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:  May 31, 2018

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

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

Item 1. Schedule of Investments.

The Schedule(s) of Investments is attached herewith.

Schedule of Investments (unaudited)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

U.S. GOVERNMENT OBLIGATIONS - 97.3%

        

U.S. Treasury Bills - 97.3%

        

U.S. Treasury Bills

        

1.64%, 6/14/18*

    $   25,712,000        $   25,697,376  

1.70%, 6/28/18*

      25,528,000          25,494,925  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 97.3%

(Cost: $51,192,902)

           51,192,301  

Other Assets less Liabilities - 2.7%

           1,394,753  
       

 

 

  

NET ASSETS - 100.0%

         $   52,587,054  
       

 

 

  

 

* 

Interest rate shown reflects the yield to maturity at the 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.

      6/5/2018        712,950        AUD        539,156        USD      $ 16      $ —    

Bank of America N.A.

      6/5/2018        1,558,200        CAD        1,201,802        USD        41        —    

Bank of America N.A.

      6/5/2018        455,700        CHF        462,380        USD        13        —    

Bank of America N.A.

      6/5/2018        2,001,300        CNH        312,134        USD        9        —    

Bank of America N.A.

      6/5/2018        2,741,550        EUR        3,205,119        USD        99        —    

Bank of America N.A.

      6/5/2018        807,450        GBP        1,073,396        USD        31        —    

Bank of America N.A.

      6/5/2018        14,754,600        INR        218,643        USD        —          (24 ) 

Bank of America N.A.

      6/5/2018        205,746,450        JPY        1,891,363        USD        55        —    

Bank of America N.A.

      6/5/2018        431,970,000        KRW        400,733        USD        11        —    

Bank of America N.A.

      6/5/2018        19,800,900        MXN        992,579        USD        36        —    

Bank of America N.A.

      6/5/2018        536,754        USD        712,950        AUD        —          (2,417 ) 

Bank of America N.A.

      6/5/2018        1,214,393        USD        1,558,200        CAD        12,550        —    

Bank of America N.A.

      6/5/2018        461,071        USD        455,700        CHF        —          (1,321 ) 

Bank of America N.A.

      6/5/2018        316,218        USD        2,001,300        CNH        4,076        —    

Bank of America N.A.

      6/5/2018        3,318,358        USD        2,741,550        EUR        113,140        —    

Bank of America N.A.

      6/5/2018        1,113,240        USD        807,450        GBP        39,813        —    

Bank of America N.A.

      6/5/2018        220,185        USD        14,754,600        INR        1,566        —    

Bank of America N.A.

      6/5/2018        1,886,004        USD        205,746,450        JPY        —          (5,414 ) 

Bank of America N.A.

      6/5/2018        404,713        USD        431,970,000        KRW        3,969        —    

Bank of America N.A.

      6/5/2018        1,053,183        USD        19,800,900        MXN        60,568        —    

Bank of America N.A.

      7/5/2018        225,613        USD        15,286,950        INR        —          (150 ) 

Bank of America N.A.

      7/5/2018        412,456        USD        444,219,300        KRW        —          (61 ) 

Bank of America N.A.

      7/6/2018        553,552        USD        731,850        AUD        —          (17 ) 

Bank of America N.A.

      7/6/2018        1,237,728        USD        1,603,350        CAD        —          (35 ) 

Bank of America N.A.

      7/6/2018        475,432        USD        467,250        CHF        —          (17 ) 

Bank of America N.A.

      7/6/2018        324,115        USD        2,081,100        CNH        —          (37 ) 

Bank of America N.A.

      7/6/2018        3,430,761        USD        2,927,400        EUR        —          (146 ) 

Bank of America N.A.

      7/6/2018        1,145,026        USD        859,950        GBP        —          (42 ) 

Bank of America N.A.

      7/6/2018        1,939,003        USD        210,468,300        JPY        —          (72 ) 

Bank of America N.A.

      7/6/2018        1,062,771        USD        21,316,050        MXN        —          (47 ) 

Citibank N.A.

      6/5/2018        712,950        AUD        539,173        USD        —          (2 ) 

Citibank N.A.

      6/5/2018        1,558,200        CAD        1,201,841        USD        2        —    

Citibank N.A.

      6/5/2018        455,700        CHF        462,395        USD        —          (2 ) 

Citibank N.A.

      6/5/2018        2,001,300        CNH        312,200        USD        —          (58 ) 

Citibank N.A.

      6/5/2018        2,741,550        EUR        3,205,223        USD        —          (5 ) 

Citibank N.A.

      6/5/2018        807,450        GBP        1,073,429        USD        —          (2 ) 

Citibank N.A.

      6/5/2018        14,754,600        INR        218,716        USD        —          (97 ) 

Citibank N.A.

      6/5/2018        205,746,450        JPY        1,891,420        USD        —          (2 ) 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Citibank N.A.

      6/5/2018        431,970,000        KRW        399,880        USD        864        —    

Citibank N.A.

      6/5/2018        19,800,900        MXN        992,613        USD        1        —    

Citibank N.A.

      6/5/2018        536,753        USD        712,950        AUD        —          (2,418 ) 

Citibank N.A.

      6/5/2018        1,214,387        USD        1,558,200        CAD        12,544        —    

Citibank N.A.

      6/5/2018        461,068        USD        455,700        CHF        —          (1,325 ) 

Citibank N.A.

      6/5/2018        316,230        USD        2,001,300        CNH        4,088        —    

Citibank N.A.

      6/5/2018        3,318,358        USD        2,741,550        EUR        113,140        —    

Citibank N.A.

      6/5/2018        1,113,247        USD        807,450        GBP        39,820        —    

Citibank N.A.

      6/5/2018        220,087        USD        14,754,600        INR        1,467        —    

Citibank N.A.

      6/5/2018        1,885,970        USD        205,746,450        JPY        —          (5,449 ) 

Citibank N.A.

      6/5/2018        404,739        USD        431,970,000        KRW        3,996        —    

Citibank N.A.

      6/5/2018        1,053,195        USD        19,800,900        MXN        60,581        —    

Citibank N.A.

      7/5/2018        225,721        USD        15,286,950        INR        —          (42 ) 

Citibank N.A.

      7/5/2018        411,223        USD        444,219,300        KRW        —          (1,295 ) 

Citibank N.A.

      7/6/2018        553,571        USD        731,850        AUD        3        —    

Citibank N.A.

      7/6/2018        1,237,764        USD        1,603,350        CAD        1        —    

Citibank N.A.

      7/6/2018        475,447        USD        467,250        CHF        —          (2 ) 

Citibank N.A.

      7/6/2018        324,111        USD        2,081,100        CNH        —          (40 ) 

Citibank N.A.

      7/6/2018        3,430,851        USD        2,927,400        EUR        —          (55 ) 

Citibank N.A.

      7/6/2018        1,145,058        USD        859,950        GBP        —          (10 ) 

Citibank N.A.

      7/6/2018        1,939,076        USD        210,468,300        JPY        2        —    

Citibank N.A.

      7/6/2018        1,062,792        USD        21,316,050        MXN        —          (26 ) 

Goldman Sachs

      6/5/2018        712,950        AUD        539,161        USD        10        —    

Goldman Sachs

      6/5/2018        1,558,200        CAD        1,201,811        USD        32        —    

Goldman Sachs

      6/5/2018        455,700        CHF        462,383        USD        10        —    

Goldman Sachs

      6/5/2018        2,001,300        CNH        312,134        USD        8        —    

Goldman Sachs

      6/5/2018        2,741,550        EUR        3,205,143        USD        75        —    

Goldman Sachs

      6/5/2018        807,450        GBP        1,073,405        USD        22        —    

Goldman Sachs

      6/5/2018        14,754,600        INR        218,651        USD        —          (32 ) 

Goldman Sachs

      6/5/2018        205,746,450        JPY        1,891,375        USD        43        —    

Goldman Sachs

      6/5/2018        431,970,000        KRW        399,598        USD        1,145        —    

Goldman Sachs

      6/5/2018        19,800,900        MXN        992,594        USD        21        —    

Goldman Sachs

      7/5/2018        225,634        USD        15,286,950        INR        —          (128 ) 

Goldman Sachs

      7/5/2018        411,249        USD        444,219,300        KRW        —          (1,268 ) 

Goldman Sachs

      7/6/2018        553,548        USD        731,850        AUD        —          (21 ) 

Goldman Sachs

      7/6/2018        1,237,762        USD        1,603,350        CAD        —          (1 ) 

Goldman Sachs

      7/6/2018        475,429        USD        467,250        CHF        —          (19 ) 

Goldman Sachs

      7/6/2018        324,079        USD        2,081,100        CNH        —          (72 ) 

Goldman Sachs

      7/6/2018        3,430,755        USD        2,927,400        EUR        —          (152 ) 

Goldman Sachs

      7/6/2018        1,145,013        USD        859,950        GBP        —          (55 ) 

Goldman Sachs

      7/6/2018        1,938,987        USD        210,468,300        JPY        —          (88 ) 

Goldman Sachs

      7/6/2018        1,062,692        USD        21,316,050        MXN        —          (126 ) 

HSBC Holdings PLC

      6/5/2018        536,744        USD        712,950        AUD        —          (2,427 ) 

HSBC Holdings PLC

      6/5/2018        1,214,336        USD        1,558,200        CAD        12,493        —    

HSBC Holdings PLC

      6/5/2018        461,037        USD        455,700        CHF        —          (1,356 ) 

HSBC Holdings PLC

      6/5/2018        316,223        USD        2,001,300        CNH        4,080        —    

HSBC Holdings PLC

      6/5/2018        3,318,235        USD        2,741,550        EUR        113,017        —    

HSBC Holdings PLC

      6/5/2018        1,113,215        USD        807,450        GBP        39,788        —    

HSBC Holdings PLC

      6/5/2018        221,053        USD        14,754,600        INR        2,434        —    

HSBC Holdings PLC

      6/5/2018        1,885,918        USD        205,746,450        JPY        —          (5,501 ) 

HSBC Holdings PLC

      6/5/2018        403,597        USD        431,970,000        KRW        2,854        —    

HSBC Holdings PLC

      6/5/2018        1,053,116        USD        19,800,900        MXN        60,502        —    

JP Morgan Chase Bank N.A.

      7/5/2018        27,464        USD        1,860,000        INR        —          (5 ) 

JP Morgan Chase Bank N.A.

      7/5/2018        50,071        USD        54,050,000        KRW        —          (122 ) 

JP Morgan Chase Bank N.A.

      7/6/2018        68,074        USD        90,000        AUD        —          (2 ) 

JP Morgan Chase Bank N.A.

      7/6/2018        150,537        USD        195,000        CAD        —          (1 ) 

JP Morgan Chase Bank N.A.

      7/6/2018        55,964        USD        55,000        CHF        —          (1 ) 

JP Morgan Chase Bank N.A.

      7/6/2018        39,712        USD        255,000        CNH        —          (7 ) 

JP Morgan Chase Bank N.A.

      7/6/2018        416,042        USD        355,000        EUR        —          (17 ) 

JP Morgan Chase Bank N.A.

      7/6/2018        139,809        USD        105,000        GBP        —          (4 ) 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2018

 

JP Morgan Chase Bank N.A.

      7/6/2018        235,941        USD        25,610,000        JPY        —          (8 ) 

JP Morgan Chase Bank N.A.

      7/6/2018        129,385        USD        2,595,000        MXN        —          (1 ) 

Morgan Stanley & Co. International

      6/5/2018        536,757        USD        712,950        AUD        —          (2,414 ) 

Morgan Stanley & Co. International

      6/5/2018        1,214,410        USD        1,558,200        CAD        12,567        —    

Morgan Stanley & Co. International

      6/5/2018        461,072        USD        455,700        CHF        —          (1,320 ) 

Morgan Stanley & Co. International

      6/5/2018        316,255        USD        2,001,300        CNH        4,113        —    

Morgan Stanley & Co. International

      6/5/2018        3,318,345        USD        2,741,550        EUR        113,127        —    

Morgan Stanley & Co. International

      6/5/2018        1,113,236        USD        807,450        GBP        39,809        —    

Morgan Stanley & Co. International

      6/5/2018        221,043        USD        14,754,600        INR        2,424        —    

Morgan Stanley & Co. International

      6/5/2018        1,886,025        USD        205,746,450        JPY        —          (5,393 ) 

Morgan Stanley & Co. International

      6/5/2018        403,608        USD        431,970,000        KRW        2,865        —    

Morgan Stanley & Co. International

      6/5/2018        1,053,143        USD        19,800,900        MXN        60,529        —    

State Street Bank and Trust

      6/5/2018        543,200        AUD        410,789        USD        8        —    

State Street Bank and Trust

      6/5/2018        1,187,200        CAD        915,612        USD        78        —    

State Street Bank and Trust

      6/5/2018        347,200        CHF        352,267        USD        32        —    

State Street Bank and Trust

      6/5/2018        1,524,800        CNH        237,828        USD        —          (5 ) 

State Street Bank and Trust

      6/5/2018        2,088,800        EUR        2,441,874        USD        197        —    

State Street Bank and Trust

      6/5/2018        615,200        GBP        817,804        USD        45        —    

State Street Bank and Trust

      6/5/2018        11,241,600        INR        166,715        USD        —          (148 ) 

State Street Bank and Trust

      6/5/2018        156,759,200        JPY        1,440,979        USD        102        —    

State Street Bank and Trust

      6/5/2018        329,120,000        KRW        304,760        USD        568        —    

State Street Bank and Trust

      6/5/2018        15,086,400        MXN        756,402        USD        —          (124 ) 

State Street Bank and Trust

      7/5/2018        172,041        USD        11,647,200        INR        32        —    

State Street Bank and Trust

      7/5/2018        313,673        USD        338,452,800        KRW        —          (626 ) 

State Street Bank and Trust

      7/6/2018        421,757        USD        557,600        AUD        —          (10 ) 

State Street Bank and Trust

      7/6/2018        942,983        USD        1,221,600        CAD        —          (75 ) 

State Street Bank and Trust

      7/6/2018        362,216        USD        356,000        CHF        —          (31 ) 

State Street Bank and Trust

      7/6/2018        246,992        USD        1,585,600        CNH        20        —    

State Street Bank and Trust

      7/6/2018        2,613,810        USD        2,230,400        EUR        —          (214 ) 

State Street Bank and Trust

      7/6/2018        872,376        USD        655,200        GBP        —          (57 ) 

State Street Bank and Trust

      7/6/2018        1,477,295        USD        160,356,800        JPY        —          (95 ) 

State Street Bank and Trust

      7/6/2018        809,837        USD        16,240,800        MXN        71        —    

UBS AG

      6/5/2018        712,950        AUD        539,162        USD        9        —    

UBS AG

      6/5/2018        1,558,200        CAD        1,201,817        USD        26        —    

UBS AG

      6/5/2018        455,700        CHF        462,384        USD        9        —    

UBS AG

      6/5/2018        2,001,300        CNH        312,179        USD        —          (36 ) 

UBS AG

      6/5/2018        2,741,550        EUR        3,205,154        USD        64        —    

UBS AG

      6/5/2018        807,450        GBP        1,073,405        USD        22        —    

UBS AG

      6/5/2018        14,754,600        INR        218,814        USD        —          (195 ) 

UBS AG

      6/5/2018        205,746,450        JPY        1,891,382        USD        36        —    

UBS AG

      6/5/2018        431,970,000        KRW        399,792        USD        952        —    

UBS AG

      6/5/2018        19,800,900        MXN        992,600        USD        14        —    

UBS AG

      6/5/2018        408,959        USD        543,200        AUD        —          (1,838 ) 

UBS AG

      6/5/2018        925,262        USD        1,187,200        CAD        9,572        —    

UBS AG

      6/5/2018        351,293        USD        347,200        CHF        —          (1,007 ) 

UBS AG

      6/5/2018        240,918        USD        1,524,800        CNH        3,095        —    

UBS AG

      6/5/2018        2,528,296        USD        2,088,800        EUR        86,225        —    

UBS AG

      6/5/2018        848,184        USD        615,200        GBP        30,335        —    

UBS AG

      6/5/2018        168,414        USD        11,241,600        INR        1,847        —    

UBS AG

      6/5/2018        1,436,970        USD        156,759,200        JPY        —          (4,111 ) 

UBS AG

      6/5/2018        307,409        USD        329,120,000        KRW        2,080        —    

UBS AG

      6/5/2018        802,438        USD        15,086,400        MXN        46,161        —    

UBS AG

      7/5/2018        225,778        USD        15,286,950        INR        15        —    

UBS AG

      7/5/2018        411,474        USD        444,219,300        KRW        —          (1,043 ) 

UBS AG

      7/6/2018        553,559        USD        731,850        AUD        —          (10 ) 

UBS AG

      7/6/2018        1,237,717        USD        1,603,350        CAD        —          (46 ) 

UBS AG

      7/6/2018        475,431        USD        467,250        CHF        —          (17 ) 

UBS AG

      7/6/2018        324,150        USD        2,081,100        CNH        —          (1 ) 

UBS AG

      7/6/2018        3,430,775        USD        2,927,400        EUR        —          (131 ) 

UBS AG

      7/6/2018        1,145,032        USD        859,950        GBP        —          (36 ) 

UBS AG

      7/6/2018        1,939,021        USD        210,468,300        JPY        —          (54 ) 

UBS AG

      7/6/2018        1,062,757        USD        21,316,050        MXN        —          (61 ) 
                 

 

 

     

 

 

  
                  $ 1,126,085      $ (51,142 ) 
                 

 

 

     

 

 

  

 

CURRENCY LEGEND

AUD

      

Australian dollar

CAD

      

Canadian dollar

CHF

      

Swiss franc

CNH

      

Offshore Chinese renminbi

EUR

      

Euro

GBP

      

British pound

INR

      

Indian rupee

JPY

      

Japanese yen

KRW

      

South Korean won

MXN

      

Mexican peso

USD

      

U.S. dollar

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Brazilian Real Strategy Fund (BZF)

May 31, 2018

 

Investments    Principal
Amount		        Value  

U.S. GOVERNMENT OBLIGATIONS - 76.8%

        

U.S. Treasury Bill - 76.8%

        

U.S. Treasury Bill

        

1.70%, 6/28/18*

(Cost: $11,485,605)

    $   11,500,000        $   11,485,100  
       

 

 

  
REPURCHASE AGREEMENT - 31.7%        
United States - 31.7%        

Citigroup, Inc., tri-party repurchase agreement dated 5/31/2018 (tri-party custodian: The Bank of New York Mellon Corp.), 1.77% due 6/1/18; Proceeds at maturity - $4,750,234 (fully collateralized by Ginnie Mae, 3.56% due 6/15/53 and U.S. Treasury Bond Principal STRIPS, 0.00% due 8/15/18; Market value - $4,984,937)

(Cost: $4,750,000)

      4,750,000          4,750,000  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 108.5%

(Cost: $16,235,605)

           16,235,100  

Other Assets less Liabilities - (8.5)%

           (1,274,833 ) 
       

 

 

  

NET ASSETS - 100.0%

         $   14,960,267  
       

 

 

  

 

* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

STRIPS

    -   

Separate Trading of Registered Interest and Principal of Securities.

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.

      6/4/2018        3,413,029        BRL        1,043,612        USD      $ —        $ (127,129 ) 

Bank of America N.A.

      6/4/2018        2,032,000        BRL        624,654        USD        —          (79,012 ) 

Bank of America N.A.

      6/4/2018        1,565,289        USD        5,851,048        BRL        —          (5,863 ) 

Bank of America N.A.

      7/3/2018        6,288,640        BRL        1,868,283        USD        —          (184,264 ) 

Bank of America N.A.

      8/2/2018        6,316,734        BRL        1,807,570        USD        —          (121,044 ) 

Bank of America N.A.

      9/4/2018        6,093,646        BRL        1,616,009        USD        6,022        —    

Canadian Imperial Bank of Commerce

      6/4/2018        3,413,029        BRL        1,043,931        USD        —          (127,448 ) 

Citibank N.A.

      6/4/2018        3,413,029        BRL        1,043,548        USD        —          (127,065 ) 

Citibank N.A.

      6/4/2018        1,662,762        USD        6,216,736        BRL        —          (6,586 ) 

Citibank N.A.

      7/3/2018        6,103,680        BRL        1,812,203        USD        —          (177,714 ) 

Citibank N.A.

      8/2/2018        6,316,734        BRL        1,807,208        USD        —          (120,682 ) 

Citibank N.A.

      9/4/2018        6,474,497        BRL        1,716,645        USD        6,763        —    

Goldman Sachs

      6/4/2018        3,413,029        BRL        1,043,676        USD        —          (127,193 ) 

Goldman Sachs

      6/4/2018        1,663,074        USD        6,216,736        BRL        —          (6,274 ) 

Goldman Sachs

      7/3/2018        6,103,680        BRL        1,811,880        USD        —          (177,391 ) 

Goldman Sachs

      8/2/2018        5,945,162        BRL        1,700,902        USD        —          (113,583 ) 

Goldman Sachs

      9/4/2018        6,474,497        BRL        1,717,282        USD        6,125        —    

UBS AG

      6/4/2018        2,600,404        BRL        795,085        USD        —          (96,812 ) 
                 

 

 

     

 

 

  
                  $ 18,910      $ (1,598,060 ) 
                 

 

 

     

 

 

  

 

CURRENCY LEGEND

BRL

      

Brazilian real

USD

      

U.S. dollar

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

May 31, 2018

 

Investments    Principal
Amount		        Value  

U.S. GOVERNMENT OBLIGATIONS - 70.1%

        

U.S. Treasury Bills - 70.1%

        

U.S. Treasury Bills

        

1.65%, 6/14/18*

    $   13,242,000        $   13,234,469  

1.70%, 6/28/18*

      13,250,000          13,232,833  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $26,467,614)

           26,467,302  
       

 

 

  
REPURCHASE AGREEMENT - 30.7%        
United States - 30.7%        

Citigroup, Inc., tri-party repurchase agreement dated 5/31/18 (tri-party custodian: The Bank of New York Mellon Corp.), 1.77% due 6/1/18; Proceeds at maturity - $11,560,568 (fully collateralized by Fannie Mae Pool, 2.50% - 6.50% due 9/1/22 - 12/1/46, Ginnie Mae Pool, 3.56% - 4.00% due 6/20/47 - 6/15/53, Financing Corp. STRIPS, 0.00% due 12/6/18, U.S. Treasury Bill, 0.00% due 6/28/18 and U.S. Treasury Bond Principal STRIPS, 0.00% due 11/15/45; Market value - $12,137,995)

(Cost: $11,560,000)

      11,560,000          11,560,000  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 100.8%

(Cost: $38,027,614)

           38,027,302  

Other Assets less Liabilities - (0.8)%

           (285,005 ) 
       

 

 

  

NET ASSETS - 100.0%

         $   37,742,297  
       

 

 

  

 

* 

Interest rate shown reflects the yield to maturity at the time of purchase.

STRIPS - Separate Trading of Registered Interest and Principal of Securities.

 

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.

      6/13/2018        2,108,000        CNH        334,163        USD      $ —        $ (4,888 ) 

Bank of America N.A.

      7/13/2018        501,000        CNH        79,339        USD        —          (1,196 ) 

Bank of America N.A.

      7/13/2018        3,767,000        CNY        595,385        USD        —          (8,757 ) 

Citibank N.A.

      6/13/2018        32,318,700        CNH        5,093,971        USD        —          (45,713 ) 

Citibank N.A.

      6/13/2018        994,136        USD        6,323,000        CNH        6,468        —    

Citibank N.A.

      6/13/2018        4,692,286        USD        30,169,050        CNH        —          (20,193 ) 

Citibank N.A.

      7/13/2018        6,925,800        CNH        1,100,801        USD        —          (20,561 ) 

Citibank N.A.

      7/13/2018        50,031,450        CNY        7,926,402        USD        —          (135,101 ) 

Citibank N.A.

      8/13/2018        30,389,838        CNY        4,765,165        USD        —          (40,883 ) 

Citibank N.A.

      9/13/2018        30,438,330        CNH        4,713,494        USD        21,406        —    

HSBC Holdings PLC

      6/13/2018        31,051,300        CNH        4,893,783        USD        —          (43,496 ) 

HSBC Holdings PLC

      7/13/2018        6,654,200        CNH        1,057,061        USD        —          (19,183 ) 

HSBC Holdings PLC

      7/13/2018        52,073,550        CNY        8,249,929        USD        —          (140,615 ) 

HSBC Holdings PLC

      8/13/2018        31,630,238        CNY        4,962,229        USD        —          (45,119 ) 

Royal Bank of Canada

      6/13/2018        4,507,433        USD        28,985,950        CNH        —          (20,242 ) 

Royal Bank of Canada

      9/13/2018        29,244,670        CNH        4,527,880        USD        21,338        —    
                 

 

 

     

 

 

  
                  $ 49,212      $ (545,947 ) 
                 

 

 

     

 

 

  

 

CURRENCY LEGEND

CNH

      

Offshore Chinese renminbi

CNY

      

Chinese yuan

USD

      

U.S. dollar

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

May 31, 2018

 

Investments    Principal
Amount		        Value  

U.S. GOVERNMENT OBLIGATIONS - 69.1%

        

U.S. Treasury Bills - 69.1%

        

U.S. Treasury Bills

        

1.65%, 6/14/18*

    $   14,436,000        $   14,427,790  

1.70%, 6/28/18*

      15,820,000          15,799,503  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $30,227,675)

           30,227,293  
       

 

 

  
REPURCHASE AGREEMENT - 31.9%        
United States - 31.9%        

Citigroup, Inc., tri-party repurchase agreement dated 5/31/2018 (tri-party custodian: The Bank of New York Mellon Corp.), 1.77% due 6/1/18; Proceeds at maturity - $13,950,686 (fully collateralized by Fannie Mae Pool, 0.00% - 6.50% due 10/9/19 - 10/1/39, U.S. Treasury Bill, 0.00% due 6/7/18 and U.S. Treasury Note, 2.25% due 3/31/20; Market value - $14,229,268)

(Cost: $13,950,000)

      13,950,000          13,950,000  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 101.0%

(Cost: $44,177,675)

           44,177,293  

Other Assets less Liabilities - (1.0)%

           (436,606 ) 
       

 

 

  

NET ASSETS - 100.0%

         $   43,740,687  
       

 

 

  

 

* 

Interest rate shown reflects the yield to maturity at the 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.

      8/2/2018        2,086,350        BRL        597,021        USD      $ —        $ (39,980 ) 

Bank of America N.A.

      8/2/2018        356,878,200        CLP        588,665        USD        —          (23,461 ) 

Bank of America N.A.

      8/2/2018        1,669,665,900        COP        594,672        USD        —          (17,817 ) 

Bank of America N.A.

      8/2/2018        11,436,600        MXN        603,445        USD        —          (37,737 ) 

Bank of America N.A.

      8/2/2018        2,049,600        PLN        589,527        USD        —          (34,895 ) 

Bank of America N.A.

      8/2/2018        37,200,450        RUB        591,629        USD        1,444        —    

Bank of America N.A.

      8/2/2018        2,490,600        TRY        598,365        USD        —          (62,742 ) 

Bank of America N.A.

      8/2/2018        7,461,300        ZAR        597,353        USD        —          (12,784 ) 

Citibank N.A.

      8/2/2018        2,086,350        BRL        596,901        USD        —          (39,860 ) 

Citibank N.A.

      8/2/2018        356,878,200        CLP        589,200        USD        —          (23,996 ) 

Citibank N.A.

      8/2/2018        1,669,665,900        COP        593,784        USD        —          (16,928 ) 

Citibank N.A.

      8/2/2018        189,855,000        INR        2,810,481        USD        —          (19,291 ) 

Citibank N.A.

      8/2/2018        11,436,600        MXN        603,437        USD        —          (37,729 ) 

Citibank N.A.

      8/2/2018        2,049,600        PLN        589,514        USD        —          (34,882 ) 

Citibank N.A.

      8/2/2018        37,200,450        RUB        591,704        USD        1,368        —    

Citibank N.A.

      8/2/2018        88,350,000        THB        2,800,406        USD        —          (33,253 ) 

Citibank N.A.

      8/2/2018        2,490,600        TRY        598,310        USD        —          (62,686 ) 

Citibank N.A.

      8/2/2018        7,461,300        ZAR        597,371        USD        —          (12,802 ) 

Goldman Sachs

      8/2/2018        2,086,350        BRL        596,901        USD        —          (39,860 ) 

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

May 31, 2018

 

Goldman Sachs

      8/2/2018        356,878,200        CLP        588,529        USD        —          (23,325 ) 

Goldman Sachs

      8/2/2018        1,669,665,900        COP        595,047        USD        —          (18,192 ) 

Goldman Sachs

      8/2/2018        11,436,600        MXN        603,447        USD        —          (37,739 ) 

Goldman Sachs

      8/2/2018        147,760,000        PHP        2,827,131        USD        —          (27,420 ) 

Goldman Sachs

      8/2/2018        2,049,600        PLN        589,539        USD        —          (34,907 ) 

Goldman Sachs

      8/2/2018        37,200,450        RUB        591,785        USD        1,287        —    

Goldman Sachs

      8/2/2018        2,490,600        TRY        598,328        USD        —          (62,705 ) 

Goldman Sachs

      8/2/2018        7,461,300        ZAR        597,336        USD        —          (12,768 ) 

HSBC Holdings PLC

      8/2/2018        3,026,190,000        KRW        2,821,307        USD        —          (4,182 ) 

Royal Bank of Canada

      8/2/2018        17,855,000        CNH        2,804,832        USD        —          (22,368 ) 

Royal Bank of Canada

      8/2/2018        82,760,000        TWD        2,814,296        USD        —          (41,180 ) 

State Street Bank and Trust

      8/2/2018        1,589,600        BRL        454,951        USD        —          (30,539 ) 

State Street Bank and Trust

      8/2/2018        271,907,200        CLP        448,322        USD        —          (17,690 ) 

State Street Bank and Trust

      8/2/2018        1,272,126,400        COP        452,513        USD        —          (13,004 ) 

State Street Bank and Trust

      8/2/2018        8,713,600        MXN        459,832        USD        —          (28,816 ) 

State Street Bank and Trust

      8/2/2018        1,561,600        PLN        449,181        USD        —          (26,604 ) 

State Street Bank and Trust

      8/2/2018        28,343,200        RUB        450,822        USD        1,043        —    

State Street Bank and Trust

      8/2/2018        1,897,600        TRY        455,889        USD        —          (47,795 ) 

State Street Bank and Trust

      8/2/2018        5,684,800        ZAR        455,100        USD        —          (9,715 ) 

UBS AG†

      8/2/2018        2,086,350        BRL        597,199        USD        —          (40,158 ) 

UBS AG†

      8/2/2018        356,878,200        CLP        588,408        USD        —          (23,204 ) 

UBS AG†

      8/2/2018        1,669,665,900        COP        594,511        USD        —          (17,656 ) 

UBS AG†

      8/2/2018        39,553,570,000        IDR        2,811,579        USD        18,730        —    

UBS AG†

      8/2/2018        11,436,600        MXN        603,521        USD        —          (37,812 ) 

UBS AG†

      8/2/2018        11,015,000        MYR        2,807,070        USD        —          (44,021 ) 

UBS AG†

      8/2/2018        2,049,600        PLN        589,534        USD        —          (34,902 ) 

UBS AG†

      8/2/2018        37,200,450        RUB        592,218        USD        854        —    

UBS AG†

      8/2/2018        2,490,600        TRY        598,359        USD        —          (62,736 ) 

UBS AG†

      8/2/2018        7,461,300        ZAR        597,356        USD        —          (12,787 ) 
                 

 

 

     

 

 

  
                  $ 24,726      $ (1,282,928 ) 
                 

 

 

     

 

 

  

 

† 

As of May 31, 2018, the Fund posted cash collateral of $430,000 with the counterparty, UBS AG, for foreign currency contracts.

 

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)

May 31, 2018

 

Investments    Principal
Amount†		        Value  
FOREIGN GOVERNMENT AGENCIES - 15.7%          
Australia - 12.3%          

Queensland Treasury Corp.

          

6.00%, 7/21/22, Series 22, Reg S

      736,000       AUD        $   633,450  

South Australian Government Financing Authority

          

5.00%, 5/20/21, Series 21

      303,000       AUD          246,842  

Treasury Corp. of Victoria

          

5.50%, 12/17/24, Series 1224

      630,000       AUD          557,621  

Western Australian Treasury Corp.

          

7.00%, 10/15/19, Series 19

      327,000       AUD          263,670  

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

      580,000       AUD          498,709  
         

 

 

  
Total Australia             2,200,292  
         

 

 

  
Indonesia - 0.7%          

Perusahaan Penerbit SBSN Indonesia

          

8.88%, 11/15/31, Series PBS

      1,724,000,000       IDR          135,401  
         

 

 

  
New Zealand - 2.7%          

New Zealand Local Government Funding Agency Bond

          

5.50%, 4/15/23

      250,000       NZD          195,616  

4.50%, 4/15/27

      390,000       NZD          293,162  
         

 

 

  

Total New Zealand

             488,778  
         

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $3,077,584)

             2,824,471  
         

 

 

  

FOREIGN GOVERNMENT OBLIGATIONS - 69.0%

          
China - 4.2%          

China Government Bond

          

2.36%, 8/18/21, Reg S

      2,000,000       CNY          297,631  

3.10%, 6/29/22

      2,000,000       CNY          302,625  

3.48%, 6/29/27, Reg S

      1,000,000       CNY          149,524  
         

 

 

  

Total China

             749,780  
         

 

 

  
Hong Kong - 6.2%          

Hong Kong Government Bond

          

1.51%, 2/24/27

      650,000       HKD          79,017  

Hong Kong Government Bond Programme

          

1.06%, 2/5/20

      3,050,000       HKD          384,728  

2.46%, 8/4/21

      2,850,000       HKD          368,594  

1.10%, 1/17/23

      2,300,000       HKD          279,186  
         

 

 

  

Total Hong Kong

             1,111,525  
         

 

 

  
India - 14.0%          

India Government Bond

          

8.27%, 6/9/20

      26,000,000       INR          390,294  

7.80%, 4/11/21

      70,000,000       INR          1,040,625  

7.72%, 5/25/25

      74,000,000       INR          1,079,474  
         

 

 

  

Total India

             2,510,393  
         

 

 

  
Indonesia - 9.5%          

Indonesia Treasury Bond

          

7.88%, 4/15/19, Series FR69

      810,000,000       IDR          58,965  

12.80%, 6/15/21, Series FR34

      1,228,000,000       IDR          102,866  

7.00%, 5/15/22, Series FR61

      6,034,000,000       IDR          438,165  

8.38%, 9/15/26, Series FR56

      7,099,000,000       IDR          546,542  

9.00%, 3/15/29, Series FR71

      6,979,000,000       IDR          560,155  

Total Indonesia

             1,706,693  
         

 

 

  
Malaysia - 6.2%          

Malaysia Government Bond

          

4.38%, 11/29/19, Series 0902

      346,000       MYR          88,023  

4.16%, 7/15/21, Series 0111

      690,000       MYR          175,235  

3.88%, 3/10/22, Series 0117

      910,000       MYR          228,682  

3.48%, 3/15/23, Series 0313

      782,000       MYR          192,627  

3.96%, 9/15/25, Series 0115

      635,000       MYR          156,648  

Malaysia Government Investment Issue

          

4.26%, 7/26/27, Series 0117

      1,075,000       MYR          269,487  
         

 

 

  

Total Malaysia

             1,110,702  
         

 

 

  
New Zealand - 3.4%          

New Zealand Government Bond

          

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

      194,000       NZD          139,548  

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

      594,000       NZD          464,317  
         

 

 

  

Total New Zealand

             603,865  
         

 

 

  
Philippines - 4.4%          

Philippine Government Bond

          

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

      3,440,000       PHP          63,524  

4.63%, 12/4/22, Series R511

      15,015,000       PHP          277,153  

3.63%, 9/9/25, Series 1060

      16,166,000       PHP          269,308  

Philippine Government International Bond

          

3.90%, 11/26/22

      10,000,000       PHP          181,791  
         

 

 

  

Total Philippines

             791,776  
         

 

 

  
Singapore - 4.5%          

Singapore Government Bond

          

2.25%, 6/1/21

      100,000       SGD          75,195  

2.75%, 7/1/23

      290,000       SGD          221,720  

3.00%, 9/1/24

      329,000       SGD          254,723  

2.88%, 7/1/29

      323,000       SGD          247,663  
         

 

 

  

Total Singapore

             799,301  
         

 

 

  
South Korea - 4.4%          

Korea Treasury Bond

          

3.75%, 6/10/22, Series 2206

      100,020,000       KRW          97,650  

3.50%, 3/10/24, Series 2403

      437,090,000       KRW          425,959  

2.25%, 6/10/25, Series 2506

      295,610,000       KRW          268,705  
         

 

 

  

Total South Korea

             792,314  
         

 

 

  
Thailand - 12.2%          

Thailand Government Bond

          

1.88%, 6/17/22

      16,800,000       THB          523,159  

3.63%, 6/16/23

      10,363,000       THB          347,325  

3.85%, 12/12/25

      14,622,000       THB          499,558  

4.88%, 6/22/29

      12,362,000       THB          459,921  

3.40%, 6/17/36

      11,500,000       THB          365,473  
         

 

 

  

Total Thailand

             2,195,436  
         

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $13,163,645)

             12,371,785  
         

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Asia Local Debt Fund (ALD)

May 31, 2018

 

Investments    Principal
Amount†		        Value  
SUPRANATIONAL BONDS - 4.2%          

Asian Development Bank

          

2.85%, 10/21/20

      2,500,000       CNY        $   377,925  

European Investment Bank

          

7.20%, 7/9/19, Reg S

      5,190,000,000       IDR          373,165  
         

 

 

  

TOTAL SUPRANATIONAL BONDS

(Cost: $827,403)

             751,090  
         

 

 

  
REPURCHASE AGREEMENT - 8.4%          
United States - 8.4%          

Citigroup, Inc., tri-party repurchase agreement dated 5/31/2018 (tri-party custodian: The Bank of New York Mellon Corp.), 1.77% due 6/1/18; Proceeds at maturity - $1,500,074 (fully collateralized by U.S. Treasury Inflation Indexed Bond, 0.13% due 4/15/20 and U.S. Treasury Note, 2.75% due 11/15/23; Market value - $1,530,028)

(Cost: $1,500,000)

      1,500,000            1,500,000  
         

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 97.3%

(Cost: $18,568,632)

             17,447,346  

Other Assets less Liabilities - 2.7%

             482,821  
         

 

 

  

NET ASSETS - 100.0%

           $   17,930,167  
         

 

 

  

 

† 

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

      6/4/2018        50,597        USD        397,062        HKD      $ —         $ (22 ) 

Citibank N.A.

      6/20/2018        115,090,000        KRW        108,126        USD        —          (1,153 ) 

Citibank N.A.

      6/20/2018        5,803,800        PHP        110,844        USD        —          (453 ) 

Citibank N.A.

      6/20/2018        430,000        SGD        329,213        USD        —          (7,853 ) 

Citibank N.A.

      6/20/2018        11,455,165        TWD        397,757        USD        —          (15,103 ) 

Citibank N.A.

      6/20/2018        137,296        USD        9,018,500        INR        3,957        —    

JP Morgan Chase Bank N.A.

      6/4/2018        1,909,024,852        IDR        137,587        USD        —          (198 ) 

Morgan Stanley & Co. International

      6/20/2018        108,320,000        KRW        101,709        USD        —          (1,029 ) 

Morgan Stanley & Co. International

      6/20/2018        5,462,400        PHP        104,064        USD        —          (166 ) 

Morgan Stanley & Co. International

      6/20/2018        10,781,332        TWD        373,960        USD        —          (13,814 ) 

Morgan Stanley & Co. International

      6/20/2018        129,179        USD        8,488,000        INR        3,683        —    

Royal Bank of Canada

      6/20/2018        3,300,000        INR        48,766        USD        25        —    

State Street Bank and Trust

      6/1/2018        1,901        USD        7,574        MYR        —          (2 ) 

UBS AG

      6/20/2018        115,090,000        KRW        108,083        USD        —          (1,111 ) 

UBS AG

      6/20/2018        5,803,800        PHP        110,550        USD        —          (159 ) 

UBS AG

      6/20/2018        11,455,165        TWD        397,197        USD        —          (14,543 ) 

UBS AG

      6/20/2018        137,260        USD        9,018,500        INR        3,920        —    
                 

 

 

     

 

 

  
                  $ 11,585      $ (55,606 ) 
                 

 

 

     

 

 

  

CURRENCY LEGEND

 

   AUD      

Australian dollar

   CNY      

Chinese yuan

   HKD      

Hong Kong dollar

   IDR      

Indonesian rupiah

   INR      

Indian rupee

   KRW      

South Korean won

   MYR      

Malaysian ringgit

   NZD      

New Zealand dollar

   PHP      

Philippine peso

   SGD      

Singapore dollar

   THB      

Thai baht

   TWD      

New Taiwan dollar

   USD      

U.S. dollar

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

U.S. GOVERNMENT AGENCIES - 28.1%

        

Federal Home Loan Bank - 0.6%

        

Federal Home Loan Bank

        

5.50%, 7/15/36

    $   150,000        $ 197,452  
       

 

 

  
Federal Home Loan Mortgage Corporation - 9.0%        

2.38%, 1/13/22

      197,000          195,170  

2.50%, 6/1/29

      98,958          96,882  

3.00%, 8/1/29

      51,079          51,094  

2.50%, 12/1/31

      78,879          76,908  

2.50%, 11/1/32

      46,795          45,621  

3.00%, 1/1/33

      48,069          47,861  

2.00%, 6/1/33(a)

      25,000          23,772  

2.50%, 6/1/33(a)

      50,000          48,710  

3.00%, 6/1/33(a)

      25,000          24,873  

3.50%, 6/1/33(a)

      50,000          50,691  

4.00%, 5/1/34

      73,720          76,533  

3.00%, 5/1/37

      45,860          45,243  

5.50%, 4/1/38

      58,515          63,561  

4.00%, 2/1/41

      212,056          218,777  

3.00%, 8/1/43

      144,133          141,062  

4.00%, 12/1/43

      36,409          37,411  

3.00%, 1/1/44

      141,782          138,815  

3.50%, 9/1/44

      143,759          144,622  

3.50%, 1/1/45

      67,517          67,693  

3.50%, 8/1/45

      116,059          116,324  

4.00%, 8/1/45

      67,763          69,596  

3.50%, 9/1/45

      47,625          47,734  

4.00%, 11/1/45

      75,914          77,968  

3.00%, 4/1/46

      24,356          23,677  

3.50%, 5/1/46

      38,307          38,348  

3.00%, 9/1/46

      54,497          52,978  

3.00%, 10/1/46

      132,890          129,163  

3.00%, 11/1/46

      112,955          109,769  

4.00%, 11/1/46

      39,699          40,773  

3.50%, 12/1/46

      170,876          170,828  

3.00%, 2/1/47

      23,032          22,377  

4.00%, 2/1/47

      41,045          42,113  

4.50%, 4/1/47

      47,741          49,899  

3.50%, 5/1/47

      44,894          44,862  

4.50%, 5/1/47

      80,515          84,155  

3.50%, 8/1/47

      23,563          23,540  

4.00%, 8/1/47

      70,099          71,841  

4.50%, 9/1/47

      43,023          44,968  

3.50%, 10/1/47

      48,428          48,366  

2.50%, 6/1/48(a)

      25,000          23,444  

3.50%, 6/1/48(a)

      25,000          24,946  

4.50%, 6/1/48(a)

      25,000          26,107  

5.00%, 6/1/48(a)

      25,000          26,485  
       

 

 

  
Total Federal Home Loan Mortgage Corporation           3,005,560  
       

 

 

  
Federal National Mortgage Association - 11.0%        

4.00%, 8/1/18

      731          752  

4.00%, 7/1/19

      3,033          3,121  

5.50%, 10/1/25

      67,327          72,314  

4.00%, 7/1/26

      14,412          14,835  

3.50%, 12/1/26

      17,961          18,228  

2.50%, 8/1/28

      45,184          44,395  

3.00%, 11/1/28

      23,782          23,808  

3.00%, 7/1/29

      95,093          95,222  

3.00%, 9/1/30

      51,208          51,168  

2.50%, 6/1/31

      39,339          38,383  

2.50%, 10/1/31

      33,675          32,856  

2.50%, 10/1/32

      46,280          45,153  

2.50%, 12/1/32

      23,708          23,131  

2.00%, 6/1/33(a)

      25,000          23,799  

2.50%, 6/1/33(a)

      25,000          24,373  

3.00%, 6/1/33(a)

      25,000          24,885  

3.50%, 6/1/33(a)

      50,000          50,699  

6.00%, 2/1/34

      74,163          82,341  

4.00%, 8/1/34

      25,026          25,974  

3.50%, 1/1/36

      29,182          29,605  

3.00%, 11/1/36

      109,874          108,514  

4.50%, 9/1/39

      34,118          36,001  

3.50%, 6/1/42

      23,163          23,284  

3.00%, 1/1/43

      118,552          116,161  

3.50%, 5/1/43

      36,575          36,722  

4.00%, 6/1/43

      14,456          14,892  

3.00%, 8/1/43

      67,159          65,756  

4.00%, 11/1/43

      31,706          32,582  

4.50%, 5/1/44

      25,844          27,141  

4.00%, 9/1/44

      115,456          118,350  

4.00%, 10/1/44

      35,439          36,327  

3.50%, 4/1/45

      129,465          129,584  

3.50%, 12/1/45

      171,770          171,928  

3.50%, 1/1/46

      153,926          154,066  

3.50%, 2/1/46

      82,405          82,481  

3.50%, 4/1/46

      35,335          35,368  

4.00%, 4/1/46

      34,233          35,058  

3.50%, 5/1/46

      193,897          194,076  

4.00%, 7/1/46

      93,654          95,854  

3.00%, 9/1/46

      132,480          128,829  

3.00%, 10/1/46

      44,699          43,466  

4.00%, 10/1/46

      41,169          42,138  

2.50%, 11/1/46

      23,458          22,055  

3.00%, 11/1/46

      253,698          246,893  

3.50%, 11/1/46

      43,801          43,842  

3.00%, 1/1/47

      92,744          90,185  

3.00%, 2/1/47

      46,685          45,396  

4.00%, 2/1/47

      47,367          48,489  

3.50%, 3/1/47

      22,308          22,329  

4.00%, 3/1/47

      48,008          49,147  

4.00%, 5/1/47

      47,717          48,855  

4.00%, 8/1/47

      46,500          47,585  

3.50%, 11/1/47

      48,336          48,381  

4.50%, 11/1/47

      91,807          96,125  

3.00%, 1/1/48

      49,165          47,798  

3.50%, 1/1/48

      48,934          48,950  

3.00%, 6/1/48(a)

      25,000          24,268  

3.50%, 6/1/48(a)

      75,000          74,830  

4.00%, 6/1/48(a)

      25,000          25,561  

4.50%, 6/1/48(a)

      50,000          52,225  

5.00%, 6/1/48(a)

      150,000          159,094  
       

 

 

  
Total Federal National Mortgage Association           3,695,628  
       

 

 

  
Government National Mortgage Association - 7.5%        

5.00%, 2/20/43

      62,180          66,442  

5.00%, 4/20/44

      133,315          142,314  

3.50%, 7/20/44

      204,546          206,836  

4.00%, 7/20/44

      39,992          41,410  

5.00%, 7/20/44

      24,533          26,190  

3.50%, 8/20/44

      254,389          257,237  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

5.00%, 8/20/44

    $ 23,140        $ 24,703  

3.00%, 1/20/45

      47,421          46,752  

3.00%, 12/20/45

      264,805          261,067  

3.00%, 5/20/46

      46,164          45,491  

3.50%, 9/20/46

      236,190          237,963  

4.00%, 12/20/46

      75,604          77,872  

4.00%, 1/20/47

      71,851          73,904  

3.50%, 2/20/47

      93,761          94,425  

4.00%, 8/20/47

      89,701          92,263  

4.50%, 10/20/47

      50,098          52,237  

3.00%, 12/20/47

      123,082          120,732  

3.50%, 1/20/48

      197,766          199,336  

4.00%, 1/20/48

      51,132          52,592  

2.50%, 6/1/48(a)

      25,000          23,765  

3.00%, 6/1/48(a)

      200,000          196,000  

3.50%, 6/1/48(a)

      25,000          25,153  

4.00%, 6/1/48(a)

      75,000          77,039  

4.50%, 6/1/48(a)

      50,000          52,047  
       

 

 

  
Total Government National Mortgage Association           2,493,770  
       

 

 

  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $9,491,636)

           9,392,410  
       

 

 

  

U.S. GOVERNMENT OBLIGATIONS - 36.5%

        

U.S. Treasury Bonds - 7.6%

        

U.S. Treasury Bond

        

7.63%, 11/15/22

      200,000          241,774  

6.88%, 8/15/25

      401,000          508,322  

5.38%, 2/15/31

      25,000          31,716  

5.00%, 5/15/37

      25,000          32,724  

4.38%, 2/15/38

      80,000          97,725  

4.50%, 5/15/38

      25,000          31,053  

3.50%, 2/15/39

      130,000          141,885  

4.25%, 5/15/39

      150,000          181,274  

4.38%, 11/15/39

      13,000          16,000  

3.63%, 8/15/43

      15,000          16,729  

3.00%, 11/15/44

      154,000          154,680  

2.50%, 5/15/46

      960,000          871,988  

2.25%, 8/15/46

      30,000          25,813  

2.75%, 8/15/47

      100,000          95,397  

2.75%, 11/15/47

      100,000          95,385  
       

 

 

  
Total U.S. Treasury Bonds           2,542,465  
       

 

 

  
U.S. Treasury Notes - 28.9%        

U.S. Treasury Note

        

1.13%, 2/28/19

      100,000          99,195  

1.75%, 9/30/19

      100,000          99,242  

1.13%, 12/31/19

      300,000          294,281  

1.63%, 12/31/19

      1,900,000          1,878,365  

1.88%, 12/31/19

      200,000          198,469  

1.38%, 5/31/20

      200,000          195,953  

1.50%, 5/31/20

      200,000          196,449  

1.88%, 6/30/20

      200,000          197,809  

1.63%, 7/31/20

      200,000          196,586  

1.50%, 8/15/20

      170,000          166,564  

2.63%, 8/15/20

      200,000          200,781  

1.38%, 8/31/20

      200,000          195,297  

1.63%, 10/15/20

      200,000          196,129  

1.38%, 10/31/20

      200,000          194,855  

2.63%, 11/15/20

      300,000          300,984  

3.63%, 2/15/21

      300,000          308,766  

1.13%, 8/31/21

      170,000          162,377  

1.75%, 5/15/22

      30,000          29,026  

1.63%, 8/15/22

      200,000          192,008  

1.63%, 8/31/22

      200,000          191,934  

1.88%, 8/31/22

      200,000          193,906  

1.75%, 9/30/22

      200,000          192,742  

1.88%, 9/30/22

      200,000          193,793  

1.63%, 11/15/22

      522,000          499,764  

1.50%, 3/31/23

      225,000          213,223  

1.75%, 5/15/23

      750,000          718,154  

1.38%, 6/30/23

      135,000          126,692  

2.50%, 8/15/23

      500,000          495,596  

2.00%, 2/15/25

      250,000          238,355  

2.00%, 8/15/25

      170,000          161,390  

1.50%, 8/15/26

      725,000          655,162  

2.38%, 5/15/27

      250,000          241,094  

2.25%, 8/15/27

      145,000          138,169  

2.25%, 11/15/27

      125,000          118,967  
       

 

 

  

Total U.S. Treasury Notes

           9,682,077  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $12,334,053)

           12,224,542  
       

 

 

  

CORPORATE BONDS - 23.6%

        

United States - 23.6%

        

21st Century Fox America, Inc.

        

6.65%, 11/15/37

      22,000          28,177  

3M Co.

        

3.13%, 9/19/46

      25,000          21,658  

AbbVie, Inc.

        

3.60%, 5/14/25

      61,000          59,560  

Activision Blizzard, Inc.

        

2.60%, 6/15/22

      25,000          24,207  

Air Lease Corp.

        

3.63%, 4/1/27

      25,000          23,477  

Allergan Funding SCS

        

3.45%, 3/15/22

      25,000          24,713  

Altria Group, Inc.

        

2.85%, 8/9/22

      75,000          73,562  

Amazon.com, Inc.

        

4.05%, 8/22/47(b)

      25,000          25,063  

American Express Co.

        

4.05%, 12/3/42

      20,000          19,758  

American Honda Finance Corp.

        

1.95%, 7/20/20

      25,000          24,516  

American International Group, Inc.

        

2.30%, 7/16/19

      25,000          24,858  

American Tower Corp.

        

3.60%, 1/15/28

      20,000          18,833  

Amgen, Inc.

        

4.66%, 6/15/51

      88,000          88,679  

Anadarko Petroleum Corp.

        

5.55%, 3/15/26(c)

      25,000          27,133  

Anthem, Inc.

        

2.50%, 11/21/20

      10,000          9,859  

4.65%, 1/15/43

      69,000          67,689  

Apple, Inc.

        

1.55%, 2/7/20

      70,000          68,889  

2.00%, 5/6/20

      70,000          69,175  

3.00%, 6/20/27

      25,000          23,999  

4.38%, 5/13/45

      20,000          20,979  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Assurant, Inc.

        

4.00%, 3/15/23

    $   10,000        $   10,039  

AT&T, Inc.

        

5.80%, 2/15/19

      25,000          25,529  

2.30%, 3/11/19

      50,000          49,845  

2.80%, 2/17/21

      25,000          24,720  

4.45%, 5/15/21

      25,000          25,819  

3.00%, 2/15/22

      25,000          24,612  

4.30%, 2/15/30(b)

      54,000          52,287  

4.35%, 6/15/45

      52,000          45,558  

Bank of America Corp.

