NPORT-EX 2 d777555d8k.htm HTML

Schedule of Investments (unaudited)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT OBLIGATIONS - 95.5%

       

U.S. Treasury Bills - 95.5%

       

1.61%, 12/26/19*

   $   18,042,000        $   18,023,504  

1.53%, 1/16/20*

     18,227,000          18,191,514  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $36,214,100)

          36,215,018  
       

 

 

 
      Shares           

EXCHANGE-TRADED FUND - 4.1%

       

United States - 4.1%

       

WisdomTree Floating Rate Treasury Fund(a)

(Cost: $1,556,188)

     62,000          1,553,720  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 99.6%

(Cost: $37,770,288)

          37,768,738  

Other Assets less Liabilities - 0.4%

          153,249  
       

 

 

 
NET ASSETS - 100.0%         $ 37,921,987  
       

 

 

 

 

*  

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

(a) 

Affiliated company (See Note 4).

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)

 

Counterparty

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

Bank of America N.A.

     12/4/2019          578,970       AUD          391,615       USD        $ 10        $ —    

Bank of America N.A.

     12/4/2019          1,180,620       CAD          888,834       USD          —            (12

Bank of America N.A.

     12/4/2019          348,600       CHF          348,841       USD          —            (218

Bank of America N.A.

     12/4/2019          1,660,680       CNH          236,214       USD          —            (22

Bank of America N.A.

     12/4/2019          2,214,870       EUR          2,442,198       USD          —            (1,929

Bank of America N.A.

     12/4/2019          635,670       GBP          822,240       USD          —            (75

Bank of America N.A.

     12/4/2019          11,957,190       INR          166,697       USD          —            (31

Bank of America N.A.

     12/4/2019          152,734,890       JPY          1,394,747       USD          733          —    

Bank of America N.A.

     12/4/2019          340,583,460       KRW          288,337       USD          18          —    

Bank of America N.A.

     12/4/2019          15,235,920       MXN          780,970       USD          —            (1,925

Bank of America N.A.

     12/4/2019          478,121       USD          693,000       AUD          9,364          —    

Bank of America N.A.

     12/4/2019          1,070,744       USD          1,410,150       CAD          9,122          —    

Bank of America N.A.

     12/4/2019          424,557       USD          417,900       CHF          6,629          —    

Bank of America N.A.

     12/4/2019          281,343       USD          1,984,500       CNH          —            (905

Bank of America N.A.

     12/4/2019          2,960,407       USD          2,649,150       EUR          41,664          —    

Bank of America N.A.

     12/4/2019          988,389       USD          762,300       GBP          2,442          —    

Bank of America N.A.

     12/4/2019          199,898       USD          14,252,700       INR          1,235          —    

Bank of America N.A.

     12/4/2019          1,703,526       USD          183,653,400       JPY          25,555          —    

Bank of America N.A.

     12/4/2019          348,610       USD          407,838,900       KRW          3,314          —    

Bank of America N.A.

     12/4/2019          938,275       USD          18,134,550       MXN          11,018          —    

Bank of America N.A.

     1/8/2020          405,220       USD          598,500       AUD          —            (18

Bank of America N.A.

     1/8/2020          910,995       USD          1,209,600       CAD          14          —    

Bank of America N.A.

     1/8/2020          359,459       USD          358,050       CHF          226          —    

Bank of America N.A.

     1/8/2020          238,862       USD          1,681,050       CNH          9          —    

Bank of America N.A.

     1/8/2020          2,520,446       USD          2,279,550       EUR          1,985          —    

Bank of America N.A.

     1/8/2020          840,645       USD          648,900       GBP          72          —    

Bank of America N.A.

     1/8/2020          169,883       USD          12,223,050       INR          42          —    

Bank of America N.A.

     1/8/2020          1,438,098       USD          157,023,300       JPY          —            (738

Bank of America N.A.

     1/8/2020          296,579       USD          349,962,900       KRW          5          —    

Bank of America N.A.

     1/8/2020          804,860       USD          15,777,300       MXN          1,902          —    

Citibank N.A.

     12/4/2019          135,000       AUD          93,172       USD          —            (1,856

Citibank N.A.

     12/4/2019          102,000       AUD          70,268       USD          —            (1,273

Citibank N.A.

     12/4/2019          578,970       AUD          391,621       USD          4          —    

Citibank N.A.

     12/4/2019          260,000       CAD          197,780       USD          —            (2,041

Citibank N.A.

     12/4/2019          208,000       CAD          158,148       USD          —            (1,557

Citibank N.A.

     12/4/2019          1,180,620       CAD          888,838       USD          —            (16

Citibank N.A.

     12/4/2019          85,000       CHF          86,286       USD          —            (1,280

Citibank N.A.

     12/4/2019          61,000       CHF          61,861       USD          —            (857

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Citibank N.A.

     12/4/2019          348,600       CHF          348,849       USD          —            (226

Citibank N.A.

     12/4/2019          370,000       CNH          52,606       USD          18          —    

Citibank N.A.

     12/4/2019          293,000       CNH          41,628       USD          45          —    

Citibank N.A.

     12/4/2019          1,660,680       CNH          236,147       USD          46          —    

Citibank N.A.

     12/4/2019          505,000       EUR          563,804       USD          —            (7,412

Citibank N.A.

     12/4/2019          391,000       EUR          435,915       USD          —            (5,124

Citibank N.A.

     12/4/2019          2,214,870       EUR          2,442,233       USD          —            (1,965

Citibank N.A.

     12/4/2019          155,000       GBP          200,206       USD          269          —    

Citibank N.A.

     12/4/2019          112,000       GBP          144,381       USD          478          —    

Citibank N.A.

     12/4/2019          635,670       GBP          822,252       USD          —            (87

Citibank N.A.

     12/4/2019          2,495,000       INR          35,180       USD          —            (403

Citibank N.A.

     12/4/2019          2,110,000       INR          29,729       USD          —            (319

Citibank N.A.

     12/4/2019          11,957,190       INR          166,637       USD          29          —    

Citibank N.A.

     12/4/2019          39,485,000       JPY          364,226       USD          —            (3,466

Citibank N.A.

     12/4/2019          26,946,000       JPY          248,507       USD          —            (2,312

Citibank N.A.

     12/4/2019          152,734,890       JPY          1,394,768       USD          713          —    

Citibank N.A.

     12/4/2019          80,000,000       KRW          68,878       USD          —            (1,146

Citibank N.A.

     12/4/2019          60,087,000       KRW          51,684       USD          —            (811

Citibank N.A.

     12/4/2019          340,583,460       KRW          288,281       USD          74          —    

Citibank N.A.

     12/4/2019          3,055,000       MXN          158,987       USD          —            (2,778

Citibank N.A.

     12/4/2019          2,688,000       MXN          139,507       USD          —            (2,064

Citibank N.A.

     12/4/2019          15,235,920       MXN          781,036       USD          —            (1,992

Citibank N.A.

     12/4/2019          478,101       USD          693,000       AUD          9,344          —    

Citibank N.A.

     12/4/2019          1,070,696       USD          1,410,150       CAD          9,074          —    

Citibank N.A.

     12/4/2019          424,540       USD          417,900       CHF          6,612          —    

Citibank N.A.

     12/4/2019          281,338       USD          1,984,500       CNH          —            (910

Citibank N.A.

     12/4/2019          2,960,266       USD          2,649,150       EUR          41,523          —    

Citibank N.A.

     12/4/2019          988,352       USD          762,300       GBP          2,406          —    

Citibank N.A.

     12/4/2019          200,053       USD          14,252,700       INR          1,390          —    

Citibank N.A.

     12/4/2019          1,703,452       USD          183,653,400       JPY          25,480          —    

Citibank N.A.

     12/4/2019          348,771       USD          407,838,900       KRW          3,475          —    

Citibank N.A.

     12/4/2019          938,237       USD          18,134,550       MXN          10,980          —    

Citibank N.A.

     1/8/2020          405,220       USD          598,500       AUD          —            (18

Citibank N.A.

     1/8/2020          910,985       USD          1,209,600       CAD          4          —    

Citibank N.A.

     1/8/2020          359,446       USD          358,050       CHF          213          —    

Citibank N.A.

     1/8/2020          238,802       USD          1,681,050       CNH          —            (51

Citibank N.A.

     1/8/2020          2,520,460       USD          2,279,550       EUR          1,998          —    

Citibank N.A.

     1/8/2020          840,664       USD          648,900       GBP          91          —    

Citibank N.A.

     1/8/2020          169,838       USD          12,223,050       INR          —            (3

Citibank N.A.

     1/8/2020          1,438,092       USD          157,023,300       JPY          —            (743

Citibank N.A.

     1/8/2020          296,415       USD          349,962,900       KRW          —            (158

Citibank N.A.

     1/8/2020          804,918       USD          15,777,300       MXN          1,960          —    

HSBC Holdings PLC

     12/4/2019          441,120       AUD          298,373       USD          8          —    

HSBC Holdings PLC

     12/4/2019          899,520       CAD          677,212       USD          —            (14

HSBC Holdings PLC

     12/4/2019          265,600       CHF          265,791       USD          —            (173

HSBC Holdings PLC

     12/4/2019          1,265,280       CNH          179,974       USD          —            (18

HSBC Holdings PLC

     12/4/2019          1,687,520       EUR          1,860,720       USD          —            (1,468

HSBC Holdings PLC

     12/4/2019          484,320       GBP          626,475       USD          —            (63

HSBC Holdings PLC

     12/4/2019          9,110,240       INR          127,000       USD          —            (16

HSBC Holdings PLC

     12/4/2019          116,369,440       JPY          1,062,672       USD          551          —    

HSBC Holdings PLC

     12/4/2019          259,492,160       KRW          219,713       USD          —            (14

HSBC Holdings PLC

     12/4/2019          11,608,320       MXN          595,053       USD          —            (1,495

HSBC Holdings PLC

     12/4/2019          478,182       USD          693,000       AUD          9,425          —    

HSBC Holdings PLC

     12/4/2019          1,070,922       USD          1,410,150       CAD          9,300          —    

HSBC Holdings PLC

     12/4/2019          424,599       USD          417,900       CHF          6,671          —    

HSBC Holdings PLC

     12/4/2019          281,394       USD          1,984,500       CNH          —            (854

HSBC Holdings PLC

     12/4/2019          2,960,393       USD          2,649,150       EUR          41,650          —    

HSBC Holdings PLC

     12/4/2019          988,381       USD          762,300       GBP          2,434          —    

HSBC Holdings PLC

     12/4/2019          199,892       USD          14,252,700       INR          1,229          —    

HSBC Holdings PLC

     12/4/2019          1,703,408       USD          183,653,400       JPY          25,436          —    

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

HSBC Holdings PLC

     12/4/2019          348,711       USD          407,838,900       KRW          3,415          —    

HSBC Holdings PLC

     12/4/2019          938,093       USD          18,134,550       MXN          10,836          —    

HSBC Holdings PLC

     1/8/2020          308,741       USD          456,000       AUD          —            (13

HSBC Holdings PLC

     1/8/2020          694,090       USD          921,600       CAD          9          —    

HSBC Holdings PLC

     1/8/2020          273,874       USD          272,800       CHF          172          —    

HSBC Holdings PLC

     1/8/2020          182,000       USD          1,280,800       CNH          17          —    

HSBC Holdings PLC

     1/8/2020          1,920,340       USD          1,736,800       EUR          1,512          —    

HSBC Holdings PLC

     1/8/2020          640,505       USD          494,400       GBP          69          —    

HSBC Holdings PLC

     1/8/2020          129,418       USD          9,312,800       INR          16          —    

HSBC Holdings PLC

     1/8/2020          1,095,660       USD          119,636,800       JPY          —            (595

HSBC Holdings PLC

     1/8/2020          225,882       USD          266,638,400       KRW          —            (78

HSBC Holdings PLC

     1/8/2020          613,311       USD          12,020,800       MXN          1,534          —    

JP Morgan Chase Bank N.A.

     12/4/2019          306,000       AUD          208,526       USD          —            (1,542

JP Morgan Chase Bank N.A.

     12/4/2019          625,000       CAD          473,213       USD          —            (2,686

JP Morgan Chase Bank N.A.

     12/4/2019          184,000       CHF          186,327       USD          —            (2,315

JP Morgan Chase Bank N.A.

     12/4/2019          879,000       CNH          125,065       USD          —            (48

JP Morgan Chase Bank N.A.

     12/4/2019          1,172,000       EUR          1,299,147       USD          —            (7,877

JP Morgan Chase Bank N.A.

     12/4/2019          336,000       GBP          435,336       USD          —            (759

JP Morgan Chase Bank N.A.

     12/4/2019          6,326,000       INR          87,829       USD          346          —    

JP Morgan Chase Bank N.A.

     12/4/2019          80,800,000       JPY          744,245       USD          —            (6,006

JP Morgan Chase Bank N.A.

     12/4/2019          180,177,000       KRW          154,396       USD          —            (1,849

JP Morgan Chase Bank N.A.

     12/4/2019          8,060,000       MXN          416,254       USD          —            (4,130

Morgan Stanley & Co. International

     12/4/2019          578,970       AUD          391,568       USD          57          —    

Morgan Stanley & Co. International

     12/4/2019          1,180,620       CAD          888,822       USD          1          —    

Morgan Stanley & Co. International

     12/4/2019          348,600       CHF          348,833       USD          —            (210

Morgan Stanley & Co. International

     12/4/2019          1,660,680       CNH          236,214       USD          —            (21

Morgan Stanley & Co. International

     12/4/2019          2,214,870       EUR          2,442,038       USD          —            (1,770

Morgan Stanley & Co. International

     12/4/2019          635,670       GBP          822,197       USD          —            (32

Morgan Stanley & Co. International

     12/4/2019          11,957,190       INR          166,713       USD          —            (47

Morgan Stanley & Co. International

     12/4/2019          152,734,890       JPY          1,394,745       USD          736          —    

Morgan Stanley & Co. International

     12/4/2019          340,583,460       KRW          288,390       USD          —            (35

Morgan Stanley & Co. International

     12/4/2019          15,235,920       MXN          780,979       USD          —            (1,934

Morgan Stanley & Co. International

     12/4/2019          478,142       USD          693,000       AUD          9,385          —    

Morgan Stanley & Co. International

     12/4/2019          1,070,705       USD          1,410,150       CAD          9,082          —    

Morgan Stanley & Co. International

     12/4/2019          424,544       USD          417,900       CHF          6,616          —    

Morgan Stanley & Co. International

     12/4/2019          281,334       USD          1,984,500       CNH          —            (914

Morgan Stanley & Co. International

     12/4/2019          2,960,160       USD          2,649,150       EUR          41,417          —    

Morgan Stanley & Co. International

     12/4/2019          988,398       USD          762,300       GBP          2,451          —    

Morgan Stanley & Co. International

     12/4/2019          200,339       USD          14,252,700       INR          1,676          —    

Morgan Stanley & Co. International

     12/4/2019          1,703,460       USD          183,653,400       JPY          25,488          —    

Morgan Stanley & Co. International

     12/4/2019          350,040       USD          407,838,900       KRW          4,744          —    

Morgan Stanley & Co. International

     12/4/2019          938,209       USD          18,134,550       MXN          10,952          —    

Morgan Stanley & Co. International

     1/8/2020          405,170       USD          598,500       AUD          —            (69

Morgan Stanley & Co. International

     1/8/2020          910,976       USD          1,209,600       CAD          —            (5

Morgan Stanley & Co. International

     1/8/2020          359,443       USD          358,050       CHF          210          —    

Morgan Stanley & Co. International

     1/8/2020          238,875       USD          1,681,050       CNH          22          —    

Morgan Stanley & Co. International

     1/8/2020          2,520,058       USD          2,279,550       EUR          1,597          —    

Morgan Stanley & Co. International

     1/8/2020          840,605       USD          648,900       GBP          33          —    

Morgan Stanley & Co. International

     1/8/2020          169,916       USD          12,223,050       INR          75          —    

Morgan Stanley & Co. International

     1/8/2020          1,437,974       USD          157,023,300       JPY          —            (862

Morgan Stanley & Co. International

     1/8/2020          296,510       USD          349,962,900       KRW          —            (63

Morgan Stanley & Co. International

     1/8/2020          804,447       USD          15,777,300       MXN          1,490          —    

UBS AG

     12/4/2019          578,970       AUD          391,618       USD          7          —    

UBS AG

     12/4/2019          1,180,620       CAD          888,838       USD          —            (15

UBS AG

     12/4/2019          348,600       CHF          348,843       USD          —            (220

UBS AG

     12/4/2019          1,660,680       CNH          236,221       USD          —            (29

UBS AG

     12/4/2019          2,214,870       EUR          2,442,211       USD          —            (1,943

UBS AG

     12/4/2019          635,670       GBP          822,246       USD          —            (80

UBS AG

     12/4/2019          11,957,190       INR          166,704       USD          —            (38

UBS AG

     12/4/2019          152,734,890       JPY          1,394,760       USD          721          —    

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

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

November 30, 2019

 

UBS AG

     12/4/2019          340,583,460       KRW          288,298       USD          56          —    

UBS AG

     12/4/2019          15,235,920       MXN          780,995       USD          —            (1,950

UBS AG

     12/4/2019          364,277       USD          528,000       AUD          7,128          —    

UBS AG

     12/4/2019          815,786       USD          1,074,400       CAD          6,931          —    

UBS AG

     12/4/2019          323,468       USD          318,400       CHF          5,046          —    

UBS AG

     12/4/2019          214,382       USD          1,512,000       CNH          —            (664

UBS AG

     12/4/2019          2,255,512       USD          2,018,400       EUR          31,707          —    

UBS AG

     12/4/2019          753,036       USD          580,800       GBP          1,838          —    

UBS AG

     12/4/2019          152,365       USD          10,859,200       INR          1,003          —    

UBS AG

     12/4/2019          1,297,892       USD          139,926,400       JPY          19,438          —    

UBS AG

     12/4/2019          265,744       USD          310,734,400       KRW          2,661          —    

UBS AG

     12/4/2019          714,794       USD          13,816,800       MXN          8,312          —    

UBS AG

     1/8/2020          405,231       USD          598,500       AUD          —            (8

UBS AG

     1/8/2020          910,989       USD          1,209,600       CAD          8          —    

UBS AG

     1/8/2020          359,454       USD          358,050       CHF          221          —    

UBS AG

     1/8/2020          238,864       USD          1,681,050       CNH          11          —    

UBS AG

     1/8/2020          2,520,451       USD          2,279,550       EUR          1,989          —    

UBS AG

     1/8/2020          840,647       USD          648,900       GBP          74          —    

UBS AG

     1/8/2020          169,889       USD          12,223,050       INR          48          —    

UBS AG

     1/8/2020          1,438,117       USD          157,023,300       JPY          —            (718

UBS AG

     1/8/2020          296,455       USD          349,962,900       KRW          —            (119

UBS AG

     1/8/2020          804,885       USD          15,777,300       MXN          1,927          —    
                     

 

 

      

 

 

 
                      $ 551,373        $ (90,500
                     

 

 

      

 

 

 

CURRENCY LEGEND

 

AUD

      Australian dollar

CAD

      Canadian dollar

CHF

      Swiss franc

CNH

      Offshore Chinese renminbi

EUR

      Euro

GBP

      British pound

INR

      Indian rupee

JPY

      Japanese yen

KRW

      South Korean won

MXN

      Mexican peso

USD

      U.S. dollar

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT OBLIGATIONS - 66.6%

       

U.S. Treasury Bills - 66.6%

       

1.62%, 12/26/19*

   $   9,009,000        $ 8,999,764  

1.53%, 1/16/20*

     8,781,000          8,763,905  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $17,763,174)

          17,763,669  
       

 

 

 
     Shares           

EXCHANGE-TRADED FUND - 4.4%

       

United States - 4.4%

       

WisdomTree Floating Rate Treasury Fund(a)

(Cost: $1,169,777)

     46,600          1,167,796  
       

 

 

 
     Principal
Amount
          

REPURCHASE AGREEMENT - 27.5%

       

United States - 27.5%

       

Citigroup, Inc., tri-party repurchase agreement dated 11/29/19 (tri-party custodian: The Bank of New York Mellon Corp.), 1.63% due 12/2/19; Proceeds at maturity - $7,330,996 (fully collateralized by Fannie Mae Interest STRIPS, 4.00% - 4.50% due 8/1/33 - 5/1/44, Freddie Mac Gold STRIPS, 4.50% due 12/15/40, Ginnie Mae II Single Family, 4.00% due 8/20/49, U.S. Treasury Bill, zero coupon due 1/2/20, U.S. Treasury Bond Coupon STRIPS, zero coupon due 2/15/27, U.S. Treasury Floater, 1.61% due 10/31/20 and U.S. Treasury Notes, 1.75% - 2.88% due 7/31/24 - 5/15/28; Market value including accrued interest - $7,534,403)

(Cost: $7,330,000)

   $ 7,330,000          7,330,000  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 98.5%

(Cost: $26,262,951)

          26,261,465  

Other Assets less Liabilities - 1.5%

 

       402,766  
       

 

 

 
NET ASSETS - 100.0%

 

     $   26,664,231  
       

 

 

 

 

* 

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

(a) 

Affiliated company (See Note 4).

 

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.

     1/14/2020          250,000       CNH          34,881       USD        $ 639        $ —    

Citibank N.A.

     1/14/2020          40,485,270       CNY          5,677,362       USD          76,379          —    

Citibank N.A.

     2/13/2020          47,925,000       CNY          6,780,560       USD          25,102          —    

HSBC Holdings PLC

     12/12/2019          44,500,000       CNH          6,185,403       USD          143,015          —    

HSBC Holdings PLC

     12/12/2019          6,332,369       USD          44,500,000       CNH          3,950          —    

HSBC Holdings PLC

     1/14/2020          11,411,000       CNH          1,597,139       USD          24,157          —    

HSBC Holdings PLC

     3/12/2020          44,500,000       CNH          6,316,621       USD          —            (3,765

UBS AG

     1/14/2020          42,137,730       CNY          5,902,222       USD          86,366          —    
                     

 

 

      

 

 

 
                      $ 359,608        $ (3,765
                     

 

 

      

 

 

 

CURRENCY LEGEND

 

CNH

      Offshore Chinese renminbi

CNY

      Chinese yuan

USD

      U.S. dollar

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT OBLIGATIONS - 70.2%

       

U.S. Treasury Bills - 70.2%

       

1.62%, 12/26/19*

   $   6,987,000        $   6,979,837  

1.53%, 1/16/20*

     7,280,000          7,265,827  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $14,245,292)

          14,245,664  
       

 

 

 
     Shares           

EXCHANGE-TRADED FUND - 3.9%

       

United States - 3.9%

       

WisdomTree Floating Rate Treasury Fund(a)

(Cost: $793,239)

     31,600          791,896  
       

 

 

 
     Principal
Amount
          

REPURCHASE AGREEMENT - 27.2%

       

United States - 27.2%

       

Citigroup, Inc., tri-party repurchase agreement dated 11/29/19 (tri-party custodian: The Bank of New York Mellon Corp.), 1.63% due 12/2/19; Proceeds at maturity - $5,510,748 (fully collateralized by Fannie Mae Interest STRIPS, 3.50% - 10.00% due 4/25/20 - 2/1/47, Fannie Mae Pool, 3.00% - 6.50% due 11/1/28 - 3/1/48, Freddie Mac Gold Pool, 5.00% due 6/1/20 - 9/1/48, Freddie Mac Gold STRIPS, 5.50% due 12/1/32, Freddie Mac Pool, 4.00% due 10/1/38 - 7/1/49, Ginnie Mae I Single Family, 7.00% due 3/15/28, Ginnie Mae I Single Family Platinum, 6.00% due 2/15/24, Resolution Funding Corporation Bond, 8.63% due 1/15/21, Sallie Mae, zero coupon due 10/3/22 and U.S. Treasury Bond Principal STRIPS, zero coupon due 11/15/28; Market value including accrued interest - $5,670,926)

(Cost: $5,510,000)

   $ 5,510,000          5,510,000  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 101.3%

(Cost: $20,548,531)

          20,547,560  

Other Assets less Liabilities - (1.3)%

          (262,685
       

 

 

 
NET ASSETS - 100.0%         $   20,284,875  
       

 

 

 

 

*  

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

(a) 

Affiliated company (See Note 4).

 

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.

     2/6/2020          5,550,000       BRL          1,382,110       USD        $ —          $ (73,462

Bank of Montreal

     2/6/2020          4,669,955,000       COP          1,379,012       USD          —            (58,675

Barclays Bank PLC

     2/6/2020          20,290,000       ZAR          1,370,347       USD          1,882          —    

Goldman Sachs

     2/6/2020          26,610,000       MXN          1,371,732       USD          —            (19,707

HSBC Holdings PLC

     2/6/2020          41,500,000       THB          1,374,432       USD          870          —    

HSBC Holdings PLC

     2/6/2020          8,145,000       TRY          1,382,906       USD          11,895          —    

JP Morgan Chase Bank N.A.

     2/6/2020          88,740,000       RUB          1,372,088       USD          —            (2,604

Morgan Stanley & Co. International

     2/6/2020          5,770,000       MYR          1,380,053       USD          —            (242

Morgan Stanley & Co. International

     2/6/2020          5,300,000       PLN          1,380,570       USD          —            (25,647

Royal Bank of Canada

     2/6/2020          9,740,000       CNH          1,376,680       USD          6,368          —    

Royal Bank of Canada

     2/6/2020          19,498,595,000       IDR          1,379,162       USD          —            (5,648

Royal Bank of Canada

     2/6/2020          98,535,000       INR          1,380,429       USD          —            (14,873

Royal Bank of Canada

     2/6/2020          1,606,405,000       KRW          1,382,686       USD          —            (20,480

Royal Bank of Canada

     2/6/2020          70,570,000       PHP          1,377,782       USD          7,984          —    

UBS AG

     2/6/2020          999,000,000       CLP          1,376,659       USD          —            (135,123
                     

 

 

      

 

 

 
                      $ 28,999        $ (356,461 ) 
                     

 

 

      

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

November 30, 2019

 

CURRENCY LEGEND

 

BRL

      Brazilian real

CLP

      Chilean peso

CNH

      Offshore Chinese renminbi

COP

      Colombian peso

IDR

      Indonesian rupiah

INR

      Indian rupee

KRW

      South Korean won

MXN

      Mexican peso

MYR

      Malaysian ringgit

PHP

      Philippine peso

PLN

      Polish zloty

RUB

      Russian ruble

THB

      Thai baht

TRY

      Turkish new lira

USD

      U.S. dollar

ZAR

      South African rand

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT OBLIGATIONS - 1.3%

       

U.S. Treasury Bond - 1.3%

       

U.S. Treasury Bond

       

3.50%, 2/15/39

(Cost: $445,546)

   $   400,000        $ 491,531  
       

 

 

 

FOREIGN CORPORATE BONDS - 94.9%

       

Argentina - 1.3%

       

YPF S.A.

       

8.75%, 4/4/24, Reg S

     200,000          178,460  

8.50%, 6/27/29(a)

     400,000          314,625  
       

 

 

 
Total Argentina           493,085  
       

 

 

 

Brazil - 8.1%

       

Banco do Brasil S.A.

       

4.63%, 1/15/25(a)(b)

     350,000          363,475  

Banco Safra S.A.

       

4.13%, 2/8/23(a)

     450,000          462,938  

Banco Votorantim S.A.

       

4.50%, 9/24/24(a)(b)

     200,000          206,000  

Braskem Finance Ltd.

       

6.45%, 2/3/24

     300,000          334,631  

Braskem Netherlands Finance B.V.

       

4.50%, 1/31/30(a)

     200,000          193,250  

Klabin Finance S.A.

       

4.88%, 9/19/27(a)

     300,000          310,828  

Minerva Luxembourg S.A.

       

5.88%, 1/19/28(a)

     400,000          407,500  

Petrobras Global Finance B.V.

       

5.75%, 2/1/29

     335,000          369,233  

St Marys Cement, Inc.

       

5.75%, 1/28/27, Reg S

     300,000          337,172  
       

 

 

 
Total Brazil           2,985,027  
       

 

 

 

Chile - 4.4%

       

Celulosa Arauco y Constitucion S.A.

       

4.20%, 1/29/30(a)

     200,000          196,781  

5.50%, 11/2/47

     325,000          339,320  

Colbun S.A.

       

3.95%, 10/11/27(a)

     325,000          336,477  

Inversiones CMPC S.A.

       

4.75%, 9/15/24, Reg S

     250,000          263,203  

SACI Falabella

       

3.75%, 10/30/27(a)

     250,000          253,203  

Telefonica Chile S.A.

       

3.88%, 10/12/22, Reg S

     200,000          205,250  
       

 

 

 
Total Chile           1,594,234  
       

 

 

 

China - 7.2%

       

Bank of China Ltd.

       

5.00%, 11/13/24, Reg S(b)

     600,000          657,750  

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)(c)

     600,000          602,906  

China Evergrande Group

       

8.75%, 6/28/25, Reg S

     200,000          169,969  

CNAC HK Finbridge Co., Ltd.

       

4.88%, 3/14/25, Reg S

     300,000          326,016  

5.13%, 3/14/28, Reg S

     200,000          225,500  

CNOOC Finance 2013 Ltd.

       

3.00%, 5/9/23

     200,000          203,500  

Tencent Holdings Ltd.

       

3.60%, 1/19/28(a)

     450,000          469,268  
       

 

 

 
Total China           2,654,909  
       

 

 

 

Colombia - 5.0%

       

Banco Bilbao Vizcaya Argentaria Colombia S.A.

       

4.88%, 4/21/25(a)

     540,000          568,941  

4.88%, 4/21/25, Reg S

     200,000          210,719  

Banco de Bogota S.A.

       

4.38%, 8/3/27, Reg S

     400,000          421,625  

Ecopetrol S.A.

       

5.38%, 6/26/26

     210,000          232,396  

5.88%, 5/28/45

     149,000          170,116  

Transportadora de Gas Internacional S.A. ESP

       

5.55%, 11/1/28(a)

     200,000          229,094  
       

 

 

 
Total Colombia           1,832,891  
       

 

 

 

Ghana - 0.6%

       

Tullow Oil PLC

       

6.25%, 4/15/22, Reg S(b)

     200,000          200,938  
       

 

 

 

India - 6.9%

       

Adani Ports & Special Economic Zone Ltd.

       

4.38%, 7/3/29(a)

     400,000          415,511  

Bharti Airtel Ltd.

       

4.38%, 6/10/25, Reg S

     625,000          629,494  

ICICI Bank Ltd.

       

3.25%, 9/9/22, Reg S

     200,000          202,656  

Reliance Industries Ltd.

       

3.67%, 11/30/27(a)

     617,000          643,705  

Vedanta Resources Ltd.

       

6.38%, 7/30/22, Reg S

     500,000          489,687  

7.13%, 5/31/23, Reg S

     150,000          146,836  
       

 

 

 
Total India           2,527,889  
       

 

 

 

Indonesia - 3.2%

       

Pertamina Persero PT

       

4.30%, 5/20/23, Reg S

     500,000          528,984  

Perusahaan Listrik Negara PT

       

4.13%, 5/15/27(a)(b)

     380,000          399,594  

4.13%, 5/15/27, Reg S

     220,000          231,344  
       

 

 

 
Total Indonesia           1,159,922  
       

 

 

 

Israel - 2.8%

       

Israel Electric Corp., Ltd.

       

6.88%, 6/21/23, Reg S

     200,000          227,938  

4.25%, 8/14/28, Series GMTN, Reg S(a)

     200,000          218,344  

Teva Pharmaceutical Finance Netherlands III B.V.

       

2.80%, 7/21/23

     250,000          226,875  

3.15%, 10/1/26

     450,000          366,609  
       

 

 

 
Total Israel           1,039,766  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Jamaica - 0.5%

       

Digicel Ltd.

       

6.00%, 4/15/21, Reg S

   $   250,000        $ 183,672  
       

 

 

 

Kazakhstan - 2.4%

       

KazMunayGas National Co. JSC

       

4.75%, 4/24/25(a)

     200,000          218,813  

4.75%, 4/19/27, Reg S

     600,000          655,500  
       

 

 

 
Total Kazakhstan           874,313  
       

 

 

 

Kuwait - 2.1%

       

Equate Petrochemical B.V.

       

3.00%, 3/3/22, Reg S

     280,000          281,356  

NBK Tier 1 Financing 2 Ltd.

       

4.50%, 11/27/25, (4.50% fixed rate until 11/27/25; 6-year U.S. dollar Swap Rate + 2.832% thereafter)(a)(c)(d)

     500,000          499,375  
       

 

 

 
Total Kuwait           780,731  
       

 

 

 

Luxembourg - 3.3%

       

Altice Financing S.A.

       

6.63%, 2/15/23, Reg S

     350,000          358,750  

7.50%, 5/15/26, Reg S

     250,000          266,550  

Millicom International Cellular S.A.

       

6.00%, 3/15/25, Reg S

     330,000          342,684  

5.13%, 1/15/28(a)

     216,000          221,906  
       

 

 

 
Total Luxembourg           1,189,890  
       

 

 

 

Malaysia - 1.1%

       

Petronas Capital Ltd.

       

3.50%, 3/18/25, Reg S

     400,000          420,000  
       

 

 

 

Mexico - 5.8%

       

Alpek S.A.B. de C.V.

       

4.25%, 9/18/29(a)

     400,000          400,500  

Banco Mercantil del Norte S.A.

       

7.50%, 6/27/29, (7.50% fixed rate until 6/27/29; 10-year Constant Maturity Treasury Rate + 5.47% thereafter)(a)(c)(d)

     200,000          211,500  

BBVA Bancomer S.A.

       

6.75%, 9/30/22, Reg S(b)

     250,000          271,625  

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

       

7.75%, 4/16/26, Reg S

     600,000          650,250  

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)(c)(d)

     250,000          264,219  

Orbia Advance Corp. S.A.B. de C.V.

       

4.00%, 10/4/27(a)

     320,000          323,450  
       

 

 

 
Total Mexico           2,121,544  
       

 

 

 

Morocco - 1.6%

       

OCP S.A.

       

5.63%, 4/25/24, Reg S

     300,000          330,300  

6.88%, 4/25/44, Reg S

     200,000          251,500  
       

 

 

 
Total Morocco           581,800  
       

 

 

 

Netherlands - 1.9%

       

Sigma Finance Netherlands B.V.

       

4.88%, 3/27/28(a)(b)

     300,000          323,203  

VEON Holdings B.V.

       

4.00%, 4/9/25(a)

     350,000          362,250  
       

 

 

 
Total Netherlands           685,453  
       

 

 

 

Oman - 0.7%

       

Oztel Holdings SPC Ltd.

       

5.63%, 10/24/23, Reg S

     250,000          264,766  
       

 

 

 

Panama - 1.4%

       

Multibank, Inc.

       

4.38%, 11/9/22(a)(b)

     500,000          518,359  
       

 

 

 

Peru - 5.1%

       

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)(c)

     450,000          479,461  

Banco Internacional del Peru S.A.A. Interbank

       

3.25%, 10/4/26(a)

     200,000          199,250  

Inkia Energy Ltd.

       

5.88%, 11/9/27, Reg S

     200,000          207,031  

Inretail Pharma S.A.

       

5.38%, 5/2/23(a)

     300,000          314,906  

5.38%, 5/2/23, Reg S

     100,000          104,969  

Kallpa Generacion S.A.

       

4.13%, 8/16/27, Reg S

     250,000          255,156  

Southern Copper Corp.

       

5.25%, 11/8/42

     260,000          292,825  
       

 

 

 
Total Peru           1,853,598  
       

 

 

 

Philippines - 1.4%

       

Power Sector Assets & Liabilities Management Corp.

       

7.39%, 12/2/24, Reg S

     400,000          497,875  
       

 

 

 

Russia - 7.3%

       

Alfa Bank AO via Alfa Bond Issuance PLC

       

6.95%, 4/30/23, Reg S, (6.95% fixed rate until 4/30/23; 5-year Constant Maturity Treasury Rate + 4.572% thereafter)(c)(d)

     250,000          249,375  

5.95%, 4/15/30, (5.95% fixed rate until 4/15/25; 5-year Constant Maturity Treasury Rate + 4.546% thereafter)(a)(c)

     350,000          356,563  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

ALROSA Finance S.A.

       

4.65%, 4/9/24(a)

   $   200,000        $ 211,314  

Evraz PLC

       

5.25%, 4/2/24(a)

     275,000          296,570  

Gazprom Neft OAO via GPN Capital S.A.

       

6.00%, 11/27/23, Reg S

     325,000          362,832  

Gazprom PJSC via Gaz Capital S.A.

       

4.95%, 3/23/27, Reg S

     335,000          367,244  

Novolipetsk Steel via Steel Funding DAC

       

4.00%, 9/21/24, Reg S

     250,000          261,250  

Severstal OAO Via Steel Capital S.A.

       

3.15%, 9/16/24(a)

     200,000          199,500  

VTB Bank OJSC via VTB Capital S.A.

       

6.95%, 10/17/22, Reg S

     353,000          381,240  
       

 

 

 
Total Russia           2,685,888  
       

 

 

 

Saudi Arabia - 1.1%

       

SABIC Capital II B.V.

       

4.50%, 10/10/28(a)

     350,000          389,484  
       

 

 

 

Singapore - 1.5%

       

Oversea-Chinese Banking Corp., Ltd.

       

4.25%, 6/19/24, Reg S(b)

     525,000          560,438  
       

 

 

 

South Africa - 1.9%

       

AngloGold Ashanti Holdings PLC

       

5.13%, 8/1/22

     200,000          210,875  

6.50%, 4/15/40

     162,000          182,579  

Gold Fields Orogen Holdings BVI Ltd.

       

5.13%, 5/15/24(a)(b)

     275,000          293,047  
       

 

 

 
Total South Africa           686,501  
       

 

 

 

South Korea - 2.5%

       

Kookmin Bank

       

4.35%, 7/2/24, (4.35% fixed rate until 7/2/24; 5-year Constant Maturity Treasury Rate + 2.639% thereafter)(a)(c)(d)

     200,000          205,031  

Woori Bank

       

4.75%, 4/30/24, Reg S(b)

     650,000          697,836  
       

 

 

 
Total South Korea           902,867  
       

 

 

 

Thailand - 3.5%

       

Bangkok Bank PCL

       

4.45%, 9/19/28(a)

     300,000          335,109  

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)(c)(d)

     600,000          619,969  

3.90%, 12/6/59(a)

     325,000          321,656  
       

 

 

 
Total Thailand           1,276,734  
       

 

 

 

Turkey - 4.1%

       

QNB Finansbank AS

       

6.88%, 9/7/24(a)(b)

     200,000          212,281  

Turk Telekomunikasyon AS

       

6.88%, 2/28/25(a)

     200,000          214,063  

Turkiye Garanti Bankasi AS

       

5.88%, 3/16/23, Reg S

     350,000          358,641  

Turkiye Is Bankasi AS

       

6.13%, 4/25/24, Reg S

     200,000          197,656  

Turkiye Sise ve Cam Fabrikalari AS

       

6.95%, 3/14/26(a)

     300,000          315,703  

Turkiye Vakiflar Bankasi TAO

       

8.13%, 3/28/24(a)

     200,000          209,500  
       

 

 

 
Total Turkey           1,507,844  
       

 

 

 

United Arab Emirates - 5.7%

       

Abu Dhabi National Energy Co. PJSC

       

4.38%, 6/22/26, Reg S

     1,000,000          1,085,625  

DP World Crescent Ltd.

       

3.91%, 5/31/23, Reg S

     200,000          207,875  

DP World PLC

       

6.85%, 7/2/37, Reg S

     100,000          131,656  

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 + 3.35% thereafter)(c)(d)

     200,000          201,750  

MAF Global Securities Ltd.

       

4.75%, 5/7/24, Reg S

     200,000          213,438  

MHP Lux S.A.

       

6.25%, 9/19/29(a)

     275,000          260,562  
       

 

 

 
Total United Arab Emirates           2,100,906  
       

 

 

 

Zambia - 0.5%

       

First Quantum Minerals Ltd.

       

6.88%, 3/1/26(a)

     200,000          194,031  
       

 

 

 

TOTAL FOREIGN CORPORATE BONDS

(Cost: $33,417,870)

          34,765,355  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

FOREIGN GOVERNMENT OBLIGATIONS - 3.0%

       

Egypt - 1.2%

       

Egypt Government International Bond

       

7.60%, 3/1/29(a)

   $ 400,000        $   426,375  
       

 

 

 

Indonesia - 0.7%

       

Indonesia Government International Bond

       

4.75%, 2/11/29

     210,000          239,269  
       

 

 

 

Nigeria - 0.5%

       

Nigeria Government International Bond

       

6.50%, 11/28/27, Reg S

     200,000          200,031  
       

 

 

 

Saudi Arabia - 0.6%

       

Saudi Government International Bond

       

4.00%, 4/17/25(a)

     200,000          214,800  
       

 

 

 

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $1,007,617)

          1,080,475  
       

 

 

 
     Shares           

INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 7.4%

       

United States - 7.4%

       

State Street Navigator Securities Lending Government Money Market Portfolio, 1.63%(e)

(Cost: $2,718,060)(f)

     2,718,060          2,718,060  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 106.6%

(Cost: $37,589,093)

          39,055,421  

Other Assets less Liabilities - (6.6)%

          (2,414,383
       

 

 

 
NET ASSETS - 100.0%         $   36,641,038  
       

 

 

 

 

(a)  

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

(b) 

Security, or portion thereof, was on loan at November 30, 2019 (See Note 2).

(c) 

Rate shown reflects the accrual rate as of November 30, 2019 on securities with variable or step rates.

(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 November 30, 2019.

(f) 

At November 30, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $3,704,451 and the total market value of the collateral held by the Fund was $3,792,915. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,074,855.

 

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
Value
    Unrealized
Appreciation/
(Depreciation)
 

10 Year U.S. Treasury Note

   30    3/20/20    $ (3,880,781   $ 4,343  

U.S. Treasury Long Bond

   2    3/20/20      (317,937     526  

Ultra 10 Year U.S. Treasury Note

   6    3/20/20      (853,313     1,085  
        

 

 

   

 

 

 
         $   (5,052,031   $ 5,954  
        

 

 

   

 

 

 

Long Exposure

                      

2 Year U.S. Treasury Note

   19    3/31/20    $ 4,096,133     $ (54

5 Year U.S. Treasury Note

   6    3/31/20      713,812       (94
        

 

 

   

 

 

 
         $ 4,809,945     $ (148
        

 

 

   

 

 

 
Total - Net          $ (242,086   $   5,806  
        

 

 

   

 

 

 

 

  

As of November 30, 2019, deposits at broker for futures contracts of $44,051 included cash collateral of $45,746 and previously settled variation margin losses on open futures contracts of $1,695.

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

FOREIGN GOVERNMENT AGENCIES - 0.2%

         

Turkey - 0.2%

         

Kreditanstalt fuer Wiederaufbau

         

9.25%, 5/22/20, Reg S

(Cost: $536,793)

     1,590,000       TRY        $ 274,648  
         

 

 

 

FOREIGN GOVERNMENT OBLIGATIONS - 85.7%

         

Brazil - 11.7%

         

Brazil Letras do Tesouro Nacional

         

10.26%, 7/1/21, Series LTN(a)

     5,000,000       BRL          1,094,792  

8.51%, 1/1/22, Series LTN(a)

     12,785,000       BRL          2,712,081  

6.26%, 7/1/22, Series LTN(a)

     11,000,000       BRL          2,258,590  

6.65%, 7/1/23, Series LTN(a)

     8,030,000       BRL          1,536,556  

Brazil Notas do Tesouro Nacional

         

10.00%, 1/1/21, Series F

     13,093,000       BRL          3,264,447  

10.00%, 1/1/23, Series F

     13,435,000       BRL          3,527,810  

10.00%, 1/1/25, Series F

     13,739,000       BRL          3,720,998  

10.00%, 1/1/27, Series F

     12,840,000       BRL          3,560,040  

10.00%, 1/1/29, Series F

     2,460,000       BRL          696,035  
         

 

 

 
Total Brazil             22,371,349  
         

 

 

 

Chile - 1.7%

         

Bonos de la Tesoreria de la Republica en pesos

         

4.50%, 3/1/21

     315,000,000       CLP          403,808  

4.50%, 3/1/26

     790,000,000       CLP          1,065,047  

5.00%, 3/1/35

     795,000,000       CLP          1,147,245  

6.00%, 1/1/43, Series 30YR

     325,000,000       CLP          539,769  
         

 

 

 
Total Chile             3,155,869  
         

 

 

 

China - 3.7%

         

China Government Bond

         

3.09%, 6/29/20, Reg S

     1,000,000       CNY          142,575  

2.48%, 12/1/20

     3,000,000       CNY          425,679  

3.25%, 7/4/21

     10,000,000       CNY          1,433,972  

2.36%, 8/18/21, Reg S

     8,000,000       CNY          1,130,978  

3.10%, 6/29/22

     8,500,000       CNY          1,218,979  

3.16%, 6/27/23

     10,000,000       CNY          1,439,854  

3.38%, 7/4/26

     2,500,000       CNY          364,777  

3.85%, 12/12/26

     4,000,000       CNY          601,520  

3.48%, 6/29/27, Reg S

     2,000,000       CNY          293,360  
         

 

 

 
Total China             7,051,694  
         

 

 

 

Colombia - 6.9%

         

Colombia Government International Bond

         

7.75%, 4/14/21

     2,209,000,000       COP          649,328  

Colombian TES

         

7.00%, 5/4/22, Series B

     5,691,700,000       COP          1,682,065  

10.00%, 7/24/24, Series B

     9,452,700,000       COP          3,164,908  

7.50%, 8/26/26, Series B

     6,409,200,000       COP          1,972,270  

6.00%, 4/28/28, Series B

     7,093,200,000       COP          1,979,804  

7.75%, 9/18/30, Series B

     6,190,000,000       COP          1,915,490  

7.00%, 6/30/32, Series B

     5,237,500,000       COP          1,536,083  

7.25%, 10/18/34, Series B

     1,000,000,000       COP          298,672  
         

 

 

 
Total Colombia             13,198,620  
         

 

 

 

Hungary - 1.9%

         

Hungary Government Bond

         

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

     65,510,000       HUF          231,247  

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

     119,950,000       HUF          465,527  

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

     188,360,000       HUF          647,474  

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

     318,610,000       HUF          1,159,503  

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

     322,740,000       HUF          1,182,418  
         

 

 

 
Total Hungary             3,686,169  
         

 

 

 

India - 3.6%

         

India Government Bond

         

7.68%, 12/15/23

     30,000,000       INR          440,565  

8.40%, 7/28/24

     134,000,000       INR          2,027,271  

7.59%, 3/20/29

     100,000,000       INR          1,469,942  

7.88%, 3/19/30

     100,000,000       INR          1,493,710  

9.20%, 9/30/30

     90,920,000       INR          1,473,789  
         

 

 

 
Total India             6,905,277  
         

 

 

 

Indonesia - 6.9%

         

Indonesia Treasury Bond

         

8.25%, 7/15/21, Series FR53

     6,636,000,000       IDR          487,625  

7.00%, 5/15/22, Series FR61

     10,109,000,000       IDR          731,639  

8.38%, 3/15/24, Series FR70

     24,665,000,000       IDR          1,870,641  

8.38%, 9/15/26, Series FR56

     23,181,000,000       IDR          1,780,064  

9.00%, 3/15/29, Series FR71

     23,875,000,000       IDR          1,901,706  

8.75%, 5/15/31, Series FR73

     26,689,000,000       IDR          2,103,313  

8.25%, 6/15/32, Series FR58

     19,053,000,000       IDR          1,441,261  

8.38%, 3/15/34, Series FR68

     16,000,000,000       IDR          1,222,454  

8.25%, 5/15/36, Series FR72

     14,563,000,000       IDR          1,096,401  

8.75%, 2/15/44, Series FR67

     6,890,000,000       IDR          532,936  
         

 

 

 
Total Indonesia             13,168,040  
         

 

 

 

Malaysia - 3.7%

         

Malaysia Government Bond

         

4.16%, 7/15/21, Series 0111

     2,088,000       MYR          508,338  

3.42%, 8/15/22, Series 0112

     1,743,000       MYR          421,004  

4.18%, 7/15/24, Series 0114

     3,385,000       MYR          843,130  

3.96%, 9/15/25, Series 0115

     5,000,000       MYR          1,237,978  

3.90%, 11/16/27, Series 0417

     4,410,000       MYR          1,091,041  

3.89%, 8/15/29, Series 0219

     3,500,000       MYR          868,531  

4.76%, 4/7/37, Series 0317

     2,175,000       MYR          588,244  

Malaysia Government Investment Issue

         

3.95%, 4/14/22, Series 0317

     895,000       MYR          218,484  

4.09%, 11/30/23, Series 0318

     5,000,000       MYR          1,236,825  
         

 

 

 
Total Malaysia             7,013,575  
         

 

 

 

Mexico - 7.3%

         

Mexican Bonos

         

6.50%, 6/9/22, Series M

     9,987,000       MXN          508,384  

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

     32,353,000       MXN          1,871,666  

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

     42,000,000       MXN          2,210,493  

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

     7,455,000       MXN          419,621  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

7.75%, 5/29/31, Series M

     25,133,000       MXN        $   1,348,888  

7.75%, 11/23/34, Series M

     11,319,000       MXN          608,500  

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

     35,452,000       MXN          2,303,112  

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

     24,854,000       MXN          1,430,002  

7.75%, 11/13/42, Series M

     39,142,000       MXN          2,094,731  

8.00%, 11/7/47, Series M

     20,000,000       MXN          1,104,640  
         

 

 

 
Total Mexico             13,900,037  
         

 

 

 

Peru - 3.6%

         

Peru Government Bond

         

6.15%, 8/12/32, Reg S(b)

     101,000       PEN          33,412  

Peruvian Government International Bond

         

5.70%, 8/12/24, Reg S

     3,450,000       PEN          1,131,541  

8.20%, 8/12/26, Reg S

     3,868,000       PEN          1,430,696  

6.95%, 8/12/31, Reg S

     6,421,000       PEN          2,260,965  

6.90%, 8/12/37, Reg S

     5,765,000       PEN          2,023,214  
         

 

 

 
Total Peru             6,879,828  
         

 

 

 

Philippines - 2.0%

         

Philippine Government International Bond

         

4.95%, 1/15/21

     60,000,000       PHP          1,195,159  

3.90%, 11/26/22

     39,000,000       PHP          768,598  

6.25%, 1/14/36

     80,000,000       PHP          1,913,608  
         

 

 

 
Total Philippines             3,877,365  
         

 

 

 

Poland - 7.4%

         

Republic of Poland Government Bond

         

1.75%, 7/25/21, Series 0721

     1,455,000       PLN          374,323  

2.25%, 4/25/22, Series 0422

     5,914,000       PLN          1,539,027  

5.75%, 9/23/22, Series 0922

     4,528,000       PLN          1,290,110  

2.50%, 1/25/23, Series 0123

     5,000,000       PLN          1,313,915  

4.00%, 10/25/23, Series 1023

     7,301,000       PLN          2,030,356  

3.25%, 7/25/25, Series 0725

     6,865,000       PLN          1,889,331  

2.50%, 7/25/26, Series 0726

     9,495,000       PLN          2,519,389  

2.50%, 7/25/27, Series 0727

     9,885,000       PLN          2,625,804  

2.75%, 10/25/29, Series 1029

     1,750,000       PLN          477,541  
         

 

 

 
Total Poland             14,059,796  
         

 

 

 

Romania - 1.9%

         

Romania Government Bond

         

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

     1,930,000       RON          443,832  

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

     2,560,000       RON          611,305  

4.00%, 10/27/21, Series 3Y

     400,000       RON          93,003  

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

     3,470,000       RON          848,803  

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

     3,295,000       RON          782,477  

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

     2,880,000       RON          721,724  

5.00%, 2/12/29, Series 10Y

     500,000       RON          119,104  
         

 

 

 
Total Romania             3,620,248  
         

 

 

 

Russia - 10.4%

         

Russian Federal Bond - OFZ

         

7.00%, 12/15/21, Series 5083

     68,235,000       RUB          1,086,388  

7.00%, 1/25/23, Series 6211

     124,349,000       RUB          1,994,982  

7.00%, 8/16/23, Series 6215

     95,305,000       RUB          1,533,192  

6.50%, 2/28/24, Series 6223

     119,910,000       RUB          1,894,921  

7.40%, 7/17/24, Series 6227

     120,000,000       RUB          1,961,796  

7.10%, 10/16/24, Series 6222

     100,000,000       RUB          1,618,586  

7.75%, 9/16/26, Series 6219

     128,000,000       RUB          2,161,700  

7.05%, 1/19/28, Series 6212

     119,885,000       RUB          1,959,906  

6.90%, 5/23/29, Series 6224

     55,000,000       RUB          892,357  

8.50%, 9/17/31, Series 6218

     98,595,000       RUB          1,797,951  

7.70%, 3/23/33, Series 6221

     83,865,000       RUB          1,438,310  

7.25%, 5/10/34, Series 6225

     90,000,000       RUB          1,488,704  
         

 

 

 
Total Russia             19,828,793  
         

 

 

 

South Africa - 4.9%

         

Republic of South Africa Government Bond

         

8.00%, 1/31/30, Series 2030

     1,955,000       ZAR          122,931  

7.00%, 2/28/31, Series R213

     30,067,000       ZAR          1,709,569  

8.25%, 3/31/32, Series 2032

     8,000,000       ZAR          493,851  

6.25%, 3/31/36, Series R209

     22,601,600       ZAR          1,093,779  

8.50%, 1/31/37, Series 2037

     8,000,000       ZAR          478,950  

9.00%, 1/31/40, Series 2040

     33,000,000       ZAR          2,026,506  

8.75%, 1/31/44, Series 2044

     23,155,000       ZAR          1,369,499  

8.75%, 2/28/48, Series 2048

     33,120,000       ZAR          1,955,601  
         

 

 

 
Total South Africa             9,250,686  
         

 

 

 

Thailand - 4.6%

         

Thailand Government Bond

         

3.85%, 12/12/25

     5,480,000       THB          206,377  

2.13%, 12/17/26

     36,000,000       THB          1,241,715  

2.88%, 12/17/28

     12,615,000       THB          462,119  

4.88%, 6/22/29

     37,602,000       THB          1,603,381  

3.65%, 6/20/31

     55,000,000       THB          2,187,098  

3.40%, 6/17/36

     58,800,000       THB          2,367,426  

2.88%, 6/17/46

     19,050,000       THB          751,769  
         

 

 

 
Total Thailand             8,819,885  
         

 

 

 

Turkey - 3.5%

         

Turkey Government Bond

         

9.40%, 7/8/20

     11,050,000       TRY          1,904,675  

11.00%, 3/2/22

     8,420,000       TRY          1,448,413  

8.00%, 3/12/25

     10,557,000       TRY          1,555,014  

11.00%, 2/24/27

     5,955,000       TRY          981,872  

10.50%, 8/11/27

     4,910,000       TRY          788,370  
         

 

 

 
Total Turkey             6,678,344  
         

 

 

 

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $175,816,648)

            163,465,575  
         

 

 

 

SUPRANATIONAL BONDS - 5.4%

         

European Bank for Reconstruction & Development

         

6.45%, 12/13/22

     12,910,000,000       IDR          922,463  

European Investment Bank

         

7.63%, 1/12/22

     18,000,000       MXN          935,552  

8.13%, 12/21/26

     24,740,000       ZAR          1,748,599  

8.00%, 5/5/27, Reg S

     28,200,000       ZAR          1,981,688  

International Bank for Reconstruction & Development

         

8.25%, 12/21/26

     14,000,000       ZAR          988,819  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

International Finance Corp.

         

7.50%, 1/18/28

     37,000,000       MXN        $   1,937,400  

5.50%, 2/28/28

     118,000,000       RUB          1,858,183  
         

 

 

 

TOTAL SUPRANATIONAL BONDS

(Cost: $10,177,070)

            10,372,704  
         

 

 

 

REPURCHASE AGREEMENT - 6.0%

         

United States - 6.0%

         

Citigroup, Inc., tri-party repurchase agreement dated 11/29/19 (tri-party custodian: The Bank of New York Mellon Corp.), 1.63% due 12/2/19; Proceeds at maturity - $11,531,566 (fully collateralized by Fannie Mae Interest STRIPS, zero coupon - 6.50% due 1/1/33 - 2/1/48 and Freddie Mac Gold STRIPS, zero coupon - 4.00% due 12/15/27 - 8/15/48; Market value including accrued interest - $11,875,900)

(Cost: $11,530,000)

     11,530,000            11,530,000  
         

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 97.3%

(Cost: $198,060,511)

            185,642,927  

Other Assets less Liabilities - 2.7%

            5,105,615  
         

 

 

 
NET ASSETS - 100.0%           $   190,748,542  
         

 

 

 

 

  

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

(a) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of November 30, 2019.

(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.

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.

     12/18/2019        144,000,000        RUB        2,148,052        USD        $ 87,841        $ —    

Citibank N.A.

     12/18/2019        157,945,000        THB        5,162,698        USD          65,676          —    

Citibank N.A.

     12/18/2019        258,882        USD        5,000,000        MXN          3,057          —    

Citibank N.A.

     12/18/2019        169,661        USD        1,000,000        TRY          —            (3,698

Goldman Sachs

     12/18/2019        123,070,000        MXN        6,207,963        USD          88,906          —    

JP Morgan Chase Bank N.A.

     12/18/2019        112,643        USD        8,082,000        INR          127          —    

Morgan Stanley & Co. International

     12/18/2019        5,300,000        TRY        890,571        USD          28,235          —    

Royal Bank of Canada

     12/18/2019        8,082,000        INR        111,257        USD          1,258          —    
                   

 

 

      

 

 

 
                    $ 275,100        $ (3,698
                   

 

 

      

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

November 30, 2019

 

CURRENCY LEGEND

BRL

  

Brazilian real

CLP

  

Chilean peso

CNY

  

Chinese yuan

COP

  

Colombian peso

HUF

  

Hungary forint

IDR

  

Indonesian rupiah

INR

  

Indian rupee

MXN

  

Mexican peso

MYR

  

Malaysian ringgit

PEN

  

Peruvian Nuevo sol

PHP

  

Philippine peso

PLN

  

Polish zloty

RON

  

Romanian leu

RUB

  

Russian ruble

THB

  

Thai baht

TRY

  

Turkish new lira

USD

  

U.S. dollar

ZAR

  

South African rand

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Floating Rate Treasury Fund (USFR)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT OBLIGATIONS - 99.9%

 

U.S. Treasury Notes - 99.9%

 

U.S. Treasury Floating Rate Notes

 

1.68%, 1/31/21, (3-month U.S. Treasury Bill Money Market Yield + 0.115%)*

   $   490,912,000        $ 490,766,926  

1.71%, 4/30/21, (3-month U.S. Treasury Bill Money Market Yield + 0.139%)*

     491,087,000          490,794,656  

1.79%, 7/31/21, (3-month U.S. Treasury Bill Money Market Yield + 0.22%)*

     484,043,000          484,274,208  

1.87%, 10/31/21, (3-month U.S. Treasury Bill Money Market Yield + 0.30%)*

     329,743,000          330,133,696  
       

 

 

 
TOTAL INVESTMENTS IN SECURITIES - 99.9%
(Cost: $1,795,694,393)

 

       1,795,969,486  

Other Assets less Liabilities - 0.1%

 

       2,585,099  
       

 

 

 
NET ASSETS - 100.0%

 

     $   1,798,554,585  
       

 

 

 

 

*  

Floating rate note. Coupon shown is in effect at November 30, 2019. Date represents the ultimate maturity date.

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. CORPORATE BONDS - 81.8%

 

United States - 81.8%

 

Acadia Healthcare Co., Inc.

       

5.13%, 7/1/22

   $ 27,000        $ 27,211  

5.63%, 2/15/23

     569,000          581,086  

ACE Cash Express, Inc.

       

12.00%, 12/15/22(a)

     50,000          46,500  

Acrisure LLC

       

8.13%, 2/15/24(a)

     489,000          520,479  

Actuant Corp.

       

5.63%, 6/15/22

     362,000          366,638  

ADT Security Corp. (The)

       

6.25%, 10/15/21

     416,000          441,896  

3.50%, 7/15/22

     459,000          467,029  

4.13%, 6/15/23(b)

     494,000          507,580  

Advanced Micro Devices, Inc.

       

7.50%, 8/15/22(b)

     314,000          355,703  

AES Corp.

       

4.88%, 5/15/23

     644,000          656,874  

Ahern Rentals, Inc.

       

7.38%, 5/15/23(a)

     249,000          194,946  

Air Medical Group Holdings, Inc.

       

6.38%, 5/15/23(a)

     159,000          138,793  

AK Steel Corp.

       

7.63%, 10/1/21

       137,000          136,370  

7.50%, 7/15/23

     178,000          178,964  

Albertsons Cos. LLC

       

6.63%, 6/15/24

     626,000            658,245  

Aleris International, Inc.

       

10.75%, 7/15/23(a)(b)

     166,000          174,161  

Allegheny Technologies, Inc.

       

5.95%, 1/15/21

     132,000          137,564  

7.88%, 8/15/23(b)

     436,000          485,591  

Ally Financial, Inc.

       

8.00%, 3/15/20

     455,000          461,013  

7.50%, 9/15/20

     324,000          338,333  

4.13%, 2/13/22

     326,000          336,138  

AMC Networks, Inc.

       

4.75%, 12/15/22

     340,000          344,248  

5.00%, 4/1/24

     459,000          461,869  

American Airlines Group, Inc.

       

4.63%, 3/1/20(a)

     288,000          289,934  

5.00%, 6/1/22(a)

     868,000          907,971  

American Axle & Manufacturing, Inc.

       

6.63%, 10/15/22(b)

     225,000          228,445  

American Builders & Contractors Supply Co., Inc.

       

5.75%, 12/15/23(a)

     250,000          257,396  

American Energy- Permian Basin LLC

       

12.00%, 10/1/24(a)

     300,000          187,500  

American Midstream Partners L.P.

       

9.50%, 12/15/21(a)

     257,000          242,325  

AmeriGas Partners L.P.

       

5.63%, 5/20/24

     304,000          325,277  

Anixter, Inc.

       

5.13%, 10/1/21

     103,000          108,037  

5.50%, 3/1/23

     396,000          412,994  

Antero Midstream Partners L.P.

       

5.38%, 9/15/24

     350,000          300,125  

Antero Resources Corp.

       

5.38%, 11/1/21(b)

     451,000          417,626  

5.13%, 12/1/22(b)

     304,000          247,760  

5.63%, 6/1/23

     399,000          283,290  

Apex Tool Group LLC

       

9.00%, 2/15/23(a)

     197,000          165,562  

APX Group, Inc.

       

8.75%, 12/1/20(b)

     204,000          199,920  

7.88%, 12/1/22

     511,000          509,080  

7.63%, 9/1/23(b)

     187,000          163,703  

Aramark Services, Inc.

       

5.13%, 1/15/24(b)

     460,000          474,370  

Archrock Partners L.P.

       

6.00%, 10/1/22

     68,000          68,361  

Arconic, Inc.

       

6.15%, 8/15/20

     492,000          504,856  

5.40%, 4/15/21

     613,000          632,037  

5.87%, 2/23/22

     183,000          195,438  

Ascent Resources Utica Holdings LLC

       

10.00%, 4/1/22(a)

     463,000          445,634  

Ashland LLC

       

4.75%, 8/15/22

     694,000          728,700  

Avantor, Inc.

       

6.00%, 10/1/24(a)

     675,000          724,774  

Ball Corp.

       

4.38%, 12/15/20

     296,000          302,586  

5.00%, 3/15/22

     342,000          360,808  

4.00%, 11/15/23

     677,000          709,151  

Bausch Health Cos., Inc.

       

6.50%, 3/15/22(a)

     632,000          649,380  

5.50%, 3/1/23(a)

     99,000          100,031  

5.88%, 5/15/23(a)

     576,000          584,634  

7.00%, 3/15/24(a)

     877,000          919,745  

BCD Acquisition, Inc.

       

9.63%, 9/15/23(a)

     446,000          452,315  

Berry Global, Inc.

       

5.50%, 5/15/22

     296,000          300,808  

6.00%, 10/15/22

     129,000          131,620  

5.13%, 7/15/23

     385,000          396,065  

Blue Cube Spinco LLC

       

9.75%, 10/15/23

     315,000          343,347  

Blue Racer Midstream LLC

       

6.13%, 11/15/22(a)

     495,000          447,823  

Boyd Gaming Corp.

       

6.88%, 5/15/23

     338,000          349,620  

Brinker International, Inc.

       

3.88%, 5/15/23

     162,000          162,405  

Bruin E&P Partners LLC

       

8.88%, 8/1/23(a)

     257,000          165,229  

Buckeye Partners L.P.

       

4.15%, 7/1/23

     300,000          299,786  

4.35%, 10/15/24(b)

     200,000          198,913  

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)

     351,000          263,578  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

C&S Group Enterprises LLC

       

5.38%, 7/15/22(a)

   $ 218,000        $ 221,270  

Cablevision Systems Corp.

       

5.88%, 9/15/22

     339,000          366,118  

California Resources Corp.

       

8.00%, 12/15/22(a)

     1,005,000          253,763  

Callon Petroleum Co.

       

6.13%, 10/1/24

     270,000          257,175  

Calpine Corp.

       

6.00%, 1/15/22(a)

     336,000          337,251  

5.38%, 1/15/23

     571,000          580,279  

5.50%, 2/1/24

     617,000          629,365  

Calumet Specialty Products Partners L.P.

       

7.63%, 1/15/22(b)

     300,000          297,844  

7.75%, 4/15/23

     122,000          117,476  

Carlson Travel, Inc.

       

6.75%, 12/15/23(a)

     200,000          206,083  

Carpenter Technology Corp.

       

5.20%, 7/15/21

     212,000          216,742  

4.45%, 3/1/23

     129,000          133,555  

Carrizo Oil & Gas, Inc.

       

6.25%, 4/15/23

     303,000          292,392  

Carvana Co.

       

8.88%, 10/1/23(a)

     277,000          287,731  

CCO Holdings LLC

       

5.25%, 9/30/22

     601,000          610,391  

5.13%, 2/15/23

     447,000          455,377  

4.00%, 3/1/23(a)

     227,000          231,821  

5.13%, 5/1/23(a)

     504,000          517,225  

5.75%, 9/1/23

     222,000          227,300  

5.88%, 4/1/24(a)

     773,000          807,777  

CEC Entertainment, Inc.

       

8.00%, 2/15/22(b)

     97,000          94,363  

Cengage Learning, Inc.

       

9.50%, 6/15/24(a)

     280,000          237,884  

Centene Corp.

       

4.75%, 5/15/22

     764,000          781,185  

6.13%, 2/15/24

     662,000          688,894  

Century Aluminum Co.

       

7.50%, 6/1/21(a)

     43,000          41,835  

CenturyLink, Inc.

       

5.63%, 4/1/20, Series V

     418,000          422,934  

6.45%, 6/15/21, Series S

     518,000          545,065  

5.80%, 3/15/22, Series T

     523,000          552,415  

6.75%, 12/1/23, Series W

     319,000          355,685  

7.50%, 4/1/24, Series Y(b)

     489,000          551,347  

CF Industries, Inc.

       

3.45%, 6/1/23

     508,000          520,695  

CGG Holding U.S., Inc.

       

9.00%, 5/1/23(a)

     200,000          212,397  

Chemours Co. (The)

       

6.63%, 5/15/23(b)

     424,000          418,700  

Cinemark USA, Inc.

       

4.88%, 6/1/23

     381,000          387,664  

CIT Bank N.A.

       

2.97%, 9/27/25, (2.969% fixed rate until 9/27/24; Secured Overnight Financing Rate + 1.715% thereafter)(c)

     250,000          248,036  

CIT Group, Inc.

       

5.00%, 8/15/22

     681,000          726,486  

5.00%, 8/1/23

     344,000          371,087  

4.75%, 2/16/24

     448,000          479,360  

CITGO Petroleum Corp.

       

6.25%, 8/15/22(a)(b)

     348,000          352,783  

Clear Channel Worldwide Holdings, Inc.

       

9.25%, 2/15/24(a)

     866,000          956,107  

Clearwater Paper Corp.

       

4.50%, 2/1/23(b)

     60,000          60,243  

Cleaver-Brooks, Inc.

       

7.88%, 3/1/23(a)

     162,000          155,385  

Cloud Crane LLC

       

10.13%, 8/1/24(a)

     115,000          119,024  

CNG Holdings, Inc.

       

12.50%, 6/15/24(a)

     140,000          132,008  

CNX Resources Corp.

       

5.88%, 4/15/22(b)

     635,000          617,537  

Cogent Communications Group, Inc.

       

5.38%, 3/1/22(a)

     296,000          309,412  

Colfax Corp.

       

6.00%, 2/15/24(a)

     373,000          396,309  

Commercial Metals Co.

       

4.88%, 5/15/23

     142,000          147,384  

CommScope, Inc.

       

5.00%, 6/15/21(a)

     122,000          122,354  

5.50%, 3/1/24(a)

     550,000          572,682  

5.50%, 6/15/24(a)(b)

     661,000          649,578  

Community Health Systems, Inc.

       

5.13%, 8/1/21(b)

     432,000          429,732  

6.88%, 2/1/22

     1,155,000          903,787  

6.25%, 3/31/23

     2,200,000          2,178,000  

9.88%, 6/30/23(a)(c)

     728,000          613,642  

8.63%, 1/15/24(a)

     284,000          293,227  

8.13%, 6/30/24(a)

     610,000          477,319  

Consolidated Communications, Inc.

       

6.50%, 10/1/22(b)

     244,000          209,840  

CoreCivic, Inc.

       

5.00%, 10/15/22

     196,000          196,306  

4.63%, 5/1/23

     346,000          338,647  

Cornerstone Chemical Co.

       

6.75%, 8/15/24(a)

     334,000          304,914  

CPG Merger Sub LLC

       

8.00%, 10/1/21(a)

     265,000          264,894  

Credit Acceptance Corp.

       

7.38%, 3/15/23

     262,000          270,624  

Crestwood Midstream Partners L.P.

       

6.25%, 4/1/23

     485,000          487,420  

Crown Americas LLC

       

4.50%, 1/15/23

     489,000          512,467  

CSC Holdings LLC

       

6.75%, 11/15/21

     597,000          643,864  

5.38%, 7/15/23(a)

     915,000          941,297  

5.25%, 6/1/24

     454,000          489,180  

CSI Compressco L.P.

       

7.25%, 8/15/22

     122,000          108,923  

CVR Partners L.P.

       

9.25%, 6/15/23(a)

     453,000          473,380  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

CVR Refining LLC

       

6.50%, 11/1/22

   $ 580,000        $ 588,696  

DaVita, Inc.

       

5.13%, 7/15/24

     718,000          738,635  

DCP Midstream L.P.

       

7.38%, 12/15/22, Series A, (7.375% fixed rate until 12/15/22; 3-month U.S. dollar London Interbank Offered Rate + 5.148% thereafter)(c)(d)

     225,000          215,217  

DCP Midstream Operating L.P.

       

5.35%, 3/15/20(a)

     196,000          197,071  

4.75%, 9/30/21(a)

     251,000          256,271  

4.95%, 4/1/22

     159,000          164,957  

3.88%, 3/15/23

     212,000          215,708  

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)

     248,000          229,012  

Dean Foods Co.

