Edgar Filing: WisdomTree Trust

TOTAL INVESTMENTS IN SECURITIES - 97.8%

(Cost: $689,760,733)

558,632,602

Cash, Foreign Currency and Other Assets in Excess of Liabilities - 2.2%

NET ASSETS - 100.0%

571,311,154

WisdomTree Trust

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number 811-21864

WisdomTree Trust

(Exact name of registrant as specified in charter)

245 Park Avenue, 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: May 31, 2015

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

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

Item 1. Schedule of Investments.

The Schedule(s) of Investments is attached herewith.

Schedule of Investments (unaudited)

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

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 97.5%

U.S. Treasury Bills - 97.5%
U.S. Treasury Bills
0.01%, 6/11/15*	$	70,000,000	$	69,999,930
0.01%, 7/2/15*		67,600,000		67,599,730
0.01%, 7/9/15*		57,200,000		57,200,000
0.01%, 7/23/15*		63,500,000		63,499,555
0.01%, 8/13/15*		60,000,000		60,000,000
0.02%, 8/27/15*		60,000,000		59,999,280
0.03%, 9/17/15*		58,800,000		58,796,884
0.08%, 10/22/15*		62,700,000		62,694,420
0.06%, 11/19/15*		16,500,000		16,495,693

TOTAL INVESTMENTS IN SECURITIES - 97.5% (Cost: $516,262,166)				516,285,492
Cash and Other Assets in Excess of Liabilities - 2.5%				13,386,776

NET ASSETS - 100.0%			$	529,672,268

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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Brazilian Real Strategy Fund (BZF)

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 85.0%

U.S. Treasury Bill - 85.0%
U.S. Treasury Bill 0.02%, 6/18/15* (Cost: $14,999,894)	$	15,000,000	$	14,999,925

REPURCHASE AGREEMENT - 17.9%

United States - 17.9%
Deutsche Bank, tri-party repurchase agreement dated 5/29/15, 0.08% due 6/1/15; Proceeds at maturity - $3,162,021 (fully collateralized by U.S. Treasury Bond, 5.38% due 2/15/31; Market value - $3,225,312) (Cost: $3,162,000)		3,162,000		3,162,000

TOTAL INVESTMENTS IN SECURITIES - 102.9% (Cost: $18,161,894)				18,161,925
Liabilities in Excess of Cash and Other Assets - (2.9)%				(507,960	)

NET ASSETS - 100.0%			$	17,653,965

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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

May 31, 2015


Investments	Principal Amount			Value
U.S. GOVERNMENT OBLIGATIONS - 47.7%

U.S. Treasury Bills - 47.7%
U.S. Treasury Bills
0.01%, 7/9/15*	$	27,000,000		$	27,000,000
0.01%, 8/20/15*		26,858,000			26,857,705

TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $53,857,127)					53,857,705

TIME DEPOSITS - 20.2%

China - 20.2%
Barclays Capital, Inc.
2.60%, 6/12/15		35,186,720	CNH		5,672,944
BNP Paribas S.A.
2.77%, 6/12/15		35,233,675	CNH		5,680,514
Deutsche Bank AG
2.94%, 6/12/15		35,242,962	CNH		5,682,012
Standard Chartered Bank
2.20%, 6/12/15		35,223,575	CNH		5,678,886

TOTAL TIME DEPOSITS (Cost: $22,692,588)					22,714,356

REPURCHASE AGREEMENT - 31.1%

United States - 31.1%
Citigroup, Inc., tri-party repurchase agreement dated 5/29/15, 0.11% due 6/1/15; Proceeds at maturity - $35,130,322 (fully collateralized by U.S. Treasury Note, 0.13% due 1/15/22; Market value - $35,832,694) (Cost: $35,130,000)	$	35,130,000			35,130,000

TOTAL INVESTMENTS IN SECURITIES - 99.0% (Cost: $111,679,715)					111,702,061
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 1.0%					1,174,678

NET ASSETS - 100.0%				$	112,876,739

Principal amount is reported in U.S. dollars, except for those denoted in the following currencies:



CNH	-	Offshore Chinese renminbi

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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Commodity Currency Strategy Fund (CCX)

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 71.5%

U.S. Treasury Bill - 71.5%
U.S. Treasury Bill 0.01%, 7/23/15* (Cost: $4,899,958)	$	4,900,000	$	4,899,966

REPURCHASE AGREEMENT - 28.0%

United States - 28.0%
Citigroup, Inc., tri-party repurchase agreement dated 5/29/15, 0.11% due 6/1/15; Proceeds at maturity - $1,915,018 (fully collateralized by U.S. Treasury Note, 0.25% due 1/15/25; Market value - $1,953,366) (Cost: $1,915,000)		1,915,000		1,915,000

TOTAL INVESTMENTS IN SECURITIES - 99.5% (Cost: $6,814,958)				6,814,966
Cash and Other Assets in Excess of Liabilities - 0.5%				35,083

NET ASSETS - 100.0%			$	6,850,049

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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 69.8%

U.S. Treasury Bills - 69.8%
U.S. Treasury Bills
0.01%, 7/9/15*	$	18,000,000	$	18,000,000
0.01%, 8/20/15*		33,436,000		33,435,632

TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $51,435,003)				51,435,632

REPURCHASE AGREEMENT - 28.3%

United States - 28.3%
Citigroup, Inc., tri-party repurchase agreement dated 5/29/15, 0.11% due 6/1/15; Proceeds at maturity - $20,870,191 (fully collateralized by U.S. Treasury Notes, 0.13% - 0.25% due 1/15/22 - 1/15/25; Market value - $21,287,471) (Cost: $20,870,000)		20,870,000		20,870,000

TOTAL INVESTMENTS IN SECURITIES - 98.1% (Cost: $72,305,003)				72,305,632
Cash and Other Assets in Excess of Liabilities - 1.9%				1,376,241

NET ASSETS - 100.0%			$	73,681,873

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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Indian Rupee Strategy Fund (ICN)

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 69.2%

U.S. Treasury Bill - 69.2%
U.S. Treasury Bill 0.01%, 7/23/15* (Cost: $8,772,924)	$	8,773,000	$	8,772,939

REPURCHASE AGREEMENT - 29.5%

United States - 29.5%
Citigroup, Inc., tri-party repurchase agreement dated 5/29/15, 0.11% due 6/1/15; Proceeds at maturity - $3,740,034 (fully collateralized by U.S. Treasury Note, 0.25% due 1/15/25; Market value - $3,814,816) (Cost: $3,740,000)		3,740,000		3,740,000

TOTAL INVESTMENTS IN SECURITIES - 98.7% (Cost: $12,512,924)				12,512,939
Cash and Other Assets in Excess of Liabilities - 1.3%				166,754

NET ASSETS - 100.0%			$	12,679,693

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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Asia Local Debt Fund (ALD)

May 31, 2015


Investments	Principal Amount			Value
FOREIGN CORPORATE BONDS - 4.8%

Indonesia - 0.7%
Export-Import Bank of Korea
8.40%, 7/6/16, Reg S		5,410,000,000	IDR	$	403,663

Taiwan - 4.1%
Export-Import Bank of Korea
0.70%, 7/1/16, Reg S		69,000,000	TWD		2,241,663

TOTAL FOREIGN CORPORATE BONDS (Cost: $2,821,443)					2,645,326

FOREIGN GOVERNMENT AGENCIES - 9.0%

Australia - 7.9%
Queensland Treasury Corp.
6.00%, 7/21/22, Series 22, Reg S		2,095,000	AUD		1,920,919
Western Australian Treasury Corp.
7.00%, 10/15/19, Series 19		2,698,000	AUD		2,450,740

Total Australia					4,371,659

New Zealand - 1.1%
Queensland Treasury Corp.
7.13%, 9/18/17, Reg S		802,000	NZD		615,485

TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $5,880,758)					4,987,144

FOREIGN GOVERNMENT OBLIGATIONS - 60.4%

China - 4.0%
China Government Bond
2.48%, 12/1/20		7,500,000	CNY		1,172,861
2.36%, 8/18/21, Reg S		2,500,000	CNY		383,937
3.10%, 6/29/22		2,500,000	CNY		398,524
3.48%, 6/29/27, Reg S		1,500,000	CNY		243,215

Total China					2,198,537

Hong Kong - 6.2%
Hong Kong Government Bond
1.51%, 2/24/27		4,700,000	HKD		597,761
Hong Kong Government Bond Programme
2.46%, 8/4/21		17,150,000	HKD		2,354,673
1.10%, 1/17/23		4,000,000	HKD		499,647

Total Hong Kong					3,452,081

Indonesia - 3.2%
Indonesia Treasury Bond
12.80%, 6/15/21, Series FR34		10,745,000,000	IDR		993,739
7.00%, 5/15/22, Series FR61		10,623,000,000	IDR		757,344

Total Indonesia					1,751,083

Malaysia - 12.3%
Malaysia Government Bond
4.01%, 9/15/17, Series 0210		6,377,000	MYR		1,764,976
3.26%, 3/1/18, Series 0213		14,085,000	MYR		3,820,293
4.38%, 11/29/19, Series 0902		4,405,000	MYR		1,238,655

Total Malaysia					6,823,924

New Zealand - 0.9%
New Zealand Government Bond
5.00%, 3/15/19, Series 319, Reg S		694,000	NZD		527,335

Philippines - 6.3%
Philippine Government Bond
5.00%, 8/18/18, Series 7-51		17,850,000	PHP		424,044
Philippine Government International Bond
4.95%, 1/15/21		65,000,000	PHP		1,554,300
3.90%, 11/26/22		49,000,000	PHP		1,107,344
6.25%, 1/14/36		15,000,000	PHP		391,704

Total Philippines					3,477,392

Singapore - 12.5%
Singapore Government Bond
2.50%, 6/1/19		1,490,000	SGD		1,144,770
2.25%, 6/1/21		2,864,000	SGD		2,151,707
3.00%, 9/1/24		1,960,000	SGD		1,531,700
2.88%, 7/1/29		2,732,000	SGD		2,073,942

Total Singapore					6,902,119

South Korea - 10.5%
Korea Treasury Bond
5.75%, 9/10/18, Series 1809		3,050,130,000	KRW		3,096,725
3.50%, 3/10/24, Series 2403		2,750,000,000	KRW		2,724,283

Total South Korea					5,821,008

Thailand - 4.5%
Thailand Government Bond
3.25%, 6/16/17		33,114,000	THB		1,019,618
2.80%, 10/10/17		48,767,000	THB		1,493,401

Total Thailand					2,513,019

TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $37,297,980)					33,466,498

SUPRANATIONAL BONDS - 19.5%
Asian Development Bank
6.25%, 3/5/20		1,311,000	AUD		1,165,828
2.85%, 10/21/20		8,000,000	CNY		1,266,141
EUROFIMA
5.63%, 10/24/16		2,270,000	AUD		1,818,157
European Investment Bank
7.20%, 7/9/19, Reg S		15,800,000,000	IDR		1,147,185
Inter-American Development Bank
5.00%, 7/24/15		54,600,000	INR		852,646
International Finance Corp.
8.25%, 6/10/21		145,540,000	INR		2,433,557
Nordic Investment Bank
3.50%, 1/30/18		3,000,000	NZD		2,132,583


TOTAL SUPRANATIONAL BONDS (Cost: $12,082,344)					10,816,097

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Asia Local Debt Fund (ALD)

May 31, 2015


TOTAL INVESTMENTS IN SECURITIES - 93.7% (Cost: $58,082,525)		51,915,065
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 6.3%		3,471,392

NET ASSETS - 100.0%	$	55,386,457

Principal amount is reported in U.S. dollars, except for those denoted in the following currencies:


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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

May 31, 2015


Investments	Principal Amount		Value
FOREIGN GOVERNMENT AGENCIES - 41.6%

Australia - 41.6%
Australian Capital Territory
5.50%, 6/7/18		850,000 AUD	$	714,028
KFW
6.25%, 12/4/19		552,000 AUD		487,520
2.75%, 4/16/20, Reg S		1,000,000 AUD		767,355
6.25%, 5/19/21		800,000 AUD		725,472
4.00%, 2/27/25, Reg S		2,000,000 AUD		1,622,428
Landwirtschaftliche Rentenbank
5.50%, 3/29/22		2,800,000 AUD		2,476,098
4.25%, 1/24/23, Series 15		1,400,000 AUD		1,153,940
New South Wales Treasury Corp.
5.50%, 3/1/17, Series 17		224,000 AUD		181,877
6.00%, 2/1/18, Series 18		496,600 AUD		418,823
6.00%, 5/1/20, Series 520		3,340,000 AUD		2,986,043
Northern Territory Treasury Corp.
4.75%, 9/20/18		300,000 AUD		247,859
Queensland Treasury Corp.
6.00%, 9/14/17, Series 17, Reg S		396,000 AUD		330,022
5.50%, 6/21/21, Series 21, Reg S		3,120,000 AUD		2,753,401
5.75%, 7/22/24, Series 24, Reg S		825,000 AUD		757,727
South Australian Government Financing Authority
5.75%, 9/20/17, Series 17		1,475,000 AUD		1,220,734
5.00%, 5/20/21, Series 21		2,500,000 AUD		2,150,679
Tasmanian Public Finance
5.00%, 9/20/17, Series 17		4,000,000 AUD		3,257,523
Treasury Corp. of Victoria
5.50%, 11/15/18, Series 1118		644,000 AUD		547,711
6.00%, 10/17/22, Series 1022		5,080,000 AUD		4,737,914
5.50%, 12/17/24, Series 1224		895,000 AUD		828,110
Western Australian Treasury Corp.
8.00%, 7/15/17, Series 17		140,000 AUD		120,162
7.00%, 10/15/19, Series 19		100,000 AUD		90,835
7.00%, 7/15/21, Series 21		5,000,000 AUD		4,722,310
6.00%, 10/16/23, Series 23		1,922,800 AUD		1,777,122

TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $37,804,895)				35,075,693

FOREIGN GOVERNMENT OBLIGATIONS - 32.8%

Australia - 21.0%
Australia Government Bond
4.25%, 7/21/17, Series 135, Reg S		4,110,000 AUD		3,302,403
5.50%, 1/21/18, Series 132, Reg S		158,000 AUD		132,203
3.25%, 10/21/18, Series 141, Reg S		4,050,000 AUD		3,232,706
5.25%, 3/15/19, Series 122, Reg S		1,386,000 AUD		1,188,465
4.50%, 4/15/20, Series 126, Reg S		2,450,000 AUD		2,083,290
5.75%, 5/15/21, Series 124, Reg S		3,120,000 AUD		2,847,583
5.75%, 7/15/22, Series 128, Reg S		1,845,000 AUD		1,716,212
5.50%, 4/21/23, Series 133, Reg S		960,000 AUD		890,025
3.25%, 4/21/25, Series 139, Reg S		1,550,000 AUD		1,239,924
4.75%, 4/21/27, Series 136, Reg S		350,000 AUD		319,038
4.50%, 4/21/33, Series 140, Reg S		900,000 AUD		817,299

Total Australia				17,769,148

New Zealand - 11.8%
New Zealand Government Bond
6.00%, 12/15/17, Series 1217, Reg S		1,984,000 NZD		1,513,353
5.00%, 3/15/19, Series 319, Reg S		2,655,000 NZD		2,017,397
3.00%, 4/15/20, Series 420, Reg S^(a)		1,915,000 NZD		1,351,582
6.00%, 5/15/21, Series 521, Reg S		2,565,000 NZD		2,097,812
5.50%, 4/15/23, Series 423, Reg S		810,000 NZD		660,241
5.50%, 4/15/23, Series 423, Reg S^(a)		1,740,000 NZD		1,418,297
4.50%, 4/15/27, Series 427, Reg S		1,140,000 NZD		878,751

Total New Zealand				9,937,433

TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $29,878,736)				27,706,581

SUPRANATIONAL BONDS - 24.6%
African Development Bank
5.25%, 3/23/22		1,889,000 AUD		1,638,541
4.75%, 3/6/24, Series GDIF		650,000 AUD		552,831
Asian Development Bank
6.00%, 2/22/18		720,000 AUD		604,725
5.00%, 3/9/22		3,050,000 AUD		2,629,014
3.75%, 3/12/25		300,000 AUD		239,748
European Investment Bank
6.13%, 1/23/17		977,000 AUD		795,083
6.50%, 8/7/19		795,000 AUD		701,853
3.40%, 3/10/21^(b)		3,362,000 AUD		2,126,863
Inter-American Development Bank
6.50%, 8/20/19		1,872,000 AUD		1,660,994
3.25%, 2/7/20		3,150,000 AUD		2,477,549
International Bank for Reconstruction & Development
5.75%, 10/21/19, Series GDIF		4,225,000 AUD		3,663,363
International Finance Corp.
5.75%, 7/28/20		4,121,000 AUD		3,620,737

TOTAL SUPRANATIONAL BONDS (Cost: $21,971,602)				20,711,301

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Australia & New Zealand Debt Fund (AUNZ)

May 31, 2015


Investments	Shares		Value
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 2.3%

United States - 2.3%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(c) (Cost: $1,972,044)^(d)		1,972,044	$	1,972,044

TOTAL INVESTMENTS IN SECURITIES - 101.3% (Cost: $91,627,277)				85,465,619
Liabilities in Excess of Cash, Foreign Currency and Other Assets - (1.3)%				(1,094,802	)

NET ASSETS - 100.0%			$	84,370,817

Principal amount is reported in U.S. dollars, except for those denoted in the following currencies:



AUD	-	Australian dollar
NZD	-	New Zealand dollar

^(a)	Security, or portion thereof, was on loan at May 31, 2015 (See Note 2).

^(b)	Represents a zero coupon bond. Rate shown reflects the effective yield as of May 31, 2015.

^(c)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(d)

At May 31, 2015, the total market value of the Fund’s securities on loan was $1,926,463 and the total market value of the collateral held by the Fund was $1,972,044. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.


