Table of Contents

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM N-CSR

 

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-21864

 

 

WisdomTree Trust

(Exact name of registrant as specified in charter)

 

 

245 Park Avenue, 35^th Floor

New York, NY 10167

(Address of principal executive offices) (Zip code)

 

 

The Corporation Trust Company

1209 Orange Street

Wilmington, DE 19801

(Name and address of agent for service)

 

 

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

Date of fiscal year end: August 31

Date of reporting period: August 31, 2018

 

 

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR 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 Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

 

 

 

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Table of Contents

Item 1.

Reports to Stockholders.

The Report to Shareholders is attached hereto.

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Table of Contents

 

 

WisdomTree Trust

Annual Report

August 31, 2018

 

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Table of Contents

Table of Contents

 

Market Environment Overview (unaudited)			1
Information about Performance and Shareholder Expense Examples (unaudited)			3
Management’s Discussion of Funds’ Performance (unaudited)			4
Description of Terms and Indexes (unaudited)			21
Schedules of Investments
WisdomTree Bloomberg U.S. Dollar Bullish Fund			27
WisdomTree Brazilian Real Strategy Fund			31
WisdomTree Chinese Yuan Strategy Fund			32
WisdomTree Emerging Currency Strategy Fund			33
WisdomTree Asia Local Debt Fund			35
WisdomTree Emerging Markets Corporate Bond Fund			38
WisdomTree Emerging Markets Local Debt Fund			41
WisdomTree Floating Rate Treasury Fund			45
WisdomTree Interest Rate Hedged High Yield Bond Fund			46
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund			58
WisdomTree Negative Duration High Yield Bond Fund			72
WisdomTree Negative Duration U.S. Aggregate Bond Fund			83
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund			93
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund			120
WisdomTree CBOE Russell 2000 PutWrite Strategy Fund			124
WisdomTree CBOE S&P 500 PutWrite Strategy Fund			125
WisdomTree Managed Futures Strategy Fund (consolidated)			126
Statements of Assets and Liabilities			127
Statements of Operations			131
Statements of Changes in Net Assets			135
Financial Highlights			141
Notes to Financial Statements			150
Report of Independent Registered Public Accounting Firm			171
Trustees and Officers Information (unaudited)			173
Supplemental Information (unaudited)			175
General Information (unaudited)			176

“WisdomTree” is a registered mark of WisdomTree Investments, Inc. and is licensed for use by the WisdomTree Trust.

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Table of Contents

Market Environment Overview

(unaudited)

 

The U.S. equity market, as measured by the S&P 500^® Index, returned 19.66% for the 12-month fiscal period that ended August 31, 2018 (the “period”). The main drivers of positive returns included positive market sentiment following strong corporate earnings, reduced headwinds due to tax cuts and deregulation, gradual monetary policy normalization, and positive consumer and business survey data. However, this period also saw its first 10% market correction in nearly three years as volatility returned to U.S. equities after a multi-year stretch of low realized volatility. February 2018 is when the first bout of significant market volatility occurred, as the CBOE Volatility Index reached an intraday high of 50.30, a level not seen since 2015. However, in the months to follow, the markets would see both sharp rebounds before ultimately settling back to a path of normalcy. From the end of March 2018 through the end of the fiscal period, volatility decreased to more subdued levels.

The run-up during the second half of 2017 was characterized by the absence of significant market volatility in favor of generally steady gains. Positive economic sentiment powered equity markets forward, as indicated by stronger consumer and business survey data, and improved corporate profit growth numbers. Despite the positives, much of the attention that was put on the pro-growth fiscal stimulus softened substantially over the first six-months of 2018, as the market grappled with geopolitical risk in the form of ongoing discussions around trade wars and tariffs. Overall, large-cap companies lagged when compared to their mid-cap and small-cap counterparts. Small-cap companies, as represented by the Russell 2000 Index, returned 25.45% for the 12-month fiscal period. There continues to be risks that weigh heavily on the markets, particularly when it comes to whether the U.S. can make amicable trade deals with its major trading partner countries or avoid potential trade-war inducing policies.

The U.S. Federal Reserve (the “Fed”) continued to normalize monetary policy during this time. The Fed decided to raise their target interest rate three times in this fiscal period, once in 2017 and twice so far in 2018. Additionally, the Fed called for two additional rate hikes for the remainder of 2018, a slightly more hawkish approach than their previously documented stance, which called for only one more additional hike. The 10-year U.S. Treasury yield has increased from 2.12% at the beginning of the period, to 2.86% at the end of the period; reaching a high of 3.11% in mid-May of 2018. The yield curve continued to flatten as short-term rates have increased more than long-term rates. The spread between 2-year and 10-year U.S. Treasury yields has decreased from 0.79% at the beginning of the period to 0.23% at the end of the period.

U.S. short-term and long-term interest rates, as measured by the Fed funds rate, the 2-Year U.S. Treasury Note rate and the 10-Year U.S. Treasury Note rate, rose 0.75%, 1.30%, and 0.74%, respectively over the period. U.S. short-term rates were driven by the Fed raising rates three times in 0.25% increments as they viewed measures of financial conditions positing the U.S. economy’s ability to withstand monetary tightening. With geopolitical concerns and continued rate normalization policies, interest rate volatility picked up on the longer end of the curve in the first six-months of 2018. This volatility was somewhat exacerbated by the hawkish sentiment when the Fed signaled for an additional rate hike for the remainder of 2018; equaling four hikes total by the end of the 2018 calendar year.

During the last four months of 2017, investment grade and high yield spreads, as measured by the ICE BofA Merrill Lynch U.S. Corporate Master Option-Adjusted Spread and the ICE BofA Merrill Lynch U.S. High Yield Option-Adjusted Spread, both tightened 0.17% and 0.22%, respectively, to finish near multi-year lows. However, spreads in the first eight months of 2018 have seen very different paths. Investment grade spreads in 2018 have widened by 0.22%, while high-yield spreads have actually continued to tighten by 0.14%. In 2018, high-yields spreads are experiencing newfound swings of volatility alongside equity markets.

Emerging market (“EM”) assets have seen substantial volatility over the period. EM equities, as measured by the MSCI Emerging Markets Index, returned 4.32% in local currency terms and -0.68% in U.S. dollar terms over the period. For much of the period

 

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Table of Contents

Market Environment Overview

(unaudited) (concluded)

 

 

(particularly from February 2018 onward) broad strength in the U.S. dollar hurt foreign EM currencies. A handful of countries (South Africa, Russia, Argentina, Brazil, and Turkey) experienced even greater negative performance due to political and/or economic shocks. Specifically, we saw the near collapse of two EM currencies in the Turkish lira (-47.20%) and the Argentinean peso (-52.98%) over the period. The Turkish lira fell in part because of a dispute the U.S. and Turkey had over a pastor being detained in Turkey, which resulted in harsh sanctions being placed on Turkey by the U.S. In addition, Turkey has experienced rampant inflation alongside deteriorating economic data. Similarly, Argentina has experienced similar drops in its currency. Hyperinflation is very prevalent in the country, with the central bank’s balance sheet becoming bloated with a supply of pesos in excess of what is being demanded. Inability to enact economic reforms, declining wage growth, and requesting an IMF bailout are just a few of the reasons for the large declines. These negative drawdowns in the Turkish lira and Argentinean peso have had a spillover effect with other EM currencies as well.

Many EM countries have economies heavily reliant on the performance of the energy market, making the stabilization of oil prices a major factor. One of the biggest drivers for the positive performance has been the price movement in oil, as the price of crude oil futures have risen from $47 per barrel at the start of the fiscal period to $70 per barrel at the end of the fiscal period, reaching a high of $74 at the end of June 2018. While we have seen large gains in energy prices, we have seen nearly the opposite for precious metals. Gold, silver, platinum, and copper, for example, have seen large drops over the fiscal period. Corn, wheat, and cotton have seen positive gains, while soybeans, coffee, and sugar have seen double digit drops over the period. Much of the agriculture commodity price moves continue to be swayed heavily by decisions in tariffs and trade war tactics with the U.S. and its trading partner countries, with volatility expected to continue.

On the currency front, the U.S. dollar has seen declines from its highs in the fall of 2017 through the first couple months in 2018. From August 31, 2017 through February 28, 2018, this U.S. dollar weakness helped in strengthening the British pound (+6.42%), the Japanese yen (+3.09%), and the Euro (+2.38%). However, from February 2018 through the end of the period, the U.S. dollar has strengthened considerably, with most developed markets and EM currencies experiencing negative returns. Currencies of heavy commodity exporters such as the Norwegian krone and Canadian dollar have ended the fiscal year negative. Yields in emerging market bonds (both sovereign and corporates) rose during the period, resulting in negative performance. Also, locally-denominated EM sovereign debt returns were negative during the period, resulting from rising local bond yields, and depreciating EM currencies.

 

2		WisdomTree Trust

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Table of Contents

Information about Performance and Shareholder Expense Examples (unaudited)

Performance

The performance tables on the following pages are provided for comparative purposes and represent the period noted. Each Fund’s per share NAV is the value of one share of the Fund and is calculated by dividing the value of total assets less total liabilities by the number of shares outstanding. The NAV return is based on the NAV of the Fund and the market price return is based on the market price per share of the Fund. The price used to calculate market price returns is the midpoint of the bid and ask price for Fund shares as of the close of trading on the exchange where Fund shares are listed. NAV and market price returns assume that dividends and capital gain distributions have been reinvested in the Fund at NAV and market price, respectively. As with other ETFs, NAV returns and market price returns may differ because of factors such as the supply and demand for Fund shares and investors’ assessments of the underlying value of a Fund’s portfolio securities.

Fund shares are bought and sold at market price (not NAV) and are not individually redeemed from a Fund. Fund NAV returns are calculated using a Fund’s daily 4:00 p.m. eastern time NAV. Market price returns reflect the midpoint of the bid and ask price as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares. Total returns for a period of less than one year are cumulative.

Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and the principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and an index is not available for direct investment. In comparison, the Funds’ performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes on transactions in Fund shares or taxes that a shareholder would pay on Fund distributions. Past performance is no guarantee of future results. For the most recent month-end performance information visit www.wisdomtree.com.

Shareholder Expense Examples

Each Fund’s performance table is accompanied by a shareholder expense example. As a shareholder of a WisdomTree Fund, you incur two types of cost: (1) transaction costs, including brokerage commissions on purchases and sales of your Fund shares and (2) ongoing costs, including management fees and other Fund expenses. The examples are intended to help you understand your ongoing costs (in dollars and cents) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds.

The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from March 1, 2018 to August 31, 2018. Except where noted, expenses are calculated using each Fund’s annualized expense ratio (after the effect of contractual or voluntary fee waivers, if any), multiplied by the average account value for the period, multiplied by 184/365 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (“AFFEs”), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.

Actual expenses

The first line in the shareholder expense example table shown on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line for your Fund under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during the period.

Hypothetical example for comparison purposes

The second line in the shareholder expense example table shown on the following pages provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of Fund shares. Therefore, the second line in the table is useful in comparing ongoing Fund costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.

 

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

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

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			94.2%
Exchange-Traded Funds			4.4%
Other Assets less Liabilities‡			1.4%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Holdings*

 

Description		% of Net Assets
U.S. Treasury Bill, 1.92%, 10/4/18			48.0%
U.S. Treasury Bill, 1.98%, 10/18/18			46.2%
WisdomTree Floating Rate Treasury Fund (USFR)			4.4%

*

The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report.

The WisdomTree Bloomberg U.S. Dollar Bullish Fund (the ‘‘Fund’’) seeks to provide total returns, before fees and expenses, that exceed the performance of the Bloomberg Dollar Total Return Index (the ‘‘Index’’). The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to potentially benefit as the U.S. dollar appreciates in value relative to a basket of global currencies. Although the Fund invests in short-term, investment grade instruments, the Fund is not a ‘‘money market’’ fund and it is not the objective of the Fund to maintain a constant share price.

The Fund returned 4.25% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). During the fiscal year, the U.S. dollar has strengthened against most developed and emerging currencies, with much of the broad resurgence coming from April 2018 onward. The two largest exposures in the Fund, the Euro and the Japanese yen, ended relatively flat over the fiscal period. Most notably, the Fund’s short currency exposure to the Australian dollar contributed positively to performance while its short currency exposure to the Swiss franc contributed negatively to performance.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,053.20				0.50	%		$	2.59
Hypothetical (5% return before expenses)		$	1,000.00			$	1,022.68				0.50	%		$	2.55

Performance

 

		Average Annual Total Return
		1 Year				3 Year				Since Inception1
Fund NAV Returns			4.25	%			-0.20	%			3.03	%
Fund Market Price Returns			4.33	%			-0.19	%			3.04	%
Bloomberg Dollar Total Return Index			3.95	%			-0.14	%			3.34	%
Bloomberg Dollar Spot Index			2.56	%			-0.68	%			3.18	%

1	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 18, 2013.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

4		WisdomTree Trust

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Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Brazilian Real Strategy Fund (BZF)

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			67.3%
Exchange-Traded Funds			4.2%
Repurchase Agreement			31.5%
Other Assets less Liabilities‡			-3.0%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Holdings*

 

Description		% of Net Assets
U.S. Treasury Bill, 1.98%, 10/18/18			67.3%
Citigroup, Inc., tri-party repurchase agreement, 1.97%, 9/4/18††			31.5%
WisdomTree Floating Rate Treasury Fund (USFR)			4.2%

*

The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report.

 

††	Fully collateralized by U.S. Government and U.S. Government agency securities.

The WisdomTree Brazilian Real Strategy Fund (the ‘‘Fund’’) seeks to achieve total returns reflective of both money market rates in Brazil available to foreign investors and changes in value of the Brazilian real (“BRL”) relative to the U.S. dollar. The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to Brazilian currency and money market rates. The Brazilian real is a developing market currency, which can experience periods of significant volatility. Although the Fund invests in short-term, investment grade instruments, the Fund is not a ‘‘money market’’ fund and it is not the objective of the Fund to maintain a constant share price.

The Fund returned -19.76% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). Emerging Market currencies broadly, specifically the BRL, have performed poorly over the fiscal year, due to a resurgence in the U.S. dollar. Much of the headwinds that Brazil has been experiencing is due to the culmination of various factors, such as upcoming local elections in October 2018, fluctuating commodity prices, and declining economic fundamentals. Further, poor performance in other Emerging Market currencies, especially in Turkey, Argentina, and South Africa, has carried over and negatively impacted the BRL. Additionally, there may be continued volatility in the BRL in the foreseeable future, as the market lacks clarity that an investor friendly candidate will win the upcoming Brazilian presidential election.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	807.50				0.45	%		$	2.05
Hypothetical (5% return before expenses)		$	1,000.00			$	1,022.94				0.45	%		$	2.29

Performance

 

		Average Annual Total Return
		1 Year				3 Year				5 Year				10 Year
Fund NAV Returns			-19.76	%			4.45	%			-2.03	%			-1.30	%
Fund Market Price Returns			-19.02	%			4.61	%			-1.78	%			-1.20	%
JP Morgan Emerging Local Markets Index Plus (ELMI+) Brazil			-19.10	%			5.10	%			-1.50	%			-0.46	%
Brazilian real			-23.63	%			-4.03	%			-10.40	%			-8.84	%

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			67.6%
Exchange-Traded Funds			3.7%
Repurchase Agreement			29.9%
Other Assets less Liabilities‡			-1.2%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Holdings*

 

Description		% of Net Assets
U.S. Treasury Bill, 1.98%, 10/18/18			35.8%
U.S. Treasury Bill, 1.92%, 10/4/18			31.8%
Citigroup, Inc., tri-party repurchase agreement, 1.97%, 9/4/18††			29.9%
WisdomTree Floating Rate Treasury Fund (USFR)			3.7%

*

The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report.

 

††	Fully collateralized by U.S. Government and U.S. Government agency securities.

The WisdomTree Chinese Yuan Strategy Fund (the ‘‘Fund’’) seeks to achieve total returns reflective of both money market rates in China available to foreign investors and changes in value of the Chinese yuan relative to the U.S. dollar. The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to Chinese currency and money market rates. The Chinese yuan is a developing market currency, which can experience periods of significant volatility. Although the Fund invests in short-term, investment grade instruments, the Fund is not a ‘‘money market’’ fund and it is not the objective of the Fund to maintain a constant share price.

The Fund returned -0.20% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). Although, over the fiscal period local currencies have remained fairly range bound, there have been more headwinds of late, in the form of a strengthening U.S. dollar. The Chinese yuan has been under pressure due to a gradually slowing economy, and more importantly, rising trade tensions with the U.S. Increased tariffs from the U.S. continue to weigh on the Chinese yuan. However, officials from both countries continue to restart trade talks in hopes to strike a deal and prevent any further escalation in the trade war.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	942.30				0.45	%		$	2.20
Hypothetical (5% return before expenses)		$	1,000.00			$	1,022.94				0.45	%		$	2.29

Performance

 

		Average Annual Total Return
		1 Year				3 Year				5 Year				10 Year
Fund NAV Returns			-0.20	%			1.10	%			0.31	%			1.02	%
Fund Market Price Returns			-0.66	%			1.06	%			0.28	%			0.98	%
JP Morgan Emerging Local Markets Index Plus (ELMI+) China			0.56	%			2.46	%			1.38	%			2.15	%
Chinese yuan			-3.36	%			-2.13	%			-2.02	%			0.01	%

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

6		WisdomTree Trust

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			63.3%
Exchange-Traded Funds			4.1%
Repurchase Agreement			31.9%
Other Assets less Liabilities‡			0.7%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Holdings*

 

Description		% of Net Assets
U.S. Treasury Bill, 1.98%, 10/18/18			33.2%
Citigroup, Inc., tri-party repurchase agreement, 1.97%, 9/4/18††			31.9%
U.S. Treasury Bill, 1.92%, 10/4/18			30.1%
WisdomTree Floating Rate Treasury Fund (USFR)			4.1%

*

The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report.

 

††	Fully collateralized by U.S. Government and U.S. Government agency securities.

The WisdomTree Emerging Currency Strategy Fund (the ‘‘Fund’’) seeks to achieve total returns reflective of both money market rates in selected emerging market (“EM”) countries available to foreign investors and changes to the value of these currencies relative to the U.S. dollar. The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to the currencies and money market rates of selected EM countries. EM currencies can experience periods of significant volatility. Although the Fund invests in short-term, investment grade instruments, the Fund is not a ‘‘money market’’ fund and it is not the objective of the Fund to maintain a constant share price.

The Fund returned -6.11% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). EM currencies broadly have performed poorly over the fiscal year due to a recent resurgence in the U.S. dollar. Much of the negative market sentiment is a direct result of various factors; such as fluctuating commodity prices, declining economic fundamentals, slowing global growth, trade wars/tariffs, and a spillover effect from poor foreign currency performance in Turkey, Argentina, and South Africa. In the face of broad EM headwinds, the Fund’s currency exposure to Malaysia contributed positively to performance, while its currency exposure to Turkey contributed negatively to performance.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	906.70				0.55	%		$	2.64
Hypothetical (5% return before expenses)		$	1,000.00			$	1,022.43				0.55	%		$	2.80

Performance

 

		Average Annual Total Return
		1 Year				3 Year				5 Year				Since Inception1
Fund NAV Returns			-6.11	%			1.85	%			-1.78	%			-0.09	%
Fund Market Price Returns			-6.32	%			1.71	%			-1.77	%			-0.21	%
JP Morgan Emerging Local Markets Index Plus (ELMI+)			-4.22	%			2.69	%			-0.90	%			0.90	%
Equal-Weighted Emerging Currency Composite			-5.18	%			2.76	%			-1.02	%			0.73	%

1	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on May 6, 2009.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Asia Local Debt Fund (ALD)

 

Country Breakdown†

 

Country		% of Net Assets
India			13.8%
Thailand			12.4%
Australia			12.1%
Indonesia			9.6%
United States			8.7%
Hong Kong			6.4%
Malaysia			6.3%
New Zealand			6.0%
Singapore			4.6%
South Korea			4.5%
Philippines			4.4%
China			4.1%
Supranational Bonds			4.1%
Other Assets less Liabilities‡			3.0%
Total			100.0%

 

†	The Fund’s country breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Ten Holdings*

 

Description		% of Net Assets
Citigroup, Inc., tri-party repurchase agreement, 1.97%, 9/4/18††			8.7%
India Government Bond, 7.72%, 5/25/25			5.9%
India Government Bond, 7.80%, 4/11/21			5.7%
Queensland Treasury Corp., 6.00%, 7/21/22, Series 22, Reg S			3.5%
Treasury Corp. of Victoria, 5.50%, 12/17/24, Series 1224			3.1%
Thailand Government Bond, 1.88%, 6/17/22			2.9%
Indonesia Treasury Bond, 9.00%, 3/15/29, Series FR71			2.9%
Indonesia Treasury Bond, 8.38%, 9/15/26, Series FR56			2.8%
Thailand Government Bond, 3.85%, 12/12/25			2.8%
Western Australian Treasury Corp., 5.00%, 7/23/25, Series 25, Reg S			2.8%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

 

††	Fully collateralized by U.S. Government securities.

The WisdomTree Asia Local Debt Fund (the ‘‘Fund’’) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its objective through investments in fixed income instruments denominated in the currencies of a broad range of Asian countries.

The Fund returned -3.56% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). Emerging market currencies broadly have performed poorly over the fiscal year, due to a resurgence in the U.S. dollar. Much of the reason for the headwinds in broad emerging markets have been less as a result of Asian currencies and economies, and more so due to other emerging market countries and currencies. Still, emerging market currencies have generally experienced poor performance, particularly from spillover effects from depreciating currencies in Turkey, Argentina, and South Africa. Much of the pressures from the exposures in the Fund were derived from more geopolitical and regional risk, and rising interest rates. Trade tensions between the U.S. and China have put pressure on various local currencies, particularly the Chinese yuan. The Fund’s position in Malaysian local bonds contributed positively to performance, while its position in Australian local bonds contributed negatively to performance.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	951.20				0.55	%		$	2.70
Hypothetical (5% return before expenses)		$	1,000.00			$	1,022.43				0.55	%		$	2.80

Performance

 

		Average Annual Total Return
		1 Year				3 Year				5 Year				Since Inception1
Fund NAV Returns			-3.56	%			2.23	%			0.03	%			0.03	%
Fund Market Price Returns			-3.81	%			2.30	%			0.15	%			-0.02	%
Markit iBoxx Asian Local Bond Index			-0.72	%			3.60	%			2.45	%			2.26	%

1	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on March 17, 2011.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

8		WisdomTree Trust

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

 

Country Breakdown†

 

Country		% of Net Assets
Brazil			9.7%
Russia			9.0%
Chile			7.6%
China			6.9%
Mexico			5.5%
Turkey			5.2%
United States			4.9%
India			4.8%
United Arab Emirates			4.8%
Peru			4.2%
Israel			4.2%
Colombia			3.6%
Indonesia			3.2%
Morocco			2.5%
South Korea			2.5%
Kazakhstan			1.9%
Luxembourg			1.9%
Argentina			1.7%
Jamaica			1.5%
Saudi Arabia			1.5%
Thailand			1.4%
Singapore			1.3%
Hong Kong			1.2%
Panama			1.2%
Philippines			1.2%
South Africa			1.1%
Malaysia			1.0%
Netherlands			0.7%
Kuwait			0.7%
Ghana			0.5%
Zambia			0.5%
Nigeria			0.4%
Other Assets less Liabilities‡			1.7%
Total			100.0%

 

†	The Fund’s country breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Ten Holdings*

 

Description		% of Net Assets
U.S. Treasury Bond, 3.50%, 2/15/39			4.9%
OCP S.A., 5.63%, 4/25/24, Reg S			2.5%
Woori Bank, 4.75%, 4/30/24, Reg S			2.5%
Abu Dhabi National Energy Co. PJSC, 4.38%, 6/22/26, Reg S			2.4%
Petrobras Global Finance B.V., 5.75%, 2/1/29			1.7%
Cemex S.A.B. de C.V., 7.75%, 4/16/26, Reg S			1.6%
Banco de Credito del Peru, 6.13%, 4/24/27, Reg S			1.6%
Gazprom Neft OAO via GPN Capital S.A., 6.00%, 11/27/23, Reg S			1.5%
Bank of China Ltd., 5.00%, 11/13/24, Reg S			1.5%
Saudi Government International Bond, 4.00%, 4/17/25			1.5%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Emerging Markets Corporate Bond Fund (the ‘‘Fund’’) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its objective through investments in debt securities issued by corporate entities that are domiciled in, or economically tied to, emerging market countries.

The Fund returned -2.08% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). Security selection was the main positive driver of performance for the Fund. Within the Emerging Market fixed income asset classes, U.S. dollar-denominated corporate bonds outperformed their local currency debt counterparts. Currency crises in Turkey, Brazil, and elsewhere had spillover effects to other emerging local markets. Emerging Market corporate bonds issued in U.S. dollars were able to avoid much of this impact. Top contributors to Fund performance included the overweights to Russian Oil & Gas and Banking industry issuers, Kazakhstan Oil & Gas industry issuers, and Peruvian Metals & Mining industry issuers, as well as an underweight to Chinese issuers across various sectors. The main detractors to Fund performance included overweights to Turkish issuers, although strong security selection within Turkish banks helped reduce the detraction. Other detractors from performance included an Indian Mining industry issuer, a Colombian Communications industry issuer, and a broad underweight to the Middle East.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	974.80				0.60	%		$	2.99
Hypothetical (5% return before expenses)		$	1,000.00			$	1,022.18				0.60	%		$	3.06

Performance

 

		Average Annual Total Return
		1 Year				3 Year				5 Year				Since Inception1
Fund NAV Returns			-2.08	%			3.94	%			3.39	%			3.15	%
Fund Market Price Returns			-1.86	%			4.16	%			3.45	%			3.12	%
JP Morgan Corporate Emerging Markets Bond Index (CEMBI) Broad			-1.59	%			4.90	%			4.79	%			4.36	%

1	Total returns are calculated based on the commencement of Fund trading on the NASDAQ on March 8, 2012.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust			9

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

 

Country Breakdown†

 

Country		% of Net Assets
Brazil			10.0%
Russia			9.3%
Indonesia			8.8%
India			6.8%
Poland			6.7%
Colombia			6.2%
Thailand			5.0%
Supranational Bonds			4.9%
United States			4.9%
Mexico			4.6%
South Africa			4.3%
Romania			3.4%
Philippines			3.4%
Peru			3.3%
China			3.3%
Malaysia			3.3%
Hungary			3.2%
Chile			3.2%
Turkey			2.1%
Argentina			1.4%
Other Assets less Liabilities‡			1.9%
Total			100.0%

 

†	The Fund’s country breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Ten Holdings*

 

Description		% of Net Assets
Citigroup, Inc., tri-party repurchase agreement, 1.97%, 9/4/18††			4.9%
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/21, Series F			4.0%
Brazil Letras do Tesouro Nacional, 8.94%, 1/1/22, Series LTN			2.1%
Russian Federal Bond — OFZ, 7.50%, 8/18/21, Series 6217			1.9%
Indonesia Treasury Bond, 8.38%, 9/15/26, Series FR56			1.9%
Colombian TES, 6.00%, 4/28/28, Series B			1.8%
Colombian TES, 10.00%, 7/24/24, Series B			1.8%
Indonesia Treasury Bond, 8.25%, 6/15/32, Series FR58			1.7%
Russian Federal Bond — OFZ, 7.00%, 1/25/23, Series 6211			1.7%
India Government Bond, 7.68%, 12/15/23			1.6%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

 

††	Fully collateralized by U.S. Government securities.

The WisdomTree Emerging Markets Local Debt Fund (the ‘‘Fund’’) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its objective through investments in fixed income instruments denominated in the local currencies of emerging market countries.

The Fund returned -11.66% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). Emerging Market currencies broadly have performed poorly over the fiscal year, due to a resurgence in the U.S. dollar. Much of the negative market sentiment is a direct result of various factors; such as fluctuating commodity prices, declining economic fundamentals, slowing global growth, and trade wars/tariffs. The currencies of Turkey, Argentina, and South Africa had significant collapses over the fiscal year, which had a spillover effect to other Emerging Market currencies. In addition, rising interest rates in these regions have had a negative impact on bond prices, resulting in negative performance. The Fund’s position in South African local bonds contributed positively to performance, while its position in Turkish local bonds contributed negatively to performance.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	856.10				0.55	%		$	2.57
Hypothetical (5% return before expenses)		$	1,000.00			$	1,022.43				0.55	%		$	2.80

Performance

 

		Average Annual Total Return
		1 Year				3 Year				5 Year				Since Inception1
Fund NAV Returns			-11.66	%			1.87	%			-2.13	%			-0.89	%
Fund Market Price Returns			-11.68	%			1.92	%			-1.97	%			-0.97	%
JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index			-10.05	%			3.24	%			-1.33	%			-0.11	%

1	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on August 9, 2010.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

10		WisdomTree Trust

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Floating Rate Treasury Fund (USFR)

(formerly, WisdomTree Bloomberg Floating Rate Treasury Fund)

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			99.8%
Other Assets less Liabilities‡			0.2%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Holdings*

 

Description		% of Net Assets
U.S. Treasury Floating Rate Notes, 2.12%, 4/30/20			28.8%
U.S. Treasury Floating Rate Notes, 2.09%, 1/31/20			26.5%
U.S. Treasury Floating Rate Notes, 2.14%, 10/31/19			24.1%
U.S. Treasury Floating Rate Notes, 2.13%, 7/31/20			20.4%

*	The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Floating Rate Treasury Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Treasury Floating Rate Bond Index (the ‘‘Index’’). In seeking to track the Index, the Fund invests in floating rate public obligations of the U.S. Treasury. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

The Fund returned 1.53% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). The floating rate nature of the securities used to effectuate the Fund’s investment strategy has allowed the Fund to benefit from rising short-term U.S. rates, and be protected from gradual rate hikes by the U.S. Federal Reserve (the “Fed”). Over the fiscal year, the Fed raised rates three times, and is expected to hike rates two more times in the second half of 2018. For the fiscal year ended August 31, 2018, the 10-year U.S. Treasury yield increased from 2.12% to 2.86%, the 5-year U.S. Treasury yield increased from 1.70% to 2.74%, the 2-year U.S. Treasury yield increased from 1.33% to 2.63%, and the 3-month U.S. Treasury yield increased from 0.99% to 2.09%.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Net Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,008.70				0.15	%1		$	0.76
Hypothetical (5% return before expenses)		$	1,000.00			$	1,024.45				0.15	%1		$	0.77

1	Effective June 29, 2018, the Fund’s management fee was permanently reduced to 0.15%. Prior to June 29, 2018, WisdomTree Asset Management, Inc. had contractually agreed to limit the management fee to 0.15%.

Performance

 

		Average Annual Total Return
		1 Year				3 Year				Since Inception1
Fund NAV Returns			1.53	%			0.89	%			0.57	%
Fund Market Price Returns			1.81	%			1.00	%			0.56	%
Bloomberg U.S. Treasury Floating Rate Bond Index			1.74	%			1.08	%			0.74	%

1	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 4, 2014.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust			11

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

 

Investment Breakdown†

 

Investment Type		% of Net Assets
Corporate Bonds			85.7%
Foreign Corporate Bonds			11.7%
Common Stocks			0.0%	*
Other Assets less Liabilities‡			2.6%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

 

*	Represents less than 0.1%.

Top Ten Holdings*

 

Description		% of Net Assets
Bausch Health Cos, Inc., 5.88%, 5/15/23			0.6%
Reynolds Group Issuer, Inc., 5.75%, 10/15/20			0.6%
Tenet Healthcare Corp., 8.13%, 4/1/22			0.6%
Community Health Systems, Inc., 6.25%, 3/31/23			0.6%
Navient Corp., 8.00%, 3/25/20			0.5%
Sprint Corp., 7.25%, 9/15/21			0.5%
HCA, Inc., 6.50%, 2/15/20			0.5%
HCA, Inc., 7.50%, 2/15/22			0.5%
Altice Luxembourg S.A., 7.75%, 5/15/22			0.5%
Prime Security Services Borrower LLC, 9.25%, 5/15/23			0.5%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Interest Rate Hedged High Yield Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index (the ‘‘Index’’). In seeking to track the Index, the Fund invests mainly in short-term non-investment grade U.S. corporate fixed income securities having effective maturities generally shorter than five years and obtains short exposure to U.S. Treasuries such that the Fund’s total portfolio duration approximates zero years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

The Fund returned 5.68% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). As interest rates rose over the period, the Fund benefited from the short futures contract hedging out the Fund’s duration to zero. The Fund benefited from its exposure to credit bonds, and not investing in U.S. Treasury bonds over the period. High yield bonds tend to be less interest rate sensitive than other credit or treasury bonds, thus helping to contribute to overall performance in a rising rate environment. The Fund’s positions in energy corporations contributed positively to performance while bond issuer defaults contributed negatively to performance. During the fiscal year, the Fund invested in derivatives, specifically short futures contracts on U.S. Treasury bonds, to hedge against a rise in interest rates. At August 31, 2018, yields on 5-year, 10-year, and 30-year U.S. Treasury bonds all ended the period higher than where they began a year ago. As a result of the overall increase in U.S. Treasury yields, the Fund’s use of derivatives contributed positively to overall Fund performance during the fiscal year ended August 31, 2018.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,023.10				0.43	%		$	2.19
Hypothetical (5% return before expenses)		$	1,000.00			$	1,023.04				0.43	%		$	2.19

Performance

 

		Average Annual Total Return
		1 Year				3 Year				Since Inception1
Fund NAV Returns			5.68	%			6.44	%			3.79	%
Fund Market Price Returns			5.77	%			6.63	%			3.78	%
ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index			6.50	%			7.35	%			4.46	%

1	Total returns are calculated based on the commencement of Fund trading on the NASDAQ on December 18, 2013.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

12		WisdomTree Trust

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

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

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

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			37.0%
U.S. Government Agencies			28.4%
Corporate Bonds			23.0%
Foreign Corporate Bonds			3.7%
Commercial Mortgage-Backed Securities			2.0%
Supranational Bonds			1.1%
Foreign Government Obligations			1.1%
Foreign Government Agencies			0.6%
Asset-Backed Securities			0.5%
Municipal Bonds			0.5%
Repurchase Agreement			2.8%
Other Assets less Liabilities‡			-0.7%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Ten Holdings*

 

Description		% of Net Assets
Citigroup, Inc., tri-party repurchase agreement, 1.97%, 9/4/18††			2.8%
U.S. Treasury Note, 1.75%, 5/15/23			1.4%
U.S. Treasury Bond, 2.50%, 5/15/46			1.3%
U.S. Treasury Note, 1.50%, 8/15/26			1.2%
U.S. Treasury Note, 1.63%, 12/31/19			1.1%
U.S. Treasury Note, 1.38%, 10/31/20			1.1%
U.S. Treasury Bond, 6.88%, 8/15/25			1.0%
U.S. Treasury Note, 1.63%, 11/15/22			0.9%
U.S. Treasury Note, 2.50%, 8/15/23			0.9%
U.S. Treasury Note, 1.13%, 9/30/21			0.9%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

 

††	Fully collateralized by U.S. Government securities.

The WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration (the ‘‘Index’’). In seeking to track the Index, the Fund invests mainly in U.S. investment grade fixed income securities and obtains short exposure to U.S. Treasuries such that the Fund’s total portfolio duration approximates zero years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

The Fund returned 2.35% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). As interest rates rose over the period, the Fund benefited from the short futures contract hedging out the Fund’s duration to zero. The Fund’s position in short-term corporates contributed positively to performance, while its position in long end governments contributed negatively to performance. During the fiscal year, the Fund invested in derivatives, specifically short futures contracts on U.S. Treasury bonds, to hedge against a rise in interest rates. At August 31, 2018, yields on 5-year, 10-year, and 30-year U.S. Treasury bonds all ended the period higher than where they began a year ago. As a result of the overall increase in U.S. Treasury yields, the Fund’s use of derivatives contributed positively to overall Fund performance during the fiscal year ended August 31, 2018.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,006.90				0.23	%		$	1.16
Hypothetical (5% return before expenses)		$	1,000.00			$	1,024.05				0.23	%		$	1.17

Performance

 

		Average Annual Total Return
		1 Year				3 Year				Since Inception1
Fund NAV Returns			2.35	%			1.87	%			1.01	%
Fund Market Price Returns			2.62	%			2.09	%			1.12	%
Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration			2.46	%			2.12	%			1.51	%

1	Total returns are calculated based on the commencement of Fund trading on the NASDAQ on December 18, 2013.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust			13

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

 

Investment Breakdown†

 

Investment Type		% of Net Assets
Corporate Bonds			86.5%
Foreign Corporate Bonds			10.3%
Common Stocks			0.0%	*
Other Assets less Liabilities‡			3.2%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

 

*	Represents less than 0.1%.

Top Ten Holdings*

 

Description		% of Net Assets
Reynolds Group Issuer, Inc., 5.75%, 10/15/20			0.7%
Sprint Communications, Inc., 7.00%, 8/15/20			0.6%
Bausch Health Cos, Inc., 5.88%, 5/15/23			0.6%
Community Health Systems, Inc., 6.25%, 3/31/23			0.6%
Navient Corp., 8.00%, 3/25/20			0.6%
Dell International LLC, 5.88%, 6/15/21			0.5%
HCA, Inc., 6.50%, 2/15/20			0.5%
Ally Financial, Inc., 8.00%, 3/15/20			0.5%
MGM Resorts International, 6.63%, 12/15/21			0.5%
Tenet Healthcare Corp., 8.13%, 4/1/22			0.5%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Negative Duration High Yield Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index (the ‘‘Index’’). In seeking to track the Index, the Fund invests mainly in short-term non-investment grade U.S. corporate fixed income securities having effective maturities generally shorter than five years and obtains short exposure to U.S. Treasuries such that the Fund’s total portfolio duration approximates negative seven years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

The Fund returned 8.72% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). As interest rates rose over the period, the Fund benefited from the short futures contract hedging out the Fund’s duration to negative seven years. High yield bonds tend to be less interest rate sensitive than other credit or treasury bonds, thus helping to dampen the negative impact from a rising rate environment. In addition, the Fund’s negative duration positioning contributed even more so to positive performance. The Fund’s exposures in energy credits contributed positively to performance while bond issuer defaults contributed negatively to performance. During the fiscal year, the Fund invested in derivatives, specifically short futures contracts on U.S. Treasury bonds, to hedge against a rise in interest rates. At August 31, 2018, yields on 5-year, 10-year, and 30-year U.S. Treasury bonds all ended the period higher than where they began a year ago. As a result of the overall increase in U.S. Treasury yields, the Fund’s use of derivatives contributed positively to overall Fund performance during the fiscal year ended August 31, 2018.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,012.00				0.48	%		$	2.43
Hypothetical (5% return before expenses)		$	1,000.00			$	1,022.79				0.48	%		$	2.45

Performance

 

		Average Annual Total Return
		1 Year				3 Year				Since Inception1
Fund NAV Returns			8.72	%			5.49	%			0.87	%
Fund Market Price Returns			8.40	%			5.56	%			0.94	%
ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index			9.83	%			7.27	%			2.29	%

1	Total returns are calculated based on the commencement of Fund trading on the NASDAQ on December 18, 2013.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

14		WisdomTree Trust

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

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

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

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			35.4%
U.S. Government Agencies			30.2%
Corporate Bonds			21.1%
Foreign Corporate Bonds			4.4%
Commercial Mortgage-Backed Securities			2.7%
Supranational Bonds			1.4%
Foreign Government Obligations			1.1%
Asset-Backed Securities			0.7%
Foreign Government Agencies			0.6%
Municipal Bonds			0.4%
U.S. Government Agencies Sold Short			-1.3%
Other Assets less Liabilities‡			3.3%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Ten Holdings*

 

Description		% of Net Assets
Federal National Mortgage Association, 3.50%, 7/1/43			1.1%
U.S. Treasury Note, 1.38%, 5/31/20			1.0%
U.S. Treasury Note, 3.13%, 5/15/21			0.8%
U.S. Treasury Note, 1.63%, 12/31/19			0.8%
U.S. Treasury Note, 1.50%, 6/15/20			0.8%
U.S. Treasury Note, 1.88%, 3/31/22			0.8%
U.S. Treasury Note, 1.75%, 11/30/21			0.8%
U.S. Treasury Note, 1.75%, 5/15/22			0.8%
U.S. Treasury Note, 1.38%, 2/29/20			0.7%
U.S. Treasury Note, 2.13%, 8/15/21			0.7%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Negative Duration U.S. Aggregate Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration (the ‘‘Index’’). In seeking to track the Index, the Fund invests mainly in U.S. investment grade fixed income securities and obtains short exposure to U.S. Treasuries such that the Fund’s total portfolio duration approximates negative five years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

The Fund returned 3.58% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). As interest rates rose over the period, the Fund benefited from the short futures contract hedging out the duration exposure of the bonds. In addition, the Fund’s negative duration positioning contributed positively to performance. The Fund’s exposure to short-term corporates benefited performance, while its position in long end governments detracted from performance. During the fiscal year, the Fund invested in derivatives, specifically short futures contracts on U.S. Treasury bonds, to hedge against a rise in interest rates. At August 31, 2018, yields on 5-year, 10-year, and 30-year U.S. Treasury bonds all ended the period higher than where they began a year ago. As a result of the overall increase in U.S. Treasury yields, the Fund’s use of derivatives contributed positively to overall Fund performance during the fiscal year ended August 31, 2018.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	996.60				0.28	%		$	1.41
Hypothetical (5% return before expenses)		$	1,000.00			$	1,023.79				0.28	%		$	1.43

Performance

 

		Average Annual Total Return
		1 Year				3 Year				Since Inception1
Fund NAV Returns			3.58	%			1.29	%			-1.13	%
Fund Market Price Returns			3.69	%			1.52	%			-1.00	%
Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration			4.04	%			1.82	%			-0.36	%

1	Total returns are calculated based on the commencement of Fund trading on the NASDAQ on December 18, 2013.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust			15

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

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

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

 

Investment Breakdown†

 

Investment Type		% of Net Assets
Corporate Bonds			39.9%
U.S. Government Agencies			25.2%
U.S. Government Obligations			17.7%
Foreign Corporate Bonds			7.2%
Commercial Mortgage-Backed Securities			7.0%
Foreign Government Obligations			2.5%
Municipal Bonds			0.5%
Foreign Government Agencies			0.2%
U.S. Government Agencies Sold Short			-1.1%
Other Assets less Liabilities‡			0.9%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Ten Holdings*

 

Description		% of Net Assets
U.S. Treasury Note, 2.88%, 5/15/28			0.4%
U.S. Treasury Note, 2.75%, 2/15/28			0.4%
Federal National Mortgage Association, 5.00%, 9/1/48			0.4%
U.S. Treasury Note, 2.63%, 11/15/20			0.4%
U.S. Treasury Note, 2.25%, 11/15/27			0.4%
U.S. Treasury Note, 2.00%, 2/15/25			0.3%
U.S. Treasury Note, 2.00%, 2/28/21			0.3%
U.S. Treasury Bond, 7.63%, 11/15/22			0.3%
Federal National Mortgage Association, 4.00%, 5/1/47			0.3%
U.S. Treasury Note, 2.25%, 8/15/27			0.3%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays U.S. Aggregate Enhanced Yield Index (the ‘‘Index’’). In seeking to track the Index, the Fund invests mainly in U.S. investment grade fixed income securities. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

The Fund returned -1.44% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). Rising rates over the period negatively affected Fund performance. Investment grade spreads tightened from September 2017 through February 2018, but then expanded until the end of the current fiscal period, remaining relatively unchanged over the entire fiscal period. The Fund’s overweight to investment grade credit securities and underweight to U.S. Treasury securities selections contributed positively to performance. From a sector perspective, the Fund’s overweight to energy corporates contributed positively to Fund performance as energy prices in oil rose over the fiscal period. However, the Fund’s overweight to financials contributed negatively to performance. The Fund’s position in short-term corporates contributed positively to performance while its position in long end governments contributed negatively to performance. In addition, the Fund benefited from its overweight to Baa-rated bonds (rating levels from Aaa through Baa — ranked highest to lowest — constitute the “investment grade” portion of the credit spectrum) as spreads tightened throughout the bottom tier of the investment grade spectrum.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Net Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,006.50				0.12	%1		$	0.61
Hypothetical (5% return before expenses)		$	1,000.00			$	1,024.60				0.12	%1		$	0.61

1	WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.12% through December 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason.

Performance

 

		Average Annual Total Return
		1 Year				3 Year				Since Inception1
Fund NAV Returns			-1.44	%			2.40	%			2.27	%
Fund Market Price Returns			-1.58	%			2.42	%			2.28	%
Bloomberg Barclays U.S. Aggregate Enhanced Yield Index			-1.17	%			2.62	%			2.50	%
Bloomberg Barclays U.S. Aggregate Index			-1.05	%			1.76	%			1.79	%

 

1	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on July 9, 2015.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

16		WisdomTree Trust

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

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

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

 

Investment Breakdown†

 

Investment Type		% of Net Assets
Corporate Bonds			51.7%
U.S. Government Obligations			28.0%
Foreign Corporate Bonds			8.9%
Commercial Mortgage-Backed Securities			8.5%
U.S. Government Agencies			5.0%
Foreign Government Obligations			2.0%
Foreign Government Agencies			0.1%
Other Assets less Liabilities‡			-4.2%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Ten Holdings*

 

Description		% of Net Assets
U.S. Treasury Note, 2.63%, 7/15/21			6.2%
U.S. Treasury Bill, 1.98%, 10/18/18			3.4%
Federal National Mortgage Association, 2.50%, 9/18/33			2.7%
U.S. Treasury Note, 0.75%, 8/15/19			2.5%
Federal Home Loan Mortgage Corp., 3.50%, 9/18/33			2.3%
U.S. Treasury Note, 1.13%, 8/31/21			1.8%
U.S. Treasury Note, 1.50%, 7/15/20			1.8%
COMM Mortgage Trust, 3.04%, 11/10/49, Series 2016-CD2, Class A2			1.7%
U.S. Treasury Note, 2.00%, 2/28/21			1.7%
JPMCC Commercial Mortgage Securities Trust, 3.24%, 3/15/50, Series 2017-JP5, Class A2			1.7%

*	The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays U.S. Short Aggregate Enhanced Yield Index (the ‘‘Index’’). In seeking to track the Index, the Fund invests mainly in short-term U.S. investment grade fixed income securities having effective maturities generally shorter than five years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

The Fund returned -0.47% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). The Fund’s overweight to investment grade credit securities, along with an underweight to U.S. Treasury securities selections, contributed positively to performance. Security selection was mixed with a slight drag on performance as commercial mortgage backed securities were a small drag on returns offset by the Fund’s holdings in investment grade credit. Within investment grade credit, the Fund’s holdings of high quality consumer non-cyclical sector was the main detractor. As interest rates rose over the fiscal year, the Fund benefited from being short-term in nature, by only investing in bonds that mature within 1-5 years. In addition, the Fund benefited from its overweight to Baa-rated bonds (rating levels from Aaa through Baa — ranked highest to lowest — constitute the “investment grade” portion of the credit spectrum) as spreads tightened throughout the bottom tier of the investment grade spectrum.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Net Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,009.40				0.12	%1		$	0.61
Hypothetical (5% return before expenses)		$	1,000.00			$	1,024.60				0.12	%1		$	0.61

1	WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.12% through December 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason.

Performance

 

		Average Annual Total Return
		1 Year				Since Inception1
Fund NAV Returns			-0.47	%			0.30	%
Fund Market Price Returns			-0.41	%			0.41	%
Bloomberg Barclays U.S. Short Aggregate Enhanced Yield Index			-0.25	%			0.55	%

1	Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on May 18, 2017.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust			17

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree CBOE Russell 2000 PutWrite Strategy Fund (RPUT)

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			75.7%
Other Assets less Liabilities‡			24.3%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Holdings*

 

Description		% of Net Assets
U.S. Treasury Bill, 1.93%, 9/20/18			75.7%

*	The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree CBOE Russell 2000 PutWrite Strategy Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the CBOE Russell 2000 PutWrite Index (the ‘‘Index’’), a collateralized put write strategy on the Russell 2000 Index. The strategy is designed to receive a premium from the option buyer by selling (i.e. writing) a sequence of one-month, at-the-money, Russell 2000 Index put options.

The Fund returned 5.94% at net asset value (“NAV”) from February 1, 2018 (commencement of operations) through the end of the fiscal period on August 31, 2018. In 2017, the U.S. equity markets saw fairly consistent and low levels of volatility. However, in the first quarter of 2018, the markets saw a strong resurgence in market volatility, as the Chicago Board of Options Exchange Volatility Index, a measure of the market’s expectation for forward volatility, spiked by as much as 124% in a single trading day on February 5, 2018. In the 26 negative trading days for the Russell 2000 Index during the first quarter, the Russell 2000 PutWrite Strategy outperformed the Russell 2000 Index on every single negative day, providing on average delivered downside protection of approximately 0.41% on each down day. Following the spikes in early 2018, volatility subsided and returned to normalized levels for the remainder of the fiscal period through August 31, 2018. Over the entire fiscal period, the Fund’s positioning benefited as a result of the continued rise of the Russell 2000 Index, while providing downside protection during the bouts of market volatility.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Net Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,091.40				0.43	%1		$	2.27
Hypothetical (5% return before expenses)		$	1,000.00			$	1,023.04				0.43	%1		$	2.19

1	WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.43% through December 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason.

Performance

 

		Cumulative Total Return
		Since Inception1
Fund NAV Returns			5.94	%
Fund Market Price Returns			5.89	%
CBOE Russell 2000 PutWrite Index			6.34	%
Russell 2000® Index			11.00	%

1	Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on February 1, 2018.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

18		WisdomTree Trust

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

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

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			74.6%
Other Assets less Liabilities‡			25.4%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Holdings*

 

Description		% of Net Assets
U.S. Treasury Bill, 2.07%, 11/15/18			74.6%

*	The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree CBOE S&P 500 PutWrite Strategy Fund (the ‘‘Fund’’) seeks to track the price and yield performance, before fees and expenses, of the CBOE S&P 500 PutWrite Index (the ‘‘Index’’), a collateralized put write strategy on the S&P 500 Index. The strategy is designed to receive a premium from the option buyer by selling (i.e. writing) a sequence of one-month, at-the-money, S&P 500 Index put options.

The Fund returned 8.28% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). In 2017, the U.S. equity markets saw fairly consistent and low levels of volatility. However, in the first quarter of 2018, the markets saw a strong resurgence in market volatility, as the Chicago Board of Options Exchange Volatility Index, a measure of the market’s expectation for forward volatility, spiked by as much as 124% in a single trading day on February 5, 2018. In the 28 negative trading days for the S&P 500 Index during the first quarter, the S&P 500 PutWrite Strategy outperformed the S&P 500 Index on every single negative day, providing on average delivered downside protection of approximately 0.33% on each down day. Following the spikes in early 2018, volatility subsided and returned to normalized levels for the remainder of the fiscal year through August 31, 2018. Over the entire fiscal year, the Fund’s positioning benefited as a result of the continued rise of the S&P 500 Index, while providing downside protection during the bouts of market volatility.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Net Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,066.60				0.38	%1		$	1.98
Hypothetical (5% return before expenses)		$	1,000.00			$	1,023.29				0.38	%1		$	1.94

1	WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.38% through December 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason.

Performance

 

		Average Annual Total Return
		1 Year				Since Inception1
Fund NAV Returns			8.28	%			10.62	%
Fund Market Price Returns			8.09	%			10.57	%
CBOE S&P 500 PutWrite Index			9.08	%			11.29	%
S&P 500® Index			19.66	%			20.00	%

1	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 24, 2016.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust			19

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Table of Contents

Management’s Discussion of Funds’ Performance

as of August 31, 2018 (unaudited)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

 

Investment Breakdown†

 

Investment Type		% of Net Assets
U.S. Government Obligations			87.2%
Other Assets less Liabilities‡			12.8%
Total			100.0%

 

†	The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

‡	Other assets includes investment of cash collateral for securities on loan (if any).

Top Holdings*

 

Description		% of Net Assets
U.S. Treasury Bill, 1.92%, 9/20/18			77.0%
U.S. Treasury Bill, 1.93%, 9/13/18			7.3%
U.S. Treasury Bill, 1.93%, 9/6/18			2.9%

*	The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Managed Futures Strategy Fund (the ‘‘Fund’’) seeks to provide investors with positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is managed using a quantitative, rules-based strategy and intends to invest in a combination of diversified futures contracts for commodities, currencies and interest rates.

The Fund returned 4.45% at net asset value (“NAV”) for the fiscal year ending August 31, 2018 (for more complete performance information please see the performance table below). Over the fiscal year, crude oil commodity prices saw positive gains, as prices went from $50/barrel to approximately $70/barrel as a result of OPEC’s continued efforts to limit production globally, as well from the U.S.’s decision to start exporting its own supplies. Precious metals, such as gold, silver, platinum, and copper, saw negative performance over the fiscal period, as a sell-off in emerging markets has spilled into these key commodity resources. Agricultural commodity prices have varied, with wheat and cotton having positive performance over the period, and soybeans and coffee having negative performance over the period. Trade tensions between the U.S. and other countries continued to weigh heavily on commodity prices broadly during the fiscal year. Over the first half of the fiscal year, the U.S. dollar weakened relative to broad emerging market and developed market currencies. However, over the remaining six months, the U.S. dollar has strengthened considerably, leading to positive performance over the entire fiscal year. Towards the end of the fiscal year, some emerging market currencies depreciated significantly against the U.S. dollar. During the fiscal year, U.S. interest rates rose, as the 10-year U.S. Treasury yield increased from 2.12% to 2.86%, the 5-year U.S. Treasury yield increased from 1.70% to 2.74%, the 2-year U.S. Treasury yield increased from 1.33% to 2.63%, and the 3-month U.S. Treasury yield increased from 0.99% to 2.09%. Overall, the Fund’s exposure to the energy sector contributed positively to performance, while its positioning in grains detracted from performance.

Shareholder Expense Example

 

		Beginning Account Value				Ending Account Value				Annualized Net Expense Ratio				Expenses Paid During the Period
Actual		$	1,000.00			$	1,025.30				0.65	%1		$	3.32
Hypothetical (5% return before expenses)		$	1,000.00			$	1,021.93				0.65	%1		$	3.31

1	WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.65% through December 31, 2018, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason.

Performance

 

		Average Annual Total Return
		1 Year				3 Year				5 Year				Since Inception1
Fund NAV Returns			4.45	%			-0.49	%			-0.65	%			-2.52	%
Fund Market Price Returns			4.77	%			-0.44	%			-0.65	%			-2.53	%
Diversified Trends Indicator/WisdomTree Managed Futures Spliced Index2			5.54	%			0.50	%			0.39	%			-1.46	%
S&P Diversified Trends Indicator Index			4.28	%			1.38	%			0.99	%			-1.07	%

1	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on January 5, 2011.

2	Diversified Trends Indicator Index through June 30, 2016; WisdomTree Managed Futures Index thereafter.

 

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

20		WisdomTree Trust

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Table of Contents

Description of Terms and Indexes (unaudited)

 

Below are descriptions of certain terms and of each index referenced in this report.

Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration:

The Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration combines long positions in the Bloomberg Barclays U.S. Aggregate Bond Index with short positions in U.S. Treasury Bonds to provide a duration exposure of -5 years. Market values of long and short positions are rebalanced at month-end.

Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration:

The Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration combines long positions in the Bloomberg Barclays U.S. Aggregate Bond Index with short positions in U.S. Treasury Bonds to provide a duration exposure of 0 years. Market values of long and short positions are rebalanced at month-end.

Bloomberg Barclays U.S. Aggregate Enhanced Yield Index:

The Bloomberg Barclays U.S. Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg Barclays U.S. Aggregate Bond Index seeking to enhance yield while maintaining a similar risk profile.

Bloomberg Barclays U.S. Short Aggregate Enhanced Yield Index:

The Bloomberg Barclays U.S. Short Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg Barclays U.S. Aggregate Bond Index that generally have effective maturities shorter than 5 years and seeks to enhance yield while maintaining a similar risk profile.

Bloomberg Barclays U.S. Aggregate Index:

The Bloomberg Barclays U.S. Aggregate Index represents the investment-grade, U.S. dollar-denominated, fixed-rate taxable bond market, including Treasuries, government-related and corporate securities, as well as mortgage- and asset-backed securities.

Bloomberg Dollar Spot Index:

The Bloomberg Dollar Spot Index tracks the performance of a basket of 10 leading global currencies versus the U.S. dollar. Each currency in the basket and its weight is determined annually based on its share of international trade and foreign exchange (FX) liquidity.

Bloomberg Dollar Total Return Index:

The Bloomberg Dollar Total Return Index is structured to potentially benefit as the U.S. dollar appreciates relative to a basket of global currencies. The index tracks a long position in the U.S. dollar measured against a basket of developed and emerging market currencies which (i) have the highest liquidity in the currency markets and (ii) represent countries that make the largest contribution to trade flows with the United States. The index also incorporates differences in money market rates between the U.S. and the countries (or regions) represented by the foreign currencies.

Bloomberg U.S. Treasury Floating Rate Bond Index:

The Bloomberg U.S. Treasury Floating Rate Bond Index is a rules-based, market-value weighted index engineered to measure the performance and characteristics of floating rate coupon U.S. Treasuries which have a maturity greater than 12 months.

 

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CBOE^® Russell 2000 PutWrite Index:

The CBOE^® Russell 2000 PutWrite Index tracks the value of a cash-secured (i.e. collateralized) put option sales strategy, which consists of selling (or “writing”) Russell 2000^® Index put options and investing the sale proceeds in one-month Treasury bills.

CBOE^® S&P 500 PutWrite Index:

The CBOE^® S&P 500 PutWrite Index tracks the value of a cash-secured (i.e. collateralized) put option sales strategy, which consists of selling (or “writing”) S&P 500^® Index put options and investing the sale proceeds in one- and three-month Treasury bills.

Diversified Trends Indicator Index:

The Diversified Trends Indicator (“DTI”) Index is a long/short rules-based index that consists of ten commodity sectors and eight financial sectors. Each month the DTI Index sector exposure is rebalanced back to the fixed weights, 50% physical commodities and 50% financials (when energy is long) and approximately 40% commodities and 60% financials (when energy is flat). Each sector (other than the energy sector) is positioned either long or short depending on the current market environment (the energy sector is positioned as either “long” or “flat” (i.e., no exposure)). The DTI Index individual market components, sectors and related weightings, as well as other aspects of the calculation of the DTI Index, are subject to change at any time.

Equal-Weighted Emerging Currency Composite:

A composite incorporating equal-weighted exposure to the currencies within the Emerging Currency Strategy Fund was constructed as an additional gauge of Emerging Currency Strategy Fund performance. The composite tracks the returns for the currencies using the total returns of the country subindices of the JP Morgan Emerging Local Markets Index Plus (ELMI+). Each subindex uses a weighted basket of one-month, two-month and three-month currency forwards (deliverable or nondeliverable) collateralized with U.S. money market rates to proxy the total returns of an investment in local-currency money market instruments. Currency exposures are rebalanced back to equal-weighting at the end of the month in which the Emerging Currency Strategy Fund intends to rebalance, and currency changes are reflected in the composite at the end of the month they are reflected in the Fund.

Forward Currency Contracts:

A forward currency contract is an agreement to buy or sell a specific currency at a future date at a price set at the time of the contract. A forward contract may either be deliverable or non-deliverable. A deliverable forward currency contract is an agreement by two parties to transact in currencies at a specific rate on a future date upon which each party delivers the promised currency. A non-deliverable forward (“NDF”) currency contract is an agreement by two parties to transact in currencies at a specific rate on a future date and then cash settle the agreement with a simple exchange of the market value difference between the current market rate and the initial agreed-upon rate.

ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index:

The ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index tracks the performance of the combination of a long position in short maturity U.S. high yield bonds and a short position in on-the-run U.S. Treasuries where the net interest rate exposure of the index is adjusted to a negative seven year duration. Market values of long and short positions are rebalanced at month-end.

 

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Description of Terms and Indexes (unaudited) (continued)

 

ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index:

The ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index tracks the performance of the combination of a long position in short maturity U.S. high yield bonds and a short position in on-the-run U.S. Treasuries where the net interest rate exposure of the index is adjusted to a zero year duration. Market values of long and short positions are rebalanced at month-end.

JP Morgan Corporate Emerging Markets Bond Index (CEMBI) Broad:

The JP Morgan Corporate Emerging Markets Bond Index (CEMBI) Broad is a market capitalization-weighted index consisting of U.S. dollar-denominated emerging market corporate bonds. The index serves as a global corporate benchmark representing Asia, Latin America, Europe and Middle East/Africa. U.S. dollar-denominated corporate issues from index-eligible countries are narrowed further by only including issues with more than $300 million current face outstanding and at least five years to maturity (at the time of inclusion into the index).

JP Morgan Emerging Local Markets Index Plus (ELMI+):

The JP Morgan Emerging Local Markets Index Plus (ELMI+) and its underlying country and regional subindices track the total returns for local-currency denominated money market instruments in emerging market countries.

JP Morgan Emerging Local Markets Index Plus (ELMI+) Brazil:

The Brazil subindex uses a weighted basket of one-month, two-month and three-month currency forwards collateralized with U.S. money market rates to proxy the total returns of an investment in Brazilian real money market instruments. The returns are reported in U.S. dollar terms.

JP Morgan Emerging Local Markets Index Plus (ELMI+) China:

The China subindex uses a weighted basket of one-month, two-month and three-month currency forwards collateralized with U.S. money market rates to proxy the total returns of an investment in Chinese yuan money market instruments. The returns are reported in U.S. dollar terms.

JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index:

The JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index tracks the performance of local currency debt issued by emerging market governments, whose debt is accessible by most of the international investor base. The index incorporates a constrained market capitalization methodology in which individual issuer exposures are capped at 10% (with the excess distributed to smaller issuers) for greater diversification among issuing governments. The returns are reported in U.S. dollar terms.

Markit iBoxx Asian Local Bond Index:

The Markit iBoxx Asian Local Bond Index (“ALBI”) tracks the total return performance of a bond portfolio which consists of local currency denominated, high quality and liquid bonds in Asia ex-Japan. The ALBI includes bonds from the following countries: South Korea, Hong Kong, India, Singapore, Taiwan, Malaysia, Thailand, the Philippines, Indonesia and China.

 

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Description of Terms and Indexes (unaudited) (continued)

 

 

S&P 500^® Index:

The S&P 500^® Index is a capitalization-weighted index of 500 stocks selected by Standard & Poor’s Index Committee, designed to represent the performance of the leading industries in the United States economy.

S&P Diversified Trends Indicator Index:

The S&P Diversified Trends Indicator Index is a diversified composite of global commodity and financial futures that are highly liquid.

Spot Rate and NDF Rate Returns:

A “spot” rate is the foreign exchange rate on foreign exchange contracts settled generally within two business days from the trade date. The NDF rate is the foreign exchange rate on non-deliverable forward currency contracts settled on a future date that is generally greater than two business days from the trade date. The Brazilian real spot return rate relative to the U.S. dollar calculated by WisdomTree is the rate of return percentage difference between the end of period spot and the beginning of period spot rate using WM/Reuters London closing rates. The Chinese yuan NDF return rate relative to the U.S. dollar calculated by WisdomTree is the rate of return percentage difference between the end of period NDF rate and the beginning of period NDF rate using WM/Reuters Singapore closing rates.

WisdomTree Managed Futures Index:

The WisdomTree Managed Futures Index is a long/short, rules-based index designed to provide exposure to a portfolio consisting of diversified futures contracts for commodities, currencies and interest rates. On a monthly basis, assets with lower realized volatility will be selected, and a determination to go long or short the futures contracts of the selected assets under a proprietary composite momentum framework will be made. The composite momentum framework incorporates multiple momentum signals to decide the direction and weight in the index.

* * * * * *

BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. BARCLAYS is a trademark and service mark of Barclays Bank Plc, used under license. Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”) or Bloomberg licensors own all proprietary rights in the BLOOMBERG BARCLAYS INDICES. Neither Bloomberg nor Barclays Bank Plc or Barclays Capital Inc. or their affiliates (collectively “Barclays”) guarantee the timeliness, accuracy or completeness of any data or information relating to BLOOMBERG BARCLAYS INDICES or make any warranty, express or implied, as to the BLOOMBERG BARCLAYS INDICES or any data or values relating thereto or results to be obtained therefrom, and expressly disclaims all warranties of merchantability and fitness for a particular purpose with respect thereto. It is not possible to invest directly in an index. Back-tested performance is not actual performance. Past performance is not an indication of future results. To the maximum extent allowed by law, Bloomberg and its licensors, and their respective employees, contractors, agents, suppliers and vendors shall have no liability or responsibility whatsoever for any injury or damages — whether direct, indirect, consequential, incidental, punitive or otherwise — arising in connection with BLOOMBERG BARCLAYS INDICES or any data or values relating thereto — whether arising from their negligence or otherwise. This document constitutes the provision of factual information, rather than financial product advice. Nothing in the BLOOMBERG BARCLAYS INDICES shall constitute or be construed as an offering of financial instruments or as investment advice or investment recommendations (i.e., recommendations as to whether or not to “buy,” “sell,” “hold” or enter into any other transaction involving a specific interest) by Bloomberg or its affiliates or licensors or a recommendation as to an investment or other strategy. Data and other information available via the BLOOMBERG BARCLAYS INDICES should not be considered as

 

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Description of Terms and Indexes (unaudited) (continued)

 

 

information sufficient upon which to base an investment decision. All information provided by the BLOOMBERG BARCLAYS INDICES is impersonal and not tailored to the needs of any specific person, entity or group of persons. Bloomberg and its affiliates express no opinion on the future or expected value of any security or other interest and do not explicitly or implicitly recommend or suggest an investment strategy of any kind. In addition, Barclays is not the issuer or producer of the BLOOMBERG BARCLAYS INDICES and has no responsibilities, obligations or duties to investors in these indices. While Bloomberg may for itself execute transactions with Barclays in or relating to the BLOOMBERG BARCLAYS INDICES, investors in the BLOOMBERG BARCLAYS INDICES do not enter into any relationship with Barclays and Barclays does not sponsor, endorse, sell or promote, and Barclays makes no representation regarding the advisability or use of, the BLOOMBERG BARCLAYS INDICES or any data included therein. Investors should consider obtaining independent advice before making any financial decisions.

Merrill Lynch, Pierce, Fenner & Smith Incorporated and its affiliates (“ICE BofA Merrill Lynch”) indices and related information, the name “ICE BofA Merrill Lynch”, and related trademarks, are intellectual property licensed from ICE BofA Merrill Lynch, and may not be copied, used, or distributed without ICE BofA Merrill Lynch’s prior written approval. The licensee’s products have not been passed on as to their legality or suitability, and are not regulated, issued, endorsed, sold, guaranteed, or promoted by ICE BofA Merrill Lynch. ICE BofA MERRILL LYNCH MAKES NO WARRANTIES AND BEARS NO LIABILITY WITH RESPECT TO THE INDICES, ANY RELATED INFORMATION, ITS TRADEMARKS, OR THE PRODUCT(S) (INCLUDING WITHOUT LIMITATION, THEIR QUALITY, ACCURACY, SUITABILITY AND/OR COMPLETENESS).

The CBOE Russell 2000 PutWrite Index (“Index”) is a trademark of Frank Russell Company (“Russell”) and has been licensed for use by WisdomTree. The WisdomTree CBOE Russell 2000 PutWrite Strategy Fund (the “Fund”) is not in any way sponsored, endorsed, sold or promoted by Russell or the London Stock Exchange Group companies (“LSEG”) (together, the “Licensor Parties”) and none of the Licensor Parties make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to (i) the results to be obtained from the use of the Index (upon which the Fund is based), (ii) the figure at which the Index is said to stand at any particular time on any particular day or otherwise, or (iii) the suitability of the Index for the purpose to which it is being put in connection with the Fund. None of the Licensor Parties have provided or will provide any financial or investment advice or recommendation in relation to the Index to WisdomTree or its clients. The Index is calculated by Russell or its agent. None of the Licensor Parties shall be (a) liable (whether in negligence or otherwise) to any person for any error in the Index or (b) under any obligation to advise any person of any error therein.

The CBOE S&P 500 PutWrite Index is a product of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and CBOE^® and has been licensed for use by WisdomTree. Standard & Poor’s^® and S&P^® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones^® is registered trademark of Dow Jones Trademarks Holdings LLC (“Dow Jones”); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by WisdomTree. CBOE^® is a trademark of the Chicago Board Options Exchange, Incorporated, and has been licensed for use by SPDJI and WisdomTree. The WisdomTree CBOE S&P 500 PutWrite Strategy Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective affiliates or the Chicago Board Options Exchange, Incorporated, and none of such parties make any representation regarding the advisability of investing in such product(s), nor do they have any liability for any errors, omissions or interruptions of the CBOE S&P 500 PutWrite Index.

WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. (together, “WisdomTree”) and the Funds make no representation or warranty, express or implied, to the owners of shares of the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly or the ability of

 

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Description of Terms and Indexes (unaudited) (concluded)

 

the underlying Indexes to track the performance of their underlying securities. WisdomTree Investments is the licensor of certain trademarks, service marks and trade names of the Funds. WisdomTree Investments has no obligation to take the needs of the Funds or the owners of shares of the Funds into consideration in determining, composing, or calculating the underlying WisdomTree Indexes of the applicable Funds. WisdomTree Investments is not responsible for, and has not participated in, the determination of the timing of, prices of, or quantities of shares of the Funds to be issued or in the determination or calculation of the equation by which the shares of the Funds are redeemable. WisdomTree and the Funds do not guarantee the accuracy, completeness, or performance of the underlying Indexes or the data included therein and shall have no liability in connection with the underlying Indexes or their calculation.

Index returns do not reflect expenses paid by the Funds. Index returns assume reinvestment of distributions. It is not possible to invest directly in an index.

 

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Table of Contents

Schedule of Investments

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 94.2%
U.S. Treasury Bills – 94.2%
U.S. Treasury Bills 1.92%, 10/4/18*		$	43,662,000			$	43,591,784
1.98%, 10/18/18*			42,128,000				42,026,179
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $85,607,089)							85,617,963
		Shares				Value
EXCHANGE-TRADED FUND – 4.4%
United States – 4.4%
WisdomTree Floating Rate Treasury Fund(a)
(Cost: $4,016,800)			160,000				4,012,880
TOTAL INVESTMENTS IN SECURITIES – 98.6% (Cost: $89,623,889)							89,630,843
Other Assets less Liabilities – 1.4%							1,253,598
NET ASSETS – 100.0%						$	90,884,441

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

 

(a)	Affiliated company (See Note 3).

 

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.			9/6/2018				1,307,670				AUD				940,056				USD			$	26			$	—
Bank of America N.A.			9/6/2018				2,835,840				CAD				2,173,076				USD				53				—
Bank of America N.A.			9/6/2018				819,210				CHF				845,365				USD				—				(96	)
Bank of America N.A.			9/6/2018				3,876,180				CNH				566,474				USD				14				—
Bank of America N.A.			9/6/2018				3,876,180				CNY				566,474				USD				1,081				—
Bank of America N.A.			9/6/2018				5,079,900				EUR				5,897,185				USD				—				(278	)
Bank of America N.A.			9/6/2018				1,521,870				GBP				1,973,123				USD				—				(22	)
Bank of America N.A.			9/6/2018				27,378,540				INR				386,593				USD				—				(626	)
Bank of America N.A.			9/6/2018				375,403,770				JPY				3,378,993				USD				—				(116	)
Bank of America N.A.			9/6/2018				805,850,220				KRW				722,412				USD				1,535				—
Bank of America N.A.			9/6/2018				35,309,610				MXN				1,847,780				USD				79				—
Bank of America N.A.			9/6/2018				1,000,256				USD				1,346,100				AUD				32,547				—
Bank of America N.A.			9/6/2018				2,245,309				USD				2,919,000				CAD				8,454				—
Bank of America N.A.			9/6/2018				853,947				USD				843,150				CHF				—				(16,023	)
Bank of America N.A.			9/6/2018				585,706				USD				3,990,000				CNH				2,584				—
Bank of America N.A.			9/6/2018				6,130,093				USD				5,229,000				EUR				60,106				—
Bank of America N.A.			9/6/2018				2,059,197				USD				1,566,600				GBP				28,104				—
Bank of America N.A.			9/6/2018				409,228				USD				28,182,000				INR				11,934				—
Bank of America N.A.			9/6/2018				3,463,805				USD				386,421,000				JPY				—				(14,235	)
Bank of America N.A.			9/6/2018				741,917				USD				829,500,000				KRW				—				(3,276	)
Bank of America N.A.			9/6/2018				1,938,925				USD				36,345,960				MXN				36,831				—
Bank of America N.A.			10/4/2018				963,855				USD				1,340,850				AUD				—				(43	)
Bank of America N.A.			10/4/2018				2,188,055				USD				2,853,900				CAD				—				(99	)
Bank of America N.A.			10/4/2018				839,565				USD				811,650				CHF				81				—
Bank of America N.A.			10/4/2018				5,994,723				USD				5,153,400				EUR				21				—
Bank of America N.A.			10/4/2018				2,014,338				USD				1,551,900				GBP				10				—
Bank of America N.A.			10/4/2018				397,779				USD				28,325,850				INR				—				(208	)
Bank of America N.A.			10/4/2018				3,430,267				USD				380,359,350				JPY				30				—
Bank of America N.A.			10/4/2018				720,381				USD				805,350,000				KRW				—				(3,576	)
Bank of America N.A.			10/4/2018				1,901,476				USD				36,504,300				MXN				—				(316	)
Bank of America N.A.			10/11/2018				572,799				USD				3,922,800				CNH				—				(109	)
Bank of America N.A.			10/11/2018				572,799				USD				3,922,800				CNY				—				(1,583	)
Citibank N.A.			9/6/2018				1,307,670				AUD				940,071				USD				11				—
Citibank N.A.			9/6/2018				2,835,840				CAD				2,173,132				USD				—				(4	)
Citibank N.A.			9/6/2018				819,210				CHF				845,338				USD				—				(69	)
Citibank N.A.			9/6/2018				3,876,180				CNH				566,498				USD				—				(11	)
Citibank N.A.			9/6/2018				3,876,180				CNY				566,498				USD				1,057				—
Citibank N.A.			9/6/2018				5,079,900				EUR				5,896,494				USD				413				—
Citibank N.A.			9/6/2018				1,521,870				GBP				1,973,176				USD				—				(76	)
Citibank N.A.			9/6/2018				3,826,000				INR				53,846				USD				91				—

 

See Notes to Financial Statements.

 

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Schedule of Investments (continued)

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

August 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
Citibank N.A.			9/6/2018				27,378,540				INR				386,648				USD			$	—			$	(680	)
Citibank N.A.			9/6/2018				375,403,770				JPY				3,379,093				USD				—				(216	)
Citibank N.A.			9/6/2018				112,618,000				KRW				101,048				USD				124				—
Citibank N.A.			9/6/2018				805,850,220				KRW				722,412				USD				1,535				—
Citibank N.A.			9/6/2018				35,309,610				MXN				1,847,872				USD				—				(14	)
Citibank N.A.			9/6/2018				1,000,279				USD				1,346,100				AUD				32,569				—
Citibank N.A.			9/6/2018				2,245,317				USD				2,919,000				CAD				8,462				—
Citibank N.A.			9/6/2018				853,926				USD				843,150				CHF				—				(16,044	)
Citibank N.A.			9/6/2018				585,677				USD				3,990,000				CNH				2,555				—
Citibank N.A.			9/6/2018				6,130,098				USD				5,229,000				EUR				60,111				—
Citibank N.A.			9/6/2018				2,059,206				USD				1,566,600				GBP				28,114				—
Citibank N.A.			9/6/2018				409,160				USD				28,182,000				INR				11,865				—
Citibank N.A.			9/6/2018				3,463,808				USD				386,421,000				JPY				—				(14,232	)
Citibank N.A.			9/6/2018				741,830				USD				829,500,000				KRW				—				(3,363	)
Citibank N.A.			9/6/2018				1,938,949				USD				36,345,960				MXN				36,855				—
Citibank N.A.			10/4/2018				963,877				USD				1,340,850				AUD				—				(21	)
Citibank N.A.			10/4/2018				2,188,134				USD				2,853,900				CAD				—				(20	)
Citibank N.A.			10/4/2018				839,546				USD				811,650				CHF				63				—
Citibank N.A.			10/4/2018				5,994,249				USD				5,153,400				EUR				—				(453	)
Citibank N.A.			10/4/2018				2,014,405				USD				1,551,900				GBP				76				—
Citibank N.A.			10/4/2018				398,171				USD				28,325,850				INR				183				—
Citibank N.A.			10/4/2018				3,430,471				USD				380,359,350				JPY				234				—
Citibank N.A.			10/4/2018				722,319				USD				805,350,000				KRW				—				(1,638	)
Citibank N.A.			10/4/2018				1,901,736				USD				36,504,300				MXN				—				(56	)
Citibank N.A.			10/11/2018				572,726				USD				3,922,800				CNH				—				(183	)
Citibank N.A.			10/11/2018				572,726				USD				3,922,800				CNY				—				(1,657	)
Goldman Sachs			9/6/2018				1,000,255				USD				1,346,100				AUD				32,545				—
Goldman Sachs			9/6/2018				2,245,295				USD				2,919,000				CAD				8,440				—
Goldman Sachs			9/6/2018				853,940				USD				843,150				CHF				—				(16,029	)
Goldman Sachs			9/6/2018				585,508				USD				3,990,000				CNH				2,386				—
Goldman Sachs			9/6/2018				6,130,067				USD				5,229,000				EUR				60,080				—
Goldman Sachs			9/6/2018				2,059,183				USD				1,566,600				GBP				28,090				—
Goldman Sachs			9/6/2018				409,610				USD				28,182,000				INR				12,316				—
Goldman Sachs			9/6/2018				3,463,761				USD				386,421,000				JPY				—				(14,278	)
Goldman Sachs			9/6/2018				745,779				USD				829,500,000				KRW				586				—
Goldman Sachs			9/6/2018				1,938,891				USD				36,345,960				MXN				36,797				—
HSBC Holdings PLC			9/6/2018				1,307,670				AUD				940,070				USD				13				—
HSBC Holdings PLC			9/6/2018				2,835,840				CAD				2,173,024				USD				105				—
HSBC Holdings PLC			9/6/2018				819,210				CHF				845,213				USD				55				—
HSBC Holdings PLC			9/6/2018				3,876,180				CNH				566,484				USD				4				—
HSBC Holdings PLC			9/6/2018				3,876,180				CNY				566,484				USD				1,071				—
HSBC Holdings PLC			9/6/2018				5,079,900				EUR				5,896,408				USD				500				—
HSBC Holdings PLC			9/6/2018				1,521,870				GBP				1,972,999				USD				101				—
HSBC Holdings PLC			9/6/2018				27,378,540				INR				386,014				USD				—				(47	)
HSBC Holdings PLC			9/6/2018				375,403,770				JPY				3,378,619				USD				258				—
HSBC Holdings PLC			9/6/2018				805,850,220				KRW				723,937				USD				10				—
HSBC Holdings PLC			9/6/2018				35,309,610				MXN				1,848,117				USD				—				(258	)
HSBC Holdings PLC			10/4/2018				963,855				USD				1,340,850				AUD				—				(43	)
HSBC Holdings PLC			10/4/2018				2,187,986				USD				2,853,900				CAD				—				(168	)
HSBC Holdings PLC			10/4/2018				839,440				USD				811,650				CHF				—				(44	)
HSBC Holdings PLC			10/4/2018				5,994,141				USD				5,153,400				EUR				—				(562	)
HSBC Holdings PLC			10/4/2018				2,014,197				USD				1,551,900				GBP				—				(132	)
HSBC Holdings PLC			10/4/2018				397,242				USD				28,325,850				INR				—				(745	)
HSBC Holdings PLC			10/4/2018				3,429,949				USD				380,359,350				JPY				—				(289	)
HSBC Holdings PLC			10/4/2018				722,190				USD				805,350,000				KRW				—				(1,767	)

 

See Notes to Financial Statements.