       

6.50%, 3/15/23(a)(e)

     222,000          43,568  

Dell, Inc.

       

4.63%, 4/1/21

     300,000          308,220  

Denbury Resources, Inc.

       

9.00%, 5/15/21(a)

     381,000          335,185  

9.25%, 3/31/22(a)

     442,000          366,998  

7.75%, 2/15/24(a)

     199,000          148,586  

Diamond Offshore Drilling, Inc.

       

3.45%, 11/1/23

     97,000          78,853  

Diamond Resorts International, Inc.

       

7.75%, 9/1/23(a)(b)

     232,000          238,958  

10.75%, 9/1/24(a)

     250,000          256,979  

DISH DBS Corp.

       

5.13%, 5/1/20

     611,000          615,103  

6.75%, 6/1/21

     875,000          923,904  

5.88%, 7/15/22

     922,000          965,789  

5.00%, 3/15/23

     751,000          758,502  

Downstream Development Authority of the Quapaw Tribe of Oklahoma

       

10.50%, 2/15/23(a)

     122,000          128,151  

DriveTime Automotive Group, Inc.

       

8.00%, 6/1/21(a)

     96,000          97,620  

Eagle Holding Co. II LLC

       

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

     285,000          289,273  

7.75%, 5/15/22, Toggle PIK (7.75% Cash or 8.50% PIK)(a)

     400,000          407,497  

Edgewell Personal Care Co.

       

4.70%, 5/19/21

     362,000          370,507  

4.70%, 5/24/22

     324,000          333,718  

EIG Investors Corp.

       

10.88%, 2/1/24

     249,000          245,368  

Elanco Animal Health, Inc.

       

3.91%, 8/27/21

     263,000          269,754  

4.27%, 8/28/23

     550,000          576,088  

EMC Corp.

       

2.65%, 6/1/20

     947,000          947,000  

3.38%, 6/1/23

     1,434,000          1,451,108  

Encompass Health Corp.

       

5.13%, 3/15/23

     263,000          269,355  

Endo Finance LLC

       

6.00%, 7/15/23(a)

     749,000          488,715  

Energen Corp.

       

4.63%, 9/1/21

     182,000          186,736  

Energy Transfer Operating L.P.

       

6.25%, 2/15/23, Series A, (6.25% fixed rate until 2/15/23; 3-month U.S. dollar London Interbank Offered Rate + 4.028% thereafter)(c)(d)

     480,000          432,730  

Energy Ventures Gom LLC

       

11.00%, 2/15/23(a)

     182,000          177,071  

EnerSys

       

5.00%, 4/30/23(a)

     227,000          235,039  

EnLink Midstream Partners L.P.

       

6.00%, 12/15/22, Series C, (6.00% fixed rate until 12/15/22; 3-month U.S. dollar London Interbank Offered Rate + 4.11% thereafter)(c)(d)

     185,000          93,135  

4.40%, 4/1/24

     334,000          308,112  

Enova International, Inc.

       

8.50%, 9/1/24(a)

     250,000          233,229  

Enterprise Development Authority (The)

       

12.00%, 7/15/24(a)

     350,000          398,270  

Enviva Partners L.P.

       

8.50%, 11/1/21(b)

     147,000          150,175  

Exela Intermediate LLC

       

10.00%, 7/15/23(a)

     464,000          167,040  

Ferrellgas L.P.

       

6.50%, 5/1/21(b)

     137,000          118,560  

6.75%, 1/15/22

     209,000          178,238  

6.75%, 6/15/23(b)

     306,000          261,757  

Ferroglobe PLC

       

9.38%, 3/1/22(a)

     160,000          98,050  

Flexi-Van Leasing, Inc.

       

10.00%, 2/15/23(a)

     107,000          102,453  

Foresight Energy LLC

       

11.50%, 4/1/23(a)(e)

     207,000          17,595  

Forestar Group, Inc.

       

8.00%, 4/15/24(a)

     242,000          262,065  

Fortress Transportation & Infrastructure Investors LLC

       

6.75%, 3/15/22(a)

     304,000          316,158  

Forum Energy Technologies, Inc.

       

6.25%, 10/1/21

     212,000          170,215  

Freedom Mortgage Corp.

       

10.75%, 4/1/24(a)

     115,000          120,836  

Freeport-McMoRan, Inc.

       

3.55%, 3/1/22

     1,039,000          1,046,792  

3.88%, 3/15/23

     805,000          823,434  

Fresh Market, Inc. (The)

       

9.75%, 5/1/23(a)

     254,000          144,780  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Frontier Communications Corp.

       

8.75%, 4/15/22

   $   187,000        $ 87,481  

10.50%, 9/15/22

     952,000          451,307  

FS Energy & Power Fund

       

7.50%, 8/15/23(a)

     252,000          256,722  

FTS International, Inc.

       

6.25%, 5/1/22

     337,000          190,510  

GameStop Corp.

       

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

     135,000          135,000  

Gates Global LLC

       

6.00%, 7/15/22(a)

     270,000          270,067  

Genesis Energy L.P.

       

6.75%, 8/1/22

     324,500          317,805  

6.00%, 5/15/23

     162,000          151,856  

Genworth Holdings, Inc.

       

7.70%, 6/15/20(b)

     160,000          162,862  

7.20%, 2/15/21(b)

     106,000          108,957  

7.63%, 9/24/21(b)

     270,000          279,671  

4.90%, 8/15/23(b)

     100,000          95,042  

4.80%, 2/15/24(b)

     200,000          187,500  

GEO Group, Inc. (The)

       

5.13%, 4/1/23

     74,000          65,675  

Gogo Intermediate Holdings LLC

       

9.88%, 5/1/24(a)

     524,000          552,134  

Goodyear Tire & Rubber Co. (The)

       

5.13%, 11/15/23(b)

     424,000          428,236  

Graphic Packaging International LLC

       

4.75%, 4/15/21

     232,000          237,893  

4.88%, 11/15/22

     136,000          142,842  

Great Lakes Dredge & Dock Corp.

       

8.00%, 5/15/22

     254,000          270,291  

Great Western Petroleum LLC

       

9.00%, 9/30/21(a)

     83,000          67,471  

Griffon Corp.

       

5.25%, 3/1/22

     498,000          503,455  

Grinding Media, Inc.

       

7.38%, 12/15/23(a)

     424,000          424,237  

Group 1 Automotive, Inc.

       

5.00%, 6/1/22

     178,000          180,669  

Guitar Center, Inc.

       

9.50%, 10/15/21(a)

     387,000          361,748  

Gulfport Energy Corp.

       

6.63%, 5/1/23(b)

     269,000          203,178  

6.00%, 10/15/24

     100,000          68,720  

Hanesbrands, Inc.

       

4.63%, 5/15/24(a)

     651,000          686,798  

Harland Clarke Holdings Corp.

       

6.88%, 3/1/20(a)

     52,000          51,386  

9.25%, 3/1/21(a)(b)

     458,000          426,123  

8.38%, 8/15/22(a)

     458,000          344,788  

HAT Holdings I LLC

       

5.25%, 7/15/24(a)

     225,000          238,217  

HCA Healthcare, Inc.

       

6.25%, 2/15/21

     528,000          554,268  

HCA, Inc.

       

7.50%, 2/15/22

     904,000          1,003,434  

5.88%, 5/1/23

     547,000          604,430  

Hecla Mining Co.

       

6.88%, 5/1/21(b)

     229,000          227,225  

Hertz Corp. (The)

       

7.63%, 6/1/22(a)

     219,000          228,308  

6.25%, 10/15/22

     223,000          226,065  

5.50%, 10/15/24(a)(b)

     150,000          152,625  

HighPoint Operating Corp.

       

7.00%, 10/15/22(b)

     132,000          120,821  

Hillman Group, Inc. (The)

       

6.38%, 7/15/22(a)

     292,000          269,461  

Hilton Domestic Operating Co., Inc.

       

4.25%, 9/1/24

     500,000          510,207  

Hornbeck Offshore Services, Inc.

       

5.00%, 3/1/21

     225,000          67,500  

Hughes Satellite Systems Corp.

       

7.63%, 6/15/21

     493,000          529,852  

Icahn Enterprises L.P.

       

5.88%, 2/1/22

     691,000          696,687  

6.25%, 2/1/22

     550,000          562,371  

6.75%, 2/1/24

     224,000          233,613  

Immucor, Inc.

       

11.13%, 2/15/22(a)

     262,000          263,064  

Infor U.S., Inc.

       

6.50%, 5/15/22

     803,000          820,098  

Informatica LLC

       

7.13%, 7/15/23(a)

     310,000          315,809  

Ingles Markets, Inc.

       

5.75%, 6/15/23

     161,000          164,621  

Ingram Micro, Inc.

       

5.00%, 8/10/22

     25,000          25,555  

International Game Technology PLC

       

6.25%, 2/15/22(a)

     712,000          752,935  

Iridium Communications, Inc.

       

10.25%, 4/15/23(a)

     165,000          176,894  

Iron Mountain, Inc.

       

4.38%, 6/1/21(a)(b)

     276,000          278,346  

6.00%, 8/15/23

     354,000          364,008  

iStar, Inc.

       

6.00%, 4/1/22

     304,000          311,695  

4.75%, 10/1/24

     335,000          344,837  

Jack Ohio Finance LLC

       

6.75%, 11/15/21(a)

     31,000          31,690  

10.25%, 11/15/22(a)

     287,000          305,027  

Jaguar Holding Co. II

       

6.38%, 8/1/23(a)

     556,000          576,844  

JC Penney Corp., Inc.

       

5.88%, 7/1/23(a)

     117,000          98,864  

Joseph T Ryerson & Son, Inc.

       

11.00%, 5/15/22(a)

     239,000          253,219  

K Hovnanian Enterprises, Inc.

       

10.00%, 7/15/22(a)

     192,000          163,108  

10.50%, 7/15/24(a)

     350,000          245,875  

Kaiser Aluminum Corp.

       

5.88%, 5/15/24

     287,000          298,623  

KB Home

       

7.00%, 12/15/21

     286,000          309,352  

7.50%, 9/15/22

     162,000          182,908  

7.63%, 5/15/23

     100,000          113,167  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Kenan Advantage Group, Inc. (The)

       

7.88%, 7/31/23(a)(b)

   $   206,000        $   201,450  

Kennedy-Wilson, Inc.

       

5.88%, 4/1/24

     521,000          536,390  

KFC Holding Co.

       

5.00%, 6/1/24(a)

     384,000          399,356  

KGA Escrow LLC

       

7.50%, 8/15/23(a)

     259,000          271,410  

L Brands, Inc.

       

5.63%, 2/15/22

     291,000          305,912  

5.63%, 10/15/23

     497,000          529,921  

Ladder Capital Finance Holdings LLLP

       

5.25%, 3/15/22(a)

     453,000          471,117  

Lamar Media Corp.

       

5.00%, 5/1/23

     401,000          409,016  

5.38%, 1/15/24

     234,000          239,848  

Laredo Petroleum, Inc.

       

5.63%, 1/15/22

     241,000          222,544  

6.25%, 3/15/23(b)

     77,000          66,596  

Lennar Corp.

       

6.63%, 5/1/20

     212,000          216,322  

8.38%, 1/15/21

     260,000          277,654  

4.75%, 4/1/21

     362,000          371,412  

6.25%, 12/15/21

     248,000          262,049  

4.13%, 1/15/22

     328,000          337,020  

4.75%, 11/15/22

     256,000          270,260  

4.88%, 12/15/23

     172,000          184,326  

4.50%, 4/30/24

     384,000          408,257  

Level 3 Financing, Inc.

       

5.13%, 5/1/23

     505,000          510,045  

5.38%, 1/15/24

     455,000          463,720  

Level 3 Parent LLC

       

5.75%, 12/1/22

     311,000          311,000  

Lexmark International, Inc.

       

7.13%, 3/15/20(b)

     176,000          172,897  

Lions Gate Capital Holdings LLC

       

6.38%, 2/1/24(a)

     252,000          245,697  

LKQ Corp.

       

4.75%, 5/15/23

     493,000          502,239  

Lonestar Resources America, Inc.

       

11.25%, 1/1/23(a)

     96,000          67,680  

Louisiana-Pacific Corp.

       

4.88%, 9/15/24

     160,000          165,666  

LSB Industries, Inc.

       

9.63%, 5/1/23(a)

     183,000          190,853  

LTF Merger Sub, Inc.

       

8.50%, 6/15/23(a)

     468,000          481,064  

M/I Homes, Inc.

       

6.75%, 1/15/21

     84,000          84,559  

Mack-Cali Realty L.P.

       

3.15%, 5/15/23(b)

     262,000          257,902  

Mallinckrodt International Finance S.A.

       

4.88%, 4/15/20(a)

     264,000          182,343  

5.75%, 8/1/22(a)

     300,000          104,813  

4.75%, 4/15/23

     366,000          140,108  

5.63%, 10/15/23(a)

     334,000          94,494  

Martin Midstream Partners L.P.

       

7.25%, 2/15/21

     496,000          447,928  

MasTec, Inc.

       

4.88%, 3/15/23

     212,000          215,268  

Mattel, Inc.

       

4.35%, 10/1/20(b)

     324,000          330,606  

3.15%, 3/15/23(b)

     292,000          285,551  

Mauser Packaging Solutions Holding Co.

       

5.50%, 4/15/24(a)(b)

     776,000          795,392  

McGraw-Hill Global Education Holdings LLC

       

7.88%, 5/15/24(a)(b)

     314,000          261,535  

MDC Holdings, Inc.

       

5.63%, 2/1/20

     148,000          149,110  

5.50%, 1/15/24

     329,000          359,569  

MDC Partners, Inc.

       

6.50%, 5/1/24(a)

     456,000          416,100  

MEDNAX, Inc.

       

5.25%, 12/1/23(a)

     319,000          326,972  

Meritage Homes Corp.

       

7.15%, 4/15/20

     303,000          309,421  

7.00%, 4/1/22

     281,000          307,080  

Meritor, Inc.

       

6.25%, 2/15/24

     132,000          136,345  

MGIC Investment Corp.

       

5.75%, 8/15/23

     411,000          455,353  

MGM Growth Properties Operating Partnership L.P.

       

5.63%, 5/1/24

     584,000          643,860  

MGM Resorts International

       

6.75%, 10/1/20

     292,000          303,169  

6.63%, 12/15/21

     577,000          628,786  

7.75%, 3/15/22

     477,000          536,029  

6.00%, 3/15/23

     542,000          597,555  

Midas Intermediate Holdco II LLC

       

7.88%, 10/1/22(a)

     194,000          166,416  

Molina Healthcare, Inc.

       

5.38%, 11/15/22

     410,000          434,597  

Montage Resources Corp.

       

8.88%, 7/15/23

     287,000          234,620  

Moog, Inc.

       

5.25%, 12/1/22(a)

     205,000          208,075  

MPH Acquisition Holdings LLC

       

7.13%, 6/1/24(a)

     718,000          653,373  

Murray Energy Corp.

       

11.25%, 4/15/21(a)(e)

     112,000          291  

Nabors Industries, Inc.

       

5.00%, 9/15/20

     97,000          96,720  

4.63%, 9/15/21

     314,000          299,006  

5.50%, 1/15/23(b)

     191,000          168,558  

5.10%, 9/15/23

     255,000          204,638  

Nationstar Mortgage Holdings, Inc.

       

8.13%, 7/15/23(a)

     506,000          542,680  

Nationstar Mortgage LLC

       

6.50%, 7/1/21

     309,000          311,132  

Navient Corp.

       

8.00%, 3/25/20

     226,000          229,567  

5.00%, 10/26/20

     324,000          330,986  

5.88%, 3/25/21

     477,000          494,387  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

6.63%, 7/26/21

   $ 293,000        $ 311,242  

7.25%, 1/25/22

     334,000          363,225  

6.50%, 6/15/22

     505,000          548,945  

5.50%, 1/25/23

     361,000          381,306  

7.25%, 9/25/23

     391,000          434,984  

6.13%, 3/25/24(b)

     384,000          410,876  

Navios Maritime Acquisition Corp.

       

8.13%, 11/15/21(a)

     291,000          232,000  

Navios Maritime Holdings, Inc.

       

7.38%, 1/15/22(a)

     113,000          65,258  

NCL Corp., Ltd.

       

4.75%, 12/15/21(a)

     266,000          269,923  

NCR Corp.

       

5.88%, 12/15/21

     179,000          179,631  

5.00%, 7/15/22

     357,000          360,927  

6.38%, 12/15/23(b)

     305,000          313,125  

Netflix, Inc.

       

5.38%, 2/1/21

     292,000          302,643  

5.50%, 2/15/22

     438,000          463,724  

5.75%, 3/1/24

     394,000          437,175  

New Home Co., Inc. (The)

       

7.25%, 4/1/22

     402,000          383,030  

Newmark Group, Inc.

       

6.13%, 11/15/23

     167,000          183,679  

NextEra Energy Operating Partners L.P.

       

4.25%, 9/15/24(a)

     600,000          617,994  

NGL Energy Partners L.P.

       

7.50%, 11/1/23

     375,000          359,809  

Nielsen Co. Luxembourg SARL (The)

       

5.50%, 10/1/21(a)

     342,000          343,197  

Nielsen Finance LLC

       

5.00%, 4/15/22(a)

     1,015,000          1,023,881  

Noble Holding International Ltd.

       

7.75%, 1/15/24(b)

     242,000          124,125  

Northern Oil and Gas, Inc.

       

8.50%, 5/15/23

     315,000          323,662  

Northwest Acquisitions ULC

       

7.13%, 11/1/22(a)

     132,000          85,387  

Northwest Hardwoods, Inc.

       

7.50%, 8/1/21(a)

     107,000          53,500  

NortonLifeLock, Inc.

       

4.20%, 9/15/20

     470,000          474,674  

3.95%, 6/15/22

     102,000          103,736  

Novelis Corp.

       

6.25%, 8/15/24(a)

     520,000          548,096  

NuStar Logistics L.P.

       

4.80%, 9/1/20

     386,000          389,889  

6.75%, 2/1/21

     136,000          141,032  

4.75%, 2/1/22(b)

     97,000          98,728  

Oasis Petroleum, Inc.

       

6.88%, 3/15/22

     360,000          337,275  

6.88%, 1/15/23(b)

     165,000          151,800  

Ocwen Loan Servicing LLC

       

8.38%, 11/15/22(a)

     182,000          157,259  

OI European Group B.V.

       

4.00%, 3/15/23(a)

     117,000          117,049  

Omnimax International, Inc.

       

12.00%, 8/15/20(a)

     141,000          138,235  

Ortho-Clinical Diagnostics, Inc.

       

6.63%, 5/15/22(a)

     600,000          592,496  

Outfront Media Capital LLC

       

5.63%, 2/15/24

     443,000          455,617  

Owens-Brockway Glass Container, Inc.

       

5.00%, 1/15/22(a)

     246,000          255,223  

5.88%, 8/15/23(a)(b)

     523,000          555,034  

Party City Holdings, Inc.

       

6.13%, 8/15/23(a)(b)

     154,000          118,259  

Pattern Energy Group, Inc.

       

5.88%, 2/1/24(a)

     383,000          395,606  

PBF Holding Co. LLC

       

7.00%, 11/15/23

     227,000          236,526  

PBF Logistics L.P.

       

6.88%, 5/15/23

     459,000          474,074  

PDC Energy, Inc.

       

6.13%, 9/15/24

     250,000          249,479  

Peabody Energy Corp.

       

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

     286,000          279,565  

Penske Automotive Group, Inc.

       

5.75%, 10/1/22

     311,000          315,158  

Performance Food Group, Inc.

       

5.50%, 6/1/24(a)

     250,000          256,979  

PetSmart, Inc.

       

7.13%, 3/15/23(a)

     798,000          720,195  

Pioneer Energy Services Corp.

       

6.13%, 3/15/22

     112,000          40,320  

Pioneer Holdings LLC

       

9.00%, 11/1/22(a)

     97,000          101,153  

Pitney Bowes, Inc.

       

4.13%, 9/15/20

     80,000          80,935  

4.13%, 10/1/21

     207,000          209,790  

4.38%, 5/15/22

     202,000          204,336  

5.20%, 4/1/23

     200,000          200,833  

4.63%, 3/15/24(b)

     354,000          343,376  

Plains All American Pipeline L.P.

       

6.13%, 11/15/22, Series B, (6.125% fixed rate until 11/15/22; 3-month U.S. dollar London Interbank Offered Rate + 4.11% thereafter)(c)(d)

     338,000          306,086  

Plantronics, Inc.

       

5.50%, 5/31/23(a)

     287,000          270,667  

Polaris Intermediate Corp.

       

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

     596,000          496,017  

PolyOne Corp.

       

5.25%, 3/15/23

     387,000          416,989  

Popular, Inc.

       

6.13%, 9/14/23

     144,000          154,860  

PQ Corp.

       

6.75%, 11/15/22(a)

     292,000          302,583  

Prestige Brands, Inc.

       

5.38%, 12/15/21(a)

     455,000          456,592  

6.38%, 3/1/24(a)(b)

     270,000          281,810  

Prime Security Services Borrower LLC

       

9.25%, 5/15/23(a)

     472,000          497,075  

5.25%, 4/15/24(a)

     581,000          599,877  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Pyxus International, Inc.

       

8.50%, 4/15/21(a)

   $ 68,000        $ 66,157  

9.88%, 7/15/21

     251,000          146,772  

QEP Resources, Inc.

       

5.38%, 10/1/22

     219,000          214,688  

5.25%, 5/1/23(b)

     290,000          276,225  

Quorum Health Corp.

       

11.63%, 4/15/23(b)

     182,000          126,111  

QVC, Inc.

       

5.13%, 7/2/22

     464,000          488,127  

4.38%, 3/15/23

     493,000          510,732  

Qwest Corp.

       

6.75%, 12/1/21

     369,000          395,828  

Radiate Holdco LLC

       

6.88%, 2/15/23(a)(b)

     107,000          109,452  

Range Resources Corp.

       

5.75%, 6/1/21

     210,000          210,084  

5.88%, 7/1/22

     232,000          223,952  

5.00%, 8/15/22(b)

     195,000          185,250  

5.00%, 3/15/23(b)

     274,000          238,720  

Realogy Group LLC

       

5.25%, 12/1/21(a)

     296,000          298,886  

4.88%, 6/1/23(a)(b)

     393,000          385,140  

RegionalCare Hospital Partners Holdings, Inc.

       

8.25%, 5/1/23(a)

     303,000          322,127  

Resolute Forest Products, Inc.

       

5.88%, 5/15/23(b)

     290,000          293,020  

Revlon Consumer Products Corp.

       

5.75%, 2/15/21(b)

     215,000          173,559  

Reynolds Group Issuer, Inc.

       

5.75%, 10/15/20

     1,370,319          1,373,677  

5.13%, 7/15/23(a)

     875,000          896,866  

RHP Hotel Properties L.P.

       

5.00%, 4/15/23

     403,000          413,242  

Rite Aid Corp.

       

6.13%, 4/1/23(a)

     806,000          668,980  

Riverbed Technology, Inc.

       

8.88%, 3/1/23(a)

     247,000          113,620  

Rowan Cos., Inc.

       

4.88%, 6/1/22(b)

     324,000          200,171  

RR Donnelley & Sons Co.

       

6.50%, 11/15/23

     319,000          329,500  

Ruby Pipeline LLC

       

6.50%, 4/1/22(a)

     208,697          216,095  

Sabre GLBL, Inc.

       

5.38%, 4/15/23(a)

     245,000          251,735  

5.25%, 11/15/23(a)

     227,000          233,240  

Sanchez Energy Corp.

       

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

     221,000          144,368  

SBA Communications Corp.

       

4.88%, 7/15/22

     527,000          535,560  

4.00%, 10/1/22

     445,320          454,780  

Scientific Games International, Inc.

       

6.63%, 5/15/21

     126,000          128,098  

10.00%, 12/1/22

     487,000          500,392  

Sealed Air Corp.

       

5.25%, 4/1/23(a)

     382,000          407,944  

SemGroup Corp.

       

5.63%, 7/15/22

     182,000          183,991  

5.63%, 11/15/23

     184,000          189,136  

Senior Housing Properties Trust

       

4.75%, 5/1/24

     338,000          349,976  

Sensata Technologies B.V.

       

4.88%, 10/15/23(a)

     247,000          262,435  

SESI LLC

       

7.13%, 12/15/21

     330,000          246,675  

Shea Homes L.P.

       

5.88%, 4/1/23(a)

     168,000          171,850  

Sirius XM Radio, Inc.

       

3.88%, 8/1/22(a)

     708,000          723,925  

4.63%, 5/15/23(a)

     229,000          233,008  

4.63%, 7/15/24(a)

     484,000          508,200  

SM Energy Co.

       

6.13%, 11/15/22

     152,000          148,627  

5.00%, 1/15/24

     225,000          207,656  

Solera LLC

       

10.50%, 3/1/24(a)

     960,000          1,001,990  

Sonic Automotive, Inc.

       

5.00%, 5/15/23

     69,000          70,064  

Sophia L.P.

       

9.00%, 9/30/23(a)

     242,000          249,360  

Sotera Health Holdings LLC

       

6.50%, 5/15/23(a)

     197,000          203,501  

Sotera Health Topco, Inc.

       

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

     227,000          226,546  

Springleaf Finance Corp.

       

8.25%, 12/15/20

     324,000          343,359  

7.75%, 10/1/21

     460,000          503,585  

6.13%, 5/15/22

     573,000          617,407  

5.63%, 3/15/23

     566,000          607,742  

6.13%, 3/15/24

     459,000          503,752  

Sprint Communications, Inc.

       

7.00%, 3/1/20(a)

     293,000          295,609  

7.00%, 8/15/20

     447,000          458,400  

11.50%, 11/15/21(b)

     286,000          330,973  

6.00%, 11/15/22

     726,000          765,930  

Sprint Corp.

       

7.25%, 9/15/21

     839,000          891,647  

7.88%, 9/15/23

     1,880,000          2,071,525  

7.13%, 6/15/24

     484,000          522,720  

SPX FLOW, Inc.

       

5.63%, 8/15/24(a)

     75,000          78,406  

Starwood Property Trust, Inc.

       

5.00%, 12/15/21

     558,000          582,970  

Suburban Propane Partners L.P.

       

5.50%, 6/1/24

     421,000          431,521  

Summit Materials LLC

       

6.13%, 7/15/23

     367,000          374,111  

Sunoco L.P.

       

4.88%, 1/15/23

     480,000          492,199  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

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)(b)(c)

   $ 212,000        $ 218,830  

5.90%, 2/7/29, (5.90% fixed rate until 2/7/24; 5-year U.S. dollar Swap Rate + 3.379% thereafter)(c)

     358,000          383,069  

T-Mobile USA, Inc.

       

4.00%, 4/15/22

     1,345,000          1,388,703  

6.00%, 4/15/24

     459,000          476,017  

Tallgrass Energy Partners L.P.

       

4.75%, 10/1/23(a)

     242,000          234,133  

5.50%, 9/15/24(a)

     340,000          331,922  

Tapstone Energy LLC

       

9.75%, 6/1/22(a)(f)

     107,000          27,820  

Targa Resources Partners L.P.

       

5.25%, 5/1/23

     501,000          506,631  

4.25%, 11/15/23

     267,000          270,001  

Taylor Morrison Communities, Inc.

       

5.88%, 4/15/23(a)

     299,000          321,549  

Teekay Corp.

       

9.25%, 11/15/22(a)

     125,000          130,977  

Teekay Offshore Partners L.P.

       

8.50%, 7/15/23(a)

     414,000          415,207  

TEGNA, Inc.

       

5.13%, 7/15/20(b)

     188,000          188,658  

4.88%, 9/15/21(a)

     108,000          108,135  

Tempur Sealy International, Inc.

       

5.63%, 10/15/23

     217,000          224,143  

Tenet Healthcare Corp.

       

8.13%, 4/1/22

     1,289,000          1,411,455  

6.75%, 6/15/23

     875,000          947,187  

4.63%, 7/15/24

     718,000          744,925  

4.63%, 9/1/24(a)

     320,000          330,800  

TerraForm Power Operating LLC

       

4.25%, 1/31/23(a)

     125,000          127,447  

TIBCO Software, Inc.

       

11.38%, 12/1/21(a)(b)

     461,000          476,271  

Titan International, Inc.

       

6.50%, 11/30/23

     192,000          159,440  

TMX Finance LLC

       

11.13%, 4/1/23(a)(b)

     203,000          183,292  

Toll Brothers Finance Corp.

       

5.88%, 2/15/22

     223,000          237,007  

4.38%, 4/15/23

     291,000          304,216  

5.63%, 1/15/24(b)

     224,000          245,933  

TPC Group, Inc.

       

10.50%, 8/1/24(a)

     425,000          423,933  

TransDigm, Inc.

       

6.50%, 7/15/24

     334,000          345,269  

Transocean Guardian Ltd.

       

5.88%, 1/15/24(a)

     169,100          170,789  

Transocean Sentry Ltd.

       

5.38%, 5/15/23(a)

     334,000          334,832  

Transocean, Inc.

       

9.00%, 7/15/23(a)

     501,000          512,423  

TreeHouse Foods, Inc.

       

4.88%, 3/15/22

     263,000          265,055  

6.00%, 2/15/24(a)(b)

     406,000          424,266  

TRI Pointe Group, Inc.

       

5.88%, 6/15/24

     334,000          360,859  

Triumph Group, Inc.

       

5.25%, 6/1/22

     251,000          251,706  

Truck Hero, Inc.

       

8.50%, 4/21/24(a)

     389,000          388,189  

Unit Corp.

       

6.63%, 5/15/21

     291,000          150,520  

United Airlines Holdings, Inc.

       

6.00%, 12/1/20

     257,000          265,841  

4.25%, 10/1/22

     211,000          217,858  

5.00%, 2/1/24(b)

     254,000          269,875  

Uniti Group L.P.

       

6.00%, 4/15/23(a)

     329,000          310,905  

8.25%, 10/15/23

     557,000          476,235  

Univision Communications, Inc.

       

5.13%, 5/15/23(a)

     1,404,000          1,388,205  

Urban One, Inc.

       

7.38%, 4/15/22(a)

     141,000          138,136  

U.S. Concrete, Inc.

       

6.38%, 6/1/24

     350,000          364,871  

VeriSign, Inc.

       

4.63%, 5/1/23

     262,000          266,910  

Veritas US, Inc.

       

10.50%, 2/1/24(a)(b)

     390,000          359,937  

Vertiv Intermediate Holding Corp.

       

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

     208,000          197,145  

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)

     975,800          1,020,175  

VICI Properties 1 LLC

       

8.00%, 10/15/23

     445,000          485,235  

Vine Oil & Gas L.P.

       

8.75%, 4/15/23(a)

     287,000          118,603  

9.75%, 4/15/23(a)

     192,000          81,120  

Vista Outdoor, Inc.

       

5.88%, 10/1/23

     290,000          277,070  

Vistra Energy Corp.

       

5.88%, 6/1/23

     496,000          507,259  

Voyager Aviation Holdings LLC

       

8.50%, 8/15/21(a)

     220,000          227,238  

W&T Offshore, Inc.

       

9.75%, 11/1/23(a)

     283,000          261,065  

Washington Prime Group L.P.

       

6.45%, 8/15/24(b)

     484,000          464,640  

Watco Cos. LLC

       

6.38%, 4/1/23(a)

     250,000          254,791  

WESCO Distribution, Inc.

       

5.38%, 12/15/21

     210,000          210,998  

WEX, Inc.

       

4.75%, 2/1/23(a)

     307,000          310,965  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Whiting Petroleum Corp.

       

5.75%, 3/15/21

   $   331,000        $ 303,610  

William Lyon Homes, Inc.

       

6.00%, 9/1/23

     490,000          512,253  

Williams Scotsman International, Inc.

       

7.88%, 12/15/22(a)

     227,000          237,286  

6.88%, 8/15/23(a)

     112,000          118,001  

WMG Acquisition Corp.

       

5.00%, 8/1/23(a)

     374,000          383,505  

WPX Energy, Inc.

       

8.25%, 8/1/23

     705,080          793,719  

5.25%, 9/15/24

     100,000          102,446  

WR Grace & Co-Conn

       

5.13%, 10/1/21(a)

     338,000          351,435  

Wyndham Destinations, Inc.

       

4.25%, 3/1/22

     254,000          261,241  

3.90%, 3/1/23

     361,000          367,092  

5.40%, 4/1/24(b)

     242,000          256,620  

Wynn Las Vegas LLC

       

4.25%, 5/30/23(a)(b)

     224,000          234,078  

Xerox Corp.

       

3.50%, 8/20/20

     394,000          396,079  

4.50%, 5/15/21

     759,000          779,683  

4.13%, 3/15/23

     601,000          622,029  

3.80%, 5/15/24

     257,000          260,319  

XPO Logistics, Inc.

       

6.50%, 6/15/22(a)

     483,000          495,487  

6.13%, 9/1/23(a)

     247,000          255,643  

Yum! Brands, Inc.

       

3.88%, 11/1/20

     97,000          98,250  

3.75%, 11/1/21

     187,000          191,282  

3.88%, 11/1/23

     373,000          386,210  

Zayo Group LLC

       

6.00%, 4/1/23

     705,000          724,396  
       

 

 

 

TOTAL U.S. CORPORATE BONDS

(Cost: $195,894,746)

          193,426,699  
       

 

 

 

FOREIGN CORPORATE BONDS - 13.7%

       

Australia - 0.6%

       

FMG Resources August 2006 Pty Ltd.

       

4.75%, 5/15/22(a)

     574,000          589,781  

5.13%, 5/15/24(a)(b)

     581,000          611,014  

Virgin Australia Holdings Ltd.

       

7.88%, 10/15/21(a)

     160,000          165,680  
       

 

 

 
Total Australia           1,366,475  
       

 

 

 

Belgium - 0.1%

       

LBC Tank Terminals Holding Netherlands B.V.

       

6.88%, 5/15/23(a)

     254,000          256,752  
       

 

 

 

Canada - 5.0%

       

1011778 BC ULC

       

4.25%, 5/15/24(a)

     683,000          700,075  

Air Canada

       

7.75%, 4/15/21(a)

     229,000          244,549  

Athabasca Oil Corp.

       

9.88%, 2/24/22(a)(b)

     238,000          209,514  

Baytex Energy Corp.

       

5.13%, 6/1/21(a)

     291,000          288,570  

Bombardier, Inc.

       

8.75%, 12/1/21(a)

     464,000          503,324  

5.75%, 3/15/22(a)

     152,000          155,419  

6.00%, 10/15/22(a)

     551,000          553,755  

6.13%, 1/15/23(a)

     572,000          581,381  

Brookfield Residential Properties, Inc.

       

6.13%, 7/1/22(a)

     280,000          284,898  

Cascades, Inc.

       

5.50%, 7/15/22(a)

     322,000          327,055  

Cooke Omega Investments, Inc.

       

8.50%, 12/15/22(a)

     177,000          176,613  

Ensign Drilling, Inc.

       

9.25%, 4/15/24(a)

     442,000          389,508  

Fairstone Financial, Inc.

       

7.88%, 7/15/24(a)

     200,000          216,083  

Gateway Casinos & Entertainment Ltd.

       

8.25%, 3/1/24(a)

     100,000          102,541  

GFL Environmental, Inc.

       

5.63%, 5/1/22(a)

     155,000          156,598  

5.38%, 3/1/23(a)

     294,000          296,205  

Hudbay Minerals, Inc.

       

7.25%, 1/15/23(a)

     233,000          239,504  

Kissner Holdings L.P.

       

8.38%, 12/1/22(a)

     315,000          329,175  

Kronos Acquisition Holdings, Inc.

       

9.00%, 8/15/23(a)

     384,000          344,799  

Mattamy Group Corp.

       

6.88%, 12/15/23(a)

     242,000          251,466  

MEG Energy Corp.

       

6.38%, 1/30/23(a)(b)

     494,000          485,350  

7.00%, 3/31/24(a)(b)

     459,000          451,254  

Mountain Province Diamonds, Inc.

       

8.00%, 12/15/22(a)

     148,000          142,635  

New Gold, Inc.

       

6.25%, 11/15/22(a)

     294,000          293,263  

Norbord, Inc.

       

6.25%, 4/15/23(a)

     167,000          178,551  

NOVA Chemicals Corp.

       

5.25%, 8/1/23(a)

     220,000          222,198  

4.88%, 6/1/24(a)

     505,000          510,050  

Open Text Corp.

       

5.63%, 1/15/23(a)

     543,000          553,855  

Quebecor Media, Inc.

       

5.75%, 1/15/23

     722,000          782,764  

Rockpoint Gas Storage Canada Ltd.

       

7.00%, 3/31/23(a)

     283,000          284,179  

Seven Generations Energy Ltd.

       

6.75%, 5/1/23(a)

     242,000          249,663  

6.88%, 6/30/23(a)

     264,000          271,370  

Taseko Mines Ltd.

       

8.75%, 6/15/22(a)

     178,000          155,806  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Teine Energy Ltd.

       

6.88%, 9/30/22(a)

   $ 147,000        $ 147,413  

Tervita Corp.

       

7.63%, 12/1/21(a)

     211,000          211,452  

Videotron Ltd.

       

5.00%, 7/15/22

     395,000          416,228  

Xplornet Communications, Inc.

       

9.63%, 6/1/22(a)

     115,675          115,711  
       

 

 

 
Total Canada           11,822,774  
       

 

 

 

Cayman Islands - 0.4%

       

Global Aircraft Leasing Co., Ltd.

       

6.50%, 9/15/24, Toggle PIK (6.50% Cash or 7.25% PIK)(a)

     750,000          768,975  

Vantage Drilling International

       

9.25%, 11/15/23(a)

     290,000          272,480  
       

 

 

 
Total Cayman Islands           1,041,455  
       

 

 

 

Denmark - 0.2%

       

DKT Finance ApS

       

9.38%, 6/17/23(a)

     306,000          325,737  

Welltec A/S

       

9.50%, 12/1/22(a)

     200,000          199,562  
       

 

 

 
Total Denmark           525,299  
       

 

 

 

Finland - 0.1%

       

Nokia Oyj

       

3.38%, 6/12/22

     228,000          231,122  
       

 

 

 

Germany - 0.5%

       

Atotech Alpha 2 B.V.

       

8.75%, 6/1/23, Toggle PIK (8.75% Cash or 9.50% PIK)(a)

     200,000          198,083  

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)

     650,000          607,581  

Mercer International, Inc.

       

6.50%, 2/1/24

     242,000          251,780  
       

 

 

 
Total Germany           1,057,444  
       

 

 

 

Ireland - 0.5%

       

AerCap Holdings N.V.

       

5.88%, 10/10/79, (5.875% fixed rate until 10/10/24; 5-year Constant Maturity Treasury Rate + 4.535% thereafter)(b)(c)

     400,000          426,024  

Ardagh Packaging Finance PLC

       

4.25%, 9/15/22(a)

     558,000          566,366  

Fly Leasing Ltd.

       

6.38%, 10/15/21(b)

     210,000          214,069  
       

 

 

 
Total Ireland           1,206,459  
       

 

 

 

Italy - 0.7%

       

Intesa Sanpaolo SpA

       

5.02%, 6/26/24(a)

     663,000          690,198  

Telecom Italia SpA

       

5.30%, 5/30/24(a)

     939,000          1,012,017  
       

 

 

 
Total Italy           1,702,215  
       

 

 

 

Jersey - 0.1%

       

Aston Martin Capital Holdings Ltd.

       

6.50%, 4/15/22(a)(b)

     250,000          228,118  
       

 

 

 

Liberia - 0.0%

       

Eletson Holdings, Inc.

       

9.63%, 1/15/22, Series Ai(e)

     49,264          17,181  
       

 

 

 

Luxembourg - 2.2%

       

Altice Financing S.A.

       

6.63%, 2/15/23(a)

     971,000          995,265  

Altice Finco S.A.

       

8.13%, 1/15/24(a)

     300,000          309,875  

INEOS Group Holdings S.A.

       

5.63%, 8/1/24(a)(b)

     300,000          308,721  

Intelsat Connect Finance S.A.

       

9.50%, 2/15/23(a)(b)

     1,228,000          721,450  

Intelsat Jackson Holdings S.A.

       

9.50%, 9/30/22(a)

     224,000          250,950  

5.50%, 8/1/23

     921,000          734,221  

8.00%, 2/15/24(a)

     484,000          494,885  

8.50%, 10/15/24(a)

     1,375,000          1,134,375  

Intelsat Luxembourg S.A.

       

8.13%, 6/1/23

     364,000          166,526  
       

 

 

 
Total Luxembourg           5,116,268  
       

 

 

 

Netherlands - 0.5%

       

InterGen N.V.

       

7.00%, 6/30/23(a)

     300,000          292,500  

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)

     450,000          492,309  

OCI N.V.

       

6.63%, 4/15/23(a)

     360,000          376,560  
       

 

 

 
Total Netherlands           1,161,369  
       

 

 

 

New Zealand - 0.1%

       

Trilogy International Partners LLC

       

8.88%, 5/1/22(a)

     222,000          211,524  
       

 

 

 

Norway - 0.3%

       

Aker BP ASA

       

6.00%, 7/1/22(a)

     359,000          370,349  

4.75%, 6/15/24(a)

     280,000          292,247  
       

 

 

 
Total Norway           662,596  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Spain - 0.1%

       

Cirsa Finance International SARL

       

7.88%, 12/20/23(a)

   $ 229,000        $ 242,963  
       

 

 

 

Sweden - 0.3%

       

Stena AB

       

7.00%, 2/1/24(a)

     250,000          256,354  

Telefonaktiebolaget LM Ericsson

       

4.13%, 5/15/22

     453,000          470,551  
       

 

 

 
Total Sweden           726,905  
       

 

 

 

United Kingdom - 2.0%

       

Algeco Global Finance PLC

       

8.00%, 2/15/23(a)

     200,000          195,998  

Ardonagh Midco 3 PLC

       

8.63%, 7/15/23(a)(b)

     400,000          397,196  

Avon International Operations, Inc.

       

7.88%, 8/15/22(a)

     221,000          230,667  

Avon Products, Inc.

       

7.00%, 3/15/23(b)

     445,000          479,626  

Fiat Chrysler Automobiles N.V.

       

4.50%, 4/15/20(b)

     665,000          670,297  

5.25%, 4/15/23

     600,000          645,828  

Global Ship Lease, Inc.

       

9.88%, 11/15/22(a)

     217,000          227,375  

Inmarsat Finance PLC

       

4.88%, 5/15/22(a)

     569,000          575,981  

Ithaca Energy North Sea PLC

       

9.38%, 7/15/24(a)

     225,000          231,748  

Jaguar Land Rover Automotive PLC

       

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

     749,000          754,610  

KCA Deutag UK Finance PLC

       

9.88%, 4/1/22(a)(b)

     498,000          332,571  
       

 

 

 
Total United Kingdom           4,741,897  
       

 

 

 

TOTAL FOREIGN CORPORATE BONDS

(Cost: $33,044,828)

          32,318,816  
       

 

 

 
     Shares           

INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 8.4%

 

    

United States - 8.4%

       

State Street Navigator Securities Lending Government Money Market Portfolio, 1.63%(g)

(Cost: $19,772,945)(h)

     19,772,945          19,772,945  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 103.9%

(Cost: $248,712,519)

          245,518,460  

Other Assets less Liabilities - (3.9)%

          (9,196,279
       

 

 

 
NET ASSETS - 100.0%         $   236,322,181  
       

 

 

 

 

(a)  

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

(b) 

Security, or portion thereof, was on loan at November 30, 2019 (See Note 2).

(c) 

Rate shown reflects the accrual rate as of November 30, 2019 on securities with variable or step rates.

(d) 

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

(e) 

Security in default on interest payments.

(f) 

Subsequent to the fiscal period ended November 30, 2019, the security defaulted on interest payments.

(g)

Rate shown represents annualized 7-day yield as of November 30, 2019.

(h)

At November 30, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $20,592,700. The Fund also had securities on loan having a total market value of $301,909 that were sold and pending settlement. The total market value of the collateral held by the Fund was $21,678,762. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,905,817.

 

PIK

   -    Payment In Kind

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS (EXCHANGE-TRADED)

 

Short Exposure

   Contracts    Expiration
Date
   Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

2 Year U.S. Treasury Note

   607    3/31/20    $ (130,860,664   $ 28  

5 Year U.S. Treasury Note

   322    3/31/20      (38,307,938     2,561  
        

 

 

   

 

 

 
   $ (169,168,602   $ 2,589  
        

 

 

   

 

 

 

 

  

As of November 30, 2019, deposits at broker for futures contracts of $1,216,580 included cash collateral of $1,149,827 and previously settled variation margin gains on open futures contacts of $66,753.

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT AGENCIES - 28.2%

       

Federal Home Loan Bank - 0.9%

       

2.63%, 5/28/20

   $ 75,000        $ 75,351  

1.13%, 7/14/21

     40,000          39,701  

3.00%, 9/10/21

     70,000          71,612  

3.00%, 10/12/21

     75,000          76,876  

3.38%, 9/8/23

     70,000          74,402  

3.38%, 12/8/23

     65,000          69,296  

1.50%, 8/15/24

     85,000          84,455  

3.25%, 11/16/28

     65,000          71,932  

5.50%, 7/15/36

     140,000          202,024  
       

 

 

 
Total Federal Home Loan Bank           765,649  
       

 

 

 

Federal Home Loan Mortgage Corporation - 6.6%

       

2.38%, 1/13/22

     155,000          157,333  

2.50%, 3/1/28

     40,714          41,215  

3.50%, 1/1/29

     39,845          41,490  

2.50%, 6/1/29

     75,037          75,958  

3.00%, 8/1/29

     36,347          37,682  

2.50%, 1/1/30

     42,942          43,469  

2.50%, 2/1/30

     63,826          64,610  

3.00%, 4/1/30

     64,827          66,733  

3.00%, 5/1/30

     33,210          34,187  

2.50%, 12/1/31

     62,851          63,625  

3.00%, 12/1/31

     61,256          63,059  

6.25%, 7/15/32

     94,000          137,422  

2.50%, 11/1/32

     37,592          38,055  

3.00%, 1/1/33

     37,793          38,837  

4.00%, 11/1/33

     37,776          39,440  

4.00%, 5/1/34

     56,251          59,832  

3.50%, 8/1/34

     34,773          36,307  

3.00%, 5/1/37

     37,262          38,278  

3.00%, 2/1/38

     66,265          67,912  

5.50%, 4/1/38

     43,375          48,764  

4.50%, 12/1/40

     63,257          68,765  

4.00%, 2/1/41

     256,043          274,709  

3.50%, 3/1/42

     75,480          79,473  

3.00%, 6/1/43

     79,543          81,865  

3.00%, 7/1/43

     88,661          91,540  

3.00%, 8/1/43

     120,538          124,129  

4.00%, 12/1/43

     28,356          30,143  

3.00%, 1/1/44

     118,192          121,728  

3.50%, 9/1/44

     113,822          119,797  

4.00%, 9/1/44

     87,698          92,814  

3.50%, 1/1/45

     54,140          56,765  

3.00%, 4/1/45

     188,201          193,258  

4.50%, 7/1/45

     40,746          44,164  

3.50%, 8/1/45

     91,477          95,401  

4.00%, 8/1/45

     50,557          53,504  

3.50%, 9/1/45

     123,059          128,288  

4.00%, 11/1/45

     56,906          60,226  

3.50%, 3/1/46

     66,611          69,428  

3.00%, 4/1/46

     20,113          20,616  

3.50%, 4/1/46

     111,124          115,830  

3.00%, 5/1/46

     164,287          168,453  

3.50%, 5/1/46

     29,647          30,896  

3.00%, 9/1/46

     45,256          46,425  

4.50%, 9/1/46

     102,821          111,761  

3.00%, 10/1/46

     110,344          113,108  

3.00%, 11/1/46

     94,434          96,745  

4.00%, 11/1/46

     29,899          31,485  

3.50%, 12/1/46

     133,436          138,871  

3.00%, 2/1/47

     19,737          20,219  

4.00%, 2/1/47

     30,920          32,516  

4.50%, 4/1/47

     32,877          34,728  

3.50%, 5/1/47

     36,187          37,597  

4.50%, 5/1/47

     57,573          60,875  

3.50%, 8/1/47

     185,972          192,974  

4.00%, 8/1/47

     80,815          84,771  

4.50%, 9/1/47

     31,484          33,261  

3.00%, 10/1/47

     104,925          107,175  

3.50%, 10/1/47

     225,060          233,466  

4.00%, 2/1/48

     46,565          48,728  

4.50%, 2/1/48

     116,728          123,113  

3.50%, 6/1/48

     163,253          168,454  

4.00%, 7/1/48

     212,453          226,822  

4.00%, 9/1/48

     88,935          92,502  

4.00%, 10/1/48

     153,493          159,245  

5.00%, 3/1/49

     173,420          185,128  
       

 

 

 
Total Federal Home Loan Mortgage Corporation           5,695,969  
       

 

 

 

Federal National Mortgage Association - 10.9%

       

1.50%, 6/22/20

     236,000          235,786  

5.50%, 10/1/25

     44,378          47,818  

4.00%, 7/1/26

     8,506          8,875  

1.88%, 9/24/26

     94,000          94,553  

3.50%, 10/1/26

     54,489          56,473  

3.50%, 12/1/26

     12,001          12,438  

3.00%, 6/1/27

     48,566          50,058  

2.50%, 8/1/28

     34,087          34,488  

3.00%, 11/1/28

     16,396          16,918  

3.00%, 7/1/29

     68,699          70,682  

3.00%, 9/1/30

     37,612          38,699  

3.50%, 4/1/31

     36,938          38,422  

2.50%, 6/1/31

     31,247          31,616  

2.50%, 7/1/31

     31,544          31,917  

2.50%, 10/1/31

     110,334          111,683  

2.50%, 4/1/32

     31,985          32,483  

2.50%, 9/1/32

     86,687          88,254  

3.00%, 10/1/32

     60,864          62,452  

2.50%, 12/1/32

     19,420          19,649  

3.50%, 1/1/33

     41,213          42,865  

3.00%, 3/1/33

     46,731          47,994  

3.00%, 4/1/33

     78,387          80,502  

6.00%, 2/1/34

     56,452          63,845  

3.00%, 6/1/34

     44,810          45,903  

2.50%, 7/1/34

     95,240          96,131  

4.00%, 8/1/34

     19,207          20,359  

3.50%, 1/1/36

     22,622          23,550  

3.50%, 7/1/36

     61,713          64,246  

3.00%, 11/1/36

     89,277          92,068  

3.00%, 2/1/37

     93,627          96,144  

3.50%, 4/1/38

     41,166          42,866  

4.50%, 9/1/39

     26,572          28,785  

4.50%, 8/1/40

     52,964          57,339  

5.50%, 9/1/40

     73,504          82,678  

3.50%, 6/1/42

     19,348          20,358  

4.00%, 7/1/42

     104,814          112,194  

4.00%, 9/1/42

     331,323          354,045  

3.00%, 1/1/43

     98,992          101,904  

3.00%, 4/1/43

     107,961          111,138  

3.50%, 5/1/43

     28,151          29,614  

3.00%, 6/1/43

     111,847          115,414  

4.00%, 6/1/43

     11,615          12,433  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

3.00%, 8/1/43

   $   209,784        $ 215,948  

3.50%, 8/1/43

     239,335          251,792  

4.00%, 11/1/43

     23,914          25,416  

3.00%, 2/1/44

     85,922          88,443  

4.00%, 2/1/44

     143,171          152,412  

4.50%, 2/1/44

     167,437          183,772  

4.50%, 5/1/44

     18,740          20,117  

4.00%, 9/1/44

     92,314          97,638  

4.00%, 10/1/44

     156,956          166,009  

3.50%, 2/1/45

     161,034          169,425  

5.00%, 2/1/45

     82,639          90,122  

3.50%, 3/1/45

     101,991          106,402  

3.50%, 4/1/45

     104,236          108,979  

3.50%, 6/1/45

     161,534          169,603  

4.00%, 8/1/45

     174,803          184,897  

3.50%, 12/1/45

     348,018          362,449  

3.00%, 1/1/46

     164,781          168,803  

3.50%, 1/1/46

     122,883          128,016  

3.50%, 2/1/46

     66,148          68,940  

3.50%, 4/1/46

     27,706          28,865  

4.00%, 4/1/46

     24,398          25,634  

3.00%, 5/1/46

     134,178          137,453  

3.50%, 5/1/46

     213,149          221,987  

4.50%, 5/1/46

     118,437          126,231  

4.00%, 7/1/46

     70,576          74,431  

3.00%, 9/1/46

     110,872          113,535  

3.00%, 10/1/46

     75,693          77,498  

4.00%, 10/1/46

     33,465          35,261  

2.50%, 11/1/46

     20,665          20,596  

3.00%, 11/1/46

     216,076          221,362  

3.50%, 11/1/46

     36,846          38,407  

3.00%, 1/1/47

     79,827          81,707  

3.00%, 2/1/47

     40,828          41,826  

4.00%, 2/1/47

     34,592          36,346  

3.50%, 3/1/47

     18,133          18,832  

4.00%, 3/1/47

     37,652          39,553  

4.00%, 5/1/47

     108,465          113,900  

4.00%, 8/1/47

     110,574          116,857  

3.50%, 11/1/47

     326,290          337,315  

4.50%, 11/1/47

     65,776          69,377  

3.00%, 12/1/47

     175,539          179,835  

3.50%, 12/1/47

     122,096          126,554  

3.00%, 1/1/48

     43,234          44,046  

3.50%, 1/1/48

     137,996          142,933  

4.00%, 7/1/48

     40,839          42,495  

4.50%, 7/1/48

     142,179          149,530  

4.00%, 8/1/48

     224,972          233,698  

4.50%, 9/1/48

     67,471          70,946  

5.50%, 4/1/49

     67,065          72,520  

4.00%, 6/1/49

     135,258          140,329  

3.00%, 8/1/49

     112,189          113,961  

3.50%, 9/1/49

     519,471          534,766  
       

 

 

 
Total Federal National Mortgage Association           9,413,408  
       

 

 

 

Government National Mortgage Association - 7.9%

       

3.00%, 4/20/33

     78,794          81,073  

5.00%, 2/20/43

     46,969          51,979  

3.50%, 3/20/43

     233,866          247,653  

4.00%, 5/20/43

     46,916          49,983  

4.00%, 6/20/43

     85,845          91,451  

3.00%, 8/20/43

     116,851          121,133  

5.00%, 4/20/44

     100,363          110,743  

3.50%, 7/20/44

     151,691          159,073  

4.00%, 7/20/44

     29,613          31,518  

5.00%, 7/20/44

     17,982          19,753  

3.50%, 8/20/44

     190,870          200,096  

5.00%, 8/20/44

     16,852          18,604  

3.00%, 9/20/44

     85,295          88,454  

4.50%, 9/20/44

     66,110          70,857  

3.00%, 1/20/45

     36,404          37,640  

4.00%, 4/20/45

     176,111          187,100  

3.00%, 7/20/45

     264,243          273,200  

3.50%, 11/20/45

     161,284          168,704  

3.00%, 12/20/45

     203,483          210,386  

3.50%, 12/20/45

     286,183          299,950  

4.50%, 12/20/45

     68,471          73,240  

3.00%, 5/20/46

     35,741          36,919  

3.50%, 9/20/46

     178,179          185,857  

4.00%, 10/20/46

     118,500          124,294  

4.00%, 12/20/46

     54,668          57,389  

4.00%, 1/20/47

     52,885          55,333  

4.50%, 1/20/47

     59,539          63,912  

3.50%, 2/20/47

     72,524          75,592  

4.00%, 2/20/47

     52,545          54,869  

3.50%, 3/20/47

     149,299          155,144  

3.50%, 4/20/47

     108,475          112,771  

3.00%, 5/20/47

     105,600          109,025  

4.00%, 7/20/47

     78,881          82,736  

3.00%, 8/20/47

     97,309          100,330  

4.00%, 8/20/47

     64,834          68,048  

3.50%, 9/20/47

     151,104          156,798  

4.50%, 10/20/47

     30,276          32,049  

3.00%, 11/20/47

     121,022          124,554  

3.00%, 12/20/47

     102,208          105,249  

3.50%, 1/20/48

     328,650          341,989  

4.00%, 1/20/48

     35,931          37,398  

3.00%, 2/20/48

     176,456          181,699  

4.50%, 6/20/48

     88,020          92,720  

3.50%, 7/20/48

     119,596          123,731  

4.00%, 9/20/48

     126,082          131,427  

4.50%, 9/20/48

     81,049          85,220  

5.50%, 10/20/48

     90,530          96,398  

4.50%, 1/20/49

     103,778          108,594  

5.00%, 3/20/49

     106,777          112,368  

4.00%, 4/20/49

     167,538          174,190  

3.50%, 8/20/49

     223,339          231,309  

4.00%, 10/20/49

     357,878          374,732  

2.50%, 12/1/49(a)

     25,000          25,181  

3.00%, 12/1/49(a)

     100,000          102,781  

3.50%, 12/1/49(a)

     25,000          25,840  

4.00%, 12/1/49(a)

     75,000          77,883  

4.50%, 12/1/49(a)

     200,000          208,992  
       

 

 

 
Total Government National Mortgage Association           6,825,911  
       

 

 

 

Uniform Mortgage-Backed Securities - 1.9%

       

2.00%, 12/1/34(a)

     50,000          49,411  

2.50%, 12/1/34(a)

     100,000          100,870  

3.00%, 12/1/34(a)

     50,000          51,154  

3.50%, 12/1/34(a)

     100,000          103,625  

4.00%, 12/1/34(a)

     25,000          26,070  

2.50%, 12/1/49(a)

     225,000          222,657  

3.00%, 12/1/49(a)

     600,000          608,035  

4.00%, 12/1/49(a)

     175,000          181,583  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

4.50%, 12/1/49(a)

   $   200,000        $ 210,379  

5.00%, 12/1/49(a)

     50,000          53,423  
       

 

 

 
Total Uniform Mortgage-Backed Securities           1,607,207  
       

 

 

 

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $23,583,779)

          24,308,144  
       

 

 

 

U.S. GOVERNMENT OBLIGATIONS - 38.2%

       

U.S. Treasury Bonds - 9.4%

       

7.63%, 11/15/22

     188,000          220,559  

6.88%, 8/15/25

     377,000          483,495  

5.25%, 2/15/29

     259,000          335,678  

1.63%, 8/15/29

     750,000          739,014  

6.13%, 8/15/29

     75,000          104,130  

6.25%, 5/15/30

     94,000          134,024  

5.38%, 2/15/31

     23,500          32,012  

5.00%, 5/15/37

     24,000          34,769  

4.38%, 2/15/38

     75,000          102,091  

4.50%, 5/15/38

     24,000          33,208  

3.50%, 2/15/39

     122,000          149,962  

4.25%, 5/15/39

     66,000          89,082  

4.50%, 8/15/39

     118,000          164,350  

4.38%, 11/15/39

     106,000          145,622  

4.63%, 2/15/40

     97,000          137,592  

4.38%, 5/15/40

     50,000          68,912  

3.88%, 8/15/40

     127,000          164,458  

3.00%, 5/15/42

     94,000          107,797  

2.88%, 5/15/43

     71,000          79,894  

3.63%, 8/15/43

     263,500          333,575  

3.75%, 11/15/43

     146,000          188,528  

3.63%, 2/15/44

     141,000          178,998  

3.38%, 5/15/44

     118,000          144,384  

3.13%, 8/15/44

     282,000          331,829  

3.00%, 11/15/44

     145,000          167,319  

2.50%, 2/15/45

     71,000          75,048  

3.00%, 5/15/45

     94,000          108,684  

2.88%, 8/15/45

     94,000          106,385  

3.00%, 11/15/45

     141,000          163,406  

2.50%, 2/15/46

     141,000          149,165  

2.50%, 5/15/46

     715,000          756,685  

2.25%, 8/15/46

     28,000          28,217  

2.88%, 11/15/46

     94,000          106,864  

3.00%, 2/15/47

     240,000          279,511  

3.00%, 5/15/47

     221,000          257,383  

2.75%, 8/15/47

     94,000          104,577  

2.75%, 11/15/47

     169,000          188,138  

3.00%, 2/15/48

     141,000          164,510  

3.13%, 5/15/48

     84,000          100,373  

3.00%, 8/15/48

     141,000          164,797  

3.38%, 11/15/48

     160,000          200,250  

3.00%, 2/15/49

     50,000          58,555  

2.25%, 8/15/49

     425,000          429,175  
       

 

 

 

Total U.S. Treasury Bonds

          8,113,005  
       

 

 

 

U.S. Treasury Notes - 28.8%

       

3.50%, 5/15/20

     451,000          454,735  

1.38%, 5/31/20

     188,000          187,732  

1.50%, 5/31/20

     188,000          187,849  

1.63%, 6/30/20

     122,000          121,988  

1.88%, 6/30/20

     188,000          188,246  

2.50%, 6/30/20

     122,000          122,593  

1.50%, 7/15/20

     193,000          192,815  

1.63%, 7/31/20

     188,000          187,967  

2.00%, 7/31/20

     94,000          94,211  

1.50%, 8/15/20

     160,000          159,825  

2.63%, 8/15/20

     188,000          189,241  

1.38%, 8/31/20

     188,000          187,589  

1.38%, 9/30/20

     188,000          187,556  

1.63%, 10/15/20

     188,000          187,923  

1.38%, 10/31/20

     365,000          363,966  

1.75%, 11/15/20

     188,000          188,114  

2.63%, 11/15/20

     282,000          284,479  

1.63%, 11/30/20

     323,000          322,792  

1.75%, 12/31/20

     287,000          287,168  

1.38%, 4/30/21

     376,000          374,480  

2.25%, 4/30/21

     471,000          474,753  

2.63%, 5/15/21

     188,000          190,552  

1.38%, 5/31/21

     188,000          187,200  

2.00%, 5/31/21

     282,000          283,366  

2.63%, 6/15/21

     282,000          286,059  

1.13%, 6/30/21

     452,000          448,248  

1.13%, 7/31/21

     188,000          186,355  

2.13%, 8/15/21

     94,100          94,846  

1.13%, 8/31/21

     254,000          251,678  

1.13%, 9/30/21

     71,000          70,332  

2.13%, 9/30/21

     282,000          284,423  

1.25%, 10/31/21

     99,000          98,273  

2.00%, 10/31/21

     89,000          89,614  

2.00%, 11/15/21

     113,000          113,834  

1.50%, 1/31/22

     188,000          187,556  

1.88%, 1/31/22

     188,000          189,010  

1.75%, 4/30/22

     250,000          250,894  

1.88%, 4/30/22

     250,000          251,563  

1.75%, 5/15/22

     278,000          279,043  

1.63%, 8/15/22

     188,000          188,147  

1.63%, 8/31/22

     188,000          188,136  

1.88%, 8/31/22

     188,000          189,377  

1.75%, 9/30/22

     188,000          188,789  

1.88%, 9/30/22

     188,000          189,450  

1.38%, 10/15/22

     250,000          248,398  

1.63%, 11/15/22

     491,000          491,345  

1.75%, 1/31/23

     282,000          283,267  

2.38%, 1/31/23

     282,000          288,653  

1.50%, 3/31/23

     212,000          211,321  

2.50%, 3/31/23

     565,000          581,387  

2.75%, 4/30/23

     188,000          195,072  

1.75%, 5/15/23

     706,000          709,365  

2.75%, 5/31/23

     188,000          195,245  

1.38%, 6/30/23

     127,000          126,008  

1.25%, 7/31/23

     94,000          92,812  

2.50%, 8/15/23

     188,000          193,993  

1.38%, 9/30/23

     188,000          186,333  

1.63%, 10/31/23

     94,000          94,062  

2.25%, 12/31/23

     376,000          385,385  

2.25%, 1/31/24

     104,000          106,616  

2.75%, 2/15/24

     132,000          137,997  

2.13%, 2/29/24

     329,000          335,689  

2.13%, 3/31/24

     612,000          624,682  

2.00%, 4/30/24

     541,000          549,601  

2.50%, 5/15/24

     282,000          292,547  

2.00%, 5/31/24

     235,000          238,855  

2.38%, 8/15/24

     329,000          340,033  

1.25%, 8/31/24

     900,000          884,812  

1.50%, 9/30/24

     150,000          149,095  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

1.50%, 10/31/24

   $   300,000        $ 298,166  

2.25%, 10/31/24

     250,000          257,275  

2.25%, 11/15/24

     419,000          431,169  

2.13%, 11/30/24

     321,000          328,454  

2.25%, 12/31/24

     349,000          359,197  

2.50%, 1/31/25

     99,000          103,142  

2.00%, 2/15/25

     485,000          493,383  

2.75%, 2/28/25

     99,000          104,451  

2.63%, 3/31/25

     250,000          262,188  

2.88%, 4/30/25

     188,000          199,750  

2.13%, 5/15/25

     282,000          288,670  

2.75%, 6/30/25

     350,000          370,002  

2.00%, 8/15/25

     254,000          258,405  

2.25%, 11/15/25

     282,000          290,813  

1.50%, 8/15/26

     682,000          672,383  

2.25%, 2/15/27

     94,000          97,340  

2.38%, 5/15/27

     235,000          245,635  

2.25%, 8/15/27

     207,000          214,670  

2.25%, 11/15/27

     118,000          122,460  

2.75%, 2/15/28

     183,000          197,022  

2.88%, 5/15/28

     235,000          255,682  

2.88%, 8/15/28

     337,000          367,205  

3.13%, 11/15/28

     141,000          156,807  

2.63%, 2/15/29

     400,000          428,844  

2.38%, 5/15/29

     50,000          52,564  

1.75%, 11/15/29

     150,000          149,631  

2.88%, 5/15/49

     200,000          229,012  

2.25%, 11/15/49

     50,000          51,910  
       

 

 

 
Total U.S. Treasury Notes           24,861,570  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $31,478,885)

          32,974,575  
       

 

 

 

U.S. CORPORATE BONDS - 21.3%

       

United States - 21.3%

       

3M Co.

       

2.25%, 9/19/26

     5,000          5,031  

3.13%, 9/19/46

     23,000          22,438  

3.63%, 10/15/47

     18,000          18,988  

Abbott Laboratories

       

3.40%, 11/30/23

     14,000          14,667  

6.15%, 11/30/37

     28,000          39,610  

4.75%, 4/15/43

     10,000          12,638  

AbbVie, Inc.

       

3.60%, 5/14/25

     57,000          59,820  

4.70%, 5/14/45

     48,000          53,459  

Activision Blizzard, Inc.

       

2.30%, 9/15/21

     5,000          5,021  

2.60%, 6/15/22

     23,000          23,267  

Aetna, Inc.

       

4.75%, 3/15/44

     18,000          20,079  

3.88%, 8/15/47

     43,000          43,432  

Air Lease Corp.

       

3.38%, 6/1/21

     34,000          34,549  

2.63%, 7/1/22

     5,000          5,045  

3.88%, 7/3/23

     5,000          5,234  

4.25%, 9/15/24

     5,000          5,364  

3.63%, 4/1/27

     23,000          23,855  

3.63%, 12/1/27

     94,000          97,386  

Aircastle Ltd.

       

5.00%, 4/1/23

     5,000          5,365  

Alexandria Real Estate Equities, Inc.

       

3.90%, 6/15/23

     94,000          98,853  

4.00%, 1/15/24(b)

     5,000          5,353  

3.45%, 4/30/25

     18,000          18,930  

Allergan Funding SCS

       

3.45%, 3/15/22

     23,000          23,508  

4.55%, 3/15/35

     10,000          10,909  

4.75%, 3/15/45

     5,000          5,505  

Allstate Corp. (The)

       

3.28%, 12/15/26

     18,000          19,168  

Altria Group, Inc.

       

2.85%, 8/9/22

     71,000          72,046  

4.80%, 2/14/29

     25,000          27,662  

5.38%, 1/31/44

     48,000          54,547  

Amazon.com, Inc.

       

4.05%, 8/22/47

     23,000          27,526  

4.25%, 8/22/57(b)

     117,000          143,796  

Ameren Illinois Co.

       

3.80%, 5/15/28(b)

     48,000          52,871  

American Express Co.

       

3.63%, 12/5/24

     94,000          99,280  

4.05%, 12/3/42

     18,000          21,206  

American Express Credit Corp.

       

2.70%, 3/3/22(b)

     94,000          95,523  

3.30%, 5/3/27

     10,000          10,718  

American Honda Finance Corp.

       

1.95%, 7/20/20

     23,000          23,004  

2.65%, 2/12/21

     5,000          5,044  

1.70%, 9/9/21

     23,000          22,935  

3.38%, 12/10/21

     18,000          18,550  

2.90%, 2/16/24

     5,000          5,148  

2.30%, 9/9/26

     5,000          4,992  

American International Group, Inc.

       

4.88%, 6/1/22

     5,000          5,353  

4.70%, 7/10/35(b)

     5,000          5,804  

4.75%, 4/1/48(b)

     28,000          33,524  

American Tower Corp.

       

3.30%, 2/15/21

     5,000          5,068  

3.60%, 1/15/28

     33,000          34,666  

American Water Capital Corp.

       

2.95%, 9/1/27

     29,000          29,731  

3.75%, 9/1/47

     5,000          5,392  

AmerisourceBergen Corp.

       

3.40%, 5/15/24

     18,000          18,688  

Amgen, Inc.

       

2.25%, 8/19/23(b)

     5,000          5,019  

4.66%, 6/15/51

     82,000          97,078  

Anthem, Inc.

       

3.50%, 8/15/24

     5,000          5,238  

6.38%, 6/15/37

     18,000          23,742  

4.65%, 1/15/43

     65,000          73,738  

Apple, Inc.

       

2.40%, 5/3/23(b)

     18,000          18,286  

3.00%, 2/9/24

     18,000          18,712  

2.85%, 5/11/24

     48,000          49,683  

3.00%, 6/20/27

     23,000          24,246  

2.20%, 9/11/29

     75,000          74,120  

4.45%, 5/6/44

     18,000          21,990  

4.38%, 5/13/45

     18,000          21,811  

3.75%, 11/13/47

     23,000          25,743  

Aptiv Corp.

       

4.15%, 3/15/24

     5,000          5,317  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Archer-Daniels-Midland Co.

       

3.38%, 3/15/22

   $ 94,000        $ 96,863  

4.02%, 4/16/43

     24,000          27,138  

Ares Capital Corp.

       

4.25%, 3/1/25

     18,000          18,627  

Ascension Health

       

4.85%, 11/15/53

     24,000          31,406  

Assurant, Inc.

       

4.00%, 3/15/23

     18,000          18,654  

4.20%, 9/27/23

     18,000          18,739  

AT&T, Inc.

       

4.60%, 2/15/21

     5,000          5,130  

2.80%, 2/17/21

     23,000          23,207  

4.45%, 5/15/21(b)

     23,000          23,798  

3.00%, 2/15/22

     23,000          23,471  

3.20%, 3/1/22

     48,000          49,127  

3.55%, 6/1/24(b)

     19,000          19,910  

3.80%, 2/15/27

     74,000          78,796  

4.30%, 2/15/30

     50,000          55,011  

5.38%, 10/15/41

     5,000          5,853  

4.30%, 12/15/42

     50,000          53,332  

5.35%, 12/15/43

     24,000          28,684  

4.35%, 6/15/45

     96,000          102,641  

4.75%, 5/15/46

     10,000          11,198  

5.45%, 3/1/47

     10,000          12,241  

AutoNation, Inc.