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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT AGENCIES - 34.5%

Federal Home Loan Mortgage Corporation - 8.6%
2.38%, 1/13/22^(a)	$	619,000	$	635,850
4.00%, 6/1/34		183,602		197,854
3.50%, 10/1/34		181,530		190,727
4.00%, 12/1/43		76,060		81,157
4.00%, 6/1/45^(b)		540,000		576,077
4.50%, 6/1/45^(b)		585,000		635,548

Total Federal Home Loan Mortgage Corporation				2,317,213

Federal National Mortgage Association - 19.3%
0.88%, 5/21/18		465,000		462,868
4.00%, 7/1/19		69,441		73,188
4.00%, 7/1/26		34,051		36,331
3.50%, 12/1/26		38,072		40,488
5.50%, 2/1/28		126,636		144,119
2.50%, 8/1/28		41,667		42,789
3.00%, 11/1/28		41,735		43,704
3.00%, 7/1/29		88,542		92,609
2.50%, 6/1/30^(b)		340,000		347,581
3.00%, 6/1/30^(b)		120,000		125,386
3.50%, 6/1/30^(b)		245,000		259,872
4.00%, 6/1/30^(b)		170,000		179,171
3.50%, 7/1/34		167,736		176,569
3.50%, 8/1/34		148,463		156,318
4.00%, 8/1/34		89,968		97,071
4.50%, 10/1/41		81,903		89,208
3.50%, 6/1/42		86,058		90,092
3.00%, 8/1/43		92,720		94,217
4.00%, 11/1/43		73,579		78,561
3.00%, 6/1/45^(b)		495,000		501,932
3.50%, 6/1/45^(b)		480,000		501,750
4.00%, 6/1/45^(b)		575,000		614,071
4.50%, 6/1/45^(b)		480,000		521,955
5.00%, 6/1/45^(b)		405,000		450,563

Total Federal National Mortgage Association				5,220,413

Government National Mortgage Association - 6.6%
5.00%, 2/20/43		133,698		149,691
5.00%, 11/20/43		238,688		263,278
5.00%, 12/20/43		241,575		267,300
3.50%, 8/20/44		254,344		267,717
5.00%, 8/20/44		155,647		172,187
3.50%, 6/1/45^(b)		275,000		288,884
4.00%, 6/1/45^(b)		360,000		383,337

Total Government National Mortgage Association				1,792,394

TOTAL U.S. GOVERNMENT AGENCIES (Cost: $9,256,089)				9,330,020

U.S. GOVERNMENT OBLIGATIONS - 26.4%

U.S. Treasury Bonds - 5.2%
U.S. Treasury Bond
4.50%, 2/15/36		436,000		566,902
4.38%, 5/15/40		290,700		372,868
3.63%, 8/15/43		410,500		472,557

Total U.S. Treasury Bonds				1,412,327

U.S. Treasury Note - 21.2%
U.S. Treasury Note
0.63%, 7/15/16		5,715,900		5,733,762

TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $7,075,850)				7,146,089

CORPORATE BONDS - 24.3%

United States - 24.3%
21st Century Fox America, Inc.
6.65%, 11/15/37		70,000		89,132
American International Group, Inc.
4.88%, 6/1/22		305,000		340,906
Amgen, Inc.
5.15%, 11/15/41		85,000		91,346
Anthem, Inc.
4.65%, 1/15/43		100,000		102,491
AT&T, Inc.
4.35%, 6/15/45		118,000		105,610
Bank of America Corp.
2.60%, 1/15/19		285,000		289,793
Burlington Northern Santa Fe LLC
4.70%, 10/1/19^(a)		225,500		251,169
Comcast Corp.
6.45%, 3/15/37		151,000		191,565
DIRECTV Holdings LLC
3.80%, 3/15/22		162,000		166,764
Dow Chemical Co. (The)
4.25%, 11/15/20		203,000		220,247
Duke Energy Florida, Inc.
6.40%, 6/15/38		56,500		75,021
Enterprise Products Operating LLC
3.35%, 3/15/23^(a)		192,000		192,676
Freeport-McMoRan, Inc.
3.88%, 3/15/23		18,000		16,965
General Electric Capital Corp.
5.50%, 1/8/20		217,000		250,050
Goldman Sachs Group, Inc. (The)
7.50%, 2/15/19		278,000		329,586
Hartford Financial Services Group, Inc. (The)
5.13%, 4/15/22		272,000		305,817
JPMorgan Chase & Co.
3.20%, 1/25/23		245,000		246,206
Kinder Morgan Energy Partners LP
5.50%, 3/1/44		49,000		47,879
Morgan Stanley
2.13%, 4/25/18		265,000		267,251
Norfolk Southern Corp.
3.00%, 4/1/22		205,000		207,364
Oncor Electric Delivery Co. LLC
7.00%, 9/1/22		232,000		292,581
Oracle Corp.
6.50%, 4/15/38^(a)		70,000		90,648

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2015


Investments	Principal Amount		Value
PepsiCo, Inc.
4.50%, 1/15/20	$	245,000	$	272,631
Pfizer, Inc.
7.20%, 3/15/39		70,000		99,489
Philip Morris International, Inc.
4.88%, 11/15/43^(a)		151,000		162,279
Plains All American Pipeline LP
3.65%, 6/1/22		187,500		192,739
Public Service Electric & Gas Co.
2.38%, 5/15/23		143,000		139,626
Southern California Edison Co.
4.65%, 10/1/43		127,000		138,492
Time Warner Cable, Inc.
6.75%, 6/15/39		62,500		68,708
Time Warner, Inc.
7.63%, 4/15/31		164,000		220,283
United Technologies Corp.
6.13%, 2/1/19^(a)		193,500		222,689
4.50%, 6/1/42^(a)		32,000		33,349
Verizon Communications, Inc.
6.55%, 9/15/43		156,000		190,164
Wal-Mart Stores, Inc.
6.20%, 4/15/38^(a)		185,000		238,983
Wells Fargo & Co.
4.13%, 8/15/23^(a)		195,000		206,802
Xerox Corp.
6.35%, 5/15/18^(a)		192,000		215,590

TOTAL CORPORATE BONDS (Cost: $6,569,161)				6,572,891

FOREIGN CORPORATE BONDS - 2.7%

Belgium - 0.8%
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20		183,000		208,895

Canada - 0.7%
Nexen Energy ULC
6.40%, 5/15/37		154,000		189,571

Mexico - 0.4%
Petroleos Mexicanos
6.00%, 3/5/20^(a)		111,000		125,685

United Kingdom - 0.8%
HSBC Holdings PLC
5.10%, 4/5/21^(a)		183,000		207,373

TOTAL FOREIGN CORPORATE BONDS (Cost: $725,766)				731,524

FOREIGN GOVERNMENT OBLIGATIONS - 1.8%

Brazil - 0.7%
Brazilian Government International Bond
10.13%, 5/15/27		123,000		188,190

Italy - 0.5%
Italy Government International Bond
5.38%, 6/15/33		114,000		133,287

Mexico - 0.6%
Mexico Government International Bond
4.00%, 10/2/23		157,000		164,065

TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $490,370)				485,542

SUPRANATIONAL BOND - 2.0%
European Investment Bank 4.00%, 2/16/21 (Cost: $518,937)		470,000		527,508

COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.8%

United States - 3.8%
Citigroup Commercial Mortgage Trust
1.99%, 4/10/46, Series 2013-GC11, Class A2		10,000		10,125
COMM Mortgage Trust
1.34%, 7/10/45, Series 2013-CR9, Class A1		14,219		14,254
3.60%, 5/10/47, Series 2014-CR17, Class ASB		135,000		143,125
3.08%, 2/10/48, Series 2015-DC1, Class A4		100,000		101,560
GS Mortgage Securities Trust
4.24%, 8/10/46, Series 2013-GC14, Class A5		110,000		122,350
JPMBB Commercial Mortgage Securities Trust
4.08%, 2/15/47, Series 2014-C18, Class A5		80,000		87,370
3.05%, 4/15/47, Series 2014-C19, Class A2		120,000		125,433
JPMorgan Chase Commercial Mortgage Securities Trust
2.67%, 1/15/46, Series 2013-C13, Class A2		30,000		30,963
Morgan Stanley Bank of America Merrill Lynch Trust
3.07%, 2/15/48, Series 2015-C20, Class ASB		110,000		113,446
3.13%, 12/15/48, Series 2013-C8, Class A4		130,000		134,839
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4		120,000		131,177

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $992,798)				1,014,642

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2015


Investments	Principal Amount		Value
MUNICIPAL BOND - 0.8%

United States - 0.8%
State of California 7.55%, 4/1/39 (Cost: $199,072)	$	135,000	$	204,047


	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 5.9%

United States - 5.9%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(c) (Cost: $1,598,368)^(d)		1,598,368		1,598,368

TOTAL INVESTMENTS IN SECURITIES - 102.2% (Cost: $27,426,411)				27,610,631
Liabilities in Excess of Cash and Other Assets - (2.2)%				(595,263	)

NET ASSETS - 100.0%			$	27,015,368

^(a)	Security, or portion thereof, was on loan at May 31, 2015 (See Note 2).

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

^(c)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(d)

At May 31, 2015, the total market value of the Fund’s securities on loan was $1,918,209 and the total market value of the collateral held by the Fund was $1,975,236. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $376,868. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT AGENCIES - 34.6%

Federal Home Loan Mortgage Corporation - 7.8%
2.38%, 1/13/22^(a)	$	1,602,000	$	1,645,608
4.00%, 5/1/34		278,413		299,895
4.00%, 12/1/43		76,060		81,157
4.00%, 6/1/45^(b)		1,170,000		1,248,166
4.50%, 6/1/45^(b)		1,200,000		1,303,688

Total Federal Home Loan Mortgage Corporation				4,578,514

Federal National Mortgage Association - 20.9%
0.88%, 5/21/18		1,303,000		1,297,025
4.00%, 8/1/18		41,094		43,312
4.00%, 7/1/19		133,421		140,620
5.50%, 10/1/25		142,677		161,370
4.00%, 7/1/26		34,051		36,331
3.50%, 12/1/26		38,072		40,488
2.50%, 8/1/28		41,667		42,789
3.00%, 11/1/28		41,735		43,704
3.00%, 7/1/29		177,084		185,218
4.50%, 9/1/29		270,454		294,450
2.50%, 6/1/30^(b)		600,000		613,379
3.00%, 6/1/30^(b)		400,000		417,953
3.50%, 6/1/30^(b)		575,000		609,904
4.00%, 6/1/30^(b)		340,000		358,342
3.50%, 8/1/33		41,842		44,152
4.00%, 5/1/34		167,826		181,073
3.50%, 7/1/34		272,572		286,925
4.00%, 8/1/34		719,745		776,569
4.50%, 9/1/39		75,769		82,601
3.50%, 6/1/42		86,058		90,092
3.00%, 8/1/43		92,720		94,217
4.00%, 11/1/43		73,579		78,561
3.00%, 6/1/45^(b)		1,200,000		1,216,805
3.50%, 6/1/45^(b)		1,195,000		1,249,148
4.00%, 6/1/45^(b)		1,200,000		1,281,539
4.50%, 6/1/45^(b)		1,200,000		1,304,888
5.00%, 6/1/45^(b)		1,150,000		1,279,375

Total Federal National Mortgage Association				12,250,830

Government National Mortgage Association - 5.9%
5.00%, 2/20/43		133,698		149,691
5.00%, 11/20/43		358,031		394,918
5.00%, 12/20/43		362,362		400,950
5.00%, 4/20/44		380,462		420,963
3.50%, 7/20/44		413,489		435,229
4.00%, 7/20/44		224,220		238,971
5.00%, 7/20/44		81,423		89,269
3.50%, 8/20/44		508,689		535,434
4.00%, 8/20/44		233,017		248,347
5.00%, 8/20/44		73,688		81,518
3.50%, 6/1/45^(b)		200,000		210,098
4.00%, 6/1/45^(b)		250,000		266,206

Total Government National Mortgage Association				3,471,594

TOTAL U.S. GOVERNMENT AGENCIES (Cost: $20,132,784)				20,300,938

U.S. GOVERNMENT OBLIGATIONS - 29.1%

U.S. Treasury Bonds - 5.8%
U.S. Treasury Bond
4.50%, 2/15/36^(a)		397,000		516,193
4.38%, 5/15/40		563,800		723,162
2.88%, 5/15/43		875,000		875,342
3.63%, 8/15/43		1,127,900		1,298,407

Total U.S. Treasury Bonds				3,413,104

U.S. Treasury Notes - 23.3%
U.S. Treasury Note
0.38%, 3/31/16		1,126,000		1,127,320
1.75%, 5/31/16		1,345,000		1,364,334
0.63%, 7/15/16		11,113,700		11,148,430

Total U.S. Treasury Notes				13,640,084

TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $16,805,659)				17,053,188

CORPORATE BONDS - 23.0%

United States - 23.0%
21st Century Fox America, Inc.
6.65%, 11/15/37		165,000		210,096
American International Group, Inc.
4.88%, 6/1/22		317,000		354,319
Amgen, Inc.
5.15%, 11/15/41		169,000		181,617
Anthem, Inc.
4.65%, 1/15/43		171,000		175,259
AT&T, Inc.
4.35%, 6/15/45		148,000		132,460
Bank of America Corp.
2.60%, 1/15/19		607,000		617,208
Burlington Northern Santa Fe LLC
4.70%, 10/1/19^(a)		395,500		440,520
Capital One Financial Corp.
6.15%, 9/1/16		451,000		478,755
Citigroup, Inc.
8.13%, 7/15/39		111,000		167,832
Comcast Corp.
6.45%, 3/15/37		262,000		332,385
DIRECTV Holdings LLC
3.80%, 3/15/22		301,000		309,852
Dow Chemical Co. (The)
4.25%, 11/15/20		434,000		470,873
Duke Energy Florida, Inc.
6.40%, 6/15/38		135,500		179,918
Enterprise Products Operating LLC
3.35%, 3/15/23^(a)		256,000		256,901
Freeport-McMoRan, Inc.
3.88%, 3/15/23		291,000		274,273
General Electric Capital Corp.
5.50%, 1/8/20		447,000		515,079
Goldman Sachs Group, Inc. (The)
7.50%, 2/15/19		491,000		582,111
Hartford Financial Services Group, Inc. (The)
5.13%, 4/15/22		394,000		442,986

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

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

May 31, 2015


Investments	Principal Amount		Value
JPMorgan Chase & Co.
3.20%, 1/25/23	$	438,000	$	440,155
5.50%, 10/15/40		92,000		107,347
Kinder Morgan Energy Partners LP
5.50%, 3/1/44		169,000		165,133
Morgan Stanley
2.13%, 4/25/18		556,000		560,724
Norfolk Southern Corp.
3.00%, 4/1/22		492,000		497,673
Oncor Electric Delivery Co. LLC
7.00%, 9/1/22		327,000		412,388
Oracle Corp.
6.50%, 4/15/38^(a)		156,000		202,015
PepsiCo, Inc.
4.50%, 1/15/20		453,000		504,089
Pfizer, Inc.
7.20%, 3/15/39		216,000		306,994
Philip Morris International, Inc.
4.88%, 11/15/43		206,000		221,387
Plains All American Pipeline LP
3.65%, 6/1/22		295,500		303,757
Prudential Financial, Inc.
6.63%, 12/1/37, Series D		229,000		292,662
Public Service Electric & Gas Co.
2.38%, 5/15/23		433,000		422,784
Southern California Edison Co.
4.65%, 10/1/43		277,000		302,064
Time Warner Cable, Inc.
6.75%, 6/15/39		131,500		144,562
Time Warner, Inc.
7.63%, 4/15/31		283,000		380,123
United Technologies Corp.
6.13%, 2/1/19^(a)		276,500		318,210
4.50%, 6/1/42^(a)		64,000		66,698
Verizon Communications, Inc.
6.55%, 9/15/43		361,000		440,059
Wal-Mart Stores, Inc.
6.20%, 4/15/38^(a)		309,000		399,167
Wells Fargo & Co.
4.13%, 8/15/23^(a)		456,000		483,598
Xerox Corp.
6.35%, 5/15/18^(a)		361,000		405,354

TOTAL CORPORATE BONDS (Cost: $13,474,246)				13,499,387

FOREIGN CORPORATE BONDS - 2.9%

Belgium - 0.8%
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20		413,000		471,440

Canada - 0.2%
Nexen Energy ULC
6.40%, 5/15/37		102,000		125,560

Mexico - 0.6%
Petroleos Mexicanos
6.00%, 3/5/20^(a)		307,000		347,616

Netherlands - 0.2%
Shell International Finance B.V.
5.50%, 3/25/40		111,000		132,304

Spain - 0.2%
Telefonica Emisiones SAU
3.99%, 2/16/16		139,000		141,838

United Kingdom - 0.9%
HSBC Holdings PLC
5.10%, 4/5/21^(a)		444,000		503,134

TOTAL FOREIGN CORPORATE BONDS (Cost: $1,709,114)				1,721,892

FOREIGN GOVERNMENT OBLIGATIONS - 1.8%

Brazil - 0.6%
Brazilian Government International Bond
10.13%, 5/15/27		214,000		327,420

Italy - 0.4%
Italy Government International Bond
5.38%, 6/15/33		200,000		233,837

Mexico - 0.6%
Mexico Government International Bond
4.00%, 10/2/23		337,000		352,165

Turkey - 0.2%
Turkey Government International Bond
7.38%, 2/5/25		90,000		110,250

TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,029,869)				1,023,672

SUPRANATIONAL BOND - 1.5%
European Investment Bank 4.00%, 2/16/21 (Cost: $844,156)		766,000		859,726

COMMERCIAL MORTGAGE-BACKED SECURITIES - 3.6%

United States - 3.6%
Citigroup Commercial Mortgage Trust
1.99%, 4/10/46, Series 2013-GC11, Class A2		35,000		35,437
COMM Mortgage Trust
1.34%, 7/10/45, Series 2013-CR9, Class A1		21,329		21,382
3.60%, 5/10/47, Series 2014-CR17, Class ASB		55,000		58,310
GS Mortgage Securities Trust
4.24%, 8/10/46, Series 2013-GC14, Class A5		265,000		294,752
JPMBB Commercial Mortgage Securities Trust
4.08%, 2/15/47, Series 2014-C18, Class A5		250,000		273,031
3.05%, 4/15/47, Series 2014-C19, Class A2		245,000		256,092

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2015


Investments	Principal Amount		Value
JPMorgan Chase Commercial Mortgage Securities Trust
2.67%, 1/15/46, Series 2013-C13, Class A2	$	75,000	$	77,407
5.42%, 1/15/49, Series 2007-LDPX, Class A3		102,686		108,431
Morgan Stanley Bank of America Merrill Lynch Trust
3.13%, 12/15/48, Series 2013-C8, Class A4		225,000		233,375
UBS Commercial Mortgage Trust
3.00%, 5/10/45, Series 2012-C1, Class AAB		250,000		259,968
UBS-Barclays Commercial Mortgage Trust
3.09%, 8/10/49, Series 2012-C3, Class A4		100,000		103,514
WFRBS Commercial Mortgage Trust
4.02%, 12/15/46, Series 2013-C17, Class A4		205,000		224,094
1.19%, 3/15/47, Series 2014-LC14, Class A1		180,688		180,102

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $2,079,416)				2,125,895

MUNICIPAL BOND - 0.6%

United States - 0.6%
State of California 7.55%, 4/1/39 (Cost: $350,487)		240,000		362,750


	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 3.3%

United States - 3.3%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(c) (Cost: $1,922,677)^(d)		1,922,677		1,922,677

TOTAL INVESTMENTS IN SECURITIES - 100.4% (Cost: $58,348,408)				58,870,125
Liabilities in Excess of Cash and Other Assets - (0.4)%				(223,755	)

NET ASSETS - 100.0%			$	58,646,370

^(a)	Security, or portion thereof, was on loan at May 31, 2015 (See Note 2).