 

28		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 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
HSBC Holdings PLC			10/4/2018				1,902,036				USD				36,504,300				MXN			$	244			$	—
HSBC Holdings PLC			10/11/2018				572,879				USD				3,922,800				CNH				—				(30	)
HSBC Holdings PLC			10/11/2018				572,879				USD				3,922,800				CNY				—				(1,504	)
Morgan Stanley & Co. International			9/6/2018				183,000				AUD				133,017				USD				—				(1,458	)
Morgan Stanley & Co. International			9/6/2018				396,000				CAD				305,313				USD				—				(1,855	)
Morgan Stanley & Co. International			9/6/2018				114,000				CHF				117,657				USD				—				(31	)
Morgan Stanley & Co. International			9/6/2018				542,000				CNH				78,907				USD				304				—
Morgan Stanley & Co. International			9/6/2018				710,000				EUR				829,096				USD				—				(4,906	)
Morgan Stanley & Co. International			9/6/2018				213,000				GBP				277,290				USD				—				(1,136	)
Morgan Stanley & Co. International			9/6/2018				52,463,000				JPY				472,647				USD				—				(446	)
Morgan Stanley & Co. International			9/6/2018				4,935,000				MXN				257,866				USD				398				—
State Street Bank and Trust			9/6/2018				996,320				AUD				716,256				USD				—				(3	)
State Street Bank and Trust			9/6/2018				2,160,640				CAD				1,655,731				USD				—				(14	)
State Street Bank and Trust			9/6/2018				624,160				CHF				644,068				USD				—				(54	)
State Street Bank and Trust			9/6/2018				2,953,280				CNH				431,514				USD				96				—
State Street Bank and Trust			9/6/2018				3,870,400				EUR				4,493,205				USD				—				(324	)
State Street Bank and Trust			9/6/2018				1,159,520				GBP				1,503,376				USD				—				(61	)
State Street Bank and Trust			9/6/2018				20,859,840				INR				294,028				USD				42				—
State Street Bank and Trust			9/6/2018				286,021,920				JPY				2,574,552				USD				—				(169	)
State Street Bank and Trust			9/6/2018				613,981,120				KRW				551,610				USD				—				(32	)
State Street Bank and Trust			9/6/2018				26,902,560				MXN				1,407,910				USD				—				(18	)
State Street Bank and Trust			9/6/2018				1,000,260				USD				1,346,100				AUD				32,551				—
State Street Bank and Trust			9/6/2018				2,245,240				USD				2,919,000				CAD				8,385				—
State Street Bank and Trust			9/6/2018				853,925				USD				843,150				CHF				—				(16,045	)
State Street Bank and Trust			9/6/2018				585,706				USD				3,990,000				CNH				2,584				—
State Street Bank and Trust			9/6/2018				6,129,931				USD				5,229,000				EUR				59,944				—
State Street Bank and Trust			9/6/2018				2,059,139				USD				1,566,600				GBP				28,046				—
State Street Bank and Trust			9/6/2018				409,682				USD				28,182,000				INR				12,387				—
State Street Bank and Trust			9/6/2018				3,463,693				USD				386,421,000				JPY				—				(14,346	)
State Street Bank and Trust			9/6/2018				745,792				USD				829,500,000				KRW				599				—
State Street Bank and Trust			9/6/2018				1,938,862				USD				36,345,960				MXN				36,768				—
State Street Bank and Trust			10/4/2018				734,381				USD				1,021,600				AUD				—				(17	)
State Street Bank and Trust			10/4/2018				1,667,124				USD				2,174,400				CAD				—				(41	)
State Street Bank and Trust			10/4/2018				639,643				USD				618,400				CHF				37				—
State Street Bank and Trust			10/4/2018				4,567,699				USD				3,926,400				EUR				306				—
State Street Bank and Trust			10/4/2018				1,534,782				USD				1,182,400				GBP				56				—
State Street Bank and Trust			10/4/2018				302,809				USD				21,581,600				INR				—				(419	)
State Street Bank and Trust			10/4/2018				2,613,664				USD				289,797,600				JPY				150				—
State Street Bank and Trust			10/4/2018				551,536				USD				613,600,000				KRW				—				(51	)
State Street Bank and Trust			10/4/2018				1,448,911				USD				27,812,800				MXN				—				(74	)
State Street Bank and Trust			10/11/2018				436,288				CNH				2,988,800				USD				—				(214	)
State Street Bank and Trust			10/11/2018				436,288				USD				2,988,800				CNY				—				(1,337	)
UBS AG			9/6/2018				1,307,670				AUD				940,063				USD				19				—
UBS AG			9/6/2018				2,835,840				CAD				2,173,087				USD				41				—
UBS AG			9/6/2018				819,210				CHF				845,356				USD				—				(88	)
UBS AG			9/6/2018				3,876,180				CNH				566,361				USD				127				—
UBS AG			9/6/2018				3,876,180				CNY				566,361				USD				1,194				—
UBS AG			9/6/2018				5,079,900				EUR				5,897,200				USD				—				(293	)
UBS AG			9/6/2018				1,521,870				GBP				1,973,138				USD				—				(38	)
UBS AG			9/6/2018				27,378,540				INR				386,458				USD				—				(490	)
UBS AG			9/6/2018				375,403,770				JPY				3,379,033				USD				—				(156	)
UBS AG			9/6/2018				805,850,220				KRW				722,118				USD				1,829				—
UBS AG			9/6/2018				35,309,610				MXN				1,847,829				USD				29				—
UBS AG			9/6/2018				762,103				USD				1,025,600				AUD				24,800				—
UBS AG			9/6/2018				1,710,678				USD				2,224,000				CAD				6,408				—

 

See Notes to Financial Statements.

 

WisdomTree Trust			29

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Table of Contents

Schedule of Investments (concluded)

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

August 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
UBS AG			9/6/2018				650,614				USD				642,400				CHF			$	—			$	(12,220	)
UBS AG			9/6/2018				446,291				USD				3,040,000				CNH				2,008				—
UBS AG			9/6/2018				4,670,435				USD				3,984,000				EUR				45,683				—
UBS AG			9/6/2018				1,568,887				USD				1,193,600				GBP				21,388				—
UBS AG			9/6/2018				312,118				USD				21,472,000				INR				9,417				—
UBS AG			9/6/2018				2,639,032				USD				294,416,000				JPY				—				(10,902	)
UBS AG			9/6/2018				568,220				USD				632,000,000				KRW				454				—
UBS AG			9/6/2018				1,477,173				USD				27,692,160				MXN				27,958				—
UBS AG			10/4/2018				963,850				USD				1,340,850				AUD				—				(48	)
UBS AG			10/4/2018				2,188,092				USD				2,853,900				CAD				—				(62	)
UBS AG			10/4/2018				839,533				USD				811,650				CHF				49				—
UBS AG			10/4/2018				5,994,914				USD				5,153,400				EUR				212				—
UBS AG			10/4/2018				2,014,365				USD				1,551,900				GBP				36				—
UBS AG			10/4/2018				397,950				USD				28,325,850				INR				—				(37	)
UBS AG			10/4/2018				3,430,360				USD				380,359,350				JPY				123				—
UBS AG			10/4/2018				721,996				USD				805,350,000				KRW				—				(1,961	)
UBS AG			10/4/2018				1,901,663				USD				36,504,300				MXN				—				(129	)
UBS AG			10/11/2018				572,687				USD				3,922,800				CNH				—				(221	)
UBS AG			10/11/2018				572,687				USD				3,922,800				CNY				—				(1,695	)
																						$	875,837			$	(186,630	)

 

CURRENCY LEGEND
AUD		Australian dollar
CAD		Canadian dollar
CHF		Swiss franc
CNH		Offshore Chinese renminbi
CNY		Chinese yuan
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 Financial Statements.

 

30		WisdomTree Trust

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Table of Contents

Schedule of Investments

WisdomTree Brazilian Real Strategy Fund (BZF)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 67.3%
U.S. Treasury Bill – 67.3%
U.S. Treasury Bill 1.98%, 10/18/18*
(Cost: $7,151,789)		$	7,170,000			$	7,152,671
		Shares
EXCHANGE-TRADED FUND – 4.2%
United States – 4.2%
WisdomTree Floating Rate Treasury Fund(a)
(Cost: $450,096)			17,950				450,195
Investments		Principal Amount				Value
REPURCHASE AGREEMENT – 31.5%
United States – 31.5%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/18 (tri-party custodian: The Bank of New York Mellon Corp.), 1.97% due 9/4/18; Proceeds at maturity – $3,350,733 (fully collateralized by Fannie Mae Pool, 4.50% due 9/1/48, U.S. Treasury Note, 1.63% – 1.88% due 3/31/19 – 8/31/22, U.S. Treasury Bond Coupon STRIPS, 0.00% due 8/15/26 and U.S. Treasury Bond Principal STRIPS, 0.00% due 8/15/22 – 5/15/43; Market value – $3,417,030)
(Cost: $3,350,000)		$	3,350,000			$	3,350,000
TOTAL INVESTMENTS IN SECURITIES – 103.0% (Cost: $10,951,885)							10,952,866
Other Assets less Liabilities – (3.0)%							(317,106	)
NET ASSETS – 100.0%						$	10,635,760

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

 

(a)	Affiliated company (See Note 3).

 

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.			9/4/2018				6,093,646				BRL				1,616,009				USD			$	—			$	(137,004	)
Bank of America N.A.			9/4/2018				837,025				USD				3,174,000				BRL				66,656				—
Bank of America N.A.			9/4/2018				1,147,556				USD				4,739,406				BRL				—				(2,758	)
Bank of America N.A.			10/3/2018				5,001,464				BRL				1,285,789				USD				—				(75,578	)
Bank of America N.A.			11/5/2018				4,990,938				BRL				1,339,795				USD				—				(135,186	)
Bank of America N.A.			12/4/2018				4,739,406				BRL				1,138,323				USD				2,198				—
Citibank N.A.			9/4/2018				6,474,497				BRL				1,716,645				USD				—				(145,203	)
Citibank N.A.			9/4/2018				279,990				USD				1,058,000				BRL				23,200				—
Citibank N.A.			9/4/2018				1,220,046				USD				5,035,617				BRL				—				(2,162	)
Citibank N.A.			10/3/2018				5,001,464				BRL				1,285,690				USD				—				(75,478	)
Citibank N.A.			11/5/2018				4,990,938				BRL				1,332,427				USD				—				(127,817	)
Citibank N.A.			12/4/2018				5,035,617				BRL				1,209,845				USD				1,957				—
Goldman Sachs			9/4/2018				6,474,497				BRL				1,717,282				USD				—				(145,840	)
Goldman Sachs			9/4/2018				1,219,101				USD				5,035,617				BRL				—				(3,107	)
Goldman Sachs			10/3/2018				4,707,262				BRL				1,210,031				USD				—				(71,007	)
Goldman Sachs			11/5/2018				4,697,354				BRL				1,254,300				USD				—				(120,550	)
Goldman Sachs			12/4/2018				5,035,617				BRL				1,209,090				USD				2,713				—
																						$	96,724			$	(1,041,690	)

 

CURRENCY LEGEND
BRL		Brazilian real
USD		U.S. dollar

 

See Notes to Financial Statements.

 

WisdomTree Trust			31

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Table of Contents

Schedule of Investments

WisdomTree Chinese Yuan Strategy Fund (CYB)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 67.6%
U.S. Treasury Bills – 67.6%
U.S. Treasury Bills
1.92%, 10/4/18*		$	10,160,000			$	10,143,661
1.98%, 10/18/18*			11,436,000				11,408,360
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $21,549,388)							21,552,021
		Shares
EXCHANGE-TRADED FUND – 3.7%
United States – 3.7%
WisdomTree Floating Rate Treasury Fund(a)
(Cost: $1,169,777)			46,600				1,168,751
Investments		Principal Amount				Value
REPURCHASE AGREEMENT – 29.9%
United States – 29.9%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/18 (tri-party custodian: The Bank of New York Mellon Corp.), 1.97% due 9/4/18; Proceeds at maturity – $9,517,083 (fully collateralized by Ginnie Mae Pool, 4.50% due 7/20/40, U.S. Treasury Bond, 2.50% due 2/15/46, U.S. Treasury Note, 2.00% due 2/15/22, U.S. Treasury Bond Coupon STRIPS, 0.00% due 2/15/25, U.S. Treasury Bond Principal STRIPS, 0.00% due 8/15/28 – 5/15/43 and U.S. Treasury Floating Rate Note, 1.86% due 4/30/20; Market value – $9,705,305)
(Cost: $9,515,000)		$	9,515,000			$	9,515,000
TOTAL INVESTMENTS IN SECURITIES – 101.2% (Cost: $32,234,165)							32,235,772
Other Assets less Liabilities – (1.2)%							(374,332	)
NET ASSETS – 100.0%						$	31,861,440

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

 

(a)	Affiliated company (See Note 3).

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.			9/13/2018				936,091				USD				6,400,000				CNH			$	583			$	—
Bank of America N.A.			10/19/2018				222,386				USD				1,521,000				CNH				229				—
Bank of America N.A.			10/19/2018				1,683,186				USD				11,514,000				CNY				1,031				—
Bank of America N.A.			11/13/2018				973,251				USD				6,662,000				CNY				810				—
Citibank N.A.†			9/13/2018				30,438,330				CNH				4,713,494				USD				—				(264,225	)
Citibank N.A.†			9/13/2018				3,986,259				USD				27,174,330				CNH				14,100				—
Citibank N.A.†			12/13/2018				27,174,330				CNH				3,981,295				USD				—				(17,285	)
Goldman Sachs			10/19/2018				52,608,360				CNY				7,904,969				USD				—				(219,074	)
HSBC Holdings PLC			10/19/2018				14,181,000				CNH				2,134,825				USD				—				(63,557	)
HSBC Holdings PLC			11/13/2018				31,681,200				CNY				4,644,656				USD				—				(20,204	)
Royal Bank of Canada			9/13/2018				29,244,670				CNH				4,527,880				USD				—				(253,092	)
State Street Bank and Trust			11/13/2018				30,438,800				CNY				4,460,551				USD				—				(17,449	)
UBS AG			9/13/2018				3,827,185				USD				26,108,670				CNH				10,796				—
UBS AG			10/19/2018				54,755,640				CNY				8,228,981				USD				—				(229,376	)
UBS AG			12/13/2018				26,108,670				CNH				3,822,422				USD				—				(13,864	)
																						$	27,549			$	(1,098,126	)

†	As of August 31, 2018, the Fund posted cash collateral of $510,000 with the counterparty, Citibank N.A., for foreign currency contracts.

 

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

 

See Notes to Financial Statements.

 

32		WisdomTree Trust

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Table of Contents

Schedule of Investments

WisdomTree Emerging Currency Strategy Fund (CEW)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 63.3%
U.S. Treasury Bills – 63.3%
U.S. Treasury Bills 1.92%, 10/4/18*		$	8,660,000			$	8,646,073
1.98%, 10/18/18*			9,560,000				9,536,894
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $18,180,746)							18,182,967
		Shares
EXCHANGE-TRADED FUND – 4.1%
United States – 4.1%
WisdomTree Floating Rate Treasury Fund(a)
(Cost: $1,194,879)			47,600				1,193,832
Investments		Principal Amount				Value
REPURCHASE AGREEMENT – 31.9%
United States – 31.9%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/18 (tri-party custodian: The Bank of New York Mellon Corp.), 1.97% due 9/4/18; Proceeds at maturity – $9,172,007 (fully collateralized by Fannie Mae pool, 6.50% due 8/1/39, U.S. Treasury Bill, 0.00% due 1/31/19, U.S. Treasury Bond, 2.50% due 2/15/46, U.S. Treasury Note, 1.75% due 2/28/22, U.S. Treasury Bond Coupon STRIPS, 0.00% due 11/15/42 and U.S. Treasury Bond Principal STRIPS, 0.00% due 8/15/25 – 8/15/41; Market value – $9,353,402)
(Cost: $9,170,000)		$	9,170,000			$	9,170,000
TOTAL INVESTMENTS IN SECURITIES – 99.3% (Cost: $28,545,625)							28,546,799
Other Assets less Liabilities – 0.7%							198,937
NET ASSETS – 100.0%						$	28,745,736

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

 

(a)	Affiliated company (See Note 3).

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
Citibank N.A.			11/6/2018				27,890,000,000				IDR				1,906,878				USD			$	—			$	(57,225	)
Citibank N.A.			11/6/2018				132,200,000				INR				1,903,117				USD				—				(58,157	)
Citibank N.A.			11/6/2018				62,300,000				THB				1,867,786				USD				39,188				—
Citibank N.A.			11/6/2018				56,900,000				TWD				1,872,573				USD				—				(12,954	)
Citibank N.A.			11/6/2018				14,502				USD				55,000				BRL				1,228				—
Citibank N.A.			11/6/2018				21,897				USD				14,000,000				CLP				1,232				—
Citibank N.A.			11/6/2018				18,261				USD				53,000,000				COP				955				—
Citibank N.A.			11/6/2018				17,021				USD				248,000,000				IDR				574				—
Citibank N.A.			11/6/2018				20,743				USD				1,440,000				INR				647				—
Citibank N.A.			11/6/2018				10,765				USD				12,000,000				KRW				—				(32	)
Citibank N.A.			11/6/2018				52,756				USD				1,000,000				MXN				960				—
Citibank N.A.			11/6/2018				13,103				USD				700,000				PHP				94				—
Citibank N.A.			11/6/2018				10,956				USD				40,000				PLN				73				—
Citibank N.A.			11/6/2018				29,437				USD				1,855,000				RUB				2,075				—
Citibank N.A.			11/6/2018				72,282				USD				370,000				TRY				18,469				—
Citibank N.A.			11/6/2018				30,538				USD				405,000				ZAR				3,132				—
Goldman Sachs			11/6/2018				7,100,000				BRL				1,895,608				USD				—				(182,132	)
Goldman Sachs			11/6/2018				1,221,416,000				CLP				1,902,547				USD				—				(99,657	)
HSBC Holdings PLC			11/6/2018				12,790,000				CNH				1,877,734				USD				—				(10,366	)
HSBC Holdings PLC			11/6/2018				2,107,000,000				KRW				1,891,213				USD				4,580				—
HSBC Holdings PLC			11/6/2018				101,370,000				PHP				1,885,603				USD				—				(1,717	)
Morgan Stanley & Co. International			11/6/2018				5,486,000,000				COP				1,895,777				USD				—				(104,419	)
Morgan Stanley & Co. International			11/6/2018				121,000,000				RUB				1,910,099				USD				—				(125,255	)
Royal Bank of Canada			11/6/2018				36,483,000				MXN				1,934,716				USD				—				(45,033	)
Royal Bank of Canada			11/6/2018				6,925,000				PLN				1,889,992				USD				—				(6,046	)
State Street Bank and Trust			11/7/2018				7,660,000				MYR				1,880,539				USD				—				(28,836	)

 

See Notes to Financial Statements.

 

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Table of Contents

Schedule of Investments (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

August 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
UBS AG†			11/6/2018				9,886,000				TRY				1,958,070				USD			$	—			$	(520,220	)
UBS AG†			11/6/2018				25,488,000				ZAR				1,911,791				USD				—				(187,101	)
																						$	73,207			$	(1,439,150	)

†	As of August 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 Financial Statements.

 

34		WisdomTree Trust

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Table of Contents

Schedule of Investments

WisdomTree Asia Local Debt Fund (ALD)

August 31, 2018

 

 

 

Investments		Principal Amount†								Value
FOREIGN GOVERNMENT AGENCIES – 15.5%
Australia – 12.1%
Queensland Treasury Corp. 6.00%, 7/21/22, Series 22, Reg S			736,000				AUD			$	604,536
South Australian Government Financing Authority 5.00%, 5/20/21, Series 21			303,000				AUD				235,313
Treasury Corp. of Victoria 5.50%, 12/17/24, Series 1224			630,000				AUD				535,382
Western Australian Treasury Corp. 7.00%, 10/15/19, Series 19			327,000				AUD				249,211
5.00%, 7/23/25, Series 25, Reg S			580,000				AUD				478,626
Total Australia											2,103,068
Indonesia – 0.7%
Perusahaan Penerbit SBSN Indonesia 8.88%, 11/15/31, Series PBS			1,724,000,000				IDR				118,858
New Zealand – 2.7%
New Zealand Local Government Funding Agency Bond 5.50%, 4/15/23			250,000				NZD				187,374
4.50%, 4/15/27			390,000				NZD				284,169
Total New Zealand											471,543
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $3,065,955)											2,693,469
FOREIGN GOVERNMENT OBLIGATIONS – 68.7%
China – 4.1%
China Government Bond 2.36%, 8/18/21, Reg S			2,000,000				CNY				283,920
3.10%, 6/29/22			2,000,000				CNY				288,727
3.48%, 6/29/27, Reg S			1,000,000				CNY				142,344
Total China											714,991
Hong Kong – 6.4%
Hong Kong Government Bond 1.51%, 2/24/27			650,000				HKD				78,937
Hong Kong Government Bond Programme 1.06%, 2/5/20			3,050,000				HKD				384,316
2.46%, 8/4/21			2,850,000				HKD				367,318
1.10%, 1/17/23			2,300,000				HKD				280,558
Total Hong Kong											1,111,129
India – 13.8%
India Government Bond 8.27%, 6/9/20			26,000,000				INR				370,079
7.80%, 4/11/21			70,000,000				INR				986,546
7.72%, 5/25/25			74,000,000				INR				1,024,348
Total India											2,380,973
Indonesia – 8.9%
Indonesia Treasury Bond 7.88%, 4/15/19, Series FR69			810,000,000				IDR				55,127
12.80%, 6/15/21, Series FR34			1,228,000,000				IDR				94,336
7.00%, 5/15/22, Series FR61			6,034,000,000				IDR				403,600
8.38%, 9/15/26, Series FR56			7,099,000,000				IDR				486,511

Investments		Principal Amount†								Value
9.00%, 3/15/29, Series FR71			6,979,000,000				IDR			$	501,224
Total Indonesia											1,540,798
Malaysia – 6.3%
Malaysia Government Bond 4.38%, 11/29/19, Series 0902			346,000				MYR				85,187
4.16%, 7/15/21, Series 0111			690,000				MYR				170,586
3.88%, 3/10/22, Series 0117			910,000				MYR				223,359
3.48%, 3/15/23, Series 0313			782,000				MYR				188,030
3.96%, 9/15/25, Series 0115			635,000				MYR				153,654
Malaysia Government Investment Issue 4.26%, 7/26/27, Series 0117			1,075,000				MYR				264,049
Total Malaysia											1,084,865
New Zealand – 3.3%
New Zealand Government Bond
5.00%, 3/15/19, Series 319, Reg S			194,000				NZD				130,981
6.00%, 5/15/21, Series 521, Reg S			594,000				NZD				438,796
Total New Zealand											569,777
Philippines – 4.4%
Philippine Government Bond
3.50%, 3/20/21, Series 7-57			3,440,000				PHP				61,934
4.63%, 12/4/22, Series R511			15,015,000				PHP				271,352
3.63%, 9/9/25, Series 1060			16,166,000				PHP				258,891
Philippine Government International Bond 3.90%, 11/26/22			10,000,000				PHP				179,079
Total Philippines											771,256
Singapore – 4.6%
Singapore Government Bond 2.25%, 6/1/21			100,000				SGD				73,654
2.75%, 7/1/23			290,000				SGD				218,173
3.00%, 9/1/24			329,000				SGD				251,183
2.88%, 7/1/29			323,000				SGD				245,660
Total Singapore											788,670
South Korea – 4.5%
Korea Treasury Bond 3.75%, 6/10/22, Series 2206			100,020,000				KRW				95,406
3.50%, 3/10/24, Series 2403			437,090,000				KRW				419,861
2.25%, 6/10/25, Series 2506			295,610,000				KRW				266,062
Total South Korea											781,329
Thailand – 12.4%
Thailand Government Bond 1.88%, 6/17/22			16,800,000				THB				507,768
3.63%, 6/16/23			10,363,000				THB				335,789
3.85%, 12/12/25			14,622,000				THB				486,433
4.88%, 6/22/29			12,362,000				THB				450,247
3.40%, 6/17/36			11,500,000				THB				359,889
Total Thailand							2,140,126
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $13,141,238)											11,883,914

 

See Notes to Financial Statements.

 

WisdomTree Trust			35

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Table of Contents

Schedule of Investments (continued)

WisdomTree Asia Local Debt Fund (ALD)

August 31, 2018

 

 

 

Investments

Principal Amount†

Value

SUPRANATIONAL BONDS – 4.1%

Asian Development Bank 2.85%, 10/21/20

2,500,000

CNY

$

359,914

European Investment Bank 7.20%, 7/9/19, Reg S

5,190,000,000

IDR

347,781

TOTAL SUPRANATIONAL BONDS (Cost: $827,775)

707,695

Investments

Principal Amount†

Value

REPURCHASE AGREEMENT – 8.7%

United States – 8.7%

Citigroup, Inc., tri-party repurchase agreement dated 8/31/18 (tri-party custodian: The Bank of New York Mellon Corp.), 1.97% due 9/4/18; Proceeds at maturity – $1,500,328 (fully collateralized by U.S. Treasury Note, 2.00% – 2.25% due 3/31/20 – 8/15/27 and U.S. Treasury Bond Coupon STRIPS, 0.00% due 11/15/27; Market value – $1,530,000)

(Cost: $1,500,000)

1,500,000

1,500,000

TOTAL INVESTMENTS IN SECURITIES – 97.0% (Cost: $18,534,968)

16,785,078

Other Assets less Liabilities – 3.0%

512,681

NET ASSETS – 100.0%

$

17,297,759

†	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.

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.			9/19/2018				71,085,000				KRW				66,233				USD			$	—			$	(2,359	)
Bank of America N.A.			9/19/2018				3,584,700				PHP				66,891				USD				—				(13	)
Bank of America N.A.			9/19/2018				90,300				SGD				67,804				USD				—				(1,778	)
Bank of America N.A.			9/19/2018				7,075,249				TWD				239,069				USD				—				(8,615	)
Bank of America N.A.			9/19/2018				71,315				USD				4,877,250				INR				2,756				—
Citibank N.A.			9/19/2018				71,085,000				KRW				66,231				USD				—				(2,356	)
Citibank N.A.			9/19/2018				3,584,700				PHP				67,020				USD				—				(141	)
Citibank N.A.			9/19/2018				90,300				SGD				67,799				USD				—				(1,773	)
Citibank N.A.			9/19/2018				7,075,249				TWD				239,274				USD				—				(8,820	)
Citibank N.A.			9/19/2018				71,339				USD				4,877,250				INR				2,779				—
JP Morgan Chase Bank N.A.			9/19/2018				54,160,000				KRW				50,436				USD				—				(1,769	)
JP Morgan Chase Bank N.A.			9/19/2018				2,731,200				PHP				50,918				USD				37				—
JP Morgan Chase Bank N.A.			9/19/2018				68,800				SGD				51,660				USD				—				(1,355	)
JP Morgan Chase Bank N.A.			9/19/2018				5,390,666				TWD				182,092				USD				—				(6,508	)
JP Morgan Chase Bank N.A.			9/19/2018				54,347				USD				3,716,000				INR				2,111				—
Morgan Stanley & Co. International			9/19/2018				71,085,000				KRW				66,179				USD				—				(2,305	)
Morgan Stanley & Co. International			9/19/2018				3,584,700				PHP				66,934				USD				—				(55	)
Morgan Stanley & Co. International			9/19/2018				90,300				SGD				67,801				USD				—				(1,776	)
Morgan Stanley & Co. International			9/19/2018				7,075,249				TWD				238,908				USD				—				(8,453	)
Morgan Stanley & Co. International			9/19/2018				71,414				USD				4,877,250				INR				2,855				—
UBS AG			9/19/2018				71,085,000				KRW				66,217				USD				—				(2,342	)
UBS AG			9/19/2018				3,584,700				PHP				66,896				USD				—				(17	)
UBS AG			9/19/2018				90,300				SGD				67,803				USD				—				(1,777	)
UBS AG			9/19/2018				7,075,249				TWD				239,022				USD				—				(8,567	)
UBS AG			9/19/2018				71,330				USD				4,877,250				INR				2,770				—
																						$	13,308			$	(60,779	)

 

See Notes to Financial Statements.

 

36		WisdomTree Trust

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Table of Contents

Schedule of Investments (concluded)

WisdomTree Asia Local Debt Fund (ALD)

August 31, 2018

 

 

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 Financial Statements.

 

WisdomTree Trust			37

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Table of Contents

Schedule of Investments

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 4.9%
U.S. Treasury Bond – 4.9%
U.S. Treasury Bond 3.50%, 2/15/39
(Cost: $1,976,289)		$	1,842,300			$	1,997,609
FOREIGN CORPORATE BONDS – 90.9%
Argentina – 1.7%
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				405,000
YPF S.A. 8.75%, 4/4/24(b)			305,000				282,887
Total Argentina							687,887
Brazil – 9.7%
Banco do Brasil S.A. 4.88%, 4/19/23(b)(c)			275,000				262,281
4.63%, 1/15/25(b)			350,000				319,410
Banco Safra S.A. 4.13%, 2/8/23(b)			450,000				428,063
Braskem Finance Ltd. 6.45%, 2/3/24			300,000				313,725
Fibria Overseas Finance Ltd. 4.00%, 1/14/25			500,000				460,150
Klabin Finance S.A. 4.88%, 9/19/27(b)			300,000				271,500
Minerva Luxembourg S.A. 5.88%, 1/19/28(b)			400,000				339,500
Petrobras Global Finance B.V. 5.75%, 2/1/29			800,000				699,280
Rede D’or Finance SARL 4.95%, 1/17/28(b)(c)			475,000				417,406
St Marys Cement, Inc. 5.75%, 1/28/27, Reg S			500,000				484,375
Total Brazil							3,995,690
Chile – 7.6%
Celulosa Arauco y Constitucion S.A. 3.88%, 11/2/27			325,000				307,937
5.50%, 11/2/47			325,000				321,344
Cencosud S.A. 4.88%, 1/20/23, Reg S			551,000				553,386
Colbun S.A. 3.95%, 10/11/27(b)			325,000				307,938
Empresa Nacional del Petroleo 4.50%, 9/14/47(b)			250,000				225,625
Inversiones CMPC S.A. 4.75%, 9/15/24, Reg S			500,000				506,875
SACI Falabella 3.75%, 10/30/27(b)			500,000				465,000
Telefonica Chile S.A. 3.88%, 10/12/22, Reg S			450,000				448,875
Total Chile							3,136,980
China – 6.9%
Bank of China Ltd. 5.00%, 11/13/24, Reg S			600,000				618,659
Investments		Principal Amount				Value
China Construction Bank Corp. 3.88%, 5/13/25, Reg S, (3.875% fixed rate until 5/13/20; 5-year Constant Maturity Treasury Rate + 2.425% thereafter)(a)			600,000				595,483
China Evergrande Group 8.75%, 6/28/25, Reg S			200,000				179,500
China Overseas Finance Cayman VI Ltd. 4.25%, 5/8/19, Reg S			350,000				351,969
CNAC HK Finbridge Co., Ltd. 5.13%, 3/14/28, Reg S			200,000				202,101
CNOOC Finance 2013 Ltd. 3.00%, 5/9/23			500,000				483,947
Tencent Holdings Ltd. 3.60%, 1/19/28(b)			450,000				428,555
Total China							2,860,214
Colombia – 3.6%
Banco Bilbao Vizcaya Argentaria Colombia S.A. 4.88%, 4/21/25(b)			540,000				541,350
4.88%, 4/21/25, Reg S			200,000				200,500
Banco de Bogota S.A. 4.38%, 8/3/27, Reg S			400,000				385,000
Ecopetrol S.A. 5.38%, 6/26/26			210,000				217,350
5.88%, 5/28/45			149,000				148,091
Total Colombia							1,492,291
Ghana – 0.5%
Tullow Oil PLC 6.25%, 4/15/22, Reg S			200,000				197,750
Hong Kong – 1.2%
CNAC HK Finbridge Co., Ltd. 4.88%, 3/14/25, Reg S			500,000				506,469
India – 4.8%
Bharti Airtel Ltd. 4.38%, 6/10/25, Reg S			625,000				590,011
ICICI Bank Ltd. 3.25%, 9/9/22, Series EMTN, Reg S			200,000				193,102
Reliance Industries Ltd. 3.67%, 11/30/27(b)			617,000				575,485
Vedanta Resources PLC 6.38%, 7/30/22, Reg S			500,000				480,751
7.13%, 5/31/23, Reg S			150,000				145,076
Total India							1,984,425
Indonesia – 2.6%
Pertamina Persero PT 4.30%, 5/20/23, Reg S			500,000				500,312
Perusahaan Listrik Negara PT 4.13%, 5/15/27(b)			380,000				360,050
4.13%, 5/15/27, Reg S			220,000				208,450
Total Indonesia							1,068,812
Israel – 4.2%
Israel Electric Corp. Ltd. 6.88%, 6/21/23, Reg S			500,000				551,562
4.25%, 8/14/28, Reg S(b)			600,000				580,500

 

See Notes to Financial Statements.

 

38		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Teva Pharmaceutical Finance Netherlands III B.V. 2.80%, 7/21/23		$	250,000			$	222,163
3.15%, 10/1/26			450,000				377,343
Total Israel							1,731,568
Jamaica – 1.5%
Digicel Ltd. 6.00%, 4/15/21, Reg S			450,000				422,600
6.75%, 3/1/23, Reg S			250,000				211,875
Total Jamaica							634,475
Kazakhstan – 1.9%
KazMunayGas National Co. JSC 4.75%, 4/24/25(b)			200,000				202,300
4.75%, 4/19/27, Reg S			600,000				600,750
Total Kazakhstan							803,050
Kuwait – 0.7%
Equate Petrochemical B.V. 3.00%, 3/3/22, Reg S			280,000				271,950
Luxembourg – 1.9%
Altice Financing S.A. 7.50%, 5/15/26, Reg S			250,000				239,063
Millicom International Cellular S.A. 6.00%, 3/15/25, Reg S			330,000				334,537
5.13%, 1/15/28(b)			216,000				200,583
Total Luxembourg							774,183
Malaysia – 1.0%
Petronas Capital Ltd. 3.50%, 3/18/25, Reg S			400,000				393,678
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)(d)			200,000				203,900
BBVA Bancomer S.A. 6.75%, 9/30/22, Reg S			250,000				268,875
Cemex S.A.B. de C.V. 7.75%, 4/16/26, Reg S			600,000				657,750
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)(d)			250,000				251,464
Mexichem S.A.B. de C.V. 4.00%, 10/4/27(b)			320,000				298,464
Mexico City Airport Trust 4.25%, 10/31/26, Reg S			400,000				379,500
Petroleos Mexicanos 6.50%, 3/13/27			200,000				202,230
Total Mexico							2,262,183
Morocco – 2.5%
OCP S.A. 5.63%, 4/25/24, Reg S			1,000,000				1,032,500
Investments		Principal Amount				Value
Netherlands – 0.7%
Sigma Finance Netherlands B.V. 4.88%, 3/27/28(b)			300,000				295,125
Panama – 1.2%
Multibank, Inc. 4.38%, 11/9/22(b)			500,000				494,375
Peru – 4.2%
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)(c)			600,000				638,475
Inretail Pharma S.A. 5.38%, 5/2/23(b)			300,000				306,187
5.38%, 5/2/23, Reg S			100,000				102,063
Kallpa Generacion S.A. 4.13%, 8/16/27, Reg S(c)			250,000				234,062
Southern Copper Corp. 5.25%, 11/8/42			460,000				465,750
Total Peru							1,746,537
Philippines – 1.2%
Power Sector Assets & Liabilities Management Corp. 7.39%, 12/2/24, Reg S			400,000				477,644
Russia – 9.0%
Evraz Group S.A. 8.25%, 1/28/21, Reg S			500,000				530,000
Gazprom Neft OAO via GPN Capital S.A. 6.00%, 11/27/23, Reg S			600,000				621,000
Gazprom OAO via Gaz Capital S.A. 6.00%, 1/23/21, Reg S			570,000				586,387
6.51%, 3/7/22, Reg S			450,000				471,938
Novolipetsk Steel via Steel Funding DAC 4.00%, 9/21/24, Reg S			250,000				231,875
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				497,500
VEON Holdings B.V. 7.50%, 3/1/22, Reg S			200,000				213,500
5.95%, 2/13/23, Reg S			200,000				200,500
VTB Bank OJSC via VTB Capital S.A. 6.95%, 10/17/22, Reg S			353,000				345,038
Total Russia							3,697,738
Singapore – 1.3%
Oversea-Chinese Banking Corp., Ltd. 4.25%, 6/19/24, Reg S			525,000				526,069
South Africa – 1.1%
AngloGold Ashanti Holdings PLC 6.50%, 4/15/40			102,000				102,638
Growthpoint Properties International Pty Ltd. 5.87%, 5/2/23(b)			350,000				360,062
Total South Africa							462,700

 

See Notes to Financial Statements.

 

WisdomTree Trust			39

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Table of Contents

Schedule of Investments (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
South Korea – 2.5%
Woori Bank 4.75%, 4/30/24, Reg S		$	1,000,000			$	1,010,611
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)(d)			600,000				579,462
Turkey – 5.2%
TC Ziraat Bankasi A/S 4.75%, 4/29/21, Reg S			300,000				244,500
Tupras Turkiye Petrol Rafinerileri A/S 4.50%, 10/18/24(b)			500,000				396,875
Turkiye Garanti Bankasi A/S 5.25%, 9/13/22, Reg S			500,000				415,000
5.88%, 3/16/23, Reg S			350,000				292,250
Turkiye Is Bankasi A/S 5.38%, 10/6/21, Reg S			250,000				185,000
5.50%, 4/21/22, Reg S			500,000				362,500
Turkiye Vakiflar Bankasi TAO 5.75%, 1/30/23(b)			346,000				250,850
Total Turkey							2,146,975
United Arab Emirates – 4.8%
Abu Dhabi National Energy Co. PJSC 4.38%, 6/22/26, Reg S			1,000,000				993,125
DP World Crescent Ltd. 3.91%, 5/31/23, Reg S			200,000				200,500
DP World Ltd. 6.85%, 7/2/37, Reg S			100,000				117,684
First Abu Dhabi Bank PJSC 5.25%, 6/17/20, Reg S, (5.25% fixed rate until 6/17/20; 5-year U.S. dollar Swap Rate + 3.350% thereafter)(a)(d)			200,000				199,000
MAF Global Securities Ltd. 4.75%, 5/7/24, Reg S			200,000				202,250
Oztel Holdings SPC Ltd. 5.63%, 10/24/23, Reg S			250,000				250,000
Total United Arab Emirates							1,962,559
Zambia – 0.5%
First Quantum Minerals Ltd. 6.88%, 3/1/26(b)(c)			200,000				187,500
TOTAL FOREIGN CORPORATE BONDS (Cost: $39,050,360)							37,421,400
FOREIGN GOVERNMENT AGENCIES – 0.6%
Indonesia – 0.6%
Lembaga Pembiayaan Ekspor Indonesia 3.88%, 4/6/24, Series EMTN, Reg S
(Cost: $251,414)			250,000				243,750
Investments		Principal Amount				Value
FOREIGN GOVERNMENT OBLIGATIONS – 1.9%
Nigeria – 0.4%
Nigeria Government International Bond 6.50%, 11/28/27, Reg S			200,000				186,000
Saudi Arabia – 1.5%
Saudi Government International Bond 4.00%, 4/17/25(b)			600,000				601,800
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $794,438)							787,800
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.5%
United States – 2.5%
State Street Navigator Securities Lending Government Money Market Portfolio, 1.92%(e)
(Cost: $1,030,950)(f)			1,030,950				1,030,950
TOTAL INVESTMENTS IN SECURITIES – 100.8% (Cost: $43,103,451)							41,481,509
Other Assets less Liabilities – (0.8)%							(331,086	)
NET ASSETS – 100.0%						$	41,150,423

(a)	Rate shown reflects the accrual rate as of August 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)	Security, or portion thereof, was on loan at August 31, 2018 (See Note 2).

 

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

 

(e)	Rate shown represents annualized 7-day yield as of August 31, 2018.

 

(f)	At August 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $999,965 and the total market value of the collateral held by the Fund was $1,030,950.

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

 

FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS† (EXCHANGE-TRADED)
Short Exposure		Contracts				Expiration Date				Notional Amount1				Unrealized Appreciation/ (Depreciation)
10 Year U.S. Treasury Note			19				12/19/18			$	(2,285,047	)		$	2,527
U.S. Treasury Long Bond			17				12/19/18				(2,451,719	)			10,625
Ultra 10 Year U.S. Treasury Note			20				12/19/18				(2,560,937	)			5,312
										$	(7,297,703	)		$	18,464
Long Exposure
2 Year U.S. Treasury Note			18				12/31/18			$	3,804,469			$	—
5 Year U.S. Treasury Note			12				12/31/18				1,360,781				(750	)
U.S. Treasury Ultra Long Term Bond			1				12/19/18				159,312				(995	)
										$	5,324,562			$	(1,745	)
Total – Net										$	(1,973,141	)		$	16,719

†	As of August 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $71,475.

 

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

 

See Notes to Financial Statements.

 

40		WisdomTree Trust

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Table of Contents

Schedule of Investments

WisdomTree Emerging Markets Local Debt Fund (ELD)

August 31, 2018

 

 

 

Investments		Principal Amount†								Value
FOREIGN GOVERNMENT AGENCIES – 0.5%
South Africa – 0.1%
Landwirtschaftliche Rentenbank 8.25%, 5/23/22, Reg S			3,550,000				ZAR			$	241,282
Turkey – 0.4%
Kreditanstalt fuer Wiederaufbau 9.25%, 5/22/20, Reg S			5,100,000				TRY				608,319
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $1,996,381)											849,601
FOREIGN GOVERNMENT OBLIGATIONS – 87.8%
Argentina – 1.4%
Argentine Bonos del Tesoro 18.20%, 10/3/21			47,210,000				ARS				917,124
16.00%, 10/17/23			32,928,000				ARS				670,301
15.50%, 10/17/26			45,140,000				ARS				893,919
Total Argentina											2,481,344
Brazil – 10.0%
Brazil Letras do Tesouro Nacional 8.17%, 7/1/20, Series LTN(a)			1,660,000				BRL				343,175
8.94%, 1/1/22, Series LTN(a)			21,265,000				BRL				3,685,109
Brazil Notas do Tesouro Nacional 10.00%, 1/1/21, Series F			28,293,000				BRL				6,882,659
10.00%, 1/1/23, Series F			10,130,000				BRL				2,345,751
10.00%, 1/1/25, Series F			8,539,000				BRL				1,896,502
10.00%, 1/1/27, Series F			8,105,000				BRL				1,741,291
Brazilian Government International Bond 12.50%, 1/5/22			929,000				BRL				251,410
Total Brazil											17,145,897
Chile – 3.2%
Bonos de la Tesoreria de la Republica en pesos 4.50%, 3/1/21			1,060,000,000				CLP				1,592,992
4.50%, 3/1/26			1,435,000,000				CLP				2,127,556
5.00%, 3/1/35			1,200,000,000				CLP				1,777,105
Total Chile											5,497,653
China – 3.3%
China Government Bond 3.09%, 11/22/18			1,000,000				CNH				146,318
3.09%, 6/29/20, Reg S			6,000,000				CNY				873,540
2.48%, 12/1/20			7,500,000				CNY				1,075,486
3.25%, 7/4/21			7,000,000				CNH				1,019,319
2.36%, 8/18/21, Reg S			2,500,000				CNY				354,900
3.10%, 6/29/22			6,500,000				CNY				938,362
3.16%, 6/27/23			9,000,000				CNY				1,291,801
Total China											5,699,726
Colombia – 6.2%
Colombia Government International Bond 7.75%, 4/14/21			2,209,000,000				COP				758,785
Colombian TES 11.00%, 7/24/20, Series B			2,252,900,000				COP				816,960
7.00%, 5/4/22, Series B			4,502,800,000				COP				1,539,408
10.00%, 7/24/24, Series B			7,824,800,000				COP				3,028,984
Investments		Principal Amount†								Value
6.00%, 4/28/28, Series B			10,093,200,000				COP				3,116,088
7.75%, 9/18/30, Series B			2,790,700,000				COP				970,305
7.00%, 6/30/32, Series B			1,626,500,000				COP				526,344
Total Colombia											10,756,874
Hungary – 3.2%
Hungary Government Bond
7.50%, 11/12/20, Series 20/A			230,520,000				HUF				933,576
7.00%, 6/24/22, Series 22/A			226,560,000				HUF				957,652
1.75%, 10/26/22, Series 22/B			350,000,000				HUF				1,237,099
3.00%, 6/26/24, Series 24/B			328,060,000				HUF				1,194,796
3.00%, 10/27/27, Series 27/A			353,870,000				HUF				1,224,679
Total Hungary											5,547,802
India – 6.8%
India Government Bond 8.27%, 6/9/20			103,000,000				INR				1,466,081
7.80%, 4/11/21			100,000,000				INR				1,409,351
7.68%, 12/15/23			200,000,000				INR				2,776,687
8.40%, 7/28/24			134,000,000				INR				1,919,137
7.59%, 3/20/29			100,000,000				INR				1,347,526
7.88%, 3/19/30			100,000,000				INR				1,380,660
9.20%, 9/30/30			90,920,000				INR				1,379,181
Total India											11,678,623
Indonesia – 8.8%
Indonesia Treasury Bond 8.25%, 7/15/21, Series FR53			17,813,000,000				IDR				1,233,304
7.00%, 5/15/22, Series FR61			10,109,000,000				IDR				676,167
8.38%, 3/15/24, Series FR70			31,124,000,000				IDR				2,139,379
8.38%, 9/15/26, Series FR56			47,091,000,000				IDR				3,227,259
9.00%, 3/15/29, Series FR71			19,390,000,000				IDR				1,392,569
8.75%, 5/15/31, Series FR73			30,207,000,000				IDR				2,109,039
8.25%, 6/15/32, Series FR58			44,053,000,000				IDR				2,950,812
8.25%, 5/15/36, Series FR72			13,440,000,000				IDR				889,841
8.75%, 2/15/44, Series FR67			6,890,000,000				IDR				479,447
Total Indonesia											15,097,817
Malaysia – 3.3%
Malaysia Government Bond
4.38%, 11/29/19, Series 0902			2,157,000				MYR				531,067
4.16%, 7/15/21, Series 0111			2,088,000				MYR				516,207
3.42%, 8/15/22, Series 0112			4,343,000				MYR				1,046,048
4.18%, 7/15/24, Series 0114			2,425,000				MYR				597,750
4.39%, 4/15/26, Series 0311			3,144,000				MYR				778,345
3.90%, 11/16/27, Series 0417			4,000,000				MYR				955,151
4.50%, 4/15/30, Series 0310			2,333,000				MYR				570,206
4.25%, 5/31/35, Series 0415			1,100,000				MYR				254,228
4.76%, 4/7/37, Series 0317			1,515,000				MYR				370,353
Total Malaysia											5,619,355
Mexico – 4.6%
Mexican Bonos 5.00%, 12/11/19, Series M			6,534,000				MXN				329,835
8.00%, 6/11/20, Series M			24,305,000				MXN				1,274,187
6.50%, 6/10/21, Series M			12,355,000				MXN				624,305
6.50%, 6/9/22, Series M			13,487,000				MXN				674,459
10.00%, 12/5/24, Series M 20			28,983,000				MXN				1,676,984
7.75%, 5/29/31, Series M			10,133,000				MXN				521,078
7.75%, 11/23/34, Series M			13,209,000				MXN				675,970

 

See Notes to Financial Statements.

 

WisdomTree Trust			41

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Table of Contents

Schedule of Investments (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

August 31, 2018

 

 

 

Investments		Principal Amount†								Value
10.00%, 11/20/36, Series M 30			10,452,000				MXN			$	652,178
8.50%, 11/18/38, Series M 30			4,854,000				MXN				266,595
7.75%, 11/13/42, Series M			14,142,000				MXN				719,167
8.00%, 11/7/47, Series M			10,000,000				MXN				522,190
Total Mexico											7,936,948
Peru – 3.3%
Peru Government Bond 6.15%, 8/12/32, Reg S(b)			1,000				PEN				314
Peruvian Government International Bond 7.84%, 8/12/20, Reg S			1,661,000				PEN				551,824
5.70%, 8/12/24, Reg S			2,225,000				PEN				707,288
8.20%, 8/12/26, Reg S			4,788,000				PEN				1,737,160
6.95%, 8/12/31, Reg S			4,726,000				PEN				1,587,041
6.90%, 8/12/37, Reg S			3,610,000				PEN				1,185,049
Total Peru											5,768,676
Philippines – 3.4%
Philippine Government International Bond 4.95%, 1/15/21			96,000,000				PHP				1,807,317
3.90%, 11/26/22			116,000,000				PHP				2,077,317
6.25%, 1/14/36			102,000,000				PHP				1,926,760
Total Philippines											5,811,394
Poland – 6.7%
Republic of Poland Government Bond 3.25%, 7/25/19, Series 0719			1,500,000				PLN				414,813
1.50%, 4/25/20, Series 0420			5,000,000				PLN				1,358,231
1.75%, 7/25/21, Series 0721			855,000				PLN				231,960
5.75%, 10/25/21, Series 1021			2,360,000				PLN				717,436
2.25%, 4/25/22, Series 0422			4,979,000				PLN				1,359,317
5.75%, 9/23/22, Series 0922			2,928,000				PLN				902,422
2.50%, 1/25/23, Series 0123			5,000,000				PLN				1,366,816
4.00%, 10/25/23, Series 1023			7,301,000				PLN				2,124,272
2.50%, 7/25/26, Series 0726			3,905,000				PLN				1,019,791
2.50%, 7/25/27, Series 0727			8,135,000				PLN				2,099,922
Total Poland											11,594,980
Romania – 3.4%
Romania Government Bond 2.50%, 4/29/19, Series 3Y			1,210,000				RON				302,436
2.25%, 2/26/20, Series 4Y			835,000				RON				205,627
5.75%, 4/29/20, Series 7Y			3,430,000				RON				889,817
3.25%, 3/22/21, Series 5Y			2,930,000				RON				723,416
5.95%, 6/11/21, Series 10Y			4,020,000				RON				1,058,246
5.85%, 4/26/23, Series 10Y			2,970,000				RON				796,831
3.25%, 4/29/24, Series 7Y			2,300,000				RON				543,906
4.75%, 2/24/25, Series 10Y			2,495,000				RON				636,913
5.80%, 7/26/27, Series 15Y			2,500,000				RON				673,631
Total Romania											5,830,823
Russia – 9.3%
Russian Federal Bond – OFZ
6.80%, 12/11/19, Series 6210			40,120,000				RUB				592,117
7.50%, 8/18/21, Series 6217			223,445,000				RUB				3,281,937
7.00%, 1/25/23, Series 6211			204,054,000				RUB				2,897,769
7.00%, 8/16/23, Series 6215			239,105,000				RUB				3,370,572
7.75%, 9/16/26, Series 6219			128,000,000				RUB				1,817,233

Investments		Principal Amount†								Value
7.05%, 1/19/28, Series 6212			119,885,000				RUB			$	1,611,816
8.50%, 9/17/31, Series 6218			99,595,000				RUB				1,477,207
7.70%, 3/23/33, Series 6221			65,975,000				RUB				911,207
Total Russia											15,959,858
South Africa – 4.2%
Republic of South Africa Government Bond
10.50%, 12/21/26, Series R186			11,732,000				ZAR				869,135
7.00%, 2/28/31, Series R213			9,327,000				ZAR				524,400
6.25%, 3/31/36, Series R209			28,101,600				ZAR				1,374,588
9.00%, 1/31/40, Series 2040			33,000,000				ZAR				2,093,208
8.75%, 1/31/44, Series 2044			5,000,000				ZAR				307,065
8.75%, 2/28/48, Series 2048			33,120,000				ZAR				2,029,303
Total South Africa											7,197,699
Thailand – 5.0%
Thailand Government Bond 1.88%, 6/17/22			13,870,000				THB				419,211
3.63%, 6/16/23			36,784,000				THB				1,191,899
3.85%, 12/12/25			57,480,000				THB				1,912,198
2.13%, 12/17/26			33,000,000				THB				971,996
4.88%, 6/22/29			28,602,000				THB				1,041,738
3.65%, 6/20/31			36,000,000				THB				1,179,375
3.40%, 6/17/36			58,800,000				THB				1,840,129
Total Thailand											8,556,546
Turkey – 1.7%
Turkey Government Bond 8.50%, 7/10/19			3,066,000				TRY				415,760
9.50%, 1/12/22			9,114,000				TRY				890,446
8.50%, 9/14/22			8,439,000				TRY				722,551
8.00%, 3/12/25			5,067,000				TRY				393,592
11.00%, 2/24/27			5,955,000				TRY				517,064
Total Turkey											2,939,413
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $198,166,760)											151,121,428
SUPRANATIONAL BONDS – 4.9%
European Bank for Reconstruction & Development 6.45%, 12/13/22, Reg S			37,910,000,000				IDR				2,433,783
European Investment Bank 7.63%, 1/12/22			40,000,000				MXN				2,053,356
8.38%, 7/29/22, Reg S			7,235,000				ZAR				493,784
8.13%, 12/21/26			24,740,000				ZAR				1,646,953
International Finance Corp. 7.50%, 1/18/28			37,000,000				MXN				1,829,149
TOTAL SUPRANATIONAL BONDS (Cost: $9,359,511)											8,457,025

 

See Notes to Financial Statements.

 

42		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

August 31, 2018

 

 

 

Investments		Principal Amount†								Value
REPURCHASE AGREEMENT – 4.9%
United States – 4.9%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/18 (tri-party custodian: The Bank of New York Mellon Corp.), 1.97% due 9/4/18; Proceeds at maturity – $8,341,826 (fully collateralized by U.S. Treasury Note, 1.50% – 2.00% due 8/31/21 – 2/28/23; Market value – $8,506,881)
(Cost: $8,340,000)			8,340,000							$	8,340,000
TOTAL INVESTMENTS IN SECURITIES – 98.1% (Cost: $217,862,652)											168,768,054
Other Assets less Liabilities – 1.9%											3,314,882
NET ASSETS – 100.0%										$	172,082,936

 

†	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 August 31, 2018.

 

(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.

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

 

FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER)
Counterparty		Settlement Date				Amount and Description of Currency to be Purchased								Amount and Description of Currency to be Sold								Unrealized Appreciation				Unrealized Depreciation
Bank of America N.A.			9/19/2018				17,975,000				INR				262,141				USD			$	—			$	(9,467	)
Bank of America N.A.			9/19/2018				45,000,000				INR				648,135				USD				—				(15,572	)
Bank of America N.A.			9/19/2018				7,564,200				MXN				361,871				USD				32,841				—
Bank of America N.A.			9/19/2018				16,226,700				THB				507,973				USD				—				(12,030	)
Bank of America N.A.			9/19/2018				2,373,000				TRY				501,771				USD				—				(146,665	)
Bank of America N.A.			9/19/2018				310,440				USD				21,231,000				INR				11,997				—
Citibank N.A.			9/19/2018				7,564,200				MXN				361,356				USD				33,355				—
Citibank N.A.			9/19/2018				16,226,700				THB				507,630				USD				—				(11,687	)
Citibank N.A.			9/19/2018				2,373,000				TRY				500,151				USD				—				(145,045	)
Citibank N.A.			9/19/2018				5,500,000				TRY				1,131,208				USD				—				(308,164	)
Citibank N.A.			9/19/2018				310,541				USD				21,231,000				INR				12,098				—
Goldman Sachs			9/19/2018				7,564,200				MXN				361,915				USD				32,796				—
Goldman Sachs			9/19/2018				16,226,700				THB				507,695				USD				—				(11,752	)
Goldman Sachs			9/19/2018				2,373,000				TRY				499,287				USD				—				(144,181	)
Goldman Sachs			9/19/2018				310,386				USD				21,231,000				INR				11,942				—
Goldman Sachs			9/19/2018				212,397				USD				14,700,000				INR				5,760				—
HSBC Holdings PLC			9/19/2018				10,000,000				THB				306,767				USD				—				(1,133	)
Morgan Stanley & Co. International			9/19/2018				7,564,200				MXN				361,911				USD				32,801				—
Morgan Stanley & Co. International			9/19/2018				16,226,700				THB				507,703				USD				—				(11,760	)
Morgan Stanley & Co. International			9/19/2018				2,373,000				TRY				500,931				USD				—				(145,825	)
Morgan Stanley & Co. International			9/19/2018				310,872				USD				21,231,000				INR				12,429				—
Societe Generale			9/19/2018				905,698				USD				6,000,000				TRY				7,832				—
State Street Bank and Trust			9/4/2018				120,586				USD				1,775,445				ZAR				—				(595	)
UBS AG			9/19/2018				5,763,200				MXN				275,709				USD				25,024				—
UBS AG			9/19/2018				12,363,200				THB				386,658				USD				—				(8,796	)
UBS AG			9/19/2018				1,808,000				TRY				381,140				USD				—				(110,583	)
UBS AG			9/19/2018				236,574				USD				16,176,000				INR				9,189				—
																						$	228,064			$	(1,083,255	)

 

See Notes to Financial Statements.

 

WisdomTree Trust			43

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Table of Contents

Schedule of Investments (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

August 31, 2018

 

 

 

 

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

 

See Notes to Financial Statements.

 

44		WisdomTree Trust

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Table of Contents

Schedule of Investments

WisdomTree Floating Rate Treasury Fund (USFR)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 99.8%
U.S. Treasury Notes – 99.8%
U.S. Treasury Floating Rate Notes
2.14%, 10/31/19, (3-month U.S. Treasury Bill Money Market Yield + 0.048%)*		$	65,603,000			$	65,654,096
2.09%, 1/31/20, (3-month U.S. Treasury Bill Money Market Yield)*			72,016,000				72,015,522
2.12%, 4/30/20, (3-month U.S. Treasury Bill Money Market Yield + 0.033%)*			78,412,000				78,436,352
2.13%, 7/31/20, (3-month U.S. Treasury Bill Money Market Yield + 0.043%)*			55,451,000				55,455,121
TOTAL INVESTMENTS IN SECURITIES – 99.8% (Cost: $271,526,127)							271,561,091
Other Assets less Liabilities – 0.2%							482,905
NET ASSETS – 100.0%						$	272,043,996

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

 

See Notes to Financial Statements.

 

WisdomTree Trust			45

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Table of Contents

Schedule of Investments

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
CORPORATE BONDS – 85.7%
United States – 85.7%
24 Hour Fitness Worldwide, Inc. 8.00%, 6/1/22(a)(b)		$	272,000			$	273,447
99 Cents Only Stores LLC 13.00%, 4/14/22, (11.00% Cash + 2.00% PIK)(a)			50,502				43,684
Abe Investment Holdings, Inc. 7.00%, 10/15/20(a)			150,000				142,875
Acadia Healthcare Co., Inc. 5.13%, 7/1/22			27,000				27,270
5.63%, 2/15/23			511,000				523,775
ACE Cash Express, Inc. 12.00%, 12/15/22(a)			220,000				235,833
Acosta, Inc. 7.75%, 10/1/22(a)			391,000				178,883
Actuant Corp. 5.63%, 6/15/22			321,000				328,223
ADT Corp. (The) 6.25%, 10/15/21			733,000				776,980
3.50%, 7/15/22			490,000				465,500
4.13%, 6/15/23(b)			300,000				286,125
Advanced Micro Devices, Inc. 7.50%, 8/15/22			204,000				229,500
AES Corp. 4.88%, 5/15/23			350,000				356,125
Ahern Rentals, Inc. 7.38%, 5/15/23(a)			270,000				266,976
Air Medical Group Holdings, Inc. 6.38%, 5/15/23(a)			8,000				7,240
AK Steel Corp. 7.63%, 10/1/21			365,000				374,125
7.50%, 7/15/23			210,000				220,500
Aleris International, Inc. 10.75%, 7/15/23(a)			190,000				202,825
Allegheny Technologies, Inc. 5.95%, 1/15/21			170,000				173,400
Allegiant Travel Co. 5.50%, 7/15/19(b)			150,000				152,250
Alliance One International, Inc. 8.50%, 4/15/21(a)			150,000				155,250
9.88%, 7/15/21(b)			327,000				314,329
Ally Financial, Inc. 4.75%, 9/10/18			630,000				630,063
8.00%, 12/31/18			226,000				229,966
3.50%, 1/27/19(b)			671,000				672,510
3.75%, 11/18/19			518,000				521,237
8.00%, 3/15/20			235,000				249,981
7.50%, 9/15/20			600,000				642,000
4.25%, 4/15/21			546,000				548,828
Altice US Finance I Corp. 5.38%, 7/15/23(a)			555,000				559,856
AMC Entertainment Holdings, Inc. 5.88%, 2/15/22			294,000				299,880
AMC Networks, Inc. 4.75%, 12/15/22			370,000				370,925
Investments		Principal Amount				Value
American Airlines Group, Inc. 5.50%, 10/1/19(a)		$	361,000			$	367,317
4.63%, 3/1/20(a)			239,000				241,330
American Axle & Manufacturing, Inc. 6.63%, 10/15/22			286,000				293,508
American Midstream Partners L.P. 9.25%, 12/15/21(a)			203,000				201,478
American Tire Distributors, Inc. 10.25%, 3/1/22(a)			515,000				182,825
Amkor Technology, Inc. 6.38%, 10/1/22			251,000				256,020
Amsted Industries, Inc. 5.00%, 3/15/22(a)			452,000				454,825
Anixter, Inc. 5.13%, 10/1/21			621,000				641,182
5.50%, 3/1/23			100,000				104,875
Antero Resources Corp. 5.38%, 11/1/21			897,000				914,940
5.13%, 12/1/22			270,000				274,050
Apex Tool Group LLC 9.00%, 2/15/23(a)			215,000				210,163
APX Group, Inc. 8.75%, 12/1/20			445,000				446,112
7.88%, 12/1/22			443,000				453,521
Archrock Partners L.P. 6.00%, 4/1/21			293,000				293,733
6.00%, 10/1/22			25,000				25,063
Arconic, Inc. 6.15%, 8/15/20			442,000				461,337
5.40%, 4/15/21			617,000				635,763
5.87%, 2/23/22			538,000				561,995
Artesyn Embedded Technologies, Inc. 9.75%, 10/15/20(a)			82,000				78,720
Ascent Resources Utica Holdings LLC 10.00%, 4/1/22(a)			829,000				920,190
Ashland LLC 4.75%, 8/15/22			620,000				627,874
AV Homes, Inc. 6.63%, 5/15/22			225,000				230,344
Avanos Medical, Inc. 6.25%, 10/15/22			300,000				308,250
Avis Budget Car Rental LLC 5.13%, 6/1/22(a)(b)			308,000				307,230
5.50%, 4/1/23(b)			411,000				410,486
B&G Foods, Inc. 4.63%, 6/1/21			412,000				410,970
Ball Corp. 4.38%, 12/15/20			566,000				575,197
5.00%, 3/15/22			365,000				378,231
Bausch Health Cos, Inc. 7.50%, 7/15/21(a)			718,000				730,748
5.63%, 12/1/21(a)			440,000				437,250
6.50%, 3/15/22(a)			616,000				639,100
5.50%, 3/1/23(a)			490,000				464,339
5.88%, 5/15/23(a)			1,595,000				1,530,801
Beazer Homes USA, Inc. 8.75%, 3/15/22			240,000				254,326

 

See Notes to Financial Statements.

 

46		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Berry Global, Inc. 5.50%, 5/15/22		$	210,000			$	214,200
5.13%, 7/15/23			365,000				364,544
Blackboard, Inc. 9.75%, 10/15/21(a)(b)			185,000				146,150
Blackstone CQP Holdco L.P. 6.00%, 8/18/21(a)			200,000				199,038
Blue Racer Midstream LLC 6.13%, 11/15/22(a)			524,000				537,090
BMC Software Finance, Inc. 8.13%, 7/15/21(a)			855,000				875,058
Bristow Group, Inc. 6.25%, 10/15/22(b)			195,000				138,450
8.75%, 3/1/23(a)(b)			225,000				215,438
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)(c)			198,000				189,069
C&S Group Enterprises LLC 5.38%, 7/15/22(a)(b)			250,000				248,125
Cable One, Inc. 5.75%, 6/15/22(a)			440,000				448,800
Cablevision Systems Corp. 8.00%, 4/15/20			245,000				258,475
5.88%, 9/15/22			320,000				326,400
California Resources Corp. 8.00%, 12/15/22(a)			1,085,000				977,856
Calpine Corp. 6.00%, 1/15/22(a)			551,000				562,709
5.38%, 1/15/23			615,000				586,556
Calumet Specialty Products Partners L.P. 6.50%, 4/15/21			581,000				575,190
Cardtronics, Inc. 5.13%, 8/1/22			131,000				129,232
Carpenter Technology Corp. 5.20%, 7/15/21(b)			250,000				256,005
Carrizo Oil & Gas, Inc. 6.25%, 4/15/23(b)			359,000				368,872
CCO Holdings LLC 5.25%, 3/15/21			200,000				201,625
5.25%, 9/30/22			670,000				675,862
5.13%, 2/15/23			878,000				881,292
5.13%, 5/1/23(a)			495,000				496,237
CEC Entertainment, Inc. 8.00%, 2/15/22(b)			172,000				163,400
Centene Corp. 5.63%, 2/15/21			453,000				463,192
4.75%, 5/15/22			916,000				936,610
Century Aluminum Co. 7.50%, 6/1/21(a)			260,000				262,600
Century Communities, Inc. 6.88%, 5/15/22			342,000				351,850
CenturyLink, Inc. 6.15%, 9/15/19, Series Q(b)			90,000				92,250
5.63%, 4/1/20, Series V			889,000				911,225
6.45%, 6/15/21, Series S			127,000				132,715
5.80%, 3/15/22, Series T			1,032,000				1,060,070

Investments		Principal Amount				Value
Cequel Communications Holdings I LLC 5.13%, 12/15/21(a)		$	664,000			$	667,176
CF Industries, Inc. 7.13%, 5/1/20			448,000				474,880
3.45%, 6/1/23			370,000				356,587
CGG Holding US, Inc. 9.00%, 5/1/23(a)			200,000				209,250
Chaparral Energy, Inc. 8.75%, 7/15/23(a)			145,000				144,638
Chemours Co. (The) 6.63%, 5/15/23			500,000				524,375
Chesapeake Energy Corp. 6.63%, 8/15/20			244,000				254,370
6.13%, 2/15/21			269,000				275,725
5.38%, 6/15/21			60,000				60,075
4.88%, 4/15/22			400,000				388,000
8.00%, 12/15/22(a)			550,000				578,875
5.75%, 3/15/23			100,000				97,500
Choice Hotels International, Inc. 5.75%, 7/1/22			356,000				376,470
Cinemark USA, Inc. 4.88%, 6/1/23			600,000				595,500
CIT Group, Inc. 3.88%, 2/19/19			373,500				376,021
5.38%, 5/15/20			400,000				413,000
5.00%, 8/15/22			565,000				577,712
CITGO Holding, Inc. 10.75%, 2/15/20(a)(b)			798,000				855,855
CITGO Petroleum Corp. 6.25%, 8/15/22(a)			300,000				303,750
Clean Harbors, Inc. 5.13%, 6/1/21			478,000				480,390
Clear Channel International B.V. 8.75%, 12/15/20(a)			200,000				207,500
Clear Channel Worldwide Holdings, Inc. 7.63%, 3/15/20, Series A			210,000				210,525
7.63%, 3/15/20, Series B			800,000				806,000
6.50%, 11/15/22, Series A			361,000				369,574
6.50%, 11/15/22, Series B			800,000				822,000
Clearwater Paper Corp. 4.50%, 2/1/23			135,000				125,888
Cleaver-Brooks, Inc. 7.88%, 3/1/23(a)			235,000				243,225
Cloud Peak Energy Resources LLC 12.00%, 11/1/21			155,000				157,325
CNO Financial Group, Inc. 4.50%, 5/30/20(b)			200,000				203,500
CNX Resources Corp. 5.88%, 4/15/22			649,000				650,590
Cogent Communications Group, Inc. 5.38%, 3/1/22(a)			370,000				378,325
Commercial Metals Co. 4.88%, 5/15/23			215,000				210,700
CommScope, Inc. 5.00%, 6/15/21(a)			321,000				323,809
Community Health Systems, Inc. 5.13%, 8/1/21(b)			493,000				478,210

 

See Notes to Financial Statements.

 

WisdomTree Trust			47

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
6.88%, 2/1/22(b)		$	1,268,000			$	653,020
6.25%, 3/31/23			1,525,000				1,456,375
11.00%, 6/30/23(a)(c)			850,000				765,000
Consolidated Communications, Inc. 6.50%, 10/1/22			148,000				140,415
Continental Resources, Inc. 5.00%, 9/15/22			672,000				681,065
4.50%, 4/15/23			735,000				752,727
CoreCivic, Inc. 5.00%, 10/15/22			200,000				200,500
4.63%, 5/1/23			200,000				195,000
Covanta Holding Corp. 6.38%, 10/1/22			230,000				234,600
CPG Merger Sub LLC 8.00%, 10/1/21(a)			205,000				209,100
Credit Acceptance Corp. 6.13%, 2/15/21			238,000				241,273
Crestwood Midstream Partners L.P. 6.25%, 4/1/23			400,000				414,500
Crown Americas LLC 4.50%, 1/15/23			300,000				300,750
CSC Holdings LLC 8.63%, 2/15/19			260,000				266,661
6.75%, 11/15/21			491,000				521,687
10.13%, 1/15/23(a)			885,000				971,287
CSI Compressco L.P. 7.25%, 8/15/22			100,000				93,125
CURO Financial Technologies Corp. 12.00%, 3/1/22(a)			285,000				315,638
CVR Partners L.P. 9.25%, 6/15/23(a)			315,000				337,050
CVR Refining LLC 6.50%, 11/1/22			500,000				512,500
Darling Ingredients, Inc. 5.38%, 1/15/22			200,000				202,750
DaVita, Inc. 5.75%, 8/15/22			596,000				605,685
DBP Holding Corp. 7.75%, 10/15/20(a)			130,000				59,150
DCP Midstream Operating L.P. 5.35%, 3/15/20(a)			263,000				269,575
4.75%, 9/30/21(a)			248,000				252,340
4.95%, 4/1/22			550,000				559,625
3.88%, 3/15/23			245,000				239,488
5.85%, 5/21/43, (5.85% fixed rate until 5/21/23; 3-month U.S. dollar London Interbank Offered Rate + 3.85% thereafter)(a)(c)			265,000				245,125
Dean Foods Co. 6.50%, 3/15/23(a)(b)			345,000				329,475
Dell International LLC 5.88%, 6/15/21(a)			630,000				649,791
Dell, Inc. 5.88%, 6/15/19(b)			295,000				300,900
4.63%, 4/1/21			250,000				255,000
Denbury Resources, Inc. 9.00%, 5/15/21(a)			298,000				321,840

Investments		Principal Amount				Value
9.25%, 3/31/22(a)		$	225,000			$	241,031
5.50%, 5/1/22(b)			133,000				120,698
4.63%, 7/15/23			150,000				129,750
DISH DBS Corp. 7.88%, 9/1/19			687,000				711,904
5.13%, 5/1/20			725,000				731,344
6.75%, 6/1/21			985,000				1,002,237
5.88%, 7/15/22			980,000				944,475
5.00%, 3/15/23			735,000				656,906
DJO Finance LLC 10.75%, 4/15/20			33,000				33,083
8.13%, 6/15/21(a)			500,000				518,900
Downstream Development Authority of the Quapaw Tribe of Oklahoma 10.50%, 2/15/23(a)			130,000				130,325
DPL, Inc. 7.25%, 10/15/21			742,000				805,997
DriveTime Automotive Group, Inc. 8.00%, 6/1/21(a)(b)			50,000				51,063
Dun & Bradstreet Corp. (The) 4.25%, 6/15/20			40,000				40,431
4.63%, 12/1/22			250,000				253,362
DynCorp International, Inc. 11.88%, 11/30/20, (10.375% Cash + 1.50% PIK)			192,941				201,865
Eagle Holding Co. II LLC 7.63%, 5/15/22, Toggle PIK (7.625% Cash or 8.375% PIK)(a)			323,000				327,845
Eclipse Resources Corp. 8.88%, 7/15/23			245,000				249,900
Edgewell Personal Care Co. 4.70%, 5/19/21			160,000				162,000
4.70%, 5/24/22			200,000				199,560
EMC Corp. 2.65%, 6/1/20			982,000				960,718
3.38%, 6/1/23			570,000				538,638
Encompass Health Corp. 5.13%, 3/15/23			146,000				146,365
Endo Finance LLC 5.75%, 1/15/22(a)			387,000				359,910
7.25%, 1/15/22(a)			190,000				183,350
5.38%, 1/15/23(a)			361,000				310,460
6.00%, 7/15/23(a)			785,000				679,025
Energen Corp. 4.63%, 9/1/21			386,000				391,790
Energy Transfer Equity L.P. 7.50%, 10/15/20			719,000				775,621
4.25%, 3/15/23			300,000				301,590
Energy Ventures Gom LLC 11.00%, 2/15/23(a)			200,000				216,629
EnLink Midstream Partners L.P. 2.70%, 4/1/19			190,000				189,090
Enova International, Inc. 9.75%, 6/1/21			290,000				305,225
EnPro Industries, Inc. 5.88%, 9/15/22			356,000				364,455

 

See Notes to Financial Statements.

 

48		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Envision Healthcare Corp. 5.13%, 7/1/22(a)		$	130,000			$	132,600
5.63%, 7/15/22			867,000				893,010
Enviva Partners L.P. 8.50%, 11/1/21			350,000				364,437
EP Energy LLC 6.38%, 6/15/23			190,000				121,600
Equinix, Inc. 5.38%, 1/1/22			478,000				493,439
5.38%, 4/1/23			300,000				307,875
Exela Intermediate LLC 10.00%, 7/15/23(a)			505,000				531,512
Ferrellgas L.P. 6.50%, 5/1/21(b)			246,000				226,320
6.75%, 1/15/22			290,000				259,550
6.75%, 6/15/23(b)			305,000				263,825
Ferroglobe PLC 9.38%, 3/1/22(a)			209,000				218,928
First Quality Finance Co., Inc. 4.63%, 5/15/21(a)			294,000				291,795
Flexi-Van Leasing, Inc. 10.00%, 2/15/23(a)			145,000				126,875
Foresight Energy LLC 11.50%, 4/1/23(a)			205,000				182,963
Fortress Transportation & Infrastructure Investors LLC 6.75%, 3/15/22(a)			356,000				369,795
Forum Energy Technologies, Inc. 6.25%, 10/1/21			250,000				251,250
Freeport-McMoRan, Inc. 3.10%, 3/15/20			585,000				581,578
4.00%, 11/14/21			296,000				294,428
3.55%, 3/1/22			930,000				899,775
6.88%, 2/15/23			355,000				380,737
3.88%, 3/15/23			925,000				891,469
Fresh Market, Inc. (The) 9.75%, 5/1/23(a)			395,000				272,550
Frontier Communications Corp. 8.13%, 10/1/18(b)			387,000				387,250
8.75%, 4/15/22			325,000				263,250
10.50%, 9/15/22(b)			1,012,000				895,620
7.13%, 1/15/23			420,000				288,225
FTI Consulting, Inc. 6.00%, 11/15/22			200,000				205,740
GameStop Corp. 6.75%, 3/15/21(a)(b)			350,000				353,500
Gates Global LLC 6.00%, 7/15/22(a)			278,000				281,475
GCI LLC 6.75%, 6/1/21			223,000				225,999
Genesis Energy L.P. 6.75%, 8/1/22			200,000				205,000
6.00%, 5/15/23			200,000				197,750
GenOn Energy, Inc. 7.88%, 6/15/17(d)(e)			110,000				75,625
Genworth Holdings, Inc. 7.70%, 6/15/20			19,000				19,855
Investments		Principal Amount				Value
7.20%, 2/15/21		$	257,000			$	266,638
7.63%, 9/24/21			360,000				374,400
GEO Group, Inc. (The) 5.88%, 1/15/22			125,000				127,421
5.13%, 4/1/23			360,000				349,200
Global Partners L.P. 6.25%, 7/15/22			373,000				372,067
GLP Capital L.P. 4.88%, 11/1/20			801,000				823,027
Gogo Intermediate Holdings LLC 12.50%, 7/1/22(a)(b)			273,000				298,253
Graphic Packaging International LLC 4.75%, 4/15/21			230,000				233,590
Great Lakes Dredge & Dock Corp. 8.00%, 5/15/22			210,000				216,300
Greif, Inc. 7.75%, 8/1/19			260,000				270,400
Griffon Corp. 5.25%, 3/1/22			542,000				536,743
Group 1 Automotive, Inc. 5.00%, 6/1/22			271,000				269,645
Guitar Center Escrow Issuer, Inc. 9.50%, 10/15/21(a)			200,000				194,500
Gulfport Energy Corp. 6.63%, 5/1/23			6,000				6,150
Hardwoods Acquisition, Inc. 7.50%, 8/1/21(a)			145,000				133,581
Harland Clarke Holdings Corp. 6.88%, 3/1/20(a)			82,000				80,565
9.25%, 3/1/21(a)			307,000				280,905
8.38%, 8/15/22(a)			459,000				432,607
HC2 Holdings, Inc. 11.00%, 12/1/19(a)			203,000				206,045
HCA Healthcare, Inc. 6.25%, 2/15/21			482,000				504,895
HCA, Inc. 3.75%, 3/15/19			484,000				485,936
6.50%, 2/15/20			1,231,000				1,280,855
7.50%, 2/15/22			1,160,000				1,276,000
5.88%, 3/15/22			927,000				987,255
4.75%, 5/1/23			527,000				536,881
5.88%, 5/1/23			150,000				157,875
Hecla Mining Co. 6.88%, 5/1/21			467,000				472,394
Herc Rentals, Inc. 7.50%, 6/1/22(a)			383,000				402,629
Hertz Corp. (The) 5.88%, 10/15/20(b)			415,000				414,871
7.38%, 1/15/21(b)			524,000				525,965
7.63%, 6/1/22(a)			300,000				298,500
6.25%, 10/15/22(b)			300,000				281,250
Hexion Nova Scotia Finance ULC 9.00%, 11/15/20			276,000				234,600
Hexion, Inc. 6.63%, 4/15/20			778,000				738,127
10.38%, 2/1/22(a)			378,000				373,853

 

See Notes to Financial Statements.

 

WisdomTree Trust			49

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
HighPoint Operating Corp. 7.00%, 10/15/22		$	170,000			$	170,850
Hillman Group, Inc. (The) 6.38%, 7/15/22(a)			340,000				324,700
Horizon Pharma, Inc. 6.63%, 5/1/23			285,000				291,413
Hornbeck Offshore Services, Inc. 5.88%, 4/1/20			165,000				129,525
5.00%, 3/1/21			238,000				172,550
Hot Topic, Inc. 9.25%, 6/15/21(a)			230,000				224,250
Hughes Satellite Systems Corp. 6.50%, 6/15/19			450,000				462,442
7.63%, 6/15/21			657,000				709,560
Huntsman International LLC 4.88%, 11/15/20			318,000				326,507
5.13%, 11/15/22			320,000				331,200
Icahn Enterprises L.P. 6.00%, 8/1/20			975,000				992,989
5.88%, 2/1/22			888,000				906,462
6.25%, 2/1/22			330,000				339,867
Immucor, Inc. 11.13%, 2/15/22(a)(b)			184,000				185,380
Infor Software Parent LLC 7.13%, 5/1/21, Toggle PIK (7.125% Cash or 7.875% PIK)(a)			363,000				367,654
Infor U.S., Inc. 5.75%, 8/15/20(a)			100,000				101,625
6.50%, 5/15/22			785,000				799,106
Informatica LLC 7.13%, 7/15/23(a)			315,000				322,088
Ingles Markets, Inc. 5.75%, 6/15/23			345,000				348,450
Ingram Micro, Inc. 5.00%, 8/10/22			25,000				24,740
International Game Technology PLC 6.25%, 2/15/22(a)			1,052,000				1,090,924
INVISTA Finance LLC 4.25%, 10/15/19(a)			605,000				609,537
IQVIA, Inc. 4.88%, 5/15/23(a)			410,000				413,075
Iridium Communications, Inc. 10.25%, 4/15/23(a)			175,000				189,438
Iron Mountain, Inc. 4.38%, 6/1/21(a)			237,000				238,185
iStar, Inc. 5.00%, 7/1/19			190,000				190,356
6.50%, 7/1/21			226,000				232,215
6.00%, 4/1/22			300,000				303,375
5.25%, 9/15/22			145,000				143,913
Jack Ohio Finance LLC 6.75%, 11/15/21(a)			210,000				217,875
10.25%, 11/15/22(a)			145,000				158,050
JC Penney Corp., Inc. 5.88%, 7/1/23(a)(b)			240,000				216,600
Jefferies Finance LLC 7.38%, 4/1/20(a)			200,000				204,500

Investments		Principal Amount				Value
7.50%, 4/15/21(a)		$	470,000			$	486,450
Jones Energy Holdings LLC 6.75%, 4/1/22(b)			195,000				119,925
9.25%, 3/15/23(a)			200,000				203,500
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)			270,000				264,600
K Hovnanian Enterprises, Inc. 10.00%, 7/15/22(a)			210,000				211,050
KB Home 4.75%, 5/15/19			324,000				326,430
8.00%, 3/15/20			252,000				267,120
7.00%, 12/15/21			324,000				342,630
7.63%, 5/15/23			120,000				128,868
Kinetic Concepts, Inc. 7.88%, 2/15/21(a)			190,000				196,650
12.50%, 11/1/21(a)			219,000				240,900
KLX, Inc. 5.88%, 12/1/22(a)			791,000				820,662
L Brands, Inc. 6.63%, 4/1/21			500,000				527,500
5.63%, 2/15/22			470,000				477,637
Ladder Capital Finance Holdings LLLP 5.25%, 3/15/22(a)			459,000				461,869
Lamar Media Corp. 5.00%, 5/1/23			310,000				316,975
Laredo Petroleum, Inc. 5.63%, 1/15/22			487,000				488,217
Leidos Holdings, Inc. 4.45%, 12/1/20			338,000				344,861
Lennar Corp. 4.13%, 12/1/18			50,000				50,125
4.50%, 6/15/19			907,000				912,669
6.63%, 5/1/20			250,000				261,765
8.38%, 1/15/21			10,000				11,025
4.75%, 4/1/21			210,000				213,413
6.25%, 12/15/21			286,000				301,730
4.13%, 1/15/22			212,000				211,470
4.75%, 11/15/22			312,000				313,560
Level 3 Financing, Inc. 5.38%, 8/15/22			1,000,000				1,012,500
5.13%, 5/1/23			337,000				337,536
Level 3 Parent LLC 5.75%, 12/1/22			488,000				492,880
Lexmark International, Inc. 7.13%, 3/15/20(b)			240,000				211,200
LifePoint Health, Inc. 5.50%, 12/1/21			335,000				341,700
LIN Television Corp. 5.88%, 11/15/22			429,000				439,725
Live Nation Entertainment, Inc. 5.38%, 6/15/22(a)			297,000				303,311
LKQ Corp. 4.75%, 5/15/23			200,000				201,500
LSB Industries, Inc. 9.63%, 5/1/23(a)(b)			190,000				199,025

 

See Notes to Financial Statements.