        

2.60%, 1/15/19, Series L

      28,000          27,996  

3.00%, 12/20/23, (3.004% fixed rate until 12/20/22; 3-month U.S. dollar London Interbank Offered Rate + 0.79% thereafter)(d)

      165,000          160,581  

3.95%, 1/23/49, (3.946% fixed rate until 1/23/48; 3-month U.S. dollar London Interbank Offered Rate + 1.19% thereafter)(d)

      20,000          18,530  

BB&T Corp.

        

5.25%, 11/1/19

      25,000          25,823  

2.45%, 1/15/20

      25,000          24,805  

Becton Dickinson and Co.

        

2.68%, 12/15/19

      25,000          24,877  

Boardwalk Pipelines L.P.

        

4.45%, 7/15/27

      20,000          19,707  

Boeing Co. (The)

        

5.88%, 2/15/40

      10,000          12,816  

Boston Scientific Corp.

        

6.00%, 1/15/20

      25,000          26,125  

Broadcom Corp.

        

3.88%, 1/15/27

      25,000          23,911  

Burlington Northern Santa Fe LLC

        

4.70%, 10/1/19

      51,500          52,830  

6.15%, 5/1/37

      10,000          12,506  

Caterpillar Financial Services Corp.

        

2.10%, 1/10/20

      25,000          24,782  

CBS Corp.

        

3.38%, 2/15/28

      5,000          4,555  

Celgene Corp.

        

3.45%, 11/15/27

      30,000          28,023  

CenterPoint Energy Resources Corp.

        

3.55%, 4/1/23

      10,000          10,001  

Charter Communications Operating LLC

        

6.83%, 10/23/55

      25,000          28,111  

Church & Dwight Co., Inc.

        

3.15%, 8/1/27

      35,000          32,670  

Cintas Corp. No 2

        

3.70%, 4/1/27

      25,000          24,756  

Cisco Systems, Inc.

        

5.90%, 2/15/39

      15,000          18,953  

Citigroup, Inc.

        

2.70%, 3/30/21

      100,000          98,420  

5.50%, 9/13/25

      80,000          85,691  

4.45%, 9/29/27

      25,000          24,795  

3.52%, 10/27/28, (3.52% fixed rate until 10/27/27; 3-month U.S. dollar London Interbank Offered Rate + 1.151% thereafter)(d)

      25,000          23,647  

Comcast Corp.

        

3.55%, 5/1/28

      100,000          95,951  

6.45%, 3/15/37

      29,000          35,766  

Concho Resources, Inc.

        

3.75%, 10/1/27

      25,000          24,269  

ConocoPhillips

        

6.50%, 2/1/39

      20,000          26,014  

Consolidated Edison Co. of New York, Inc.

        

4.00%, 11/15/57, Series C

      20,000          18,911  

CSX Corp.

        

4.50%, 8/1/54

      20,000          19,442  

CVS Health Corp.

        

4.88%, 7/20/35

      50,000          50,983  

DDR Corp.

        

4.70%, 6/1/27

      30,000          30,347  

Dell International LLC

        

8.35%, 7/15/46(b)

      25,000          30,493  

Delta Air Lines, Inc.

        

2.60%, 12/4/20

      10,000          9,838  

Dover Corp.

        

3.15%, 11/15/25

      25,000          24,211  

Dow Chemical Co. (The)

        

4.25%, 11/15/20

      125,000          128,557  

Dr Pepper Snapple Group, Inc.

        

4.42%, 12/15/46

      25,000          23,129  

Duke Energy Corp.

        

3.15%, 8/15/27

      25,000          23,386  

Duke Energy Florida LLC

        

6.40%, 6/15/38

      45,500          60,299  

DXC Technology Co.

        

4.75%, 4/15/27

      10,000          10,214  

Eli Lilly & Co.

        

3.95%, 5/15/47

      25,000          25,127  

Energy Transfer Partners L.P.

        

4.65%, 6/1/21

      100,000          102,848  

6.63%, 10/15/36

      20,000          21,991  

Enterprise Products Operating LLC

        

3.35%, 3/15/23

      87,000          86,278  

6.88%, 3/1/33, Series D

      20,000          24,956  

4.25%, 2/15/48

      100,000          95,052  

Exelon Corp.

        

5.10%, 6/15/45

      35,000          38,175  

Exxon Mobil Corp.

        

3.04%, 3/1/26

      25,000          24,365  

3.57%, 3/6/45

      25,000          23,498  

FedEx Corp.

        

4.40%, 1/15/47

      20,000          19,541  

FirstEnergy Corp.

        

3.90%, 7/15/27, Series B

      20,000          19,671  

Fluor Corp.

        

3.38%, 9/15/21

      10,000          10,040  

Ford Motor Co.

        

4.75%, 1/15/43

      27,000          24,294  

FS Investment Corp.

        

4.00%, 7/15/19

      10,000          10,009  

General Electric Co.

        

4.65%, 10/17/21

      10,000          10,443  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

General Motors Financial Co., Inc.

        

4.00%, 1/15/25

    $ 80,000        $ 78,687  

Georgia Power Co.

        

2.00%, 3/30/20

      25,000          24,633  

Gilead Sciences, Inc.

        

3.65%, 3/1/26

      100,000          99,204  

Goldman Sachs Capital I

        

6.35%, 2/15/34

      20,000          23,251  

Goldman Sachs Group, Inc. (The)

        

7.50%, 2/15/19

      133,000          137,334  

6.00%, 6/15/20, Series D

      100,000          105,718  

5.95%, 1/15/27

      25,000          27,547  

3.85%, 1/26/27

      25,000          24,284  

3.69%, 6/5/28, (3.691% fixed rate until 6/5/27; 3-month U.S. dollar London Interbank Offered Rate + 1.51% thereafter)(d)

      25,000          23,853  

Hewlett Packard Enterprise Co.

        

3.60%, 10/15/20

      50,000          50,414  

Home Depot, Inc. (The)

        

2.80%, 9/14/27

      25,000          23,513  

5.88%, 12/16/36

      15,000          18,906  

HP, Inc.

        

4.30%, 6/1/21

      50,000          51,457  

Hubbell, Inc.

        

3.15%, 8/15/27

      25,000          23,652  

Intel Corp.

        

4.10%, 5/11/47

      20,000          20,439  

Intercontinental Exchange, Inc.

        

2.75%, 12/1/20

      10,000          9,962  

International Business Machines Corp.

        

5.88%, 11/29/32

      25,000          30,779  

International Lease Finance Corp.

        

6.25%, 5/15/19

      10,000          10,308  

5.88%, 8/15/22

      80,000          85,899  

International Paper Co.

        

4.75%, 2/15/22

      101,000          105,477  

Jefferies Group LLC

        

6.45%, 6/8/27

      25,000          27,654  

John Deere Capital Corp.

        

1.95%, 6/22/20

      14,000          13,768  

2.80%, 3/6/23

      25,000          24,509  

JPMorgan Chase & Co.

        

4.25%, 10/15/20

      100,000          102,424  

3.20%, 1/25/23

      150,000          148,074  

5.50%, 10/15/40

      37,000          42,637  

5.63%, 8/16/43

      20,000          22,681  

Kinder Morgan Energy Partners L.P.

        

5.50%, 3/1/44

      99,000          101,125  

Kraft Heinz Foods Co.

        

5.38%, 2/10/20

      50,000          52,056  

3.50%, 6/6/22

      100,000          99,793  

3.00%, 6/1/26

      25,000          22,856  

Laboratory Corp. of America Holdings

        

3.20%, 2/1/22

      75,000          74,365  

Lockheed Martin Corp.

        

6.15%, 9/1/36, Series B

      25,000          30,970  

4.09%, 9/15/52

      25,000          24,022  

LYB International Finance II B.V.

        

3.50%, 3/2/27

      25,000          23,740  

McDonald’s Corp.

        

2.20%, 5/26/20

      25,000          24,712  

MetLife, Inc.

        

3.60%, 11/13/25

      100,000          99,221  

Microsoft Corp.

        

3.30%, 2/6/27

      150,000          148,768  

3.50%, 11/15/42

      25,000          23,587  

4.25%, 2/6/47, Series 30Y

      20,000          21,159  

MidAmerican Energy Co.

        

4.80%, 9/15/43

      15,000          17,002  

Monsanto Co.

        

2.75%, 7/15/21(c)

      100,000          98,447  

4.70%, 7/15/64

      25,000          23,011  

Moody’s Corp.

        

3.25%, 1/15/28

      20,000          19,033  

Morgan Stanley

        

4.88%, 11/1/22

      100,000          104,450  

3.59%, 7/22/28, (3.591% fixed rate until 7/22/27; 3-month U.S. dollar London Interbank Offered Rate + 1.34% thereafter)(d)

      25,000          23,922  

3.97%, 7/22/38, (3.971% fixed rate until 7/22/37; 3-month U.S. dollar London Interbank Offered Rate + 1.455% thereafter)(d)

      20,000          18,884  

4.38%, 1/22/47

      20,000          19,655  

Mosaic Co. (The)

        

4.88%, 11/15/41

      10,000          9,329  

NiSource, Inc.

        

3.95%, 3/30/48

      20,000          18,723  

Norfolk Southern Corp.

        

2.90%, 2/15/23

      10,000          9,832  

3.15%, 6/1/27

      25,000          23,683  

Northrop Grumman Corp.

        

3.20%, 2/1/27

      25,000          23,766  

Omega Healthcare Investors, Inc.

        

4.75%, 1/15/28(c)

      25,000          24,169  

Oncor Electric Delivery Co. LLC

        

7.00%, 9/1/22

      115,000          131,540  

Oracle Corp.

        

5.00%, 7/8/19

      70,000          71,896  

4.50%, 7/8/44

      25,000          26,680  

Pacific Gas & Electric Co.

        

4.25%, 5/15/21

      150,000          153,693  

2.95%, 3/1/26

      20,000          18,393  

PepsiCo, Inc.

        

3.00%, 10/15/27

      30,000          28,661  

4.25%, 10/22/44

      25,000          25,850  

Pfizer, Inc.

        

7.20%, 3/15/39

      95,000          134,663  

Philip Morris International, Inc.

        

4.88%, 11/15/43

      34,000          35,649  

Plains All American Pipeline L.P.

        

3.65%, 6/1/22

      122,500          120,980  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Prudential Financial, Inc.

        

6.63%, 12/1/37, Series D

    $ 20,000        $ 25,907  

Public Service Electric & Gas Co.

        

2.38%, 5/15/23

      125,000          120,041  

QUALCOMM, Inc.

        

2.90%, 5/20/24

      30,000          28,423  

Reynolds American, Inc.

        

7.25%, 6/15/37

      25,000          32,071  

Rockwell Collins, Inc.

        

2.80%, 3/15/22

      20,000          19,576  

4.80%, 12/15/43

      10,000          10,250  

Royal Caribbean Cruises Ltd.

        

7.50%, 10/15/27

      10,000          12,191  

Santander Holdings USA, Inc.

        

4.40%, 7/13/27

      25,000          24,186  

Seagate HDD Cayman

        

4.25%, 3/1/22

      50,000          49,372  

Sempra Energy

        

3.25%, 6/15/27

      25,000          23,611  

Simon Property Group L.P.

        

4.38%, 3/1/21

      100,000          103,099  

Southern California Edison Co.

        

4.65%, 10/1/43

      79,000          83,687  

Target Corp.

        

2.90%, 1/15/22

      25,000          25,020  

TD Ameritrade Holding Corp.

        

2.95%, 4/1/22

      10,000          9,901  

Texas Instruments, Inc.

        

2.90%, 11/3/27

      30,000          28,547  

Time Warner Cable LLC

        

6.75%, 6/15/39

      47,500          52,755  

Time Warner, Inc.

        

3.80%, 2/15/27

      25,000          24,192  

United Technologies Corp.

        

1.95%, 11/1/21

      25,000          24,060  

3.75%, 11/1/46

      50,000          44,154  

UnitedHealth Group, Inc.

        

2.70%, 7/15/20

      10,000          9,973  

2.13%, 3/15/21

      10,000          9,769  

3.10%, 3/15/26

      100,000          96,467  

3.75%, 10/15/47

      15,000          14,132  

Ventas Realty L.P.

        

4.38%, 2/1/45

      25,000          23,539  

Verizon Communications, Inc.

        

5.15%, 9/15/23

      120,000          129,192  

6.55%, 9/15/43

      20,000          24,337  

5.01%, 4/15/49

      25,000          24,722  

Visa, Inc.

        

3.65%, 9/15/47

      30,000          28,595  

Walmart, Inc.

        

6.50%, 8/15/37

      50,000          67,758  

Walt Disney Co. (The)

        

3.00%, 7/30/46

      50,000          41,209  

Wells Fargo & Co.

        

4.13%, 8/15/23

      100,000          101,202  

3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month U.S. dollar London Interbank Offered Rate + 1.31% thereafter)(d)

      25,000          23,945  

5.38%, 11/2/43

      50,000          53,961  

Welltower, Inc.

        

4.25%, 4/1/26

      25,000          24,806  

Wyndham Worldwide Corp.

        

4.25%, 3/1/22

      75,000          74,922  

Xerox Corp.

        

4.07%, 3/17/22

      71,000          70,700  

Xilinx, Inc.

        

2.13%, 3/15/19

      70,000          69,776  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $8,102,384)

           7,901,599  
       

 

 

  

FOREIGN CORPORATE BONDS - 2.9%

        

Australia - 0.1%

        

Westpac Banking Corp.

        

3.35%, 3/8/27

      25,000          24,128  
Belgium - 0.3%        

Anheuser-Busch InBev Finance, Inc.

        

3.65%, 2/1/26

      100,000          98,681  

Anheuser-Busch InBev Worldwide, Inc.

        

4.44%, 10/6/48

      20,000          19,585  
       

 

 

  
Total Belgium           118,266  
       

 

 

  
Brazil - 0.1%        

Vale Overseas Ltd.

        

6.25%, 8/10/26

      25,000          27,155  
       

 

 

  
Canada - 0.5%        

Bank of Montreal

        

3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(d)

      25,000          23,380  

Methanex Corp.

        

4.25%, 12/1/24

      25,000          24,933  

Nexen Energy ULC

        

6.40%, 5/15/37

      27,000          33,241  

Toronto-Dominion Bank (The)

        

1.85%, 9/11/20

      100,000          97,684  
       

 

 

  
Total Canada           179,238  
       

 

 

  
Colombia - 0.3%        

Ecopetrol S.A.

        

5.88%, 9/18/23

      100,000          106,050  
Japan - 0.2%        

Mitsubishi UFJ Financial Group, Inc.

        

3.68%, 2/22/27

      20,000          19,776  

Nomura Holdings, Inc.

        

6.70%, 3/4/20

      10,000          10,586  

Sumitomo Mitsui Financial Group, Inc.

        

3.35%, 10/18/27

      25,000          23,924  
       

 

 

  
Total Japan           54,286  
       

 

 

  
Mexico - 0.3%        

Petroleos Mexicanos

        

6.00%, 3/5/20

      85,000          88,209  

6.75%, 9/21/47

      20,000          18,948  
       

 

 

  

Total Mexico

           107,157  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  
Netherlands - 0.2%        

Cooperatieve Rabobank UA

        

5.25%, 5/24/41

    $   25,000        $   28,625  

Shell International Finance B.V.

        

5.50%, 3/25/40

      29,000          34,425  
       

 

 

  
Total Netherlands           63,050  
       

 

 

  
Norway - 0.2%        

Equinor ASA

        

2.45%, 1/17/23

      60,000          57,971  
       

 

 

  
Peru - 0.1%        

Southern Copper Corp.

        

5.25%, 11/8/42

      25,000          25,221  
       

 

 

  
Spain - 0.2%        

Telefonica Europe B.V.

        

8.25%, 9/15/30

      50,000          66,571  
       

 

 

  
Switzerland - 0.0%        

Novartis Capital Corp.

        

3.70%, 9/21/42

      15,000          14,669  
       

 

 

  
United Kingdom - 0.4%        

BP Capital Markets PLC

        

3.28%, 9/19/27

      25,000          24,297  

HSBC Holdings PLC

        

5.10%, 4/5/21

      101,000          105,873  
       

 

 

  
Total United Kingdom           130,170  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $994,177)

           973,932  
       

 

 

  

FOREIGN GOVERNMENT AGENCIES - 0.5%

        

Austria - 0.1%

        

Oesterreichische Kontrollbank AG

        

1.13%, 4/26/19

      10,000          9,886  

2.38%, 10/1/21

      10,000          9,853  
       

 

 

  
Total Austria           19,739  
       

 

 

  
Canada - 0.3%        

Export Development Canada

        

1.75%, 7/21/20

      10,000          9,824  

2.50%, 1/24/23

      10,000          9,849  

Province of British Columbia Canada

        

2.00%, 10/23/22

      10,000          9,628  

Province of Manitoba Canada

        

1.75%, 5/30/19

      10,000          9,925  

Province of Ontario Canada

        

2.55%, 2/12/21

      10,000          9,922  

2.25%, 5/18/22

      10,000          9,700  

3.20%, 5/16/24

      10,000          10,013  

Province of Quebec Canada

        

3.50%, 7/29/20

      10,000          10,156  

2.63%, 2/13/23

      10,000          9,832  

2.88%, 10/16/24, Series QO

      10,000          9,861  
       

 

 

  
Total Canada           98,710  
       

 

 

  
Germany - 0.1%        

Kreditanstalt fuer Wiederaufbau

        

1.50%, 9/9/19

      10,000          9,884  

2.75%, 9/8/20

      10,000          10,024  

1.88%, 12/15/20

      10,000          9,803  

2.13%, 6/15/22

      10,000          9,736  

2.13%, 1/17/23

      10,000          9,680  

Landwirtschaftliche Rentenbank

        

2.25%, 10/1/21

      10,000          9,844  
       

 

 

  
Total Germany           58,971  
       

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $177,256)

           177,420  
       

 

 

  

FOREIGN GOVERNMENT OBLIGATIONS - 1.6%

        

Colombia - 0.3%

        

Colombia Government International Bond

        

11.75%, 2/25/20

      100,000          114,300  
       

 

 

  
Italy - 0.3%        

Republic of Italy Government International Bond

        

5.38%, 6/15/33

      86,000          95,421  
       

 

 

  
Mexico - 0.4%        

Mexico Government International Bond

        

4.00%, 10/2/23

      113,000          113,381  

5.75%, 10/12/2110

      20,000          19,280  
       

 

 

  
Total Mexico           132,661  
       

 

 

  
Philippines - 0.6%        

Philippine Government International Bond

        

3.95%, 1/20/40

      200,000          193,785  
       

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $549,312)

           536,167  
       

 

 

  
SUPRANATIONAL BONDS - 1.7%        

European Investment Bank

        

2.50%, 3/15/23

      150,000          147,482  

2.38%, 5/24/27

      100,000          94,966  

Inter-American Development Bank

        

1.75%, 9/14/22

      150,000          143,977  

International Bank for Reconstruction & Development

        

2.13%, 11/1/20

      150,000          148,180  

2.50%, 11/22/27, Series GDIF

      25,000          24,059  
       

 

 

  

TOTAL SUPRANATIONAL BONDS

(Cost: $559,738)

           558,664  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.4%

        

United States - 2.4%

        

CFCRE Commercial Mortgage Trust

        

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

    $   95,175        $   96,467  

COMM Mortgage Trust

        

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

      55,000          55,937  

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

      80,000          80,095  

JPMBB Commercial Mortgage Securities Trust

        

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

      50,000          51,758  

Morgan Stanley Bank of America Merrill Lynch Trust

        

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

      105,000          104,284  

UBS Commercial Mortgage Trust

        

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

      189,789          190,032  

WFRBS Commercial Mortgage Trust

        

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

      100,000          103,288  

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

      100,000          100,086  
       

 

 

  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $798,340)

           781,947  
       

 

 

  
MUNICIPAL BOND - 0.5%        
United States - 0.5%        

State of California

        

7.55%, 4/1/39

(Cost: $173,112)

      120,000          179,159  
       

 

 

  

ASSET-BACKED SECURITIES - 0.4%

        

United States - 0.4%

        

Citibank Credit Card Issuance Trust

        

1.92%, 4/7/22, Series 2017-A3, Class A3

      100,000          98,463  

GM Financial Automobile Leasing Trust

        

2.06%, 5/20/20, Series 2017-1, Class A3

      45,000          44,743  
       

 

 

  

TOTAL ASSET-BACKED SECURITIES

(Cost: $143,871)

           143,206  
       

 

 

  
     Shares           

INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.3%

        

United States - 0.3%

        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.77%(e)

(Cost: $100,435)(f)

      100,435          100,435  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 98.5%

(Cost: $33,424,314)

           32,969,481  

Other Assets less Liabilities - 1.5%

           496,422  
       

 

 

  

NET ASSETS - 100.0%

         $   33,465,903  
       

 

 

  

 

(a) 

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

(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 May 31, 2018 (See Note 2).

(d) 

Rate shown reflects the accrual rate as of May 31, 2018 on securities with variable or step rates.

(e) 

Rate shown represents annualized 7-day yield as of May 31, 2018.

(f)

At May 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $97,323 and the total market value of the collateral held by the Fund was $100,435.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

Short Exposure

    Contracts    Expiration
Date		    Notional
Amount1		     Unrealized
Appreciation/
(Depreciation) 		 

2 Year U.S. Treasury Note

    37    9/28/18    $ (7,852,672 )    $ (16,950 ) 

5 Year U.S. Treasury Note

    182    9/28/18      (20,728,094 )      (128,372 ) 

U.S. Treasury Ultra Long Term Bond

    15    9/19/18      (2,392,500 )      (59,150 ) 

Ultra 10 Year U.S. Treasury Note

    37    9/19/18      (4,748,718 )      (57,847 ) 
        

 

 

    

 

 

  
   $ (35,721,984 )    $ (262,319 ) 
  

 

 

    

 

 

  

 

† 

As of May 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $254,379.

1 

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  
U.S. GOVERNMENT AGENCIES - 28.9%        
Federal Home Loan Bank - 0.2%        

Federal Home Loan Bank

        

5.50%, 7/15/36

    $ 50,000        $ 65,818  
       

 

 

  
Federal Home Loan Mortgage Corporation - 8.4%        

1.63%, 9/29/20

      50,000          49,054  

3.00%, 8/1/29

      51,079          51,094  

2.50%, 9/1/29

      38,580          37,727  

6.75%, 9/15/29, Series GDIF

      25,000          33,507  

2.50%, 2/1/30

      33,557          32,721  

2.50%, 4/1/30

      24,696          24,173  

3.00%, 6/1/30

      50,775          50,654  

3.00%, 12/1/30

      47,651          47,445  

2.50%, 11/1/32

      93,589          91,242  

3.00%, 1/1/33

      48,069          47,861  

3.50%, 2/1/33

      23,788          24,139  

2.50%, 6/1/33(a)

      65,000          63,324  

3.00%, 6/1/33(a)

      25,000          24,873  

3.50%, 6/1/33(a)

      25,000          25,346  

5.00%, 9/1/35

      95,646          102,661  

3.00%, 9/1/36

      64,995          64,160  

3.50%, 4/1/37

      28,555          28,952  

5.50%, 12/1/38

      86,652          94,496  

4.00%, 2/1/41

      191,041          197,097  

4.50%, 5/1/41

      94,997          100,014  

3.50%, 10/1/41

      157,431          158,375  

3.00%, 4/1/43

      94,849          92,853  

3.50%, 7/1/43

      46,605          46,884  

3.00%, 8/1/43

      42,585          41,677  

4.00%, 12/1/43

      36,409          37,411  

3.00%, 1/1/44

      141,782          138,815  

4.50%, 4/1/44

      34,459          36,044  

3.50%, 3/1/45

      66,491          66,643  

3.50%, 12/1/45

      59,767          59,904  

3.50%, 5/1/46

      38,307          38,347  

3.50%, 8/1/46

      422,907          424,857  

4.00%, 9/1/46

      38,898          39,949  

3.00%, 10/1/46

      161,137          156,687  

3.00%, 11/1/46

      114,161          110,952  

3.50%, 2/1/47

      90,739          90,688  

4.00%, 2/1/47

      69,777          71,592  

3.00%, 3/1/47

      92,758          90,110  

4.50%, 3/1/47

      21,933          22,924  

4.50%, 5/1/47

      28,180          29,454  

4.50%, 8/1/47

      21,630          22,607  

3.50%, 9/1/47

      95,310          95,197  

4.00%, 10/1/47

      23,813          24,382  

4.00%, 1/1/48

      97,887          100,429  

3.00%, 6/1/48(a)

      25,000          24,256  

4.00%, 6/1/48(a)

      25,000          25,565  

4.50%, 6/1/48(a)

      25,000          26,106  

5.00%, 6/1/48(a)

      25,000          26,485  
       

 

 

  

Total Federal Home Loan Mortgage Corporation

           3,289,733  
       

 

 

  
Federal National Mortgage Association - 12.5%        

1.00%, 10/24/19

      100,000          98,137  

2.63%, 9/6/24

      75,000          74,093  

2.13%, 4/24/26

      100,000          94,181  

4.00%, 7/1/26

      14,412          14,835  

3.50%, 12/1/26

      17,961          18,228  

3.50%, 1/1/27

      24,182          24,542  

3.00%, 11/1/28

      23,782          23,808  

2.50%, 4/1/30

      32,342          31,656  

3.00%, 9/1/30

      112,971          112,881  

3.00%, 10/1/30

      29,757          29,733  

2.50%, 5/1/31

      52,333          51,062  

2.50%, 6/1/31

      39,339          38,383  

2.50%, 9/1/31

      37,286          36,380  

3.00%, 6/1/32

      26,844          26,748  

2.50%, 12/1/32

      47,416          46,261  

2.50%, 1/1/33

      28,863          28,160  

6.00%, 4/1/33

      41,085          45,613  

2.00%, 6/1/33(a)

      25,000          23,799  

2.50%, 6/1/33(a)

      55,000          53,622  

3.00%, 6/1/33(a)

      75,000          74,654  

3.50%, 6/1/33(a)

      50,000          50,699  

3.50%, 8/1/34

      52,134          52,889  

4.00%, 8/1/34

      12,625          13,103  

6.00%, 8/1/34

      27,652          30,703  

4.00%, 10/1/35

      54,374          56,333  

3.50%, 1/1/36

      29,861          30,293  

3.00%, 11/1/36

      43,950          43,406  

3.00%, 12/1/36

      68,076          67,232  

4.50%, 11/1/39

      101,651          107,258  

4.50%, 2/1/41

      39,168          41,330  

5.50%, 12/1/41

      62,588          67,811  

4.00%, 2/1/42

      140,175          144,792  

3.50%, 6/1/42

      189,326          190,319  

3.00%, 1/1/43

      118,552          116,161  

3.00%, 4/1/43

      163,070          159,741  

4.00%, 6/1/43

      14,456          14,892  

3.50%, 7/1/43

      536,835          539,868  

3.00%, 9/1/43

      122,481          119,977  

4.00%, 9/1/43

      139,068          143,319  

4.00%, 11/1/43

      31,706          32,582  

4.50%, 5/1/44

      25,844          27,141  

5.00%, 6/1/44

      72,160          77,940  

4.00%, 9/1/44

      30,535          31,297  

4.00%, 10/1/44

      35,439          36,327  

4.00%, 1/1/45

      104,470          107,041  

3.50%, 4/1/46

      35,335          35,368  

4.00%, 4/1/46

      34,233          35,058  

3.50%, 5/1/46

      38,779          38,815  

3.00%, 8/1/46

      130,090          126,608  

3.00%, 9/1/46

      240,949          234,309  

3.00%, 10/1/46

      135,271          131,580  

4.00%, 10/1/46

      41,169          42,138  

2.50%, 11/1/46

      23,458          22,055  

3.00%, 11/1/46

      43,184          42,116  

3.50%, 11/1/46

      87,603          87,684  

4.00%, 3/1/47

      177,904          182,126  

4.00%, 4/1/47

      71,174          72,871  

3.50%, 5/1/47

      89,457          89,540  

3.50%, 7/1/47

      93,604          93,691  

3.50%, 9/1/47

      23,872          23,894  

3.50%, 10/1/47

      39,269          39,305  

3.50%, 11/1/47

      175,138          175,229  

4.50%, 11/1/47

      70,719          74,049  

3.00%, 6/1/48(a)

      25,000          24,268  

4.00%, 6/1/48(a)

      50,000          51,121  

4.50%, 6/1/48(a)

      25,000          26,112  
       

 

 

  

Total Federal National Mortgage Association

           4,897,167  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  
Government National Mortgage Association - 7.7%        

3.00%, 5/20/42

    $   83,717        $   82,872  

3.50%, 6/20/42

      103,821          105,414  

3.00%, 12/20/42

      92,358          91,425  

3.50%, 3/20/43

      72,433          73,119  

3.50%, 4/20/43

      257,085          260,794  

3.00%, 4/20/44

      26,935          26,663  

5.00%, 8/20/44

      48,878          52,179  

3.50%, 9/20/44

      100,289          101,365  

4.00%, 12/20/44

      81,388          84,275  

4.50%, 12/20/44

      68,399          72,121  

3.00%, 4/20/45

      36,644          36,269  

2.50%, 5/20/45

      34,119          32,549  

3.50%, 7/20/45

      44,289          44,682  

3.50%, 9/20/45

      40,674          41,035  

3.00%, 12/20/45

      146,434          144,367  

4.00%, 12/20/45

      32,981          34,152  

3.00%, 4/20/46

      25,423          25,060  

4.00%, 4/20/46

      50,410          52,138  

3.00%, 5/20/46

      23,082          22,746  

3.50%, 6/20/46

      101,248          102,038  

4.00%, 8/20/46

      21,548          22,261  

3.50%, 11/20/46

      132,853          133,809  

3.00%, 12/15/46

      99,121          97,459  

4.00%, 12/20/46

      23,863          24,579  

3.00%, 1/20/47

      89,043          87,471  

4.00%, 1/20/47

      35,926          36,952  

3.50%, 2/20/47

      103,990          104,726  

3.00%, 6/20/47

      69,113          67,858  

3.50%, 8/20/47

      71,286          71,801  

4.00%, 8/20/47

      89,701          92,263  

3.50%, 9/20/47

      96,189          96,887  

4.00%, 11/20/47

      76,940          79,137  

4.50%, 12/20/47

      72,721          76,049  

3.50%, 1/20/48

      74,162          74,751  

4.00%, 1/20/48

      73,688          75,793  

3.00%, 6/1/48(a)

      175,000          171,500  

3.50%, 6/1/48(a)

      75,000          75,458  

4.00%, 6/1/48(a)

      75,000          77,042  

4.50%, 6/1/48(a)

      50,000          52,047  
       

 

 

  

Total Government National Mortgage Association

           3,003,106  
       

 

 

  
Tennessee Valley Authority - 0.1%        

Tennessee Valley Authority

        

5.25%, 9/15/39

      25,000          32,100  
       

 

 

  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $11,350,367)

           11,287,924  
       

 

 

  
U.S. GOVERNMENT OBLIGATIONS - 37.2%        
U.S. Treasury Bonds - 7.3%        

U.S. Treasury Bond

        

6.88%, 8/15/25

      95,000          120,425  

6.75%, 8/15/26

      85,000          109,703  

6.50%, 11/15/26

      90,000          115,007  

5.25%, 11/15/28

      80,000          97,463  

6.25%, 5/15/30

      50,000          67,192  

5.38%, 2/15/31

      50,000          63,433  

4.38%, 2/15/38

      110,000          134,372  

4.50%, 5/15/38

      45,000          55,895  

3.50%, 2/15/39

      85,000          92,771  

4.75%, 2/15/41

      35,000          45,438  

4.38%, 5/15/41

      20,000          24,745  

3.75%, 8/15/41

      75,000          85,024  

3.00%, 5/15/42

      55,000          55,388  

3.13%, 2/15/43

      75,000          77,035  

2.88%, 5/15/43

      80,000          78,622  

3.63%, 8/15/43

      75,000          83,646  

3.75%, 11/15/43

      190,000          216,244  

3.63%, 2/15/44

      120,000          133,978  

3.38%, 5/15/44

      75,000          80,405  

3.13%, 8/15/44

      75,000          77,021  

3.00%, 5/15/45

      70,000          70,298  

2.88%, 8/15/45

      115,000          112,749  

3.00%, 11/15/45

      190,000          190,712  

2.50%, 2/15/46

      160,000          145,463  

2.50%, 5/15/46

      215,000          195,289  

2.25%, 8/15/46

      70,000          60,230  

2.75%, 8/15/47

      115,000          109,706  

2.75%, 11/15/47

      165,000          157,385  
       

 

 

  
Total U.S. Treasury Bonds           2,855,639  
       

 

 

  
U.S. Treasury Notes - 29.9%        

U.S. Treasury Note

        

0.88%, 6/15/19

      100,000          98,564  

1.25%, 6/30/19

      100,000          98,914  

1.63%, 6/30/19

      100,000          99,303  

1.38%, 9/30/19

      220,000          217,267  

1.75%, 9/30/19

      200,000          198,484  

1.50%, 10/31/19

      150,000          148,242  

3.38%, 11/15/19

      200,000          202,898  

1.63%, 12/31/19

      250,000          247,153  

1.25%, 1/31/20

      225,000          220,909  

1.38%, 2/15/20

      150,000          147,475  

3.63%, 2/15/20

      150,000          153,097  

1.38%, 2/29/20

      230,000          226,011  

1.13%, 3/31/20

      200,000          195,465  

1.50%, 4/15/20

      200,000          196,711  

1.13%, 4/30/20

      200,000          195,246  

1.38%, 5/31/20

      300,000          293,930  

1.50%, 5/31/20

      150,000          147,337  

1.50%, 6/15/20

      250,000          245,498  

1.63%, 6/30/20

      250,000          245,986  

1.50%, 7/15/20

      250,000          245,220  

1.63%, 7/31/20

      200,000          196,586  

1.50%, 8/15/20

      200,000          195,957  

1.38%, 9/30/20

      150,000          146,335  

1.38%, 1/31/21

      140,000          135,953  

1.38%, 4/30/21

      200,000          193,551  

2.25%, 4/30/21

      150,000          148,852  

3.13%, 5/15/21

      250,000          254,224  

1.38%, 5/31/21

      150,000          144,976  

2.13%, 8/15/21

      225,000          221,946  

1.25%, 10/31/21

      200,000          191,348  

2.00%, 11/15/21

      150,000          147,123  

1.75%, 11/30/21

      250,000          243,032  

2.00%, 12/31/21

      200,000          195,918  

1.88%, 1/31/22

      200,000          194,937  

1.88%, 2/28/22

      200,000          194,801  

1.88%, 3/31/22

      250,000          243,325  

1.88%, 4/30/22

      200,000          194,500  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  

1.75%, 5/15/22

    $   250,000        $ 241,880  

1.75%, 5/31/22

      200,000          193,418  

1.88%, 10/31/22

      125,000          121,040  

2.00%, 10/31/22

      210,000          204,434  

1.63%, 11/15/22

      205,000          196,267  

2.00%, 11/30/22

      220,000          214,062  

2.13%, 12/31/22

      160,000          156,381  

2.38%, 1/31/23

      175,000          172,860  

1.50%, 2/28/23

      200,000          189,742  

1.50%, 3/31/23

      150,000          142,148  

1.75%, 5/15/23

      150,000          143,631  

1.38%, 6/30/23

      150,000          140,769  

1.25%, 7/31/23

      200,000          186,250  

2.50%, 8/15/23

      200,000          198,238  

1.38%, 8/31/23

      150,000          140,391  

1.38%, 9/30/23

      150,000          140,209  

1.63%, 10/31/23

      75,000          70,978  

2.75%, 11/15/23

      175,000          175,537  

2.38%, 8/15/24

      105,000          102,797  

2.13%, 9/30/24

      150,000          144,574  

2.25%, 10/31/24

      50,000          48,528  

2.25%, 11/15/24

      140,000          135,841  

2.25%, 11/15/25

      235,000          226,495  

1.50%, 8/15/26

      125,000          112,959  

2.00%, 11/15/26

      135,000          126,655  

2.25%, 2/15/27

      160,000          152,887  

2.38%, 5/15/27

      140,000          135,012  

2.25%, 8/15/27

      195,000          185,814  

2.25%, 11/15/27

      165,000          157,037  

2.75%, 2/15/28

      75,000          74,483  
       

 

 

  
Total U.S. Treasury Notes           11,698,391  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $14,588,441)

           14,554,030  
       

 

 

  
CORPORATE BONDS - 22.7%        
United States - 22.7%        

21st Century Fox America, Inc.

        

6.90%, 3/1/19

      20,000          20,624  

4.50%, 2/15/21

      60,000          62,071  

6.65%, 11/15/37

      61,000          78,126  

Abbott Laboratories

        

3.88%, 9/15/25

      20,000          20,073  

4.75%, 11/30/36

      25,000          26,437  

AbbVie, Inc.

        

3.60%, 5/14/25

      20,000          19,528  

AEP Texas, Inc.

        

3.80%, 10/1/47

      25,000          23,590  

Air Lease Corp.

        

3.63%, 4/1/27

      20,000          18,782  

Alexandria Real Estate Equities, Inc.

        

2.75%, 1/15/20

      20,000          19,888  

Allergan Funding SCS

        

3.80%, 3/15/25

      30,000          29,231  

4.85%, 6/15/44

      10,000          9,728  

Alphabet, Inc.

        

3.38%, 2/25/24

      30,000          30,273  

Altria Group, Inc.

        

2.85%, 8/9/22

      30,000          29,425  

4.00%, 1/31/24

      10,000          10,186  

Amazon.com, Inc.

        

2.60%, 12/5/19

      10,000          10,009  

2.50%, 11/29/22

      20,000          19,538  

4.05%, 8/22/47(b)

      15,000          15,038  

American Express Co.

        

2.65%, 12/2/22

      20,000          19,325  

3.00%, 10/30/24

      25,000          24,137  

American Express Credit Corp.

        

2.70%, 3/3/22

      20,000          19,631  

American Honda Finance Corp.

        

2.25%, 8/15/19

      10,000          9,948  

American International Group, Inc.

        

4.88%, 6/1/22

      26,000          27,310  

3.75%, 7/10/25

      20,000          19,569  

4.50%, 7/16/44

      15,000          14,182  

American Tower Corp.

        

3.55%, 7/15/27

      60,000          56,704  

Ameriprise Financial, Inc.

        

4.00%, 10/15/23

      20,000          20,554  

Amgen, Inc.

        

4.66%, 6/15/51

      44,000          44,340  

Anadarko Petroleum Corp.

        

5.55%, 3/15/26(c)

      20,000          21,707  

Anthem, Inc.

        

3.50%, 8/15/24

      10,000          9,802  

5.85%, 1/15/36

      20,000          22,837  

4.65%, 1/15/43

      20,000          19,620  

Apache Corp.

        

4.25%, 1/15/44

      10,000          9,249  

Apple, Inc.

        

1.90%, 2/7/20

      25,000          24,749  

3.45%, 5/6/24

      40,000          40,252  

4.65%, 2/23/46

      60,000          65,739  

AT&T, Inc.

        

2.30%, 3/11/19

      20,000          19,938  

5.88%, 10/1/19

      20,000          20,780  

3.00%, 2/15/22

      15,000          14,767  

3.00%, 6/30/22

      5,000          4,889  

3.90%, 3/11/24

      45,000          45,103  

4.30%, 2/15/30(b)

      20,000          19,366  

4.50%, 5/15/35

      5,000          4,755  

4.80%, 6/15/44

      5,000          4,689  

4.35%, 6/15/45

      23,000          20,151  

5.45%, 3/1/47

      45,000          46,056  

4.55%, 3/9/49

      20,000          17,927  

Bank of America Corp.

        

2.60%, 1/15/19, Series L

      21,000          20,997  

5.70%, 1/24/22

      15,000          16,235  

3.00%, 12/20/23, (3.004% fixed rate until 12/20/22; 3-month U.S. dollar London Interbank Offered Rate + 0.79% thereafter)(d)

      62,000          60,340  

3.88%, 8/1/25

      10,000          9,986  

3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.09% thereafter)(d)

      20,000          19,083  

4.45%, 3/3/26

      25,000          25,274  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  

3.71%, 4/24/28, (3.705% fixed rate until 4/24/27; 3-month U.S. dollar London Interbank Offered Rate + 1.512% thereafter)(d)

    $   20,000        $   19,349  

4.88%, 4/1/44

      15,000          16,020  

BB&T Corp.

        

2.05%, 5/10/21

      35,000          33,919  

2.85%, 10/26/24

      20,000          19,195  

Berkshire Hathaway, Inc.

        

2.75%, 3/15/23

      15,000          14,758  

3.13%, 3/15/26

      35,000          34,023  

Biogen, Inc.

        

5.20%, 9/15/45

      15,000          15,969  

Boeing Co. (The)

        

6.00%, 3/15/19

      25,000          25,641  

5.88%, 2/15/40

      10,000          12,816  

Boston Properties L.P.

        

3.85%, 2/1/23

      60,000          60,650  

Broadcom Corp.

        

3.00%, 1/15/22

      50,000          48,847  

Burlington Northern Santa Fe LLC

        

4.70%, 10/1/19

      32,500          33,339  

4.55%, 9/1/44

      30,000          31,582  

Capital One Financial Corp.

        

3.75%, 3/9/27

      30,000          28,745  

Cardinal Health, Inc.

        

3.41%, 6/15/27

      20,000          18,581  

Caterpillar Financial Services Corp.

        

1.70%, 8/9/21

      10,000          9,588  

Caterpillar, Inc.

        

3.80%, 8/15/42

      10,000          9,730  

CBS Corp.

        

7.88%, 7/30/30

      60,000          75,322  

Celgene Corp.

        

3.88%, 8/15/25

      30,000          29,493  

4.55%, 2/20/48

      20,000          18,703  

Charter Communications Operating LLC

        

4.46%, 7/23/22

      20,000          20,436  

6.48%, 10/23/45

      20,000          21,351  

Chevron Corp.

        

1.56%, 5/16/19

      10,000          9,910  

3.19%, 6/24/23

      20,000          20,019  

Church & Dwight Co., Inc.

        

3.15%, 8/1/27

      20,000          18,669  

Cigna Corp.

        

3.25%, 4/15/25

      25,000          23,810  

Cisco Systems, Inc.

        

4.95%, 2/15/19

      25,000          25,420  

4.45%, 1/15/20

      25,000          25,745  

Citigroup, Inc.

        

2.65%, 10/26/20

      30,000          29,618  

4.40%, 6/10/25

      60,000          60,222  

4.45%, 9/29/27

      30,000          29,754  

5.30%, 5/6/44

      60,000          63,900  

CME Group, Inc.

        

3.00%, 9/15/22

      20,000          19,809  

3.00%, 3/15/25

      20,000          19,477  

Coca-Cola Co. (The)

        

3.20%, 11/1/23

      20,000          20,101  

Comcast Corp.

        

3.00%, 2/1/24

      10,000          9,651  

3.15%, 3/1/26

      10,000          9,446  

2.35%, 1/15/27

      10,000          8,809  

7.05%, 3/15/33

      60,000          76,471  

Concho Resources, Inc.

        

3.75%, 10/1/27

      70,000          67,952  

ConocoPhillips

        

6.50%, 2/1/39

      25,000          32,518  

Consolidated Edison Co. of New York, Inc.

        

4.63%, 12/1/54

      20,000          21,033  

Consumers Energy Co.

        

5.65%, 4/15/20

      10,000          10,519  

Costco Wholesale Corp.

        

3.00%, 5/18/27

      25,000          24,021  

Coventry Health Care, Inc.

        

5.45%, 6/15/21

      30,000          31,750  

Crown Castle International Corp.

        

4.88%, 4/15/22

      20,000          20,823  

CSX Corp.

        

3.25%, 6/1/27

      35,000          33,323  

4.50%, 8/1/54

      15,000          14,582  

CVS Health Corp.

        

3.38%, 8/12/24

      52,000          50,534  

5.05%, 3/25/48

      20,000          20,591  

DDR Corp.

        

4.70%, 6/1/27

      30,000          30,347  

Dell International LLC

        

6.02%, 6/15/26(b)

      70,000          73,987  

Digital Realty Trust L.P.

        

5.88%, 2/1/20

      20,000          20,758  

Discovery Communications LLC

        

2.75%, 11/15/19(b)

      20,000          19,936  

3.95%, 3/20/28

      30,000          28,439  

Dominion Energy, Inc.

        

5.75%, 10/1/54, (5.75% fixed rate until 10/1/24; 3-month U.S. dollar London Interbank Offered Rate + 3.057% thereafter)(d)

      20,000          21,225  

Dow Chemical Co. (The)

        

4.25%, 11/15/20

      25,000          25,711  

4.38%, 11/15/42

      15,000          14,512  

Duke Energy Corp.

        

3.75%, 4/15/24

      40,000          40,084  

Duke Energy Florida LLC

        

6.40%, 6/15/38

      53,500          70,901  

Duke Energy Indiana LLC

        

6.45%, 4/1/39

      20,000          26,939  

DXC Technology Co.

        

4.75%, 4/15/27

      10,000          10,214  

Eaton Corp.

        

2.75%, 11/2/22

      40,000          39,069  

eBay, Inc.

        

3.80%, 3/9/22

      40,000          40,581  

Ecolab, Inc.

        

5.50%, 12/8/41

      60,000          71,782  

EI du Pont de Nemours & Co.

        

4.15%, 2/15/43

      10,000          9,472  

Eli Lilly & Co.

        

2.35%, 5/15/22

      10,000          9,750  

Energy Transfer Partners L.P.

        

4.50%, 11/1/23

      32,000          32,342  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  

Enterprise Products Operating LLC

        

2.55%, 10/15/19

    $   10,000        $   9,962  

5.25%, 1/31/20

      10,000          10,368  

3.35%, 3/15/23

      28,000          27,767  

4.45%, 2/15/43

      20,000          19,443  

EOG Resources, Inc.

        

4.15%, 1/15/26

      80,000          82,040  

ERP Operating L.P.

        

4.00%, 8/1/47

      20,000          18,880  

Exelon Corp.

        

3.95%, 6/15/25

      65,000          64,951  

4.45%, 4/15/46

      20,000          19,967  

Exelon Generation Co. LLC

        

6.25%, 10/1/39

      10,000          10,920  

Express Scripts Holding Co.

        

4.80%, 7/15/46

      30,000          29,190  

Exxon Mobil Corp.

        

2.71%, 3/6/25

      30,000          28,927  

FedEx Corp.

        

4.10%, 4/15/43

      25,000          23,443  

4.55%, 4/1/46

      15,000          14,890  

Fidelity National Information Services, Inc.

        

5.00%, 10/15/25

      60,000          63,653  

Fiserv, Inc.

        

3.85%, 6/1/25

      60,000          60,018  

Florida Power & Light Co.

        

5.96%, 4/1/39

      20,000          25,748  

Fluor Corp.

        

3.38%, 9/15/21

      10,000          10,040  

Ford Motor Co.

        

4.75%, 1/15/43

      16,000          14,396  

FS Investment Corp.

        

4.00%, 7/15/19

      10,000          10,009  

4.25%, 1/15/20

      25,000          25,096  

General Electric Co.

        

4.63%, 1/7/21

      20,000          20,722  

3.10%, 1/9/23

      20,000          19,738  

4.50%, 3/11/44

      20,000          19,457  

General Motors Financial Co., Inc.

        

3.70%, 11/24/20

      30,000          30,224  

4.30%, 7/13/25

      28,000          27,803  

Gilead Sciences, Inc.

        

4.50%, 4/1/21

      65,000          67,696  

3.65%, 3/1/26

      20,000          19,841  

5.65%, 12/1/41

      35,000          40,761  

Goldman Sachs Group, Inc. (The)

        

7.50%, 2/15/19

      12,000          12,391  

6.00%, 6/15/20, Series D

      20,000          21,144  

2.35%, 11/15/21

      5,000          4,829  

3.00%, 4/26/22

      5,000          4,918  

4.00%, 3/3/24

      5,000          5,043  

3.50%, 1/23/25

      5,000          4,859  

4.25%, 10/21/25

      25,000          24,828  

3.50%, 11/16/26

      5,000          4,756  

3.85%, 1/26/27

      5,000          4,857  

6.13%, 2/15/33

      5,000          5,844  

6.45%, 5/1/36

      25,000          29,517  

4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month U.S. dollar London Interbank Offered Rate + 1.373% thereafter)(d)

      5,000          4,635  

Halliburton Co.

        

4.75%, 8/1/43

      25,000          26,207  

HCP, Inc.

        

2.63%, 2/1/20

      20,000          19,812  

5.38%, 2/1/21

      60,000          62,785  

Home Depot, Inc. (The)

        

2.00%, 6/15/19

      10,000          9,950  

5.88%, 12/16/36

      50,000          63,020  

3.90%, 6/15/47

      10,000          9,838  

Honeywell International, Inc.

        

4.25%, 3/1/21

      20,000          20,785  

Humana, Inc.

        

4.95%, 10/1/44

      20,000          21,190  

Intel Corp.

        

2.88%, 5/11/24

      25,000          24,390  

3.15%, 5/11/27

      25,000          24,356  

Intercontinental Exchange, Inc.

        

2.75%, 12/1/20

      20,000          19,924  

International Business Machines Corp.

        

8.38%, 11/1/19

      25,000          26,930  

International Lease Finance Corp.

        

6.25%, 5/15/19

      10,000          10,308  

8.25%, 12/15/20

      25,000          27,859  

5.88%, 8/15/22

      65,000          69,793  

International Paper Co.

        

3.00%, 2/15/27

      20,000          18,243  

Invesco Finance PLC

        

5.38%, 11/30/43

      10,000          11,586  

John Deere Capital Corp.

        

1.25%, 10/9/19

      25,000          24,510  

Johnson & Johnson

        

3.38%, 12/5/23

      40,000          40,888  

3.63%, 3/3/37

      20,000          19,764  

Johnson Controls International PLC

        

3.63%, 7/2/24(d)

      20,000          19,831  

JPMorgan Chase & Co.

        

2.30%, 8/15/21

      30,000          29,170  

4.50%, 1/24/22

      35,000          36,397  

3.25%, 9/23/22

      15,000          14,888  

3.88%, 9/10/24

      20,000          19,846  

3.30%, 4/1/26

      15,000          14,392  

3.88%, 7/24/38, (3.882% fixed rate until 7/24/37; 3-month U.S. dollar London Interbank Offered Rate + 1.36% thereafter)(d)

      45,000          42,225  

5.63%, 8/16/43

      20,000          22,681  

3.96%, 11/15/48, (3.964% fixed rate until 11/15/47; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(d)

      25,000          23,234  

Kellogg Co.

        

4.00%, 12/15/20

      20,000          20,485  

KeyCorp

        

5.10%, 3/24/21

      60,000          62,981  

Kinder Morgan Energy Partners L.P.

        

5.50%, 3/1/44

      22,000          22,472  

Kraft Heinz Foods Co.

        

3.50%, 6/6/22

      32,000          31,934  

4.38%, 6/1/46

      25,000          22,421  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  

Kroger Co. (The)

        

2.65%, 10/15/26

    $   25,000        $   22,387  

Laboratory Corp. of America Holdings

        

3.20%, 2/1/22

      20,000          19,831  

Lockheed Martin Corp.

        

2.50%, 11/23/20

      20,000          19,785  

4.09%, 9/15/52

      10,000          9,609  

Lowe’s Cos., Inc.

        

4.05%, 5/3/47

      10,000          9,782  

Macy’s Retail Holdings, Inc.

        

2.88%, 2/15/23

      5,000          4,731  

Marathon Oil Corp.

        

6.60%, 10/1/37

      10,000          12,223  

Marathon Petroleum Corp.

        

5.13%, 3/1/21

      80,000          83,786  

4.75%, 9/15/44

      10,000          9,910  

Mastercard, Inc.

        

3.38%, 4/1/24

      50,000          50,312  

McDonald’s Corp.

        

4.45%, 3/1/47

      25,000          25,361  

Medtronic, Inc.

        

4.38%, 3/15/35

      50,000          52,595  

Merck & Co., Inc.

        

3.88%, 1/15/21

      60,000          61,512  

2.75%, 2/10/25

      15,000          14,417  

MetLife, Inc.

        

3.05%, 12/15/22

      34,000          33,540  

4.60%, 5/13/46

      25,000          25,792  

Microsoft Corp.

        

2.00%, 11/3/20

      30,000          29,593  

2.00%, 8/8/23

      10,000          9,503  

3.50%, 2/12/35

      32,000          31,173  

4.00%, 2/12/55

      25,000          25,020  

4.50%, 2/6/57

      55,000          60,152  

MidAmerican Energy Co.

        

3.10%, 5/1/27

      30,000          28,801  

Molson Coors Brewing Co.

        

2.10%, 7/15/21

      25,000          24,073  

Monsanto Co.

        

2.75%, 7/15/21(c)

      20,000          19,689  

4.70%, 7/15/64

      25,000          23,011  

Morgan Stanley

        

2.80%, 6/16/20

      25,000          24,861  

5.50%, 7/28/21

      20,000          21,280  

7.25%, 4/1/32

      25,000          32,384  

4.38%, 1/22/47

      20,000          19,655  

Mosaic Co. (The)

        

4.88%, 11/15/41

      10,000          9,329  

Mylan N.V.

        

3.15%, 6/15/21

      20,000          19,799  

NIKE, Inc.

        

2.38%, 11/1/26

      20,000          18,476  

NiSource, Inc.

        

5.45%, 9/15/20

      30,000          31,451  

4.80%, 2/15/44

      25,000          26,199  

Noble Energy, Inc.

        

5.05%, 11/15/44

      10,000          10,475  

Norfolk Southern Corp.

        

3.15%, 6/1/27

      20,000          18,946  

Northrop Grumman Corp.

