WisdomTree Trust

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number                811-21864                

                                 WisdomTree Trust                                 

(Exact name of registrant as specified in charter)

245 Park Avenue, 35th Floor

                              New York, NY 10167                             

(Address of principal executive offices) (Zip code)

The Corporation Trust Company

1209 Orange Street

                             Wilmington, DE 19801                            

(Name and address of agent for service)

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

Date of fiscal year end:  August 31

Date of reporting period:  November 30, 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)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
U.S. GOVERNMENT OBLIGATIONS - 100.6%  
U.S. Treasury Bills - 100.6%  

U.S. Treasury Bills

        

1.05%, 12/28/17*

    $ 59,582,000        $ 59,532,398  

1.16%, 1/11/18*

      60,557,000          60,480,446  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 100.6%

(Cost: $120,013,885)

 

 

        120,012,844  

Other Assets less Liabilities - (0.6)%

 

        (743,507 ) 
       

 

 

  
NET ASSETS - 100.0%        $ 119,269,337  
       

 

 

  

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)

 

Counterparty

    Settlement Date      Amount and Description
of Currency to be
Purchased		      Amount and Description
of Currency to
be Sold		      Unrealized
Appreciation		      Unrealized
Depreciation		  

Bank of America N.A.

      12/5/2017        176,000        AUD        135,257        USD      $ —        $ (2,132 ) 

Bank of America N.A.

      12/5/2017        1,227,000        AUD        937,714        USD        —          (9,618 ) 

Bank of America N.A.

      12/5/2017        1,698,270        AUD        1,284,610        USD        —          (49 ) 

Bank of America N.A.

      12/5/2017        390,000        CAD        306,800        USD        —          (4,495 ) 

Bank of America N.A.

      12/5/2017        2,723,000        CAD        2,131,934        USD        —          (21,224 ) 

Bank of America N.A.

      12/5/2017        3,769,920        CAD        2,922,317        USD        —          (95 ) 

Bank of America N.A.

      12/5/2017        115,000        CHF        115,462        USD        1,444        —    

Bank of America N.A.

      12/5/2017        803,000        CHF        804,524        USD        11,790        —    

Bank of America N.A.

      12/5/2017        1,111,320        CHF        1,129,783        USD        —          (37 ) 

Bank of America N.A.

      12/5/2017        529,000        CNH        79,760        USD        244        —    

Bank of America N.A.

      12/5/2017        3,693,000        CNH        555,270        USD        3,248        —    

Bank of America N.A.

      12/5/2017        5,112,030        CNH        773,183        USD        —          (55 ) 

Bank of America N.A.

      12/5/2017        713,000        EUR        828,882        USD        19,808        —    

Bank of America N.A.

      12/5/2017        4,982,000        EUR        5,782,194        USD        147,928        —    

Bank of America N.A.

      12/5/2017        6,896,400        EUR        8,209,095        USD        —          (245 ) 

Bank of America N.A.

      12/5/2017        211,000        GBP        278,169        USD        7,194        —    

Bank of America N.A.

      12/5/2017        1,474,000        GBP        1,942,226        USD        51,260        —    

Bank of America N.A.

      12/5/2017        2,041,200        GBP        2,760,668        USD        —          (81 ) 

Bank of America N.A.

      12/5/2017        3,621,000        INR        55,871        USD        279        —    

Bank of America N.A.

      12/5/2017        25,281,000        INR        387,419        USD        4,609        —    

Bank of America N.A.

      12/5/2017        12,166,650        INR        188,826        USD        —          (160 ) 

Bank of America N.A.

      12/5/2017        53,415,000        JPY        470,007        USD        4,621        —    

Bank of America N.A.

      12/5/2017        372,954,000        JPY        3,276,786        USD        37,160        —    

Bank of America N.A.

      12/5/2017        516,313,560        JPY        4,587,937        USD        —          (144 ) 

Bank of America N.A.

      12/5/2017        112,754,000        KRW        101,397        USD        2,213        —    

Bank of America N.A.

      12/5/2017        787,273,000        KRW        706,721        USD        16,712        —    

Bank of America N.A.

      12/5/2017        1,089,894,330        KRW        1,002,202        USD        —          (687 ) 

Bank of America N.A.

      12/5/2017        5,122,000        MXN        267,796        USD        7,010        —    

Bank of America N.A.

      12/5/2017        35,761,000        MXN        1,858,845        USD        59,810        —    

Bank of America N.A.

      12/5/2017        49,506,870        MXN        2,656,316        USD        —          (165 ) 

Bank of America N.A.

      12/5/2017        1,524,718        USD        1,992,900        AUD        17,300        —    

Bank of America N.A.

      12/5/2017        3,429,827        USD        4,423,650        CAD        872        —    

Bank of America N.A.

      12/5/2017        1,309,879        USD        1,304,100        CHF        —          (15,843 ) 

Bank of America N.A.

      12/5/2017        902,522        USD        5,998,650        CNH        —          (4,696 ) 

Bank of America N.A.

      12/5/2017        9,442,445        USD        8,092,350        EUR        —          (189,955 ) 

Bank of America N.A.

      12/5/2017        3,183,814        USD        2,395,050        GBP        —          (55,331 ) 

Bank of America N.A.

      12/5/2017        613,045        USD        41,068,650        INR        —          (23,798 ) 

Bank of America N.A.

      12/5/2017        5,335,441        USD        605,851,050        JPY        —          (47,953 ) 

Bank of America N.A.

      12/5/2017        1,142,028        USD        1,278,900,000        KRW        —          (33,166 ) 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Bank of America N.A.

      12/5/2017        3,014,673        USD        58,092,300        MXN      $ —        $ (102,104 ) 

Bank of America N.A.

      1/5/2018        1,282,472        USD        1,695,750        AUD        34        —    

Bank of America N.A.

      1/5/2018        2,882,745        USD        3,717,000        CAD        —          (11 ) 

Bank of America N.A.

      1/5/2018        1,100,520        USD        1,079,400        CHF        3        —    

Bank of America N.A.

      1/5/2018        759,284        USD        5,031,600        CNH        —          (39 ) 

Bank of America N.A.

      1/5/2018        7,946,892        USD        6,661,200        EUR        —          (49 ) 

Bank of America N.A.

      1/5/2018        2,677,629        USD        1,977,150        GBP        9        —    

Bank of America N.A.

      1/5/2018        529,911        USD        34,327,650        INR        —          (581 ) 

Bank of America N.A.

      1/5/2018        4,471,487        USD        502,303,200        JPY        —          (372 ) 

Bank of America N.A.

      1/5/2018        945,228        USD        1,027,850,250        KRW        508        —    

Bank of America N.A.

      1/5/2018        2,529,316        USD        47,401,200        MXN        21        —    

Citibank N.A.†

      12/5/2017        1,698,270        AUD        1,284,767        USD        —          (205 ) 

Citibank N.A.†

      12/5/2017        3,769,920        CAD        2,922,403        USD        —          (182 ) 

Citibank N.A.†

      12/5/2017        1,111,320        CHF        1,129,830        USD        —          (84 ) 

Citibank N.A.†

      12/5/2017        5,112,030        CNH        773,171        USD        —          (44 ) 

Citibank N.A.†

      12/5/2017        6,896,400        EUR        8,208,681        USD        169        —    

Citibank N.A.†

      12/5/2017        2,041,200        GBP        2,761,052        USD        —          (465 ) 

Citibank N.A.†

      12/5/2017        41,068,650        INR        637,383        USD        —          (540 ) 

Citibank N.A.†

      12/5/2017        516,313,560        JPY        4,588,903        USD        —          (1,110 ) 

Citibank N.A.†

      12/5/2017        1,089,894,330        KRW        1,002,432        USD        —          (917 ) 

Citibank N.A.†

      12/5/2017        49,506,870        MXN        2,656,198        USD        —          (47 ) 

Citibank N.A.†

      12/5/2017        1,524,684        USD        1,992,900        AUD        17,266        —    

Citibank N.A.†

      12/5/2017        3,429,758        USD        4,423,650        CAD        803        —    

Citibank N.A.†

      12/5/2017        1,309,850        USD        1,304,100        CHF        —          (15,872 ) 

Citibank N.A.†

      12/5/2017        902,537        USD        5,998,650        CNH        —          (4,680 ) 

Citibank N.A.†

      12/5/2017        9,442,194        USD        8,092,350        EUR        —          (190,206 ) 

Citibank N.A.†

      12/5/2017        3,183,730        USD        2,395,050        GBP        —          (55,415 ) 

Citibank N.A.†

      12/5/2017        631,699        USD        41,068,650        INR        —          (5,145 ) 

Citibank N.A.†

      12/5/2017        5,335,286        USD        605,851,050        JPY        —          (48,108 ) 

Citibank N.A.†

      12/5/2017        1,141,610        USD        1,278,900,000        KRW        —          (33,584 ) 

Citibank N.A.†

      12/5/2017        3,012,615        USD        58,092,300        MXN        —          (104,162 ) 

Citibank N.A.†

      1/5/2018        1,282,640        USD        1,695,750        AUD        202        —    

Citibank N.A.†

      1/5/2018        2,882,928        USD        3,717,000        CAD        172        —    

Citibank N.A.†

      1/5/2018        1,100,586        USD        1,079,400        CHF        69        —    

Citibank N.A.†

      1/5/2018        759,227        USD        5,031,600        CNH        —          (96 ) 

Citibank N.A.†

      1/5/2018        7,946,605        USD        6,661,200        EUR        —          (335 ) 

Citibank N.A.†

      1/5/2018        2,678,044        USD        1,977,150        GBP        425        —    

Citibank N.A.†

      1/5/2018        529,911        USD        34,327,650        INR        —          (581 ) 

Citibank N.A.†

      1/5/2018        4,472,961        USD        502,303,200        JPY        1,101        —    

Citibank N.A.†

      1/5/2018        945,419        USD        1,027,850,250        KRW        700        —    

Citibank N.A.†

      1/5/2018        2,529,137        USD        47,401,200        MXN        —          (158 ) 

HSBC Holdings PLC

      12/5/2017        1,698,270        AUD        1,284,568        USD        —          (6 ) 

HSBC Holdings PLC

      12/5/2017        3,769,920        CAD        2,922,226        USD        —          (5 ) 

HSBC Holdings PLC

      12/5/2017        1,111,320        CHF        1,129,752        USD        —          (6 ) 

HSBC Holdings PLC

      12/5/2017        5,112,030        CNH        773,141        USD        —          (13 ) 

HSBC Holdings PLC

      12/5/2017        6,896,400        EUR        8,208,854        USD        —          (4 ) 

HSBC Holdings PLC

      12/5/2017        2,041,200        GBP        2,760,590        USD        —          (4 ) 

HSBC Holdings PLC

      12/5/2017        31,290,400        INR        485,625        USD        —          (412 ) 

HSBC Holdings PLC

      12/5/2017        516,313,560        JPY        4,587,802        USD        —          (9 ) 

HSBC Holdings PLC

      12/5/2017        1,089,894,330        KRW        1,001,529        USD        —          (14 ) 

HSBC Holdings PLC

      12/5/2017        49,506,870        MXN        2,656,169        USD        —          (18 ) 

HSBC Holdings PLC

      12/5/2017        1,161,682        USD        1,518,400        AUD        13,173        —    

HSBC Holdings PLC

      12/5/2017        2,613,199        USD        3,370,400        CAD        663        —    

HSBC Holdings PLC

      12/5/2017        998,001        USD        993,600        CHF        —          (12,073 ) 

HSBC Holdings PLC

      12/5/2017        687,698        USD        4,570,400        CNH        —          (3,515 ) 

HSBC Holdings PLC

      12/5/2017        7,194,207        USD        6,165,600        EUR        —          (144,765 ) 

HSBC Holdings PLC

      12/5/2017        2,425,761        USD        1,824,800        GBP        —          (42,159 ) 

HSBC Holdings PLC

      12/5/2017        481,270        USD        31,290,400        INR        —          (3,943 ) 

HSBC Holdings PLC

      12/5/2017        4,065,069        USD        461,600,800        JPY        —          (36,564 ) 

HSBC Holdings PLC

      12/5/2017        869,821        USD        974,400,000        KRW        —          (25,565 ) 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

HSBC Holdings PLC

      12/5/2017        2,295,560        USD        44,260,800        MXN      $ —        $ (79,128 ) 

HSBC Holdings PLC

      1/5/2018        1,282,445        USD        1,695,750        AUD        7        —    

HSBC Holdings PLC

      1/5/2018        2,882,725        USD        3,717,000        CAD        —          (31 ) 

HSBC Holdings PLC

      1/5/2018        1,100,491        USD        1,079,400        CHF        —          (26 ) 

HSBC Holdings PLC

      1/5/2018        759,281        USD        5,031,600        CNH        —          (42 ) 

HSBC Holdings PLC

      1/5/2018        7,946,678        USD        6,661,200        EUR        —          (262 ) 

HSBC Holdings PLC

      1/5/2018        2,677,595        USD        1,977,150        GBP        —          (24 ) 

HSBC Holdings PLC

      1/5/2018        529,911        USD        34,327,650        INR        —          (581 ) 

HSBC Holdings PLC

      1/5/2018        4,471,834        USD        502,303,200        JPY        —          (26 ) 

HSBC Holdings PLC

      1/5/2018        944,568        USD        1,027,850,250        KRW        —          (152 ) 

HSBC Holdings PLC

      1/5/2018        2,529,177        USD        47,401,200        MXN        —          (118 ) 

Morgan Stanley & Co. International‡

      12/5/2017        1,698,270        AUD        1,284,599        USD        —          (37 ) 

Morgan Stanley & Co. International‡

      12/5/2017        3,769,920        CAD        2,922,294        USD        —          (73 ) 

Morgan Stanley & Co. International‡

      12/5/2017        1,111,320        CHF        1,129,773        USD        —          (26 ) 

Morgan Stanley & Co. International‡

      12/5/2017        5,112,030        CNH        773,155        USD        —          (27 ) 

Morgan Stanley & Co. International‡

      12/5/2017        6,896,400        EUR        8,209,088        USD        —          (238 ) 

Morgan Stanley & Co. International‡

      12/5/2017        2,041,200        GBP        2,760,652        USD        —          (65 ) 

Morgan Stanley & Co. International‡

      12/5/2017        41,068,650        INR        637,383        USD        —          (540 ) 

Morgan Stanley & Co. International‡

      12/5/2017        516,313,560        JPY        4,587,904        USD        —          (111 ) 

Morgan Stanley & Co. International‡

      12/5/2017        1,089,894,330        KRW        1,001,930        USD        —          (415 ) 

Morgan Stanley & Co. International‡

      12/5/2017        49,506,870        MXN        2,656,192        USD        —          (42 ) 

Morgan Stanley & Co. International‡

      12/5/2017        1,524,692        USD        1,992,900        AUD        17,274        —    

Morgan Stanley & Co. International‡

      12/5/2017        3,429,736        USD        4,423,650        CAD        782        —    

Morgan Stanley & Co. International‡

      12/5/2017        1,309,850        USD        1,304,100        CHF        —          (15,872 ) 

Morgan Stanley & Co. International‡

      12/5/2017        902,573        USD        5,998,650        CNH        —          (4,644 ) 

Morgan Stanley & Co. International‡

      12/5/2017        9,442,235        USD        8,092,350        EUR        —          (190,166 ) 

Morgan Stanley & Co. International‡

      12/5/2017        3,183,750        USD        2,395,050        GBP        —          (55,396 ) 

Morgan Stanley & Co. International‡

      12/5/2017        632,380        USD        41,068,650        INR        —          (4,463 ) 

Morgan Stanley & Co. International‡

      12/5/2017        5,335,333        USD        605,851,050        JPY        —          (48,061 ) 

Morgan Stanley & Co. International‡

      12/5/2017        1,143,596        USD        1,278,900,000        KRW        —          (31,599 ) 

Morgan Stanley & Co. International‡

      12/5/2017        3,012,442        USD        58,092,300        MXN        —          (104,335 ) 

Morgan Stanley & Co. International‡

      1/5/2018        1,282,482        USD        1,695,750        AUD        44        —    

Morgan Stanley & Co. International‡

      1/5/2018        2,882,805        USD        3,717,000        CAD        49        —    

Morgan Stanley & Co. International‡

      1/5/2018        1,100,494        USD        1,079,400        CHF        —          (23 ) 

Morgan Stanley & Co. International‡

      1/5/2018        759,284        USD        5,031,600        CNH        —          (39 ) 

Morgan Stanley & Co. International‡

      1/5/2018        759,284        USD        5,031,600        CNH        —          (1,708 ) 

Morgan Stanley & Co. International‡

      1/5/2018        7,947,011        USD        6,661,200        EUR        71        —    

Morgan Stanley & Co. International‡

      1/5/2018        2,677,660        USD        1,977,150        GBP        41        —    

Morgan Stanley & Co. International‡

      1/5/2018        403,748        USD        26,154,400        INR        —          (436 ) 

Morgan Stanley & Co. International‡

      1/5/2018        4,471,933        USD        502,303,200        JPY        74        —    

Morgan Stanley & Co. International‡

      1/5/2018        944,797        USD        1,027,850,250        KRW        78        —    

Morgan Stanley & Co. International‡

      1/5/2018        2,528,943        USD        47,401,200        MXN        —          (352 ) 

UBS AG

      12/5/2017        1,293,920        AUD        978,738        USD        —          (24 ) 

UBS AG

      12/5/2017        2,872,320        CAD        2,226,505        USD        —          (50 ) 

UBS AG

      12/5/2017        846,720        CHF        860,777        USD        —          (18 ) 

UBS AG

      12/5/2017        3,894,880        CNH        589,107        USD        —          (57 ) 

UBS AG

      12/5/2017        5,254,400        EUR        6,254,486        USD        —          (124 ) 

UBS AG

      12/5/2017        1,555,200        GBP        2,103,344        USD        —          (40 ) 

UBS AG

      12/5/2017        41,068,650        INR        637,383        USD        —          (540 ) 

UBS AG

      12/5/2017        393,381,760        JPY        3,495,534        USD        —          (72 ) 

UBS AG

      12/5/2017        830,395,680        KRW        763,536        USD        —          (477 ) 

UBS AG

      12/5/2017        37,719,520        MXN        2,023,781        USD        —          (48 ) 

UBS AG

      12/5/2017        1,524,722        USD        1,992,900        AUD        17,304        —    

UBS AG

      12/5/2017        3,429,853        USD        4,423,650        CAD        899        —    

UBS AG

      12/5/2017        1,309,878        USD        1,304,100        CHF        —          (15,845 ) 

UBS AG

      12/5/2017        902,478        USD        5,998,650        CNH        —          (4,739 ) 

UBS AG

      12/5/2017        9,442,308        USD        8,092,350        EUR        —          (190,093 ) 

UBS AG

      12/5/2017        3,183,817        USD        2,395,050        GBP        —          (55,329 ) 

UBS AG

      12/5/2017        632,378        USD        41,068,650        INR        —          (4,465 ) 

UBS AG

      12/5/2017        5,335,422        USD        605,851,050        JPY        —          (47,972 ) 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

November 30, 2017

 

UBS AG

      12/5/2017        1,144,240        USD        1,278,900,000        KRW      $ —        $ (30,954 ) 

UBS AG

      12/5/2017        3,012,786        USD        58,092,300        MXN        —          (103,991 ) 

UBS AG

      1/5/2018        977,118        USD        1,292,000        AUD        22        —    

UBS AG

      1/5/2018        2,196,410        USD        2,832,000        CAD        24        —    

UBS AG

      1/5/2018        838,474        USD        822,400        CHF        —          (16 ) 

UBS AG

      1/5/2018        578,537        USD        3,833,600        CNH        6        —    

UBS AG

      1/5/2018        6,054,881        USD        5,075,200        EUR        69        —    

UBS AG

      1/5/2018        2,040,102        USD        1,506,400        GBP        12        —    

UBS AG

      1/5/2018        529,911        USD        34,327,650        INR        —          (581 ) 

UBS AG

      1/5/2018        3,407,157        USD        382,707,200        JPY        26        —    

UBS AG

      1/5/2018        720,133        USD        783,124,000        KRW        347        —    

UBS AG

      1/5/2018        1,926,842        USD        36,115,200        MXN        —          (240 ) 
                 

 

 

     

 

 

  
                  $ 465,949      $ (2,238,829 ) 
                 

 

 

     

 

 

  

 

† As of November 30, 2017, the Fund posted cash collateral of $570,000 with the counterparty, Citibank N.A., for foreign currency contracts.
‡ As of November 30, 2017, the Fund held $250,000 of cash collateral from the counterparty, Morgan Stanley & Co. International, for foreign currency contracts.

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)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

U.S. GOVERNMENT OBLIGATIONS - 68.6%

 

U.S. Treasury Bill - 68.6%

 

U.S. Treasury Bill
0.98%, 12/7/17*

(Cost: $13,947,765)

    $ 13,950,000        $ 13,947,777  
       

 

 

  

REPURCHASE AGREEMENT - 31.7%

        

United States - 31.7%

        

Citigroup, Inc., tri-party repurchase agreement dated 11/30/17 (tri-party custodian: The Bank of New York Mellon Corp.), 1.05% due 12/1/17; Proceeds at maturity - $6,450,188 (fully collateralized by Fannie Mae, 4.00% due 12/1/47, Ginnie Mae, 3.50% - 4.00% due 5/20/46 - 8/20/47 and U.S. Treasury Note, 2.00% due 8/31/21; Market value - $6,756,728)

(Cost: $6,450,000)

      6,450,000          6,450,000  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 100.3%

(Cost: $20,397,765)

           20,397,777  

Other Assets less Liabilities - (0.3)%

           (61,296 ) 
       

 

 

  
NET ASSETS - 100.0%        $ 20,336,481  
       

 

 

  

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)

 

Counterparty

    Settlement Date      Amount and
Description of
Currency to be
Purchased		      Amount and
Description of
Currency to
be Sold		      Unrealized
Appreciation		      Unrealized
Depreciation		  

Bank of America N.A.

      12/4/2017        1,795,032        USD        5,770,310        BRL      $ 29,601      $ —    

Bank of America N.A.

      1/3/2018        5,772,000        BRL        1,789,934        USD        —          (29,232 ) 

Bank of America N.A.

      3/2/2018        5,799,994        BRL        1,786,317        USD        —          (28,510 ) 

Citibank N.A.

      12/4/2017        630,861        USD        2,018,000        BRL        13,453        —    

Citibank N.A.

      12/4/2017        1,795,032        USD        5,770,310        BRL        29,601        —    

Citibank N.A.

      1/3/2018        5,772,000        BRL        1,789,546        USD        —          (28,843 ) 

Citibank N.A.

      2/2/2018        5,584,165        BRL        1,685,862        USD        11,586        —    

Citibank N.A.

      3/2/2018        5,799,994        BRL        1,786,317        USD        —          (28,510 ) 

Goldman Sachs

      1/3/2018        4,884,000        BRL        1,514,935        USD        —          (25,110 ) 

Goldman Sachs

      2/2/2018        5,584,165        BRL        1,686,881        USD        10,567        —    

Imperial Bank of Canada

      12/4/2017        1,795,032        USD        5,770,310        BRL        29,601        —    

Imperial Bank of Canada

      2/2/2018        5,584,165        BRL        1,685,760        USD        11,687        —    

Imperial Bank of Canada

      3/2/2018        5,799,994        BRL        1,785,987        USD        —          (28,179 ) 

JP Morgan Chase Bank N.A.

      12/4/2017        1,518,642        USD        4,882,570        BRL        24,816        —    

JP Morgan Chase Bank N.A.

      3/2/2018        4,907,688        BRL        1,512,156        USD        —          (24,780 ) 

Morgan Stanley & Co. International

      12/4/2017        24,211,500        BRL        7,544,639        USD        —          (137,112 ) 

Morgan Stanley & Co. International

      2/2/2018        5,584,165        BRL        1,685,862        USD        11,586        —    

UBS AG

      1/3/2018        5,772,000        BRL        1,789,768        USD        —          (29,065 ) 
                 

 

 

     

 

 

  
                  $ 172,498      $ (359,341 ) 
                 

 

 

     

 

 

  

CURRENCY LEGEND

 

BRL    Brazilian real
USD    U.S. dollar

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

U.S. GOVERNMENT OBLIGATIONS - 65.1%

 

U.S. Treasury Bills - 65.1%

 

U.S. Treasury Bills

        

1.05%, 12/28/17*

    $ 16,242,000        $ 16,228,479  

1.16%, 1/11/18*

      8,850,000          8,838,812  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $25,067,867)

           25,067,291  
       

 

 

  

REPURCHASE AGREEMENT - 30.9%

 

United States - 30.9%

 

Citigroup, Inc., tri-party repurchase agreement dated 11/30/17 (tri-party custodian: The Bank of New York Mellon Corp.), 1.05% due 12/1/17; Proceeds at maturity - $11,900,347 (fully collateralized by U.S. Treasury Note, 2.75% due 11/15/23; Market value - $12,138,032)

(Cost: $11,900,000)

      11,900,000          11,900,000  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 96.0%

(Cost: $36,967,867)

           36,967,291  

Other Assets less Liabilities - 4.0%

 

        1,548,697  
       

 

 

  
NET ASSETS - 100.0%         $ 38,515,988  
       

 

 

  

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)

 

Counterparty

    Settlement Date      Amount and
Description of
Currency to be
Purchased		      Amount and
Description of
Currency to
be Sold		      Unrealized
Appreciation		      Unrealized
Depreciation		  

Citibank N.A.

      1/12/2018        31,209,736        CNY        4,674,215        USD      $ 33,313      $ —    

HSBC Holdings PLC

      12/13/2017        4,643,647        USD        30,687,540        CNH        5,866        —    

HSBC Holdings PLC

      1/12/2018        31,531,411        CNH        4,725,577        USD        28,707        —    

HSBC Holdings PLC

      1/12/2018        32,483,601        CNY        4,866,457        USD        33,215        —    

HSBC Holdings PLC

      2/14/2018        33,472,006        CNY        4,988,748        USD        45,163        —    

HSBC Holdings PLC

      3/14/2018        30,909,200        CNH        4,644,857        USD        —          (6,497 ) 

JP Morgan Chase Bank N.A.†

      12/13/2017        30,687,540        CNH        4,614,807        USD        22,975        —    

JP Morgan Chase Bank N.A.†

      2/14/2018        32,159,379        CNY        4,797,401        USD        39,102        —    

Royal Bank of Canada

      1/12/2018        30,294,886        CNH        4,539,240        USD        28,602        —    

UBS AG

      12/13/2017        31,940,092        CNH        4,803,021        USD        24,057        —    

UBS AG

      12/13/2017        4,834,866        USD        31,940,092        CNH        7,788        —    

UBS AG

      3/14/2018        32,170,800        CNH        4,835,824        USD        —          (8,143 ) 
                 

 

 

     

 

 

  
                  $ 268,788      $ (14,640 ) 
                 

 

 

     

 

 

  

 

† As of November 30, 2017, the Fund posted cash collateral of $1,100,000 with the counterparty, JP Morgan Chase Bank N.A., for foreign currency contracts.

CURRENCY LEGEND

 

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

November 30, 2017

 

Investments

    Principal
Amount		      Value  

U.S. GOVERNMENT OBLIGATIONS - 68.8%

 

U.S. Treasury Bills - 68.8%

 

U.S. Treasury Bills

      

1.05%, 12/28/17*

    $ 16,086,000      $ 16,072,609  

1.16%, 1/11/18*

      20,720,000        20,693,806  
     

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $36,766,521)

         36,766,415  
     

 

 

  

REPURCHASE AGREEMENT - 29.3%

 

United States - 29.3%

 

Citigroup, Inc., tri-party repurchase agreement dated 11/30/17 (tri-party custodian: The Bank of New York Mellon Corp.), 1.05% due 12/1/17; Proceeds at maturity - $15,660,457 (fully collateralized by Fannie Mae Interest Strips, 2.00% - 10.00% due 1/25/20 - 8/25/22, Fannie Mae Pool, 2.50% - 5.50% due 8/1/18 - 8/1/47, Freddie Mac Gold Pool, 2.00% - 4.50% due 3/1/32 - 11/1/47, U.S. Treasury Note, 1.63% due 8/31/22 and U.S. Treasury Bond Coupon Strips, 0.00% due 2/15/27 - 8/15/41; Market value - $16,439,554)

(Cost: $15,660,000)

      15,660,000        15,660,000  
     

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 98.1%

(Cost: $52,426,521)

         52,426,415  

Other Assets less Liabilities - 1.9%

 

      1,040,894  
     

 

 

  
NET ASSETS - 100.0%       $ 53,467,309  
     

 

 

  

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)

 

Counterparty

    Settlement Date      Amount and
Description of
Currency to be
Purchased		      Amount and
Description of
Currency to
be Sold		      Unrealized
Appreciation		      Unrealized
Depreciation		  

Bank of America N.A.

      2/6/2018        415,000        BRL        127,606        USD      $ —        $ (1,514 ) 

Bank of America N.A.

      2/6/2018        81,000,000        CLP        127,770        USD        —          (2,754 ) 

Bank of America N.A.

      2/6/2018        845,000        CNH        127,694        USD        —          (540 ) 

Bank of America N.A.

      2/6/2018        376,000,000        COP        125,511        USD        —          (1,061 ) 

Bank of America N.A.

      2/6/2018        1,729,000,000        IDR        127,366        USD        —          (304 ) 

Bank of America N.A.

      2/6/2018        8,300,000        INR        126,911        USD        1,053        —    

Bank of America N.A.

      2/6/2018        139,000,000        KRW        128,146        USD        —          (235 ) 

Bank of America N.A.

      2/6/2018        2,430,000        MXN        129,491        USD        —          (336 ) 

Bank of America N.A.

      2/6/2018        6,435,000        PHP        126,524        USD        892        —    

Bank of America N.A.

      2/6/2018        455,000        PLN        129,146        USD        78        —    

Bank of America N.A.

      2/6/2018        7,515,000        RUB        127,394        USD        66        —    

Bank of America N.A.

      2/6/2018        4,145,000        THB        127,206        USD        2        —    

Bank of America N.A.

      2/6/2018        12,950,177        TRY        3,336,827        USD        —          (90,477 ) 

Bank of America N.A.

      2/6/2018        510,000        TRY        126,800        USD        1,047        —    

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

November 30, 2017

 

Bank of America N.A.

      2/6/2018        3,775,000        TWD        126,976        USD      $ —        $ (626 ) 

Bank of America N.A.

      2/6/2018        118,022        USD        389,000        BRL        —          (170 ) 

Bank of America N.A.

      2/6/2018        117,962        USD        74,473,000        CLP        3,019        —    

Bank of America N.A.

      2/6/2018        118,052        USD        789,000        CNH        —          (675 ) 

Bank of America N.A.

      2/6/2018        118,519        USD        358,610,000        COP        —          (175 ) 

Bank of America N.A.

      2/6/2018        118,429        USD        1,617,151,000        IDR        —          (414 ) 

Bank of America N.A.

      2/6/2018        117,778        USD        7,738,000        INR        —          (1,522 ) 

Bank of America N.A.

      2/6/2018        118,732        USD        132,594,000        KRW        —          (3,284 ) 

Bank of America N.A.

      2/6/2018        118,709        USD        2,292,000        MXN        —          (3,111 ) 

Bank of America N.A.

      2/6/2018        119,073        USD        6,143,000        PHP        —          (2,561 ) 

Bank of America N.A.

      2/6/2018        118,170        USD        428,000        PLN        —          (3,385 ) 

Bank of America N.A.

      2/6/2018        115,528        USD        6,919,000        RUB        —          (1,823 ) 

Bank of America N.A.

      2/6/2018        118,454        USD        3,918,000        THB        —          (1,787 ) 

Bank of America N.A.

      2/6/2018        117,005        USD        463,000        TRY        940        —    

Bank of America N.A.

      2/6/2018        117,892        USD        3,545,000        TWD        —          (761 ) 

Bank of America N.A.

      2/6/2018        116,893        USD        1,700,000        ZAR        —          (6,433 ) 

Bank of America N.A.

      2/6/2018        1,790,000        ZAR        127,669        USD        2,187        —    

Citibank N.A.

      2/6/2018        10,040,822,070        COP        3,304,717        USD        18,646        —    

Citibank N.A.

      2/6/2018        216,651,925        INR        3,299,603        USD        40,606        —    

Citibank N.A.

      2/6/2018        11,983,124        PLN        3,286,379        USD        116,923        —    

Citibank N.A.

      2/6/2018        109,711,235        THB        3,296,810        USD        70,170        —    

Citibank N.A.

      2/6/2018        47,606,644        ZAR        3,342,389        USD        111,227        —    

Goldman Sachs

      2/6/2018        64,163,909        MXN        3,293,340        USD        116,976        —    

Goldman Sachs

      2/6/2018        193,738,126        RUB        3,294,426        USD        —          (8,473 ) 

HSBC Holdings PLC

      2/6/2018        2,085,174,801        CLP        3,258,748        USD        —          (40,454 ) 

HSBC Holdings PLC

      2/6/2018        22,103,322        CNH        3,303,441        USD        22,611        —    

HSBC Holdings PLC

      2/6/2018        45,279,010,850        IDR        3,287,043        USD        40,475        —    

HSBC Holdings PLC

      2/6/2018        171,994,829        PHP        3,287,991        USD        117,582        —    

Morgan Stanley & Co. International

      2/6/2018        10,904,736        BRL        3,304,666        USD        8,588        —    

Morgan Stanley & Co. International

      2/6/2018        525,000        MYR        127,973        USD        530        —    

Morgan Stanley & Co. International

      2/6/2018        99,262,372        TWD        3,306,541        USD        15,804        —    

Royal Bank of Canada

      2/6/2018        14,029,701        MYR        3,303,671        USD        130,352        —    

State Street Bank and Trust

      2/6/2018        3,712,528,545        KRW        3,303,637        USD        112,718        —    

State Street Bank and Trust

      2/6/2018        119,599        USD        501,000        MYR        —          (3,030 ) 
                 

 

 

     

 

 

  
                  $ 932,492      $ (175,905 ) 
                 

 

 

     

 

 

  

CURRENCY LEGEND

 

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Asia Local Debt Fund (ALD)

November 30, 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

      736,000  AUD     $ 648,649  

South Australian Government Financing Authority

      

5.00%, 5/20/21, Series 21

      978,000  AUD       813,074  

Western Australian Treasury Corp.