       

3.50%, 11/15/24

     18,000          18,476  

4.50%, 10/1/25(b)

     18,000          19,164  

AutoZone, Inc.

       

3.25%, 4/15/25

     18,000          18,745  

AXA Equitable Holdings, Inc.

       

4.35%, 4/20/28

     48,000          51,612  

AXIS Specialty Finance LLC

       

3.90%, 7/15/29

     50,000          52,510  

Baker Hughes a GE Co. LLC

       

3.34%, 12/15/27

     48,000          49,738  

Bank of America Corp.

       

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          10,211  

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)

     155,000          158,382  

4.13%, 1/22/24

     48,000          51,565  

3.55%, 3/5/24, (3.55% fixed rate until 3/5/23; 3-month U.S. dollar London Interbank Offered Rate + 0.78% thereafter)(c)

     10,000          10,399  

4.20%, 8/26/24

     48,000          51,465  

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)

     94,000          98,633  

7.75%, 5/14/38

     100,000          156,014  

5.88%, 2/7/42

     10,000          14,139  

5.00%, 1/21/44

     10,000          13,066  

4.75%, 4/21/45, Series L

     10,000          12,297  

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)(b)(c)

     18,000          20,561  

BankUnited, Inc.

       

4.88%, 11/17/25

     18,000          19,714  

Baylor Scott & White Holdings

       

4.19%, 11/15/45

     24,000          27,726  

BB&T Corp.

       

2.05%, 5/10/21

     5,000          5,005  

3.20%, 9/3/21

     5,000          5,099  

2.85%, 10/26/24

     94,000          96,458  

Becton Dickinson and Co.

       

2.89%, 6/6/22

     19,000          19,297  

Bemis Co., Inc.

       

4.50%, 10/15/21(d)

     5,000          5,168  

Berkshire Hathaway Energy Co.

       

3.25%, 4/15/28

     23,000          24,229  

3.80%, 7/15/48

     25,000          27,218  

Berkshire Hathaway Finance Corp.

       

4.20%, 8/15/48

     20,000          23,625  

Berkshire Hathaway, Inc.

       

3.75%, 8/15/21(b)

     5,000          5,163  

BlackRock, Inc.

       

3.50%, 3/18/24(b)

     18,000          19,173  

Boardwalk Pipelines L.P.

       

4.95%, 12/15/24

     5,000          5,390  

4.45%, 7/15/27

     18,000          18,479  

Boeing Co. (The)

       

2.25%, 6/15/26(b)

     5,000          4,975  

5.88%, 2/15/40

     10,000          13,559  

Boston Properties L.P.

       

3.85%, 2/1/23

     5,000          5,249  

3.13%, 9/1/23

     19,000          19,586  

3.65%, 2/1/26

     5,000          5,311  

2.75%, 10/1/26

     24,000          24,254  

BP Capital Markets America, Inc.

       

2.75%, 5/10/23

     28,000          28,603  

3.12%, 5/4/26

     5,000          5,214  

Bristol-Myers Squibb Co.

       

4.00%, 8/15/23(d)

     18,000          19,077  

3.45%, 11/15/27(d)

     28,000          30,081  

Brixmor Operating Partnership L.P.

       

3.65%, 6/15/24

     5,000          5,208  

Broadcom Corp.

       

3.63%, 1/15/24

     109,000          112,237  

3.13%, 1/15/25

     5,000          5,015  

3.88%, 1/15/27

     23,000          23,499  

3.50%, 1/15/28

     5,000          4,958  

Burlington Northern Santa Fe LLC

       

3.00%, 4/1/25(b)

     18,000          18,797  

7.00%, 12/15/25

     47,000          59,301  

6.15%, 5/1/37

     10,000          14,102  

5.15%, 9/1/43

     48,000          61,948  

3.90%, 8/1/46

     5,000          5,573  

Burlington Resources LLC

       

7.40%, 12/1/31

     14,000          19,922  

Campbell Soup Co.

       

3.30%, 3/15/21(b)

     5,000          5,074  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Capital One Financial Corp.

       

3.45%, 4/30/21

   $ 23,000        $ 23,416  

4.75%, 7/15/21

     5,000          5,208  

3.50%, 6/15/23

     28,000          29,085  

Carlisle Cos., Inc.

       

3.75%, 12/1/27

     18,000          18,933  

Caterpillar Financial Services Corp.

       

3.15%, 9/7/21

     5,000          5,108  

2.85%, 6/1/22(b)

     5,000          5,118  

2.40%, 6/6/22(b)

     5,000          5,057  

3.75%, 11/24/23

     33,000          35,247  

Cboe Global Markets, Inc.

       

3.65%, 1/12/27

     5,000          5,370  

CBRE Services, Inc.

       

4.88%, 3/1/26

     5,000          5,583  

CBS Corp.

       

3.38%, 3/1/22

     5,000          5,117  

3.38%, 2/15/28

     5,000          5,098  

4.90%, 8/15/44

     5,000          5,661  

Celanese U.S. Holdings LLC

       

5.88%, 6/15/21(b)

     5,000          5,260  

Celgene Corp.

       

4.00%, 8/15/23

     3,000          3,179  

CenterPoint Energy Resources Corp.

       

3.55%, 4/1/23

     9,000          9,335  

4.10%, 9/1/47

     5,000          5,366  

CenterPoint Energy, Inc.

       

3.85%, 2/1/24

     18,000          18,947  

Charter Communications Operating LLC

       

4.50%, 2/1/24(b)

     18,000          19,269  

5.05%, 3/30/29

     50,000          56,376  

6.38%, 10/23/35(b)

     5,000          6,247  

6.83%, 10/23/55

     23,000          29,445  

Chubb INA Holdings, Inc.

       

2.70%, 3/13/23

     68,000          69,426  

3.15%, 3/15/25

     18,000          18,970  

Church & Dwight Co., Inc.

       

2.88%, 10/1/22

     5,000          5,098  

Cigna Corp.

       

4.75%, 11/15/21(d)

     5,000          5,233  

3.40%, 3/1/27(d)

     10,000          10,399  

6.13%, 11/15/41(d)

     94,000          121,716  

3.88%, 10/15/47(d)

     5,000          5,070  

Cintas Corp. No. 2

       

2.90%, 4/1/22

     5,000          5,101  

3.25%, 6/1/22

     28,000          28,812  

3.70%, 4/1/27(b)

     23,000          24,964  

Cisco Systems, Inc.

       

1.85%, 9/20/21

     10,000          10,003  

3.00%, 6/15/22(b)

     5,000          5,150  

2.60%, 2/28/23

     5,000          5,106  

5.90%, 2/15/39

     15,000          21,188  

Citigroup, Inc.

       

2.70%, 3/30/21

     94,000          94,819  

3.30%, 4/27/25(b)

     9,000          9,397  

5.50%, 9/13/25

     75,000          85,806  

3.70%, 1/12/26(b)

     9,000          9,605  

4.45%, 9/29/27

     89,000          98,036  

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)

     74,000          78,049  

3.98%, 3/20/30, (3.98% fixed rate until 3/20/29; 3-month U.S. dollar London Interbank Offered Rate + 1.338% thereafter)(b)(c)

     50,000          54,527  

6.63%, 6/15/32

     5,000          6,645  

6.68%, 9/13/43

     19,000          27,714  

Cleco Corporate Holdings LLC

       

3.74%, 5/1/26

     23,000          23,912  

CME Group, Inc.

       

3.00%, 3/15/25

     5,000          5,218  

5.30%, 9/15/43

     5,000          6,808  

4.15%, 6/15/48

     5,000          6,003  

CNH Industrial Capital LLC

       

4.38%, 4/5/22

     5,000          5,260  

Comcast Cable Communications Holdings, Inc.

       

9.46%, 11/15/22(b)

     5,000          6,063  

Comcast Corp.

       

3.13%, 7/15/22

     5,000          5,160  

3.70%, 4/15/24

     23,000          24,475  

3.30%, 2/1/27

     23,000          24,419  

3.55%, 5/1/28

     236,000          255,011  

6.45%, 3/15/37

     27,000          38,396  

3.40%, 7/15/46

     10,000          10,266  

3.97%, 11/1/47

     28,000          31,185  

4.05%, 11/1/52

     28,000          31,690  

4.95%, 10/15/58

     28,000          36,626  

CommonSpirit Health

       

3.35%, 10/1/29(b)

     27,000          27,163  

Commonwealth Edison Co.

       

4.70%, 1/15/44

     15,000          18,536  

Conagra Brands, Inc.

       

7.00%, 10/1/28

     19,000          23,798  

Concho Resources, Inc.

       

3.75%, 10/1/27

     23,000          23,832  

Connecticut Light & Power Co. (The)

       

4.30%, 4/15/44(b)

     15,000          18,206  

ConocoPhillips

       

6.50%, 2/1/39

     18,000          26,214  

Consolidated Edison Co. of New York, Inc.

       

4.00%, 11/15/57, Series C

     18,000          19,656  

Constellation Brands, Inc.

       

3.15%, 8/1/29

     50,000          50,609  

5.25%, 11/15/48(b)

     94,000          116,078  

Continental Resources, Inc.

       

4.50%, 4/15/23

     5,000          5,215  

Corning, Inc.

       

5.85%, 11/15/68

     18,000          21,311  

Costco Wholesale Corp.

       

2.30%, 5/18/22

     5,000          5,063  

3.00%, 5/18/27

     5,000          5,299  

Crown Castle International Corp.

       

5.25%, 1/15/23

     101,000          110,058  

3.15%, 7/15/23

     18,000          18,528  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

CSX Corp.

       

4.50%, 8/1/54

   $   18,000        $ 21,049  

CVS Health Corp.

       

4.00%, 12/5/23

     48,000          50,779  

6.25%, 6/1/27

     48,000          58,068  

3.25%, 8/15/29

     25,000          25,442  

4.88%, 7/20/35(b)

     48,000          55,145  

5.30%, 12/5/43

     48,000          57,654  

5.05%, 3/25/48(b)

     10,000          11,850  

Darden Restaurants, Inc.

       

3.85%, 5/1/27

     18,000          18,884  

Dell International LLC

       

4.42%, 6/15/21(d)

     15,000          15,449  

8.35%, 7/15/46(d)

     23,000          30,900  

Delta Air Lines, Inc.

       

2.60%, 12/4/20

     10,000          10,039  

Digital Realty Trust L.P.

       

3.95%, 7/1/22

     19,000          19,802  

Discovery Communications LLC

       

4.38%, 6/15/21

     5,000          5,158  

4.88%, 4/1/43

     23,000          25,147  

5.20%, 9/20/47

     10,000          11,404  

Dominion Energy South Carolina, Inc.

       

5.10%, 6/1/65

     34,000          45,461  

Dominion Energy, Inc.

       

3.90%, 10/1/25

     5,000          5,356  

5.95%, 6/15/35, Series B(b)

     5,000          6,393  

4.60%, 3/15/49, Series A

     50,000          58,540  

Dover Corp.

       

3.15%, 11/15/25

     23,000          23,734  

Dow Chemical Co. (The)

       

3.00%, 11/15/22

     5,000          5,115  

7.38%, 11/1/29

     5,000          6,619  

4.25%, 10/1/34

     23,000          24,673  

9.40%, 5/15/39(b)

     5,000          8,225  

4.38%, 11/15/42

     5,000          5,271  

DR Horton, Inc.

       

4.38%, 9/15/22

     18,000          18,879  

Duke Energy Carolinas LLC

       

3.70%, 12/1/47

     48,000          52,589  

Duke Energy Corp.

       

3.15%, 8/15/27(b)

     23,000          23,908  

Duke Energy Florida LLC

       

6.40%, 6/15/38

     43,500          63,976  

Duke Energy Ohio, Inc.

       

3.80%, 9/1/23

     18,000          19,087  

DXC Technology Co.

       

4.75%, 4/15/27(b)

     10,000          10,541  

Eagle Materials, Inc.

       

4.50%, 8/1/26

     15,000          15,678  

Eastman Chemical Co.

       

3.50%, 12/1/21(b)

     18,000          18,455  

4.80%, 9/1/42

     23,000          25,063  

Eaton Vance Corp.

       

3.50%, 4/6/27

     18,000          19,051  

Ecolab, Inc.

       

3.25%, 1/14/23

     18,000          18,624  

2.70%, 11/1/26

     5,000          5,141  

Emerson Electric Co.

       

2.63%, 2/15/23(b)

     5,000          5,117  

Enable Midstream Partners L.P.

       

3.90%, 5/15/24

     23,000          23,195  

Enbridge Energy Partners L.P.

       

5.88%, 10/15/25(b)

     5,000          5,807  

Energy Transfer Operating L.P.

       

4.65%, 6/1/21

     94,000          96,504  

4.20%, 9/15/23, Series 5Y

     5,000          5,232  

4.90%, 3/15/35

     88,000          91,524  

6.63%, 10/15/36(b)

     19,000          22,484  

Entergy Louisiana LLC

       

4.00%, 3/15/33

     5,000          5,717  

Enterprise Products Operating LLC

       

3.35%, 3/15/23

     82,000          84,733  

6.88%, 3/1/33, Series D

     19,000          25,923  

4.25%, 2/15/48

     94,000          100,697  

EQM Midstream Partners L.P.

       

4.75%, 7/15/23, Series 5Y

     5,000          4,881  

ERP Operating L.P.

       

3.00%, 7/1/29

     50,000          51,703  

Exelon Corp.

       

5.10%, 6/15/45

     33,000          40,334  

Expedia Group, Inc.

       

3.80%, 2/15/28

     5,000          5,177  

Exxon Mobil Corp.

       

3.04%, 3/1/26

     23,000          24,239  

3.57%, 3/6/45

     23,000          25,120  

Family Dollar Stores, Inc.

       

5.00%, 2/1/21

     48,000          49,742  

FedEx Corp.

       

4.00%, 1/15/24

     5,000          5,350  

3.20%, 2/1/25(b)

     18,000          18,723  

4.20%, 10/17/28(b)

     18,000          19,625  

3.90%, 2/1/35(b)

     94,000          96,120  

3.88%, 8/1/42

     5,000          4,904  

4.75%, 11/15/45

     5,000          5,389  

4.40%, 1/15/47

     18,000          18,365  

Fidelity National Information Services, Inc.

       

3.50%, 4/15/23(b)

     23,000          23,938  

5.00%, 10/15/25

     5,000          5,713  

4.75%, 5/15/48, Series 30Y(b)

     5,000          6,032  

Fifth Third Bancorp

       

8.25%, 3/1/38

     20,000          30,841  

FirstEnergy Corp.

       

3.90%, 7/15/27, Series B

     18,000          19,277  

7.38%, 11/15/31, Series C

     5,000          7,011  

Flex Ltd.

       

5.00%, 2/15/23

     5,000          5,336  

Florida Power & Light Co.

       

3.70%, 12/1/47

     5,000          5,600  

4.13%, 6/1/48(b)

     28,000          33,536  

Ford Motor Co.

       

6.63%, 10/1/28

     5,000          5,478  

4.75%, 1/15/43

     25,000          21,845  

General Dynamics Corp.

       

2.13%, 8/15/26

     18,000          17,938  

3.75%, 5/15/28(b)

     23,000          25,587  

General Electric Co.

       

5.30%, 2/11/21

     5,000          5,170  

4.65%, 10/17/21

     51,000          53,307  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

6.75%, 3/15/32, Series A(b)

   $   28,000        $ 36,315  

6.15%, 8/7/37

     24,000          29,982  

5.88%, 1/14/38(b)

     74,000          90,831  

General Mills, Inc.

       

4.55%, 4/17/38(b)

     28,000          32,613  

General Motors Co.

       

4.20%, 10/1/27

     71,000          72,634  

General Motors Financial Co., Inc.

       

3.55%, 4/9/21(b)

     5,000          5,081  

3.45%, 4/10/22

     5,000          5,100  

3.15%, 6/30/22

     5,000          5,086  

4.00%, 1/15/25(b)

     76,000          78,812  

4.30%, 7/13/25

     5,000          5,270  

4.35%, 1/17/27

     5,000          5,189  

George Washington University (The)

       

4.13%, 9/15/48, Series 2018

     26,000          30,661  

Georgia Power Co.

       

4.30%, 3/15/43

     47,000          51,101  

Georgia-Pacific LLC

       

7.75%, 11/15/29

     5,000          7,187  

Gilead Sciences, Inc.

       

3.50%, 2/1/25

     5,000          5,288  

3.65%, 3/1/26

     94,000          101,118  

5.65%, 12/1/41

     38,000          50,109  

4.50%, 2/1/45

     18,000          20,904  

Global Payments, Inc.

       

3.75%, 6/1/23

     23,000          23,995  

GLP Capital L.P.

       

5.38%, 11/1/23(b)

     18,000          19,705  

5.75%, 6/1/28

     18,000          20,535  

Goldman Sachs Capital I

       

6.35%, 2/15/34(b)

     19,000          24,915  

Goldman Sachs Group, Inc. (The)

       

5.25%, 7/27/21

     28,000          29,433  

3.00%, 4/26/22

     10,000          10,117  

3.63%, 1/22/23(b)

     28,000          29,217  

3.20%, 2/23/23(b)

     28,000          28,817  

3.75%, 2/25/26

     5,000          5,309  

5.95%, 1/15/27

     23,000          27,573  

3.85%, 1/26/27

     23,000          24,510  

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)

     23,000          24,401  

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)

     71,000          76,029  

4.22%, 5/1/29, (4.223% fixed rate until 5/1/28; 3-month U.S. dollar London Interbank Offered Rate + 1.301% thereafter)(c)

     50,000          55,115  

6.13%, 2/15/33(b)

     9,000          12,084  

5.15%, 5/22/45

     18,000          22,172  

Halliburton Co.

       

6.70%, 9/15/38

     18,000          23,600  

HCA, Inc.

       

4.13%, 6/15/29

     50,000          52,777  

Healthcare Trust of America Holdings L.P.

       

3.75%, 7/1/27

     5,000          5,268  

Healthpeak Properties, Inc.

       

3.15%, 8/1/22

     28,000          28,623  

3.88%, 8/15/24(b)

     5,000          5,334  

Hershey Co. (The)

       

2.30%, 8/15/26

     23,000          23,197  

Hess Corp.

       

6.00%, 1/15/40(b)

     23,000          26,626  

Hewlett Packard Enterprise Co.

       

4.40%, 10/15/22

     48,000          50,754  

6.20%, 10/15/35

     23,000          27,651  

Home Depot, Inc. (The)

       

3.25%, 3/1/22

     94,000          96,952  

2.80%, 9/14/27

     23,000          24,094  

5.88%, 12/16/36

     15,000          20,782  

Honeywell International, Inc.

       

2.50%, 11/1/26

     10,000          10,197  

HP, Inc.

       

4.30%, 6/1/21

     76,000          78,464  

Hubbell, Inc.

       

3.15%, 8/15/27

     23,000          23,257  

Hudson Pacific Properties L.P.

       

3.95%, 11/1/27

     5,000          5,259  

Humana, Inc.

       

2.50%, 12/15/20

     18,000          18,077  

4.80%, 3/15/47

     23,000          27,122  

Hyatt Hotels Corp.

       

3.38%, 7/15/23

     48,000          49,568  

Illinois Tool Works, Inc.

       

2.65%, 11/15/26

     5,000          5,147  

Intel Corp.

       

3.30%, 10/1/21

     10,000          10,272  

4.10%, 5/11/47

     18,000          20,874  

Intercontinental Exchange, Inc.

       

2.75%, 12/1/20

     10,000          10,085  

3.75%, 12/1/25

     5,000          5,403  

3.10%, 9/15/27

     5,000          5,239  

International Business Machines Corp.

       

6.22%, 8/1/27

     34,000          42,525  

5.88%, 11/29/32

     24,000          31,874  

4.00%, 6/20/42

     50,000          55,595  

International Flavors & Fragrances, Inc.

       

5.00%, 9/26/48

     5,000          5,849  

International Lease Finance Corp.

       

5.88%, 8/15/22

     76,000          82,958  

International Paper Co.

       

4.75%, 2/15/22

     44,000          46,162  

3.80%, 1/15/26

     5,000          5,322  

7.30%, 11/15/39

     5,000          6,966  

4.80%, 6/15/44

     5,000          5,481  

4.35%, 8/15/48(b)

     10,000          10,624  

Invesco Finance PLC

       

4.00%, 1/30/24(b)

     18,000          19,121  

ITC Holdings Corp.

       

5.30%, 7/1/43

     15,000          18,746  

Jabil, Inc.

       

4.70%, 9/15/22

     5,000          5,293  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Jefferies Group LLC

       

6.45%, 6/8/27

   $ 25,000        $ 29,400  

John Deere Capital Corp.

       

2.80%, 3/6/23

     24,000          24,699  

3.45%, 6/7/23

     5,000          5,239  

2.80%, 9/8/27(b)

     69,000          71,304  

Johnson & Johnson

       

2.63%, 1/15/25

     48,000          49,403  

4.50%, 9/1/40

     94,000          116,275  

Johnson Controls International PLC

       

6.00%, 1/15/36

     18,000          22,486  

JPMorgan Chase & Co.

       

4.63%, 5/10/21

     10,000          10,370  

4.50%, 1/24/22

     104,000          109,158  

3.20%, 1/25/23

     142,000          146,909  

3.56%, 4/23/24, (3.559% fixed rate until 4/23/23; 3-month U.S. dollar London Interbank Offered Rate + 0.73% thereafter)(b)(c)

     5,000          5,213  

3.30%, 4/1/26

     10,000          10,512  

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)

     50,000          53,059  

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)

     23,000          24,375  

5.50%, 10/15/40

     35,000          46,636  

5.63%, 8/16/43

     68,000          91,342  

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)(b)(c)

     48,000          54,291  

Kaiser Foundation Hospitals

       

3.15%, 5/1/27

     24,000          25,294  

4.15%, 5/1/47(b)

     9,000          10,503  

Keurig Dr Pepper, Inc.

       

2.55%, 9/15/26

     23,000          22,877  

4.42%, 12/15/46

     23,000          24,873  

KeyCorp

       

4.15%, 10/29/25

     19,000          20,777  

Kimco Realty Corp.

       

3.30%, 2/1/25

     18,000          18,648  

2.80%, 10/1/26(b)

     5,000          5,026  

Kinder Morgan Energy Partners L.P.

       

3.45%, 2/15/23(b)

     5,000          5,146  

3.50%, 9/1/23

     5,000          5,179  

5.50%, 3/1/44

     93,000          106,692  

5.40%, 9/1/44

     69,000          78,258  

Kinder Morgan, Inc.

       

7.75%, 1/15/32

     5,000          6,833  

KLA Corp.

       

4.13%, 11/1/21(b)

     5,000          5,176  

Kraft Heinz Foods Co.

       

3.38%, 6/15/21

     5,000          5,087  

3.50%, 6/6/22

     94,000          97,202  

3.00%, 6/1/26

     23,000          22,935  

4.38%, 6/1/46(b)

     10,000          9,756  

Kroger Co. (The)

       

3.70%, 8/1/27(b)

     18,000          19,281  

5.15%, 8/1/43

     18,000          20,570  

Laboratory Corp. of America Holdings

       

3.20%, 2/1/22

     71,000          72,568  

Lam Research Corp.

       

2.80%, 6/15/21

     5,000          5,064  

Legg Mason, Inc.

       

5.63%, 1/15/44

     5,000          5,626  

Lincoln National Corp.

       

3.80%, 3/1/28

     5,000          5,320  

Lockheed Martin Corp.

       

6.15%, 9/1/36, Series B

     39,000          53,846  

4.09%, 9/15/52

     24,000          28,280  

Loews Corp.

       

3.75%, 4/1/26

     18,000          19,375  

Lowe’s Cos., Inc.

       

3.80%, 11/15/21

     5,000          5,150  

3.12%, 4/15/22

     5,000          5,127  

2.50%, 4/15/26

     5,000          5,023  

4.05%, 5/3/47

     15,000          16,146  

Lubrizol Corp. (The)

       

6.50%, 10/1/34

     14,000          19,899  

LYB International Finance B.V.

       

4.88%, 3/15/44(b)

     5,000          5,580  

LYB International Finance II B.V.

       

3.50%, 3/2/27

     23,000          23,974  

LyondellBasell Industries N.V.

       

4.63%, 2/26/55

     20,000          21,169  

Macy’s Retail Holdings, Inc.

       

3.63%, 6/1/24(b)

     5,000          5,006  

Marathon Oil Corp.

       

2.80%, 11/1/22

     24,000          24,372  

3.85%, 6/1/25(b)

     5,000          5,242  

6.80%, 3/15/32

     5,000          6,257  

Marathon Petroleum Corp.

       

5.38%, 10/1/22

     18,000          18,198  

Marriott International, Inc.

       

3.13%, 10/15/21, Series N

     5,000          5,083  

Marsh & McLennan Cos., Inc.

       

3.30%, 3/14/23

     18,000          18,613  

4.20%, 3/1/48

     5,000          5,735  

Martin Marietta Materials, Inc.

       

3.50%, 12/15/27(b)

     5,000          5,192  

Marvell Technology Group Ltd.

       

4.20%, 6/22/23

     5,000          5,267  

Massachusetts Institute of Technology

       

3.89%, 7/1/2116

     19,000          21,936  

McCormick & Co., Inc.

       

2.70%, 8/15/22

     5,000          5,079  

McDonald’s Corp.

       

3.38%, 5/26/25

     5,000          5,270  

6.30%, 10/15/37

     19,000          26,275  

3.70%, 2/15/42(b)

     19,000          19,790  

3.63%, 9/1/49

     25,000          25,606  

McKesson Corp.

       

3.95%, 2/16/28(b)

     5,000          5,310  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Merck & Co., Inc.

       

2.35%, 2/10/22

   $ 51,000        $ 51,638  

2.40%, 9/15/22

     5,000          5,082  

MetLife, Inc.

       

3.60%, 11/13/25(b)

     94,000          101,221  

Microsoft Corp.

       

3.30%, 2/6/27(b)

     142,000          153,034  

4.10%, 2/6/37

     48,000          56,842  

3.50%, 11/15/42

     23,000          25,348  

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

     18,000          22,348  

4.50%, 2/6/57

     18,000          23,356  

MidAmerican Energy Co.

       

4.80%, 9/15/43

     15,000          18,797  

Molson Coors Brewing Co.

       

5.00%, 5/1/42

     5,000          5,424  

Moody’s Corp.

       

3.25%, 6/7/21(b)

     5,000          5,091  

2.75%, 12/15/21

     5,000          5,072  

3.25%, 1/15/28(b)

     18,000          18,961  

Morgan Stanley

       

5.50%, 7/28/21

     109,000          115,150  

4.88%, 11/1/22

     94,000          100,817  

3.75%, 2/25/23

     28,000          29,328  

3.70%, 10/23/24(b)

     105,000          111,276  

4.00%, 7/23/25

     9,000          9,737  

3.88%, 1/27/26

     9,000          9,706  

3.13%, 7/27/26

     9,000          9,335  

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)(b)(c)

     32,000          34,013  

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)

     24,000          25,807  

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)

     19,000          20,980  

4.38%, 1/22/47(b)

     34,000          41,462  

Mosaic Co. (The)

       

4.88%, 11/15/41

     10,000          10,468  

5.63%, 11/15/43

     5,000          5,790  

Motorola Solutions, Inc.

       

3.50%, 3/1/23

     5,000          5,162  

Mount Sinai Hospitals Group, Inc.

       

3.98%, 7/1/48, Series 2017

     5,000          5,242  

MPLX L.P.

       

4.00%, 3/15/28

     18,000          18,461  

Mylan N.V.

       

3.75%, 12/15/20

     38,000          38,505  

3.95%, 6/15/26

     10,000          10,409  

National Rural Utilities Cooperative Finance Corp.

       

3.40%, 2/7/28

     5,000          5,354  

3.90%, 11/1/28

     18,000          19,832  

4.02%, 11/1/32

     18,000          20,556  

NBCUniversal Media LLC

       

5.95%, 4/1/41

     5,000          6,867  

NIKE, Inc.

       

3.88%, 11/1/45(b)

     5,000          5,793  

3.38%, 11/1/46(b)

     5,000          5,353  

NiSource, Inc.

       

3.65%, 6/15/23

     5,000          5,227  

5.25%, 2/15/43

     5,000          6,099  

5.65%, 2/1/45

     5,000          6,464  

3.95%, 3/30/48(b)

     18,000          18,883  

Noble Energy, Inc.

       

3.90%, 11/15/24

     5,000          5,245  

Nordstrom, Inc.

       

6.95%, 3/15/28(b)

     5,000          6,013  

Norfolk Southern Corp.

       

3.25%, 12/1/21

     5,000          5,112  

2.90%, 2/15/23(b)

     10,000          10,222  

3.15%, 6/1/27

     23,000          24,132  

4.05%, 8/15/52

     5,000          5,590  

5.10%, 8/1/2118

     25,000          30,064  

Northrop Grumman Corp.

       

3.50%, 3/15/21

     5,000          5,099  

3.25%, 8/1/23

     48,000          49,962  

3.20%, 2/1/27

     23,000          23,953  

NVIDIA Corp.

       

2.20%, 9/16/21

     5,000          5,017  

NVR, Inc.

       

3.95%, 9/15/22(b)

     5,000          5,207  

Occidental Petroleum Corp.

       

3.50%, 6/15/25

     43,000          44,304  

5.55%, 3/15/26

     25,000          28,357  

3.40%, 4/15/26

     5,000          5,090  

Omega Healthcare Investors, Inc.

       

4.50%, 4/1/27(b)

     18,000          19,523  

4.75%, 1/15/28

     23,000          25,220  

Oncor Electric Delivery Co. LLC

       

5.75%, 3/15/29

     109,000          137,842  

5.30%, 6/1/42

     48,000          63,813  

ONEOK, Inc.

       

4.00%, 7/13/27

     18,000          18,987  

4.55%, 7/15/28

     78,000          84,458  

Oracle Corp.

       

3.63%, 7/15/23

     23,000          24,296  

2.65%, 7/15/26

     71,000          72,414  

4.50%, 7/8/44

     23,000          27,403  

4.00%, 11/15/47

     18,000          20,189  

Owens Corning

       

4.30%, 7/15/47

     23,000          21,851  

Packaging Corp. of America

       

4.50%, 11/1/23

     18,000          19,408  

Parker-Hannifin Corp.

       

3.50%, 9/15/22

     5,000          5,188  

3.30%, 11/21/24

     18,000          18,717  

6.25%, 5/15/38

     15,000          19,752  

People’s United Financial, Inc.

       

3.65%, 12/6/22

     5,000          5,173  

PepsiCo, Inc.

       

3.00%, 10/15/27

     28,000          29,770  

4.25%, 10/22/44

     23,000          27,592  

Pfizer, Inc.

       

3.00%, 12/15/26

     10,000          10,579  

7.20%, 3/15/39

     89,000          141,611  

4.30%, 6/15/43

     5,000          5,986  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Philip Morris International, Inc.

       

2.50%, 8/22/22(b)

   $ 23,000        $ 23,320  

4.88%, 11/15/43

     32,000          38,325  

Plains All American Pipeline L.P.

       

3.65%, 6/1/22

     114,500          117,164  

6.65%, 1/15/37

     23,000          26,453  

PNC Financial Services Group, Inc. (The)

       

3.90%, 4/29/24

     28,000          29,867  

3.45%, 4/23/29

     50,000          53,467  

Procter & Gamble Co. (The)

       

2.15%, 8/11/22

     28,000          28,326  

Prologis L.P.

       

4.38%, 9/15/48

     5,000          6,111  

Prudential Financial, Inc.

       

5.70%, 12/14/36

     5,000          6,742  

6.63%, 12/1/37(b)

     19,000          26,844  

5.88%, 9/15/42, (5.875% fixed rate until 9/15/22; 3-month U.S. dollar London Interbank Offered Rate + 4.175% thereafter)(b)(c)

     5,000          5,403  

4.60%, 5/15/44

     5,000          5,897  

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          5,470  

5.70%, 9/15/48, (5.70% fixed rate until 9/15/28; 3-month U.S. dollar London Interbank Offered Rate + 2.665% thereafter)(b)(c)

     5,000          5,729  

PSEG Power LLC

       

3.85%, 6/1/23

     5,000          5,247  

Public Service Co. of Colorado

       

4.30%, 3/15/44

     29,000          34,525  

Public Service Electric & Gas Co.

       

2.38%, 5/15/23

     118,000          119,700  

3.00%, 5/15/27

     19,000          19,733  

QUALCOMM, Inc.

       

3.00%, 5/20/22

     10,000          10,241  

2.60%, 1/30/23

     10,000          10,159  

2.90%, 5/20/24

     122,000          125,596  

Quest Diagnostics, Inc.

       

4.70%, 4/1/21

     5,000          5,172  

Realty Income Corp.

       

3.25%, 10/15/22

     28,000          28,913  

3.00%, 1/15/27(b)

     5,000          5,144  

Republic Services, Inc.

       

5.25%, 11/15/21

     5,000          5,311  

Rockwell Collins, Inc.

       

2.80%, 3/15/22

     18,000          18,301  

4.80%, 12/15/43

     10,000          12,260  

Roper Technologies, Inc.

       

3.00%, 12/15/20

     18,000          18,172  

2.80%, 12/15/21(b)

     18,000          18,248  

3.80%, 12/15/26

     5,000          5,344  

Royal Caribbean Cruises Ltd.

       

7.50%, 10/15/27

     9,000          11,533  

RWJ Barnabas Health, Inc.

       

3.95%, 7/1/46

     24,000          26,279  

Ryder System, Inc.

       

3.75%, 6/9/23

     48,000          50,183  

Sabra Health Care L.P.

       

5.13%, 8/15/26

     18,000          19,382  

Santander Holdings USA, Inc.

       

4.40%, 7/13/27(b)

     23,000          24,722  

Seagate HDD Cayman

       

4.25%, 3/1/22

     17,000          17,578  

Sempra Energy

       

2.88%, 10/1/22

     5,000          5,082  

4.05%, 12/1/23

     5,000          5,308  

3.25%, 6/15/27(b)

     23,000          23,608  

Service Properties Trust

       

5.00%, 8/15/22

     5,000          5,218  

Sherwin-Williams Co. (The)

       

2.75%, 6/1/22

     3,000          3,049  

4.50%, 6/1/47

     5,000          5,720  

3.80%, 8/15/49

     20,000          20,638  

Shire Acquisitions Investments Ireland DAC

       

2.40%, 9/23/21

     10,000          10,048  

Simon Property Group L.P.

       

2.35%, 1/30/22

     5,000          5,040  

2.75%, 2/1/23

     5,000          5,105  

3.75%, 2/1/24

     5,000          5,319  

3.30%, 1/15/26

     5,000          5,276  

3.25%, 11/30/26

     23,000          24,179  

SITE Centers Corp.

       

4.70%, 6/1/27

     28,000          30,584  

Southern California Edison Co.

       

4.65%, 10/1/43

     74,000          84,167  

Southern California Gas Co.

       

4.13%, 6/1/48, Series UU

     5,000          5,684  

Southern Co. (The)

       

3.25%, 7/1/26

     5,000          5,189  

Southern Co. Gas Capital Corp.

       

4.40%, 6/1/43

     5,000          5,575  

Southern Power Co.

       

5.15%, 9/15/41

     19,000          21,673  

Spectra Energy Partners L.P.

       

3.50%, 3/15/25

     5,000          5,226  

Spirit AeroSystems, Inc.

       

3.95%, 6/15/23

     5,000          5,178  

4.60%, 6/15/28

     18,000          19,538  

Starbucks Corp.

       

3.10%, 3/1/23

     5,000          5,166  

2.45%, 6/15/26

     5,000          5,045  

4.00%, 11/15/28(b)

     5,000          5,581  

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          5,076  

3.10%, 5/15/23

     48,000          49,621  

Stryker Corp.

       

3.38%, 5/15/24

     5,000          5,241  

Sunoco Logistics Partners Operations L.P.

       

3.90%, 7/15/26

     5,000          5,136  

Synchrony Financial

       

3.70%, 8/4/26

     5,000          5,142  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Synovus Financial Corp.

       

3.13%, 11/1/22

   $ 5,000        $ 5,058  

Sysco Corp.

       

3.30%, 7/15/26

     5,000          5,267  

Tampa Electric Co.

       

4.30%, 6/15/48

     18,000          21,193  

Tapestry, Inc.

       

4.13%, 7/15/27(b)

     5,000          5,109  

Target Corp.

       

2.90%, 1/15/22

     23,000          23,530  

2.50%, 4/15/26

     5,000          5,135  

TC PipeLines L.P.

       

4.38%, 3/13/25

     19,000          20,095  

TD Ameritrade Holding Corp.

       

2.95%, 4/1/22

     10,000          10,210  

Texas Instruments, Inc.

       

2.90%, 11/3/27

     28,000          29,441  

4.15%, 5/15/48

     89,000          107,993  

Time Warner Cable LLC

       

6.75%, 6/15/39

     45,500          57,352  

5.50%, 9/1/41(b)

     5,000          5,572  

4.50%, 9/15/42

     10,000          10,036  

Toyota Motor Credit Corp.

       

2.90%, 4/17/24(b)

     5,000          5,179  

Travelers Cos., Inc. (The)

       

6.25%, 6/15/37

     10,000          14,285  

4.00%, 5/30/47

     23,000          26,505  

Trimble, Inc.

       

4.15%, 6/15/23(b)

     5,000          5,259  

TWDC Enterprises 18 Corp.

       

2.95%, 6/15/27(b)

     23,000          24,325  

3.70%, 12/1/42(b)

     5,000          5,582  

3.00%, 7/30/46

     48,000          48,476  

Tyson Foods, Inc.

       

2.25%, 8/23/21

     5,000          5,022  

U.S. Bancorp

       

2.63%, 1/24/22, Series V

     5,000          5,079  

3.90%, 4/26/28(b)

     28,000          31,466  

Union Electric Co.

       

2.95%, 6/15/27

     18,000          18,700  

Union Pacific Corp.

       

3.50%, 6/8/23

     52,000          54,443  

3.75%, 7/15/25

     5,000          5,382  

3.25%, 8/15/25

     5,000          5,250  

2.75%, 3/1/26

     5,000          5,152  

4.00%, 4/15/47

     19,000          20,998  

3.84%, 3/20/60(d)

     24,000          24,565  

4.38%, 11/15/65

     5,000          5,490  

United Parcel Service, Inc.

       

2.45%, 10/1/22(b)

     5,000          5,081  

2.40%, 11/15/26(b)

     5,000          5,063  

3.05%, 11/15/27

     23,000          24,237  

3.40%, 11/15/46

     5,000          5,099  

United Technologies Corp.

       

1.95%, 11/1/21

     23,000          22,991  

3.75%, 11/1/46

     48,000          52,872  

UnitedHealth Group, Inc.

       

2.13%, 3/15/21

     10,000          10,027  

3.15%, 6/15/21

     5,000          5,090  

2.88%, 3/15/22

     5,000          5,094  

2.75%, 2/15/23

     5,000          5,099  

3.70%, 12/15/25

     15,000          16,220  

3.10%, 3/15/26

     94,000          98,861  

3.88%, 12/15/28

     18,000          19,986  

5.80%, 3/15/36

     5,000          6,741  

3.95%, 10/15/42

     5,000          5,554  

3.75%, 10/15/47

     15,000          16,197  

University of Southern California

       

3.03%, 10/1/39

     24,000          24,778  

Valero Energy Partners L.P.

       

4.38%, 12/15/26

     18,000          19,664  

Ventas Realty L.P.

       

4.38%, 2/1/45

     24,000          26,175  

VEREIT Operating Partnership L.P.

       

4.60%, 2/6/24

     18,000          19,399  

3.95%, 8/15/27

     5,000          5,279  

Verizon Communications, Inc.

       

5.15%, 9/15/23

     120,000          133,586  

3.50%, 11/1/24

     23,000          24,383  

4.02%, 12/3/29

     4,000          4,464  

5.85%, 9/15/35(b)

     47,000          62,626  

5.25%, 3/16/37(b)

     10,000          12,654  

6.55%, 9/15/43

     18,000          26,680  

5.01%, 4/15/49

     23,000          29,630  

Viacom, Inc.

       

6.88%, 4/30/36

     5,000          6,635  

Visa, Inc.

       

3.65%, 9/15/47

     28,000          31,593  

Vulcan Materials Co.

       

4.50%, 4/1/25

     18,000          19,467  

Wachovia Corp.

       

5.50%, 8/1/35(b)

     5,000          6,307  

Walgreens Boots Alliance, Inc.

       

3.80%, 11/18/24

     28,000          28,979  

Walmart, Inc.

       

2.35%, 12/15/22

     5,000          5,072  

3.55%, 6/26/25

     94,000          101,322  

6.50%, 8/15/37

     48,000          72,431  

4.05%, 6/29/48

     10,000          11,990  

Walt Disney Co. (The)

       

6.40%, 12/15/35(b)

     4,000          5,802  

6.65%, 11/15/37

     20,000          29,721  

4.95%, 10/15/45

     5,000          6,586  

Wells Fargo & Co.

       

2.55%, 12/7/20

     9,000          9,054  

3.00%, 1/22/21

     5,000          5,059  

2.10%, 7/26/21

     9,000          9,021  

2.63%, 7/22/22

     94,000          95,165  

4.13%, 8/15/23

     94,000          99,708  

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)(b)(c)

     64,000          68,089  

5.38%, 2/7/35

     5,000          6,408  

5.38%, 11/2/43

     47,000          60,850  

4.75%, 12/7/46

     71,000          86,876  

Welltower, Inc.

       

4.25%, 4/1/26

     23,000          25,068  

Western Midstream Operating L.P.

       

5.30%, 3/1/48

     94,000          78,638  

Western Union Co. (The)

       

3.60%, 3/15/22(b)

     5,000          5,131  

4.25%, 6/9/23

     5,000          5,282  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Westlake Chemical Corp.

       

5.00%, 8/15/46

   $ 5,000        $ 5,428  

WestRock MWV LLC

       

7.95%, 2/15/31

     14,000          19,482  

Whirlpool Corp.

       

4.50%, 6/1/46

     5,000          5,200  

Williams Cos., Inc. (The)

       

3.75%, 6/15/27

     10,000          10,247  

7.50%, 1/15/31, Series A

     50,000          64,191  

6.30%, 4/15/40(b)

     10,000          11,983  

Wisconsin Public Service Corp.

       

3.67%, 12/1/42

     38,000          40,560  

WW Grainger, Inc.

       

3.75%, 5/15/46

     23,000          24,265  

Xilinx, Inc.

       

3.00%, 3/15/21

     5,000          5,063  

2.95%, 6/1/24

     48,000          49,208  

Xylem, Inc.

       

4.88%, 10/1/21

     5,000          5,240  

3.25%, 11/1/26(b)

     5,000          5,189  

Zimmer Biomet Holdings, Inc.

       

3.15%, 4/1/22

     5,000          5,095  
       

 

 

 

TOTAL U.S. CORPORATE BONDS

(Cost: $17,075,069)

          18,370,335  
       

 

 

 

FOREIGN CORPORATE BONDS - 3.6%

       

Australia - 0.1%

       

BHP Billiton Finance USA Ltd.

       

5.00%, 9/30/43

     23,000          29,959  

Westpac Banking Corp.

       

3.35%, 3/8/27

     23,000          24,274  

4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year U.S. dollar ICE Swap Rate + 2.236% thereafter)(b)(c)

     10,000          10,521  
       

 

 

 
Total Australia           64,754  
       

 

 

 

Belgium - 0.5%

       

Anheuser-Busch Cos. LLC

       

3.65%, 2/1/26

     329,000          352,924  

Anheuser-Busch InBev Worldwide, Inc.

       

4.90%, 1/23/31(b)

     25,000          29,921  

4.60%, 4/15/48

     19,000          22,081  

4.44%, 10/6/48

     19,000          21,642  
       

 

 

 
Total Belgium           426,568  
       

 

 

 

Bermuda - 0.0%

       

Aspen Insurance Holdings Ltd.

       

4.65%, 11/15/23

     18,000          19,447  
       

 

 

 

Brazil - 0.0%

       

Vale Overseas Ltd.

       

6.88%, 11/21/36

     10,000          12,572  
       

 

 

 

Canada - 0.6%

       

Bank of Montreal

       

2.35%, 9/11/22(b)

     94,000          95,007  

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

     49,000          51,058  

Bank of Nova Scotia (The)

       

3.13%, 4/20/21(b)

     5,000          5,086  

2.45%, 9/19/22

     48,000          48,693  

Brookfield Finance, Inc.

       

3.90%, 1/25/28

     18,000          19,223  

4.70%, 9/20/47

     5,000          5,703  

Canadian Natural Resources Ltd.

       

3.45%, 11/15/21

     18,000          18,412  

Cenovus Energy, Inc.

       

5.25%, 6/15/37

     28,000          30,587  

6.75%, 11/15/39

     18,000          22,341  

Kinross Gold Corp.

       

4.50%, 7/15/27

     5,000          5,238  

Magna International, Inc.

       

3.63%, 6/15/24

     5,000          5,251  

Methanex Corp.

       

4.25%, 12/1/24

     23,000          23,428  

Nexen, Inc.

       

6.40%, 5/15/37

     25,000          34,881  

Nutrien Ltd.

       

3.15%, 10/1/22

     18,000          18,410  

5.63%, 12/1/40

     5,000          5,953  

5.25%, 1/15/45

     18,000          21,083  

Rogers Communications, Inc.

       

3.00%, 3/15/23(b)

     48,000          49,060  

TELUS Corp.

       

4.60%, 11/16/48

     5,000          5,963  

TransCanada PipeLines Ltd.

       

4.25%, 5/15/28(b)

     19,000          20,927  

4.63%, 3/1/34

     28,000          31,692  

5.85%, 3/15/36

     29,000          35,755  
       

 

 

 
Total Canada           553,751  
       

 

 

 

Colombia - 0.1%

       

Ecopetrol S.A.

       

5.88%, 9/18/23

     94,000          103,791  
       

 

 

 

France - 0.0%

       

Sanofi

       

3.63%, 6/19/28(b)

     5,000          5,540  

Total Capital International S.A.

       

3.46%, 7/12/49

     20,000          21,406  
       

 

 

 
Total France           26,946  
       

 

 

 

Japan - 0.2%

       

Mitsubishi UFJ Financial Group, Inc.

       

3.00%, 2/22/22

     5,000          5,101  

3.76%, 7/26/23

     54,000          56,793  

3.78%, 3/2/25(b)

     5,000          5,339  

3.68%, 2/22/27(b)

     18,000          19,204  

Sumitomo Mitsui Financial Group, Inc.

       

2.93%, 3/9/21

     10,000          10,121  

2.63%, 7/14/26

     10,000          10,015  

3.35%, 10/18/27(b)

     23,000          24,054  

3.20%, 9/17/29(b)

     50,000          50,944  
       

 

 

 
Total Japan           181,571  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Mexico - 0.2%

       

Petroleos Mexicanos

       

6.00%, 3/5/20

   $ 75,000        $ 75,619  

5.50%, 1/21/21(b)

     10,000          10,285  

6.50%, 3/13/27

     10,000          10,464  

6.63%, 6/15/35

     10,000          10,059  

6.38%, 1/23/45

     10,000          9,591  

6.75%, 9/21/47(b)

     20,000          19,740  

6.35%, 2/12/48

     20,000          18,861  
       

 

 

 
Total Mexico           154,619  
       

 

 

 

Netherlands - 0.2%

       

Cooperatieve Rabobank UA

       

3.88%, 2/8/22

     9,000          9,354  

5.25%, 5/24/41(b)

     24,000          33,268  

Shell International Finance B.V.

       

3.40%, 8/12/23(b)

     47,000          49,457  

5.50%, 3/25/40

     27,000          36,522  
       

 

 

 
Total Netherlands           128,601  
       

 

 

 

Norway - 0.2%

       

Equinor ASA

       

3.15%, 1/23/22

     19,000          19,493  

2.45%, 1/17/23

     56,000          56,816  

2.65%, 1/15/24

     5,000          5,138  

3.70%, 3/1/24(b)

     5,000          5,346  

3.63%, 9/10/28

     24,000          26,457  

5.10%, 8/17/40

     19,000          24,554  
       

 

 

 
Total Norway           137,804  
       

 

 

 

Peru - 0.0%

       

Southern Copper Corp.

       

6.75%, 4/16/40(b)

     5,000          6,535  
       

 

 

 

Spain - 0.1%

       

Telefonica Emisiones S.A.

       

7.05%, 6/20/36(b)

     9,000          12,640  

Telefonica Europe B.V.

       

8.25%, 9/15/30

     47,000          68,166  
       

 

 

 
Total Spain           80,806  
       

 

 

 

Switzerland - 0.0%

       

Novartis Capital Corp.

       

2.40%, 5/17/22(b)

     5,000          5,070  

3.70%, 9/21/42

     15,000          16,906  

Syngenta Finance N.V.

       

3.13%, 3/28/22

     19,000          19,155  
       

 

 

 
Total Switzerland           41,131  
       

 

 

 

United Kingdom - 1.4%

       

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          209,900  

BP Capital Markets PLC

       

3.54%, 11/4/24

     5,000          5,330  

3.28%, 9/19/27(b)

     24,000          25,221  

British Telecommunications PLC

       

9.63%, 12/15/30

     9,000          13,768  

CNH Industrial N.V.

       

4.50%, 8/15/23(b)

     95,000          101,052  

HSBC Holdings PLC

       

5.10%, 4/5/21

     95,000          98,742  

4.00%, 3/30/22

     71,000          74,068  

4.38%, 11/23/26

     200,000          215,364  

7.63%, 5/17/32

     24,000          33,660  

Janus Capital Group, Inc.

       

4.88%, 8/1/25(b)

     18,000          19,610  

Lloyds Bank PLC

       

6.38%, 1/21/21

     71,000          74,533  

Reynolds American, Inc.

       

7.25%, 6/15/37

     23,000          29,229  

5.85%, 8/15/45

     10,000          11,325  

Royal Bank of Scotland Group PLC

       

6.13%, 12/15/22

     23,000          24,979  

6.00%, 12/19/23

     23,000          25,466  

5.13%, 5/28/24

     100,000          107,759  

Unilever Capital Corp.

       

5.90%, 11/15/32

     5,000          6,798  

Vodafone Group PLC

       

4.38%, 2/19/43

     84,000          89,346  

5.25%, 5/30/48

     30,000          35,903  
       

 

 

 
Total United Kingdom           1,202,053  
       

 

 

 
TOTAL FOREIGN CORPORATE BONDS
(Cost: $2,954,771)
          3,140,949  
       

 

 

 

FOREIGN GOVERNMENT AGENCIES - 1.5%

       

Austria - 0.0%

       

Oesterreichische Kontrollbank AG

       

2.38%, 10/1/21

     9,000          9,104  
       

 

 

 

Canada - 0.7%

       

Export Development Canada

       

1.75%, 7/21/20

     10,000          9,999  

2.50%, 1/24/23

     10,000          10,249  

Province of Alberta Canada

       

3.30%, 3/15/28

     95,000          103,884  

Province of British Columbia Canada

       

2.00%, 10/23/22

     10,000          10,079  

Province of New Brunswick Canada

       

3.63%, 2/24/28

     20,000          22,174  

Province of Ontario Canada

       

1.88%, 5/21/20

     10,000          9,999  

2.55%, 2/12/21

     105,000          105,916  

2.50%, 9/10/21

     10,000          10,120  

2.25%, 5/18/22

     10,000          10,111  

3.20%, 5/16/24

     10,000          10,586  

2.50%, 4/27/26

     80,000          82,547  

Province of Quebec Canada

       

3.50%, 7/29/20

     9,000          9,094  

2.63%, 2/13/23

     9,000          9,244  

2.88%, 10/16/24, Series QO

     105,000          110,204  

7.50%, 9/15/29, Series PD

     56,000          81,897  
       

 

 

 
Total Canada           596,103  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Germany - 0.5%

       

Kreditanstalt fuer Wiederaufbau

       

1.63%, 5/29/20

   $ 74,000        $ 73,977  

2.75%, 7/15/20

     28,000          28,177  

2.75%, 9/8/20

     9,000          9,071  

1.88%, 12/15/20

     9,000          9,015  

1.50%, 6/15/21

     188,000          187,489  

2.38%, 8/25/21

     9,000          9,106  

2.13%, 6/15/22

     9,000          9,106  

2.13%, 1/17/23

     33,000          33,475  

2.50%, 11/20/24(b)

     33,000          34,276  

Landwirtschaftliche Rentenbank

       

2.25%, 10/1/21

     9,000          9,092  
       

 

 

 
Total Germany           402,784  
       

 

 

 

Japan - 0.3%

       

Japan International Cooperation Agency

       

2.13%, 10/20/26

     250,000          249,869  
       

 

 

 
TOTAL FOREIGN GOVERNMENT AGENCIES
(Cost: $1,195,726)
          1,257,860  
       

 

 

 

FOREIGN GOVERNMENT OBLIGATIONS - 1.1%

       

Colombia - 0.1%

       

Colombia Government International Bond

       

11.75%, 2/25/20

     94,000          96,092  
       

 

 

 

Hungary - 0.1%

       

Hungary Government International Bond

       

6.38%, 3/29/21

     24,000          25,405  

5.38%, 3/25/24

     18,000          20,293  
       

 

 

 
Total Hungary           45,698  
       

 

 

 

Italy - 0.1%

       

Republic of Italy Government International Bond

       

5.38%, 6/15/33

     81,000          95,414  
       

 

 

 

Mexico - 0.2%

       

Mexico Government International Bond

       

4.00%, 10/2/23

     107,000          113,079  

5.75%, 10/12/2110

     18,000          21,005  
       

 

 

 
Total Mexico           134,084  
       

 

 

 

Panama - 0.0%

       

Panama Government International Bond

       

8.88%, 9/30/27

     19,000          27,152  
       

 

 

 

Peru - 0.0%

       

Peruvian Government International Bond

       

4.13%, 8/25/27

     19,000          21,287  
       

 

 

 

Philippines - 0.3%

       

Philippine Government International Bond

       

3.95%, 1/20/40

     200,000          230,045  
       

 

 

 

Poland - 0.2%

       

Republic of Poland Government International Bond

       

5.13%, 4/21/21

     74,000          77,297  

3.00%, 3/17/23

     24,000          24,760  

3.25%, 4/6/26

     47,000          50,012  
       

 

 

 
Total Poland           152,069  
       

 

 

 

Uruguay - 0.1%

       

Uruguay Government International Bond

       

5.10%, 6/18/50

     78,000          93,400  

4.98%, 4/20/55

     24,000          28,294  
       

 

 

 
Total Uruguay           121,694  
       

 

 

 
TOTAL FOREIGN GOVERNMENT OBLIGATIONS
(Cost: $858,191)
          923,535  
       

 

 

 

SUPRANATIONAL BONDS - 1.0%

       

Asian Development Bank

       

2.25%, 1/20/21

     42,000          42,249  

2.75%, 3/17/23

     9,000          9,311  

2.00%, 1/22/25

     5,000          5,079  

Corporacion Andina de Fomento

       

4.38%, 6/15/22

     5,000          5,258  

Council of Europe Development Bank

       

1.63%, 3/16/21

     25,000          24,942  

European Investment Bank

       

1.75%, 5/15/20

     28,000          27,996  

1.38%, 6/15/20

     71,000          70,855  

2.25%, 3/15/22

     14,000          14,183  

2.25%, 8/15/22

     9,000          9,139  

2.50%, 3/15/23

     141,000          144,814  

3.25%, 1/29/24

     14,000          14,876  

2.38%, 5/24/27(b)

     94,000          97,869  

Inter-American Development Bank

       

1.75%, 9/14/22

     141,000          141,331  

2.50%, 1/18/23

     9,000          9,224  

International Bank for Reconstruction & Development

       

2.13%, 11/1/20

     141,000          141,413  

2.13%, 2/13/23

     5,000          5,072  

2.50%, 11/25/24, Series GDIF

     14,000          14,530  

2.50%, 7/29/25, Series GDIF

     14,000          14,590  

2.50%, 11/22/27, Series GDIF

     39,000          40,990  
       

 

 

 
TOTAL SUPRANATIONAL BONDS
(Cost: $808,000)
          833,721  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.1%

       

United States - 2.1%

       

Benchmark Mortgage Trust

       

4.02%, 3/15/52, Series 2019-B9, Class A5

   $ 60,000        $ 67,099  

CFCRE Commercial Mortgage Trust

       

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

     90,401          92,605  

Commercial Mortgage Pass Through Certificates

       

3.44%, 9/15/60, Series 2017-BNK7, Class A5

     105,000          112,121  

Commercial Mortgage Trust

       

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

     49,618          51,144  

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

     62,800          62,761  

CSAIL Commercial Mortgage Trust

       

4.10%, 4/15/51, Series 2018-CX11, Class A3

     100,000          107,845  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates

       

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

     93,447          94,771  

2.48%, 3/25/25, Series K049, Class A1

     13,861          14,106  

3.43%, 1/25/27, Series K063, Class A2^(c)

     70,000          75,732  

3.69%, 1/25/29, Series K088, Class A2

     115,000          127,797  

3.99%, 8/25/33, Series K157, Class A3^(c)

     70,000          81,208  

Federal National Mortgage Association Alternative Credit Enhancement Securities

       

3.32%, 7/25/23, Series 2014-M1, Class A2^(c)

     104,266          107,896  

2.49%, 5/25/26, Series 2016-M6, Class A2

     57,210          58,541  

2.57%, 12/25/26, Series 2017-M3, Class A2^(c)

     45,000          46,044  

3.14%, 3/25/28, Series 2018-M4, Class A2^(c)

     25,000          26,393  

3.15%, 3/25/28, Series 2018-M7, Class A2^(c)

     145,000          153,652  

3.09%, 2/25/30, Series 2018-M3, Class A1^(c)

     24,473          25,693  

JPMBB Commercial Mortgage Securities Trust

       

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

     50,000          53,609  

Morgan Stanley Bank of America Merrill Lynch Trust

       

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

     105,000          108,047  

3.46%, 12/15/49, Series 2016-C32, Class A3

     100,000          106,439  

UBS Commercial Mortgage Trust

       

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

     107,748          108,469  

WFRBS Commercial Mortgage Trust

       

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

     100,000          106,518  
       

 

 

 
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost: $1,716,728)
          1,788,490  
       

 

 

 

MUNICIPAL BONDS - 0.4%

       

United States - 0.4%

       

Bay Area Toll Authority

       

7.04%, 4/1/50, Series S1-SUB

     25,000          41,197  

New Jersey Transportation Trust Fund Authority

       

5.75%, 12/15/28, Series C

     45,000          51,804  

Port Authority of New York & New Jersey

       

4.81%, 10/15/65, Series 192

     25,000          32,670  

State of California

       

7.55%, 4/1/39

     115,000          186,839  
       

 

 

 
TOTAL MUNICIPAL BONDS
(Cost: $282,080)
          312,510  
       

 

 

 

ASSET-BACKED SECURITIES - 0.4%

       

United States - 0.4%

       

Americredit Automobile Receivables Trust

       

3.07%, 12/19/22, Series 2018-1, Class A3

     30,000          30,206  

BMW Vehicle Owner Trust

       

2.51%, 6/25/24, Series 2018-A, Class A4

     10,000          10,096  

CarMax Auto Owner Trust

       

2.48%, 11/15/22, Series 2018-1, Class A3

     25,000          25,109  

2.64%, 6/15/23, Series 2018-1, Class A4

     29,000          29,406  

Citibank Credit Card Issuance Trust

       

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

     100,000          100,001  

Discover Card Execution Note Trust

       

3.11%, 1/16/24, Series 2018-A4, Class A4

     30,000          30,634  

Ford Credit Auto Lease Trust

       

2.22%, 10/15/22, Series 2019-B, Class A3

     20,000          20,102  

Ford Credit Auto Owner Trust

       

3.03%, 11/15/22, Series 2018-A, Class A3

     10,000          10,105  

GM Financial Consumer Automobile Receivables Trust

       

2.46%, 7/17/23, Series 2018-1, Class A4

     20,000          20,185  

2.65%, 2/16/24, Series 2019-2, Class A3

     20,000          20,220  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Mercedes-Benz Auto Lease Trust

       

2.51%, 10/16/23, Series 2018-A, Class A4

   $ 20,000        $ 20,051  

World Financial Network Credit Card Master Trust

       

3.07%, 12/16/24, Series 2018-A, Class A

     67,000          67,796  
       

 

 

 
TOTAL ASSET-BACKED SECURITIES
(Cost: $379,164)
          383,911  
       

 

 

 
REPURCHASE AGREEMENT - 4.5%        

United States - 4.5%

       

Citigroup, Inc., tri-party repurchase agreement dated 11/29/19 (tri-party custodian: The Bank of New York Mellon Corp.), 1.63% due 12/2/19; Proceeds at maturity - $3,874,026 (fully collateralized by Fannie Mae Interest STRIPS, 3.50% - 4.50% due 8/1/33 - 2/1/47, Fannie Mae Pool, 2.50% - 8.00% due 8/1/23 - 10/1/49, Freddie Mac Gold Pool, 2.00% - 10.00% due 1/1/20 - 5/1/49, Freddie Mac Pool, 2.50% - 8.50% due 4/1/20 - 11/1/49, U.S. Treasury Bill, zero coupon due 1/2/20, U.S. Treasury Bond, 4.75% due 2/15/37 and U.S. Treasury Note, 2.88% due 5/15/28; Market value including accrued interest - $4,012,914)

(Cost: $3,873,500)

     3,873,500          3,873,500  
       

 

 

 
     Shares           

INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 3.1%

       

United States - 3.1%

       

State Street Navigator Securities Lending Government Money Market Portfolio, 1.63%(e)

(Cost: $2,714,668)(f)

     2,714,668          2,714,668  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 105.4%

(Cost: $86,920,561)

          90,882,198  

Other Assets less Liabilities - (5.4)%

          (4,695,517
       

 

 

 
NET ASSETS - 100.0%         $   86,186,681  
       

 

 

 

 

^ 

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

(a) 

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

(b) 

Security, or portion thereof, was on loan at November 30, 2019 (See Note 2).

(c) 

Rate shown reflects the accrual rate as of November 30, 2019 on securities with variable or step rates.

(d) 

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

(e) 

Rate shown represents annualized 7-day yield as of November 30, 2019.

(f) 

At November 30, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,791,624. The Fund also had securities on loan having a total market value of $27,088 that were sold and pending settlement. The total market value of the collateral held by the Fund was $2,897,468. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $182,800.

 

STRIPS

   -    Separate Trading of Registered Interest and Principal of Securities.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS (EXCHANGE-TRADED)

 

Short Exposure

   Contracts    Expiration
Date
   Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

2 Year U.S. Treasury Note

   145    3/31/20    $ (31,259,961   $ 7  

5 Year U.S. Treasury Note

   285    3/31/20      (33,906,094     2,267  

U.S. Treasury Ultra Long Term Bond

   47    3/20/20      (8,822,781     (25,557

Ultra 10 Year U.S. Treasury Note

   93    3/20/20      (13,226,344     10,908  
        

 

 

   

 

 

 
   $   (87,215,180   $ (12,375
        

 

 

   

 

 

 

 

 

   

As of November 30, 2019, deposits at broker for futures contracts of $784,635 included cash collateral of $809,266 and previously settled variation margin losses on open futures contracts of $24,631.

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Mortgage Plus Bond Fund (MTGP)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

ASSET-BACKED SECURITIES - 4.8%

       

United States - 4.8%

       

Sofi Consumer Loan Program Trust

       

3.79%, 4/26/27, Series 2018-2, Class B(a)

   $ 375,000        $ 383,176  

4.02%, 8/25/27, Series 2018-3, Class B(a)

     100,000          103,410  
       

 

 

 

TOTAL ASSET-BACKED SECURITIES
(Cost: $484,615)

          486,586  
       

 

 

 

COLLATERALIZED LOAN OBLIGATIONS - 3.9%

       

Cayman Islands - 3.9%

       

LCM 28 Ltd.

       

4.12%, 10/20/30, Series 28A, Class C, (3-month U.S. dollar London Interbank Offered Rate + 2.15%)(a)(b)

(Cost: $383,854)

     400,000          389,973  
       

 

 

 

COLLATERALIZED MORTGAGE OBLIGATIONS - 30.2%

       

CSMC Trust

       

3.98%, 10/25/44, Series 2014-WIN2, Class B1^(a)(b)

     271,340          282,612  

Federal Home Loan Mortgage Corp. REMIC

       

5.00%, 4/15/40, Series 3658, Class CZ

     338,756          399,887  

Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes

       

4.01%, 9/25/30, Series 2018-HQA1, Class M2, (1-month U.S. dollar London Interbank Offered Rate + 2.30%)(b)

     200,000          201,929  

Federal National Mortgage Association REMIC

       

5.00%, 4/25/37, Series 2007-26, Class JZ

     406,296          446,229  

5.00%, 6/25/41, Series 2011-52, Class GB

     300,363          333,978  

Government National Mortgage Association REMIC

       

2.56%, 7/20/64, Series 2014-H16, Class FL, (1-month U.S. dollar London Interbank Offered Rate + 0.47%)(b)

     1,171,704          1,171,335  

Sequoia Mortgage Trust

       

4.00%, 2/25/48, Series 2018-CH1, Class A1^(a)(b)

     198,356          203,268  
       

 

 

 
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(Cost: $3,021,486)
          3,039,238  
       

 

 

 

COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.0%

       

United States - 4.0%

       

Benchmark Mortgage Trust

       

2.50%, 12/15/61, Series 2019-B14, Class D(a)

     380,000          329,102  

Wells Fargo Commercial Mortgage Trust

       

0.97%, 12/15/52, Series 2019-C54, Class XA, IO^(b)(c)

     1,100,000          75,346  
       

 

 

 
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(Cost: $398,701)
          404,448  
       

 

 

 

U.S. GOVERNMENT AGENCIES - 56.6%

       

Federal Home Loan Mortgage Corporation

       

3.50%, 8/1/46

     552,800          580,410  

3.50%, 9/1/47

     737,732          774,205  

Federal National Mortgage Association

       

4.00%, 10/1/48

     1,964,088          2,093,357  

3.00%, 11/1/49

     2,211,185          2,244,007  
       

 

 

 

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $5,663,924)

          5,691,979  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 99.5%

(Cost: $9,952,580)

          10,012,224  

Other Assets less Liabilities - 0.5%

          51,954  
       

 

 

 
NET ASSETS - 100.0%         $   10,064,178  
       

 

 

 

 

^  

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

(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) 

Rate shown reflects the accrual rate as of November 30, 2019 on securities with variable or step rates.

(c) 

Interest-only security. The principal amount shown is a notional amount representing the outstanding principal of the underlying debt obligation(s). Holders of interest-only securities do not receive principal payments on the underlying debt obligation(s).

 

IO

   -    Interest Only

REMIC

   -    Real Estate Mortgage Investment Conduit

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. CORPORATE BONDS - 83.6%

       

United States - 83.6%

       

Acadia Healthcare Co., Inc.

       

5.13%, 7/1/22

   $ 16,000        $ 16,125  

5.63%, 2/15/23

     28,000          28,595  

Acrisure LLC

       

8.13%, 2/15/24(a)

     42,000          44,704  

Actuant Corp.

       

5.63%, 6/15/22

     16,000          16,205  

ADT Security Corp. (The)

       

6.25%, 10/15/21

     50,000          53,112  

3.50%, 7/15/22

     51,000          51,892  

4.13%, 6/15/23(b)

     42,000          43,155  

Advanced Micro Devices, Inc.

       

7.50%, 8/15/22(b)

     40,000          45,312  

AES Corp.

       

4.00%, 3/15/21

     40,000          40,640  

4.50%, 3/15/23

     16,000          16,440  

4.88%, 5/15/23

     45,000          45,900  

Ahern Rentals, Inc.

       

7.38%, 5/15/23(a)

     13,000          10,178  

Air Medical Group Holdings, Inc.

       

6.38%, 5/15/23(a)

     23,000          20,077  

AK Steel Corp.

       

7.63%, 10/1/21

     38,000          37,825  

7.50%, 7/15/23

     11,000          11,060  

Albertsons Cos. LLC

       

6.63%, 6/15/24

     76,000          79,915  

Aleris International, Inc.

       

10.75%, 7/15/23(a)(b)

     11,000          11,541  

Allegheny Technologies, Inc.

       

5.95%, 1/15/21

     76,000          79,203  

7.88%, 8/15/23(b)

     13,000          14,479  

Ally Financial, Inc.

       

8.00%, 3/15/20

     42,000          42,555  

7.50%, 9/15/20

     23,000          24,017  

4.13%, 2/13/22

     28,000          28,871  

AMC Networks, Inc.

       

4.75%, 12/15/22

     36,000          36,450  

5.00%, 4/1/24

     66,000          66,412  

American Airlines Group, Inc.

       

5.00%, 6/1/22(a)

     76,000          79,500  

American Axle & Manufacturing, Inc.

       

6.63%, 10/15/22(b)

     17,000          17,260  

American Builders & Contractors Supply Co., Inc.

       

5.75%, 12/15/23(a)

     50,000          51,479  

American Midstream Partners L.P.

       

9.50%, 12/15/21(a)

     41,000          38,659  

AmeriGas Partners L.P.

       

5.63%, 5/20/24

     59,000          63,129  

Anixter, Inc.

       

5.13%, 10/1/21

     71,000          74,472  

5.50%, 3/1/23

     16,000          16,687  

Antero Midstream Partners L.P.

       

5.38%, 9/15/24

     60,000          51,450  

Antero Resources Corp.

       

5.38%, 11/1/21

     41,000          37,966  

5.13%, 12/1/22(b)

     39,000          31,785  

5.63%, 6/1/23

     28,000          19,880  

Apex Tool Group LLC

       

9.00%, 2/15/23(a)

     16,000          13,447  

APX Group, Inc.

       

8.75%, 12/1/20(b)

     26,000          25,480  

7.88%, 12/1/22

     39,000          38,853  

7.63%, 9/1/23(b)

     35,000          30,640  

Aramark Services, Inc.

       

5.13%, 1/15/24(b)

     44,000          45,375  

Archrock Partners L.P.

       

6.00%, 10/1/22

     11,000          11,058  

Arconic, Inc.

       

6.15%, 8/15/20

     74,000          75,934  

5.40%, 4/15/21

     39,000          40,211  

5.13%, 10/1/24

     100,000          109,076  

Ascent Resources Utica Holdings LLC

       

10.00%, 4/1/22(a)

     67,000          64,487  

Ashland LLC

       

4.75%, 8/15/22

     91,000          95,550  

Ball Corp.

       

4.38%, 12/15/20

     102,000          104,269  

4.00%, 11/15/23

     77,000          80,657  

Bausch Health Cos., Inc.

       

6.50%, 3/15/22(a)

     42,000          43,155  

5.50%, 3/1/23(a)

     31,000          31,323  

5.88%, 5/15/23(a)

     90,000          91,349  

7.00%, 3/15/24(a)

     99,000          103,825  

BCD Acquisition, Inc.

       

9.63%, 9/15/23(a)

     39,000          39,552  

Berry Global, Inc.

