WisdomTree U.S. Quality Dividend Growth Fund NCSR Certified annual shareholder report (management investment company)

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-21864

WisdomTree Trust

(Exact name of registrant as specified in charter)

245 Park Avenue, 35^th Floor

New York, NY 10167

(Address of principal executive offices) (Zip code)

The Corporation Trust Company

1209 Orange Street

Wilmington, DE 19801

(Name and address of agent for service)

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

Date of fiscal year end: August 31

Date of reporting period: August 31, 2016

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

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

Item 1.

Reports to Stockholders.

The Report to Shareholders is attached herewith.

LOGO

WisdomTree Trust

Currency Strategy, Fixed Income and Alternative Funds

Annual Report

August 31, 2016

Currency Strategy Funds:

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

WisdomTree Brazilian Real Strategy Fund (BZF)

WisdomTree Chinese Yuan Strategy Fund (CYB)

WisdomTree Commodity Currency Strategy Fund (CCX)

WisdomTree Emerging Currency Strategy Fund (CEW)

WisdomTree Indian Rupee Strategy Fund (ICN)

Fixed Income Funds:

WisdomTree Asia Local Debt Fund (ALD)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

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

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

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

WisdomTree Emerging Markets Local Debt Fund (ELD)

WisdomTree Japan Interest Rate Strategy Fund (JGBB)

WisdomTree Strategic Corporate Bond Fund (CRDT)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

Alternative Funds:

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

WisdomTree Global Real Return Fund (RRF)

WisdomTree Managed Futures Strategy Fund (WDTI)

Table of Contents


Management’s Discussion of Funds’ Performance (unaudited)			1
Performance Summaries (unaudited)			7
Description of Terms and Indexes (unaudited)			29
Shareholder Expense Examples (unaudited)			36
Schedules of Investments
WisdomTree Bloomberg U.S. Dollar Bullish Fund			39
WisdomTree Brazilian Real Strategy Fund			42
WisdomTree Chinese Yuan Strategy Fund			43
WisdomTree Commodity Currency Strategy Fund			44
WisdomTree Emerging Currency Strategy Fund			45
WisdomTree Indian Rupee Strategy Fund			46
WisdomTree Asia Local Debt Fund			47
WisdomTree Australia & New Zealand Debt Fund			49
WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund			51
WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund			60
WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund			63
WisdomTree Bloomberg Floating Rate Treasury Fund			66
WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund			67
WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund			71
WisdomTree Emerging Markets Corporate Bond Fund			74
WisdomTree Emerging Markets Local Debt Fund			77
WisdomTree Japan Interest Rate Strategy Fund (consolidated)			80
WisdomTree Strategic Corporate Bond Fund			81
WisdomTree Western Asset Unconstrained Bond Fund			83
WisdomTree CBOE S&P 500 PutWrite Strategy Fund			86
WisdomTree Global Real Return Fund (consolidated)			87
WisdomTree Managed Futures Strategy Fund (consolidated)			89
Statements of Assets and Liabilities			90
Statements of Operations			95
Statements of Changes in Net Assets			100
Financial Highlights			108
Notes to Financial Statements			119
Report of Independent Registered Public Accounting Firm			145
Approval of Investment Advisory Agreement (unaudited)			146
Trustees and Officers Information (unaudited)			147
Supplemental Information (unaudited)			149
General Information (unaudited)			151

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

Management’s Discussion of Funds’ Performance (unaudited)

Economic Environment

Over the fiscal year ended August 31, 2016, the global economy continued to expand, but at a slower pace. Despite keeping markets on edge for much of 2015, the U.S. Federal Reserve (Fed) decided to begin the path to raising rates in December 2015. In its announcement, the Fed increased the band of the Federal Funds Rate target from 0 to 25 basis points to 25 to 50 basis points. In doing so, it sought to emphasize that it intended to “gradually” normalize short term interest rates.

2016 began with selloffs in global markets as investors questioned the ability of central banks to revive growth; and fears and headlines about a potential U.S. recession began to surface. However, as commodity markets began to stabilize and the assumed pace of Fed tightening was pushed back, risk assets rebounded to end the quarter unchanged. Since falling as low as $26 a barrel in February, crude oil prices have since rallied to $45 a barrel by the end of August. The rebound in oil was seen as a barometer for the broader commodity complex as well as global growth expectations. Many emerging market (EM) countries are net commodity exporters and have been net beneficiaries. On the contrary, after a four-year rally, the U.S. dollar has generally been experiencing a period of consolidation. On the back of a weaker U.S. dollar and a stronger commodity outlook, EM currencies broadly rebounded throughout most of the fiscal year.

In June 2016, British voters surprised markets by voting to leave the European Union (EU). After the vote, global bond yields fell, pricing in expectations of slower economic growth across the United Kingdom and Europe at large. Global markets sold off and yields on the 10-Year U.S. Treasury note declined to 1.47% by the end of June as investors flocked toward safe haven assets. Curiously, in the weeks following the “Brexit” vote, global equity markets rebounded erasing earlier losses. This was primarily due to the likely delay in the triggering of Article 50 of the Lisbon treaty which sets out how an EU country might voluntarily leave the union. The global economy continues to muddle along despite heightened concerns about valuations.

To conclude, the global outlook largely remains policy dependent. Despite much speculation for potentially multiple rate hikes in 2016, the Fed has continued to revise down the number of hikes. Going back to last August, economists and portfolio managers alike were mixed in their opinions about if and when the Fed would even begin to raise the Fed Funds Rate.

Foreign Exchange and Fixed Income Markets

In the developed world, Japanese policy makers have joined the European Central Bank in moving their target policy rates below zero. European government bond yields continued to grind lower, with some countries experiencing negative bond yields out through 10 years. Last year, European Central Bank President Mario Draghi told investors around the world to brace for an uptick in bond market volatility. Despite nascent sparks of volatility in August 2016, volatility in the bond market is significantly lower than in August 2015.

In the U.S., 10-year treasury yields experienced approximately a 100 basis point range, but ended the fiscal year about 64 basis points lower than where they started in August 2015 (2.22% vs. 1.58%). With the Fed signaling for a “low and slow” rate hiking cycle, both corporate and high yield spreads tightened. High yield spreads tightened by about 54 basis points over the fiscal year (5.44% vs. 4.90%), and about 349 basis points since its 1-year high in February (8.39% vs. 4.90%). Crude oil strength benefitted high yield issuers with significant exposure to commodities after a difficult 2015. Similarly, yields in EM bonds (both sovereign and corporates) fell, resulting in positive performance. For the first time in over three years, locally-denominated EM sovereign debt provided positive returns, in the form of declining local bond yields and EM currency appreciation.

On the currency front, contrary to performance last year, the U.S. dollar has since given back some its previous gains. A lack of continued divergent monetary policies from the Fed against that of European and Japanese foreign central banks supported a stronger


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			1

Management’s Discussion of Funds’ Performance (unaudited) (continued)

European euro and Japanese yen over the fiscal year. Several risk-off trading sessions propelled the Japanese yen even higher as the currency was viewed as a haven asset. Additionally, currencies of heavy commodity exporters such as the Norwegian krone, Canadian dollar, Australian dollar, and the New Zealand dollar have all ended the fiscal year positive as China concerns subsided and commodity prices roared back. Resounding crude oil strength and easing geopolitical concerns contributed to two of the best performing currencies, the Brazilian real and the Russian ruble, each appreciating around 23% and 13%, respectively, year to date.

Fixed Income and Currency Strategy Funds’ Performance

Currency Strategy Funds

Income return was a strong driver of fund performance over the last fiscal year, while the currency strategy funds continued to achieve exposure to the applicable currency markets by investing primarily in short-term U.S. money market securities and/or forward currency contracts. Among the single currency funds for the fiscal year, all 3 funds produced total returns based on NAV which exceeded the change in value of the underlying currency. Of the strongest performing single currency funds, the WisdomTree Brazilian Real Strategy Fund and the WisdomTree Indian Rupee Strategy Fund, generated total returns for the fiscal year that were significantly greater than the underlying change in the spot return of the currency. Spot currency returns represent the change in foreign exchange rates versus the U.S. dollar available for immediate delivery. The WisdomTree Brazilian Real Strategy Fund increased 25.66% for the fiscal year based on NAV, outperforming the 12.63% appreciation in the Brazilian real versus the U.S. dollar. The WisdomTree Indian Rupee Strategy Fund increased by 4.71% in value for the fiscal year based on NAV, while the Indian rupee spot currency returned -1.04%. The WisdomTree Chinese Yuan Strategy Fund, which returned -1.01% for the fiscal year based on NAV, boosted relative performance versus the Chinese yuan through investments made in both onshore and offshore Chinese yuan forwards, outperforming the spot currency return of -4.14%.

The WisdomTree Emerging Currency Strategy Fund posted a 5.64% return over the fiscal year, outperforming its industry reference benchmark, the JP Morgan Emerging Local Markets Index Plus, which returned 5.62%. The Fund’s overweights to Colombia, Brazil, and Indonesia were the largest contributors to the outperformance as these currencies were among the best performers over the past year. Underweights to Mexico helped as the peso was the worst performing EM currency over the same period. The Fund’s underweight to Russia and overweight to South Africa detracted from overall Fund performance.

The WisdomTree Commodity Currency Strategy Fund increased by 8.19% over the fiscal year ended August 31, 2016 based on NAV. The Equal-Weighted Commodity Currency Composite returned 9.07% over the same period. Despite a poor start to the fiscal year, commodity currencies largely rebounded along with the broader commodity complex.

The WisdomTree Bloomberg U.S. Dollar Bullish Fund returned -2.05% over the fiscal year, underperforming its reference benchmark, the Bloomberg Dollar Total Return Index, which returned -1.70%. Concerns about the economic outlook of the United Kingdom and Europe contributed to U.S. dollar strength against the British pound and European euro, and therefore contributed positively to Fund performance for the fiscal year. However, a tremendously strong Japanese yen was a major detractor to performance, and more than offset those gains. The underperformance to its reference benchmark was primarily due to changes in the value of forward currency contracts.

Fixed Income Funds

The WisdomTree Emerging Markets Local Debt Fund’s return of 10.34% based on NAV for the fiscal year was primarily driven by strong local bond returns that contributed both income and principal returns. The rebound in commodity prices in 2016 sparked a sharp


2		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Management’s Discussion of Funds’ Performance (unaudited) (continued)

appreciation in EM currencies. Commodity exporters experienced the greatest gains as Brazil, Russia, and Colombia were prominent beneficiaries. As a region, Asian bonds fared better than those of Latin America, Europe, and South Africa sovereigns. Despite posting positive returns, the WisdomTree Emerging Markets Local Debt Fund underperformed its reference benchmark, the JP Morgan GBI-EM Global Diversified Index, by 0.99%.

Local Asian bonds performed well relative to local debt of other EM countries. The WisdomTree Asia Local Debt Fund gained 8.81% of its value based on NAV for the fiscal year ending August 31, 2016, underperforming its industry benchmark, the Markit iBoxx Asian Local Bond Index, by 2.42%. The Fund’s positive returns were most notably attributed to exposure to Indonesia, South Korea, and New Zealand. The Fund’s strategic exposure to Australia and New Zealand versus the Index were significant. Australia and New Zealand yields fell, while their currencies appreciated, both positive contributors for Fund returns.

The WisdomTree Emerging Markets Corporate Bond Fund invests in the dollar-denominated debt of emerging market corporate issuers and utilizes the JP Morgan Corporate Emerging Markets Bond Index (CEMBI) Broad as its industry reference benchmark. During the recently ended fiscal year, the Fund generated a total return of 8.71% based on NAV, underperforming its industry reference benchmark by 2.15% which returned 10.86% during the period. An overall bias to energy and commodity-related sectors, and underweights to financials contributed to Fund performance.

The WisdomTree Australia & New Zealand Debt Fund seeks to achieve a high level of total return consisting of both income and capital appreciation through investments in debt securities denominated in Australian or New Zealand dollars. The Fund employs a structured approach in balancing its investments between debt of sovereign and semi-government issuers (local, state, and territory governments of Australia) within the two countries and the debt of supranational and other agencies (for example, developmental organizations such as the World Bank or International Monetary Fund) in these countries. The Fund utilizes the Citigroup Australian Broad Investment-Grade Bond Index as its industry reference benchmark. The Fund outperformed its industry reference benchmark, which returned 12.89% versus the Fund’s return of 13.58% based on NAV for the fiscal year. The Fund benefitted positively from both currency and a local bond returns. Over the fiscal period, the Australian dollar and New Zealand dollar appreciated approximately 6% and 14% respectively. Falling Australian and New Zealand yields added to positive bond returns for the same period.

The WisdomTree Strategic Corporate Bond Fund seeks to achieve a high level of total return consisting of both income and capital appreciation through investments in the debt of corporate entities that are organized in or maintain their principal place of business in countries throughout the world, including the U.S. The Fund utilizes the Bloomberg Barclays Global Credit Index (Hedged) as its industry reference benchmark. The Bloomberg Barclays Global Credit Index (Hedged) contains investment-grade and high-yield credit securities from the Bloomberg Barclays Multiverse Index, which is a broad-based measure of the global fixed-income bond market. The Bloomberg Barclays Multiverse Index is the union of the Bloomberg Barclays Global Aggregate Index and the Bloomberg Barclays Global High Yield Index and captures investment grade and high yield securities in all eligible currencies. The Bloomberg Barclays Multiverse Index family includes a wide range of standard and customized subindices by sector, quality, maturity, and country. The Fund underperformed its industry reference benchmark, which returned 8.95% versus the Fund’s return of 7.85% based on NAV for the fiscal year.

The WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration. For the fiscal year ended August 31, 2016, the Index returned 1.86% versus the Fund’s return of 1.35% based on NAV. The difference between the Index and Fund returns are primarily due to representative


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			3

Management’s Discussion of Funds’ Performance (unaudited) (continued)

sampling, changes in the futures to cash bond basis, deductions for Fund expenses and transaction costs. During the fiscal year, the Fund invested in derivatives, specifically short futures contracts on U.S. Treasury bonds, to hedge against a rise in interest rates. At August 31, 2016, yields on 5-year, 10-year, and 30-year U.S. Treasury bonds all ended the period lower than where they began a year ago. As a result of the overall decline in U.S. Treasury yields, the Fund’s use of derivatives detracted from Fund performance during the fiscal period.

The WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration. For the fiscal year ended August 31, 2016, the Index returned -2.50% versus the Fund’s return of -3.11% based on NAV. The difference between the Index and Fund returns are primarily due to representative sampling, deductions for Fund expenses and transaction costs. During the fiscal year, the Fund invested in derivatives, specifically short futures contracts on U.S. Treasury bonds, to hedge against a rise in interest rates. At August 31, 2016, yields on 5-year, 10-year, and 30-year U.S. Treasury bonds all ended the period lower than where they began a year ago. As a result of the overall decline in U.S. Treasury yields, the Fund’s use of derivatives detracted from Fund performance during the fiscal period.

The WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund seeks to track the price and yield performance, before fees and expenses, of the BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index. For the fiscal year ended August 31, 2016, the Index returned 6.23% versus the Fund’s return of 5.92% based on NAV. The underperformance between the Fund and Index returns is primarily due to representative sampling and Fund expenses. During the fiscal year, the Fund invested in derivatives, specifically short futures contracts on U.S. Treasury bonds, to hedge against a rise in interest rates. At August 31, 2016, yields on 5-year, 10-year, and 30-year U.S. Treasury bonds all ended the period lower than where they began a year ago. As a result of the overall decline in U.S. Treasury yields, the Fund’s use of derivatives detracted from Fund performance during the fiscal period.

The WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund seeks to track the price and yield performance, before fees and expenses, of the BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index. For the fiscal year ended August 31, 2016, the Index returned -0.12% versus the Fund’s return of -2.22% based on NAV. The underperformance is primarily due to representative sampling and Fund expenses. During the fiscal year, the Fund invested in derivatives, specifically short futures contracts on U.S. Treasury bonds, to hedge against a rise in interest rates. At August 31, 2016, yields on 5-year, 10-year, and 30-year U.S. Treasury bonds all ended the period lower than where they began a year ago. As a result of the overall decline in U.S. Treasury yields, the Fund’s use of derivatives detracted from Fund performance during the fiscal period.

The WisdomTree Japan Interest Rate Strategy Fund seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Japan Interest Rate Strategy Index. For the fiscal year ended August 31, 2016, the Index returned -6.67% versus the Fund’s return of -8.10% based on NAV. The difference between the Index and Fund returns are primarily due to deductions for Fund expenses and transaction costs. During the period, the Fund utilized short forward currency contracts and short Japan Government Bond futures contracts in a strategy designed to rise in value when the Japanese yen depreciates against the U.S. dollar and/or Japanese interest rates rise. For the fiscal year ended August 31, 2016, the Fund’s use of short forward currency contracts detracted from Fund performance as the Japanese yen strengthened against the U.S. dollar by approximately 17% during the period. For the fiscal year ended August 31, 2016, the Fund’s use of short Japan Government Bond futures contracts detracted from Fund performance as the yields on 10-year Japan Government Bonds decreased overall by approximately 44 basis points year-over-year.


4		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Management’s Discussion of Funds’ Performance (unaudited) (continued)

The WisdomTree Bloomberg Floating Rate Treasury Fund seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Treasury Floating Rate Bond Index. For the fiscal year ended August 31, 2016, the Index returned 0.46% versus the Fund’s return of 0.28% based on NAV. The difference between the Index and Fund returns are primarily due to deductions for Fund expenses and transaction costs.

The WisdomTree Western Asset Unconstrained Bond Fund seeks to achieve a high level of return within the parameters of a focused risk-based target through investments across the global fixed income markets. The Fund is not managed to a benchmark. For the fiscal year ended August 31, 2016, the Fund has returned 5.09% based on NAV, with the main contributor to positive performance being a tightening in credit spreads of U.S. corporate and emerging market bonds. In comparison, the BofA Merrill Lynch U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity Index has returned 0.46% in the same period. During the fiscal period ended August 31, 2016, the Fund utilized short futures contracts on U.S. Treasury bonds to hedge interest rate risk. At August 31, 2016, yields on 10-year and 30-year U.S. Treasury bonds ended the period 64 and 73 basis points lower, respectively, than at the start of the period. As a result of the overall decline in U.S. Treasury yields, the Fund’s use of short futures contracts to hedge against a rise in interest rates detracted from Fund performance during the fiscal period.

The WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund seeks to achieve the returns of the Bloomberg Barclays U.S. Aggregate Enhanced Yield Index. The Bloomberg Barclays U.S. Aggregate Enhanced Yield Index uses a rules-based approach to re-weight subcomponents of the Bloomberg Barclays U.S. Aggregate Index with the aim of earning a higher yield while broadly retaining the risk characteristics of the U.S. Aggregate. For the fiscal year ended August 31, 2016, the Fund has returned 7.81% based on NAV while the Index has returned 7.75%. During the same period, the Fund outperformed the Bloomberg Barclays U.S. Aggregate Index (5.97%) by 184 basis points. As a result of its longer duration profile and overweight to corporate bonds relative to the Bloomberg Barclays U.S. Aggregate Index, the Fund benefitted from falling yields and tightening corporate spreads.

Alternative Funds

The WisdomTree Managed Futures Strategy Fund posted a -0.12% return based on NAV for the fiscal year ended August 31, 2016. The Fund underperformed its industry benchmark, the Diversified Trends Indicator Index by 1.25% based on NAV for the fiscal year. This was primarily due to deductions for Fund expenses and transaction costs.

Despite the Fed raising interest rates away from zero bound, longer term treasury yields generally fell over the fiscal year ended August 31, 2016. The market continues to grapple with the pace and timing of interest rate hikes in the U.S. At the beginning of 2016, there were expectations of up to 4 rate hikes. Since then, the Fed has yet to act on their second. Consequently, the U.S. dollar weakened and ended the fiscal year ending August 31, 2016 in negative territory. Although the European euro and British pound depreciated against the U.S. dollar on the back of concerns on Europe and United Kingdom growth, the Japanese yen sharply appreciated over the fiscal year. Gains from investments in Japanese yen more than offset losses from investments in the European euro and the British pound. Energy markets were significantly negative towards the end of 2015 before reversing course around the end first quarter of 2016. As a result, energy investments were a detractor to performance this year. Sugar ended the fiscal year nearly up 92%. Since peaking in 2014, livestock as a group continues to underperform. Live cattle and lean hog were among the bottom performing investments. Since hitting multiyear lows in December of 2015, both silver and gold picked up steam in the beginning of 2016, and never took the foot off the gas pedal. Led by 27% and 16% returns from silver and gold, the precious metals sector were strong contributors to Fund performance. In summary, investment positions in the sugar, the Japanese yen, and silver were the most significant contributors to performance. Conversely, positions in wheat, live cattle and corn were the largest detractors. Overall, the Fund’s use of derivatives contributed positively to performance for the fiscal year.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			5

Management’s Discussion of Funds’ Performance (unaudited) (concluded)

The WisdomTree Global Real Return Fund posted a 5.29% return over the fiscal year ended August 31, 2016, underperforming its industry reference benchmark, the BofA Merrill Lynch Global Diversified Inflation-Linked Index, which returned 8.24%. Over the course of the fiscal year, expectations for global inflation broadly improved as the Fed began its path to normalizing rates. Global inflation-linked investments contributed positively to performance. During the same period, the Fund utilized foreign currency contracts as hedges to offset currency risk from positions in international inflation linked bonds and international equities. The Fund’s use of forward foreign currency contracts broadly contributed positively to performance. These currency gains were primarily attributed to deprecation in the European euro and Mexican peso against the U.S. dollar.

The WisdomTree CBOE S&P 500 PutWrite Strategy Fund posted a 7.77% return since its inception on February 24, 2016 through the fiscal period ended August 31, 2016, underperforming its industry reference benchmark, the CBOE S&P 500 PutWrite Index, which returned 8.00%. The difference between the Index and Fund returns are primarily due to deductions for Fund expenses and transaction costs. During the fiscal period, to implement its investment strategy, the Fund employed the use of derivatives, specifically by writing put options on the S&P 500 Index (SPX) in return for a premium from the option buyer. By selling SPX Put options, the Fund receives a premium from the option buyer, which increases the Fund’s return if the option is not exercised and expires worthless (i.e. “out-of-the-money”). If, however, the value of the SPX increases beyond the amount of premiums received, the Fund’s returns would not be expected to increase accordingly. Further, if the value of the SPX falls below the SPX Put option’s strike price, the option finishes “in-the-money” and the Fund pays the option buyer the difference between the SPX Put option strike price and the value of the SPX which would result in a loss to the Fund and detract from Fund performance. During the fiscal period, the S&P 500 Index returned 13.79% which translated overall into positive performance for the Fund as the written SPX put options were generally out-of-the-money.


6		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

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

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		98.4%
Other Assets less Liabilities^‡		1.6%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.23%, 10/20/16		63.2%
U.S. Treasury Bill, 0.25%, 9/15/16		35.2%

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

The WisdomTree Bloomberg U.S. Dollar Bullish Fund (the “Fund”) seeks to provide total returns, before fees and expenses, that exceed the performance of the Bloomberg Dollar Total Return Index (the “Index”).

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

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		-2.05	%		4.76	%
Fund Market Price Returns		-2.02	%		4.77	%
Bloomberg Dollar Total Return Index		-1.70	%		5.37	%
Bloomberg Dollar Spot Index		-1.57	%		5.77	%

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

LOGO

Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and the principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. Performance data for the most recent month-end is available at www.wisdomtree.com. WisdomTree shares are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Fund NAV returns are calculated using the Fund’s daily 4:00 p.m. NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares. Total returns for a period of less than one year are cumulative.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			7

Performance Summary (unaudited)

WisdomTree Brazilian Real Strategy Fund (BZF)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		81.0%
Repurchase Agreement		16.1%
Other Assets less Liabilities^‡		2.9%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.28%, 9/8/16		64.0%
U.S. Treasury Bill, 0.28%, 9/22/16		17.0%
Deutsche Bank, tri-party repurchase agreement, 0.34%, 9/1/16^††		16.1%

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

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

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

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		25.66	%		-0.16	%		-5.67	%		0.19	%
Fund Market Price Returns		25.84	%		0.16	%		-5.49	%		0.12	%
JP Morgan Emerging Local Markets Index Plus (ELMI+) Brazil		26.83	%		0.42	%		-5.15	%		1.19	%
Brazilian real		12.63	%		-9.75	%		-13.26	%		-7.73	%

¹	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on May 14, 2008.

LOGO


8		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		68.7%
Repurchase Agreement		31.1%
Other Assets less Liabilities^‡		0.2%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.25%, 9/15/16		52.3%
Citigroup, Inc., tri-party repurchase agreement, 0.34%, 9/1/16^††		31.1%
U.S. Treasury Bill, 0.23%, 10/20/16		16.4%

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

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

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

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		-1.01	%		-0.90	%		0.36	%		0.96	%
Fund Market Price Returns		-0.89	%		-0.88	%		0.33	%		0.83	%
JP Morgan Emerging Local Markets Index Plus (ELMI+) China		0.98	%		0.19	%		1.34	%		2.08	%
Chinese yuan		-4.14	%		-2.63	%		-0.93	%		0.55	%

¹	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on May 14, 2008.

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			9

Performance Summary (unaudited)

WisdomTree Commodity Currency Strategy Fund (CCX)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		62.6%
Repurchase Agreement		31.5%
Other Assets less Liabilities^‡		5.9%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.25%, 9/15/16		62.6%
Citigroup, Inc., tri-party repurchase agreement, 0.34%, 9/1/16^††		31.5%

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

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

The WisdomTree Commodity Currency Strategy Fund (the “Fund”) seeks to achieve total returns reflective of money market rates in selected commodity-producing countries and changes in value of such countries’ currencies relative to the U.S. dollar. The term “commodity currency” generally is used to describe the currency of a country whose economic success is commonly identified with the production and export of commodities (such as precious metals, oil, agricultural products or other raw materials) and whose value is closely linked to the value of such commodities. The Fund invests in commodity-producing countries, such as Australia, Brazil, Canada, Chile, Colombia, Indonesia, Malaysia, New Zealand, Norway, Peru, Russia and South Africa. This list may change based on market developments. Although this Fund invests in very short-term, investment grade instruments, the Fund is not a “money market” fund and it is not the objective of the Fund to maintain a constant share price.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		8.19	%		-5.18	%		-5.45	%		-2.91	%
Fund Market Price Returns		7.63	%		-5.04	%		-5.46	%		-2.89	%
Barclays Commodity Producers Currency Index²		3.33	%		-7.07	%		-7.23	%		-4.60	%
Equal-Weighted Commodity Currency Composite		9.07	%		-4.54	%		-4.78	%		-2.22	%

¹	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on September 24, 2010.

²	Total returns for the Index are only through June 6, 2016 as the Index has been discontinued by Barclays and, therefore, Index values are no longer available after this date.

LOGO


10		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		63.7%
Repurchase Agreement		32.0%
Other Assets less Liabilities^‡		4.3%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.23%, 10/20/16		33.1%
Citigroup, Inc., tri-party repurchase agreement, 0.34%, 9/1/16^††		32.0%
U.S. Treasury Bill, 0.25%, 9/15/16		30.6%

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

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

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

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		5.64	%		-2.95	%		-3.71	%		-0.12	%
Fund Market Price Returns		5.45	%		-2.87	%		-3.71	%		-0.24	%
JP Morgan Emerging Local Markets Index Plus (ELMI+)		5.62	%		-2.30	%		-2.52	%		0.81	%
Equal-Weighted Emerging Currency Composite		6.73	%		-2.24	%		-2.92	%		0.70	%

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

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			11

Performance Summary (unaudited)

WisdomTree Indian Rupee Strategy Fund (ICN)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		67.3%
Repurchase Agreement		31.3%
Other Assets less Liabilities^‡		1.4%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.25%, 9/15/16		67.3%
Citigroup, Inc., tri-party repurchase agreement, 0.34%, 9/1/16^††		31.3%

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

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

The WisdomTree Indian Rupee Strategy Fund (the “Fund”) seeks to achieve total returns reflective of both money market rates in India available to foreign investors and changes in value of the Indian rupee relative to the U.S. dollar. The Indian rupee is a developing market currency, which can experience periods of significant volatility. Although the Fund invests in very short-term, investment grade instruments, the Fund is not a “money market” fund and it is not the objective of the Fund to maintain a constant share price.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		4.71	%		6.38	%		-1.33	%		0.41	%
Fund Market Price Returns		4.82	%		6.02	%		-1.39	%		0.31	%
JP Morgan Emerging Local Markets Index Plus (ELMI+) India		6.03	%		6.86	%		-0.61	%		1.41	%
Indian rupee		-1.04	%		-0.07	%		-7.20	%		-5.34	%

¹	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on May 14, 2008.

LOGO


12		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Asia Local Debt Fund (ALD)

Country Breakdown† as of 8/31/16



Country	% of Net Assets
Australia		13.1%
Supranational Bonds		12.9%
Thailand		12.8%
South Korea		7.6%
United States		7.3%
Hong Kong		6.7%
Philippines		6.6%
Malaysia		6.3%
Singapore		6.2%
Indonesia		4.1%
China		4.1%
New Zealand		2.7%
Other Assets less Liabilities^‡		9.6%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
Citigroup, Inc., tri-party repurchase agreement, 0.34%, 9/1/16^††		7.3%
Hong Kong Government Bond Programme, 2.46%, 8/4/21		4.4%
Queensland Treasury Corp., 6.00%, 7/21/22, Series 22, Reg S		4.4%
International Finance Corp., 8.25%, 6/10/21		4.2%
Malaysia Government Bond, 4.38%, 11/29/19, Series 0902		4.1%
Nordic Investment Bank, 3.50%, 1/30/18		4.1%
South Australian Government Financing Authority, 5.00%, 5/20/21, Series 21		4.1%
Thailand Government Bond, 2.55%, 6/26/20		3.8%
Thailand Government Bond, 3.85%, 12/12/25		3.2%
Western Australian Treasury Corp., 7.00%, 10/15/19, Series 19		3.0%

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

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

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

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		8.81	%		0.66	%		-1.06	%		0.38	%
Fund Market Price Returns		9.30	%		0.96	%		-1.10	%		0.36	%
Markit iBoxx Asian Local Bond Index		11.23	%		4.13	%		1.88	%		3.10	%

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

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			13

Performance Summary (unaudited)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

Country Breakdown† as of 8/31/16



Country	% of Net Assets
Australia		59.9%
Supranational Bonds		27.1%
New Zealand		11.8%
Other Assets less Liabilities^‡		1.2%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16


Description	% of Net Assets
Australia Government Bond, 5.50%, 1/21/18, Series 132, Reg S		3.5%
Australia Government Bond, 3.25%, 10/21/18, Series 141, Reg S		2.7%
Nordic Investment Bank, 4.75%, 2/28/24		2.5%
Treasury Corp. of Victoria, 6.00%, 10/17/22, Series 1022		2.4%
Northern Territory Treasury Corp., 4.25%, 9/20/21		2.4%
European Bank for Reconstruction & Development, 0.50%, 9/1/23		2.4%
Western Australian Treasury Corp., 7.00%, 7/15/21, Series 21		2.4%
Australia Government Bond, 4.25%, 4/21/26, Series 142, Reg S		2.3%
Australia Government Bond, 4.50%, 4/21/33, Series 140, Reg S		2.3%
Queensland Treasury Corp., 6.25%, 2/21/20, Series 20, Reg S		2.3%

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

The WisdomTree Australia & New Zealand Debt Fund (the “Fund”) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its investment objective through investments in fixed income instruments denominated in Australian or New Zealand dollars.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns²		13.58	%		0.54	%		-1.93	%		1.50	%
Fund Market Price Returns²		14.14	%		0.66	%		-1.96	%		1.40	%
Citigroup Australian Broad Investment-Grade Bond Index		12.89	%		1.02	%		-0.75	%		4.50	%
Spliced Australia & New Zealand Debt Composite		14.33	%		1.72	%		-0.58	%		2.56	%

¹	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on June 25, 2008.

²	The information reflects the investment objective and strategy of the WisdomTree Dreyfus New Zealand Dollar Fund through October 24, 2011 and the investment objective of the WisdomTree Australia & New Zealand Debt Fund thereafter.

LOGO


14		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

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

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
Corporate Bonds		41.9%
U.S. Government Agencies		24.6%
U.S. Government Obligations		16.3%
Commercial Mortgage-Backed Securities		6.6%
Foreign Corporate Bonds		6.3%
Foreign Government Obligations		2.4%
Municipal Bonds		1.0%
Asset-Backed Securities		0.4%
Foreign Government Agencies		0.2%
U.S. Government Agencies Sold Short		-0.5%
Other Assets less Liabilities^‡		0.8%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Note, 0.88%, 7/15/18		2.7%
U.S. Treasury Note, 2.00%, 2/15/23		2.2%
U.S. Treasury Note, 0.63%, 8/31/17		1.8%
U.S. Treasury Bond, 8.13%, 5/15/21		1.5%
U.S. Treasury Bond, 6.00%, 2/15/26		1.4%
U.S. Treasury Note, 1.25%, 11/30/18		1.3%
Tennessee Valley Authority, 5.88%, 4/1/36		1.1%
U.S. Treasury Note, 2.13%, 1/31/21		1.0%
U.S. Treasury Note, 2.00%, 2/28/21		1.0%
Federal National Mortgage Association, 6.63%, 11/15/30		1.0%

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

The WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays U.S. Aggregate Enhanced Yield Index.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and the index is not available for direct investment. In comparison, the Fund’s performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes a shareholder would pay on the sale of Fund shares or on Fund distributions. As of the Fund’s current prospectus dated January 1, 2016, the Fund’s net and gross annual expense ratios were 0.12% and 0.20%, respectively. WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.12% through December 31, 2016, unless earlier terminated by the Board of Trustees of the Trust for any reason at any time.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		7.81	%		6.74	%
Fund Market Price Returns		8.06	%		6.91	%
Bloomberg Barclays U.S. Aggregate Enhanced Yield Index		7.75	%		6.73	%
Bloomberg Barclays U.S. Aggregate Index		5.97	%		5.51	%

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

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			15

Performance Summary (unaudited)

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

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		29.7%
U.S. Government Agencies		28.8%
Corporate Bonds		24.7%
Commercial Mortgage-Backed Securities		4.6%
Foreign Corporate Bonds		3.0%
Foreign Government Obligations		1.6%
Supranational Bond		1.6%
Municipal Bond		1.2%
Foreign Government Agencies		1.1%
Other Assets less Liabilities^‡		3.7%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Note, 0.88%, 1/15/18		16.6%
U.S. Treasury Bond, 4.50%, 2/15/36		3.8%
U.S. Treasury Bond, 6.88%, 8/15/25		3.4%
U.S. Treasury Bond, 4.38%, 5/15/40		3.0%
U.S. Treasury Bond, 3.63%, 8/15/43		2.9%
Federal Home Loan Mortgage Corp., 4.50%, 9/1/46		2.0%
Federal National Mortgage Association, 0.88%, 5/21/18		1.8%
Government National Mortgage Association, 4.00%, 9/1/46		1.8%
Federal Home Loan Mortgage Corp., 2.38%, 1/13/22		1.7%
European Investment Bank, 4.00%, 2/16/21		1.6%

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

The WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration (the “Index”).

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		-3.11	%		-4.46	%
Fund Market Price Returns		-2.78	%		-4.38	%
Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration		-2.50	%		-3.51	%

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

LOGO


16		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Agencies		31.9%
U.S. Government Obligations		29.4%
Corporate Bonds		26.3%
Commercial Mortgage-Backed Securities		4.5%
Foreign Corporate Bonds		2.8%
Supranational Bond		2.2%
Foreign Government Obligations		1.4%
Municipal Bond		1.0%
U.S. Government Agencies Sold Short		-1.3%
Other Assets less Liabilities^‡		1.8%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Note, 0.88%, 1/15/18		22.1%
U.S. Treasury Bond, 3.63%, 8/15/43		3.0%
Federal Home Loan Mortgage Corp., 2.38%, 1/13/22		3.0%
Federal National Mortgage Association, 0.88%, 5/21/18		2.3%
European Investment Bank, 4.00%, 2/16/21		2.2%
Federal National Mortgage Association, 5.00%, 9/1/46		2.1%
Federal Home Loan Mortgage Corp., 4.50%, 9/1/46		1.9%
U.S. Treasury Bond, 2.88%, 5/15/43		1.8%
Government National Mortgage Association, 3.50%, 8/20/44		1.7%
Federal National Mortgage Association, 3.50%, 9/1/46		1.6%

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

The WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration (the “Index”).

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		1.35	%		0.19	%
Fund Market Price Returns		1.52	%		0.20	%
Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration		1.86	%		0.96	%

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

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			17

Performance Summary (unaudited)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		99.7%
Other Assets less Liabilities^‡		0.3%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Floating Rate Note, 0.53%, 4/30/18		29.7%
U.S. Treasury Floating Rate Note, 0.61%, 1/31/18		29.6%
U.S. Treasury Floating Rate Note, 0.50%, 10/31/17		29.6%
U.S. Treasury Floating Rate Note, 0.51%, 7/31/18		10.8%

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

The WisdomTree Bloomberg Floating Rate Treasury Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of an index that measures the performance of the market for floating rate public obligations of the U.S. Treasury.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and the index is not available for direct investment. In comparison, the Fund’s performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes a shareholder would pay on the sale of Fund shares or on Fund distributions. As of the Fund’s current prospectus dated January 1, 2016, the Fund’s net and gross annual expense ratios were 0.15% and 0.20%, respectively. WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.15% through December 31, 2016, unless earlier terminated by the Board of Trustees of the Trust for any reason at any time.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		0.28	%		0.09	%
Fund Market Price Returns		0.24	%		-0.06	%
Bloomberg U.S. Treasury Floating Rate Bond Index		0.46	%		0.23	%

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

LOGO


18		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
Corporate Bonds		86.7%
Foreign Corporate Bonds		8.5%
Other Assets less Liabilities^‡		4.8%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
DISH DBS Corp., 4.25%, 4/1/18		2.4%
CIT Group, Inc., 5.00%, 5/15/17		2.3%
Ally Financial, Inc., 5.50%, 2/15/17		2.1%
Sprint Communications, Inc., 9.00%, 11/15/18		2.0%
Navient Corp., 8.45%, 6/15/18, Series A		1.8%
Cablevision Systems Corp., 7.75%, 4/15/18		1.7%
iStar, Inc., 7.13%, 2/15/18		1.7%
Lennar Corp., 4.75%, 12/15/17		1.7%
KB Home, 4.75%, 5/15/19		1.7%
Pactiv LLC, 8.13%, 6/15/17		1.6%

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

The WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index (the “Index”).

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		-2.22	%		-5.11	%
Fund Market Price Returns		-2.69	%		-5.24	%
BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index		-0.12	%		-3.82	%

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

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			19

Performance Summary (unaudited)

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
Corporate Bonds		83.5%
Foreign Corporate Bonds		13.0%
Other Assets less Liabilities^‡		3.5%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
Sprint Communications, Inc., 9.00%, 11/15/18		2.4%
CIT Group, Inc., 5.00%, 5/15/17		2.3%
Ally Financial, Inc., 5.50%, 2/15/17		2.2%
Navient Corp., 8.45%, 6/15/18, Series A		2.1%
Schaeffler Holding Finance B.V., 6.88%, 8/15/18, PIK		1.8%
Cablevision Systems Corp., 7.75%, 4/15/18		1.8%
Lennar Corp., 4.75%, 12/15/17		1.7%
Kinetic Concepts, Inc., 10.50%, 11/1/18		1.5%
MGM Resorts International, 7.63%, 1/15/17		1.5%
Wind Acquisition Finance S.A., 7.38%, 4/23/21		1.5%

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

The WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index (the “Index”).

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		5.92	%		1.68	%
Fund Market Price Returns		6.44	%		1.65	%
BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index		6.23	%		1.97	%

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

LOGO


20		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

Country Breakdown† as of 8/31/16



Country	% of Net Assets
Brazil		18.2%
Hong Kong		13.0%
China		10.5%
Russia		8.3%
Mexico		7.2%
United Arab Emirates		4.5%
Argentina		4.0%
Colombia		3.7%
India		3.2%
Singapore		3.1%
Kazakhstan		3.0%
Peru		2.9%
Morocco		2.9%
Indonesia		2.5%
Qatar		2.2%
Chile		2.1%
South Korea		1.7%
Macau		1.2%
Jamaica		1.0%
Philippines		0.8%
Guatemala		0.6%
Luxembourg		0.6%
Sweden		0.5%
Other Assets less Liabilities^‡		2.3%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
Petrobras Global Finance B.V., 5.38%, 1/27/21		4.6%
MDC-GMTN B.V., 5.50%, 4/20/21, Reg S		3.7%
Hutchison Whampoa International 12 II Ltd., 3.25%, 11/8/22, Reg S		3.3%
PCCW-HKT Capital No. 5 Ltd., 3.75%, 3/8/23, Reg S		3.3%
KazMunayGas National Co. JSC, 6.38%, 4/9/21, Reg S		3.0%
OCP S.A., 5.63%, 4/25/24, Reg S		2.9%
Mexichem S.A.B. de C.V., 4.88%, 9/19/22, Reg S		2.8%
Southern Copper Corp., 5.25%, 11/8/42		2.7%
Ooredoo International Finance Ltd., 4.75%, 2/16/21, Reg S		2.2%
Braskem America Finance Co., 7.13%, 7/22/41, Reg S		2.2%

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

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

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			Since Inception¹
Fund NAV Returns		8.71	%		4.56	%		3.83	%
Fund Market Price Returns		8.65	%		4.43	%		3.63	%
JP Morgan Corporate Emerging Markets Bond Index (CEMBI) Broad		10.86	%		6.67	%		5.41	%

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

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			21

Performance Summary (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

Country Breakdown† as of 8/31/16



Country	% of Net Assets
Brazil		10.1%
Russia		9.8%
Thailand		7.8%
Colombia		6.8%
Poland		6.8%
Mexico		6.6%
Turkey		6.0%
South Africa		5.5%
Indonesia		4.3%
Supranational Bonds		4.3%
Malaysia		3.7%
South Korea		3.6%
Romania		3.5%
China		3.5%
Hungary		3.5%
Peru		3.4%
Philippines		3.3%
India		3.1%
United States		3.1%
Other Assets less Liabilities^‡		1.3%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
Citigroup, Inc., tri-party repurchase agreement, 0.34%, 9/1/16^††		3.1%
Brazil Letras do Tesouro Nacional, 13.64%, 1/1/19		2.9%
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/23, Series F		2.8%
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/21, Series F		2.2%
Colombian TES, 10.00%, 7/24/24, Series B		2.1%
Thailand Government Bond, 4.88%, 6/22/29		1.9%
Indonesia Treasury Bond, 8.38%, 9/15/26, Series FR56		1.8%
Indonesia Treasury Bond, 8.25%, 6/15/32, Series FR58		1.8%
Colombian TES, 6.00%, 4/28/28, Series B		1.8%
India Government Bond, 9.20%, 9/30/30		1.6%

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

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

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

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		10.34	%		-2.14	%		-2.87	%		-0.49	%
Fund Market Price Returns		10.28	%		-1.93	%		-2.92	%		-0.63	%
JP Morgan GBI-EM Global Diversified Index		11.33	%		-1.82	%		-2.38	%		0.04	%

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

LOGO


22		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Japan Interest Rate Strategy Fund (JGBB) (consolidated)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		116.5%
Other Assets less Liabilities^‡		-16.5%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.23%, 9/1/16		22.6%
U.S. Treasury Bill, 0.28%, 11/10/16		22.6%
U.S. Treasury Bill, 0.21%, 9/15/16		20.4%
U.S. Treasury Bill, 0.23%, 10/13/16		20.4%
U.S. Treasury Bill, 0.24%, 10/27/16		15.8%
U.S. Treasury Bill, 0.28%, 9/29/16		14.7%

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

The WisdomTree Japan Interest Rate Strategy Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Japan Interest Rate Strategy Index (the “Index”).

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		-8.10	%		-2.99	%
Fund Market Price Returns		-8.35	%		-3.37	%
WisdomTree Japan Interest Rate Strategy Index		-6.67	%		-1.92	%
Bloomberg/EFFAS Bond Indices Japan Government 5-10 year Total Return Index		2.97	%		2.34	%

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

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			23

Performance Summary (unaudited)

WisdomTree Strategic Corporate Bond Fund (CRDT)

Country Breakdown† as of 8/31/16



Country	% of Net Assets
United States		55.7%
United Kingdom		12.1%
Germany		4.4%
Netherlands		3.8%
France		3.7%
Russia		2.9%
Italy		2.9%
Argentina		2.2%
Brazil		2.1%
Belgium		2.1%
Mexico		1.4%
Switzerland		1.2%
Canada		1.0%
Colombia		0.9%
Luxembourg		0.1%
Other Assets less Liabilities^‡		3.5%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
Cooperatieve Rabobank UA, 5.25%, 8/4/45		3.8%
WestRock RKT Co., 4.45%, 3/1/19		3.5%
Bank of America Corp., 3.30%, 1/11/23		3.4%
Barclays Bank PLC, 7.63%, 11/21/22		3.0%
Royal Bank of Scotland Group PLC, 6.13%, 12/15/22		3.0%
Goldman Sachs Group, Inc. (The), 5.75%, 1/24/22		2.9%
Lukoil International Finance B.V., 6.13%, 11/9/20		2.9%
Intesa Sanpaolo SpA, 5.02%, 6/26/24		2.9%
General Electric Co., 6.88%, 1/10/39, Series A		2.8%
SFR Group S.A., 6.00%, 5/15/22		2.7%

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

The WisdomTree Strategic Corporate Bond Fund (the “Fund”) seeks a high level of total return consisting of both income and capital appreciation. The Fund seeks to achieve its investment objective through investment in debt securities issued by corporate entities that are organized in or maintain their principal place of business in countries throughout the world, including the U.S. The issuers of such debt will include public, private, and state-owned or sponsored corporations.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and the index is not available for direct investment. In comparison, the Fund’s performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes a shareholder would pay on the sale of Fund shares or on Fund distributions. As of the Fund’s current prospectus dated April 14, 2016, the Fund’s net and gross annual expense ratios were 0.45% and 0.50%, respectively. WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.45% through December 31, 2016, unless earlier terminated by the Board of Trustees of the Trust for any reason at any time.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			Since Inception¹
Fund NAV Returns		7.85	%		5.41	%		4.22	%
Fund Market Price Returns		8.03	%		5.51	%		4.12	%
Bloomberg Barclays Global Credit Index (Hedged)		8.95	%		5.90	%		4.64	%
Global Corporate Composite (Hedged)		9.58	%		6.09	%		4.95	%

¹	Total returns are calculated based on the commencement of Fund trading on the NASDAQ on January 31, 2013.

LOGO


24		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
Corporate Bonds		29.8%
U.S. Government Obligations		15.3%
Foreign Corporate Bonds		13.3%
Foreign Government Obligations		12.3%
Commercial Mortgage-Backed Securities		7.0%
Bank Loans		3.1%
Other Assets less Liabilities^‡		19.2%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
GS Mortgage Securities Trust, 5.99%, 8/10/45, Series 2007-GG10, Class AM		7.0%
U.S. Treasury Bond, 3.13%, 8/15/44		5.3%
Argentine Republic Government International Bond, 7.13%, 7/6/36		4.3%
U.S. Treasury Note, 0.75%, 8/31/18		3.0%
Charter Communications Operating LLC, 4.91%, 7/23/25		2.7%
United Rentals North America, Inc., 5.50%, 7/15/25		2.5%
Ford Motor Credit Co., LLC, 8.13%, 1/15/20		2.4%
Majapahit Holding B.V., 7.75%, 1/20/20, Reg S		2.4%
Mexican Bonos, 10.00%, 12/5/24, Series M 20		2.3%
Petroleos Mexicanos, 6.63%, 6/15/35		2.2%

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

The WisdomTree Western Asset Unconstrained Bond Fund (the “Fund”) seeks a high level of total return consisting of both income and capital appreciation.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and the index is not available for direct investment. In comparison, the Fund’s performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes a shareholder would pay on the sale of Fund shares or on Fund distributions. As of the Fund’s current prospectus dated January 1, 2016, the Fund’s net and gross annual expense ratios were 0.55% and 0.60%, respectively. WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.55% through December 31, 2016, unless earlier terminated by the Board of Trustees of the Trust for any reason at any time.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			Since Inception¹
Fund NAV Returns		5.09	%		2.87	%
Fund Market Price Returns		4.53	%		2.27	%
BofA Merrill Lynch U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity Index		0.46	%		0.42	%

¹	Total returns are calculated based on the commencement of Fund trading on the NASDAQ on June 11, 2015.

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			25

Performance Summary (unaudited)

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

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		73.9%
Written Options		-1.0%
Other Assets less Liabilities^‡		27.1%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.29%, 11/17/16		73.9%

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

The WisdomTree CBOE S&P 500 PutWrite Strategy Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the CBOE S&P 500 PutWrite Index.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and the index is not available for direct investment. In comparison, the Fund’s performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes a shareholder would pay on the sale of Fund shares or on Fund distributions. As of the Fund’s current prospectus dated February 19, 2016, the Fund’s net and gross annual expense ratios were 0.38% and 0.44%, respectively. WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.38% through December 31, 2016, unless earlier terminated by the Board of Trustees of the Trust for any reason at any time.

Performance as of 8/31/16


	Cumulative Total Return
	Since Inception¹
Fund NAV Returns		7.77	%
Fund Market Price Returns		7.76	%
CBOE S&P 500 PutWrite Index		8.00	%
S&P 500^® Index		13.79	%

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

LOGO


26		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Global Real Return Fund (RRF) (consolidated)

Country Breakdown† as of 8/31/16



Country	% of Net Assets
United States		43.6%
Mexico		7.5%
United Kingdom		5.8%
Canada		4.0%
Sweden		3.9%
Brazil		3.7%
South Africa		3.6%
Australia		3.5%
Turkey		2.2%
Other Assets less Liabilities^‡		22.2%
Total		100.0%

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

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

Top Ten Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Inflation Indexed Bond, 3.38%, 4/15/32		12.0%
U.S. Treasury Inflation Indexed Note, 0.63%, 1/15/24		6.8%
U.S. Treasury Inflation Indexed Bond, 2.38%, 1/15/25		6.6%
WisdomTree High Dividend Fund		4.9%
Sweden Inflation Linked Bond, 4.00%, 12/1/20, Series 3102		3.8%
Australia Inflation Linked Bond, 4.00%, 8/20/20, Series 20CI, Reg S		3.5%
U.S. Treasury Inflation Indexed Note, 2.13%, 1/15/19		3.4%
United Kingdom Inflation Linked Gilt, 1.25%, 11/22/27, Reg S		3.0%
United Kingdom Inflation Linked Gilt, 1.25%, 11/22/32, Reg S		2.8%
America Movil S.A.B. de C.V., 5.00%, 3/30/20		2.7%

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

The WisdomTree Global Real Return Fund (the “Fund”) seeks total returns (capital appreciation plus income) that exceed the rate of inflation over long-term investment horizons.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and the index is not available for direct investment. In comparison, the Fund’s performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes a shareholder would pay on the sale of Fund shares or on Fund distributions. As of the Fund’s current prospectus dated January 1, 2016, the Fund’s annual expense ratio was 0.65%. The prospectus expense ratio includes 0.05% of acquired fund fees and expenses (‘‘AFFEs’’). The prospectus expense ratio may not correlate to the expense ratio in the Fund’s financial highlights and financial statements because the financial highlights and financial statements reflect only the operating expenses of the Fund and do not include AFFEs, which are fees and expenses incurred indirectly by the Fund through its investments in certain underlying investment companies.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		5.29	%		-0.09	%		-1.64	%		-1.34	%
Fund Market Price Returns		5.58	%		1.84	%		-1.63	%		-1.35	%
BofA Merrill Lynch Global Diversified Inflation-Linked Index		8.24	%		2.88	%		1.46	%		1.96	%
BofA Merrill Lynch Global Diversified Inflation-Linked Index (Hedged)		9.99	%		5.91	%		4.61	%		4.95	%

¹	Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on July 14, 2011.

LOGO


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			27

Performance Summary (unaudited)

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

Investment Breakdown† as of 8/31/16



Investment Type	% of Net Assets
U.S. Government Obligations		88.4%
Other Assets less Liabilities^‡		11.6%
Total		100.0%

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

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

Top Holdings* as of 8/31/16



Description	% of Net Assets
U.S. Treasury Bill, 0.25%, 10/27/16		70.9%
U.S. Treasury Bill, 0.29%, 11/17/16		14.0%
U.S. Treasury Bill, 0.23%, 9/15/16		3.5%

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

The WisdomTree Managed Futures Strategy Fund (the “Fund”) seeks to provide investors with positive total returns in rising or falling markets.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and the index is not available for direct investment. In comparison, the Fund’s performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes a shareholder would pay on the sale of Fund shares or on Fund distributions. As of the Fund’s current prospectus dated June 30, 2016, the Fund’s annual expense ratio was 0.75%. WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.65% effective June 30, 2016 through December 31, 2017, unless earlier terminated by the Board of Trustees of the Trust for any reason.