 

50		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
LTF Merger Sub, Inc. 8.50%, 6/15/23(a)		$	400,000			$	419,000
M/I Homes, Inc. 6.75%, 1/15/21			324,000				332,871
Mack-Cali Realty L.P. 3.15%, 5/15/23			300,000				265,940
Mallinckrodt International Finance S.A. 4.88%, 4/15/20(a)			332,000				332,415
5.75%, 8/1/22(a)(b)			398,000				373,125
4.75%, 4/15/23(b)			257,000				224,233
Manitowoc Co., Inc. (The) 12.75%, 8/15/21(a)			315,000				348,075
Martin Midstream Partners L.P. 7.25%, 2/15/21			183,000				183,458
Masonite International Corp. 5.63%, 3/15/23(a)			320,000				328,800
Mattel, Inc. 4.35%, 10/1/20(b)			400,000				399,750
3.15%, 3/15/23(b)			200,000				175,810
MDC Holdings, Inc. 5.63%, 2/1/20			186,000				191,115
Meritage Homes Corp. 7.15%, 4/15/20			289,000				304,895
7.00%, 4/1/22			143,000				154,440
MGM Resorts International 6.75%, 10/1/20			856,000				902,010
6.63%, 12/15/21			1,076,000				1,140,560
7.75%, 3/15/22			300,000				330,375
6.00%, 3/15/23			650,000				676,422
Midas Intermediate Holdco II LLC 7.88%, 10/1/22(a)			161,000				141,076
Midcontinent Express Pipeline LLC 6.70%, 9/15/19(a)			220,000				226,078
Molina Healthcare, Inc. 5.38%, 11/15/22			536,000				549,400
Momentive Performance Materials, Inc. 3.88%, 10/24/21			227,000				242,890
Monitronics International, Inc. 9.13%, 4/1/20(b)			200,000				148,000
Moog, Inc. 5.25%, 12/1/22(a)			231,000				234,754
Murphy Oil Corp. 4.00%, 6/1/22			175,000				173,053
4.45%, 12/1/22(b)			348,000				348,216
Murray Energy Corp. 11.25%, 4/15/21(a)			515,000				367,581
Nabors Industries, Inc. 5.00%, 9/15/20			300,000				302,593
5.50%, 1/15/23(b)			659,000				660,561
National CineMedia LLC 6.00%, 4/15/22			436,000				444,720
Nationstar Mortgage Holdings, Inc. 8.13%, 7/15/23(a)			480,000				499,200
Nationstar Mortgage LLC 6.50%, 7/1/21			285,000				285,713
Natural Resource Partners L.P. 10.50%, 3/15/22			300,000				322,500

Investments		Principal Amount				Value
Navient Corp. 5.50%, 1/15/19		$	496,000			$	500,489
8.00%, 3/25/20			1,335,000				1,418,771
5.00%, 10/26/20			400,000				402,084
5.88%, 3/25/21			255,000				261,770
6.63%, 7/26/21			387,000				403,931
7.25%, 1/25/22			100,000				106,125
6.50%, 6/15/22			252,000				260,896
5.50%, 1/25/23			750,000				744,367
Navios Maritime Acquisition Corp. 8.13%, 11/15/21(a)			411,000				355,515
Navios Maritime Holdings, Inc. 7.38%, 1/15/22(a)			370,000				308,950
NCL Corp., Ltd. 4.75%, 12/15/21(a)			275,000				277,406
NCR Corp. 4.63%, 2/15/21			130,000				128,050
5.88%, 12/15/21			23,000				23,297
5.00%, 7/15/22			353,000				345,940
Neiman Marcus Group Ltd. LLC 8.00%, 10/15/21(a)(b)			463,000				315,998
8.75%, 10/15/21, Toggle PIK (8.75% Cash or 9.50% PIK)(a)			318,062				218,668
Neovia Logistics Services LLC 8.88%, 8/1/20(a)			140,000				128,625
Netflix, Inc. 5.38%, 2/1/21			246,000				254,303
5.50%, 2/15/22			345,000				357,506
New Home Co., Inc. (The) 7.25%, 4/1/22			269,000				274,380
Newfield Exploration Co. 5.75%, 1/30/22			430,000				455,800
Nexstar Broadcasting, Inc. 6.13%, 2/15/22(a)			151,000				154,303
NGL Energy Partners L.P. 5.13%, 7/15/19			184,000				185,012
6.88%, 10/15/21			424,000				431,420
NGPL PipeCo LLC 4.38%, 8/15/22(a)			211,000				213,374
Nielsen Co. Luxembourg SARL (The) 5.50%, 10/1/21(a)			648,000				650,430
Nielsen Finance LLC 5.00%, 4/15/22(a)			1,192,000				1,160,472
Nine West Holdings, Inc. 8.25%, 3/15/19(a)(e)			98,000				26,950
Northwest Acquisitions ULC 7.13%, 11/1/22(a)			305,000				312,244
NRG Energy, Inc. 6.25%, 7/15/22			362,000				374,670
Nuance Communications, Inc. 5.38%, 8/15/20(a)			183,000				183,114
NuStar Logistics L.P. 4.80%, 9/1/20			451,000				456,074
Oasis Petroleum, Inc. 6.88%, 3/15/22			426,000				434,520
Ocwen Loan Servicing LLC 8.38%, 11/15/22(a)			220,000				223,850

 

See Notes to Financial Statements.

 

WisdomTree Trust			51

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Omnimax International, Inc. 12.00%, 8/15/20(a)		$	134,000			$	140,030
Ortho-Clinical Diagnostics, Inc. 6.63%, 5/15/22(a)			639,000				630,214
Outfront Media Capital LLC 5.25%, 2/15/22			264,000				266,307
Owens-Brockway Glass Container, Inc. 5.00%, 1/15/22(a)			245,000				246,531
Park Aerospace Holdings Ltd. 3.63%, 3/15/21(a)			200,000				197,000
5.25%, 8/15/22(a)			1,086,000				1,110,435
4.50%, 3/15/23(a)			465,000				460,931
Parker Drilling Co. 6.75%, 7/15/22(b)			148,000				117,660
PBF Logistics L.P. 6.88%, 5/15/23			300,000				307,875
Peabody Energy Corp. 6.00%, 3/31/22(a)			296,000				298,220
Penske Automotive Group, Inc. 5.75%, 10/1/22			507,000				517,457
PetSmart, Inc. 7.13%, 3/15/23(a)			935,000				633,462
PF Chang’s China Bistro, Inc. 10.25%, 6/30/20(a)(b)			205,000				197,825
PHI, Inc. 5.25%, 3/15/19(b)			100,000				95,500
Pioneer Energy Services Corp. 6.13%, 3/15/22			150,000				132,000
Pioneer Holdings LLC 9.00%, 11/1/22(a)			135,000				139,725
Pitney Bowes, Inc. 3.63%, 9/15/20			145,000				144,094
3.63%, 10/1/21			250,000				238,281
4.38%, 5/15/22			400,000				366,500
4.70%, 4/1/23			175,000				157,063
Platform Specialty Products Corp. 6.50%, 2/1/22(a)			542,000				556,227
Polaris Intermediate Corp. 8.50%, 12/1/22, Toggle PIK (8.50% Cash or 9.25% PIK)(a)			650,000				673,562
PolyOne Corp. 5.25%, 3/15/23			200,000				206,810
PQ Corp. 6.75%, 11/15/22(a)			50,000				52,438
Prestige Brands, Inc. 5.38%, 12/15/21(a)			150,000				150,750
Prime Security Services Borrower LLC 9.25%, 5/15/23(a)			1,150,000				1,234,870
PulteGroup, Inc. 4.25%, 3/1/21			559,000				563,360
QEP Resources, Inc. 5.38%, 10/1/22			732,000				739,540
Quorum Health Corp. 11.63%, 4/15/23(b)			250,000				250,000
QVC, Inc. 4.38%, 3/15/23			579,000				573,241
Investments		Principal Amount				Value
Qwest Corp. 6.75%, 12/1/21		$	396,000			$	425,223
Radiate Holdco LLC 6.88%, 2/15/23(a)			145,000				140,650
Range Resources Corp. 5.75%, 6/1/21			518,000				532,245
5.88%, 7/1/22			25,000				25,375
5.00%, 8/15/22			200,000				198,000
5.00%, 3/15/23			400,000				393,320
Realogy Group LLC 4.50%, 4/15/19(a)			275,000				277,063
5.25%, 12/1/21(a)			370,000				370,462
4.88%, 6/1/23(a)			245,000				230,300
RegionalCare Hospital Partners Holdings, Inc. 8.25%, 5/1/23(a)			350,000				373,625
Rent-A-Center, Inc. 6.63%, 11/15/20(b)			240,000				242,100
4.75%, 5/1/21			200,000				202,000
Resolute Energy Corp. 8.50%, 5/1/20			275,000				275,172
Revlon Consumer Products Corp. 5.75%, 2/15/21(b)			253,000				208,725
Reynolds Group Issuer, Inc. 5.75%, 10/15/20			1,487,581				1,491,300
5.13%, 7/15/23(a)			795,000				793,012
RHP Hotel Properties L.P. 5.00%, 4/15/21			567,000				574,530
Rite Aid Corp. 6.13%, 4/1/23(a)			800,000				721,760
Riverbed Technology, Inc. 8.88%, 3/1/23(a)(b)			260,000				241,475
Rivers Pittsburgh Borrower L.P. 6.13%, 8/15/21(a)			268,000				268,670
Rockies Express Pipeline LLC 5.63%, 4/15/20(a)			350,000				362,687
Rowan Cos., Inc. 4.88%, 6/1/22			377,000				352,495
RR Donnelley & Sons Co. 7.88%, 3/15/21(b)			299,000				316,566
rue21, Inc. 9.00%, 10/15/21(a)(e)			50,000				188
Sable International Finance Ltd. 6.88%, 8/1/22(a)			475,000				495,781
Sable Permian Resources Land LLC 8.00%, 6/15/20(a)			160,000				159,600
7.13%, 11/1/20(a)			293,000				188,985
13.00%, 11/30/20(a)			150,000				166,500
7.38%, 11/1/21(a)			260,000				163,800
Sabre GLBL, Inc. 5.38%, 4/15/23(a)			330,000				334,125
Safeway, Inc. 5.00%, 8/15/19			320,000				322,400
Sanchez Energy Corp. 7.75%, 6/15/21			290,000				203,000
6.13%, 1/15/23			600,000				341,790
7.25%, 2/15/23(a)(b)			150,000				146,625

 

See Notes to Financial Statements.

 

52		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Sanmina Corp. 4.38%, 6/1/19(a)		$	235,000			$	236,586
SBA Communications Corp. 4.88%, 7/15/22			370,000				375,550
4.00%, 10/1/22			367,000				360,666
SCANA Corp. 4.75%, 5/15/21(b)			300,000				303,272
Scientific Games International, Inc. 6.63%, 5/15/21			164,000				163,180
10.00%, 12/1/22			1,055,000				1,119,724
Sealed Air Corp. 6.50%, 12/1/20(a)			200,000				211,500
5.25%, 4/1/23(a)			300,000				306,000
Select Medical Corp. 6.38%, 6/1/21			424,000				429,830
SemGroup Corp. 5.63%, 7/15/22			262,000				261,018
SESI LLC 7.13%, 12/15/21			406,000				412,597
Sinclair Television Group, Inc. 5.38%, 4/1/21			295,000				296,844
6.13%, 10/1/22			314,000				323,090
Sirius XM Radio, Inc. 3.88%, 8/1/22(a)			497,000				490,141
4.63%, 5/15/23(a)			300,000				299,700
SM Energy Co. 6.13%, 11/15/22			270,000				279,113
Sonic Automotive, Inc. 5.00%, 5/15/23			140,000				132,650
Sotero Health Topco, Inc. 8.13%, 11/1/21, Toggle PIK (8.125% Cash or 8.875% PIK)(a)			380,000				384,750
Southern Star Central Corp. 5.13%, 7/15/22(a)			314,000				314,785
Southwestern Energy Co. 4.10%, 3/15/22(b)			500,000				490,000
Spectrum Brands Holdings, Inc. 7.75%, 1/15/22			430,000				442,900
Springleaf Finance Corp. 5.25%, 12/15/19			465,000				472,556
8.25%, 12/15/20			400,000				433,500
7.75%, 10/1/21			571,000				618,821
6.13%, 5/15/22			624,000				644,280
5.63%, 3/15/23			150,000				150,000
Sprint Capital Corp. 6.90%, 5/1/19			534,000				547,350
Sprint Communications, Inc. 9.00%, 11/15/18(a)			668,000				676,350
7.00%, 3/1/20(a)			609,000				634,121
7.00%, 8/15/20			1,077,000				1,130,850
11.50%, 11/15/21			342,000				404,415
6.00%, 11/15/22			675,000				684,916
Sprint Corp. 7.25%, 9/15/21			1,311,000				1,377,782
StandardAero Aviation Holdings, Inc. 10.00%, 7/15/23(a)			235,000				253,800

Investments		Principal Amount				Value
Starwood Property Trust, Inc. 5.00%, 12/15/21		$	565,000			$	570,650
Steel Dynamics, Inc. 5.13%, 10/1/21			339,000				344,170
5.25%, 4/15/23			250,000				254,763
Summit Materials LLC 6.13%, 7/15/23			315,000				320,906
Sungard Availability Services Capital, Inc. 8.75%, 4/1/22(a)			210,000				107,100
Sunoco L.P. 4.88%, 1/15/23(a)			400,000				395,616
Surgery Center Holdings, Inc. 8.88%, 4/15/21(a)(b)			230,000				240,638
Symantec Corp. 4.20%, 9/15/20			319,000				321,868
3.95%, 6/15/22			250,000				243,079
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)			250,000				259,000
T-Mobile USA, Inc. 4.00%, 4/15/22(b)			650,000				647,562
Talen Energy Supply LLC 4.60%, 12/15/21			285,000				248,663
9.50%, 7/15/22(a)(b)			272,000				263,840
Tapstone Energy LLC 9.75%, 6/1/22(a)			145,000				127,600
Targa Resources Partners L.P. 4.13%, 11/15/19			5,000				5,017
5.25%, 5/1/23			500,000				507,500
Taylor Morrison Communities, Inc. 5.25%, 4/15/21(a)			250,000				250,625
5.88%, 4/15/23(a)			170,000				170,901
Teekay Offshore Partners L.P. 8.50%, 7/15/23(a)			360,000				369,900
TEGNA, Inc. 5.13%, 10/15/19			53,000				53,066
5.13%, 7/15/20			455,000				459,550
4.88%, 9/15/21(a)			146,000				146,730
Tenet Healthcare Corp. 6.75%, 2/1/20			129,000				133,031
4.75%, 6/1/20			70,000				71,050
6.00%, 10/1/20			887,000				924,697
4.50%, 4/1/21			400,000				401,500
4.38%, 10/1/21			506,000				507,265
7.50%, 1/1/22(a)			500,000				525,470
8.13%, 4/1/22			1,387,000				1,470,220
6.75%, 6/15/23(b)			915,000				918,431
TIBCO Software, Inc. 11.38%, 12/1/21(a)			467,000				500,274
TMX Finance LLC 11.13%, 4/1/23(a)			270,000				277,763
Toll Brothers Finance Corp. 4.00%, 12/31/18			200,000				200,500
5.88%, 2/15/22			425,000				444,656

 

See Notes to Financial Statements.

 

WisdomTree Trust			53

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Tops Holding LLC 8.00%, 6/15/22(a)(e)		$	50,000			$	29,500
TPC Group, Inc. 8.75%, 12/15/20(a)			331,000				332,655
TransDigm, Inc. 5.50%, 10/15/20			173,000				173,649
6.00%, 7/15/22			710,000				718,875
Transocean, Inc. 6.50%, 11/15/20			220,000				227,700
8.38%, 12/15/21			250,000				268,750
5.80%, 10/15/22			230,000				228,275
9.00%, 7/15/23(a)			625,000				675,781
TreeHouse Foods, Inc. 4.88%, 3/15/22			68,000				68,255
TRI Pointe Group, Inc. 4.38%, 6/15/19			543,000				548,430
Tribune Media Co. 5.88%, 7/15/22			638,000				650,760
Triumph Group, Inc. 4.88%, 4/1/21			350,000				336,875
Ultra Resources, Inc. 6.88%, 4/15/22(a)			336,000				165,480
Unit Corp. 6.63%, 5/15/21			314,000				315,178
United Continental Holdings, Inc. 6.00%, 12/1/20			295,000				309,750
4.25%, 10/1/22			249,000				244,954
United Rentals North America, Inc. 4.63%, 7/15/23			505,000				512,322
United States Steel Corp. 7.38%, 4/1/20(b)			248,000				260,865
Uniti Group L.P. 6.00%, 4/15/23(a)			265,000				255,063
Univar USA, Inc. 6.75%, 7/15/23(a)			215,000				221,988
Universal Hospital Services, Inc. 7.63%, 8/15/20			386,000				387,930
Univision Communications, Inc. 5.13%, 5/15/23(a)			565,000				538,162
Urban One, Inc. 7.38%, 4/15/22(a)			25,000				24,938
VeriSign, Inc. 4.63%, 5/1/23			300,000				305,760
Veritas U.S., Inc. 7.50%, 2/1/23(a)			282,000				271,425
Vertiv Intermediate Holding Corp. 12.00%, 2/15/22, Toggle PIK (12.00% Cash or 13.00% PIK)(a)			246,000				251,228
VFH Parent LLC 6.75%, 6/15/22(a)			385,000				397,512
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)			321,000				315,209
Vine Oil & Gas L.P. 8.75%, 4/15/23(a)			300,000				290,625

Investments		Principal Amount				Value
Vistra Energy Corp. 5.88%, 6/1/23		$	23,000			$	23,776
7.38%, 11/1/22			780,000				814,125
Voya Financial, Inc. 5.65%, 5/15/53, (5.65% fixed rate until 5/15/23; 3-month U.S. dollar London Interbank Offered Rate + 3.58% thereafter)(c)			300,000				300,750
W/S Packaging Holdings, Inc. 9.00%, 4/15/23(a)			125,000				128,125
Weatherford International Ltd. 5.13%, 9/15/20			350,000				349,125
7.75%, 6/15/21(b)			300,000				295,125
4.50%, 4/15/22(b)			242,000				211,750
8.25%, 6/15/23(b)			370,000				345,025
WESCO Distribution, Inc. 5.38%, 12/15/21			503,000				511,174
WEX, Inc. 4.75%, 2/1/23(a)			150,000				150,938
Whiting Petroleum Corp. 5.75%, 3/15/21			400,000				411,000
William Carter Co. (The) 5.25%, 8/15/21			320,000				325,000
William Lyon Homes, Inc. 7.00%, 8/15/22			300,000				306,375
Williams Cos., Inc. (The) 7.88%, 9/1/21			300,000				334,875
3.70%, 1/15/23			414,000				410,377
Williams Scotsman International, Inc. 7.88%, 12/15/22(a)			200,000				206,500
WPX Energy, Inc. 6.00%, 1/15/22			504,000				522,900
WR Grace & Co-Conn 5.13%, 10/1/21(a)			346,000				356,380
Wyndham Destinations, Inc. 4.25%, 3/1/22			250,000				241,860
3.90%, 3/1/23			422,000				395,625
Wynn Las Vegas LLC 4.25%, 5/30/23(a)			332,000				319,550
Xerium Technologies, Inc. 9.50%, 8/15/21			150,000				157,875
XPO Logistics, Inc. 6.50%, 6/15/22(a)			721,000				747,475
York Risk Services Holding Corp. 8.50%, 10/1/22(a)			200,000				180,000
Yum! Brands, Inc. 5.30%, 9/15/19			250,000				255,373
3.88%, 11/1/20(b)			125,000				125,469
3.75%, 11/1/21(b)			225,000				222,750
Zachry Holdings, Inc. 7.50%, 2/1/20(a)			175,000				175,875
Zayo Group LLC 6.00%, 4/1/23			462,000				478,480
TOTAL CORPORATE BONDS (Cost: $225,297,107)							224,850,829

 

See Notes to Financial Statements.

 

54		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
FOREIGN CORPORATE BONDS – 11.7%
Australia – 0.5%
Ausdrill Finance Pty Ltd. 6.88%, 11/1/19(a)		$	200,000			$	200,500
Barminco Finance Pty Ltd. 6.63%, 5/15/22(a)			58,000				57,565
FMG Resources August 2006 Pty Ltd. 4.75%, 5/15/22(a)			688,000				677,714
Virgin Australia Holdings Ltd. 8.50%, 11/15/19(a)(b)			452,000				456,633
Total Australia							1,392,412
Bermuda – 0.1%
Teekay Corp. 8.50%, 1/15/20			381,000				394,811
Canada – 4.0%
1011778 BC ULC 4.63%, 1/15/22(a)			691,000				692,727
Air Canada 7.75%, 4/15/21(a)			377,000				407,160
Athabasca Oil Corp. 9.88%, 2/24/22(a)			317,000				328,888
Baytex Energy Corp. 5.13%, 6/1/21(a)			316,000				308,890
Bombardier, Inc. 7.75%, 3/15/20(a)			418,000				440,467
8.75%, 12/1/21(a)			794,000				877,370
5.75%, 3/15/22(a)(b)			245,000				246,838
6.00%, 10/15/22(a)			340,000				342,550
6.13%, 1/15/23(a)			615,000				622,687
Brookfield Residential Properties, Inc. 6.50%, 12/15/20(a)			281,000				283,389
6.13%, 7/1/22(a)			305,000				308,813
Cascades, Inc. 5.50%, 7/15/22(a)			327,000				328,635
Concordia International Corp. 9.00%, 4/1/22(a)			230,000				210,450
Cooke Omega Investments, Inc. 8.50%, 12/15/22(a)			215,000				214,463
Eldorado Gold Corp. 6.13%, 12/15/20(a)			379,000				357,207
GFL Environmental, Inc. 5.63%, 5/1/22(a)			193,000				187,693
5.38%, 3/1/23(a)			190,000				180,975
goeasy Ltd. 7.88%, 11/1/22(a)			210,000				219,975
Imperial Metals Corp. 7.00%, 3/15/19(a)(b)			155,000				134,075
Jupiter Resources, Inc. 8.50%, 10/1/22(a)			550,000				279,125
Kissner Holdings L.P. 8.38%, 12/1/22(a)			187,000				191,208
MEG Energy Corp. 6.38%, 1/30/23(a)			396,000				361,350
Mountain Province Diamonds, Inc. 8.00%, 12/15/22(a)			25,000				25,594

Investments		Principal Amount				Value
New Gold, Inc. 6.25%, 11/15/22(a)		$	240,000			$	214,200
Norbord, Inc. 6.25%, 4/15/23(a)			205,000				214,481
Open Text Corp. 5.63%, 1/15/23(a)			325,000				337,187
Quebecor Media, Inc. 5.75%, 1/15/23			408,000				424,320
Rockpoint Gas Storage Canada Ltd. 7.00%, 3/31/23(a)			190,000				192,375
Seven Generations Energy Ltd. 6.88%, 6/30/23(a)			240,000				250,800
Taseko Mines Ltd. 8.75%, 6/15/22(a)			150,000				151,500
Tervita Escrow Corp. 7.63%, 12/1/21(a)			430,000				447,737
Videotron Ltd. 5.00%, 7/15/22			445,000				454,456
Xplornet Communications, Inc. 9.63%, 6/1/22, Toggle PIK (9.625% Cash or 10.625% PIK)(a)			140,000				143,500
Total Canada							10,381,085
Chile – 0.1%
Lundin Mining Corp. 7.88%, 11/1/22(a)			265,000				277,587
Denmark – 0.1%
DKT Finance ApS 9.38%, 6/17/23(a)			220,000				233,200
Finland – 0.2%
Nokia Oyj 5.38%, 5/15/19			426,000				433,753
3.38%, 6/12/22			68,000				66,632
Total Finland							500,385
Germany – 0.4%
Deutsche Bank AG 4.30%, 5/24/28, (4.296% fixed rate until 5/24/23; 5-year U.S. dollar Swap Rate + 2.248% thereafter)(c)			800,000				731,977
Welltec A/S 9.50%, 12/1/22(a)			200,000				206,400
Total Germany							938,377
Ireland – 0.4%
Ardagh Packaging Finance PLC 4.25%, 9/15/22(a)			558,000				551,722
4.63%, 5/15/23(a)			200,000				198,750
Fly Leasing Ltd. 6.38%, 10/15/21			210,000				217,613
Total Ireland							968,085
Italy – 0.1%
Telecom Italia Capital S.A. 7.18%, 6/18/19			293,000				301,790

 

See Notes to Financial Statements.

 

WisdomTree Trust			55

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Table of Contents

Schedule of Investments (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Liberia – 0.0%
Eletson Holdings, Inc. 9.63%, 1/15/22, Series Ai		$	53,264			$	33,823
Luxembourg – 1.9%
Altice Financing S.A. 6.63%, 2/15/23(a)			899,000				906,857
Altice Luxembourg S.A. 7.75%, 5/15/22(a)			1,305,000				1,262,587
ARD Securities Finance SARL 8.75%, 1/31/23, Toggle PIK (8.75% Cash or 8.75% PIK)(a)			230,052				230,627
Intelsat Jackson Holdings S.A. 7.25%, 10/15/20			998,000				1,001,743
7.50%, 4/1/21			703,000				710,909
9.50%, 9/30/22(a)			300,000				349,500
Intelsat Luxembourg S.A. 8.13%, 6/1/23			480,000				418,200
Total Luxembourg							4,880,423
Netherlands – 1.1%
InterGen N.V. 7.00%, 6/30/23(a)			230,000				228,965
Koninklijke KPN N.V. 7.00%, 3/28/73, (7.00% fixed rate until 3/28/23; 10-year U.S. dollar Swap Rate + 5.21% until 3/28/43; 10-year U.S. dollar Swap Rate + 5.96% thereafter)(a)(c)			200,000				213,250
Lincoln Finance Ltd. 7.38%, 4/15/21(a)			371,000				383,521
NXP B.V. 4.13%, 6/15/20(a)			300,000				303,375
4.13%, 6/1/21(a)			541,000				543,029
4.63%, 6/15/22(a)			250,000				253,678
3.88%, 9/1/22(a)			758,000				753,262
OCI N.V. 6.63%, 4/15/23(a)			300,000				311,625
Total Netherlands							2,990,705
New Zealand – 0.1%
Trilogy International Partners LLC 8.88%, 5/1/22(a)(b)			220,000				223,300
Norway – 0.1%
Aker BP ASA 6.00%, 7/1/22(a)			235,000				242,491
Russia – 0.1%
Petropavlovsk 2016 Ltd. 8.13%, 11/14/22(a)			200,000				162,257
Sweden – 0.3%
Perstorp Holding AB 11.00%, 9/30/21(a)			226,000				246,905
Telefonaktiebolaget LM Ericsson 4.13%, 5/15/22			538,000				532,732
Total Sweden							779,637
Switzerland – 0.1%
VistaJet Malta Finance PLC 7.75%, 6/1/20(a)(b)			250,000				251,406

Investments		Principal Amount				Value
United Kingdom – 2.1%
Algeco Global Finance PLC 8.00%, 2/15/23(a)(b)		$	200,000			$	206,500
Alpha 2 B.V. 8.75%, 6/1/23, Toggle PIK (8.75% Cash or 9.50% PIK)(a)			200,000				201,250
Ardonagh Midco 3 PLC 8.63%, 7/15/23(a)			250,000				255,000
Avon International Operations, Inc. 7.88%, 8/15/22(a)			304,000				310,460
Avon Products, Inc. 6.60%, 3/15/20			160,000				160,615
7.00%, 3/15/23(b)			240,000				207,000
Fiat Chrysler Automobiles N.V. 4.50%, 4/15/20			672,000				677,880
5.25%, 4/15/23			600,000				611,250
Global Ship Lease, Inc. 9.88%, 11/15/22(a)			230,000				232,300
Inmarsat Finance PLC 4.88%, 5/15/22(a)			550,000				554,125
Jaguar Land Rover Automotive PLC 4.25%, 11/15/19(a)			462,000				462,000
3.50%, 3/15/20(a)			200,000				197,750
5.63%, 2/1/23(a)			200,000				198,000
KCA Deutag UK Finance PLC 9.88%, 4/1/22(a)			228,000				228,570
9.63%, 4/1/23(a)			260,000				253,500
Petrofac Ltd. 3.40%, 10/10/18(a)			221,000				221,552
Virgin Media Finance PLC 6.38%, 4/15/23(a)			300,000				310,500
Virgin Media Secured Finance PLC 5.25%, 1/15/21			270,000				277,425
Total United Kingdom							5,565,677
TOTAL FOREIGN CORPORATE BONDS (Cost: $30,596,760)							30,517,451
		Shares
COMMON STOCKS – 0.0%
United States – 0.0%
Harvest Oil & Gas Corp.*† (Cost: $62,225)			3,624				62,215
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 6.3%
United States – 6.3%
State Street Navigator Securities Lending Government Money Market Portfolio, 1.92%(f)
(Cost: $16,524,323)(g)			16,524,323				16,524,323
TOTAL INVESTMENTS IN SECURITIES – 103.7% (Cost: $272,480,415)							271,954,818
Other Assets less Liabilities – (3.7)%							(9,622,635	)
NET ASSETS – 100.0%						$	262,332,183

 

See Notes to Financial Statements.

 

56		WisdomTree Trust

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Schedule of Investments (concluded)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

August 31, 2018

 

 

 

*	Non-income producing security.

 

†	Security is being fair valued using significant unobservable inputs by a pricing committee under the direction of the Board of Trustees. The aggregate value of fair valued securities is $62,215, which represents 0.02% of net assets.

 

(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 August 31, 2018 (See Note 2).

 

(c)	Rate shown reflects the accrual rate as of August 31, 2018 on securities with variable or step rates.

 

(d)	Security in default on principal payment.

 

(e)	Security in default on interest payments.

 

(f)	Rate shown represents annualized 7-day yield as of August 31, 2018.

 

(g)

At August 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $15,747,026. The Fund also had securities on loan having a total market value of $402,558 that were sold and pending settlement. The total market value of the collateral held by the Fund was $16,735,565. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $211,242.

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			596				12/31/18			$	(125,970,188	)		$	(111,481	)
5 Year U.S. Treasury Note			684				12/31/18				(77,564,532	)			(143,689	)
										$	(203,534,720	)		$	(255,170	)

†	As of August 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $947,224.

 

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

 

See Notes to Financial Statements.

 

WisdomTree Trust			57

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Table of Contents

Schedule of Investments

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT AGENCIES – 28.4%
Federal Home Loan Bank – 0.4%
Federal Home Loan Bank 5.50%, 7/15/36		$	150,000			$	194,473
Federal Home Loan Mortgage Corporation – 8.1%
2.38%, 1/13/22			197,000				194,667
2.50%, 6/1/29			94,246				92,188
3.00%, 8/1/29			48,476				48,351
3.00%, 4/1/30			84,011				83,665
3.00%, 5/1/30			42,547				42,355
2.50%, 12/1/31			76,040				73,918
2.50%, 11/1/32			45,266				43,999
3.00%, 1/1/33			46,397				46,061
2.00%, 9/1/33(a)			25,000				23,568
2.50%, 9/1/33(a)			50,000				48,567
3.00%, 9/1/33(a)			25,000				24,803
3.50%, 9/1/33(a)			50,000				50,550
4.00%, 5/1/34			70,720				73,146
3.50%, 8/1/34			42,251				42,847
3.00%, 5/1/37			44,210				43,532
5.50%, 4/1/38			55,725				60,301
4.50%, 12/1/40			75,985				79,814
4.00%, 2/1/41			303,446				311,990
3.50%, 3/1/42			88,199				88,427
3.00%, 7/1/43			102,713				100,266
3.00%, 8/1/43			139,392				136,084
4.00%, 12/1/43			34,997				35,808
3.00%, 1/1/44			138,217				134,983
3.50%, 9/1/44			137,172				137,526
3.50%, 1/1/45			65,144				65,017
3.00%, 4/1/45			59,431				57,803
4.50%, 7/1/45			50,283				52,811
3.50%, 8/1/45			111,658				111,394
4.00%, 8/1/45			64,488				65,850
3.50%, 9/1/45			46,099				45,990
4.00%, 11/1/45			71,968				73,467
3.50%, 3/1/46			81,502				81,289
3.00%, 4/1/46			23,633				22,916
3.00%, 5/1/46			189,807				184,247
3.50%, 5/1/46			36,824				36,713
3.00%, 9/1/46			52,994				51,384
3.00%, 10/1/46			129,173				125,248
3.00%, 11/1/46			109,570				106,208
4.00%, 11/1/46			38,162				38,953
3.50%, 12/1/46			165,234				164,582
3.00%, 2/1/47			22,513				21,816
4.00%, 2/1/47			39,524				40,335
4.50%, 4/1/47			45,436				47,250
3.50%, 5/1/47			43,829				43,649
4.50%, 5/1/47			77,372				80,466
3.50%, 8/1/47			215,765				214,844
4.00%, 8/1/47			101,467				103,540
4.50%, 9/1/47			41,483				43,138
3.50%, 10/1/47			47,747				47,538
4.00%, 2/1/48			59,779				60,961
2.50%, 9/1/48(a)			25,000				23,407
3.50%, 9/1/48(a)			100,000				99,481

Investments		Principal Amount				Value
4.50%, 9/1/48(a)		$	25,000			$	25,979
5.00%, 9/1/48(a)			100,000				105,695
Total Federal Home Loan Mortgage Corporation							4,259,387
Federal National Mortgage Association – 12.1%
4.00%, 7/1/19			127				130
5.50%, 10/1/25			63,825				68,497
4.00%, 7/1/26			13,174				13,498
3.50%, 10/1/26			74,429				75,301
3.50%, 12/1/26			16,899				17,097
2.50%, 8/1/28			43,250				42,368
3.00%, 11/1/28			22,065				22,019
3.00%, 7/1/29			90,516				90,331
3.00%, 9/1/30			48,427				48,328
2.50%, 6/1/31			37,805				36,777
2.50%, 7/1/31			38,448				37,402
2.50%, 10/1/31			132,477				128,874
2.50%, 4/1/32			39,736				38,655
2.50%, 10/1/32			44,774				43,556
2.50%, 12/1/32			22,993				22,368
3.00%, 3/1/33			56,978				56,702
3.00%, 4/1/33			95,753				95,290
2.00%, 9/1/33(a)			25,000				23,599
2.50%, 9/1/33(a)			25,000				24,302
3.00%, 9/1/33(a)			25,000				24,856
3.50%, 9/1/33(a)			50,000				50,547
4.00%, 9/1/33(a)			75,000				76,770
6.00%, 2/1/34			70,597				77,981
4.00%, 8/1/34			23,975				24,710
3.50%, 1/1/36			27,973				28,290
3.00%, 11/1/36			106,783				105,190
3.00%, 2/1/37			109,715				108,208
3.50%, 4/1/38			48,815				48,897
4.50%, 9/1/39			32,449				34,017
3.50%, 6/1/42			22,480				22,540
4.00%, 7/1/42			128,722				132,309
4.00%, 9/1/42			108,514				111,354
3.00%, 1/1/43			114,422				111,781
3.00%, 4/1/43			120,648				117,774
3.50%, 5/1/43			34,778				34,870
4.00%, 6/1/43			13,858				14,219
3.00%, 8/1/43			64,650				63,115
4.00%, 11/1/43			30,175				30,877
3.00%, 2/1/44			98,911				96,675
4.50%, 5/1/44			24,378				25,468
4.00%, 9/1/44			112,277				114,630
4.00%, 10/1/44			33,796				34,503
3.50%, 2/1/45			190,277				190,784
3.50%, 4/1/45			124,198				123,838
4.00%, 8/1/45			227,765				232,352
3.50%, 12/1/45			165,168				164,690
3.50%, 1/1/46			148,813				148,337
3.50%, 2/1/46			79,606				79,368
3.50%, 4/1/46			34,464				34,351
4.00%, 4/1/46			32,548				33,206
3.50%, 5/1/46			260,318				259,411
4.50%, 5/1/46			165,401				171,875
4.00%, 7/1/46			89,739				91,496
3.00%, 9/1/46			128,661				124,683

 

See Notes to Financial Statements.

 

58		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
3.00%, 10/1/46		$	88,081			$	85,344
4.00%, 10/1/46			39,425				40,193
2.50%, 11/1/46			22,977				21,541
3.00%, 11/1/46			246,865				239,433
3.50%, 11/1/46			42,634				42,511
3.00%, 12/1/46			170,003				164,713
3.00%, 1/1/47			90,629				87,809
3.00%, 2/1/47			45,700				44,277
4.00%, 2/1/47			44,908				45,772
3.50%, 3/1/47			21,820				21,725
4.00%, 3/1/47			46,685				47,584
4.00%, 5/1/47			134,812				137,400
4.00%, 8/1/47			135,689				138,573
3.50%, 11/1/47			383,175				381,407
4.50%, 11/1/47			87,169				90,581
3.50%, 12/1/47			143,644				142,961
3.00%, 1/1/48			48,414				46,905
3.50%, 1/1/48			160,590				159,828
3.00%, 9/1/48(a)			25,000				24,197
3.50%, 9/1/48(a)			75,000				74,594
4.00%, 9/1/48(a)			25,000				25,458
4.50%, 9/1/48(a)			50,000				51,929
5.00%, 9/1/48(a)			150,000				158,639
5.50%, 9/1/48(a)			75,000				80,496
Total Federal National Mortgage Association							6,382,936
Government National Mortgage Association – 7.8%
5.00%, 2/20/43			59,521				63,486
4.00%, 5/20/43			57,854				59,772
5.00%, 4/20/44			126,508				134,855
3.50%, 7/20/44			193,129				194,939
4.00%, 7/20/44			37,808				39,033
5.00%, 7/20/44			23,086				24,605
3.50%, 8/20/44			240,758				242,904
5.00%, 8/20/44			21,707				23,134
3.00%, 9/20/44			105,742				104,371
3.00%, 1/20/45			45,043				44,264
3.50%, 11/20/45			204,508				206,111
3.00%, 12/20/45			252,870				248,214
4.50%, 12/20/45			90,511				95,393
3.00%, 5/20/46			44,288				43,493
3.50%, 9/20/46			226,948				228,132
4.00%, 10/20/46			157,244				161,779
4.00%, 12/20/46			72,505				74,464
4.00%, 1/20/47			68,857				70,613
4.50%, 1/20/47			78,875				83,108
3.50%, 2/20/47			90,692				91,136
4.00%, 2/20/47			68,818				70,574
3.50%, 4/20/47			136,584				137,252
4.00%, 7/20/47			104,103				107,136
3.00%, 8/20/47			116,733				114,318
4.00%, 8/20/47			86,366				88,569
4.50%, 10/20/47			45,397				47,249
3.00%, 11/20/47			144,014				141,012
3.00%, 12/20/47			121,058				118,535
3.50%, 1/20/48			390,331				392,388
4.00%, 1/20/48			50,016				51,292
3.00%, 2/20/48			97,944				95,903
3.50%, 7/20/48			149,521				150,253

Investments		Principal Amount				Value
2.50%, 9/1/48(a)		$	25,000			$	23,700
3.00%, 9/1/48(a)			200,000				195,656
3.50%, 9/1/48(a)			25,000				25,099
4.00%, 9/1/48(a)			75,000				76,819
4.50%, 9/1/48(a)			50,000				51,976
Total Government National Mortgage Association							4,121,537
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $15,080,466)							14,958,333
U.S. GOVERNMENT OBLIGATIONS – 37.0%
U.S. Treasury Bonds – 7.3%
U.S. Treasury Bond 7.63%, 11/15/22			200,000				238,715
6.88%, 8/15/25			401,000				504,022
5.38%, 2/15/31			25,000				31,499
5.00%, 5/15/37			25,000				32,516
4.38%, 2/15/38			80,000				97,161
4.50%, 5/15/38			25,000				30,865
3.50%, 2/15/39			130,000				141,149
4.25%, 5/15/39			150,000				180,141
4.50%, 8/15/39			125,000				155,085
4.38%, 11/15/39			13,000				15,898
2.88%, 5/15/43			75,000				73,321
3.63%, 8/15/43			80,000				88,677
3.75%, 11/15/43			155,000				175,356
3.38%, 5/15/44			125,000				133,281
3.13%, 8/15/44			300,000				306,457
3.00%, 11/15/44			154,000				153,868
2.50%, 2/15/45			75,000				68,051
3.00%, 5/15/45			100,000				99,904
2.88%, 8/15/45			100,000				97,535
3.00%, 11/15/45			150,000				149,839
2.50%, 5/15/46			760,000				687,236
2.25%, 8/15/46			30,000				25,706
2.75%, 8/15/47			100,000				94,980
2.75%, 11/15/47			100,000				94,963
3.00%, 2/15/48			150,000				149,745
3.13%, 5/15/48			25,000				25,586
Total U.S. Treasury Bonds							3,851,556
U.S. Treasury Notes – 29.7%
U.S. Treasury Note 1.13%, 2/28/19			100,000				99,461
0.88%, 7/31/19			300,000				295,834
1.75%, 9/30/19			100,000				99,217
1.13%, 12/31/19			300,000				294,527
1.63%, 12/31/19			600,000				592,793
1.88%, 12/31/19			200,000				198,250
3.50%, 5/15/20			120,000				121,756
1.38%, 5/31/20			200,000				195,816
1.50%, 5/31/20			200,000				196,234
1.63%, 6/30/20			130,000				127,707
1.88%, 6/30/20			200,000				197,410
2.50%, 6/30/20			130,000				129,721
1.50%, 7/15/20			205,000				200,852
1.63%, 7/31/20			200,000				196,301
2.00%, 7/31/20			100,000				98,857
1.50%, 8/15/20			170,000				166,388

 

See Notes to Financial Statements.

 

WisdomTree Trust			59

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
2.63%, 8/15/20		$	200,000			$	200,000
1.38%, 8/31/20			200,000				195,160
1.38%, 9/30/20			200,000				194,941
1.63%, 10/15/20			200,000				195,836
1.38%, 10/31/20			600,000				584,109
1.75%, 11/15/20			200,000				196,164
2.63%, 11/15/20			300,000				299,772
1.63%, 11/30/20			450,000				440,007
1.75%, 12/31/20			305,000				298,811
3.63%, 2/15/21			300,000				306,727
1.13%, 2/28/21			305,000				293,729
1.13%, 7/31/21			200,000				191,285
2.13%, 8/15/21			100,000				98,400
1.13%, 8/31/21			170,000				162,370
1.13%, 9/30/21			500,000				476,875
2.13%, 9/30/21			300,000				294,955
1.25%, 10/31/21			105,000				100,417
2.00%, 10/31/21			95,000				92,991
2.00%, 11/15/21			120,000				117,431
1.75%, 5/15/22			30,000				28,979
1.63%, 8/15/22			200,000				191,813
1.63%, 8/31/22			200,000				191,703
1.88%, 8/31/22			200,000				193,574
1.75%, 9/30/22			200,000				192,500
1.88%, 9/30/22			200,000				193,438
1.63%, 11/15/22			522,000				499,183
1.50%, 3/31/23			225,000				213,135
2.75%, 4/30/23			200,000				200,109
1.75%, 5/15/23			750,000				717,671
2.75%, 5/31/23			200,000				200,156
1.38%, 6/30/23			135,000				126,752
1.25%, 7/31/23			100,000				93,199
2.50%, 8/15/23			500,000				494,522
1.38%, 9/30/23			200,000				187,039
1.63%, 10/31/23			100,000				94,617
2.25%, 1/31/24			110,000				107,196
2.75%, 2/15/24			140,000				139,937
2.50%, 5/15/24			300,000				295,740
2.25%, 11/15/24			180,000				174,502
2.13%, 11/30/24			75,000				72,176
2.25%, 12/31/24			105,000				101,741
2.50%, 1/31/25			105,000				103,218
2.00%, 2/15/25			250,000				238,257
2.75%, 2/28/25			105,000				104,777
2.13%, 5/15/25			300,000				287,637
2.00%, 8/15/25			170,000				161,334
2.25%, 11/15/25			300,000				289,078
1.50%, 8/15/26			725,000				656,862
2.25%, 2/15/27			100,000				95,609
2.38%, 5/15/27			250,000				241,152
2.25%, 8/15/27			220,000				209,623
2.25%, 11/15/27			125,000				118,945
2.75%, 2/15/28			195,000				193,286
2.88%, 5/15/28			250,000				250,327
Total U.S. Treasury Notes							15,610,891
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $19,569,844)							19,462,447

Investments		Principal Amount				Value
CORPORATE BONDS – 23.0%
United States – 23.0%
21st Century Fox America, Inc. 6.40%, 12/15/35		$	5,000			$	6,207
6.65%, 11/15/37			22,000				28,630
4.95%, 10/15/45			5,000				5,503
3M Co. 2.25%, 9/19/26			5,000				4,593
3.13%, 9/19/46			25,000				21,673
Abbott Laboratories 3.40%, 11/30/23			20,000				19,948
6.15%, 11/30/37			30,000				36,280
4.75%, 4/15/43			10,000				10,731
AbbVie, Inc. 3.60%, 5/14/25			61,000				59,674
Activision Blizzard, Inc. 2.30%, 9/15/21			5,000				4,848
2.60%, 6/15/22			25,000				24,282
Aetna, Inc. 3.88%, 8/15/47			20,000				17,925
Air Lease Corp. 2.13%, 1/15/20			5,000				4,934
3.38%, 6/1/21			5,000				4,975
2.63%, 7/1/22			5,000				4,815
3.88%, 7/3/23			5,000				4,979
4.25%, 9/15/24			5,000				5,022
3.63%, 4/1/27			25,000				23,492
Aircastle Ltd. 5.00%, 4/1/23			5,000				5,205
Alexandria Real Estate Equities, Inc. 4.00%, 1/15/24			5,000				5,058
Allergan Funding SCS 3.45%, 3/15/22			25,000				24,838
4.55%, 3/15/35			10,000				9,851
4.75%, 3/15/45			5,000				4,999
Altria Group, Inc. 2.85%, 8/9/22			75,000				73,674
Amazon.com, Inc. 4.05%, 8/22/47			25,000				24,833
Ameren Illinois Co. 3.80%, 5/15/28			50,000				50,847
American Express Co. 3.00%, 10/30/24			50,000				48,156
4.05%, 12/3/42			20,000				19,973
American Express Credit Corp. 2.25%, 8/15/19			5,000				4,979
1.70%, 10/30/19			5,000				4,941
3.30%, 5/3/27			10,000				9,778
American Honda Finance Corp. 1.95%, 7/20/20			25,000				24,526
2.65%, 2/12/21			5,000				4,958
2.90%, 2/16/24			5,000				4,874
2.30%, 9/9/26			5,000				4,559
American International Group, Inc. 2.30%, 7/16/19			25,000				24,910
4.88%, 6/1/22			5,000				5,245

 

See Notes to Financial Statements.

 

60		WisdomTree Trust

---

Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
4.70%, 7/10/35		$	5,000			$	4,990
4.75%, 4/1/48			30,000				29,818
American Tower Corp. 2.80%, 6/1/20			5,000				4,962
3.30%, 2/15/21			5,000				4,988
3.60%, 1/15/28			20,000				18,833
American Water Capital Corp. 2.95%, 9/1/27			5,000				4,766
3.75%, 9/1/47			5,000				4,634
Amgen, Inc. 3.45%, 10/1/20			5,000				5,035
2.25%, 8/19/23			5,000				4,724
4.66%, 6/15/51			88,000				88,352
Anadarko Petroleum Corp. 5.55%, 3/15/26			25,000				26,924
Anthem, Inc. 2.50%, 11/21/20			10,000				9,856
4.65%, 1/15/43			69,000				67,980
Aon Corp. 5.00%, 9/30/20			50,000				51,687
Apache Corp. 6.00%, 1/15/37			17,000				18,850
Apple, Inc. 1.50%, 9/12/19			5,000				4,951
1.55%, 2/7/20			70,000				68,873
2.00%, 5/6/20			70,000				69,122
3.00%, 2/9/24			20,000				19,795
3.00%, 6/20/27			25,000				24,035
4.45%, 5/6/44			20,000				21,137
4.38%, 5/13/45			20,000				20,978
Ares Capital Corp. 4.25%, 3/1/25			5,000				4,849
Ascension Health 4.85%, 11/15/53			25,000				28,450
Assurant, Inc. 4.00%, 3/15/23			10,000				9,957
5.88%, 10/1/19			5,000				5,149
4.60%, 2/15/21			5,000				5,134
2.80%, 2/17/21			25,000				24,733
4.45%, 5/15/21			25,000				25,678
3.00%, 2/15/22			25,000				24,610
3.20%, 3/1/22			50,000				49,488
4.30%, 2/15/30(b)			54,000				51,899
4.35%, 6/15/45			102,000				87,792
5.45%, 3/1/47			10,000				9,956
AXA Equitable Holdings, Inc. 4.35%, 4/20/28(b)			50,000				48,561
Bank of America Corp.
2.60%, 1/15/19, Series L			28,000				28,005
5.63%, 7/1/20			5,000				5,223
2.63%, 10/19/20			10,000				9,899
2.15%, 11/9/20			5,000				4,900
2.33%, 10/1/21, (2.328% fixed rate until 10/1/20; 3-month U.S. dollar London Interbank Offered Rate + 0.63% thereafter)(c)			10,000				9,796

Investments		Principal Amount				Value
3.50%, 5/17/22, (3.499% fixed rate until 5/17/21; 3-month U.S. dollar London Interbank Offered Rate + 0.63% thereafter)(c)		$	10,000			$	10,022
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)(c)			165,000				160,801
4.13%, 1/22/24			50,000				51,171
4.20%, 8/26/24			50,000				50,306
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)(c)			75,000				70,756
4.75%, 4/21/45, Series L			10,000				10,289
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)(c)			20,000				18,515
Bayer US Finance II LLC 2.75%, 7/15/21(b)			100,000				97,457
BB&T Corp. 5.25%, 11/1/19			25,000				25,659
2.45%, 1/15/20			25,000				24,862
2.05%, 5/10/21			5,000				4,855
3.20%, 9/3/21			5,000				5,005
Becton Dickinson and Co. 2.68%, 12/15/19			25,000				24,881
2.89%, 6/6/22			20,000				19,496
Bemis Co., Inc. 4.50%, 10/15/21			5,000				5,118
Berkshire Hathaway Energy Co. 3.25%, 4/15/28			25,000				23,946
Berkshire Hathaway, Inc. 2.10%, 8/14/19			5,000				4,980
3.75%, 8/15/21			5,000				5,126
Boardwalk Pipelines L.P.
4.95%, 12/15/24			5,000				5,114
4.45%, 7/15/27			20,000				19,572
Boeing Capital Corp. 4.70%, 10/27/19			5,000				5,113
Boeing Co. (The) 2.25%, 6/15/26			5,000				4,578
5.88%, 2/15/40			10,000				12,652
Boston Properties L.P. 5.88%, 10/15/19			5,000				5,128
3.85%, 2/1/23			5,000				5,055
3.13%, 9/1/23			5,000				4,906
3.65%, 2/1/26			5,000				4,899
2.75%, 10/1/26			5,000				4,587
Boston Scientific Corp. 6.00%, 1/15/20			25,000				25,979
Brixmor Operating Partnership L.P. 3.65%, 6/15/24			5,000				4,853
Broadcom Corp. 2.38%, 1/15/20			10,000				9,897
3.88%, 1/15/27			25,000				23,431

 

See Notes to Financial Statements.

 

WisdomTree Trust			61

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Burlington Northern Santa Fe LLC 4.70%, 10/1/19		$	51,500			$	52,513
6.15%, 5/1/37			10,000				12,400
3.90%, 8/1/46			5,000				4,798
Campbell Soup Co. 3.30%, 3/15/21			5,000				4,978
Capital One Financial Corp. 2.50%, 5/12/20			30,000				29,705
4.75%, 7/15/21			5,000				5,179
3.50%, 6/15/23			30,000				29,693
Cardinal Health, Inc. 2.40%, 11/15/19			5,000				4,974
Carnival Corp. 3.95%, 10/15/20			5,000				5,079
Caterpillar Financial Services Corp. 2.10%, 1/10/20			25,000				24,776
2.85%, 6/1/22			5,000				4,944
2.40%, 6/6/22			5,000				4,869
3.75%, 11/24/23			25,000				25,560
Cboe Global Markets, Inc. 3.65%, 1/12/27			5,000				4,867
CBRE Services, Inc. 4.88%, 3/1/26			5,000				5,204
CBS Corp. 3.38%, 3/1/22			5,000				4,955
3.38%, 2/15/28			5,000				4,598
4.90%, 8/15/44			5,000				4,863
Celanese US Holdings LLC 5.88%, 6/15/21			5,000				5,286
Celgene Corp.
4.00%, 8/15/23			20,000				20,311
3.45%, 11/15/27			30,000				28,301
CenterPoint Energy Resources Corp. 3.55%, 4/1/23			10,000				9,973
4.10%, 9/1/47			5,000				4,691
Charter Communications Operating LLC 6.83%, 10/23/55			25,000				27,590
Church & Dwight Co., Inc. 2.88%, 10/1/22			5,000				4,898
3.15%, 8/1/27			35,000				32,923
Cigna Corp. 3.88%, 10/15/47			5,000				4,299
Cintas Corp. No 2.90%, 4/1/22			5,000				4,921
3.25%, 6/1/22			30,000				29,906
3.70%, 4/1/27			25,000				24,822
Cisco Systems, Inc. 1.85%, 9/20/21			10,000				9,688
3.00%, 6/15/22			5,000				4,987
2.60%, 2/28/23			5,000				4,900
5.90%, 2/15/39			15,000				18,801
Citigroup, Inc. 2.65%, 10/26/20			10,000				9,889
2.70%, 3/30/21			100,000				98,581
3.30%, 4/27/25			10,000				9,685
5.50%, 9/13/25			80,000				85,327
3.70%, 1/12/26			10,000				9,789

Investments		Principal Amount				Value
4.45%, 9/29/27		$	25,000			$	24,814
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)(c)			25,000				23,607
6.63%, 6/15/32			5,000				5,941
6.68%, 9/13/43			20,000				24,916
CME Group, Inc. 3.00%, 3/15/25			5,000				4,867
5.30%, 9/15/43			5,000				5,954
4.15%, 6/15/48			5,000				5,130
CNH Industrial Capital LLC 4.38%, 4/5/22(d)			5,000				5,078
Comcast Cable Communications Holdings, Inc. 9.46%, 11/15/22			5,000				6,142
Comcast Corp. 3.13%, 7/15/22			5,000				4,970
3.55%, 5/1/28			100,000				96,996
6.45%, 3/15/37			29,000				35,187
3.40%, 7/15/46			10,000				8,317
4.05%, 11/1/52			10,000				8,904
Commonwealth Edison Co. 4.70%, 1/15/44			15,000				16,367
Concho Resources, Inc. 3.75%, 10/1/27			25,000				23,972
ConocoPhillips 6.50%, 2/1/39			20,000				26,063
Consolidated Edison Co. of New York, Inc. 4.00%, 11/15/57, Series C			20,000				18,725
Continental Resources, Inc. 4.50%, 4/15/23			5,000				5,121
Costco Wholesale Corp. 2.30%, 5/18/22			5,000				4,866
3.00%, 5/18/27			5,000				4,825
CSX Corp. 4.50%, 8/1/54			20,000				19,646
4.00%, 12/5/23			50,000				50,446
6.25%, 6/1/27			50,000				56,540
4.88%, 7/20/35			50,000				50,869
5.05%, 3/25/48			10,000				10,244
DDR Corp. 4.70%, 6/1/27			30,000				30,466
Dell International LLC 8.35%, 7/15/46(b)			25,000				30,765
Delphi Corp. 4.15%, 3/15/24			5,000				5,056
Delta Air Lines, Inc. 2.60%, 12/4/20			10,000				9,805
Discovery Communications LLC 2.20%, 9/20/19			5,000				4,961
4.38%, 6/15/21			5,000				5,099
5.20%, 9/20/47			10,000				9,737
Dominion Energy, Inc. 5.95%, 6/15/35, Series B			5,000				5,743
Dover Corp. 3.15%, 11/15/25			25,000				24,126

 

See Notes to Financial Statements.

 

62		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Dow Chemical Co. (The) 4.25%, 11/15/20		$	125,000			$	127,750
4.13%, 11/15/21			5,000				5,105
3.00%, 11/15/22			5,000				4,903
7.38%, 11/1/29			5,000				6,318
4.25%, 10/1/34			5,000				4,885
9.40%, 5/15/39			5,000				7,715
4.38%, 11/15/42			5,000				4,753
Duke Energy Corp. 3.15%, 8/15/27			25,000				23,509
Duke Energy Florida LLC 6.40%, 6/15/38			45,500				59,032
DXC Technology Co. 4.75%, 4/15/27			10,000				10,223
Eastman Chemical Co. 2.70%, 1/15/20			5,000				4,979
4.80%, 9/1/42			5,000				5,028
eBay, Inc. 2.20%, 8/1/19			5,000				4,974
Ecolab, Inc. 2.70%, 11/1/26			5,000				4,671
Eli Lilly & Co. 3.70%, 3/1/45			5,000				4,826
3.95%, 5/15/47			25,000				25,172
Emerson Electric Co. 2.63%, 2/15/23			5,000				4,855
Enbridge Energy Partners L.P. 5.88%, 10/15/25			5,000				5,511
Energy Transfer Partners L.P. 4.65%, 6/1/21			100,000				102,686
4.20%, 9/15/23, Series 5Y			5,000				5,066
6.63%, 10/15/36			20,000				22,438
Entergy Louisiana LLC 4.00%, 3/15/33			5,000				5,098
Enterprise Products Operating LLC 3.35%, 3/15/23			87,000				86,373
6.88%, 3/1/33, Series D			20,000				25,120
4.25%, 2/15/48			100,000				94,677
EQT Midstream Partners L.P. 4.75%, 7/15/23, Series 5Y			5,000				5,078
Exelon Corp. 5.10%, 6/15/45			35,000				37,455
Expedia Group, Inc. 5.95%, 8/15/20			5,000				5,244
3.80%, 2/15/28			5,000				4,702
Express Scripts Holding Co. 4.75%, 11/15/21			5,000				5,173
3.40%, 3/1/27			10,000				9,281
Exxon Mobil Corp. 3.04%, 3/1/26			25,000				24,434
3.57%, 3/6/45			25,000				23,472
Family Dollar Stores, Inc. 5.00%, 2/1/21			50,000				51,890
FedEx Corp. 3.20%, 2/1/25			5,000				4,907
3.88%, 8/1/42			5,000				4,470

Investments		Principal Amount				Value
4.75%, 11/15/45		$	5,000			$	5,051
4.40%, 1/15/47			20,000				19,063
Fidelity National Information Services, Inc. 3.50%, 4/15/23			25,000				24,893
4.75%, 5/15/48, Series 30Y			5,000				5,066
Fifth Third Bancorp 8.25%, 3/1/38			20,000				27,715
FirstEnergy Corp. 3.90%, 7/15/27, Series B			20,000				19,695
Flex Ltd. 5.00%, 2/15/23			5,000				5,184
Florida Power & Light Co. 4.13%, 6/1/48			30,000				30,741
Fluor Corp. 3.38%, 9/15/21			10,000				10,122
Ford Motor Co.
6.63%, 10/1/28			5,000				5,366
4.75%, 1/15/43			27,000				22,460
FS Investment Corp. 4.00%, 7/15/19			10,000				10,022
General Electric Co.
5.55%, 5/4/20			5,000				5,200
5.30%, 2/11/21			5,000				5,245
4.65%, 10/17/21			10,000				10,417
6.75%, 3/15/32, Series A			20,000				24,832
5.88%, 1/14/38			25,000				28,642
General Mills, Inc. 4.55%, 4/17/38			30,000				29,544
General Motors Co. 4.20%, 10/1/27			75,000				72,250
General Motors Financial Co., Inc.
2.35%, 10/4/19			5,000				4,971
3.55%, 4/9/21			5,000				4,996
3.15%, 6/30/22			5,000				4,876
4.00%, 1/15/25			80,000				77,654
Georgia Power Co.
2.00%, 3/30/20			25,000				24,560
4.30%, 3/15/43			50,000				48,486
Georgia-Pacific LLC 7.75%, 11/15/29			5,000				6,664
Gilead Sciences, Inc. 1.85%, 9/20/19			5,000				4,955
2.55%, 9/1/20			10,000				9,914
3.65%, 3/1/26			100,000				99,207
5.65%, 12/1/41			25,000				29,217
4.50%, 2/1/45			20,000				20,105
Goldman Sachs Capital I 6.35%, 2/15/34			20,000				23,501
2.55%, 10/23/19			10,000				9,966
5.38%, 3/15/20			30,000				31,010
6.00%, 6/15/20, Series D			100,000				104,784
3.63%, 1/22/23			30,000				30,019
3.20%, 2/23/23			30,000				29,512
5.95%, 1/15/27			25,000				27,656
3.85%, 1/26/27			25,000				24,370

 

See Notes to Financial Statements.

 

WisdomTree Trust			63

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
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)(c)		$	25,000			$	23,944
6.13%, 2/15/33			10,000				11,605
5.15%, 5/22/45			20,000				20,615
Halliburton Co. 6.70%, 9/15/38			20,000				25,052
Harris Corp. 2.70%, 4/27/20			5,000				4,959
HCP, Inc. 3.15%, 8/1/22			30,000				29,379
3.88%, 8/15/24			5,000				4,929
Healthcare Trust of America Holdings L.P. 3.75%, 7/1/27			5,000				4,769
Hess Corp. 6.00%, 1/15/40			25,000				26,136
Hewlett Packard Enterprise Co. 3.60%, 10/15/20			50,000				50,412
4.40%, 10/15/22			50,000				51,552
6.20%, 10/15/35			25,000				25,944
Home Depot, Inc. (The) 2.80%, 9/14/27			25,000				23,624
5.88%, 12/16/36			15,000				18,487
Honeywell International, Inc. 1.80%, 10/30/19			5,000				4,959
2.50%, 11/1/26			10,000				9,315
Hospitality Properties Trust 5.00%, 8/15/22			5,000				5,162
HP, Inc. 4.30%, 6/1/21			50,000				51,310
Hubbell, Inc. 3.15%, 8/15/27			25,000				23,357
Hudson Pacific Properties L.P. 3.95%, 11/1/27			5,000				4,734
Humana, Inc. 4.80%, 3/15/47			25,000				25,943
Hyatt Hotels Corp. 3.38%, 7/15/23			50,000				49,280
Illinois Tool Works, Inc. 2.65%, 11/15/26			5,000				4,684
Intel Corp. 3.30%, 10/1/21			10,000				10,110
4.10%, 5/11/47			20,000				20,182
Intercontinental Exchange, Inc. 2.75%, 12/1/20			10,000				9,924
3.10%, 9/15/27			5,000				4,765
International Business Machines Corp. 5.88%, 11/29/32			25,000				30,146
International Lease Finance Corp. 6.25%, 5/15/19			10,000				10,223
5.88%, 8/15/22			80,000				85,335
International Paper Co. 4.75%, 2/15/22			101,000				105,039
3.80%, 1/15/26			5,000				4,942
7.30%, 11/15/39			5,000				6,391
4.80%, 6/15/44			5,000				4,969
Investments		Principal Amount				Value
4.35%, 8/15/48			10,000				9,198
Jabil, Inc. 4.70%, 9/15/22			5,000				5,134
Jefferies Group LLC 6.45%, 6/8/27			25,000				27,203
John Deere Capital Corp. 1.25%, 10/9/19			5,000				4,917
1.95%, 6/22/20			14,000				13,782
2.80%, 3/6/23			25,000				24,567
3.45%, 6/7/23(d)			5,000				5,047
2.80%, 9/8/27			5,000				4,703
Johnson & Johnson 2.63%, 1/15/25			50,000				48,632
Johnson Controls International PLC 5.00%, 3/30/20			30,000				30,840
6.00%, 1/15/36			25,000				29,215
JPMorgan Chase & Co. 4.95%, 3/25/20			30,000				30,842
4.25%, 10/15/20			100,000				102,241
2.55%, 10/29/20			10,000				9,884
4.50%, 1/24/22			10,000				10,373
3.20%, 1/25/23			150,000				148,620
3.30%, 4/1/26			10,000				9,659
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)(c)			25,000				23,916
5.50%, 10/15/40			37,000				42,238
5.63%, 8/16/43			20,000				22,890
Juniper Networks, Inc. 3.30%, 6/15/20			5,000				4,989
Kaiser Foundation Hospitals 4.15%, 5/1/47			10,000				10,303
Keurig Dr Pepper, Inc. 4.42%, 12/15/46			25,000				23,286
Kimco Realty Corp. 2.80%, 10/1/26			5,000				4,507
Kinder Morgan Energy Partners L.P. 3.45%, 2/15/23			5,000				4,935
3.50%, 9/1/23			5,000				4,936
5.50%, 3/1/44			99,000				101,822
Kinder Morgan, Inc. 7.75%, 1/15/32			5,000				6,231
KLA-Tencor Corp. 4.13%, 11/1/21			5,000				5,093
Kraft Heinz Foods Co. 5.38%, 2/10/20			50,000				51,609
3.38%, 6/15/21			5,000				5,006
3.50%, 6/6/22			100,000				99,772
3.00%, 6/1/26			25,000				22,853
4.38%, 6/1/46			10,000				8,793
Kroger Co. (The) 3.70%, 8/1/27			20,000				19,383
Laboratory Corp. of America Holdings 3.20%, 2/1/22			75,000				74,394
Lam Research Corp. 2.80%, 6/15/21			5,000				4,933

 

See Notes to Financial Statements.

 

64		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Legg Mason, Inc. 5.63%, 1/15/44		$	5,000			$	5,139
Lincoln National Corp. 3.80%, 3/1/28			5,000				4,869
Lockheed Martin Corp. 4.25%, 11/15/19			5,000				5,083
6.15%, 9/1/36, Series B			25,000				30,764
4.09%, 9/15/52			25,000				24,006
Lowe’s Cos., Inc. 4.63%, 4/15/20			5,000				5,101
3.80%, 11/15/21			5,000				5,108
4.05%, 5/3/47			15,000				14,706
LYB International Finance B.V. 4.88%, 3/15/44			5,000				5,058
LYB International Finance II B.V. 3.50%, 3/2/27			25,000				23,822
Macy’s Retail Holdings, Inc. 3.63%, 6/1/24(d)			5,000				4,828
Marathon Oil Corp. 3.85%, 6/1/25			5,000				4,924
6.80%, 3/15/32			5,000				5,949
Marriott International, Inc.
3.38%, 10/15/20			50,000				50,114
3.13%, 10/15/21, Series N			5,000				4,963
Marsh & McLennan Cos., Inc. 2.35%, 9/10/19			5,000				4,976
4.20%, 3/1/48			5,000				4,967
Martin Marietta Materials, Inc. 3.50%, 12/15/27			5,000				4,652
Marvell Technology Group Ltd. 4.20%, 6/22/23			5,000				5,027
Massachusetts Institute of Technology 3.89%, 7/1/2116			20,000				18,648
McCormick & Co., Inc. 2.70%, 8/15/22			5,000				4,874
McDonald’s Corp. 2.20%, 5/26/20			25,000				24,693
3.38%, 5/26/25			5,000				4,921
3.70%, 2/15/42			20,000				18,165
McKesson Corp. 3.95%, 2/16/28			5,000				4,845
Medtronic, Inc. 4.63%, 3/15/44			5,000				5,334
Merck & Co., Inc. 2.35%, 2/10/22			5,000				4,898
2.40%, 9/15/22			5,000				4,879
MetLife, Inc. 3.60%, 11/13/25			100,000				99,621
Microsoft Corp. 1.85%, 2/12/20			5,000				4,947
3.30%, 2/6/27			150,000				148,865
3.50%, 11/15/42			25,000				23,476
4.25%, 2/6/47, Series 30Y			20,000				21,188
4.50%, 2/6/57			20,000				21,900
MidAmerican Energy Co. 4.80%, 9/15/43			15,000				16,595

Investments		Principal Amount				Value
Molson Coors Brewing Co. 5.00%, 5/1/42		$	5,000			$	5,106
Moody’s Corp. 3.25%, 6/7/21			5,000				4,992
2.75%, 12/15/21			5,000				4,910
3.25%, 1/15/28			20,000				19,026
Morgan Stanley 5.50%, 7/28/21			10,000				10,586
4.88%, 11/1/22			100,000				104,312
3.75%, 2/25/23			10,000				10,074
3.70%, 10/23/24			10,000				9,928
4.00%, 7/23/25			10,000				10,053
3.13%, 7/27/26			10,000				9,359
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)(c)			25,000				23,849
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)(c)			25,000				24,156
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)(c)			20,000				18,821
4.38%, 1/22/47			20,000				19,669
Mosaic Co. (The) 4.88%, 11/15/41			10,000				9,321
5.63%, 11/15/43			5,000				5,132
Motorola Solutions, Inc. 3.50%, 3/1/23			5,000				4,896
Mount Sinai Hospitals Group, Inc. 3.98%, 7/1/48, Series 2017			5,000				4,819
MPLX L.P. 4.00%, 3/15/28			20,000				19,327
Mylan N.V. 3.75%, 12/15/20			30,000				30,166
3.95%, 6/15/26			10,000				9,507
NBCUniversal Media LLC 5.95%, 4/1/41			5,000				5,817
Newell Brands, Inc. 3.85%, 4/1/23			30,000				29,493
NIKE, Inc. 3.88%, 11/1/45			5,000				4,871
3.38%, 11/1/46			5,000				4,492
NiSource, Inc. 3.65%, 6/15/23(b)			5,000				5,006
5.25%, 2/15/43			5,000				5,558
5.65%, 2/1/45			5,000				5,789
3.95%, 3/30/48			20,000				18,568
Noble Energy, Inc. 3.90%, 11/15/24			5,000				4,961
Nordstrom, Inc. 6.95%, 3/15/28			5,000				5,670
Norfolk Southern Corp. 3.25%, 12/1/21			5,000				4,994
2.90%, 2/15/23			10,000				9,811

 

See Notes to Financial Statements.

 

WisdomTree Trust			65

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
3.15%, 6/1/27		$	25,000			$	23,894
4.05%, 8/15/52			5,000				4,719
Northrop Grumman Corp. 3.50%, 3/15/21			5,000				5,049
3.25%, 8/1/23			50,000				49,652
3.20%, 2/1/27			25,000				23,689
NVIDIA Corp. 2.20%, 9/16/21			5,000				4,868
NVR, Inc. 3.95%, 9/15/22			5,000				5,035
Occidental Petroleum Corp. 3.40%, 4/15/26			5,000				4,960
Omega Healthcare Investors, Inc. 4.75%, 1/15/28(d)			25,000				24,679
Oncor Electric Delivery Co. LLC 7.00%, 9/1/22			115,000				130,813
ONEOK, Inc. 4.55%, 7/15/28			30,000				30,361
Oracle Corp. 5.00%, 7/8/19			70,000				71,411
2.25%, 10/8/19			10,000				9,961
3.63%, 7/15/23			25,000				25,418
4.50%, 7/8/44			25,000				26,038
4.00%, 11/15/47			20,000				19,325
Pacific Gas & Electric Co. 4.25%, 5/15/21			150,000				151,881
2.95%, 3/1/26			20,000				18,166
4.45%, 4/15/42			5,000				4,762
4.30%, 3/15/45			15,000				14,039
Parker-Hannifin Corp. 3.50%, 9/15/22			5,000				5,037
People’s United Financial, Inc. 3.65%, 12/6/22			5,000				4,987
PepsiCo, Inc. 3.00%, 10/15/27(d)			30,000				28,786
4.25%, 10/22/44			25,000				25,869
Pfizer, Inc. 3.00%, 12/15/26			10,000				9,722
7.20%, 3/15/39			95,000				132,347
4.30%, 6/15/43			5,000				5,210
Philip Morris International, Inc. 1.88%, 11/1/19			5,000				4,941
4.88%, 11/15/43			34,000				35,442
Plains All American Pipeline L.P. 3.65%, 6/1/22			122,500				121,513
PNC Financial Services Group, Inc. (The) 5.13%, 2/8/20			5,000				5,150
3.90%, 4/29/24			30,000				30,131
Precision Castparts Corp. 2.25%, 6/15/20			5,000				4,946
Procter & Gamble Co. (The) 1.75%, 10/25/19(d)			5,000				4,950
2.15%, 8/11/22			30,000				29,093
Prologis L.P. 4.38%, 9/15/48			5,000				5,225

Investments		Principal Amount				Value
Prudential Financial, Inc. 2.35%, 8/15/19		$	5,000			$	4,983
5.70%, 12/14/36			5,000				5,823
6.63%, 12/1/37			20,000				25,464
4.60%, 5/15/44			5,000				5,170
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)(c)			5,000				5,063
Public Service Electric & Gas Co. 2.38%, 5/15/23			125,000				120,093
QUALCOMM, Inc. 3.00%, 5/20/22			10,000				9,885
2.60%, 1/30/23			10,000				9,624
2.90%, 5/20/24			30,000				28,801
Quest Diagnostics, Inc. 4.70%, 4/1/21			5,000				5,146
Raytheon Co. 3.13%, 10/15/20			5,000				5,019
Realty Income Corp. 3.25%, 10/15/22			30,000				29,775
3.00%, 1/15/27			5,000				4,664
Republic Services, Inc. 5.50%, 9/15/19			5,000				5,130
5.00%, 3/1/20			5,000				5,150
5.25%, 11/15/21			5,000				5,290
Reynolds American, Inc. 7.25%, 6/15/37			25,000				31,515
5.85%, 8/15/45			10,000				10,963
Rockwell Collins, Inc. 2.80%, 3/15/22			20,000				19,546
4.80%, 12/15/43			10,000				10,316
Roper Technologies, Inc. 3.80%, 12/15/26			5,000				4,903
Royal Caribbean Cruises Ltd. 7.50%, 10/15/27			10,000				11,909
Ryder System, Inc. 3.75%, 6/9/23			50,000				50,333
Sabra Health Care L.P. 5.13%, 8/15/26			5,000				4,860
Santander Holdings USA, Inc. 4.40%, 7/13/27			25,000				24,379
Seagate HDD Cayman 4.25%, 3/1/22			50,000				49,804
Sempra Energy 1.63%, 10/7/19			5,000				4,923
2.40%, 3/15/20			5,000				4,937
2.88%, 10/1/22			5,000				4,878
4.05%, 12/1/23			5,000				5,075
3.25%, 6/15/27			25,000				23,432
Shire Acquisitions Investments Ireland DAC 2.40%, 9/23/21			10,000				9,672
Simon Property Group L.P. 2.50%, 9/1/20			5,000				4,947
4.38%, 3/1/21			100,000				102,741
2.35%, 1/30/22			5,000				4,856
2.75%, 2/1/23			5,000				4,875

 

See Notes to Financial Statements.

 

66		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
3.75%, 2/1/24		$	5,000			$	5,059
3.30%, 1/15/26			5,000				4,874
3.25%, 11/30/26			5,000				4,838
South Carolina Electric & Gas Co. 5.10%, 6/1/65			20,000				20,612
Southern California Edison Co. 4.65%, 10/1/43			79,000				83,498
Southern California Gas Co. 4.13%, 6/1/48, Series UU			5,000				5,071
Southern Co. Gas Capital Corp. 4.40%, 6/1/43			5,000				4,966
Southern Power Co. 5.15%, 9/15/41			15,000				15,380
Southwest Airlines Co. 2.75%, 11/6/19			5,000				4,988
Spectra Energy Partners L.P. 3.50%, 3/15/25			5,000				4,850
Spirit AeroSystems, Inc. 3.95%, 6/15/23			5,000				5,030
Starbucks Corp. 2.45%, 6/15/26			5,000				4,557
State Street Corp.
2.65%, 5/15/23, (2.653% fixed rate until 5/15/22; 3-month U.S. dollar London Interbank Offered Rate + 0.635% thereafter)(c)			5,000				4,879
3.10%, 5/15/23			50,000				49,420
Stryker Corp. 3.38%, 5/15/24			5,000				4,957
Sunoco Logistics Partners Operations L.P. 3.90%, 7/15/26			5,000				4,797
Synchrony Financial 2.70%, 2/3/20			5,000				4,955
3.70%, 8/4/26			5,000				4,541
Synovus Financial Corp. 3.13%, 11/1/22			5,000				4,794
Sysco Corp. 3.30%, 7/15/26			5,000				4,811
Tapestry, Inc. 4.13%, 7/15/27			5,000				4,801
Target Corp. 2.90%, 1/15/22			25,000				24,945
2.50%, 4/15/26			5,000				4,668
TD Ameritrade Holding Corp. 2.95%, 4/1/22			10,000				9,873
Texas Instruments, Inc. 1.65%, 8/3/19			5,000				4,958
2.90%, 11/3/27			30,000				28,650
Time Warner Cable LLC 6.75%, 6/15/39			47,500				52,551
4.50%, 9/15/42			10,000				8,474
Toyota Motor Credit Corp. 2.90%, 4/17/24			5,000				4,877
Travelers Cos., Inc. (The) 6.25%, 6/15/37			10,000				12,646
4.00%, 5/30/47			25,000				24,499
Trimble, Inc. 4.15%, 6/15/23			5,000				5,026

Investments		Principal Amount				Value
Tyson Foods, Inc. 2.25%, 8/23/21		$	5,000			$	4,841
U.S. Bancorp 2.63%, 1/24/22, Series V			5,000				4,908
3.90%, 4/26/28			30,000				30,622
Union Pacific Corp. 3.50%, 6/8/23			55,000				55,288
3.75%, 7/15/25			5,000				5,051
3.25%, 8/15/25			5,000				4,877
2.75%, 3/1/26			5,000				4,690
4.82%, 2/1/44			20,000				21,517
4.80%, 9/10/58			5,000				5,242
4.38%, 11/15/65			5,000				4,668
United Parcel Service, Inc. 2.45%, 10/1/22			5,000				4,863
2.40%, 11/15/26			5,000				4,608
3.05%, 11/15/27			25,000				24,086
3.40%, 11/15/46			5,000				4,452
United Technologies Corp. 1.50%, 11/1/19			5,000				4,923
1.95%, 11/1/21			25,000				24,040
3.75%, 11/1/46			50,000				44,458
UnitedHealth Group, Inc. 2.70%, 7/15/20			10,000				9,975
2.13%, 3/15/21			10,000				9,775
3.15%, 6/15/21			5,000				5,006
2.88%, 3/15/22			5,000				4,969
2.75%, 2/15/23			5,000				4,885
3.10%, 3/15/26			100,000				96,774
5.80%, 3/15/36			5,000				6,006
3.95%, 10/15/42			5,000				4,866
3.75%, 10/15/47			15,000				14,093
Ventas Realty L.P. 4.38%, 2/1/45			25,000				23,418
VEREIT Operating Partnership L.P. 3.95%, 8/15/27			5,000				4,776
Verizon Communications, Inc. 1.75%, 8/15/21			5,000				4,811
5.15%, 9/15/23			120,000				128,901
5.85%, 9/15/35			50,000				56,303
6.55%, 9/15/43			20,000				24,297
5.50%, 3/16/47			10,000				10,848
5.01%, 4/15/49			25,000				25,237
Visa, Inc. 3.65%, 9/15/47			30,000				28,498
Wachovia Corp. 5.50%, 8/1/35			5,000				5,462
Walgreens Boots Alliance, Inc. 3.80%, 11/18/24			30,000				29,715
Walmart, Inc. 1.75%, 10/9/19			5,000				4,955
3.25%, 10/25/20			5,000				5,064
2.35%, 12/15/22			5,000				4,860
6.50%, 8/15/37			50,000				66,804
4.05%, 6/29/48			10,000				10,139
Walt Disney Co. (The) 3.70%, 12/1/42			5,000				4,628
3.00%, 7/30/46			50,000				41,556

 

See Notes to Financial Statements.