       

5.50%, 5/15/22

     18,000          18,292  

6.00%, 10/15/22

     25,000          25,508  

5.13%, 7/15/23

     61,000          62,753  

Blue Cube Spinco LLC

       

9.75%, 10/15/23

     35,000          38,150  

Blue Racer Midstream LLC

       

6.13%, 11/15/22(a)

     37,000          33,474  

Brinker International, Inc.

       

3.88%, 5/15/23

     16,000          16,040  

Bruin E&P Partners LLC

       

8.88%, 8/1/23(a)

     23,000          14,787  

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)

     16,000          12,015  

C&S Group Enterprises LLC

       

5.38%, 7/15/22(a)

     14,000          14,210  

Cablevision Systems Corp.

       

5.88%, 9/15/22(b)

     28,000          30,240  

California Resources Corp.

       

8.00%, 12/15/22(a)

     115,000          29,037  

Callon Petroleum Co.

       

6.13%, 10/1/24

     50,000          47,625  

Calpine Corp.

       

6.00%, 1/15/22(a)

     40,000          40,149  

5.38%, 1/15/23

     46,000          46,747  

5.50%, 2/1/24(b)

     64,000          65,283  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Calumet Specialty Products Partners L.P.

       

7.63%, 1/15/22(b)

   $ 43,000        $ 42,691  

7.75%, 4/15/23

     15,000          14,444  

Carpenter Technology Corp.

       

4.45%, 3/1/23

     33,000          34,165  

Carrizo Oil & Gas, Inc.

       

6.25%, 4/15/23

     42,000          40,530  

Carvana Co.

       

8.88%, 10/1/23(a)

     16,000          16,620  

CBL & Associates L.P.

       

4.60%, 10/15/24

     25,000          16,010  

CCO Holdings LLC

       

5.25%, 9/30/22

     46,000          46,719  

5.13%, 2/15/23

     47,000          47,881  

4.00%, 3/1/23(a)

     68,000          69,444  

5.13%, 5/1/23(a)

     86,000          88,257  

5.75%, 9/1/23

     13,000          13,310  

5.88%, 4/1/24(a)

     87,000          90,914  

CDK Global, Inc.

       

5.00%, 10/15/24

     25,000          27,093  

CEC Entertainment, Inc.

       

8.00%, 2/15/22

     45,000          43,777  

Centene Corp.

       

4.75%, 5/15/22

     84,000          85,889  

Century Aluminum Co.

       

7.50%, 6/1/21(a)

     16,000          15,566  

CenturyLink, Inc.

       

5.63%, 4/1/20, Series V

     41,000          41,484  

6.45%, 6/15/21, Series S

     51,000          53,665  

5.80%, 3/15/22, Series T

     56,000          59,150  

6.75%, 12/1/23, Series W

     62,000          69,130  

7.50%, 4/1/24, Series Y

     41,000          46,227  

CF Industries, Inc.

       

3.45%, 6/1/23

     71,000          72,774  

Chemours Co. (The)

       

6.63%, 5/15/23(b)

     35,000          34,562  

Cheniere Corpus Christi Holdings LLC

       

7.00%, 6/30/24

     100,000          114,984  

Chesapeake Energy Corp.

       

7.00%, 10/1/24

     50,000          25,624  

Cincinnati Bell, Inc.

       

7.00%, 7/15/24(a)(b)

     25,000          23,468  

Cinemark USA, Inc.

       

5.13%, 12/15/22

     37,000          37,474  

4.88%, 6/1/23

     40,000          40,700  

CIT Group, Inc.

       

4.13%, 3/9/21

     33,000          33,693  

5.00%, 8/15/22

     39,000          41,605  

5.00%, 8/1/23

     93,000          100,323  

4.75%, 2/16/24

     50,000          53,500  

CITGO Petroleum Corp.

       

6.25%, 8/15/22(a)(b)

     38,000          38,522  

Clear Channel Worldwide Holdings, Inc.

       

9.25%, 2/15/24(a)

     79,000          87,220  

Clearwater Paper Corp.

       

4.50%, 2/1/23(b)

     6,000          6,024  

Cleaver-Brooks, Inc.

       

7.88%, 3/1/23(a)(b)

     13,000          12,469  

Cleveland-Cliffs, Inc.

       

4.88%, 1/15/24(a)

     14,000          14,443  

CNX Resources Corp.

       

5.88%, 4/15/22(b)

     74,000          71,965  

Cogent Communications Group, Inc.

       

5.38%, 3/1/22(a)

     12,000          12,544  

Colfax Corp.

       

6.00%, 2/15/24(a)

     59,000          62,687  

Commercial Metals Co.

       

4.88%, 5/15/23

     16,000          16,607  

CommScope, Inc.

       

5.00%, 6/15/21(a)

     6,000          6,017  

5.50%, 3/1/24(a)

     64,000          66,639  

Community Health Systems, Inc.

       

5.13%, 8/1/21(b)

     17,000          16,911  

6.88%, 2/1/22

     78,000          61,035  

6.25%, 3/31/23

     316,000          312,840  

9.88%, 6/30/23(a)(c)

     74,000          62,376  

8.63%, 1/15/24(a)

     34,000          35,105  

Consolidated Communications, Inc.

       

6.50%, 10/1/22(b)

     13,000          11,180  

CoreCivic, Inc.

       

4.13%, 4/1/20

     16,000          16,059  

4.63%, 5/1/23

     33,000          32,299  

CPG Merger Sub LLC

       

8.00%, 10/1/21(a)

     21,000          20,992  

Crestwood Midstream Partners L.P.

       

6.25%, 4/1/23

     68,000          68,339  

Crown Americas LLC

       

4.50%, 1/15/23

     41,000          42,968  

CSC Holdings LLC

       

5.38%, 7/15/23(a)

     200,000          205,748  

5.25%, 6/1/24

     75,000          80,812  

CSI Compressco L.P.

       

7.25%, 8/15/22

     16,000          14,285  

CVR Partners L.P.

       

9.25%, 6/15/23(a)

     39,000          40,755  

DaVita, Inc.

       

5.13%, 7/15/24

     76,000          78,184  

DCP Midstream Operating L.P.

       

5.35%, 3/15/20(a)

     38,000          38,208  

4.95%, 4/1/22

     11,000          11,412  

3.88%, 3/15/23

     18,000          18,315  

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)

     28,000          25,856  

Dell, Inc.

       

4.63%, 4/1/21

     16,000          16,438  

Denbury Resources, Inc.

       

9.00%, 5/15/21(a)

     32,000          28,152  

9.25%, 3/31/22(a)

     33,000          27,400  

7.75%, 2/15/24(a)

     40,000          29,867  

Diamond Offshore Drilling, Inc.

       

3.45%, 11/1/23

     36,000          29,265  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Diamond Resorts International, Inc.

       

7.75%, 9/1/23(a)(b)

   $ 63,000        $ 64,889  

DISH DBS Corp.

       

5.13%, 5/1/20

     61,000          61,410  

6.75%, 6/1/21

     89,000          93,974  

5.88%, 7/15/22

     90,000          94,274  

5.00%, 3/15/23

     92,000          92,919  

Downstream Development Authority of the Quapaw Tribe of Oklahoma

       

10.50%, 2/15/23(a)

     11,000          11,555  

DriveTime Automotive Group, Inc.

       

8.00%, 6/1/21(a)

     11,000          11,186  

Eagle Holding Co. II LLC

       

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

     44,000          44,660  

Edgewell Personal Care Co.

       

4.70%, 5/24/22

     50,000          51,500  

EIG Investors Corp.

       

10.88%, 2/1/24

     24,000          23,650  

Elanco Animal Health, Inc.

       

3.91%, 8/27/21

     33,000          33,847  

4.27%, 8/28/23

     62,000          64,941  

EMC Corp.

       

2.65%, 6/1/20

     92,000          92,000  

3.38%, 6/1/23

     83,000          83,990  

Encompass Health Corp.

       

5.13%, 3/15/23

     13,000          13,314  

Energen Corp.

       

4.63%, 9/1/21

     70,000          71,821  

Energy Transfer Operating L.P.

       

6.25%, 2/15/23, Series A, (6.25% fixed rate until 2/15/23; 3-month U.S. dollar London Interbank Offered Rate + 4.028% thereafter)(c)(d)

     50,000          45,076  

Energy Ventures Gom LLC

       

11.00%, 2/15/23(a)

     16,000          15,567  

EnerSys

       

5.00%, 4/30/23(a)

     26,000          26,921  

EnLink Midstream Partners L.P.

       

4.40%, 4/1/24

     54,000          49,814  

Enova International, Inc.

       

8.50%, 9/1/24(a)

     25,000          23,323  

Enterprise Development Authority (The)

       

12.00%, 7/15/24(a)

     35,000          39,827  

Enviva Partners L.P.

       

8.50%, 11/1/21

     11,000          11,238  

Exela Intermediate LLC

       

10.00%, 7/15/23(a)

     41,000          14,760  

Extraction Oil & Gas, Inc.

       

7.38%, 5/15/24(a)

     17,000          7,742  

Ferrellgas L.P.

       

6.50%, 5/1/21(b)

     16,000          13,846  

6.75%, 1/15/22

     11,000          9,381  

6.75%, 6/15/23(b)

     11,000          9,410  

Flexi-Van Leasing, Inc.

       

10.00%, 2/15/23(a)

     16,000          15,320  

Foresight Energy LLC

       

11.50%, 4/1/23(a)(e)

     28,000          2,380  

Forestar Group, Inc.

       

8.00%, 4/15/24(a)

     17,000          18,410  

Fortress Transportation & Infrastructure Investors LLC

       

6.75%, 3/15/22(a)

     42,000          43,680  

Forum Energy Technologies, Inc.

       

6.25%, 10/1/21

     11,000          8,832  

Freeport-McMoRan, Inc.

       

3.55%, 3/1/22

     97,000          97,727  

3.88%, 3/15/23

     125,000          127,862  

Fresh Market, Inc. (The)

       

9.75%, 5/1/23(a)

     35,000          19,950  

Frontier Communications Corp.

       

8.75%, 4/15/22

     33,000          15,438  

10.50%, 9/15/22

     92,000          43,614  

7.13%, 1/15/23

     12,000          5,535  

FS Energy & Power Fund

       

7.50%, 8/15/23(a)

     35,000          35,656  

FTS International, Inc.

       

6.25%, 5/1/22

     26,000          14,698  

GameStop Corp.

       

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

     16,000          16,000  

Gates Global LLC

       

6.00%, 7/15/22(a)

     41,000          41,010  

Genesis Energy L.P.

       

6.75%, 8/1/22

     46,000          45,051  

6.00%, 5/15/23

     16,000          14,998  

Genworth Holdings, Inc.

       

7.70%, 6/15/20(b)

     24,000          24,429  

7.20%, 2/15/21(b)

     24,000          24,670  

7.63%, 9/24/21(b)

     41,000          42,469  

4.80%, 2/15/24(b)

     21,000          19,687  

GEO Group, Inc. (The)

       

5.13%, 4/1/23

     16,000          14,200  

Gogo Intermediate Holdings LLC

       

9.88%, 5/1/24(a)

     71,000          74,812  

Goodyear Tire & Rubber Co. (The)

       

5.13%, 11/15/23(b)

     34,000          34,340  

Graphic Packaging International LLC

       

4.88%, 11/15/22

     66,000          69,321  

Great Lakes Dredge & Dock Corp.

       

8.00%, 5/15/22

     33,000          35,117  

Griffon Corp.

       

5.25%, 3/1/22

     67,000          67,734  

Grinding Media, Inc.

       

7.38%, 12/15/23(a)

     64,000          64,036  

Group 1 Automotive, Inc.

       

5.00%, 6/1/22

     16,000          16,240  

Guitar Center, Inc.

       

9.50%, 10/15/21(a)

     40,000          37,390  

Gulfport Energy Corp.

       

6.00%, 10/15/24

     25,000          17,180  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Hanesbrands, Inc.

       

4.63%, 5/15/24(a)

   $ 44,000        $ 46,420  

Harland Clarke Holdings Corp.

       

9.25%, 3/1/21(a)(b)

     38,000          35,355  

8.38%, 8/15/22(a)

     33,000          24,843  

HCA Healthcare, Inc.

       

6.25%, 2/15/21

     45,000          47,239  

HCA, Inc.

       

7.50%, 2/15/22

     84,000          93,239  

5.88%, 5/1/23

     104,000          114,919  

Hecla Mining Co.

       

6.88%, 5/1/21

     23,000          22,822  

Hertz Corp. (The)

       

7.63%, 6/1/22(a)

     13,000          13,552  

6.25%, 10/15/22

     18,000          18,247  

5.50%, 10/15/24(a)(b)

     50,000          50,875  

HighPoint Operating Corp.

       

7.00%, 10/15/22(b)

     11,000          10,068  

Hillman Group, Inc. (The)

       

6.38%, 7/15/22(a)

     13,000          11,997  

Hilton Domestic Operating Co., Inc.

       

4.25%, 9/1/24

     75,000          76,531  

Hughes Satellite Systems Corp.

       

7.63%, 6/15/21

     49,000          52,663  

Icahn Enterprises L.P.

       

5.88%, 2/1/22

     66,000          66,543  

6.75%, 2/1/24

     47,000          49,017  

Immucor, Inc.

       

11.13%, 2/15/22(a)

     13,000          13,053  

Informatica LLC

       

7.13%, 7/15/23(a)

     41,000          41,768  

Ingles Markets, Inc.

       

5.75%, 6/15/23

     20,000          20,450  

Ingram Micro, Inc.

       

5.00%, 8/10/22(b)

     16,000          16,355  

Iridium Communications, Inc.

       

10.25%, 4/15/23(a)

     9,000          9,649  

Iron Mountain, Inc.

       

4.38%, 6/1/21(a)(b)

     37,000          37,314  

iStar, Inc.

       

6.00%, 4/1/22

     36,000          36,911  

5.25%, 9/15/22

     16,000          16,416  

Jack Ohio Finance LLC

       

6.75%, 11/15/21(a)

     3,000          3,067  

10.25%, 11/15/22(a)

     11,000          11,691  

Jaguar Holding Co. II

       

6.38%, 8/1/23(a)

     90,000          93,374  

Joseph T Ryerson & Son, Inc.

       

11.00%, 5/15/22(a)

     35,000          37,082  

K Hovnanian Enterprises, Inc.

       

10.00%, 7/15/22(a)

     51,000          43,325  

KB Home

       

7.00%, 12/15/21

     54,000          58,409  

7.50%, 9/15/22

     37,000          41,775  

7.63%, 5/15/23

     16,000          18,107  

Kenan Advantage Group, Inc. (The)

       

7.88%, 7/31/23(a)(b)

     40,000          39,117  

Kennedy-Wilson, Inc.

       

5.88%, 4/1/24

     66,000          67,950  

KGA Escrow LLC

       

7.50%, 8/15/23(a)

     12,000          12,575  

L Brands, Inc.

       

5.63%, 2/15/22

     31,000          32,589  

5.63%, 10/15/23

     15,000          15,994  

Ladder Capital Finance Holdings LLLP

       

5.88%, 8/1/21(a)

     12,000          12,256  

5.25%, 3/15/22(a)

     31,000          32,240  

Lamar Media Corp.

       

5.00%, 5/1/23

     33,000          33,660  

5.38%, 1/15/24

     45,000          46,125  

Laredo Petroleum, Inc.

       

5.63%, 1/15/22

     33,000          30,473  

Lee Enterprises, Inc.

       

9.50%, 3/15/22(a)(b)

     13,000          12,874  

Lennar Corp.

       

6.63%, 5/1/20

     33,000          33,673  

8.38%, 1/15/21

     20,000          21,358  

4.75%, 4/1/21

     11,000          11,286  

6.25%, 12/15/21

     25,000          26,416  

4.13%, 1/15/22

     38,000          39,045  

4.75%, 11/15/22

     33,000          34,838  

4.88%, 12/15/23

     43,000          46,082  

4.50%, 4/30/24

     30,000          31,895  

Level 3 Financing, Inc.

       

5.63%, 2/1/23

     50,000          50,312  

5.13%, 5/1/23

     33,000          33,330  

5.38%, 1/15/24

     45,000          45,862  

Level 3 Parent LLC

       

5.75%, 12/1/22

     22,000          22,000  

Lexmark International, Inc.

       

7.13%, 3/15/20(b)

     16,000          15,718  

Lions Gate Capital Holdings LLC

       

6.38%, 2/1/24(a)

     27,000          26,325  

LKQ Corp.

       

4.75%, 5/15/23

     39,000          39,731  

Lonestar Resources America, Inc.

       

11.25%, 1/1/23(a)

     16,000          11,280  

Louisiana-Pacific Corp.

       

4.88%, 9/15/24

     35,000          36,239  

LSB Industries, Inc.

       

9.63%, 5/1/23(a)

     42,000          43,802  

LSC Communications, Inc.

       

8.75%, 10/15/23(a)

     13,000          6,603  

LTF Merger Sub, Inc.

       

8.50%, 6/15/23(a)

     16,000          16,447  

M/I Homes, Inc.

       

6.75%, 1/15/21

     16,000          16,106  

Mack-Cali Realty L.P.

       

3.15%, 5/15/23(b)

     11,000          10,828  

Mallinckrodt International Finance S.A.

       

4.88%, 4/15/20(a)

     37,000          25,556  

4.75%, 4/15/23

     40,000          15,312  

Martin Midstream Partners L.P.

       

7.25%, 2/15/21

     13,000          11,740  

MasTec, Inc.

       

4.88%, 3/15/23

     11,000          11,170  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Mattel, Inc.

       

4.35%, 10/1/20(b)

   $ 16,000        $ 16,326  

3.15%, 3/15/23(b)

     11,000          10,757  

Mauser Packaging Solutions Holding Co.

       

5.50%, 4/15/24(a)(b)

     89,000          91,224  

McGraw-Hill Global Education Holdings LLC

       

7.88%, 5/15/24(a)

     17,000          14,160  

MDC Holdings, Inc.

       

5.50%, 1/15/24

     40,000          43,717  

MDC Partners, Inc.

       

6.50%, 5/1/24(a)

     42,000          38,325  

MEDNAX, Inc.

       

5.25%, 12/1/23(a)

     60,000          61,499  

Meritage Homes Corp.

       

7.00%, 4/1/22

     40,000          43,712  

Meritor, Inc.

       

6.25%, 2/15/24

     54,000          55,777  

MGIC Investment Corp.

       

5.75%, 8/15/23

     28,000          31,022  

MGM Growth Properties Operating Partnership L.P.

       

5.63%, 5/1/24

     54,000          59,535  

MGM Resorts International

       

6.63%, 12/15/21

     66,000          71,923  

7.75%, 3/15/22

     55,000          61,806  

6.00%, 3/15/23

     90,000          99,225  

Midas Intermediate Holdco II LLC

       

7.88%, 10/1/22(a)

     39,000          33,455  

Molina Healthcare, Inc.

       

5.38%, 11/15/22

     37,000          39,220  

Montage Resources Corp.

       

8.88%, 7/15/23

     40,000          32,700  

Moog, Inc.

       

5.25%, 12/1/22(a)

     33,000          33,495  

MPT Operating Partnership L.P.

       

6.38%, 3/1/24

     47,000          49,217  

5.50%, 5/1/24

     42,000          43,207  

Nabors Industries, Inc.

       

5.00%, 9/15/20

     5,000          4,986  

4.63%, 9/15/21

     28,000          26,663  

5.50%, 1/15/23

     18,000          15,885  

5.10%, 9/15/23

     11,000          8,827  

Nationstar Mortgage Holdings, Inc.

       

8.13%, 7/15/23(a)

     61,000          65,422  

Nationstar Mortgage LLC

       

6.50%, 7/1/21

     14,000          14,097  

Navient Corp.

       

8.00%, 3/25/20

     23,000          23,363  

5.00%, 10/26/20

     37,000          37,798  

5.88%, 3/25/21

     39,000          40,422  

6.63%, 7/26/21

     28,000          29,743  

7.25%, 1/25/22

     56,000          60,900  

6.50%, 6/15/22

     40,000          43,481  

5.50%, 1/25/23

     39,000          41,194  

7.25%, 9/25/23

     23,000          25,587  

6.13%, 3/25/24(b)

     39,000          41,730  

NCL Corp., Ltd.

       

4.75%, 12/15/21(a)

     42,000          42,619  

NCR Corp.

       

5.88%, 12/15/21

     43,000          43,152  

5.00%, 7/15/22

     44,000          44,484  

6.38%, 12/15/23(b)

     38,000          39,012  

Netflix, Inc.

       

5.38%, 2/1/21

     38,000          39,385  

5.75%, 3/1/24

     83,000          92,095  

New Home Co., Inc. (The)

       

7.25%, 4/1/22

     33,000          31,443  

Newmark Group, Inc.

       

6.13%, 11/15/23

     17,000          18,698  

NextEra Energy Operating Partners L.P.

       

4.25%, 9/15/24(a)

     75,000          77,249  

NGL Energy Partners L.P.

       

7.50%, 11/1/23

     51,000          48,934  

Nielsen Co. Luxembourg SARL (The)

       

5.50%, 10/1/21(a)(b)

     42,000          42,147  

Nielsen Finance LLC

       

4.50%, 10/1/20

     16,000          16,052  

5.00%, 4/15/22(a)

     126,000          127,102  

Northwest Hardwoods, Inc.

       

7.50%, 8/1/21(a)

     16,000          8,000  

NortonLifeLock, Inc.

       

4.20%, 9/15/20

     41,000          41,408  

3.95%, 6/15/22(b)

     42,000          42,715  

NuStar Logistics L.P.

       

4.80%, 9/1/20

     64,000          64,645  

6.75%, 2/1/21

     16,000          16,592  

4.75%, 2/1/22(b)

     10,000          10,178  

Oasis Petroleum, Inc.

       

6.88%, 3/15/22

     42,000          39,349  

6.88%, 1/15/23(b)

     33,000          30,360  

Ocwen Loan Servicing LLC

       

8.38%, 11/15/22(a)

     36,000          31,106  

OI European Group B.V.

       

4.00%, 3/15/23(a)

     16,000          16,007  

Omnimax International, Inc.

       

12.00%, 8/15/20(a)

     15,000          14,706  

Ortho-Clinical Diagnostics, Inc.

       

6.63%, 5/15/22(a)

     56,000          55,300  

Outfront Media Capital LLC

       

5.63%, 2/15/24

     44,000          45,253  

Owens-Brockway Glass Container, Inc.

       

5.00%, 1/15/22(a)

     16,000          16,600  

5.88%, 8/15/23(a)(b)

     40,000          42,450  

Oxford Finance LLC

       

6.38%, 12/15/22(a)

     16,000          16,563  

Pacific Drilling S.A.

       

8.38%, 10/1/23(a)

     35,000          28,262  

Party City Holdings, Inc.

       

6.13%, 8/15/23(a)

     39,000          29,949  

Pattern Energy Group, Inc.

       

5.88%, 2/1/24(a)

     24,000          24,790  

PBF Holding Co. LLC

       

7.00%, 11/15/23

     47,000          48,972  

PBF Logistics L.P.

       

6.88%, 5/15/23

     39,000          40,281  

PDC Energy, Inc.

       

6.13%, 9/15/24

     60,000          59,875  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Peabody Energy Corp.

       

6.00%, 3/31/22(a)

   $ 17,000        $ 16,617  

Penske Automotive Group, Inc.

       

3.75%, 8/15/20

     39,000          39,259  

5.75%, 10/1/22

     35,000          35,468  

Performance Food Group, Inc.

       

5.50%, 6/1/24(a)

     50,000          51,396  

PetSmart, Inc.

       

7.13%, 3/15/23(a)

     86,000          77,615  

Pioneer Holdings LLC

       

9.00%, 11/1/22(a)

     11,000          11,471  

Pitney Bowes, Inc.

       

4.13%, 10/1/21

     32,000          32,431  

5.20%, 4/1/23

     67,000          67,279  

Plains All American Pipeline L.P.

       

6.13%, 11/15/22, Series B, (6.125% fixed rate until 11/15/22; 3-month U.S. dollar London Interbank Offered Rate + 4.11% thereafter)(c)(d)

     40,000          36,223  

Plantronics, Inc.

       

5.50%, 5/31/23(a)

     16,000          15,089  

Polaris Intermediate Corp.

       

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

     61,000          50,767  

PolyOne Corp.

       

5.25%, 3/15/23

     16,000          17,240  

Popular, Inc.

       

6.13%, 9/14/23

     16,000          17,207  

PQ Corp.

       

6.75%, 11/15/22(a)

     42,000          43,522  

Prestige Brands, Inc.

       

5.38%, 12/15/21(a)

     39,000          39,136  

6.38%, 3/1/24(a)(b)

     36,000          37,575  

Prime Security Services Borrower LLC

       

5.25%, 4/15/24(a)

     100,000          103,249  

Pyxus International, Inc.

       

8.50%, 4/15/21(a)

     13,000          12,648  

QEP Resources, Inc.

       

6.88%, 3/1/21

     13,000          13,222  

5.38%, 10/1/22

     16,000          15,685  

5.25%, 5/1/23(b)

     24,000          22,860  

Quorum Health Corp.

       

11.63%, 4/15/23(b)

     36,000          24,945  

QVC, Inc.

       

5.13%, 7/2/22

     65,000          68,380  

4.38%, 3/15/23

     37,000          38,331  

4.85%, 4/1/24

     33,000          35,006  

Qwest Corp.

       

6.75%, 12/1/21

     41,000          43,981  

Radiate Holdco LLC

       

6.88%, 2/15/23(a)(b)

     13,000          13,298  

Range Resources Corp.

       

5.88%, 7/1/22

     25,000          24,133  

5.00%, 8/15/22(b)

     17,000          16,150  

5.00%, 3/15/23(b)

     56,000          48,789  

Realogy Group LLC

       

5.25%, 12/1/21(a)

     24,000          24,234  

4.88%, 6/1/23(a)

     25,000          24,500  

RegionalCare Hospital Partners Holdings, Inc.

       

8.25%, 5/1/23(a)

     33,000          35,083  

Resolute Forest Products, Inc.

       

5.88%, 5/15/23(b)

     39,000          39,406  

Revlon Consumer Products Corp.

       

5.75%, 2/15/21(b)

     16,000          12,916  

Reynolds Group Issuer, Inc.

       

5.75%, 10/15/20

     143,428          143,779  

5.13%, 7/15/23(a)

     74,000          75,849  

RHP Hotel Properties L.P.

       

5.00%, 4/15/23

     29,000          29,737  

Rite Aid Corp.

       

6.13%, 4/1/23(a)

     69,000          57,270  

Riverbed Technology, Inc.

       

8.88%, 3/1/23(a)

     16,000          7,360  

Rowan Cos., Inc.

       

4.88%, 6/1/22(b)

     55,000          33,980  

RR Donnelley & Sons Co.

       

6.00%, 4/1/24

     12,000          12,415  

Ruby Pipeline LLC

       

6.50%, 4/1/22(a)

     24,985          25,871  

Sabre GLBL, Inc.

       

5.38%, 4/15/23(a)

     18,000          18,495  

5.25%, 11/15/23(a)

     17,000          17,467  

Sanchez Energy Corp.

       

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

     16,000          10,452  

SBA Communications Corp.

       

4.88%, 7/15/22

     44,000          44,715  

4.00%, 10/1/22

     40,000          40,850  

4.88%, 9/1/24

     75,000          77,976  

Scientific Games International, Inc.

       

6.63%, 5/15/21

     16,000          16,266  

10.00%, 12/1/22

     38,000          39,045  

Sealed Air Corp.

       

4.88%, 12/1/22(a)

     57,000          60,153  

5.25%, 4/1/23(a)

     39,000          41,649  

SemGroup Corp.

       

5.63%, 7/15/22

     16,000          16,175  

Senior Housing Properties Trust

       

4.75%, 5/1/24

     38,000          39,346  

Sensata Technologies B.V.

       

4.88%, 10/15/23(a)

     18,000          19,125  

SESI LLC

       

7.13%, 12/15/21

     28,000          20,930  

Shea Homes L.P.

       

5.88%, 4/1/23(a)

     16,000          16,367  

Sirius XM Radio, Inc.

       

3.88%, 8/1/22(a)

     91,000          93,047  

4.63%, 7/15/24(a)

     100,000          105,000  

SM Energy Co.

       

6.13%, 11/15/22

     11,000          10,756  

Solera LLC

       

10.50%, 3/1/24(a)

     112,000          116,899  

Sonic Automotive, Inc.

       

5.00%, 5/15/23

     16,000          16,247  

Sophia L.P.

       

9.00%, 9/30/23(a)

     18,000          18,547  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Sotera Health Holdings LLC

       

6.50%, 5/15/23(a)

   $ 16,000        $ 16,528  

Sotera Health Topco, Inc.

       

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

     16,000          15,968  

Springleaf Finance Corp.

       

8.25%, 12/15/20

     66,000          69,943  

7.75%, 10/1/21

     40,000          43,790  

6.13%, 5/15/22

     61,000          65,727  

5.63%, 3/15/23

     37,000          39,729  

8.25%, 10/1/23

     28,000          32,772  

6.13%, 3/15/24

     51,000          55,972  

Sprint Communications, Inc.

       

7.00%, 3/1/20(a)

     42,000          42,374  

7.00%, 8/15/20(b)

     61,000          62,556  

11.50%, 11/15/21

     42,000          48,604  

6.00%, 11/15/22

     99,000          104,445  

Sprint Corp.

       

7.88%, 9/15/23

     195,000          214,866  

Standard Industries, Inc.

       

5.50%, 2/15/23(a)

     25,000          25,625  

Starwood Property Trust, Inc.

       

3.63%, 2/1/21

     14,000          14,146  

5.00%, 12/15/21

     32,000          33,432  

Suburban Propane Partners L.P.

       

5.50%, 6/1/24

     30,000          30,750  

Sunoco L.P.

       

4.88%, 1/15/23

     24,000          24,610  

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)(b)(c)

     16,000          16,515  

5.90%, 2/7/29, (5.90% fixed rate until 2/7/24; 5-year U.S. dollar Swap Rate + 3.379% thereafter)(c)

     39,000          41,731  

T-Mobile USA, Inc.

       

4.00%, 4/15/22

     145,000          149,711  

6.00%, 4/15/24

     66,000          68,447  

Tapstone Energy LLC

       

9.75%, 6/1/22(a)(f)

     16,000          4,160  

Targa Resources Partners L.P.

       

5.25%, 5/1/23

     30,000          30,337  

4.25%, 11/15/23

     39,000          39,438  

Taylor Morrison Communities, Inc.

       

5.88%, 4/15/23(a)

     11,000          11,830  

5.63%, 3/1/24(a)

     39,000          42,039  

Teekay Offshore Partners L.P.

       

8.50%, 7/15/23(a)

     33,000          33,096  

TEGNA, Inc.

       

4.88%, 9/15/21(a)

     14,000          14,017  

6.38%, 10/15/23(b)

     33,000          34,072  

Tempur Sealy International, Inc.

       

5.63%, 10/15/23

     13,000          13,428  

Tenet Healthcare Corp.

       

8.13%, 4/1/22

     132,000          144,540  

6.75%, 6/15/23(b)

     116,000          125,570  

4.63%, 7/15/24

     67,000          69,512  

TerraForm Power Operating LLC

       

4.25%, 1/31/23(a)

     16,000          16,313  

TIBCO Software, Inc.

       

11.38%, 12/1/21(a)(b)

     42,000          43,391  

Titan International, Inc.

       

6.50%, 11/30/23

     59,000          48,994  

TMX Finance LLC

       

11.13%, 4/1/23(a)(b)

     15,000          13,544  

Toll Brothers Finance Corp.

       

5.88%, 2/15/22

     11,000          11,691  

4.38%, 4/15/23

     29,000          30,317  

5.63%, 1/15/24(b)

     14,000          15,371  

Townsquare Media, Inc.

       

6.50%, 4/1/23(a)

     11,000          11,087  

TransDigm, Inc.

       

6.50%, 7/15/24

     76,000          78,564  

Transocean Guardian Ltd.

       

5.88%, 1/15/24(a)

     29,370          29,663  

Transocean Sentry Ltd.

       

5.38%, 5/15/23(a)

     27,000          27,067  

Transocean, Inc.

       

9.00%, 7/15/23(a)

     127,000          129,896  

TreeHouse Foods, Inc.

       

6.00%, 2/15/24(a)(b)

     59,000          61,654  

TRI Pointe Group, Inc.

       

4.88%, 7/1/21

     16,000          16,406  

5.88%, 6/15/24

     59,000          63,744  

Triumph Group, Inc.

       

5.25%, 6/1/22

     38,000          38,107  

Truck Hero, Inc.

       

8.50%, 4/21/24(a)

     12,000          11,975  

Unit Corp.

       

6.63%, 5/15/21

     38,000          19,655  

United Airlines Holdings, Inc.

       

6.00%, 12/1/20

     27,000          27,929  

4.25%, 10/1/22

     32,000          33,040  

5.00%, 2/1/24(b)

     40,000          42,500  

Uniti Group L.P.

       

6.00%, 4/15/23(a)

     55,000          51,975  

8.25%, 10/15/23

     46,000          39,330  

Univision Communications, Inc.

       

5.13%, 5/15/23(a)

     66,000          65,257  

Urban One, Inc.

       

7.38%, 4/15/22(a)

     11,000          10,777  

VeriSign, Inc.

       

4.63%, 5/1/23

     41,000          41,768  

Veritas US, Inc.

       

10.50%, 2/1/24(a)(b)

     200,000          184,583  

Vertiv Intermediate Holding Corp.

       

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

     11,000          10,426  

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)

     36,000          37,637  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

VICI Properties 1 LLC

       

8.00%, 10/15/23

   $ 26,000        $ 28,351  

Vine Oil & Gas L.P.

       

8.75%, 4/15/23(a)

     13,000          5,372  

9.75%, 4/15/23(a)

     14,000          5,915  

Vista Outdoor, Inc.

       

5.88%, 10/1/23

     20,000          19,108  

Vistra Energy Corp.

       

5.88%, 6/1/23

     13,000          13,295  

Voyager Aviation Holdings LLC

       

8.50%, 8/15/21(a)

     21,000          21,691  

W&T Offshore, Inc.

       

9.75%, 11/1/23(a)

     25,000          23,062  

Washington Prime Group L.P.

       

6.45%, 8/15/24(b)

     50,000          48,000  

Watco Cos. LLC

       

6.38%, 4/1/23(a)

     41,000          41,786  

WESCO Distribution, Inc.

       

5.38%, 12/15/21

     41,000          41,195  

WEX, Inc.

       

4.75%, 2/1/23(a)

     16,000          16,207  

Whiting Petroleum Corp.

       

5.75%, 3/15/21(b)

     79,000          72,463  

William Lyon Homes, Inc.

       

6.00%, 9/1/23

     39,000          40,771  

Williams Scotsman International, Inc.

       

6.88%, 8/15/23(a)

     11,000          11,589  

WMG Acquisition Corp.

       

5.00%, 8/1/23(a)

     16,000          16,407  

WPX Energy, Inc.

       

8.25%, 8/1/23

     83,000          93,434  

5.25%, 9/15/24

     15,000          15,367  

WR Grace & Co-Conn

       

5.13%, 10/1/21(a)

     39,000          40,550  

Wyndham Destinations, Inc.

       

4.25%, 3/1/22

     81,000          83,309  

3.90%, 3/1/23

     35,000          35,591  

Wynn Las Vegas LLC

       

4.25%, 5/30/23(a)(b)

     33,000          34,485  

Xerox Corp.

       

5.63%, 12/15/19

     27,000          27,013  

4.50%, 5/15/21

     99,000          101,698  

4.13%, 3/15/23

     115,000          119,024  

XPO Logistics, Inc.

       

6.50%, 6/15/22(a)

     49,000          50,267  

6.13%, 9/1/23(a)

     23,000          23,805  

Yum! Brands, Inc.

       

3.88%, 11/1/20(b)

     16,000          16,206  

3.75%, 11/1/21

     33,000          33,756  

3.88%, 11/1/23

     42,000          43,487  

Zayo Group LLC

       

6.00%, 4/1/23

     91,000          93,504  
       

 

 

 

TOTAL U.S. CORPORATE BONDS

(Cost: $20,295,998)

          20,120,257  
       

 

 

 

FOREIGN CORPORATE BONDS - 10.4%

       

Australia - 0.6%

       

FMG Resources August 2006 Pty Ltd.

       

4.75%, 5/15/22(a)

     51,000          52,402  

5.13%, 3/15/23(a)

     33,000          34,567  

Virgin Australia Holdings Ltd.

       

7.88%, 10/15/21(a)

     52,000          53,846  
       

 

 

 
Total Australia           140,815  
       

 

 

 

Canada - 5.3%

       

1011778 BC ULC

       

4.25%, 5/15/24(a)

     76,000          77,900  

Air Canada

       

7.75%, 4/15/21(a)

     16,000          17,086  

Athabasca Oil Corp.

       

9.88%, 2/24/22(a)(b)

     38,000          33,452  

Baytex Energy Corp.

       

5.13%, 6/1/21(a)

     11,000          10,908  

5.63%, 6/1/24(a)

     25,000          22,372  

Bombardier, Inc.

       

8.75%, 12/1/21(a)

     51,000          55,322  

5.75%, 3/15/22(a)

     23,000          23,517  

6.00%, 10/15/22(a)

     72,000          72,360  

6.13%, 1/15/23(a)

     68,000          69,115  

Brookfield Residential Properties, Inc.

       

6.13%, 7/1/22(a)

     53,000          53,927  

Cascades, Inc.

       

5.50%, 7/15/22(a)

     18,000          18,283  

Cooke Omega Investments, Inc.

       

8.50%, 12/15/22(a)

     16,000          15,965  

Ensign Drilling, Inc.

       

9.25%, 4/15/24(a)

     55,000          48,468  

Fairstone Financial, Inc.

       

7.88%, 7/15/24(a)

     25,000          27,010  

GFL Environmental, Inc.

       

5.63%, 5/1/22(a)

     33,000          33,340  

5.38%, 3/1/23(a)

     11,000          11,083  

Hudbay Minerals, Inc.

       

7.25%, 1/15/23(a)

     27,000          27,754  

Kissner Holdings L.P.

       

8.38%, 12/1/22(a)

     13,000          13,585  

Kronos Acquisition Holdings, Inc.

       

9.00%, 8/15/23(a)

     40,000          35,917  

MEG Energy Corp.

       

6.38%, 1/30/23(a)(b)

     34,000          33,405  

7.00%, 3/31/24(a)(b)

     51,000          50,139  

Mountain Province Diamonds, Inc.

       

8.00%, 12/15/22(a)

     28,000          26,985  

New Gold, Inc.

       

6.25%, 11/15/22(a)

     13,000          12,967  

Norbord, Inc.

       

6.25%, 4/15/23(a)

     15,000          16,037  

NOVA Chemicals Corp.

       

5.25%, 8/1/23(a)

     40,000          40,400  

4.88%, 6/1/24(a)

     28,000          28,280  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Open Text Corp.

       

5.63%, 1/15/23(a)

   $ 75,000        $ 76,499  

Quebecor Media, Inc.

       

5.75%, 1/15/23

     86,000          93,238  

Reliance Intermediate Holdings L.P.

       

6.50%, 4/1/23(a)

     11,000          11,362  

Seven Generations Energy Ltd.

       

6.75%, 5/1/23(a)

     50,000          51,583  

6.88%, 6/30/23(a)

     13,000          13,363  

Taseko Mines Ltd.

       

8.75%, 6/15/22(a)

     21,000          18,382  

Teine Energy Ltd.

       

6.88%, 9/30/22(a)

     27,000          27,076  

Tervita Corp.

       

7.63%, 12/1/21(a)

     11,000          11,024  

Videotron Ltd.

       

5.00%, 7/15/22

     33,000          34,774  

WestJet Airlines Ltd.

       

3.50%, 6/16/21(a)

     54,000          54,580  

Xplornet Communications, Inc.

       

9.63%, 6/1/22(a)

     12,348          12,352  
       

 

 

 
Total Canada           1,279,810  
       

 

 

 

Cayman Islands - 0.4%

       

Global Aircraft Leasing Co., Ltd.

       

6.50%, 9/15/24, Toggle PIK (6.50% Cash or 7.25% PIK)(a)

     100,000          102,530  
       

 

 

 

Finland - 0.2%

       

Nokia Oyj

       

3.38%, 6/12/22

     41,000          41,562  
       

 

 

 

Germany - 0.2%

       

Mercer International, Inc.

       

6.50%, 2/1/24

     35,000          36,415  
       

 

 

 

Luxembourg - 1.5%

       

Intelsat Connect Finance S.A.

       

9.50%, 2/15/23(a)(b)

     105,000          61,687  

Intelsat Jackson Holdings S.A.

       

9.50%, 9/30/22(a)

     26,000          29,128  

5.50%, 8/1/23

     89,000          70,951  

8.00%, 2/15/24(a)

     59,000          60,327  

8.50%, 10/15/24(a)

     125,000          103,125  

Intelsat Luxembourg S.A.

       

8.13%, 6/1/23

     83,000          37,972  
       

 

 

 
Total Luxembourg           363,190  
       

 

 

 

New Zealand - 0.1%

       

Trilogy International Partners LLC

       

8.88%, 5/1/22(a)

     37,000          35,254  
       

 

 

 

Spain - 0.9%

       

Cirsa Finance International SARL

       

7.88%, 12/20/23(a)

     200,000          212,194  
       

 

 

 

Sweden - 0.3%

       

Telefonaktiebolaget LM Ericsson

       

4.13%, 5/15/22

     74,000          76,867  
       

 

 

 

United Kingdom - 0.9%

       

Avon International Operations, Inc.

       

7.88%, 8/15/22(a)

     23,000          24,006  

Avon Products, Inc.

       

7.00%, 3/15/23(b)

     29,000          31,257  

Jaguar Land Rover Automotive PLC

       

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

     150,000          151,123  
       

 

 

 
Total United Kingdom           206,386  
       

 

 

 

TOTAL FOREIGN CORPORATE BONDS

(Cost: $2,582,553)

          2,495,023  
       

 

 

 
     Shares           

INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 10.1%

 

United States - 10.1%

       

State Street Navigator Securities Lending Government Money Market Portfolio, 1.63%(g)

(Cost: $2,437,165)(h)

     2,437,165          2,437,165  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 104.1%

(Cost: $25,315,716)

          25,052,445  

Other Assets less Liabilities - (4.1)%

          (983,036
       

 

 

 
NET ASSETS - 100.0%         $   24,069,409  
       

 

 

 

 

(a)  

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

(b) 

Security, or portion thereof, was on loan at November 30, 2019 (See Note 2).

(c) 

Rate shown reflects the accrual rate as of November 30, 2019 on securities with variable or step rates.

(d) 

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

(e) 

Security in default on interest payments.

(f) 

Subsequent to the fiscal period ended November 30, 2019, the security defaulted on interest payments.

(g) 

Rate shown represents annualized 7-day yield as of November 30, 2019.

(h) 

At November 30, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,312,794. The Fund also had securities on loan having a total market value of $97,078 that were sold and pending settlement. The total market value of the collateral held by the Fund was $2,503,635. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $66,470.

 

PIK

   -    Payment In Kind

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Negative Duration High Yield Bond Fund (HYND)

November 30, 2019

 

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS (EXCHANGE-TRADED)

 

Short Exposure

   Contracts    Expiration
Date
   Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

2 Year U.S. Treasury Note

   11    3/31/20    $ (2,371,445   $ 1  

5 Year U.S. Treasury Note

   49    3/31/20      (5,829,469     390  

U.S. Treasury Ultra Long Term Bond

   12    3/20/20      (2,252,625     (7,105

Ultra 10 Year U.S. Treasury Note

   108    3/20/20      (15,359,625     16,878  
        

 

 

   

 

 

 
   $ (25,813,164 )    $ 10,164  
        

 

 

   

 

 

 

 

  

As of November 30, 2019, deposits at broker for futures contracts of $486,043 included cash collateral of $499,504 and previously settled variation margin losses on open futures contracts of $13,461.

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

U.S. GOVERNMENT AGENCIES - 29.0%

       

Federal Home Loan Bank - 0.1%

       

5.50%, 7/15/36

   $ 20,000        $ 28,861  
       

 

 

 
       

Federal Home Loan Mortgage Corporation - 7.6%

       

4.00%, 3/1/24

     26,515          27,662  

3.00%, 8/1/29

     36,347          37,682  

2.50%, 9/1/29

     27,977          28,321  

6.75%, 9/15/29, Series GDIF

     13,000          18,482  

2.50%, 2/1/30

     25,273          25,584  

2.50%, 4/1/30

     18,942          19,246  

3.00%, 6/1/30

     19,325          19,893  

3.00%, 12/1/30

     35,886          36,941  

2.50%, 11/1/31

     32,976          33,382  

3.00%, 1/1/33

     18,897          19,419  

3.50%, 9/1/33

     23,264          24,155  

5.00%, 9/1/35

     75,019          82,950  

3.00%, 9/1/36

     17,622          18,106  

3.50%, 4/1/37

     22,657          23,586  

5.50%, 12/1/38

     20,881          23,478  

4.00%, 2/1/41

     155,361          166,423  

4.50%, 5/1/41

     74,094          80,753  

3.00%, 4/1/43

     79,862          82,258  

3.50%, 7/1/43

     38,651          40,678  

3.00%, 8/1/43

     35,613          36,675  

4.00%, 12/1/43

     28,356          30,143  

3.50%, 1/1/44

     71,001          74,524  

4.50%, 4/1/44

     26,478          28,449  

3.50%, 9/1/45

     46,157          48,109  

3.50%, 12/1/45

     47,525          49,594  

3.50%, 5/1/46

     29,647          30,896  

3.50%, 8/1/46

     34,115          36,066  

4.00%, 9/1/46

     29,879          31,497  

3.00%, 10/1/46

     52,850          54,171  

3.00%, 11/1/46

     40,455          41,469  

3.00%, 3/1/47

     40,303          41,251  

4.50%, 3/1/47

     15,943          16,872  

4.50%, 8/1/47

     15,534          16,410  

3.50%, 9/1/47

     78,037          81,000  

4.00%, 1/1/48

     38,301          40,266  

4.00%, 9/1/48

     93,512          97,267  
       

 

 

 
Total Federal Home Loan Mortgage Corporation           1,563,658  
       

 

 

 

Federal National Mortgage Association - 13.2%

       

2.63%, 9/6/24

     43,000          44,882  

2.13%, 4/24/26

     54,000          55,141  

4.00%, 7/1/26

     8,506          8,875  

3.50%, 12/1/26

     12,001          12,438  

3.50%, 1/1/27

     16,819          17,429  

3.00%, 11/1/28

     16,396          16,918  

2.50%, 4/1/30

     24,952          25,247  

2.50%, 5/1/31

     40,734          41,214  

2.50%, 9/1/31

     28,949          29,352  

4.00%, 11/1/31

     28,745          30,559  

2.50%, 12/1/31

     41,086          41,641  

3.00%, 6/1/32

     20,962          21,645  

3.00%, 12/1/32

     22,108          22,705  

2.50%, 1/1/33

     23,617          23,895  

6.00%, 4/1/33

     30,866          35,461  

2.50%, 7/1/34

     23,810          24,033  

4.00%, 8/1/34

     9,689          10,271  

6.00%, 8/1/34

     21,431          24,625  

4.00%, 10/1/35

     40,010          42,535  

3.50%, 1/1/36

     23,148          24,098  

3.00%, 11/1/36

     35,711          36,827  

3.00%, 3/1/38

     34,253          35,172  

4.50%, 11/1/39

     34,995          37,923  

4.50%, 2/1/41

     30,610          33,191  

4.00%, 2/1/42

     37,743          40,766  

3.50%, 6/1/42

     94,579          99,770  

3.00%, 1/1/43

     49,496          50,952  

3.00%, 4/1/43

     57,865          59,567  

4.00%, 6/1/43

     11,615          12,433  

3.50%, 7/1/43

     110,288          117,596  

3.00%, 9/1/43

     102,454          105,465  

4.00%, 9/1/43

     21,392          22,845  

4.00%, 11/1/43

     23,914          25,416  

4.50%, 5/1/44

     18,740          20,117  

5.00%, 6/1/44

     54,027          59,429  

4.00%, 9/1/44

     23,267          24,607  

4.00%, 10/1/44

     26,894          28,443  

4.00%, 1/1/45

     46,325          48,998  

3.50%, 3/1/46

     52,824          55,008  

3.50%, 4/1/46

     27,706          28,865  

3.50%, 5/1/46

     30,874          32,155  

3.00%, 9/1/46

     37,141          38,004  

3.00%, 10/1/46

     113,520          116,298  

4.00%, 10/1/46

     33,465          35,261  

2.50%, 11/1/46

     20,665          20,596  

3.00%, 11/1/46

     38,106          39,039  

3.50%, 11/1/46

     73,692          76,814  

4.00%, 2/1/47

     89,491          95,217  

4.00%, 3/1/47

     41,075          43,149  

4.00%, 4/1/47

     56,833          59,668  

3.50%, 9/1/47

     19,841          20,569  

3.50%, 10/1/47

     32,251          33,421  

3.50%, 11/1/47

     25,286          26,190  

4.50%, 11/1/47

     16,444          17,344  

3.50%, 12/1/47

     192,152          199,161  

5.00%, 8/1/48

     41,609          44,452  

4.50%, 12/1/48

     72,392          76,093  

3.00%, 7/1/49

     144,438          146,715  

3.00%, 9/1/49

     99,075          100,718  
       

 

 

 
Total Federal National Mortgage Association

 

       2,717,218  
       

 

 

 

Government National Mortgage Association - 7.4%

 

3.00%, 5/20/42

     66,148          68,600  

3.50%, 6/20/42

     80,256          84,987  

3.00%, 12/20/42

     73,325          76,043  

3.50%, 3/20/43

     57,839          60,719  

3.50%, 4/20/43

     60,383          63,943  

4.50%, 6/20/43

     31,588          34,119  

3.00%, 4/20/44

     21,609          22,403  

5.00%, 8/20/44

     35,595          39,296  

4.00%, 12/20/44

     60,760          64,589  

4.50%, 12/20/44

     50,508          54,113  

3.50%, 7/20/45

     32,680          34,184  

3.50%, 9/20/45

     30,540          31,945  

3.00%, 12/20/45

     53,583          55,401  

4.00%, 12/20/45

     24,254          25,754  

3.00%, 4/20/46

     19,461          20,148  

3.00%, 5/20/46

     17,870          18,460  

4.00%, 8/20/46

     15,748          16,534  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

4.00%, 12/20/46

   $ 17,255        $ 18,114  

4.00%, 1/20/47

     26,443          27,667  

3.50%, 2/20/47

     80,435          83,839  

3.00%, 6/20/47

     96,214          99,332  

3.50%, 8/20/47

     56,534          58,731  

4.00%, 1/20/48

     51,782          53,897  

4.00%, 6/20/48

     71,500          74,548  

5.00%, 6/20/48

     28,491          30,292  

4.50%, 7/20/48

     62,755          66,109  

3.50%, 8/20/48

     128,350          132,816  

4.00%, 5/20/49

     73,109          76,012  

3.50%, 12/1/49(a)

     25,000          25,927  
       

 

 

 
Total Government National Mortgage Association           1,518,522  
       

 

 

 

Tennessee Valley Authority - 0.1%

       

5.25%, 9/15/39

     15,000          21,003  
       

 

 

 

Uniform Mortgage-Backed Securities - 0.6%

       

3.50%, 12/1/34(a)

     25,000          25,906  

2.50%, 12/1/49(a)

     50,000          49,477  

3.00%, 12/1/49(a)

     50,000          50,670  
       

 

 

 
Total Uniform Mortgage-Backed Securities           126,053  
       

 

 

 

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $5,814,873)

          5,975,315  
       

 

 

 

U.S. GOVERNMENT OBLIGATIONS - 33.7%

       

U.S. Treasury Bonds - 9.3%

       

6.88%, 8/15/25

     54,000          69,254  

6.75%, 8/15/26

     48,000          63,294  

6.50%, 11/15/26

     50,000          65,692  

5.25%, 11/15/28

     44,000          56,690  

5.25%, 2/15/29

     13,000          16,849  

1.63%, 8/15/29

     25,000          24,634  

6.13%, 8/15/29

     50,000          69,420  

6.25%, 5/15/30

     27,000          38,496  

5.38%, 2/15/31

     71,400          97,263  

4.63%, 2/15/40

     100,000          141,848  

4.38%, 5/15/40

     75,000          103,368  

4.75%, 2/15/41

     19,000          27,534  

4.38%, 5/15/41

     12,000          16,620  

3.13%, 2/15/43

     13,000          15,222  

3.63%, 8/15/43

     41,800          52,916  

3.75%, 11/15/43

     13,000          16,787  

3.63%, 2/15/44

     54,000          68,553  

3.13%, 8/15/44

     43,000          50,598  

2.50%, 2/15/45

     69,000          72,934  

3.00%, 5/15/45

     38,000          43,936  

2.88%, 8/15/45

     63,000          71,301  

3.00%, 11/15/45

     71,000          82,282  

2.50%, 2/15/46

     88,000          93,096  

2.50%, 5/15/46

     93,000          98,422  

2.25%, 8/15/46

     12,000          12,093  

2.75%, 8/15/47

     37,000          41,163  

2.75%, 11/15/47

     27,000          30,058  

3.13%, 5/15/48

     58,000          69,305  

3.00%, 8/15/48

     59,000          68,957  

3.38%, 11/15/48

     85,000          106,383  

3.00%, 2/15/49

     20,000          23,422  

2.25%, 8/15/49

     100,000          100,982  
       

 

 

 
Total U.S. Treasury Bonds           1,909,372  
       

 

 

 

U.S. Treasury Notes - 24.4%

       

1.25%, 3/31/21

     108,000          107,386  

2.13%, 8/15/21

     125,700          126,697  

1.25%, 10/31/21

     112,000          111,178  

2.00%, 11/15/21

     83,000          83,613  

1.75%, 11/30/21

     139,000          139,345  

2.00%, 12/31/21

     112,000          112,857  

1.88%, 1/31/22

     56,000          56,301  

1.88%, 3/31/22

     75,000          75,454  

1.88%, 4/30/22

     112,000          112,700  

1.75%, 5/15/22

     69,000          69,259  

1.75%, 5/31/22

     112,000          112,413  

1.88%, 10/31/22

     69,000          69,538  

2.00%, 10/31/22

     75,000          75,851  

1.63%, 11/15/22

     113,000          113,079  

2.00%, 11/30/22

     125,000          126,445  

2.13%, 12/31/22

     88,000          89,394  

1.50%, 2/28/23

     27,000          26,914  

1.50%, 3/31/23

     83,000          82,734  

1.75%, 5/15/23

     83,000          83,396  

1.38%, 6/30/23

     43,000          42,664  

2.50%, 8/15/23

     56,000          57,785  

1.38%, 8/31/23

     25,000          24,790  

1.38%, 9/30/23

     194,000          192,280  

1.63%, 10/31/23

     266,000          266,177  

2.75%, 11/15/23

     43,000          44,852  

2.13%, 11/30/23

     139,000          141,728  

2.13%, 2/29/24

     154,000          157,131  

2.13%, 3/31/24

     56,000          57,160  

2.50%, 5/15/24

     13,000          13,486  

2.00%, 5/31/24

     56,000          56,919  

2.00%, 6/30/24

     56,000          56,909  

2.38%, 8/15/24

     58,000          59,945  

1.88%, 8/31/24

     56,000          56,629  

1.50%, 9/30/24

     50,000          49,698  

2.13%, 9/30/24

     83,000          84,882  

1.50%, 10/31/24

     100,000          99,389  

2.25%, 10/31/24

     27,000          27,786  

2.25%, 11/15/24

     146,000          150,240  

2.13%, 11/30/24

     50,000          51,161  

2.50%, 1/31/25

     100,000          104,184  

2.00%, 2/15/25

     239,000          243,131  

2.13%, 5/15/25

     56,000          57,325  

2.00%, 8/15/25

     56,000          56,971  

2.25%, 11/15/25

     104,000          107,250  

1.50%, 8/15/26

     69,000          68,027  

2.00%, 11/15/26

     75,000          76,370  

2.25%, 2/15/27

     56,000          57,990  

2.38%, 5/15/27

     79,000          82,575  

2.25%, 8/15/27

     56,000          58,075  

2.25%, 11/15/27

     56,000          58,116  

2.75%, 2/15/28

     19,000          20,456  

2.88%, 5/15/28

     167,000          181,697  

2.88%, 8/15/28

     113,000          123,128  

2.63%, 2/15/29

     100,000          107,211  

2.38%, 5/15/29

     100,000          105,129  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

2.88%, 5/15/49

   $   42,000        $ 48,092  
       

 

 

 
Total U.S. Treasury Notes           5,021,892  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $6,673,597)

          6,931,264  
       

 

 

 

U.S. CORPORATE BONDS - 22.8%

       

United States - 22.8%

       

3M Co.

       

2.88%, 10/15/27

     24,000          25,017  

Abbott Laboratories

       

3.88%, 9/15/25

     12,000          13,085  

4.75%, 11/30/36

     15,000          18,701  

AbbVie, Inc.

       

3.60%, 5/14/25

     12,000          12,594  

4.88%, 11/14/48

     20,000          22,900  

AEP Texas, Inc.

       

3.80%, 10/1/47

     27,000          29,336  

Air Lease Corp.

       

3.63%, 4/1/27

     12,000          12,446  

Allergan Funding SCS

       

3.80%, 3/15/25

     5,000          5,251  

4.85%, 6/15/44

     4,000          4,446  

Allstate Corp. (The)

       

4.20%, 12/15/46

     15,000          17,688  

Altria Group, Inc.

       

2.85%, 8/9/22

     16,000          16,236  

Amazon.com, Inc.

       

2.50%, 11/29/22

     12,000          12,224  

4.05%, 8/22/47

     7,000          8,377  

American Express Co.

       

2.50%, 8/1/22

     5,000          5,056  

American Express Credit Corp.

       

2.70%, 3/3/22(b)

     12,000          12,194  

American International Group, Inc.

       

4.88%, 6/1/22

     16,000          17,129  

3.75%, 7/10/25

     12,000          12,772  

4.50%, 7/16/44

     15,000          17,155  

American Tower Corp.

       

3.55%, 7/15/27(b)

     24,000          25,167  

American Water Capital Corp.

       

3.40%, 3/1/25

     25,000          26,254  

4.00%, 12/1/46

     13,000          14,363  

Amgen, Inc.

       

4.66%, 6/15/51

     25,000          29,597  

Anthem, Inc.

       

3.50%, 8/15/24

     4,000          4,190  

5.85%, 1/15/36

     12,000          14,916  

Apache Corp.

       

4.25%, 1/15/44(b)

     4,000          3,514  

Apple, Inc.

       

3.45%, 5/6/24

     24,000          25,501  

4.65%, 2/23/46

     12,000          15,132  

AT&T, Inc.

       

3.00%, 2/15/22

     7,000          7,143  

3.00%, 6/30/22

     5,000          5,102  

4.30%, 2/15/30

     12,000          13,203  

4.50%, 5/15/35(b)

     5,000          5,548  

6.25%, 3/29/41

     8,000          10,349  

4.80%, 6/15/44

     5,000          5,657  

4.35%, 6/15/45

     12,000          12,830  

5.45%, 3/1/47

     27,000          33,051  

5.70%, 3/1/57(b)

     16,000          20,357  

Bank of America Corp.

       

5.70%, 1/24/22

     7,000          7,548  

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)

     21,000          21,458  

3.88%, 8/1/25

     4,000          4,303  

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)

     26,000          26,812  

4.45%, 3/3/26

     15,000          16,480  

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)

     12,000          12,810  

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)

     5,000          5,308  

4.88%, 4/1/44

     12,000          15,253  

BB&T Corp.

       

2.05%, 5/10/21

     31,000          31,033  

2.85%, 10/26/24

     12,000          12,314  

Berkshire Hathaway, Inc.

       

2.75%, 3/15/23

     7,000          7,193  

3.13%, 3/15/26

     26,000          27,414  

Biogen, Inc.

       

5.20%, 9/15/45

     15,000          18,334  

Boeing Co. (The)

       

5.88%, 2/15/40

     4,000          5,424  

BorgWarner, Inc.

       

4.38%, 3/15/45

     4,000          4,215  

Boston Properties L.P.

       

3.85%, 2/1/23

     25,000          26,245  

BP Capital Markets America, Inc.

       

3.12%, 5/4/26

     23,000          23,982  

Bristol-Myers Squibb Co.

       

3.88%, 8/15/25(d)

     5,000          5,401  

4.55%, 2/20/48(d)

     12,000          14,735  

Broadcom Corp.

       

3.00%, 1/15/22

     26,000          26,304  

Burlington Northern Santa Fe LLC

       

4.55%, 9/1/44

     16,000          19,379  

Capital One Financial Corp.

       

3.75%, 3/9/27

     19,000          20,136  

Cardinal Health, Inc.

       

3.41%, 6/15/27(b)

     12,000          12,312  

Caterpillar Financial Services Corp.

       

1.70%, 8/9/21

     6,000          5,976  

Caterpillar, Inc.

       

3.80%, 8/15/42(b)

     4,000          4,532  

CBS Corp.

       

7.88%, 7/30/30

     19,000          26,642  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

Charter Communications Operating LLC

       

4.46%, 7/23/22

   $     12,000        $     12,594  

6.38%, 10/23/35(b)

     26,000          32,484  

6.48%, 10/23/45

     12,000          14,897  

Chevron Corp.

       

2.50%, 3/3/22

     43,000          43,638  

Cigna Corp.

       

3.25%, 4/15/25(d)

     27,000          27,828  

4.80%, 7/15/46(d)

     16,000          18,456  

Citigroup, Inc.

       

4.40%, 6/10/25

     33,000          35,675  

4.45%, 9/29/27

     19,000          20,929  

5.30%, 5/6/44

     12,000          15,232  

Clorox Co. (The)

       

3.10%, 10/1/27

     43,000          44,958  

CME Group, Inc.

       

3.00%, 9/15/22

     27,000          27,781  

Coca-Cola Co. (The)

       

3.20%, 11/1/23

     12,000          12,646  

Comcast Corp.

       

3.15%, 3/1/26

     4,000          4,201  

2.35%, 1/15/27(b)

     7,000          7,004  

7.05%, 3/15/33

     6,000          8,640  

3.90%, 3/1/38

     12,000          13,336  

4.05%, 11/1/52

     12,000          13,582  

Concho Resources, Inc.

       

3.75%, 10/1/27

     16,000          16,579  

ConocoPhillips

       

6.50%, 2/1/39

     16,000          23,301  

Consolidated Edison Co. of New York, Inc.

       

4.63%, 12/1/54

     12,000          14,515  

Costco Wholesale Corp.

       

2.30%, 5/18/22(b)

     24,000          24,301  

3.00%, 5/18/27

     15,000          15,896  

Crown Castle International Corp.

       

4.88%, 4/15/22

     12,000          12,731  

CSX Corp.

       

3.25%, 6/1/27

     19,000          20,077  

4.50%, 8/1/54

     7,000          8,186  

CVS Health Corp.

       

3.38%, 8/12/24

     28,000          29,238  

5.05%, 3/25/48(b)

     14,000          16,590  

Dell International LLC

       

6.02%, 6/15/26(d)

     26,000          29,733  

Discovery Communications LLC

       

3.80%, 3/13/24

     24,000          25,181  

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)

     12,000          12,961  

Dow Chemical Co. (The)

       

4.38%, 11/15/42

     7,000          7,379  

Duke Energy Corp.

       

3.75%, 4/15/24

     24,000          25,444  

3.15%, 8/15/27(b)

     26,000          27,026  

Duke Energy Florida LLC

       

6.40%, 6/15/38

     14,500          21,325  

Duke Energy Indiana LLC

       

6.45%, 4/1/39

     12,000          17,483  

DuPont de Nemours, Inc.

       

5.42%, 11/15/48

     15,000          18,708  

DXC Technology Co.

       

4.75%, 4/15/27(b)

     7,000          7,378  

Eaton Corp.

       

2.75%, 11/2/22

     24,000          24,487  

eBay, Inc.

       

3.80%, 3/9/22(b)

     24,000          24,843  

Ecolab, Inc.

       

5.50%, 12/8/41

     4,000          5,271  

Eli Lilly & Co.

       

2.35%, 5/15/22(b)

     4,000          4,049  

Energy Transfer Partners L.P.

       

4.50%, 11/1/23

     16,000          16,839  

Enterprise Products Operating LLC

       

3.35%, 3/15/23

     16,000          16,533  

4.45%, 2/15/43

     12,000          12,982  

Exelon Corp.

       

4.45%, 4/15/46

     38,000          42,946  

Exelon Generation Co. LLC

       

6.25%, 10/1/39

     6,000          7,488  

Exxon Mobil Corp.

       

2.44%, 8/16/29

     20,000          20,120  

FedEx Corp.

       

4.10%, 4/15/43

     15,000          14,906  

4.55%, 4/1/46

     7,000          7,344  

Fidelity National Information Services, Inc.

       

5.00%, 10/15/25

     12,000          13,712  

Fiserv, Inc.

       

3.85%, 6/1/25

     15,000          15,981  

Florida Power & Light Co.

       

5.96%, 4/1/39

     12,000          16,927  

Ford Motor Co.

       

4.75%, 1/15/43

     6,000          5,243  

General Electric Co.

       

3.10%, 1/9/23

     12,000          12,287  

General Motors Co.

       

5.15%, 4/1/38(b)

     15,000          15,367  

General Motors Financial Co., Inc.

       

3.45%, 1/14/22

     26,000          26,515  

4.30%, 7/13/25

     14,000          14,756  

George Washington University (The)

       

4.13%, 9/15/48, Series 2018

     12,000          14,151  

Gilead Sciences, Inc.

       

4.50%, 4/1/21

     7,000          7,195  

3.65%, 3/1/26

     12,000          12,909  

5.65%, 12/1/41

     16,000          21,099  

Goldman Sachs Group, Inc. (The)

       

2.35%, 11/15/21

     5,000          5,022  

3.00%, 4/26/22

     12,000          12,141  

4.00%, 3/3/24

     5,000          5,320  

3.50%, 1/23/25(b)

     5,000          5,228  

4.25%, 10/21/25

     15,000          16,209  

3.50%, 11/16/26

     31,000          32,376  

3.85%, 1/26/27

     5,000          5,328  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

4.22%, 5/1/29, (4.223% fixed rate until 5/1/28; 3-month U.S. dollar London Interbank Offered Rate + 1.301% thereafter)(b)(c)

   $   24,000        $   26,455  

6.13%, 2/15/33(b)

     2,000          2,685  

6.45%, 5/1/36

     15,000          19,791  

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          5,431  

Halliburton Co.

  

4.75%, 8/1/43

     15,000          16,232  

Hewlett Packard Enterprise Co.

  

6.20%, 10/15/35

     15,000          18,033  

Home Depot, Inc. (The)

  

2.63%, 6/1/22(b)

     24,000          24,463  

5.88%, 12/16/36

     15,000          20,782  

3.90%, 6/15/47

     4,000          4,569  

Honeywell International, Inc.

  

4.25%, 3/1/21

     12,000          12,362  

Humana, Inc.

  

4.95%, 10/1/44

     12,000          14,074  

Intel Corp.

  

3.15%, 5/11/27

     15,000          15,905  

Intercontinental Exchange, Inc.

  

2.75%, 12/1/20

     12,000          12,102  

International Lease Finance Corp.

  

8.25%, 12/15/20

     15,000          15,927  

5.88%, 8/15/22

     15,000          16,373  

International Paper Co.

  

3.00%, 2/15/27(b)

     12,000          12,267  

4.35%, 8/15/48(b)

     15,000          15,936  

Invesco Finance PLC

  

5.38%, 11/30/43(b)

     4,000          4,915  

Johnson & Johnson

  

3.38%, 12/5/23(b)

     7,000          7,435  

Johnson Controls International PLC

  

3.63%, 7/2/24(b)(c)

     12,000          12,567  

6.00%, 1/15/36

     13,000          16,240  

JPMorgan Chase & Co.

  

2.30%, 8/15/21

     18,000          18,047  

4.50%, 1/24/22

     19,000          19,942  

3.25%, 9/23/22

     7,000          7,234  

3.88%, 9/10/24

     12,000          12,762  

3.90%, 7/15/25

     26,000          27,942  

3.30%, 4/1/26

     7,000          7,358  

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)

     5,000          5,510  

5.63%, 8/16/43

     12,000          16,119  

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)

     12,000          13,743  

Kellogg Co.

  

4.00%, 12/15/20

     3,000          3,059  

KeyCorp

  

5.10%, 3/24/21

     75,000          77,958  

Kinder Morgan Energy Partners L.P.

  

5.50%, 3/1/44

     13,000          14,914  

Kinder Morgan, Inc.

  

3.15%, 1/15/23

     18,000          18,396  

Kraft Heinz Foods Co.

  

3.50%, 6/6/22(b)

     20,000          20,681  

4.38%, 6/1/46(b)

     15,000          14,635  

Kroger Co. (The)

  

2.65%, 10/15/26(b)

     15,000          15,041  

4.45%, 2/1/47(b)

     4,000          4,283  

Laboratory Corp. of America Holdings

  

3.20%, 2/1/22

     12,000          12,265  

Lockheed Martin Corp.

  

4.09%, 9/15/52

     6,000          7,070  

Lowe’s Cos., Inc.

  

4.05%, 5/3/47

     4,000          4,306  

LYB International Finance B.V.

  

4.88%, 3/15/44(b)

     4,000          4,464  

Macy’s Retail Holdings, Inc.

  

2.88%, 2/15/23(b)

     5,000          4,942  

Magellan Midstream Partners L.P.

  

4.20%, 10/3/47

     4,000          4,212  

Marathon Oil Corp.

  

6.60%, 10/1/37

     6,000          7,410  

Marathon Petroleum Corp.

  

5.13%, 3/1/21

     16,000          16,592  

4.75%, 9/15/44

     4,000          4,368  

Marsh & McLennan Cos., Inc.

  

2.75%, 1/30/22(b)

     26,000          26,408  

Medtronic, Inc.

  

4.38%, 3/15/35(b)

     26,000          31,193  

Merck & Co., Inc.

  

2.75%, 2/10/25

     7,000          7,225  

MetLife, Inc.

  

4.60%, 5/13/46(b)

     19,000          23,219  

Microsoft Corp.

  

2.00%, 8/8/23

     4,000          4,024  

3.50%, 2/12/35

     16,000          17,758  

4.00%, 2/12/55

     15,000          17,848  

4.50%, 2/6/57

     24,000          31,141  

MidAmerican Energy Co.

  

3.10%, 5/1/27

     19,000          20,061  

Molson Coors Brewing Co.

  

2.10%, 7/15/21

     15,000          14,990  

Morgan Stanley

  

5.50%, 7/28/21

     12,000          12,677  

7.25%, 4/1/32

     13,000          18,539  

4.38%, 1/22/47(b)

     25,000          30,487  

Mosaic Co. (The)

  

4.88%, 11/15/41

     4,000          4,187  

NIKE, Inc.

  

2.38%, 11/1/26

     12,000          12,274  

NiSource, Inc.

  

4.80%, 2/15/44

     13,000          15,310  

Noble Energy, Inc.

  

5.05%, 11/15/44

     4,000          4,263  

Norfolk Southern Corp.

  

3.15%, 6/1/27

     12,000          12,590  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

Northrop Grumman Corp.