Performance as of 8/31/16


	Average Annual Total Return
	1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		-0.12	%		-0.64	%		-3.47	%		-3.17	%
Fund Market Price Returns		-0.22	%		-0.72	%		-3.47	%		-3.22	%
Diversified Trends Indicator Index		1.13	%		0.52	%		-2.34	%		-2.03	%
Diversified Trends Indicator/WisdomTree Managed Futures Spliced Index²		0.84	%		0.43	%		-2.39	%		-2.08	%

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

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

LOGO


28		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Description of Terms and Indexes (unaudited)

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

Barclays Commodity Producers Currency Index:

The Barclays Commodity Producers Currency Index (“CPCI-6”) tracks the performance of long positions in the equally weighted six commodity currencies versus the U.S. dollar, expressed through one-month cash settled forward rate agreements. The six commodity currencies included in CPCI-6 are the Australian dollar, Brazilian real, Canadian dollar, Norwegian krone, Russian ruble, and South African rand. These currencies are selected to represent six resource rich economies, diversified in terms of geography, major commodities items exported and across developed and emerging economies. Index performance is only through June 6, 2016, as the index in no longer calculated.

Bloomberg Barclays Global Credit Index (Hedged):

The Bloomberg Barclays Global Credit Index (Hedged) contains investment-grade and high-yield credit securities from the Bloomberg Barclays Multiverse Index, which is a broad-based measure of the global fixed-income bond market. The Bloomberg Barclays Multiverse Index is the union of the Bloomberg Barclays Global Aggregate Index and the Bloomberg Barclays Global High Yield Index and captures investment grade and high yield securities in all eligible currencies. The Bloomberg Barclays Multiverse Index family includes a wide range of standard and customized subindices by sector, quality, maturity, and country.

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

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

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

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

Bloomberg Barclays U.S. Aggregate Enhanced Yield Index:

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

Bloomberg Dollar Spot Index:

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

Bloomberg Dollar Total Return Index:

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			29

Description of Terms and Indexes (unaudited) (continued)

index also incorporates differences in money market rates between the U.S. and the countries (or regions) represented by the foreign currencies.

Bloomberg U.S. Treasury Floating Rate Bond Index:

The Bloomberg U.S. Treasury Floating Rate Bond Index is a rules-based, market-value weighted index engineered to measure the performance and characteristics of floating rate coupon U.S. Treasuries which have a maturity greater than 12 months. To be included in the index a security must have a minimum par of 1,000MM.

Bloomberg/EFFAS Bond Indices Japan Government 5-10 Year Total Return Index:

The Bloomberg/EFFAS indices are designed as transparent benchmarks for government bond markets. Indices are grouped by country and maturity sectors. Bloomberg computes daily returns and index characteristics for each sector.

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

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

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

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

BofA Merrill Lynch Global Diversified Inflation-Linked Index:

The BofA Merrill Lynch Global Diversified Inflation-Linked Index is a broad, market value-weighted, capped total return index designed to measure the performance of inflation-linked sovereign debt that is publicly issued and denominated in the issuer’s own domestic market and currency.

BofA Merrill Lynch Global Diversified Inflation-Linked Index (Hedged):

The BofA Merrill Lynch Global Diversified Inflation-Linked Index (Hedged) is a broad, market value-weighted, capped total return index designed to measure the performance of inflation-linked sovereign debt that is publicly issued and denominated in the issuer’s own domestic market and currency but hedges the foreign currency exposures using forward currency contracts.

BofA Merrill Lynch U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity Index:

The BofA Merrill Lynch U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity Index tracks the performance of a synthetic asset paying Libor to a stated maturity. The index is based on the assumed purchase at par of a synthetic instrument having exactly its stated maturity and with a coupon equal to that day’s fixing rate. That issue is assumed to be sold the following business day (priced at a yield equal to the current day fixing rate) and rolled into a new instrument.


30		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Description of Terms and Indexes (unaudited) (continued)

Citigroup Australian Broad Investment-Grade Bond Index:

The Citigroup Australian Broad Investment-Grade Bond Index is a market capitalization-weighted index designed to represent the Australian fixed-coupon bond market, including government, semi-government, and investment grade credit markets (including supranational issuers).

Diversified Trends Indicator Index:

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

Equal-Weighted Commodity Currency Composite:

A composite incorporating equal-weighted exposures to the currencies within the Commodity Currency Strategy Fund was constructed as a benchmark for Fund performance. Returns for the individual emerging market currencies are represented by the return of the country subindices of the JP Morgan Emerging Local Markets Index Plus (ELMI+). Returns for the individual developed market countries are represented by the returns of the BofA Merrill Lynch One-Month Constant Maturity LIBID Index for each country. The JP Morgan indices use a weighted basket of one-month, two-month and three-month currency forwards collateralized with U.S. money market rates to proxy the returns for emerging currency positions. The BofA Merrill Lynch indices track a consistent investment in one-month bank deposits denominated in the specified currency. Within the composite, currency exposures are rebalanced back to equal-weight at the end of the month in which the Fund rebalances its portfolio. Changes to currencies within the Fund are reflected in the composite at the end of the month they are added to, or deleted from, the Fund.

Equal-Weighted Emerging Currency Composite:

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

Forward Currency Contracts:

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			31

Description of Terms and Indexes (unaudited) (continued)

Global Corporate Composite (Hedged):

The Global Corporate Composite (Hedged) consists of a blend of 75% Bloomberg Barclays Global Aggregate Corporate Index — Hedged USD and 25% Bloomberg Barclays Global High Yield Index — Hedged USD. The Bloomberg Barclays Global Aggregate Index provides a broad-based measure of the global investment grade fixed-rate debt markets. The Bloomberg Barclays Global High-Yield Index provides a broad-based measure of the global high-yield fixed income markets.

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

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

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

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

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

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

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

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

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

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

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

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

LIBID:

London Interbank Bid Rate or the rate at which banks are willing to borrow for a discrete period of time.


32		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Description of Terms and Indexes (unaudited) (continued)

Markit iBoxx Asian Local Bond Index:

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

Sovereign Debt:

Debt that is the direct obligation of a government issuer.

Spliced Australia & New Zealand Debt Composite:

A spliced index which tracks the BofA Merrill Lynch New Zealand Dollar One-Month LIBID Constant Maturity Index through October 24, 2011. Thereafter, the composite tracks a weighted exposure to the local currency bond markets of Australia and New Zealand. Performance for Australia is proxied by the total returns of the Citigroup Australian Broad Investment-Grade Bond Index. Performance for the New Zealand bond market is proxied by the JP Morgan New Zealand Government Bond Index. Country exposures are rebalanced back to target weighting quarterly. The BofA Merrill Lynch New Zealand Dollar One-Month LIBID Constant Maturity Index tracks a consistent investment in one-month New Zealand dollar-denominated bank deposits. The JP Morgan New Zealand Government Bond Index is a market capitalization-weighted index of locally denominated, fixed rate government debt.

Spot Rate and NDF Rate Returns:

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

WisdomTree Japan Interest Rate Strategy Index:

The WisdomTree Japan Interest Rate Strategy Index is designed to provide long exposure to monthly U.S. Treasury Bill returns plus short exposure to the monthly performance of Japanese government bonds while at the same time offsetting a portion of the exposure to fluctuations of the Japanese yen relative to the U.S. dollar (the amount of currency exposure to be offset is determined periodically with reference to its contribution to the overall volatility of the index).

WisdomTree Managed Futures Index:

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			33

Description of Terms and Indexes (unaudited) (continued)

BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. BARCLAYS is a trademark and service mark of Barclays Bank Plc, used under license. Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”) or Bloomberg licensors own all proprietary rights in the BLOOMBERG BARCLAYS INDICES. Neither Bloomberg nor Barclays Bank Plc or Barclays Capital Inc. or their affiliates (collectively “Barclays”) guarantee the timeliness, accuracy or completeness of any data or information relating to BLOOMBERG BARCLAYS INDICES or make any warranty, express or implied, as to the BLOOMBERG BARCLAYS INDICES or any data or values relating thereto or results to be obtained therefrom, and expressly disclaims all warranties of merchantability and fitness for a particular purpose with respect thereto. It is not possible to invest directly in an index. Back-tested performance is not actual performance. Past performance is not an indication of future results. To the maximum extent allowed by law, Bloomberg and its licensors, and their respective employees, contractors, agents, suppliers and vendors shall have no liability or responsibility whatsoever for any injury or damages — whether direct, indirect, consequential, incidental, punitive or otherwise — arising in connection with BLOOMBERG BARCLAYS INDICES or any data or values relating thereto — whether arising from their negligence or otherwise. This document constitutes the provision of factual information, rather than financial product advice. Nothing in the BLOOMBERG BARCLAYS INDICES shall constitute or be construed as an offering of financial instruments or as investment advice or investment recommendations (i.e., recommendations as to whether or not to “buy,” “sell,” “hold” or enter into any other transaction involving a specific interest) by Bloomberg or its affiliates or licensors or a recommendation as to an investment or other strategy. Data and other information available via the BLOOMBERG BARCLAYS INDICES should not be considered as information sufficient upon which to base an investment decision. All information provided by the BLOOMBERG BARCLAYS INDICES is impersonal and not tailored to the needs of any specific person, entity or group of persons. Bloomberg and its affiliates express no opinion on the future or expected value of any security or other interest and do not explicitly or implicitly recommend or suggest an investment strategy of any kind. In addition, Barclays is not the issuer or producer of the BLOOMBERG BARCLAYS INDICES and has no responsibilities, obligations or duties to investors in these indices. While Bloomberg may for itself execute transactions with Barclays in or relating to the BLOOMBERG BARCLAYS INDICES, investors in the BLOOMBERG BARCLAYS INDICES do not enter into any relationship with Barclays and Barclays does not sponsor, endorse, sell or promote, and Barclays makes no representation regarding the advisability or use of, the BLOOMBERG BARCLAYS INDICES or any data included therein. Investors should consider obtaining independent advice before making any financial decisions.

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

The CBOE S&P 500 PutWrite Index is a product of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and CBOE^® and has been licensed for use by WisdomTree. Standard & Poor’s^® and S&P^® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones^® is registered trademark of Dow Jones Trademarks Holdings LLC (“Dow Jones”); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by WisdomTree. CBOE^® is a trademark of the Chicago Board Options Exchange, Incorporated, and has been licensed for use by SPDJI and WisdomTree. The WisdomTree CBOE S&P 500 PutWrite Strategy Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective


34		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Description of Terms and Indexes (unaudited) (concluded)

affiliates or the Chicago Board Options Exchange, Incorporated, and none of such parties make any representation regarding the advisability of investing in such product(s), nor do they have any liability for any errors, omissions or interruptions of the CBOE S&P 500 Put Write Index.

WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc. (together, “WisdomTree”) and the Funds make no representation or warranty, express or implied, to the owners of shares of the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly or the ability of the underlying Indexes to track the performance of their underlying securities. WisdomTree Investments is the licensor of certain trademarks, service marks and trade names of the Funds. WisdomTree Investments has no obligation to take the needs of the Funds or the owners of shares of the Funds into consideration in determining, composing, or calculating the underlying WisdomTree Indexes of the applicable Funds. WisdomTree Investments is not responsible for, and has not participated in, the determination of the timing of, prices of, or quantities of shares of the Funds to be issued or in the determination or calculation of the equation by which the shares of the Funds are redeemable. WisdomTree and the Funds do not guarantee the accuracy, completeness, or performance of the underlying Indexes or the data included therein and shall have no liability in connection with the underlying Indexes or their calculation.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			35

Shareholder Expense Examples (unaudited)

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

The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period from March 1, 2016 to August 31, 2016.

Actual expenses

The first line under each Fund in the table on the next page provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line for your Fund under the heading entitled “Expenses Paid During the Period 3/1/16 to 8/31/16” to estimate the expenses you paid on your account during the period.

Hypothetical example for comparison purposes

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

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


36		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Shareholder Expense Examples (unaudited) (continued)


	Beginning Account Value 3/1/16		Ending Account Value 8/31/16		Annualized Expense Ratio Based on the Period‡ 3/1/16 to 8/31/16			Expenses Paid During the Period† 3/1/16 to 8/31/16
WisdomTree Bloomberg U.S. Dollar Bullish Fund
Actual	$	1,000.00	$	964.50		0.50	%	$	2.47
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.62		0.50	%	$	2.54
WisdomTree Brazilian Real Strategy Fund
Actual	$	1,000.00	$	1,293.40		0.45	%	$	2.59
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.87		0.45	%	$	2.29
WisdomTree Chinese Yuan Strategy Fund
Actual	$	1,000.00	$	991.50		0.45	%	$	2.25
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.87		0.45	%	$	2.29
WisdomTree Commodity Currency Strategy Fund
Actual	$	1,000.00	$	1,111.30		0.55	%	$	2.92
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.37		0.55	%	$	2.80
WisdomTree Emerging Currency Strategy Fund
Actual	$	1,000.00	$	1,076.00		0.55	%	$	2.87
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.37		0.55	%	$	2.80
WisdomTree Indian Rupee Strategy Fund
Actual	$	1,000.00	$	1,056.90		0.45	%	$	2.33
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.87		0.45	%	$	2.29
WisdomTree Asia Local Debt Fund
Actual	$	1,000.00	$	1,068.50		0.55	%	$	2.86
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.37		0.55	%	$	2.80
WisdomTree Australia & New Zealand Debt Fund
Actual	$	1,000.00	$	1,098.10		0.30	%¹	$	1.58
Hypothetical (5% return before expenses)	$	1,000.00	$	1,023.63		0.30	%¹	$	1.53
WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund
Actual	$	1,000.00	$	1,060.20		0.12	%*	$	0.62
Hypothetical (5% return before expenses)	$	1,000.00	$	1,024.53		0.12	%*	$	0.61
WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund
Actual	$	1,000.00	$	1,004.40		0.28	%	$	1.41
Hypothetical (5% return before expenses)	$	1,000.00	$	1,023.73		0.28	%	$	1.42
WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund
Actual	$	1,000.00	$	1,024.20		0.23	%	$	1.17
Hypothetical (5% return before expenses)	$	1,000.00	$	1,023.98		0.23	%	$	1.17
WisdomTree Bloomberg Floating Rate Treasury Fund
Actual	$	1,000.00	$	1,003.20		0.15	%*	$	0.76
Hypothetical (5% return before expenses)	$	1,000.00	$	1,024.38		0.15	%*	$	0.76
WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund
Actual	$	1,000.00	$	1,084.70		0.48	%	$	2.52
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.72		0.48	%	$	2.44
WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund
Actual	$	1,000.00	$	1,127.10		0.43	%	$	2.30
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.97		0.43	%	$	2.19
WisdomTree Emerging Markets Corporate Bond Fund
Actual	$	1,000.00	$	1,117.30		0.60	%	$	3.19
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.12		0.60	%	$	3.05


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			37

Shareholder Expense Examples (unaudited) (concluded)


	Beginning Account Value 3/1/16		Ending Account Value 8/31/16		Annualized Expense Ratio Based on the Period‡ 3/1/16 to 8/31/16			Expenses Paid During the Period† 3/1/16 to 8/31/16
WisdomTree Emerging Markets Local Debt Fund
Actual	$	1,000.00	$	1,127.90		0.55	%	$	2.94
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.37		0.55	%	$	2.80
WisdomTree Japan Interest Rate Strategy Fund (consolidated)
Actual	$	1,000.00	$	974.20		0.50	%	$	2.48
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.62		0.50	%	$	2.54
WisdomTree Strategic Corporate Bond Fund
Actual	$	1,000.00	$	1,084.50		0.45	%*	$	2.36
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.87		0.45	%*	$	2.29
WisdomTree Western Asset Unconstrained Bond Fund
Actual	$	1,000.00	$	1,082.40		0.55	%*	$	2.88
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.37		0.55	%*	$	2.80
WisdomTree CBOE S&P 500 PutWrite Strategy Fund
Actual	$	1,000.00	$	1,075.50		0.38	%*	$	1.98
Hypothetical (5% return before expenses)	$	1,000.00	$	1,023.23		0.38	%*	$	1.93
WisdomTree Global Real Return Fund (consolidated)
Actual	$	1,000.00	$	1,070.20		0.60	%	$	3.12
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.12		0.60	%	$	3.05
WisdomTree Managed Futures Strategy Fund (consolidated)
Actual	$	1,000.00	$	962.50		0.86	%²	$	4.24
Hypothetical (5% return before expenses)	$	1,000.00	$	1,020.81		0.86	%²	$	4.37

‡	The annualized expense ratio does not include AFFEs, which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.

†	Expenses are calculated using each Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 184/366 (to reflect the one-half year period).

WisdomTree Asset Management, Inc. has contractually agreed to limit its management fee to 0.12%, 0.15%, 0.45%, 0.55% and 0.38% for WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund, WisdomTree Bloomberg Floating Rate Treasury Fund, WisdomTree Strategic Corporate Bond Fund, WisdomTree Western Asset Unconstrained Bond Fund and WisdomTree CBOE S&P 500 PutWrite Strategy Fund, respectively, through December 31, 2016, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason.

1	Effective November 10, 2015, WisdomTree Asset Management, Inc. has voluntarily agreed to waive 0.15% of its management fee. This voluntary waiver may be reduced or discontinued at any time without notice.

2	Effective June 30, 2016, WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.65% through December 31, 2017, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason.


38		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

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

August 31, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 98.4%
U.S. Treasury Bills – 98.4%
U.S. Treasury Bills
0.25%, 9/15/16^*	$	83,470,000	$	83,463,823
0.23%, 10/20/16^*		149,840,000		149,795,348
TOTAL INVESTMENTS IN SECURITIES – 98.4% (Cost: $233,255,144)				233,259,171
Cash and Other Assets in Excess of Liabilities – 1.6%				3,800,028

NET ASSETS – 100.0%			$	237,059,199

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


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
9/6/2016	AUD	3,204,800		USD	2,432,841	$	24,510
9/6/2016	AUD	4,206,300		USD	3,193,129		32,195
9/6/2016	AUD	4,206,300		USD	3,193,717		32,784
9/6/2016	AUD	4,206,300		USD	3,193,225		32,292
9/6/2016	AUD	4,206,300		USD	3,193,124		32,191
9/6/2016	BRL	3,530,100		USD	1,076,008		(16,033	)
9/6/2016	BRL	2,689,600		USD	816,006		(16,025	)
9/6/2016	BRL	3,530,100		USD	1,077,104		(14,937	)
9/6/2016	BRL	3,530,100		USD	1,076,775		(15,266	)
9/6/2016	BRL	3,530,100		USD	1,075,922		(16,119	)
9/6/2016	CAD	5,976,000		USD	4,578,005		20,919
9/6/2016	CAD	7,843,500		USD	6,008,328		27,153
9/6/2016	CAD	7,843,500		USD	6,008,554		27,378
9/6/2016	CAD	7,843,500		USD	6,008,609		27,433
9/6/2016	CAD	7,843,500		USD	6,008,043		26,867
9/6/2016	CHF	1,690,400		USD	1,747,203		28,212
9/6/2016	CHF	2,218,650		USD	2,293,143		36,966
9/6/2016	CHF	2,218,650		USD	2,293,010		36,833
9/6/2016	CHF	2,218,650		USD	2,293,176		36,999
9/6/2016	CHF	2,218,650		USD	2,292,728		36,551
9/6/2016	CNH	7,899,200		USD	1,190,136		9,579
9/6/2016	CNH	10,367,700		USD	1,562,218		12,737
9/6/2016	CNH	10,367,700		USD	1,562,177		12,696
9/6/2016	CNH	10,367,700		USD	1,562,455		12,974
9/6/2016	CNH	10,367,700		USD	1,562,342		12,861
9/6/2016	EUR	14,839,650		USD	16,612,855		57,675
9/6/2016	EUR	14,839,650		USD	16,612,083		56,903
9/6/2016	EUR	14,839,650		USD	16,611,207		56,027
9/6/2016	EUR	11,306,400		USD	12,656,780		43,309
9/6/2016	EUR	14,839,650		USD	16,612,098		56,918
9/6/2016	GBP	3,731,700		USD	4,941,163		40,585
9/6/2016	GBP	3,731,700		USD	4,940,304		39,726
9/6/2016	GBP	2,843,200		USD	3,762,776		29,002
9/6/2016	GBP	3,731,700		USD	4,941,260		40,682
9/6/2016	GBP	3,731,700		USD	4,941,107		40,529
9/6/2016	JPY	1,002,007,650		USD	9,831,431		145,946
9/6/2016	JPY	1,002,007,650		USD	9,830,833		145,348

FOREIGN CURRENCY CONTRACTS (continued)
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
9/6/2016	JPY	1,002,007,650		USD	9,831,219	$	145,734
9/6/2016	JPY	763,434,400		USD	7,490,673		111,256
9/6/2016	JPY	1,002,007,650		USD	9,830,293		144,808
9/6/2016	KRW	1,997,940,000		USD	1,795,982		4,153
9/6/2016	KRW	1,997,940,000		USD	1,783,047		(8,781	)
9/6/2016	KRW	1,997,940,000		USD	1,795,756		3,927
9/6/2016	KRW	1,522,240,000		USD	1,368,156		2,953
9/6/2016	KRW	1,997,940,000		USD	1,782,902		(8,927	)
9/6/2016	MXN	96,628,350		USD	5,134,087		(1,974	)
9/6/2016	MXN	73,621,600		USD	3,911,673		(1,516	)
9/6/2016	MXN	96,628,350		USD	5,135,490		(571	)
9/6/2016	MXN	96,628,350		USD	5,135,217		(844	)
9/6/2016	MXN	96,628,350		USD	5,132,326		(3,735	)
9/6/2016	USD	365,884		AUD	485,000		(1,418	)
9/6/2016	USD	161,806		AUD	210,391		(3,703	)
9/6/2016	USD	159,836		AUD	209,889		(2,109	)
9/6/2016	USD	157,523		AUD	209,801		138
9/6/2016	USD	2,273,800		AUD	3,026,391		460
9/6/2016	USD	2,984,914		AUD	3,972,132		48
9/6/2016	USD	2,984,966		AUD	3,972,132		(4	)
9/6/2016	USD	2,984,299		AUD	3,972,132		663
9/6/2016	USD	2,984,898		AUD	3,972,132		63
9/6/2016	USD	131,834		BRL	435,000		2,734
9/6/2016	USD	54,801		BRL	176,268		(272	)
9/6/2016	USD	54,316		BRL	175,847		83
9/6/2016	USD	54,394		BRL	175,773		(18	)
9/6/2016	USD	1,030,023		BRL	3,327,893		(535	)
9/6/2016	USD	1,030,563		BRL	3,327,893		(1,075	)
9/6/2016	USD	1,026,896		BRL	3,327,893		2,592
9/6/2016	USD	785,897		BRL	2,535,540		(1,525	)
9/6/2016	USD	1,030,403		BRL	3,327,893		(915	)
9/6/2016	USD	679,225		CAD	890,000		(543	)
9/6/2016	USD	305,411		CAD	392,472		(6,126	)
9/6/2016	USD	302,936		CAD	391,535		(4,365	)
9/6/2016	USD	298,835		CAD	391,370		(390	)
9/6/2016	USD	5,648,625		CAD	7,409,770		1,804
9/6/2016	USD	5,650,503		CAD	7,409,770		(75	)

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			39

Schedule of Investments (continued)

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

August 31, 2016



FOREIGN CURRENCY CONTRACTS (continued)
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
9/6/2016	USD	4,304,446		CAD	5,645,543	$	646
9/6/2016	USD	5,650,305		CAD	7,409,770		124
9/6/2016	USD	5,650,348		CAD	7,409,770		81
9/6/2016	USD	290,029		CHF	280,000		(5,293	)
9/6/2016	USD	115,162		CHF	110,713		(2,576	)
9/6/2016	USD	114,154		CHF	110,448		(1,837	)
9/6/2016	USD	112,255		CHF	110,402		14
9/6/2016	USD	2,126,413		CHF	2,090,221		(837	)
9/6/2016	USD	2,125,645		CHF	2,090,221		(70	)
9/6/2016	USD	2,125,545		CHF	2,090,221		30
9/6/2016	USD	2,125,511		CHF	2,090,221		65
9/6/2016	USD	1,618,909		CHF	1,592,553		581
9/6/2016	USD	132,261		CNH	880,000		(743	)
9/6/2016	USD	78,725		CNH	521,969		(716	)
9/6/2016	USD	78,081		CNH	520,722		(258	)
9/6/2016	USD	77,768		CNH	520,503		22
9/6/2016	USD	1,472,874		CNH	9,854,629		(72	)
9/6/2016	USD	1,473,078		CNH	9,854,629		(277	)
9/6/2016	USD	1,472,597		CNH	9,854,629		205
9/6/2016	USD	1,472,664		CNH	9,854,629		137
9/6/2016	USD	1,122,030		CNH	7,508,290		104
9/6/2016	USD	1,699,845		EUR	1,520,000		(4,126	)
9/6/2016	USD	840,183		EUR	744,309		(9,828	)
9/6/2016	USD	837,943		EUR	742,531		(9,572	)
9/6/2016	USD	827,262		EUR	742,219		760
9/6/2016	USD	11,942,667		EUR	10,706,553		1,611
9/6/2016	USD	15,682,040		EUR	14,052,347		(5,179	)
9/6/2016	USD	15,676,559		EUR	14,052,347		302
9/6/2016	USD	15,676,840		EUR	14,052,347		21
9/6/2016	USD	15,676,377		EUR	14,052,347		485
9/6/2016	USD	554,547		GBP	420,000		(2,991	)
9/6/2016	USD	243,630		GBP	186,763		1,633
9/6/2016	USD	245,786		GBP	186,317		(1,109	)
9/6/2016	USD	243,602		GBP	186,239		973
9/6/2016	USD	4,630,371		GBP	3,526,043		132
9/6/2016	USD	4,629,144		GBP	3,526,043		1,359
9/6/2016	USD	4,630,470		GBP	3,526,043		33
9/6/2016	USD	4,630,322		GBP	3,526,043		181
9/6/2016	USD	3,527,292		GBP	2,686,509		710
9/6/2016	USD	1,628,080		JPY	166,565,000		(18,050	)
9/6/2016	USD	494,696		JPY	49,569,289		(15,555	)
9/6/2016	USD	491,855		JPY	49,450,847		(13,859	)
9/6/2016	USD	480,026		JPY	49,430,100		(2,231	)
9/6/2016	USD	6,891,129		JPY	713,031,964		1,094
9/6/2016	USD	9,045,760		JPY	935,854,450		282
9/6/2016	USD	9,049,346		JPY	935,854,450		(3,304	)
9/6/2016	USD	9,046,040		JPY	935,854,450		2
9/6/2016	USD	9,045,673		JPY	935,854,450		370
9/6/2016	USD	141,748		KRW	157,000,000		(944	)
9/6/2016	USD	91,943		KRW	100,723,107		(1,610	)
9/6/2016	USD	90,103		KRW	100,482,437		14
9/6/2016	USD	89,641		KRW	100,440,281	$	438
9/6/2016	USD	1,702,439		KRW	1,901,624,376		3,010
9/6/2016	USD	1,299,178		KRW	1,448,856,671		211
9/6/2016	USD	1,705,493		KRW	1,901,624,376		(44	)
9/6/2016	USD	1,705,573		KRW	1,901,624,376		(124	)
9/6/2016	USD	1,703,006		KRW	1,901,624,376		2,443
9/6/2016	USD	515,667		MXN	9,760,000		3,104
9/6/2016	USD	268,292		MXN	4,848,046		(10,605	)
9/6/2016	USD	263,002		MXN	4,836,462		(5,931	)
9/6/2016	USD	257,192		MXN	4,834,433		(228	)
9/6/2016	USD	4,854,892		MXN	91,529,772		10,165
9/6/2016	USD	4,865,202		MXN	91,529,772		(144	)
9/6/2016	USD	4,865,246		MXN	91,529,772		(188	)
9/6/2016	USD	4,865,000		MXN	91,529,772		58
9/6/2016	USD	3,706,180		MXN	69,736,971		530
10/6/2016	AUD	4,042,500		USD	3,035,489		(117	)
10/6/2016	AUD	3,080,000		USD	2,312,353		(490	)
10/6/2016	AUD	4,042,500		USD	3,035,542		(65	)
10/6/2016	AUD	4,042,500		USD	3,034,854		(752	)
10/6/2016	AUD	4,042,500		USD	3,035,505		(101	)
10/6/2016	BRL	3,383,100		USD	1,037,538		144
10/6/2016	BRL	3,383,100		USD	1,033,741		(3,653	)
10/6/2016	BRL	3,383,100		USD	1,037,439		45
10/6/2016	BRL	2,577,600		USD	791,330		935
10/6/2016	BRL	3,383,100		USD	1,037,633		239
10/6/2016	CAD	7,477,050		USD	5,702,374		(242	)
10/6/2016	CAD	5,696,800		USD	4,344,126		(724	)
10/6/2016	CAD	7,477,050		USD	5,702,605		(11	)
10/6/2016	CAD	7,477,050		USD	5,700,600		(2,016	)
10/6/2016	CAD	7,477,050		USD	5,702,366		(251	)
10/6/2016	CHF	2,133,600		USD	2,173,751		(51	)
10/6/2016	CHF	2,133,600		USD	2,173,771		(31	)
10/6/2016	CHF	1,625,600		USD	1,655,628		(602	)
10/6/2016	CHF	2,133,600		USD	2,173,723		(80	)
10/6/2016	CHF	2,133,600		USD	2,174,649		846
10/6/2016	EUR	14,175,000		USD	15,834,566		(327	)
10/6/2016	EUR	10,800,000		USD	12,062,941		(1,739	)
10/6/2016	EUR	14,175,000		USD	15,834,907		13
10/6/2016	EUR	14,175,000		USD	15,839,712		4,819
10/6/2016	EUR	14,175,000		USD	15,834,510		(384	)
10/6/2016	GBP	3,593,100		USD	4,722,117		(84	)
10/6/2016	GBP	2,737,600		USD	3,597,152		(715	)
10/6/2016	GBP	3,593,100		USD	4,720,751		(1,449	)
10/6/2016	GBP	3,593,100		USD	4,722,095		(105	)
10/6/2016	GBP	3,593,100		USD	4,722,020		(181	)
10/6/2016	JPY	944,119,050		USD	9,138,593		(426	)
10/6/2016	JPY	944,119,050		USD	9,138,956		(64	)
10/6/2016	JPY	719,328,800		USD	6,962,024		(1,039	)
10/6/2016	JPY	944,119,050		USD	9,142,248		3,228
10/6/2016	JPY	944,119,050		USD	9,138,761		(258	)
10/6/2016	KRW	1,912,470,000		USD	1,714,835		(143	)

See Notes to Financial Statements.


40		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (concluded)

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

August 31, 2016



FOREIGN CURRENCY CONTRACTS (continued)
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
10/6/2016		KRW	1,457,120,000		USD	1,306,225	$	(425	)
10/6/2016		KRW	1,912,470,000		USD	1,712,286		(2,692	)
10/6/2016		KRW	1,912,470,000		USD	1,714,747		(231	)
10/6/2016		KRW	1,912,470,000		USD	1,711,765		(3,213	)
10/6/2016		MXN	70,869,600		USD	3,755,001		(1,368	)
10/6/2016		MXN	93,016,350		USD	4,930,200		(35	)
10/6/2016		MXN	93,016,350		USD	4,919,489		(10,745	)
10/6/2016		MXN	93,016,350		USD	4,929,891		(343	)
10/6/2016		MXN	93,016,350		USD	4,929,784		(450	)
10/13/2016		CNH	10,014,900		USD	1,494,419		(390	)
10/13/2016		CNH	10,014,900		USD	1,494,728		(81	)
10/13/2016		CNH	10,014,900		USD	1,494,511		(298	)
10/13/2016		CNH	7,630,400		USD	1,138,696		(206	)
10/13/2016		CNH	10,014,900		USD	1,494,380		(429	)
							$	1,453,287

CURRENCY LEGEND

AUD – Australian dollar

BRL – Brazilian real

CAD – Canadian dollar

CHF – Swiss franc

CNH – Offshore Chinese renminbi

EUR – Euro

GBP – British pound

JPY – Japanese yen

KRW – South Korean won

MXN – Mexican peso

USD – U.S. dollar

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			41

Schedule of Investments

WisdomTree Brazilian Real Strategy Fund (BZF)

August 31, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 81.0%
U.S. Treasury Bills – 81.0%
U.S. Treasury Bills
0.28%, 9/8/16^*	$	15,000,000	$	14,999,475
0.28%, 9/22/16^*		4,000,000		3,999,536
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $18,998,539)				18,999,011
REPURCHASE AGREEMENT – 16.1%
United States – 16.1%
Deutsche Bank, tri-party repurchase agreement dated 8/31/16, 0.34% due 9/1/16; Proceeds at maturity – $3,769,036 (fully collateralized by U.S. Treasury Note, 2.25% due 11/30/17; Market value – $3,844,390) (Cost: $3,769,000)		3,769,000		3,769,000
TOTAL INVESTMENTS IN SECURITIES – 97.1% (Cost: $22,767,539)				22,768,011
Cash and Other Assets in Excess of Liabilities – 2.9%				680,008

NET ASSETS – 100.0%			$	23,448,019

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


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
10/4/2016		USD	4,007,662		BRL	13,600,000	$	158,260
10/4/2016		USD	5,879,699		BRL	19,955,700		233,086
11/3/2016		USD	5,672,706		BRL	19,100,000		125,539
11/3/2016		USD	7,159,032		BRL	24,115,200		161,693
							$	678,578

CURRENCY LEGEND

BRL – Brazilian real

USD – U.S. dollar

See Notes to Financial Statements.


42		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Chinese Yuan Strategy Fund (CYB)

August 31, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 68.7%
U.S. Treasury Bills – 68.7%
U.S. Treasury Bills
0.25%, 9/15/16^*	$	25,542,000	$	25,540,110
0.23%, 10/20/16^*		8,000,000		7,997,616
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $33,537,048)				33,537,726
REPURCHASE AGREEMENT – 31.1%
United States – 31.1%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/16, 0.34% due 9/1/16; Proceeds at maturity – $15,200,144 (fully collateralized by Fannie Mae, 5.00% – 5.90% due 11/1/40 – 11/1/47, Federal Home Loan Banks, 1.38% – 2.13% due 3/9/18 – 6/10/22, U.S. Treasury Floating Rate Note, 0.45% due 10/31/17 and U.S. Treasury Strip Principal, 0.00% due 5/15/19; Market value – $15,700,429) (Cost: $15,200,000)		15,200,000		15,200,000
TOTAL INVESTMENTS IN SECURITIES – 99.8% (Cost: $48,737,048)				48,737,726
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 0.2%				105,678

NET ASSETS – 100.0%			$	48,843,404

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


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
9/7/2016		CNH	9,764,500		USD	1,482,052	$	22,769
9/7/2016		CNH	49,925,734		USD	7,516,106		54,815
9/7/2016		CNH	47,967,863		USD	7,220,813		52,122
9/7/2016		CNY	8,750,000		USD	1,326,964		17,560
9/7/2016		CNY	44,751,707		USD	6,738,700		41,777
9/7/2016		CNY	42,996,740		USD	6,473,463		39,164
9/7/2016		USD	7,980,465		CNH	52,752,468		(96,725	)
9/7/2016		USD	8,305,444		CNH	54,905,629		(99,919	)
9/7/2016		USD	7,146,953		CNY	47,284,240		(71,046	)
9/7/2016		USD	7,436,417		CNY	49,214,207		(71,698	)
10/11/2016		USD	5,213,793		CNY	34,562,234		(51,955	)
10/11/2016		USD	5,425,128		CNY	35,972,937		(52,602	)
11/7/2016		USD	5,205,408		CNY	35,035,000		17,460
11/7/2016		USD	5,417,069		CNY	36,465,000		18,977
12/21/2016		USD	7,221,511		CNH	48,163,870		(59,289	)
12/21/2016		USD	7,516,492		CNH	50,129,742		(61,935	)
12/21/2016		USD	6,734,827		CNY	45,008,851		(46,404	)
12/21/2016		USD	6,469,749		CNY	43,243,799		(43,616	)
							$	(390,545	)

CURRENCY LEGEND

CNH – Offshore Chinese renminbi

CNY – Chinese yuan

USD – U.S. dollar

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			43

Schedule of Investments

WisdomTree Commodity Currency Strategy Fund (CCX)

August 31, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 62.6%
U.S. Treasury Bill – 62.6%
U.S. Treasury Bill 0.25%, 9/15/16^* (Cost: $3,149,697)	$	3,150,000	$	3,149,767
REPURCHASE AGREEMENT – 31.5%
United States – 31.5%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/16, 0.34% due 9/1/16; Proceeds at maturity – $1,585,015 (fully collateralized by Fannie Mae, 3.50% – 6.50% due 11/1/30 – 1/1/49, Ginnie Mae, 4.00% – 5.00% due 2/15/39 – 11/15/45, U.S. Treasury Note, 0.88% due 5/15/19, U.S. Treasury Strips Coupon, 0.00% due 11/15/20 – 8/15/43 and U.S. Treasury Strip Principal, 0.00% due 2/15/41; Market value – $1,639,390) (Cost: $1,585,000)		1,585,000		1,585,000
TOTAL INVESTMENTS IN SECURITIES – 94.1% (Cost: $4,734,697)				4,734,767
Cash and Other Assets in Excess of Liabilities – 5.9%				299,298

NET ASSETS – 100.0%			$	5,034,065

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


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver				In Exchange For					Unrealized Gain (Loss)
9/6/2016	AUD		837,101			USD		628,833		$	(229	)
9/6/2016	BRL		2,219,011			USD		680,584			(4,882	)
9/6/2016	CAD		784,354			USD		599,549			1,721
9/6/2016	CLP		419,488,806			USD		622,387			4,674
9/6/2016	NOK		4,995,399			USD		598,448			(442	)
9/6/2016	NZD		891,915			USD		643,740			(3,227	)
9/6/2016	RUB		40,361,476			USD		617,904			839
9/6/2016	USD		599,951			AUD		837,101			29,110
9/6/2016	USD		596,188			BRL		2,219,011			89,278
9/6/2016	USD		602,015			CAD		784,354			(4,187	)
9/6/2016	USD		605,022			CLP		419,488,806			12,691
9/6/2016	USD		599,540			NOK		4,995,399			(650	)
9/6/2016	USD		596,059			NZD		891,915			50,908
9/6/2016	USD		592,679			RUB		40,361,476			24,386
9/6/2016	USD		601,700			ZAR		9,603,968			50,494
9/6/2016	ZAR		9,603,968			USD		662,491			10,297
9/27/2016	AUD		10,000			USD		7,508			(2	)
9/27/2016	BRL		45,000			USD		13,790			(23	)
9/27/2016	CAD		15,000			USD		11,424			(10	)
9/27/2016	NZD		15,000			USD		10,866			(5	)
9/27/2016	RUB		885,000			USD		13,452			(6	)
9/27/2016	USD		638,183			AUD		850,000			237
9/27/2016	USD		641,680			BRL		2,105,000			4,491
9/27/2016	USD		642,149			CAD		840,000			(1,841	)
9/27/2016	USD		631,197			CLP		426,235,000			(4,613	)
9/27/2016		USD		630,784			NOK		5,265,000			$	461
9/27/2016		USD		641,775			NZD		890,000				3,222
9/27/2016		USD		641,697			RUB		42,130,000				(1,027	)
9/27/2016		USD		639,887			ZAR		9,315,000				(9,919	)
9/27/2016		ZAR		160,000			USD		10,816				(5	)
												$	251,741

CURRENCY LEGEND

AUD – Australian dollar

BRL – Brazilian real

CAD – Canadian dollar

CLP – Chilean peso

NOK – Norwegian krone

NZD – New Zealand dollar

RUB – Russian ruble

USD – U.S. dollar

ZAR – South African rand

See Notes to Financial Statements.


44		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Emerging Currency Strategy Fund (CEW)

August 31, 2016


Investments	Principal Amount		Value

U.S. GOVERNMENT OBLIGATIONS – 63.7%
U.S. Treasury Bills – 63.7%
U.S. Treasury Bills
0.25%, 9/15/16^*	$	13,186,000	$	13,185,024
0.23%, 10/20/16^*		14,300,000		14,295,739
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $27,480,266)				27,480,763
REPURCHASE AGREEMENT – 32.0%
United States – 32.0%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/16, 0.34% due 9/1/16; Proceeds at maturity – $13,800,130 (fully collateralized by Fannie Mae, 1.25% – 10.00% due 4/25/20 – 4/24/26, Federal Home Loan Bank, 1.38% due 3/9/18, Freddie Mac, 1.75% due 5/30/19, U.S. Treasury Strips Coupon, 0.00% due 8/15/19 – 11/15/34 and U.S. Treasury Strip Principal, 0.00% due 2/15/46; Market value – $14,430,717) (Cost: $13,800,000)		13,800,000		13,800,000
TOTAL INVESTMENTS IN SECURITIES – 95.7% (Cost: $41,280,266)				41,280,763
Cash and Other Assets in Excess of Liabilities – 4.3%				1,848,863

NET ASSETS – 100.0%			$	43,129,626

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

FINANCIAL DERIVATIVE INSTRUMENTS


FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
11/3/2016		USD	2,859,667		BRL	9,650,000	$	69,813
11/3/2016		USD	2,814,796		CLP	1,887,630,000		(47,808	)
11/3/2016		USD	2,857,570		CNH	19,130,000		(5,626	)
11/3/2016		USD	2,847,336		COP	8,950,600,000		146,894
11/3/2016		USD	2,861,067		IDR	38,023,585,000		(24,866	)
11/3/2016		USD	914,679		INR	62,219,200		5,456
11/3/2016		USD	971,818		INR	66,107,900		5,826
11/3/2016		USD	971,389		INR	66,107,900		6,254
11/3/2016		USD	2,875,924		KRW	3,232,970,000		21,344
11/3/2016		USD	2,847,484		MXN	54,335,000		15,319
11/3/2016		USD	2,849,371		MYR	11,575,000		(9,092	)
11/3/2016		USD	2,841,861		PHP	134,420,000		43,490
11/3/2016		USD	2,867,423		PLN	11,305,000		19,369
11/3/2016		USD	2,834,509		RUB	193,310,000		80,124
11/3/2016		USD	2,856,366		THB	99,820,000		22,463
11/3/2016		USD	2,873,019		TRY	8,845,000		76,438
11/3/2016		USD	2,861,222		ZAR	41,480,000		(76,090	)
							$	349,308

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 Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			45

Schedule of Investments

WisdomTree Indian Rupee Strategy Fund (ICN)

August 31, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 67.3%
U.S. Treasury Bill – 67.3%
U.S. Treasury Bill 0.25%, 9/15/16^* (Cost: $7,252,303)	$	7,253,000	$	7,252,463
REPURCHASE AGREEMENT – 31.3%
United States – 31.3%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/16, 0.34% due 9/1/16; Proceeds at maturity – $3,378,032 (fully collateralized by Fannie Mae, 3.00% – 5.90% due 6/1/31 – 11/1/47, Federal Home Loan Bank, 1.38% due 3/9/18, Freddie Mac, 5.50% due 5/1/36, Ginnie Mae, 4.00% due 10/20/45, U.S. Treasury Strip Coupon, 0.00% due 5/15/23 – 11/15/45 and U.S. Treasury Strip Principal, 0.00% due 2/15/20 – 2/15/36; Market value – $3,490,455) (Cost: $3,378,000)		3,378,000		3,378,000
TOTAL INVESTMENTS IN SECURITIES – 98.6% (Cost: $10,630,303)				10,630,463
Cash and Other Assets in Excess of Liabilities – 1.4%				149,375

NET ASSETS – 100.0%			$	10,779,838

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


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
11/3/2016		USD	3,638,525		INR	247,619,824	$	23,425
11/3/2016		USD	3,426,105		INR	233,053,952		20,436
11/3/2016		USD	3,640,130		INR	247,619,824		21,820
11/3/2016		USD	12,152		INR	825,000		48
							$	65,729

CURRENCY LEGEND

INR – Indian rupee

USD – U.S. dollar

See Notes to Financial Statements.


46		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Asia Local Debt Fund (ALD)

August 31, 2016


Investments	Principal Amount^†		Value
FOREIGN GOVERNMENT AGENCIES – 13.1%
Australia – 13.1%
Queensland Treasury Corp. 6.00%, 7/21/22, Series 22, Reg S		1,317,000 AUD	$	1,211,495
South Australian Government Financing Authority 5.00%, 5/20/21, Series 21		1,300,000 AUD		1,115,090
Western Australian Treasury Corp.
7.00%, 10/15/19, Series 19		935,000 AUD		813,743
5.00%, 7/23/25, Reg S		500,000 AUD		453,593
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $3,732,289)				3,593,921
FOREIGN GOVERNMENT OBLIGATIONS – 57.1%
China – 4.1%
China Government Bond
2.48%, 12/1/20		2,000,000 CNY		294,721
2.36%, 8/18/21, Reg S		500,000 CNY		72,649
3.10%, 6/29/22		2,500,000 CNY		375,904
3.48%, 6/29/27, Reg S		2,500,000 CNY		382,684

Total China				1,125,958
Hong Kong – 6.7%
Hong Kong Government Bond 1.51%, 2/24/27		650,000 HKD		88,536
Hong Kong Government Bond Programme
2.46%, 8/4/21		8,700,000 HKD		1,217,690
1.10%, 1/17/23		4,000,000 HKD		526,565

Total Hong Kong				1,832,791
Indonesia – 4.1%
Indonesia Treasury Bond
12.80%, 6/15/21, Series FR34		7,718,000,000 IDR		715,127
7.00%, 5/15/22, Series FR61		5,534,000,000 IDR		418,055

Total Indonesia				1,133,182
Malaysia – 6.3%
Malaysia Government Bond
4.01%, 9/15/17, Series 0210		1,050,000 MYR		262,797
3.26%, 3/1/18, Series 0213		1,362,000 MYR		339,495
4.38%, 11/29/19, Series 0902		4,405,000 MYR		1,130,978

Total Malaysia				1,733,270
New Zealand – 2.7%
New Zealand Government Bond
5.00%, 3/15/19, Series 319, Reg S		941,000 NZD		736,420
Philippines – 6.6%
Philippine Government Bond
5.00%, 8/18/18, Series 7-51		17,850,000 PHP		403,203
3.50%, 3/20/21, Series 7-57		10,000,000 PHP		220,069
Philippine Government International Bond
4.95%, 1/15/21		14,000,000 PHP		322,897
3.90%, 11/26/22		22,000,000 PHP		487,978
6.25%, 1/14/36		15,000,000 PHP		381,261

Total Philippines				1,815,408
Singapore – 6.2%
Singapore Government Bond
2.50%, 6/1/19		396,000 SGD		302,568
2.25%, 6/1/21		610,000 SGD		466,820
3.00%, 9/1/24		710,000 SGD	$	572,282
2.88%, 7/1/29		423,000 SGD		340,641

Total Singapore				1,682,311
South Korea – 7.6%
Korea Treasury Bond
5.75%, 9/10/18, Series 1809		577,720,000 KRW		564,033
3.75%, 6/10/22, Series 2206		800,000,000 KRW		811,846
3.50%, 3/10/24, Series 2403		672,390,000 KRW		692,441

Total South Korea				2,068,320
Thailand – 12.8%
Thailand Government Bond
3.25%, 6/16/17		1,114,000 THB		32,624
2.80%, 10/10/17		995,000 THB		29,150
2.55%, 6/26/20		35,000,000 THB		1,041,650
1.88%, 6/17/22		27,000,000 THB		779,265
3.85%, 12/12/25		27,000,000 THB		888,653
4.88%, 6/22/29		20,000,000 THB		732,324

Total Thailand				3,503,666
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $16,919,420)				15,631,326
SUPRANATIONAL BONDS – 12.9%
Asian Development Bank 2.85%, 10/21/20		4,000,000 CNY		591,676
European Investment Bank 7.20%, 7/9/19, Reg S		8,670,000,000 IDR		662,162
International Finance Corp. 8.25%, 6/10/21		70,640,000 INR		1,142,911
Nordic Investment Bank 3.50%, 1/30/18^(a)		1,534,000 NZD		1,130,529
TOTAL SUPRANATIONAL BONDS (Cost: $3,811,464)				3,527,278
REPURCHASE AGREEMENT – 7.3%
United States – 7.3%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/16, 0.34% due 9/1/16; Proceeds at maturity – $2,000,019 (fully collateralized by U.S. Treasury Note, 2.75% due 5/31/17; Market value – $2,040,069) (Cost: $2,000,000)	$	2,000,000		2,000,000

	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.8%
United States – 2.8%
State Street Navigator Securities Lending Prime Portfolio, 0.41%^(b) (Cost: $753,900)^(c)		753,900		753,900
TOTAL INVESTMENTS IN SECURITIES – 93.2% (Cost: $27,217,073)				25,506,425
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 6.8%				1,860,249

NET ASSETS – 100.0%			$	27,366,674

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			47

Schedule of Investments (concluded)

WisdomTree Asia Local Debt Fund (ALD)

August 31, 2016

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

^(a)	Security, or portion thereof, was on loan at August 31, 2016 (See Note 2).

^(b)	Rate shown represents annualized 7-day yield as of August 31, 2016.

^(c)	At August 31, 2016, the total market value of the Fund’s securities on loan was $736,981 and the total market value of the collateral held by the Fund was $753,900.

Reg S –

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


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
9/2/2016		SGD	2,735,826		USD	2,006,591	$	(839	)
9/2/2016		USD	818,219		KRW	912,560,000		220
9/21/2016		USD	601,124		INR	40,630,000		3,576
9/21/2016		USD	600,860		KRW	696,000,000		22,965
9/21/2016		USD	779,822		KRW	870,000,000		(41	)
9/21/2016		USD	575,503		TWD	18,496,662		8,214
9/21/2016		USD	1,177,273		TWD	38,000,000		21,929
							$	56,024

CURRENCY LEGEND

AUD – Australian dollar

CNY – Chinese yuan

HKD – Hong Kong dollar

IDR – Indonesian rupiah

INR – Indian rupee

KRW – South Korean won

MYR – Malaysian ringgit

NZD – New Zealand dollar

PHP – Philippine peso

SGD – Singapore dollar

THB – Thai baht

TWD – New Taiwan dollar

USD – U.S. dollar

See Notes to Financial Statements.