 

WisdomTree Trust			67

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Warner Media LLC 3.80%, 2/15/27		$	25,000			$	24,041
5.38%, 10/15/41			5,000				4,957
Waste Management, Inc. 4.75%, 6/30/20			5,000				5,162
Wells Fargo & Co.
2.55%, 12/7/20			10,000				9,881
3.00%, 1/22/21			5,000				4,982
2.10%, 7/26/21			10,000				9,671
4.13%, 8/15/23			100,000				101,872
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)(c)			25,000				24,137
5.38%, 2/7/35			5,000				5,684
5.38%, 11/2/43			50,000				53,819
Welltower, Inc. 4.25%, 4/1/26			25,000				25,070
Western Union Co. (The) 3.60%, 3/15/22			5,000				4,967
4.25%, 6/9/23			5,000				5,017
Westlake Chemical Corp. 5.00%, 8/15/46			5,000				5,080
Whirlpool Corp. 4.50%, 6/1/46			5,000				4,518
Williams Cos, Inc.
3.75%, 6/15/27			10,000				9,617
6.30%, 4/15/40			10,000				11,496
Xerox Corp. 4.07%, 3/17/22			71,000				70,147
Xilinx, Inc. 2.13%, 3/15/19			70,000				69,819
3.00%, 3/15/21			5,000				4,979
Xylem, Inc. 4.88%, 10/1/21			5,000				5,218
3.25%, 11/1/26			5,000				4,746
Zimmer Biomet Holdings, Inc. 3.15%, 4/1/22			5,000				4,921
TOTAL CORPORATE BONDS (Cost: $12,269,618)							12,082,866
FOREIGN CORPORATE BONDS – 3.7%
Australia – 0.1%
BHP Billiton Finance USA Ltd. 5.00%, 9/30/43			25,000				28,092
Westpac Banking Corp. 2.15%, 3/6/20			10,000				9,873
2.60%, 11/23/20			10,000				9,884
3.35%, 3/8/27			25,000				24,102
4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year U.S. dollar ICE Swap Rate + 2.236% thereafter)(c)			10,000				9,721
Total Australia							81,672
Belgium – 0.3%
Anheuser-Busch InBev Finance, Inc. 3.65%, 2/1/26			100,000				98,024

Investments		Principal Amount				Value
Anheuser-Busch InBev Worldwide, Inc.
4.60%, 4/15/48		$	20,000			$	19,773
4.44%, 10/6/48			20,000				19,233
Total Belgium							137,030
Brazil – 0.1%
Vale Overseas Ltd. 6.25%, 8/10/26			25,000				27,534
6.88%, 11/21/36			10,000				11,563
Total Brazil							39,097
Canada – 0.8%
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)(c)			25,000				23,529
Bank of Nova Scotia (The) 2.45%, 9/19/22			50,000				48,372
Brookfield Finance, Inc. 4.70%, 9/20/47			5,000				4,831
Canadian Imperial Bank of Commerce 1.60%, 9/6/19			5,000				4,948
Canadian National Railway Co. 2.40%, 2/3/20			5,000				4,966
Cenovus Energy, Inc. 5.25%, 6/15/37			30,000				29,679
Kinross Gold Corp. 4.50%, 7/15/27			5,000				4,550
Magna International, Inc. 3.63%, 6/15/24			5,000				4,984
Methanex Corp. 4.25%, 12/1/24			25,000				24,527
Nexen Energy ULC 6.40%, 5/15/37			27,000				33,351
Nutrien Ltd. 5.63%, 12/1/40			5,000				5,461
5.25%, 1/15/45			5,000				5,257
Rogers Communications, Inc. 3.00%, 3/15/23			50,000				48,936
Royal Bank of Canada 2.15%, 3/6/20			5,000				4,944
TELUS Corp. 4.60%, 11/16/48			5,000				4,984
Thomson Reuters Corp. 4.50%, 5/23/43			5,000				4,728
Toronto-Dominion Bank (The) 1.45%, 8/13/19			5,000				4,943
1.90%, 10/24/19			10,000				9,903
1.85%, 9/11/20			100,000				97,783
TransCanada PipeLines Ltd. 4.25%, 5/15/28			20,000				20,200
4.63%, 3/1/34			30,000				30,498
Total Canada							421,374
Colombia – 0.2%
Ecopetrol S.A. 5.88%, 9/18/23			100,000				106,550

 

See Notes to Financial Statements.

 

68		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Germany – 0.1%
Bayer US Finance II LLC 4.70%, 7/15/64(b)		$	25,000			$	21,959
Deutsche Bank AG 2.70%, 7/13/20			30,000				29,383
2.95%, 8/20/20(d)			5,000				4,920
Total Germany							56,262
Japan – 0.2%
Mitsubishi UFJ Financial Group, Inc. 3.00%, 2/22/22			5,000				4,920
3.76%, 7/26/23			50,000				50,396
3.78%, 3/2/25			5,000				5,006
3.68%, 2/22/27			20,000				19,699
Nomura Holdings, Inc. 6.70%, 3/4/20			10,000				10,490
Sumitomo Mitsui Financial Group, Inc. 2.93%, 3/9/21			10,000				9,903
2.63%, 7/14/26			10,000				9,156
3.35%, 10/18/27			25,000				23,986
Total Japan							133,556
Mexico – 0.3%
Petroleos Mexicanos 6.00%, 3/5/20			85,000				87,975
5.50%, 1/21/21			10,000				10,300
4.88%, 1/24/22			10,000				10,082
4.63%, 9/21/23			10,000				9,853
6.50%, 3/13/27			10,000				10,149
6.38%, 1/23/45			10,000				8,984
6.75%, 9/21/47			20,000				18,564
6.35%, 2/12/48(b)			20,000				17,850
Total Mexico							173,757
Netherlands – 0.2%
Cooperatieve Rabobank UA 5.25%, 5/24/41			25,000				28,773
Shell International Finance B.V. 3.40%, 8/12/23			50,000				50,378
5.50%, 3/25/40			29,000				34,491
Total Netherlands							113,642
Norway – 0.1%
Equinor ASA 2.25%, 11/8/19			5,000				4,963
2.45%, 1/17/23			60,000				58,457
Total Norway							63,420
Peru – 0.1%
Southern Copper Corp. 6.75%, 4/16/40			5,000				5,939
5.25%, 11/8/42			25,000				25,196
Total Peru							31,135
Spain – 0.1%
Telefonica Emisiones SAU 5.13%, 4/27/20			5,000				5,153
7.05%, 6/20/36			10,000				12,179
Telefonica Europe B.V. 8.25%, 9/15/30			50,000				65,464
Total Spain							82,796
Switzerland – 0.1%
ABB Finance USA, Inc. 2.80%, 4/3/20			5,000				4,993
Novartis Capital Corp. 1.80%, 2/14/20			5,000				4,929
2.40%, 5/17/22			5,000				4,873
3.70%, 9/21/42			15,000				14,631
Total Switzerland							29,426
United Kingdom – 1.0%
AstraZeneca PLC 1.95%, 9/18/19			5,000				4,961
BP Capital Markets PLC 2.75%, 5/10/23			30,000				29,191
3.54%, 11/4/24			5,000				5,009
3.12%, 5/4/26			5,000				4,824
3.28%, 9/19/27			25,000				24,220
Diageo Capital PLC 4.83%, 7/15/20			5,000				5,163
HSBC Holdings PLC 5.10%, 4/5/21			101,000				105,282
4.00%, 3/30/22			75,000				76,375
7.63%, 5/17/32			25,000				31,948
Lloyds Bank PLC 6.38%, 1/21/21			75,000				80,089
Royal Bank of Scotland Group PLC 5.13%, 5/28/24			100,000				100,488
Santander UK PLC 2.38%, 3/16/20			30,000				29,654
Unilever Capital Corp. 5.90%, 11/15/32			5,000				6,190
Vodafone Group PLC 4.38%, 2/19/43			10,000				9,083
Total United Kingdom							512,477
TOTAL FOREIGN CORPORATE BONDS (Cost: $2,002,552)							1,982,194
FOREIGN GOVERNMENT AGENCIES – 0.6%
Austria – 0.0%
Oesterreichische Kontrollbank AG 1.13%, 4/26/19			10,000				9,910
1.75%, 1/24/20			5,000				4,938
2.38%, 10/1/21			10,000				9,859
Total Austria							24,707
Canada – 0.3%
Export Development Canada 1.63%, 1/17/20			30,000				29,571
1.75%, 7/21/20			10,000				9,821
2.50%, 1/24/23			10,000				9,848
Province of British Columbia Canada 2.00%, 10/23/22			10,000				9,621
Province of Manitoba Canada 1.75%, 5/30/19			10,000				9,927

 

See Notes to Financial Statements.

 

WisdomTree Trust			69

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Province of New Brunswick Canada 3.63%, 2/24/28		$	20,000			$	20,381
Province of Ontario Canada 4.40%, 4/14/20			10,000				10,252
1.88%, 5/21/20			10,000				9,837
2.55%, 2/12/21			10,000				9,900
2.50%, 9/10/21			10,000				9,848
2.25%, 5/18/22			10,000				9,701
3.20%, 5/16/24			10,000				10,014
Province of Quebec Canada 3.50%, 7/29/20			10,000				10,118
2.63%, 2/13/23			10,000				9,818
2.88%, 10/16/24, Series QO			10,000				9,889
Total Canada							178,546
Germany – 0.2%
Kreditanstalt fuer Wiederaufbau 1.50%, 9/9/19			10,000				9,896
2.75%, 9/8/20			10,000				9,996
1.63%, 5/29/20			30,000				29,435
1.88%, 12/15/20			10,000				9,799
2.38%, 8/25/21			10,000				9,867
2.13%, 6/15/22			10,000				9,730
2.13%, 1/17/23			10,000				9,686
2.50%, 11/20/24			15,000				14,632
Landwirtschaftliche Rentenbank 2.25%, 10/1/21			10,000				9,828
Total Germany							112,869
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $316,158)							316,122
FOREIGN GOVERNMENT OBLIGATIONS – 1.1%
Colombia – 0.2%
Colombia Government International Bond 11.75%, 2/25/20			100,000				112,700
Italy – 0.2%
Republic of Italy Government International Bond 5.38%, 6/15/33			86,000				92,181
Mexico – 0.3%
Mexico Government International Bond 4.00%, 10/2/23			113,000				113,427
5.75%, 10/12/2110			20,000				20,125
Total Mexico							133,552
Philippines – 0.4%
Philippine Government International Bond 3.95%, 1/20/40			200,000				196,660
Uruguay – 0.0%
Uruguay Government International Bond 4.98%, 4/20/55			25,000				25,137
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $571,797)							560,230
SUPRANATIONAL BONDS – 1.1%
European Investment Bank 1.75%, 5/15/20			30,000				29,521
2.50%, 3/15/23			150,000				147,346
2.38%, 5/24/27			100,000				94,918
Inter-American Development Bank 1.75%, 9/14/22			150,000				143,649
International Bank for Reconstruction & Development 2.13%, 11/1/20			150,000				148,099
2.50%, 11/22/27, Series GDIF			25,000				24,018
TOTAL SUPRANATIONAL BONDS (Cost: $590,013)							587,551
COMMERCIAL MORTGAGE-BACKED SECURITIES – 2.0%
United States – 2.0%
CFCRE Commercial Mortgage Trust
3.83%, 12/15/47, Series 2011-C2, Class A4			95,175				96,074
COMM Mortgage Trust
3.60%, 5/10/47, Series 2014-CR17, Class ASB			55,000				55,693
2.87%, 2/10/48, Series 2015-DC1, Class A2			80,000				79,873
Federal Home Loan Mortgage Corp. Multifamily 3.43%, 1/25/27, Series K063, Class A2^(c)			70,000				70,652
Federal National Mortgage Association Alternative Credit Enhancement Securities
3.30%, 7/25/23, Series 2014-M1, Class A2^(c)			128,511				129,606
2.57%, 12/25/26, Series 2017-M3, Class A2^(c)			45,000				42,335
3.14%, 3/25/28, Series 2018-M4, Class A2^(c)			25,000				24,335
3.09%, 7/25/29, Series 2018-M3, Class A1^(c)			24,976				24,708
JPMBB Commercial Mortgage Securities Trust
4.08%, 2/15/47, Series 2014-C18, Class A5			50,000				51,806
Morgan Stanley Bank of America Merrill Lynch Trust
3.10%, 5/15/46, Series 2013-C9, Class A4			105,000				103,971
UBS Commercial Mortgage Trust
3.00%, 5/10/45, Series 2012-C1, Class AAB			177,047				176,895
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4			100,000				103,227
2.90%, 3/15/47, Series 2014-C19, Class A2			83,876				83,889
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $1,058,858)							1,043,064
MUNICIPAL BONDS – 0.5%
United States – 0.5%
New Jersey Transportation Trust Fund Authority 5.75%, 12/15/28, Series C			50,000				55,810
Port Authority of New York & New Jersey 4.81%, 10/15/65, Series 192			25,000				28,314
State of California 7.55%, 4/1/39			120,000				178,400
TOTAL MUNICIPAL BONDS (Cost: $256,257)							262,524
ASSET-BACKED SECURITIES – 0.5%
United States – 0.5%
Americredit Automobile Receivables Trust 3.07%, 12/19/22, Series 2018-1, Class A3			30,000				30,007

 

See Notes to Financial Statements.

 

70		WisdomTree Trust

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Table of Contents

Schedule of Investments (concluded)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
BMW Vehicle Owner Trust 2.51%, 6/25/24, Series 2018-A, Class A4		$	10,000			$	9,858
Citibank Credit Card Issuance Trust 1.92%, 4/7/22, Series 2017-A3, Class A3			100,000				98,524
GM Financial Automobile Leasing Trust 2.06%, 5/20/20, Series 2017-1, Class A3			45,000				44,815
Mercedes-Benz Auto Lease Trust 2.51%, 10/16/23, Series 2018-A, Class A4			20,000				19,837
World Financial Network Credit Card Master Trust 3.07%, 12/16/24, Series 2018-A, Class A			67,000				66,756
TOTAL ASSET-BACKED SECURITIES (Cost: $270,397)							269,797
REPURCHASE AGREEMENT – 2.8%
United States – 2.8%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/18 (tri-party custodian: The Bank of New York Mellon Corp.), 1.97% due 9/4/18; Proceeds at maturity – $1,450,317 (fully collateralized by U.S. Treasury Bill, 0.00% due 1/10/19 and U.S. Treasury Note, 1.75% due 2/28/22; Market value – $1,479,004)
(Cost: $1,450,000)			1,450,000				1,450,000
		Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.1%
United States – 0.1%
State Street Navigator Securities Lending Government Money Market Portfolio, 1.92%(e)
(Cost: $69,435)(f)			69,435				69,435
TOTAL INVESTMENTS IN SECURITIES – 100.8% (Cost: $53,505,395)							53,044,563
Other Assets less Liabilities – (0.8)%							(438,124	)
NET ASSETS – 100.0%						$	52,606,439

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

 

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

 

(e)	Rate shown represents annualized 7-day yield as of August 31, 2018.

 

(f)	At August 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $67,483 and the total market value of the collateral held by the Fund was $69,435.

 

FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS† (EXCHANGE-TRADED)
Short Exposure		Contracts				Expiration Date				Notional Amount1				Unrealized Appreciation/ (Depreciation)
2 Year U.S. Treasury Note			62				12/31/18			$	(13,104,281	)		$	(11,644	)
5 Year U.S. Treasury Note			279				12/31/18				(31,638,164	)			(58,878	)
U.S. Treasury Ultra Long Term Bond			23				12/19/18				(3,664,188	)			(14,022	)
Ultra 10 Year U.S. Treasury Note			64				12/19/18				(8,195,000	)			(25,000	)
										$	(56,601,633	)		$	(109,544	)

†	As of August 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $480,951.

 

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

 

See Notes to Financial Statements.

 

WisdomTree Trust			71

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Table of Contents

Schedule of Investments

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
CORPORATE BONDS – 86.5%
United States – 86.5%
24 Hour Fitness Worldwide, Inc. 8.00%, 6/1/22(a)(b)		$	85,000			$	85,452
Abe Investment Holdings, Inc. 7.00%, 10/15/20(a)			30,000				28,575
Acadia Healthcare Co., Inc. 5.13%, 7/1/22			50,000				50,500
ACE Cash Express, Inc. 12.00%, 12/15/22(a)			90,000				96,477
ACI Worldwide, Inc. 6.38%, 8/15/20(a)			50,000				50,000
Acosta, Inc. 7.75%, 10/1/22(a)			75,000				34,313
Actuant Corp. 5.63%, 6/15/22			50,000				51,125
ADT Corp. (The) 6.25%, 10/15/21			120,000				127,200
3.50%, 7/15/22			100,000				95,000
4.13%, 6/15/23(b)			75,000				71,531
Advanced Micro Devices, Inc. 7.50%, 8/15/22			40,000				45,000
AES Corp. 4.00%, 3/15/21			60,000				60,312
4.50%, 3/15/23			50,000				50,188
4.88%, 5/15/23			120,000				122,100
Ahern Rentals, Inc. 7.38%, 5/15/23(a)			65,000				64,272
Air Medical Group Holdings, Inc. 6.38%, 5/15/23(a)			40,000				36,200
AK Steel Corp. 7.63%, 10/1/21			40,000				41,000
7.50%, 7/15/23			35,000				36,750
Aleris International, Inc. 10.75%, 7/15/23(a)			43,000				45,903
Allegheny Technologies, Inc. 5.95%, 1/15/21			70,000				71,400
Allegiant Travel Co. 5.50%, 7/15/19(b)			20,000				20,300
Alliance One International, Inc. 8.50%, 4/15/21(a)			55,000				56,925
9.88%, 7/15/21(b)			60,000				57,675
Ally Financial, Inc. 8.00%, 12/31/18			45,000				45,790
3.75%, 11/18/19			145,000				145,906
8.00%, 3/15/20			260,000				276,575
7.50%, 9/15/20			150,000				160,500
4.25%, 4/15/21			50,000				50,259
4.63%, 5/19/22			65,000				65,569
Altice US Finance I Corp. 5.38%, 7/15/23(a)			200,000				201,750
AMC Entertainment Holdings, Inc. 5.88%, 2/15/22(b)			60,000				61,200
AMC Networks, Inc. 4.75%, 12/15/22			120,000				120,300
American Airlines Group, Inc. 5.50%, 10/1/19(a)			150,000				152,625

Investments		Principal Amount				Value
American Axle & Manufacturing, Inc. 6.63%, 10/15/22(b)		$	49,000			$	50,286
American Midstream Partners L.P. 9.25%, 12/15/21(a)			40,000				39,700
American Tire Distributors, Inc. 10.25%, 3/1/22(a)			105,000				37,275
Anixter, Inc. 5.63%, 5/1/19			36,000				36,675
5.13%, 10/1/21			125,000				129,062
5.50%, 3/1/23			40,000				41,950
Antero Resources Corp. 5.38%, 11/1/21			125,000				127,500
5.13%, 12/1/22			140,000				142,100
Apex Tool Group LLC 9.00%, 2/15/23(a)			30,000				29,325
APX Group, Inc. 6.38%, 12/1/19			26,000				26,414
8.75%, 12/1/20			85,000				85,212
7.88%, 12/1/22			100,000				102,375
Archrock Partners L.P. 6.00%, 4/1/21			34,000				34,085
6.00%, 10/1/22			35,000				35,088
Arconic, Inc. 6.15%, 8/15/20			175,000				182,656
5.40%, 4/15/21			115,000				118,497
Artesyn Embedded Technologies, Inc. 9.75%, 10/15/20(a)			50,000				48,000
Ascent Resources Utica Holdings LLC 10.00%, 4/1/22(a)			163,000				180,930
Ashland LLC 4.75%, 8/15/22			150,000				151,905
Ashton Woods USA LLC 6.88%, 2/15/21(a)			59,000				59,885
AV Homes, Inc. 6.63%, 5/15/22			35,000				35,831
Avis Budget Car Rental LLC 5.13%, 6/1/22(a)(b)			50,000				49,875
5.50%, 4/1/23(b)			70,000				69,912
B&G Foods, Inc. 4.63%, 6/1/21			122,000				121,695
Ball Corp. 5.00%, 3/15/22			215,000				222,794
Bausch Health Cos, Inc. 7.50%, 7/15/21(a)			140,000				142,486
5.63%, 12/1/21(a)			145,000				144,094
6.50%, 3/15/22(a)			126,000				130,725
5.50%, 3/1/23(a)			125,000				118,454
5.88%, 5/15/23(a)			335,000				321,516
Beazer Homes USA, Inc. 5.75%, 6/15/19			5,000				5,124
8.75%, 3/15/22			45,000				47,686
Berry Global, Inc. 6.00%, 10/15/22			75,000				77,437
5.13%, 7/15/23			75,000				74,906
Blackboard, Inc. 9.75%, 10/15/21(a)(b)			40,000				31,600

 

See Notes to Financial Statements.

 

72		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Blue Racer Midstream LLC 6.13%, 11/15/22(a)		$	105,000			$	107,623
BMC Software Finance, Inc. 8.13%, 7/15/21(a)			165,000				168,871
Boyd Gaming Corp. 6.88%, 5/15/23			75,000				79,125
Bristow Group, Inc. 6.25%, 10/15/22(b)			35,000				24,850
8.75%, 3/1/23(a)			35,000				33,513
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)(c)			35,000				33,421
C&S Group Enterprises LLC 5.38%, 7/15/22(a)			8,000				7,940
Cable One, Inc. 5.75%, 6/15/22(a)			45,000				45,900
Cablevision Systems Corp. 8.00%, 4/15/20			45,000				47,475
5.88%, 9/15/22			85,000				86,700
California Resources Corp. 8.00%, 12/15/22(a)(b)			235,000				211,794
Calpine Corp. 6.00%, 1/15/22(a)			40,000				40,850
5.38%, 1/15/23			130,000				123,987
Calumet Specialty Products Partners L.P. 6.50%, 4/15/21			120,000				118,800
7.63%, 1/15/22			35,000				34,825
7.75%, 4/15/23			30,000				29,850
Cardtronics, Inc. 5.13%, 8/1/22			45,000				44,393
Carpenter Technology Corp. 4.45%, 3/1/23			75,000				74,808
Carrizo Oil & Gas, Inc. 6.25%, 4/15/23(b)			80,000				82,200
CCO Holdings LLC 5.25%, 3/15/21			50,000				50,406
5.25%, 9/30/22			120,000				121,050
5.13%, 2/15/23			113,000				113,424
4.00%, 3/1/23(a)			50,000				47,813
5.13%, 5/1/23(a)			115,000				115,287
CEC Entertainment, Inc. 8.00%, 2/15/22(b)			25,000				23,750
Centene Corp. 5.63%, 2/15/21			137,000				140,082
4.75%, 5/15/22			110,000				112,475
Century Aluminum Co. 7.50%, 6/1/21(a)			24,000				24,240
Century Communities, Inc. 6.88%, 5/15/22			52,000				53,498
CenturyLink, Inc. 5.63%, 4/1/20, Series V			160,000				164,000
6.45%, 6/15/21, Series S			115,000				120,175
5.80%, 3/15/22, Series T			130,000				133,536
Cequel Communications Holdings I LLC 5.13%, 12/15/21(a)			131,000				131,560

Investments		Principal Amount				Value
CF Industries, Inc. 7.13%, 5/1/20		$	50,000			$	53,000
3.45%, 6/1/23(b)			75,000				72,281
Chaparral Energy, Inc. 8.75%, 7/15/23(a)			35,000				34,913
Chemours Co. (The) 6.63%, 5/15/23			85,000				89,144
Chesapeake Energy Corp. 6.63%, 8/15/20			25,000				26,063
6.13%, 2/15/21			70,000				71,750
4.88%, 4/15/22			125,000				121,250
8.00%, 12/15/22(a)(b)			140,000				147,350
Choice Hotels International, Inc. 5.75%, 7/1/22			100,000				105,750
Cinemark USA, Inc. 5.13%, 12/15/22			54,000				54,540
4.88%, 6/1/23			124,000				123,070
CIT Group, Inc. 5.38%, 5/15/20			30,000				30,975
4.13%, 3/9/21			45,000				45,281
5.00%, 8/15/22			145,000				148,262
CITGO Holding, Inc. 10.75%, 2/15/20(a)(b)			175,000				187,687
CITGO Petroleum Corp. 6.25%, 8/15/22(a)			25,000				25,313
Clean Harbors, Inc. 5.13%, 6/1/21			50,000				50,250
Clear Channel International B.V. 8.75%, 12/15/20(a)			16,000				16,600
Clear Channel Worldwide Holdings, Inc. 7.63%, 3/15/20, Series A			110,000				110,275
7.63%, 3/15/20, Series B			85,000				85,637
6.50%, 11/15/22, Series A			138,000				141,277
6.50%, 11/15/22, Series B			260,000				267,150
Clearwater Paper Corp. 4.50%, 2/1/23			40,000				37,300
Cleaver-Brooks, Inc. 7.88%, 3/1/23(a)			55,000				56,925
Cloud Peak Energy Resources LLC 12.00%, 11/1/21			25,000				25,375
CNG Holdings, Inc. 9.38%, 5/15/20(a)			35,000				35,000
CNO Financial Group, Inc. 4.50%, 5/30/20			45,000				45,788
CNX Resources Corp. 5.88%, 4/15/22			75,000				75,184
Cogent Communications Group, Inc. 5.38%, 3/1/22(a)			54,000				55,215
Commercial Metals Co. 4.88%, 5/15/23			30,000				29,400
CommScope, Inc. 5.00%, 6/15/21(a)			50,000				50,438
Community Health Systems, Inc. 5.13%, 8/1/21(b)			90,000				87,300
6.88%, 2/1/22(b)			264,000				135,960
6.25%, 3/31/23			335,000				319,925
11.00%, 6/30/23(a)(b)(c)			185,000				166,500

 

See Notes to Financial Statements.

 

WisdomTree Trust			73

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Consolidated Communications, Inc. 6.50%, 10/1/22(b)		$	55,000			$	52,181
Continental Resources, Inc. 5.00%, 9/15/22			120,000				121,619
4.50%, 4/15/23			200,000				204,824
CoreCivic, Inc. 4.13%, 4/1/20			30,000				30,225
4.63%, 5/1/23			55,000				53,625
Covanta Holding Corp. 6.38%, 10/1/22			40,000				40,800
CPG Merger Sub LLC 8.00%, 10/1/21(a)			50,000				51,000
Credit Acceptance Corp. 6.13%, 2/15/21			29,000				29,399
7.38%, 3/15/23			35,000				36,794
Crestwood Midstream Partners L.P. 6.25%, 4/1/23			125,000				129,531
Crown Americas LLC 4.50%, 1/15/23			45,000				45,113
CSC Holdings LLC 8.63%, 2/15/19			50,000				51,281
6.75%, 11/15/21			95,000				100,937
10.13%, 1/15/23(a)			200,000				219,500
CSI Compressco L.P. 7.25%, 8/15/22			30,000				27,938
CURO Financial Technologies Corp. 12.00%, 3/1/22(a)			85,000				94,137
CVR Partners L.P. 9.25%, 6/15/23(a)			80,000				85,600
CVR Refining LLC 6.50%, 11/1/22			100,000				102,500
Darling Ingredients, Inc. 5.38%, 1/15/22			75,000				76,031
DaVita, Inc. 5.75%, 8/15/22			125,000				127,031
DBP Holding Corp. 7.75%, 10/15/20(a)			25,000				11,375
DCP Midstream Operating L.P. 2.70%, 4/1/19			30,000				29,888
5.35%, 3/15/20(a)			72,000				73,800
4.95%, 4/1/22			35,000				35,613
3.88%, 3/15/23			125,000				122,187
5.85%, 5/21/43, (5.85% fixed rate until 5/21/23; 3-month U.S. dollar London Interbank Offered Rate + 3.85% thereafter)(a)(c)			70,000				64,750
Dean Foods Co. 6.50%, 3/15/23(a)(b)			65,000				62,075
Deck Chassis Acquisition, Inc. 10.00%, 6/15/23(a)			34,000				36,210
Dell International LLC 5.88%, 6/15/21(a)			275,000				283,639
Dell, Inc. 5.88%, 6/15/19(b)			50,000				51,000
4.63%, 4/1/21			50,000				51,000
Denbury Resources, Inc. 9.00%, 5/15/21(a)			55,000				59,400
9.25%, 3/31/22(a)			75,000				80,344

Investments		Principal Amount				Value
5.50%, 5/1/22		$	35,000			$	31,763
4.63%, 7/15/23			30,000				25,950
DISH DBS Corp. 7.88%, 9/1/19			125,000				129,531
5.13%, 5/1/20			155,000				156,356
6.75%, 6/1/21			80,000				81,400
5.88%, 7/15/22			195,000				187,931
5.00%, 3/15/23			250,000				223,437
DJO Finance LLC 10.75%, 4/15/20(b)			85,000				85,212
8.13%, 6/15/21(a)			95,000				98,591
Downstream Development Authority of the Quapaw Tribe of Oklahoma 10.50%, 2/15/23(a)			25,000				25,063
DPL, Inc. 7.25%, 10/15/21			75,000				81,469
DriveTime Automotive Group, Inc. 8.00%, 6/1/21(a)			35,000				35,744
Dun & Bradstreet Corp. (The) 4.25%, 6/15/20			10,000				10,108
4.63%, 12/1/22			75,000				76,009
DynCorp International, Inc. 11.88%, 11/30/20, (10.375% Cash + 1.50% PIK)			37,565				39,302
Eagle Holding Co. II LLC 7.63%, 5/15/22, Toggle PIK (7.625% Cash or 8.375% PIK)(a)			60,000				60,900
Eclipse Resources Corp. 8.88%, 7/15/23			55,000				56,100
Edgewell Personal Care Co. 4.70%, 5/19/21			75,000				75,937
4.70%, 5/24/22			107,000				106,765
EMC Corp. 2.65%, 6/1/20			205,000				200,557
3.38%, 6/1/23(b)			75,000				70,873
Encompass Health Corp. 5.13%, 3/15/23			55,000				55,138
Endo Finance LLC 5.75%, 1/15/22(a)			75,000				69,750
7.25%, 1/15/22(a)			55,000				53,075
5.38%, 1/15/23(a)			70,000				60,200
6.00%, 7/15/23(a)			200,000				173,000
Energen Corp. 4.63%, 9/1/21			35,000				35,525
Energy Transfer Equity L.P. 7.50%, 10/15/20			59,000				63,646
4.25%, 3/15/23			150,000				150,795
Energy Ventures Gom LLC 11.00%, 2/15/23(a)			40,000				43,326
EnerSys 5.00%, 4/30/23(a)			8,000				8,110
EnLink Midstream Partners L.P. 2.70%, 4/1/19			40,000				39,808
Enova International, Inc. 9.75%, 6/1/21			55,000				57,888
EnPro Industries, Inc. 5.88%, 9/15/22			86,000				88,042

 

See Notes to Financial Statements.

 

74		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Envision Healthcare Corp. 5.13%, 7/1/22(a)		$	70,000			$	71,400
5.63%, 7/15/22			125,000				128,750
Enviva Partners L.P. 8.50%, 11/1/21			35,000				36,444
EP Energy LLC 6.38%, 6/15/23			35,000				22,400
Equinix, Inc. 5.38%, 1/1/22			125,000				129,037
5.38%, 4/1/23			105,000				107,756
Exela Intermediate LLC 10.00%, 7/15/23(a)			105,000				110,512
Ferrellgas L.P. 6.50%, 5/1/21(b)			50,000				46,000
6.75%, 1/15/22			45,000				40,275
6.75%, 6/15/23(b)			45,000				38,925
First Quality Finance Co., Inc. 4.63%, 5/15/21(a)			54,000				53,595
Flexi-Van Leasing, Inc. 10.00%, 2/15/23(a)			30,000				26,250
Foresight Energy LLC 11.50%, 4/1/23(a)			50,000				44,625
Fortress Transportation & Infrastructure Investors LLC 6.75%, 3/15/22(a)			115,000				119,456
Forum Energy Technologies, Inc. 6.25%, 10/1/21			35,000				35,175
Freeport-McMoRan, Inc. 3.10%, 3/15/20			100,000				99,415
4.00%, 11/14/21			70,000				69,628
3.55%, 3/1/22			200,000				193,500
6.88%, 2/15/23			75,000				80,437
3.88%, 3/15/23			195,000				187,931
Fresh Market, Inc. (The) 9.75%, 5/1/23(a)			85,000				58,650
Frontier Communications Corp. 8.13%, 10/1/18(b)			55,000				55,035
7.13%, 3/15/19(b)			40,000				40,350
8.75%, 4/15/22			45,000				36,450
10.50%, 9/15/22(b)			205,000				181,425
7.13%, 1/15/23(b)			95,000				65,194
FTI Consulting, Inc. 6.00%, 11/15/22			50,000				51,435
FTS International, Inc. 6.25%, 5/1/22			40,000				39,300
GameStop Corp. 6.75%, 3/15/21(a)(b)			50,000				50,500
Gates Global LLC 6.00%, 7/15/22(a)			63,000				63,788
GCI LLC 6.75%, 6/1/21			30,000				30,404
Genesis Energy L.P. 6.75%, 8/1/22			130,000				133,250
6.00%, 5/15/23			50,000				49,438
GenOn Energy, Inc. 7.88%, 6/15/17(d)(e)			70,000				48,125

Investments		Principal Amount				Value
Genworth Holdings, Inc. 7.70%, 6/15/20(b)		$	40,000			$	41,800
7.20%, 2/15/21			40,000				41,500
7.63%, 9/24/21			75,000				78,000
GEO Group, Inc. (The) 5.88%, 1/15/22			80,000				81,550
5.13%, 4/1/23			30,000				29,100
Global Partners L.P. 6.25%, 7/15/22			100,000				99,750
GLP Capital L.P. 4.88%, 11/1/20			130,000				133,575
Gogo Intermediate Holdings LLC 12.50%, 7/1/22(a)(b)			65,000				71,012
Graphic Packaging International LLC 4.88%, 11/15/22			50,000				50,500
Great Lakes Dredge & Dock Corp. 8.00%, 5/15/22			25,000				25,750
Great Western Petroleum LLC 9.00%, 9/30/21(a)			45,000				46,463
Griffon Corp. 5.25%, 3/1/22			60,000				59,418
Group 1 Automotive, Inc. 5.00%, 6/1/22			50,000				49,750
Guitar Center Escrow Issuer, Inc. 9.50%, 10/15/21(a)			60,000				58,350
Hardwoods Acquisition, Inc. 7.50%, 8/1/21(a)			30,000				27,638
Harland Clarke Holdings Corp. 6.88%, 3/1/20(a)			54,000				53,055
9.25%, 3/1/21(a)			80,000				73,200
8.38%, 8/15/22(a)			75,000				70,687
HC2 Holdings, Inc. 11.00%, 12/1/19(a)			50,000				50,750
HCA Healthcare, Inc. 6.25%, 2/15/21			110,000				115,225
HCA, Inc. 3.75%, 3/15/19			100,000				100,400
4.25%, 10/15/19			125,000				126,707
6.50%, 2/15/20			270,000				280,935
7.50%, 2/15/22			100,000				110,000
5.88%, 3/15/22			80,000				85,200
4.75%, 5/1/23			140,000				142,625
5.88%, 5/1/23			175,000				184,187
Hecla Mining Co. 6.88%, 5/1/21			65,000				65,751
Herc Rentals, Inc. 7.50%, 6/1/22(a)			65,000				68,331
Hertz Corp. (The) 5.88%, 10/15/20(b)			70,000				69,978
7.38%, 1/15/21(b)			115,000				115,431
7.63%, 6/1/22(a)			145,000				144,275
6.25%, 10/15/22(b)			50,000				46,875
Hexion Nova Scotia Finance ULC 9.00%, 11/15/20			55,000				46,750
Hexion, Inc. 6.63%, 4/15/20			150,000				142,312

 

See Notes to Financial Statements.

 

WisdomTree Trust			75

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
10.00%, 4/15/20(b)		$	40,000			$	39,750
10.38%, 2/1/22(a)			75,000				74,177
HighPoint Operating Corp. 7.00%, 10/15/22			39,000				39,195
Hillman Group, Inc. (The) 6.38%, 7/15/22(a)			80,000				76,400
Hornbeck Offshore Services, Inc.
5.88%, 4/1/20			55,000				43,175
5.00%, 3/1/21(b)			25,000				18,125
Hot Topic, Inc. 9.25%, 6/15/21(a)			35,000				34,125
Hughes Satellite Systems Corp.
6.50%, 6/15/19			90,000				92,488
7.63%, 6/15/21			122,000				131,760
Huntsman International LLC
4.88%, 11/15/20			103,000				105,755
5.13%, 11/15/22			50,000				51,750
Icahn Enterprises L.P.
6.00%, 8/1/20			100,000				101,845
5.88%, 2/1/22			200,000				204,158
6.25%, 2/1/22			110,000				113,289
IFM US Colonial Pipeline 2 LLC 6.45%, 5/1/21(a)			100,000				106,206
Immucor, Inc. 11.13%, 2/15/22(a)(b)			35,000				35,263
Infor Software Parent LLC 7.13%, 5/1/21, Toggle PIK (7.125% Cash or 7.875% PIK)(a)			75,000				75,961
Infor U.S., Inc.
5.75%, 8/15/20(a)			75,000				76,219
6.50%, 5/15/22			160,000				162,875
Informatica LLC 7.13%, 7/15/23(a)			83,000				84,867
Ingles Markets, Inc. 5.75%, 6/15/23			65,000				65,650
Ingram Micro, Inc. 5.00%, 8/10/22			50,000				49,481
International Game Technology PLC 6.25%, 2/15/22(a)			200,000				207,400
INVISTA Finance LLC 4.25%, 10/15/19(a)			105,000				105,787
IQVIA, Inc. 4.88%, 5/15/23(a)			140,000				141,050
Iridium Communications, Inc. 10.25%, 4/15/23(a)			51,000				55,208
Iron Mountain, Inc. 4.38%, 6/1/21(a)			125,000				125,625
iStar, Inc.
5.00%, 7/1/19			25,000				25,047
6.00%, 4/1/22			158,000				159,777
Jack Ohio Finance LLC
6.75%, 11/15/21(a)			120,000				124,500
10.25%, 11/15/22(a)(b)			25,000				27,250
JC Penney Corp., Inc. 5.88%, 7/1/23(a)(b)			55,000				49,638

Investments		Principal Amount				Value
Jefferies Finance LLC 6.88%, 4/15/22(a)		$	200,000			$	203,000
Jones Energy Holdings LLC
6.75%, 4/1/22(b)			40,000				24,600
9.25%, 3/15/23(a)			50,000				50,875
Joseph T Ryerson & Son, Inc. 11.00%, 5/15/22(a)			85,000				93,925
Jurassic Holdings III, Inc. 6.88%, 2/15/21(a)(b)			80,000				78,400
K Hovnanian Enterprises, Inc.
10.00%, 7/15/22(a)			40,000				40,200
KB Home
4.75%, 5/15/19			100,000				100,750
7.50%, 9/15/22			50,000				53,375
7.63%, 5/15/23			40,000				42,956
Kinetic Concepts, Inc.
7.88%, 2/15/21(a)			25,000				25,875
12.50%, 11/1/21(a)			90,000				99,000
KLX, Inc. 5.88%, 12/1/22(a)			147,000				152,512
L Brands, Inc.
6.63%, 4/1/21			135,000				142,425
5.63%, 2/15/22			120,000				121,950
Ladder Capital Finance Holdings LLLP
5.88%, 8/1/21(a)			20,000				20,350
5.25%, 3/15/22(a)			136,000				136,850
Lamar Media Corp. 5.00%, 5/1/23			75,000				76,687
Laredo Petroleum, Inc. 5.63%, 1/15/22			75,000				75,187
Lee Enterprises, Inc. 9.50%, 3/15/22(a)			105,000				109,650
Leidos Holdings, Inc. 4.45%, 12/1/20			45,000				45,914
Lennar Corp.
4.50%, 6/15/19			50,000				50,313
6.63%, 5/1/20			100,000				104,706
8.38%, 1/15/21			49,000				54,023
4.75%, 4/1/21(b)			25,000				25,406
6.25%, 12/15/21			67,000				70,685
4.13%, 1/15/22			60,000				59,850
4.75%, 11/15/22			79,000				79,395
Level 3 Financing, Inc.
5.38%, 8/15/22			100,000				101,250
5.63%, 2/1/23			125,000				126,839
5.13%, 5/1/23			85,000				85,135
Level 3 Parent LLC 5.75%, 12/1/22			55,000				55,550
Lexmark International, Inc. 7.13%, 3/15/20(b)			50,000				44,000
LifePoint Health, Inc. 5.50%, 12/1/21			100,000				102,000
LIN Television Corp. 5.88%, 11/15/22			40,000				41,000
Live Nation Entertainment, Inc. 5.38%, 6/15/22(a)			80,000				81,700

 

See Notes to Financial Statements.

 

76		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Lonestar Resources America, Inc. 11.25%, 1/1/23(a)		$	30,000			$	32,700
LSB Industries, Inc. 9.63%, 5/1/23(a)			59,000				61,803
M/I Homes, Inc.
6.75%, 1/15/21			50,000				51,369
Mack-Cali Realty L.P. 3.15%, 5/15/23			25,000				22,162
Mallinckrodt International Finance S.A. 4.88%, 4/15/20(a)			50,000				50,063
5.75%, 8/1/22(a)(b)			50,000				46,875
4.75%, 4/15/23(b)			115,000				100,337
Manitowoc Co., Inc. (The) 12.75%, 8/15/21(a)			50,000				55,250
Martin Midstream Partners L.P. 7.25%, 2/15/21			35,000				35,088
Masonite International Corp. 5.63%, 3/15/23(a)			48,000				49,320
MasTec, Inc. 4.88%, 3/15/23			45,000				44,438
Mattel, Inc.
4.35%, 10/1/20(b)			30,000				29,981
2.35%, 8/15/21			50,000				45,250
3.15%, 3/15/23(b)			25,000				21,976
MBIA, Inc. 6.40%, 8/15/22			40,000				39,700
Meritage Homes Corp. 7.00%, 4/1/22			50,000				54,000
MGM Resorts International
6.75%, 10/1/20			100,000				105,375
6.63%, 12/15/21			260,000				275,600
7.75%, 3/15/22			180,000				198,225
6.00%, 3/15/23			25,000				26,016
Michaels Stores, Inc. 5.88%, 12/15/20(a)			50,000				50,250
Midas Intermediate Holdco II LLC 7.88%, 10/1/22(a)			39,000				34,174
Midcontinent Express Pipeline LLC 6.70%, 9/15/19(a)			44,000				45,216
Molina Healthcare, Inc. 5.38%, 11/15/22			95,000				97,375
Momentive Performance Materials, Inc. 3.88%, 10/24/21			125,000				133,750
Monitronics International, Inc. 9.13%, 4/1/20(b)			55,000				40,700
Moog, Inc. 5.25%, 12/1/22(a)			75,000				76,219
Multi-Color Corp. 6.13%, 12/1/22(a)			11,000				11,303
Murphy Oil Corp.
4.00%, 6/1/22(b)			45,000				44,499
4.45%, 12/1/22(b)			80,000				80,050
Murray Energy Corp. 11.25%, 4/15/21(a)(b)			121,000				86,364
Nabors Industries, Inc.
5.00%, 9/15/20			54,000				54,467

Investments		Principal Amount				Value
4.63%, 9/15/21		$	70,000			$	69,896
5.50%, 1/15/23(b)			75,000				75,178
National CineMedia LLC 6.00%, 4/15/22			105,000				107,100
Nationstar Mortgage Holdings, Inc. 8.13%, 7/15/23(a)			100,000				104,000
Nationstar Mortgage LLC 6.50%, 7/1/21			60,000				60,150
Natural Resource Partners L.P. 10.50%, 3/15/22			55,000				59,125
Navient Corp.
4.88%, 6/17/19			50,000				50,400
8.00%, 3/25/20			300,000				318,825
5.88%, 3/25/21			150,000				153,982
6.63%, 7/26/21			70,000				73,062
6.50%, 6/15/22			100,000				103,530
5.50%, 1/25/23			95,000				94,287
Navios Maritime Acquisition Corp. 8.13%, 11/15/21(a)			70,000				60,550
Navios Maritime Holdings, Inc. 7.38%, 1/15/22(a)			60,000				50,100
NCL Corp., Ltd. 4.75%, 12/15/21(a)			90,000				90,787
NCR Corp.
4.63%, 2/15/21			50,000				49,250
5.88%, 12/15/21			40,000				40,516
5.00%, 7/15/22			110,000				107,800
Neiman Marcus Group Ltd. LLC
8.00%, 10/15/21(a)(b)			110,000				75,075
8.75%, 10/15/21, Toggle PIK (8.75% Cash or 9.50% PIK)(a)			60,000				41,250
Neovia Logistics Services LLC 8.88%, 8/1/20(a)			40,000				36,750
Netflix, Inc.
5.38%, 2/1/21(b)			45,000				46,519
5.50%, 2/15/22			65,000				67,356
New Home Co., Inc. (The) 7.25%, 4/1/22			75,000				76,500
Newfield Exploration Co. 5.75%, 1/30/22			90,000				95,400
Nexstar Broadcasting, Inc. 6.13%, 2/15/22(a)			85,000				86,859
NGL Energy Partners L.P.
5.13%, 7/15/19			75,000				75,412
6.88%, 10/15/21			40,000				40,700
NGPL PipeCo LLC 4.38%, 8/15/22(a)			70,000				70,787
Nielsen Co. Luxembourg SARL (The) 5.50%, 10/1/21(a)			150,000				150,562
Nielsen Finance LLC
4.50%, 10/1/20			50,000				50,000
5.00%, 4/15/22(a)			240,000				233,652
Nine West Holdings, Inc. 8.25%, 3/15/19(a)(d)			25,000				6,875
Northern Oil and Gas, Inc. 8.00%, 6/1/20(b)			25,000				25,125

 

See Notes to Financial Statements.

 

WisdomTree Trust			77

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Northwest Acquisitions ULC 7.13%, 11/1/22(a)		$	60,000			$	61,425
NRG Energy, Inc. 6.25%, 7/15/22			69,000				71,415
Nuance Communications, Inc. 5.38%, 8/15/20(a)			13,000				13,008
NuStar Logistics L.P. 4.80%, 9/1/20			95,000				96,069
Oasis Petroleum, Inc.
6.88%, 3/15/22(b)			48,000				48,960
6.88%, 1/15/23			75,000				76,687
Ocwen Loan Servicing LLC 8.38%, 11/15/22(a)			35,000				35,613
OI European Group B.V. 4.00%, 3/15/23(a)			30,000				28,538
Omnimax International, Inc. 12.00%, 8/15/20(a)			100,000				104,500
Ortho-Clinical Diagnostics, Inc. 6.63%, 5/15/22(a)			150,000				147,937
Outfront Media Capital LLC 5.25%, 2/15/22			130,000				131,136
Owens-Brockway Glass Container, Inc. 5.00%, 1/15/22(a)			50,000				50,313
Oxford Finance LLC 6.38%, 12/15/22(a)			40,000				41,000
Park Aerospace Holdings Ltd. 5.25%, 8/15/22(a)			195,000				199,387
4.50%, 3/15/23(a)			130,000				128,862
Parker Drilling Co. 6.75%, 7/15/22(b)			35,000				27,825
Peabody Energy Corp. 6.00%, 3/31/22(a)			45,000				45,338
Penske Automotive Group, Inc. 5.75%, 10/1/22			50,000				51,031
PetSmart, Inc. 7.13%, 3/15/23(a)			205,000				138,887
PF Chang’s China Bistro, Inc. 10.25%, 6/30/20(a)(b)			30,000				28,950
PHI, Inc. 5.25%, 3/15/19(b)			75,000				71,625
Pioneer Energy Services Corp. 6.13%, 3/15/22			30,000				26,400
Pioneer Holdings LLC 9.00%, 11/1/22(a)			25,000				25,875
Pitney Bowes, Inc.
3.63%, 9/15/20			45,000				44,719
3.63%, 10/1/21			55,000				52,422
4.38%, 5/15/22			35,000				32,069
4.70%, 4/1/23			50,000				44,875
Plantronics, Inc. 5.50%, 5/31/23(a)			50,000				49,750
Platform Specialty Products Corp. 6.50%, 2/1/22(a)			130,000				133,412
Polaris Intermediate Corp. 8.50%, 12/1/22, Toggle PIK (8.50% Cash or 9.25% PIK)(a)			120,000				124,350

Investments		Principal Amount				Value
PolyOne Corp. 5.25%, 3/15/23		$	50,000			$	51,703
PQ Corp. 6.75%, 11/15/22(a)			100,000				104,875
Prime Security Services Borrower LLC 9.25%, 5/15/23(a)			235,000				252,343
PulteGroup, Inc. 4.25%, 3/1/21			80,000				80,624
QEP Resources, Inc.
6.88%, 3/1/21			115,000				121,612
5.38%, 10/1/22			90,000				90,927
Quorum Health Corp. 11.63%, 4/15/23(b)			35,000				35,000
QVC, Inc.
5.13%, 7/2/22			125,000				127,645
4.38%, 3/15/23			25,000				24,751
Qwest Corp. 6.75%, 12/1/21			105,000				112,748
Radiate Holdco LLC 6.88%, 2/15/23(a)			55,000				53,350
Range Resources Corp. 5.00%, 3/15/23			195,000				191,743
Realogy Group LLC
4.50%, 4/15/19(a)			55,000				55,413
5.25%, 12/1/21(a)			65,000				65,081
4.88%, 6/1/23(a)			60,000				56,400
RegionalCare Hospital Partners Holdings, Inc. 8.25%, 5/1/23(a)			75,000				80,062
Rent-A-Center, Inc. 6.63%, 11/15/20(b)			83,000				83,726
Resolute Energy Corp. 8.50%, 5/1/20			25,000				25,016
Resolute Forest Products, Inc. 5.88%, 5/15/23(b)			60,000				62,025
Revlon Consumer Products Corp. 5.75%, 2/15/21(b)			50,000				41,250
Reynolds Group Issuer, Inc.
5.75%, 10/15/20			387,643				388,612
5.13%, 7/15/23(a)			160,000				159,600
RHP Hotel Properties L.P.
5.00%, 4/15/21			35,000				35,465
5.00%, 4/15/23			71,000				71,334
Rite Aid Corp. 6.13%, 4/1/23(a)			170,000				153,374
Riverbed Technology, Inc. 8.88%, 3/1/23(a)(b)			50,000				46,438
Rivers Pittsburgh Borrower L.P. 6.13%, 8/15/21(a)			55,000				55,138
Rockies Express Pipeline LLC
6.00%, 1/15/19(a)			110,000				111,197
5.63%, 4/15/20(a)			53,000				54,921
Rowan Cos., Inc. 4.88%, 6/1/22			74,000				69,190
RR Donnelley & Sons Co. 7.88%, 3/15/21(b)			45,000				47,644

 

See Notes to Financial Statements.

 

78		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
rue21, Inc. 9.00%, 10/15/21(a)(d)		$	25,000			$	94
Sable Permian Resources Land LLC
8.00%, 6/15/20(a)			22,000				21,945
7.13%, 11/1/20(a)			60,000				38,700
13.00%, 11/30/20(a)			50,000				55,500
7.38%, 11/1/21(a)			50,000				31,500
Sabre GLBL, Inc. 5.38%, 4/15/23(a)			60,000				60,750
Safeway, Inc. 5.00%, 8/15/19			50,000				50,375
Sanchez Energy Corp.
7.75%, 6/15/21			63,000				44,100
6.13%, 1/15/23(b)			105,000				59,813
7.25%, 2/15/23(a)(b)			50,000				48,875
Sanmina Corp. 4.38%, 6/1/19(a)			55,000				55,371
SBA Communications Corp. 4.88%, 7/15/22			75,000				76,125
4.00%, 10/1/22			75,000				73,705
SCANA Corp. 4.75%, 5/15/21(b)			50,000				50,545
4.13%, 2/1/22			35,000				34,659
Scientific Games International, Inc. 6.63%, 5/15/21			50,000				49,750
10.00%, 12/1/22			205,000				217,577
Sealed Air Corp. 4.88%, 12/1/22(a)			75,000				75,656
5.25%, 4/1/23(a)			70,000				71,400
Select Medical Corp. 6.38%, 6/1/21			65,000				65,894
SemGroup Corp. 5.63%, 7/15/22			100,000				99,625
Seminole Hard Rock Entertainment, Inc. 5.88%, 5/15/21(a)			45,000				45,225
Service Corp. International 5.38%, 1/15/22			122,000				124,100
SESI LLC 7.13%, 12/15/21			45,000				45,731
Shea Homes L.P. 5.88%, 4/1/23(a)			40,000				39,800
Sinclair Television Group, Inc. 5.38%, 4/1/21			55,000				55,344
6.13%, 10/1/22			67,000				68,940
Sirius XM Radio, Inc. 3.88%, 8/1/22(a)			75,000				73,965
4.63%, 5/15/23(a)			50,000				49,950
SM Energy Co. 6.13%, 11/15/22(b)			58,000				59,958
Sonic Automotive, Inc. 5.00%, 5/15/23			30,000				28,425
Sotera Health Holdings LLC 6.50%, 5/15/23(a)			50,000				51,595
Southern Star Central Corp. 5.13%, 7/15/22(a)			110,000				110,275

Investments		Principal Amount				Value
Southwestern Energy Co. 4.10%, 3/15/22(b)		$	115,000			$	112,700
Spectrum Brands Holdings, Inc. 7.75%, 1/15/22			100,000				103,000
Spectrum Brands, Inc. 6.63%, 11/15/22			50,000				51,563
Springleaf Finance Corp. 5.25%, 12/15/19			75,000				76,219
8.25%, 12/15/20			100,000				108,375
7.75%, 10/1/21			75,000				81,281
6.13%, 5/15/22			103,000				106,347
5.63%, 3/15/23			95,000				95,000
Sprint Capital Corp. 6.90%, 5/1/19			145,000				148,625
Sprint Communications, Inc. 9.00%, 11/15/18(a)			43,000				43,538
7.00%, 3/1/20(a)			50,000				52,063
7.00%, 8/15/20			313,000				328,650
11.50%, 11/15/21			160,000				189,200
6.00%, 11/15/22			175,000				177,571
Sprint Corp. 7.25%, 9/15/21			115,000				120,858
Standard Industries, Inc. 5.50%, 2/15/23(a)			125,000				128,162
StandardAero Aviation Holdings, Inc. 10.00%, 7/15/23(a)			50,000				54,000
Starwood Property Trust, Inc. 3.63%, 2/1/21(a)			50,000				48,875
5.00%, 12/15/21			69,000				69,690
Steel Dynamics, Inc. 5.13%, 10/1/21			100,000				101,525
5.25%, 4/15/23			50,000				50,953
Summit Materials LLC 6.13%, 7/15/23			65,000				66,219
Sungard Availability Services Capital, Inc. 8.75%, 4/1/22(a)			45,000				22,950
Sunoco L.P. 4.88%, 1/15/23(a)			95,000				93,959
SUPERVALU, Inc. 7.75%, 11/15/22			50,000				52,125
Surgery Center Holdings, Inc. 8.88%, 4/15/21(a)(b)			80,000				83,700
Symantec Corp. 4.20%, 9/15/20			125,000				126,124
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				51,800
T-Mobile USA, Inc. 4.00%, 4/15/22(b)			55,000				54,794
6.00%, 3/1/23			165,000				170,230
Talen Energy Supply LLC 4.60%, 12/15/21			55,000				47,988
9.50%, 7/15/22(a)(b)			50,000				48,500
Tapstone Energy LLC 9.75%, 6/1/22(a)			30,000				26,400

 

See Notes to Financial Statements.

 

WisdomTree Trust			79

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Targa Resources Partners L.P. 4.13%, 11/15/19		$	50,000			$	50,165
5.25%, 5/1/23			100,000				101,500
Taylor Morrison Communities, Inc. 5.25%, 4/15/21(a)			50,000				50,125
5.88%, 4/15/23(a)			43,000				43,228
Teekay Offshore Partners L.P. 8.50%, 7/15/23(a)(b)			75,000				77,062
TEGNA, Inc. 4.88%, 9/15/21(a)			150,000				150,750
Tenet Healthcare Corp. 6.75%, 2/1/20			65,000				67,031
4.75%, 6/1/20			45,000				45,675
6.00%, 10/1/20			150,000				156,375
4.50%, 4/1/21			80,000				80,300
4.38%, 10/1/21			175,000				175,437
7.50%, 1/1/22(a)			75,000				78,820
8.13%, 4/1/22			260,000				275,600
6.75%, 6/15/23(b)			220,000				220,825
TerraForm Power Operating LLC 4.25%, 1/31/23(a)			50,000				48,875
TIBCO Software, Inc. 11.38%, 12/1/21(a)			155,000				166,044
TMX Finance LLC 11.13%, 4/1/23(a)			60,000				61,725
Toll Brothers Finance Corp. 4.00%, 12/31/18			75,000				75,187
5.88%, 2/15/22			25,000				26,156
4.38%, 4/15/23			35,000				34,964
Townsquare Media, Inc. 6.50%, 4/1/23(a)(b)			25,000				23,531
TPC Group, Inc. 8.75%, 12/15/20(a)			100,000				100,500
TransDigm, Inc. 5.50%, 10/15/20			65,000				65,244
6.00%, 7/15/22			175,000				177,187
Transocean, Inc. 6.50%, 11/15/20			75,000				77,625
8.38%, 12/15/21			111,000				119,325
9.00%, 7/15/23(a)			120,000				129,750
TRI Pointe Group, Inc. 4.38%, 6/15/19			66,000				66,660
4.88%, 7/1/21			30,000				30,000
Tribune Media Co. 5.88%, 7/15/22			102,000				104,040
Triumph Group, Inc. 4.88%, 4/1/21(b)			35,000				33,688
5.25%, 6/1/22			30,000				28,275
Ultra Resources, Inc. 6.88%, 4/15/22(a)(b)			70,000				34,475
Unit Corp. 6.63%, 5/15/21			65,000				65,244
United Continental Holdings, Inc. 4.25%, 10/1/22			25,000				24,594
United Rentals North America, Inc. 4.63%, 7/15/23			100,000				101,450

Investments		Principal Amount				Value
United States Steel Corp. 7.38%, 4/1/20(b)		$	105,000			$	110,447
Uniti Group L.P. 6.00%, 4/15/23(a)			50,000				48,125
Univar USA, Inc. 6.75%, 7/15/23(a)			40,000				41,300
Universal Hospital Services, Inc. 7.63%, 8/15/20			125,000				125,625
Univision Communications, Inc. 6.75%, 9/15/22(a)			25,000				25,594
5.13%, 5/15/23(a)			170,000				161,925
Urban One, Inc. 9.25%, 2/15/20(a)(b)			25,000				24,875
7.38%, 4/15/22(a)			35,000				34,913
VeriSign, Inc. 4.63%, 5/1/23			100,000				101,920
Vertiv Intermediate Holding Corp. 12.00%, 2/15/22, Toggle PIK (12.00% Cash or 13.00% PIK)(a)			45,000				45,956
VFH Parent LLC 6.75%, 6/15/22(a)			45,000				46,463
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)			60,000				58,918
Vine Oil & Gas L.P. 8.75%, 4/15/23(a)			55,000				53,281
Vistra Energy Corp. 7.38%, 11/1/22			165,000				172,219
Voya Financial, Inc. 5.65%, 5/15/53, (5.65% fixed rate until 5/15/23; 3-month U.S. dollar London Interbank Offered Rate + 3.58% thereafter)(c)			75,000				75,187
W/S Packaging Holdings, Inc. 9.00%, 4/15/23(a)			45,000				46,125
Watco Cos. LLC 6.38%, 4/1/23(a)			50,000				51,313
Weatherford International Ltd. 5.13%, 9/15/20			35,000				34,913
7.75%, 6/15/21(b)			75,000				73,781
4.50%, 4/15/22(b)			60,000				52,500
8.25%, 6/15/23(b)			70,000				65,275
WESCO Distribution, Inc. 5.38%, 12/15/21			50,000				50,813
WEX, Inc. 4.75%, 2/1/23(a)			50,000				50,313
Whiting Petroleum Corp. 5.75%, 3/15/21			95,000				97,612
6.25%, 4/1/23			75,000				77,437
William Carter Co. (The) 5.25%, 8/15/21			59,000				59,922
Williams Cos., Inc. (The) 7.88%, 9/1/21			30,000				33,488
3.70%, 1/15/23			95,000				94,169
WPX Energy, Inc. 6.00%, 1/15/22			9,000				9,338

 

See Notes to Financial Statements.

 

80		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
WR Grace & Co-Conn 5.13%, 10/1/21(a)		$	100,000			$	103,000
Wyndham Destinations, Inc. 4.25%, 3/1/22			70,000				67,721
3.90%, 3/1/23			80,000				75,000
Xerium Technologies, Inc. 9.50%, 8/15/21			45,000				47,363
XPO Logistics, Inc. 6.50%, 6/15/22(a)			112,000				116,113
York Risk Services Holding Corp. 8.50%, 10/1/22(a)			35,000				31,500
Yum! Brands, Inc. 5.30%, 9/15/19			35,000				35,752
3.88%, 11/1/20(b)			50,000				50,188
3.75%, 11/1/21			75,000				74,250
Zayo Group LLC 6.00%, 4/1/23			150,000				155,350
Zekelman Industries, Inc. 9.88%, 6/15/23(a)			55,000				59,881
TOTAL CORPORATE BONDS (Cost: $49,322,430)							49,342,926
FOREIGN CORPORATE BONDS – 10.3%
Australia – 0.4%
Barminco Finance Pty Ltd. 6.63%, 5/15/22(a)			35,000				34,737
FMG Resources August 2006 Pty Ltd. 4.75%, 5/15/22(a)			75,000				73,879
5.13%, 3/15/23(a)(b)			50,000				49,000
Virgin Australia Holdings Ltd. 7.88%, 10/15/21(a)			86,000				84,925
Total Australia							242,541
Bermuda – 0.1%
Teekay Corp. 8.50%, 1/15/20			60,000				62,175
Canada – 4.3%
1011778 BC ULC 4.63%, 1/15/22(a)			125,000				125,312
Air Canada 7.75%, 4/15/21(a)			105,000				113,400
Athabasca Oil Corp. 9.88%, 2/24/22(a)			100,000				103,750
Baytex Energy Corp. 5.13%, 6/1/21(a)			25,000				24,438
Bombardier, Inc. 7.75%, 3/15/20(a)			80,000				84,300
8.75%, 12/1/21(a)			130,000				143,650
5.75%, 3/15/22(a)			65,000				65,487
6.00%, 10/15/22(a)			180,000				181,350
6.13%, 1/15/23(a)			115,000				116,437
Brookfield Residential Properties, Inc. 6.50%, 12/15/20(a)			22,000				22,187
6.13%, 7/1/22(a)			125,000				126,562
Cascades, Inc. 5.50%, 7/15/22(a)			60,000				60,300

Investments		Principal Amount				Value
Concordia International Corp. 9.00%, 4/1/22(a)		$	35,000			$	32,025
Cooke Omega Investments, Inc. 8.50%, 12/15/22(a)			30,000				29,925
Eldorado Gold Corp. 6.13%, 12/15/20(a)			80,000				75,400
GFL Environmental, Inc. 5.63%, 5/1/22(a)			75,000				72,937
goeasy Ltd. 7.88%, 11/1/22(a)			65,000				68,087
Hudbay Minerals, Inc. 7.25%, 1/15/23(a)			69,000				70,552
Imperial Metals Corp. 7.00%, 3/15/19(a)(b)			30,000				25,950
Jupiter Resources, Inc. 8.50%, 10/1/22(a)			110,000				55,825
Kissner Holdings L.P. 8.38%, 12/1/22(a)			55,000				56,238
MEG Energy Corp. 6.38%, 1/30/23(a)			76,000				69,350
Mountain Province Diamonds, Inc. 8.00%, 12/15/22(a)			45,000				46,069
New Gold, Inc. 6.25%, 11/15/22(a)			55,000				49,088
Norbord, Inc. 6.25%, 4/15/23(a)			15,000				15,694
Open Text Corp. 5.63%, 1/15/23(a)			25,000				25,938
Quebecor Media, Inc. 5.75%, 1/15/23			141,000				146,640
Rockpoint Gas Storage Canada Ltd. 7.00%, 3/31/23(a)			35,000				35,438
Seven Generations Energy Ltd. 6.88%, 6/30/23(a)			45,000				47,025
Taseko Mines Ltd. 8.75%, 6/15/22(a)			50,000				50,500
Teine Energy Ltd. 6.88%, 9/30/22(a)			55,000				55,550
Tervita Escrow Corp. 7.63%, 12/1/21(a)			115,000				119,744
Videotron Ltd. 5.00%, 7/15/22			75,000				76,594
Xplornet Communications, Inc. 9.63%, 6/1/22, Toggle PIK (9.625% Cash or 10.625% PIK)(a)			26,328				26,986
Total Canada							2,418,728
Finland – 0.2%
Nokia Oyj 3.38%, 6/12/22			125,000				122,485
France – 0.1%
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)(f)			71,000				74,416

 

See Notes to Financial Statements.

 

WisdomTree Trust			81

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Table of Contents

Schedule of Investments (concluded)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Germany – 0.3%
Deutsche Bank AG 4.30%, 5/24/28, (4.296% fixed rate until 5/24/23; 5-year U.S. dollar Swap Rate + 2.248% thereafter)(c)		$	200,000			$	182,994
Ireland – 0.4%
Ardagh Packaging Finance PLC 4.63%, 5/15/23(a)			200,000				198,750
Avolon Holdings Funding Ltd. 5.50%, 1/15/23(a)			45,000				46,350
Total Ireland							245,100
Italy – 0.2%
Telecom Italia Capital S.A. 7.18%, 6/18/19			75,000				77,250
Luxembourg – 1.8%
Altice Financing S.A. 6.63%, 2/15/23(a)			200,000				201,748
Altice Luxembourg S.A. 7.75%, 5/15/22(a)			275,000				266,063
Intelsat Jackson Holdings S.A. 7.25%, 10/15/20			215,000				215,806
7.50%, 4/1/21			175,000				176,969
9.50%, 9/30/22(a)			78,000				90,870
Intelsat Luxembourg S.A. 8.13%, 6/1/23			105,000				91,481
Total Luxembourg							1,042,937
Netherlands – 0.7%
NXP B.V. 4.13%, 6/15/20(a)			200,000				202,250
4.13%, 6/1/21(a)			200,000				200,750
Total Netherlands							403,000
New Zealand – 0.1%
Trilogy International Partners LLC 8.88%, 5/1/22(a)(b)			35,000				35,525
Sweden – 0.2%
Perstorp Holding AB 11.00%, 9/30/21(a)			6,000				6,555
Telefonaktiebolaget LM Ericsson 4.13%, 5/15/22			105,000				103,972
Total Sweden							110,527
United Kingdom – 1.5%
Avon International Operations, Inc. 7.88%, 8/15/22(a)			45,000				45,956
Avon Products, Inc. 6.60%, 3/15/20			54,000				54,207
7.00%, 3/15/23(b)			63,000				54,338
Fiat Chrysler Automobiles N.V. 5.25%, 4/15/23(b)			200,000				203,750
Inmarsat Finance PLC 4.88%, 5/15/22(a)			132,000				132,990
Jaguar Land Rover Automotive PLC 5.63%, 2/1/23(a)(b)			150,000				148,500
KCA Deutag UK Finance PLC 7.25%, 5/15/21(a)			200,000				188,000

Investments		Principal Amount				Value
Petrofac Ltd. 3.40%, 10/10/18(a)		$	25,000			$	25,063
Total United Kingdom							852,804
TOTAL FOREIGN CORPORATE BONDS (Cost: $5,859,535)							5,870,482
		Shares
COMMON STOCKS – 0.0%
United States – 0.0%
Harvest Oil & Gas Corp.*†
(Cost: $11,875)			691				11,863
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 9.2%
United States – 9.2%
State Street Navigator Securities Lending Government Money Market Portfolio, 1.92%(g)
(Cost: $5,240,470)(h)			5,240,470				5,240,470
TOTAL INVESTMENTS IN SECURITIES – 106.0% (Cost: $60,434,310)							60,465,741
Other Assets less Liabilities – (6.0)%							(3,443,624	)
NET ASSETS – 100.0%						$	57,022,117

*	Non-income producing security.

 

†	Security is being fair valued using significant unobservable inputs by a pricing committee under the direction of the Board of Trustees. The aggregate value of fair valued securities is $11,863, which represents 0.02% of net assets.

 

(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 August 31, 2018 (See Note 2).

 

(c)	Rate shown reflects the accrual rate as of August 31, 2018 on securities with variable or step rates.

 

(d)	Security in default on interest payments.

 

(e)	Security in default on principal payment.

 

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

 

(g)	Rate shown represents annualized 7-day yield as of August 31, 2018.

 

(h)

At August 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,999,861. The Fund also had securities on loan having a total market value of $72,099 that were sold and pending settlement. The total market value of the collateral held by the Fund was $5,259,771. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $19,301.

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			71				12/31/18			$	(8,051,289	)		$	(14,983	)
U.S. Treasury Ultra Long Term Bond			46				12/19/18				(7,328,375	)			(27,450	)
Ultra 10 Year U.S. Treasury Note			340				12/19/18				(43,535,938	)			(132,203	)
										$	(58,915,602	)		$	(174,636	)

 

†	As of August 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $807,053.

 

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

 

See Notes to Financial Statements.

 

82		WisdomTree Trust

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Table of Contents

Schedule of Investments

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
U.S. GOVERNMENT AGENCIES – 30.2%
Federal Home Loan Bank – 0.2%
Federal Home Loan Bank 5.50%, 7/15/36		$	50,000			$	64,824
Federal Home Loan Mortgage Corporation – 8.4%
1.63%, 9/29/20			50,000				48,995
3.00%, 8/1/29			48,476				48,351
2.50%, 9/1/29			36,472				35,664
6.75%, 9/15/29, Series GDIF			25,000				33,274
2.50%, 2/1/30			32,131				31,382
2.50%, 4/1/30			23,633				23,141
3.00%, 6/1/30			48,551				48,314
3.00%, 12/1/30			45,533				45,205
2.50%, 11/1/32			45,266				43,999
3.00%, 1/1/33			46,397				46,061
3.50%, 2/1/33			22,772				23,038
3.00%, 9/1/33(a)			25,000				24,803
3.50%, 9/1/33(a)			25,000				25,275
5.00%, 9/1/35			90,757				96,959
3.00%, 9/1/36			62,911				62,044
3.50%, 4/1/37			27,783				28,082
5.50%, 12/1/38			81,961				89,052
4.00%, 2/1/41			182,979				188,060
4.50%, 5/1/41			90,554				94,801
3.50%, 10/1/41			149,184				149,568
3.00%, 4/1/43			92,508				90,331
3.50%, 7/1/43			45,085				45,202
3.00%, 8/1/43			41,184				40,207
4.00%, 12/1/43			34,997				35,808
3.00%, 1/1/44			138,217				134,983
4.50%, 4/1/44			33,282				34,646
3.50%, 3/1/45			63,972				63,821
3.50%, 12/1/45			57,562				57,426
3.50%, 5/1/46			36,824				36,713
3.50%, 8/1/46			81,590				81,715
4.00%, 9/1/46			37,485				38,262
3.00%, 10/1/46			156,571				151,821
3.00%, 11/1/46			111,521				108,113
3.50%, 2/1/47			88,740				88,383
4.00%, 2/1/47			67,190				68,570
3.00%, 3/1/47			45,419				44,030
4.50%, 3/1/47			21,137				21,981
4.50%, 5/1/47			27,080				28,163
4.50%, 8/1/47			20,731				21,560
3.50%, 9/1/47			93,288				92,886
4.00%, 10/1/47			23,139				23,598
4.00%, 1/1/48			47,777				48,818
Total Federal Home Loan Mortgage Corporation							2,543,105
Federal National Mortgage Association – 13.7%
1.00%, 10/24/19			100,000				98,311
2.63%, 9/6/24			75,000				73,975
2.13%, 4/24/26			100,000				94,400
4.00%, 7/1/26			13,174				13,498
3.50%, 12/1/26			16,899				17,097
3.50%, 1/1/27			23,043				23,313
3.00%, 11/1/28			22,065				22,019

Investments in Long Securities		Principal Amount				Value
2.50%, 4/1/30		$	30,727			$	30,013
3.00%, 9/1/30			51,172				51,067
3.00%, 10/1/30			28,244				28,186
2.50%, 5/1/31			49,967				48,608
2.50%, 6/1/31			37,805				36,777
2.50%, 9/1/31			35,819				34,844
3.00%, 6/1/32			25,824				25,699
2.50%, 12/1/32			45,987				44,736
2.50%, 1/1/33			28,054				27,291
6.00%, 4/1/33			38,986				43,066
2.00%, 9/1/33(a)			25,000				23,599
3.00%, 9/1/33(a)			25,000				24,856
3.50%, 9/1/33(a)			50,000				50,547
3.50%, 8/1/34			49,789				50,506
4.00%, 8/1/34			12,095				12,466
6.00%, 8/1/34			26,407				29,177
4.00%, 10/1/35			51,753				53,405
3.50%, 1/1/36			28,624				28,948
3.00%, 11/1/36			42,713				42,076
3.00%, 12/1/36			65,794				64,890
4.50%, 11/1/39			96,742				101,416
4.50%, 2/1/41			37,803				39,611
5.50%, 12/1/41			60,128				65,072
4.00%, 2/1/42			135,429				139,285
3.50%, 6/1/42			181,281				181,762
3.00%, 1/1/43			114,422				111,781
3.00%, 4/1/43			156,151				152,512
4.00%, 6/1/43			13,858				14,219
3.50%, 7/1/43			519,381				521,385
3.00%, 9/1/43			118,617				115,850
4.00%, 9/1/43			133,629				137,333
4.00%, 11/1/43			30,175				30,877
4.50%, 5/1/44			24,378				25,468
5.00%, 6/1/44			69,479				74,945
4.00%, 9/1/44			29,414				30,029
4.00%, 10/1/44			33,796				34,503
4.00%, 1/1/45			100,220				102,279
3.50%, 4/1/46			34,464				34,350
4.00%, 4/1/46			32,548				33,206
3.50%, 5/1/46			37,493				37,361
3.00%, 9/1/46			234,816				227,551
3.00%, 10/1/46			131,673				127,635
4.00%, 10/1/46			39,425				40,193
2.50%, 11/1/46			22,977				21,541
3.00%, 11/1/46			41,751				40,608
3.50%, 11/1/46			85,268				85,021
4.00%, 3/1/47			129,712				132,208
4.00%, 4/1/47			69,519				70,854
3.50%, 5/1/47			86,927				86,555
3.50%, 7/1/47			91,840				91,423
3.50%, 9/1/47			23,409				23,300
3.50%, 10/1/47			38,424				38,243
3.50%, 11/1/47			28,717				28,581
4.50%, 11/1/47			67,565				70,210
Total Federal National Mortgage Association							4,160,537
Government National Mortgage Association – 7.8%
3.00%, 5/20/42			79,980				78,953
3.50%, 6/20/42			98,874				100,166

 

See Notes to Financial Statements.

 

WisdomTree Trust			83

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
3.00%, 12/20/42		$	88,524			$	87,387
3.50%, 3/20/43			68,774				69,268
3.50%, 4/20/43			73,770				74,666
3.00%, 4/20/44			26,030				25,696
5.00%, 8/20/44			45,850				48,865
3.50%, 9/20/44			94,992				95,795
4.00%, 12/20/44			77,402				79,915
4.50%, 12/20/44			64,700				68,173
3.00%, 4/20/45			34,891				34,278
2.50%, 5/20/45			32,984				31,377
3.50%, 7/20/45			41,937				42,214
3.50%, 9/20/45			38,752				39,007
3.00%, 12/20/45			139,834				137,260
4.00%, 12/20/45			31,349				32,366
3.00%, 4/20/46			24,311				23,848
3.00%, 5/20/46			22,144				21,747
3.50%, 6/20/46			96,678				97,212
4.00%, 8/20/46			20,580				21,198
3.50%, 11/20/46			127,795				128,422
3.00%, 12/15/46			97,649				95,812
4.00%, 12/20/46			22,885				23,503
3.00%, 1/20/47			43,053				42,178
4.00%, 1/20/47			34,429				35,307
3.50%, 2/20/47			100,586				101,078
3.00%, 6/20/47			67,227				65,851
3.50%, 8/20/47			69,566				69,907
4.00%, 8/20/47			86,366				88,569
3.50%, 9/20/47			93,898				94,358
4.00%, 11/20/47			73,712				75,592
4.50%, 12/20/47			69,138				71,958
3.50%, 1/20/48			73,344				73,757
4.00%, 1/20/48			72,081				73,919
3.50%, 9/1/48(a)			25,000				25,054
4.00%, 9/1/48(a)			50,000				51,191
4.50%, 9/1/48(a)			50,000				51,929
Total Government National Mortgage Association							2,377,776
Tennessee Valley Authority – 0.1%
Tennessee Valley Authority 5.25%, 9/15/39			25,000				31,285
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $9,267,566)							9,177,527
U.S. GOVERNMENT OBLIGATIONS – 35.4%
U.S. Treasury Bonds – 7.5%
U.S. Treasury Bond
6.88%, 8/15/25			95,000				119,407
6.75%, 8/15/26			85,000				108,815
6.50%, 11/15/26			90,000				114,240
5.25%, 11/15/28			80,000				96,817
6.25%, 5/15/30			50,000				66,694
5.38%, 2/15/31			50,000				62,997
4.75%, 2/15/41			35,000				45,126
4.38%, 5/15/41			20,000				24,582
3.75%, 8/15/41			75,000				84,483
3.00%, 5/15/42			55,000				55,069
3.13%, 2/15/43			25,000				25,527
2.88%, 5/15/43			80,000				78,209
3.63%, 8/15/43			75,000				83,134

Investments in Long Securities		Principal Amount				Value
3.75%, 11/15/43		$	140,000			$	158,386
3.63%, 2/15/44			120,000				133,224
3.38%, 5/15/44			75,000				79,969
3.13%, 8/15/44			75,000				76,614
2.50%, 2/15/45			125,000				113,418
3.00%, 5/15/45			70,000				69,933
2.88%, 8/15/45			115,000				112,165
3.00%, 11/15/45			140,000				139,850
2.50%, 2/15/46			160,000				144,756
2.50%, 5/15/46			165,000				149,203
2.25%, 8/15/46			20,000				17,138
2.75%, 8/15/47			65,000				61,737
2.75%, 11/15/47			50,000				47,482
Total U.S. Treasury Bonds							2,268,975
U.S. Treasury Notes – 27.9%
U.S. Treasury Note
3.38%, 11/15/19			100,000				100,984
1.63%, 12/31/19			250,000				246,997
1.25%, 1/31/20			225,000				220,979
1.38%, 2/15/20			150,000				147,478
3.63%, 2/15/20			150,000				152,212
1.38%, 2/29/20			230,000				225,997
1.13%, 3/31/20			200,000				195,527
1.50%, 4/15/20			200,000				196,566
1.13%, 4/30/20			200,000				195,262
1.38%, 5/31/20			300,000				293,725
1.50%, 5/31/20			150,000				147,176
1.50%, 6/15/20			250,000				245,195
1.63%, 6/30/20			100,000				98,236
1.50%, 7/15/20			100,000				97,977
1.63%, 7/31/20			50,000				49,075
3.13%, 5/15/21			250,000				252,876
1.38%, 5/31/21			150,000				144,847
2.13%, 8/15/21			225,000				221,401
1.25%, 10/31/21			200,000				191,270
2.00%, 11/15/21			150,000				146,789
1.75%, 11/30/21			250,000				242,622
2.00%, 12/31/21			200,000				195,508
1.88%, 1/31/22			200,000				194,559
1.88%, 2/28/22			200,000				194,430
1.88%, 3/31/22			250,000				242,852
1.88%, 4/30/22			200,000				194,129
1.75%, 5/15/22			250,000				241,494
1.75%, 5/31/22			200,000				193,106
1.88%, 10/31/22			125,000				120,818
2.00%, 10/31/22			210,000				203,991
1.63%, 11/15/22			205,000				196,039
2.00%, 11/30/22			220,000				213,589
2.13%, 12/31/22			160,000				156,028
2.38%, 1/31/23			175,000				172,406
1.50%, 2/28/23			200,000				189,633
1.50%, 3/31/23			150,000				142,090
1.75%, 5/15/23			150,000				143,534
1.38%, 6/30/23			50,000				46,945
2.50%, 8/15/23			100,000				98,904
1.38%, 8/31/23			45,000				42,140
1.38%, 9/30/23			50,000				46,760
1.63%, 10/31/23			75,000				70,963

 

See Notes to Financial Statements.