       

2.55%, 10/15/22

   $   16,000        $   16,231  

3.25%, 8/1/23

     27,000          28,104  

3.25%, 1/15/28

     15,000          15,656  

NVIDIA Corp.

       

2.20%, 9/16/21

     7,000          7,024  

Occidental Petroleum Corp.

       

3.40%, 4/15/26

     27,000          27,486  

4.63%, 6/15/45

     7,000          7,117  

Oncor Electric Delivery Co. LLC

       

5.75%, 3/15/29

     12,000          15,175  

Oracle Corp.

       

3.63%, 7/15/23

     12,000          12,676  

3.25%, 11/15/27

     12,000          12,761  

3.80%, 11/15/37

     26,000          28,645  

4.00%, 7/15/46

     12,000          13,449  

Owens Corning

       

4.30%, 7/15/47

     7,000          6,650  

PepsiCo, Inc.

       

2.00%, 4/15/21

     54,000          54,140  

2.38%, 10/6/26

     7,000          7,149  

3.45%, 10/6/46(b)

     12,000          12,943  

Pfizer, Inc.

       

4.00%, 12/15/36(b)

     15,000          17,432  

7.20%, 3/15/39

     14,000          22,276  

Philip Morris International, Inc.

       

4.88%, 11/15/43

     25,000          29,941  

Phillips 66

       

4.88%, 11/15/44(b)

     4,000          4,859  

Plains All American Pipeline L.P.

       

3.65%, 6/1/22(b)

     16,500          16,884  

PNC Financial Services Group, Inc. (The)

       

3.90%, 4/29/24

     27,000          28,801  

Procter & Gamble Co. (The)

       

1.70%, 11/3/21

     26,000          26,002  

3.10%, 8/15/23

     7,000          7,348  

2.45%, 11/3/26

     7,000          7,199  

3.50%, 10/25/47

     12,000          13,678  

Prudential Financial, Inc.

       

3.91%, 12/7/47

     12,000          13,011  

QUALCOMM, Inc.

       

2.60%, 1/30/23

     15,000          15,239  

Realty Income Corp.

       

3.25%, 10/15/22

     15,000          15,489  

Rockwell Collins, Inc.

       

3.20%, 3/15/24

     12,000          12,486  

4.80%, 12/15/43

     4,000          4,904  

Royal Caribbean Cruises Ltd.

       

7.50%, 10/15/27

     19,000          24,347  

Sabine Pass Liquefaction LLC

       

5.63%, 3/1/25

     5,000          5,590  

Santander Holdings USA, Inc.

       

4.40%, 7/13/27(b)

     36,000          38,695  

Schlumberger Investment S.A.

       

3.65%, 12/1/23

     7,000          7,369  

Seagate HDD Cayman

       

4.25%, 3/1/22

     7,000          7,238  

Sempra Energy

       

6.00%, 10/15/39

     12,000          15,597  

Sherwin-Williams Co. (The)

       

2.75%, 6/1/22

     7,000          7,113  

3.45%, 6/1/27(b)

     5,000          5,278  

Shire Acquisitions Investments Ireland DAC

       

2.40%, 9/23/21

     16,000          16,077  

Simon Property Group L.P.

       

3.38%, 12/1/27(b)

     24,000          25,529  

SITE Centers Corp.

       

4.70%, 6/1/27

     16,000          17,476  

Southern California Edison Co.

       

4.65%, 10/1/43

     13,000          14,786  

Southern Co. (The)

       

2.35%, 7/1/21

     50,000          50,212  

3.25%, 7/1/26

     26,000          26,982  

Starbucks Corp.

       

3.85%, 10/1/23

     24,000          25,538  

State Street Corp.

       

2.65%, 5/19/26

     24,000          24,505  

Sunoco Logistics Partners Operations L.P.

       

4.00%, 10/1/27

     24,000          24,487  

SunTrust Banks, Inc.

       

2.70%, 1/27/22

     15,000          15,170  

Synchrony Financial

       

4.25%, 8/15/24

     4,000          4,221  

4.50%, 7/23/25

     12,000          12,872  

Target Corp.

       

3.90%, 11/15/47

     7,000          8,119  

TD Ameritrade Holding Corp.

       

3.30%, 4/1/27

     12,000          12,604  

Texas Instruments, Inc.

       

2.75%, 3/12/21

     15,000          15,177  

Thermo Fisher Scientific, Inc.

       

2.95%, 9/19/26

     7,000          7,207  

Time Warner Cable LLC

       

7.30%, 7/1/38

     7,000          8,989  

6.75%, 6/15/39

     4,500          5,672  

4.50%, 9/15/42

     7,000          7,026  

TJX Cos., Inc. (The)

       

2.25%, 9/15/26

     7,000          7,017  

Toyota Motor Credit Corp.

       

2.60%, 1/11/22(b)

     24,000          24,353  

Transcontinental Gas Pipe Line Co. LLC

       

7.85%, 2/1/26

     12,000          15,236  

TWDC Enterprises 18 Corp.

       

2.45%, 3/4/22

     26,000          26,420  

3.00%, 2/13/26(b)

     15,000          15,862  

Tyson Foods, Inc.

       

2.25%, 8/23/21

     26,000          26,116  

3.95%, 8/15/24(b)

     16,000          17,106  

U.S. Bancorp

       

3.70%, 1/30/24

     23,000          24,480  

Union Pacific Corp.

       

4.10%, 9/15/67

     10,000          10,477  

United Technologies Corp.

       

2.80%, 5/4/24

     7,000          7,184  

2.65%, 11/1/26

     26,000          26,652  

4.50%, 6/1/42

     15,000          18,127  

UnitedHealth Group, Inc.

       

2.75%, 2/15/23

     16,000          16,316  

3.85%, 6/15/28

     24,000          26,439  

4.25%, 3/15/43

     4,000          4,598  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

Ventas Realty L.P.

       

4.38%, 2/1/45

   $   23,000        $ 25,084  

VEREIT Operating Partnership L.P.

       

3.95%, 8/15/27

     27,000          28,505  

Verizon Communications, Inc.

       

4.02%, 12/3/29

     22,000          24,553  

5.25%, 3/16/37

     15,000          18,981  

4.81%, 3/15/39(b)

     5,000          6,102  

4.67%, 3/15/55

     5,000          6,264  

Viacom, Inc.

       

4.38%, 3/15/43

     4,000          4,141  

Virginia Electric & Power Co.

       

3.50%, 3/15/27, Series A

     7,000          7,470  

Visa, Inc.

       

4.15%, 12/14/35

     19,000          22,676  

Walgreens Boots Alliance, Inc.

       

3.80%, 11/18/24

     15,000          15,524  

Walmart, Inc.

       

5.88%, 4/5/27

     20,000          24,712  

3.63%, 12/15/47

     15,000          16,890  

Walt Disney Co. (The)

       

6.65%, 11/15/37

     11,000          16,346  

Waste Management, Inc.

       

3.90%, 3/1/35

     12,000          13,373  

4.10%, 3/1/45

     7,000          8,084  

Wells Fargo & Co.

       

2.55%, 12/7/20

     54,000          54,324  

3.00%, 1/22/21

     6,000          6,071  

3.50%, 3/8/22

     6,000          6,188  

3.07%, 1/24/23

     56,000          57,087  

4.13%, 8/15/23

     1,000          1,061  

3.00%, 2/19/25

     2,000          2,055  

4.30%, 7/22/27

     2,000          2,195  

4.90%, 11/17/45

     12,000          14,925  

Weyerhaeuser Co.

       

7.38%, 3/15/32

     8,000          11,071  

Williams Cos., Inc. (The)

       

4.90%, 1/15/45

     7,000          7,271  

Zoetis, Inc.

       

3.00%, 9/12/27

     7,000          7,200  
       

 

 

 

TOTAL U.S. CORPORATE BONDS

(Cost: $4,423,562)

          4,690,669  
       

 

 

 

FOREIGN CORPORATE BONDS - 3.7%

       

Belgium - 0.1%

       

Anheuser-Busch Cos. LLC

       

4.90%, 2/1/46

     23,000          27,670  
       

 

 

 

Canada - 1.0%

       

Bank of Montreal

       

1.90%, 8/27/21

     16,000          15,992  

Bank of Nova Scotia (The)

       

2.45%, 9/19/22

     27,000          27,390  

Barrick Gold Corp.

       

5.25%, 4/1/42

     7,000          8,483  

Cenovus Energy, Inc.

       

6.75%, 11/15/39

     15,000          18,618  

Manulife Financial Corp.

       

4.15%, 3/4/26

     27,000          29,916  

Nexen, Inc.

       

6.40%, 5/15/37

     5,000          6,976  

Royal Bank of Canada

       

4.65%, 1/27/26(b)

     18,000          20,012  

Suncor Energy, Inc.

       

6.85%, 6/1/39

     16,000          22,644  

TELUS Corp.

       

3.70%, 9/15/27

     4,000          4,258  

Toronto-Dominion Bank (The)

       

1.80%, 7/13/21

     46,000          45,988  
       

 

 

 
Total Canada           200,277  
       

 

 

 

France - 0.1%

       

BNP Paribas S.A.

       

5.00%, 1/15/21

     23,000          23,771  
       

 

 

 

Germany - 0.2%

       

Daimler Finance North America LLC

       

8.50%, 1/18/31(b)

     12,000          18,064  

Deutsche Bank AG

       

3.70%, 5/30/24(b)

     13,000          13,051  
       

 

 

 
Total Germany           31,115  
       

 

 

 

Japan - 0.3%

       

Mitsubishi UFJ Financial Group, Inc.

       

3.29%, 7/25/27

     12,000          12,573  

Sumitomo Mitsui Financial Group, Inc.

       

2.93%, 3/9/21

     27,000          27,326  

3.78%, 3/9/26

     19,000          20,314  
       

 

 

 
Total Japan           60,213  
       

 

 

 

Mexico - 0.3%

       

Petroleos Mexicanos

       

6.50%, 3/13/27(b)

     20,000          20,929  

6.63%, 6/15/35

     10,000          10,059  

6.75%, 9/21/47(b)

     25,000          24,675  
       

 

 

 
Total Mexico           55,663  
       

 

 

 

Netherlands - 0.4%

       

Cooperatieve Rabobank UA

       

4.50%, 1/11/21

     12,000          12,332  

5.25%, 5/24/41(b)

     12,000          16,634  

Shell International Finance B.V.

       

3.25%, 5/11/25

     12,000          12,660  

2.88%, 5/10/26

     27,000          27,995  

4.38%, 5/11/45

     18,000          21,722  
       

 

 

 
Total Netherlands           91,343  
       

 

 

 

Norway - 0.3%

       

Equinor ASA

       

2.45%, 1/17/23

     33,000          33,481  

3.95%, 5/15/43

     19,000          21,498  
       

 

 

 
Total Norway           54,979  
       

 

 

 

Switzerland - 0.2%

       

Novartis Capital Corp.

       

2.40%, 5/17/22(b)

     26,000          26,366  

3.10%, 5/17/27

     15,000          15,878  
       

 

 

 
Total Switzerland

 

       42,244  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

United Kingdom - 0.8%

       

AstraZeneca PLC

       

3.38%, 11/16/25

   $   16,000        $ 16,951  

4.38%, 11/16/45(b)

     7,000          8,304  

BAT Capital Corp.

       

3.22%, 8/15/24

     5,000          5,094  

3.56%, 8/15/27

     7,000          7,136  

4.39%, 8/15/37

     19,000          18,865  

BP Capital Markets PLC

       

3.72%, 11/28/28(b)

     27,000          29,415  

Diageo Capital PLC

       

2.63%, 4/29/23

     6,000          6,100  

HSBC Holdings PLC

       

5.10%, 4/5/21

     40,000          41,576  

7.63%, 5/17/32

     13,000          18,232  

Vodafone Group PLC

       

4.38%, 2/19/43

     6,000          6,382  

WPP Finance 2010

       

4.75%, 11/21/21

     8,000          8,378  
       

 

 

 
Total United Kingdom           166,433  
       

 

 

 

TOTAL FOREIGN CORPORATE BONDS

(Cost: $721,380)

          753,708  
       

 

 

 

FOREIGN GOVERNMENT AGENCIES - 1.1%

       

Canada - 0.8%

       

Province of Alberta Canada

       

2.20%, 7/26/22

     60,000          60,595  

Province of Ontario Canada

       

2.55%, 2/12/21

     10,000          10,087  

2.25%, 5/18/22

     10,000          10,111  

2.50%, 4/27/26

     16,000          16,509  

Province of Quebec Canada

       

2.38%, 1/31/22

     10,000          10,129  

2.75%, 4/12/27

     60,000          63,089  
       

 

 

 

Total Canada

          170,520  
       

 

 

 

Germany - 0.3%

       

Kreditanstalt fuer Wiederaufbau

       

2.13%, 3/7/22

     56,000          56,585  
       

 

 

 

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $217,628)

          227,105  
       

 

 

 

FOREIGN GOVERNMENT OBLIGATIONS - 0.9%

       

Colombia - 0.2%

       

Colombia Government International Bond

       

8.13%, 5/21/24

     37,000          45,340  
       

 

 

 

Hungary - 0.2%

       

Hungary Government International Bond

       

5.75%, 11/22/23

     16,000          18,055  

7.63%, 3/29/41

     16,000          26,141  
       

 

 

 
Total Hungary           44,196  
       

 

 

 

Italy - 0.1%

       

Republic of Italy Government International Bond

       

5.38%, 6/15/33

     10,000          11,779  
       

 

 

 

Mexico - 0.2%

       

Mexico Government International Bond

       

4.00%, 10/2/23

     15,000          15,852  

4.75%, 3/8/44

     12,000          13,121  

5.55%, 1/21/45

     12,000          14,621  
       

 

 

 
Total Mexico           43,594  
       

 

 

 

Philippines - 0.1%

       

Philippine Government International Bond

       

9.50%, 2/2/30

     16,000          25,562  
       

 

 

 

Uruguay - 0.1%

       

Uruguay Government International Bond

       

5.10%, 6/18/50

     13,000          15,567  
       

 

 

 

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $177,068)

          186,038  
       

 

 

 

SUPRANATIONAL BONDS - 1.2%

       

Asian Development Bank

       

1.75%, 6/8/21

     56,000          56,048  

Corporacion Andina de Fomento

       

4.38%, 6/15/22

     13,000          13,671  

European Investment Bank

       

2.63%, 5/20/22

     50,000          51,164  

2.38%, 5/24/27(b)

     27,000          28,111  

Inter-American Development Bank

       

1.75%, 9/14/22

     12,000          12,028  

2.38%, 7/7/27

     2,000          2,077  

3.13%, 9/18/28

     2,000          2,209  

International Bank for Reconstruction & Development

       

1.75%, 4/19/23

     23,000          23,060  

2.50%, 11/22/27, Series GDIF

     50,000          52,551  
       

 

 

 

TOTAL SUPRANATIONAL BONDS

(Cost: $236,742)

          240,919  
       

 

 

 

COMMERCIAL MORTGAGE-BACKED SECURITIES - 2.3%

       

United States - 2.3%

       

Citigroup Commercial Mortgage Trust

       

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

     50,000          54,197  

Commercial Mortgage Trust

       

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

     31,575          32,546  

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

     50,000          51,553  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments in Long Securities

   Principal
Amount
       Value  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates

       

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

   $ 24,118        $ 24,437  

3.75%, 4/25/33, Series K155, Class A3

     50,000          56,629  

Federal National Mortgage Association Alternative Credit Enhancement Securities

       

3.32%, 7/25/23, Series 2014-M1, Class A2^(c)

     31,677          32,780  

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

     22,000          22,789  

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

     30,000          30,750  

Morgan Stanley Bank of America Merrill Lynch Trust

       

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

     25,000          26,420  

Morgan Stanley Capital I Trust

       

4.18%, 7/15/51, Series 2018-H3, Class A5

     50,000          56,070  

Wells Fargo Commercial Mortgage Trust

       

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

     30,000          31,158  

WFRBS Commercial Mortgage Trust

       

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

     45,000          47,933  
       

 

 

 

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $442,640)

          467,262  
       

 

 

 

MUNICIPAL BONDS - 0.3%

       

United States - 0.3%

       

New Jersey Turnpike Authority

       

7.10%, 1/1/41

     12,000          18,761  

State of California

       

7.55%, 4/1/39

     20,000          32,493  

University of California

       

4.86%, 5/15/2112, Series AD

     13,000          16,775  
       

 

 

 

TOTAL MUNICIPAL BONDS

(Cost: $61,657)

          68,029  
       

 

 

 

ASSET-BACKED SECURITIES - 0.8%

       

United States - 0.8%

       

Ally Auto Receivables Trust

       

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

     20,000          19,997  

American Express Credit Account Master Trust

       

2.99%, 12/15/23, Series 2018-4, Class A

     100,000          101,672  

GM Financial Automobile Leasing Trust

       

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

     23,000          23,003  

World Financial Network Credit Card Master Trust

       

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

     17,000          17,000  
       

 

 

 

TOTAL ASSET-BACKED SECURITIES

(Cost: $159,202)

          161,672  
       

 

 

 

REPURCHASE AGREEMENT - 3.2%

       

United States - 3.2%

       

Citigroup, Inc., tri-party repurchase agreement dated 11/29/19 (tri-party custodian: The Bank of New York Mellon Corp.), 1.63% due 12/2/19; Proceeds at maturity - $669,591 (fully collateralized by Fannie Mae Pool, 2.00% - 8.00% due 3/1/20 - 10/1/39, Fannie Mae Interest STRIPS, zero coupon - 6.50% due 1/1/33 - 1/1/34, Freddie Mac Gold Pool, 4.00% due 10/1/48, Freddie Mac Gold STRIPS, zero coupon due 12/15/27 and U.S. Treasury Bond Coupon STRIPS, zero coupon due 5/15/20 - 11/15/26; Market value including accrued interest - $689,383)

(Cost: $669,500)

     669,500          669,500  
       

 

 

 
     Shares           

INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 3.2%

       

United States - 3.2%

       

State Street Navigator Securities Lending Government Money Market Portfolio, 1.63%(e)

(Cost: $652,095)(f)

     652,095          652,095  
       

 

 

 

TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD
SHORT - 102.2%

(Cost: $20,249,944)

          21,023,576  
       

 

 

 

Securities Sold Short

   Principal
Amount
          

U.S. GOVERNMENT AGENCIES SOLD SHORT - (1.5)%

       

Uniform Mortgage-Backed Securities - (1.5)%

       

2.50%, 12/1/34(a)

   $ (100,000        (100,889

3.00%, 12/1/49(a)

     (125,000        (126,773

5.00%, 12/1/49(a)

     (75,000        (80,134
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES SOLD SHORT

(Proceeds: $307,172)

          (307,796

Other Assets less Liabilities - (0.7)%

          (139,068
       

 

 

 
NET ASSETS - 100.0%         $ 20,576,712  
       

 

 

 

 

^ 

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

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

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

November 30, 2019

 

(a) 

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

(b) 

Security, or portion thereof, was on loan at November 30, 2019 (See Note 2).

(c) 

Rate shown reflects the accrual rate as of November 30, 2019 on securities with variable or step rates.

(d) 

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

(e) 

Rate shown represents annualized 7-day yield as of November 30, 2019.

(f)

At November 30, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $686,590. The Fund also had securities on loan having a total market value of $23,595 that were sold and pending settlement. The total market value of the collateral held by the Fund was $733,059. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $80,964.

 

STRIPS

   -    Separate Trading of Registered Interest and Principal of Securities.

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS (EXCHANGE-TRADED)

 

Short Exposure

   Contracts    Expiration
Date
   Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

5 Year U.S. Treasury Note

   65    3/31/20    $ (7,732,969   $ 517  

U.S. Treasury Ultra Long Term Bond

   21    3/20/20      (3,942,094     (11,865

Ultra 10 Year U.S. Treasury Note

   87    3/20/20      (12,373,031     13,596  
        

 

 

   

 

 

 
   $ (24,048,094   $ 2,248  
  

 

 

   

 

 

 

 

  

As of November 30, 2019, deposits at broker for futures contracts of $330,568 included cash collateral of $352,420 and previously settled variation margin losses on open futures contracts of $21,852.

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Yield Enhanced Global Aggregate Bond Fund (GLBY)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. CORPORATE BONDS - 2.5%

         

United States - 2.5%

         

General Electric Co.

         

4.13%, 9/19/35, Reg S

     10,000       EUR        $   13,859  

4.88%, 9/18/37, Reg S

     10,000       GBP          14,213  

Goldman Sachs Group, Inc. (The)

         

4.75%, 10/12/21

     10,000       EUR          11,968  

1.38%, 5/15/24, Reg S

     15,000       EUR          17,150  

Morgan Stanley

         

2.38%, 3/31/21

     10,000       EUR          11,397  
         

 

 

 

TOTAL U.S. CORPORATE BONDS

(Cost: $68,154)

            68,587  
         

 

 

 

FOREIGN CORPORATE BONDS - 24.1%

         

Austria - 1.3%

         

OMV AG

         

0.01%, 7/3/25, Reg S

     15,000       EUR          16,445  

Vienna Insurance Group AG Wiener Versicherung Gruppe

         

3.75%, 3/2/46, Reg S, (3.75% fixed rate until 3/2/26; 3-month Euribor Rate + 3.939% thereafter)(a)

     15,000       EUR          19,012  
         

 

 

 
Total Austria             35,457  
         

 

 

 

Belgium - 1.2%

         

Anheuser-Busch InBev S.A.

         

1.75%, 3/7/25, Reg S

     10,000       GBP          13,151  

2.75%, 3/17/36, Reg S

     15,000       EUR          20,400  
         

 

 

 
Total Belgium             33,551  
         

 

 

 

Canada - 0.6%

         

407 International, Inc.

         

3.43%, 6/1/33

     5,000       CAD          4,079  

Bruce Power L.P.

         

4.13%, 6/21/33, Series 18-1

     5,000       CAD          4,032  

Choice Properties Real Estate Investment Trust

         

3.55%, 1/10/25, Series J

     5,000       CAD          3,895  

Pembina Pipeline Corp.

         

4.74%, 1/21/47

     5,000       CAD          4,224  
         

 

 

 
Total Canada             16,230  
         

 

 

 

France - 3.5%

         

Credit Mutuel-CIC Home Loan SFH S.A.

         

0.88%, 4/7/26, Reg S

     20,000       EUR          23,482  

Electricite de France S.A.

         

5.63%, 2/21/33, Reg S

     10,000       EUR          17,291  

Engie Alliance GIE

         

5.75%, 6/24/23, Reg S

     10,000       EUR          13,301  

mFinance France S.A.

         

2.00%, 11/26/21, Reg S

     20,000       EUR          22,825  

RCI Banque S.A.

         

1.63%, 5/26/26, Reg S

     15,000       EUR          16,877  
         

 

 

 
Total France             93,776  
         

 

 

 

Germany - 10.8%

         

BASF Finance Europe N.V.

         

0.75%, 11/10/26, Reg S

     10,000       EUR          11,597  

Berlin Hyp AG

         

0.01%, 7/19/27, Reg S

     15,000       EUR          16,682  

Commerzbank AG

         

1.13%, 5/24/24, Reg S

     20,000       EUR          22,714  

1.25%, 1/9/34

     20,000       EUR          24,997  

Daimler AG

         

1.50%, 7/3/29, Reg S

     10,000       EUR          11,747  

Deutsche Post AG

         

2.88%, 12/11/24, Reg S

     5,000       EUR          6,292  

Deutsche Telekom AG

         

1.75%, 3/25/31, Reg S

     10,000       EUR          12,077  

Deutsche Telekom International Finance B.V.

         

1.50%, 4/3/28, Reg S

     15,000       EUR          17,825  

2.25%, 4/13/29, Reg S

     15,000       GBP          19,911  

DZ HYP AG

         

0.38%, 3/31/26, Reg S

     10,000       EUR          11,432  

E.ON SE

         

1.63%, 5/22/29, Reg S

     12,000       EUR          14,473  

innogy Finance B.V.

         

6.25%, 6/3/30, Reg S

     10,000       GBP          17,892  

Kreditanstalt fuer Wiederaufbau

         

0.13%, 10/4/24

     15,000       EUR          16,923  

0.63%, 2/22/27

     10,000       EUR          11,692  

Merck KGaA

         

2.63%, 12/12/74, Reg S, (2.625% fixed rate until 6/12/21; 5-year Euro Swap Rate + 2.184% until 6/12/26; 5-year Euro Swap Rate + 2.434% until 6/12/41; 5-year Euro Swap Rate + 3.184% thereafter)(a)

     6,000       EUR          6,853  

Norddeutsche Landesbank - Girozentrale

         

0.63%, 1/18/27, Reg S

     10,000       EUR          11,599  

NRW.BANK

         

0.63%, 2/2/29, Reg S

     10,000       EUR          11,701  

O2 Telefonica Deutschland Finanzierungs GmbH

         

2.38%, 2/10/21, Reg S

     10,000       EUR          11,342  

UniCredit Bank AG

         

0.50%, 5/4/26, Reg S

     10,000       EUR          11,486  

Volkswagen Bank GmbH

         

1.25%, 12/15/25, Reg S

     20,000       EUR          22,624  
         

 

 

 
Total Germany             291,859  
         

 

 

 

Ireland - 1.5%

         

Fresenius Finance Ireland PLC

         

0.88%, 1/31/22, Reg S

     15,000       EUR          16,791  

GE Capital European Funding Unlimited Co.

         

2.63%, 3/15/23, Reg S

     5,000       EUR          5,917  

6.03%, 3/1/38

     10,000       EUR          16,841  
         

 

 

 
Total Ireland             39,549  
         

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced Global Aggregate Bond Fund (GLBY)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Luxembourg - 1.3%

         

HeidelbergCement Finance Luxembourg S.A.

         

1.50%, 6/14/27, Reg S

     30,000       EUR        $   34,666  
         

 

 

 

Netherlands - 1.0%

         

ABN AMRO Bank N.V.

         

1.00%, 4/16/25, Reg S

     15,000       EUR          17,252  

BMW Finance N.V.

         

1.00%, 1/21/25, Reg S

     10,000       EUR          11,450  
         

 

 

 
Total Netherlands             28,702  
         

 

 

 

Spain - 0.3%

         

Telefonica Europe B.V.

         

5.88%, 2/14/33, Reg S

     5,000       EUR          8,611  
         

 

 

 

Sweden - 0.2%

         

Vattenfall AB

         

5.38%, 4/29/24, Reg S

     5,000       EUR          6,806  
         

 

 

 

United Kingdom - 2.4%

         

Barclays Bank PLC

         

5.75%, 9/14/26

     10,000       GBP          15,651  

Broadgate Financing PLC

         

4.82%, 7/5/33, Series A4, Reg S

     10,000       GBP          17,553  

Hammerson PLC

         

7.25%, 4/21/28, Reg S

     1,000       GBP          1,648  

Legal & General Finance PLC

         

5.88%, 12/11/31

     10,000       GBP          18,570  

Lloyds Bank PLC

         

6.50%, 9/17/40, Reg S

     5,000       GBP          10,954  
         

 

 

 
Total United Kingdom             64,376  
         

 

 

 

TOTAL FOREIGN CORPORATE BONDS

(Cost: $636,274)

            653,583  
         

 

 

 

FOREIGN GOVERNMENT AGENCIES - 1.5%

         

Canada - 0.1%

         

PSP Capital, Inc.

         

2.09%, 11/22/23, Series 9

     5,000       CAD          3,806  
         

 

 

 

France - 0.5%

         

Caisse d’Amortissement de la Dette Sociale

         

1.38%, 11/25/24, Reg S

     10,000       EUR          11,958  
         

 

 

 

Germany - 0.9%

         

Land Berlin

         

1.38%, 8/27/38, Series 506, Reg S

     10,000       EUR          12,921  

Landwirtschaftliche Rentenbank

         

0.38%, 1/22/24, Reg S

     10,000       EUR          11,376  
         

 

 

 
Total Germany             24,297  
         

 

 

 

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $38,564)

            40,061  
         

 

 

 

FOREIGN GOVERNMENT OBLIGATIONS - 24.2%

         

Austria - 0.6%

         

Austria Government Bond

         

4.15%, 3/15/37, Reg S(b)

     5,000       EUR          9,196  

1.50%, 11/2/86, Reg S(b)

     5,000       EUR          7,468  
         

 

 

 
Total Austria             16,664  
         

 

 

 

France - 2.4%

         

French Republic Government Bond OAT

         

1.50%, 5/25/31, Reg S

     10,000       EUR          12,878  

1.75%, 6/25/39, Reg S(b)

     10,000       EUR          13,780  

4.50%, 4/25/41, Reg S

     5,000       EUR          10,067  

3.25%, 5/25/45, Reg S

     15,000       EUR          26,919  
         

 

 

 
Total France             63,644  
         

 

 

 

Italy - 9.4%

         

Italy Buoni Poliennali Del Tesoro

         

0.05%, 4/15/21

     18,000       EUR          19,891  

0.45%, 6/1/21, Reg S

     10,000       EUR          11,111  

2.30%, 10/15/21, Reg S

     40,000       EUR          45,980  

0.90%, 8/1/22, Reg S

     23,000       EUR          25,868  

0.65%, 10/15/23

     24,000       EUR          26,778  

1.85%, 5/15/24

     10,000       EUR          11,676  

4.75%, 9/1/28, Reg S(b)

     9,000       EUR          12,926  

2.80%, 12/1/28, Reg S

     20,000       EUR          25,152  

3.00%, 8/1/29, Reg S

     15,000       EUR          19,202  

1.35%, 4/1/30, Reg S

     20,000       EUR          22,097  

4.00%, 2/1/37, Reg S(b)

     5,000       EUR          7,175  

2.95%, 9/1/38, Reg S(b)

     5,000       EUR          6,328  

3.25%, 9/1/46, Reg S(b)

     10,000       EUR          13,280  

3.45%, 3/1/48, Reg S(b)

     5,000       EUR          6,855  
         

 

 

 
Total Italy             254,319  
         

 

 

 

Japan - 2.7%

         

Japan Government Five Year Bond

         

0.10%, 6/20/22, Series 132

     1,000,000       JPY          9,200  

Japan Government Forty Year Bond

         

0.40%, 3/20/56, Series 9

     650,000       JPY          5,869  

Japan Government Ten Year Bond

         

0.60%, 9/20/23, Series 331

     1,500,000       JPY          14,107  

0.30%, 12/20/25, Series 341

     700,000       JPY          6,588  

0.10%, 6/20/28, Series 351

     2,100,000       JPY          19,603  

Japan Government Twenty Year Bond

         

1.20%, 9/20/35, Series 154

     500,000       JPY          5,322  

0.50%, 6/20/38, Series 165

     1,300,000       JPY          12,459  
         

 

 

 
Total Japan             73,148  
         

 

 

 

Poland - 0.4%

         

Republic of Poland Government International Bond

         

1.00%, 3/7/29, Reg S

     10,000       EUR          11,963  
         

 

 

 

Spain - 3.2%

         

Spain Government Bond

         

0.60%, 10/31/29, Reg S(b)

     10,000       EUR          11,224  

1.95%, 7/30/30, Reg S(b)

     15,000       EUR          19,070  

4.20%, 1/31/37, Reg S(b)

     23,000       EUR          39,017  

3.45%, 7/30/66, Reg S(b)

     10,000       EUR          17,688  
         

 

 

 

Total Spain

            86,999  
         

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced Global Aggregate Bond Fund (GLBY)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

United Kingdom - 5.5%

         

United Kingdom Gilt

         

1.50%, 1/22/21, Reg S

     25,000       GBP        $ 32,642  

1.00%, 4/22/24, Reg S

     15,000       GBP          19,812  

0.63%, 6/7/25, Reg S

     5,000       GBP          6,498  

1.75%, 9/7/37, Reg S

     35,000       GBP          49,999  

4.50%, 12/7/42, Reg S

     2,000       GBP          4,320  

1.63%, 10/22/71, Reg S

     22,500       GBP          35,451  
         

 

 

 
Total United Kingdom             148,722  
         

 

 

 

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $620,837)

            655,459  
         

 

 

 

SUPRANATIONAL BONDS - 1.5%

         

Council of Europe Development Bank

         

0.13%, 4/10/24, Reg S

     8,000       EUR          9,027  

European Investment Bank

         

2.13%, 1/15/24

     5,000       EUR          6,088  

0.88%, 1/14/28, Reg S

     10,000       EUR          11,968  

European Union

         

2.50%, 11/4/27, Reg S

     10,000       EUR          13,381  
         

 

 

 

TOTAL SUPRANATIONAL BONDS

(Cost: $39,992)

            40,464  
         

 

 

 
      Shares           

EXCHANGE-TRADED FUND - 43.3%

         

United States - 43.3%

         

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

(Cost: $1,078,695)

     22,445            1,173,200  
         

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 97.1%

(Cost: $2,482,516)

            2,631,354  

Other Assets less Liabilities - 2.9%

            78,720  
         

 

 

 
NET ASSETS - 100.0%           $   2,710,074  
         

 

 

 

 

  

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

(a)

Rate shown reflects the accrual rate as of November 30, 2019 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) 

Affiliated company (See Note 4).

 

Reg S

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

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)

 

Counterparty

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

Bank of America N.A.

       12/4/2019          24,150       CAD          18,181       USD        $ 0 *      $ —    

Bank of America N.A.

       12/4/2019          207,480       EUR          228,775       USD          6        —    

Bank of America N.A.

       12/4/2019          45,780       GBP          59,217       USD          1        —    

Bank of America N.A.

       12/4/2019          1,827,000       JPY          16,684       USD          0 *        —    

Bank of America N.A.

       12/4/2019          18,376       USD          24,150       CAD          194        —    

Bank of America N.A.

       12/4/2019          64,001       USD          85,000       CAD          7        —    

Bank of America N.A.

       12/4/2019          231,916       USD          207,480       EUR          3,135        —    

Bank of America N.A.

       12/4/2019          59,295       USD          45,780       GBP          77        —    

Bank of America N.A.

       12/4/2019          16,927       USD          1,827,000       JPY          243        —    

Bank of America N.A.

       1/7/2020          85,000       CAD          64,027       USD          —          (9

Bank of America N.A.

       1/7/2020          18,188       USD          24,150       CAD          —          (0 )* 

Bank of America N.A.

       1/7/2020          231,017       USD          208,950       EUR          —          (8

Bank of America N.A.

       1/7/2020          59,306       USD          45,780       GBP          —          (3

Bank of America N.A.

       1/7/2020          16,347       USD          1,785,000       JPY          —          (0 )* 

Goldman Sachs

       12/4/2019          42,550       CAD          32,035       USD          —          (0 )* 

Goldman Sachs

       12/4/2019          10,000       EUR          11,027       USD          —          (1

Goldman Sachs

       12/4/2019          365,560       EUR          403,091       USD          —          (0 )* 

Goldman Sachs

       12/4/2019          80,660       GBP          104,336       USD          0 *        —    

Goldman Sachs

       12/4/2019          3,219,000       JPY          29,396       USD          —          (0 )* 

Goldman Sachs

       12/4/2019          18,375       USD          24,150       CAD          193        —    

Goldman Sachs

       12/4/2019          231,927       USD          207,480       EUR          3,145        —    

Goldman Sachs

       12/4/2019          59,295       USD          45,780       GBP          77        —    

Goldman Sachs

       12/4/2019          16,928       USD          1,827,000       JPY          244        —    

Goldman Sachs

       1/7/2020          32,045       USD          42,550       CAD          —          (1

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Yield Enhanced Global Aggregate Bond Fund (GLBY)

November 30, 2019

 

Goldman Sachs

       1/7/2020          407,024       USD          368,150       EUR          —          (20

Goldman Sachs

       1/7/2020          104,492       USD          80,660       GBP          —          (5

Goldman Sachs

       1/7/2020          28,802       USD          3,145,000       JPY          0 *        —    

HSBC Holdings PLC

       12/4/2019          24,150       CAD          18,182       USD          0 *        —    

HSBC Holdings PLC

       12/4/2019          207,480       EUR          228,775       USD          7        —    

HSBC Holdings PLC

       12/4/2019          45,780       GBP          59,217       USD          1        —    

HSBC Holdings PLC

       12/4/2019          1,827,000       JPY          16,684       USD          0 *        —    

HSBC Holdings PLC

       12/4/2019          32,377       USD          42,550       CAD          342        —    

HSBC Holdings PLC

       12/4/2019          408,623       USD          365,560       EUR          5,532        —    

HSBC Holdings PLC

       12/4/2019          104,470       USD          80,660       GBP          134        —    

HSBC Holdings PLC

       12/4/2019          29,826       USD          3,219,000       JPY          430        —    

HSBC Holdings PLC

       1/7/2020          18,188       USD          24,150       CAD          —          (0 )* 

HSBC Holdings PLC

       1/7/2020          231,017       USD          208,950       EUR          —          (8

HSBC Holdings PLC

       1/7/2020          59,307       USD          45,780       GBP          —          (1

HSBC Holdings PLC

       1/7/2020          16,347       USD          1,785,000       JPY          —          (1

Morgan Stanley & Co. International

       12/4/2019          24,150       CAD          18,181       USD          1        —    

Morgan Stanley & Co. International

       12/4/2019          207,480       EUR          228,760       USD          21        —    

Morgan Stanley & Co. International

       12/4/2019          45,780       GBP          59,213       USD          5        —    

Morgan Stanley & Co. International

       12/4/2019          1,827,000       JPY          16,684       USD          0 *        —    

Morgan Stanley & Co. International

       12/4/2019          18,376       USD          24,150       CAD          194        —    

Morgan Stanley & Co. International

       12/4/2019          231,915       USD          207,480       EUR          3,133        —    

Morgan Stanley & Co. International

       12/4/2019          59,291       USD          45,780       GBP          73        —    

Morgan Stanley & Co. International

       12/4/2019          16,927       USD          1,827,000       JPY          243        —    

Morgan Stanley & Co. International

       1/7/2020          18,188       USD          24,150       CAD          —          (1

Morgan Stanley & Co. International

       1/7/2020          231,002       USD          208,950       EUR          —          (23

Morgan Stanley & Co. International

       1/7/2020          59,303       USD          45,780       GBP          —          (5

Morgan Stanley & Co. International

       1/7/2020          16,347       USD          1,785,000       JPY          —          (0 )* 
                       

 

 

    

 

 

 
                        $ 17,438      $ (86
                       

 

 

    

 

 

 

 

* 

Amount represents less than $1.

CURRENCY LEGEND

 

CAD

      Canadian dollar

EUR

      Euro

GBP

      British pound

JPY

      Japanese yen

USD

      U.S. dollar

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT AGENCIES - 24.2%

       

Federal Home Loan Mortgage Corporation - 5.4%

       

5.50%, 12/1/33

   $ 493,006        $ 548,153  

6.50%, 3/1/36

     316,643          352,901  

5.00%, 6/1/37

     2,811          3,104  

6.00%, 9/1/37

     245,862          282,761  

5.50%, 2/1/40

     10,570          11,884  

4.50%, 8/1/40

     230,061          249,587  

4.00%, 11/1/40

     21,313          22,828  

5.00%, 3/1/41

     358,095          395,742  

5.50%, 6/1/41

     313,961          354,269  

5.00%, 7/1/41

     9,545          10,542  

3.50%, 10/1/41

     779,326          820,491  

3.50%, 2/1/42

     310,170          326,540  

5.00%, 2/1/42

     488,843          540,265  

4.00%, 4/1/42

     877,035          939,619  

3.50%, 6/1/42

     74,586          78,527  

3.00%, 7/1/42

     350,462          360,940  

3.50%, 8/1/42

     355,194          373,963  

3.50%, 9/1/42

     359,771          378,828  

3.00%, 3/1/43

     514,223          529,645  

3.00%, 7/1/43

     1,043,775          1,077,668  

3.50%, 7/1/43

     440,277          463,365  

3.00%, 8/1/43

     99,170          102,124  

3.50%, 1/1/44

     1,078,570          1,136,290  

3.00%, 2/1/44

     235,280          242,233  

3.50%, 2/1/44

     226,628          237,775  

4.00%, 4/1/44

     649,876          694,716  

3.50%, 5/1/44

     97,638          102,069  

4.50%, 5/1/44

     17,443          18,733  

3.50%, 7/1/44

     102,242          107,007  

4.50%, 7/1/44

     199,266          214,057  

4.00%, 8/1/44

     721,494          779,640  

3.50%, 10/1/44

     33,644          35,161  

4.50%, 11/1/44

     206,292          221,567  

3.50%, 12/1/44

     488,363          510,081  

3.50%, 1/1/45

     99,076          103,878  

4.00%, 2/1/45

     192,932          203,808  

4.00%, 3/1/45

     18,230          19,294  

3.00%, 4/1/45

     30,453          31,272  

3.00%, 5/1/45

     123,775          126,873  

3.50%, 5/1/45

     208,195          216,718  

3.50%, 6/1/45

     102,117          106,446  

4.00%, 6/1/45

     273,936          289,926  

3.00%, 7/1/45

     31,851          32,647  

3.00%, 8/1/45

     128,801          132,020  

3.50%, 8/1/45

     1,166,018          1,222,596  

3.50%, 9/1/45

     604,355          630,290  

4.00%, 9/1/45

     168,719          178,554  

3.50%, 10/1/45

     227,654          237,421  

4.00%, 10/1/45

     185,350          196,168  

3.50%, 11/1/45

     109,350          114,110  

4.00%, 11/1/45

     138,497          146,577  

4.50%, 11/1/45

     977,675          1,051,853  

3.00%, 12/1/45

     130,134          133,385  

4.50%, 12/1/45

     301,416          323,790  

4.00%, 2/1/46

     211,376          223,672  

3.50%, 3/1/46

     259,874          271,034  

4.00%, 3/1/46

     1,153,815          1,222,843  

3.00%, 4/1/46

     669,091          685,825  

3.50%, 4/1/46

     325,096          338,863  

4.50%, 4/1/46

     662,099          717,854  

3.50%, 5/1/46

     353,839          368,468  

3.00%, 6/1/46

     142,570          146,137  

3.50%, 6/1/46

     346,988          362,316  

3.00%, 9/1/46

     1,012,311          1,041,186  

3.50%, 9/1/46

     265,728          277,147  

2.50%, 10/1/46

     126,195          125,847  

3.00%, 10/1/46

     109,537          112,721  

3.50%, 10/1/46

     99,752          104,007  

3.00%, 11/1/46

     1,397,496          1,432,409  

3.50%, 11/1/46

     34,942          36,437  

4.00%, 11/1/46

     59,797          62,970  

4.50%, 11/1/46

     637,789          684,417  

3.00%, 12/1/46

     510,430          523,144  

3.00%, 1/1/47

     907,184          929,529  

4.00%, 1/1/47

     269,142          283,152  

3.00%, 2/1/47

     801,019          820,913  

3.00%, 4/1/47

     1,138,456          1,166,087  

3.50%, 4/1/47

     224,320          233,142  

4.00%, 4/1/47

     267,017          280,583  

3.50%, 5/1/47

     379,967          394,764  

4.00%, 5/1/47

     229,757          241,358  

4.50%, 5/1/47

     57,573          60,875  

4.00%, 6/1/47

     362,891          381,112  

3.00%, 7/1/47

     242,574          247,893  

3.50%, 7/1/47

     397,460          412,302  

3.50%, 8/1/47

     403,653          418,872  

4.00%, 8/1/47

     1,195,628          1,254,026  

4.50%, 8/1/47

     270,287          285,532  

3.50%, 9/1/47

     896,990          930,840  

4.50%, 9/1/47

     330,584          349,242  

4.50%, 10/1/47

     143,867          152,447  

3.50%, 11/1/47

     602,943          625,891  

3.50%, 12/1/47

     559,346          580,149  

4.50%, 2/1/48

     214,917          226,672  

3.50%, 5/1/48

     567,737          587,416  

3.50%, 7/1/48

     1,526,842          1,570,609  

4.00%, 8/1/48

     985,366          1,022,264  

5.00%, 8/1/48

     181,277          193,927  

3.00%, 9/1/48

     841,502          861,497  

4.00%, 9/1/48

     2,426,168          2,524,052  

4.50%, 10/1/48

     667,071          702,496  

5.00%, 11/1/48

     369,323          394,895  

3.00%, 12/1/48

     1,473,831          1,502,772  

4.00%, 12/1/48

     375,396          390,336  

4.50%, 12/1/48

     182,074          191,368  

5.00%, 12/1/48

     135,781          145,095  

4.00%, 1/1/49

     161,431          167,786  

3.50%, 2/1/49

     301,444          309,705  

4.50%, 3/1/49

     141,141          148,563  

5.00%, 3/1/49

     829,836          885,904  

4.00%, 5/1/49

     1,647,683          1,710,506  

4.50%, 5/1/49

     466,397          489,716  

4.50%, 7/1/49

     504,483          530,765  

2.50%, 8/1/49

     296,454          293,630  

3.00%, 8/1/49

     2,272,582          2,308,883  
       

 

 

 
Total Federal Home Loan Mortgage Corporation

 

       53,965,564  
       

 

 

 

Federal National Mortgage Association - 18.5%

       

6.00%, 9/1/32

     230,573          264,925  

6.00%, 12/1/32

     490,888          549,785  

5.00%, 8/1/33

     394,117          435,266  

5.50%, 10/1/35

     48,090          53,858  

5.50%, 4/1/37

     438,701          490,161  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

5.00%, 5/1/38

   $ 15,963        $ 17,560  

6.00%, 5/1/38

     42,369          48,702  

5.50%, 6/1/38

     129,227          145,278  

5.50%, 11/1/38

     3,244          3,647  

4.50%, 9/1/39

     703,287          762,083  

5.00%, 9/1/39

     296,683          327,903  

5.50%, 10/1/39

     134,837          151,555  

4.50%, 11/1/39

     146,292          158,530  

5.50%, 4/1/40

     18,627          20,997  

4.50%, 8/1/40

     352,869          383,181  

4.50%, 9/1/40

     206,884          224,260  

4.00%, 10/1/40

     226,528          242,399  

3.50%, 1/1/41

     446,674          470,003  

4.50%, 2/1/41

     102,458          111,098  

4.50%, 8/1/41

     267,713          290,287  

4.00%, 9/1/41

     94,733          101,431  

5.50%, 9/1/41

     70,270          78,986  

4.00%, 10/1/41

     1,001,780          1,083,079  

4.00%, 11/1/41

     128,419          137,474  

4.00%, 1/1/42

     245,711          263,102  

4.50%, 1/1/42

     223,268          242,252  

6.00%, 1/1/42

     361,016          417,482  

3.00%, 3/1/42

     350,617          360,866  

3.50%, 6/1/42

     612,678          644,665  

4.00%, 6/1/42

     574,504          615,104  

4.00%, 9/1/42

     333,087          361,725  

4.00%, 12/1/42

     174,820          187,151  

4.00%, 2/1/43

     264,995          283,500  

2.50%, 3/1/43

     25,913          25,827  

3.00%, 4/1/43

     996,540          1,025,782  

2.50%, 5/1/43

     95,141          94,825  

3.00%, 5/1/43

     245,149          252,355  

3.50%, 5/1/43

     56,301          59,228  

3.00%, 6/1/43

     703,980          725,718  

3.00%, 7/1/43

     677,145          698,140  

3.50%, 7/1/43

     1,558,206          1,654,165  

3.00%, 8/1/43

     1,623,211          1,675,845  

3.50%, 8/1/43

     1,121,026          1,177,991  

4.00%, 8/1/43

     87,570          93,070  

3.00%, 9/1/43

     3,093,498          3,177,703  

4.00%, 9/1/43

     472,399          503,991  

4.50%, 9/1/43

     38,317          41,537  

3.50%, 10/1/43

     338,564          356,042  

3.50%, 11/1/43

     507,745          534,220  

4.00%, 11/1/43

     438,446          472,406  

3.50%, 12/1/43

     707,163          743,816  

4.00%, 1/1/44

     786,136          841,160  

4.00%, 2/1/44

     210,040          224,309  

4.00%, 3/1/44

     204,281          217,414  

4.00%, 5/1/44

     17,903          18,954  

4.50%, 5/1/44

     205,725          221,102  

3.50%, 6/1/44

     300,982          315,501  

4.00%, 6/1/44

     88,751          95,010  

4.00%, 7/1/44

     509,512          546,087  

4.00%, 8/1/44

     104,847          110,883  

4.00%, 9/1/44

     359,173          379,856  

3.00%, 10/1/44

     736,238          757,778  

4.00%, 10/1/44

     337,460          356,890  

4.00%, 11/1/44

     364,672          390,840  

5.00%, 11/1/44

     314,676          346,794  

4.00%, 12/1/44

     117,823          124,627  

3.00%, 1/1/45

     12,346          12,649  

3.50%, 2/1/45

     1,851,507          1,947,987  

4.00%, 2/1/45

     88,875          93,993  

3.00%, 4/1/45

     301,233          308,590  

3.00%, 5/1/45

     738,998          760,187  

3.00%, 6/1/45

     253,970          260,180  

3.50%, 6/1/45

     109,407          114,162  

3.50%, 7/1/45

     56,749          59,152  

3.50%, 8/1/45

     705,046          742,357  

3.50%, 9/1/45

     1,201,442          1,252,220  

4.00%, 9/1/45

     637,718          674,439  

3.00%, 10/1/45

     125,074          128,125  

3.50%, 10/1/45

     199,963          209,502  

4.00%, 10/1/45

     610,780          645,968  

4.50%, 10/1/45

     260,859          282,638  

3.00%, 11/1/45

     120,050          122,974  

3.50%, 11/1/45

     112,214          117,088  

4.00%, 11/1/45

     254,330          267,666  

3.00%, 12/1/45

     2,022,217          2,076,032  

3.50%, 12/1/45

     552,183          575,042  

3.50%, 1/1/46

     171,465          178,626  

3.00%, 2/1/46

     281,660          288,523  

3.50%, 3/1/46

     201,660          209,998  

3.50%, 4/1/46

     558,113          581,437  

4.00%, 4/1/46

     146,388          153,807  

3.50%, 5/1/46

     436,434          454,523  

4.50%, 5/1/46

     94,546          101,483  

3.00%, 6/1/46

     119,573          122,493  

3.50%, 6/1/46

     228,293          237,652  

4.50%, 6/1/46

     197,592          210,235  

3.50%, 7/1/46

     786,323          818,337  

4.00%, 7/1/46

     123,812          130,575  

2.50%, 8/1/46

     19,843          19,777  

2.50%, 9/1/46

     48,149          47,989  

3.00%, 9/1/46

     1,002,970          1,027,378  

4.00%, 9/1/46

     292,216          311,686  

2.50%, 10/1/46

     60,314          60,113  

3.00%, 10/1/46

     2,903,878          2,973,781  

4.00%, 10/1/46

     200,787          211,567  

2.50%, 11/1/46

     41,330          41,192  

3.00%, 11/1/46

     1,918,145          1,965,051  

2.50%, 12/1/46

     87,637          87,345  

3.00%, 12/1/46

     2,178,076          2,231,671  

3.50%, 12/1/46

     1,053,863          1,108,370  

4.00%, 12/1/46

     214,384          224,594  

2.50%, 1/1/47

     119,781          119,383  

3.00%, 1/1/47

     518,520          531,303  

3.50%, 1/1/47

     960,437          999,930  

4.50%, 1/1/47

     227,319          240,124  

5.50%, 1/1/47

     497,869          559,978  

4.00%, 2/1/47

     1,073,891          1,142,609  

3.00%, 2/1/47

     1,418,635          1,453,188  

3.50%, 2/1/47

     3,570,953          3,739,377  

3.50%, 3/1/47

     562,138          583,790  

4.00%, 3/1/47

     237,346          249,294  

4.50%, 3/1/47

     148,432          157,137  

3.00%, 4/1/47

     2,570,566          2,630,837  

3.50%, 4/1/47

     511,372          530,928  

4.00%, 4/1/47

     444,010          466,158  

4.50%, 4/1/47

     394,805          417,592  

3.50%, 5/1/47

     981,688          1,019,981  

4.00%, 5/1/47

     924,968          977,012  

4.50%, 5/1/47

     632,045          684,722  

3.50%, 6/1/47

     332,363          344,966  

4.00%, 6/1/47

     234,441          246,011  

3.50%, 7/1/47

     1,416,356          1,484,744  

4.00%, 7/1/47

     508,480          531,172  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

4.50%, 7/1/47

   $ 445,902        $ 472,985  

5.00%, 7/1/47

     439,931          485,570  

3.50%, 8/1/47

     2,144,952          2,228,536  

4.00%, 8/1/47

     347,016          363,681  

3.00%, 9/1/47

     190,667          194,736  

4.00%, 9/1/47

     1,020,959          1,070,536  

4.50%, 9/1/47

     451,153          477,972  

3.50%, 10/1/47

     268,060          278,038  

4.00%, 10/1/47

     697,426          731,471  

4.50%, 10/1/47

     465,131          490,768  

3.50%, 11/1/47

     401,903          417,114  

4.50%, 11/1/47

     627,499          661,859  

3.00%, 12/1/47

     724,437          739,264  

3.50%, 12/1/47

     644,308          667,028  

4.00%, 12/1/47

     829,151          862,567  

3.50%, 1/1/48

     616,612          638,883  

3.50%, 2/1/48

     84,886          87,929  

3.50%, 5/1/48

     799,686          827,318  

4.50%, 5/1/48

     483,634          510,161  

5.00%, 5/1/48

     392,110          420,008  

3.50%, 6/1/48

     324,044          334,669  

4.00%, 6/1/48

     407,506          424,485  

4.50%, 6/1/48

     807,981          850,544  

5.00%, 6/1/48

     104,870          112,141  

3.50%, 7/1/48

     1,260,992          1,309,162  

4.00%, 7/1/48

     2,594,181          2,695,339  

4.50%, 7/1/48

     299,279          316,075  

3.50%, 8/1/48

     1,960,145          2,022,015  

4.00%, 8/1/48

     971,826          1,010,360  

4.50%, 8/1/48

     614,834          647,894  

3.00%, 9/1/48

     544,461          557,727  

3.50%, 9/1/48

     954,129          984,918  

4.00%, 9/1/48

     6,885,659          7,156,614  

4.00%, 10/1/48

     841,073          874,323  

4.50%, 10/1/48

     338,394          356,537  

3.00%, 11/1/48

     2,865,243          2,934,811  

3.50%, 11/1/48

     7,794,933          8,061,730  

3.50%, 12/1/48

     1,115,849          1,147,418  

4.00%, 12/1/48

     4,394,326          4,561,752  

4.50%, 12/1/48

     1,020,338          1,072,943  

5.00%, 12/1/48

     137,159          146,504  

4.00%, 1/1/49

     3,870,050          4,013,524  

4.50%, 1/1/49

     1,536,666          1,615,823  

3.50%, 2/1/49

     1,103,814          1,132,847  

4.00%, 2/1/49

     2,110,638          2,188,782  

4.50%, 2/1/49

     598,510          628,600  

5.00%, 2/1/49

     726,720          776,192  

4.00%, 3/1/49

     2,083,085          2,160,261  

4.50%, 3/1/49

     2,023,793          2,128,256  

5.00%, 3/1/49

     55,573          59,425  

3.00%, 4/1/49

     369,044          374,521  

3.50%, 4/1/49

     2,359,208          2,428,070  

4.00%, 4/1/49

     1,433,890          1,487,759  

4.50%, 4/1/49

     495,017          519,625  

3.00%, 5/1/49

     446,683          453,670  

3.50%, 5/1/49

     5,142,665          5,292,693  

4.00%, 5/1/49

     1,076,019          1,116,665  

4.50%, 5/1/49

     856,313          900,219  

5.00%, 5/1/49

     400,184          428,153  

3.00%, 6/1/49

     2,363,808          2,400,760  

3.50%, 6/1/49

     8,662,040          8,896,759  

4.00%, 6/1/49

     752,128          780,327  

4.50%, 6/1/49

     1,356,530          1,427,908  

3.50%, 7/1/49

     3,773,355          3,882,309  

3.00%, 8/1/49

     4,684,790          4,758,848  

2.50%, 9/1/49

     2,103,509          2,083,472  

3.00%, 9/1/49

     6,933,142          7,056,174  

3.00%, 10/1/49

     2,553,382          2,595,713  

4.00%, 10/1/49

     988,587          1,030,102  
       

 

 

 
Total Federal National Mortgage Association

 

       184,569,393  
       

 

 

 

Uniform Mortgage-Backed Securities - 0.3%

       

2.50%, 12/1/49(a)

     700,000          693,000  

3.50%, 12/1/49(a)

     500,000          513,320  

4.00%, 12/1/49(a)

     600,000          622,570  

5.00%, 12/1/49(a)

     500,000          534,228  

5.50%, 12/1/49(a)

     500,000          539,004  
       

 

 

 
Total Uniform Mortgage-Backed Securities

 

       2,902,122  
       

 

 

 

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $238,527,767)

          241,437,079  
       

 

 

 

U.S. GOVERNMENT OBLIGATIONS - 18.4%

       

U.S. Treasury Bonds - 5.6%

       

7.88%, 2/15/21

     900,000          965,531  

8.13%, 5/15/21

     750,000          819,815  

8.13%, 8/15/21

     500,000          554,033  

8.00%, 11/15/21

     750,000          841,055  

7.25%, 8/15/22

     700,000          804,180  

7.13%, 2/15/23

     55,000          64,451  

6.25%, 8/15/23

     175,000          204,029  

7.50%, 11/15/24

     175,000          223,658  

6.88%, 8/15/25

     500,000          641,240  

6.75%, 8/15/26

     250,000          329,658  

6.50%, 11/15/26

     145,000          190,508  

5.38%, 2/15/31

     1,000,000          1,364,492  

4.50%, 2/15/36

     1,235,000          1,673,715  

4.50%, 5/15/38

     365,000          505,040  

3.50%, 2/15/39

     555,000          682,206  

4.25%, 5/15/39

     650,000          877,322  

4.50%, 8/15/39

     1,100,000          1,532,072  

4.38%, 11/15/39

     1,075,000          1,476,823  

4.63%, 2/15/40

     950,000          1,347,553  

4.38%, 5/15/40

     1,375,000          1,895,083  

3.88%, 8/15/40

     720,000          932,358  

4.25%, 11/15/40

     1,000,000          1,359,883  

3.75%, 8/15/41

     1,700,000          2,170,654  

3.13%, 11/15/41

     1,000,000          1,168,203  

3.13%, 2/15/42

     1,250,000          1,460,913  

3.00%, 5/15/42

     1,000,000          1,146,777  

2.75%, 8/15/42

     1,100,000          1,212,299  

2.75%, 11/15/42

     1,700,000          1,873,486  

3.13%, 2/15/43

     1,000,000          1,170,899  

2.88%, 5/15/43

     410,000          461,362  

3.63%, 8/15/43

     600,000          759,563  

3.63%, 2/15/44

     1,500,000          1,904,238  

3.38%, 5/15/44

     500,000          611,797  

2.50%, 5/15/46

     1,500,000          1,587,451  

2.25%, 8/15/46

     1,575,000          1,587,212  

2.88%, 11/15/46

     1,850,000          2,103,183  

3.00%, 2/15/47

     1,400,000          1,630,481  

3.00%, 5/15/47

     1,075,000          1,251,976  

2.75%, 8/15/47

     1,575,000          1,752,218  

2.75%, 11/15/47

     1,475,000          1,642,032  

3.00%, 2/15/48

     1,625,000          1,895,950  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

3.13%, 5/15/48

   $   1,675,000        $   2,001,494  

3.00%, 8/15/48

     1,375,000          1,607,058  

3.38%, 11/15/48

     1,700,000          2,127,656  

3.00%, 2/15/49

     1,775,000          2,078,691  

2.25%, 8/15/49

     1,400,000          1,413,754  
       

 

 

 
Total U.S. Treasury Bonds

 

       55,904,052  
       

 

 

 

U.S. Treasury Notes - 12.8%

       

2.13%, 1/31/21

     1,090,000          1,095,535  

3.63%, 2/15/21

     2,000,000          2,045,742  

1.13%, 2/28/21

     750,000          744,785  

2.00%, 2/28/21

     1,410,000          1,415,287  

1.25%, 3/31/21

     350,000          348,011  

2.25%, 3/31/21

     300,000          302,262  

2.25%, 4/30/21

     1,595,000          1,607,710  

1.38%, 5/31/21

     1,000,000          995,742  

2.00%, 5/31/21

     1,000,000          1,004,844  

2.63%, 6/15/21

     1,700,000          1,724,471  

1.13%, 6/30/21

     1,250,000          1,239,624  

2.13%, 6/30/21

     1,000,000          1,007,305  

2.63%, 7/15/21

     1,500,000          1,522,881  

1.13%, 7/31/21

     2,300,000          2,279,875  

2.13%, 8/15/21

     1,260,000          1,269,991  

2.75%, 8/15/21

     1,000,000          1,018,203  

1.13%, 8/31/21

     2,700,000          2,675,320  

1.50%, 8/31/21

     3,500,000          3,490,635  

2.00%, 8/31/21

     1,000,000          1,005,977  

2.75%, 9/15/21

     1,500,000          1,528,887  

1.13%, 9/30/21

     3,400,000          3,367,994  

1.50%, 9/30/21

     2,000,000          1,995,156  

2.13%, 9/30/21

     1,000,000          1,008,594  

1.25%, 10/31/21

     1,800,000          1,786,781  

1.50%, 10/31/21

     1,210,000          1,207,259  

2.00%, 10/31/21

     2,200,000          2,215,168  

2.00%, 11/15/21

     2,000,000          2,014,766  

1.75%, 11/30/21

     1,600,000          1,603,969  

1.88%, 11/30/21

     1,500,000          1,507,295  

2.63%, 12/15/21

     750,000          765,205  

2.00%, 12/31/21

     3,200,000          3,224,500  

2.13%, 12/31/21

     1,800,000          1,818,387  

1.50%, 1/31/22

     260,000          259,386  

1.88%, 1/31/22

     2,400,000          2,412,891  

2.00%, 2/15/22

     1,225,000          1,235,144  

1.75%, 2/28/22

     1,300,000          1,303,834  

1.88%, 2/28/22

     2,150,000          2,162,094  

1.88%, 3/31/22

     2,000,000          2,012,109  

2.25%, 4/15/22

     1,500,000          1,522,266  

1.75%, 4/30/22

     1,250,000          1,254,468  

1.88%, 4/30/22

     1,000,000          1,006,250  

1.75%, 6/15/22

     3,550,000          3,564,630  

1.75%, 6/30/22

     1,250,000          1,255,200  

1.75%, 7/15/22

     500,000          501,865  

1.88%, 7/31/22

     1,250,000          1,258,911  

2.00%, 7/31/22

     260,000          262,727  

1.50%, 8/15/22

     1,500,000          1,496,074  

1.63%, 8/15/22

     1,000,000          1,000,781  

1.63%, 8/31/22

     1,000,000          1,000,723  

1.50%, 9/15/22

     1,000,000          997,402  

1.75%, 9/30/22

     2,000,000          2,008,398  

1.88%, 9/30/22

     880,000          886,789  

1.38%, 10/15/22

     1,000,000          993,594  

1.88%, 10/31/22

     3,325,000          3,350,912  

2.00%, 10/31/22

     300,000          303,404  

1.63%, 11/15/22

     1,385,000          1,385,974  

2.00%, 11/30/22

     750,000          758,672  

2.13%, 12/31/22

     1,000,000          1,015,840  

1.75%, 1/31/23

     300,000          301,348  

2.00%, 2/15/23

     780,000          789,628  

1.50%, 2/28/23

     750,000          747,612  

1.50%, 3/31/23

     750,000          747,598  

1.63%, 4/30/23

     700,000          700,451  

2.75%, 4/30/23

     600,000          622,570  

1.75%, 5/15/23

     900,000          904,289  

1.63%, 5/31/23

     750,000          750,527  

1.38%, 6/30/23

     480,000          476,250  

1.25%, 7/31/23

     680,000          671,407  

2.50%, 8/15/23

     750,000          773,906  

1.38%, 8/31/23

     380,000          376,809  

2.75%, 8/31/23

     625,000          650,647  

1.38%, 9/30/23

     500,000          495,567  

2.88%, 9/30/23

     710,000          743,018  

1.63%, 10/31/23

     375,000          375,249  

2.75%, 11/15/23

     750,000          782,300  

2.13%, 11/30/23

     400,000          407,852  

2.25%, 12/31/23

     810,000          830,218  

2.63%, 12/31/23

     750,000          779,590  

2.25%, 1/31/24

     750,000          768,867  

2.50%, 1/31/24

     250,000          258,745  

2.75%, 2/15/24

     635,000          663,848  

2.38%, 2/29/24

     3,500,000          3,606,572  

2.13%, 3/31/24

     1,750,000          1,786,265  

2.00%, 4/30/24

     170,000          172,703  

2.25%, 4/30/24

     1,000,000          1,026,426  

2.50%, 5/15/24

     500,000          518,701  

2.00%, 5/31/24

     1,750,000          1,778,711  

2.00%, 6/30/24

     800,000          812,984  

1.75%, 7/31/24

     1,000,000          1,005,469  

1.25%, 8/31/24

     2,500,000          2,457,812  

1.88%, 8/31/24

     1,100,000          1,112,353  

1.50%, 9/30/24

     1,615,000          1,605,253  

2.13%, 9/30/24

     800,000          818,141  

2.25%, 11/15/24

     500,000          514,521  

2.25%, 12/31/24

     500,000          514,609  

2.00%, 2/15/25

     500,000          508,643  

2.88%, 4/30/25

     590,000          626,875  

2.13%, 5/15/25

     250,000          255,913  

2.88%, 5/31/25

     605,000          643,191  

2.75%, 6/30/25

     1,000,000          1,057,148  

2.00%, 8/15/25

     250,000          254,336  

2.25%, 11/15/25

     100,000          103,125  

3.13%, 11/15/28

     1,190,000          1,323,410  

2.63%, 2/15/29

     1,230,000          1,318,694  

2.88%, 5/15/49

     1,900,000          2,175,611  

2.25%, 11/15/49

     1,000,000          1,038,203  
       

 

 

 
Total U.S. Treasury Notes

 

       127,702,464  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $178,918,114)

          183,606,516  
       

 

 

 

U.S. CORPORATE BONDS - 35.2%

       

United States - 35.2%

       

3M Co.

       

2.25%, 9/19/26

     180,000          181,098  

2.88%, 10/15/27

     250,000          260,589  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Abbott Laboratories

       

2.90%, 11/30/21

   $   515,000        $   524,459  

3.40%, 11/30/23

     169,000          177,055  

3.75%, 11/30/26

     226,000          247,985  

4.75%, 11/30/36

     423,000          527,372  

6.15%, 11/30/37

     37,000          52,342  

5.30%, 5/27/40

     100,000          131,501  

4.90%, 11/30/46

     350,000          465,488  

AbbVie, Inc.

       

2.90%, 11/6/22

     285,000          290,442  

3.20%, 11/6/22

     50,000          51,229  

2.85%, 5/14/23

     385,000          392,371  

3.60%, 5/14/25

     560,000          587,705  

3.20%, 5/14/26

     447,000          460,416  

4.50%, 5/14/35

     525,000          582,363  

4.30%, 5/14/36

     50,000          54,389  

4.40%, 11/6/42

     540,000          584,010  

4.70%, 5/14/45

     455,000          506,751  

4.45%, 5/14/46

     200,000          215,421  

Activision Blizzard, Inc.

       

2.30%, 9/15/21

     5,000          5,021  

3.40%, 9/15/26

     189,000          198,930  

4.50%, 6/15/47

     205,000          232,676  

Adobe, Inc.

       

3.25%, 2/1/25

     30,000          31,540  

AEP Texas, Inc.

       

3.95%, 6/1/28

     150,000          164,531  

AEP Transmission Co. LLC

       

3.10%, 12/1/26

     250,000          260,758  

Aetna, Inc.

       

3.50%, 11/15/24

     170,000          177,663  

6.63%, 6/15/36

     2,000          2,689  

6.75%, 12/15/37

     250,000          338,338  

4.13%, 11/15/42

     100,000          103,313  

4.75%, 3/15/44

     280,000          312,337  

3.88%, 8/15/47

     139,000          140,397  

Aflac, Inc.

       

3.63%, 11/15/24

     222,000          236,769  

3.25%, 3/17/25

     250,000          262,424  

Air Lease Corp.

       

2.75%, 1/15/23

     25,000          25,270  

3.00%, 9/15/23

     45,000          45,896  

4.25%, 2/1/24

     255,000          272,622  

4.25%, 9/15/24

     193,000          207,050  

3.25%, 3/1/25

     10,000          10,273  

3.75%, 6/1/26

     150,000          157,210  

3.63%, 4/1/27

     250,000          259,293  

3.63%, 12/1/27

     120,000          124,322  

4.63%, 10/1/28(b)

     75,000          83,030  

Aircastle Ltd.

       

5.50%, 2/15/22

     60,000          63,847  

4.40%, 9/25/23

     107,000          113,514  

4.13%, 5/1/24

     165,000          172,675  

Alexandria Real Estate Equities, Inc.

       

3.95%, 1/15/28

     100,000          108,009  

3.38%, 8/15/31

     125,000          130,425  

4.00%, 2/1/50

     300,000          331,649  

Allergan Finance LLC

       

3.25%, 10/1/22

     20,000          20,446  

Allergan Funding SCS

       

3.45%, 3/15/22

     145,000          148,201  

3.85%, 6/15/24

     72,000          75,638  

3.80%, 3/15/25

     346,000          363,369  

4.55%, 3/15/35

     875,000          954,569  

4.85%, 6/15/44(b)

     25,000          27,787  

4.75%, 3/15/45

     140,000          154,145  

Allergan, Inc.

       

2.80%, 3/15/23

     170,000          171,417  

Allstate Corp. (The)

       

3.28%, 12/15/26

     108,000          115,007  

Altria Group, Inc.

       

3.49%, 2/14/22

     100,000          102,742  

4.00%, 1/31/24

     218,000          230,738  

4.40%, 2/14/26

     500,000          541,130  

2.63%, 9/16/26

     225,000          223,005  

4.80%, 2/14/29

     200,000          221,293  

5.80%, 2/14/39

     170,000          200,142  

4.25%, 8/9/42

     100,000          100,875  

5.38%, 1/31/44

     287,000          326,144  

3.88%, 9/16/46

     205,000          195,024  

5.95%, 2/14/49

     272,000          328,162  

6.20%, 2/14/59

     327,000          393,545  

Amazon.com, Inc.

       

3.80%, 12/5/24(b)

     100,000          108,166  

5.20%, 12/3/25

     114,000          133,196  

3.15%, 8/22/27

     830,000          882,669  

Ameren Corp.

       

3.65%, 2/15/26

     50,000          52,629  

American Airlines Pass Through Trust

       

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

     78,662          81,958  

3.35%, 4/15/31, Series AA

     22,970          23,722  

American Campus Communities Operating Partnership L.P.

       

3.63%, 11/15/27

     61,000          64,222  

American Electric Power Co., Inc.

       

4.30%, 12/1/28, Series J

     50,000          56,029  

American Express Co.

       

3.13%, 5/20/26

     250,000          260,818  

American Express Credit Corp.

       

3.30%, 5/3/27

     325,000          348,345  

American Homes 4 Rent L.P.

       

4.25%, 2/15/28

     230,000          246,895  

American Honda Finance Corp.

       

2.40%, 6/27/24

     85,000          85,870  

3.50%, 2/15/28(b)

     365,000                394,001  

American International Group, Inc.