      

7.00%, 10/15/19, Series 19

      327,000  AUD       271,110  

5.00%, 7/23/25, Series 25, Reg S

      580,000  AUD       507,121  
     

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $2,411,491)

 

 

      2,239,954  
     

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 72.4%      
China - 4.0%      

China Government Bond

      

2.36%, 8/18/21, Reg S

      2,000,000  CNY       285,219  

3.10%, 6/29/22

      2,000,000  CNY       290,631  

3.48%, 6/29/27, Reg S

      1,000,000  CNY       143,865  
     

 

 

  
Total China        719,715  
     

 

 

  
Hong Kong - 6.2%      

Hong Kong Government Bond

      

1.51%, 2/24/27

      650,000  HKD       81,303  

Hong Kong Government Bond Programme

      

1.06%, 2/5/20

      3,450,000  HKD       440,063  

2.46%, 8/4/21

      2,350,000  HKD       312,028  

1.10%, 1/17/23

      2,300,000  HKD       287,383  
     

 

 

  
Total Hong Kong        1,120,777  
     

 

 

  
India - 15.0%      

India Government Bond

      

8.27%, 6/9/20

      26,000,000  INR       418,306  

7.80%, 4/11/21

      70,000,000  INR       1,119,387  

7.72%, 5/25/25

      74,000,000  INR       1,187,236  
     

 

 

  
Total India        2,724,929  
     

 

 

  
Indonesia - 9.9%  

Indonesia Treasury Bond

      

7.88%, 4/15/19, Series FR69

      3,810,000,000  IDR       290,714  

12.80%, 6/15/21, Series FR34

      5,228,000,000  IDR       468,733  

7.00%, 5/15/22, Series FR61

      6,034,000,000  IDR       462,610  

8.38%, 9/15/26, Series FR56

      7,099,000,000  IDR       587,209  
     

 

 

  
Total Indonesia        1,809,266  
     

 

 

  
Malaysia - 6.3%  

Malaysia Government Bond

      

3.26%, 3/1/18, Series 0213

      922,000  MYR       225,896  

4.38%, 11/29/19, Series 0902

      346,000  MYR       86,605  

4.16%, 7/15/21, Series 0111

      850,000  MYR       212,546  

3.48%, 3/15/23, Series 0313

      782,000  MYR       188,752  

3.96%, 9/15/25, Series 0115

      1,745,000  MYR       422,976  
     

 

 

  
Total Malaysia        1,136,775  
     

 

 

  
New Zealand - 3.6%  

New Zealand Government Bond

      

5.00%, 3/15/19, Series 319, Reg S

      279,000  NZD       199,183  

6.00%, 5/15/21, Series 521, Reg S

      594,000  NZD       461,176  
     

 

 

  
Total New Zealand        660,359  
     

 

 

  
Philippines - 5.7%  

Philippine Government Bond

      

5.00%, 8/18/18, Series 7-51

      4,700,000  PHP       94,676  

3.50%, 3/20/21, Series 7-57

      18,610,000  PHP       361,023  

3.63%, 9/9/25, Series 1060

      16,166,000  PHP       298,424  

4.63%, 9/9/40, Series 2511

      4,410,000  PHP       79,961  

Philippine Government International Bond

      

3.90%, 11/26/22

      10,000,000  PHP       197,224  
     

 

 

  
Total Philippines        1,031,308  
     

 

 

  
Singapore - 4.7%      

Singapore Government Bond

      

2.25%, 6/1/21

      360,000  SGD       272,713  

2.75%, 7/1/23

      90,000  SGD       70,022  

3.00%, 9/1/24

      329,000  SGD       260,196  

2.88%, 7/1/29

      323,000  SGD       254,899  
     

 

 

  
Total Singapore        857,830  
     

 

 

  
South Korea - 4.7%      

Korea Treasury Bond

      

5.75%, 9/10/18, Series 1809

      112,720,000  KRW       106,765  

3.75%, 6/10/22, Series 2206

      334,870,000  KRW       327,122  

3.50%, 3/10/24, Series 2403

      437,090,000  KRW       428,236  
     

 

 

  
Total South Korea        862,123  
     

 

 

  
Thailand - 12.3%      

Thailand Government Bond

      

2.55%, 6/26/20

      11,969,000  THB       375,698  

1.88%, 6/17/22

      16,800,000  THB       515,212  

3.63%, 6/16/23

      13,113,000  THB       436,119  

3.85%, 12/12/25

      14,622,000  THB       500,562  

4.88%, 6/22/29

      10,952,000  THB       411,484  
     

 

 

  
Total Thailand        2,239,075  
     

 

 

  
TOTAL FOREIGN GOVERNMENT OBLIGATIONS
(Cost: $13,580,828)		        13,162,157  
     

 

 

  
SUPRANATIONAL BONDS - 6.7%      

Asian Development Bank

      

2.85%, 10/21/20

      2,500,000  CNY       367,897  

European Investment Bank

      

7.20%, 7/9/19, Reg S

      5,190,000,000  IDR       390,936  

Nordic Investment Bank

      

3.50%, 1/30/18

      670,000  NZD       460,943  
     

 

 

  
TOTAL SUPRANATIONAL BONDS
(Cost: $1,395,444)		        1,219,776  
     

 

 

  

 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Asia Local Debt Fund (ALD)

November 30, 2017

 

     Value  

TOTAL INVESTMENTS IN SECURITIES - 91.4%

(Cost: $17,387,763)

    $ 16,621,887  

Other Assets less Liabilities - 8.6%

      1,571,763  
  

 

 

  
NET ASSETS - 100.0%    $ 18,193,650  
  

 

 

  

 

† 

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 (OTC - OVER THE COUNTER)

 

Counterparty

    Settlement Date      Amount and
Description of
Currency to
be Purchased		      Amount and
Description of
Currency to
be Sold		      Unrealized
Appreciation		      Unrealized
Depreciation		  

Bank of Montreal

      12/1/2017        174,133        USD        230,000        AUD      $ —        $ (471 ) 

Citibank N.A.

      12/20/2017        108,535,000        INR        1,680,759        USD        830        —    

Citibank N.A.

      12/20/2017        42,976,662        TWD        1,441,203        USD        —          (7,512 ) 

Deutsche Bank AG

      12/1/2017        68,405        USD        74,342,250        KRW        91        —    

HSBC Holdings PLC

      12/20/2017        1,208,459        USD        80,000,000        INR        —          (31,022 ) 

HSBC Holdings PLC

      3/21/2018        5,500,000        PHP        108,449        USD        99        —    

JP Morgan Chase Bank N.A.

      12/20/2017        2,000,000        INR        31,003        USD        —          (16 ) 

JP Morgan Chase Bank N.A.

      12/20/2017        40,000,000        KRW        36,832        USD        —          (33 ) 

JP Morgan Chase Bank N.A.

      12/20/2017        2,690,000        TWD        89,855        USD        —          (118 ) 

JP Morgan Chase Bank N.A.

      12/20/2017        437,117        USD        28,535,000        INR        —          (4,990 ) 

JP Morgan Chase Bank N.A.

      12/20/2017        539,021        USD        35,225,000        INR        —          (6,738 ) 

JP Morgan Chase Bank N.A.

      12/20/2017        195,596        USD        218,500,000        KRW        —          (5,420 ) 

JP Morgan Chase Bank N.A.

      12/20/2017        385,062        USD        11,600,000        TWD        —          (1,911 ) 

Morgan Stanley & Co. International

      12/20/2017        437,000,000        KRW        387,257        USD        14,774        —    

State Street Bank and Trust

      12/1/2017        50,558        CNY        50,558        CNH        2        —    

State Street Bank and Trust

      12/4/2017        1,851        USD        7,574        MYR        —          (1 ) 

UBS AG

      3/21/2018        360,000        SGD        267,925        USD        —          (508 ) 
                 

 

 

     

 

 

  
                  $ 15,796      $ (58,740 ) 
                 

 

 

     

 

 

  

CURRENCY LEGEND

 

AUD    Australian dollar
CNH    Offshore Chinese renminbi
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)

November 30, 2017

 

Investments in Long Securities

    Principal
Amount		        Value  

U.S. GOVERNMENT AGENCIES - 28.4%

        

Federal Home Loan Bank - 0.9%

        

Federal Home Loan Bank

        

5.50%, 7/15/36

    $ 150,000        $ 203,802  
       

 

 

  

Federal Home Loan Mortgage Corporation - 8.2%

        

2.38%, 1/13/22

      197,000          199,065  

2.50%, 12/1/32(a)

      150,000          149,695  

3.00%, 12/1/32(a)

      100,000          101,854  

4.00%, 5/1/34

      175,936          185,853  

4.00%, 12/1/43

      39,796          41,659  

4.50%, 1/1/44

      51,239          54,559  

3.50%, 1/1/45

      72,613          74,512  

3.50%, 8/1/45

      124,827          128,091  

4.00%, 11/1/45

      83,496          87,280  

3.50%, 5/1/46

      41,110          42,185  

3.00%, 9/1/46

      148,845          148,763  

3.00%, 10/1/46

      138,881          138,784  

3.00%, 11/1/46

      117,650          117,549  

4.00%, 11/1/46

      42,995          44,949  

3.50%, 12/1/46

      182,282          187,049  

3.00%, 2/1/47

      23,868          23,842  

4.50%, 5/1/47

      89,908          95,605  

4.00%, 12/1/47(a)

      70,000          73,130  

4.50%, 12/1/47(a)

      75,000          79,736  
       

 

 

  
Total Federal Home Loan Mortgage Corporation           1,974,160  
       

 

 

  

Federal National Mortgage Association - 11.3%

        

4.00%, 8/1/18

      4,415          4,551  

4.00%, 7/1/19

      14,020          14,451  

5.50%, 10/1/25

      77,416          85,170  

4.00%, 7/1/26

      16,844          17,520  

3.50%, 12/1/26

      20,346          21,036  

2.50%, 8/1/28

      27,296          27,421  

3.00%, 11/1/28

      26,861          27,436  

3.00%, 7/1/29

      106,891          109,182  

2.50%, 6/1/31

      42,462          42,413  

4.00%, 4/1/32

      76,036          80,190  

2.50%, 12/1/32(a)

      150,000          149,684  

3.50%, 12/1/32(a)

      125,000          129,160  

4.00%, 8/1/34

      122,983          129,761  

4.50%, 9/1/39

      37,644          40,180  

3.50%, 6/1/42

      52,456          54,051  

3.50%, 5/1/43

      39,700          40,843  

4.00%, 6/1/43

      15,624          16,401  

3.00%, 8/1/43

      70,124          70,348  

4.00%, 11/1/43

      34,356          35,991  

4.50%, 5/1/44

      29,589          31,546  

4.00%, 9/1/44

      127,662          133,593  

4.00%, 10/1/44

      38,464          40,250  

3.50%, 4/1/45

      139,999          144,100  

3.50%, 2/1/46

      88,390          90,729  

3.50%, 4/1/46

      38,394          39,410  

4.00%, 4/1/46

      38,095          39,841  

3.50%, 5/1/46

      206,369          211,829  

3.00%, 9/1/46

      138,208          137,994  

3.00%, 10/1/46

      46,573          46,501  

4.00%, 10/1/46

      43,195          45,179  

3.00%, 11/1/46

      139,124          138,953  

3.50%, 11/1/46

      45,611          46,818  

3.00%, 1/1/47

      191,570          191,274  

3.00%, 12/1/47(a)

      50,000          49,877  

3.50%, 12/1/47(a)

      50,000          51,271  

4.00%, 12/1/47(a)

      75,000          78,363  

4.50%, 12/1/47(a)

      100,000          106,381  
       

 

 

  
Total Federal National Mortgage Association           2,719,698  
       

 

 

  

Government National Mortgage Association - 8.0%

        

5.00%, 2/20/43

      68,208          74,094  

5.00%, 4/20/44

      151,996          163,268  

3.50%, 7/20/44

      224,459          232,927  

4.00%, 7/20/44

      106,828          112,450  

5.00%, 7/20/44

      28,069          30,080  

3.50%, 8/20/44

      277,938          288,331  

5.00%, 8/20/44

      26,650          28,661  

3.00%, 12/20/45

      286,130          288,716  

3.00%, 8/20/46

      66,743          67,346  

3.50%, 9/20/46

      255,281          264,335  

4.00%, 12/20/46

      85,289          89,185  

4.00%, 1/20/47

      81,235          84,936  

3.00%, 12/1/47(a)

      150,000          151,172  

4.00%, 12/1/47(a)

      50,000          52,223  
       

 

 

  
Total Government National Mortgage Association           1,927,724  
       

 

 

  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $6,809,421)

           6,825,384  
       

 

 

  

U.S. GOVERNMENT OBLIGATIONS - 30.5%

        

U.S. Treasury Bonds - 6.2%

        

U.S. Treasury Bond

        

6.88%, 8/15/25

      401,000          530,072  

5.38%, 2/15/31

      25,000          33,139  

3.63%, 8/15/43

      15,000          17,247  

2.50%, 5/15/46

      960,000          896,663  

2.25%, 8/15/46

      30,000          26,540  
       

 

 

  

Total U.S. Treasury Bonds

           1,503,661  
       

 

 

  

U.S. Treasury Notes - 24.3%

        

U.S. Treasury Note

        

0.88%, 1/15/18

      525,000          524,770  

1.63%, 12/31/19

      2,650,000          2,639,959  

2.63%, 11/15/20

      300,000          306,158  

3.63%, 2/15/21

      300,000          315,656  

1.75%, 5/15/22

      30,000          29,572  

1.63%, 11/15/22

      772,000          753,620  

2.00%, 2/15/25

      250,000          244,570  

2.00%, 8/15/25

      200,000          194,992  

1.50%, 8/15/26

      900,000          836,579  
       

 

 

  

Total U.S. Treasury Notes

           5,845,876  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $7,316,151)

           7,349,537  
       

 

 

  

CORPORATE BONDS - 26.1%

        

United States - 26.1%

        

21st Century Fox America, Inc.

        

6.65%, 11/15/37

      49,000          64,020  

AbbVie, Inc.

        

3.60%, 5/14/25

      61,000          62,425  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments in Long Securities

    Principal
Amount		        Value  

Allergan Funding SCS

        

3.45%, 3/15/22

    $     100,000        $     101,799  

Altria Group, Inc.

        

2.85%, 8/9/22

      100,000          100,575  

American Express Co.

        

4.05%, 12/3/42

      20,000          20,680  

American International Group, Inc.

        

4.88%, 6/1/22

      66,000          71,603  

Amgen, Inc.

        

4.66%, 6/15/51

      88,000          95,093  

Anthem, Inc.

        

4.65%, 1/15/43

      69,000          73,675  

AT&T, Inc.

        

3.80%, 3/15/22

      52,000          53,841  

4.35%, 6/15/45

      52,000          47,200  

Bank of America Corp.

        

2.60%, 1/15/19, Series L

      192,000          193,106  

Broadcom Corp.

        

3.88%, 1/15/27(b)

      25,000          24,544  

Burlington Northern Santa Fe LLC

        

4.70%, 10/1/19

      51,500          53,853  

Capital One Financial Corp.

        

2.45%, 4/24/19

      101,000          101,284  

Charter Communications Operating LLC

        

6.83%, 10/23/55

      25,000          29,372  

Citigroup, Inc.

        

2.70%, 3/30/21

      100,000          100,484  

5.50%, 9/13/25

      80,000          90,161  

4.45%, 9/29/27

      25,000          26,306  

Comcast Corp.

        

6.45%, 3/15/37

      54,000          71,921  

ConocoPhillips

        

6.50%, 2/1/39

      80,000          108,561  

CSX Corp.

        

4.50%, 8/1/54

      20,000          20,866  

CVS Health Corp.

        

4.88%, 7/20/35

      100,000          108,616  

Dell International LLC

        

8.35%, 7/15/46(b)

      25,000          31,555  

Dow Chemical Co. (The)

        

4.25%, 11/15/20

      125,000          131,005  

Duke Energy Florida LLC

        

6.40%, 6/15/38

      45,500          63,126  

Energy Transfer L.P.

        

4.65%, 6/1/21

      100,000          105,325  

Enterprise Products Operating LLC

        

3.35%, 3/15/23

      187,000          190,850  

FedEx Corp.

        

4.40%, 1/15/47

      20,000          20,824  

Ford Motor Co.

        

4.75%, 1/15/43

      102,000          101,418  

General Motors Financial Co., Inc.

        

4.00%, 1/15/25

      80,000          81,638  

Gilead Sciences, Inc.

        

3.65%, 3/1/26

      100,000          103,673  

Goldman Sachs Group, Inc. (The)

        

7.50%, 2/15/19

      133,000          141,206  

6.00%, 6/15/20, Series D

      100,000          108,524  

3.69%, 6/5/28, (3.691% fixed rate until 6/05/27; 3-month USD LIBOR + 1.510% thereafter)(c)

      25,000          25,258  

Intel Corp.

        

4.10%, 5/11/47

      20,000          21,461  

International Business Machines Corp.

        

5.88%, 11/29/32

      25,000          31,502  

International Lease Finance Corp.

        

5.88%, 8/15/22

      80,000          89,459  

International Paper Co.

        

4.75%, 2/15/22

      101,000          108,942  

JPMorgan Chase & Co.

        

4.25%, 10/15/20

      100,000          105,112  

3.20%, 1/25/23

      150,000          152,766  

5.50%, 10/15/40

      37,000          45,799  

Kinder Morgan Energy Partners L.P.

        

5.50%, 3/1/44

      99,000          104,587  

Kraft Heinz Foods Co.

        

5.38%, 2/10/20

      100,000          106,277  

3.50%, 6/6/22

      150,000          153,576  

Laboratory Corp. of America Holdings

        

3.20%, 2/1/22

      75,000          76,591  

Lockheed Martin Corp.

        

6.15%, 9/1/36, Series B

      25,000          32,746  

4.09%, 9/15/52

      25,000          25,747  

MetLife, Inc.

        

3.60%, 11/13/25

      100,000          103,813  

Monsanto Co.

        

2.75%, 7/15/21

      100,000          100,608  

Morgan Stanley

        

4.88%, 11/1/22

      100,000          107,789  

3.59%, 7/22/28, (3.591% fixed rate until 7/22/27; 3-month USD LIBOR + 1.340% thereafter)(c)

      25,000          25,174  

3.97%, 7/22/38, (3.971% fixed rate until 7/22/37; 3-month USD LIBOR + 1.455% thereafter)(c)

      20,000          20,386  

4.38%, 1/22/47

      20,000          21,398  

NextEra Energy Capital Holdings, Inc.

        

6.00%, 3/1/19

      100,000          104,649  

Norfolk Southern Corp.

        

3.15%, 6/1/27

      25,000          24,869  

Northrop Grumman Corp.

        

3.20%, 2/1/27

      25,000          25,151  

Oncor Electric Delivery Co. LLC

        

7.00%, 9/1/22

      115,000          136,640  

Oracle Corp.

        

4.50%, 7/8/44

      25,000          27,826  

Pacific Gas & Electric Co.

        

4.25%, 5/15/21

      150,000          157,818  

PepsiCo, Inc.

        

4.50%, 1/15/20

      150,000          157,564  

Pfizer, Inc.

        

7.20%, 3/15/39

      95,000          143,283  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments in Long Securities

    Principal
Amount		        Value  

Philip Morris International, Inc.

        

4.88%, 11/15/43

    $ 89,000        $ 100,005  

Plains All American Pipeline L.P.

        

3.65%, 6/1/22

      172,500          173,717  

Prudential Financial, Inc.

        

6.63%, 12/1/37, Series D

      78,000          108,466  

Public Service Electric & Gas Co.

        

2.38%, 5/15/23

      125,000          123,123  

Rockwell Collins, Inc.

        

2.80%, 3/15/22

      20,000          20,096  

Santander Holdings USA, Inc.

        

4.40%, 7/13/27(b)

      25,000          25,501  

Simon Property Group L.P.

        

4.38%, 3/1/21

      100,000          105,912  

Southern California Edison Co.

        

4.65%, 10/1/43

      79,000          92,138  

Time Warner Cable LLC

        

6.75%, 6/15/39

      47,500          55,670  

Time Warner, Inc.

        

7.63%, 4/15/31

      30,000          40,862  

UnitedHealth Group, Inc.

        

3.10%, 3/15/26

      100,000          100,572  

Verizon Communications, Inc.

        

5.15%, 9/15/23

      120,000          132,907  

Wells Fargo & Co.

        

4.13%, 8/15/23

      100,000          105,323  

Wyndham Worldwide Corp.

        

4.25%, 3/1/22

      75,000          76,616  

Xerox Corp.

        

4.07%, 3/17/22

      71,000          71,573  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $6,183,924)

           6,268,401  
       

 

 

  

FOREIGN CORPORATE BONDS - 4.5%

        

Belgium - 1.1%

        

Anheuser-Busch InBev Finance, Inc.

        

2.65%, 2/1/21

      100,000          100,866  

Anheuser-Busch InBev Worldwide, Inc.

        

5.38%, 1/15/20

      151,000          160,898  
       

 

 

  
Total Belgium           261,764  
       

 

 

  

Canada - 0.3%

        

Methanex Corp.

        

4.25%, 12/1/24

      25,000          25,348  

Nexen Energy ULC

        

6.40%, 5/15/37

      42,000          54,387  
       

 

 

  
Total Canada           79,735  
       

 

 

  

Colombia - 0.5%

        

Ecopetrol S.A.

        

5.88%, 9/18/23

      100,000          111,875  
       

 

 

  

Japan - 0.1%

        

Mitsubishi UFJ Financial Group, Inc.

        

3.68%, 2/22/27

      20,000          20,501  
       

 

 

  

Mexico - 1.1%

        

America Movil S.A.B. de C.V.

        

5.00%, 3/30/20

      150,000          158,732  

Petroleos Mexicanos

        

6.00%, 3/5/20

      105,000          112,114  
       

 

 

  
Total Mexico           270,846  
       

 

 

  

Netherlands - 0.5%

        

Cooperatieve Rabobank UA

        

5.25%, 5/24/41

      25,000          30,721  

Shell International Finance B.V.

        

5.50%, 3/25/40

      79,000          97,710  
       

 

 

  
Total Netherlands           128,431  
       

 

 

  

Norway - 0.4%

        

Statoil ASA

        

2.45%, 1/17/23

      100,000          99,460  
       

 

 

  

United Kingdom - 0.5%

        

HSBC Holdings PLC

        

5.10%, 4/5/21

      101,000          109,010  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $1,065,816)

           1,081,622  
       

 

 

  

FOREIGN GOVERNMENT OBLIGATIONS - 1.4%

        

Colombia - 0.5%

        

Colombia Government International Bond

        

11.75%, 2/25/20

      100,000          121,125  
       

 

 

  

Italy - 0.4%

        

Republic of Italy Government International Bond

        

5.38%, 6/15/33

      86,000          100,733  
       

 

 

  

Mexico - 0.5%

        

Mexico Government International Bond

        

4.00%, 10/2/23

      113,000          119,102  
       

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $337,822)

           340,960  
       

 

 

  

COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.8%

        

United States - 3.8%

        

CFCRE Commercial Mortgage Trust

        

3.83%, 12/15/47, Series 2011-C2, Class A4

      95,175          98,641  

Citigroup Commercial Mortgage Trust

        

1.99%, 4/10/46, Series 2013-GC11, Class A2

      31,856          31,866  

COMM Mortgage Trust

        

3.60%, 5/10/47, Series 2014-CR17, Class ASB

      55,000          57,151  

2.87%, 2/10/48, Series 2015-DC1, Class A2

      80,000          81,006  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

November 30, 2017

 

Investments in Long Securities

    Principal
Amount		        Value  

JPMBB Commercial Mortgage Securities Trust

        

4.08%, 2/15/47, Series 2014-C18, Class A5

    $ 50,000        $ 53,324  

JPMorgan Chase Commercial Mortgage Securities Trust

        

2.67%, 1/15/46, Series 2013-C13, Class A2

      71,638          71,977  

Morgan Stanley Bank of America Merrill Lynch Trust

        

3.10%, 5/15/46, Series 2013-C9, Class A4

      105,000          106,981  

UBS Commercial Mortgage Trust

        

3.00%, 5/10/45, Series 2012-C1, Class AAB

      216,312          219,571  

WFRBS Commercial Mortgage Trust

        

4.02%, 12/15/46, Series 2013-C17, Class A4

      100,000          106,188  

2.90%, 3/15/47, Series 2014-C19, Class A2

      100,000          100,752  
       

 

 

  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $930,811)

           927,457  
       

 

 

  

MUNICIPAL BOND - 0.8%

        

United States - 0.8%

        

State of California

       

7.55%, 4/1/39

        

(Cost: $173,893)

      120,000          186,182  
       

 

 

  

TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT - 95.5%

(Cost: $22,817,838)

           22,979,543  
       

 

 

  

Securities Sold Short

                

U.S. GOVERNMENT AGENCIES SOLD SHORT - (0.7)%

        

Government National Mortgage Association - (0.7)%

        

3.50%, 12/1/47(a)

        

(Proceeds: $181,016)

      (175,000 )         (180,978 ) 
       

 

 

  

Other Assets less Liabilities - 5.2%

           1,256,058  
       

 

 

  
NET ASSETS - 100.0%         $ 24,054,623  
       

 

 

  

 

(a) 

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

(b)

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

(c)

Rate shown reflects the accrual rate as of November 30, 2017 on securities with variable or step rates.

3-month USD LIBOR – 3-month USD London Interbank Offered Rate as of November 30, 2017 is 1.487%.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

 

Short Exposure

    Contracts      Expiration
Date		      Notional
Amount1		     Unrealized
Appreciation/
(Depreciation)		  

2 Year U.S. Treasury Note

      25        03/29/18      $ (5,360,156 )    $ 1,725  

5 Year U.S. Treasury Note

      114        03/29/18        (13,263,188 )      34,671  

U.S. Treasury Ultra Long Term Bond

      12        03/20/18        (1,978,500 )      14,719  

Ultra 10 Year U.S. Treasury Note

      22        03/20/18        (2,929,781 )      22,275  
        

 

 

    

 

 

  
   $ (23,531,625 )    $ 73,390  
  

 

 

    

 

 

  

 

1 

“Notional Amount” represents the current notional value of the futures contract.

† 

As of November 30, 2017, cash collateral posted by the Fund with the broker for futures contracts was $258,430.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

U.S. GOVERNMENT AGENCIES - 27.7%

        

Federal Home Loan Bank - 0.3%

        

Federal Home Loan Bank

        

5.50%, 7/15/36

    $ 50,000        $ 67,934  
       

 

 

  
Federal Home Loan Mortgage Corporation - 7.3%        

6.75%, 9/15/29, Series GDIF

      50,000          69,785  

2.50%, 2/1/30

      53,447          53,389  

2.50%, 12/1/32(a)

      65,000          64,868  

3.00%, 12/1/32(a)

      100,000          101,854  

3.50%, 12/1/32(a)

      25,000          25,862  

4.00%, 6/1/34

      30,488          32,206  

3.00%, 8/1/43

      44,806          44,908  

4.00%, 12/1/43

      39,796          41,659  

4.50%, 4/1/44

      38,673          41,173  

4.00%, 11/1/45

      66,797          69,824  

4.00%, 3/1/46

      68,351          71,449  

3.50%, 4/1/46

      101,046          103,688  

3.50%, 5/1/46

      41,110          42,185  

3.00%, 6/1/46

      44,679          44,655  

4.00%, 9/1/46

      42,039          43,947  

3.00%, 11/1/46

      70,590          70,529  

3.50%, 12/1/46

      91,141          93,524  

3.00%, 2/1/47

      96,262          96,194  

3.50%, 2/1/47

      95,188          97,677  

3.00%, 3/1/47

      119,956          119,818  

4.50%, 5/1/47

      31,468          33,462  

3.50%, 7/1/47

      73,645          75,571  

3.50%, 12/1/47(a)

      25,000          25,629  

4.00%, 12/1/47(a)

      40,000          41,789  

4.50%, 12/1/47(a)

      25,000          26,579  

5.00%, 12/1/47(a)

      50,000          53,940  
       

 

 

  
Total Federal Home Loan Mortgage Corporation           1,586,164  
       

 

 

  
Federal National Mortgage Association - 12.5%        

2.13%, 4/24/26

      200,000          193,928  

4.00%, 7/1/26

      16,844          17,520  

3.50%, 12/1/26

      20,346          21,036  

2.50%, 8/1/28

      27,296          27,421  

3.00%, 11/1/28

      26,861          27,436  

3.00%, 7/1/29

      53,445          54,591  

2.50%, 6/1/31

      42,462          42,413  

2.00%, 12/1/32(a)

      25,000          24,355  

2.50%, 12/1/32(a)

      90,000          89,810  

3.00%, 12/1/32(a)

      50,000          50,942  

3.50%, 12/1/32(a)

      25,000          25,832  

4.00%, 8/1/34

      54,767          57,786  

3.50%, 2/1/35

      20,689          21,507  

3.00%, 12/1/36

      94,769          96,084  

4.50%, 2/1/41

      43,169          46,237  

4.50%, 10/1/41

      49,358          52,874  

3.50%, 6/1/42

      52,456          54,051  

3.50%, 5/1/43

      39,700          40,843  

4.00%, 6/1/43

      15,624          16,401  

4.00%, 11/1/43

      34,356          35,991  

4.50%, 5/1/44

      29,589          31,546  

4.00%, 9/1/44

      33,033          34,568  

4.00%, 10/1/44

      38,464          40,250  

4.00%, 1/1/46

      111,570          116,676  

3.50%, 2/1/46

      119,135          122,287  

3.50%, 4/1/46

      38,394          39,410  

4.00%, 4/1/46

      38,095          39,841  

3.50%, 5/1/46

      41,274          42,366  

3.00%, 9/1/46

      138,208          137,994  

3.00%, 10/1/46

      164,872          164,705  

4.00%, 10/1/46

      43,195          45,179  

3.00%, 11/1/46

      139,124          138,953  

3.50%, 11/1/46

      91,222          93,636  

3.00%, 2/1/47

      96,704          96,554  

4.00%, 3/1/47

      89,676          93,792  

3.50%, 5/1/47

      94,571          97,073  

3.50%, 7/1/47

      97,425          100,003  

2.50%, 12/1/47(a)

      25,000          24,057  

3.00%, 12/1/47(a)

      25,000          24,939  

3.50%, 12/1/47(a)

      75,000          76,907  

4.00%, 12/1/47(a)

      50,000          52,242  

4.50%, 12/1/47(a)

      25,000          26,595  

5.00%, 12/1/47(a)

      75,000          81,094  
       

 

 

  
Total Federal National Mortgage Association           2,717,725  
       

 

 

  
Government National Mortgage Association - 7.6%        

3.50%, 3/20/43

      78,309          81,412  

5.00%, 12/20/43

      108,600          116,513  

3.50%, 8/20/44

      138,969          144,165  

5.00%, 8/20/44

      56,291          60,539  

4.50%, 12/20/44

      78,370          83,311  

3.50%, 7/20/45

      48,966          50,732  

3.50%, 9/20/45

      44,471          46,075  

3.00%, 12/20/45

      158,227          159,657  

4.00%, 12/20/45

      36,941          38,866  

3.00%, 3/20/46

      96,759          97,633  

4.00%, 4/20/46

      56,211          59,080  

4.00%, 8/20/46

      23,889          25,023  

4.00%, 12/20/46

      26,920          28,150  

3.00%, 1/20/47

      94,210          95,062  

4.00%, 1/20/47

      40,617          42,468  

3.50%, 4/20/47

      119,148          123,374  

3.00%, 6/20/47

      73,169          73,830  

3.50%, 9/20/47

      99,503          103,032  

3.00%, 12/1/47(a)

      25,000          25,195  

3.50%, 12/1/47(a)

      75,000          77,562  

4.00%, 12/1/47(a)

      75,000          78,334  

4.50%, 12/1/47(a)

      25,000          26,333  
       

 

 

  
Total Government National Mortgage Association           1,636,346  
       

 

 

  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $6,009,031)

           6,008,169  
       

 

 

  
U.S. GOVERNMENT OBLIGATIONS - 34.7%        
U.S. Treasury Bonds - 6.9%        

U.S. Treasury Bond

        

6.88%, 8/15/25

      345,000          456,047  

4.50%, 2/15/36

      30,000          38,402  

5.00%, 5/15/37

      80,000          108,977  

3.13%, 8/15/44

      465,000          491,964  

2.50%, 5/15/46

      265,000          247,516  

2.25%, 8/15/46

      40,000          35,386  

2.75%, 8/15/47

      125,000          122,900  
       

 

 

  
Total U.S. Treasury Bonds           1,501,192  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  
U.S. Treasury Notes - 27.8%        

U.S. Treasury Note

        

1.38%, 9/30/18

    $     215,000        $ 214,559  

1.50%, 12/31/18

      500,000          498,955  

1.75%, 9/30/19

      800,000          799,500  

1.63%, 12/31/19

      550,000          547,916  

1.38%, 2/29/20

      130,000          128,700  

1.13%, 3/31/20

      100,000          98,393  

1.13%, 4/30/20

      500,000          491,494  

1.38%, 1/31/21

      240,000          235,748  

1.38%, 4/30/21

      300,000          293,936  

2.00%, 11/15/21

      50,000          49,940  

2.00%, 12/31/21

      700,000          698,004  

1.88%, 2/28/22

      200,000          198,230  

1.88%, 10/31/22

      450,000          444,437  

2.00%, 10/31/22

      210,000          208,679  

1.63%, 11/15/22

      5,000          4,881  

1.75%, 5/15/23

      150,000          146,581  

2.25%, 11/15/25

      665,000          659,337  

1.50%, 8/15/26

      300,000          278,860  

2.00%, 11/15/26

      10,000          9,672  

2.25%, 8/15/27

      20,000          19,689  
       

 

 

  
Total U.S. Treasury Notes           6,027,511  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $7,559,814)

           7,528,703  
       

 

 

  
CORPORATE BONDS - 24.3%        
United States - 24.3%        

21st Century Fox America, Inc.

        

6.65%, 11/15/37

      21,000          27,437  

Abbott Laboratories

        

3.40%, 11/30/23

      50,000          50,848  

4.75%, 11/30/36

      25,000          27,432  

AbbVie, Inc.

        

3.60%, 5/14/25

      50,000          51,168  

Adobe Systems, Inc.

        

4.75%, 2/1/20

      25,000          26,378  

AEP Texas, Inc.

        

3.80%, 10/1/47(b)

      25,000          25,434  

Air Lease Corp.

        

3.63%, 4/1/27

      20,000          19,918  

Altria Group, Inc.

        

4.75%, 5/5/21

      75,000          80,555  

American Express Co.

        

3.00%, 10/30/24

      25,000          24,920  

American Honda Finance Corp.

        

2.25%, 8/15/19

      10,000          10,024  

American International Group, Inc.

        

4.88%, 6/1/22

      101,000          109,574  

American Tower Corp.

        

3.55%, 7/15/27

      20,000          19,850  

Amgen, Inc.

        

4.66%, 6/15/51

      67,000          72,401  

Anadarko Petroleum Corp.

        

6.45%, 9/15/36

      25,000          30,253  

Anthem, Inc.

        

4.65%, 1/15/43

      63,000          67,268  

Apple, Inc.

        

1.90%, 2/7/20

      25,000          24,917  

4.50%, 2/23/36

      100,000          113,613  

AT&T, Inc.

        

3.80%, 3/15/22

      34,000          35,204  

4.35%, 6/15/45

      48,000          43,569  

4.55%, 3/9/49

      15,000          13,899  

Bank of America Corp.

        

2.60%, 1/15/19, Series L

      143,000          143,824  

Berkshire Hathaway Finance Corp.

        

5.75%, 1/15/40

      50,000          64,864  

Boeing Co. (The)

        

6.00%, 3/15/19

      25,000          26,269  

Burlington Northern Santa Fe LLC

        

4.70%, 10/1/19

      95,500          99,864  

Capital One Financial Corp.

        

3.75%, 3/9/27

      25,000          25,264  

Celgene Corp.

        

3.88%, 8/15/25

      50,000          51,570  

Charter Communications Operating LLC

        

4.46%, 7/23/22

      50,000          52,182  

Cisco Systems, Inc.

        

4.95%, 2/15/19

      25,000          25,886  

4.45%, 1/15/20

      25,000          26,210  

Citigroup, Inc.

        

2.65%, 10/26/20

      30,000          30,127  

4.75%, 5/18/46

      75,000          81,090  

CME Group, Inc.

        

3.00%, 9/15/22

      50,000          50,968  

Comcast Corp.

        

6.45%, 3/15/37

      40,000          53,274  

ConocoPhillips

        

6.50%, 2/1/39

      25,000          33,925  

CSX Corp.

        

4.50%, 8/1/54

      15,000          15,649  

CVS Health Corp.

        

3.38%, 8/12/24

      100,000          100,551  

Dominion Energy, Inc.

        

5.75%, 10/1/54, (5.750% fixed rate until 10/01/24; 3-month USD LIBOR + 3.057% thereafter)(c)

      50,000          54,125  

Dow Chemical Co. (The)

        

4.25%, 11/15/20

      55,000          57,642  

Duke Energy Florida LLC

        

6.40%, 6/15/38

      33,500          46,477  

Eastman Chemical Co.

        

4.65%, 10/15/44

      50,000          53,629  

Energy Transfer L.P.

        

4.50%, 11/1/23

      100,000          103,873  

Enterprise Products Operating LLC

        

3.35%, 3/15/23

      85,000          86,750  

FedEx Corp.

        

4.10%, 4/15/43

      25,000          25,166  

Florida Power & Light Co.

        

5.96%, 4/1/39

      20,000          26,746  

Ford Motor Co.

        

4.75%, 1/15/43

      51,000          50,709  

General Electric Co.

        

3.38%, 3/11/24

      100,000          102,989  

General Motors Financial Co., Inc.

        

4.30%, 7/13/25

      85,000          88,035  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Gilead Sciences, Inc.

        

4.50%, 4/1/21

    $     100,000        $     106,313  

Goldman Sachs Group, Inc. (The)

        

7.50%, 2/15/19

      40,000          42,468  

6.00%, 6/15/20, Series D

      50,000          54,262  

4.25%, 10/21/25

      50,000          52,313  

Halliburton Co.

        

4.75%, 8/1/43

      25,000          26,320  

Home Depot, Inc. (The)

        

2.00%, 6/15/19

      10,000          10,005  

3.90%, 6/15/47

      10,000          10,292  

International Business Machines Corp.

        

8.38%, 11/1/19

      25,000          27,914  

International Lease Finance Corp.

        

5.88%, 8/15/22

      25,000          27,956  

International Paper Co.

        

3.80%, 1/15/26

      45,000          46,502  

Invesco Finance PLC

        

5.38%, 11/30/43

      10,000          12,211  

John Deere Capital Corp.

        

1.25%, 10/9/19

      25,000          24,609  

Johnson Controls International PLC

        

3.63%, 7/2/24(c)

      20,000          20,772  

JPMorgan Chase & Co.

        

4.95%, 3/25/20

      25,000          26,484  

4.25%, 10/15/20

      75,000          78,834  

3.88%, 9/10/24

      50,000          52,131  

Kinder Morgan Energy Partners L.P.

        

5.50%, 3/1/44

      63,000          66,555  

Kraft Heinz Foods Co.

        

3.50%, 6/6/22

      100,000          102,384  

Laboratory Corp. of America Holdings

        

3.20%, 2/1/22

      50,000          51,061  

Lockheed Martin Corp.

        

4.09%, 9/15/52

      50,000          51,493  

Mastercard, Inc.

