UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-21864
WisdomTree Trust
(Exact name of registrant as specified in charter)
250 West 34th Street, 3rd Floor
New York, NY 10119
(Address of principal executive offices) (Zip code)
The Corporation Trust Company
1209 Orange Street
Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: (866) 909-9473
Date of fiscal year end: August 31
Date of reporting period: August 31, 2023
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
| (a) | The Reports to Shareholders are attached herewith. |
WisdomTree Trust
Annual Report
August 31, 2023
Currency Strategy Funds:
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
WisdomTree Chinese Yuan Strategy Fund (CYB)
WisdomTree Emerging Currency Strategy Fund (CEW)
Fixed Income Funds:
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
WisdomTree Emerging Markets Local Debt Fund (ELD)
WisdomTree Floating Rate Treasury Fund (USFR)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
WisdomTree Mortgage Plus Bond Fund (MTGP)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
Alternative Funds:
WisdomTree Alternative Income Fund (HYIN)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN)
WisdomTree Enhanced Commodity Strategy Fund (GCC)
WisdomTree Managed Futures Strategy Fund (WTMF)
WisdomTree PutWrite Strategy Fund (PUTW)
(formerly, WisdomTree CBOE S&P 500 PutWrite Strategy Fund)
WisdomTree Target Range Fund (GTR)
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Information about Performance and Shareholder Expense Examples (unaudited) | 3 | |||
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| Schedules of Investments | ||||
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WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 148 | |||
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WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated) | 159 | |||
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | 166 | |||
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“WisdomTree” is a registered mark of WisdomTree, Inc. (formerly, WisdomTree Investments, Inc.) and is licensed for use by the WisdomTree Trust.
(unaudited)
Global equity markets, as measured by the MSCI ACWI Index, returned 13.95% in U.S. dollar (“USD”) terms for the 12-month period ending August 31, 2023. Over the same period, U.S. equities, measured by the S&P 500 Index, returned 15.94%. Internationally, the MSCI EAFE Index, which represents equity markets in the developed world outside the U.S. and Canada, returned 17.92% in USD terms. Within the developing world, the MSCI Emerging Markets Index returned 1.25% in USD terms.
The Bloomberg U.S. Aggregate Bond Index, a measurement of broad U.S. fixed income, fell 1.19% during the period. Commodities continued to slip from their post-pandemic highs, with the Bloomberg Commodity Index, representing global commodity markets, lost 8.67%. Foreign exchange performance over the 12-month period was also mixed, but the USD generally weakened against a basket of most developed and emerging market currencies. Among Group of Ten (“G10”) currencies, only the Swiss franc, British pound, euro, and Danish krone strengthened against the USD, as their own economic outlooks suggested further interest rate hikes would be needed to quell local inflation, whereas investors grew convinced that the Federal Reserve’s (“Fed”) rate hike cycle in the U.S. was at, or near, its conclusion. The remaining G10 currencies weakened against the USD, while only a small handful of notable emerging market currencies strengthened against it. Among Asian currencies, the USD continued to strengthen against the Japanese yen due to policy rate differentials and the Chinese yuan renminbi due to economic growth concerns amid the Chinese property market crisis. The CBOE® Volatility Index, which measures options market positioning as a proxy for volatility, steadily declined over the period and exhibited brief spikes coinciding with headline risks.
Although equity markets climbed higher during the period, the first three months (from September to November 2022) got off to a slow start. U.S. inflation began to decelerate after peaking in the summertime months. Though this would ultimately lead to 75 more basis points of interest rate hikes from the Fed, finishing November at 4%, it ultimately encouraged investors that the worst had passed, and disinflation and a reduced pace of interest rate hikes would continue. Despite the economic data, developed equity markets climbed higher. The MSCI ACWI and S&P 500 indexes grew between 3-4% in USD terms. The MSCI EAFE index fared even better, returning over 6% in USD terms. Emerging markets did not participate in the equity uptrend, however, falling about 2% by November’s end. Bond market volatility remained constant during this three-month period, as the Bloomberg U.S. Aggregate Bond Index fell 2% due to pressure from rising interest rates. The U.S. 10-Year Treasury Yield illustrated the volatility well. It began September at about 3.2%, surged to over 4.2% by mid-October, and fell to 3.6% to end November. The U.S. yield curve remained deeply inverted. Commodities fell by about 4%.