 

84		WisdomTree Trust

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
2.75%, 11/15/23		$	75,000			$	75,016
2.38%, 8/15/24			105,000				102,660
2.13%, 9/30/24			150,000				144,510
2.25%, 10/31/24			50,000				48,497
2.25%, 11/15/24			140,000				135,723
2.25%, 11/15/25			185,000				178,265
1.50%, 8/15/26			125,000				113,252
2.00%, 11/15/26			135,000				126,813
2.25%, 2/15/27			100,000				95,609
2.38%, 5/15/27			140,000				135,045
2.25%, 8/15/27			100,000				95,283
2.25%, 11/15/27			100,000				95,156
2.75%, 2/15/28			35,000				34,692
Total U.S. Treasury Notes							8,493,630
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $10,813,908)							10,762,605
CORPORATE BONDS – 21.1%
United States – 21.1%
21st Century Fox America, Inc. 6.65%, 11/15/37			11,000				14,315
Abbott Laboratories 3.88%, 9/15/25			20,000				20,255
4.75%, 11/30/36			25,000				26,729
AbbVie, Inc. 3.60%, 5/14/25			20,000				19,565
AEP Texas, Inc. 3.80%, 10/1/47			25,000				23,210
Air Lease Corp. 3.63%, 4/1/27			20,000				18,794
Alexandria Real Estate Equities, Inc. 2.75%, 1/15/20			20,000				19,861
Allergan Funding SCS 3.80%, 3/15/25			30,000				29,775
4.85%, 6/15/44			10,000				9,953
Altria Group, Inc. 2.85%, 8/9/22			30,000				29,470
Amazon.com, Inc. 2.60%, 12/5/19			10,000				9,993
2.50%, 11/29/22			20,000				19,549
4.05%, 8/22/47			15,000				14,900
American Express Co. 3.00%, 10/30/24			25,000				24,078
American Express Credit Corp. 2.70%, 3/3/22			20,000				19,549
American Honda Finance Corp. 2.25%, 8/15/19			10,000				9,963
American International Group, Inc. 4.88%, 6/1/22			26,000				27,275
3.75%, 7/10/25			20,000				19,566
4.50%, 7/16/44			15,000				14,347
American Tower Corp. 3.55%, 7/15/27			40,000				37,823
Amgen, Inc. 4.66%, 6/15/51			19,000				19,076
Anadarko Petroleum Corp. 5.55%, 3/15/26			20,000				21,540

Investments in Long Securities		Principal Amount				Value
Anthem, Inc. 3.50%, 8/15/24		$	10,000			$	9,839
5.85%, 1/15/36			20,000				22,562
4.65%, 1/15/43			20,000				19,704
Apache Corp. 4.25%, 1/15/44			10,000				8,980
Apple, Inc. 1.90%, 2/7/20			25,000				24,740
3.45%, 5/6/24			40,000				40,346
4.65%, 2/23/46			20,000				21,891
AT&T, Inc. 2.30%, 3/11/19			20,000				19,964
5.88%, 10/1/19			20,000				20,597
3.00%, 2/15/22			15,000				14,766
3.00%, 6/30/22			5,000				4,888
4.30%, 2/15/30(b)			20,000				19,222
4.50%, 5/15/35			5,000				4,662
4.80%, 6/15/44			5,000				4,580
4.35%, 6/15/45			23,000				19,796
5.45%, 3/1/47			45,000				44,801
Bank of America Corp. 5.70%, 1/24/22			15,000				16,182
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)(c)			37,000				36,058
3.88%, 8/1/25			10,000				10,013
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)(c)			20,000				19,162
4.45%, 3/3/26			25,000				25,111
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)(c)			20,000				19,374
4.88%, 4/1/44			15,000				15,879
Bayer US Finance II LLC 2.75%, 7/15/21(b)			20,000				19,491
BB&T Corp. 2.05%, 5/10/21			35,000				33,985
2.85%, 10/26/24			20,000				19,249
Berkshire Hathaway, Inc. 2.75%, 3/15/23			15,000				14,777
3.13%, 3/15/26			35,000				34,093
Biogen, Inc. 5.20%, 9/15/45			15,000				16,198
Boeing Co. (The) 5.88%, 2/15/40			10,000				12,652
Boston Properties L.P. 3.85%, 2/1/23			20,000				20,221
Broadcom Corp. 3.00%, 1/15/22			50,000				48,808
Burlington Northern Santa Fe LLC 4.70%, 10/1/19			32,500				33,139
4.55%, 9/1/44			30,000				31,557
Capital One Financial Corp. 3.75%, 3/9/27			30,000				28,691

 

See Notes to Financial Statements.

 

WisdomTree Trust			85

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Cardinal Health, Inc. 3.41%, 6/15/27		$	20,000			$	18,469
Caterpillar Financial Services Corp. 1.70%, 8/9/21			10,000				9,644
Caterpillar, Inc. 3.80%, 8/15/42			10,000				9,682
CBS Corp. 7.88%, 7/30/30			35,000				43,915
Celgene Corp. 3.88%, 8/15/25			30,000				29,630
4.55%, 2/20/48			20,000				18,998
Charter Communications Operating LLC 4.46%, 7/23/22			20,000				20,425
6.48%, 10/23/45			20,000				21,437
Chevron Corp. 1.56%, 5/16/19			10,000				9,920
Cigna Corp. 3.25%, 4/15/25			25,000				23,800
Cisco Systems, Inc. 4.45%, 1/15/20			25,000				25,573
Citigroup, Inc. 2.65%, 10/26/20			30,000				29,668
4.40%, 6/10/25			60,000				60,214
4.45%, 9/29/27			30,000				29,777
5.30%, 5/6/44			20,000				21,401
CME Group, Inc. 3.00%, 9/15/22			20,000				19,838
Coca-Cola Co. (The) 3.20%, 11/1/23			20,000				20,013
Comcast Corp. 3.15%, 3/1/26			10,000				9,542
2.35%, 1/15/27			10,000				8,889
7.05%, 3/15/33			10,000				12,775
Concho Resources, Inc. 3.75%, 10/1/27			30,000				28,766
ConocoPhillips 6.50%, 2/1/39			25,000				32,578
Consolidated Edison Co. of New York, Inc. 4.63%, 12/1/54			20,000				20,809
Consumers Energy Co. 5.65%, 4/15/20			10,000				10,402
Costco Wholesale Corp. 3.00%, 5/18/27			25,000				24,123
Coventry Health Care, Inc. 5.45%, 6/15/21			30,000				31,502
Crown Castle International Corp. 4.88%, 4/15/22			20,000				20,667
CSX Corp. 3.25%, 6/1/27			35,000				33,364
4.50%, 8/1/54			15,000				14,735
CVS Health Corp. 3.38%, 8/12/24			52,000				50,640
5.05%, 3/25/48			20,000				20,488
DDR Corp. 4.70%, 6/1/27			30,000				30,466

Investments in Long Securities		Principal Amount				Value
Dell International LLC 6.02%, 6/15/26(b)		$	45,000			$	47,778
Digital Realty Trust L.P. 5.88%, 2/1/20			20,000				20,585
Discovery Communications LLC 2.75%, 11/15/19(b)			20,000				19,895
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)(c)			20,000				20,950
Dow Chemical Co. (The) 4.25%, 11/15/20			25,000				25,550
4.38%, 11/15/42			15,000				14,258
Duke Energy Corp. 3.75%, 4/15/24			40,000				40,230
Duke Energy Florida LLC 6.40%, 6/15/38			28,500				36,976
Duke Energy Indiana LLC 6.45%, 4/1/39			20,000				26,041
DXC Technology Co. 4.75%, 4/15/27			10,000				10,223
Eaton Corp. 2.75%, 11/2/22			40,000				39,085
eBay, Inc. 3.80%, 3/9/22			40,000				40,595
Ecolab, Inc. 5.50%, 12/8/41			10,000				11,855
EI du Pont de Nemours & Co. 4.15%, 2/15/43			10,000				9,384
Eli Lilly & Co. 2.35%, 5/15/22			10,000				9,785
Energy Transfer Partners L.P. 4.50%, 11/1/23			32,000				32,631
Enterprise Products Operating LLC 2.55%, 10/15/19			10,000				9,961
5.25%, 1/31/20			10,000				10,298
3.35%, 3/15/23			28,000				27,798
4.45%, 2/15/43			20,000				19,502
Exelon Corp. 3.95%, 6/15/25			65,000				65,424
4.45%, 4/15/46			20,000				19,839
Exelon Generation Co. LLC 6.25%, 10/1/39			10,000				10,862
Express Scripts Holding Co. 4.80%, 7/15/46			30,000				29,049
FedEx Corp. 4.10%, 4/15/43			25,000				22,955
4.55%, 4/1/46			15,000				14,790
Fidelity National Information Services, Inc. 5.00%, 10/15/25			20,000				21,230
Fiserv, Inc. 3.85%, 6/1/25			20,000				19,931
Florida Power & Light Co. 5.96%, 4/1/39			20,000				25,540
Fluor Corp. 3.38%, 9/15/21			10,000				10,122

 

See Notes to Financial Statements.

 

86		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Ford Motor Co. 4.75%, 1/15/43		$	16,000			$	13,310
FS Investment Corp. 4.00%, 7/15/19			10,000				10,022
4.25%, 1/15/20			25,000				25,077
General Electric Co. 3.10%, 1/9/23			20,000				19,746
4.50%, 3/11/44			20,000				19,444
General Motors Financial Co., Inc. 3.70%, 11/24/20			30,000				30,170
4.30%, 7/13/25			28,000				27,618
Gilead Sciences, Inc. 4.50%, 4/1/21			15,000				15,470
3.65%, 3/1/26			20,000				19,841
5.65%, 12/1/41			20,000				23,373
Goldman Sachs Group, Inc. (The) 7.50%, 2/15/19			12,000				12,256
6.00%, 6/15/20, Series D			20,000				20,957
2.35%, 11/15/21			5,000				4,851
3.00%, 4/26/22			5,000				4,916
4.00%, 3/3/24			5,000				5,051
3.50%, 1/23/25			5,000				4,873
4.25%, 10/21/25			25,000				24,904
3.50%, 11/16/26			5,000				4,769
3.85%, 1/26/27			5,000				4,874
6.13%, 2/15/33			5,000				5,802
6.45%, 5/1/36			25,000				29,604
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)(c)			5,000				4,679
Halliburton Co. 4.75%, 8/1/43			25,000				25,395
HCP, Inc. 2.63%, 2/1/20			20,000				19,865
Home Depot, Inc. (The) 2.00%, 6/15/19			10,000				9,967
5.88%, 12/16/36			25,000				30,811
3.90%, 6/15/47			10,000				9,713
Honeywell International, Inc. 4.25%, 3/1/21			20,000				20,592
Humana, Inc. 4.95%, 10/1/44			20,000				21,055
Intel Corp. 3.15%, 5/11/27			25,000				24,262
Intercontinental Exchange, Inc. 2.75%, 12/1/20			20,000				19,847
International Business Machines Corp. 8.38%, 11/1/19			25,000				26,627
International Lease Finance Corp. 8.25%, 12/15/20			25,000				27,465
5.88%, 8/15/22			25,000				26,667
International Paper Co. 3.00%, 2/15/27			20,000				18,557
Invesco Finance PLC 5.38%, 11/30/43			10,000				11,386

Investments in Long Securities		Principal Amount				Value
John Deere Capital Corp. 1.25%, 10/9/19		$	25,000			$	24,584
Johnson & Johnson 3.38%, 12/5/23			15,000				15,242
Johnson Controls International PLC 3.63%, 7/2/24(c)			20,000				19,949
JPMorgan Chase & Co. 2.30%, 8/15/21			30,000				29,246
4.50%, 1/24/22			35,000				36,306
3.25%, 9/23/22			15,000				14,940
3.88%, 9/10/24			20,000				19,898
3.30%, 4/1/26			15,000				14,489
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)(c)			20,000				18,721
5.63%, 8/16/43			20,000				22,890
Kellogg Co. 4.00%, 12/15/20			20,000				20,408
KeyCorp 5.10%, 3/24/21			60,000				62,743
Kinder Morgan Energy Partners L.P. 5.50%, 3/1/44			22,000				22,627
Kraft Heinz Foods Co. 3.50%, 6/6/22			32,000				31,927
4.38%, 6/1/46			25,000				21,982
Kroger Co. (The) 2.65%, 10/15/26			25,000				22,556
Laboratory Corp. of America Holdings 3.20%, 2/1/22			20,000				19,838
Lockheed Martin Corp. 2.50%, 11/23/20			20,000				19,778
4.09%, 9/15/52			10,000				9,603
Lowe’s Cos., Inc. 4.05%, 5/3/47			10,000				9,804
Macy’s Retail Holdings, Inc. 2.88%, 2/15/23			5,000				4,731
Marathon Oil Corp. 6.60%, 10/1/37			10,000				11,850
Marathon Petroleum Corp. 5.13%, 3/1/21			30,000				31,211
4.75%, 9/15/44			10,000				9,765
McDonald’s Corp. 4.45%, 3/1/47			25,000				25,161
Medtronic, Inc. 4.38%, 3/15/35			25,000				26,184
Merck & Co., Inc. 2.75%, 2/10/25			15,000				14,540
MetLife, Inc. 4.60%, 5/13/46			25,000				25,764
Microsoft Corp. 2.00%, 8/8/23			10,000				9,507
3.50%, 2/12/35			32,000				31,015
4.00%, 2/12/55			25,000				24,993
4.50%, 2/6/57			15,000				16,425
MidAmerican Energy Co. 3.10%, 5/1/27			30,000				29,011

 

See Notes to Financial Statements.

 

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Molson Coors Brewing Co. 2.10%, 7/15/21		$	25,000			$	24,125
Morgan Stanley 5.50%, 7/28/21			20,000				21,172
7.25%, 4/1/32			25,000				32,080
4.38%, 1/22/47			20,000				19,669
Mosaic Co. (The) 4.88%, 11/15/41			10,000				9,321
Mylan N.V. 3.15%, 6/15/21			20,000				19,721
NIKE, Inc. 2.38%, 11/1/26			20,000				18,368
NiSource, Inc. 4.80%, 2/15/44			25,000				26,075
Noble Energy, Inc. 5.05%, 11/15/44			10,000				9,855
Norfolk Southern Corp. 3.15%, 6/1/27			20,000				19,116
Northrop Grumman Corp. 2.55%, 10/15/22			30,000				29,106
3.25%, 1/15/28			25,000				23,760
NVIDIA Corp. 2.20%, 9/16/21			15,000				14,604
Occidental Petroleum Corp. 4.63%, 6/15/45			15,000				15,857
Oncor Electric Delivery Co. LLC 7.00%, 9/1/22			20,000				22,750
Oracle Corp. 3.63%, 7/15/23			20,000				20,334
3.25%, 11/15/27			20,000				19,397
3.80%, 11/15/37			30,000				28,918
4.00%, 7/15/46			20,000				19,324
Owens Corning 4.30%, 7/15/47			20,000				16,661
Pacific Gas & Electric Co. 4.00%, 12/1/46			25,000				22,360
PepsiCo, Inc. 2.38%, 10/6/26			15,000				13,811
3.45%, 10/6/46			10,000				9,113
Pfizer, Inc. 7.20%, 3/15/39			22,000				30,649
Philip Morris International, Inc. 4.88%, 11/15/43			43,000				44,824
Phillips 66 4.88%, 11/15/44			10,000				10,400
Pitney Bowes, Inc. 4.63%, 3/15/24(d)			25,000				22,543
Plains All American Pipeline L.P. 3.65%, 6/1/22			32,500				32,238
PNC Financial Services Group, Inc. (The) 6.70%, 6/10/19			25,000				25,758
3.90%, 4/29/24			20,000				20,087
Procter & Gamble Co. (The) 3.10%, 8/15/23			10,000				10,022
2.45%, 11/3/26			10,000				9,318
3.50%, 10/25/47			10,000				9,408

Investments in Long Securities		Principal Amount				Value
Prudential Financial, Inc. 3.91%, 12/7/47		$	20,000			$	18,501
QUALCOMM, Inc. 2.60%, 1/30/23			25,000				24,061
Realty Income Corp. 3.25%, 10/15/22			25,000				24,812
Rockwell Collins, Inc. 3.20%, 3/15/24			20,000				19,443
4.80%, 12/15/43			10,000				10,316
Royal Caribbean Cruises Ltd. 7.50%, 10/15/27			10,000				11,909
Sabine Pass Liquefaction LLC 5.63%, 3/1/25			25,000				26,698
Santander Holdings USA, Inc. 2.65%, 4/17/20			25,000				24,730
4.40%, 7/13/27			60,000				58,511
Schlumberger Investment S.A. 3.65%, 12/1/23			15,000				15,222
Seagate HDD Cayman 4.25%, 3/1/22			25,000				24,902
Select Income REIT 3.60%, 2/1/20			20,000				19,922
Sempra Energy 2.85%, 11/15/20			30,000				29,611
6.00%, 10/15/39			20,000				23,722
Sherwin-Williams Co. (The) 2.75%, 6/1/22			30,000				29,232
Shire Acquisitions Investments Ireland DAC 2.40%, 9/23/21			30,000				29,017
Simon Property Group L.P. 4.38%, 3/1/21			20,000				20,548
Southern California Edison Co. 4.65%, 10/1/43			22,000				23,253
Southern Co. (The) 2.35%, 7/1/21			40,000				38,870
3.25%, 7/1/26			30,000				28,292
Starbucks Corp. 2.00%, 12/5/18			8,000				7,992
3.85%, 10/1/23			40,000				40,683
State Street Corp. 2.65%, 5/19/26			40,000				37,627
SunTrust Banks, Inc. 2.70%, 1/27/22			35,000				34,205
Synchrony Financial 4.25%, 8/15/24			10,000				9,714
4.50%, 7/23/25			20,000				19,504
Target Corp. 2.30%, 6/26/19(d)			10,000				9,979
3.90%, 11/15/47			15,000				14,319
TD Ameritrade Holding Corp. 3.30%, 4/1/27			20,000				19,358
Texas Instruments, Inc. 2.75%, 3/12/21			25,000				24,904
Thermo Fisher Scientific, Inc. 4.50%, 3/1/21			60,000				61,752
2.95%, 9/19/26			15,000				14,026

 

See Notes to Financial Statements.

 

88		WisdomTree Trust

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Time Warner Cable LLC 7.30%, 7/1/38		$	15,000			$	17,508
6.75%, 6/15/39			4,500				4,979
4.50%, 9/15/42			15,000				12,711
TJX Cos., Inc. (The) 2.25%, 9/15/26			15,000				13,712
Toyota Motor Credit Corp. 2.60%, 1/11/22			40,000				39,340
Transcontinental Gas Pipe Line Co. LLC 7.85%, 2/1/26			20,000				24,640
Tyson Foods, Inc. 3.95%, 8/15/24			25,000				25,132
U.S. Bancorp 2.35%, 1/29/21			25,000				24,602
3.70%, 1/30/24			40,000				40,575
United Technologies Corp. 2.80%, 5/4/24			15,000				14,335
4.50%, 6/1/42			25,000				24,880
UnitedHealth Group, Inc. 2.75%, 2/15/23			32,000				31,265
4.25%, 3/15/43			10,000				10,083
Ventas Realty L.P. 4.38%, 2/1/45			20,000				18,735
VEREIT Operating Partnership L.P. 3.95%, 8/15/27			20,000				19,105
Verizon Communications, Inc. 3.50%, 11/1/21			15,000				15,162
2.45%, 11/1/22			30,000				28,913
5.85%, 9/15/35			25,000				28,152
4.52%, 9/15/48			40,000				37,793
Viacom, Inc. 4.38%, 3/15/43			10,000				8,660
Virginia Electric & Power Co. 3.50%, 3/15/27, Series A			15,000				14,888
Visa, Inc. 4.15%, 12/14/35			25,000				26,232
Walgreens Boots Alliance, Inc. 3.80%, 11/18/24			25,000				24,763
Walmart, Inc. 1.95%, 12/15/18			10,000				9,985
5.88%, 4/5/27			36,000				42,123
Walt Disney Co. (The) 3.00%, 2/13/26			25,000				24,220
Warner Media LLC 4.88%, 3/15/20			15,000				15,377
6.25%, 3/29/41			15,000				16,733
Waste Management, Inc. 3.90%, 3/1/35			20,000				19,682
4.10%, 3/1/45			10,000				9,939
Wells Fargo & Co. 2.55%, 12/7/20			20,000				19,761
3.00%, 1/22/21			10,000				9,965
3.50%, 3/8/22			10,000				10,046
4.13%, 8/15/23			51,000				51,954
3.00%, 2/19/25			5,000				4,774
4.30%, 7/22/27			5,000				5,010
4.90%, 11/17/45			20,000				20,293

Investments in Long Securities		Principal Amount				Value
Welltower, Inc. 5.25%, 1/15/22		$	25,000			$	26,201
Weyerhaeuser Co. 7.38%, 3/15/32			35,000				44,753
Williams Cos, Inc. 5.25%, 3/15/20			10,000				10,295
4.90%, 1/15/45			15,000				14,693
Wyndham Destinations, Inc. 4.25%, 3/1/22			20,000				19,349
Xerox Corp. 4.07%, 3/17/22			43,000				42,484
Zoetis, Inc. 3.00%, 9/12/27			15,000				14,061
TOTAL CORPORATE BONDS (Cost: $6,561,617)							6,426,582
FOREIGN CORPORATE BONDS – 4.4%
Australia – 0.1%
Westpac Banking Corp. 2.15%, 3/6/20			25,000				24,683
Belgium – 0.4%
Anheuser-Busch InBev Finance, Inc. 3.30%, 2/1/23			45,000				44,713
4.70%, 2/1/36			20,000				20,372
4.90%, 2/1/46			40,000				41,200
Total Belgium							106,285
Canada – 1.2%
Bank of Montreal 1.90%, 8/27/21			30,000				28,924
Bank of Nova Scotia (The) 2.45%, 9/19/22			20,000				19,349
Barrick Gold Corp. 5.25%, 4/1/42			15,000				15,600
Cenovus Energy, Inc. 6.75%, 11/15/39			25,000				28,705
Manulife Financial Corp. 4.15%, 3/4/26			20,000				20,315
Nexen Energy ULC 6.40%, 5/15/37			13,000				16,058
Royal Bank of Canada 2.15%, 3/6/20			25,000				24,718
4.65%, 1/27/26			25,000				25,758
Suncor Energy, Inc. 6.85%, 6/1/39			30,000				38,668
TELUS Corp. 3.70%, 9/15/27			10,000				9,837
Thomson Reuters Corp. 4.70%, 10/15/19			20,000				20,338
Toronto-Dominion Bank (The) 1.80%, 7/13/21			80,000				77,078
TransCanada PipeLines Ltd. 3.80%, 10/1/20			40,000				40,547
Total Canada							365,895

 

See Notes to Financial Statements.

 

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
France – 0.1%
BNP Paribas S.A. 5.00%, 1/15/21		$	40,000			$	41,626
Germany – 0.2%
Daimler Finance North America LLC 8.50%, 1/18/31			20,000				28,283
Deutsche Bank AG 3.70%, 5/30/24			25,000				23,654
Landwirtschaftliche Rentenbank 1.38%, 10/23/19, Series 29			20,000				19,735
Total Germany							71,672
Israel – 0.0%
Teva Pharmaceutical Finance Netherlands III B.V. 3.15%, 10/1/26			10,000				8,309
Japan – 0.3%
Mitsubishi UFJ Financial Group, Inc. 3.29%, 7/25/27			20,000				19,177
Sumitomo Mitsui Financial Group, Inc. 2.93%, 3/9/21			30,000				29,709
3.78%, 3/9/26			30,000				29,902
Total Japan							78,788
Mexico – 0.4%
Petroleos Mexicanos 6.00%, 3/5/20			40,000				41,400
6.50%, 3/13/27			50,000				50,745
6.75%, 9/21/47			25,000				23,204
Total Mexico							115,349
Netherlands – 0.3%
Cooperatieve Rabobank UA 4.50%, 1/11/21			20,000				20,563
5.25%, 5/24/41			20,000				23,019
Shell International Finance B.V. 3.25%, 5/11/25			20,000				19,756
2.88%, 5/10/26			20,000				19,175
4.38%, 5/11/45			15,000				15,536
Total Netherlands							98,049
Norway – 0.3%
Equinor ASA 2.45%, 1/17/23			60,000				58,457
3.95%, 5/15/43			35,000				34,084
Total Norway							92,541
Spain – 0.1%
Telefonica Emisiones SAU 5.88%, 7/15/19			15,000				15,377
Switzerland – 0.1%
Credit Suisse AG 5.40%, 1/14/20			25,000				25,714
Novartis Capital Corp. 3.10%, 5/17/27			20,000				19,335
Total Switzerland							45,049

Investments in Long Securities		Principal Amount				Value
United Kingdom – 0.9%
AstraZeneca PLC 3.38%, 11/16/25		$	30,000			$	29,232
4.38%, 11/16/45			15,000				15,037
BAT Capital Corp. 3.56%, 8/15/27(b)			15,000				14,075
4.39%, 8/15/37(b)			35,000				32,735
BP Capital Markets PLC 3.12%, 5/4/26			40,000				38,596
3.02%, 1/16/27			10,000				9,514
Diageo Capital PLC 2.63%, 4/29/23			10,000				9,725
HSBC Holdings PLC 5.10%, 4/5/21			72,000				75,052
Mead Johnson Nutrition Co. 3.00%, 11/15/20			15,000				14,968
Vodafone Group PLC 4.38%, 2/19/43			10,000				9,083
WPP Finance 2010 4.75%, 11/21/21			15,000				15,436
Total United Kingdom							263,453
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,353,646)							1,327,076
FOREIGN GOVERNMENT AGENCIES – 0.6%
Austria – 0.1%
Oesterreichische Kontrollbank AG 1.13%, 4/26/19			20,000				19,821
Canada – 0.4%
Export Development Canada 1.63%, 12/3/19			20,000				19,751
1.63%, 1/17/20			20,000				19,714
Province of Manitoba Canada 1.75%, 5/30/19			10,000				9,927
Province of Ontario Canada 2.55%, 2/12/21			10,000				9,900
2.25%, 5/18/22			10,000				9,701
2.50%, 4/27/26			36,000				34,272
Province of Quebec Canada 3.50%, 7/29/20			10,000				10,117
2.38%, 1/31/22			25,000				24,479
Total Canada							137,861
Germany – 0.1%
Kreditanstalt fuer Wiederaufbau 1.50%, 9/9/19			10,000				9,896
1.75%, 10/15/19			20,000				19,814
Total Germany							29,710
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $189,145)							187,392
FOREIGN GOVERNMENT OBLIGATIONS – 1.1%
Colombia – 0.4%
Colombia Government International Bond 11.75%, 2/25/20			25,000				28,175
8.13%, 5/21/24			65,000				78,569
Total Colombia							106,744

 

See Notes to Financial Statements.

 

90		WisdomTree Trust

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Hungary – 0.2%
Hungary Government International Bond 5.75%, 11/22/23		$	26,000			$	28,298
7.63%, 3/29/41			26,000				36,582
Total Hungary							64,880
Italy – 0.1%
Republic of Italy Government International Bond 5.38%, 6/15/33			18,000				19,294
Mexico – 0.2%
Mexico Government International Bond 4.00%, 10/2/23			29,000				29,109
4.75%, 3/8/44			20,000				19,160
5.55%, 1/21/45			20,000				21,350
Total Mexico							69,619
Philippines – 0.1%
Philippine Government International Bond 9.50%, 2/2/30			26,000				38,509
Uruguay – 0.1%
Uruguay Government International Bond 5.10%, 6/18/50			25,000				25,519
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $334,286)							324,565
SUPRANATIONAL BONDS – 1.4%
Asian Development Bank 1.75%, 3/21/19			10,000				9,965
1.88%, 4/12/19			10,000				9,967
1.75%, 1/10/20			20,000				19,764
Corporacion Andina de Fomento 4.38%, 6/15/22			25,000				25,835
European Investment Bank 1.75%, 6/17/19			35,000				34,808
1.63%, 3/16/20			50,000				49,216
1.75%, 5/15/20			50,000				49,202
1.63%, 8/14/20			50,000				48,948
Inter-American Development Bank 1.00%, 5/13/19			10,000				9,896
3.88%, 9/17/19			10,000				10,129
1.75%, 9/14/22			20,000				19,153
International Bank for Reconstruction & Development 1.88%, 3/15/19, Series GDIF			10,000				9,974
0.88%, 8/15/19			10,000				9,845
1.88%, 10/7/19			10,000				9,928
1.13%, 11/27/19, Series GDIF			20,000				19,640
1.38%, 3/30/20, Series GDIF			10,000				9,801
2.13%, 11/1/20			50,000				49,366
1.75%, 4/19/23			40,000				38,138
TOTAL SUPRANATIONAL BONDS (Cost: $436,537)							433,575
COMMERCIAL MORTGAGE-BACKED SECURITIES – 2.7%
United States – 2.7%
Citigroup Commercial Mortgage Trust 3.71%, 4/14/50, Series 2017-P7, Class A4			100,000				100,711
Investments in Long Securities		Principal Amount				Value
COMM Mortgage Trust
3.60%, 5/10/47, Series 2014-CR17, Class ASB			35,000				35,441
3.08%, 2/10/48, Series 2015-DC1, Class A4			50,000				48,909
Commercial Mortgage Pass Through Certificates
3.29%, 7/15/60, Series 2017-BNK6, Class ASB			50,000				49,497
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates 2.84%, 10/25/22, Series K029, Class A1			34,127				34,038
3.06%, 8/25/24, Series K728, Class A2^(c)			50,000				49,907
3.33%, 5/25/27, Series K065, Class AM			59,000				58,622
Federal National Mortgage Association Alternative Credit Enhancement Securities
3.30%, 7/25/23, Series 2014-M1, Class A2^(c)			39,043				39,376
2.90%, 1/25/25, Series 2015-M8, Class A2^(c)			72,000				70,858
2.58%, 3/25/26, Series 2016-M4, Class A2			80,000				76,236
GS Mortgage Securities Trust 3.67%, 3/10/50, Series 2017-GS5, Class A4			50,000				50,239
Morgan Stanley Bank of America Merrill Lynch Trust
3.53%, 12/15/47, Series 2014-C19, Class A4			25,000				24,998
3.07%, 2/15/48, Series 2015-C20, Class ASB			40,000				39,747
Wells Fargo Commercial Mortgage Trust 3.10%, 6/15/49, Series 2016-C34, Class A4			30,000				28,995
3.16%, 3/15/59, Series 2016-C33, Class A3			58,000				56,600
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4			45,000				46,452
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $817,617)							810,626
MUNICIPAL BONDS – 0.4%
United States – 0.4%
New Jersey Turnpike Authority 7.10%, 1/1/41			20,000				28,168
State of California 7.55%, 4/1/39			40,000				59,467
University of California 4.86%, 5/15/2112, Series AD			25,000				26,312
TOTAL MUNICIPAL BONDS (Cost: $112,368)							113,947
ASSET-BACKED SECURITIES – 0.7%
United States – 0.7%
Ally Auto Receivables Trust 1.99%, 11/15/21, Series 2017-1, Class A4			20,000				19,740
Citibank Credit Card Issuance Trust 1.92%, 4/7/22, Series 2017-A3, Class A3			100,000				98,524
Ford Credit Auto Owner Trust 1.22%, 3/15/21, Series 2016-C, Class A3			49,628				49,165
GM Financial Automobile Leasing Trust 2.12%, 9/20/21, Series 2017-3, Class A4			23,000				22,729
World Financial Network Credit Card Master Trust 2.03%, 4/15/25, Series 2016-A, Class A			17,000				16,482
TOTAL ASSET-BACKED SECURITIES (Cost: $207,599)							206,640

 

See Notes to Financial Statements.

 

WisdomTree Trust			91

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Schedule of Investments (concluded)

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

August 31, 2018

 

 

 

Investments in Long Securities		Shares				Value
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.1%
United States – 0.1%
State Street Navigator Securities Lending Government Money Market Portfolio, 1.92%(e)
(Cost: $29,828)(f)			29,828			$	29,828
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT – 98.1% (Cost: $30,124,117)						$	29,800,363
Securities Sold Short		Principal Amount
U.S. GOVERNMENT AGENCIES SOLD SHORT – (1.3)%
Federal National Mortgage Association – (0.5)%
Federal National Mortgage Association 3.00%, 9/1/48(a)		$	(100,000	)			(96,787	)
4.00%, 9/1/48(a)			(50,000	)			(50,916	)
Total Federal National Mortgage Association							(147,703	)
Federal Home Loan Mortgage Corporation – (0.6)%
Federal Home Loan Mortgage Corp. 3.00%, 9/1/48(a)			(100,000	)			(96,781	)
3.50%, 9/1/48(a)			(100,000	)			(99,481	)
Total Federal Home Loan Mortgage Corporation							(196,262	)
Government National Mortgage Association – (0.2)%
3.50%, 9/1/48(a)			(50,000	)			(50,197	)
TOTAL INVESTMENTS IN SECURITIES SOLD SHORT (Proceeds: $392,305)							(394,162	)
Other Assets less Liabilities – 3.2%							960,537
NET ASSETS – 100.0%						$	30,366,738

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

 

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

 

(e)	Rate shown represents annualized 7-day yield as of August 31, 2018.

 

(f)	At August 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $28,818 and the total market value of the collateral held by the Fund was $29,828.

 

FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS† (EXCHANGE-TRADED)
Short Exposure		Contracts				Expiration Date				Notional Amount1				Unrealized Appreciation/ (Depreciation)
5 Year U.S. Treasury Note			15				12/31/18			$	(1,700,977	)		$	(3,165	)
U.S. Treasury Ultra Long Term Bond			44				12/19/18				(7,009,750	)			(26,825	)
Ultra 10 Year U.S. Treasury Note			182				12/19/18				(23,304,531	)			(71,094	)
										$	(32,015,258	)		$	(101,084	)

 

†	As of August 31, 2018, cash collateral posted by the Fund with the broker for futures contracts was $588,467.

 

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

 

See Notes to Financial Statements.

 

92		WisdomTree Trust

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Table of Contents

Schedule of Investments

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
U.S. GOVERNMENT AGENCIES – 25.2%
Federal Home Loan Mortgage Corporation – 9.8%
6.50%, 3/1/36		$	788,359			$	871,316
5.00%, 6/1/37			3,585				3,829
6.00%, 9/1/37			314,025				347,247
5.50%, 2/1/40			13,275				14,367
4.50%, 8/1/40			283,534				297,830
4.00%, 11/1/40			25,779				26,495
5.00%, 3/1/41			440,787				470,296
5.50%, 6/1/41			393,518				425,828
5.00%, 7/1/41			12,089				12,905
3.50%, 10/1/41			923,307				925,686
5.00%, 2/1/42			703,973				752,603
4.00%, 4/1/42			1,070,007				1,099,878
3.50%, 6/1/42			86,895				87,120
3.00%, 7/1/42			403,474				394,415
3.50%, 8/1/42			813,530				815,632
3.50%, 9/1/42			424,005				425,100
3.00%, 3/1/43			591,051				577,170
3.50%, 7/1/43			513,573				514,901
3.00%, 8/1/43			114,681				111,960
3.50%, 1/1/44			727,421				729,300
3.00%, 2/1/44			273,152				266,675
3.50%, 2/1/44			272,061				272,763
4.00%, 4/1/44			781,547				803,364
3.50%, 5/1/44			116,918				116,970
4.50%, 5/1/44			22,503				23,422
3.50%, 7/1/44			119,767				119,928
4.50%, 7/1/44			256,064				266,497
4.00%, 8/1/44			870,430				895,703
3.50%, 10/1/44			41,192				41,180
3.50%, 12/1/44			592,502				591,836
3.50%, 1/1/45			119,212				118,980
4.00%, 3/1/45			23,574				24,089
3.00%, 4/1/45			35,376				34,407
3.00%, 5/1/45			143,920				139,938
3.50%, 6/1/45			123,515				123,224
4.00%, 6/1/45			106,997				109,281
3.00%, 7/1/45			36,981				35,929
3.00%, 8/1/45			150,637				146,309
3.50%, 8/1/45			1,401,779				1,399,817
3.50%, 9/1/45			744,671				742,912
4.00%, 9/1/45			213,051				217,510
4.00%, 10/1/45			238,044				243,007
3.50%, 11/1/45			132,323				132,011
4.00%, 11/1/45			175,153				178,803
3.00%, 12/1/45			150,537				146,008
4.50%, 12/1/45			379,152				394,614
4.00%, 2/1/46			265,114				270,594
3.50%, 3/1/46			307,521				306,715
4.00%, 3/1/46			220,162				224,724
3.00%, 4/1/46			786,202				762,328
3.50%, 4/1/46			399,632				398,431
4.50%, 4/1/46			690,297				723,623
3.50%, 5/1/46			432,787				431,486
3.00%, 6/1/46			165,964				160,924
3.50%, 6/1/46			436,491				435,067
3.00%, 9/1/46			1,642,336				1,600,468

Investments in Long Securities		Principal Amount				Value
3.50%, 9/1/46		$	334,715			$	333,494
2.50%, 10/1/46			142,396				133,432
3.50%, 10/1/46			124,042				123,590
3.00%, 11/1/46			1,601,877				1,553,028
3.50%, 11/1/46			43,697				43,532
4.00%, 11/1/46			76,324				77,906
3.00%, 12/1/46			585,163				567,378
3.50%, 12/1/46			854,366				851,008
3.00%, 1/1/47			1,735,441				1,681,975
4.00%, 1/1/47			333,762				340,665
3.00%, 2/1/47			1,411,168				1,367,731
4.00%, 2/1/47			316,188				322,681
4.50%, 3/1/47			617,411				642,054
3.00%, 4/1/47			275,330				266,829
3.50%, 4/1/47			882,522				878,930
4.00%, 4/1/47			339,280				346,208
3.50%, 5/1/47			460,206				458,315
4.00%, 5/1/47			293,807				299,785
4.50%, 5/1/47			77,372				80,466
4.00%, 6/1/47			457,206				466,476
3.00%, 7/1/47			281,448				272,736
3.50%, 7/1/47			477,448				475,430
4.00%, 7/1/47			436,767				445,857
3.50%, 8/1/47			479,620				477,575
4.00%, 8/1/47			2,042,166				2,083,909
4.50%, 8/1/47			360,726				375,136
3.50%, 9/1/47			1,073,076				1,068,459
4.50%, 9/1/47			435,572				452,953
3.00%, 10/1/47			383,375				371,418
3.50%, 10/1/47			763,947				760,601
4.00%, 10/1/47			643,234				656,027
3.00%, 11/1/47			412,801				399,895
3.50%, 12/1/47			641,085				638,264
5.00%, 9/1/48(a)			50,000				52,848
Total Federal Home Loan Mortgage Corporation							41,170,006
Federal National Mortgage Association – 15.1%
4.00%, 1/1/42			293,112				301,284
3.50%, 8/1/45			506,383				508,007
7.13%, 1/15/30			205,000				281,595
7.25%, 5/15/30			265,000				369,849
6.63%, 11/15/30			320,000				429,912
5.00%, 5/1/38			20,891				22,164
5.50%, 6/1/38			162,859				176,518
5.50%, 11/1/38			4,095				4,433
5.50%, 10/1/39			168,724				182,362
4.50%, 11/1/39			181,391				190,155
5.50%, 4/1/40			22,768				24,765
4.50%, 8/1/40			438,628				459,727
4.50%, 9/1/40			251,636				263,565
4.00%, 10/1/40			272,068				279,167
3.50%, 1/1/41			1,153,125				1,156,211
4.50%, 2/1/41			126,534				132,584
4.50%, 8/1/41			323,425				338,561
5.50%, 9/1/41			88,522				95,919
4.00%, 11/1/41			156,116				160,197
4.50%, 1/1/42			276,796				290,111
6.00%, 1/1/42			446,891				491,869

 

See Notes to Financial Statements.

 

WisdomTree Trust			93

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
3.50%, 6/1/42		$	711,867			$	713,775
4.00%, 9/1/42			399,138				411,845
4.00%, 12/1/42			208,065				213,506
2.50%, 3/1/43			29,895				28,149
3.00%, 5/1/43			287,346				280,546
3.50%, 5/1/43			69,556				69,739
3.00%, 6/1/43			487,292				476,160
4.00%, 6/1/43			194,007				199,062
3.00%, 7/1/43			1,064,878				1,039,590
3.00%, 8/1/43			374,298				365,421
4.00%, 8/1/43			105,364				107,810
4.00%, 9/1/43			574,398				589,556
4.50%, 9/1/43			46,563				48,756
3.50%, 10/1/43			408,573				409,665
4.00%, 11/1/43			518,938				534,662
4.00%, 1/1/44			945,667				971,467
4.00%, 5/1/44			22,117				22,606
4.50%, 5/1/44			261,770				273,440
3.50%, 6/1/44			352,511				353,454
4.00%, 7/1/44			25,493				26,033
4.00%, 8/1/44			131,091				133,853
4.00%, 10/1/44			411,026				419,624
4.00%, 11/1/44			20,277				20,698
4.00%, 12/1/44			137,962				140,815
3.00%, 1/1/45			14,438				14,047
3.50%, 2/1/45			1,232,591				1,233,359
4.00%, 2/1/45			109,696				112,047
3.50%, 3/1/45			524,450				522,615
3.00%, 4/1/45			352,232				342,493
3.00%, 5/1/45			125,516				121,938
3.00%, 6/1/45			295,583				287,410
3.50%, 6/1/45			131,243				130,884
3.50%, 7/1/45			67,893				67,696
3.50%, 8/1/45			811,093				808,745
3.50%, 9/1/45			322,180				321,248
4.00%, 9/1/45			141,786				144,639
3.00%, 10/1/45			143,357				139,190
3.50%, 10/1/45			245,300				245,955
3.00%, 11/1/45			143,094				138,852
3.50%, 11/1/45			137,546				137,169
4.00%, 11/1/45			1,091,574				1,113,484
3.00%, 12/1/45			1,375,707				1,342,255
3.50%, 12/1/45			1,345,066				1,341,162
4.00%, 12/1/45			486,629				496,368
3.50%, 1/1/46			207,646				206,982
3.00%, 2/1/46			325,739				315,805
3.50%, 3/1/46			244,187				243,405
4.00%, 3/1/46			338,523				345,219
3.50%, 4/1/46			1,114,558				1,110,873
4.00%, 4/1/46			195,287				199,238
3.50%, 5/1/46			540,093				538,245
4.50%, 5/1/46			121,972				127,400
3.00%, 6/1/46			140,025				135,712
3.50%, 6/1/46			859,352				856,216
4.50%, 6/1/46			266,322				276,746
3.50%, 7/1/46			982,772				979,188
4.00%, 7/1/46			157,625				160,711
2.50%, 8/1/46			21,917				20,548

Investments in Long Securities		Principal Amount				Value
2.50%, 9/1/46		$	53,628			$	50,277
3.00%, 9/1/46			257,320				249,364
4.00%, 9/1/46			425,350				436,241
3.00%, 10/1/46			1,035,449				1,003,417
4.00%, 10/1/46			236,550				241,158
2.50%, 11/1/46			45,954				43,082
3.00%, 11/1/46			1,764,336				1,710,561
3.50%, 11/1/46			255,805				255,065
2.50%, 12/1/46			97,054				90,989
3.00%, 12/1/46			1,646,887				1,595,717
3.50%, 12/1/46			1,187,863				1,188,252
4.00%, 12/1/46			286,117				291,804
2.50%, 1/1/47			129,648				121,551
3.00%, 1/1/47			589,376				571,037
3.50%, 1/1/47			423,369				421,577
4.50%, 1/1/47			306,522				318,520
5.50%, 1/1/47			615,857				669,870
3.00%, 2/1/47			1,593,185				1,543,595
3.50%, 2/1/47			458,281				456,325
4.00%, 2/1/47			75,595				77,050
3.00%, 3/1/47			317,482				307,598
3.50%, 3/1/47			676,434				673,465
4.00%, 3/1/47			1,047,731				1,067,893
4.50%, 3/1/47			200,765				208,623
3.00%, 4/1/47			364,112				352,777
4.00%, 4/1/47			543,118				553,548
3.00%, 5/1/47			361,070				349,830
3.50%, 5/1/47			758,641				755,312
4.00%, 5/1/47			2,199,114				2,245,279
4.50%, 5/1/47			777,774				813,195
3.50%, 6/1/47			400,569				398,790
4.00%, 6/1/47			655,381				667,921
3.50%, 7/1/47			752,632				755,257
4.00%, 7/1/47			640,529				652,801
4.50%, 7/1/47			273,073				283,762
3.00%, 8/1/47			485,265				470,159
3.50%, 8/1/47			463,799				461,666
4.00%, 8/1/47			714,614				728,261
3.00%, 9/1/47			716,253				693,953
3.50%, 9/1/47			669,502				666,388
4.00%, 9/1/47			647,685				660,061
4.50%, 9/1/47			588,544				611,580
3.00%, 10/1/47			405,482				392,857
3.50%, 10/1/47			1,535,767				1,528,592
4.00%, 10/1/47			433,547				441,867
4.50%, 10/1/47			613,462				637,473
3.00%, 11/1/47			721,032				698,582
3.50%, 11/1/47			473,052				470,808
4.50%, 11/1/47			719,146				747,294
3.50%, 12/1/47			726,348				722,899
3.00%, 1/1/48			726,209				703,576
3.50%, 1/1/48			720,241				716,823
5.00%, 9/1/48(a)			1,575,000				1,665,705
Total Federal National Mortgage Association							63,027,078
Tennessee Valley Authority – 0.3%
5.88%, 4/1/36			365,000				478,364
6.15%, 1/15/38			75,000				103,445
5.50%, 6/15/38			135,000				173,095

 

See Notes to Financial Statements.

 

94		WisdomTree Trust

---

Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
5.25%, 9/15/39		$	245,000			$	306,593
3.50%, 12/15/42			300,000				297,924
4.25%, 9/15/65			75,000				85,221
Total Tennessee Valley Authority							1,444,642
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $107,494,803)							105,641,726
U.S. GOVERNMENT OBLIGATIONS – 17.7%
U.S. Treasury Bonds – 2.6%
U.S. Treasury Bond 8.50%, 2/15/20			300,000				325,148
8.75%, 5/15/20			380,000				419,017
8.75%, 8/15/20			800,000				892,422
7.88%, 2/15/21			900,000				1,010,672
8.13%, 5/15/21			750,000				855,586
8.13%, 8/15/21			800,000				922,844
8.00%, 11/15/21			400,000				464,633
7.25%, 8/15/22			1,000,000				1,168,769
7.63%, 11/15/22			1,100,000				1,312,932
7.13%, 2/15/23			425,000				502,870
6.25%, 8/15/23			175,000				203,386
7.50%, 11/15/24			175,000				221,949
6.88%, 8/15/25			500,000				628,457
6.75%, 8/15/26			50,000				64,009
6.50%, 11/15/26			525,000				666,401
6.63%, 2/15/27			800,000				1,028,562
Total U.S. Treasury Bonds							10,687,657
U.S. Treasury Notes – 15.1%
U.S. Treasury Note 1.75%, 9/30/19			525,000				520,888
1.50%, 10/31/19			820,000				810,455
3.38%, 11/15/19			535,000				540,266
1.00%, 11/30/19			1,000,000				981,484
1.75%, 11/30/19			450,000				445,729
1.38%, 12/15/19			1,000,000				985,391
1.38%, 1/15/20			400,000				393,758
1.25%, 1/31/20			500,000				491,064
1.38%, 2/15/20			1,000,000				983,184
3.63%, 2/15/20			600,000				608,848
1.25%, 2/29/20			1,000,000				980,879
1.13%, 4/30/20			550,000				536,970
1.38%, 4/30/20			1,000,000				980,273
2.38%, 4/30/20			700,000				697,430
1.38%, 5/31/20			400,000				391,633
2.50%, 5/31/20			450,000				449,121
1.50%, 6/15/20			750,000				735,586
2.50%, 6/30/20			500,000				498,926
1.50%, 7/15/20			450,000				440,895
1.63%, 7/31/20			200,000				196,301
2.63%, 7/31/20			520,000				519,970
1.50%, 8/15/20			600,000				587,250
1.38%, 8/31/20			400,000				390,320
2.13%, 8/31/20			630,000				623,946
2.63%, 8/31/20			800,000				799,938
1.38%, 9/15/20			1,000,000				975,371
1.38%, 9/30/20			750,000				731,030
2.00%, 9/30/20			1,000,000				987,305

Investments in Long Securities		Principal Amount				Value
1.63%, 10/15/20		$	615,000			$	602,196
1.38%, 10/31/20			525,000				511,096
2.63%, 11/15/20			1,500,000				1,498,857
1.63%, 11/30/20			800,000				782,234
2.13%, 1/31/21			1,140,000				1,125,750
3.63%, 2/15/21			520,000				531,659
1.13%, 2/28/21			250,000				240,762
2.00%, 2/28/21			1,410,000				1,387,335
1.25%, 3/31/21			350,000				337,729
2.25%, 3/31/21			300,000				296,871
2.00%, 5/31/21			300,000				294,627
1.13%, 6/30/21			300,000				287,367
2.13%, 8/15/21			460,000				452,642
2.75%, 8/15/21			800,000				801,312
1.13%, 8/31/21			100,000				95,512
2.00%, 8/31/21			500,000				490,068
2.13%, 9/30/21			100,000				98,318
1.50%, 1/31/22			460,000				441,959
2.00%, 2/15/22			225,000				219,744
1.88%, 3/31/22			1,000,000				971,406
1.88%, 4/30/22			1,000,000				970,645
1.88%, 7/31/22			250,000				242,129
2.00%, 7/31/22			260,000				253,043
1.63%, 8/15/22			1,000,000				959,062
1.63%, 8/31/22			500,000				479,258
1.88%, 9/30/22			1,000,000				967,187
1.88%, 10/31/22			700,000				676,580
2.00%, 10/31/22			300,000				291,416
1.63%, 11/15/22			385,000				368,171
2.00%, 11/30/22			750,000				728,145
2.13%, 12/31/22			1,000,000				975,176
1.75%, 1/31/23			300,000				287,854
1.50%, 2/28/23			750,000				711,123
1.50%, 3/31/23			750,000				710,449
1.63%, 4/30/23			700,000				666,230
2.75%, 4/30/23			600,000				600,328
1.75%, 5/15/23			900,000				861,205
1.63%, 5/31/23			750,000				713,188
1.38%, 6/30/23			320,000				300,450
1.25%, 7/31/23			780,000				726,954
2.50%, 8/15/23			700,000				692,330
1.38%, 8/31/23			380,000				355,849
1.38%, 9/30/23			380,000				355,374
1.63%, 10/31/23			375,000				354,814
2.75%, 11/15/23			750,000				750,161
2.13%, 11/30/23			400,000				387,828
2.25%, 12/31/23			700,000				682,555
2.75%, 2/15/24			1,085,000				1,084,513
2.50%, 5/15/24			780,000				768,925
2.00%, 6/30/24			250,000				239,658
2.38%, 8/15/24			800,000				782,172
2.25%, 10/31/24			155,000				150,341
2.25%, 11/15/24			1,000,000				969,453
2.13%, 11/30/24			500,000				481,172
2.50%, 1/31/25			800,000				786,422
2.00%, 2/15/25			1,500,000				1,429,541
2.75%, 2/28/25			810,000				808,276
2.13%, 5/15/25			1,050,000				1,006,729

 

See Notes to Financial Statements.

 

WisdomTree Trust			95

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
2.00%, 8/15/25		$	675,000			$	640,591
2.25%, 11/15/25			500,000				481,797
1.63%, 2/15/26			475,000				437,130
2.25%, 2/15/27			675,000				645,363
2.38%, 5/15/27			246,000				237,294
2.25%, 8/15/27			1,305,000				1,243,446
2.25%, 11/15/27			1,575,000				1,498,711
2.75%, 2/15/28			1,695,000				1,680,103
2.88%, 5/15/28			1,800,000				1,802,355
2.88%, 8/15/28			350,000				350,718
Total U.S. Treasury Notes							63,343,869
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $74,690,966)							74,031,526
CORPORATE BONDS – 39.9%
United States – 39.9%
21st Century Fox America, Inc. 3.70%, 9/15/24			50,000				50,044
6.55%, 3/15/33			20,000				24,954
6.20%, 12/15/34			100,000				122,058
6.15%, 2/15/41			1,000				1,241
5.40%, 10/1/43			51,000				58,688
4.75%, 9/15/44			120,000				127,456
4.95%, 10/15/45			450,000				495,243
3M Co. 2.25%, 9/19/26			280,000				257,199
Abbott Laboratories 2.00%, 3/15/20			15,000				14,791
4.13%, 5/27/20			35,000				35,652
3.40%, 11/30/23			241,000				240,368
3.75%, 11/30/26			70,000				69,820
4.75%, 11/30/36			350,000				374,208
6.15%, 11/30/37			150,000				181,399
5.30%, 5/27/40			250,000				281,161
4.90%, 11/30/46			100,000				109,362
AbbVie, Inc. 2.50%, 5/14/20			45,000				44,562
2.90%, 11/6/22			35,000				34,192
3.20%, 11/6/22			15,000				14,830
2.85%, 5/14/23			285,000				276,080
3.60%, 5/14/25			182,000				178,043
4.50%, 5/14/35			275,000				269,852
4.70%, 5/14/45			205,000				201,292
4.45%, 5/14/46			200,000				190,079
Activision Blizzard, Inc. 2.30%, 9/15/21			200,000				193,903
3.40%, 9/15/26			189,000				182,068
4.50%, 6/15/47			100,000				98,142
Adobe Systems, Inc. 3.25%, 2/1/25			30,000				29,627
AEP Transmission Co. LLC 4.00%, 12/1/46			75,000				73,527
3.75%, 12/1/47			50,000				46,381
Aetna, Inc. 3.50%, 11/15/24			170,000				166,879
6.63%, 6/15/36			2,000				2,504
3.88%, 8/15/47			160,000				143,397

Investments in Long Securities		Principal Amount				Value
Aflac, Inc. 3.63%, 11/15/24		$	25,000			$	25,061
4.00%, 10/15/46			50,000				47,793
Air Lease Corp. 3.88%, 4/1/21			30,000				30,224
2.75%, 1/15/23			25,000				23,903
3.00%, 9/15/23			45,000				42,978
4.25%, 9/15/24			30,000				30,132
3.25%, 3/1/25			25,000				23,629
3.63%, 12/1/27			41,000				38,232
Alabama Power Co. 3.75%, 3/1/45			22,000				20,686
4.30%, 1/2/46			15,000				15,228
Alexandria Real Estate Equities, Inc. 4.60%, 4/1/22			2,000				2,066
Allergan Finance LLC 3.25%, 10/1/22			20,000				19,661
Allergan Funding SCS 3.45%, 3/15/22			35,000				34,773
3.85%, 6/15/24			72,000				71,878
3.80%, 3/15/25			500,000				496,256
4.55%, 3/15/35			265,000				261,051
4.85%, 6/15/44			25,000				24,883
4.75%, 3/15/45			100,000				99,971
Allergan, Inc. 2.80%, 3/15/23			170,000				162,304
Allstate Corp. (The) 3.28%, 12/15/26			208,000				202,703
Altria Group, Inc. 4.00%, 1/31/24			150,000				153,398
2.63%, 9/16/26			220,000				202,985
5.38%, 1/31/44			92,000				100,991
3.88%, 9/16/46			205,000				182,998
Amazon.com, Inc. 3.80%, 12/5/24			100,000				102,767
5.20%, 12/3/25			100,000				110,851
3.15%, 8/22/27			100,000				96,777
4.80%, 12/5/34			150,000				165,266
3.88%, 8/22/37			170,000				168,738
4.95%, 12/5/44			20,000				22,786
4.05%, 8/22/47			175,000				173,834
4.25%, 8/22/57			125,000				125,804
Ameren Corp. 3.65%, 2/15/26			50,000				48,800
American Airlines Pass Through Trust 3.38%, 11/1/28, Series 2015-1, Class A			10,387				10,101
American Campus Communities Operating Partnership L.P. 3.63%, 11/15/27			15,000				14,274
American Electric Power Co., Inc. 2.95%, 12/15/22, Series F			55,000				53,742
American Express Co. 3.00%, 10/30/24			60,000				57,788
4.05%, 12/3/42			25,000				24,966
American Express Credit Corp. 3.30%, 5/3/27			325,000				317,771

 

See Notes to Financial Statements.

 

96		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
American Homes 4 Rent L.P. 4.25%, 2/15/28		$	30,000			$	29,135
American Honda Finance Corp. 2.90%, 2/16/24			150,000				146,230
American International Group, Inc. 3.38%, 8/15/20			21,000				21,064
3.30%, 3/1/21			160,000				160,045
4.88%, 6/1/22			127,000				133,227
4.13%, 2/15/24			244,000				247,505
3.75%, 7/10/25			80,000				78,264
3.90%, 4/1/26			158,000				155,389
3.88%, 1/15/35			193,000				175,862
4.50%, 7/16/44			120,000				114,778
4.80%, 7/10/45			52,000				51,845
4.75%, 4/1/48			175,000				173,939
American Tower Corp. 3.30%, 2/15/21			125,000				124,708
4.70%, 3/15/22			40,000				41,490
3.50%, 1/31/23			10,000				9,875
3.00%, 6/15/23			16,000				15,444
3.38%, 10/15/26			150,000				141,068
3.13%, 1/15/27			133,000				121,882
3.55%, 7/15/27			50,000				47,278
American Water Capital Corp. 3.85%, 3/1/24			313,000				319,381
3.40%, 3/1/25			600,000				596,421
2.95%, 9/1/27			35,000				33,364
4.00%, 12/1/46			13,000				12,696
3.75%, 9/1/47			25,000				23,172
4.20%, 9/1/48			30,000				30,050
Ameriprise Financial, Inc. 4.00%, 10/15/23			302,000				309,445
3.70%, 10/15/24			160,000				160,609
2.88%, 9/15/26			170,000				159,835
AmerisourceBergen Corp. 3.45%, 12/15/27			75,000				70,561
4.30%, 12/15/47			25,000				22,582
Amgen, Inc. 1.85%, 8/19/21			10,000				9,635
3.88%, 11/15/21			112,000				114,157
2.65%, 5/11/22			275,000				268,507
3.63%, 5/15/22			150,000				151,344
2.25%, 8/19/23			110,000				103,936
3.63%, 5/22/24			159,000				160,153
3.13%, 5/1/25			145,000				139,678
3.20%, 11/2/27			300,000				284,743
5.15%, 11/15/41			175,000				185,949
4.40%, 5/1/45			295,000				287,338
4.66%, 6/15/51			200,000				200,799
Anadarko Petroleum Corp. 5.55%, 3/15/26			235,000				253,089
6.45%, 9/15/36			130,000				151,478
7.95%, 6/15/39			100,000				130,760
6.60%, 3/15/46			127,000				153,715
Analog Devices, Inc. 2.85%, 3/12/20			25,000				24,923
2.95%, 1/12/21			25,000				24,880

Investments in Long Securities		Principal Amount				Value
2.88%, 6/1/23		$	28,000			$	27,082
3.50%, 12/5/26			215,000				207,924
Andeavor 4.50%, 4/1/48			25,000				23,451
Andeavor Logistics L.P. 5.25%, 1/15/25			305,000				312,625
5.20%, 12/1/47			25,000				24,957
Anthem, Inc. 3.13%, 5/15/22			80,000				79,009
3.50%, 8/15/24			40,000				39,355
3.65%, 12/1/27			175,000				167,134
4.63%, 5/15/42			125,000				121,822
4.65%, 1/15/43			110,000				108,373
4.65%, 8/15/44			200,000				195,890
Aon PLC 3.50%, 6/14/24			10,000				9,824
3.88%, 12/15/25			175,000				175,500
4.75%, 5/15/45			75,000				76,526
Apache Corp. 2.63%, 1/15/23			29,000				27,784
5.10%, 9/1/40			100,000				100,118
4.75%, 4/15/43			75,000				72,041
4.25%, 1/15/44			50,000				44,901
Appalachian Power Co. 3.30%, 6/1/27, Series X			100,000				96,638
7.00%, 4/1/38			80,000				106,620
Applied Materials, Inc. 4.35%, 4/1/47			35,000				35,740
Aptiv PLC 4.40%, 10/1/46			20,000				18,327
Archer-Daniels-Midland Co. 2.50%, 8/11/26			185,000				171,249
5.38%, 9/15/35			15,000				17,127
4.02%, 4/16/43			6,000				5,890
Ares Capital Corp. 3.63%, 1/19/22			25,000				24,536
Arizona Public Service Co. 4.50%, 4/1/42			115,000				120,276
4.20%, 8/15/48			15,000				15,025
Assurant, Inc. 4.00%, 3/15/23			25,000				24,894
4.90%, 3/27/28			25,000				25,172
AT&T, Inc. 2.45%, 6/30/20			375,000				370,318
3.20%, 3/1/22			20,000				19,795
2.63%, 12/1/22			10,000				9,619
3.95%, 1/15/25			310,000				306,069
3.40%, 5/15/25			455,000				433,235
4.13%, 2/17/26			70,000				69,280
4.25%, 3/1/27			100,000				98,913
4.30%, 2/15/30(b)			225,000				216,247
4.50%, 5/15/35			465,000				433,579
5.25%, 3/1/37			200,000				199,267
6.00%, 8/15/40			125,000				132,304
6.38%, 3/1/41			475,000				521,289
5.15%, 3/15/42			350,000				340,424
4.30%, 12/15/42			182,000				156,774

 

See Notes to Financial Statements.

 

WisdomTree Trust			97

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
4.80%, 6/15/44		$	61,000			$	55,875
4.35%, 6/15/45			175,000				150,624
4.75%, 5/15/46			180,000				163,351
5.65%, 2/15/47			260,000				266,943
5.45%, 3/1/47			30,000				29,867
4.55%, 3/9/49			49,000				42,822
5.15%, 2/15/50(b)			295,000				276,531
5.70%, 3/1/57			75,000				75,733
Atmos Energy Corp. 4.13%, 10/15/44			200,000				199,416
Autodesk, Inc. 4.38%, 6/15/25			25,000				25,251
3.50%, 6/15/27			165,000				154,877
AutoNation, Inc. 3.80%, 11/15/27			20,000				18,835
AutoZone, Inc. 2.88%, 1/15/23			25,000				24,320
3.13%, 7/15/23			50,000				48,928
3.25%, 4/15/25			50,000				47,923
AvalonBay Communities, Inc. 3.50%, 11/15/24			25,000				24,984
2.90%, 10/15/26			50,000				47,217
3.35%, 5/15/27			8,000				7,795
3.20%, 1/15/28			25,000				24,001
Avangrid, Inc. 3.15%, 12/1/24			50,000				48,012
Avista Corp. 4.35%, 6/1/48			100,000				103,518
AXA Equitable Holdings, Inc. 5.00%, 4/20/48(b)			220,000				207,984
AXIS Specialty Finance PLC 4.00%, 12/6/27			25,000				24,010
Baker Hughes a GE Co. LLC 5.13%, 9/15/40			20,000				21,298
Baltimore Gas & Electric Co. 2.40%, 8/15/26			290,000				265,237
Bank of America Corp. 4.00%, 4/1/24			409,000				416,093
4.20%, 8/26/24			349,000				351,139
3.95%, 4/21/25, Series L			567,000				558,719
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)(c)			8,000				7,665
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)(c)			500,000				483,517
4.45%, 3/3/26			50,000				50,223
4.18%, 11/25/27, Series L			251,000				245,856
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)(c)			100,000				97,894
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)(c)			200,000				193,739

Investments in Long Securities		Principal Amount				Value
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)(c)		$	135,000			$	129,393
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)(c)			600,000				566,049
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)(c)			325,000				319,769
6.11%, 1/29/37			467,000				542,192
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)(c)			125,000				123,513
5.88%, 2/7/42			200,000				239,521
4.88%, 4/1/44			20,000				21,172
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)(c)			75,000				75,253
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)(c)			40,000				37,031
Bank One Corp. 7.63%, 10/15/26			17,000				20,760
8.00%, 4/29/27			1,000				1,264
Baxalta, Inc. 2.88%, 6/23/20			100,000				99,849
4.00%, 6/23/25			335,000				339,273
5.25%, 6/23/45			60,000				65,707
Baxter International, Inc. 2.60%, 8/15/26			240,000				220,690
3.50%, 8/15/46			12,000				10,339
Bayer US Finance II LLC 4.40%, 7/15/44(b)			20,000				18,262
3.95%, 4/15/45(b)			12,000				10,335
BB&T Corp. 2.85%, 10/26/24			53,000				51,010
Becton Dickinson and Co. 3.25%, 11/12/20			3,000				2,998
3.36%, 6/6/24			90,000				87,069
3.73%, 12/15/24			70,000				69,048
3.70%, 6/6/27			200,000				192,032
4.67%, 6/6/47			215,000				213,572
Bed Bath & Beyond, Inc. 4.92%, 8/1/34			100,000				82,608
5.17%, 8/1/44			75,000				57,049
Berkshire Hathaway Energy Co. 3.75%, 11/15/23			125,000				127,107
3.25%, 4/15/28			20,000				19,156
4.50%, 2/1/45			100,000				101,739
3.80%, 7/15/48			100,000				91,896
Biogen, Inc. 2.90%, 9/15/20			50,000				49,856
5.20%, 9/15/45			152,000				164,136

 

See Notes to Financial Statements.

 

98		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Block Financial LLC 4.13%, 10/1/20		$	35,000			$	35,349
Boardwalk Pipelines L.P. 4.45%, 7/15/27			100,000				97,862
Boeing Co. (The) 2.85%, 10/30/24			35,000				34,102
2.25%, 6/15/26			50,000				45,783
2.80%, 3/1/27			25,000				23,874
6.88%, 3/15/39			50,000				69,875
5.88%, 2/15/40			202,000				255,579
Booking Holdings, Inc. 3.60%, 6/1/26			65,000				63,676
BorgWarner, Inc. 4.38%, 3/15/45			128,000				123,613
Boston Properties L.P. 4.13%, 5/15/21			180,000				183,817
3.13%, 9/1/23			23,000				22,566
3.20%, 1/15/25			8,000				7,723
3.65%, 2/1/26			30,000				29,393
2.75%, 10/1/26			65,000				59,630
Boston Scientific Corp. 3.85%, 5/15/25			300,000				301,857
7.00%, 11/15/35			165,000				209,834
7.38%, 1/15/40			2,000				2,697
Branch Banking & Trust Co. 3.63%, 9/16/25			250,000				247,813
Brighthouse Financial, Inc. 3.70%, 6/22/27			150,000				134,273
4.70%, 6/22/47			131,000				110,162
Brixmor Operating Partnership L.P. 3.25%, 9/15/23			190,000				183,033
3.65%, 6/15/24			150,000				145,585
Broadcom Corp. 3.00%, 1/15/22			40,000				39,047
3.63%, 1/15/24			125,000				121,180
3.50%, 1/15/28			260,000				235,334
Broadridge Financial Solutions, Inc. 3.40%, 6/27/26			25,000				23,987
Brown & Brown, Inc. 4.20%, 9/15/24			20,000				20,043
Brown-Forman Corp. 4.50%, 7/15/45			28,000				30,071
Buckeye Partners L.P. 4.15%, 7/1/23			54,000				53,799
3.95%, 12/1/26			55,000				50,711
5.60%, 10/15/44			20,000				18,333
Burlington Northern Santa Fe LLC 3.75%, 4/1/24			75,000				76,245
3.00%, 4/1/25			71,000				68,983
3.65%, 9/1/25			120,000				121,236
3.25%, 6/15/27			40,000				39,285
6.15%, 5/1/37			73,000				90,516
5.75%, 5/1/40			125,000				150,255
5.40%, 6/1/41			15,000				17,326
4.40%, 3/15/42			10,000				10,341
4.90%, 4/1/44			160,000				177,195
4.55%, 9/1/44			150,000				157,785

Investments in Long Securities		Principal Amount				Value
4.15%, 4/1/45		$	73,000			$	72,889
4.70%, 9/1/45			20,000				21,486
3.90%, 8/1/46			25,000				23,990
4.13%, 6/15/47			130,000				130,210
CA, Inc. 4.70%, 3/15/27			30,000				29,859
Campbell Soup Co. 3.30%, 3/19/25			20,000				18,667
Capital One Financial Corp. 4.75%, 7/15/21			40,000				41,432
3.05%, 3/9/22			25,000				24,553
3.20%, 1/30/23			780,000				762,536
3.50%, 6/15/23			25,000				24,744
3.75%, 4/24/24			100,000				98,828
3.30%, 10/30/24			100,000				96,259
3.20%, 2/5/25			170,000				161,765
4.20%, 10/29/25			25,000				24,653
3.75%, 3/9/27			410,000				392,113
Cardinal Health, Inc. 3.41%, 6/15/27			184,000				169,918
4.50%, 11/15/44			75,000				67,505
4.37%, 6/15/47			155,000				136,232
Carlisle Cos., Inc. 3.50%, 12/1/24			100,000				96,917
3.75%, 12/1/27			25,000				24,167
Caterpillar Financial Services Corp. 3.30%, 6/9/24			40,000				40,000
2.40%, 8/9/26			190,000				174,854
Caterpillar, Inc. 3.40%, 5/15/24			111,000				111,725
3.80%, 8/15/42			501,000				485,050
CBRE Services, Inc. 4.88%, 3/1/26			153,000				159,250
CBS Corp. 2.50%, 2/15/23			5,000				4,716
3.50%, 1/15/25			350,000				337,204
4.00%, 1/15/26			50,000				49,007
2.90%, 1/15/27			92,000				83,835
3.38%, 2/15/28			125,000				114,950
7.88%, 7/30/30			197,000				247,177
4.90%, 8/15/44			275,000				267,475
Celgene Corp. 3.63%, 5/15/24			108,000				106,881
3.88%, 8/15/25			340,000				335,803
3.90%, 2/20/28			400,000				390,335
5.00%, 8/15/45			100,000				99,738
4.55%, 2/20/48			210,000				199,480
CenterPoint Energy Houston Electric LLC 2.40%, 9/1/26, Series Z			290,000				266,663
4.50%, 4/1/44			4,000				4,300
CenterPoint Energy Resources Corp. 3.55%, 4/1/23			15,000				14,960
4.00%, 4/1/28			170,000				170,289
Charter Communications Operating LLC 4.46%, 7/23/22			30,000				30,638
4.91%, 7/23/25			450,000				460,196
4.20%, 3/15/28			150,000				143,923

 

See Notes to Financial Statements.

 

WisdomTree Trust			99

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
6.48%, 10/23/45		$	125,000			$	133,980
5.75%, 4/1/48			175,000				173,066
Chubb Corp. (The) 6.00%, 5/11/37			76,000				94,026
6.50%, 5/15/38, Series 1			25,000				32,649
Chubb INA Holdings, Inc. 3.35%, 5/3/26			180,000				177,057
4.35%, 11/3/45			100,000				104,361
Church & Dwight Co., Inc. 2.45%, 8/1/22			100,000				96,569
3.15%, 8/1/27			145,000				136,396
Cigna Corp. 4.00%, 2/15/22			226,000				229,267
3.25%, 4/15/25			275,000				261,795
3.05%, 10/15/27			340,000				307,807
3.88%, 10/15/47			96,000				82,537
Cimarex Energy Co. 4.38%, 6/1/24			63,000				63,924
Cintas Corp. No 2 2.90%, 4/1/22			405,000				398,605
Cisco Systems, Inc. 2.20%, 9/20/23			125,000				119,705
3.63%, 3/4/24			272,000				278,216
2.95%, 2/28/26			225,000				217,451
2.50%, 9/20/26			40,000				37,277
5.90%, 2/15/39			70,000				87,736
Citigroup, Inc. 2.65%, 10/26/20			25,000				24,723
4.05%, 7/30/22			172,000				174,096
3.50%, 5/15/23			65,000				64,154
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)(c)			200,000				202,385
4.00%, 8/5/24			25,000				24,958
3.30%, 4/27/25			240,000				232,436
5.50%, 9/13/25			200,000				213,318
4.60%, 3/9/26			25,000				25,282
3.20%, 10/21/26			100,000				93,980
4.45%, 9/29/27			400,000				397,023
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)(c)			200,000				195,141
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)(c)			86,000				82,285
4.13%, 7/25/28			204,000				197,819
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)(c)			300,000				283,288
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)(c)			320,000				315,637

Investments in Long Securities		Principal Amount				Value
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)(c)		$	100,000			$	92,729
8.13%, 7/15/39			270,000				389,722
6.68%, 9/13/43			150,000				186,867
5.30%, 5/6/44			50,000				53,502
4.65%, 7/30/45			25,000				25,448
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)(c)			275,000				267,135
4.65%, 7/23/48			170,000				174,411
Citizens Bank NA 2.55%, 5/13/21			500,000				488,447
Citrix Systems, Inc. 4.50%, 12/1/27			25,000				24,367
Cleco Corporate Holdings LLC 3.74%, 5/1/26			64,000				60,858
Clorox Co. (The) 3.10%, 10/1/27			240,000				227,779
CNA Financial Corp. 5.75%, 8/15/21			2,000				2,121
CNOOC Finance 2015 USA LLC 4.38%, 5/2/28			340,000				346,686
Coca-Cola Co. (The) 2.90%, 5/25/27			150,000				143,306
Columbia Property Trust Operating Partnership L.P. 4.15%, 4/1/25			150,000				147,537
Comcast Corp. 3.60%, 3/1/24			445,000				445,516
3.38%, 2/15/25			25,000				24,402
3.15%, 3/1/26			316,000				301,523
2.35%, 1/15/27			80,000				71,109
3.30%, 2/1/27			95,000				91,353
3.15%, 2/15/28			245,000				230,979
4.25%, 1/15/33			90,000				89,800
4.20%, 8/15/34			110,000				107,843
4.40%, 8/15/35			200,000				200,011
6.45%, 3/15/37			180,000				218,401
6.95%, 8/15/37			100,000				127,999
4.65%, 7/15/42			40,000				40,234
4.50%, 1/15/43			25,000				24,274
4.75%, 3/1/44			25,000				25,450
4.60%, 8/15/45			20,000				19,760
3.40%, 7/15/46			55,000				45,745
4.00%, 8/15/47			350,000				318,532
Commonwealth Edison Co. 6.45%, 1/15/38			150,000				194,042
3.65%, 6/15/46			75,000				70,170
3.75%, 8/15/47, Series 123			150,000				142,569
Concho Resources, Inc. 4.38%, 1/15/25			8,000				8,085
3.75%, 10/1/27			60,000				57,532
4.88%, 10/1/47			40,000				40,623
Connecticut Light & Power Co. (The) 3.20%, 3/15/27, Series A			100,000				97,403

 

See Notes to Financial Statements.

 

100		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
ConocoPhillips 5.90%, 10/15/32		$	20,000			$	23,879
6.50%, 2/1/39			230,000				299,721
ConocoPhillips Co. 3.35%, 11/15/24			50,000				49,629
4.95%, 3/15/26			220,000				238,398
4.30%, 11/15/44			25,000				25,978
Consolidated Edison Co. of New York, Inc. 6.75%, 4/1/38, Series 08-B			25,000				33,448
3.85%, 6/15/46			20,000				19,092
3.88%, 6/15/47, Series 2017			100,000				96,110
4.50%, 5/15/58			150,000				152,470
Constellation Brands, Inc. 4.75%, 11/15/24			25,000				26,063
3.70%, 12/6/26			235,000				226,521
Continental Airlines Pass Through Trust 4.00%, 4/29/26, Series 2012-2, Class A			27,039				27,252
Continental Resources, Inc. 4.90%, 6/1/44			70,000				69,778
Corning, Inc. 4.75%, 3/15/42			200,000				203,387
Costco Wholesale Corp. 2.75%, 5/18/24			100,000				97,583
3.00%, 5/18/27			80,000				77,194
Crown Castle International Corp. 4.88%, 4/15/22			83,000				85,768
5.25%, 1/15/23			20,000				21,063
3.20%, 9/1/24			20,000				19,132
CSX Corp. 4.25%, 6/1/21			30,000				30,788
3.40%, 8/1/24			25,000				24,846
3.35%, 11/1/25			30,000				29,405
3.25%, 6/1/27			155,000				147,757
6.15%, 5/1/37			150,000				182,144
5.50%, 4/15/41			13,000				14,737
4.10%, 3/15/44			110,000				104,711
4.50%, 8/1/54			100,000				98,230
Cummins, Inc. 3.65%, 10/1/23			20,000				20,325
CVS Health Corp. 2.13%, 6/1/21			310,000				300,254
3.50%, 7/20/22			2,000				1,992
4.00%, 12/5/23			175,000				176,561
3.88%, 7/20/25			178,000				175,908
2.88%, 6/1/26			110,000				101,231
4.30%, 3/25/28			745,000				740,682
4.88%, 7/20/35			89,000				90,546
4.78%, 3/25/38			375,000				374,906
5.13%, 7/20/45			75,000				77,007
5.05%, 3/25/48			600,000				614,641
DDR Corp. 3.63%, 2/1/25			100,000				95,926
4.70%, 6/1/27			30,000				30,466
Dell International LLC 4.42%, 6/15/21(b)			50,000				50,891
5.45%, 6/15/23(b)			230,000				241,758
6.02%, 6/15/26(b)			180,000				191,112

Investments in Long Securities		Principal Amount				Value
8.10%, 7/15/36(b)		$	50,000			$	59,274
8.35%, 7/15/46(b)			205,000				252,270
Delmarva Power & Light Co. 4.15%, 5/15/45			60,000				60,104
Delphi Corp. 4.15%, 3/15/24			25,000				25,282
Delta Air Lines, Inc. 2.88%, 3/13/20			15,000				14,893
2.60%, 12/4/20			5,000				4,903
Devon Energy Corp. 3.25%, 5/15/22			69,000				68,067
5.60%, 7/15/41			195,000				210,879
4.75%, 5/15/42			100,000				98,166
5.00%, 6/15/45			50,000				50,729
Digital Realty Trust L.P. 3.40%, 10/1/20			60,000				60,141
2.75%, 2/1/23			25,000				24,086
Discover Financial Services 3.95%, 11/6/24			71,000				69,725
3.75%, 3/4/25			210,000				202,418
Discovery Communications LLC 4.90%, 3/11/26			54,000				55,682
3.95%, 3/20/28			85,000				81,225
5.00%, 9/20/37			200,000				195,599
6.35%, 6/1/40			175,000				192,682
4.95%, 5/15/42			75,000				70,667
4.88%, 4/1/43			35,000				32,533
Dominion Energy, Inc. 2.00%, 8/15/21, Series C			25,000				23,997
3.90%, 10/1/25			40,000				39,445
5.25%, 8/1/33, Series F			45,000				48,651
7.00%, 6/15/38			25,000				32,058
4.70%, 12/1/44			100,000				102,833
Dow Chemical Co. (The) 4.25%, 11/15/20			226,000				230,972
3.00%, 11/15/22			15,000				14,708
3.50%, 10/1/24			385,000				378,262
7.38%, 11/1/29			135,000				170,592
5.25%, 11/15/41			30,000				31,960
4.38%, 11/15/42			75,000				71,288
4.63%, 10/1/44			80,000				79,702
DTE Electric Co. 3.70%, 3/15/45			4,000				3,779
DTE Energy Co. 3.30%, 6/15/22, Series B			150,000				148,615
Duke Energy Carolinas LLC 2.95%, 12/1/26			120,000				115,219
6.00%, 1/15/38			240,000				296,808
6.05%, 4/15/38			20,000				24,999
5.30%, 2/15/40			150,000				173,845
4.00%, 9/30/42			25,000				24,578
3.75%, 6/1/45			20,000				18,865
3.88%, 3/15/46			20,000				19,226
Duke Energy Corp. 1.80%, 9/1/21			25,000				23,975
2.40%, 8/15/22			30,000				28,928
3.95%, 10/15/23			25,000				25,338

 

See Notes to Financial Statements.

