Edgar Filing: WisdomTree Trust

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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: February 29, 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

Semi-Annual Report

February 29, 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


Performance Summaries (unaudited)			1
Description of Terms and Indexes (unaudited)			23
Shareholder Expense Examples (unaudited)			29
Schedules of Investments (unaudited)
WisdomTree Bloomberg U.S. Dollar Bullish Fund			32
WisdomTree Brazilian Real Strategy Fund			34
WisdomTree Chinese Yuan Strategy Fund			35
WisdomTree Commodity Currency Strategy Fund			36
WisdomTree Emerging Currency Strategy Fund			37
WisdomTree Indian Rupee Strategy Fund			39
WisdomTree Asia Local Debt Fund			40
WisdomTree Australia & New Zealand Debt Fund			42
WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund			44
WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund			50
WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund			53
WisdomTree Bloomberg Floating Rate Treasury Fund			56
WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund			57
WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund			60
WisdomTree Emerging Markets Corporate Bond Fund			63
WisdomTree Emerging Markets Local Debt Fund			66
WisdomTree Japan Interest Rate Strategy Fund (consolidated)			69
WisdomTree Strategic Corporate Bond Fund			70
WisdomTree Western Asset Unconstrained Bond Fund			72
WisdomTree CBOE S&P 500 PutWrite Strategy Fund			75
WisdomTree Global Real Return Fund (consolidated)			76
WisdomTree Managed Futures Strategy Fund (consolidated)			78
Statements of Assets and Liabilities (unaudited)			79
Statements of Operations (unaudited)			84
Statements of Changes in Net Assets (unaudited)			89
Financial Highlights (unaudited)			97
Notes to Financial Statements (unaudited)			108
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)			130
General Information (unaudited)			134

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

Performance Summary (unaudited)

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

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		99.5%
Other Assets less Liabilities^‡		0.5%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.23%, 5/26/16		29.6%
U.S. Treasury Bill, 0.11%, 4/7/16		26.7%
U.S. Treasury Bill, 0.13%, 3/10/16		26.1%
U.S. Treasury Bill, 0.24%, 3/31/16		17.1%

*	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).

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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			Since Inception¹
Fund NAV Returns		1.56	%		4.10	%		7.63	%
Fund Market Price Returns		1.55	%		4.06	%		7.63	%
Bloomberg Dollar Total Return Index		1.73	%		4.49	%		8.32	%
Bloomberg Dollar Spot Index		1.89	%		4.88	%		8.83	%

*	Returns of less than one year are cumulative.

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

Performance is historical and does not guarantee future results. 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			1

Performance Summary (unaudited)

WisdomTree Brazilian Real Strategy Fund (BZF)

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		77.2%
Repurchase Agreement		22.6%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.29%, 3/24/16		64.3%
Deutsche Bank, tri-party repurchase agreement, 0.31%, 3/1/16^††		22.6%
U.S. Treasury Bill, 0.20%, 4/28/16		12.9%

*	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).

††	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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		-2.85	%		-19.16	%		-13.12	%		-9.07	%		-3.05	%
Fund Market Price Returns		-4.56	%		-20.77	%		-13.51	%		-9.22	%		-3.36	%
JP Morgan Emerging Local Markets Index Plus (ELMI+) Brazil		-2.44	%		-18.77	%		-12.71	%		-8.50	%		-2.08	%
Brazilian real		-8.47	%		-28.14	%		-20.80	%		-16.06	%		-10.61	%

*	Returns of less than one year are cumulative.

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


2		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		50.0%
Repurchase Agreement		29.4%
Time Deposits		19.7%
Other Assets less Liabilities^‡		0.9%
Total		100.0%

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

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

Top Holdings* as of 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.17%, 4/7/16		50.0%
Citigroup, Inc., tri-party repurchase agreement, 0.31%, 3/1/16^††		29.4%
Standard Chartered Bank, 3.75%, 3/18/16		5.0%
Deutsche Bank AG, 5.50%, 3/18/16		4.9%
BNP Paribas S.A., 3.70%, 3/18/16		4.9%
Barclays Capital, Inc., 3.80%, 3/18/16		4.9%

*	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).

††	Fully collateralized by 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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		-0.16	%		-2.15	%		0.12	%		0.86	%		1.14	%
Fund Market Price Returns		0.00	%		-2.03	%		0.15	%		0.85	%		1.00	%
JP Morgan Emerging Local Markets Index Plus (ELMI+) China		1.03	%		1.02	%		0.99	%		1.73	%		2.22	%
Chinese yuan		-2.15	%		-6.11	%		-1.68	%		0.09	%		0.86	%

*	Returns of less than one year are cumulative.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			3

Performance Summary (unaudited)

WisdomTree Commodity Currency Strategy Fund (CCX)

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		72.8%
Repurchase Agreement		26.2%
Other Assets less Liabilities^‡		1.0%
Total		100.0%

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

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

Top Holdings* as of 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.25%, 3/31/16		72.8%
Citigroup, Inc., tri-party repurchase agreement, 0.31%, 3/1/16^††		26.2%

*	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).

††	Fully collateralized by 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 intends to invest 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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		-2.64	%		-11.54	%		-10.89	%		-6.46	%		-5.04	%
Fund Market Price Returns		-3.40	%		-11.72	%		-10.88	%		-6.52	%		-5.07	%
Barclays Commodity Producers Currency Index		-5.82	%		-13.15	%		-12.68	%		-8.25	%		-6.62	%
Equal-Weighted Commodity Currency Composite		-2.24	%		-10.89	%		-10.31	%		-5.81	%		-4.37	%

*	Returns of less than one year are cumulative.

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


4		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		64.9%
Repurchase Agreement		31.9%
Other Assets less Liabilities^‡		3.2%
Total		100.0%

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

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

Top Holdings* as of 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.07%, 3/10/16		34.0%
Citigroup, Inc., tri-party repurchase agreement, 0.31%, 3/1/16^††		31.9%
U.S. Treasury Bill, 0.22%, 4/7/16		30.9%

*	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).

††	Fully collateralized by U.S. Government 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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		-1.82	%		-9.29	%		-7.57	%		-4.72	%		-1.19	%
Fund Market Price Returns		-2.11	%		-9.10	%		-7.52	%		-4.72	%		-1.34	%
JP Morgan Emerging Local Markets Index Plus (ELMI+)		-1.34	%		-6.45	%		-5.83	%		-3.39	%		-0.14	%
Equal-Weighted Emerging Currency Composite		-1.24	%		-8.40	%		-6.79	%		-3.95	%		-0.39	%

*	Returns of less than one year are cumulative.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			5

Performance Summary (unaudited)

WisdomTree Indian Rupee Strategy Fund (ICN)

Investment Breakdown†

as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		73.5%
Repurchase Agreement		26.3%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.25%, 3/31/16		73.5%
Citigroup, Inc., tri-party repurchase agreement, 0.31%, 3/1/16^††		26.3%

*	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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		-0.92	%		-5.07	%		-1.92	%		-2.21	%		-0.28	%
Fund Market Price Returns		-0.10	%		-4.60	%		-1.28	%		-2.11	%		-0.29	%
JP Morgan Emerging Local Markets Index Plus (ELMI+) India		0.21	%		-3.94	%		-0.68	%		-1.46	%		0.76	%
Indian rupee		-3.48	%		-10.02	%		-7.80	%		-8.03	%		-5.97	%

*	Returns of less than one year are cumulative.

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


6		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Asia Local Debt Fund (ALD)

Country Breakdown† as of 2/29/16



Country	% of Net Assets
Supranational Bonds		13.8%
Singapore		13.6%
Australia		13.3%
South Korea		12.2%
Hong Kong		6.7%
Malaysia		6.7%
Philippines		6.5%
Taiwan		4.7%
China		4.6%
Thailand		4.5%
Indonesia		4.0%
New Zealand		2.2%
Other Assets less Liabilities^‡		7.2%
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 2/29/16



Description	% of Net Assets
Korea Treasury Bond, 3.50%, 3/10/24, Series 2403		6.6%
Korea Treasury Bond, 5.75%, 9/10/18, Series 1809		5.6%
Singapore Government Bond, 2.25%, 6/1/21		5.0%
Singapore Government Bond, 3.00%, 9/1/24		4.9%
South Australian Government Financing Authority, 5.00%, 5/20/21, Series 21		4.8%
Western Australian Treasury Corp., 7.00%, 10/15/19, Series 19		4.8%
Export-Import Bank of Korea, 0.70%, 7/1/16, Reg S		4.7%
International Finance Corp., 8.25%, 6/10/21		4.6%
Nordic Investment Bank, 3.50%, 1/30/18		4.5%
Hong Kong Government Bond Programme, 2.46%, 8/4/21		4.0%

*	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 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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			Since Inception¹
Fund NAV Returns		1.84	%		-5.85	%		-4.38	%		-0.92	%
Fund Market Price Returns		2.37	%		-5.32	%		-4.34	%		-0.92	%
HSBC Asian Local Bond Index		2.64	%		-3.28	%		-1.51	%		1.76	%

*	Returns of less than one year are cumulative.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			7

Performance Summary (unaudited)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

Country Breakdown† as of 2/29/16



Country	% of Net Assets
Australia		59.0%
Supranational Bonds		28.0%
New Zealand		11.7%
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 2/29/16



Description	% of Net Assets
Western Australian Treasury Corp., 2.50%, 7/22/20, Reg S		3.2%
Australia Government Bond, 5.50%, 1/21/18, Series 132, Reg S		3.1%
Western Australian Treasury Corp., 7.00%, 7/15/21, Series 21		2.7%
Nordic Investment Bank, 4.75%, 2/28/24		2.6%
Treasury Corp. of Victoria, 6.00%, 10/17/22, Series 1022		2.4%
Queensland Treasury Corp., 6.25%, 2/21/20, Series 20, Reg S		2.4%
Northern Territory Treasury Corp., 4.25%, 9/20/21		2.4%
European Bank for Reconstruction & Development, 0.50%, 9/1/23		2.3%
New Zealand Government Bond, 6.00%, 12/15/17, Series 1217, Reg S		2.2%
New Zealand Government Bond, 6.00%, 5/15/21, Series 521, 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 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.

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.

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 0.45%.

Performance as of 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns²		3.44	%		-6.23	%		-6.59	%		-1.04	%		0.37	%
Fund Market Price Returns²		3.52	%		-5.93	%		-6.61	%		-1.17	%		0.21	%
Citigroup Australian Broad Investment-Grade Bond Index		3.13	%		-5.89	%		-6.21	%		-0.12	%		3.58	%
Spliced Australia & New Zealand Debt Composite		3.89	%		-6.14	%		-5.46	%		0.32	%		1.46	%

*	Returns of less than one year are cumulative.

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.


8		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 2/29/16



Investment Type	% of Net Assets
Corporate Bonds		40.3%
U.S. Government Agencies		25.6%
U.S. Government Obligations		17.0%
Commercial Mortgage-Backed Securities		6.8%
Foreign Corporate Bonds		5.5%
Foreign Government Obligations		2.2%
Municipal Bonds		0.8%
Supranational Bond		0.6%
Foreign Government Agencies		0.3%
Other Assets less Liabilities^‡		0.9%
Total		100.0%

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

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

Top Ten Holdings* as of 2/29/16



Description	% of Net Assets
U.S. Treasury Note, 0.88%, 7/15/18		4.8%
U.S. Treasury Note, 0.63%, 8/31/17		3.0%
U.S. Treasury Note, 2.13%, 1/31/21		1.8%
Federal National Mortgage Association, 5.00%, 3/1/46		1.6%
U.S. Treasury Note, 2.00%, 2/28/21		1.4%
Federal National Mortgage Association, 3.50%, 3/1/46		1.2%
Federal Home Loan Mortgage Corp., 5.00%, 3/1/46		1.1%
U.S. Treasury Note, 0.88%, 6/15/17		1.1%
U.S. Treasury Bond, 3.00%, 11/15/45		1.0%
U.S. Treasury Note, 0.50%, 7/31/17		0.9%

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

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 Barclays U.S. Aggregate Enhanced Yield Index.

securities.

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 2/29/16


	Cumulative Total Return
	6-Month			Since Inception¹
Fund NAV Returns		1.70	%		1.65	%
Fund Market Price Returns		1.96	%		1.88	%
Barclays U.S. Aggregate Enhanced Yield Index		1.74	%		1.75	%

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			9

Performance Summary (unaudited)

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

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		31.9%
U.S. Government Agencies		29.3%
Corporate Bonds		22.0%
Commercial Mortgage-Backed Securities		4.6%
Foreign Corporate Bonds		2.8%
Supranational Bond		1.6%
Foreign Government Obligations		1.2%
Municipal Bond		1.1%
Foreign Government Agencies		1.0%
U.S. Government Agencies Sold Short		-0.2%
Other Assets less Liabilities^‡		4.7%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Note, 0.63%, 6/30/17		20.4%
U.S. Treasury Bond, 4.50%, 2/15/36		3.6%
U.S. Treasury Bond, 4.38%, 5/15/40		2.9%
U.S. Treasury Bond, 3.63%, 8/15/43		2.7%
Federal Home Loan Mortgage Corp., 4.50%, 3/1/46		2.0%
Federal National Mortgage Association, 0.88%, 5/21/18		1.8%
Government National Mortgage Association, 3.50%, 8/20/44		1.8%
Government National Mortgage Association, 4.00%, 3/1/46		1.8%
Federal Home Loan Mortgage Corp., 2.38%, 1/13/22		1.7%
U.S. Treasury Bond, 6.88%, 8/15/25		1.7%

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

Performance as of 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			Since Inception¹
Fund NAV Returns		-3.54	%		-3.93	%		-5.64	%
Fund Market Price Returns		-3.46	%		-4.23	%		-5.65	%
Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration		-2.87	%		-2.19	%		-4.46	%

*	Returns of less than one year are cumulative.

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


10		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 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		32.1%
U.S. Government Agencies		32.0%
Corporate Bonds		22.9%
Commercial Mortgage-Backed Securities		4.6%
Foreign Corporate Bonds		2.7%
Supranational Bond		2.3%
Foreign Government Obligations		1.3%
Municipal Bond		0.9%
U.S. Government Agencies Sold Short		-1.3%
Other Assets less Liabilities^‡		2.5%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Note, 0.63%, 6/30/17		25.1%
Federal Home Loan Mortgage Corp., 2.38%, 1/13/22		3.0%
U.S. Treasury Bond, 3.63%, 8/15/43		2.8%
Federal National Mortgage Association, 0.88%, 5/21/18		2.3%
European Investment Bank, 4.00%, 2/16/21		2.3%
Federal National Mortgage Association, 5.00%, 3/1/46		2.1%
Government National Mortgage Association, 3.50%, 8/20/44		2.0%
Federal Home Loan Mortgage Corp., 4.50%, 3/1/46		1.9%
U.S. Treasury Bond, 2.88%, 5/15/43		1.7%
Federal National Mortgage Association, 4.50%, 3/1/46		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 Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration (the “Index”).

Performance as of 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			Since Inception¹
Fund NAV Returns		-1.04	%		-2.41	%		-0.85	%
Fund Market Price Returns		-0.94	%		-2.48	%		-0.87	%
Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration		-0.36	%		-1.03	%		0.17	%

*	Returns of less than one year are cumulative.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			11

Performance Summary (unaudited)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		99.9%
Other Assets less Liabilities^‡		0.1%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Floating Rate Note, 0.40%, 4/30/17		29.7%
U.S. Treasury Floating Rate Note, 0.49%, 10/31/17		29.7%
U.S. Treasury Floating Rate Note, 0.40%, 7/31/17		29.7%
U.S. Treasury Floating Rate Note, 0.60%, 1/31/18		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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			Since Inception¹
Fund NAV Returns		-0.04	%		0.00	%		-0.04	%
Fund Market Price Returns		-0.20	%		-0.12	%		-0.29	%
Bloomberg U.S. Treasury Floating Rate Bond Index		0.09	%		0.15	%		0.11	%

*	Returns of less than one year are cumulative.

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


12		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 2/29/16



Investment Type	% of Net Assets
Corporate Bonds		87.4%
Foreign Corporate Bonds		6.3%
Other Assets less Liabilities^‡		6.3%
Total		100.0%

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

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

Top Ten Holdings* as of 2/29/16



Description	% of Net Assets
Ally Financial, Inc., 5.50%, 2/15/17		3.0%
Sprint Communications, Inc., 9.00%, 11/15/18		2.6%
International Lease Finance Corp., 8.75%, 3/15/17		2.6%
DISH DBS Corp., 4.25%, 4/1/18		2.5%
CIT Group, Inc., 5.00%, 5/15/17		2.4%
Navient Corp., 8.45%, 6/15/18, Series A		2.4%
Pactiv LLC, 8.13%, 6/15/17		2.3%
ArcelorMittal, 5.50%, 2/25/17		2.2%
Cablevision Systems Corp., 7.75%, 4/15/18		1.8%
Lennar Corp., 4.75%, 12/15/17		1.8%

*	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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			Since Inception¹
Fund NAV Returns		-9.86	%		-10.84	%		-9.64	%
Fund Market Price Returns		-10.28	%		-11.20	%		-9.78	%
BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index		-10.47	%		-11.84	%		-9.29	%

*	Returns of less than one year are cumulative.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			13

Performance Summary (unaudited)

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

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
Corporate Bonds		82.0%
Foreign Corporate Bonds		9.7%
Other Assets less Liabilities^‡		8.3%
Total		100.0%

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

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

Top Ten Holdings* as of 2/29/16



Description	% of Net Assets
Ally Financial, Inc., 5.50%, 2/15/17		3.3%
International Lease Finance Corp., 8.75%, 3/15/17		2.9%
Sprint Communications, Inc., 9.00%, 11/15/18		2.9%
Navient Corp., 8.45%, 6/15/18, Series A		2.8%
CIT Group, Inc., 5.00%, 5/15/17		2.5%
ArcelorMittal, 5.50%, 2/25/17		2.2%
Schaeffler Holding Finance B.V., 6.88%, 8/15/18		2.0%
Numericable-SFR SA, 4.88%, 5/15/19		2.0%
Cablevision Systems Corp., 7.75%, 4/15/18		1.9%
Lennar Corp., 4.75%, 12/15/17		1.9%

*	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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			Since Inception¹
Fund NAV Returns		-6.03	%		-8.36	%		-3.32	%
Fund Market Price Returns		-8.07	%		-10.38	%		-4.54	%
BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index		-6.84	%		-9.43	%		-3.51	%

*	Returns of less than one year are cumulative.

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


14		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

Country Breakdown† as of 2/29/16



Country	% of Net Assets
Brazil		12.3%
Hong Kong		11.8%
China		10.5%
Russia		9.2%
Mexico		7.5%
India		5.6%
United Arab Emirates		4.6%
Supranational		3.6%
Peru		3.0%
Kazakhstan		3.0%
Morocco		2.9%
Indonesia		2.7%
Qatar		2.5%
Chile		2.2%
Colombia		2.0%
Argentina		1.8%
South Korea		1.6%
Macau		1.4%
Singapore		1.4%
Jamaica		0.9%
Philippines		0.7%
Venezuela		0.4%
Other Assets less Liabilities^‡		8.4%
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 2/29/16



Description	% of Net Assets
MDC-GMTN B.V., 5.50%, 4/20/21, Reg S		3.9%
Petrobras Global Finance B.V., 5.38%, 1/27/21		3.9%
Hutchison Whampoa International 12 II Ltd., 3.25%, 11/8/22, Reg S		3.5%
PCCW-HKT Capital No. 5 Ltd., 3.75%, 3/8/23, Reg S		3.4%
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%
Bharti Airtel International Netherlands B.V., 5.35%, 5/20/24		2.7%
Ooredoo International Finance Ltd., 4.75%, 2/16/21, Reg S		2.5%
Southern Copper Corp., 5.25%, 11/8/42		2.4%

*	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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			Since Inception¹
Fund NAV Returns		-2.71	%		-4.52	%		-1.35	%		1.46	%
Fund Market Price Returns		-2.83	%		-4.70	%		-1.79	%		1.22	%
JP Morgan Corporate Emerging Markets Bond Index (CEMBI) Broad		-0.18	%		0.29	%		1.20	%		3.36	%

*	Returns of less than one year are cumulative.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			15

Performance Summary (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

Country Breakdown† as of 2/29/16



Country	% of Net Assets
Poland		10.4%
Brazil		10.3%
Mexico		9.5%
Malaysia		7.4%
Colombia		6.2%
Turkey		5.9%
Indonesia		5.6%
South Korea		4.8%
Supranational Bonds		4.5%
South Africa		4.3%
Thailand		3.7%
Romania		3.6%
Peru		3.3%
Philippines		3.2%
China		3.2%
Russia		3.1%
Chile		3.0%
India		2.6%
Other Assets less Liabilities^‡		5.4%
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 2/29/16



Description	% of Net Assets
Malaysia Government Bond, 4.38%, 11/29/19, Series 0902		2.7%
Indonesia Treasury Bond, 8.25%, 6/15/32, Series FR58		2.6%
Colombian TES, 10.00%, 7/24/24, Series B		2.4%
Indonesia Treasury Bond, 8.38%, 9/15/26, Series FR56		2.3%
Poland Government Bond, 5.50%, 10/25/19, Series 1019		2.0%
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/23, Series F		1.9%
Korea Treasury Bond, 3.38%, 9/10/23, Series 2309		1.9%
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/21, Series F		1.9%
Malaysia Government Bond, 3.42%, 8/15/22, Series 0112		1.8%
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/17, Series F		1.8%

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

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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		-2.17	%		-12.44	%		-9.87	%		-3.65	%		-2.66	%
Fund Market Price Returns		-2.49	%		-13.07	%		-10.03	%		-3.79	%		-2.86	%
JP Morgan GBI-EM Global Diversified Index		-1.24	%		-12.50	%		-9.53	%		-3.12	%		-2.08	%

*	Returns of less than one year are cumulative.

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


16		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

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

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		120.1%
Other Assets less Liabilities^‡		-20.1%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.21%, 3/3/16		22.1%
U.S. Treasury Bill, 0.22%, 4/7/16		22.1%
U.S. Treasury Bill, 0.28%, 4/21/16		22.0%
U.S. Treasury Bill, 0.30%, 5/26/16		19.8%
U.S. Treasury Bill, 0.27%, 5/12/16		17.6%
U.S. Treasury Bill, 0.17%, 3/17/16		16.5%

*	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 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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			Since Inception¹
Fund NAV Returns		-5.67	%		-5.92	%		-2.51	%
Fund Market Price Returns		-5.30	%		-5.72	%		-2.68	%
WisdomTree Japan Interest Rate Strategy Index		-4.75	%		-4.37	%		-1.45	%
Bloomberg/EFFAS Bond Indices Japan Government 5-10 year Total Return Index		3.15	%		3.26	%		2.96	%

*	Returns of less than one year are cumulative.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			17

Performance Summary (unaudited)

WisdomTree Strategic Corporate Bond Fund (CRDT)

Country Breakdown† as of 2/29/16



Country	% of Net Assets
United States		60.1%
United Kingdom		12.3%
France		3.7%
Netherlands		3.6%
Italy		3.0%
Russia		2.8%
Germany		2.4%
Belgium		2.2%
Mexico		1.4%
Brazil		1.2%
Switzerland		1.1%
Colombia		0.9%
Luxembourg		0.3%
Other Assets less Liabilities^‡		5.0%
Total		100.0%

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

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

Top Ten Holdings* as of 2/29/16



Description	% of Net Assets
WestRock RKT Co., 4.45%, 3/1/19		3.7%
Cooperatieve Rabobank UA, 5.25%, 8/4/45		3.6%
Bank of America Corp., 3.30%, 1/11/23		3.5%
Royal Bank of Scotland Group PLC, 6.13%, 12/15/22		3.1%
Goldman Sachs Group, Inc. (The), 5.75%, 1/24/22		3.0%
Intesa Sanpaolo SpA, 5.02%, 6/26/24		3.0%
Barclays Bank PLC, 7.63%, 11/21/22		2.8%
Gazprom OAO via Gaz Capital S.A., 4.95%, 5/23/16, Reg S		2.8%
Numericable-SFR SA, 6.00%, 5/15/22		2.8%
General Electric Co., 6.88%, 1/10/39, Series A		2.8%

*	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 January 1, 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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			Since Inception¹
Fund NAV Returns		-0.56	%		-2.67	%		1.92	%		2.20	%
Fund Market Price Returns		-0.91	%		-2.78	%		1.66	%		1.91	%
Barclays Global Credit Index (Hedged)		0.71	%		-1.13	%		2.60	%		2.77	%
Global Corporate Composite (Hedged)		0.25	%		-1.74	%		2.58	%		2.77	%

^*	Returns of less than one year are cumulative.

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


18		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

Investment Breakdown†

as of 2/29/16



Investment Type	% of Net Assets
Corporate Bonds		37.6%
Foreign Corporate Bonds		16.0%
U.S. Government Obligations		11.6%
Commercial Mortgage-Backed Securities		7.4%
Foreign Government Obligations		7.3%
Bank Loans		3.3%
Other Assets less Liabilities^‡		16.8%
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 2/29/16



Description	% of Net Assets
GS Mortgage Securities Trust, 5.79%, 8/10/45, Series 2007-GG10, Class AM		7.4%
U.S. Treasury Bond, 3.13%, 8/15/44		5.2%
Virgin Media Secured Finance PLC, 5.38%, 4/15/21		4.0%
Ally Financial, Inc., 8.00%, 3/15/20		2.9%
Level 3 Financing, Inc., 5.38%, 8/15/22		2.7%
CCO Safari II LLC, 4.91%, 7/23/25		2.6%
HCA, Inc., 5.00%, 3/15/24		2.6%
CIT Group, Inc., 5.00%, 8/1/23		2.6%
Mexican Bonos, 10.00%, 12/5/24, Series M 20		2.6%
Ford Motor Credit Co., LLC, 8.13%, 1/15/20		2.5%

*	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 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 2/29/16


	Cumulative Total Return
	6-Month			Since Inception¹
Fund NAV Returns		-2.91	%		-4.35	%
Fund Market Price Returns		-4.04	%		-5.64	%
BofA Merrill Lynch U.S. Dollar 3-Month Deposit Offered Rate Constant Maturity Index		0.16	%		0.22	%

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			19

Performance Summary (unaudited)

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

Investment Breakdown† as of 2/29/16



Investment Type	% of Net Assets
U.S. Government Obligations		79.5%
Written Options		-1.4%
Other Assets less Liabilities^‡		21.9%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.30%, 5/19/16		79.5%

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

The Fund had less than six months of operating history at the end of the reporting period and therefore no comparative performance information is shown in this shareholder report. Comparative performance information for the most recent month- end is available at www.wisdomtree.com.


20		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Performance Summary (unaudited)

WisdomTree Global Real Return Fund (RRF) (consolidated)

Country Breakdown†

as of 2/29/16



Country	% of Net Assets
United States		45.3%
Mexico		8.1%
United Kingdom		5.8%
Sweden		4.1%
Canada		4.0%
Australia		3.6%
South Africa		3.4%
Brazil		3.0%
Turkey		2.3%
Other Assets less Liabilities^‡		20.4%
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 2/29/16



Description	% of Net Assets
U.S. Treasury Inflation Indexed Bond, 3.38%, 4/15/32		12.2%
U.S. Treasury Inflation Indexed Note, 0.63%, 1/15/24		7.0%
U.S. Treasury Inflation Indexed Bond, 2.38%, 1/15/25		6.9%
WisdomTree High Dividend Fund		5.1%
Sweden Inflation Linked Bond, 4.00%, 12/1/20, Series 3102		4.1%
U.S. Treasury Inflation Indexed Note, 2.13%, 1/15/19		3.7%
Australia Inflation Linked Bond, 4.00%, 8/20/20, Series 20CI, Reg S		3.6%
United Kingdom Inflation Linked Gilt, 1.25%, 11/22/27, Reg S		3.1%
America Movil S.A.B. de C.V., 5.00%, 3/30/20		2.8%
United Kingdom Inflation Linked Gilt, 1.25%, 11/22/32, Reg S		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 0.64%. The prospectus expense ratio includes 0.04% 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 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			Since Inception¹
Fund NAV Returns		-1.61	%		-6.48	%		-4.18	%		-2.91	%
Fund Market Price Returns		-2.44	%		-8.56	%		-3.34	%		-3.17	%
BofA Merrill Lynch Global Diversified Inflation-Linked Index		-1.63	%		-5.47	%		-2.77	%		0.09	%
BofA Merrill Lynch Global Diversified Inflation-Linked Index (Hedged)		1.47	%		-0.15	%		1.23	%		3.68	%

*	Returns of less than one year are cumulative.

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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			21

Performance Summary (unaudited)

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

Investment Breakdown† as of 2/29/16



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

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

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

Top Holdings* as of 2/29/16



Description	% of Net Assets
U.S. Treasury Bill, 0.02%, 3/10/16		83.9%
U.S. Treasury Bill, 0.13%, 3/17/16		3.3%

*	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).

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

Performance as of 2/29/16


	Average Annual Total Return
	6-Month*			1 Year			3 Year			5 Year			Since Inception¹
Fund NAV Returns		3.76	%		-1.50	%		1.48	%		-3.30	%		-2.76	%
Fund Market Price Returns		3.84	%		-1.59	%		1.46	%		-3.31	%		-2.78	%
Diversified Trends Indicator Index		4.32	%		-0.45	%		2.62	%		-2.19	%		-1.64	%

*	Returns of less than one year are cumulative.

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


22		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.

Barclays Global Credit Index (Hedged):

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

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

The Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration combines long positions in the 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.

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

The Barclays Rate Hedged U.S. Aggregate Bond Index, Zero Duration combines long positions in the 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.

Barclays U.S. Aggregate Enhanced Yield Index:

The Barclays U.S. Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the 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 index also incorporates differences in money market rates between the U.S. and the countries (or regions) represented by the foreign currencies.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			23

Description of Terms and Indexes (unaudited) (continued)

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.


24		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			25

Description of Terms and Indexes (unaudited) (continued)

Global Corporate Composite (Hedged):

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

HSBC Asian Local Bond Index:

The HSBC 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.

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.


26		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Description of Terms and Indexes (unaudited) (continued)

LIBID:

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

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 currency 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 rate 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).

Index Description:

Alpha Financial Technologies, LLC (“AFT”) has developed, maintained and owns rights to the methodology that is employed in connection with the Diversified Trends Indicator^TM (“DTI”). DTI^® is a registered mark of AFT. The WisdomTree Managed Futures Strategy Fund is not sponsored, endorsed, sold or promoted by AFT. The DTI was created, compiled, maintained and is owned by AFT without regard to the WisdomTree Managed Futures Strategy Fund. The DTI is licensed on an “as is” basis without warranties or guarantees or other terms concerning merchantability, absence of defects, fitness or use for a particular purpose, timeliness, accuracy, completeness, currentness or quality. Neither AFT nor its affiliates make any warranties or guarantees as to the results to be obtained in connection with the use of the DTI or an investment in the WisdomTree Managed Futures Strategy Fund, and AFT and its affiliates shall have no liability in connection with any WisdomTree Managed Futures Strategy Fund investment.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			27

Description of Terms and Indexes (unaudited) (concluded)

Barclays Capital Inc. and its affiliates (“Barclays”) is not the issuer or producer of the Funds and Barclays has no responsibilities, obligations or duties to investors in the Funds. These Barclays Indexes are a trademark owned by Barclays Bank PLC and licensed for use by WisdomTree with respect to the WisdomTree Trust as the Issuer of the Funds. Barclays’ only relationship to WisdomTree is the licensing of these Barclays Indexes which is determined, composed and calculated by Barclays without regard to WisdomTree or the Funds. While WisdomTree may for itself execute transaction(s) with Barclays in or relating to these Barclays Indexes in connection with the Funds that investors acquire from WisdomTree, investors in the Funds neither acquire any interest in these Barclays Indexes nor enter into any relationship of any kind whatsoever with Barclays upon making an investment in the Funds. The Funds are not sponsored, endorsed, sold or promoted by Barclays, and Barclays makes no representation or warranty (express or implied) to the owners of the Funds, the Issuer or members of the public regarding the advisability, legality or suitability of the Funds or use of the Barclays Indexes or any data included therein. Barclays shall not be liable in any way to the Issuer, investors, or to other third parties in respect to the use or accuracy of these Barclays Indexes or any data included therein or in connection with the administration, marketing, purchasing or performance of the Funds.

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

WisdomTree Investments and WisdomTree Asset Management (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.


28		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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 September 1, 2015 to February 29, 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 9/1/15 to 2/29/16” 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.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			29

Shareholder Expense Examples (unaudited) (continued)


	Beginning Account Value 9/1/15		Ending Account Value 2/29/16		Annualized Expense Ratio Based on the Period‡ 9/1/15 to 2/29/16			Expenses Paid During the Period† 9/1/15 to 2/29/16
WisdomTree Bloomberg U.S. Dollar Bullish Fund
Actual	$	1,000.00	$	1,015.60		0.50	%	$	2.51
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.38		0.50	%	$	2.51
WisdomTree Brazilian Real Strategy Fund
Actual	$	1,000.00	$	971.50		0.45	%	$	2.21
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.63		0.45	%	$	2.26
WisdomTree Chinese Yuan Strategy Fund
Actual	$	1,000.00	$	998.40		0.45	%	$	2.24
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.63		0.45	%	$	2.26
WisdomTree Commodity Currency Strategy Fund
Actual	$	1,000.00	$	973.60		0.55	%	$	2.70
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.13		0.55	%	$	2.77
WisdomTree Emerging Currency Strategy Fund
Actual	$	1,000.00	$	981.80		0.55	%	$	2.71
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.13		0.55	%	$	2.77
WisdomTree Indian Rupee Strategy Fund
Actual	$	1,000.00	$	990.80		0.45	%	$	2.23
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.63		0.45	%	$	2.26
WisdomTree Asia Local Debt Fund
Actual	$	1,000.00	$	1,018.40		0.55	%	$	2.76
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.13		0.55	%	$	2.77
WisdomTree Australia & New Zealand Debt Fund
Actual	$	1,000.00	$	1,034.40		0.35	%²	$	1.77
Hypothetical (5% return before expenses)	$	1,000.00	$	1,023.12		0.35	%²	$	1.76
WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund
Actual	$	1,000.00	$	1,017.00		0.12	%*	$	0.60
Hypothetical (5% return before expenses)	$	1,000.00	$	1,024.27		0.12	%*	$	0.60
WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund
Actual	$	1,000.00	$	964.60		0.28	%	$	1.37
Hypothetical (5% return before expenses)	$	1,000.00	$	1,023.47		0.28	%	$	1.41
WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund
Actual	$	1,000.00	$	989.60		0.23	%	$	1.14
Hypothetical (5% return before expenses)	$	1,000.00	$	1,023.72		0.23	%	$	1.16
WisdomTree Bloomberg Floating Rate Treasury Fund
Actual	$	1,000.00	$	999.60		0.15	%*	$	0.75
Hypothetical (5% return before expenses)	$	1,000.00	$	1,024.12		0.15	%*	$	0.75
WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fund
Actual	$	1,000.00	$	901.40		0.48	%	$	2.27
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.48		0.48	%	$	2.41
WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund
Actual	$	1,000.00	$	939.70		0.43	%	$	2.07
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.73		0.43	%	$	2.16
WisdomTree Emerging Markets Corporate Bond Fund
Actual	$	1,000.00	$	972.90		0.60	%	$	2.94
Hypothetical (5% return before expenses)	$	1,000.00	$	1,021.88		0.60	%	$	3.02


30		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Shareholder Expense Examples (unaudited) (concluded)


	Beginning Account Value 9/1/15		Ending Account Value 2/29/16		Annualized Expense Ratio Based on the Period‡ 9/1/15 to 2/29/16			Expenses Paid During the Period† 9/1/15 to 2/29/16
WisdomTree Emerging Markets Local Debt Fund
Actual	$	1,000.00	$	978.30		0.55	%	$	2.71
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.13		0.55	%	$	2.77
WisdomTree Japan Interest Rate Strategy Fund (consolidated)
Actual	$	1,000.00	$	943.30		0.50	%	$	2.42
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.38		0.50	%	$	2.51
WisdomTree Strategic Corporate Bond Fund
Actual	$	1,000.00	$	994.40		0.45	%*	$	2.23
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.63		0.45	%*	$	2.26
WisdomTree Western Asset Unconstrained Bond Fund
Actual	$	1,000.00	$	970.90		0.55	%*	$	2.70
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.13		0.55	%*	$	2.77
WisdomTree CBOE S&P 500 PutWrite Strategy Fund
Actual¹	$	1,000.00	$	998.80		0.38	%*	$	0.08
Hypothetical (5% return before expenses)	$	1,000.00	$	1,022.97		0.38	%*	$	1.91
WisdomTree Global Real Return Fund (consolidated)
Actual	$	1,000.00	$	983.90		0.60	%	$	2.96
Hypothetical (5% return before expenses)	$	1,000.00	$	1,021.88		0.60	%	$	3.02
WisdomTree Managed Futures Strategy Fund (consolidated)
Actual	$	1,000.00	$	1,037.60		0.95	%	$	4.81
Hypothetical (5% return before expenses)	$	1,000.00	$	1,020.14		0.95	%	$	4.77

‡	The annualized expense ratio does not include acquired fund fees and expenses, 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 182/366 (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	Fund commenced operations on February 22, 2016. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 8/366 (to reflect the period since commencement of operations).