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

^(c)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(d)

At May 31, 2015, the total market value of the Fund’s securities on loan was $2,605,108 and the total market value of the collateral held by the Fund was $2,682,420. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $759,743. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 99.9%

U.S. Treasury Notes - 99.9%
U.S. Treasury Floating Rate Note
0.09%, 7/31/16**	$	371,000	$	371,049
0.07%, 10/31/16**^(a)		371,000		370,956
0.10%, 1/31/17**^(a)		371,000		371,142
0.09%, 4/30/17**		135,000		135,007

TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $1,248,101)				1,248,154


	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 30.6%

United States - 30.6%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(b) (Cost: $381,838)^(c)		381,838		381,838

TOTAL INVESTMENTS IN SECURITIES - 130.5% (Cost: $1,629,939)				1,629,992
Liabilities in Excess of Cash and Other Assets - (30.5)%				(381,008	)

NET ASSETS - 100.0%			$	1,248,984

**	Floating rate note. Coupon shown is in effect at May 31, 2015. Date represents the ultimate maturity date.

^(a)	Security, or portion thereof, was on loan at May 31, 2015 (See Note 2).

^(b)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(c)

At May 31, 2015, the total market value of the Fund’s securities on loan was $374,099 and the total market value of the collateral held by the Fund was $381,838. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2015


Investments	Principal Amount		Value
CORPORATE BONDS - 88.9%

United States - 88.9%
Affinion Group, Inc.
7.88%, 12/15/18^(a)	$	5,000	$	3,525
Alcoa, Inc.
6.75%, 7/15/18^(a)		91,000		103,265
Alere, Inc.
7.25%, 7/1/18		46,000		48,990
Allegheny Technologies, Inc.
9.38%, 6/1/19		50,000		59,625
Ally Financial, Inc.
5.50%, 2/15/17		217,000		227,307
AmeriGas Partners L.P.
6.25%, 8/20/19		35,000		36,313
Associated Materials LLC
9.13%, 11/1/17		90,000		77,400
Atwood Oceanics, Inc.
6.50%, 2/1/20^(a)		40,000		39,200
Avaya, Inc.
7.00%, 4/1/19^(b)		76,000		76,380
Basic Energy Services, Inc.
7.75%, 2/15/19^(a)		40,000		33,800
Best Buy Co., Inc.
5.00%, 8/1/18^(a)		106,000		112,148
Beverages & More, Inc.
10.00%, 11/15/18^(b)		18,000		18,068
Boyd Gaming Corp.
9.13%, 12/1/18		12,000		12,566
Cablevision Systems Corp.
7.75%, 4/15/18		150,000		164,812
Casella Waste Systems, Inc.
7.75%, 2/15/19		123,000		126,997
Chinos Intermediate Holdings A, Inc.
7.75%, 5/1/19^(a)(b)		43,000		37,088
CIT Group, Inc.
5.00%, 5/15/17		220,000		228,646
CNH Industrial Capital LLC
6.25%, 11/1/16^(a)		120,000		126,600
Constellation Brands, Inc.
7.25%, 5/15/17		67,000		73,826
D.R. Horton, Inc.
3.63%, 2/15/18		66,000		67,733
Dell, Inc.
3.10%, 4/1/16^(a)		86,000		86,937
DISH DBS Corp.
4.25%, 4/1/18		182,000		187,460
Dole Food Co., Inc.
7.25%, 5/1/19^(a)(b)		70,000		72,450
EPL Oil & Gas, Inc.
8.25%, 2/15/18^(a)		4,000		2,830
EV Energy Partners L.P.
8.00%, 4/15/19		70,000		67,900
Family Tree Escrow LLC
5.25%, 3/1/20^(b)		66,000		69,548
First Data Corp.
7.38%, 6/15/19^(b)		126,000		131,355
General Motors Co.
3.50%, 10/2/18		210,000		216,363
GenOn Energy, Inc.
7.88%, 6/15/17		150,000		154,275
Global Brass & Copper, Inc.
9.50%, 6/1/19		50,000		54,750
HCA, Inc.
6.50%, 2/15/16		85,000		88,081
Headwaters, Inc.
7.25%, 1/15/19^(a)		99,000		104,445
Hertz Corp. (The)
6.75%, 4/15/19		95,000		98,562
Hexion, Inc.
8.88%, 2/1/18		95,000		87,637
Icahn Enterprises L.P.
4.88%, 3/15/19		66,000		68,228
iHeartCommunications, Inc.
6.88%, 6/15/18		40,000		36,750
9.00%, 12/15/19^(a)		80,000		78,900
International Lease Finance Corp.
8.75%, 3/15/17		225,000		249,187
iStar Financial, Inc.
7.13%, 2/15/18		150,000		159,562
4.88%, 7/1/18		34,000		33,660
KB Home
4.75%, 5/15/19		150,000		150,000
Kinder Morgan Finance Co. LLC
5.70%, 1/5/16^(a)		106,000		108,979
Kinetic Concepts, Inc.
10.50%, 11/1/18		120,000		129,360
L Brands, Inc.
6.90%, 7/15/17		66,000		72,600
Lennar Corp.
4.75%, 12/15/17		150,000		156,375
Linn Energy LLC
6.50%, 5/15/19^(a)		10,000		8,675
6.25%, 11/1/19^(a)		54,000		46,440
LSB Industries, Inc.
7.75%, 8/1/19		22,000		23,485
Masco Corp.
6.13%, 10/3/16		71,000		75,793
MGM Resorts International
7.63%, 1/15/17		114,000		122,977
Navient Corp.
8.45%, 6/15/18, Series A^(a)		203,000		227,867
NRG Energy, Inc.
7.63%, 1/15/18		150,000		167,550
Overseas Shipholding Group, Inc.
8.13%, 3/30/18		30,000		31,406
Pactiv LLC
8.13%, 6/15/17^(a)		160,000		174,000
Peabody Energy Corp.
6.00%, 11/15/18		34,000		24,310
PPL Capital Funding, Inc.
6.70%, 3/30/67, Series A^(a)(c)		45,000		41,383
Radian Group, Inc.
5.50%, 6/1/19^(a)		112,000		117,880
Regency Energy Partners L.P.
8.38%, 6/1/19^(b)		30,000		31,256
Safway Group Holding LLC
7.00%, 5/15/18^(a)(b)		104,000		107,120
Sears Holdings Corp.
6.63%, 10/15/18^(a)		79,000		77,617

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2015


Investments	Principal Amount		Value
Smithfield Foods, Inc.
7.75%, 7/1/17	$	67,000	$	74,203
Speedy Cash Intermediate Holdings Corp.
10.75%, 5/15/18^(b)		64,000		62,240
Sprint Communications, Inc.
9.00%, 11/15/18^(b)		217,000		249,279
Standard Pacific Corp.
8.38%, 5/15/18^(a)		32,000		36,800
Starz LLC
5.00%, 9/15/19^(a)		99,000		102,341
Steel Dynamics, Inc.
6.13%, 8/15/19		50,000		53,625
SUPERVALU, Inc.
8.00%, 5/1/16		40,000		42,350
Syniverse Holdings, Inc.
9.13%, 1/15/19^(a)		22,000		19,690
T-Mobile USA, Inc.
6.46%, 4/28/19^(a)		95,000		98,384
Targa Resources Partners L.P.
5.00%, 1/15/18^(b)		50,000		51,875
4.13%, 11/15/19^(b)		35,000		35,175
Tenet Healthcare Corp.
5.00%, 3/1/19^(b)		104,000		104,130
Tesoro Corp.
4.25%, 10/1/17		35,000		36,400
Tesoro Logistics L.P.
5.50%, 10/15/19^(a)(b)		5,000		5,313
Thompson Creek Metals Co., Inc.
7.38%, 6/1/18^(a)		78,000		68,250
Toys R Us, Inc.
10.38%, 8/15/17^(a)		7,000		6,213
TransUnion
8.13%, 6/15/18		90,000		92,475
U.S. Airways Group, Inc.
6.13%, 6/1/18^(a)		150,000		155,250
U.S. Foods, Inc.
8.50%, 6/30/19^(a)		102,000		106,845
United Continental Holdings, Inc.
6.38%, 6/1/18		112,000		117,320
USG Corp.
9.75%, 1/15/18		62,000		71,617
Valeant Pharmaceuticals International, Inc.
6.75%, 8/15/18^(b)		116,000		122,815
Vanguard Natural Resources LLC
7.88%, 4/1/20^(a)		40,000		39,400
Verso Paper Holdings LLC
11.75%, 1/15/19		7,000		2,730
VWR Funding, Inc.
7.25%, 9/15/17		90,000		93,712
Whiting Petroleum Corp.
5.00%, 3/15/19		99,000		99,495
Windstream Services LLC
7.88%, 11/1/17^(a)		83,000		89,744
WPX Energy, Inc.
5.25%, 1/15/17		35,000		36,050

TOTAL CORPORATE BONDS (Cost: $7,733,763)				7,691,963

FOREIGN CORPORATE BONDS - 6.8%

Canada - 1.0%
Tervita Corp.
8.00%, 11/15/18^(b)		95,000		89,538

Cyprus - 0.8%
Drill Rigs Holdings, Inc.
6.50%, 10/1/17^(a)(b)		76,000		68,020

Italy - 0.8%
Telecom Italia Capital S.A.
7.00%, 6/4/18		62,000		69,325

Luxembourg - 3.2%
ArcelorMittal
5.25%, 2/25/17^(a)		194,000		202,730
Intelsat Jackson Holdings S.A.
7.25%, 4/1/19^(a)		74,000		76,127

Total Luxembourg				278,857

Norway - 1.0%
Eksportfinans ASA
2.00%, 9/15/15		84,000		84,165

TOTAL FOREIGN CORPORATE BONDS (Cost: $606,146)				589,905


	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 18.0%

United States - 18.0%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(d) (Cost: $1,560,692)^(e)		1,560,692		1,560,692

TOTAL INVESTMENTS IN SECURITIES - 113.7% (Cost: $9,900,601)				9,842,560
Liabilities in Excess of Cash and Other Assets - (13.7)%				(1,183,575	)

NET ASSETS - 100.0%			$	8,658,985

^(a)	Security, or portion thereof, was on loan at May 31, 2015 (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 current rate on securities with variable or step rates.

^(d)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(e)

At May 31, 2015, the total market value of the Fund’s securities on loan was $1,507,985 and the total market value of the collateral held by the Fund was $1,560,692. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2015


Investments	Principal Amount		Value
CORPORATE BONDS - 84.5%

United States - 84.5%
Affinion Group, Inc.
7.88%, 12/15/18^(a)	$	30,000	$	21,150
Alcoa, Inc.
6.75%, 7/15/18		86,000		97,591
Alere, Inc.
7.25%, 7/1/18		100,000		106,500
Ally Financial, Inc.
5.50%, 2/15/17		325,000		340,437
AmeriGas Partners L.P.
6.25%, 8/20/19		55,000		57,062
Associated Materials LLC
9.13%, 11/1/17^(a)		172,000		147,920
Atwood Oceanics, Inc.
6.50%, 2/1/20^(a)		100,000		98,000
Avaya, Inc.
7.00%, 4/1/19^(b)		12,000		12,060
Avon Products, Inc.
6.50%, 3/1/19^(a)		53,000		52,470
Basic Energy Services, Inc.
7.75%, 2/15/19^(a)		100,000		84,500
Best Buy Co., Inc.
5.00%, 8/1/18		126,000		133,308
Beverages & More, Inc.
10.00%, 11/15/18^(b)		62,000		62,232
Cablevision Systems Corp.
7.75%, 4/15/18		216,000		237,330
Casella Waste Systems, Inc.
7.75%, 2/15/19		72,000		74,340
CCO Holdings LLC
7.00%, 1/15/19^(a)		93,000		96,778
Chinos Intermediate Holdings A, Inc.
7.75%, 5/1/19^(a)(b)		96,000		82,800
CIT Group, Inc.
5.00%, 5/15/17		265,000		275,414
CNH Industrial Capital LLC
6.25%, 11/1/16^(a)		195,000		205,725
Constellation Brands, Inc.
7.25%, 9/1/16		133,000		142,342
D.R. Horton, Inc.
3.75%, 3/1/19		107,000		107,802
Dell, Inc.
3.10%, 4/1/16^(a)		35,000		35,382
DISH DBS Corp.
4.25%, 4/1/18		96,000		98,880
Dole Food Co., Inc.
7.25%, 5/1/19^(a)(b)		43,000		44,505
Eagle Midco, Inc.
9.00%, 6/15/18^(b)		134,000		136,847
EPL Oil & Gas, Inc.
8.25%, 2/15/18^(a)		9,000		6,368
EV Energy Partners L.P.
8.00%, 4/15/19		106,000		102,820
First Data Corp.
7.38%, 6/15/19^(b)		122,000		127,185
General Motors Co.
3.50%, 10/2/18		294,000		302,908
GenOn Energy, Inc.
7.88%, 6/15/17		216,000		222,156
HCA, Inc.
6.50%, 2/15/16		163,000		168,909
Headwaters, Inc.
7.25%, 1/15/19		126,000		132,930
Hertz Corp. (The)
6.75%, 4/15/19		72,000		74,700
Hexion, Inc.
8.88%, 2/1/18		94,000		86,715
iHeartCommunications, Inc.
6.88%, 6/15/18		72,000		66,150
International Lease Finance Corp.
8.75%, 3/15/17		355,000		393,162
iStar Financial, Inc.
7.13%, 2/15/18		42,000		44,678
4.88%, 7/1/18		125,000		123,750
JC Penney Corp., Inc.
8.13%, 10/1/19^(a)		72,000		72,900
KB Home
4.75%, 5/15/19		28,000		28,000
Kinetic Concepts, Inc.
10.50%, 11/1/18		172,000		185,416
Lennar Corp.
4.75%, 12/15/17^(a)		197,000		205,372
Linn Energy LLC
6.50%, 5/15/19^(a)		17,000		14,748
6.25%, 11/1/19		83,000		71,380
Masco Corp.
6.13%, 10/3/16		118,000		125,965
MGM Resorts International
7.63%, 1/15/17		168,000		181,230
Navient Corp.
8.45%, 6/15/18, Series A		336,000		377,160
NRG Energy, Inc.
7.63%, 1/15/18		216,000		241,272
Overseas Shipholding Group, Inc.
8.13%, 3/30/18		72,000		75,375
Pactiv LLC
8.13%, 6/15/17		128,000		139,200
Peabody Energy Corp.
6.00%, 11/15/18^(a)		35,000		25,025
Polymer Group, Inc.
6.88%, 6/1/19^(b)		100,000		93,625
PPL Capital Funding, Inc.
6.70%, 3/30/67, Series A^(a)(c)		68,000		62,534
PulteGroup, Inc.
7.63%, 10/15/17		27,000		30,173
Radian Group, Inc.
5.50%, 6/1/19		216,000		227,340
Realogy Group LLC
3.38%, 5/1/16^(b)		16,000		16,184
Regency Energy Partners L.P.
8.38%, 6/1/19^(b)		56,000		58,345
Sabine Pass LNG L.P.
7.50%, 11/30/16		250,000		268,125
Safway Group Holding LLC
7.00%, 5/15/18^(a)(b)		109,000		112,270
Sears Holdings Corp.
6.63%, 10/15/18^(a)		39,000		38,318
Speedy Cash Intermediate Holdings Corp.
10.75%, 5/15/18^(a)(b)		72,000		70,020