 

WisdomTree Trust			101

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
2.65%, 9/1/26		$	355,000			$	323,697
3.15%, 8/15/27			175,000				164,564
4.80%, 12/15/45			220,000				231,930
Duke Energy Florida LLC 3.20%, 1/15/27			55,000				53,470
3.40%, 10/1/46			159,000				141,489
Duke Energy Indiana LLC 6.12%, 10/15/35			10,000				12,196
Duke Energy Progress LLC 3.25%, 8/15/25			40,000				39,368
6.30%, 4/1/38			25,000				31,588
4.10%, 3/15/43			25,000				25,066
4.15%, 12/1/44			25,000				25,232
4.20%, 8/15/45			25,000				25,316
DXC Technology Co. 4.75%, 4/15/27			165,000				168,683
Eastman Chemical Co. 3.80%, 3/15/25			38,000				37,891
4.65%, 10/15/44			100,000				98,212
Eaton Corp. 3.10%, 9/15/27			200,000				189,033
Eaton Vance Corp. 3.50%, 4/6/27			118,000				115,249
eBay, Inc. 3.80%, 3/9/22			26,000				26,387
2.75%, 1/30/23			30,000				29,007
3.45%, 8/1/24			10,000				9,810
Ecolab, Inc. 4.35%, 12/8/21			21,000				21,743
2.70%, 11/1/26			175,000				163,495
3.25%, 12/1/27			25,000				24,229
3.95%, 12/1/47			100,000				97,105
EI du Pont de Nemours & Co. 5.60%, 12/15/36			13,000				14,641
4.15%, 2/15/43			25,000				23,460
Eli Lilly & Co. 2.75%, 6/1/25			170,000				163,495
5.55%, 3/15/37			112,000				134,876
3.70%, 3/1/45			181,000				174,718
Enable Midstream Partners L.P. 3.90%, 5/15/24			78,000				75,540
4.40%, 3/15/27			25,000				24,031
4.95%, 5/15/28			170,000				169,241
Energy Transfer Partners L.P. 4.65%, 6/1/21			10,000				10,269
4.75%, 1/15/26			200,000				202,871
7.50%, 7/1/38			40,000				47,876
5.15%, 3/15/45			125,000				119,048
6.13%, 12/15/45			180,000				191,319
5.30%, 4/15/47			25,000				24,307
Entergy Corp. 2.95%, 9/1/26			320,000				296,749
Entergy Louisiana LLC 4.05%, 9/1/23			175,000				180,027
4.95%, 1/15/45			72,000				73,501
4.20%, 9/1/48			25,000				25,339

Investments in Long Securities		Principal Amount				Value
Enterprise Products Operating LLC 2.55%, 10/15/19		$	40,000			$	39,845
3.90%, 2/15/24			100,000				101,253
5.95%, 2/1/41			100,000				115,963
4.85%, 8/15/42			200,000				205,640
4.90%, 5/15/46			101,000				104,852
4.95%, 10/15/54			50,000				50,578
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)(c)			433,000				410,268
EOG Resources, Inc. 2.45%, 4/1/20			5,000				4,954
2.63%, 3/15/23			30,000				29,009
EQT Corp. 3.90%, 10/1/27			101,000				95,244
EQT Midstream Partners L.P. 4.00%, 8/1/24			200,000				192,112
ERP Operating L.P. 3.25%, 8/1/27			308,000				296,683
4.50%, 7/1/44			100,000				103,047
Eversource Energy 4.50%, 11/15/19			25,000				25,447
2.90%, 10/1/24, Series L			50,000				47,837
Exelon Corp. 3.50%, 6/1/22			25,000				24,726
3.95%, 6/15/25			25,000				25,163
3.40%, 4/15/26			75,000				72,422
4.95%, 6/15/35			200,000				210,803
5.10%, 6/15/45			100,000				107,014
4.45%, 4/15/46			225,000				223,188
Exelon Generation Co. LLC 6.25%, 10/1/39			145,000				157,492
5.60%, 6/15/42			97,000				99,662
Expedia Group, Inc. 4.50%, 8/15/24			115,000				116,771
5.00%, 2/15/26			200,000				207,501
Express Scripts Holding Co. 4.75%, 11/15/21			16,000				16,553
3.05%, 11/30/22			25,000				24,370
3.00%, 7/15/23			80,000				76,874
3.40%, 3/1/27			110,000				102,092
6.13%, 11/15/41			21,000				23,428
4.80%, 7/15/46			125,000				121,038
Federal Realty Investment Trust 4.50%, 12/1/44			200,000				205,832
FedEx Corp. 2.63%, 8/1/22			100,000				97,598
4.00%, 1/15/24			20,000				20,510
3.25%, 4/1/26(d)			306,000				297,082
3.88%, 8/1/42			220,000				196,669
4.10%, 4/15/43			100,000				91,822
4.75%, 11/15/45			127,000				128,304
4.55%, 4/1/46			90,000				88,740
4.40%, 1/15/47			120,000				114,381
Fidelity National Information Services, Inc. 5.00%, 10/15/25			341,000				361,966

 

See Notes to Financial Statements.

 

102		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
3.00%, 8/15/26		$	70,000			$	65,356
4.50%, 8/15/46			25,000				24,221
4.75%, 5/15/48, Series 30Y			40,000				40,524
Fifth Third Bancorp 2.88%, 7/27/20			43,000				42,843
4.30%, 1/16/24			225,000				229,729
8.25%, 3/1/38			100,000				138,576
FirstEnergy Corp. 3.90%, 7/15/27, Series B			100,000				98,473
7.38%, 11/15/31, Series C			100,000				130,036
4.85%, 7/15/47, Series C			210,000				216,715
Fiserv, Inc. 4.63%, 10/1/20			25,000				25,644
Flowers Foods, Inc. 3.50%, 10/1/26			8,000				7,511
Ford Motor Co. 4.35%, 12/8/26			135,000				127,107
6.63%, 10/1/28			275,000				295,119
7.45%, 7/16/31			150,000				166,794
4.75%, 1/15/43			175,000				145,575
7.40%, 11/1/46			25,000				27,986
Ford Motor Credit Co. LLC 4.13%, 8/4/25			200,000				189,211
3.82%, 11/2/27			200,000				180,225
Fortive Corp. 3.15%, 6/15/26			200,000				188,098
Franklin Resources, Inc. 2.85%, 3/30/25			145,000				138,377
GATX Corp. 3.25%, 3/30/25			45,000				42,697
3.85%, 3/30/27			5,000				4,840
4.55%, 11/7/28			40,000				40,370
GE Capital International Funding Co. Unlimited Co. 4.42%, 11/15/35			500,000				482,842
General Dynamics Corp. 3.50%, 5/15/25			65,000				65,687
2.13%, 8/15/26			225,000				203,737
3.75%, 5/15/28			200,000				203,311
General Electric Co. 6.75%, 3/15/32, Series A			215,000				266,944
6.15%, 8/7/37			40,000				46,986
5.88%, 1/14/38			50,000				57,285
4.13%, 10/9/42			50,000				46,015
4.50%, 3/11/44			225,000				218,747
General Mills, Inc. 3.65%, 2/15/24			2,000				1,989
4.20%, 4/17/28			135,000				135,020
4.70%, 4/17/48(d)			45,000				44,216
General Motors Co. 4.00%, 4/1/25			85,000				82,977
4.20%, 10/1/27			100,000				96,333
6.60%, 4/1/36			80,000				86,104
5.15%, 4/1/38			250,000				237,925
5.20%, 4/1/45			75,000				69,077
6.75%, 4/1/46			275,000				303,407

Investments in Long Securities		Principal Amount				Value
General Motors Financial Co., Inc. 3.20%, 7/6/21		$	30,000			$	29,625
4.38%, 9/25/21			20,000				20,380
3.45%, 1/14/22			20,000				19,783
3.45%, 4/10/22			84,000				82,658
3.15%, 6/30/22			20,000				19,504
4.00%, 1/15/25			288,000				279,554
4.30%, 7/13/25			401,000				395,527
4.00%, 10/6/26			100,000				95,595
3.85%, 1/5/28			25,000				23,307
Genpact Luxembourg SARL 3.70%, 4/1/22			130,000				127,752
George Washington University (The) 4.13%, 9/15/48, Series 2018			70,000				70,778
Georgia Power Co. 3.25%, 3/30/27			425,000				402,013
4.30%, 3/15/42			100,000				96,992
Georgia-Pacific LLC 8.00%, 1/15/24			30,000				36,186
7.75%, 11/15/29			100,000				133,277
Gilead Sciences, Inc. 3.65%, 3/1/26			260,000				257,937
2.95%, 3/1/27			300,000				281,841
4.60%, 9/1/35			100,000				104,162
5.65%, 12/1/41			135,000				157,770
4.75%, 3/1/46			75,000				78,350
4.15%, 3/1/47			135,000				129,259
GLP Capital L.P. 5.38%, 4/15/26			105,000				109,300
Goldman Sachs Group, Inc. (The) 4.00%, 3/3/24			50,000				50,515
3.50%, 1/23/25			555,000				540,957
3.75%, 5/22/25			80,000				78,877
4.25%, 10/21/25			232,000				231,107
3.75%, 2/25/26			125,000				122,661
3.50%, 11/16/26			500,000				476,927
5.95%, 1/15/27			350,000				387,179
3.85%, 1/26/27			175,000				170,590
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)(c)			170,000				162,818
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)(c)			250,000				239,450
6.13%, 2/15/33			40,000				46,420
6.75%, 10/1/37			420,000				509,980
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)(c)			125,000				116,968
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)(c)			59,000				57,857
6.25%, 2/1/41			125,000				151,693
4.80%, 7/8/44			25,000				25,776

 

See Notes to Financial Statements.

 

WisdomTree Trust			103

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
5.15%, 5/22/45		$	100,000			$	103,074
4.75%, 10/21/45			195,000				198,821
Halliburton Co. 3.50%, 8/1/23			50,000				50,231
3.80%, 11/15/25			100,000				100,027
4.85%, 11/15/35			200,000				210,278
6.70%, 9/15/38			20,000				25,052
7.45%, 9/15/39			150,000				201,796
4.50%, 11/15/41			2,000				1,988
5.00%, 11/15/45			105,000				112,302
Harris Corp. 3.83%, 4/27/25			185,000				182,477
4.40%, 6/15/28			55,000				55,992
4.85%, 4/27/35			67,000				69,145
Hartford Financial Services Group, Inc. (The) 4.30%, 4/15/43			65,000				63,019
4.40%, 3/15/48			35,000				34,594
Hasbro, Inc. 6.35%, 3/15/40			156,000				172,059
HCP, Inc. 2.63%, 2/1/20			130,000				129,123
4.25%, 11/15/23			20,000				20,228
3.88%, 8/15/24			50,000				49,288
3.40%, 2/1/25			25,000				23,979
4.00%, 6/1/25			100,000				99,251
Healthcare Realty Trust, Inc. 3.63%, 1/15/28			25,000				23,625
Hershey Co. (The) 2.30%, 8/15/26			35,000				31,990
Hess Corp. 4.30%, 4/1/27			60,000				58,382
6.00%, 1/15/40			100,000				104,544
5.80%, 4/1/47			200,000				209,712
Hewlett Packard Enterprise Co. 4.90%, 10/15/25			380,000				392,468
6.35%, 10/15/45			160,000				165,810
Hexcel Corp. 4.70%, 8/15/25			8,000				8,247
3.95%, 2/15/27			150,000				147,634
Highwoods Realty L.P. 4.13%, 3/15/28			25,000				24,767
Historic TW, Inc. 6.63%, 5/15/29			36,000				42,543
Home Depot, Inc. (The) 3.35%, 9/15/25			105,000				104,671
3.00%, 4/1/26			155,000				149,767
2.80%, 9/14/27			375,000				354,361
5.88%, 12/16/36			150,000				184,868
4.20%, 4/1/43			25,000				25,420
4.40%, 3/15/45			40,000				41,483
4.25%, 4/1/46			55,000				56,203
3.90%, 6/15/47			155,000				150,546
3.50%, 9/15/56			25,000				22,166
Honeywell International, Inc. 2.50%, 11/1/26			395,000				367,959
Hospitality Properties Trust 4.50%, 3/15/25			110,000				108,182

Investments in Long Securities		Principal Amount				Value
3.95%, 1/15/28		$	15,000			$	13,757
4.38%, 2/15/30			180,000				167,784
Host Hotels & Resorts L.P. 4.75%, 3/1/23, Series C			25,000				25,681
4.00%, 6/15/25, Series E			20,000				19,641
HSBC Bank USA NA 5.88%, 11/1/34			250,000				287,870
Hubbell, Inc. 3.63%, 11/15/22			25,000				25,058
3.15%, 8/15/27			8,000				7,474
Hudson Pacific Properties L.P. 3.95%, 11/1/27			175,000				165,687
Humana, Inc. 3.15%, 12/1/22			15,000				14,775
4.95%, 10/1/44			225,000				236,867
Huntington Ingalls Industries, Inc. 3.48%, 12/1/27			25,000				23,805
Illinois Tool Works, Inc. 3.50%, 3/1/24			35,000				35,361
2.65%, 11/15/26			99,000				92,740
4.88%, 9/15/41			2,000				2,244
3.90%, 9/1/42			40,000				39,829
Indiana Michigan Power Co. 4.25%, 8/15/48			20,000				20,202
Ingersoll-Rand Global Holding Co., Ltd. 4.25%, 6/15/23			132,000				136,196
5.75%, 6/15/43			130,000				150,876
Intel Corp. 2.88%, 5/11/24			120,000				117,035
3.70%, 7/29/25			178,000				180,650
2.60%, 5/19/26			300,000				281,551
4.00%, 12/15/32			155,000				161,307
4.10%, 5/19/46			95,000				95,446
3.73%, 12/8/47			50,000				47,068
Intercontinental Exchange, Inc. 4.00%, 10/15/23			75,000				77,067
3.75%, 12/1/25			345,000				347,586
3.10%, 9/15/27			25,000				23,827
4.25%, 9/21/48			55,000				55,080
International Business Machines Corp. 7.00%, 10/30/25			230,000				278,951
3.45%, 2/19/26			100,000				99,492
3.30%, 1/27/27			150,000				147,866
4.00%, 6/20/42			110,000				107,133
4.70%, 2/19/46(d)			170,000				187,904
International Flavors & Fragrances, Inc. 4.38%, 6/1/47			60,000				55,325
International Lease Finance Corp. 8.25%, 12/15/20			10,000				10,986
8.63%, 1/15/22			5,000				5,733
International Paper Co. 3.80%, 1/15/26			355,000				350,898
3.00%, 2/15/27			161,000				149,385
7.30%, 11/15/39			100,000				127,825
6.00%, 11/15/41			75,000				83,907
4.80%, 6/15/44			55,000				54,654
4.35%, 8/15/48			100,000				91,982

 

See Notes to Financial Statements.

 

104		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Invesco Finance PLC 4.00%, 1/30/24		$	42,000			$	42,768
Jefferies Group LLC 6.88%, 4/15/21			70,000				75,498
4.85%, 1/15/27			153,000				152,081
4.15%, 1/23/30			65,000				59,407
6.25%, 1/15/36			86,000				88,470
JM Smucker Co. (The) 4.25%, 3/15/35			75,000				72,158
John Deere Capital Corp. 3.05%, 1/6/28			25,000				24,023
Johnson Controls International PLC 3.90%, 2/14/26			25,000				24,876
5.13%, 9/14/45			117,000				125,209
JPMorgan Chase & Co. 3.88%, 2/1/24			147,000				149,130
3.63%, 5/13/24			50,000				50,167
3.88%, 9/10/24			50,000				49,746
3.13%, 1/23/25			180,000				173,583
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)(c)			135,000				131,516
3.30%, 4/1/26			720,000				695,479
2.95%, 10/1/26			53,000				49,691
4.13%, 12/15/26			250,000				250,222
4.25%, 10/1/27			95,000				95,193
3.63%, 12/1/27			205,000				195,622
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)(c)			240,000				235,009
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)(c)			5,000				4,805
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)(c)			150,000				143,495
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)(c)			380,000				376,155
6.40%, 5/15/38			95,000				119,936
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)(c)			30,000				28,082
5.63%, 8/16/43			100,000				114,450
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)(c)			130,000				125,739
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)(c)			205,000				191,421

Investments in Long Securities		Principal Amount				Value
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)(c)		$	65,000			$	59,357
Juniper Networks, Inc. 4.50%, 3/15/24			25,000				25,578
Kansas City Southern 4.70%, 5/1/48			125,000				125,619
Kellogg Co. 4.00%, 12/15/20			180,000				183,673
2.65%, 12/1/23			16,000				15,367
3.25%, 4/1/26			105,000				99,885
7.45%, 4/1/31, Series B			20,000				25,779
4.50%, 4/1/46			60,000				57,627
Kemper Corp. 4.35%, 2/15/25			125,000				123,768
Kerr-McGee Corp. 6.95%, 7/1/24			40,000				45,707
7.88%, 9/15/31			4,000				5,052
Keurig Dr Pepper, Inc. 4.42%, 5/25/25(b)			65,000				65,963
2.55%, 9/15/26			25,000				22,143
3.43%, 6/15/27			140,000				130,999
4.60%, 5/25/28(b)			130,000				132,199
5.09%, 5/25/48(b)(d)			125,000				127,759
KeyCorp 2.90%, 9/15/20			115,000				114,373
5.10%, 3/24/21			70,000				73,200
4.10%, 4/30/28			240,000				241,103
Kilroy Realty L.P. 3.45%, 12/15/24			87,000				84,158
4.38%, 10/1/25			160,000				161,671
4.25%, 8/15/29			50,000				49,320
Kimberly-Clark Corp. 3.20%, 7/30/46			15,000				13,060
Kimco Realty Corp. 3.30%, 2/1/25			132,000				126,129
2.80%, 10/1/26			197,000				177,559
Kinder Morgan Energy Partners L.P. 3.50%, 3/1/21			30,000				30,073
3.95%, 9/1/22			20,000				20,237
3.45%, 2/15/23			40,000				39,476
3.50%, 9/1/23			35,000				34,549
7.30%, 8/15/33			1,000				1,196
6.95%, 1/15/38			90,000				106,490
6.50%, 9/1/39			40,000				45,039
6.38%, 3/1/41			8,000				8,897
5.63%, 9/1/41			200,000				205,556
5.00%, 3/1/43			115,000				112,368
Kinder Morgan, Inc. 6.50%, 9/15/20			5,000				5,301
4.30%, 6/1/25			630,000				637,045
7.75%, 1/15/32			150,000				186,940
5.30%, 12/1/34			50,000				51,140
5.55%, 6/1/45			175,000				183,438
Kohl’s Corp. 4.25%, 7/17/25(d)			71,000				71,498
5.55%, 7/17/45			150,000				145,462

 

See Notes to Financial Statements.

 

WisdomTree Trust			105

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Kraft Heinz Foods Co. 2.80%, 7/2/20		$	132,000			$	130,956
3.50%, 6/6/22			341,000				340,224
3.50%, 7/15/22			15,000				14,928
3.95%, 7/15/25			65,000				64,115
3.00%, 6/1/26			186,000				170,028
5.00%, 7/15/35			54,000				53,485
5.20%, 7/15/45			425,000				415,530
Kroger Co. (The) 4.45%, 2/1/47			365,000				341,646
4.65%, 1/15/48(d)			125,000				120,556
L3 Technologies, Inc. 4.95%, 2/15/21			10,000				10,330
4.40%, 6/15/28			250,000				252,163
Laboratory Corp. of America Holdings 3.60%, 2/1/25			50,000				49,082
3.60%, 9/1/27			25,000				24,073
Lam Research Corp. 3.80%, 3/15/25			88,000				88,034
Lazard Group LLC 3.75%, 2/13/25			25,000				24,402
Leggett & Platt, Inc. 3.50%, 11/15/27			25,000				23,721
LG&E & KU Energy LLC 3.75%, 11/15/20			25,000				25,206
Life Storage L.P. 3.50%, 7/1/26			60,000				56,465
3.88%, 12/15/27			25,000				23,865
Lincoln National Corp. 4.35%, 3/1/48			150,000				143,221
Lockheed Martin Corp. 2.50%, 11/23/20			20,000				19,778
3.10%, 1/15/23			25,000				24,913
3.60%, 3/1/35			34,000				32,305
4.50%, 5/15/36			340,000				356,764
4.07%, 12/15/42			120,000				116,989
4.70%, 5/15/46			70,000				74,898
4.09%, 9/15/52			100,000				96,025
Loews Corp. 3.75%, 4/1/26			5,000				5,021
Lowe’s Cos., Inc. 3.38%, 9/15/25			260,000				257,505
2.50%, 4/15/26			25,000				23,132
3.10%, 5/3/27			130,000				125,016
3.70%, 4/15/46			50,000				46,064
4.05%, 5/3/47			190,000				186,274
LYB International Finance B.V. 4.00%, 7/15/23			45,000				45,367
5.25%, 7/15/43			50,000				53,111
4.88%, 3/15/44			345,000				349,001
LYB International Finance II B.V. 3.50%, 3/2/27			20,000				19,057
Macy’s Retail Holdings, Inc. 2.88%, 2/15/23			30,000				28,388
3.63%, 6/1/24(d)			87,000				84,003
4.50%, 12/15/34			35,000				29,489

Investments in Long Securities		Principal Amount				Value
Magellan Midstream Partners L.P. 4.20%, 10/3/47		$	150,000			$	139,777
Marathon Oil Corp. 2.80%, 11/1/22			30,000				29,062
3.85%, 6/1/25			130,000				128,026
6.60%, 10/1/37			175,000				207,377
Marathon Petroleum Corp. 4.75%, 9/15/44			40,000				39,059
5.00%, 9/15/54			70,000				68,520
Markel Corp. 3.50%, 11/1/27			100,000				94,457
4.30%, 11/1/47			50,000				46,458
Marriott International, Inc. 2.30%, 1/15/22			10,000				9,655
3.25%, 9/15/22			25,000				24,666
3.13%, 6/15/26, Series R			100,000				94,135
Marsh & McLennan Cos., Inc. 3.50%, 3/10/25			80,000				79,307
3.75%, 3/14/26			147,000				147,245
Martin Marietta Materials, Inc. 3.45%, 6/1/27			25,000				23,278
4.25%, 12/15/47			180,000				159,828
Mastercard, Inc. 3.38%, 4/1/24			304,000				305,554
McCormick & Co., Inc. 3.40%, 8/15/27			50,000				48,049
McDonald’s Corp. 3.35%, 4/1/23			35,000				34,939
3.38%, 5/26/25			155,000				152,546
3.70%, 1/30/26			228,000				227,474
4.70%, 12/9/35			50,000				52,482
6.30%, 3/1/38			18,000				21,852
4.60%, 5/26/45			92,000				93,202
4.88%, 12/9/45			215,000				225,607
4.45%, 3/1/47			35,000				35,225
4.45%, 9/1/48			50,000				49,842
McKesson Corp. 3.80%, 3/15/24			40,000				39,866
4.88%, 3/15/44			100,000				101,186
Medtronic Global Holdings SCA 3.35%, 4/1/27(d)			185,000				182,172
Medtronic, Inc. 3.50%, 3/15/25			372,000				372,137
4.38%, 3/15/35			95,000				99,500
4.63%, 3/15/44			79,000				84,273
4.63%, 3/15/45			122,000				131,084
Merck & Co., Inc. 2.75%, 2/10/25			345,000				334,430
3.70%, 2/10/45			75,000				72,796
Mercury General Corp. 4.40%, 3/15/27			70,000				68,350
MetLife, Inc. 4.37%, 9/15/23, Series D			71,000				74,170
3.60%, 4/10/24			220,000				221,553
3.00%, 3/1/25			117,000				112,667
6.50%, 12/15/32			20,000				24,982
6.38%, 6/15/34			30,000				36,578

 

See Notes to Financial Statements.

 

106		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
5.70%, 6/15/35		$	48,000			$	56,075
5.88%, 2/6/41			100,000				119,366
4.13%, 8/13/42			100,000				96,297
4.88%, 11/13/43			35,000				37,309
6.40%, 12/15/66			100,000				107,000
Mid-America Apartments L.P. 3.75%, 6/15/24			37,000				36,688
MidAmerican Energy Co. 3.50%, 10/15/24			35,000				35,230
4.25%, 5/1/46			15,000				15,463
3.95%, 8/1/47			35,000				34,504
3.65%, 8/1/48			25,000				23,365
Molson Coors Brewing Co. 3.00%, 7/15/26			157,000				144,581
5.00%, 5/1/42			100,000				102,110
4.20%, 7/15/46			110,000				98,412
Morgan Stanley 4.88%, 11/1/22			210,000				219,055
3.88%, 4/29/24, Series F			600,000				603,809
3.70%, 10/23/24			179,000				177,707
5.00%, 11/24/25			20,000				20,837
3.88%, 1/27/26			158,000				156,083
4.35%, 9/8/26			250,000				249,431
3.63%, 1/20/27			200,000				192,889
3.95%, 4/23/27			190,000				183,508
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)(c)			500,000				476,979
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)(c)			250,000				241,557
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)(c)			265,000				249,379
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)(c)			39,000				39,029
4.30%, 1/27/45			130,000				125,788
4.38%, 1/22/47			100,000				98,346
Mosaic Co. (The) 3.25%, 11/15/22			25,000				24,562
4.25%, 11/15/23			100,000				101,536
4.05%, 11/15/27			27,000				26,297
4.88%, 11/15/41			62,000				57,791
5.63%, 11/15/43			38,000				39,005
Motorola Solutions, Inc. 5.50%, 9/1/44			100,000				95,161
MPLX L.P. 4.50%, 7/15/23			60,000				61,782
4.88%, 12/1/24			130,000				135,229
4.00%, 2/15/25			8,000				7,943
4.13%, 3/1/27			25,000				24,521
4.50%, 4/15/38			225,000				210,252
5.20%, 3/1/47			150,000				150,548

Investments in Long Securities		Principal Amount				Value
4.70%, 4/15/48		$	210,000			$	197,491
4.90%, 4/15/58			30,000				27,280
MUFG Americas Holdings Corp. 3.00%, 2/10/25			21,000				20,121
Mylan N.V. 3.15%, 6/15/21			92,000				90,715
3.95%, 6/15/26			100,000				95,065
5.25%, 6/15/46			150,000				141,128
Nasdaq, Inc. 5.55%, 1/15/20			50,000				51,664
National Grid USA 5.80%, 4/1/35			30,000				34,988
National Retail Properties, Inc. 3.80%, 10/15/22			8,000				8,035
3.30%, 4/15/23			25,000				24,564
National Rural Utilities Cooperative Finance Corp. 2.95%, 2/7/24			430,000				418,954
2.85%, 1/27/25			155,000				149,453
NBCUniversal Media LLC 5.95%, 4/1/41			33,000				38,391
4.45%, 1/15/43			25,000				24,143
Newell Brands, Inc. 2.88%, 12/1/19			25,000				24,901
3.85%, 4/1/23			25,000				24,578
4.20%, 4/1/26			400,000				386,570
5.50%, 4/1/46			220,000				211,532
Newmont Mining Corp. 6.25%, 10/1/39			170,000				194,528
4.88%, 3/15/42			50,000				49,411
NextEra Energy Capital Holdings, Inc. 2.40%, 9/15/19			40,000				39,816
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)(c)			33,000				31,291
NIKE, Inc. 2.38%, 11/1/26			160,000				146,943
3.63%, 5/1/43			190,000				180,533
NiSource, Inc. 3.49%, 5/15/27			200,000				193,689
5.95%, 6/15/41			2,000				2,350
5.25%, 2/15/43			35,000				38,905
5.65%, 2/1/45			219,000				253,565
3.95%, 3/30/48			75,000				69,629
Noble Energy, Inc. 3.90%, 11/15/24			54,000				53,577
3.85%, 1/15/28			13,000				12,433
6.00%, 3/1/41			150,000				163,108
5.05%, 11/15/44			25,000				24,638
4.95%, 8/15/47			69,000				67,710
Nordstrom, Inc. 4.00%, 3/15/27			20,000				19,606
Norfolk Southern Corp. 3.25%, 12/1/21			210,000				209,769
2.90%, 6/15/26			8,000				7,594
3.15%, 6/1/27			100,000				95,578

 

See Notes to Financial Statements.

 

WisdomTree Trust			107

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
3.94%, 11/1/47		$	100,000			$	94,494
4.05%, 8/15/52			132,000				124,594
Northern States Power Co. 6.20%, 7/1/37			10,000				12,749
5.35%, 11/1/39			50,000				58,512
3.60%, 5/15/46			60,000				56,246
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)(c)			30,000				28,338
Northrop Grumman Corp. 3.50%, 3/15/21			117,000				118,135
2.55%, 10/15/22			25,000				24,255
3.25%, 8/1/23			336,000				333,661
3.20%, 2/1/27			75,000				71,067
3.25%, 1/15/28			100,000				95,040
3.85%, 4/15/45			250,000				229,979
4.03%, 10/15/47			50,000				47,048
Northwell Healthcare, Inc. 3.98%, 11/1/46			15,000				13,796
4.26%, 11/1/47			25,000				24,165
NSTAR Electric Co. 3.20%, 5/15/27			50,000				48,528
Nucor Corp. 6.40%, 12/1/37			27,000				33,631
O’Reilly Automotive, Inc. 4.35%, 6/1/28			35,000				35,331
Occidental Petroleum Corp. 3.50%, 6/15/25			50,000				50,034
3.40%, 4/15/26			400,000				396,834
3.00%, 2/15/27			135,000				129,342
4.40%, 4/15/46			25,000				25,800
4.10%, 2/15/47			225,000				221,836
4.20%, 3/15/48			50,000				50,333
Oglethorpe Power Corp. 5.38%, 11/1/40			15,000				17,032
Ohio Edison Co. 6.88%, 7/15/36			165,000				218,059
Old Republic International Corp. 3.88%, 8/26/26			110,000				106,663
Omega Healthcare Investors, Inc. 4.95%, 4/1/24			25,000				25,595
4.50%, 4/1/27			225,000				218,944
Omnicom Group, Inc. 3.63%, 5/1/22			80,000				79,749
Oncor Electric Delivery Co. LLC 2.95%, 4/1/25			169,000				164,044
3.75%, 4/1/45			105,000				100,982
ONEOK Partners L.P. 5.00%, 9/15/23			150,000				157,245
6.20%, 9/15/43			50,000				56,877
ONEOK, Inc. 4.00%, 7/13/27			180,000				176,210
Oracle Corp. 2.40%, 9/15/23			325,000				311,865
2.65%, 7/15/26			150,000				140,240

Investments in Long Securities		Principal Amount				Value
3.25%, 11/15/27		$	475,000			$	460,673
3.90%, 5/15/35			180,000				176,932
6.50%, 4/15/38			100,000				129,085
5.38%, 7/15/40			250,000				288,955
4.00%, 11/15/47			200,000				193,253
Oshkosh Corp. 4.60%, 5/15/28			20,000				20,117
Owens Corning 4.20%, 12/1/24			25,000				24,912
3.40%, 8/15/26			200,000				186,030
7.00%, 12/1/36			13,000				14,850
Pacific Gas & Electric Co. 6.05%, 3/1/34			180,000				202,788
5.80%, 3/1/37			255,000				282,802
4.00%, 12/1/46			45,000				40,248
PacifiCorp 3.60%, 4/1/24			30,000				30,148
6.00%, 1/15/39			165,000				206,453
Packaging Corp. of America 3.65%, 9/15/24			25,000				24,649
Parker-Hannifin Corp. 3.25%, 3/1/27			100,000				97,403
4.45%, 11/21/44			50,000				52,428
PECO Energy Co. 4.15%, 10/1/44			4,000				4,063
3.90%, 3/1/48			150,000				147,646
PepsiCo, Inc. 3.60%, 3/1/24			50,000				51,165
2.75%, 4/30/25			145,000				140,308
3.00%, 10/15/27			150,000				143,931
4.00%, 3/5/42			172,000				172,540
4.60%, 7/17/45			2,000				2,180
4.45%, 4/14/46			200,000				212,270
3.45%, 10/6/46			45,000				41,007
Perrigo Finance Unlimited Co. 4.90%, 12/15/44			250,000				232,838
Pfizer, Inc. 3.40%, 5/15/24			282,000				285,834
2.75%, 6/3/26			100,000				95,672
7.20%, 3/15/39			230,000				320,418
4.13%, 12/15/46			139,000				141,485
Philip Morris International, Inc. 3.25%, 11/10/24			77,000				75,817
3.38%, 8/11/25			60,000				58,793
2.75%, 2/25/26(d)			180,000				168,972
3.13%, 8/17/27			35,000				33,597
4.13%, 3/4/43			248,000				234,997
Phillips 66 4.65%, 11/15/34			45,000				45,797
4.88%, 11/15/44			210,000				218,405
Phillips 66 Partners L.P. 3.75%, 3/1/28			95,000				90,643
Physicians Realty L.P. 3.95%, 1/15/28			25,000				23,687
Plains All American Pipeline L.P. 3.65%, 6/1/22			10,000				9,919
4.65%, 10/15/25			240,000				243,240

 

See Notes to Financial Statements.

 

108		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
4.50%, 12/15/26		$	255,000			$	254,848
4.70%, 6/15/44			17,000				15,461
4.90%, 2/15/45			105,000				98,478
PNC Bank NA 3.25%, 1/22/28			375,000				362,186
PPL Capital Funding, Inc. 5.00%, 3/15/44			25,000				26,358
PPL Electric Utilities Corp. 3.95%, 6/1/47			100,000				98,656
Praxair, Inc. 3.20%, 1/30/26			200,000				196,854
Principal Financial Group, Inc. 3.40%, 5/15/25			25,000				24,526
3.10%, 11/15/26			25,000				23,449
6.05%, 10/15/36			20,000				24,004
Progress Energy, Inc. 4.40%, 1/15/21			25,000				25,562
3.15%, 4/1/22			185,000				182,904
Progressive Corp. (The) 6.63%, 3/1/29			75,000				91,101
4.13%, 4/15/47			150,000				148,657
Prologis L.P. 3.75%, 11/1/25			170,000				172,067
Prudential Financial, Inc. 3.50%, 5/15/24			50,000				50,383
6.63%, 12/1/37			50,000				63,660
6.63%, 6/21/40			50,000				63,567
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)(c)			171,000				179,034
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)(c)			180,000				181,125
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)(c)			88,000				89,100
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)(c)			108,000				100,575
3.91%, 12/7/47			40,000				37,002
3.94%, 12/7/49			45,000				41,672
PSEG Power LLC 8.63%, 4/15/31			100,000				132,671
Public Service Electric & Gas Co. 2.25%, 9/15/26			8,000				7,244
3.00%, 5/15/27			35,000				33,585
5.50%, 3/1/40			4,000				4,820
3.60%, 12/1/47			150,000				140,172
Public Service Enterprise Group, Inc. 2.65%, 11/15/22			200,000				193,155
Puget Energy, Inc. 3.65%, 5/15/25			65,000				63,293
Puget Sound Energy, Inc. 4.30%, 5/20/45			15,000				15,623

Investments in Long Securities		Principal Amount				Value
QUALCOMM, Inc. 2.90%, 5/20/24		$	115,000			$	110,405
3.45%, 5/20/25			635,000				619,091
3.25%, 5/20/27			155,000				145,947
4.65%, 5/20/35			60,000				60,950
4.80%, 5/20/45			25,000				25,417
4.30%, 5/20/47			50,000				47,107
QVC, Inc. 4.85%, 4/1/24			25,000				25,032
4.45%, 2/15/25			38,000				36,540
Raymond James Financial, Inc. 3.63%, 9/15/26			20,000				19,375
4.95%, 7/15/46			50,000				51,588
Raytheon Co. 4.88%, 10/15/40			180,000				205,517
Realty Income Corp. 3.88%, 7/15/24			25,000				25,203
4.13%, 10/15/26			95,000				96,218
3.65%, 1/15/28			25,000				24,385
4.65%, 3/15/47			35,000				36,289
Regency Centers L.P. 3.60%, 2/1/27			135,000				130,160
4.40%, 2/1/47			13,000				12,628
Regions Financial Corp. 3.20%, 2/8/21			45,000				44,859
RenaissanceRe Finance, Inc. 3.45%, 7/1/27			25,000				23,724
Republic Services, Inc. 3.20%, 3/15/25			125,000				121,479
3.95%, 5/15/28			50,000				50,354
Reynolds American, Inc. 4.45%, 6/12/25			190,000				192,985
5.70%, 8/15/35			100,000				108,356
7.25%, 6/15/37			100,000				126,061
6.15%, 9/15/43			200,000				224,642
5.85%, 8/15/45			110,000				120,595
Rockwell Collins, Inc. 3.70%, 12/15/23			8,000				8,019
3.20%, 3/15/24			405,000				393,719
3.50%, 3/15/27			280,000				268,893
4.35%, 4/15/47			225,000				219,566
Roper Technologies, Inc. 3.00%, 12/15/20			100,000				99,555
3.80%, 12/15/26			90,000				88,247
Royal Caribbean Cruises Ltd. 7.50%, 10/15/27			50,000				59,546
3.70%, 3/15/28			25,000				23,471
Ryder System, Inc. 2.45%, 9/3/19			5,000				4,974
S&P Global, Inc. 4.00%, 6/15/25			164,000				165,992
2.95%, 1/22/27			5,000				4,684
Sabine Pass Liquefaction LLC 5.75%, 5/15/24			150,000				161,485
5.63%, 3/1/25			161,000				171,936
5.88%, 6/30/26			100,000				108,359
4.20%, 3/15/28			150,000				146,683

 

See Notes to Financial Statements.

 

WisdomTree Trust			109

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Santander Holdings USA, Inc. 4.40%, 7/13/27		$	375,000			$	365,692
Schlumberger Investment S.A. 3.65%, 12/1/23			100,000				101,481
Seagate HDD Cayman 4.75%, 6/1/23(d)			31,000				30,952
4.75%, 1/1/25			220,000				211,159
4.88%, 6/1/27			230,000				216,382
Sempra Energy 2.85%, 11/15/20			235,000				231,951
3.80%, 2/1/38			15,000				13,850
6.00%, 10/15/39			227,000				269,248
Sherwin-Williams Co. (The) 2.75%, 6/1/22			15,000				14,616
3.45%, 8/1/25			25,000				24,134
3.45%, 6/1/27			232,000				221,574
4.55%, 8/1/45			12,000				11,760
4.50%, 6/1/47			126,000				121,824
Shire Acquisitions Investments Ireland DAC 1.90%, 9/23/19			125,000				123,581
2.40%, 9/23/21			145,000				140,250
2.88%, 9/23/23			296,000				282,989
3.20%, 9/23/26			175,000				163,402
Simon Property Group L.P. 3.50%, 9/1/25			145,000				143,288
3.30%, 1/15/26			315,000				307,034
3.38%, 6/15/27			175,000				170,420
6.75%, 2/1/40			25,000				33,059
4.25%, 10/1/44			2,000				1,991
Snap-on, Inc. 3.25%, 3/1/27			140,000				136,571
Southern California Edison Co. 6.65%, 4/1/29			10,000				11,897
5.35%, 7/15/35, Series 05-E			10,000				11,130
5.63%, 2/1/36			200,000				226,965
3.90%, 3/15/43, Series 13-A			15,000				14,061
3.60%, 2/1/45, Series C			15,000				13,523
4.00%, 4/1/47			305,000				293,134
Southern Co. (The) 2.15%, 9/1/19			170,000				168,615
2.95%, 7/1/23			50,000				48,275
3.25%, 7/1/26			410,000				386,660
4.25%, 7/1/36			210,000				204,971
4.40%, 7/1/46			100,000				96,600
Southern Co. Gas Capital Corp. 2.45%, 10/1/23			25,000				23,649
Southern Natural Gas Co. LLC 4.40%, 6/15/21			5,000				5,123
Southern Power Co. 4.95%, 12/15/46, Series F			150,000				150,378
Southwest Airlines Co. 2.75%, 11/6/19			270,000				269,354
2.65%, 11/5/20			77,000				76,186
2.75%, 11/16/22			129,000				125,823
3.45%, 11/16/27			500,000				479,497
Southwest Gas Corp. 3.80%, 9/29/46			35,000				32,521

Investments in Long Securities		Principal Amount				Value
Southwestern Electric Power Co. 2.75%, 10/1/26, Series K		$	5,000			$	4,640
3.90%, 4/1/45, Series J			100,000				93,785
Spectra Energy Partners L.P. 3.38%, 10/15/26			40,000				37,973
5.95%, 9/25/43			130,000				146,336
4.50%, 3/15/45			161,000				154,238
Spirit AeroSystems, Inc. 4.60%, 6/15/28			45,000				45,327
Stanley Black & Decker, Inc. 5.20%, 9/1/40			59,000				66,302
Starbucks Corp. 3.80%, 8/15/25			125,000				125,192
2.45%, 6/15/26			50,000				45,569
3.75%, 12/1/47			15,000				13,322
4.50%, 11/15/48			110,000				108,746
State Street Corp. 3.70%, 11/20/23			25,000				25,449
3.55%, 8/18/25			80,000				80,537
2.65%, 5/19/26			55,000				51,737
Stifel Financial Corp. 4.25%, 7/18/24			25,000				25,238
Stryker Corp. 3.50%, 3/15/26			40,000				39,302
4.10%, 4/1/43			2,000				1,915
Sunoco Logistics Partners Operations L.P. 4.00%, 10/1/27			400,000				383,452
4.95%, 1/15/43			4,000				3,715
5.35%, 5/15/45			100,000				97,048
5.40%, 10/1/47			225,000				221,306
SunTrust Banks, Inc. 2.70%, 1/27/22			518,000				506,237
SVB Financial Group 3.50%, 1/29/25			20,000				19,542
Synchrony Financial 3.75%, 8/15/21			25,000				24,968
4.25%, 8/15/24			11,000				10,685
4.50%, 7/23/25			25,000				24,380
3.70%, 8/4/26			70,000				63,578
3.95%, 12/1/27			173,000				158,069
Synovus Financial Corp. 3.13%, 11/1/22			25,000				23,969
Sysco Corp. 3.30%, 7/15/26			100,000				96,225
5.38%, 9/21/35			22,000				24,673
Tampa Electric Co. 4.10%, 6/15/42			25,000				24,758
Tanger Properties L.P. 3.13%, 9/1/26			90,000				81,899
Tapestry, Inc. 4.25%, 4/1/25			36,000				35,749
Target Corp. 3.50%, 7/1/24			110,000				111,831
3.63%, 4/15/46			30,000				27,572
3.90%, 11/15/47			25,000				23,865
TD Ameritrade Holding Corp. 3.30%, 4/1/27			140,000				135,504

 

See Notes to Financial Statements.

 

110		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Texas Instruments, Inc. 2.90%, 11/3/27		$	65,000			$	62,074
4.15%, 5/15/48			100,000				101,930
Textron, Inc. 3.88%, 3/1/25			8,000				7,926
Thermo Fisher Scientific, Inc. 4.50%, 3/1/21			130,000				133,796
3.30%, 2/15/22			12,000				11,966
4.15%, 2/1/24			80,000				81,991
3.20%, 8/15/27			200,000				189,196
4.10%, 8/15/47			100,000				96,540
Time Warner Cable LLC 5.00%, 2/1/20			80,000				81,708
6.55%, 5/1/37			350,000				379,668
7.30%, 7/1/38			200,000				233,441
6.75%, 6/15/39			300,000				331,904
4.50%, 9/15/42			75,000				63,553
TJX Cos., Inc. (The) 2.25%, 9/15/26			80,000				73,130
Total System Services, Inc. 3.75%, 6/1/23			35,000				34,900
4.80%, 4/1/26			125,000				129,521
4.45%, 6/1/28			150,000				152,814
Transatlantic Holdings, Inc. 8.00%, 11/30/39			8,000				11,142
Transcontinental Gas Pipe Line Co. LLC 4.45%, 8/1/42			125,000				119,892
Travelers Cos., Inc. (The) 6.25%, 6/15/37			75,000				94,846
3.75%, 5/15/46			60,000				56,276
4.00%, 5/30/47			200,000				195,991
Tucson Electric Power Co. 3.05%, 3/15/25			176,000				166,966
Tyson Foods, Inc. 3.95%, 8/15/24			400,000				402,118
4.88%, 8/15/34			47,000				48,150
5.15%, 8/15/44			180,000				185,370
U.S. Bancorp 3.60%, 9/11/24			468,000				467,551
3.10%, 4/27/26			25,000				23,870
3.15%, 4/27/27, Series X			300,000				289,616
UDR, Inc. 2.95%, 9/1/26			90,000				83,723
3.50%, 1/15/28			25,000				23,982
Union Electric Co. 5.30%, 8/1/37			110,000				125,573
3.90%, 9/15/42			15,000				14,800
4.00%, 4/1/48			25,000				24,832
Union Pacific Corp. 3.25%, 8/15/25			155,000				151,182
2.75%, 3/1/26			210,000				197,000
3.00%, 4/15/27(d)			205,000				195,570
3.60%, 9/15/37			180,000				166,962
4.30%, 6/15/42			10,000				10,086
4.05%, 11/15/45			15,000				14,501
4.05%, 3/1/46			99,000				95,325
4.00%, 4/15/47(d)			15,000				14,419

Investments in Long Securities		Principal Amount				Value
4.38%, 11/15/65		$	30,000			$	28,009
4.10%, 9/15/67			300,000				265,579
United Airlines Pass Through Trust 4.00%, 10/11/27, Series A			14,159				14,342
3.75%, 3/3/28, Series A			14,574				14,581
United Airlines Pass Through Trust 3.45%, 1/7/30, Series A			47,362				45,921
United Parcel Service, Inc. 2.80%, 11/15/24			235,000				227,422
3.05%, 11/15/27			49,000				47,208
3.75%, 11/15/47			40,000				37,372
United Technologies Corp. 2.80%, 5/4/24			147,000				140,483
3.95%, 8/16/25			140,000				140,930
3.13%, 5/4/27			75,000				70,658
4.13%, 11/16/28			240,000				240,601
6.13%, 7/15/38			125,000				147,954
4.45%, 11/16/38			125,000				124,956
4.50%, 6/1/42			150,000				149,280
4.15%, 5/15/45			50,000				47,273
3.75%, 11/1/46			50,000				44,458
4.05%, 5/4/47			60,000				55,986
4.63%, 11/16/48			240,000				243,901
UnitedHealth Group, Inc. 3.75%, 7/15/25			135,000				136,584
3.10%, 3/15/26			65,000				62,903
3.45%, 1/15/27			100,000				98,850
3.38%, 4/15/27			45,000				44,120
2.95%, 10/15/27			100,000				94,583
3.85%, 6/15/28			95,000				96,089
6.63%, 11/15/37			13,000				17,098
6.88%, 2/15/38			300,000				405,412
4.63%, 11/15/41			20,000				21,203
4.25%, 3/15/43			6,000				6,050
4.75%, 7/15/45			100,000				108,672
Unum Group 5.75%, 8/15/42			122,000				130,839
Valero Energy Corp. 3.65%, 3/15/25			80,000				79,073
3.40%, 9/15/26			60,000				57,310
4.35%, 6/1/28			165,000				167,973
6.63%, 6/15/37			400,000				485,534
4.90%, 3/15/45			44,000				45,664
Ventas Realty L.P. 3.50%, 2/1/25			40,000				38,664
3.25%, 10/15/26			80,000				74,541
4.38%, 2/1/45			112,000				104,914
VEREIT Operating Partnership L.P. 3.95%, 8/15/27			195,000				186,275
Verisk Analytics, Inc. 5.80%, 5/1/21			25,000				26,454
4.13%, 9/12/22			25,000				25,410
4.00%, 6/15/25			55,000				54,673
5.50%, 6/15/45			25,000				26,321
Verizon Communications, Inc. 3.00%, 11/1/21			15,000				14,924
3.50%, 11/1/21			20,000				20,215

 

See Notes to Financial Statements.

 

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
2.95%, 3/15/22		$	35,000			$	34,563
2.45%, 11/1/22			16,000				15,420
3.50%, 11/1/24			264,000				261,459
2.63%, 8/15/26			46,000				41,767
4.13%, 3/16/27			500,000				503,674
4.40%, 11/1/34			36,000				34,928
5.25%, 3/16/37			250,000				265,572
4.81%, 3/15/39			100,000				100,872
4.75%, 11/1/41			175,000				170,979
3.85%, 11/1/42			250,000				216,210
4.13%, 8/15/46			188,000				167,132
4.86%, 8/21/46			275,000				272,949
5.50%, 3/16/47			25,000				27,120
4.52%, 9/15/48			343,000				324,073
5.01%, 4/15/49			452,000				456,288
5.01%, 8/21/54			275,000				270,104
4.67%, 3/15/55			192,000				177,142
VF Corp. 6.45%, 11/1/37			53,000				68,246
Viacom, Inc. 4.25%, 9/1/23			154,000				155,106
3.88%, 4/1/24			101,000				99,315
6.88%, 4/30/36			235,000				266,709
4.38%, 3/15/43			180,000				155,878
5.85%, 9/1/43			85,000				88,847
5.25%, 4/1/44			30,000				29,253
Virginia Electric & Power Co. 3.50%, 3/15/27, Series A			150,000				148,875
6.00%, 5/15/37, Series A			400,000				490,598
6.35%, 11/30/37			50,000				63,443
4.45%, 2/15/44			25,000				25,592
Visa, Inc. 3.15%, 12/14/25			465,000				456,024
2.75%, 9/15/27			200,000				188,508
4.15%, 12/14/35			50,000				52,465
3.65%, 9/15/47			80,000				75,995
Vornado Realty L.P. 5.00%, 1/15/22			93,000				96,866
Voya Financial, Inc. 3.13%, 7/15/24			150,000				142,955
Vulcan Materials Co. 3.90%, 4/1/27			25,000				24,134
Wabtec Corp. 3.45%, 11/15/26			70,000				65,245
Walgreen Co. 3.10%, 9/15/22			42,000				41,352
Walgreens Boots Alliance, Inc. 2.70%, 11/18/19			90,000				89,730
3.80%, 11/18/24			100,000				99,050
3.45%, 6/1/26			175,000				167,148
4.80%, 11/18/44			175,000				169,491
Walt Disney Co. (The) 3.00%, 2/13/26			100,000				96,879
1.85%, 7/30/26			346,000				306,692
2.95%, 6/15/27(d)			145,000				138,945
4.13%, 12/1/41, Series E			4,000				3,984
3.70%, 12/1/42			15,000				13,885

Investments in Long Securities		Principal Amount				Value
4.13%, 6/1/44		$	40,000			$	39,763
3.00%, 7/30/46			25,000				20,778
Warner Media LLC 4.88%, 3/15/20			15,000				15,377
4.70%, 1/15/21			7,000				7,228
3.55%, 6/1/24			350,000				341,160
3.60%, 7/15/25			210,000				202,053
3.88%, 1/15/26			100,000				97,262
3.80%, 2/15/27			67,000				64,431
6.10%, 7/15/40			50,000				54,096
5.35%, 12/15/43			103,000				101,299
4.85%, 7/15/45			150,000				140,958
Waste Management, Inc. 2.90%, 9/15/22			25,000				24,629
3.50%, 5/15/24			140,000				139,658
3.13%, 3/1/25			125,000				121,353
3.15%, 11/15/27			25,000				23,887
3.90%, 3/1/35			27,000				26,571
4.10%, 3/1/45			35,000				34,788
Wells Fargo & Co. 4.48%, 1/16/24			175,000				180,431
3.30%, 9/9/24			50,000				49,001
3.00%, 2/19/25			60,000				57,282
3.55%, 9/29/25			68,000				66,798
3.00%, 4/22/26			310,000				291,228
4.10%, 6/3/26			245,000				243,672
3.00%, 10/23/26			196,000				183,440
4.30%, 7/22/27			250,000				250,510
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)(c)			280,000				270,334
5.38%, 2/7/35			150,000				170,524
5.61%, 1/15/44			220,000				246,867
4.65%, 11/4/44			140,000				138,293
3.90%, 5/1/45			75,000				70,140
4.75%, 12/7/46			200,000				199,031
Wells Fargo Capital X 5.95%, 12/1/86			100,000				107,500
Welltower, Inc. 4.00%, 6/1/25			270,000				268,311
4.25%, 4/1/26			120,000				120,338
6.50%, 3/15/41			6,000				7,262
4.95%, 9/1/48			35,000				35,545
Western Gas Partners L.P. 5.38%, 6/1/21(d)			73,000				75,705
5.45%, 4/1/44			50,000				48,870
5.50%, 8/15/48			25,000				24,386
Westlake Chemical Corp. 3.60%, 8/15/26			90,000				85,273
5.00%, 8/15/46			45,000				45,721
4.38%, 11/15/47			55,000				50,545
WestRock MWV LLC 8.20%, 1/15/30			10,000				13,144
WestRock RKT Co. 4.00%, 3/1/23			8,000				8,130
Weyerhaeuser Co. 3.25%, 3/15/23			8,000				7,824

 

See Notes to Financial Statements.

 

112		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
6.95%, 10/1/27		$	75,000			$	89,129
7.38%, 3/15/32			65,000				83,113
Williams Cos, Inc. 5.25%, 3/15/20			40,000				41,179
4.13%, 11/15/20			6,000				6,080
3.60%, 3/15/22			104,000				103,887
4.30%, 3/4/24			80,000				81,279
3.90%, 1/15/25			100,000				99,129
4.00%, 9/15/25			150,000				148,513
4.90%, 1/15/45			210,000				205,695
5.10%, 9/15/45			50,000				50,371
Williams Cos., Inc. (The) 4.55%, 6/24/24			125,000				127,736
8.75%, 3/15/32			30,000				40,313
5.75%, 6/24/44			45,000				48,600
WR Berkley Corp. 4.75%, 8/1/44			8,000				8,046
WW Grainger, Inc. 4.20%, 5/15/47			150,000				150,789
Xerox Corp. 2.80%, 5/15/20			25,000				24,617
2.75%, 9/1/20			25,000				24,606
6.75%, 12/15/39			113,000				112,013
Xilinx, Inc. 2.95%, 6/1/24			198,000				190,333
Zimmer Biomet Holdings, Inc. 3.38%, 11/30/21			6,000				5,960
3.70%, 3/19/23			25,000				25,076
3.55%, 4/1/25			409,000				395,124
Zoetis, Inc. 3.00%, 9/12/27			45,000				42,182
4.70%, 2/1/43			25,000				25,812
3.95%, 9/12/47			25,000				23,279
4.45%, 8/20/48			25,000				25,070
TOTAL CORPORATE BONDS (Cost: $172,302,042)							167,122,732
FOREIGN CORPORATE BONDS – 7.2%
Australia – 0.1%
BHP Billiton Finance USA Ltd. 4.13%, 2/24/42			100,000				100,811
5.00%, 9/30/43			115,000				129,223
Total Australia							230,034
Belgium – 0.6%
Anheuser-Busch InBev Finance, Inc. 3.65%, 2/1/26			480,000				470,514
4.70%, 2/1/36			200,000				203,715
4.90%, 2/1/46			453,000				466,591
Anheuser-Busch InBev Worldwide, Inc. 4.00%, 4/13/28			275,000				274,702
4.38%, 4/15/38			190,000				186,379
8.20%, 1/15/39			150,000				215,002
4.60%, 4/15/48			270,000				266,942
4.44%, 10/6/48			36,000				34,619
Koninklijke Ahold Delhaize N.V. 5.70%, 10/1/40			310,000				341,836
Total Belgium							2,460,300

Investments in Long Securities		Principal Amount				Value
Brazil – 0.2%
Embraer Netherlands Finance B.V. 5.05%, 6/15/25		$	20,000			$	20,075
5.40%, 2/1/27			100,000				101,915
Fibria Overseas Finance Ltd. 5.25%, 5/12/24(d)			200,000				201,000
Vale Overseas Ltd. 6.25%, 8/10/26			90,000				99,124
6.88%, 11/21/36			200,000				231,250
6.88%, 11/10/39			105,000				122,588
Yamana Gold, Inc. 4.63%, 12/15/27			25,000				23,813
Total Brazil							799,765
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)(c)(e)			300,000				278,812
Barrick Gold Corp. 5.25%, 4/1/42			56,000				58,240
Barrick North America Finance LLC 5.70%, 5/30/41			155,000				169,580
5.75%, 5/1/43			70,000				77,485
Brookfield Asset Management, Inc. 4.00%, 1/15/25			110,000				108,732
Brookfield Finance, Inc. 4.70%, 9/20/47			55,000				53,143
Canadian National Railway Co. 2.95%, 11/21/24			40,000				38,965
3.65%, 2/3/48			100,000				95,395
Canadian Natural Resources Ltd. 3.45%, 11/15/21			15,000				14,991
2.95%, 1/15/23			25,000				24,237
3.85%, 6/1/27			325,000				316,766
6.50%, 2/15/37			4,000				4,822
6.25%, 3/15/38			177,000				209,097
4.95%, 6/1/47			35,000				36,909
Canadian Pacific Railway Co. 4.80%, 9/15/35			45,000				48,431
4.80%, 8/1/45			75,000				81,196
Cenovus Energy, Inc. 6.75%, 11/15/39			126,000				144,674
ConocoPhillips Canada 5.95%, 10/15/36			20,000				24,289
Enbridge, Inc. 2.90%, 7/15/22			30,000				29,287
4.00%, 10/1/23			50,000				50,683
3.70%, 7/15/27			220,000				213,586
4.50%, 6/10/44			8,000				7,761
Encana Corp. 3.90%, 11/15/21			30,000				30,267
6.50%, 8/15/34			120,000				141,644
Fortis, Inc. 3.06%, 10/4/26			170,000				157,429
Goldcorp, Inc. 3.70%, 3/15/23			128,000				127,385
5.45%, 6/9/44			25,000				26,761

 

See Notes to Financial Statements.

 

WisdomTree Trust			113

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Magna International, Inc. 4.15%, 10/1/25		$	100,000			$	101,835
Manulife Financial Corp. 4.15%, 3/4/26			340,000				345,357
Methanex Corp. 4.25%, 12/1/24			6,000				5,886
Nexen Energy ULC 6.40%, 5/15/37			75,000				92,642
Nutrien Ltd. 3.63%, 3/15/24			24,000				23,536
5.88%, 12/1/36			50,000				55,722
5.63%, 12/1/40			30,000				32,764
6.13%, 1/15/41			30,000				34,310
4.90%, 6/1/43			30,000				30,101
5.25%, 1/15/45			30,000				31,542
Petro-Canada 6.80%, 5/15/38			150,000				193,098
Rogers Communications, Inc. 5.00%, 3/15/44			100,000				104,701
4.30%, 2/15/48			200,000				197,411
Royal Bank of Canada 4.65%, 1/27/26(d)			155,000				159,700
Suncor Energy, Inc. 3.60%, 12/1/24			50,000				49,796
5.95%, 12/1/34			75,000				87,895
6.50%, 6/15/38			250,000				311,946
6.85%, 6/1/39			100,000				128,892
TELUS Corp. 3.70%, 9/15/27			120,000				118,044
Thomson Reuters Corp. 5.85%, 4/15/40			110,000				120,250
5.65%, 11/23/43			25,000				27,150
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)(c)			130,000				123,555
TransAlta Corp. 6.50%, 3/15/40			150,000				148,438
TransCanada PipeLines Ltd. 3.75%, 10/16/23			170,000				171,481
4.25%, 5/15/28			205,000				207,053
4.63%, 3/1/34			220,000				223,651
5.85%, 3/15/36			145,000				164,742
4.88%, 5/15/48			200,000				206,714
Total Canada							6,068,779
China – 0.2%
Alibaba Group Holding Ltd. 3.60%, 11/28/24			200,000				198,208
3.40%, 12/6/27			200,000				188,287
CNOOC Nexen Finance 2014 ULC 4.25%, 4/30/24			200,000				203,103
Sands China Ltd. 5.40%, 8/8/28(b)			200,000				202,292
Total China							791,890

Investments in Long Securities		Principal Amount				Value
Colombia – 0.1%
Ecopetrol S.A. 5.88%, 9/18/23		$	125,000			$	133,188
4.13%, 1/16/25			150,000				147,000
5.38%, 6/26/26			100,000				103,500
7.38%, 9/18/43			100,000				112,875
5.88%, 5/28/45			100,000				99,515
Total Colombia							596,078
France – 0.1%
Orange S.A. 9.00%, 3/1/31			100,000				142,068
Veolia Environnement S.A. 6.75%, 6/1/38			85,000				103,143
Total France							245,211
Germany – 0.1%
Daimler Finance North America LLC 8.50%, 1/18/31			80,000				113,133
Deutsche Bank AG 3.38%, 5/12/21			130,000				127,720
4.10%, 1/13/26			75,000				71,789
Deutsche Telekom International Finance B.V. 8.75%, 6/15/30			211,000				286,262
Total Germany							598,904
Ireland – 0.0%
XLIT Ltd. 6.38%, 11/15/24			4,000				4,502
4.45%, 3/31/25			10,000				9,998
5.50%, 3/31/45			150,000				162,109
Total Ireland							176,609
Japan – 0.6%
Beam Suntory, Inc. 3.25%, 5/15/22			35,000				34,503
Mitsubishi UFJ Financial Group, Inc. 3.85%, 3/1/26			450,000				449,429
3.29%, 7/25/27			25,000				23,971
Mizuho Financial Group, Inc. 4.02%, 3/5/28			225,000				226,923
Nomura Holdings, Inc. 6.70%, 3/4/20			80,000				83,923
ORIX Corp. 3.25%, 12/4/24			380,000				365,109
3.70%, 7/18/27			80,000				77,580
Sumitomo Mitsui Banking Corp. 3.95%, 1/10/24			500,000				507,148
Sumitomo Mitsui Financial Group, Inc. 2.63%, 7/14/26			180,000				164,809
3.45%, 1/11/27			80,000				77,494
3.36%, 7/12/27			8,000				7,683
3.54%, 1/17/28			300,000				292,205
Total Japan							2,310,777
Mexico – 0.7%
America Movil S.A.B. de C.V. 6.38%, 3/1/35			130,000				154,790
6.13%, 11/15/37			10,000				11,755

 

See Notes to Financial Statements.

 

114		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
Grupo Televisa S.A.B. 5.00%, 5/13/45		$	200,000			$	185,953
Petroleos Mexicanos 3.50%, 7/23/20			200,000				199,100
5.50%, 1/21/21			200,000				206,000
6.38%, 2/4/21			40,000				41,900
4.50%, 1/23/26			100,000				92,750
6.88%, 8/4/26			175,000				181,563
6.50%, 3/13/27			350,000				355,215
6.63%, 6/15/35			335,000				325,787
6.50%, 6/2/41			250,000				229,538
5.50%, 6/27/44			275,000				228,030
6.38%, 1/23/45			60,000				53,902
5.63%, 1/23/46			275,000				227,260
6.75%, 9/21/47			300,000				278,454
6.35%, 2/12/48(b)			220,000				196,350
Total Mexico							2,968,347
Netherlands – 0.3%
AerCap Ireland Capital DAC 4.25%, 7/1/20			150,000				151,978
4.63%, 10/30/20			150,000				153,463
5.00%, 10/1/21			150,000				155,138
3.95%, 2/1/22			150,000				150,064
3.65%, 7/21/27			150,000				139,316
Cooperatieve Rabobank UA 4.63%, 12/1/23			250,000				255,418
ING Groep N.V. 3.95%, 3/29/27			200,000				197,063
Total Netherlands							1,202,440
Peru – 0.1%
Southern Copper Corp. 3.88%, 4/23/25			165,000				161,170
5.25%, 11/8/42			249,000				250,951
5.88%, 4/23/45			145,000				158,095
Total Peru							570,216
Spain – 0.2%
Banco Santander S.A. 4.25%, 4/11/27			200,000				193,325
Telefonica Emisiones SAU 5.46%, 2/16/21			10,000				10,477
7.05%, 6/20/36			100,000				121,786
4.90%, 3/6/48			200,000				191,336
Telefonica Europe B.V. 8.25%, 9/15/30			125,000				163,660
Total Spain							680,584
Switzerland – 0.2%
Credit Suisse AG 5.40%, 1/14/20			100,000				102,856
3.63%, 9/9/24			250,000				248,332
Credit Suisse Group Funding Guernsey Ltd. 3.75%, 3/26/25			300,000				291,877
4.88%, 5/15/45			250,000				259,231
Credit Suisse USA, Inc. 7.13%, 7/15/32			41,000				52,876

Investments in Long Securities		Principal Amount				Value
Tyco Electronics Group S.A. 3.13%, 8/15/27		$	20,000			$	18,981
Total Switzerland							974,153
United Kingdom – 2.2%
AstraZeneca PLC 3.38%, 11/16/25			380,000				370,266
6.45%, 9/15/37			50,000				62,860
4.38%, 11/16/45			170,000				170,421
4.38%, 8/17/48			30,000				29,739
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)(c)			200,000				198,517
4.38%, 1/12/26			200,000				195,856
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)(c)			200,000				199,510
5.25%, 8/17/45			200,000				199,767
BAT Capital Corp. 3.56%, 8/15/27(b)			175,000				164,206
4.39%, 8/15/37(b)			200,000				187,059
4.54%, 8/15/47(b)			125,000				116,057
BP Capital Markets PLC 3.22%, 11/28/23			193,000				191,106
3.22%, 4/14/24			25,000				24,611
3.54%, 11/4/24			50,000				50,093
3.51%, 3/17/25			275,000				274,611
3.12%, 5/4/26			125,000				120,613
3.02%, 1/16/27			300,000				285,419
3.59%, 4/14/27			135,000				134,214
3.72%, 11/28/28(d)			210,000				210,409
British Telecommunications PLC 9.63%, 12/15/30			100,000				142,993
CNH Industrial N.V. 3.85%, 11/15/27			25,000				24,078
Diageo Investment Corp. 4.25%, 5/11/42			200,000				205,131
GlaxoSmithKline Capital, Inc. 3.63%, 5/15/25			85,000				85,589
3.88%, 5/15/28			275,000				280,080
5.38%, 4/15/34			25,000				28,901
6.38%, 5/15/38			125,000				161,140
4.20%, 3/18/43			11,000				11,187
HSBC Holdings PLC 4.25%, 8/18/25			658,000				654,948
4.30%, 3/8/26			400,000				405,449
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)(c)			450,000				440,829
6.50%, 9/15/37			200,000				239,867
Lloyds Banking Group PLC 4.45%, 5/8/25			200,000				202,174
4.65%, 3/24/26			200,000				198,125
4.55%, 8/16/28			200,000				199,108

 

See Notes to Financial Statements.

 

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
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)(c)		$	300,000			$	277,214
5.30%, 12/1/45			200,000				204,914
Mead Johnson Nutrition Co. 5.90%, 11/1/39			10,000				12,068
Rio Tinto Finance USA Ltd. 3.75%, 6/15/25			477,000				481,225
7.13%, 7/15/28			48,000				60,571
Rio Tinto Finance USA PLC 4.13%, 8/21/42			27,000				26,688
Santander UK Group Holdings PLC 3.13%, 1/8/21			55,000				54,401
Santander UK PLC 4.00%, 3/13/24			3,000				3,045
Unilever Capital Corp. 3.10%, 7/30/25			208,000				203,454
Vodafone Group PLC 2.50%, 9/26/22			10,000				9,642
2.95%, 2/19/23			15,000				14,569
3.75%, 1/16/24			130,000				129,272
4.13%, 5/30/25			95,000				95,001
4.38%, 5/30/28			400,000				398,537
6.25%, 11/30/32			125,000				143,059
6.15%, 2/27/37			150,000				168,866
5.00%, 5/30/38			65,000				65,005
4.38%, 2/19/43			125,000				113,534
5.25%, 5/30/48			300,000				303,614
WPP Finance 2010 3.63%, 9/7/22			6,000				5,900
3.75%, 9/19/24			125,000				120,912
5.63%, 11/15/43			12,000				12,648
Total United Kingdom							9,369,072
TOTAL FOREIGN CORPORATE BONDS (Cost: $30,848,734)							30,043,159
FOREIGN GOVERNMENT AGENCIES – 0.2%
Canada – 0.1%
Province of Manitoba Canada 3.05%, 5/14/24			25,000				24,838
Province of New Brunswick Canada 3.63%, 2/24/28			200,000				203,812
Total Canada							228,650
Japan – 0.1%
Japan Bank for International Cooperation 2.13%, 2/10/25, Series DTC			200,000				187,425
2.88%, 6/1/27			570,000				553,612
Total Japan							741,037
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $988,221)							969,687
FOREIGN GOVERNMENT OBLIGATIONS – 2.5%
Chile – 0.1%
Chile Government International Bond 3.13%, 1/21/26			300,000				290,167
3.24%, 2/6/28			245,000				235,813
Total Chile							525,980

Investments in Long Securities		Principal Amount				Value
Colombia – 0.4%
Colombia Government International Bond 11.75%, 2/25/20		$	10,000			$	11,270
4.50%, 1/28/26			300,000				307,312
3.88%, 4/25/27			500,000				487,375
7.38%, 9/18/37			325,000				417,219
6.13%, 1/18/41			180,000				206,100
5.00%, 6/15/45			200,000				201,750
Total Colombia							1,631,026
Hungary – 0.1%
Hungary Government International Bond 5.38%, 2/21/23			36,000				38,411
5.38%, 3/25/24			200,000				214,711
Total Hungary							253,122
Indonesia – 0.1%
Indonesia Government International Bond 4.10%, 4/24/28			260,000				254,384
Israel – 0.1%
Israel Government International Bond 3.15%, 6/30/23			200,000				198,297
4.13%, 1/17/48			200,000				194,350
Total Israel							392,647
Italy – 0.1%
Republic of Italy Government International Bond 6.88%, 9/27/23			260,000				285,131
5.38%, 6/15/33			150,000				160,781
Total Italy							445,912
Mexico – 0.6%
Mexico Government International Bond 3.63%, 3/15/22			210,000				210,620
4.00%, 10/2/23			182,000				182,687
3.60%, 1/30/25			225,000				219,600
4.15%, 3/28/27			400,000				395,350
7.50%, 4/8/33, Series MTNA			200,000				253,000
6.75%, 9/27/34, Series MTNA			140,000				167,125
6.05%, 1/11/40			308,000				344,960
4.75%, 3/8/44			272,000				260,576
5.55%, 1/21/45			185,000				197,488
4.60%, 2/10/48			200,000				187,500
5.75%, 10/12/2110			250,000				251,562
Total Mexico							2,670,468
Panama – 0.2%
Panama Government International Bond 8.88%, 9/30/27			185,000				252,063
9.38%, 4/1/29			60,000				85,500
4.50%, 5/15/47			300,000				303,000
4.50%, 4/16/50			350,000				350,000
Total Panama							990,563
Peru – 0.2%
Peruvian Government International Bond 7.35%, 7/21/25			110,000				135,850
4.13%, 8/25/27			75,000				77,813

 

See Notes to Financial Statements.

 

116		WisdomTree Trust

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
8.75%, 11/21/33		$	135,000			$	200,677
6.55%, 3/14/37			60,000				76,650
5.63%, 11/18/50			290,000				347,565
Total Peru							838,555
Philippines – 0.3%
Philippine Government International Bond 3.00%, 2/1/28			400,000				376,452
9.50%, 2/2/30			157,000				232,535
6.38%, 1/15/32			100,000				122,892
3.95%, 1/20/40			200,000				196,660
3.70%, 3/1/41			500,000				475,441
Total Philippines							1,403,980
Poland – 0.1%
Republic of Poland Government International Bond 4.00%, 1/22/24			230,000				235,141
3.25%, 4/6/26			150,000				146,227
Total Poland							381,368
Uruguay – 0.2%
Uruguay Government International Bond 8.00%, 11/18/22			80,000				90,520
4.50%, 8/14/24			195,000				199,426
4.38%, 10/27/27			300,000				307,537
4.13%, 11/20/45			195,000				182,228
4.98%, 4/20/55			125,000				125,688
Total Uruguay							905,399
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $10,924,691)							10,693,404
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				198,894
3.37%, 2/15/50, Series 2017-BNK3, Class ASB			500,000				498,349
Citigroup Commercial Mortgage Trust
2.94%, 4/10/48, Series 2015-GC29, Class A3			65,000				62,970
3.76%, 6/10/48, Series 2015-GC31, Class A4			340,116				345,191
3.62%, 2/10/49, Series 2016-GC36, Class A5			500,000				501,734
3.46%, 12/10/49, Series 2016-P6, Class A4			500,000				496,281
3.72%, 12/10/49, Series 2016-P6, Class A5^(c)			100,000				100,944
3.52%, 9/10/58, Series 2015-GC33, Class AAB			300,000				302,349
Commercial Mortgage Pass Through Certificates
3.53%, 2/10/49, Series 2016-CR28, Class ASB			400,000				402,290
3.02%, 6/15/60, Series 2017-BNK5, Class A3			500,000				483,341

Investments in Long Securities		Principal Amount				Value
3.39%, 6/15/60, Series 2017-BNK5, Class A5		$	190,000			$	187,061
3.43%, 2/15/61, Series 2018-BN10, Class A4			10,000				9,855
Commercial Mortgage Trust
3.92%, 8/10/46, Series 2013-CR10, Class A3			100,000				102,901
4.05%, 10/10/46, Series 2013-CR12, Class A4			500,000				516,814
4.19%, 11/10/46, Series 2013-CR13, Class A4^(c)			500,000				520,901
3.50%, 8/10/47, Series 2014-CR19, Class ASB			300,000				302,199
2.80%, 11/10/47, Series 2014-CR20, Class A2			375,000				374,644
3.59%, 11/10/47, Series 2014-CR20, Class A4			500,000				504,568
3.50%, 5/10/48, Series 2015-CR23, Class A4			50,000				50,101
CSAIL Commercial Mortgage Trust
3.76%, 11/15/48, Series 2016-C5, Class A5			500,000				506,195
3.81%, 11/15/48, Series 2015-C4, Class A4			750,000				760,637
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates 1.87%, 11/25/19, Series K712, Class A2			21,641				21,399
3.53%, 6/25/20, Series K008, Class A2			290,601				293,518
2.57%, 9/25/20, Series K504, Class A2^(c)			549,176				545,214
3.03%, 10/25/20, Series K714, Class A2^(c)			200,000				200,449
4.33%, 10/25/20, Series K010, Class A2^(c)			150,000				153,867
4.19%, 12/25/20, Series K012, Class A2^(c)			50,000				51,335
2.86%, 1/25/21, Series K715, Class A2			60,000				59,919
3.97%, 1/25/21, Series K013, Class A2^(c)			200,000				204,333
2.87%, 12/25/21, Series K017, Class A2			50,000				49,837
2.51%, 11/25/22, Series K026, Class A2			250,000				245,541
2.62%, 3/25/23, Series K035, Class A1			144,331				143,317
3.30%, 4/25/23, Series K031, Class A2^(c)			370,000				374,627
3.06%, 8/25/24, Series K728, Class A2^(c)			500,000				499,066
2.67%, 12/25/24, Series K042, Class A2			160,000				156,261
3.06%, 12/25/24, Series K043, Class A2			199,000				198,579
3.02%, 1/25/25, Series K045, Class A2			55,000				54,695
3.16%, 5/25/25, Series KS03, Class A4^(c)			50,000				49,946
3.33%, 5/25/25, Series K047, Class A2^(c)			200,000				202,227
3.01%, 7/25/25, Series K049, Class A2			360,000				356,704
3.15%, 11/25/25, Series K052, Class A2			125,000				124,599
2.34%, 7/25/26, Series K058, Class A1			383,635				370,574
3.36%, 11/25/27, Series K071, Class AM^(c)			200,000				198,592
Federal National Mortgage Association Alternative Credit Enhancement Securities
2.17%, 9/25/19, Series 2014-M10, Class ASQ2^(c)			22,184				22,042

 

See Notes to Financial Statements.

 

WisdomTree Trust			117

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Table of Contents

Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
2.73%, 10/25/21, Series 2012-M1, Class A2		$	500,000			$	495,203
2.72%, 2/25/22, Series 2012-M2, Class A2			499,283				494,868
2.38%, 5/25/22, Series 2012-M13, Class A2			80,000				77,943
2.30%, 9/25/22, Series 2012-M14, Class A2^(c)			50,000				48,557
2.60%, 4/25/23, Series 2013-M14, Class APT^(c)			116,982				114,826
3.33%, 10/25/23, Series 2013-M14, Class A2^(c)			98,799				99,777
3.50%, 1/25/24, Series 2014-M3, Class A2^(c)			110,000				112,177
3.10%, 7/25/24, Series 2014-M9, Class A2^(c)			596,000				594,229
2.30%, 10/25/24, Series 2015-M3, Class A1			336,637				330,234
2.72%, 10/25/24, Series 2015-M3, Class A2			250,000				243,837
2.58%, 3/25/26, Series 2016-M4, Class A2			183,000				174,391
2.14%, 5/25/26, Series 2016-M6, Class A1			183,850				177,143
2.00%, 6/25/26, Series 2016-M9, Class A1			454,972				437,318
2.50%, 9/25/26, Series 2016-M7, Class A2			190,000				179,469
2.50%, 10/25/26, Series 2017-M1, Class A2^(c)			500,000				468,426
2.88%, 2/25/27, Series 2017-M2, Class A2^(c)			1,000,000				960,371
3.20%, 11/25/27, Series 2017-M15, Class ATS2^(c)			500,000				487,878
3.30%, 4/25/29, Series 2017-M5, Class A2^(c)			64,000				62,072
3.09%, 7/25/29, Series 2018-M3, Class A1^(c)			996,368				985,707
GS Mortgage Securities Trust
4.24%, 8/10/46, Series 2013-GC14, Class A5			85,000				88,513
3.68%, 4/10/47, Series 2014-GC20, Class A3			18,712				18,770
4.00%, 4/10/47, Series 2014-GC20, Class A5			250,000				257,238
3.86%, 6/10/47, Series 2014-GC22, Class A5			70,000				71,588
3.67%, 9/10/47, Series 2014-GC24, Class A4			300,000				304,252
2.85%, 10/10/49, Series 2016-GS3, Class A4			235,000				223,232
3.44%, 11/10/49, Series 2016-GS4, Class A4^(c)			265,000				262,346
2.73%, 5/10/50, Series 2015-GC30, Class A2			100,000				99,508
3.99%, 3/10/51, Series 2018-GS9, Class A4^(c)			500,000				512,430

Investments in Long Securities		Principal Amount				Value
JP Morgan Chase Commercial Mortgage Securities Trust
3.41%, 1/15/46, Series 2013-C13, Class ASB		$	151,902			$	152,922
2.61%, 12/15/47, Series 2012-LC9, Class A4			100,000				98,739
3.46%, 3/15/50, Series 2017-JP5, Class A4			400,000				396,194
JPMBB Commercial Mortgage Securities Trust
3.66%, 7/15/45, Series 2013-C12, Class A5			100,000				101,687
4.13%, 8/15/46, Series 2013-C14, Class A4^(c)			95,000				98,490
3.93%, 1/15/47, Series 2013-C17, Class A3			214,252				219,701
4.00%, 4/15/47, Series 2014-C19, Class A4			200,000				206,088
3.29%, 1/15/48, Series 2014-C26, Class ASB			150,000				150,258
3.60%, 11/15/48, Series 2015-C32, Class A5			1,000,000				1,004,797
JPMDB Commercial Mortgage Securities Trust 3.41%, 3/15/50, Series 2017-C5, Class A4			550,000				544,259
Morgan Stanley Bank of America Merrill Lynch Trust
3.48%, 11/15/45, Series 2012-C6, Class AS			100,000				100,000
2.92%, 2/15/46, Series 2013-C7, Class A4			400,000				394,691
3.53%, 12/15/47, Series 2014-C19, Class A4			365,167				365,131
3.07%, 2/15/48, Series 2015-C20, Class ASB			250,000				248,422
3.25%, 2/15/48, Series 2015-C20, Class A4			200,000				196,889
3.04%, 4/15/48, Series 2015-C22, Class ASB			200,000				198,181
3.31%, 4/15/48, Series 2015-C22, Class A4			95,000				93,879
3.72%, 7/15/50, Series 2015-C23, Class A4			175,000				176,974
Morgan Stanley Capital I Trust
3.77%, 3/15/45, Series 2012-C4, Class AS			280,000				281,250
3.26%, 6/15/50, Series 2017-H1, Class A4			500,000				487,296
UBS Commercial Mortgage Trust 3.68%, 12/15/50, Series 2017-C7, Class A4			250,000				249,548
Wells Fargo Commercial Mortgage Trust
2.92%, 10/15/45, Series 2012-LC5, Class A3			198,556				196,194
3.64%, 6/15/48, Series 2015-C29, Class A4			250,000				252,035
3.70%, 11/15/48, Series 2015-C31, Class A4			100,000				101,086
2.65%, 8/15/49, Series 2016-BNK1, Class A3			200,000				187,611

 

See Notes to Financial Statements.