2	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.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			31

Schedule of Investments (unaudited)

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

February 29, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 99.5%
U.S. Treasury Bills – 99.5%
U.S. Treasury Bills
0.13%, 3/10/16^*	$	67,115,000	$	67,112,248
0.24%, 3/31/16^*		43,800,000		43,791,065
0.11%, 4/7/16^*		68,450,000		68,433,161
0.23%, 5/26/16^*		76,150,000		76,092,279
TOTAL INVESTMENTS IN SECURITIES – 99.5% (Cost: $255,475,820)				255,428,753
Cash and Other Assets in Excess of Liabilities – 0.5%				1,303,054

NET ASSETS – 100.0%			$	256,731,807

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


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
3/3/2016	AUD	21,909,892		USD	15,485,627	$	(151,836	)
3/3/2016	AUD	667,105		USD	471,655		(4,469	)
3/3/2016	AUD	483,230		USD	346,410		1,521
3/3/2016	AUD	240,000		USD	169,538		(1,754	)
3/3/2016	BRL	10,553,151		USD	2,601,381		(25,961	)
3/3/2016	BRL	10,983,890		USD	2,722,963		(11,617	)
3/3/2016	BRL	532,350		USD	132,307		(228	)
3/3/2016	BRL	477,440		USD	119,354		489
3/3/2016	BRL	230,000		USD	58,552		1,290
3/3/2016	CAD	41,889,399		USD	29,898,191		(1,062,127	)
3/3/2016	CAD	338,009		USD	241,240		(8,581	)
3/3/2016	CAD	902,779		USD	655,485		(11,756	)
3/3/2016	CAD	445,000		USD	319,918		(8,980	)
3/3/2016	CHF	11,372,117		USD	11,116,080		(273,560	)
3/3/2016	CHF	302,129		USD	296,348		(6,246	)
3/3/2016	CHF	246,284		USD	245,428		(1,235	)
3/3/2016	CHF	125,000		USD	126,098		905
3/3/2016	CNH	51,881,378		USD	7,828,079		(89,444	)
3/3/2016	CNH	1,109,768		USD	167,495		(1,865	)
3/3/2016	CNH	530,000		USD	80,292		(590	)
3/3/2016	EUR	37,408,893		USD	40,551,614		(144,682	)
3/3/2016	EUR	38,935,785		USD	42,206,313		(151,055	)
3/3/2016	EUR	289,514		USD	315,434		478
3/3/2016	EUR	1,608,520		USD	1,788,045		38,172
3/3/2016	EUR	820,000		USD	915,044		22,984
3/3/2016	GBP	16,696,198		USD	23,790,362		551,728
3/3/2016	GBP	734,812		USD	1,055,279		32,529
3/3/2016	GBP	367,013		USD	535,844		25,016
3/3/2016	GBP	185,000		USD	268,245		10,752
3/3/2016	JPY	5,872,171,713		USD	48,531,829		(3,548,164	)
3/3/2016	JPY	120,822,849		USD	1,027,016		(44,556	)
3/3/2016	JPY	62,345,000		USD	533,309		(19,626	)
3/3/2016	MXN	449,113,539		USD	24,725,203		(44,670	)
3/3/2016	MXN	20,667,336		USD	1,127,181		(12,681	)

FORWARD CONTRACTS (continued)
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
3/3/2016	MXN	10,235,853		USD	560,558	$	(3,978	)
3/3/2016	MXN	4,940,000		USD	267,067		(5,388	)
3/3/2016	USD	16,630,537		AUD	23,300,227		(768	)
3/3/2016	USD	5,670,039		BRL	22,776,831		544
3/3/2016	USD	32,218,253		CAD	43,575,187		(11,974	)
3/3/2016	USD	12,063,625		CHF	12,045,530		466
3/3/2016	USD	8,169,297		CNH	53,521,146		(1,532	)
3/3/2016	USD	43,871,124		EUR	40,321,983		(5,742	)
3/3/2016	USD	42,144,102		EUR	38,740,729		1,069
3/3/2016	USD	25,029,671		GBP	17,983,023		34
3/3/2016	USD	311,093		JPY	37,639,449		22,729
3/3/2016	USD	27,218,545		JPY	3,069,027,057		500
3/3/2016	USD	26,152,311		JPY	2,948,673,056		(679	)
3/3/2016	USD	26,748,854		MXN	484,956,728		(2,129	)
3/4/2016	KRW	5,225,847,154		USD	4,321,739		96,228
3/4/2016	KRW	5,439,147,036		USD	4,532,698		134,717
3/4/2016	KRW	93,125,248		USD	77,213		1,914
3/4/2016	KRW	232,070,346		USD	192,943		5,296
3/4/2016	KRW	114,000,000		USD	95,131		2,953
3/4/2016	USD	8,954,992		KRW	11,104,189,784		23,626
4/5/2016	AUD	21,940,529		USD	15,636,467		607
4/5/2016	BRL	21,520,080		USD	5,311,174		—
4/5/2016	CAD	39,973,168		USD	29,555,219		10,295
4/5/2016	CHF	11,202,768		USD	11,237,774		(842	)
4/5/2016	CNH	50,626,762		USD	7,703,989		(1,348	)
4/5/2016	EUR	36,577,953		USD	39,829,733		(1,635	)
4/5/2016	EUR	38,070,929		USD	41,461,907		4,770
4/5/2016	GBP	17,545,984		USD	24,424,361		(250	)
4/5/2016	JPY	2,753,470,863		USD	24,447,589		(572	)
4/5/2016	JPY	2,645,491,614		USD	23,489,674		264
4/5/2016	KRW	10,930,978,802		USD	8,806,783		(24,363	)
4/5/2016	MXN	461,572,035		USD	25,386,331		(234	)
						$	(4,695,241	)

See Notes to Financial Statements.


32		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

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

February 29, 2016

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			33

Schedule of Investments (unaudited)

WisdomTree Brazilian Real Strategy Fund (BZF)

February 29, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 77.2%
U.S. Treasury Bills – 77.2%
U.S. Treasury Bills
0.29%, 3/24/16^*	$	10,000,000	$	9,998,540
0.20%, 4/28/16^*		2,000,000		1,999,144
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $11,997,543)				11,997,684
REPURCHASE AGREEMENT – 22.6%
United States – 22.6%
Deutsche Bank, tri-party repurchase agreement dated 2/29/16, 0.31% due 3/1/16; Proceeds at maturity – $3,516,030 (fully collateralized by U.S. Treasury Bond, 3.63% due 2/15/44; Market value – $3,586,423) (Cost: $3,516,000)		3,516,000		3,516,000
TOTAL INVESTMENTS IN SECURITIES – 99.8% (Cost: $15,513,543)				15,513,684
Cash and Other Assets in Excess of Liabilities – 0.2%				23,708

NET ASSETS – 100.0%			$	15,537,392

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


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
3/2/2016	BRL	18,550,104		USD	4,687,921	$	26,271
3/2/2016	BRL	11,577,212		USD	2,925,016		15,657
3/2/2016	USD	4,800,751		BRL	18,550,104		(139,101	)
3/2/2016	USD	3,002,078		BRL	11,577,212		(92,719	)
4/4/2016	USD	3,289,474		BRL	13,600,000		98,794
4/4/2016	USD	4,475,271		BRL	18,550,000		146,227
6/2/2016	USD	4,614,022		BRL	18,750,000		(22,991	)
6/2/2016	USD	2,927,645		BRL	11,900,000		(13,871	)
						$	18,267

CURRENCY LEGEND


BRL		Brazilian real
USD		U.S. dollar

See Notes to Financial Statements.


34		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

February 29, 2016


Investments	Principal Amount^†		Value
U.S. GOVERNMENT OBLIGATIONS – 50.0%
U.S. Treasury Bill – 50.0%
U.S. Treasury Bill 0.17%, 4/7/16^* (Cost: $27,087,855)	$	27,092,000	$	27,085,335
TIME DEPOSITS – 19.7%
China – 19.7%
Barclays Capital, Inc. 3.80%, 3/18/16		17,500,000 CNH		2,671,021
BNP Paribas S.A. 3.70%, 3/18/16		17,500,000 CNH		2,671,022
Deutsche Bank AG 5.50%, 3/18/16		17,500,000 CNH		2,671,022
Standard Chartered Bank 3.75%, 3/18/16		17,500,000 CNH		2,671,022
TOTAL TIME DEPOSITS (Cost: $10,735,620)				10,684,087
REPURCHASE AGREEMENT – 29.4%
United States – 29.4%
Citigroup, Inc., tri-party repurchase agreement dated 2/29/16, 0.31% due 3/1/16; Proceeds at maturity – $15,940,137 (fully collateralized by Fannie Mae, 4.00% – 7.50% due 11/1/26 – 11/1/49; Market value – $16,737,000) (Cost: $15,940,000)		15,940,000		15,940,000
TOTAL INVESTMENTS IN SECURITIES – 99.1% (Cost: $53,763,475)				53,709,422
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 0.9%				482,064

NET ASSETS – 100.0%			$	54,191,486

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

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


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
3/10/2016	CNH	15,910,747		USD	2,482,370	$	54,761
3/10/2016	CNH	16,715,000		USD	2,494,590		(55,728	)
3/10/2016	USD	2,638,204		CNH	17,311,893		3,187
3/10/2016	USD	425,018		CNH	2,735,000		(7,721	)
3/10/2016	USD	1,908,113		CNH	12,578,854		11,126
4/13/2016	CNH	12,600,000		USD	1,898,219		(18,224	)
4/13/2016	CNH	16,585,000		USD	2,516,310		(6,247	)
4/13/2016	CNY	16,372,463		USD	2,546,262		56,107
4/13/2016	CNY	15,280,000		USD	2,274,148		(49,850	)
4/13/2016	USD	17,121,530		CNH	110,100,000		(375,464	)
4/13/2016	USD	1,920,742		CNH	12,500,000		(19,509	)
4/13/2016	USD	1,826,873		CNH	12,000,000		(1,689	)
4/13/2016	USD	5,238,288		CNY	33,724,620		(108,973	)
4/13/2016	USD	3,932,541		CNY	25,300,000		(84,560	)

FORWARD CONTRACTS (continued)
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
4/13/2016	USD	7,752,457		CNY	50,030,480	$	(143,117	)
4/29/2016	CNY	16,260,000		USD	2,465,130		(2,981	)
4/29/2016	USD	18,085,813		CNY	116,834,354		(351,484	)
						$	(1,100,366	)

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			35

Schedule of Investments (unaudited)

WisdomTree Commodity Currency Strategy Fund (CCX)

February 29, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 72.8%
U.S. Treasury Bill – 72.8%
U.S. Treasury Bill 0.25%, 3/31/16^* (Cost: $3,299,324)	$	3,300,000	$	3,299,327
REPURCHASE AGREEMENT – 26.2%
United States – 26.2%
Citigroup, Inc., tri-party repurchase agreement dated 2/29/16, 0.31% due 3/1/16; Proceeds at maturity – $1,185,010 (fully collateralized by Fannie Mae, 3.00% – 5.52% due 8/1/42 – 11/1/43, Freddie Mac, 3.50% due 1/1/46, Ginnie Mae, 3.50% due 2/20/46 and Resolution Funding Corp. Interest Strip, 0.00% due 7/15/26; Market value – $1,243,637) (Cost: $1,185,000)		1,185,000		1,185,000
TOTAL INVESTMENTS IN SECURITIES – 99.0% (Cost: $4,484,324)				4,484,327
Cash and Other Assets in Excess of Liabilities – 1.0%				46,123

NET ASSETS – 100.0%			$	4,530,450

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


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
3/2/2016	AUD	274,324		USD	196,526	$	590
3/2/2016	AUD	806,306		USD	580,567		4,663
3/2/2016	BRL	2,232,648		USD	564,941		3,876
3/2/2016	CAD	260,442		USD	188,338		(3,927	)
3/2/2016	CAD	776,080		USD	570,719		(2,202	)
3/2/2016	CLP	139,685,532		USD	195,091		(5,938	)
3/2/2016	CLP	417,676,243		USD	603,312		2,210
3/2/2016	NOK	1,691,301		USD	193,698		(310	)
3/2/2016	NOK	5,042,791		USD	581,938		3,484
3/2/2016	NZD	301,452		USD	203,016		4,253
3/2/2016	NZD	895,601		USD	599,135		8,620
3/2/2016	RUB	12,879,461		USD	178,807		7,180
3/2/2016	RUB	39,710,424		USD	519,831		(9,337	)
3/2/2016	USD	779,554		AUD	1,080,630		(7,714	)
3/2/2016	USD	544,475		BRL	2,232,648		16,590
3/2/2016	USD	779,167		CAD	1,036,522		(13,981	)
3/2/2016	USD	773,576		CLP	557,361,775		28,556
3/2/2016	USD	777,401		NOK	6,734,092		(4,939	)
3/2/2016	USD	781,794		NZD	1,197,053		7,483
3/2/2016	USD	780,330		RUB	52,589,885		(79,535	)
3/2/2016	USD	769,485		ZAR	11,059,121		(68,871	)
3/2/2016	ZAR	2,719,867		USD	178,344		6,036
3/2/2016	ZAR	8,339,254		USD	534,028		5,722
6/3/2016	USD	566,793		AUD	790,460		(4,562	)
6/3/2016	USD	570,594		BRL	2,318,609		(3,039	)

FORWARD CONTRACTS (continued)
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
6/3/2016	USD	572,273		CAD	778,085	$	2,218
6/3/2016	USD	568,564		CLP	397,372,286		(2,128	)
6/3/2016	USD	565,223		NOK	4,900,304		(3,372	)
6/3/2016	USD	569,691		NZD	856,025		(8,252	)
6/3/2016	USD	568,371		RUB	44,480,988		10,198
6/3/2016	USD	567,449		ZAR	9,019,940		(6,388	)
						$	(112,816	)

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.


36		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

February 29, 2016


Investments	Principal Amount		Value

U.S. GOVERNMENT OBLIGATIONS – 64.9%
U.S. Treasury Bills – 64.9%
U.S. Treasury Bills
0.07%, 3/10/16^*	$	13,050,000	$	13,049,465
0.22%, 4/7/16^*		11,886,000		11,883,076
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $24,933,196)				24,932,541
REPURCHASE AGREEMENT – 31.9%
United States – 31.9%
Citigroup, Inc., tri-party repurchase agreement dated 2/29/16, 0.31% due 3/1/16; Proceeds at maturity – $12,250,105 (fully collateralized by U.S. Treasury Bonds Coupon Strips, 0.00% due 8/15/17 – 5/15/44; Market value – $12,495,000) (Cost: $12,250,000)		12,250,000		12,250,000
TOTAL INVESTMENTS IN SECURITIES – 96.8% (Cost: $37,183,196)				37,182,541
Cash and Other Assets in Excess of Liabilities — 3.2%				1,217,117

NET ASSETS – 100.0%			$	38,399,658

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

FINANCIAL DERIVATIVE INSTRUMENTS


FORWARD CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
5/3/2016	BRL	899,835		USD	225,882	$	3,538
5/3/2016	BRL	456,364		USD	113,549		784
5/3/2016	CLP	156,603,934		USD	222,512		(1,462	)
5/3/2016	CLP	78,880,842		USD	110,730		(2,085	)
5/3/2016	CNH	1,467,574		USD	219,467		(3,290	)
5/3/2016	CNH	734,913		USD	110,264		(1,285	)
5/3/2016	COP	736,499,030		USD	219,167		(730	)
5/3/2016	COP	368,218,498		USD	109,487		(452	)
5/3/2016	IDR	3,101,884,921		USD	222,997		(5,831	)
5/3/2016	IDR	1,540,077,220		USD	111,535		(2,077	)
5/3/2016	INR	15,032,627		USD	218,434		2,126
5/3/2016	INR	7,545,638		USD	109,947		1,371
5/3/2016	KRW	263,322,443		USD	218,525		6,373
5/3/2016	KRW	130,469,822		USD	108,661		3,546
5/3/2016	MXN	4,053,708		USD	221,777		(1,218	)
5/3/2016	MXN	2,026,297		USD	109,681		(1,786	)
5/3/2016	MYR	949,384		USD	227,943		3,306
5/3/2016	MYR	467,766		USD	112,715		2,035
5/3/2016	PHP	10,494,538		USD	216,964		(2,580	)
5/3/2016	PHP	5,286,797		USD	109,698		(900	)
5/3/2016	THB	7,890,767		USD	220,782		114
5/3/2016	THB	3,956,352		USD	111,009		368
5/3/2016	TRY	668,313		USD	223,904		1,758
5/3/2016	TRY	339,202		USD	113,495		746
5/3/2016	USD	2,833,596		BRL	11,849,249		94,289
5/3/2016	USD	2,835,289		CLP	2,052,947,357		100,828
5/3/2016	USD	2,836,471		CNH	18,974,008	$	43,506
5/3/2016	USD	2,818,675		COP	9,645,505,484		61,183
5/3/2016	USD	2,835,648		IDR	40,096,068,673		122,256
5/3/2016	USD	960,500		INR	66,288,909		(6,654	)
5/3/2016	USD	932,047		INR	64,339,235		(6,256	)
5/3/2016	USD	931,913		INR	64,339,237		(6,121	)
5/3/2016	USD	2,830,039		KRW	3,414,017,964		(79,461	)
5/3/2016	USD	2,831,270		MXN	52,634,020		64,134
5/3/2016	USD	2,878,680		MYR	12,225,752		14,099
5/3/2016	USD	2,817,273		PHP	136,525,054		38,800
5/3/2016	USD	2,833,515		THB	102,034,862		19,929
5/3/2016	USD	2,847,411		TRY	8,746,442		59,880
5/3/2016	USD	2,830,923		ZAR	47,192,328		123,047
5/3/2016	ZAR	3,657,066		USD	227,399		(1,512	)
5/3/2016	ZAR	1,806,810		USD	111,250		(1,846	)
5/4/2016	PLN	891,895		USD	225,371		2,452
5/4/2016	PLN	451,492		USD	113,779		934
5/4/2016	RUB	17,657,091		USD	225,046		(6,278	)
5/4/2016	RUB	8,740,674		USD	110,266		(4,244	)
5/4/2016	USD	2,830,122		PLN	11,674,519		87,791
5/4/2016	USD	2,851,996		RUB	229,096,310		149,378
						$	872,503

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			37

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

February 29, 2016

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.


38		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited)

WisdomTree Indian Rupee Strategy Fund (ICN)

February 29, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 73.5%
U.S. Treasury Bill – 73.5%
U.S. Treasury Bill 0.25%, 3/31/16^* (Cost: $7,501,465)	$	7,503,000	$	7,501,469
REPURCHASE AGREEMENT – 26.3%
United States – 26.3%
Citigroup, Inc., tri-party repurchase agreement dated 2/29/16, 0.31% due 3/1/16; Proceeds at maturity—$2,678,023 (fully collateralized by Fannie Mae, 1.81% – 7.00% due 4/8/20 – 11/1/40, Freddie Mac, 1.80% due 9/28/20, Ginnie Mae, 3.00% – 5.50% due 11/15/38 – 7/15/45, and U.S. Treasury Bond Coupon Strips, 0.00% due 5/15/28; Market value – $2,798,362) (Cost: $2,678,000)		2,678,000		2,678,000
TOTAL INVESTMENTS IN SECURITIES – 99.8% (Cost: $10,179,465)				10,179,469
Cash and Other Assets in Excess of Liabilities – 0.2%				21,111

NET ASSETS – 100.0%			$	10,200,580

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


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
5/3/2016		USD	3,503,080		INR	241,765,057	$	(24,268	)
5/3/2016		USD	3,399,309		INR	234,654,325		(22,816	)
5/3/2016		USD	3,398,817		INR	234,654,332		(22,323	)
							$	(69,407	)

CURRENCY LEGEND


INR		Indian rupee
USD		U.S. dollar

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			39

Schedule of Investments (unaudited)

WisdomTree Asia Local Debt Fund (ALD)

February 29, 2016


Investments	Principal Amount^†		Value
FOREIGN CORPORATE BOND – 4.7%
Taiwan – 4.7%
Export-Import Bank of Korea 0.70%, 7/1/16, Reg S		47,300,000 TWD	$	1,416,566
FOREIGN GOVERNMENT AGENCIES – 13.3%
Australia – 13.3%
Queensland Treasury Corp. 6.00%, 7/21/22, Series 22, Reg S		1,317,000 AUD		1,132,825
South Australian Government Financing Authority 5.00%, 5/20/21, Series 21		1,800,000 AUD		1,451,325
Western Australian Treasury Corp. 7.00%, 10/15/19, Series 19		1,728,000 AUD		1,441,247
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $4,531,901)				4,025,397
FOREIGN GOVERNMENT OBLIGATIONS – 61.0%
China – 4.6%
China Government Bond
2.48%, 12/1/20		2,000,000 CNY		288,514
2.36%, 8/18/21, Reg S		2,500,000 CNY		354,168
3.10%, 6/29/22		2,500,000 CNY		364,171
3.48%, 6/29/27, Reg S		2,500,000 CNY		372,575

Total China				1,379,428
Hong Kong – 6.7%
Hong Kong Government Bond 1.51%, 2/24/27		2,500,000 HKD		326,121
Hong Kong Government Bond Programme
2.46%, 8/4/21		8,700,000 HKD		1,193,371
1.10%, 1/17/23		4,000,000 HKD		511,406

Total Hong Kong				2,030,898
Indonesia – 4.0%
Indonesia Treasury Bond
12.80%, 6/15/21, Series FR34		7,718,000,000 IDR		688,702
7.00%, 5/15/22, Series FR61		7,334,000,000 IDR		512,739

Total Indonesia				1,201,441
Malaysia – 6.7%
Malaysia Government Bond
4.01%, 9/15/17, Series 0210		1,050,000 MYR		253,569
3.26%, 3/1/18, Series 0213		2,886,000 MYR		686,453
4.38%, 11/29/19, Series 0902		4,405,000 MYR		1,080,571

Total Malaysia				2,020,593
New Zealand – 2.2%
New Zealand Government Bond 5.00%, 3/15/19, Series 319, Reg S		941,000 NZD		669,533
Philippines – 6.5%
Philippine Government Bond
5.00%, 8/18/18, Series 7-51		17,850,000 PHP		390,930
3.50%, 3/20/21, Series 7-57		10,000,000 PHP		209,014
Philippine Government International Bond
4.95%, 1/15/21		27,000,000 PHP		581,411
3.90%, 11/26/22		22,000,000 PHP		445,099
6.25%, 1/14/36		15,000,000 PHP		342,038

Total Philippines				1,968,492
Singapore – 13.6%
Singapore Government Bond
2.50%, 6/1/19		1,105,000 SGD	$	816,249
2.25%, 6/1/21		2,060,000 SGD		1,495,216
3.00%, 9/1/24		1,960,000 SGD		1,477,089
2.88%, 7/1/29		423,000 SGD		310,510

Total Singapore				4,099,064
South Korea – 12.2%
Korea Treasury Bond
5.75%, 9/10/18, Series 1809		1,898,520,000 KRW		1,697,510
3.50%, 3/10/24, Series 2403		2,172,390,000 KRW		1,985,521

Total South Korea				3,683,031
Thailand – 4.5%
Thailand Government Bond
3.25%, 6/16/17		28,114,000 THB		807,895
2.80%, 10/10/17		19,610,000 THB		561,902

Total Thailand				1,369,797
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $21,699,435)				18,422,277
SUPRANATIONAL BONDS – 13.8%
Asian Development Bank 2.85%, 10/21/20		4,000,000 CNY		578,223
European Investment Bank 7.20%, 7/9/19, Reg S		11,860,000,000 IDR		842,331
International Finance Corp. 8.25%, 6/10/21		88,830,000 INR		1,383,150
Nordic Investment Bank 3.50%, 1/30/18^(a)		2,035,000 NZD		1,361,595
TOTAL SUPRANATIONAL BONDS (Cost: $4,789,574)				4,165,299

	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.3%
United States – 2.3%
State Street Navigator Securities Lending Prime Portfolio, 0.49%^(b) (Cost: $683,400)^(c)		683,400		683,400
TOTAL INVESTMENTS IN SECURITIES – 95.1% (Cost: $33,299,420)				28,712,939
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 4.9%				1,472,861

NET ASSETS – 100.0%			$	30,185,800

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

^(a)	Security, or portion thereof, was on loan at February 29, 2016 (See Note 2).

^(b)	Rate shown represents annualized 7-day yield as of February 29, 2016.

^(c)	At February 29, 2016, the total market value of the Fund’s securities on loan was $669,089 and the total market value of the collateral held by the Fund was $683,400.

Reg S –

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

See Notes to Financial Statements.


40		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

WisdomTree Asia Local Debt Fund (ALD)

February 29, 2016


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver			In Exchange For			Unrealized Gain (Loss)
3/16/2016		USD	363,650		INR	24,630,000	$	(6,168	)
3/16/2016		USD	145,201		INR	10,000,000		(60	)
3/16/2016		USD	81,377		KRW	96,000,000		(3,932	)
3/16/2016		USD	639,375		THB	23,107,000		7,643
3/16/2016		USD	411,170		TWD	13,496,662		(6,640	)
3/16/2016		USD	150,317		TWD	5,000,000		(454	)
							$	(9,611	)

CURRENCY LEGEND


AUD		Australian dollar
CNY		Chinese yuan
HKD		Hong Kong dollar
IDR		Indonesian rupiah
INR		Indian rupee
KRW		South Korean won
MYR		Malaysian ringgit
NZD		New Zealand dollar
PHP		Philippine peso
SGD		Singapore dollar
THB		Thai baht
TWD		New Taiwan dollar
USD		U.S. dollar

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			41

Schedule of Investments (unaudited)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

February 29, 2016


Investments	Principal Amount^†		Value

FOREIGN GOVERNMENT AGENCIES – 38.1%
Australia – 38.1%
Australian Capital Territory
5.50%, 6/7/18		610,000 AUD	$	469,207
4.25%, 4/11/22		3,750,000 AUD		2,951,593
KFW
6.25%, 12/4/19		1,312,000 AUD		1,063,791
2.75%, 4/16/20, Reg S		1,000,000 AUD		719,720
6.25%, 5/19/21		800,000 AUD		670,426
4.00%, 2/27/25, Reg S		2,000,000 AUD		1,550,002
Landwirtschaftliche Rentenbank
5.50%, 3/29/22		1,550,000 AUD		1,272,308
4.25%, 1/24/23, Series 15		1,400,000 AUD		1,081,215
4.75%, 4/8/24		1,540,000 AUD		1,236,860
New South Wales Treasury Corp.
6.00%, 2/1/18, Series 18		600 AUD		462
6.00%, 5/1/20, Series 520		3,340,000 AUD		2,769,864
4.00%, 4/8/21		2,525,000 AUD		1,968,006
5.00%, 8/20/24, Series 24		1,110,000 AUD		944,216
Northern Territory Treasury Corp. 4.25%, 9/20/21		4,500,000 AUD		3,510,393
Queensland Treasury Corp.
6.25%, 2/21/20, Series 20, Reg S		4,280,000 AUD		3,531,276
5.50%, 6/21/21, Series 21, Reg S		3,120,000 AUD		2,577,704
5.75%, 7/22/24, Series 24, Reg S		3,455,000 AUD		3,014,882
4.75%, 7/21/25, Series 25, Reg S^(a)		2,425,000 AUD		1,997,343
South Australian Government Financing Authority
5.75%, 9/20/17, Series 17		490,000 AUD		369,790
5.00%, 5/20/21, Series 21		2,755,000 AUD		2,221,334
4.25%, 11/20/23, Series 23		3,595,000 AUD		2,844,979
Tasmanian Public Finance 5.00%, 9/20/17, Series 17, Reg S		2,900,000 AUD		2,164,050
Treasury Corp. of Victoria
6.00%, 6/15/20, Series 0620		1,900,000 AUD		1,576,806
6.00%, 10/17/22, Series 1022		4,080,000 AUD		3,560,243
Western Australian Treasury Corp.
7.00%, 10/15/19, Series 19		750,000 AUD		625,541
2.50%, 7/22/20, Reg S		6,650,000 AUD		4,786,754
7.00%, 7/15/21, Series 21		4,645,000 AUD		4,078,803
6.00%, 10/16/23, Series 23		3,437,800 AUD		2,997,501
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $59,399,076)				56,555,069
FOREIGN GOVERNMENT OBLIGATIONS – 32.6%
Australia – 20.9%
Australia Government Bond
4.25%, 7/21/17, Series 135, Reg S		2,630,000 AUD		1,940,777
5.50%, 1/21/18, Series 132, Reg S		6,068,000 AUD		4,632,106
3.25%, 10/21/18, Series 141, Reg S		4,050,000 AUD		3,005,213
5.25%, 3/15/19, Series 122, Reg S		1,011,000 AUD		796,762
2.75%, 10/21/19, Series 143, Reg S		4,395,000 AUD		3,247,049
4.50%, 4/15/20, Series 126, Reg S		2,450,000 AUD		1,936,628
1.75%, 11/21/20, Series 146, Reg S		3,645,000 AUD		2,584,368
5.75%, 5/15/21, Series 124, Reg S		2,770,000 AUD		2,348,194
5.75%, 7/15/22, Series 128, Reg S		1,845,000 AUD		1,602,794
5.50%, 4/21/23, Series 133, Reg S		2,795,000 AUD		2,430,868
3.25%, 4/21/25, Series 139, Reg S		1,550,000 AUD		1,189,317
4.75%, 4/21/27, Series 136, Reg S		2,645,000 AUD	$	2,307,940
4.50%, 4/21/33, Series 140, Reg S		3,585,000 AUD		3,143,496

Total Australia				31,165,512
New Zealand – 11.7%
New Zealand Government Bond
6.00%, 12/15/17, Series 1217, Reg S		4,744,000 NZD		3,334,111
5.00%, 3/15/19, Series 319, Reg S		4,400,000 NZD		3,130,656
3.00%, 4/15/20, Series 420, Reg S		3,255,000 NZD		2,197,197
6.00%, 5/15/21, Series 521, Reg S		4,205,000 NZD		3,248,783
5.50%, 4/15/23, Series 423, Reg S		3,745,000 NZD		2,927,345
4.50%, 4/15/27, Series 427, Reg S		2,490,000 NZD		1,878,932
3.50%, 4/14/33, Reg S		955,000 NZD		648,113

Total New Zealand				17,365,137
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $51,468,508)				48,530,649
SUPRANATIONAL BONDS – 28.0%
African Development Bank
5.25%, 3/23/22, Series GDIF		1,889,000 AUD		1,529,032
4.75%, 3/6/24, Series GDIF		650,000 AUD		521,157
Asian Development Bank
5.00%, 3/9/22		3,050,000 AUD		2,454,979
3.75%, 3/12/25		3,350,000 AUD		2,552,084
Council of Europe Development Bank 6.00%, 10/8/20		2,945,000 AUD		2,399,155
EUROFIMA
6.25%, 12/28/18, Reg S		2,450,000 AUD		1,923,808
5.50%, 6/30/20		3,060,000 AUD		2,430,251
European Bank for Reconstruction & Development 0.50%, 9/1/23		5,840,000 AUD		3,413,197
European Investment Bank
6.50%, 8/7/19		795,000 AUD		642,504
2.50%, 4/30/20		2,000,000 AUD		1,424,174
2.84%, 3/10/21^(b)		3,362,000 AUD		2,086,072
Inter-American Development Bank
6.50%, 8/20/19		1,337,000 AUD		1,085,295
3.25%, 2/7/20		2,850,000 AUD		2,094,503
4.75%, 8/27/24		1,555,000 AUD		1,262,588
2.75%, 10/30/25		1,360,000 AUD		954,956
International Bank for Reconstruction & Development
5.75%, 10/21/19, Series GDIF		3,045,000 AUD		2,430,600
2.50%, 3/12/20		2,880,000 AUD		2,062,067
International Finance Corp.
5.75%, 7/28/20		3,766,000 AUD		3,054,428
4.00%, 4/3/25, Reg S		2,410,000 AUD		1,873,029
Landwirtschaftliche Rentenbank
5.50%, 3/9/20		670,000 AUD		531,651
2.70%, 9/5/22, Reg S		1,450,000 AUD		1,023,268
Nordic Investment Bank 4.75%, 2/28/24		4,755,000 AUD		3,841,668
TOTAL SUPRANATIONAL BONDS (Cost: $43,013,954)				41,590,466
TOTAL INVESTMENTS IN SECURITIES – 98.7% (Cost: $153,881,538)				146,676,184
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 1.3%				1,875,926

NET ASSETS – 100.0%			$	148,552,110

See Notes to Financial Statements.


42		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

February 29, 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 February 29, 2016.

Reg S –


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For			Unrealized Gain (Loss)
3/3/2016	AUD	8,559,636		USD	6,113,250	$	(471	)
3/3/2016	NZD	1,101,327		USD	726,104		(56	)
						$	(527	)

CURRENCY LEGEND


AUD		Australian dollar
NZD		New Zealand dollar
USD		U.S. dollar

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			43

Schedule of Investments (unaudited)

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

February 29, 2016


Investments	Principal Amount		Value

U.S. GOVERNMENT AGENCIES – 25.6%
Federal Home Loan Mortgage Corporation – 9.4%
6.75%, 9/15/29, Series GDIF	$	100,000	$	150,330
6.25%, 7/15/32		195,000		286,529
5.00%, 6/1/37		7,159		7,901
5.50%, 2/1/40		26,255		29,464
4.00%, 11/1/40		44,454		47,547
5.50%, 6/1/41		12,081		13,556
5.00%, 7/1/41		23,292		25,652
3.00%, 2/1/44		367,042		376,268
3.50%, 5/1/44		200,704		210,142
4.50%, 5/1/44		43,236		46,969
3.50%, 7/1/44		206,362		216,065
4.50%, 7/1/44		501,456		544,768
3.50%, 10/1/44		70,829		74,160
3.50%, 1/1/45		200,843		210,287
4.00%, 3/1/45		44,093		47,067
3.00%, 4/1/45		48,009		49,181
3.00%, 5/1/45		192,977		197,690
3.50%, 6/1/45		185,823		194,560
4.00%, 6/1/45		187,767		200,471
3.00%, 7/1/45		48,821		50,014
3.00%, 8/1/45		195,525		200,300
3.50%, 8/1/45		597,676		625,780
4.00%, 9/1/45		388,468		414,812
4.00%, 10/1/45		417,034		445,314
3.50%, 11/1/45		198,114		207,430
3.00%, 12/1/45		198,977		203,837
3.00%, 3/1/46^(a)		350,000		358,121
3.50%, 3/1/46^(a)		550,000		575,083
4.00%, 3/1/46^(a)		400,000		426,258
4.50%, 3/1/46^(a)		175,000		189,738
5.00%, 3/1/46^(a)		775,000		852,448

Total Federal Home Loan Mortgage Corporation				7,477,742
Federal National Mortgage Association – 15.8%
3.00%, 3/1/28		145,000		144,230
6.25%, 5/15/29		240,000		343,272
5.63%, 7/15/37		170,000		238,944
5.00%, 5/1/38		38,295		42,403
5.50%, 11/1/38		8,018		9,024
5.50%, 4/1/40		41,428		46,887
5.50%, 9/1/41		179,840		202,549
4.00%, 12/1/42		346,990		371,490
2.50%, 3/1/43		38,774		38,692
4.00%, 6/1/43		330,878		353,853
3.00%, 7/1/43		49,447		50,805
4.00%, 8/1/43		199,130		212,697
4.00%, 9/1/43		505,594		540,040
4.50%, 9/1/43		82,357		89,722
3.50%, 10/1/43		682,273		716,151
4.00%, 5/1/44		44,074		47,076
4.50%, 5/1/44		564,754		617,158
4.00%, 7/1/44		47,874		51,136
4.00%, 8/1/44		255,260		272,651
4.00%, 11/1/44		39,827		42,540
3.00%, 1/1/45		22,570		23,174
4.00%, 2/1/45		207,417		221,549
3.00%, 4/1/45		498,996		512,333
3.00%, 5/1/45		192,678		197,828
3.50%, 6/1/45		193,690		203,236
3.50%, 7/1/45		96,738		101,468
3.50%, 9/1/45		486,875		510,646
3.00%, 10/1/45		196,670		201,927
3.50%, 10/1/45		392,937		412,131
3.00%, 11/1/45		190,308		195,394
3.50%, 11/1/45		197,634		207,381
3.00%, 12/1/45		198,704		204,015
3.50%, 12/1/45		593,847		622,910
3.00%, 2/1/46		424,339		435,681
2.50%, 3/1/46^(a)		25,000		24,922
3.00%, 3/1/46^(a)		550,000		564,022
3.50%, 3/1/46^(a)		900,000		943,006
4.00%, 3/1/46^(a)		675,000		720,325
4.50%, 3/1/46^(a)		525,000		570,270
5.00%, 3/1/46^(a)		1,150,000		1,273,645

Total Federal National Mortgage Association				12,577,183
Tennessee Valley Authority – 0.4%
Tennessee Valley Authority 4.25%, 9/15/65		280,000		295,437
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $20,263,797)				20,350,362
U.S. GOVERNMENT OBLIGATIONS – 17.0%
U.S. Treasury Bonds – 1.2%
U.S. Treasury Bond
6.00%, 2/15/26		100,000		138,869
3.00%, 11/15/45		750,000		810,293

Total U.S. Treasury Bonds				949,162
U.S. Treasury Notes – 15.8%
U.S. Treasury Note
0.88%, 6/15/17		850,000		851,627
2.50%, 6/30/17		438,000		448,223
0.50%, 7/31/17		739,000		736,359
0.63%, 8/31/17		2,400,000		2,395,078
0.88%, 7/15/18		3,830,000		3,834,562
1.38%, 5/31/20		90,000		90,744
1.50%, 5/31/20		90,000		91,209
1.63%, 6/30/20		120,000		122,198
1.88%, 6/30/20		90,000		92,638
2.00%, 7/31/20		90,000		93,080
2.13%, 8/31/20		240,000		249,511
2.00%, 9/30/20		90,000		93,132
1.75%, 10/31/20		90,000		92,108
2.00%, 11/30/20		90,000		93,108
2.38%, 12/31/20		250,000		263,061
2.13%, 1/31/21		1,340,000		1,395,406
2.00%, 2/28/21		1,090,000		1,128,512
2.50%, 8/15/23		479,000		511,473

Total U.S. Treasury Notes				12,582,029
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $13,434,882)				13,531,191

See Notes to Financial Statements.