48		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

August 31, 2016


Investments	Principal Amount^†		Value
FOREIGN GOVERNMENT AGENCIES – 38.9%
Australia – 38.9%
Australian Capital Territory
5.50%, 6/7/18		610,000 AUD	$	488,891
4.25%, 4/11/22		3,750,000 AUD		3,168,523
KFW
6.25%, 12/4/19		1,122,000 AUD		957,960
2.75%, 4/16/20, Reg S		1,000,000 AUD		771,523
6.25%, 5/19/21		800,000 AUD		712,403
4.00%, 2/27/25, Reg S		2,000,000 AUD		1,691,827
Landwirtschaftliche Rentenbank
5.50%, 3/9/20		480,000 AUD		403,233
5.50%, 3/29/22		1,270,000 AUD		1,119,974
2.70%, 9/5/22, Reg S		1,450,000 AUD		1,116,865
4.25%, 1/24/23, Series 15		1,400,000 AUD		1,174,201
4.75%, 4/8/24		1,540,000 AUD		1,347,296
New South Wales Treasury Corp.
6.00%, 2/1/18, Series 18		600 AUD		479
6.00%, 5/1/20, Series 520		3,340,000 AUD		2,899,700
4.00%, 4/8/21, Reg S		2,330,000 AUD		1,927,754
5.00%, 8/20/24, Series 24		930,000 AUD		855,770
3.00%, 3/20/28		2,000,000 AUD		1,615,992
Northern Territory Treasury Corp. 4.25%, 9/20/21		4,500,000 AUD		3,760,091
Queensland Treasury Corp.
6.25%, 2/21/20, Series 20, Reg S		4,095,000 AUD		3,544,076
5.50%, 6/21/21, Series 21, Reg S		3,120,000 AUD		2,738,286
5.75%, 7/22/24, Series 24, Reg S		3,280,000 AUD		3,108,364
4.75%, 7/21/25, Series 25, Reg S^(a)		2,425,000 AUD		2,190,447
3.25%, 7/21/28, Series 28, Reg S^(a)		1,000,000 AUD		808,053
South Australian Government Financing Authority
5.00%, 5/20/21, Series 21		2,755,000 AUD		2,363,133
4.25%, 11/20/23, Series 23		3,595,000 AUD		3,086,819
Tasmanian Public Finance Corp. 5.00%, 9/20/17, Series 17, Reg S		2,900,000 AUD		2,254,573
Treasury Corp. of Victoria
6.00%, 6/15/20, Series 0620		1,900,000 AUD		1,655,719
6.00%, 10/17/22, Series 1022		4,080,000 AUD		3,811,988
Western Australian Treasury Corp.
2.50%, 7/22/20, Series 20, Reg S		3,335,000 AUD		2,563,341
7.00%, 7/15/21, Series 21		4,045,000 AUD		3,747,048
6.00%, 10/16/23, Series 23		3,437,800 AUD		3,224,057
5.00%, 7/23/25, Reg S		1,800,000 AUD		1,632,933
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $59,309,056)				60,741,319
FOREIGN GOVERNMENT OBLIGATIONS – 32.8%
Australia – 21.0%
Australia Government Bond
4.25%, 7/21/17, Series 135, Reg S		1,630,000 AUD		1,254,418
5.50%, 1/21/18, Series 132, Reg S		6,968,000 AUD		5,527,586
3.25%, 10/21/18, Series 141, Reg S		7,050,000 AUD		5,499,870
5.25%, 3/15/19, Series 122, Reg S		1,011,000 AUD		832,353
2.75%, 10/21/19, Series 143, Reg S		3,060,000 AUD		2,394,410
3.25%, 4/21/25, Series 139, Reg S		1,550,000 AUD		1,300,917
4.25%, 4/21/26, Series 142, Reg S		4,000,000 AUD		3,648,575
4.75%, 4/21/27, Series 136, Reg S		2,645,000 AUD		2,537,789
2.75%, 11/21/27, Series 148, Reg S		3,000,000 AUD	$	2,442,208
3.25%, 4/21/29, Series 138, Reg S		2,500,000 AUD		2,133,112
4.50%, 4/21/33, Series 140, Reg S		3,585,000 AUD		3,544,645
3.75%, 4/21/37, Series 144, Reg S		1,000,000 AUD		911,835
3.25%, 6/21/39, Series 147, Reg S		1,000,000 AUD		846,034

Total Australia				32,873,752
New Zealand – 11.8%
New Zealand Government Bond
6.00%, 12/15/17, Series 1217, Reg S		3,779,000 NZD		2,887,460
5.00%, 3/15/19, Series 319, Reg S		4,080,000 NZD		3,192,977
3.00%, 4/15/20, Series 420, Reg S		3,135,000 NZD		2,368,775
6.00%, 5/15/21, Series 521, Reg S		4,005,000 NZD		3,450,577
5.50%, 4/15/23, Series 423, Reg S		3,745,000 NZD		3,314,913
4.50%, 4/15/27, Series 427, Reg S		2,590,000 NZD		2,279,292
3.50%, 4/14/33, Series 433, Reg S		1,130,000 NZD		924,151

Total New Zealand				18,418,145
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $48,980,597)				51,291,897
SUPRANATIONAL BONDS – 27.1%
African Development Bank
5.25%, 3/23/22, Series GDIF		1,889,000 AUD		1,629,504
4.75%, 3/6/24, Series GDIF		650,000 AUD		563,772
Asian Development Bank
5.00%, 3/9/22		3,050,000 AUD		2,635,290
3.75%, 3/12/25		3,350,000 AUD		2,793,250
Council of Europe Development Bank 6.00%, 10/8/20		2,945,000 AUD		2,536,818
EUROFIMA
6.25%, 12/28/18, Reg S		2,450,000 AUD		2,012,504
5.50%, 6/30/20		3,060,000 AUD		2,567,643
European Bank for Reconstruction & Development 0.50%, 9/1/23		5,840,000 AUD		3,753,273
European Investment Bank
6.50%, 8/7/19		795,000 AUD		673,958
2.50%, 4/30/20		2,000,000 AUD		1,524,676
2.41%, 3/10/21^(b)		3,362,000 AUD		2,268,962
Inter-American Development Bank
6.50%, 8/20/19		1,337,000 AUD		1,138,800
3.25%, 2/7/20		2,850,000 AUD		2,234,261
4.75%, 8/27/24		1,555,000 AUD		1,374,527
2.75%, 10/30/25, Reg S		1,035,000 AUD		803,430
International Bank for Reconstruction & Development
5.75%, 10/21/19, Series GDIF		3,045,000 AUD		2,559,554
2.50%, 3/12/20		2,665,000 AUD		2,043,596
International Finance Corp.
5.75%, 7/28/20		3,766,000 AUD		3,230,794
4.00%, 4/3/25, Reg S		2,115,000 AUD		1,792,930
Nordic Investment Bank 4.75%, 2/28/24		4,755,000 AUD		4,151,312
TOTAL SUPRANATIONAL BONDS (Cost: $40,744,377)				42,288,854
TOTAL INVESTMENTS IN SECURITIES – 98.8% (Cost: $149,034,030)				154,322,070
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 1.2%				1,828,465

NET ASSETS – 100.0%			$	156,150,535

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			49

Schedule of Investments (concluded)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

August 31, 2016

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

^(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)	Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2016.

Reg S –


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
9/1/2016		NZD	400,000		USD	289,740	$	(460	)
9/1/2016		USD	302,664		AUD	400,000		(2,043	)
9/6/2016		AUD	2,000,000		USD	1,502,910		(191	)
9/6/2016		NZD	400,000		USD	290,140		(60	)
							$	(2,754	)

CURRENCY LEGEND

AUD – Australian dollar

NZD – New Zealand dollar

USD – U.S. dollar

See Notes to Financial Statements.


50		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

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

August 31, 2016


Investments in Long Securities	Principal Amount		Value
U.S. GOVERNMENT AGENCIES – 24.6%
Federal Home Loan Bank – 0.2%
Federal Home Loan Bank 5.50%, 7/15/36	$	150,000	$	220,285
Federal Home Loan Mortgage Corporation – 8.6%
6.75%, 9/15/29, Series GDIF		200,000		302,199
6.75%, 3/15/31		550,000		857,900
6.25%, 7/15/32		550,000		841,109
5.00%, 6/1/37		6,162		6,820
2.86%, 11/15/38^(a)		120,000		63,875
5.50%, 2/1/40		22,631		25,575
4.00%, 11/1/40		39,119		42,042
5.50%, 6/1/41		676,004		761,822
5.00%, 7/1/41		19,856		21,904
3.00%, 2/1/44		347,028		360,696
3.50%, 5/1/44		174,873		184,235
4.50%, 5/1/44		36,933		40,393
3.50%, 7/1/44		184,768		194,758
4.50%, 7/1/44		424,591		464,178
3.50%, 10/1/44		62,111		65,436
3.50%, 1/1/45		177,296		186,789
4.00%, 3/1/45		38,820		41,559
3.00%, 4/1/45		45,370		47,133
3.00%, 5/1/45		183,099		190,216
3.50%, 6/1/45		171,788		180,985
4.00%, 6/1/45		168,125		179,978
3.00%, 7/1/45		46,608		48,420
3.00%, 8/1/45		186,753		194,012
3.50%, 8/1/45		542,287		571,320
4.00%, 9/1/45		335,880		359,384
4.00%, 10/1/45		372,077		398,225
3.50%, 11/1/45		183,597		193,427
3.00%, 12/1/45		189,957		197,340
3.00%, 9/1/46^(b)		575,000		596,074
3.50%, 9/1/46^(b)		650,000		684,271
4.00%, 9/1/46^(b)		350,000		374,489
4.50%, 9/1/46^(b)		100,000		109,207
5.00%, 9/1/46^(b)		550,000		607,148

Total Federal Home Loan Mortgage Corporation				9,392,919
Federal National Mortgage Association – 13.2%
3.00%, 3/1/28		145,000		145,000
6.25%, 5/15/29		410,000		596,332
7.13%, 1/15/30		390,000		612,831
7.25%, 5/15/30		610,000		972,234
6.63%, 11/15/30		690,000		1,060,747
5.63%, 7/15/37		170,000		255,534
5.00%, 5/1/38		33,384		36,956
5.50%, 6/1/38		281,390		318,052
5.50%, 11/1/38		6,951		7,859
5.50%, 10/1/39		301,372		340,949
5.50%, 4/1/40		36,431		41,389
5.50%, 9/1/41		153,441		173,181
4.00%, 12/1/42		310,891		334,115
2.50%, 3/1/43		36,661		37,170
4.00%, 6/1/43		292,723		314,369
3.00%, 7/1/43		46,788		48,680
4.00%, 8/1/43		162,704		174,241
4.00%, 9/1/43		434,212		465,032
4.50%, 9/1/43		73,116		80,163
3.50%, 10/1/43		606,687		641,119
4.00%, 5/1/44		37,443		40,098
4.50%, 5/1/44		467,449		510,512
4.00%, 7/1/44		41,040		43,950
4.00%, 8/1/44		216,515		231,869
4.00%, 11/1/44		34,278		36,709
3.00%, 1/1/45		20,180		20,963
4.00%, 2/1/45		180,488		193,286
3.00%, 4/1/45		463,948		481,955
3.00%, 5/1/45		169,217		175,784
3.50%, 6/1/45		184,485		194,802
3.50%, 7/1/45		91,413		96,361
3.50%, 9/1/45		447,514		471,735
3.00%, 10/1/45		187,780		195,068
3.50%, 10/1/45		359,963		379,445
3.00%, 11/1/45		183,285		190,399
3.50%, 11/1/45		188,327		198,864
3.00%, 12/1/45		184,135		191,281
3.50%, 12/1/45		539,131		568,310
3.00%, 2/1/46		410,436		426,366
2.50%, 9/1/46^(b)		25,000		25,233
3.00%, 9/1/46^(b)		800,000		829,730
3.50%, 9/1/46^(b)		975,000		1,027,302
4.00%, 9/1/46^(b)		575,000		615,881
4.50%, 9/1/46^(b)		400,000		436,974
5.00%, 9/1/46^(b)		175,000		193,965

Total Federal National Mortgage Association				14,432,795
Tennessee Valley Authority – 2.6%
7.13%, 5/1/30		100,000		154,843
5.88%, 4/1/36		780,000		1,156,143
6.15%, 1/15/38		100,000		153,819
5.25%, 9/15/39		500,000		706,571
3.50%, 12/15/42		300,000		335,398
4.25%, 9/15/65		280,000		341,368

Total Tennessee Valley Authority				2,848,142
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $26,387,556)				26,894,141
U.S. GOVERNMENT OBLIGATIONS – 16.3%
U.S. Treasury Bonds – 3.8%
U.S. Treasury Bond
8.75%, 5/15/20		80,000		102,405
8.13%, 5/15/21		1,250,000		1,648,194
7.25%, 8/15/22		700,000		939,819
6.00%, 2/15/26		1,100,000		1,534,220

Total U.S. Treasury Bonds				4,224,638
U.S. Treasury Notes – 12.5%
U.S. Treasury Note
0.63%, 8/31/17		2,000,000		1,999,062
0.88%, 7/15/18		2,930,000		2,934,407
1.25%, 11/30/18		1,450,000		1,463,254
1.50%, 5/31/19		860,000		874,243
2.13%, 1/31/21		1,090,000		1,135,005
2.00%, 2/28/21		1,090,000		1,129,704
1.63%, 11/15/22		150,000		152,315

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			51

Schedule of Investments (continued)

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

August 31, 2016


Investments in Long Securities	Principal Amount		Value
2.13%, 12/31/22	$	800,000	$	835,625
2.00%, 2/15/23		2,300,000		2,386,744
2.50%, 8/15/23		679,000		727,339

Total U.S. Treasury Notes				13,637,698
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $17,742,330)				17,862,336
CORPORATE BONDS – 41.9%
United States – 41.9%
21st Century Fox America, Inc.
3.70%, 9/15/24		50,000		54,411
4.75%, 9/15/44		120,000		135,615
Abbott Laboratories 2.55%, 3/15/22		118,000		120,955
AbbVie, Inc.
1.80%, 5/14/18		370,000		372,135
2.90%, 11/6/22		330,000		339,724
Actavis Funding SCS
2.35%, 3/12/18		360,000		364,338
3.45%, 3/15/22		290,000		304,122
Aetna, Inc. 2.75%, 11/15/22		200,000		203,367
Altria Group, Inc. 5.38%, 1/31/44		180,000		234,305
Amazon.com, Inc.
3.30%, 12/5/21		175,000		188,549
2.50%, 11/29/22		40,000		41,363
4.80%, 12/5/34		150,000		180,712
American International Group, Inc.
2.30%, 7/16/19		145,000		147,916
3.30%, 3/1/21		220,000		231,194
4.88%, 6/1/22		175,000		196,329
4.13%, 2/15/24		100,000		107,816
3.75%, 7/10/25		50,000		52,880
3.88%, 1/15/35		93,000		92,623
American Tower Corp. 3.30%, 2/15/21		120,000		125,545
Ameriprise Financial, Inc. 2.88%, 9/15/26		170,000		171,141
Amgen, Inc.
2.13%, 5/1/20		150,000		152,458
3.13%, 5/1/25		145,000		152,588
4.40%, 5/1/45		160,000		172,705
Anadarko Petroleum Corp. 6.45%, 9/15/36		130,000		150,517
Anthem, Inc.
3.13%, 5/15/22		80,000		83,264
6.38%, 6/15/37		100,000		132,536
Aon PLC 3.88%, 12/15/25		175,000		188,791
Apache Corp. 2.63%, 1/15/23		100,000		98,832
Appalachian Power Co. 7.00%, 4/1/38		80,000		111,075
Archer-Daniels-Midland Co. 2.50%, 8/11/26		160,000		161,334
AT&T, Inc.
2.38%, 11/27/18		230,000		234,890
2.45%, 6/30/20		150,000		153,248
3.95%, 1/15/25		310,000		333,076
3.40%, 5/15/25		345,000		356,136
4.50%, 5/15/35		140,000		148,709
6.38%, 3/1/41		100,000		127,621
4.75%, 5/15/46		155,000		166,335
AutoZone, Inc.
3.13%, 7/15/23		50,000		52,126
3.25%, 4/15/25		50,000		52,156
Baltimore Gas & Electric Co. 2.40%, 8/15/26		190,000		189,260
Bank of America Corp.
2.00%, 1/11/18		425,000		427,787
7.63%, 6/1/19		180,000		207,012
5.70%, 1/24/22		493,000		576,241
4.45%, 3/3/26		50,000		53,951
Baxalta, Inc. 2.88%, 6/23/20		210,000		213,714
Baxter International, Inc. 2.60%, 8/15/26		190,000		188,531
Becton Dickinson and Co. 2.68%, 12/15/19		150,000		155,472
Berkshire Hathaway Energy Co. 4.50%, 2/1/45		100,000		114,960
Boeing Co. (The) 2.25%, 6/15/26		50,000		50,266
Boston Properties L.P.
3.70%, 11/15/18		120,000		125,361
4.13%, 5/15/21		175,000		191,359
Brixmor Operating Partnership L.P. 3.25%, 9/15/23		190,000		190,763
Burlington Northern Santa Fe LLC
3.75%, 4/1/24		50,000		55,371
3.00%, 4/1/25		50,000		52,811
3.65%, 9/1/25		120,000		132,548
4.15%, 4/1/45		45,000		50,523
Capital One Financial Corp. 3.20%, 2/5/25		145,000		147,899
Capital One NA 1.50%, 3/22/18		180,000		179,614
Caterpillar Financial Services Corp. 2.40%, 8/9/26		190,000		189,633
Caterpillar, Inc. 3.80%, 8/15/42		300,000		315,772
CBS Corp.
3.50%, 1/15/25		150,000		155,136
4.00%, 1/15/26		50,000		53,858
Celgene Corp. 3.88%, 8/15/25		320,000		346,531
CenterPoint Energy Houston Electric LLC 2.40%, 9/1/26, Series Z		90,000		90,717
Charter Communications Operating LLC 4.91%, 7/23/25^(c)		350,000		386,883

See Notes to Financial Statements.


52		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (continued)

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

August 31, 2016


Investments in Long Securities	Principal Amount		Value
Chubb INA Holdings, Inc. 2.88%, 11/3/22	$	200,000	$	210,839
Cigna Corp. 3.25%, 4/15/25		50,000		51,795
Cimarex Energy Co. 5.88%, 5/1/22		109,000		113,684
Cisco Systems, Inc. 5.90%, 2/15/39		140,000		193,209
Citigroup, Inc.
1.80%, 2/5/18		310,000		311,296
4.05%, 7/30/22		72,000		76,751
3.30%, 4/27/25		200,000		207,110
8.13%, 7/15/39		220,000		348,564
Comcast Corp.
1.63%, 1/15/22		50,000		49,740
2.75%, 3/1/23		50,000		52,205
3.15%, 3/1/26		245,000		259,766
4.20%, 8/15/34		100,000		112,066
6.45%, 3/15/37		180,000		253,191
Commonwealth Edison Co. 4.35%, 11/15/45		220,000		256,698
ConocoPhillips 6.50%, 2/1/39		230,000		303,147
ConocoPhillips Co.
2.88%, 11/15/21		50,000		51,456
2.40%, 12/15/22		60,000		59,917
Copano Energy LLC 7.13%, 4/1/21		133,000		137,522
CSX Corp.
6.25%, 3/15/18		100,000		107,281
4.10%, 3/15/44		60,000		65,552
CVS Health Corp.
2.80%, 7/20/20		220,000		229,464
4.00%, 12/5/23		50,000		55,308
3.88%, 7/20/25		178,000		196,587
DDR Corp. 3.63%, 2/1/25		50,000		50,841
Deere & Co. 3.90%, 6/9/42		140,000		155,935
Devon Energy Corp. 3.25%, 5/15/22^(d)		89,000		88,492
Diamond 1 Finance Corp.
4.42%, 6/15/21^(c)		140,000		146,544
6.02%, 6/15/26^(c)		80,000		85,750
Discover Financial Services 3.75%, 3/4/25		210,000		213,549
Dow Chemical Co. (The)
4.25%, 11/15/20		116,000		126,188
3.50%, 10/1/24		200,000		212,615
4.63%, 10/1/44		80,000		86,302
DTE Energy Co. 3.30%, 6/15/22		150,000		159,824
Duke Energy Corp. 4.80%, 12/15/45		110,000		130,167
Duke Energy Progress LLC
3.00%, 9/15/21		250,000		265,398
4.20%, 8/15/45		150,000		170,951
Eastman Chemical Co. 3.80%, 3/15/25		50,000		52,979
Emerson Electric Co. 2.63%, 12/1/21		50,000		52,374
Enable Midstream Partners L.P. 2.40%, 5/15/19		174,000		170,171
Energy Transfer Partners L.P.
4.65%, 6/1/21		200,000		213,350
4.75%, 1/15/26		200,000		210,314
6.13%, 12/15/45		85,000		91,592
Entergy Corp. 2.95%, 9/1/26		190,000		192,162
Entergy Louisiana LLC 4.05%, 9/1/23		175,000		194,079
Enterprise Products Operating LLC
3.90%, 2/15/24		100,000		106,095
4.90%, 5/15/46		101,000		108,500
Express Scripts Holding Co.
4.75%, 11/15/21		300,000		337,996
6.13%, 11/15/41		21,000		26,532
Federal Realty Investment Trust 4.50%, 12/1/44		200,000		231,211
FedEx Corp. 3.88%, 8/1/42		120,000		121,634
Fidelity National Information Services, Inc.
2.85%, 10/15/18		100,000		102,498
5.00%, 10/15/25		180,000		206,979
Ford Motor Co. 4.75%, 1/15/43		105,000		114,027
Ford Motor Credit Co. LLC
2.24%, 6/15/18		80,000		80,714
5.88%, 8/2/21		200,000		230,344
4.13%, 8/4/25		200,000		212,727
Ford Motor Credit Co., LLC 8.13%, 1/15/20		200,000		237,131
Fortive Corp. 3.15%, 6/15/26^(c)		50,000		52,194
Franklin Resources, Inc. 2.85%, 3/30/25		145,000		149,869
GE Capital International Funding Co. Unlimited Co. 4.42%, 11/15/35		200,000		229,224
General Dynamics Corp. 2.13%, 8/15/26		50,000		49,482
General Electric Co.
2.70%, 10/9/22		145,000		151,670
3.45%, 5/15/24		200,000		218,872
6.75%, 3/15/32, Series A		100,000		143,253
General Motors Co. 3.50%, 10/2/18		250,000		257,685
General Motors Financial Co., Inc. 4.30%, 7/13/25		295,000		306,366
Georgia Power Co. 4.30%, 3/15/42		100,000		111,976
Gilead Sciences, Inc. 3.65%, 3/1/26		160,000		173,790

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			53

Schedule of Investments (continued)

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

August 31, 2016


Investments in Long Securities	Principal Amount		Value
Goldman Sachs Group, Inc. (The)
3.50%, 1/23/25	$	350,000	$	364,260
4.25%, 10/21/25		350,000		372,267
6.13%, 2/15/33		40,000		50,509
4.80%, 7/8/44		121,000		138,503
Halliburton Co.
3.80%, 11/15/25		60,000		62,098
4.85%, 11/15/35		200,000		215,332
Harris Corp. 3.83%, 4/27/25		50,000		53,092
HCP, Inc.
2.63%, 2/1/20		150,000		152,327
5.38%, 2/1/21		220,000		247,146
4.00%, 6/1/25		270,000		278,546
Hershey Co. (The) 2.30%, 8/15/26		370,000		369,377
Hewlett Packard Enterprise Co.
3.60%, 10/15/20^(c)		210,000		220,116
6.35%, 10/15/45^(c)		160,000		165,697
Home Depot, Inc. (The)
3.00%, 4/1/26		80,000		85,477
4.25%, 4/1/46		200,000		233,145
HP, Inc. 4.38%, 9/15/21		180,000		194,372
Intel Corp. 2.70%, 12/15/22		168,000		175,965
Intercontinental Exchange, Inc. 3.75%, 12/1/25		110,000		120,763
International Lease Finance Corp. 8.63%, 1/15/22		140,000		174,475
International Paper Co. 3.80%, 1/15/26		155,000		164,659
Jefferies Group LLC
8.50%, 7/15/19^(d)		150,000		172,285
6.88%, 4/15/21		200,000		229,812
JM Smucker Co. (The) 3.00%, 3/15/22		192,000		201,709
John Deere Capital Corp. 2.80%, 1/27/23		80,000		83,515
JPMorgan Chase & Co.
4.35%, 8/15/21		250,000		275,821
4.50%, 1/24/22		50,000		55,452
3.20%, 1/25/23		150,000		156,645
3.38%, 5/1/23		180,000		186,059
3.30%, 4/1/26		150,000		155,804
2.95%, 10/1/26		50,000		50,517
4.25%, 10/1/27		95,000		102,906
4.85%, 2/1/44		335,000		409,886
Keysight Technologies, Inc. 3.30%, 10/30/19		38,000		38,743
Kimco Realty Corp. 2.80%, 10/1/26		190,000		189,756
Kinder Morgan Energy Partners L.P. 5.63%, 9/1/41		50,000		51,300
Kinder Morgan, Inc.
6.50%, 9/15/20		150,000		167,855
4.30%, 6/1/25^(d)		150,000		155,981
Kraft Heinz Foods Co. 2.80%, 7/2/20		150,000		156,170
Kroger Co. (The) 3.40%, 4/15/22		200,000		212,519
Lockheed Martin Corp.
2.50%, 11/23/20		150,000		155,352
3.55%, 1/15/26		315,000		342,995
4.50%, 5/15/36		115,000		133,557
4.07%, 12/15/42		120,000		130,477
Lowe’s Cos., Inc. 3.38%, 9/15/25		230,000		249,416
LyondellBasell Industries N.V. 5.00%, 4/15/19		250,000		269,283
Macy’s Retail Holdings, Inc. 6.38%, 3/15/37		60,000		66,275
McDonald’s Corp.
2.10%, 12/7/18		280,000		285,201
3.70%, 1/30/26		20,000		21,630
McKesson Corp. 4.88%, 3/15/44		100,000		119,921
Medtronic, Inc.
3.50%, 3/15/25		297,000		322,490
4.63%, 3/15/45		60,000		72,046
Merck & Co., Inc. 2.35%, 2/10/22		111,000		114,408
MetLife, Inc.
4.88%, 11/13/43		100,000		112,818
4.05%, 3/1/45		150,000		149,748
Morgan Stanley
4.88%, 11/1/22		210,000		233,286
3.88%, 4/29/24, Series F		120,000		128,867
3.95%, 4/23/27		190,000		198,191
Mylan N.V. 3.15%, 6/15/21^(c)		110,000		112,640
National Rural Utilities Cooperative Finance Corp. 2.85%, 1/27/25		175,000		182,317
Newell Brands, Inc. 4.20%, 4/1/26		200,000		218,759
Newmont Mining Corp. 3.50%, 3/15/22		160,000		166,565
NextEra Energy Capital Holdings, Inc. 2.06%, 9/1/17, Series F		100,000		100,820
NiSource Finance Corp. 5.65%, 2/1/45		60,000		77,910
Noble Energy, Inc. 5.63%, 5/1/21		200,000		208,846
Norfolk Southern Corp. 3.25%, 12/1/21		200,000		211,761
Old Republic International Corp. 3.88%, 8/26/26		90,000		90,879
Oncor Electric Delivery Co., LLC 2.95%, 4/1/25		269,000		281,875
Oracle Corp.
2.50%, 5/15/22		395,000		405,686
4.13%, 5/15/45		60,000		64,241

See Notes to Financial Statements.


54		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (continued)

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

August 31, 2016


Investments in Long Securities	Principal Amount		Value
Owens Corning 3.40%, 8/15/26	$	90,000	$	90,053
Pacific Gas & Electric Co.
6.05%, 3/1/34		200,000		270,313
3.75%, 8/15/42		80,000		83,972
PepsiCo, Inc. 2.75%, 4/30/25		145,000		152,074
Philip Morris International, Inc.
2.75%, 2/25/26		180,000		186,026
4.25%, 11/10/44		220,000		247,576
Phillips 66 4.88%, 11/15/44		175,000		196,819
Plains All American Pipeline L.P. 4.65%, 10/15/25^(d)		240,000		249,644
Precision Castparts Corp. 2.50%, 1/15/23		50,000		51,898
Prudential Financial, Inc.
5.38%, 6/21/20		125,000		140,796
3.50%, 5/15/24		180,000		189,162
Public Service Co. of Colorado 3.60%, 9/15/42		80,000		85,047
QUALCOMM, Inc.
3.45%, 5/20/25		80,000		86,489
4.65%, 5/20/35		80,000		88,399
QVC, Inc. 4.38%, 3/15/23		50,000		50,653
Republic Services, Inc. 3.20%, 3/15/25		145,000		151,909
Retail Properties of America, Inc. 4.00%, 3/15/25		50,000		49,745
Reynolds American, Inc. 4.45%, 6/12/25		120,000		134,932
S&P Global, Inc. 4.00%, 6/15/25		44,000		48,046
Seagate HDD Cayman
4.75%, 6/1/23		20,000		19,493
4.75%, 1/1/25		240,000		222,232
Sempra Energy 2.85%, 11/15/20		200,000		207,270
Senior Housing Properties Trust 4.75%, 5/1/24		50,000		52,736
Simon Property Group L.P. 3.50%, 9/1/25		120,000		130,406
Southern California Edison Co. 5.63%, 2/1/36		200,000		261,154
Southern Co. (The) 2.45%, 9/1/18		90,000		91,889
Stanley Black & Decker, Inc. 2.45%, 11/17/18		300,000		307,147
Starbucks Corp. 2.45%, 6/15/26		50,000		51,066
State Street Corp. 3.55%, 8/18/25		100,000		109,478
Synchrony Financial
2.70%, 2/3/20		200,000		201,870
3.70%, 8/4/26		90,000		89,400
Tanger Properties L.P. 3.13%, 9/1/26		90,000		90,156
Target Corp. 4.00%, 7/1/42		170,000		188,821
Textron, Inc. 3.65%, 3/1/21		150,000		158,102
Thermo Fisher Scientific, Inc. 4.50%, 3/1/21		150,000		165,940
Time Warner Cable, Inc. 5.00%, 2/1/20		310,000		338,094
Time Warner, Inc.
3.88%, 1/15/26		100,000		108,994
4.85%, 7/15/45		100,000		115,233
Tucson Electric Power Co. 3.05%, 3/15/25		176,000		178,136
UDR, Inc. 2.95%, 9/1/26		90,000		90,652
Union Pacific Corp.
3.25%, 8/15/25		50,000		54,070
2.75%, 3/1/26		50,000		51,894
United Parcel Service, Inc. 3.63%, 10/1/42		260,000		285,972
United Technologies Corp. 3.10%, 6/1/22		173,000		186,080
UnitedHealth Group, Inc.
3.38%, 11/15/21		50,000		53,827
3.10%, 3/15/26		50,000		52,830
4.63%, 7/15/35		195,000		231,838
Valero Energy Corp. 3.65%, 3/15/25		200,000		206,501
Ventas Realty L.P.
4.75%, 6/1/21		300,000		334,333
3.50%, 2/1/25		20,000		20,774
Verizon Communications, Inc.
4.50%, 9/15/20		390,000		430,340
3.50%, 11/1/24		240,000		257,998
4.27%, 1/15/36		200,000		211,568
4.52%, 9/15/48		168,000		178,115
Viacom, Inc. 6.88%, 4/30/36		150,000		175,888
Virginia Electric & Power Co. 6.35%, 11/30/37		240,000		337,148
Visa, Inc. 2.80%, 12/14/22		180,000		189,203
Walgreens Boots Alliance, Inc.
2.70%, 11/18/19		110,000		113,658
3.30%, 11/18/21		195,000		206,367
Walt Disney Co. (The)
1.85%, 7/30/26		50,000		48,216
4.13%, 6/1/44		60,000		69,046
Waste Management, Inc. 3.50%, 5/15/24		140,000		151,483
WEC Energy Group, Inc. 2.45%, 6/15/20		160,000		163,635
Wells Fargo & Co.
3.50%, 3/8/22		200,000		213,791
4.10%, 6/3/26		160,000		174,044

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			55

Schedule of Investments (continued)

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

August 31, 2016


Investments in Long Securities	Principal Amount		Value
4.30%, 7/22/27	$	200,000	$	221,273
5.38%, 2/7/35		40,000		49,838
Welltower, Inc. 4.00%, 6/1/25		220,000		235,978
Williams Partners L.P.
4.30%, 3/4/24		100,000		102,521
4.90%, 1/15/45		130,000		124,161
Wyeth LLC 5.95%, 4/1/37		140,000		187,942
Xerox Corp. 3.50%, 8/20/20		220,000		224,029
Zimmer Biomet Holdings, Inc. 4.25%, 8/15/35		100,000		103,410
TOTAL CORPORATE BONDS (Cost: $43,435,313)				45,767,618
FOREIGN CORPORATE BONDS – 6.3%
Australia – 0.1%
BHP Billiton Finance USA Ltd. 4.13%, 2/24/42		100,000		105,364
Belgium – 1.0%
Anheuser-Busch InBev Finance, Inc.
3.65%, 2/1/26		250,000		267,195
4.70%, 2/1/36		220,000		256,132
4.63%, 2/1/44		320,000		373,511
Anheuser-Busch InBev Worldwide, Inc. 2.50%, 7/15/22		40,000		40,857
Koninklijke Ahold Delhaize N.V. 5.70%, 10/1/40		150,000		185,121

Total Belgium				1,122,816
Brazil – 0.2%
Vale Overseas Ltd.
6.25%, 8/10/26		90,000		93,375
6.88%, 11/21/36		100,000		99,720

Total Brazil				193,095
Canada – 1.1%
Barrick North America Finance LLC 4.40%, 5/30/21		157,000		171,855
Canadian National Railway Co. 2.85%, 12/15/21		175,000		184,303
Canadian Natural Resources Ltd. 3.90%, 2/1/25		60,000		60,594
Encana Corp. 3.90%, 11/15/21		50,000		49,560
Nexen Energy ULC 6.40%, 5/15/37		100,000		134,636
Petro-Canada 6.80%, 5/15/38		150,000		201,435
Royal Bank of Canada 4.65%, 1/27/26		175,000		192,996
TransCanada PipeLines Ltd. 3.75%, 10/16/23		170,000		182,094

Total Canada				1,177,473
Colombia – 0.1%
Ecopetrol S.A. 5.88%, 9/18/23		100,000		108,875
Germany – 0.1%
Deutsche Bank AG 3.38%, 5/12/21		150,000		150,117
Ireland – 0.1%
XLIT Ltd. 5.50%, 3/31/45		150,000		151,321
Japan – 0.1%
Sumitomo Mitsui Financial Group, Inc. 2.63%, 7/14/26		50,000		49,656
Mexico – 0.6%
America Movil S.A.B. de C.V. 6.38%, 3/1/35		100,000		128,826
Petroleos Mexicanos
5.50%, 1/21/21		200,000		216,050
4.50%, 1/23/26		125,000		125,500
6.63%, 6/15/35		160,000		174,032

Total Mexico				644,408
Netherlands – 0.2%
AerCap Ireland Capital Ltd. 4.25%, 7/1/20		150,000		157,875
Norway – 0.1%
Statoil ASA 3.15%, 1/23/22		140,000		148,550
Peru – 0.3%
Southern Copper Corp.
3.88%, 4/23/25		165,000		165,747
5.88%, 4/23/45		145,000		147,991

Total Peru				313,738
Spain – 0.2%
Telefonica Emisiones SAU 3.19%, 4/27/18		240,000		246,308
Switzerland – 0.5%
Credit Suisse AG 5.40%, 1/14/20		270,000		296,389
Credit Suisse Group Funding Guernsey Ltd. 3.75%, 3/26/25		250,000		251,052

Total Switzerland				547,441
United Kingdom – 1.6%
AstraZeneca PLC 3.38%, 11/16/25		140,000		150,308
Barclays PLC 4.38%, 1/12/26		200,000		209,190
BP Capital Markets PLC
3.25%, 5/6/22		170,000		180,196
3.51%, 3/17/25		50,000		53,351
3.12%, 5/4/26		50,000		51,729
GlaxoSmithKline Capital, Inc. 6.38%, 5/15/38		140,000		204,538

See Notes to Financial Statements.


56		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (continued)

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

August 31, 2016


Investments in Long Securities	Principal Amount		Value
HSBC Holdings PLC 4.00%, 3/30/22	$	300,000	$	321,383
Rio Tinto Finance USA Ltd.
3.75%, 6/15/25		160,000		169,888
7.13%, 7/15/28		40,000		52,535
Vodafone Group PLC
1.25%, 9/26/17		40,000		40,005
2.95%, 2/19/23		280,000		290,600

Total United Kingdom				1,723,723
TOTAL FOREIGN CORPORATE BONDS (Cost: $6,350,991)				6,840,760
FOREIGN GOVERNMENT AGENCIES – 0.2%
Canada – 0.2%
Hydro-Quebec 9.50%, 11/15/30, Series HQ (Cost: $220,779)		132,000		227,224
FOREIGN GOVERNMENT OBLIGATIONS – 2.4%
Colombia – 0.5%
Colombia Government International Bond
7.38%, 3/18/19		100,000		113,500
4.00%, 2/26/24		360,000		379,800
6.13%, 1/18/41		80,000		96,900

Total Colombia				590,200
Italy – 0.1%
Italy Government International Bond 6.88%, 9/27/23		80,000		100,576
Mexico – 0.7%
Mexico Government International Bond
5.13%, 1/15/20		100,000		111,850
3.63%, 3/15/22		160,000		171,000
4.00%, 10/2/23		156,000		169,845
4.75%, 3/8/44		176,000		194,260
5.55%, 1/21/45		120,000		148,350

Total Mexico				795,305
Peru – 0.1%
Peruvian Government International Bond 6.55%, 3/14/37		60,000		84,900
Philippines – 0.2%
Philippine Government International Bond 9.50%, 2/2/30		157,000		274,523
Poland – 0.3%
Poland Government International Bond
5.00%, 3/23/22		200,000		229,165
4.00%, 1/22/24		90,000		100,066

Total Poland				329,231
Turkey – 0.4%
Turkey Government International Bond
7.00%, 6/5/20		200,000		222,971
7.38%, 2/5/25		145,000		174,754

Total Turkey				397,725
Uruguay – 0.1%
Uruguay Government International Bond 8.00%, 11/18/22		80,000		103,320
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $2,508,070)				2,675,780
COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.6%
United States – 6.6%
Bear Stearns Commercial Mortgage Securities Trust
5.74%, 9/11/42, Series 2007-T28, Class A4^(e)		70,388		72,612
Citigroup Commercial Mortgage Trust
2.94%, 4/10/48, Series 2015-GC29, Class A3		65,000		67,887
3.62%, 2/10/49, Series 2016-GC36, Class A5		500,000		550,274
5.90%, 12/10/49, Series 2007-C6, Class A4^(e)		125,000		127,538
3.52%, 9/10/58, Series 2015-GC33, Class AAB		300,000		325,677
Commercial Mortgage Trust
3.92%, 8/10/46, Series 2013-CR10, Class A3		100,000		111,561
3.50%, 8/10/47, Series 2014-CR19, Class ASB		150,000		160,492
3.50%, 5/10/48, Series 2015-CR23, Class A4		50,000		54,273
Federal Home Loan Mortgage Corp.
2.86%, 1/25/21, Series K715, Class A2		60,000		63,250
3.30%, 4/25/23, Series K031, Class A2^(e)		245,000		267,926
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates
1.87%, 11/25/19, Series K712, Class A2		25,000		25,392
3.97%, 1/25/21, Series K013, Class A2		200,000		219,272
2.87%, 12/25/21, Series K017, Class A2		50,000		52,894
2.51%, 11/25/22, Series K026, Class A2		50,000		52,250
2.62%, 3/25/23, Series K035, Class A1		206,637		213,836
2.67%, 12/25/24, Series K042, Class A2		50,000		52,717
3.02%, 1/25/25, Series K045, Class A2		55,000		59,425
Federal National Mortgage Association
3.33%, 10/25/23, Series 2013-M14, Class A2^(e)		100,000		108,365
3.50%, 1/25/24, Series 2014-M3, Class A2^(e)		110,000		119,902
3.10%, 7/25/24, Series 2014-M9, Class A2^(e)		596,000		636,740
2.72%, 10/25/24, Series 2015-M3, Class A2		250,000		262,347
Federal National Mortgage Association Alternative Credit Enhancement Securities
2.17%, 9/25/19, Series 2014-M10, Class ASQ2^(e)		25,000		25,504
2.30%, 9/25/22, Series 2012-M14, Class A2^(e)		50,000		51,026
2.30%, 10/25/24, Series 2015-M3, Class A1		45,094		46,394

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			57

Schedule of Investments (continued)

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

August 31, 2016


Investments in Long Securities	Principal Amount			Value
GS Mortgage Securities Corp.
2.73%, 5/10/50, Series 2015-GC30, Class A2	$	100,000		$	103,075
GS Mortgage Securities Trust
4.24%, 8/10/46, Series 2013-GC14, Class A5		85,000			96,254
3.68%, 4/10/47, Series 2014-GC20, Class A3		100,000			106,393
4.00%, 4/10/47, Series 2014-GC20, Class A5		250,000			279,852
3.86%, 6/10/47, Series 2014-GC22, Class A5		70,000			77,795
3.67%, 9/10/47, Series 2014-GC24, Class A4		300,000			329,399
JP Morgan Chase Commercial Mortgage Securities Corp.
2.61%, 12/15/47, Series 2012-LC9, Class A4		100,000			103,734
JP Morgan Chase Commercial Mortgage Securities Trust
3.41%, 1/15/46, Series 2013-C13, Class ASB		175,000			186,533
5.79%, 2/12/51, Series 2007-CB20, Class A4^(e)		22,091			22,736
JPMBB Commercial Mortgage Securities Trust
3.66%, 7/15/45, Series 2013-C12, Class A5		100,000			109,587
Morgan Stanley Bank of America Merrill Lynch Trust
3.48%, 11/15/45, Series 2012-C6, Class AS		100,000			107,173
3.07%, 2/15/48, Series 2015-C20, Class ASB		250,000			263,540
3.25%, 2/15/48, Series 2015-C20, Class A4		200,000			213,223
3.31%, 4/15/48, Series 2015-C22, Class A4		95,000			102,116
3.72%, 7/15/50, Series 2015-C23, Class A4		175,000			193,355
Morgan Stanley Capital I Trust
3.77%, 3/15/45, Series 2012-C4, Class AS		280,000			299,850
Wachovia Bank Commercial Mortgage Trust
6.16%, 2/15/51, Series 2007-C33, Class A5^(e)		350,000			360,059
Wells Fargo Commercial Mortgage Trust
3.70%, 11/15/48, Series 2015-C31, Class A4		100,000			110,316
WFRBS Commercial Mortgage Trust
4.42%, 9/15/46, Series 2013-C16, Class A5		100,000			114,564
3.03%, 12/15/46, Series 2013-C18, Class A2		25,000			25,823
4.02%, 12/15/46, Series 2013-C17, Class A4		60,000			67,218
4.10%, 3/15/47, Series 2014-C19, Class A5		25,000			28,138
3.43%, 11/15/47, Series 2014-C25, Class A3		40,000			42,666
3.63%, 11/15/47, Series 2014-C25, Class A5		100,000			109,572
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $7,018,198)					7,180,525
MUNICIPAL BONDS – 1.0%
United States – 1.0%
American Municipal Power, Inc. 8.08%, 2/15/50		60,000			101,378
Metropolitan Government of Nashville & Davidson County 5.71%, 7/1/34		50,000			65,163
New Jersey Economic Development Authority 3.14%, 2/15/22, Series B^(a)		200,000			168,782
New Jersey Turnpike Authority 7.41%, 1/1/40		170,000			271,490
State of California 7.55%, 4/1/39		120,000			195,166
State of Illinois
4.95%, 6/1/23		110,000			115,840
5.10%, 6/1/33		120,000			117,362
State of Texas 5.52%, 4/1/39		40,000			56,863
TOTAL MUNICIPAL BONDS (Cost: $1,058,753)					1,092,044
ASSET-BACKED SECURITIES – 0.4%
United States – 0.4%
Chase Issuance Trust 2.77%, 3/15/23, Series 2014-A2, Class A2		160,000			168,940
GM Financial Automobile Leasing Trust 1.62%, 9/20/19, Series 2016-2, Class A3		220,000			221,025
TOTAL ASSET-BACKED SECURITIES (Cost: $389,998)					389,965

	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.5%
United States – 0.5%
State Street Navigator Securities Lending Prime Portfolio, 0.41%^(f) (Cost: $565,415)^(g)		565,415			565,415
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT – 100.2% (Cost: $105,677,403)					109,495,808

Securities Sold Short	Principal Amount
U.S. GOVERNMENT AGENCIES – (0.5)%
Government National Mortgage Association – (0.1)%
5.50%, 9/1/46^(b)	$	(150,000	)		(168,938	)
Federal Home Loan Mortgage Corporation – (0.4)%
5.50%, 9/1/46^(b)		(350,000	)		(391,781	)
TOTAL INVESTMENTS IN SECURITIES SOLD SHORT (Proceeds: $556,094)					(560,719	)
Cash and Other Assets in Excess of Liabilities – 0.3%					349,835

NET ASSETS – 100.0%				$	109,284,924

See Notes to Financial Statements.


58		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (concluded)

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

August 31, 2016

^(a)	Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2016.

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

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

^(d)	Security, or portion thereof, was on loan at August 31, 2016 (See Note 2).

^(e)	Rate shown reflects the accrual rate as of August 31, 2016 on securities with variable or step rates.

^(f)	Rate shown represents annualized 7-day yield as of August 31, 2016.

^(g)	At August 31, 2016, the total market value of the Fund’s securities on loan was $547,977 and the total market value of the collateral held by the Fund was $565,415.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			59

Schedule of Investments

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

August 31, 2016


Investments	Principal Amount		Value

U.S. GOVERNMENT AGENCIES – 28.8%
Federal Home Loan Mortgage Corporation – 7.6%
2.38%, 1/13/22	$	210,000	$	221,076
3.50%, 12/1/33		122,861		130,531
4.00%, 6/1/34		38,760		42,006
4.00%, 12/1/43		55,594		59,570
3.50%, 9/1/46^(a)		100,000		105,316
4.00%, 9/1/46^(a)		140,000		149,833
4.50%, 9/1/46^(a)		235,000		256,995

Total Federal Home Loan Mortgage Corporation				965,327
Federal National Mortgage Association – 14.7%
0.88%, 5/21/18		234,000		234,211
4.00%, 7/1/19		30,946		32,011
4.00%, 7/1/26		24,009		25,526
3.50%, 12/1/26		28,029		29,623
2.50%, 8/1/28		34,262		35,443
3.00%, 11/1/28		33,946		35,669
3.00%, 7/1/29		70,112		73,488
2.50%, 9/1/31^(a)		90,000		93,002
3.50%, 9/1/31^(a)		120,000		126,719
4.00%, 8/1/34		72,444		78,374
3.50%, 2/1/35		87,901		93,406
4.50%, 10/1/41		61,731		67,761
3.50%, 6/1/42		69,118		73,085
4.00%, 6/1/43		20,909		22,455
3.00%, 8/1/43		82,031		85,530
4.00%, 11/1/43		50,238		53,800
4.50%, 5/1/44		44,098		48,143
3.00%, 9/1/46^(a)		145,000		150,471
3.50%, 9/1/46^(a)		155,000		163,349
4.00%, 9/1/46^(a)		75,000		80,350
4.50%, 9/1/46^(a)		130,000		142,025
5.00%, 9/1/46^(a)		105,000		116,386

Total Federal National Mortgage Association				1,860,827
Government National Mortgage Association – 6.5%
5.00%, 2/20/43		93,361		101,607
5.00%, 12/20/43		157,261		171,145
3.50%, 8/20/44		191,027		203,012
5.00%, 8/20/44		87,269		94,799
3.50%, 9/1/46^(a)		25,000		26,537
4.00%, 9/1/46^(a)		210,000		224,450

Total Government National Mortgage Association				821,550
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $3,602,743)				3,647,704
U.S. GOVERNMENT OBLIGATIONS – 29.7%
U.S. Treasury Bonds – 13.1%
U.S. Treasury Bond
6.88%, 8/15/25		300,000		436,043
4.50%, 2/15/36		335,000		479,024
4.38%, 5/15/40		267,200		380,264
3.63%, 8/15/43		281,100		365,194

Total U.S. Treasury Bonds				1,660,525
U.S. Treasury Note – 16.6%
U.S. Treasury Note 0.88%, 1/15/18		2,100,000		2,104,102
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $3,571,552)				3,764,627
CORPORATE BONDS – 24.7%
United States – 24.7%
21st Century Fox America, Inc. 6.65%, 11/15/37		21,000		28,229
AbbVie, Inc. 3.60%, 5/14/25		50,000		53,010
American International Group, Inc. 4.88%, 6/1/22		51,000		57,216
Amgen, Inc. 4.66%, 6/15/51^(b)		42,000		45,244
Anthem, Inc. 4.65%, 1/15/43		38,000		42,630
AT&T, Inc.
3.80%, 3/15/22		59,000		63,417
4.35%, 6/15/45		48,000		48,588
Bank of America Corp. 2.60%, 1/15/19		143,000		146,289
Burlington Northern Santa Fe LLC 4.70%, 10/1/19		45,500		50,172
Citigroup, Inc. 2.65%, 10/26/20		30,000		30,780
Comcast Corp. 6.45%, 3/15/37		40,000		56,265
ConocoPhillips 6.50%, 2/1/39		50,000		65,902
Dow Chemical Co. (The) 4.25%, 11/15/20		105,000		114,222
Duke Energy Florida LLC 6.40%, 6/15/38		33,500		47,971
Enterprise Products Operating LLC 3.35%, 3/15/23		135,000		140,057
Ford Motor Co. 4.75%, 1/15/43		51,000		55,385
General Electric Co. 5.50%, 1/8/20		77,000		87,272
General Motors Financial Co., Inc. 4.30%, 7/13/25		60,000		62,312
Goldman Sachs Group, Inc. (The) 7.50%, 2/15/19		90,000		102,562
Hartford Financial Services Group, Inc. (The) 5.13%, 4/15/22		62,000		70,380
International Paper Co. 3.80%, 1/15/26		45,000		47,804
JPMorgan Chase & Co. 3.20%, 1/25/23		128,000		133,671
Kinder Morgan Energy Partners L.P. 5.50%, 3/1/44		38,000		38,722
Morgan Stanley 2.13%, 4/25/18		109,000		110,158
Norfolk Southern Corp. 3.00%, 4/1/22		38,000		39,826

See Notes to Financial Statements.


60		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (continued)

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

August 31, 2016


Investments	Principal Amount		Value

Oncor Electric Delivery Co. LLC 7.00%, 9/1/22	$	70,000	$	88,971
Oracle Corp. 6.50%, 4/15/38		79,000		111,722
PepsiCo, Inc. 4.50%, 1/15/20		135,000		148,891
Pfizer, Inc. 7.20%, 3/15/39		32,000		49,208
Philip Morris International, Inc. 4.88%, 11/15/43		87,000		106,676
Plains All American Pipeline L.P. 3.65%, 6/1/22		157,500		159,498
Public Service Electric & Gas Co. 2.38%, 5/15/23		61,000		62,224
Simon Property Group L.P. 3.38%, 10/1/24		54,000		57,997
Southern California Edison Co. 4.65%, 10/1/43		52,000		64,195
Time Warner Cable, Inc. 6.75%, 6/15/39		29,500		36,473
Time Warner, Inc. 7.63%, 4/15/31		20,000		28,241
United Technologies Corp.
6.13%, 2/1/19		90,500		100,974
4.50%, 6/1/42		37,000		43,970
Verizon Communications, Inc. 5.15%, 9/15/23		50,000		58,601
Wal-Mart Stores, Inc. 6.20%, 4/15/38		57,000		82,399
Wells Fargo & Co. 4.13%, 8/15/23		122,000		133,284
Xerox Corp. 6.35%, 5/15/18		61,000		64,908
TOTAL CORPORATE BONDS (Cost: $2,962,858)				3,136,316
FOREIGN CORPORATE BONDS – 3.0%
Belgium – 1.1%
Anheuser-Busch InBev Worldwide, Inc. 5.38%, 1/15/20		121,000		135,564
Canada – 0.7%
Nexen Energy ULC 6.40%, 5/15/37		63,000		84,821
Mexico – 0.4%
Petroleos Mexicanos 6.00%, 3/5/20		46,000		50,450
United Kingdom – 0.8%
HSBC Holdings PLC 5.10%, 4/5/21		96,000		107,277
TOTAL FOREIGN CORPORATE BONDS (Cost: $364,023)				378,112
FOREIGN GOVERNMENT AGENCIES – 1.1%
Germany – 1.1%
KFW 2.50%, 11/20/24 (Cost: $126,331)		126,000		133,609
FOREIGN GOVERNMENT OBLIGATIONS – 1.6%
Italy – 0.5%
Italy Government International Bond 5.38%, 6/15/33		56,000		69,856
Mexico – 0.7%
Mexico Government International Bond 4.00%, 10/2/23		81,000		88,189
Turkey – 0.4%
Turkey Government International Bond 7.38%, 2/5/25		40,000		48,208
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $195,783)				206,253
SUPRANATIONAL BOND – 1.6%
European Investment Bank 4.00%, 2/16/21 (Cost: $198,842)		185,000		205,690
COMMERCIAL MORTGAGE-BACKED SECURITIES – 4.6%
United States – 4.6%
Citigroup Commercial Mortgage Trust
1.99%, 4/10/46, Series 2013-GC11, Class A2		10,000		10,046
COMM Mortgage Trust
3.60%, 5/10/47, Series 2014-CR17, Class ASB		35,000		37,137
3.08%, 2/10/48, Series 2015-DC1, Class A4		100,000		105,253
JPMBB Commercial Mortgage Securities Trust
3.05%, 4/15/47, Series 2014-C19, Class A2		120,000		124,399
JPMorgan Chase Commercial Mortgage Securities Trust
2.67%, 1/15/46, Series 2013-C13, Class A2		30,000		30,671
Morgan Stanley Bank of America Merrill Lynch Trust
3.53%, 12/15/47, Series 2014-C19, Class A4		25,000		27,343
3.07%, 2/15/48, Series 2015-C20, Class ASB		110,000		115,957
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4		120,000		134,435
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $568,037)				585,241
MUNICIPAL BOND – 1.2%
United States – 1.2%
State of California 7.55%, 4/1/39 (Cost: $137,405)		95,000		154,506
TOTAL INVESTMENTS IN SECURITIES – 96.3% (Cost: $11,727,574)				12,212,058
Cash and Other Assets in Excess of Liabilities – 3.7%				466,545

NET ASSETS – 100.0%			$	12,678,603

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

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

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			61

Schedule of Investments (conclued)

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

August 31, 2016


FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS
	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts, Short Exposure
5 Year U.S. Treasury Note		30	$	(3,637,500	)		Dec-16	$	2,836
U.S. Treasury Ultra Long Term Bond		19		(3,561,906	)		Dec-16		10,922
Ultra 10 Year U.S. Treasury Note		38		(5,486,250	)		Dec-16		1,485
								$	15,243

See Notes to Financial Statements.