        

2.00%, 4/1/19

      10,000          10,015  

MetLife, Inc.

        

3.05%, 12/15/22

      100,000          101,598  

Microsoft Corp.

        

4.00%, 2/8/21

      25,000          26,353  

3.50%, 2/12/35

      100,000          102,410  

Monsanto Co.

        

2.75%, 7/15/21

      100,000          100,608  

Morgan Stanley

        

2.80%, 6/16/20

      25,000          25,240  

5.50%, 7/28/21

      50,000          54,961  

7.25%, 4/1/32

      25,000          34,485  

NextEra Energy Capital Holdings, Inc.

        

6.00%, 3/1/19

      50,000          52,325  

3.55%, 5/1/27

      25,000          25,550  

NiSource Finance Corp.

        

4.80%, 2/15/44

      25,000          27,805  

Norfolk Southern Corp.

        

3.15%, 6/1/27

      20,000          19,895  

Oncor Electric Delivery Co. LLC

        

7.00%, 9/1/22

      20,000          23,763  

Oracle Corp.

        

5.00%, 7/8/19

      25,000          26,180  

Pacific Gas & Electric Co.

        

4.25%, 5/15/21

      100,000          105,212  

Pfizer, Inc.

        

7.20%, 3/15/39

      32,000          48,264  

Philip Morris International, Inc.

        

4.88%, 11/15/43

      87,000          97,757  

Pitney Bowes, Inc.

        

4.63%, 3/15/24

      25,000          22,594  

Plains All American Pipeline L.P.

        

3.65%, 6/1/22

      32,500          32,729  

PNC Financial Services Group, Inc. (The)

        

6.70%, 6/10/19

      25,000          26,647  

3.90%, 4/29/24

      25,000          26,238  

Procter & Gamble Co. (The)

        

3.50%, 10/25/47

      10,000          9,889  

Sabine Pass Liquefaction LLC

        

5.63%, 3/1/25

      25,000          27,554  

Santander Holdings USA, Inc.

        

4.40%, 7/13/27(b)

      25,000          25,501  

Simon Property Group L.P.

        

3.38%, 10/1/24

      104,000          106,296  

Southern California Edison Co.

        

4.65%, 10/1/43

      52,000          60,648  

Starbucks Corp.

        

2.00%, 12/5/18

      8,000          8,015  

Target Corp.

        

2.30%, 6/26/19

      10,000          10,053  

Texas Instruments, Inc.

        

2.75%, 3/12/21

      25,000          25,404  

Time Warner Cable LLC

        

6.75%, 6/15/39

      54,500          63,874  

Time Warner, Inc.

        

7.63%, 4/15/31

      20,000          27,241  

U.S. Bancorp

        

2.35%, 1/29/21

      25,000          25,081  

UnitedHealth Group, Inc.

        

2.75%, 2/15/23

      100,000          100,257  

Ventas Realty L.P.

        

4.38%, 2/1/45

      20,000          20,302  

VEREIT Operating Partnership L.P.

        

3.95%, 8/15/27

      20,000          19,792  

Verizon Communications, Inc.

        

5.15%, 9/15/23

      50,000          55,378  

4.52%, 9/15/48

      25,000          24,428  

Wal-Mart Stores, Inc.

        

1.95%, 12/15/18

      10,000          10,023  

Walt Disney Co. (The)

        

5.50%, 3/15/19

      20,000          20,882  

Waste Management, Inc.

        

3.90%, 3/1/35

      20,000          20,800  

Wells Fargo & Co.

        

4.13%, 8/15/23

      75,000          78,992  

4.90%, 11/17/45

      50,000          55,568  

Williams Partners L.P.

        

4.90%, 1/15/45

      15,000          15,632  

Wyndham Worldwide Corp.

        

4.25%, 3/1/22

      50,000          51,077  

Xerox Corp.

        

4.07%, 3/17/22

      43,000          43,347  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

6.75%, 12/15/39

    $ 15,000        $ 15,382  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $5,192,633)

           5,255,244  
       

 

 

  
FOREIGN CORPORATE BONDS - 3.9%        
Australia - 0.2%        

Westpac Banking Corp.

        

2.25%, 1/17/19

      20,000          20,058  

2.15%, 3/6/20

      25,000          24,965  
       

 

 

  
Total Australia           45,023  
       

 

 

  
Belgium - 0.3%        

Anheuser-Busch InBev Finance, Inc.

        

2.65%, 2/1/21

      50,000          50,433  

3.30%, 2/1/23

      25,000          25,662  
       

 

 

  
Total Belgium           76,095  
       

 

 

  
Brazil - 0.3%        

Vale Overseas Ltd.

        

5.88%, 6/10/21(d)

      50,000          54,938  
       

 

 

  
Canada - 0.4%        

Nexen Energy ULC

        

6.40%, 5/15/37

      13,000          16,834  

Royal Bank of Canada

        

2.15%, 3/6/20

      25,000          24,944  

4.65%, 1/27/26

      25,000          26,835  

TELUS Corp.

        

3.70%, 9/15/27

      20,000          20,442  
       

 

 

  
Total Canada           89,055  
       

 

 

  
France - 0.1%        

Orange S.A.

        

1.63%, 11/3/19

      25,000          24,731  
       

 

 

  
Germany - 0.1%        

Deutsche Bank AG

        

4.10%, 1/13/26

      25,000          25,479  
       

 

 

  
Mexico - 0.7%        

Petroleos Mexicanos

        

6.00%, 3/5/20

      96,000          102,504  

6.50%, 3/13/27(b)

      50,000          55,200  
       

 

 

  
Total Mexico           157,704  
       

 

 

  
Netherlands - 0.6%        

Cooperatieve Rabobank UA

        

4.50%, 1/11/21

      20,000          21,262  

Shell International Finance B.V.

        

4.38%, 3/25/20

      100,000          104,844  
       

 

 

  
Total Netherlands           126,106  
       

 

 

  
Norway - 0.1%        

Statoil ASA

        

3.95%, 5/15/43

      15,000          15,320  
       

 

 

  
Switzerland - 0.4%        

Credit Suisse AG

        

5.40%, 1/14/20

      25,000          26,448  

Novartis Capital Corp.

        

3.10%, 5/17/27

      25,000          25,370  

Tyco Electronics Group S.A.

        

2.38%, 12/17/18

      25,000          25,090  
       

 

 

  
Total Switzerland           76,908  
       

 

 

  
United Kingdom - 0.7%        

BAT Capital Corp.

        

3.56%, 8/15/27(b)

      25,000          25,025  

4.39%, 8/15/37(b)

      25,000          25,913  

HSBC Holdings PLC

        

5.10%, 4/5/21

      96,000          103,614  
       

 

 

  
Total United Kingdom          154,552  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $842,479)

           845,911  
       

 

 

  
FOREIGN GOVERNMENT AGENCIES - 0.9%        
Canada - 0.4%        

Province of Ontario Canada

        

2.50%, 4/27/26

      50,000          49,034  

Province of Quebec Canada

        

2.38%, 1/31/22

      50,000          49,959  
       

 

 

  
Total Canada           98,993  
       

 

 

  
Germany - 0.5%        

Kreditanstalt fuer Wiederaufbau

        

4.88%, 6/17/19

      100,000          104,513  
       

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $205,570)

           203,506  
       

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 1.5%        
Colombia - 0.3%        

Colombia Government International Bond

        

11.75%, 2/25/20

      25,000          30,281  

8.13%, 5/21/24

      25,000          31,906  
       

 

 

  
Total Colombia           62,187  
       

 

 

  
Hungary - 0.3%        

Hungary Government International Bond

        

5.75%, 11/22/23

      26,000          29,876  

7.63%, 3/29/41

      26,000          40,344  
       

 

 

  
Total Hungary           70,220  
       

 

 

  
Italy - 0.3%        

Republic of Italy Government International Bond

        

5.38%, 6/15/33

      56,000          65,594  
       

 

 

  
Mexico - 0.4%        

Mexico Government International Bond

        

4.00%, 10/2/23

      81,000          85,374  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  
Philippines - 0.2%        

Philippine Government International Bond

        

9.50%, 2/2/30

    $ 26,000        $ 41,160  
       

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $319,077)

           324,535  
       

 

 

  
SUPRANATIONAL BONDS - 0.4%        

Asian Development Bank

        

1.75%, 3/21/19

      10,000          9,990  

1.88%, 4/12/19

      10,000          10,005  

Corporacion Andina de Fomento

        

4.38%, 6/15/22

      25,000          26,823  

European Investment Bank

        

1.57%, 3/15/19

      10,000          10,004  

1.87%, 6/17/19

      10,000          9,981  

Inter-American Development Bank

        

3.88%, 9/17/19

      10,000          10,345  

International Bank for Reconstruction & Development

        

1.88%, 3/15/19, Series GDIF

      10,000          10,008  
       

 

 

  

TOTAL SUPRANATIONAL BONDS

(Cost: $87,419)

           87,156  
       

 

 

  
COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.2%        
United States - 2.2%        

COMM Mortgage Trust

        

3.60%, 5/10/47, Series 2014-CR17, Class ASB

      35,000          36,369  

3.08%, 2/10/48, Series 2015-DC1, Class A4

      50,000          50,143  

JPMBB Commercial Mortgage Securities Trust

        

3.05%, 4/15/47, Series 2014-C19, Class A2

      119,928          121,303  

JPMorgan Chase Commercial Mortgage Securities Trust

        

2.67%, 1/15/46, Series 2013-C13, Class A2

      28,655          28,791  

Morgan Stanley Bank of America Merrill Lynch Trust

        

3.53%, 12/15/47, Series 2014-C19, Class A4

      25,000          25,907  

3.07%, 2/15/48, Series 2015-C20, Class ASB

      60,000          61,016  

Wells Fargo Commercial Mortgage Trust

        

3.10%, 6/15/49, Series 2016-C34, Class A4

      95,000          94,937  

WFRBS Commercial Mortgage Trust

        

4.02%, 12/15/46, Series 2013-C17, Class A4

      45,000          47,785  
       

 

 

  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $470,593)

           466,251  
       

 

 

  
MUNICIPAL BONDS - 0.5%        
United States - 0.5%        

New Jersey Turnpike Authority

        

7.10%, 1/1/41

      50,000          73,855  

State of California

        

7.55%, 4/1/39

      20,000          31,030  
       

 

 

  

TOTAL MUNICIPAL BONDS

(Cost: $100,170)

           104,885  
       

 

 

  
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          49,537  

Honda Auto Receivables Owner Trust

        

1.21%, 12/18/20, Series 2016-4, Class A3

      40,000          39,636  

World Financial Network Credit Card Master Trust

        

2.03%, 4/15/25, Series 2016-A, Class A

      17,000          16,723  
       

 

 

  

TOTAL ASSET-BACKED SECURITIES

(Cost: $106,231)

           105,896  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 96.6%

(Cost: $20,893,017)

           20,930,256  

Other Assets less Liabilities - 3.4%

           743,723  
       

 

 

  
NET ASSETS - 100.0%         $ 21,673,979  
       

 

 

  

 

(a) 

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

(b) 

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

(c) 

Rate shown reflects the accrual rate as of November 30, 2017 on securities with variable or step rates.

(d) 

Security, or portion thereof, was on loan at November 30, 2017 (See Note 2). At November 30, 2017, the total market value of the Fund’s securities on loan was $49,444 and the total market value of the collateral held by the Fund was $51,596. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $51,596.

3-month USD LIBOR – 3-month USD London Interbank Offered Rate as of November 30, 2017 is 1.487%.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

November 30, 2017

 

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

 

Short Exposure

    Contracts      Expiration
Date		      Notional
Amount1		     Unrealized
Appreciation/
(Depreciation)		  

5 Year U.S. Treasury Note

      23        3/29/18      $ (2,675,906 )    $ 7,342  

U.S. Treasury Ultra Long Term Bond

      26        3/20/18        (4,286,750 )      31,891  

Ultra 10 Year U.S. Treasury Note

      121        3/20/18        (16,113,797 )      121,485  
        

 

 

    

 

 

  
         $ (23,076,453 )    $ 160,718  
        

 

 

    

 

 

  

 

1 

“Notional Amount” represents the current notional value of the futures contract.

† 

As of November 30, 2017, cash collateral posted by the Fund with the broker for futures contracts was $318,996.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

U.S. GOVERNMENT AGENCIES - 24.4%

        

Federal Home Loan Mortgage Corporation - 9.5%

        

5.00%, 6/1/37

    $ 4,205        $ 4,578  

5.50%, 2/1/40

      15,530          17,233  

4.00%, 11/1/40

      28,969          30,399  

5.50%, 6/1/41

      468,013          519,178  

5.00%, 7/1/41

      14,091          15,349  

3.50%, 1/1/44

      261,711          269,714  

3.00%, 2/1/44

      296,595          297,274  

3.50%, 5/1/44

      129,958          133,602  

4.50%, 5/1/44

      26,133          27,825  

3.50%, 7/1/44

      136,146          140,035  

4.50%, 7/1/44

      307,419          327,294  

3.50%, 10/1/44

      46,329          47,597  

3.50%, 1/1/45

      132,880          136,355  

4.00%, 3/1/45

      27,930          29,197  

3.00%, 4/1/45

      38,394          38,358  

3.00%, 5/1/45

      156,196          156,063  

3.50%, 6/1/45

      137,601          141,200  

4.00%, 6/1/45

      123,088          128,672  

3.00%, 7/1/45

      40,121          40,090  

3.00%, 8/1/45

      162,036          161,916  

3.50%, 8/1/45

      419,499          430,469  

4.00%, 9/1/45

      243,602          254,640  

4.00%, 10/1/45

      274,747          287,196  

3.50%, 11/1/45

      146,914          150,756  

4.00%, 11/1/45

      203,212          212,420  

3.00%, 12/1/45

      162,401          162,312  

4.50%, 12/1/45

      450,998          480,207  

4.00%, 2/1/46

      220,462          230,451  

3.50%, 3/1/46

      334,415          343,160  

3.50%, 4/1/46

      444,603          456,229  

3.50%, 5/1/46

      479,294          491,827  

3.00%, 6/1/46

      178,716          178,618  

3.50%, 6/1/46

      486,320          499,037  

3.00%, 9/1/46

      459,270          459,019  

3.50%, 9/1/46

      370,549          380,239  

3.50%, 10/1/46

      137,442          141,037  

3.00%, 11/1/46

      1,256,898          1,256,019  

4.00%, 11/1/46

      85,990          89,897  

3.00%, 12/1/46

      623,860          623,382  

3.50%, 12/1/46

      938,605          963,149  

3.00%, 1/1/47

      391,583          391,308  

4.00%, 1/1/47

      377,803          394,998  

3.00%, 2/1/47

      286,421          286,106  

4.00%, 2/1/47

      355,568          371,720  

3.00%, 4/1/47

      290,269          289,975  

3.50%, 4/1/47

      286,543          294,036  

4.00%, 4/1/47

      373,378          390,296  

3.50%, 5/1/47

      495,793          508,758  

4.00%, 5/1/47

      324,902          339,623  

4.50%, 5/1/47

      89,908          95,605  

3.00%, 7/1/47

      294,414          294,025  

4.00%, 7/1/47

      482,427          504,637  

3.50%, 9/1/47

      444,726          456,355  

3.00%, 10/1/47

      397,671          397,207  

2.50%, 12/1/47(a)

      100,000          96,211  

3.00%, 12/1/47(a)

      1,450,000          1,446,067  

3.50%, 12/1/47(a)

      1,950,000          1,998,291  

4.00%, 12/1/47(a)

      1,350,000          1,410,031  

4.50%, 12/1/47(a)

      750,000          797,316  

5.00%, 12/1/47(a)

      700,000          755,156  

5.50%, 12/1/47(a)

      275,000          301,457  
       

 

 

  
Total Federal Home Loan Mortgage Corporation           22,571,171  
       

 

 

  

Federal National Mortgage Association - 14.9%

        

5.00%, 5/1/38

      24,138          26,180  

5.50%, 6/1/38

      193,863          215,287  

5.50%, 11/1/38

      4,871          5,403  

5.50%, 10/1/39

      208,036          230,442  

5.50%, 4/1/40

      26,598          29,643  

4.00%, 10/1/40

      308,717          324,192  

4.50%, 2/1/41

      144,494          154,763  

5.50%, 9/1/41

      105,966          117,585  

4.00%, 12/1/42

      227,960          239,323  

2.50%, 3/1/43

      32,388          31,329  

3.00%, 5/1/43

      312,437          313,486  

3.50%, 5/1/43

      79,399          81,686  

4.00%, 6/1/43

      218,740          229,618  

3.00%, 7/1/43

      40,103          40,233  

4.00%, 8/1/43

      116,714          122,268  

4.00%, 9/1/43

      308,609          323,465  

4.50%, 9/1/43

      53,051          56,877  

3.50%, 10/1/43

      455,811          468,595  

4.00%, 5/1/44

      26,420          27,655  

4.50%, 5/1/44

      311,810          332,407  

3.50%, 6/1/44

      383,477          395,156  

4.00%, 7/1/44

      29,746          31,128  

4.00%, 8/1/44

      147,155          153,993  

4.00%, 10/1/44

      467,590          489,300  

4.00%, 11/1/44

      23,409          24,494  

3.00%, 1/1/45

      15,908          15,905  

3.50%, 2/1/45

      526,956          540,898  

4.00%, 2/1/45

      126,516          132,386  

3.00%, 4/1/45

      384,748          384,579  

3.00%, 5/1/45

      134,983          134,871  

3.00%, 6/1/45

      325,925          325,740  

3.50%, 6/1/45

      150,561          154,544  

3.50%, 7/1/45

      74,621          76,595  

3.50%, 9/1/45

      353,472          362,823  

4.00%, 9/1/45

      165,510          173,100  

3.00%, 10/1/45

      158,493          158,321  

3.50%, 10/1/45

      275,805          283,102  

3.00%, 11/1/45

      153,870          153,664  

3.50%, 11/1/45

      155,812          159,934  

4.00%, 11/1/45

      374,260          391,382  

3.00%, 12/1/45

      158,876          158,630  

3.50%, 12/1/45

      1,046,566          1,074,253  

4.00%, 12/1/45

      560,655          586,307  

3.00%, 2/1/46

      352,686          352,140  

3.50%, 3/1/46

      267,554          274,633  

4.00%, 3/1/46

      391,946          409,836  

3.50%, 4/1/46

      1,238,481          1,271,247  

4.00%, 4/1/46

      228,570          239,048  

3.50%, 5/1/46

      606,070          622,104  

4.50%, 5/1/46

      146,776          156,210  

3.00%, 6/1/46

      150,661          150,428  

3.50%, 6/1/46

      336,117          345,009  

4.50%, 6/1/46

      313,925          334,201  

3.50%, 7/1/46

      1,112,881          1,142,323  

2.50%, 8/1/46

      24,576          23,672  

 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

2.50%, 9/1/46

    $ 23,832        $ 22,956  

3.00%, 9/1/46

      276,416          275,988  

3.00%, 10/1/46

      1,105,969          1,104,470  

4.00%, 10/1/46

      259,171          271,076  

3.00%, 11/1/46

      928,584          927,414  

3.50%, 11/1/46

      273,667          280,907  

3.00%, 12/1/46

      335,572          335,053  

4.00%, 12/1/46

      324,438          339,358  

3.00%, 1/1/47

      628,419          627,446  

4.50%, 1/1/47

      369,964          393,870  

3.00%, 2/1/47

      335,828          335,308  

3.50%, 2/1/47

      497,470          510,632  

3.00%, 3/1/47

      336,886          336,364  

4.00%, 3/1/47

      319,761          334,400  

4.50%, 3/1/47

      252,344          268,649  

3.00%, 4/1/47

      384,058          383,463  

3.00%, 5/1/47

      388,846          388,244  

3.50%, 5/1/47

      39,285          40,324  

4.00%, 5/1/47

      400,063          418,450  

3.50%, 6/1/47

      429,332          440,690  

4.00%, 6/1/47

      743,774          777,847  

3.00%, 8/1/47

      507,268          506,482  

3.50%, 8/1/47

      490,360          503,333  

3.00%, 10/1/47

      422,089          421,435  

4.00%, 10/1/47

      482,543          504,527  

3.50%, 11/1/47

      498,169          511,348  

2.50%, 12/1/47(a)

      150,000          144,340  

3.00%, 12/1/47(a)

      1,700,000          1,695,249  

3.50%, 12/1/47(a)

      2,350,000          2,408,653  

4.00%, 12/1/47(a)

      1,550,000          1,618,980  

4.50%, 12/1/47(a)

      1,150,000          1,223,280  

5.00%, 12/1/47(a)

      975,000          1,054,219  

5.50%, 12/1/47(a)

      800,000          880,403  
       

 

 

  
Total Federal National Mortgage Association           35,337,551  
       

 

 

  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $58,104,799)

           57,908,722  
       

 

 

  

U.S. GOVERNMENT OBLIGATIONS - 14.4%

        

U.S. Treasury Bonds - 2.8%

        

U.S. Treasury Bond

        

8.75%, 5/15/20

      380,000          443,687  

8.75%, 8/15/20

      800,000          946,031  

8.13%, 5/15/21

      1,250,000          1,506,983  

8.13%, 8/15/21

      800,000          974,906  

8.00%, 11/15/21

      400,000          490,820  

7.25%, 8/15/22

      700,000          860,946  

7.63%, 11/15/22

      100,000          125,787  

6.75%, 8/15/26

      250,000          336,289  

6.63%, 2/15/27

      450,000          608,265  

6.38%, 8/15/27

      200,000          268,879  
       

 

 

  
Total U.S. Treasury Bonds           6,562,593  
       

 

 

  

U.S. Treasury Notes - 11.6%

        

U.S. Treasury Note

        

3.75%, 11/15/18

      400,000          407,773  

1.25%, 1/31/19

      750,000          746,074  

1.50%, 5/31/19

      5,110,000          5,090,438  

0.75%, 8/15/19

      275,000          270,311  

1.50%, 10/31/19

      400,000          397,820  

1.25%, 1/31/20

      500,000          494,023  

1.13%, 4/30/20

      1,550,000          1,523,632  

1.38%, 4/30/20

      1,000,000          988,792  

1.63%, 7/31/20

      200,000          198,707  

1.38%, 9/30/20

      750,000          739,339  

1.63%, 10/15/20

      115,000          114,124  

2.13%, 1/31/21

      1,140,000          1,146,212  

2.00%, 2/28/21

      1,410,000          1,411,873  

2.00%, 2/15/22

      625,000          623,572  

1.88%, 4/30/22

      500,000          495,010  

2.00%, 7/31/22

      260,000          258,614  

1.63%, 8/15/22

      700,000          685,057  

1.88%, 10/31/22

      700,000          691,346  

1.63%, 11/15/22

      200,000          195,238  

2.13%, 12/31/22

      800,000          798,875  

1.50%, 3/31/23

      250,000          241,437  

1.75%, 5/15/23

      900,000          879,486  

2.50%, 8/15/23

      3,879,000          3,938,397  

2.38%, 8/15/24

      300,000          301,307  

2.25%, 10/31/24

      155,000          154,413  

2.25%, 11/15/25

      500,000          495,742  

1.63%, 5/15/26

      530,000          499,028  

1.50%, 8/15/26

      1,150,000          1,068,962  

2.00%, 11/15/26

      650,000          628,672  

2.25%, 2/15/27

      675,000          665,547  

2.38%, 5/15/27

      915,000          911,229  

2.25%, 8/15/27

      240,000          236,264  

2.25%, 11/15/27

      250,000          246,319  
       

 

 

  
Total U.S. Treasury Notes           27,543,633  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $34,393,121)

           34,106,226  
       

 

 

  

CORPORATE BONDS - 42.1%

        

United States - 42.1%

        

21st Century Fox America, Inc.

        

3.70%, 9/15/24

      50,000          51,636  

6.20%, 12/15/34

      100,000          123,417  

4.75%, 9/15/44

      120,000          126,547  

4.95%, 10/15/45

      300,000          326,475  

3M Co.

        

2.25%, 9/19/26

      300,000          284,571  

Abbott Laboratories

        

3.40%, 11/30/23

      241,000          245,085  

5.30%, 5/27/40

      250,000          284,767  

4.90%, 11/30/46

      100,000          111,763  

AbbVie, Inc.

        

2.50%, 5/14/20

      255,000          255,898  

2.90%, 11/6/22

      430,000          431,279  

2.85%, 5/14/23

      250,000          249,206  

4.50%, 5/14/35

      250,000          268,323  

4.45%, 5/14/46

      200,000          211,348  

Adobe Systems, Inc.

        

3.25%, 2/1/25

      30,000          30,786  

AEP Transmission Co. LLC

        

3.75%, 12/1/47(b)

      50,000          50,721  

Aetna, Inc.

        

3.88%, 8/15/47

      200,000          189,941  

Air Lease Corp.

        

2.13%, 1/15/20

      113,000          112,399  

3.88%, 4/1/21

      50,000          52,030  

3.38%, 6/1/21

      200,000          204,773  

4.25%, 9/15/24

      80,000          84,233  

Alabama Power Co.

        

3.75%, 3/1/45

      257,000          259,966  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Allergan Funding SCS

        

4.55%, 3/15/35

    $     100,000        $     103,213  

4.75%, 3/15/45

      100,000          104,987  

Allergan, Inc.

        

2.80%, 3/15/23

      170,000          166,368  

Altria Group, Inc.

        

4.00%, 1/31/24

      100,000          106,577  

2.63%, 9/16/26(c)

      220,000          212,178  

Amazon.com, Inc.

        

4.80%, 12/5/34

      150,000          173,573  

4.95%, 12/5/44

      20,000          23,560  

Ameren Corp.

        

3.65%, 2/15/26

      50,000          51,277  

American Airlines Pass Through Trust

        

3.38%, 5/1/27, Series 2015-1, Class A

      57,113          57,434  

American Campus Communities Operating Partnership L.P.

        

3.63%, 11/15/27

      15,000          14,907  

American Electric Power Co., Inc.

        

2.95%, 12/15/22, Series F

      55,000          55,499  

American International Group, Inc.

        

3.30%, 3/1/21

      180,000          184,059  

4.13%, 2/15/24

      170,000          179,612  

3.90%, 4/1/26

      100,000          103,403  

3.88%, 1/15/35

      193,000          189,437  

4.50%, 7/16/44

      100,000          105,051  

4.80%, 7/10/45

      50,000          54,795  

American Tower Corp.

        

3.30%, 2/15/21

      120,000          122,452  

3.38%, 10/15/26

      150,000          147,543  

3.55%, 7/15/27

      200,000          198,497  

American Water Capital Corp.

        

3.85%, 3/1/24

      125,000          131,824  

3.40%, 3/1/25

      250,000          256,527  

3.75%, 9/1/47

      200,000          202,120  

Ameriprise Financial, Inc.

        

4.00%, 10/15/23

      252,000          267,448  

2.88%, 9/15/26

      170,000          165,258  

Amgen, Inc.

        

2.65%, 5/11/22

      250,000          249,395  

3.63%, 5/15/22

      125,000          129,233  

3.63%, 5/22/24

      159,000          165,287  

3.13%, 5/1/25

      145,000          145,422  

4.40%, 5/1/45

      160,000          169,657  

4.66%, 6/15/51

      100,000          108,061  

Amphenol Corp.

        

2.20%, 4/1/20

      150,000          149,549  

Anadarko Petroleum Corp.

        

6.45%, 9/15/36

      130,000          157,317  

7.95%, 6/15/39

      100,000          135,130  

6.60%, 3/15/46

      102,000          128,690  

Analog Devices, Inc.

        

2.88%, 6/1/23

      28,000          27,922  

Andeavor Logistics L.P.

        

6.13%, 10/15/21

      10,000          10,306  

Anthem, Inc.

        

3.13%, 5/15/22

      80,000          80,714  

4.65%, 8/15/44

      200,000          214,766  

Aon PLC

        

3.88%, 12/15/25

      175,000          182,904  

Apache Corp.

        

2.63%, 1/15/23

      100,000          97,504  

5.10%, 9/1/40

      100,000          105,804  

Appalachian Power Co.

        

7.00%, 4/1/38

      80,000          112,983  

Archer-Daniels-Midland Co.

        

2.50%, 8/11/26

      160,000          152,025  

Arizona Public Service Co.

        

4.50%, 4/1/42

      115,000          128,015  

AT&T, Inc.

        

2.30%, 3/11/19

      25,000          25,042  

2.45%, 6/30/20

      250,000          249,594  

3.00%, 2/15/22

      25,000          25,099  

2.63%, 12/1/22

      25,000          24,532  

3.95%, 1/15/25

      310,000          316,139  

3.40%, 5/15/25

      345,000          339,512  

3.90%, 8/14/27

      450,000          448,158  

4.50%, 5/15/35

      465,000          454,777  

5.25%, 3/1/37

      200,000          209,357  

6.38%, 3/1/41

      475,000          556,857  

5.15%, 3/15/42

      350,000          356,957  

4.30%, 12/15/42

      182,000          168,772  

4.80%, 6/15/44

      25,000          24,368  

4.75%, 5/15/46

      155,000          147,690  

5.30%, 8/14/58

      425,000          420,546  

Atmos Energy Corp.

        

4.13%, 10/15/44

      200,000          213,725  

Autodesk, Inc.

        

4.38%, 6/15/25

      25,000          26,472  

AutoZone, Inc.

        

3.13%, 7/15/23

      50,000          50,158  

3.25%, 4/15/25

      50,000          49,701  

Baltimore Gas & Electric Co.

        

2.40%, 8/15/26

      290,000          273,662  

Bank of America Corp.

        

4.00%, 4/1/24

      109,000          115,170  

4.20%, 8/26/24

      250,000          262,799  

3.95%, 4/21/25, Series L

      450,000          463,341  

4.45%, 3/3/26

      50,000          53,173  

3.82%, 1/20/28, (3.824% fixed rate until 1/20/27; 3-month USD LIBOR + 1.575% thereafter )(d)

      100,000          103,202  

3.59%, 7/21/28, (3.593% fixed rate until 7/21/27; 3-month USD LIBOR + 1.370% thereafter )(d)

      300,000          304,467  

6.11%, 1/29/37

      467,000          589,749  

5.88%, 2/7/42

      200,000          257,860  

Baxalta, Inc.

        

2.88%, 6/23/20

      100,000          100,779  

4.00%, 6/23/25

      100,000          102,927  

Baxter International, Inc.

        

2.60%, 8/15/26

      190,000          181,545  

Becton Dickinson and Co.

        

3.36%, 6/6/24

      90,000          90,084  

Bed Bath & Beyond, Inc.

        

4.92%, 8/1/34

      100,000          88,751  

5.17%, 8/1/44

      75,000          63,607  

Berkshire Hathaway Energy Co.

        

3.75%, 11/15/23

      125,000          130,887  

4.50%, 2/1/45

      100,000          110,472  

Biogen, Inc.

        

2.90%, 9/15/20

      70,000          71,031  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

5.20%, 9/15/45

    $     152,000        $     174,985  

BlackRock, Inc.

        

3.50%, 3/18/24

      25,000          26,054  

Boeing Co. (The)

        

2.85%, 10/30/24

      35,000          35,310  

2.25%, 6/15/26

      50,000          47,758  

6.88%, 3/15/39

      50,000          72,845  

5.88%, 2/15/40

      200,000          265,598  

BorgWarner, Inc.

        

4.38%, 3/15/45

      128,000          131,572  

Boston Properties L.P.

        

4.13%, 5/15/21

      200,000          209,981  

3.13%, 9/1/23

      23,000          23,242  

Boston Scientific Corp.

        

3.85%, 5/15/25

      300,000          310,419  

Brighthouse Financial, Inc.

        

3.70%, 6/22/27(b)

      90,000          87,667  

4.70%, 6/22/47(b)

      100,000          98,108  

Brixmor Operating Partnership L.P.

        

3.25%, 9/15/23

      190,000          186,425  

Broadcom Corp.

        

3.63%, 1/15/24(b)

      100,000          99,039  

Brown-Forman Corp.

        

4.50%, 7/15/45

      25,000          27,899  

Burlington Northern Santa Fe LLC

        

3.75%, 4/1/24

      50,000          52,773  

3.00%, 4/1/25

      71,000          71,602  

3.65%, 9/1/25

      120,000          125,755  

6.15%, 5/1/37

      73,000          96,370  

5.75%, 5/1/40

      125,000          159,869  

4.40%, 3/15/42

      10,000          11,000  

4.90%, 4/1/44

      160,000          188,255  

4.15%, 4/1/45

      73,000          78,440  

4.13%, 6/15/47

      130,000          138,813  

Capital One Financial Corp.

        

4.75%, 7/15/21

      15,000          16,125  

3.75%, 4/24/24

      100,000          102,989  

3.20%, 2/5/25

      145,000          143,700  

Cardinal Health, Inc.

        

3.41%, 6/15/27

      75,000          73,516  

4.37%, 6/15/47

      150,000          148,146  

Caterpillar Financial Services Corp.

        

2.40%, 8/9/26

      190,000          182,048  

Caterpillar, Inc.

        

3.80%, 8/15/42

      450,000          469,511  

CBOE Global Markets, Inc.

        

1.95%, 6/28/19

      55,000          54,730  

CBRE Services, Inc.

        

4.88%, 3/1/26

      153,000          165,423  

CBS Corp.

        

3.50%, 1/15/25

      150,000          150,440  

4.00%, 1/15/26

      50,000          51,040  

2.90%, 1/15/27

      12,000          11,225  

4.90%, 8/15/44

      150,000          154,337  

CC Holdings GS V LLC

        

3.85%, 4/15/23

      410,000          424,034  

Celgene Corp.

        

3.88%, 8/15/25

      320,000          330,050  

5.00%, 8/15/45

      100,000          110,485  

CenterPoint Energy Houston Electric LLC

        

2.40%, 9/1/26, Series Z

      190,000          180,128  

Charter Communications Operating LLC

        

4.46%, 7/23/22

      200,000          208,727  

4.91%, 7/23/25

      450,000          476,129  

4.20%, 3/15/28

      150,000          147,875  

6.48%, 10/23/45

      125,000          144,239  

Chubb Corp. (The)

        

6.00%, 5/11/37

      51,000          67,341  

Cigna Corp.

        

4.00%, 2/15/22

      200,000          209,251  

3.25%, 4/15/25

      250,000          250,131  

Cintas Corp. No 2

        

2.90%, 4/1/22

      425,000          430,010  

Cisco Systems, Inc.

        

2.20%, 9/20/23

      100,000          97,706  

3.63%, 3/4/24

      247,000          260,749  

2.95%, 2/28/26

      200,000          199,866  

Citigroup, Inc.

        

2.55%, 4/8/19

      170,000          170,982  

4.05%, 7/30/22

      172,000          179,483  

3.30%, 4/27/25

      200,000          201,496  

5.50%, 9/13/25

      200,000          225,403  

4.45%, 9/29/27

      400,000          420,890  

3.89%, 1/10/28, (3.887% fixed rate until 1/10/27; 3-month USD LIBOR + 1.563% thereafter)(d)

      200,000          205,709  

3.67%, 7/24/28, (3.668% fixed rate until 7/24/27; 3-month USD LIBOR + 1.390% thereafter)(d)

      70,000          71,018  

4.13%, 7/25/28

      150,000          154,102  

3.52%, 10/27/28, (3-month USD LIBOR + 1.151%)(d)

      300,000          300,340  

8.13%, 7/15/39

      220,000          344,405  

4.28%, 4/24/48, (4.281% fixed rate until 4/24/47; 3-month USD LIBOR + 1.839% thereafter)(d)

      250,000          264,681  

CNH Industrial Capital LLC

        

4.38%, 4/5/22

      160,000          167,270  

Columbia Property Trust Operating Partnership L.P.

        

4.15%, 4/1/25

      150,000          152,849  

Comcast Corp.

        

2.75%, 3/1/23

      50,000          50,132  

3.60%, 3/1/24

      300,000          312,598  

3.15%, 3/1/26

      245,000          245,643  

2.35%, 1/15/27

      25,000          23,420  

3.15%, 2/15/28

      70,000          69,394  

4.20%, 8/15/34

      110,000          116,572  

6.45%, 3/15/37

      180,000          239,735  

6.95%, 8/15/37(c)

      100,000          137,049  

4.65%, 7/15/42

      25,000          27,369  

4.60%, 8/15/45

      20,000          21,805  

4.00%, 8/15/47

      250,000          251,106  

Connecticut Light & Power Co. (The)

        

2.50%, 1/15/23

      100,000          99,386  

ConocoPhillips

        

6.50%, 2/1/39

      230,000          312,113  

ConocoPhillips Co.

        

2.40%, 12/15/22

      160,000          158,184  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

4.30%, 11/15/44(c)

    $ 25,000        $ 26,456  

Consolidated Edison Co. of New York, Inc.

        

6.75%, 4/1/38, Series 08-B

      25,000          35,509  

3.88%, 6/15/47, Series 2017

      100,000          102,957  

Constellation Brands, Inc.