       

4.13%, 2/15/24

     64,000          68,623  

3.75%, 7/10/25

     80,000          85,144  

3.90%, 4/1/26

     418,000          449,470  

4.20%, 4/1/28

     430,000          474,413  

3.88%, 1/15/35

     443,000          472,859  

4.50%, 7/16/44

     120,000          137,238  

4.80%, 7/10/45

     427,000          511,584  

4.75%, 4/1/48

     55,000          65,850  

American Tower Corp.

       

3.30%, 2/15/21

     345,000          349,726  

3.50%, 1/31/23

     60,000          62,213  

3.00%, 6/15/23

     16,000          16,381  

5.00%, 2/15/24

     43,000          47,324  

4.40%, 2/15/26

     369,000          404,146  

3.38%, 10/15/26(b)

     150,000          155,889  

3.13%, 1/15/27

     445,000          455,185  

3.55%, 7/15/27

     50,000          52,431  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

American Water Capital Corp.

       

3.85%, 3/1/24

   $ 413,000        $ 437,409  

3.40%, 3/1/25

     40,000          42,006  

2.95%, 9/1/27

     35,000          35,882  

3.75%, 9/1/28

     118,000          128,254  

4.30%, 9/1/45(b)

     430,000          498,626  

4.00%, 12/1/46

     13,000          14,363  

3.75%, 9/1/47

     25,000          26,961  

4.20%, 9/1/48

     30,000          34,558  

Ameriprise Financial, Inc.

       

2.88%, 9/15/26

     170,000          174,644  

AmerisourceBergen Corp.

       

3.45%, 12/15/27

     75,000          78,663  

Amgen, Inc.

       

1.85%, 8/19/21

     10,000          9,980  

3.88%, 11/15/21

     139,000          143,259  

2.65%, 5/11/22

     275,000          278,703  

3.63%, 5/15/22

     150,000          155,018  

2.25%, 8/19/23

     135,000          135,514  

3.63%, 5/22/24

     59,000          62,618  

3.13%, 5/1/25

     145,000          150,551  

3.20%, 11/2/27(b)

     200,000          210,247  

5.15%, 11/15/41

     175,000          213,588  

4.40%, 5/1/45

     295,000          334,069  

4.56%, 6/15/48

     80,000          93,536  

4.66%, 6/15/51

     715,000          846,470  

Amphenol Corp.

       

3.20%, 4/1/24

     250,000          259,257  

Analog Devices, Inc.

       

2.95%, 1/12/21

     150,000          151,421  

2.88%, 6/1/23

     28,000          28,496  

3.13%, 12/5/23

     91,000          93,773  

3.50%, 12/5/26(b)

     640,000          674,286  

Anthem, Inc.

       

3.13%, 5/15/22

     80,000          81,891  

3.50%, 8/15/24

     40,000          41,902  

3.35%, 12/1/24

     250,000          260,796  

3.65%, 12/1/27

     690,000          729,302  

4.63%, 5/15/42

     160,000          179,454  

4.65%, 1/15/43

     125,000          141,805  

5.10%, 1/15/44

     25,000          29,646  

4.65%, 8/15/44

     200,000          225,595  

4.55%, 3/1/48

     245,000          277,041  

Aon Corp.

       

4.50%, 12/15/28

     265,000          299,860  

Aon PLC

       

3.50%, 6/14/24

     10,000          10,471  

3.88%, 12/15/25

     175,000          187,576  

4.60%, 6/14/44

     115,000          133,081  

4.75%, 5/15/45(b)

     75,000          89,291  

Apache Corp.

       

5.10%, 9/1/40

     100,000          97,726  

5.25%, 2/1/42

     190,000          189,182  

4.75%, 4/15/43

     355,000          330,698  

4.25%, 1/15/44

     50,000          43,923  

5.35%, 7/1/49

     250,000          250,667  

Apollo Investment Corp.

       

5.25%, 3/3/25

     15,000          15,454  

Appalachian Power Co.

       

3.30%, 6/1/27, Series X

     100,000          104,975  

Apple, Inc.

       

4.50%, 2/23/36

     500,000          612,186  

3.85%, 5/4/43

     250,000          280,539  

4.45%, 5/6/44

     250,000          305,412  

3.45%, 2/9/45

     100,000          105,975  

4.65%, 2/23/46

     1,000,000          1,260,964  

4.25%, 2/9/47

     250,000          298,029  

3.75%, 9/12/47

     250,000          279,729  

3.75%, 11/13/47

     400,000          447,706  

2.95%, 9/11/49

     500,000          488,044  

Aptiv Corp.

       

4.15%, 3/15/24

     25,000          26,586  

Aptiv PLC

       

4.35%, 3/15/29

     75,000          81,328  

4.40%, 10/1/46

     20,000          19,802  

5.40%, 3/15/49

     125,000          143,597  

Aqua America, Inc.

       

3.57%, 5/1/29

     385,000          410,985  

Arch Capital Finance LLC

       

4.01%, 12/15/26

     290,000          317,644  

Arch Capital Group US, Inc.

       

5.14%, 11/1/43

     50,000          62,871  

Archer-Daniels-Midland Co.

       

2.50%, 8/11/26

     185,000          187,588  

Ares Capital Corp.

       

3.63%, 1/19/22

     25,000          25,399  

3.50%, 2/10/23

     270,000          273,522  

Arrow Electronics, Inc.

       

3.88%, 1/12/28

     400,000          411,941  

Ascension Health

       

4.85%, 11/15/53

     126,000          164,884  

Assurant, Inc.

       

4.00%, 3/15/23

     25,000          25,908  

4.90%, 3/27/28

     25,000          27,534  

AT&T, Inc.

       

4.00%, 1/15/22

     166,000          173,011  

3.20%, 3/1/22

     20,000          20,470  

2.63%, 12/1/22

     10,000          10,140  

3.80%, 3/1/24

     264,000          279,048  

4.45%, 4/1/24

     350,000          378,389  

3.55%, 6/1/24

     350,000          366,765  

3.95%, 1/15/25

     70,000          74,891  

3.40%, 5/15/25

     730,000          762,765  

3.60%, 7/15/25

     210,000          221,440  

3.88%, 1/15/26

     200,000          212,354  

4.13%, 2/17/26

     70,000          75,622  

3.80%, 2/15/27

     287,000          305,602  

4.25%, 3/1/27

     670,000          733,564  

4.10%, 2/15/28

     510,000          552,164  

4.30%, 2/15/30

     245,000          269,553  

7.70%, 5/1/32

     18,000          24,994  

4.50%, 5/15/35

     815,000          904,349  

5.25%, 3/1/37

     220,000          262,092  

4.85%, 3/1/39

     530,000          604,452  

6.10%, 7/15/40

     50,000          63,562  

6.00%, 8/15/40

     150,000          190,299  

6.38%, 3/1/41

     175,000          232,385  

5.15%, 3/15/42

     374,000          436,039  

4.90%, 6/15/42

     204,000          230,389  

4.30%, 12/15/42

     392,000          418,121  

5.35%, 12/15/43

     103,000          123,102  

4.80%, 6/15/44

     209,000          236,450  

4.35%, 6/15/45

     175,000          187,105  

4.85%, 7/15/45

     150,000          169,598  

4.75%, 5/15/46

     630,000          705,462  

5.15%, 11/15/46

     720,000          846,722  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

5.65%, 2/15/47(b)

   $ 85,000        $ 107,205  

5.45%, 3/1/47

     280,000          342,751  

4.50%, 3/9/48

     545,000          594,487  

4.55%, 3/9/49

     329,000          362,125  

5.15%, 2/15/50

     295,000          352,207  

5.70%, 3/1/57(b)

     387,000          492,393  

Athene Holding Ltd.

       

4.13%, 1/12/28

     390,000          402,408  

Autodesk, Inc.

       

4.38%, 6/15/25

     25,000          27,161  

3.50%, 6/15/27

     165,000          172,813  

AutoNation, Inc.

       

3.80%, 11/15/27

     115,000          115,426  

AutoZone, Inc.

       

2.88%, 1/15/23

     33,000          33,505  

3.13%, 7/15/23

     50,000          51,470  

3.25%, 4/15/25

     73,000          76,022  

3.75%, 6/1/27

     305,000          326,566  

3.75%, 4/18/29

     175,000          187,138  

AvalonBay Communities, Inc.

       

3.50%, 11/15/24

     25,000          26,450  

3.45%, 6/1/25

     203,000          214,844  

2.90%, 10/15/26(b)

     50,000          51,487  

3.35%, 5/15/27

     258,000          273,016  

3.20%, 1/15/28

     75,000          78,699  

3.30%, 6/1/29

     193,000          204,571  

Avangrid, Inc.

       

3.15%, 12/1/24

     50,000          51,596  

3.80%, 6/1/29

     150,000          160,707  

Avery Dennison Corp.

       

4.88%, 12/6/28

     25,000          28,513  

AXA Equitable Holdings, Inc.

       

4.35%, 4/20/28

     513,000          551,599  

5.00%, 4/20/48

     95,000          102,619  

AXIS Specialty Finance LLC

       

3.90%, 7/15/29

     200,000          210,039  

AXIS Specialty Finance PLC

       

4.00%, 12/6/27

     25,000          26,668  

Baltimore Gas & Electric Co.

       

2.40%, 8/15/26

     290,000          288,492  

Bank of America Corp.

       

4.20%, 8/26/24

     199,000          213,364  

3.95%, 4/21/25, Series L

     98,000          104,259  

3.88%, 8/1/25

     48,000          51,635  

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)

     70,000          73,109  

4.45%, 3/3/26

     50,000          54,933  

4.25%, 10/22/26

     50,000          54,708  

3.56%, 4/23/27, (3.559% fixed rate until 4/23/26; 3-month U.S. dollar London Interbank Offered Rate + 1.06% thereafter)(c)

     200,000          211,165  

3.25%, 10/21/27

     600,000          626,030  

4.18%, 11/25/27, Series L

     599,000          649,309  

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          107,819  

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)

     350,000          373,632  

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)

     475,000          504,279  

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)

     1,500,000          1,573,933  

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)

     725,000          789,631  

4.27%, 7/23/29, (4.271% fixed rate until 7/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.31% thereafter)(c)

     740,000          824,091  

3.97%, 2/7/30, (3.974% fixed rate until 2/7/29; 3-month U.S. dollar London Interbank Offered Rate + 1.21% thereafter)(c)

     400,000          437,589  

6.11%, 1/29/37

     952,000          1,272,380  

7.75%, 5/14/38

     127,000          198,138  

BankUnited, Inc.

       

4.88%, 11/17/25

     10,000          10,952  

Baxalta, Inc.

       

4.00%, 6/23/25

     335,000          361,540  

5.25%, 6/23/45

     60,000          77,833  

Baxter International, Inc.

       

2.60%, 8/15/26

     240,000          241,685  

BBVA USA

       

2.50%, 8/27/24

     250,000          248,708  

Becton Dickinson and Co.

       

3.36%, 6/6/24

     340,000          353,978  

3.73%, 12/15/24

     70,000          74,169  

3.70%, 6/6/27

     225,000          241,053  

4.67%, 6/6/47

     215,000          259,228  

Berkshire Hathaway Energy Co.

       

3.25%, 4/15/28

     170,000          179,082  

8.48%, 9/15/28(b)

     150,000          213,894  

Berkshire Hathaway Finance Corp.

       

4.40%, 5/15/42

     200,000          239,651  

4.20%, 8/15/48

     25,000          29,531  

4.25%, 1/15/49

     300,000          356,863  

Berkshire Hathaway, Inc.

       

4.50%, 2/11/43

     50,000          61,101  

Best Buy Co., Inc.

       

4.45%, 10/1/28

     60,000          65,314  

BGC Partners, Inc.

       

5.38%, 7/24/23

     150,000          160,349  

Biogen, Inc.

       

5.20%, 9/15/45

     352,000          430,237  

Black Hills Corp.

       

4.25%, 11/30/23

     26,000          27,647  

4.35%, 5/1/33

     180,000          200,539  

4.20%, 9/15/46

     110,000          117,682  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Block Financial LLC

       

5.25%, 10/1/25

   $ 22,000        $ 23,915  

Boardwalk Pipelines L.P.

       

4.95%, 12/15/24

     139,000          149,831  

4.45%, 7/15/27

     100,000          102,663  

Boeing Co. (The)

       

2.85%, 10/30/24(b)

     235,000          241,969  

2.60%, 10/30/25(b)

     175,000          177,721  

2.25%, 6/15/26

     50,000          49,751  

2.80%, 3/1/27(b)

     275,000          281,317  

Booking Holdings, Inc.

       

3.60%, 6/1/26

     315,000          337,070  

3.55%, 3/15/28

     90,000          96,318  

BorgWarner, Inc.

       

4.38%, 3/15/45

     33,000          34,770  

Boston Properties L.P.

       

3.13%, 9/1/23

     23,000          23,709  

3.80%, 2/1/24

     50,000          53,023  

3.20%, 1/15/25

     8,000          8,275  

3.65%, 2/1/26

     280,000          297,443  

2.75%, 10/1/26

     65,000          65,687  

4.50%, 12/1/28

     450,000          512,075  

2.90%, 3/15/30

     150,000          149,453  

Boston Scientific Corp.

       

3.45%, 3/1/24

     225,000          235,606  

3.85%, 5/15/25

     153,000          164,820  

3.75%, 3/1/26

     170,000          183,221  

7.00%, 11/15/35

     165,000          232,060  

7.38%, 1/15/40

     2,000          3,064  

4.70%, 3/1/49

     200,000          245,449  

BP Capital Markets America, Inc.

       

3.12%, 5/4/26

     125,000          130,339  

3.02%, 1/16/27

     120,000          124,637  

3.59%, 4/14/27

     135,000          144,455  

4.23%, 11/6/28

     100,000          112,730  

Branch Banking & Trust Co.

       

3.63%, 9/16/25

     250,000          266,491  

Brighthouse Financial, Inc.

       

3.70%, 6/22/27(b)

     210,000          207,687  

4.70%, 6/22/47

     466,000          422,294  

Bristol-Myers Squibb Co.

       

3.63%, 5/15/24(d)

     358,000          379,287  

3.88%, 8/15/25(d)

     340,000          367,294  

3.90%, 2/20/28(d)

     400,000          438,384  

3.40%, 7/26/29(d)

     650,000          698,089  

5.00%, 8/15/45(d)

     104,000          133,686  

4.35%, 11/15/47(d)

     40,000          47,340  

4.55%, 2/20/48(d)

     210,000          257,867  

Brixmor Operating Partnership L.P.

       

3.25%, 9/15/23

     190,000          196,734  

3.65%, 6/15/24

     150,000          156,234  

4.13%, 6/15/26

     30,000          32,044  

Broadcom Corp.

       

3.00%, 1/15/22

     590,000          596,900  

3.63%, 1/15/24

     389,000          400,552  

3.88%, 1/15/27

     1,290,000          1,317,983  

3.50%, 1/15/28

     640,000          634,628  

Broadridge Financial Solutions, Inc.

       

3.40%, 6/27/26

     25,000          26,085  

Brown & Brown, Inc.

       

4.20%, 9/15/24

     20,000          21,279  

Bunge Ltd. Finance Corp.

       

3.25%, 8/15/26

     562,000          558,779  

3.75%, 9/25/27

     67,000          68,522  

Burlington Northern Santa Fe LLC

       

3.00%, 4/1/25(b)

     71,000          74,144  

3.65%, 9/1/25

     120,000          129,137  

3.25%, 6/15/27(b)

     40,000          42,629  

CA, Inc.

       

3.60%, 8/15/22

     139,000          142,293  

4.70%, 3/15/27

     55,000          59,328  

Campbell Soup Co.

       

3.30%, 3/19/25

     20,000          20,604  

3.80%, 8/2/42

     47,000          46,653  

4.80%, 3/15/48(b)

     350,000          403,547  

Capital One Financial Corp.

       

3.05%, 3/9/22

     25,000          25,506  

3.20%, 1/30/23

     480,000          493,831  

3.50%, 6/15/23

     32,000          33,241  

3.30%, 10/30/24

     70,000          72,560  

3.20%, 2/5/25

     20,000          20,654  

4.20%, 10/29/25

     329,000          353,234  

3.75%, 3/9/27

     255,000          270,249  

3.80%, 1/31/28

     196,000          208,105  

Cardinal Health, Inc.

       

3.08%, 6/15/24

     250,000          255,776  

3.50%, 11/15/24

     344,000          358,528  

3.41%, 6/15/27(b)

     184,000          188,789  

4.50%, 11/15/44

     98,000          97,730  

4.37%, 6/15/47(b)

     155,000          154,863  

Carlisle Cos., Inc.

       

3.50%, 12/1/24

     100,000          104,154  

3.75%, 12/1/27

     25,000          26,296  

Caterpillar Financial Services Corp.

       

3.30%, 6/9/24

     40,000          42,085  

2.40%, 8/9/26

     190,000          192,166  

Caterpillar, Inc.

       

3.40%, 5/15/24

     111,000          117,424  

CBRE Services, Inc.

       

4.88%, 3/1/26

     153,000          170,834  

CBS Corp.

       

2.50%, 2/15/23

     500,000          503,326  

3.70%, 8/15/24

     88,000          92,445  

3.50%, 1/15/25

     35,000          36,451  

2.90%, 1/15/27

     92,000          91,999  

3.38%, 2/15/28

     160,000          163,147  

3.70%, 6/1/28

     134,000          139,894  

7.88%, 7/30/30

     47,000          65,905  

4.85%, 7/1/42

     95,000          105,754  

4.90%, 8/15/44

     275,000          311,364  

4.60%, 1/15/45(b)

     90,000          98,479  

Celanese U.S. Holdings LLC

       

3.50%, 5/8/24

     350,000          361,446  

CenterPoint Energy Houston Electric LLC

       

2.40%, 9/1/26, Series Z

     90,000          89,910  

3.00%, 2/1/27, Series AA

     200,000          206,452  

CenterPoint Energy Resources Corp.

       

3.55%, 4/1/23

     15,000          15,558  

4.00%, 4/1/28

     220,000          236,727  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

CenterPoint Energy, Inc.

       

4.25%, 11/1/28

   $ 190,000        $ 206,743  

Charles Schwab Corp. (The)

       

3.20%, 1/25/28

     250,000          262,000  

3.25%, 5/22/29

     700,000          737,770  

Charter Communications Operating LLC

       

4.46%, 7/23/22

     480,000          503,756  

4.91%, 7/23/25

     450,000          493,897  

4.20%, 3/15/28

     150,000          159,141  

6.38%, 10/23/35

     550,000          687,171  

5.38%, 4/1/38

     100,000          113,530  

6.48%, 10/23/45

     235,000          291,736  

5.38%, 5/1/47

     420,000          468,546  

5.75%, 4/1/48

     175,000          202,958  

5.13%, 7/1/49

     650,000          704,606  

Cheniere Corpus Christi Holdings LLC

       

5.13%, 6/30/27

     500,000          551,157  

Chubb INA Holdings, Inc.

       

3.15%, 3/15/25

     241,000          253,986  

3.35%, 5/3/26

     180,000          192,453  

Church & Dwight Co., Inc.

       

2.45%, 8/1/22(b)

     100,000          100,882  

3.15%, 8/1/27

     360,000          374,757  

Cigna Corp.

       

4.75%, 11/15/21(d)

     16,000          16,745  

3.05%, 11/30/22(d)

     85,000          86,624  

3.00%, 7/15/23(d)

     80,000          81,389  

4.13%, 11/15/25

     140,000          151,258  

4.50%, 2/25/26(d)

     110,000          120,401  

3.40%, 3/1/27(d)

     120,000          124,785  

3.05%, 10/15/27(d)

     500,000          506,561  

4.38%, 10/15/28

     485,000          538,985  

4.80%, 8/15/38

     400,000          464,255  

6.13%, 11/15/41(d)

     21,000          27,192  

4.80%, 7/15/46(d)

     375,000          432,573  

3.88%, 10/15/47(d)

     296,000          300,169  

4.90%, 12/15/48

     270,000          321,146  

Cimarex Energy Co.

       

4.38%, 6/1/24

     63,000          66,068  

3.90%, 5/15/27(b)

     250,000          255,003  

Cisco Systems, Inc.

       

2.95%, 2/28/26(b)

     225,000          236,458  

2.50%, 9/20/26(b)

     40,000          41,032  

Citigroup, Inc.

       

4.05%, 7/30/22

     172,000          179,739  

3.50%, 5/15/23

     103,000          107,315  

4.00%, 8/5/24

     25,000          26,737  

3.88%, 3/26/25

     167,000          176,489  

3.30%, 4/27/25

     40,000          41,764  

4.40%, 6/10/25

     77,000          83,241  

5.50%, 9/13/25

     200,000          228,815  

4.60%, 3/9/26

     25,000          27,537  

3.40%, 5/1/26

     100,000          105,098  

3.20%, 10/21/26

     305,000          316,748  

4.45%, 9/29/27

     660,000          727,008  

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)

     520,000          560,000  

6.63%, 1/15/28

     150,000          189,974  

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)

     536,000          569,702  

4.13%, 7/25/28

     354,000          385,085  

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)

     797,000          840,605  

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)

     185,000          202,860  

3.98%, 3/20/30, (3.98% fixed rate until 3/20/29; 3-month U.S. dollar London Interbank Offered Rate + 1.338% thereafter)(c)

     1,300,000          1,417,709  

6.00%, 10/31/33

     50,000          63,449  

6.68%, 9/13/43

     150,000          218,796  

5.30%, 5/6/44

     50,000          63,465  

4.75%, 5/18/46

     336,000          402,123  

Citrix Systems, Inc.

       

4.50%, 12/1/27

     25,000          27,197  

Cleco Corporate Holdings LLC

       

3.74%, 5/1/26

     64,000          66,537  

Clorox Co. (The)

       

3.10%, 10/1/27

     240,000          250,928  

CMS Energy Corp.

       

3.00%, 5/15/26

     250,000          256,181  

3.45%, 8/15/27(b)

     350,000          367,772  

CNA Financial Corp.

       

5.75%, 8/15/21

     2,000          2,117  

CNOOC Finance 2015 USA LLC

       

4.38%, 5/2/28

     340,000          378,080  

Coca-Cola Co. (The)

       

2.25%, 9/1/26(b)

     392,000          397,714  

2.90%, 5/25/27

     150,000          158,139  

2.13%, 9/6/29

     145,000          141,901  

Colgate-Palmolive Co.

       

3.70%, 8/1/47(b)

     200,000          233,512  

Columbia Pipeline Group, Inc.

       

4.50%, 6/1/25

     48,000          52,205  

Columbia Property Trust Operating Partnership L.P.

       

4.15%, 4/1/25

     150,000          157,568  

Comcast Corp.

       

3.00%, 2/1/24

     550,000          569,263  

3.38%, 2/15/25

     25,000          26,382  

3.38%, 8/15/25

     261,000          276,708  

3.15%, 3/1/26

     316,000          331,890  

2.35%, 1/15/27

     850,000          850,535  

3.30%, 2/1/27

     95,000          100,863  

3.15%, 2/15/28

     230,000          241,710  

CommonSpirit Health

       

4.19%, 10/1/49

     300,000          306,561  

Conagra Brands, Inc.

       

7.00%, 10/1/28

     23,000          28,808  

4.85%, 11/1/28(b)

     595,000          676,293  

5.40%, 11/1/48

     25,000          29,806  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Concho Resources, Inc.

       

4.38%, 1/15/25

   $ 258,000        $ 266,785  

3.75%, 10/1/27

     100,000          103,619  

4.30%, 8/15/28(b)

     55,000          59,078  

4.88%, 10/1/47

     390,000          435,733  

4.85%, 8/15/48

     40,000          44,823  

Connecticut Light & Power Co. (The)

       

3.20%, 3/15/27, Series A

     100,000          106,161  

ConocoPhillips Co.

       

4.95%, 3/15/26

     260,000          300,001  

Constellation Brands, Inc.

       

4.75%, 11/15/24

     95,000          105,327  

4.40%, 11/15/25

     142,000          155,918  

3.70%, 12/6/26

     413,000          441,984  

3.50%, 5/9/27

     162,000          169,978  

4.50%, 5/9/47

     270,000          304,985  

4.10%, 2/15/48

     215,000          227,997  

Continental Airlines Pass Through Trust

       

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

     38,468          40,810  

Continental Resources, Inc.

       

4.50%, 4/15/23

     114,000          118,912  

4.90%, 6/1/44

     70,000          71,252  

Corning, Inc.

       

2.90%, 5/15/22

     9,000          9,124  

5.75%, 8/15/40

     100,000          123,673  

4.75%, 3/15/42

     205,000          232,865  

Costco Wholesale Corp.

       

2.75%, 5/18/24

     128,000          132,258  

3.00%, 5/18/27

     80,000          84,779  

Crown Castle International Corp.

       

4.88%, 4/15/22

     83,000          88,059  

3.20%, 9/1/24

     20,000          20,712  

4.45%, 2/15/26

     100,000          109,422  

3.70%, 6/15/26

     80,000          84,544  

4.00%, 3/1/27

     295,000          318,238  

3.65%, 9/1/27

     537,000          568,489  

4.30%, 2/15/29(b)

     250,000          275,394  

4.75%, 5/15/47

     50,000          58,794  

5.20%, 2/15/49

     50,000          62,186  

CSX Corp.

       

4.25%, 6/1/21

     38,000          39,028  

3.40%, 8/1/24

     25,000          26,322  

3.35%, 11/1/25

     44,000          46,376  

3.25%, 6/1/27

     265,000          280,023  

3.80%, 3/1/28

     657,000          716,947  

6.15%, 5/1/37

     150,000          200,109  

5.50%, 4/15/41

     25,000          31,740  

4.75%, 5/30/42

     117,000          139,023  

4.10%, 3/15/44

     110,000          122,157  

3.80%, 11/1/46

     380,000          407,228  

4.30%, 3/1/48

     130,000          150,526  

3.95%, 5/1/50

     15,000          16,315  

4.50%, 8/1/54

     102,000          119,279  

4.65%, 3/1/68

     60,000          70,426  

CubeSmart L.P.

       

3.13%, 9/1/26

     35,000          35,628  

4.38%, 2/15/29

     25,000          27,627  

CVS Health Corp.

       

2.13%, 6/1/21

     310,000          310,215  

3.50%, 7/20/22

     2,000          2,066  

4.75%, 12/1/22

     400,000          425,022  

4.00%, 12/5/23

     179,000          189,363  

4.10%, 3/25/25

     250,000          268,628  

3.88%, 7/20/25

     683,000          728,449  

2.88%, 6/1/26

     150,000          151,937  

4.30%, 3/25/28

     1,797,000          1,960,428  

3.25%, 8/15/29

     395,000          401,977  

4.88%, 7/20/35

     445,000          511,243  

4.78%, 3/25/38

     605,000          688,312  

5.13%, 7/20/45

     325,000          384,574  

5.05%, 3/25/48(b)

     1,000,000          1,185,019  

Dell International LLC

       

4.42%, 6/15/21(d)

     50,000          51,497  

5.45%, 6/15/23(d)

     283,000          306,868  

4.00%, 7/15/24(d)

     35,000          36,569  

6.02%, 6/15/26(d)

     340,000          388,810  

5.30%, 10/1/29(d)

     370,000          409,898  

8.10%, 7/15/36(d)

     680,000          880,378  

8.35%, 7/15/46(d)

     365,000          490,376  

Delta Air Lines, Inc.

       

4.38%, 4/19/28

     45,000          46,733  

Devon Energy Corp.

       

4.75%, 5/15/42

     100,000          111,963  

5.00%, 6/15/45

     50,000          58,495  

Digital Realty Trust L.P.

       

2.75%, 2/1/23

     25,000          25,282  

3.70%, 8/15/27

     230,000          242,755  

Dignity Health

       

5.27%, 11/1/64

     10,000          11,963  

Discover Bank

       

4.68%, 8/9/28, (4.682% fixed rate until 8/9/23; 5-year U.S. dollar Swap Rate + 1.73% thereafter)(c)

     200,000          209,984  

4.65%, 9/13/28

     250,000          281,024  

Discover Financial Services

       

3.95%, 11/6/24

     71,000          75,416  

3.75%, 3/4/25

     210,000          221,833  

Discovery Communications LLC

       

4.90%, 3/11/26

     367,000          410,589  

3.95%, 3/20/28

     85,000          89,885  

5.00%, 9/20/37

     450,000          501,144  

6.35%, 6/1/40

     50,000          63,315  

4.95%, 5/15/42

     30,000          32,706  

4.88%, 4/1/43

     35,000          38,268  

5.20%, 9/20/47

     90,000          102,640  

5.30%, 5/15/49

     350,000          404,684  

Dollar General Corp.

       

3.88%, 4/15/27

     350,000          376,436  

Dominion Energy Gas Holdings LLC

       

3.60%, 12/15/24

     120,000          126,223  

Dominion Energy, Inc.

       

2.00%, 8/15/21, Series C

     25,000          24,967  

3.07%, 8/15/24

     318,000          326,192  

3.90%, 10/1/25

     207,000          221,756  

4.25%, 6/1/28

     75,000          83,083  

5.25%, 8/1/33, Series F

     45,000          54,124  

7.00%, 6/15/38

     25,000          35,029  

4.90%, 8/1/41, Series C

     60,000          70,831  

4.70%, 12/1/44(b)

     100,000          117,147  

4.60%, 3/15/49, Series A

     45,000          52,686  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

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)

   $ 6,000        $ 6,480  

Dow Chemical Co. (The)

       

3.00%, 11/15/22

     40,000          40,922  

3.50%, 10/1/24

     238,000          249,699  

4.80%, 11/30/28(b)

     100,000          113,206  

7.38%, 11/1/29

     336,000          444,780  

4.25%, 10/1/34

     70,000          75,093  

5.25%, 11/15/41

     30,000          34,292  

4.38%, 11/15/42

     225,000          237,187  

4.63%, 10/1/44

     80,000          87,326  

4.80%, 5/15/49

     543,000          612,982  

DPL, Inc.

       

4.35%, 4/15/29(b)(d)

     400,000          374,812  

DTE Energy Co.

       

3.70%, 8/1/23, Series D

     305,000          318,518  

3.50%, 6/1/24, Series C

     284,000          295,621  

2.53%, 10/1/24, Series C

     195,000          195,305  

Duke Energy Carolinas LLC

       

2.95%, 12/1/26

     120,000          125,012  

3.95%, 11/15/28

     200,000          222,486  

Duke Energy Corp.

       

3.05%, 8/15/22

     130,000          133,100  

3.95%, 10/15/23

     125,000          132,359  

3.75%, 4/15/24

     350,000          371,063  

2.65%, 9/1/26

     137,000          138,099  

3.15%, 8/15/27

     175,000          181,909  

3.40%, 6/15/29

     42,000          44,108  

4.80%, 12/15/45

     35,000          42,066  

3.75%, 9/1/46

     209,000          218,367  

3.95%, 8/15/47(b)

     250,000          270,343  

Duke Energy Florida LLC

       

3.20%, 1/15/27

     55,000          57,751  

Duke Energy Progress LLC

       

3.25%, 8/15/25

     40,000          42,210  

3.70%, 9/1/28

     50,000          54,814  

3.45%, 3/15/29

     54,000          58,203  

Duke Realty L.P.

       

3.75%, 12/1/24

     230,000          243,659  

3.25%, 6/30/26

     265,000          275,521  

4.00%, 9/15/28

     50,000          54,795  

DuPont de Nemours, Inc.

       

4.21%, 11/15/23

     25,000          26,732  

4.49%, 11/15/25

     940,000          1,034,979  

4.73%, 11/15/28(b)

     485,000          549,867  

5.42%, 11/15/48

     100,000          124,718  

DXC Technology Co.

       

4.25%, 4/15/24(b)

     323,000          339,368  

4.75%, 4/15/27

     245,000          258,246  

Eagle Materials, Inc.

       

4.50%, 8/1/26

     300,000          313,552  

Eastman Chemical Co.

       

3.60%, 8/15/22

     50,000          51,684  

3.80%, 3/15/25

     388,000          407,402  

4.50%, 12/1/28

     40,000          44,407  

4.65%, 10/15/44

     100,000          108,022  

Eaton Corp.

       

3.10%, 9/15/27

     400,000          417,145  

Eaton Vance Corp.

       

3.50%, 4/6/27

     118,000          124,891  

eBay, Inc.

       

3.80%, 3/9/22

     244,000          252,569  

2.75%, 1/30/23

     30,000          30,419  

3.45%, 8/1/24

     37,000          38,653  

3.60%, 6/5/27

     165,000          171,525  

4.00%, 7/15/42

     160,000          158,024  

Ecolab, Inc.

       

2.70%, 11/1/26

     425,000          436,965  

3.25%, 12/1/27

     25,000          26,551  

Edison International

       

4.13%, 3/15/28

     45,000          45,534  

Eli Lilly & Co.

       

2.75%, 6/1/25(b)

     220,000          226,989  

3.38%, 3/15/29

     350,000          377,789  

Enable Midstream Partners L.P.

       

3.90%, 5/15/24

     78,000          78,660  

4.40%, 3/15/27

     35,000          34,179  

4.95%, 5/15/28

     170,000          170,108  

Enbridge Energy Partners L.P.

       

5.88%, 10/15/25

     25,000          29,035  

Energy Transfer Operating L.P.

       

4.65%, 6/1/21

     10,000          10,266  

4.75%, 1/15/26

     405,000          433,327  

5.50%, 6/1/27

     100,000          110,683  

5.25%, 4/15/29

     100,000          110,457  

6.63%, 10/15/36

     100,000          118,334  

5.80%, 6/15/38, Series 20Y

     146,000          165,055  

7.50%, 7/1/38

     40,000          50,973  

6.05%, 6/1/41

     42,000          46,707  

6.50%, 2/1/42

     283,000          331,202  

5.95%, 10/1/43

     71,000          78,085  

5.15%, 3/15/45

     55,000          55,885  

6.13%, 12/15/45

     305,000          344,464  

5.30%, 4/15/47

     25,000          26,011  

Energy Transfer Partners L.P.

       

5.00%, 10/1/22

     175,000          185,395  

Entergy Corp.

       

2.95%, 9/1/26

     469,000          477,640  

Entergy Texas, Inc.

       

4.50%, 3/30/39

     200,000          235,573  

Enterprise Products Operating LLC

       

3.35%, 3/15/23

     200,000          206,666  

3.90%, 2/15/24

     115,000          122,074  

3.75%, 2/15/25

     118,000          125,488  

4.15%, 10/16/28

     400,000          437,636  

6.13%, 10/15/39

     250,000          325,051  

5.95%, 2/1/41

     109,000          138,868  

4.85%, 8/15/42

     466,000          530,079  

4.45%, 2/15/43

     97,000          104,938  

5.10%, 2/15/45

     285,000          338,299  

4.90%, 5/15/46

     302,000          348,209  

4.25%, 2/15/48

     35,000          37,493  

4.20%, 1/31/50

     150,000          161,208  

4.95%, 10/15/54

     150,000          174,531  

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          435,823  

EOG Resources, Inc.

       

4.15%, 1/15/26(b)

     100,000          110,110  

EPR Properties

       

4.75%, 12/15/26

     250,000          272,898  

4.50%, 6/1/27

     250,000          268,456  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

EQM Midstream Partners L.P.

       

4.00%, 8/1/24

   $   200,000        $   188,819  

5.50%, 7/15/28

     456,000          420,315  

6.50%, 7/15/48

     62,000          52,786  

EQT Corp.

       

3.90%, 10/1/27(b)

     101,000          88,093  

Equifax, Inc.

       

2.30%, 6/1/21

     80,000          80,039  

ERP Operating L.P.

       

3.25%, 8/1/27

     308,000          324,686  

3.50%, 3/1/28

     300,000          320,642  

Essex Portfolio L.P.

       

3.25%, 5/1/23

     185,000          189,742  

4.00%, 3/1/29

     100,000          108,920  

3.00%, 1/15/30

     150,000          152,041  

Eversource Energy

       

2.75%, 3/15/22, Series K

     282,000          286,114  

2.90%, 10/1/24, Series L

     326,000          333,819  

Exelon Corp.

       

3.95%, 6/15/25

     460,000          494,565  

3.40%, 4/15/26

     75,000          78,440  

4.95%, 6/15/35

     20,000          23,388  

5.10%, 6/15/45

     100,000          122,223  

4.45%, 4/15/46

     65,000          73,460  

Exelon Generation Co. LLC

       

6.25%, 10/1/39

     60,000          74,881  

5.60%, 6/15/42

     97,000          113,755  

Expedia Group, Inc.

       

4.50%, 8/15/24

     30,000          32,371  

5.00%, 2/15/26

     350,000          388,803  

3.25%, 2/15/30(d)

     150,000          146,544  

Exxon Mobil Corp.

       

3.57%, 3/6/45

     300,000          327,656  

4.11%, 3/1/46

     50,000          60,131  

3.10%, 8/16/49

     250,000          253,185  

Federal Realty Investment Trust

       

3.20%, 6/15/29

     300,000          312,460  

FedEx Corp.

       

2.63%, 8/1/22

     155,000          157,056  

4.00%, 1/15/24

     20,000          21,402  

3.25%, 4/1/26(b)

     106,000          110,425  

3.30%, 3/15/27

     79,000          81,646  

3.10%, 8/5/29

     200,000          199,037  

3.88%, 8/1/42

     70,000          68,652  

4.10%, 4/15/43

     181,000          179,871  

4.75%, 11/15/45

     561,000          604,693  

4.55%, 4/1/46

     90,000          94,428  

4.40%, 1/15/47

     370,000          377,505  

4.05%, 2/15/48

     150,000          147,164  

Fidelity National Financial, Inc.

       

4.50%, 8/15/28

     220,000          238,077  

Fidelity National Information Services, Inc.

       

5.00%, 10/15/25

     491,000          561,040  

3.00%, 8/15/26

     70,000          72,191  

4.25%, 5/15/28, Series 10Y

     72,000          80,607  

3.75%, 5/21/29(b)

     141,000          153,592  

4.50%, 8/15/46

     25,000          28,947  

4.75%, 5/15/48, Series 30Y

     40,000          48,256  

Fifth Third Bancorp

       

4.30%, 1/16/24

     225,000          242,151  

8.25%, 3/1/38

     100,000          154,206  

First Republic Bank

       

4.63%, 2/13/47

     250,000          291,759  

FirstEnergy Corp.

       

3.90%, 7/15/27, Series B

     100,000          107,093  

7.38%, 11/15/31, Series C

     181,000          253,808  

4.85%, 7/15/47, Series C

     75,000          89,144  

Fiserv, Inc.

       

4.20%, 10/1/28

     637,000          704,252  

4.40%, 7/1/49

     250,000          279,721  

Florida Power & Light Co.

       

4.05%, 6/1/42

     285,000          331,154  

3.99%, 3/1/49

     188,000          220,572  

Flowers Foods, Inc.

       

3.50%, 10/1/26

     8,000          8,230  

Fluor Corp.

       

4.25%, 9/15/28

     250,000          246,776  

FMC Corp.

       

3.45%, 10/1/29

     60,000          62,171  

4.50%, 10/1/49

     250,000          271,947  

Ford Motor Co.

       

4.35%, 12/8/26

     135,000          136,429  

6.63%, 10/1/28

     40,000          43,821  

7.45%, 7/16/31

     350,000          406,706  

4.75%, 1/15/43

     175,000          152,916  

7.40%, 11/1/46

     25,000          28,172  

5.29%, 12/8/46

     245,000          230,041  

Ford Motor Credit Co. LLC

       

3.81%, 1/9/24

     500,000          500,779  

4.69%, 6/9/25

     237,000          243,840  

4.13%, 8/4/25

     200,000          200,080  

3.82%, 11/2/27

     200,000          190,266  

Fortive Corp.

       

3.15%, 6/15/26

     200,000          205,141  

Fox Corp.

       

3.67%, 1/25/22(d)

     100,000          103,268  

4.03%, 1/25/24(d)

     265,000          282,051  

4.71%, 1/25/29(d)

     33,000          37,480  

5.48%, 1/25/39(d)

     90,000          110,906  

5.58%, 1/25/49(d)

     290,000          370,054  

Franklin Resources, Inc.

       

2.85%, 3/30/25

     145,000          150,236  

GATX Corp.

       

3.25%, 3/30/25

     170,000          174,142  

3.85%, 3/30/27

     110,000          114,741  

3.50%, 3/15/28

     300,000          306,914  

4.55%, 11/7/28

     90,000          98,841  

4.70%, 4/1/29

     70,000          78,322  

GE Capital International Funding Co. Unlimited Co.

       

3.37%, 11/15/25(b)

     290,000          299,997  

4.42%, 11/15/35

     920,000          991,946  

General Dynamics Corp.

       

2.38%, 11/15/24

     132,000          134,607  

3.50%, 5/15/25

     65,000          69,576  

2.13%, 8/15/26

     318,000          316,908  

2.63%, 11/15/27(b)

     50,000          51,119  

3.75%, 5/15/28

     100,000          111,249  

General Electric Co.

       

4.65%, 10/17/21

     170,000          177,688  

2.70%, 10/9/22

     198,000          199,720  

6.75%, 3/15/32, Series A

     465,000          603,081  

6.15%, 8/7/37

     60,000          74,955  

5.88%, 1/14/38

     670,000          822,392  

6.88%, 1/10/39

     385,000          518,771  

4.13%, 10/9/42

     4,000          4,232  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

General Mills, Inc.

       

3.65%, 2/15/24

   $ 2,000        $ 2,106  

3.20%, 2/10/27(b)

     350,000          368,385  

4.20%, 4/17/28

     275,000          306,897  

4.15%, 2/15/43

     135,000          146,296  

4.70%, 4/17/48

     45,000          53,701  

General Motors Co.

       

4.00%, 4/1/25

     39,000          40,794  

4.20%, 10/1/27

     100,000          102,301  

5.00%, 4/1/35

     90,000          93,016  

6.60%, 4/1/36

     331,000          385,360  

5.15%, 4/1/38

     500,000          512,224  

6.25%, 10/2/43

     250,000          277,450  

5.20%, 4/1/45

     75,000          74,839  

6.75%, 4/1/46

     175,000          203,909  

General Motors Financial Co., Inc.

       

3.20%, 7/6/21

     30,000          30,381  

4.38%, 9/25/21

     270,000          279,368  

3.45%, 1/14/22

     20,000          20,396  

3.45%, 4/10/22

     84,000          85,675  

3.15%, 6/30/22

     330,000          335,663  

4.00%, 1/15/25

     283,000          293,471  

4.35%, 4/9/25

     75,000          79,064  

4.30%, 7/13/25

     111,000          116,995  

5.25%, 3/1/26

     60,000          65,422  

4.00%, 10/6/26

     100,000          102,550  

4.35%, 1/17/27

     385,000          399,545  

3.85%, 1/5/28

     111,000          111,884  

Genpact Luxembourg SARL

       

3.70%, 4/1/22

     130,000          132,206  

Georgia Power Co.

       

3.25%, 3/30/27

     425,000          440,960  

Gilead Sciences, Inc.

       

3.50%, 2/1/25

     250,000          264,407  

3.65%, 3/1/26

     260,000          279,689  

2.95%, 3/1/27

     300,000          310,943  

Global Payments, Inc.

       

3.75%, 6/1/23

     35,000          36,515  

4.80%, 4/1/26

     125,000          139,357  

4.45%, 6/1/28

     160,000          176,520  

Globe Life, Inc.

       

4.55%, 9/15/28

     427,000          475,613  

GLP Capital L.P.

       

5.25%, 6/1/25

     250,000          275,005  

5.38%, 4/15/26

     105,000          115,947  

Goldman Sachs Group, Inc. (The)

       

3.50%, 1/23/25

     128,000          133,830  

3.75%, 5/22/25

     147,000          155,552  

4.25%, 10/21/25

     276,000          298,250  

3.75%, 2/25/26

     125,000          132,736  

3.50%, 11/16/26

     100,000          104,440  

5.95%, 1/15/27

     150,000          179,827  

3.85%, 1/26/27

     770,000          820,540  

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)

     645,000          684,302  

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)

     850,000          910,207  

6.75%, 10/1/37

     972,000          1,338,853  

5.15%, 5/22/45

     325,000          400,330  

Halliburton Co.

       

3.50%, 8/1/23

     50,000          51,875  

3.80%, 11/15/25

     100,000          105,492  

4.85%, 11/15/35

     55,000          61,106  

6.70%, 9/15/38

     170,000          222,887  

7.45%, 9/15/39

     78,000          111,222  

4.50%, 11/15/41

     2,000          2,098  

5.00%, 11/15/45

     540,000          603,780  

Hartford Financial Services Group, Inc. (The)

       

4.30%, 4/15/43

     65,000          72,527  

4.40%, 3/15/48

     235,000          270,445  

Hasbro, Inc.

       

3.50%, 9/15/27

     200,000          198,073  

6.35%, 3/15/40

     156,000          181,759  

HCA, Inc.

       

5.25%, 4/15/25

     325,000          362,269  

5.13%, 6/15/39

     500,000          554,747  

5.50%, 6/15/47

     250,000          289,678  

5.25%, 6/15/49

     350,000          395,080  

Healthcare Realty Trust, Inc.

       

3.63%, 1/15/28

     25,000          26,057  

Healthcare Trust of America Holdings L.P.

       

3.10%, 2/15/30

     250,000          248,950  

Healthpeak Properties, Inc.

       

4.25%, 11/15/23

     20,000          21,411  

4.20%, 3/1/24

     15,000          16,043  

3.88%, 8/15/24

     55,000          58,670  

3.40%, 2/1/25

     59,000          61,816  

4.00%, 6/1/25(b)

     85,000          91,563  

3.25%, 7/15/26

     350,000          363,966  

Hershey Co. (The)

       

2.30%, 8/15/26

     85,000          85,729  

Hess Corp.

       

4.30%, 4/1/27

     100,000          105,215  

6.00%, 1/15/40

     175,000          202,593  

5.60%, 2/15/41

     100,000          114,201  

5.80%, 4/1/47

     250,000          297,011  

Hewlett Packard Enterprise Co.

       

4.90%, 10/15/25

     380,000          421,663  

6.20%, 10/15/35

     50,000          60,111  

6.35%, 10/15/45

     260,000          310,416  

Hexcel Corp.

       

4.70%, 8/15/25

     133,000          143,887  

3.95%, 2/15/27

     150,000          157,037  

Highwoods Realty L.P.

       

4.13%, 3/15/28

     25,000          26,688  

4.20%, 4/15/29

     100,000          107,871  

3.05%, 2/15/30

     250,000          246,958  

Home Depot, Inc. (The)

       

3.35%, 9/15/25

     255,000          272,815  

3.00%, 4/1/26

     155,000          162,754  

2.80%, 9/14/27

     575,000          602,341  

2.95%, 6/15/29

     145,000          151,685  

Honeywell International, Inc.

       

2.50%, 11/1/26(b)

     670,000          683,223  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Host Hotels & Resorts L.P.

       

4.75%, 3/1/23, Series C

   $ 40,000        $ 42,636  

4.00%, 6/15/25, Series E

     21,000          22,383  

HP, Inc.

       

6.00%, 9/15/41

     350,000          389,827  

Hubbell, Inc.

       

3.63%, 11/15/22

     25,000          25,895  

3.15%, 8/15/27

     8,000          8,089  

3.50%, 2/15/28

     96,000          99,454  

Hudson Pacific Properties L.P.

       

3.95%, 11/1/27

     175,000          184,067  

4.65%, 4/1/29

     185,000          204,031  

Humana, Inc.

       

3.15%, 12/1/22

     15,000          15,369  

3.95%, 3/15/27

     315,000          338,657  

4.95%, 10/1/44

     75,000          87,960  

Huntington Bancshares, Inc.

       

2.63%, 8/6/24

     111,000          112,260  

4.00%, 5/15/25(b)

     237,000          255,402  

Huntington Ingalls Industries, Inc.

       

3.48%, 12/1/27

     25,000          26,245  

Huntington National Bank (The)

       

3.55%, 10/6/23

     100,000          104,976  

Huntsman International LLC

       

4.50%, 5/1/29

     375,000          396,646  

IDEX Corp.

       

4.50%, 12/15/20

     10,000          10,182  

Illinois Tool Works, Inc.

       

2.65%, 11/15/26

     99,000          101,919  

Ingersoll-Rand Global Holding Co., Ltd.

       

2.90%, 2/21/21(b)

     75,000          75,557  

4.25%, 6/15/23

     218,000          232,829  

5.75%, 6/15/43

     130,000          169,014  

Ingersoll-Rand Luxembourg Finance S.A.

       

3.55%, 11/1/24

     98,000          102,872  

3.80%, 3/21/29

     150,000          160,350  

Ingredion, Inc.

       

3.20%, 10/1/26

     109,000          110,684  

Intel Corp.

       

2.88%, 5/11/24

     70,000          72,590  

3.70%, 7/29/25

     178,000          192,588  

2.60%, 5/19/26

     100,000          102,572  

3.15%, 5/11/27

     304,000          322,348  

Intercontinental Exchange, Inc.

       

3.75%, 12/1/25

     136,000          146,963  

3.10%, 9/15/27

     90,000          94,307  

3.75%, 9/21/28

     358,000          392,538  

International Business Machines Corp.

       

7.00%, 10/30/25

     129,000          161,709  

3.45%, 2/19/26(b)

     160,000          170,502  

3.30%, 5/15/26

     300,000          315,944  

3.30%, 1/27/27(b)

     150,000          159,293  

3.50%, 5/15/29(b)

     1,200,000          1,294,994  

International Flavors & Fragrances, Inc.

       

4.38%, 6/1/47

     177,000          185,135  

5.00%, 9/26/48

     50,000          58,490  

International Lease Finance Corp.

       

8.63%, 1/15/22

     30,000          33,863  

International Paper Co.

       

3.65%, 6/15/24

     163,000          171,622  

3.80%, 1/15/26

     155,000          164,990  

3.00%, 2/15/27(b)

     436,000          445,689  

7.30%, 11/15/39

     100,000          139,313  

6.00%, 11/15/41

     75,000          92,468  

4.80%, 6/15/44

     55,000          60,287  

4.40%, 8/15/47

     85,000          90,442  

4.35%, 8/15/48

     100,000          106,240  

Interpublic Group of Cos., Inc. (The)

       

4.20%, 4/15/24

     176,000          189,031  

5.40%, 10/1/48(b)

     135,000          163,848  

Interstate Power & Light Co.

       

6.25%, 7/15/39

     10,000          13,447  

3.70%, 9/15/46

     200,000          209,521  

ITC Holdings Corp.

       

3.25%, 6/30/26

     75,000          77,577  

Jabil, Inc.

       

3.95%, 1/12/28

     134,000          138,559  

Jefferies Group LLC

       

4.85%, 1/15/27

     153,000          166,249  

4.15%, 1/23/30

     279,000          287,749  

6.25%, 1/15/36(b)

     121,000          143,218  

6.50%, 1/20/43

     125,000          148,580  

JM Smucker Co. (The)

       

4.25%, 3/15/35

     150,000          163,073  

4.38%, 3/15/45

     5,000          5,469  

John Deere Capital Corp.

       

3.35%, 6/12/24

     44,000          46,449  

3.45%, 3/13/25

     135,000          144,272  

3.05%, 1/6/28

     25,000          26,313  

2.80%, 7/18/29

     300,000          310,193  

Johnson & Johnson

       

3.40%, 1/15/38

     650,000          702,429  

3.75%, 3/3/47(b)

     500,000          575,454  

Johnson Controls International PLC

       

3.90%, 2/14/26

     10,000          10,717  

4.63%, 7/2/44

     180,000          197,155  

5.13%, 9/14/45

     11,000          12,851  

4.50%, 2/15/47

     25,000          27,282  

JPMorgan Chase & Co.

       

3.13%, 1/23/25

     180,000          186,685  

3.90%, 7/15/25

     50,000          53,735  

3.30%, 4/1/26

     370,000          388,948  

3.20%, 6/15/26

     245,000          255,909  

2.95%, 10/1/26

     53,000          54,723  

7.63%, 10/15/26

     517,000          669,066  

4.13%, 12/15/26

     439,000          480,591  

3.96%, 1/29/27, (3.96% fixed rate until 1/29/26; 3-month U.S. dollar London Interbank Offered Rate + 1.245% thereafter)(c)

     250,000          270,383  

8.00%, 4/29/27

     1,000          1,333  

4.25%, 10/1/27

     120,000          132,576  

3.63%, 12/1/27

     35,000          36,985  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

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)

   $   750,000        $   806,947  

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)

     490,000          519,978  

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)

     425,000          450,403  

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)

     682,000          748,438  

4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.26% thereafter)(c)

     305,000          338,429  

4.45%, 12/5/29, (4.452% fixed rate until 12/5/28; 3-month U.S. dollar London Interbank Offered Rate + 1.33% thereafter)(c)

     400,000          453,498  

Juniper Networks, Inc.

       

4.50%, 3/15/24

     25,000          27,046  

5.95%, 3/15/41

     161,000          182,665  

Kaiser Foundation Hospitals

       

4.15%, 5/1/47

     250,000          291,762  

Kansas City Southern

       

4.30%, 5/15/43

     19,000          21,181  

4.70%, 5/1/48

     125,000          148,416  

Kellogg Co.

       

4.00%, 12/15/20

     30,000          30,595  

2.65%, 12/1/23

     16,000          16,314  

3.25%, 4/1/26

     145,000          150,353  

3.40%, 11/15/27

     155,000          162,258  

7.45%, 4/1/31, Series B

     50,000          69,956  

4.50%, 4/1/46

     112,000          125,380  

Kemper Corp.

       

4.35%, 2/15/25

     125,000          132,148  

Kennametal, Inc.

       

4.63%, 6/15/28

     240,000          256,962  

Keurig Dr Pepper, Inc.

       

4.42%, 5/25/25

     65,000          70,981  

2.55%, 9/15/26

     25,000          24,867  

3.43%, 6/15/27

     140,000          146,552  

4.60%, 5/25/28(b)

     170,000          192,964  

4.99%, 5/25/38(b)

     115,000          135,364  

4.50%, 11/15/45

     100,000          109,847  

5.09%, 5/25/48

     125,000          150,458  

KeyCorp

       

4.15%, 10/29/25

     241,000          263,537  

4.10%, 4/30/28

     240,000          263,024  

2.55%, 10/1/29

     90,000          88,152  

Kilroy Realty L.P.

       

3.45%, 12/15/24

     87,000          90,272  

4.38%, 10/1/25

     160,000          173,343  

4.25%, 8/15/29

     50,000          54,558  

Kimberly-Clark Corp.

       

3.20%, 4/25/29

     250,000          268,109  

Kimco Realty Corp.

       

3.30%, 2/1/25

     142,000          147,113  

2.80%, 10/1/26

     197,000          198,039  

4.25%, 4/1/45(b)

     29,000          31,252  

4.45%, 9/1/47

     105,000          117,241  

3.70%, 10/1/49

     150,000          149,062  

Kinder Morgan Energy Partners L.P.

       

3.50%, 3/1/21

     30,000          30,422  

3.50%, 9/1/23

     25,000          25,895  

7.30%, 8/15/33

     1,000          1,325  

6.95%, 1/15/38

     90,000          116,765  

6.50%, 9/1/39

     123,000          153,802  

6.55%, 9/15/40

     250,000          312,862  

6.38%, 3/1/41

     8,000          9,864  

5.63%, 9/1/41

     250,000          287,435  

5.00%, 3/1/43

     328,000          357,010  

5.40%, 9/1/44

     75,000          85,063  

Kinder Morgan, Inc.

       

4.30%, 6/1/25

     286,000          308,544  

4.30%, 3/1/28(b)

     500,000          542,326  

7.75%, 1/15/32

     150,000          204,977  

5.30%, 12/1/34

     425,000          486,962  

5.55%, 6/1/45

     291,000          342,383  

5.20%, 3/1/48(b)

     100,000          115,480  

Kirby Corp.

       

4.20%, 3/1/28

     30,000          31,803  

KLA Corp.

       

4.65%, 11/1/24

     425,000          467,305  

Kohl’s Corp.

       

4.25%, 7/17/25

     85,000          89,093  

5.55%, 7/17/45

     327,000          333,406  

Kraft Heinz Foods Co.

       

3.50%, 6/6/22

     341,000          352,616  

3.95%, 7/15/25

     65,000          68,296  

3.00%, 6/1/26

     456,000          454,720  

4.63%, 1/30/29

     55,000          60,281  

6.75%, 3/15/32

     250,000          311,626  

5.00%, 7/15/35

     79,000          86,280  

6.88%, 1/26/39

     456,000          571,693  

6.50%, 2/9/40

     55,000          66,913  

5.20%, 7/15/45

     440,000          475,363  

4.88%, 10/1/49(d)

     450,000          468,739  

Kroger Co. (The)

       

2.80%, 8/1/22

     500,000          509,216  

2.65%, 10/15/26(b)

     425,000          426,156  

3.70%, 8/1/27

     245,000          262,430  

5.15%, 8/1/43

     50,000          57,140  

4.45%, 2/1/47

     205,000          219,515  

4.65%, 1/15/48

     149,000          163,647  

L3Harris Technologies, Inc.

       

4.95%, 2/15/21(d)

     10,000          10,262  

3.95%, 5/28/24(d)

     5,000          5,313  

3.83%, 4/27/25

     300,000          320,202  

4.40%, 6/15/28(d)

     250,000          279,543  

4.40%, 6/15/28

     55,000          61,500  

4.85%, 4/27/35

     67,000          79,629  

5.05%, 4/27/45

     50,000          62,749  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Laboratory Corp. of America Holdings

       

3.25%, 9/1/24

   $   100,000        $ 103,894  

3.60%, 2/1/25

     263,000          275,686  

3.60%, 9/1/27(b)

     225,000          238,557  

Lam Research Corp.

       

3.80%, 3/15/25

     88,000          93,896  

3.75%, 3/15/26

     50,000          53,676  

4.00%, 3/15/29

     575,000          635,027  

Lazard Group LLC

       

3.75%, 2/13/25

     35,000          36,563  

Lear Corp.

       

4.25%, 5/15/29(b)

     250,000          258,173  

Legg Mason, Inc.

       

5.63%, 1/15/44

     15,000          16,878  

Leggett & Platt, Inc.

       

3.50%, 11/15/27

     25,000          25,512  

Liberty Property L.P.

       

4.38%, 2/1/29

     60,000          68,589  

LifeStorage L.P.

       

3.50%, 7/1/26

     60,000          61,913  

3.88%, 12/15/27

     25,000          26,518  

Lincoln National Corp.

       

4.00%, 9/1/23

     492,000          524,226  

4.35%, 3/1/48

     53,000          58,416  

Loews Corp.

       

3.75%, 4/1/26

     5,000          5,382  

Lowe’s Cos., Inc.

       

3.12%, 4/15/22

     250,000          256,332  

3.38%, 9/15/25

     355,000          374,012  

2.50%, 4/15/26

     25,000          25,116  

3.10%, 5/3/27

     234,000          243,160  

3.65%, 4/5/29

     210,000          225,269  

4.25%, 9/15/44

     155,000          168,229  

3.70%, 4/15/46

     440,000          450,518  

4.05%, 5/3/47

     420,000          452,100  

LYB International Finance B.V.

       

4.00%, 7/15/23

     45,000          47,602  

5.25%, 7/15/43

     200,000          233,090  

4.88%, 3/15/44

     270,000          301,298  

LYB International Finance II B.V.

       

3.50%, 3/2/27

     20,000          20,847  

LyondellBasell Industries N.V.

       

5.75%, 4/15/24

     200,000          225,684  

Macy’s Retail Holdings, Inc.

       

2.88%, 2/15/23

     30,000          29,652  

3.63%, 6/1/24(b)

     87,000          87,104  

4.50%, 12/15/34

     23,000          21,481  

Magellan Midstream Partners L.P.

       

5.15%, 10/15/43

     2,000          2,344  

4.20%, 10/3/47

     150,000          157,937  

4.85%, 2/1/49(b)

     185,000            213,159  

Marathon Oil Corp.

       

2.80%, 11/1/22

     30,000          30,465  

3.85%, 6/1/25

     30,000          31,452  

4.40%, 7/15/27

     115,000          123,906  

6.60%, 10/1/37

     527,000          650,820  

Marathon Petroleum Corp.

       

6.50%, 3/1/41

     100,000          127,039  

4.75%, 9/15/44

     40,000          43,677  

4.50%, 4/1/48

     25,000          26,422  

5.00%, 9/15/54

     95,000          102,290  

Markel Corp.

       

3.50%, 11/1/27

     100,000          103,483  

5.00%, 4/5/46

     165,000          191,187  

4.30%, 11/1/47

     85,000          89,576  

5.00%, 5/20/49

     250,000          292,156  

Marriott International, Inc.

       

2.30%, 1/15/22

     10,000          10,024  

3.25%, 9/15/22

     29,000          29,774  

4.15%, 12/1/23, Series Z

     29,000          30,973  

3.13%, 6/15/26, Series R

     100,000          102,751  

Marsh & McLennan Cos., Inc.

       

3.50%, 3/10/25

     35,000          36,716  

3.75%, 3/14/26

     246,000          264,261  

Martin Marietta Materials, Inc.

       

3.45%, 6/1/27

     25,000          25,818  

4.25%, 12/15/47(b)

     180,000          188,568  

Massachusetts Institute of Technology

       

4.68%, 7/1/2114

     100,000          135,263  

Mastercard, Inc.

       

3.38%, 4/1/24

     141,000          149,662  

2.95%, 6/1/29

     145,000          152,468  

McCormick & Co., Inc.

       

3.40%, 8/15/27

     110,000          115,442  

McDonald’s Corp.

       

3.35%, 4/1/23

     35,000          36,448  

3.38%, 5/26/25

     155,000          163,372  

3.70%, 1/30/26

     478,000          514,395  

3.80%, 4/1/28(b)

     960,000          1,051,771  

4.70%, 12/9/35

     50,000          59,888  

6.30%, 3/1/38

     18,000          24,845  

4.88%, 7/15/40

     258,000          311,554  

4.60%, 5/26/45

     92,000          108,925  

4.88%, 12/9/45

     110,000          135,190  

4.45%, 3/1/47

     35,000          40,636  

4.45%, 9/1/48

     150,000          175,267  

McKesson Corp.

       

3.80%, 3/15/24

     40,000          42,171  

4.75%, 5/30/29

     15,000          16,776  

4.88%, 3/15/44

     100,000          109,584  

Medtronic Global Holdings SCA

       

3.35%, 4/1/27

     185,000          198,092  

Medtronic, Inc.

       

3.50%, 3/15/25

     672,000          719,717  

Merck & Co., Inc.

       

2.75%, 2/10/25

     345,000          356,105  

3.40%, 3/7/29

     500,000          543,803  

Mercury General Corp.

       

4.40%, 3/15/27

     160,000          168,685  

MetLife, Inc.

       

6.40%, 12/15/66

     100,000          122,639  

Micron Technology, Inc.

       

5.33%, 2/6/29

     115,000          128,893  

Microsoft Corp.

       

4.20%, 11/3/35

     50,000          59,650  

3.45%, 8/8/36

     250,000          276,016  

4.10%, 2/6/37

     550,000          651,309  

5.30%, 2/8/41

     245,000          338,100  

3.50%, 11/15/42

     525,000          578,599  

4.88%, 12/15/43

     275,000          364,007  

3.75%, 2/12/45

     70,000          80,343  

4.45%, 11/3/45

     515,000          650,087  

3.70%, 8/8/46

     775,000          887,285  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

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

   $ 400,000        $ 496,620  

4.00%, 2/12/55

     500,000          594,936  

4.75%, 11/3/55

     25,000          33,479  

3.95%, 8/8/56

     740,000          870,814  

4.50%, 2/6/57

     500,000          648,771  

Mid-America Apartments L.P.

       

3.75%, 6/15/24

     37,000          39,003  

3.60%, 6/1/27

     125,000          133,224  

3.95%, 3/15/29

     290,000          318,692  

MidAmerican Energy Co.

       

3.10%, 5/1/27

     200,000          211,163  

Molson Coors Brewing Co.

       

3.00%, 7/15/26

     157,000          157,986  

5.00%, 5/1/42

     100,000          108,474  

4.20%, 7/15/46

     205,000          202,246  

Mondelez International, Inc.

       

4.00%, 2/1/24

     90,000          95,941  

3.63%, 2/13/26

     100,000          106,809  

4.63%, 5/7/48

     165,000          193,437  

Morgan Stanley

       

4.88%, 11/1/22

     210,000          225,229  

4.00%, 7/23/25

     64,000          69,238  

5.00%, 11/24/25

     162,000          182,488  

3.88%, 1/27/26

     633,000          682,660  

4.35%, 9/8/26

     250,000          273,750  

3.63%, 1/20/27

     1,027,000          1,095,653  

3.95%, 4/23/27(b)

     440,000          471,465  

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)

     600,000          637,743  

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)

     292,000          313,983  

4.43%, 1/23/30, (4.431% fixed rate until 1/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.628% thereafter)(b)(c)

     450,000          507,908  

Mosaic Co. (The)

       

4.25%, 11/15/23

     100,000          106,688  

4.05%, 11/15/27(b)

     277,000          288,955  

4.88%, 11/15/41

     68,000          71,186  

5.63%, 11/15/43(b)

     38,000          44,003  

Motorola Solutions, Inc.

       

4.00%, 9/1/24

     262,000          277,172  

4.60%, 2/23/28

     50,000          54,028  

5.50%, 9/1/44

     100,000          110,277  

MPLX L.P.

       

4.50%, 7/15/23

     60,000          63,641  

4.88%, 12/1/24

     233,000          252,240  

5.25%, 1/15/25(d)

     355,000          372,797  

4.00%, 2/15/25

     157,000          163,649  

4.88%, 6/1/25

     106,000          114,913  

4.13%, 3/1/27

     410,000          425,907  

4.00%, 3/15/28

     190,000          194,869  

5.20%, 3/1/47

     150,000          158,432  

5.20%, 12/1/47(d)

     25,000          26,210  

4.70%, 4/15/48

     210,000          209,166  

5.50%, 2/15/49

     295,000          325,298  

4.90%, 4/15/58

     30,000          29,702  

MUFG Americas Holdings Corp.

       

3.00%, 2/10/25

     17,000          17,329  

Mylan N.V.

       

3.95%, 6/15/26

     554,000          576,664  

5.25%, 6/15/46

     290,000          319,724  

Mylan, Inc.

       

5.40%, 11/29/43

     425,000          467,392  

Nasdaq, Inc.

       

4.25%, 6/1/24

     154,000          166,186  

National Fuel Gas Co.

       

3.95%, 9/15/27

     150,000          153,239  

4.75%, 9/1/28

     65,000          68,814  

National Grid USA

       

5.80%, 4/1/35

     145,000          178,835  

National Oilwell Varco, Inc.

       

3.95%, 12/1/42

     105,000          95,527  

National Retail Properties, Inc.

       

3.80%, 10/15/22

     8,000          8,309  

3.30%, 4/15/23

     25,000          25,770  

3.50%, 10/15/27

     15,000          15,720  

National Rural Utilities Cooperative Finance Corp.

       

2.85%, 1/27/25

     155,000          159,165  

3.40%, 2/7/28

     100,000          107,075  

3.70%, 3/15/29

     167,000          183,225  

NetApp, Inc.

       

3.30%, 9/29/24

     25,000          25,877  

Newell Brands, Inc.

       

3.85%, 4/1/23

     25,000          25,807  

4.20%, 4/1/26

     400,000          413,140  

5.38%, 4/1/36

     49,000          51,184  

5.50%, 4/1/46

     45,000          46,914  

Newmont Goldcorp Corp.

       

3.50%, 3/15/22

     112,000          115,131  

3.70%, 3/15/23

     244,000          253,903  

2.80%, 10/1/29

     85,000          84,300  

6.25%, 10/1/39

     90,000          120,347  

4.88%, 3/15/42(b)

     230,000          271,184  

5.45%, 6/9/44

     25,000          31,317  

NextEra Energy Capital Holdings, Inc.

       

3.15%, 4/1/24

     250,000          258,680  

3.25%, 4/1/26

     175,000          182,891  

3.55%, 5/1/27

     200,000          213,774  

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          33,700  

NIKE, Inc.

       

2.38%, 11/1/26

     400,000          409,146  

NiSource, Inc.

       

3.49%, 5/15/27

     200,000          209,851  

5.95%, 6/15/41

     2,000          2,590  

5.25%, 2/15/43

     98,000          119,546  

5.65%, 2/1/45

     394,000          509,390  

4.38%, 5/15/47

     25,000          28,013  

3.95%, 3/30/48(b)

     75,000          78,678  

Noble Energy, Inc.

       

3.90%, 11/15/24

     271,000          284,306  

3.85%, 1/15/28

     163,000          169,513  

6.00%, 3/1/41

     290,000          343,182  

5.05%, 11/15/44

     85,000          90,598  

4.95%, 8/15/47

     69,000          73,658  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Nordstrom, Inc.

       

4.00%, 3/15/27

   $ 20,000        $ 20,574  

5.00%, 1/15/44

     250,000          244,394  

Norfolk Southern Corp.

       

3.25%, 12/1/21

     410,000          419,182  

2.90%, 6/15/26

     23,000          23,753  

3.15%, 6/1/27(b)

     100,000          104,920  

3.80%, 8/1/28

     445,000          490,776  

3.94%, 11/1/47

     271,000          296,564  

4.05%, 8/15/52

     132,000          147,573  

5.10%, 8/1/2118

     200,000          240,510  

Northern Trust Corp.

       

3.15%, 5/3/29

     250,000          262,731  

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          30,908  

Northrop Grumman Corp.

       

3.50%, 3/15/21

     117,000          119,319  

2.55%, 10/15/22

     25,000          25,360  

3.25%, 8/1/23

     11,000          11,450  

2.93%, 1/15/25

     250,000          257,009  

3.20%, 2/1/27

     100,000          104,145  

3.25%, 1/15/28

     100,000          104,376  

3.85%, 4/15/45

     285,000          310,719  

4.03%, 10/15/47

     300,000          337,114  

Northrop Grumman Systems Corp.

       

7.75%, 2/15/31

     170,000          246,592  

NSTAR Electric Co.

       

3.20%, 5/15/27

     250,000          263,318  

Nucor Corp.

       

4.00%, 8/1/23

     21,000          22,220  

6.40%, 12/1/37

     27,000          36,957  

O’Reilly Automotive, Inc.

       

4.88%, 1/14/21

     70,000          71,672  

4.35%, 6/1/28

     35,000          39,155  

Occidental Petroleum Corp.

       

6.95%, 7/1/24

     72,000          84,098  

3.50%, 6/15/25

     350,000          360,616  

5.55%, 3/15/26

     235,000          266,554  

3.40%, 4/15/26

     90,000          91,620  

3.00%, 2/15/27

     150,000          149,591  

3.50%, 8/15/29

     450,000          454,777  

7.88%, 9/15/31

     69,000          91,973  

6.45%, 9/15/36

     295,000          359,179  

7.95%, 6/15/39

     100,000          138,895  

6.60%, 3/15/46

     371,000          476,655  

4.40%, 4/15/46

     25,000          24,844  

4.10%, 2/15/47

     100,000          95,448  

4.40%, 8/15/49(b)

     500,000          508,586  

Office Properties Income Trust

       

4.25%, 5/15/24

     50,000          51,673  

Oglethorpe Power Corp.