44		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (continued)

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

February 29, 2016


Investments	Principal Amount		Value

CORPORATE BONDS – 40.3%
United States – 40.3%
21st Century Fox America, Inc. 4.75%, 9/15/44	$	209,000	$	196,695
Abbott Laboratories 2.55%, 3/15/22		118,000		117,597
AbbVie, Inc.
1.80%, 5/14/18		350,000		349,201
4.50%, 5/14/35		175,000		174,802
ACE INA Holdings, Inc. 2.88%, 11/3/22		200,000		203,686
Actavis Funding SCS 2.35%, 3/12/18		360,000		362,389
Aetna, Inc. 2.75%, 11/15/22		300,000		294,095
Altria Group, Inc. 5.38%, 1/31/44		180,000		204,017
Amazon.com, Inc.
3.30%, 12/5/21		175,000		184,164
4.80%, 12/5/34		150,000		162,565
American International Group, Inc.
2.30%, 7/16/19		145,000		143,926
3.88%, 1/15/35		73,000		61,908
Amgen, Inc.
2.13%, 5/1/20		150,000		149,116
3.13%, 5/1/25		145,000		143,613
Anadarko Petroleum Corp. 6.45%, 9/15/36		220,000		183,106
Anthem, Inc. 6.38%, 6/15/37		200,000		233,055
Appalachian Power Co. 7.00%, 4/1/38		80,000		102,921
AT&T, Inc.
2.38%, 11/27/18		200,000		202,285
3.40%, 5/15/25		325,000		319,876
4.50%, 5/15/35		300,000		276,236
4.75%, 5/15/46		85,000		77,886
Bank of America Corp.
2.00%, 1/11/18		425,000		423,702
5.70%, 1/24/22		493,000		555,243
Baxalta, Inc. 2.88%, 6/23/20^(b)		210,000		205,772
Becton Dickinson and Co. 2.68%, 12/15/19		150,000		153,276
Berkshire Hathaway Energy Co. 4.50%, 2/1/45		50,000		49,815
Boston Properties L.P. 3.70%, 11/15/18		160,000		165,879
Burlington Northern Santa Fe LLC
3.65%, 9/1/25		100,000		104,767
4.15%, 4/1/45		45,000		43,695
Capital One Financial Corp. 3.20%, 2/5/25		145,000		139,392
Caterpillar, Inc. 3.80%, 8/15/42		280,000		256,561
CCO Safari II LLC 4.91%, 7/23/25^(b)		350,000		359,592
Celgene Corp. 3.88%, 8/15/25		300,000		309,832
Cimarex Energy Co. 5.88%, 5/1/22		109,000		105,403
Cisco Systems, Inc. 5.90%, 2/15/39		120,000		148,805
Citigroup, Inc.
1.80%, 2/5/18		300,000		298,160
4.05%, 7/30/22		72,000		73,255
3.30%, 4/27/25		150,000		149,203
8.13%, 7/15/39		200,000		286,079
Comcast Corp. 6.45%, 3/15/37		160,000		202,687
Commonwealth Edison Co. 4.35%, 11/15/45		200,000		212,864
ConocoPhillips Co.
2.40%, 12/15/22		60,000		52,302
6.50%, 2/1/39		200,000		196,442
Copano Energy LLC 7.13%, 4/1/21		133,000		131,925
CSX Corp. 6.22%, 4/30/40		120,000		142,310
CVS Health Corp.
4.75%, 5/18/20		25,000		27,317
3.88%, 7/20/25		200,000		214,328
5.13%, 7/20/45		160,000		180,216
Deere & Co. 3.90%, 6/9/42		140,000		136,058
Devon Energy Corp. 3.25%, 5/15/22		89,000		68,648
DIRECTV Holdings LLC 3.95%, 1/15/25		300,000		305,481
Discover Financial Services 3.75%, 3/4/25		200,000		189,103
Dow Chemical Co. (The) 4.25%, 11/15/20		96,000		102,606
DTE Energy Co. 3.30%, 6/15/22^(b)		150,000		153,311
Duke Energy Corp. 4.80%, 12/15/45		60,000		62,723
Duke Energy Progress LLC 3.00%, 9/15/21		200,000		209,058
Eastman Chemical Co. 2.40%, 6/1/17		45,000		45,357
Enable Midstream Partners L.P. 2.40%, 5/15/19		224,000		172,681
Energy Transfer Partners L.P.
4.65%, 6/1/21		200,000		173,191
6.13%, 12/15/45		85,000		70,110
Enterprise Products Operating LLC 4.90%, 5/15/46		201,000		177,818
ERP Operating L.P. 4.63%, 12/15/21		100,000		110,649

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			45

Schedule of Investments (unaudited) (continued)

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

February 29, 2016


Investments	Principal Amount		Value

Express Scripts Holding Co. 4.75%, 11/15/21	$	300,000	$	321,611
Federal Realty Investment Trust 4.50%, 12/1/44		200,000		204,959
FedEx Corp. 3.88%, 8/1/42		100,000		87,135
Fidelity National Information Services, Inc. 5.00%, 10/15/25		160,000		166,556
Ford Motor Co. 4.75%, 1/15/43		105,000		96,747
Ford Motor Credit Co., LLC 8.13%, 1/15/20		200,000		233,011
Franklin Resources, Inc. 2.85%, 3/30/25		145,000		141,179
Freeport-McMoRan, Inc. 5.45%, 3/15/43		85,000		49,725
GE Capital International Funding Co. 3.37%, 11/15/25^(b)		300,000		314,213
General Electric Co.
4.38%, 9/16/20		68,000		75,208
2.70%, 10/9/22		145,000		150,079
3.45%, 5/15/24		200,000		213,714
General Motors Co. 3.50%, 10/2/18		250,000		251,125
General Motors Financial Co., Inc. 4.30%, 7/13/25		295,000		280,025
Gilead Sciences, Inc. 3.65%, 3/1/26		160,000		167,700
Goldman Sachs Group, Inc. (The)
5.25%, 7/27/21		150,000		166,832
4.25%, 10/21/25		300,000		299,056
4.80%, 7/8/44		121,000		122,773
Halliburton Co. 4.85%, 11/15/35		200,000		175,095
HCP, Inc.
2.63%, 2/1/20		150,000		146,871
5.38%, 2/1/21		220,000		236,190
Hewlett Packard Enterprise Co.
3.60%, 10/15/20^(b)		200,000		199,331
6.35%, 10/15/45^(b)		120,000		102,643
Home Depot, Inc. (The)
4.40%, 4/1/21		70,000		77,825
4.25%, 4/1/46		200,000		209,544
HP, Inc. 4.38%, 9/15/21		140,000		141,418
Intel Corp. 2.70%, 12/15/22		148,000		150,501
International Paper Co. 3.80%, 1/15/26		145,000		141,094
Jefferies Group LLC
8.50%, 7/15/19		100,000		113,162
6.88%, 4/15/21		200,000		224,253
JM Smucker Co. (The) 3.00%, 3/15/22		192,000		195,331
JPMorgan Chase & Co.
4.25%, 10/1/27		95,000		96,888
4.85%, 2/1/44		335,000		373,902
Keysight Technologies, Inc. 3.30%, 10/30/19		38,000		37,751
Kinder Morgan, Inc.
6.50%, 9/15/20		150,000		151,673
4.30%, 6/1/25		150,000		135,887
Kraft Heinz Foods Co. 2.80%, 7/2/20^(b)		150,000		151,898
Kroger Co. (The) 3.40%, 4/15/22		200,000		207,650
Lockheed Martin Corp. 4.50%, 5/15/36		115,000		121,522
Lowe’s Cos., Inc. 3.38%, 9/15/25		160,000		168,145
LyondellBasell Industries N.V. 5.00%, 4/15/19		250,000		263,939
Macy’s Retail Holdings, Inc. 6.38%, 3/15/37		60,000		56,779
Marathon Petroleum Corp. 2.70%, 12/14/18		300,000		290,725
McDonald’s Corp. 2.10%, 12/7/18		280,000		283,731
McGraw Hill Financial, Inc. 4.00%, 6/15/25		44,000		44,721
McKesson Corp. 4.88%, 3/15/44		100,000		100,088
Medtronic, Inc. 3.50%, 3/15/25		277,000		291,179
Merck & Co., Inc. 2.35%, 2/10/22		111,000		111,500
MetLife, Inc.
4.88%, 11/13/43		100,000		102,681
4.05%, 3/1/45		150,000		135,872
Monsanto Co. 2.75%, 7/15/21		120,000		120,324
Morgan Stanley 3.95%, 4/23/27		130,000		125,841
National Rural Utilities Cooperative Finance Corp. 2.85%, 1/27/25		175,000		174,233
NBCUniversal Media LLC 4.38%, 4/1/21		300,000		331,288
Newmont Mining Corp. 3.50%, 3/15/22		140,000		133,362
NextEra Energy Capital Holdings, Inc. 2.06%, 9/1/17, Series F		200,000		200,870
NiSource Finance Corp. 5.65%, 2/1/45		60,000		69,649
Noble Energy, Inc. 5.63%, 5/1/21		200,000		180,803
Norfolk Southern Corp. 3.25%, 12/1/21		200,000		201,458
Oncor Electric Delivery Co., LLC 2.95%, 4/1/25		269,000		263,442
Oracle Corp. 2.50%, 5/15/22		375,000		377,315
Pacific Gas & Electric Co. 6.05%, 3/1/34		200,000		246,123

See Notes to Financial Statements.


46		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (continued)

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

February 29, 2016


Investments	Principal Amount		Value

PepsiCo, Inc. 2.75%, 4/30/25	$	145,000	$	146,671
Philip Morris International, Inc. 4.25%, 11/10/44		300,000		307,343
Phillips 66 4.88%, 11/15/44		145,000		130,978
Plains All American Pipeline L.P. 4.65%, 10/15/25		240,000		202,208
Praxair, Inc. 3.20%, 1/30/26		100,000		104,642
Prudential Financial, Inc.
5.38%, 6/21/20		250,000		276,340
3.50%, 5/15/24		360,000		353,374
Public Service Co. of Colorado 3.60%, 9/15/42		80,000		77,181
QUALCOMM, Inc. 4.65%, 5/20/35		80,000		74,469
Republic Services, Inc. 3.20%, 3/15/25		145,000		145,036
Reynolds American, Inc. 4.45%, 6/12/25		120,000		130,548
Seagate HDD Cayman 4.75%, 1/1/25		240,000		184,200
Sempra Energy 2.85%, 11/15/20		200,000		200,937
Simon Property Group L.P. 3.50%, 9/1/25		200,000		206,338
Southern California Edison Co. 5.63%, 2/1/36		200,000		244,561
Southern Co. (The) 2.45%, 9/1/18		90,000		91,171
Stanley Black & Decker, Inc. 2.45%, 11/17/18		300,000		303,703
State Street Corp. 3.55%, 8/18/25		100,000		105,615
Synchrony Financial 2.70%, 2/3/20		200,000		196,187
Target Corp. 4.00%, 7/1/42		200,000		204,090
Textron, Inc. 3.65%, 3/1/21		150,000		154,234
Thermo Fisher Scientific, Inc. 4.50%, 3/1/21		300,000		321,916
Time Warner Cable, Inc. 5.00%, 2/1/20		270,000		286,846
Time Warner, Inc. 4.85%, 7/15/45		441,000		412,699
Tucson Electric Power Co. 3.05%, 3/15/25		176,000		172,385
Union Pacific Corp. 3.25%, 8/15/25		150,000		157,159
United Parcel Service, Inc. 3.63%, 10/1/42		250,000		247,630
United Technologies Corp. 3.10%, 6/1/22		173,000		179,821
UnitedHealth Group, Inc. 4.63%, 7/15/35		145,000		155,959
US Bancorp 3.00%, 3/15/22		200,000		207,297
Valero Energy Corp. 3.65%, 3/15/25		200,000		181,676
Ventas Realty L.P. 4.75%, 6/1/21		300,000		323,259
Verizon Communications, Inc.
4.50%, 9/15/20		320,000		348,333
3.50%, 11/1/24		240,000		245,521
4.27%, 1/15/36		200,000		185,266
4.52%, 9/15/48		168,000		153,930
Viacom, Inc. 4.85%, 12/15/34		150,000		118,707
Virginia Electric & Power Co. 6.35%, 11/30/37		240,000		313,857
Visa, Inc. 2.80%, 12/14/22		280,000		288,547
Walgreens Boots Alliance, Inc. 3.30%, 11/18/21		175,000		176,609
Waste Management, Inc. 3.50%, 5/15/24		120,000		124,665
Wells Fargo & Co.
3.50%, 3/8/22		300,000		315,118
4.10%, 6/3/26		150,000		155,110
Welltower, Inc. 4.00%, 6/1/25		350,000		344,366
Wyeth LLC 5.95%, 4/1/37		140,000		172,424
Xerox Corp. 3.50%, 8/20/20		220,000		205,394
Zimmer Biomet Holdings, Inc. 4.25%, 8/15/35		175,000		163,107
TOTAL CORPORATE BONDS (Cost: $31,889,371)				32,112,327
FOREIGN CORPORATE BONDS – 5.5%
Australia – 0.2%
BHP Billiton Finance USA Ltd. 4.13%, 2/24/42		200,000		169,555
Belgium – 0.6%
Anheuser-Busch InBev Finance, Inc.
3.65%, 2/1/26		100,000		103,348
4.63%, 2/1/44		320,000		333,071

Total Belgium				436,419
Brazil – 0.1%
Vale Overseas Ltd. 6.88%, 11/21/36		160,000		110,160
Canada – 1.0%
Barrick North America Finance LLC 4.40%, 5/30/21		240,000		235,610
Canadian National Railway Co. 2.85%, 12/15/21		175,000		179,576

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			47

Schedule of Investments (unaudited) (continued)

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

February 29, 2016


Investments	Principal Amount		Value

Canadian Natural Resources Ltd. 3.90%, 2/1/25	$	60,000	$	46,630
TransCanada PipeLines Ltd. 3.75%, 10/16/23		320,000		313,091

Total Canada				774,907
Colombia – 0.1%
Ecopetrol S.A. 5.88%, 9/18/23		100,000		88,970
Ireland — 0.2%
XLIT Ltd. 5.50%, 3/31/45		150,000		143,189
Mexico – 0.6%
Petroleos Mexicanos
5.50%, 1/21/21		200,000		202,460
4.50%, 1/23/26^(b)		125,000		111,562
6.63%, 6/15/35		160,000		145,360

Total Mexico				459,382
Netherlands – 0.2%
Cooperatieve Rabobank UA 5.25%, 5/24/41		140,000		161,763
Peru – 0.3%
Southern Copper Corp.
3.88%, 4/23/25		145,000		129,672
5.88%, 4/23/45		145,000		115,343

Total Peru				245,015
Spain – 0.3%
Telefonica Emisiones SAU 3.19%, 4/27/18		240,000		243,853
Switzerland – 0.3%
Credit Suisse AG 5.40%, 1/14/20		240,000		253,420
United Kingdom – 1.6%
AstraZeneca PLC 3.38%, 11/16/25		120,000		122,247
BP Capital Markets PLC 3.25%, 5/6/22		320,000		315,745
GlaxoSmithKline Capital, Inc. 6.38%, 5/15/38		80,000		102,949
HSBC Holdings PLC 4.00%, 3/30/22		300,000		312,265
Rio Tinto Finance USA Ltd. 3.75%, 6/15/25		160,000		153,113
Vodafone Group PLC 2.95%, 2/19/23		280,000		268,859

Total United Kingdom				1,275,178
TOTAL FOREIGN CORPORATE BONDS (Cost: $4,262,626)				4,361,811
FOREIGN GOVERNMENT AGENCIES – 0.3%
Canada – 0.3%
Hydro-Quebec 9.50%, 11/15/30, Series HQ (Cost: $223,199)		132,000		227,910
FOREIGN GOVERNMENT OBLIGATIONS – 2.2%
Colombia – 0.2%
Colombia Government International Bond
7.38%, 3/18/19		100,000		112,000
6.13%, 1/18/41		80,000		76,600

Total Colombia				188,600
Italy – 0.1%
Italy Government International Bond 6.88%, 9/27/23		80,000		100,744
Mexico — 0.7%
Mexico Government International Bond
4.00%, 10/2/23		156,000		160,836
4.75%, 3/8/44		156,000		147,030
5.55%, 1/21/45		200,000		209,250

Total Mexico				517,116
Peru – 0.1%
Peruvian Government International Bond 6.55%, 3/14/37		60,000		72,450
Philippines – 0.3%
Philippine Government International Bond 9.50%, 2/2/30		157,000		259,554
Poland – 0.2%
Poland Government International Bond 5.13%, 4/21/21		120,000		135,018
Turkey – 0.5%
Turkey Government International Bond
7.00%, 6/5/20		200,000		223,295
7.38%, 2/5/25		145,000		170,613

Total Turkey				393,908
Uruguay – 0.1%
Uruguay Government International Bond 8.00%, 11/18/22		80,000		99,200
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,729,247)				1,766,590
SUPRANATIONAL BOND – 0.6%
Deutsche Bank AG 1.88%, 2/13/18 (Cost: $493,985)		500,000		487,917
COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.8%
United States – 6.8%
Bear Stearns Commercial Mortgage Securities Trust 5.74%, 9/11/42, Series 2007-T28, Class A4^(c)		96,204		100,979
Citigroup Commercial Mortgage Trust
2.94%, 4/10/48, Series 2015-GC29, Class A3		65,000		65,216
5.71%, 12/10/49, Series 2007-C6, Class A4^(c)		125,000		128,738
3.52%, 9/10/58, Series 2015-GC33, Class AAB		300,000		313,961
Commercial Mortgage Trust
3.92%, 8/10/46, Series 2013-CR10, Class A3		100,000		108,244

See Notes to Financial Statements.


48		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

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

February 29, 2016


Investments	Principal Amount		Value

3.50%, 8/10/47, Series 2014-CR19, Class ASB	$	150,000	$	157,186
3.50%, 5/10/48, Series 2015-CR23, Class A4		50,000		51,679
Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates
1.87%, 11/25/19, Series K712, Class A2		25,000		25,333
3.97%, 1/25/21, Series K013, Class A2		200,000		221,153
2.87%, 12/25/21, Series K017, Class A2		50,000		53,007
2.51%, 11/25/22, Series K026, Class A2		50,000		51,602
2.62%, 3/25/23, Series K035, Class A1		215,929		223,840
2.67%, 12/25/24, Series K042, Class A2		50,000		51,124
3.02%, 1/25/25, Series K045, Class A2		55,000		57,651
Federal National Mortgage Association
3.33%, 10/25/23, Series 2013-M14, Class A2^(c)		100,000		107,452
3.48%, 1/25/24, Series 2014-M3, Class A2^(c)		110,000		118,779
3.10%, 7/25/24, Series 2014-M9, Class A2^(c)		596,000		627,560
2.72%, 10/25/24, Series 2015-M3, Class A2		100,000		102,910
Federal National Mortgage Association Alternative Credit Enhancement Securities
2.17%, 9/25/19, Series 2014-M10, Class ASQ2^(c)		25,000		25,589
2.30%, 9/25/22, Series 2012-M14, Class A2^(c)		50,000		50,780
2.30%, 10/25/24, Series 2015-M3, Class A1		46,799		48,007
GS Mortgage Securities Corp. 2.73%, 5/10/50, Series 2015-GC30, Class A2		100,000		102,544
GS Mortgage Securities Trust
4.24%, 8/10/46, Series 2013-GC14, Class A5		85,000		93,737
3.68%, 4/10/47, Series 2014-GC20, Class A3		100,000		106,454
3.86%, 6/10/47, Series 2014-GC22, Class A5		70,000		74,847
3.67%, 9/10/47, Series 2014-GC24, Class A4		300,000		318,584
JP Morgan Chase Commercial Mortgage Securities Corp. 2.61%, 12/15/47, Series 2012-LC9, Class A4		100,000		100,829
JP Morgan Chase Commercial Mortgage Securities Trust
3.41%, 1/15/46, Series 2013-C13, Class ASB		175,000		183,369
5.79%, 2/12/51, Series 2007-CB20, Class A4^(c)		22,091		23,008
JPMBB Commercial Mortgage Trust 3.66%, 7/15/45, Series 2013-C12, Class A5		100,000		107,024
Morgan Stanley Bank of America Merrill Lynch Trust
3.48%, 11/15/45, Series 2012-C6, Class AS		100,000		102,901
3.25%, 2/15/48, Series 2015-C20, Class A4	$	200,000	$	203,284
3.72%, 7/15/50, Series 2015-C23, Class A4		175,000		183,685
Morgan Stanley Capital I Trust 3.77%, 3/15/45, Series 2012-C4, Class AS		280,000		292,876
Wachovia Bank Commercial Mortgage Trust 5.95%, 2/15/51, Series 2007-C33, Class A5^(c)		350,000		367,990
Wells Fargo Commercial Mortgage Trust 3.70%, 11/15/48, Series 2015-C31, Class A4		100,000		104,550
WFRBS Commercial Mortgage Trust
4.42%, 9/15/46, Series 2013-C16, Class A5		100,000		110,799
3.03%, 12/15/46, Series 2013-C18, Class A2		25,000		25,798
4.02%, 12/15/46, Series 2013-C17, Class A4		60,000		64,879
4.10%, 3/15/47, Series 2014-C19, Class A5		25,000		27,128
3.43%, 11/15/47, Series 2014-C25, Class A3		40,000		41,501
3.63%, 11/15/47, Series 2014-C25, Class A5		100,000		104,803
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $5,380,151)				5,431,380
MUNICIPAL BONDS – 0.8%
United States – 0.8%
Metropolitan Government of Nashville & Davidson County 5.71%, 7/1/34		100,000		123,781
New Jersey Economic Development Authority 0.00%, 2/15/22, Series B^(d)		300,000		239,070
New Jersey Turnpike Authority 7.41%, 1/1/40		40,000		59,152
State of Illinois
4.95%, 6/1/23		100,000		103,620
5.10%, 6/1/33		100,000		93,452
TOTAL MUNICIPAL BONDS (Cost: $613,117)				619,075
TOTAL INVESTMENTS IN SECURITIES – 99.1% (Cost: $78,290,375)				78,888,563
Cash and Other Assets in Excess of Liabilities – 0.9%				689,309

NET ASSETS – 100.0%			$	79,577,872

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

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

^(c)	Rate shown reflects the accrual rate as of February 29, 2016 on securities with variable or step rates.

^(d)	Represents a zero coupon bond. Rate shown reflects the effective yield as of February 29, 2016.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			49

Schedule of Investments (unaudited)

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

February 29, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT AGENCIES – 29.3%
Federal Home Loan Mortgage Corporation – 6.9%
2.38%, 1/13/22	$	210,000	$	219,997
3.50%, 12/1/33		136,119		143,713
4.00%, 6/1/34		41,715		44,976
4.00%, 12/1/43		63,940		68,224
4.00%, 3/1/46^(a)		140,000		149,190
4.50%, 3/1/46^(a)		235,000		254,792

Total Federal Home Loan Mortgage Corporation				880,892
Federal National Mortgage Association – 15.3%
0.88%, 5/21/18		234,000		233,870
4.00%, 7/1/19		44,580		46,482
4.00%, 7/1/26		28,019		29,906
3.50%, 12/1/26		31,778		33,651
2.50%, 8/1/28		37,619		38,773
3.00%, 11/1/28		36,843		38,539
3.00%, 7/1/29		78,360		81,854
2.50%, 3/1/31^(a)		90,000		92,296
3.50%, 3/1/31^(a)		120,000		126,816
4.00%, 8/1/34		80,168		86,440
3.50%, 2/1/35		97,337		102,667
4.50%, 10/1/41		69,539		75,749
3.50%, 6/1/42		76,584		80,456
4.00%, 6/1/43		23,634		25,275
3.00%, 8/1/43		86,720		89,100
4.00%, 11/1/43		59,411		63,458
4.50%, 5/1/44		54,205		59,228
3.00%, 3/1/46^(a)		145,000		148,697
3.50%, 3/1/46^(a)		155,000		162,407
4.00%, 3/1/46^(a)		75,000		80,036
4.50%, 3/1/46^(a)		130,000		141,210
5.00%, 3/1/46^(a)		105,000		116,289

Total Federal National Mortgage Association				1,953,199
Government National Mortgage Association – 7.1%
5.00%, 2/20/43		107,496		119,525
5.00%, 12/20/43		185,893		206,184
3.50%, 8/20/44		217,998		230,901
5.00%, 8/20/44		107,055		116,951
4.00%, 3/1/46^(a)		210,000		224,269

Total Government National Mortgage Association				897,830
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $3,685,574)				3,731,921
U.S. GOVERNMENT OBLIGATIONS – 31.9%
U.S. Treasury Bonds – 10.9%
U.S. Treasury Bond
6.88%, 8/15/25		150,000		217,535
4.50%, 2/15/36		335,000		460,998
4.38%, 5/15/40		267,200		361,456
3.63%, 8/15/43		281,100		343,024

Total U.S. Treasury Bonds				1,383,013
U.S. Treasury Notes – 21.0%
U.S. Treasury Note
0.63%, 6/30/17		2,602,000		2,598,139
1.38%, 10/31/20		75,000		75,520

Total U.S. Treasury Notes				2,673,659
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $3,927,947)				4,056,672
CORPORATE BONDS – 22.0%
United States – 22.0%
21st Century Fox America, Inc. 6.65%, 11/15/37	$	21,000	$	23,508
American International Group, Inc. 4.88%, 6/1/22		51,000		54,474
Amgen, Inc. 5.15%, 11/15/41		38,000		39,209
Anthem, Inc. 4.65%, 1/15/43		38,000		35,706
AT&T, Inc. 4.35%, 6/15/45		48,000		41,034
Bank of America Corp. 2.60%, 1/15/19		143,000		143,808
Burlington Northern Santa Fe LLC 4.70%, 10/1/19		45,500		49,722
Citigroup, Inc. 2.65%, 10/26/20		30,000		29,943
Comcast Corp. 6.45%, 3/15/37		40,000		50,672
DIRECTV Holdings LLC 3.80%, 3/15/22		59,000		60,701
Dow Chemical Co. (The) 4.25%, 11/15/20		105,000		112,225
Duke Energy Florida LLC 6.40%, 6/15/38		33,500		44,424
Enterprise Products Operating LLC 3.35%, 3/15/23		135,000		126,801
Ford Motor Co. 4.75%, 1/15/43		51,000		46,991
General Electric Co. 5.50%, 1/8/20		77,000		87,695
General Motors Financial Co., Inc. 4.30%, 7/13/25		60,000		56,954
Goldman Sachs Group, Inc. (The) 7.50%, 2/15/19		90,000		102,497
Hartford Financial Services Group, Inc. (The) 5.13%, 4/15/22		62,000		68,739
International Paper Co. 3.80%, 1/15/26		45,000		43,788
JPMorgan Chase & Co. 3.20%, 1/25/23		128,000		129,800
Kinder Morgan Energy Partners LP 5.50%, 3/1/44		38,000		31,103
Morgan Stanley 2.13%, 4/25/18		109,000		109,025
Norfolk Southern Corp. 3.00%, 4/1/22		38,000		38,042
Oncor Electric Delivery Co. LLC 7.00%, 9/1/22		70,000		85,511
Oracle Corp. 6.50%, 4/15/38		79,000		101,574
PepsiCo, Inc. 4.50%, 1/15/20		135,000		148,979
Pfizer, Inc. 7.20%, 3/15/39		32,000		44,655

See Notes to Financial Statements.


50		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (continued)

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

February 29, 2016


Investments	Principal Amount			Value
Philip Morris International, Inc. 4.88%, 11/15/43	$	87,000		$	97,718
Plains All American Pipeline LP 3.65%, 6/1/22		157,500			129,899
Public Service Electric & Gas Co. 2.38%, 5/15/23		61,000			60,719
Simon Property Group L.P. 3.38%, 10/1/24		54,000			54,891
Southern California Edison Co. 4.65%, 10/1/43		52,000			57,780
Time Warner Cable, Inc. 6.75%, 6/15/39		29,500			29,822
Time Warner, Inc. 7.63%, 4/15/31		20,000			24,336
United Technologies Corp.
6.13%, 2/1/19		90,500			101,451
4.50%, 6/1/42		37,000			38,255
Verizon Communications, Inc. 6.55%, 9/15/43		32,000			39,154
Wal-Mart Stores, Inc. 6.20%, 4/15/38		57,000			73,413
Wells Fargo & Co. 4.13%, 8/15/23		122,000			129,357
Xerox Corp. 6.35%, 5/15/18		61,000			64,164
TOTAL CORPORATE BONDS (Cost: $2,832,667)					2,808,539
FOREIGN CORPORATE BONDS – 2.8%
Belgium – 1.0%
Anheuser-Busch InBev Worldwide, Inc. 5.38%, 1/15/20		121,000			134,764
Canada – 0.6%
Nexen Energy ULC 6.40%, 5/15/37		63,000			72,037
Mexico – 0.4%
Petroleos Mexicanos 6.00%, 3/5/20		46,000			47,426
United Kingdom – 0.8%
HSBC Holdings PLC 5.10%, 4/5/21		96,000			105,885
TOTAL FOREIGN CORPORATE BONDS (Cost: $367,275)					360,112
FOREIGN GOVERNMENT AGENCIES – 1.0%
Germany – 1.0%
KFW 2.50%, 11/20/24 (Cost: $126,351)		126,000			131,545
FOREIGN GOVERNMENT OBLIGATIONS – 1.2%
Italy – 0.5%
Italy Government International Bond 5.38%, 6/15/33		56,000			64,688
Mexico – 0.7%
Mexico Government International Bond 4.00%, 10/2/23	$	81,000		$	83,511
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $148,689)					148,199
SUPRANATIONAL BOND – 1.6%
European Investment Bank 4.00%, 2/16/21 (Cost: $200,326)		185,000			206,395
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			10,029
COMM Mortgage Trust
1.34%, 7/10/45, Series 2013-CR9, Class A1		8,360			8,335
3.60%, 5/10/47, Series 2014-CR17, Class ASB		35,000			36,610
3.08%, 2/10/48, Series 2015-DC1, Class A4		100,000			101,414
JPMBB Commercial Mortgage Securities Trust 3.05%, 4/15/47, Series 2014-C19, Class A2		120,000			124,420
JPMorgan Chase Commercial Mortgage Securities Trust 2.67%, 1/15/46, Series 2013-C13, Class A2		30,000			30,628
Morgan Stanley Bank of America Merrill Lynch Trust
3.53%, 12/15/47, Series 2014-C19, Class A4		25,000			25,984
3.07%, 2/15/48, Series 2015-C20, Class ASB		110,000			112,714
WFRBS Commercial Mortgage Trust 4.02%, 12/15/46, Series 2013-C17, Class A4		120,000			129,757
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $576,686)					579,891
MUNICIPAL BOND – 1.1%
United States – 1.1%
State of California 7.55%, 4/1/39 (Cost: $137,954)		95,000			141,932
TOTAL INVESTMENTS IN SECURITIES – 95.5% (Cost: $12,003,469)					12,165,206
U.S. GOVERNMENT AGENCIES SOLD SHORT – (0.2)%
Government National Mortgage Association – (0.2)%
3.50%, 3/1/46^(a) (Proceeds: $26,434)		(25,000	)		(26,400	)
Cash and Other Assets in Excess of Liabilities – 4.7%					596,502

NET ASSETS – 100.0%				$	12,735,308

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

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			51

Schedule of Investments (unaudited) (concluded)

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

February 29, 2016


FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS
	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts Short
10 Year U.S. Treasury Note		61	$	(8,607,672	)		Jun-16	$	(21,820	)
5 Year U.S. Treasury Note		17		(2,056,734	)		Jun-16		4,781
U.S. Treasury Ultra Long Term Bond		15		(2,597,344	)		Jun-16		8,383
								$	(8,656	)

See Notes to Financial Statements.


52		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited)

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

February 29, 2016


Investments	Principal Amount		Value

U.S. GOVERNMENT AGENCIES – 32.0%
Federal Home Loan Mortgage Corporation – 7.8%
2.38%, 1/13/22	$	677,000	$	709,229
4.00%, 5/1/34		246,838		266,135
4.00%, 12/1/43		63,940		68,224
4.00%, 3/1/46^(a)		320,000		341,006
4.50%, 3/1/46^(a)		425,000		460,793

Total Federal Home Loan Mortgage Corporation				1,845,387
Federal National Mortgage Association – 16.7%
0.88%, 5/21/18		550,000		549,695
4.00%, 8/1/18		26,457		27,586
4.00%, 7/1/19		85,653		89,308
5.50%, 10/1/25		116,321		130,531
4.00%, 7/1/26		28,019		29,906
3.50%, 12/1/26		31,778		33,651
2.50%, 8/1/28		37,619		38,773
3.00%, 11/1/28		36,843		38,539
3.00%, 7/1/29		156,720		163,708
2.50%, 3/1/31^(a)		175,000		179,464
3.00%, 3/1/31^(a)		25,000		26,071
3.50%, 3/1/31^(a)		250,000		264,199
4.00%, 4/1/32		123,081		132,540
4.00%, 8/1/34		180,022		194,106
4.50%, 9/1/39		60,942		66,403
3.50%, 6/1/42		76,584		80,456
4.00%, 6/1/43		23,634		25,275
3.00%, 8/1/43		86,720		89,100
4.00%, 11/1/43		59,411		63,458
4.50%, 5/1/44		54,205		59,228
3.00%, 3/1/46^(a)		350,000		358,923
3.50%, 3/1/46^(a)		220,000		230,513
4.00%, 3/1/46^(a)		175,000		186,751
4.50%, 3/1/46^(a)		350,000		380,180
5.00%, 3/1/46^(a)		450,000		498,383

Total Federal National Mortgage Association				3,936,747
Government National Mortgage Association – 7.5%
5.00%, 2/20/43		107,496		119,525
5.00%, 4/20/44		278,752		303,171
3.50%, 7/20/44		355,265		376,293
4.00%, 7/20/44		178,087		190,477
5.00%, 7/20/44		55,308		60,421
3.50%, 8/20/44		435,996		461,802
5.00%, 8/20/44		50,683		55,368
4.00%, 3/1/46^(a)		200,000		213,590

Total Government National Mortgage Association				1,780,647
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $7,469,226)				7,562,781
U.S. GOVERNMENT OBLIGATIONS – 32.1%
U.S. Treasury Bonds – 7.0%
U.S. Treasury Bond
4.50%, 2/15/36		172,000		236,691
4.38%, 5/15/40		251,700		340,488
2.88%, 5/15/43		382,000		404,249
3.63%, 8/15/43		549,700		670,795

Total U.S. Treasury Bonds				1,652,223

U.S. Treasury Note – 25.1%
U.S. Treasury Note 0.63%, 6/30/17	$	5,954,000	$	5,945,164
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $7,424,544)				7,597,387
CORPORATE BONDS – 22.9%
United States – 22.9%
21^st Century Fox America, Inc. 6.65%, 11/15/37		61,000		68,284
American International Group, Inc. 4.88%, 6/1/22		82,000		87,585
Amgen, Inc. 5.15%, 11/15/41		99,000		102,150
Anthem, Inc. 4.65%, 1/15/43		87,000		81,749
AT&T, Inc. 4.35%, 6/15/45		65,000		55,567
Bank of America Corp. 2.60%, 1/15/19		238,000		239,344
Boeing Co. (The) 2.50%, 3/1/25		84,000		82,975
Burlington Northern Santa Fe LLC 4.70%, 10/1/19		63,500		69,392
2.45%, 4/24/19		125,000		125,092
Citigroup, Inc. 8.13%, 7/15/39		32,000		45,773
Comcast Corp. 6.45%, 3/15/37		67,000		84,875
DIRECTV Holdings LLC 3.80%, 3/15/22		65,000		66,874
Dow Chemical Co. (The) 4.25%, 11/15/20		157,000		167,803
Duke Energy Florida LLC 6.40%, 6/15/38		55,500		73,598
Enterprise Products Operating LLC 3.35%, 3/15/23		233,000		218,849
Ford Motor Co. 4.75%, 1/15/43		126,000		116,096
General Electric Co. 5.50%, 1/8/20		176,000		200,446
Goldman Sachs Group, Inc. (The) 7.50%, 2/15/19		165,000		187,911
Hartford Financial Services Group, Inc. (The) 5.13%, 4/15/22		74,000		82,044
International Paper Co. 4.75%, 2/15/22		125,000		132,595
JPMorgan Chase & Co.
3.20%, 1/25/23		186,000		188,615
5.50%, 10/15/40		45,000		52,321
Kinder Morgan Energy Partners LP 5.50%, 3/1/44		123,000		100,675
Morgan Stanley 2.13%, 4/25/18		194,000		194,045
Norfolk Southern Corp. 3.00%, 4/1/22		78,000		78,086

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			53

Schedule of Investments (unaudited) (continued)

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

February 29, 2016


Investments	Principal Amount		Value

Oncor Electric Delivery Co. LLC 7.00%, 9/1/22	$	143,000	$	174,688
Oracle Corp. 6.50%, 4/15/38		152,000		195,434
PepsiCo, Inc. 4.50%, 1/15/20		188,000		207,467
Pfizer, Inc. 7.20%, 3/15/39		119,000		166,062
Philip Morris International, Inc. 4.88%, 11/15/43		111,000		124,674
Plains All American Pipeline LP 3.65%, 6/1/22		214,500		176,910
Prudential Financial, Inc. 6.63%, 12/1/37, Series D		97,000		114,359
Public Service Electric & Gas Co. 2.38%, 5/15/23		156,000		155,281
Southern California Edison Co. 4.65%, 10/1/43		99,000		110,005
Time Warner Cable, Inc. 6.75%, 6/15/39		59,500		60,149
Time Warner, Inc. 7.63%, 4/15/31		38,000		46,239
United Technologies Corp.
6.13%, 2/1/19		125,500		140,687
4.50%, 6/1/42		35,000		36,187
Verizon Communications, Inc. 6.55%, 9/15/43		69,000		84,426
Wal-Mart Stores, Inc. 6.20%, 4/15/38		262,000		337,442
Wells Fargo & Co. 4.13%, 8/15/23		177,000		187,673
Xerox Corp. 6.35%, 5/15/18		177,000		186,179
TOTAL CORPORATE BONDS (Cost: $5,533,178)				5,406,606
FOREIGN CORPORATE BONDS – 2.7%
Belgium – 0.9%
Anheuser-Busch InBev Worldwide, Inc. 5.38%, 1/15/20		188,000		209,385
Canada – 0.3%
Nexen Energy ULC 6.40%, 5/15/37		52,000		59,459
Mexico – 0.5%
Petroleos Mexicanos 6.00%, 3/5/20		125,000		128,875
Netherlands – 0.4%
Shell International Finance B.V. 5.50%, 3/25/40		99,000		104,527
United Kingdom – 0.6%
HSBC Holdings PLC 5.10%, 4/5/21		127,000		140,077
TOTAL FOREIGN CORPORATE BONDS (Cost: $666,963)				642,323

FOREIGN GOVERNMENT OBLIGATIONS – 1.3%
Italy – 0.5%
Italy Government International Bond 5.38%, 6/15/33	$	107,000	$	123,601
Mexico – 0.6%
Mexico Government International Bond 4.00%, 10/2/23		141,000		145,371
Turkey – 0.2%
Turkey Government International Bond 7.38%, 2/5/25		33,000		38,829
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $313,567)				307,801
SUPRANATIONAL BOND – 2.3%
European Investment Bank 4.00%, 2/16/21 (Cost: $523,755)		479,000		534,397
COMMERCIAL MORTGAGE-BACKED SECURITIES – 4.6%
United States – 4.6%
CFCRE Commercial Mortgage Trust 3.83%, 12/15/47, Series 2011-C2, Class A4		95,175		102,606
Citigroup Commercial Mortgage Trust 1.99%, 4/10/46, Series 2013-GC11, Class A2		35,000		35,104
COMM Mortgage Trust 1.34%, 7/10/45, Series 2013-CR9, Class A1		12,540		12,502
3.60%, 5/10/47, Series 2014-CR17, Class ASB		55,000		57,530
2.87%, 2/10/48, Series 2015-DC1, Class A2		80,000		82,325
JPMBB Commercial Mortgage Securities Trust 4.08%, 2/15/47, Series 2014-C18, Class A5		50,000		54,095
JPMorgan Chase Commercial Mortgage Securities Trust 2.67%, 1/15/46, Series 2013-C13, Class A2		75,000		76,570
5.42%, 1/15/49, Series 2007-LDPX, Class A3		99,473		101,457
Morgan Stanley Bank of America Merrill Lynch Trust 3.10%, 5/15/46, Series 2013-C9, Class A4		105,000		107,916
UBS Commercial Mortgage Trust 3.00%, 5/10/45, Series 2012-C1, Class AAB		250,000		257,551
WFRBS Commercial Mortgage Trust 4.02%, 12/15/46, Series 2013-C17, Class A4		100,000		108,131
2.90%, 3/15/47, Series 2014-C19, Class A2		100,000		103,003
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $1,092,716)				1,098,790
MUNICIPAL BOND – 0.9%
United States – 0.9%
State of California 7.55%, 4/1/39 (Cost: $220,519)		150,000		224,103
TOTAL INVESTMENTS IN SECURITIES – 98.8% (Cost: $23,244,468)				23,374,188

See Notes to Financial Statements.