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

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

May 31, 2015


Investments	Principal Amount		Value
Sprint Communications, Inc.
9.00%, 11/15/18^(b)	$	277,000	$	318,204
Standard Pacific Corp.
8.38%, 5/15/18^(a)		44,000		50,600
Starz LLC
5.00%, 9/15/19^(a)		125,000		129,219
Syniverse Holdings, Inc.
9.13%, 1/15/19^(a)		172,000		153,940
Synovus Financial Corp.
5.13%, 6/15/17		118,000		121,361
T-Mobile USA, Inc.
6.46%, 4/28/19^(a)		136,000		140,845
Targa Resources Partners L.P.
5.00%, 1/15/18^(b)		112,000		116,200
Tenet Healthcare Corp.
5.00%, 3/1/19^(b)		171,000		171,214
Tesoro Corp.
4.25%, 10/1/17		50,000		52,000
Tesoro Logistics L.P.
5.50%, 10/15/19^(b)		16,000		17,000
Thompson Creek Metals Co., Inc.
7.38%, 6/1/18^(a)		56,000		49,000
Toys R Us, Inc.
10.38%, 8/15/17^(a)		11,000		9,763
TransUnion
8.13%, 6/15/18^(a)		216,000		221,940
U.S. Airways Group, Inc.
6.13%, 6/1/18^(a)		172,000		178,020
U.S. Foods, Inc.
8.50%, 6/30/19^(a)		116,000		121,510
United Continental Holdings, Inc.
6.38%, 6/1/18		156,000		163,410
USG Corp.
9.75%, 1/15/18		172,000		198,679
Valeant Pharmaceuticals International, Inc.
6.75%, 8/15/18^(b)		165,000		174,694
Vanguard Natural Resources LLC
7.88%, 4/1/20^(a)		100,000		98,500
Verso Paper Holdings LLC
11.75%, 1/15/19		30,000		11,700
VWR Funding, Inc.
7.25%, 9/15/17^(a)		70,000		72,887
Whiting Petroleum Corp.
5.00%, 3/15/19^(a)		138,000		138,690
Windstream Services LLC
7.88%, 11/1/17		86,000		92,987
WPX Energy, Inc.
5.25%, 1/15/17		50,000		51,500

TOTAL CORPORATE BONDS (Cost: $10,293,583)				10,177,646

FOREIGN CORPORATE BONDS - 10.3%

Canada - 0.8%
Telesat Canada
6.00%, 5/15/17^(a)(b)		75,000		76,406
Tervita Corp.
8.00%, 11/15/18^(b)		21,000		19,793

Total Canada				96,199

France - 2.1%
Numericable-SFR SAS
4.88%, 5/15/19^(b)		250,000		252,437

Germany - 2.2%
Schaeffler Holding Finance B.V.
6.88%, 8/15/18^(b)		250,000		260,625

Italy - 1.2%
Telecom Italia Capital S.A.
5.25%, 10/1/15		78,000		78,975
7.00%, 6/4/18		65,000		72,680

Total Italy				151,655

Luxembourg - 3.8%
ArcelorMittal
5.25%, 2/25/17^(a)		277,000		289,465
Intelsat Jackson Holdings S.A.
7.25%, 4/1/19		159,000		163,571

Total Luxembourg				453,036

Norway - 0.2%
Eksportfinans ASA
2.00%, 9/15/15		31,000		31,061

TOTAL FOREIGN CORPORATE BONDS (Cost: $1,245,214)				1,245,013


	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 19.8%

United States - 19.8%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(d) (Cost: $2,392,538)^(e)		2,392,538		2,392,538

TOTAL INVESTMENTS IN SECURITIES - 114.6% (Cost: $13,931,335)				13,815,197
Liabilities in Excess of Cash and Other Assets - (14.6)%				(1,764,501	)

NET ASSETS - 100.0%			$	12,050,696

^(a)	Security, or portion thereof, was on loan at May 31, 2015 (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 current rate on securities with variable or step rates.

^(d)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(e)

At May 31, 2015, the total market value of the Fund’s securities on loan was $2,363,365 and the total market value of the collateral held by the Fund was $2,437,418. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $44,880. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2015


Investments	Principal Amount		Value
FOREIGN CORPORATE BONDS - 94.2%

Brazil - 17.0%
Braskem Finance Ltd.
5.75%, 4/15/21, Reg S	$	3,268,000	$	3,284,340
CSN Resources S.A.
6.50%, 7/21/20, Reg S^(a)		1,734,000		1,536,758
ESAL GmbH
6.25%, 2/5/23, Reg S		350,000		357,000
Itau Unibanco Holding S.A.
2.85%, 5/26/18^(b)		720,000		723,600
Odebrecht Finance Ltd.
4.38%, 4/25/25^(b)		1,530,000		1,354,050
Odebrecht Offshore Drilling Finance Ltd.
6.75%, 10/1/22, Reg S^(a)		949,409		858,028
Oi S.A.
5.75%, 2/10/22, Reg S^(a)		951,000		842,824
Petrobras Global Finance B.V.
5.38%, 1/27/21		4,327,000		4,235,700
4.38%, 5/20/23		260,000		232,700
5.63%, 5/20/43		2,020,000		1,651,795
Vale Overseas Ltd.
4.38%, 1/11/22^(a)		1,219,000		1,203,884

Total Brazil				16,280,679

Chile - 2.3%
Cencosud S.A.
4.88%, 1/20/23, Reg S		1,940,000		1,967,742
Corpbanca S.A.
3.88%, 9/22/19, Reg S		200,000		204,000

Total Chile				2,171,742

China - 8.0%
Alibaba Group Holding Ltd.
3.60%, 11/28/24^(b)		700,000		692,475
China Overseas Finance Cayman VI Ltd.
4.25%, 5/8/19, Reg S		1,350,000		1,405,478
CITIC Ltd.
6.38%, 4/10/20, Reg S		850,000		966,924
Country Garden Holdings Co., Ltd.
7.25%, 4/4/21, Reg S		2,050,000		2,080,750
CRCC Yuxiang Ltd.
3.50%, 5/16/23, Reg S		990,000		986,993
Industrial & Commercial Bank of China Ltd.
3.23%, 11/13/19		1,080,000		1,108,392
Talent Yield Investments Ltd.
4.50%, 4/25/22, Reg S		440,000		465,553

Total China				7,706,565

Colombia - 5.0%
BBVA S.A.
4.88%, 4/21/25^(b)		720,000		727,200
Ecopetrol S.A.
7.63%, 7/23/19^(a)		2,300,000		2,705,375
Pacific Rubiales Energy Corp.
5.38%, 1/26/19^(a)(b)		630,000		570,150
5.13%, 3/28/23, Reg S		990,000		789,525

Total Colombia				4,792,250

Hong Kong - 7.5%
AIA Group Ltd.
3.20%, 3/11/25^(b)		470,000		466,032
Bank of East Asia Ltd. (The)
4.25%, 11/20/24, Reg S^(c)		470,000		474,554
Hutchison Whampoa International 11 Ltd.
4.63%, 1/13/22, Reg S^(a)		1,365,000		1,502,222
MIE Holdings Corp.
7.50%, 4/25/19^(b)		2,000,000		1,489,620
Noble Group Ltd.
6.75%, 1/29/20, Reg S^(a)		1,953,000		2,047,721
Prosperous Ray Ltd.
3.00%, 11/12/18, Reg S		960,000		983,672
Shimao Property Holdings Ltd.
6.63%, 1/14/20, Reg S		240,000		243,600

Total Hong Kong				7,207,421

India - 5.4%
Bharti Airtel International Netherlands B.V.
5.35%, 5/20/24^(b)		2,300,000		2,518,514
ICICI Bank Ltd.
6.38%, 4/30/22, Reg S^(c)		1,425,000		1,479,400
ONGC Videsh Ltd.
4.63%, 7/15/24, Reg S		470,000		493,293
Vedanta Resources PLC
8.25%, 6/7/21, Reg S^(a)		698,000		687,373

Total India				5,178,580

Indonesia - 3.4%
Pertamina Persero PT
5.63%, 5/20/43, Reg S		1,460,000		1,369,115
Perusahaan Gas Negara Persero Tbk PT
5.13%, 5/16/24, Reg S		1,860,000		1,919,520

Total Indonesia				3,288,635

Jamaica - 1.0%
Digicel Group Ltd.
8.25%, 9/30/20, Reg S^(a)		920,000		958,640

Kazakhstan - 2.8%
KazMunayGas National Co. JSC
6.38%, 4/9/21, Reg S^(a)		2,567,000		2,654,047

Macau - 1.1%
MCE Finance Ltd.
5.00%, 2/15/21^(a)(b)		200,000		193,500
5.00%, 2/15/21, Reg S		900,000		870,750

Total Macau				1,064,250

Mexico - 14.4%
BBVA Bancomer S.A.
6.75%, 9/30/22, Reg S		850,000		969,425

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2015


Investments	Principal Amount		Value
Cemex S.A.B. de C.V.
6.50%, 12/10/19^(a)(b)	$	200,000	$	214,020
7.25%, 1/15/21, Reg S^(a)		1,610,000		1,729,140
Empresas ICA S.A.B. de C.V.
8.90%, 2/4/21, Reg S^(a)		2,000,000		1,892,500
Grupo Bimbo S.A.B. de C.V.
4.50%, 1/25/22, Reg S^(a)		2,308,000		2,470,622
Mexichem S.A.B. de C.V.
4.88%, 9/19/22, Reg S^(a)		3,450,000		3,619,050
Southern Copper Corp.
5.25%, 11/8/42^(a)		3,310,000		2,968,408

Total Mexico				13,863,165

Morocco - 2.8%
OCP S.A.
5.63%, 4/25/24, Reg S		2,500,000		2,674,500

Peru - 2.0%
BBVA Banco Continental S.A.
5.25%, 9/22/29^(b)(c)		90,000		92,700
Volcan Cia Minera S.A.A.
5.38%, 2/2/22, Reg S^(a)		1,826,000		1,803,175

Total Peru				1,895,875

Philippines - 0.4%
First Gen Corp.
6.50%, 10/9/23, Reg S		400,000		424,000

Qatar - 2.9%
Ooredoo International Finance Ltd.
4.75%, 2/16/21, Reg S		2,556,000		2,811,600

Russia - 9.8%
EDC Finance Ltd.
4.88%, 4/17/20, Reg S		810,000		748,237
EuroChem Mineral & Chemical Co. OJSC via EuroChem GI Ltd.
5.13%, 12/12/17, Reg S^(a)		1,350,000		1,334,812
Evraz Group S.A.
6.75%, 4/27/18, Reg S		1,606,000		1,549,790
Gazprom OAO via Gaz Capital S.A.
3.85%, 2/6/20, Reg S^(a)		600,000		564,000
Lukoil International Finance B.V.
6.13%, 11/9/20, Reg S^(a)		1,173,000		1,218,454
Rosneft Oil Co. via Rosneft International Finance Ltd.
4.20%, 3/6/22, Reg S		1,100,000		951,698
Sberbank of Russia via SB Capital S.A.
5.50%, 2/26/24, Reg S^(c)		700,000		591,500
Severstal OAO via Steel Capital S.A.
6.70%, 10/25/17, Reg S		235,000		245,575
5.90%, 10/17/22, Reg S		677,000		658,383
VimpelCom Holdings B.V.
7.50%, 3/1/22, Reg S		1,522,000		1,548,635

Total Russia				9,411,084

Singapore - 2.3%
BOC Aviation Pte Ltd.
3.00%, 3/30/20^(b)		950,000		943,824
Puma International Financing S.A.
6.75%, 2/1/21^(b)		740,000		770,525
6.75%, 2/1/21, Reg S^(a)		500,000		520,625

Total Singapore				2,234,974

South Africa - 2.6%
AngloGold Ashanti Holdings PLC
8.50%, 7/30/20^(a)		2,300,000		2,524,250

South Korea - 1.0%
Korea Exchange Bank
4.25%, 10/14/24, Reg S		450,000		470,733
Korea Hydro & Nuclear Power Co., Ltd.
3.00%, 9/19/22, Reg S^(a)		460,000		466,049

Total South Korea				936,782

Turkey - 2.2%
Anadolu Efes Biracilik Ve Malt Sanayii A.S.
3.38%, 11/1/22, Reg S		2,330,000		2,085,350

Venezuela - 0.3%
Petroleos de Venezuela S.A.
6.00%, 5/16/24, Reg S^(a)		710,000		272,995

TOTAL FOREIGN CORPORATE BONDS (Cost: $92,552,114)				90,437,384

FOREIGN GOVERNMENT AGENCIES - 3.4%

United Arab Emirates - 3.4%
MDC-GMTN B.V. 5.50%, 4/20/21, Reg S (Cost: $3,175,797)		2,856,000		3,320,100


	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 19.8%

United States - 19.8%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(d) (Cost: $19,008,834)^(e)		19,008,834		19,008,834

TOTAL INVESTMENTS IN SECURITIES - 117.4% (Cost: $114,736,745)				112,766,318
Liabilities in Excess of Cash and Other Assets - (17.4)%				(16,717,865	)

NET ASSETS - 100.0%			$	96,048,453

^(a)	Security, or portion thereof, was on loan at May 31, 2015 (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 current rate on securities with variable or step rates.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

May 31, 2015

^(d)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(e)

At May 31, 2015, the total market value of the Fund’s securities on loan was $17,556,149 and the total market value of the collateral held by the Fund was $19,008,834. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.


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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2015


Investments	Principal Amount			Value
FOREIGN GOVERNMENT AGENCIES - 0.3%

South Africa - 0.3%
KFW 7.00%, 4/9/18 (Cost: $1,868,197)		19,545,000	ZAR	$	1,590,714

FOREIGN GOVERNMENT OBLIGATIONS - 87.4%

Brazil - 9.7%
Brazil Letras do Tesouro Nacional
10.78%, 1/1/16^(a)		32,567,000	BRL		9,445,623
8.87%, 7/1/16^(a)		41,391,000	BRL		11,275,722
11.86%, 1/1/17^(a)		29,290,000	BRL		7,521,189
12.51%, 1/1/18^(a)		15,550,000	BRL		3,569,019
Brazil Notas do Tesouro Nacional
10.00%, 1/1/17, Series F		26,592,000	BRL		7,960,352
10.00%, 1/1/21, Series F		16,048,000	BRL		4,582,538
10.00%, 1/1/23, Series F		36,340,000	BRL		10,200,454
Brazilian Government International Bond
12.50%, 1/5/16		2,049,000	BRL		643,401
12.50%, 1/5/22		929,000	BRL		346,273

Total Brazil					55,544,571

Chile - 3.4%
Bonos del Banco Central de Chile en Pesos
6.00%, 1/1/17, Series 5YR		2,355,000,000	CLP		3,944,907
6.00%, 3/1/23		1,670,000,000	CLP		2,978,561
Chile Government International Bond
5.50%, 8/5/20		6,407,000,000	CLP		11,031,201
6.00%, 1/1/22, Reg S		750,000,000	CLP		1,327,033

Total Chile					19,281,702

China - 3.5%
China Government Bond
2.56%, 6/29/17		10,500,000	CNY		1,685,043
3.09%, 6/29/20		11,500,000	CNY		1,857,193
2.48%, 12/1/20		24,500,000	CNY		3,831,347
2.36%, 8/18/21, Reg S		32,500,000	CNY		4,991,184
3.10%, 6/29/22		26,500,000	CNY		4,224,354
3.16%, 6/27/23		20,000,000	CNY		3,192,603

Total China					19,781,724

Colombia - 6.5%
Colombia Government International Bond
7.75%, 4/14/21		7,155,000,000	COP		3,129,621
Colombian TES
5.00%, 11/21/18, Series B		9,366,400,000	COP		3,677,600
7.00%, 5/4/22, Series B		21,629,100,000	COP		8,782,737
10.00%, 7/24/24, Series B		27,082,100,000	COP		12,901,314
6.00%, 4/28/28, Series B		25,500,000,000	COP		8,893,121

Total Colombia					37,384,393

India - 0.0%
India Government Bond
7.83%, 4/11/18		2,500,000	INR		39,223
8.27%, 6/9/20		3,000,000	INR		47,846
8.40%, 7/28/24		4,000,000	INR		64,665

Total India					151,734

Indonesia - 4.8%
Indonesia Treasury Bond
11.00%, 11/15/20, Series FR31		34,899,000,000	IDR		2,982,144
8.25%, 7/15/21, Series FR53		38,330,000,000	IDR		2,928,975
8.38%, 9/15/26, Series FR56		143,231,000,000	IDR		11,007,612
8.25%, 6/15/32, Series FR58		135,677,000,000	IDR		10,129,092
8.75%, 2/15/44, Series FR67		7,880,000,000	IDR		603,433

Total Indonesia					27,651,256

Malaysia - 10.0%
Malaysia Government Bond
3.81%, 2/15/17, Series 0207		7,349,000	MYR		2,021,901
4.01%, 9/15/17, Series 0210		16,848,000	MYR		4,663,059
3.31%, 10/31/17, Series 0512		11,348,000	MYR		3,094,986
4.38%, 11/29/19, Series 0902		69,337,000	MYR		19,497,069
4.16%, 7/15/21, Series 0111		10,945,000	MYR		3,042,925
3.42%, 8/15/22, Series 0112		55,314,000	MYR		14,611,753
4.39%, 4/15/26, Series 0311		32,323,000	MYR		9,065,720
4.50%, 4/15/30, Series 0310		4,333,000	MYR		1,230,841

Total Malaysia					57,228,254

Mexico - 9.7%
Mexican Bonos
7.75%, 12/14/17, Series M 10		75,188,000	MXN		5,274,555
4.75%, 6/14/18, Series M		60,000,000	MXN		3,905,904
8.50%, 12/13/18, Series M 10		61,630,000	MXN		4,451,266
6.50%, 6/10/21, Series M		74,563,000	MXN		5,063,144
6.50%, 6/9/22, Series M		107,657,000	MXN		7,283,918
10.00%, 12/5/24, Series M 20		82,682,000	MXN		6,914,549
7.50%, 6/3/27, Series M 20		60,000,000	MXN		4,309,706
7.75%, 5/29/31, Series M		71,783,000	MXN		5,252,124
10.00%, 11/20/36, Series M 30		19,178,000	MXN		1,723,137
8.50%, 11/18/38, Series M 30		94,326,000	MXN		7,447,236
7.75%, 11/13/42, Series M		50,542,000	MXN		3,710,640