        

3.70%, 12/6/26

      155,000          158,801  

Continental Airlines Pass Through Trust

        

4.00%, 10/29/24, Series 2012-2, Class A

      27,910          29,193  

CSX Corp.

        

4.25%, 6/1/21

      30,000          31,662  

3.40%, 8/1/24

      25,000          25,702  

3.35%, 11/1/25(c)

      30,000          30,573  

3.25%, 6/1/27

      130,000          129,727  

4.10%, 3/15/44

      60,000          61,252  

4.50%, 8/1/54

      100,000          104,706  

Cummins, Inc.

        

3.65%, 10/1/23

      20,000          20,967  

CVS Health Corp.

        

4.00%, 12/5/23

      175,000          182,480  

3.88%, 7/20/25

      178,000          182,286  

4.88%, 7/20/35

      50,000          54,308  

DDR Corp.

        

3.38%, 5/15/23(c)

      140,000          137,571  

3.63%, 2/1/25

      50,000          48,709  

Dell International LLC

        

3.48%, 6/1/19(b)

      322,000          326,229  

4.42%, 6/15/21(b)

      280,000          292,575  

5.45%, 6/15/23(b)

      150,000          161,975  

6.02%, 6/15/26(b)

      80,000          88,090  

8.35%, 7/15/46(b)

      100,000          126,220  

Delta Air Lines, Inc.

        

2.88%, 3/13/20

      150,000          151,105  

Devon Energy Corp.

        

3.25%, 5/15/22

      89,000          90,574  

5.60%, 7/15/41

      100,000          115,386  

Discover Financial Services

        

3.75%, 3/4/25

      210,000          211,741  

Discovery Communications LLC

        

6.35%, 6/1/40

      100,000          114,325  

4.88%, 4/1/43

      10,000          9,620  

Dominion Energy, Inc.

        

4.70%, 12/1/44

      100,000          110,846  

Dow Chemical Co. (The)

        

4.25%, 11/15/20

      226,000          236,857  

3.50%, 10/1/24

      385,000          396,844  

5.25%, 11/15/41

      30,000          34,268  

4.63%, 10/1/44

      80,000          85,996  

DTE Energy Co.

        

3.30%, 6/15/22, Series B

      150,000          152,625  

Duke Energy Carolinas LLC

        

6.05%, 4/15/38

      125,000          167,316  

Duke Energy Corp.

        

2.65%, 9/1/26

      250,000          238,954  

3.15%, 8/15/27

      50,000          49,494  

4.80%, 12/15/45

      220,000          249,604  

Duke Energy Florida LLC

        

3.20%, 1/15/27

      55,000          55,664  

3.40%, 10/1/46

      84,000          80,271  

Duke Energy Indiana LLC

        

6.12%, 10/15/35

      10,000          13,019  

Eastman Chemical Co.

        

3.80%, 3/15/25

      38,000          39,590  

4.65%, 10/15/44

      100,000          107,258  

Eaton Corp.

        

3.10%, 9/15/27

      200,000          196,523  

Ecolab, Inc.

        

4.35%, 12/8/21

      20,000          21,340  

2.70%, 11/1/26

      175,000          167,994  

EI du Pont de Nemours & Co.

        

2.80%, 2/15/23

      275,000          276,148  

5.60%, 12/15/36

      13,000          15,767  

4.15%, 2/15/43

      20,000          20,488  

Eli Lilly & Co.

        

2.75%, 6/1/25

      170,000          170,108  

3.70%, 3/1/45

      125,000          124,875  

Enable Midstream Partners L.P.

        

2.40%, 5/15/19

      184,000          183,037  

Energy Transfer L.P.

        

4.65%, 6/1/21

      200,000          210,649  

4.75%, 1/15/26

      200,000          208,060  

7.50%, 7/1/38

      40,000          49,494  

6.13%, 12/15/45

      180,000          194,048  

Entergy Corp.

        

2.95%, 9/1/26

      190,000          184,435  

Entergy Louisiana LLC

        

4.05%, 9/1/23

      175,000          186,473  

4.95%, 1/15/45

      72,000          75,168  

Enterprise Products Operating LLC

        

3.90%, 2/15/24

      100,000          104,026  

5.95%, 2/1/41

      100,000          121,207  

4.85%, 8/15/42

      200,000          213,315  

4.90%, 5/15/46

      101,000          109,289  

5.25%, 8/16/77, Series E^(d)

      425,000          426,288  

EQT Corp.

        

3.90%, 10/1/27

      25,000          24,587  

ERP Operating L.P.

        

3.25%, 8/1/27

      300,000          299,258  

Eversource Energy

        

2.90%, 10/1/24, Series L

      50,000          49,627  

Exelon Corp.

        

5.10%, 6/15/45

      100,000          115,909  

4.45%, 4/15/46

      200,000          214,329  

Exelon Generation Co. LLC

        

5.60%, 6/15/42

      55,000          57,919  

Expedia, Inc.

        

5.00%, 2/15/26

      200,000          214,882  

Express Scripts Holding Co.

        

4.75%, 11/15/21

      161,000          172,201  

3.00%, 7/15/23

      80,000          79,140  

6.13%, 11/15/41

      21,000          25,319  

Federal Realty Investment Trust

        

4.50%, 12/1/44

      100,000          106,425  

FedEx Corp.

        

2.63%, 8/1/22

      61,000          61,302  

4.00%, 1/15/24

      20,000          21,315  

3.88%, 8/1/42

      220,000          213,479  

4.10%, 4/15/43

      100,000          100,853  

4.55%, 4/1/46

      40,000          42,796  

Fidelity National Information Services, Inc.

        

5.00%, 10/15/25

      201,000          221,808  

3.00%, 8/15/26

      50,000          48,166  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Fifth Third Bancorp

        

4.30%, 1/16/24

    $     200,000        $     212,304  

8.25%, 3/1/38

      100,000          151,052  

FirstEnergy Corp.

        

2.85%, 7/15/22, Series A

      300,000          298,288  

3.90%, 7/15/27, Series B

      100,000          102,238  

7.38%, 11/15/31, Series C

      100,000          133,623  

4.85%, 7/15/47, Series C

      210,000          227,440  

Ford Motor Co.

        

7.45%, 7/16/31

      150,000          195,036  

4.75%, 1/15/43

      105,000          104,401  

Ford Motor Credit Co. LLC

        

8.13%, 1/15/20

      100,000          111,421  

5.88%, 8/2/21

      200,000          221,212  

4.25%, 9/20/22

      200,000          209,989  

3.10%, 5/4/23

      200,000          198,604  

4.13%, 8/4/25

      200,000          205,979  

3.82%, 11/2/27

      200,000          199,386  

Fortive Corp.

        

3.15%, 6/15/26

      50,000          49,670  

Franklin Resources, Inc.

        

2.85%, 3/30/25

      145,000          143,838  

GATX Corp.

        

3.25%, 3/30/25

      45,000          45,160  

General Dynamics Corp.

        

2.13%, 8/15/26

      125,000          116,842  

General Motors Co.

        

4.00%, 4/1/25

      105,000          106,715  

4.20%, 10/1/27

      100,000          101,873  

5.15%, 4/1/38

      250,000          263,035  

6.75%, 4/1/46

      275,000          341,111  

General Motors Financial Co., Inc.

        

4.00%, 1/15/25

      100,000          102,047  

4.30%, 7/13/25

      295,000          305,535  

4.00%, 10/6/26

      100,000          101,076  

Genpact Luxembourg Sarl

        

3.70%, 4/1/22(b)

      130,000          129,620  

Georgia Power Co.

        

4.30%, 3/15/42

      100,000          103,894  

Georgia-Pacific LLC

        

7.75%, 11/15/29

      100,000          139,266  

Gilead Sciences, Inc.

        

3.65%, 3/1/26

      260,000          269,550  

4.60%, 9/1/35

      100,000          110,588  

5.65%, 12/1/41

      100,000          124,708  

Goldman Sachs Group, Inc. (The)

        

3.50%, 1/23/25

      550,000          557,158  

4.25%, 10/21/25

      207,000          216,575  

3.85%, 1/26/27

      150,000          153,269  

6.13%, 2/15/33

      40,000          50,583  

6.75%, 10/1/37

      200,000          264,282  

4.02%, 10/31/38^(d)

      200,000          204,294  

6.25%, 2/1/41

      100,000          133,210  

Halliburton Co.

        

3.80%, 11/15/25

      100,000          103,201  

4.85%, 11/15/35

      200,000          219,386  

7.45%, 9/15/39

      150,000          211,013  

5.00%, 11/15/45

      100,000          109,530  

Harris Corp.

        

3.83%, 4/27/25

      150,000          155,333  

4.85%, 4/27/35

      67,000          74,275  

Hasbro, Inc.

        

6.35%, 3/15/40

      156,000          188,871  

HCP, Inc.

        

2.63%, 2/1/20

      150,000          150,735  

4.00%, 6/1/25

      100,000          103,052  

Hershey Co. (The)

        

2.30%, 8/15/26

      370,000          346,681  

Hess Corp.

        

4.30%, 4/1/27

      40,000          39,910  

6.00%, 1/15/40

      100,000          108,225  

5.80%, 4/1/47

      200,000          215,304  

Hewlett Packard Enterprise Co.

        

4.90%, 10/15/25

      100,000          104,305  

6.35%, 10/15/45

      160,000          164,377  

Hexcel Corp.

        

3.95%, 2/15/27

      150,000          152,692  

Historic TW, Inc.

        

6.95%, 1/15/28

      13,000          16,324  

Home Depot, Inc. (The)

        

3.00%, 4/1/26

      80,000          79,999  

2.80%, 9/14/27

      150,000          147,102  

5.88%, 12/16/36

      150,000          199,020  

4.20%, 4/1/43

      25,000          26,825  

4.40%, 3/15/45

      150,000          165,614  

3.90%, 6/15/47

      230,000          236,718  

Honeywell International, Inc.

        

2.50%, 11/1/26

      415,000          397,912  

Hospitality Properties Trust

        

3.95%, 1/15/28

      15,000          14,670  

HP, Inc.

        

4.38%, 9/15/21

      330,000          348,518  

HSBC Bank USA NA

        

5.88%, 11/1/34

      250,000          317,771  

Hudson Pacific Properties L.P.

        

3.95%, 11/1/27

      175,000          174,126  

Illinois Tool Works, Inc.

        

3.50%, 3/1/24

      35,000          36,572  

2.65%, 11/15/26

      119,000          116,074  

Ingersoll-Rand Global Holding Co., Ltd.

        

4.25%, 6/15/23

      152,000          162,312  

Intel Corp.

        

2.70%, 12/15/22

      168,000          169,165  

3.70%, 7/29/25

      513,000          540,457  

2.60%, 5/19/26

      300,000          292,978  

4.10%, 5/19/46

      60,000          63,909  

Intercontinental Exchange, Inc.

        

4.00%, 10/15/23

      25,000          26,622  

3.75%, 12/1/25

      585,000          616,258  

3.10%, 9/15/27

      25,000          24,925  

International Business Machines Corp.

        

7.00%, 10/30/25

      250,000          321,157  

3.30%, 1/27/27

      150,000          153,012  

4.00%, 6/20/42

      130,000          135,181  

4.70%, 2/19/46(c)

      170,000          196,416  

International Flavors & Fragrances, Inc.

        

4.38%, 6/1/47

      60,000          62,574  

International Lease Finance Corp.

        

5.88%, 4/1/19

      10,000          10,448  

8.25%, 12/15/20

      150,000          172,837  

8.63%, 1/15/22

      140,000          169,468  

International Paper Co.

        

3.80%, 1/15/26

      355,000          366,846  

6.00%, 11/15/41

      75,000          93,102  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

4.80%, 6/15/44

    $ 20,000        $ 21,608  

Jefferies Group LLC

        

8.50%, 7/15/19

      115,000          125,828  

6.88%, 4/15/21

      70,000          78,677  

4.85%, 1/15/27

      145,000          152,718  

JM Smucker Co. (The)

        

4.25%, 3/15/35

      75,000          78,058  

John Deere Capital Corp.

        

2.80%, 1/27/23

      80,000          80,758  

2.80%, 3/6/23

      250,000          252,066  

Johnson Controls International PLC

        

3.90%, 2/14/26

      25,000          26,233  

JPMorgan Chase & Co.

        

3.20%, 1/25/23

      250,000          254,610  

3.38%, 5/1/23

      280,000          285,161  

3.88%, 2/1/24

      147,000          155,096  

3.13%, 1/23/25

      200,000          200,619  

3.30%, 4/1/26

      700,000          702,408  

2.95%, 10/1/26

      53,000          51,696  

4.13%, 12/15/26

      250,000          260,967  

4.25%, 10/1/27

      95,000          100,306  

3.78%, 2/1/28, (3.782% fixed rate until 2/01/27; 3-month USD LIBOR + 1.337% thereafter)(d)

      150,000          154,472  

6.40%, 5/15/38

      100,000          135,230  

5.63%, 8/16/43

      100,000          122,523  

4.03%, 7/24/48, (4.032% fixed rate until 7/24/47; 3-month USD LIBOR + 1.460% thereafter)(d)

      100,000          101,420  

Juniper Networks, Inc.

        

4.50%, 3/15/24

      25,000          26,188  

Kaiser Foundation Hospitals

        

4.15%, 5/1/47

      100,000          107,002  

Kellogg Co.

        

4.50%, 4/1/46(c)

      60,000          62,967  

Kemper Corp.

        

4.35%, 2/15/25

      125,000          127,286  

KeyCorp

        

5.10%, 3/24/21

      90,000          97,409  

Keysight Technologies, Inc.

        

3.30%, 10/30/19

      188,000          189,756  

Kilroy Realty L.P.

        

4.38%, 10/1/25

      160,000          168,230  

Kimco Realty Corp.

        

2.80%, 10/1/26

      190,000          178,347  

Kinder Morgan Energy Partners L.P.

        

3.50%, 3/1/21

      50,000          50,931  

5.63%, 9/1/41

      200,000          209,255  

Kinder Morgan, Inc.

        

6.50%, 9/15/20

      150,000          164,701  

4.30%, 6/1/25

      150,000          155,394  

7.75%, 1/15/32

      150,000          192,656  

5.55%, 6/1/45

      100,000          107,015  

KLA-Tencor Corp.

        

4.13%, 11/1/21

      164,000          171,303  

Kraft Heinz Foods Co.

        

2.80%, 7/2/20

      152,000          153,219  

5.20%, 7/15/45

      250,000          271,424  

Kroger Co. (The)

        

6.80%, 12/15/18

      5,000          5,244  

4.45%, 2/1/47

      100,000          97,495  

4.65%, 1/15/48

      100,000          100,345  

Lazard Group LLC

        

3.75%, 2/13/25

      25,000          25,525  

Lockheed Martin Corp.

        

4.50%, 5/15/36

      115,000          125,635  

4.07%, 12/15/42

      120,000          124,365  

Lowe’s Cos., Inc.

        

3.38%, 9/15/25

      280,000          286,529  

3.10%, 5/3/27

      100,000          99,428  

4.05%, 5/3/47

      55,000          57,079  

LYB International Finance B.V.

        

5.25%, 7/15/43

      25,000          28,537  

4.88%, 3/15/44

      245,000          267,939  

Macy’s Retail Holdings, Inc.

        

2.88%, 2/15/23

      30,000          27,592  

4.38%, 9/1/23

      100,000          97,750  

3.63%, 6/1/24

      25,000          23,065  

6.38%, 3/15/37

      75,000          75,147  

Marathon Oil Corp.

        

2.80%, 11/1/22

      150,000          148,165  

3.85%, 6/1/25

      150,000          151,699  

Marathon Petroleum Corp.

        

2.70%, 12/14/18

      127,000          127,781  

5.00%, 9/15/54

      70,000          70,309  

Markel Corp.

        

3.50%, 11/1/27

      100,000          99,216  

4.30%, 11/1/47

      50,000          50,075  

Marsh & McLennan Cos., Inc.

        

3.50%, 3/10/25

      100,000          102,753  

Mastercard, Inc.

        

3.38%, 4/1/24

      249,000          258,976  

McDonald’s Corp.

        

5.00%, 2/1/19

      97,000          100,308  

3.70%, 1/30/26

      191,000          198,897  

4.88%, 12/9/45

      100,000          113,293  

McKesson Corp.

        

4.88%, 3/15/44

      100,000          108,041  

Medtronic, Inc.

        

3.50%, 3/15/25

      347,000          358,897  

4.63%, 3/15/45

      122,000          139,480  

Merck & Co., Inc.

        

3.70%, 2/10/45

      25,000          25,242  

MetLife, Inc.

        

4.37%, 9/15/23, Series D

      100,000          108,013  

6.38%, 6/15/34

      30,000          39,674  

6.40%, 12/15/36

      100,000          114,738  

4.13%, 8/13/42

      100,000          103,838  

MidAmerican Energy Co.

        

3.50%, 10/15/24

      195,000          204,196  

3.95%, 8/1/47

      35,000          36,845  

Molson Coors Brewing Co.

        

5.00%, 5/1/42

      100,000          110,550  

4.20%, 7/15/46

      100,000          99,515  

Monsanto Co.

        

3.38%, 7/15/24

      100,000          101,442  

4.40%, 7/15/44

      20,000          20,898  

3.95%, 4/15/45

      12,000          11,614  

4.70%, 7/15/64

      25,000          25,586  

Morgan Stanley

        

4.88%, 11/1/22

      210,000          226,358  

3.88%, 4/29/24, Series F

      600,000          627,420  

3.70%, 10/23/24

      179,000          184,970  

3.88%, 1/27/26

      67,000          69,611  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

3.63%, 1/20/27

    $     200,000        $     203,343  

3.95%, 4/23/27

      190,000          192,793  

3.59%, 7/22/28, (3.591% fixed rate until 7/22/27; 3-month USD LIBOR + 1.340% thereafter)(d)

      500,000          503,470  

3.97%, 7/22/38, (3.971% fixed rate until 7/22/37; 3-month USD LIBOR + 1.455% thereafter)(d)

      200,000          203,857  

4.30%, 1/27/45

      100,000          105,571  

4.38%, 1/22/47

      100,000          107,251  

Motorola Solutions, Inc.

        

3.75%, 5/15/22

      205,000          210,249  

5.50%, 9/1/44

      100,000          101,388  

MPLX L.P.

        

4.50%, 7/15/23

      190,000          201,313  

5.20%, 3/1/47

      150,000          159,035  

Mylan N.V.

        

3.00%, 12/15/18

      5,000          5,035  

3.15%, 6/15/21

      110,000          110,698  

3.95%, 6/15/26

      100,000          99,804  

5.25%, 6/15/46

      150,000          160,633  

Mylan, Inc.

        

4.20%, 11/29/23

      200,000          206,670  

Nasdaq, Inc.

        

5.55%, 1/15/20

      50,000          53,229  

National Rural Utilities Cooperative Finance Corp.

        

2.85%, 1/27/25

      175,000          174,089  

Newell Brands, Inc.

        

4.20%, 4/1/26

      200,000          209,427  

Newmont Mining Corp.

        

6.25%, 10/1/39

      100,000          126,091  

NextEra Energy Capital Holdings, Inc.

        

2.40%, 9/15/19

      40,000          40,048  

4.80%, 12/1/77^(d)

      25,000          25,288  

NIKE, Inc.

        

2.38%, 11/1/26

      150,000          142,696  

3.63%, 5/1/43

      190,000          187,325  

NiSource Finance Corp.

        

3.49%, 5/15/27

      200,000          202,250  

5.65%, 2/1/45

      60,000          74,427  

Noble Energy, Inc.

        

3.85%, 1/15/28

      13,000          12,942  

6.00%, 3/1/41

      150,000          175,425  

Norfolk Southern Corp.

        

3.25%, 12/1/21

      205,000          209,411  

3.15%, 6/1/27

      100,000          99,475  

4.05%, 8/15/52(b)

      132,000          134,580  

Northrop Grumman Corp.

        

3.25%, 8/1/23

      356,000          364,157  

3.85%, 4/15/45

      250,000          248,305  

Northwell Healthcare, Inc.

        

3.98%, 11/1/46

      75,000          72,624  

4.26%, 11/1/47

      75,000          75,815  

Old Republic International Corp.

        

3.88%, 8/26/26

      90,000          90,885  

Omega Healthcare Investors, Inc.

        

4.50%, 4/1/27

      220,000          215,637  

Oncor Electric Delivery Co. LLC

        

2.95%, 4/1/25

      169,000          168,493  

3.75%, 4/1/45

      125,000          126,547  

ONEOK Partners L.P.

        

5.00%, 9/15/23

      150,000          161,123  

ONEOK, Inc.

        

4.00%, 7/13/27

      100,000          100,323  

Oracle Corp.

        

2.40%, 9/15/23

      300,000          295,708  

3.90%, 5/15/35

      180,000          187,436  

6.50%, 4/15/38

      100,000          138,560  

5.38%, 7/15/40

      250,000          308,142  

Owens Corning

        

3.40%, 8/15/26

      200,000          195,716  

Pacific Gas & Electric Co.

        

6.05%, 3/1/34

      200,000          248,706  

5.80%, 3/1/37

      200,000          246,896  

4.00%, 12/1/46

      45,000          45,228  

PacifiCorp

        

6.00%, 1/15/39

      300,000          398,762  

PepsiCo, Inc.

        

2.75%, 4/30/25

      145,000          143,504  

4.00%, 3/5/42

      148,000          154,465  

3.45%, 10/6/46

      100,000          95,827  

Perrigo Finance Unlimited Co.

        

4.90%, 12/15/44

      250,000          256,012  

Pfizer, Inc.

        

5.80%, 8/12/23

      100,000          116,622  

4.13%, 12/15/46

      264,000          283,672  

Philip Morris International, Inc.

        

2.75%, 2/25/26

      180,000          175,849  

3.13%, 8/17/27

      300,000          298,809  

4.13%, 3/4/43

      198,000          201,941  

Phillips 66

        

4.88%, 11/15/44

      175,000          194,043  

Pitney Bowes, Inc.

        

4.63%, 3/15/24

      20,000          18,075  

Plains All American Pipeline L.P.

        

4.65%, 10/15/25

      240,000          245,126  

4.50%, 12/15/26

      250,000          251,422  

4.90%, 2/15/45

      105,000          97,834  

PNC Bank NA

        

2.95%, 1/30/23

      250,000          252,120  

PPL Electric Utilities Corp.

        

3.95%, 6/1/47

      100,000          104,499  

Praxair, Inc.

        

3.20%, 1/30/26

      200,000          204,878  

Precision Castparts Corp.

        

2.50%, 1/15/23

      50,000          49,673  

Progress Energy, Inc.

        

3.15%, 4/1/22

      35,000          35,486  

Progressive Corp. (The)

        

4.13%, 4/15/47

      150,000          158,886  

Prudential Financial, Inc.

        

3.50%, 5/15/24

      180,000          187,202  

5.63%, 6/15/43, (5.625% fixed rate until 6/15/23; 3-month USD LIBOR + 3.920% thereafter)(d)

      145,000          157,325  

5.20%, 3/15/44, (5.200% fixed rate until 3/15/24; 3-month USD LIBOR + 3.040% thereafter)(d)

      200,000          212,250  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

5.38%, 5/15/45, (5.375% fixed rate until 5/15/25; 3-month USD LIBOR + 3.031% thereafter)(d)

    $     100,000        $     107,750  

4.50%, 9/15/47^(d)

      75,000          76,125  

Puget Energy, Inc.

        

3.65%, 5/15/25

      65,000          66,093  

QUALCOMM, Inc.

        

3.45%, 5/20/25

      280,000          278,693  

4.65%, 5/20/35

      80,000          83,345  

QVC, Inc.

        

5.13%, 7/2/22

      104,000          110,578  

4.38%, 3/15/23

      156,000          160,673  

Raymond James Financial, Inc.

        

3.63%, 9/15/26

      40,000          40,163  

Raytheon Co.

        

4.88%, 10/15/40

      200,000          238,795  

Realty Income Corp.

        

4.65%, 3/15/47

      175,000          185,556  

Regions Financial Corp.

        

3.20%, 2/8/21

      45,000          45,861  

Republic Services, Inc.

        

3.20%, 3/15/25

      145,000          145,780  

Reynolds American, Inc.

        

4.45%, 6/12/25

      120,000          128,124  

7.25%, 6/15/37

      100,000          137,697  

Rockwell Collins, Inc.

        

4.35%, 4/15/47

      225,000          241,270  

Roper Technologies, Inc.

        

3.00%, 12/15/20

      45,000          45,725  

S&P Global, Inc.

        

4.00%, 6/15/25

      49,000          51,528  

Sabine Pass Liquefaction LLC

        

5.75%, 5/15/24

      150,000          166,521  

5.88%, 6/30/26

      100,000          112,356  

4.20%, 3/15/28

      150,000          151,405  

Santander Holdings USA, Inc.

        

4.40%, 7/13/27(b)

      350,000          357,016  

Seagate HDD Cayman

        

4.75%, 6/1/23(c)

      20,000          20,288  

4.75%, 1/1/25

      240,000          233,907  

4.88%, 6/1/27

      250,000          239,010  

Sempra Energy

        

2.85%, 11/15/20

      235,000          237,661  

Sherwin-Williams Co. (The)

        

4.50%, 6/1/47

      126,000          133,259  

Shire Acquisitions Investments Ireland DAC

        

1.90%, 9/23/19

      100,000          99,072  

2.40%, 9/23/21

      165,000          162,474  

2.88%, 9/23/23

      125,000          122,473  

Simon Property Group L.P.

        

3.50%, 9/1/25

      120,000          122,523  

3.30%, 1/15/26

      135,000          135,069  

3.38%, 6/15/27

      170,000          170,451  

Snap-on, Inc.

        

3.25%, 3/1/27

      140,000          141,941  

Southern California Edison Co.

        

5.63%, 2/1/36

      200,000          250,622  

Southern Co. (The)

        

2.95%, 7/1/23

      50,000          50,108  

4.40%, 7/1/46

      100,000          105,239  

Southwest Airlines Co.

        

2.75%, 11/6/19

      170,000          171,746  

2.65%, 11/5/20

      97,000          97,718  

Spectra Energy Partners L.P.

        

4.50%, 3/15/45

      104,000          105,455  

Stanley Black & Decker, Inc.

        

5.20%, 9/1/40

      55,000          64,248  

Starbucks Corp.

        

2.45%, 6/15/26

      50,000          48,107  

State Street Corp.

        

3.70%, 11/20/23

      25,000          26,406  

3.55%, 8/18/25

      100,000          103,864  

Sunoco Logistics Partners Operations L.P.

        

5.35%, 5/15/45

      100,000          98,401  

SunTrust Banks, Inc.

        

2.50%, 5/1/19

      65,000          65,334  

Synchrony Financial

        

3.70%, 8/4/26

      90,000          88,659  

Tanger Properties L.P.

        

3.13%, 9/1/26

      90,000          85,113  

Target Corp.

        

3.63%, 4/15/46

      25,000          23,652  

Thermo Fisher Scientific, Inc.

        

4.50%, 3/1/21

      150,000          159,049  

4.10%, 8/15/47

      200,000          202,364  

Time Warner Cable LLC

        

8.25%, 4/1/19

      20,000          21,514  

5.00%, 2/1/20

      100,000          104,816  

7.30%, 7/1/38

      200,000          247,238  

6.75%, 6/15/39

      300,000          351,599  

Time Warner, Inc.

        

4.88%, 3/15/20

      350,000          368,139  

3.88%, 1/15/26

      100,000          101,154  

7.70%, 5/1/32

      100,000          138,841  

4.85%, 7/15/45

      150,000          154,880  

Travelers Cos., Inc. (The)

        

4.00%, 5/30/47

      200,000          208,917  

Tucson Electric Power Co.

        

3.05%, 3/15/25

      176,000          172,990  

Tyson Foods, Inc.

        

3.95%, 8/15/24

      400,000          420,689  

UDR, Inc.

        

2.95%, 9/1/26

      90,000          86,348  

Union Pacific Corp.

        

3.25%, 8/15/25

      50,000          51,276  

2.75%, 3/1/26

      230,000          226,642  

3.60%, 9/15/37

      175,000          177,433  

4.38%, 11/15/65

      50,000          53,383  

United Technologies Corp.

        

3.13%, 5/4/27

      150,000          149,792  

4.15%, 5/15/45

      50,000          52,247  

3.75%, 11/1/46

      50,000          49,194  

4.05%, 5/4/47

      60,000          61,968  

UnitedHealth Group, Inc.

        

3.10%, 3/15/26

      450,000          452,572  

3.45%, 1/15/27

      100,000          103,119  

2.95%, 10/15/27

      100,000          98,925  

6.63%, 11/15/37

      13,000          18,281  

6.88%, 2/15/38

      200,000          286,621  

4.75%, 7/15/45

      100,000          115,115  

US Bancorp

        

3.60%, 9/11/24

      488,000          505,880  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Valero Energy Corp.

        

3.65%, 3/15/25

    $ 200,000        $ 205,126  

6.63%, 6/15/37

      200,000          257,594  

Ventas Realty L.P.

        

4.75%, 6/1/21

      100,000          106,327  

3.50%, 2/1/25

      20,000          20,170  

Verizon Communications, Inc.

        

3.00%, 11/1/21

          225,000          228,065  

2.95%, 3/15/22

      300,000          301,769  

2.45%, 11/1/22

      120,000          118,023  

3.50%, 11/1/24

      264,000          267,778  

2.63%, 8/15/26

      25,000          23,438  

4.13%, 3/16/27

      100,000          104,418  

4.81%, 3/15/39

      25,000          25,776  

3.85%, 11/1/42

      200,000          177,615  

4.86%, 8/21/46

      275,000          282,013  

4.52%, 9/15/48

      368,000          359,573  

5.01%, 4/15/49

      320,000          333,090  

5.01%, 8/21/54

      200,000          202,960  

4.67%, 3/15/55

      50,000          47,561  

VF Corp.

        

6.45%, 11/1/37

      51,000          68,299  

Viacom, Inc.

        

6.88%, 4/30/36

      150,000          166,662  

4.38%, 3/15/43

      100,000          83,908  

Virginia Electric & Power Co.

        

3.50%, 3/15/27, Series A

      150,000          155,237  

6.00%, 5/15/37, Series A

      400,000          521,956  

Visa, Inc.

        

2.80%, 12/14/22

      205,000          207,421  

3.65%, 9/15/47

      100,000          100,593  

Voya Financial, Inc.

        

3.13%, 7/15/24

      150,000          148,886  

Vulcan Materials Co.

        

7.50%, 6/15/21

      25,000          29,031  

Walgreens Boots Alliance, Inc.

        

2.70%, 11/18/19

      110,000          110,823  

3.80%, 11/18/24

      100,000          102,364  

4.80%, 11/18/44

      150,000          157,563  

Walt Disney Co. (The)

        

3.00%, 2/13/26

      100,000          100,156  

1.85%, 7/30/26

      50,000          45,675  

3.70%, 12/1/42

      150,000          149,028  

Waste Management, Inc.

        

3.50%, 5/15/24

      140,000          144,637  

3.15%, 11/15/27

      25,000          24,992  

Wells Fargo & Co.

        

3.07%, 1/24/23

      300,000          302,676  

3.45%, 2/13/23, Series M

      634,000          647,056  

4.10%, 6/3/26

      160,000          166,549  

4.30%, 7/22/27

      250,000          263,644  

3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month USD LIBOR + 1.310% thereafter)(d)

      250,000          253,802  

5.61%, 1/15/44

      100,000          121,923  

4.75%, 12/7/46

      200,000          219,403  

Welltower, Inc.

        

4.13%, 4/1/19

      325,000          331,810  

4.00%, 6/1/25

      220,000          227,893  

Westlake Chemical Corp.

        

5.00%, 8/15/46

      75,000          82,938  

WestRock MWV LLC

        

8.20%, 1/15/30

      10,000          14,090  

Weyerhaeuser Co.

        

6.95%, 10/1/27

      75,000          93,919  

Whole Foods Market, Inc.

        

5.20%, 12/3/25

      150,000          170,893  

Williams Partners L.P.

        

3.60%, 3/15/22

      24,000          24,584  

4.30%, 3/4/24

      100,000          104,950  

4.00%, 9/15/25

      150,000          153,108  

4.90%, 1/15/45

      210,000          218,841  

WW Grainger, Inc.

        

4.20%, 5/15/47

      150,000          153,520  

Wyndham Worldwide Corp.

        

4.50%, 4/1/27

      250,000          253,539  

Zimmer Biomet Holdings, Inc.

        

3.55%, 4/1/25

      194,000          194,079  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $98,835,082)

           99,789,891  
       

 

 

  

FOREIGN CORPORATE BONDS - 8.1%

        

Australia - 0.0%

        

BHP Billiton Finance USA Ltd.

        

5.00%, 9/30/43

      65,000          77,305  
       

 

 

  
Belgium - 0.6%        

Anheuser-Busch InBev Finance, Inc.

        

2.63%, 1/17/23

      100,000          99,581  

3.65%, 2/1/26

      480,000          493,152  

4.70%, 2/1/36

      200,000          222,295  

4.90%, 2/1/46

      253,000          286,755  

Koninklijke Ahold Delhaize N.V.

        

5.70%, 10/1/40

      310,000          357,896  
       

 

 

  
Total Belgium           1,459,679  
       

 

 

  
Brazil - 0.4%        

Embraer Netherlands Finance B.V.

        

5.40%, 2/1/27

      100,000          105,875  

Embraer S.A.

        

5.15%, 6/15/22

      100,000          107,250  

Fibria Overseas Finance Ltd.

        

5.25%, 5/12/24

      200,000          215,230  

Vale Overseas Ltd.

        

6.25%, 8/10/26

      90,000          104,615  

6.88%, 11/21/36

      200,000          245,102  

Vale S.A.

        

5.63%, 9/11/42

      100,000          109,068  
       

 

 

  
Total Brazil           887,140  
       

 

 

  
Canada - 1.1%        

Bank of Nova Scotia (The)

        

4.65%, 10/12/22(d)

      300,000          299,438  

Barrick Gold Corp.

        

5.25%, 4/1/42

      11,000          12,661  

Barrick North America Finance LLC

        

5.70%, 5/30/41

      100,000          120,123  

Canadian National Railway Co.

        

2.95%, 11/21/24

      40,000          40,482  

Canadian Natural Resources Ltd.

        

3.90%, 2/1/25

      60,000          61,490  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

6.25%, 3/15/38

    $     177,000        $ 218,730  

Cenovus Energy, Inc.

        

6.75%, 11/15/39

      126,000          148,938  

Enbridge, Inc.

        

2.90%, 7/15/22

      150,000          149,154  

4.00%, 10/1/23

      50,000          51,982  

6.00%, 1/15/77, Series 16-A, (6.00% fixed rate until 1/15/27; 3-month USD LIBOR + 3.890% until 1/15/47; 3-month USD LIBOR + 4.640% thereafter)(d)

      25,000          26,207  

Encana Corp.

        

3.90%, 11/15/21

      50,000          51,507  

6.50%, 8/15/34

      100,000          122,495  

Fortis, Inc.

        

3.06%, 10/4/26

      150,000          145,019  

Goldcorp, Inc.

        

5.45%, 6/9/44

      300,000          344,171  

Petro-Canada

        

6.80%, 5/15/38

      150,000          203,157  

Rogers Communications, Inc.

        

5.00%, 3/15/44

      100,000          113,529  

Royal Bank of Canada

        

4.65%, 1/27/26

      175,000          187,844  

TransAlta Corp.

        

6.50%, 3/15/40

      150,000          150,515  

TransCanada PipeLines Ltd.

        

3.75%, 10/16/23

      170,000          178,597  
       

 

 

  
Total Canada           2,626,039  
       

 

 

  
China - 0.2%        

Alibaba Group Holding Ltd.

        

3.60%, 11/28/24(c)

      200,000          205,861  

CNOOC Nexen Finance 2014 ULC

        

4.25%, 4/30/24

      200,000          211,978  
       

 

 

  
Total China           417,839  
       

 

 

  
Colombia - 0.2%        

Ecopetrol S.A.

        

5.88%, 9/18/23

      100,000          111,875  

4.13%, 1/16/25

      150,000          152,385  

7.38%, 9/18/43

      100,000          118,250  

5.88%, 5/28/45

      100,000          101,250  
       

 

 

  
Total Colombia           483,760  
       

 

 

  
France - 0.1%        

Orange S.A.

        

9.00%, 3/1/31

      100,000          149,706  
       

 

 

  
Germany - 0.2%        

Daimler Finance North America LLC

        

8.50%, 1/18/31

      80,000          119,454  

Deutsche Bank AG

        

2.85%, 5/10/19

      15,000          15,082  

3.38%, 5/12/21

      150,000          151,654  

Deutsche Telekom International Finance B.V.

        

8.75%, 6/15/30

      116,000          170,157  
       

 

 

  
Total Germany           456,347  
       

 

 

  
Ireland - 0.1%        

XLIT Ltd.

        

5.50%, 3/31/45

      150,000          158,536  
       

 

 

  
Israel - 0.2%        

Teva Pharmaceutical Finance Netherlands III B.V.