62		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

August 31, 2016


Investments in Long Securities	Principal Amount		Value

U.S. GOVERNMENT AGENCIES – 31.9%
Federal Home Loan Mortgage Corporation – 8.5%
2.38%, 1/13/22	$	677,000	$	712,708
4.00%, 5/1/34		222,530		241,090
4.00%, 12/1/43		55,594		59,570
3.50%, 9/1/46^(a)		200,000		210,633
4.00%, 9/1/46^(a)		320,000		342,475
4.50%, 9/1/46^(a)		425,000		464,777

Total Federal Home Loan Mortgage Corporation				2,031,253
Federal National Mortgage Association – 16.7%
0.88%, 5/21/18		550,000		550,495
4.00%, 8/1/18		18,179		18,805
4.00%, 7/1/19		59,458		61,503
5.50%, 10/1/25		105,266		118,440
4.00%, 7/1/26		24,009		25,526
3.50%, 12/1/26		28,029		29,623
2.50%, 8/1/28		34,262		35,443
3.00%, 11/1/28		33,946		35,669
3.00%, 7/1/29		140,224		146,975
2.50%, 9/1/31^(a)		175,000		180,838
3.00%, 9/1/31^(a)		25,000		26,178
3.50%, 9/1/31^(a)		250,000		263,999
4.00%, 4/1/32		110,206		119,040
4.00%, 8/1/34		162,676		175,993
4.50%, 9/1/39		53,343		58,334
3.50%, 6/1/42		69,118		73,085
4.00%, 6/1/43		20,909		22,455
3.00%, 8/1/43		82,031		85,530
4.00%, 11/1/43		50,238		53,800
4.50%, 5/1/44		44,098		48,143
3.00%, 9/1/46^(a)		350,000		363,207
3.50%, 9/1/46^(a)		370,000		389,931
4.00%, 9/1/46^(a)		225,000		241,049
4.50%, 9/1/46^(a)		350,000		382,375
5.00%, 9/1/46^(a)		450,000		498,797

Total Federal National Mortgage Association				4,005,233
Government National Mortgage Association – 6.7%
5.00%, 2/20/43		93,361		101,607
5.00%, 4/20/44		230,093		249,523
3.50%, 7/20/44		310,636		330,164
4.00%, 7/20/44		152,425		162,960
5.00%, 7/20/44		43,229		46,964
3.50%, 8/20/44		382,054		406,024
5.00%, 8/20/44		41,316		44,881
4.00%, 9/1/46^(a)		250,000		267,202

Total Government National Mortgage Association				1,609,325
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $7,547,499)				7,645,811
U.S. GOVERNMENT OBLIGATIONS – 29.4%
U.S. Treasury Bonds – 7.3%
U.S. Treasury Bond
4.50%, 2/15/36		172,000		245,947
4.38%, 5/15/40		251,700		358,206
2.88%, 5/15/43		382,000		434,144
3.63%, 8/15/43		549,700		714,148

Total U.S. Treasury Bonds				1,752,445


Investments in Long Securities	Principal Amount		Value

U.S. Treasury Note – 22.1%
U.S. Treasury Note 0.88%, 1/15/18	$	5,300,000	$	5,310,351
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $6,786,569)				7,062,796
CORPORATE BONDS – 26.3%
United States – 26.3%
21st Century Fox America, Inc. 6.65%, 11/15/37		61,000		81,997
AbbVie, Inc. 3.60%, 5/14/25		75,000		79,516
American International Group, Inc. 4.88%, 6/1/22		82,000		91,994
Amgen, Inc. 4.66%, 6/15/51^(b)		110,000		118,495
Anthem, Inc. 4.65%, 1/15/43		87,000		97,601
AT&T, Inc. 3.80%, 3/15/22		65,000		69,866
4.35%, 6/15/45		65,000		65,797
Bank of America Corp. 2.60%, 1/15/19		238,000		243,473
Boeing Co. (The) 2.50%, 3/1/25		84,000		86,652
Burlington Northern Santa Fe LLC 4.70%, 10/1/19		63,500		70,021
Capital One Financial Corp. 2.45%, 4/24/19		125,000		127,676
Citigroup, Inc.
5.50%, 9/13/25		100,000		113,580
8.13%, 7/15/39		32,000		50,700
Comcast Corp. 6.45%, 3/15/37		67,000		94,243
ConocoPhillips 6.50%, 2/1/39		100,000		131,803
Dow Chemical Co. (The) 4.25%, 11/15/20		157,000		170,789
Duke Energy Florida LLC 6.40%, 6/15/38		55,500		79,475
Enterprise Products Operating LLC 3.35%, 3/15/23		233,000		241,728
Ford Motor Co. 4.75%, 1/15/43		126,000		136,833
General Electric Co. 5.50%, 1/8/20		176,000		199,479
General Motors Financial Co., Inc. 4.00%, 1/15/25		100,000		102,054
Goldman Sachs Group, Inc. (The) 7.50%, 2/15/19		165,000		188,030
Hartford Financial Services Group, Inc. (The) 5.13%, 4/15/22		74,000		84,002
International Paper Co. 4.75%, 2/15/22		125,000		138,892
JPMorgan Chase & Co.
3.20%, 1/25/23		186,000		194,240
5.50%, 10/15/40		45,000		58,043

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			63

Schedule of Investments (continued)

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

August 31, 2016


Investments in Long Securities	Principal Amount		Value

Kinder Morgan Energy Partners L.P. 5.50%, 3/1/44	$	123,000	$	125,336
Morgan Stanley 2.13%, 4/25/18		194,000		196,061
Norfolk Southern Corp. 3.00%, 4/1/22		78,000		81,748
Oncor Electric Delivery Co. LLC 7.00%, 9/1/22		143,000		181,755
Oracle Corp. 6.50%, 4/15/38		152,000		214,959
PepsiCo, Inc. 4.50%, 1/15/20		188,000		207,345
Pfizer, Inc. 7.20%, 3/15/39		119,000		182,993
Philip Morris International, Inc. 4.88%, 11/15/43		111,000		136,104
Plains All American Pipeline L.P. 3.65%, 6/1/22		214,500		217,221
Prudential Financial, Inc. 6.63%, 12/1/37, Series D		97,000		127,309
Public Service Electric & Gas Co. 2.38%, 5/15/23		156,000		159,129
Southern California Edison Co. 4.65%, 10/1/43		99,000		122,218
Time Warner Cable, Inc. 6.75%, 6/15/39		59,500		73,565
Time Warner, Inc. 7.63%, 4/15/31		38,000		53,659
United Technologies Corp.
6.13%, 2/1/19		125,500		140,025
4.50%, 6/1/42		35,000		41,593
Verizon Communications, Inc. 5.15%, 9/15/23		150,000		175,804
Wal-Mart Stores, Inc. 6.20%, 4/15/38		262,000		378,748
Wells Fargo & Co. 4.13%, 8/15/23		177,000		193,371
Xerox Corp. 6.35%, 5/15/18		177,000		188,339
TOTAL CORPORATE BONDS (Cost: $6,028,055)				6,314,261
FOREIGN CORPORATE BONDS – 2.8%
Belgium – 0.9%
Anheuser-Busch InBev Worldwide, Inc. 5.38%, 1/15/20		188,000		210,628
Canada – 0.3%
Nexen Energy ULC 6.40%, 5/15/37		52,000		70,011
Mexico – 0.5%
Petroleos Mexicanos 6.00%, 3/5/20		125,000		137,094
Netherlands – 0.5%
Shell International Finance B.V. 5.50%, 3/25/40		99,000		123,886

United Kingdom – 0.6%
HSBC Holdings PLC 5.10%, 4/5/21	$	127,000	$	141,919
TOTAL FOREIGN CORPORATE BONDS (Cost: $661,188)				683,538
FOREIGN GOVERNMENT OBLIGATIONS – 1.4%
Italy – 0.6%
Italy Government International Bond 5.38%, 6/15/33		107,000		133,475
Mexico – 0.6%
Mexico Government International Bond 4.00%, 10/2/23		141,000		153,514
Turkey – 0.2%
Turkey Government International Bond 7.38%, 2/5/25		33,000		39,771
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $312,483)				326,760
SUPRANATIONAL BOND – 2.2%
European Investment Bank 4.00%, 2/16/21 (Cost: $519,399)		479,000		532,571
COMMERCIAL MORTGAGE-BACKED SECURITIES – 4.5%
United States – 4.5%
CFCRE Commercial Mortgage Trust 3.83%, 12/15/47, Series 2011-C2, Class A4		95,175		103,220
Citigroup Commercial Mortgage Trust 1.99%, 4/10/46, Series 2013-GC11, Class A2		35,000		35,159
COMM Mortgage Trust 3.60%, 5/10/47, Series 2014-CR17, Class ASB		55,000		58,358
2.87%, 2/10/48, Series 2015-DC1, Class A2		80,000		82,687
JPMBB Commercial Mortgage Securities Trust 4.08%, 2/15/47, Series 2014-C18, Class A5		50,000		56,196
JPMorgan Chase Commercial Mortgage Securities Trust
2.67%, 1/15/46, Series 2013-C13, Class A2		75,000		76,677
5.42%, 1/15/49, Series 2007-LDPX, Class A3		80,864		81,686
Morgan Stanley Bank of America Merrill Lynch Trust 3.10%, 5/15/46, Series 2013-C9, Class A4		105,000		111,353
UBS Commercial Mortgage Trust 3.00%, 5/10/45, Series 2012-C1, Class AAB		250,000		257,477
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4		100,000		112,029
2.90%, 3/15/47, Series 2014-C19, Class A2		100,000		103,251
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $1,059,599)				1,078,093
MUNICIPAL BOND – 1.0%
United States – 1.0%
State of California 7.55%, 4/1/39 (Cost: $219,608)		150,000		243,957
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT – 99.5% (Cost: $23,134,400)				23,887,787

See Notes to Financial Statements.


64		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (concluded)

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

August 31, 2016


Securities Sold Short	Principal Amount			Value
U.S. GOVERNMENT AGENCIES – (1.3)%
Government National Mortgage Association – (1.3)%
3.50%, 9/1/46^(a) (Proceeds: $318,469)
(Proceeds: $318,469)	$	(300,000	)	$	(318,445	)
Cash and Other Assets in Excess of Liabilities – 1.8%					436,063

NET ASSETS – 100.0%				$	24,005,405

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

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


FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS


	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts, Short Exposure
10 Year U.S. Treasury Note		30	$	(3,927,656	)		Dec-16	$	(4,688	)
2 Year U.S. Treasury Note		27		(5,894,438	)		Dec-16		1,688
5 Year U.S. Treasury Note		53		(6,426,250	)		Dec-16		6,320
U.S. Treasury Ultra Long Term Bond		14		(2,624,562	)		Dec-16		8,048
Ultra 10 Year U.S. Treasury Note		7		(1,010,625	)		Dec-16		250
								$	11,618

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			65

Schedule of Investments

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

August 31, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 99.7%
U.S. Treasury Notes – 99.7%
U.S. Treasury Floating Rate Note
0.50%, 10/31/17^*	$	370,000	$	370,583
0.61%, 1/31/18^*		369,800		370,680
0.53%, 4/30/18^*		371,000		371,482
0.51%, 7/31/18^*		135,000		135,072
TOTAL INVESTMENTS IN SECURITIES – 99.7% (Cost: $1,246,254)				1,247,817
Cash and Other Assets in Excess of Liabilities – 0.3%				3,515

NET ASSETS – 100.0%			$	1,251,332

*	Floating rate note. Coupon shown is in effect at August 31, 2016. Date represents the ultimate maturity date.

See Notes to Financial Statements.


66		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

August 31, 2016


Investments	Principal Amount		Value

CORPORATE BONDS – 86.7%
United States – 86.7%
ACCO Brands Corp. 6.75%, 4/30/20	$	89,000	$	94,785
Advanced Micro Devices, Inc. 6.75%, 3/1/19		25,000		25,250
AES Corp. 7.38%, 7/1/21		80,000		92,200
Affinion Group, Inc. 7.88%, 12/15/18^(a)		5,000		3,275
Alcoa, Inc. 6.75%, 7/15/18		91,000		98,567
Alere, Inc. 7.25%, 7/1/18		51,000		52,275
Aleris International, Inc. 9.50%, 4/1/21^(b)		25,000		27,500
Ally Financial, Inc. 5.50%, 2/15/17		200,000		203,704
American Airlines Group, Inc. 6.13%, 6/1/18		66,000		69,135
Anixter, Inc. 5.63%, 5/1/19		36,000		38,250
APX Group, Inc. 6.38%, 12/1/19		17,000		17,531
Associated Materials LLC 9.13%, 11/1/17		60,000		57,150
Atwood Oceanics, Inc. 6.50%, 2/1/20^(a)		20,000		15,850
Avaya, Inc. 7.00%, 4/1/19^(a)(b)		95,000		71,250
Avon Products, Inc. 6.35%, 3/15/20		50,000		48,125
Basic Energy Services, Inc. 7.75%, 2/15/19^(c)		44,000		16,940
Beazer Homes USA, Inc. 5.75%, 6/15/19		17,000		17,106
Beverages & More, Inc. 10.00%, 11/15/18^(b)		13,000		12,139
BMC Software Finance, Inc. 8.13%, 7/15/21^(b)		25,000		22,125
Boxer Parent Co., Inc. 9.00%, 10/15/19, PIK^(a)(b)		25,000		22,438
Boyd Gaming Corp. 9.00%, 7/1/20		50,000		52,250
Cablevision Systems Corp. 7.75%, 4/15/18		158,000		169,060
Caesars Entertainment Resort Properties LLC 8.00%, 10/1/20		17,000		17,340
CalAtlantic Group, Inc. 8.38%, 5/15/18		59,000		65,195
Calumet Specialty Products Partners L.P. 6.50%, 4/15/21		25,000		20,875
Case New Holland Industrial, Inc. 7.88%, 12/1/17		17,000		18,318
Casella Waste Systems, Inc. 7.75%, 2/15/19		124,000		126,867

CenturyLink, Inc. 5.63%, 4/1/20, Series V	$	45,000	$	48,094
Chesapeake Energy Corp. 6.63%, 8/15/20		100,000		89,500
CIT Group, Inc. 5.00%, 5/15/17		218,000		222,632
Citgo Holding, Inc. 10.75%, 2/15/20^(b)		50,000		51,312
Clayton Williams Energy, Inc. 7.75%, 4/1/19^(a)		45,000		42,525
Clear Channel Worldwide Holdings, Inc. 7.63%, 3/15/20, Series B		150,000		151,875
Cliffs Natural Resources, Inc. 4.80%, 10/1/20		80,000		64,400
CNH Industrial Capital LLC 4.38%, 11/6/20^(a)		30,000		31,613
Coeur Mining, Inc. 7.88%, 2/1/21		50,000		49,625
CommScope, Inc. 4.38%, 6/15/20^(b)		36,000		37,350
Community Health Systems, Inc. 8.00%, 11/15/19^(a)		80,000		76,100
Constellation Brands, Inc. 3.88%, 11/15/19		36,000		38,025
D.R. Horton, Inc. 3.63%, 2/15/18		83,000		84,556
DCP Midstream LLC 5.35%, 3/15/20^(b)		72,000		73,440
DCP Midstream Operating L.P. 2.50%, 12/1/17		44,000		43,945
DISH DBS Corp. 4.25%, 4/1/18		230,000		237,056
Dole Food Co., Inc. 7.25%, 5/1/19^(b)		88,000		89,980
Dollar Tree, Inc. 5.25%, 3/1/20		75,000		78,469
Energy Transfer Equity L.P. 7.50%, 10/15/20		89,000		97,900
Ensco PLC 4.70%, 3/15/21		50,000		43,275
EP Energy LLC 9.38%, 5/1/20^(a)		45,000		29,250
EV Energy Partners L.P. 8.00%, 4/15/19		25,000		15,625
Freeport-McMoRan, Inc.
2.38%, 3/15/18		50,000		49,437
3.10%, 3/15/20^(a)		40,000		37,000
Frontier Communications Corp. 8.88%, 9/15/20		89,000		97,344
GameStop Corp. 6.75%, 3/15/21^(b)		50,000		50,750
Gastar Exploration, Inc. 8.63%, 5/15/18		23,000		19,349
GenOn Energy, Inc. 7.88%, 6/15/17		81,000		65,610

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			67

Schedule of Investments (continued)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

August 31, 2016


Investments	Principal Amount		Value

GLP Capital L.P. 4.88%, 11/1/20	$	80,000	$	86,000
Harland Clarke Holdings Corp. 6.88%, 3/1/20^(b)		50,000		48,375
HCA Holdings, Inc. 6.25%, 2/15/21		35,000		37,975
HCA, Inc.
3.75%, 3/15/19		45,000		46,519
6.50%, 2/15/20		64,000		70,880
Headwaters, Inc. 7.25%, 1/15/19		72,000		75,060
Hertz Corp. (The) 6.75%, 4/15/19		86,000		87,935
Hexion, Inc.
8.88%, 2/1/18		54,000		50,760
6.63%, 4/15/20		58,000		50,569
HRG Group, Inc. 7.88%, 7/15/19		89,000		94,340
Hughes Satellite Systems Corp. 6.50%, 6/15/19		44,000		48,290
Icahn Enterprises L.P. 4.88%, 3/15/19		83,000		83,000
iHeartCommunications, Inc.
6.88%, 6/15/18		50,000		39,000
9.00%, 12/15/19		41,000		33,313
Iron Mountain, Inc. 6.00%, 10/1/20^(b)		55,000		58,576
iStar, Inc.
7.13%, 2/15/18		156,000		163,312
4.88%, 7/1/18		30,000		30,383
JC Penney Corp., Inc. 8.13%, 10/1/19^(a)		85,000		91,906
K Hovnanian Enterprises, Inc. 7.25%, 10/15/20^(b)		72,000		64,800
KB Home 4.75%, 5/15/19		157,000		160,532
Kinetic Concepts, Inc. 10.50%, 11/1/18		107,000		110,477
Kratos Defense & Security Solutions, Inc. 7.00%, 5/15/19		25,000		22,938
Lennar Corp. 4.75%, 12/15/17		157,000		162,299
Louisiana-Pacific Corp. 7.50%, 6/1/20		55,000		57,234
Mallinckrodt International Finance S.A. 4.88%, 4/15/20^(b)		55,000		56,512
Martin Midstream Partners L.P. 7.25%, 2/15/21		30,000		28,613
Masco Corp. 7.13%, 3/15/20		89,000		103,240
Nabors Industries, Inc. 5.00%, 9/15/20		50,000		49,546
Nationstar Mortgage LLC 7.88%, 10/1/20		25,000		25,313
Navient Corp. 8.45%, 6/15/18, Series A		160,000		174,800

NCL Corp. Ltd. 5.25%, 11/15/19^(b)	$	17,000	$	17,361
NGPL PipeCo LLC 7.12%, 12/15/17^(b)		28,000		29,365
Niska Gas Storage Ltd. 6.50%, 4/1/19		17,000		16,873
Northern Oil and Gas, Inc. 8.00%, 6/1/20^(a)		25,000		18,375
NRG Energy, Inc. 7.63%, 1/15/18		46,000		49,507
Nuance Communications, Inc. 5.38%, 8/15/20^(b)		89,000		91,336
Overseas Shipholding Group, Inc. 8.13%, 3/30/18		28,000		28,910
Pactiv LLC 8.13%, 6/15/17		150,000		156,375
Radian Group, Inc. 5.50%, 6/1/19		96,000		102,120
Realogy Group LLC 4.50%, 4/15/19^(a)(b)		36,000		37,485
Rockies Express Pipeline LLC 5.63%, 4/15/20^(b)		28,000		29,435
Sabine Pass Liquefaction LLC 5.63%, 2/1/21		125,000		131,875
Serta Simmons Bedding LLC 8.13%, 10/1/20^(b)		53,000		55,352
Smithfield Foods, Inc. 7.75%, 7/1/17		71,000		74,106
Southwestern Energy Co. 5.80%, 1/23/20		125,000		125,625
Speedy Cash Intermediate Holdings Corp. 10.75%, 5/15/18^(b)		69,000		48,818
Springleaf Finance Corp. 5.25%, 12/15/19		30,000		30,788
Sprint Capital Corp. 6.90%, 5/1/19		100,000		101,500
Sprint Communications, Inc. 9.00%, 11/15/18^(b)		175,000		193,375
Starz LLC 5.00%, 9/15/19		104,000		105,586
Steel Dynamics, Inc. 6.13%, 8/15/19		64,000		66,083
T-Mobile USA, Inc. 6.46%, 4/28/19		86,000		87,827
Talen Energy Supply LLC 4.63%, 7/15/19^(b)		75,000		70,875
Targa Resources Partners L.P.
5.00%, 1/15/18		63,000		64,575
4.13%, 11/15/19		31,000		31,388
Tenet Healthcare Corp. 5.00%, 3/1/19		109,000		106,411
Tesoro Corp. 4.25%, 10/1/17		45,000		46,294
Tesoro Logistics L.P. 5.50%, 10/15/19		5,000		5,350

See Notes to Financial Statements.


68		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (continued)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

August 31, 2016


Investments	Principal Amount		Value

Titan International, Inc. 6.88%, 10/1/20	$	36,000	$	34,110
Toys R Us Property Co. II LLC 8.50%, 12/1/17		50,000		50,187
TransDigm, Inc. 5.50%, 10/15/20		89,000		91,781
Transocean, Inc.
6.80%, 12/15/16		18,000		18,203
6.00%, 3/15/18		25,000		25,156
6.50%, 11/15/20		25,000		24,125
Tronox Finance LLC 6.38%, 8/15/20^(a)		15,000		13,650
TRU Taj LLC 12.00%, 8/15/21^(b)		12,000		12,270
United Continental Holdings, Inc. 6.38%, 6/1/18		101,000		106,555
United States Steel Corp. 7.38%, 4/1/20^(a)		24,000		23,805
Universal Hospital Services, Inc. 7.63%, 8/15/20		25,000		24,063
USG Corp. 9.50%, 1/15/18		79,000		86,900
Valeant Pharmaceuticals International, Inc. 6.75%, 8/15/18^(a)(b)		125,000		125,987
Vanguard Natural Resources LLC 7.00%, 2/15/23^(b)		46,000		27,830
Weatherford International Ltd. 5.13%, 9/15/20^(a)		25,000		23,625
Windstream Services LLC 7.75%, 10/15/20^(a)		100,000		102,500
TOTAL CORPORATE BONDS (Cost: $8,311,712)				8,417,751
FOREIGN CORPORATE BONDS – 8.5%
Canada – 3.2%
Bombardier, Inc. 5.50%, 9/15/18^(a)(b)		43,000		44,397
Cenovus Energy, Inc. 5.70%, 10/15/19		50,000		53,774
First Quantum Minerals Ltd. 6.75%, 2/15/20^(b)		50,000		44,250
HudBay Minerals, Inc. 9.50%, 10/1/20		50,000		50,375
Seven Generations Energy Ltd. 8.25%, 5/15/20^(b)		18,000		19,238
Teck Resources Ltd. 4.50%, 1/15/21^(a)		50,000		47,875
Tervita Corp. 8.00%, 11/15/18^(b)		50,000		49,125

Total Canada				309,034
Cyprus – 0.2%
Drill Rigs Holdings, Inc. 6.50%, 10/1/17^(a)(b)		54,000		17,550
France – 0.8%
Credit Agricole S.A. 8.38%, 10/13/19^(b)(d)(e)		71,000		80,599
Germany – 0.5%
Fresenius Medical Care U.S. Finance II, Inc. 5.63%, 7/31/19^(b)	$	44,000	$	48,345
Luxembourg – 2.1%
ArcelorMittal 6.25%, 8/5/20^(a)		100,000		108,500
Intelsat Jackson Holdings S.A. 7.25%, 4/1/19		115,000		92,719

Total Luxembourg				201,219
United Kingdom – 1.7%
Anglo American Capital PLC 4.45%, 9/27/20^(b)		100,000		101,500
Noble Holding International Ltd. 4.90%, 8/1/20^(a)		25,000		22,062
Royal Bank of Scotland Group PLC 4.70%, 7/3/18		43,000		44,351

Total United Kingdom				167,913
TOTAL FOREIGN CORPORATE BONDS (Cost: $859,187)				824,660
	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 9.6%
United States – 9.6%
State Street Navigator Securities Lending Prime Portfolio, 0.41%^(f) (Cost: $938,153)^(g)		938,153		938,153
TOTAL INVESTMENTS IN SECURITIES – 104.8% (Cost: $10,109,052)				10,180,564
Liabilities in Excess of Cash and Other Assets – (4.8)%				(468,340	)

NET ASSETS – 100.0%			$	9,712,224

^(a)	Security, or portion thereof, was on loan at August 31, 2016 (See Note 2).

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

^(c)	Security in default on interest payments.

^(d)	Rate shown reflects the accrual rate as of August 31, 2016 on securities with variable or step rates.

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

^(f)	Rate shown represents annualized 7-day yield as of August 31, 2016.

^(g)	At August 31, 2016, the total market value of the Fund’s securities on loan was $904,383 and the total market value of the collateral held by the Fund was $938,153.

PIK – Payment In Kind

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			69

Schedule of Investments (concluded)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

August 31, 2016

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS


	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts, Short Exposure
5 Year U.S. Treasury Note		21	$	(2,546,250	)		Dec-16	$	1,203
U.S. Treasury Ultra Long Term Bond		9		(1,687,219	)		Dec-16		5,174
Ultra 10 Year U.S. Treasury Note		34		(4,908,750	)		Dec-16		1,328
								$	7,705

See Notes to Financial Statements.


70		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

August 31, 2016


Investments	Principal Amount		Value
CORPORATE BONDS – 83.5%
United States – 83.5%
Advanced Micro Devices, Inc. 6.75%, 3/1/19	$	25,000	$	25,250
AES Corp. 7.38%, 7/1/21		120,000		138,300
Affinion Group, Inc. 7.88%, 12/15/18^(a)		18,000		11,790
Alcoa, Inc. 6.75%, 7/15/18		119,000		128,895
Alere, Inc. 7.25%, 7/1/18		120,000		123,000
Aleris International, Inc. 9.50%, 4/1/21^(b)		25,000		27,500
Ally Financial, Inc. 5.50%, 2/15/17		310,000		315,742
American Airlines Group, Inc. 6.13%, 6/1/18		172,000		180,170
APX Group, Inc. 8.75%, 12/1/20		25,000		24,156
Ashland, Inc. 3.88%, 4/15/18		83,000		85,594
Associated Materials LLC 9.13%, 11/1/17		100,000		95,250
Atwood Oceanics, Inc. 6.50%, 2/1/20^(a)		20,000		15,850
Avaya, Inc. 7.00%, 4/1/19^(a)(b)		89,000		66,750
Avon Products, Inc. 6.35%, 3/15/20		75,000		72,187
Basic Energy Services, Inc. 7.75%, 2/15/19^(c)		39,000		15,015
Beverages & More, Inc. 10.00%, 11/15/18^(b)		41,000		38,284
BMC Software Finance, Inc. 8.13%, 7/15/21^(b)		50,000		44,250
Boxer Parent Co., Inc. 9.00%, 10/15/19, PIK^(a)(b)		25,000		22,438
Boyd Gaming Corp. 9.00%, 7/1/20		18,000		18,810
Cablevision Systems Corp. 7.75%, 4/15/18		238,000		254,660
CalAtlantic Group, Inc. 8.38%, 5/15/18		69,000		76,245
Calumet Specialty Products Partners L.P. 6.50%, 4/15/21		25,000		20,875
Case New Holland Industrial, Inc. 7.88%, 12/1/17		23,000		24,783
Casella Waste Systems, Inc. 7.75%, 2/15/19		54,000		55,249
CenturyLink, Inc. 5.63%, 4/1/20, Series V		100,000		106,875
Chesapeake Energy Corp. 6.63%, 8/15/20^(a)		150,000		134,250
CIT Group, Inc. 5.00%, 5/15/17		317,000		323,736
Citgo Holding, Inc. 10.75%, 2/15/20^(b)	$	100,000	$	102,625
Clayton Williams Energy, Inc. 7.75%, 4/1/19^(a)		103,000		97,335
Clear Channel Worldwide Holdings, Inc. 7.63%, 3/15/20, Series B		125,000		126,562
Cliffs Natural Resources, Inc. 4.80%, 10/1/20		100,000		80,500
CNH Industrial Capital LLC 4.38%, 11/6/20^(a)		40,000		42,150
Coeur Mining, Inc. 7.88%, 2/1/21		75,000		74,437
CommScope, Inc. 4.38%, 6/15/20^(b)		30,000		31,125
Community Health Systems, Inc. 8.00%, 11/15/19^(a)		150,000		142,687
Constellation Brands, Inc. 3.88%, 11/15/19		125,000		132,031
D.R. Horton, Inc. 3.75%, 3/1/19		138,000		142,830
DCP Midstream Operating L.P. 2.50%, 12/1/17		64,000		63,920
DISH DBS Corp. 4.25%, 4/1/18		176,000		181,400
Dole Food Co., Inc. 7.25%, 5/1/19^(b)		52,000		53,170
Ensco PLC 4.70%, 3/15/21		75,000		64,913
EP Energy LLC 9.38%, 5/1/20^(a)		55,000		35,750
EV Energy Partners L.P. 8.00%, 4/15/19		50,000		31,250
Freeport-McMoRan, Inc.
2.38%, 3/15/18		70,000		69,212
3.10%, 3/15/20^(a)		60,000		55,500
Frontier Communications Corp. 8.88%, 9/15/20		100,000		109,375
GameStop Corp. 6.75%, 3/15/21^(b)		75,000		76,125
Gastar Exploration, Inc. 8.63%, 5/15/18		60,000		50,475
GenOn Energy, Inc. 7.88%, 6/15/17		129,000		104,490
Genworth Holdings, Inc. 7.20%, 2/15/21		100,000		94,750
GLP Capital L.P. 4.88%, 11/1/20		120,000		129,000
Halcon Resources Corp. 8.63%, 2/1/20^(a)(b)(f)		51,000		48,705
Harland Clarke Holdings Corp. 6.88%, 3/1/20^(b)		75,000		72,562
HCA Holdings, Inc. 6.25%, 2/15/21		50,000		54,250
HCA, Inc.
3.75%, 3/15/19		65,000		67,194
6.50%, 2/15/20		90,000		99,675

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			71

Schedule of Investments (continued)

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

August 31, 2016


Investments	Principal Amount		Value
Headwaters, Inc. 7.25%, 1/15/19	$	103,000	$	107,377
Hertz Corp. (The) 6.75%, 4/15/19		86,000		87,935
Hexion, Inc.
8.88%, 2/1/18		119,000		111,860
6.63%, 4/15/20		92,000		80,213
Hughes Satellite Systems Corp. 6.50%, 6/15/19		64,000		70,240
Icahn Enterprises L.P. 4.88%, 3/15/19		100,000		100,000
iHeartCommunications, Inc. 6.88%, 6/15/18		123,000		95,940
Iron Mountain, Inc. 6.00%, 10/1/20^(b)		75,000		79,876
iStar, Inc.
7.13%, 2/15/18		50,000		52,344
4.88%, 7/1/18		149,000		150,900
j2 Cloud Services, Inc. 8.00%, 8/1/20		10,000		10,438
JC Penney Corp., Inc. 8.13%, 10/1/19^(a)		140,000		151,375
KB Home 4.75%, 5/15/19		53,000		54,193
Kinetic Concepts, Inc.
10.50%, 11/1/18		206,000		212,695
12.50%, 11/1/19		75,000		76,687
Kratos Defense & Security Solutions, Inc. 7.00%, 5/15/19		100,000		91,750
L Brands, Inc. 7.00%, 5/1/20		125,000		144,531
Lennar Corp. 4.75%, 12/15/17		236,000		243,965
LSB Industries, Inc. 7.75%, 8/1/19^(a)		83,000		85,801
Martin Midstream Partners L.P. 7.25%, 2/15/21		40,000		38,150
Masco Corp. 7.13%, 3/15/20		125,000		145,000
MGM Resorts International 7.63%, 1/15/17		202,000		207,050
Nabors Industries, Inc. 5.00%, 9/15/20		75,000		74,319
Nationstar Mortgage LLC 7.88%, 10/1/20		40,000		40,500
Navient Corp. 8.45%, 6/15/18, Series A		275,000		300,437
NCL Corp. Ltd. 5.25%, 11/15/19^(b)		64,000		65,360
Niska Gas Storage Ltd. 6.50%, 4/1/19		75,000		74,437
Northern Oil and Gas, Inc. 8.00%, 6/1/20^(a)		25,000		18,375
NRG Energy, Inc. 7.63%, 1/15/18		53,000		57,041
Nuance Communications, Inc. 5.38%, 8/15/20^(b)	$	30,000	$	30,788
Overseas Shipholding Group, Inc. 8.13%, 3/30/18		42,000		43,365
Pactiv LLC 8.13%, 6/15/17		153,000		159,502
PulteGroup, Inc. 7.63%, 10/15/17		50,000		53,250
Radian Group, Inc. 5.50%, 6/1/19		137,000		145,734
Rite Aid Corp. 9.25%, 3/15/20		120,000		126,750
Sabine Pass Liquefaction LLC 5.63%, 2/1/21		175,000		184,625
Silgan Holdings, Inc. 5.00%, 4/1/20		100,000		102,500
Southwestern Energy Co. 5.80%, 1/23/20		125,000		125,625
Speedy Cash Intermediate Holdings Corp. 10.75%, 5/15/18^(b)		86,000		60,845
Springleaf Finance Corp. 5.25%, 12/15/19		150,000		153,937
Sprint Communications, Inc. 9.00%, 11/15/18^(b)		300,000		331,500
Starz LLC 5.00%, 9/15/19		149,000		151,273
Steel Dynamics, Inc. 6.13%, 8/15/19		65,000		67,116
SunCoke Energy Partners L.P. 7.38%, 2/1/20^(b)		75,000		69,188
Synovus Financial Corp. 5.13%, 6/15/17		49,000		49,858
T-Mobile USA, Inc. 6.46%, 4/28/19		193,000		197,101
Talen Energy Supply LLC 4.63%, 7/15/19^(b)		100,000		94,500
Targa Resources Partners L.P. 5.00%, 1/15/18		134,000		137,350
Tenet Healthcare Corp. 5.00%, 3/1/19		205,000		200,131
Terex Corp. 6.50%, 4/1/20		125,000		129,075
Tesoro Corp. 4.25%, 10/1/17		97,000		99,789
Tesoro Logistics L.P. 5.50%, 10/15/19		103,000		110,210
Toys R Us Property Co. II LLC 8.50%, 12/1/17		75,000		75,281
Transocean, Inc. 6.50%, 11/15/20^(a)		50,000		48,250
Tronox Finance LLC 6.38%, 8/15/20^(a)		20,000		18,200
TRU Taj LLC 12.00%, 8/15/21^(b)		15,000		15,338
United Continental Holdings, Inc. 6.38%, 6/1/18		160,000		168,800

See Notes to Financial Statements.


72		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (concluded)

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

August 31, 2016


Investments	Principal Amount		Value
United States Steel Corp. 7.38%, 4/1/20^(a)	$	56,000	$	55,545
Universal Hospital Services, Inc. 7.63%, 8/15/20		25,000		24,063
USG Corp. 9.50%, 1/15/18		185,000		203,500
Valeant Pharmaceuticals International, Inc. 6.75%, 8/15/18^(a)(b)		175,000		176,382
Vanguard Natural Resources LLC 7.00%, 2/15/23^(b)		76,000		45,980
Weatherford International Ltd. 5.13%, 9/15/20^(a)		50,000		47,250
Windstream Services LLC 7.75%, 10/15/20^(a)		100,000		102,500
TOTAL CORPORATE BONDS (Cost: $11,550,251)				11,713,792
FOREIGN CORPORATE BONDS – 13.0%
Canada – 4.2%
Bombardier, Inc. 7.75%, 3/15/20^(b)		100,000		106,500
Cenovus Energy, Inc. 5.70%, 10/15/19		75,000		80,660
First Quantum Minerals Ltd. 6.75%, 2/15/20^(b)		100,000		88,500
HudBay Minerals, Inc. 9.50%, 10/1/20		65,000		65,487
Seven Generations Energy Ltd. 8.25%, 5/15/20^(b)		31,000		33,131
Teck Resources Ltd. 4.50%, 1/15/21^(a)		100,000		95,750
Telesat Canada 6.00%, 5/15/17^(b)		102,000		102,255
Tervita Corp. 8.00%, 11/15/18^(b)		19,000		18,668

Total Canada				590,951
Germany – 2.6%
Fresenius Medical Care U.S. Finance II, Inc. 5.63%, 7/31/19^(b)		100,000		109,875
Schaeffler Holding Finance B.V. 6.88%, 8/15/18, PIK^(b)		250,000		256,875

Total Germany				366,750
Italy – 1.5%
Wind Acquisition Finance S.A. 7.38%, 4/23/21^(b)	$	200,000	$	206,500
Luxembourg – 2.3%
ArcelorMittal 6.25%, 8/5/20^(a)		150,000		162,750
Intelsat Jackson Holdings S.A. 7.25%, 4/1/19		191,000		153,994

Total Luxembourg				316,744
New Zealand – 0.7%
Reynolds Group Issuer, Inc. 5.75%, 10/15/20		100,000		103,375
United Kingdom – 1.7%
Anglo American Capital PLC 4.45%, 9/27/20^(b)		200,000		203,000
Noble Holding International Ltd. 4.90%, 8/1/20^(a)		25,000		22,063
Royal Bank of Scotland Group PLC 4.70%, 7/3/18		20,000		20,628

Total United Kingdom				245,691
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,819,198)				1,830,011

	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 10.5%
United States – 10.5%
State Street Navigator Securities Lending Prime Portfolio, 0.41%^(d) (Cost: $1,472,463)^(e)		1,472,463		1,472,463
TOTAL INVESTMENTS IN SECURITIES – 107.0% (Cost: $14,841,912)				15,016,266
Liabilities in Excess of Cash and Other Assets – (7.0)%				(979,290	)

NET ASSETS – 100.0%			$	14,036,976

^(a)	Security, or portion thereof, was on loan at August 31, 2016 (See Note 2).

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

^(c)	Security in default on interest payments.

^(d)	Rate shown represents annualized 7-day yield as of August 31, 2016.

^(e)	At August 31, 2016, the total market value of the Fund’s securities on loan was $1,423,506 and the total market value of the collateral held by the Fund was $1,472,463.

^(f)	Filed for bankruptcy protection as part of a restructuring agreement but has not defaulted on any interest payments.

PIK	– Payment In Kind

FINANCIAL DERIVATIVE INSTRUMENTS

FUTURES CONTRACTS


	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts, Short Exposure
2 Year U.S. Treasury Note		33	$	(7,204,313	)		Dec-16	$	2,063
5 Year U.S. Treasury Note		22		(2,667,500	)		Dec-16		2,750
								$	4,813

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			73

Schedule of Investments

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

August 31, 2016


Investments	Principal Amount		Value
FOREIGN CORPORATE BONDS – 89.7%
Argentina – 0.7%
YPF S.A. 8.75%, 4/4/24^(a)	$	380,000	$	407,550
Brazil – 17.2%
Braskem America Finance Co. 7.13%, 7/22/41, Reg S		1,170,000		1,249,911
ESAL GmbH 6.25%, 2/5/23, Reg S		350,000		356,125
GTL Trade Finance, Inc. 7.25%, 10/20/17^(a)		630,000		658,350
Marfrig Holdings Europe B.V. 8.00%, 6/8/23^(a)		540,000		564,975
Minerva Luxembourg S.A. 7.75%, 1/31/23, Reg S		310,000		324,725
Odebrecht Finance Ltd. 4.38%, 4/25/25^(a)		230,000		78,775
Oi Brasil Holdings Cooperatief UA 5.75%, 2/10/22, Reg S^(b)		951,000		244,883
Petrobras Global Finance B.V.
5.38%, 1/27/21		2,717,000		2,625,301
4.38%, 5/20/23		640,000		561,600
5.63%, 5/20/43		620,000		483,755
6.85%, 6/5/2115		160,000		132,622
Suzano Trading Ltd. 5.88%, 1/23/21, Reg S		400,000		426,500
Vale Overseas Ltd.
4.38%, 1/11/22^(c)		1,259,000		1,233,883
6.88%, 11/21/36		750,000		744,375
Votorantim Cimentos S.A. 7.25%, 4/5/41, Reg S		200,000		206,000

Total Brazil				9,891,780
Chile – 2.1%
Cencosud S.A. 4.88%, 1/20/23, Reg S		940,000		1,009,372
Itau CorpBanca 3.88%, 9/22/19, Reg S		200,000		210,578

Total Chile				1,219,950
China – 10.5%
Baidu, Inc. 2.75%, 6/9/19		400,000		407,829
Bank of China Ltd.
5.00%, 11/13/24, Reg S		700,000		767,661
3.88%, 6/30/25, Reg S		500,000		541,670
China Overseas Finance Cayman V Ltd. 3.95%, 11/15/22, Series A, Reg S		380,000		407,916
China Overseas Finance Cayman VI Ltd. 4.25%, 5/8/19, Reg S		350,000		370,879
CITIC Ltd. 6.38%, 4/10/20, Reg S		250,000		285,124
CNOOC Finance 2013 Ltd. 3.00%, 5/9/23		700,000		714,351
Country Garden Holdings Co., Ltd. 7.25%, 4/4/21, Reg S		380,000		404,225
CRCC Yuxiang Ltd. 3.50%, 5/16/23, Reg S	$	790,000	$	820,673
Industrial & Commercial Bank of China Ltd. 3.23%, 11/13/19		830,000		861,600
Talent Yield Investments Ltd. 4.50%, 4/25/22, Reg S		440,000		481,331

Total China				6,063,259
Colombia – 3.7%
Banco Bilbao Vizcaya Argentaria Colombia S.A. 4.88%, 4/21/25^(a)		720,000		738,900
Ecopetrol S.A.
7.63%, 7/23/19		205,000		234,212
5.88%, 5/28/45		1,010,000		950,410
Pacific Exploration and Production Corp.
5.38%, 1/26/19^(a)(b)		630,000		114,975
5.13%, 3/28/23, Reg S^(b)		490,000		89,425

Total Colombia				2,127,922
Guatemala – 0.6%
Comcel Trust via Comunicaciones Celulares S.A. 6.88%, 2/6/24^(a)		330,000		342,787
Hong Kong – 13.0%
AIA Group Ltd. 3.20%, 3/11/25^(a)		470,000		484,528
Bank of East Asia Ltd. (The) 4.25%, 11/20/24, Reg S^(d)		870,000		896,705
Goodman HK Finance 4.38%, 6/19/24, Reg S		800,000		868,540
Hutchison Whampoa International 11 Ltd. 4.63%, 1/13/22, Reg S		365,000		410,026
Hutchison Whampoa International 12 II Ltd. 3.25%, 11/8/22, Reg S		1,800,000		1,916,244
PCCW-HKT Capital No. 5 Ltd. 3.75%, 3/8/23, Reg S		1,750,000		1,871,101
Prosperous Ray Ltd. 3.00%, 11/12/18, Reg S		760,000		775,218
Shimao Property Holdings Ltd. 6.63%, 1/14/20, Reg S		240,000		250,500

Total Hong Kong				7,472,862
India – 3.2%
Bharti Airtel International Netherlands B.V. 5.35%, 5/20/24^(a)		540,000		604,837
ICICI Bank Ltd. 6.38%, 4/30/22, Reg S^(d)		925,000		944,212
ONGC Videsh Ltd. 4.63%, 7/15/24, Reg S		270,000		295,442

Total India				1,844,491
Indonesia – 2.5%
Pertamina Persero PT 5.63%, 5/20/43, Reg S		460,000		485,493
Perusahaan Gas Negara Persero Tbk PT 5.13%, 5/16/24, Reg S		860,000		933,599

Total Indonesia				1,419,092

See Notes to Financial Statements.


74		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

August 31, 2016


Investments	Principal Amount		Value
Jamaica – 1.0%
Digicel Ltd.
6.75%, 3/1/23^(a)	$	340,000	$	312,800
6.75%, 3/1/23, Reg S^(c)		300,000		276,000

Total Jamaica				588,800
Kazakhstan – 3.0%
KazMunayGas National Co. JSC 6.38%, 4/9/21, Reg S		1,567,000		1,718,803
Luxembourg – 0.6%
Millicom International Cellular S.A. 6.00%, 3/15/25, Reg S		330,000		338,662
Macau – 1.2%
MCE Finance Ltd. 5.00%, 2/15/21, Reg S		700,000		706,125
Mexico – 7.2%
BBVA Bancomer S.A. 6.75%, 9/30/22, Reg S^(c)		700,000		797,160
Cemex S.A.B. de C.V.
6.50%, 12/10/19^(a)		200,000		214,500
7.25%, 1/15/21, Reg S		310,000		334,412
Grupo Bimbo S.A.B. de C.V. 4.50%, 1/25/22, Reg S		1,108,000		1,202,291
Mexichem S.A.B. de C.V. 4.88%, 9/19/22, Reg S		1,450,000		1,596,276

Total Mexico				4,144,639
Morocco – 2.9%
OCP S.A. 5.63%, 4/25/24, Reg S		1,500,000		1,655,625
Peru – 2.9%
BBVA Banco Continental S.A. 5.25%, 9/22/29^(a)(d)		90,000		97,200
Southern Copper Corp. 5.25%, 11/8/42		1,660,000		1,576,834

Total Peru				1,674,034
Philippines – 0.8%
First Gen Corp. 6.50%, 10/9/23, Reg S		400,000		435,940
Qatar – 2.2%
Ooredoo International Finance Ltd. 4.75%, 2/16/21, Reg S		1,156,000		1,278,825
Russia – 8.3%
Evraz Group S.A. 6.75%, 4/27/18, Reg S		206,000		215,270
Gazprom OAO via Gaz Capital S.A. 3.85%, 2/6/20, Reg S		600,000		602,850
Lukoil International Finance B.V. 6.13%, 11/9/20, Reg S		373,000		408,202
MMC Norilsk Nickel OJSC via MMC Finance Ltd. 6.63%, 10/14/22, Reg S		280,000		315,350
Rosneft Oil Co. via Rosneft International Finance Ltd. 4.20%, 3/6/22, Reg S		700,000		700,000
Sberbank of Russia Via SB Capital S.A. 5.50%, 2/26/24, Reg S^(d)	$	700,000	$	700,000
Severstal OAO via Steel Capital S.A.
6.70%, 10/25/17, Reg S		235,000		246,985
5.90%, 10/17/22, Reg S		677,000		746,562
VimpelCom Holdings B.V.
7.50%, 3/1/22, Reg S		200,000		225,250
5.95%, 2/13/23, Reg S		600,000		627,000

Total Russia				4,787,469
Singapore – 3.1%
BOC Aviation Ltd. 3.00%, 3/30/20^(a)		350,000		357,713
Oversea-Chinese Banking Corp. Ltd. 4.25%, 6/19/24, Reg S		1,000,000		1,083,362
Puma International Financing S.A. 6.75%, 2/1/21, Reg S		300,000		312,000

Total Singapore				1,753,075
South Korea – 1.7%
KEB Hana Bank 4.25%, 10/14/24, Reg S		450,000		487,577
Korea Hydro & Nuclear Power Co., Ltd. 3.00%, 9/19/22, Reg S		460,000		487,863

Total South Korea				975,440
Sweden – 0.5%
Powszechna Kasa Oszczednosci Bank Polski S.A. Via PKO Finance AB 4.63%, 9/26/22, Reg S		270,000		290,925
United Arab Emirates – 0.8%
DP World Ltd. 6.85%, 7/2/37, Reg S		400,000		467,500
TOTAL FOREIGN CORPORATE BONDS (Cost: $51,196,698)				51,605,555
FOREIGN GOVERNMENT AGENCIES – 4.7%
Argentina – 1.0%
Provincia de Buenos Aires 9.13%, 3/16/24^(a)		500,000		557,918
United Arab Emirates – 3.7%
MDC-GMTN B.V. 5.50%, 4/20/21, Reg S		1,856,000		2,139,040
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,600,668)				2,696,958
FOREIGN GOVERNMENT OBLIGATIONS – 3.3%
Argentina – 2.3%
Argentine Republic Government International Bond
8.28%, 12/31/33, Series NY		252,367		290,222
7.63%, 4/22/46^(a)		900,000		1,020,375

Total Argentina				1,310,597
Brazil – 1.0%
Brazilian Government International Bond 5.63%, 2/21/47		590,000		598,112
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,724,636)				1,908,709

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			75

Schedule of Investments (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

August 31, 2016



Investments	Shares		Value
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.0%
United States – 3.0%
State Street Navigator Securities Lending Prime Portfolio, 0.41%^(e) (Cost: $1,718,863)^(f)		1,718,863	$	1,718,863
TOTAL INVESTMENTS IN SECURITIES – 100.7% (Cost: $57,240,865)				57,930,085
Liabilities in Excess of Cash and Other Assets – (0.7)%				(387,433	)

NET ASSETS – 100.0%			$	57,542,652

^(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 in default on interest payments.

^(c)	Security, or portion thereof, was on loan at August 31, 2016 (See Note 2).

^(d)	Rate shown reflects the accrual rate as of August 31, 2016 on securities with variable or step rates.

^(e)	Rate shown represents annualized 7-day yield as of August 31, 2016.

^(f)	At August 31, 2016, the total market value of the Fund’s securities on loan was $1,662,238 and the total market value of the collateral held by the Fund was $1,718,863.

Reg S -

See Notes to Financial Statements.