        

2.55%, 10/15/22

      30,000          29,035  

3.25%, 1/15/28

      25,000          23,705  

NVIDIA Corp.

        

2.20%, 9/16/21

      15,000          14,626  

Occidental Petroleum Corp.

        

4.63%, 6/15/45

      15,000          15,960  

Oncor Electric Delivery Co. LLC

        

7.00%, 9/1/22

      20,000          22,877  

Oracle Corp.

        

3.63%, 7/15/23

      20,000          20,434  

3.25%, 11/15/27

      20,000          19,475  

3.80%, 11/15/37

      30,000          29,388  

4.00%, 7/15/46

      20,000          19,674  

Owens Corning

        

4.30%, 7/15/47

      20,000          17,041  

Pacific Gas & Electric Co.

        

4.25%, 5/15/21

      50,000          51,231  

4.00%, 12/1/46

      50,000          45,564  

PepsiCo, Inc.

        

3.60%, 3/1/24

      45,000          45,808  

2.38%, 10/6/26

      15,000          13,718  

3.45%, 10/6/46

      10,000          9,092  

Pfizer, Inc.

        

7.20%, 3/15/39

      52,000          73,710  

Philip Morris International, Inc.

        

4.88%, 11/15/43

      68,000          71,298  

Phillips 66

        

4.88%, 11/15/44

      10,000          10,664  

Pitney Bowes, Inc.

        

4.63%, 3/15/24(c)

      25,000          21,560  

Plains All American Pipeline L.P.

        

3.65%, 6/1/22

      32,500          32,097  

PNC Financial Services Group, Inc. (The)

        

6.70%, 6/10/19

      25,000          25,999  

3.90%, 4/29/24

      45,000          45,281  

Procter & Gamble Co. (The)

        

3.10%, 8/15/23

      10,000          10,040  

2.45%, 11/3/26

      10,000          9,317  

3.50%, 10/25/47

      10,000          9,405  

Prudential Financial, Inc.

        

3.91%, 12/7/47

      20,000          18,476  

QUALCOMM, Inc.

        

2.60%, 1/30/23

      25,000          23,937  

Realty Income Corp.

        

3.25%, 10/15/22

      25,000          24,729  

Rockwell Collins, Inc.

        

3.20%, 3/15/24

      20,000          19,358  

4.80%, 12/15/43

      10,000          10,250  

Royal Caribbean Cruises Ltd.

        

7.50%, 10/15/27

      10,000          12,191  

Sabine Pass Liquefaction LLC

        

5.63%, 3/1/25

      25,000          26,760  

Santander Holdings USA, Inc.

        

2.65%, 4/17/20

      25,000          24,815  

4.40%, 7/13/27

      60,000          58,046  

Schlumberger Investment S.A.

        

3.65%, 12/1/23

      15,000          15,226  

Seagate HDD Cayman

        

4.25%, 3/1/22

      25,000          24,686  

Select Income REIT

        

3.60%, 2/1/20

      20,000          19,940  

Sempra Energy

        

2.85%, 11/15/20

      30,000          29,708  

6.00%, 10/15/39

      20,000          24,262  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  

Sherwin-Williams Co. (The)

        

2.75%, 6/1/22

    $   30,000        $   29,252  

Shire Acquisitions Investments Ireland DAC

        

2.40%, 9/23/21

      30,000          28,904  

Simon Property Group L.P.

        

4.38%, 3/1/21

      20,000          20,620  

Southern California Edison Co.

        

4.65%, 10/1/43

      22,000          23,305  

4.00%, 4/1/47

      20,000          19,542  

Southern Co. (The)

        

2.35%, 7/1/21

      40,000          38,970  

3.25%, 7/1/26

      30,000          28,427  

Starbucks Corp.

        

2.00%, 12/5/18

      8,000          7,981  

3.85%, 10/1/23

      40,000          41,352  

State Street Corp.

        

2.65%, 5/19/26

      40,000          37,497  

SunTrust Banks, Inc.

        

2.70%, 1/27/22

      35,000          34,259  

Synchrony Financial

        

4.25%, 8/15/24

      10,000          9,888  

4.50%, 7/23/25

      20,000          19,871  

Target Corp.

        

2.30%, 6/26/19

      10,000          9,978  

3.90%, 11/15/47

      15,000          14,184  

TD Ameritrade Holding Corp.

        

3.30%, 4/1/27

      20,000          19,354  

Texas Instruments, Inc.

        

2.75%, 3/12/21

      25,000          24,995  

Thermo Fisher Scientific, Inc.

        

4.50%, 3/1/21

      60,000          62,276  

2.95%, 9/19/26

      15,000          13,997  

Time Warner Cable LLC

        

4.00%, 9/1/21

      10,000          10,064  

7.30%, 7/1/38

      15,000          17,524  

6.75%, 6/15/39

      4,500          4,998  

4.50%, 9/15/42

      15,000          12,700  

Time Warner, Inc.

        

4.88%, 3/15/20

      15,000          15,497  

4.75%, 3/29/21

      60,000          62,396  

6.25%, 3/29/41

      15,000          17,236  

TJX Cos., Inc. (The)

        

2.25%, 9/15/26

      15,000          13,447  

Toyota Motor Credit Corp.

        

2.60%, 1/11/22

      40,000          39,342  

Transcontinental Gas Pipe Line Co. LLC

        

7.85%, 2/1/26

      20,000          24,522  

Tyson Foods, Inc.

        

3.95%, 8/15/24

      25,000          25,154  

U.S. Bancorp

        

2.35%, 1/29/21

      25,000          24,633  

3.70%, 1/30/24

      40,000          40,567  

United Technologies Corp.

        

2.80%, 5/4/24

      15,000          14,241  

4.50%, 6/1/42

      25,000          24,731  

UnitedHealth Group, Inc.

        

2.75%, 2/15/23

      32,000          31,263  

4.25%, 3/15/43

      10,000          10,198  

Ventas Realty L.P.

        

4.38%, 2/1/45

      20,000          18,831  

VEREIT Operating Partnership L.P.

        

3.95%, 8/15/27

      20,000          18,635  

Verizon Communications, Inc.

        

3.50%, 11/1/21

      15,000          15,109  

2.45%, 11/1/22

      30,000          28,774  

5.15%, 9/15/23

      40,000          43,064  

5.85%, 9/15/35

      25,000          27,900  

4.52%, 9/15/48

      65,000          60,107  

Viacom, Inc.

        

4.38%, 3/15/43

      10,000          8,628  

Virginia Electric & Power Co.

        

3.50%, 3/15/27, Series A

      15,000          14,798  

Visa, Inc.

        

4.15%, 12/14/35

      25,000          26,275  

Walgreens Boots Alliance, Inc.

        

3.80%, 11/18/24

      25,000          24,917  

Walmart, Inc.

        

1.95%, 12/15/18

      10,000          9,976  

3.30%, 4/22/24

      40,000          40,396  

5.88%, 4/5/27

      36,000          42,686  

Walt Disney Co. (The)

        

5.50%, 3/15/19

      40,000          40,931  

3.15%, 9/17/25

      20,000          19,690  

3.00%, 2/13/26

      25,000          24,326  

Waste Management, Inc.

        

3.90%, 3/1/35

      20,000          19,555  

4.10%, 3/1/45

      10,000          9,991  

Wells Fargo & Co.

        

2.55%, 12/7/20

      20,000          19,731  

3.00%, 1/22/21

      10,000          9,952  

3.50%, 3/8/22

      10,000          10,025  

4.13%, 8/15/23

      51,000          51,613  

3.00%, 2/19/25

      5,000          4,729  

4.30%, 7/22/27

      5,000          4,967  

4.90%, 11/17/45

      40,000          40,422  

Welltower, Inc.

        

5.25%, 1/15/22

      25,000          26,317  

Weyerhaeuser Co.

        

7.38%, 3/15/32

      60,000          77,695  

Williams Partners L.P.

        

5.25%, 3/15/20

      10,000          10,351  

4.90%, 1/15/45

      15,000          14,693  

Wyndham Worldwide Corp.

        

4.25%, 3/1/22

      20,000          19,979  

Xerox Corp.

        

4.07%, 3/17/22

      43,000          42,818  

Zoetis, Inc.

        

4.50%, 11/13/25

      40,000          42,068  

3.00%, 9/12/27

      15,000          13,951  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $9,007,145)

           8,859,678  
       

 

 

  
FOREIGN CORPORATE BONDS - 4.6%        
Australia - 0.1%        

Westpac Banking Corp.

        

2.25%, 1/17/19

      20,000          19,971  

2.15%, 3/6/20

      25,000          24,664  
       

 

 

  
Total Australia           44,635  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  
Belgium - 0.5%        

Anheuser-Busch InBev Finance, Inc.

        

2.65%, 2/1/21

    $   60,000        $   59,478  

3.30%, 2/1/23

      45,000          44,836  

3.65%, 2/1/26

      40,000          39,472  

4.70%, 2/1/36

      20,000          20,662  

4.90%, 2/1/46

      40,000          41,825  
       

 

 

  
Total Belgium           206,273  
       

 

 

  
Canada - 1.2%        

Bank of Montreal

        

1.90%, 8/27/21

      30,000          28,856  

Bank of Nova Scotia (The)

        

2.45%, 9/19/22

      70,000          67,590  

Barrick Gold Corp.

        

5.25%, 4/1/42

      15,000          16,213  

Cenovus Energy, Inc.

        

6.75%, 11/15/39

      25,000          28,359  

Manulife Financial Corp.

        

4.15%, 3/4/26

      20,000          20,161  

Nexen Energy ULC

        

6.40%, 5/15/37

      13,000          16,005  

Royal Bank of Canada

        

2.15%, 3/6/20

      25,000          24,697  

4.65%, 1/27/26

      25,000          25,647  

Suncor Energy, Inc.

        

6.85%, 6/1/39

      70,000          92,534  

TELUS Corp.

        

3.70%, 9/15/27

      20,000          19,692  

Thomson Reuters Corp.

        

4.70%, 10/15/19

      20,000          20,437  

Toronto-Dominion Bank (The)

        

1.80%, 7/13/21

      80,000          76,932  

TransCanada PipeLines Ltd.

        

3.80%, 10/1/20

      40,000          40,597  
       

 

 

  
Total Canada           477,720  
       

 

 

  
France - 0.2%        

BNP Paribas S.A.

        

5.00%, 1/15/21

      40,000          41,837  

Total Capital International S.A.

        

3.70%, 1/15/24

      35,000          35,518  
       

 

 

  
Total France           77,355  
       

 

 

  
Germany - 0.2%        

Daimler Finance North America LLC

        

8.50%, 1/18/31

      20,000          28,521  

Deutsche Bank AG

        

3.70%, 5/30/24

      25,000          23,414  

Landwirtschaftliche Rentenbank

        

1.38%, 10/23/19, Series 29

      20,000          19,704  
       

 

 

  
Total Germany           71,639  
       

 

 

  
Israel - 0.0%        

Teva Pharmaceutical Finance Netherlands III B.V.

        

3.15%, 10/1/26

      10,000          8,106  
       

 

 

  
Japan - 0.3%        

Mitsubishi UFJ Financial Group, Inc.

        

3.29%, 7/25/27

      20,000          19,215  

Sumitomo Mitsui Financial Group, Inc.

        

2.93%, 3/9/21

      30,000          29,715  

2.78%, 7/12/22

      50,000          48,644  

3.78%, 3/9/26

      30,000          30,017  
       

 

 

  
Total Japan           127,591  
       

 

 

  
Mexico - 0.3%        

Petroleos Mexicanos

        

6.00%, 3/5/20

      40,000          41,510  

6.50%, 3/13/27

      50,000          50,975  

6.75%, 9/21/47

      25,000          23,685  
       

 

 

  
Total Mexico           116,170  
       

 

 

  
Netherlands - 0.3%        

Cooperatieve Rabobank UA

        

4.50%, 1/11/21

      20,000          20,685  

5.25%, 5/24/41

      20,000          22,900  

Shell International Finance B.V.

        

3.25%, 5/11/25

      20,000          19,681  

2.88%, 5/10/26

      20,000          19,088  

4.38%, 5/11/45

      15,000          15,649  
       

 

 

  
Total Netherlands           98,003  
       

 

 

  
Norway - 0.2%        

Equinor ASA

        

2.45%, 1/17/23

      60,000          57,971  

3.95%, 5/15/43

      35,000          34,507  
       

 

 

  
Total Norway           92,478  
       

 

 

  
Spain - 0.1%        

Telefonica Emisiones SAU

        

5.88%, 7/15/19

      15,000          15,486  
       

 

 

  
Switzerland - 0.3%        

Credit Suisse AG

        

5.40%, 1/14/20

      25,000          25,896  

Novartis Capital Corp.

        

3.10%, 5/17/27

      65,000          62,883  

Tyco Electronics Group S.A.

        

2.38%, 12/17/18

      25,000          24,977  
       

 

 

  
Total Switzerland           113,756  
       

 

 

  
United Kingdom - 0.9%        

AstraZeneca PLC

        

3.38%, 11/16/25

      30,000          29,381  

4.38%, 11/16/45

      15,000          15,180  

BAT Capital Corp.

        

3.56%, 8/15/27(b)

      55,000          51,979  

4.39%, 8/15/37(b)

      35,000          33,650  

BP Capital Markets PLC

        

3.12%, 5/4/26

      40,000          38,500  

3.02%, 1/16/27

      60,000          57,036  

Diageo Capital PLC

        

2.63%, 4/29/23

      10,000          9,729  

HSBC Holdings PLC

        

5.10%, 4/5/21

      72,000          75,474  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  

Mead Johnson Nutrition Co.

        

3.00%, 11/15/20

    $ 15,000        $ 14,992  

Vodafone Group PLC

        

4.38%, 2/19/43

      10,000          9,144  

WPP Finance 2010

        

4.75%, 11/21/21

      15,000          15,505  
       

 

 

  
Total United Kingdom           350,570  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $1,829,105)

           1,799,782  
       

 

 

  
FOREIGN GOVERNMENT AGENCIES - 0.7%        
Austria - 0.1%        

Oesterreichische Kontrollbank AG

        

1.13%, 4/26/19

      20,000          19,771  
       

 

 

  
Canada - 0.3%        

Export Development Canada

        

1.63%, 12/3/19

      20,000          19,738  

1.63%, 1/17/20

      20,000          19,722  

Province of Manitoba Canada

        

1.75%, 5/30/19

      10,000          9,925  

Province of Ontario Canada

        

2.55%, 2/12/21

      10,000          9,922  

2.25%, 5/18/22

      10,000          9,700  

2.50%, 4/27/26

      36,000          34,122  

Province of Quebec Canada

        

3.50%, 7/29/20

      10,000          10,157  

2.38%, 1/31/22

      25,000          24,481  
       

 

 

  
Total Canada           137,767  
       

 

 

  
Germany - 0.3%        

Kreditanstalt fuer Wiederaufbau

        

4.88%, 6/17/19

      100,000          102,520  

1.50%, 9/9/19

      10,000          9,884  

1.75%, 10/15/19

      20,000          19,811  
       

 

 

  
Total Germany           132,215  
       

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $292,436)

           289,753  
       

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 0.8%        
Colombia - 0.2%        

Colombia Government International Bond

        

11.75%, 2/25/20

      25,000          28,575  

8.13%, 5/21/24

      65,000          78,569  
       

 

 

  
Total Colombia           107,144  
       

 

 

  
Hungary - 0.1%        

Hungary Government International Bond

        

5.75%, 11/22/23

      26,000          28,204  

7.63%, 3/29/41

      26,000          36,204  
       

 

 

  
Total Hungary           64,408  
       

 

 

  
Italy - 0.1%        

Republic of Italy Government International Bond

        

5.38%, 6/15/33

      18,000          19,972  
       

 

 

  
Mexico - 0.2%        

Mexico Government International Bond

        

4.00%, 10/2/23

      29,000          29,098  

4.75%, 3/8/44

      20,000          18,540  

5.55%, 1/21/45

      20,000          20,655  
       

 

 

  
Total Mexico           68,293  
       

 

 

  
Philippines - 0.1%        

Philippine Government International Bond

        

9.50%, 2/2/30

      26,000          38,249  
       

 

 

  
Uruguay - 0.1%        

Uruguay Government International Bond

        

5.10%, 6/18/50

      25,000          24,834  
       

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $335,959)

           322,900  
       

 

 

  
SUPRANATIONAL BONDS - 1.2%        

Asian Development Bank

        

1.75%, 3/21/19

      10,000          9,951  

1.88%, 4/12/19

      10,000          9,962  

1.75%, 1/10/20

      20,000          19,766  

Corporacion Andina de Fomento

        

4.38%, 6/15/22

      25,000          26,053  

European Investment Bank

        

1.88%, 3/15/19

      10,000          9,962  

1.25%, 5/15/19

      10,000          9,896  

1.75%, 6/17/19

      35,000          34,778  

1.63%, 3/16/20

      50,000          49,190  

1.75%, 5/15/20

      50,000          49,210  

1.63%, 8/14/20

      50,000          48,944  

2.00%, 12/15/22

      20,000          19,273  

Inter-American Development Bank

        

1.00%, 5/13/19

      10,000          9,866  

3.88%, 9/17/19

      10,000          10,185  

1.75%, 9/14/22

      20,000          19,197  

International Bank for Reconstruction & Development

        

1.88%, 3/15/19, Series GDIF

      10,000          9,973  

0.88%, 8/15/19

      10,000          9,820  

1.88%, 10/7/19

      10,000          9,927  

1.13%, 11/27/19, Series GDIF

      20,000          19,613  

1.38%, 3/30/20, Series GDIF

      10,000          9,799  

2.13%, 11/1/20

      50,000          49,393  

1.75%, 4/19/23

      40,000          38,090  
       

 

 

  

TOTAL SUPRANATIONAL BONDS

(Cost: $475,707)

           472,848  
       

 

 

  
COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.1%        
United States - 2.1%        

Citigroup Commercial Mortgage Trust

        

3.71%, 4/14/50, Series 2017-P7, Class A4

      100,000          100,879  

COMM Mortgage Trust

        

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

      35,000          35,596  

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

      50,000          48,879  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments in Long Securities    Principal
Amount		        Value  

Commercial Mortgage Pass Through Certificates

        

3.29%, 7/15/60, Series 2017-BNK6, Class ASB

    $ 50,000        $ 49,711  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates

        

2.84%, 10/25/22, Series K029, Class A1

      36,028          36,021  

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

      50,000          50,032  

3.33%, 5/25/27, Series K065, Class AM

      59,000          58,830  

Federal National Mortgage Association Alternative Credit Enhancement Securities

        

3.19%, 7/25/23, Series 2014-M1, Class A2^(d)

      39,582          39,924  

2.90%, 1/25/25, Series 2015-M8, Class A2^(d)

      72,000          71,123  

2.58%, 3/25/26, Series 2016-M4, Class A2

      80,000          76,576  

GS Mortgage Securities Trust

        

3.67%, 3/10/50, Series 2017-GS5, Class A4

      50,000          50,321  

Morgan Stanley Bank of America Merrill Lynch Trust

        

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

      25,000          25,102  

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

      40,000          39,866  

Wells Fargo Commercial Mortgage Trust

        

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

      30,000          28,999  

3.16%, 3/15/59, Series 2016-C33, Class A3

      58,000          56,554  

WFRBS Commercial Mortgage Trust

        

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

      45,000          46,480  
       

 

 

  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $820,074)

           814,893  
       

 

 

  
MUNICIPAL BONDS - 0.3%        
United States - 0.3%        

New Jersey Turnpike Authority

        

7.10%, 1/1/41

      20,000          28,310  

State of California

        

7.55%, 4/1/39

      40,000          59,720  

University of California

        

4.86%, 5/15/2112, Series AD

      25,000          26,221  
       

 

 

  

TOTAL MUNICIPAL BONDS

(Cost: $112,563)

           114,251  
       

 

 

  
ASSET-BACKED SECURITIES - 0.6%        
United States - 0.6%        

Ally Auto Receivables Trust

        

1.99%, 11/15/21, Series 2017-1, Class A4

      20,000          19,684  

Citibank Credit Card Issuance Trust

        

1.92%, 4/7/22, Series 2017-A3, Class A3

      100,000          98,464  

Ford Credit Auto Owner Trust

        

1.22%, 3/15/21, Series 2016-C, Class A3

      50,000          49,357  

GM Financial Automobile Leasing Trust

        

2.12%, 9/20/21, Series 2017-3, Class A4, ABS

      23,000          22,722  

Honda Auto Receivables Owner Trust

        

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

      40,000          39,550  

World Financial Network Credit Card Master Trust

        

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

      17,000          16,818  
       

 

 

  

TOTAL ASSET-BACKED SECURITIES

(Cost: $247,521)

           246,595  
       

 

 

  
     Shares           
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.1%        
United States - 0.1%        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.77%(e)

(Cost: $57,855)(f)

          57,855          57,855  
       

 

 

  

TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES
SOLD SHORT - 99.2%

(Cost: $39,117,173)

           38,820,509  
       

 

 

  
Securities Sold Short    Principal
Amount		           
U.S. GOVERNMENT AGENCIES SOLD SHORT - (0.2)%        
Federal Home Loan Mortgage Corporation - (0.2)%        

3.50%, 6/1/48(a)

(Proceeds: $98,938)

    $ (100,000 )         (99,785 ) 
       

 

 

  

Other Assets less Liabilities - 1.0%

           397,524  
       

 

 

  

NET ASSETS - 100.0%

         $   39,118,248  
       

 

 

  

 

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

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

(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 May 31, 2018 (See Note 2).

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2018

 

(d) 

Rate shown reflects the accrual rate as of May 31, 2018 on securities with variable or step rates.

(e) 

Rate shown represents annualized 7-day yield as of May 31, 2018.

(f) 

At May 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $56,229 and the total market value of the collateral held by the Fund was $57,855.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

 

Short Exposure    Contracts      Expiration
Date		      Notional
Amount1		     Unrealized
Appreciation/
(Depreciation)		  

5 Year U.S. Treasury Note

      32        9/28/18      $ (3,644,500 )    $ (23,883 ) 

U.S. Treasury Ultra Long Term Bond

      61        9/19/18        (9,729,500 )      (240,545 ) 

Ultra 10 Year U.S. Treasury Note

      223        9/19/18        (28,620,656 )      (358,352 ) 
        

 

 

    

 

 

  
         $ (41,994,656 )    $ (622,780 ) 
        

 

 

    

 

 

  

 

† 

As of May 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $489,008.

1 

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  
U.S. GOVERNMENT AGENCIES - 24.6%        
Federal Home Loan Mortgage Corporation - 10.0%        

6.50%, 3/1/36

    $ 835,311        $ 940,834  

5.00%, 6/1/37

      3,730          3,995  

6.00%, 9/1/37

      333,122          370,084  

5.50%, 2/1/40

      14,096          15,309  

4.00%, 11/1/40

      26,743          27,590  

5.00%, 3/1/41

      489,548          525,676  

5.50%, 6/1/41

      417,044          452,816  

5.00%, 7/1/41

      12,636          13,526  

5.00%, 2/1/42

      738,560          791,490  

3.50%, 6/1/42

      89,623          90,159  

3.00%, 7/1/42

      417,199          408,858  

3.50%, 8/1/42

      849,520          854,620  

3.50%, 9/1/42

      442,316          444,972  

3.50%, 7/1/43

      530,883          534,064  

3.00%, 8/1/43

      118,583          116,056  

3.50%, 1/1/44

      755,668          760,201  

3.00%, 2/1/44

      282,227          276,212  

3.50%, 2/1/44

      283,102          284,801  

4.00%, 4/1/44

      812,908          838,712  

3.50%, 5/1/44

      121,231          121,710  

4.50%, 5/1/44

      23,883          24,985  

3.50%, 7/1/44

      124,218          124,810  

4.50%, 7/1/44

      272,267          284,790  

4.00%, 8/1/44

      907,156          937,230  

3.50%, 10/1/44

      42,836          43,000  

3.50%, 12/1/44

      615,279          617,067  

3.50%, 1/1/45

      123,555          123,876  

4.00%, 3/1/45

      24,963          25,639  

3.00%, 4/1/45

      36,499          35,579  

3.00%, 5/1/45

      148,265          144,490  

3.50%, 6/1/45

      128,378          128,671  

4.00%, 6/1/45

      112,498          115,541  

3.00%, 7/1/45

      38,196          37,203  

3.00%, 8/1/45

      155,093          151,019  

3.50%, 8/1/45

      1,461,204          1,464,544  

3.50%, 9/1/45

      769,321          771,080  

4.00%, 9/1/45

      223,050          229,084  

4.00%, 10/1/45

      250,163          256,933  

3.50%, 11/1/45

      137,314          137,628  

4.00%, 11/1/45

      184,758          189,756  

3.00%, 12/1/45

      154,732          150,460  

4.50%, 12/1/45

      401,184          419,635  

4.00%, 2/1/46

      274,085          281,483  

3.50%, 3/1/46

      314,852          315,442  

4.00%, 3/1/46

      230,172          236,394  

3.00%, 4/1/46

      810,231          787,648  

3.50%, 4/1/46

      414,313          414,831  

4.50%, 4/1/46

      713,537          751,686  

3.50%, 5/1/46

      449,088          449,558  

3.00%, 6/1/46

      171,074          166,306  

3.50%, 6/1/46

      454,654          455,035  

3.00%, 9/1/46

      1,694,706          1,655,735  

3.50%, 9/1/46

      348,584          348,660  

2.50%, 10/1/46

      145,447          136,519  

3.50%, 10/1/46

      128,551          128,553  

3.00%, 11/1/46

      1,631,185          1,585,432  

3.50%, 11/1/46

      45,321          45,312  

4.00%, 11/1/46

      79,398          81,546  

3.00%, 12/1/46

      600,759          583,894  

3.50%, 12/1/46

      885,850          885,561  

3.00%, 1/1/47

      1,780,751          1,730,210  

4.00%, 1/1/47

      347,816          357,051  

3.00%, 2/1/47

      1,437,362          1,396,693  

4.00%, 2/1/47

      328,362          336,903  

4.50%, 3/1/47

      640,650          669,610  

3.00%, 4/1/47

      280,948          272,950  

3.50%, 4/1/47

      903,122          902,541  

4.00%, 4/1/47

      351,412          360,371  

3.50%, 5/1/47

      471,392          471,046  

4.00%, 5/1/47

      303,287          311,019  

4.50%, 5/1/47

      80,515          84,155  

4.00%, 6/1/47

      469,718          481,565  

3.00%, 7/1/47

      286,534          278,265  

3.50%, 7/1/47

      487,704          487,258  

4.00%, 7/1/47

      450,489          461,885  

3.50%, 8/1/47

      490,114          489,621  

4.00%, 8/1/47

      2,118,460          2,170,871  

4.50%, 8/1/47

      376,356          393,369  

3.50%, 9/1/47

      1,096,548          1,095,248  

4.50%, 9/1/47

      451,745          472,166  

3.00%, 10/1/47

      388,085          376,916  

3.50%, 10/1/47

      774,847          773,859  

4.00%, 10/1/47

      660,852          676,626  

3.00%, 11/1/47

      419,575          407,467  

3.50%, 12/1/47

      658,007          657,148  

5.00%, 6/1/48(a)

      50,000          52,970  
       

 

 

  

Total Federal Home Loan Mortgage Corporation

           39,762,083  
       

 

 

  
Federal National Mortgage Association - 14.6%        

4.00%, 1/1/42

      305,143          314,486  

3.50%, 8/1/45

      526,631          529,396  

5.00%, 5/1/38

      21,916          23,333  

5.50%, 6/1/38

      172,103          186,878  

5.50%, 11/1/38

      4,338          4,702  

5.50%, 10/1/39

      179,670          194,396  

4.50%, 11/1/39

      190,595          201,108  

5.50%, 4/1/40

      23,820          25,901  

4.50%, 8/1/40

      453,200          478,327  

4.00%, 10/1/40

      285,485          294,109  

4.50%, 2/1/41

      131,104          138,339  

5.50%, 9/1/41

      93,429          101,366  

4.00%, 11/1/41

      161,154          166,032  

6.00%, 1/1/42

      472,275          528,190  

3.50%, 6/1/42

      733,495          737,343  

4.00%, 9/1/42

      412,813          427,118  

4.00%, 12/1/42

      214,228          220,721  

2.50%, 3/1/43

      30,669          28,963  

3.00%, 5/1/43

      296,724          290,554  

3.50%, 5/1/43

      73,150          73,443  

3.00%, 6/1/43

      502,979          492,948  

4.00%, 6/1/43

      202,388          208,490  

3.00%, 7/1/43

      37,973          37,180  

3.00%, 8/1/43

      387,885          379,782  

4.00%, 8/1/43

      109,768          112,786  

4.00%, 9/1/43

      280,860          288,984  

4.50%, 9/1/43

      48,566          51,254  

3.50%, 10/1/43

      425,020          426,723  

4.00%, 11/1/43

      539,395          557,357  

4.00%, 5/1/44

      22,749          23,344  

4.50%, 5/1/44

      275,474          289,312  

3.50%, 6/1/44

      363,078          364,987  

4.00%, 7/1/44

      26,769          27,444  

4.00%, 8/1/44

      135,511          138,926  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

4.00%, 10/1/44

    $   430,092        $   440,846  

4.00%, 11/1/44

      21,175          21,702  

4.00%, 12/1/44

      142,721          146,262  

3.00%, 1/1/45

      15,020          14,652  

3.50%, 2/1/45

      1,279,104          1,283,797  

4.00%, 2/1/45

      114,688          117,619  

3.50%, 3/1/45

      554,103          553,825  

3.00%, 4/1/45

      363,863          354,763  

3.00%, 5/1/45

      129,060          125,758  

3.00%, 6/1/45

      306,639          298,965  

3.50%, 6/1/45

      138,655          138,805  

3.50%, 7/1/45

      70,186          70,251  

3.50%, 8/1/45

      835,989          837,019  

3.50%, 9/1/45

      332,958          333,266  

4.00%, 9/1/45

      149,047          152,583  

3.00%, 10/1/45

      148,553          144,672  

3.50%, 10/1/45

      256,304          256,540  

3.00%, 11/1/45

      145,600          141,711  

3.50%, 11/1/45

      142,618          142,771  

4.00%, 11/1/45

      1,126,560          1,153,137  

3.00%, 12/1/45

      1,422,724          1,392,235  

3.50%, 12/1/45

      1,395,748          1,397,035  

4.00%, 12/1/45

      512,634          524,718  

3.50%, 1/1/46

      214,780          214,976  

3.00%, 2/1/46

      334,550          325,326  

3.50%, 3/1/46

      252,046          252,278  

4.00%, 3/1/46

      359,145          367,562  

3.50%, 4/1/46

      1,156,193          1,157,260  

4.00%, 4/1/46

      205,400          210,347  

3.50%, 5/1/46

      564,235          564,753  

4.50%, 5/1/46

      128,911          135,252  

3.00%, 6/1/46

      144,009          140,041  

3.50%, 6/1/46

      906,634          907,468  

4.50%, 6/1/46

      280,272          293,025  

3.50%, 7/1/46

      1,028,548          1,029,492  

4.00%, 7/1/46

      164,252          168,109  

2.50%, 8/1/46

      22,736          21,376  

2.50%, 9/1/46

      54,934          51,649  

3.00%, 9/1/46

      264,960          257,659  

3.00%, 10/1/46

      1,062,236          1,033,042  

4.00%, 10/1/46

      247,017          252,829  

2.50%, 11/1/46

      46,916          44,110  

3.00%, 11/1/46

      1,809,480          1,760,422  

3.50%, 11/1/46

      262,808          263,051  

2.50%, 12/1/46

      98,969          93,049  

3.00%, 12/1/46

      1,685,101          1,638,617  

3.50%, 12/1/46

      1,250,873          1,254,674  

4.00%, 12/1/46

      297,919          305,143  

2.50%, 1/1/47

      132,025          124,128  

3.00%, 1/1/47

      611,389          594,511  

3.50%, 1/1/47

      439,243          439,649  

4.50%, 1/1/47

      326,217          341,204  

5.50%, 1/1/47

      653,626          710,756  

3.00%, 2/1/47

      1,628,213          1,583,267  

3.50%, 2/1/47

      471,831          472,268  

4.00%, 2/1/47

      79,734          81,622  

3.00%, 3/1/47

      324,751          315,787  

3.50%, 3/1/47

      691,557          692,198  

4.00%, 3/1/47

      1,075,261          1,100,795  

4.50%, 3/1/47

      217,160          227,098  

3.00%, 4/1/47

      371,792          361,528  

4.00%, 4/1/47

      556,045          569,304  

3.00%, 5/1/47

      371,252          361,000  

3.50%, 5/1/47

      772,730          773,446  

4.00%, 5/1/47

      2,256,356          2,315,129  

3.50%, 6/1/47

      410,182          410,562  

4.00%, 6/1/47

      681,077          697,169  

3.50%, 7/1/47

      778,632          782,549  

4.00%, 7/1/47

      661,312          677,150  

4.50%, 7/1/47

      286,176          299,511  

3.00%, 8/1/47

      494,127          480,476  

3.50%, 8/1/47

      473,474          473,913  

4.00%, 8/1/47

      743,992          761,362  

3.00%, 9/1/47

      726,434          706,366  

3.50%, 9/1/47

      682,727          683,360  

4.00%, 9/1/47

      666,236          682,295  

4.50%, 9/1/47

      614,321          643,101  

3.00%, 10/1/47

      411,647          400,275  

3.50%, 10/1/47

      1,552,798          1,554,162  

4.00%, 10/1/47

      447,498          458,125  

4.50%, 10/1/47

      642,768          672,948  

3.00%, 11/1/47

      730,496          710,315  

3.50%, 11/1/47

      483,362          483,810  

4.50%, 11/1/47

      757,408          793,029  

3.50%, 12/1/47

      733,425          733,807  

3.00%, 1/1/48

      737,477          716,966  

3.50%, 1/1/48

      734,013          734,245  

5.00%, 6/1/48(a)

      1,325,000          1,405,328  

5.50%, 6/1/48(a)

      250,000          268,649  
       

 

 

  

Total Federal National Mortgage Association

 

        58,441,827  
       

 

 

  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $99,765,817)

 

 

        98,203,910  
       

 

 

  
U.S. GOVERNMENT OBLIGATIONS - 15.9%  
U.S. Treasury Bonds - 2.8%  

U.S. Treasury Bond

        

8.50%, 2/15/20

      300,000          330,779  

8.75%, 5/15/20

      380,000          426,335  

8.75%, 8/15/20

      800,000          907,953  

7.88%, 2/15/21

      900,000          1,026,510  

8.13%, 5/15/21

      750,000          868,594  

8.13%, 8/15/21

      800,000          936,937  

8.00%, 11/15/21

      400,000          471,297  

7.25%, 8/15/22

      1,000,000          1,184,023  

7.63%, 11/15/22

      1,100,000          1,329,754  

7.13%, 2/15/23

      425,000          508,755  

6.25%, 8/15/23

      175,000          205,352  

7.50%, 11/15/24

      175,000          224,055  

6.88%, 8/15/25

      500,000          633,818  

6.75%, 8/15/26

      50,000          64,531  

6.50%, 11/15/26

      525,000          670,872  

6.63%, 2/15/27

      800,000          1,036,469  

6.13%, 11/15/27

      200,000          254,668  
       

 

 

  

Total U.S. Treasury Bonds

 

        11,080,702  
       

 

 

  
U.S. Treasury Notes - 13.1%  

U.S. Treasury Note

        

0.75%, 8/15/19

      275,000          269,940  

0.88%, 9/15/19

      500,000          490,762  

1.75%, 9/30/19

      750,000          744,316  

1.50%, 10/31/19

      750,000          741,211  

3.38%, 11/15/19

      1,500,000          1,521,738  

1.00%, 11/30/19

      1,000,000          980,215  

1.38%, 12/15/19

      1,000,000          985,195  

1.38%, 1/15/20

      400,000          393,703  

1.25%, 1/31/20

      500,000          490,908  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

1.38%, 2/15/20

    $   1,000,000        $ 983,164  

3.63%, 2/15/20

      600,000          612,387  

1.25%, 2/29/20

      1,000,000          980,566  

1.13%, 4/30/20

      550,000          536,927  

1.38%, 4/30/20

      1,000,000          980,898  

2.38%, 4/30/20

      700,000          699,604  

1.50%, 6/15/20

      750,000          736,494  

1.50%, 7/15/20

      450,000          441,396  

1.63%, 7/31/20

      200,000          196,586  

1.50%, 8/15/20

      600,000          587,871  

1.38%, 9/15/20

      1,000,000          976,113  

1.38%, 9/30/20

      750,000          731,675  

2.00%, 9/30/20

      1,000,000          989,531  

1.63%, 10/15/20

      115,000          112,774  

2.13%, 1/31/21

      1,140,000          1,128,800  

1.13%, 2/28/21

      250,000          240,835  

2.00%, 2/28/21

      1,410,000          1,391,053  

1.25%, 3/31/21

      350,000          337,921  

2.25%, 3/31/21

      300,000          297,803  

2.00%, 5/31/21

      300,000          295,342  

1.13%, 8/31/21

      100,000          95,516  

2.00%, 8/31/21

      500,000          491,094  

2.13%, 9/30/21

      100,000          98,551  

2.00%, 2/15/22

      225,000          220,245  

1.88%, 3/31/22

      1,000,000          973,301  

1.88%, 4/30/22

      1,000,000          972,500  

1.88%, 7/31/22

      250,000          242,603  

2.00%, 7/31/22

      260,000          253,571  

1.63%, 8/15/22

      700,000          672,027  

1.63%, 8/31/22

      500,000          479,834  

1.88%, 9/30/22

      1,000,000          968,965  

1.88%, 10/31/22

      700,000          677,824  

2.00%, 10/31/22

      300,000          292,049  

1.63%, 11/15/22

      850,000          813,792  

2.00%, 11/30/22

      750,000          729,756  

2.13%, 12/31/22

      1,000,000          977,383  

1.75%, 1/31/23

      300,000          288,193  

1.50%, 2/28/23

      750,000          711,533  

1.50%, 3/31/23

      750,000          710,742  

1.63%, 4/30/23

      700,000          666,572  

2.75%, 4/30/23

      600,000          602,344  

1.75%, 5/15/23

      900,000          861,785  

1.63%, 5/31/23

      750,000          713,496  

1.38%, 6/30/23

      1,000,000          938,457  

1.25%, 7/31/23

      1,350,000          1,257,187  

1.38%, 8/31/23

      1,500,000          1,403,907  

1.38%, 9/30/23

      850,000          794,518  

1.63%, 10/31/23

      750,000          709,775  

2.75%, 11/15/23

      750,000          752,300  

2.25%, 12/31/23

      700,000          683,525  

2.50%, 5/15/24

      780,000          770,174  

2.00%, 6/30/24

      250,000          239,702  

2.38%, 8/15/24

      800,000          783,219  

2.25%, 10/31/24

      155,000          150,438  

2.25%, 11/15/24

      1,000,000          970,293  

2.13%, 11/30/24

      500,000          481,309  

2.13%, 5/15/25

      1,050,000          1,007,139  

2.00%, 8/15/25

      225,000          213,605  

2.25%, 11/15/25

      500,000          481,904  

1.63%, 2/15/26

      475,000          436,388  

1.63%, 5/15/26

      530,000          485,354  

2.25%, 2/15/27

      675,000          644,994  

2.38%, 5/15/27

      1,365,000          1,316,372  

2.25%, 8/15/27

      1,655,000          1,577,034  

2.25%, 11/15/27

      1,575,000          1,498,988  

2.75%, 2/15/28

      1,425,000          1,415,175  

2.88%, 5/15/28

      150,000          150,683  
       

 

 

  

Total U.S. Treasury Notes

 

        52,551,844  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $64,326,262)

 

 

        63,632,546  
       

 

 

  
CORPORATE BONDS - 40.8%  
United States - 40.8%  

21st Century Fox America, Inc.

        

3.70%, 9/15/24

      50,000          50,159  

6.55%, 3/15/33

      20,000          24,753  

6.20%, 12/15/34

      100,000          120,263  

6.15%, 2/15/41

      1,000          1,233  

4.75%, 9/15/44

      120,000          126,566  

4.95%, 10/15/45

      450,000          489,046  

3M Co.

        

2.25%, 9/19/26

      280,000          255,545  

Abbott Laboratories

        

2.00%, 3/15/20

      15,000          14,780  

4.13%, 5/27/20

      35,000          35,800  

3.40%, 11/30/23

      241,000          239,722  

3.75%, 11/30/26

      70,000          69,360  

4.75%, 11/30/36

      350,000          370,116  

6.15%, 11/30/37

      150,000          185,406  

5.30%, 5/27/40

      250,000          281,514  

4.90%, 11/30/46

      100,000          108,062  

AbbVie, Inc.

        

2.50%, 5/14/20

      45,000          44,627  

2.90%, 11/6/22

      35,000          34,228  

3.20%, 11/6/22

      15,000          14,859  

2.85%, 5/14/23

      285,000          276,500  

3.60%, 5/14/25

      65,000          63,465  

4.50%, 5/14/35

      275,000          274,765  

4.70%, 5/14/45

      205,000          207,721  

4.45%, 5/14/46

      200,000          194,511  

Activision Blizzard, Inc.

        

2.30%, 9/15/21

      200,000          194,374  

3.40%, 9/15/26

      189,000          182,356  

4.50%, 6/15/47

      100,000          99,355  

Adobe Systems, Inc.

        

3.25%, 2/1/25

      30,000          29,718  

AEP Transmission Co. LLC

        

4.00%, 12/1/46

      75,000          73,564  

3.75%, 12/1/47

      50,000          46,695  

Aetna, Inc.

        

2.80%, 6/15/23

      233,000          224,107  

3.50%, 11/15/24

      170,000          167,016  

6.63%, 6/15/36

      2,000          2,534  

3.88%, 8/15/47

      160,000          143,827  

Aflac, Inc.

        

3.63%, 11/15/24

      25,000          25,012  

4.00%, 10/15/46

      50,000          47,552  

Air Lease Corp.

        

3.88%, 4/1/21

      30,000          30,362  

2.75%, 1/15/23

      25,000          23,898  

3.00%, 9/15/23

      45,000          43,119  

4.25%, 9/15/24

      30,000          30,179  

3.25%, 3/1/25

      25,000          23,454  

3.63%, 12/1/27

      41,000          38,195  

Alabama Power Co.

        

3.75%, 3/1/45

      22,000          21,021  

4.30%, 1/2/46

      15,000          15,628  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Alexandria Real Estate Equities, Inc.

        

4.60%, 4/1/22

    $ 2,000        $ 2,075  

Allergan Finance LLC

        

3.25%, 10/1/22

      20,000          19,520  

Allergan Funding SCS

        

3.45%, 3/15/22

      35,000          34,599  

3.80%, 3/15/25

      500,000          487,188  

4.55%, 3/15/35

      265,000          255,011  

4.85%, 6/15/44

      25,000          24,320  

4.75%, 3/15/45

      100,000          96,913  

Allergan, Inc.

        

2.80%, 3/15/23

      170,000          161,611  

Allstate Corp. (The)

        

3.28%, 12/15/26

      8,000          7,766  

Altria Group, Inc.

        

4.00%, 1/31/24

      150,000          152,792  

2.63%, 9/16/26(b)

      220,000          201,773  

5.38%, 1/31/44

      92,000          100,628  

Amazon.com, Inc.

        

3.80%, 12/5/24

      100,000          102,788  

3.15%, 8/22/27(c)

      100,000          96,798  

4.80%, 12/5/34

      150,000          167,720  

3.88%, 8/22/37(c)

      170,000          170,789  

4.95%, 12/5/44

      20,000          22,798  

4.05%, 8/22/47(c)

      175,000          175,439  

4.25%, 8/22/57(c)

      125,000          126,553  

Ameren Corp.

        

3.65%, 2/15/26

      50,000          48,760  

American Airlines Pass Through Trust

        

3.38%, 11/1/28, Series 2015-1, Class A

      62,295          59,883  

American Campus Communities Operating Partnership L.P.

        

3.63%, 11/15/27

      15,000          14,195  

American Electric Power Co., Inc.

        

2.95%, 12/15/22, Series F

      55,000          53,898  

American Express Co.

        

4.05%, 12/3/42

      25,000          24,697  

American Express Credit Corp.

        

3.30%, 5/3/27

      325,000          314,279  

American Homes 4 Rent L.P.

        

4.25%, 2/15/28

      30,000          29,073  

American Honda Finance Corp.

        

2.90%, 2/16/24

      150,000          146,644  

American International Group, Inc.

        

3.38%, 8/15/20

      21,000          21,121  

3.30%, 3/1/21

      160,000          160,467  

4.88%, 6/1/22

      127,000          133,397  

4.13%, 2/15/24

      244,000          246,565  

3.75%, 7/10/25

      80,000          78,275  

3.90%, 4/1/26

      158,000          154,595  

3.88%, 1/15/35

      193,000          175,506  

4.50%, 7/16/44

      120,000          113,459  

4.80%, 7/10/45

      52,000          51,697  

4.75%, 4/1/48

      175,000          173,392  

American Tower Corp.

        

3.30%, 2/15/21

      125,000          124,922  

4.70%, 3/15/22

      40,000          41,540  

3.50%, 1/31/23

      10,000          9,923  

3.00%, 6/15/23

      16,000          15,398  

3.38%, 10/15/26

      150,000          140,318  

3.13%, 1/15/27

      133,000          121,457  

3.55%, 7/15/27

      595,000          562,310  

American Water Capital Corp.

        

3.85%, 3/1/24

      313,000          318,439  

3.40%, 3/1/25

      600,000          596,258  

2.95%, 9/1/27

      35,000          33,078  

4.00%, 12/1/46

      13,000          12,740  

3.75%, 9/1/47

      25,000          23,448  

Ameriprise Financial, Inc.

        

4.00%, 10/15/23

      302,000          310,369  

3.70%, 10/15/24

      160,000          160,904  

2.88%, 9/15/26

      170,000          159,158  

AmerisourceBergen Corp.

        

3.45%, 12/15/27

      75,000          70,399  

4.30%, 12/15/47

      25,000          22,889  

Amgen, Inc.

        

1.85%, 8/19/21

      10,000          9,612  

3.88%, 11/15/21

      112,000          114,517  

2.65%, 5/11/22

      275,000          267,356  

3.63%, 5/15/22

      150,000          151,215  

2.25%, 8/19/23

      110,000          103,603  

3.63%, 5/22/24

      159,000          159,558  

3.13%, 5/1/25

      145,000          139,889  

3.20%, 11/2/27

      300,000          281,951  

5.15%, 11/15/41

      175,000          189,422  

4.40%, 5/1/45

      295,000          289,289  

4.66%, 6/15/51

      100,000          100,772  

Anadarko Petroleum Corp.

        

5.55%, 3/15/26(b)

      235,000          255,052  

6.45%, 9/15/36

      130,000          154,135  

7.95%, 6/15/39

      100,000          135,987  

6.60%, 3/15/46

      127,000          158,835  

Analog Devices, Inc.

        

2.85%, 3/12/20

      25,000          24,960  

2.95%, 1/12/21

      25,000          24,934  

2.88%, 6/1/23

      28,000          27,031  

3.50%, 12/5/26

      215,000          207,316  

Andeavor

        

4.50%, 4/1/48

      25,000          23,539  

Andeavor Logistics L.P.

        

5.25%, 1/15/25

      305,000          313,769  

5.20%, 12/1/47

      25,000          25,053  

Anthem, Inc.

        

3.13%, 5/15/22

      80,000          79,053  

3.50%, 8/15/24

      40,000          39,210  

3.65%, 12/1/27

      175,000          167,464  

4.63%, 5/15/42

      125,000          122,069  

4.65%, 1/15/43

      110,000          107,910  

4.65%, 8/15/44

      200,000          197,594  

Aon PLC

        

3.50%, 6/14/24

      10,000          9,873  

3.88%, 12/15/25

      175,000          173,625  

4.75%, 5/15/45

      75,000          75,247  

Apache Corp.

        

2.63%, 1/15/23

      50,000          47,900  

5.10%, 9/1/40

      100,000          102,209  

4.75%, 4/15/43

      75,000          73,918  

Appalachian Power Co.

        

3.30%, 6/1/27, Series X

      100,000          96,654  

7.00%, 4/1/38

      80,000          107,797  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Applied Materials, Inc.

        

3.30%, 4/1/27

    $   100,000        $ 97,671  

4.35%, 4/1/47

      35,000          36,036  

Aptiv PLC

        

4.40%, 10/1/46

      20,000          18,943  

Archer-Daniels-Midland Co.

        

2.50%, 8/11/26

      185,000          170,366  

5.38%, 9/15/35

      15,000          17,311  

4.02%, 4/16/43

      6,000          5,946  

Ares Capital Corp.

        

3.63%, 1/19/22

      25,000          24,570  

Arizona Public Service Co.

        

4.50%, 4/1/42

      115,000          122,722  

Assurant, Inc.

        

4.00%, 3/15/23

      25,000          25,097  

4.90%, 3/27/28

      25,000          25,308  

AT&T, Inc.

        

2.45%, 6/30/20

      375,000          370,607  

3.20%, 3/1/22

      20,000          19,793  

2.63%, 12/1/22

      10,000          9,568  

3.95%, 1/15/25

      310,000          306,293  

3.40%, 5/15/25

      455,000          435,246  

4.13%, 2/17/26

      70,000          69,425  

4.25%, 3/1/27

      100,000          99,558  

4.30%, 2/15/30(c)

      25,000          24,207  

4.50%, 5/15/35

      465,000          442,186  

5.25%, 3/1/37

      200,000          203,792  

6.00%, 8/15/40

      125,000          135,241  

6.38%, 3/1/41

      475,000          538,121  

5.15%, 3/15/42

      350,000          346,983  

4.30%, 12/15/42

      182,000          161,166  

4.80%, 6/15/44

      61,000          57,208  

4.35%, 6/15/45

      175,000          153,321  

4.75%, 5/15/46

      180,000          167,113  

5.65%, 2/15/47

      260,000          272,816  

5.45%, 3/1/47

      5,000          5,117  

4.55%, 3/9/49

      49,000          43,920  

5.15%, 2/15/50(c)

      295,000          288,251  

5.70%, 3/1/57

      75,000          78,248  

Atmos Energy Corp.

        

4.13%, 10/15/44

      200,000          203,170  

Autodesk, Inc.

        

4.38%, 6/15/25

      25,000          25,423  

3.50%, 6/15/27

      165,000          156,556  

AutoZone, Inc.

        

2.88%, 1/15/23

      25,000          24,221  

3.13%, 7/15/23

      50,000          48,973  

3.25%, 4/15/25

      50,000          48,282  

AvalonBay Communities, Inc.

        

3.50%, 11/15/24

      25,000          24,759  

2.90%, 10/15/26

      50,000          46,586  

3.35%, 5/15/27

      8,000          7,695  

3.20%, 1/15/28

      25,000          23,661  

Avangrid, Inc.

        

3.15%, 12/1/24

      50,000          48,397  

Avista Corp.

        

4.35%, 6/1/48

      100,000          103,201  

AXA Equitable Holdings, Inc.

        

5.00%, 4/20/48(c)

      295,000          283,473  

AXIS Specialty Finance PLC

        

4.00%, 12/6/27

      25,000          23,914  

Baltimore Gas & Electric Co.

        

2.40%, 8/15/26

      290,000          265,504  

Bank of America Corp.

        

4.00%, 4/1/24

      409,000          415,261  

4.20%, 8/26/24

      250,000          252,668  

3.95%, 4/21/25, Series L

      450,000          443,090  

3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.09% thereafter)(d)

      8,000          7,633  

3.37%, 1/23/26, (3.366% fixed rate until 1/23/25; 3-month U.S. dollar London Interbank Offered Rate + 0.81% thereafter)(d)

      500,000          484,214  

4.45%, 3/3/26

      50,000          50,548  

3.82%, 1/20/28, (3.824% fixed rate until 1/20/27; 3-month U.S. dollar London Interbank Offered Rate + 1.575% thereafter)(d)

      100,000          97,939  

3.71%, 4/24/28, (3.705% fixed rate until 4/24/27; 3-month U.S. dollar London Interbank Offered Rate + 1.512% thereafter)(d)

      200,000          193,487  

3.59%, 7/21/28, (3.593% fixed rate until 7/21/27; 3-month U.S. dollar London Interbank Offered Rate + 1.37% thereafter)(d)

      480,000          460,699  

3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month U.S. dollar London Interbank Offered Rate + 1.04% thereafter)(d)

      600,000          567,537  

3.97%, 3/5/29, (3.97% fixed rate until 3/5/28; 3-month U.S. dollar London Interbank Offered Rate + 1.07% thereafter)(d)

      325,000          321,188  

6.11%, 1/29/37

      467,000          546,878  

4.24%, 4/24/38, (4.244% fixed rate until 4/24/37; 3-month U.S. dollar London Interbank Offered Rate + 1.814% thereafter)(d)

      125,000          123,818  

5.88%, 2/7/42

      200,000          240,653  

4.44%, 1/20/48, (4.443% fixed rate until 1/20/47; 3-month U.S. dollar London Interbank Offered Rate + 1.99% thereafter)(d)

      25,000          25,166  

3.95%, 1/23/49, (3.946% fixed rate until 1/23/48; 3-month U.S. dollar London Interbank Offered Rate + 1.19% thereafter)(d)

      40,000          37,061  

Bank One Corp.

        

7.63%, 10/15/26

      17,000          20,804  

8.00%, 4/29/27

      1,000          1,266  

Baxalta, Inc.

        

2.88%, 6/23/20

      100,000          99,138  

4.00%, 6/23/25

      335,000          328,699  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Baxter International, Inc.

        

2.60%, 8/15/26

    $   240,000        $   220,073  

3.50%, 8/15/46

      12,000          10,422  

Becton Dickinson and Co.