        

1.70%, 7/19/19

      125,000          121,029  

2.80%, 7/21/23

      200,000          177,219  

3.15%, 10/1/26(c)

      150,000          125,215  
       

 

 

  
Total Israel           423,463  
       

 

 

  
Japan - 0.4%        

Mitsubishi UFJ Financial Group, Inc.

        

3.85%, 3/1/26

      450,000          466,618  

Nomura Holdings, Inc.

        

6.70%, 3/4/20

      100,000          108,943  

ORIX Corp.

        

3.70%, 7/18/27

      100,000          100,774  

Sumitomo Mitsui Financial Group, Inc.

        

2.63%, 7/14/26

      200,000          189,421  

3.45%, 1/11/27

      80,000          80,553  
       

 

 

  
Total Japan           946,309  
       

 

 

  
Mexico - 0.9%        

America Movil S.A.B. de C.V.

        

6.38%, 3/1/35

      100,000          126,128  

Grupo Televisa S.A.B.

        

5.00%, 5/13/45

      200,000          202,145  

Petroleos Mexicanos

        

3.50%, 7/23/20

      200,000          203,712  

5.50%, 1/21/21

      200,000          213,750  

6.38%, 2/4/21

      15,000          16,425  

4.50%, 1/23/26

      275,000          275,632  

6.88%, 8/4/26

      150,000          171,525  

6.63%, 6/15/35

      160,000          173,144  

6.50%, 6/2/41

      100,000          104,471  

5.50%, 6/27/44

      250,000          234,500  

5.63%, 1/23/46

      250,000          234,375  

6.75%, 9/21/47

      75,000          79,493  
       

 

 

  
Total Mexico           2,035,300  
       

 

 

  
Netherlands - 0.5%        

AerCap Ireland Capital DAC

        

4.25%, 7/1/20

      150,000          155,845  

4.63%, 10/30/20

      150,000          157,858  

5.00%, 10/1/21

      150,000          160,546  

3.95%, 2/1/22

      150,000          155,071  

3.65%, 7/21/27

      150,000          148,067  

Cooperatieve Rabobank UA

        

4.63%, 12/1/23

      250,000          269,280  

ING Groep N.V.

        

3.95%, 3/29/27

      200,000          209,530  
       

 

 

  
Total Netherlands           1,256,197  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  
Norway - 0.2%        

Statoil ASA

        

2.45%, 1/17/23

    $ 150,000        $ 149,190  

7.25%, 9/23/27

      75,000          98,879  

5.10%, 8/17/40

          100,000          117,965  

4.80%, 11/8/43

      125,000          142,520  
       

 

 

  
Total Norway           508,554  
       

 

 

  
Peru - 0.1%        

Southern Copper Corp.

        

3.88%, 4/23/25

      165,000          171,869  

5.88%, 4/23/45

      145,000          176,452  
       

 

 

  
Total Peru           348,321  
       

 

 

  
Spain - 0.1%        

Telefonica Emisiones SAU

        

5.46%, 2/16/21

      10,000          10,839  

7.05%, 6/20/36

      100,000          132,324  

Telefonica Europe B.V.

        

8.25%, 9/15/30

      100,000          140,686  
       

 

 

  
Total Spain           283,849  
       

 

 

  
Switzerland - 0.4%        

Credit Suisse AG

        

5.40%, 1/14/20

      100,000          105,792  

3.63%, 9/9/24

      250,000          258,548  

Credit Suisse Group Funding Guernsey Ltd.

        

3.75%, 3/26/25

      300,000          306,912  

Tyco Electronics Group S.A.

        

3.13%, 8/15/27

      300,000          295,852  
       

 

 

  
Total Switzerland           967,104  
       

 

 

  
United Kingdom - 2.4%        

AstraZeneca PLC

        

3.38%, 11/16/25

      290,000          294,302  

4.38%, 11/16/45

      25,000          26,533  

Barclays PLC

        

4.38%, 1/12/26

      200,000          208,189  

5.20%, 5/12/26

      350,000          374,480  

5.25%, 8/17/45(c)

      200,000          229,153  

BAT Capital Corp.

        

4.39%, 8/15/37(b)

      200,000          207,304  

BP Capital Markets PLC

        

3.22%, 4/14/24

      25,000          25,484  

3.51%, 3/17/25

      250,000          257,518  

3.12%, 5/4/26

      50,000          50,107  

3.02%, 1/16/27

      300,000          295,337  

3.72%, 11/28/28

      210,000          218,776  

British Telecommunications PLC

        

9.13%, 12/15/30

      100,000          148,600  

Diageo Investment Corp.

        

4.25%, 5/11/42

      200,000          216,910  

GlaxoSmithKline Capital, Inc.

        

6.38%, 5/15/38

      125,000          172,906  

HSBC Holdings PLC

        

4.30%, 3/8/26

      400,000          425,105  

4.04%, 3/13/28, (4.041% fixed rate until 3/13/27; 3-month USD LIBOR + 1.546% thereafter)(d)

      250,000          260,069  

6.50%, 9/15/37

      200,000          262,046  

Lloyds Banking Group PLC

        

4.65%, 3/24/26

      200,000          211,241  

5.30%, 12/1/45

      200,000          234,635  

Reynolds American, Inc.

        

6.15%, 9/15/43

      200,000          253,581  

Rio Tinto Finance USA Ltd.

        

3.75%, 6/15/25

      400,000          420,240  

7.13%, 7/15/28

      40,000          52,990  

Rio Tinto Finance USA PLC

        

4.13%, 8/21/42

      12,000          12,618  

Santander UK Group Holdings PLC

        

3.13%, 1/8/21

      75,000          75,919  

Unilever Capital Corp.

        

3.10%, 7/30/25

      200,000          202,320  

Vodafone Group PLC

        

5.45%, 6/10/19

      105,000          110,123  

2.95%, 2/19/23

      280,000          280,798  

4.38%, 2/19/43

      100,000          100,994  
       

 

 

  
Total United Kingdom           5,628,278  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $18,631,899)

           19,113,726  
       

 

 

  
FOREIGN GOVERNMENT AGENCIES - 0.2%        
Japan - 0.2%        

Japan Bank for International Cooperation

        

2.13%, 2/10/25, Series DTC

      200,000          191,949  

2.88%, 6/1/27

      350,000          352,711  
       

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $547,501)

           544,660  
       

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 2.3%        
Colombia - 0.5%        

Colombia Government International Bond

        

7.38%, 3/18/19

      100,000          106,370  

11.75%, 2/25/20

      10,000          12,112  

4.00%, 2/26/24

      360,000          373,950  

7.38%, 9/18/37

      125,000          167,625  

6.13%, 1/18/41

      180,000          215,100  

5.00%, 6/15/45

      200,000          209,500  
       

 

 

  
Total Colombia           1,084,657  
       

 

 

  
Hungary - 0.1%        

Hungary Government International Bond

        

5.38%, 3/25/24

      200,000          227,170  
       

 

 

  
Israel - 0.1%        

Israel Government International Bond

        

3.15%, 6/30/23

      200,000          205,756  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  
Italy - 0.0%        

Republic of Italy Government International Bond

        

6.88%, 9/27/23

    $ 80,000        $ 95,356  
       

 

 

  
Mexico - 0.8%        

Mexico Government International Bond

        

3.63%, 3/15/22

      160,000          167,440  

4.00%, 10/2/23

      156,000          164,424  

4.15%, 3/28/27

      200,000          209,650  

7.50%, 4/8/33, Series MTNA

      200,000          275,400  

6.05%, 1/11/40

      200,000          238,550  

4.75%, 3/8/44

      176,000          179,256  

5.55%, 1/21/45

      120,000          136,830  

5.75%, 10/12/2110

      400,000          430,200  
       

 

 

  
Total Mexico           1,801,750  
       

 

 

  
Panama - 0.1%        

Panama Government International Bond

        

8.88%, 9/30/27

      185,000          270,563  
       

 

 

  
Peru - 0.1%        

Peruvian Government International Bond

        

7.13%, 3/30/19

      5,000          5,397  

8.75%, 11/21/33

      100,000          158,250  

6.55%, 3/14/37

      60,000          81,133  
       

 

 

  
Total Peru           244,780  
       

 

 

  
Philippines - 0.3%        

Philippine Government International Bond

        

4.20%, 1/21/24

      200,000          217,809  

9.50%, 2/2/30

      157,000          248,542  

3.70%, 3/1/41

      300,000          299,666  
       

 

 

  
Total Philippines           766,017  
       

 

 

  
Poland - 0.1%        

Republic of Poland Government International Bond

        

4.00%, 1/22/24

      190,000          203,409  

3.25%, 4/6/26

      70,000          71,716  
       

 

 

  
Total Poland           275,125  
       

 

 

  
Uruguay - 0.2%        

Uruguay Government International Bond

        

8.00%, 11/18/22

      80,000          97,280  

4.38%, 10/27/27

      300,000          324,937  

4.13%, 11/20/45

      150,000          151,050  
       

 

 

  

Total Uruguay

           573,267  
       

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $5,365,702)

           5,544,441  
       

 

 

  
COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.4%        
United States - 7.4%        

Banc of America Commercial Mortgage Trust

        

3.12%, 2/15/50, Series 2017-BNK3, Class A2

      200,000          203,772  

3.37%, 2/15/50, Series 2017-BNK3, Class ASB

      500,000          513,497  

Citigroup Commercial Mortgage Trust

        

2.94%, 4/10/48, Series 2015-GC29, Class A3

      65,000          64,767  

3.76%, 6/10/48, Series 2015-GC31, Class A4

      340,116          356,844  

3.62%, 2/10/49, Series 2016-GC36, Class A5

      500,000          518,930  

3.52%, 9/10/58, Series 2015-GC33, Class AAB

      300,000          310,828  

Commercial Mortgage Pass Through Certificates

        

3.53%, 2/10/49, Series 2016-CR28, Class ASB

      400,000          414,953  

Commercial Mortgage Trust

        

3.92%, 8/10/46, Series 2013-CR10, Class A3

      100,000          105,453  

4.19%, 11/12/46, Series 2013-CR13, Class A4^(d)

      500,000          536,669  

3.50%, 8/10/47, Series 2014-CR19, Class ASB

      150,000          155,405  

2.80%, 11/10/47, Series 2014-CR20, Class A2

      375,000          379,261  

3.50%, 5/10/48, Series 2015-CR23, Class A4

      50,000          51,436  

CSAIL 2016-C5 Commercial Mortgage Trust

        

3.76%, 11/15/48, Series 2016-C5, Class A5

      500,000          523,455  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates

        

1.87%, 11/25/19, Series K712, Class A2

      24,619          24,538  

3.53%, 6/25/20, Series K008, Class A2

      290,601          299,598  

4.33%, 10/25/20, Series K010, Class A2^(d)

      150,000          158,238  

4.19%, 12/25/20, Series K012, Class A2^(d)

      50,000          52,701  

2.86%, 1/25/21, Series K715, Class A2

      60,000          61,058  

3.97%, 1/25/21, Series K013, Class A2^(d)

      200,000          209,889  

2.87%, 12/25/21, Series K017, Class A2

      50,000          51,147  

2.51%, 11/25/22, Series K026, Class A2

      250,000          251,192  

2.62%, 3/25/23, Series K035, Class A1

      168,461          170,050  

3.30%, 4/25/23, Series K031, Class A2^(d)

      270,000          281,283  

3.06%, 8/25/24, Series K728, Class A2^(d)

      500,000          512,776  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

2.67%, 12/25/24, Series K042, Class A2

    $ 50,000        $ 50,152  

3.06%, 12/25/24, Series K043, Class A2

      199,000          204,512  

3.02%, 1/25/25, Series K045, Class A2

      55,000          56,287  

3.16%, 5/25/25, Series KS03, Class A4^(d)

      50,000          51,189  

3.33%, 5/25/25, Series K047, Class A2^(d)

      200,000          208,496  

3.01%, 7/25/25, Series K049, Class A2

      360,000          367,191  

3.15%, 11/25/25, Series K052, Class A2

      125,000          128,541  

2.34%, 7/25/26, Series K058, Class A1

      390,929          385,796  

Federal National Mortgage Association Alternative Credit Enhancement Securities

        

2.17%, 9/25/19, Series 2014-M10, Class ASQ2^(d)

      22,590          22,630  

2.73%, 10/25/21, Series 2012-M1, Class A2

      500,000          508,194  

2.72%, 2/25/22, Series 2012-M2, Class A2

      48,000          48,761  

2.38%, 5/25/22, Series 2012-M13, Class A2

      20,000          20,017  

2.30%, 9/25/22, Series 2012-M14, Class A2^(d)

      50,000          49,811  

3.33%, 10/25/23, Series 2013-M14, Class A2^(d)

      100,000          103,915  

3.50%, 1/25/24, Series 2014-M3, Class A2^(d)

      110,000          115,425  

3.10%, 7/25/24, Series 2014-M9, Class A2^(d)

      596,000          610,811  

2.30%, 10/25/24, Series 2015-M3, Class A1

      40,349          40,131  

2.72%, 10/25/24, Series 2015-M3, Class A2

      250,000          250,514  

2.14%, 5/25/26, Series 2016-M6, Class A1

      190,725          187,129  

2.50%, 9/25/26, Series 2016-M7, Class A2

      190,000          185,558  

2.50%, 10/25/26, Series 2017-M1, Class A2^(d)

      500,000          484,503  

3.30%, 4/25/29, Series 2017-M5, Class A2

      64,000          64,879  

GS Mortgage Securities Corp.

        

2.73%, 5/10/50, Series 2015-GC30, Class A2

      100,000          100,963  

GS Mortgage Securities Trust

        

4.24%, 8/10/46, Series 2013-GC14, Class A5

      85,000          91,306  

3.68%, 4/10/47, Series 2014-GC20, Class A3

      85,927          88,148  

4.00%, 4/10/47, Series 2014-GC20, Class A5

      250,000          265,118  

3.86%, 6/10/47, Series 2014-GC22, Class A5

      70,000          73,955  

3.67%, 9/10/47, Series 2014-GC24, Class A4

      300,000          313,768  

2.85%, 10/10/49, Series 2016-GS3, Class A4

      182,000          178,478  

3.44%, 11/10/49, Series 2016-GS4, Class A4^(d)

      265,000          272,228  

JP Morgan Chase Commercial Mortgage Securities Trust

        

3.41%, 1/15/46, Series 2013-C13, Class ASB

      175,000          179,557  

2.61%, 12/15/47, Series 2012-LC9, Class A4

      100,000          99,759  

JPMBB Commercial Mortgage Securities Trust

        

3.66%, 7/15/45, Series 2013-C12, Class A5

      100,000          104,571  

4.13%, 8/15/46, Series 2013-C14, Class A4^(d)

      95,000          101,304  

3.93%, 1/15/47, Series 2013-C17, Class A3

      250,000          263,855  

3.29%, 1/15/48, Series 2014-C26, Class ASB

      150,000          154,113  

3.60%, 11/15/48, Series 2015-C32, Class A5

      1,000,000          1,035,781  

JPMCC Commercial Mortgage Securities Trust

        

3.46%, 3/15/50, Series 2017-JP5, Class A4

      400,000          410,600  

Morgan Stanley Bank of America Merrill Lynch Trust

        

3.48%, 11/15/45, Series 2012-C6, Class AS

      100,000          102,357  

3.53%, 12/15/47, Series 2014-C19, Class A4

      365,167          378,419  

3.07%, 2/15/48, Series 2015-C20, Class ASB

      250,000          254,233  

3.25%, 2/15/48, Series 2015-C20, Class A4

      200,000          203,330  

3.31%, 4/15/48, Series 2015-C22, Class A4

      95,000          96,989  

3.72%, 7/15/50, Series 2015-C23, Class A4

      175,000          183,479  

Morgan Stanley Capital I Trust

        

3.77%, 3/15/45, Series 2012-C4, Class AS

      280,000          288,219  

Wells Fargo Commercial Mortgage Trust

        

2.92%, 10/15/45, Series 2012-LC5, Class A3

      199,849          202,442  

3.64%, 6/15/48, Series 2015-C29, Class A4

      250,000          260,099  

3.70%, 11/15/48, Series 2015-C31, Class A4

      100,000          104,383  

3.82%, 8/15/50, Series 2014-LC16, Class A5

      256,000          268,606  

3.58%, 10/15/50, Series 2017-C40, Class A4

      200,000          207,165  

WFRBS Commercial Mortgage Trust

        

4.15%, 8/15/46, Series 2013-C15, Class A4^(d)

      200,000          213,648  

4.42%, 9/15/46, Series 2013-C16, Class A5

      100,000          108,388  

3.03%, 12/15/46, Series 2013-C18, Class A2

      25,000          25,218  

4.02%, 12/15/46, Series 2013-C17, Class A4

      60,000          63,713  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

4.10%, 3/15/47, Series 2014-C19, Class A5

    $ 25,000        $ 26,648  

3.41%, 8/15/47, Series 2014-C21, Class A4

      225,000          230,773  

3.43%, 11/15/47, Series 2014-C25, Class A3

      40,000          41,105  

3.63%, 11/15/47, Series 2014-C25, Class A5

      100,000          103,803  
       

 

 

  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $17,594,213)

           17,448,703  
       

 

 

  
MUNICIPAL BONDS - 0.3%        
United States - 0.3%        

New Jersey Turnpike Authority

        

7.41%, 1/1/40

      100,000          153,114  

State of Illinois

        

4.95%, 6/1/23

      210,000          218,956  

5.10%, 6/1/33

      220,000          219,019  
       

 

 

  

TOTAL MUNICIPAL BONDS

(Cost: $590,265)

           591,089  
       

 

 

  
      Shares           
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.3%        
United States - 0.3%        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.04%(e)

(Cost: $733,070)(f)

      733,070          733,070  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 99.5%

(Cost: $234,795,652)

           235,780,528  

Other Assets less Liabilities - 0.5%

           1,220,305  
       

 

 

  
NET ASSETS - 100.0%         $ 237,000,833  
       

 

 

  

 

^ Variable coupon rate based on weighted average interest rate of underlying mortgage.
(a) 

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

(b) 

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

(c) 

Security, or portion thereof, was on loan at November 30, 2017 (See Note 2).

(d) 

Rate shown reflects the accrual rate as of November 30, 2017 on securities with variable or step rates.

(e) 

Rate shown represents annualized 7-day yield as of November 30, 2017.

(f) 

At November 30, 2017, the total market value of the Fund’s securities on loan was $714,998 and the total market value of the collateral held by the Fund was $733,070.

3-month USD LIBOR – 3-month USD London Interbank Offered Rate as of November 30, 2017 is 1.487%.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  

U.S. GOVERNMENT AGENCIES - 5.4%

        

Federal National Mortgage Association - 5.4%

        

Federal National Mortgage Association

        

2.50%, 12/1/32(a)

(Cost: $268,879)

    $ 268,000        $ 267,435  
       

 

 

  

U.S. GOVERNMENT OBLIGATIONS - 17.5%

        

U.S. Treasury Notes - 17.5%

        

U.S. Treasury Note

        

1.75%, 11/15/20

          382,000          380,351  

1.63%, 8/31/22

      500,000          488,623  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $880,038)

           868,974  
       

 

 

  

CORPORATE BONDS - 63.0%

        
United States - 63.0%        

AbbVie, Inc.

        

1.80%, 5/14/18

      100,000          100,002  

American Express Credit Corp.

        

2.60%, 9/14/20, Series F

      24,000          24,182  

2.25%, 5/5/21

      76,000          75,502  

American International Group, Inc.

        

4.88%, 6/1/22

      92,000          99,952  

Amgen, Inc.

        

2.20%, 5/22/19

      47,000          47,068  

3.88%, 11/15/21

      49,000          51,098  

AT&T, Inc.

        

2.38%, 11/27/18

      21,000          21,080  

3.00%, 2/15/22

      78,000          78,310  

Bank of America Corp.

        

5.63%, 7/1/20

      90,000          97,138  

Bank of New York Mellon Corp. (The)

        

2.05%, 5/3/21

      101,000          99,249  

BB&T Corp.

        

2.05%, 5/10/21

      41,000          40,459  

Capital One Financial Corp.

        

4.75%, 7/15/21

      56,000          60,201  

Celgene Corp.

        

2.88%, 8/15/20

      93,000          93,970  

Citigroup, Inc.

        

2.65%, 10/26/20

      97,000          97,411  

Coca-Cola Co. (The)

        

3.30%, 9/1/21

      59,000          61,085  

CVS Health Corp.

        

1.90%, 7/20/18

      100,000          99,934  

Dow Chemical Co. (The)

        

4.25%, 11/15/20

      94,000          98,516  

Ecolab, Inc.

        

4.35%, 12/8/21

      53,000          56,551  

Enterprise Products Operating LLC

        

2.55%, 10/15/19

      98,000          98,389  

Express Scripts Holding Co.

        

4.75%, 11/15/21

      60,000          64,174  

Fidelity National Information Services, Inc.

        

3.63%, 10/15/20

      51,000          52,495  

General Mills, Inc.

        

5.65%, 2/15/19

      93,000          96,871  

HP, Inc.

        

4.30%, 6/1/21

      93,000          97,596  

HSBC Finance Corp.

        

6.68%, 1/15/21

      56,000          62,547  

Huntington Bancshares, Inc.

        

3.15%, 3/14/21

      80,000          81,400  

Intercontinental Exchange, Inc.

        

2.75%, 12/1/20

      44,000          44,593  

JPMorgan Chase & Co.

        

4.63%, 5/10/21

      36,000          38,460  

4.35%, 8/15/21

      56,000          59,508  

KeyCorp

        

2.90%, 9/15/20

      67,000          67,851  

L3 Technologies, Inc.

        

5.20%, 10/15/19

      93,000          97,902  

Medtronic, Inc.

        

3.15%, 3/15/22

      79,000          81,034  

Oracle Corp.

        

2.80%, 7/8/21

      69,000          70,314  

PepsiCo, Inc.

        

2.15%, 10/14/20

      51,000          50,991  

State Street Corp.

        

2.55%, 8/18/20

      33,000          33,342  

SunTrust Banks, Inc.

        

2.90%, 3/3/21

      88,000          89,090  

Synchrony Financial

        

3.00%, 8/15/19

      85,000          85,811  

Sysco Corp.

        

1.90%, 4/1/19

      100,000          99,798  

Target Corp.

        

2.90%, 1/15/22

      73,000          74,430  

Time Warner, Inc.

        

4.88%, 3/15/20

      93,000          97,820  

Toyota Motor Credit Corp.

        

1.90%, 4/8/21

      92,000          90,879  

U.S. Bancorp

        

2.35%, 1/29/21

      48,000          48,156  

UnitedHealth Group, Inc.

        

2.70%, 7/15/20

      63,000          63,844  

Wells Fargo & Co.

        

2.50%, 3/4/21

      84,000          83,999  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $3,148,158)

           3,133,002  
       

 

 

  
FOREIGN CORPORATE BONDS - 3.8%        
Chile - 1.8%        

Celulosa Arauco y Constitucion S.A.

        

7.25%, 7/29/19

      86,000          92,575  
       

 

 

  
Israel - 2.0%        

Teva Pharmaceutical Finance Netherlands III B.V.

        

1.40%, 7/20/18

      100,000          99,106  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $192,691)

           191,681  
       

 

 

  

 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

November 30, 2017

 

Investments

    Principal
Amount		        Value  
FOREIGN GOVERNMENT OBLIGATIONS - 1.4%        
Mexico - 1.4%        

Mexico Government International Bond

        

8.13%, 12/30/19

(Cost: $70,357)

    $     62,000        $ 70,835  
       

 

 

  
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          83,214  

Morgan Stanley Bank of America Merrill Lynch Trust

        

2.70%, 12/15/48, Series 2013-C8, Class ASB

      50,000          50,282  

Wells Fargo Commercial Mortgage Trust

        

2.53%, 10/15/45, Series 2012-LC5, Class ASB

      48,460          48,710  

2.63%, 5/15/48, Series 2015-NXS1, Class A2

      69,000          69,508  

WFRBS Commercial Mortgage Trust

        

2.45%, 12/15/45, Series 2012-C10, Class ASB

      50,000          49,973  
       

 

 

  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $303,943)

           301,687  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 97.2%

(Cost: $4,864,066)

           4,833,614  

Other Assets less Liabilities - 2.8%

           139,657  
       

 

 

  

NET ASSETS - 100.0%

         $ 4,973,271  
       

 

 

  

 

(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)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
U.S. GOVERNMENT OBLIGATIONS - 99.5%        
U.S. Treasury Notes - 99.5%        

U.S. Treasury Floating Rate Notes

        

1.43%, 1/31/19, (USBMMY3M + 0.14%)*

    $     341,000        $ 341,669  

1.36%, 4/30/19, (USBMMY3M + 0.07%)*

      341,000          341,446  

1.35%, 7/31/19, (USBMMY3M + 0.06%)*

      337,000          337,301  

1.34%, 10/31/19, (USBMMY3M + 0.048%)*

      228,000          228,078  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 99.5%

(Cost: $1,247,348)

           1,248,494  

Other Assets less Liabilities - 0.5%

           5,667  
       

 

 

  

NET ASSETS - 100.0%

         $ 1,254,161  
       

 

 

  

 

* Floating rate note. Coupon shown is in effect at November 30, 2017. Date represents the ultimate maturity date.

 

USBMMY3M – U.S. Treasury 3-month Treasury Bill Money Market Yield at November 30, 2017 is 1.289%.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
FOREIGN CORPORATE BONDS - 88.9%       
Argentina - 3.2%        

Banco Macro S.A.

        

6.75%, 11/4/26, Reg S, (6.750% fixed rate until 11/4/21; 5-year USD swap + 5.463% thereafter)(a)

   $ 250,000        $ 259,687  

Pampa Energia S.A.

        

7.50%, 1/24/27(b)

     600,000          656,286  

YPF S.A.

        

8.75%, 4/4/24(b)

     630,000          726,075  
       

 

 

  

Total Argentina

           1,642,048  
       

 

 

  
Brazil - 11.8%        

Banco do Brasil S.A.

        

4.63%, 1/15/25(b)

     750,000          740,625  

Cemig Geracao e Transmissao S.A.

        

9.25%, 12/5/24(b)

      250,000          246,858  

Fibria Overseas Finance Ltd.

        

4.00%, 1/14/25

      500,000          498,560  

Marfrig Holdings Europe B.V.

        

8.00%, 6/8/23(b)

     340,000          356,787  

Petrobras Global Finance B.V.

        

4.38%, 5/20/23

      640,000          635,520  

6.25%, 3/17/24

      1,170,000          1,251,210  

5.63%, 5/20/43

      200,000          179,970  

6.85%, 6/5/2115

      160,000          153,800  

Raizen Fuels Finance S.A.

        

5.30%, 1/20/27(b)

     300,000          315,225  

Ultrapar International S.A.

        

5.25%, 10/6/26, Reg S

      550,000          562,031  

Vale Overseas Ltd.

        

4.38%, 1/11/22

      449,000          467,387  

6.25%, 8/10/26

      530,000          615,171  
       

 

 

  

Total Brazil

           6,023,144  
       

 

 

  
Chile - 5.6%        

Celulosa Arauco y Constitucion S.A.

        

3.88%, 11/2/27(b)

     325,000          322,156  

5.50%, 11/2/47(b)

     325,000          334,539  

Cencosud S.A.

        

4.88%, 1/20/23, Reg S

      551,000          580,616  

Colbun S.A.

        

3.95%, 10/11/27(b)(c)

     325,000          327,031  

Empresa Nacional del Petroleo

        

4.50%, 9/14/47(b)

     250,000          237,875  

GNL Quintero S.A.

        

4.63%, 7/31/29(b)

     360,000          376,650  

Itau CorpBanca

        

3.88%, 9/22/19, Reg S

      200,000          205,500  

SACI Falabella

        

3.75%, 10/30/27(b)

     500,000          488,750  
       

 

 

  

Total Chile

           2,873,117  
       

 

 

  
China - 6.1%        

Alibaba Group Holding Ltd.

        

3.40%, 12/6/27

      500,000          498,310  

Bank of China Ltd.

        

5.00%, 11/13/24, Reg S

      350,000          374,224  

China Overseas Finance Cayman V Ltd.

        

3.95%, 11/15/22, Series A, Reg S

      380,000          392,938  

China Overseas Finance Cayman VI Ltd.

        

4.25%, 5/8/19, Reg S

      350,000          357,233  

CNOOC Finance 2013 Ltd.

        

3.00%, 5/9/23

      500,000          496,970  

Country Garden Holdings Co., Ltd.

        

7.25%, 4/4/21, Reg S

      380,000          393,300  

CRCC Yuxiang Ltd.

        

3.50%, 5/16/23, Reg S

      590,000          603,081  
       

 

 

  

Total China

           3,116,056  
       

 

 

  
Colombia - 3.0%        

Banco Bilbao Vizcaya

        

Argentaria Colombia S.A.

        

4.88%, 4/21/25(b)(c)

     720,000          755,100  

Ecopetrol S.A.

        

5.88%, 9/18/23

      350,000          391,650  

5.88%, 5/28/45

      390,000          395,460  
       

 

 

  

Total Colombia

           1,542,210  
       

 

 

  
Guatemala - 0.7%        

Comunicaciones Celulares SA Via Comcel Trust

        

6.88%, 2/6/24(b)

     330,000          343,406  
       

 

 

  
Hong Kong - 8.8%        

Bank of East Asia Ltd. (The)

        

4.25%, 11/20/24, Reg S, (4.25% fixed rate until 11/20/19; 5-year CMT + 2.70% thereafter)(a)

      670,000          680,658  

Goodman HK Finance

        

4.38%, 6/19/24, Reg S

      800,000          841,140  

Hutchison Whampoa International 11 Ltd.

        

4.63%, 1/13/22, Reg S

      365,000          390,426  

Hutchison Whampoa International 12 II Ltd.

        

3.25%, 11/8/22, Reg S

      1,200,000          1,220,102  

PCCW -HKT Capital No.5 Ltd.

        

3.75%, 3/8/23, Reg S

      600,000          615,398  

Prosperous Ray Ltd.

        

3.00%, 11/12/18, Reg S

      760,000          763,047  
       

 

 

  

Total Hong Kong

           4,510,771  
       

 

 

  
India - 2.4%        

ICICI Bank Ltd.

        

3.13%, 8/12/20, Reg S

      250,000          250,923  

Reliance Industries Ltd.

        

3.67%, 11/30/27(b)

     1,000,000          1,000,507  
       

 

 

  

Total India

           1,251,430  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
Indonesia - 3.6%        

Listrindo Capital B.V.

        

4.95%, 9/14/26(b)(c)

   $ 250,000        $ 253,438  

Pertamina Persero PT

        

5.63%, 5/20/43, Reg S

      460,000          501,777  

Perusahaan Gas Negara Persero Tbk

        

5.13%, 5/16/24, Reg S

      660,000          710,543  

Perusahaan Listrik Negara PT

        

4.13%, 5/15/27(b)

     380,000          380,625  
       

 

 

  
Total Indonesia           1,846,383  
       

 

 

  

Kazakhstan - 2.3%

        

KazMunayGas National Co. JSC

        

6.38%, 4/9/21, Reg S

      1,067,000          1,171,033  
       

 

 

  

Kuwait - 0.5%

        

Equate Petrochemical B.V.

        

3.00%, 3/3/22, Reg S(c)

     280,000          276,780  
       

 

 

  

Luxembourg - 2.2%

        

Klabin Finance S.A.

        

4.88%, 9/19/27(b)

     300,000          297,750  

Millicom International Cellular S.A.

        

6.00%, 3/15/25, Reg S

      330,000          344,025  

5.13%, 1/15/28(b)

     475,000          470,203  
       

 

 

  
Total Luxembourg           1,111,978  
       

 

 

  

Malaysia - 0.7%

        

Gohl Capital Ltd.

        

4.25%, 1/24/27, Reg S

      340,000          349,656  
       

 

 

  

Mexico - 6.0%

        

Banco Mercantil del Norte S.A.

        

7.63%, 1/10/28, (7.625% fixed rate until 1/6/28; 10-year CMT + 5.353% thereafter)(a)(b)

     490,000          534,713  

BBVA Bancomer S.A.

        

6.75%, 9/30/22, Reg S

      550,000          623,562  

Cemex S.A.B. de C.V.

        

6.13%, 5/5/25, Reg S

      250,000          265,625  

Grupo Bimbo S.A.B. de C.V.

        

4.50%, 1/25/22, Reg S

      588,000          622,501  

Mexichem S.A.B. de C.V.

        

4.00%, 10/4/27(b)(c)

     320,000          319,680  

5.50%, 1/15/48(b)

     320,000          312,000  

Mexico City Airport Trust

        

5.50%, 7/31/47(b)

     400,000          400,596  
       

 

 

  
Total Mexico           3,078,677  
       

 

 

  

Morocco - 2.1%

        

OCP S.A.

        

5.63%, 4/25/24, Reg S

      1,000,000          1,070,000  
       

 

 

  

Panama - 1.0%

        

Multibank, Inc.

        

4.38%, 11/9/22(b)

     500,000          500,400  
       

 

 

  

Peru - 2.0%

        

Southern Copper Corp.

        

5.25%, 11/8/42

      910,000          1,021,157  
       

 

 

  

Poland - 0.6%

        

Powszechna Kasa Oszczednosci Bank Polski S.A. via PKO Finance AB

        

4.63%, 9/26/22, Reg S

      270,000          288,900  
       

 

 

  

Qatar - 1.3%

        

Ooredoo International Finance Ltd.

        

4.75%, 2/16/21, Reg S

      636,000          670,185  
       

 

 

  

Russia - 12.4%

        

Credit Bank of Moscow Via CBOM Finance PLC

        

5.88%, 11/7/21, Reg S

      300,000          313,875  

Gazprom Neft OAO Via GPN Capital S.A.

        

6.00%, 11/27/23, Reg S

      1,100,000          1,215,500  

Gazprom OAO Via Gaz Capital S.A.

        

6.00%, 1/23/21, Reg S

      570,000          614,888  

6.51%, 3/7/22, Reg S

      450,000          498,656  

Novolipetsk Steel via Steel Funding DAC

        

4.00%, 9/21/24(b)

     250,000          252,500  

Phosagro OAO via Phosagro Bond Funding DAC

        

3.95%, 11/3/21(b)

     250,000          253,281  

Rosneft Oil Co. Via Rosneft International Finance DAC

        

4.20%, 3/6/22, Reg S

      500,000          505,625  

Sberbank of Russia Via SB Capital S.A.

        

5.50%, 2/26/24, Reg S, (5.50% fixed rate until 2/26/19; 5-year CMT + 4.023% thereafter)(a)

     500,000          511,875  

Severstal OAO via Steel Capital S.A.

        

5.90%, 10/17/22, Reg S

      477,000          530,066  

VEON Holdings B.V.

        

7.50%, 3/1/22, Reg S

      200,000          231,000  

5.95%, 2/13/23, Reg S

      600,000          652,500  

VTB Bank OJSC Via VTB Capital S.A.

        

6.95%, 10/17/22, Reg S

      700,000          768,250  
       

 

 

  
Total Russia           6,348,016  
       

 

 

  

Singapore - 2.2%

        

Oversea-Chinese Banking Corp., Ltd.

        

4.25%, 6/19/24, Reg S

      1,080,000          1,128,348  

Puma International Financing S.A.

        

6.75%, 2/1/21, Reg S

      2,000          2,047  
       

 

 

  
Total Singapore           1,130,395  
       

 

 

  

South Africa - 0.6%

        

Myriad International Holdings B.V.

        

5.50%, 7/21/25, Reg S

      270,000          293,625  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
South Korea - 4.2%        

GS Caltex Corp.

        

3.00%, 6/12/22(b)

   $ 250,000        $ 247,734  

KEB Hana Bank

        

4.25%, 10/14/24, Reg S

      850,000          878,917  

Shinhan Bank Co., Ltd.

        

3.88%, 3/24/26(b)

     1,000,000          1,014,614  
       

 

 

  
Total South Korea           2,141,265  
       

 

 

  
Turkey - 4.6%        

TC Ziraat Bankasi A/S

        

4.75%, 4/29/21, Reg S

      300,000          296,625  

Tupras Turkiye Petrol Rafinerileri A/S

        

4.50%, 10/18/24(b)

     500,000          491,875  

Turk Telekomunikasyon A/S

        

4.88%, 6/19/24, Reg S

      450,000          454,500  

Turkiye Garanti Bankasi A/S

        

5.25%, 9/13/22, Reg S

      250,000          251,563  

Turkiye Is Bankasi

        

5.50%, 4/21/22, Reg S

      300,000          299,062  

Turkiye Vakiflar Bankasi TAO

        

6.88%, 2/3/25, Reg S, (6.875% fixed rate until 2/3/20; 5-year USD swap + 5.439% thereafter)(a)

     250,000          250,625  

Yapi ve Kredi Bankasi A/S

        

5.75%, 2/24/22, Reg S(c)

     300,000          301,125  
       

 

 

  
Total Turkey           2,345,375  
       

 

 

  
United Arab Emirates - 1.0%        

DP World Ltd.