The three-month period encompassing December 2022 through February 2023 exhibited mixed equity market activity as U.S. inflation rates continued to decelerate but remained stubbornly higher than investors had expected. This prompted the Fed to raise interest rates another 75 basis points to 4.75%. In USD terms, the MSCI ACWI and MSCI Emerging Markets indexes were flat while the S&P 500 lost a little more than 2%. Only the MSCI EAFE Index kept pace with the prior three-month period, returning another 6% in USD terms. The Bloomberg U.S. Aggregate Bond Index was flat, with volatility remaining a constant. Though the yield curve remained inverted, the 10-Year U.S. Treasury yield responded to changing investor perceptions about the U.S. economy. It began December at 3.6%, climbed higher to about 3.85%, then fell to under 3.4%, before it finished February over 3.9%. Commodities fell over 7.5% by the end of February as global disinflation continued.
The March through May 2023 period began to send global equities slightly higher as U.S. inflation decelerated down to 4% year-over-year, much closer to the Fed’s 2% target rate and marking twelve straight months of disinflation from a peak in June 2022. The Fed was encouraged by this, opting to raise interest rates only 50 basis points further to finish May at 5.25%. In USD terms, the MSCI ACWI Index grew almost 3.5%, while the S&P 500 climbed higher by about 6%. The MSCI EAFE and MSCI Emerging Markets Indexes were
| WisdomTree Trust | 1 |
Market Environment Overview
(unaudited) (concluded)
roughly flat in USD terms. The Bloomberg U.S. Aggregate Index grew by 2% as rates slightly fell, although the U.S. yield curve remained inverted. The U.S. 10-Year Treasury yield began March at roughly 3.9% and fell as low as 3.3% before climbing back to 3.64% by the end of May. Commodities continued to fall as inflation decelerated, with the Bloomberg Commodity Index losing 6.5%.
The final three months, from June through August 2023, exhibited most of the equity markets’ gains for the entire period. U.S. inflation stabilized in the 3% range despite ticking back up slightly in the late summer months. This did not discourage the Fed, however, who raised rates 25 basis points to 5.5% in July and kept rates there ever since. During this period the MSCI ACWI Index grew nearly 7% in USD terms, while the S&P 500 returned over 8%. The MSCI Emerging Markets and MSCI EAFE Indexes grew 3.5-4% apiece in USD terms. The Bloomberg U.S. Aggregate Bond Index remained flat, losing only 1%. Though the yield curve remained inverted, it steepened during the period and reduced the extent of inversion. The U.S. 10-Year Treasury yield steadily climbed higher from 3.65%, peaking 4.34% in late August before concluding the period at 4.1%. Commodities finally bounced back after larger than expected oil supply cuts from OPEC raised global prices, sending the Bloomberg Commodity Index higher by almost 10%.
Each WisdomTree Fund’s performance as set forth in “Management’s Discussion of Funds’ Performance” in the pages that follow should also be viewed in light of the foregoing market environment.
| 2 | WisdomTree Trust |
Information about Performance and Shareholder Expense Examples (unaudited)
Performance
The performance tables on the following pages are provided for comparative purposes and represent the period noted. Each Fund’s per share net asset value (“NAV”) is the value of one share of the Fund and is calculated by dividing the value of total assets less total liabilities by the number of shares outstanding. The NAV return is based on the NAV of the Fund and the market price return is based on the market price per share of the Fund. The price used to calculate market price returns is the midpoint of the bid and ask price for Fund shares as of the close of trading on the exchange where Fund shares are listed. NAV and market price returns assume that dividends and capital gain distributions have been reinvested in the Fund at NAV and market price, respectively. As with other exchange traded funds (“ETFs”), NAV returns and market price returns may differ because of factors such as the supply and demand for Fund shares and investors’ assessments of the underlying value of a Fund’s portfolio securities.
Fund shares are bought and sold at market price (not NAV) and are not individually redeemed from a Fund. Fund NAV returns are calculated using a Fund’s daily 4:00 p.m. eastern time NAV. Market price returns reflect the midpoint of the bid and ask price as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares. Total returns for a period of less than one year are cumulative.
Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and the principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. For the most recent month-end performance information visit www.wisdomtree.com/investments.
An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and an index is not available for direct investment. In comparison, the Funds’ performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes on transactions in Fund shares or taxes that a shareholder would pay on Fund distributions. Past performance is no guarantee of future results.
Shareholder Expense Examples
Each Fund’s performance table is accompanied by a shareholder expense example. As a shareholder of a WisdomTree Fund, you incur two types of cost: (1) transaction costs, including brokerage commissions on purchases and sales of your Fund shares and (2) ongoing costs, including management fees and other Fund expenses. The examples are intended to help you understand your ongoing costs (in dollars and cents) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds.