76		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Emerging Markets Local Debt Fund (ELD)

August 31, 2016


Investments	Principal Amount^†		Value
FOREIGN GOVERNMENT AGENCIES – 2.7%
South Africa – 0.9%
Landwirtschaftliche Rentenbank 8.25%, 5/23/22, Reg S		45,000,000 ZAR	$	3,021,428

Turkey – 1.8%
KFW
9.25%, 5/22/20, Reg S		7,000,000 TRY		2,364,401
9.75%, 2/17/21		1,000,000 TRY		343,517
Landwirtschaftliche Rentenbank 5.63%, 2/27/18, Reg S		10,000,000 TRY		3,215,167

Total Turkey				5,923,085
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $9,406,665)				8,944,513
FOREIGN GOVERNMENT OBLIGATIONS – 88.6%
Brazil – 10.1%
Brazil Letras do Tesouro Nacional
13.00%, 1/1/18^(a)		19,500,000 BRL		5,146,407
13.64%, 1/1/19^(a)		40,357,000 BRL		9,576,931
Brazil Notas do Tesouro Nacional
10.00%, 1/1/21, Series F		25,155,000 BRL		7,294,840
10.00%, 1/1/23, Series F		32,356,000 BRL		9,169,224
10.00%, 1/1/25, Series F		5,589,000 BRL		1,558,999
Brazilian Government International Bond 12.50%, 1/5/22		929,000 BRL		315,647

Total Brazil				33,062,048
China – 3.5%
China Government Bond
3.09%, 11/22/18		1,500,000 CNH		225,684
3.09%, 6/29/20, Reg S		14,500,000 CNY		2,179,246
2.48%, 12/1/20		11,500,000 CNY		1,694,646
2.36%, 8/18/21, Reg S		17,500,000 CNY		2,542,715
3.10%, 6/29/22		9,000,000 CNY		1,353,254
3.16%, 6/27/23		22,500,000 CNY		3,394,649

Total China				11,390,194
Colombia – 6.8%
Colombia Government International Bond 7.75%, 4/14/21		9,555,000,000 COP		3,413,472
Colombian TES
5.00%, 11/21/18, Series B		6,620,200,000 COP		2,165,142
7.00%, 5/4/22, Series B		12,165,600,000 COP		4,107,169
10.00%, 7/24/24, Series B		17,288,600,000 COP		6,778,123
6.00%, 4/28/28, Series B		19,333,900,000 COP		5,824,709

Total Colombia				22,288,615
Hungary – 3.5%
Hungary Government Bond
2.50%, 6/22/18, Series 18/C		300,050,000 HUF		1,106,344
6.50%, 6/24/19, Series 19/A		636,800,000 HUF		2,614,982
7.50%, 11/12/20, Series 20/A		690,150,000 HUF		3,056,619
7.00%, 6/24/22, Series 22/A		523,570,000 HUF		2,374,967
6.00%, 11/24/23, Series 23/A		54,000,000 HUF		239,647
5.50%, 6/24/25, Series 25/B		450,000,000 HUF		1,967,925

Total Hungary				11,360,484
India – 3.1%
India Government Bond
7.83%, 4/11/18		2,500,000 INR	$	37,901
8.27%, 6/9/20		103,000,000 INR		1,604,752
8.40%, 7/28/24		204,000,000 INR		3,271,347
9.20%, 9/30/30		304,000,000 INR		5,316,078

Total India				10,230,078
Indonesia – 4.3%
Indonesia Treasury Bond
8.38%, 9/15/26, Series FR56		72,606,000,000 IDR		5,960,425
8.25%, 6/15/32, Series FR58		73,498,000,000 IDR		5,954,651
8.75%, 2/15/44, Series FR67		27,019,000,000 IDR		2,259,544

Total Indonesia				14,174,620
Malaysia – 3.7%
Malaysia Government Bond
3.81%, 2/15/17, Series 0207		2,349,000 MYR		582,647
3.31%, 10/31/17, Series 0512		4,313,000 MYR		1,073,160
4.38%, 11/29/19, Series 0902		11,899,000 MYR		3,055,052
4.16%, 7/15/21, Series 0111		6,288,000 MYR		1,617,643
3.42%, 8/15/22, Series 0112		11,468,000 MYR		2,830,646
4.18%, 7/15/24, Series 0114		958,000 MYR		246,144
4.39%, 4/15/26, Series 0311		8,308,000 MYR		2,163,876
4.50%, 4/15/30, Series 0310		2,333,000 MYR		608,136

Total Malaysia				12,177,304
Mexico – 6.6%
Mexican Bonos
4.75%, 6/14/18, Series M		48,000,000 MXN		2,526,338
8.50%, 12/13/18, Series M 10		34,453,000 MXN		1,953,025
5.00%, 12/11/19, Series M		66,400,000 MXN		3,474,861
6.50%, 6/10/21, Series M		12,000,000 MXN		660,264
6.50%, 6/9/22, Series M		32,219,000 MXN		1,779,607
10.00%, 12/5/24, Series M 20		59,966,000 MXN		4,069,069
7.50%, 6/3/27, Series M 20		7,582,000 MXN		451,548
8.50%, 5/31/29, Series M 20		13,000,000 MXN		839,062
7.75%, 5/29/31, Series M		28,865,000 MXN		1,768,198
7.75%, 11/23/34, Series M		5,719,000 MXN		352,278
10.00%, 11/20/36, Series M 30		19,178,000 MXN		1,447,312
8.50%, 11/18/38, Series M 30		15,854,000 MXN		1,055,567
7.75%, 11/13/42, Series M		21,142,000 MXN		1,323,649

Total Mexico				21,700,778
Peru – 3.4%
Peruvian Government International Bond
7.84%, 8/12/20, Reg S		9,713,000 PEN		3,164,617
5.70%, 8/12/24, Reg S		3,494,000 PEN		1,053,136
8.20%, 8/12/26, Reg S		5,788,000 PEN		2,036,049
6.95%, 8/12/31, Reg S		10,048,000 PEN		3,235,467
6.90%, 8/12/37, Reg S		5,125,000 PEN		1,639,903

Total Peru				11,129,172
Philippines – 3.3%
Philippine Government International Bond
4.95%, 1/15/21		155,000,000 PHP		3,574,929
3.90%, 11/26/22		92,000,000 PHP		2,040,635
6.25%, 1/14/36		197,000,000 PHP		5,007,233

Total Philippines				10,622,797

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			77

Schedule of Investments (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

August 31, 2016


Investments	Principal Amount^†		Value
Poland – 6.8%
Poland Government Bond
2.50%, 7/25/18, Series 0718		14,428,000 PLN	$	3,752,936
5.50%, 10/25/19, Series 1019		12,422,000 PLN		3,536,349
5.25%, 10/25/20, Series 1020		13,572,000 PLN		3,918,560
5.75%, 10/25/21, Series 1021		12,160,000 PLN		3,644,876
5.75%, 9/23/22, Series 0922		7,207,000 PLN		2,197,284
4.00%, 10/25/23, Series 1023		5,986,000 PLN		1,680,322
3.25%, 7/25/25, Series 0725		11,066,000 PLN		2,958,633
2.50%, 7/25/26, Series 0726		2,271,000 PLN		568,859

Total Poland				22,257,819
Romania – 3.5%
Romania Government Bond
5.60%, 11/28/18, Series 5Y		8,940,000 RON		2,466,094
2.50%, 4/29/19, Series 3Y		3,500,000 RON		902,025
5.75%, 4/29/20, Series 7Y		5,020,000 RON		1,432,822
3.25%, 3/22/21, Series 5Y		4,500,000 RON		1,182,503
5.95%, 6/11/21, Series 10Y		4,960,000 RON		1,455,770
5.85%, 4/26/23, Series 10Y		5,740,000 RON		1,726,409
4.75%, 2/24/25, Series 10Y		5,305,000 RON		1,516,742
5.80%, 7/26/27, Series 15YR		2,500,000 RON		780,305

Total Romania				11,462,670
Russia – 9.8%
Russian Federal Bond — OFZ
7.50%, 3/15/18, Series 6204		269,447,000 RUB		4,064,230
7.50%, 2/27/19, Series 6208		244,301,000 RUB		3,657,645
6.70%, 5/15/19, Series 6216		244,000,000 RUB		3,582,936
7.60%, 4/14/21, Series 6205		263,200,000 RUB		3,914,626
7.60%, 7/20/22, Series 6209		213,125,000 RUB		3,169,029
7.00%, 1/25/23, Series 6211		150,000,000 RUB		2,172,323
7.00%, 8/16/23, Series 6215		250,000,000 RUB		3,614,952
8.15%, 2/3/27, Series 6207		179,634,000 RUB		2,780,042
7.05%, 1/19/28, Series 6212		199,915,000 RUB		2,849,154
8.50%, 9/17/31, Series 6218		150,000,000 RUB		2,369,055

Total Russia				32,173,992
South Africa – 4.6%
South Africa Government Bond
10.50%, 12/21/26, Series R186		34,389,000 ZAR		2,559,844
8.00%, 1/31/30, Series 2030		35,326,000 ZAR		2,147,052
7.00%, 2/28/31, Series R213		46,088,000 ZAR		2,545,025
6.25%, 3/31/36, Series R209		41,630,600 ZAR		2,008,089
8.50%, 1/31/37, Series 2037		18,000,000 ZAR		1,101,996
6.50%, 2/28/41, Series R214		59,983,000 ZAR		2,882,856
8.75%, 1/31/44, Series 2044		18,000,000 ZAR		1,116,211
8.75%, 2/28/48, Series 2048		13,100,000 ZAR		809,505

Total South Africa				15,170,578
South Korea – 3.6%
Korea Treasury Bond
5.00%, 6/10/20, Series 2006		1,747,660,000 KRW		1,778,402
3.38%, 9/10/23, Series 2309		2,952,290,000 KRW		2,993,122
3.50%, 3/10/24, Series 2403		3,333,280,000 KRW		3,432,680
4.00%, 12/10/31, Series 3112		2,866,040,000 KRW		3,441,222

Total South Korea				11,645,426
Thailand – 7.8%
Thailand Government Bond
2.55%, 6/26/20		120,952,000 THB	$	3,599,705
3.65%, 12/17/21		120,380,000 THB		3,792,171
3.63%, 6/16/23		141,669,000 THB		4,518,679
3.85%, 12/12/25		97,480,000 THB		3,208,365
3.58%, 12/17/27		123,557,000 THB		4,026,579
4.88%, 6/22/29		170,705,000 THB		6,250,568

Total Thailand				25,396,067
Turkey – 4.2%
Turkey Government Bond
8.50%, 7/10/19		8,000,000 TRY		2,674,595
10.50%, 1/15/20		4,918,000 TRY		1,730,019
9.40%, 7/8/20		4,000,000 TRY		1,361,146
9.50%, 1/12/22		6,968,000 TRY		2,379,248
8.50%, 9/14/22		1,618,000 TRY		525,534
8.00%, 3/12/25		16,394,000 TRY		4,999,325

Total Turkey				13,669,867
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $329,073,053)				289,912,509
SUPRANATIONAL BONDS – 4.3%
European Investment Bank
7.50%, 1/30/19		29,180,000 ZAR		1,948,289
4.95%, 3/1/19		25,000,000,000 IDR		1,813,042
7.20%, 7/9/19, Reg S		67,370,000,000 IDR		5,145,311
9.00%, 3/31/21		6,000,000 ZAR		413,859
8.38%, 7/29/22, Reg S		22,000,000 ZAR		1,477,606
8.13%, 12/21/26		19,000,000 ZAR		1,232,459
International Finance Corp.
9.00%, 1/30/17		3,004,000 TRY		1,013,641
7.80%, 6/3/19, Series GDIF		56,640,000 INR		883,870

TOTAL SUPRANATIONAL BONDS (Cost: $15,607,678)				13,928,077
REPURCHASE AGREEMENT – 3.1%
United States – 3.1%
Citigroup, Inc., tri-party repurchase agreement dated 8/31/16, 0.34% due 9/1/16; Proceeds at maturity – $10,000,094 (fully collateralized by Fannie Mae, 4.00% due 4/1/42, Ginnie Mae, 3.00% – 9.00% due 11/15/21 – 8/20/46, U.S. Treasury Note, 0.88% due 5/15/19 and U.S. Treasury Strip Principal, 0.00% due 5/15/29 – 8/15/43; Market value – $10,205,799)
(Cost: $10,000,000)	$	10,000,000		10,000,000
TOTAL INVESTMENTS IN SECURITIES – 98.7% (Cost: $364,087,396)				322,785,099
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 1.3%				4,248,473

NET ASSETS – 100.0%			$	327,033,572

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

^(a)	Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2016.

Reg S -

See Notes to Financial Statements.


78		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

August 31, 2016


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
9/1/2016		ZAR	4,666,533		USD	316,592	$	(554	)
9/2/2016		COP	1,383,008,328		USD	470,972		2,758
9/2/2016		HUF	34,212,777		USD	123,214		148
9/2/2016		KRW	287,360,054		USD	256,572		(1,151	)
9/2/2016		PLN	2,893,095		USD	739,940		274
9/2/2016		RON	501,288		USD	125,437		8
9/2/2016		ZAR	12,395,933		USD	855,746		13,297
9/6/2016		KRW	1,415,927,500		USD	1,269,662		(228	)
9/6/2016		PLN	23,111,655		USD	5,905,834		(3,035	)
9/21/2016		INR	8,515,000		USD	126,523		(207	)
9/21/2016		USD	1,174,484		IDR	15,650,000,000		(330	)
9/21/2016		USD	269,714		INR	18,230,000		1,605
9/21/2016		USD	363,038		INR	24,810,000		6,212
9/21/2016		USD	7,596,701		THB	267,100,000		111,173
							$	129,970

CURRENCY LEGEND

BRL – Brazilian real

CNH – Offshore Chinese renminbi

CNY – Chinese yuan

COP – Colombian peso

HUF – Hungary forint

IDR – Indonesian rupiah

INR – Indian rupee

KRW – South Korean won

MXN – Mexican peso

MYR – Malaysian ringgit

PEN – Peruvian Nuevo sol

PHP – Philippine peso

PLN – Polish zloty

RON – Romanian leu

RUB – Russian ruble

THB – Thai baht

TRY – Turkish New lira

USD – U.S. dollar

ZAR – South African rand

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			79

Schedule of Investments

WisdomTree Japan Interest Rate Strategy Fund (JGBB) (consolidated)

August 31, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 116.5%
U.S. Treasury Bills – 116.5%
U.S. Treasury Bills
0.23%, 9/1/16^*	$	1,000,000	$	1,000,000
0.21%, 9/15/16^*		900,000		899,934
0.28%, 9/29/16^*(a)		650,000		649,867
0.23%, 10/13/16^*		900,000		899,757
0.24%, 10/27/16^*		700,000		699,747
0.28%, 11/10/16^*		1,000,000		999,477

TOTAL INVESTMENTS IN SECURITIES – 116.5% (Cost: $5,148,761)				5,148,782
Liabilities in Excess of Cash and Other Assets – (16.5)%				(729,596	)

NET ASSETS – 100.0%			$	4,419,186

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

^(a)	All or a portion of this security is held by the broker as collateral for open futures contracts.


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS


Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
9/7/2016		JPY	3,325,000		USD	32,482	$	332
9/7/2016		JPY	52,570,600		USD	513,600		5,289
9/7/2016		JPY	30,626,000		USD	299,192		3,066
9/7/2016		JPY	28,651,000		USD	279,893		2,863
9/7/2016		JPY	21,492,000		USD	209,974		2,165
9/7/2016		USD	309,183		JPY	31,976,000		(3	)
9/7/2016		USD	207,807		JPY	21,492,000		1
9/7/2016		USD	296,125		JPY	30,626,000		1
9/7/2016		USD	508,316		JPY	52,570,600		(5	)
9/28/2016		JPY	21,492,000		USD	207,946		(79	)
9/28/2016		JPY	30,626,000		USD	296,331		(102	)
9/28/2016		JPY	31,976,000		USD	309,452		(49	)
9/28/2016		JPY	52,570,600		USD	508,809		(30	)
9/28/2016		USD	6,581		JPY	680,000		1
							$	13,450

CURRENCY LEGEND

JPY – Japanese yen

USD – U.S. dollar

FUTURES CONTRACTS


	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts, Short Exposure
10 Year Japanese Government Bond		2	$	(2,927,636	)		Sep-16	$	12,182
10 Year Mini Japanese Government Bond		9		(1,317,610	)		Sep-16		11,311
								$	23,493

See Notes to Financial Statements.


80		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Strategic Corporate Bond Fund (CRDT)

August 31, 2016


Investments	Principal Amount^†		Value
CORPORATE BONDS – 55.7%
United States – 55.7%
Actavis Funding SCS 4.55%, 3/15/35	$	20,000	$	21,607
Alcoa, Inc. 5.13%, 10/1/24		70,000		74,200
Amgen, Inc. 3.63%, 5/22/24		150,000		162,134
Anadarko Petroleum Corp. 3.45%, 7/15/24^(a)		80,000		78,067
AT&T, Inc. 3.90%, 3/11/24		50,000		53,694
Bank of America Corp. 3.30%, 1/11/23		250,000		260,211
California Resources Corp. 6.00%, 11/15/24		5,000		2,438
Calpine Corp. 7.88%, 1/15/23^(b)		40,000		42,400
Caterpillar, Inc. 3.90%, 5/27/21		180,000		198,137
CCO Holdings LLC 6.63%, 1/31/22		30,000		31,650
Celgene Corp. 5.00%, 8/15/45		20,000		23,224
Charter Communications Operating LLC 4.91%, 7/23/25^(b)		100,000		110,538
CIT Group, Inc. 5.00%, 8/1/23		70,000		74,375
Citigroup, Inc. 4.50%, 1/14/22		170,000		188,315
Comcast Corp. 3.13%, 7/15/22		110,000		117,626
Constellation Brands, Inc. 4.25%, 5/1/23		70,000		75,031
Devon Energy Corp. 5.85%, 12/15/25^(a)		50,000		56,283
5.00%, 6/15/45		40,000		38,510
Diamond 1 Finance Corp. 3.48%, 6/1/19^(b)		70,000		72,077
Dollar Tree, Inc. 5.75%, 3/1/23		80,000		86,500
Ensco PLC 5.20%, 3/15/25		90,000		65,025
General Electric Co. 6.88%, 1/10/39, Series A		140,000		213,932
General Motors Co. 6.25%, 10/2/43		100,000		120,285
Gilead Sciences, Inc. 4.50%, 2/1/45		40,000		44,859
Goldman Sachs Group, Inc. (The) 5.75%, 1/24/22		190,000		220,765
Halliburton Co. 5.00%, 11/15/45		40,000		44,213
Harris Corp. 3.83%, 4/27/25		70,000		74,329
HCA, Inc. 5.25%, 4/15/25	$	70,000	$	75,163
International Lease Finance Corp. 5.88%, 8/15/22		70,000		79,275
Kraft Heinz Foods Co. 5.00%, 6/4/42		20,000		23,159
Lockheed Martin Corp. 3.10%, 1/15/23		10,000		10,572
4.50%, 5/15/36		60,000		69,682
Mondelez International, Inc. 4.00%, 2/1/24		40,000		44,235
Occidental Petroleum Corp. 3.40%, 4/15/26		40,000		42,367
Pacific Gas & Electric Co. 6.05%, 3/1/34		120,000		162,188
Packaging Corp. of America 4.50%, 11/1/23		40,000		44,193
Quicken Loans, Inc. 5.75%, 5/1/25^(b)		40,000		40,112
Reynolds American, Inc. 6.88%, 5/1/20		100,000		117,391
5.85%, 8/15/45		30,000		39,168
Scientific Games International, Inc. 7.00%, 1/1/22^(b)		70,000		74,725
Sprint Corp. 7.25%, 9/15/21		30,000		29,813
Taylor Morrison Communities, Inc. 5.25%, 4/15/21^(b)		30,000		30,975
United Rentals North America, Inc. 7.63%, 4/15/22		50,000		53,563
United Technologies Corp. 3.10%, 6/1/22		180,000		193,610
Verizon Communications, Inc. 4.15%, 3/15/24		100,000		111,311
5.01%, 8/21/54		21,000		23,251
West Corp. 5.38%, 7/15/22^(b)		82,000		80,258
WestRock RKT Co. 4.45%, 3/1/19		250,000		264,894
XPO Logistics, Inc. 6.50%, 6/15/22^(a)(b)		66,000		68,888

TOTAL CORPORATE BONDS (Cost: $3,989,450)				4,229,218
FOREIGN CORPORATE BONDS – 38.6%
Belgium – 2.1%
Anheuser-Busch InBev Worldwide, Inc. 5.38%, 1/15/20		140,000		156,851
Brazil – 2.1%
Petrobras Global Finance B.V. 8.38%, 5/23/21		50,000		53,922
Vale Overseas Ltd. 4.38%, 1/11/22^(a)		110,000		107,360

Total Brazil				161,282

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			81

Schedule of Investments (concluded)

WisdomTree Strategic Corporate Bond Fund (CRDT)

August 31, 2016


Investments	Principal Amount^†			Value
Canada – 1.0%
Barrick Gold Corp. 4.10%, 5/1/23	$	70,000		$	75,468
Colombia – 0.9%
Ecopetrol S.A. 7.63%, 7/23/19		60,000			68,700
France – 3.7%
Electricite de France S.A. 4.63%, 9/11/24		50,000	EUR		73,762
SFR Group S.A. 6.00%, 5/15/22^(b)	$	200,000			205,150

Total France					278,912
Germany – 4.4%
E.ON International Finance B.V. 5.50%, 10/2/17		50,000	EUR		59,068
Volkswagen Leasing GmbH 3.25%, 5/10/18		100,000	EUR		117,424
ZF North America Capital, Inc. 4.50%, 4/29/22^(b)	$	150,000			159,187

Total Germany					335,679
Italy – 2.9%
Intesa Sanpaolo SpA 5.02%, 6/26/24^(b)		230,000			217,464
Luxembourg – 0.1%
Intelsat Jackson Holdings S.A. 7.25%, 10/15/20		10,000			7,825
Mexico – 1.4%
Petroleos Mexicanos 5.50%, 1/21/21		100,000			108,025
Netherlands – 3.8%
Cooperatieve Rabobank UA 5.25%, 8/4/45		250,000			291,925
Russia – 2.9%
Lukoil International Finance B.V. 6.13%, 11/9/20^(b)		200,000			219,198
Switzerland – 1.2%
Glencore Funding LLC 3.13%, 4/29/19^(b)		90,000			90,900
United Kingdom – 12.1%
Barclays Bank PLC 7.63%, 11/21/22		200,000			224,975
BP Capital Markets PLC 2.24%, 5/10/19	$	150,000		$	153,544
HSBC Bank PLC 3.88%, 10/24/18, Reg S		160,000	EUR		193,294
Rio Tinto Finance USA PLC 4.13%, 8/21/42^(a)	$	30,000			30,982
Royal Bank of Scotland Group PLC 6.13%, 12/15/22		210,000			224,775
Tesco PLC 6.13%, 2/24/22, Series 68		60,000	GBP		91,237

Total United Kingdom					918,807
TOTAL FOREIGN CORPORATE BONDS (Cost: $2,942,571)					2,931,036
FOREIGN GOVERNMENT OBLIGATIONS – 2.2%
Argentina – 2.2%
Argentine Republic Government International Bond 7.50%, 4/22/26^(b) (Cost: $152,926)	$	150,000			167,625

	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 4.1%
United States – 4.1%
State Street Navigator Securities Lending Prime Portfolio, 0.41%^(c)
(Cost: $315,043)^(d)		315,043			315,043
TOTAL INVESTMENTS IN SECURITIES – 100.6% (Cost: $7,399,990)					7,642,922
Liabilities in Excess of Cash, Foreign Currency and Other Assets – (0.6)%					(44,436	)

NET ASSETS – 100.0%				$	7,598,486

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

^(a)	Security, or portion thereof, was on loan at August 31, 2016 (See Note 2).

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

^(c)	Rate shown represents annualized 7-day yield as of August 31, 2016.

^(d)	At August 31, 2016, the total market value of the Fund’s securities on loan was $307,004 and the total market value of the collateral held by the Fund was $315,043.

Reg S –


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
11/10/2016		EUR	26,620		USD	29,904	$	169
11/10/2016		EUR	395,041		USD	442,782		1,507
11/10/2016		GBP	61,170		USD	81,499		1,265
							$	2,941

CURRENCY LEGEND

EUR – Euro

GBP – British pound

USD – U.S. dollar

See Notes to Financial Statements.


82		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

August 31, 2016


Investments	Principal Amount^†		Value
U.S. GOVERNMENT OBLIGATIONS – 15.3%
U.S. Treasury Bonds – 7.6%
U.S. Treasury Bond 3.13%, 8/15/44	$	220,000	$	262,118
3.00%, 5/15/45		80,000		93,158
U.S. Treasury Inflation Indexed Bond 0.75%, 2/15/45		20,470		21,313

Total U.S. Treasury Bonds				376,589
U.S. Treasury Notes – 7.7%
U.S. Treasury Inflation Indexed Note 0.38%, 7/15/25		20,326		20,809
0.13%, 7/15/26		40,219		40,336
U.S. Treasury Note 0.75%, 2/28/18		100,000		99,986
0.75%, 8/31/18		150,000		149,859
1.38%, 8/31/20		40,000		40,420
2.00%, 11/30/22		30,000		31,122

Total U.S. Treasury Notes				382,532
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $698,228)				759,121
CORPORATE BONDS – 29.8%
United States – 29.8%
AES Corp. 5.50%, 3/15/24		60,000		62,550
Ally Financial, Inc. 8.00%, 3/15/20		60,000		69,150
Altria Group, Inc. 10.20%, 2/6/39		30,000		56,068
Bank of America Corp. 4.00%, 1/22/25		65,000		67,908
Celgene Corp. 5.00%, 8/15/45		10,000		11,612
Charter Communications Operating LLC 4.91%, 7/23/25^(a)		120,000		132,646
Chesapeake Energy Corp. 5.75%, 3/15/23		40,000		30,875
Chubb INA Holdings, Inc. 4.35%, 11/3/45		10,000		11,848
CIT Group, Inc. 5.00%, 8/1/23		60,000		63,750
Citigroup, Inc. 4.30%, 11/20/26		65,000		68,461
Comcast Corp. 3.38%, 2/15/25		25,000		26,930
FirstEnergy Corp. 7.38%, 11/15/31, Series C		50,000		65,468
Ford Motor Credit Co., LLC 8.13%, 1/15/20		100,000		118,566
General Electric Co. 5.88%, 1/14/38		10,000		13,713
6.88%, 1/10/39, Series A		40,000		61,124
General Motors Co. 6.25%, 10/2/43		35,000		42,100
Gilead Sciences, Inc. 3.70%, 4/1/24		30,000		32,541
Goldman Sachs Group, Inc. (The) 6.75%, 10/1/37	$	50,000	$	63,965
HCA, Inc. 5.00%, 3/15/24		60,000		63,750
Level 3 Financing, Inc. 5.38%, 8/15/22		60,000		62,934
Pacific Gas & Electric Co. 6.05%, 3/1/34		50,000		67,578
Sprint Corp. 7.88%, 9/15/23		60,000		58,619
United Rentals North America, Inc. 5.50%, 7/15/25		120,000		124,200
Verizon Communications, Inc. 6.55%, 9/15/43		25,000		34,075
Wells Fargo & Co. 4.10%, 6/3/26		60,000		65,266
TOTAL CORPORATE BONDS (Cost: $1,385,643)				1,475,697
FOREIGN CORPORATE BONDS – 13.3%
Brazil – 3.2%
Petrobras Global Finance B.V. 5.38%, 1/27/21		100,000		96,625
6.85%, 6/5/2115		60,000		50,325
Vale Overseas Ltd. 4.38%, 1/11/22^(b)		10,000		9,760

Total Brazil				156,710
Colombia – 1.8%
Ecopetrol S.A. 7.63%, 7/23/19^(b)		80,000		91,600
Indonesia – 2.4%
Majapahit Holding B.V. 7.75%, 1/20/20, Reg S		100,000		116,625
Mexico – 2.2%
Petroleos Mexicanos 6.63%, 6/15/35		100,000		108,770
Peru – 1.9%
Southern Copper Corp. 5.25%, 11/8/42		100,000		95,724
Switzerland – 0.4%
Glencore Funding LLC 2.88%, 4/16/20^(a)		20,000		19,767
United Kingdom – 1.4%
BP Capital Markets PLC 3.51%, 3/17/25		65,000		69,356
TOTAL FOREIGN CORPORATE BONDS (Cost: $606,784)				658,552
FOREIGN GOVERNMENT OBLIGATIONS – 12.3%
Argentina – 4.3%
Argentine Republic Government International Bond 7.13%, 7/6/36^(a)		200,000		212,800

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			83

Schedule of Investments (continued)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

August 31, 2016


Investments	Principal Amount^†			Value
Brazil – 1.2%
Brazil Notas do Tesouro Nacional 10.00%, 1/1/23, Series F		200,000	BRL	$	56,677
Mexico – 2.8%
Mexican Bonos 10.00%, 12/5/24, Series M 20		1,700,000	MXN		115,355
7.75%, 11/13/42, Series M		370,000	MXN		23,165

Total Mexico					138,520
Poland – 1.8%
Poland Government International Bond 4.00%, 1/22/24	$	80,000			88,947
Russia – 2.2%
Russian Federal Bond – OFZ 7.05%, 1/19/28, Series 6212		1,410,000	RUB		20,095
Russian Foreign Bond – Eurobond 7.50%, 3/31/30, Reg S	$	73,450			89,426

Total Russia					109,521
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $608,819)					606,465
COMMERCIAL MORTGAGE-BACKED SECURITIES – 7.0%
United States – 7.0%
GS Mortgage Securities Trust 5.99%, 8/10/45, Series 2007-GG10, Class AM^(c) (Cost: $366,388)		360,000			348,264
BANK LOANS – 3.1%
Canada – 0.8%
1011778 B.C. Unlimited Liability Co. (Burger King/Tim Hortons) 3.75% (LIBOR + 2.75%; LIBOR base rate 1.00%), 12/10/21, Term Loan B2^(c)		39,467			39,680
United States – 2.3%
Hilton Worldwide Finance LLC 3.50% (LIBOR + 2.50%; LIBOR base rate 1.00%), 10/26/20, Term Loan B1^(c)		3,197			3,212
3.05% (LIBOR + 2.50%; LIBOR base rate 0.55%), 10/25/23, Term Loan B2^(c)		20,354			20,484
3.21% (LIBOR + 2.50%; LIBOR base rate 0.71%), 10/25/23, Term Loan B2^(c)	$	12,407		$	12,486
PetSmart, Inc. 4.25% (LIBOR + 3.25%; LIBOR base rate 1.00%), 3/11/22, Term Loan B^(c)		39,500			39,635
Univision Communications, Inc. 4.00% (LIBOR + 3.00%; LIBOR base rate 1.00%), 3/1/20, Term Loan C4^(c)		39,475			39,528

Total United States					115,345
TOTAL BANK LOANS (Cost: $154,618)					155,025

	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.2%
United States – 0.2%
State Street Navigator Securities Lending Prime Portfolio, 0.41%^(d) (Cost: $9,000)^(e)		9,000			9,000
TOTAL INVESTMENTS IN SECURITIES – 81.0% (Cost: $3,829,480)					4,012,124
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 19.0%					939,005

NET ASSETS – 100.0%				$	4,951,129

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

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

^(b)	Security, or portion thereof, was on loan at August 31, 2016 (See Note 2).

^(c)	Rate shown reflects the accrual rate as of August 31, 2016 on securities with variable or step rates.

^(d)	Rate shown represents annualized 7-day yield as of August 31, 2016.

^(e)	At August 31, 2016, the total market value of the Fund’s securities on loan was $83,209 and the total market value of the collateral held by the Fund was $86,213. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $77,213.

LIBOR –

London Interbank Offered Rate

Reg S –


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)

10/14/2016		CNY	470,000		USD	69,779	$	(450	)
10/14/2016		USD	92,786		INR	6,323,389		961
10/14/2016		USD	35,113		NOK	300,000		856
							$	1,367

See Notes to Financial Statements.


84		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (concluded)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

August 31, 2016


FINANCIAL DERIVATIVE INSTRUMENTS (continued)

CURRENCY LEGEND

BRL – Brazilian real

CNY – Chinese yuan

INR – Indian rupee

MXN – Mexican peso

NOK – Norwegian krone

RUB – Russian ruble

USD – U.S. dollar


FUTURES CONTRACTS
	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts, Short Exposure
10 Year U.S. Treasury Note		6	$	(785,531	)		Dec-16	$	1,578
U.S. Treasury Long Bond		1		(170,375	)		Dec-16		260
U.S. Treasury Ultra Long Term Bond		4		(749,875	)		Dec-16		172
								$	2,010

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			85

Schedule of Investments

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

August 31, 2016


Investments	Principal Amount			Value
U.S. GOVERNMENT OBLIGATIONS – 73.9%
U.S. Treasury Bill – 73.9%
U.S. Treasury Bill 0.29%, 11/17/16^* (Cost: $11,992,512)	$	12,000,000		$	11,993,388

TOTAL INVESTMENTS IN SECURITIES BEFORE WRITTEN OPTIONS – 73.9% (Cost: $11,992,512)					11,993,388

	Contracts
WRITTEN OPTIONS – (1.0)%
S&P 500 Index, Put, Strike Price $2,180 Expires 9/16/16** (Premiums Received: $163,050)		(75	)		(168,750	)

Cash and Other Assets in Excess of Liabilities – 27.1%					4,404,844

NET ASSETS – 100.0%				$	16,229,482

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

^**	Non-income producing security.

See Notes to Financial Statements.


86		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Global Real Return Fund (RRF) (consolidated)

August 31, 2016


Investments	Principal Amount^†			Value
U.S. GOVERNMENT OBLIGATIONS – 32.4%
U.S. Treasury Bonds – 21.0%
U.S. Treasury Inflation Indexed Bond 2.38%, 1/15/25	$	230,148		$	272,557
3.38%, 4/15/32		339,453			497,270
0.75%, 2/15/45		92,114			95,912

Total U.S. Treasury Bonds					865,739
U.S. Treasury Notes – 11.4%
U.S. Treasury Inflation Indexed Note 2.13%, 1/15/19		134,706			142,581
0.63%, 1/15/24		268,559			279,474
U.S. Treasury Note 0.75%, 7/31/18		50,000			49,957

Total U.S. Treasury Notes					472,012
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $1,278,157)					1,337,751
CORPORATE BONDS – 3.5%
United States – 3.5%
Freeport-McMoRan, Inc. 3.55%, 3/1/22		20,000			17,550
HCA, Inc. 5.38%, 2/1/25		30,000			30,938
Sprint Corp. 7.88%, 9/15/23		100,000			97,699
TOTAL CORPORATE BONDS (Cost: $145,325)					146,187
FOREIGN CORPORATE BONDS – 5.1%
Brazil – 2.4%
Vale Overseas Ltd. 4.38%, 1/11/22^(a)		100,000			97,600
Mexico – 2.7%
America Movil S.A.B. de C.V. 5.00%, 3/30/20		100,000			110,674
TOTAL FOREIGN CORPORATE BONDS (Cost: $202,101)					208,274
FOREIGN GOVERNMENT OBLIGATIONS – 29.1%
Australia – 3.5%
Australia Inflation Linked Bond 4.00%, 8/20/20, Series 20CI, Reg S		102,000	AUD		144,691
Brazil – 1.3%
Brazil Notas do Tesouro Nacional Inflation Linked Bond 6.00%, 8/15/22, Series B		31,000	BRL		27,902
6.00%, 8/15/50, Series B		30,000	BRL		27,798

Total Brazil					55,700
Canada – 4.0%
Canadian Government Inflation Linked Bond 4.25%, 12/1/26		80,842	CAD		89,455
3.00%, 12/1/36		62,671	CAD		74,833

Total Canada					164,288
Mexico – 4.8%
Mexican Udibonos Inflation Linked Bond 4.00%, 6/13/19, Series S		1,413,273	MXN	$	78,694
2.50%, 12/10/20, Series S		706,636	MXN		37,702
4.50%, 12/4/25, Series S		1,358,916	MXN		82,831

Total Mexico					199,227
South Africa – 3.6%
South Africa Inflation Linked Bond 2.50%, 1/31/17, Series R211		1,044,497	ZAR		70,896
5.50%, 12/7/23, Series R197		898,475	ZAR		76,242

Total South Africa					147,138
Sweden – 3.9%
Sweden Inflation Linked Bond 4.00%, 12/1/20, Series 3102		840,000	SEK		159,101
Turkey – 2.2%
Turkey Government Inflation Linked Bond 4.00%, 4/1/20		255,113	TRY		91,558
United Kingdom – 5.8%
United Kingdom Inflation Linked Gilt 1.25%, 11/22/27, Reg S		67,778	GBP		125,602
1.25%, 11/22/32, Reg S		54,520	GBP		115,038

Total United Kingdom					240,640
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,599,795)					1,202,343

	Shares
EXCHANGE-TRADED FUNDS – 7.7%
United States – 7.7%
WisdomTree Emerging Markets High Dividend Fund^(a)(b)		500			18,825
WisdomTree Global Natural Resources Fund^(b)		7,500			98,850
WisdomTree High Dividend Fund^(b)		3,020			201,011
TOTAL EXCHANGE-TRADED FUNDS (Cost: $370,217)					318,686
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.5%
United States – 2.5%
State Street Navigator Securities Lending Prime Portfolio, 0.41%^(c) (Cost: $104,322)^(d)		104,322			104,322
TOTAL INVESTMENTS IN SECURITIES – 80.3% (Cost: $3,699,917)					3,317,563
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 19.7%					816,006

NET ASSETS – 100.0%				$	4,133,569

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

^(a)	Security, or portion thereof, was on loan at August 31, 2016 (See Note 2).

^(b)	Affiliated company (See Note 3).

^(c)	Rate shown represents annualized 7-day yield as of August 31, 2016.

^(d)	At August 31, 2016, the total market value of the Fund’s securities on loan was $101,846 and the total market value of the collateral held by the Fund was $104,322.

Reg S –

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			87

Schedule of Investments (concluded)

WisdomTree Global Real Return Fund (RRF) (consolidated)

August 31, 2016


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)

10/14/2016		AUD	116,190		USD	87,536	$	305
10/14/2016		BRL	160,000		USD	47,066		(1,798	)
10/14/2016		CAD	203,000		USD	156,673		1,919
10/14/2016		EUR	4,555		USD	5,045		(38	)
10/14/2016		EUR	38,597		USD	42,763		(302	)
10/14/2016		GBP	111,816		USD	145,032		(1,557	)
10/14/2016		MXN	3,844,423		USD	202,232		(713	)
10/14/2016		SEK	1,490,000		USD	174,139		36
10/14/2016		USD	65,221		JPY	6,540,000		(1,875	)
							$	(4,023	)

CURRENCY LEGEND

AUD – Australian dollar

BRL – Brazilian real

CAD – Canadian dollar

EUR – Euro

GBP – British pound

JPY – Japanese yen

MXN – Mexican peso

SEK – Swedish krona

TRY – Turkish New lira

USD – U.S. dollar

ZAR – South African rand


FUTURES CONTRACTS
	Contracts		Notional Value		Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts, Long Exposure
Copper		1	$	51,937		Dec-16	$	(2,675	)
Corn		4		71,900		Dec-17		(1,850	)
Gasoline RBOB		2		110,309		Dec-16		(5,611	)
Platinum		1		52,675		Oct-16		(6,605	)
							$	(16,741	)

See Notes to Financial Statements.


88		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

August 31, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 88.4%
U.S. Treasury Bills – 88.4%
U.S. Treasury Bills
0.23%, 9/15/16^*(a)	$	6,255,000	$	6,254,537
0.25%, 10/27/16^*		128,320,000		128,273,676
0.29%, 11/17/16^*		25,420,000		25,405,994
TOTAL INVESTMENTS IN SECURITIES – 88.4% (Cost: $159,930,430)				159,934,207
Cash and Other Assets in Excess of Liabilities – 11.6%				21,006,325

NET ASSETS – 100.0%			$	180,940,532

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

^(a)	All or a portion of this security is held by the broker as collateral for open futures contracts.


FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
9/21/2016		JPY	69,028,000		USD	635,660	$	(32,230	)
9/21/2016		JPY	1,495,790,000		USD	14,525,279		52,562
9/21/2016		JPY	11,500,000		USD	112,791		1,521
9/21/2016		JPY	30,282,000		USD	295,998		3,001
9/21/2016		JPY	1,108,738,000		USD	10,719,695		(8,049	)
9/21/2016		JPY	9,425,000		USD	91,124		(68	)
9/21/2016		USD	767,752		JPY	84,594,000		50,749
9/21/2016		USD	22,069,692		JPY	2,431,727,000		1,458,808
9/21/2016		USD	59,641		JPY	6,293,000		1,247
9/21/2016		USD	1,753,344		JPY	178,536,000		(25,895	)
9/21/2016		USD	233,503		JPY	23,613,000		(5,032	)
12/21/2016		USD	10,764,029		JPY	1,108,738,000		7,159
							$	1,503,773

CURRENCY LEGEND

JPY – Japanese yen

USD – U.S. dollar


FUTURES CONTRACTS
	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts, Short Exposure
British Pound Currency		130	$	(10,688,438	)		Dec-16	$	(34,125	)
Cocoa		246		(7,129,080	)		Dec-16		(117,770	)
Copper		205		(10,647,187	)		Dec-16		491,500
Lean Hogs		467		(10,745,670	)		Dec-16		(437,780	)
Live Cattle		244		(10,577,400	)		Dec-16		423,870
								$	325,695
Futures Contracts, Long Exposure
10 Year U.S. Treasury Note		81	$	10,604,672			Dec-16	$	(95,922	)
Australian Dollar Currency		142		10,641,480			Dec-16		2,625
Canadian Dollar Currency		93		7,094,040			Dec-16		(214	)
Cotton No. 2		322		10,558,380			Dec-16		(286,135	)
Euro Currency		51		7,147,331			Dec-16		10,838
Gold 100 Ounce		81		10,622,340			Dec-16		(180,060	)
Natural Gas		225		7,206,750			Dec-16		(246,510	)
Silver		114		10,662,990			Dec-16		(915,590	)
Soybean		149		7,025,350			Nov-16		(807,164	)
Swiss Franc Currency		56		7,163,800			Dec-16		(798	)
U.S. Treasury Long Bond		63		10,733,625			Dec-16		(161,219	)
								$	(2,680,149	)
Total								$	(2,354,454	)

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			89

Statements of Assets and Liabilities

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

August 31, 2016


	WisdomTree Bloomberg U.S. Dollar Bullish Fund			WisdomTree Brazilian Real Strategy Fund			WisdomTree Chinese Yuan Strategy Fund			WisdomTree Commodity Currency Strategy Fund			WisdomTree Emerging Currency Strategy Fund
ASSETS:

Investments, at cost	$	233,255,144		$	22,767,539		$	48,737,048		$	4,734,697		$	41,280,266

Foreign currency, at cost		—			—			63			—			—
Investments in securities, at value¹ (Note 2)		233,259,171			22,768,011			48,737,726			4,734,767			41,280,763

Cash		1,758,899			10,455			284,900			49,947			1,519,897

Cash collateral segregated for foreign currency contracts		740,000			—			230,000			—			—

Foreign currency, at value		—			—			62			—			—

Unrealized appreciation on foreign currency contracts		1,736,395			678,578			264,644			282,809			512,790

Receivables:

Investment securities sold		2,584,406			—			—			—			—

Interest		—			36			144			15			130
Total Assets		240,078,871			23,457,080			49,517,476			5,067,538			43,313,580
LIABILITIES:

Unrealized depreciation on foreign currency contracts		283,108			—			655,189			31,068			163,482

Payables:

Capital shares redeemed		2,633,556			—			—			—			—

Advisory fees (Note 3)		102,109			8,973			18,700			2,386			20,310

Service fees (Note 2)		899			88			183			19			162
Total Liabilities		3,019,672			9,061			674,072			33,473			183,954
NET ASSETS	$	237,059,199		$	23,448,019		$	48,843,404		$	5,034,065		$	43,129,626
NET ASSETS:

Paid-in capital	$	247,211,171		$	123,363,611		$	51,479,392		$	13,330,261		$	91,722,319

Accumulated net investment loss		(484,486	)		(26,109	)		(365,823	)		(10,862	)		(97,691	)

Accumulated net realized loss on investments, foreign currency contracts and foreign currency related transactions		(11,124,800	)		(100,568,533	)		(1,880,297	)		(8,537,145	)		(48,844,807	)

Net unrealized appreciation (depreciation) on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		1,457,314			679,050			(389,868	)		251,811			349,805
NET ASSETS	$	237,059,199		$	23,448,019		$	48,843,404		$	5,034,065		$	43,129,626
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		9,000,000			1,400,000			2,000,000			300,000			2,400,000
Net asset value per share	$	26.34		$	16.75		$	24.42		$	16.78		$	17.97
¹ Includes repurchase agreements of:		—		$	3,769,000		$	15,200,000		$	1,585,000		$	13,800,000

See Notes to Financial Statements.


90		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Assets and Liabilities (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

August 31, 2016


	WisdomTree Indian Rupee Strategy Fund			WisdomTree Asia Local Debt Fund			WisdomTree Australia & New Zealand Debt Fund			WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund		WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund
ASSETS:

Investments, at cost	$	10,630,303		$	27,217,073		$	149,034,030		$	105,677,403	$	11,727,574

Foreign currency, at cost		—			35,353			598,606			—		—
Investments in securities, at value^1,2,4 (Note 2)		10,630,463			25,506,425			154,322,070			109,495,808		12,212,058

Cash		87,760			1,104,535			118,363			3,645,586		2,005,762

Deposits at broker for futures contracts		—			—			—			—		381,666

Foreign currency, at value		—			36,006			594,947			—		—

Unrealized appreciation on foreign currency contracts		65,729			56,904			—			—		—

Receivables:

Investment securities sold		—			2,007,430			5,648,030			724,814		—

Corporate action investment security disposals		—			796,697			—			—		—

Capital shares sold		—			—			—			10,407,960		—

Dividends and interest		32			233,186			1,689,679			776,442		62,873
Total Assets		10,783,984			29,741,183			162,373,089			125,050,610		14,662,359
LIABILITIES:

Unrealized depreciation on foreign currency contracts		—			880			2,754			—		—

Securities sold short, at value³		—			—			—			560,719		—

Payables:

Investment of cash collateral for securities loaned (Note 2)		—			753,900			—			565,415		—

Investment securities purchased		—			818,440			4,319,618			14,628,472		1,974,037

Corporate action investment securities due		—			785,519			—			—		—

Capital shares redeemed		—			—			1,858,940			—		—

Advisory fees (Note 3)		4,106			12,829			40,646			9,731		3,007

Service fees (Note 2)		40			103			596			356		47

Net variation margin on futures contracts		—			—			—			—		6,665

Foreign capital gains tax		—			2,838			—			—		—

Interest on securities sold short		—			—			—			993		—
Total Liabilities		4,146			2,374,509			6,222,554			15,765,686		1,983,756
NET ASSETS	$	10,779,838		$	27,366,674		$	156,150,535		$	109,284,924	$	12,678,603
NET ASSETS:

Paid-in capital	$	13,011,207		$	37,739,764		$	153,550,007		$	105,034,877	$	15,714,852

Undistributed net investment income/(Accumulated net investment loss)		(16,382	)		(28,935	)		(120,217	)		7,498		1,586

Accumulated net realized gain (loss) on investments, futures contracts, securities sold short, foreign currency contracts and foreign currency related transactions		(2,280,876	)		(8,688,342	)		(2,574,554	)		428,769		(3,537,562	)

Net unrealized appreciation (depreciation) on investments, futures contracts, securities sold short, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		65,889			(1,655,813	)		5,295,299			3,813,780		499,727
NET ASSETS	$	10,779,838		$	27,366,674		$	156,150,535		$	109,284,924	$	12,678,603
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		500,000			600,000			8,400,000			2,100,000		300,000
Net asset value per share	$	21.56		$	45.61		$	18.59		$	52.04	$	42.26
¹ Includes repurchase agreements of:	$	3,378,000		$	2,000,000			—			—		—

² Includes market value of securities out on loan of:		—		$	736,981			—		$	547,977		—

³ Proceeds received on securities sold short were as follows:		—			—			—		$	556,094		—

⁴ Investments in securities include securities purchased with cash collateral from securities loaned (see Schedules of Investments for additional information).

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			91

Statements of Assets and Liabilities (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

August 31, 2016


	WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund			WisdomTree Bloomberg Floating Rate Treasury Fund			WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund			WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund			WisdomTree Emerging Markets Corporate Bond Fund
ASSETS:

Investments, at cost	$	23,134,400		$	1,246,254		$	10,109,052		$	14,841,912		$	57,240,865
Investments in securities, at value^1,3 (Note 2)		23,887,787			1,247,817			10,180,564			15,016,266			57,930,085

Cash		3,846,687			3,115			273,605			460,102			592,031

Deposits at broker for futures contracts		219,259			—			164,000			70,401			—

Receivables:

Investment securities sold		319,052			—			463,697			561,761			—

Interest		126,854			564			168,164			242,737			768,816
Total Assets		28,399,639			1,251,496			11,250,030			16,351,267			59,290,932
LIABILITIES:

Securities sold short, at value²		318,445			—			—			—			—

Payables:

Investment of cash collateral for securities loaned (Note 2)		—			—			938,153			1,472,463			1,718,863

Investment securities purchased		4,064,432			—			591,559			835,316			—

Advisory fees (Note 3)		4,670			159			3,938			5,085			29,203

Service fees (Note 2)		89			5			36			52			214

Net variation margin on futures contracts		6,015			—			4,120			1,375			—

Interest on securities sold short		583			—			—			—			—
Total Liabilities		4,394,234			164			1,537,806			2,314,291			1,748,280
NET ASSETS	$	24,005,405		$	1,251,332		$	9,712,224		$	14,036,976		$	57,542,652
NET ASSETS:

Paid-in capital	$	26,597,144		$	1,249,653		$	11,946,794		$	15,211,048		$	65,834,634

Undistributed net investment income		6,792			344			2,435			6,846			9,797

Accumulated net realized loss on investments, futures contracts and securities sold short		(3,363,560	)		(228	)		(2,316,222	)		(1,360,085	)		(8,990,999	)

Net unrealized appreciation on investments, futures contracts and securities sold short		765,029			1,563			79,217			179,167			689,220
NET ASSETS	$	24,005,405		$	1,251,332		$	9,712,224		$	14,036,976		$	57,542,652
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		500,000			50,000			500,000			600,000			800,000
Net asset value per share	$	48.01		$	25.03		$	19.42		$	23.39		$	71.93
¹ Includes market value of securities out on loan of:		—			—		$	904,383		$	1,423,506		$	1,662,238

² Proceeds received on securities sold short were as follows:	$	318,469			—			—			—			—

³ Investments in securities include securities purchased with cash collateral from securities loaned (see Schedules of Investments for additional information).

See Notes to Financial Statements.


92		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Assets and Liabilities (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

August 31, 2016


	WisdomTree Emerging Markets Local Debt Fund			WisdomTree Japan Interest Rate Strategy Fund (consolidated)			WisdomTree Strategic Corporate Bond Fund			WisdomTree Western Asset Unconstrained Bond Fund			WisdomTree CBOE S&P 500 PutWrite Strategy Fund
ASSETS:
Investments, at cost	$	364,087,396		$	5,148,761		$	7,399,990		$	3,829,480		$	11,992,512
Foreign currency, at cost		2,022,424			—			23,530			25,121			—
Foreign currency deposits at broker for futures contracts, at cost		—			83,046			—			—			—
Investments in securities, at value^1,2,4 (Note 2)		322,785,099			5,148,782			7,642,922			4,012,124			11,993,388
Cash		2,449,417			170,736			154,782			1,000,757			1,554,401
Deposits at broker for futures contracts		—			—			—			35,003			—
Foreign currency deposits at broker for futures contracts		—			84,709			—			—			—
Cash collateral segregated for written options		—			—			—			—			1,500,000
Foreign currency, at value		2,030,032			—			23,443			24,247			—
Unrealized appreciation on foreign currency contracts		135,475			13,718			2,941			1,817			—
Receivables:
Investment securities sold		17,316,053			—			—			—			—
Capital shares sold		—			—			—			—			1,354,341
Dividends and interest		4,763,878			—			92,359			40,085			—
Net variation margin on futures contracts		—			2,849			—			—			—
Total Assets		349,479,954			5,420,794			7,916,447			5,114,033			16,402,130
LIABILITIES:
Unrealized depreciation on foreign currency contracts		5,505			268			—			450			—
Written options, at value³		—			—			—			—			168,750
Payables:
Investment of cash collateral for securities loaned (Note 2)		—			—			315,043			9,000			—
Investment securities purchased		18,261,108			999,471			—			149,827			—
Capital shares redeemed		3,755,105			—			—			—			—
Advisory fees (Note 3)		173,953			1,852			2,890			2,299			3,853
Service fees (Note 2)		1,391			17			28			18			45
Net variation margin on futures contracts		—			—			—			1,310			—
Foreign capital gains tax		249,320			—			—			—			—
Total Liabilities		22,446,382			1,001,608			317,961			162,904			172,648
NET ASSETS	$	327,033,572		$	4,419,186		$	7,598,486		$	4,951,129		$	16,229,482
NET ASSETS:
Paid-in capital	$	389,594,443		$	4,623,395		$	7,523,305		$	4,998,517		$	15,700,035
Undistributed net investment income/(Accumulated net investment loss)		(498,409	)		(550	)		2,771			—			—
Accumulated net realized gain (loss) on investments, futures contracts, written options, foreign currency contracts and foreign currency related transactions		(20,659,212	)		(242,286	)		(173,258	)		(232,499	)		534,271
Net unrealized appreciation (depreciation) on investments, futures contracts, written options, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(41,403,250	)		38,627			245,668			185,111			(4,824	)
NET ASSETS	$	327,033,572		$	4,419,186		$	7,598,486		$	4,951,129		$	16,229,482
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		8,700,000			100,000			100,000			100,000			600,004
Net asset value per share	$	37.59		$	44.19		$	75.98		$	49.51		$	27.05
¹ Includes repurchase agreements of:	$	10,000,000			—			—			—			—

² Includes market value of securities out on loan of:		—			—		$	307,004		$	83,209			—

³ Premiums received on written options were as follows:		—			—			—			—		$	163,050

⁴ Investments in securities include securities purchased with cash collateral from securities loaned (see Schedules of Investments for additional information).

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			93

Statements of Assets and Liabilities (concluded)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

August 31, 2016


	WisdomTree Global Real Return Fund (consolidated)			WisdomTree Managed Futures Strategy Fund (consolidated)
ASSETS:

Investments, at cost	$	3,329,700		$	159,930,430

Investment in affiliates, at cost (Note 3)		370,217			—

Foreign currency, at cost		41,068			—
Investments in securities, at value^1,2 (Note 2)		2,998,877			159,934,207

Investment in affiliates, at value (Note 3)		318,686			—

Cash		825,946			19,740,591

Deposits at broker for futures contracts		19,523			—

Foreign currency, at value		40,100			—

Unrealized appreciation on foreign currency contracts		2,260			1,575,047

Receivables:

Investment securities sold		21,734			—

Interest		22,863			—
Total Assets		4,249,989			181,249,845
LIABILITIES:

Unrealized depreciation on foreign currency contracts		6,283			71,274

Payables:

Investment of cash collateral for securities loaned (Note 2)		104,322			—

Advisory fees (Note 3)		2,110			99,318

Service fees (Note 2)		15			669

Net variation margin on futures contracts		3,690			138,052
Total Liabilities		116,420			309,313
NET ASSETS	$	4,133,569		$	180,940,532
NET ASSETS:

Paid-in capital	$	4,566,495		$	187,706,597

Undistributed net investment income/(Accumulated net investment loss)		86,286			(2,702,558	)

Accumulated net realized loss on investments, futures contracts, foreign currency contracts and foreign currency related transactions		(114,923	)		(3,216,603	)

Net unrealized depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(404,289	)		(846,904	)
NET ASSETS	$	4,133,569		$	180,940,532
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		100,000			4,400,000
Net asset value per share	$	41.34		$	41.12
¹ Includes market value of securities out on loan of:	$	101,846			—

² Investments in securities include securities purchased with cash collateral from securities loaned (see Schedules of Investments for additional information).

See Notes to Financial Statements.