        

6.85%, 7/2/37, Reg S

      400,000          493,500  
       

 

 

  
TOTAL FOREIGN CORPORATE BONDS
(Cost: $43,722,298)		           45,439,507  
       

 

 

  
FOREIGN GOVERNMENT AGENCIES - 3.9%        
Argentina - 2.0%        

City of Buenos Aires Argentina

        

7.50%, 6/1/27, Series 144A(b)

     350,000          392,000  

Provincia de Buenos Aires

        

9.13%, 3/16/24(b)

     300,000          349,875  

Provincia de Neuquen Argentina

        

7.50%, 4/27/25(b)

     250,000          268,125  
       

 

 

  
Total Argentina           1,010,000  
       

 

 

  
Indonesia - 0.5%        

Lembaga Pembiayaan Ekspor Indonesia

        

3.88%, 4/6/24, Series EMTN, Reg S

      250,000          255,500  
       

 

 

  
United Arab Emirates - 1.4%        

MDC-GMTN B.V.

        

5.50%, 4/20/21, Reg S

      666,000          727,605  
       

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $1,920,472)

           1,993,105  
       

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 2.0%        
Ecuador - 0.6%        

Ecuador Government International Bond

        

10.75%, 3/28/22(b)

     250,000          289,824  
       

 

 

  
Ghana - 0.5%        

Ghana Government International Bond

        

10.75%, 10/14/30(b)

     200,000          270,500  
       

 

 

  
Nigeria - 0.4%        

Nigeria Government International Bond

        

6.50%, 11/28/27, Reg S

      200,000          204,250  
       

 

 

  
Senegal - 0.5%        

Senegal Government International Bond

        

6.25%, 5/23/33(b)

     250,000          261,094  
       

 

 

  
TOTAL FOREIGN GOVERNMENT OBLIGATIONS
(Cost: $966,221)		           1,025,668  
       

 

 

  
     Shares           
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 3.1%        
United States - 3.1%        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.04%(d)

(Cost: $1,598,119)(e)

     1,598,119          1,598,119  
       

 

 

  
TOTAL INVESTMENTS IN SECURITIES - 97.9%
(Cost: $48,207,110)		           50,056,399  

Other Assets less Liabilities - 2.1%

           1,079,056  
       

 

 

  

NET ASSETS - 100.0%

         $ 51,135,455  
       

 

 

  

 

(a) 

Rate shown reflects the accrual rate as of November 30, 2017 on securities with variable or step rates.

(b)

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

(c)

Security, or portion thereof, was on loan at November 30, 2017 (See Note 2).

(d)

Rate shown represents annualized 7-day yield as of November 30, 2017.

(e)

At November 30, 2017, the total market value of the Fund’s securities on loan was $1,555,565 and the total market value of the collateral held by the Fund was $1,598,119.

10-year CMT - U.S. Treasury Yield Curve 10-year Treasury Note Constant Maturity rate at November 30, 2017 is 2.420%.

5-year CMT - U.S. Treasury Yield Curve 5-year Treasury Note Constant Maturity rate at November 30, 2017 is 2.140%.

5-year USD swap - 5-year USD swap rate at November 30, 2017 is 2.199%.

 

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)

November 30, 2017

 

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

 

Short Exposure

   

Contracts

      Expiration
Date		      Notional
Amount1 		    Unrealized
Appreciation/
(Depreciation)		  
10 Year U.S. Treasury Note      27        3/20/18      $ (3,349,266 )    $ 15,211  
5 Year U.S. Treasury Note      2        3/29/18        (232,688 )      406  
U.S. Treasury Long Bond      3        3/20/18        (455,156 )      4,594  
Ultra 10 Year U.S. Treasury Note      22        3/20/18        (2,929,781 )      21,494  
        

 

 

    

 

 

  
         $ (6,966,891 )    $ 41,705  
        

 

 

    

 

 

  

Long Exposure

                           

2 Year U.S. Treasury Note

      32        3/29/18      $ 6,861,000     $ (5,203 ) 

U.S. Treasury Ultra Long Term Bond

      1        3/20/18        164,875       (250 ) 
        

 

 

    

 

 

  
         $ 7,025,875     $ (5,453 ) 
        

 

 

    

 

 

  
Total - Net          $ 58,984     $ 36,252  
        

 

 

    

 

 

  

 

1 

“Notional Amount” represents the current notional value of the futures contract.

† 

As of November 30, 2017, cash collateral posted by the Fund with the broker for futures contracts was $84,277.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2017

 

 

Investments

    Principal
Amount† 		     Value  
FOREIGN GOVERNMENT AGENCIES - 1.3%  
South Africa - 0.4%  

Landwirtschaftliche Rentenbank

      

8.25%, 5/23/22, Reg S

      12,250,000  ZAR     $ 893,979  
     

 

 

  
Turkey - 0.9%  

Kreditanstalt fuer Wiederaufbau

      

9.25%, 5/22/20, Reg S

      5,100,000  TRY       1,231,505  

9.75%, 2/17/21

      1,000,000  TRY       246,272  

Landwirtschaftliche Rentenbank

      

5.63%, 2/27/18, Reg S

      1,850,000  TRY       465,430  
     

 

 

  
Total Turkey        1,943,207  
     

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $3,637,706)

         2,837,186  
     

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 91.4%  
Argentina - 2.8%  

Argentine Bonos del Tesoro

      

18.20%, 10/3/21

      32,000,000  ARS       1,890,862  

16.00%, 10/17/23

      33,510,000  ARS       1,936,742  

15.50%, 10/17/26

      38,800,000  ARS       2,308,030  
     

 

 

  
Total Argentina        6,135,634  
     

 

 

  
Brazil - 10.1%  

Brazil Letras do Tesouro Nacional

      

9.23%, 7/1/19(a)

      32,900,000  BRL       8,958,966  

Brazil Notas do Tesouro Nacional

      

10.00%, 1/1/21, Series F

      16,363,000  BRL       5,107,902  

10.00%, 1/1/23, Series F

      11,375,000  BRL       3,482,628  

10.00%, 1/1/25, Series F

      8,539,000  BRL       2,577,769  

10.00%, 1/1/27, Series F

      4,500,000  BRL       1,348,142  

Brazilian Government International Bond

      

12.50%, 1/5/22

      929,000  BRL       324,614  
     

 

 

  
Total Brazil        21,800,021  
     

 

 

  
Chile - 3.0%  

Bonos de la Tesoreria de la Republica en pesos

      

4.50%, 2/28/21

      500,000,000  CLP       789,213  

4.50%, 3/1/21

      1,080,000,000  CLP       1,704,611  

4.50%, 3/1/26

      1,300,000,000  CLP       1,997,560  

5.00%, 3/1/35

      1,295,000,000  CLP       1,994,895  
     

 

 

  
Total Chile        6,486,279  
     

 

 

  
China - 3.0%  

China Government Bond

      

3.09%, 11/22/18

      4,000,000  CNH       600,797  

3.09%, 6/29/20, Reg S

      9,500,000  CNY       1,408,475  

2.48%, 12/1/20

      11,500,000  CNY       1,669,763  

2.36%, 8/18/21, Reg S

      5,000,000  CNY       713,047  

3.10%, 6/29/22

      6,500,000  CNY       944,551  

3.16%, 6/27/23

      8,500,000  CNY       1,227,996  
     

 

 

  

Total China

 

      6,564,629  
     

 

 

  
Colombia - 4.8%  

Colombia Government International Bond

      

7.75%, 4/14/21

      2,209,000,000  COP       786,289  

Colombian TES

      

7.00%, 5/4/22, Series B

      7,766,200,000  COP       2,732,890  

10.00%, 7/24/24, Series B

      8,403,300,000  COP       3,391,333  

6.00%, 4/28/28, Series B

      10,755,400,000  COP       3,428,183  
     

 

 

  

Total Colombia

 

      10,338,695  
     

 

 

  
Hungary - 3.0%  

Hungary Government Bond

      

6.50%, 6/24/19, Series 19/A

      407,000,000  HUF       1,705,794  

7.50%, 11/12/20, Series 20/A

      186,690,000  HUF       855,059  

7.00%, 6/24/22, Series 22/A

      110,400,000  HUF       532,928  

6.00%, 11/24/23, Series 23/A

      287,780,000  HUF       1,392,217  

5.50%, 6/24/25, Series 25/B

      420,000,000  HUF       2,012,284  

3.00%, 10/27/27, Series 27/A

      10,000,000  HUF       41,112  
     

 

 

  

Total Hungary

 

      6,539,394  
     

 

 

  
India - 6.7%  

India Government Bond

      

8.27%, 6/9/20

      103,000,000  INR       1,657,137  

7.80%, 4/11/21

      100,000,000  INR       1,599,124  

7.68%, 12/15/23

      200,000,000  INR       3,206,241  

8.40%, 7/28/24

      134,000,000  INR       2,211,160  

7.59%, 3/20/29

      100,000,000  INR       1,580,888  

7.88%, 3/19/30

      100,000,000  INR       1,609,259  

9.20%, 9/30/30

      143,500,000  INR       2,570,931  
     

 

 

  
Total India        14,434,740  
     

 

 

  
Indonesia - 9.0%  

Indonesia Treasury Bond

      

7.00%, 5/15/22, Series FR61

      25,450,000,000  IDR       1,951,179  

8.38%, 3/15/24, Series FR70

      45,000,000,000  IDR       3,668,931  

8.38%, 9/15/26, Series FR56

      47,091,000,000  IDR       3,895,236  

9.00%, 3/15/29, Series FR71

      9,130,000,000  IDR       788,194  

8.75%, 5/15/31, Series FR73

      37,533,000,000  IDR       3,186,947  

8.25%, 6/15/32, Series FR58

      61,064,000,000  IDR       4,923,336  

8.75%, 2/15/44, Series FR67

      12,069,000,000  IDR       1,017,549  
     

 

 

  

Total Indonesia

 

      19,431,372  
     

 

 

  
Malaysia - 3.1%  

Malaysia Government Bond

      

4.38%, 11/29/19, Series 0902

      6,037,000  MYR       1,511,089  

3.49%, 3/31/20, Series 0612

      2,954,000  MYR       727,008  

4.16%, 7/15/21, Series 0111

      2,088,000  MYR       522,113  

3.42%, 8/15/22, Series 0112

      4,968,000  MYR       1,196,514  

4.18%, 7/15/24, Series 0114

      3,990,000  MYR       986,335  

4.39%, 4/15/26, Series 0311

      3,739,000  MYR       928,454  

4.50%, 4/15/30, Series 0310

      2,333,000  MYR       568,447  

4.25%, 5/31/35, Series 0415

      1,100,000  MYR       256,970  
     

 

 

  

Total Malaysia

 

      6,696,930  
     

 

 

  
Mexico - 4.8%  

Mexican Bonos

      

8.50%, 12/13/18, Series M 10

      9,943,000  MXN       541,286  

5.00%, 12/11/19, Series M

      24,394,000  MXN       1,260,265  

6.50%, 6/10/21, Series M

      8,000,000  MXN       421,946  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2017

 

Investments

    Principal
Amount† 		     Value  

6.50%, 6/9/22, Series M

      13,487,000  MXN     $ 707,498  

10.00%, 12/5/24, Series M 20

      42,448,000  MXN       2,638,707  

7.50%, 6/3/27, Series M 20

      15,269,000  MXN       833,780  

8.50%, 5/31/29, Series M 20

      11,993,000  MXN       703,214  

7.75%, 5/29/31, Series M

      10,133,000  MXN       562,211  

7.75%, 11/23/34, Series M

      5,719,000  MXN       316,008  

10.00%, 11/20/36, Series M 30

      10,452,000  MXN       701,951  

8.50%, 11/18/38, Series M 30

      4,854,000  MXN       287,280  

7.75%, 11/13/42, Series M

      14,142,000  MXN       776,427  

8.00%, 11/7/47, Series M

      10,000,000  MXN       564,231  
     

 

 

  
Total Mexico        10,314,804  
     

 

 

  
Peru - 3.1%  

Peruvian Government International Bond

      

7.84%, 8/12/20, Reg S

      1,361,000  PEN       466,562  

5.70%, 8/12/24, Reg S

      3,640,000  PEN       1,200,537  

8.20%, 8/12/26, Reg S

      4,563,000  PEN       1,730,930  

6.95%, 8/12/31, Reg S

      5,226,000  PEN       1,840,608  

6.90%, 8/12/37, Reg S

      4,165,000  PEN       1,430,805  
     

 

 

  
Total Peru        6,669,442  
     

 

 

  
Philippines - 3.2%  

Philippine Government International Bond

      

4.95%, 1/15/21

      94,000,000  PHP       1,928,721  

3.90%, 11/26/22

      88,000,000  PHP       1,735,575  

6.25%, 1/14/36

      141,000,000  PHP       3,170,648  
     

 

 

  

Total Philippines

 

      6,834,944  
     

 

 

  
Poland - 6.2%  

Republic of Poland Government Bond

      

3.25%, 7/25/19, Series 0719

      1,500,000  PLN       437,927  

5.50%, 10/25/19, Series 1019

      3,239,000  PLN       986,268  

1.50%, 4/25/20, Series 0420

      5,000,000  PLN       1,408,944  

5.25%, 10/25/20, Series 1020

      5,229,000  PLN       1,621,163  

5.75%, 10/25/21, Series 1021

      2,360,000  PLN       755,058  

2.25%, 4/25/22, Series 0422

      550,000  PLN       154,281  

5.75%, 9/23/22, Series 0922

      6,926,000  PLN       2,242,051  

4.00%, 10/25/23, Series 1023

      5,046,000  PLN       1,521,098  

3.25%, 7/25/25, Series 0725

      4,316,000  PLN       1,232,557  

2.50%, 7/25/26, Series 0726

      6,271,000  PLN       1,680,853  

2.50%, 7/25/27, Series 0727

      5,135,000  PLN       1,357,779  
     

 

 

  

Total Poland

 

      13,397,979  
     

 

 

  
Romania - 3.0%  

Romania Government Bond

      

5.60%, 11/28/18, Series 5Y

      1,440,000  RON       381,321  

2.50%, 4/29/19, Series 3Y

      3,500,000  RON       895,702  

5.75%, 4/29/20, Series 7Y

      2,800,000  RON       760,292  

3.25%, 3/22/21, Series 5Y

      1,470,000  RON       373,002  

5.95%, 6/11/21, Series 10Y

      5,280,000  RON       1,454,651  

5.85%, 4/26/23, Series 10Y

      5,540,000  RON       1,542,182  

4.75%, 2/24/25, Series 10Y

      1,655,000  RON       436,920  

5.80%, 7/26/27, Series 15Y

      2,500,000  RON       705,533  
     

 

 

  

Total Romania

 

      6,549,603  
     

 

 

  
Russia - 10.2%  

Russian Federal Bond - OFZ

      

7.50%, 2/27/19, Series 6208

      26,013,000  RUB       447,365  

6.70%, 5/15/19, Series 6216

      41,220,000  RUB       702,134  

6.80%, 12/11/19, Series 6210

      165,000,000  RUB       2,809,543  

7.60%, 4/14/21, Series 6205

      174,964,000  RUB       3,037,577  

7.60%, 7/20/22, Series 6209

      213,125,000  RUB       3,701,847  

7.00%, 1/25/23, Series 6211

      143,144,000  RUB       2,419,069  

7.00%, 8/16/23, Series 6215

      36,950,000  RUB       624,339  

7.05%, 1/19/28, Series 6212

      334,215,000  RUB       5,550,863  

8.50%, 9/17/31, Series 6218

      110,000,000  RUB       2,037,911  

7.70%, 3/23/33, Series 6221

      50,000,000  RUB       858,145  
     

 

 

  

Total Russia

 

      22,188,793  
     

 

 

  
South Africa - 4.6%  

Republic of South Africa Government Bond

      

10.50%, 12/21/26, Series R186

      20,702,000  ZAR       1,625,508  

8.00%, 1/31/30, Series 2030

      15,976,000  ZAR       1,023,649  

7.00%, 2/28/31, Series R213

      21,992,000  ZAR       1,276,063  

6.25%, 3/31/36, Series R209

      11,656,600  ZAR       584,994  

8.50%, 1/31/37, Series 2037

      14,000,000  ZAR       880,153  

6.50%, 2/28/41, Series R214

      41,303,000  ZAR       2,029,804  

8.75%, 1/31/44, Series 2044

      23,000,000  ZAR       1,441,955  

8.75%, 2/28/48, Series 2048

      18,120,000  ZAR       1,136,875  
     

 

 

  

Total South Africa

 

      9,999,001  
     

 

 

  
Thailand - 6.1%  

Thailand Government Bond

      

3.88%, 6/13/19

      10,750,000  THB       341,240  

2.55%, 6/26/20

      53,422,000  THB       1,676,877  

3.65%, 12/17/21

      103,670,000  THB       3,409,483  

3.63%, 6/16/23

      61,669,000  THB       2,051,021  

3.85%, 12/12/25

      57,480,000  THB       1,967,743  

4.88%, 6/22/29

      78,602,000  THB       2,953,199  

3.40%, 6/17/36

      27,500,000  THB       899,590  
     

 

 

  

Total Thailand

 

      13,299,153  
     

 

 

  
Turkey - 4.7%  

Turkey Government Bond

      

8.50%, 7/10/19

      3,066,000  TRY       733,515  

10.50%, 1/15/20

      1,456,000  TRY       354,304  

9.40%, 7/8/20

      4,000,000  TRY       935,472  

9.50%, 1/12/22

      9,114,000  TRY       2,074,307  

8.50%, 9/14/22

      5,914,000  TRY       1,289,980  

8.00%, 3/12/25

      17,362,000  TRY       3,564,810  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2017

 

Investments

    Principal
Amount†		      Value  

11.00%, 2/24/27

      5,000,000  TRY     $ 1,199,421  
     

 

 

  
Total Turkey         10,151,809  
     

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $221,598,439)

         197,833,222  
     

 

 

  
SUPRANATIONAL BONDS - 2.2%      

European Investment Bank

      

6.06%, 3/1/19, Reg S

      20,000,000,000  IDR       1,459,116  

5.90%, 7/9/19, Reg S

      17,910,000,000  IDR       1,349,070  

8.39%, 7/29/22, Reg S

      12,620,000  ZAR       923,746  

8.40%, 12/21/26

      15,300,000  ZAR       1,102,239  
     

 

 

  

TOTAL SUPRANATIONAL BONDS

(Cost: $5,037,150)

         4,834,171  
     

 

 

  
REPURCHASE AGREEMENT - 0.8%      
United States - 0.8%      

Citigroup, Inc., tri-party repurchase agreement dated 11/30/17 (tri-party custodian: The Bank of New York Mellon Corp.), 1.05% due 12/1/17; Proceeds at maturity - $1,750,051 (fully collateralized by U.S. Treasury Bond Coupon Strips, 0.00% due 8/15/26; Market value - $1,785,000)

(Cost: $1,750,000)

      1,750,000        1,750,000  
     

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 95.7%

(Cost: $232,023,295)

         207,254,579  

Other Assets less Liabilities - 4.3%

         9,227,794  
     

 

 

  
NET ASSETS - 100.0%       $ 216,482,373  
     

 

 

  

 

† 

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

(a) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of November 30, 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 (OTC - OVER THE COUNTER)

 

Counterparty

    Settlement Date      Amount and
Description of
Currency to be
Purchased		      Amount and
Description of
Currency to be
Sold		      Unrealized
Appreciation		      Unrealized
Depreciation		  

Bank of America N.A.

      12/1/2017        4,759,945        TRY        1,201,073        USD      $ 17,535      $ —    

Bank of America N.A.

      12/1/2017        45,490        USD        11,970,262        HUF        —          (112 ) 

Bank of America N.A.

      12/1/2017        305,898        USD        1,084,498        PLN        —          (1,949 ) 

Bank of America N.A.

      12/1/2017        16,839,041        ZAR        1,232,587        USD        1,721        —    

Bank of America N.A.

      12/5/2017        414,890        RON        105,871        USD        686        —    

Bank of America N.A.

      12/20/2017        1,000,000,000        COP        332,419        USD        —          (187 ) 

Bank of America N.A.

      12/20/2017        6,520,000        MXN        350,969        USD        —          (1,544 ) 

Bank of America N.A.

      3/21/2018        4,500,000        TRY        1,095,959        USD        16,049        —    

Citibank N.A.

      12/20/2017        9,770,053,655        COP        3,321,227        USD        —          (75,303 ) 

Citibank N.A.

      12/20/2017        839,357        USD        2,500,000,000        COP        8,777        —    

Citibank N.A.

      12/20/2017        954,704        USD        61,650,000        INR        —          (472 ) 

Citibank N.A.

      12/20/2017        172,809        USD        3,300,000        MXN        —          (4,047 ) 

Citibank N.A.

      12/20/2017        864,046        USD        16,500,000        MXN        —          (20,235 ) 

Goldman Sachs

      12/20/2017        65,000,000        MXN        3,610,321        USD        —          (126,792 ) 

Goldman Sachs

      12/20/2017        685,453        USD        45,000,000        INR        —          (11,755 ) 

JP Morgan Chase Bank N.A.

      12/1/2017        657,405        USD        2,115,857        BRL        10,057        —    

JP Morgan Chase Bank N.A.

      12/1/2017        602,596        USD        1,811,403,475        COP        —          (110 ) 

Merrill Lynch International

      12/4/2017        396,113        USD        5,351,482,620        IDR        468        —    

State Street Bank and Trust

      12/4/2017        32,304        USD        132,150        MYR        —          (10 ) 

UBS AG

      12/20/2017        18,519,000        INR        287,205        USD        —          (281 ) 
                 

 

 

     

 

 

  
                  $ 55,293      $ (242,797 ) 
                 

 

 

     

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2017

 

CURRENCY LEGEND

 

ARS    Argentine Peso
BRL    Brazilian real
CLP    Chilean peso
CNH    Offshore Chinese renminbi
CNY    Chinese yuan
COP    Colombian peso
HUF    Hungary forint
IDR    Indonesian rupiah
INR    Indian rupee
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)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

CORPORATE BONDS - 83.4%

        

United States - 83.4%

        

24 Hour Fitness Worldwide, Inc.

        

8.00%, 6/1/22(a)

   $   100,000        $ 96,500  

99 Cents Only Stores LLC

        

11.00%, 12/15/19

      50,000          43,000  

ACE Cash Express, Inc.

        

11.00%, 2/1/19(a)

     50,000          50,094  

Acosta, Inc.

        

7.75%, 10/1/22(a)

     100,000          73,000  

Actuant Corp.

        

5.63%, 6/15/22

      200,000          204,500  

ADT Corp. (The)

        

6.25%, 10/15/21

      450,000          497,250  

Advanced Micro Devices, Inc.

        

7.50%, 8/15/22

      169,000          191,815  

AECOM

        

5.75%, 10/15/22

      200,000          209,500  

AES Corp.

        

7.38%, 7/1/21

      200,000          226,000  

AGCO Corp.

        

5.88%, 12/1/21

      100,000          108,368  

Aircastle Ltd.

        

5.13%, 3/15/21

      370,000          393,125  

Aleris International, Inc.

        

7.88%, 11/1/20

      100,000          98,500  

9.50%, 4/1/21(a)

     125,000          132,188  

Allegheny Technologies, Inc.

        

5.95%, 1/15/21

      250,000          257,500  

Allegiant Travel Co.

        

5.50%, 7/15/19

      100,000          103,625  

Alliance One International, Inc.

        

9.88%, 7/15/21

      100,000          91,625  

Ally Financial, Inc.

        

3.50%, 1/27/19

      500,000          506,250  

3.75%, 11/18/19

      100,000          101,750  

7.50%, 9/15/20

      700,000          788,375  

4.25%, 4/15/21

      200,000          207,750  

American Airlines Group, Inc.

        

5.50%, 10/1/19(a)

     220,000          227,700  

4.63%, 3/1/20(a)

     300,000          306,690  

American Axle & Manufacturing, Inc.

        

6.63%, 10/15/22(b)

     200,000          207,250  

American Midstream Partners L.P.

        

8.50%, 12/15/21(a)

     160,000          168,000  

American Tire Distributors, Inc.

        

10.25%, 3/1/22(a)

     200,000          205,500  

Amkor Technology, Inc.

        

6.38%, 10/1/22

      100,000          103,500  

Andeavor Logistics L.P.

        

5.50%, 10/15/19

      203,000          212,835  

6.13%, 10/15/21

      250,000          257,657  

Anixter, Inc.

        

5.13%, 10/1/21

      250,000          265,731  

Antero Resources Corp.

        

5.38%, 11/1/21

      200,000          205,750  

Apex Tool Group LLC

        

7.00%, 2/1/21(a)

     100,000          95,250  

APX Group, Inc.

        

8.75%, 12/1/20

      150,000          153,518  

Archrock Partners L.P.

        

6.00%, 4/1/21

      100,000          100,000  

Arconic, Inc.

        

6.15%, 8/15/20

      150,000          162,022  

5.40%, 4/15/21

      200,000          213,845  

5.87%, 2/23/22

      100,000          108,760  

Artesyn Embedded Technologies, Inc.

        

9.75%, 10/15/20(a)

     82,000          80,770  

Ascent Resources Utica Holdings LLC

        

10.00%, 4/1/22(a)

     300,000          327,750  

Ashland LLC

        

4.75%, 8/15/22

      270,000          282,150  

AV Homes, Inc.

        

6.63%, 5/15/22

      100,000          104,754  

Avis Budget Car Rental LLC

        

5.13%, 6/1/22(a)(b)

     150,000          151,500  

Avon Products, Inc.

        

6.60%, 3/15/20(b)

     100,000          96,000  

B&G Foods, Inc.

        

4.63%, 6/1/21

      44,000          44,783  

Ball Corp.

        

4.38%, 12/15/20

      300,000          313,125  

Beazer Homes USA, Inc.

        

8.75%, 3/15/22

      200,000          219,750  

Berry Global, Inc.

        

5.50%, 5/15/22

      100,000          103,750  

Bill Barrett Corp.

        

7.00%, 10/15/22(b)

     100,000          102,250  

Blackboard, Inc.

        

9.75%, 10/15/21(a)(b)

     100,000          91,000  

BMC Software Finance, Inc.

        

8.13%, 7/15/21(a)

     375,000          381,446  

Bon-Ton Department Stores, Inc. (The)

        

8.00%, 6/15/21

      50,000          16,250  

Boxer Parent Co., Inc.

        

9.00%, 10/15/19, Toggle PIK (9.00% Cash or 9.75% PIK)(a)

     25,000          25,125  

Bristow Group, Inc.

        

6.25%, 10/15/22(b)

     100,000          80,940  

Cablevision Systems Corp.

        

7.75%, 4/15/18

      459,000          468,180  

CalAtlantic Group, Inc.

        

8.38%, 5/15/18

      89,000          91,359  

Calpine Corp.

        

6.00%, 1/15/22(a)

     200,000          206,750  

Calumet Specialty Products Partners L.P.

        

6.50%, 4/15/21

      225,000          225,281  

Carpenter Technology Corp.

        

5.20%, 7/15/21

      200,000          209,218  

Carrizo Oil & Gas, Inc.

        

7.50%, 9/15/20

      75,000          76,594  

CCO Holdings LLC

        

5.25%, 9/30/22

      250,000          257,344  

CEC Entertainment, Inc.

        

8.00%, 2/15/22

      125,000          120,000  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Centene Corp.

        

5.63%, 2/15/21

    $   100,000        $   103,500  

4.75%, 5/15/22

      275,000          286,828  

Century Aluminum Co.

        

7.50%, 6/1/21(a)

     200,000          207,250  

Century Communities, Inc.

        

6.88%, 5/15/22

      100,000          105,345  

CenturyLink, Inc.

        

5.63%, 4/1/20, Series V

      500,000          503,125  

Cenveo Corp.

        

6.00%, 8/1/19(a)(b)

     100,000          67,000  

Cequel Communications Holdings I LLC

        

6.38%, 9/15/20(a)

     155,000          157,519  

5.13%, 12/15/21(a)

     250,000          252,187  

Ceridian HCM Holding, Inc.

        

11.00%, 3/15/21(a)

     150,000          158,063  

CF Industries, Inc.

        

7.13%, 5/1/20

      300,000          329,625  

Chesapeake Energy Corp.

        

6.63%, 8/15/20

      100,000          105,000  

6.13%, 2/15/21(b)

     150,000          151,875  

Chester Downs & Marina LLC

        

9.25%, 2/1/20(a)

     50,000          51,345  

Choice Hotels International, Inc.

        

5.75%, 7/1/22

      150,000          164,812  

CIT Group, Inc.

        

3.88%, 2/19/19

      350,000          356,335  

5.00%, 8/15/22

      200,000          214,250  

Citgo Holding, Inc.

        

10.75%, 2/15/20(a)

     250,000          265,625  

Claire’s Stores, Inc.

        

9.00%, 3/15/19(a)

     150,000          92,063  

Clear Channel Worldwide Holdings, Inc.

        

7.63%, 3/15/20, Series B

      200,000          198,750  

Cloud Peak Energy Resources LLC

        

12.00%, 11/1/21

      100,000          107,438  

CNH Industrial Capital LLC

        

3.63%, 4/15/18

      200,000          201,020  

4.38%, 11/6/20

      40,000          41,760  

CNO Financial Group, Inc.

        

4.50%, 5/30/20

      200,000          206,500  

CNX Resources Corp.

        

5.88%, 4/15/22

      350,000          359,625  

Cogent Communications Group, Inc.

        

5.38%, 3/1/22(a)

     200,000          212,000  

Community Health Systems, Inc.

        

8.00%, 11/15/19(b)

     400,000          359,500  

5.13%, 8/1/21

      250,000          235,625  

6.88%, 2/1/22(b)

     500,000          303,750  

Comstock Resources, Inc.

        

10.00%, 3/15/20, Toggle PIK (10.00% Cash or 12.25% PIK)

      200,000          207,250  

Consolidated Communications, Inc.

        

6.50%, 10/1/22

      125,000          114,531  

Continental Resources, Inc.

        

5.00%, 9/15/22

      400,000          409,000  

Covanta Holding Corp.

        

6.38%, 10/1/22

      100,000          102,750  

Credit Acceptance Corp.

        

6.13%, 2/15/21

      200,000          203,750  

Crescent Communities LLC

        

8.88%, 10/15/21(a)

     100,000          106,750  

CSC Holdings LLC

        

6.75%, 11/15/21

      100,000          107,750  

CSI Compressco L.P.

        

7.25%, 8/15/22

      100,000          95,000  

CURO Financial Technologies Corp.

        

12.00%, 3/1/22(a)

     100,000          110,500  

DaVita, Inc.

        

5.75%, 8/15/22

      200,000          206,225  

DCP Midstream Operating L.P.

        

2.50%, 12/1/17

      64,000          64,000  

4.75%, 9/30/21(a)

     300,000          309,750  

Dell, Inc.

        

5.65%, 4/15/18

      312,000          316,477  

5.88%, 6/15/19(b)

     150,000          156,188  

Denbury Resources, Inc.

        

9.00%, 5/15/21(a)

     100,000          96,750  

5.50%, 5/1/22(b)

     100,000          66,000  

DISH DBS Corp.

        

4.25%, 4/1/18

      176,000          177,637  

7.88%, 9/1/19

      600,000          643,626  

6.75%, 6/1/21

      450,000          480,375  

DJO Finco, Inc.

        

8.13%, 6/15/21(a)

     120,000          114,225  

Dun & Bradstreet Corp. (The)

        

4.25%, 6/15/20

      40,000          41,049  

DynCorp International, Inc.

        

11.88%, 11/30/20 (10.375% Cash + 1.50% PIK)

      100,750          107,047  

Eagle Holding Co. II LLC

        

7.63%, 5/15/22, Toggle PIK (7.625% Cash or 8.375% PIK)(a)

     100,000          101,750  

EMC Corp.

        

2.65%, 6/1/20

      600,000          593,645  

Endeavor Energy Resources L.P.

        

7.00%, 8/15/21(a)

     100,000          103,563  

Endo Finance LLC

        

5.75%, 1/15/22(a)

     170,000          142,375  

Energen Corp.

        

4.63%, 9/1/21

      250,000          253,750  

Energy Transfer Equity L.P.

        

7.50%, 10/15/20

      250,000          278,750  

Enova International, Inc.

        

9.75%, 6/1/21

      100,000          106,500  

EnPro Industries, Inc.

        

5.88%, 9/15/22

      150,000          156,750  

Ensco PLC

        

4.70%, 3/15/21(b)

     160,000          157,600  

Envision Healthcare Corp.

        

5.63%, 7/15/22

      150,000          153,750  

Enviva Partners L.P.

        

8.50%, 11/1/21

      100,000          107,250  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

EP Energy LLC

        

9.38%, 5/1/20

    $   150,000        $   111,750  

EV Energy Partners L.P.

        

8.00%, 4/15/19

      100,000          50,500  

Everi Payments, Inc.

        

10.00%, 1/15/22

      125,000          135,791  

Extraction Oil & Gas, Inc.

        

7.88%, 7/15/21(a)

     150,000          159,375  

FBM Finance, Inc.

        

8.25%, 8/15/21(a)

     50,000          53,625  

Ferrellgas L.P.

        

6.50%, 5/1/21

      200,000          190,500  

Fidelity & Guaranty Life Holdings, Inc.

        

6.38%, 4/1/21(a)

     75,000          76,219  

First Quality Finance Co., Inc.

        

4.63%, 5/15/21(a)

     200,000          202,280  

Fortress Transportation & Infrastructure Investors LLC

        

6.75%, 3/15/22(a)

     160,000          167,800  

Forum Energy Technologies, Inc.

        

6.25%, 10/1/21

      200,000          200,000  

Freeport-McMoRan, Inc.

        

3.10%, 3/15/20

      350,000          351,750  

6.50%, 11/15/20

      270,000          275,413  

4.00%, 11/14/21

      420,000          424,410  

Frontier Communications Corp.

        

8.13%, 10/1/18(b)

     350,000          348,250  

8.50%, 4/15/20(b)

     169,000          154,952  

6.25%, 9/15/21(b)

     300,000          222,750  

GameStop Corp.

        

6.75%, 3/15/21(a)(b)

     100,000          104,750  

Gates Global LLC

        

6.00%, 7/15/22(a)

     200,000          205,560  

GCI, Inc.

        

6.75%, 6/1/21

      200,000          203,750  

General Cable Corp.

        

5.75%, 10/1/22

      100,000          102,750  

Genesis Energy L.P.

        

5.75%, 2/15/21

      100,000          101,250  

6.75%, 8/1/22

      100,000          103,845  

GenOn Energy, Inc.

        

7.88%, 6/15/17(c)

     110,000          79,750  

Genworth Holdings, Inc.

        

6.52%, 5/22/18(b)

     100,000          100,250  

7.20%, 2/15/21

      190,000          185,725  

7.63%, 9/24/21

      125,000          122,813  

Global Partners L.P.

        

6.25%, 7/15/22

      100,000          102,500  

GLP Capital L.P.

        

4.88%, 11/1/20

      240,000          253,538  

Gogo Intermediate Holdings LLC

        

12.50%, 7/1/22(a)

     100,000          113,750  

GrafTech International Ltd.

        

6.38%, 11/15/20

      150,000          150,375  

Graphic Packaging International, Inc.

        

4.75%, 4/15/21

      150,000          158,325  

Great Lakes Dredge & Dock Corp.

        

8.00%, 5/15/22

      125,000          132,188  

Greif, Inc.

        

7.75%, 8/1/19

      100,000          108,000  

Griffon Corp.

        

5.25%, 3/1/22

      200,000          204,810  

Group 1 Automotive, Inc.

        

5.00%, 6/1/22

      200,000          207,250  

Guitar Center, Inc.

        

6.50%, 4/15/19(a)

     75,000          70,781  

Harland Clarke Holdings Corp.

        

6.88%, 3/1/20(a)

     75,000          76,688  

9.25%, 3/1/21(a)

     175,000          177,625  

HC2 Holdings, Inc.

        

11.00%, 12/1/19(a)

     109,000          111,453  

HCA Healthcare, Inc.

        

6.25%, 2/15/21

      400,000          429,500  

HCA, Inc.

        

3.75%, 3/15/19

      150,000          152,250  

6.50%, 2/15/20

      700,000          753,375  

7.50%, 2/15/22

      50,000          56,500  

Hecla Mining Co.

        

6.88%, 5/1/21

      100,000          102,875  

Herc Rentals, Inc.

        

7.50%, 6/1/22(a)

     150,000          162,375  

Hertz Corp. (The)

        

6.75%, 4/15/19

      156,000          156,000  

5.88%, 10/15/20(b)

     100,000          100,170  

7.38%, 1/15/21(b)

     100,000          100,750  

6.25%, 10/15/22

      100,000          96,000  

Hexion Nova Scotia Finance ULC

        

9.00%, 11/15/20(b)

     75,000          54,750  

Hexion, Inc.