Total Mexico					55,336,179

Peru - 3.2%
Peruvian Government International Bond
7.84%, 8/12/20, Reg S		21,686,000	PEN		7,736,292
8.20%, 8/12/26, Reg S		7,591,000	PEN		2,759,711
6.95%, 8/12/31, Reg S		18,631,000	PEN		5,988,049
6.90%, 8/12/37, Reg S		5,325,000	PEN		1,672,247

Total Peru					18,156,299

Philippines - 2.4%
Philippine Government Bond
7.63%, 9/29/36, Series 25-9		232,400,000	PHP		6,993,903

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2015


Investments	Principal Amount			Value
Philippine Government International Bond
4.95%, 1/15/21		87,000,000	PHP	$	2,080,371
3.90%, 11/26/22		165,000,000	PHP		3,728,811
6.25%, 1/14/36		30,000,000	PHP		783,408

Total Philippines					13,586,493

Poland - 9.7%
Poland Government Bond
4.75%, 4/25/17, Series 0417		7,517,000	PLN		2,107,162
3.75%, 4/25/18, Series 0418		39,971,000	PLN		11,160,162
2.50%, 7/25/18, Series 0718		32,000,000	PLN		8,628,445
5.50%, 10/25/19, Series 1019		38,410,000	PLN		11,579,796
5.25%, 10/25/20, Series 1020		19,689,000	PLN		5,978,202
5.75%, 10/25/21, Series 1021		19,714,000	PLN		6,207,385
5.75%, 9/23/22, Series 0922		12,059,000	PLN		3,847,227
4.00%, 10/25/23, Series 1023		20,640,000	PLN		5,976,872

Total Poland					55,485,251

Romania - 3.2%
Romania Government Bond
5.90%, 7/26/17, Series 5Y		17,840,000	RON		4,802,965
5.95%, 6/11/21, Series 10Y		1,360,000	RON		389,787
5.85%, 4/26/23, Series 10Y		26,240,000	RON		7,606,142
4.75%, 2/24/25, Series 10Y		20,000,000	RON		5,466,087

Total Romania					18,264,981

Russia - 4.6%
Russian Federal Bond - OFZ
7.35%, 1/20/16, Series 5077		288,123,000	RUB		5,391,946
6.80%, 12/11/19, Series 6210		357,959,000	RUB		5,903,893
7.60%, 4/14/21, Series 6205		253,965,000	RUB		4,229,740
7.60%, 7/20/22, Series 6209		242,495,000	RUB		3,962,638
8.15%, 2/3/27, Series 6207		262,054,000	RUB		4,292,219
7.05%, 1/19/28, Series 6212		178,667,000	RUB		2,639,375

Total Russia					26,419,811

South Africa - 4.0%
South Africa Government Bond
6.75%, 3/31/21, Series R208		22,972,000	ZAR		1,799,014
10.50%, 12/21/26, Series R186		23,420,000	ZAR		2,267,560
8.00%, 1/31/30, Series 2030		25,274,000	ZAR		1,981,389
7.00%, 2/28/31, Series R213		43,077,000	ZAR		3,047,215
6.25%, 3/31/36, Series R209		69,490,600	ZAR		4,364,571
6.50%, 2/28/41, Series R214		80,000,000	ZAR		5,059,933
8.75%, 2/28/48, Series 2048		50,000,000	ZAR		4,061,556

Total South Africa					22,581,238

South Korea - 4.9%
Korea Treasury Bond
4.25%, 6/10/21, Series 2106		1,548,370,000	KRW		1,571,393
3.38%, 9/10/23, Series 2309		10,354,880,000	KRW		10,144,447
3.50%, 3/10/24, Series 2403		11,187,240,000	KRW		11,082,620
4.00%, 12/10/31, Series 3112		5,000,000,000	KRW		5,433,571

Total South Korea					28,232,031

Thailand - 3.3%
Thailand Government Bond
4.13%, 11/18/16		223,023,000	THB		6,881,665
3.88%, 6/13/19		47,622,000	THB		1,517,595
3.65%, 12/17/21		120,380,000	THB		3,834,400
3.63%, 6/16/23		173,710,000	THB		5,523,116
3.58%, 12/17/27		28,521,000	THB		899,270

Total Thailand					18,656,046

Turkey - 4.5%
Turkey Government Bond
9.00%, 1/27/16		7,424,000	TRY		2,775,633
8.30%, 6/20/18		18,766,000	TRY		6,905,070
10.50%, 1/15/20		4,952,000	TRY		1,969,081
9.50%, 1/12/22		6,968,000	TRY		2,680,403
8.50%, 9/14/22		20,000,000	TRY		7,344,102
7.10%, 3/8/23		11,211,000	TRY		3,767,182

Total Turkey					25,441,471

TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $624,216,747)					499,183,434

SUPRANATIONAL BONDS - 5.4%
European Investment Bank
6.75%, 9/15/17, Reg S		33,120,000	ZAR		2,685,258
9.00%, 12/21/18, Reg S		23,550,000	ZAR		2,001,714
7.50%, 1/30/19		80,000,000	ZAR		6,504,407
7.20%, 7/9/19, Reg S		124,200,000,000	IDR		9,017,743
Inter-American Development Bank
6.00%, 9/5/17		224,800,000	INR		3,489,057
International Bank for Reconstruction & Development
7.50%, 3/2/17		120,000,000	RUB		2,154,631
6.50%, 7/26/19		80,000,000	RUB		1,320,598
International Finance Corp.
4.68%, 1/30/17		24,600,000	RUB		414,806
7.80%, 6/3/19, Series GDIF		200,000,000	INR		3,270,240

TOTAL SUPRANATIONAL BONDS (Cost: $36,675,789)					30,858,454

REPURCHASE AGREEMENT - 4.7%

United States - 4.7%
Citigroup, Inc., tri-party repurchase agreement dated 5/29/15, 0.11% due 6/1/15; Proceeds at maturity - $27,000,248 (fully collateralized by U.S. Treasury Note, 0.13% due 1/15/22; Market value - $27,540,056) (Cost: $27,000,000)	$	27,000,000			27,000,000

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

May 31, 2015

Principal amount is reported in U.S. dollars, except for those denoted in the following currencies:


BRL	-	Brazilian real
CLP	-	Chilean peso
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
ZAR	-	South African rand
^(a) Represents a zero coupon bond. Rate shown reflects the effective yield as of May 31, 2015.
Reg S	-	Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

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

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 93.5%

U.S. Treasury Bills - 93.5%
U.S. Treasury Bills
0.01%, 6/4/15*	$	1,000,000	$	1,000,000
0.01%, 6/18/15*^(a)		800,000		799,996
0.01%, 7/2/15*		1,000,000		999,996
0.00%, 7/16/15*		850,000		849,995
0.01%, 8/6/15*		1,000,000		1,000,000

TOTAL INVESTMENTS IN SECURITIES - 93.5% (Cost: $4,649,974)				4,649,987
Cash and Other Assets in Excess of Liabilities - 6.5%				323,415

NET ASSETS - 100.0%			$	4,973,402

*	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.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Strategic Corporate Bond Fund (CRDT)

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 1.2%

U.S. Treasury Bond - 0.4%
U.S. Treasury Bond
3.00%, 11/15/44	$	30,000	$	30,837

U.S. Treasury Notes - 0.8%
U.S. Treasury Note
0.88%, 4/15/17^(a)		10,000		10,057
1.38%, 3/31/20^(a)		50,000		49,832

Total U.S. Treasury Notes				59,889

TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $92,979)				90,726

CORPORATE BONDS - 56.2%

United States - 56.2%
AbbVie, Inc.
1.75%, 11/6/17^(a)		60,000		60,251
Actavis Funding SCS
4.55%, 3/15/35		70,000		69,621
American International Group, Inc.
5.85%, 1/16/18, Series G		110,000		121,953
Amgen, Inc.
3.63%, 5/22/24		150,000		153,822
Anadarko Petroleum Corp.
6.38%, 9/15/17		60,000		66,307
AT&T, Inc.
5.50%, 2/1/18^(a)		90,000		99,040
Bank of America Corp.
3.30%, 1/11/23		250,000		250,885
California Resources Corp.
6.00%, 11/15/24^(a)		40,000		37,000
Calpine Corp.
7.88%, 1/15/23^(a)(b)		49,000		53,869
Caterpillar, Inc.
3.90%, 5/27/21		180,000		195,653
CCO Holdings LLC
6.63%, 1/31/22		30,000		31,988
Citigroup, Inc.
4.50%, 1/14/22		170,000		186,270
Comcast Corp.
3.13%, 7/15/22		110,000		111,496
Ensco PLC
5.20%, 3/15/25^(a)		40,000		41,314
Family Tree Escrow LLC
5.75%, 3/1/23^(b)		80,000		84,800
FCA U.S. LLC
8.25%, 6/15/21		200,000		221,400
Foresight Energy LLC
7.88%, 8/15/21^(b)		40,000		38,700
Freeport-McMoRan, Inc.
2.15%, 3/1/17^(a)		110,000		110,463
General Electric Capital Corp.
6.88%, 1/10/39, Series A		140,000		196,484
General Motors Co.
6.25%, 10/2/43		100,000		116,103
Genworth Holdings, Inc.
4.80%, 2/15/24^(a)		10,000		8,625
Goldman Sachs Group, Inc. (The)
5.75%, 1/24/22		190,000		219,306
Kraft Foods Group, Inc.
5.00%, 6/4/42		20,000		20,767
Lorillard Tobacco Co.
6.88%, 5/1/20		100,000		117,648
Medtronic, Inc.
4.63%, 3/15/45^(b)		100,000		104,537
Mondelez International, Inc.
4.00%, 2/1/24		40,000		42,657
Murray Energy Corp.
11.25%, 4/15/21^(b)		20,000		19,350
Pacific Gas & Electric Co.
6.05%, 3/1/34		120,000		149,825
Packaging Corp. of America
4.50%, 11/1/23		40,000		42,333
PepsiCo, Inc.
5.00%, 6/1/18		60,000		66,281
Quicken Loans, Inc.
5.75%, 5/1/25^(b)		40,000		40,150
Rock-Tenn Co.
4.45%, 3/1/19		250,000		267,376
Ryerson, Inc.
9.00%, 10/15/17^(a)		100,000		102,000
Sprint Corp.
7.25%, 9/15/21		30,000		30,263
Taylor Morrison Communities, Inc.
5.25%, 4/15/21^(a)(b)		30,000		30,300
Tenet Healthcare Corp.
8.00%, 8/1/20		50,000		52,375
Time Warner Cable, Inc.
5.00%, 2/1/20		100,000		107,939
United Rentals North America, Inc.
7.63%, 4/15/22		50,000		54,875
United Technologies Corp.
3.10%, 6/1/22		180,000		185,236
Valeant Pharmaceuticals International, Inc.
5.38%, 3/15/20^(b)		70,000		73,150
Verizon Communications, Inc.
1.10%, 11/1/17^(a)		80,000		79,521
4.15%, 3/15/24		100,000		105,919
6.55%, 9/15/43		23,000		28,037
5.01%, 8/21/54		21,000		20,049

TOTAL CORPORATE BONDS (Cost: $4,132,350)				4,215,938

FOREIGN CORPORATE BONDS - 36.0%

Belgium - 2.1%
Anheuser-Busch InBev Worldwide, Inc.
5.38%, 1/15/20		140,000		159,810

Brazil - 2.8%
Petrobras Global Finance B.V.
5.38%, 1/27/21^(a)		100,000		97,800

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Strategic Corporate Bond Fund (CRDT)

May 31, 2015


Investments	Principal Amount			Value
Vale Overseas Ltd.
4.38%, 1/11/22^(a)	$	110,000		$	108,375

Total Brazil					206,175

Colombia - 0.9%
Ecopetrol S.A.
7.63%, 7/23/19^(a)		60,000			70,306

France - 3.6%
Electricite de France
4.63%, 9/11/24		50,000	EUR		71,177
Numericable-SFR SAS
6.00%, 5/15/22^(a)(b)	$	200,000			202,500

Total France					273,677

Germany - 2.4%
E.ON International Finance B.V.
5.50%, 10/2/17		50,000	EUR		61,450
Volkswagen Leasing GmbH
3.25%, 5/10/18		100,000	EUR		119,245

Total Germany					180,695

Italy - 3.1%
Intesa Sanpaolo SpA
5.02%, 6/26/24^(b)	$	230,000			231,161

Luxembourg - 0.4%
Intelsat Jackson Holdings S.A.
7.25%, 10/15/20^(a)		30,000			30,525

Mexico - 1.5%
Petroleos Mexicanos
5.50%, 1/21/21^(a)		100,000			109,661

Netherlands - 3.9%
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
5.75%, 12/1/43		250,000			294,111

Russia - 2.7%
Gazprom OAO via Gaz Capital S.A.
4.95%, 5/23/16, Reg S		200,000			202,350

United Kingdom - 12.6%
Barclays Bank PLC
7.63%, 11/21/22		200,000			232,875
BP Capital Markets PLC
2.24%, 5/10/19		150,000			152,055
HSBC Bank PLC
3.88%, 10/24/18, Reg S		160,000	EUR		196,052
Rio Tinto Finance USA PLC
4.13%, 8/21/42^(a)	$	30,000			28,417
Royal Bank of Scotland Group PLC
6.13%, 12/15/22		210,000			231,923
Tesco PLC
6.13%, 2/24/22, Series 68		60,000	GBP		101,852

Total United Kingdom					943,174

TOTAL FOREIGN CORPORATE BONDS (Cost: $2,713,355)					2,701,645

	Shares
PREFERRED STOCK - 2.4%

United States - 2.4%
GMAC Capital Trust I 8.13%, 2/15/40, Series 2^(a)(c) (Cost: $180,839)		6,934			180,700

INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 16.2%

United States - 16.2%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(d) (Cost: $1,214,835)^(e)		1,214,835			1,214,835

TOTAL INVESTMENTS IN SECURITIES - 112.0% (Cost: $8,334,358)					8,403,844
Liabilities in Excess of Cash, Foreign Currency and Other Assets - (12.0)%					(900,015	)

NET ASSETS - 100.0%				$	7,503,829

Principal amount is reported in U.S. dollars, except for those denoted in the following currencies:


EUR	-	Euro
GBP	-	British pound
^(a) Security, or portion thereof, was on loan at May 31, 2015 (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 current rate on securities with variable or step rates. ^(d) Rate shown represents annualized 7-day yield as of May 31, 2015. ^(e) At May 31, 2015, the total market value of the Fund’s securities on loan was $1,177,540 and the total market value of the collateral held by the Fund was $1,214,835. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.
Reg S	-	Regulation S provides an exclusion from the registration requirements of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers.

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Global Real Return Fund (RRF) (consolidated)

May 31, 2015


Investments	Principal Amount			Value
U.S. GOVERNMENT OBLIGATIONS - 29.5%

U.S. Treasury Bonds - 19.8%
U.S. Treasury Inflation Indexed Bond
2.38%, 1/15/25	$	225,432		$	270,289
3.38%, 4/15/32		332,498			480,381
0.63%, 2/15/43		102,681			95,389

Total U.S. Treasury Bonds					846,059

U.S. Treasury Notes - 9.7%
U.S. Treasury Inflation Indexed Note
2.13%, 1/15/19		131,946			144,378
0.63%, 1/15/24		263,058			271,648

Total U.S. Treasury Notes					416,026

TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $1,215,329)					1,262,085

CORPORATE BONDS - 2.6%

United States - 2.6%
Samson Investment Co.
9.75%, 2/15/20		100,000			8,750
Sprint Corp.
7.88%, 9/15/23		100,000			101,940

TOTAL CORPORATE BONDS (Cost: $208,470)					110,690

FOREIGN CORPORATE BONDS - 9.3%

Australia - 1.8%
FMG Resources August 2006 Pty Ltd.
6.88%, 4/1/22^(a)		100,000			77,000

Brazil - 2.3%
Vale Overseas Ltd.
4.38%, 1/11/22^(b)		100,000			98,523

Colombia - 2.5%
Ecopetrol S.A.
5.88%, 9/18/23^(b)		100,000			107,700

Mexico - 2.7%
America Movil S.A.B. de C.V.
5.00%, 3/30/20		100,000			112,456

TOTAL FOREIGN CORPORATE BONDS (Cost: $408,386)					395,679

FOREIGN GOVERNMENT OBLIGATIONS - 30.7%

Australia - 3.5%
Australia Inflation Linked Bond
4.00%, 8/20/20, Series 20CI, Reg S		102,000	AUD		151,849

Brazil - 1.2%
Brazil Notas do Tesouro Nacional Inflation Linked Bond
6.00%, 8/15/22, Series B		31,000	BRL		25,407
6.00%, 8/15/50, Series B		30,000	BRL		25,373

Total Brazil					50,780


Canada - 4.0%
Canadian Government Inflation Linked Bond
4.25%, 12/1/26		79,076	CAD		94,850
3.00%, 12/1/36		61,302	CAD		75,689

Total Canada					170,539

France - 1.7%
France Government Inflation Linked Bond
1.60%, 7/25/15, Series OATe		65,714	EUR		72,454

Mexico - 4.6%
Mexican Udibonos Inflation Linked Bond
4.00%, 6/13/19, Series S		1,375,339	MXN		96,283
4.50%, 12/4/25, Series S		1,322,442	MXN		98,968

Total Mexico					195,251

South Africa - 4.0%
South Africa Inflation Linked Bond
2.50%, 1/31/17, Series R211		959,175	ZAR		81,705
5.50%, 12/7/23, Series R197		825,083	ZAR		89,434

Total South Africa					171,139

Sweden - 3.8%
Sweden Inflation Linked Bond
4.00%, 12/1/20, Series 3102		840,000	SEK		161,643

Turkey - 2.2%
Turkey Government Inflation Linked Bond
4.00%, 4/1/20		233,049	TRY		94,550

United Kingdom - 5.7%
United Kingdom Inflation Linked Gilt
1.25%, 11/22/27, Reg S		66,237	GBP		129,487
1.25%, 11/22/32, Reg S		53,280	GBP		114,099

Total United Kingdom					243,586

TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,597,369)					1,311,791

	Shares
EXCHANGE-TRADED FUNDS - 8.2%

United States - 8.2%
WisdomTree Emerging Markets Equity Income Fund^(c)		500			22,520
WisdomTree Equity Income Fund^(b)(c)		3,345			204,547
WisdomTree Global Natural Resources Fund^(b)(c)		7,500			124,314

TOTAL EXCHANGE-TRADED FUNDS (Cost: $364,866)					351,381

See Notes to Schedule of Investments.