94		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Operations

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Year Ended August 31, 2016


	WisdomTree Bloomberg U.S. Dollar Bullish Fund			WisdomTree Brazilian Real Strategy Fund			WisdomTree Chinese Yuan Strategy Fund			WisdomTree Commodity Currency Strategy Fund			WisdomTree Emerging Currency Strategy Fund
INVESTMENT INCOME:

Interest	$	399,646		$	35,145		$	416,382		$	7,521		$	64,826
Total investment income		399,646			35,145			416,382			7,521			64,826
EXPENSES:

Advisory fees (Note 3)		1,303,103			80,873			263,639			28,650			248,005

Service fees (Note 2)		11,467			791			2,578			229			1,984
Total expenses		1,314,570			81,664			266,217			28,879			249,989
Net investment income (loss)		(914,924	)		(46,519	)		150,165			(21,358	)		(185,163	)
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized gain (loss) from:

Investment transactions		19,676			24			(200,287	)		(327	)		(1,610	)

Foreign currency contracts and foreign currency related transactions		(12,894,542	)		2,069,033			(3,834,388	)		(535,693	)		(736,349	)

Payments by sub-advisor (Note 3)		80,068			—			—			—			—
Net realized gain (loss)		(12,794,798	)		2,069,057			(4,034,675	)		(536,020	)		(737,959	)

Net change in unrealized appreciation (depreciation) from:

Investment transactions		(14,358	)		55			14,820			9			359

Foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		3,123,286			2,470,533			3,410,077			902,760			3,115,738
Net change in unrealized appreciation (depreciation)		3,108,928			2,470,588			3,424,897			902,769			3,116,097
Net realized and unrealized gain (loss) on investments		(9,685,870	)		4,539,645			(609,778	)		366,749			2,378,138
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	(10,600,794	)	$	4,493,126		$	(459,613	)	$	345,391		$	2,192,975

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			95

Statements of Operations (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Year Ended August 31, 2016


��	WisdomTree Indian Rupee Strategy Fund			WisdomTree Asia Local Debt Fund			WisdomTree Australia & New Zealand Debt Fund			WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund			WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund
INVESTMENT INCOME:

Interest¹	$	17,022		$	867,926		$	4,147,258		$	1,415,779		$	268,420

Securities lending income (Note 2)		—			1,964			722			1,328			120
Total investment income		17,022			869,890			4,147,980			1,417,107			268,540
EXPENSES:

Advisory fees (Note 3)		47,869			170,983			697,748			104,249			39,777

Service fees (Note 2)		468			1,369			6,822			2,294			625
Total expenses		48,337			172,352			704,570			106,543			40,402
Expense waivers (Note 3)		—			—			(201,143	)		(41,700	)		—
Net expenses		48,337			172,352			503,427			64,843			40,402
Net investment income (loss)		(31,315	)		697,538			3,644,553			1,352,264			228,138
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized gain (loss) from:

Investment transactions²		(297	)		(3,458,749	)		226,117			528,458			(37,678	)

In-kind redemptions		—			(557,393	)		(1,130,657	)		—			—

Futures contracts		—			—			—			—			(1,004,676	)

Securities sold short		—			—			—			(2,766	)		(655	)

Foreign currency contracts and foreign currency related transactions		50,631			26,648			132,969			—			—
Net realized gain (loss)		50,334			(3,989,494	)		(771,571	)		525,692			(1,043,009	)

Net change in unrealized appreciation (depreciation) from:

Investment transactions³		53			5,830,148			18,066,208			3,867,010			507,919

Futures contracts		—			—			—			—			(92,336	)

Securities sold short		—			—			—			(4,625	)		—

Foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		463,753			191,735			97,615			—			—
Net change in unrealized appreciation (depreciation)		463,806			6,021,883			18,163,823			3,862,385			415,583
Net realized and unrealized gain (loss) on investments		514,140			2,032,389			17,392,252			4,388,077			(627,426	)
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	482,825		$	2,729,927		$	21,036,805		$	5,740,341		$	(399,288	)
¹ Net of foreign withholding tax of:		—		$	21,871			—			—			—

² Net of foreign capital gains tax withheld of:		—		$	24,968			—			—			—

³ Net of foreign capital gain taxes of:		—		$	2,838			—			—			—

See Notes to Financial Statements.


96		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Operations (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Year Ended August 31, 2016


	WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund			WisdomTree Bloomberg Floating Rate Treasury Fund			WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund			WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund			WisdomTree Emerging Markets Corporate Bond Fund
INVESTMENT INCOME:

Interest	$	467,329		$	4,384		$	545,887		$	730,220		$	3,058,713

Securities lending income (Note 2)		141			—			5,112			9,578			57,050
Total investment income		467,470			4,384			550,999			739,798			3,115,763
EXPENSES:

Advisory fees (Note 3)		58,515			2,499			50,216			59,596			377,696

Service fees (Note 2)		1,119			55			460			610			2,770
Total expenses		59,634			2,554			50,676			60,206			380,466
Expense waivers (Note 3)		—			(625	)		—			—			—
Net expenses		59,634			1,929			50,676			60,206			380,466
Net investment income		407,836			2,455			500,323			679,592			2,735,297
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized gain (loss) from:

Investment transactions		(47,258	)		35			(388,358	)		(554,334	)		(4,295,884	)

In-kind redemptions		—			—			(238,240	)		(144,750	)		(1,911,983	)

Futures contracts		(799,181	)		—			(718,094	)		(79,142	)		—

Securities sold short		(11,658	)		—			—			—			—
Net realized gain (loss)		(858,097	)		35			(1,344,692	)		(778,226	)		(6,207,867	)

Net change in unrealized appreciation (depreciation) from:

Investment transactions		852,655			757			499,245			859,412			7,727,411

Futures contracts		(80,727	)		—			(59,811	)		(22,137	)		—

Securities sold short		(1,603	)		—			—			—			—
Net change in unrealized appreciation (depreciation)		770,325			757			439,434			837,275			7,727,411
Net realized and unrealized gain (loss) on investments		(87,772	)		792			(905,258	)		59,049			1,519,544
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	320,064		$	3,247		$	(404,935	)	$	738,641		$	4,254,841

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			97

Statements of Operations (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Year or Period Ended August 31, 2016


	WisdomTree Emerging Markets Local Debt Fund			WisdomTree Japan Interest Rate Strategy Fund (consolidated)			WisdomTree Strategic Corporate Bond Fund			WisdomTree Western Asset Unconstrained Bond Fund			WisdomTree CBOE S&P 500 PutWrite Strategy Fund¹
INVESTMENT INCOME:

Dividends	$	—		$	—		$	9,848		$	—		$	—

Interest²		25,517,616			6,991			276,071			201,016			8,777

Securities lending income (Note 2)		—			—			4,385			1,116			—
Total investment income		25,517,616			6,991			290,304			202,132			8,777
EXPENSES:

Advisory fees (Note 3)		2,285,190			23,066			36,627			28,815			18,519

Service fees (Note 2)		18,283			202			322			212			185
Total expenses		2,303,473			23,268			36,949			29,027			18,704
Expense waivers (Note 3)		—			—			(3,663	)		(2,401	)		(2,525	)
Net expenses		2,303,473			23,268			33,286			26,626			16,179
Net investment income (loss)		23,214,143			(16,277	)		257,018			175,506			(7,402	)
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized gain (loss) from:

Investment transactions³		(48,944,175	)		1			(77,977	)		(9,306	)		138

In-kind redemptions		(58,775,027	)		—			—			—			—

Futures contracts		—			(212,306	)		—			(126,835	)		—

Written options		—			—			—			1,399			549,567

Foreign currency contracts and foreign currency related transactions		(2,729,889	)		(284,102	)		6,422			1,265			—

Payments by sub-advisor (Note 3)		—			26,020			—			—			—
Net realized gain (loss)		(110,449,091	)		(470,387	)		(71,555	)		(133,477	)		549,705

Net change in unrealized appreciation (depreciation) from:

Investment transactions⁴		120,946,586			(104	)		357,868			224,750			876

Futures contracts		—			62,277			—			(30,053	)		—

Written options		—			—			—			(63	)		(5,700	)

Foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		1,668,475			34,038			15,689			3,916			—
Net change in unrealized appreciation (depreciation)		122,615,061			96,211			373,557			198,550			(4,824	)
Net realized and unrealized gain (loss) on investments		12,165,970			(374,176	)		302,002			65,073			544,881
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	35,380,113		$	(390,453	)	$	559,020		$	240,579		$	537,479
¹ For the period February 24, 2016 (commencement of operations) through August 31, 2016.
² Net of foreign withholding tax of:	$	323,896			—			—			—			—

³ Net of foreign capital gains tax withheld of:	$	280,029			—			—			—			—

⁴ Net of foreign capital gain taxes of:	$	188,198			—			—			—			—

See Notes to Financial Statements.


98		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Operations (concluded)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Year Ended August 31, 2016


	WisdomTree Global Real Return Fund (consolidated)			WisdomTree Managed Futures Strategy Fund (consolidated)
INVESTMENT INCOME:

Dividends from affiliates (Note 3)	$	10,948		$	—

Interest		88,277			212,887

Securities lending income (Note 2)		6,989			—
Total investment income		106,214			212,887
EXPENSES:

Advisory fees (Note 3)		23,976			1,790,020

Service fees (Note 2)		176			8,573
Total expenses		24,152			1,798,593
Expense waivers (Note 3)		—			(31,135	)
Net expenses		24,152			1,767,458
Net investment income (loss)		82,062			(1,554,571	)
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized gain (loss) from:

Investment transactions		(106,712	)		(465	)

Investment transactions in affiliates (Note 3)		2,227			—

Futures contracts		14,826			3,923,924

Foreign currency contracts and foreign currency related transactions		91,768			583,371
Net realized gain		2,109			4,506,830

Net change in unrealized appreciation (depreciation) from:

Investment transactions		202,752			2,109

Futures contracts		(28,631	)		(4,941,875	)

Foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(55,987	)		2,241,028
Net change in unrealized appreciation (depreciation)		118,134			(2,698,738	)
Net realized and unrealized gain on investments		120,243			1,808,092
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS	$	202,305		$	253,521

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			99

Statements of Changes in Net Assets

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree Bloomberg U.S. Dollar Bullish Fund						WisdomTree Brazilian Real Strategy Fund						WisdomTree Chinese Yuan Strategy Fund
	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income (loss)	$	(914,924	)	$	(1,443,348	)	$	(46,519	)	$	(86,729	)	$	150,165		$	296,058

Net realized gain (loss) on investments, payments by sub-advisor, foreign currency contracts and foreign currency related transactions		(12,794,798	)		35,875,695			2,069,057			(6,228,738	)		(4,034,675	)		2,335,890

Net change in unrealized appreciation (depreciation) on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		3,108,928			(2,018,814	)		2,470,588			(2,015,497	)		3,424,897			(5,190,903	)
Net increase (decrease) in net assets resulting from operations		(10,600,794	)		32,413,533			4,493,126			(8,330,964	)		(459,613	)		(2,558,955	)
DISTRIBUTIONS:

Capital gains		(15,774,360	)		(4,182,934	)		—			—			—			(526,878	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		220,189,235			626,706,192			2,960,303			6,602,046			5,011,021			10,211,249

Cost of shares redeemed		(297,438,458	)		(369,498,195	)		—			(13,439,386	)		(44,535,345	)		(70,417,059	)
Net increase (decrease) in net assets resulting from capital share transactions		(77,249,223	)		257,207,997			2,960,303			(6,837,340	)		(39,524,324	)		(60,205,810	)
Net Increase (Decrease) in Net Assets		(103,624,377	)		285,438,596			7,453,429			(15,168,304	)		(39,983,937	)		(63,291,643	)
NET ASSETS:

Beginning of year	$	340,683,576		$	55,244,980		$	15,994,590		$	31,162,894		$	88,827,341		$	152,118,984

End of year	$	237,059,199		$	340,683,576		$	23,448,019		$	15,994,590		$	48,843,404		$	88,827,341
Accumulated net investment loss included in net assets at end of year	$	(484,486	)	$	—		$	(26,109	)	$	(50,005	)	$	(365,823	)	$	(745,801	)
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of year		11,900,000			2,200,000			1,200,000			1,600,000			3,600,000			6,000,000

Shares created		8,100,000			23,000,000			200,000			400,000			200,000			400,000

Shares redeemed		(11,000,000	)		(13,300,000	)		—			(800,000	)		(1,800,000	)		(2,800,000	)
Shares outstanding, end of year		9,000,000			11,900,000			1,400,000			1,200,000			2,000,000			3,600,000

See Notes to Financial Statements.


100		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Changes in Net Assets (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree Commodity Currency Strategy Fund						WisdomTree Emerging Currency Strategy Fund						WisdomTree Indian Rupee Strategy Fund
	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment loss	$	(21,358	)	$	(43,986	)	$	(185,163	)	$	(407,288	)	$	(31,315	)	$	(69,996	)

Net realized gain (loss) on investments and foreign currency contracts		(536,020	)		(1,586,150	)		(737,959	)		(11,796,306	)		50,334			(290,543	)

Net change in unrealized appreciation (depreciation) on investments and foreign currency contracts		902,769			(673,627	)		3,116,097			(2,268,386	)		463,806			(259,240	)
Net increase (decrease) in net assets resulting from operations		345,391			(2,303,763	)		2,192,975			(14,471,980	)		482,825			(619,779	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		—			—			22,466,752			9,323,267			2,096,836			2,140,988

Cost of shares redeemed		(1,515,548	)		(3,551,210	)		(34,248,709	)		(44,280,729	)		(4,154,598	)		(14,829,288	)
Net decrease in net assets resulting from capital share transactions		(1,515,548	)		(3,551,210	)		(11,781,957	)		(34,957,462	)		(2,057,762	)		(12,688,300	)
Net Decrease in Net Assets		(1,170,157	)		(5,854,973	)		(9,588,982	)		(49,429,442	)		(1,574,937	)		(13,308,079	)
NET ASSETS:

Beginning of year	$	6,204,222		$	12,059,195		$	52,718,608		$	102,148,050		$	12,354,775		$	25,662,854

End of year	$	5,034,065		$	6,204,222		$	43,129,626		$	52,718,608		$	10,779,838		$	12,354,775
Accumulated net investment loss included in net assets at end of year	$	(10,862	)	$	(25,684	)	$	(97,691	)	$	(256,671	)	$	(16,382	)	$	(38,321	)
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of year		400,000			600,000			3,100,000			5,000,000			600,000			1,200,000

Shares created		—			—			1,300,000			500,000			100,000			100,000

Shares redeemed		(100,000	)		(200,000	)		(2,000,000	)		(2,400,000	)		(200,000	)		(700,000	)
Shares outstanding, end of year		300,000			400,000			2,400,000			3,100,000			500,000			600,000

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			101

Statements of Changes in Net Assets (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree Asia Local Debt Fund						WisdomTree Australia & New Zealand Debt Fund						WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund
	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Period July 9, 2015* through August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income	$	697,538		$	4,417,331		$	3,644,553		$	1,558,005		$	1,352,264		$	16,315

Net realized gain (loss) on investments, securities sold short, foreign currency contracts and foreign currency related transactions		(3,989,494	)		(32,627,391	)		(771,571	)		(3,271,381	)		525,692			(2,504	)

Net change in unrealized appreciation (depreciation) on investments, securities sold short, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		6,021,883			6,848,567			18,163,823			(11,169,475	)		3,862,385			(48,605	)
Net increase (decrease) in net assets resulting from operations		2,729,927			(21,361,493	)		21,036,805			(12,882,851	)		5,740,341			(34,794	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(297,000	)		(3,483,000	)		(2,012,444	)		(1,532,617	)		(1,443,500	)		(12,000	)

Return of capital		(396,500	)		—			(806,556	)		(70,883	)		—			—
Total dividends and distributions		(693,500	)		(3,483,000	)		(2,819,000	)		(1,603,500	)		(1,443,500	)		(12,000	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		—			—			92,614,246			93,012,726			100,024,193			5,010,684

Cost of shares redeemed		(13,243,438	)		(276,134,781	)		(58,053,513	)		(9,152,085	)		(100	)		—
Net increase (decrease) in net assets resulting from capital share transactions		(13,243,438	)		(276,134,781	)		34,560,733			83,860,641			100,024,093			5,010,684
Net Increase (Decrease) in Net Assets		(11,207,011	)		(300,979,274	)		52,778,538			69,374,290			104,320,934			4,963,890
NET ASSETS:

Beginning of period	$	38,573,685		$	339,552,959		$	103,371,997		$	33,997,707		$	4,963,990		$	100

End of period	$	27,366,674		$	38,573,685		$	156,150,535		$	103,371,997		$	109,284,924		$	4,963,990
Undistributed net investment income/(Accumulated net investment loss) included in net assets at end of period	$	(28,935	)	$	(23,205,744	)	$	(120,217	)	$	(1,517,608	)	$	7,498		$	4,318
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of period		900,000			6,800,000			6,200,000			1,600,000			100,002			2

Shares created		—			—			5,600,000			5,100,000			2,000,000			100,000

Shares redeemed		(300,000	)		(5,900,000	)		(3,400,000	)		(500,000	)		(2	)		—
Shares outstanding, end of period		600,000			900,000			8,400,000			6,200,000			2,100,000			100,002

*	Commencement of operations.

See Notes to Financial Statements.


102		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Changes in Net Assets (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund						WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund						WisdomTree Bloomberg Floating Rate Treasury Fund
	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income (loss)	$	228,138		$	391,921		$	407,836		$	840,902		$	2,455		$	(1,096	)

Net realized gain (loss) on investments, futures contracts and securities sold short		(1,043,009	)		(1,796,866	)		(858,097	)		(1,984,358	)		35			124

Net change in unrealized appreciation (depreciation) on investments, futures contracts and securities sold short		415,583			(8,885	)		770,325			(113,607	)		757			113
Net increase (decrease) in net assets resulting from operations		(399,288	)		(1,413,830	)		320,064			(1,257,063	)		3,247			(859	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(265,500	)		(425,856	)		(448,000	)		(949,953	)		(1,550	)		—

Return of capital		—			—			—			(5,036	)		—			—
Total dividends and distributions		(265,500	)		(425,856	)		(448,000	)		(954,989	)		(1,550	)		—
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		4,463,963			46,189,550			—			69,474,586			—			—

Cost of shares redeemed		(8,887,513	)		(31,247,716	)		(4,790,072	)		(43,316,891	)		—			(1,248,883	)
Net increase (decrease) in net assets resulting from capital share transactions		(4,423,550	)		14,941,834			(4,790,072	)		26,157,695			—			(1,248,883	)
Net Increase (Decrease) in Net Assets		(5,088,338	)		13,102,148			(4,918,008	)		23,945,643			1,697			(1,249,742	)
NET ASSETS:

Beginning of year	$	17,766,941		$	4,664,793		$	28,923,413		$	4,977,770		$	1,249,635		$	2,499,377

End of year	$	12,678,603		$	17,766,941		$	24,005,405		$	28,923,413		$	1,251,332		$	1,249,635
Undistributed net investment income/(Accumulated net investment loss) included in net assets at end of year	$	1,586		$	12,485		$	6,792		$	—		$	344		$	(561	)
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of year		400,000			100,000			600,000			100,000			50,000			100,000

Shares created		100,000			1,000,000			—			1,400,000			—			—

Shares redeemed		(200,000	)		(700,000	)		(100,000	)		(900,000	)		—			(50,000	)
Shares outstanding, end of year		300,000			400,000			500,000			600,000			50,000			50,000

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			103

Statements of Changes in Net Assets (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund						WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund						WisdomTree Emerging Markets Corporate Bond Fund
	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income	$	500,323		$	343,636		$	679,592		$	664,315		$	2,735,297		$	4,824,865

Net realized loss on investments and futures contracts		(1,344,692	)		(906,103	)		(778,226	)		(871,938	)		(6,207,867	)		(3,296,808	)

Net change in unrealized appreciation (depreciation) on investments and futures contracts		439,434			(361,845	)		837,275			(625,107	)		7,727,411			(9,234,149	)
Net increase (decrease) in net assets resulting from operations		(404,935	)		(924,312	)		738,641			(832,730	)		4,254,841			(7,706,092	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(499,500	)		(344,268	)		(676,500	)		(663,390	)		(2,725,500	)		(4,872,978	)

Return of capital		—			—			—			—			—			(41,522	)
Total dividends and distributions		(499,500	)		(344,268	)		(676,500	)		(663,390	)		(2,725,500	)		(4,914,500	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		2,067,862			13,496,874			—			19,441,636			—			—

Cost of shares redeemed		(3,949,815	)		(4,326,952	)		(6,883,821	)		(12,002,629	)		(26,942,577	)		(21,160,956	)
Net increase (decrease) in net assets resulting from capital share transactions		(1,881,953	)		9,169,922			(6,883,821	)		7,439,007			(26,942,577	)		(21,160,956	)
Net Increase (Decrease) in Net Assets		(2,786,388	)		7,901,342			(6,821,680	)		5,942,887			(25,413,236	)		(33,781,548	)
NET ASSETS:

Beginning of year	$	12,498,612		$	4,597,270		$	20,858,656		$	14,915,769		$	82,955,888		$	116,737,436

End of year	$	9,712,224		$	12,498,612		$	14,036,976		$	20,858,656		$	57,542,652		$	82,955,888
Undistributed net investment income included in net assets at end of year	$	2,435		$	1,612		$	6,846		$	3,754		$	9,797		$	—
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of year		600,000			200,000			900,000			600,000			1,200,000			1,500,000

Shares created		100,000			600,000			—			800,000			—			—

Shares redeemed		(200,000	)		(200,000	)		(300,000	)		(500,000	)		(400,000	)		(300,000	)
Shares outstanding, end of year		500,000			600,000			600,000			900,000			800,000			1,200,000

See Notes to Financial Statements.


104		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Changes in Net Assets (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree Emerging Markets Local Debt Fund						WisdomTree Japan Interest Rate Strategy Fund (consolidated)						WisdomTree Strategic Corporate Bond Fund
	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income (loss)	$	23,214,143		$	32,293,203		$	(16,277	)	$	(24,241	)	$	257,018		$	257,669

Net realized gain (loss) on investments, futures contracts, payments by sub-advisor, foreign currency contracts and foreign currency related transactions		(110,449,091	)		(79,118,646	)		(470,387	)		171,150			(71,555	)		65,309

Net change in unrealized appreciation (depreciation) on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		122,615,061			(96,117,946	)		96,211			(34,441	)		373,557			(335,327	)
Net increase (decrease) in net assets resulting from operations		35,380,113			(142,943,389	)		(390,453	)		112,468			559,020			(12,349	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(7,711,000	)		(29,050,502	)		—			—			(254,500	)		(303,416	)

Capital gains		—			—			(96,374	)		(100,511	)		—			—

Return of capital		(12,542,500	)		(1,723,498	)		—			—			—			—
Total dividends and distributions		(20,253,500	)		(30,774,000	)		(96,374	)		(100,511	)		(254,500	)		(303,416	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		125,325,367			52,615,866			—			—			—			—

Cost of shares redeemed		(292,684,937	)		(238,491,203	)		—			—			—			—
Net decrease in net assets resulting from capital share transactions		(167,359,570	)		(185,875,337	)		—			—			—			—
Net Increase (Decrease) in Net Assets		(152,232,957	)		(359,592,726	)		(486,827	)		11,957			304,520			(315,765	)
NET ASSETS:

Beginning of year	$	479,266,529		$	838,859,255		$	4,906,013		$	4,894,056		$	7,293,966		$	7,609,731

End of year	$	327,033,572		$	479,266,529		$	4,419,186		$	4,906,013		$	7,598,486		$	7,293,966
Undistributed net investment income/(Accumulated net investment loss) included in net assets at end of year	$	(498,409	)	$	(41,664,624	)	$	(550	)	$	—		$	2,771		$	(2,700	)
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of year		13,400,000			17,800,000			100,000			100,000			100,000			100,000

Shares created		3,500,000			1,300,000			—			—			—			—

Shares redeemed		(8,200,000	)		(5,700,000	)		—			—			—			—
Shares outstanding, end of year		8,700,000			13,400,000			100,000			100,000			100,000			100,000

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			105

Statements of Changes in Net Assets (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree Western Asset Unconstrained Bond Fund						WisdomTree CBOE S&P 500 PutWrite Strategy Fund			WisdomTree Global Real Return Fund (consolidated)
	For the Year Ended August 31, 2016			For the Period June 11, 2015* through August 31, 2015			For the Period February 24, 2016* through August 31, 2016			For the Year Ended August 31, 2016			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income (loss)	$	175,506		$	40,740		$	(7,402	)	$	82,062		$	94,637

Net realized gain (loss) on investments, futures contracts, written options, foreign currency contracts and foreign currency related transactions		(133,477	)		(100,252	)		549,705			2,109			(3,673	)

Net change in unrealized appreciation (depreciation) on investments, futures contracts, written options, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		198,550			(13,439	)		(4,824	)		118,134			(561,058	)
Net increase (decrease) in net assets resulting from operations		240,579			(72,951	)		537,479			202,305			(470,094	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(180,515	)		(34,501	)		—			(177,301	)		(71,384	)

Capital gains		—			—			—			—			(43,117	)

Return of capital		(1,486	)		—			—			—			—
Total dividends and distributions		(182,001	)		(34,501	)		—			(177,301	)		(114,501	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		—			5,000,000			16,975,517			—			4,210,677

Cost of shares redeemed		(97	)		—			(1,283,614	)		—			(4,223,567	)
Net increase (decrease) in net assets resulting from capital share transactions		(97	)		5,000,000			15,691,903			—			(12,890	)
Net Increase (Decrease) in Net Assets		58,481			4,892,548			16,229,382			25,004			(597,485	)
NET ASSETS:

Beginning of period	$	4,892,648		$	100		$	100		$	4,108,565		$	4,706,050

End of period	$	4,951,129		$	4,892,648		$	16,229,482		$	4,133,569		$	4,108,565
Undistributed net investment income included in net assets at end of period	$	—		$	5,915		$	—		$	86,286		$	95,525
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of period		100,002			2			4			100,000			100,000

Shares created		—			100,000			650,000			—			100,000

Shares redeemed		(2	)		—			(50,000	)		—			(100,000	)
Shares outstanding, end of period		100,000			100,002			600,004			100,000			100,000

*	Commencement of operations.

See Notes to Financial Statements.


106		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Changes in Net Assets (concluded)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree Managed Futures Strategy Fund (consolidated)
	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment loss	$	(1,554,571	)	$	(1,949,337	)

Net realized gain (loss) on investments, futures contracts and foreign currency contracts		4,506,830			(5,317,409	)

Net change in unrealized appreciation (depreciation) on investments, futures contracts and foreign currency contracts		(2,698,738	)		304,559
Net increase (decrease) in net assets resulting from operations		253,521			(6,962,187	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		8,361,498			56,483,948

Cost of shares redeemed		(41,757,098	)		(12,482,357	)
Net increase (decrease) in net assets resulting from capital share transactions		(33,395,600	)		44,001,591
Net Increase (Decrease) in Net Assets		(33,142,079	)		37,039,404
NET ASSETS:

Beginning of year	$	214,082,611		$	177,043,207

End of year	$	180,940,532		$	214,082,611
Accumulated net investment loss included in net assets at end of year	$	(2,702,558	)	$	(2,826,272	)
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of year		5,200,000			4,200,000

Shares created		200,000			1,300,000

Shares redeemed		(1,000,000	)		(300,000	)
Shares outstanding, end of year		4,400,000			5,200,000

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			107

Financial Highlights

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Bloomberg U.S. Dollar Bullish Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period	$	28.63		$	25.11		$	25.12
Investment operations:
Net investment loss¹		(0.10	)		(0.13	)		(0.08	)
Net realized and unrealized gain (loss)		(0.42	)⁸		4.08			0.07
Total from investment operations		(0.52	)		3.95			(0.01	)
Distributions to shareholders:
Capital gains		(1.77	)		(0.43	)		—
Net asset value, end of period	$	26.34		$	28.63		$	25.11

TOTAL RETURN²		(2.05	)%³		15.83	%		(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	237,059		$	340,684		$	55,245
Ratios to average net assets of:
Expenses		0.50	%		0.50	%		0.51	%^4,5
Net investment loss		(0.35	)%		(0.48	)%		(0.48	)%⁴
Portfolio turnover rate⁶		0	%		0	%		0	%



WisdomTree Brazilian Real Strategy Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	13.33		$	19.48		$	16.83		$	18.81		$	28.99
Investment operations:
Net investment loss¹		(0.04	)		(0.07	)		(0.07	)		(0.07	)		(0.09	)
Net realized and unrealized gain (loss)		3.46			(6.08	)		2.72			(1.91	)		(4.36	)
Total from investment operations		3.42			(6.15	)		2.65			(1.98	)		(4.45	)
Distributions to shareholders:
Capital gains		—			—			—			—			(5.73	)
Net asset value, end of year	$	16.75		$	13.33		$	19.48		$	16.83		$	18.81

TOTAL RETURN²		25.66	%		(31.57	)%		15.75	%		(10.53	)%		(16.14	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	23,448		$	15,995		$	31,163		$	40,397		$	63,942
Ratios to average net assets of:
Expenses		0.45	%		0.45	%		0.46	%⁷		0.45	%		0.45	%
Net investment loss		(0.26	)%		(0.40	)%		(0.40	)%		(0.39	)%		(0.38	)%
Portfolio turnover rate⁶		0	%		0	%		0	%		0	%		0	%

*	Commencement of operations.

¹	Based on average shares outstanding.

³	Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been 0.04% lower.

⁴	Annualized.

⁵	Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the annualized expense ratio would have been 0.50%.

⁶	Portfolio turnover rate is not annualized. Short-term securities with maturities less than or equal to 365 days are excluded from portfolio turnover calculation as well.

⁷	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.45%.

⁸	Includes a voluntary reimbursement from the sub-advisor of $0.01 per share for investment losses on certain foreign exchange transactions during the period.

See Notes to Financial Statements.


108		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Chinese Yuan Strategy Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	24.67		$	25.35		$	26.22		$	25.22		$	25.81
Investment operations:
Net investment income (loss)¹		0.06			0.06			(0.03	)		0.00	²		(0.06	)
Net realized and unrealized gain (loss)		(0.31	)		(0.64	)		0.20			1.20			0.02
Total from investment operations		(0.25	)		(0.58	)		0.17			1.20			(0.04	)
Dividends and distributions to shareholders:
Net investment income		—			—			(0.21	)		—			—
Capital gains		—			(0.10	)		(0.83	)		(0.20	)		(0.55	)
Total dividends and distributions to shareholders		—			(0.10	)		(1.04	)		(0.20	)		(0.55	)
Net asset value, end of year	$	24.42		$	24.67		$	25.35		$	26.22		$	25.22

TOTAL RETURN³		(1.01	)%		(2.30	)%		0.63	%		4.78	%		(0.15	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	48,843		$	88,827		$	152,119		$	215,015		$	267,383
Ratios to average net assets of:
Expenses		0.45	%		0.45	%		0.46	%⁴		0.45	%		0.45	%
Net investment income (loss)		0.26	%		0.24	%		(0.11	)%		0.02	%		(0.22	)%
Portfolio turnover rate⁵		0	%		0	%		0	%		0	%		0	%



WisdomTree Commodity Currency Strategy Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	15.51		$	20.10		$	19.68		$	20.93		$	27.78
Investment operations:
Net investment loss¹		(0.06	)		(0.09	)		(0.11	)		(0.10	)		(0.11	)
Net realized and unrealized gain (loss)		1.33			(4.50	)		0.53			(1.15	)		(1.68	)
Total from investment operations		1.27			(4.59	)		0.42			(1.25	)		(1.79	)
Distributions to shareholders:
Capital gains		—			—			—			—			(5.06	)
Net asset value, end of year	$	16.78		$	15.51		$	20.10		$	19.68		$	20.93

TOTAL RETURN³		8.19	%		(22.84	)%		2.13	%		(5.97	)%		(5.75	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	5,034		$	6,204		$	12,059		$	15,747		$	25,116
Ratios to average net assets of:
Expenses		0.55	%		0.55	%		0.56	%⁴		0.55	%		0.55	%
Net investment loss		(0.41	)%		(0.52	)%		(0.53	)%		(0.48	)%		(0.48	)%
Portfolio turnover rate⁵		0	%		0	%		0	%		0	%		0	%

¹	Based on average shares outstanding.

²	Amount represents less than $0.005.

³	Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period.

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

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

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			109

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Emerging Currency Strategy Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	17.01		$	20.43		$	19.66		$	20.33		$	22.87
Investment operations:
Net investment loss¹		(0.07	)		(0.10	)		(0.11	)		(0.10	)		(0.10	)
Net realized and unrealized gain (loss)		1.03			(3.32	)		0.88			(0.57	)		(1.38	)
Total from investment operations		0.96			(3.42	)		0.77			(0.67	)		(1.48	)
Distributions to shareholders:
Capital gains		—			—			—			—			(1.06	)
Net asset value, end of year	$	17.97		$	17.01		$	20.43		$	19.66		$	20.33

TOTAL RETURN²		5.64	%		(16.74	)%		3.92	%		(3.30	)%		(6.36	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	43,130		$	52,719		$	102,148		$	192,628		$	274,521
Ratios to average net assets of:
Expenses		0.55	%		0.55	%		0.56	%³		0.55	%		0.55	%
Net investment loss		(0.41	)%		(0.52	)%		(0.53	)%		(0.48	)%		(0.47	)%
Portfolio turnover rate⁴		0	%		0	%		0	%		0	%		0	%



WisdomTree Indian Rupee Strategy Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	20.59		$	21.39		$	17.91		$	20.30		$	26.78
Investment operations:
Net investment loss¹		(0.06	)		(0.09	)		(0.09	)		(0.08	)		(0.08	)
Net realized and unrealized gain (loss)		1.03			(0.71	)		3.57			(2.31	)		(3.12	)
Total from investment operations		0.97			(0.80	)		3.48			(2.39	)		(3.20	)
Distributions to shareholders:
Capital gains		—			—			—			—			(3.28	)
Net asset value, end of year	$	21.56		$	20.59		$	21.39		$	17.91		$	20.30

TOTAL RETURN²		4.71	%		(3.74	)%		19.43	%		(11.77	)%		(11.93	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	10,780		$	12,355		$	25,663		$	32,230		$	18,273
Ratios to average net assets of:
Expenses		0.45	%		0.45	%		0.46	%³		0.45	%		0.45	%
Net investment loss		(0.29	)%		(0.42	)%		(0.43	)%		(0.39	)%		(0.37	)%
Portfolio turnover rate⁴		0	%		0	%		0	%		0	%		0	%

¹	Based on average shares outstanding.

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

³	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.55% for the WisdomTree Emerging Currency Strategy Fund and 0.45% for the WisdomTree Indian Rupee Strategy Fund.

⁴	Portfolio turnover rate is not annualized. Short-term securities with maturities less than or equal to 365 days are excluded from portfolio turnover calculation as well.

See Notes to Financial Statements.


110		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Asia Local Debt Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	42.86		$	49.93		$	47.41		$	51.57		$	53.23
Investment operations:
Net investment income¹		0.99			1.29			1.15			1.20			1.29
Net realized and unrealized gain (loss)		2.74			(7.28	)		2.00			(3.74	)		(2.37	)
Total from investment operations		3.73			(5.99	)		3.15			(2.54	)		(1.08	)
Dividends and distributions to shareholders:
Net investment income		(0.36	)		(1.08	)		(0.47	)		(1.34	)		(0.58	)
Capital gains		—			—			—			(0.28	)		—
Return of capital		(0.62	)		—			(0.16	)		—			—
Total dividends and distributions to shareholders		(0.98	)		(1.08	)		(0.63	)		(1.62	)		(0.58	)
Net asset value, end of year	$	45.61		$	42.86		$	49.93		$	47.41		$	51.57

TOTAL RETURN²		8.81	%		(12.15	)%		6.69	%		(5.14	)%		(2.00	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	27,367		$	38,574		$	339,553		$	493,089		$	422,871
Ratios to average net assets of:
Expenses		0.55	%		0.55	%		0.56	%³		0.55	%		0.55	%
Net investment income		2.24	%		2.68	%		2.36	%		2.34	%		2.51	%
Portfolio turnover rate⁴		26	%		10	%		62	%		52	%		62	%



WisdomTree Australia & New Zealand Debt Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012⁵
Net asset value, beginning of year	$	16.67		$	21.25		$	19.44		$	22.54		$	26.31
Investment operations:
Net investment income¹		0.41			0.46			0.64			0.72			0.67
Net realized and unrealized gain (loss)		1.83			(4.51	)		1.46			(3.22	)		(0.70	)
Total from investment operations		2.24			(4.05	)		2.10			(2.50	)		(0.03	)
Dividends and distributions to shareholders:
Net investment income		(0.23	)		(0.51	)		(0.24	)		(0.47	)		(0.69	)
Capital gains		—			—			—			—			(3.05	)
Return of capital		(0.09	)		(0.02	)		(0.05	)		(0.13	)		—
Total dividends and distributions to shareholders		(0.32	)		(0.53	)		(0.29	)		(0.60	)		(3.74	)
Net asset value, end of year	$	18.59		$	16.67		$	21.25		$	19.44		$	22.54

TOTAL RETURN²		13.58	%		(19.32	)%		10.91	%		(11.42	)%		0.76	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	156,151		$	103,372		$	33,998		$	40,831		$	45,079
Ratios to average net assets of:
Expenses, net of expense waivers		0.32	%		0.45	%		0.46	%⁶		0.45	%		0.45	%
Expenses, prior to expense waivers		0.45	%		0.45	%		0.46	%⁶		0.45	%		0.45	%
Net investment income		2.35	%		2.54	%		3.13	%		3.29	%		2.99	%
Portfolio turnover rate⁴		47	%		9	%		27	%		42	%		9	%

¹	Based on average shares outstanding.

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. The total return would have been lower if certain expenses had not been waived by the investment adviser for WisdomTree Australia & New Zealand Debt Fund (Notes 2 and 3).

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

⁴

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

⁵	The information reflects the investment objective and strategy of the WisdomTree Dreyfus New Zealand Dollar Fund through October 24, 2011 and the investment objective of the WisdomTree Australia & New Zealand Debt Fund thereafter.

⁶	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio (net of expense waiver) would have been 0.45% and the expense ratio (prior to expense waivers) would have been 0.45%.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			111

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund	For the Year Ended August 31, 2016			For the Period July 9, 2015* through August 31, 2015
Net asset value, beginning of period	$	49.64		$	49.78
Investment operations:
Net investment income¹		1.31			0.16
Net realized and unrealized gain (loss)		2.50			(0.18	)
Total from investment operations		3.81			(0.02	)
Dividends to shareholders:
Net investment income		(1.41	)		(0.12	)
Net asset value, end of period	$	52.04		$	49.64

TOTAL RETURN²		7.81	%		(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	109,285		$	4,964
Ratios to average net assets of:
Expenses, net of expense waivers		0.12	%		0.12	%³
Expenses, prior to expense waivers		0.20	%		0.20	%³
Net investment income		2.59	%		2.21	%³
Portfolio turnover rate^4,5		141	%		51	%



WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period	$	44.42		$	46.65		$	50.05
Investment operations:
Net investment income¹		0.70			0.62			0.51
Net realized and unrealized loss		(2.07	)		(2.18	)		(3.30	)
Total from investment operations		(1.37	)		(1.56	)		(2.79	)
Dividends to shareholders:
Net investment income		(0.79	)		(0.67	)		(0.61	)
Net asset value, end of period	$	42.26		$	44.42		$	46.65

TOTAL RETURN²		(3.11	)%		(3.36	)%		(5.61	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	12,679		$	17,767		$	4,665
Ratios to average net assets of:
Expenses		0.28	%		0.28	%		0.29	%^3,6
Net investment income		1.61	%		1.38	%		1.48	%³
Portfolio turnover rate^4,7		226	%		424	%		257	%

*	Commencement of operations.

¹	Based on average shares outstanding.

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. The total return would have been lower if certain expenses had not been waived by the investment adviser for WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (Notes 2 and 3).

³	Annualized.

⁴

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

⁶	Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the annualized expense ratio would have been 0.28%.

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

See Notes to Financial Statements.


112		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period	$	48.21		$	49.78		$	49.98
Investment operations:
Net investment income¹		0.77			0.68			0.54
Net realized and unrealized loss		(0.13	)		(1.50	)		(0.11	)
Total from investment operations		0.64			(0.82	)		0.43
Dividends and distributions to shareholders:
Net investment income		(0.84	)		(0.75	)		(0.63	)
Return of capital		—			(0.00	)²		—
Total dividends and distributions to shareholders		(0.84	)		(0.75	)		(0.63	)
Net asset value, end of period	$	48.01		$	48.21		$	49.78

TOTAL RETURN³		1.35	%		(1.66	)%		0.85	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	24,005		$	28,923		$	4,978
Ratios to average net assets of:
Expenses		0.23	%		0.23	%		0.24	%^4,5
Net investment income		1.60	%		1.39	%		1.52	%⁴
Portfolio turnover rate^6,7		226	%		359	%		243	%



WisdomTree Bloomberg Floating Rate Treasury Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Period February 4, 2014* through August 31, 2014
Net asset value, beginning of period	$	24.99		$	24.99		$	25.00
Investment operations:
Net investment income (loss)¹		0.05			(0.01	)		(0.01	)
Net realized and unrealized gain		0.02			0.01			0.00	²
Total from investment operations		0.07			(0.00	)²		(0.01	)
Dividends to shareholders:
Net investment income		(0.03	)		—			—
Net asset value, end of period	$	25.03		$	24.99		$	24.99

TOTAL RETURN³		0.28	%		0.00	%		(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	1,251		$	1,250		$	2,499
Ratios to average net assets of:
Expenses, net of expense waivers		0.15	%		0.15	%		0.15	%⁴
Expenses, prior to expense waivers		0.20	%		0.20	%		0.20	%⁴
Net investment income (loss)		0.20	%		(0.06	)%		(0.06	)%⁴
Portfolio turnover rate⁶		157	%		118	%		65	%

*	Commencement of operations.

¹	Based on average shares outstanding.

²	Amount represents less than $0.005.

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. The total return would have been lower if certain expenses had not been waived by the investment adviser for WisdomTree Bloomberg Floating Rate Treasury Fund (Note 2 and 3).

⁴	Annualized.

⁵	Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the annualized expense ratio would have been 0.23%.

⁶

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

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			113

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period	$	20.83		$	22.99		$	25.02
Investment operations:
Net investment income¹		0.93			0.83			0.56
Net realized and unrealized loss		(1.41	)		(2.17	)		(1.96	)
Total from investment operations		(0.48	)		(1.34	)		(1.40	)
Dividends to shareholders:
Net investment income		(0.93	)		(0.82	)		(0.63	)
Net asset value, end of period	$	19.42		$	20.83		$	22.99

TOTAL RETURN²		(2.22	)%		(5.91	)%		(5.69	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	9,712		$	12,499		$	4,597
Ratios to average net assets of:
Expenses		0.48	%		0.48	%		0.49	%^3,4
Net investment income		4.78	%		3.82	%		3.28	%³
Portfolio turnover rate⁵		43	%		34	%		182	%



WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period	$	23.18		$	24.86		$	24.99
Investment operations:
Net investment income¹		1.10			0.90			0.58
Net realized and unrealized gain (loss)		0.20			(1.67	)		(0.08	)
Total from investment operations		1.30			(0.77	)		0.50
Dividends to shareholders:
Net investment income		(1.09	)		(0.91	)		(0.63	)
Net asset value, end of period	$	23.39		$	23.18		$	24.86

TOTAL RETURN²		5.92	%		(3.15	)%		1.99	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	14,037		$	20,859		$	14,916
Ratios to average net assets of:
Expenses		0.43	%		0.43	%		0.44	%^3,4
Net investment income		4.90	%		3.75	%		3.30	%³
Portfolio turnover rate⁵		44	%		55	%		131	%

*	Commencement of operations.

¹	Based on average shares outstanding.

³	Annualized.

⁴

Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the annualized expense ratio would have been 0.48% for the WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund and 0.43% for the WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund.

⁵

See Notes to Financial Statements.


114		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Emerging Markets Corporate Bond Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Period March 8, 2012* through August 31, 2012
Net asset value, beginning of period	$	69.13		$	77.82		$	72.97		$	77.63		$	75.03
Investment operations:
Net investment income¹		2.97			3.51			3.47			3.29			1.63
Net realized and unrealized gain (loss)		2.82			(8.61	)		5.56			(4.69	)		2.54
Total from investment operations		5.79			(5.10	)		9.03			(1.40	)		4.17
Dividends and distributions to shareholders:
Net investment income		(2.99	)		(3.56	)		(3.45	)		(3.26	)		(1.57	)
Capital gains		—			—			(0.73	)		—			—
Return of capital		—			(0.03	)		—			—			—
Total dividends and distributions to shareholders		(2.99	)		(3.59	)		(4.18	)		(3.26	)		(1.57	)
Net asset value, end of period	$	71.93		$	69.13		$	77.82		$	72.97		$	77.63

TOTAL RETURN²		8.71	%		(6.69	)%		12.71	%		(2.00	)%		5.64	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	57,543		$	82,956		$	116,737		$	116,746		$	62,103
Ratios to average net assets of:
Expenses		0.60	%		0.60	%		0.61	%³		0.60	%		0.60	%⁴
Net investment income		4.35	%		4.79	%		4.59	%		4.22	%		4.47	%⁴
Portfolio turnover rate⁵		21	%		25	%		40	%		37	%		0	%



WisdomTree Emerging Markets Local Debt Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	35.77		$	47.13		$	45.93		$	51.16		$	53.83
Investment operations:
Net investment income¹		2.00			2.17			2.26			2.22			2.41
Net realized and unrealized gain (loss)		1.57			(11.46	)		0.64			(5.29	)		(3.26	)
Total from investment operations		3.57			(9.29	)		2.90			(3.07	)		(0.85	)
Dividends and distributions to shareholders:
Net investment income		(0.59	)		(1.95	)		(1.02	)		(2.01	)		(1.77	)
Capital gains		—			—			(0.14	)		(0.15	)		(0.05	)
Return of capital		(1.16	)		(0.12	)		(0.54	)		—			—
Total dividends and distributions to shareholders		(1.75	)		(2.07	)		(1.70	)		(2.16	)		(1.82	)
Net asset value, end of year	$	37.59		$	35.77		$	47.13		$	45.93		$	51.16

TOTAL RETURN²		10.34	%		(20.19	)%		6.43	%		(6.41	)%		(1.45	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	327,034		$	479,267		$	838,859		$	1,442,209		$	1,197,084
Ratios to average net assets of:
Expenses		0.55	%		0.55	%		0.56	%³		0.55	%		0.55	%
Net investment income		5.59	%		5.22	%		4.84	%		4.31	%		4.76	%
Portfolio turnover rate⁵		46	%		22	%		78	%		57	%		43	%

*	Commencement of operations.

¹	Based on average shares outstanding.

³	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.60% for the WisdomTree Emerging Markets Corporate Bond Fund and 0.55% for the WisdomTree Emerging Markets Local Debt Fund.

⁴	Annualized.

⁵

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			115

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Japan Interest Rate Strategy Fund (consolidated)	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Period December 18, 2013* through August 31, 2014
Net asset value, beginning of period	$	49.06		$	48.94		$	49.94
Investment operations:
Net investment loss¹		(0.16	)		(0.24	)		(0.16	)
Net realized and unrealized gain (loss)		(3.75	)⁸		1.37			(0.84	)
Total from investment operations		(3.91	)		1.13			(1.00	)
Distributions to shareholders:
Capital gains		(0.96	)		(1.01	)		—
Net asset value, end of period	$	44.19		$	49.06		$	48.94

TOTAL RETURN²		(8.10	)%³		2.29	%		(2.00	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	4,419		$	4,906		$	4,894
Ratios to average net assets of:
Expenses		0.50	%		0.50	%		0.51	%^4,5
Net investment loss		(0.35	)%		(0.49	)%		(0.47	)%⁴
Portfolio turnover rate⁶		0	%		0	%		0	%



WisdomTree Strategic Corporate Bond Fund	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Period January 31, 2013* through August 31, 2013
Net asset value, beginning of period	$	72.94		$	76.10		$	72.78		$	74.76
Investment operations:
Net investment income¹		2.57			2.58			2.49			1.37
Net realized and unrealized gain (loss)		3.02			(2.71	)		3.81			(2.08	)
Total from investment operations		5.59			(0.13	)		6.30			(0.71	)
Dividends and distributions to shareholders:
Net investment income		(2.55	)		(3.03	)		(2.64	)		(1.27	)
Capital gains		—			—			(0.34	)		—
Total dividends and distributions to shareholders		(2.55	)		(3.03	)		(2.98	)		(1.27	)
Net asset value, end of period	$	75.98		$	72.94		$	76.10		$	72.78

TOTAL RETURN²		7.85	%		(0.19	)%		8.81	%		(0.98	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	7,598		$	7,294		$	7,610		$	14,555
Ratios to average net assets of:
Expenses, net of expense waivers		0.45	%		0.45	%		0.46	%⁷		0.45	%⁴
Expenses, prior to expense waivers		0.50	%		0.50	%		0.51	%⁷		0.50	%⁴
Net investment income		3.51	%		3.43	%		3.34	%		3.18	%⁴
Portfolio turnover rate⁶		36	%		15	%		36	%		5	%

*	Commencement of operations.

¹	Based on average shares outstanding.

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. The total return would have been lower if certain expenses had not been waived by the investment adviser for WisdomTree Strategic Corporate Bond Fund (Note 2 and 3).

³	Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions. Excluding this voluntary reimbursement, total return would have been 0.54% lower.

⁴	Annualized.

⁵	Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the annualized expense ratio would have been 0.50%.

⁶

⁷	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio (net of expense waivers) would have been 0.45% and the expense ratio (prior to expense waivers) would have been 0.50%.

⁸	Includes a voluntary reimbursement from the sub-advisor of $0.26 per share for investment losses on certain foreign exchange transactions during the period.

See Notes to Financial Statements.


116		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Financial Highlights (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Western Asset Unconstrained Bond Fund	For the Year Ended August 31, 2016			For the Period June 11, 2015* through August 31, 2015
Net asset value, beginning of period	$	48.93		$	50.02
Investment operations:
Net investment income¹		1.76			0.41
Net realized and unrealized gain (loss)		0.64			(1.15	)
Total from investment operations		2.40			(0.74	)
Dividends and distributions to shareholders:
Net investment income		(1.81	)		(0.35	)
Return of capital		(0.01	)		—
Total dividends and distributions to shareholders		(1.82	)		(0.35	)
Net asset value, end of period	$	49.51		$	48.93

TOTAL RETURN²		5.09	%		(1.49	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	4,951		$	4,893
Ratios to average net assets of:
Expenses, net of expense waivers		0.55	%		0.55	%³
Expenses, prior to expense waivers		0.60	%		0.60	%³
Net investment income		3.65	%		3.65	%³
Portfolio turnover rate⁴		33	%		3	%



WisdomTree CBOE S&P 500 PutWrite Strategy Fund	For the Period February 24, 2016* through August 31, 2016
Net asset value, beginning of period	$	25.10
Investment operations:
Net investment loss¹		(0.02	)
Net realized and unrealized gain		1.97
Total from investment operations		1.95
Net asset value, end of period	$	27.05

TOTAL RETURN²		7.77	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	16,229
Ratios to average net assets of:
Expenses, net of expense waivers		0.38	%³
Expenses, prior to expense waivers		0.44	%³
Net investment loss		(0.18	)%³
Portfolio turnover rate⁴		0	%

*	Commencement of operations.

¹	Based on average shares outstanding.

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

³	Annualized.

⁴

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			117

Financial Highlights (concluded)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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


WisdomTree Global Real Return Fund (consolidated)	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	41.09		$	47.06		$	45.39		$	48.68		$	50.66
Investment operations:
Net investment income¹		0.82			0.91			1.29			0.73			0.79
Net realized and unrealized gain (loss)		1.20			(5.74	)		1.26			(3.25	)		(2.10	)
Total from investment operations		2.02			(4.83	)		2.55			(2.52	)		(1.31	)
Dividends and distributions to shareholders:
Net investment income		(1.77	)		(0.71	)		(0.80	)		(0.77	)		(0.62	)
Capital gains		—			(0.43	)		(0.08	)		—			(0.05	)
Total dividends and distributions to shareholders		(1.77	)		(1.14	)		(0.88	)		(0.77	)		(0.67	)
Net asset value, end of year	$	41.34		$	41.09		$	47.06		$	45.39		$	48.68

TOTAL RETURN²		5.29	%		(10.38	)%		5.67	%		(5.25	)%		(2.54	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	4,134		$	4,109		$	4,706		$	4,539		$	4,868
Ratios to average net assets³ of:
Expenses		0.60	%		0.60	%		0.61	%⁴		0.60	%		0.60	%
Net investment income		2.05	%		2.10	%		2.80	%		1.53	%		1.65	%
Portfolio turnover rate⁵		4	%		8	%		33	%		1	%		3	%



WisdomTree Managed Futures Strategy Fund (consolidated)	For the Year Ended August 31, 2016			For the Year Ended August 31, 2015			For the Year Ended August 31, 2014			For the Year Ended August 31, 2013			For the Year Ended August 31, 2012
Net asset value, beginning of year	$	41.17		$	42.15		$	41.92		$	41.47		$	49.90
Investment operations:
Net investment loss¹		(0.33	)		(0.40	)		(0.39	)		(0.37	)		(0.40	)
Net realized and unrealized gain (loss)		0.28			(0.58	)		0.62			0.82			(7.25	)
Total from investment operations		(0.05	)		(0.98	)		0.23			0.45			(7.65	)
Distributions to shareholders:
Capital gains		—			—			—			—			(0.78	)
Net asset value, end of year	$	41.12		$	41.17		$	42.15		$	41.92		$	41.47

TOTAL RETURN²		(0.12	)%		(2.33	)%		0.55	%		1.09	%		(15.47	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of year (000’s omitted)	$	180,941		$	214,083		$	177,043		$	142,531		$	149,288
Ratios to average net assets of:
Expenses, net of expense waivers		0.91	%		0.95	%		0.96	%⁶		0.95	%		0.95	%
Expenses, prior to expense waivers		0.92	%		0.95	%		0.96	%⁶		0.95	%		0.95	%
Net investment loss		(0.80	)%		(0.93	)%		(0.94	)%		(0.90	)%		(0.91	)%
Portfolio turnover rate⁵		0	%		0	%		0	%		0	%		0	%

¹	Based on average shares outstanding.