        

6.63%, 4/15/20

      400,000          355,000  

Hillman Group, Inc. (The)

        

6.38%, 7/15/22(a)

     100,000          99,250  

Hornbeck Offshore Services, Inc.

        

5.88%, 4/1/20

      75,000          49,875  

5.00%, 3/1/21

      125,000          67,188  

HRG Group, Inc.

        

7.75%, 1/15/22

      270,000          280,800  

Hub Holdings LLC

        

8.13%, 7/15/19, Toggle PIK (8.125% Cash or 8.875% PIK)(a)

     100,000          100,250  

HUB International Ltd.

        

7.88%, 10/1/21(a)

     150,000          156,188  

Hughes Satellite Systems Corp.

        

7.63%, 6/15/21

      300,000          333,000  

Huntington Ingalls Industries, Inc.

        

5.00%, 12/15/21(a)

     120,000          123,195  

Huntsman International LLC

        

4.88%, 11/15/20

      200,000          210,000  

Icahn Enterprises L.P.

        

6.00%, 8/1/20

      600,000          618,375  

5.88%, 2/1/22

      200,000          205,250  

6.25%, 2/1/22

      100,000          104,250  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

iHeartCommunications, Inc.

        

9.00%, 12/15/19(b)

   $ 450,000        $ 336,375  

9.00%, 3/1/21(b)

     300,000          216,750  

Immucor, Inc.

        

11.13%, 2/15/22(a)

     50,000          52,000  

Infor Software Parent LLC

        

7.13%, 5/1/21, Toggle PIK (7.125% Cash or 7.875% PIK)(a)

     290,000          298,700  

Infor U.S., Inc.

        

5.75%, 8/15/20(a)

     100,000          102,969  

6.50%, 5/15/22

      100,000          103,500  

International Game Technology PLC

        

6.25%, 2/15/22(a)

     400,000          438,500  

INVISTA Finance LLC

        

4.25%, 10/15/19(a)

     200,000          205,250  

iStar, Inc.

        

5.00%, 7/1/19

      220,000          222,337  

6.50%, 7/1/21

      100,000          104,500  

6.00%, 4/1/22

      100,000          103,875  

5.25%, 9/15/22

      95,000          96,306  

Jack Ohio Finance LLC

        

6.75%, 11/15/21(a)

     200,000          211,750  

Jefferies Finance LLC

        

7.50%, 4/15/21(a)

     200,000          209,000  

Joseph T Ryerson & Son, Inc.

        

11.00%, 5/15/22(a)

     100,000          112,950  

Jurassic Holdings III, Inc.

        

6.88%, 2/15/21(a)(b)

     100,000          88,000  

K Hovnanian Enterprises, Inc.

        

10.00%, 7/15/22(a)

     100,000          109,500  

KB Home

        

4.75%, 5/15/19

      53,000          54,391  

8.00%, 3/15/20

      200,000          221,750  

7.00%, 12/15/21

      100,000          112,250  

Kindred Healthcare, Inc.

        

8.00%, 1/15/20

      200,000          202,500  

Kinetic Concepts, Inc.

        

7.88%, 2/15/21(a)

     100,000          104,990  

12.50%, 11/1/21(a)

     100,000          112,000  

Kratos Defense & Security Solutions, Inc.

        

7.00%, 5/15/19

      150,000          154,575  

L Brands, Inc.

        

7.00%, 5/1/20

      100,000          110,000  

6.63%, 4/1/21

      350,000          386,788  

Ladder Capital Finance Holdings LLLP

        

5.25%, 3/15/22(a)

     200,000          207,000  

Laredo Petroleum, Inc.

        

5.63%, 1/15/22

      225,000          228,872  

Legacy Reserves L.P.

        

6.63%, 12/1/21

      100,000          68,000  

Lennar Corp.

        

4.50%, 6/15/19

      350,000          359,187  

4.75%, 4/1/21(b)

     210,000          220,762  

Level 3 Financing, Inc.

        

5.38%, 8/15/22

      300,000          303,000  

Lexmark International, Inc.

        

6.63%, 3/15/20

      100,000          104,775  

LifePoint Health, Inc.

        

5.50%, 12/1/21

      250,000          253,125  

Live Nation Entertainment, Inc.

        

5.38%, 6/15/22(a)

     100,000          103,750  

LSB Industries, Inc.

        

8.50%, 8/1/19(b)(d)

     100,000          99,500  

M/I Homes, Inc.

        

6.75%, 1/15/21

      269,000          280,432  

Mallinckrodt International Finance S.A.

        

4.88%, 4/15/20(a)(b)

     300,000          291,000  

Manitowoc Co., Inc. (The)

        

12.75%, 8/15/21(a)

     175,000          202,125  

Martin Midstream Partners L.P.

        

7.25%, 2/15/21

      140,000          143,150  

McDermott International, Inc.

        

8.00%, 5/1/21(a)

     305,000          315,675  

MDC Holdings, Inc.

        

5.63%, 2/1/20

      86,000          90,945  

Men’s Wearhouse, Inc. (The)

        

7.00%, 7/1/22(b)

     100,000          96,625  

Meritage Homes Corp.

        

7.15%, 4/15/20

      75,000          82,313  

7.00%, 4/1/22

      100,000          113,750  

MGM Resorts International

        

6.75%, 10/1/20

      520,000          569,889  

6.63%, 12/15/21

      260,000          289,897  

MHGE Parent LLC

        

8.50%, 8/1/19, Toggle PIK (8.500% Cash or 9.250% PIK)(a)(b)

     100,000          100,500  

Midas Intermediate Holdco II LLC

        

7.88%, 10/1/22(a)

     100,000          101,500  

Midcontinent Express Pipeline LLC

        

6.70%, 9/15/19(a)

     90,000          94,388  

Momentive Performance Materials, Inc.

        

3.88%, 10/24/21

      200,000          208,000  

Monitronics International, Inc.

        

9.13%, 4/1/20(b)

     150,000          127,125  

Murray Energy Corp.

        

11.25%, 4/15/21(a)

     150,000          84,000  

Nabors Industries, Inc.

        

5.00%, 9/15/20

      200,000          202,750  

National CineMedia LLC

        

6.00%, 4/15/22

      100,000          101,750  

Nationstar Mortgage LLC

        

7.88%, 10/1/20

      240,000          245,190  

6.50%, 7/1/21

      120,000          122,175  

Natural Resource Partners L.P.

        

10.50%, 3/15/22

      100,000          106,250  

Navient Corp.

        

5.50%, 1/15/19

      103,000          105,781  

8.00%, 3/25/20

      1,000,000          1,092,500  

5.88%, 3/25/21

      100,000          104,375  

6.63%, 7/26/21

      200,000          212,000  

6.50%, 6/15/22

      100,000          105,125  

Navios Maritime Acquisition Corp.

        

8.13%, 11/15/21(a)

     100,000          85,250  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Navios Maritime Holdings, Inc.

        

7.38%, 1/15/22(a)

   $   100,000        $ 79,250  

NCL Corp., Ltd.

        

4.75%, 12/15/21(a)

     300,000          311,250  

NCR Corp.

        

4.63%, 2/15/21

      100,000          100,750  

5.00%, 7/15/22

      100,000          102,000  

Neiman Marcus Group Ltd. LLC

        

8.00%, 10/15/21(a)

     205,000          117,875  

Neovia Logistics Services LLC

        

8.88%, 8/1/20(a)

     50,000          41,750  

Netflix, Inc.

        

5.38%, 2/1/21

      250,000          266,250  

New Home Co., Inc. (The)

        

7.25%, 4/1/22

      162,000          168,480  

Newfield Exploration Co.

        

5.75%, 1/30/22

      200,000          214,750  

NewStar Financial, Inc.

        

7.25%, 5/1/20

      155,000          161,200  

NGL Energy Partners L.P.

        

5.13%, 7/15/19

      184,000          186,300  

6.88%, 10/15/21

      150,000          153,000  

Nielsen Co. Luxembourg SARL (The)

        

5.50%, 10/1/21(a)

     300,000          309,375  

Nielsen Finance LLC

        

5.00%, 4/15/22(a)

     200,000          206,370  

Nine West Holdings, Inc.

        

8.25%, 3/15/19(a)

     50,000          6,500  

NRG Energy, Inc.

        

6.25%, 7/15/22

      200,000          209,250  

NuStar Logistics L.P.

        

4.80%, 9/1/20

      380,000          387,600  

Oasis Petroleum, Inc.

        

6.50%, 11/1/21

      50,000          50,750  

6.88%, 3/15/22(b)

     250,000          255,312  

Och-Ziff Finance Co. LLC

        

4.50%, 11/20/19(a)

     310,000          300,312  

Omnimax International, Inc.

        

12.00%, 8/15/20(a)

     100,000          108,250  

OneMain Financial Holdings LLC

        

6.75%, 12/15/19(a)

     250,000          258,281  

7.25%, 12/15/21(a)

     100,000          103,945  

Opal Acquisition, Inc.

        

10.00%, 10/1/24(a)

     133,000          115,045  

Orbital ATK, Inc.

        

5.25%, 10/1/21

      300,000          309,000  

Ortho-Clinical Diagnostics, Inc.

        

6.63%, 5/15/22(a)

     250,000          248,750  

Oshkosh Corp.

        

5.38%, 3/1/22

      200,000          207,500  

Outfront Media Capital LLC

        

5.25%, 2/15/22

      100,000          103,187  

Owens-Brockway Glass Container, Inc.

        

5.00%, 1/15/22(a)

     150,000          157,875  

Pacific Drilling S.A.

        

5.38%, 6/1/20(a)

     100,000          36,500  

Park Aerospace Holdings Ltd.

        

5.25%, 8/15/22(a)

     200,000          205,250  

Parker Drilling Co.

        

6.75%, 7/15/22

      50,000          40,688  

Peabody Energy Corp.

        

6.00%, 3/31/22(a)

     100,000          103,250  

Penske Automotive Group, Inc.

        

5.75%, 10/1/22

      200,000          206,250  

PHI, Inc.

        

5.25%, 3/15/19

      100,000          99,500  

Pinnacle Foods Finance LLC

        

4.88%, 5/1/21

      100,000          102,000  

Pioneer Energy Services Corp.

        

6.13%, 3/15/22

      50,000          40,750  

Platform Specialty Products Corp.

        

10.38%, 5/1/21(a)

     200,000          217,375  

Pride International LLC

        

6.88%, 8/15/20(b)

     75,000          78,563  

PulteGroup, Inc.

        

4.25%, 3/1/21

      270,000          280,692  

Range Resources Corp.

        

5.75%, 6/1/21

      150,000          156,000  

Rent-A-Center, Inc.

        

6.63%, 11/15/20(b)

     150,000          142,500  

Resolute Energy Corp.

        

8.50%, 5/1/20

      175,000          178,719  

Revlon Consumer Products Corp.

        

5.75%, 2/15/21(b)

     120,000          95,850  

RHP Hotel Properties L.P.

        

5.00%, 4/15/21

      150,000          153,375  

Rite Aid Corp.

        

9.25%, 3/15/20

      120,000          122,250  

Rockies Express Pipeline LLC

        

6.85%, 7/15/18(a)

     221,000          226,249  

Rowan Cos., Inc.

        

4.88%, 6/1/22

      160,000          153,549  

RSP Permian, Inc.

        

6.63%, 10/1/22

      100,000          105,500  

rue21, Inc.

        

9.00%, 10/15/21(a)(c)

     50,000          388  

Sable International Finance Ltd.

        

6.88%, 8/1/22(a)

     200,000          214,500  

Sable Permian Resources Land LLC

        

13.00%, 11/30/20(a)

     100,000          117,250  

Sable Permian Resources LLC

        

8.00%, 6/15/20(a)

     50,000          49,875  

7.13%, 11/1/20(a)

     100,000          82,500  

Sabra Health Care L.P.

        

5.50%, 2/1/21

      100,000          103,188  

Safeway, Inc.

        

5.00%, 8/15/19

      200,000          202,500  

Sanchez Energy Corp.

        

7.75%, 6/15/21(b)

     100,000          95,250  

SBA Communications Corp.

        

4.00%, 10/1/22(a)

     250,000          252,500  

Scientific Games International, Inc.

        

6.63%, 5/15/21

      150,000          155,250  

7.00%, 1/1/22(a)

     300,000          317,250  

Select Medical Corp.

        

6.38%, 6/1/21

      200,000          206,000  

 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2017

 

     Principal           

Investments

    Amount        Value  

SemGroup Corp.

        

5.63%, 7/15/22

    $ 220,000        $ 219,450  

Service Corp. International

        

7.63%, 10/1/18

      110,000          114,950  

SESI LLC

        

7.13%, 12/15/21

          100,000              102,500  

Signode Industrial Group Lux SA

        

6.38%, 5/1/22(a)

     120,000          124,050  

Silgan Holdings, Inc.

        

5.00%, 4/1/20

      112,000          112,840  

Sinclair Television Group, Inc.

        

6.13%, 10/1/22

      100,000          104,125  

SM Energy Co.

        

6.50%, 11/15/21(b)

     100,000          101,250  

Sotheby’s

        

5.25%, 10/1/22(a)

     100,000          102,750  

Southwestern Energy Co.

        

4.10%, 3/15/22(b)

     100,000          98,750  

Springleaf Finance Corp.

        

5.25%, 12/15/19

      300,000          309,750  

8.25%, 12/15/20

      300,000          332,625  

7.75%, 10/1/21

      250,000          277,812  

6.13%, 5/15/22

      50,000          52,125  

Springs Industries, Inc.

        

6.25%, 6/1/21

      100,000          102,500  

Sprint Capital Corp.

        

6.90%, 5/1/19

      280,000          295,050  

Sprint Communications, Inc.

        

9.00%, 11/15/18(a)

     394,000          416,655  

7.00%, 3/1/20(a)

     300,000          322,125  

7.00%, 8/15/20

      100,000          107,000  

Sprint Corp.

        

7.25%, 9/15/21

      230,000          245,525  

Starwood Property Trust, Inc.

        

5.00%, 12/15/21

      250,000          260,937  

Steel Dynamics, Inc.

        

5.13%, 10/1/21

      300,000          308,625  

Sterigenics-Nordion Topco LLC

        

8.13%, 11/1/21, Toggle PIK (8.125% Cash or 8.875% PIK)(a)

     100,000          101,250  

Sungard Availability Services Capital, Inc.

        

8.75%, 4/1/22(a)

     150,000          102,750  

Sunoco L.P.

        

5.50%, 8/1/20

      100,000          102,925  

6.25%, 4/15/21

      150,000          156,000  

SUPERVALU, Inc.

        

6.75%, 6/1/21(b)

     200,000          194,500  

Surgery Center Holdings, Inc.

        

8.88%, 4/15/21(a)

     100,000          101,250  

Symantec Corp.

        

4.20%, 9/15/20

      250,000          257,427  

Syniverse Foreign Holdings Corp.

        

9.13%, 1/15/22(a)

     100,000          102,250  

Synovus Financial Corp.

        

5.75%, 12/15/25, (5.75% fixed rate until 12/15/20; 3-month USD LIBOR + 4.182% thereafter)(d)

     250,000          269,375  

T-Mobile USA, Inc.

        

6.13%, 1/15/22

      100,000          103,750  

Talen Energy Supply LLC

        

9.50%, 7/15/22(a)

     200,000          209,000  

6.50%, 9/15/24(a)

     250,000          208,750  

Targa Resources Partners L.P.

        

4.13%, 11/15/19

      5,000          5,050  

Taylor Morrison Communities, Inc.

        

5.25%, 4/15/21(a)

     200,000          203,966  

TEGNA, Inc.

        

5.13%, 10/15/19

      53,000          53,795  

4.88%, 9/15/21(a)

     100,000          102,250  

Tenet Healthcare Corp.

        

6.75%, 2/1/20

      100,000          101,375  

6.00%, 10/1/20

      400,000          421,500  

4.38%, 10/1/21

      100,000          100,500  

8.13%, 4/1/22

      500,000          496,875  

Terraform Global Operating LLC

        

9.75%, 8/15/22(a)

     150,000          166,500  

TIBCO Software, Inc.

        

11.38%, 12/1/21(a)

     100,000          109,000  

Time, Inc.

        

5.75%, 4/15/22(a)(b)

     100,000          104,875  

TMX Finance LLC

        

8.50%, 9/15/18(a)

     50,000          46,250  

Toll Brothers Finance Corp.

        

4.00%, 12/31/18

      100,000          101,875  

5.88%, 2/15/22

      200,000          219,750  

TPC Group, Inc.

        

8.75%, 12/15/20(a)

     175,000          174,562  

TransDigm, Inc.

        

5.50%, 10/15/20

      270,000          273,037  

6.00%, 7/15/22

      150,000          155,063  

Transocean, Inc.

        

6.50%, 11/15/20

      50,000          52,250  

8.38%, 12/15/21

      200,000          219,492  

Transworld Systems, Inc.

        

9.50%, 8/15/21(a)

     50,000          31,750  

TRI Pointe Group, Inc.

        

4.38%, 6/15/19

      220,000          225,500  

Tribune Media Co.

        

5.88%, 7/15/22

      200,000          205,000  

Triumph Group, Inc.

        

4.88%, 4/1/21

      200,000          197,500  

Ultra Resources, Inc.

        

6.88%, 4/15/22(a)

     150,000          151,988  

Unit Corp.

        

6.63%, 5/15/21

      300,000          302,250  

United Continental Holdings, Inc.

        

6.00%, 12/1/20

      225,000          243,562  

United States Steel Corp.

        

7.38%, 4/1/20

      205,000          223,962  

8.38%, 7/1/21(a)

     250,000          273,437  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Universal Hospital Services, Inc.

        

7.63%, 8/15/20

    $     135,000        $ 136,053  

Valeant Pharmaceuticals International

        

7.00%, 10/1/20(a)

     15,000          15,206  

Valeant Pharmaceuticals International, Inc.

        

5.38%, 3/15/20(a)

     725,000          720,469  

5.63%, 12/1/21(a)

     500,000          466,875  

6.50%, 3/15/22(a)

     100,000          105,250  

Vertiv Intermediate Holding Corp.

        

12.00%, 2/15/22, Toggle PIK (12.00% Cash or 13.00% PIK)(a)

     100,000          108,125  

VFH Parent LLC

        

6.75%, 6/15/22(a)

     200,000          210,250  

Viacom, Inc.

        

5.88%, 2/28/57, (5.875% fixed rate until 2/28/22; 3-month USD LIBOR + 3.895% thereafter)(b)(d)

     200,000          197,565  

Weatherford International Ltd.

        

9.63%, 3/1/19

      100,000          107,000  

5.13%, 9/15/20(b)

     200,000          200,000  

4.50%, 4/15/22(b)

     150,000          135,750  

WESCO Distribution, Inc.

        

5.38%, 12/15/21

      100,000          102,625  

Whiting Petroleum Corp.

        

5.75%, 3/15/21(b)

     300,000          302,250  

William Lyon Homes, Inc.

        

7.00%, 8/15/22

      100,000          103,500  

Windstream Services LLC

        

7.75%, 10/15/20(b)

     20,000          17,400  

8.63%, 10/31/25(a)(b)

     76,000          74,292  

WPX Energy, Inc.

        

7.50%, 8/1/20

      144,000          156,960  

6.00%, 1/15/22

      250,000          258,750  

WR Grace & Co-Conn

        

5.13%, 10/1/21(a)

     200,000          212,250  

XPO Logistics, Inc.

        

6.50%, 6/15/22(a)

     420,000          440,475  

York Risk Services Holding Corp.

        

8.50%, 10/1/22(a)

     100,000          98,000  

Yum! Brands, Inc.

        

3.88%, 11/1/20

      100,000          102,375  

Zebra Technologies Corp.

        

7.25%, 10/15/22

      150,000          158,456  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $72,102,291)

           72,099,843  
       

 

 

  

FOREIGN CORPORATE BONDS - 13.8%

        
Australia - 0.5%        

BlueScope Steel Finance Ltd.

        

6.50%, 5/15/21(a)

     100,000          104,500  

FMG Resources August 2006 Pty Ltd.

        

4.75%, 5/15/22(a)

     250,000          254,997  

Virgin Australia Holdings Ltd.

        

8.50%, 11/15/19(a)(b)

     100,000          104,875  
       

 

 

  
Total Australia           464,372  
       

 

 

  

Bermuda - 0.2%

        

Teekay Corp.

        

8.50%, 1/15/20(b)

     150,000          151,500  
       

 

 

  

Canada - 3.2%

        

Air Canada

        

7.75%, 4/15/21(a)(b)

     200,000          229,500  

Athabasca Oil Corp.

        

9.88%, 2/24/22(a)

     100,000          97,500  

Baffinland Iron Mines Corp.

        

12.00%, 2/1/22(a)

     50,000          52,625  

Baytex Energy Corp.

        

5.13%, 6/1/21(a)

     100,000          96,000  

Bombardier, Inc.

        

7.75%, 3/15/20(a)

     200,000          216,168  

8.75%, 12/1/21(a)

     425,000          472,285  

Brookfield Residential Properties, Inc.

        

6.50%, 12/15/20(a)

     100,000          102,125  

6.13%, 7/1/22(a)

     100,000          104,905  

Calfrac Holdings L.P.

        

7.50%, 12/1/20(a)

     110,000          108,900  

Cascades, Inc.

        

5.50%, 7/15/22(a)

     170,000          176,162  

Eldorado Gold Corp.

        

6.13%, 12/15/20(a)

     100,000          98,030  

GFL Environmental, Inc.

        

5.63%, 5/1/22(a)

     200,000          207,000  

Imperial Metals Corp.

        

7.00%, 3/15/19(a)(b)

     100,000          94,500  

Jupiter Resources, Inc.

        

8.50%, 10/1/22(a)

     150,000          103,814  

Kinross Gold Corp.

        

5.13%, 9/1/21

      211,000          223,660  

Taseko Mines Ltd.

        

8.75%, 6/15/22(a)

     150,000          154,125  

Videotron Ltd.

        

5.00%, 7/15/22

      200,000          211,500  
       

 

 

  
Total Canada           2,748,799  
       

 

 

  

Finland - 0.3%

        

Nokia Oyj

        

5.38%, 5/15/19

      250,000          259,063  
       

 

 

  

France - 1.1%

        

Credit Agricole S.A.

        

8.38%, 10/13/19, (8.375% fixed rate until 10/13/19; 3-month USD LIBOR + 6.982% thereafter)(a)(d)(e)

     200,000          221,000  

SFR Group S.A.

        

6.00%, 5/15/22(a)

     750,000          757,035  
       

 

 

  
Total France           978,035  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
Germany - 0.4%        

ZF North America Capital, Inc.

        

4.50%, 4/29/22(a)

   $ 350,000        $ 371,875  
       

 

 

  
Ireland - 0.2%        

Ardagh Packaging Finance PLC

        

4.25%, 9/15/22(a)

     200,000          204,975  
       

 

 

  
Italy - 0.4%        

Telecom Italia Capital S.A.

        

7.18%, 6/18/19

      296,000          317,460  
       

 

 

  
Japan - 0.7%        

SoftBank Group Corp.

        

4.50%, 4/15/20(a)

     600,000          615,720  
       

 

 

  
Luxembourg - 2.7%        

Altice Financing S.A.

        

6.50%, 1/15/22(a)

     250,000          258,750  

Altice Luxembourg S.A.

        

7.75%, 5/15/22(a)

     600,000          572,250  

ArcelorMittal

        

5.75%, 8/5/20

      410,000          440,750  

Coveris Holdings S.A.

        

7.88%, 11/1/19(a)

     200,000          201,500  

Intelsat Connect Finance S.A.

        

12.50%, 4/1/22(a)

     100,000          87,000  

Intelsat Jackson Holdings S.A.

        

7.25%, 10/15/20

      600,000          570,000  

9.50%, 9/30/22(a)

     100,000          115,750  

Intelsat Luxembourg S.A.

        

7.75%, 6/1/21(b)

     200,000          119,000  
       

 

 

  
Total Luxembourg           2,365,000  
       

 

 

  
Netherlands - 1.2%        

Fiat Chrysler Automobiles N.V.

        

4.50%, 4/15/20

      300,000          310,590  

Lincoln Finance Ltd.

        

7.38%, 4/15/21(a)

     200,000          210,250  

NXP B.V.

        

4.13%, 6/1/21(a)

     500,000          515,310  
       

 

 

  
Total Netherlands           1,036,150  
       

 

 

  
New Zealand - 0.4%        

Reynolds Group Issuer, Inc.

        

5.75%, 10/15/20

      250,000          254,531  

Trilogy International Partners LLC

        

8.88%, 5/1/22(a)(b)

     100,000          102,250  
       

 

 

  
Total New Zealand           356,781  
       

 

 

  
Norway - 0.3%        

Aker BP ASA

        

6.00%, 7/1/22(a)

     200,000          209,750  
       

 

 

  
Sweden - 0.6%        

Perstorp Holding AB

        

11.00%, 9/30/21(a)

     200,000          219,500  

Telefonaktiebolaget LM Ericsson

        

4.13%, 5/15/22

      250,000          252,258  
       

 

 

  
Total Sweden           471,758  
       

 

 

  
United Kingdom - 1.6%        

Algeco Scotsman Global Finance PLC

        

8.50%, 10/15/18(a)

     200,000          198,000  

CEVA Group PLC

        

4.00%, 5/1/18(a)

     150,000          147,000  

7.00%, 3/1/21(a)(b)

     75,000          72,750  

Inmarsat Finance PLC

        

4.88%, 5/15/22(a)

     200,000          204,250  

Jaguar Land Rover Automotive PLC

        

4.25%, 11/15/19(a)(b)

     350,000          358,313  

KCA Deutag UK Finance PLC

        

9.88%, 4/1/22(a)

     200,000          211,500  

Noble Holding International Ltd.

        

5.75%, 3/16/18

      100,000          100,500  

Royal Bank of Scotland Group PLC

        

4.70%, 7/3/18

      120,000          121,541  
       

 

 

  
Total United Kingdom           1,413,854  
       

 

 

  
TOTAL FOREIGN CORPORATE BONDS
(Cost: $11,991,916)		          11,965,092  
       

 

 

  
     Shares           
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 7.6%        
United States - 7.6%        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.04%(f)

(Cost: $6,567,475)(g)

     6,567,475          6,567,475  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 104.8%

(Cost: $90,661,682)

 

 

        90,632,410  

Other Assets less Liabilities - (4.8)%

           (4,156,276 ) 
       

 

 

  
NET ASSETS - 100.0%         $ 86,476,134  
       

 

 

  

 

(a)

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

(b)

Security, or portion thereof, was on loan at November 30, 2017 (See Note 2).

(c) 

Security in default on interest payments.

(d)

Rate shown reflects the accrual rate as of November 30, 2017 on securities with variable or step rates.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2017

 

(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 November 30, 2017.

(g) 

At November 30, 2017, the total market value of the Fund’s securities on loan was $6,351,761 and the total market value of the collateral held by the Fund was $6,567,475.

3-month USD LIBOR - 3-month USD London Interbank Offered Rate as of November 30, 2017 is 1.487%.

PIK - Payment In Kind.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

 

Short Exposure

   

Contracts

      Expiration
Date		      Notional
Amount1 		    Unrealized
Appreciation/
(Depreciation)		  

2 Year U.S. Treasury Note

      214        3/29/18      $ (45,882,937 )    $ 17,768  

5 Year U.S. Treasury Note

      181        3/29/18        (21,058,219 )      56,729  
        

 

 

    

 

 

  
         $ (66,941,156 )    $ 74,497  
        

 

 

    

 

 

  

 

1 

“Notional Amount” represents the current notional value of the futures contract.

† 

As of November 30, 2017, cash collateral posted by the Fund with the broker for futures contracts was $195,351.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
CORPORATE BONDS - 86.4%        
United States - 86.4%        

ACE Cash Express, Inc.

        

11.00%, 2/1/19(a)(b)

   $ 50,000        $ 50,094  

ACI Worldwide, Inc.

        

6.38%, 8/15/20(a)

     50,000          51,063  

Advanced Micro Devices, Inc.

        

7.50%, 8/15/22

      40,000          45,400  

Aircastle Ltd.

        

5.13%, 3/15/21

      100,000          106,250  

Aleris International, Inc.

        

7.88%, 11/1/20

      50,000          49,250  

9.50%, 4/1/21(a)

     50,000          52,875  

Allegheny Technologies, Inc.

        

5.95%, 1/15/21

      75,000          77,250  

Alliance One International, Inc.

        

9.88%, 7/15/21

      50,000          45,813  

Ally Financial, Inc.

        

7.50%, 9/15/20

      300,000          337,875  

American Airlines Group, Inc.

        

5.50%, 10/1/19(a)

     125,000          129,375  

American Axle & Manufacturing, Inc.

        

6.25%, 3/15/21(b)

     50,000          51,375  

American Midstream Partners L.P.

        

8.50%, 12/15/21(a)

     50,000          52,500  

Amkor Technology, Inc.

        

6.63%, 6/1/21

      25,000          25,500  

Andeavor Logistics L.P.

        

5.50%, 10/15/19

      25,000          26,211  

6.13%, 10/15/21

      50,000          51,531  

Anixter, Inc.

        

5.63%, 5/1/19

      36,000          37,395  

Antero Resources Corp.

        

5.38%, 11/1/21

      50,000          51,438  

APX Group, Inc.

        

6.38%, 12/1/19

      6,000          6,090  

8.75%, 12/1/20

      50,000          51,173  

Archrock Partners L.P.

        

6.00%, 4/1/21

      50,000          50,000  

Arconic, Inc.

        

6.15%, 8/15/20

      150,000          162,022  

Artesyn Embedded Technologies, Inc.

        

9.75%, 10/15/20(a)

     50,000          49,250  

AV Homes, Inc.

        

6.63%, 5/15/22

      50,000          52,377  

Avis Budget Car Rental LLC

        

5.13%, 6/1/22(a)(b)

     50,000          50,500  

Avon Products, Inc.

        

6.60%, 3/15/20(b)

     50,000          48,000  

Beazer Homes USA, Inc.

        

5.75%, 6/15/19

      5,000          5,281  

8.75%, 3/15/22

      25,000          27,469  

Blackboard, Inc.

        

9.75%, 10/15/21(a)(b)

     25,000          22,750  

BMC Software Finance, Inc.

        

8.13%, 7/15/21(a)

     75,000          76,289  

Boxer Parent Co., Inc.

        

9.00%, 10/15/19, Toggle PIK (9.00% Cash or 9.75% PIK)(a)

     25,000          25,125  

Cablevision Systems Corp.

        

7.75%, 4/15/18

      158,000          161,160  

Caesars Entertainment Resort Properties LLC

        

8.00%, 10/1/20

      17,000          17,425  

CalAtlantic Group, Inc.

        

8.38%, 5/15/18

      59,000          60,563  

Calumet Specialty Products Partners L.P.

        

6.50%, 4/15/21

      70,000          70,087  

CEC Entertainment, Inc.

        

8.00%, 2/15/22

      25,000          24,000  

Centene Corp.

        

5.63%, 2/15/21

      50,000          51,750  

Century Aluminum Co.

        

7.50%, 6/1/21(a)

     50,000          51,812  

CenturyLink, Inc.

        

5.63%, 4/1/20, Series V

      50,000          50,313  

Cenveo Corp.

        

6.00%, 8/1/19(a)(b)

     25,000          16,750  

Cequel Communications Holdings I LLC

        

6.38%, 9/15/20(a)

     93,000          94,511  

Ceridian HCM Holding, Inc.

        

11.00%, 3/15/21(a)

     50,000          52,687  

Citgo Holding, Inc.

        

10.75%, 2/15/20(a)

     50,000          53,125  

Claire’s Stores, Inc.

        

9.00%, 3/15/19(a)

     50,000          30,688  

Clean Harbors, Inc.

        

5.13%, 6/1/21

      50,000          50,750  

Clear Channel Worldwide Holdings, Inc.

        

7.63%, 3/15/20, Series A

      50,000          49,000  

Cloud Peak Energy Resources LLC

        

12.00%, 11/1/21

      25,000          26,859  

CNH Industrial Capital LLC

        

3.63%, 4/15/18

      100,000          100,510  

4.38%, 11/6/20

      30,000          31,320  

CNX Resources Corp.

        

5.88%, 4/15/22

      105,000          107,887  

Community Health Systems, Inc.

        

8.00%, 11/15/19(b)

     100,000          89,875  

Comstock Resources, Inc.

        

10.00%, 3/15/20, Toggle PIK (10.00% Cash or 12.25% PIK)

      25,000          25,906  

CoreCivic, Inc.

        

4.13%, 4/1/20

      50,000          51,305  

Credit Acceptance Corp.

        

6.13%, 2/15/21

      50,000          50,938  

Crescent Communities LLC

        

8.88%, 10/15/21(a)

     25,000          26,688  

DCP Midstream Operating L.P.

        

2.50%, 12/1/17

      44,000          44,000  

5.35%, 3/15/20(a)

     72,000          74,880  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Dell, Inc.

        

5.65%, 4/15/18

    $     150,000        $     152,152  

5.88%, 6/15/19(b)

     50,000          52,062  

DISH DBS Corp.

        

4.25%, 4/1/18

      140,000          141,302  

DJO Finco, Inc.

        

8.13%, 6/15/21(a)

     25,000          23,797  

Dollar Tree, Inc.

        

5.25%, 3/1/20

      75,000          76,547  

Dun & Bradstreet Corp. (The)

        

4.25%, 6/15/20

      10,000          10,262  

DynCorp International, Inc.

        

11.88%, 11/30/20 (10.375% Cash + 1.50% PIK)

      25,187          26,761  

Energen Corp.

        

4.63%, 9/1/21

      75,000          76,125  

Energy Transfer Equity L.P.

        

7.50%, 10/15/20

      89,000          99,235  

Enova International, Inc.

        

9.75%, 6/1/21

      35,000          37,275  

EnPro Industries, Inc.

        

5.88%, 9/15/22

      50,000          52,250  

Ensco PLC

        

4.70%, 3/15/21(b)

     50,000          49,250  

EP Energy LLC

        

9.38%, 5/1/20

      45,000          33,525  

EV Energy Partners L.P.

        

8.00%, 4/15/19

      25,000          12,625  

FBM Finance, Inc.

        

8.25%, 8/15/21(a)

     25,000          26,813  

Fortress Transportation & Infrastructure Investors LLC

        

6.75%, 3/15/22(a)

     40,000          41,950  

Forum Energy Technologies, Inc.

        

6.25%, 10/1/21

      50,000          50,000  

Freeport-McMoRan, Inc.

        

3.10%, 3/15/20

      100,000          100,500  

6.50%, 11/15/20

      50,000          51,003  

Frontier Communications Corp.

        

8.13%, 10/1/18(b)

     50,000          49,750  

8.50%, 4/15/20(b)

     50,000          45,844  

6.25%, 9/15/21(b)

     50,000          37,125  

GCI, Inc.

        

6.75%, 6/1/21

      30,000          30,563  

Genesis Energy L.P.

        

5.75%, 2/15/21

      30,000          30,375  

6.75%, 8/1/22

      25,000          25,961  

GenOn Energy, Inc.

        

7.88%, 6/15/17(c)

     70,000          50,750  

Genworth Holdings, Inc.

        

7.63%, 9/24/21

      75,000          73,687  

GEO Group, Inc. (The)

        

5.88%, 1/15/22

      50,000          51,812  

GLP Capital L.P.

        

4.88%, 11/1/20

      80,000          84,513  

GrafTech International Ltd.

        

6.38%, 11/15/20

      50,000          50,125  

Great Lakes Dredge & Dock Corp.

        

8.00%, 5/15/22

      25,000          26,438  

Griffon Corp.

        

5.25%, 3/1/22

      60,000          61,443  

Group 1 Automotive, Inc.

        

5.00%, 6/1/22

      50,000          51,812  

Harland Clarke Holdings Corp.

        

6.88%, 3/1/20(a)

     50,000          51,125  

HC2 Holdings, Inc.

        

11.00%, 12/1/19(a)

     50,000          51,125  

HCA Healthcare, Inc.

        

6.25%, 2/15/21

      100,000          107,375  

HCA, Inc.

        

3.75%, 3/15/19

      100,000          101,500  

6.50%, 2/15/20

      50,000          53,812  

Hertz Corp. (The)

        

6.75%, 4/15/19

      81,000          81,000  

Hexion, Inc.

        

6.63%, 4/15/20

      100,000          88,750  

Hornbeck Offshore Services, Inc.

        

5.88%, 4/1/20

      25,000          16,625  

5.00%, 3/1/21

      25,000          13,438  

HRG Group, Inc.

        

7.88%, 7/15/19

      89,000          89,467  

7.75%, 1/15/22

      20,000          20,800  

Hub Holdings LLC

        

8.13%, 7/15/19, Toggle PIK (8.125% Cash or 8.875% PIK)(a)

     50,000          50,125  

Hughes Satellite Systems Corp.