54		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

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

February 29, 2016


Investments	Principal Amount			Value

U.S. GOVERNMENT AGENCIES SOLD SHORT – (1.3)%
Government National Mortgage Association – (1.3)%
3.50%, 3/1/46^(a) (Proceeds: $317,203)	$	(300,000	)	$	(316,805	)
Cash and Other Assets in Excess of Liabilities – 2.5%					586,406

NET ASSETS – 100.0%				$	23,643,789

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


FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS


	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts Short
10 Year U.S. Treasury Note		29	$	(3,784,953	)		Jun-16	$	3,172
2 Year U.S. Treasury Note		6		(1,311,282	)		Jun-16		1,969
5 Year U.S. Treasury Note		86		(10,404,656	)		Jun-16		24,187
U.S. Treasury Long Bond		5		(822,656	)		Jun-16		13,281
U.S. Treasury Ultra Long Term Bond		11		(1,904,719	)		Jun-16		6,147
								$	48,756

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			55

Schedule of Investments (unaudited)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

February 29, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 99.9%
U.S. Treasury Notes – 99.9%
U.S. Treasury Floating Rate Note
0.40%, 4/30/17^*	$	371,000	$	370,920
0.40%, 7/31/17^*		371,000		370,684
0.49%, 10/31/17^*		371,000		370,909
0.60%, 1/31/18^*		135,000		135,128
TOTAL INVESTMENTS IN SECURITIES – 99.9% (Cost: $1,247,830)				1,247,641
Cash and Other Assets in Excess of Liabilities – 0.1%				1,469

NET ASSETS – 100.0%			$	1,249,110

^*	Floating rate note. Coupon shown is in effect at February 29, 2016. Date represents the ultimate maturity date.

See Notes to Financial Statements.


56		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited)

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

February 29, 2016


Investments	Principal Amount		Value

CORPORATE BONDS – 87.4%
United States – 87.4%
ACCO Brands Corp. 6.75%, 4/30/20	$	89,000	$	94,562
Affinion Group, Inc. 7.88%, 12/15/18^(a)		5,000		2,819
AK Steel Corp. 8.75%, 12/1/18^(a)		72,000		65,880
Alcoa, Inc. 6.75%, 7/15/18		91,000		95,209
Alere, Inc. 7.25%, 7/1/18		51,000		53,614
Allegheny Technologies, Inc. 9.38%, 6/1/19		55,000		46,200
Ally Financial, Inc. 5.50%, 2/15/17		271,000		276,759
Alphabet Holding Co., Inc. 7.75%, 11/1/17		45,000		45,225
American Airlines Group, Inc. 6.13%, 6/1/18		66,000		68,957
AmeriGas Partners L.P. 6.25%, 8/20/19		31,000		30,845
Anixter, Inc. 5.63%, 5/1/19		36,000		37,755
APX Group, Inc. 6.38%, 12/1/19		17,000		16,660
Associated Materials LLC 9.13%, 11/1/17		113,000		79,665
Atwood Oceanics, Inc. 6.50%, 2/1/20^(a)		50,000		21,250
Avaya, Inc. 7.00%, 4/1/19^(a)(b)		95,000		58,900
Avon Products, Inc. 6.35%, 3/15/20^(a)		33,000		23,925
Basic Energy Services, Inc. 7.75%, 2/15/19^(a)		44,000		8,360
Beazer Homes USA, Inc. 5.75%, 6/15/19		17,000		13,770
Beverages & More, Inc. 10.00%, 11/15/18^(b)		13,000		11,619
Boyd Gaming Corp. 9.00%, 7/1/20		50,000		53,000
Cablevision Systems Corp. 7.75%, 4/15/18		158,000		162,740
Caesars Entertainment Resort Properties LLC 8.00%, 10/1/20		17,000		16,703
CalAtlantic Group, Inc. 8.38%, 5/15/18		59,000		65,047
Casella Waste Systems, Inc. 7.75%, 2/15/19		128,000		126,400
CCO Holdings LLC 7.38%, 6/1/20		55,000		57,365
CenturyLink, Inc. 5.63%, 4/1/20, Series V		45,000		45,731
Chesapeake Energy Corp. 8.00%, 12/15/22^(b)		1,220		482

CIT Group, Inc. 5.00%, 5/15/17	$	218,000	$	223,722
Clayton Williams Energy, Inc. 7.75%, 4/1/19^(a)		50,000		25,250
Clear Channel Worldwide Holdings, Inc. 7.63%, 3/15/20, Series B		39,000		34,466
CommScope, Inc. 4.38%, 6/15/20^(b)		36,000		36,720
Community Health Systems, Inc. 8.00%, 11/15/19		55,000		52,250
Constellation Brands, Inc. 3.88%, 11/15/19		36,000		37,375
D.R. Horton, Inc. 3.63%, 2/15/18		83,000		85,058
DCP Midstream LLC 5.35%, 3/15/20^(b)		72,000		54,358
DCP Midstream Operating L.P. 2.50%, 12/1/17		44,000		40,227
DISH DBS Corp. 4.25%, 4/1/18		230,000		232,300
Dole Food Co., Inc. 7.25%, 5/1/19^(b)		88,000		86,460
Dollar Tree, Inc. 5.25%, 3/1/20^(b)		75,000		79,125
Energy Transfer Equity L.P. 7.50%, 10/15/20		89,000		81,880
EP Energy LLC 9.38%, 5/1/20^(a)		45,000		13,388
EV Energy Partners L.P. 8.00%, 4/15/19		75,000		16,875
Frontier Communications Corp. 8.88%, 9/15/20^(b)		89,000		92,226
Gastar Exploration, Inc. 8.63%, 5/15/18		23,000		11,155
GenOn Energy, Inc. 7.88%, 6/15/17		136,000		113,900
Global Brass & Copper, Inc. 9.50%, 6/1/19		45,000		47,588
HCA, Inc. 6.50%, 2/15/20		84,000		93,257
Headwaters, Inc. 7.25%, 1/15/19		106,000		108,915
Hertz Corp. (The) 6.75%, 4/15/19		86,000		86,009
Hexion, Inc. 8.88%, 2/1/18		54,000		36,045
6.63%, 4/15/20		58,000		46,110
HRG Group, Inc. 7.88%, 7/15/19		89,000		93,005
Hughes Satellite Systems Corp. 6.50%, 6/15/19		44,000		48,895
Icahn Enterprises L.P. 4.88%, 3/15/19		83,000		77,190
iHeartCommunications, Inc. 6.88%, 6/15/18		50,000		28,500
9.00%, 12/15/19		101,000		71,584

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			57

Schedule of Investments (unaudited) (continued)

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

February 29, 2016


Investments	Principal Amount		Value

International Lease Finance Corp. 8.75%, 3/15/17	$	223,000	$	235,822
Iron Mountain, Inc. 6.00%, 10/1/20^(b)		55,000		58,437
iStar, Inc. 7.13%, 2/15/18		156,000		155,025
4.88%, 7/1/18		30,000		28,013
JC Penney Corp., Inc. 8.13%, 10/1/19^(a)		85,000		86,487
K Hovnanian Enterprises, Inc. 7.25%, 10/15/20^(b)		72,000		56,520
KB Home 4.75%, 5/15/19		157,000		150,720
Kinetic Concepts, Inc. 10.50%, 11/1/18		107,000		99,242
Kratos Defense & Security Solutions, Inc. 7.00%, 5/15/19		25,000		18,125
L Brands, Inc. 6.90%, 7/15/17		66,000		70,792
Lennar Corp. 4.75%, 12/15/17		157,000		161,710
Louisiana-Pacific Corp. 7.50%, 6/1/20		55,000		57,200
Mallinckrodt International Finance S.A. 4.88%, 4/15/20^(b)		55,000		54,725
Masco Corp. 7.13%, 3/15/20		89,000		102,795
Navient Corp. 8.45%, 6/15/18, Series A		203,000		216,830
NCL Corp. Ltd. 5.25%, 11/15/19^(b)		17,000		17,085
NGPL PipeCo LLC 7.12%, 12/15/17^(b)		28,000		26,250
Niska Gas Storage Canada ULC 6.50%, 4/1/19		17,000		12,325
NRG Energy, Inc. 7.63%, 1/15/18		136,000		141,610
Nuance Communications, Inc. 5.38%, 8/15/20^(b)		89,000		91,447
Oasis Petroleum, Inc. 7.25%, 2/1/19^(a)		23,000		14,145
Overseas Shipholding Group, Inc. 8.13%, 3/30/18		28,000		27,300
Pactiv LLC 8.13%, 6/15/17^(a)		202,000		207,050
PPL Capital Funding, Inc. 6.70%, 3/30/67, Series A^(c)		40,000		30,027
Radian Group, Inc. 5.50%, 6/1/19		141,000		139,766
Realogy Group LLC 4.50%, 4/15/19^(a)(b)		36,000		37,125
Rockies Express Pipeline LLC 5.63%, 4/15/20^(b)		28,000		25,099
Ruby Tuesday, Inc. 7.63%, 5/15/20		62,000		60,605

Sabine Pass LNG L.P. 7.50%, 11/30/16	$	100,000	$	104,187
Safway Group Holding LLC 7.00%, 5/15/18^(b)		131,000		133,292
Serta Simmons Bedding LLC 8.13%, 10/1/20^(b)		53,000		54,723
Smithfield Foods, Inc. 7.75%, 7/1/17		71,000		75,792
Speedy Cash Intermediate Holdings Corp. 10.75%, 5/15/18^(b)		69,000		35,190
Sprint Capital Corp. 6.90%, 5/1/19		100,000		85,750
Sprint Communications, Inc. 9.00%, 11/15/18^(b)		227,000		236,784
Starz LLC 5.00%, 9/15/19		104,000		105,560
Steel Dynamics, Inc. 6.13%, 8/15/19		64,000		65,760
Syniverse Holdings, Inc. 9.13%, 1/15/19		85,000		31,238
T-Mobile USA, Inc. 6.46%, 4/28/19		86,000		88,795
Targa Resources Partners L.P. 5.00%, 1/15/18		63,000		60,677
4.13%, 11/15/19		31,000		27,513
Tenet Healthcare Corp. 5.00%, 3/1/19		109,000		104,640
Tesoro Corp. 4.25%, 10/1/17		45,000		45,900
Tesoro Logistics L.P. 5.50%, 10/15/19^(b)		5,000		4,700
Titan International, Inc. 6.88%, 10/1/20^(a)		36,000		26,460
Toys R Us, Inc. 10.38%, 8/15/17^(a)		5,000		4,238
TransDigm, Inc. 5.50%, 10/15/20		89,000		87,442
Transocean, Inc. 5.80%, 12/15/16		18,000		17,888
6.00%, 3/15/18^(a)		25,000		20,250
U.S. Foods, Inc. 8.50%, 6/30/19		57,000		58,317
United Continental Holdings, Inc. 6.38%, 6/1/18		101,000		104,661
USG Corp. 9.75%, 1/15/18		79,000		88,381
Valeant Pharmaceuticals International, Inc. 6.75%, 8/15/18^(a)(b)		67,000		64,990
Vanguard Natural Resources LLC 7.00%, 2/15/23^(b)		46,350		15,991
Vereit Operating Partnership L.P. 2.00%, 2/6/17		58,000		57,217
Whiting Petroleum Corp. 5.00%, 3/15/19		106,000		53,000
Windstream Services LLC 7.88%, 11/1/17		104,000		109,460

See Notes to Financial Statements.


58		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

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

February 29, 2016


Investments	Principal Amount		Value

WPX Energy, Inc. 5.25%, 1/15/17^(a)	$	35,000	$	34,475
TOTAL CORPORATE BONDS (Cost: $8,783,332)				8,018,823
FOREIGN CORPORATE BONDS – 6.3%
Canada – 1.0%
Bombardier, Inc. 5.50%, 9/15/18^(b)		43,000		38,915
Seven Generations Energy Ltd. 8.25%, 5/15/20^(b)		18,000		17,325
Tervita Corp. 8.00%, 11/15/18^(b)		50,000		31,500

Total Canada				87,740
Cyprus – 0.3%
Drill Rigs Holdings, Inc. 6.50%, 10/1/17^(a)(b)		54,000		27,675
France – 0.8%
Credit Agricole S.A. 8.38%, 10/13/19^(b)(c)(d)		71,000		77,213
Germany – 0.5%
Fresenius Medical Care U.S. Finance II, Inc. 5.63%, 7/31/19^(b)		44,000		47,960
Luxembourg – 3.2%
ArcelorMittal 5.50%, 2/25/17		202,000		204,525
Intelsat Jackson Holdings S.A. 7.25%, 4/1/19		115,000		89,700

Total Luxembourg				294,225
United Kingdom – 0.5%
Royal Bank of Scotland Group PLC 4.70%, 7/3/18		43,000		43,225
TOTAL FOREIGN CORPORATE BONDS (Cost: $664,137)				578,038
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 5.4%
United States – 5.4%
State Street Navigator Securities Lending Prime Portfolio, 0.49%^(e) (Cost: $491,928)^(f)		491,928	$	491,928
TOTAL INVESTMENTS IN SECURITIES – 99.1% (Cost: $9,939,397)				9,088,789
Cash and Other Assets in Excess of Liabilities – 0.9%				85,187

NET ASSETS – 100.0%			$	9,173,976

^(a)	Security, or portion thereof, was on loan at February 29, 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 reflects the accrual rate as of February 29, 2016 on securities with variable or step rates.

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

^(e)	Rate shown represents annualized 7-day yield as of February 29, 2016.

^(f)	At February 29, 2016, the total market value of the Fund’s securities on loan was $471,333 and the total market value of the collateral held by the Fund was $491,928.


FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS


	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts Short
10 Year U.S. Treasury Note		42	$	(5,926,594	)		Jun-16	$	(15,024	)
5 Year U.S. Treasury Note		11		(1,330,828	)		Jun-16		3,094
U.S. Treasury Ultra Long Term Bond		8		(1,385,250	)		Jun-16		4,470
								$	(7,460	)

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			59

Schedule of Investments (unaudited)

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

February 29, 2016


Investments	Principal Amount		Value

CORPORATE BONDS – 82.0%
United States – 82.0%
Affinion Group, Inc. 7.88%, 12/15/18^(a)	$	18,000	$	10,148
AK Steel Corp. 8.75%, 12/1/18^(a)		41,000		37,515
Alcoa, Inc. 6.75%, 7/15/18		119,000		124,504
Alere, Inc. 7.25%, 7/1/18		120,000		126,150
Ally Financial, Inc. 5.50%, 2/15/17		411,000		419,734
Alphabet Holding Co., Inc. 7.75%, 11/1/17		134,000		134,670
American Airlines Group, Inc. 6.13%, 6/1/18		172,000		179,706
AmeriGas Partners L.P. 6.25%, 8/20/19		65,000		64,675
Ashland, Inc. 3.88%, 4/15/18		83,000		86,009
Associated Materials LLC 9.13%, 11/1/17		185,000		130,425
Atwood Oceanics, Inc. 6.50%, 2/1/20^(a)		120,000		51,000
Avaya, Inc. 7.00%, 4/1/19^(a)(b)		89,000		55,180
Avon Products, Inc. 6.50%, 3/1/19		67,000		49,915
Basic Energy Services, Inc. 7.75%, 2/15/19^(a)		39,000		7,410
Beverages & More, Inc. 10.00%, 11/15/18^(b)		41,000		36,644
Boyd Gaming Corp. 9.00%, 7/1/20		18,000		19,080
Cablevision Systems Corp. 7.75%, 4/15/18		238,000		245,140
CalAtlantic Group, Inc. 8.38%, 5/15/18		69,000		76,073
Casella Waste Systems, Inc. 7.75%, 2/15/19		56,000		55,300
CCO Holdings LLC 7.00%, 1/15/19		126,000		128,813
CIT Group, Inc. 5.00%, 5/15/17		317,000		325,321
Clayton Williams Energy, Inc. 7.75%, 4/1/19^(a)		115,000		58,075
CommScope, Inc. 4.38%, 6/15/20^(b)		30,000		30,600
Community Health Systems, Inc. 8.00%, 11/15/19		100,000		95,000
Constellation Brands, Inc. 3.88%, 11/15/19		125,000		129,775
D.R. Horton, Inc. 3.75%, 3/1/19		138,000		140,760
DCP Midstream Operating L.P. 2.50%, 12/1/17		64,000		58,512

DISH DBS Corp. 4.25%, 4/1/18		176,000		177,760
Dole Food Co., Inc. 7.25%, 5/1/19^(b)		52,000		51,090
EP Energy LLC 9.38%, 5/1/20^(a)		55,000		16,363
EV Energy Partners L.P. 8.00%, 4/15/19		150,000		33,750
Gastar Exploration, Inc. 8.63%, 5/15/18		60,000		29,100
GenOn Energy, Inc. 7.88%, 6/15/17		174,000		145,725
Halcon Resources Corp. 8.63%, 2/1/20^(a)(b)		51,000		28,369
Headwaters, Inc. 7.25%, 1/15/19		152,000		156,180
Hertz Corp. (The) 6.75%, 4/15/19		86,000		86,009
Hexion, Inc.
8.88%, 2/1/18		119,000		79,433
6.63%, 4/15/20		92,000		73,140
Hughes Satellite Systems Corp. 6.50%, 6/15/19		64,000		71,120
Icahn Enterprises L.P. 4.88%, 3/15/19		100,000		93,000
iHeartCommunications, Inc. 6.88%, 6/15/18		123,000		70,110
International Lease Finance Corp. 8.75%, 3/15/17		351,000		371,182
Iron Mountain, Inc. 6.00%, 10/1/20^(b)		75,000		79,687
iStar, Inc.
7.13%, 2/15/18		50,000		49,688
4.88%, 7/1/18		149,000		139,129
j2 Global, Inc. 8.00%, 8/1/20		10,000		10,500
JC Penney Corp., Inc. 8.13%, 10/1/19^(a)		140,000		142,450
Joseph T. Ryerson & Son, Inc. 9.00%, 10/15/17		120,000		93,000
KB Home 4.75%, 5/15/19		53,000		50,880
Kinetic Concepts, Inc.
10.50%, 11/1/18		206,000		191,065
12.50%, 11/1/19		75,000		58,359
Kratos Defense & Security Solutions, Inc. 7.00%, 5/15/19		100,000		72,500
L Brands, Inc. 7.00%, 5/1/20		125,000		143,437
Lennar Corp. 4.75%, 12/15/17		236,000		243,080
LSB Industries, Inc. 7.75%, 8/1/19^(a)		83,000		72,003
Masco Corp. 7.13%, 3/15/20		125,000		144,375

See Notes to Financial Statements.


60		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (continued)

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

February 29, 2016


Investments	Principal Amount		Value

MGM Resorts International 7.63%, 1/15/17	$	202,000	$	210,837
Navient Corp. 8.45%, 6/15/18, Series A		334,000		356,755
NCL Corp. Ltd. 5.25%, 11/15/19^(b)		64,000		64,320
Niska Gas Storage Canada ULC 6.50%, 4/1/19		75,000		54,375
Novelis, Inc. 8.38%, 12/15/17^(a)		83,000		83,000
NRG Energy, Inc. 7.63%, 1/15/18		158,000		164,517
Nuance Communications, Inc. 5.38%, 8/15/20^(b)		30,000		30,825
Oasis Petroleum, Inc. 7.25%, 2/1/19^(a)		60,000		36,900
Overseas Shipholding Group, Inc. 8.13%, 3/30/18		42,000		40,950
Pactiv LLC 8.13%, 6/15/17		153,000		156,825
PPL Capital Funding, Inc. 6.70%, 3/30/67, Series A^(c)		82,000		61,555
PulteGroup, Inc. 7.63%, 10/15/17		50,000		53,500
Radian Group, Inc. 5.50%, 6/1/19		222,000		220,057
Rite Aid Corp. 9.25%, 3/15/20		120,000		126,750
Safway Group Holding LLC 7.00%, 5/15/18^(b)		153,000		155,677
Silgan Holdings, Inc. 5.00%, 4/1/20		100,000		102,000
Speedy Cash Intermediate Holdings Corp. 10.75%, 5/15/18^(b)		86,000		43,860
Sprint Communications, Inc. 9.00%, 11/15/18^(b)		353,000		368,214
Starz LLC 5.00%, 9/15/19		149,000		151,235
Steel Dynamics, Inc. 6.13%, 8/15/19		65,000		66,788
SunCoke Energy Partners L.P. 7.38%, 2/1/20^(b)		75,000		47,625
Syniverse Holdings, Inc. 9.13%, 1/15/19		204,000		74,970
Synovus Financial Corp. 5.13%, 6/15/17		49,000		50,225
T-Mobile USA, Inc. 6.46%, 4/28/19		193,000		199,272
Targa Resources Partners L.P. 5.00%, 1/15/18		134,000		129,058
Tenet Healthcare Corp. 5.00%, 3/1/19		205,000		196,800
Terex Corp. 6.50%, 4/1/20		125,000		119,375
Tesoro Corp. 4.25%, 10/1/17		97,000		98,940

Tesoro Logistics L.P. 5.50%, 10/15/19^(b)		103,000		96,820
Toys R Us, Inc. 10.38%, 8/15/17^(a)		5,000		4,238
Trilogy International Partners LLC 10.25%, 8/15/16^(b)		75,000		67,125
U.S. Foods, Inc. 8.50%, 6/30/19		140,000		143,234
United Continental Holdings, Inc. 6.38%, 6/1/18		160,000		165,800
United States Steel Corp. 7.38%, 4/1/20^(a)		118,000		75,151
USG Corp. 9.75%, 1/15/18		185,000		206,969
Valeant Pharmaceuticals International, Inc. 6.75%, 8/15/18^(a)(b)		104,000		100,880
Vanguard Natural Resources LLC 7.00%, 2/15/23^(b)		76,950		26,548
Whiting Petroleum Corp. 5.00%, 3/15/19		166,000		83,000
Windstream Services LLC 7.88%, 11/1/17		119,000		125,247
WPX Energy, Inc. 5.25%, 1/15/17^(a)		60,000		59,100
TOTAL CORPORATE BONDS (Cost: $11,692,476)				10,467,935
FOREIGN CORPORATE BONDS – 9.7%
Canada – 1.4%
HudBay Minerals, Inc. 9.50%, 10/1/20		65,000		37,398
Seven Generations Energy Ltd. 8.25%, 5/15/20^(b)		31,000		29,838
Telesat Canada 6.00%, 5/15/17^(b)		102,000		102,382
Tervita Corp. 8.00%, 11/15/18^(b)		19,000		11,970

Total Canada				181,588
France – 2.0%
Numericable-SFR SA 4.88%, 5/15/19^(b)		250,000		251,125
Germany – 2.0%
Schaeffler Holding Finance B.V. 6.88%, 8/15/18^(b)		250,000		256,875
Luxembourg – 3.4%
ArcelorMittal 5.50%, 2/25/17		279,000		282,487
Intelsat Jackson Holdings S.A. 7.25%, 4/1/19		191,000		148,980

Total Luxembourg				431,467
New Zealand – 0.8%
Reynolds Group Issuer, Inc. 5.75%, 10/15/20		100,000		103,000

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			61

Schedule of Investments (unaudited) (concluded)

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

February 29, 2016


Investments	Principal Amount		Value

United Kingdom – 0.1%
Royal Bank of Scotland Group PLC 4.70%, 7/3/18	$	20,000	$	20,105
TOTAL FOREIGN CORPORATE BONDS (Cost: $1,318,654)				1,244,160

	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 6.0%
United States – 6.0%
State Street Navigator Securities Lending Prime Portfolio, 0.49%^(d) (Cost: $770,890)^(e)		770,890		770,890
TOTAL INVESTMENTS IN SECURITIES – 97.7% (Cost: $13,782,020)				12,482,985
Cash and Other Assets in Excess of Liabilities – 2.3%				290,580

NET ASSETS – 100.0%			$	12,773,565

^(a)	Security, or portion thereof, was on loan at February 29, 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 reflects the accrual rate as of February 29, 2016 on securities with variable or step rates.

^(d)	Rate shown represents annualized 7-day yield as of February 29, 2016.

^(e)	At February 29, 2016, the total market value of the Fund’s securities on loan was $740,893 and the total market value of the collateral held by the Fund was $770,890.


FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS


	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts Short
2 Year U.S. Treasury Note		38	$	(8,304,781	)		Jun-16	$	12,468
5 Year U.S. Treasury Note		15		(1,814,766	)		Jun-16		4,219
								$	16,687

See Notes to Financial Statements.


62		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 29, 2016


Investments	Principal Amount		Value

FOREIGN CORPORATE BONDS – 82.9%
Argentina – 0.6%
YPF S.A. 8.75%, 4/4/24^(a)(b)	$	380,000	$	375,288
Brazil – 12.3%
Braskem Finance Ltd. 5.75%, 4/15/21, Reg S		1,168,000		1,076,020
ESAL GmbH 6.25%, 2/5/23, Reg S		350,000		305,725
GTL Trade Finance, Inc. 7.25%, 10/20/17^(a)		730,000		720,875
Itau Unibanco Holding S.A. 2.85%, 5/26/18^(a)		720,000		694,800
Odebrecht Finance Ltd. 4.38%, 4/25/25^(a)(b)		230,000		104,834
Odebrecht Offshore Drilling Finance Ltd. 6.75%, 10/1/22, Reg S		732,610		153,848
Oi Brasil Holdings Cooperatief UA 5.75%, 2/10/22, Reg S^(b)		951,000		237,750
Petrobras Global Finance B.V.
5.38%, 1/27/21		3,037,000		2,277,750
4.38%, 5/20/23		260,000		178,436
5.63%, 5/20/43		780,000		455,091
6.85%, 6/5/2115		160,000		99,490
Vale Overseas Ltd.
4.38%, 1/11/22^(b)		819,000		632,432
6.88%, 11/21/36		500,000		344,250

Total Brazil				7,281,301
Chile – 2.2%
Cencosud S.A. 4.88%, 1/20/23, Reg S^(b)		1,140,000		1,074,450
Corpbanca S.A. 3.88%, 9/22/19, Reg S		200,000		203,900

Total Chile				1,278,350
China – 10.5%
Baidu, Inc. 2.75%, 6/9/19		600,000		600,666
Bank of China Ltd. 5.00%, 11/13/24, Reg S		900,000		932,634
China Overseas Finance Cayman VI Ltd. 4.25%, 5/8/19, Reg S		550,000		569,657
CITIC Ltd. 6.38%, 4/10/20, Reg S		250,000		283,310
Country Garden Holdings Co., Ltd. 7.25%, 4/4/21, Reg S		1,250,000		1,274,972
CRCC Yuxiang Ltd. 3.50%, 5/16/23, Reg S		990,000		994,310
Industrial & Commercial Bank of China Ltd. 3.23%, 11/13/19		1,080,000		1,112,161
Talent Yield Investments Ltd. 4.50%, 4/25/22, Reg S^(b)		440,000		464,638

Total China				6,232,348
Colombia – 2.0%
Banco Bilbao Vizcaya Argentaria Colombia S.A. 4.88%, 4/21/25^(a)	$	720,000	$	664,200
Ecopetrol S.A. 7.63%, 7/23/19^(b)		330,000		346,170
Pacific Exploration and Production Corp.
5.38%, 1/26/19^(a)(c)		630,000		77,726
5.13%, 3/28/23, Reg S^(c)		590,000		70,800

Total Colombia				1,158,896
Hong Kong – 11.8%
AIA Group Ltd. 3.20%, 3/11/25^(a)		470,000		466,943
Bank of East Asia Ltd. (The) 4.25%, 11/20/24, Reg S^(d)		870,000		850,703
Hutchison Whampoa International 11 Ltd. 4.63%, 1/13/22, Reg S		565,000		618,417
Hutchison Whampoa International 12 II Ltd. 3.25%, 11/8/22, Reg S		2,000,000		2,046,430
PCCW-HKT Capital No. 5 Ltd. 3.75%, 3/8/23, Reg S		1,950,000		1,997,093
Prosperous Ray Ltd. 3.00%, 11/12/18, Reg S		760,000		767,181
Shimao Property Holdings Ltd. 6.63%, 1/14/20, Reg S		240,000		246,394

Total Hong Kong				6,993,161
India – 5.6%
Bharti Airtel International Netherlands B.V. 5.35%, 5/20/24^(a)		1,500,000		1,591,852
ICICI Bank Ltd. 6.38%, 4/30/22, Reg S^(d)		1,025,000		1,041,247
ONGC Videsh Ltd. 4.63%, 7/15/24, Reg S		270,000		273,067
Vedanta Resources PLC 8.25%, 6/7/21, Reg S^(b)		698,000		378,303

Total India				3,284,469
Indonesia – 2.7%
Pertamina Persero PT 5.63%, 5/20/43, Reg S^(b)		660,000		532,481
Perusahaan Gas Negara Persero Tbk PT 5.13%, 5/16/24, Reg S		1,060,000		1,062,650

Total Indonesia				1,595,131
Jamaica – 0.9%
Digicel Group Ltd. 8.25%, 9/30/20, Reg S^(b)		720,000		561,600
Kazakhstan – 3.0%
KazMunayGas National Co. JSC 6.38%, 4/9/21, Reg S		1,767,000		1,763,466
Macau – 1.4%
MCE Finance Ltd. 5.00%, 2/15/21, Reg S		900,000		839,250

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			63

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 29, 2016


Investments	Principal Amount		Value
Mexico – 7.5%
BBVA Bancomer S.A. 6.75%, 9/30/22, Reg S^(b)	$	850,000	$	901,255
Cemex S.A.B. de C.V.
6.50%, 12/10/19^(a)		200,000		198,000
7.25%, 1/15/21, Reg S		310,000		311,519
Grupo Bimbo S.A.B. de C.V. 4.50%, 1/25/22, Reg S		1,288,000		1,339,849
Mexichem S.A.B. de C.V. 4.88%, 9/19/22, Reg S^(b)		1,650,000		1,666,500

Total Mexico				4,417,123
Morocco – 2.9%
OCP S.A. 5.63%, 4/25/24, Reg S		1,700,000		1,738,250
Peru – 3.0%
BBVA Banco Continental S.A. 5.25%, 9/22/29^(a)(d)		90,000		85,838
Southern Copper Corp. 5.25%, 11/8/42		1,860,000		1,399,650
Volcan Cia Minera S.A.A. 5.38%, 2/2/22, Reg S^(b)		446,000		303,837

Total Peru				1,789,325
Philippines – 0.7%
First Gen Corp. 6.50%, 10/9/23, Reg S		400,000		425,556
Qatar – 2.5%
Ooredoo International Finance Ltd. 4.75%, 2/16/21, Reg S		1,356,000		1,493,295
Russia – 9.2%
EuroChem Mineral & Chemical Co. OJSC via EuroChem GI Ltd. 5.13%, 12/12/17, Reg S		550,000		554,125
Evraz Group S.A. 6.75%, 4/27/18, Reg S		406,000		398,388
Gazprom OAO via Gaz Capital S.A. 3.85%, 2/6/20, Reg S		600,000		573,000
Lukoil International Finance B.V. 6.13%, 11/9/20, Reg S		373,000		386,055
Rosneft Oil Co. via Rosneft International Finance Ltd. 4.20%, 3/6/22, Reg S		900,000		805,500
Russian Agricultural Bank OJSC via RSHB Capital S.A. 6.00%, 6/3/21, Reg S^(d)		1,000,000		986,250
Sberbank of Russia via SB Capital S.A. 5.50%, 2/26/24, Reg S^(d)		700,000		619,500
Severstal OAO via Steel Capital S.A.
6.70%, 10/25/17, Reg S		235,000		245,281
5.90%, 10/17/22, Reg S		677,000		671,076
VimpelCom Holdings B.V. 7.50%, 3/1/22, Reg S		200,000		205,750

Total Russia				5,444,925
Singapore – 1.4%
BOC Aviation Pte Ltd. 3.00%, 3/30/20^(a)	$	350,000	$	350,561
Puma International Financing S.A. 6.75%, 2/1/21, Reg S		500,000		462,500

Total Singapore				813,061
South Korea – 1.6%
KEB Hana Bank 4.25%, 10/14/24, Reg S		450,000		468,591
Korea Hydro & Nuclear Power Co., Ltd. 3.00%, 9/19/22, Reg S		460,000		477,255

Total South Korea				945,846
United Arab Emirates – 0.7%
DP World Ltd. 6.85%, 7/2/37, Reg S		400,000		389,000
Venezuela – 0.4%
Petroleos de Venezuela S.A. 6.00%, 5/16/24, Reg S		710,000		221,449
TOTAL FOREIGN CORPORATE BONDS (Cost: $54,723,714)				49,041,090
FOREIGN GOVERNMENT AGENCIES – 3.9%
United Arab Emirates – 3.9%
MDC-GMTN B.V. 5.50%, 4/20/21, Reg S (Cost: $2,293,927)		2,056,000		2,328,420
FOREIGN GOVERNMENT OBLIGATIONS – 1.2%
Argentina – 1.2%
Argentina Bonar Bonds 7.00%, 4/17/17, Series X		380,000		383,441
Argentine Republic Government International Bond 8.28%, 12/31/33, Series NY^(c)		252,367		297,667
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $674,095)				681,108
SUPRANATIONAL BONDS – 3.6%
Alibaba Group Holding Ltd. 3.60%, 11/28/24		450,000		443,013
CNOOC Finance 2013 Ltd. 3.00%, 5/9/23		900,000		855,181
Goodman HK Finance 4.38%, 6/19/24, Reg S		800,000		822,660
TOTAL SUPRANATIONAL BONDS (Cost: $2,096,271)				2,120,854

See Notes to Financial Statements.


64		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 29, 2016



Investments	Shares		Value
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 10.3%
United States – 10.3%
State Street Navigator Securities Lending Prime Portfolio, 0.49%^(e) (Cost: $6,114,078)^(f)		6,114,078	$	6,114,078
TOTAL INVESTMENTS IN SECURITIES – 101.9% (Cost: $65,902,085)				60,285,550
Liabilities in Excess of Cash and Other Assets – (1.9)%				(1,152,068	)

NET ASSETS – 100.0%			$	59,133,482

^(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 February 29, 2016 (See Note 2).

^(c)	Security in default on interest payments.

^(d)	Rate shown reflects the accrual rate as of February 29, 2016 on securities with variable or step rates.

^(e)	Rate shown represents annualized 7-day yield as of February 29, 2016.

^(f)	At February 29, 2016, the total market value of the Fund’s securities on loan was $5,889,531 and the total market value of the collateral held by the Fund was $6,114,078.