³	The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests.

⁴	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.60%.

⁵

⁶	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio (net of expense waiver) would have been 0.95% and the expense ratio (prior to expense waivers) would have been 0.95%.

See Notes to Financial Statements.


118		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements

1. ORGANIZATION

WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005. As of August 31, 2016, the Trust offered 97 investment funds (each a “Fund”, collectively, the “Funds”). In accordance with Accounting Standard Update (“ASU”) 2013-08, Financial Services-Investment Companies, each Fund listed below qualifies as an investment company and is applying the accounting and reporting guidance for investment companies. These notes relate only to the Funds listed in the table below:


Fund	Commencement of Operations
WisdomTree Bloomberg U.S. Dollar Bullish Fund (“U.S. Dollar Bullish Fund’’ and also referred to herein as “Currency Strategy Funds”)		December 18, 2013
WisdomTree Brazilian Real Strategy Fund (“Brazilian Real Strategy Fund’’ and also referred to herein as “Currency Strategy Funds”)		May 14, 2008
WisdomTree Chinese Yuan Strategy Fund (“Chinese Yuan Strategy Fund’’ and also referred to herein as “Currency Strategy Funds”)		May 14, 2008
WisdomTree Commodity Currency Strategy Fund (“Commodity Currency Strategy Fund’’ and also referred to herein as “Currency Strategy Funds”)		September 24, 2010
WisdomTree Emerging Currency Strategy Fund (“Emerging Currency Strategy Fund’’ and also referred to herein as “Currency Strategy Funds”)		May 6, 2009
WisdomTree Indian Rupee Strategy Fund (“Indian Rupee Strategy Fund’’ and also referred to herein as “Currency Strategy Funds”)		May 14, 2008
WisdomTree Asia Local Debt Fund (“Asia Local Debt Fund’’)		March 17, 2011
WisdomTree Australia & New Zealand Debt Fund (“Australia & New Zealand Debt Fund’’)		June 25, 2008
WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund (“U.S. Aggregate Bond Enhanced Yield Fund’’)		July 9, 2015
WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund (“U.S. Aggregate Bond Negative Duration Fund’’ and also referred to herein as “Duration Funds”)		December 18, 2013
WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (“U.S. Aggregate Bond Zero Duration Fund’’ and also referred to herein as “Duration Funds”)		December 18, 2013
WisdomTree Bloomberg Floating Rate Treasury Fund (“Floating Rate Treasury Fund’’)		February 4, 2014
WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (“High Yield Bond Negative Duration Fund’’ and also referred to herein as “Duration Funds”)		December 18, 2013
WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (“High Yield Bond Zero Duration Fund’’ and also referred to herein as “Duration Funds”)		December 18, 2013
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 Japan Interest Rate Strategy Fund (“Japan Interest Rate Strategy Fund’’) (consolidated)		December 18, 2013
WisdomTree Strategic Corporate Bond Fund (“Strategic Corporate Bond Fund’’)		January 31, 2013
WisdomTree Western Asset Unconstrained Bond Fund (“Unconstrained Bond Fund’’)		June 11, 2015
WisdomTree CBOE S&P 500 PutWrite Strategy Fund (“CBOE S&P 500 PutWrite Strategy Fund’’)		February 24, 2016
WisdomTree Global Real Return Fund (“Global Real Return Fund’’) (consolidated)		July 14, 2011
WisdomTree Managed Futures Strategy Fund (“Managed Futures Strategy Fund’’) (consolidated)		January 5, 2011

In the normal course of business, the Funds may enter into contracts that contain a variety of representations or that provide indemnification for certain liabilities. The Funds’ maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims or losses pursuant to these contracts and believes such exposure to be remote.

2. SIGNIFICANT ACCOUNTING POLICIES

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (the “Codification”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants.

The following is a summary of significant accounting policies followed by the Funds:

Basis of Consolidation — The financial statements of the Managed Futures Strategy Fund and Global Real Return Fund (each an “Alternative Fund”) and Japan Interest Rate Strategy Fund, include the accounts of a wholly-owned and controlled Cayman Islands subsidiary (each, a “Subsidiary”). For each Alternative Fund and Japan Interest Rate Strategy Fund, the accompanying financial statements reflect the financial position and results of operations on a consolidated basis with its respective Subsidiary. All intercompany accounts and transactions have been eliminated in consolidation. Each Alternative Fund seeks to gain exposure to commodity markets, in whole or in part, through investments in its Subsidiary. The Japan Interest Rate Strategy Fund seeks to gain short exposure to Japanese government bonds, in whole or in part, through investments in its Subsidiary. Each Alternative Fund’s and Japan Interest Rate Strategy Fund’s investment in its Subsidiary may not exceed 25% of each respective Alternative Fund’s and Japan Interest Rate Strategy 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.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			119

Notes to Financial Statements (continued)

Use of Estimates — The preparation of financial statements in conformity with GAAP, requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in the net assets from operations during the reporting period. Actual results could differ from those estimates.

Investment Valuation — The net asset value (“NAV”) of each Fund’s shares is calculated each day a Fund is open for business as of the regularly scheduled close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time (the “NAV Calculation Time”). NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions or large investors may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market prices. Most investors will buy and sell shares in the secondary market through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees. Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less, to-be-announced (“TBA”) securities, and bank loans) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities may consider such factors as recent transactions, indications from broker-dealers yields and quoted prices on similar securities, and market sentiment for the type of security. U.S. fixed income assets may be valued as of the announced closing time for such securities on any day that the Securities Industry and Financial Markets Association announces an early closing time. Repurchase agreements are valued at par which represents their fair value. Except for U.S. Dollar Bullish Fund, foreign currency contracts are valued daily using WM/Reuters closing spot and forward rates as of 4:00 p.m. London time. U.S. Dollar Bullish Fund uses WM/Reuters closing spot and forward rates as of 4:00 p.m. Eastern time to value foreign currency contracts. For the Chinese Yuan Strategy Fund, Emerging Currency Strategy Fund, Indian Rupee Strategy Fund, Asia Local Debt Fund, Emerging Markets Corporate Bond Fund, Emerging Markets Local Debt Fund, and the Strategic Corporate Bond Fund, WM/Reuters closing spot and forward rates as of 2:00 p.m. Singapore time are used to value forward foreign currency contracts in the following Asian currencies: Chinese renminbi, Chinese yuan, Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit, Philippine peso, Singapore dollar, South Korean won, Taiwan dollar, and the Thai baht. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade. Option contracts generally are valued at the closing price on the primary exchange on which they trade. Swap contracts are generally marked to market daily based upon values from independent pricing service providers or quotations from broker-dealers to the extent available. Equity securities (including preferred stock) traded on any recognized U.S. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange or system on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the last quoted sale price or, if no sale price is available, at the mean between the highest bid and lowest ask price. Each Fund may invest in money market funds which are valued at their NAV per share and affiliated exchange-traded funds (“ETFs” or “ETF”) which are valued at their last sale or official closing price on the exchange on which they are principally traded or at their NAV per share in instances where the affiliated ETF has not traded on its principal exchange.

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


120		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)

Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

Level 1 – quoted prices in active markets for identical securities

Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

Level 3 – significant unobservable inputs (including each Fund’s assumptions in determining the fair value of investments)

The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.

Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as amended); (iii) a security whose trading has been suspended or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets on which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).

The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:

Financial instruments are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.

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

The following is a summary of the fair valuations according to the inputs used as of August 31, 2016 in valuing each Fund’s assets:


U.S. Dollar Bullish Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	233,259,171		$	—
Total	$	—	$	233,259,171		$	—
Unrealized Appreciation on Foreign Currency Contracts		—		1,736,395			—
Unrealized Depreciation on Foreign Currency Contracts		—		(283,108	)		—
Total - Net	$	—	$	234,712,458		$	—


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			121

Notes to Financial Statements (continued)


Brazilian Real Strategy Fund	Level 1		Level 2		Level 3
U.S. Government Obligations	$	—	$	18,999,011	$	—
Repurchase Agreement		—		3,769,000		—
Total	$	—	$	22,768,011	$	—
Unrealized Appreciation on Foreign Currency Contracts		—		678,578		—
Total - Net	$	—	$	23,446,589	$	—


Chinese Yuan Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	33,537,726		$	—
Repurchase Agreement		—		15,200,000			—
Total	$	—	$	48,737,726		$	—
Unrealized Appreciation on Foreign Currency Contracts		—		264,644			—
Unrealized Depreciation on Foreign Currency Contracts		—		(655,189	)		—
Total - Net	$	—	$	48,347,181		$	—


Commodity Currency Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	3,149,767		$	—
Repurchase Agreement		—		1,585,000			—
Total	$	—	$	4,734,767		$	—
Unrealized Appreciation on Foreign Currency Contracts		—		282,809			—
Unrealized Depreciation on Foreign Currency Contracts		—		(31,068	)		—
Total - Net	$	—	$	4,986,508		$	—


Emerging Currency Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	27,480,763		$	—
Repurchase Agreement		—		13,800,000			—
Total	$	—	$	41,280,763		$	—
Unrealized Appreciation on Foreign Currency Contracts		—		512,790			—
Unrealized Depreciation on Foreign Currency Contracts		—		(163,482	)		—
Total - Net	$	—	$	41,630,071		$	—


Indian Rupee Strategy Fund	Level 1		Level 2		Level 3
U.S. Government Obligations	$	—	$	7,252,463	$	—
Repurchase Agreement		—		3,378,000		—
Total	$	—	$	10,630,463	$	—
Unrealized Appreciation on Foreign Currency Contracts		—		65,729		—
Total - Net	$	—	$	10,696,192	$	—


Asia Local Debt Fund	Level 1		Level 2			Level 3
Foreign Government Agencies	$	—	$	3,593,921		$	—
Foreign Government Obligations		—		15,631,326			—
Supranational Bonds		—		3,527,278			—
Repurchase Agreement		—		2,000,000			—
Investment of Cash Collateral for Securities Loaned		—		753,900			—
Total	$	—	$	25,506,425		$	—
Unrealized Appreciation on Foreign Currency Contracts		—		56,904			—
Unrealized Depreciation on Foreign Currency Contracts		—		(880	)		—
Total - Net	$	—	$	25,562,449		$	—


122		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)


Australia & New Zealand Debt Fund	Level 1		Level 2			Level 3
Foreign Government Agencies	$	—	$	60,741,319		$	—
Foreign Government Obligations		—		51,291,897			—
Supranational Bonds		—		42,288,854			—
Total	$	—	$	154,322,070		$	—
Unrealized Depreciation on Foreign Currency Contracts		—		(2,754	)		—
Total - Net	$	—	$	154,319,316		$	—


U.S. Aggregate Bond Enhanced Yield Fund	Level 1		Level 2			Level 3
Investments in Long Securities:
U.S. Government Agencies	$	—	$	26,894,141		$	—
U.S. Government Obligations		—		17,862,336			—
Corporate Bonds		—		45,767,618			—
Foreign Corporate Bonds		—		6,840,760			—
Foreign Government Agencies		—		227,224			—
Foreign Government Obligations		—		2,675,780			—
Commercial Mortgage-Backed Securities		—		7,180,525			—
Municipal Bonds		—		1,092,044			—
Asset-Backed Securities		—		389,965			—
Investment of Cash Collateral for Securities Loaned		—		565,415			—
Total	$	—	$	109,495,808		$	—
Securities Sold Short:
U.S. Government Agencies		—		(560,719	)		—
Total - Net	$	—	$	108,935,089		$	—


U.S. Aggregate Bond Negative Duration Fund	Level 1		Level 2		Level 3
U.S. Government Agencies	$	—	$	3,647,704	$	—
U.S. Government Obligations		—		3,764,627		—
Corporate Bonds		—		3,136,316		—
Foreign Corporate Bonds		—		378,112		—
Foreign Government Agencies		—		133,609		—
Foreign Government Obligations		—		206,253		—
Supranational Bond		—		205,690		—
Commercial Mortgage-Backed Securities		—		585,241		—
Municipal Bond		—		154,506		—
Total	$	—	$	12,212,058	$	—
Unrealized Appreciation on Futures Contracts		15,243		—		—
Total - Net	$	15,243	$	12,212,058	$	—


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			123

Notes to Financial Statements (continued)


U.S. Aggregate Bond Zero Duration Fund		Level 1			Level 2			Level 3
Investments in Long Securities:
U.S. Government Agencies		$	—		$	7,645,811		$	—
U.S. Government Obligations			—			7,062,796			—
Corporate Bonds			—			6,314,261			—
Foreign Corporate Bonds			—			683,538			—
Foreign Government Obligations			—			326,760			—
Supranational Bond			—			532,571			—
Commercial Mortgage-Backed Securities	��		—			1,078,093			—
Municipal Bond			—			243,957			—
Total		$	—		$	23,887,787		$	—
Unrealized Appreciation on Futures Contracts			16,306			—			—
Unrealized Depreciation on Futures Contracts			(4,688	)		—			—
Securities Sold Short:
U.S. Government Agencies			—			(318,445	)		—
Total - Net		$	11,618		$	23,569,342		$	—


Floating Rate Treasury Fund	Level 1		Level 2		Level 3
U.S. Government Obligations	$	—	$	1,247,817	$	—


High Yield Bond Negative Duration Fund	Level 1		Level 2		Level 3
Corporate Bonds	$	—	$	8,417,751	$	—
Foreign Corporate Bonds		—		824,660		—
Investment of Cash Collateral for Securities Loaned		—		938,153		—
Total	$	—	$	10,180,564	$	—
Unrealized Appreciation on Futures Contracts		7,705		—		—
Total - Net	$	7,705	$	10,180,564	$	—


High Yield Bond Zero Duration Fund	Level 1		Level 2		Level 3
Corporate Bonds	$	—	$	11,713,792	$	—
Foreign Corporate Bonds		—		1,830,011		—
Investment of Cash Collateral for Securities Loaned		—		1,472,463		—
Total	$	—	$	15,016,266	$	—
Unrealized Appreciation on Futures Contracts		4,813		—		—
Total - Net	$	4,813	$	15,016,266	$	—


Emerging Markets Corporate Bond Fund	Level 1		Level 2		Level 3
Foreign Corporate Bonds	$	—	$	51,605,555	$	—
Foreign Government Agencies		—		2,696,958		—
Foreign Government Obligations		—		1,908,709		—
Investment of Cash Collateral for Securities Loaned		—		1,718,863		—
Total	$	—	$	57,930,085	$	—


124		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)


Emerging Markets Local Debt Fund	Level 1		Level 2			Level 3
Foreign Government Agencies	$	—	$	8,944,513		$	—
Foreign Government Obligations		—		289,912,509			—
Supranational Bonds		—		13,928,077			—
Repurchase Agreement		—		10,000,000			—
Total	$	—	$	322,785,099		$	—
Unrealized Appreciation on Foreign Currency Contracts		—		135,475			—
Unrealized Depreciation on Foreign Currency Contracts		—		(5,505	)		—
Total - Net	$	—	$	322,915,069		$	—


Japan Interest Rate Strategy Fund (consolidated)	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	5,148,782		$	—
Total	$	—	$	5,148,782		$	—
Unrealized Appreciation on Foreign Currency Contracts		—		13,718			—
Unrealized Depreciation on Foreign Currency Contracts		—		(268	)		—
Unrealized Appreciation on Futures Contracts		23,493		—			—
Total - Net	$	23,493	$	5,162,232		$	—


Strategic Corporate Bond Fund	Level 1		Level 2		Level 3
Corporate Bonds	$	—	$	4,229,218	$	—
Foreign Corporate Bonds		—		2,931,036		—
Foreign Government Obligations		—		167,625		—
Investment of Cash Collateral for Securities Loaned		—		315,043		—
Total	$	—	$	7,642,922	$	—
Unrealized Appreciation on Foreign Currency Contracts		—		2,941		—
Total - Net	$	—	$	7,645,863	$	—


Unconstrained Bond Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	759,121		$	—
Corporate Bonds		—		1,475,697			—
Foreign Corporate Bonds		—		658,552			—
Foreign Government Obligations		—		606,465			—
Commercial Mortgage-Backed Securities		—		348,264			—
Bank Loans		—		155,025			—
Investment of Cash Collateral for Securities Loaned		—		9,000			—
Total	$	—	$	4,012,124		$	—
Unrealized Appreciation on Foreign Currency Contracts		—		1,817			—
Unrealized Depreciation on Foreign Currency Contracts		—		(450	)		—
Unrealized Appreciation on Futures Contracts		2,010		—			—
Total - Net	$	2,010	$	4,013,491		$	—


CBOE S&P 500 PutWrite Strategy Fund	Level 1			Level 2		Level 3
U.S. Government Obligations	$	—		$	11,993,388	$	—
Total	$	—		$	11,993,388	$	—
Written Options		(168,750	)		—		—
Total - Net	$	(168,750	)	$	11,993,388	$	—


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			125

Notes to Financial Statements (continued)


Global Real Return Fund (consolidated)	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	1,337,751		$	—
Corporate Bonds		—			146,187			—
Foreign Corporate Bonds		—			208,274			—
Foreign Government Obligations		—			1,202,343			—
Exchange-Traded Funds		318,686			—			—
Investment of Cash Collateral for Securities Loaned		—			104,322			—
Total	$	318,686		$	2,998,877		$	—
Unrealized Appreciation on Foreign Currency Contracts		—			2,260			—
Unrealized Depreciation on Foreign Currency Contracts		—			(6,283	)		—
Unrealized Depreciation on Futures Contracts		(16,741	)		—			—
Total - Net	$	301,945		$	2,994,854		$	—


Managed Futures Strategy Fund (consolidated)	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	159,934,207		$	—
Total	$	—		$	159,934,207		$	—
Unrealized Appreciation on Foreign Currency Contracts		—			1,575,047			—
Unrealized Depreciation on Foreign Currency Contracts		—			(71,274	)		—
Unrealized Appreciation on Futures Contracts		928,833			—			—
Unrealized Depreciation on Futures Contracts		(3,283,287	)		—			—
Total - Net	$	(2,354,454	)	$	161,437,980		$	—

There were no Level 3 securities at or during the fiscal year or period ended August 31, 2016.

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

There were no transfers into or out of any fair value measurement levels during the fiscal year or period ended August 31, 2016.

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 fiscal year or period ended August 31, 2016 which are detailed in each Fund’s Schedule of Investments. All of the derivative instruments disclosed and described herein are subject to credit risk. Credit risk is where the financial condition of an issuer of a security or instrument may cause it to default or become unable to pay interest or principal due on the security or where the counterparty to a derivative contract might default on its obligations. The Funds’ derivative agreements contain credit-risk related contingent features which include, but are not limited to, a percentage decline in the Funds’ NAV over a specified time period. If an event occurred at August 31, 2016 that triggered a contingent feature, the counterparty to the agreement may require the Funds to post additional collateral or terminate the derivative positions and demand payment. Any collateral posted with respect to the derivative positions would be used to offset or reduce the payment. The maximum exposure to derivatives agreements with credit-risk related contingent features would be the total value of derivatives in net liability positions for each Fund, as disclosed on pages 135 and 136. During the fiscal year or period ended August 31, 2016, no event occurred that triggered a credit-risk-related contingent feature.


126		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)

As of August 31, 2016, collateral for derivative instruments was as follows:


	Value of Collateral Posted						Value of Collateral Received
Fund	Cash		Securities†		Total		Cash		Securities			Total
U.S. Dollar Bullish Fund	$	740,000	$	—	$	740,000	$	—	$	—		$	—
Chinese Yuan Strategy Fund		230,000		—		230,000		—		—			—
Emerging Currency Strategy Fund		—		—		—		—		556,985	*		556,985
U.S. Aggregate Bond Negative Duration Fund		381,666		—		381,666		—		—			—
U.S. Aggregate Bond Zero Duration Fund		219,259		—		219,259		—		—			—
High Yield Bond Negative Duration Fund		164,000		—		164,000		—		—			—
High Yield Bond Zero Duration Fund		70,401		—		70,401		—		—			—
Japan Interest Rate Strategy Fund (consolidated)		84,709		46,990		131,699		—		—			—
Unconstrained Bond Fund		35,003		—		35,003		—		—			—
CBOE S&P 500 PutWrite Strategy Fund		1,500,000		—		1,500,000		—		—			—
Global Real Return Fund (consolidated)		19,523		—		19,523		—		—			—
Managed Futures Strategy Fund (consolidated)		—		6,254,537		6,254,537		—		—			—

†

Securities collateral posted is reflected on the Schedules of Investments.

The securities collateral received is comprised entirely of U.S. Treasury securities.

As of August 31, 2016, the effects of such derivative instruments on each Fund’s financial position as reflected in the Statements of Assets and Liabilities are presented in the summary below:

Fund

Asset Derivatives

Liability Derivatives

Balance Sheet Location

Value

Balance Sheet Location

Value

U.S. Dollar Bullish Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

1,736,395

Unrealized depreciation on foreign currency contracts

283,108

Brazilian Real Strategy Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

678,578

Unrealized depreciation on foreign currency contracts

—

Chinese Yuan Strategy Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

264,644

Unrealized depreciation on foreign currency contracts

655,189

Commodity Currency Strategy Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

282,809

Unrealized depreciation on foreign currency contracts

31,068

Emerging Currency Strategy Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

512,790

Unrealized depreciation on foreign currency contracts

163,482

Indian Rupee Strategy Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

65,729

Unrealized depreciation on foreign currency contracts

—

Asia Local Debt Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

56,904

Unrealized depreciation on foreign currency contracts

880

Australia & New Zealand Debt Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

—

Unrealized depreciation on foreign currency contracts

2,754

U.S. Aggregate Bond Negative Duration Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

15,243

Unrealized depreciation on futures contracts*

—

U.S. Aggregate Bond Zero Duration Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

16,306

Unrealized depreciation on futures contracts*

4,688

High Yield Bond Negative Duration Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

7,705

Unrealized depreciation on futures contracts*

—

High Yield Bond Zero Duration Fund

Interest rate contracts

Unrealized appreciation on futures contracts*

4,813

Unrealized depreciation on futures contracts*

—


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			127

Notes to Financial Statements (continued)

Fund

Asset Derivatives

Liability Derivatives

Balance Sheet Location

Value

Balance Sheet Location

Value

Emerging Markets Local Debt Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

135,475

Unrealized depreciation on foreign currency contracts

5,505

Japan Interest Rate Strategy Fund (consolidated)

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

13,718

Unrealized depreciation on foreign currency contracts

268

Interest rate contracts

Unrealized appreciation on futures contracts*

23,493

Unrealized depreciation on futures contracts*

—

Strategic Corporate Bond Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

2,941

Unrealized depreciation on foreign currency contracts

—

Unconstrained Bond Fund

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

1,817

Unrealized depreciation on foreign currency contracts

450

Interest rate contracts

Unrealized appreciation on futures contracts*

2,010

Unrealized depreciation on futures contracts*

—

CBOE S&P 500 PutWrite Strategy Fund

Equity contracts

Written options, at value

168,750

Global Real Return Fund (consolidated)

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

2,260

Unrealized depreciation on foreign currency contracts

6,283

Commodity contracts

Unrealized appreciation on futures contracts*

—

Unrealized depreciation on futures contracts*

16,741

Managed Futures Strategy Fund (consolidated)

Foreign exchange contracts

Unrealized appreciation on foreign currency contracts

1,575,047

Unrealized depreciation on foreign currency contracts

71,274

Unrealized appreciation on futures contracts*

13,463

Unrealized depreciation on futures contracts*

35,137

Commodity contracts

Unrealized appreciation on futures contracts*

915,370

Unrealized depreciation on futures contracts*

2,991,009

Interest rate contracts

Unrealized appreciation on futures contracts*

—

Unrealized depreciation on futures contracts*

257,141

Includes cumulative appreciation (depreciation) of futures contracts as reported in each Fund’s Schedule of Investments. Only current day’s variation margin is reported within the Statements of Assets and Liabilities. Please see Note 2 (Futures Contracts) on page 132 for additional information regarding balance sheet location of balances associated with futures contracts.


128		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)

For the fiscal year or period ended August 31, 2016, the effect of derivative instruments on each Fund’s financial performance as reflected in the Statements of Operations are presented in the summary below:


Fund	Amount of Realized Gain or (Loss) on Derivatives Recognized¹			Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized²
U.S. Dollar Bullish Fund
Foreign exchange contracts	$	(12,894,542	)	$	3,123,286
Brazilian Real Strategy Fund
Foreign exchange contracts		2,069,033			2,470,533
Chinese Yuan Strategy Fund
Foreign exchange contracts		(4,009,068	)		3,410,144
Commodity Currency Strategy Fund
Foreign exchange contracts		(535,693	)		902,760
Emerging Currency Strategy Fund
Foreign exchange contracts		(736,349	)		3,115,738
Indian Rupee Strategy Fund
Foreign exchange contracts		50,631			463,753
Asia Local Debt Fund
Foreign exchange contracts		2,990			158,248
Australia & New Zealand Debt Fund
Foreign exchange contracts		517,547			(2,754	)
U.S. Aggregate Bond Negative Duration Fund
Interest rate contracts		(1,004,676	)		(92,336	)
U.S. Aggregate Bond Zero Duration Fund
Interest rate contracts		(799,181	)		(80,727	)
High Yield Bond Negative Duration Fund
Interest rate contracts		(718,094	)		(59,811	)
High Yield Bond Zero Duration Fund
Interest rate contracts		(79,142	)		(22,137	)
Emerging Markets Local Debt Fund
Foreign exchange contracts		(1,156,996	)		1,179,460
Japan Interest Rate Strategy Fund (consolidated)
Foreign exchange contracts		(260,555	)		46,595
Interest rate contracts		(212,306	)		62,277
Strategic Corporate Bond Fund
Foreign exchange contracts		5,700			15,499
Unconstrained Bond Fund
Foreign exchange contracts		2,171			3,799
Interest rate contracts		(127,767	)		(29,882	)
CBOE S&P 500 PutWrite Strategy Fund³
Equity contracts		550,386			(5,700	)
Global Real Return Fund (consolidated)
Foreign exchange contracts		91,474			(54,772	)
Commodity contracts		(2,330	)		(28,631	)
Interest rate contracts		17,156			—
Managed Futures Strategy Fund (consolidated)
Foreign exchange contracts		(2,057,728	)		2,181,709
Commodity contracts		5,904,493			(4,623,102	)
Interest rate contracts		660,530			(259,454	)

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


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

Includes the net realized gain (loss) on purchased options.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			129

Notes to Financial Statements (continued)

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


Equity contracts		Net change in unrealized appreciation (depreciation) from written options
Foreign exchange contracts		Net change in unrealized appreciation (depreciation) from futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies
Commodity contracts		Net change in unrealized appreciation (depreciation) from futures contracts
Interest rate contracts		Net change in unrealized appreciation (depreciation) from investment transactions**, futures contracts and written options

Includes the net change in unrealized appreciation (depreciation) on purchased options.

For the period February 24, 2016 (commencement of operations) through August 31, 2016.

During the fiscal year or period ended August 31, 2016, the volume of derivative activity (based on the average of month-end balances) for each Fund was as follows:


	Average Notional								Average Market Value
Fund	Forward foreign currency contracts (to deliver)		Forward foreign currency contracts (to receive)		Futures contracts (long)		Futures contracts (short)		Purchased options		Written options
U.S. Dollar Bullish Fund
Foreign exchange contracts	$	293,390,951	$	554,001,395	$	—	$	—	$	—	$	—
Brazilian Real Strategy Fund
Foreign exchange contracts		24,154,885		6,398,953		—		—		—		—
Chinese Yuan Strategy Fund
Foreign exchange contracts		67,786,661		14,614,298		—		—		—		—
Commodity Currency Strategy Fund
Foreign exchange contracts		7,783,173		2,589,216		—		—		—		—
Emerging Currency Strategy Fund
Foreign exchange contracts		70,513,374		24,881,641		—		—		—		—
Indian Rupee Strategy Fund
Foreign exchange contracts		15,859,192		4,840,010		—		—		—		—
Asia Local Debt Fund
Foreign exchange contracts		2,454,745		348,518		—		—		—		—
Australia & New Zealand Debt Fund
Foreign exchange contracts		23,282		824,062		—		—		—		—
U.S. Aggregate Bond Negative Duration Fund
Interest rate contracts		—		—		—		15,383,283		—		—
U.S. Aggregate Bond Zero Duration Fund
Interest rate contracts		—		—		—		21,538,548		—		—
High Yield Bond Negative Duration Fund
Interest rate contracts		—		—		—		10,181,246		—		—
High Yield Bond Zero Duration Fund
Interest rate contracts		—		—		—		11,490,232		—		—
Emerging Markets Local Debt Fund
Foreign exchange contracts		16,005,713		5,777,896		—		—		—		—
Japan Interest Rate Strategy Fund (consolidated)
Foreign exchange contracts		1,505,658		2,881,131		—		—		—		—
Interest rate contracts		—		—		—		4,574,179		—		—
Strategic Corporate Bond Fund
Foreign exchange contracts		4,107		564,001		—		—		—		—
Unconstrained Bond Fund
Foreign exchange contracts		161,942		160,274		—		—		—		—
Interest rate contracts		—		—		—		1,544,221		97		105
CBOE S&P 500 PutWrite Strategy Fund¹
Equity contracts		—		—		—		—		—		74,776
Global Real Return Fund (consolidated)
Commodity contracts		—		—		210,268		—		—		—
Foreign exchange contracts		163,451		1,198,139		—		—		—		—
Interest rate contracts		—		—		—		67,091		—		—


130		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)


	Average Notional								Average Market Value
Fund	Forward foreign currency contracts (to deliver)		Forward foreign currency contracts (to receive)		Futures contracts (long)		Futures contracts (short)		Purchased options		Written options
Managed Futures Strategy Fund (consolidated)
Commodity contracts	$	—	$	—	$	32,021,744	$	53,401,294	$	—	$	—
Foreign exchange contracts		42,445,900		23,625,634		22,468,429		26,485,354		—		—
Interest rate contracts		—		—		25,523,760		5,396,808		—		—

For the period February 24, 2016 (commencement of operations) through August 31, 2016.

Investment Transactions and Investment Income — Investment transactions are recorded as of the date that the securities are purchased or sold (trade date). Realized gains and losses on sales of portfolio securities are calculated using the identified-cost method. Interest income including amortization of premiums, net of any foreign taxes withheld and discounts is accrued daily. Dividend income is recognized on the ex-dividend date.

Foreign Currency Translation — The accounting records of the Funds are maintained in U.S. dollars. Foreign currencies, as well as investment securities and other assets and liabilities denominated in foreign currencies, are translated into U.S. dollars using exchange rates prevailing on the respective dates of such transactions that are deemed appropriate by WTAM. Realized and unrealized foreign exchange gains and losses on investments are included as a component of net realized gain (loss) from investment transactions and net change in unrealized appreciation (depreciation) from investment transactions, respectively, on the Statements of Operations. Net realized and unrealized foreign exchange gains or losses arising from sales of foreign currencies, including gains and losses of foreign currency contracts, currency gains or losses recognized between the trade and settlement dates on investment transactions, and the difference between the amounts of dividends/interest and foreign withholding taxes recorded on the Funds’ books and the U.S. dollar equivalent of the amounts actually received or paid are included in net realized gain (loss) from foreign currency contracts and foreign currency related transactions and/or net change in unrealized appreciation (depreciation) from foreign currency contracts and translation of assets and liabilities denominated in foreign currencies in the Statements of Operations. Certain foreign exchange gains and losses included in realized and unrealized gains or losses are included in, or are a reduction of, ordinary income in accordance with U.S. Federal income tax regulations.

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

Under the investment advisory agreement for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other fees, charges, taxes, levies or expenses (such as stamp taxes) incurred in connection with the execution of portfolio transactions or in connection with creation and redemption transactions (including without limitation any fees, charges, taxes, levies or expenses related to the purchase or sale of an amount of any currency, or the partition or repatriation of any security or other asset, related to the execution of portfolio transactions or any creation or redemption transactions); (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of each Independent Trustee; (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s CCO; (vi) extraordinary expenses (in each case as determined by a majority of the Independent Trustees); (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (viii) interest and taxes of any kind or nature (including, but not limited to, income, excise, transfer and withholding taxes); (ix) fees and expenses related to the provision of securities lending services; and (x) the advisory fee payable to WTAM.

The internal expenses of pooled investment vehicles in which the Funds may invest (acquired fund fees and expenses) are not expenses of the Funds and are not paid by WTAM.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			131

Notes to Financial Statements (continued)

Repurchase Agreements — Each Fund may enter into repurchase agreements with counterparties that are deemed to present acceptable credit risks. A repurchase agreement is a transaction in which a Fund acquires securities or other obligations as collateral from a commercial bank or securities broker-dealer and simultaneously commits to resell them to the counterparty at an agreed-upon date or upon demand and at a price reflecting a market rate of interest unrelated to the coupon rate or maturity of the acquired obligations. This is designed to result in a fixed rate of return for the Fund insulated from market fluctuations during the holding period. Each Fund maintains custody of the acquired collateral prior to their repurchase, either through its regular custodian or through a special “tri-party” custodian or sub-custodian that maintains separate accounts for both the Fund and the counterparty. Because repurchase agreements are collateralized by securities, they are subject to market and credit risk on the acquired collateral in addition to counterparty credit risk. The acquired collateral is valued on a daily basis at fair value to ensure that the value, including accrued interest, is at least equal to the repurchase price. If the acquired collateral declines in value and becomes less than the repurchase price, plus any agreed-upon additional amount, the counterparty must provide additional collateral so that at all times the collateral value is at least equal to the repurchase price plus any agreed-upon additional amount. In the event of default of the obligation to repurchase, a Fund has the right to liquidate the collateral and apply the proceeds in satisfaction of the obligations. Under certain circumstances, in the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings.

Forward Foreign Currency Contracts — The Currency Strategy Funds, except the U.S. Dollar Bullish Fund, utilized forward foreign currency contracts (“Forward Contract”) to obtain net long exposure to foreign currencies consistent with each Currency Strategy Fund’s investment objective. The U.S. Dollar Bullish Fund utilized Forward Contracts to obtain net short exposure to foreign currencies consistent with its investment objective. The Japan Interest Rate Strategy Fund utilized Forward Contracts to obtain net short exposure to the Japanese Yen consistent with its investment objective. The Global Real Return Fund utilized Forward Contracts as hedges to offset some of its currency risk from positions in international bonds and international equities. The Managed Futures Strategy Fund utilized Forward Contracts to obtain net long exposure to the Japanese Yen consistent with its investment objective. A Forward Contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. These contracts are principally traded in the inter-bank market conducted directly between currency traders (usually large, commercial banks) and their customers. A Forward Contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades. However, if a Fund is in an unrealized loss position on a Forward Contract, it may be required to pledge collateral (or additional collateral) to the counterparty. If a Fund is in an unrealized gain position on a Forward Contract, it may receive collateral from the counterparty.

Risks may arise upon entering into Forward Contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar or each other.

Fluctuations in the value of open Forward Contracts are recorded for book purposes as unrealized gains or losses on Forward Contracts by the Funds. Realized gains and losses on Forward Contracts include net gains or losses recognized by the Funds on contracts which have matured or were sold.

Futures Contracts — The Duration Funds and the Unconstrained Bond Fund utilized futures contracts to obtain short exposure to U.S. Treasury bonds to hedge against a rise in interest rates. The Japan Interest Rate Strategy Fund utilized futures contracts to obtain short exposure to Japan government bonds to hedge against a rise in interest rates. The Global Real Return Fund utilized futures contracts to obtain long exposure to commodities to hedge inflation risk. The Managed Futures Strategy Fund utilized futures contracts to obtain long and short exposures to currencies, commodities and interest rates consistent with its investment objective. When a Fund purchases a listed futures contract, it agrees to purchase a specified reference asset (e.g., commodity, currency or Treasury security) at a specified future date. When a Fund sells a listed futures contract, it agrees to sell a specified reference asset (e.g., commodity, currency or Treasury security) at a specified future date. The price at which the purchase and sale will take place is fixed when the Fund enters into the contract. The exchange clearing corporation is the ultimate counterparty for all exchange-listed contracts, so credit risk is limited to the creditworthiness of the exchange’s clearing corporation.

Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or government securities equal to a certain percentage of the contract amount. This amount is known as the “initial margin”. Subsequent payments, known as “variation margin”, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts payments may be made or received at settlement. Such variation margin is recorded for financial statement purposes on a daily basis as an unrealized gain or loss on futures until the financial futures contract is closed, at which time the net gain or loss is reclassified to realized gain or loss on futures. The current one-day variation margin on open futures contracts is shown on the Statements of Assets and Liabilities as either a receivable or a payable for “Net variation margin on futures contracts”. The prior variation margins on both open and closed futures contracts are shown in the Statements of Assets and Liabilities, in whole or in part, as a component of, or an offset to, “Cash”, “Deposits at broker for futures contracts”, and/or “Foreign currency deposits at broker for futures contracts”. When a Fund purchases or sells a futures contract, the Fund is required to “cover” its position in order to limit the risk associated with the use of


132		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)

leverage and other related risks. To cover its position, a Fund will segregate assets consisting of, or take other measures with respect to, cash or liquid securities that, when added to any amounts deposited with a futures commission merchant as margin, will “cover” its position in a manner consistent with the 1940 Act or the rules and SEC interpretations thereunder. This will function as a practical limit on the amount of leverage which a Fund may undertake and on the potential increase in the speculative character of a Fund’s outstanding portfolio securities.

Options Contracts — The Unconstrained Bond Fund and the CBOE S&P 500 PutWrite Strategy Fund (the “Funds”) may purchase or write put or call options. The CBOE S&P 500 PutWrite Strategy Fund utilized option contracts by writing put options on the S&P 500 Index consistent with its investment objective. The Unconstrained Bond Fund utilized purchased options and written options on U.S. Treasury futures contracts to manage interest rate risk. A put option gives the purchaser of the option the right to sell, and the writer of the option the obligation to buy, the underlying security or financial instrument. A call option gives the purchaser of the option the right to buy, and the writer of the option the obligation to sell, the underlying security or financial instrument. A premium is paid to the writer of an option as consideration for undertaking the obligation in the contract. The Funds may purchase and write options on an exchange or over the counter (“OTC”). OTC options differ from exchange-traded options in several respects. They are transacted directly with dealers and not with a clearing corporation, and therefore entail the risk of non-performance by the dealer. OTC options are available for a greater variety of securities and for a wider range of expiration dates and exercise prices than are available for exchange-traded options. Because OTC options are not traded on an exchange, pricing is done normally by reference to information from a market maker.

When a Fund purchases an option, an amount equal to the premium paid by the Fund is recorded as an asset on the Statements of Assets and Liabilities, the value of which is marked-to-market to reflect the current market value of the option purchased. If the purchased option expires, the Fund realizes a loss equal to the amount of premium paid. When a security or financial instrument is purchased or sold through the exercise of an option, the related premium paid is added to the basis of the security or financial instrument acquired or deducted from the proceeds of the security or financial instrument sold.

When a Fund writes an option, an amount equal to the premium received by the Fund is recorded as a liability on the Statements of Assets and Liabilities, the value of which is marked-to-market daily to reflect the current market value of the option written. If the option expires, the premium received is recorded as a realized gain. When a written call option is exercised, the difference between the premium received plus the option exercise price and the Fund’s basis in the underlying security (in the case of a covered written call option), or the cost to purchase the underlying security (in the case of an uncovered written call option), including brokerage commission, is recognized as a realized gain or loss. When a written put option is exercised, the amount of the premium received is subtracted from the cost of the security purchased by the Fund from the exercise of the written put option to form the Fund’s basis in the underlying security purchased.

The purchaser or writer of an option may close the position before the exercise of the option by entering into a closing transaction. In the case of a written option, the cost of a closing transaction is deducted from the original premium received resulting in a realized gain or loss to the Funds. With respect to a purchased option, the original premium paid is deducted from the proceeds received from a closing transaction resulting in a realized gain or loss to the Funds.

Written options may constitute a fair value guarantee on a financial asset under the provisions of FASB Codification Topic 460 — Guarantees. The Fund’s maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At August 31, 2016, the CBOE S&P PutWrite Strategy Fund’s maximum payout for written put options was $16,350,000. At August 31, 2016, the Unconstrained Bond Fund did not have any open written put options. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered. At August 31, 2016, the Funds did not have any open written call options.

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.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			133

Notes to Financial Statements (continued)

For the fiscal year or period ended August 31, 2016, transactions for written options were as follows:


	Unconstrained Bond Fund						CBOE S&P 500 PutWrite Strategy Fund
	Amount of Premiums			Contracts			Amount of Premiums			Contracts
Balance at August 31, 2015¹	$	797			3		$	—			—
Options written		1,453			3			843,090			324
Options closed		(2,156	)		(4	)		(680,040	)		(249	)
Options expired		(94	)		(2	)		—			—
Options exercised		—			—			—			—
Balance at August 31, 2016	$	—			—		$	163,050			75

CBOE S&P 500 PutWrite Strategy Fund commenced operations on February 24, 2016.

Bank Loans — The Unconstrained Bond Fund (the “Fund”) may invest in bank loans (including senior loans). Bank loans are typically arranged through private negotiations in connection with recapitalizations, acquisitions, and refinancings. Bank loans between a company or a non-U.S. government and one or more financial institutions (lenders) may include institutionally traded floating and fixed rate debt obligations. Bank loans are generally acquired as a participation interest in, or assignment of, loans originated by U.S. or foreign commercial banks, insurance companies, finance companies or other financial institutions that have made loans or are members of a lending syndicate or from other holders of loan interests. Bank loans are subject to the credit risk of the underlying borrower and the risk of default in the payment of interest or principal on a loan. These loans typically involve borrowers with low credit ratings whose financial conditions are troubled or uncertain, including companies that are highly leveraged or in bankruptcy proceedings. Such loans may be vulnerable to adverse changes in economic or market conditions. Bank loans generally (but not always) hold the most senior position in the capital structure of a borrower and are often secured with collateral. If, however, bank loans are uncollateralized and/or subordinate to more senior creditors then the bank loans will be subject to a greater risk of nonpayment.

The Fund generally will have no right to enforce compliance by the borrower with the terms of the loan agreement relating to the loan, nor any rights of set-off against the borrower, and the Fund may not benefit directly from any collateral supporting the loan in which it has purchased the bank loan interest. As a result, the Fund will assume the credit risk of both the borrower and the lender that is selling the bank loan interest.

In addition, loans are generally subject to liquidity risk. The Fund may have difficulty disposing of bank loans because, in certain cases, the market for such instruments is not highly liquid. The lack of a highly liquid secondary market may have an adverse impact on the value of such instruments and on the Fund’s ability to dispose of the bank loan in response to a specific economic event, such as deterioration in the creditworthiness of the borrower. Other risks associated with investing in bank loans include prepayment risk, extension risk, restrictions on resale, and the lack of publicly available information.

Securities Lending — Each Fund may lend portfolio securities to certain creditworthy borrowers, including the Funds’ securities lending agent. It is the Funds’ policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral in the form of cash and/or high-grade debt obligations, equivalent to at least 100% of the market value of securities, is maintained at all times. The cash collateral can be invested in certain money market mutual funds which also have exposure to the fluctuations of the market. The values of the investments of cash collateral for securities on loan along with the obligations to return such collateral are included on the Statements of Assets and Liabilities. The total value of securities received as collateral for securities on loan is included in a footnote following each Schedule of Investments, but is not included within the Statements of Assets and Liabilities because the receiving Fund does not have the right to sell or repledge the securities received as collateral. Each Fund receives compensation for lending its securities from interest or dividends earned on the cash or U.S. government securities held as collateral, net of fee rebates paid to the borrower plus reasonable administrative and custody fees, all of which are included in the securities lending income earned by the Funds and disclosed on the Statements of Operations. The dividend and interest income earned on the securities loaned is accounted for in the same manner as other dividend and interest income. The borrower pays to the Funds an amount equal to any dividends or interest received on loaned securities. Dividends received while a security is out on loan are not considered Qualified Dividend Income (“QDI”) under the specific criteria issued by the Internal Revenue Service and are subject to taxation at the shareholder’s ordinary income tax rate instead of the lower long-term capital gains tax rate. Lending portfolio securities could result in a loss or delay in recovering each Fund’s securities if the borrower defaults.

Master Netting Arrangements — ASU No. 2011-11 “Disclosures about Offsetting Assets and Liabilities” (“ASU 2011-11”) is generally intended to (i) help investors and other financial statement users to better assess the effect or potential effect of offsetting arrangements on a company’s financial position, (ii) improve transparency in the reporting of how companies mitigate credit risk, and (iii) facilitate comparisons between those entities that prepare their financial statements on the basis of GAAP and those entities that prepare their financial statements on the basis of international financial reporting standards. ASU 2011-11 requires entities to


134		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)

disclose (i) gross and net information about both instruments and transactions eligible for offset in the financial statements, and (ii) instruments and transactions subject to an agreement similar to a master netting agreement. ASU 2011-11 is limited in scope to the following financial instruments, to the extent they are offset in the financial statements or subject to an enforceable master netting arrangement or similar agreement: (i) recognized derivative instruments accounted for under ASC 815 (Derivatives and Hedging); (ii) repurchase agreements and reverse repurchase agreements; and (iii) securities borrowing and securities lending transactions.

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

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

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

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

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

For financial reporting purposes, the Funds elect to not offset assets and liabilities subject to an ISDA Master Agreement, Master Repurchase Agreement or Lending Agreement, if any, in the Statements of Assets and Liabilities. Therefore, all qualifying transactions are presented on a gross basis in the Statements of Assets and Liabilities. As of August 31, 2016, the impact of netting of assets and liabilities and the offsetting of collateral pledged or received based on contractual netting/set-off provisions in the ISDA Master Agreement, Master Repurchase Agreement and the Lending Agreement are detailed in the following table:


	Assets										Liabilities
	Gross Amounts in the Statements of Assets and Liabilities		Gross Amounts Not Offset in the Statements of Assets and Liabilities								Gross Amounts in the Statements of Assets and Liabilities		Gross Amounts Not Offset in the Statements of Assets and Liabilities
Fund	Gross Amounts in the Statements of Assets and Liabilities		Financial Instruments			Collateral Received			Net Amount		Gross Amounts in the Statements of Assets and Liabilities		Financial Instruments			Collateral Posted			Net Amount
U.S. Dollar Bullish Fund
Foreign Currency Contracts	$	1,736,395	$	(201,389	)	$	—		$	1,535,006	$	283,108	$	(201,389	)	$	—		$	81,719
Brazilian Real Strategy Fund
Repurchase Agreements		3,769,000		—			(3,769,000	)¹		—		—		—			—			—
Foreign Currency Contracts		678,578		—			—			678,578		—		—			—			—
Chinese Yuan Strategy Fund
Repurchase Agreements		15,200,000		—			(15,200,000	)¹		—		—		—			—			—
Foreign Currency Contracts		264,644		(39,164	)		—			225,480		655,189		(39,164	)		(76,150	)¹		539,875


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			135

Notes to Financial Statements (continued)


	Assets										Liabilities
	Gross Amounts in the Statements of Assets and Liabilities		Gross Amounts Not Offset in the Statements of Assets and Liabilities								Gross Amounts in the Statements of Assets and Liabilities		Gross Amounts Not Offset in the Statements of Assets and Liabilities
Fund	Gross Amounts in the Statements of Assets and Liabilities		Financial Instruments			Collateral Received			Net Amount		Gross Amounts in the Statements of Assets and Liabilities		Financial Instruments			Collateral Posted		Net Amount
Commodity Currency Strategy Fund
Repurchase Agreements	$	1,585,000	$	—		$	(1,585,000	)¹	$	—	$	—	$	—		$	—	$	—
Foreign Currency Contracts		282,809		(23,294	)		—			259,515		31,068		(23,294	)		—		7,774
Emerging Currency Strategy Fund
Repurchase Agreements		13,800,000		—			(13,800,000	)¹		—		—		—			—		—
Foreign Currency Contracts		512,790		(76,090	)		(260,545	)¹		176,155		163,482		(76,090	)		—		87,392
Indian Rupee Strategy Fund
Repurchase Agreements		3,378,000		—			(3,378,000	)¹		—		—		—			—		—
Foreign Currency Contracts		65,729		—			—			65,729		—		—			—		—
Asia Local Debt Fund
Securities Lending		736,981		—			(736,981	)¹		—		—		—			—		—
Repurchase Agreements		2,000,000		—			(2,000,000	)¹		—		—		—			—		—
Foreign Currency Contracts		56,904		—			—			56,904		880		—			—		880
Australia & New Zealand Debt Fund
Foreign Currency Contracts		—		—			—			—		2,754		—			—		2,754
U.S. Aggregate Bond Enhanced Yield Fund
Securities Lending		547,977		—			(547,977	)¹		—		—		—			—		—
High Yield Bond Negative Duration Fund
Securities Lending		904,383		—			(904,383	)¹		—		—		—			—		—
High Yield Bond Zero Duration Fund
Securities Lending		1,423,506		—			(1,423,506	)¹		—		—		—			—		—
Emerging Markets Corporate Bond Fund
Securities Lending		1,662,238		—			(1,662,238	)¹		—		—		—			—		—
Emerging Markets Local Debt Fund
Repurchase Agreements		10,000,000		—			(10,000,000	)¹		—		—		—			—		—
Foreign Currency Contracts		135,475		(3,365	)		—			132,110		5,505		(3,365	)		—		2,140
Japan Interest Rate Strategy Fund (consolidated)
Foreign Currency Contracts		13,718		—			—			13,718		268		—			—		268
Strategic Corporate Bond Fund
Securities Lending		307,004		—			(307,004	)¹		—		—		—			—		—
Foreign Currency Contracts		2,941		—			—			2,941		—		—			—		—
Unconstrained Bond Fund
Securities Lending		83,209		—			(83,209	)¹		—		—		—			—		—
Foreign Currency Contracts		1,817		(450	)		—			1,367		450		(450	)		—		—
Global Real Return Fund (consolidated)
Securities Lending		101,846		—			(101,846	)¹		—		—		—			—		—
Foreign Currency Contracts		2,260		(2,260	)		—			—		6,283		(2,260	)		—		4,023
Managed Futures Strategy Fund (consolidated)
Foreign Currency Contracts		1,575,047		(12,639	)		—			1,562,408		71,274		(12,639	)		—		58,635

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

Short-Term Investments — Each Fund may invest a portion of its assets in high-quality money market instruments on an ongoing basis to provide liquidity or for other reasons. The instruments include short-term obligations issued by the U.S. government, its agencies, non-U.S. government agencies, negotiable certificates of deposit (“CDs”), fixed time deposits and bankers’ acceptances of U.S. and foreign banks and similar institutions, commercial papers, repurchase agreements and money market funds. CDs are short-term negotiable obligations of commercial banks. Time deposits are non-negotiable deposits maintained in banking institutions for specified periods of time at stated interest rates. Banker’s acceptances are time drafts drawn on commercial banks by borrowers, usually in connection with international transactions.

To-be-announced Transactions — U.S. Aggregate Bond Enhanced Yield Fund, U.S. Aggregate Bond Negative Duration Fund and U.S. Aggregate Bond Zero Duration 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


136		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)

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 U.S. Aggregate Bond Enhanced Yield Fund, U.S. Aggregate Bond Negative Duration Fund and U.S. Aggregate Bond Zero Duration Fund will take delivery of pools, but instead will participate in rolling TBA Transactions whereby instead of receiving pools on the purchase settlement date, the position is offset by a current sale of the TBA security with a simultaneous forward purchase of a substantially similar TBA security (i.e. same type, coupon, maturity) to settle on a specified future date.