        

3.25%, 11/12/20

      3,000          2,991  

3.36%, 6/6/24

      90,000          87,104  

3.73%, 12/15/24

      70,000          68,812  

3.70%, 6/6/27

      200,000          190,549  

4.67%, 6/6/47

      215,000          213,386  

Bed Bath & Beyond, Inc.

        

3.75%, 8/1/24

      25,000          22,817  

4.92%, 8/1/34

      100,000          79,836  

5.17%, 8/1/44

      75,000          57,702  

Berkshire Hathaway Energy Co.

 

     

3.75%, 11/15/23

      125,000          127,009  

3.25%, 4/15/28

      20,000          19,211  

4.50%, 2/1/45

      100,000          104,847  

3.80%, 7/15/48

      100,000          94,350  

Biogen, Inc.

        

2.90%, 9/15/20

      50,000          49,848  

5.20%, 9/15/45

      152,000          161,818  

BlackRock, Inc.

        

3.50%, 3/18/24

      25,000          25,259  

Block Financial LLC

        

4.13%, 10/1/20

      35,000          35,477  

Boardwalk Pipelines L.P.

        

4.45%, 7/15/27

      100,000          98,533  

Boeing Co. (The)

        

2.85%, 10/30/24

      35,000          34,257  

2.25%, 6/15/26

      50,000          45,853  

2.80%, 3/1/27

      25,000          23,750  

6.88%, 3/15/39

      50,000          70,661  

5.88%, 2/15/40

      202,000          258,884  

Booking Holdings, Inc.

        

3.60%, 6/1/26

      65,000          63,183  

BorgWarner, Inc.

        

4.38%, 3/15/45

      128,000          124,615  

Boston Properties L.P.

        

4.13%, 5/15/21

      180,000          184,082  

3.13%, 9/1/23

      23,000          22,481  

3.20%, 1/15/25

      8,000          7,655  

3.65%, 2/1/26

      30,000          29,187  

2.75%, 10/1/26

      65,000          58,784  

Boston Scientific Corp.

        

3.85%, 5/15/25

      300,000          299,266  

7.00%, 11/15/35

      165,000          215,268  

7.38%, 1/15/40

      2,000          2,701  

Branch Banking & Trust Co.

        

3.63%, 9/16/25

      500,000          495,477  

3.80%, 10/30/26

      510,000          512,376  

Brighthouse Financial, Inc.

        

3.70%, 6/22/27

     150,000          137,063  

4.70%, 6/22/47

     131,000          114,834  

Brixmor Operating Partnership L.P.

 

     

3.25%, 9/15/23

      190,000          182,688  

3.65%, 6/15/24

      150,000          145,510  

Broadcom Corp.

        

3.00%, 1/15/22

      40,000          39,077  

3.63%, 1/15/24

      125,000          121,814  

3.50%, 1/15/28

      260,000          240,277  

Broadridge Financial Solutions, Inc.

 

     

3.40%, 6/27/26

      25,000          23,869  

Brown & Brown, Inc.

        

4.20%, 9/15/24

      20,000          20,220  

Brown-Forman Corp.

        

4.50%, 7/15/45

      28,000          30,039  

Burlington Northern Santa Fe LLC

        

3.75%, 4/1/24

      75,000          76,334  

3.00%, 4/1/25

      71,000          68,754  

3.65%, 9/1/25

      120,000          121,274  

3.25%, 6/15/27

      40,000          39,173  

6.15%, 5/1/37

      73,000          91,297  

5.75%, 5/1/40

      125,000          151,956  

5.40%, 6/1/41

      15,000          17,539  

4.40%, 3/15/42

      10,000          10,223  

4.90%, 4/1/44

      160,000          176,286  

4.55%, 9/1/44

      150,000          157,910  

4.15%, 4/1/45

      73,000          73,099  

4.70%, 9/1/45

      20,000          21,765  

3.90%, 8/1/46

      25,000          24,006  

4.13%, 6/15/47

      130,000          129,886  

CA, Inc.

        

4.70%, 3/15/27

      30,000          30,513  

Campbell Soup Co.

        

3.30%, 3/19/25

      20,000          18,890  

Capital One Financial Corp.

        

4.75%, 7/15/21

      40,000          41,578  

3.05%, 3/9/22

      25,000          24,544  

3.20%, 1/30/23

      780,000          761,350  

3.50%, 6/15/23

      25,000          24,585  

3.75%, 4/24/24

      100,000          99,010  

3.30%, 10/30/24

      100,000          95,828  

3.20%, 2/5/25

      170,000          160,797  

4.20%, 10/29/25

      25,000          24,572  

3.75%, 3/9/27

      410,000          392,844  

Cardinal Health, Inc.

        

3.41%, 6/15/27

      184,000          170,945  

4.50%, 11/15/44

      75,000          69,380  

4.37%, 6/15/47

      155,000          141,363  

Carlisle Cos., Inc.

        

3.50%, 12/1/24

      100,000          97,379  

3.75%, 12/1/27

      25,000          24,075  

Caterpillar Financial Services Corp.

        

3.30%, 6/9/24

      40,000          39,799  

2.40%, 8/9/26

      190,000          174,526  

Caterpillar, Inc.

        

3.40%, 5/15/24

      111,000          111,321  

3.80%, 8/15/42

      501,000          487,467  

CBOE Global Markets, Inc.

        

1.95%, 6/28/19

      55,000          54,517  

CBRE Services, Inc.

        

4.88%, 3/1/26

      153,000          159,594  

CBS Corp.

        

2.50%, 2/15/23

      5,000          4,731  

3.50%, 1/15/25

      350,000          336,385  

4.00%, 1/15/26

      50,000          49,037  

2.90%, 1/15/27

      92,000          82,148  

3.38%, 2/15/28

      125,000          113,869  

7.88%, 7/30/30

      197,000          247,309  

4.90%, 8/15/44

      275,000          264,731  

Celgene Corp.

        

2.25%, 5/15/19

      10,000          9,954  

3.88%, 8/15/25

      340,000          334,260  

3.90%, 2/20/28

      400,000          385,242  

5.00%, 8/15/45

      100,000          100,548  

4.55%, 2/20/48

      210,000          196,385  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

CenterPoint Energy Houston Electric LLC

        

2.40%, 9/1/26, Series Z

    $   290,000        $   268,195  

4.50%, 4/1/44

      4,000          4,382  

CenterPoint Energy Resources Corp.

        

3.55%, 4/1/23

      15,000          15,002  

4.00%, 4/1/28

      20,000          19,856  

Charter Communications Operating LLC

        

4.46%, 7/23/22

      30,000          30,654  

4.91%, 7/23/25

      450,000          459,462  

4.20%, 3/15/28

      150,000          141,443  

6.48%, 10/23/45

      125,000          133,447  

5.75%, 4/1/48

      175,000          172,181  

Chubb Corp. (The)

        

6.00%, 5/11/37

      76,000          94,582  

Chubb INA Holdings, Inc.

        

4.35%, 11/3/45

      100,000          104,254  

Church & Dwight Co., Inc.

        

2.45%, 8/1/22

      100,000          96,871  

3.15%, 8/1/27

      145,000          135,348  

Cigna Corp.

        

4.00%, 2/15/22

      226,000          230,290  

3.25%, 4/15/25

      275,000          261,905  

3.05%, 10/15/27

      240,000          218,161  

3.88%, 10/15/47

      121,000          105,780  

Cintas Corp. No 2

        

2.90%, 4/1/22

      405,000          398,374  

Cisco Systems, Inc.

        

2.20%, 9/20/23

      125,000          118,561  

3.63%, 3/4/24

      272,000          276,937  

2.95%, 2/28/26

      225,000          216,341  

2.50%, 9/20/26

      40,000          37,227  

5.90%, 2/15/39

      70,000          88,447  

Citigroup, Inc.

        

2.65%, 10/26/20

      25,000          24,682  

4.05%, 7/30/22

      172,000          174,632  

3.50%, 5/15/23

      65,000          64,278  

4.04%, 6/1/24, (4.044% fixed rate until 6/1/23; 3-month U.S. dollar London Interbank Offered Rate + 1.023% thereafter)(d)

      200,000          201,959  

4.00%, 8/5/24

      25,000          24,868  

3.30%, 4/27/25

      240,000          230,858  

5.50%, 9/13/25

      200,000          214,228  

4.60%, 3/9/26

      25,000          25,323  

3.20%, 10/21/26

      100,000          93,571  

4.45%, 9/29/27

      400,000          396,717  

3.89%, 1/10/28, (3.887% fixed rate until 1/10/27; 3-month U.S. dollar London Interbank Offered Rate + 1.563% thereafter)(d)

      200,000          195,406  

3.67%, 7/24/28, (3.668% fixed rate until 7/24/27; 3-month U.S. dollar London Interbank Offered Rate + 1.39% thereafter)(d)

      86,000          82,312  

4.13%, 7/25/28

      150,000          144,849  

3.52%, 10/27/28, (3.52% fixed rate until 10/27/27; 3-month U.S. dollar London Interbank Offered Rate + 1.151% thereafter)(d)

      300,000          283,769  

4.08%, 4/23/29, (4.075% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.192% thereafter)(d)

      320,000          315,092  

3.88%, 1/24/39, (3.878% fixed rate until 1/24/38; 3-month U.S. dollar London Interbank Offered Rate + 1.168% thereafter)(d)

      100,000          92,709  

8.13%, 7/15/39

      270,000          390,150  

6.68%, 9/13/43

      150,000          187,089  

5.30%, 5/6/44

      50,000          53,250  

4.65%, 7/30/45

      25,000          25,504  

4.28%, 4/24/48, (4.281% fixed rate until 4/24/47; 3-month U.S. dollar London Interbank Offered Rate + 1.839% thereafter)(d)

      275,000          266,487  

Citizens Bank NA

        

2.55%, 5/13/21

      500,000          490,638  

Citrix Systems, Inc.

        

4.50%, 12/1/27

      25,000          24,452  

Clorox Co. (The)

        

3.10%, 10/1/27

      240,000          227,373  

CNA Financial Corp.

        

5.75%, 8/15/21

      2,000          2,136  

CNH Industrial Capital LLC

        

4.38%, 4/5/22

      570,000          580,518  

CNOOC Finance 2015 USA LLC

        

4.38%, 5/2/28

      340,000          344,251  

Columbia Property Trust Operating Partnership L.P.

        

4.15%, 4/1/25

      150,000          147,359  

Comcast Corp.

        

3.60%, 3/1/24

      445,000          443,567  

3.38%, 2/15/25

      25,000          24,296  

3.15%, 3/1/26

      316,000          298,489  

2.35%, 1/15/27

      80,000          70,475  

3.30%, 2/1/27

      95,000          89,822  

3.15%, 2/15/28

      245,000          227,352  

4.25%, 1/15/33

      90,000          88,597  

4.20%, 8/15/34

      110,000          106,694  

4.40%, 8/15/35

      200,000          196,350  

6.45%, 3/15/37

      180,000          221,996  

6.95%, 8/15/37

      100,000          129,205  

4.65%, 7/15/42

      40,000          39,658  

4.50%, 1/15/43

      25,000          24,008  

4.75%, 3/1/44

      25,000          24,890  

4.60%, 8/15/45

      20,000          19,596  

4.00%, 8/15/47

      350,000          312,564  

Commonwealth Edison Co.

        

3.75%, 8/15/47, Series 123

      150,000          143,647  

Concho Resources, Inc.

        

4.38%, 1/15/25

      8,000          8,110  

3.75%, 10/1/27

      60,000          58,244  

4.88%, 10/1/47

      40,000          41,385  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Connecticut Light & Power Co. (The)

        

3.20%, 3/15/27, Series A

    $ 100,000        $ 96,973  

ConocoPhillips

        

5.90%, 10/15/32

      20,000          23,665  

6.50%, 2/1/39

        230,000          299,164  

ConocoPhillips Co.

        

3.35%, 11/15/24

      140,000          140,124  

4.95%, 3/15/26

      155,000            167,565  

4.15%, 11/15/34

      5,000          5,171  

4.30%, 11/15/44

      25,000          25,956  

Consolidated Edison Co. of New York, Inc.

        

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

      25,000          33,669  

3.88%, 6/15/47, Series 2017

      100,000          96,198  

4.50%, 5/15/58

      150,000          154,097  

Constellation Brands, Inc.

        

4.75%, 11/15/24

      25,000          26,202  

3.70%, 12/6/26

      235,000          229,588  

Consumers Energy Co.

        

3.38%, 8/15/23

      25,000          25,106  

Continental Airlines Pass Through Trust

        

4.00%, 4/29/26, Series 2012-2, Class A

      27,039          27,224  

Continental Resources, Inc.

        

4.90%, 6/1/44

      70,000          69,490  

Corning, Inc.

        

4.75%, 3/15/42

      200,000          208,507  

Costco Wholesale Corp.

        

2.75%, 5/18/24

      100,000          97,408  

3.00%, 5/18/27

      80,000          76,867  

Crown Castle International Corp.

        

4.88%, 4/15/22

      83,000          86,415  

5.25%, 1/15/23

      20,000          21,083  

3.20%, 9/1/24

      20,000          19,122  

CSX Corp.

        

4.25%, 6/1/21

      30,000          30,906  

3.40%, 8/1/24

      25,000          24,712  

3.35%, 11/1/25

      30,000          29,128  

3.25%, 6/1/27

      155,000          147,573  

5.50%, 4/15/41

      13,000          14,756  

4.10%, 3/15/44

      110,000          105,278  

4.50%, 8/1/54

      100,000          97,212  

Cummins, Inc.

        

3.65%, 10/1/23

      20,000          20,518  

CVS Health Corp.

        

2.13%, 6/1/21

      310,000          299,851  

3.50%, 7/20/22

      2,000          1,995  

4.00%, 12/5/23

      175,000          176,991  

3.88%, 7/20/25

      178,000          175,489  

2.88%, 6/1/26

      110,000          101,019  

4.30%, 3/25/28

      745,000          742,737  

4.88%, 7/20/35

      53,000          54,042  

4.78%, 3/25/38

      375,000          375,286  

5.13%, 7/20/45

      75,000          78,004  

5.05%, 3/25/48

      600,000          617,726  

DDR Corp.

        

3.63%, 2/1/25

      100,000          95,627  

4.70%, 6/1/27

      30,000          30,347  

Dell International LLC

        

3.48%, 6/1/19(c)

      42,000          42,178  

4.42%, 6/15/21(c)

      50,000          50,970  

5.45%, 6/15/23(c)

      230,000          241,810  

6.02%, 6/15/26(c)

      180,000          190,252  

8.35%, 7/15/46(c)

      205,000          250,040  

Delmarva Power & Light Co.

        

4.15%, 5/15/45

      60,000          60,966  

Delphi Corp.

        

4.15%, 3/15/24

      25,000          25,401  

Delta Air Lines, Inc.

        

2.88%, 3/13/20

      15,000          14,925  

2.60%, 12/4/20

      5,000          4,919  

Devon Energy Corp.

        

3.25%, 5/15/22

      69,000          68,220  

5.60%, 7/15/41

      195,000          219,655  

4.75%, 5/15/42

      100,000          101,271  

Digital Realty Trust L.P.

        

3.40%, 10/1/20

      60,000          60,249  

2.75%, 2/1/23

      25,000          23,944  

Discover Financial Services

        

3.95%, 11/6/24

      71,000          69,854  

3.75%, 3/4/25

      210,000          203,300  

Discovery Communications LLC

        

3.95%, 3/20/28

      85,000          80,576  

5.00%, 9/20/37

      200,000          194,189  

6.35%, 6/1/40

      175,000          195,519  

4.88%, 4/1/43

      35,000          32,332  

Dominion Energy, Inc.

        

2.00%, 8/15/21, Series C

      25,000          23,879  

3.90%, 10/1/25

      40,000          39,624  

7.00%, 6/15/38

      25,000          32,175  

4.70%, 12/1/44

      100,000          104,110  

Dow Chemical Co. (The)

        

4.25%, 11/15/20

      226,000          232,430  

3.00%, 11/15/22

      15,000          14,778  

3.50%, 10/1/24

      385,000          378,489  

7.38%, 11/1/29

      135,000          172,959  

5.25%, 11/15/41

      30,000          32,615  

4.38%, 11/15/42

      75,000          72,559  

4.63%, 10/1/44

      80,000          80,520  

Dr Pepper Snapple Group, Inc.

        

2.55%, 9/15/26

      25,000          21,918  

3.43%, 6/15/27

      140,000          130,975  

DTE Electric Co.

        

3.70%, 3/15/45

      4,000          3,815  

DTE Energy Co.

        

3.30%, 6/15/22, Series B

      150,000          148,929  

Duke Energy Carolinas LLC

        

2.95%, 12/1/26

      20,000          19,176  

6.00%, 1/15/38

      240,000          307,474  

6.05%, 4/15/38

      20,000          25,326  

5.30%, 2/15/40

      150,000          177,636  

4.00%, 9/30/42

      25,000          25,037  

3.75%, 6/1/45

      20,000          19,140  

Duke Energy Corp.

        

1.80%, 9/1/21

      25,000          23,891  

2.40%, 8/15/22

      30,000          28,964  

3.95%, 10/15/23

      25,000          25,599  

2.65%, 9/1/26

      355,000          323,575  

3.15%, 8/15/27

      175,000          163,699  

4.80%, 12/15/45

      220,000          236,004  

Duke Energy Florida LLC

        

3.20%, 1/15/27

      55,000          53,359  

3.40%, 10/1/46

      159,000          143,659  

Duke Energy Indiana LLC

        

6.12%, 10/15/35

      10,000          12,474  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Duke Energy Progress LLC

        

3.25%, 8/15/25

    $ 40,000        $ 39,300  

6.30%, 4/1/38

      25,000          32,728  

4.10%, 3/15/43

      25,000          25,420  

4.15%, 12/1/44

      25,000          25,480  

4.20%, 8/15/45

      25,000          25,831  

DXC Technology Co.

        

4.75%, 4/15/27

      165,000          168,524  

Eastman Chemical Co.

        

3.80%, 3/15/25

      38,000          38,116  

4.65%, 10/15/44

      100,000          100,455  

Eaton Corp.

        

3.10%, 9/15/27

      200,000          188,032  

Eaton Vance Corp.

        

3.50%, 4/6/27

      118,000          115,760  

eBay, Inc.

        

3.80%, 3/9/22

      26,000          26,377  

2.75%, 1/30/23

      30,000          29,065  

3.45%, 8/1/24

      10,000          9,827  

Ecolab, Inc.

        

4.35%, 12/8/21

      21,000          21,871  

2.70%, 11/1/26

      175,000          163,400  

3.25%, 12/1/27

      25,000          24,170  

3.95%, 12/1/47

      100,000          96,614  

EI du Pont de Nemours & Co.

        

5.60%, 12/15/36

      13,000          15,107  

4.15%, 2/15/43

      25,000          23,679  

Eli Lilly & Co.

        

2.75%, 6/1/25

      170,000          163,049  

5.55%, 3/15/37

      112,000          136,222  

3.70%, 3/1/45

      181,000          174,909  

Enable Midstream Partners L.P.

        

3.90%, 5/15/24

      15,000          14,619  

4.40%, 3/15/27

      25,000          24,308  

4.95%, 5/15/28

      170,000          170,349  

Enbridge Energy Partners L.P.

        

5.88%, 10/15/25

      125,000          136,966  

Energy Transfer Partners L.P.

        

4.65%, 6/1/21

      10,000          10,285  

4.75%, 1/15/26

      200,000          200,628  

7.50%, 7/1/38

      40,000          46,841  

5.15%, 3/15/45

      125,000          113,245  

6.13%, 12/15/45

      180,000          183,895  

5.30%, 4/15/47

      25,000          23,076  

EnLink Midstream Partners L.P.

        

5.45%, 6/1/47

      75,000          70,928  

Entergy Corp.

        

2.95%, 9/1/26

      293,000          269,969  

Entergy Louisiana LLC

        

4.05%, 9/1/23

      175,000          179,402  

4.95%, 1/15/45

      72,000          73,110  

Enterprise Products Operating LLC

        

2.55%, 10/15/19

      40,000          39,850  

3.90%, 2/15/24

      100,000          101,139  

5.95%, 2/1/41

      100,000          116,687  

4.85%, 8/15/42

      200,000          205,400  

4.90%, 5/15/46

      101,000          104,728  

4.95%, 10/15/54

      50,000          50,928  

5.25%, 8/16/77, Series E (5.25% fixed rate until 8/16/27; 3-month U.S. dollar London Interbank Offered Rate + 3.033% thereafter)(d)

      433,000          409,185  

EOG Resources, Inc.

        

2.45%, 4/1/20

      5,000          4,972  

2.63%, 3/15/23

      30,000          28,924  

EQT Corp.

        

3.90%, 10/1/27

      101,000          96,341  

EQT Midstream Partners L.P.

        

4.00%, 8/1/24

      200,000          192,694  

ERP Operating L.P.

        

3.25%, 8/1/27

      308,000          294,559  

4.50%, 7/1/44

      100,000          102,608  

Eversource Energy

        

4.50%, 11/15/19

      25,000          25,530  

2.90%, 10/1/24, Series L

      50,000          47,638  

Exelon Corp.

        

3.50%, 6/1/22

      25,000          24,813  

3.95%, 6/15/25

      25,000          24,981  

3.40%, 4/15/26

      75,000          71,993  

4.95%, 6/15/35

      200,000          218,076  

5.10%, 6/15/45

      100,000          109,072  

4.45%, 4/15/46

      225,000          224,628  

Exelon Generation Co. LLC

        

6.25%, 10/1/39

      145,000          158,347  

5.60%, 6/15/42

      97,000          98,247  

Expedia Group, Inc.

        

4.50%, 8/15/24

      115,000          115,891  

5.00%, 2/15/26

      200,000          205,145  

Express Scripts Holding Co.

        

2.25%, 6/15/19

      62,000          61,646  

4.75%, 11/15/21

      16,000          16,611  

3.05%, 11/30/22

      25,000          24,223  

3.00%, 7/15/23

      80,000          76,142  

3.40%, 3/1/27

      110,000          101,884  

6.13%, 11/15/41

      21,000          24,529  

4.80%, 7/15/46

      125,000          121,626  

Federal Realty Investment Trust

        

4.50%, 12/1/44

      200,000          204,953  

FedEx Corp.

        

2.63%, 8/1/22

      100,000          97,296  

4.00%, 1/15/24

      20,000          20,495  

3.25%, 4/1/26

      306,000          294,661  

3.88%, 8/1/42

      220,000          201,363  

4.10%, 4/15/43

      100,000          93,771  

4.75%, 11/15/45

      127,000          130,118  

4.55%, 4/1/46

      90,000          89,342  

4.40%, 1/15/47

      120,000          117,247  

Fidelity National Information Services, Inc.

        

5.00%, 10/15/25

      341,000          361,759  

3.00%, 8/15/26

      70,000          64,578  

4.50%, 8/15/46

      25,000          23,629  

Fifth Third Bancorp

        

2.88%, 7/27/20

      43,000          42,852  

4.30%, 1/16/24

      225,000          229,670  

8.25%, 3/1/38

      100,000          139,563  

FirstEnergy Corp.

        

3.90%, 7/15/27, Series B

      100,000          98,354  

7.38%, 11/15/31, Series C

      100,000          132,134  

4.85%, 7/15/47, Series C

      210,000          219,909  

Fiserv, Inc.

        

4.63%, 10/1/20

      25,000          25,805  

Flowers Foods, Inc.

        

3.50%, 10/1/26

      8,000          7,577  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Ford Motor Co.

        

4.35%, 12/8/26

    $   135,000        $   133,808  

6.63%, 10/1/28

      275,000          310,431  

7.45%, 7/16/31

      150,000          178,026  

4.75%, 1/15/43

      175,000          157,458  

Ford Motor Credit Co. LLC

        

4.13%, 8/4/25

      200,000          196,937  

3.82%, 11/2/27

      200,000          187,878  

Fortive Corp.

        

1.80%, 6/15/19

      70,000          69,170  

3.15%, 6/15/26

      200,000          188,269  

Franklin Resources, Inc.

        

2.85%, 3/30/25

      145,000          138,735  

FS Investment Corp.

        

4.00%, 7/15/19

      25,000          25,023  

GATX Corp.

        

3.25%, 3/30/25

      45,000          42,534  

3.85%, 3/30/27

      5,000          4,822  

GE Capital International Funding Co. Unlimited Co.

        

4.42%, 11/15/35

      500,000          482,671  

General Dynamics Corp.

        

3.50%, 5/15/25

      65,000          64,977  

2.13%, 8/15/26

      225,000          202,680  

3.75%, 5/15/28

      200,000          202,007  

General Electric Co.

        

6.75%, 3/15/32, Series A

      215,000          265,254  

5.88%, 1/14/38

      50,000          57,329  

4.13%, 10/9/42

      25,000          23,021  

4.50%, 3/11/44

      225,000          218,891  

General Mills, Inc.

        

3.65%, 2/15/24

      2,000          1,984  

4.20%, 4/17/28

      135,000          133,432  

4.70%, 4/17/48

      175,000          170,205  

General Motors Co.

        

4.00%, 4/1/25

      85,000          83,566  

4.20%, 10/1/27

      100,000          97,249  

6.60%, 4/1/36

      80,000          89,582  

5.15%, 4/1/38

      250,000          244,260  

5.20%, 4/1/45

      75,000          71,690  

6.75%, 4/1/46

      275,000          314,784  

General Motors Financial Co., Inc.

        

3.20%, 7/6/21

      30,000          29,743  

4.38%, 9/25/21

      20,000          20,506  

3.45%, 1/14/22

      20,000          19,839  

3.45%, 4/10/22

      84,000          83,227  

3.15%, 6/30/22

      20,000          19,534  

4.00%, 1/15/25

      288,000          283,272  

4.30%, 7/13/25

      401,000          398,186  

4.00%, 10/6/26

      100,000          96,408  

3.85%, 1/5/28

      25,000          23,575  

Genpact Luxembourg Sarl

        

3.70%, 4/1/22(c)

      130,000          126,947  

Georgia Power Co.

        

3.25%, 3/30/27

      425,000          405,272  

5.40%, 6/1/40

      75,000          88,448  

4.30%, 3/15/42

      100,000          102,067  

Georgia-Pacific LLC

        

8.00%, 1/15/24

      30,000          36,560  

7.75%, 11/15/29

      100,000          135,007  

Gilead Sciences, Inc.

        

3.65%, 3/1/26

      260,000          257,930  

2.95%, 3/1/27

      300,000          281,832  

4.60%, 9/1/35

      100,000          103,766  

5.65%, 12/1/41

      135,000          157,222  

4.75%, 3/1/46

      75,000          78,143  

4.15%, 3/1/47

      135,000          130,012  

Goldman Sachs Group, Inc. (The)

        

4.00%, 3/3/24

      50,000          50,434  

3.50%, 1/23/25

      555,000          539,302  

4.25%, 10/21/25

      232,000          230,404  

3.50%, 11/16/26

      500,000          475,603  

5.95%, 1/15/27

      350,000          385,660  

3.85%, 1/26/27

      175,000          169,988  

3.69%, 6/5/28, (3.691% fixed rate until 6/5/27; 3-month U.S. dollar London Interbank Offered Rate + 1.51% thereafter)(d)

      500,000          477,054  

3.81%, 4/23/29, (3.814% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.158% thereafter)(d)

      250,000          240,359  

6.13%, 2/15/33

      40,000          46,755  

6.75%, 10/1/37

      275,000          331,744  

4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month U.S. dollar London Interbank Offered Rate + 1.373% thereafter)(d)

      75,000          69,524  

4.41%, 4/23/39, (4.411% fixed rate until 4/23/38; 3-month U.S. dollar London Interbank Offered Rate + 1.43% thereafter)(d)

      250,000          244,222  

6.25%, 2/1/41

      125,000          150,370  

4.80%, 7/8/44

      25,000          25,422  

5.15%, 5/22/45

      100,000          103,361  

Halliburton Co.

        

3.80%, 11/15/25

      100,000          100,021  

4.85%, 11/15/35

      200,000          211,422  

7.45%, 9/15/39

      150,000          205,042  

4.50%, 11/15/41

      2,000          2,008  

5.00%, 11/15/45

      105,000          113,997  

Harris Corp.

        

3.83%, 4/27/25

      185,000          185,480  

4.40%, 6/15/28

      55,000          55,803  

4.85%, 4/27/35

      67,000          70,043  

Hasbro, Inc.

        

6.35%, 3/15/40

      156,000          174,051  

HCP, Inc.

        

2.63%, 2/1/20

      130,000          128,781  

4.25%, 11/15/23

      20,000          20,252  

3.40%, 2/1/25

      25,000          23,808  

4.00%, 6/1/25

      100,000          98,509  

Healthcare Realty Trust, Inc.

        

3.63%, 1/15/28

      25,000          23,527  

Hershey Co. (The)

        

2.30%, 8/15/26

      425,000          386,850  

Hess Corp.

        

4.30%, 4/1/27

      60,000          58,817  

6.00%, 1/15/40

      100,000          104,713  

5.80%, 4/1/47

      200,000          211,883  

Hewlett Packard Enterprise Co.

        

4.90%, 10/15/25

      380,000          391,775  

6.35%, 10/15/45

      160,000          162,607  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Hexcel Corp.

        

4.70%, 8/15/25

    $   8,000        $   8,298  

3.95%, 2/15/27

      150,000          147,220  

Highwoods Realty L.P.

        

4.13%, 3/15/28

      25,000          24,716  

Home Depot, Inc. (The)

        

3.35%, 9/15/25

      105,000          103,997  

3.00%, 4/1/26

      80,000          77,208  

2.80%, 9/14/27

      175,000          164,593  

5.88%, 12/16/36

      150,000          189,059  

4.20%, 4/1/43

      25,000          25,558  

4.40%, 3/15/45

      35,000          36,884  

4.25%, 4/1/46

      55,000          56,650  

3.90%, 6/15/47

      155,000          152,495  

3.50%, 9/15/56

      25,000          21,911  

Honeywell International, Inc.

        

2.50%, 11/1/26

      395,000          365,132  

Hospitality Properties Trust

        

4.50%, 3/15/25

      110,000          109,013  

3.95%, 1/15/28

      15,000          13,704  

4.38%, 2/15/30

      180,000          167,397  

Host Hotels & Resorts L.P.

        

4.75%, 3/1/23, Series C

      25,000          25,783  

4.00%, 6/15/25, Series E

      20,000          19,597  

HSBC Bank USA NA

        

5.88%, 11/1/34

      250,000          291,796  

Hubbell, Inc.

        

3.63%, 11/15/22

      25,000          25,273  

3.15%, 8/15/27

      8,000          7,569  

Hudson Pacific Properties L.P.

        

3.95%, 11/1/27

      175,000          165,714  

Humana, Inc.

        

3.15%, 12/1/22

      15,000          14,804  

4.95%, 10/1/44

      225,000          238,385  

Huntington Ingalls Industries, Inc.

        

3.48%, 12/1/27(c)

      25,000          23,882  

Illinois Tool Works, Inc.

        

3.50%, 3/1/24

      35,000          35,431  

2.65%, 11/15/26

      99,000          92,099  

4.88%, 9/15/41

      2,000          2,270  

Ingersoll-Rand Global Holding Co., Ltd.

        

4.25%, 6/15/23

      132,000          136,619  

5.75%, 6/15/43

      130,000          152,946  

Intel Corp.

        

2.88%, 5/11/24

      120,000          117,071  

3.70%, 7/29/25

      178,000          180,785  

2.60%, 5/19/26

      300,000          280,517  

4.10%, 5/19/46

      95,000          96,913  

Intercontinental Exchange, Inc.

        

4.00%, 10/15/23

      25,000          25,626  

3.75%, 12/1/25

      345,000          346,069  

3.10%, 9/15/27

      25,000          23,783  

International Business Machines Corp.

        

3.38%, 8/1/23

      115,000          115,377  

7.00%, 10/30/25

      230,000          280,103  

3.45%, 2/19/26

      100,000          99,458  

3.30%, 1/27/27

      150,000          146,883  

4.00%, 6/20/42

      110,000          109,088  

4.70%, 2/19/46

      170,000          188,628  

International Flavors & Fragrances, Inc.

        

4.38%, 6/1/47

      60,000          54,634  

International Lease Finance Corp.

        

6.25%, 5/15/19

      23,000          23,709  

8.25%, 12/15/20

      10,000          11,144  

8.63%, 1/15/22

      5,000          5,783  

International Paper Co.

        

3.80%, 1/15/26

      355,000          348,798  

3.00%, 2/15/27

      161,000          146,859  

7.30%, 11/15/39

      100,000          129,104  

6.00%, 11/15/41

      75,000          85,272  

4.80%, 6/15/44

      50,000          49,285  

Invesco Finance PLC

        

4.00%, 1/30/24

      537,000          549,536  

Jefferies Group LLC

        

8.50%, 7/15/19

      115,000          121,718  

6.88%, 4/15/21

      70,000          75,977  

4.85%, 1/15/27

      153,000          151,841  

4.15%, 1/23/30

      65,000          58,881  

6.25%, 1/15/36

      86,000          88,879  

JM Smucker Co. (The)

        

4.25%, 3/15/35

      75,000          73,545  

John Deere Capital Corp.

        

3.05%, 1/6/28

      25,000          23,942  

Johnson Controls International PLC

        

3.90%, 2/14/26

      25,000          24,775  

5.13%, 9/14/45

      117,000          125,723  

JPMorgan Chase & Co.

        

3.88%, 2/1/24

      147,000          148,951  

3.63%, 5/13/24

      50,000          49,938  

3.88%, 9/10/24

      50,000          49,615  

3.13%, 1/23/25

      180,000          172,754  

3.22%, 3/1/25, (3.22% fixed rate until 3/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.155% thereafter)(d)

      500,000          484,892  

3.30%, 4/1/26

      720,000          690,813  

2.95%, 10/1/26

      53,000          49,420  

4.13%, 12/15/26

      250,000          249,592  

4.25%, 10/1/27

      95,000          95,121  

3.63%, 12/1/27

      500,000          473,596  

3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.337% thereafter)(d)

      230,000          225,438  

3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(d)

      5,000          4,804  

3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month U.S. dollar London Interbank Offered Rate + 0.945% thereafter)(d)

      500,000          477,385  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

4.01%, 4/23/29, (4.005% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.12% thereafter)(d)

    $   380,000        $   376,575  

6.40%, 5/15/38

      80,000          100,378  

5.63%, 8/16/43

      100,000          113,407  

4.26%, 2/22/48, (4.26% fixed rate until 2/22/47; 3-month U.S. dollar London Interbank Offered Rate + 1.58% thereafter)(d)

      130,000          126,257  

4.03%, 7/24/48, (4.032% fixed rate until 7/24/47; 3-month U.S. dollar London Interbank Offered Rate + 1.46% thereafter)(d)

      205,000          192,387  

3.90%, 1/23/49, (3.897% fixed rate until 1/23/48; 3-month U.S. dollar London Interbank Offered Rate + 1.22% thereafter)(d)

      60,000          55,402  

Juniper Networks, Inc.

        

4.50%, 3/15/24

      25,000          25,662  

Kansas City Southern

        

4.70%, 5/1/48

      125,000          124,397  

Kellogg Co.

        

4.00%, 12/15/20

      180,000          184,369  

2.65%, 12/1/23

      16,000          15,222  

3.25%, 4/1/26

      105,000          99,384  

4.50%, 4/1/46

      60,000          58,230  

Kemper Corp.

        

4.35%, 2/15/25

      125,000          124,353  

Kerr-McGee Corp.

        

6.95%, 7/1/24

      40,000          46,145  

7.88%, 9/15/31

      4,000          5,166  

KeyCorp

        

2.90%, 9/15/20

      115,000          114,663  

5.10%, 3/24/21

      70,000          73,478  

4.10%, 4/30/28

      240,000          240,605  

Kilroy Realty L.P.

        

3.45%, 12/15/24

      60,000          57,820  

4.38%, 10/1/25

      160,000          161,417  

4.25%, 8/15/29

      50,000          49,345  

Kimberly-Clark Corp.

        

2.40%, 6/1/23

      30,000          28,996  

3.20%, 7/30/46

      15,000          13,196  

Kimco Realty Corp.

        

3.30%, 2/1/25

      132,000          126,157  

2.80%, 10/1/26

      197,000          175,628  

Kinder Morgan Energy Partners L.P.

        

3.50%, 3/1/21

      30,000          30,029  

3.95%, 9/1/22

      20,000          20,134  

3.45%, 2/15/23

      40,000          39,352  

3.50%, 9/1/23

      35,000          34,273  

7.30%, 8/15/33

      1,000          1,197  

6.95%, 1/15/38

      90,000          107,106  

6.38%, 3/1/41

      8,000          8,877  

5.63%, 9/1/41

      200,000          207,356  

5.00%, 3/1/43

      115,000          109,184  

Kinder Morgan, Inc.

        

6.50%, 9/15/20

      5,000          5,343  

4.30%, 6/1/25

      630,000          631,179  

7.75%, 1/15/32

      150,000          186,967  

5.55%, 6/1/45

      175,000          181,695  

Kohl’s Corp.

        

4.25%, 7/17/25

      35,000          35,001  

Kraft Heinz Foods Co.

        

2.80%, 7/2/20

      132,000          131,286  

3.50%, 6/6/22

      341,000          340,292  

3.50%, 7/15/22

      15,000          14,937  

3.95%, 7/15/25

      65,000          64,215  

3.00%, 6/1/26

      186,000          170,052  

5.20%, 7/15/45

      425,000          427,407  

Kroger Co. (The)

        

4.45%, 2/1/47

      365,000          336,591  

4.65%, 1/15/48

      125,000          118,675  

L3 Technologies, Inc.

        

4.95%, 2/15/21

      10,000          10,370  

Laboratory Corp. of America Holdings

        

3.60%, 2/1/25

      50,000          49,215  

3.60%, 9/1/27

      25,000          23,953  

Lam Research Corp.

        

3.80%, 3/15/25

      88,000          88,179  

Lazard Group LLC

        

3.75%, 2/13/25

      25,000          24,467  

Leggett & Platt, Inc.

        

3.50%, 11/15/27

      25,000          23,951  

LG&E & KU Energy LLC

        

3.75%, 11/15/20

      25,000          25,345  

Life Storage L.P.

        

3.50%, 7/1/26

      60,000          56,420  

3.88%, 12/15/27

      25,000          23,917  

Lincoln National Corp.

        

4.35%, 3/1/48

      150,000          143,227  

Lockheed Martin Corp.

        

2.50%, 11/23/20

      20,000          19,785  

3.10%, 1/15/23

      25,000          24,778  

4.50%, 5/15/36

      340,000          357,253  

4.07%, 12/15/42

      120,000          117,441  

4.70%, 5/15/46

      70,000          74,986  

Loews Corp.

        

3.75%, 4/1/26

      5,000          5,009  

Lowe’s Cos., Inc.

        

3.38%, 9/15/25

      260,000          257,432  

2.50%, 4/15/26

      25,000          23,062  

3.10%, 5/3/27

      125,000          119,728  

4.05%, 5/3/47

      190,000          185,864  

LYB International Finance B.V.

        

4.00%, 7/15/23

      45,000          45,543  

5.25%, 7/15/43

      45,000          47,908  

4.88%, 3/15/44

      345,000          351,434  

LYB International Finance II B.V.

        

3.50%, 3/2/27

      20,000          18,992  

Macy’s Retail Holdings, Inc.

        

2.88%, 2/15/23

      30,000          28,386  

4.38%, 9/1/23

      100,000          100,376  

3.63%, 6/1/24(b)

      87,000          84,064  

Magellan Midstream Partners L.P.

        

4.20%, 10/3/47

      150,000          144,594  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Maple Escrow Subsidiary, Inc.

        

4.42%, 5/25/25(c)

    $   65,000        $   65,712  

4.60%, 5/25/28(c)

      130,000          131,297  

5.09%, 5/25/48(c)

      125,000          126,547  

Marathon Oil Corp.

        

2.80%, 11/1/22

      30,000          28,903  

3.85%, 6/1/25

      130,000          128,517  

6.60%, 10/1/37

      175,000          213,899  

Marathon Petroleum Corp.

        

4.75%, 9/15/44

      40,000          39,641  

5.00%, 9/15/54

      70,000          68,164  

Markel Corp.

        

3.50%, 11/1/27

      100,000          94,240  

4.30%, 11/1/47

      50,000          46,526  

Marriott International, Inc.

        

3.00%, 3/1/19

      10,000          10,020  

2.30%, 1/15/22

      10,000          9,613  

3.25%, 9/15/22

      25,000          24,745  

3.13%, 6/15/26, Series R

      100,000          93,466  

Marsh & McLennan Cos., Inc.

        

3.50%, 3/10/25

      80,000          78,629  

3.75%, 3/14/26

      47,000          46,993  

Martin Marietta Materials, Inc.

        

3.45%, 6/1/27

      25,000          23,449  

4.25%, 12/15/47

      180,000          160,547  

Mastercard, Inc.

        

3.38%, 4/1/24

      304,000          305,897  

McCormick & Co., Inc.

        

3.40%, 8/15/27

      50,000          47,643  

McDonald’s Corp.

        

3.35%, 4/1/23

      35,000          35,186  

3.38%, 5/26/25

      155,000          152,790  

3.70%, 1/30/26

      228,000          228,760  

4.60%, 5/26/45

      92,000          95,389  

4.88%, 12/9/45

      215,000          231,358  

4.45%, 3/1/47

      35,000          35,506  

McKesson Corp.

        

3.80%, 3/15/24

      40,000          39,901  

4.88%, 3/15/44(b)

      100,000          104,988  

Medtronic Global Holdings SCA

        

3.35%, 4/1/27

      185,000          182,089  

Medtronic, Inc.

        

3.50%, 3/15/25

      372,000          371,627  

4.38%, 3/15/35

      95,000          99,930  

4.63%, 3/15/44

      79,000          84,706  

4.63%, 3/15/45

      122,000          132,137  

Merck & Co., Inc.

        

2.75%, 2/10/25

      345,000          331,584  

3.70%, 2/10/45

      25,000          24,053  

Mercury General Corp.

        

4.40%, 3/15/27

      70,000          69,187  

MetLife, Inc.

        

4.37%, 9/15/23, Series D

      71,000          74,119  

3.60%, 4/10/24

      220,000          220,399  

3.00%, 3/1/25

      117,000          111,900  

6.50%, 12/15/32

      20,000          25,203  

6.38%, 6/15/34

      30,000          36,725  

5.70%, 6/15/35

      48,000          55,526  

4.13%, 8/13/42

      100,000          95,325  

4.88%, 11/13/43

      35,000          37,277  

6.40%, 12/15/66

      100,000          107,950  

Mid-America Apartments L.P.

        

3.75%, 6/15/24

      37,000          36,666  

MidAmerican Energy Co.

        

3.50%, 10/15/24

      295,000          298,106  

3.95%, 8/1/47

      35,000          34,769  

Molson Coors Brewing Co.

        

3.00%, 7/15/26

      157,000          143,484  

5.00%, 5/1/42

      100,000          100,560  

4.20%, 7/15/46

      110,000          98,836  

Monsanto Co.

        

3.38%, 7/15/24

      100,000          97,159  

4.40%, 7/15/44

      20,000          19,023  

3.95%, 4/15/45

      12,000          10,683  

4.70%, 7/15/64

      25,000          23,011  

Morgan Stanley

        

4.88%, 11/1/22

      210,000          219,345  

3.88%, 4/29/24, Series F

      600,000          603,627  

3.70%, 10/23/24

      179,000          178,357  

5.00%, 11/24/25

      20,000          20,861  

3.88%, 1/27/26

      158,000          156,685  

4.35%, 9/8/26

      200,000          199,640  

3.63%, 1/20/27

      200,000          193,604  

3.95%, 4/23/27

      190,000          183,699  

3.59%, 7/22/28, (3.591% fixed rate until 7/22/27; 3-month U.S. dollar London Interbank Offered Rate + 1.34% thereafter)(d)

      500,000          478,439  

3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month U.S. dollar London Interbank Offered Rate + 1.14% thereafter)(d)

      250,000          242,051  

3.97%, 7/22/38, (3.971% fixed rate until 7/22/37; 3-month U.S. dollar London Interbank Offered Rate + 1.455% thereafter)(d)

      265,000          250,216  

4.46%, 4/22/39, (4.457% fixed rate until 4/22/38; 3-month U.S. dollar London Interbank Offered Rate + 1.431% thereafter)(d)

      225,000          225,528  

4.30%, 1/27/45

      130,000          125,365  

4.38%, 1/22/47

      100,000          98,275  

Mosaic Co. (The)

        

3.25%, 11/15/22

      25,000          24,427  

4.25%, 11/15/23

      100,000          101,293  

4.88%, 11/15/41

      62,000          57,839  

5.63%, 11/15/43

      38,000          39,336  

Motorola Solutions, Inc.

        

5.50%, 9/1/44

      100,000          98,739  

MPLX L.P.

        

4.50%, 7/15/23

      60,000          61,844  

4.88%, 12/1/24

      130,000          135,947  

4.00%, 2/15/25

      8,000          7,908  

4.13%, 3/1/27

      25,000          24,469  

4.50%, 4/15/38

      225,000          215,229  

5.20%, 3/1/47

      150,000          155,192  

4.70%, 4/15/48

      210,000          201,808  

4.90%, 4/15/58

      30,000          27,963  

MUFG Americas Holdings Corp.

        

3.00%, 2/10/25

      21,000          20,225  

Mylan N.V.

        

3.15%, 6/15/21

      92,000          91,076  

3.95%, 6/15/26

      100,000          95,439  

5.25%, 6/15/46

      150,000          146,591  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Mylan, Inc.

        

4.20%, 11/29/23

    $   225,000        $   225,791  

Nasdaq, Inc.

        

5.55%, 1/15/20

      50,000          51,990  

National Retail Properties, Inc.

        

3.80%, 10/15/22

      8,000          8,042  

3.30%, 4/15/23

      25,000          24,558  

National Rural Utilities Cooperative Finance Corp.

        

2.95%, 2/7/24

      430,000          419,719  

2.85%, 1/27/25

      155,000          149,003  

NBCUniversal Media LLC

        

5.95%, 4/1/41

      33,000          37,925  

4.45%, 1/15/43

      25,000          24,060  

Newell Brands, Inc.

        

2.88%, 12/1/19

      25,000          24,911  

3.85%, 4/1/23

      25,000          24,926  

4.20%, 4/1/26

      400,000          393,669  

5.50%, 4/1/46

      220,000          223,736  

Newmont Mining Corp.

        

6.25%, 10/1/39

      170,000          202,306  

NextEra Energy Capital Holdings, Inc.

        

2.40%, 9/15/19

      40,000          39,776  

4.80%, 12/1/77, (4.80% fixed rate until 12/1/27; 3-month U.S. dollar London Interbank Offered Rate + 2.409% thereafter)(d)

      33,000          30,875  

NIKE, Inc.

        

2.25%, 5/1/23

      25,000          23,979  

2.38%, 11/1/26

      160,000          147,806  

3.63%, 5/1/43

      190,000          178,300  

NiSource, Inc.

        

3.49%, 5/15/27

      200,000          192,733  

5.95%, 6/15/41

      2,000          2,367  

5.65%, 2/1/45

      219,000          255,234  

3.95%, 3/30/48

      75,000          70,212  

Noble Energy, Inc.

        

3.85%, 1/15/28

      13,000          12,743  

6.00%, 3/1/41

      150,000          173,076  

5.05%, 11/15/44

      25,000          26,187  

4.95%, 8/15/47

      69,000          71,932  

Nordstrom, Inc.

        

4.00%, 3/15/27

      20,000          19,170  

Norfolk Southern Corp.

        

3.25%, 12/1/21

      210,000          210,371  

2.90%, 6/15/26

      8,000          7,552  

3.15%, 6/1/27

      100,000          94,731  

3.94%, 11/1/47

      100,000          95,095  

4.05%, 8/15/52

      132,000          125,401  

Northern States Power Co.

        

6.20%, 7/1/37

      10,000          13,020  

5.35%, 11/1/39

      50,000          59,886  

Northern Trust Corp.

        

3.38%, 5/8/32, (3.375% fixed rate until 5/8/27; 3-month U.S. dollar London Interbank Offered Rate + 1.131% thereafter)(d)

      30,000          28,494  

Northrop Grumman Corp.

        

3.50%, 3/15/21

      117,000          118,722  

2.55%, 10/15/22

      25,000          24,196  

3.25%, 8/1/23

      336,000          334,229  

3.20%, 2/1/27

      75,000          71,297  

3.25%, 1/15/28

      100,000          94,820  

3.85%, 4/15/45

      250,000          229,694  

4.03%, 10/15/47

      50,000          47,315  

Northwell Healthcare, Inc.

        

3.98%, 11/1/46

      15,000          13,844  

4.26%, 11/1/47

      25,000          24,210  

NSTAR Electric Co.

        

3.20%, 5/15/27

      50,000          48,382  

Nucor Corp.

        

6.40%, 12/1/37

      27,000          34,390  

Occidental Petroleum Corp.

        

3.40%, 4/15/26

      400,000          393,335  

3.00%, 2/15/27

      135,000          128,592  

4.40%, 4/15/46

      25,000          25,725  

4.10%, 2/15/47

      25,000          24,815  

4.20%, 3/15/48

      50,000          50,092  

Oglethorpe Power Corp.

        

5.38%, 11/1/40

      15,000          17,116  

Ohio Edison Co.

        

6.88%, 7/15/36

      165,000          220,261  

Old Republic International Corp.

        

3.88%, 8/26/26

      110,000          106,321  

Omega Healthcare Investors, Inc.

        

4.95%, 4/1/24

      25,000          25,480  

4.50%, 4/1/27(b)

      225,000          214,932  

Omnicom Group, Inc.

        

3.63%, 5/1/22

      80,000          80,061  

Oncor Electric Delivery Co. LLC

        

2.95%, 4/1/25

      169,000          162,907  

3.75%, 4/1/45

      105,000          101,915  

ONEOK Partners L.P.

        

5.00%, 9/15/23

      150,000          157,754  

6.20%, 9/15/43

      50,000          57,994  

ONEOK, Inc.

        

4.00%, 7/13/27

      180,000          176,375  

Oracle Corp.

        

3.63%, 7/15/23

      55,000          56,194  

2.40%, 9/15/23

      325,000          311,762  

2.65%, 7/15/26

      150,000          140,090  

3.25%, 11/15/27

      475,000          462,530  

3.90%, 5/15/35

      180,000          179,071  

6.50%, 4/15/38

      100,000          131,209  

5.38%, 7/15/40

      250,000          296,172  

4.00%, 11/15/47

      200,000          196,707  

Owens Corning

        

4.20%, 12/1/24

      25,000          25,051  

3.40%, 8/15/26

      200,000          187,436  

7.00%, 12/1/36

      13,000          15,902  

Pacific Gas & Electric Co.

        

3.75%, 2/15/24

      40,000          39,934  

3.40%, 8/15/24

      120,000          116,707  

6.05%, 3/1/34

      180,000          209,050  

5.80%, 3/1/37

      255,000          290,263  

4.00%, 12/1/46

      45,000          41,008  

PacifiCorp

        

3.60%, 4/1/24

      505,000          512,495  

6.00%, 1/15/39

      165,000          211,089  

Packaging Corp. of America

        

3.65%, 9/15/24

      25,000          24,834  

Parker-Hannifin Corp.

        

3.25%, 3/1/27

      100,000          97,415  

4.45%, 11/21/44

      50,000          52,962  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

PECO Energy Co.

        

4.15%, 10/1/44

    $   4,000        $   4,128  

PepsiCo, Inc.

        

2.75%, 4/30/25

      145,000          138,597  

4.00%, 3/5/42

      172,000          171,753  

4.60%, 7/17/45

      2,000          2,171  

4.45%, 4/14/46

      200,000          212,783  

3.45%, 10/6/46

      45,000          40,912  

Perrigo Finance Unlimited Co.

        

4.90%, 12/15/44

      250,000          242,862  

Pfizer, Inc.

        

5.80%, 8/12/23

      100,000          112,245  

3.40%, 5/15/24

      282,000          284,003  

2.75%, 6/3/26

      100,000          94,935  

7.20%, 3/15/39

      230,000          326,027  

4.13%, 12/15/46

      139,000          141,614  

Philip Morris International, Inc.

        

3.25%, 11/10/24

      77,000          75,264  

3.38%, 8/11/25

      60,000          58,311  

2.75%, 2/25/26

      180,000          168,118  

3.13%, 8/17/27

      300,000          286,447  

4.13%, 3/4/43

      248,000          234,781  

Phillips 66

        

4.88%, 11/15/44

      210,000          223,943  

Phillips 66 Partners L.P.

        

3.75%, 3/1/28

      95,000          90,655  

Physicians Realty L.P.

        

3.95%, 1/15/28

      25,000          23,615  

Pitney Bowes, Inc.

        

3.63%, 9/15/20

      25,000          24,563  

4.38%, 5/15/22

      25,000          22,688  

4.63%, 3/15/24

      20,000          17,248  

Plains All American Pipeline L.P.

        

3.65%, 6/1/22

      10,000          9,876  

4.65%, 10/15/25

      240,000          241,172  

4.50%, 12/15/26

      255,000          252,350  

4.70%, 6/15/44

      17,000          15,172  

4.90%, 2/15/45

      105,000          97,192  

PNC Bank NA

        

3.25%, 1/22/28

      375,000          359,671  

PPL Capital Funding, Inc.

        

5.00%, 3/15/44

      25,000          26,925  

PPL Electric Utilities Corp.

        

3.95%, 6/1/47

      100,000          99,718  

Praxair, Inc.

        

3.20%, 1/30/26

      200,000          196,192  

Principal Financial Group, Inc.

        

3.40%, 5/15/25

      25,000          24,431  

3.10%, 11/15/26

      25,000          23,619  

Progress Energy, Inc.