Reg S -

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			65

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 29, 2016


Investments	Principal Amount^†		Value
FOREIGN GOVERNMENT AGENCIES – 2.4%
South Africa – 0.8%
Landwirtschaftliche Rentenbank
8.25%, 5/23/22, Reg S		45,000,000 ZAR	$	2,744,490

Turkey – 1.6%
KFW 14.50%, 1/26/17		8,329,000 TRY		2,899,165
Landwirtschaftliche Rentenbank
5.63%, 2/27/18, Reg S		10,000,000 TRY		3,073,670

Total Turkey				5,972,835
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $9,588,192)				8,717,325
FOREIGN GOVERNMENT OBLIGATIONS – 87.7%
Brazil – 10.3%
Brazil Letras do Tesouro Nacional
8.75%, 7/1/16^(a)		21,042,000 BRL		5,055,828
21.92%, 1/1/17^(a)		20,061,000 BRL		4,508,066
52.27%, 1/1/18^(a)		17,602,000 BRL		3,447,140
15.26%, 1/1/19^(a)		24,500,000 BRL		4,131,488
Brazil Notas do Tesouro Nacional
10.00%, 1/1/17, Series F		26,592,000 BRL		6,480,637
10.00%, 1/1/21, Series F		33,245,000 BRL		6,923,539
10.00%, 1/1/23, Series F		36,340,000 BRL		7,096,622
Brazilian Government International Bond 12.50%, 1/5/22		929,000 BRL		233,458

Total Brazil				37,876,778
Chile – 3.0%
Bonos del Banco Central de Chile en Pesos
6.00%, 1/1/17, Series 5YR		2,275,000,000 CLP		3,329,770
6.00%, 3/1/23		1,590,000,000 CLP		2,528,303
Chile Government International Bond 5.50%, 8/5/20		3,535,500,000 CLP		5,238,503

Total Chile				11,096,576
China – 3.2%
China Government Bond
2.56%, 6/29/17, Reg S		9,000,000 CNY		1,344,608
3.09%, 11/22/18		1,500,000 CNH		223,988
3.09%, 6/29/20, Reg S		11,500,000 CNY		1,700,541
2.48%, 12/1/20		16,500,000 CNY		2,380,240
2.36%, 8/18/21, Reg S		17,500,000 CNY		2,479,176
3.10%, 6/29/22		5,500,000 CNY		801,176
3.16%, 6/27/23		20,000,000 CNY		2,897,921

Total China				11,827,650
Colombia – 6.2%
Colombia Government International Bond 7.75%, 4/14/21		3,670,000,000 COP		1,077,550
Colombian TES
5.00%, 11/21/18, Series B		12,539,400,000 COP		3,563,532
7.00%, 5/4/22, Series B		13,630,700,000 COP		3,818,949
10.00%, 7/24/24, Series B		26,960,100,000 COP		8,716,673
6.00%, 4/28/28, Series B		24,561,700,000 COP		5,743,687

Total Colombia				22,920,391
India – 2.6%
India Government Bond
7.83%, 4/11/18		2,500,000 INR		36,810
8.27%, 6/9/20		103,000,000 INR		1,537,511
8.40%, 7/28/24		204,000,000 INR		3,056,199
9.20%, 9/30/30		304,000,000 INR		4,797,136

Total India				9,427,656
Indonesia – 5.6%
Indonesia Treasury Bond
11.00%, 11/15/20, Series FR31		6,370,000,000 IDR		530,365
8.25%, 7/15/21, Series FR53		18,265,000,000 IDR		1,386,214
8.38%, 9/15/26, Series FR56		110,893,000,000 IDR		8,362,793
8.25%, 6/15/32, Series FR58		135,677,000,000 IDR		9,723,501
8.75%, 2/15/44, Series FR67		7,880,000,000 IDR		575,419

Total Indonesia				20,578,292
Malaysia – 7.4%
Malaysia Government Bond
3.81%, 2/15/17, Series 0207		7,349,000 MYR		1,764,805
4.01%, 9/15/17, Series 0210		3,077,000 MYR		743,079
3.31%, 10/31/17, Series 0512		10,313,000 MYR		2,463,394
4.38%, 11/29/19, Series 0902		40,471,000 MYR		9,927,763
3.89%, 7/31/20, Series 0613		688,000 MYR		165,949
4.16%, 7/15/21, Series 0111		2,390,000 MYR		582,854
3.42%, 8/15/22, Series 0112		27,968,000 MYR		6,511,695
4.18%, 7/15/24, Series 0114		600,000 MYR		145,245
4.39%, 4/15/26, Series 0311		15,345,000 MYR		3,731,149
4.50%, 4/15/30, Series 0310		4,333,000 MYR		1,059,532

Total Malaysia				27,095,465
Mexico – 9.5%
Mexican Bonos
7.75%, 12/14/17, Series M		57,674,000 MXN		3,380,857
8.50%, 12/13/18, Series M 10		29,235,000 MXN		1,767,538
5.00%, 12/11/19, Series M		60,000,000 MXN		3,285,231
6.50%, 6/10/21, Series M		27,078,000 MXN		1,562,307
6.50%, 6/9/22, Series M		82,219,000 MXN		4,730,736
10.00%, 12/5/24, Series M 20		82,682,000 MXN		5,842,125
7.50%, 6/3/27, Series M 20		67,250,000 MXN		4,107,917
8.50%, 5/31/29, Series M 20		33,000,000 MXN		2,167,865
7.75%, 5/29/31, Series M		71,783,000 MXN		4,422,535
7.75%, 11/23/34, Series M		5,719,000 MXN		351,879
10.00%, 11/20/36, Series M 30		19,178,000 MXN		1,444,861
8.50%, 11/18/38, Series M 30		7,865,000 MXN		519,599
7.75%, 11/13/42, Series M		23,142,000 MXN		1,421,931

Total Mexico				35,005,381
Peru – 3.3%
Peruvian Government International Bond
7.84%, 8/12/20, Reg S		12,772,000 PEN		3,834,439
5.70%, 8/12/24, Reg S		3,494,000 PEN		906,718
8.20%, 8/12/26, Reg S		4,672,000 PEN		1,398,961

See Notes to Financial Statements.


66		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 29, 2016


Investments	Principal Amount^†		Value
6.95%, 8/12/31, Reg S		15,640,000 PEN		4,163,478
6.90%, 8/12/37, Reg S		7,325,000 PEN		1,884,990

Total Peru				12,188,586
Philippines – 3.2%
Philippine Government Bond 7.63%, 9/29/36, Series 25-9		109,950,000 PHP		3,160,867
Philippine Government International Bond
4.95%, 1/15/21		215,000,000 PHP		4,629,757
3.90%, 11/26/22		52,000,000 PHP		1,052,051
6.25%, 1/14/36		137,000,000 PHP		3,123,946

Total Philippines				11,966,621
Poland – 10.4%
Poland Government Bond
3.75%, 4/25/18, Series 0418		7,500,000 PLN		1,968,591
2.50%, 7/25/18, Series 0718		15,839,000 PLN		4,058,773
5.50%, 10/25/19, Series 1019		26,410,000 PLN		7,483,274
5.25%, 10/25/20, Series 1020		20,250,000 PLN		5,790,706
5.75%, 10/25/21, Series 1021		19,758,000 PLN		5,852,593
5.75%, 9/23/22, Series 0922		12,059,000 PLN		3,620,173
4.00%, 10/25/23, Series 1023		12,486,000 PLN		3,415,165
3.25%, 7/25/25, Series 0725		24,210,000 PLN		6,302,761
5.75%, 4/25/29, Series 0429		45,000 PLN		14,292

Total Poland				38,506,328
Romania – 3.6%
Romania Government Bond
5.90%, 7/26/17, Series 5Y		16,210,000 RON		4,216,805
5.60%, 11/28/18, Series 5Y		6,610,000 RON		1,787,823
5.75%, 4/29/20, Series 7Y		10,000,000 RON		2,776,706
5.95%, 6/11/21, Series 10Y		4,960,000 RON		1,406,629
5.85%, 4/26/23, Series 10Y		6,150,000 RON		1,765,894
4.75%, 2/24/25, Series 10Y		5,305,000 RON		1,428,654

Total Romania				13,382,511
Russia – 3.1%
Russian Federal Bond—OFZ
7.50%, 3/15/18, Series 6204		155,091,000 RUB		1,996,630
7.50%, 2/27/19, Series 6208		109,301,000 RUB		1,387,470
6.80%, 12/11/19, Series 6210		107,959,000 RUB		1,319,364
7.60%, 4/14/21, Series 6205		244,400,000 RUB		3,012,354
7.60%, 7/20/22, Series 6209		67,789,000 RUB		824,066
8.15%, 2/3/27, Series 6207		73,725,000 RUB		906,738
7.05%, 1/19/28, Series 6212		178,667,000 RUB		2,001,706

Total Russia				11,448,328
South Africa – 3.5%
South Africa Government Bond
6.75%, 3/31/21, Series R208		13,270,000 ZAR		762,965
7.75%, 2/28/23, Series 2023		23,100,000 ZAR		1,352,152
10.50%, 12/21/26, Series R186		48,594,000 ZAR		3,305,460
8.00%, 1/31/30, Series 2030		25,274,000 ZAR		1,388,883
7.00%, 2/28/31, Series R213		56,556,000 ZAR		2,801,931
6.25%, 3/31/36, Series R209		37,630,600 ZAR		1,626,935
6.50%, 2/28/41, Series R214		4,983,000 ZAR		214,616
8.75%, 2/28/48, Series 2048		27,072,000 ZAR		1,492,528

Total South Africa				12,945,470
South Korea – 4.8%
Korea Treasury Bond
3.38%, 9/10/23, Series 2309		7,768,080,000 KRW		7,010,424
3.50%, 3/10/24, Series 2403		7,089,680,000 KRW		6,479,825
4.00%, 12/10/31, Series 3112		3,866,040,000 KRW		4,053,443

Total South Korea				17,543,692
Thailand – 3.7%
Thailand Government Bond
4.13%, 11/18/16		17,055,000 THB		487,658
3.88%, 6/13/19		91,437,000 THB		2,760,030
3.65%, 12/17/21		120,380,000 THB		3,731,817
3.63%, 6/16/23		161,518,000 THB		5,050,346
3.85%, 12/12/25		47,480,000 THB		1,537,083
3.58%, 12/17/27		4,653,000 THB		148,465

Total Thailand				13,715,399
Turkey – 4.3%
Turkey Government Bond
8.30%, 6/20/18		15,345,000 TRY		4,967,339
10.50%, 1/15/20		1,581,000 TRY		537,737
9.50%, 1/12/22		6,968,000 TRY		2,263,279
8.50%, 9/14/22		15,618,000 TRY		4,812,572
7.10%, 3/8/23		11,211,000 TRY		3,177,614

Total Turkey				15,758,541
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $448,567,972)				323,283,665
SUPRANATIONAL BONDS – 4.5%
European Investment Bank
7.50%, 1/30/19		61,700,000 ZAR		3,799,693
7.20%, 7/9/19, Reg S		90,990,000,000 IDR		6,462,365
8.38%, 7/29/22, Reg S		22,000,000 ZAR		1,343,016
Inter-American Development Bank 6.00%, 9/5/17		85,950,000 INR		1,242,806
International Finance Corp.
9.00%, 1/30/17		3,004,000 TRY		998,866
7.80%, 6/3/19, Series GDIF		176,640,000 INR		2,669,217

TOTAL SUPRANATIONAL BONDS (Cost: $20,619,761)				16,515,963
TOTAL INVESTMENTS IN SECURITIES – 94.6% (Cost: $478,775,925)				348,516,953
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 5.4%				19,962,869

NET ASSETS – 100.0%			$	368,479,822

^†	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 February 29, 2016.

Reg S –

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			67

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 29, 2016


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS


Settlement Date	Contracts To Deliver		In Exchange For		Unrealized Gain (Loss)
3/1/2016	TRY	562,500	USD	189,586	$	(783	)
3/1/2016	ZAR	4,220,933	USD	265,425		(1,978	)
3/16/2016	INR	8,055,000	USD	117,953		1,042
3/16/2016	INR	48,295,000	USD	709,334		8,377
3/16/2016	INR	40,245,000	USD	591,099		6,981
3/16/2016	INR	8,050,000	USD	117,656		817
3/16/2016	KRW	291,000,000	USD	241,704		6,950
3/16/2016	KRW	1,462,000,000	USD	1,218,841		39,421
3/16/2016	TRY	23,250,000	USD	7,745,131		(89,131	)
3/16/2016	USD	1,768,935	INR	119,810,000		(30,005	)
3/16/2016	USD	9,356,462	KRW	11,037,818,360		(452,066	)
3/16/2016	USD	9,478,705	TRY	28,370,000		80,780
					$	(429,595	)

CURRENCY LEGEND


BRL		Brazilian real
CLP		Chilean peso
CNH		Offshore Chinese renminbi
CNY		Chinese yuan
COP		Colombian peso
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.


68		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited)

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

February 29, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 120.1%
U.S. Treasury Bills – 120.1%
U.S. Treasury Bills
0.21%, 3/3/16^*	$	1,000,000	$	999,992
0.17%, 3/17/16^*		750,000		749,929
0.22%, 4/7/16^*		1,000,000		999,754
0.28%, 4/21/16^*		1,000,000		999,602
0.27%, 5/12/16^*(a)		800,000		799,546
0.30%, 5/26/16^*		900,000		899,318

TOTAL INVESTMENTS IN SECURITIES – 120.1% (Cost: $5,448,256)				5,448,141
Liabilities in Excess of Cash and Other Assets – (20.1)%				(911,832	)

NET ASSETS – 100.0%			$	4,536,309

^*	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
FORWARD CONTRACTS


Settlement Date	Contracts To Deliver		In Exchange For		Unrealized Gain (Loss)
3/4/2016	JPY	21,492,000	USD	177,622	$	(12,790	)
3/4/2016	JPY	64,501,600	USD	533,097		(38,366	)
3/4/2016	JPY	52,622,000	USD	434,882		(31,332	)
3/4/2016	JPY	33,070,000	USD	273,304		(19,686	)
3/4/2016	USD	33,165	JPY	4,013,000		2,389
3/4/2016	USD	430,645	JPY	48,609,000		16
3/4/2016	USD	190,415	JPY	21,492,000		(3	)
3/4/2016	USD	571,519	JPY	64,501,600		(55	)
3/4/2016	USD	292,991	JPY	33,070,000		(1	)
4/6/2016	JPY	64,501,600	USD	572,178		63
4/6/2016	JPY	33,070,000	USD	293,319		(5	)
4/6/2016	JPY	21,492,000	USD	190,626		(4	)
4/6/2016	JPY	48,609,000	USD	431,141		(10	)
4/6/2016	USD	105,837	JPY	11,931,000		(12	)
					$	(99,796	)

CURRENCY LEGEND


JPY		Japanese yen
USD		U.S. dollar

FUTURES CONTRACTS


	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts Short
10 Year Japanese Government Bond		3	$	(4,044,119	)		Mar-16	$	(91,074	)
10 Year Mini Japanese Government Bond		4		(539,287	)		Mar-16		(12,226	)
								$	(103,300	)

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			69

Schedule of Investments (unaudited)

WisdomTree Strategic Corporate Bond Fund (CRDT)

February 29, 2016


Investments	Principal Amount			Value
CORPORATE BONDS – 57.8%
United States – 57.8%
AbbVie, Inc. 1.75%, 11/6/17	$	60,000		$	59,977
Actavis Funding SCS 4.55%, 3/15/35		50,000			50,457
Alcoa, Inc. 5.13%, 10/1/24		70,000			63,612
Amgen, Inc. 3.63%, 5/22/24		150,000			154,678
Anadarko Petroleum Corp.
6.38%, 9/15/17		60,000			60,923
6.95%, 6/15/19		70,000			70,403
AT&T, Inc. 5.50%, 2/1/18		90,000			95,968
Bank of America Corp. 3.30%, 1/11/23		250,000			249,747
California Resources Corp. 6.00%, 11/15/24		40,000			5,300
Calpine Corp. 7.88%, 1/15/23^(a)		40,000			42,500
Caterpillar, Inc. 3.90%, 5/27/21		180,000			192,462
CCO Holdings LLC 6.63%, 1/31/22		30,000			31,575
Celgene Corp. 5.00%, 8/15/45		50,000			51,367
Citigroup, Inc. 4.50%, 1/14/22		170,000			182,515
Comcast Corp. 3.13%, 7/15/22		110,000			114,640
Devon Energy Corp.
5.85%, 12/15/25^(b)		50,000			43,576
5.00%, 6/15/45		40,000			26,378
Dollar Tree, Inc. 5.75%, 3/1/23^(a)		80,000			85,500
Ensco PLC 5.20%, 3/15/25^(b)		90,000			46,012
Freeport-McMoRan, Inc. 2.15%, 3/1/17		110,000			105,050
General Electric Co. 6.88%, 1/10/39, Series A		140,000			196,572
General Motors Co. 6.25%, 10/2/43		100,000			98,158
Genworth Holdings, Inc. 4.80%, 2/15/24^(b)		20,000			11,600
Gilead Sciences, Inc. 4.50%, 2/1/45		40,000			40,715
Goldman Sachs Group, Inc. (The) 5.75%, 1/24/22		190,000			216,131
Halliburton Co. 5.00%, 11/15/45		40,000			35,634
Harris Corp. 3.83%, 4/27/25		70,000			71,156
Kraft Foods Group, Inc. 5.00%, 6/4/42		20,000			20,813
Lockheed Martin Corp.
3.10%, 1/15/23		10,000			10,281
4.50%, 5/15/36		60,000			63,403
McDonald’s Corp. 2.75%, 12/9/20		70,000			72,105
Medtronic, Inc. 4.63%, 3/15/45		100,000			106,702
Mondelez International, Inc. 4.00%, 2/1/24		40,000			41,789
Pacific Gas & Electric Co. 6.05%, 3/1/34		120,000			147,674
Packaging Corp. of America 4.50%, 11/1/23		40,000			41,471
PepsiCo, Inc. 5.00%, 6/1/18		60,000			64,948
Quicken Loans, Inc. 5.75%, 5/1/25^(a)		40,000			37,600
Reynolds American, Inc.
6.88%, 5/1/20		100,000			117,000
5.85%, 8/15/45		30,000			35,340
Sprint Corp. 7.25%, 9/15/21		30,000			22,725
Taylor Morrison Communities, Inc. 5.25%, 4/15/21^(a)		30,000			28,050
Time Warner Cable, Inc. 5.00%, 2/1/20		100,000			106,239
United Rentals North America, Inc. 7.63%, 4/15/22		50,000			53,406
United Technologies Corp. 3.10%, 6/1/22		180,000			187,097
Valeant Pharmaceuticals International, Inc. 5.38%, 3/15/20^(a)		70,000			63,700
Verizon Communications, Inc.
1.10%, 11/1/17		80,000			79,273
4.15%, 3/15/24		100,000			106,657
6.55%, 9/15/43		23,000			28,142
5.01%, 8/21/54		21,000			19,583
WestRock RKT Co. 4.45%, 3/1/19		250,000			261,310

TOTAL CORPORATE BONDS (Cost: $4,182,187)					4,117,914
FOREIGN CORPORATE BONDS – 34.9%
Belgium – 2.2%
Anheuser-Busch InBev Worldwide, Inc. 5.38%, 1/15/20		140,000			155,925
Brazil – 1.2%
Vale Overseas Ltd. 4.38%, 1/11/22^(b)		110,000			85,250
Colombia – 0.9%
Ecopetrol S.A. 7.63%, 7/23/19^(b)		60,000			63,000
France – 3.7%
Electricite de France SA 4.63%, 9/11/24		50,000	EUR		67,448

See Notes to Financial Statements.


70		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

WisdomTree Strategic Corporate Bond Fund (CRDT)

February 29, 2016


Investments	Principal Amount			Value
Numericable-SFR SA 6.00%, 5/15/22^(a)	$	200,000		$	199,000

Total France					266,448
Germany – 2.4%
E.ON International Finance B.V. 5.50%, 10/2/17		50,000	EUR		58,959
Volkswagen Leasing GmbH 3.25%, 5/10/18		100,000	EUR		114,079

Total Germany					173,038
Italy – 3.0%
Intesa Sanpaolo SpA 5.02%, 6/26/24^(a)	$	230,000			211,681
Luxembourg – 0.3%
Intelsat Jackson Holdings S.A. 7.25%, 10/15/20		30,000			20,850
Mexico – 1.4%
Petroleos Mexicanos 5.50%, 1/21/21		100,000			101,230
Netherlands – 3.6%
Cooperatieve Rabobank UA 5.25%, 8/4/45		250,000			256,211
Russia – 2.8%
Gazprom OAO via Gaz Capital S.A. 4.95%, 5/23/16, Reg S		200,000			201,096
Switzerland – 1.1%
Glencore Funding LLC 3.13%, 4/29/19^(a)		90,000			79,200
United Kingdom – 12.3%
Barclays Bank PLC 7.63%, 11/21/22		200,000			202,625
BP Capital Markets PLC 2.24%, 5/10/19		150,000			148,772
HSBC Bank PLC 3.88%, 10/24/18, Reg S		160,000	EUR		191,199
Rio Tinto Finance USA PLC 4.13%, 8/21/42^(b)		30,000			25,084

Royal Bank of Scotland Group PLC 6.13%, 12/15/22		210,000			220,665
Tesco PLC 6.13%, 2/24/22, Series 68		60,000	GBP		86,871

Total United Kingdom					875,216
TOTAL FOREIGN CORPORATE BONDS (Cost: $2,668,482)					2,489,145

	Shares
PREFERRED STOCK – 2.3%
United States – 2.3%
GMAC Capital Trust I 6.40%, 2/15/40, Series 2^(c) (Cost: $180,839)		6,934			168,219
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.3%
United States – 3.3%
State Street Navigator Securities Lending Prime Portfolio, 0.49%^(d)
(Cost: $235,305)^(e)		235,305			235,305
TOTAL INVESTMENTS IN SECURITIES – 98.3% (Cost: $7,266,813)					7,010,583
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 1.7%					118,543

NET ASSETS – 100.0%				$	7,129,126

^(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 February 29, 2016 (See Note 2).

^(c)	Rate shown reflects the accrual rate as of February 29, 2016 on securities with variable or step rates.

^(d)	Rate shown represents annualized 7-day yield as of February 29, 2016.

^(e)	At February 29, 2016, the total market value of the Fund’s securities on loan was $228,666 and the total market value of the collateral held by the Fund was $235,305.

Reg S –


FINANCIAL DERIVATIVE INSTRUMENTS
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For		Unrealized Gain (Loss)
5/13/2016	EUR	386,891	USD	434,018	$	12,709
5/13/2016	EUR	26,620	USD	30,131		1,142
5/13/2016	GBP	70,870	USD	102,460		3,671
					$	17,522

CURRENCY LEGEND


EUR		Euro
GBP		British pound
USD		U.S. dollar

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			71

Schedule of Investments (unaudited)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

February 29, 2016


Investments	Principal Amount^†		Value

U.S. GOVERNMENT OBLIGATIONS – 11.6%
U.S. Treasury Bonds – 7.9%
U.S. Treasury Bond
3.13%, 8/15/44	$	220,000	$	243,878
3.00%, 5/15/45		80,000		86,347
U.S. Treasury Inflation Indexed Bond 0.75%, 2/15/45		20,091		18,733
U.S. Treasury Inflation Indexed Note 0.38%, 7/15/25		19,950		20,109

Total U.S. Treasury Bonds				369,067
U.S. Treasury Notes – 3.7%
U.S. Treasury Note
0.75%, 2/28/18		100,000		99,918
1.38%, 8/31/20		40,000		40,321
1.88%, 10/31/22		30,000		30,715

Total U.S. Treasury Notes				170,954
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $506,590)				540,021
CORPORATE BONDS – 37.6%
United States – 37.6%
ACE INA Holdings, Inc. 4.35%, 11/3/45		10,000		10,512
AES Corp. 5.50%, 3/15/24		120,000		111,000
Ally Financial, Inc. 8.00%, 3/15/20		120,000		133,800
Altria Group, Inc. 10.20%, 2/6/39		30,000		50,636
Bank of America Corp. 4.00%, 1/22/25		65,000		63,260
CCO Safari II LLC 4.91%, 7/23/25^(a)		120,000		123,289
Celgene Corp. 5.00%, 8/15/45		10,000		10,273
Chesapeake Energy Corp.
6.13%, 2/15/21		30,000		6,450
5.75%, 3/15/23^(b)		90,000		19,350
CIT Group, Inc. 5.00%, 8/1/23		120,000		120,300
Citigroup, Inc. 4.30%, 11/20/26		65,000		63,170
Comcast Corp. 3.38%, 2/15/25		25,000		26,065
FirstEnergy Corp. 7.38%, 11/15/31, Series C		50,000		62,280
Ford Motor Credit Co., LLC 8.13%, 1/15/20		100,000		116,506
General Electric Co.
5.88%, 1/14/38		10,000		12,602
6.88%, 1/10/39, Series A		40,000		56,164
General Motors Co. 6.25%, 10/2/43		35,000		34,355
Gilead Sciences, Inc. 3.70%, 4/1/24		30,000		31,664
Goldman Sachs Group, Inc. (The) 6.75%, 10/1/37	$	50,000	$	57,318
HCA, Inc. 5.00%, 3/15/24		120,000		122,700
Level 3 Financing, Inc. 5.38%, 8/15/22		120,000		123,750
Pacific Gas & Electric Co. 6.05%, 3/1/34		50,000		61,531
Pride International, Inc. 6.88%, 8/15/20^(b)		10,000		5,863
Sprint Corp. 7.88%, 9/15/23		120,000		89,400
United Rentals North America, Inc. 5.50%, 7/15/25		120,000		114,300
Verizon Communications, Inc. 6.55%, 9/15/43		50,000		61,178
Wells Fargo & Co. 4.10%, 6/3/26		60,000		62,044
TOTAL CORPORATE BONDS (Cost: $1,869,461)				1,749,760
FOREIGN CORPORATE BONDS – 16.0%
Brazil – 2.4%
Petrobras Global Finance B.V.
5.38%, 1/27/21		100,000		75,250
6.85%, 6/5/2115		60,000		37,575

Total Brazil				112,825
Colombia – 1.8%
Ecopetrol S.A. 7.63%, 7/23/19^(b)		80,000		84,000
Indonesia – 2.4%
Majapahit Holding B.V. 7.75%, 1/20/20, Reg S		100,000		114,038
Mexico – 2.0%
Petroleos Mexicanos 6.63%, 6/15/35		100,000		90,850
Peru – 1.6%
Southern Copper Corp. 5.25%, 11/8/42		100,000		75,186
Switzerland – 0.4%
Glencore Funding LLC 2.88%, 4/16/20^(a)		20,000		16,665
United Kingdom – 5.4%
BP Capital Markets PLC 3.51%, 3/17/25		65,000		63,299
Virgin Media Secured Finance PLC 5.38%, 4/15/21^(a)		180,000		187,200

Total United Kingdom				250,499
TOTAL FOREIGN CORPORATE BONDS (Cost: $785,607)				744,063

See Notes to Financial Statements.


72		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (continued)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

February 29, 2016


Investments	Principal Amount^†			Value

FOREIGN GOVERNMENT OBLIGATIONS – 7.3%
Brazil – 0.8%
Brazil Notas do Tesouro Nacional 10.00%, 1/1/23, Series F		200,000	BRL	$	39,057
Mexico – 2.6%
Mexican Bonos 10.00%, 12/5/24, Series M 20		1,700,000	MXN		120,118
Poland – 1.9%
Poland Government International Bond 4.00%, 1/22/24	$	80,000			86,150
Russia – 2.0%
Russian Foreign Bond – Eurobond 7.50%, 3/31/30, Reg S		77,350			94,575
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $368,772)					339,900
COMMERCIAL MORTGAGE-BACKED SECURITIES – 7.4%
United States – 7.4%
GS Mortgage Securities Trust 5.79%, 8/10/45, Series 2007-GG10, Class AM^(c) (Cost: $366,468)		360,000			344,965
BANK LOANS – 3.3%
Canada – 0.9%
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)		39,668			39,516
United States – 2.4%
Hilton Worldwide Finance LLC 3.50% (LIBOR + 2.50%; LIBOR base rate 1.00%), 10/26/20, USD Term Loan B2^(c)		35,957			35,895
PetSmart, Inc. 4.25% (LIBOR + 3.25%; LIBOR base rate 1.00%), 3/11/22, Term Loan B^(c)	$	39,700		$	38,565
Univision Communications, Inc. 4.00% (LIBOR + 3.00%; LIBOR base rate 1.00%), 3/1/20, Term Loan C4^(c)		39,685			38,648

Total United States					113,108
TOTAL BANK LOANS (Cost: $155,215)					152,624

	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 2.4%
United States – 2.4%
State Street Navigator Securities Lending Prime Portfolio, 0.49%^(d) (Cost: $114,025)^(e)		114,025			114,025
TOTAL INVESTMENTS IN SECURITIES – 85.6% (Cost: $4,166,138)					3,985,358
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 14.4%					670,710

NET ASSETS – 100.0%				$	4,656,068

^†	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 February 29, 2016 (See Note 2).

^(c)	Rate shown reflects the accrual rate as of February 29, 2016 on securities with variable or step rates.

^(d)	Rate shown represents annualized 7-day yield as of February 29, 2016.

^(e)	At February 29, 2016, the total market value of the Fund’s securities on loan was $109,213 and the total market value of the collateral held by the Fund was $114,025.

LIBOR - London Interbank Offered Rate

Reg S -


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

4/12/2016	CNY	470,000	USD	70,328	$	(1,324	)
4/12/2016	EUR	70,000	USD	76,265		114
4/12/2016	JPY	6,270,000	USD	54,669		(954	)
4/12/2016	USD	93,314	INR	6,323,389		(1,648	)
4/12/2016	USD	53,470	JPY	6,270,000		2,152
4/12/2016	USD	34,059	NOK	300,000		345
					$	(1,315	)

CURRENCY LEGEND


BRL		Brazilian real
CNY		Chinese yuan
EUR		Euro
INR		Indian rupee
JPY		Japanese yen
MXN		Mexican peso
NOK		Norwegian krone
USD		U.S. dollar

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			73

Schedule of Investments (unaudited) (concluded)

WisdomTree Western Asset Unconstrained Bond Fund (UBND)

February 29, 2016


FUTURES CONTRACTS
	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts Short
10 Year U.S. Treasury Note		5	$	(652,578	)		Jun-16	$	(586	)
U.S. Treasury Long Bond		1		(164,531	)		Jun-16		320
U.S. Treasury Ultra Long Term Bond		4		(692,625	)		Jun-16		(1,220	)
								$	(1,486	)

See Notes to Financial Statements.


74		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited)

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

February 29, 2016


Investments	Principal Amount			Value

U.S. GOVERNMENT OBLIGATIONS – 79.5%
U.S. Treasury Bill – 79.5%
U.S. Treasury Bill 0.30%, 5/19/16^* (Cost: $1,998,718)	$	2,000,000		$	1,998,720

TOTAL INVESTMENTS IN SECURITIES – 79.5% (Cost: $1,998,718)					1,998,720

	Contracts
WRITTEN OPTIONS – (1.4)%
S&P 500 Index, Put Strike Price $1,910, Expires 3/18/16^** (Premiums received: $30,647)		(13	)		(33,800	)

Cash and Other Assets in Excess of Liabilities – 21.9%					550,214

NET ASSETS – 100.0%				$	2,515,134

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

^**	Non-income producing security.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			75

Schedule of Investments (unaudited)

WisdomTree Global Real Return Fund (RRF) (consolidated)

February 29, 2016


Investments	Principal Amount^†			Value
U.S. GOVERNMENT OBLIGATIONS – 34.4%
U.S. Treasury Bonds – 23.7%
U.S. Treasury Inflation Indexed Bond
2.38%, 1/15/25	$	225,889		$	266,148
3.38%, 4/15/32		333,173			471,179
0.63%, 2/15/43		102,889			93,181
0.75%, 2/15/45		90,410			84,301

Total U.S. Treasury Bonds					914,809
U.S. Treasury Notes – 10.7%
U.S. Treasury Inflation Indexed Note
2.13%, 1/15/19		132,215			141,734
0.63%, 1/15/24		263,591			271,039

Total U.S. Treasury Notes					412,773
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $1,305,903)					1,327,582
CORPORATE BONDS – 3.3%
United States – 3.3%
Freeport-McMoRan, Inc. 4.00%, 11/14/21		20,000			13,700
HCA, Inc.
5.38%, 2/1/25		30,000			30,600
5.88%, 2/15/26		10,000			10,325
Samson Investment Co. 9.75%, 2/15/20^(a)		100,000			275
Sprint Corp. 7.88%, 9/15/23		100,000			74,500
TOTAL CORPORATE BONDS (Cost: $260,944)					129,400
FOREIGN CORPORATE BONDS – 4.8%
Brazil – 2.0%
Vale Overseas Ltd. 4.38%, 1/11/22^(b)		100,000			77,500
Mexico – 2.8%
America Movil S.A.B. de C.V. 5.00%, 3/30/20		100,000			109,673
TOTAL FOREIGN CORPORATE BONDS (Cost: $202,486)					187,173
FOREIGN GOVERNMENT OBLIGATIONS – 29.5%
Australia – 3.6%
Australia Inflation Linked Bond 4.00%, 8/20/20, Series 20CI, Reg S		102,000	AUD		138,947
Brazil – 1.0%
Brazil Notas do Tesouro Nacional Inflation Linked Bond
6.00%, 8/15/22, Series B		31,000	BRL		21,025
6.00%, 8/15/50, Series B		30,000	BRL		18,002

Total Brazil					39,027
Canada – 4.0%
Canadian Government Real Return Bond
4.25%, 12/1/26		79,232	CAD		85,313
3.00%, 12/1/36		61,423	CAD		67,626

Total Canada					152,939
Mexico – 5.3%
Mexican Udibonos Inflation Linked Bond
4.00%, 6/13/19, Series S		1,412,846	MXN		82,340
2.50%, 12/10/20, Series S		706,423	MXN		38,748
4.50%, 12/4/25, Series S		1,358,506	MXN		83,786

Total Mexico					204,874
South Africa – 3.4%
South Africa Inflation Linked Bond
2.50%, 1/31/17, Series R211		1,002,360 ZAR		$	64,541
5.50%, 12/7/23, Series R197		862,231 ZAR			69,072

Total South Africa					133,613
Sweden – 4.1%
Sweden Inflation Linked Bond 4.00%, 12/1/20, Series 3102		840,000 SEK			157,413
Turkey – 2.3%
Turkey Government Inflation Linked Bond 4.00%, 4/1/20		246,191 TRY			88,526
United Kingdom – 5.8%
United Kingdom Inflation Linked Gilt
1.25%, 11/22/27, Reg S		67,135 GBP			118,478
1.25%, 11/22/32, Reg S		54,003 GBP			104,093

Total United Kingdom					222,571
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,592,313)					1,137,910

	Shares
EXCHANGE-TRADED FUNDS – 7.6%
United States – 7.6%
WisdomTree Emerging Markets High Dividend Fund^(c)		500			15,495
WisdomTree Global Natural Resources Fund^(c)		7,500			79,424
WisdomTree High Dividend Fund^(b)(c)		3,345			197,656
TOTAL EXCHANGE-TRADED FUNDS (Cost: $389,724)					292,575
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 6.5%
United States – 6.5%
State Street Navigator Securities Lending Prime Portfolio, 0.49%^(d) (Cost: $252,678)^(e)		252,678			252,678
TOTAL INVESTMENTS IN SECURITIES – 86.1% (Cost: $4,004,048)					3,327,318
Cash, Foreign Currency and Other Assets in Excess of Liabilities – 13.9%					535,903

NET ASSETS – 100.0%				$	3,863,221

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

^(a)	Security in default on interest payments.

^(b)	Security, or portion thereof, was on loan at February 29, 2016 (See Note 2).

^(c)	Affiliated company (See Note 7).

^(d)	Rate shown represents annualized 7-day yield as of February 29, 2016.

^(e)	At February 29, 2016, the total market value of the Fund’s securities on loan was $247,611 and the total market value of the collateral held by the Fund was $252,678.

Reg S –

See Notes to Financial Statements.


76		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Schedule of Investments (unaudited) (concluded)

WisdomTree Global Real Return Fund (RRF) (consolidated)

February 29, 2016


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

4/12/2016	AUD	206,190	USD	142,766	$	(4,231	)
4/12/2016	BRL	160,000	USD	39,142		(630	)
4/12/2016	CAD	223,000	USD	155,031		(9,597	)
4/12/2016	EUR	4,555	USD	4,963		8
4/12/2016	GBP	142,700	USD	205,778		6,882
4/12/2016	MXN	3,190,000	USD	177,570		1,794
4/12/2016	MXN	654,423	USD	34,173		(1,887	)
4/12/2016	SEK	1,490,000	USD	175,309		1,557
4/12/2016	TRY	367,493	USD	118,186		(4,691	)
4/12/2016	USD	13,919	CAD	20,000		846
4/12/2016	USD	140,162	ZAR	2,155,000		(4,717	)
4/12/2016	ZAR	2,155,000	USD	128,143		(7,302	)
4/12/2016	ZAR	2,155,000	USD	140,971		5,526
					$	(16,442	)

CURRENCY LEGEND


AUD		Australian dollar
BRL		Brazilian real
CAD		Canadian dollar
EUR		Euro
GBP		British pound
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
Copper		1	$	53,425		Jul-16	$	187
Gasoline RBOB		2		113,963		Jun-16		1,462
Platinum		1		46,715		Apr-16		2,745
							$	4,394

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			77

Schedule of Investments (unaudited)

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

February 29, 2016


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS – 87.2%
U.S. Treasury Bills – 87.2%
U.S. Treasury Bills
0.02%, 3/10/16^*	$	168,440,000	$	168,433,094
0.13%, 3/17/16^*(a)		6,665,000		6,664,367
TOTAL INVESTMENTS IN SECURITIES – 87.2% (Cost: $175,104,356)				175,097,461
Cash and Other Assets in Excess of Liabilities – 12.8%				25,708,186

NET ASSETS – 100.0%			$	200,805,647

^*	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
FORWARD CONTRACTS
Settlement Date	Contracts To Deliver		In Exchange For		Unrealized Gain (Loss)
3/16/2016	JPY	3,452,856,000	USD	28,121,498	$	(2,480,708	)
3/16/2016	JPY	10,469,000	USD	85,296		(7,489	)
3/16/2016	JPY	48,621,000	USD	396,823		(34,099	)
3/16/2016	JPY	52,785,000	USD	449,499		(18,328	)
3/16/2016	JPY	37,407,000	USD	316,024		(15,510	)
3/16/2016	JPY	29,820,000	USD	246,473		(17,818	)
3/16/2016	JPY	103,096,000	USD	913,648		(78	)
3/16/2016	JPY	3,239,737,000	USD	28,710,891		(2,469	)
3/16/2016	USD	28,868,042	JPY	3,465,146,500		1,843,094
3/16/2016	USD	28,866,791	JPY	3,465,146,500		1,844,344
3/16/2016	USD	109,441	JPY	13,156,000		7,159
3/16/2016	USD	259,239	JPY	31,342,000		18,541
6/15/2016	USD	28,803,833	JPY	3,239,737,000		(6,732	)
					$	1,129,907

CURRENCY LEGEND


JPY		Japanese yen
USD		U.S. dollar


FUTURES CONTRACTS
	Contracts		Notional Value			Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts Short
British Pound		135	$	(11,746,688	)		Jun-16	$	(43,275	)
Cocoa		81		(2,391,930	)		Jul-16		(146,970	)
Coffee “C”		80		(3,510,000	)		Jul-16		90,431
Copper		221		(11,782,063	)		May-16		(335,500	)
Corn		517		(9,351,237	)		Jul-16		477,575
Cotton No. 2		82		(2,306,660	)		Jul-16		209,860
Euro		222		(30,296,063	)		Jun-16		1,275
Natural Gas		511		(9,688,560	)		Jun-16		2,046,181
Soybean		273		(11,841,375	)		Jul-16		284,200
Sugar No. 11		150		(2,412,480	)		May-16		(215,040	)
Wheat		247		(5,684,087	)		Jul-16		350,438
								$	2,719,175


FUTURES CONTRACTS (continued)
	Contracts		Notional Value		Expiration Date		Unrealized Appreciation/ (Depreciation)
Futures Contracts Long
10 Year U.S. Treasury Note		135	$	17,619,609		Jun-16	$	185,871
Australian Dollar		66		4,687,980		Jun-16		(1,240	)
Canadian Dollar		32		2,368,960		Jun-16		(80	)
Gold 100 Ounce		69		8,522,190		Jun-16		770
Lean Hogs		149		4,812,700		Jun-16		(1,760	)
Live Cattle		137		6,914,390		Jun-16		(2,830	)
Silver		53		3,961,220		Jul-16		172,445
Swiss Franc		37		4,655,988		Jun-16		(950	)
U.S. Treasury Long Bond		107		17,604,844		Jun-16		512,023
							$	864,249
Total							$	3,583,424

See Notes to Financial Statements.