Schedule of Investments (unaudited) (concluded)

WisdomTree Global Real Return Fund (RRF) (consolidated)

May 31, 2015


Investments	Shares		Value
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 9.8%

United States - 9.8%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(d) (Cost: $420,625)^(e)		420,625	$	420,625

TOTAL INVESTMENTS IN SECURITIES - 90.1% (Cost: $4,215,045)				3,852,251
Cash, Foreign Currency and Other Assets in Excess of Liabilities - 9.9%				422,486

NET ASSETS - 100.0%			$	4,274,737

Principal amount is reported in U.S. dollars, except for those denoted in the following currencies:


AUD	-	Australian dollar
BRL	-	Brazilian real
CAD	-	Canadian dollar
EUR	-	Euro
GBP	-	British pound
MXN	-	Mexican peso
SEK	-	Swedish krona
TRY	-	Turkish New lira
ZAR	-	South African rand

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

^(b)	Security, or portion thereof, was on loan at May 31, 2015 (See Note 2).

^(c)	Affiliated company (See Note 4).

^(d)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(e)

At May 31, 2015, the total market value of the Fund’s securities on loan was $409,443 and the total market value of the collateral held by the Fund was $420,625. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.


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

See Notes to Schedule of Investments.

Schedule of Investments (unaudited)

WisdomTree Managed Futures Strategy Fund (WDTI) (consolidated)

May 31, 2015


Investments	Principal Amount		Value
U.S. GOVERNMENT OBLIGATIONS - 85.4%

U.S. Treasury Bills - 85.4%
U.S. Treasury Bills
0.01%, 6/4/15*^(a)	$	3,810,000	$	3,810,000
0.02%, 7/9/15*^(b)		194,820,000		194,820,000
0.10%, 9/17/15*^(a)		620,000		619,967

TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $199,245,714)				199,249,967


	Shares
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 30.4%

United States - 30.4%
State Street Navigator Securities Lending Prime Portfolio, 0.16%^(c) (Cost: $70,794,120)^(d)		70,794,120		70,794,120

TOTAL INVESTMENTS IN SECURITIES - 115.8% (Cost: $270,039,834)				270,044,087
Liabilities in Excess of Cash and Other Assets - (15.8)%				(36,832,227	)

NET ASSETS - 100.0%			$	233,211,860

*	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.

^(b)	Security, or portion thereof, was on loan at May 31, 2015 (See Note 2).

^(c)	Rate shown represents annualized 7-day yield as of May 31, 2015.

^(d)

At May 31, 2015, the total market value of the Fund’s securities on loan was $69,406,000 and the total market value of the collateral held by the Fund was $70,794,120. Total securities on loan may not correspond with the amounts identified in the Schedule of Investments because pending sales of securities on loan may be in the process of recall from the borrower.

See Notes to Schedule of Investments.

Notes to Schedule of Investments (unaudited)

1. ORGANIZATION

WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005. As of May 31, 2015, the Trust offered 72 investment funds (each a “Fund”, collectively, the “Funds”). In accordance with Accounting Standard Update 2013-08, Financial Services-Investment Companies, each Fund 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 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 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 schedule of investments of the Managed Futures Strategy Fund and Global Real Return Fund (each an “Alternative Fund”) and Japan Interest Rate Strategy Fund, include the investments of a wholly-owned and controlled Cayman Islands subsidiary (each, a “Subsidiary”). For each Alternative Fund and Japan Interest Rate Strategy Fund, the accompanying schedules of investments reflect the investments 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.

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

Investment Valuation - The net asset value (“NAV”) of each Fund’s shares is calculated each day the national securities exchanges are open for trading as of the close of regular trading on the New York Stock Exchange, generally 4:00 p.m. New York 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 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

Notes to Schedule of Investments (unaudited)(continued)

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. New York 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 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.

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 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

Notes to Schedule of Investments (unaudited)(continued)

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 May 31, 2015 in valuing each Fund’s assets:


U.S. Dollar Bullish Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	516,285,492		$	—

Total	$	—	$	516,285,492		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—		13,538,120			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(580,706	)		—

Total - Net	$	—	$	529,242,906		$	—


Brazilian Real Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	14,999,925		$	—
Repurchase Agreement		—		3,162,000			—

Total	$	—	$	18,161,925		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—		160,172			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(671,178	)		—

Total - Net	$	—	$	17,650,919		$	—


Chinese Yuan Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	53,857,705		$	—
Time Deposits		—		22,714,356			—
Repurchase Agreement		—		35,130,000			—

Total	$	—	$	111,702,061		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—		623,686			—

Total - Net	$	—	$	112,325,747		$	—


Commodity Currency Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	4,899,966		$	—
Repurchase Agreement		—		1,915,000			—

Total	$	—	$	6,814,966		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—		326,304			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(326,912	)		—

Total - Net	$	—	$	6,814,358		$	—


Emerging Currency Strategy Fund	Level 1		Level 2			Level 3
U.S. Government Obligations	$	—	$	51,435,632		$	—
Repurchase Agreement		—		20,870,000			—

Total	$	—	$	72,305,632		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—		260,693			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—		(1,583,981	)		—

Total - Net	$	—	$	70,982,344		$	—

Notes to Schedule of Investments (unaudited)(continued)


Indian Rupee Strategy Fund	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	8,772,939		$	—
Repurchase Agreement		—			3,740,000			—

Total	$	—		$	12,512,939		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—			24,620			—

Total - Net	$	—		$	12,537,559		$	—


Asia Local Debt Fund	Level 1			Level 2			Level 3
Foreign Corporate Bonds	$	—		$	2,645,326		$	—
Foreign Government Agencies		—			4,987,144			—
Foreign Government Obligations		—			33,466,498			—
Supranational Bonds		—			10,816,097			—

Total	$	—		$	51,915,065		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—			88,980			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(30,991	)		—

Total - Net	$	—		$	51,973,054		$	—


Australia & New Zealand Debt Fund	Level 1			Level 2			Level 3
Foreign Government Agencies	$	—		$	35,075,693		$	—
Foreign Government Obligations		—			27,706,581			—
Supranational Bonds		—			20,711,301			—
Investment of Cash Collateral for Securities Loaned		—			1,972,044			—

Total	$	—		$	85,465,619		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—			11			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(56	)		—

Total - Net	$	—		$	85,465,574		$	—


U.S. Aggregate Bond Negative Duration Fund	Level 1			Level 2			Level 3
U.S. Government Agencies	$	—		$	9,330,020		$	—
U.S. Government Obligations		—			7,146,089			—
Corporate Bonds		—			6,572,891			—
Foreign Corporate Bonds		—			731,524			—
Foreign Government Obligations		—			485,542			—
Supranational Bond		—			527,508			—
Commercial Mortgage-Backed Securities		—			1,014,642			—
Municipal Bond		—			204,047			—
Investment of Cash Collateral for Securities Loaned		—			1,598,368			—

Total	$	—		$	27,610,631		$	—

Unrealized Depreciation on Futures Contracts		(123,945	)		—			—

Total - Net	$	(123,945	)	$	27,610,631		$	—


U.S. Aggregate Bond Zero Duration Fund	Level 1			Level 2			Level 3
U.S. Government Agencies	$	—		$	20,300,938		$	—
U.S. Government Obligations		—			17,053,188			—
Corporate Bonds		—			13,499,387			—
Foreign Corporate Bonds		—			1,721,892			—
Foreign Government Obligations		—			1,023,672			—
Supranational Bond		—			859,726			—
Commercial Mortgage-Backed Securities		—			2,125,895			—
Municipal Bond		—			362,750			—
Investment of Cash Collateral for Securities Loaned		—			1,922,677			—

Total	$	—		$	58,870,125		$	—

Unrealized Depreciation on Futures Contracts		(153,578	)		—			—

Total - Net	$	(153,578	)	$	58,870,125		$	—


Floating Rate Treasury Fund	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	1,248,154		$	—
Investment of Cash Collateral for Securities Loaned		—			381,838			—

Total	$	—		$	1,629,992		$	—

Notes to Schedule of Investments (unaudited)(continued)


High Yield Bond Negative Duration Fund	Level 1			Level 2			Level 3
Corporate Bonds	$	—		$	7,691,963		$	—
Foreign Corporate Bonds		—			589,905			—
Investment of Cash Collateral for Securities Loaned		—			1,560,692			—

Total	$	—		$	9,842,560		$	—

Unrealized Depreciation on Futures Contracts		(37,031	)		—			—

Total - Net	$	(37,031	)	$	9,842,560		$	—


High Yield Bond Zero Duration Fund	Level 1			Level 2			Level 3
Corporate Bonds	$	—		$	10,177,646		$	—
Foreign Corporate Bonds		—			1,245,013			—
Investment of Cash Collateral for Securities Loaned		—			2,392,538			—

Total	$	—		$	13,815,197		$	—

Unrealized Depreciation on Futures Contracts		(16,000	)		—			—

Total - Net	$	(16,000	)	$	13,815,197		$	—


Emerging Markets Corporate Bond Fund	Level 1			Level 2			Level 3
Foreign Corporate Bonds	$	—		$	90,437,384		$	—
Foreign Government Agencies		—			3,320,100			—
Investment of Cash Collateral for Securities Loaned		—			19,008,834			—

Total	$	—		$	112,766,318		$	—


Emerging Markets Local Debt Fund	Level 1			Level 2			Level 3
Foreign Government Agencies	$	—		$	1,590,714		$	—
Foreign Government Obligations		—			499,183,434			—
Supranational Bonds		—			30,858,454			—
Repurchase Agreement		—			27,000,000			—

Total	$	—		$	558,632,602		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—			236,275			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(191,256	)		—

Total - Net	$	—		$	558,677,621		$	—


Japan Interest Rate Strategy Fund (consolidated)	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	4,649,987		$	—

Total	$	—		$	4,649,987		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—			53,223			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(909	)		—
Unrealized Depreciation on Futures Contracts		(15,109	)		—			—

Total - Net	$	(15,109	)	$	4,702,301		$	—


Strategic Corporate Bond Fund	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	90,726		$	—
Corporate Bonds		—			4,215,938			—
Foreign Corporate Bonds		—			2,701,645			—
Preferred Stock		180,700			—			—
Investment of Cash Collateral for Securities Loaned		—			1,214,835			—

Total	$	180,700		$	8,223,144		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—			16,957			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(301	)		—

Total - Net	$	180,700		$	8,239,800		$	—


Global Real Return Fund (consolidated)	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	1,262,085		$	—
Corporate Bonds		—			110,690			—

Notes to Schedule of Investments (unaudited)(continued)


Foreign Corporate Bonds		—			395,679			—
Foreign Government Obligations		—			1,311,791			—
Exchange-Traded Funds		351,381			—			—
Investment of Cash Collateral for Securities Loaned		—			420,625			—

Total	$	351,381		$	3,500,870		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—			3,535			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(14,583	)		—
Unrealized Appreciation on Futures Contracts		12,214			—			—
Unrealized Depreciation on Futures Contracts		(3,050	)		—			—

Total - Net	$	360,545		$	3,489,822		$	—


Managed Futures Strategy Fund (consolidated)	Level 1			Level 2			Level 3
U.S. Government Obligations	$	—		$	199,249,967		$	—
Investment of Cash Collateral for Securities Loaned		—			70,794,120			—

Total	$	—		$	270,044,087		$	—

Unrealized Appreciation on Forward Foreign Currency Contracts		—			1,167,968			—
Unrealized Depreciation on Forward Foreign Currency Contracts		—			(183,620	)		—
Unrealized Appreciation on Futures Contracts		484,044			—			—
Unrealized Depreciation on Futures Contracts		(253,102	)		—			—

Total - Net	$	230,942		$	271,028,435		$	—

There were no Level 3 securities at or during the period ended May 31, 2015.

The Funds have elected to use the beginning of period method for transfers between fair value measurement levels.

There were no transfers into or out of any fair value measurement levels during the period ended May 31, 2015.

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, swaps contracts and futures contracts during the period ended May 31, 2015 which are detailed in the tables herein. 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 May 31, 2015 that triggered a contingent feature, the counterparty to the agreement may require the Funds to post additional collateral or terminate the derivative positions and demand payment. Any collateral posted with respect to the derivative positions would be used to offset or reduce the payment. The maximum exposure to derivatives agreements with credit-risk related contingent features would be the total value of derivatives in net liability positions for each Fund. At May 31, 2015, no event occurred that triggered a credit-risk-related contingent feature.

As of May 31, 2015, 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	$	—	$	—	$	—	$	270,000	$	1,259,628	$	1,529,628
Chinese Yuan Strategy Fund		—		—		—		129,169		—		129,169
Commodity Currency Strategy Fund		—		—		—		270,000		—		270,000
Emerging Currency Strategy Fund		2,320,000		—		2,320,000		—		—		—
Indian Rupee Strategy Fund		80,000		—		80,000		—		—		—
U.S. Aggregate Bond Negative Duration Fund		483,464		—		483,464		—		—		—
U.S. Aggregate Bond Zero Duration Fund		511,312		—		511,312		—		—		—
High Yield Bond Negative Duration Fund		88,486		—		88,486		—		—		—
High Yield Bond Zero Duration Fund		53,188		—		53,188		—		—		—
Emerging Markets Local Debt Fund		140,000		—		140,000		—		—		—
Japan Interest Rate Strategy Fund (consolidated)		34,485		31,000		65,485		—		—		—
Global Real Return Fund (consolidated)		18,580		—		18,580		—		—		—
Managed Futures Strategy Fund (consolidated)		6,376,388		4,429,967		10,806,355		—		—		—

Notes to Schedule of Investments (unaudited)(continued)

During the period ended May 31, 2015, 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)		Swap contracts		Futures contracts (long)		Futures contracts (short)
U.S. Dollar Bullish Fund
Foreign exchange contracts	$	273,241,505	$	543,913,795	$	—	$	—	$	—
Brazilian Real Strategy Fund
Foreign exchange contracts		36,206,065		11,342,688		—		—		—
Chinese Yuan Strategy Fund
Foreign exchange contracts		122,413,813		21,281,888		—		—		—
Commodity Currency Strategy Fund
Foreign exchange contracts		13,273,901		3,822,452		—		—		—
Emerging Currency Strategy Fund
Foreign exchange contracts		118,452,942		34,822,762		—		—		—
Indian Rupee Strategy Fund
Foreign exchange contracts		26,335,965		7,883,261		—		—		—
Asia Local Debt Fund
Foreign exchange contracts		31,322,185		8,278,244		—		—		—
Australia & New Zealand Debt Fund
Foreign exchange contracts		30,313		36,259		—		—		—
U.S. Aggregate Bond Negative Duration Fund
Interest rate contracts		—		—		—		—		26,976,928
U.S. Aggregate Bond Zero Duration Fund
Interest rate contracts		—		—		—		—		51,840,530
High Yield Bond Negative Duration Fund
Interest rate contracts		—		—		—		—		8,038,880
High Yield Bond Zero Duration Fund
Interest rate contracts		—		—		—		—		15,763,646
Emerging Markets Local Debt Fund
Foreign exchange contracts		23,180,185		614,160		—		—		—
Japan Interest Rate Strategy Fund (consolidated)
Foreign exchange contracts		1,482,183		2,990,460		—		—		—
Interest rate contracts		—		—		—		—		4,889,682
Strategic Corporate Bond Fund
Foreign exchange contracts		—		622,450		—		—		—
Global Real Return Fund (consolidated)
Commodity contracts		—		—		—		295,926		6,493
Foreign exchange contracts		173,228		1,296,394		—		—		—

Notes to Schedule of Investments (unaudited)(continued)


Managed Futures Strategy Fund (consolidated)
Commodity contracts	—	—	41,844,925	14,196,329	29,549,436
Foreign exchange contracts	14,226,172	42,994,829	—	5,067,868	48,153,907
Interest rate contracts	—	—	—	27,747,511	7,063,294

Investment Transactions and Investment Income - Investment transactions are recorded as of the date that the securities are purchased or sold (trade date). Realized gains and losses on sales of portfolio securities are calculated using the identified-cost method. Interest income including amortization of premiums and discounts is accrued daily.

Foreign Currency Translation - The accounting records of the Funds are maintained in U.S. dollars. Foreign currencies, as well as investment securities and other assets and liabilities denominated in foreign currencies, are translated into U.S. dollars using exchange rates prevailing on the respective dates of such transactions that are deemed appropriate by WTAM.

Repurchase Agreements - Each Fund’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.