       

5.38%, 11/1/40

     15,000          18,345  

5.25%, 9/1/50

     195,000          236,730  

Ohio Edison Co.

       

6.88%, 7/15/36

     165,000          234,836  

Oklahoma Gas & Electric Co.

       

3.80%, 8/15/28

     135,000          147,600  

Old Republic International Corp.

       

3.88%, 8/26/26

     110,000          116,339  

Omega Healthcare Investors, Inc.

       

4.95%, 4/1/24

     300,000          324,250  

4.50%, 4/1/27

     80,000          86,770  

4.75%, 1/15/28

     60,000          65,790  

3.63%, 10/1/29

     100,000          100,381  

Oncor Electric Delivery Co. LLC

       

2.95%, 4/1/25(b)

     169,000          174,052  

ONEOK Partners L.P.

       

5.00%, 9/15/23

     150,000          162,827  

6.20%, 9/15/43

     50,000          61,027  

ONEOK, Inc.

       

4.00%, 7/13/27

     630,000          664,543  

4.55%, 7/15/28

     357,000          386,558  

4.95%, 7/13/47

     190,000          200,695  

Oracle Corp.

       

2.95%, 11/15/24

     500,000          519,537  

2.65%, 7/15/26

     150,000          152,987  

3.25%, 11/15/27

     825,000          877,297  

Oshkosh Corp.

       

4.60%, 5/15/28

     32,000          34,560  

Owens Corning

       

4.20%, 12/1/24

     25,000          26,369  

3.40%, 8/15/26

     200,000          202,662  

7.00%, 12/1/36

     32,000          39,400  

Packaging Corp. of America

       

2.45%, 12/15/20

     50,000          50,318  

3.65%, 9/15/24

     42,000          44,162  

Parker-Hannifin Corp.

       

3.25%, 3/1/27

     100,000          104,320  

3.25%, 6/14/29

     1,197,000          1,244,490  

Pentair Finance Sarl

       

4.50%, 7/1/29

     583,000          612,148  

PepsiCo, Inc.

       

2.75%, 4/30/25

     145,000          151,105  

3.00%, 10/15/27

     650,000          691,096  

Perrigo Finance Unlimited Co.

       

4.90%, 12/15/44

     390,000          362,163  

Pfizer, Inc.

       

2.75%, 6/3/26(b)

     100,000          103,478  

3.00%, 12/15/26

     175,000          185,137  

3.45%, 3/15/29

     500,000          542,068  

Philip Morris International, Inc.

       

3.25%, 11/10/24

     77,000          80,840  

3.38%, 8/11/25

     60,000          63,229  

2.75%, 2/25/26

     44,000          44,813  

3.13%, 8/17/27

     35,000          36,368  

3.13%, 3/2/28

     73,000          75,479  

Phillips 66

       

4.65%, 11/15/34

     147,000          172,912  

4.88%, 11/15/44

     215,000          261,175  

Phillips 66 Partners L.P.

       

3.75%, 3/1/28

     245,000          255,136  

4.90%, 10/1/46

     100,000          113,017  

Physicians Realty L.P.

       

3.95%, 1/15/28

     25,000          26,302  

Piedmont Natural Gas Co., Inc.

       

3.50%, 6/1/29

     78,000          83,514  

Pioneer Natural Resources Co.

       

4.45%, 1/15/26

     50,000          54,838  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Plains All American Pipeline L.P.

       

3.65%, 6/1/22

   $ 40,000        $ 40,931  

3.60%, 11/1/24

     534,000          545,224  

4.65%, 10/15/25

     240,000          255,200  

4.50%, 12/15/26

     320,000          337,094  

4.70%, 6/15/44

     47,000          44,227  

4.90%, 2/15/45

     105,000          101,718  

PNC Bank NA

       

3.25%, 6/1/25

     458,000          481,541  

3.25%, 1/22/28

     375,000          395,410  

PNC Financial Services Group, Inc. (The)

       

3.45%, 4/23/29

     310,000          331,493  

PPG Industries, Inc.

       

2.80%, 8/15/29

     45,000          45,219  

PPL Capital Funding, Inc.

       

4.70%, 6/1/43

     115,000          130,863  

5.00%, 3/15/44

     45,000          52,965  

Praxair, Inc.

       

3.20%, 1/30/26(b)

     200,000          211,311  

Princeton University

       

5.70%, 3/1/39

     215,000          305,851  

Principal Financial Group, Inc.

       

3.40%, 5/15/25

     25,000          26,184  

3.10%, 11/15/26

     25,000          25,963  

Procter & Gamble Co. (The)

       

3.50%, 10/25/47(b)

     250,000          284,963  

Progress Energy, Inc.

       

4.40%, 1/15/21(b)

     70,000          71,450  

6.00%, 12/1/39

     200,000          264,738  

Progressive Corp. (The)

       

2.45%, 1/15/27

     25,000          25,263  

6.63%, 3/1/29

     75,000          98,917  

Prologis L.P.

       

3.75%, 11/1/25

     170,000          184,462  

Prudential Financial, Inc.

       

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)

     30,000          31,883  

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          96,264  

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          113,092  

PSEG Power LLC

       

8.63%, 4/15/31

     100,000          140,897  

Public Service Co. of Colorado

       

3.70%, 6/15/28(b)

     110,000          121,117  

Public Service Electric & Gas Co.

       

2.25%, 9/15/26

     123,000          122,613  

3.00%, 5/15/27

     35,000          36,351  

3.20%, 5/15/29

     270,000          288,739  

Public Service Enterprise Group, Inc.

       

2.65%, 11/15/22

     200,000          202,988  

Public Storage

       

3.09%, 9/15/27

     90,000          94,476  

Puget Energy, Inc.

       

3.65%, 5/15/25

     265,000          275,132  

QUALCOMM, Inc.

       

2.90%, 5/20/24

     296,000          304,725  

3.45%, 5/20/25

     160,000          169,608  

3.25%, 5/20/27

     215,000          225,512  

QVC, Inc.

       

4.38%, 3/15/23

     48,000          49,726  

4.85%, 4/1/24

     116,000          123,052  

4.45%, 2/15/25

     38,000          39,397  

Raymond James Financial, Inc.

       

3.63%, 9/15/26

     20,000          21,385  

4.95%, 7/15/46

     50,000          59,641  

Raytheon Co.

       

7.20%, 8/15/27

     30,000          39,632  

Realty Income Corp.

       

4.13%, 10/15/26

     95,000          104,621  

3.00%, 1/15/27

     146,000          150,200  

3.65%, 1/15/28

     25,000          26,889  

Regency Centers L.P.

       

3.60%, 2/1/27

     135,000          142,917  

2.95%, 9/15/29

     250,000          251,789  

4.40%, 2/1/47

     13,000          14,982  

Regions Financial Corp.

       

3.80%, 8/14/23

     25,000          26,346  

RenaissanceRe Finance, Inc.

       

3.45%, 7/1/27

     25,000          26,133  

Republic Services, Inc.

       

3.20%, 3/15/25

     125,000          130,341  

3.95%, 5/15/28

     50,000          55,340  

Rockwell Automation, Inc.

       

3.50%, 3/1/29

     168,000          182,626  

Rockwell Collins, Inc.

       

3.70%, 12/15/23

     8,000          8,413  

3.20%, 3/15/24

     60,000          62,431  

3.50%, 3/15/27(b)

     180,000          192,128  

4.80%, 12/15/43

     82,000          100,531  

4.35%, 4/15/47

     550,000          653,993  

Rohm & Haas Co.

       

7.85%, 7/15/29

     110,000          146,513  

Roper Technologies, Inc.

       

3.00%, 12/15/20

     100,000          100,955  

3.80%, 12/15/26

     90,000          96,189  

Royal Caribbean Cruises Ltd.

       

5.25%, 11/15/22(b)

     125,000          135,559  

7.50%, 10/15/27

     50,000          64,071  

3.70%, 3/15/28(b)

     110,000          113,172  

RPM International, Inc.

       

3.75%, 3/15/27

     73,000          75,974  

4.55%, 3/1/29

     100,000          108,693  

4.25%, 1/15/48

     355,000          354,199  

S&P Global, Inc.

       

4.00%, 6/15/25

     164,000          178,173  

2.95%, 1/22/27

     5,000          5,185  

Sabine Pass Liquefaction LLC

       

5.75%, 5/15/24

     150,000          167,124  

5.63%, 3/1/25

     475,000          531,029  

5.88%, 6/30/26

     200,000          228,928  

5.00%, 3/15/27

     150,000          164,332  

4.20%, 3/15/28(b)

     450,000          474,137  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Sabra Health Care L.P.

       

3.90%, 10/15/29

   $   250,000        $   250,909  

Santander Holdings USA, Inc.

       

4.40%, 7/13/27

     725,000          779,280  

Seagate HDD Cayman

       

4.75%, 6/1/23

     31,000          32,599  

4.75%, 1/1/25

     350,000          368,430  

4.88%, 6/1/27(b)

     230,000          243,226  

Sempra Energy

       

2.88%, 10/1/22

     59,000          59,966  

4.05%, 12/1/23

     106,000          112,538  

3.25%, 6/15/27(b)

     70,000          71,851  

3.40%, 2/1/28(b)

     275,000          284,892  

3.80%, 2/1/38

     15,000          15,482  

6.00%, 10/15/39

     227,000          295,039  

Service Properties Trust

       

4.50%, 3/15/25

     112,000          114,383  

3.95%, 1/15/28

     15,000          14,447  

4.38%, 2/15/30

     185,000          179,374  

Sherwin-Williams Co. (The)

       

2.75%, 6/1/22

     7,000          7,113  

3.45%, 8/1/25

     25,000          26,389  

3.45%, 6/1/27

     232,000          244,883  

2.95%, 8/15/29

     110,000          111,420  

4.55%, 8/1/45

     12,000          13,716  

4.50%, 6/1/47

     126,000          144,147  

Shire Acquisitions Investments Ireland DAC

       

2.40%, 9/23/21

     145,000          145,694  

2.88%, 9/23/23

     96,000          97,791  

3.20%, 9/23/26

     425,000          439,872  

Simon Property Group L.P.

       

3.50%, 9/1/25

     145,000          153,731  

3.30%, 1/15/26

     115,000          121,337  

3.38%, 6/15/27

     175,000          185,606  

2.45%, 9/13/29

     534,000          525,802  

SITE Centers Corp.

       

3.63%, 2/1/25

     100,000          103,043  

4.70%, 6/1/27

     30,000          32,768  

Snap-on, Inc.

       

3.25%, 3/1/27(b)

     150,000          157,633  

Southern California Edison Co.

       

4.20%, 3/1/29, Series A

     200,000          220,057  

6.65%, 4/1/29

     108,000          127,717  

Southern California Gas Co.

       

3.95%, 2/15/50, Series WW

     200,000          223,744  

Southern Co. (The)

       

2.95%, 7/1/23

     50,000          51,017  

3.25%, 7/1/26

     160,000          166,044  

4.25%, 7/1/36

     460,000          503,267  

4.40%, 7/1/46

     285,000          320,514  

Southern Co. Gas Capital Corp.

       

2.45%, 10/1/23

     25,000          25,092  

5.88%, 3/15/41

     108,000          139,484  

4.40%, 5/30/47

     3,000          3,388  

Southern Natural Gas Co. LLC

       

4.40%, 6/15/21

     5,000          5,130  

Southern Power Co.

       

4.95%, 12/15/46, Series F

     150,000          168,007  

Southwest Airlines Co.

       

3.45%, 11/16/27

     500,000          528,727  

Southwestern Electric Power Co.

       

2.75%, 10/1/26, Series K

     5,000          5,011  

4.10%, 9/15/28, Series M

     229,000          251,877  

6.20%, 3/15/40

     40,000          53,388  

3.90%, 4/1/45, Series J

     105,000          111,458  

Spectra Energy Partners L.P.

       

3.38%, 10/15/26

     40,000          41,393  

5.95%, 9/25/43

     300,000          373,695  

4.50%, 3/15/45

     269,000          292,860  

Spirit AeroSystems, Inc.

       

4.60%, 6/15/28

     295,000          320,210  

Spirit Airlines Pass Through Trust

       

4.10%, 10/1/29, Series A

     172,160          180,922  

Spirit Realty L.P.

       

4.45%, 9/15/26

     120,000          128,668  

3.40%, 1/15/30

     250,000          251,117  

Stanley Black & Decker, Inc.

       

3.40%, 3/1/26

     165,000          174,634  

4.25%, 11/15/28

     225,000          255,374  

Starbucks Corp.

       

3.85%, 10/1/23

     27,000          28,730  

3.80%, 8/15/25

     147,000          158,427  

2.45%, 6/15/26

     116,000          117,046  

4.00%, 11/15/28(b)

     457,000          510,074  

3.55%, 8/15/29

     375,000          406,441  

3.75%, 12/1/47

     45,000          46,634  

4.50%, 11/15/48

     135,000          156,882  

4.45%, 8/15/49(b)

     200,000          232,429  

State Street Corp.

       

3.55%, 8/18/25

     80,000          85,887  

2.65%, 5/19/26

     55,000          56,157  

Steelcase, Inc.

       

5.13%, 1/18/29

     170,000          190,973  

Stifel Financial Corp.

       

4.25%, 7/18/24

     25,000          26,494  

STORE Capital Corp.

       

4.50%, 3/15/28

     30,000          32,817  

4.63%, 3/15/29

     25,000          27,790  

Stryker Corp.

       

3.50%, 3/15/26

     40,000          42,620  

4.10%, 4/1/43

     202,000          224,779  

Sunoco Logistics Partners Operations L.P.

       

4.00%, 10/1/27

     600,000          612,186  

4.95%, 1/15/43

     4,000          3,934  

5.30%, 4/1/44

     73,000          75,540  

5.35%, 5/15/45

     350,000          362,628  

5.40%, 10/1/47

     335,000          353,301  

SunTrust Bank

       

3.30%, 5/15/26

     40,000          41,694  

SunTrust Banks, Inc.

       

2.70%, 1/27/22

     568,000          574,427  

SVB Financial Group

       

3.50%, 1/29/25

     220,000          231,459  

Synchrony Bank

       

3.00%, 6/15/22

     500,000          507,082  

Synchrony Financial

       

4.25%, 8/15/24

     224,000          236,363  

4.50%, 7/23/25

     43,000          46,125  

3.70%, 8/4/26

     99,000          101,803  

3.95%, 12/1/27

     373,000          389,809  

Synovus Financial Corp.

       

3.13%, 11/1/22

     25,000          25,292  

Sysco Corp.

       

3.30%, 7/15/26

     160,000          168,556  

3.25%, 7/15/27

     550,000          576,470  

5.38%, 9/21/35

     22,000          27,631  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Tanger Properties L.P.

       

3.13%, 9/1/26

   $ 90,000        $ 88,707  

Tapestry, Inc.

       

4.25%, 4/1/25

     36,000          37,829  

4.13%, 7/15/27

     59,000          60,286  

Target Corp.

       

3.50%, 7/1/24

     110,000          117,576  

3.38%, 4/15/29

     250,000          271,382  

TC PipeLines L.P.

       

3.90%, 5/25/27

     250,000          260,198  

TD Ameritrade Holding Corp.

       

3.30%, 4/1/27

     335,000          351,864  

Tech Data Corp.

       

4.95%, 2/15/27

     184,000          187,821  

Texas Instruments, Inc.

       

2.90%, 11/3/27

     65,000          68,344  

Textron, Inc.

       

3.88%, 3/1/25

     8,000          8,473  

3.38%, 3/1/28

     450,000          463,541  

Thermo Fisher Scientific, Inc.

       

4.15%, 2/1/24

     80,000          85,922  

3.20%, 8/15/27

     630,000          659,536  

2.60%, 10/1/29

     110,000          109,057  

4.10%, 8/15/47

     100,000          113,974  

Time Warner Cable LLC

       

6.55%, 5/1/37

     95,000          116,243  

7.30%, 7/1/38

     304,000          390,381  

6.75%, 6/15/39

     230,000          289,910  

4.50%, 9/15/42

     125,000          125,456  

Time Warner Entertainment Co. L.P.

       

8.38%, 3/15/23

     391,000          464,025  

8.38%, 7/15/33

     200,000          280,075  

Timken Co. (The)

       

3.88%, 9/1/24

     101,000          105,297  

4.50%, 12/15/28

     250,000          266,745  

TJX Cos., Inc. (The)

       

2.25%, 9/15/26

     80,000          80,193  

Transatlantic Holdings, Inc.

       

8.00%, 11/30/39

     8,000          12,026  

Transcontinental Gas Pipe Line Co. LLC

       

4.00%, 3/15/28

     45,000          47,533  

Trimble, Inc.

       

4.90%, 6/15/28

     50,000          55,036  

Tucson Electric Power Co.

       

3.05%, 3/15/25

     176,000          182,439  

TWDC Enterprises 18 Corp.

       

3.00%, 2/13/26

     100,000          105,749  

1.85%, 7/30/26

     81,000          79,987  

2.95%, 6/15/27

     145,000          153,356  

Tyson Foods, Inc.

       

3.95%, 8/15/24

     200,000          213,820  

4.00%, 3/1/26

     366,000          396,295  

4.35%, 3/1/29

     500,000          567,231  

4.88%, 8/15/34

     141,000          169,757  

5.15%, 8/15/44

     180,000          220,173  

4.55%, 6/2/47

     50,000          57,646  

U.S. Bancorp

       

3.10%, 4/27/26(b)

     25,000          26,067  

3.15%, 4/27/27, Series X

     345,000          363,875  

3.00%, 7/30/29

     120,000          124,151  

UDR, Inc.

       

2.95%, 9/1/26

     90,000          92,059  

3.50%, 1/15/28

     25,000          26,329  

4.40%, 1/26/29

     79,000          88,505  

Union Pacific Corp.

       

3.50%, 6/8/23

     350,000          366,445  

3.75%, 7/15/25

     81,000          87,183  

3.25%, 8/15/25

     180,000          188,996  

2.75%, 3/1/26

     334,000          344,122  

3.00%, 4/15/27

     280,000          295,812  

3.60%, 9/15/37

     374,000          393,763  

4.38%, 9/10/38

     215,000          248,697  

4.30%, 6/15/42

     10,000          11,361  

4.05%, 11/15/45

     30,000          32,943  

4.05%, 3/1/46

     99,000          109,278  

4.00%, 4/15/47

     265,000          292,872  

4.50%, 9/10/48

     29,000          34,896  

3.80%, 10/1/51

     310,000          337,778  

3.88%, 2/1/55

     30,000          31,395  

4.38%, 11/15/65

     275,000          301,962  

4.10%, 9/15/67

     30,000          31,430  

United Airlines Pass Through Trust

       

4.30%, 2/15/27, Series A

     154,293          166,856  

4.00%, 10/11/27, Series A

     12,767          13,631  

3.75%, 3/3/28, Series A

     13,151          13,918  

3.45%, 1/7/30, Series A

     44,724          46,374  

United Parcel Service, Inc.

       

2.35%, 5/16/22

     2,000          2,024  

2.80%, 11/15/24

     210,000          217,625  

3.05%, 11/15/27

     49,000          51,636  

3.40%, 3/15/29

     100,000          107,696  

United Technologies Corp.

       

2.80%, 5/4/24

     202,000          207,305  

3.95%, 8/16/25

     45,000          48,955  

3.13%, 5/4/27

     75,000          78,455  

4.13%, 11/16/28

     890,000          1,002,185  

6.13%, 7/15/38

     310,000          432,335  

4.45%, 11/16/38

     125,000          149,293  

4.50%, 6/1/42

     385,000          465,257  

4.15%, 5/15/45

     65,000          75,398  

3.75%, 11/1/46

     435,000          479,151  

4.05%, 5/4/47

     60,000          68,888  

4.63%, 11/16/48

     605,000          758,924  

UnitedHealth Group, Inc.

       

3.75%, 7/15/25

     135,000          145,648  

3.10%, 3/15/26

     652,000          685,717  

3.45%, 1/15/27

     103,000          110,691  

3.38%, 4/15/27

     195,000          208,014  

2.95%, 10/15/27

     100,000          104,047  

3.85%, 6/15/28

     445,000          490,229  

3.88%, 12/15/28

     140,000          155,448  

University of Chicago (The)

       

4.00%, 10/1/53

     75,000          89,355  

University of Southern California

       

3.03%, 10/1/39

     490,000          505,885  

Unum Group

       

5.75%, 8/15/42

     122,000          136,910  

Valero Energy Corp.

       

3.65%, 3/15/25

     105,000          110,376  

3.40%, 9/15/26

     60,000          62,310  

4.35%, 6/1/28

     505,000          552,864  

4.00%, 4/1/29

     100,000          107,040  

6.63%, 6/15/37

     120,000          158,424  

4.90%, 3/15/45

     163,000          185,468  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Valero Energy Partners L.P.

       

4.38%, 12/15/26

   $ 250,000        $ 273,104  

Valmont Industries, Inc.

       

5.00%, 10/1/44

     80,000          82,929  

Ventas Realty L.P.

       

3.50%, 4/15/24(b)

     41,000          42,882  

2.65%, 1/15/25

     325,000          326,501  

3.50%, 2/1/25

     40,000          41,686  

3.25%, 10/15/26

     85,000          87,534  

4.00%, 3/1/28

     55,000          59,299  

4.40%, 1/15/29

     60,000          66,105  

4.38%, 2/1/45

     112,000          122,149  

VEREIT Operating Partnership L.P.

       

4.88%, 6/1/26

     45,000          49,974  

3.95%, 8/15/27

     195,000          205,871  

Verisk Analytics, Inc.

       

5.80%, 5/1/21

     25,000          26,192  

4.00%, 6/15/25

     55,000          59,255  

5.50%, 6/15/45

     25,000          30,833  

Verizon Communications, Inc.

       

2.95%, 3/15/22

     35,000          35,829  

3.13%, 3/16/22

     162,000          166,376  

3.50%, 11/1/24

     302,000          320,161  

3.38%, 2/15/25

     156,000          164,894  

2.63%, 8/15/26

     236,000          240,508  

4.13%, 3/16/27

     500,000          556,176  

4.33%, 9/21/28

       1,080,000            1,225,905  

3.88%, 2/8/29

     250,000          276,645  

4.02%, 12/3/29

     473,000          527,881  

4.50%, 8/10/33

     325,000          380,267  

4.40%, 11/1/34

     586,000          681,090  

5.25%, 3/16/37

     200,000          253,081  

4.81%, 3/15/39

     500,000          610,243  

3.85%, 11/1/42

     100,000          109,628  

4.13%, 8/15/46

     188,000          213,454  

4.86%, 8/21/46

     315,000          394,543  

4.52%, 9/15/48

     750,000          906,265  

5.01%, 4/15/49

     452,000          582,294  

4.67%, 3/15/55

     105,000          131,547  

Viacom, Inc.

       

4.25%, 9/1/23

     154,000          163,413  

3.88%, 4/1/24

     101,000          106,084  

6.88%, 4/30/36

     318,000          422,017  

4.38%, 3/15/43

     180,000          186,328  

5.85%, 9/1/43

     105,000          129,663  

5.25%, 4/1/44

     30,000          34,397  

Virginia Electric & Power Co.

       

2.95%, 11/15/26, Series B(b)

     185,000          191,425  

3.50%, 3/15/27, Series A

     150,000          160,078  

Visa, Inc.

       

4.15%, 12/14/35

     50,000          59,674  

4.30%, 12/14/45

     175,000          215,940  

3.65%, 9/15/47

     80,000          90,267  

VMware, Inc.

       

3.90%, 8/21/27

     180,000          188,731  

Vulcan Materials Co.

       

3.90%, 4/1/27(b)

     25,000          26,493  

4.50%, 6/15/47

     45,000          49,828  

4.70%, 3/1/48

     30,000          34,222  

Walgreen Co.

       

3.10%, 9/15/22

     42,000          42,646  

Walgreens Boots Alliance, Inc.

       

3.30%, 11/18/21

     225,000          228,427  

3.80%, 11/18/24

     100,000          103,496  

3.45%, 6/1/26

     175,000          178,076  

4.50%, 11/18/34

     35,000          36,371  

4.80%, 11/18/44

     475,000          491,607  

4.65%, 6/1/46

     65,000          65,536  

Walmart, Inc.

       

6.20%, 4/15/38

     100,000          147,838  

3.95%, 6/28/38

     300,000          350,467  

5.00%, 10/25/40

     62,000          82,213  

4.00%, 4/11/43

     66,000          76,962  

3.63%, 12/15/47

     550,000          619,285  

4.05%, 6/29/48

     685,000          821,325  

2.95%, 9/24/49

     500,000          504,253  

Walt Disney Co. (The)

       

3.70%, 9/15/24

     50,000          53,333  

3.70%, 10/15/25

     450,000          486,890  

3.38%, 11/15/26

     65,000          70,231  

Waste Connections, Inc.

       

3.50%, 5/1/29

     75,000          80,302  

Waste Management, Inc.

       

2.90%, 9/15/22

     47,000          48,183  

3.13%, 3/1/25

     125,000          130,705  

3.15%, 11/15/27

     25,000          26,257  

3.45%, 6/15/29

     305,000          327,799  

3.90%, 3/1/35

     172,000          191,676  

4.00%, 7/15/39

     170,000          193,169  

4.10%, 3/1/45

     35,000          40,421  

4.15%, 7/15/49

     375,000          435,629  

Wells Fargo & Co.

       

3.00%, 2/19/25

     95,000          97,590  

3.55%, 9/29/25

     83,000          87,708  

3.00%, 4/22/26

     560,000          576,986  

4.10%, 6/3/26

     315,000          340,599  

3.00%, 10/23/26

     796,000          819,059  

4.30%, 7/22/27

     1,153,000          1,265,671  

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)

     480,000          510,666  

4.15%, 1/24/29(b)

     510,000          568,454  

Wells Fargo Capital X

       

5.95%, 12/1/86

     173,000          216,065  

Welltower, Inc.

       

4.00%, 6/1/25

     420,000          451,843  

4.25%, 4/1/26

     120,000          130,788  

4.25%, 4/15/28

     75,000          82,473  

4.13%, 3/15/29

     99,000          108,006  

6.50%, 3/15/41

     76,000          104,640  

4.95%, 9/1/48

     35,000          42,379  

Western Midstream Operating L.P.

       

5.38%, 6/1/21

     73,000          75,176  

5.45%, 4/1/44

     75,000          63,551  

5.50%, 8/15/48

     50,000          42,582  

Western Union Co. (The)

       

4.25%, 6/9/23

     165,000          174,299  

Westinghouse Air Brake Technologies Corp.

       

3.45%, 11/15/26

     70,000          70,694  

4.95%, 9/15/28

     400,000          444,846  

Westlake Chemical Corp.

       

3.60%, 8/15/26(b)

     90,000          93,060  

5.00%, 8/15/46

     55,000          59,713  

4.38%, 11/15/47(b)

     320,000          321,674  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

WestRock MWV LLC

       

8.20%, 1/15/30

   $ 36,000        $ 49,705  

WestRock RKT LLC

       

4.00%, 3/1/23

     74,000          77,288  

Weyerhaeuser Co.

       

3.25%, 3/15/23

     38,000          38,955  

6.95%, 10/1/27

     75,000          94,903  

4.00%, 11/15/29

     100,000          109,048  

7.38%, 3/15/32

     150,000          207,578  

Williams Cos., Inc. (The)

       

4.13%, 11/15/20

     6,000          6,082  

3.60%, 3/15/22

     454,000          466,129  

4.30%, 3/4/24

     561,000          592,904  

4.55%, 6/24/24

     125,000          133,890  

3.90%, 1/15/25

     100,000          104,296  

4.00%, 9/15/25

     68,000          71,716  

3.75%, 6/15/27

       214,000          219,276  

8.75%, 3/15/32

     45,000          62,878  

6.30%, 4/15/40

     265,000          317,542  

5.75%, 6/24/44

     102,000          117,067  

4.90%, 1/15/45

     210,000          218,122  

5.10%, 9/15/45

     50,000          53,349  

Willis North America, Inc.

       

3.60%, 5/15/24

     505,000            527,514  

4.50%, 9/15/28

     50,000          55,328  

WR Berkley Corp.

       

4.75%, 8/1/44

     8,000          9,073  

WRKCo, Inc.

       

3.75%, 3/15/25

     250,000          262,537  

4.65%, 3/15/26

     100,000          109,799  

4.00%, 3/15/28

     85,000          90,984  

Xcel Energy, Inc.

       

2.40%, 3/15/21

     142,000          142,664  

Xilinx, Inc.

       

2.95%, 6/1/24

     198,000          202,984  

Zimmer Biomet Holdings, Inc.

       

3.38%, 11/30/21

     6,000          6,118  

3.70%, 3/19/23

     350,000          364,392  

Zoetis, Inc.

       

3.25%, 2/1/23

     88,000          90,605  

3.00%, 9/12/27

     245,000          251,986  

4.70%, 2/1/43

     25,000          30,079  

3.95%, 9/12/47

     25,000          27,566  

4.45%, 8/20/48

     200,000          236,828  
       

 

 

 

TOTAL U.S. CORPORATE BONDS

(Cost: $334,721,150)

          351,499,538  
       

 

 

 

FOREIGN CORPORATE BONDS - 8.0%

       

Australia - 0.1%

       

Rio Tinto Finance USA Ltd.

       

3.75%, 6/15/25

     150,000          161,027  

7.13%, 7/15/28

     48,000          64,866  

Westpac Banking Corp.

       

4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year U.S. dollar ICE Swap Rate + 2.236% thereafter)(b)(c)

     237,000          249,341  

4.42%, 7/24/39(b)

     300,000          325,637  
       

 

 

 
Total Australia           800,871  
       

 

 

 
Belgium - 0.9%        

Anheuser-Busch Cos. LLC

       

3.65%, 2/1/26

     480,000          514,904  

4.70%, 2/1/36

     200,000          233,230  

4.90%, 2/1/46

     1,315,000          1,581,997  

Anheuser-Busch InBev Finance, Inc.

       

3.65%, 2/1/26

     250,000          267,460  

4.63%, 2/1/44

     50,000          56,383  

Anheuser-Busch InBev Worldwide, Inc.

       

4.00%, 4/13/28

     275,000          303,578  

4.75%, 1/23/29

     762,000          884,985  

4.90%, 1/23/31

     350,000          418,897  

4.38%, 4/15/38

     180,000          203,252  

8.20%, 1/15/39

     150,000          237,853  

8.00%, 11/15/39

     96,000          153,217  

4.95%, 1/15/42

     533,000          634,697  

3.75%, 7/15/42

     350,000          364,329  

4.60%, 4/15/48

     60,000          69,731  

4.44%, 10/6/48

     1,086,000          1,236,990  

5.55%, 1/23/49

     740,000          982,897  

4.75%, 4/15/58

     230,000          276,430  

5.80%, 1/23/59

     365,000          514,499  
       

 

 

 
Total Belgium           8,935,329  
       

 

 

 

Bermuda - 0.1%

       

Enstar Group Ltd.

       

4.95%, 6/1/29

     196,000          209,879  

RenaissanceRe Holdings Ltd.

       

3.60%, 4/15/29

     125,000          132,985  

XLIT Ltd.

       

4.45%, 3/31/25

     10,000          10,870  

5.50%, 3/31/45(b)

     435,000          557,495  
       

 

 

 
Total Bermuda           911,229  
       

 

 

 

Brazil - 0.2%

       

Embraer Netherlands Finance B.V.

       

5.05%, 6/15/25

     270,000          295,910  

5.40%, 2/1/27

     100,000          112,535  

Fibria Overseas Finance Ltd.

       

5.25%, 5/12/24

     200,000          216,083  

Vale Overseas Ltd.

       

4.38%, 1/11/22

     44,000          45,664  

6.88%, 11/21/36

     200,000          251,437  

Vale S.A.

       

5.63%, 9/11/42(b)

     415,000          475,563  

Yamana Gold, Inc.

       

4.63%, 12/15/27

     22,000          23,304  
       

 

 

 
Total Brazil           1,420,496  
       

 

 

 

Canada - 1.4%

       

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)

     325,000          338,650  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

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)

   $ 100,000        $ 100,290  

Barrick Gold Corp.

       

5.25%, 4/1/42

     156,000          189,060  

Barrick North America Finance LLC

       

5.70%, 5/30/41

     55,000          69,352  

5.75%, 5/1/43

     82,000          106,205  

Bell Canada, Inc.

       

4.30%, 7/29/49

     250,000          288,291  

Brookfield Asset Management, Inc.

       

4.00%, 1/15/25

     110,000          117,894  

Brookfield Finance, Inc.

       

3.90%, 1/25/28

     50,000          53,396  

4.70%, 9/20/47

     55,000          62,733  

Canadian National Railway Co.

       

2.95%, 11/21/24

     40,000          41,441  

6.90%, 7/15/28

     325,000          431,816  

Canadian Natural Resources Ltd.

       

3.45%, 11/15/21

     15,000          15,343  

2.95%, 1/15/23(b)

     125,000          127,246  

3.85%, 6/1/27(b)

     375,000          397,421  

7.20%, 1/15/32

     30,000          40,242  

6.50%, 2/15/37

     4,000          5,128  

6.25%, 3/15/38

       497,000            630,181  

6.75%, 2/1/39

     15,000          19,967  

4.95%, 6/1/47

     35,000          41,447  

Canadian Pacific Railway Co.

       

4.00%, 6/1/28

     46,000          51,105  

4.80%, 9/15/35

     45,000          54,032  

4.80%, 8/1/45

     75,000          95,638  

Cenovus Energy, Inc.

       

4.25%, 4/15/27(b)

     250,000          262,725  

5.25%, 6/15/37

     90,000          98,316  

6.75%, 11/15/39

     371,000          460,474  

5.40%, 6/15/47

     195,000          222,461  

Emera U.S. Finance L.P.

       

3.55%, 6/15/26

     275,000          287,011  

4.75%, 6/15/46

     360,000          421,058  

Enbridge, Inc.

       

4.00%, 10/1/23

     50,000          52,901  

4.25%, 12/1/26

     15,000          16,364  

3.70%, 7/15/27

     250,000          264,075  

4.50%, 6/10/44

     363,000          393,741  

Encana Corp.

       

3.90%, 11/15/21

     55,000          56,261  

8.13%, 9/15/30

     35,000          44,637  

7.38%, 11/1/31

     35,000          42,812  

6.50%, 8/15/34

     120,000          140,566  

6.63%, 8/15/37

     65,000          77,242  

6.50%, 2/1/38

     200,000          234,996  

Fairfax Financial Holdings Ltd.

       

4.85%, 4/17/28

     50,000          54,254  

Fortis, Inc.

       

3.06%, 10/4/26

     206,000          211,959  

Magna International, Inc.

       

4.15%, 10/1/25

     114,000          122,874  

Manulife Financial Corp.

       

4.15%, 3/4/26

     255,000          282,539  

4.06%, 2/24/32, (4.061% fixed rate until 2/24/27; 5-year U.S. dollar ICE Swap Rate + 1.647% thereafter)(c)

     25,000          26,086  

Methanex Corp.

       

4.25%, 12/1/24

     6,000          6,112  

5.25%, 12/15/29

     85,000          86,533  

Nutrien Ltd.

       

3.15%, 10/1/22

     15,000          15,341  

3.50%, 6/1/23

     200,000          207,570  

3.63%, 3/15/24

     24,000          25,091  

4.20%, 4/1/29

     182,000          199,685  

4.13%, 3/15/35

     55,000          57,923  

5.88%, 12/1/36

     50,000          61,107  

5.63%, 12/1/40

     30,000          35,716  

6.13%, 1/15/41

     165,000          205,719  

4.90%, 6/1/43

     47,000          52,688  

5.25%, 1/15/45

     30,000          35,139  

Rogers Communications, Inc.

       

4.10%, 10/1/23

     552,000          588,199  

4.50%, 3/15/43

     329,000          377,252  

5.45%, 10/1/43

     82,000          104,669  

5.00%, 3/15/44

     154,000          188,625  

4.30%, 2/15/48

     100,000          112,940  

Royal Bank of Canada

       

4.65%, 1/27/26

     155,000          172,325  

Suncor Energy, Inc.

       

3.60%, 12/1/24

     344,000          363,532  

5.95%, 12/1/34

     75,000          97,216  

5.95%, 5/15/35

     36,000          46,189  

6.80%, 5/15/38

     210,000          294,513  

6.50%, 6/15/38

     70,000          95,371  

6.85%, 6/1/39

     100,000          141,527  

4.00%, 11/15/47

     350,000          376,490  

Teck Resources Ltd.

       

6.13%, 10/1/35

     130,000          150,364  

6.00%, 8/15/40

     200,000          220,601  

5.40%, 2/1/43

     230,000          236,954  

TELUS Corp.

       

3.70%, 9/15/27

     120,000          127,747  

Thomson Reuters Corp.

       

5.85%, 4/15/40

     110,000          132,703  

5.65%, 11/23/43

     75,000          89,351  

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)(b)(c)

     180,000          187,909  

TransCanada PipeLines Ltd.

       

3.75%, 10/16/23

     25,000          26,338  

4.25%, 5/15/28(b)

     350,000          385,505  

4.63%, 3/1/34

     760,000          860,223  

6.20%, 10/15/37

     65,000          83,620  

7.63%, 1/15/39

     65,000          96,617  

6.10%, 6/1/40

     363,000          473,788  
       

 

 

 
Total Canada           14,069,422  
       

 

 

 

China - 0.2%

       

Alibaba Group Holding Ltd.

       

3.60%, 11/28/24

     200,000          210,278  

3.40%, 12/6/27

     730,000          758,740  

Baidu, Inc.

       

3.63%, 7/6/27

     400,000          414,699  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

CNOOC Finance 2013 Ltd.

       

2.88%, 9/30/29

   $ 250,000        $ 250,165  

CNOOC Nexen Finance 2014 ULC

       

4.25%, 4/30/24

     400,000          427,141  
       

 

 

 
Total China           2,061,023  
       

 

 

 

Colombia - 0.1%

       

Ecopetrol S.A.

       

5.88%, 9/18/23

     125,000          138,021  

4.13%, 1/16/25(b)

     212,000          221,628  

5.38%, 6/26/26

     200,000          221,400  

7.38%, 9/18/43

       208,000          276,626  

5.88%, 5/28/45

     400,000          459,374  
       

 

 

 
Total Colombia             1,317,049  
       

 

 

 

France - 0.1%

       

Orange S.A.

       

9.00%, 3/1/31

     350,000          543,861  

Veolia Environnement S.A.

       

6.75%, 6/1/38

     85,000          117,186  
       

 

 

 
Total France           661,047  
       

 

 

 

Germany - 0.2%

       

Deutsche Bank AG

       

3.70%, 5/30/24(b)

     205,000          205,806  

4.10%, 1/13/26

     75,000          75,337  

Deutsche Telekom International Finance B.V.

       

8.75%, 6/15/30

     811,000          1,194,373  
       

 

 

 
Total Germany           1,475,516  
       

 

 

 

Ireland - 0.1%

       

AerCap Ireland Capital DAC

       

5.00%, 10/1/21

     175,000          183,492  

3.95%, 2/1/22

     150,000          155,086  

4.88%, 1/16/24

     276,000          299,436  

3.65%, 7/21/27

     200,000          206,205  
       

 

 

 
Total Ireland           844,219  
       

 

 

 

Japan - 0.5%

       

Beam Suntory, Inc.

       

3.25%, 5/15/22

     35,000          35,656  

Mitsubishi UFJ Financial Group, Inc.

       

3.85%, 3/1/26

     250,000          268,641  

3.68%, 2/22/27

     372,000          396,882  

3.29%, 7/25/27

     375,000          392,901  

3.96%, 3/2/28

     215,000          235,902  

3.74%, 3/7/29

     593,000          641,554  

Mizuho Financial Group, Inc.

       

3.17%, 9/11/27

     825,000          852,218  

4.02%, 3/5/28

     225,000          247,368  

ORIX Corp.

       

3.25%, 12/4/24

     180,000          187,512  

3.70%, 7/18/27

     80,000          85,478  

Sumitomo Mitsui Financial Group, Inc.

       

2.63%, 7/14/26

     180,000          180,283  

3.45%, 1/11/27(b)

     130,000          136,531  

3.36%, 7/12/27

     8,000          8,380  

3.54%, 1/17/28

     300,000          319,354  

3.94%, 7/19/28

     300,000          329,098  

4.31%, 10/16/28

     600,000          675,804  

Takeda Pharmaceutical Co., Ltd.

       

5.00%, 11/26/28(d)

     245,000          286,078  
       

 

 

 
Total Japan           5,279,640  
       

 

 

 

Luxembourg - 0.0%

       

ArcelorMittal S.A.

       

4.55%, 3/11/26

     200,000          209,801  

7.00%, 10/15/39

     96,000          116,263  
       

 

 

 
Total Luxembourg           326,064  
       

 

 

 

Macau - 0.0%

       

Sands China Ltd.

       

5.40%, 8/8/28

     200,000          227,831  
       

 

 

 

Mexico - 0.7%

       

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

       

3.63%, 4/22/29

     415,000          442,883  

Grupo Televisa S.A.B.

       

6.63%, 1/15/40

     50,000          62,811  

5.00%, 5/13/45

     200,000          211,311  

Petroleos Mexicanos

       

5.50%, 1/21/21

     250,000          257,125  

6.38%, 2/4/21

     40,000          41,416  

4.63%, 9/21/23

     35,000          36,502  

4.50%, 1/23/26

     100,000          97,905  

6.88%, 8/4/26

     998,000          1,080,682  

6.50%, 3/13/27

     735,000          769,143  

6.84%, 1/23/30(d)

     203,000          213,607  

6.63%, 6/15/35

     950,000          955,638  

6.63%, 6/15/38

     50,000          48,859  

5.50%, 6/27/44

     809,000          715,912  

6.38%, 1/23/45

     470,000          450,760  

6.75%, 9/21/47

     555,000          547,777  

6.35%, 2/12/48

     240,000          226,336  

7.69%, 1/23/50(d)

     984,000          1,058,484  
       

 

 

 
Total Mexico           7,217,151  
       

 

 

 

Netherlands - 0.6%

       

Cooperatieve Rabobank UA

       

4.63%, 12/1/23

     250,000          270,098  

3.75%, 7/21/26

     775,000          809,902  

5.25%, 5/24/41

     15,000          20,793  

5.75%, 12/1/43

     250,000          334,012  

ING Groep N.V.

       

3.95%, 3/29/27

     355,000          380,887  

4.55%, 10/2/28

     250,000          283,485  

4.05%, 4/9/29(b)

     250,000          275,388  

Koninklijke Ahold Delhaize N.V.

       

5.70%, 10/1/40

     340,000          424,721  

Koninklijke Philips N.V.

       

5.00%, 3/15/42

     302,000          367,560  

NXP B.V.

       

5.35%, 3/1/26(d)

     102,000          114,767  

Shell International Finance B.V.

       

4.13%, 5/11/35

     500,000          582,474  

6.38%, 12/15/38

     300,000          435,940  

3.63%, 8/21/42

     150,000          161,407  

4.38%, 5/11/45

     935,000          1,128,364  

3.75%, 9/12/46

     700,000          776,573  
       

 

 

 
Total Netherlands           6,366,371  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Norway - 0.1%

       

Equinor ASA

       

5.10%, 8/17/40

   $ 350,000        $ 452,308  

4.25%, 11/23/41

     300,000          351,725  
       

 

 

 
Total Norway           804,033  
       

 

 

 

Peru - 0.1%

       

Southern Copper Corp.

       

3.88%, 4/23/25

     65,000          68,222  

5.25%, 11/8/42

     339,000          382,882  

5.88%, 4/23/45

     490,000          599,498  
       

 

 

 
Total Peru           1,050,602  
       

 

 

 

Spain - 0.3%

       

Banco Santander S.A.

       

4.25%, 4/11/27

     200,000          215,628  

3.80%, 2/23/28

     600,000          631,807  

Telefonica Emisiones S.A.

       

5.46%, 2/16/21

     10,000          10,407  

7.05%, 6/20/36

     195,000          273,865  

5.21%, 3/8/47

     275,000          324,988  

4.90%, 3/6/48

     250,000          284,228  

5.52%, 3/1/49

       350,000          432,598  

Telefonica Europe B.V.

       

8.25%, 9/15/30

     345,000          500,366  
       

 

 

 
Total Spain             2,673,887  
       

 

 

 

Switzerland - 0.2%

       

Credit Suisse Group Funding Guernsey Ltd.

       

3.75%, 3/26/25

     300,000          316,655  

4.88%, 5/15/45

     555,000          697,208  

Novartis Capital Corp.

       

3.70%, 9/21/42

     250,000          281,773  

4.00%, 11/20/45

     250,000          294,930  

Syngenta Finance N.V.

       

3.13%, 3/28/22

     614,000          618,998  

Tyco Electronics Group S.A.

       

3.13%, 8/15/27

     120,000          123,473  
       

 

 

 
Total Switzerland           2,333,037  
       

 

 

 

United Kingdom - 2.1%

       

AstraZeneca PLC

       

2.38%, 6/12/22

     250,000          252,550  

3.38%, 11/16/25

     380,000          402,584  

3.13%, 6/12/27

     300,000          313,575  

6.45%, 9/15/37

     50,000          70,669  

4.00%, 9/18/42

     125,000          138,762  

4.38%, 11/16/45(b)

     170,000          201,669  

4.38%, 8/17/48

     30,000          35,639  

Barclays PLC

       

4.61%, 2/15/23, (4.61% fixed rate until 2/15/22; 3-month U.S. dollar London Interbank Offered Rate + 1.40% thereafter)(c)

     340,000          354,719  

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)

     245,000          257,127  

3.93%, 5/7/25, (3.932% fixed rate until 5/7/24; 3-month U.S. dollar London Interbank Offered Rate + 1.61% thereafter)(c)

     200,000          208,687  

4.38%, 1/12/26

     200,000          214,887  

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)

     575,000          644,625  

5.25%, 8/17/45

     200,000          238,860  

4.95%, 1/10/47

     250,000          287,998  

BAT Capital Corp.

       

3.22%, 8/15/24

     300,000          305,617  

3.56%, 8/15/27

     1,133,000          1,155,081  

4.39%, 8/15/37

     50,000          49,646  

4.54%, 8/15/47

     475,000          464,360  

BP Capital Markets PLC

       

3.54%, 11/4/24

     102,000          108,724  

3.51%, 3/17/25

     133,000          141,665  

3.28%, 9/19/27

     478,000          502,327  

3.72%, 11/28/28(b)

     365,000          397,652  

British Telecommunications PLC

       

9.63%, 12/15/30

     100,000          152,983  

CNH Industrial N.V.

       

3.85%, 11/15/27

     25,000          26,092  

GlaxoSmithKline Capital, Inc.

       

3.63%, 5/15/25

     149,000          159,684  

3.88%, 5/15/28

     525,000          581,693  

HSBC Holdings PLC

       

4.25%, 8/18/25

     358,000          380,672  

4.30%, 3/8/26

     400,000          435,294  

4.38%, 11/23/26

     750,000          807,614  

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          478,953  

3.97%, 5/22/30, (3.973% fixed rate until 5/22/29; 3-month U.S. dollar London Interbank Offered Rate + 1.61% thereafter)(c)

     765,000          818,568  

Janus Capital Group, Inc.

       

4.88%, 8/1/25

     2,000          2,179  

Lloyds Banking Group PLC

       

4.45%, 5/8/25

     205,000          223,352  

4.58%, 12/10/25

     250,000          268,470  

4.65%, 3/24/26

     320,000          346,366  

4.55%, 8/16/28

     550,000          611,847  

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          310,184  

5.30%, 12/1/45

     200,000          240,980  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Reynolds American, Inc.

       

4.45%, 6/12/25

   $ 190,000        $ 203,598  

5.70%, 8/15/35

     125,000          143,688  

6.15%, 9/15/43

     570,000          652,652  

5.85%, 8/15/45

     170,000          192,524  

Royal Bank of Scotland Group PLC

       

3.50%, 5/15/23, (3.498% fixed rate until 5/15/22; 3-month U.S. dollar London Interbank Offered Rate + 1.48% thereafter)(c)

     200,000          204,226  

3.88%, 9/12/23

     205,000          213,394  

6.00%, 12/19/23

     333,000          368,704  

5.13%, 5/28/24

     475,000          511,856  

4.52%, 6/25/24, (4.519% fixed rate until 6/25/23; 3-month U.S. dollar London Interbank Offered Rate + 1.55% thereafter)(c)

     225,000          238,189  

4.89%, 5/18/29, (4.892% fixed rate until 5/18/28; 3-month U.S. dollar London Interbank Offered Rate + 1.754% thereafter)(c)

     230,000          260,106  

5.08%, 1/27/30, (5.076% fixed rate until 1/27/29; 3-month U.S. dollar London Interbank Offered Rate + 1.905% thereafter)(c)

     200,000          229,928  

Santander UK Group Holdings PLC

       

3.57%, 1/10/23

     400,000          408,874  

3.82%, 11/3/28, (3.823% fixed rate until 11/3/27; 3-month U.S. dollar London Interbank Offered Rate + 1.40% thereafter)(c)

     400,000          419,598  

Unilever Capital Corp.

       

3.10%, 7/30/25

     208,000          217,979  

2.90%, 5/5/27

     295,000          308,495  

3.50%, 3/22/28

     320,000          350,176  

Vodafone Group PLC

       

3.75%, 1/16/24

     257,000          271,163  

4.13%, 5/30/25

     95,000          103,036  

4.38%, 5/30/28

     707,000          786,248  

7.88%, 2/15/30

     174,000          243,585  

6.25%, 11/30/32

     265,000          335,658  

6.15%, 2/27/37

     405,000          525,696  

5.00%, 5/30/38

     65,000          74,906  

4.38%, 2/19/43

     125,000          132,955  

5.25%, 5/30/48

     100,000          119,678  

4.25%, 9/17/50

     180,000          187,618  

5.13%, 6/19/59

     110,000          128,607  

WPP Finance 2010

       

3.63%, 9/7/22

     6,000          6,211  

3.75%, 9/19/24

     375,000          393,779  
       

 

 

 
Total United Kingdom           20,825,481  
       

 

 

 
TOTAL FOREIGN CORPORATE BONDS
(Cost: $75,311,282)
          79,600,298  
       

 

 

 

FOREIGN GOVERNMENT AGENCIES - 0.5%

       

Canada - 0.2%

       

Hydro-Quebec

       

8.50%, 12/1/29, Series HH

     500,000          768,510  

Province of Manitoba Canada

       

3.05%, 5/14/24

     25,000          26,249  

Province of New Brunswick Canada

       

3.63%, 2/24/28

     1,269,000          1,406,959  
       

 

 

 
Total Canada           2,201,718  
       

 

 

 

Germany - 0.0%

       

Kreditanstalt fuer Wiederaufbau

       

5.78%, 6/29/37(b)(f)

     200,000          136,492  
       

 

 

 

Japan - 0.3%

       

Japan Bank for International Cooperation

       

2.13%, 2/10/25, Series DTC

     200,000          201,146  

1.88%, 7/21/26

     250,000          247,083  

2.88%, 6/1/27

     570,000          600,643  

2.88%, 7/21/27

     1,150,000          1,212,025  

3.50%, 10/31/28

     500,000          556,279  
       

 

 

 
Total Japan           2,817,176  
       

 

 

 
TOTAL FOREIGN GOVERNMENT AGENCIES
(Cost: $5,031,633)
          5,155,386  
       

 

 

 

FOREIGN GOVERNMENT OBLIGATIONS - 2.4%

       

Chile - 0.1%

       

Chile Government International Bond

       

3.13%, 1/21/26

     360,000          375,075  

3.24%, 2/6/28

     518,000          547,301  
       

 

 

 
Total Chile           922,376  
       

 

 

 

Colombia - 0.4%

       

Colombia Government International Bond

       

4.50%, 1/28/26

     550,000          595,031  

3.88%, 4/25/27

     770,000          810,693  

7.38%, 9/18/37

     612,000          860,432  

6.13%, 1/18/41

     280,000          357,542  

5.63%, 2/26/44

     200,000          245,487  

5.00%, 6/15/45

     450,000          515,671  

5.20%, 5/15/49

     200,000          237,087  
       

 

 

 
Total Colombia           3,621,943  
       

 

 

 

Hungary - 0.1%

       

Hungary Government International Bond

       

5.38%, 2/21/23

     36,000          39,454  

5.75%, 11/22/23

     300,000          338,523  

5.38%, 3/25/24

     200,000          225,475  

7.63%, 3/29/41

     200,000          326,764  
       

 

 

 
Total Hungary           930,216  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Indonesia - 0.1%

       

Indonesia Government International Bond

       

3.50%, 1/11/28

   $   200,000        $ 207,885  

4.10%, 4/24/28

     460,000          496,781  

4.35%, 1/11/48

     250,000          275,099  

5.35%, 2/11/49

     200,000          257,730  
       

 

 

 
Total Indonesia           1,237,495  
       

 

 

 

Israel - 0.0%

       

Israel Government International Bond

       

3.15%, 6/30/23

     200,000          208,373  
       

 

 

 

Italy - 0.0%

       

Republic of Italy Government International Bond

       

5.38%, 6/15/33

     153,000          180,227  
       

 

 

 

Mexico - 0.7%

       

Mexico Government International Bond

       

3.63%, 3/15/22

     872,000          900,340  

4.00%, 10/2/23

     182,000          192,340  

3.60%, 1/30/25

     225,000          235,346  

4.13%, 1/21/26

     600,000          640,050  

4.15%, 3/28/27

     957,000          1,020,640  

4.50%, 4/22/29

     370,000          406,075  

7.50%, 4/8/33, Series MTNA

     105,000          148,244  

6.75%, 9/27/34, Series MTNA

     140,000          192,199  

6.05%, 1/11/40

     308,000          396,838  

4.75%, 3/8/44

     772,000          844,132  

5.55%, 1/21/45

     185,000          225,398  

4.35%, 1/15/47

     705,000          732,266  

4.60%, 2/10/48

     200,000          216,189  

5.75%, 10/12/2110

     610,000          711,830  
       

 

 

 
Total Mexico           6,861,887  
       

 

 

 

Panama - 0.2%

       

Panama Government International Bond

       

3.75%, 3/16/25

     650,000          690,895  

8.88%, 9/30/27

     235,000          335,826  

9.38%, 4/1/29

     60,000          91,821  

6.70%, 1/26/36

     250,000          352,424  

4.50%, 5/15/47

     200,000          236,687  

4.50%, 4/16/50

     350,000          412,452  

4.30%, 4/29/53

     285,000          330,154  
       

 

 

 
Total Panama           2,450,259  
       

 

 

 

Peru - 0.2%

       

Peruvian Government International Bond

       

7.35%, 7/21/25

     110,000          139,141  

4.13%, 8/25/27

     85,000          95,229  

2.84%, 6/20/30

     250,000          257,587  

8.75%, 11/21/33

     242,000          398,779  

6.55%, 3/14/37

     80,000          116,995  

5.63%, 11/18/50

     640,000          935,958  
       

 

 

 
Total Peru           1,943,689  
       

 

 

 

Philippines - 0.3%

       

Philippine Government International Bond

       

3.00%, 2/1/28

     450,000          469,058  

9.50%, 2/2/30

     557,000          889,885  

7.75%, 1/14/31

     125,000          184,832  

6.38%, 1/15/32

     285,000          387,576  

3.95%, 1/20/40

     200,000          230,045  

3.70%, 3/1/41

     300,000          339,584  

3.70%, 2/2/42

     700,000          791,567  
       

 

 

 
Total Philippines           3,292,547  
       

 

 

 

Poland - 0.1%

       

Republic of Poland Government International Bond

       

3.25%, 4/6/26

     536,000          570,346  
       

 

 

 

Uruguay - 0.2%

       

Uruguay Government International Bond

       

4.50%, 8/14/24

     85,000          91,708  

4.38%, 10/27/27

     135,000          147,737  

4.38%, 1/23/31

     250,000          277,313  

4.13%, 11/20/45

     210,000          224,056  

5.10%, 6/18/50

     400,000          478,974  

4.98%, 4/20/55

     400,000          471,574  
       

 

 

 
Total Uruguay           1,691,362  
       

 

 

 
TOTAL FOREIGN GOVERNMENT OBLIGATIONS
(Cost: $22,438,271)
          23,910,720  
       

 

 

 

SUPRANATIONAL BONDS - 0.1%

       

Inter-American Development Bank

       

3.20%, 8/7/42

     250,000          288,995  

International Bank for Reconstruction & Development

       

4.75%, 2/15/35

     255,000          339,020  
       

 

 

 
TOTAL SUPRANATIONAL BONDS
(Cost: $598,947)
          628,015  
       

 

 

 

COMMERCIAL MORTGAGE-BACKED SECURITIES - 7.0%

       

United States - 7.0%

       

Banc of America Commercial Mortgage Trust

       

3.17%, 7/15/49, Series 2016-UB10, Class A4

     255,000          265,976  

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

     200,000          203,122  

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

     500,000          525,057  

3.57%, 2/15/50, Series 2017-BNK3, Class A4

     100,000          107,415  

Benchmark Mortgage Trust

       

3.62%, 2/15/51, Series 2018-B2, Class A4

     350,000          378,436  

3.88%, 2/15/51, Series 2018-B2, Class A5^(c)

     230,000          253,070  

3.76%, 4/10/51, Series 2018-B3, Class A4

     350,000          381,852  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

3.75%, 3/15/52, Series 2019-B9, Class A4

   $ 118,000        $ 129,483  

4.02%, 3/15/52, Series 2019-B9, Class A5

     500,000          559,161  

CD Mortgage Trust

       

3.33%, 11/13/50, Series 2017-CD6, Class ASB

     104,000          109,307  

4.28%, 8/15/51, Series 2018-CD7, Class A4

     250,000          283,188  

CFCRE Commercial Mortgage Trust

       

3.87%, 1/10/48, Series 2016-C3, Class A3

     200,000          216,035  

3.69%, 5/10/58, Series 2016-C4, Class AM

     500,000          527,885  

Citigroup Commercial Mortgage Trust

       

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

     65,000          67,123  

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

     340,116          365,549  

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

     500,000          535,995  

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

     500,000          532,955  

3.72%, 12/10/49, Series 2016-P6, Class A5^(c)

     100,000          108,173  

3.47%, 9/15/50, Series 2017-P8, Class A4

     300,000          321,135  

3.74%, 3/10/51, Series 2018-B2, Class A3

     200,000          217,813  

4.41%, 11/10/51, Series 2018-C6, Class A4

     500,000          571,901  

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

     300,000          313,329  

Commercial Mortgage Pass Through Certificates

       

4.01%, 2/15/52, Series 2019-BN16, Class A4

     350,000          391,048  

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

     500,000          514,508  

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

     190,000          202,246  

4.23%, 9/15/60, Series 2018-BN14, Class A4^(c)

     1,577,767          1,783,520  

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

     10,000          10,683  

4.26%, 5/15/61, Series 2018-BN12, Class A4^(c)

     210,000          237,085  

2.76%, 9/15/61, Series 2019-BN20, Class A2

     500,000          510,054  

3.33%, 5/15/62, Series 2019-BN18, Class A3

     300,000          319,434  

Commercial Mortgage Trust

       

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

     99,733          105,572  

4.21%, 8/10/46, Series 2013-CR10, Class A4^(c)

     195,000          208,653  

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

     500,000          530,963  

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

     500,000          537,047  

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

     286,681          296,007  

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

     500,000          529,699  

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

     50,000          52,942  

3.51%, 8/10/48, Series 2015-CR25, Class A3

     580,612          611,576  

3.76%, 8/10/48, Series 2015-CR25, Class A4

     300,000          321,984  

3.63%, 10/10/48, Series 2015-CR26, Class A4

     218,000          232,524  

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

     400,000          417,509  

4.26%, 8/10/50, Series 2013-CR11, Class A4

     600,000          641,734  

4.23%, 5/10/51, Series 2018-COR3, Class A3

     500,000          560,490  

4.05%, 3/15/52, Series 2019-C15, Class A4

     300,000          334,343  

CSAIL Commercial Mortgage Trust

       

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

     750,000          806,644  

3.31%, 11/15/49, Series 2016-C7, Class ASB

     210,000          217,566  

3.46%, 11/15/50, Series 2017-CX10, Class A5^(c)

     500,000          532,055  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates

       

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

     101,706          101,789  

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

     194,697          195,773  

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

     148,080          149,945  

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

     50,000          50,878  

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

     58,680          59,122  

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

     200,000          203,576  

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

     393,118          397,828  

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

     46,724          47,386  

2.27%, 3/25/22, Series K019, Class A2

     499,527          502,809  

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

     250,000          254,347  

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

     102,776          103,901  

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

     370,000          386,079  

3.31%, 5/25/23, Series K032, Class A2^(c)

     1,000,000          1,044,733  

3.46%, 8/25/23, Series K035, Class A2^(c)

     775,000          814,882  

2.16%, 10/25/23, Series 2016-M7, Class AV2

     509,065          511,857  

3.06%, 11/25/23, Series K724, Class A2^(c)

     400,000          414,478  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

3.00%, 1/25/24, Series K725, Class A2

   $   1,000,000        $   1,036,497  

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

     500,000          521,362  

2.49%, 11/25/24, Series K045, Class A1

     195,224          198,565  

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

     160,000          165,183  

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

     199,000          208,960  

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

     55,000          57,666  

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

     565,000          595,338  

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

     200,000          213,092  

3.28%, 6/25/25, Series K048, Class A2^(c)

     600,000          638,389  

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

     360,000          378,073  

3.75%, 8/25/25, Series K733, Class A2

     750,000          810,487  

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

     125,000          132,416  

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

     539,936          547,834  

2.86%, 10/25/26, Series K065, Class A1

     310,397          321,348  

3.22%, 3/25/27, Series K064, Class A2

     1,500,000          1,604,614  

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

     59,000          63,392  

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

     200,000          214,941  

3.44%, 12/25/27, Series K072, Class A2

     420,000          455,897  

3.35%, 1/25/28, Series K073, Class A2

     300,000          325,050  

3.93%, 6/25/28, Series K079, Class A2

     400,000          450,141  

3.86%, 11/25/28, Series K086, Class A2^(c)

     400,000          449,431  

3.77%, 12/25/28, Series K087, Class A2

     350,000          390,931  

3.56%, 1/25/29, Series K089, Class A2

     1,040,000          1,147,873  

3.63%, 1/25/29, Series K089, Class AM^(c)

     750,000          827,490  

3.51%, 3/25/29, Series K091, Class A2

     1,000,000          1,101,378  

3.30%, 4/25/29, Series K092, Class A2

     1,000,000          1,085,871  

3.75%, 11/25/29, Series K155, Class A1

     1,507,516          1,632,052  

3.95%, 12/25/29, Series K159, Class A1

     199,985          220,996  

Federal National Mortgage Association Alternative Credit Enhancement Securities

       

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

     373,622          378,090  

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

     68,861          69,442  

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

     40,071          40,424  

2.72%, 4/25/23, Series 2013-M14, Class APT^(c)

     38,029          38,596  

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

     88,774          93,253  

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

     86,904          91,473  

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

     596,000          621,874  

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

     273,848          276,881  

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

     268,000          274,703  

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

     166,442          167,448  

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

     412,159          413,129  

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

     190,000          193,098  

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

     500,000          509,638  

2.89%, 2/25/27, Series 2017-M2, Class A2^(c)

     1,000,000          1,044,678  

3.20%, 11/25/27, Series 2017-M15, Class ATS2^(c)

     500,000          524,849  

3.44%, 6/25/28, Series 2018-M8, Class A2^(c)

     80,000          86,315  

3.27%, 1/25/29, Series 2019 -M5, Class A2

     750,000          806,720  

3.30%, 4/25/29, Series 2017-M5, Class A2^(c)

     64,000          68,565  

3.09%, 2/25/30, Series 2018-M3, Class A1^(c)

     976,335          1,024,988  

3.82%, 9/25/30, Series 2018-M13, Class A2^(c)

     300,000          335,084  

GS Mortgage Securities Trust

       

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

     85,000          90,865  

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

     250,000          267,126  

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

     70,000          74,711  

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

     300,000          318,808  

3.93%, 9/10/47, Series 2014-GC24, Class A5

     500,000          536,961  

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

     235,000          241,684  

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

     265,000          282,127  

3.43%, 5/10/50, Series 2017-GS6, Class A3

     400,000          426,747  

3.43%, 8/10/50, Series 2017-GS7, Class A4

     520,000          555,386  

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

     500,000          555,122  

3.70%, 2/10/52, Series 2019-GC38, Class A3

     300,000          328,358  

3.97%, 2/10/52, Series 2019-GC38, Class A4

     300,000          334,546  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

JP Morgan Chase Commercial Mortgage Securities Trust

       

4.20%, 1/15/46, Series 2013-C13, Class AS^(c)

   $ 425,000        $ 451,036  

3.81%, 7/15/47, Series 2014-C20, Class A5

     500,000          532,377  

2.82%, 8/15/49, Series 2016-JP2, Class A4

     200,000          205,177  

2.87%, 8/15/49, Series 2016-JP3, Class A5

     375,000          384,319  

JPMBB Commercial Mortgage Securities Trust

       

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

     100,000          104,871  

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

     95,000          101,275  

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

     91,925          97,369  

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

     200,000          213,968  

3.37%, 11/15/47, Series 2014-C24, Class A4A1

     800,000          838,262  

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

     147,986          151,952  

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

     500,000          532,421  

JPMCC Commercial Mortgage Securities Trust

       

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

     400,000          426,663  

3.39%, 6/13/52, Series 2019-COR5, Class A4

     500,000          532,397  

JPMDB Commercial Mortgage Securities Trust

  

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

     550,000          583,561  

Morgan Stanley Bank of America Merrill Lynch Trust

       

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

     100,000          102,969  

2.92%, 2/15/46, Series 2013-C7, Class A4

     2,035,000          2,079,213  

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

     365,167          385,915  

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

     250,000          256,507  

3.08%, 3/15/48, Series 2015-C21, Class A3

     650,000          672,576  

3.04%, 4/15/48, Series 2015-C22, Class ASB

     200,000          204,759  

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

     95,000          99,761  

3.73%, 5/15/48, Series 2015-C24, Class A4

     250,000          268,375  

3.10%, 11/15/49, Series 2016-C31, Class A5

     500,000          520,450  

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

     175,000          187,721  

Morgan Stanley Capital I Trust

       

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

     280,000          288,091  

2.86%, 11/15/49, Series 2016-BNK2, Class ASB

     300,000          308,452  

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

     500,000          525,112  

3.81%, 3/15/52, Series 2019-L2, Class A3

     275,000          302,153  

SG Commercial Mortgage Securities Trust

  

3.06%, 10/10/48, Series 2016-C5, Class A4

     300,000          310,701  

UBS Commercial Mortgage Trust

       

3.47%, 11/15/50

     300,000          320,318  

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

     250,000          270,712  

4.45%, 12/15/51, Series 2018-C14, Class A4

     1,000,000          1,148,148  

Wells Fargo Commercial Mortgage Trust

       

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

     191,584          195,296  

3.17%, 2/15/48, Series 2015-C26, Class A4

     200,000          208,201  

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

     250,000          266,865  

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

     100,000          107,395  

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

     500,000          508,457  

2.40%, 11/15/49, Series 2016-NXS6, Class A2

     350,000          351,295  

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

     265,000          273,101  

3.45%, 7/15/50, Series 2017-C38, Class A5

     200,000          213,421  

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

     256,000          272,366  

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

     200,000          215,061  

4.21%, 5/15/51, Series 2018-C44, Class A5

     400,000          448,618  

4.15%, 6/15/51, Series 2018-C45, Class ASB

     395,000          433,245  

4.02%, 5/15/52, Series 2019-C50, Class ASB

     500,000          547,864  

3.66%, 9/15/58, Series 2015-C30, Class A4

     500,000          535,228  

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

     120,000          122,046  

WFRBS Commercial Mortgage Trust

       

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

     500,000          509,352  

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

     200,000          213,004  

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

     100,000          107,673  

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

     156          157  

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

     60,000          63,911  

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

     775,000          831,714  

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

     225,000          235,515  

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

     40,000          40,944  

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

     100,000          106,142  
       

 

 

 

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $68,737,175)

          70,200,637  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

MUNICIPAL BONDS - 0.8%

       

United States - 0.8%

       

Alameda County Joint Powers Authority

       

7.05%, 12/1/44

   $ 150,000        $ 242,175  

Bay Area Toll Authority

       

2.57%, 4/1/31

     600,000          602,214  

City of Chicago

       

7.38%, 1/1/33, Series B

     275,000          329,455  

Commonwealth of Massachusetts

       

2.81%, 9/1/43, Series D

     150,000          145,997  

Dallas Area Rapid Transit

       

5.02%, 12/1/48

     130,000          173,229  

Los Angeles County Public Works Financing Authority

       

7.62%, 8/1/40

     100,000          159,056  

Metropolitan Transportation Authority

       

7.34%, 11/15/39

     275,000          433,686  

Municipal Electric Authority of Georgia

       

6.64%, 4/1/57

     70,000          96,714  

Nashville Health and Educational Facilities Board

       

4.05%, 7/1/26, Class B

     100,000          108,806  

New Jersey Economic Development Authority

       

2.30%, 2/15/23, Series B, (AGM)(f)

     100,000          92,191  

New Jersey Transportation Trust Fund Authority

       

6.10%, 12/15/28, Series C

     85,000          88,137  

New York City Water & Sewer System

       

5.44%, 6/15/43

     225,000          315,326  

Ohio State University (The)

       

4.91%, 6/1/40

     130,000          170,377  

Port Authority of New York & New Jersey

       

4.93%, 10/1/51

     700,000          931,658  

4.46%, 10/1/62

     200,000          249,832  

Sales Tax Securitization Corp.