        

4.40%, 1/15/21

      25,000          25,619  

3.15%, 4/1/22

      185,000          183,095  

Progressive Corp. (The)

        

6.63%, 3/1/29

      75,000          91,893  

4.13%, 4/15/47

      150,000          149,316  

Prologis L.P.

        

4.25%, 8/15/23

      110,000          113,913  

3.75%, 11/1/25

      170,000          170,228  

Prudential Financial, Inc.

        

3.50%, 5/15/24

      50,000          50,161  

5.63%, 6/15/43, (5.625% fixed rate until 6/15/23; 3-month U.S. dollar London Interbank Offered Rate + 3.92% thereafter)(d)

      171,000          178,054  

5.20%, 3/15/44, (5.20% fixed rate until 3/15/24; 3-month U.S. dollar London Interbank Offered Rate + 3.04% thereafter)(d)

      180,000          180,000  

5.38%, 5/15/45, (5.375% fixed rate until 5/15/25; 3-month U.S. dollar London Interbank Offered Rate + 3.031% thereafter)(d)

      88,000          88,660  

4.50%, 9/15/47, (4.50% fixed rate until 9/15/27; 3-month U.S. dollar London Interbank Offered Rate + 2.38% thereafter)(d)

      108,000          101,385  

PSEG Power LLC

        

8.63%, 4/15/31

      100,000          132,062  

Public Service Electric & Gas Co.

        

2.25%, 9/15/26

      8,000          7,238  

3.00%, 5/15/27

      35,000          33,509  

5.50%, 3/1/40

      4,000          4,881  

3.60%, 12/1/47

      150,000          142,400  

Public Service Enterprise Group, Inc.

        

2.65%, 11/15/22

      200,000          193,247  

Puget Energy, Inc.

        

3.65%, 5/15/25

      65,000          63,825  

Puget Sound Energy, Inc.

        

4.30%, 5/20/45

      15,000          15,632  

QUALCOMM, Inc.

        

2.90%, 5/20/24

      115,000          108,955  

3.45%, 5/20/25

      635,000          615,977  

3.25%, 5/20/27

      155,000          145,911  

4.65%, 5/20/35

      60,000          61,271  

4.80%, 5/20/45

      25,000          25,545  

4.30%, 5/20/47

      50,000          47,301  

QVC, Inc.

        

4.85%, 4/1/24

      25,000          25,379  

4.45%, 2/15/25

      38,000          36,993  

Raymond James Financial, Inc.

        

3.63%, 9/15/26

      20,000          19,435  

4.95%, 7/15/46

      50,000          52,750  

Raytheon Co.

        

4.88%, 10/15/40

      180,000          206,018  

Realty Income Corp.

        

3.25%, 10/15/22

      100,000          98,917  

3.88%, 7/15/24

      25,000          24,911  

4.13%, 10/15/26

      95,000          95,030  

3.65%, 1/15/28

      25,000          24,099  

4.65%, 3/15/47

      35,000          35,714  

Regency Centers L.P.

        

3.60%, 2/1/27

      135,000          129,652  

4.40%, 2/1/47

      13,000          12,507  

Regions Financial Corp.

        

3.20%, 2/8/21

      45,000          44,951  

RenaissanceRe Finance, Inc.

        

3.45%, 7/1/27

      25,000          23,559  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Republic Services, Inc.

        

3.20%, 3/15/25

    $   125,000        $   121,730  

3.95%, 5/15/28

      50,000          49,893  

Reynolds American, Inc.

        

4.45%, 6/12/25

      190,000          192,808  

7.25%, 6/15/37

      100,000          128,283  

5.85%, 8/15/45

      110,000          123,358  

Rockwell Collins, Inc.

        

3.70%, 12/15/23

      8,000          8,023  

3.20%, 3/15/24

      405,000          391,996  

3.50%, 3/15/27

      280,000          268,743  

4.35%, 4/15/47

      225,000          219,174  

Roper Technologies, Inc.

        

3.00%, 12/15/20

      100,000          99,671  

3.80%, 12/15/26

      90,000          88,732  

Royal Caribbean Cruises Ltd.

        

7.50%, 10/15/27

      50,000          60,955  

3.70%, 3/15/28

      25,000          23,532  

Ryder System, Inc.

        

2.55%, 6/1/19

      5,000          4,981  

2.45%, 9/3/19

      5,000          4,980  

S&P Global, Inc.

        

4.00%, 6/15/25

      49,000          49,777  

2.95%, 1/22/27

      5,000          4,689  

Sabine Pass Liquefaction LLC

        

5.75%, 5/15/24

      150,000          161,401  

5.63%, 3/1/25

      161,000          172,333  

5.88%, 6/30/26

      100,000          108,617  

4.20%, 3/15/28

      150,000          146,358  

Santander Holdings USA, Inc.

        

4.40%, 7/13/27

      375,000          362,785  

Schlumberger Investment S.A.

        

3.65%, 12/1/23

      450,000          456,774  

Seagate HDD Cayman

        

4.75%, 6/1/23

      31,000          30,504  

4.75%, 1/1/25

      220,000          211,729  

4.88%, 6/1/27

      230,000          215,807  

Sempra Energy

        

2.85%, 11/15/20

      235,000          232,714  

6.00%, 10/15/39

      227,000          275,372  

Sherwin-Williams Co. (The)

        

2.75%, 6/1/22

      15,000          14,626  

3.45%, 8/1/25

      25,000          24,300  

3.45%, 6/1/27

      232,000          220,689  

4.55%, 8/1/45

      12,000          11,797  

4.50%, 6/1/47

      126,000          124,333  

Shire Acquisitions Investments Ireland DAC

        

1.90%, 9/23/19

      125,000          123,291  

2.40%, 9/23/21

      145,000          139,702  

2.88%, 9/23/23

      296,000          279,887  

3.20%, 9/23/26

      175,000          161,249  

Simon Property Group L.P.

        

3.50%, 9/1/25

      145,000          142,162  

3.30%, 1/15/26

      315,000          303,559  

3.38%, 6/15/27

      175,000          169,007  

6.75%, 2/1/40

      25,000          32,699  

4.25%, 10/1/44

      2,000          1,951  

Snap-on, Inc.

        

3.25%, 3/1/27

      140,000          135,543  

Southern California Edison Co.

        

6.65%, 4/1/29

      10,000          12,236  

5.35%, 7/15/35, Series 05-E

      10,000          11,528  

5.63%, 2/1/36

      200,000          239,898  

3.90%, 3/15/43, Series 13-A

      15,000          14,332  

3.60%, 2/1/45, Series C

      15,000          13,813  

4.00%, 4/1/47

      305,000          298,009  

Southern Co. (The)

        

2.15%, 9/1/19

      170,000          168,686  

2.95%, 7/1/23

      50,000          48,649  

3.25%, 7/1/26

      410,000          388,500  

4.25%, 7/1/36

      210,000          209,546  

4.40%, 7/1/46

      100,000          100,452  

Southern Co. Gas Capital Corp.

        

2.45%, 10/1/23

      25,000          23,584  

Southern Natural Gas Co. LLC

        

4.40%, 6/15/21

      5,000          5,140  

Southwest Airlines Co.

        

2.75%, 11/6/19

      270,000          269,065  

2.65%, 11/5/20

      77,000          76,368  

2.75%, 11/16/22

      129,000          125,995  

3.45%, 11/16/27

      500,000          477,051  

Southwest Gas Corp.

        

3.80%, 9/29/46

      35,000          33,197  

Southwestern Electric Power Co.

        

2.75%, 10/1/26, Series K

      5,000          4,655  

3.90%, 4/1/45, Series J

      100,000          94,938  

Spectra Energy Partners L.P.

        

3.38%, 10/15/26

      40,000          37,423  

5.95%, 9/25/43

      130,000          149,294  

4.50%, 3/15/45

      161,000          153,749  

Stanley Black & Decker, Inc.

        

5.20%, 9/1/40

      59,000          66,006  

Starbucks Corp.

        

2.45%, 6/15/26

      50,000          46,372  

3.75%, 12/1/47

      15,000          14,312  

State Street Corp.

        

3.70%, 11/20/23

      25,000          25,495  

3.55%, 8/18/25

      80,000          79,875  

2.65%, 5/19/26

      55,000          51,559  

Stifel Financial Corp.

        

4.25%, 7/18/24

      25,000          25,040  

Stryker Corp.

        

3.50%, 3/15/26

      40,000          39,504  

4.10%, 4/1/43

      2,000          1,967  

Sunoco Logistics Partners Operations L.P.

        

4.95%, 1/15/43

      4,000          3,567  

5.35%, 5/15/45

      100,000          92,670  

5.40%, 10/1/47

      225,000          212,128  

SunTrust Banks, Inc.

        

2.70%, 1/27/22

      518,000          507,035  

SVB Financial Group

        

3.50%, 1/29/25

      20,000          19,629  

Synchrony Financial

        

3.75%, 8/15/21

      25,000          25,085  

4.25%, 8/15/24

      11,000          10,877  

4.50%, 7/23/25

      25,000          24,839  

3.70%, 8/4/26

      70,000          64,753  

3.95%, 12/1/27

      128,000          119,397  

Synovus Financial Corp.

        

3.13%, 11/1/22

      25,000          24,156  

Sysco Corp.

        

3.30%, 7/15/26

      100,000          95,815  

Tampa Electric Co.

        

4.10%, 6/15/42

      25,000          24,742  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Tanger Properties L.P.

        

3.13%, 9/1/26

    $   90,000        $   81,502  

Target Corp.

        

3.50%, 7/1/24

      110,000          111,114  

3.63%, 4/15/46

      30,000          27,232  

3.90%, 11/15/47

      25,000          23,640  

TD Ameritrade Holding Corp.

        

3.30%, 4/1/27

      140,000          135,481  

Texas Instruments, Inc.

        

2.90%, 11/3/27

      65,000          61,853  

4.15%, 5/15/48

      100,000          104,722  

Textron, Inc.

        

3.88%, 3/1/25

      8,000          7,961  

Thermo Fisher Scientific, Inc.

        

4.50%, 3/1/21

      130,000          134,930  

3.30%, 2/15/22

      12,000          11,989  

4.15%, 2/1/24

      80,000          81,826  

4.10%, 8/15/47

      100,000          96,104  

Time Warner Cable LLC

        

5.00%, 2/1/20

      80,000          82,065  

6.55%, 5/1/37

      350,000          384,862  

7.30%, 7/1/38

      200,000          233,653  

6.75%, 6/15/39

      300,000          333,191  

4.50%, 9/15/42

      75,000          63,499  

Time Warner, Inc.

        

4.88%, 3/15/20

      15,000          15,497  

4.70%, 1/15/21

      7,000          7,248  

3.55%, 6/1/24

      350,000          342,838  

3.60%, 7/15/25

      210,000          203,183  

3.88%, 1/15/26

      100,000          97,650  

3.80%, 2/15/27

      67,000          64,833  

6.10%, 7/15/40

      50,000          57,211  

5.35%, 12/15/43

      103,000          106,379  

4.85%, 7/15/45

      150,000          145,713  

TJX Cos., Inc. (The)

        

2.25%, 9/15/26

      80,000          71,719  

Total System Services, Inc.

        

4.80%, 4/1/26

      125,000          130,326  

Transatlantic Holdings, Inc.

        

8.00%, 11/30/39

      8,000          11,023  

Travelers Cos., Inc. (The)

        

6.25%, 6/15/37

      75,000          95,215  

3.75%, 5/15/46

      60,000          56,164  

4.00%, 5/30/47

      200,000          195,785  

Tucson Electric Power Co.

        

3.05%, 3/15/25

      176,000          167,855  

Tyson Foods, Inc.

        

3.95%, 8/15/24

      400,000          402,468  

5.15%, 8/15/44

      180,000          189,630  

U.S. Bancorp

        

3.60%, 9/11/24

      468,000          464,648  

3.10%, 4/27/26

      25,000          23,637  

UDR, Inc.

        

2.95%, 9/1/26

      90,000          83,126  

3.50%, 1/15/28

      25,000          23,781  

Union Electric Co.

        

5.30%, 8/1/37

      110,000          127,336  

3.90%, 9/15/42

      15,000          14,827  

4.00%, 4/1/48

      25,000          24,843  

Union Pacific Corp.

        

3.25%, 8/15/25

      155,000          151,783  

2.75%, 3/1/26

      210,000          198,453  

3.00%, 4/15/27

      205,000          195,867  

3.60%, 9/15/37

      180,000          169,913  

4.05%, 11/15/45

      15,000          14,723  

4.05%, 3/1/46

      99,000          97,211  

4.00%, 4/15/47

      15,000          14,598  

4.38%, 11/15/65

      30,000          28,660  

United Airlines Pass Through Trust

        

4.00%, 10/11/27, Series A

      14,159          14,197  

3.75%, 3/3/28, Series A

      14,574          14,449  

United Parcel Service, Inc.

        

2.80%, 11/15/24

      235,000          227,090  

3.05%, 11/15/27

      49,000          47,194  

3.75%, 11/15/47

      40,000          37,718  

United Technologies Corp.

        

2.80%, 5/4/24

      147,000          139,564  

3.13%, 5/4/27

      75,000          69,981  

4.50%, 6/1/42

      150,000          148,386  

4.15%, 5/15/45

      50,000          47,058  

3.75%, 11/1/46

      50,000          44,154  

4.05%, 5/4/47

      60,000          55,503  

UnitedHealth Group, Inc.

        

3.75%, 7/15/25

      300,000          301,949  

3.10%, 3/15/26

      450,000          434,103  

3.45%, 1/15/27

      100,000          98,593  

3.38%, 4/15/27

      45,000          44,065  

2.95%, 10/15/27

      100,000          94,421  

6.63%, 11/15/37

      13,000          17,244  

6.88%, 2/15/38

      300,000          408,772  

4.63%, 11/15/41

      20,000          21,385  

4.25%, 3/15/43

      6,000          6,119  

4.75%, 7/15/45

      100,000          109,606  

Unum Group

        

5.75%, 8/15/42

      122,000          132,701  

Valero Energy Corp.

        

3.65%, 3/15/25

      180,000          177,682  

3.40%, 9/15/26

      60,000          57,696  

4.35%, 6/1/28

      165,000          167,725  

6.63%, 6/15/37

      400,000          497,301  

4.90%, 3/15/45

      4,000          4,177  

Ventas Realty L.P.

        

4.75%, 6/1/21

      105,000          108,937  

3.50%, 2/1/25

      40,000          38,597  

3.25%, 10/15/26

      80,000          74,155  

4.38%, 2/1/45

      112,000          105,454  

VEREIT Operating Partnership L.P.

        

3.95%, 8/15/27

      195,000          181,687  

Verisk Analytics, Inc.

        

5.80%, 5/1/21

      25,000          26,667  

4.13%, 9/12/22

      25,000          25,524  

4.00%, 6/15/25

      55,000          54,604  

Verizon Communications, Inc.

        

3.00%, 11/1/21

      15,000          14,935  

3.50%, 11/1/21

      20,000          20,145  

2.95%, 3/15/22

      35,000          34,438  

2.45%, 11/1/22

      16,000          15,346  

3.50%, 11/1/24

      264,000          259,811  

2.63%, 8/15/26

      46,000          41,592  

4.13%, 3/16/27

      500,000          502,223  

5.25%, 3/16/37

      250,000          261,780  

4.81%, 3/15/39

      100,000          98,277  

4.75%, 11/1/41

      175,000          170,442  

3.85%, 11/1/42

      250,000          214,933  

4.13%, 8/15/46

      188,000          163,699  

4.86%, 8/21/46

      275,000          267,015  

4.52%, 9/15/48

      343,000          317,181  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

5.01%, 4/15/49

    $   452,000        $ 446,982  

5.01%, 8/21/54

      275,000          265,031  

4.67%, 3/15/55

      192,000          173,983  

VF Corp.

        

6.45%, 11/1/37

      53,000          67,321  

Viacom, Inc.

        

4.25%, 9/1/23

      100,000          100,356  

3.88%, 4/1/24

      101,000          99,232  

6.88%, 4/30/36

      235,000          264,055  

4.38%, 3/15/43

      180,000          155,312  

5.85%, 9/1/43

      150,000          154,157  

5.25%, 4/1/44

      30,000          29,112  

Virginia Electric & Power Co.

        

3.50%, 3/15/27, Series A

      150,000          147,977  

6.00%, 5/15/37, Series A

      400,000          495,385  

6.35%, 11/30/37

      50,000          64,013  

Visa, Inc.

        

3.15%, 12/14/25

      415,000          406,203  

4.15%, 12/14/35

      50,000          52,550  

3.65%, 9/15/47

      80,000          76,253  

Vornado Realty L.P.

        

5.00%, 1/15/22

      93,000          97,121  

Voya Financial, Inc.

        

3.13%, 7/15/24

      150,000          142,786  

Vulcan Materials Co.

        

3.90%, 4/1/27

      25,000          24,285  

Wabtec Corp.

        

3.45%, 11/15/26

      70,000          65,449  

Walgreen Co.

        

3.10%, 9/15/22

      42,000          41,373  

Walgreens Boots Alliance, Inc.

        

2.70%, 11/18/19

      90,000          89,914  

3.80%, 11/18/24

      100,000          99,667  

3.45%, 6/1/26

      175,000          166,003  

4.80%, 11/18/44

      175,000          171,178  

Walt Disney Co. (The)

        

3.00%, 2/13/26

      100,000          97,305  

1.85%, 7/30/26

      346,000          305,176  

2.95%, 6/15/27(b)

      145,000          138,437  

4.13%, 12/1/41, Series E

      4,000          4,075  

3.70%, 12/1/42

      15,000          14,122  

3.00%, 7/30/46

      25,000          20,604  

Waste Management, Inc.

        

2.90%, 9/15/22

      25,000          24,609  

3.50%, 5/15/24

      140,000          139,784  

3.13%, 3/1/25

      125,000          120,445  

3.15%, 11/15/27

      25,000          23,525  

4.10%, 3/1/45

      35,000          34,968  

Wells Fargo & Co.

        

4.13%, 8/15/23

      87,000          88,046  

3.55%, 9/29/25

      68,000          66,331  

4.10%, 6/3/26

      195,000          192,401  

4.30%, 7/22/27

      250,000          248,353  

3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month U.S. dollar London Interbank Offered Rate + 1.31% thereafter)(d)

      280,000          268,184  

5.61%, 1/15/44

      220,000          242,614  

4.65%, 11/4/44

      140,000          136,221  

3.90%, 5/1/45

      50,000          46,750  

4.75%, 12/7/46

      200,000          197,999  

Welltower, Inc.

        

4.00%, 6/1/25

      270,000          265,606  

4.25%, 4/1/26

      120,000          119,068  

6.50%, 3/15/41

      6,000          7,348  

Western Gas Partners L.P.

        

5.38%, 6/1/21(b)

      73,000          75,961  

5.45%, 4/1/44

      50,000          50,414  

Westlake Chemical Corp.

        

3.60%, 8/15/26

      90,000          86,409  

5.00%, 8/15/46

      75,000          77,872  

4.38%, 11/15/47

      55,000          52,091  

WestRock MWV LLC

        

8.20%, 1/15/30

      10,000          13,468  

WestRock RKT Co.

        

4.00%, 3/1/23

      8,000          8,152  

Weyerhaeuser Co.

        

3.25%, 3/15/23

      8,000          7,898  

6.95%, 10/1/27

      75,000          90,572  

7.38%, 3/15/32

      65,000          84,169  

Williams Partners L.P.

        

5.25%, 3/15/20

      40,000          41,402  

4.13%, 11/15/20

      6,000          6,102  

3.60%, 3/15/22

      104,000          103,767  

4.30%, 3/4/24

      80,000          80,835  

3.90%, 1/15/25

      100,000          97,877  

4.00%, 9/15/25

      150,000          147,208  

4.90%, 1/15/45

      210,000          205,703  

5.10%, 9/15/45

      50,000          50,359  

WR Berkley Corp.

        

4.75%, 8/1/44

      8,000          8,227  

WW Grainger, Inc.

        

4.20%, 5/15/47

      150,000          148,505  

Wyndham Worldwide Corp.

        

3.90%, 3/1/23(b)

      25,000          23,662  

5.10%, 10/1/25

      25,000          25,885  

4.50%, 4/1/27

      350,000          346,171  

Xerox Corp.

        

2.80%, 5/15/20

      25,000          24,745  

2.75%, 9/1/20(b)

      25,000          24,621  

3.80%, 5/15/24

      2,000          1,944  

6.75%, 12/15/39

      113,000          116,867  

Xilinx, Inc.

        

2.95%, 6/1/24

      198,000          189,477  

Zimmer Biomet Holdings, Inc.

        

3.38%, 11/30/21

      6,000          5,970  

3.70%, 3/19/23

      25,000          24,943  

3.55%, 4/1/25

      409,000          394,116  

Zoetis, Inc.

        

3.00%, 9/12/27

      45,000          41,854  

4.70%, 2/1/43

      25,000          26,114  

3.95%, 9/12/47

      25,000          23,195  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $168,670,853)

           163,397,895  
       

 

 

  
FOREIGN CORPORATE BONDS - 7.8%        
Australia - 0.1%        

BHP Billiton Finance USA Ltd.

        

4.13%, 2/24/42

      100,000          101,002  

5.00%, 9/30/43

      115,000          131,365  
       

 

 

  

Total Australia

           232,367  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  
Belgium - 0.6%        

Anheuser-Busch InBev Finance, Inc.

        

3.65%, 2/1/26

    $   480,000        $ 473,666  

4.70%, 2/1/36

      200,000          206,626  

4.90%, 2/1/46

      453,000          473,666  

Anheuser-Busch InBev Worldwide, Inc.

        

4.00%, 4/13/28

      275,000          275,164  

8.20%, 1/15/39

      150,000          218,473  

4.60%, 4/15/48

      270,000          271,645  

4.44%, 10/6/48

      36,000          35,254  

Koninklijke Ahold Delhaize N.V.

        

5.70%, 10/1/40

      310,000          347,438  
       

 

 

  
Total Belgium           2,301,932  
       

 

 

  
Brazil - 0.2%        

Embraer Netherlands Finance B.V.

        

5.05%, 6/15/25

      20,000          20,075  

5.40%, 2/1/27

      100,000          102,485  

Fibria Overseas Finance Ltd.

        

5.25%, 5/12/24(b)

      200,000          202,000  

Vale Overseas Ltd.

        

6.25%, 8/10/26

      90,000          97,758  

6.88%, 11/21/36

      200,000          225,400  

6.88%, 11/10/39

      105,000          119,963  

Vale S.A.

        

5.63%, 9/11/42

      100,000          101,000  
       

 

 

  
Total Brazil           868,681  
       

 

 

  
Canada - 1.5%        

Bank of Nova Scotia (The)

        

4.65%, 10/12/22, (4.65% fixed rate until 10/12/22; 3-month U.S. dollar London Interbank Offered Rate + 2.648% thereafter)(d)(e)

      300,000          276,997  

Barrick Gold Corp.

        

5.25%, 4/1/42

      56,000          60,527  

Barrick North America Finance LLC

        

5.70%, 5/30/41

      155,000          174,849  

5.75%, 5/1/43

      70,000          80,921  

Brookfield Asset Management, Inc.

        

4.00%, 1/15/25

      110,000          109,503  

Brookfield Finance, Inc.

        

4.70%, 9/20/47

      55,000          53,641  

Canadian National Railway Co.

        

2.95%, 11/21/24

      40,000          39,195  

3.65%, 2/3/48

      100,000          93,839  

Canadian Natural Resources Ltd.

        

3.45%, 11/15/21

      15,000          15,075  

2.95%, 1/15/23

      25,000          24,305  

3.90%, 2/1/25

      60,000          59,836  

3.85%, 6/1/27

      325,000          319,775  

6.50%, 2/15/37

      4,000          4,900  

6.25%, 3/15/38

      177,000          214,410  

4.95%, 6/1/47

      35,000          37,164  

Canadian Pacific Railway Co.

        

4.80%, 8/1/45

      75,000          81,211  

Cenovus Energy, Inc.

        

4.25%, 4/15/27

      145,000          139,881  

6.75%, 11/15/39

      126,000          142,927  

Enbridge, Inc.

        

2.90%, 7/15/22

      30,000          29,103  

4.00%, 10/1/23

      50,000          50,321  

3.70%, 7/15/27

      220,000          211,251  

4.50%, 6/10/44

      8,000          7,691  

Encana Corp.

        

3.90%, 11/15/21

      30,000          30,329  

6.50%, 8/15/34

      120,000          143,913  

Fortis, Inc.

        

3.06%, 10/4/26

      170,000          156,554  

Goldcorp, Inc.

        

3.70%, 3/15/23

      128,000          126,786  

5.45%, 6/9/44

      25,000          26,651  

Magna International, Inc.

        

4.15%, 10/1/25

      100,000          102,535  

Manulife Financial Corp.

        

4.15%, 3/4/26

      340,000          342,740  

Methanex Corp.

        

4.25%, 12/1/24

      6,000          5,984  

Nexen Energy ULC

        

6.40%, 5/15/37

      75,000          92,337  

Nutrien Ltd.

        

3.63%, 3/15/24

      24,000          23,552  

5.63%, 12/1/40

      30,000          33,782  

6.13%, 1/15/41

      30,000          34,882  

4.90%, 6/1/43

      30,000          30,823  

5.25%, 1/15/45

      30,000          32,173  

Petro-Canada

        

6.80%, 5/15/38

      150,000          196,993  

Rogers Communications, Inc.

        

5.00%, 3/15/44

      100,000          105,592  

4.30%, 2/15/48

      200,000          195,414  

Royal Bank of Canada

        

4.65%, 1/27/26

      155,000          159,013  

Suncor Energy, Inc.

        

3.60%, 12/1/24

      50,000          49,695  

5.95%, 12/1/34

      75,000          90,203  

6.50%, 6/15/38

      250,000          320,584  

6.85%, 6/1/39

      100,000          132,192  

TELUS Corp.

        

3.70%, 9/15/27

      120,000          118,153  

Thomson Reuters Corp.

        

5.85%, 4/15/40

      110,000          121,405  

5.65%, 11/23/43

      25,000          27,673  

Toronto-Dominion Bank (The)

        

3.63%, 9/15/31, (3.625% fixed rate until 9/15/26; 5-year U.S. dollar Swap Rate + 2.205% thereafter)(d)

      80,000          76,817  

TransAlta Corp.

        

6.50%, 3/15/40

      150,000          148,928  

TransCanada PipeLines Ltd.

        

3.75%, 10/16/23

      170,000          171,267  

4.25%, 5/15/28

      205,000          206,499  

4.63%, 3/1/34

      220,000          223,518  

5.85%, 3/15/36

      145,000          166,071  

4.88%, 5/15/48

      200,000          207,135  

Yamana Gold, Inc.

        

4.63%, 12/15/27(c)

      25,000          24,250  
       

 

 

  

Total Canada

           6,151,765  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  
China - 0.2%        

Alibaba Group Holding Ltd.

        

3.60%, 11/28/24

    $   200,000        $ 198,011  

3.40%, 12/6/27

      200,000          190,138  

CNOOC Nexen Finance 2014 ULC

        

4.25%, 4/30/24

      200,000          204,012  
       

 

 

  
Total China           592,161  
       

 

 

  
Colombia - 0.1%        

Ecopetrol S.A.

        

5.88%, 9/18/23

      125,000          132,562  

4.13%, 1/16/25

      150,000          144,375  

5.38%, 6/26/26

      100,000          102,650  

7.38%, 9/18/43

      100,000          112,750  

5.88%, 5/28/45

      100,000          95,975  
       

 

 

  
Total Colombia           588,312  
       

 

 

  
France - 0.0%        

Orange S.A.

        

9.00%, 3/1/31

      100,000          143,032  
       

 

 

  
Germany - 0.2%        

Daimler Finance North America LLC

        

8.50%, 1/18/31

      80,000          114,085  

Deutsche Bank AG

        

2.85%, 5/10/19

      102,000          101,090  

3.38%, 5/12/21

      130,000          127,226  

4.10%, 1/13/26

      75,000          69,872  

Deutsche Telekom International Finance B.V.

        

8.75%, 6/15/30

      211,000          292,459  
       

 

 

  
Total Germany           704,732  
       

 

 

  
Ireland - 0.0%        

XLIT Ltd.

        

6.38%, 11/15/24

      4,000          4,542  

4.45%, 3/31/25

      10,000          9,982  

5.50%, 3/31/45

      150,000          159,386  
       

 

 

  
Total Ireland           173,910  
       

 

 

  
Japan - 0.6%        

Beam Suntory, Inc.

        

3.25%, 5/15/22

      35,000          34,628  

Mitsubishi UFJ Financial Group, Inc.

        

3.85%, 3/1/26

      450,000          450,047  

3.29%, 7/25/27

      25,000          24,019  

Mizuho Financial Group, Inc.

        

4.02%, 3/5/28

      225,000          226,967  

Nomura Holdings, Inc.

        

6.70%, 3/4/20

      80,000          84,687  

ORIX Corp.

        

3.25%, 12/4/24

      380,000          365,721  

3.70%, 7/18/27

      80,000          77,720  

Sumitomo Mitsui Banking Corp.

        

3.95%, 1/10/24

      500,000          510,814  

Sumitomo Mitsui Financial Group, Inc.

        

2.63%, 7/14/26

      180,000          165,168  

3.45%, 1/11/27

      80,000          77,886  

3.36%, 7/12/27

      8,000          7,728  

3.54%, 1/17/28

      300,000          292,699  
       

 

 

  
Total Japan           2,318,084  
       

 

 

  
Mexico - 0.8%        

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

        

6.38%, 3/1/35

      100,000          119,972  

6.13%, 11/15/37

      10,000          11,752  

Grupo Televisa S.A.B.

        

5.00%, 5/13/45

      200,000          179,452  

Petroleos Mexicanos

        

8.00%, 5/3/19

      235,000          243,577  

3.50%, 7/23/20

      200,000          199,300  

5.50%, 1/21/21

      200,000          205,574  

6.38%, 2/4/21

      40,000          41,900  

4.50%, 1/23/26

      300,000          280,200  

6.88%, 8/4/26

      175,000          185,049  

6.50%, 3/13/27

      350,000          356,825  

6.63%, 6/15/35

      335,000          325,838  

6.50%, 6/2/41

      250,000          233,625  

5.50%, 6/27/44

      275,000          230,423  

6.38%, 1/23/45

      60,000          54,960  

5.63%, 1/23/46

      275,000          233,338  

6.75%, 9/21/47

      100,000          94,740  
       

 

 

  
Total Mexico           2,996,525  
       

 

 

  
Netherlands - 0.3%        

AerCap Ireland Capital DAC

        

4.25%, 7/1/20

      150,000          152,673  

4.63%, 10/30/20

      150,000          153,829  

5.00%, 10/1/21

      150,000          155,869  

3.95%, 2/1/22

      150,000          150,742  

3.65%, 7/21/27

      150,000          138,175  

Cooperatieve Rabobank UA

        

4.63%, 12/1/23

      250,000          253,782  

ING Groep N.V.

        

3.95%, 3/29/27

      200,000          197,080  
       

 

 

  
Total Netherlands           1,202,150  
       

 

 

  
Norway - 0.1%        

Equinor ASA

        

2.65%, 1/15/24

      26,000          25,102  

7.25%, 9/23/27

      75,000          95,188  

5.10%, 8/17/40

      100,000          114,631  

3.95%, 5/15/43

      45,000          44,366  

4.80%, 11/8/43

      200,000          224,007  
       

 

 

  
Total Norway           503,294  
       

 

 

  
Peru - 0.1%        

Southern Copper Corp.

        

3.88%, 4/23/25

      165,000          164,160  

5.25%, 11/8/42

      249,000          251,206  

5.88%, 4/23/45

      145,000          157,391  
       

 

 

  
Total Peru           572,757  
       

 

 

  
Spain - 0.3%        

Banco Santander S.A.

        

4.25%, 4/11/27

      800,000          768,039  

Telefonica Emisiones SAU

        

5.88%, 7/15/19

      51,000          52,652  

5.46%, 2/16/21

      10,000          10,551  

7.05%, 6/20/36

      100,000          124,103  

Telefonica Europe B.V.

        

8.25%, 9/15/30

      125,000          166,427  
       

 

 

  

Total Spain

           1,121,772  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  
Switzerland - 0.2%        

Credit Suisse AG

        

5.40%, 1/14/20

    $ 100,000        $ 103,584  

3.63%, 9/9/24

        250,000          248,378  

Credit Suisse Group Funding Guernsey Ltd.

        

3.75%, 3/26/25

      300,000          289,518  

4.88%, 5/15/45

      250,000          253,186  

Tyco Electronics Group S.A.

        

3.13%, 8/15/27

      20,000          18,843  
       

 

 

  
Total Switzerland           913,509  
       

 

 

  
United Kingdom - 2.5%        

AstraZeneca PLC

        

3.38%, 11/16/25

      380,000          372,160  

6.45%, 9/15/37

      50,000          63,297  

4.38%, 11/16/45

      170,000          172,036  

Barclays PLC

        

4.34%, 5/16/24, (4.338% fixed rate until 5/16/23; 3-month U.S. dollar London Interbank Offered Rate + 1.356% thereafter)(d)

      200,000          200,269  

4.38%, 1/12/26

      200,000          194,984  

4.97%, 5/16/29, (4.972% fixed rate until 5/16/28; 3-month U.S. dollar London Interbank Offered Rate + 1.902% thereafter)(d)

      200,000          199,544  

5.25%, 8/17/45

      200,000          197,741  

BAT Capital Corp.

        

3.56%, 8/15/27(c)

      175,000          165,389  

4.39%, 8/15/37(c)

      200,000          192,284  

4.54%, 8/15/47(c)

      125,000          119,247  

BP Capital Markets PLC

        

3.22%, 11/28/23

      193,000          191,042  

3.22%, 4/14/24

      25,000          24,640  

3.54%, 11/4/24

      260,000          260,898  

3.51%, 3/17/25

      275,000          274,807  

3.12%, 5/4/26

      125,000          120,313  

3.02%, 1/16/27

      300,000          285,180  

3.59%, 4/14/27

      135,000          134,257  

3.72%, 11/28/28

      210,000          211,418  

British Telecommunications PLC

        

9.13%, 12/15/30

      100,000          142,150  

CNH Industrial N.V.

        

3.85%, 11/15/27

      25,000          23,843  

Diageo Investment Corp.

        

4.25%, 5/11/42

      200,000          208,980  

GlaxoSmithKline Capital, Inc.

        

3.63%, 5/15/25

      85,000          85,458  

3.88%, 5/15/28

      275,000          279,715  

5.38%, 4/15/34

      25,000          28,783  

6.38%, 5/15/38

      125,000          163,578  

4.20%, 3/18/43

      11,000          11,251  

HSBC Holdings PLC

        

4.25%, 8/18/25

      658,000          650,992  

4.30%, 3/8/26

      400,000          404,676  

4.04%, 3/13/28, (4.041% fixed rate until 3/13/27; 3-month U.S. dollar London Interbank Offered Rate + 1.546% thereafter)(d)

      450,000          441,964  

6.50%, 9/15/37

      200,000          240,958  

Lloyds Banking Group PLC

        

4.45%, 5/8/25

      200,000          202,785  

4.65%, 3/24/26

      200,000          198,069  

3.57%, 11/7/28, (3.574% fixed rate until 11/7/27; 3-month U.S. dollar London Interbank Offered Rate + 1.205% thereafter)(d)

      300,000          278,217  

5.30%, 12/1/45

      200,000          205,574  

Mead Johnson Nutrition Co.

        

5.90%, 11/1/39

      10,000          12,167  

Reynolds American, Inc.

        

6.15%, 9/15/43

      200,000          230,565  

Rio Tinto Finance USA Ltd.

        

3.75%, 6/15/25

      477,000          484,153  

7.13%, 7/15/28

      48,000          61,088  

Rio Tinto Finance USA PLC

        

4.13%, 8/21/42

      27,000          27,043  

Santander UK Group Holdings PLC

        

3.13%, 1/8/21

      55,000          54,535  

Santander UK PLC

        

4.00%, 3/13/24

      3,000          3,041  

Unilever Capital Corp.

        

3.10%, 7/30/25

      208,000          202,761  

Vodafone Group PLC

        

5.45%, 6/10/19

      265,000          272,445  

2.50%, 9/26/22

      10,000          9,614  

2.95%, 2/19/23

      15,000          14,512  

3.75%, 1/16/24

      130,000          129,479  

4.13%, 5/30/25

      95,000          95,059  

4.38%, 5/30/28

      400,000          399,894  

6.25%, 11/30/32

      125,000          141,781  

6.15%, 2/27/37

      150,000          169,248  

5.00%, 5/30/38

      65,000          65,053  

4.38%, 2/19/43

      125,000          114,306  

5.25%, 5/30/48

      300,000          305,305  

WPP Finance PLC

        

3.63%, 9/7/22

      6,000          5,961  

3.75%, 9/19/24

      125,000          122,225  

5.63%, 11/15/43

      12,000          12,939  
       

 

 

  

Total United Kingdom

           9,879,673  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $32,070,727)

           31,264,656  
       

 

 

  
FOREIGN GOVERNMENT AGENCIES - 0.3%        
Canada - 0.1%        

Province of Manitoba Canada

        

3.05%, 5/14/24

      25,000          24,799  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Province of New Brunswick Canada

        

3.63%, 2/24/28

    $   200,000        $ 204,498  
       

 

 

  

Total Canada

           229,297  
       

 

 

  

Japan - 0.2%

        

Japan Bank for International Cooperation

        

2.13%, 2/10/25, Series DTC

      200,000          187,203  

2.88%, 6/1/27

      570,000          554,807  
       

 

 

  

Total Japan

           742,010  
       

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $987,996)

           971,307  
       

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 2.6%        
Chile - 0.1%        

Chile Government International Bond

        

3.13%, 1/21/26

      300,000          289,650  

3.24%, 2/6/28

      245,000          235,323  
       

 

 

  
Total Chile           524,973  
       

 

 

  
Colombia - 0.4%        

Colombia Government International Bond

        

11.75%, 2/25/20

      10,000          11,430  

4.50%, 1/28/26

      300,000          304,462  

3.88%, 4/25/27

      500,000          478,125  

7.38%, 9/18/37

      325,000          404,625  

6.13%, 1/18/41

      180,000          200,070  

5.00%, 6/15/45

      200,000          193,500  
       

 

 

  

Total Colombia

           1,592,212  
       

 

 

  
Hungary - 0.1%        

Hungary Government International Bond

        

5.38%, 2/21/23

      36,000          38,293  

5.38%, 3/25/24

      200,000          214,175  
       

 

 

  

Total Hungary

           252,468  
       

 

 

  
Indonesia - 0.1%        

Indonesia Government International Bond

        

4.10%, 4/24/28

      260,000          256,108  
       

 

 

  

Israel - 0.1%

        

Israel Government International Bond

        

3.15%, 6/30/23

      200,000          197,511  

4.13%, 1/17/48

      200,000          188,023  
       

 

 

  

Total Israel

           385,534  
       

 

 

  
Italy - 0.1%        

Republic of Italy Government International Bond

        

6.88%, 9/27/23

      260,000          285,740  

5.38%, 6/15/33

      150,000          166,432  
       

 

 

  

Total Italy

           452,172  
       

 

 

  
Mexico - 0.6%        

Mexico Government International Bond

        

3.63%, 3/15/22

      210,000          210,111  

4.00%, 10/2/23

      182,000          182,614  

3.60%, 1/30/25

      225,000          217,688  

4.15%, 3/28/27

      200,000          197,000  

7.50%, 4/8/33, Series MTNA

      200,000          256,000  

6.75%, 9/27/34, Series MTNA

     140,000          165,830  

6.05%, 1/11/40

      308,000          334,488  

4.75%, 3/8/44

      272,000          252,144  

5.55%, 1/21/45

      185,000          191,059  

5.75%, 10/12/2110

      250,000          241,000  
       

 

 

  

Total Mexico

           2,247,934  
       

 

 

  
Panama - 0.2%        

Panama Government International Bond

        

8.88%, 9/30/27

      185,000          252,063  

9.38%, 4/1/29

      60,000          84,300  

4.50%, 5/15/47

      300,000          291,750  

4.50%, 4/16/50

      350,000          339,062  
       

 

 

  

Total Panama

           967,175  
       

 

 

  
Peru - 0.2%        

Peruvian Government International Bond

        

7.35%, 7/21/25

      110,000          134,475  

4.13%, 8/25/27

      75,000          76,688  

8.75%, 11/21/33

      135,000          197,100  

6.55%, 3/14/37

      60,000          75,450  

5.63%, 11/18/50

      290,000          334,950  
       

 

 

  

Total Peru

           818,663  
       

 

 

  
Philippines - 0.4%        

Philippine Government International Bond

        

4.20%, 1/21/24

      200,000          205,112  

10.63%, 3/16/25

      127,000          178,088  

3.00%, 2/1/28

      400,000          373,139  

9.50%, 2/2/30

      157,000          230,968  

6.38%, 1/15/32

      100,000          121,280  

3.95%, 1/20/40

      200,000          193,785  

3.70%, 3/1/41

      500,000          468,392  
       

 

 

  

Total Philippines

           1,770,764  
       

 

 

  
Poland - 0.1%        

Republic of Poland Government International Bond

        

4.00%, 1/22/24

      230,000          233,748  

3.25%, 4/6/26

      150,000          144,956  
       

 

 

  

Total Poland

           378,704  
       

 

 

  
Uruguay - 0.2%        

Uruguay Government International Bond

        

8.00%, 11/18/22

      80,000          91,400  

4.50%, 8/14/24

      195,000          200,860  

4.38%, 10/27/27

      300,000          306,187  

4.13%, 11/20/45

      195,000          176,475  

4.98%, 4/20/55

      125,000          120,625  
       

 

 

  

Total Uruguay

           895,547  
       

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $10,960,223)

           10,542,254  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.0%

        
United States - 7.0%        

Banc of America Commercial Mortgage Trust

        

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

    $   200,000        $ 199,589  

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

      500,000            498,519  

Citigroup Commercial Mortgage Trust

        

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

      65,000          63,021  

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

      340,116          345,807  

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

      500,000          502,712  

3.46%, 12/10/49, Series 2016-P6, Class A4

      500,000          497,334  

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

      300,000          302,995  

Commercial Mortgage Pass Through Certificates

        

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

      400,000          403,779  

3.02%, 6/15/60, Series 2017-BNK5, Class A3

      500,000          484,469  

3.39%, 6/15/60, Series 2017-BNK5, Class A5

      190,000          186,837  

3.43%, 2/15/61, Series 2018-BN10, Class A4

      10,000          9,849  

Commercial Mortgage Trust

        

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

      100,000          102,981  

4.05%, 10/10/46, Series 2013-CR12, Class A4

      500,000          517,895  

4.19%, 11/10/46, Series 2013-CR13, Class A4^(d)

      500,000          520,878  

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

      300,000          303,392  

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

      375,000          374,868  

3.59%, 11/10/47, Series 2014-CR20, Class A4

      500,000          504,631  

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

      50,000          49,997  

CSAIL Commercial Mortgage Trust

        

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

      500,000          507,015  

3.81%, 11/15/48, Series 2015-C4, Class A4

      750,000          761,897  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates

        

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

      24,034          23,789  

3.53%, 6/25/20, Series K008, Class A2

      290,601          294,630  

2.57%, 9/25/20, Series K504, Class A2^(d)

      550,000          548,764  

3.03%, 10/25/20, Series K714, Class A2^(d)

      200,000          200,635  

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

      150,000          154,748  

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

      50,000          51,580  

2.86%, 1/25/21, Series K715, Class A2

      60,000          59,984  

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

      200,000          205,287  

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

      50,000          49,831  

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

      250,000          245,881  

2.62%, 3/25/23, Series K035, Class A1

      152,265          151,666  

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

      370,000          375,694  

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

      500,000          500,318  

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

      160,000          156,342  

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

      199,000          198,606  

3.02%, 1/25/25, Series K045, Class A2

      55,000          54,725  

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

      50,000          49,865  

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

      200,000          202,809  

3.01%, 7/25/25, Series K049, Class A2

      360,000          357,263  

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

      125,000          124,814  

2.34%, 7/25/26, Series K058, Class A1

      386,091          371,942  

3.36%, 11/25/27, Series K071, Class AM^(d)

      200,000          199,305  

Federal National Mortgage Association Alternative Credit Enhancement Securities

        

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

      22,318          22,159  

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

      500,000          496,533  

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

      542,553          539,338  

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

      80,000          78,061  

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

      50,000          48,628  

2.52%, 4/25/23, Series 2013-M14, Class APT^(d)

      122,622          120,364  

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

      100,000          101,695  

3.46%, 1/25/24, Series 2014-M3, Class A2^(d)

      110,000          112,517  

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

      596,000          597,326  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

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

    $ 345,354        $ 339,648  

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

      250,000          243,528  

2.58%, 3/25/26, Series 2016-M4, Class A2

      183,000          175,169  

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

      186,831          180,401  

2.00%, 6/25/26, Series 2016-M9, Class A1

      462,639          445,598  

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

      190,000          178,870  

2.42%, 10/25/26, Series 2017-M1, Class A2^(d)

      500,000          468,026  

2.79%, 2/25/27, Series 2017-M2, Class A2^(d)

      1,000,000          961,744  

3.14%, 11/25/27, Series 2017-M15, Class ATS2^(d)

      500,000          489,443  

3.18%, 4/25/29, Series 2017-M5, Class A2^(d)

      64,000          62,668  

2.99%, 7/25/29, Series 2018-M3, Class A1^(d)

      648,836          641,218  

GS Mortgage Securities Trust

        

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

      85,000          88,741  

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

      81,852          82,857  

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

      250,000          257,934  

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

      70,000          71,832  

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

      300,000          304,848  

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

      182,000          172,687  

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

      265,000          263,253  

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

      100,000          99,695  

3.99%, 3/10/51, Series 2018-GS9, Class A4^(d)

      500,000          513,779  

JP Morgan Chase Commercial Mortgage Securities Trust

        

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

      160,827          162,375  

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

      100,000          98,675  

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

      400,000          395,848  

JPMBB Commercial Mortgage Securities Trust

        

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

      100,000          101,755  

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

      95,000          98,594  

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

      250,000          255,919  

4.00%, 4/15/47, Series 2014-C19, Class A4

      200,000          206,145  

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

      150,000          150,368  

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

      1,000,000          1,003,782  

JPMDB Commercial Mortgage Securities Trust

        

3.41%, 3/15/50, Series 2017-C5, Class A4

      550,000          542,677  

Morgan Stanley Bank of America Merrill Lynch Trust

        

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

      100,000          100,355  

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

      365,167          366,662  

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

      250,000          249,163  

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

      200,000          197,169  

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

      95,000          93,970  

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

      175,000          177,377  

Morgan Stanley Capital I Trust

        

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

      280,000          281,677  

3.26%, 6/15/50, Series 2017-H1, Class A4

      500,000          488,003  

UBS Commercial Mortgage Trust

        

3.68%, 12/15/50, Series 2017-C7, Class A4

      250,000          249,675  

Wells Fargo Commercial Mortgage Trust

        

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

      199,845          197,643  

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

      250,000          251,840  

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

      100,000          101,060  

2.65%, 8/15/49, Series 2016-BNK1, Class A3

      200,000          187,350  

2.92%, 11/15/49, Series 2016-NXS6, Class A4

      265,000          252,648  

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

      256,000          261,403  

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

      200,000          198,891  

3.12%, 1/15/60, Series 2017-RC1, Class A2

      120,000          119,779  

WFRBS Commercial Mortgage Trust

        

2.88%, 12/15/45, Series 2012-C10, Class A3

      500,000          491,980  

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

      200,000          207,896  

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

      100,000          105,153  

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

      24,013          24,016  

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

      60,000          61,973  

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

      25,000          25,967  

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

      225,000          225,179  

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

      40,000          40,348  

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

      100,000          100,957  
       

 

 

  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $28,689,334)

           27,949,775  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

MUNICIPAL BONDS - 0.3%

        

United States - 0.3%

        

Alameda Corridor Transportation Authority

        

6.60%, 10/1/29, Series C

    $ 50,000        $ 60,049  

Bay Area Toll Authority

        

6.91%, 10/1/50, Series S-3

      100,000          148,587  

Chicago O’Hare International Airport

        

6.40%, 1/1/40, Class B

      35,000          46,376  

Municipal Electric Authority of Georgia

        

6.64%, 4/1/57

      70,000          87,923  

6.66%, 4/1/57

      65,000          81,474  

Nashville Health and Educational Facilities Board

        

4.05%, 7/1/26

      100,000          103,139  

New Jersey Turnpike Authority

        

7.41%, 1/1/40

      100,000          147,013  

7.10%, 1/1/41

      15,000          21,233  

North Texas Tollway Authority

        

6.72%, 1/1/49

      55,000          79,264  

State of Illinois

        

4.95%, 6/1/23

      310,000          319,086  

5.10%, 6/1/33

      220,000          212,111  
       

 

 

  

TOTAL MUNICIPAL BONDS

(Cost: $1,337,734)

           1,306,255  
       

 

 

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

State Street Navigator Securities Lending Government Money Market Portfolio, 1.77%(f)

(Cost: $1,182,760)(g)

      1,182,760          1,182,760  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 99.6%

(Cost: $407,991,706)

           398,451,358  

Other Assets less Liabilities - 0.4%

           1,679,004  
       

 

 

  

NET ASSETS - 100.0%

         $ 400,130,362  
       

 

 

  

 

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

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

(b) 

Security, or portion thereof, was on loan at May 31, 2018 (See Note 2).

(c) 

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

(d) 

Rate shown reflects the accrual rate as of May 31, 2018 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 May 31, 2018.

(g)

At May 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,148,986 and the total market value of the collateral held by the Fund was $1,182,760.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  
U.S. GOVERNMENT AGENCIES - 4.6%        
Federal Home Loan Mortgage Corporation - 1.5%        

Federal Home Loan Mortgage Corp.

        

3.50%, 6/1/33(a)

    $ 510,000        $ 517,052  
       

 

 

  
Federal National Mortgage Association - 3.1%        

Federal National Mortgage Association

        

2.50%, 6/1/33(a)

      1,088,000          1,060,735  
       

 

 

  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $1,568,579)

           1,577,787  
       

 

 

  
U.S. GOVERNMENT OBLIGATIONS - 28.9%        
U.S. Treasury Bill - 1.3%        

U.S. Treasury Bill

        

1.83%, 8/2/18*

      450,000          448,574  
       

 

 

  
U.S. Treasury Bonds - 1.1%        

U.S. Treasury Bond

        

8.75%, 5/15/20

      216,000          242,338  

7.63%, 11/15/22

      106,000          128,140  
       

 

 

  
Total U.S. Treasury Bonds           370,478  
       

 

 

  
U.S. Treasury Notes - 26.5%        

U.S. Treasury Note

        

1.00%, 3/15/19

      635,000          629,022  

0.75%, 8/15/19

      1,000,300          981,896  

2.50%, 5/31/20

      181,000          181,325  

1.50%, 6/15/20

      559,000          548,934  

1.50%, 7/15/20

      699,200          685,831  

2.00%, 2/28/21

      692,500          683,195  

2.63%, 5/15/21

      3,349,000          3,358,484  

1.13%, 8/31/21

      718,500          686,280  

1.50%, 1/31/22

      392,700          377,621  

1.88%, 7/31/22

      691,100          670,650  

2.75%, 5/31/23

      283,000          284,155  
       

 

 

  
Total U.S. Treasury Notes           9,087,393  
       

 

 

  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $9,934,799)

           9,906,445  
       

 

 

  
CORPORATE BONDS - 49.7%        
United States - 49.7%        

3M Co.

        

2.25%, 3/15/23

      113,000          109,328  

AbbVie, Inc.

        

2.50%, 5/14/20

      148,000          146,774  

Air Lease Corp.

        

2.13%, 1/15/20

      169,000          166,079  

3.88%, 4/1/21

      106,000          107,279  

Allergan, Inc.

        

3.38%, 9/15/20

      23,000          23,045  

American Express Credit Corp.

        

2.60%, 9/14/20, Series F

      24,000          23,773  

2.25%, 5/5/21

      76,000          74,222  

American International Group, Inc.

        

4.88%, 6/1/22

      160,000          168,059  

American Tower Corp.

        

3.50%, 1/31/23

      109,000          108,162  

Amgen, Inc.

        

2.20%, 5/22/19

      47,000          46,787  

3.88%, 11/15/21

      49,000          50,101  

Anthem, Inc.

        

2.25%, 8/15/19

      206,000          204,552  

Aon PLC

        

2.80%, 3/15/21

      364,000          358,974  

AT&T, Inc.

        

3.00%, 2/15/22

      387,000          381,001  

3.20%, 3/1/22

      176,000          174,178  

Bank of America Corp.

        

5.63%, 7/1/20

      90,000          94,723  

2.37%, 7/21/21, (2.369% fixed rate until 7/21/20; 3-month U.S. dollar London Interbank Offered Rate + 0.66% thereafter)(b)

      111,000          109,055  

3.00%, 12/20/23, (3.004% fixed rate until 12/20/22; 3-month U.S. dollar London Interbank Offered Rate + 0.79% thereafter)(b)

      398,000          387,342  

Bank of New York Mellon Corp. (The)

        

2.05%, 5/3/21

      101,000          98,323  

2.95%, 1/29/23

      111,000          109,113  

BB&T Corp.

        

2.05%, 5/10/21

      41,000          39,733  

Becton Dickinson and Co.

        

2.68%, 12/15/19

      395,000          393,056  

2.89%, 6/6/22

      284,000          276,305  

Berkshire Hathaway Finance Corp.

        

4.25%, 1/15/21

      3,000          3,113  

3.00%, 5/15/22

      120,000          120,336  

Capital One Financial Corp.