 

118		WisdomTree Trust

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Table of Contents

Schedule of Investments (concluded)

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

August 31, 2018

 

 

 

Investments in Long Securities		Principal Amount				Value
2.92%, 11/15/49, Series 2016-NXS6, Class A4		$	265,000			$	252,729
3.82%, 8/15/50, Series 2014-LC16, Class A5			256,000				261,333
3.58%, 10/15/50, Series 2017-C40, Class A4			200,000				198,950
4.21%, 5/15/51, Series 2018-C44, Class A5			400,000				416,281
3.12%, 1/15/60, Series 2017-RC1, Class A2			120,000				119,363
WFRBS Commercial Mortgage Trust
2.88%, 12/15/45, Series 2012-C10, Class A3			500,000				492,458
4.15%, 8/15/46, Series 2013-C15, Class A4^(c)			200,000				207,403
4.42%, 9/15/46, Series 2013-C16, Class A5			100,000				104,956
3.03%, 12/15/46, Series 2013-C18, Class A2			13,964				13,959
4.02%, 12/15/46, Series 2013-C17, Class A4			60,000				61,936
4.10%, 3/15/47, Series 2014-C19, Class A5			25,000				25,903
3.41%, 8/15/47, Series 2014-C21, Class A4			225,000				225,309
3.43%, 11/15/47, Series 2014-C25, Class A3			40,000				40,253
3.63%, 11/15/47, Series 2014-C25, Class A5			100,000				100,894
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $29,960,856)							29,211,212
MUNICIPAL BONDS – 0.5%
United States – 0.5%
Alameda Corridor Transportation Authority 6.60%, 10/1/29, Series C			50,000				59,353
Bay Area Toll Authority 6.91%, 10/1/50, Series S-3			100,000				147,384
Chicago O’Hare International Airport 6.40%, 1/1/40, Class B			35,000				46,095
Municipal Electric Authority of Georgia 6.64%, 4/1/57			70,000				85,683
6.66%, 4/1/57			65,000				78,138
Nashville Health and Educational Facilities Board 4.05%, 7/1/26, Class B			100,000				103,056
New Jersey Turnpike Authority 7.41%, 1/1/40			100,000				145,169
7.10%, 1/1/41			165,000				232,388
North Texas Tollway Authority 6.72%, 1/1/49			55,000				78,975
State of Illinois 4.95%, 6/1/23			310,000				317,173
5.10%, 6/1/33			720,000				696,024
TOTAL MUNICIPAL BONDS (Cost: $2,024,180)							1,989,438

Investments in Long Securities		Shares				Value
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.5%
United States – 0.5%
State Street Navigator Securities Lending Government Money Market Portfolio, 1.92%(f)
(Cost: $1,936,068)(g)			1,936,068			$	1,936,068
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT – 100.7% (Cost: $431,170,561)							421,638,952
Securities Sold Short		Principal Amount
U.S. GOVERNMENT AGENCIES SOLD SHORT – (1.1)%
Federal Home Loan Mortgage Corporation – (0.5)%
Federal Home Loan Mortgage Corp. 3.00%, 9/1/48(a)		$	(950,000	)			(919,422	)
3.50%, 9/1/48(a)			(1,100,000	)			(1,094,285	)
4.00%, 9/1/48(a)			(300,000	)			(305,649	)
Total Federal Home Loan Mortgage Corporation							(2,319,356	)
Federal National Mortgage Association – (0.6)%
Federal National Mortgage Association 3.00%, 9/1/48(a)			(1,275,000	)			(1,234,036	)
3.50%, 9/1/48(a)			(1,125,000	)			(1,118,913	)
Total Federal National Mortgage Association							(2,352,949	)
TOTAL INVESTMENTS IN SECURITIES SOLD SHORT (Proceeds: $4,648,529)							(4,672,305	)
Other Assets less Liabilities – 0.4%							1,695,471
NET ASSETS – 100.0%						$	418,662,118

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

 

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

 

(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 August 31, 2018.

 

(g)	At August 31, 2018, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,882,011 and the total market value of the collateral held by the Fund was $1,936,068.

 

See Notes to Financial Statements.

 

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Table of Contents

Schedule of Investments

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT AGENCIES – 5.0%
Federal Home Loan Mortgage Corporation – 2.3%
Federal Home Loan Mortgage Corp. 3.50%, 9/18/33(a)		$	880,000			$	889,679
Federal National Mortgage Association – 2.7%
Federal National Mortgage Association 2.50%, 9/18/33(a)			1,088,000				1,057,602
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $1,943,595)							1,947,281
U.S. GOVERNMENT OBLIGATIONS – 28.0%
U.S. Treasury Bill – 3.4%
U.S. Treasury Bill 1.98%, 10/18/18*			1,360,000				1,356,713
U.S. Treasury Bonds – 3.4%
U.S. Treasury Bond 8.75%, 5/15/20			216,000				238,178
8.75%, 8/15/20			411,000				458,482
8.13%, 5/15/21			433,800				494,871
7.63%, 11/15/22			106,000				126,519
Total U.S. Treasury Bonds							1,318,050
U.S. Treasury Notes – 21.2%
U.S. Treasury Note 0.75%, 8/15/19			1,000,300				984,416
1.50%, 6/15/20			559,000				548,257
2.50%, 6/30/20			174,000				173,626
1.50%, 7/15/20			699,200				685,052
2.00%, 2/28/21			692,500				681,368
2.63%, 6/15/21			402,000				401,372
2.63%, 7/15/21			2,448,000				2,443,697
1.13%, 8/31/21			718,500				686,252
1.50%, 1/31/22			392,700				377,299
1.88%, 7/31/22			691,100				669,341
2.63%, 6/30/23			650,000				646,712
Total U.S. Treasury Notes							8,297,392
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $11,030,501)							10,972,155
CORPORATE BONDS – 51.7%
United States – 51.7%
3M Co. 2.25%, 3/15/23			113,000				109,462
AbbVie, Inc. 2.50%, 5/14/20			148,000				146,561
Air Lease Corp. 2.13%, 1/15/20			169,000				166,764
3.88%, 4/1/21			106,000				106,790
Allergan, Inc. 3.38%, 9/15/20			23,000				23,060
American Express Credit Corp. 2.60%, 9/14/20, Series F			24,000				23,817
2.25%, 5/5/21			76,000				74,235
American Honda Finance Corp. 3.00%, 6/16/20			200,000				200,255
American International Group, Inc. 4.88%, 6/1/22			160,000				167,845

Investments		Principal Amount				Value
American Tower Corp. 3.50%, 1/31/23		$	109,000			$	107,633
Amgen, Inc.
2.20%, 5/22/19			47,000				46,866
3.88%, 11/15/21			49,000				49,944
Anthem, Inc. 2.25%, 8/15/19			206,000				204,911
Aon PLC 2.80%, 3/15/21			364,000				358,472
AT&T, Inc. 3.00%, 2/15/22			387,000				380,970
3.20%, 3/1/22			176,000				174,197
Bank of America Corp. 5.63%, 7/1/20			90,000				94,023
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				109,096
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				387,871
Bank of New York Mellon Corp. (The) 2.05%, 5/3/21			101,000				98,338
2.95%, 1/29/23			111,000				109,171
BB&T Corp. 2.05%, 5/10/21			41,000				39,811
Becton Dickinson and Co. 2.68%, 12/15/19			395,000				393,125
2.89%, 6/6/22			284,000				276,846
Berkshire Hathaway Finance Corp. 4.25%, 1/15/21			3,000				3,093
3.00%, 5/15/22			120,000				120,226
Block Financial LLC 5.50%, 11/1/22			43,000				44,921
Boeing Co. (The) 8.75%, 8/15/21			261,000				302,749
Capital One Financial Corp. 4.75%, 7/15/21			114,000				118,082
Celanese US Holdings LLC 5.88%, 6/15/21			458,000				484,172
Celgene Corp. 2.88%, 8/15/20			93,000				92,593
3.25%, 8/15/22			209,000				207,187
Citibank NA 3.40%, 7/23/21			350,000				350,937
Citigroup, Inc. 2.65%, 10/26/20			145,000				143,394
Coca-Cola Co. (The) 1.88%, 10/27/20			60,000				58,727
3.30%, 9/1/21			59,000				59,726
Comcast Corp. 3.13%, 7/15/22			18,000				17,893
Constellation Brands, Inc. 4.25%, 5/1/23			372,000				379,663
Coventry Health Care, Inc. 5.45%, 6/15/21			100,000				105,008
Crown Castle International Corp. 2.25%, 9/1/21			113,000				108,963

 

See Notes to Financial Statements.

 

120		WisdomTree Trust

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Delta Air Lines, Inc. 2.60%, 12/4/20		$	397,000			$	389,266
Discovery Communications LLC 5.05%, 6/1/20			164,000				168,983
Dollar General Corp. 3.25%, 4/15/23			290,000				286,227
Dow Chemical Co. (The) 4.25%, 11/15/20			94,000				96,068
4.13%, 11/15/21			165,000				168,468
Duke Energy Carolinas LLC 3.90%, 6/15/21			6,000				6,109
3.05%, 3/15/23			385,000				381,437
Ecolab, Inc. 4.35%, 12/8/21			104,000				107,678
Electronic Arts, Inc. 3.70%, 3/1/21			107,000				108,423
Enterprise Products Operating LLC 2.55%, 10/15/19			98,000				97,621
Exelon Generation Co. LLC 4.00%, 10/1/20			167,000				169,198
Expedia Group, Inc. 5.95%, 8/15/20			63,000				66,069
Express Scripts Holding Co. 4.75%, 11/15/21			222,000				229,678
Exxon Mobil Corp. 2.40%, 3/6/22			36,000				35,363
FedEx Corp. 2.63%, 8/1/22			10,000				9,760
Fidelity National Information Services, Inc. 3.63%, 10/15/20			51,000				51,411
Fifth Third Bancorp 3.50%, 3/15/22			380,000				381,431
General Mills, Inc. 2.60%, 10/12/22			200,000				193,644
General Motors Financial Co., Inc. 3.20%, 7/6/21			109,000				107,636
3.45%, 4/10/22			154,000				151,540
3.15%, 6/30/22			36,000				35,107
Goldman Sachs Group, Inc. (The) 5.75%, 1/24/22			239,000				255,723
Hartford Financial Services Group, Inc. (The) 5.13%, 4/15/22			57,000				60,201
Hewlett Packard Enterprise Co. 3.60%, 10/15/20			213,000				214,755
Home Depot, Inc. (The) 4.40%, 4/1/21			103,000				106,751
Hospitality Properties Trust 4.25%, 2/15/21			80,000				80,927
Host Hotels & Resorts L.P. 4.75%, 3/1/23, Series C			105,000				107,859
HP, Inc. 4.65%, 12/9/21			163,000				169,182
Huntington Bancshares, Inc. 3.15%, 3/14/21			80,000				79,699
Ingredion, Inc. 4.63%, 11/1/20			179,000				183,867

Investments		Principal Amount				Value
Intercontinental Exchange, Inc. 2.75%, 12/1/20		$	44,000			$	43,664
International Flavors & Fragrances, Inc. 3.20%, 5/1/23			109,000				106,623
International Lease Finance Corp. 8.25%, 12/15/20			16,000				17,578
John Deere Capital Corp. 2.80%, 3/6/23			111,000				109,079
JPMorgan Chase & Co. 2.25%, 1/23/20			53,000				52,478
4.63%, 5/10/21			36,000				37,292
2.30%, 8/15/21			36,000				35,095
4.35%, 8/15/21			56,000				57,711
4.50%, 1/24/22			268,000				278,000
KeyCorp 2.90%, 9/15/20			67,000				66,635
KLA-Tencor Corp. 4.13%, 11/1/21			100,000				101,854
Kraft Heinz Foods Co. 3.50%, 6/6/22			102,000				101,768
Lazard Group LLC 4.25%, 11/14/20			373,000				380,029
Lockheed Martin Corp. 3.10%, 1/15/23			75,000				74,739
M&T Bank Corp. 3.55%, 7/26/23			100,000				100,256
Marsh & McLennan Cos., Inc. 2.75%, 1/30/22			200,000				196,082
McDonald’s Corp. 2.75%, 12/9/20			600,000				597,069
Medtronic, Inc. 3.15%, 3/15/22			79,000				78,865
Merck & Co., Inc. 3.88%, 1/15/21			200,000				204,529
Microsoft Corp. 3.00%, 10/1/20			60,000				60,449
2.00%, 11/3/20			60,000				59,169
2.38%, 2/12/22			250,000				245,463
Morgan Stanley 5.50%, 7/28/21			80,000				84,689
4.88%, 11/1/22			258,000				269,125
Motorola Solutions, Inc. 3.75%, 5/15/22			299,000				298,806
National Rural Utilities Cooperative Finance Corp. 2.90%, 3/15/21			109,000				108,576
Newell Brands, Inc. 3.15%, 4/1/21			5,000				4,929
Omnicom Group, Inc. 3.63%, 5/1/22			25,000				24,921
Oracle Corp. 2.80%, 7/8/21			69,000				68,784
Owens Corning 4.20%, 12/15/22			105,000				106,237
Packaging Corp. of America 2.45%, 12/15/20			147,000				144,578

 

See Notes to Financial Statements.

 

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Schedule of Investments (continued)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
PepsiCo, Inc. 2.15%, 10/14/20		$	51,000			$	50,297
Plains All American Pipeline L.P. 2.60%, 12/15/19			224,000				222,303
Primerica, Inc. 4.75%, 7/15/22			120,000				123,559
Regions Financial Corp. 3.80%, 8/14/23			150,000				150,489
Republic Services, Inc. 5.50%, 9/15/19			74,000				75,928
Roper Technologies, Inc. 3.13%, 11/15/22			4,000				3,937
Royal Caribbean Cruises Ltd. 2.65%, 11/28/20			135,000				132,799
Ryder System, Inc. 2.80%, 3/1/22			269,000				263,473
Sabine Pass Liquefaction LLC 6.25%, 3/15/22			232,000				250,090
Sabra Health Care L.P. 5.50%, 2/1/21			106,000				108,120
Sempra Energy 2.40%, 3/15/20			173,000				170,830
Sherwin-Williams Co. (The) 2.75%, 6/1/22			49,000				47,746
Southern California Edison Co. 1.85%, 2/1/22			68,000				66,482
Southwest Airlines Co. 2.75%, 11/16/22			11,000				10,729
State Street Corp. 2.55%, 8/18/20			33,000				32,805
SunTrust Banks, Inc. 2.90%, 3/3/21			188,000				186,440
Synchrony Financial 3.00%, 8/15/19			85,000				84,878
Synovus Financial Corp. 3.13%, 11/1/22			456,000				437,190
Sysco Corp. 2.50%, 7/15/21			400,000				391,653
Target Corp. 2.90%, 1/15/22			73,000				72,839
TD Ameritrade Holding Corp. 2.95%, 4/1/22			78,000				77,008
Time Warner Cable LLC 4.00%, 9/1/21			176,000				177,518
Toyota Motor Credit Corp. 1.90%, 4/8/21			203,000				197,373
U.S. Bancorp 2.35%, 1/29/21			48,000				47,235
2.95%, 7/15/22			29,000				28,540
United Parcel Service, Inc. 2.05%, 4/1/21			100,000				97,832
United Technologies Corp. 3.35%, 8/16/21			150,000				150,744
UnitedHealth Group, Inc. 2.70%, 7/15/20			63,000				62,843

Investments		Principal Amount				Value
Verizon Communications, Inc. 2.45%, 11/1/22		$	44,000			$	42,405
VMware, Inc. 2.30%, 8/21/20			396,000				388,127
Walgreen Co. 3.10%, 9/15/22			23,000				22,645
Walmart, Inc. 3.40%, 6/26/23			300,000				303,945
Warner Media LLC
4.88%, 3/15/20			93,000				95,335
4.75%, 3/29/21			102,000				105,230
Waste Management, Inc. 4.75%, 6/30/20			104,000				107,370
Wells Fargo & Co. 2.50%, 3/4/21			84,000				82,438
Welltower, Inc. 4.13%, 4/1/19			106,000				106,449
WestRock RKT Co. 4.90%, 3/1/22			17,000				17,688
Willis Towers Watson PLC 5.75%, 3/15/21			41,000				42,996
Zimmer Biomet Holdings, Inc. 2.70%, 4/1/20			113,000				112,119
TOTAL CORPORATE BONDS (Cost: $20,417,371)							20,210,977
FOREIGN CORPORATE BONDS – 8.9%
Australia – 0.6%
BHP Billiton Finance USA Ltd. 3.25%, 11/21/21			106,000				106,249
Westpac Banking Corp. 2.10%, 5/13/21			112,000				108,518
Total Australia							214,767
Canada – 1.6%
Bank of Nova Scotia (The) 3.13%, 4/20/21			80,000				79,690
Canadian Imperial Bank of Commerce 2.55%, 6/16/22			102,000				99,304
Emera US Finance L.P. 2.70%, 6/15/21			111,000				108,359
Fortis, Inc. 2.10%, 10/4/21			369,000				353,479
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							642,783
Chile – 0.2%
Celulosa Arauco y Constitucion S.A. 7.25%, 7/29/19			86,000				89,056
Germany – 0.2%
Deutsche Bank AG 2.50%, 2/13/19			92,000				91,658
Japan – 2.0%
Mitsubishi UFJ Financial Group, Inc. 3.00%, 2/22/22			391,000				384,754

 

See Notes to Financial Statements.

 

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Schedule of Investments (concluded)

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
Sumitomo Mitsui Financial Group, Inc. 2.44%, 10/19/21		$	398,000			$	386,721
Total Japan							771,475
Netherlands – 0.8%
Shell International Finance B.V. 1.88%, 5/10/21			112,000				108,846
1.75%, 9/12/21			200,000				192,870
Total Netherlands							301,716
Peru – 0.5%
Southern Copper Corp. 3.50%, 11/8/22			208,000				206,040
United Kingdom – 3.0%
BAT Capital Corp. 2.76%, 8/15/22(c)			392,000				380,246
BP Capital Markets PLC 2.75%, 5/10/23			452,000				439,814
GlaxoSmithKline Capital PLC 3.13%, 5/14/21			150,000				150,283
GlaxoSmithKline Capital, Inc. 2.80%, 3/18/23			127,000				124,186
WPP Finance 2010 3.63%, 9/7/22			70,000				68,830
Total United Kingdom							1,163,359
TOTAL FOREIGN CORPORATE BONDS (Cost: $3,527,990)							3,480,854
FOREIGN GOVERNMENT AGENCIES – 0.1%
Canada – 0.1%
Province of Quebec Canada 2.63%, 2/13/23
(Cost: $25,562)			26,000				25,526
FOREIGN GOVERNMENT OBLIGATIONS – 2.0%
Colombia – 0.3%
Colombia Government International Bond 8.13%, 5/21/24			100,000				120,875
Hungary – 0.6%
Hungary Government International Bond 6.25%, 1/29/20			95,000				99,191
6.38%, 3/29/21			118,000				126,541
Total Hungary							225,732
Mexico – 0.9%
Mexico Government International Bond 8.13%, 12/30/19			62,000				66,960
3.63%, 3/15/22			284,000				284,838
Total Mexico							351,798
Poland – 0.1%
Republic of Poland Government International Bond 5.13%, 4/21/21			26,000				27,286

Investments		Principal Amount				Value
Uruguay – 0.1%
Uruguay Government International Bond 8.00%, 11/18/22		$	55,000			$	62,232
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $800,681)							787,923
COMMERCIAL MORTGAGE-BACKED SECURITIES – 8.5%
United States – 8.5%
COMM Mortgage Trust
3.80%, 8/10/46, Series 2013-CR10, Class ASB			79,999				81,295
2.93%, 2/10/47, Series 2014-CR15, Class A2			34,542				34,552
2.85%, 5/10/48, Series 2015-CR23, Class A2			250,000				249,488
3.04%, 11/10/49, Series 2016-CD2, Class A2			686,000				684,093
CSAIL Commercial Mortgage Trust 2.99%, 6/15/50, Series 2017-C8, Class A2			344,000				340,795
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates 4.19%, 12/25/20, Series K012, Class A2^(b)			150,000				154,005
2.79%, 1/25/22, Series K718, Class A2			300,000				298,501
JPMCC Commercial Mortgage Securities Trust 3.24%, 3/15/50, Series 2017-JP5, Class A2			680,000				679,830
Morgan Stanley Bank of America Merrill Lynch Trust
2.79%, 2/15/48, Series 2015-C20, Class A2			200,000				199,597
2.70%, 12/15/48, Series 2013-C8, Class ASB			45,911				45,598
Wells Fargo Commercial Mortgage Trust
2.53%, 10/15/45, Series 2012-LC5, Class ASB			41,284				40,933
2.63%, 5/15/48, Series 2015-NXS1, Class A2			329,000				327,788
WFRBS Commercial Mortgage Trust
2.45%, 12/15/45, Series 2012-C10, Class ASB			43,923				43,319
2.93%, 11/15/47, Series 2014-C25, Class A2			133,000				132,850
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $3,359,832)							3,312,644
TOTAL INVESTMENTS IN SECURITIES – 104.2% (Cost: $41,105,532)							40,737,360
Other Assets less Liabilities – (4.2)%							(1,633,597	)
NET ASSETS – 100.0%						$	39,103,763

*	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 August 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 Financial Statements.

 

WisdomTree Trust			123

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Schedule of Investments

WisdomTree CBOE Russell 2000 PutWrite Strategy Fund (RPUT)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 75.7%
U.S. Treasury Bill – 75.7%
U.S. Treasury Bill 1.93%, 9/20/18*		$	4,000,000			$	3,996,609
TOTAL INVESTMENTS IN SECURITIES – 75.7% (Cost: $3,995,980)							3,996,609
Other Assets less Liabilities – 24.3%							1,282,875
NET ASSETS – 100.0%						$	5,279,484

*	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			(32	)		$	(5,376,000	)		$	1,680				9/21/2018			$	(69,760	)		$	(14,400	)

†	As of August 31, 2018, the Fund posted cash collateral of $1,075,000 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 Financial Statements.

 

124		WisdomTree Trust

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Schedule of Investments

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

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 74.6%
U.S. Treasury Bill – 74.6%
U.S. Treasury Bill 2.07%, 11/15/18*		$	178,700,000			$	177,973,138
TOTAL INVESTMENTS IN SECURITIES – 74.6% (Cost: $177,944,248)							177,973,138
Other Assets less Liabilities – 25.4%							60,461,306
NET ASSETS – 100.0%						$	238,434,444

*	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			(846	)		$	(239,841,000	)		$	2,835				9/21/2018			$	(2,456,090	)		$	(740,250	)

†	As of August 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 Financial Statements.

 

WisdomTree Trust			125

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Schedule of Investments

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

August 31, 2018

 

 

 

Investments		Principal Amount				Value
U.S. GOVERNMENT OBLIGATIONS – 87.2%
U.S. Treasury Bills – 87.2%
U.S. Treasury Bills 1.93%, 9/6/18*(a)		$	4,640,000			$	4,639,513
1.93%, 9/13/18*			11,720,000				11,714,418
1.92%, 9/20/18*			123,420,000				123,315,367
TOTAL INVESTMENTS IN SECURITIES – 87.2% (Cost: $139,648,561)							139,669,298
Other Assets less Liabilities – 12.8%							20,580,894
NET ASSETS – 100.0%						$	160,250,192

*	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 $4,639,513 as of August 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
Bank of Montreal			9/19/2018				452,369,960				JPY				4,079,117				USD			$	4,359			$	—
Bank of Montreal			9/19/2018				10,940,329				USD				1,206,587,000				JPY				48,651				—
Bank of Montreal			12/19/2018				54,025				USD				5,952,030				JPY				—				(64	)
Bank of Montreal			12/19/2018				4,106,038				USD				452,369,960				JPY				—				(4,833	)
Canadian Imperial Bank of Commerce			9/19/2018				623,729,000				JPY				5,777,194				USD				—				(146,887	)
Canadian Imperial Bank of Commerce			9/19/2018				2,905,000				JPY				26,907				USD				—				(684	)
Canadian Imperial Bank of Commerce			9/19/2018				470,834,040				JPY				4,245,726				USD				4,422				—
Canadian Imperial Bank of Commerce			9/19/2018				148,760				USD				16,347,000				JPY				1,199				—
Canadian Imperial Bank of Commerce			12/19/2018				4,273,433				USD				470,834,040				JPY				—				(5,228	)
Canadian Imperial Bank of Commerce			12/19/2018				56,227				USD				6,194,970				JPY				—				(69	)
Goldman Sachs			9/19/2018				11,841,000				JPY				106,579				USD				308				—
Goldman Sachs			9/19/2018				22,975,000				JPY				208,120				USD				—				(728	)
Goldman Sachs			9/19/2018				3,095,092				USD				345,074,000				JPY				—				(19,839	)
Goldman Sachs			9/19/2018				308,898				USD				34,327,000				JPY				—				(967	)
State Street Bank and Trust			9/19/2018				4,079,000				JPY				37,217				USD				—				(397	)
State Street Bank and Trust			9/19/2018				13,602,000				JPY				121,040				USD				1,743				—
																						$	60,682			$	(179,696	)

 

CURRENCY LEGEND
JPY		Japanese yen
USD		U.S. dollar

 

FUTURES CONTRACTS (EXCHANGE-TRADED)

Short Exposure		Contracts				Expiration Date				Notional Amount1				Unrealized Appreciation/ (Depreciation)
10 Year U.S. Treasury Note			47				12/19/18			$	(5,652,484	)		$	(49,103	)
Australian Dollar Currency			116				12/17/18				(8,331,120	)			226
British Pound Currency			103				12/17/18				(8,379,050	)			(568	)
Canadian Dollar Currency			109				12/18/18				(8,368,475	)			(665	)
Copper			125				12/27/18				(8,346,875	)			535,413
Corn			473				12/14/18				(8,632,250	)			469,750
Euro Currency			57				12/17/18				(8,330,550	)			(663	)
Gold 100 Ounce			70				12/27/18				(8,446,900	)			376,060
Silver			116				12/27/18				(8,443,060	)			586,629
Soybean			203				11/14/18				(8,561,525	)			368,063
Swiss Franc Currency			43				12/17/18				(5,595,913	)			140
										$	(87,088,202	)		$	2,285,282
Long Exposure		Contracts				Expiration Date				Notional Amount1				Unrealized Appreciation/ (Depreciation)
Cotton No. 2			137				12/06/18			$	5,632,070			$	(624,190	)
Gasoline RBOB			68				11/30/18				5,607,471				125,690
Live Cattle			124				12/31/18				5,603,560				—
NY Harbor ULSD			89				11/30/18				8,401,155				348,394
U.S. Treasury Long Bond			39				12/19/18				5,624,531				—
WTI Crude Oil			122				11/19/18				8,424,100				251,810
Wheat			210				12/14/18				5,727,750				(276,137	)
										$	45,020,637			$	(174,433	)
Total – Net										$	(42,067,565	)		$	2,110,849

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

 

 

See Notes to Financial Statements.

 

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Table of Contents

Statements of Assets and Liabilities

WisdomTree Trust

August 31, 2018

 

 

 

		WisdomTree Bloomberg U.S. Dollar Bullish Fund				WisdomTree Brazilian Real Strategy Fund				WisdomTree Chinese Yuan Strategy Fund				WisdomTree Emerging Currency Strategy Fund				WisdomTree Asia Local Debt Fund
ASSETS:
Investments, at cost		$	85,607,089			$	7,151,789			$	21,549,388			$	18,180,746			$	17,034,968
Investment in affiliates, at cost (Note 3)			4,016,800				450,096				1,169,777				1,194,879				—
Repurchase agreements, at cost			—				3,350,000				9,515,000				9,170,000				1,500,000
Foreign currency, at cost			—				—				62				—				34,520
Investments in securities, at value (Note 2)			85,617,963				7,152,671				21,552,021				18,182,967				15,285,078
Investment in affiliates, at value (Note 3)			4,012,880				450,195				1,168,751				1,193,832				—
Repurchase agreements, at value (Note 2)			—				3,350,000				9,515,000				9,170,000				1,500,000
Cash			622,583				631,957				197,663				1,147,792				331,128
Cash collateral posted for foreign currency contracts			—				—				510,000				430,000				—
Foreign currency, at value			—				—				61				—				34,116
Unrealized appreciation on foreign currency contracts			875,837				96,724				27,549				73,207				13,308
Receivables:
Investment securities sold			2,644,688				—				—				—				—
Interest			—				183				521				502				204,248
Total Assets			93,773,951				11,681,730				32,971,566				30,198,300				17,367,878
LIABILITIES:
Unrealized depreciation on foreign currency contracts			186,630				1,041,690				1,098,126				1,439,150				60,779
Payables:
Capital shares redeemed			2,663,326				—				—				—				—
Advisory fees (Note 3)			39,204				4,239				11,881				13,305				8,124
Service fees (Note 2)			350				41				119				109				65
Foreign capital gains tax			—				—				—				—				1,151
Total Liabilities			2,889,510				1,045,970				1,110,126				1,452,564				70,119
NET ASSETS		$	90,884,441			$	10,635,760			$	31,861,440			$	28,745,736			$	17,297,759
NET ASSETS:
Paid-in capital		$	100,871,230			$	111,305,179			$	32,727,704			$	76,210,624			$	28,069,794
Undistributed (Distributions in excess of) net investment income			740,847				148,298				348,338				371,692				(27,690	)
Accumulated net realized loss on investments, payments by sub-advisor, foreign currency contracts and foreign currency related transactions			(11,423,797	)			(99,873,732	)			(145,631	)			(46,471,811	)			(8,939,571	)
Net unrealized appreciation (depreciation) on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies			696,161				(943,985	)			(1,068,971	)			(1,364,769	)			(1,804,774	)
NET ASSETS		$	90,884,441			$	10,635,760			$	31,861,440			$	28,745,736			$	17,297,759
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)			3,400,000				700,000				1,250,000				1,600,000				400,000
Net asset value per share		$	26.73			$	15.19			$	25.49			$	17.97			$	43.24

 

See Notes to Financial Statements.

 

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Statements of Assets and Liabilities (continued)

WisdomTree Trust

August 31, 2018

 

 

 

		WisdomTree Emerging Markets Corporate Bond Fund				WisdomTree Emerging Markets Local Debt Fund				WisdomTree Floating Rate Treasury Fund				WisdomTree Interest Rate Hedged High Yield Bond Fund				WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
ASSETS:
Investments, at cost		$	43,103,451			$	209,522,652			$	271,526,127			$	272,480,415			$	52,055,395
Repurchase agreements, at cost			—				8,340,000				—				—				1,450,000
Foreign currency, at cost			—				341,882				—				—				—
Investments in securities, at value1,2 (Note 2)			41,481,509				160,428,054				271,561,091				271,954,818				51,594,563
Repurchase agreements, at value (Note 2)			—				8,340,000				—				—				1,450,000
Cash			59,642				863,154				15,977				1,077,142				308,167
Deposits at broker for futures contracts			89,022				—				—				817,435				408,400
Foreign currency, at value			—				333,844				—				—				—
Unrealized appreciation on foreign currency contracts			—				228,064				—				—				—
Receivables:
Investment securities sold3			—				—				23,569,618				590,498				294,842
Capital shares sold			—				—				8,148,632				2,407,938				—
Securities lending income			493				—				—				21,038				185
Interest			572,813				3,061,804				500,297				4,556,751				308,428
Total Assets			42,203,479				173,254,920				303,795,615				281,425,620				54,364,585
LIABILITIES:
Unrealized depreciation on foreign currency contracts			—				1,083,255				—				—				—
Payables:
Cash collateral received for securities loaned (Note 2)			1,030,950				—				—				16,524,323				69,435
Investment securities purchased			—				—				31,721,107				2,347,569				1,641,236
Advisory fees (Note 3)			21,123				83,260				29,643				95,191				10,287
Service fees (Note 2)			155				666				869				973				196
Net variation margin on futures contracts			828				—				—				125,381				36,992
Foreign capital gains tax			—				4,803				—				—				—
Total Liabilities			1,053,056				1,171,984				31,751,619				19,093,437				1,758,146
NET ASSETS		$	41,150,423			$	172,082,936			$	272,043,996			$	262,332,183			$	52,606,439
NET ASSETS:
Paid-in capital		$	51,618,404			$	242,047,479			$	272,000,066			$	263,227,628			$	55,431,172
Undistributed (Distributions in excess of) net investment income			13,249				(340,967	)			19,533				219,037				15,749
Accumulated net realized loss on investments, futures contracts, securities sold short, foreign currency contracts and foreign currency related transactions			(8,876,007	)			(19,375,129	)			(10,567	)			(333,715	)			(2,270,106	)
Net unrealized appreciation (depreciation) on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies			(1,605,223	)			(50,248,447	)			34,964				(780,767	)			(570,376	)
NET ASSETS		$	41,150,423			$	172,082,936			$	272,043,996			$	262,332,183			$	52,606,439
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)			600,000				5,300,000				10,850,000				10,900,000				1,100,000
Net asset value per share		$	68.58			$	32.47			$	25.07			$	24.07			$	47.82
1 Includes market value of securities out on loan of:		$	999,965				—				—			$	15,747,026			$	67,483
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information).
3 Includes market value of securities out on loan of:			—				—				—			$	402,558				—

 

See Notes to Financial Statements.

 

128		WisdomTree Trust

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Statements of Assets and Liabilities (continued)

WisdomTree Trust

August 31, 2018

 

 

 

		WisdomTree Negative Duration High Yield Bond Fund				WisdomTree Negative Duration U.S. Aggregate Bond Fund				WisdomTree Yield Enhanced U.S. Aggregate Bond Fund				WisdomTree Yield Enhanced U.S.  Short-Term Aggregate Bond Fund				WisdomTree CBOE Russell 2000 PutWrite Strategy Fund
ASSETS:
Investments, at cost		$	60,434,310			$	30,124,117			$	431,170,561			$	41,105,532			$	3,995,980
Investments in securities, at value1,2 (Note 2)			60,465,741				29,800,363				421,638,952				40,737,360				3,996,609
Cash			432,699				216,182				1,382,936				43,010				224,204
Deposits at broker for futures contracts			662,602				499,000				—				—				—
Cash collateral segregated for written options			—				—				—				—				1,075,000
Receivables:
Investment securities sold5			93,761				558,872				13,362,221				—				—
Securities lending income			5,800				105				1,837				—				—
Interest			992,934				179,042				3,260,893				271,117				—
Total Assets			62,653,537				31,253,564				439,646,839				41,051,487				5,295,813
LIABILITIES:
Securities sold short, at value3			—				394,162				4,672,305				—				—
Written options, at value4			—				—				—				—				14,400
Payables:
Cash collateral received for securities loaned (Note 2)			5,240,470				29,828				1,936,068				—				—
Investment securities purchased			338,233				442,566				14,326,879				1,943,595				—
Advisory fees (Note 3)			22,328				8,050				42,683				3,983				1,909
Service fees (Note 2)			204				127				1,565				146				20
Net variation margin on futures contracts			30,185				11,617				—				—				—
Interest on securities sold short			—				476				5,221				—				—
Total Liabilities			5,631,420				886,826				20,984,721				1,947,724				16,329
NET ASSETS		$	57,022,117			$	30,366,738			$	418,662,118			$	39,103,763			$	5,279,484
NET ASSETS:
Paid-in capital		$	58,850,387			$	33,542,761			$	430,528,533			$	39,553,852			$	5,076,901
Undistributed net investment income			38,872				31,017				43,331				17,314				15,168
Accumulated net realized gain (loss) on investments, futures contracts, written options and securities sold short			(1,723,937	)			(2,780,345	)			(2,354,361	)			(99,231	)			131,426
Net unrealized appreciation (depreciation) on investments, futures contracts, written options and securities sold short			(143,205	)			(426,695	)			(9,555,385	)			(368,172	)			55,989
NET ASSETS		$	57,022,117			$	30,366,738			$	418,662,118			$	39,103,763			$	5,279,484
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)			2,700,000				700,000				8,600,000				800,000				200,004
Net asset value per share		$	21.12			$	43.38			$	48.68			$	48.88			$	26.40
1 Includes market value of securities out on loan of:		$	4,999,861			$	28,818			$	1,882,011				—				—
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information).
3 Proceeds received on securities sold short were as follows:			—			$	392,305			$	4,648,529				—				—
4 Premiums received on written options were as follows:			—				—				—				—			$	69,760
5 Includes market value of securities out on loan of:		$	72,099				—				—				—				—

 

See Notes to Financial Statements.

 

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Table of Contents

Statements of Assets and Liabilities (concluded)

WisdomTree Trust

August 31, 2018

 

 

 

		WisdomTree CBOE S&P 500 PutWrite Strategy Fund				WisdomTree Managed Futures Strategy  Fund (consolidated)
ASSETS:
Investments, at cost		$	177,944,248			$	139,648,561
Investments in securities, at value			177,973,138				139,669,298
Cash			20,978,381				20,764,338
Cash collateral segregated for written options			40,300,000				—
Unrealized appreciation on foreign currency contracts			—				60,682
Receivables:
Net variation margin on futures contracts			—				24,143
Total Assets			239,251,519				160,518,461
LIABILITIES:
Unrealized depreciation on foreign currency contracts			—				179,696
Written options, at value1			740,250				—
Payables:
Advisory fees (Note 3)			75,945				87,978
Service fees (Note 2)			880				595
Total Liabilities			817,075				268,269
NET ASSETS		$	238,434,444			$	160,250,192
NET ASSETS:
Paid-in capital		$	226,150,256			$	166,297,038
Undistributed net investment income (Accumulated net investment loss)			1,366,616				(1,870,274	)
Accumulated net realized gain (loss) on investments, futures contracts, written options and foreign currency contracts			9,172,842				(6,189,144	)
Net unrealized appreciation on investments, futures contracts, written options and foreign currency contracts			1,744,730				2,012,572
NET ASSETS		$	238,434,444			$	160,250,192
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)			7,800,000				3,950,000
Net asset value per share		$	30.57			$	40.57
1 Premiums received on written options were as follows:		$	2,456,090				—

 

See Notes to Financial Statements.

 

130		WisdomTree Trust

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Table of Contents

Statements of Operations

WisdomTree Trust

For the Year Ended August 31, 2018

 

 

 

		WisdomTree Bloomberg U.S. Dollar Bullish Fund				WisdomTree Brazilian Real Strategy Fund				WisdomTree Chinese Yuan Strategy Fund				WisdomTree Emerging Currency Strategy Fund				WisdomTree Asia Local Debt Fund
INVESTMENT INCOME:
Dividends from affiliates (Note 3)		$	11,840			$	—			$	1,771			$	1,809			$	—
Interest1			1,180,651				224,240				517,821				622,002				644,500
Total investment income			1,192,491				224,240				519,592				623,811				644,500
EXPENSES:
Advisory fees (Note 3)			448,407				75,250				169,895				250,493				108,129
Service fees (Note 2)			3,946				736				1,662				2,004				865
Total expenses			452,353				75,986				171,557				252,497				108,994
Expense waivers (Note 3)			(709	)			(44	)			(303	)			(378	)			—
Net expenses			451,644				75,942				171,254				252,119				108,994
Net investment income			740,847				148,298				348,338				371,692				535,506
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:
Net realized gain (loss) from:
Investment transactions2			(787	)			(409	)			(114	)			(707	)			(145,606	)
Foreign currency contracts			1,093,452				(1,459,227	)			1,986,057				(438,408	)			(44,198	)
Foreign currency related transactions			—				—				—				—				(21,454	)
Payment by sub-advisor (Note 3)			6,115				—				—				—				—
Net realized gain (loss)			1,098,780				(1,459,636	)			1,985,943				(439,115	)			(211,258	)
Net increase (decrease) in unrealized appreciation/depreciation:
Investment transactions3			3,454				3,502				1,124				322				(988,462	)
Foreign currency contracts			611,516				(1,866,145	)			(2,268,079	)			(1,887,810	)			(46,091	)
Translation of assets and liabilities denominated in foreign currencies			—				—				(3	)			—				(7,830	)
Net increase (decrease) in unrealized appreciation/depreciation			614,970				(1,862,643	)			(2,266,958	)			(1,887,488	)			(1,042,383	)
Net realized and unrealized gain (loss) on investments			1,713,750				(3,322,279	)			(281,015	)			(2,326,603	)			(1,253,641	)
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS		$	2,454,597			$	(3,173,981	)		$	67,323			$	(1,954,911	)		$	(718,135	)
1 Net of foreign withholding tax of:			—				—				—				—			$	39,734
2 Net of foreign capital gains tax withheld of:			—				—				—				—			$	2,876
3 Includes net increase (decrease) in accrued foreign capital gain taxes of:			—				—				—				—			$	(7,021	)

 

See Notes to Financial Statements.

 

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Table of Contents

Statements of Operations (continued)

WisdomTree Trust

For the Year Ended August 31, 2018

 

 

 

		WisdomTree Emerging Markets Corporate Bond Fund				WisdomTree Emerging Markets Local Debt Fund				WisdomTree Floating Rate Treasury Fund				WisdomTree Interest Rate Hedged High Yield Bond Fund				WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund
INVESTMENT INCOME:
Interest1		$	2,172,991			$	13,198,299			$	1,193,867			$	8,344,246			$	849,033
Payment-in-kind interest			—				—				—				28,900				—
Securities lending income (Note 2)			14,774				—				—				158,872				1,484
Total investment income			2,187,765				13,198,299				1,193,867				8,532,018				850,517
EXPENSES:
Advisory fees (Note 3)			287,281				1,159,544				102,250				657,841				72,567
Service fees (Note 2)			2,107				9,276				2,650				6,731				1,388
Total expenses			289,388				1,168,820				104,900				664,572				73,955
Expense waivers (Note 3)			—				—				(11,867	)			—				—
Net expenses			289,388				1,168,820				93,033				664,572				73,955
Net investment income			1,898,377				12,029,479				1,100,834				7,867,446				776,562
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:
Net realized gain (loss) from:
Investment transactions2			1,115,723				1,122,712				(10,011	)			(750,320	)			9,558
In-kind redemptions			(284,538	)			(5,412,746	)			7,675				—				—
Futures contracts			155,027				—				—				1,720,788				847,138
Securities sold short			—				—				—				—				1,635
Foreign currency contracts			—				(590,898	)			—				—				—
Foreign currency related transactions			—				(546,044	)			—				—				—
Net realized gain (loss)			986,212				(5,426,976	)			(2,336	)			970,468				858,331
Net increase (decrease) in unrealized appreciation/depreciation:
Investment transactions3			(3,922,489	)			(27,622,159	)			33,797				(847,556	)			(919,301	)
Futures contracts			13,172				—				—				(216,145	)			(55,621	)
Securities sold short			—				—				—				—				752
Foreign currency contracts			—				(816,472	)			—				—				—
Translation of assets and liabilities denominated in foreign currencies			—				(327,487	)			—				—				—
Net increase (decrease) in unrealized appreciation/depreciation			(3,909,317	)			(28,766,118	)			33,797				(1,063,701	)			(974,170	)
Net realized and unrealized gain (loss) on investments			(2,923,105	)			(34,193,094	)			31,461				(93,233	)			(115,839	)
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS		$	(1,024,728	)		$	(22,163,615	)		$	1,132,295			$	7,774,213			$	660,723
1 Net of foreign withholding tax of:		$	146			$	385,366				—				—				—
2 Net of foreign capital gains taxes of:			—			$	95,305				—				—				—
3 Includes net increase (decrease) in accrued foreign capital gain taxes of:			—			$	(212,493	)			—				—				—

 

See Notes to Financial Statements.

 

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Table of Contents

Statements of Operations (continued)

WisdomTree Trust

For the Year or Period Ended August 31, 2018

 

 

 

		WisdomTree Negative Duration High Yield Bond Fund				WisdomTree Negative Duration U.S. Aggregate Bond Fund				WisdomTree Yield Enhanced U.S. Aggregate Bond Fund				WisdomTree Yield Enhanced U.S.  Short-Term Aggregate Bond Fund				WisdomTree CBOE Russell 2000 PutWrite Strategy Fund1
INVESTMENT INCOME:
Interest		$	1,476,924			$	763,759			$	10,447,020			$	604,932			$	24,162
Payment-in-kind interest			1,707				—				—				—				—
Securities lending income (Note 2)			29,563				1,265				12,082				—				—
Total investment income			1,508,194				765,024				10,459,102				604,932				24,162
EXPENSES:
Advisory fees (Note 3)			129,817				78,764				647,878				47,871				10,145
Service fees (Note 2)			1,190				1,238				14,254				1,053				91
Total expenses			131,007				80,002				662,132				48,924				10,236
Expense waivers (Note 3)			—				—				(259,151	)			(19,148	)			(1,242	)
Net expenses			131,007				80,002				402,981				29,776				8,994
Net investment income			1,377,187				685,022				10,056,121				575,156				15,168
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:
Net realized gain (loss) from:
Investment transactions			(54,734	)			(196,222	)			(1,720,360	)			(99,093	)			5
In-kind redemptions			—				—				(44,994	)			—				—
Futures contracts			515,775				629,610				—				—				—
Written options			—				—				—				—				131,421
Securities sold short			—				(39	)			1,639				—				—
Net realized gain (loss)			461,041				433,349				(1,763,715	)			(99,093	)			131,426
Net increase (decrease) in unrealized appreciation/depreciation:
Investment transactions			(82,981	)			(587,174	)			(12,468,151	)			(384,289	)			629
Futures contracts			(113,789	)			(25,720	)			—				—				—
Written options			—				—				—				—				55,360
Securities sold short			—				(1,857	)			(23,776	)			—				—
Net increase (decrease) in unrealized appreciation/depreciation			(196,770	)			(614,751	)			(12,491,927	)			(384,289	)			55,989
Net realized and unrealized gain (loss) on investments			264,271				(181,402	)			(14,255,642	)			(483,382	)			187,415
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS		$	1,641,458			$	503,620			$	(4,199,521	)		$	91,774			$	202,583
1 For the period February 1, 2018 (commencement of operations) through August 31, 2018.

 

See Notes to Financial Statements.

 

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Table of Contents

Statements of Operations (concluded)

WisdomTree Trust

For the Year Ended August 31, 2018

 

 

 

		WisdomTree CBOE S&P 500 PutWrite Strategy Fund				WisdomTree Managed Futures Strategy  Fund (consolidated)
INVESTMENT INCOME:
Interest		$	2,676,458			$	2,191,690
Total investment income			2,676,458				2,191,690
EXPENSES:
Advisory fees (Note 3)			1,031,436				1,247,811
Service fees (Note 2)			10,313				7,320
Total expenses			1,041,749				1,255,131
Expense waivers (Note 3)			(140,650	)			(166,375	)
Net expenses			901,099				1,088,756
Net investment income			1,775,359				1,102,934
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:
Net realized gain (loss) from:
Investment transactions			164				254
Futures contracts			—				4,871,415
Written options			13,543,020				—
Foreign currency contracts			—				(596,827	)
Net realized gain			13,543,184				4,274,842
Net increase (decrease) in unrealized appreciation/depreciation:
Investment transactions			10,625				14,461
Futures contracts			—				1,352,615
Written options			(150,144	)			—
Foreign currency contracts			—				163,244
Net increase (decrease) in unrealized appreciation/depreciation			(139,519	)			1,530,320
Net realized and unrealized gain on investments			13,403,665				5,805,162
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS		$	15,179,024			$	6,908,096

 

See Notes to Financial Statements.

 

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Table of Contents

Statements of Changes in Net Assets

WisdomTree Trust

 

 

 

 

		WisdomTree Bloomberg U.S. Dollar Bullish Fund								WisdomTree Brazilian Real Strategy Fund								WisdomTree Chinese Yuan Strategy Fund
		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:
Net investment income		$	740,847			$	4,370			$	148,298			$	23,096			$	348,338			$	37,254
Net realized gain (loss) on investments, payments by sub-advisor, foreign currency contracts and foreign currency related transactions			1,098,780				(1,397,777	)			(1,459,636	)			2,154,437				1,985,943				(251,278	)
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies			614,970				(1,376,123	)			(1,862,643	)			239,608				(2,266,958	)			1,587,855
Net increase (decrease) in net assets resulting from operations			2,454,597				(2,769,530	)			(3,173,981	)			2,417,141				67,323				1,373,831
CAPITAL SHARE TRANSACTIONS:
Net proceeds from sale of shares			48,951,113				16,557,459				1,896,510				6,948,413				1,365,571				—
Cost of shares redeemed			(98,983,147	)			(112,385,250	)			(10,798,135	)			(10,102,207	)			(7,883,325	)			(11,905,364	)
Net decrease in net assets resulting from capital share transactions			(50,032,034	)			(95,827,791	)			(8,901,625	)			(3,153,794	)			(6,517,754	)			(11,905,364	)
Net Decrease in Net Assets			(47,577,437	)			(98,597,321	)			(12,075,606	)			(736,653	)			(6,450,431	)			(10,531,533	)
NET ASSETS:
Beginning of year		$	138,461,878			$	237,059,199			$	22,711,366			$	23,448,019			$	38,311,871			$	48,843,404
End of year		$	90,884,441			$	138,461,878			$	10,635,760			$	22,711,366			$	31,861,440			$	38,311,871
Undistributed net investment income included in net assets at end of year		$	740,847			$	—			$	148,298			$	—			$	348,338			$	—
SHARES CREATED AND REDEEMED:
Shares outstanding, beginning of year			5,400,000				9,000,000				1,200,000				1,400,000				1,500,000				2,000,000
Shares created			1,850,000				600,000				100,000				400,000				50,000				—
Shares redeemed			(3,850,000	)			(4,200,000	)			(600,000	)			(600,000	)			(300,000	)			(500,000	)
Shares outstanding, end of year			3,400,000				5,400,000				700,000				1,200,000				1,250,000				1,500,000

 

See Notes to Financial Statements.

 

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Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

		WisdomTree Emerging Currency Strategy Fund								WisdomTree Asia Local Debt Fund								WisdomTree Emerging Markets Corporate Bond Fund
		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:
Net investment income		$	371,692			$	6,631			$	535,506			$	515,741			$	1,898,377			$	2,157,575
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions			(439,115	)			2,812,111				(211,258	)			(1,519,970	)			986,212				(1,008,873	)
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies			(1,887,488	)			172,914				(1,042,383	)			893,422				(3,909,317	)			1,614,874
Net increase (decrease) in net assets resulting from operations			(1,954,911	)			2,991,656				(718,135	)			(110,807	)			(1,024,728	)			2,763,576
DIVIDENDS AND DISTRIBUTIONS:
Net investment income			—				—				—				(181,500	)			(1,911,500	)			(2,141,000	)
Return of capital			—				—				(338,000	)			(240,500	)			—				—
Total dividends and distributions			—				—				(338,000	)			(422,000	)			(1,911,500	)			(2,141,000	)
CAPITAL SHARE TRANSACTIONS:
Net proceeds from sale of shares			7,566,082				10,807,537				4,652,849				8,985,602				—				—
Cost of shares redeemed			(26,620,416	)			(7,173,838	)			(9,109,656	)			(13,008,768	)			(6,948,535	)			(7,130,042	)
Net increase (decrease) in net assets resulting from capital share transactions			(19,054,334	)			3,633,699				(4,456,807	)			(4,023,166	)			(6,948,535	)			(7,130,042	)
Net Increase (Decrease) in Net Assets			(21,009,245	)			6,625,355				(5,512,942	)			(4,555,973	)			(9,884,763	)			(6,507,466	)
NET ASSETS:
Beginning of year		$	49,754,981			$	43,129,626			$	22,810,701			$	27,366,674			$	51,035,186			$	57,542,652
End of year		$	28,745,736			$	49,754,981			$	17,297,759			$	22,810,701			$	41,150,423			$	51,035,186
Undistributed (Distributions in excess of) net investment income included in net assets at end of year		$	371,692			$	—			$	(27,690	)		$	(967,353	)		$	13,249			$	26,372
SHARES CREATED AND REDEEMED:
Shares outstanding, beginning of year			2,600,000				2,400,000				500,000				600,000				700,000				800,000
Shares created			400,000				600,000				100,000				200,000				—				—
Shares redeemed			(1,400,000	)			(400,000	)			(200,000	)			(300,000	)			(100,000	)			(100,000	)
Shares outstanding, end of year			1,600,000				2,600,000				400,000				500,000				600,000				700,000

 

See Notes to Financial Statements.

 

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Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

		WisdomTree Emerging Markets Local Debt Fund								WisdomTree Floating Rate Treasury Fund								WisdomTree Interest Rate Hedged High Yield Bond Fund
		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:
Net investment income		$	12,029,479			$	14,100,386			$	1,100,834			$	8,486			$	7,867,446			$	1,929,817
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions			(5,426,976	)			(15,446,174	)			(2,336	)			2,761				970,468				134,363
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies			(28,766,118	)			19,920,921				33,797				(396	)			(1,063,701	)			103,767
Net increase (decrease) in net assets resulting from operations			(22,163,615	)			18,575,133				1,132,295				10,851				7,774,213				2,167,947
DIVIDENDS AND DISTRIBUTIONS:
Net investment income			(11,366,481	)			(5,743,121	)			(1,081,555	)			(8,594	)			(7,684,572	)			(1,900,500	)
Capital gains			—				—				(3,093	)			—				—				—
Return of capital			(317,019	)			(6,030,879	)			—				—				—				—
Total dividends and distributions			(11,683,500	)			(11,774,000	)			(1,084,648	)			(8,594	)			(7,684,572	)			(1,900,500	)
CAPITAL SHARE TRANSACTIONS:
Net proceeds from sale of shares			52,407,841				40,579,290				297,065,989				—				216,846,922				52,602,758
Cost of shares redeemed			(103,328,362	)			(117,563,423	)			(26,323,229	)			—				(9,601,849	)			(11,909,712	)
Net increase (decrease) in net assets resulting from capital share transactions			(50,920,521	)			(76,984,133	)			270,742,760				—				207,245,073				40,693,046
Net Increase (Decrease) in Net Assets			(84,767,636	)			(70,183,000	)			270,790,407				2,257				207,334,714				40,960,493
NET ASSETS:
Beginning of year		$	256,850,572			$	327,033,572			$	1,253,589			$	1,251,332			$	54,997,469			$	14,036,976
End of year		$	172,082,936			$	256,850,572			$	272,043,996			$	1,253,589			$	262,332,183			$	54,997,469
Undistributed (Distributions in excess of) net investment income included in net assets at end of year		$	(340,967	)		$	(213,256	)		$	19,533			$	237			$	219,037			$	36,163
SHARES CREATED AND REDEEMED:
Shares outstanding, beginning of year			6,600,000				8,700,000				50,000				50,000				2,300,000				600,000
Shares created			1,400,000				1,100,000				11,850,000				—				9,000,000				2,200,000
Shares redeemed			(2,700,000	)			(3,200,000	)			(1,050,000	)			—				(400,000	)			(500,000	)
Shares outstanding, end of year			5,300,000				6,600,000				10,850,000				50,000				10,900,000				2,300,000

 

See Notes to Financial Statements.

 

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Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

		WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund								WisdomTree Negative Duration High Yield Bond Fund								WisdomTree Negative Duration U.S. Aggregate Bond Fund
		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:
Net investment income		$	776,562			$	456,480			$	1,377,187			$	640,038			$	685,022			$	300,950
Net realized gain on investments, futures contracts and securities sold short			858,331				329,914				461,041				131,245				433,349				374,183
Net decrease in unrealized appreciation/depreciation on investments, futures contracts and securities sold short			(974,170	)			(361,235	)			(196,770	)			(25,652	)			(614,751	)			(311,671	)
Net increase in net assets resulting from operations			660,723				425,159				1,641,458				745,631				503,620				363,462
DIVIDENDS AND DISTRIBUTIONS:
Net investment income			(800,306	)			(500,608	)			(1,348,556	)			(632,232	)			(681,500	)			(325,358	)
Return of capital			—				—				—				—				—				(222	)
Total dividends and distributions			(800,306	)			(500,608	)			(1,348,556	)			(632,232	)			(681,500	)			(325,580	)
CAPITAL SHARE TRANSACTIONS:
Net proceeds from sale of shares			33,613,518				4,815,282				46,674,829				8,452,788				39,460,775				8,742,477
Cost of shares redeemed			(4,812,055	)			(4,800,679	)			(6,264,776	)			(1,959,249	)			(26,068,108	)			(4,307,011	)
Net increase in net assets resulting from capital share transactions			28,801,463				14,603				40,410,053				6,493,539				13,392,667				4,435,466
Net Increase (Decrease) in Net Assets			28,661,880				(60,846	)			40,702,955				6,606,938				13,214,787				4,473,348
NET ASSETS:
Beginning of year		$	23,944,559			$	24,005,405			$	16,319,162			$	9,712,224			$	17,151,951			$	12,678,603
End of year		$	52,606,439			$	23,944,559			$	57,022,117			$	16,319,162			$	30,366,738			$	17,151,951
Undistributed net investment income included in net assets at end of year		$	15,749			$	4,001			$	38,872			$	10,241			$	31,017			$	—
SHARES CREATED AND REDEEMED:
Shares outstanding, beginning of year			500,000				500,000				800,000				500,000				400,000				300,000
Shares created			700,000				100,000				2,200,000				400,000				900,000				200,000
Shares redeemed			(100,000	)			(100,000	)			(300,000	)			(100,000	)			(600,000	)			(100,000	)
Shares outstanding, end of year			1,100,000				500,000				2,700,000				800,000				700,000				400,000

 

See Notes to Financial Statements.

 

138		WisdomTree Trust

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Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

		WisdomTree Yield Enhanced U.S. Aggregate Bond Fund								WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund								WisdomTree CBOE Russell 2000 PutWrite Strategy Fund
		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Period May 18, 2017* through August 31, 2017				For the Period February 1, 2018* through August 31, 2018
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:
Net investment income		$	10,056,121			$	3,412,018			$	575,156			$	25,587			$	15,168
Net realized gain (loss) on investments, written options and securities sold short			(1,763,715	)			(75,621	)			(99,093	)			6,373				131,426
Net increase (decrease) in unrealized appreciation/depreciation on investments, written options and securities sold short			(12,491,927	)			(877,238	)			(384,289	)			16,117				55,989
Net increase (decrease) in net assets resulting from operations			(4,199,521	)			2,459,159				91,774				48,077				202,583
DIVIDENDS AND DISTRIBUTIONS:
Net investment income			(10,385,000	)			(3,533,130	)			(559,567	)			(24,000	)			—
Capital gains			—				(502,964	)			(6,373	)			—				—
Total dividends and distributions			(10,385,000	)			(4,036,094	)			(565,940	)			(24,000	)			—
CAPITAL SHARE TRANSACTIONS:
Net proceeds from sale of shares			270,087,496				60,397,433				34,552,841				5,001,011				7,532,882
Cost of shares redeemed			(4,946,279	)			—				(100	)			—				(2,456,081	)
Net increase in net assets resulting from capital share transactions			265,141,217				60,397,433				34,552,741				5,001,011				5,076,801
Net Increase in Net Assets			250,556,696				58,820,498				34,078,575				5,025,088				5,279,384
NET ASSETS:
Beginning of period		$	168,105,422			$	109,284,924			$	5,025,188			$	100			$	100
End of period		$	418,662,118			$	168,105,422			$	39,103,763			$	5,025,188			$	5,279,484
Undistributed net investment income included in net assets at end of period		$	43,331			$	56,662			$	17,314			$	1,587			$	15,168
SHARES CREATED AND REDEEMED:
Shares outstanding, beginning of period			3,300,000				2,100,000				100,002				2				4
Shares created			5,400,000				1,200,000				700,000				100,000				300,000
Shares redeemed			(100,000	)			—				(2	)			—				(100,000	)
Shares outstanding, end of period			8,600,000				3,300,000				800,000				100,002				200,004

*	Commencement of operations.

 

See Notes to Financial Statements.

 

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Table of Contents

Statements of Changes in Net Assets (concluded)

WisdomTree Trust

 

 

 

 

		WisdomTree CBOE S&P 500 PutWrite Strategy Fund								WisdomTree Managed Futures Strategy Fund (consolidated)
		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2018				For the Year Ended August 31, 2017
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:
Net investment income (loss)		$	1,775,359			$	168,332			$	1,102,934			$	(324,616	)
Net realized gain (loss) on investments, futures contracts, written options and foreign currency contracts			13,543,184				5,172,367				4,274,842				(11,765,588	)
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, written options and foreign currency contracts			(139,519	)			1,889,073				1,530,320				1,329,156
Net increase (decrease) in net assets resulting from operations			15,179,024				7,229,772				6,908,096				(10,761,048	)
DIVIDENDS AND DISTRIBUTIONS:
Net investment income			(577,075	)			—				—				—
Capital gains			(9,339,270	)			(620,193	)			—				—
Total dividends and distributions			(9,916,345	)			(620,193	)			—				—
CAPITAL SHARE TRANSACTIONS:
Net proceeds from sale of shares			145,903,552				188,624,261				22,056,486				56,978,008
Cost of shares redeemed			(117,366,473	)			(6,828,636	)			(39,593,501	)			(56,278,381	)
Net increase (decrease) in net assets resulting from capital share transactions			28,537,079				181,795,625				(17,537,015	)			699,627
Net Increase (Decrease) in Net Assets			33,799,758				188,405,204				(10,628,919	)			(10,061,421	)
NET ASSETS:
Beginning of year		$	204,634,686			$	16,229,482			$	170,879,111			$	180,940,532
End of year		$	238,434,444			$	204,634,686			$	160,250,192			$	170,879,111
Undistributed net investment income (Accumulated net investment loss) included in net assets at end of year		$	1,366,616			$	168,332			$	(1,870,274	)		$	(2,767,741	)
SHARES CREATED AND REDEEMED:
Shares outstanding, beginning of year			7,000,004				600,004				4,400,000				4,400,000
Shares created			4,950,000				6,650,000				550,000				1,400,000
Shares redeemed			(4,150,004	)			(250,000	)			(1,000,000	)			(1,400,000	)
Shares outstanding, end of year			7,800,000				7,000,004				3,950,000				4,400,000

 

See Notes to Financial Statements.

 

140		WisdomTree Trust

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Table of Contents

Financial Highlights

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Bloomberg U.S. Dollar Bullish Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period		$	25.64			$	26.34			$	28.63			$	25.11			$	25.12
Investment operations:
Net investment income (loss)1			0.21				0.00	2			(0.10	)			(0.13	)			(0.08	)
Net realized and unrealized gain (loss)			0.883				(0.70	)			(0.42	)3			4.08				0.07
Total from investment operations			1.09				(0.70	)			(0.52	)			3.95				(0.01	)
Distributions to shareholders:
Capital gains			—				—				(1.77	)			(0.43	)			—
Net asset value, end of period		$	26.73			$	25.64			$	26.34			$	28.63			$	25.11
TOTAL RETURN4			4.25	%5			(2.66	)%			(2.05	)%6			15.83	%			(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	90,884			$	138,462			$	237,059			$	340,684			$	55,245
Ratios to average net assets of:
Expenses			0.50	%7			0.50	%			0.50	%			0.50	%			0.51	%8,9
Net investment income (loss)			0.83	%			0.00	%10			(0.35	)%			(0.48	)%			(0.48	)%8
Portfolio turnover rate11			0	%			0	%			0	%			0	%			0	%

 

WisdomTree Brazilian Real Strategy Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Year Ended August 31, 2014
Net asset value, beginning of year		$	18.93			$	16.75			$	13.33			$	19.48			$	16.83
Investment operations:
Net investment income (loss)1			0.16				0.02				(0.04	)			(0.07	)			(0.07	)
Net realized and unrealized gain (loss)			(3.90	)			2.16				3.46				(6.08	)			2.72
Total from investment operations			(3.74	)			2.18				3.42				(6.15	)			2.65
Net asset value, end of year		$	15.19			$	18.93			$	16.75			$	13.33			$	19.48
TOTAL RETURN4			(19.76	)%			13.01	%			25.66	%			(31.57	)%			15.75	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)		$	10,636			$	22,711			$	23,448			$	15,995			$	31,163
Ratios to average net assets of:
Expenses			0.45	%7			0.45	%			0.45	%			0.45	%			0.46	%12
Net investment income (loss)			0.89	%			0.10	%			(0.26	)%			(0.40	)%			(0.40	)%
Portfolio turnover rate11			0	%			0	%			0	%			0	%			0	%

*	Commencement of operations.

 

1	Based on average shares outstanding.

 

2	Amount represents less than $0.005.

 

3	Includes a voluntary reimbursement from the sub-advisor of less than $0.01 per share and $0.01 per share for investment losses on certain foreign exchange transactions during the fiscal years ending August 31, 2018 and 2016, respectively.

 

4

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

5	Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been unchanged.

 

6	Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been 0.04% lower.

 

7	The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged.

 

8	Annualized.

 

9	Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the annualized expense ratio would have been 0.50%.

 

10	Amount represents less than 0.005%.

 

11	Portfolio turnover rate is not annualized. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

12	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.45%.

 

See Notes to Financial Statements.

 

WisdomTree Trust			141

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Table of Contents

Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Chinese Yuan Strategy Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Year Ended August 31, 2014
Net asset value, beginning of year		$	25.54			$	24.42			$	24.67			$	25.35			$	26.22
Investment operations:
Net investment income (loss)1			0.24				0.02				0.06				0.06				(0.03	)
Net realized and unrealized gain (loss)			(0.29	)			1.10				(0.31	)			(0.64	)			0.20
Total from investment operations			(0.05	)			1.12				(0.25	)			(0.58	)			0.17
Dividends and distributions to shareholders:
Net investment income			—				—				—				—				(0.21	)
Capital gains			—				—				—				(0.10	)			(0.83	)
Total dividends and distributions to shareholders			—				—				—				(0.10	)			(1.04	)
Net asset value, end of year		$	25.49			$	25.54			$	24.42			$	24.67			$	25.35
TOTAL RETURN2			(0.20	)%			4.59	%			(1.01	)%			(2.30	)%			0.63	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)		$	31,861			$	38,312			$	48,843			$	88,827			$	152,119
Ratios to average net assets of:
Expenses			0.45	%3			0.45	%			0.45	%			0.45	%			0.46	%4
Net investment income (loss)			0.92	%			0.09	%			0.26	%			0.24	%			(0.11	)%
Portfolio turnover rate5			0	%			0	%			0	%			0	%			0	%

 

WisdomTree Emerging Currency Strategy Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Year Ended August 31, 2014
Net asset value, beginning of year		$	19.14			$	17.97			$	17.01			$	20.43			$	19.66
Investment operations:
Net investment income (loss)1			0.16				0.00	6			(0.07	)			(0.10	)			(0.11	)
Net realized and unrealized gain (loss)			(1.33	)			1.17				1.03				(3.32	)			0.88
Total from investment operations			(1.17	)			1.17				0.96				(3.42	)			0.77
Net asset value, end of year		$	17.97			$	19.14			$	17.97			$	17.01			$	20.43
TOTAL RETURN2			(6.11	)%			6.51	%			5.64	%			(16.74	)%			3.92	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)		$	28,746			$	49,755			$	43,130			$	52,719			$	102,148
Ratios to average net assets of:
Expenses			0.55	%3			0.55	%			0.55	%			0.55	%			0.56	%4
Net investment income (loss)			0.82	%			0.01	%			(0.41	)%			(0.52	)%			(0.53	)%
Portfolio turnover rate5			0	%			0	%			0	%			0	%			0	%

1	Based on average shares outstanding.

 

2

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

3	The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged.

 

4	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.45% for the WisdomTree Chinese Yuan Strategy Fund and 0.55% for the WisdomTree Emerging Currency Strategy Fund.

 

5	Portfolio turnover rate is not annualized. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

6	Amount represents less than $0.005.

 

See Notes to Financial Statements.

 

142		WisdomTree Trust

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Table of Contents

Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Asia Local Debt Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Year Ended August 31, 2014
Net asset value, beginning of year		$	45.62			$	45.61			$	42.86			$	49.93			$	47.41
Investment operations:
Net investment income1			1.23				0.96				0.99				1.29				1.15
Net realized and unrealized gain (loss)			(2.83	)			(0.16	)			2.74				(7.28	)			2.00
Total from investment operations			(1.60	)			0.80				3.73				(5.99	)			3.15
Dividends and distributions to shareholders:
Net investment income			—				(0.27	)			(0.36	)			(1.08	)			(0.47	)
Return of capital			(0.78	)			(0.52	)			(0.62	)			—				(0.16	)
Total dividends and distributions to shareholders			(0.78	)			(0.79	)			(0.98	)			(1.08	)			(0.63	)
Net asset value, end of year		$	43.24			$	45.62			$	45.61			$	42.86			$	49.93
TOTAL RETURN2			(3.56	)%			1.81	%			8.81	%			(12.15	)%			6.69	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)		$	17,298			$	22,811			$	27,367			$	38,574			$	339,553
Ratios to average net assets of:
Expenses			0.55	%			0.55	%			0.55	%			0.55	%			0.56	%3
Net investment income			2.72	%			2.15	%			2.24	%			2.68	%			2.36	%
Portfolio turnover rate4			43	%			46	%			26	%			10	%			62	%

 

WisdomTree Emerging Markets Corporate Bond Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Year Ended August 31, 2014
Net asset value, beginning of year		$	72.91			$	71.93			$	69.13			$	77.82			$	72.97
Investment operations:
Net investment income1			2.84				2.87				2.97				3.51				3.47
Net realized and unrealized gain (loss)			(4.30	)			0.98				2.82				(8.61	)			5.56
Total from investment operations			(1.46	)			3.85				5.79				(5.10	)			9.03
Dividends and distributions to shareholders:
Net investment income			(2.87	)			(2.87	)			(2.99	)			(3.56	)			(3.45	)
Capital gains			—				—				—				—				(0.73	)
Return of capital			—				—				—				(0.03	)			—
Total dividends and distributions to shareholders			(2.87	)			(2.87	)			(2.99	)			(3.59	)			(4.18	)
Net asset value, end of year		$	68.58			$	72.91			$	71.93			$	69.13			$	77.82
TOTAL RETURN2			(2.08	)%			5.51	%			8.71	%			(6.69	)%			12.71	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)		$	41,150			$	51,035			$	57,543			$	82,956			$	116,737
Ratios to average net assets of:
Expenses			0.60	%			0.60	%			0.60	%			0.60	%			0.61	%5
Net investment income			3.96	%			4.03	%			4.35	%			4.79	%			4.59	%
Portfolio turnover rate4			132	%			36	%			21	%			25	%			40	%

1	Based on average shares outstanding.

 

2	Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period.

 

3	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.55%.

 

4

Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

5	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.60%.

 

See Notes to Financial Statements.

 

WisdomTree Trust			143

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Table of Contents

Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Emerging Markets Local Debt Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Year Ended August 31, 2014
Net asset value, beginning of year		$	38.92			$	37.59			$	35.77			$	47.13			$	45.93
Investment operations:
Net investment income1			2.15				2.07				2.00				2.17				2.26
Net realized and unrealized gain (loss)			(6.48	)			1.00				1.57				(11.46	)			0.64
Total from investment operations			(4.33	)			3.07				3.57				(9.29	)			2.90
Dividends and distributions to shareholders:
Net investment income			(2.06	)			(0.82	)			(0.59	)			(1.95	)			(1.02	)
Capital gains			—				—				—				—				(0.14	)
Return of capital			(0.06	)			(0.92	)			(1.16	)			(0.12	)			(0.54	)
Total dividends and distributions to shareholders			(2.12	)			(1.74	)			(1.75	)			(2.07	)			(1.70	)
Net asset value, end of year		$	32.47			$	38.92			$	37.59			$	35.77			$	47.13
TOTAL RETURN2			(11.66	)%			8.46	%			10.34	%			(20.19	)%			6.43	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)		$	172,083			$	256,851			$	327,034			$	479,267			$	838,859
Ratios to average net assets of:
Expenses			0.55	%			0.55	%			0.55	%			0.55	%			0.56	%3
Net investment income			5.71	%			5.51	%			5.59	%			5.22	%			4.84	%
Portfolio turnover rate4			44	%			39	%			46	%			22	%			78	%

 

WisdomTree Floating Rate Treasury Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Period February 4, 2014* through August 31, 2014
Net asset value, beginning of period		$	25.07			$	25.03			$	24.99			$	24.99			$	25.00
Investment operations:
Net investment income (loss)1			0.45				0.17				0.05				(0.01	)			(0.01	)
Net realized and unrealized gain (loss)			(0.07	)			0.04				0.02				0.01				0.00	5
Total from investment operations			0.38				0.21				0.07				(0.00	)5			(0.01	)
Dividends and distributions to shareholders:
Net investment income			(0.35	)			(0.17	)			(0.03	)			—				—
Capital gains			(0.03	)			—				—				—				—
Total dividends and distributions to shareholders			(0.38	)			(0.17	)			(0.03	)			—				—
Net asset value, end of period		$	25.07			$	25.07			$	25.03			$	24.99			$	24.99
TOTAL RETURN2			1.53	%			0.85	%			0.28	%			0.00	%			(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	272,044			$	1,254			$	1,251			$	1,250			$	2,499
Ratios to average net assets of:
Expenses, net of expense waivers			0.15	%			0.15	%			0.15	%			0.15	%			0.15	%6
Expenses, prior to expense waivers			0.17	%			0.20	%			0.20	%			0.20	%			0.20	%6
Net investment income (loss)			1.83	%			0.68	%			0.20	%			(0.06	)%			(0.06	)%6
Portfolio turnover rate4			170	%			160	%			157	%			118	%			65	%

*	Commencement of operations.

 

1	Based on average shares outstanding.

 

2

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

3	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.55%.

 

4

Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

5	Amount represents less than $0.005.

 

6	Annualized.

 

See Notes to Financial Statements.

 

144		WisdomTree Trust

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Table of Contents

Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Interest Rate Hedged High Yield Bond Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period		$	23.91			$	23.39			$	23.18			$	24.86			$	24.99
Investment operations:
Net investment income1			1.23				1.24				1.10				0.90				0.58
Net realized and unrealized gain (loss)			0.10				0.53				0.20				(1.67	)			(0.08	)
Total from investment operations			1.33				1.77				1.30				(0.77	)			0.50
Dividends to shareholders:
Net investment income			(1.17	)			(1.25	)			(1.09	)			(0.91	)			(0.63	)
Net asset value, end of period		$	24.07			$	23.91			$	23.39			$	23.18			$	24.86
TOTAL RETURN2			5.68	%			7.73	%			5.92	%			(3.15	)%			1.99	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	262,332			$	54,997			$	14,037			$	20,859			$	14,916
Ratios to average net assets of:
Expenses			0.43	%			0.43	%			0.43	%			0.43	%			0.44	%3,4
Net investment income			5.14	%			5.19	%			4.90	%			3.75	%			3.30	%3
Portfolio turnover rate5			60	%			57	%			44	%			55	%			131	%

 

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period		$	47.89			$	48.01			$	48.21			$	49.78			$	49.98
Investment operations:
Net investment income1			1.18				0.95				0.77				0.68				0.54
Net realized and unrealized loss			(0.07	)			(0.03	)			(0.13	)			(1.50	)			(0.11	)
Total from investment operations			1.11				0.92				0.64				(0.82	)			0.43
Dividends and distributions to shareholders:
Net investment income			(1.18	)			(1.04	)			(0.84	)			(0.75	)			(0.63	)
Return of capital			—				—				—				(0.00	)6			—
Total dividends and distributions to shareholders			(1.18	)			(1.04	)			(0.84	)			(0.75	)			(0.63	)
Net asset value, end of period		$	47.82			$	47.89			$	48.01			$	48.21			$	49.78
TOTAL RETURN2			2.35	%			1.93	%			1.35	%			(1.66	)%			0.85	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	52,606			$	23,945			$	24,005			$	28,923			$	4,978
Ratios to average net assets of:
Expenses			0.23	%			0.23	%			0.23	%			0.23	%			0.24	%3,4
Net investment income			2.46	%			1.99	%			1.60	%			1.39	%			1.52	%3
Portfolio turnover rate5,7			81	%			187	%			226	%			359	%			243	%

*	Commencement of operations.

 

1	Based on average shares outstanding.

 

2

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

3	Annualized.

 

4	Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the annualized expense ratio would have been 0.43% for the WisdomTree Interest Rate Hedged High Yield Bond Fund and 0.23% for the WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund.

 

5

Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

6	Amount represents less than $0.005.

 

7	The portfolio turnover rates excluding TBA roll transactions for the periods ended August 31, 2018, August 31, 2017, August 31, 2016, August 31, 2015 and August 31, 2014 were 28%, 45%, 33%, 95% and 87%, respectively.

 

See Notes to Financial Statements.

 

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Table of Contents

Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Negative Duration High Yield Bond Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period		$	20.40			$	19.42			$	20.83			$	22.99			$	25.02
Investment operations:
Net investment income1			1.07				1.04				0.93				0.83				0.56
Net realized and unrealized gain (loss)			0.68				0.97				(1.41	)			(2.17	)			(1.96	)
Total from investment operations			1.75				2.01				(0.48	)			(1.34	)			(1.40	)
Dividends to shareholders:
Net investment income			(1.03	)			(1.03	)			(0.93	)			(0.82	)			(0.63	)
Net asset value, end of period		$	21.12			$	20.40			$	19.42			$	20.83			$	22.99
TOTAL RETURN2			8.72	%			10.44	%			(2.22	)%			(5.91	)%			(5.69	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	57,022			$	16,319			$	9,712			$	12,499			$	4,597
Ratios to average net assets of:
Expenses			0.48	%			0.48	%			0.48	%			0.48	%			0.49	%3,4
Net investment income			5.09	%			5.03	%			4.78	%			3.82	%			3.28	%3
Portfolio turnover rate5			98	%			71	%			43	%			34	%			182	%

 

WisdomTree Negative Duration U.S. Aggregate Bond Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period		$	42.88			$	42.26			$	44.42			$	46.65			$	50.05
Investment operations:
Net investment income1			1.06				0.83				0.70				0.62				0.51
Net realized and unrealized gain (loss)			0.47				0.67				(2.07	)			(2.18	)			(3.30	)
Total from investment operations			1.53				1.50				(1.37	)			(1.56	)			(2.79	)
Dividends to shareholders:
Net investment income			(1.03	)			(0.88	)			(0.79	)			(0.67	)			(0.61	)
Return of capital			—				(0.00	)6			—				—				—
Total dividends and distributions to shareholders			(1.03	)			(0.88	)			(0.79	)			(0.67	)			(0.61	)
Net asset value, end of period		$	43.38			$	42.88			$	42.26			$	44.42			$	46.65
TOTAL RETURN2			3.58	%			3.55	%			(3.11	)%			(3.36	)%			(5.61	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	30,367			$	17,152			$	12,679			$	17,767			$	4,665
Ratios to average net assets of:
Expenses			0.28	%			0.28	%			0.28	%			0.28	%			0.29	%3,4
Net investment income			2.44	%			1.91	%			1.61	%			1.38	%			1.48	%3
Portfolio turnover rate5,7			169	%			209	%			226	%			424	%			257	%

*	Commencement of operations.

 

1	Based on average shares outstanding.

 

2

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

3	Annualized.

 

4	Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the annualized expense ratio would have been 0.48% for the WisdomTree Negative Duration High Yield Bond Fund and 0.28% for the WisdomTree Negative Duration U.S. Aggregate Bond Fund.

 

5

Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

6	Amount represents less than $0.005.

 

7	The portfolio turnover rates excluding TBA roll transactions for the periods ended August 31, 2018, August 31, 2017, August 31, 2016, August 31, 2015 and August 31, 2014 were 117%, 94%, 56%, 163% and 96%, respectively.