        

7.63%, 6/15/21

      50,000          55,500  

Huntsman International LLC

        

4.88%, 11/15/20

      50,000          52,500  

Icahn Enterprises L.P.

        

6.00%, 8/1/20

      200,000          206,125  

iHeartCommunications, Inc.

        

9.00%, 12/15/19(b)

     81,000          60,547  

9.00%, 3/1/21(b)

     50,000          36,125  

Immucor, Inc.

        

11.13%, 2/15/22(a)

     25,000          26,000  

Infor Software Parent LLC

        

7.13%, 5/1/21, Toggle PIK (7.125% Cash or 7.875% PIK)(a)

     25,000          25,750  

iStar, Inc.

        

6.00%, 4/1/22

      75,000          77,906  

KB Home

        

4.75%, 5/15/19

      100,000          102,625  

Kindred Healthcare, Inc.

        

8.00%, 1/15/20

      50,000          50,625  

Kinetic Concepts, Inc.

        

7.88%, 2/15/21(a)

     25,000          26,248  

12.50%, 11/1/21(a)

     30,000          33,600  

Kratos Defense & Security Solutions, Inc.

        

7.00%, 5/15/19

      25,000          25,763  

 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

L Brands, Inc.

        

7.00%, 5/1/20

    $ 50,000        $ 55,000  

Laredo Petroleum, Inc.

        

5.63%, 1/15/22

      75,000          76,291  

Lee Enterprises, Inc.

        

9.50%, 3/15/22(a)

     30,000          31,050  

Legacy Reserves L.P.

        

6.63%, 12/1/21(b)

     25,000          17,000  

Level 3 Financing, Inc.

        

5.38%, 8/15/22

      50,000          50,500  

Lexmark International, Inc.

        

6.63%, 3/15/20

      50,000          52,387  

LifePoint Health, Inc.

        

5.50%, 12/1/21

      50,000          50,625  

M/I Homes, Inc.

        

6.75%, 1/15/21

      75,000          78,187  

Manitowoc Co., Inc. (The)

        

12.75%, 8/15/21(a)

     75,000          86,625  

Martin Midstream Partners L.P.

        

7.25%, 2/15/21

      30,000          30,675  

McDermott International, Inc.

        

8.00%, 5/1/21(a)

     50,000          51,750  

MGM Resorts International

        

6.75%, 10/1/20

      100,000          109,594  

Monitronics International, Inc.

        

9.13%, 4/1/20(b)

     25,000          21,188  

Nationstar Mortgage LLC

        

7.88%, 10/1/20

      25,000          25,541  

Navient Corp.

        

8.45%, 6/15/18

      160,000          165,360  

8.00%, 3/25/20

      150,000          163,875  

Navios Maritime Acquisition Corp.

        

8.13%, 11/15/21(a)

     25,000          21,313  

NCL Corp., Ltd.

        

4.75%, 12/15/21(a)

     50,000          51,875  

NCR Corp.

        

4.63%, 2/15/21

      50,000          50,375  

Neiman Marcus Group Ltd. LLC

        

8.00%, 10/15/21(a)

     50,000          28,750  

Netflix, Inc.

        

5.38%, 2/1/21

      50,000          53,250  

New Home Co., Inc. (The)

        

7.25%, 4/1/22

      50,000          52,000  

NewStar Financial, Inc.

        

7.25%, 5/1/20

      39,000          40,560  

NGL Energy Partners L.P.

        

6.88%, 10/15/21

      40,000          40,800  

Nine West Holdings, Inc.

        

8.25%, 3/15/19(a)

     25,000          3,250  

Northern Oil and Gas, Inc.

        

8.00%, 6/1/20(b)

     25,000          17,688  

NRG Energy, Inc.

        

6.25%, 7/15/22

      50,000          52,312  

Nuance Communications, Inc.

        

5.38%, 8/15/20(a)

     50,000          50,825  

NuStar Logistics L.P.

        

4.80%, 9/1/20

      125,000          127,500  

Oasis Petroleum, Inc.

        

6.88%, 3/15/22(b)

     50,000          51,063  

Och-Ziff Finance Co. LLC

        

4.50%, 11/20/19(a)

     100,000          96,875  

OneMain Financial Holdings LLC

        

6.75%, 12/15/19(a)

     25,000          25,828  

Ortho-Clinical Diagnostics, Inc.

        

6.63%, 5/15/22(a)

     75,000          74,625  

Oshkosh Corp.

        

5.38%, 3/1/22

      40,000          41,500  

Park Aerospace Holdings Ltd.

        

5.25%, 8/15/22(a)

     60,000          61,575  

PHI, Inc.

        

5.25%, 3/15/19

      25,000          24,875  

Platform Specialty Products Corp.

        

10.38%, 5/1/21(a)

     100,000          108,687  

Radian Group, Inc.

        

5.50%, 6/1/19

      38,000          39,568  

Rent-A-Center, Inc.

        

6.63%, 11/15/20(b)

     50,000          47,500  

Resolute Energy Corp.

        

8.50%, 5/1/20

      50,000          51,063  

Revlon Consumer Products Corp.

        

5.75%, 2/15/21(b)

     50,000          39,938  

RHP Hotel Properties L.P.

        

5.00%, 4/15/21

      50,000          51,125  

Rockies Express Pipeline LLC

        

5.63%, 4/15/20(a)

     28,000          29,470  

Rowan Cos., Inc.

        

4.88%, 6/1/22

      50,000          47,984  

rue21, Inc.

        

9.00%, 10/15/21(a)(c)

     25,000          194  

Sable Permian Resources LLC

        

7.13%, 11/1/20(a)

     25,000          20,625  

Sabra Health Care L.P.

        

5.50%, 2/1/21

      50,000          51,594  

Safeway, Inc.

        

5.00%, 8/15/19

      50,000          50,625  

Scientific Games International, Inc.

        

6.63%, 5/15/21

      50,000          51,750  

7.00%, 1/1/22(a)

     50,000          52,875  

Select Medical Corp.

        

6.38%, 6/1/21

      50,000          51,500  

SemGroup Corp.

        

5.63%, 7/15/22

      50,000          49,875  

SESI LLC

        

7.13%, 12/15/21

      50,000          51,250  

Silgan Holdings, Inc.

        

5.00%, 4/1/20

      100,000          100,750  

Springleaf Finance Corp.

        

5.25%, 12/15/19

      100,000          103,250  

6.13%, 5/15/22

      75,000          78,187  

Sprint Capital Corp.

        

6.90%, 5/1/19

      50,000          52,687  

Sprint Communications, Inc.

        

9.00%, 11/15/18(a)

     43,000          45,473  

7.00%, 8/15/20

      50,000          53,500  

Sprint Corp.

        

7.25%, 9/15/21

      90,000          96,075  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2017

 

Investments

    Principal
Amount		        Value  

Starwood Property Trust, Inc.

        

5.00%, 12/15/21

    $ 50,000        $ 52,187  

Sungard Availability Services Capital, Inc.

        

8.75%, 4/1/22(a)

     25,000          17,125  

Sunoco L.P.

        

6.25%, 4/15/21

      75,000          78,000  

SUPERVALU, Inc.

        

6.75%, 6/1/21(b)

     25,000          24,313  

Symantec Corp.

        

4.20%, 9/15/20

      100,000          102,971  

T-Mobile USA, Inc.

        

6.13%, 1/15/22

      100,000          103,750  

Talen Energy Supply LLC

        

9.50%, 7/15/22(a)

     50,000          52,250  

6.50%, 9/15/24(a)

     50,000          41,750  

Taylor Morrison Communities, Inc.

        

5.25%, 4/15/21(a)

     50,000          50,992  

TEGNA, Inc.

        

4.88%, 9/15/21(a)

     50,000          51,125  

Tenet Healthcare Corp.

        

4.75%, 6/1/20

      125,000          128,162  

6.00%, 10/1/20

      50,000          52,687  

7.50%, 1/1/22(a)

     50,000          52,937  

8.13%, 4/1/22

      50,000          49,688  

Terraform Global Operating LLC

        

9.75%, 8/15/22(a)

     50,000          55,500  

TIBCO Software, Inc.

        

11.38%, 12/1/21(a)

     50,000          54,500  

Toll Brothers Finance Corp.

        

4.00%, 12/31/18

      75,000          76,406  

TPC Group, Inc.

        

8.75%, 12/15/20(a)

     50,000          49,875  

TransDigm, Inc.

        

6.00%, 7/15/22

      60,000          62,025  

Transocean, Inc.

        

8.38%, 12/15/21

      60,000          65,848  

TRI Pointe Group, Inc.

        

4.38%, 6/15/19

      75,000          76,875  

Tribune Media Co.

        

5.88%, 7/15/22

      50,000          51,250  

Triumph Group, Inc.

        

4.88%, 4/1/21

      50,000          49,375  

Ultra Resources, Inc.

        

6.88%, 4/15/22(a)

     50,000          50,663  

Unit Corp.

        

6.63%, 5/15/21

      75,000          75,562  

United Continental Holdings, Inc.

        

6.38%, 6/1/18

      101,000          103,020  

United States Steel Corp.

        

7.38%, 4/1/20

      74,000          80,845  

8.38%, 7/1/21(a)

     70,000          76,562  

Universal Hospital Services, Inc.

        

7.63%, 8/15/20

      25,000          25,195  

Valeant Pharmaceuticals International, Inc.

        

5.38%, 3/15/20(a)(b)

     225,000          223,594  

Weatherford International Ltd.

        

5.13%, 9/15/20(b)

     75,000          75,000  

WESCO Distribution, Inc.

        

5.38%, 12/15/21

      75,000          76,969  

Whiting Petroleum Corp.

        

5.00%, 3/15/19

      50,000          50,625  

Windstream Services LLC

        

7.75%, 10/15/20(b)

     10,000          8,700  

8.63%, 10/31/25(a)(b)

     38,000          37,146  

WPX Energy, Inc.

        

7.50%, 8/1/20

      51,000          55,590  

6.00%, 1/15/22

      25,000          25,875  

WR Grace & Co-Conn

        

5.13%, 10/1/21(a)

     100,000          106,125  

XPO Logistics, Inc.

        

6.50%, 6/15/22(a)

     100,000          104,875  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $12,534,229)

           12,554,367  
       

 

 

  
FOREIGN CORPORATE BONDS - 8.0%       
Australia - 0.3%        

Virgin Australia Holdings Ltd.

        

8.50%, 11/15/19(a)(b)

     40,000          41,950  
       

 

 

  
Bermuda - 0.2%        

Teekay Corp.

        

8.50%, 1/15/20(b)

     25,000          25,250  
       

 

 

  
Canada - 2.6%        

Air Canada

        

7.75%, 4/15/21(a)(b)

     75,000          86,063  

Athabasca Oil Corp.

        

9.88%, 2/24/22(a)

     50,000          48,750  

Bombardier, Inc.

        

7.75%, 3/15/20(a)

     100,000          108,084  

Calfrac Holdings L.P.

        

7.50%, 12/1/20(a)

     25,000          24,750  

Imperial Metals Corp.

        

7.00%, 3/15/19(a)(b)

     25,000          23,625  

Precision Drilling Corp.

        

6.50%, 12/15/21(b)

     34,000          34,765  

Taseko Mines Ltd.

        

8.75%, 6/15/22(a)

     50,000          51,375  
       

 

 

  
Total Canada           377,412  
       

 

 

  
France - 0.5%        

Credit Agricole S.A.

        

8.38%, 10/13/19, (8.375% fixed rate until 10/13/19; 3-month USD  LIBOR + 6.982% thereafter) (a)(d)(e)

     71,000          78,455  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
Luxembourg - 1.8%        

ArcelorMittal

        

5.75%, 8/5/20

    $ 100,000        $ 107,500  

Intelsat Jackson Holdings S.A.

        

7.25%, 10/15/20

      125,000          118,750  

Intelsat Luxembourg S.A.

        

7.75%, 6/1/21(b)

     50,000          29,750  
       

 

 

  
Total Luxembourg           256,000  
       

 

 

  
Netherlands - 1.4%        
NXP B.V.        

4.13%, 6/1/21(a)

     200,000          206,124  
       

 

 

  
New Zealand - 0.4%        
Reynolds Group Issuer, Inc.        

5.75%, 10/15/20

      50,000          50,906  
       

 

 

  
United Kingdom - 0.8%        

Noble Holding International Ltd.

        

5.75%, 3/16/18

      50,000          50,250  

Royal Bank of Scotland Group PLC

        

4.70%, 7/3/18

      68,000          68,873  
       

 

 

  

Total United Kingdom

           119,123  
       

 

 

  
TOTAL FOREIGN CORPORATE BONDS
(Cost: $1,146,537)		          1,155,220  
       

 

 

  
     Shares           
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 9.2%        
United States - 9.2%        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.04%(f)

(Cost: $1,334,393)(g)

     1,334,393          1,334,393  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 103.6%

(Cost: $15,015,159)

           15,043,980  

Other Assets less Liabilities - (3.6)%

           (516,243 ) 
       

 

 

  

NET ASSETS - 100.0%

         $ 14,527,737  
       

 

 

  

 

(a) 

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

(b) 

Security, or portion thereof, was on loan at November 30, 2017 (See Note 2).

(c) 

Security in default on interest payments.

(d) 

Rate shown reflects the accrual rate as of November 30, 2017 on securities with variable or step rates.

(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 November 30, 2017.

(g) 

At November 30, 2017, the total market value of the Fund’s securities on loan was $1,289,211 and the total market value of the collateral held by the Fund was $1,334,393.

3-month USD LIBOR – 3-month USD London Interbank Offered Rate as of November 30, 2017 is 1.487%.

 

PIK - Payment In Kind.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

 

Short Exposure

   

Contracts

      Expiration
Date		      Notional
Amount1 		    Unrealized
Appreciation/
(Depreciation)		  
2 Year U.S. Treasury Note      3        03/29/18      $ (643,219 )    $ 241  
5 Year U.S. Treasury Note      25        03/29/18        (2,908,594 )      8,352  
U.S. Treasury Ultra Long Term Bond      10        03/20/18        (1,648,750 )      12,266  
Ultra 10 Year U.S. Treasury Note      72        03/20/18        (9,588,375 )      72,900  
        

 

 

    

 

 

  
         $ (14,788,938 )    $ 93,759  
        

 

 

    

 

 

  

 

1

“Notional Amount” represents the current notional value of the futures contract.

† 

As of November 30, 2017, cash collateral posted by the Fund with the broker for futures contracts was $289,000.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

November 30, 2017

 

Investments

    Principal
Amount		      Value  
U.S. GOVERNMENT OBLIGATIONS - 84.9%      
U.S. Treasury Bill - 84.9%      

U.S. Treasury Bill

      

1.25%, 2/15/18*

    $ 244,700,000      $ 244,087,518  
     

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 84.9%

(Cost: $244,060,683)

 

 

      244,087,518  

Other Assets less Liabilities - 15.1%

 

      43,570,207  
     

 

 

  

NET ASSETS - 100.0%

       $ 287,657,725  
     

 

 

  

 

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

FINANCIAL DERIVATIVE INSTRUMENTS

WRITTEN PUT OPTION CONTRACTS† (EXCHANGE-TRADED)

 

Description

    Number of
Contracts		     Notional
Amount1 		    Strike
Price		      Expiration
Date		      Premiums Paid/
(Received)		     Value  

S&P 500 Index

      (1,118 )    $ (288,444,000 )    $ 2,580        12/15/2017      $ (2,436,630 )    $ (565,708 ) 

 

† 

As of November 30, 2017, the Fund posted cash collateral of $22,020,000 with the broker for written put option contracts.

1 

Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

November 30, 2017

 

Investments

    Principal
Amount		        Value  
U.S. GOVERNMENT OBLIGATIONS - 88.0%        

U.S. Treasury Bills - 88.0%

        

U.S. Treasury Bills

        

0.99%, 12/14/17*

    $ 21,720,000        $ 21,712,706  

1.03%, 12/21/17*

      119,020,000          118,949,414  

1.06%, 12/7/17*(a)

     4,950,000          4,949,211  
       

 

 

  
TOTAL INVESTMENTS IN SECURITIES - 88.0%
(Cost: $145,613,988)		           145,611,331  

Other Assets less Liabilities - 12.0%

           19,896,156  
       

 

 

  
NET ASSETS - 100.0%         $ 165,507,487  
       

 

 

  

 

* 

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. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $4,949,211 as of November 30, 2017.

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)

 

Counterparty

    Settlement Date      Amount and
Description of
Currency to
be Purchased		      Amount and
Description of
Currency to
be Sold		      Unrealized
Appreciation		      Unrealized
Depreciation		  

Bank of America N.A.

      12/20/2017        333,899,040        JPY        2,970,817        USD      $ 15,596      $ —    

Bank of America N.A.

      12/20/2017        3,833,500        JPY        34,108        USD        179        —    

Bank of America N.A.

      12/20/2017        155,460        USD        17,428,000        JPY        —          (417 ) 

Bank of America N.A.

      3/22/2018        2,985,912        USD        333,899,040        JPY        —          (15,649 ) 

Canadian Imperial Bank of Commerce

      12/20/2017        2,937,872        USD        329,394,200        JPY        —          (8,250 ) 

Goldman Sachs

      12/20/2017        344,593,480        JPY        3,149,066        USD        —          (67,001 ) 

Goldman Sachs

      12/20/2017        4,931,000        JPY        43,926        USD        177        —    

Goldman Sachs

      12/20/2017        158,233        USD        16,980,000        JPY        6,363        —    

Goldman Sachs

      12/20/2017        5,875,933        USD        658,788,400        JPY        —          (16,311 ) 

Goldman Sachs

      12/20/2017        177,443        USD        20,135,000        JPY        —          (2,645 ) 

Nomura International PLC

      12/20/2017        358,658,520        JPY        3,277,515        USD        —          (69,652 ) 

Nomura International PLC

      12/20/2017        5,875,927        USD        658,788,400        JPY        —          (16,316 ) 

Royal Bank of Canada

      12/20/2017        3,833,500        JPY        34,108        USD        179        —    

Royal Bank of Canada

      12/20/2017        333,899,040        JPY        2,970,830        USD        15,583        —    

Royal Bank of Canada

      3/22/2018        2,986,094        USD        333,899,040        JPY        —          (15,467 ) 

State Street Bank and Trust

      12/20/2017        3,608,000        JPY        32,101        USD        169        —    

State Street Bank and Trust

      12/20/2017        314,257,920        JPY        2,796,001        USD        14,741        —    

State Street Bank and Trust

      3/22/2018        2,810,383        USD        314,257,920        JPY        —          (14,615 ) 
                 

 

 

     

 

 

  
                  $ 52,987      $ (226,323 ) 
                 

 

 

     

 

 

  

CURRENCY LEGEND

 

JPY    Japanese yen
USD    U.S. dollar

FUTURES CONTRACTS (EXCHANGE-TRADED)

 

Short Exposure

   

Contracts

      Expiration
Date		      Notional
Amount1 		    Unrealized
Appreciation/
(Depreciation)		  
10 Year U.S. Treasury Note      47        3/20/18      $ (5,830,203 )    $ 25,562  
Coffee “C”      175        3/19/18        (8,432,812 )      5,933  
Corn      492        3/14/18        (8,751,450 )      86,788  
Silver      105        3/27/18        (8,648,850 )      163,440  
Swiss Franc Currency      45        3/19/18        (5,762,250 )      219  
        

 

 

    

 

 

  
         $ (37,425,565 )    $ 281,942  
        

 

 

    

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

November 30, 2017

 

Long Exposure

                            
Australian Dollar Currency      77        03/19/18      $ 5,822,740      $ 208  
British Pound Currency      103        03/19/18        8,737,619        (924 ) 
Canadian Dollar Currency      74        03/20/18        5,743,140        (474 ) 
Copper      113        03/27/18        8,655,800        (159,324 ) 
Cotton No. 2      158        03/7/18        5,751,990        (624 ) 
Euro Currency      39        03/19/18        5,839,031        (307 ) 
Gasoline RBOB      117        02/28/18        8,633,898        151,017  
Gold 100 Ounce      45        02/26/18        5,745,150        —    
Live Cattle      172        02/28/18        8,598,280        (313,319 ) 
NY Harbor ULSD      108        02/28/18        8,588,009        119,097  
Soybean      116        03/14/18        5,786,950        —    
U.S. Treasury Long Bond      38        03/20/18        5,765,312        1,976  
WTI Crude Oil      152        02/20/18        8,724,800        407,742  
        

 

 

     

 

 

  
         $ 92,392,719      $ 205,068  
        

 

 

     

 

 

  
Total - Net          $ 54,967,154      $ 487,010  
        

 

 

     

 

 

  

 

1 

“Notional Amount” represents the current notional value of the futures contract.

 

See Notes to Schedule of Investments.

 

Notes to Schedule of Investments (unaudited)

1. ORGANIZATION

WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005. As of November 30, 2017, the Trust consisted of 86 operational investment funds (each a “Fund”, collectively, the “Funds”). In accordance with Accounting Standards 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’’)

    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’’)

    December 18, 2013

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

    December 18, 2013

WisdomTree Negative Duration High Yield Bond Fund (“Negative Duration High Yield Bond Fund’’ and also referred to herein as ‘‘Duration Funds’’)

    December 18, 2013

WisdomTree CBOE S&P 500 PutWrite Strategy Fund (“CBOE S&P 500 PutWrite Strategy Fund’’)

    February 24, 2016

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

Investment Valuation - The net asset value (“NAV”) of each Fund’s shares is calculated each day a Fund is open for business as of the regularly scheduled close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time (the “NAV Calculation Time”). NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions or large investors may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market prices. Most investors will buy and sell shares in the secondary market through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees of the Trust (the “Board of Trustees”). Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less and to-be-announced (‘‘TBA’’) securities) 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 and the Emerging Markets Local Debt 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. 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 exchange-traded funds (“ETFs” or “ETF”) or exchange-traded notes (“ETNs” or “ETN”) 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 ETF or ETN has not traded on its principal exchange.

 

Notes to Schedule of Investments (unaudited)(continued)

 

In certain instances, such as when reliable market valuations are not readily available or are not deemed to reflect current market values, a Fund’s investments, which include derivatives, will be fair valued in accordance with the Fund’s pricing policy. The Board of Trustees 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).

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.

Notes to Schedule of Investments (unaudited)(continued)

 

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

The following is a summary of the fair valuations according to the inputs used as of November 30, 2017 in valuing each Fund’s assets:

 

U.S. Dollar Bullish Fund

    Level 1      Level 2     Level 3  

U.S. Government Obligations

    $ —        $ 120,012,844     $ —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 120,012,844     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —          465,949       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (2,238,829 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 118,239,964     $ —    
  

 

 

     

 

 

    

 

 

  

Brazilian Real Strategy Fund

    Level 1      Level 2     Level 3  

U.S. Government Obligations

    $ —        $ 13,947,777     $ —    

Repurchase Agreement

      —          6,450,000       —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 20,397,777     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —          172,498       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (359,341 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 20,210,934     $ —    
  

 

 

     

 

 

    

 

 

  

Chinese Yuan Strategy Fund

    Level 1      Level 2     Level 3  

U.S. Government Obligations

    $ —        $ 25,067,291     $ —    

Repurchase Agreement

      —          11,900,000       —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 36,967,291     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —          268,788       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (14,640 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 37,221,439     $ —    
  

 

 

     

 

 

    

 

 

  

Emerging Currency Strategy Fund

    Level 1      Level 2     Level 3  

U.S. Government Obligations

    $ —        $ 36,766,415     $ —    

Repurchase Agreement

      —          15,660,000       —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 52,426,415     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —          932,492       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (175,905 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 53,183,002     $ —    
  

 

 

     

 

 

    

 

 

  

Asia Local Debt Fund

    Level 1      Level 2     Level 3  

Foreign Government Agencies

    $ —        $ 2,239,954     $ —    

Foreign Government Obligations

      —          13,162,157       —    

Supranational Bonds

      —          1,219,776       —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 16,621,887     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —          15,796       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (58,740 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 16,578,943     $ —    
  

 

 

     

 

 

    

 

 

  

Notes to Schedule of Investments (unaudited)(continued)

 

Interest Rate Hedged U.S. Aggregate Bond Fund

    Level 1     Level 2     Level 3  

U.S. Government Agencies

    $ —       $ 6,825,384     $ —    

U.S. Government Obligations

      —         7,349,537       —    

Corporate Bonds

      —         6,268,401       —    

Foreign Corporate Bonds

      —         1,081,622       —    

Foreign Government Obligations

      —         340,960       —    

Commercial Mortgage-Backed Securities

      —         927,457       —    

Municipal Bond

      —         186,182       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 22,979,543     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Futures Contracts

      73,390       —         —    

U.S. Government Agencies Sold Short

      —         (180,978 )      —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ 73,390     $ 22,798,565     $ —    
  

 

 

    

 

 

    

 

 

  

Negative Duration U.S. Aggregate Bond Fund

    Level 1     Level 2     Level 3  

U.S. Government Agencies

    $ —       $ 6,008,169     $ —    

U.S. Government Obligations

      —         7,528,703       —    

Corporate Bonds

      —         5,255,244       —    

Foreign Corporate Bonds

      —         845,911       —    

Foreign Government Agencies

      —         203,506       —    

Foreign Government Obligations

      —         324,535       —    

Supranational Bonds

      —         87,156       —    

Commercial Mortgage-Backed Securities

      —         466,251       —    

Municipal Bonds

      —         104,885       —    

Asset-Backed Securities

      —         105,896       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 20,930,256     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Futures Contracts

      160,718       —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ 160,718     $ 20,930,256     $ —    
  

 

 

    

 

 

    

 

 

  

Yield Enhanced U.S. Aggregate Bond Fund

    Level 1     Level 2     Level 3  

U.S. Government Agencies

    $ —       $ 57,908,722     $ —    

U.S. Government Obligations

      —         34,106,226       —    

Corporate Bonds

      —         99,789,891       —    

Foreign Corporate Bonds

      —         19,113,726       —    

Foreign Government Agencies

      —         544,660       —    

Foreign Government Obligations

      —         5,544,441       —    

Commercial Mortgage-Backed Securities

      —         17,448,703       —    

Municipal Bonds

      —         591,089       —    

Investment of Cash Collateral for Securities Loaned

      —         733,070       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 235,780,528     $ —    
  

 

 

    

 

 

    

 

 

  

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

    Level 1     Level 2     Level 3  

U.S. Government Agencies

    $ —       $ 267,435     $ —    

U.S. Government Obligations

      —         868,974       —    

Corporate Bonds

      —         3,133,002       —    

Foreign Corporate Bonds

      —         191,681       —    

Foreign Government Obligations

      —         70,835       —    

Commercial Mortgage-Backed Securities

      —         301,687       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 4,833,614     $ —    
  

 

 

    

 

 

    

 

 

  

Floating Rate Treasury Fund

    Level 1     Level 2     Level 3  

U.S. Government Obligations

    $ —       $ 1,248,494     $ —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 1,248,494     $ —    
  

 

 

    

 

 

    

 

 

  

Emerging Markets Corporate Bond Fund

    Level 1     Level 2     Level 3  

Foreign Corporate Bonds

    $ —       $ 45,439,507     $ —    

Foreign Government Agencies

      —         1,993,105       —    

Foreign Government Obligations

      —         1,025,668       —    

Investment of Cash Collateral for Securities Loaned

      —         1,598,119       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 50,056,399     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Futures Contracts

      41,705       —         —    

Unrealized Depreciation on Futures Contracts

      (5,453 )      —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ 36,252     $ 50,056,399     $ —    
  

 

 

    

 

 

    

 

 

  

Notes to Schedule of Investments (unaudited)(continued)

 

Emerging Markets Local Debt Fund

    Level 1     Level 2     Level 3  

Foreign Government Agencies

    $ —       $ 2,837,186     $ —    

Foreign Government Obligations

      —         197,833,222       —    

Supranational Bonds

      —         4,834,171       —    

Repurchase Agreement

      —         1,750,000       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 207,254,579     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —         55,293       —    

Unrealized Depreciation on Foreign Currency Contracts

      —         (242,797 )      —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ —       $ 207,067,075     $ —    
  

 

 

    

 

 

    

 

 

  

Interest Rate Hedged High Yield Bond Fund

    Level 1     Level 2     Level 3  

Corporate Bonds

    $ —       $ 72,099,843     $ —    

Foreign Corporate Bonds

      —         11,965,092       —    

Investment of Cash Collateral for Securities Loaned

      —         6,567,475       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 90,632,410     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Futures Contracts

      74,497       —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ 74,497     $ 90,632,410     $ —    
  

 

 

    

 

 

    

 

 

  

Negative Duration High Yield Bond Fund

    Level 1     Level 2     Level 3  

Corporate Bonds

    $ —       $ 12,554,367     $ —    

Foreign Corporate Bonds

      —         1,155,220       —    

Investment of Cash Collateral for Securities Loaned

      —         1,334,393       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 15,043,980     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Futures Contracts

      93,759       —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ 93,759     $ 15,043,980     $ —    
  

 

 

    

 

 

    

 

 

  

CBOE S&P 500 PutWrite Strategy Fund

    Level 1     Level 2     Level 3  

U.S. Government Obligations

    $ —       $ 244,087,518     $ —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 244,087,518     $ —    
  

 

 

    

 

 

    

 

 

  

Written Options

      (565,708 )      —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ (565,708 )    $ 244,087,518     $ —    
  

 

 

    

 

 

    

 

 

  

Managed Futures Strategy Fund (consolidated)

    Level 1     Level 2     Level 3  

U.S. Government Obligations

    $ —       $ 145,611,331     $ —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 145,611,331     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —         52,987       —    

Unrealized Depreciation on Foreign Currency Contracts

      —         (226,323 )      —    

Unrealized Appreciation on Futures Contracts

      961,982       —         —    

Unrealized Depreciation on Futures Contracts

      (474,972 )      —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ 487,010     $ 145,437,995     $ —    
  

 

 

    

 

 

    

 

 

  

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

There were no transfers into or out of any fair value measurement levels during the period ended November 30, 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 and options contracts during the period ended November 30, 2017 and open positions in such derivatives as of November 30, 2017 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 also contain credit-risk related contingent features which include, but are not limited to, a percentage decline in the Funds’ NAV over a specified time period. If an event occurred at November 30, 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 November 30, 2017, no event occurred that triggered a credit-risk-related contingent feature. Information with respect to the amounts and types of collateral received and/or posted for derivative instruments as of November 30, 2017, if any, is reflected as a footnote below the respective derivatives tables on each Fund’s Schedule of Investments.

Notes to Schedule of Investments (unaudited)(continued)

 

During the period ended November 30, 2017, the volume of derivative activity (based on the average of month-end balances) for each Fund was as follows:

 

     Average Notional  

Fund

    Foreign
currency
contracts
(to deliver)		      Foreign
currency
contracts
(to receive)		      Futures
contracts
(long)		      Futures
contracts
(short)		      Written
options		  
U.S. Dollar Bullish Fund               

Foreign exchange contracts

    $ 143,017,376      $ 278,947,819      $ —        $ —        $ —    
Brazilian Real Strategy Fund               

Foreign exchange contracts

      38,165,684        17,210,257        —          —          —    
Chinese Yuan Strategy Fund               

Foreign exchange contracts

      49,374,372        11,875,120        —          —          —    
Emerging Currency Strategy Fund               

Foreign exchange contracts

      64,980,464        13,736,901        —          —          —    
Asia Local Debt Fund               

Foreign exchange contracts

      3,915,814        1,465,920        —          —          —    
Interest Rate Hedged U.S. Aggregate Bond Fund               

Interest rate contracts

      —          —          —          24,518,699        —    
Negative Duration U.S. Aggregate Bond Fund               

Interest rate contracts

      —          —          —          19,544,020        —    
Emerging Markets Corporate Bond Fund               

Interest rate contracts

      —          —          7,928,098        7,946,703        —    
Emerging Markets Local Debt Fund               

Foreign exchange contracts

      12,508,006        7,470,471        —          —          —    
Interest Rate Hedged High Yield Bond Fund               

Interest rate contracts

      —          —          —          46,147,313        —    
Negative Duration High Yield Bond Fund               

Interest rate contracts

      —          —          —          15,960,758        —    
CBOE S&P 500 PutWrite Strategy Fund               

Equity contracts

      —          —          —          —          238,785,875  
Managed Futures Strategy Fund (consolidated)               

Commodity contracts

      —          —          47,760,431        34,749,896        —    

Foreign exchange contracts

      12,229,376        17,038,742        31,977,283        5,034,785        —    

Interest rate contracts

      —          —          4,628,594        7,968,496        —    

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 and accretion of discounts), net of any foreign taxes withheld, is accrued daily. Generally, amortization of premiums and accretion of discounts are recognized daily using the interest method (also known as the scientific amortization method). Payment-in-kind (“PIK”) interest income is accrued daily and the increase in a security’s principal amount related to such PIK interest income is recorded on the coupon payment date. Dividend income is recognized on the ex-dividend date.

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.

Notes to Schedule of Investments (unaudited)(continued)

 

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 Asia Local Debt Fund and the Emerging Markets Local Debt 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.

Futures Contracts - The Duration Funds utilized futures contracts to obtain short exposure to U.S. Treasury bonds to hedge against a rise in interest rates. The Emerging Markets Corporate Bond Fund utilized futures contracts on U.S. Treasury bonds to manage interest rate 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 - The CBOE S&P 500 PutWrite Strategy Fund (“the Fund”) utilized option contracts by writing put options on the S&P 500 Index consistent with its investment objective. A put option gives the purchaser of the option the right to sell, and the writer of the option the obligation to buy, the underlying security or financial instrument. A call option gives the purchaser of the option the right to buy, and the writer of the option the obligation to sell, the underlying security or financial instrument. A premium is paid to the writer of an option as consideration for undertaking the obligation in the contract. The Fund may purchase and write options on an exchange or over the counter (“OTC”). OTC options differ from exchange-traded options in several respects. They are transacted directly with dealers and not with a clearing corporation, and therefore entail the risk of 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.

Notes to Schedule of Investments (unaudited)(continued)

 

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.

Written options may constitute a fair value guarantee on a financial asset under the provisions of FASB Codification Topic 460 — Guarantees. The Fund’s maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At November 30, 2017, the CBOE S&P 500 PutWrite Strategy Fund’s maximum payout for written put options was $288,444,000. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered.

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

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

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 and the Yield Enhanced U.S. Short-Term Aggregate 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 and the Yield Enhanced U.S. Short-Term Aggregate 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.

Notes to Schedule of Investments (unaudited)(concluded)

 

Related Party Transactions - WTAM or its affiliates may from time to time own shares of a Fund. As of November 30, 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

      1,504      $ 75,982      $ 454  

CBOE S&P 500 PutWrite Strategy Fund

      327        9,813        —    

Emerging Markets Local Debt Fund

      112        4,244        44  

Interest Rate Hedged High Yield Bond Fund

      580        13,990        139  

Bloomberg Floating Rate Treasury Fund

      163        4,088        8  

3. FEDERAL INCOME TAXES

At November 30, 2017, the cost of investments (including securities on loan, derivatives and securities sold short) 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

    $ 118,241,005      $ 2,311      $ (3,352 )    $ (1,041 ) 

Brazilian Real Strategy Fund

      20,210,922        12        —         12  

Chinese Yuan Strategy Fund

      37,222,015        337        (913 )      (576 ) 

Emerging Currency Strategy Fund

      53,183,108        799        (905 )      (106 ) 

Asia Local Debt Fund

      17,356,104        272,045        (1,049,206 )      (777,161 ) 

Interest Rate Hedged U.S. Aggregate Bond Fund

      23,073,412        237,648        (77,035 )      160,613  

Negative Duration U.S. Aggregate Bond Fund

      21,069,875        139,489        (118,390 )      21,099  

Yield Enhanced U.S. Aggregate Bond Fund

      234,798,760        2,357,372        (1,375,604 )      981,768  

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

      4,864,066        757        (31,209 )      (30,452 ) 

Floating Rate Treasury Fund

      1,247,348        1,146        —         1,146  

Emerging Markets Corporate Bond Fund

      48,253,399        1,928,109        (88,857 )      1,839,252  

Emerging Markets Local Debt Fund

      232,219,148        5,592,004        (30,744,077 )      (25,152,073 ) 

Interest Rate Hedged High Yield Bond Fund

      90,737,068        774,376        (804,537 )      (30,161 ) 

Negative Duration High Yield Bond Fund

      15,113,685        210,374        (186,320 )      24,054  

CBOE S&P 500 PutWrite Strategy Fund

      245,931,605        26,835        —         26,835  

Managed Futures Strategy Fund (consolidated)

      210,967,051        507        (61,728,529 )      (61,728,022 ) 

Item 2. Controls and Procedures.

 

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

 

  (b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

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

SIGNATURES

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

 

(Registrant)       WisdomTree Trust

 

By (Signature and Title)*

       /s/ Jonathan L. Steinberg
      Jonathan L. Steinberg, President
      (principal executive officer)

 

Date       January 25, 2018

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

 

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

 

Date       January 25, 2018

 

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

 

Date       January 25, 2018

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