78		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Assets and Liabilities (unaudited)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

February 29, 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	$	255,475,820		$	15,513,543		$	53,763,475		$	4,484,324		$	37,183,196

Foreign currency, at cost		—			—			478,569			—			—
Investments in securities, at value¹ (Note 2)		255,428,753			15,513,684			53,709,422			4,484,327			37,182,541

Cash		1,419,192			10,983			300,863			60,922			401,752

Cash collateral for forward foreign currency contracts		680,000			—			810,000			—			—

Foreign currency, at value		—			—			477,930			—			—

Unrealized appreciation on forward foreign currency contracts		991,876			286,949			125,181			111,679			1,008,571

Receivables:

Investment securities sold		12,197,953			—			—			99,981			—

Interest		—			30			13,808			10			105
Total Assets		270,717,774			15,811,646			55,437,204			4,756,919			38,592,969
LIABILITIES:

Unrealized depreciation on forward foreign currency contracts		5,687,117			268,682			1,225,547			224,495			136,068

Payables:

Capital shares redeemed		8,193,880			—			—			—			—

Collateral for forward foreign currency contracts		—			—			—			—			40,000

Advisory fees (Note 3)		104,053			5,518			19,976			1,959			17,106

Service fees (Note 2)		917			54			195			15			137
Total Liabilities		13,985,967			274,254			1,245,718			226,469			193,311
NET ASSETS	$	256,731,807		$	15,537,392		$	54,191,486		$	4,530,450		$	38,399,658
NET ASSETS:

Paid-in capital	$	254,906,847		$	120,473,723		$	56,726,380		$	13,366,441		$	90,325,309

Accumulated net investment loss		(601,987	)		(75,299	)		(558,961	)		(38,955	)		(371,417	)

Accumulated net realized gain (loss) on investments, forward foreign currency contracts and foreign currency related transactions		7,169,255			(104,879,440	)		(820,836	)		(8,684,223	)		(52,426,082	)

Net unrealized appreciation (depreciation) on investments, forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(4,742,308	)		18,408			(1,155,097	)		(112,813	)		871,848
NET ASSETS	$	256,731,807		$	15,537,392		$	54,191,486		$	4,530,450		$	38,399,658
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		9,400,000			1,200,000			2,200,000			300,000			2,300,000
Net asset value per share	$	27.31		$	12.95		$	24.63		$	15.10		$	16.70
¹ Includes repurchase agreements of:		—		$	3,516,000		$	15,940,000		$	1,185,000		$	12,250,000

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			79

Statements of Assets and Liabilities (unaudited) (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

February 29, 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	$	10,179,465		$	33,299,420		$	153,881,538		$	78,290,375		$	12,003,469

Foreign currency, at cost		—			77,009			159,204			—			—
Investments in securities, at value^1,2 (Note 2)		10,179,469			28,712,939			146,676,184			78,888,563			12,165,206

Cash		94,185			1,767,751			32,376			9,891,133			1,708,258

Deposits at broker for futures contracts		—			—			—			—			382,001

Foreign currency, at value		—			77,225			159,794			—			—

Unrealized appreciation on forward foreign currency contracts		—			7,643			—			—			—

Receivables:

Investment securities sold		—			—			6,841,730			6,810,592			107,534

Interest		23			334,335			1,711,864			529,448			62,209
Total Assets		10,273,677			30,899,893			155,421,948			96,119,736			14,425,208
LIABILITIES:

Unrealized depreciation on forward foreign currency contracts		69,407			17,254			527			—			—

Securities sold short, at value³		—			—			—			—			26,400

Payables:

Investment of cash collateral for securities loaned (Note 2)		—			683,400			—			—			—

Investment securities purchased		—			—			—			16,534,048			1,635,824

Capital shares redeemed		—			—			6,829,948			—			—

Advisory fees (Note 3)		3,654			13,170			38,794			7,539			2,832

Service fees (Note 2)		36			105			569			277			44

Net variation margin on futures contracts		—			—			—			—			24,749

Foreign capital gains tax		—			164			—			—			—

Interest on securities sold short		—			—			—			—			51
Total Liabilities		73,097			714,093			6,869,838			16,541,864			1,689,900
NET ASSETS	$	10,200,580		$	30,185,800		$	148,552,110		$	79,577,872		$	12,735,308
NET ASSETS:

Paid-in capital	$	13,064,461		$	69,313,133		$	160,894,964		$	79,009,347		$	15,714,851

Accumulated net investment loss		(58,072	)		—			—			—			—

Distributions in excess of net investment income		—			(23,221,684	)		(1,208,768	)		(62,502	)		(12,836	)

Accumulated net realized gain (loss) on investments, futures contracts, securities sold short, forward foreign currency contracts and foreign currency related transactions		(2,736,406	)		(11,308,587	)		(3,932,252	)		32,839			(3,119,822	)

Net unrealized appreciation (depreciation) on investments, futures contracts, securities sold short, forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(69,403	)		(4,597,062	)		(7,201,834	)		598,188			153,115
NET ASSETS	$	10,200,580		$	30,185,800		$	148,552,110		$	79,577,872		$	12,735,308
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		500,000			700,000			8,700,000			1,600,000			300,000
Net asset value per share	$	20.40		$	43.12		$	17.07		$	49.74		$	42.45
¹ Includes repurchase agreements of:	$	2,678,000			—			—			—			—

² Includes market value of securities out on loan of:		—		$	669,089			—			—			—

³ Proceeds received on securities sold short were as follows:		—			—			—			—		$	26,434

See Notes to Financial Statements.


80		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Assets and Liabilities (unaudited) (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

February 29, 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	$	23,244,468		$	1,247,830		$	9,939,397		$	13,782,020		$	65,902,085
Investments in securities, at value¹ (Note 2)		23,374,188			1,247,641			9,088,789			12,482,985			60,285,550

Cash		3,157,457			1,158			263,490			765,782			4,197,796

Deposits at broker for futures contracts		219,399			—			164,000			70,400			—

Receivables:

Investment securities sold		513,406			—			—			—			199,438

Interest		125,404			463			169,463			232,443			891,762
Total Assets		27,389,854			1,249,262			9,685,742			13,551,610			65,574,546
LIABILITIES:

Securities sold short, at value²		316,805			—			—			—			—

Payables:

Investment of cash collateral for securities loaned (Note 2)		—			—			491,928			770,890			6,114,078

Investment securities purchased		3,405,493			—			—			—			298,802

Advisory fees (Note 3)		4,304			148			3,453			4,302			27,979

Service fees (Note 2)		82			4			32			44			205

Net variation margin on futures contracts		18,768			—			16,353			2,809			—

Interest on securities sold short		613			—			—			—			—
Total Liabilities		3,746,065			152			511,766			778,045			6,441,064
NET ASSETS	$	23,643,789		$	1,249,110		$	9,173,976		$	12,773,565		$	59,133,482
NET ASSETS:

Paid-in capital	$	26,597,143		$	1,249,653		$	12,185,046		$	15,355,798		$	74,452,259

Undistributed (Distributions in excess of) net investment income		(18,728	)		87			2,794			7,563			19,887

Accumulated net realized loss on investments, futures contracts and securities sold short		(3,113,500	)		(441	)		(2,155,796	)		(1,307,448	)		(9,722,129	)

Net unrealized appreciation (depreciation) on investments, futures contracts and securities sold short		178,874			(189	)		(858,068	)		(1,282,348	)		(5,616,535	)
NET ASSETS	$	23,643,789		$	1,249,110		$	9,173,976		$	12,773,565		$	59,133,482
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		500,000			50,000			500,000			600,000			900,000
Net asset value per share	$	47.29		$	24.98		$	18.35		$	21.29		$	65.70
¹ Includes market value of securities out on loan of:		—			—		$	471,333		$	740,893		$	5,889,531

² Proceeds received on securities sold short were as follows:	$	317,203			—			—			—			—

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			81

Statements of Assets and Liabilities (unaudited) (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

February 29, 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	$	478,775,925		$	5,448,256		$	7,266,813		$	4,166,138		$	1,998,718

Foreign currency, at cost		2,580,355			—			44,784			16,293			—
Investments in securities, at value¹ (Note 2)		348,516,953			5,448,141			7,010,583			3,985,358			1,998,720

Cash		11,635,328			89,370			214,446			689,683			350,373

Deposits at broker for futures contracts		—			2,925			—			35,052			—

Cash collateral for written options		—			—			—			—			200,000

Foreign currency, at value		2,601,616			—			43,722			14,410			—

Unrealized appreciation on forward foreign currency contracts		144,368			2,468			17,522			2,611			—

Interest receivable		6,323,522			—			80,710			51,705			—
Total Assets		369,221,787			5,542,904			7,366,983			4,778,819			2,549,093
LIABILITIES:

Unrealized depreciation on forward foreign currency contracts		573,963			102,264			—			3,926			—

Written options, at value²		—			—			—			—			33,800

Payables:

Investment of cash collateral for securities loaned (Note 2)		—			—			235,305			114,025			—

Investment securities purchased		—			899,370			—			—			—

Advisory fees (Note 3)		166,668			1,818			2,527			2,009			157

Service fees (Note 2)		1,334			37			25			16			2

Net variation margin on futures contracts		—			3,106			—			2,775			—
Total Liabilities		741,965			1,006,595			237,857			122,751			33,959
NET ASSETS	$	368,479,822		$	4,536,309		$	7,129,126		$	4,656,068		$	2,515,134
NET ASSETS:

Paid-in capital	$	613,624,746		$	4,834,078		$	7,523,305		$	5,000,003		$	2,518,330

Accumulated net investment loss		—			(10,327	)		—			—			(45	)

Distributions in excess of net investment income		(40,086,304	)		—			(110	)		(507	)		—

Accumulated net realized loss on investments, futures contracts, forward foreign currency contracts and foreign currency related transactions		(74,176,103	)		(82,536	)		(154,217	)		(157,961	)		—

Net unrealized appreciation (depreciation) on investments, futures contracts, written options, forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(130,882,517	)		(204,906	)		(239,852	)		(185,467	)		(3,151	)
NET ASSETS	$	368,479,822		$	4,536,309		$	7,129,126		$	4,656,068		$	2,515,134
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		10,800,000			100,000			100,000			100,000			100,004
Net asset value per share	$	34.12		$	45.36		$	71.29		$	46.56		$	25.15
¹ Includes market value of securities out on loan of:		—			—		$	228,666		$	109,213			—

² Premiums received on written options were as follows:		—			—			—			—		$	30,647

See Notes to Financial Statements.


82		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Assets and Liabilities (unaudited) (concluded)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

February 29, 2016


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

Investments, at cost	$	3,614,324		$	175,104,356

Investment in affiliates, at cost (Note 7)		389,724			—

Foreign currency, at cost		24,203			—
Investments in securities, at value¹ (Note 2)		3,034,743			175,097,461

Investment in affiliates, at value (Note 7)		292,575			—

Cash		729,696			24,511,921

Deposits at broker for futures contracts		29,532			15,009

Foreign currency, at value		24,474			—

Unrealized appreciation on forward foreign currency contracts		16,613			3,713,138

Receivables:

Interest		19,621			—

Net variation margin on futures contracts		3,526			202,224
Total Assets		4,150,780			203,539,753
LIABILITIES:

Unrealized depreciation on forward foreign currency contracts		33,055			2,583,231

Payables:

Investment of cash collateral for securities loaned (Note 2)		252,678			—

Advisory fees (Note 3)		1,813			150,180

Service fees (Note 2)		13			695
Total Liabilities		287,559			2,734,106
NET ASSETS	$	3,863,221		$	200,805,647
NET ASSETS:

Paid-in capital	$	4,553,748		$	196,201,716

Accumulated net investment loss		—			(3,775,755	)

Distributions in excess of net investment income		(54,855	)		—

Accumulated net realized gain on investments, futures contracts, forward foreign currency contracts and foreign currency related transactions		52,870			3,673,250

Net unrealized appreciation (depreciation) on investments, futures contracts, forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(688,542	)		4,706,436
NET ASSETS	$	3,863,221		$	200,805,647
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)		100,000			4,700,000
Net asset value per share	$	38.63		$	42.72
¹ Included market value of securities out on loan of:	$	247,611			—

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			83

Statements of Operations (unaudited)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Six Months Ended February 29, 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	$	92,340		$	9,414		$	334,648		$	1,898		$	17,262
Total investment income		92,340			9,414			334,648			1,898			17,262
EXPENSES:

Advisory fees (Note 3)		688,270			34,372			146,377			15,048			130,960

Service fees (Note 2)		6,057			336			1,431			121			1,048
Total expenses		694,327			34,708			147,808			15,169			132,008
Net investment income (loss)		(601,987	)		(25,294	)		186,840			(13,271	)		(114,746	)
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized gain (loss) from:

Investment transactions		10,553			—			(301,171	)		(337	)		(2,420	)

Forward foreign currency contracts and foreign currency related transactions		5,408,685			(2,241,850	)		(2,594,041	)		(682,761	)		(4,316,814	)

Payments by affiliates (Note 3)		80,068			—			—			—			—
Net realized gain (loss)		5,499,306			(2,241,850	)		(2,895,212	)		(683,098	)		(4,319,234	)

Net change in unrealized appreciation (depreciation) from:

Investment transactions		(65,452	)		(276	)		(39,911	)		(58	)		(793	)

Forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(3,025,242	)		1,810,222			2,699,579			538,203			3,638,933
Net change in unrealized appreciation (depreciation)		(3,090,694	)		1,809,946			2,659,668			538,145			3,638,140
Net realized and unrealized gain (loss) on investments		2,408,612			(431,904	)		(235,544	)		(144,953	)		(681,094	)
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	1,806,625		$	(457,198	)	$	(48,704	)	$	(158,224	)	$	(795,840	)

See Notes to Financial Statements.


84		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Operations (unaudited) (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Six Months Ended February 29, 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	$	4,305		$	489,461		$	2,104,722		$	250,983		$	148,172

Securities lending income (Note 2)		—			885			722			—			120
Total investment income		4,305			490,346			2,105,444			250,983			148,292
EXPENSES:

Advisory fees (Note 3)		23,823			93,042			345,431			18,976			21,771

Service fees (Note 2)		233			744			3,377			417			342
Total expenses		24,056			93,786			348,808			19,393			22,113
Expense waivers (Note 3)		—			—			(83,704	)		(7,590	)		—
Net expenses		24,056			93,786			265,104			11,803			22,113
Net investment income (loss)		(19,751	)		396,560			1,840,340			239,180			126,179
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized gain (loss) from:

Investment transactions		(300	)		(2,105,003	)		410,332			35,346			(66,175	)

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

Futures contracts		—			—			—			—			(584,945	)

Securities sold short		—			—			—			—			(613	)

Forward foreign currency contracts and foreign currency related transactions		(404,896	)		(77,656	)		(36,212	)		—			—
Net realized gain (loss)		(405,196	)		(2,740,052	)		(756,537	)		35,346			(651,733	)

Net change in unrealized appreciation (depreciation) from:

Investment transactions²		(103	)		2,956,989			5,572,814			646,793			185,172

Futures contracts		—			—			—			—			(116,235	)

Securities sold short		—			—			—			—			34

Forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		328,617			123,645			93,876			—			—
Net change in unrealized appreciation (depreciation)		328,514			3,080,634			5,666,690			646,793			68,971
Net realized and unrealized gain (loss) on investments		(76,682	)		340,582			4,910,153			682,139			(582,762	)
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	(96,433	)	$	737,142		$	6,750,493		$	921,319		$	(456,583	)
¹ Net of foreign withholding tax of:		—		$	18,532			—			—			—

² Net of foreign capital gain taxes of:		—		$	164			—			—			—

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			85

Statements of Operations (unaudited) (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Six Months Ended February 29, 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	$	250,572		$	1,606		$	288,497		$	359,596		$	1,790,444

Securities lending income (Note 2)		141			—			2,057			3,379			33,141
Total investment income		250,713			1,606			290,554			362,975			1,823,585
EXPENSES:

Advisory fees (Note 3)		30,852			1,241			27,123			30,355			208,668

Service fees (Note 2)		589			28			249			311			1,530
Total expenses		31,441			1,269			27,372			30,666			210,198
Expense waivers (Note 3)		—			(311	)		—			—			—
Net expenses		31,441			958			27,372			30,666			210,198
Net investment income		219,272			648			263,182			332,309			1,613,387
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized loss from:

Investment transactions		(99,774	)		(178	)		(267,545	)		(360,036	)		(3,351,578	)

In-kind redemptions		—			—			(238,240	)		(144,750	)		(1,675,436	)

Futures contracts		(547,721	)		—			(440,229	)		(76,053	)		—

Securities sold short		(7,498	)		—			—			—			—
Net realized loss		(654,993	)		(178	)		(946,014	)		(580,839	)		(5,027,014	)

Net change in unrealized appreciation (depreciation) from:

Investment transactions		228,988			(995	)		(422,875	)		(613,977	)		1,421,656

Futures contracts		(43,589	)		—			(74,976	)		(10,263	)		—

Securities sold short		(1,229	)		—			—			—			—
Net change in unrealized appreciation (depreciation)		184,170			(995	)		(497,851	)		(624,240	)		1,421,656
Net realized and unrealized loss on investments		(470,823	)		(1,173	)		(1,443,865	)		(1,205,079	)		(3,605,358	)
NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS	$	(251,551	)	$	(525	)	$	(1,180,683	)	$	(872,770	)	$	(1,991,971	)

See Notes to Financial Statements.


86		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Statements of Operations (unaudited) (continued)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Six Months or Period Ended February 29, 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	$	—		$	—		$	7,042		$	—		$	—

Interest²		13,900,782			1,701			134,937			102,399			114

Securities lending income (Note 2)		—			—			1,941			319			—
Total investment income		13,900,782			1,701			143,920			102,718			114
EXPENSES:

Advisory fees (Note 3)		1,208,792			11,923			17,969			14,219			182

Service fees (Note 2)		9,670			105			158			105			2
Total expenses		1,218,462			12,028			18,127			14,324			184
Expense waivers (Note 3)		—			—			(1,797	)		(1,185	)		(25	)
Net expenses		1,218,462			12,028			16,330			13,139			159
Net investment income (loss)		12,682,320			(10,327	)		127,590			89,579			(45	)
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized loss from:

Investment transactions³		(22,545,411	)		(25	)		(50,103	)		(3,710	)		—

In-kind redemptions		(31,226,240	)		—			—			—			—

Futures contracts		—			(84,362	)		—			(54,093	)		—

Written options		—			—			—			1,419			—

Forward foreign currency contracts and foreign currency related transactions		(2,972,015	)		(31,294	)		(5,364	)		(1,649	)		—
Net realized gain (loss)		(56,743,666	)		(115,681	)		(55,467	)		(58,033	)		—

Net change in unrealized appreciation (depreciation) from:

Investment transactions⁴		32,204,904			(240	)		(141,294	)		(138,674	)		2

Futures contracts		—			(64,516	)		—			(33,549	)		—

Written options		—			—			—			(63	)		(3,153	)

Forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		930,890			(82,566	)		29,331			258			—
Net change in unrealized appreciation (depreciation)		33,135,794			(147,322	)		(111,963	)		(172,028	)		(3,151	)
Net realized and unrealized loss on investments		(23,607,872	)		(263,003	)		(167,430	)		(230,061	)		(3,151	)
NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS	$	(10,925,552	)	$	(273,330	)	$	(39,840	)	$	(140,482	)	$	(3,196	)
¹ For the period February 22, 2016 (commencement of operations) through February 29, 2016.
² Net of foreign withholding tax of:	$	265,260			—			—			—			—

³ Net of foreign capital gains tax withheld of:	$	97,284			—			—			—			—

⁴ Net of foreign capital gain tax credit of:	$	26,795			—			—			—			—

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			87

Statements of Operations (unaudited) (concluded)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds

For the Six Months Ended February 29, 2016


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

Dividends from affiliates (Note 7)	$	6,210		$	—

Interest		29,601			11,874

Securities lending income (Note 2)		3,031			—
Total investment income		38,842			11,874
EXPENSES:

Advisory fees (Note 3)		11,834			956,925

Service fees (Note 2)		87			4,432
Total expenses		11,921			961,357
Net investment income (loss)		26,921			(949,483	)
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

Net realized gain (loss) from:

Investment transactions		(13,846	)		(1,692	)

Futures contracts		(31,800	)		6,710,704

Forward foreign currency contracts and foreign currency related transactions		116,801			(1,215,012	)
Net realized gain		71,155			5,494,000

Net change in unrealized appreciation (depreciation) from:

Investment transactions		(91,624	)		(8,563	)

Futures contracts		(7,496	)		996,003

Forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(66,999	)		1,867,162
Net change in unrealized appreciation (depreciation)		(166,119	)		2,854,602
Net realized and unrealized gain (loss) on investments		(94,964	)		8,348,602
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS	$	(68,043	)	$	7,399,119

See Notes to Financial Statements.


88		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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 Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income (loss)	$	(601,987	)	$	(1,443,348	)	$	(25,294	)	$	(86,729	)	$	186,840		$	296,058

Net realized gain (loss) on investments, forward foreign currency contracts, foreign currency related transactions and payments by affiliates		5,499,306			35,875,695			(2,241,850	)		(6,228,738	)		(2,895,212	)		2,335,890

Net change in unrealized appreciation (depreciation) on investments, forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(3,090,694	)		(2,018,814	)		1,809,946			(2,015,497	)		2,659,668			(5,190,903	)
Net increase (decrease) in net assets resulting from operations		1,806,625			32,413,533			(457,198	)		(8,330,964	)		(48,704	)		(2,558,955	)
DISTRIBUTIONS:

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

Net proceeds from sale of shares		56,329,475			626,706,192			—			6,602,046			—			10,211,249

Cost of shares redeemed		(126,313,509	)		(369,498,195	)		—			(13,439,386	)		(34,587,151	)		(70,417,059	)
Net increase (decrease) in net assets resulting from capital share transactions		(69,984,034	)		257,207,997			—			(6,837,340	)		(34,587,151	)		(60,205,810	)
Net Increase (Decrease) in Net Assets		(83,951,769	)		285,438,596			(457,198	)		(15,168,304	)		(34,635,855	)		(63,291,643	)
NET ASSETS:

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

End of period	$	256,731,807		$	340,683,576		$	15,537,392		$	15,994,590		$	54,191,486		$	88,827,341
Accumulated net investment loss included in net assets at end of period	$	(601,987	)	$	—		$	(75,299	)	$	(50,005	)	$	(558,961	)	$	(745,801	)
SHARES CREATED AND REDEEMED:

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

Shares created		2,000,000			23,000,000			—			400,000			—			400,000

Shares redeemed		(4,500,000	)		(13,300,000	)		—			(800,000	)		(1,400,000	)		(2,800,000	)
Shares outstanding, end of period		9,400,000			11,900,000			1,200,000			1,200,000			2,200,000			3,600,000

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			89

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 Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment loss	$	(13,271	)	$	(43,986	)	$	(114,746	)	$	(407,288	)	$	(19,751	)	$	(69,996	)

Net realized loss on investments, forward foreign currency contracts and foreign currency related transactions		(683,098	)		(1,586,150	)		(4,319,234	)		(11,796,306	)		(405,196	)		(290,543	)

Net change in unrealized appreciation (depreciation) on investments and forward foreign currency contracts		538,145			(673,627	)		3,638,140			(2,268,386	)		328,514			(259,240	)
Net increase (decrease) in net assets resulting from operations		(158,224	)		(2,303,763	)		(795,840	)		(14,471,980	)		(96,433	)		(619,779	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		—			—			11,868,595			9,323,267			2,096,836			2,140,988

Cost of shares redeemed		(1,515,548	)		(3,551,210	)		(25,391,705	)		(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	)		(13,523,110	)		(34,957,462	)		(2,057,762	)		(12,688,300	)
Net Decrease in Net Assets		(1,673,772	)		(5,854,973	)		(14,318,950	)		(49,429,442	)		(2,154,195	)		(13,308,079	)
NET ASSETS:

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

End of period	$	4,530,450		$	6,204,222		$	38,399,658		$	52,718,608		$	10,200,580		$	12,354,775
Accumulated net investment loss included in net assets at end of period	$	(38,955	)	$	(25,684	)	$	(371,417	)	$	(256,671	)	$	(58,072	)	$	(38,321	)
SHARES CREATED AND REDEEMED:

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

Shares created		—			—			700,000			500,000			100,000			100,000

Shares redeemed		(100,000	)		(200,000	)		(1,500,000	)		(2,400,000	)		(200,000	)		(700,000	)
Shares outstanding, end of period		300,000			400,000			2,300,000			3,100,000			500,000			600,000

See Notes to Financial Statements.


90		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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 Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Period July 9, 2015* through August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income	$	396,560		$	4,417,331		$	1,840,340		$	1,558,005		$	239,180		$	16,315

Net realized gain (loss) on investments, forward foreign currency contracts and foreign currency related transactions		(2,740,052	)		(32,627,391	)		(756,537	)		(3,271,381	)		35,346			(2,504	)

Net change in unrealized appreciation (depreciation) on investments, forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		3,080,634			6,848,567			5,666,690			(11,169,475	)		646,793			(48,605	)
Net increase (decrease) in net assets resulting from operations		737,142			(21,361,493	)		6,750,493			(12,882,851	)		921,319			(34,794	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(412,500	)		(3,483,000	)		(1,531,500	)		(1,532,617	)		(306,000	)		(12,000	)

Return of capital		—			—			—			(70,883	)		—			—
Total dividends and distributions		(412,500	)		(3,483,000	)		(1,531,500	)		(1,603,500	)		(306,000	)		(12,000	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		—			—			92,614,246			93,012,726			73,998,663			5,010,684

Cost of shares redeemed		(8,712,527	)		(276,134,781	)		(52,653,126	)		(9,152,085	)		(100	)		—
Net increase (decrease) in net assets resulting from capital share transactions		(8,712,527	)		(276,134,781	)		39,961,120			83,860,641			73,998,563			5,010,684
Net Increase (Decrease) in Net Assets		(8,387,885	)		(300,979,274	)		45,180,113			69,374,290			74,613,882			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	$	30,185,800		$	38,573,685		$	148,552,110		$	103,371,997		$	79,577,872		$	4,963,990
Undistributed (Distributions in excess of) net investment income included in net assets at end of period	$	(23,221,684	)	$	(23,205,744	)	$	(1,208,768	)	$	(1,517,608	)	$	(62,502	)	$	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			1,500,000			100,000

Shares redeemed		(200,000	)		(5,900,000	)		(3,100,000	)		(500,000	)		(2	)		—
Shares outstanding, end of period		700,000			900,000			8,700,000			6,200,000			1,600,000			100,002

*	Commencement of operations.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			91

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 Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income (loss)	$	126,179		$	391,921		$	219,272		$	840,902		$	648		$	(1,096	)

Net realized gain (loss) on investments and futures contracts		(651,733	)		(1,796,866	)		(654,993	)		(1,984,358	)		(178	)		124

Net change in unrealized appreciation (depreciation) on investments, futures contracts and securities sold short		68,971			(8,885	)		184,170			(113,607	)		(995	)		113
Net increase (decrease) in net assets resulting from operations		(456,583	)		(1,413,830	)		(251,551	)		(1,257,063	)		(525	)		(859	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(151,500	)		(425,856	)		(238,000	)		(949,953	)		—			—

Return of capital		—			—			—			(5,036	)		—			—
Total dividends and distributions		(151,500	)		(425,856	)		(238,000	)		(954,989	)		—			—
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	)		(4,790,073	)		(43,316,891	)		—			(1,248,883	)
Net increase (decrease) in net assets resulting from capital share transactions		(4,423,550	)		14,941,834			(4,790,073	)		26,157,695			—			(1,248,883	)
Net Increase (Decrease) in Net Assets		(5,031,633	)		13,102,148			(5,279,624	)		23,945,643			(525	)		(1,249,742	)
NET ASSETS:

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

End of period	$	12,735,308		$	17,766,941		$	23,643,789		$	28,923,413		$	1,249,110		$	1,249,635
Accumulated net investment loss included in net assets at end of period	$	—		$	—		$	—		$	—		$	—		$	(561	)
Undistributed (Distributions in excess of) net investment income included in net assets at end of period	$	(12,836	)	$	12,485		$	(18,728	)	$	—		$	87		$	—
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of period		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 period		300,000			400,000			500,000			600,000			50,000			50,000

See Notes to Financial Statements.


92		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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 Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income	$	263,182		$	343,636		$	332,309		$	664,315		$	1,613,387		$	4,824,865

Net realized loss on investments and futures contracts		(946,014	)		(906,103	)		(580,839	)		(871,938	)		(5,027,014	)		(3,296,808	)

Net change in unrealized appreciation (depreciation) on investments and futures contracts		(497,851	)		(361,845	)		(624,240	)		(625,107	)		1,421,656			(9,234,149	)
Net increase (decrease) in net assets resulting from operations		(1,180,683	)		(924,312	)		(872,770	)		(832,730	)		(1,991,971	)		(7,706,092	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(262,000	)		(344,268	)		(328,500	)		(663,390	)		(1,593,500	)		(4,872,978	)

Return of capital		—			—			—			—			—			(41,522	)
Total dividends and distributions		(262,000	)		(344,268	)		(328,500	)		(663,390	)		(1,593,500	)		(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	)		(20,236,935	)		(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			(20,236,935	)		(21,160,956	)
Net Increase (Decrease) in Net Assets		(3,324,636	)		7,901,342			(8,085,091	)		5,942,887			(23,822,406	)		(33,781,548	)
NET ASSETS:

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

End of period	$	9,173,976		$	12,498,612		$	12,773,565		$	20,858,656		$	59,133,482		$	82,955,888
Undistributed net investment income included in net assets at end of period	$	2,794		$	1,612		$	7,563		$	3,754		$	19,887		$	—
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of period		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	)		(300,000	)		(300,000	)
Shares outstanding, end of period		500,000			600,000			600,000			900,000			900,000			1,200,000

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			93

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 Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income (loss)	$	12,682,320		$	32,293,203		$	(10,327	)	$	(24,241	)	$	127,590		$	257,669

Net realized gain (loss) on investments, futures contracts, forward foreign currency contracts and foreign currency related transactions		(56,743,666	)		(79,118,646	)		(115,681	)		171,150			(55,467	)		65,309

Net change in unrealized appreciation (depreciation) on investments, futures contracts, forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		33,135,794			(96,117,946	)		(147,322	)		(34,441	)		(111,963	)		(335,327	)
Net increase (decrease) in net assets resulting from operations		(10,925,552	)		(142,943,389	)		(273,330	)		112,468			(39,840	)		(12,349	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(11,104,000	)		(29,050,502	)		—			—			(125,000	)		(303,416	)

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

Return of capital		—			(1,723,498	)		—			—			—			—
Total distributions		(11,104,000	)		(30,774,000	)		(96,374	)		(100,511	)		(125,000	)		(303,416	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		67,370,283			52,615,866			—			—			—			—

Cost of shares redeemed		(156,127,438	)		(238,491,203	)		—			—			—			—
Net decrease in net assets resulting from capital share transactions		(88,757,155	)		(185,875,337	)		—			—			—			—
Net Increase (Decrease) in Net Assets		(110,786,707	)		(359,592,726	)		(369,704	)		11,957			(164,840	)		(315,765	)
NET ASSETS:

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

End of period	$	368,479,822		$	479,266,529		$	4,536,309		$	4,906,013		$	7,129,126		$	7,293,966
Accumulated net investment loss included in net assets at end of period	$	—		$	—		$	(10,327	)	$	—		$	—		$	—
Distributions in excess of net investment income included in net assets at end of period	$	(40,086,304	)	$	(41,664,624	)	$	—		$	—		$	(110	)	$	(2,700	)
SHARES CREATED AND REDEEMED:

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

Shares created		1,900,000			1,300,000			—			—			—			—

Shares redeemed		(4,500,000	)		(5,700,000	)		—			—			—			—
Shares outstanding, end of period		10,800,000			13,400,000			100,000			100,000			100,000			100,000

See Notes to Financial Statements.


94		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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 Six Months Ended February 29, 2016 (unaudited)			For the Period June 11, 2015* through August 31, 2015			For the Period February 22, 2016* through February 29, 2016 (unaudited)			For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment income (loss)	$	89,579		$	40,740		$	(45	)	$	26,921		$	94,637

Net realized gain (loss) on investments, futures contracts, written options, forward foreign currency contracts and foreign currency related transactions		(58,033	)		(100,252	)		—			71,155			(3,673	)

Net change in unrealized depreciation on investments, futures contracts, written options, forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies		(172,028	)		(13,439	)		(3,151	)		(166,119	)		(561,058	)
Net increase (decrease) in net assets resulting from operations		(140,482	)		(72,951	)		(3,196	)		(68,043	)		(470,094	)
DIVIDENDS AND DISTRIBUTIONS:

Net investment income		(96,001	)		(34,501	)		—			(177,301	)		(71,384	)

Capital gains		—			—			—			—			(43,117	)
Total dividends and distributions		(96,001	)		(34,501	)		—			(177,301	)		(114,501	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		—			5,000,000			2,518,230			—			4,210,677

Cost of shares redeemed		(97	)		—			—			—			(4,223,567	)
Net increase (decrease) in net assets resulting from capital share transactions		(97	)		5,000,000			2,518,230			—			(12,890	)
Net Increase (Decrease) in Net Assets		(236,580	)		4,892,548			2,515,034			(245,344	)		(597,485	)
NET ASSETS:

Beginning of period	$	4,892,648		$	100		$	100		$	4,108,565		$	4,706,050

End of period	$	4,656,068		$	4,892,648		$	2,515,134		$	3,863,221		$	4,108,565
Accumulated net investment loss included in net assets at end of period	$	—		$	—		$	(45	)	$	—		$	—
Undistributed (Distributions in excess of) net investment income included in net assets at end of period	$	(507	)	$	5,915		$	—		$	(54,855	)	$	95,525
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of period		100,002			2			4			100,000			100,000

Shares created		—			100,000			100,000			—			100,000

Shares redeemed		(2	)		—			—			—			(100,000	)
Shares outstanding, end of period		100,000			100,002			100,004			100,000			100,000

*	Commencement of operations.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			95

Statements of Changes in Net Assets (concluded)

WisdomTree Currency Strategy, Fixed Income and Alternative Funds


	WisdomTree Managed Futures Strategy Fund (consolidated)
	For the Six Months Ended February 29, 2016 (unaudited)			For the Year Ended August 31, 2015
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

Net investment loss	$	(949,483	)	$	(1,949,337	)

Net realized gain (loss) on investments, futures contracts, forward foreign currency contracts and foreign currency related transactions		5,494,000			(5,317,409	)

Net change in unrealized appreciation on investments, futures contracts and forward foreign currency contracts		2,854,602			304,559
Net increase (decrease) in net assets resulting from operations		7,399,119			(6,962,187	)
CAPITAL SHARE TRANSACTIONS:

Net proceeds from sale of shares		4,221,375			56,483,948

Cost of shares redeemed		(24,897,458	)		(12,482,357	)
Net increase (decrease) in net assets resulting from capital share transactions		(20,676,083	)		44,001,591
Net Increase (Decrease) in Net Assets		(13,276,964	)		37,039,404
NET ASSETS:

Beginning of period	$	214,082,611		$	177,043,207

End of period	$	200,805,647		$	214,082,611
Accumulated net investment loss included in net assets at end of period	$	(3,775,755	)	$	(2,826,272	)
SHARES CREATED AND REDEEMED:

Shares outstanding, beginning of period		5,200,000			4,200,000

Shares created		100,000			1,300,000

Shares redeemed		(600,000	)		(300,000	)
Shares outstanding, end of period		4,700,000			5,200,000

See Notes to Financial Statements.


96		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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 Six Months Ended February 29, 2016 (unaudited)			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		(0.06	)		(0.13	)		(0.08	)
Net realized and unrealized gain		0.51			4.08			0.07
Total from investment operations		0.45			3.95			(0.01	)
Distributions to shareholders:
Capital gains		(1.77	)		(0.43	)		—
Net asset value, end of period	$	27.31		$	28.63		$	25.11

TOTAL RETURN²		1.56	%³		15.83	%		(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	256,732		$	340,684		$	55,245
Ratios to average net assets of:
Expenses		0.50	%⁴		0.50	%		0.51	%^4,5
Net investment loss		(0.44	)%⁴		(0.48	)%		(0.48	)%⁴
Portfolio turnover rate⁶		0	%		0	%		0	%



WisdomTree Brazilian Real Strategy Fund	For the Six Months Ended February 29, 2016 (unaudited)			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			For the Year Ended August 31, 2011
Net asset value, beginning of period	$	13.33		$	19.48		$	16.83		$	18.81		$	28.99		$	27.65
Investment operations:
Net investment loss¹		(0.02	)		(0.07	)		(0.07	)		(0.07	)		(0.09	)		(0.10	)
Net realized and unrealized gain (loss)		(0.36	)		(6.08	)		2.72			(1.91	)		(4.36	)		4.68
Total from investment operations		(0.38	)		(6.15	)		2.65			(1.98	)		(4.45	)		4.58
Distributions to shareholders:
Capital gains		—			—			—			—			(5.73	)		(3.24	)
Net asset value, end of period	$	12.95		$	13.33		$	19.48		$	16.83		$	18.81		$	28.99

TOTAL RETURN²		(2.85	)%		(31.57	)%		15.75	%		(10.53	)%		(16.14	)%		17.98	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	15,537		$	15,995		$	31,163		$	40,397		$	63,942		$	481,253
Ratios to average net assets of:
Expenses		0.45	%⁴		0.45	%		0.46	%⁷		0.45	%		0.45	%		0.45	%
Net investment loss		(0.33	)%⁴		(0.40	)%		(0.40	)%		(0.39	)%		(0.38	)%		(0.36	)%
Portfolio turnover rate⁶		0	%		0	%		0	%		0	%		0	%		0	%

^*	Commencement of operations.