Short Sale Transactions — Each Fund may enter into “short sale” transactions in which a Fund sells a security that it does not own in anticipation of a decline in the market price of that security. When a Fund enters into a short sale transaction, the Fund will borrow the security and deliver it to the counterparty to which the Fund sold the security short. An amount equal to the proceeds received by the Fund is reflected as an asset and an equivalent liability in the Statement of Assets and Liabilities. The amount of the liability is subsequently marked-to-market to reflect the current market value of the securities sold short. Any interest or dividends that accrue on the securities borrowed are shown as an interest expense or dividend expense in the Statement of Operations of the Fund. A realized gain, limited to the proceeds received at which the Fund sold the security short, or a realized loss, unlimited as to the dollar amount, will be recognized upon the termination of a short sale if the cost to close out the short sale transaction is either less than (in the case of a gain) or greater than (in the case of a loss) the proceeds received. The risk of loss on a short sale transaction is potentially unlimited unlike the risk of loss on a long position, which is limited to the amount paid for the investment plus transaction costs. Funds entering into short sale transactions are exposed to the risk that they may be unable to close out a short sale position at any particular time or at an acceptable price.

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

3. ADVISORY FEES AND OTHER TRANSACTIONS WITH AFFILIATES

WTAM has overall responsibility for the general management and administration of the Trust. WTAM provides an investment program for each Fund. WTAM has arranged for Mellon Capital Management Corporation (‘‘MCM’’) to provide sub-advisory services to the Funds, except for Brazilian Real Strategy Fund, Emerging Markets Corporate Bond Fund, Strategic Corporate Bond Fund, Unconstrained Bond Fund, Japan Interest Rate Strategy Fund and Global Real Return Fund which are sub-advised by Western Asset Management Company and certain affiliates (‘‘WAMCO’’). MCM and WAMCO are compensated by WTAM at no additional cost to the Funds. WTAM also arranges for transfer agency, custody, fund accounting, fund administration, securities lending and all other non-distribution related services necessary for the Funds to operate, which are generally under separate agreements entered into between the Trust on behalf of the Funds and the applicable service provider. Under the investment advisory agreement for each Fund, WTAM agrees to pay all expenses of the Funds, except for certain expenses described in Note 2.

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


Fund	Advisory Fee Rate
U.S. Dollar Bullish Fund		0.50	%
Brazilian Real Strategy Fund		0.45	%


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			137

Notes to Financial Statements (continued)


Fund	Advisory Fee Rate
Chinese Yuan Strategy Fund		0.45	%
Commodity Currency Strategy Fund		0.55	%
Emerging Currency Strategy Fund		0.55	%
Indian Rupee Strategy Fund		0.45	%
Asia Local Debt Fund		0.55	%
Australia & New Zealand Debt Fund		0.45	%¹
U.S. Aggregate Bond Enhanced Yield Fund		0.20	%*
U.S. Aggregate Bond Negative Duration Fund		0.28	%
U.S. Aggregate Bond Zero Duration Fund		0.23	%
Floating Rate Treasury Fund		0.20	%*
High Yield Bond Negative Duration Fund		0.48	%
High Yield Bond Zero Duration Fund		0.43	%
Emerging Markets Corporate Bond Fund		0.60	%
Emerging Markets Local Debt Fund		0.55	%
Japan Interest Rate Strategy Fund (consolidated)		0.50	%
Strategic Corporate Bond Fund		0.50	%*
Unconstrained Bond Fund		0.60	%*
CBOE S&P 500 PutWrite Strategy Fund		0.44	%*
Global Real Return Fund (consolidated)		0.60	%
Managed Futures Strategy Fund (consolidated)		0.75	%²

WTAM has contractually agreed to limit the advisory fee to 0.12%, 0.15%, 0.45%, 0.55% and 0.38% per annum based on the average daily net assets for U.S. Aggregate Bond Enhanced Yield Fund, Floating Rate Treasury Fund, Strategic Corporate Bond Fund, Unconstrained Bond Fund and CBOE S&P 500 PutWrite Strategy Fund, respectively, through December 31, 2016, unless earlier terminated by the Board of Trustees of the Trust for any reason.

Effective November 10, 2015, WTAM has voluntarily agreed to waive 0.15% of its management fee. This voluntary waiver may be reduced or discontinued at any time without notice.

From September 1, 2015 through June 29, 2016 the advisory fee rate was 0.95% and 0.75% thereafter. WTAM has contractually agreed to limit the advisory fee to 0.65% effective June 30, 2016 through December 31, 2017, unless earlier terminated by the Board of Trustees of the Trust for any reason.

Each Fund may purchase shares of affiliated ETFs in secondary market transactions to reduce cash balances. For these transactions, WTAM waives its advisory fees for each Fund’s investment in affiliated funds. The waivers may be reduced to offset the incremental costs related to these investments (fund accounting, safekeeping, transaction fees, etc.) that are paid by WTAM out of its advisory fee. The dollar amount of advisory fees waived during the period for the Funds, if any, are shown in the Statements of Operations.

Affiliated holdings are funds which are managed by, or an affiliate of, WTAM. Transactions with affiliated funds during the fiscal year ended August 31, 2016 are as follows:


Fund	Value at 8/31/2015		Purchases/ Additions		Sales/ Reductions			Value at 8/31/2016		Dividend Income
Global Real Return Fund (consolidated)
WisdomTree Emerging Markets High Dividend Fund	$	18,225	$	—	$	—		$	18,825	$	783
WisdomTree Global Natural Resources Fund		100,050		—		—			98,850		3,053
WisdomTree High Dividend Fund		188,794		—		21,734			201,011		7,112
Total	$	307,069	$	—	$	21,734	��	$	318,686	$	10,948

During the fiscal year ended August 31, 2016, the U.S. Dollar Bullish Fund received a voluntary reimbursement of $80,068 from MCM for investment losses on certain foreign exchange transactions and the Japan Interest Rate Strategy Fund (consolidated) received a voluntary reimbursement of $26,020 from WAMCO for investment losses on certain foreign exchange transactions.

4. CAPITAL SHARE TRANSACTIONS

As of August 31, 2016, there were an unlimited number of $0.001 par value shares of beneficial interest authorized by the Trust. Shares are issued and redeemed by each Fund only in creation units or multiples thereof. Except when aggregated in creation units, shares of each Fund are not redeemable. Transactions in shares for each Fund are disclosed in detail in the Statements of Changes in Net Assets. Generally, Funds issue and redeem shares on a cash basis, however, shares may also be issued or redeemed in kind. Investors purchasing and redeeming creation units may be charged a purchase transaction fee and a redemption transaction fee to offset transfer and other transaction costs associated with the issuance and redemption of creation units.


138		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)

5. INVESTMENT PORTFOLIO TRANSACTIONS

Purchases and sales of investments (excluding purchases and sales resulting from in-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting from in-kind capital share transactions (excluding short-term investments) for the fiscal year or period ended August 31, 2016 are shown in the following table. Realized gains and losses on sales resulting from in-kind capital share redemptions, as shown on the Statements of Operations, are not recognized by the Funds for tax purposes.


	Non-U.S. Government Securities				U.S. Government Securities				In-kind Capital Share Transactions
Fund	Purchases		Sales		Purchases		Sales		Purchases		Sales
U.S. Dollar Bullish Fund	$	—	$	—	$	—	$	—	$	—	$	—
Brazilian Real Strategy Fund		—		—		—		—		—		—
Chinese Yuan Strategy Fund		—		—		—		—		—		—
Commodity Currency Strategy Fund		—		—		—		—		—		—
Emerging Currency Strategy Fund		—		—		—		—		—		—
Indian Rupee Strategy Fund		—		—		—		—		—		—
Asia Local Debt Fund		7,412,318		19,350,352		—		—		—		2,681,222
Australia & New Zealand Debt Fund		110,660,403		70,257,267		—		—		—		3,027,380
U.S. Aggregate Bond Enhanced Yield Fund		30,349,521		12,466,366		90,016,681		64,152,353		55,615,795		—
U.S. Aggregate Bond Negative Duration Fund		1,497,556		3,419,748		29,447,604		32,451,498		—		—
U.S. Aggregate Bond Zero Duration Fund		1,256,881		2,434,984		54,503,756		58,018,992		—		—
Floating Rate Treasury Fund		—		—		1,961,548		1,963,240		—		—
High Yield Bond Negative Duration Fund		5,829,971		4,221,958		—		—		—		3,743,419
High Yield Bond Zero Duration Fund		6,289,923		5,816,083		—		—		—		6,437,797
Emerging Markets Corporate Bond Fund		19,414,393		12,498,206		—		—		—		26,995,743
Emerging Markets Local Debt Fund		178,043,470		222,732,864		—		—		63,913,500		164,551,577
Japan Interest Rate Strategy Fund (consolidated)		—		—		—		—		—		—
Strategic Corporate Bond Fund		2,483,840		2,256,688		220,036		278,378		—		—
Unconstrained Bond Fund		729,775		1,205,321		641,899		799,741		—		—
CBOE S&P 500 PutWrite Strategy Fund¹		—		—		—		—		—		—
Global Real Return Fund (consolidated)		74,475		78,706		49,938		102,439		—		—
Managed Futures Strategy Fund (consolidated)		—		—		—		—		—		—

For the period February 24, 2016 (commencement of operations) through August 31, 2016.

6. FEDERAL INCOME TAXES

At August 31, 2016, the cost of investments (including securities on loan) for Federal income tax purposes was as follows:


Fund	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation/ (Depreciation)
U.S. Dollar Bullish Fund	$	233,255,144	$	4,027	$	—		$	4,027
Brazilian Real Strategy Fund		22,767,539		472		—			472
Chinese Yuan Strategy Fund		48,737,048		678		—			678
Commodity Currency Strategy Fund		4,734,697		70		—			70
Emerging Currency Strategy Fund		41,280,266		497		—			497
Indian Rupee Strategy Fund		10,630,303		160		—			160
Asia Local Debt Fund		27,246,008		334,527		(2,074,110	)		(1,739,583	)
Australia & New Zealand Debt Fund		149,046,943		6,923,203		(1,648,076	)		5,275,127
U.S. Aggregate Bond Enhanced Yield Fund		105,677,403		3,868,538		(50,133	)		3,818,405


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			139

Notes to Financial Statements (continued)


Fund	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation/ (Depreciation)
U.S. Aggregate Bond Negative Duration Fund	$	11,751,312	$	468,631	$	(7,885	)	$	460,746
U.S. Aggregate Bond Zero Duration Fund		23,137,151		778,653		(28,017	)		750,636
Floating Rate Treasury Fund		1,246,280		1,537		—			1,537
High Yield Bond Negative Duration Fund		10,118,206		285,491		(223,133	)		62,358
High Yield Bond Zero Duration Fund		14,846,679		415,691		(246,104	)		169,587
Emerging Markets Corporate Bond Fund		57,250,902		2,888,032		(2,208,849	)		679,183
Emerging Markets Local Debt Fund		364,482,470		6,065,904		(47,763,275	)		(41,697,371	)
Japan Interest Rate Strategy Fund (consolidated)		5,698,772		28		(351,460	)		(351,432	)
Strategic Corporate Bond Fund		7,399,990		362,741		(119,809	)		242,932
Unconstrained Bond Fund		3,829,480		231,602		(48,958	)		182,644
CBOE S&P 500 PutWrite Strategy Fund		11,992,512		876		—			876
Global Real Return Fund (consolidated)		4,562,351		92,104		(984,059	)		(891,955	)
Managed Futures Strategy Fund (consolidated)		215,019,943		2,708		(53,307,244	)		(53,304,536	)

At August 31, 2016, the components of accumulated earnings/(loss) on a tax-basis were as follows:


Fund	Undistributed Ordinary Income		Undistributed Capital and Other Gains/ (Losses)			Net Unrealized Appreciation/ (Depreciation)			Currency and Other Unrealized Appreciation/ (Depreciation)			Total Accumulated Earnings/ (Losses)
U.S. Dollar Bullish Fund	$	—	$	(10,155,999	)	$	4,027		$	—		$	(10,151,972	)
Brazilian Real Strategy Fund		—		(99,916,064	)		472			—			(99,915,592	)
Chinese Yuan Strategy Fund		—		(2,636,665	)		678			(1	)		(2,635,988	)
Commodity Currency Strategy Fund		—		(8,296,265	)		68			1			(8,296,196	)
Emerging Currency Strategy Fund		—		(48,625,186	)		497			31,996			(48,592,693	)
Indian Rupee Strategy Fund		—		(2,231,529	)		160			—			(2,231,369	)
Asia Local Debt Fund		—		(8,661,841	)		(1,739,583	)		28,334			(10,373,090	)
Australia & New Zealand Debt Fund		—		(2,684,613	)		5,275,127			10,014			2,600,528
U.S. Aggregate Bond Enhanced Yield Fund		435,306		961			3,818,405			(4,625	)		4,250,047
U.S. Aggregate Bond Negative Duration Fund		1,586		(3,498,581	)		460,746			—			(3,036,249	)
U.S. Aggregate Bond Zero Duration Fund		6,792		(3,349,189	)		750,636			22			(2,591,739	)
Floating Rate Treasury Fund		344		(202	)		1,537			—			1,679
High Yield Bond Negative Duration Fund		2,435		(2,299,363	)		62,358			—			(2,234,570	)
High Yield Bond Zero Duration Fund		6,846		(1,350,505	)		169,587			—			(1,174,072	)
Emerging Markets Corporate Bond Fund		9,797		(8,980,962	)		679,183			—			(8,291,982	)
Emerging Markets Local Debt Fund		—		(20,742,874	)		(41,697,371	)		(120,626	)		(62,560,871	)
Japan Interest Rate Strategy Fund (consolidated)		—		(229,386	)		(351,432	)		—			(580,818	)
Strategic Corporate Bond Fund		2,771		(170,317	)		242,932			(205	)		75,181
Unconstrained Bond Fund		—		(229,122	)		182,644			(910	)		(47,388	)
CBOE S&P 500 PutWrite Strategy Fund		207,150		321,421			876			—			529,447
Global Real Return Fund (consolidated)		84,477		(117,138	)		(891,955	)		(1,169	)		(925,785	)
Managed Futures Strategy Fund (consolidated)		—		(1,991,645	)		(53,304,536	)		—			(55,296,181	)

The tax character of distributions paid during the fiscal years or periods ended August 31, 2016 and August 31, 2015, was as follows:


	Year or Period Ended August 31, 2016						Year or Periods Ended August 31, 2015
Fund	Distributions Paid from Ordinary Income*		Distributions Paid from Long-Term Capital Gains		Distributions Paid from Return of Capital		Distributions Paid from Ordinary Income*		Distributions Paid from Long-Term Gains		Distributions Paid from Return of Capital
U.S. Dollar Bullish Fund	$	5,234,624	$	10,539,736	$	—	$	1,455,790	$	2,727,144	$	—
Brazilian Real Strategy Fund		—		—		—		—		—		—
Chinese Yuan Strategy Fund		—		—		—		10,098		516,780		—
Commodity Currency Strategy Fund		—		—		—		—		—		—


140		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)


	Year or Period Ended August 31, 2016						Year or Periods Ended August 31, 2015
Fund	Distributions Paid from Ordinary Income*		Distributions Paid from Long-Term Capital Gains		Distributions Paid from Return of Capital		Distributions Paid from Ordinary Income*			Distributions Paid from Long-Term Gains		Distributions Paid from Return of Capital
Emerging Currency Strategy Fund	$	—	$	—	$	—	$	—		$	—	$	—
Indian Rupee Strategy Fund		—		—		—		—			—		—
Asia Local Debt Fund		297,000		—		396,500		3,483,000			—		—
Australia & New Zealand Debt Fund		2,012,444		—		806,556		1,532,617			—		70,883
U.S. Aggregate Bond Enhanced Yield Fund		1,443,500		—		—		12,000	¹		—		—
U.S. Aggregate Bond Negative Duration Fund		265,500		—		—		425,856			—		—
U.S. Aggregate Bond Zero Duration Fund		448,000		—		—		949,953			—		5,036
Floating Rate Treasury Fund		1,550		—		—		—			—		—
High Yield Bond Negative Duration Fund		499,500		—		—		344,268			—		—
High Yield Bond Zero Duration Fund		676,500		—		—		663,390			—		—
Emerging Markets Corporate Bond Fund		2,725,500		—		—		4,872,978			—		41,522
Emerging Markets Local Debt Fund		7,711,000		—		12,542,500		29,050,502			—		1,723,498
Japan Interest Rate Strategy Fund (consolidated)		29,375		66,999		—		28,262			72,249		—
Strategic Corporate Bond Fund		254,500		—		—		303,416			—		—
Unconstrained Bond Fund		180,515		—		1,486		34,501	²		—		—
CBOE S&P 500 PutWrite Strategy Fund³		—		—		—		—			—		—
Global Real Return Fund (consolidated)		177,301		—		—		83,027			31,474		—
Managed Futures Strategy Fund (consolidated)		—		—		—		—			—		—

Includes short-term capital gains if any.

For the period July 9, 2015 (commencement of operations) through August 31, 2015.

For the period June 11, 2015 (commencement of operations) through August 31, 2015.

For the period February 24, 2016 (commencement of operations) through August 31, 2016.

At August 31, 2016, for Federal tax purposes, the Funds have capital loss carryforwards available to offset future capital gains as indicated in the below table. To the extent that these loss carryforwards are utilized, capital gains so offset will not be distributed to shareholders.


Fund	Short-Term Post- Effective No Expiration		Long-Term Post- Effective No Expiration			Capital Loss Available Total
U.S. Dollar Bullish Fund	$	400,628	$	637,832		$	1,038,460
Brazilian Real Strategy Fund		39,947,704		59,942,251			99,889,955
Chinese Yuan Strategy Fund		155,153		231,973			387,126
Commodity Currency Strategy Fund		3,674,490		4,610,913			8,285,403
Emerging Currency Strategy Fund		31,193,586		17,332,286			48,525,872
Indian Rupee Strategy Fund		2,193,816		21,331			2,215,147
Asia Local Debt Fund		4,929,814		3,688,842			8,618,656
Australia & New Zealand Debt Fund		679,314		1,889,707			2,569,021
U.S. Aggregate Bond Enhanced Yield Fund		—		—			—
U.S. Aggregate Bond Negative Duration Fund		887,940		1,523,506			2,411,446
U.S. Aggregate Bond Zero Duration Fund		755,055		1,612,981			2,368,036
Floating Rate Treasury Fund		197		—			197
High Yield Bond Negative Duration Fund		588,082		672,058			1,260,140
High Yield Bond Zero Duration Fund		641,305		254,499			895,804
Emerging Markets Corporate Bond Fund		1,025,355		4,502,130			5,527,485
Emerging Markets Local Debt Fund		10,574,575		7,805,102			18,379,677
Japan Interest Rate Strategy Fund (consolidated)		1,999		2,998			4,997
Strategic Corporate Bond Fund		107,478		11,963			119,441
Unconstrained Bond Fund		42,919		23,949			66,868
CBOE S&P 500 PutWrite Strategy Fund		—		—	��		—
Global Real Return Fund (consolidated)		18,304		—			18,304
Managed Futures Strategy Fund (consolidated)		801,892		1,189,753			1,991,645


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			141

Notes to Financial Statements (continued)

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

During the fiscal year or period ended August 31, 2016, the following Funds incurred and will elect to defer post-October capital losses and late year ordinary losses as follows:


Fund	Late Year Ordinary Loss		Short-Term Post- October Capital Losses			Long-Term Post- October Capital Losses
U.S. Dollar Bullish Fund	$	484,486	$	3,408,131		$	5,224,922
Brazilian Real Strategy Fund		26,109		—			—
Chinese Yuan Strategy Fund		365,823		754,865			1,128,851
Commodity Currency Strategy Fund		10,862		—			—
Emerging Currency Strategy Fund		97,691		1,623			—
Indian Rupee Strategy Fund		16,382		—			—
Asia Local Debt Fund		—		(75,807	)		118,992
Australia & New Zealand Debt Fund		—		—			3,866
U.S. Aggregate Bond Enhanced Yield Fund		—		—			—
U.S. Aggregate Bond Negative Duration Fund		—		339,713			549,008
U.S. Aggregate Bond Zero Duration Fund		—		224,857			466,594
Floating Rate Treasury Fund		—		—			5
High Yield Bond Negative Duration Fund		—		518,406			520,817
High Yield Bond Zero Duration Fund		—		187,172			267,529
Emerging Markets Corporate Bond Fund		—		5,183			3,448,294
Emerging Markets Local Debt Fund		—		(53,945	)		2,096,830
Japan Interest Rate Strategy Fund (consolidated)		550		89,534			134,305
Strategic Corporate Bond Fund		—		18,195			32,681
Unconstrained Bond Fund		—		27,242			78,441
CBOE S&P 500 PutWrite Strategy Fund¹		—		—			—
Global Real Return Fund (consolidated)		—		10,673			88,161
Managed Futures Strategy Fund (consolidated)		—		—			—

For the period February 24, 2016 (commencement of operations) through August 31, 2016.

During the fiscal year or period ended August 31, 2016, the following Funds utilized capital loss carryforwards of the noted amounts to offset realized gains.


Fund	Utilized Capital Loss Carryforward
U.S. Dollar Bullish Fund	$	—
Brazilian Real Strategy Fund		—
Chinese Yuan Strategy Fund		—
Commodity Currency Strategy Fund		—
Emerging Currency Strategy Fund		—
Indian Rupee Strategy Fund		64,454
Asia Local Debt Fund		—
Australia & New Zealand Debt Fund		601,300
U.S. Aggregate Bond Enhanced Yield Fund		2,507
U.S. Aggregate Bond Negative Duration Fund		—
U.S. Aggregate Bond Zero Duration Fund		—
Floating Rate Treasury Fund		58
High Yield Bond Negative Duration Fund		—
High Yield Bond Zero Duration Fund		—
Emerging Markets Corporate Bond Fund		—
Emerging Markets Local Debt Fund		—
Japan Interest Rate Strategy Fund (consolidated)		—


142		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (continued)


Fund	Utilized Capital Loss Carryforward
Strategic Corporate Bond Fund	$	—
Unconstrained Bond Fund		—
CBOE S&P 500 PutWrite Strategy Fund¹		—
Global Real Return Fund (consolidated)		—
Managed Futures Strategy Fund (consolidated)		526,402

For the period February 24, 2016 (commencement of operations) through August 31, 2016.

At August 31, 2016, the effect of permanent “book/tax” reclassifications resulted in increases (decreases) to the components of net assets as follows:


Fund	Undistributed Net Investment Income/ (Loss)			Accumulated Net Realized Gain/ (Loss)			Paid-in Capital
U.S. Dollar Bullish Fund	$	430,438		$	49		$	(430,487	)
Brazilian Real Strategy Fund		70,415			—			(70,415	)
Chinese Yuan Strategy Fund		229,813			80,002			(309,815	)
Commodity Currency Strategy Fund		36,180			—			(36,180	)
Emerging Currency Strategy Fund		344,143			—			(344,143	)
Indian Rupee Strategy Fund		53,254			—			(53,254	)
Asia Local Debt Fund		22,776,271			3,869,687			(26,645,958	)
Australia & New Zealand Debt Fund		(234,718	)		1,372,732			(1,138,014	)
U.S. Aggregate Bond Enhanced Yield Fund		94,416			(94,416	)		—
U.S. Aggregate Bond Negative Duration Fund		26,463			(26,464	)		1
U.S. Aggregate Bond Zero Duration Fund		46,956			(46,956	)		—
Floating Rate Treasury Fund		—			—			—
High Yield Bond Negative Duration Fund		—			238,252			(238,252	)
High Yield Bond Zero Duration Fund		—			144,750			(144,750	)
Emerging Markets Corporate Bond Fund		—			1,911,983			(1,911,983	)
Emerging Markets Local Debt Fund		25,663,072			107,222,316			(132,885,388	)
Japan Interest Rate Strategy Fund (consolidated)		15,727			194,956			(210,683	)
Strategic Corporate Bond Fund		2,953			(2,953	)		—
Unconstrained Bond Fund		(906	)		906			—
CBOE S&P 500 PutWrite Strategy Fund		7,402			(15,434	)		8,032
Global Real Return Fund (consolidated)		86,000			(98,747	)		12,747
Managed Futures Strategy Fund (consolidated)		1,678,285			(5,902,683	)		4,224,398

These differences are primarily due to the calculation of currency gains/losses, realized book income from wholly owned foreign subsidiaries, redemptions-in-kind, the utilization of earnings and profits distributed to shareholders on redemption of shares, foreign capital gains tax, paydowns, net operating losses, and net operating loss offsets.

No provision for U.S. federal income taxes has been made in the accompanying financial statements because each Fund has elected and intends to continue to qualify for the tax treatment applicable to RICs under the Code. Under existing law, if each Fund so qualifies, it will not be subject to U.S. federal income tax on net investment income and capital gains distributed to Fund shareholders.

GAAP provides guidance on tax provisions that prescribe a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Foreign taxes are provided for based on each Fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Taxes are accrued and applied to net investment income, net realized capital gains and net unrealized appreciation, as applicable, as the income is earned or capital gains are recorded. As of and during the fiscal year or period ended August 31, 2016, the Funds did not have any liabilities for unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in the future. If applicable, the Funds will recognize interest accrued related to unrecognized tax benefits in interest expense and penalties in “Other” expenses on the Statements of Operations. The Funds file tax returns with the Internal Revenue Service, the State of New York, and various other states. Generally, each of the tax years in the four-year period ended August 31, 2016, remains subject to examination by taxing authorities.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			143

Notes to Financial Statements (concluded)

7. RECENT ACCOUNTING PRONOUNCEMENT

In May 2015, the FASB issued ASU 2015-07 Fair Value Measurement (Topic 820): Disclosures for Investments in Certain Entities that Calculate Net Asset Value per Share (or its Equivalent). This is an update to ASC 820. The amendments in this ASU remove the requirement to categorize within the fair value hierarchy all investments for which fair value is measured using the net asset value per share practical expedient. ASU 2015-07 also limits certain disclosures to investments for which the entity has elected to measure the fair value using the practical expedient. ASU 2015-07 will be effective for financial statements issued for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years (earlier application is also permitted). WTAM has evaluated ASU 2015-07 and determined that there is no impact on the Trust’s financial statements.

8. SUBSEQUENT EVENTS

The Board of Trustees, after careful consideration, has determined to close the Commodity Currency Strategy Fund and the Japan Interest Rate Strategy Fund (consolidated).

The last day of secondary market trading of shares of the Funds on their respective exchanges was September 22, 2016. Shareholders were able to sell Fund shares through a broker in the standard manner through this date. Customary brokerage charges may apply to such transactions. Each Fund was closed to new investors as of September 22, 2016. Beginning on or about this date, each Fund was in the process of liquidating its portfolio assets. This caused each Fund to increase its cash holdings and deviate from the investment objective and strategies stated in its prospectus.

Shareholders remaining in the Funds had their shares automatically redeemed and received cash in an amount equal to the net asset value of their shares as of the close of business on September 28, 2016. This amount included any accrued capital gains and dividends. Shareholders remaining in the Funds were not charged any transaction fees by the Funds.

Whether an investor sold their shares or were automatically redeemed, an investor will generally recognize a capital gain (or loss) equal to the amount received above (or below) the adjusted cost basis in such shares.

On September 29, 2016, as a result of a redemption by an Authorized Participant, 7,400,000 shares, representing approximately 88% of the total outstanding shares of the Australia & New Zealand Debt Fund, were redeemed at net asset value. The redemption was effectuated by delivering portfolio securities in-kind and a nominal amount of cash representing the net asset value of the shares redeemed as of the close of business on September 29, 2016. Any realized gains and losses on portfolio sales resulting from the in-kind capital share redemption will not be recognized by the Australia & New Zealand Debt Fund for tax purposes. The redemption did not adversely impact the Australia & New Zealand Debt Fund’s ability to continue as a going concern.


144		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Report of Independent Registered Public Accounting Firm

The Board of Trustees and Shareholders of WisdomTree Trust:

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of WisdomTree Bloomberg U.S. Dollar Bullish Fund, WisdomTree Brazilian Real Strategy Fund, WisdomTree Chinese Yuan Strategy Fund, WisdomTree Commodity Currency Strategy Fund, WisdomTree Emerging Currency Strategy Fund, WisdomTree Indian Rupee Strategy Fund, WisdomTree Asia Local Debt Fund, WisdomTree Australia & New Zealand Debt Fund, WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund, WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund, WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund, WisdomTree Bloomberg Floating Rate Treasury Fund, WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund, WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Emerging Markets Local Debt Fund, WisdomTree Japan Interest Rate Strategy Fund (consolidated), WisdomTree Strategic Corporate Bond Fund, WisdomTree Western Asset Unconstrained Bond Fund, WisdomTree CBOE S&P 500 PutWrite Strategy Fund, WisdomTree Global Real Return Fund (consolidated), WisdomTree Managed Futures Strategy Fund (consolidated), twenty-two of the investment funds constituting the WisdomTree Trust (the “Trust”), as of August 31, 2016, and the related statements of operations, the statements of changes in net assets and the financial highlights for each of the periods presented therein. These financial statements and financial highlights are the responsibility of the Trust’s management. Our responsibility is to express an opinion on these financial statements and financial highlights based on our audits.

We conducted our audits in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audits to obtain reasonable assurance about whether the financial statements and financial highlights are free of material misstatement. We were not engaged to perform an audit of the Trust’s internal control over financial reporting. Our audits included consideration of internal control over financial reporting as a basis for designing audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Trust’s internal control over financial reporting. Accordingly, we express no such opinion. An audit also includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements and financial highlights, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. Our procedures included confirmation of securities owned as of August 31, 2016, by correspondence with the custodian and others, or by other appropriate auditing procedures where replies from others were not received. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements and financial highlights referred to above present fairly, in all material respects, the financial position of WisdomTree Bloomberg U.S. Dollar Bullish Fund, WisdomTree Brazilian Real Strategy Fund, WisdomTree Chinese Yuan Strategy Fund, WisdomTree Commodity Currency Strategy Fund, WisdomTree Emerging Currency Strategy Fund, WisdomTree Indian Rupee Strategy Fund, WisdomTree Asia Local Debt Fund, WisdomTree Australia & New Zealand Debt Fund, WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund, WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund, WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund, WisdomTree Bloomberg Floating Rate Treasury Fund, WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund, WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Emerging Markets Local Debt Fund, WisdomTree Japan Interest Rate Strategy Fund (consolidated), WisdomTree Strategic Corporate Bond Fund, WisdomTree Western Asset Unconstrained Bond Fund, WisdomTree CBOE S&P 500 PutWrite Strategy Fund, WisdomTree Global Real Return Fund (consolidated), WisdomTree Managed Futures Strategy Fund (consolidated), twenty-two of the investment funds constituting the WisdomTree Trust, at August 31, 2016, the results of their operations, the changes in their net assets and the financial highlights for each of the periods presented therein, in conformity with U.S. generally accepted accounting principles.

LOGO

New York, New York

October 27, 2016


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			145

Approval of Investment Advisory Agreement (unaudited)

Consideration of the Approval of Investment Advisory Agreement with respect to the WisdomTree Managed Futures Strategy Fund (consolidated) (the “Fund”)

At a meeting of the Board of Trustees (the “Board”) of the WisdomTree Trust (the “Trust”) held on June 15-16, 2016, the Trustees (the “Trustees”), including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the approval of the amendment of the Investment Advisory Agreement (the “Advisory Agreement”), pursuant to which WisdomTree Asset Management, Inc. (“WTAM”) provides the Fund with investment advisory services. WTAM representatives discussed with the Board its proposal to lower the advisory fee paid to WTAM by the Fund pursuant to the Advisory Agreement from 0.95% to 0.75% of the value of the Fund’s average net assets while also implementing a contractual fee waiver of 0.10%, which would be effective on or around June 30, 2016. WTAM representatives noted that the Board previously approved in May 2016 a contractual fee waiver of 0.30% through December 31, 2017, which was scheduled to take effect on or around June 30, 2016, and explained that the proposed fee reduction and fee waiver, if approved by the Board, would supersede the pending fee waiver. WTAM representatives reminded the Trustees that the Board previously approved in March 2016 changing the Fund’s investment strategy so that the Fund, effective on or around June 30, 2016, will seek to provide returns that correspond to the performance of a new proprietary WisdomTree benchmark index. WTAM representatives stated that no change was proposed to the sub-advisory fee payable by WTAM to the Fund’s sub-adviser, Mellon Capital Management Corporation (the “Sub-Adviser”), for providing services to the Fund. Since the Board had approved the renewal of the Advisory Agreement at a meeting held on September 21-22, 2015 (the “September Meeting”), and, other than as discussed below, there had been no material changes in the information presented, the Board addressed certain of the relevant considerations by reference to their considerations and determinations at the September Meeting.

In considering whether to approve the amendment to the Advisory Agreement, the Trustees considered and discussed a memorandum discussing the proposed new fee structure provided by WTAM and information provided by Broadridge Financial Solutions, Inc., an independent provider of investment company data. The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from representatives of WTAM. In considering the approval of the amendment of the Advisory Agreement, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered.

Analysis of Nature, Extent, and Quality of Services Provided to the Fund. WTAM represented that there was expected to be no diminution in the nature, extent or quality of the services provided to the Fund by WTAM. The nature, extent and quality of services provided had been considered at the September Meeting, and there had been no material changes in this information.

Comparative Analysis of the Fund’s Performance, Advisory Fees and Fund Expenses. The Board had considered the Fund’s performance at the September Meeting. The Board also noted that, as the Fund’s new investment strategy will be implemented on or around June 30, 2016, the current performance of the Fund was not a significant factor for the Board’s consideration.

The Board considered the fee to be paid to WTAM by the Fund. The Board examined the fee to be paid to WTAM by the Fund in light of fees paid to other investment advisers by comparable funds and the method of computing the Fund’s fee. The Board noted that WTAM had previously agreed to waive receipt of a portion of the Fund’s advisory fee, from on or around June 30, 2016 until December 31, 2017, in the amount of 0.30% of the value of the Fund’s average net assets, which would reduce the Fund’s effective advisory fee rate in the same amount as the proposed new fee structure. The Board considered that although the proposed new fee structure would not reduce the effective advisory fee rate payable by the Fund to WTAM or the Fund’s expense ratio to a greater degree than the pending fee waiver, the proposed new fee structure would provide more certainty to investors as to what fees the Fund may incur in the future as compared to implementing the pending fee waiver. The Board concluded that the proposed change did not alter the conclusions the Board had reached at the September Meeting.

Analysis of Profitability and Economies of Scale. The Board had considered profitability, economies of scale and the potential benefits to WTAM at the September Meeting. WTAM representatives noted that the proposed new fee structure would result in a reduction in the fees paid to WTAM by the Fund equal to the pending fee waiver (and therefore would have the same impact on profitability and economies of scale) and that potential benefits would not change materially as a result of the amendment from those considered at the September Meeting.

* * * * * *

In evaluating the Advisory Agreement, the Board considered the conclusions and determinations discussed above and also relied on its knowledge, gained through meetings and other interactions with WTAM, of other funds advised by WTAM. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve amendment of the Advisory Agreement for the Fund.


146		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Trustees and Officers Information (unaudited)

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

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

Independent Trustees


Name and Year of Birth of Trustee/Officer	Position(s) Held with the Trust, Term of Office and Length of Time Served	Principal Occupation(s) During the Past 5 Years	Number of Portfolios in Fund Complex Overseen by Trustee/Officer*	Other Directorships Held by Trustee During the Past 5 Years
David G. Chrencik^ (1948)	Trustee, 2014- present	Chief Financial Officer of Sarus Indochina Select LP (hedge fund) since 2012; Chief Financial Officer of GeoGreen BioFuels, Inc. (biodiesel fuel producer) from 2010 to 2014; Audit Partner at PricewaterhouseCoopers LLP (public accounting firm) from 1972 to 2009 (includes positions prior to becoming Audit Partner and predecessor firms).	97	Trustee, Vericimetry Funds (2011-2014)

Joel Goldberg# (1945)	Trustee, 2012- present	Attorney, Of Counsel/Partner at Stroock & Stroock & Lavan LLP, 2010 to present; Attorney, Partner at Willkie Farr & Gallagher LLP, 2006 to 2010.	97	Director, Better Business Bureau (Metropolitan New York, Long Island and the Mid- Hudson Region)

Toni Massaro† (1955)	Trustee, 2006- present	Dean Emerita at the University of Arizona James E. Rogers College of Law (“Rogers College of Law”) since 2009 (distinguished Emerita in July 2009); Dean at the Rogers College of Law from 1999 to 2009; Regents’ Professor at the Rogers College of Law since 1990.	97	None

Melinda A. Raso Kirstein‡ (1955)	Trustee, 2014- present	Retired, Merrill Lynch Investment Management, Vice President; Senior Portfolio Manager, Fixed Income Management; Director, Tax Exempt Fund Management.	97	Associate Alumnae of Douglass College, Member of Investment Committee

Victor Ugolyn (1947)	Trustee, 2006- present; Chairman of the Board of Trustees, 2006- present	Private Investor, 2005 to present; President and Chief Executive Officer of William D. Witter, Inc. from 2005 to 2006; Consultant to AXA Enterprise in 2004; Chairman, President and Chief Executive Officer of Enterprise Capital Management (subsidiary of The MONY Group, Inc.) and Enterprise Group of Funds, Chairman of MONY Securities Corporation, and Chairman of the Fund Board of Enterprise Group of Funds from 1991 to 2004.	97	Member of the Board of Governors of Naismith Memorial Basketball Hall of Fame, Member of the Board of Directors of the New York Society of Security Analysts (NYSSA)

*	As of August 31, 2016.

^	Chair of the Audit Committee.

#	Chair of the Contracts Review Committee.

†	Chair of the Governance and Nominating Committee.

‡	Chair of the Investment Committee.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			147

Trustees and Officers Information (unaudited) (concluded)

Interested Trustee and Officers


Name and Year of Birth of Trustee/Officer	Position(s) Held with the Trust, Term of Office and Length of Time Served	Principal Occupation(s) During the Past 5 Years	Number of Portfolios in Fund Complex Overseen by Trustee/ Officer*	Other Directorships Held by Trustee During the Past 5 Years
Jonathan Steinberg** (1964)	Trustee, 2005- present President, 2005- present	President, WisdomTree Trust since 2005; President, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc.; Chief Executive Officer, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc.	97	Director, WisdomTree Investments, Inc. and WisdomTree Asset Management, Inc.

David Castano** (1971)	Treasurer, 2013- present	Director of Fund Accounting & Administration, WisdomTree Asset Management, Inc., since 2011; Vice President of Legg Mason & Co. and served as Treasurer from 2010 to 2011 and Controller from 2006 to 2010 of certain mutual funds associated with Legg Mason & Co.; Assistant Treasurer of Lord Abbett mutual funds from 2004 to 2006.	97	None

Terry Jane Feld** (1960)	Chief Compliance Officer, 2012- present	Chief Compliance Officer, WisdomTree Asset Management, Inc. since 2012; Senior Compliance Officer, WisdomTree Asset Management since 2011; Senior Compliance Officer, TIAA-CREF, 2007 to 2010; Vice President/NASD-SEC Compliance, Mutual of America Life Insurance Co., 2004 to 2007.	97	None

Ryan Louvar** (1972)	Secretary and Chief Legal Officer, 2013- present	General Counsel, WisdomTree Asset Management, Inc. since 2013; Vice President and Senior Managing Counsel, State Street, 2005 to 2013.	97	None

Sarah English** (1977)	Assistant Secretary, 2013- present	Investment Management Counsel, WisdomTree Asset Management, Inc. since 2010 (includes prior positions at WisdomTree Asset Management, Inc.); Attorney, NYFIX, Inc. from 2006 to 2009.	97	None

Clint Martin** (1977)	Assistant Treasurer, 2015-present	Fund Manager, Fund Accounting & Administration, WisdomTree Asset Management, Inc., since 2012; Vice President of Legg Mason & Co. and served as Assistant Treasurer from 2010 to 2012 and Assistant Controller from 2006 to 2010 of certain mutual funds associated with Legg Mason & Co.	97	None

*	As of August 31, 2016.

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


148		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Supplemental Information (unaudited)

Federal Income Tax Information

The following Federal tax information related to the Funds’ fiscal year or period ended August 31, 2016, is provided for information purposes only and should not be used for reporting to federal or state revenue agencies. Federal tax information for the calendar year will be reported to you on Form 1099-DIV in January 2017.

The Funds designate the following amount of ordinary income distributions paid during the fiscal year or period ended August 31, 2016 from qualified short-term gains and qualified interest income:


Fund	Qualified Interest Income
U.S. Dollar Bullish Fund		22.00	%
Brazilian Real Strategy Fund		0.00	%
Chinese Yuan Strategy Fund		0.00	%
Commodity Currency Strategy Fund		0.00	%
Emerging Currency Strategy Fund		0.00	%
Indian Rupee Strategy Fund		0.00	%
Asia Local Debt Fund		0.00	%
Australia & New Zealand Debt Fund		0.00	%
U.S. Aggregate Bond Enhanced Yield Fund		88.50	%
U.S. Aggregate Bond Negative Duration Fund		100.00	%
U.S. Aggregate Bond Zero Duration Fund		91.13	%
Floating Rate Treasury Fund		0.00	%
High Yield Bond Negative Duration Fund		88.67	%
High Yield Bond Zero Duration Fund		87.12	%
Emerging Markets Corporate Bond Fund		3.86	%
Emerging Markets Local Debt Fund		0.00	%
Japan Interest Rate Strategy Fund (consolidated)		0.00	%
Strategic Corporate Bond Fund		61.16	%
Unconstrained Bond Fund		66.41	%
CBOE S&P 500 PutWrite Strategy Fund¹		0.00	%
Global Real Return Fund (consolidated)		14.71	%
Managed Futures Strategy Fund (consolidated)		0.00	%

For the period February 24, 2016 (commencement of operations) through August 31, 2016.

The Funds intend to elect to pass through to shareholders the credit for taxes paid during the fiscal year or period ended August 31, 2016, to foreign countries. The gross foreign source income and foreign taxes paid are as follows:


Fund	Gross Foreign Income		Foreign Taxes Paid
U.S. Dollar Bullish Fund	$	—	$	—
Brazilian Real Strategy Fund		—		—
Chinese Yuan Strategy Fund		—		—
Commodity Currency Strategy Fund		—		—
Emerging Currency Strategy Fund		—		—
Indian Rupee Strategy Fund		—		—
Asia Local Debt Fund		926,844		46,842
Australia & New Zealand Debt Fund		—		—
U.S. Aggregate Bond Enhanced Yield Fund		—		—
U.S. Aggregate Bond Negative Duration Fund		—		—
U.S. Aggregate Bond Zero Duration Fund		—		—
Floating Rate Treasury Fund		—		—
High Yield Bond Negative Duration Fund		—		—
High Yield Bond Zero Duration Fund		—		—
Emerging Markets Corporate Bond Fund		—		—
Emerging Markets Local Debt Fund		24,717,110		603,942


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			149

Supplemental Information (unaudited) (concluded)


Fund	Gross Foreign Income		Foreign Taxes Paid
Japan Interest Rate Strategy Fund (consolidated)	$	—	$	—
Strategic Corporate Bond Fund		—		—
Unconstrained Bond Fund		—		—
CBOE S&P 500 PutWrite Strategy Fund¹		—		—
Global Real Return Fund (consolidated)		—		—
Managed Futures Strategy Fund (consolidated)		—		—

For the period February 24, 2016 (commencement of operations) through August 31, 2016.


150		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

General Information (unaudited)

Proxy Voting Policies, Procedures and Record

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

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

Shareholder Reports and Quarterly Portfolio Disclosure

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

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

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

Frequency Distribution of Discounts & Premiums

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			151

The WisdomTree Family of Funds

The following is a list of WisdomTree Funds being offered, along with their respective ticker symbols, as of August 31, 2016:

WisdomTree Domestic Earnings and Dividend Funds

WisdomTree Dividend ex-Financials Fund (DTN)

WisdomTree Earnings 500 Fund (EPS)

WisdomTree High Dividend Fund (DHS)

WisdomTree LargeCap Dividend Fund (DLN)

WisdomTree LargeCap Value Fund (EZY)

WisdomTree MidCap Dividend Fund (DON)

WisdomTree MidCap Earnings Fund (EZM)

WisdomTree SmallCap Dividend Fund (DES)

WisdomTree SmallCap Earnings Fund (EES)

WisdomTree Total Dividend Fund (DTD)

WisdomTree Total Earnings Fund (EXT)

WisdomTree U.S. Quality Dividend Growth Fund (DGRW)

WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS)

WisdomTree Developed World ex-U.S. and Currency Hedged Equity Funds

WisdomTree Australia Dividend Fund (AUSE)

WisdomTree Dynamic Currency Hedged Europe Equity Fund (DDEZ)

WisdomTree Dynamic Currency Hedged International Equity Fund (DDWM)

WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund (DDLS)

WisdomTree Dynamic Currency Hedged Japan Equity Fund (DDJP)

WisdomTree Europe Hedged Equity Fund (HEDJ)

WisdomTree Europe Hedged SmallCap Equity Fund (EUSC)

WisdomTree Europe Local Recovery Fund (EZR)

WisdomTree Europe Quality Dividend Growth Fund (EUDG)

WisdomTree Europe SmallCap Dividend Fund (DFE)

WisdomTree Germany Hedged Equity Fund (DXGE)

WisdomTree Global ex-U.S. Hedged Dividend Fund (DXUS)

WisdomTree Global ex-U.S. Hedged Real Estate Fund (HDRW)

WisdomTree Global Hedged SmallCap Dividend Fund (HGSD)

WisdomTree International Dividend ex-Financials Fund (DOO)

WisdomTree International Equity Fund (DWM)

WisdomTree International Hedged Equity Fund (HDWM)

WisdomTree International Hedged Quality Dividend Growth Fund (IHDG)

WisdomTree International Hedged SmallCap Dividend Fund (HDLS)

WisdomTree International High Dividend Fund (DTH)

WisdomTree International LargeCap Dividend Fund (DOL)

WisdomTree International MidCap Dividend Fund (DIM)

WisdomTree International Quality Dividend Growth Fund (IQDG)

WisdomTree International SmallCap Dividend Fund (DLS)

WisdomTree Japan Hedged Capital Goods Fund (DXJC)

WisdomTree Japan Hedged Equity Fund (DXJ)

WisdomTree Japan Hedged Financials Fund (DXJF)

WisdomTree Japan Hedged Health Care Fund (DXJH)

WisdomTree Japan Hedged Quality Dividend Growth Fund (JHDG)

WisdomTree Japan Hedged Real Estate Fund (DXJR)

WisdomTree Japan Hedged SmallCap Equity Fund (DXJS)

WisdomTree Japan Hedged Tech, Media and Telecom Fund (DXJT)

WisdomTree Japan Quality Dividend Growth Fund (JDG)

WisdomTree Japan SmallCap Dividend Fund (DFJ)

WisdomTree Korea Hedged Equity Fund (DXKW)

WisdomTree United Kingdom Hedged Equity Fund (DXPS)

WisdomTree Global/Global ex-U.S. and Emerging/Frontier Markets

WisdomTree Asia Pacific ex-Japan Fund (AXJL)

WisdomTree China ex-State-Owned Enterprises Fund (CXSE)

WisdomTree Commodity Country Equity Fund (CCXE)

WisdomTree Emerging Markets Consumer Growth Fund (EMCG)

WisdomTree Emerging Markets Dividend Fund (DVEM)

WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE)

WisdomTree Emerging Markets High Dividend Fund (DEM)

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE)

WisdomTree Emerging Markets SmallCap Dividend Fund (DGS)

WisdomTree Global ex-U.S. Quality Dividend Growth Fund (DNL)

WisdomTree Global ex-U.S. Real Estate Fund (DRW)

WisdomTree Global ex-U.S. Utilities Fund (DBU)

WisdomTree Global High Dividend Fund (DEW)

WisdomTree Global Natural Resources Fund (GNAT)

WisdomTree Global SmallCap Dividend Fund (GSD)

WisdomTree India Earnings Fund (EPI)

WisdomTree Middle East Dividend Fund (GULF)

WisdomTree Dollar Sensitive Equity Funds

WisdomTree Strong Dollar Emerging Markets Equity Fund (EMSD)

WisdomTree Strong Dollar U.S. Equity Fund (USSD)

WisdomTree Weak Dollar U.S. Equity Fund (USWD)

WisdomTree Currency Strategy Funds

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

WisdomTree Brazilian Real Strategy Fund (BZF)

WisdomTree Chinese Yuan Strategy Fund (CYB)

WisdomTree Commodity Currency Strategy Fund (CCX)

WisdomTree Emerging Currency Strategy Fund (CEW)

WisdomTree Indian Rupee Strategy Fund (ICN)

WisdomTree Fixed Income Funds

WisdomTree Asia Local Debt Fund (ALD)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

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

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

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (AGZD)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund (HYND)

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (HYZD)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

WisdomTree Emerging Markets Local Debt Fund (ELD)

WisdomTree Fundamental U.S. Corporate Bond Fund (WFIG)

WisdomTree Fundamental U.S. High Yield Corporate Bond Fund (WFHY)

WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund (SFIG)

WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund (SFHY)

WisdomTree Japan Interest Rate Strategy Fund (JGBB)

WisdomTree Strategic Corporate Bond Fund (CRDT)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

WisdomTree Alternative Funds

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

WisdomTree Coal Fund (TONS)

WisdomTree Continuous Commodity Index Fund (GCC)

WisdomTree Dynamic Bearish U.S. Equity Fund (DYB)

WisdomTree Dynamic Long/Short U.S. Equity Fund (DYLS)

WisdomTree Global Real Return Fund (RRF)

WisdomTree Managed Futures Strategy Fund (WDTI)

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

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

There are risks associated with investing including possible loss of principal. Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. Investments in real estate involve additional special risks, such as credit risk, interest rate fluctuations and the effect of varied economic conditions. Funds that focus their investments in one country or region may be significantly impacted by events and developments associated with the region which can adversely affect performance. Funds focusing on a single sector and/or smaller companies generally experience greater price volatility. Investments in emerging, offshore or frontier markets are generally less liquid and less efficient than investments in developed markets and are subject to additional risks, such as risks of adverse governmental regulation and intervention or political developments. Inflation protected securities do not eliminate risks associated with inflation or deflation. Investments in currency involve additional special risks, such as credit risk and interest rate fluctuations. Derivative investments can be volatile and these investments may be less liquid than other securities, and more sensitive to the effect of varied economic conditions. As these Funds can have a high concentration in some issuers the Funds can be adversely impacted by changes affecting such issuers.

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

Transactions in Fund shares will result in brokerage commissions and will generate tax consequences. Shares may be sold through brokerage accounts, but may be redeemed from the Funds only in large amounts of 50,000 shares or more.

WisdomTree Trust

245 Park Avenue, 35th Floor

New York, NY 10167

LOGO

Currency Strategy Funds

WisdomTree Bloomberg U.S. Dollar Bullish Fund

WisdomTree Brazilian Real Strategy Fund

WisdomTree Chinese Yuan Strategy Fund

WisdomTree Commodity Currency Strategy Fund

WisdomTree Emerging Currency Strategy Fund

WisdomTree Indian Rupee Strategy Fund

Fixed Income Funds

WisdomTree Asia Local Debt Fund

WisdomTree Australia & New Zealand Debt Fund

WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund

WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund

WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund

WisdomTree Bloomberg Floating Rate Treasury Fund

WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund

WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund

WisdomTree Emerging Markets Corporate Bond Fund

WisdomTree Emerging Markets Local Debt Fund

WisdomTree Japan Interest Rate Strategy Fund

WisdomTree Strategic Corporate Bond Fund

WisdomTree Western Asset Unconstrained Bond Fund

Alternative Funds

WisdomTree CBOE S&P 500 PutWrite Strategy Fund

WisdomTree Global Real Return Fund

WisdomTree Managed Futures Strategy Fund

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

WTGM-1863

Item 2.

Code of Ethics.

(a)

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

(c)

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

(d)

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

(f)

The code of ethics is attached hereto as exhibit 12(a)(1).

Item 3.

Audit Committee Financial Expert.

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

Item 4.

Principal Accountant Fees and Services.

Audit Fees

(a)

The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years are $543,302 for 2016 and $509,120 for 2015.

Audit-Related Fees

(b)

The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item are $0 for 2016 and $0 for 2015.

Tax Fees

(c)

The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning are $163,165 for 2016 and $160,400 for 2015.

All Other Fees

(d)

The aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item are $0 for 2016 and $0 for 2015.

(e)(1)

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

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

(e)(2)

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

(f)

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

(g)

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant was $163,165 for 2016 and $160,400 for 2015.

(h)

Not applicable.

Item 5.

Audit Committee of Listed registrants.

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

Item 6.

Investments.

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

(b)	Not applicable.

Item 7.

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

Not applicable.

Item 8.

Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9.

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

Not applicable.

Item 10.

Submission of Matters to a Vote of Security Holders.

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

Item 11.

Controls and Procedures.

(a)

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

(b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12.

Exhibits.

(a)(1)

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

(a)(2)

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

(a)(3)

Not applicable.

(b)

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

SIGNATURES

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

(Registrant) WisdomTree Trust


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

Date: November 4, 2016

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


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

Date: November 4, 2016


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

Date: November 4, 2016

WisdomTree U.S. Quality Dividend Growth Fund (DGRW) N-CSRCertified annual shareholder report (management investment company)