        

4.75%, 7/15/21

      114,000          118,496  

Celanese US Holdings LLC

        

5.88%, 6/15/21

      100,000          106,525  

Celgene Corp.

        

2.88%, 8/15/20

      93,000          92,486  

3.25%, 8/15/22

      209,000          205,621  

Citigroup, Inc.

        

2.50%, 7/29/19

      389,000          388,197  

2.65%, 10/26/20

      145,000          143,156  

Coca-Cola Co. (The)

        

1.88%, 10/27/20

      60,000          58,826  

3.30%, 9/1/21

      59,000          59,901  

Comcast Corp.

        

3.13%, 7/15/22

      18,000          17,776  

Crown Castle International Corp.

        

2.25%, 9/1/21

      113,000          109,060  

Delta Air Lines, Inc.

        

2.60%, 12/4/20

      397,000          390,572  

Discovery Communications LLC

        

5.05%, 6/1/20

      164,000          170,122  

Dow Chemical Co. (The)

        

4.25%, 11/15/20

      94,000          96,675  

4.13%, 11/15/21

      165,000          169,033  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Duke Energy Carolinas LLC

        

3.90%, 6/15/21

    $ 6,000        $ 6,135  

Ecolab, Inc.

        

4.35%, 12/8/21

      104,000          108,316  

Electronic Arts, Inc.

        

3.70%, 3/1/21

      107,000          108,775  

Enterprise Products Operating LLC

        

2.55%, 10/15/19

      98,000          97,633  

Exelon Generation Co. LLC

        

4.00%, 10/1/20

      167,000          170,063  

Expedia Group, Inc.

        

5.95%, 8/15/20

      63,000          66,421  

Express Scripts Holding Co.

        

4.75%, 11/15/21

      222,000          230,481  

Exxon Mobil Corp.

        

2.40%, 3/6/22

      36,000          35,362  

FedEx Corp.

        

2.63%, 8/1/22

      10,000          9,730  

Fidelity National Information Services, Inc.

        

3.63%, 10/15/20

      51,000          51,577  

General Mills, Inc.

        

2.60%, 10/12/22

      200,000          192,467  

General Motors Financial Co., Inc.

        

3.20%, 7/6/21

      109,000          108,065  

3.45%, 4/10/22

      154,000          152,582  

3.15%, 6/30/22

      36,000          35,161  

Goldman Sachs Group, Inc. (The)

        

5.75%, 1/24/22

      239,000          257,347  

Hartford Financial Services Group, Inc. (The)

        

5.13%, 4/15/22

      57,000          60,727  

Hewlett Packard Enterprise Co.

        

3.60%, 10/15/20

      213,000          214,765  

Home Depot, Inc. (The)

        

4.40%, 4/1/21

      103,000          107,157  

Host Hotels & Resorts L.P.

        

4.75%, 3/1/23, Series C

      105,000          108,290  

HP, Inc.

        

4.65%, 12/9/21

      163,000          169,655  

Huntington Bancshares, Inc.

        

3.15%, 3/14/21

      80,000          79,894  

Ingredion, Inc.

        

4.63%, 11/1/20

      179,000          184,291  

Intercontinental Exchange, Inc.

        

2.75%, 12/1/20

      44,000          43,833  

International Flavors & Fragrances, Inc.

        

3.20%, 5/1/23

      109,000          106,618  

International Lease Finance Corp.

        

8.25%, 12/15/20

      16,000          17,830  

John Deere Capital Corp.

        

2.80%, 3/6/23

      111,000          108,821  

JPMorgan Chase & Co.

        

2.25%, 1/23/20

      53,000          52,459  

4.63%, 5/10/21

      36,000          37,514  

2.30%, 8/15/21

      36,000          35,003  

4.35%, 8/15/21

      56,000          57,851  

4.50%, 1/24/22

      268,000          278,694  

KeyCorp

        

2.90%, 9/15/20

      67,000          66,804  

Kraft Heinz Foods Co.

        

3.50%, 6/6/22

      102,000          101,788  

L3 Technologies, Inc.

        

5.20%, 10/15/19

      93,000          95,984  

Lockheed Martin Corp.

        

3.10%, 1/15/23

      75,000          74,335  

Marsh & McLennan Cos., Inc.

        

2.75%, 1/30/22

      200,000          195,634  

McDonald’s Corp.

        

2.75%, 12/9/20

      600,000          599,429  

Medtronic, Inc.

        

3.15%, 3/15/22

      79,000          79,102  

Merck & Co., Inc.

        

3.88%, 1/15/21

      200,000          205,040  

Microsoft Corp.

        

3.00%, 10/1/20

      60,000          60,562  

2.00%, 11/3/20

      60,000          59,185  

2.38%, 2/12/22

      250,000          245,622  

Morgan Stanley

        

5.50%, 7/28/21

      80,000          85,121  

4.88%, 11/1/22

      258,000          269,481  

Motorola Solutions, Inc.

        

3.75%, 5/15/22

      299,000          298,564  

Mylan, Inc.

        

2.55%, 3/28/19

      21,000          20,960  

National Rural Utilities Cooperative Finance Corp.

        

2.90%, 3/15/21

      109,000          108,633  

Newell Brands, Inc.

        

3.15%, 4/1/21

      5,000          4,960  

Oracle Corp.

        

2.80%, 7/8/21

      69,000          68,811  

Owens Corning

        

4.20%, 12/15/22

      105,000          106,952  

Packaging Corp. of America

        

2.45%, 12/15/20

      147,000          144,614  

PepsiCo, Inc.

        

2.15%, 10/14/20

      51,000          50,315  

Plains All American Pipeline L.P.

        

2.60%, 12/15/19

      224,000          222,324  

Primerica, Inc.

        

4.75%, 7/15/22

      120,000          125,393  

Progress Energy, Inc.

        

7.05%, 3/15/19

      367,000          379,049  

Republic Services, Inc.

        

5.50%, 9/15/19

      74,000          76,535  

Roper Technologies, Inc.

        

3.13%, 11/15/22

      4,000          3,936  

Royal Caribbean Cruises Ltd.

        

2.65%, 11/28/20

      135,000          133,074  

Ryder System, Inc.

        

2.80%, 3/1/22

      269,000          263,631  

Sabine Pass Liquefaction LLC

        

6.25%, 3/15/22

      232,000          250,858  

Sabra Health Care L.P.

        

5.50%, 2/1/21

      106,000          108,549  

Sempra Energy

        

2.40%, 3/15/20

      173,000          170,954  

Sherwin-Williams Co. (The)

        

2.75%, 6/1/22

      49,000          47,778  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

Southern California Edison Co.

        

1.85%, 2/1/22

    $ 77,714        $ 76,419  

Southwest Airlines Co.

        

2.75%, 11/16/22

      11,000          10,744  

State Street Corp.

        

2.55%, 8/18/20

      33,000          32,838  

SunTrust Banks, Inc.

        

2.90%, 3/3/21

        188,000          186,494  

Synchrony Financial

        

3.00%, 8/15/19

      85,000          85,018  

Synovus Financial Corp.

        

3.13%, 11/1/22

      456,000          440,601  

Sysco Corp.

        

1.90%, 4/1/19

      496,000          493,099  

Target Corp.

        

2.90%, 1/15/22

      73,000          73,059  

Time Warner Cable LLC

        

4.00%, 9/1/21

      176,000          177,119  

Time Warner, Inc.

        

4.88%, 3/15/20

      93,000          96,080  

4.75%, 3/29/21

      102,000          106,073  

Toyota Motor Credit Corp.

        

1.90%, 4/8/21

      203,000          197,741  

U.S. Bancorp

        

2.35%, 1/29/21

      48,000          47,295  

2.95%, 7/15/22

      29,000          28,473  

United Parcel Service, Inc.

        

2.05%, 4/1/21

      100,000          97,989  

UnitedHealth Group, Inc.

        

2.70%, 7/15/20

      63,000          62,830  

Verizon Communications, Inc.

        

2.45%, 11/1/22

      44,000          42,202  

VMware, Inc.

        

2.30%, 8/21/20

      396,000          387,313  

Walgreen Co.

        

3.10%, 9/15/22

      23,000          22,657  

Waste Management, Inc.

        

4.75%, 6/30/20

      104,000          107,982  

Wells Fargo & Co.

        

2.50%, 3/4/21

      84,000          82,435  

Welltower, Inc.

        

4.13%, 4/1/19

      106,000          106,818  

Willis Towers Watson PLC

        

5.75%, 3/15/21

      41,000          43,307  

Zimmer Biomet Holdings, Inc.

        

2.70%, 4/1/20

      113,000          112,211  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $17,249,152)

           17,034,150  
       

 

 

  

FOREIGN CORPORATE BONDS - 9.7%

        

Australia - 0.6%

        

BHP Billiton Finance USA Ltd.

        

3.25%, 11/21/21

      106,000          106,903  

Westpac Banking Corp.

        

2.10%, 5/13/21

      112,000          108,611  
       

 

 

  
Total Australia           215,514  
       

 

 

  
Canada - 2.7%        

Bank of Nova Scotia (The)

        

3.13%, 4/20/21

      80,000          79,858  

Barrick North America Finance LLC

        

4.40%, 5/30/21

      272,000          281,990  

Canadian Imperial Bank of Commerce

        

2.55%, 6/16/22

      102,000          99,352  

Emera US Finance L.P.

        

2.70%, 6/15/21

      111,000          108,342  

Fortis, Inc.

        

2.10%, 10/4/21

      369,000          353,328  

Royal Bank of Canada

        

2.50%, 1/19/21

      1,000          985  

TransCanada PipeLines Ltd.

        

2.50%, 8/1/22

      1,000          966  
       

 

 

  
Total Canada           924,821  
       

 

 

  
Chile - 0.3%        

Celulosa Arauco y Constitucion S.A.

        

7.25%, 7/29/19

      86,000          89,926  
       

 

 

  
Germany - 0.3%        

Deutsche Bank AG

        

2.50%, 2/13/19

      92,000          91,480  
       

 

 

  
Japan - 2.2%        

Mitsubishi UFJ Financial Group, Inc.

        

3.00%, 2/22/22

      391,000          385,305  

Sumitomo Mitsui Financial Group, Inc.

        

2.44%, 10/19/21

      398,000          386,556  
       

 

 

  
Total Japan           771,861  
       

 

 

  
Netherlands - 0.9%        

Shell International Finance B.V.

        

1.88%, 5/10/21

      112,000          108,691  

1.75%, 9/12/21

      200,000          192,914  
       

 

 

  
Total Netherlands           301,605  
       

 

 

  
Peru - 0.6%        

Southern Copper Corp.

        

3.50%, 11/8/22

      208,000          205,019  
       

 

 

  
United Kingdom - 2.1%        

BAT Capital Corp.

        

2.76%, 8/15/22(c)

      392,000          378,564  

BP Capital Markets PLC

        

2.75%, 5/10/23

      111,000          108,033  

GlaxoSmithKline Capital PLC

        

3.13%, 5/14/21

      150,000          150,618  

WPP Finance PLC

        

3.63%, 9/7/22

      70,000          69,543  
       

 

 

  
Total United Kingdom           706,758  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $3,360,019)

           3,306,984  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2018

 

Investments    Principal
Amount		        Value  

FOREIGN GOVERNMENT AGENCIES - 0.1%

        

Canada - 0.1%

        

Province of Quebec Canada

        

2.63%, 2/13/23

(Cost: $25,538)

    $   26,000        $   25,563  
       

 

 

  

FOREIGN GOVERNMENT OBLIGATIONS - 1.9%

        

Hungary - 0.6%

        

Hungary Government International Bond

        

6.25%, 1/29/20

      95,000          99,432  

6.38%, 3/29/21

      118,000          126,538  
       

 

 

  
Total Hungary           225,970  
       

 

 

  
Mexico - 1.0%        

Mexico Government International Bond

        

8.13%, 12/30/19

      62,000          67,890  

3.63%, 3/15/22

      284,000          284,151  
       

 

 

  
Total Mexico           352,041  
       

 

 

  
Poland - 0.1%        

Republic of Poland Government International Bond

        

5.13%, 4/21/21

      26,000          27,306  
       

 

 

  
Uruguay - 0.2%        

Uruguay Government International Bond

        

8.00%, 11/18/22

      55,000          62,837  
       

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $682,866)

           668,154  
       

 

 

  
COMMERCIAL MORTGAGE-BACKED SECURITIES - 8.6%        
United States - 8.6%        

COMM Mortgage Trust

        

3.80%, 8/10/46, Series 2013-CR10, Class ASB

      80,000          81,711  

2.93%, 2/10/47, Series 2014-CR15, Class A2

      37,647          37,688  

2.85%, 5/10/48, Series 2015-CR23, Class A2

      250,000          249,924  

3.04%, 11/10/49, Series 2016-CD2, Class A2

      686,000          684,821  

CSAIL Commercial Mortgage Trust

        

2.99%, 6/15/50, Series 2017-C8, Class A2

      344,000          341,784  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates

        

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

      150,000          154,741  

2.79%, 1/25/22, Series K718, Class A2

      300,000          298,566  

JPMCC Commercial Mortgage Securities Trust

        

3.24%, 3/15/50, Series 2017-JP5, Class A2

      680,000          681,980  

Morgan Stanley Bank of America Merrill Lynch Trust

        

2.79%, 2/15/48, Series 2015-C20, Class A2

      200,000          199,849  

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

      47,906          47,682  

Wells Fargo Commercial Mortgage Trust

        

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

      43,648          43,312  

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

      69,000          68,802  

WFRBS Commercial Mortgage Trust

        

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

      46,180          45,693  
       

 

 

  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $2,978,983)

           2,936,553  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 103.5%

(Cost: $35,799,936)

           35,455,636  

Other Assets less Liabilities - (3.5)%

           (1,203,111 ) 
       

 

 

  
NET ASSETS - 100.0%         $   34,252,525  
       

 

 

  

 

*  

Interest rate shown reflects the yield to maturity at the time of purchase.

^

Variable coupon rate based on weighted average interest rate of underlying mortgage.

(a) 

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

(b) 

Rate shown reflects the accrual rate as of May 31, 2018 on securities with variable or step rates.

(c) 

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

May 31, 2018

 

Investments    Principal
Amount		        Value  

U.S. GOVERNMENT OBLIGATIONS - 99.8%

        

U.S. Treasury Notes - 99.8%

        

U.S. Treasury Floating Rate Notes

        

1.96%, 7/31/19, (3-month U.S. Treasury Bill Money Market Yield + 0.06%)*

    $ 30,757,000        $ 30,795,225  

1.95%, 10/31/19, (3-month U.S. Treasury Bill Money Market Yield + 0.048%)*

      30,747,000          30,771,660  

1.90%, 1/31/20, (3-month U.S. Treasury Bill Money Market Yield)*

      33,754,000          33,749,629  

1.94%, 4/30/20, (3-month U.S. Treasury Bill Money Market Yield + 0.033%)*

        24,147,000          24,151,699  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 99.8%

(Cost: $119,458,577)

           119,468,213  

Other Assets less Liabilities - 0.2%

           204,226  
       

 

 

  
NET ASSETS - 100.0%         $   119,672,439  
       

 

 

  

 

*  

Floating rate note. Coupon shown is in effect at May 31, 2018. Date represents the ultimate maturity date.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2018

 

Investments    Principal
Amount		        Value  

U.S. GOVERNMENT OBLIGATIONS - 7.7%

        

U.S. Treasury Bond - 7.7%

        

U.S. Treasury Bond

        

3.50%, 2/15/39

(Cost: $3,170,974)

    $   2,942,300        $   3,192,396  
       

 

 

  
FOREIGN CORPORATE BONDS - 83.9%        
Argentina - 1.9%        

Banco Macro S.A.

        

6.75%, 11/4/26, Reg S, (6.75% fixed rate until 11/4/21; 5-year U.S. dollar Swap Rate + 5.463% thereafter)(a)

      500,000          477,500  

YPF S.A.

        

8.75%, 4/4/24(b)

      305,000          315,675  
       

 

 

  
Total Argentina           793,175  
       

 

 

  
Brazil - 12.0%        

Banco do Brasil S.A.

        

9.25%, 4/15/23, Reg S, (9.25% fixed rate until 4/15/23; 10-year Constant Maturity Treasury Rate + 7.327% thereafter)(a)(c)

      260,000          267,722  

4.88%, 4/19/23(b)

      275,000          268,125  

4.63%, 1/15/25(b)

      350,000          329,595  

Banco Safra S.A.

        

4.13%, 2/8/23(b)

      450,000          434,250  

Braskem Finance Ltd.

        

6.45%, 2/3/24

      300,000          318,750  

Fibria Overseas Finance Ltd.

        

4.00%, 1/14/25

      500,000          468,125  

Klabin Finance S.A.

        

4.88%, 9/19/27(b)

      300,000          277,500  

Minerva Luxembourg S.A.

        

5.88%, 1/19/28(b)

      400,000          342,000  

Petrobras Global Finance B.V.

        

5.75%, 2/1/29

      1,000,000          895,000  

5.63%, 5/20/43

      21,000          17,692  

Rede D’or Finance Sarl

        

4.95%, 1/17/28(b)

      475,000          424,282  

Rumo Luxembourg Sarl

        

5.88%, 1/18/25(b)

      500,000          471,875  

St Marys Cement, Inc.

        

5.75%, 1/28/27, Reg S

      500,000          492,500  
       

 

 

  
Total Brazil           5,007,416  
       

 

 

  
Chile - 7.4%        

Celulosa Arauco y Constitucion S.A.

        

3.88%, 11/2/27(b)

      325,000          304,281  

5.50%, 11/2/47(b)

      325,000          319,312  

Cencosud S.A.

        

4.88%, 1/20/23, Reg S(d)

      551,000          544,801  

Colbun S.A.

        

3.95%, 10/11/27(b)

      325,000          305,500  

Empresa Nacional del Petroleo

        

4.50%, 9/14/47(b)

      250,000          222,188  

Inversiones CMPC S.A.

        

4.75%, 9/15/24, Reg S

      500,000          500,625  

SACI Falabella

        

3.75%, 10/30/27(b)

      500,000          459,375  

Telefonica Chile S.A.

        

3.88%, 10/12/22, Reg S

      450,000          441,000  
       

 

 

  
Total Chile           3,097,082  
       

 

 

  
China - 3.9%        

Bank of China Ltd.

        

5.00%, 11/13/24, Reg S

      350,000          359,707  

China Overseas Finance Cayman VI Ltd.

        

4.25%, 5/8/19, Reg S

      350,000          352,644  

CNOOC Finance 2013 Ltd.

        

3.00%, 5/9/23

      500,000          483,481  

Tencent Holdings Ltd.

        

3.60%, 1/19/28(b)

      450,000          431,029  
       

 

 

  
Total China           1,626,861  
       

 

 

  
Colombia - 1.6%        

Banco Bilbao Vizcaya Argentaria Colombia S.A.

        

4.88%, 4/21/25(b)

      540,000          537,300  

Ecopetrol S.A.

        

5.88%, 5/28/45

      149,000          143,096  
       

 

 

  
Total Colombia           680,396  
       

 

 

  
Ghana - 0.5%        

Tullow Oil PLC

        

6.25%, 4/15/22, Reg S

      200,000          199,250  
       

 

 

  
Hong Kong - 2.3%        

CNAC HK Finbridge Co., Ltd.

        

4.88%, 3/14/25, Reg S

      500,000          501,906  

Melco Resorts Finance Ltd.

        

4.88%, 6/6/25, Reg S

      468,000          442,616  
       

 

 

  
Total Hong Kong           944,522  
       

 

 

  
India - 4.8%        

Bharti Airtel Ltd.

        

4.38%, 6/10/25, Reg S

      625,000          589,134  

ICICI Bank Ltd.

        

3.25%, 9/9/22, Series EMTN, Reg S

      200,000          191,576  

Reliance Industries Ltd.

        

3.67%, 11/30/27(b)

      617,000          573,714  

Vedanta Resources PLC

        

6.38%, 7/30/22, Reg S

      500,000          492,465  

7.13%, 5/31/23, Reg S

      150,000          148,912  
       

 

 

  
Total India           1,995,801  
       

 

 

  
Indonesia - 0.8%        

Perusahaan Listrik Negara PT

        

4.13%, 5/15/27(b)

      380,000          357,236  
       

 

 

  
Israel - 3.7%        

Israel Electric Corp., Ltd.

        

6.88%, 6/21/23, Reg S

      500,000          552,500  

4.25%, 8/14/28, Series GMTN, Reg S

      600,000          573,000  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Teva Pharmaceutical Finance Netherlands III B.V.

        

2.80%, 7/21/23

    $   250,000        $   214,762  

3.15%, 10/1/26

      250,000          202,188  
       

 

 

  
Total Israel           1,542,450  
       

 

 

  
Jamaica - 1.5%        

Digicel Ltd.

        

6.00%, 4/15/21, Reg S

      450,000          414,563  

6.75%, 3/1/23, Reg S

      250,000          217,500  
       

 

 

  
Total Jamaica           632,063  
       

 

 

  
Kazakhstan - 0.5%        

KazMunayGas National Co. JSC

        

4.75%, 4/24/25(b)

      200,000          201,500  
       

 

 

  
Kuwait - 0.6%        

Equate Petrochemical B.V.

        

3.00%, 3/3/22, Reg S

      280,000          270,872  
       

 

 

  
Luxembourg - 1.3%        

Millicom International Cellular S.A.

        

6.00%, 3/15/25, Reg S

      330,000          333,878  

5.13%, 1/15/28(b)

      216,000          198,450  
       

 

 

  
Total Luxembourg           532,328  
       

 

 

  
Mexico - 5.5%        

Banco Mercantil del Norte S.A.

        

7.63%, 1/10/28, (7.625% fixed rate until 1/6/28; 10-year Constant Maturity Treasury Rate + 5.353% thereafter)(a)(b)(c)

      200,000          199,000  

BBVA Bancomer S.A.

        

6.75%, 9/30/22, Reg S

      250,000          266,000  

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

        

7.75%, 4/16/26, Reg S

      900,000          972,675  

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

        

5.95%, 4/17/23, (5.95% fixed rate until 7/17/23; 5-year Constant Maturity Treasury Rate + 3.28% until 7/17/28; 5-year Constant Maturity Treasury Rate + 3.53% until 7/17/43; 5-year Constant Maturity Treasury Rate + 4.28% thereafter)(a)(b)(c)

      250,000          247,188  

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

        

4.00%, 10/4/27(b)

      320,000          291,600  

Petroleos Mexicanos

        

6.50%, 3/13/27

      311,000          316,287  
       

 

 

  
Total Mexico           2,292,750  
       

 

 

  
Morocco - 2.5%        

OCP S.A.

        

5.63%, 4/25/24, Reg S

      1,000,000          1,028,750  
       

 

 

  
Netherlands - 0.7%        

Sigma Finance Netherlands B.V.

        

4.88%, 3/27/28(b)

      300,000          286,500  
       

 

 

  
Panama - 1.2%        

Multibank, Inc.

        

4.38%, 11/9/22(b)

      500,000          489,063  
       

 

 

  
Peru - 3.9%        

Banco de Credito del Peru

        

6.13%, 4/24/27, Reg S, (6.125% fixed rate until 4/24/22; 3-month U.S. dollar London Interbank Offered Rate + 7.043% thereafter)(a)(d)

      600,000          637,110  

Inretail Pharma S.A.

        

5.38%, 5/2/23(b)

      300,000          304,125  

Kallpa Generacion S.A.

        

4.13%, 8/16/27, Reg S(d)

      250,000          227,188  

Southern Copper Corp.

        

5.25%, 11/8/42

      460,000          463,162  
       

 

 

  
Total Peru           1,631,585  
       

 

 

  
Russia - 11.8%        

Evraz Group S.A.

        

8.25%, 1/28/21, Reg S

      500,000          531,875  

Gazprom Neft OAO via GPN Capital S.A.

        

6.00%, 11/27/23, Reg S

      1,100,000          1,146,750  

Gazprom OAO via Gaz Capital S.A.

        

6.00%, 1/23/21, Reg S

      570,000          592,800  

6.51%, 3/7/22, Reg S

      450,000          477,000  

Novolipetsk Steel via Steel Funding DAC

        

4.00%, 9/21/24(b)

      250,000          233,125  

4.00%, 9/21/24, Reg S

      250,000          233,125  

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 Constant Maturity Treasury Rate + 4.023% thereafter)(a)

      500,000          503,800  

VEON Holdings B.V.

        

7.50%, 3/1/22, Reg S

      200,000          214,500  

5.95%, 2/13/23, Reg S

      600,000          608,625  

VTB Bank OJSC via VTB Capital S.A.

        

6.95%, 10/17/22, Reg S

      353,000          362,707  
       

 

 

  
Total Russia           4,904,307  
       

 

 

  
Singapore - 1.3%        

Oversea-Chinese Banking Corp., Ltd.

        

4.25%, 6/19/24, Reg S

      525,000          527,388  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2018

 

Investments    Principal
Amount		        Value  
South Africa - 1.1%        

AngloGold Ashanti Holdings PLC

        

6.50%, 4/15/40

    $   102,000        $   101,873  

Growthpoint Properties International Pty Ltd.

        

5.87%, 5/2/23(b)

      350,000          359,625  
       

 

 

  
Total South Africa           461,498  
       

 

 

  
South Korea - 2.4%        

Woori Bank

        

4.75%, 4/30/24, Reg S

      1,000,000          1,013,122  
       

 

 

  
Thailand - 1.4%        

PTTEP Treasury Center Co., Ltd.

        

4.60%, 7/17/22, Reg S, (4.60% fixed rate until 7/17/22; 5-year Constant Maturity Treasury Rate + 2.724% until 7/17/27; 6-month U.S. dollar London Interbank Offered Rate + 2.90% until 7/17/42; 6-month U.S. dollar London Interbank Offered Rate + 3.65% thereafter)(a)(c)

      600,000          579,900  
       

 

 

  
Turkey - 6.2%        

TC Ziraat Bankasi A/S

        

4.75%, 4/29/21, Reg S

      300,000          282,000  

Tupras Turkiye Petrol Rafinerileri A/S

        

4.50%, 10/18/24(b)

      500,000          462,500  

Turkiye Garanti Bankasi A/S

        

5.25%, 9/13/22, Reg S

      500,000          478,750  

5.88%, 3/16/23, Reg S

      350,000          338,625  

Turkiye Is Bankasi A/S

        

5.38%, 10/6/21, Reg S

      250,000          236,562  

5.50%, 4/21/22, Reg S

      500,000          468,750  

Turkiye Vakiflar Bankasi TAO

        

5.75%, 1/30/23(b)

      346,000          317,455  
       

 

 

  
Total Turkey           2,584,642  
       

 

 

  
United Arab Emirates - 2.6%        

Abu Dhabi National Energy Co. PJSC

        

4.38%, 6/22/26, Reg S

      1,000,000          985,625  

DP World Ltd.

        

6.85%, 7/2/37, Reg S

      100,000          119,250  
       

 

 

  
Total United Arab Emirates           1,104,875  
       

 

 

  
Zambia - 0.5%        

First Quantum Minerals Ltd.

        

6.88%, 3/1/26(b)

      200,000          191,125  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $36,281,110)

           34,976,457  
       

 

 

  
FOREIGN GOVERNMENT AGENCIES - 0.6%        
Indonesia - 0.6%        

Lembaga Pembiayaan Ekspor Indonesia

        

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

(Cost: $251,471)

      250,000          242,500  
       

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 1.9%        
Nigeria - 0.5%        

Nigeria Government International Bond

        

6.50%, 11/28/27, Reg S

      200,000          197,750  
       

 

 

  
Saudi Arabia - 1.4%        

Saudi Government International Bond

        

4.00%, 4/17/25(b)

      600,000          596,100  
       

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $794,438)

           793,850  
       

 

 

  
     Shares           
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 1.2%        
United States - 1.2%        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.77%(e)

(Cost: $512,650)(f)

      512,650          512,650  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 95.3%

(Cost: $41,010,643)

           39,717,853  

Other Assets less Liabilities - 4.7%

           1,953,036  
       

 

 

  
NET ASSETS - 100.0%         $   41,670,889  
       

 

 

  

 

(a) 

Rate shown reflects the accrual rate as of May 31, 2018 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) 

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

(d) 

Security, or portion thereof, was on loan at May 31, 2018 (See Note 2).

(e) 

Rate shown represents annualized 7-day yield as of May 31, 2018.

(f) 

At May 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $494,773 and the total market value of the collateral held by the Fund was $512,650.

 

Reg S

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2018

 

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

 

Short Exposure    Contracts      Expiration
Date		      Notional
Amount1		     Unrealized
Appreciation/
(Depreciation)		  

U.S. Treasury Long Bond

      20        9/19/18      $ (2,902,500 )    $ 5,783  

U.S. Treasury Ultra Long Term Bond

      1        9/19/18        (159,500 )      476  

Ultra 10 Year U.S. Treasury Note

      36        9/19/18        (4,620,375 )      17,844  
        

 

 

    

 

 

  
         $ (7,682,375 )    $ 24,103  
        

 

 

    

 

 

  
Long Exposure                           

10 Year U.S. Treasury Note

      1        9/19/18      $ 120,438     $ 876  

2 Year U.S. Treasury Note

      18        9/28/18        3,820,219       4,188  

5 Year U.S. Treasury Note

      36        9/28/18        4,100,062       16,031  
        

 

 

    

 

 

  
         $ 8,040,719     $ 21,095  
        

 

 

    

 

 

  
Total - Net          $ 358,344     $ 45,198  
        

 

 

    

 

 

  

 

† 

As of May 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $86,252.

1 

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2018

 

Investments    Principal
Amount†		        Value  
FOREIGN GOVERNMENT AGENCIES - 0.7%          
South Africa - 0.1%          

Landwirtschaftliche Rentenbank

          

8.25%, 5/23/22, Reg S

      3,550,000       ZAR        $ 283,552  
         

 

 

  
Turkey - 0.6%          

Kreditanstalt fuer Wiederaufbau

          

9.25%, 5/22/20, Reg S

      5,100,000       TRY          990,012  
         

 

 

  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $1,995,031)

             1,273,564  
         

 

 

  
FOREIGN GOVERNMENT OBLIGATIONS - 88.0%          
Argentina - 2.3%          

Argentine Bonos del Tesoro

          

18.20%, 10/3/21

      33,710,000       ARS          1,233,284  

16.00%, 10/17/23

      30,663,000       ARS          1,096,953  

15.50%, 10/17/26

      45,140,000       ARS          1,615,965  
         

 

 

  
Total Argentina             3,946,202  
         

 

 

  
Brazil - 10.2%          

Brazil Letras do Tesouro Nacional

          

8.94%, 1/1/22, Series LTN(a)

      14,365,000       BRL          2,747,312  

Brazil Notas do Tesouro Nacional

          

10.00%, 1/1/21, Series F

      29,603,000       BRL          8,151,382  

10.00%, 1/1/23, Series F

      9,465,000       BRL          2,513,484  

10.00%, 1/1/25, Series F

      8,539,000       BRL          2,197,875  

10.00%, 1/1/27, Series F

      8,105,000       BRL          2,031,105  

Brazilian Government International Bond

          

12.50%, 1/5/22

      929,000       BRL          286,172  
         

 

 

  
Total Brazil             17,927,330  
         

 

 

  
Chile - 3.0%          

Bonos de la Tesoreria de la Republica en pesos

          

4.50%, 3/1/21

      785,000,000       CLP          1,270,687  

4.50%, 3/1/26

      1,365,000,000       CLP          2,160,362  

5.00%, 3/1/35

      1,200,000,000       CLP          1,884,764  
         

 

 

  
Total Chile             5,315,813  
         

 

 

  
China - 3.1%          

China Government Bond

          

3.09%, 11/22/18

      1,000,000       CNH          155,552  

3.09%, 6/29/20, Reg S

      6,000,000       CNY          921,270  

2.48%, 12/1/20

      7,500,000       CNY          1,131,021  

3.25%, 7/4/21

      7,000,000       CNH          1,071,542  

2.36%, 8/18/21, Reg S

      2,500,000       CNY          372,039  

3.10%, 6/29/22

      6,500,000       CNY          983,532  

3.16%, 6/27/23

      5,000,000       CNY          752,199  
         

 

 

  
Total China             5,387,155  
         

 

 

  
Colombia - 6.0%          

Colombia Government International Bond

          

7.75%, 4/14/21

      2,209,000,000       COP          812,846  

Colombian TES

          

11.00%, 7/24/20, Series B

      2,252,900,000       COP          874,903  

7.00%, 5/4/22, Series B

      3,891,400,000       COP          1,414,214  

10.00%, 7/24/24, Series B

      6,324,800,000       COP          2,622,403  

6.00%, 4/28/28, Series B

      10,755,400,000       COP          3,567,900  

7.75%, 9/18/30, Series B

      1,792,300,000       COP          670,879  

7.00%, 6/30/32, Series B

      1,626,500,000       COP          563,818  
         

 

 

  
Total Colombia             10,526,963  
         

 

 

  
Hungary - 3.0%          

Hungary Government Bond

          

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

      205,030,000       HUF          869,974  

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

      226,560,000       HUF          1,006,327  

1.75%, 10/26/22, Series 22/B

      350,000,000       HUF          1,284,441  

3.00%, 6/26/24, Series 24/B

      328,060,000       HUF          1,254,378  

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

      211,830,000       HUF          769,142  
         

 

 

  
Total Hungary             5,184,262  
         

 

 

  
India - 7.0%          

India Government Bond

          

8.27%, 6/9/20

      103,000,000       INR          1,546,164  

7.80%, 4/11/21

      100,000,000       INR          1,486,608  

7.68%, 12/15/23

      200,000,000       INR          2,922,091  

8.40%, 7/28/24

      134,000,000       INR          2,020,350  

7.59%, 3/20/29

      100,000,000       INR          1,423,702  

7.88%, 3/19/30

      100,000,000       INR          1,454,822  

9.20%, 9/30/30

      90,920,000       INR          1,460,823  
         

 

 

  
Total India             12,314,560  
         

 

 

  
Indonesia - 8.9%          

Indonesia Treasury Bond

          

7.00%, 5/15/22, Series FR61

      10,109,000,000       IDR          734,076  

8.38%, 3/15/24, Series FR70

      31,124,000,000       IDR          2,381,189  

8.38%, 9/15/26, Series FR56

      47,091,000,000       IDR          3,625,468  

9.00%, 3/15/29, Series FR71

      16,390,000,000       IDR          1,315,510  

8.75%, 5/15/31, Series FR73

      30,207,000,000       IDR          2,369,446  

8.25%, 6/15/32, Series FR58

      49,064,000,000       IDR          3,689,800  

8.25%, 5/15/36, Series FR72

      13,440,000,000       IDR          1,022,871  

8.75%, 2/15/44, Series FR67

      6,637,000,000       IDR          523,498  
         

 

 

  
Total Indonesia             15,661,858  
         

 

 

  
Malaysia - 3.2%          

Malaysia Government Bond

          

4.38%, 11/29/19, Series 0902

      2,587,000       MYR          658,136  

4.16%, 7/15/21, Series 0111

      2,088,000       MYR          530,275  

3.42%, 8/15/22, Series 0112

      4,343,000       MYR          1,069,558  

4.18%, 7/15/24, Series 0114

      1,335,000       MYR          336,840  

4.39%, 4/15/26, Series 0311

      3,144,000       MYR          794,257  

3.90%, 11/16/27, Series 0417

      4,000,000       MYR          976,235  

4.50%, 4/15/30, Series 0310

      2,333,000       MYR          574,241  

4.25%, 5/31/35, Series 0415

      1,100,000       MYR          256,768  

4.76%, 4/7/37, Series 0317

      1,515,000       MYR          374,444  
         

 

 

  
Total Malaysia             5,570,754  
         

 

 

  
Mexico - 3.7%          

Mexican Bonos

          

5.00%, 12/11/19, Series M

      11,059,000       MXN          531,896  

8.00%, 6/11/20, Series M

      2,500,000       MXN          125,881  

6.50%, 6/10/21, Series M

      12,355,000       MXN          597,296  

6.50%, 6/9/22, Series M

      13,487,000       MXN          644,333  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2018

 

Investments    Principal
Amount†		        Value  

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

      24,593,000       MXN        $ 1,369,633  

7.75%, 5/29/31, Series M

      10,133,000       MXN          502,219  

7.75%, 11/23/34, Series M

      13,209,000       MXN          651,269  

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

      10,452,000       MXN          627,745  

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

      4,854,000       MXN          256,700  

7.75%, 11/13/42, Series M

      14,142,000       MXN          693,129  

8.00%, 11/7/47, Series M

      10,000,000       MXN          503,259  
         

 

 

  
Total Mexico             6,503,360  
         

 

 

  
Peru - 3.1%          

Peru Government Bond

          

6.15%, 8/12/32, Reg S

      1,000       PEN          311  

Peruvian Government International Bond

          

7.84%, 8/12/20, Reg S

      1,361,000       PEN          460,978  

5.70%, 8/12/24, Reg S

      2,225,000       PEN          705,789  

8.20%, 8/12/26, Reg S

      4,788,000       PEN          1,761,315  

6.95%, 8/12/31, Reg S

      4,726,000       PEN          1,589,335  

6.90%, 8/12/37, Reg S

      3,010,000       PEN          982,565  
         

 

 

  
Total Peru             5,500,293  
         

 

 

  
Philippines - 3.2%          

Philippine Government International Bond

          

4.95%, 1/15/21

      91,000,000       PHP          1,730,170  

3.90%, 11/26/22

      98,000,000       PHP          1,781,555  

6.25%, 1/14/36

      102,000,000       PHP          2,078,132  
         

 

 

  
Total Philippines             5,589,857  
         

 

 

  
Poland - 6.2%          

Republic of Poland Government Bond

          

3.25%, 7/25/19, Series 0719

      1,500,000       PLN          414,287  

1.50%, 4/25/20, Series 0420

      5,000,000       PLN          1,351,686  

1.75%, 7/25/21, Series 0721

      855,000       PLN          229,803  

5.75%, 10/25/21, Series 1021

      2,360,000       PLN          715,989  

2.25%, 4/25/22, Series 0422

      4,979,000       PLN          1,348,862  

5.75%, 9/23/22, Series 0922

      2,223,000       PLN          685,631  

2.50%, 1/25/23, Series 0123

      5,000,000       PLN          1,356,038  

4.00%, 10/25/23, Series 1023

      8,046,000       PLN          2,328,822  

2.50%, 7/25/26, Series 0726

      975,000       PLN          252,002  

2.50%, 7/25/27, Series 0727

      8,135,000       PLN          2,078,624  
         

 

 

  
Total Poland             10,761,744  
         

 

 

  
Romania - 3.1%          

Romania Government Bond

          

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

      1,650,000       RON          411,741  

2.25%, 2/26/20, Series 4Y

      835,000       RON          205,291  

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

      3,430,000       RON          894,684  

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

      2,930,000       RON          721,099  

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

      4,020,000       RON          1,061,536  

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

      2,970,000       RON          788,271  

3.25%, 4/29/24, Series 7Y

      140,000       RON          32,541  

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

      2,495,000       RON          626,826  

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

      2,500,000       RON          669,087  
         

 

 

  
Total Romania             5,411,076  
         

 

 

  
Russia - 9.4%          

Russian Federal Bond - OFZ

          

6.80%, 12/11/19, Series 6210

      40,120,000       RUB          644,739  

7.50%, 8/18/21, Series 6217

      203,110,000       RUB          3,324,304  

7.00%, 1/25/23, Series 6211

      105,054,000       RUB          1,700,349  

7.00%, 8/16/23, Series 6215

      239,105,000       RUB          3,878,134  

7.75%, 9/16/26, Series 6219

      100,000,000       RUB          1,659,059  

7.05%, 1/19/28, Series 6212

      149,885,000       RUB          2,376,781  

8.50%, 9/17/31, Series 6218

      99,595,000       RUB          1,751,667  

7.70%, 3/23/33, Series 6221

      65,975,000       RUB          1,082,894  
         

 

 

  
Total Russia             16,417,927  
         

 

 

  
South Africa - 4.5%          

Republic of South Africa Government Bond

          

10.50%, 12/21/26, Series R186

      6,512,000       ZAR          573,714  

7.00%, 2/28/31, Series R213

      6,092,000       ZAR          407,681  

6.25%, 3/31/36, Series R209

      28,101,600       ZAR          1,642,496  

9.00%, 1/31/40, Series 2040

      33,000,000       ZAR          2,503,680  

8.75%, 1/31/44, Series 2044

      5,000,000       ZAR          367,974  

8.75%, 2/28/48, Series 2048

      33,120,000       ZAR          2,435,686  
         

 

 

  
Total South Africa             7,931,231  
         

 

 

  
Thailand - 4.9%          

Thailand Government Bond

          

3.65%, 12/17/21

      16,735,000       THB          554,510  

1.88%, 6/17/22

      13,870,000       THB          431,918  

3.63%, 6/16/23

      36,784,000       THB          1,232,848  

3.85%, 12/12/25

      57,480,000       THB          1,963,795  

2.13%, 12/17/26

      33,000,000       THB          994,084  

4.88%, 6/22/29

      28,602,000       THB          1,064,121  

3.65%, 6/20/31

      36,000,000       THB          1,193,433  

3.40%, 6/17/36

      37,500,000       THB          1,191,759  
         

 

 

  
Total Thailand             8,626,468  
         

 

 

  
Turkey - 3.2%          

Turkey Government Bond

          

8.50%, 7/10/19

      3,066,000       TRY          625,032  

9.50%, 1/12/22

      9,114,000       TRY          1,695,273  

8.50%, 9/14/22

      8,439,000       TRY          1,510,203  

8.00%, 3/12/25

      5,067,000       TRY          825,246  

11.00%, 2/24/27

      5,000,000       TRY          938,853  
         

 

 

  
Total Turkey             5,594,607  
         

 

 

  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $186,766,684)

             154,171,460  
         

 

 

  
SUPRANATIONAL BONDS - 5.0%          

European Bank for Reconstruction & Development

          

6.45%, 12/13/22, Reg S

      37,910,000,000       IDR          2,599,963  

European Investment Bank

          

7.63%, 1/12/22

      40,000,000       MXN          1,963,243  

8.38%, 7/29/22, Reg S

      7,235,000       ZAR          578,172  

8.13%, 12/21/26

      24,740,000       ZAR          1,920,734  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2018

 

Investments    Principal
Amount†		      Value  

International Finance Corp.

      

7.50%, 1/18/28

      37,000,000  MXN     $   1,774,160  
     

 

 

  

TOTAL SUPRANATIONAL BONDS

(Cost: $9,359,316)

         8,836,272  
     

 

 

  
REPURCHASE AGREEMENT - 2.8%      
United States - 2.8%      

Citigroup, Inc., tri-party repurchase agreement dated 5/31/2018 (tri-party custodian: The Bank of New York Mellon Corp.), 1.77% due 6/1/18; Proceeds at maturity - $4,820,237 (fully collateralized by Fannie Mae Pool, 3.00% - 4.00% due 6/1/42 - 2/1/45, Freddie Mac Gold Pool, 3.50% - 5.50% due 9/1/18 - 5/1/26, U.S. Treasury Note, 1.63% due 11/30/20, U.S. Treasury Bond Principal STRIPS, 0.00% due 8/15/29; Market value - $4,917,240)

(Cost: $4,820,000)

      4,820,000        4,820,000  
     

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 96.5%

(Cost: $202,941,031)

         169,101,296  

Other Assets less Liabilities - 3.5%

         6,168,178  
     

 

 

  
NET ASSETS - 100.0%       $   175,269,474  
     

 

 

  

 

† 

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

(a) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of May 31, 2018.

 

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.

STRIPS

    -   

Separate Trading of Registered Interest and Principal of Securities.

 

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		  

Banco Colpatria

      6/6/2018        921,091        USD        2,661,862,202        COP      $ —        $ (604 ) 

Bank of America N.A.

      6/20/2018        1,526,019        USD        100,000,000        INR        47,508        —    

Citibank N.A.

      6/20/2018        90,000,000        INR        1,362,192        USD        —          (31,532 ) 

Citibank N.A.

      6/20/2018        1,000,000        TRY        218,756        USD        —          (13 ) 

Deutsche Bank AG

      6/5/2018        362,927        USD        5,037,420,185        IDR        392        —    

Goldman Sachs

      6/20/2018        8,000,000        MXN        437,561        USD        —          (38,941 ) 

Goldman Sachs

      6/20/2018        515,650        USD        9,500,000        MXN        42,288        —    

JP Morgan Chase Bank N.A.

      6/20/2018        490,526        USD        32,100,000        INR        15,924        —    

JP Morgan Chase Bank N.A.

      6/20/2018        177,085        USD        12,000,000        INR        —          (336 ) 

JP Morgan Chase Bank N.A.

      6/20/2018        312,020        USD        10,000,000        THB        —          (726 ) 

Morgan Stanley & Co. International

      6/20/2018        57,020,000        MXN        3,024,999        USD        —          (183,834 ) 

Royal Bank of Canada

      6/20/2018        90,000,000        THB        2,904,163        USD        —          (89,447 ) 

Royal Bank of Canada

      6/20/2018        916,211        USD        62,000,000        INR        —          (466 ) 

Royal Bank of Canada

      6/20/2018        308,866        USD        9,880,000        THB        —          (127 ) 

State Street Bank and Trust

      6/1/2018        14,211        USD        56,629        MYR        —          (17 ) 

UBS AG

      6/4/2018        891,865        USD        17,821,080        MXN        1,363        —    

UBS AG

      6/20/2018        10,300,000        TRY        2,586,129        USD        —          (333,077 ) 

UBS AG

      6/20/2018        1,052,696        USD        19,500,000        MXN        81,059        —    
                 

 

 

     

 

 

  
                  $ 188,534      $ (679,120 ) 
                 

 

 

     

 

 

  

 

CURRENCY LEGEND

ARS

      

Argentine Peso

BRL

      

Brazilian real

CLP

      

Chilean peso

CNH

      

Offshore Chinese renminbi

CNY

      

Chinese yuan

COP

      

Colombian peso

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2018

 

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)

May 31, 2018

 

Investments    Principal
Amount		        Value  
CORPORATE BONDS - 84.7%        
United States - 84.7%        

24 Hour Fitness Worldwide, Inc.

        

8.00%, 6/1/22(a)(b)

   $   363,000        $   366,630  

99 Cents Only Stores LLC

        

13.00%, 4/14/22, PIK(a)

     50,000          45,250  

Abe Investment Holdings, Inc.

        

7.00%, 10/15/20(a)

     150,000          134,250  

Acadia Healthcare Co., Inc.

        

5.13%, 7/1/22

      27,000          27,135  

5.63%, 2/15/23

      511,000          519,304  

Acosta, Inc.

        

7.75%, 10/1/22(a)(b)

     306,000          183,983  

Actuant Corp.

        

5.63%, 6/15/22

      321,000          324,210  

ADT Corp. (The)

        

6.25%, 10/15/21

      858,000          888,030  

Advanced Micro Devices, Inc.

        

7.50%, 8/15/22(b)

     404,000          443,430  

Aircastle Ltd.

        

4.63%, 12/15/18

      104,000          104,780  

5.13%, 3/15/21

      488,000          501,420  

5.00%, 4/1/23

      200,000          204,500  

AK Steel Corp.

        

7.63%, 10/1/21(b)

     285,000          293,194  

Aleris International, Inc.

        

7.88%, 11/1/20

      536,000          544,040  

9.50%, 4/1/21(a)

     125,000          131,094  

Allegheny Technologies, Inc.

        

5.95%, 1/15/21

      170,000          172,550  

Allegiant Travel Co.

        

5.50%, 7/15/19

      150,000          152,250  

Alliance One International, Inc.

        

8.50%, 4/15/21(a)

     150,000          154,875  

9.88%, 7/15/21(b)

     572,000          532,675  

Ally Financial, Inc.

        

4.75%, 9/10/18

      630,000          632,992  

8.00%, 12/31/18(b)

     226,000          232,441  

3.50%, 1/27/19

      671,000          672,677  

3.75%, 11/18/19

      518,000          519,942  

7.50%, 9/15/20

      700,000          752,360  

4.25%, 4/15/21

      546,000          551,460  

AMC Entertainment Holdings, Inc.

        

5.88%, 2/15/22(b)

     229,000          232,721  

American Airlines Group, Inc.

        

5.50%, 10/1/19(a)

     491,000          502,047  

4.63%, 3/1/20(a)

     364,000          365,219  

American Axle & Manufacturing, Inc.

        

6.63%, 10/15/22(b)

     295,000          304,219  

American Midstream Partners L.P.

        

8.50%, 12/15/21(a)

     373,000          365,540  

American Tire Distributors, Inc.

        

10.25%, 3/1/22(a)

     386,000          191,070  

Amkor Technology, Inc.

        

6.38%, 10/1/22

      351,000          360,653  

Amsted Industries, Inc.

        

5.00%, 3/15/22(a)

     452,000          453,130  

Andeavor Logistics L.P.

        

5.50%, 10/15/19

      203,000          208,471  

Anixter, Inc.

        

5.13%, 10/1/21

      621,000          639,630  

Antero Resources Corp.

        

5.38%, 11/1/21

      897,000          909,782  

APX Group, Inc.

        

8.75%, 12/1/20

      700,000          673,750  

7.88%, 12/1/22

      533,000          527,670  

Archrock Partners L.P.

        

6.00%, 4/1/21

      243,000          243,608  

6.00%, 10/1/22

      25,000          25,094  

Arconic, Inc.

        

6.15%, 8/15/20

      305,000          319,899  

5.40%, 4/15/21

      617,000          635,448  

5.87%, 2/23/22

      538,000          564,954  

Artesyn Embedded Technologies, Inc.

        

9.75%, 10/15/20(a)

     82,000          79,540  

Ascent Resources Utica Holdings LLC

        

10.00%, 4/1/22(a)

     829,000          897,392  

Ashland LLC

        

4.75%, 8/15/22

      620,000          623,875  

AV Homes, Inc.

        

6.63%, 5/15/22

      195,000          198,461  

Avis Budget Car Rental LLC

        

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

     308,000          303,426  

B&G Foods, Inc.

        

4.63%, 6/1/21

      412,000          406,850  

Ball Corp.

        

4.38%, 12/15/20

      566,000          577,728  

Beazer Homes USA, Inc.

        

8.75%, 3/15/22

      240,000          258,000  

Berry Global, Inc.

        

5.50%, 5/15/22

      210,000          213,938  

BI-LO LLC

        

9.25%, 2/15/19(a)(c)

     125,000          125,313  

Blackboard, Inc.

        

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

     100,000          63,500  

Blackstone CQP Holdco L.P.

        

6.00%, 8/18/21(a)

     200,000          200,500  

Blue Racer Midstream LLC

        

6.13%, 11/15/22(a)

     524,000          535,905  

BMC Software Finance, Inc.

        

8.13%, 7/15/21(a)

     1,070,000          1,099,532  

Bon-Ton Department Stores, Inc. (The)

        

8.00%, 6/15/21(c)

     50,000          8,500  

Boxer Parent Co., Inc.

        

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

     12,000          12,060  

Bristow Group, Inc.

        

6.25%, 10/15/22(b)

     450,000          352,688  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Buckeye Partners L.P.

        

6.38%, 1/22/78, (6.375% fixed rate until 1/22/23; 3-month U.S. dollar London Interbank Offered Rate + 4.02% thereafter)(b)(d)

   $   478,000        $   452,619  

Cable One, Inc.

        

5.75%, 6/15/22(a)

     350,000          357,438  

Cablevision Systems Corp.

        

8.00%, 4/15/20

      800,000          846,000  

CalAtlantic Group, Inc.

        

8.38%, 1/15/21

      250,000          285,938  

California Resources Corp.

        

8.00%, 12/15/22(a)

     1,150,000          1,020,717  

Calpine Corp.

        

6.00%, 1/15/22(a)

     551,000          562,709  

Calumet Specialty Products Partners L.P.

        

6.50%, 4/15/21

      581,000          574,464  

Cardtronics, Inc.

        

5.13%, 8/1/22

      112,000          109,480  

Carpenter Technology Corp.

        

5.20%, 7/15/21(b)

     250,000          258,235  

Carrizo Oil & Gas, Inc.

        

7.50%, 9/15/20

      123,000          123,769  

6.25%, 4/15/23(b)

     359,000          365,282  

CCO Holdings LLC

        

5.25%, 9/30/22

      670,000          677,119  

5.13%, 2/15/23

      782,000          782,000  

CEC Entertainment, Inc.

        

8.00%, 2/15/22(b)

     222,000          198,968  

Centene Corp.

        

5.63%, 2/15/21

      453,000          466,232  

4.75%, 5/15/22

      816,000          828,240  

Century Aluminum Co.

        

7.50%, 6/1/21(a)(b)

     260,000          263,900  

Century Communities, Inc.

        

6.88%, 5/15/22

      342,000          353,690  

CenturyLink, Inc.

        

6.15%, 9/15/19, Series Q

      90,000          92,784  

5.63%, 4/1/20, Series V

      889,000          903,446  

5.80%, 3/15/22, Series T

      1,032,000          1,024,518  

Cenveo Corp.

        

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

     137,000          52,060  

Cequel Communications Holdings I LLC

        

5.125%, 12/15/21(a)

     788,000          788,088  

CF Industries, Inc.

        

7.13%, 5/1/20

      448,000          477,120  

Chesapeake Energy Corp.

        

6.63%, 8/15/20(b)

     240,000          249,048  

6.13%, 2/15/21(b)

     899,000          912,485  

8.00%, 12/15/22(a)

     550,000          583,687  

5.75%, 3/15/23

      100,000          94,500  

Choice Hotels International, Inc.

        

5.75%, 7/1/22

      656,000          687,357  

CIT Group, Inc.

        

3.88%, 2/19/19

      323,500          325,118  

5.38%, 5/15/20

      400,000          413,000  

5.00%, 8/15/22

      739,000          752,856  

CITGO Holding, Inc.