 

See Notes to Financial Statements.

 

146		WisdomTree Trust

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Table of Contents

Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Period July 9, 2015* through August 31, 2015
Net asset value, beginning of period		$	50.94			$	52.04			$	49.64			$	49.78
Investment operations:
Net investment income1			1.53				1.35				1.31				0.16
Net realized and unrealized gain (loss)			(2.26	)			(0.85	)			2.50				(0.18	)
Total from investment operations			(0.73	)			0.50				3.81				(0.02	)
Dividends and distributions to shareholders:
Net investment income			(1.53	)			(1.38	)			(1.41	)			(0.12	)
Capital gains			—				(0.22	)			—				—
Total dividends and distributions to shareholders			(1.53	)			(1.60	)			(1.41	)			(0.12	)
Net asset value, end of period		$	48.68			$	50.94			$	52.04			$	49.64
TOTAL RETURN2			(1.44	)%			1.05	%			7.81	%			(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	418,662			$	168,105			$	109,285			$	4,964
Ratios to average net assets of:
Expenses, net of expense waivers			0.12	%			0.12	%			0.12	%			0.12	%3
Expenses, prior to expense waivers			0.20	%			0.20	%			0.20	%			0.20	%3
Net investment income			3.10	%			2.69	%			2.59	%			2.21	%3
Portfolio turnover rate4,5			82	%			134	%			141	%			51	%

 

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund		For the Year Ended August 31, 2018				For the Period May 18, 2017* through August 31, 2017
Net asset value, beginning of period		$	50.25			$	50.06
Investment operations:
Net investment income1			1.17				0.26
Net realized and unrealized gain (loss)			(1.41	)			0.17
Total from investment operations			(0.24	)			0.43
Dividends and distributions to shareholders:
Net investment income			(1.07	)			(0.24	)
Capital gains			(0.06	)			—
Total dividends and distributions to shareholders			(1.13	)			(0.24	)
Net asset value, end of period		$	48.88			$	50.25
TOTAL RETURN2			(0.47	)%			0.86	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	39,104			$	5,025
Ratios to average net assets of:
Expenses, net of expense waivers			0.12	%			0.12	%3
Expenses, prior to expense waivers			0.20	%			0.20	%3
Net investment income			2.40	%			1.76	%3
Portfolio turnover rate4,6			177	%			44	%

*	Commencement of operations.

 

1	Based on average shares outstanding.

 

2

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

3	Annualized.

 

4

Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

5	The portfolio turnover rate excluding TBA roll transactions for the periods ended August 31, 2018, August 31, 2017, August 31, 2016 and August 31, 2015, were 38%, 59%, 51% and 6%, respectively.

 

6	The portfolio turnover rate excluding TBA roll transactions for the periods ended August 31, 2018 and August 31, 2017 were 120%, and 22%, respectively.

 

See Notes to Financial Statements.

 

WisdomTree Trust			147

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Table of Contents

Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree CBOE Russell 2000 PutWrite Strategy Fund		For the Period February 1, 2018* through August 31, 2018
Net asset value, beginning of period		$	24.92
Investment operations:
Net investment income1			0.11
Net realized and unrealized gain			1.37
Total from investment operations			1.48
Net asset value, end of period		$	26.40
TOTAL RETURN2			5.94	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	5,279
Ratios to average net assets of:
Expenses, net of expense waivers			0.43	%3
Expenses, prior to expense waivers			0.49	%3
Net investment income			0.73	%3
Portfolio turnover rate4			0	%

 

WisdomTree CBOE S&P 500 PutWrite Strategy Fund		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Period February 24, 2016* through August 31, 2016
Net asset value, beginning of period		$	29.23			$	27.05			$	25.10
Investment operations:
Net investment income (loss)1			0.22				0.06				(0.02	)
Net realized and unrealized gain			2.15				2.74				1.97
Total from investment operations			2.37				2.80				1.95
Dividends and distributions to shareholders:
Net investment income			(0.06	)			—				—
Capital gains			(0.97	)			(0.62	)			—
Total dividends and distributions to shareholders			(1.03	)			(0.62	)			—
Net asset value, end of period		$	30.57			$	29.23			$	27.05
TOTAL RETURN2			8.28	%			10.52	%			7.77	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)		$	238,434			$	204,635			$	16,229
Ratios to average net assets of:
Expenses, net of expense waivers			0.38	%			0.38	%			0.38	%3
Expenses, prior to expense waivers			0.44	%			0.44	%			0.44	%3
Net investment income (loss)			0.76	%			0.21	%			(0.18	)%3
Portfolio turnover rate4			0	%			0	%			0	%

 

*	Commencement of operations.

 

1	Based on average shares outstanding.

 

2

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

3	Annualized.

 

4

Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

See Notes to Financial Statements.

 

148		WisdomTree Trust

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Table of Contents

Financial Highlights (concluded)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Managed Futures Strategy Fund (consolidated)		For the Year Ended August 31, 2018				For the Year Ended August 31, 2017				For the Year Ended August 31, 2016				For the Year Ended August 31, 2015				For the Year Ended August 31, 2014
Net asset value, beginning of year		$	38.84			$	41.12			$	41.17			$	42.15			$	41.92
Investment operations:
Net investment income (loss)1			0.26				(0.07	)			(0.33	)			(0.40	)			(0.39	)
Net realized and unrealized gain (loss)			1.47				(2.21	)			0.28				(0.58	)			0.62
Total from investment operations			1.73				(2.28	)			(0.05	)			(0.98	)			0.23
Net asset value, end of year		$	40.57			$	38.84			$	41.12			$	41.17			$	42.15
TOTAL RETURN2			4.45	%			(5.54	)%3			(0.12	)%			(2.33	)%			0.55	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)		$	160,250			$	170,879			$	180,941			$	214,083			$	177,043
Ratios to average net assets of:
Expenses, net of expense waivers			0.65	%			0.65	%			0.91	%			0.95	%			0.96	%4
Expenses, prior to expense waivers			0.75	%			0.75	%			0.92	%			0.95	%			0.96	%4
Net investment income (loss)			0.66	%			(0.18	)%			(0.80	)%			(0.93	)%			(0.94	)%
Portfolio turnover rate5			0	%			0	%			0	%			0	%			0	%

 

1	Based on average shares outstanding.

 

2

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

3	Includes a voluntary reimbursement from the sub-advisor for investment losses on certain futures contract transactions during the period. Excluding this voluntary reimbursement, total return would have been 0.08% lower.

 

4	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio (net of expense waivers) would have been 0.95% and the expense ratio (prior to expense waivers) would have been 0.95%.

 

5

Portfolio turnover rate is not annualized and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

See Notes to Financial Statements.

 

WisdomTree Trust			149

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Table of Contents

Notes to Financial Statements

 

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 August 31, 2018, the Trust consisted of 83 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 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 Floating Rate Treasury Fund (“Floating Rate Treasury Fund”) (formerly, WisdomTree Bloomberg Floating Rate Treasury Fund)			February 4, 2014
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 Interest Rate Hedged U.S. Aggregate Bond Fund (“Interest Rate Hedged U.S. Aggregate Bond Fund” and also referred to herein as “Duration Funds”) (formerly, WisdomTree Barclays Interest Rate Hedged U.S. Aggregate Bond Fund)			December 18, 2013
WisdomTree Negative Duration High Yield Bond Fund (“Negative Duration High Yield Bond Fund” and also referred to herein as “Duration Funds”)			December 18, 2013
WisdomTree Negative Duration U.S. Aggregate Bond Fund (“Negative Duration U.S. Aggregate Bond Fund” and also referred to herein as “Duration Funds”) (formerly, WisdomTree Barclays Negative Duration U.S. Aggregate Bond Fund)			December 18, 2013
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (“Yield Enhanced U.S. Aggregate Bond Fund”) (formerly, WisdomTree Barclays Yield Enhanced U.S. Aggregate Bond Fund)			July 9, 2015
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (“Yield Enhanced U.S. Short-Term Aggregate Bond Fund”) (formerly, WisdomTree Barclays Yield Enhanced U.S. Short-Term Aggregate Bond Fund)			May 18, 2017
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 financial statements 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 financial statements reflect the financial position and results of operations 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.

Use of Estimates — The preparation of financial statements in conformity with GAAP, requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities

 

150		WisdomTree Trust

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Table of Contents

Notes to Financial Statements (continued)

 

at the date of the financial statements and the reported amounts of increases and decreases in the net assets from operations during the reporting period. Actual results could differ from those estimates.

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 (e.g. broker-dealers) 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 securities 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 daily. 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

 

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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 August 31, 2018 in valuing each Fund’s assets:

 

U.S. Dollar Bullish Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	85,617,963			$	—
Exchange-Traded Fund			4,012,880				—				—
Total		$	4,012,880			$	85,617,963			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				875,837				—
Unrealized Depreciation on Foreign Currency Contracts			—				(186,630	)			—
Total - Net		$	4,012,880			$	86,307,170			$	—

 

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Brazilian Real Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	7,152,671			$	—
Exchange-Traded Fund			450,195				—				—
Repurchase Agreement			—				3,350,000				—
Total		$	450,195			$	10,502,671			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				96,724				—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,041,690	)			—
Total - Net		$	450,195			$	9,557,705			$	—
Chinese Yuan Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	21,552,021			$	—
Exchange-Traded Fund			1,168,751				—				—
Repurchase Agreement			—				9,515,000				—
Total		$	1,168,751			$	31,067,021			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				27,549				—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,098,126	)			—
Total - Net		$	1,168,751			$	29,996,444			$	—
Emerging Currency Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	18,182,967			$	—
Exchange-Traded Fund			1,193,832				—				—
Repurchase Agreement			—				9,170,000				—
Total		$	1,193,832			$	27,352,967			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				73,207				—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,439,150	)			—
Total - Net		$	1,193,832			$	25,987,024			$	—
Asia Local Debt Fund		Level 1				Level 2				Level 3
Foreign Government Agencies		$	—			$	2,693,469			$	—
Foreign Government Obligations			—				11,883,914				—
Supranational Bonds			—				707,695				—
Repurchase Agreement			—				1,500,000				—
Total		$	—			$	16,785,078			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				13,308				—
Unrealized Depreciation on Foreign Currency Contracts			—				(60,779	)			—
Total - Net		$	—			$	16,737,607			$	—
Emerging Markets Corporate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	1,997,609			$	—
Foreign Corporate Bonds			—				37,421,400				—
Foreign Government Agencies			—				243,750				—
Foreign Government Obligations			—				787,800				—
Investment of Cash Collateral for Securities Loaned			—				1,030,950				—
Total		$	—			$	41,481,509			$	—
Unrealized Appreciation on Futures Contracts			18,464				—				—
Unrealized Depreciation on Futures Contracts			(1,745	)			—				—
Total - Net		$	16,719			$	41,481,509			$	—

 

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Emerging Markets Local Debt Fund		Level 1				Level 2				Level 3
Foreign Government Agencies		$	—			$	849,601			$	—
Foreign Government Obligations			—				151,121,428				—
Supranational Bonds			—				8,457,025				—
Repurchase Agreement			—				8,340,000				—
Total		$	—			$	168,768,054			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				228,064				—
Unrealized Depreciation on Foreign Currency Contracts			—				(1,083,255	)			—
Total - Net		$	—			$	167,912,863			$	—
Floating Rate Treasury Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	271,561,091			$	—
Total - Net		$	—			$	271,561,091			$	—
Interest Rate Hedged High Yield Bond Fund		Level 1				Level 2				Level 3
Corporate Bonds		$	—			$	224,850,829			$	—
Foreign Corporate Bonds			—				30,517,451				—
Common Stocks			—				—				62,215	*
Investment of Cash Collateral for Securities Loaned			—				16,524,323				—
Total		$	—			$	271,892,603			$	62,215
Unrealized Depreciation on Futures Contracts			(255,170	)			—				—
Total - Net		$	(255,170	)		$	271,892,603			$	62,215
Interest Rate Hedged U.S. Aggregate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	14,958,333			$	—
U.S. Government Obligations			—				19,462,447				—
Corporate Bonds			—				12,082,866				—
Foreign Corporate Bonds			—				1,982,194				—
Foreign Government Agencies			—				316,122				—
Foreign Government Obligations			—				560,230				—
Supranational Bonds			—				587,551				—
Commercial Mortgage-Backed Securities			—				1,043,064				—
Municipal Bonds			—				262,524				—
Asset-Backed Securities			—				269,797				—
Repurchase Agreement			—				1,450,000				—
Investment of Cash Collateral for Securities Loaned			—				69,435				—
Total		$	—			$	53,044,563			$	—
Unrealized Depreciation on Futures Contracts			(109,544	)			—				—
Total - Net		$	(109,544	)		$	53,044,563			$	—
Negative Duration High Yield Bond Fund		Level 1				Level 2				Level 3
Corporate Bonds		$	—			$	49,342,926			$	—
Foreign Corporate Bonds			—				5,870,482				—
Common Stocks			—				—				11,863	*
Investment of Cash Collateral for Securities Loaned			—				5,240,470				—
Total		$	—			$	60,453,878			$	11,863
Unrealized Depreciation on Futures Contracts			(174,636	)			—				—
Total - Net		$	(174,636	)		$	60,453,878			$	11,863

 

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Negative Duration U.S. Aggregate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	9,177,527			$	—
U.S. Government Obligations			—				10,762,605				—
Corporate Bonds			—				6,426,582				—
Foreign Corporate Bonds			—				1,327,076				—
Foreign Government Agencies			—				187,392				—
Foreign Government Obligations			—				324,565				—
Supranational Bonds			—				433,575				—
Commercial Mortgage-Backed Securities			—				810,626				—
Municipal Bonds			—				113,947				—
Asset-Backed Securities			—				206,640				—
Investment of Cash Collateral for Securities Loaned			—				29,828				—
Total		$	—			$	29,800,363			$	—
Unrealized Depreciation on Futures Contracts			(101,084	)			—				—
U.S. Government Agencies Sold Short			—				(394,162	)			—
Total - Net		$	(101,084	)		$	29,406,201			$	—
Yield Enhanced U.S. Aggregate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	105,641,726			$	—
U.S. Government Obligations			—				74,031,526				—
Corporate Bonds			—				167,122,732				—
Foreign Corporate Bonds			—				30,043,159				—
Foreign Government Agencies			—				969,687				—
Foreign Government Obligations			—				10,693,404				—
Commercial Mortgage-Backed Securities			—				29,211,212				—
Municipal Bonds			—				1,989,438				—
Investment of Cash Collateral for Securities Loaned			—				1,936,068				—
Total		$	—			$	421,638,952			$	—
U.S. Government Agencies Sold Short			—				(4,672,305	)			—
Total - Net		$	—			$	416,966,647			$	—
Yield Enhanced U.S. Short-Term Aggregate Bond Fund		Level 1				Level 2				Level 3
U.S. Government Agencies		$	—			$	1,947,281			$	—
U.S. Government Obligations			—				10,972,155				—
Corporate Bonds			—				20,210,977				—
Foreign Corporate Bonds			—				3,480,854				—
Foreign Government Agencies			—				25,526				—
Foreign Government Obligations			—				787,923				—
Commercial Mortgage-Backed Securities			—				3,312,644				—
Total		$	—			$	40,737,360			$	—
CBOE Russell 2000 PutWrite Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	3,996,609			$	—
Total		$	—			$	3,996,609			$	—
Written Options			(14,400	)			—				—
Total - Net		$	(14,400	)		$	3,996,609			$	—

 

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CBOE S&P 500 PutWrite Strategy Fund		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	177,973,138			$	—
Total		$	—			$	177,973,138			$	—
Written Options			(740,250	)			—				—
Total - Net		$	(740,250	)		$	177,973,138			$	—
Managed Futures Strategy Fund (consolidated)		Level 1				Level 2				Level 3
U.S. Government Obligations		$	—			$	139,669,298			$	—
Total		$	—			$	139,669,298			$	—
Unrealized Appreciation on Foreign Currency Contracts			—				60,682				—
Unrealized Depreciation on Foreign Currency Contracts			—				(179,696	)			—
Unrealized Appreciation on Futures Contracts			3,062,175				—				—
Unrealized Depreciation on Futures Contracts			(951,326	)			—				—
Total - Net		$	2,110,849			$	139,550,284			$	—

*

Securities are being fair valued using significant unobservable inputs by the Pricing Committee.

During the fiscal year or period ended August 31, 2018, there were no significant transfers into or out of Level 3 of the fair value hierarchy.

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 year ended August 31, 2018 and open positions in such derivatives as of August 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 August 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, as disclosed on page 163. At August 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 August 31, 2018, if any, is reflected as a footnote below the respective derivatives tables on each Fund’s Schedule of Investments.

As of August 31, 2018, the effects of such derivative instruments on each Fund’s financial position as reflected in the Statements of Assets and Liabilities are presented in the summary below:

 

Fund

Asset Derivatives

Liability Derivatives

Balance Sheet Location

Value

Balance Sheet Location

Value

U.S. Dollar Bullish Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

$

875,837

Unrealized depreciation on foreign currency contracts

$

186,630

Brazilian Real Strategy Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

96,724

Unrealized depreciation on foreign currency contracts

1,041,690

Chinese Yuan Strategy Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

27,549

Unrealized depreciation on foreign currency contracts

1,098,126

Emerging Currency Strategy Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

73,207

Unrealized depreciation on foreign currency contracts

1,439,150

Asia Local Debt Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

13,308

Unrealized depreciation on foreign currency contracts

60,779

 

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Fund

Asset Derivatives

Liability Derivatives

Balance Sheet Location

Value

Balance Sheet Location

Value

Emerging Markets Corporate Bond Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

$

18,464

Unrealized depreciation on futures contracts*

$

1,745

Emerging Markets Local Debt Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

228,064

Unrealized depreciation on foreign currency contracts

1,083,255

Interest Rate Hedged High Yield Bond Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

—

Unrealized depreciation on futures contracts*

255,170

Interest Rate Hedged U.S. Aggregate Bond Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

—

Unrealized depreciation on futures contracts*

109,544

Negative Duration High Yield Bond Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

—

Unrealized depreciation on futures contracts*

174,636

Negative Duration U.S. Aggregate Bond Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

—

Unrealized depreciation on futures contracts*

101,084

CBOE Russell 2000 PutWrite Strategy Fund

Equity contracts

Written options, at value

14,400

CBOE S&P 500 PutWrite Strategy Fund

Equity contracts

Written options, at value

740,250

Managed Futures Strategy Fund (consolidated)

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

60,682

Unrealized depreciation on foreign currency contracts

179,696

Unrealized appreciation on futures contracts*

366

Unrealized depreciation on futures contracts*

1,896

Commodity contracts

Unrealized appreciation on futures contracts*

3,061,809

Unrealized depreciation on futures contracts*

900,327

Interest rate contracts

Unrealized appreciation on futures contracts*

—

Unrealized depreciation on futures contracts*

49,103

*

Includes cumulative appreciation (depreciation) of futures contracts as reported in each Fund’s Schedule of Investments. Only current day’s variation margin is reported within the Statements of Assets and Liabilities. Please see Note 2 (Futures Contracts) on pages 160-161 for additional information regarding balance sheet location of balances associated with futures contracts.

For the fiscal year or period ended August 31, 2018, the effects of derivative instruments on each Fund’s financial performance as reflected in the Statements of Operations are presented in the summary below:

 

Fund		Amount of Realized Gain or (Loss) on Derivatives Recognized1				Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2
U.S. Dollar Bullish Fund
Foreign exchange contracts		$	1,093,452			$	611,516
Brazilian Real Strategy Fund
Foreign exchange contracts			(1,459,227	)			(1,866,145	)
Chinese Yuan Strategy Fund
Foreign exchange contracts			1,986,057				(2,268,079	)
Emerging Currency Strategy Fund
Foreign exchange contracts			(438,408	)			(1,887,810	)
Asia Local Debt Fund
Foreign exchange contracts			(44,198	)			(46,091	)
Emerging Markets Corporate Bond Fund
Interest rate contracts			155,027				13,172
Emerging Markets Local Debt Fund
Foreign exchange contracts			(590,898	)			(816,472	)
Interest Rate Hedged High Yield Bond Fund
Interest rate contracts			1,720,788				(216,145	)

 

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Fund		Amount of Realized Gain or (Loss) on Derivatives Recognized1				Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2
Interest Rate Hedged U.S. Aggregate Bond Fund
Interest rate contracts		$	847,138			$	(55,621	)
Negative Duration High Yield Bond Fund
Interest rate contracts			515,775				(113,789	)
Negative Duration U.S. Aggregate Bond Fund
Interest rate contracts			629,610				(25,720	)
CBOE Russell 2000 PutWrite Strategy Fund
Equity contracts			131,421				55,360
CBOE S&P 500 PutWrite Strategy Fund
Equity contracts			13,543,020				(150,144	)
Managed Futures Strategy Fund (consolidated)
Foreign exchange contracts			(2,169,876	)			161,819
Commodity contracts			6,434,797				1,647,461
Interest rate contracts			9,667				(293,421	)

1

Realized gains (losses) on derivatives are located on the Statements of Operations as follows:

 

Equity contracts		Net realized gain (loss) from written options
Foreign exchange contracts		Net realized gain (loss) from foreign currency contracts and futures contracts
Commodity contracts		Net realized gain (loss) from futures contracts
Interest rate contracts		Net realized gain (loss) from futures contracts

 

2

Change in unrealized appreciation (depreciation) is located on the Statements of Operations as follows:

 

Equity contracts		Net increase (decrease) in unrealized appreciation/depreciation from written options
Foreign exchange contracts		Net increase (decrease) in unrealized appreciation/depreciation from futures contracts and foreign currency contracts
Commodity contracts		Net increase (decrease) in unrealized appreciation/depreciation from futures contracts
Interest rate contracts		Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

During the fiscal year or period ended August 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		$	101,253,966			$	194,891,754			$	—			$	—			$	—
Brazilian Real Strategy Fund
Foreign exchange contracts			26,824,550				9,993,816				—				—				—
Chinese Yuan Strategy Fund
Foreign exchange contracts			50,496,402				13,388,622				—				—				—
Emerging Currency Strategy Fund
Foreign exchange contracts			61,501,221				15,806,197				—				—				—
Asia Local Debt Fund
Foreign exchange contracts			2,773,889				748,014				—				—				—
Emerging Markets Corporate Bond Fund
Interest rate contracts			—				—				7,739,348				8,098,733				—
Emerging Markets Local Debt Fund
Foreign exchange contracts			10,727,118				4,718,076				—				—				—
Interest Rate Hedged High Yield Bond Fund
Interest rate contracts			—				—				—				124,362,506				—
Interest Rate Hedged U.S. Aggregate Bond Fund
Interest rate contracts			—				—				—				34,071,253				—
Negative Duration High Yield Bond Fund
Interest rate contracts			—				—				—				29,606,577				—

 

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		Average Notional
Fund		Foreign currency contracts (to deliver USD)				Foreign currency contracts (to receive USD)				Futures contracts (long)				Futures contracts (short)				Written options
Negative Duration U.S. Aggregate Bond Fund
Interest rate contracts		$	—			$	—			$	—			$	29,758,413			$	—
CBOE Russell 2000 PutWrite Strategy Fund
Equity contracts			—				—				—				—				3,703,857
CBOE S&P 500 PutWrite Strategy Fund
Equity contracts			—				—				—				—				237,976,846
Managed Futures Strategy Fund (consolidated)
Commodity contracts			—				—				52,826,377				34,040,280				—
Foreign exchange contracts			12,233,953				12,773,208				20,832,081				16,764,829				—
Interest rate contracts			—				—				2,539,454				11,473,347				—

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. Realized and unrealized foreign exchange gains and losses on investments are included as a component of net realized gain (loss) from investment transactions and net increase (decrease) in unrealized appreciation (depreciation) from investment transactions, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses from foreign currency contracts are included in net realized gain (loss) from foreign currency contracts and net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses arising from sales of foreign currencies, currency gains or losses recognized between the trade and settlement dates on investment transactions, and the difference between the amounts of dividends/interest and foreign withholding taxes recorded on the Funds’ books and the U.S. dollar equivalent of the amounts actually received or paid are included in net realized gain (loss) from foreign currency related transactions and/or increase (decrease) in unrealized appreciation (depreciation) from translation of assets and liabilities denominated in foreign currencies in the Statements of Operations. Certain foreign exchange gains and losses included in realized and unrealized gains or losses are included in, or are a reduction of, ordinary income in accordance with U.S. Federal income tax regulations.

Expenses/Reimbursements — Under the investment advisory agreement for each Fund, except for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of trustees who are not interested persons of the Funds (“Independent Trustees”); (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s Chief Compliance Officer (“CCO”); (vi) extraordinary expenses; (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; and (viii) the advisory fee payable to WTAM.

Under the investment advisory agreement for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other fees, charges, taxes, levies or expenses (such as stamp taxes) incurred in connection with the execution of portfolio transactions or in connection with creation and redemption transactions (including without limitation any fees, charges, taxes, levies or expenses related to the purchase or sale of an amount of any currency, or the partition or repatriation of any security or other asset, related to the execution of portfolio transactions or any creation or redemption transactions); (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of each Independent Trustee; (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s CCO; (vi) extraordinary expenses (in each case as determined by a majority of the Independent Trustees); (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act;

 

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(viii) interest and taxes of any kind or nature (including, but not limited to, income, excise, transfer and withholding taxes); (ix) fees and expenses related to the provision of securities lending services; and (x) the advisory fee payable to WTAM.

Acquired fund fees and expenses (“AFFEs”) (which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies) are not operating expenses of the Funds and are not paid by WTAM.

Pursuant to a separate contractual arrangement, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees. WTAM receives a fee, as shown on the Statements of Operations under “Service fees”, of up to 0.0044% per annum of each Fund’s average daily net assets for providing such services and paying such expenses. WTAM provides CCO services to the Trust.

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 and included in net increase (decrease) in unrealized appreciation (depreciation) from foreign currency contracts on the Statements of Operations. Realized gains and losses on Forward Contracts include net gains or losses recognized by the Funds on contracts which have settled are included in net realized gain (loss) from foreign currency contracts on the Statements of Operations.

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

 

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“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. The current one-day variation margin on open futures contracts is shown on the Statements of Assets and Liabilities as either a receivable or a payable for “Net variation margin on futures contracts”. The prior variation margins on both open and closed futures contracts are shown in the Statements of Assets and Liabilities, in whole or in part, as a component of, or an offset to, “Cash” and/or “Deposits at broker for futures contracts”. 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 Fund’s maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At August 31, 2018, the CBOE Russell 2000 PutWrite Strategy Fund’s maximum payout for written put options was $5,376,000. At August 31, 2018, the CBOE S&P 500 PutWrite Strategy Fund’s maximum payout for written put options was $239,841,000. 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,

 

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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. The values of the investments of cash collateral for securities on loan along with the obligations to return such collateral are included on the Statements of Assets and Liabilities. The total value of securities received as collateral for securities on loan is included in a footnote following each Schedule of Investments, but is not included within the Statements of Assets and Liabilities because the receiving Fund does not have the right to sell or repledge the securities received as collateral. 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, all of which are included in the securities lending income earned by the Funds and disclosed on the Statements of Operations. 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. In the event of a borrower default with respect to the failure to return to each Fund some or all of the securities loaned, the securities lending agent shall indemnify each Fund against the failure of the borrower.

Master Netting Arrangements — ASU No. 2011-11 “Disclosures about Offsetting Assets and Liabilities” (“ASU 2011-11”) is generally intended to (i) help investors and other financial statement users to better assess the effect or potential effect of offsetting arrangements on a company’s financial position, (ii) improve transparency in the reporting of how companies mitigate credit risk, and (iii) facilitate comparisons between those entities that prepare their financial statements on the basis of GAAP and those entities that prepare their financial statements on the basis of international financial reporting standards. ASU 2011-11 requires entities to disclose (i) gross and net information about both instruments and transactions eligible for offset in the financial statements, and (ii) instruments and transactions subject to an agreement similar to a master netting agreement. ASU 2011-11 is limited in scope to the following financial instruments, to the extent they are offset in the financial statements or subject to an enforceable master netting arrangement or similar agreement: (i) recognized derivative instruments accounted for under ASC 815 (Derivatives and Hedging); (ii) repurchase agreements and reverse repurchase agreements; and (iii) securities borrowing and securities lending transactions.

In order to better define its contractual rights and to secure rights that will help a Fund mitigate its counterparty risk, a Fund may enter into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) or similar agreement with its counterparties. An ISDA Master Agreement is a bilateral agreement between a Fund and a counterparty that governs over-the-counter derivatives (“OTC”), such as total return swap contracts and Forward Contracts, and typically contains, among other things, collateral posting terms, netting and rights of set-off provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, a Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and receivables to create a single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out netting) or similar event, including the bankruptcy or insolvency of the counterparty.

Collateral requirements generally differ by type of derivative. Collateral terms are contract-specific for OTC derivatives (e.g. foreign exchange contracts, options and certain swaps). Generally, for transactions traded under an ISDA Master Agreement, the collateral requirements are calculated by netting the marked to market amount for each transaction under such agreement and comparing that amount to the value of any collateral currently pledged by a Fund and the counterparty. Generally, the amount of collateral due from or to a counterparty must exceed a minimum transfer amount threshold before a transfer is required to be made. To the extent amounts due to a Fund from its derivatives counterparties are not fully collateralized, contractually or otherwise, the Fund bears the risk of loss from a counterparty’s non-performance.

Repurchase agreements are subject to the terms and conditions of a Master Repurchase Agreement (“Master Repurchase Agreement”) between a Fund and a counterparty. In the event of a default or failure by a party to perform an obligation with respect to a repurchase transaction, the Master Repurchase Agreement gives the non-defaulting party the right to set-off claims and to apply property held by it in connection with a repurchase transaction against obligations owed to the non-defaulting party.

 

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The Funds’ security lending activities are governed by a Securities Lending Authorization Agreement (“Lending Agreement”) between the Funds and the lending agent. The Lending Agreement authorizes the lending agent to lend qualifying U.S. and foreign securities held by a Fund to approved borrowers (each a “Borrower”). To mitigate borrower risk, a Fund typically receives from a Borrower collateral in the form of U.S. dollar cash and/or securities issued or guaranteed by the U.S. government or its agencies in excess of the market value of the securities loaned. Under the provisions of the Lending Agreement, a Fund shall have, as to the collateral, all of the rights and remedies of a secured party under applicable law. A Fund is exposed to risk of loss if a Borrower defaults on its obligation to return borrowed securities and the value of the collateral a Fund received is insufficient to cover the market value of the securities loaned. Also, the lending agent is permitted to invest the cash collateral it receives from a Borrower into a money market fund which is subject to market fluctuation. Therefore, a Fund is exposed to risk of loss if the value of invested cash collateral is insufficient to satisfy the Fund’s obligation to return the full amount owed to such Borrower.

The Funds’ futures contracts and option contracts are all exchange traded and are not subject to master netting arrangements. Therefore, all futures contracts and option contracts are excluded from the netting table below.

For financial reporting purposes, the Funds elect to not offset assets and liabilities subject to an ISDA Master Agreement, Master Repurchase Agreement or Lending Agreement, if any, in the Statements of Assets and Liabilities. Therefore, all qualifying transactions are presented on a gross basis in the Statements of Assets and Liabilities. As of August 31, 2018, the impact of netting of assets and liabilities and the offsetting of collateral pledged or received based on contractual netting/set-off provisions in the ISDA Master Agreement, Master Repurchase Agreement and the Lending Agreement are detailed in the following table:

 

		Assets																Liabilities
		Gross Amounts in the Statements of Assets and Liabilities				Gross Amounts Not Offset in the Statements of Assets and  Liabilities								Net Amount				Gross Amounts in the Statements of Assets and Liabilities				Gross Amounts Not Offset in the Statements of Assets and Liabilities								Net Amount
Fund						Financial Instruments				Collateral Received												Financial Instruments				Collateral Posted
U.S. Dollar Bullish Fund
Foreign Currency Contracts		$	875,837			$	(174,272	)		$	—			$	701,565			$	186,630			$	(174,272	)		$	—			$	12,358
Brazilian Real Strategy Fund
Repurchase Agreements			3,350,000				—				(3,350,000	)1			—				—				—				—				—
Foreign Currency Contracts			96,724				(96,724	)			—				—				1,041,690				(96,724	)			—				944,966
Chinese Yuan Strategy Fund
Repurchase Agreements			9,515,000				—				(9,515,000	)1			—				—				—				—				—
Foreign Currency Contracts			27,549				(24,896	)			—				2,653				1,098,126				(24,896	)			(267,410	)1			805,820
Emerging Currency Strategy Fund
Repurchase Agreements			9,170,000				—				(9,170,000	)1			—				—				—				—				—
Foreign Currency Contracts			73,207				(73,207	)			—				—				1,439,150				(73,207	)			(430,000	)			935,943
Asia Local Debt Fund
Repurchase Agreements			1,500,000				—				(1,500,000	)1			—				—				—				—				—
Foreign Currency Contracts			13,308				(13,308	)			—				—				60,779				(13,308	)			—				47,471
Emerging Markets Corporate Bond Fund
Securities Lending			999,965				—				(999,965	)1			—				—				—				—				—
Emerging Markets Local Debt Fund
Repurchase Agreements			8,340,000				—				(8,340,000	)1			—				—				—				—				—
Foreign Currency Contracts			228,064				(220,232	)			—				7,832				1,083,255				(220,232	)			—				863,023
Interest Rate Hedged High Yield Bond Fund
Securities Lending			16,149,584				—				(16,149,584	)1			—				—				—				—				—
Interest Rate Hedged U.S. Aggregate Bond Fund
Securities Lending			67,483				—				(67,483	)1			—				—				—				—				—
Repurchase Agreements			1,450,000				—				(1,450,000	)1			—				—				—				—				—
Negative Duration High Yield Bond Fund
Securities Lending			5,071,960				—				(5,071,960	)1			—				—				—				—				—
Negative Duration U.S. Aggregate Bond Fund
Securities Lending			28,818				—				(28,818	)1			—				—				—				—				—
Yield Enhanced U.S. Aggregate Bond Fund
Securities Lending			1,882,011				—				(1,882,011	)1			—				—				—				—				—
Managed Futures Strategy Fund (consolidated)
Foreign Currency Contracts			60,682				(11,223	)			—				49,459				179,696				(11,223	)			—				168,473

1

The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero.

 

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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. An amount equal to the proceeds received by the Fund is reflected as an asset and an equivalent liability in the Statement of Assets and Liabilities. The amount of the liability is subsequently marked-to-market to reflect the current market value of the securities sold short. Any interest or dividends that accrue on the securities borrowed are shown as an interest expense or dividend expense in the Statement of Operations of the Fund. 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.

Tax Information and Dividends and Distributions to Shareholders — It is each Fund’s policy to comply with all requirements of the Internal Revenue Code of 1986, as amended (the “Code”). Each Fund intends to qualify for and to elect treatment as a separate Regulated Investment Company (“RIC”) under Subchapter M of the Code. In order to qualify for the special tax treatment accorded RICs and their shareholders, each Fund must, among other things, distribute with respect to each taxable year an amount equal to or greater than the sum of 90% of its investment company taxable income and 90% of its net tax-exempt interest income. There can be no guarantee that a Fund will pay dividends. Taxable net realized gains from investment transactions, reduced by capital loss carryforwards, if any, are declared and distributed to shareholders at least annually. The capital loss carryforward amount, if any, is available to offset future net capital gains. The Funds may occasionally be required to make supplemental distributions at some other time during the year. The Trust reserves the right to declare special distributions if, in its reasonable discretion, such action is necessary or advisable to preserve the status of each Fund as a RIC or to avoid imposition of income or excise taxes on undistributed income. Dividends and distributions to shareholders are recorded on the ex-dividend date. The amount of dividends and distributions from net investment income and net realized capital gains are determined in accordance with the requirements of the Code and the U.S. Treasury regulations. These book/tax differences are either considered temporary or permanent in nature. To the extent these differences are permanent in nature, such amounts are reclassified within the components of net assets based on their Federal tax basis treatment; temporary differences do not require reclassification. Dividends and distributions that exceed earnings and profit for tax purposes are reported for tax purposes as a return of capital.

3. ADVISORY FEES AND OTHER TRANSACTIONS WITH AFFILIATES

WTAM has overall responsibility for the general management and administration of the Trust. WTAM provides an investment program for each Fund. WTAM has arranged for BNY Mellon Asset Management North America Corporation (‘‘BNY Mellon AMNA’’) to provide sub-advisory services to the Funds, except for Yield Enhanced U.S. Short-Term Aggregate Bond Fund and Emerging Markets Corporate Bond Fund which are sub-advised by Voya Investment Management Co., LLC (‘‘Voya IM’’). BNY Mellon AMNA and Voya IM are compensated by WTAM at no additional cost to the Funds. WTAM also arranges for transfer agency, custody, fund accounting, fund administration, securities lending and all other non-distribution related services necessary for the

 

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Funds to operate, which are generally under separate agreements entered into between the Trust on behalf of the Funds and the applicable service provider. Under the investment advisory agreement for each Fund, WTAM agrees to pay all expenses of the Funds, except for certain expenses described in Note 2.

Pursuant to a separate contractual arrangement, as also described in Note 2, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees in exchange for a fee, accrued daily and paid monthly in arrears, of up to 0.0044% per annum of each Fund’s average daily net assets. WTAM expects to receive advisory fees from each Fund, based on a percentage of the Fund’s average daily net assets, as shown in the following table:

 

Fund		Advisory Fee Rate (before fee waiver)				Advisory Fee Waiver1				Advisory Fee Waiver Expiration Date
U.S. Dollar Bullish Fund			0.50	%			—				—
Brazilian Real Strategy Fund			0.45	%			—				—
Chinese Yuan Strategy Fund			0.45	%			—				—
Emerging Currency Strategy Fund			0.55	%			—				—
Asia Local Debt Fund			0.55	%			—				—
Emerging Markets Corporate Bond Fund			0.60	%			—				—
Emerging Markets Local Debt Fund			0.55	%			—				—
Floating Rate Treasury Fund			0.15	%2			—	2			—
Interest Rate Hedged High Yield Bond Fund			0.43	%			—				—
Interest Rate Hedged U.S. Aggregate Bond Fund			0.23	%			—				—
Negative Duration High Yield Bond Fund			0.48	%			—				—
Negative Duration U.S. Aggregate Bond Fund			0.28	%			—				—
Yield Enhanced U.S. Aggregate Bond Fund			0.20	%			(0.08	)%			December 31, 2018
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			0.20	%			(0.08	)%			December 31, 2018
CBOE Russell 2000 PutWrite Strategy Fund3			0.49	%			(0.06	)%			December 31, 2018
CBOE S&P 500 PutWrite Strategy Fund			0.44	%			(0.06	)%			December 31, 2018
Managed Futures Strategy Fund (consolidated)			0.75	%			(0.10	)%			December 31, 2018

1

WTAM has contractually agreed to waive a portion of its advisory fee by the waiver amount listed per annum based on the average daily net assets through the expiration date listed, unless earlier terminated by the Board of Trustees of the Trust for any reason. The dollar amount of contractual fee waivers are included in “Expense waivers” on the Statements of Operations.

 

2

Effective June 29, 2018. Prior to June 29, 2018, the advisory fee rate (before fee waiver) was 0.20% per annum and WTAM contractually agreed to an advisory fee waiver of 0.05% per annum so that the net advisory fee paid by the Fund to WTAM was 0.15% per annum.

 

3

For the period February 1, 2018 (commencement of operations) through August 31, 2018.

During the fiscal year ended August 31, 2018, the U.S. Dollar Bullish Fund received a voluntary reimbursement of $6,115 from BNY Mellon AMNA for investment losses on certain foreign exchange transactions. The dollar amount of the reimbursement is shown in the Statements of Operations in “Net realized gain from payment by sub-advisor”.

Each Fund may purchase shares of affiliated ETFs in secondary market transactions to reduce cash balances and/or to implement its investment strategy. For these transactions, WTAM waives its advisory fees for each Fund’s investment in affiliated funds. The dollar amount of advisory fees waived during the period for the Funds, if any, are shown in the Statements of Operations in “Expense waivers”.

Affiliated holdings are funds which are managed by, or an affiliate of, WTAM. Transactions with affiliated funds during the fiscal year ended August 31, 2018 are as follows:

 

Fund		Value at 8/31/2017		Purchases/ Additions				Sales/ Reductions				Realized Gain/(Loss)				Change in Unrealized Appreciation/ Depreciation				Value at 8/31/2018				Dividend Income
U.S. Dollar Bullish Fund
Floating Rate Treasury Fund		$—		$	4,016,800			$	—			$	—			$	(3,920	)		$	4,012,880			$	11,840
Brazilian Real Strategy Fund
Floating Rate Treasury Fund		$—		$	450,096			$	—			$	—			$	99			$	450,195			$	—
Chinese Yuan Strategy Fund
Floating Rate Treasury Fund		$—		$	1,169,777			$	—			$	—			$	(1,026	)		$	1,168,751			$	1,771
Emerging Currency Strategy Fund
Floating Rate Treasury Fund		$—		$	1,194,879			$	—			$	—			$	(1,047	)		$	1,193,832			$	1,809

 

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Related Party Transactions — WTAM or its affiliates may from time to time own shares of a Fund. As of August 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 WTAM1
Emerging Markets Local Debt Fund			118			$	3,842			$	244
Floating Rate Treasury Fund			667				16,728				117
Interest Rate Hedged High Yield Bond Fund			719				17,306				602
Yield Enhanced U.S. Aggregate Bond Fund			1,550				75,423				2,080
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			86				4,208				21
CBOE S&P 500 PutWrite Strategy Fund			343				10,499				335

1

For the fiscal year ended August 31, 2018.

4. CAPITAL SHARE TRANSACTIONS

As of August 31, 2018, there were an unlimited number of $0.001 par value shares of beneficial interest authorized by the Trust. Shares are issued and redeemed by each Fund only in creation units or multiples thereof. Except when aggregated in creation units, shares of each Fund are not redeemable. Transactions in shares for each Fund are disclosed in detail in the Statements of Changes in Net Assets. Generally, Funds issue and redeem shares on a cash basis, however, shares may also be issued or redeemed in-kind. Investors purchasing and redeeming creation units may be charged a purchase transaction fee and a redemption transaction fee to offset transfer and other transaction costs associated with the issuance and redemption of creation units.

5. INVESTMENT PORTFOLIO TRANSACTIONS

Purchases and sales of investments (excluding purchases and sales resulting from in-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting from in-kind capital share transactions (excluding short-term investments) for the fiscal year or period ended August 31, 2018 are shown in the following table. Realized gains and losses on sales resulting from in-kind capital share redemptions, as shown on the Statements of Operations, are not recognized by the Funds for tax purposes.

 

		Non-U.S. Government Securities								U.S. Government Securities								In-kind Capital Share Transactions
Fund		Purchases				Sales				Purchases				Sales				Purchases				Sales
U.S. Dollar Bullish Fund		$	4,016,800			$	—			$	—			$	—			$	—			$	—
Brazilian Real Strategy Fund			450,096				—				—				—				—				—
Chinese Yuan Strategy Fund			1,169,777				—				—				—				—				—
Emerging Currency Strategy Fund			1,194,879				—				—				—				—				—
Asia Local Debt Fund			7,558,135				10,037,963				—				—				—				—
Emerging Markets Corporate Bond Fund			57,372,648				57,619,356				5,306,858				2,897,927				—				6,828,994
Emerging Markets Local Debt Fund			86,629,214				118,037,938				—				—				18,138,938				38,933,092
Floating Rate Treasury Fund			—				—				291,117,940				112,751,389				118,187,458				26,253,964
Interest Rate Hedged High Yield Bond Fund			283,191,225				87,383,836				—				—				6,198,816				—
Interest Rate Hedged U.S. Aggregate Bond Fund			11,300,949				2,598,677				42,744,660				22,496,710				—				—
Negative Duration High Yield Bond Fund			65,611,899				26,266,954				—				—				—				—
Negative Duration U.S. Aggregate Bond Fund			13,796,731				9,398,545				44,576,285				35,534,236				—				—
Yield Enhanced U.S. Aggregate Bond Fund			65,199,767				56,671,227				311,182,045				206,832,437				154,073,460				3,282,142
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			6,274,208				5,373,005				41,467,084				36,893,890				29,676,700				—
CBOE Russell 2000 PutWrite Strategy Fund1			—				—				—				—				—				—
CBOE S&P 500 PutWrite Strategy Fund			—				—				—				—				—				—
Managed Futures Strategy Fund (consolidated)			—				—				—				—				—				—

 

1

For the period February 1, 2018 (commencement of operations) through August 31, 2018.

 

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6. FEDERAL INCOME TAXES

At August 31, 2018, the cost of investments (including securities on loan, derivatives and securities sold short) for Federal income tax purposes was as follows:

 

Fund		Tax Cost				Gross Unrealized Appreciation				Gross Unrealized Depreciation				Net Unrealized Appreciation/ (Depreciation)
U.S. Dollar Bullish Fund		$	89,623,889			$	10,874			$	(3,920	)		$	6,954
Brazilian Real Strategy Fund			10,951,885				981				—				981
Chinese Yuan Strategy Fund			32,234,165				2,633				(1,026	)			1,607
Emerging Currency Strategy Fund			28,545,625				42,077				(101,780	)			(59,703	)
Asia Local Debt Fund			18,549,386				75,068				(1,888,987	)			(1,813,919	)
Emerging Markets Corporate Bond Fund			43,108,483				270,674				(1,897,648	)			(1,626,974	)
Emerging Markets Local Debt Fund			218,321,927				236,012				(49,847,637	)			(49,611,625	)
Floating Rate Treasury Fund			271,532,332				28,759				—				28,759
Interest Rate Hedged High Yield Bond Fund			272,819,552				1,725,145				(2,589,879	)			(864,734	)
Interest Rate Hedged U.S. Aggregate Bond Fund			53,506,910				96,598				(558,945	)			(462,347	)
Negative Duration High Yield Bond Fund			60,488,381				341,672				(364,312	)			(22,640	)
Negative Duration U.S. Aggregate Bond Fund			30,135,096				44,484				(381,074	)			(336,590	)
Yield Enhanced U.S. Aggregate Bond Fund			431,224,708				1,021,916				(10,631,448	)			(9,609,532	)
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			41,105,856				19,421				(387,917	)			(368,496	)
CBOE Russell 2000 PutWrite Strategy Fund			3,995,980				629				—				629
CBOE S&P 500 PutWrite Strategy Fund			177,944,248				28,890				—				28,890
Managed Futures Strategy Fund (consolidated)			204,279,643				17,488				(61,722,114	)			(61,704,626	)

At August 31, 2018, the components of accumulated earnings/(loss) on a tax-basis were as follows:

 

Fund		Undistributed Ordinary Income				Undistributed Capital and Other Gains/(Losses)				Net Unrealized Appreciation/ (Depreciation)				Currency and Other Unrealized Depreciation				Total Accumulated Earnings/(Losses)
U.S. Dollar Bullish Fund		$	740,847			$	(10,734,590	)		$	6,954			$	—			$	(9,986,789	)
Brazilian Real Strategy Fund			148,298				(100,818,698	)			981				—				(100,669,419	)
Chinese Yuan Strategy Fund			348,338				(1,216,208	)			1,607				(1	)			(866,264	)
Emerging Currency Strategy Fund			371,692				(47,776,877	)			(59,703	)			—				(47,464,888	)
Asia Local Debt Fund			—				(8,950,702	)			(1,813,919	)			(7,414	)			(10,772,035	)
Emerging Markets Corporate Bond Fund			13,249				(8,854,256	)			(1,626,974	)			—				(10,467,981	)
Emerging Markets Local Debt Fund			—				(20,054,260	)			(49,611,625	)			(298,658	)			(69,964,543	)
Floating Rate Treasury Fund			19,533				(4,362	)			28,759				—				43,930
Interest Rate Hedged High Yield Bond Fund			219,037				(249,748	)			(864,734	)			—				(895,445	)
Interest Rate Hedged U.S. Aggregate Bond Fund			15,749				(2,378,135	)			(462,347	)			—				(2,824,733	)
Negative Duration High Yield Bond Fund			38,872				(1,844,502	)			(22,640	)			—				(1,828,270	)
Negative Duration U.S. Aggregate Bond Fund			31,017				(2,870,450	)			(336,590	)			—				(3,176,023	)
Yield Enhanced U.S. Aggregate Bond Fund			43,331				(2,300,214	)			(9,609,532	)			—				(11,866,415	)
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			17,314				(98,907	)			(368,496	)			—				(450,089	)
CBOE Russell 2000 PutWrite Strategy Fund			89,885				112,069				629				—				202,583
CBOE S&P 500 PutWrite Strategy Fund			5,722,214				6,533,084				28,890				—				12,284,188
Managed Futures Strategy Fund (consolidated)			9,119,415				(6,358,791	)			(61,704,626	)			—				(58,944,002	)

 

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The tax character of distributions paid during the fiscal years or periods ended August 31, 2018 and August 31, 2017, was as follows:

 

		Year Ended August 31, 2018												Year Ended August 31, 2017
Fund		Distributions Paid from Ordinary Income*				Distributions Paid from Long-Term Capital Gains				Distributions Paid from Return of Capital				Distributions Paid from Ordinary Income*				Distributions Paid from Long-Term Capital Gains				Distributions Paid from Return of Capital
U.S. Dollar Bullish Fund		$	—			$	—			$	—			$	—			$	—			$	—
Brazilian Real Strategy Fund			—				—				—				—				—				—
Chinese Yuan Strategy Fund			—				—				—				—				—				—
Emerging Currency Strategy Fund			—				—				—				—				—				—
Asia Local Debt Fund			—				—				338,000				181,500				—				240,500
Emerging Markets Corporate Bond Fund			1,911,500				—				—				2,141,000				—				—
Emerging Markets Local Debt Fund			11,366,481				—				317,019				5,743,121				—				6,030,879
Floating Rate Treasury Fund			1,084,620				28				—				8,594				—				—
Interest Rate Hedged High Yield Bond Fund			7,684,572				—				—				1,900,500				—				—
Interest Rate Hedged U.S. Aggregate Bond Fund			800,306				—				—				500,608				—				—
Negative Duration High Yield Bond Fund			1,348,556				—				—				632,232				—				—
Negative Duration U.S. Aggregate Bond Fund			681,500				—				—				325,358				—				222
Yield Enhanced U.S. Aggregate Bond Fund			10,385,000				—				—				4,030,552				5,542				—
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			565,940				—				—				24,000	1			—				—
CBOE Russell 2000 PutWrite Strategy Fund2			—				—				—				—				—				—
CBOE S&P 500 PutWrite Strategy Fund			4,315,485				5,600,860				—				241,031				379,162				—
Managed Futures Strategy Fund (consolidated)			—				—				—				—				—				—

*

Includes short-term capital gains if any.

1

For the period May 18, 2017 (commencement of operations) through August 31, 2017.

2

For the period February 1, 2018 (commencement of operations) through August 31, 2018.

At August 31, 2018, for Federal tax purposes, the Funds have capital loss carryforwards available to offset future capital gains as indicated in the below table. To the extent that these loss carryforwards are utilized, capital gains so offset will not be distributed to shareholders.

 

Fund		Short-Term Post-Effective No Expiration				Long-Term Post-Effective No Expiration				Capital Loss Available Total
U.S. Dollar Bullish Fund		$	4,231,783			$	6,502,807			$	10,734,590
Brazilian Real Strategy Fund			40,319,420				60,499,278				100,818,698
Chinese Yuan Strategy Fund			488,886				727,322				1,216,208
Emerging Currency Strategy Fund			30,955,291				16,821,586				47,776,877
Asia Local Debt Fund			4,949,230				4,001,472				8,950,702
Emerging Markets Corporate Bond Fund			726,525				8,106,411				8,832,936
Emerging Markets Local Debt Fund			10,709,183				9,345,077				20,054,260
Floating Rate Treasury Fund			—				—				—
Interest Rate Hedged High Yield Bond Fund			249,748				—				249,748
Interest Rate Hedged U.S. Aggregate Bond Fund			707,941				1,625,010				2,332,951
Negative Duration High Yield Bond Fund			810,536				1,033,966				1,844,502
Negative Duration U.S. Aggregate Bond Fund			1,099,250				1,750,139				2,849,389
Yield Enhanced U.S. Aggregate Bond Fund			1,967,500				332,714				2,300,214
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			97,452				1,455				98,907
CBOE Russell 2000 PutWrite Strategy Fund			—				—				—
CBOE S&P 500 PutWrite Strategy Fund			—				—				—
Managed Futures Strategy Fund (consolidated)			2,550,405				3,808,386				6,358,791

Capital losses incurred after October 31 (“post-October capital losses”) and late year ordinary losses incurred after December 31 within the taxable year are deemed to arise on the first business day of each Fund’s next taxable year.

 

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During the fiscal year or period ended August 31, 2018, the following Funds incurred and will elect to defer post-October capital losses and late year ordinary losses as follows:

 

Fund		Short-Term  Post-October Capital Losses
U.S. Dollar Bullish Fund		$	—
Brazilian Real Strategy Fund			—
Chinese Yuan Strategy Fund			—
Emerging Currency Strategy Fund			—
Asia Local Debt Fund			—
Emerging Markets Corporate Bond Fund			—
Emerging Markets Local Debt Fund			—
Floating Rate Treasury Fund			4,362
Interest Rate Hedged High Yield Bond Fund			—
Interest Rate Hedged U.S. Aggregate Bond Fund			—
Negative Duration High Yield Bond Fund			—
Negative Duration U.S. Aggregate Bond Fund			—
Yield Enhanced U.S. Aggregate Bond Fund			—
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			—
CBOE Russell 2000 PutWrite Strategy Fund1			—
CBOE S&P 500 PutWrite Strategy Fund			—
Managed Futures Strategy Fund (consolidated)			—

1

For the period February 1, 2018 (commencement of operations) through August 31, 2018.

During the fiscal year or period ended August 31, 2018, the amount of capital loss carryforwards used to offset realized gains and the amount of capital loss carryforwards that expired unused are shown in the following table:

 

Fund		Utilized Capital Loss Carryforward
U.S. Dollar Bullish Fund		$	1,710,296
Brazilian Real Strategy Fund			—
Chinese Yuan Strategy Fund			—
Emerging Currency Strategy Fund			—
Asia Local Debt Fund			—
Emerging Markets Corporate Bond Fund			1,300,237
Emerging Markets Local Debt Fund			1,728
Floating Rate Treasury Fund			—
Interest Rate Hedged High Yield Bond Fund			1,092,571
Interest Rate Hedged U.S. Aggregate Bond Fund			639,229
Negative Duration High Yield Bond Fund			396,555
Negative Duration U.S. Aggregate Bond Fund			321,866
Yield Enhanced U.S. Aggregate Bond Fund			—
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			—
CBOE Russell 2000 PutWrite Strategy Fund1			—
CBOE S&P 500 PutWrite Strategy Fund			—
Managed Futures Strategy Fund (consolidated)			—

1

For the period February 1, 2018 (commencement of operations) through August 31, 2018.

 

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At August 31, 2018, the effect of permanent “book/tax” reclassifications resulted in increases (decreases) to the components of net assets as follows:

 

Fund		Undistributed Net Investment Income/(Loss)				Accumulated Net Realized Gain/(Loss)				Paid-in Capital
U.S. Dollar Bullish Fund		$	—			$	—			$	—
Brazilian Real Strategy Fund			—				—				—
Chinese Yuan Strategy Fund			—				—				—
Emerging Currency Strategy Fund			—				—				—
Asia Local Debt Fund			404,157				207,340				(611,497	)
Emerging Markets Corporate Bond Fund			—				284,538				(284,538	)
Emerging Markets Local Debt Fund			(790,709	)			6,303,774				(5,513,065	)
Floating Rate Treasury Fund			17				(7,671	)			7,654
Interest Rate Hedged High Yield Bond Fund			—				—				—
Interest Rate Hedged U.S. Aggregate Bond Fund			35,492				(35,491	)			(1	)
Negative Duration High Yield Bond Fund			—				(1	)			1
Negative Duration U.S. Aggregate Bond Fund			27,495				(27,495	)			—
Yield Enhanced U.S. Aggregate Bond Fund			315,548				(270,555	)			(44,993	)
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			138				(138	)			—
CBOE Russell 2000 PutWrite Strategy Fund			—				—				—
CBOE S&P 500 PutWrite Strategy Fund			—				—				—
Managed Futures Strategy Fund (consolidated)			(205,467	)			(6,434,203	)			6,639,670

These differences are primarily due to the calculation of currency gains/losses, realized book income from wholly owned foreign subsidiaries, the realization for tax purposes of gain/(loss) on certain derivative instruments, redemptions-in-kind, foreign capital gains tax, paydowns, net operating losses, net operating loss offsets, and non-deductible excise taxes paid.

GAAP provides guidance on tax provisions that prescribe a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Foreign taxes are provided for based on each Fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Taxes are accrued and applied to net investment income, net realized capital gains and net unrealized appreciation, as applicable, as the income is earned or capital gains are recorded. As of and during the fiscal year or period ended August 31, 2018, the Funds did not have any liabilities for unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in the future. If applicable, the Funds will recognize interest accrued related to unrecognized tax benefits in interest expense and penalties in “Other” expenses on the Statements of Operations. The Funds file tax returns with the Internal Revenue Service, the State of New York, and various other states. Generally, each of the tax years in the four-year period ended August 31, 2018, remains subject to examination by taxing authorities.

7. RECENT ACCOUNTING PRONOUNCEMENTS

On August 17, 2018, the SEC voted to adopt amendments to certain of its disclosure requirements that have become redundant, duplicative, overlapping, outdated, or superseded, in light of other SEC disclosure requirements, U.S. GAAP, or changes in the information environment. The SEC will also be referring certain SEC disclosure requirements that overlap with, but require information incremental to, U.S. GAAP to the FASB for potential incorporation into U.S. GAAP. The amendments are intended to facilitate the disclosure of information to investors and simplify compliance without significantly altering the total mix of information provided to investors. The amendments become effective 30 days after their publication in the Federal Register - which, as of the date of this Annual Report, have not yet been published. WTAM is currently evaluating the impact that these amendments will have on the Trust’s financial statements and related disclosures.

On August 28, 2018, the FASB issued ASU 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework — Changes to the Disclosure Requirements for Fair Value Measurement. ASU 2018-13 includes removals, additions and modifications to the disclosure requirements for fair value measurements that are intended to improve the effectiveness of disclosures in the notes to financial statements. The amendments in ASU 2018-13 are effective for all entities for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2019. An entity is permitted to early adopt any removed or modified disclosures upon issuance of this ASU and delay adoption of the additional disclosures until their effective date. WTAM has evaluated ASU 2018-13 and determined that there is no significant impact on the Trust’s financial statements. WTAM has early adopted the following ASU 2018-13 guidance in the Trust financial statements pertaining to the removal of (i) the amount of and reasons for transfers between Level 1 and Level 2 of the fair value hierarchy and (ii) the policy for timing of transfers between levels.

 

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Report of Independent Registered Public Accounting Firm

 

To the Shareholders and the Board of Trustees of WisdomTree Trust

Opinion on the Financial Statements

We have audited the accompanying statements of assets and liabilities of WisdomTree Trust (the “Trust”) (comprising WisdomTree Bloomberg U.S. Dollar Bullish Fund, WisdomTree Brazilian Real Strategy Fund, WisdomTree Chinese Yuan Strategy Fund, WisdomTree Emerging Currency Strategy Fund, WisdomTree Asia Local Debt Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Emerging Markets Local Debt Fund, WisdomTree Floating Rate Treasury Fund (formerly, WisdomTree Bloomberg Floating Rate Treasury Fund), WisdomTree Interest Rate Hedged High Yield Bond Fund, WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (formerly, WisdomTree Barclays Interest Rate Hedged U.S. Aggregate Bond Fund), WisdomTree Negative Duration High Yield Bond Fund, WisdomTree Negative Duration U.S. Aggregate Bond Fund (formerly, WisdomTree Barclays Negative Duration U.S. Aggregate Bond Fund), WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (formerly, WisdomTree Barclays Yield Enhanced U.S. Aggregate Bond Fund), WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (formerly, WisdomTree Barclays Yield Enhanced U.S. Short-Term Aggregate Bond Fund), WisdomTree CBOE Russell 2000 PutWrite Strategy Fund, WisdomTree CBOE S&P 500 PutWrite Strategy Fund, and WisdomTree Managed Futures Strategy Fund (consolidated) (collectively referred to as the “Funds”)) including the schedules of investments, as of August 31, 2018, and the related statements of operations, and changes in net assets, and the financial highlights for each of the periods indicated in the table below and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds comprising WisdomTree Trust at August 31, 2018, the results of their operations, changes in net assets and financial highlights for each of the periods indicated in the table below, in conformity with U.S. generally accepted accounting principles.

 

Funds comprising the WisdomTree Trust		Statement of operations		Statements of changes in net assets		Financial highlights
WisdomTree Bloomberg U.S. Dollar Bullish Fund WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund WisdomTree Negative Duration U.S. Aggregate Bond Fund WisdomTree Interest Rate Hedged High Yield Bond Fund WisdomTree Negative Duration High Yield Bond Fund		For the year ended August 31, 2018		For each of the two years in the period ended August 31, 2018		For each of the four years in the period ended August 31, 2018 and the period from December 18, 2013 (commencement of operations) through August 31, 2014
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund		For the year ended August 31, 2018		For the year ended August 31, 2018 and the period from May 18, 2017 (commencement of operations) through August 31, 2017
WisdomTree Brazilian Real Strategy Fund WisdomTree Chinese Yuan Strategy Fund WisdomTree Emerging Currency Strategy Fund WisdomTree Asia Local Debt Fund WisdomTree Emerging Markets Corporate Bond Fund WisdomTree Emerging Markets Local Debt Fund WisdomTree Managed Futures Strategy Fund (consolidated)		For the year ended August 31, 2018		For each of the two years in the period ended August 31, 2018		For each of the five years in the period ended August 31, 2018
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund		For the year ended August 31, 2018		For each of the two years in the period ended August 31, 2018		For each of the three years in the period ended August 31, 2018 and the period from July 9, 2015 (commencement of operations) through August 31, 2015
WisdomTree Floating Rate Treasury Fund		For the year ended August 31, 2018		For each of the two years in the period ended August 31, 2018		For each of the four years in the period ended August 31, 2018 and the period from February 4, 2014 (commencement of operations) through August 31, 2014
WisdomTree CBOE S&P 500 PutWrite Strategy Fund		For the year ended August 31, 2018		For each of the two years in the period ended August 31, 2018		For each of the two years in the period ended August 31, 2018 and the period from February 24, 2016 (commencement of operations) through August 31, 2016
WisdomTree CBOE Russell 2000 PutWrite Strategy Fund		For the period from February 1, 2018 (commencement of operations) through August 31, 2018

 

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Report of Independent Registered Public Accounting Firm (concluded)

 

Basis for Opinion

These financial statements are the responsibility of the Trust’s management. Our responsibility is to express an opinion on each of the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Trust in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Trust is not required to have, nor were we engaged to perform, an audit of the Trust’s internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Trust’s internal control over financial reporting. Accordingly, we express no such opinion.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our procedures included confirmation of securities owned as of August 31, 2018, by correspondence with the custodian and brokers or by other appropriate auditing procedures where replies from brokers were not received. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

 

We have served as the auditor of one or more WisdomTree investment companies since 2006.

New York, NY

October 25, 2018

 

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Trustees and Officers Information (unaudited)

 

The Board of Trustees is responsible for overseeing the management and affairs of the Funds and the Trust. The Board of Trustees elects the officers of the Trust who are responsible for administering the Trust’s day-to-day operations. Each Trustee serves until his or her successor is duly elected or appointed and qualified.

The address of each Trustee and Officer is c/o WisdomTree Asset Management, Inc., 245 Park Avenue, 35th Floor, New York, NY 10167.

Independent Trustees

 

Name and Year of Birth of Trustee/Officer		Position(s) Held with the Trust, Term of Office and Length of Time Served		Principal Occupation(s) During the Past 5 Years		Number of Portfolios in Fund Complex Overseen by Trustee/ Officer*				Other Directorships Held by Trustee During the Past 5 Years
David G. Chrencik^ (1948)		Trustee, 2014- present		Chief Financial Officer of Sarus Indochina Select LP (hedge fund) since 2012; Chief Financial Officer of GeoGreen BioFuels, Inc. (biodiesel fuel producer) from 2010 to 2014; Audit Partner at PricewaterhouseCoopers LLP (public accounting firm) from 1972 to 2009 (includes positions prior to becoming Audit Partner and predecessor firms).			83			Trustee, Vericimetry Funds (2011 to 2014); Director, Bennett Group of Funds (2011 to 2013); Trustee, del Rey Global Investors Funds (2011 to 2012).
Joel Goldberg# (1945)		Trustee, 2012- present		Attorney, Of Counsel at Stroock & Stroock & Lavan LLP (“Stroock”) since 2015; Attorney, Partner at Stroock from 2010 to 2013; Attorney, Partner at Willkie Farr & Gallagher LLP from 2006 to 2010.			83			Director, Better Business Bureau (Metropolitan New York, Long Island and the Mid-Hudson Region).
Toni Massaro† (1955)		Trustee, 2006- present		Dean Emerita at the University of Arizona James E. Rogers College of Law (“Rogers College of Law”) since 2009 (distinguished Emerita in July 2009); Dean at the Rogers College of Law from 1999 to 2009; Regents’ Professor since 2006; Milton O. Riepe Chair in Constitutional Law since 1997; Professor at the Rogers College of Law since 1990.			83			None
Melinda A. Raso Kirstein‡ (1955)		Trustee, 2014- present		Retired since 2004, Merrill Lynch Investment Management, Vice President; Senior Portfolio Manager, Fixed Income Management; Director, Tax Exempt Fund Management.			83			Associate Alumnae of Douglass College, Member of Investment Committee.
Victor Ugolyn (1947)		Trustee, 2006- present; Chairman of the Board of Trustees, 2006-present		Private Investor, 2005 to present; President and Chief Executive Officer of William D. Witter, Inc. from 2005 to 2006; Consultant to AXA Enterprise in 2004; Chairman, President and Chief Executive Officer of Enterprise Capital Management (subsidiary of The MONY Group, Inc.) and Enterprise Group of Funds, Chairman of MONY Securities Corporation, and Chairman of the Fund Board of Enterprise Group of Funds from 1991 to 2004.			83			Member of the Board of Governors of Naismith Memorial Basketball Hall of Fame (2001-2016).

 

*	As of August 31, 2018.

 

^	Chair of the Audit Committee.

 

#	Chair of the Contracts Review Committee.

 

†	Chair of the Governance, Nominating and Compliance Committee.

 

‡	Chair of the Investment Committee.

 

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Trustees and Officers Information (unaudited) (concluded)

 

Interested Trustee and Officers

 

Name and Year of Birth of Trustee/Officer		Position(s) Held with the Trust, Term of Office and Length of Time Served		Principal Occupation(s) During the Past 5 Years		Number of Portfolios in Fund Complex Overseen by Trustee/ Officer*				Other Directorships Held by Trustee During the Past 5 Years
Jonathan Steinberg** (1964)		Trustee, 2005- present President, 2005-present		President, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. since 2012; Chief Executive Officer, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. since 2005.			83			Director, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc.
David Castano** (1971)		Treasurer, 2013- present		Director of Fund Accounting & Administration, WisdomTree Asset Management, Inc., since 2011.			83			None
Terry Jane Feld** (1960)		Chief Compliance Officer, 2012- present		Chief Compliance Officer, WisdomTree Asset Management, Inc. since 2012; Senior Compliance Officer, WisdomTree Asset Management since 2011.			83			None
Ryan Louvar** (1972)		Secretary and Chief Legal Officer, 2013- present		General Counsel, WisdomTree Asset Management, Inc. since 2013; Vice President and Senior Managing Counsel, State Street, 2005 to 2013.			83			None
Joanne Antico** (1975)		Assistant Secretary, 2018- present		Senior Investment Management Counsel, WisdomTree Asset Management, Inc. since 2016; Executive Director and Assistant Secretary, Morgan Stanley Investment Management Inc., 2005 to 2016.			83			None
Clint Martin** (1977)		Assistant Treasurer, 2015-present		Fund Manager, Fund Accounting & Administration, WisdomTree Asset Management, Inc., since 2012; Vice President of Legg Mason & Co. and served as Assistant Treasurer from 2010 to 2012 and Assistant Controller from 2006 to 2010 of certain mutual funds associated with Legg Mason & Co.			83			None

 

*	As of August 31, 2018.

 

**	Elected by and serves at the pleasure of the Board.

 

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Supplemental Information (unaudited)

 

Federal Income Tax Information

The following Federal tax information related to the Funds’ fiscal year or period ended August 31, 2018, is provided for information purposes only and should not be used for reporting to federal or state revenue agencies. Federal tax information for the calendar year will be reported to you on Form 1099-DIV in January 2019.

The Funds designate the following amount of ordinary income distributions paid during the fiscal year or period ended August 31, 2018 from qualified short-term gains and qualified interest income:

 

Fund		Qualified Short- Term Gains				Qualified Interest Income
U.S. Dollar Bullish Fund			0.00	%			0.00	%
Brazilian Real Strategy Fund			0.00	%			0.00	%
Chinese Yuan Strategy Fund			0.00	%			0.00	%
Emerging Currency Strategy Fund			0.00	%			0.00	%
Asia Local Debt Fund			0.00	%			1.67	%
Emerging Markets Corporate Bond Fund			0.00	%			3.95	%
Emerging Markets Local Debt Fund			0.00	%			0.50	%
Floating Rate Treasury Fund			0.00	%			100.00	%
Interest Rate Hedged High Yield Bond Fund			0.00	%			80.98	%
Interest Rate Hedged U.S. Aggregate Bond Fund			0.00	%			92.67	%
Negative Duration High Yield Bond Fund			0.00	%			83.69	%
Negative Duration U.S. Aggregate Bond Fund			0.00	%			92.02	%
Yield Enhanced U.S. Aggregate Bond Fund			0.00	%			92.10	%
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			0.00	%			89.17	%
CBOE Russell 2000 PutWrite Strategy Fund1			0.00	%			0.00	%
CBOE S&P 500 PutWrite Strategy Fund			100.00	%			100.00	%
Managed Futures Strategy Fund (consolidated)			0.00	%			0.00	%

1

For the period February 1, 2018 (commencement of operations) through August 31, 2018.

The Funds intend to elect to pass through to shareholders the credit for taxes paid to foreign countries during the fiscal year or period ended August 31, 2018. The gross foreign source income and foreign taxes paid are as follows:

 

Fund		Gross Foreign Income				Foreign Taxes Paid
U.S. Dollar Bullish Fund		$	—			$	—
Brazilian Real Strategy Fund			—				—
Chinese Yuan Strategy Fund			—				—
Emerging Currency Strategy Fund			—				—
Asia Local Debt Fund			676,696				42,610
Emerging Markets Corporate Bond Fund			—				—
Emerging Markets Local Debt Fund			13,301,723				480,671
Floating Rate Treasury Fund			—				—
Interest Rate Hedged High Yield Bond Fund			—				—
Interest Rate Hedged U.S. Aggregate Bond Fund			—				—
Negative Duration High Yield Bond Fund			—				—
Negative Duration U.S. Aggregate Bond Fund			—				—
Yield Enhanced U.S. Aggregate Bond Fund			—				—
Yield Enhanced U.S. Short-Term Aggregate Bond Fund			—				—
CBOE Russell 2000 PutWrite Strategy Fund1			—				—
CBOE S&P 500 PutWrite Strategy Fund			—				—
Managed Futures Strategy Fund (consolidated)			—				—

1

For the period February 1, 2018 (commencement of operations) through August 31, 2018.

 

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General Information (unaudited)

 

Proxy Voting Policies, Procedures and Record

A complete copy of the Proxy Voting Policy may be obtained upon request, at no charge, by calling 1-866-909-WISE (9473) or writing to: WisdomTree Trust, c/o Foreside Fund Services, LLC, Three Canal Plaza Suite 100, Portland, ME, 04101.

The Trust is required to disclose annually the Funds’ complete proxy voting record on Form N-PX covering the most recent 12-month period ended June 30 and to file Form N-PX with the SEC no later than August 31 of each year. The current Form N-PX for the Funds is available at no charge upon request by calling 1-866-909-WISE (9473) or through the Trust’s website at www.wisdomtree.com. The Funds’ Form N-PX is also available on the SEC’s website at www.sec.gov.

Shareholder Reports and Quarterly Portfolio Disclosure

The Funds are required to file their complete schedule of portfolio holdings with the SEC for their first and third fiscal quarters on Form N-Q. Copies of the filings are available, without charge, on the SEC’s website at www.sec.gov and are also available by calling the Trust at 1-866-909-WISE (9473). You can also obtain copies of Form N-Q by (i) visiting the SEC’s Public Reference Room in Washington, DC (information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330); (ii) sending your request and a duplicating fee to the SEC’s Public Reference Room, Washington, DC 20549-0102; or (iii) sending your request electronically to publicinfo@sec.gov.

Information about each Fund’s portfolio holdings is available daily, without charge, at www.wisdomtree.com.

The Statement of Additional Information (“SAI”) has additional information about the Funds’ Trustees and Officers and is available without charge upon request. Contact your financial representative for a free prospectus or SAI.

Frequency Distribution of Discounts & Premiums

Information about differences between the per share net asset value of each Fund and the market trading price of shares of each Fund are available, without charge, at www.wisdomtree.com.

 

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The WisdomTree Funds are exchange traded funds (“ETFs”) registered with the United States Securities and Exchange Commission as separate series (“Funds”) of WisdomTree Trust (“Trust”). WisdomTree Asset Management, Inc., a wholly owned subsidiary of WisdomTree Investments, Inc., serves as the investment adviser to the Trust. None of the WisdomTree entities are affiliated with Foreside Fund Services, LLC, the Funds’ distributor. WisdomTree Investments, its affiliates and their independent providers are not liable for any informational errors, incompleteness, delays, or for any actions taken in reliance on information contained herein.

Investors should consider the investment objectives, risks, charges and expenses of the Funds carefully before investing. A prospectus, containing this and other information, is available at www.wisdomtree.com, or by calling 1-866-909-WISE (9473). Investors should read the prospectus carefully before investing. There are risks associated with investing, including possible loss of principal. Past performance does not guarantee future results. Indexes are unmanaged and you cannot invest directly in an index.

There are risks associated with investing including possible loss of principal. Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. Investments in real estate involve additional special risks, such as credit risk, interest rate fluctuations and the effect of varied economic conditions. Funds that focus their investments in one country or region may be significantly impacted by events and developments associated with the region which can adversely affect performance. Funds focusing on a single sector and/or smaller companies generally experience greater price volatility. Investments in emerging, offshore or frontier markets are generally less liquid and less efficient than investments in developed markets and are subject to additional risks, such as risks of adverse governmental regulation and intervention or political developments. Investments in currency involve additional special risks, such as credit risk and interest rate fluctuations. Derivative investments can be volatile and these investments may be less liquid than other securities, and more sensitive to the effect of varied economic conditions. As these Funds can have a high concentration in some issuers the Funds can be adversely impacted by changes affecting such issuers.

Fixed income investments are subject to interest rate risk; their value will normally decline as interest rates rise. In addition, when interest rates fall, income may decline. Fixed income investments are also subject to credit risk, the risk that the issuer of a bond will fail to pay interest and principal in a timely manner, or that negative perceptions of the issuer’s ability to make such payments will cause the price of that bond to decline. High-yield or “junk” bonds have lower credit ratings and involve a greater risk to principal. One of the risks associated with the Managed Futures Strategy Fund (WTMF) is the complexity of the different factors which contribute to the Fund’s performance, as well as their correlation (or non-correlation) to other asset classes. These factors include use of long and short positions in commodity futures contracts, currency forward contracts, swaps and other derivatives. An investment in WTMF is speculative and involves a substantial degree of risk. WTMF should not be used as a proxy for taking long only (or short only) positions in commodities or currencies. In markets without sustained price trends or markets that quickly reverse or “whipsaw” WTMF may suffer significant losses. Unlike typical exchange-traded funds, there are no indexes that the actively managed Currency Strategy Funds, actively managed Fixed Income Funds or WTMF attempt to track or replicate. Thus, the ability of these Funds to achieve their objectives will depend on the effectiveness of the portfolio manager. Due to the investment strategy of certain Funds they may make higher capital gain distributions than other ETFs. Please read the Fund’s prospectus for specific details regarding the Fund’s risk profile.

Transactions in Fund shares will result in brokerage commissions and will generate tax consequences. Shares may be sold through brokerage accounts, but may be redeemed from the Funds by Authorized Participants in large creation unit sizes of shares.

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WisdomTree Trust

245 Park Avenue, 35th Floor

New York, NY 10167

 

 

 

WisdomTree Fund shares are distributed by Foreside Fund Services, LLC, in the U.S. only.

WTGM-1258

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Item 2.

Code of Ethics.

 

(a)

The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party.

 

(c)

There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description.

 

(d)

The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions.

 

(f)

The code of ethics is attached hereto as exhibit 13(a)(1).

 

Item 3.

Audit Committee Financial Expert.

The Registrant’s Board of Trustees has determined that the Registrant has one audit committee financial expert, as that term is defined under Item 3(b) and 3(c), serving on its audit committee. The audit committee financial expert serving on the Registrant’s audit committee is David Chrencik, who is an independent Trustee of the Trust, as that term is defined under Item 3(a) (2).

 

Item 4.

Principal Accountant Fees and Services.

Audit Fees

 

(a)

The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years are $421,225 for 2018 and $397,085 for 2017.

Audit-Related Fees

 

(b)

The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item are $0 for 2018 and $0 for 2017.

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Tax Fees

 

(c)

The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning are $119,585 for 2018 and $199,100 for 2017.

All Other Fees

 

(d)

The aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item are $0 for 2018 and $0 for 2017.

 

(e)(1)

Disclose the audit committee’s pre-approval policies and procedures described in paragraph (c)(7) of Rule 2-01 of Regulation S-X.

 

Per Rule 2-01(c) (7) (A), the Registrant’s audit committee charter provides that the audit committee shall select and approve in advance the retention of independent accountants to annually audit and provide their opinion on the Registrant’s financial statements. The audit committee must also approve prior to appointment the engagement of the principal accountant to provide other audit services to the Registrant or to provide non-audit services to the Registrant, its investment adviser, or any entity controlling, controlled by, or under common control with its investment adviser (“adviser/affiliate”) that provides ongoing services to the Registrant, if the engagement by the investment adviser or adviser affiliate relates directly to the operations and financial reporting of the Registrant. The audit committee must also, prior to appointment of the engagement of the principal accountant, review and approve the fees proposed to be charged to the Registrant by the auditors for each audit and non-audit service. The audit committee must also consider whether non-audit services provided by the Registrant’s principal accountant to the Registrant’s investment adviser, or adviser/affiliate that provides ongoing services to the Trust are compatible with maintaining the auditor’s independence.

 

(e)(2)

The Registrant’s Audit committee has approved 100% of services described in each of Items 4(b) through (d) pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

 

(f)

The percentage of hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the most recent fiscal year that were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees was 0%.

 

(g)

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant was $119,585 for 2018 and $199,100 for 2017.

 

(h)

Not applicable.

 

Item 5.

Audit Committee of Listed registrants.

The Registrant is an issuer as defined in Rule 10A-3 under the Exchange Act and has a separately-designated standing audit committee established in accordance with Section 3(a) (58)A of the Exchange Act. The Registrant’s audit committee members are David Chrencik, Melinda Raso Kirstein and Victor Ugolyn.

 

Item 6.

Investments.

 

(a)	Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1 of this form.

 

(b)	Not applicable.

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Item 7.

Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

 

Item 8.

Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

 

Item 9.

Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

 

Item 10.

Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of directors, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.

 

Item 11.

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 second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 12.

Disclosure of Securities Lending Activities for Closed-End Management Investment Companies

Not applicable.

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Item 13.

Exhibits.

 

(a)(1)

Code of ethics, or any amendment thereto, that is the subject of disclosure required by Item 2 is attached hereto.

 

(a)(2)

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

 

(a)(3)

Not applicable.

 

(a)(4)

Not applicable.

 

(b)

Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

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SIGNATURES

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

 

(Registrant)		WisdomTree Trust
By (Signature and Title)		/s/ Jonathan L. Steinberg
		Jonathan L. Steinberg, President (principal executive officer)
Date: November 2, 2018

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

 

By (Signature and Title)		/s/ Jonathan L. Steinberg
		Jonathan L. Steinberg, President (principal executive officer)
Date: November 2, 2018
By (Signature and Title)		/s/ David Castano
		David Castano, Treasurer (principal financial officer)
Date: November 2, 2018