,565				34				(55,104,199	)			(55,104,165	)

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 May 31, 2017 are as follows:

 

Fund		Value at 8/31/2016				Purchases/ Additions				Sales/ Reductions				Value at 5/31/2017				Dividend Income
Global Real Return Fund (consolidated)
WisdomTree Emerging Markets High Dividend Fund		$	18,825			$	—			$	—			$	20,530			$	538
WisdomTree Global Natural Resources Fund			98,850				—				100,097				—				—
WisdomTree High Dividend Fund			201,011				—				7,438				198,549				4,686
Total		$	318,686			$	—			$	107,535			$	219,079			$	5,224

WTAM or its affiliates may from time to time own shares of a Fund. As of May 31, 2017, WTAM held shares of the following Funds which were purchased through an unaffiliated broker in ordinary brokerage transactions in the secondary market in which the Funds’ shares trade:

 

Fund		Fund Shares held by WTAM				Market Value of Fund Shares held by WTAM				Dividends paid to WTAM on Fund Shares held by WTAM
Barclays Yield Enhanced U.S. Aggregate Bond Fund			936			$	47,315			$	810
Bloomberg Floating Rate Treasury Fund			66				1,651				2
Emerging Markets Local Debt Fund			90				3,431				82
Interest Rate Hedged High Yield Bond Fund			494				11,861				96
Strategic Corporate Bond Fund			500				38,015				581
CBOE S&P 500 PutWrite Strategy Fund			73				2,108				30
Managed Futures Strategy Fund			52				2,055				—

5. SUBSEQUENT EVENT

On June 23, 2017, the Trust announced that its Board of Trustees, at the recommendation of WTAM after continued review of the product lineup and anticipated limited future prospects of investor demand for the Strategic Corporate Bond Fund, Unconstrained Bond Fund, and Global Real Return Fund (each a “Fund” and collectively the “Funds”), voted to close and liquidate each Fund.

After the close of business on August 16, 2017, the Funds will no longer accept creation orders. The last day of secondary market trading of shares of each Fund will be August 16, 2017. Shareholders may sell Fund shares through a broker in the standard manner through this date. Customary brokerage charges may apply to such transactions. When a Fund commences liquidation of its portfolio, which is anticipated to occur on or around August 16, 2017, but may occur before August 16, 2017, and at different times for each Fund, each Fund will be increasing its cash holdings and deviating from the investment objective and strategies stated in its prospectus.

It is anticipated that shareholders remaining in the Funds after the last day of trading will have their shares redeemed automatically and will receive cash through their broker or other applicable financial intermediary on or around August 25, 2017, in an amount equal to the net asset value of their shares. This amount is expected to include any accrued capital gains and dividends. Shareholders remaining in a Fund and that receive cash will not be charged any transaction fees by the Fund. Whether you sell your shares or are automatically redeemed as described above, you will generally recognize a capital gain (or loss) equal to the amount you receive for your shares above (or below) your adjusted cost basis in such shares. Please consult your personal tax advisor about the potential tax consequences.

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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		July 28, 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		July 28, 2017

 

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

 

Date		July 28, 2017

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