        

10.75%, 2/15/20(a)

     548,000          587,730  

CITGO Petroleum Corp.

        

6.25%, 8/15/22(a)

     100,000          100,000  

Claire’s Stores, Inc.

        

9.00%, 3/15/19(a)(b)(c)

     308,000          180,950  

Clean Harbors, Inc.

        

5.13%, 6/1/21

      678,000          683,932  

Clear Channel International B.V.

        

8.75%, 12/15/20(a)

     200,000          208,500  

Clear Channel Worldwide Holdings, Inc.

        

7.63%, 3/15/20, Series B

      800,000          803,000  

6.50%, 11/15/22, Series A

      753,000          771,825  

6.50%, 11/15/22, Series B

      200,000          205,250  

Cloud Peak Energy Resources LLC

        

12.00%, 11/1/21

      155,000          156,550  

CNO Financial Group, Inc.

        

4.50%, 5/30/20(b)

     200,000          202,000  

CNX Resources Corp.

        

5.88%, 4/15/22

      649,000          656,301  

8.00%, 4/1/23

      450,000          478,125  

Cogent Communications Group, Inc.

        

5.38%, 3/1/22(a)

     200,000          204,000  

CommScope, Inc.

        

5.00%, 6/15/21(a)

     596,000          601,215  

Community Health Systems, Inc.

        

8.00%, 11/15/19(b)

     625,000          609,375  

5.13%, 8/1/21(b)

     898,000          848,332  

6.88%, 2/1/22

      692,000          366,760  

6.25%, 3/31/23

      1,000,000          937,500  

Comstock Resources, Inc.

        

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

      208,000          218,920  

Consolidated Communications, Inc.

        

6.50%, 10/1/22

      148,000          138,380  

Continental Resources, Inc.

        

5.00%, 9/15/22

      1,365,000          1,387,295  

Covanta Holding Corp.

        

6.38%, 10/1/22

      200,000          204,000  

Credit Acceptance Corp.

        

6.13%, 2/15/21

      238,000          239,785  

Crescent Communities LLC

        

8.88%, 10/15/21(a)

     252,000          268,380  

Crestwood Midstream Partners L.P.

        

6.25%, 4/1/23

      400,000          409,000  

CSC Holdings LLC

        

6.75%, 11/15/21

      1,276,000          1,350,582  

CSI Compressco L.P.

        

7.25%, 8/15/22

      100,000          94,250  

CURO Financial Technologies Corp.

        

12.00%, 3/1/22(a)

     235,000          257,325  

CVR Refining LLC

        

6.50%, 11/1/22

      500,000          510,000  

Darling Ingredients, Inc.

        

5.38%, 1/15/22

      200,000          203,940  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

Investments    Principal
Amount		        Value  

DaVita, Inc.

        

5.75%, 8/15/22

    $   746,000        $   762,319  

DCP Midstream Operating L.P.

        

5.35%, 3/15/20(a)

     263,000          270,233  

4.75%, 9/30/21(a)

     1,025,000          1,040,375  

Dell International LLC

        

5.88%, 6/15/21(a)

     300,000          308,738  

Dell, Inc.

        

5.88%, 6/15/19(b)

     350,000          360,920  

Denbury Resources, Inc.

        

9.00%, 5/15/21(a)

     498,000          531,615  

9.25%, 3/31/22(a)

     225,000          240,188  

5.50%, 5/1/22

      133,000          118,038  

DISH DBS Corp.

        

7.88%, 9/1/19

      902,000          936,727  

5.13%, 5/1/20

      625,000          619,531  

6.75%, 6/1/21

      1,580,000          1,583,950  

5.00%, 3/15/23

      350,000          303,086  

DJO Finance LLC

        

8.13%, 6/15/21(a)

     705,000          712,931  

DPL, Inc.

        

7.25%, 10/15/21

      712,000          778,750  

DriveTime Automotive Group, Inc.

        

8.00%, 6/1/21(a)(b)

     50,000          50,250  

Dun & Bradstreet Corp. (The)

        

4.25%, 6/15/20

      40,000          40,134  

4.63%, 12/1/22

      250,000          250,724  

DynCorp International, Inc.

        

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

      191,505          201,080  

Eagle Holding Co. II LLC

        

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

     323,000          327,910  

Edgewell Personal Care Co.

        

4.70%, 5/19/21

      160,000          160,800  

EMC Corp.

        

1.88%, 6/1/18

      1,057,000          1,057,000  

2.65%, 6/1/20

      1,227,000          1,198,617  

Encompass Health Corp.

        

5.13%, 3/15/23

      306,000          310,590  

Endo Finance LLC

        

5.75%, 1/15/22(a)

     420,000          353,850  

7.25%, 1/15/22(a)

     155,000          135,044  

Energen Corp.

        

4.63%, 9/1/21

      386,000          386,965  

Energy Transfer Equity L.P.

        

7.50%, 10/15/20

      719,000          776,520  

4.25%, 3/15/23

      300,000          291,375  

Enova International, Inc.

        

9.75%, 6/1/21

      390,000          409,500  

EnPro Industries, Inc.

        

5.88%, 9/15/22

      356,000          365,790  

Ensco PLC

        

4.70%, 3/15/21

      133,000          131,005  

Envision Healthcare Corp.

        

5.63%, 7/15/22

      1,117,000          1,143,529  

Enviva Partners L.P.

        

8.50%, 11/1/21

      350,000          367,062  

EP Energy LLC

        

9.38%, 5/1/24(a)

     279,000          220,494  

Equinix, Inc.

        

5.38%, 1/1/22

      478,000          492,937  

5.38%, 4/1/23

      300,000          308,250  

EV Energy Partners L.P.

        

8.00%, 4/15/19(c)

     131,000          63,535  

FBM Finance, Inc.

        

8.25%, 8/15/21(a)

     50,000          52,590  

Ferrellgas L.P.

        

6.50%, 5/1/21(b)

     461,000          429,882  

Ferroglobe PLC

        

9.38%, 3/1/22(a)

     174,000          185,310  

First Quality Finance Co., Inc.

        

4.63%, 5/15/21(a)

     475,000          467,281  

Fortress Transportation & Infrastructure Investors LLC

        

6.75%, 3/15/22(a)

     256,000          259,520  

Forum Energy Technologies, Inc.

        

6.25%, 10/1/21

      500,000          504,375  

Freeport-McMoRan, Inc.

        

3.10%, 3/15/20

      585,000          579,150  

4.00%, 11/14/21

      876,000          871,620  

6.88%, 2/15/23

      630,000          678,825  

3.88%, 3/15/23

      925,000          891,478  

Frontier Communications Corp.

        

8.13%, 10/1/18(b)

     387,000          393,772  

9.25%, 7/1/21

      540,000          516,375  

10.50%, 9/15/22(b)

     800,000          724,000  

7.13%, 1/15/23(b)

     300,000          221,625  

FTI Consulting, Inc.

        

6.00%, 11/15/22

      200,000          205,076  

GameStop Corp.

        

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

     350,000          351,750  

Gates Global LLC

        

6.00%, 7/15/22(a)

     643,000          651,037  

GCI, Inc.

        

6.75%, 6/1/21

      223,000          226,345  

General Cable Corp.

        

5.75%, 10/1/22

      286,000          293,865  

Genesis Energy L.P.

        

6.75%, 8/1/22

      200,000          204,000  

GenOn Energy, Inc.

        

7.88%, 6/15/17(c)(h)

      110,000          101,475  

Genworth Holdings, Inc.

        

7.20%, 2/15/21

      257,000          253,893  

7.63%, 9/24/21

      336,000          333,480  

Global Partners L.P.

        

6.25%, 7/15/22

      361,000          352,878  

GLP Capital L.P.

        

4.88%, 11/1/20

      801,000          815,017  

Gogo Intermediate Holdings LLC

        

12.50%, 7/1/22(a)(b)

     210,000          223,650  

Graphic Packaging International LLC

        

4.75%, 4/15/21

      185,000          186,850  

Great Lakes Dredge & Dock Corp.

        

8.00%, 5/15/22

      210,000          214,200  

Greif, Inc.

        

7.75%, 8/1/19

      254,000          265,430  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Griffon Corp.

        

5.25%, 3/1/22

    $ 485,000        $ 469,844  

Group 1 Automotive, Inc.

        

5.00%, 6/1/22

      591,000          595,432  

Harland Clarke Holdings Corp.

        

6.88%, 3/1/20(a)

     82,000          82,615  

9.25%, 3/1/21(a)

     285,000          285,000  

8.38%, 8/15/22(a)

     445,000          448,337  

HC2 Holdings, Inc.

        

11.00%, 12/1/19(a)

     169,000          172,329  

HCA Healthcare, Inc.

        

6.25%, 2/15/21

      450,000          472,500  

HCA, Inc.

        

3.75%, 3/15/19

      484,000          487,630  

6.50%, 2/15/20

      1,029,000          1,077,877  

7.50%, 2/15/22

      988,000          1,081,860  

5.88%, 3/15/22

      1,227,000          1,292,951  

Hecla Mining Co.

        

6.88%, 5/1/21

      467,000          477,216  

Herc Rentals, Inc.

        

7.50%, 6/1/22(a)

     428,000          454,750  

Hertz Corp. (The)

        

5.88%, 10/15/20(b)

     300,000          290,310  

7.38%, 1/15/21(b)

     325,000          319,313  

6.25%, 10/15/22(b)

     300,000          268,500  

Hexion Nova Scotia Finance ULC

        

9.00%, 11/15/20(b)

     294,000          246,960  

Hexion, Inc.

        

6.63%, 4/15/20

      558,000          528,007  

HighPoint Operating Corp.

        

7.00%, 10/15/22(b)

     355,000          359,331  

Hillman Group, Inc. (The)

        

6.38%, 7/15/22(a)

     240,000          232,200  

Hornbeck Offshore Services, Inc.

        

5.88%, 4/1/20

      165,000          119,625  

5.00%, 3/1/21

      238,000          153,510  

HRG Group, Inc.

        

7.75%, 1/15/22

      330,000          339,801  

Hughes Satellite Systems Corp.

        

6.50%, 6/15/19

      350,000          362,250  

7.63%, 6/15/21

      550,000          587,812  

Huntsman International LLC

        

4.88%, 11/15/20(b)

     738,000          756,450  

Icahn Enterprises L.P.

        

6.00%, 8/1/20

      975,000          993,891  

5.88%, 2/1/22

      888,000          900,210  

6.25%, 2/1/22

      100,000          102,625  

Immucor, Inc.

        

11.13%, 2/15/22(a)(b)

     215,000          221,450  

Infor Software Parent LLC

        

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

     290,000          292,538  

Infor U.S., Inc.

        

5.75%, 8/15/20(a)

     100,000          101,750  

6.50%, 5/15/22

      930,000          949,762  

Ingram Micro, Inc.

        

5.00%, 8/10/22

      25,000          24,448  

International Game Technology PLC

        

6.25%, 2/15/22(a)

     852,000          881,820  

INVISTA Finance LLC

        

4.25%, 10/15/19(a)

     605,000          609,685  

Iron Mountain, Inc.

        

4.38%, 6/1/21(a)

     277,000          280,199  

iStar, Inc.

        

5.00%, 7/1/19

      295,000          294,600  

6.50%, 7/1/21

      226,000          229,955  

6.00%, 4/1/22

      300,000          300,750  

5.25%, 9/15/22

      145,000          141,194  

Jack Ohio Finance LLC

        

6.75%, 11/15/21(a)

     210,000          216,825  

10.25%, 11/15/22(a)

     300,000          327,000  

Jefferies Finance LLC

        

7.38%, 4/1/20(a)

     200,000          202,250  

7.50%, 4/15/21(a)

     425,000          431,906  

Joseph T Ryerson & Son, Inc.

        

11.00%, 5/15/22(a)

     507,000          560,235  

Jurassic Holdings III, Inc.

        

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

     180,000          174,150  

K Hovnanian Enterprises, Inc.

        

10.00%, 7/15/22(a)

     370,000          394,975  

KB Home

        

4.75%, 5/15/19

      324,000          327,661  

8.00%, 3/15/20

      252,000          269,640  

7.00%, 12/15/21

      554,000          587,932  

Kindred Healthcare, Inc.

        

8.00%, 1/15/20

      456,000          487,915  

6.38%, 4/15/22

      70,000          72,168  

Kinetic Concepts, Inc.

        

7.88%, 2/15/21(a)

     190,000          195,463  

12.50%, 11/1/21(a)

     414,000          460,575  

KLX, Inc.

        

5.88%, 12/1/22(a)

     791,000          829,561  

L Brands, Inc.

        

7.00%, 5/1/20

      399,000          423,937  

6.63%, 4/1/21

      889,000          940,117  

Ladder Capital Finance Holdings LLLP

        

5.25%, 3/15/22(a)

     359,000          359,898  

Laredo Petroleum, Inc.

        

5.63%, 1/15/22

      687,000          683,565  

Legacy Reserves L.P.

        

6.63%, 12/1/21

      255,000          204,319  

Leidos Holdings, Inc.

        

4.45%, 12/1/20

      240,000          244,200  

Lennar Corp.

        

4.13%, 12/1/18

      50,000          50,115  

4.50%, 6/15/19

      907,000          914,936  

4.75%, 4/1/21(b)

     210,000          212,825  

6.25%, 12/15/21(a)

     286,000          301,015  

4.75%, 11/15/22

      300,000          299,655  

Level 3 Financing, Inc.

        

5.38%, 8/15/22

      1,000,000          1,002,500  

Level 3 Parent LLC

        

5.75%, 12/1/22

      413,000          414,032  

Lexmark International, Inc.

        

7.13%, 3/15/20

      240,000          196,200  

LifePoint Health, Inc.

        

5.50%, 12/1/21

      335,000          337,513  

LIN Television Corp.

        

5.88%, 11/15/22

      334,000          344,438  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Live Nation Entertainment, Inc.

        

5.38%, 6/15/22(a)(b)

   $ 297,000        $ 302,569  

M/I Homes, Inc.

        

6.75%, 1/15/21

      324,000          334,935  

Mallinckrodt International Finance S.A.

        

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

     300,000          290,250  

5.75%, 8/1/22(a)

     250,000          217,500  

4.75%, 4/15/23(b)

     100,000          81,000  

Manitowoc Co., Inc. (The)

        

12.75%, 8/15/21(a)

     315,000          352,406  

Martin Midstream Partners L.P.

        

7.25%, 2/15/21

      158,000          158,000  

Masonite International Corp.

        

5.63%, 3/15/23(a)

     433,000          447,722  

Matador Resources Co.

        

6.88%, 4/15/23

      400,000          419,500  

Mattel, Inc.

        

4.35%, 10/1/20

      200,000          199,000  

McClatchy Co. (The)

        

9.00%, 12/15/22(b)

     175,000          182,438  

MDC Holdings, Inc.

        

5.63%, 2/1/20(b)

     186,000          192,278  

Men’s Wearhouse, Inc. (The)

        

7.00%, 7/1/22(b)

     263,000          271,548  

Meritage Homes Corp.

        

7.15%, 4/15/20

      438,000          463,185  

7.00%, 4/1/22

      118,000          129,653  

MGM Resorts International

        

6.75%, 10/1/20

      856,000          905,263  

6.63%, 12/15/21

      1,076,000          1,143,250  

7.75%, 3/15/22

      200,000          219,500  

6.00%, 3/15/23

      500,000          518,750  

Midas Intermediate Holdco II LLC

        

7.88%, 10/1/22(a)

     161,000          158,585  

Midcontinent Express Pipeline LLC

        

6.70%, 9/15/19(a)

     300,000          309,750  

Molina Healthcare, Inc.

        

5.38%, 11/15/22

      536,000          538,632  

Momentive Performance Materials, Inc.

        

3.88%, 10/24/21

      227,000          240,053  

Monitronics International, Inc.

        

9.13%, 4/1/20(b)

     200,000          141,500  

Moog, Inc.

        

5.25%, 12/1/22(a)(b)

     231,000          236,486  

Murphy Oil Corp.

        

4.00%, 6/1/22(b)

     175,000          171,938  

4.45%, 12/1/22

      348,000          343,650  

Murray Energy Corp.

        

11.25%, 4/15/21(a)

     250,000          107,500  

Nabors Industries, Inc.

        

5.00%, 9/15/20

      200,000          203,000  

5.50%, 1/15/23(b)

     659,000          649,115  

National CineMedia LLC

        

6.00%, 4/15/22

      436,000          444,720  

Nationstar Mortgage LLC

        

7.88%, 10/1/20

      245,000          249,043  

6.50%, 7/1/21

      525,000          531,562  

Natural Resource Partners L.P.

        

10.50%, 3/15/22

      300,000          323,250  

Navient Corp.

        

5.50%, 1/15/19

      496,000          502,324  

8.00%, 3/25/20

      1,235,000          1,316,510  

5.00%, 10/26/20

      400,000          403,400  

5.88%, 3/25/21

      255,000          262,013  

6.63%, 7/26/21

      279,000          290,160  

6.50%, 6/15/22

      252,000          260,505  

5.50%, 1/25/23

      750,000          740,625  

Navios Maritime Acquisition Corp.

        

8.13%, 11/15/21(a)

     329,000          266,079  

Navios Maritime Holdings, Inc.

        

7.38%, 1/15/22(a)

     195,000          147,469  

NCL Corp., Ltd.

        

4.75%, 12/15/21(a)

     275,000          275,688  

NCR Corp.

        

4.63%, 2/15/21

      305,000          302,713  

5.00%, 7/15/22

      706,000          698,940  

Neiman Marcus Group Ltd. LLC

        

8.00%, 10/15/21(a)(b)

     658,000          473,760  

8.75%, 10/15/21, Toggle PIK (8.75% Cash or 9.50% PIK)(a)

     288,062          205,964  

Neovia Logistics Services LLC

        

8.88%, 8/1/20(a)

     90,000          72,567  

Netflix, Inc.

        

5.38%, 2/1/21

      506,000          523,710  

5.50%, 2/15/22

      415,000          429,857  

New Home Co., Inc. (The)

        

7.25%, 4/1/22

      239,000          246,170  

Newfield Exploration Co.

        

5.75%, 1/30/22

      718,000          756,592  

NGL Energy Partners L.P.

        

5.13%, 7/15/19

      184,000          184,460  

6.88%, 10/15/21

      424,000          429,830  

Nielsen Co. Luxembourg SARL (The)

        

5.50%, 10/1/21(a)

     648,000          652,860  

Nielsen Finance LLC

        

5.00%, 4/15/22(a)

     1,192,000          1,185,408  

Nine West Holdings, Inc.

        

8.25%, 3/15/19(a)(c)

     98,000          18,130  

Northern Oil and Gas, Inc.

        

8.00%, 6/1/20

      357,000          346,290  

Northwest Acquisitions ULC

        

7.13%, 11/1/22(a)

     305,000          309,575  

NRG Energy, Inc.

        

6.25%, 7/15/22

      724,000          749,340  

NuStar Logistics L.P.

        

4.80%, 9/1/20

      451,000          452,127  

Oasis Petroleum, Inc.

        

6.88%, 3/15/22(b)

     426,000          433,455  

Omnimax International, Inc.

        

12.00%, 8/15/20(a)

     134,000          142,040  

One Call Corp.

        

10.00%, 10/1/24(a)

     133,000          117,705  

OneMain Financial Holdings LLC

        

7.25%, 12/15/21(a)

     182,000          188,757  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Orbital ATK, Inc.

        

5.25%, 10/1/21

    $ 300,000        $ 306,000  

Ortho-Clinical Diagnostics, Inc.

        

6.63%, 5/15/22(a)

     814,000          808,440  

Outfront Media Capital LLC

        

5.25%, 2/15/22

      550,000          557,562  

Owens-Brockway Glass Container, Inc.

        

5.00%, 1/15/22(a)

     551,000          552,377  

Pacific Drilling S.A.

        

5.38%, 6/1/20(a)(b)(c)

     116,000          46,400  

Park Aerospace Holdings Ltd.

        

5.25%, 8/15/22(a)

     1,351,000          1,337,490  

Parker Drilling Co.

        

6.75%, 7/15/22(b)

     148,000          113,960  

Peabody Energy Corp.

        

6.00%, 3/31/22(a)

     496,000          508,871  

Penske Automotive Group, Inc.

        

5.75%, 10/1/22

      370,000          378,556  

PetSmart, Inc.

        

7.13%, 3/15/23(a)

     300,000          145,740  

PHI, Inc.

        

5.25%, 3/15/19(b)

     100,000          95,000  

Pioneer Energy Services Corp.

        

6.13%, 3/15/22

      150,000          143,250  

Pioneer Holdings LLC

        

9.00%, 11/1/22(a)

     300,000          311,250  

Platform Specialty Products Corp.

        

6.50%, 2/1/22(a)

     832,000          854,880  

Polaris Intermediate Corp.

        

8.50%, 12/1/22, Toggle PIK (8.50% Cash or 9.25% PIK)(a)

     650,000          673,562  

PQ Corp.

        

6.75%, 11/15/22(a)

     50,000          52,813  

Prestige Brands, Inc.

        

5.38%, 12/15/21(a)

     100,000          99,875  

PulteGroup, Inc.

        

4.25%, 3/1/21

      485,000          487,425  

QEP Resources, Inc.

        

5.38%, 10/1/22

      732,000          748,250  

QVC, Inc.

        

4.38%, 3/15/23

      579,000          577,355  

Qwest Corp.

        

6.75%, 12/1/21

      396,000          426,672  

Range Resources Corp.

        

5.75%, 6/1/21

      518,000          534,835  

5.88%, 7/1/22

      25,000          25,313  

Realogy Group LLC

        

5.25%, 12/1/21(a)

     270,000          272,363  

Rent-A-Center, Inc.

        

6.63%, 11/15/20(b)

     230,000          219,650  

Resolute Energy Corp.

        

8.50%, 5/1/20

      175,000          175,438  

Revlon Consumer Products Corp.

        

5.75%, 2/15/21(b)

     203,000          153,265  

RHP Hotel Properties L.P.

        

5.00%, 4/15/21

      567,000          572,670  

Rite Aid Corp.

        

6.75%, 6/15/21

      268,000          274,700  

6.13%, 4/1/23(a)

     800,000          823,000  

Rivers Pittsburgh Borrower L.P.

        

6.13%, 8/15/21(a)

     218,000          218,000  

Rockies Express Pipeline LLC

        

6.85%, 7/15/18(a)

     536,000          538,680  

Rowan Cos., Inc.

        

4.88%, 6/1/22

      477,000          448,976  

RR Donnelley & Sons Co.

        

7.88%, 3/15/21

      205,000          212,175  

RSP Permian, Inc.

        

6.63%, 10/1/22

      300,000          313,500  

rue21, Inc.

        

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

     50,000          404  

Sable International Finance Ltd.

        

6.88%, 8/1/22(a)

     225,000          235,125  

Sable Permian Resources Land LLC

        

8.00%, 6/15/20(a)

     160,000          159,200  

7.13%, 11/1/20(a)

     218,000          149,330  

13.00%, 11/30/20(a)

     150,000          168,750  

Sabra Health Care L.P.

        

5.50%, 2/1/21

      100,000          102,405  

Safeway, Inc.

        

5.00%, 8/15/19(b)

     320,000          324,000  

Sanchez Energy Corp.

        

7.75%, 6/15/21

      425,000          367,489  

SBA Communications Corp.

        

4.00%, 10/1/22(a)

     927,000          894,555  

Scientific Games International, Inc.

        

6.63%, 5/15/21

      914,000          936,850  

10.00%, 12/1/22

      150,000          161,439  

Sealed Air Corp.

        

5.25%, 4/1/23(a)

     300,000          307,500  

Select Medical Corp.

        

6.38%, 6/1/21

      424,000          431,420  

SemGroup Corp.

        

5.63%, 7/15/22

      255,000          248,625  

SESI LLC

        

7.13%, 12/15/21

      406,000          414,120  

Sinclair Television Group, Inc.

        

5.38%, 4/1/21

      515,000          518,862  

6.13%, 10/1/22

      314,000          322,243  

Sirius XM Radio, Inc.

        

3.88%, 8/1/22(a)

     450,000          436,522  

SM Energy Co.

        

6.50%, 11/15/21(b)

     260,000          265,850  

6.50%, 1/1/23(b)

     335,000          341,700  

Sotero Health Topco, Inc.

        

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

     480,000          488,400  

Southern Star Central Corp.

        

5.13%, 7/15/22(a)

     308,000          311,080  

Southwestern Energy Co.

        

4.10%, 3/15/22

      500,000          488,750  

Springleaf Finance Corp.

        

5.25%, 12/15/19

      465,000          475,462  

8.25%, 12/15/20

      400,000          437,000  

7.75%, 10/1/21

      571,000          619,900  

6.13%, 5/15/22

      824,000          844,600  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Springs Industries, Inc.

        

6.25%, 6/1/21

    $   100,000        $   101,930  

Sprint Capital Corp.

        

6.90%, 5/1/19

      534,000          549,967  

Sprint Communications, Inc.

        

9.00%, 11/15/18(a)

     668,000          685,001  

7.00%, 3/1/20(a)

     681,000          713,518  

7.00%, 8/15/20

      1,077,000          1,117,549  

6.00%, 11/15/22

      400,000          399,000  

Sprint Corp.

        

7.25%, 9/15/21

      1,311,000          1,360,162  

Starwood Property Trust, Inc.

        

5.00%, 12/15/21

      705,000          717,337  

Steel Dynamics, Inc.

        

5.13%, 10/1/21

      539,000          548,702  

Sungard Availability Services Capital, Inc.

        

8.75%, 4/1/22(a)

     150,000          91,125  

Sunoco L.P.

        

4.88%, 1/15/23(a)

     100,000          95,751  

SUPERVALU, Inc.

        

6.75%, 6/1/21(b)

     451,000          457,765  

Surgery Center Holdings, Inc.

        

8.88%, 4/15/21(a)(b)

     210,000          216,300  

Symantec Corp.

        

4.20%, 9/15/20

      319,000          320,251  

Synovus Financial Corp.

        

5.75%, 12/15/25, (5.75% fixed rate until 12/15/20; 3-month U.S. dollar London Interbank Offered Rate + 4.182% thereafter)(d)

     250,000          260,008  

T-Mobile USA, Inc.

        

4.00%, 4/15/22

      600,000          598,500  

Talen Energy Supply LLC

        

9.50%, 7/15/22(a)(b)

     250,000          252,500  

6.50%, 9/15/24(a)

     250,000          189,925  

Targa Resources Partners L.P.

        

4.13%, 11/15/19

      5,000          5,025  

Taylor Morrison Communities, Inc.

        

5.25%, 4/15/21(a)

     200,000          201,000  

TEGNA, Inc.

        

5.13%, 10/15/19

      53,000          53,199  

5.13%, 7/15/20

      390,000          393,412  

4.88%, 9/15/21(a)

     136,000          136,680  

Tenet Healthcare Corp.

        

6.75%, 2/1/20

      204,000          211,650  

6.00%, 10/1/20

      1,327,000          1,375,104  

4.38%, 10/1/21

      806,000          801,970  

8.13%, 4/1/22

      1,537,000          1,613,850  

TIBCO Software, Inc.

        

11.38%, 12/1/21(a)

     157,000          170,934  

TMX Finance LLC

        

8.50%, 9/15/18(a)

     313,000          313,470  

Toll Brothers Finance Corp.

        

4.00%, 12/31/18

      200,000          200,500  

5.88%, 2/15/22

      425,000          442,276  

Tops Holding LLC

        

8.00%, 6/15/22(a)(c)

     50,000          27,250  

TPC Group, Inc.

        

8.75%, 12/15/20(a)

     331,000          327,856  

TransDigm, Inc.

        

5.50%, 10/15/20

      173,000          173,649  

6.00%, 7/15/22

      710,000          721,537  

Transocean, Inc.

        

6.50%, 11/15/20

      220,000          227,436  

8.38%, 12/15/21(b)

     250,000          269,375  

TRI Pointe Group, Inc.

        

4.38%, 6/15/19

      396,000          397,980  

Tribune Media Co.

        

5.88%, 7/15/22

      581,000          590,441  

Triumph Group, Inc.

        

4.88%, 4/1/21

      310,000          301,475  

Ultra Resources, Inc.

        

6.88%, 4/15/22(a)(b)

     181,000          122,401  

Unit Corp.

        

6.63%, 5/15/21

      250,000          251,875  

United Continental Holdings, Inc.

        

6.00%, 12/1/20

      395,000          412,281  

4.25%, 10/1/22

      249,000          240,424  

United States Steel Corp.

        

7.38%, 4/1/20(b)

     400,000          425,000  

Uniti Group L.P.

        

6.00%, 4/15/23(a)

     425,000          416,234  

Universal Hospital Services, Inc.

        

7.63%, 8/15/20

      386,000          389,377  

Urban One, Inc.

        

7.38%, 4/15/22(a)

     25,000          24,500  

Valeant Pharmaceuticals International, Inc.

        

7.50%, 7/15/21(a)

     600,000          613,500  

6.75%, 8/15/21(a)

     250,000          252,731  

5.63%, 12/1/21(a)

     988,000          982,813  

6.50%, 3/15/22(a)

     981,000          1,023,134  

7.25%, 7/15/22(a)

     250,000          254,425  

Vertiv Intermediate Holding Corp.

        

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

     129,000          122,711  

VFH Parent LLC

        

6.75%, 6/15/22(a)

     285,000          295,861  

Viacom, Inc.

        

5.88%, 2/28/57, (5.875% fixed rate until 2/28/22; 3-month U.S. dollar London Interbank Offered Rate + 3.895% thereafter)(d)

     471,000          461,958  

Vistra Energy Corp.

        

7.38%, 11/1/22

      680,000          715,972  

Weatherford International Ltd.

        

5.13%, 9/15/20(b)

     350,000          350,875  

4.50%, 4/15/22(b)

     242,000          221,733  

WESCO Distribution, Inc.

        

5.38%, 12/15/21

      503,000          513,689  

WEX, Inc.

        

4.75%, 2/1/23(a)

     150,000          150,844  

Whiting Petroleum Corp.

        

5.75%, 3/15/21(b)

     400,000          409,000  

William Carter Co. (The)

        

5.25%, 8/15/21

      250,000          254,219  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

Investments    Principal
Amount		        Value  

William Lyon Homes, Inc.

        

7.00%, 8/15/22

    $   300,000        $   307,500  

Williams Cos., Inc. (The)

        

7.88%, 9/1/21

      300,000          337,575  

3.70%, 1/15/23

      400,000          391,052  

Williams Scotsman International, Inc.

        

7.88%, 12/15/22(a)

     25,000          26,188  

Windstream Services LLC

        

7.75%, 10/15/20

      253,000          220,426  

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

     75,000          71,063  

WPX Energy, Inc.

        

6.00%, 1/15/22

      304,000          320,720  

WR Grace & Co-Conn

        

5.13%, 10/1/21(a)

     591,000          610,207  

Xerium Technologies, Inc.

        

9.50%, 8/15/21

      150,000          156,750  

XPO Logistics, Inc.

        

6.50%, 6/15/22(a)

     884,000          908,531  

York Risk Services Holding Corp.

        

8.50%, 10/1/22(a)

     100,000          93,500  

Yum! Brands, Inc.

        

5.30%, 9/15/19

      250,000          257,188  

3.88%, 11/1/20(b)

     125,000          124,844  

3.75%, 11/1/21

      225,000          223,031  

Zayo Group LLC

        

6.00%, 4/1/23

      462,000          470,662  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $194,304,259)

           192,530,155  
       

 

 

  
FOREIGN CORPORATE BONDS - 12.8%       
Argentina - 0.0%        

Tecpetrol S.A.

        

4.88%, 12/12/22(a)

     50,000          46,900  
       

 

 

  

Australia - 0.5%

        

Barminco Finance Pty Ltd.

        

6.63%, 5/15/22(a)

     43,000          41,388  

BlueScope Steel Finance Ltd.

        

6.50%, 5/15/21(a)

     105,000          108,570  

FMG Resources August 2006 Pty Ltd.

        

4.75%, 5/15/22(a)

     634,000          624,490  

Virgin Australia Holdings Ltd.

        

8.50%, 11/15/19(a)

     402,000          411,547  
       

 

 

  

Total Australia

           1,185,995  
       

 

 

  
Bermuda - 0.1%        

Teekay Corp.

        

8.50%, 1/15/20(b)

     293,000          303,988  
       

 

 

  

Canada - 3.6%

        

1011778 BC ULC

        

4.63%, 1/15/22(a)

     691,000          691,829  

Air Canada

        

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

     495,000          535,837  

Athabasca Oil Corp.

        

9.88%, 2/24/22(a)

     317,000          325,718  

Baffinland Iron Mines Corp.

        

12.00%, 2/1/22(a)(b)

     207,000          230,288  

Baytex Energy Corp.

        

5.13%, 6/1/21(a)

     316,000          301,780  

Bombardier, Inc.

        

7.75%, 3/15/20(a)

     333,000          355,061  

8.75%, 12/1/21(a)

     794,000          885,310  

5.75%, 3/15/22(a)(b)

     720,000          724,500  

Brookfield Residential Properties, Inc.

        

6.50%, 12/15/20(a)

     281,000          285,918  

6.13%, 7/1/22(a)

     354,000          359,345  

Calfrac Holdings L.P.

        

7.50%, 12/1/20(a)

     300,000          303,844  

Cascades, Inc.

        

5.50%, 7/15/22(a)

     305,000          305,763  

Cooke Omega Investments, Inc.

        

8.50%, 12/15/22(a)

     25,000          25,438  

Eldorado Gold Corp.

        

6.13%, 12/15/20(a)

     379,000          364,787  

GFL Environmental, Inc.

        

5.63%, 5/1/22(a)

     553,000          540,557  

goeasy Ltd.

        

7.88%, 11/1/22(a)

     25,000          26,688  

Imperial Metals Corp.

        

7.00%, 3/15/19(a)

     100,000          92,250  

Jupiter Resources, Inc.

        

8.50%, 10/1/22(a)

     550,000          231,000  

Kissner Holdings L.P.

        

8.38%, 12/1/22(a)

     115,000          118,163  

MEG Energy Corp.

        

6.38%, 1/30/23(a)

     246,000          223,245  

Mountain Province Diamonds, Inc.

        

8.00%, 12/15/22(a)

     25,000          25,031  

Quebecor Media, Inc.

        

5.75%, 1/15/23

      100,000          102,250  

Taseko Mines Ltd.

        

8.75%, 6/15/22(a)

     150,000          155,625  

Teck Resources Ltd.

        

3.75%, 2/1/23

      450,000          436,504  

Videotron Ltd.

        

5.00%, 7/15/22

      639,000          650,981  
       

 

 

  

Total Canada

           8,297,712  
       

 

 

  
Finland - 0.2%        

Nokia Oyj

        

5.38%, 5/15/19

      426,000          435,052  
       

 

 

  

France - 0.8%

        

Altice France S.A.

        

6.00%, 5/15/22(a)

     1,557,000          1,553,107  

Credit Agricole S.A.

        

8.38%, 10/13/19, (8.375% fixed rate until 10/13/19; 3-month U.S. dollar London Interbank Offered Rate + 6.982% thereafter)(a)(d)(e)

     200,000          209,500  
       

 

 

  

Total France

           1,762,607  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

Investments    Principal
Amount		        Value  
Germany - 0.2%        

Welltec A/S

        

9.50%, 12/1/22(a)

   $   200,000        $   202,000  

ZF North America Capital, Inc.

        

4.50%, 4/29/22(a)

     295,000          300,157  
       

 

 

  
Total Germany           502,157  
       

 

 

  
Ireland - 0.4%        

Ardagh Packaging Finance PLC

        

6.00%, 6/30/21(a)(b)

     400,000          405,500  

4.25%, 9/15/22(a)

     458,000          454,565  
       

 

 

  
Total Ireland           860,065  
       

 

 

  
Italy - 0.1%        

Telecom Italia Capital S.A.

        

7.18%, 6/18/19

      200,000          207,600  
       

 

 

  
Liberia - 0.0%        

Eletson Holdings, Inc.

        

9.63%, 1/15/22(a)

     50,000          31,750  
       

 

 

  
Luxembourg - 2.3%        

Altice Financing S.A.

        

6.63%, 2/15/23(a)

     899,000          888,482  

Altice Luxembourg S.A.

        

7.75%, 5/15/22(a)(b)

     1,105,000          1,064,944  

ArcelorMittal

        

5.50%, 8/5/20

      757,000          784,441  

Intelsat Connect Finance S.A.

        

12.50%, 4/1/22(a)(b)

     225,000          218,250  

Intelsat Jackson Holdings S.A.

        

7.25%, 10/15/20

      998,000          983,030  

7.50%, 4/1/21(b)

     600,000          589,500  

9.50%, 9/30/22(a)

     228,000          262,428  

Intelsat Luxembourg S.A.

        

7.75%, 6/1/21(b)

     554,000          459,820  
       

 

 

  
Total Luxembourg           5,250,895  
       

 

 

  
Netherlands - 0.9%        

Lincoln Finance Ltd.

        

7.38%, 4/15/21(a)

     321,000          331,031  

NXP B.V.

        

4.13%, 6/15/20(a)

     400,000          404,500  

4.13%, 6/1/21(a)

     541,000          546,464  

3.88%, 9/1/22(a)

     758,000          754,684  
       

 

 

  
Total Netherlands           2,036,679  
       

 

 

  
New Zealand - 0.8%        

Reynolds Group Issuer, Inc.

        

5.75%, 10/15/20

      1,487,581          1,498,737  

Trilogy International Partners LLC

        

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

     220,000          226,050  
       

 

 

  
Total New Zealand           1,724,787  
       

 

 

  
Norway - 0.1%        

Aker BP ASA

        

6.00%, 7/1/22(a)

     200,000          206,880  
       

 

 

  
Sweden - 0.4%        

Perstorp Holding AB

        

11.00%, 9/30/21(a)

     206,000          223,613  

Telefonaktiebolaget LM Ericsson

        

4.13%, 5/15/22

      588,000          582,143  
       

 

 

  
Total Sweden           805,756  
       

 

 

  
Switzerland - 0.2%        

VistaJet Malta Finance PLC

        

7.75%, 6/1/20(a)

     350,000          346,062  
       

 

 

  
United Kingdom - 2.2%        

Avon International Operations, Inc.

        

7.88%, 8/15/22(a)

     254,000          254,589  

Avon Products, Inc.

        

6.60%, 3/15/20

      100,000          100,500  

7.00%, 3/15/23

      400,000          339,000  

Fiat Chrysler Automobiles N.V.

        

4.50%, 4/15/20

      472,000          476,272  

5.25%, 4/15/23

      400,000          404,000  

Inmarsat Finance PLC

        

4.88%, 5/15/22(a)

     550,000          526,625  

Jaguar Land Rover Automotive PLC

        

4.25%, 11/15/19(a)

     462,000          464,888  

5.63%, 2/1/23(a)(b)

     200,000          202,250  

KCA Deutag UK Finance PLC

        

9.88%, 4/1/22(a)

     228,000          235,273  

9.63%, 4/1/23(a)

     200,000          200,000  

Petrofac Ltd.

        

3.40%, 10/10/18(a)

     221,000          220,105  

Royal Bank of Scotland Group PLC

        

4.70%, 7/3/18

      281,000          281,358  

6.13%, 12/15/22

      1,012,000          1,072,627  

Virgin Media Finance PLC

        

6.38%, 4/15/23(a)

     300,000          305,250  
       

 

 

  
Total United Kingdom           4,992,737  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $29,334,806)

           29,087,622  
       

 

 

  
     Shares           
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 8.4%  
United States - 8.4%        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.77%(f)

(Cost: $19,133,475)(g)

     19,133,475          19,133,475  
       

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

May 31, 2018

 

     Value  
TOTAL INVESTMENTS IN SECURITIES - 105.9%
(Cost: $242,772,540)		    $ 240,751,252  

Other Assets less Liabilities - (5.9)%

      (13,439,992 ) 
  

 

 

  
NET ASSETS - 100.0%    $   227,311,260  
  

 

 

  

 

(a) 

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

(b) 

Security, or portion thereof, was on loan at May 31, 2018 (See Note 2).

(c) 

Security in default on interest payments.

(d) 

Rate shown reflects the accrual rate as of May 31, 2018 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 May 31, 2018.

(g) 

At May 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $18,262,496 (excludes the market value of securities on loan totaling $155,281 that were sold/matured that are pending settlement and are in the process of recall from the borrower) and the total market value of the collateral held by the Fund was $19,186,501. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $53,026.

(h)

Security in default on principal payment.

 

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

      599        9/28/18      $ (127,128,391 )    $ (290,598 ) 

5 Year U.S. Treasury Note

      497        9/28/18        (56,603,641 )      (348,500 ) 
        

 

 

    

 

 

  
         $ (183,732,032 )    $ (639,098 ) 
        

 

 

    

 

 

  

 

† 

As of May 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $513,349.

1 

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

Investments    Shares        Value  
CORPORATE BONDS - 84.6%        
United States - 84.6%        

24 Hour Fitness Worldwide, Inc.

        

8.00%, 6/1/22(a)(b)

    $   85,000        $   85,850  

Acadia Healthcare Co., Inc.

        

5.13%, 7/1/22

      50,000          50,250  

ACI Worldwide, Inc.

        

6.38%, 8/15/20(a)

      50,000          50,438  

Actuant Corp.

        

5.63%, 6/15/22

      50,000          50,500  

ADT Corp. (The)

        

3.50%, 7/15/22

      100,000          92,500  

Advanced Micro Devices, Inc.

        

7.50%, 8/15/22(b)

      40,000          43,904  

AES Corp.

        

4.50%, 3/15/23

      50,000          50,063  

Aircastle Ltd.

        

5.13%, 3/15/21

      225,000          231,187  

5.50%, 2/15/22

      50,000          52,250  

AK Steel Corp.

        

7.63%, 10/1/21

      125,000          128,594  

Aleris International, Inc.

        

7.88%, 11/1/20

      50,000          50,750  

9.50%, 4/1/21(a)

      50,000          52,438  

Allegheny Technologies, Inc.

        

5.95%, 1/15/21

      50,000          50,750  

Allegiant Travel Co.

        

5.50%, 7/15/19

      20,000          20,300  

Alliance One International, Inc.

        

8.50%, 4/15/21(a)

      55,000          56,787  

9.88%, 7/15/21(b)

      50,000          46,563  

Ally Financial, Inc.

        

3.75%, 11/18/19

      100,000          100,375  

8.00%, 3/15/20

      285,000          306,381  

7.50%, 9/15/20

      200,000          214,960  

4.25%, 4/15/21

      50,000          50,500  

AMC Networks, Inc.

        

4.75%, 12/15/22

      70,000          70,612  

American Airlines Group, Inc.

        

5.50%, 10/1/19(a)

      150,000          153,375  

American Axle & Manufacturing, Inc.

        

6.63%, 10/15/22(b)

      49,000          50,531  

American Midstream Partners L.P.

        

8.50%, 12/15/21(a)

      125,000          122,500  

American Tire Distributors, Inc.

        

10.25%, 3/1/22(a)

      50,000          24,750  

Amkor Technology, Inc.

        

6.63%, 6/1/21

      25,000          25,066  

Anixter, Inc.

        

5.63%, 5/1/19

      36,000          36,855  

5.13%, 10/1/21

      25,000          25,750  

Antero Resources Corp.

        

5.38%, 11/1/21

      100,000          101,425  

5.13%, 12/1/22

      140,000          141,400  

APX Group, Inc.

        

6.38%, 12/1/19

      6,000          6,023  

8.75%, 12/1/20

      50,000          48,125  

7.88%, 12/1/22

      90,000          89,100  

Archrock Partners L.P.

        

6.00%, 4/1/21

      50,000          50,125  

Arconic, Inc.

        

6.15%, 8/15/20

      100,000          104,885  

5.40%, 4/15/21

      125,000          128,737  

Artesyn Embedded Technologies, Inc.

        

9.75%, 10/15/20(a)

      50,000          48,500  

Ascent Resources Utica Holdings LLC

        

10.00%, 4/1/22(a)

      65,000          70,362  

Ashland LLC

        

4.75%, 8/15/22

      75,000          75,469  

Ashton Woods USA LLC

        

6.88%, 2/15/21(a)

      50,000          50,625  

AV Homes, Inc.

        

6.63%, 5/15/22

      125,000          127,219  

Avis Budget Car Rental LLC

        

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

      50,000          49,258  

B&G Foods, Inc.

        

4.63%, 6/1/21

      122,000          120,475  

Ball Corp.

        

5.00%, 3/15/22

      215,000          221,987  

Beazer Homes USA, Inc.

        

5.75%, 6/15/19(b)

      5,000          5,124  

8.75%, 3/15/22

      125,000          134,375  

Berry Global, Inc.

        

6.00%, 10/15/22

      75,000          77,531  

Blackboard, Inc.

        

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

      25,000          15,875  

Blue Racer Midstream LLC

        

6.13%, 11/15/22(a)

      155,000          158,522  

BMC Software Finance, Inc.

        

8.13%, 7/15/21(a)

      75,000          77,070  

Boxer Parent Co., Inc.

        

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

      13,000          13,065  

Bristow Group, Inc.

        

6.25%, 10/15/22(b)

      150,000          117,562  

Buckeye Partners L.P.

        

6.38%, 1/22/78, (6.375% fixed rate until 1/22/23; 3-month U.S. dollar London Interbank Offered Rate + 4.02% thereafter)(b)(c)

      25,000          23,673  

Cable One, Inc.

        

5.75%, 6/15/22(a)

      45,000          45,956  

Cablevision Systems Corp.

        

8.00%, 4/15/20

      75,000          79,312  

5.88%, 9/15/22(b)

      85,000          85,000  

California Resources Corp.

        

8.00%, 12/15/22(a)(b)

      220,000          195,268  

Calpine Corp.

        

6.00%, 1/15/22(a)

      40,000          40,850  

5.38%, 1/15/23

      130,000          124,312  

Calumet Specialty Products Partners L.P.

        

6.50%, 4/15/21(b)

      120,000          118,650  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Carpenter Technology Corp.

        

4.45%, 3/1/23

    $ 75,000        $ 76,297  

Carrizo Oil & Gas, Inc.

        

6.25%, 4/15/23(b)

      150,000          152,625  

CCO Holdings LLC

        

5.25%, 9/30/22

      190,000          192,019  

5.13%, 2/15/23

      130,000          130,000  

CEC Entertainment, Inc.

        

8.00%, 2/15/22(b)

      25,000          22,406  

Centene Corp.

        

5.63%, 2/15/21

      50,000          51,461  

4.75%, 5/15/22

      110,000          111,650  

Century Aluminum Co.

        

7.50%, 6/1/21(a)(b)

      104,000          105,560  

CenturyLink, Inc.

        

5.63%, 4/1/20, Series V

      250,000          254,062  

6.45%, 6/15/21, Series S

      225,000          231,480  

Cenveo Corp.

        

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

      25,000          9,500  

Cequel Communications Holdings I LLC

        

5.13%, 12/15/21(a)

      25,000          25,003  

CF Industries, Inc.

        

7.13%, 5/1/20

      50,000          53,250  

Chesapeake Energy Corp.

        

6.63%, 8/15/20(b)

      25,000          25,943  

6.13%, 2/15/21

      130,000          131,950  

4.88%, 4/15/22(b)

      125,000          122,187  

8.00%, 12/15/22(a)

      100,000          106,125  

Choice Hotels International, Inc.

        

5.75%, 7/1/22

      100,000          104,780  

Cinemark USA, Inc.

        

5.13%, 12/15/22

      19,000          19,238  

CIT Group, Inc.

        

5.38%, 5/15/20

      30,000          30,975  

5.00%, 8/15/22

      100,000          101,875  

CITGO Holding, Inc.

        

10.75%, 2/15/20(a)

      75,000          80,437  

CITGO Petroleum Corp.

        

6.25%, 8/15/22(a)

      25,000          25,000  

Claire’s Stores, Inc.

        

9.00%, 3/15/19(a)(b)(d)

      50,000          29,375  

Clean Harbors, Inc.

        

5.13%, 6/1/21

      50,000          50,438  

Clear Channel Worldwide Holdings, Inc.

        

7.63%, 3/15/20, Series A

      110,000          109,725  

7.63%, 3/15/20, Series B

      35,000          35,131  

6.50%, 11/15/22, Series A

      38,000          38,950  

6.50%, 11/15/22, Series B

      130,000          133,412  

Cloud Peak Energy Resources LLC

        

12.00%, 11/1/21

      25,000          25,250  

CNX Resources Corp.

        

5.88%, 4/15/22

      75,000          75,844  

8.00%, 4/1/23

      75,000          79,687  

Cogent Communications Group, Inc.

        

5.38%, 3/1/22(a)

      50,000          51,000  

CommScope, Inc.

        

5.00%, 6/15/21(a)

      50,000          50,438  

Community Health Systems, Inc.

        

8.00%, 11/15/19(b)

      100,000          97,500  

7.13%, 7/15/20(b)

      100,000          84,500  

5.13%, 8/1/21(b)

      30,000          28,341  

6.88%, 2/1/22

      50,000          26,500  

6.25%, 3/31/23

      200,000          187,500  

Comstock Resources, Inc.

        

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

      25,000          26,313  

Continental Resources, Inc.

        

5.00%, 9/15/22

      225,000          228,675  

4.50%, 4/15/23

      150,000          153,200  

CoreCivic, Inc.

        

4.13%, 4/1/20

      90,000          90,675  

CPG Merger Sub LLC

        

8.00%, 10/1/21(a)

      50,000          51,313  

Credit Acceptance Corp.

        

6.13%, 2/15/21

      104,000          104,780  

Crescent Communities LLC

        

8.88%, 10/15/21(a)

      22,000          23,430  

Crestwood Midstream Partners L.P.

        

6.25%, 4/1/23

      125,000          127,812  

Crown Americas LLC

        

4.50%, 1/15/23

      45,000          43,936  

CSC Holdings LLC

        

8.63%, 2/15/19

      50,000          51,942  

6.75%, 11/15/21

      175,000          185,229  

CURO Financial Technologies Corp.

        

12.00%, 3/1/22(a)

      125,000          136,875  

CVR Refining LLC

        

6.50%, 11/1/22

      100,000          102,000  

Darling Ingredients, Inc.

        

5.38%, 1/15/22

      75,000          76,477  

DaVita, Inc.

        

5.75%, 8/15/22

      125,000          127,734  

DCP Midstream Operating L.P.

        

5.35%, 3/15/20(a)

      72,000          73,980  

3.88%, 3/15/23

      125,000          120,625  

Dean Foods Co.

        

6.50%, 3/15/23(a)

      150,000          147,375  

Dell International LLC

        

5.88%, 6/15/21(a)

      275,000          283,010  

Dell, Inc.

        

5.88%, 6/15/19(b)

      50,000          51,560  

4.63%, 4/1/21

      50,000          51,188  

Denbury Resources, Inc.

        

9.00%, 5/15/21(a)

      135,000          144,112  

9.25%, 3/31/22(a)

      75,000          80,062  

DISH DBS Corp.

        

7.88%, 9/1/19

      100,000          103,850  

5.13%, 5/1/20

      180,000          178,425  

6.75%, 6/1/21

      80,000          80,200  

5.88%, 7/15/22

      85,000          80,049  

5.00%, 3/15/23

      250,000          216,490  

DJO Finance LLC

        

10.75%, 4/15/20

      100,000          97,750  

8.13%, 6/15/21(a)

      125,000          126,406  

DPL, Inc.

        

7.25%, 10/15/21

      40,000          43,750  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

Investments    Principal
Amount		        Value  

DriveTime Automotive Group, Inc.

        

8.00%, 6/1/21(a)

    $   100,000        $   100,500  

Dun & Bradstreet Corp. (The)

        

4.25%, 6/15/20

      10,000          10,034  

DynCorp International, Inc.

        

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

      25,375          26,644  

Eagle Holding Co. II LLC

        

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

      35,000          35,532  

Edgewell Personal Care Co.

        

4.70%, 5/19/21

      125,000          125,625  

4.70%, 5/24/22

      25,000          24,563  

EMC Corp.

        

2.65%, 6/1/20

      100,000          97,687  

Encompass Health Corp.

        

5.13%, 3/15/23

      25,000          25,375  

Endo Finance LLC

        

5.75%, 1/15/22(a)

      100,000          84,250  

Energen Corp.

        

4.63%, 9/1/21

      120,000          120,300  

Energy Transfer Equity L.P.

        

7.50%, 10/15/20

      59,000          63,720  

4.25%, 3/15/23

      50,000          48,563  

Enova International, Inc.

        

9.75%, 6/1/21

      55,000          57,750  

EnPro Industries, Inc.

        

5.88%, 9/15/22

      50,000          51,375  

Envision Healthcare Corp.

        

5.13%, 7/1/22(a)

      150,000          151,125  

5.63%, 7/15/22

      125,000          127,969  

Enviva Partners L.P.

        

8.50%, 11/1/21

      135,000          141,581  

EP Energy LLC

        

9.38%, 5/1/24(a)

      45,000          35,564  

Equinix, Inc.

        

5.38%, 1/1/22

      125,000          128,906  

EV Energy Partners L.P.

        

8.00%, 4/15/19(d)

      25,000          12,125  

FBM Finance, Inc.

        

8.25%, 8/15/21(a)

      25,000          26,295  

Ferrellgas L.P.

        

6.50%, 5/1/21(b)

      50,000          46,625  

First Quality Finance Co., Inc.

        

4.63%, 5/15/21(a)

      135,000          132,806  

Fortress Transportation & Infrastructure Investors LLC

        

6.75%, 3/15/22(a)

      115,000          116,581  

Forum Energy Technologies, Inc.

        

6.25%, 10/1/21

      100,000          100,875  

Freeport-McMoRan, Inc.