The following Forward Contracts were open at May 31, 2015:


Fund	Settlement Date			Contracts To Deliver			In Exchange For		Unrealized Gain (Loss)
U.S. Dollar Bullish Fund		6/3/2015	AUD		5,498,636	USD		4,344,087	$	140,333
		6/3/2015	AUD		5,498,636	USD		4,344,346		140,592
		6/3/2015	AUD		5,498,636	USD		4,344,126		140,372
		6/3/2015	AUD		5,498,636	USD		4,344,142		140,388
		6/3/2015	AUD		5,498,636	USD		4,344,417		140,663
		6/3/2015	AUD		9,784,003	USD		7,920,053		440,099
		6/3/2015	AUD		1,025,485	USD		827,884		43,892
		6/3/2015	AUD		410,194	USD		331,150		17,553
		6/3/2015	AUD		848,560	USD		668,530		19,798
		6/3/2015	AUD		852,574	USD		672,459		20,659
		6/3/2015	AUD		426,287	USD		336,217		10,317
		6/3/2015	BRL		23,151,597	USD		7,618,414		354,549
		6/3/2015	BRL		8,143,465	USD		2,664,311		109,280
		6/3/2015	BRL		347,759	USD		115,515		6,405
		6/3/2015	BRL		869,398	USD		288,837		16,061
		6/3/2015	BRL		701,990	USD		232,640		12,389
		6/3/2015	BRL		347,005	USD		113,742		4,869
		6/3/2015	BRL		694,010	USD		227,485		9,737
		6/3/2015	CAD		9,966,880	USD		8,257,366		243,159
		6/3/2015	CAD		9,966,880	USD		8,257,154		242,947
		6/3/2015	CAD		9,966,880	USD		8,257,188		242,981
		6/3/2015	CAD		9,966,879	USD		8,257,153		242,947
		6/3/2015	CAD		9,966,880	USD		8,257,585		243,378
		6/3/2015	CAD		17,820,661	USD		14,887,273		557,967
		6/3/2015	CAD		1,880,326	USD		1,566,377		54,437
		6/3/2015	CAD		752,131	USD		626,550		21,774
		6/3/2015	CAD		1,534,640	USD		1,257,881		23,902

Notes to Schedule of Investments (unaudited)(continued)


6/3/2015	CAD	768,810	USD	629,543	11,355
6/3/2015	CAD	1,537,620	USD	1,259,147	22,772
6/3/2015	CHF	2,924,152	USD	3,137,374	25,983
6/3/2015	CHF	2,924,153	USD	3,137,483	26,091
6/3/2015	CHF	2,924,153	USD	3,137,446	26,054
6/3/2015	CHF	2,924,153	USD	3,137,301	25,909
6/3/2015	CHF	2,924,152	USD	3,137,317	25,926
6/3/2015	CHF	5,330,763	USD	5,810,983	138,881
6/3/2015	CHF	556,677	USD	610,137	17,815
6/3/2015	CHF	222,671	USD	244,059	7,130
6/3/2015	CHF	461,465	USD	493,145	2,131
6/3/2015	CHF	229,946	USD	245,597	927
6/3/2015	CHF	459,891	USD	491,194	1,856
6/3/2015	CNH	67,217,888	USD	10,802,219	(34,569	)
6/3/2015	CNH	24,158,877	USD	3,890,632	(4,234	)
6/3/2015	CNH	2,537,679	USD	408,545	(576	)
6/3/2015	CNH	1,015,072	USD	163,396	(253	)
6/3/2015	CNH	2,053,357	USD	330,707	(333	)
6/3/2015	CNH	2,071,442	USD	334,068	113
6/3/2015	CNH	1,035,721	USD	167,027	49
6/3/2015	EUR	20,464,780	USD	22,988,619	511,887
6/3/2015	EUR	20,464,780	USD	22,986,573	509,841
6/3/2015	EUR	20,464,780	USD	22,986,859	510,127
6/3/2015	EUR	20,464,779	USD	22,986,654	509,923
6/3/2015	EUR	20,464,780	USD	22,988,046	511,314
6/3/2015	EUR	37,124,988	USD	42,118,299	1,343,445
6/3/2015	EUR	3,881,678	USD	4,429,247	165,950
6/3/2015	EUR	1,552,671	USD	1,771,689	66,371
6/3/2015	EUR	3,219,759	USD	3,576,830	40,527
6/3/2015	EUR	1,609,310	USD	1,788,824	21,298
6/3/2015	EUR	3,218,620	USD	3,577,818	42,766
6/3/2015	GBP	4,428,378	USD	6,796,143	27,867
6/3/2015	GBP	4,428,378	USD	6,796,458	28,182
6/3/2015	GBP	4,428,378	USD	6,796,099	27,823
6/3/2015	GBP	4,428,378	USD	6,796,458	28,182
6/3/2015	GBP	4,428,377	USD	6,796,071	27,796
6/3/2015	GBP	7,985,777	USD	12,567,058	361,699
6/3/2015	GBP	840,521	USD	1,325,468	40,827
6/3/2015	GBP	336,209	USD	530,186	16,329
6/3/2015	GBP	688,883	USD	1,070,352	17,472
6/3/2015	GBP	343,885	USD	538,661	13,071
6/3/2015	GBP	687,769	USD	1,077,318	26,141
6/3/2015	JPY	1,607,837,385	USD	13,468,908	514,419
6/3/2015	JPY	1,607,837,385	USD	13,469,032	514,543
6/3/2015	JPY	1,607,837,307	USD	13,469,697	515,209
6/3/2015	JPY	1,607,837,465	USD	13,469,585	515,096
6/3/2015	JPY	1,607,837,385	USD	13,468,840	514,351
6/3/2015	JPY	2,886,170,024	USD	24,228,080	973,952
6/3/2015	JPY	120,926,903	USD	1,014,921	40,602
6/3/2015	JPY	302,317,257	USD	2,537,304	101,507
6/3/2015	JPY	247,402,668	USD	2,040,956	47,611
6/3/2015	JPY	124,731,417	USD	1,030,928	25,956
6/3/2015	JPY	249,462,833	USD	2,061,956	52,012
6/3/2015	KRW	13,098,635,677	USD	12,157,071	338,275
6/3/2015	KRW	4,741,651,399	USD	4,336,215	57,861
6/3/2015	KRW	499,001,452	USD	458,220	7,975
6/3/2015	KRW	199,600,581	USD	183,221	3,123
6/3/2015	KRW	402,407,279	USD	367,495	4,406
6/3/2015	KRW	204,140,245	USD	186,654	2,460
6/3/2015	KRW	408,280,490	USD	373,309	4,921
6/3/2015	MXN	533,407,115	USD	34,711,591	74,926
6/3/2015	MXN	192,992,261	USD	12,608,846	76,939
6/3/2015	MXN	8,061,598	USD	533,654	10,176
6/3/2015	MXN	20,153,995	USD	1,334,207	25,512
6/3/2015	MXN	16,453,618	USD	1,082,681	14,270
6/3/2015	MXN	8,248,834	USD	541,599	5,963
6/3/2015	MXN	16,497,667	USD	1,082,604	11,332
6/3/2015	USD	675,651	AUD	846,884	(28,201	)
6/3/2015	USD	499,387	AUD	645,954	(5,550	)
6/3/2015	USD	30,081,122	AUD	39,347,445	335
6/3/2015	USD	236,096	BRL	717,849	(10,869	)
6/3/2015	USD	169,147	BRL	533,643	(1,716	)
6/3/2015	USD	10,345,997	BRL	33,003,732	8,996
6/3/2015	USD	1,274,316	CAD	1,531,593	(42,787	)
6/3/2015	USD	943,830	CAD	1,172,971	(663	)
6/3/2015	USD	57,430,968	CAD	71,424,023	(66	)

Notes to Schedule of Investments (unaudited)(continued)


	6/3/2015	USD	493,077	CHF	457,812		(5,950	)
	6/3/2015	USD	367,864	CHF	350,483		5,061
	6/3/2015	USD	22,423,316	CHF	21,073,881		(34	)
	6/3/2015	USD	331,323	CNH	2,059,932		777
	6/3/2015	USD	253,822	CNH	1,576,719		375
	6/3/2015	USD	15,549,975	CNH	96,453,385		125
	6/3/2015	USD	3,584,243	EUR	3,194,831		(75,318	)
	6/3/2015	USD	2,654,017	EUR	2,440,291		26,187
	6/3/2015	USD	80,872,761	EUR	73,647,902		15,680
	6/3/2015	USD	80,835,936	EUR	73,647,901		52,504
	6/3/2015	USD	1,062,124	GBP	677,762		(26,241	)
	6/3/2015	USD	806,691	GBP	524,503		(5,047	)
	6/3/2015	USD	48,628,219	GBP	31,822,668		9,137
	6/3/2015	USD	2,062,037	JPY	247,085,678		(71,246	)
	6/3/2015	USD	1,535,544	JPY	189,044,819		(12,393	)
	6/3/2015	USD	46,463,372	JPY	5,767,033,766		2,131
	6/3/2015	USD	46,458,881	JPY	5,767,033,766		6,623
	6/3/2015	USD	369,029	KRW	403,717,241		(4,758	)
	6/3/2015	USD	278,705	KRW	308,567,843		(286	)
	6/3/2015	USD	16,883,004	KRW	18,841,432,039		117,471
	6/3/2015	USD	1,080,714	MXN	16,621,271		(1,416	)
	6/3/2015	USD	819,904	MXN	12,567,406		(3,842	)
	6/3/2015	USD	49,764,778	MXN	766,626,411		15,927
	7/3/2015	AUD	42,393,347	USD	32,357,570		(792	)
	7/3/2015	BRL	36,428,210	USD	11,297,321		(9,002	)
	7/3/2015	CAD	75,807,899	USD	60,927,169		9
	7/3/2015	CHF	21,584,150	USD	22,990,967		107
	7/3/2015	CNH	98,838,619	USD	15,901,190		(72	)
	7/3/2015	EUR	76,392,372	USD	83,918,548		(17,263	)
	7/3/2015	EUR	76,392,371	USD	83,880,351		(55,459	)
	7/3/2015	GBP	32,819,814	USD	50,141,127		(9,168	)
	7/3/2015	JPY	6,158,090,573	USD	49,634,802		(3,129	)
	7/3/2015	JPY	6,158,090,573	USD	49,630,321		(7,609	)
	7/3/2015	KRW	19,949,371,878	USD	17,858,179		(125,088	)
	7/3/2015	MXN	791,386,724	USD	51,257,277		(16,776	)

						$	12,957,414


Brazilian Real Strategy Fund	6/2/2015	BRL	15,927,645	USD	5,011,846	$	22,920
	6/2/2015	BRL	10,221,407	USD	3,215,290		13,697
	6/2/2015	USD	5,370,076	BRL	15,927,645		(381,150	)
	6/2/2015	USD	3,446,193	BRL	10,221,407		(244,599	)
	7/2/2015	USD	5,496,231	BRL	17,969,928		73,335
	7/2/2015	USD	3,772,580	BRL	12,334,074		50,220
	9/2/2015	USD	5,133,823	BRL	16,827,645		(28,658	)
	9/2/2015	USD	3,330,104	BRL	10,921,407		(16,771	)

						$	(511,006	)


Chinese Yuan Strategy Fund	7/10/2015	USD	10,856,468	CNH	68,285,014	$	121,962
	7/10/2015	USD	6,130,880	CNY	38,048,241		71,079
	7/24/2015	USD	22,306,341	CNH	139,876,373		160,759
	7/24/2015	USD	21,809,602	CNY	134,728,818		130,410
	8/7/2015	USD	28,608,216	CNY	176,698,644		139,476

						$	623,686


Commodity Currency Strategy Fund	6/2/2015	AUD	275,318	USD	212,643	$	1,901
	6/2/2015	AUD	10,124	USD	8,017		268
	6/2/2015	AUD	1,089,891	USD	840,306		6,049
	6/2/2015	BRL	137,166	USD	44,811		1,847
	6/2/2015	BRL	19,299	USD	6,423		378
	6/2/2015	BRL	2,372,798	USD	750,411		7,192
	6/2/2015	CAD	269,330	USD	213,908		(1,853	)
	6/2/2015	CAD	9,274	USD	7,668		238
	6/2/2015	CAD	1,093,495	USD	875,637		(368	)
	6/2/2015	CLP	132,944,885	USD	212,137		(2,689	)
	6/2/2015	CLP	3,240,594	USD	5,350		114
	6/2/2015	CLP	537,912,820	USD	872,527		3,313
	6/2/2015	NOK	1,621,405	USD	203,216		(4,718	)

Notes to Schedule of Investments (unaudited)(continued)


	6/2/2015	NOK	13,825	USD	1,847		74
	6/2/2015	NOK	6,674,844	USD	859,717		3,715
	6/2/2015	NZD	286,794	USD	215,415		11,347
	6/2/2015	NZD	2,152	USD	1,606		75
	6/2/2015	NZD	1,168,513	USD	843,098		11,643
	6/2/2015	RUB	13,549,850	USD	227,318		(30,296	)
	6/2/2015	RUB	256,795	USD	5,044		162
	6/2/2015	RUB	1,611,894	USD	31,390		744
	6/2/2015	RUB	53,607,765	USD	1,031,315		12,106
	6/2/2015	USD	1,074,512	AUD	1,369,503		(26,226	)
	6/2/2015	USD	4,668	AUD	5,830		(206	)
	6/2/2015	USD	862,435	BRL	2,529,263		(70,208	)
	6/2/2015	USD	1,074,065	CAD	1,335,761		(3,980	)
	6/2/2015	USD	30,358	CAD	36,338		(1,248	)
	6/2/2015	USD	1,063,993	CLP	662,707,741		6,877
	6/2/2015	USD	18,685	CLP	11,390,558		(279	)
	6/2/2015	USD	1,062,447	NOK	8,046,653		(30,520	)
	6/2/2015	USD	35,576	NOK	263,421		(1,794	)
	6/2/2015	USD	1,068,064	NZD	1,429,709		(50,755	)
	6/2/2015	USD	20,857	NZD	27,750		(1,111	)
	6/2/2015	USD	1,061,943	RUB	69,026,304		250,409
	6/2/2015	USD	1,084,530	ZAR	12,599,966		(49,009	)
	6/2/2015	USD	4,917	ZAR	59,019		(67	)
	6/2/2015	ZAR	2,517,747	USD	207,323		404
	6/2/2015	ZAR	49,422	USD	4,125		63
	6/2/2015	ZAR	10,091,816	USD	836,412		7,022
	7/2/2015	USD	863,856	BRL	2,759,243		(8,662	)
	9/2/2015	USD	865,499	AUD	1,128,186		(6,194	)
	9/2/2015	USD	864,129	CAD	1,080,611		363
	9/2/2015	USD	864,313	CLP	537,602,731		(3,501	)
	9/2/2015	USD	865,648	NOK	6,736,994		(3,754	)
	9/2/2015	USD	865,357	NZD	1,209,522		(11,843	)
	9/2/2015	USD	847,798	RUB	45,530,965		(10,406	)
	9/2/2015	USD	868,576	ZAR	10,644,832		(7,225	)

						$	(608	)


Emerging Currency Strategy Fund	6/2/2015	BRL	300,208	USD	99,505	$	5,473
	6/2/2015	BRL	366,333	USD	119,098		4,354
	6/2/2015	BRL	14,713,712	USD	4,653,293		44,600
	6/2/2015	USD	5,244,400	BRL	15,380,253		(426,931	)
	7/2/2015	USD	4,651,038	BRL	14,855,882		(46,634	)
	8/4/2015	CLP	14,560,094	USD	24,251		868
	8/4/2015	CLP	77,018,886	USD	125,786		2,097
	8/4/2015	CNH	781,474	USD	125,562		134
	8/4/2015	COP	394,702,620	USD	163,913		9,342
	8/4/2015	COP	300,748,069	USD	119,463		1,686
	8/4/2015	IDR	18,394,915	USD	1,379		5
	8/4/2015	IDR	1,642,806,998	USD	122,965		257
	8/4/2015	INR	8,059,030	USD	125,160		177
	8/4/2015	KRW	134,569,482	USD	123,153		1,966
	8/4/2015	MXN	1,959,774	USD	127,589		1,102
	8/4/2015	MYR	448,251	USD	124,341		2,267
	8/4/2015	PHP	5,601,876	USD	125,490		203
	8/4/2015	PLN	453,899	USD	126,469		5,824
	8/4/2015	PLN	457,084	USD	122,546		1,055
	8/4/2015	RUB	2,501,945	USD	48,459		1,991
	8/4/2015	RUB	6,647,693	USD	129,559		6,093
	8/4/2015	THB	4,128,292	USD	123,012		861
	8/4/2015	TRY	351,654	USD	132,449		2,723
	8/4/2015	TRY	345,605	USD	130,553		3,059
	8/4/2015	USD	5,185,972	CLP	3,166,814,072		(100,182	)
	8/4/2015	USD	5,115,445	CNH	32,009,898		22,209
	8/4/2015	USD	25,894	CNH	161,506		28
	8/4/2015	USD	5,294,888	COP	12,758,031,590		(298,661	)
	8/4/2015	USD	5,084,753	IDR	67,830,607,248		(18,237	)
	8/4/2015	USD	1,746,647	INR	112,850,883		3,485
	8/4/2015	USD	1,695,538	INR	109,531,743		3,120
	8/4/2015	USD	1,695,275	INR	109,531,737		3,383
	8/4/2015	USD	6,461	INR	415,766		(13	)
	8/4/2015	USD	5,129,251	KRW	5,507,790,116		(169,177	)
	8/4/2015	USD	50,864	KRW	55,543,779		(844	)
	8/4/2015	USD	5,174,020	MXN	79,284,608		(56,867	)
	8/4/2015	USD	61,179	MXN	929,377		(1,195	)

Notes to Schedule of Investments (unaudited)(continued)


	8/4/2015	USD	5,125,226	MYR	18,368,811		(122,763	)
	8/4/2015	USD	10,992	MYR	39,438		(251	)
	8/4/2015	USD	5,126,189	PHP	227,859,092		(30,085	)
	8/4/2015	USD	60,888	PHP	2,718,032		(98	)
	8/4/2015	USD	5,166,267	PLN	19,022,847		(110,074	)
	8/4/2015	USD	5,034,673	RUB	272,149,252		19,900
	8/4/2015	USD	5,103,651	THB	167,654,950		(142,937	)
	8/4/2015	USD	68,531	THB	2,310,869		(155	)
	8/4/2015	USD	5,180,645	TRY	14,332,254		106,557
	8/4/2015	USD	5,199,260	ZAR	63,212,606		(58,877	)
	8/4/2015	ZAR	1,319,971	USD	110,295		2,956
	8/4/2015	ZAR	1,517,397	USD	126,311		2,918

						$	(1,323,288	)