¹	Based on average shares outstanding.

³	Includes a voluntary reimbursement from the sub-adviser 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%.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			97

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 Six Months Ended February 29, 2016 (unaudited)			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			For the Year Ended August 31, 2011
Net asset value, beginning of period	$	24.67		$	25.35		$	26.22		$	25.22		$	25.81		$	24.84
Investment operations:
Net investment income (loss)¹		0.07			0.06			(0.03	)		0.00²			(0.06	)		(0.09	)
Net realized and unrealized gain (loss)		(0.11	)		(0.64	)		0.20			1.20			0.02			1.21
Total from investment operations		(0.04	)		(0.58	)		0.17			1.20			(0.04	)		1.12
Dividends and distributions to shareholders:
Net investment income		—			—			(0.21	)		—			—			—
Capital gains		—			(0.10	)		(0.83	)		(0.20	)		(0.55	)		(0.15	)
Total dividends and distributions to shareholders		—			(0.10	)		(1.04	)		(0.20	)		(0.55	)		(0.15	)
Net asset value, end of period	$	24.63		$	24.67		$	25.35		$	26.22		$	25.22		$	25.81

TOTAL RETURN³		(0.16	)%		(2.30	)%		0.63	%		4.78	%		(0.15	)%		4.50	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	54,191		$	88,827		$	152,119		$	215,015		$	267,383		$	567,883
Ratios to average net assets of:
Expenses		0.45	%⁴		0.45	%		0.46	%⁵		0.45	%		0.45	%		0.45	%
Net investment income (loss)		0.57	%⁴		0.24	%		(0.11	)%		0.02	%		(0.22	)%		(0.34	)%
Portfolio turnover rate⁶		0	%		0	%		0	%		0	%		0	%		0	%



WisdomTree Commodity Currency Strategy Fund	For the Six Months Ended February 29, 2016 (unaudited)			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			For the Period September 24, 2010* through August 31, 2011
Net asset value, beginning of period	$	15.51		$	20.10		$	19.68		$	20.93		$	27.78		$	25.10
Investment operations:
Net investment loss¹		(0.04	)		(0.09	)		(0.11	)		(0.10	)		(0.11	)		(0.13	)
Net realized and unrealized gain (loss)		(0.37	)		(4.50	)		0.53			(1.15	)		(1.68	)		2.90
Total from investment operations		(0.41	)		(4.59	)		0.42			(1.25	)		(1.79	)		2.77
Distributions to shareholders:
Capital gains		—			—			—			—			(5.06	)		(0.09	)
Net asset value, end of period	$	15.10		$	15.51		$	20.10		$	19.68		$	20.93		$	27.78

TOTAL RETURN³		(2.64	)%		(22.84	)%		2.13	%		(5.97	)%		(5.75	)%		11.06	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	4,530		$	6,204		$	12,059		$	15,747		$	25,116		$	80,560
Ratios to average net assets of:
Expenses		0.55	%⁴		0.55	%		0.56	%⁵		0.55	%		0.55	%		0.55	%⁴
Net investment loss		(0.49	)%⁴		(0.52	)%		(0.53	)%		(0.48	)%		(0.48	)%		(0.46	)%⁴
Portfolio turnover rate⁶		0	%		0	%		0	%		0	%		0	%		0	%

^*	Commencement of operations.

¹	Based on average shares outstanding.

²	Amount represents less than $0.005.

⁴	Annualized.

⁵	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.

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.

See Notes to Financial Statements.


98		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 Currency Strategy Fund	For the Six Months Ended February 29, 2016 (unaudited)			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			For the Year Ended August 31, 2011
Net asset value, beginning of period	$	17.01		$	20.43		$	19.66		$	20.33		$	22.87		$	21.89
Investment operations:
Net investment loss¹		(0.04	)		(0.10	)		(0.11	)		(0.10	)		(0.10	)		(0.10	)
Net realized and unrealized gain (loss)		(0.27	)		(3.32	)		0.88			(0.57	)		(1.38	)		1.92
Total from investment operations		(0.31	)		(3.42	)		0.77			(0.67	)		(1.48	)		1.82
Distributions to shareholders:
Capital gains		—			—			—			—			(1.06	)		(0.84	)
Net asset value, end of period	$	16.70		$	17.01		$	20.43		$	19.66		$	20.33		$	22.87

TOTAL RETURN²		(1.82	)%		(16.74	)%		3.92	%		(3.30	)%		(6.36	)%		8.44	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	38,400		$	52,719		$	102,148		$	192,628		$	274,521		$	585,411
Ratios to average net assets of:
Expenses		0.55	%³		0.55	%		0.56	%⁴		0.55	%		0.55	%		0.55	%
Net investment loss		(0.48	)%³		(0.52	)%		(0.53	)%		(0.48	)%		(0.47	)%		(0.46	)%
Portfolio turnover rate⁵		0	%		0	%		0	%		0	%		0	%		0	%



WisdomTree Indian Rupee Strategy Fund	For the Six Months Ended February 29, 2016 (unaudited)			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			For the Year Ended August 31, 2011
Net asset value, beginning of period	$	20.59		$	21.39		$	17.91		$	20.30		$	26.78		$	25.10
Investment operations:
Net investment loss¹		(0.04	)		(0.09	)		(0.09	)		(0.08	)		(0.08	)		(0.09	)
Net realized and unrealized gain (loss)		(0.15	)		(0.71	)		3.57			(2.31	)		(3.12	)		2.06
Total from investment operations		(0.19	)		(0.80	)		3.48			(2.39	)		(3.20	)		1.97
Distributions to shareholders:
Capital gains		—			—			—			—			(3.28	)		(0.29	)
Net asset value, end of period	$	20.40		$	20.59		$	21.39		$	17.91		$	20.30		$	26.78

TOTAL RETURN²		(0.92	)%		(3.74	)%		19.43	%		(11.77	)%		(11.93	)%		7.86	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	10,201		$	12,355		$	25,663		$	32,230		$	18,273		$	24,104
Ratios to average net assets of:
Expenses		0.45	%³		0.45	%		0.46	%⁴		0.45	%		0.45	%		0.45	%
Net investment loss		(0.37	)%³		(0.42	)%		(0.43	)%		(0.39	)%		(0.37	)%		(0.34	)%
Portfolio turnover rate⁵		0	%		0	%		0	%		0	%		0	%		0	%

¹	Based on average shares outstanding.

³	Annualized.

⁴	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.

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			99

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 Six Months Ended February 29, 2016 (unaudited)			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			For the Period March 17, 2011* through August 31, 2011
Net asset value, beginning of period	$	42.86		$	49.93		$	47.41		$	51.57		$	53.23		$	49.85
Investment operations:
Net investment income¹		0.50			1.29			1.15			1.20			1.29			0.60
Net realized and unrealized gain (loss)		0.29			(7.28	)		2.00			(3.74	)		(2.37	)		3.21
Total from investment operations		0.79			(5.99	)		3.15			(2.54	)		(1.08	)		3.81
Dividends and distributions to shareholders:
Net investment income		(0.53	)		(1.08	)		(0.47	)		(1.34	)		(0.58	)		(0.43	)
Capital gains		—			—			—			(0.28	)		—			—
Return of capital		—			—			(0.16	)		—			—			—
Total dividends and distributions to shareholders		(0.53	)		(1.08	)		(0.63	)		(1.62	)		(0.58	)		(0.43	)
Net asset value, end of period	$	43.12		$	42.86		$	49.93		$	47.41		$	51.57		$	53.23

TOTAL RETURN²		1.84	%		(12.15	)%		6.69	%		(5.14	)%		(2.00	)%		7.66	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	30,186		$	38,574		$	339,553		$	493,089		$	422,871		$	660,086
Ratios to average net assets of:
Expenses		0.55	%³		0.55	%		0.56	%⁴		0.55	%		0.55	%		0.55	%³
Net investment income		2.34	%³		2.68	%		2.36	%		2.34	%		2.51	%		2.52	%³
Portfolio turnover rate⁵		11	%		10	%		62	%		52	%		62	%		0	%



WisdomTree Australia & New Zealand Debt Fund	For the Six Months Ended February 29, 2016 (unaudited)			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, 2012⁶			For the Year Ended August 31, 2011
Net asset value, beginning of period	$	16.67		$	21.25		$	19.44		$	22.54		$	26.31		$	22.24
Investment operations:
Net investment income (loss)¹		0.20			0.46			0.64			0.72			0.67			(0.08	)
Net realized and unrealized gain (loss)		0.37			(4.51	)		1.46			(3.22	)		(0.70	)		5.40
Total from investment operations		0.57			(4.05	)		2.10			(2.50	)		(0.03	)		5.32
Dividends and distributions to shareholders:
Net investment income		(0.17	)		(0.51	)		(0.24	)		(0.47	)		(0.69	)		—
Capital gains		—			—			—			—			(3.05	)		(1.25	)
Return of capital		—			(0.02	)		(0.05	)		(0.13	)		—			—
Total dividends and distributions to shareholders		(0.17	)		(0.53	)		(0.29	)		(0.60	)		(3.74	)		(1.25	)
Net asset value, end of period	$	17.07		$	16.67		$	21.25		$	19.44		$	22.54		$	26.31

TOTAL RETURN²		3.44	%		(19.32	)%		10.91	%		(11.42	)%		0.76	%		24.85	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	148,552		$	103,372		$	33,998		$	40,831		$	45,079		$	52,614
Ratios to average net assets of:
Expenses, net of expense waivers		0.35	%³		0.45	%		0.46	%⁷		0.45	%		0.45	%		0.45	%
Expenses, prior to expense waivers		0.45	%³		0.45	%		0.46	%⁷		0.45	%		0.45	%		0.45	%
Net investment income (loss)		2.40	%³		2.54	%		3.13	%		3.29	%		2.99	%		(0.35	)%
Portfolio turnover rate⁵		33	%		9	%		27	%		42	%		9	%		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. 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 (Note 2 and 3).

³	Annualized.

⁴	Included in the expense ratio are proxy expenses (which are not annualized). Without these proxy expenses, the expense ratio would have been 0.55%.

⁵

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

⁶	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.

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 0.45%.

See Notes to Financial Statements.


100		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 Enhanced Yield Fund	For the Six Months Ended February 29, 2016 (unaudited)			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		0.61			0.16
Net realized and unrealized gain (loss)		0.23			(0.18	)
Total from investment operations		0.84			(0.02	)
Dividends to shareholders:
Net investment income		(0.74	)		(0.12	)
Net asset value, end of period	$	49.74		$	49.64

TOTAL RETURN²		1.70	%		(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	79,578		$	4,964
Ratios to average net assets of:
Expenses, net of expense waivers		0.12	%³		0.12	%³
Expenses, prior to expense waivers		0.20	%³		0.20	%³
Net investment income		2.52	%³		2.21	%³
Portfolio turnover rate^4,5		125	%		51	%



WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund	For the Six Months Ended February 29, 2016 (unaudited)			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		0.36			0.62			0.51
Net realized and unrealized loss		(1.92	)		(2.18	)		(3.30	)
Total from investment operations		(1.56	)		(1.56	)		(2.79	)
Dividends to shareholders:
Net investment income		(0.41	)		(0.67	)		(0.61	)
Net asset value, end of period	$	42.45		$	44.42		$	46.65

TOTAL RETURN²		(3.54	)%		(3.36	)%		(5.61	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	12,735		$	17,767		$	4,665
Ratios to average net assets of:
Expenses		0.28	%³		0.28	%		0.29	%^3,7
Net investment income		1.62	%³		1.38	%		1.48	%³
Portfolio turnover rate^4,6		125	%		424	%		257	%

^*	Commencement of operations.

¹	Based on average shares outstanding.

³	Annualized.

⁴

⁵	The portfolio turnover rates excluding TBA roll transactions for the periods ended February 29, 2016 and August 31, 2015 were 33% and 6%, respectively.

⁶	The portfolio turnover rates excluding TBA roll transactions for the periods ended February 29, 2016, August 31, 2015 and August 31, 2014 were 30%, 163% and 96%, respectively.

⁷	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%.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			101

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 Six Months Ended February 29, 2016 (unaudited)			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		0.39			0.68			0.54
Net realized and unrealized loss		(0.89	)		(1.50	)		(0.11	)
Total from investment operations		(0.50	)		(0.82	)		0.43
Dividends and distributions to shareholders:
Net investment income		(0.42	)		(0.75	)		(0.63	)
Capital gains		—			—			—
Return of capital		—			(0.00	)²		—
Total dividends and distributions to shareholders		(0.42	)		(0.75	)		(0.63	)
Net asset value, end of period	$	47.29		$	48.21		$	49.78

TOTAL RETURN³		(1.04	)%		(1.66	)%		0.85	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	23,644		$	28,923		$	4,978
Ratios to average net assets of:
Expenses		0.23	%⁴		0.23	%		0.24	%^4,5
Net investment income		1.63	%⁴		1.39	%		1.52	%⁴
Portfolio turnover rate^6,7		105	%		359	%		243	%



WisdomTree Bloomberg Floating Rate Treasury Fund	For the Six Months Ended February 29, 2016 (unaudited)			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		0.01			(0.01	)		(0.01	)
Net realized and unrealized gain (loss)		(0.02	)		0.01			0.00²
Total from investment operations		(0.01	)		(0.00	)²		(0.01	)
Net asset value, end of period	$	24.98		$	24.99		$	24.99

TOTAL RETURN³		(0.04	)%		0.00	%		(0.04	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	1,249		$	1,250		$	2,499
Ratios to average net assets of:
Expenses, net of expense waivers		0.15	%⁴		0.15	%		0.15	%⁴
Expenses, prior to expense waivers		0.20	%⁴		0.20	%		0.20	%⁴
Net investment income (loss)		0.10	%⁴		(0.06	)%		(0.06	)%⁴
Portfolio turnover rate⁶		78	%		118	%		65	%

^*	Commencement of operations.

¹	Based on average shares outstanding.

²	Amount represents less than $0.005.

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 February 29, 2016, August 31, 2015 and August 31, 2014 were 5%, 95% and 87%, respectively.

See Notes to Financial Statements.


102		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 BofA Merrill Lynch High Yield Bond Negative Duration Fund	For the Six Months Ended February 29, 2016 (unaudited)			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		0.46			0.83			0.56
Net realized and unrealized loss		(2.49	)		(2.17	)		(1.96	)
Total from investment operations		(2.03	)		(1.34	)		(1.40	)
Dividends to shareholders:
Net investment income		(0.45	)		(0.82	)		(0.63	)
Net asset value, end of period	$	18.35		$	20.83		$	22.99

TOTAL RETURN²		(9.86	)%		(5.91	)%		(5.69	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	9,174		$	12,499		$	4,597
Ratios to average net assets of:
Expenses		0.48	%³		0.48	%		0.49	%^3,4
Net investment income		4.66	%³		3.82	%		3.28	%³
Portfolio turnover rate⁵		17	%		34	%		182	%



WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund	For the Six Months Ended February 29, 2016 (unaudited)			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		0.52			0.90			0.58
Net realized and unrealized loss		(1.90	)		(1.67	)		(0.08	)
Total from investment operations		(1.38	)		(0.77	)		0.50
Dividends to shareholders:
Net investment income		(0.51	)		(0.91	)		(0.63	)
Net asset value, end of period	$	21.29		$	23.18		$	24.86

TOTAL RETURN²		(6.03	)%		(3.15	)%		1.99	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	12,774		$	20,859		$	14,916
Ratios to average net assets of:
Expenses		0.43	%³		0.43	%		0.44	%^3,4
Net investment income		4.71	%³		3.75	%		3.30	%³
Portfolio turnover rate⁵		15	%		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.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			103

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 Six Months Ended February 29, 2016 (unaudited)			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		1.55			3.51			3.47			3.29			1.63
Net realized and unrealized gain (loss)		(3.41	)		(8.61	)		5.56			(4.69	)		2.54
Total from investment operations		(1.86	)		(5.10	)		9.03			(1.40	)		4.17
Dividends and distributions to shareholders:
Net investment income		(1.57	)		(3.56	)		(3.45	)		(3.26	)		(1.57	)
Capital gains		—			—			(0.73	)		—			—
Return of capital		—			(0.03	)		—			—			—
Total dividends and distributions to shareholders		(1.57	)		(3.59	)		(4.18	)		(3.26	)		(1.57	)
Net asset value, end of period	$	65.70		$	69.13		$	77.82		$	72.97		$	77.63

TOTAL RETURN²		(2.71	)%		(6.69	)%		12.71	%		(2.00	)%		5.64	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	59,133		$	82,956		$	116,737		$	116,746		$	62,103
Ratios to average net assets of:
Expenses		0.60	%³		0.60	%		0.61	%⁴		0.60	%		0.60	%³
Net investment income		4.64	%³		4.79	%		4.59	%		4.22	%		4.47	%³
Portfolio turnover rate⁵		8	%		25	%		40	%		37	%		0	%



WisdomTree Emerging Markets Local Debt Fund	For the Six Months Ended February 29, 2016 (unaudited)			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			For the Year Ended August 31, 2011
Net asset value, beginning of period	$	35.77		$	47.13		$	45.93		$	51.16		$	53.83		$	50.08
Investment operations:
Net investment income¹		1.00			2.17			2.26			2.22			2.41			2.40
Net realized and unrealized gain (loss)		(1.77	)		(11.46	)		0.64			(5.29	)		(3.26	)		3.79
Total from investment operations		(0.77	)		(9.29	)		2.90			(3.07	)		(0.85	)		6.19
Dividends and distributions to shareholders:
Net investment income		(0.88	)		(1.95	)		(1.02	)		(2.01	)		(1.77	)		(2.44	)
Capital gains		—			—			(0.14	)		(0.15	)		(0.05	)		—
Return of capital		—			(0.12	)		(0.54	)		—			—			—
Total dividends and distributions to shareholders		(0.88	)		(2.07	)		(1.70	)		(2.16	)		(1.82	)		(2.44	)
Net asset value, end of period	$	34.12		$	35.77		$	47.13		$	45.93		$	51.16		$	53.83

TOTAL RETURN²		(2.17	)%		(20.19	)%		6.43	%		(6.41	)%		(1.45	)%		12.64	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	368,480		$	479,267		$	838,859		$	1,442,209		$	1,197,084		$	1,415,705
Ratios to average net assets of:
Expenses		0.55	%³		0.55	%		0.56	%⁴		0.55	%		0.55	%		0.55	%
Net investment income		5.77	%³		5.22	%		4.84	%		4.31	%		4.76	%		4.65	%
Portfolio turnover rate⁵		18	%		22	%		78	%		57	%		43	%		30	%

^*	Commencement of operations.

¹	Based on average shares outstanding.

³	Annualized.

⁴	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.

⁵

See Notes to Financial Statements.


104		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 Japan Interest Rate Strategy Fund (consolidated)	For the Six Months Ended February 29, 2016 (unaudited)			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		(0.10	)		(0.24	)		(0.16	)
Net realized and unrealized gain (loss)		(2.64	)		1.37			(0.84	)
Total from investment operations		(2.74	)		1.13			(1.00	)
Distributions to shareholders:
Capital gains		(0.96	)		(1.01	)		—
Net asset value, end of period	$	45.36		$	49.06		$	48.94

TOTAL RETURN²		(5.67	)%		2.29	%		(2.00	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	4,536		$	4,906		$	4,894
Ratios to average net assets of:
Expenses		0.50	%³		0.50	%		0.51	%^3,4
Net investment loss		(0.43	)%³		(0.49	)%		(0.47	)%³
Portfolio turnover rate⁵		0	%		0	%		0	%



WisdomTree Strategic Corporate Bond Fund	For the Six Months Ended February 29, 2016 (unaudited)			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		1.28			2.58			2.49			1.37
Net realized and unrealized gain (loss)		(1.68	)		(2.71	)		3.81			(2.08	)
Total from investment operations		(0.40	)		(0.13	)		6.30			(0.71	)
Dividends and distributions to shareholders:
Net investment income		(1.25	)		(3.03	)		(2.64	)		(1.27	)
Capital gains		—			—			(0.34	)		—
Total dividends and distributions to shareholders		(1.25	)		(3.03	)		(2.98	)		(1.27	)
Net asset value, end of period	$	71.29		$	72.94		$	76.10		$	72.78

TOTAL RETURN²		(0.56	)%		(0.19	)%		8.81	%		(0.98	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	7,129		$	7,294		$	7,610		$	14,555
Ratios to average net assets of:
Expenses, net of expense waivers		0.45	%³		0.45	%		0.46	%⁶		0.45	%³
Expenses, prior to expense waivers		0.50	%³		0.50	%		0.51	%⁶		0.50	%³
Net investment income		3.55	%³		3.43	%		3.34	%		3.18	%³
Portfolio turnover rate⁵		14	%		15	%		36	%		5	%

^*	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 0.50%.

⁵

⁶	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%.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			105

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 Six Months Ended February 29, 2016 (unaudited)			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		0.90			0.41
Net realized and unrealized loss		(2.31	)		(1.15	)
Total from investment operations		(1.41	)		(0.74	)
Dividends to shareholders:
Net investment income		(0.96	)		(0.35	)
Net asset value, end of period	$	46.56		$	48.93

TOTAL RETURN²		(2.91	)%		(1.49	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	4,656		$	4,893
Ratios to average net assets of:
Expenses, net of expense waivers		0.55	%³		0.55	%³
Expenses, prior to expense waivers		0.60	%³		0.60	%³
Net investment income		3.78	%³		3.65	%³
Portfolio turnover rate⁴		18	%		3	%



WisdomTree CBOE S&P 500 PutWrite Strategy Fund	For the Period February 22, 2016* through February 29, 2016 (unaudited)
Net asset value, beginning of period	$	25.18
Investment operations:
Net investment loss¹		(0.00	)⁵
Net realized and unrealized loss		(0.03	)
Total from investment operations		(0.03	)
Net asset value, end of period	$	25.15

TOTAL RETURN²		(0.12	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	2,515
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		(0.11	)%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

⁵	Amount represents less than $0.005.

See Notes to Financial Statements.


106		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

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 Six Months Ended February 29, 2016 (unaudited)			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			For the Period July 14, 2011* through August 31, 2011
Net asset value, beginning of period	$	41.09		$	47.06		$	45.39		$	48.68		$	50.66		$	49.99
Investment operations:
Net investment income¹		0.27			0.91			1.29			0.73			0.79			0.05
Net realized and unrealized gain (loss)		(0.96	)		(5.74	)		1.26			(3.25	)		(2.10	)		0.62
Total from investment operations		(0.69	)		(4.83	)		2.55			(2.52	)		(1.31	)		0.67
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 period	$	38.63		$	41.09		$	47.06		$	45.39		$	48.68		$	50.66

TOTAL RETURN²		(1.61	)%		(10.38	)%		5.67	%		(5.25	)%		(2.54	)%		1.34	%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	3,863		$	4,109		$	4,706		$	4,539		$	4,868		$	5,066
Ratios to average net assets³ of:
Expenses		0.60	%⁴		0.60	%		0.61	%⁵		0.60	%		0.60	%		0.60	%⁴
Net investment income		1.36	%⁴		2.10	%		2.80	%		1.53	%		1.65	%		0.68	%⁴
Portfolio turnover rate⁶		1	%		8	%		33	%		1	%		3	%		0	%⁷



WisdomTree Managed Futures Strategy Fund (consolidated)	For the Six Months Ended February 29, 2016 (unaudited)			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			For the Period January 5, 2011* through August 31, 2011
Net asset value, beginning of period	$	41.17		$	42.15		$	41.92		$	41.47		$	49.90		$	50.18
Investment operations:
Net investment loss¹		(0.20	)		(0.40	)		(0.39	)		(0.37	)		(0.40	)		(0.27	)
Net realized and unrealized gain (loss)		1.75			(0.58	)		0.62			0.82			(7.25	)		(0.01	)
Total from investment operations		1.55			(0.98	)		0.23			0.45			(7.65	)		(0.28	)
Distributions to shareholders:
Capital gains		—			—			—			—			(0.78	)		—
Net asset value, end of period	$	42.72		$	41.17		$	42.15		$	41.92		$	41.47		$	49.90

TOTAL RETURN²		3.76	%		(2.33	)%		0.55	%		1.09	%		(15.47	)%		(0.56	)%
RATIOS/SUPPLEMENTAL DATA:
Net assets, end of period (000’s omitted)	$	200,806		$	214,083		$	177,043		$	142,531		$	149,288		$	229,553
Ratios to average net assets of:
Expenses		0.95	%⁴		0.95	%		0.96	%⁵		0.95	%		0.95	%		0.95	%⁴
Net investment loss		(0.94	)%⁴		(0.93	)%		(0.94	)%		(0.90	)%		(0.91	)%		(0.91	)%⁴
Portfolio turnover rate⁶		0	%		0	%		0	%		0	%		0	%		0	%

^*	Commencement of operations.

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	Annualized.

⁵	Included in the expense ratio are proxy expenses. Without these proxy expenses, the expense ratio would have been 0.60% for the WisdomTree Global Real Return Fund and 0.95% for the WisdomTree Managed Futures Strategy Fund.

⁶

⁷	Amount represents less than 1%.

See Notes to Financial Statements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			107

Notes to Financial Statements (unaudited)

1. ORGANIZATION

WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005. As of February 29, 2016, the Trust offered 91 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”)		December 18, 2013
WisdomTree Brazilian Real Strategy Fund (“Brazilian Real Strategy Fund”)		May 14, 2008
WisdomTree Chinese Yuan Strategy Fund (“Chinese Yuan Strategy Fund”)		May 14, 2008
WisdomTree Commodity Currency Strategy Fund (“Commodity Currency Strategy Fund”)		September 24, 2010
WisdomTree Emerging Currency Strategy Fund (“Emerging Currency Strategy Fund”)		May 6, 2009
WisdomTree Indian Rupee Strategy Fund (“Indian Rupee Strategy Fund”)		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”)		December 18, 2013
WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund (“U.S. Aggregate Bond Zero Duration Fund”)		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”)		December 18, 2013
WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund (“High Yield Bond Zero Duration Fund”)		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 22, 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.

Consolidation of Subsidiaries

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.

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.


108		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)

The following is a summary of significant accounting policies followed by the Funds:

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 and TBA securities) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities may consider such factors as recent transactions, indications from broker-dealers yields and quoted prices on similar securities, and market sentiment for the type of security. U.S. fixed income assets may be valued as of the announced closing time for such securities on any day that the Securities Industry and Financial Markets Association announces an early closing time. Except for U.S. Dollar Bullish Fund, forward 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 forward 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 and option contracts generally are valued at the settlement 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 ETFs 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 and 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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			109

Notes to Financial Statements (unaudited) (continued)

asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

Level 1 – quoted prices in active markets for identical securities

Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates,

prepayment speeds, credit risk, etc.)

Level 3 – significant unobservable inputs (including each Fund’s assumptions in determining the fair value of

investments)

The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.

Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as amended); (iii) a security whose trading has been suspended or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets on which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).

The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:

Financial instruments are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or 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, book values, 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 February 29, 2016 in valuing each Fund’s assets:


U.S. Dollar Bullish Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	255,428,753		$	—
Total	$	—	$	255,428,753		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		991,876			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(5,687,117	)		—
Total - Net	$	—	$	250,733,512		$	—


110		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)


Brazilian Real Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	11,997,684		$	—
Repurchase Agreement		—		3,516,000			—
Total	$	—	$	15,513,684		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		286,949			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(268,682	)		—
Total - Net	$	—	$	15,531,951		$	—


Chinese Yuan Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	27,085,335		$	—
Time Deposits		—		10,684,087			—
Repurchase Agreement		—		15,940,000			—
Total	$	—	$	53,709,422		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		125,181			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(1,225,547	)		—
Total - Net	$	—	$	52,609,056		$	—


Commodity Currency Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	3,299,327		$	—
Repurchase Agreement		—		1,185,000			—
Total	$	—	$	4,484,327		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		111,679			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(224,495	)		—
Total - Net	$	—	$	4,371,511		$	—


Emerging Currency Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	24,932,541		$	—
Repurchase Agreement		—		12,250,000			—
Total	$	—	$	37,182,541		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		1,008,571			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(136,068	)		—
Total - Net	$	—	$	38,055,044		$	—


Indian Rupee Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	7,501,469		$	—
Repurchase Agreement		—		2,678,000			—
Total	$	—	$	10,179,469		$	—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(69,407	)		—
Total - Net	$	—	$	10,110,062		$	—


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			111

Notes to Financial Statements (unaudited) (continued)


Asia Local Debt Fund	Level 1		Level 2			Level 3
Foreign Corporate Bond	$	—	$	1,416,566		$	—
Foreign Government Agencies		—		4,025,397			—
Foreign Government Obligations		—		18,422,277			—
Supranational Bonds		—		4,165,299			—
Investment of Cash Collateral for Securities Loaned		—		683,400			—
Total	$	—	$	28,712,939		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		7,643			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(17,254	)		—
Total - Net	$	—	$	28,703,328		$	—


Australia & New Zealand Debt Fund	Level 1		Level 2			Level 3
Foreign Government Agencies	$	—	$	56,555,069		$	—
Foreign Government Obligations		—		48,530,649			—
Supranational Bonds		—		41,590,466			—
Total	$	—	$	146,676,184		$	—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(527	)		—
Total - Net	$	—	$	146,675,657		$	—


U.S. Aggregate Bond Enhanced Yield Fund	Level 1		Level 2		Level 3
U.S. Government Agencies	$	—	$	20,350,362	$	—
U.S. Government Obligations		—		13,531,191		—
Corporate Bonds		—		32,112,327		—
Foreign Corporate Bonds		—		4,361,811		—
Foreign Government Agencies		—		227,910		—
Foreign Government Obligations		—		1,766,590		—
Supranational Bond		—		487,917		—
Commercial Mortgage-Backed Securities		—		5,431,380		—
Municipal Bonds		—		619,075		—
Total	$	—	$	78,888,563	$	—


U.S. Aggregate Bond Negative Duration Fund	Level 1			Level 2			Level 3
U.S. Government Agencies	$	—		$	3,731,921		$	—
U.S. Government Obligations		—			4,056,672			—
Corporate Bonds		—			2,808,539			—
Foreign Corporate Bonds		—			360,112			—
Foreign Government Agencies		—			131,545			—
Foreign Government Obligations		—			148,199			—
Supranational Bond		—			206,395			—
Commercial Mortgage-Backed Securities		—			579,891			—
Municipal Bond		—			141,932			—
Total	$	—		$	12,165,206		$	—
Unrealized Appreciation on Futures Contracts		13,164			—			—
Unrealized Depreciation on Futures Contracts		(21,820	)		—			—
U.S. Government Agencies Sold Short		—			(26,400	)		—
Total - Net	$	(8,656	)	$	12,138,806		$	—


112		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)


U.S. Aggregate Bond Zero Duration Fund	Level 1		Level 2			Level 3
U.S. Government Agencies	$	—	$	7,562,781		$	—
U.S. Government Obligations		—		7,597,387			—
Corporate Bonds		—		5,406,606			—
Foreign Corporate Bonds		—		642,323			—
Foreign Government Obligations		—		307,801			—
Supranational Bond		—		534,397			—
Commercial Mortgage-Backed Securities		—		1,098,790			—
Municipal Bond		—		224,103			—
Total	$	—	$	23,374,188		$	—
Unrealized Appreciation on Futures Contracts		48,756		—			—
U.S. Government Agencies Sold Short		—		(316,805	)		—
Total - Net	$	48,756	$	23,057,383		$	—


Floating Rate Treasury Fund	Level 1		Level 2		Level 3
U.S. Government Obligations	$	—	$	1,247,641	$	—


High Yield Bond Negative Duration Fund	Level 1			Level 2		Level 3
Corporate Bonds	$	—		$	8,018,823	$	—
Foreign Corporate Bonds		—			578,038		—
Investment of Cash Collateral for Securities Loaned		—			491,928		—
Total	$	—		$	9,088,789	$	—
Unrealized Appreciation on Futures Contracts		7,564			—		—
Unrealized Depreciation on Futures Contracts		(15,024	)		—		—
Total - Net	$	(7,460	)	$	9,088,789	$	—


High Yield Bond Zero Duration Fund	Level 1		Level 2		Level 3
Corporate Bonds	$	—	$	10,467,935	$	—
Foreign Corporate Bonds		—		1,244,160		—
Investment of Cash Collateral for Securities Loaned		—		770,890		—
Total	$	—	$	12,482,985	$	—
Unrealized Appreciation on Futures Contracts		16,687		—		—
Total - Net	$	16,687	$	12,482,985	$	—


Emerging Markets Corporate Bond Fund	Level 1		Level 2		Level 3
Foreign Corporate Bonds	$	—	$	49,041,090	$	—
Foreign Government Agencies		—		2,328,420		—
Foreign Government Obligations		—		681,108		—
Supranational Bonds		—		2,120,854		—
Investment of Cash Collateral for Securities Loaned		—		6,114,078		—
Total	$	—	$	60,285,550	$	—


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			113

Notes to Financial Statements (unaudited) (continued)


Emerging Markets Local Debt Fund	Level 1		Level 2			Level 3
Foreign Government Agencies	$	—	$	8,717,325		$	—
Foreign Government Obligations		—		323,283,665			—
Supranational Bonds		—		16,515,963			—
Total	$	—	$	348,516,953		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		144,368			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(573,963	)		—
Total - Net	$	—	$	348,087,358		$	—


Japan Interest Rate Strategy Fund (consolidated)	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	5,448,141		$	—
Total	$	—		$	5,448,141		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—			2,468			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(102,264	)		—
Unrealized Depreciation on Futures Contracts		(103,300	)		—			—
Total - Net	$	(103,300	)	$	5,348,345		$	—


Strategic Corporate Bond Fund	Level 1		Level 2		Level 3
Corporate Bonds	$	—	$	4,117,914	$	—
Foreign Corporate Bonds		—		2,489,145		—
Preferred Stock		168,219		—		—
Investment of Cash Collateral for Securities Loaned		—		235,305		—
Total	$	168,219	$	6,842,364	$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		17,522		—
Total - Net	$	168,219	$	6,859,886	$	—


Unconstrained Bond Fund	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	540,021		$	—
Corporate Bonds		—			1,749,760			—
Foreign Corporate Bonds		—			744,063			—
Foreign Government Obligations		—			339,900			—
Commercial Mortgage-Backed Securities		—			344,965			—
Bank Loans		—			152,624			—
Investment of Cash Collateral for Securities Loaned		—			114,025			—
Total	$	—		$	3,985,358		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—			2,611			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(3,926	)		—
Unrealized Appreciation on Futures Contracts		320			—			—
Unrealized Depreciation on Futures Contracts		(1,806	)		—			—
Total - Net	$	(1,486	)	$	3,984,043		$	—


CBOE S&P 500 PutWrite Strategy Fund	Level 1			Level 2		Level 3
U.S. Government Obligations	$	—		$	1,998,720	$	—
Total	$	—		$	1,998,720	$	—
Written Options		(33,800	)		—		—
Total - Net	$	(33,800	)	$	1,998,720	$	—


114		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)


Global Real Return Fund (consolidated)	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	1,327,582		$	—
Corporate Bonds		—		129,400			—
Foreign Corporate Bonds		—		187,173			—
Foreign Government Obligations		—		1,137,910			—
Exchange-Traded Funds		292,575		—			—
Investment of Cash Collateral for Securities Loaned		—		252,678			—
Total	$	292,575	$	3,034,743		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—		16,613			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(33,055	)		—
Unrealized Appreciation on Futures Contracts		4,394		—			—
Total - Net	$	296,969	$	3,018,301		$	—


Managed Futures Strategy Fund (consolidated)	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	175,097,461		$	—
Total	$	—		$	175,097,461		$	—
Unrealized Appreciation on Forward Foreign Currency Contracts		—			3,713,138			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(2,583,231	)		—
Unrealized Appreciation on Futures Contracts		4,331,069			—			—
Unrealized Depreciation on Futures Contracts		(747,645	)		—			—
Total - Net	$	3,583,424		$	176,227,368		$	—

There were no Level 3 securities at or during the six months or period ended February 29, 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 six months or period ended February 29, 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 forward foreign currency contracts, futures contracts and options contracts during the period ended February 29, 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 February 29, 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. At February 29, 2016, no event occurred that triggered a credit-risk-related contingent feature.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			115

Notes to Financial Statements (unaudited) (continued)

As of February 29, 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	$	680,000	$	—	$	680,000	$	—	$	—	$	—
Chinese Yuan Strategy Fund		810,000		—		810,000		—		—		—
Emerging Currency Strategy Fund		—		—		—		40,000		—		40,000
U.S. Aggregate Bond Negative Duration Fund		382,001		—		382,001		—		—		—
U.S. Aggregate Bond Zero Duration Fund		219,399		—		219,399		—		—		—
High Yield Bond Negative Duration Fund		164,000		—		164,000		—		—		—
High Yield Bond Zero Duration Fund		70,400		—		70,400		—		—		—
Japan Interest Rate Strategy Fund (consolidated)		2,925		46,973		49,898		—		—		—
Unconstrained Bond Fund		35,052		—		35,052		—		—		—
CBOE S&P 500 PutWrite Strategy Fund		200,000		—		200,000		—		—		—
Global Real Return Fund (consolidated)		29,532		—		29,532		—		—		—
Managed Futures Strategy Fund (consolidated)		15,009		6,649,368		6,664,377		—		—		—

As of February 29, 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:

Asset Derivatives

Liability Derivatives

Fund

Balance Sheet Location

Value

Balance Sheet Location

Value

U.S. Dollar Bullish Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

991,876

Unrealized depreciation on
forward foreign currency contracts

5,687,117

Brazilian Real Strategy Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

286,949

Unrealized depreciation on
forward foreign currency contracts

268,682

Chinese Yuan Strategy Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

125,181

Unrealized depreciation on
forward foreign currency contracts

1,225,547

Commodity Currency Strategy Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

111,679

Unrealized depreciation on
forward foreign currency contracts

224,495

Emerging Currency Strategy Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

1,008,571

Unrealized depreciation on
forward foreign currency contracts

136,068

Indian Rupee Strategy Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

—

Unrealized depreciation on
forward foreign currency contracts

69,407

Asia Local Debt Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

7,643

Unrealized depreciation on
forward foreign currency contracts

17,254

Australia & New Zealand Debt Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

—

Unrealized depreciation on
forward foreign currency contracts

527

U.S. Aggregate Bond Negative Duration Fund

Interest rate contracts

Unrealized appreciation on
futures contracts*

13,164

Unrealized depreciation on
futures contracts*

21,820

U.S. Aggregate Bond Zero Duration Fund

Interest rate contracts

Unrealized appreciation on
futures contracts*

48,756

Unrealized depreciation on
futures contracts*

—

High Yield Bond Negative Duration Fund

Interest rate contracts

Unrealized appreciation on
futures contracts*

7,564

Unrealized depreciation on
futures contracts*

15,024


116		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)

Asset Derivatives

Liability Derivatives

Fund

Balance Sheet Location

Value

Balance Sheet Location

Value

High Yield Bond Zero Duration Fund

Interest rate contracts

Unrealized appreciation on
futures contracts*

16,687

Unrealized depreciation on
futures contracts*

—

Emerging Markets Local Debt Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

144,368

Unrealized depreciation on
forward foreign currency contracts

573,963

Japan Interest Rate Strategy Fund (consolidated)

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

2,468

Unrealized depreciation on
forward foreign currency contracts

102,264

Interest rate contracts

Unrealized appreciation on
futures contracts*

—

Unrealized depreciation on
futures contracts*

103,300

Strategic Corporate Bond Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

17,522

Unrealized depreciation on
forward foreign currency contracts

—

Unconstrained Bond Fund

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

2,611

Unrealized depreciation on
forward foreign currency contracts

3,926

Interest rate contracts

Unrealized appreciation on
futures contracts*

320

Unrealized depreciation on
futures contracts*

1,806

CBOE S&P 500 PutWrite Strategy Fund

Equity contracts

Written options, at value

33,800

Global Real Return Fund (consolidated)

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

16,613

Unrealized depreciation on
forward foreign currency contracts

33,055

Commodity contracts

Unrealized appreciation on
futures contracts*

4,394

Unrealized depreciation on
futures contracts*

—

Managed Futures Strategy Fund (consolidated)

Foreign exchange contracts

Unrealized appreciation on
forward foreign currency contracts

3,713,138

Unrealized depreciation on
forward foreign currency contracts

2,583,231

Unrealized appreciation on
futures contracts*

1,275

Unrealized depreciation on
futures contracts*

45,545

Commodity contracts

Unrealized appreciation on
futures contracts*

3,631,900

Unrealized depreciation on
futures contracts*

702,100

Interest rate contracts

Unrealized appreciation on
futures contracts*

697,894

Unrealized depreciation on
futures contracts*

—

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 Statement of Assets and Liabilities.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			117

Notes to Financial Statements (unaudited) (continued)

For the six months or period ended February 29, 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	$	5,408,685		$	(3,025,242	)
Brazilian Real Strategy Fund
Foreign exchange contracts		(2,241,850	)		1,810,222
Chinese Yuan Strategy Fund
Foreign exchange contracts		(2,768,700	)		2,700,323
Commodity Currency Strategy Fund
Foreign exchange contracts		(682,761	)		538,203
Emerging Currency Strategy Fund
Foreign exchange contracts		(4,316,814	)		3,638,933
Indian Rupee Strategy Fund
Foreign exchange contracts		(404,896	)		328,617
Asia Local Debt Fund
Foreign exchange contracts		(39,140	)		92,613
Australia & New Zealand Debt Fund
Foreign exchange contracts		700,957			(527	)
U.S. Aggregate Bond Negative Duration Fund
Interest rate contracts		(584,945	)		(116,235	)
U.S. Aggregate Bond Zero Duration Fund
Interest rate contracts		(547,721	)		(43,589	)
High Yield Bond Negative Duration Fund
Interest rate contracts		(440,229	)		(74,976	)
High Yield Bond Zero Duration Fund
Interest rate contracts		(76,053	)		(10,263	)
Emerging Markets Local Debt Fund
Foreign exchange contracts		(1,028,257	)		619,895
Japan Interest Rate Strategy Fund (consolidated)
Foreign exchange contracts		(31,294	)		(66,651	)
Interest rate contracts		(84,362	)		(64,516	)
Strategic Corporate Bond Fund
Foreign exchange contracts		(5,119	)		30,080
Unconstrained Bond Fund
Foreign exchange contracts		(689	)		1,117
Interest rate contracts		(54,999	)		(33,378	)
CBOE S&P 500 PutWrite Strategy Fund³
Equity contracts		—			(3,153	)
Global Real Return Fund (consolidated)
Foreign exchange contracts		118,763			(67,191	)
Commodity contracts		(31,800	)		(7,496	)
Managed Futures Strategy Fund (consolidated)
Foreign exchange contracts		(578,514	)		1,785,247
Commodity contracts		7,264,086			382,337
Interest rate contracts		(1,189,880	)		695,581

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


Equity contracts		Net realized gain (loss) from written options
Foreign exchange contracts		Net realized gain (loss) from forward 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.