        

3.10%, 3/15/20

      100,000          99,000  

4.00%, 11/14/21

      120,000          119,400  

3.55%, 3/1/22

      200,000          193,750  

6.88%, 2/15/23

      100,000          107,750  

3.88%, 3/15/23

      75,000          72,282  

Frontier Communications Corp.

        

8.13%, 10/1/18(b)

      125,000          127,187  

10.50%, 9/15/22(b)

      105,000          95,025  

7.13%, 1/15/23(b)

      100,000          73,875  

FTI Consulting, Inc.

        

6.00%, 11/15/22

      50,000          51,269  

GameStop Corp.

        

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

      50,000          50,250  

Gates Global LLC

        

6.00%, 7/15/22(a)

      38,000          38,475  

GCI, Inc.

        

6.75%, 6/1/21

      30,000          30,450  

General Cable Corp.

        

5.75%, 10/1/22

      160,000          164,400  

Genesis Energy L.P.

        

6.75%, 8/1/22

      170,000          173,400  

GenOn Energy, Inc.

        

7.88%, 6/15/17(d)(h)

      70,000          64,575  

Genworth Holdings, Inc.

        

7.63%, 9/24/21

      75,000          74,437  

GEO Group, Inc. (The)

        

5.88%, 1/15/22

      50,000          51,063  

Global Partners L.P.

        

6.25%, 7/15/22

      100,000          97,750  

GLP Capital L.P.

        

4.88%, 11/1/20

      80,000          81,400  

Gogo Intermediate Holdings LLC

        

12.50%, 7/1/22(a)(b)

      25,000          26,625  

Graphic Packaging International LLC

        

4.88%, 11/15/22

      50,000          50,375  

Great Lakes Dredge & Dock Corp.

        

8.00%, 5/15/22

      25,000          25,500  

Great Western Petroleum LLC

        

9.00%, 9/30/21(a)

      25,000          25,813  

Griffon Corp.

        

5.25%, 3/1/22

      60,000          58,125  

Group 1 Automotive, Inc.

        

5.00%, 6/1/22

      50,000          50,375  

Guitar Center Escrow Issuer, Inc.

        

9.50%, 10/15/21(a)

      140,000          134,575  

Harland Clarke Holdings Corp.

        

6.88%, 3/1/20(a)

      50,000          50,375  

9.25%, 3/1/21(a)

      80,000          80,000  

8.38%, 8/15/22(a)

      25,000          25,188  

HC2 Holdings, Inc.

        

11.00%, 12/1/19(a)

      50,000          50,985  

HCA Healthcare, Inc.

        

6.25%, 2/15/21

      290,000          304,500  

HCA, Inc.

        

3.75%, 3/15/19

      100,000          100,750  

4.25%, 10/15/19

      175,000          177,187  

6.50%, 2/15/20

      160,000          167,600  

7.50%, 2/15/22

      100,000          109,500  

5.88%, 3/15/22

      80,000          84,300  

Hecla Mining Co.

        

6.88%, 5/1/21

      130,000          132,844  

Hertz Corp. (The)

        

7.38%, 1/15/21(b)

      75,000          73,687  

7.63%, 6/1/22(a)(b)

      40,000          39,200  

Hexion, Inc.

        

6.63%, 4/15/20

      100,000          94,625  

10.38%, 2/1/22(a)

      175,000          172,594  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

Investments    Principal
Amount		        Value  

HighPoint Operating Corp.

        

7.00%, 10/15/22(b)

    $   100,000        $   101,220  

Hornbeck Offshore Services, Inc.

        

5.88%, 4/1/20(b)

      125,000          90,625  

5.00%, 3/1/21(b)

      25,000          16,125  

Hot Topic, Inc.

        

9.25%, 6/15/21(a)

      25,000          24,000  

HRG Group, Inc.

        

7.75%, 1/15/22

      20,000          20,594  

Hughes Satellite Systems Corp.

        

6.50%, 6/15/19

      165,000          170,775  

7.63%, 6/15/21

      75,000          80,156  

Huntsman International LLC

        

4.88%, 11/15/20(b)

      75,000          76,875  

Icahn Enterprises L.P.

        

6.00%, 8/1/20

      100,000          101,937  

5.88%, 2/1/22

      200,000          202,750  

6.25%, 2/1/22

      110,000          112,887  

IFM US Colonial Pipeline 2 LLC

        

6.45%, 5/1/21(a)

      100,000          106,996  

Immucor, Inc.

        

11.13%, 2/15/22(a)(b)

      110,000          113,300  

Infor Software Parent LLC

        

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

      75,000          75,656  

Infor U.S., Inc.

        

5.75%, 8/15/20(a)

      75,000          76,312  

6.50%, 5/15/22

      70,000          71,487  

INVISTA Finance LLC

        

4.25%, 10/15/19(a)

      75,000          75,581  

Iron Mountain, Inc.

        

4.38%, 6/1/21(a)

      125,000          126,444  

iStar, Inc.

        

5.00%, 7/1/19

      39,000          38,947  

6.00%, 4/1/22

      125,000          125,312  

Jack Ohio Finance LLC

        

6.75%, 11/15/21(a)

      35,000          36,138  

10.25%, 11/15/22(a)

      25,000          27,250  

Joseph T Ryerson & Son, Inc.

        

11.00%, 5/15/22(a)

      35,000          38,675  

Jurassic Holdings III, Inc.

        

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

      80,000          77,400  

KB Home

        

4.75%, 5/15/19

      175,000          176,977  

Kindred Healthcare, Inc.

        

8.00%, 1/15/20

      50,000          53,500  

8.75%, 1/15/23

      125,000          133,594  

Kinetic Concepts, Inc.

        

7.88%, 2/15/21(a)

      25,000          25,719  

12.50%, 11/1/21(a)

      135,000          150,187  

KLX, Inc.

        

5.88%, 12/1/22(a)

      205,000          214,994  

L Brands, Inc.

        

7.00%, 5/1/20

      75,000          79,687  

5.63%, 2/15/22

      190,000          194,275  

Ladder Capital Finance Holdings LLLP

        

5.25%, 3/15/22(a)

      50,000          50,125  

Laredo Petroleum, Inc.

        

5.63%, 1/15/22

      125,000          124,375  

Lee Enterprises, Inc.

        

9.50%, 3/15/22(a)

      105,000          109,462  

Legacy Reserves L.P.

        

6.63%, 12/1/21

      25,000          20,031  

Leidos Holdings, Inc.

        

4.45%, 12/1/20

      125,000          127,187  

Lennar Corp.

        

4.50%, 6/15/19

      150,000          151,312  

4.75%, 4/1/21(b)

      25,000          25,336  

6.25%, 12/15/21(a)

      50,000          52,625  

4.75%, 11/15/22

      50,000          49,943  

Level 3 Financing, Inc.

        

5.38%, 8/15/22

      100,000          100,250  

5.63%, 2/1/23

      150,000          151,642  

Level 3 Parent LLC

        

5.75%, 12/1/22

      135,000          135,337  

Lexmark International, Inc.

        

7.13%, 3/15/20

      50,000          40,875  

LifePoint Health, Inc.

        

5.50%, 12/1/21

      200,000          201,500  

LIN Television Corp.

        

5.88%, 11/15/22

      100,000          103,125  

Live Nation Entertainment, Inc.

        

5.38%, 6/15/22(a)

      25,000          25,469  

M/I Homes, Inc.

        

6.75%, 1/15/21

      50,000          51,688  

Mallinckrodt International Finance S.A.

        

5.75%, 8/1/22(a)(b)

      50,000          43,500  

4.75%, 4/15/23(b)

      75,000          60,750  

Manitowoc Co., Inc. (The)

        

12.75%, 8/15/21(a)

      50,000          55,937  

Martin Midstream Partners L.P.

        

7.25%, 2/15/21

      105,000          105,000  

Masonite International Corp.

        

5.63%, 3/15/23(a)

      50,000          51,700  

Matador Resources Co.

        

6.88%, 4/15/23

      75,000          78,656  

Mattel, Inc.

        

4.35%, 10/1/20

      30,000          29,850  

2.35%, 8/15/21

      50,000          45,750  

Men’s Wearhouse, Inc. (The)

        

7.00%, 7/1/22(b)

      140,000          144,550  

Meritage Homes Corp.

        

7.00%, 4/1/22

      50,000          54,938  

MGM Resorts International

        

6.75%, 10/1/20

      100,000          105,755  

6.63%, 12/15/21

      80,000          85,000  

7.75%, 3/15/22

      280,000          307,300  

Michaels Stores, Inc.

        

5.88%, 12/15/20(a)

      50,000          50,563  

Midas Intermediate Holdco II LLC

        

7.88%, 10/1/22(a)

      35,000          34,475  

Midcontinent Express Pipeline LLC

        

6.70%, 9/15/19(a)

      100,000          103,250  

Molina Healthcare, Inc.

        

5.38%, 11/15/22

      170,000          170,835  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Momentive Performance Materials, Inc.

        

3.88%, 10/24/21

    $   125,000        $   132,187  

Monitronics International, Inc.

        

9.13%, 4/1/20(b)

      25,000          17,688  

Moog, Inc.

        

5.25%, 12/1/22(a)(b)

      75,000          76,781  

Murphy Oil Corp.

        

4.00%, 6/1/22(b)

      100,000          98,250  

4.45%, 12/1/22

      35,000          34,563  

Nabors Industries, Inc.

        

5.00%, 9/15/20

      50,000          50,750  

4.63%, 9/15/21

      50,000          49,250  

National CineMedia LLC

        

6.00%, 4/15/22

      105,000          107,100  

Nationstar Mortgage LLC

        

7.88%, 10/1/20

      25,000          25,413  

6.50%, 7/1/21

      65,000          65,812  

Natural Resource Partners L.P.

        

10.50%, 3/15/22

      55,000          59,262  

Navient Corp.

        

4.88%, 6/17/19

      50,000          50,573  

8.00%, 3/25/20

      100,000          106,600  

5.88%, 3/25/21

      175,000          179,812  

6.63%, 7/26/21

      30,000          31,200  

6.50%, 6/15/22

      100,000          103,375  

5.50%, 1/25/23

      300,000          296,250  

Navios Maritime Acquisition Corp.

        

8.13%, 11/15/21(a)

      25,000          20,219  

NCL Corp., Ltd.

        

4.75%, 12/15/21(a)

      40,000          40,100  

NCR Corp.

        

4.63%, 2/15/21

      50,000          49,625  

5.00%, 7/15/22

      160,000          158,400  

Neiman Marcus Group Ltd. LLC

        

8.00%, 10/15/21(a)

      50,000          36,000  

8.75%, 10/15/21, Toggle PIK (8.75% Cash or 9.50% PIK)(a)

      50,000          35,750  

Netflix, Inc.

        

5.38%, 2/1/21

      125,000          129,375  

5.50%, 2/15/22

      65,000          67,327  

New Home Co., Inc. (The)

        

7.25%, 4/1/22

      50,000          51,500  

Newfield Exploration Co.

        

5.75%, 1/30/22

      75,000          79,031  

Nexstar Broadcasting, Inc.

        

6.13%, 2/15/22(a)

      35,000          36,094  

NGL Energy Partners L.P.

        

6.88%, 10/15/21

      40,000          40,550  

Nielsen Co. Luxembourg SARL (The)

        

5.50%, 10/1/21(a)

      150,000          151,125  

Nielsen Finance LLC

        

4.50%, 10/1/20

      50,000          50,188  

5.00%, 4/15/22(a)

      175,000          174,032  

Nine West Holdings, Inc.

        

8.25%, 3/15/19(a)(d)

      25,000          4,625  

Northern Oil and Gas, Inc.

        

8.00%, 6/1/20

      25,000          24,250  

NRG Energy, Inc.

        

6.25%, 7/15/22

      185,000          191,475  

Nuance Communications, Inc.

        

5.38%, 8/15/20(a)

      20,000          20,125  

NuStar Logistics L.P.

        

4.80%, 9/1/20

      75,000          75,187  

Oasis Petroleum, Inc.

        

6.88%, 3/15/22(b)

      48,000          48,840  

Omnimax International, Inc.

        

12.00%, 8/15/20(a)

      100,000          106,000  

OneMain Financial Holdings LLC

        

7.25%, 12/15/21(a)

      20,000          20,743  

Orbital ATK, Inc.

        

5.25%, 10/1/21

      50,000          51,000  

Ortho-Clinical Diagnostics, Inc.

        

6.63%, 5/15/22(a)

      125,000          124,146  

Oshkosh Corp.

        

5.38%, 3/1/22(b)

      40,000          41,075  

Outfront Media Capital LLC

        

5.25%, 2/15/22

      130,000          131,787  

Park Aerospace Holdings Ltd.

        

5.25%, 8/15/22(a)

      60,000          59,400  

4.50%, 3/15/23(a)

      100,000          95,500  

Peabody Energy Corp.

        

6.00%, 3/31/22(a)(b)

      150,000          153,892  

Penske Automotive Group, Inc.

        

5.75%, 10/1/22

      50,000          51,156  

PetSmart, Inc.

        

7.13%, 3/15/23(a)

      50,000          24,290  

PHI, Inc.

        

5.25%, 3/15/19

      25,000          23,750  

Pioneer Holdings LLC

        

9.00%, 11/1/22(a)

      25,000          25,938  

Platform Specialty Products Corp.

        

6.50%, 2/1/22(a)

      130,000          133,575  

Polaris Intermediate Corp.

        

8.50%, 12/1/22, Toggle PIK (8.50% Cash or 9.25% PIK)(a)

      50,000          51,813  

PolyOne Corp.

        

5.25%, 3/15/23

      50,000          51,159  

PQ Corp.

        

6.75%, 11/15/22(a)

      50,000          52,813  

PulteGroup, Inc.

        

4.25%, 3/1/21

      50,000          50,250  

QEP Resources, Inc.

        

6.88%, 3/1/21

      115,000          122,475  

5.38%, 10/1/22

      40,000          40,888  

Quorum Health Corp.

        

11.63%, 4/15/23(b)

      110,000          108,900  

QVC, Inc.

        

5.13%, 7/2/22

      25,000          25,885  

4.38%, 3/15/23

      25,000          24,929  

Qwest Corp.

        

6.75%, 12/1/21

      30,000          32,324  

Radian Group, Inc.

        

5.50%, 6/1/19

      38,000          39,017  

Range Resources Corp.

        

5.00%, 3/15/23

      210,000          204,750  

Realogy Group LLC

        

5.25%, 12/1/21(a)

      40,000          40,350  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Rent-A-Center, Inc.

        

6.63%, 11/15/20(b)

    $ 50,000        $ 47,750  

Resolute Energy Corp.

        

8.50%, 5/1/20

      25,000          25,063  

Revlon Consumer Products Corp.

        

5.75%, 2/15/21(b)

      50,000          37,750  

RHP Hotel Properties L.P.

        

5.00%, 4/15/21

      100,000          101,000  

Rite Aid Corp.

        

6.75%, 6/15/21

      75,000          76,875  

6.13%, 4/1/23(a)

      60,000          61,725  

Rockies Express Pipeline LLC

        

6.00%, 1/15/19(a)

      110,000          112,029  

5.63%, 4/15/20(a)

      53,000          54,707  

Rowan Cos., Inc.

        

4.88%, 6/1/22

      50,000          47,063  

RR Donnelley & Sons Co.

        

7.88%, 3/15/21

      45,000          46,575  

RSP Permian, Inc.

        

6.63%, 10/1/22

      50,000          52,250  

rue21, Inc.

        

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

      25,000          202  

Sable Permian Resources Land LLC

        

7.13%, 11/1/20(a)

      75,000          51,375  

Safeway, Inc.

        

5.00%, 8/15/19(b)

      50,000          50,625  

Sanchez Energy Corp.

        

7.75%, 6/15/21

      25,000          21,617  

7.25%, 2/15/23(a)(b)

      50,000          49,250  

SBA Communications Corp.

        

4.88%, 7/15/22

      50,000          49,469  

4.00%, 10/1/22(a)

      155,000          149,575  

SCANA Corp.

        

4.75%, 5/15/21

      50,000          50,555  

Scientific Games International, Inc.

        

6.63%, 5/15/21

      50,000          51,250  

10.00%, 12/1/22

      260,000          279,828  

Sealed Air Corp.

        

4.88%, 12/1/22(a)

      55,000          56,306  

5.25%, 4/1/23(a)

      50,000          51,250  

Select Medical Corp.

        

6.38%, 6/1/21

      165,000          167,887  

SemGroup Corp.

        

5.63%, 7/15/22

      25,000          24,375  

Service Corp. International

        

5.38%, 1/15/22

      50,000          50,719  

SESI LLC

        

7.13%, 12/15/21

      45,000          45,900  

Sinclair Television Group, Inc.

        

5.38%, 4/1/21

      55,000          55,412  

6.13%, 10/1/22

      125,000          128,281  

Sirius XM Radio, Inc.

        

3.88%, 8/1/22(a)

      75,000          72,754  

SM Energy Co.

        

6.50%, 11/15/21(b)

      79,000          80,777  

6.50%, 1/1/23(b)

      125,000          127,500  

Southern Star Central Corp.

        

5.13%, 7/15/22(a)

      60,000          60,600  

Southwestern Energy Co.

        

4.10%, 3/15/22

      195,000          190,612  

Spectrum Brands, Inc.

        

6.63%, 11/15/22

      50,000          51,800  

Springleaf Finance Corp.

        

5.25%, 12/15/19

      75,000          76,687  

8.25%, 12/15/20

      25,000          27,313  

6.13%, 5/15/22

      75,000          76,875  

5.63%, 3/15/23

      250,000          247,500  

Springs Industries, Inc.

        

6.25%, 6/1/21

      110,000          112,123  

Sprint Capital Corp.

        

6.90%, 5/1/19

      50,000          51,495  

Sprint Communications, Inc.

        

9.00%, 11/15/18(a)

      43,000          44,094  

7.00%, 3/1/20(a)

      50,000          52,388  

7.00%, 8/15/20

      150,000          155,647  

11.50%, 11/15/21

      210,000          248,325  

6.00%, 11/15/22

      85,000          84,787  

Sprint Corp.

        

7.25%, 9/15/21

      115,000          119,312  

Standard Industries, Inc.

        

5.50%, 2/15/23(a)

      125,000          127,969  

Starwood Property Trust, Inc.

        

5.00%, 12/15/21

      144,000          146,520  

Steel Dynamics, Inc.

        

5.13%, 10/1/21

      50,000          50,900  

Sungard Availability Services Capital, Inc.

        

8.75%, 4/1/22(a)

      25,000          15,188  

Sunoco L.P.

        

4.88%, 1/15/23(a)

      50,000          47,876  

SUPERVALU, Inc.

        

6.75%, 6/1/21(b)

      74,000          75,110  

Surgery Center Holdings, Inc.

        

8.88%, 4/15/21(a)(b)

      80,000          82,400  

Symantec Corp.

        

4.20%, 9/15/20

      50,000          50,196  

Synovus Financial Corp.

        

5.75%, 12/15/25, (5.75% fixed rate until 12/15/20; 3-month U.S. dollar London Interbank Offered Rate + 4.182% thereafter)(c)

      50,000          52,002  

T-Mobile USA, Inc.

        

6.00%, 3/1/23

      100,000          103,750  

Talen Energy Supply LLC

        

9.50%, 7/15/22(a)

      50,000          50,500  

6.50%, 9/15/24(a)

      50,000          37,985  

Targa Resources Partners L.P.

        

4.13%, 11/15/19

      50,000          50,250  

Taylor Morrison Communities, Inc.

        

5.25%, 4/15/21(a)

      50,000          50,250  

TEGNA, Inc.

        

4.88%, 9/15/21(a)

      50,000          50,250  

Tenet Healthcare Corp.

        

6.75%, 2/1/20

      25,000          25,938  

4.75%, 6/1/20

      250,000          252,425  

6.00%, 10/1/20

      150,000          155,437  

4.38%, 10/1/21

      50,000          49,750  

7.50%, 1/1/22(a)

      50,000          52,573  

8.13%, 4/1/22

      235,000          246,750  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

Investments    Principal
Amount		        Value  

TIBCO Software, Inc.

        

11.38%, 12/1/21(a)

    $   155,000        $ 168,756  

Toll Brothers Finance Corp.

        

4.00%, 12/31/18

      75,000          75,187  

5.88%, 2/15/22

      25,000          26,016  

TPC Group, Inc.

        

8.75%, 12/15/20(a)

      50,000          49,525  

TransDigm, Inc.

        

6.00%, 7/15/22

      200,000          203,250  

Transocean, Inc.

        

8.38%, 12/15/21(b)

      60,000          64,650  

TRI Pointe Group, Inc.

        

4.38%, 6/15/19

      75,000          75,375  

Tribune Media Co.

        

5.88%, 7/15/22

      75,000          76,219  

Triumph Group, Inc.

        

4.88%, 4/1/21

      50,000          48,625  

Ultra Resources, Inc.

        

6.88%, 4/15/22(a)(b)

      50,000          33,813  

Unit Corp.

        

6.63%, 5/15/21

      125,000          125,937  

United Continental Holdings, Inc.

        

6.38%, 6/1/18(b)

      51,000          51,000  

4.25%, 10/1/22

      25,000          24,139  

United States Steel Corp.

        

7.38%, 4/1/20(b)

      105,000          111,562  

Universal Hospital Services, Inc.

        

7.63%, 8/15/20

      125,000          126,094  

Univision Communications, Inc.

        

6.75%, 9/15/22(a)

      25,000          25,688  

Valeant Pharmaceuticals International, Inc.

        

7.50%, 7/15/21(a)

      100,000          102,250  

6.75%, 8/15/21(a)

      50,000          50,546  

5.63%, 12/1/21(a)

      65,000          64,659  

6.50%, 3/15/22(a)

      100,000          104,295  

7.25%, 7/15/22(a)

      75,000          76,327  

5.50%, 3/1/23(a)

      125,000          116,981  

VFH Parent LLC

        

6.75%, 6/15/22(a)

      145,000          150,526  

Viacom, Inc.

        

5.88%, 2/28/57, (5.875% fixed rate until 2/28/22; 3-month U.S. dollar London Interbank Offered Rate + 3.895% thereafter)(c)

      125,000          122,600  

Vine Oil & Gas L.P.

        

8.75%, 4/15/23(a)

      125,000          115,937  

Vistra Energy Corp.

        

7.38%, 11/1/22

      50,000          52,645  

Weatherford International Ltd.

        

5.13%, 9/15/20(b)

      125,000          125,312  

7.75%, 6/15/21(b)

      25,000          25,469  

WESCO Distribution, Inc.

        

5.38%, 12/15/21

      50,000          51,063  

WEX, Inc.

        

4.75%, 2/1/23(a)

      50,000          50,281  

Whiting Petroleum Corp.

        

5.75%, 3/15/21

      95,000          97,137  

William Carter Co. (The)

        

5.25%, 8/15/21

      50,000          50,844  

Williams Cos., Inc. (The)

        

7.88%, 9/1/21

      30,000          33,758  

3.70%, 1/15/23

      45,000          43,993  

Windstream Services LLC

        

7.75%, 10/15/20

      9,000          7,841  

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

      18,000          17,055  

WPX Energy, Inc.

        

6.00%, 1/15/22

      9,000          9,495  

WR Grace & Co-Conn

        

5.13%, 10/1/21(a)

      50,000          51,625  

Xerium Technologies, Inc.

        

9.50%, 8/15/21

      120,000          125,400  

XPO Logistics, Inc.

        

6.50%, 6/15/22(a)

      100,000          102,775  

Yum! Brands, Inc.

        

5.30%, 9/15/19

      35,000          36,006  

3.88%, 11/1/20(b)

      50,000          49,938  

3.75%, 11/1/21

      75,000          74,344  

Zayo Group LLC

        

6.00%, 4/1/23

      150,000          152,812  
       

 

 

  

TOTAL CORPORATE BONDS

(Cost: $37,549,907)

           37,330,083  
       

 

 

  

FOREIGN CORPORATE BONDS - 12.0%

        
Australia - 0.3%        

BlueScope Steel Finance Ltd.

        

6.50%, 5/15/21(a)

      15,000          15,510  

FMG Resources August 2006 Pty Ltd.

        

4.75%, 5/15/22(a)

      25,000          24,625  

5.13%, 3/15/23(a)

      75,000          74,156  
       

 

 

  

Total Australia

           114,291  
       

 

 

  
Bermuda - 0.1%        

Teekay Corp.

        

8.50%, 1/15/20(b)

      25,000          25,938  
       

 

 

  

Canada - 4.5%

        

1011778 BC ULC

        

4.63%, 1/15/22(a)

      125,000          125,150  

Air Canada

        

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

      125,000          135,312  

Athabasca Oil Corp.

        

9.88%, 2/24/22(a)

      100,000          102,750  

Baffinland Iron Mines Corp.

        

12.00%, 2/1/22(a)(b)

      105,000          116,812  

Baytex Energy Corp.

        

5.13%, 6/1/21(a)

      25,000          23,875  

Bombardier, Inc.

        

7.75%, 3/15/20(a)

      150,000          159,937  

8.75%, 12/1/21(a)

      260,000          289,900  

6.00%, 10/15/22(a)

      125,000          124,662  

Brookfield Residential Properties, Inc.

        

6.13%, 7/1/22(a)

      50,000          50,755  

GFL Environmental, Inc.

        

5.63%, 5/1/22(a)

      125,000          122,187  

Hudbay Minerals, Inc.

        

7.25%, 1/15/23(a)

      25,000          25,938  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

Investments    Principal
Amount		        Value  

Imperial Metals Corp.

        

7.00%, 3/15/19(a)

    $   90,000        $   83,025  

Jupiter Resources, Inc.

        

8.50%, 10/1/22(a)

      50,000          21,000  

MEG Energy Corp.

        

6.38%, 1/30/23(a)

      100,000          90,750  

Open Text Corp.

        

5.63%, 1/15/23(a)

      25,000          25,688  

Precision Drilling Corp.

        

6.50%, 12/15/21(b)

      74,000          75,865  

Quebecor Media, Inc.

        

5.75%, 1/15/23

      90,000          92,025  

Taseko Mines Ltd.

        

8.75%, 6/15/22(a)

      50,000          51,875  

Teck Resources Ltd.

        

4.75%, 1/15/22

      50,000          50,766  

3.75%, 2/1/23

      50,000          48,501  

Teine Energy Ltd.

        

6.88%, 9/30/22(a)

      100,000          101,750  

Videotron Ltd.

        

5.00%, 7/15/22

      25,000          25,469  

Xplornet Communications, Inc.

        

9.63%, 6/1/22, Toggle PIK (9.625% Cash or 10.625% PIK)(a)

      25,000          26,344  
       

 

 

  
Total Canada           1,970,336  
       

 

 

  
Finland - 0.4%        

Nokia Oyj

        

3.38%, 6/12/22

      175,000          171,063  
       

 

 

  

France - 0.6%

        

Altice France S.A.

        

6.00%, 5/15/22(a)

      200,000          199,500  

Credit Agricole S.A.

        

8.38%, 10/13/19, (8.375% fixed rate until 10/13/19; 3-month U.S. dollar London Interbank Offered Rate + 6.982% thereafter)(a)(c)(e)

      71,000          74,373  
       

 

 

  
Total France           273,873  
       

 

 

  
Ireland - 0.4%        

Avolon Holdings Funding Ltd.

        

5.50%, 1/15/23(a)

      175,000          173,906  
       

 

 

  

Italy - 0.3%

        

Telecom Italia Capital S.A.

        

7.18%, 6/18/19

      145,000          150,510  
       

 

 

  

Luxembourg - 2.3%

        

Altice Financing S.A.

        

6.63%, 2/15/23(a)

      200,000          197,660  

Altice Luxembourg S.A.

        

7.75%, 5/15/22(a)(b)

      200,000          192,750  

ArcelorMittal

        

5.50%, 8/5/20

      100,000          103,625  

Intelsat Connect Finance S.A.

        

12.50%, 4/1/22(a)(b)

      25,000          24,250  

Intelsat Jackson Holdings S.A.

        

7.25%, 10/15/20

      405,000          398,925  

7.50%, 4/1/21(b)

      75,000          73,687  

Intelsat Luxembourg S.A.

        

7.75%, 6/1/21(b)

      50,000          41,500  
       

 

 

  
Total Luxembourg           1,032,397  
       

 

 

  
Netherlands - 0.5%        

NXP B.V.

        

4.13%, 6/1/21(a)

      200,000          202,020  
       

 

 

  

New Zealand - 0.9%

        

Reynolds Group Issuer, Inc.

        

5.75%, 10/15/20

      387,643          390,550  
       

 

 

  

Sweden - 0.1%

        

Telefonaktiebolaget LM Ericsson

        

4.13%, 5/15/22

      50,000          49,502  
       

 

 

  

United Kingdom - 1.6%

        

Avon International Operations, Inc.

        

7.88%, 8/15/22(a)

      125,000          125,290  

Avon Products, Inc.

        

6.60%, 3/15/20(b)

      50,000          50,250  

Fiat Chrysler Automobiles N.V.

        

5.25%, 4/15/23(b)

      200,000          202,000  

Jaguar Land Rover Automotive PLC

        

5.63%, 2/1/23(a)(b)

      150,000          151,687  

Petrofac Ltd.

        

3.40%, 10/10/18(a)

      25,000          24,899  

Royal Bank of Scotland Group PLC

        

4.70%, 7/3/18

      68,000          68,087  

6.13%, 12/15/22

      150,000          158,986  
       

 

 

  

Total United Kingdom

           781,199  
       

 

 

  

TOTAL FOREIGN CORPORATE BONDS

(Cost: $5,342,571)

           5,335,585  
       

 

 

  
     Shares           
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 8.2%        
United States - 8.2%        

State Street Navigator Securities Lending Government Money Market Portfolio, 1.77%(f)

(Cost: $3,638,618)(g)

      3,638,618          3,638,618  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 104.8%

(Cost: $46,531,096)

           46,304,286  

Other Assets less Liabilities - (4.8)%

           (2,113,446 ) 
       

 

 

  

NET ASSETS - 100.0%

         $   44,190,840  
       

 

 

  

 

(a) 

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

(b) 

Security, or portion thereof, was on loan at May 31, 2018 (See Note 2).

(c) 

Rate shown reflects the accrual rate as of May 31, 2018 on securities with variable or step rates.

(d) 

Security in default on interest payments.

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

May 31, 2018

 

(e) 

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

(f) 

Rate shown represents annualized 7-day yield as of May 31, 2018.

(g) 

At May 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $3,513,071 and the total market value of the collateral held by the Fund was $3,638,618.

(h) 

Security in default on principal payment.

 

PIK

    -   

Payment In Kind.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS† (EXCHANGE-TRADED)

 

Short Exposure    Contracts    Expiration
Date		    Notional
Amount1 		    Unrealized
Appreciation/
(Depreciation)		  

5 Year U.S. Treasury Note

    54    9/28/18    $ (6,150,094 )    $ (40,303 ) 

U.S. Treasury Ultra Long Term Bond

    38    9/19/18      (6,061,000 )      (102,777 ) 

Ultra 10 Year U.S. Treasury Note

    253    9/19/18      (32,470,969 )      (295,419 ) 
        

 

 

    

 

 

  
         $ (44,682,063 )    $ (438,499 ) 
        

 

 

    

 

 

  

 

† 

As of May 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $355,911.

1 

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

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree CBOE Russell 2000 PutWrite Strategy Fund (RPUT)

May 31, 2018

 

Investments    Principal
Amount		        Value  
U.S. GOVERNMENT OBLIGATIONS - 58.9%        
U.S. Treasury Bill - 58.9%        

U.S. Treasury Bill

        

1.67%, 6/14/18*

    $   1,500,000        $   1,499,147  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 58.9%

(Cost: $1,499,108)

           1,499,147  

Other Assets less Liabilities - 41.1%

           1,044,550  
       

 

 

  

NET ASSETS - 100.0%

         $   2,543,697  
       

 

 

  

 

* 

Interest rate shown reflects the yield to maturity at the 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  

Russell 2000 Index

    (16)   $ (2,600,000 )    $ 1,625        6/15/2018      $ (31,440 )    $ (20,240 ) 
    

 

 

    

 

 

     

 

 

     

 

 

    

 

 

  

 

† 

As of May 31, 2018, the Fund posted cash collateral of $825,000 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 CBOE S&P 500 PutWrite Strategy Fund (PUTW)

May 31, 2018

 

Investments    Principal
Amount		        Value  
U.S. GOVERNMENT OBLIGATIONS - 76.8%        
U.S. Treasury Bill - 76.8%        

U.S. Treasury Bill

        

1.91%, 8/16/18*

    $   160,700,000        $   160,070,681  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 76.8%

(Cost: $160,064,909)

           160,070,681  

Other Assets less Liabilities - 23.2%

           48,346,689  
       

 

 

  

NET ASSETS - 100.0%

         $   208,417,370  
       

 

 

  

 

* 

Interest rate shown reflects the yield to maturity at the 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

    (778)   $ (210,838,000 )    $ 2,710        6/15/2018      $ (2,197,820 )    $ (2,065,590 ) 
    

 

 

    

 

 

     

 

 

     

 

 

    

 

 

  

 

† 

As of May 31, 2018, the Fund posted cash collateral of $40,300,000 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 (WTMF) (consolidated)

May 31, 2018

 

Investments    Principal
Amount		        Value  
U.S. GOVERNMENT OBLIGATIONS - 93.0%        
U.S. Treasury Bills - 93.0%        

U.S. Treasury Bills

        

1.66%, 6/7/18*(a)

    $   3,930,000        $   3,928,982  

1.75%, 6/14/18*

      18,420,000          18,409,524  

1.79%, 6/21/18*

      130,120,000          129,997,109  
       

 

 

  

TOTAL INVESTMENTS IN SECURITIES - 93.0%

(Cost: $152,330,655)

           152,335,615  

Other Assets less Liabilities - 7.0%

           11,410,966  
       

 

 

  

NET ASSETS - 100.0%

         $   163,746,581  
       

 

 

  

 

* 

Interest rate shown reflects the yield to maturity at the 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 $3,928,982 as of May 31, 2018.

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		  

Canadian Imperial Bank of Commerce

      6/20/2018        145,170        USD        15,700,000        JPY      $ 509      $ —    

Canadian Imperial Bank of Commerce

      6/20/2018        5,740,454        USD        623,729,000        JPY        —          (6,619 ) 

Canadian Imperial Bank of Commerce

      9/19/2018        623,729,000        JPY        5,777,194        USD        6,300        —    

Canadian Imperial Bank of Commerce

      9/19/2018        2,905,000        JPY        26,907        USD        29        —    

Goldman Sachs

      6/20/2018        2,694,276        USD        293,443,000        JPY        —          (9,524 ) 

State Street Bank and Trust

      6/20/2018        968,540,000        JPY        9,144,330        USD        —          (220,150 ) 

State Street Bank and Trust

      6/20/2018        4,001,000        JPY        37,771        USD        —          (905 ) 

State Street Bank and Trust

      6/20/2018        192,486        USD        20,300,000        JPY        5,441        —    

State Street Bank and Trust

      6/20/2018        183,862        USD        19,369,000        JPY        5,395        —    
                 

 

 

     

 

 

  
                  $ 17,674      $ (237,198 ) 
                 

 

 

     

 

 

  

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

    48      9/19/18      $ (5,781,000 )    $ (61,250 ) 

Australian Dollar Currency

    76      9/17/18        (5,754,720 )      106  

British Pound Currency

    69      9/17/18        (5,760,206 )      (427 ) 

Canadian Dollar Currency

    74      9/18/18        (5,725,010 )      (163 ) 

Coffee “C”

    188      9/18/18        (8,875,950 )      (1,220 ) 

Copper

    74      9/26/18        (5,707,250 )      (113 ) 

Euro Currency

    39      9/17/18        (5,744,456 )      (229 ) 

Live Cattle

    207      8/31/18        (8,607,060 )      53,846  

Silver

    104      9/26/18        (8,602,360 )      300  

Swiss Franc Currency

    68      9/17/18        (8,709,100 )      570  

U.S. Treasury Long Bond

    40      9/19/18        (5,805,000 )      (107,297 ) 
        

 

 

    

 

 

  
                 $(75,072,112)     $(115,877)  
        

 

 

    

 

 

  

 

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

May 31, 2018

 

Long Exposure    Contracts    Expiration
Date		    Notional
Amount		     Unrealized
Appreciation/
(Depreciation)		  

Corn

    286    9/14/18    $ 5,766,475     $ (499 ) 

Cotton No. 2

    190    12/6/18      8,705,800       (1,168 ) 

Gasoline RBOB

    96    8/31/18      8,628,480       195,850  

Gold 100 Ounce

    44    8/29/18      5,740,680       (89,176 ) 

NY Harbor ULSD

    92    8/31/18      8,542,918       270,372  

Soybean

    111    11/14/18      5,740,087       850  

WTI Crude Oil

    127    8/21/18      8,450,580       (145,148 ) 
        

 

 

    

 

 

  
         $ 51,575,020     $ 231,081  
        

 

 

    

 

 

  

Total - Net

          $ (23,497,092 )    $ 115,204  
        

 

 

    

 

 

  

 

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 May 31, 2018, the Trust consisted of 80 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 Russell 2000 PutWrite Strategy Fund (“CBOE Russell 2000 PutWrite Strategy Fund”)

      February 1, 2018  

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 mean of the closing bid/ask price 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.

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.

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

The following is a summary of the fair valuations according to the inputs used as of May 31, 2018 in valuing each Fund’s assets:

 

U.S. Dollar Bullish Fund

    Level 1      Level 2           Level 3        

U.S. Government Obligations

    $             —        $ 51,192,301     $ —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 51,192,301     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —          1,126,085       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (51,142 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 52,267,244     $ —    
  

 

 

     

 

 

    

 

 

  

Brazilian Real Strategy Fund

    Level 1      Level 2     Level 3  

U.S. Government Obligations

    $ —        $ 11,485,100     $ —    

Repurchase Agreement

      —          4,750,000       —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 16,235,100     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —          18,910       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (1,598,060 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 14,655,950     $ —    
  

 

 

     

 

 

    

 

 

  

Chinese Yuan Strategy Fund

    Level 1      Level 2     Level 3  

U.S. Government Obligations

    $ —        $ 26,467,302     $ —    

Repurchase Agreement

      —          11,560,000       —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 38,027,302     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —                   49,212       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (545,947 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 37,530,567     $ —    
  

 

 

     

 

 

    

 

 

  

Emerging Currency Strategy Fund

    Level 1      Level 2     Level 3  

U.S. Government Obligations

    $ —        $ 30,227,293     $ —    

Repurchase Agreement

      —          13,950,000       —    
  

 

 

     

 

 

    

 

 

  
Total    $ —        $ 44,177,293     $ —    
  

 

 

     

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —          24,726       —    

Unrealized Depreciation on Foreign Currency Contracts

      —          (1,282,928 )      —    
  

 

 

     

 

 

    

 

 

  
Total - Net    $ —        $ 42,919,091     $ —    
  

 

 

     

 

 

    

 

 

  

Asia Local Debt Fund

    Level 1     Level 2           Level 3        

Foreign Government Agencies

    $ —       $ 2,824,471     $ —    

Foreign Government Obligations

      —         12,371,785       —    

Supranational Bonds

      —         751,090       —    

Repurchase Agreement

      —         1,500,000       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 17,447,346     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —         11,585       —    

Unrealized Depreciation on Foreign Currency Contracts

      —         (55,606 )      —    
  

 

 

    

 

 

    

 

 

  

Total - Net

    $ —       $ 17,403,325     $ —    
  

 

 

    

 

 

    

 

 

  

Interest Rate Hedged U.S. Aggregate Bond Fund

    Level 1     Level 2     Level 3  

U.S. Government Agencies

    $             —       $ 9,392,410     $ —    

U.S. Government Obligations

      —         12,224,542       —    

Corporate Bonds

      —         7,901,599       —    

Foreign Corporate Bonds

      —         973,932       —    

Foreign Government Agencies

      —         177,420       —    

Foreign Government Obligations

      —         536,167       —    

Supranational Bonds

      —         558,664       —    

Commercial Mortgage-Backed Securities

      —         781,947       —    

Municipal Bond

      —         179,159       —    

Asset-Backed Securities

      —         143,206       —    

Investment of Cash Collateral for Securities Loaned

      —         100,435       —    
  

 

 

    

 

 

    

 

 

  

Total

    $ —       $ 32,969,481     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Depreciation on Futures Contracts

      (262,319 )      —         —    
  

 

 

    

 

 

    

 

 

  

Total - Net

    $ (262,319 )    $ 32,969,481     $ —    
  

 

 

    

 

 

    

 

 

  

Negative Duration U.S. Aggregate Bond Fund

    Level 1     Level 2     Level 3  

U.S. Government Agencies

    $ —       $ 11,287,924     $ —    

U.S. Government Obligations

      —         14,554,030       —    

Corporate Bonds

      —         8,859,678       —    

Foreign Corporate Bonds

      —         1,799,782       —    

Foreign Government Agencies

      —         289,753       —    

Foreign Government Obligations

      —         322,900       —    

Supranational Bonds

      —         472,848       —    

Commercial Mortgage-Backed Securities

      —         814,893       —    

Municipal Bonds

      —         114,251       —    

Asset-Backed Securities

      —         246,595       —    

Investment of Cash Collateral for Securities Loaned

      —         57,855       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 38,820,509     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Depreciation on Futures Contracts

      (622,780 )      —         —    

U.S. Government Agencies Sold Short

      —         (99,785 )      —    
  

 

 

    

 

 

    

 

 

  

Total - Net

    $ (622,780 )    $ 38,720,724     $ —    
  

 

 

    

 

 

    

 

 

  

Yield Enhanced U.S. Aggregate Bond Fund

    Level 1     Level 2     Level 3  

U.S. Government Agencies

    $ —       $ 98,203,910     $ —    

U.S. Government Obligations

      —         63,632,546       —    

Corporate Bonds

      —         163,397,895       —    

Foreign Corporate Bonds

      —         31,264,656       —    

Foreign Government Agencies

      —         971,307       —    

Foreign Government Obligations

      —         10,542,254       —    

Commercial Mortgage-Backed Securities

      —         27,949,775       —    

Municipal Bonds

      —         1,306,255       —    

Investment of Cash Collateral for Securities Loaned

      —         1,182,760       —    
  

 

 

    

 

 

    

 

 

  

Total

    $ —       $ 398,451,358     $ —    
  

 

 

    

 

 

    

 

 

  

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

    Level 1     Level 2     Level 3  

U.S. Government Agencies

    $ —       $ 1,577,787     $ —    

U.S. Government Obligations

      —         9,906,445       —    

Corporate Bonds

      —         17,034,150       —    

Foreign Corporate Bonds

      —         3,306,984       —    

Foreign Government Agencies

      —         25,563       —    

Foreign Government Obligations

      —         668,154       —    

Commercial Mortgage-Backed Securities

      —         2,936,553       —    
  

 

 

    

 

 

    

 

 

  

Total

    $ —       $ 35,455,636     $ —    
  

 

 

    

 

 

    

 

 

  

Floating Rate Treasury Fund

    Level 1     Level 2           Level 3        

U.S. Government Obligations

    $ —       $ 119,468,213     $ —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 119,468,213     $ —    
  

 

 

    

 

 

    

 

 

  

Emerging Markets Corporate Bond Fund

    Level 1     Level 2     Level 3  

U.S. Government Obligations

    $ —       $ 3,192,396     $ —    

Foreign Corporate Bonds

      —         34,976,457    

 

—  

 

Foreign Government Agencies

      —         242,500       —    

Foreign Government Obligations

      —         793,850       —    

Investment of Cash Collateral for Securities Loaned

      —         512,650       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 39,717,853     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Futures Contracts

      45,198       —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ 45,198     $ 39,717,853     $ —    
  

 

 

    

 

 

    

 

 

  

Emerging Markets Local Debt Fund

    Level 1     Level 2     Level 3  

Foreign Government Agencies

    $             —       $ 1,273,564     $ —    

Foreign Government Obligations

      —         154,171,460       —    

Supranational Bonds

      —         8,836,272       —    

Repurchase Agreement

      —         4,820,000       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 169,101,296     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —         188,534       —    

Unrealized Depreciation on Foreign Currency Contracts

      —         (679,120 )      —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ —       $ 168,610,710     $ —    
  

 

 

    

 

 

    

 

 

  

Interest Rate Hedged High Yield Bond Fund

    Level 1     Level 2     Level 3  

Corporate Bonds

    $ —       $ 192,530,155     $ —    

Foreign Corporate Bonds

      —         29,087,622       —    

Investment of Cash Collateral for Securities Loaned

      —         19,133,475       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 240,751,252     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Depreciation on Futures Contracts

      (639,098 )      —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ (639,098 )    $ 240,751,252     $ —    
  

 

 

    

 

 

    

 

 

  

Negative Duration High Yield Bond Fund

    Level 1     Level 2     Level 3  

Corporate Bonds

    $ —       $ 37,330,083     $ —    

Foreign Corporate Bonds

      —         5,335,585       —    

Investment of Cash Collateral for Securities Loaned

      —         3,638,618       —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 46,304,286     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Depreciation on Futures Contracts

      (438,499 )      —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ (438,499 )    $ 46,304,286     $ —    
  

 

 

    

 

 

    

 

 

  

CBOE Russell 2000 PutWrite Strategy Fund

    Level 1     Level 2     Level 3  

U.S. Government Obligations

    $ —       $ 1,499,147     $ —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 1,499,147     $ —    
  

 

 

    

 

 

    

 

 

  

Written Options

      (20,240 )      —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ (20,240 )    $ 1,499,147     $ —    
  

 

 

    

 

 

    

 

 

  

CBOE S&P 500 PutWrite Strategy Fund

    Level 1     Level 2     Level 3  

U.S. Government Obligations

    $ —       $ 160,070,681     $ —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 160,070,681     $ —    
  

 

 

    

 

 

    

 

 

  

Written Options

      (2,065,590 )      —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ (2,065,590 )    $ 160,070,681     $ —    
  

 

 

    

 

 

    

 

 

  

Managed Futures Strategy Fund (consolidated)

    Level 1     Level 2     Level 3  

U.S. Government Obligations

    $ —       $ 152,335,615     $ —    
  

 

 

    

 

 

    

 

 

  
Total    $ —       $ 152,335,615     $ —    
  

 

 

    

 

 

    

 

 

  

Unrealized Appreciation on Foreign Currency Contracts

      —         17,674       —    

Unrealized Depreciation on Foreign Currency Contracts

      —         (237,198 )      —    

Unrealized Appreciation on Futures Contracts

      521,894       —         —    

Unrealized Depreciation on Futures Contracts

      (406,690 )      —         —    
  

 

 

    

 

 

    

 

 

  
Total - Net    $ 115,204     $ 152,116,091     $ —    
  

 

 

    

 

 

    

 

 

  

 

There were no Level 3 securities at or during the period ended May 31, 2018.

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

There were no transfers into or out of any fair value measurement levels during the period ended May 31, 2018.

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 May 31, 2018 and open positions in such derivatives as of May 31, 2018 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 May 31, 2018 that triggered a contingent feature, the counterparty to the agreement may require the Funds to post additional collateral or terminate the derivative positions and demand payment. Any collateral posted with respect to the derivative positions would be used to offset or reduce the payment. The maximum exposure to derivatives agreements with credit-risk related contingent features would be the total value of derivatives in net liability positions for each Fund. At May 31, 2018, 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 May 31, 2018, if any, is reflected as a footnote below the respective derivatives tables on each Fund’s Schedule of Investments.

During the period ended May 31, 2018, 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 USD) 		    Foreign
currency
contracts
(to receive
USD)		     Futures
contracts
(long)		     Futures
contracts
(short)		    

 

Written
options

  
U.S. Dollar Bullish Fund  

Foreign exchange contracts

   $ 104,669,425     $ 199,655,651     $ —       $ —       $ —    
Brazilian Real Strategy Fund  

Foreign exchange contracts

     29,469,079       11,208,095       —         —         —    
Chinese Yuan Strategy Fund  

Foreign exchange contracts

     50,944,494       13,135,550       —         —         —    
Emerging Currency Strategy Fund  

Foreign exchange contracts

     64,468,879       15,985,600       —         —         —    
Asia Local Debt Fund  

Foreign exchange contracts

     2,977,500       870,494       —         —         —    
Interest Rate Hedged U.S. Aggregate Bond Fund  

Interest rate contracts

     —         —         —         28,524,767       —    
Negative Duration U.S. Aggregate Bond Fund  

Interest rate contracts

     —         —         —         27,990,323       —    
Emerging Markets Corporate Bond Fund  

Interest rate contracts

     —         —         8,185,327     8,226,369       —    
Emerging Markets Local Debt Fund  

Foreign exchange contracts

     11,409,834       5,528,993       —         —         —    
Interest Rate Hedged High Yield Bond Fund  

Interest rate contracts

     —         —         —         96,516,872       —    
Negative Duration High Yield Bond Fund  

Interest rate contracts

     —         —         —         21,724,582       —    
CBOE Russell 2000 PutWrite Strategy Fund  

Equity contracts

     —         —         —         —         2,526,000  
CBOE S&P 500 PutWrite Strategy Fund  

Equity contracts

     —         —         —         —         240,526,700  

Managed Futures Strategy Fund (consolidated)

 

Commodity contracts

     —         —         57,061,050       29,717,194       —    

Foreign exchange contracts

     13,263,581       11,779,562       27,081,705       9,909,781       —    

Interest rate contracts

     —         —         2,738,838       11,893,366       —    

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 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.

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 settled.

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 Russell 2000 PutWrite Strategy Fund and the CBOE S&P 500 PutWrite Strategy Fund (the “Funds”) utilized option contracts by writing put options on the Russell 2000 and S&P 500 Indexes, respectively, consistent with their 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 Funds may purchase and write options on an exchange or over the counter (“OTC”). OTC options differ from exchange-traded options in several respects. They are transacted directly with dealers and not with a clearing corporation, and therefore entail the risk of nonperformance by the dealer. OTC options are available for a greater variety of securities and for a wider range of expiration dates and exercise prices than are available for exchange-traded options. Because OTC options are not traded on an exchange, pricing is done normally by reference to information from a market maker.

When the Funds purchase an option, an amount equal to the premium paid by the Funds 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 Funds realize 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 the Funds write an option, an amount equal to the premium received by the Funds 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 Funds’ 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 Funds from the exercise of the written put option to form the Funds’ basis in the underlying security purchased.

The purchaser or writer of an option may close the position before the exercise of the option by entering into a closing transaction. In the case of a written option, the cost of a closing transaction is deducted from the original premium received resulting in a realized gain or loss to the Funds. 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 maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At May 31, 2018, the CBOE Russell 2000 PutWrite Strategy Fund’s maximum payout for written put options was $2,600,000. At May 31, 2018, the CBOE S&P 500 PutWrite Strategy Fund’s maximum payout for written put options was $210,838,000. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered.

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

Other significant risks associated with the Funds’ use of options contracts may include the following: (1) the success of a strategy may depend on the Fund adviser’s ability to predict movements in the prices of individual commodities, currencies or securities, fluctuations in markets and movements in interest rates; (2) there may be an imperfect or no correlation between the changes in market value of the commodities, currencies or securities and the price of options; (3) although the Funds intend 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.

Related Party Transactions - WTAM or its affiliates may from time to time own shares of a Fund. As of May 31, 2018, 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		  

Yield Enhanced U.S. Aggregate Bond Fund

      1,614      $ 78,699      $ 1,589  

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

      22        1,078        9  

Floating Rate Treasury Fund

      619        15,531        71  

Emerging Markets Local Debt Fund

      135        4,832        195  

Interest Rate Hedged High Yield Bond Fund

      580        13,908        468  

CBOE S&P 500 PutWrite Strategy Fund

      343        10,077        335  

3. FEDERAL INCOME TAXES

At May 31, 2018, the cost of investments (including 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

    $ 51,192,902      $ 1,126,485      $ (52,143 )    $ 1,074,342  

Brazilian Real Strategy Fund

      16,235,605        18,910        (1,598,565 )      (1,579,655 ) 

Chinese Yuan Strategy Fund

      38,027,614        49,430        (546,477 )      (497,047 ) 

Emerging Currency Strategy Fund

      44,177,675        24,961        (1,283,545 )      (1,258,584 ) 

Asia Local Debt Fund

      18,579,917        149,833        (1,326,425 )      (1,176,592 ) 

Interest Rate Hedged U.S. Aggregate Bond Fund

      33,425,482        61,188        (779,508 )      (718,320 ) 

Negative Duration U.S. Aggregate Bond Fund

      39,034,375        83,266        (1,019,697 )      (936,431 ) 

Yield Enhanced U.S. Aggregate Bond Fund

      407,994,814        883,452        (10,426,908 )      (9,543,456 ) 

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

      35,799,936        30,504        (374,804 )      (344,300 ) 

Floating Rate Treasury Fund

      119,458,577        9,636        —         9,636  

Emerging Markets Corporate Bond Fund

      41,020,680        258,351        (1,515,980 )      (1,257,629 ) 

Emerging Markets Local Debt Fund

      203,324,388        860,693        (35,574,371 )      (34,713,678 ) 

Interest Rate Hedged High Yield Bond Fund

      242,773,429        944,174        (3,605,449 )      (2,661,275 ) 

Negative Duration High Yield Bond Fund

      46,535,863        166,617        (836,693 )      (670,076 ) 

CBOE Russell 2000 PutWrite Strategy Fund

      1,499,108        11,239        —         11,239  

CBOE S&P 500 PutWrite Strategy Fund

      160,064,909        138,002        —         138,002  

Managed Futures Strategy Fund (consolidated)

      218,089,133        544,528        (66,402,366 )      (65,857,838 ) 

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)*    
      Jonathan L. Steinberg, President
      (principal executive officer)

 

Date       July 26, 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)*    
      Jonathan L. Steinberg, President
      (principal executive officer)

 

Date       July 26, 2018

 

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

 

Date       July 26, 2018

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