Indian Rupee Strategy Fund	8/4/2015	USD	4,305,174	INR	278,157,313	$	8,591
	8/4/2015	USD	4,179,199	INR	269,976,224		7,691
	8/4/2015	USD	4,178,551	INR	269,976,208		8,338

						$	24,620


Asia Local Debt Fund	6/1/2015	USD	128,954	IDR	1,703,221,200	$	(156	)
	6/2/2015	USD	69,531	AUD	90,978		108
	6/2/2015	USD	500,158	HKD	3,878,153		149
	6/3/2015	SGD	196,774	USD	145,685		(193	)
	6/3/2015	USD	115,549	NZD	161,468		(656	)
	6/17/2015	TWD	18,145,000	USD	574,391		(17,589	)
	6/17/2015	TWD	21,000,000	USD	686,050		927
	6/17/2015	USD	905,491	KRW	1,029,000,000		22,669
	6/17/2015	USD	933,694	THB	31,092,000		(12,397	)
	6/17/2015	USD	1,868,117	TWD	59,256,662		65,127

						$	57,989


Australia & New Zealand Debt Fund	6/3/2015	AUD	468,000	USD	358,192	$	(39	)
	6/3/2015	USD	296,021	NZD	416,000		(17	)
	6/3/2015	USD	7,105	NZD	10,000		11

						$	(45	)


Emerging Markets Local Debt Fund	6/1/2015	USD	1,951,047	IDR	25,769,425,000	$	(2,361	)
	6/2/2015	USD	2,071,595	BRL	6,585,601		(8,825	)
	6/17/2015	USD	11,449,779	INR	725,000,000		(108,510	)
	6/17/2015	USD	131,712	INR	8,340,000		(1,248	)
	6/17/2015	USD	267,074	INR	16,815,000		(4,035	)
	6/17/2015	USD	267,598	KRW	295,000,000		(1,508	)
	6/17/2015	USD	9,372,420	KRW	10,650,818,360		234,634
	6/17/2015	USD	3,387,754	TRY	9,000,000		(22,494	)
	6/17/2015	USD	3,386,369	TRY	9,000,000		(21,108	)
	6/17/2015	USD	3,386,429	TRY	9,000,000		(21,168	)
	6/17/2015	USD	1,793,164	TRY	4,800,000		1,642

						$	45,019


Japan Interest Rate Strategy Fund (consolidated)	6/4/2015	JPY	63,848,000	USD	533,661	$	19,146
	6/4/2015	JPY	22,037,000	USD	184,192		6,609
	6/4/2015	JPY	17,145,000	USD	143,301		5,139
	6/4/2015	JPY	74,448,000	USD	622,262		22,327
	6/4/2015	USD	24,783	JPY	2,965,000		(889	)
	6/4/2015	USD	138,163	JPY	17,145,000		(1	)
	6/4/2015	USD	599,935	JPY	74,448,000		—
	6/4/2015	USD	177,585	JPY	22,037,000		(1	)
	6/4/2015	USD	490,621	JPY	60,883,000		—
	7/6/2015	JPY	60,883,000	USD	490,840		(8	)
	7/6/2015	JPY	11,033,000	USD	88,950		1
	7/6/2015	JPY	74,448,000	USD	600,203		(7	)

Notes to Schedule of Investments (unaudited)(continued)


	7/6/2015	JPY	17,145,000	USD	138,223		(3	)
	7/6/2015	JPY	22,037,000	USD	177,666		1

						$	52,314


Strategic Corporate Bond Fund	8/13/2015	EUR	386,891	USD	440,651	$	16,059
	8/13/2015	EUR	26,620	USD	30,112		898
	8/13/2015	GBP	70,870	USD	107,788		(301	)

						$	16,656


Global Real Return Fund (consolidated)	7/16/2015	AUD	206,190	USD	155,509	$	(1,946	)
	7/16/2015	BRL	50,000	USD	15,514		90
	7/16/2015	BRL	110,000	USD	34,154		219
	7/16/2015	CAD	211,750	USD	169,538		19
	7/16/2015	EUR	71,603	USD	76,567		(1,981	)
	7/16/2015	GBP	142,700	USD	210,632		(7,052	)
	7/16/2015	MXN	3,190,000	USD	207,865		1,700
	7/16/2015	TRY	367,493	USD	134,590		(1,699	)
	7/16/2015	USD	65,950	CAD	80,000		(1,905	)
	7/16/2015	ZAR	2,155,000	USD	177,309		1,507

						$	(11,048	)


Managed Futures Strategy Fund (consolidated)	6/17/2015	JPY	35,650,000	USD	298,194	$	10,864
	6/17/2015	JPY	3,574,061,000	USD	29,895,201		1,089,177
	6/17/2015	JPY	171,443,000	USD	1,413,789		32,002
	6/17/2015	JPY	87,721,000	USD	734,019		27,010
	6/17/2015	JPY	12,912,000	USD	108,287		4,219
	6/17/2015	USD	314,730	JPY	37,706,000		(10,829	)
	6/17/2015	USD	4,320,987	JPY	515,260,000		(168,122	)
	6/17/2015	USD	26,834,121	JPY	3,328,821,000		(4,669	)
	9/16/2015	JPY	146,200,000	USD	1,179,989		198
	9/16/2015	JPY	3,328,821,000	USD	26,867,106		4,498

						$	984,348

Currency Legend:

AUD - Australian dollar

BRL - Brazilian real

CAD - Canadian dollar

CHF - Swiss franc

CLP - Chilean peso

CNH - Chinese renminbi

CNY - Chinese yuan

COP - Colombian peso

EUR - Euro

GBP - British pound

HKD - Hong Kong dollar

IDR - Indonesian rupiah

INR - Indian rupee

JPY - Japanese yen

KRW - South Korean won

MXN - Mexican peso

MYR - Malaysian ringgit

NOK - Norwegian krone

NZD - New Zealand dollar

PHP - Philippine peso

PLN - Polish zloty

RUB - Russian ruble

SGD - Singapore dollar

THB - Thai baht

TRY - Turkish New lira

TWD - New Taiwan dollar

USD - U.S. dollar

ZAR - South African rand

Notes to Schedule of Investments (unaudited)(continued)

Currency, Interest Rate and Total Return Swaps - Each Fund may enter into swap agreements, including interest rate swaps, currency swaps and total return swaps. A typical interest rate swap involves the exchange of a floating interest rate payment for a fixed interest rate payment. A typical foreign cross-currency swap involves the exchange of cash flows based on the notional difference among two or more currencies (e.g., the U.S. dollar and the Brazilian real). A typical total return swap involves the payment of the total return on a reference asset in return for payments equal to a rate of interest on another reference asset. The total return typically includes appreciation or depreciation on the reference asset, plus any interest or dividend payments. Swap agreements may be used to achieve exposure to, for example, currencies, interest rates, indexes and money market securities without actually purchasing such currencies or securities. The Managed Futures Strategy Fund and the Global Real Return Fund may enter into swaps transactions based on commodities or commodity indexes. Each Fund may use swap agreements to invest in a market without owning or taking physical custody of the underlying securities in circumstances in which direct investment is restricted for legal reasons or is otherwise impracticable. Swap agreements will tend to shift a Fund’s investment exposure from one type of investment to another or from one payment stream to another. Depending on their structure, swap agreements may increase or decrease a Fund’s exposure to long- or short-term interest rates (in the United States or abroad), foreign currencies, corporate borrowing rates, or other factors, and may increase or decrease the overall volatility of a Fund’s investments and its share price.

As of May 31, 2015, the Funds did not have any outstanding swap agreements.

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.

Each Fund may buy and sell index futures contracts. An index futures contract is a bilateral agreement pursuant to which two parties agree to take or make delivery of an amount of cash equal to a specified dollar amount times the difference between the index value at the close of trading of the contract and the price at which the futures contract is originally struck. No physical delivery of the securities comprising the index is made. Instead, settlement in cash must occur upon the termination of the contract, with the settlement being the difference between the contract price, and the actual level of the index at the expiration of the contract. Generally, contracts are closed out prior to the expiration date of the contract.

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.

The following futures contracts were open at May 31, 2015:


Fund		Number of Contracts	Notional Value			Expiration Date	Unrealized Appreciation/ (Depreciation)
U.S. Aggregate Bond Negative Duration Fund	Futures Contracts Short
	10 Year U.S. Treasury Note Futures	62	$	(7,916,625	)	Sep-15	$	(25,187	)
	2 Year U.S. Treasury Note Futures	20		(4,377,188	)	Sep-15		(5,625	)
	5 Year U.S. Treasury Note Futures	47		(5,627,148	)	Sep-15		(12,586	)
	U.S. Treasury Long Bond Futures	46		(7,158,750	)	Sep-15		(42,766	)
	U.S. Treasury Ultra Long Term Bond Futures	31		(4,968,719	)	Sep-15		(37,781	)

							$	(123,945	)

U.S. Aggregate Bond Zero Duration Fund	Futures Contracts Short
	10 Year U.S. Treasury Note Futures	44	$	(5,618,250	)	Sep-15	$	(17,875	)
	2 Year U.S. Treasury Note Futures	107		(23,417,953	)	Sep-15		(30,094	)

Notes to Schedule of Investments (unaudited)(continued)


	5 Year U.S. Treasury Note Futures	101		(12,092,383	)	Sep-15		(37,086	)
	U.S. Treasury Long Bond Futures	37		(5,758,125	)	Sep-15		(34,398	)
	U.S. Treasury Ultra Long Term Bond Futures	28		(4,487,875	)	Sep-15		(34,125	)

							$	(153,578	)

High Yield Bond Negative Duration Fund	Futures Contracts Short
	10 Year U.S. Treasury Note Futures	18	$	(2,298,375	)	Sep-15	$	(7,453	)
	5 Year U.S. Treasury Note Futures	28		(3,352,344	)	Sep-15		(9,930	)
	U.S. Treasury Long Bond Futures	11		(1,711,875	)	Sep-15		(9,492	)
	U.S. Treasury Ultra Long Term Bond Futures	9		(1,442,531	)	Sep-15		(10,156	)

							$	(37,031	)

High Yield Bond Zero Duration Fund	Futures Contracts Short
	2 Year U.S. Treasury Note Futures	36	$	(7,878,938	)	Sep-15	$	(10,125	)
	5 Year U.S. Treasury Note Futures	16		(1,915,625	)	Sep-15		(5,875	)

							$	(16,000	)

Japan Interest Rate Strategy Fund (consolidated)	Futures Contracts Short
	10 Year Japanese Government Bond Futures	3	$	(3,568,959	)	Jun-15	$	(11,846	)
	10 Year Mini Japanese Government Bond Futures	11		(1,308,530	)	Jun-15		(3,263	)

							$	(15,109	)

Global Real Return Fund (consolidated)	Futures Contracts Long
	Copper Futures	1	$	68,200		Jul-15	$	(1,600	)
	Gasoline RBOB Futures	2		167,387		Sep-15		12,214
	Platinum Futures	1		55,575		Jul-15		(1,450	)

							$	9,164

Managed Futures Strategy Fund (consolidated)	Futures Contracts Short
	10 Year U.S. Treasury Note Futures	136	$	(17,365,500	)	Sep-15	$	(1,779	)
	Australian Dollar Currency Futures	61		(4,643,320	)	Sep-15		(550	)
	Canadian Dollar Currency Futures	29		(2,326,670	)	Sep-15		(430	)
	Coffee “C” Futures	72		(3,472,200	)	Sep-15		—
	Corn Futures	509		(9,092,012	)	Sep-15		(1,338	)
	Cotton No. 2 Futures	71		(2,294,720	)	Dec-15		—
	Euro Currency Futures	219		(30,104,288	)	Sep-15		(70,212	)
	Gold 100 Ounce Futures	67		(7,971,660	)	Aug-15		—
	Natural Gas Futures	359		(9,603,250	)	Sep-15		186,640
	Silver Futures	50		(4,185,250	)	Sep-15		(525	)
	Soybean Futures	266		(12,046,475	)	Nov-15		(467	)
	Sugar No. 11 Futures	168		(2,310,605	)	Oct-15		—
	U.S. Treasury Long Bond Futures	112		(17,430,000	)	Sep-15		266,188
	Wheat Futures	221		(5,328,862	)	Sep-15		(2,561	)

							$	374,966

	Futures Contracts Long
	British Pound Currency Futures	121	$	11,554,744		Sep-15	$	(23,994	)
	Cocoa Futures	74		2,277,720		Sep-15		—
	Copper Futures	167		11,420,712		Sep-15		—
	Gasoline RBOB Futures	95		7,950,873		Sep-15		18,437

Notes to Schedule of Investments (unaudited)(continued)


Lean Hogs Futures	130	4,290,000	Aug-15		(2,231	)
Live Cattle Futures	118	7,140,180	Aug-15		835
NY Harbor ULSD Futures	88	7,278,902	Sep-15		(44,075	)
Swiss Franc Currency Futures	35	4,673,375	Sep-15		11,944
WTI Crude Futures	325	19,756,750	Sep-15		(104,940	)

				$	(144,024	)

Total				$	230,942

Securities Lending - Each Fund may lend portfolio securities to certain creditworthy borrowers, including the Funds’ securities lending agent. It is the Funds’ policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral in the form of cash and/or high-grade debt obligations, equivalent to at least 100% of the market value of securities, is maintained at all times. The cash collateral can be invested in certain money market mutual funds which also have exposure to the fluctuations of the market. Each Fund receives compensation for lending its securities from interest or dividends earned on the cash or U.S. government securities held as collateral, net of fee rebates paid to the borrower plus reasonable administrative and custody fees. The dividend and interest income earned on the securities loaned is accounted for in the same manner as other dividend and interest income. The borrower pays to the Funds an amount equal to any dividends or interest received on loaned securities. Dividends received while a security is out on loan are not considered Qualified Dividend Income (“QDI”) under the specific criteria issued by the Internal Revenue Service and are subject to taxation at the shareholder’s ordinary income tax rate instead of the lower long-term capital gains tax rate. Lending portfolio securities could result in a loss or delay in recovering each Fund’s securities if the borrower defaults.

Short-Term Investments - Each Fund may invest a portion of its assets in high-quality money market instruments on an ongoing basis to provide liquidity or for other reasons. The instruments include short-term obligations issued by the U.S. government, its agencies, non-U.S. government agencies, negotiable certificates of deposit (“CDs”), fixed time deposits and bankers’ acceptances of U.S. and foreign banks and similar institutions, commercial papers, repurchase agreements and money market funds. CDs are short-term negotiable obligations of commercial banks. Time deposits are non-negotiable deposits maintained in banking institutions for specified periods of time at stated interest rates. Banker’s acceptances are time drafts drawn on commercial banks by borrowers, usually in connection with international transactions.

To-be-announced Transactions - 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 Negative Duration Fund and U.S. Aggregate Bond Zero Duration Fund will take delivery of pools, but instead will participate in rolling TBA Transactions whereby instead of receiving pools on the purchase settlement date, the position is offset by a current sale of the TBA security with a simultaneous forward purchase of a substantially similar TBA security (i.e. same type, coupon, maturity) to settle on a specified future date.

3. FEDERAL INCOME TAXES

At May 31, 2015, 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	$	516,262,166	$	23,326	$	—		$	23,326
Brazilian Real Strategy Fund		18,161,894		31		—			31
Chinese Yuan Strategy Fund		111,679,715		22,346		—			22,346
Commodity Currency Strategy Fund		6,814,958		8		—			8
Emerging Currency Strategy Fund		72,305,003		629		—			629
Indian Rupee Strategy Fund		12,512,924		15		—			15
Asia Local Debt Fund		58,196,824		97,112		(6,378,871	)		(6,281,759	)
Australia & New Zealand Debt Fund		91,645,164		—		(6,179,545	)		(6,179,545	)
U.S. Aggregate Bond Negative Duration Fund		27,426,411		228,887		(44,667	)		184,220
U.S. Aggregate Bond Zero Duration Fund		58,348,596		601,610		(80,081	)		521,529
Floating Rate Treasury Fund		1,629,939		91		(38	)		53
High Yield Bond Negative Duration Fund		9,902,142		31,893		(91,475	)		(59,582	)
High Yield Bond Zero Duration Fund		13,939,868		62,860		(187,531	)		(124,671	)
Emerging Markets Corporate Bond Fund		114,746,782		1,527,472		(3,507,936	)		(1,980,464	)
Emerging Markets Local Debt Fund		697,260,990		477,611		(139,105,999	)		(138,628,388	)
Japan Interest Rate Strategy Fund (consolidated)		4,799,987		13		(150,013	)		(150,000	)
Strategic Corporate Bond Fund		8,334,867		186,447		(117,470	)		68,977
Global Real Return Fund (consolidated)		5,075,045		123,509		(1,346,303	)		(1,222,794	)
Managed Futures Strategy Fund (consolidated)		317,351,264		4,253		(47,311,430	)		(47,307,177	)

Notes to Schedule of Investments (unaudited)(continued)

4. OTHER AFFILIATED PARTIES AND TRANSACTIONS

Affiliated holdings are funds which are managed by, or an affiliate of, WTAM. Transactions with affiliated funds during the period ended May 31, 2015 are as follows:


Fund	Value at 8/31/2014		Purchases/ Additions		Sales/ Reductions		Value at 5/31/2015		Dividend Income
Global Real Return Fund (consolidated)
WisdomTree Emerging Markets Equity Income Fund	$	26,365	$	—	$	—	$	22,520	$	852
WisdomTree Equity Income Fund		234,351		—		33,984		204,547		5,064
WisdomTree Global Natural Resources Fund		167,248		—		—		124,314		4,111

Total	$	427,964	$	—	$	33,984	$	351,381	$	10,027

Item 2. Controls and Procedures.

(a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

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

SIGNATURES

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


(Registrant)		WisdomTree Trust


By (Signature and Title)*		/s/ Jonathan L. Steinberg
		Jonathan L. Steinberg, President
		(principal executive officer)


Date		July 24, 2015

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		July 24, 2015


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


Date		July 24, 2015

* Print the name and title of each signing officer under his or her signature.