118		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)

Change in unrealized appreciation (depreciation) is located on the Statement 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, forward 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 22, 2016 (commencement of operations) through February 29, 2016.

During the six months or period ended February 29, 2016, the volume of derivative activity (based on the average of month-end balances) for the Funds 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	$	310,291,978	$	589,689,696	$	—	$	—	$	—	$	—
Brazilian Real Strategy Fund
Foreign exchange contracts		21,759,379		5,714,785		—		—		—		—
Chinese Yuan Strategy Fund
Foreign exchange contracts		66,851,407		12,220,818		—		—		—		—
Commodity Currency Strategy Fund
Foreign exchange contracts		9,036,344		3,392,071		—		—		—		—
Emerging Currency Strategy Fund
Foreign exchange contracts		79,887,439		29,831,088		—		—		—		—
Indian Rupee Strategy Fund
Foreign exchange contracts		17,345,262		5,925,892		—		—		—		—
Asia Local Debt Fund
Foreign exchange contracts		2,492,106		357,260		—		—		—		—
Australia & New Zealand Debt Fund²
Foreign exchange contracts		15,458,331		8,585,782		—		—		—		—
U.S. Aggregate Bond Negative Duration Fund
Interest rate contracts		—		—		—		17,608,299		—		—
U.S. Aggregate Bond Zero Duration Fund
Interest rate contracts		—		—		—		23,790,574		—		—
High Yield Bond Negative Duration Fund
Interest rate contracts		—		—		—		11,394,094		—		—
High Yield Bond Zero Duration Fund
Interest rate contracts		—		—		—		12,574,654		—		—
Emerging Markets Local Debt Fund
Foreign exchange contracts		21,759,329		8,146,638		—		—		—		—
Japan Interest Rate Strategy Fund (consolidated)
Foreign exchange contracts		1,539,798		2,957,631		—		—		—		—
Interest rate contracts		—		—		—		4,745,318		—		—
Strategic Corporate Bond Fund
Foreign exchange contracts		—		561,099		—		—		—		—
Unconstrained Bond Fund
Foreign exchange contracts		182,803		183,842		—		—		—		—
Interest rate contracts		—		—		—		1,448,712		181		194
CBOE S&P 500 PutWrite Strategy Fund¹
Equity contracts		—		—		—		—		—		33,800
Global Real Return Fund (consolidated)
Commodity contracts		—		—		212,443		—		—		—
Foreign exchange contracts		114,708		1,346,178		—		—		—		—


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			119

Notes to Financial Statements (unaudited) (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	$	—	$	—	$	9,650,619	$	74,875,586	$	—	$	—
Foreign exchange contracts		51,286,752		30,333,378		21,388,045		33,075,118		—		—
Interest rate contracts		—		—		25,660,516		10,022,643		—		—

For the period February 22, 2016 (commencement of operations) through February 29, 2016.

For the six months ended February 29, 2016, the volume of derivative activity for the period is based on intra-month balances.

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 Statement of Operations. Net realized and unrealized foreign exchange gains or losses arising from sales of foreign currencies, including gains and losses of forward 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 forward foreign currency contracts and foreign currency related transactions and/or net change in unrealized appreciation (depreciation) from forward foreign currency contracts and translation of assets and liabilities denominated in foreign currencies in the Statement 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 U.S. Dollar Bullish Fund, U.S. Aggregate Bond Enhanced Yield Fund, U.S. Aggregate Bond Negative Duration Fund, U.S. Aggregate Bond Zero Duration Fund, High Yield Bond Negative Duration Fund, High Yield Bond Zero Duration Fund, Japan Interest Rate Strategy Fund, Floating Rate Treasury Fund, CBOE S&P 500 PutWrite Strategy Fund and Unconstrained Bond Fund, 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 WTAM; (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 U.S. Dollar Bullish Fund, U.S. Aggregate Bond Enhanced Yield Fund, U.S. Aggregate Bond Negative Duration Fund, U.S. Aggregate Bond Zero Duration Fund, High Yield Bond Negative Duration Fund, High Yield Bond Zero Duration Fund, Japan Interest Rate Strategy Fund, Floating Rate Treasury Fund, CBOE S&P 500 PutWrite Strategy Fund and Unconstrained Bond Fund, 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.


120		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)

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.

Repurchase Agreements — Each Fund’s custodian or a third party custodian under tri-party repurchase agreements may take possession of the collateral pledged for investments in repurchase agreements. The underlying 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. 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 — A forward foreign currency contract (“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. Each Fund may enter into Forward Contracts to manage its foreign currency exposure or to facilitate settlement of foreign currency denominated portfolio transactions. A Fund may invest in both Forward Contracts and U.S. dollar denominated money market securities in an attempt to create a “synthetic” investment in a foreign currency denominated instrument.

Futures Contracts — Each Fund may transact in currency futures contracts and interest rate futures contracts. The Managed Futures Strategy Fund and Global Real Return Fund may transact in commodity, currency and interest rate futures contracts. 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. Margin deposits are posted as performance bonds with the clearing broker and, in turn, with the exchange clearing corporation.

Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or government securities equal to a certain percentage of the contract amount. This amount is known as the “initial margin”. Subsequent payments, known as “variation margin”, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts payments may be made or received at settlement. Such variation margin is recorded for financial statement purposes on a daily basis as an unrealized gain or loss on futures until the financial futures contract is closed, at which time the net gain or loss is reclassified to realized gain or loss on futures. When a Fund purchases or sells a futures contract, the Fund is required to “cover” its position in order to limit the risk associated with the use of leverage and other related risks. To cover its position, a Fund will segregate assets consisting of, or take other measures with respect to, cash or liquid securities that, when added to any amounts deposited with a futures commission merchant as margin, will “cover” its position in a manner consistent with the 1940 Act or the rules and SEC interpretations thereunder. This will function as a practical limit on the amount of leverage which a Fund may undertake and on the potential increase in the speculative character of a Fund’s outstanding portfolio securities.

Options Contracts — The Unconstrained Bond Fund and CBOE S&P 500 PutWrite Strategy Fund (the “Funds”) may purchase or write put or call options. 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.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			121

Notes to Financial Statements (unaudited) (continued)

When the Funds purchase an option, an amount equal to the premium paid by the Funds is recorded as an investment on the Statement 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 Funds realize a loss equal to the amount of premium paid. When a security or financial instrument is purchased or sold through the exercise of an option, the related premium paid is added to the basis of the security or financial instrument acquired or deducted from the proceeds of the security or financial instrument sold.

When the Funds write an option, an amount equal to the premium received by the Funds is recorded as a liability on the Statement 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 Funds’ basis in the underlying security (in the case of a covered written call option), or the cost to purchase the underlying security (in the case of an uncovered written call option), including brokerage commission, is recognized as a realized gain or loss. When a written put option is exercised, the amount of the premium received is subtracted from the cost of the security purchased by the Funds from the exercise of the written put option to form the Funds’ basis in the underlying security purchased.

The purchaser or writer of an option may close the position before the exercise of the option by entering into a closing transaction. In the case of a written option, the cost of a closing transaction is deducted from the original premium received resulting in a realized gain or loss to the Funds. With respect to a purchased option, the original premium paid is deducted from the proceeds received from a closing transaction resulting in a realized gain or loss to the Funds.

Written options may constitute a fair value guarantee on a financial asset under the provisions of FASB Codification Topic 460 — Guarantees. The maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At February 29, 2016, the CBOE S&P 500 PutWrite Strategy Fund’s maximum payout for written put options was $2,483,000. At February 29, 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 February 29, 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, including 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.

For the six months or period ended February 29, 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			30,647		13
Options closed		(2,156	)		(4	)		—		—
Options expired		(94	)		(2	)		—		—
Options exercised		—			—			—		—
Balance at February 29, 2016	$	—			—		$	30,647		13

CBOE S&P 500 PutWrite Strategy Fund commenced operations on February 22, 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


122		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)

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 value of the investment of cash collateral for securities on loan along with the obligation to return such collateral are included on the Statements of Assets and Liabilities. The value of securities received as collateral for securities on loan are not included on 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 Statement 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 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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			123

Notes to Financial Statements (unaudited) (continued)

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 counterparty 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 contracts are all exchange traded and are not subject to master netting arrangements. Therefore all futures 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 February 29, 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 Statement of Assets and Liabilities		Gross Amounts Not Offset in Statement of Assets and Liabilities								Gross Amounts in Statement of Assets and Liabilities		Gross Amounts Not Offset in Statement of Assets and Liabilities
Fund	Gross Amounts in Statement of Assets and Liabilities		Financial Instruments			Collateral Received			Net Amount		Gross Amounts in Statement of Assets and Liabilities		Financial Instruments			Collateral Pledged			Net Amount
U.S. Dollar Bullish Fund
Forward Foreign Currency Contracts	$	991,876	$	(428,535	)	$	—		$	563,341	$	5,687,117	$	(428,535	)	$	(48,217	)¹	$	5,210,365
Brazilian Real Strategy Fund
Repurchase Agreements		3,516,000		—			(3,516,000	)¹		—		—		—			—			—
Forward Foreign Currency Contracts		286,949		(41,928	)		—			245,021		268,682		(41,928	)		—			226,754
Chinese Yuan Strategy Fund
Repurchase Agreements		15,940,000		—			(15,940,000	)¹		—		—		—			—			—
Forward Foreign Currency Contracts		125,181		(14,313	)		—			110,868		1,225,547		(14,313	)		(756,837	)¹		454,397
Commodity Currency Strategy Fund
Repurchase Agreements		1,185,000		—			(1,185,000	)¹		—		—		—			—			—
Forward Foreign Currency Contracts		111,679		(42,265	)		—			69,414		224,495		(42,265	)		—			182,230
Emerging Currency Strategy Fund
Repurchase Agreements		12,250,000		—			(12,250,000	)¹		—		—		—			—			—
Forward Foreign Currency Contracts		1,008,571		(64,975	)		(40,000	)		903,596		136,068		(64,975	)		—			71,093
Indian Rupee Strategy Fund
Repurchase Agreements		2,678,000		—			(2,678,000	)¹		—		—		—			—			—
Forward Foreign Currency Contracts		—		—			—			—		69,407		—			—			69,407


124		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)


	Assets										Liabilities
	Gross Amounts in Statement of Assets and Liabilities		Gross Amounts Not Offset in Statement of Assets and Liabilities								Gross Amounts in Statement of Assets and Liabilities		Gross Amounts Not Offset in Statement of Assets and Liabilities
Fund	Gross Amounts in Statement of Assets and Liabilities		Financial Instruments			Collateral Received			Net Amount		Gross Amounts in Statement of Assets and Liabilities		Financial Instruments			Collateral Pledged		Net Amount
Asia Local Debt Fund
Securities Lending	$	669,089	$	—		$	(669,089	)¹	$	—	$	—	$	—		$	—	$	—
Forward Foreign Currency Contracts		7,643		—			—			7,643		17,254		—			—		17,254
Australia & New Zealand Debt Fund
Forward Foreign Currency Contracts		—		—			—			—		527		—			—		527
High Yield Bond Negative Duration Fund
Securities Lending		471,333		—			(471,333	)¹		—		—		—			—		—
High Yield Bond Zero Duration Fund
Securities Lending		740,893		—			(740,893	)¹		—		—		—			—		—
Emerging Markets Corporate Bond Fund
Securities Lending		5,889,531		—			(5,889,531	)¹		—		—		—			—		—
Emerging Markets Local Debt Fund
Forward Foreign Currency Contracts		144,368		—			—			144,368		573,963		—			—		573,963
Japan Interest Rate Strategy Fund (consolidated)
Forward Foreign Currency Contracts		2,468		—			—			2,468		102,264		—			—		102,264
Strategic Corporate Bond Fund
Securities Lending		228,666		—			(228,666	)¹		—		—		—			—		—
Forward Foreign Currency Contracts		17,522		—			—			17,522		—		—			—		—
Unconstrained Bond Fund
Securities Lending		109,213		—			(109,213	)¹		—		—		—			—		—
Forward Foreign Currency Contracts		2,611		(2,611	)		—			—		3,926		(2,611	)		—		1,315
Global Real Return Fund (consolidated)
Securities Lending		247,611		—			(247,611	)¹		—		—		—			—		—
Forward Foreign Currency Contracts		16,613		(16,613	)		—			—		33,055		(16,613	)		—		16,442
Managed Futures Strategy Fund (consolidated)
Forward Foreign Currency Contracts		3,713,138		(1,914,802	)		—			1,798,336		2,583,231		(1,914,802	)		—		668,429

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 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


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			125

Notes to Financial Statements (unaudited) (continued)

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 TRANSACTIONS

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


126		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)

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	%
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	%^†
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)		0.95	%

†

Effective November 10, 2015, WTAM has voluntarily agreed to waive 0.15% of its advisory fee. This voluntary waiver may be reduced or discontinued at any time without notice.

WTAM has contractually agreed to limit the advisory fee to 0.12%, 0.15%, 0.45%, 0.55% and 0.38% 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.

Each Fund may purchase shares of affiliated exchanged-traded funds (“ETF”) in secondary market transactions. See Note 7 for transactions in affiliated ETFs.

During the period ended February 29, 2016, the U.S. Dollar Bullish Fund received a voluntary reimbursement of $80,068 from MCM for investment losses on certain foreign exchange transactions.

4. CAPITAL SHARE TRANSACTIONS

As of February 29, 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.

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 six months or period ended February 29, 2016 are shown in the table below. Realized gains and losses


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			127

Notes to Financial Statements (unaudited) (continued)

on sales resulting from in-kind capital share redemptions, as shown on the Statement 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		3,507,030		8,737,513		—		—		—		2,681,222
Australia & New Zealand Debt Fund		87,650,697		48,804,638		—		—		—		3,027,380
U.S. Aggregate Bond Enhanced Yield Fund		19,065,300		4,353,265		50,735,365		28,137,511		36,001,443		—
U.S. Aggregate Bond Negative Duration Fund		1,273,255		3,370,052		17,399,155		19,989,997		—		—
U.S. Aggregate Bond Zero Duration Fund		655,739		2,314,704		26,405,628		29,351,987		—		—
Floating Rate Treasury Fund		—		—		977,816		977,841		—		—
High Yield Bond Negative Duration Fund		3,509,359		1,815,256		—		—		—		3,743,419
High Yield Bond Zero Duration Fund		2,018,986		2,226,431		—		—		—		6,477,039
Emerging Markets Corporate Bond Fund		8,740,678		5,419,732		—		—		—		20,424,383
Emerging Markets Local Debt Fund		72,782,705		111,048,711		—		—		33,173,195		68,989,383
Japan Interest Rate Strategy Fund (consolidated)		—		—		—		—		—		—
Strategic Corporate Bond Fund		953,755		829,411		39,869		98,996		—		—
Unconstrained Bond Fund		315,588		426,391		421,149		769,426		—		—
CBOE S&P 500 PutWrite Strategy Fund¹		—		—		—		—		—		—
Global Real Return Fund (consolidated)		58,875		29,240		—		—		—		—
Managed Futures Strategy Fund (consolidated)		—		—		—		—		—		—

For the period February 22, 2016 (commencement of operations) through February 29, 2016.

6. FEDERAL INCOME TAXES

At February 29, 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	$	255,475,820	$	—	$	(47,067	)	$	(47,067	)
Brazilian Real Strategy Fund		15,513,543		361		(220	)		141
Chinese Yuan Strategy Fund		53,763,475		—		(54,053	)		(54,053	)
Commodity Currency Strategy Fund		4,484,324		3		—			3
Emerging Currency Strategy Fund		37,183,196		—		(655	)		(655	)
Indian Rupee Strategy Fund		10,179,465		4		—			4
Asia Local Debt Fund		33,382,419		72,674		(4,742,154	)		(4,669,480	)
Australia & New Zealand Debt Fund		153,906,805		1,229,435		(8,460,056	)		(7,230,621	)
U.S. Aggregate Bond Enhanced Yield Fund		78,290,375		815,625		(217,437	)		598,188
U.S. Aggregate Bond Negative Duration Fund		12,024,781		237,534		(97,075	)		140,459
U.S. Aggregate Bond Zero Duration Fund		23,247,775		346,072		(219,261	)		126,811
Floating Rate Treasury Fund		1,247,838		21		(218	)		(197	)
High Yield Bond Negative Duration Fund		9,939,686		19,017		(869,914	)		(850,897	)
High Yield Bond Zero Duration Fund		13,782,845		24,741		(1,324,601	)		(1,299,860	)
Emerging Markets Corporate Bond Fund		65,912,122		595,125		(6,221,697	)		(5,626,572	)
Emerging Markets Local Debt Fund		479,609,093		125,768		(131,217,908	)		(131,092,140	)


128		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Notes to Financial Statements (unaudited) (continued)


Fund	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation/ (Depreciation)
Japan Interest Rate Strategy Fund (consolidated)	$	5,698,257	$	4	$	(250,120	)	$	(250,116	)
Strategic Corporate Bond Fund		7,267,322		103,015		(359,754	)		(256,739	)
Unconstrained Bond Fund		4,165,904		63,322		(243,868	)		(180,546	)
CBOE S&P 500 PutWrite Strategy Fund		1,998,718		2		—			2
Global Real Return Fund (consolidated)		4,866,482		26,738		(1,565,902	)		(1,539,164	)
Managed Futures Strategy Fund (consolidated)		233,676,576		—		(58,579,115	)		(58,579,115	)

7. OTHER AFFILIATED PARTIES AND TRANSACTIONS

Affiliated holdings are funds which are managed by, or an affiliate of, WTAM. Transactions with affiliated funds during the six months ended February 29, 2016 are as follows:


Fund	Value at 8/31/2015		Purchases/ Additions		Sales/ Reductions		Value at 2/29/2016		Dividend Income
Global Real Return Fund (consolidated)
WisdomTree Emerging Markets High Dividend Fund	$	18,225	$	—	$	—	$	15,495	$	643
WisdomTree Global Natural Resources Fund		100,050		—		—		79,424		2,043
WisdomTree High Dividend Fund		188,794		—		—		197,656		3,524
Total	$	307,069	$	—	$	—	$	292,575	$	6,210

8. 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 Fair Value Measurement Topic 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. The amendments also remove the requirement to make certain disclosures for all investments that are eligible to be measured at fair value using the net asset value per share practical expedient. Rather, those disclosures are limited to investments for which the entity has elected to measure the fair value using that practical expedient. ASU 2015-07 is effective for financial statements issued for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years. WTAM has evaluated ASU 2015-07 and determined that there is no impact on the Trust’s financial statement disclosures.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			129

Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)

Approval of Investment Advisory and Sub-Investment Advisory Agreements with respect to all Funds (except the WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund, WisdomTree Western Asset Unconstrained Bond Fund and WisdomTree CBOE S&P 500 PutWrite Strategy Fund)

At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held on September 21-22, 2015 (the “Meeting”), 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 renewal of the Investment Advisory Agreements between WisdomTree Asset Management, Inc. (“WTAM”) and the Trust, on behalf of its series included in this report (each, a “Fund,” and, collectively, the “Funds”), pursuant to which WTAM provides the Funds with investment advisory services (the “Advisory Agreements”), the Sub-Advisory Agreement (the “MCM Sub-Advisory Agreement”), pursuant to which Mellon Capital Management Corporation (“MCM”) coordinates the investment and reinvestment of the assets of the Funds, except WisdomTree Brazilian Real Strategy Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Global Real Return Fund, WisdomTree Japan Interest Rate Strategy Fund and WisdomTree Strategic Corporate Bond Fund, and the Investment Sub-Advisory Agreement (together with the MCM Sub-Advisory Agreement, the “Sub-Advisory Agreements,” and, collectively with the Advisory Agreements and the MCM Sub-Advisory Agreement, the “Agreements”), pursuant to which Western Asset Management Company, Western Asset Management Company Ltd., and Western Asset Management Company Pte., Ltd. (collectively with MCM, the “Sub-Advisers”) coordinate the investment and reinvestment of the assets of WisdomTree Brazilian Real Strategy Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Global Real Return Fund, WisdomTree Japan Interest Rate Strategy Fund and WisdomTree Strategic Corporate Bond Fund.

The Independent Trustees requested, and WTAM provided, such information as the Independent Trustees, with advice from independent legal counsel, deemed reasonably necessary to evaluate the Agreements. On June 10, 2015, a committee of Independent Trustees (the “Contracts Review Committee”) met with independent legal counsel to discuss the types of information the Independent Trustees required and the manner in which Fund management would organize and present such information. On July 15, 2015, members of the Contracts Review Committee met with representatives from WTAM for a preliminary discussion of matters relating to the Board’s consideration of the continuance of the Agreements. At a meeting of the Contracts Review Committee held on August 6, 2015, representatives from WTAM presented preliminary information to the Trustees relating to the continuance of the Agreements, and the Trustees, including the Independent Trustees, reviewed and discussed such information. Further information was presented at the Board’s request at the Meeting.

The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Advisers. In considering the renewal of the Agreements, 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 Funds. The Board considered information provided to them at the Meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the Funds, recognizing WTAM’s and the Sub-Advisers’ operational capabilities and resources. The Board also discussed the role of WisdomTree Investments, Inc. (“WTI”), the parent of WTAM, as index provider to certain Funds, which comprise the substantial majority of assets in the WisdomTree fund complex. The Board noted that the strategies represented by those Funds tracking affiliated WTI indexes are unique, based on WTI’s intellectual property and are only available for use by applicable Funds through WTAM. The Board noted WTAM’s belief that shareholders have invested in such Funds on the strength of WTI’s intellectual property and WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Funds based on the WTI indexes. The Board also noted the extensive responsibilities that WTAM has as investment adviser to the Funds, including: the selection of, and supervisory responsibilities and activities over, the Sub-Advisers, including oversight of the Sub-Advisers’ adherence to each Fund’s investment strategy and restrictions, monitoring of the Sub-Advisers’ buying and selling of securities and derivatives transactions, review of Sub-Adviser performance, review of proxies voted by the Sub-Advisers and oversight of, and the provision of consultation to, the Sub-Advisers with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Funds’ portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Funds. The Board also considered research support available to, and management capabilities of, the Funds’ management personnel and that WTAM provides oversight of day-to-day Fund operations, including fund accounting, tax matters, administration and legal assistance in meeting disclosure and regulatory requirements. Based on management’s representations, the Board expected that there would be no reduction in the scope of services required by or provided by WTAM and the Sub-Advisers under the relevant Agreements. The Board noted that WTAM has continued to commit significant resources toward the fund complex and has made substantial investments to improve the services offered by WTAM, which benefit Fund shareholders.

Based on review of this information and the other factors considered at the Meeting, the Board concluded that the nature, extent and quality of services provided by WTAM and the Sub-Advisers under the Advisory Agreements and Sub-Advisory Agreements, respectively, are adequate and appropriate and supported the Board’s approval of the renewal of the Agreements.


130		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)

Comparative Analysis of the Funds’ Performance and Management Fee and Expense Ratio. The Board reviewed reports prepared by Lipper, Inc. (“Lipper”), an independent provider of investment company data, which included information (1) measuring each index Fund’s performance by how well it tracked the relevant WisdomTree benchmark index, (2) comparing, with respect to the actively-managed Funds, each Fund’s performance with the performance of a group of comparable funds (the “Performance Group”) for various periods ended June 30, 2015, and (3) comparing each Fund’s actual management fees and total expenses with those of a group of comparable funds (the “Expense Group”) and, with respect to total expenses, with a broader group of funds (the “Expense Universe”), the information for which was derived in part from fund financial statements available to Lipper as of the date of its analysis. The Contracts Review Committee and the Independent Trustees previously had reviewed and discussed the methodology Lipper used to select the Performance Groups, Expense Groups and Expense Universes. The Board noted that the Performance Groups, Expense Groups and Expense Universes included only pure-index exchange traded funds (“ETFs”) as comparison funds, except that the Performance Groups, Expense Groups and Expense Universes for certain of the actively-managed Funds included a mix of pure-index and actively-managed ETFs. The Board also noted that due to the special characteristics of certain Funds, there are limitations in providing comparable funds in the Performance Groups, Expense Groups and Expense Universes, and the information in the Lipper reports may or may not provide meaningful direct comparisons to the Funds.

The Board discussed the index Funds’ performance, noting also the index Funds that seek to track their own WisdomTree benchmark index. During the prior year, the Board received periodic reports on the Funds’ performance in comparison to their relevant benchmark indexes. The Board also discussed the performance of the actively-managed Funds and noted that total return performance of the Funds was variously above, at and below the relevant Performance Group medians for the time periods measured, with certain Funds generally ranking above the relevant Performance Group medians for the various periods and other Funds generally ranking below the relevant Performance Group medians for the various periods. In response to questions from the Independent Trustees, WTAM representatives discussed the relative performance of the Funds and the factors affecting such performance. On that basis, the Board determined to monitor carefully in the coming year disparities in performance — both positive and negative — but did not believe that the disparities in the past reflected any characteristics requiring immediate action by WTAM or a Sub-Adviser.

The Board also reviewed the range of actual management fees and total expenses of the Expense Group funds and, with respect to total expenses, Expense Universe funds, as well as the advisory fees and total expenses of certain funds not included in the Lipper reports that WTAM considers to be significant competitors of the Funds, and discussed the results of the comparisons. With respect to comparisons of actual management fees, the Board noted the Funds’ unitary fee structure and that the Expense Groups and Expense Universes included both ETFs with and without a unitary fee structure. The Board also noted that certain comparison funds in certain Expense Groups and Expense Universes benefited from waivers of their entire management fee and reimbursement of certain operating expenses. The Board noted that the Funds’ actual management fees and total expenses generally were within 10 basis points of the actual management fees and total expenses of the funds in their respective Expense Groups and Expense Universes. In those specific instances where a Fund’s actual management fees or total expenses departed more significantly from comparative funds, the Independent Trustees sought explanations from WTAM, which generally attributed the disparities to the limitations within peer data (including actively-managed Funds with a peer group that included index-based funds), the unique attributes of a Fund or certain comparison funds and temporary fee waivers in place for marketing or other reasons.

The Board considered the fees to the Sub-Advisers in relation to the fees paid to WTAM by the Funds and the respective services provided by the Sub-Advisers and WTAM. The Board also noted that the Sub-Advisers’ fees are paid by WTAM (out of its fee paid by the relevant Funds) and not the Funds. The Board considered the meaningful differences in the services that WTAM provides to the Funds as compared to the Sub-Advisers, including that the role of a Sub-Adviser in making investment recommendations with respect to a Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the entrepreneurial and expense risk borne by WTAM that is associated with Funds’ unitary fee structure, which frequently includes minimum fees (such as those to a Sub-Adviser), regardless of whether the asset size of a Fund has grown to a sufficient size.

Based on this review and the other factors considered at the Meeting, the Board concluded that, with respect to each Fund, the Fund’s performance, the fees paid to WTAM and the relevant Sub-Adviser and the Fund’s total expenses supported the Board’s approval of the renewal of the relevant Agreements.

Analysis of Profitability and Economies of Scale. WTAM representatives reviewed the expenses allocated and profit received by WTAM and the resulting profitability percentage for managing each Fund and the aggregate profitability percentage to WTAM for managing the WisdomTree fund complex, and the method used to determine the expenses and profit.

The Board considered the profitability analysis (1) as part of its evaluation of whether the fees under the Agreements bear a reasonable relationship to the mix of services provided by WTAM and the Sub-Advisers, including the nature, extent and quality of such services, and (2) in light of the relevant circumstances for each Fund and the extent to which economies of scale would be realized if the Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders. WTAM


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			131

Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)

representatives noted that a discussion of economies of scale is predicated on a Fund having achieved a substantial size and that, if a Fund’s assets had been decreasing, the possibility that WTAM may have realized any economies of scale would be less. WTAM representatives also noted that, as a result of shared and allocated costs among the WisdomTree funds, the extent of economies of scale could depend substantially on the level of assets in the fund complex as a whole. The Board noted that certain Funds had grown rapidly over a relatively short period of time after longer periods of slow or no growth, during which there were years of losses for WTAM in managing such Funds that had only recently turned profitable and years of substantial cumulative losses to WTAM in managing the fund complex as a whole. WTAM representatives stated that there has been significant volatility in the assets of individual Funds and in the fund complex as a whole over time (including volatility in profitability), although the current trend is positive. WTAM representatives also noted that economies of scale currently are shared with the Funds by way of the unitary fee structure of the Trust, as well as through additional investment in the WisdomTree business. The Board noted that the Contracts Review Committee had focused on the issue of economies of scale during its meetings. The Board also noted that it would continue to monitor the sharing of economies of scale, focusing in particular on Funds that have experienced significant asset growth, to determine the appropriateness of adding breakpoints in the future. The Board also considered potential benefits to WTAM and the Sub-Advisers from acting as investment adviser and sub-advisers, respectively, and noted that there were no soft dollar arrangements in effect for trading the Funds’ investments. Based on this review, the Board concluded that the profitability results were consistent with the services rendered and service levels provided by WTAM and the entrepreneurial risk WTAM has undertaken over time.

* * * * * *

At the conclusion of these discussions, the Board agreed that it had been furnished with sufficient information to make an informed business decision with respect to the renewal of the Agreements. In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its previous knowledge, gained through meetings and other interactions with WTAM and the Sub-Advisers, of the Funds and the services provided to the Funds by WTAM and the Sub-Advisers. The Board also relied on information received on a routine and regular basis throughout the year relating to the operations of the Funds and the investment advisory and other services provided under the Agreements. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the renewal of the Agreements.


132		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (concluded)

Approval of Investment Advisory and Sub-Investment Advisory Agreements with respect to the WisdomTree CBOE S&P 500 PutWrite Strategy Fund

At a meeting of the Board of Trustees (the “Board”) of the WisdomTree Trust (the “Trust”) held on March 23-24, 2015, 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 Investment Advisory Agreement (the “Advisory Agreement”), pursuant to which WisdomTree Asset Management, Inc. (“WTAM”) will provide the WisdomTree CBOE S&P 500 PutWrite Strategy Fund (the “Fund”) with investment advisory services, and the Sub-Advisory Agreement (together with the Advisory Agreement, the “Agreements”), pursuant to which Mellon Capital Management Corporation (the “Sub-Adviser”) will coordinate the investment and reinvestment of the assets of the Fund.

In considering whether to approve the Agreements, the Trustees considered and discussed information and analysis provided by WTAM. The Trustees, a majority of whom are Independent Trustees, were assisted in their review by independent legal counsel and met with counsel in executive session separate from representatives of WTAM and the Sub-Adviser. In considering the approval of the Agreements, 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 to be Provided to the Fund. The Board considered information provided to them at the meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the WisdomTree funds, recognizing WTAM’s and the Sub-Adviser’s operational capabilities and resources. The Board also noted the extensive responsibilities that WTAM will have as investment adviser to the Fund, including the selection of, and supervisory responsibilities and activities over, the Sub-Adviser, including oversight of the Sub-Adviser’s compliance with Fund policies and objectives, oversight of general Fund compliance with federal and state laws and the implementation of Board directives as they relate to the Fund. The Board also considered research support available to, and management capabilities of, the Fund’s management personnel and that WTAM will provide oversight of day-to-day Fund operations, including fund accounting, administration and legal assistance in meeting disclosure and regulatory requirements.

Based on review of this information and the other factors considered at the meeting, the Board concluded that the nature, extent and quality of services to be provided by WTAM and the Sub-Adviser under the Advisory Agreement and Sub-Advisory Agreement, respectively, are adequate and appropriate.

Comparative Analysis of the Fund’s Performance, Advisory Fees and Fund Expenses. As the Fund has not yet commenced operations, the Board was not able to review the Fund’s performance. The Board discussed with representatives of WTAM and the Sub-Adviser the portfolio management team and the investment strategies to be employed in the management of the Fund’s assets. The Board noted the reputation and experience of WTAM and the Sub-Adviser.

The Board considered the fees to be paid to WTAM by the Fund. The Board examined the fee to be paid 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 also considered the fee to be paid to the Sub-Adviser in relation to the fee to be paid to WTAM by the Fund and the respective services to be provided by the Sub-Adviser and WTAM. The Board also noted the Sub-Adviser’s fees will be paid by WTAM (out of its fees from the Fund) and not the Fund. Based on this review, the Board concluded that the fees to be paid to WTAM and the Sub-Adviser were reasonable in light of the considerations described above.

Analysis of Profitability and Economies of Scale. As the Fund has not yet commenced operations, WTAM representatives were not able to review the dollar amount of expenses allocated and profit received by WTAM, or any economies of scale. The Board considered potential benefits to WTAM and the Sub-Adviser from acting as investment adviser and sub-adviser, respectively. The Board also considered the uncertainty of the estimated asset levels and the renewal requirements for advisory agreements and their ability to review the advisory fees annually after the initial term of the Agreements. The Board determined that because the Fund had not yet commenced operations, economies of scale were not a factor, but, to the extent in the future it were determined that material economies of scale had not been shared with the Fund, the Board would seek to have those economies of scale shared with the Fund in connection with future renewals.

* * * * * *

In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its knowledge, gained through meetings and other interactions with WTAM and the Sub-Adviser, of other funds advised by WTAM and the Sub-Adviser. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the Agreements.


WisdomTree Currency Strategy, Fixed Income and Alternative Funds			133

General Information (unaudited)

Proxy Voting Policies, Procedures and Record

A complete copy of the Proxy Voting Policy may be obtained 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


134		WisdomTree Currency Strategy, Fixed Income and Alternative Funds

The WisdomTree Family of Funds

The following is a list of WisdomTree Funds being offered, along with their respective ticker symbols, as of February 29, 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 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 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 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.

WTGM-1300

Item 2. Code of Ethics.

Not applicable.

Item 3. Audit Committee Financial Expert.

Not applicable.

Item 4. Principal Accountant Fees and Services.

Not applicable.

Item 5. Audit Committee of Listed registrants.

Not applicable.

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)		Not applicable.

(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: May 6, 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: May 6, 2016

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

Date: May 6, 2016