       

3.82%, 1/1/48

     165,000          171,615  

San Jose Redevelopment Agency Successor Agency

       

3.38%, 8/1/34, Series A-T

     125,000          129,384  

State of California

       

4.50%, 4/1/33

     400,000          456,176  

7.55%, 4/1/39

     635,000          1,031,678  

7.60%, 11/1/40

     275,000          458,364  

State of Illinois

       

4.95%, 6/1/23

     270,545          282,909  

5.10%, 6/1/33

     895,000          964,022  

6.63%, 2/1/35

     100,000          116,988  

University of California

       

4.86%, 5/15/2112, Series AD

     250,000          322,593  

University of Virginia

       

3.23%, 9/1/2119, Series A

     150,000          148,259  
       

 

 

 

TOTAL MUNICIPAL BONDS

(Cost: $7,933,236)

          8,220,841  
       

 

 

 

ASSET-BACKED SECURITIES - 1.9%

       

United States - 1.9%

       

Ally Auto Receivables Trust

       

3.09%, 6/15/23, Series 2018-2, Class A4

     485,000          494,350  

2.91%, 9/15/23, Series 2019-1, Class A3

     107,000          108,493  

American Express Credit Account Master Trust

       

3.06%, 2/15/24, Series 2018-6, Class A

     1,250,000          1,274,236  

3.18%, 4/15/24, Series 2018-8, Class A

     100,000          102,455  

2.87%, 10/15/24, Series 2019-1, Class A

     400,000          410,187  

2.67%, 11/15/24, Series 2019-2, Class A

     505,000          514,903  

Americredit Automobile Receivables Trust

       

3.15%, 3/20/23, Series 2018-2, Class A3

     850,000          859,471  

2.97%, 11/20/23, Series 2019-1, Class A3

     200,000          202,841  

Barclays Dryrock Issuance Trust

       

1.96%, 5/15/25, Series 2019-1, Class A

     200,000          200,214  

BMW Vehicle Lease Trust

       

2.84%, 11/22/21, Series 2019-1, Class A3

     220,000          221,961  

BMW Vehicle Owner Trust

       

2.51%, 6/25/24, Series 2018-A, Class A4

     50,000          50,478  

Capital One Multi-Asset Execution Trust

       

2.84%, 12/15/24, Series 2019-A1, Class A1

     854,000          873,022  

2.29%, 7/15/25, Series 2017-A6, Class A6

     1,200,000          1,214,882  

Capital One Prime Auto Receivables Trust

       

1.92%, 5/15/24, Series 2019-2, Class A3

     555,000          555,614  

CarMax Auto Owner Trust

       

3.05%, 3/15/24, Series 2019-1, Class A3

     525,000          534,477  

3.27%, 3/15/24, Series 2018-3, Class A4

     500,000          515,325  

3.26%, 8/15/24, Series 2019-1, Class A4

     256,000          264,675  

Citibank Credit Card Issuance Trust

       

2.49%, 1/20/23, Series 2018-A1, Class A1

     1,650,000          1,662,208  

3.21%, 12/7/24, Series 2018-A6, Class A6

     350,000          363,447  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
     Value  

Discover Card Execution Note Trust

     

3.11%, 1/16/24, Series 2018-A4, Class A4

   $ 160,000      $ 163,379  

3.32%, 3/15/24, Series 2018-A5, Class A5

     500,000        513,172  

3.04%, 7/15/24, Series 2019-A1, Class A1

     385,000        395,087  

Drive Auto Receivables Trust

     

4.09%, 6/15/26, Series 2019-1, Class D

     300,000        309,965  

Ford Credit Auto Lease Trust

     

2.90%, 5/15/22, Series 2019-A, Class A3

     500,000        504,838  

Ford Credit Auto Owner Trust

     

2.78%, 9/15/23, Series 2019-A, Class A3

     150,000        152,173  

GM Financial Automobile Leasing Trust

     

2.98%, 12/20/21, Series 2019-1, Class A3

     200,000        201,873  

GM Financial Consumer Automobile Receivables Trust

     

3.02%, 5/16/23, Series 2018-3, Class A3

     140,000        141,778  

2.97%, 11/16/23, Series 2019-1, Class A3

     55,000        55,813  

2.65%, 2/16/24, Series 2019-2, Class A3

     495,000        500,456  

3.32%, 6/17/24, Series 2018-4, Class A4

     74,000        76,778  

Honda Auto Receivables Owner Trust

     

2.83%, 3/20/23, Series 2019-1, Class A3

     425,000        431,872  

2.21%, 3/21/24, Series 2017-4, Class A4

     60,000        60,246  

3.16%, 8/19/24, Series 2018-2, Class A4

     640,000        654,757  

Hyundai Auto Receivables Trust

     

2.79%, 7/15/22, Series 2018-A, Class A3

     155,000        156,231  

Mercedes-Benz Auto Lease Trust

     

3.10%, 11/15/21, Series 2019-A, Class A3

     41,000        41,406  

Nissan Auto Lease Trust

     

2.76%, 3/15/22, Series 2019-A, Class A3

     25,000        25,254  

2.27%, 7/15/22, Series 2019-B, Class A3

     100,000        100,521  

Nissan Auto Receivables Owner Trust

     

1.95%, 10/16/23, Series 2017-B, Class A4

     485,000        484,966  

2.90%, 10/16/23, Series 2019-A, Class A3

     250,000        254,136  

Santander Drive Auto Receivables Trust

     

3.42%, 4/15/25, Series 2019-1, Class C

     200,000        203,690  

Synchrony Card Funding LLC

     

2.95%, 3/15/25, Series 2019-A1, Class A

     140,000        142,991  

2.34%, 6/15/25, Series 2019-A2, Class A

     125,000        126,170  

Toyota Auto Receivables Owner Trust

     

3.00%, 5/15/24, Series 2019-A, Class A4

     895,000        920,719  

Volkswagen Auto Lease Trust

     

2.00%, 3/21/22, Series 2019-A, Class A2A

     500,000        500,948  

World Financial Network Credit Card Master Trust

     

3.07%, 12/16/24, Series 2018-A, Class A

     500,000        505,939  

World Omni Auto Receivables Trust

     

2.24%, 6/15/23, Series 2017-A, Class A4

     75,000        75,283  

3.33%, 4/15/24, Series 2018-D, Class A3

     566,000        578,554  

3.04%, 5/15/24, Series 2019-A, Class A3

     109,000        111,075  

World Omni Automobile Lease Securitization Trust

     

3.19%, 12/15/21, Series 2018-B, Class A3

     300,000        303,803  
     

 

 

 

TOTAL ASSET-BACKED SECURITIES

(Cost: $19,040,078)

        19,117,112  
     

 

 

 

REPURCHASE AGREEMENT - 2.1%

     

United States - 2.1%

     

Citigroup, Inc., tri-party repurchase agreement dated 11/29/19 (tri-party custodian: The Bank of New York Mellon Corp.), 1.63% due 12/2/19; Proceeds at maturity - $21,172,876 (fully collateralized by Fannie Mae Global Debt, 5.63% due 7/15/37, Freddie Mac Pool, 3.50% -5.00% due 8/1/47 - 3/1/49, U.S. Treasury Bill, zero coupon due 1/2/20 and U.S. Treasury Note, 1.13% due 8/31/21; Market value including accrued interest - $21,992,066)

(Cost: $21,170,000)

     21,170,000        21,170,000  
     

 

 

 
     Shares         

INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 1.9%

 

United States - 1.9%

     

State Street Navigator Securities Lending Government Money Market Portfolio, 1.63%(g)

(Cost: $18,818,785)(h)

     18,818,785        18,818,785  
     

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 102.5%

(Cost: $991,246,438)

        1,023,364,927  

Other Assets less Liabilities - (2.5)%

        (25,278,548
     

 

 

 
NET ASSETS - 100.0%       $ 998,086,379  
     

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

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

November 30, 2019

 

^ 

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

(a) 

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

(b) 

Security, or portion thereof, was on loan at November 30, 2019 (See Note 2).

(c) 

Rate shown reflects the accrual rate as of November 30, 2019 on securities with variable or step rates.

(d) 

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

(e) 

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

(f) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of November 30, 2019.

(g) 

Rate shown represents annualized 7-day yield as of November 30, 2019.

(h) 

At November 30, 2019, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $21,334,335 and the total market value of the collateral held by the Fund was $21,938,990. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $3,120,205.

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT AGENCIES - 2.1%

       

Federal Home Loan Bank - 0.1%

       

3.63%, 6/11/21

   $ 100,000        $ 102,961  
       

 

 

 

Uniform Mortgage-Backed Security - 2.0%

       

2.50%, 12/1/34(a)

     1,500,000          1,513,332  
       

 

 

 

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $1,610,785)

          1,616,293  
       

 

 

 

U.S. GOVERNMENT OBLIGATIONS - 27.4%

       

U.S. Treasury Bill - 3.0%

       

1.57%, 1/7/20*

     2,253,000          2,249,506  
       

 

 

 

U.S. Treasury Bond - 1.9%

       

7.63%, 11/15/22

     1,222,000          1,433,630  
       

 

 

 

U.S. Treasury Notes - 22.5%

       

1.50%, 4/15/20

     2,000          1,999  

1.38%, 5/31/20

     1,000          999  

2.25%, 3/31/21

     1,832,000          1,845,812  

1.13%, 6/30/21

     1,165,000          1,155,330  

1.63%, 6/30/21

     1,100,000          1,099,463  

2.63%, 7/15/21

     1,059,300          1,075,458  

2.00%, 11/15/21

     53,000          53,391  

1.88%, 1/31/22

     596,000          599,201  

1.75%, 6/30/22

     1,000          1,004  

2.13%, 12/31/22

     461,000          468,302  

2.63%, 6/30/23

     332,800          344,500  

2.50%, 8/15/23

     1,801,000          1,858,407  

2.75%, 8/31/23

     1,309,200          1,362,923  

2.88%, 9/30/23

     1,614,000          1,689,057  

2.13%, 3/31/24

     1,935,000          1,975,098  

2.00%, 5/31/24

     2,000,000          2,032,813  

1.50%, 10/31/24

     1,475,000          1,465,983  
       

 

 

 
Total U.S. Treasury Notes           17,029,740  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $20,333,621)

          20,712,876  
       

 

 

 

U.S. CORPORATE BONDS - 47.7%

       

United States - 47.7%

       

3M Co.

       

2.25%, 3/15/23

     113,000          114,128  

ABB Finance USA, Inc.

       

2.88%, 5/8/22

     746,000          761,375  

Abbott Laboratories

       

2.90%, 11/30/21

     2,000          2,037  

AbbVie, Inc.

       

2.90%, 11/6/22

     449,000          457,573  

2.85%, 5/14/23

     165,000          168,159  

Aetna, Inc.

       

3.50%, 11/15/24

     45,000          47,029  

Affiliated Managers Group, Inc.

       

4.25%, 2/15/24

     25,000          26,685  

Air Lease Corp.

       

3.88%, 4/1/21

     111,000          113,247  

2.25%, 1/15/23

     200,000          199,392  

Allergan Finance LLC

       

3.25%, 10/1/22

     142,000          145,168  

Allergan Funding SCS

       

3.45%, 3/15/22

     71,000          72,568  

3.85%, 6/15/24

     5,000          5,253  

Altria Group, Inc.

       

4.00%, 1/31/24

     118,000          124,895  

American Electric Power Co., Inc.

       

2.15%, 11/13/20

     2,000          2,003  

American Express Co.

       

2.65%, 12/2/22

     124,000          126,189  

American Honda Finance Corp.

       

3.45%, 7/14/23

     75,000          78,746  

2.15%, 9/10/24

     400,000          399,349  

American Tower Corp.

       

3.45%, 9/15/21

     25,000          25,562  

2.25%, 1/15/22

     86,000          86,185  

3.50%, 1/31/23

     358,000          371,202  

3.00%, 6/15/23

     5,000          5,119  

Amgen, Inc.

       

3.63%, 5/15/22

     164,000          169,486  

2.25%, 8/19/23

     24,000          24,091  

3.63%, 5/22/24

     95,000          100,826  

Amphenol Corp.

       

3.20%, 4/1/24

     50,000          51,851  

Anthem, Inc.

       

3.30%, 1/15/23

     169,000          174,906  

2.38%, 1/15/25

     150,000          149,494  

Apple, Inc.

       

2.40%, 5/3/23

     150,000          152,385  

Ares Capital Corp.

       

3.63%, 1/19/22

     75,000          76,197  

4.20%, 6/10/24

     144,000          149,318  

Arrow Electronics, Inc.

       

3.50%, 4/1/22

     65,000          66,117  

Associated Bank N.A.

       

3.50%, 8/13/21

     264,000          268,726  

Assurant, Inc.

       

4.20%, 9/27/23

     64,000          66,628  

AT&T, Inc.

       

4.00%, 1/15/22

     17,000          17,718  

3.00%, 2/15/22

     200,000          204,097  

3.20%, 3/1/22

     16,000          16,376  

4.45%, 4/1/24

     216,000          233,520  

Bank of America Corp.

       

5.70%, 1/24/22

     135,000          145,570  

3.12%, 1/20/23, (3.124% fixed rate until 1/20/22; 3-month U.S. dollar London Interbank Offered Rate + 1.16% thereafter)(b)

     30,000          30,617  

2.88%, 4/24/23, (2.881% fixed rate until 4/24/22; 3-month U.S. dollar London Interbank Offered Rate + 1.021% thereafter)(b)

     140,000          142,357  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

2.82%, 7/21/23, (2.816% fixed rate until 7/21/22; 3-month U.S. dollar London Interbank Offered Rate + 0.93% thereafter)(b)

   $   175,000        $   177,686  

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)

     150,000          153,273  

4.00%, 4/1/24

     117,000          125,299  

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)(b)

     207,000          213,467  

Bank of New York Mellon Corp. (The)

       

2.95%, 1/29/23

     111,000          114,376  

BB&T Corp.

       

3.75%, 12/6/23

     113,000          119,457  

2.50%, 8/1/24

     150,000          151,462  

2.85%, 10/26/24

     50,000          51,307  

Becton Dickinson and Co.

       

2.89%, 6/6/22

     82,000          83,280  

BGC Partners, Inc.

       

5.38%, 7/24/23

     231,000          246,938  

BlackRock, Inc.

       

3.50%, 3/18/24

     34,000          36,215  

Block Financial LLC

       

5.50%, 11/1/22

     43,000          46,131  

Boardwalk Pipelines L.P.

       

4.95%, 12/15/24

     67,000          72,221  

Boeing Co. (The)

       

8.75%, 8/15/21

     243,000          269,876  

2.80%, 3/1/23

     250,000          255,269  

BP Capital Markets America, Inc.

       

3.25%, 5/6/22

     87,000          89,806  

2.75%, 5/10/23

     452,000          461,737  

Bristol-Myers Squibb Co.

       

3.25%, 8/15/22(c)

     209,000          215,988  

3.25%, 11/1/23

     3,000          3,137  

Broadcom Corp.

       

3.00%, 1/15/22

     352,000          356,116  

3.63%, 1/15/24

     295,000          303,760  

Broadcom, Inc.

       

3.13%, 10/15/22(c)

     145,000          147,532  

CA, Inc.

       

3.60%, 8/15/22

     100,000          102,369  

Campbell Soup Co.

       

3.65%, 3/15/23

     120,000          124,755  

Capital One Financial Corp.

       

4.75%, 7/15/21

     126,000          131,244  

3.50%, 6/15/23

     48,000          49,861  

Cardinal Health, Inc.

       

2.62%, 6/15/22

     136,000          137,359  

Caterpillar Financial Services Corp.

       

2.95%, 2/26/22

     191,000          195,292  

Caterpillar, Inc.

       

3.40%, 5/15/24

     81,000          85,688  

CBS Corp.

       

3.38%, 3/1/22

     172,000          176,036  

CC Holdings GS V LLC

       

3.85%, 4/15/23

     247,000          259,343  

Celanese U.S. Holdings LLC

       

5.88%, 6/15/21

     174,000          183,049  

3.50%, 5/8/24

     141,000          145,611  

Charter Communications Operating LLC

       

4.46%, 7/23/22

     203,000          213,047  

Cigna Corp.

       

3.30%, 2/25/21(c)

     233,000          235,894  

4.75%, 11/15/21(c)

     222,000          232,337  

3.75%, 7/15/23

     171,000          178,917  

Cimarex Energy Co.

       

4.38%, 6/1/24

     52,000          54,532  

Citibank N.A.

       

3.40%, 7/23/21

     350,000          357,405  

Citigroup, Inc.

       

4.50%, 1/14/22

     80,000          83,968  

2.70%, 10/27/22

     8,000          8,129  

3.88%, 10/25/23

     487,000          517,509  

3.35%, 4/24/25, (3.352% fixed rate until 4/24/24; 3-month U.S. dollar London Interbank Offered Rate + 0.897% thereafter)(b)

     95,000          98,548  

CNH Industrial Capital LLC

       

4.38%, 11/6/20

     191,000          194,996  

4.88%, 4/1/21

     81,000          83,822  

4.38%, 4/5/22

     50,000          52,604  

Comcast Corp.

       

3.60%, 3/1/24

     50,000          52,981  

Comerica, Inc.

       

3.70%, 7/31/23

     83,000          87,384  

CommonSpirit Health

       

2.95%, 11/1/22

     278,000          282,785  

Constellation Brands, Inc.

       

4.25%, 5/1/23

     372,000          396,703  

4.75%, 11/15/24

     132,000          146,349  

Crown Castle International Corp.

       

2.25%, 9/1/21

     153,000          153,244  

5.25%, 1/15/23

     81,000          88,265  

3.15%, 7/15/23

     178,000          183,225  

3.20%, 9/1/24

     48,000          49,708  

CVS Health Corp.

       

3.35%, 3/9/21

     3,000          3,049  

3.70%, 3/9/23

     235,000          244,858  

Dell International LLC

       

4.00%, 7/15/24(c)

     140,000          146,275  

Delta Air Lines, Inc.

       

2.60%, 12/4/20

     58,000          58,224  

Discover Bank

       

2.45%, 9/12/24

     250,000          249,749  

Dollar General Corp.

       

3.25%, 4/15/23

     290,000          299,589  

Dominion Energy, Inc.

       

2.00%, 8/15/21, Series C

     33,000          32,956  

Dow Chemical Co. (The)

       

3.00%, 11/15/22

     163,000          166,757  

DTE Energy Co.

       

2.60%, 6/15/22, Series B

     150,000          151,180  

Duke Energy Carolinas LLC

       

3.05%, 3/15/23

     385,000          397,803  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Eastman Chemical Co.

       

3.50%, 12/1/21

   $   115,000        $   117,909  

Eaton Corp.

       

2.75%, 11/2/22

     191,000          194,873  

Energy Transfer Operating L.P.

       

4.65%, 6/1/21

     120,000          123,196  

5.20%, 2/1/22

     79,000          82,780  

Energy Transfer Partners L.P.

       

4.50%, 11/1/23

     137,000          144,184  

Enterprise Products Operating LLC

       

4.05%, 2/15/22

     2,000          2,085  

3.90%, 2/15/24

     186,000          197,441  

EQM Midstream Partners L.P.

       

4.00%, 8/1/24

     50,000          47,205  

EQT Corp.

       

3.00%, 10/1/22

     2,000          1,928  

Exelon Generation Co. LLC

       

3.40%, 3/15/22

     11,000          11,287  

4.25%, 6/15/22

     163,000          170,029  

FedEx Corp.

       

2.63%, 8/1/22

     10,000          10,133  

Fidelity National Information Services, Inc.

       

2.25%, 8/15/21

     5,000          5,018  

Fifth Third Bancorp

       

3.50%, 3/15/22

     200,000          206,082  

Fiserv, Inc.

       

2.75%, 7/1/24

     150,000          152,526  

Ford Motor Credit Co. LLC

       

3.47%, 4/5/21

     195,000          196,370  

3.81%, 10/12/21

     90,000          91,347  

3.35%, 11/1/22

     350,000          352,141  

Fox Corp.

       

3.67%, 1/25/22(c)

     250,000          258,169  

4.03%, 1/25/24(c)

     29,000          30,866  

General Dynamics Corp.

       

3.38%, 5/15/23

     23,000          24,085  

General Electric Co.

       

2.70%, 10/9/22

     575,000          579,995  

3.10%, 1/9/23

     289,000          295,906  

General Mills, Inc.

       

2.60%, 10/12/22

     200,000          202,815  

3.70%, 10/17/23

     84,000          88,668  

General Motors Co.

       

4.88%, 10/2/23

     83,000          89,548  

General Motors Financial Co., Inc.

       

3.55%, 4/9/21

     198,000          201,191  

3.45%, 1/14/22

     155,000          158,068  

3.45%, 4/10/22

     80,000          81,595  

3.15%, 6/30/22

     161,000          163,763  

3.25%, 1/5/23

     60,000          61,013  

3.70%, 5/9/23

     148,000          152,375  

5.10%, 1/17/24

     18,000          19,465  

Georgia Power Co.

       

2.20%, 9/15/24, Series A

     250,000          249,015  

Gilead Sciences, Inc.

       

3.25%, 9/1/22

     111,000          114,683  

3.70%, 4/1/24

     118,000          125,076  

Global Payments, Inc.

       

3.80%, 4/1/21

     28,000          28,562  

Goldman Sachs Group, Inc. (The)

       

5.75%, 1/24/22

     316,000          339,353  

2.91%, 7/24/23, (2.905% fixed rate until 7/24/22; 3-month U.S. dollar London Interbank Offered Rate + 0.99% thereafter)(b)

     175,000          177,909  

4.00%, 3/3/24

     70,000          74,483  

Hershey Co. (The)

       

3.38%, 5/15/23

     7,000          7,335  

Hess Corp.

       

3.50%, 7/15/24

     135,000          138,335  

Hewlett Packard Enterprise Co.

       

3.60%, 10/15/20

     213,000          215,500  

Host Hotels & Resorts L.P.

       

4.75%, 3/1/23, Series C

     105,000          111,919  

HP, Inc.

       

3.75%, 12/1/20

     17,000          17,275  

4.65%, 12/9/21

     223,000          233,133  

Huntington Bancshares, Inc.

       

3.15%, 3/14/21

     80,000          81,047  

Ingersoll-Rand Global Holding Co., Ltd.

       

2.90%, 2/21/21

     100,000          100,743  

International Flavors & Fragrances, Inc.

       

3.20%, 5/1/23

     109,000          111,106  

International Lease Finance Corp.

       

8.25%, 12/15/20

     16,000          16,988  

International Paper Co.

       

4.75%, 2/15/22

     11,000          11,540  

Invesco Finance PLC

       

4.00%, 1/30/24

     68,000          72,233  

Jabil, Inc.

       

4.70%, 9/15/22

     110,000          116,456  

Jefferies Financial Group, Inc.

       

5.50%, 10/18/23

     80,000          87,354  

Jefferies Group LLC

       

6.88%, 4/15/21

     5,000          5,291  

5.13%, 1/20/23

     5,000          5,396  

John Deere Capital Corp.

       

2.70%, 1/6/23

     1,000          1,024  

3.65%, 10/12/23

     82,000          87,042  

2.65%, 6/24/24

     24,000          24,626  

JPMorgan Chase & Co.

       

4.63%, 5/10/21

     36,000          37,332  

2.30%, 8/15/21

     36,000          36,094  

4.35%, 8/15/21

     56,000          58,195  

4.50%, 1/24/22

     310,000          325,375  

2.78%, 4/25/23, (2.776% fixed rate until 4/25/22; 3-month U.S. dollar London Interbank Offered Rate + 0.935% thereafter)(b)

     156,000          158,216  

3.63%, 5/13/24

     119,000          126,122  

3.80%, 7/23/24, (3.797% fixed rate until 7/23/23; 3-month U.S. dollar London Interbank Offered Rate + 0.89% thereafter)(b)

     100,000          105,246  

4.02%, 12/5/24, (4.023% fixed rate until 12/5/23; 3-month U.S. dollar London Interbank Offered Rate + 1.00% thereafter)(b)

     170,000          180,958  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Kellogg Co.

       

4.00%, 12/15/20

   $ 5,000        $ 5,099  

Keurig Dr Pepper, Inc.

       

3.55%, 5/25/21

     75,000          76,567  

Kinder Morgan Energy Partners L.P.

       

3.95%, 9/1/22

     291,000          302,553  

4.15%, 2/1/24

     47,000          49,673  

KLA Corp.

       

4.13%, 11/1/21

     100,000          103,512  

4.65%, 11/1/24

     24,000          26,389  

Kroger Co. (The)

       

2.60%, 2/1/21

     130,000          130,769  

2.80%, 8/1/22

     400,000          407,372  

L3Harris Technologies, Inc.

       

3.85%, 6/15/23(c)

     217,000          228,821  

Lockheed Martin Corp.

       

3.10%, 1/15/23

     75,000          77,508  

M&T Bank Corp.

       

3.55%, 7/26/23

     150,000          157,520  

McCormick & Co., Inc.

       

3.15%, 8/15/24

     17,000          17,608  

Micron Technology, Inc.

       

4.64%, 2/6/24

     228,000          244,959  

Microsoft Corp.

       

3.63%, 12/15/23

     138,000          147,176  

Molson Coors Brewing Co.

       

2.10%, 7/15/21

     172,000          171,885  

Moody’s Corp.

       

2.75%, 12/15/21

     2,000          2,029  

Morgan Stanley

       

5.50%, 7/28/21

     80,000          84,514  

2.75%, 5/19/22

     126,000          127,807  

4.88%, 11/1/22

     258,000          276,710  

3.75%, 2/25/23

     103,000          107,884  

3.88%, 4/29/24, Series F

     141,000          149,909  

3.70%, 10/23/24

     15,000          15,897  

Motorola Solutions, Inc.

       

3.75%, 5/15/22

     169,000          175,313  

MPLX L.P.

       

4.50%, 7/15/23

     57,000          60,459  

Newell Brands, Inc.

       

3.85%, 4/1/23

     19,000          19,614  

Newfield Exploration Co.

       

5.75%, 1/30/22

     22,000          23,384  

Newmont Goldcorp Corp.

       

3.50%, 3/15/22

     73,000          75,041  

Northrop Grumman Corp.

       

3.25%, 8/1/23

     514,000          535,010  

Nucor Corp.

       

4.00%, 8/1/23

     125,000          132,262  

Office Properties Income Trust

       

4.00%, 7/15/22

     5,000          5,104  

Omnicom Group, Inc.

       

3.63%, 5/1/22

     25,000          25,865  

ONEOK, Inc.

       

4.25%, 2/1/22

     82,000          85,068  

Oracle Corp.

       

2.95%, 11/15/24

     95,000          98,712  

Packaging Corp. of America

       

2.45%, 12/15/20

     147,000          147,936  

Philip Morris International, Inc.

       

2.63%, 2/18/22

     85,000          86,228  

PNM Resources, Inc.

       

3.25%, 3/9/21

     13,000          13,166  

Primerica, Inc.

       

4.75%, 7/15/22

     120,000          127,412  

Private Export Funding Corp.

       

2.80%, 5/15/22, Series EE

     41,000          42,009  

Regions Financial Corp.

       

3.80%, 8/14/23

     150,000          158,076  

Rockwell Collins, Inc.

       

2.80%, 3/15/22

     25,000          25,417  

Roper Technologies, Inc.

       

2.80%, 12/15/21

     5,000          5,069  

3.13%, 11/15/22

     4,000          4,103  

3.65%, 9/15/23

     309,000          325,007  

Royal Caribbean Cruises Ltd.

       

2.65%, 11/28/20

     135,000          135,748  

Ryder System, Inc.

       

2.80%, 3/1/22

     269,000          272,267  

Sabine Pass Liquefaction LLC

       

6.25%, 3/15/22

     385,000          413,680  

Santander Holdings USA, Inc.

       

3.70%, 3/28/22

     369,000          379,182  

Sempra Energy

       

4.05%, 12/1/23

     56,000          59,454  

Sherwin-Williams Co. (The)

       

2.75%, 6/1/22

     86,000          87,391  

Simon Property Group L.P.

       

2.00%, 9/13/24

     150,000          149,266  

Southern California Edison Co.

       

1.85%, 2/1/22

     48,571          47,995  

Southwest Airlines Co.

       

2.75%, 11/16/22

     11,000          11,133  

Spirit AeroSystems, Inc.

       

3.95%, 6/15/23

     50,000          51,780  

Stanley Black & Decker, Inc.

       

3.40%, 12/1/21

     2,000          2,053  

SunTrust Bank

       

3.69%, 8/2/24, (3.689% fixed rate until 8/2/23; 3-month U.S. dollar London Interbank Offered Rate + 0.735% thereafter)(b)

     83,000          87,027  

SunTrust Banks, Inc.

       

2.90%, 3/3/21

     81,000          81,777  

Synchrony Financial

       

2.85%, 7/25/22

     150,000          151,509  

Synovus Financial Corp.

       

3.13%, 11/1/22

     4,000          4,047  

Tapestry, Inc.

       

3.00%, 7/15/22

     115,000          116,253  

Tech Data Corp.

       

3.70%, 2/15/22

     40,000          40,753  

Time Warner Cable LLC

       

4.00%, 9/1/21

     176,000          180,244  

Timken Co. (The)

       

3.88%, 9/1/24

     100,000          104,254  

Toyota Motor Credit Corp.

       

3.35%, 1/8/24

     15,000          15,758  

Trimble, Inc.

       

4.75%, 12/1/24

     48,000          52,047  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Tyson Foods, Inc.

       

4.50%, 6/15/22

   $   161,000        $ 169,736  

3.90%, 9/28/23

     171,000          181,190  

United Technologies Corp.

       

3.35%, 8/16/21

     150,000          153,445  

3.10%, 6/1/22

     579,000          594,742  

2.80%, 5/4/24

     121,000          124,178  

UnitedHealth Group, Inc.

       

3.50%, 2/15/24

     20,000          21,131  

2.38%, 8/15/24

     200,000          202,017  

Ventas Realty L.P.

       

3.50%, 4/15/24

     124,000          129,692  

Verizon Communications, Inc.

       

3.13%, 3/16/22

     140,000          143,782  

2.45%, 11/1/22

     44,000          44,590  

Viacom, Inc.

       

4.25%, 9/1/23

     117,000          124,152  

Walgreen Co.

       

3.10%, 9/15/22

     167,000          169,570  

Walmart, Inc.

       

3.40%, 6/26/23

     300,000          315,125  

Waste Management, Inc.

       

4.75%, 6/30/20

     2,000          2,031  

2.40%, 5/15/23

     87,000          87,865  

Wells Fargo & Co.

       

2.50%, 3/4/21

     84,000          84,538  

3.50%, 3/8/22

     244,000          251,631  

2.63%, 7/22/22

     266,000          269,296  

Welltower, Inc.

       

3.63%, 3/15/24

     250,000          262,990  

Western Midstream Operating L.P.

       

5.38%, 6/1/21

     29,000          29,864  

WestRock RKT LLC

       

4.90%, 3/1/22

     17,000          17,960  

4.00%, 3/1/23

     159,000          166,064  

Williams Cos., Inc. (The)

       

3.60%, 3/15/22

     225,000          231,011  

Willis Towers Watson PLC

       

5.75%, 3/15/21

     46,000          48,058  

WRKCo, Inc.

       

3.00%, 9/15/24

     190,000          193,419  
       

 

 

 

TOTAL U.S. CORPORATE BONDS

(Cost: $35,077,199)

          35,999,005  
       

 

 

 

FOREIGN CORPORATE BONDS - 9.2%

       

Australia - 0.4%

       

Westpac Banking Corp.

       

3.30%, 2/26/24

     250,000          260,248  
       

 

 

 

Canada - 0.5%

       

Canadian Natural Resources Ltd.

       

3.45%, 11/15/21

     3,000          3,069  

Emera U.S. Finance L.P.

       

2.70%, 6/15/21

     111,000          111,834  

Enbridge, Inc.

       

4.00%, 10/1/23

     18,000          19,044  

Fortis, Inc.

       

2.10%, 10/4/21

     78,000          77,887  

Kinross Gold Corp.

       

5.13%, 9/1/21

     25,000          26,056  

Rogers Communications, Inc.

       

3.00%, 3/15/23

     24,000          24,530  

TransCanada PipeLines Ltd.

       

2.50%, 8/1/22

     126,000          127,361  
       

 

 

 
Total Canada           389,781  
       

 

 

 

France - 0.2%

       

Total Capital Canada Ltd.

       

2.75%, 7/15/23

     169,000          174,201  
       

 

 

 

Germany - 0.7%

       

Deutsche Bank AG

       

4.25%, 10/14/21

     483,000          493,985  

Kreditanstalt fuer Wiederaufbau

       

2.63%, 1/25/22

     41,000          41,826  
       

 

 

 
Total Germany           535,811  
       

 

 

 

Ireland - 0.1%

       

AerCap Ireland Capital DAC

       

4.88%, 1/16/24

     98,000          106,321  
       

 

 

 

Japan - 2.5%

       

Mitsubishi UFJ Financial Group, Inc.

       

3.00%, 2/22/22

     391,000          398,879  

3.22%, 3/7/22

     109,000          111,665  

2.67%, 7/25/22

     389,000          393,801  

Mizuho Financial Group, Inc.

       

2.95%, 2/28/22

     190,000          193,289  

3.92%, 9/11/24, (3.922% fixed rate until 9/11/23; 3-month U.S. dollar London Interbank Offered Rate + 1.00% thereafter)(b)

     172,000          180,905  

Sumitomo Mitsui Financial Group, Inc.

       

2.93%, 3/9/21

     175,000          177,113  

2.06%, 7/14/21

     102,000          102,112  

2.44%, 10/19/21

     290,000          292,406  

2.85%, 1/11/22

     23,000          23,354  
       

 

 

 
Total Japan           1,873,524  
       

 

 

 

Luxembourg - 0.1%

       

ArcelorMittal S.A.

       

5.50%, 3/1/21

     42,000          43,604  

6.25%, 2/25/22

     8,000          8,610  
       

 

 

 
Total Luxembourg           52,214  
       

 

 

 

Netherlands - 0.8%

       

Cooperatieve Rabobank UA

       

3.88%, 2/8/22

     308,000          320,096  

NXP B.V.

       

4.88%, 3/1/24(c)

     141,000          153,247  

Shell International Finance B.V.

       

2.38%, 8/21/22

     96,000          97,372  
       

 

 

 
Total Netherlands           570,715  
       

 

 

 

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (continued)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Peru - 0.3%

       

Southern Copper Corp.

       

3.50%, 11/8/22

   $ 208,000        $ 214,985  
       

 

 

 

Spain - 0.5%

       

Banco Santander S.A.

       

3.50%, 4/11/22

     400,000          410,764  
       

 

 

 

United Kingdom - 3.1%

       

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)(b)

     150,000          157,425  

BAT Capital Corp.

       

2.76%, 8/15/22

     392,000          396,403  

GlaxoSmithKline Capital, Inc.

       

2.80%, 3/18/23

     127,000          130,101  

HSBC Holdings PLC

       

4.00%, 3/30/22

     18,000          18,778  

Reynolds American, Inc.

       

4.00%, 6/12/22

     121,000          125,941  

4.85%, 9/15/23

     50,000          54,060  

Royal Bank of Scotland Group PLC

       

3.88%, 9/12/23

     341,000          354,962  

4.52%, 6/25/24, (4.519% fixed rate until 6/25/23; 3-month U.S. dollar London Interbank Offered Rate + 1.55% thereafter)(b)

     327,000          346,169  

Santander UK Group Holdings PLC

       

3.13%, 1/8/21

     84,000          84,784  

Santander UK PLC

       

2.88%, 6/18/24

     200,000          203,533  

Unilever Capital Corp.

       

3.25%, 3/7/24

     125,000          131,187  

Vodafone Group PLC

       

2.95%, 2/19/23

     249,000          254,960  

WPP Finance 2010

       

3.63%, 9/7/22

     70,000          72,456  
       

 

 

 
Total United Kingdom           2,330,759  
       

 

 

 

TOTAL FOREIGN CORPORATE BONDS

(Cost: $6,711,990)

          6,919,323  
       

 

 

 

FOREIGN GOVERNMENT AGENCIES - 0.0%

       

Canada - 0.0%

       

Province of Quebec Canada

       

2.63%, 2/13/23

(Cost: $25,679)

     26,000          26,704  
       

 

 

 

FOREIGN GOVERNMENT OBLIGATIONS - 1.9%

       

Colombia - 0.5%

       

Colombia Government International Bond

       

4.38%, 7/12/21

     30,000          30,982  

4.00%, 2/26/24

     337,000          353,321  

8.13%, 5/21/24

     16,000          19,607  
       

 

 

 
Total Colombia           403,910  
       

 

 

 

Hungary - 0.1%

       

Hungary Government International Bond

       

6.25%, 1/29/20

     1,000          1,007  

6.38%, 3/29/21

     72,000          76,215  
       

 

 

 
Total Hungary           77,222  
       

 

 

 

Mexico - 0.5%

       

Mexico Government International Bond

       

3.63%, 3/15/22

     284,000          293,230  

4.00%, 10/2/23

     78,000          82,432  
       

 

 

 
Total Mexico           375,662  
       

 

 

 

Panama - 0.4%

       

Panama Government International Bond

       

4.00%, 9/22/24

     250,000          267,752  
       

 

 

 

Poland - 0.3%

       

Republic of Poland Government International Bond

       

5.13%, 4/21/21

     26,000          27,158  

3.00%, 3/17/23

     192,000          198,085  
       

 

 

 
Total Poland           225,243  
       

 

 

 

Uruguay - 0.1%

       

Uruguay Government International Bond

       

8.00%, 11/18/22

     55,000          61,408  
       

 

 

 

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $1,371,152)

          1,411,197  
       

 

 

 

SUPRANATIONAL BOND - 0.0%

       

European Investment Bank

       

2.88%, 8/15/23

(Cost: $1,008)

     1,000          1,045  
       

 

 

 

COMMERCIAL MORTGAGE-BACKED SECURITIES - 11.7%

       

United States - 11.7%

       

Citigroup Commercial Mortgage Trust

       

2.95%, 9/10/58, Series 2015-GC33, Class A2

     307,647          308,745  

Commercial Mortgage Pass Through Certificates

       

1.89%, 8/10/49, Series 2016-C3, Class A2

     318,000          315,643  

Commercial Mortgage Trust

       

3.29%, 12/10/44, Series 2012-LC4, Class A4

     461,406          469,531  

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

     61,615          63,611  

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

     117,000          117,020  

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

     1,061,000          1,075,429  

CSAIL Commercial Mortgage Trust

       

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

     344,000          349,792  

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates

       

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

   $ 150,000        $ 152,634  

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

     300,000          304,561  

JP Morgan Chase Commercial Mortgage Securities Trust

       

4.17%, 12/15/46, Series 2013-C16, Class A4

     1,432,000          1,534,662  

JPMBB Commercial Mortgage Securities Trust

       

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

     550,000          588,411  

3.01%, 8/15/48, Series 2015-C31, Class A2

     14,760          14,794  

JPMCC Commercial Mortgage Securities Trust

       

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

     680,000          693,002  

Morgan Stanley Bank of America Merrill Lynch Trust

       

3.18%, 8/15/45, Series 2012-C5, Class A4

     505,700          518,009  

4.05%, 4/15/47, Series 2014-C15, Class A4

     250,000          267,700  

3.44%, 8/15/47, Series 2014-C17, Class A4

     270,643          283,152  

3.53%, 8/15/47, Series 2014-C17, Class A3

     205,000          208,955  

2.74%, 4/15/48, Series 2015-C22, Class A2

     625,000          624,969  

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

     33,440          33,652  

UBS-Barclays Commercial Mortgage Trust

       

2.85%, 12/10/45, Series 2012-C4, Class A5

     320,600          326,288  

Wells Fargo Commercial Mortgage Trust

       

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

     26,088          26,230  

2.60%, 6/15/49, Series 2016-C34, Class A2

     75,000          75,309  

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

     471,000          479,031  

WFRBS Commercial Mortgage Trust

       

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

     32,019          32,179  
       

 

 

 

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $8,773,690)

          8,863,309  
       

 

 

 

ASSET-BACKED SECURITIES - 1.2%

       

United States - 1.2%

       

Americredit Automobile Receivables Trust

       

2.41%, 7/8/22, Series 2016-4, Class C

     400,000          400,870  

Carmax Auto Owner Trust

       

2.30%, 4/15/25, Series 2019-3, Class A4

     100,000          100,799  

Ford Credit Auto Owner Trust

       

2.85%, 8/15/24, Series 2019-A, Class A4

     100,000          102,143  

Honda Auto Receivables Owner Trust

       

2.90%, 6/18/24, Series 2019-1, Class A4

     200,000          205,198  

Synchrony Card Funding LLC

       

2.95%, 3/15/25, Series 2019-A1, Class A

     100,000          102,136  
       

 

 

 

TOTAL ASSET-BACKED SECURITIES

(Cost: $898,181)

          911,146  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 101.2%

(Cost: $74,803,305)

          76,460,898  

Other Assets less Liabilities - (1.2)%

          (913,457
       

 

 

 
NET ASSETS - 100.0%         $   75,547,441  
       

 

 

 

 

*  

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 November 30, 2019 on securities with variable or step rates.

(c) 

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

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree CBOE Russell 2000 PutWrite Strategy Fund (RPUT)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT OBLIGATIONS - 93.3%

       

U.S. Treasury Bill - 93.3%

       

U.S. Treasury Bill

  

1.54%, 2/27/20*

   $   950,000        $ 946,441  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 93.3%

(Cost: $946,486)

          946,441  

Other Assets less Liabilities - 6.7%

 

       67,465  
       

 

 

 
NET ASSETS - 100.0%

 

     $   1,013,906  
       

 

 

 

 

*  

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)
    Unrealized
Appreciation
     Value
 

Russell 2000 Index

   (6)   $ (954,000   $ 1,590        12/20/2019      $ (14,860   $ 8,680      $ (6,180
    

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

 

1 

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

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

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

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT OBLIGATIONS - 91.7%

       

U.S. Treasury Bills - 91.7%

       

1.54%, 2/20/20*

   $  129,000,000        $   128,554,950  

1.53%, 2/27/20*

     70,000,000          69,737,792  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $198,302,345)

          198,292,742  
       

 

 

 
     Shares           

EXCHANGE-TRADED FUND - 4.5%

       

United States - 4.5%

       

WisdomTree Floating Rate Treasury Fund(a)

(Cost: $9,617,280)

     384,000          9,623,040  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 96.2%

(Cost: $207,919,625)

          207,915,782  

Other Assets less Liabilities - 3.8%

          8,237,302  
       

 

 

 
NET ASSETS - 100.0%         $ 216,153,084  
       

 

 

 

 

*  

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

(a) 

Affiliated company (See Note 4).

FINANCIAL DERIVATIVE INSTRUMENTS

WRITTEN PUT OPTION CONTRACTS (EXCHANGE-TRADED)

 

Description

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

S&P 500 Index

   (701)   $ (218,011,000   $ 3,110        12/20/2019      $ (2,713,370   $ 1,251,785      $ (1,461,585
    

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

 

1 

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

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

November 30, 2019

 

Investments

   Principal
Amount
       Value  

U.S. GOVERNMENT OBLIGATIONS - 85.8%

       

U.S. Treasury Bills - 85.8%

       

1.90%, 12/12/19*(a)

   $ 5,955,000        $ 5,952,398  

1.92%, 12/19/19*

     157,140,000          157,030,158  
       

 

 

 

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $162,943,896)

          162,982,556  
       

 

 

 
     Shares           

EXCHANGE-TRADED FUND - 4.7%

       

United States - 4.7%

       

WisdomTree Floating Rate Treasury Fund(b)

(Cost: $8,963,589)

     357,757          8,965,390  
       

 

 

 

TOTAL INVESTMENTS IN SECURITIES - 90.5%

(Cost: $171,907,485)

          171,947,946  

Other Assets less Liabilities - 9.5%

          17,960,047  
       

 

 

 
NET ASSETS - 100.0%         $   189,907,993  
       

 

 

 

 

*  

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 $5,952,398 as of November 30, 2019.

(b) 

Affiliated company (See Note 4).

FINANCIAL DERIVATIVE INSTRUMENTS

FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)

 

Counterparty

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

Bank of Montreal

     12/18/2019          4,128,113       USD          443,948,000       JPY        $ 69,774        $ —    

Bank of Montreal

     12/18/2019          94,802       USD          10,088,000       JPY          2,583          —    

Bank of Montreal

     12/18/2019          69,772       USD          7,453,000       JPY          1,640          —    

Canadian Imperial Bank of Commerce

     12/18/2019          1,356,265,000       JPY          12,858,944       USD          —            (460,682

Canadian Imperial Bank of Commerce

     12/18/2019          290,906       USD          30,637,000       JPY          10,839          —    

Canadian Imperial Bank of Commerce

     12/18/2019          69,007       USD          7,478,000       JPY          646          —    

Canadian Imperial Bank of Commerce

     12/18/2019          89,148       USD          9,604,000       JPY          1,353          —    

Canadian Imperial Bank of Commerce

     12/18/2019          292,835       USD          31,820,000       JPY          1,954          —    

Canadian Imperial Bank of Commerce

     12/18/2019          7,450,387       USD          815,237,000       JPY          —            (2,081

Canadian Imperial Bank of Commerce

     3/18/2020          6,364,106       USD          692,164,000       JPY          —            (194
                     

 

 

      

 

 

 
                      $ 88,789        $ (462,957 ) 
                     

 

 

      

 

 

 

 

  

As of November 30, 2019, the Fund posted cash collateral of $520,000 with the counterparty, Canadian Imperial Bank of Commerce, for foreign currency contracts.

CURRENCY LEGEND

 

JPY

      Japanese yen

USD

      U.S. dollar

 

See Notes to Schedule of Investments.


Schedule of Investments (unaudited) (concluded)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

November 30, 2019

 

FUTURES CONTRACTS (EXCHANGE-TRADED)

 

Short Exposure

   Contracts      Expiration
Date
     Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Australian Dollar Currency

     93        3/16/20      $ (6,308,190   $ 12,555  

Corn

     509        3/13/20        (9,702,813     329,000  

Cotton No. 2

     192        3/09/20        (6,274,560     50,256  

Euro Currency

     69        3/16/20        (9,570,731     (8,280

Soybean

     141        3/13/20        (6,283,312     —    

Swiss Franc Currency

     75        3/16/20        (9,454,688     3,549  
        

 

 

   

 

 

 
   $ (47,594,294   $ 387,080  
        

 

 

   

 

 

 

Long Exposure

                          

10 Year U.S. Treasury Note

     49        3/20/20      $ 6,338,609     $ (49,196

British Pound Currency

     78        3/16/20        6,326,288       (1,165

Canadian Dollar Currency

     84        3/17/20        6,327,720       (403

Coffee “C”

     142        3/19/20        6,339,413       —    

Copper

     94        3/27/20        6,254,525       34,075  

Gasoline RBOB

     134        2/28/20        9,027,875       —    

Gold 100 Ounce

     43        2/26/20        6,332,610       (211,130

Live Cattle

     187        2/28/20        9,439,760       —    

NY Harbor ULSD

     117        2/28/20        9,169,033       —    

Silver

     74        3/27/20        6,329,220       (412,180

U.S. Treasury Long Bond

     40        3/20/20        6,358,750       (63,543

Wheat

     361        3/13/20        9,778,587       394,200  

WTI Crude Oil

     164        2/20/20        9,016,720       —    
        

 

 

   

 

 

 
   $ 97,039,110     $ (309,342 ) 
        

 

 

   

 

 

 
Total - Net

 

   $ 49,444,816     $ 77,738  
        

 

 

   

 

 

 

 

See Notes to Schedule of Investments.


Notes to Schedule of Investments (unaudited)

1. ORGANIZATION

WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 and is authorized to have multiple series of portfolios (each a “Fund”, collectively, the “Funds”). These notes relate only to the Funds listed below. 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.

 

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 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 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’’)

     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’’)

     December 18, 2013  

WisdomTree Mortgage Plus Bond Fund (“Mortgage Plus Bond Fund’’)

     November 14, 2019  

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’’)

     December 18, 2013  

WisdomTree Yield Enhanced Global Aggregate Bond Fund (“Yield Enhanced Global Aggregate Bond Fund’’)

     December 13, 2018  

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

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

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, 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.

 


Notes to Schedule of Investments (unaudited) (continued)

 

In certain instances, such as when reliable market valuations are not readily available or are not deemed to reflect current market values, a Fund’s investments, which include derivatives, will be fair valued in accordance with the Fund’s pricing policy. The Board of Trustees has established a pricing committee (the “Pricing Committee”) which is comprised of senior representatives of WisdomTree Asset Management, Inc. (‘‘WTAM’’) and which reports to the Board of Trustees on a quarterly basis. In the event that a financial instrument cannot be valued based upon a price from a national securities exchange, independent pricing service provider or broker-dealer quotation, or such prices are deemed to not reflect current market value, the Pricing Committee may value the financial instrument in good faith under the policies and procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events.” An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV Calculation Time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.

Fair Value Measurement - In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that each Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. ASC 820 established a three-tier hierarchy of inputs to be used when determining fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk - for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

 

  Level 1

– quoted prices in active markets for identical securities

 

  Level 2

– other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

 

  Level 3

– significant unobservable inputs (including each Fund’s assumptions in determining the fair value of investments)

The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.

Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as amended); (iii) a security whose trading has been suspended or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets on which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).


Notes to Schedule of Investments (unaudited) (continued)

 

The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:

Financial instruments are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models may 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 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.

Determination of a fair value by the Pricing Committee may include significant unobservable inputs and therefore such financial instruments 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 following is a summary of the fair valuations according to the inputs used as of November 30, 2019 in valuing each Fund’s assets:

 

U.S. Dollar Bullish Fund

   Level 1     Level 2           Level 3        

U.S. Government Obligations

   $ —       $ 36,215,018     $ —    

Exchange-Traded Fund

     1,553,720       —         —    
  

 

 

   

 

 

   

 

 

 

Total

   $ 1,553,720     $ 36,215,018     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Foreign Currency Contracts

     —         551,373       —    

Unrealized Depreciation on Foreign Currency Contracts

     —         (90,500     —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 1,553,720     $ 36,675,891     $ —    
  

 

 

   

 

 

   

 

 

 

Chinese Yuan Strategy Fund

   Level 1     Level 2     Level 3  

U.S. Government Obligations

   $ —       $ 17,763,669     $ —    

Exchange-Traded Fund

     1,167,796       —         —    

Repurchase Agreement

     —         7,330,000       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ 1,167,796     $ 25,093,669     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Foreign Currency Contracts

     —         359,608       —    

Unrealized Depreciation on Foreign Currency Contracts

     —         (3,765     —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 1,167,796     $ 25,449,512     $ —    
  

 

 

   

 

 

   

 

 

 

Emerging Currency Strategy Fund

   Level 1     Level 2     Level 3  

U.S. Government Obligations

   $ —       $ 14,245,664     $ —    

Exchange-Traded Fund

     791,896       —         —    

Repurchase Agreement

     —         5,510,000       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ 791,896     $ 19,755,664     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Foreign Currency Contracts

     —         28,999       —    

Unrealized Depreciation on Foreign Currency Contracts

     —         (356,461     —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 791,896     $ 19,428,202     $ —    
  

 

 

   

 

 

   

 

 

 

Emerging Markets Corporate Bond Fund

   Level 1     Level 2     Level 3  

U.S. Government Obligations

   $ —       $ 491,531     $ —    

Foreign Corporate Bonds

     —         34,765,355       —    

Foreign Government Obligations

     —         1,080,475       —    

Investment of Cash Collateral for Securities Loaned

     —         2,718,060       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 39,055,421     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Futures Contracts

     5,954       —         —    

Unrealized Depreciation on Futures Contracts

     (148     —         —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 5,806     $ 39,055,421     $ —    
  

 

 

   

 

 

   

 

 

 


Notes to Schedule of Investments (unaudited) (continued)

 

Emerging Markets Local Debt Fund

         Level 1           Level 2           Level 3        

Foreign Government Agencies

   $ —       $ 274,648     $ —    

Foreign Government Obligations

     —         163,465,575       —    

Supranational Bonds

     —         10,372,704       —    

Repurchase Agreement

     —         11,530,000       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 185,642,927     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Foreign Currency Contracts

     —         275,100       —    

Unrealized Depreciation on Foreign Currency Contracts

     —         (3,698     —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ —       $ 185,914,329     $ —    
  

 

 

   

 

 

   

 

 

 

Floating Rate Treasury Fund

   Level 1     Level 2     Level 3  

U.S. Government Obligations

   $ —       $ 1,795,969,486     $ —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 1,795,969,486     $ —    
  

 

 

   

 

 

   

 

 

 

Interest Rate Hedged High Yield Bond Fund

   Level 1     Level 2     Level 3  

U.S. Corporate Bonds

   $ —       $ 193,426,699     $ —    

Foreign Corporate Bonds

     —         32,318,816       —    

Investment of Cash Collateral for Securities Loaned

     —         19,772,945       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 245,518,460     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Futures Contracts

     2,589       —         —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 2,589     $ 245,518,460     $ —    
  

 

 

   

 

 

   

 

 

 

Interest Rate Hedged U.S. Aggregate Bond Fund

   Level 1     Level 2     Level 3  

U.S. Government Agencies

   $ —       $ 24,308,144     $ —    

U.S. Government Obligations

     —         32,974,575       —    

U.S. Corporate Bonds

     —         18,370,335       —    

Foreign Corporate Bonds

     —         3,140,949       —    

Foreign Government Agencies

     —         1,257,860       —    

Foreign Government Obligations

     —         923,535       —    

Supranational Bonds

     —         833,721       —    

Commercial Mortgage-Backed Securities

     —         1,788,490       —    

Municipal Bonds

     —         312,510       —    

Asset-Backed Securities

     —         383,911       —    

Repurchase Agreement

     —         3,873,500       —    

Investment of Cash Collateral for Securities Loaned

     —         2,714,668       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 90,882,198     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Futures Contracts

     13,182       —         —    

Unrealized Depreciation on Futures Contracts

     (25,557     —         —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ (12,375   $ 90,882,198     $ —    
  

 

 

   

 

 

   

 

 

 

Mortgage Plus Bond Fund

   Level 1     Level 2     Level 3  

Asset-Backed Securities

   $ —       $ 486,586     $ —    

Collateralized Loan Obligations

     —         389,973       —    

Collateralized Mortgage Obligations

     —         3,039,238       —    

Commercial Mortgage-Backed Securities

     —         404,448       —    

U.S. Government Agencies

     —         5,691,979       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 10,012,224     $ —    
  

 

 

   

 

 

   

 

 

 

Negative Duration High Yield Bond Fund

   Level 1     Level 2     Level 3  

U.S. Corporate Bonds

   $ —       $ 20,120,257     $ —    

Foreign Corporate Bonds

     —         2,495,023       —    

Investment of Cash Collateral for Securities Loaned

     —         2,437,165       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 25,052,445     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Futures Contracts

     17,269       —         —    

Unrealized Depreciation on Futures Contracts

     (7,105     —         —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 10,164     $ 25,052,445     $ —    
  

 

 

   

 

 

   

 

 

 

Negative Duration U.S. Aggregate Bond Fund

   Level 1     Level 2     Level 3  

U.S. Government Agencies

   $ —       $ 5,975,315     $ —    

U.S. Government Obligations

     —         6,931,264       —    

U.S. Corporate Bonds

     —         4,690,669       —    

Foreign Corporate Bonds

     —         753,708       —    

Foreign Government Agencies

     —         227,105       —    

Foreign Government Obligations

     —         186,038       —    

Supranational Bonds

     —         240,919       —    

Commercial Mortgage-Backed Securities

     —         467,262       —    

Municipal Bonds

     —         68,029       —    

Asset-Backed Securities

     —         161,672       —    

Repurchase Agreement

     —         669,500       —    

Investment of Cash Collateral for Securities Loaned

     —         652,095       —    
  

 

 

   

 

 

   

 

 

 
Total    $ —       $ 21,023,576     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Futures Contracts

     14,113       —         —    

Unrealized Depreciation on Futures Contracts

     (11,865     —         —    

U.S. Government Agencies Sold Short

     —         (307,796     —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 2,248     $ 20,715,780     $ —    
  

 

 

   

 

 

   

 

 

 


Notes to Schedule of Investments (unaudited) (continued)

 

Yield Enhanced Global Aggregate Bond Fund

   Level 1     Level 2           Level 3        

U.S. Corporate Bonds

   $ —       $ 68,587     $ —    

Foreign Corporate Bonds

     —         653,583       —    

Foreign Government Agencies

     —         40,061       —    

Foreign Government Obligations

     —         655,459       —    

Supranational Bonds

     —         40,464       —    

Exchange-Traded Fund

     1,173,200       —         —    
  

 

 

   

 

 

   

 

 

 

Total

   $ 1,173,200     $ 1,458,154     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Foreign Currency Contracts

     —         17,438       —    

Unrealized Depreciation on Foreign Currency Contracts

     —         (86     —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 1,173,200     $ 1,475,506     $ —    
  

 

 

   

 

 

   

 

 

 

Yield Enhanced U.S. Aggregate Bond Fund

   Level 1     Level 2     Level 3  

U.S. Government Agencies

   $ —       $ 241,437,079     $ —    

U.S. Government Obligations

     —         183,606,516       —    

U.S. Corporate Bonds

     —         351,499,538       —    

Foreign Corporate Bonds

     —         79,600,298       —    

Foreign Government Agencies

     —         5,155,386       —    

Foreign Government Obligations

     —         23,910,720       —    

Supranational Bonds

     —         628,015       —    

Commercial Mortgage-Backed Securities

     —         70,200,637       —    

Municipal Bonds

     —         8,220,841       —    

Asset-Backed Securities

     —         19,117,112       —    

Repurchase Agreement

     —         21,170,000       —    

Investment of Cash Collateral for Securities Loaned

     —         18,818,785       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 1,023,364,927     $ —    
  

 

 

   

 

 

   

 

 

 

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

   Level 1     Level 2     Level 3  

U.S. Government Agencies

   $ —       $ 1,616,293     $ —    

U.S. Government Obligations

     —         20,712,876       —    

U.S. Corporate Bonds

     —         35,999,005       —    

Foreign Corporate Bonds

     —         6,919,323       —    

Foreign Government Agencies

     —         26,704       —    

Foreign Government Obligations

     —         1,411,197       —    

Supranational Bond

     —         1,045       —    

Commercial Mortgage-Backed Securities

     —         8,863,309       —    

Asset-Backed Securities

     —         911,146       —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 76,460,898     $ —    
  

 

 

   

 

 

   

 

 

 

CBOE Russell 2000 PutWrite Strategy Fund

   Level 1     Level 2     Level 3  

U.S. Government Obligations

   $ —       $ 946,441     $ —    
  

 

 

   

 

 

   

 

 

 

Total

   $ —       $ 946,441     $ —    
  

 

 

   

 

 

   

 

 

 

Written Options

     (6,180     —         —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ (6,180   $ 946,441     $ —    
  

 

 

   

 

 

   

 

 

 

CBOE S&P 500 PutWrite Strategy Fund

   Level 1     Level 2     Level 3  

U.S. Government Obligations

   $ —       $ 198,292,742     $ —    

Exchange-Traded Fund

     9,623,040       —         —    
  

 

 

   

 

 

   

 

 

 

Total

   $ 9,623,040     $ 198,292,742     $ —    
  

 

 

   

 

 

   

 

 

 

Written Options

     (1,461,585     —         —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 8,161,455     $ 198,292,742     $ —    
  

 

 

   

 

 

   

 

 

 


Notes to Schedule of Investments (unaudited) (continued)

 

Managed Futures Strategy Fund (consolidated)

   Level 1     Level 2           Level 3        

U.S. Government Obligations

   $ —       $ 162,982,556     $ —    

Exchange-Traded Fund

     8,965,390       —         —    
  

 

 

   

 

 

   

 

 

 

Total

   $ 8,965,390     $ 162,982,556     $ —    
  

 

 

   

 

 

   

 

 

 

Unrealized Appreciation on Foreign Currency Contracts

     —         88,789       —    

Unrealized Depreciation on Foreign Currency Contracts

     —         (462,957     —    

Unrealized Appreciation on Futures Contracts

     823,635       —         —    

Unrealized Depreciation on Futures Contracts

     (745,897     —         —    
  

 

 

   

 

 

   

 

 

 

Total - Net

   $ 9,043,128     $ 162,608,388     $ —    
  

 

 

   

 

 

   

 

 

 

During the three-month fiscal period ended November 30, 2019, 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 three-month fiscal period ended November 30, 2019 and open positions in such derivatives as of November 30, 2019 are detailed in each Fund’s Schedule of Investments. All of the derivative instruments disclosed and described herein are subject to credit risk. Credit risk is where the financial condition of an issuer of a security or instrument may cause it to default or become unable to pay interest or principal due on the security or where the counterparty to a derivative contract might default on its obligations. The Funds’ derivative agreements also contain credit-risk related contingent features which include, but are not limited to, a percentage decline in the Funds’ NAV over a specified time period. If an event occurred at November 30, 2019 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. Information with respect to the amounts and types of collateral received and/or posted for derivative instruments as of November 30, 2019, if any, is reflected as a footnote below the respective derivatives tables on each Fund’s Schedule of Investments.

During the three-month fiscal period ended November 30, 2019, 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

   $ 46,780,243      $ 89,934,796      $ —        $ —        $ —    
Chinese Yuan Strategy Fund

 

Foreign exchange contracts

     35,037,509        8,529,440        —          —          —    
Emerging Currency Strategy Fund

 

Foreign exchange contracts

     25,909,725        5,154,974        —          —          —    
Emerging Markets Corporate Bond Fund

 

Interest rate contracts

     —          —          4,794,814        4,838,676        —    
Emerging Markets Local Debt Fund

 

Foreign exchange contracts

     14,325,121        717,576        —          —          —    
Interest Rate Hedged High Yield Bond Fund

 

Interest rate contracts

     —          —          —          171,819,600        —    
Interest Rate Hedged U.S. Aggregate Bond Fund

 

Interest rate contracts

     —          —          —          85,080,713        —    
Negative Duration High Yield Bond Fund

 

Interest rate contracts

     —          —          —          28,706,891        —    
Negative Duration U.S. Aggregate Bond Fund

 

Interest rate contracts

     —          —          —          27,258,162        —    
Yield Enhanced Global Aggregate Bond Fund

 

Foreign exchange contracts

     1,620,055        3,176,020        —          —          —    
CBOE Russell 2000 PutWrite Strategy Fund

 

Equity contracts

     —          —          —          —          925,500  
CBOE S&P 500 PutWrite Strategy Fund

 

Equity contracts

     —          —          —          —          215,363,250  
Managed Futures Strategy Fund (consolidated)

 

Commodity contracts

     —          —          42,982,436        55,243,355        —    

Foreign exchange contracts

     17,021,150        11,101,177        7,221,133        42,136,146        —    

Interest rate contracts

     —          —          21,599,934        —          —    


Notes to Schedule of Investments (unaudited) (continued)

 

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 effective interest method (also known as scientific amortization method). Payment-in-kind (‘‘PIK’’) interest income is accrued daily and the increase in a security’s principal amount related to such PIK interest income is recorded on the coupon payment date. Dividend income is recognized on the ex-dividend date.

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

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

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

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

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

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

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


Notes to Schedule of Investments (unaudited) (continued)

 

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 Index and the S&P 500 Index, 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 November 30, 2019, the maximum payout for written put options for the CBOE Russell 2000 PutWrite Strategy Fund and the CBOE S&P 500 PutWrite Strategy Fund was $954,000 and $218,011,000, respectively. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered.

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

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

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


Notes to Schedule of Investments (unaudited) (continued)

 

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.

Interest-Only and Principal-Only Securities - The Funds may invest in interest-only (“IO”) and principal-only (“PO”) securities which are typically created by splitting a traditional mortgage-backed security or pool of loans into an IO and a PO security. In general, the IO security is entitled to receive the interest payments on the underlying debt obligation(s) and the PO security is entitled to receive the principal payments of the underlying debt obligation(s). Both IO and PO securities are subject to prepayments and therefore prepayment risk. IO securities are at risk for faster than anticipated prepayments and PO securities are at risk for slower than anticipated prepayments. Assumptions regarding the rates of prepayment play a significant role in the value of these securities. If the underlying debt obligation experiences greater than anticipated prepayments of principal, a Fund may not fully recoup its initial investment in the IO security.

Collateralized Loan Obligations - The Funds may invest in collateralized loan obligations (“CLOs”). CLOs bear many of the same risks as other forms of asset-backed securities, including interest rate risk, credit risk and default risk. As CLOs are backed by pools of loans, they also bear similar risks to investing in loans directly. CLOs issue classes or “tranches” that vary in risk profile and yield. CLOs may experience substantial losses attributable to loan defaults. Losses caused by defaults on underlying assets are borne first by the holders of subordinate tranches. The value of an investment in a CLO may decline as a result of, but not limited to, underlying loan defaults and/or market anticipation of defaults, credit impairment on the underlying loans or the disappearance of one or more subordinate tranches resulting from changes in the credit profile of the underlying loans.

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

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

3. FEDERAL INCOME TAXES

At November 30, 2019, the cost of investments (including securities on loan, derivatives and securities sold short) for Federal income tax purposes was as follows:

 

    Investments in Long Securities     Investments in Securities Sold Short and
Financial Derivatives1
   

 

 

Fund

  Tax Cost     Gross
Unrealized
Appreciation
    Gross
Unrealized
Depreciation
    Net
Unrealized
Appreciation/
(Depreciation)
    Gross
Unrealized
Appreciation
    Gross
Unrealized
Depreciation
    Net Unrealized
Appreciation/
(Depreciation)
    Total  Net
Unrealized
Appreciation/

(Depreciation)
 

U.S. Dollar Bullish Fund

  $ 37,770,668     $ 1,385     $ (3,315   $ (1,930   $ —       $ —       $ —       $ (1,930

Chinese Yuan Strategy Fund

    26,262,951       708       (2,194     (1,486     —         —         —         (1,486

Emerging Currency Strategy Fund

    20,548,531       550       (1,521     (971     8,854       (5,890     2,964       1,993  

Emerging Markets Corporate Bond Fund

    37,589,093       1,742,562       (276,234     1,466,328       —         —         —         1,466,328  

Emerging Markets Local Debt Fund

    200,032,080       4,597,383       (18,986,536     (14,389,153     65,676       —         65,676       (14,323,477

Floating Rate Treasury Fund

    1,795,810,797       426,198       (267,509     158,689       —         —         —         158,689  

Interest Rate Hedged High Yield Bond Fund

    249,158,839       4,903,302       (8,543,681     (3,640,379     —         —         —         (3,640,379

Interest Rate Hedged U.S. Aggregate Bond Fund

    86,921,941       3,986,590       (26,333     3,960,257       —         —         —         3,960,257  

Mortgage Plus Bond Fund

    9,952,580       59,644       —         59,644       —         —         —         59,644  

Negative Duration High Yield Bond Fund

    25,330,364       462,377       (740,296     (277,919     —         —         —         (277,919

Negative Duration U.S. Aggregate Bond Fund

    20,258,255       778,902       (13,581     765,321       57       (681     (624     764,697  

Yield Enhanced Global Aggregate Bond Fund

    2,482,516       156,021       (7,183     148,838       —         —         —         148,838  

Yield Enhanced U.S. Aggregate Bond Fund

    991,285,961       33,506,595       (1,427,629     32,078,966       —         —         —         32,078,966  

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

    74,806,488       1,667,232       (12,822     1,654,410       —         —         —         1,654,410  

CBOE Russell 2000 PutWrite Strategy Fund

    946,486       —         (45     (45     —         —         —         (45

CBOE S&P 500 PutWrite Strategy Fund

    207,919,625       5,760       (9,603     (3,843     —         —         —         (3,843

Managed Futures Strategy Fund (consolidated)2

    249,507,676       32,925       (75,392,364     (75,359,439     —         —         —         (75,359,439

 

1 

Certain financial derivatives may be considered section 1256 contracts under the Code. Each section 1256 contract held at the close of a taxable year shall be treated as sold for its fair market value on the last business day of such taxable year (and any realized gain and loss shall be taken into account for the taxable year). As such, the unrealized appreciation/(depreciation) for financial derivatives on a tax basis may not correspond to the unrealized appreciation/(depreciation) on a GAAP basis. The unrealized appreciation/(depreciation) for financial derivatives on a GAAP basis is located in the respective financial derivatives tables in each Fund’s Schedule of Investments.


Notes to Schedule of Investments (unaudited) (concluded)

 

2 

“Tax Cost” under “Investments in Long Securities” is presented on a non-consolidated basis and includes the Parent Fund’s investment in the Subsidiary. “Gross Unrealized Depreciation” under “Investments in Long Securities” is presented on a non-consolidated basis and includes the tax-basis unrealized depreciation associated with the Parent Fund’s investment in the Subsidiary.

4. OTHER AFFILIATED PARTIES AND TRANSACTIONS

Affiliated holdings are holdings in funds which are managed by, or an affiliate of, WTAM. Transactions with affiliated funds during the three-month fiscal period ended November 30, 2019 are as follows:

 

Fund

   Value at
8/31/2019
     Purchases/
Additions
     Sales/
Reductions
     Realized
Gain/
(Loss)
    Change in
Unrealized
Appreciation/

Depreciation
    Value at
11/30/2019
     Dividend
Income
 
U.S. Dollar Bullish Fund                   

Floating Rate Treasury Fund

   $ 1,854,440      $ —        $ 300,654      $ (606   $ 540     $ 1,553,720      $ 8,644  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 
Chinese Yuan Strategy Fund                   

Floating Rate Treasury Fund

   $ 1,167,796      $ —        $ —        $ —       $ —       $ 1,167,796      $ 5,685  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 
Emerging Currency Strategy Fund                   

Floating Rate Treasury Fund

   $ 791,896      $ —        $ —        $ —       $ —       $ 791,896      $ 3,855  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 
Yield Enhanced Global Aggregate Bond Fund                   

Yield Enhanced U.S. Aggregate Bond Fund

   $ 1,190,982      $ 81,094      $ 88,773      $ 4,715     $ (14,818   $ 1,173,200      $ 8,556  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 
CBOE S&P 500 PutWrite Strategy Fund                   

Floating Rate Treasury Fund

   $ —        $ 9,617,280      $ —        $ —       $ 5,760     $ 9,623,040      $ 12,288  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Managed Futures Strategy Fund (consolidated)

                  

Floating Rate Treasury Fund

   $ —        $ 8,963,589      $ —        $ —       $ 1,801     $ 8,965,390      $ 11,448  
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Related Party Transactions - WTAM or its affiliates may from time to time own shares of a Fund. As of and for the three-month fiscal period ended November 30, 2019, WTAM held shares of and received distributions from 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 and Distributions
paid to WTAM on Fund Shares
held by WTAM
 

Emerging Markets Corporate Bond Fund

    3     $ 219     $ 5  

Emerging Markets Local Debt Fund

    76       2,643       34  

Floating Rate Treasury Fund

    400,835       10,044,925       30,495  

Mortgage Plus Bond Fund

    100,000       5,036,000       —    

Yield Enhanced Global Aggregate Bond Fund

    35,565       967,012       20,241  

Yield Enhanced U.S. Aggregate Bond Fund

    1,817       94,975       622  

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

    372       18,712       117  

CBOE S&P 500 PutWrite Strategy Fund

    259       7,415      
—  
 

Managed Futures Strategy Fund (consolidated)

    192       7,147      
—  
 

5. SUBSEQUENT EVENT

At the recommendation of WTAM, the investment adviser of the CBOE Russell 2000 PutWrite Strategy Fund (the “Affected Fund”), after continued review of the product lineup and anticipated limited future prospect of investor demand for the Affected Fund, among other considerations, the Board of Trustees voted to close and liquidate the Affected Fund.

After the close of business on January 17, 2020, the Affected Fund will no longer accept creation orders. The last day of secondary market trading of the Affected Fund’s shares will also be January 17, 2020. Shareholders may sell Affected Fund shares through a broker in the standard manner through this date. Customary brokerage charges may apply to such transactions. When the Affected Fund commences liquidation of its portfolio, which is anticipated to occur on or around January 21, 2020, but may occur before January 21, 2020, the liquidation process will result in the Affected Fund increasing its cash holdings and deviating from the investment objective and strategies stated in its Prospectus.

It is anticipated that shareholders remaining in the Affected Fund after the last day of trading will have their shares redeemed automatically on or around January 27, 2020 and will receive cash through their broker or other applicable financial intermediary thereafter in an amount equal to the net asset value of their shares as calculated on or about January 24, 2020. This amount is expected to include any accrued capital gains and dividends. Shareholders remaining in the Affected Fund and that receive cash will not be charged any transaction fees by the Affected Fund. Whether shareholders sell their shares or are automatically redeemed as described above, shareholders will generally recognize a capital gain (or loss) equal to the amount received for their shares above (or below) the adjusted cost basis in such shares.