The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from March 1, 2023 to August 31, 2023. Except where noted, expenses are calculated using each Fund’s annualized expense ratio (after the effect of contractual or voluntary fee waivers, if any), multiplied by the average account value for the period, multiplied by 184/365 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (“AFFEs”), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.
Actual expenses
The first line in the shareholder expense example table shown on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line for your Fund under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during the period.
Hypothetical example for comparison purposes
The second line in the shareholder expense example table shown on the following pages provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of Fund shares. Therefore, the second line in the table is useful in comparing ongoing Fund costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
| WisdomTree Trust | 3 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 93.3% | |||
Exchange-Traded Funds | 4.5% | |||
Other Assets less Liabilities‡ | 2.2% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Bills, | 24.1% | |||
U.S. Treasury Bills, | 23.6% | |||
U.S. Treasury Bills, | 23.2% | |||
U.S. Treasury Bills, | 22.4% | |||
WisdomTree Floating Rate Treasury Fund (USFR)^ | 4.5% | |||
| * | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| ^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree Bloomberg U.S. Dollar Bullish Fund (the “Fund”) seeks to provide total returns, before fees and expenses, that exceed the performance of the Bloomberg Dollar Total Return Index (the “Index”). The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to potentially benefit as the U.S. dollar appreciates in value relative to a basket of global currencies. Although the Fund invests in short-term, investment grade instruments, the Fund is not a “money market” fund and it is not the objective of the Fund to maintain a constant share price.
The Fund returned 0.71% at net asset value (“NAV”) for the fiscal year ended August 31, 2023, outperforming the Index by 0.34% (for more complete performance information please see the table below). Interest generated on the underlying investment in short-term U.S. Treasury obligations and the positive net interest differentials embedded in the forward contracts offset an overall decline in the U.S. dollar (“USD”) relative to the selected basket of global currencies. The positive influence of interest income came as the U.S. Federal Reserve continued to tighten monetary policy, lifting U.S. short-term rates to 22-year highs. After sharp appreciation in fiscal year 2022, the USD lost momentum and eventually reversed in 2023 as continued tightening by the U.S. Federal Reserve fed potential growth concerns amid extended investor positioning. Strength in late summer economic data mitigated some of these concerns, enabling the USD to recover lost ground in August.
At the end of March, the Index adopted some methodology changes, which brought it more in line with the investment approach of the Fund. The Index now tracks a collateral investment in U.S. short-term interest rates combined with currency forward positions to achieve the desired currency exposure. These positions are rolled monthly. Previously, the Index tracked changes in the spot currency of the USD relative to the basket of global currencies plus a calculated interest component reflecting both U.S. and global short-term interest rates.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,018.50 | 0.50 | %1 | $ | 2.54 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.68 | 0.50 | %1 | $ | 2.55 | ||||||||
| 1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 0.71 | % | 3.64 | % | 2.58 | % | 2.80 | % | ||||||||
Fund Market Price Returns | 0.77 | % | 3.59 | % | 2.59 | % | 2.81 | % | ||||||||
Bloomberg Dollar Total Return Index | 0.37 | % | 3.88 | % | 2.56 | % | 2.94 | % | ||||||||
Bloomberg Dollar Spot Index | -4.28 | % | 2.22 | % | 0.96 | % | 2.03 | % | ||||||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 18, 2013. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 4 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Chinese Yuan Strategy Fund (CYB)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 67.9% | |||
Repurchase Agreement | 27.2% | |||
Exchange-Traded Funds | 4.5% | |||
Other Assets less Liabilities‡ | 0.4% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Bills, | 35.3% | |||
U.S. Treasury Bills, | 32.6% | |||
Citigroup, Inc., tri-party repurchase agreement, | 27.2% | |||
WisdomTree Floating Rate Treasury Fund (USFR)^ | 4.5% | |||
| * | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| †† | Fully collateralized by U.S. Government agency securities. |
| ^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree Chinese Yuan Strategy Fund (the “Fund”) seeks to achieve total returns reflective of both money market rates in China available to foreign investors and changes in value of the Chinese yuan relative to the U.S. dollar (“USD”). The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to Chinese currency and money market rates. The Chinese yuan is a developing market currency, which can experience periods of significant volatility. Although the Fund invests in short-term, investment grade instruments, the Fund is not a “money market” fund and it is not the objective of the Fund to maintain a constant share price.
The Fund returned -2.93% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). China’s re-opening since the lifting of the Zero-Covid policy in early December 2022 has not generated a robust bounce back with its economy struggling with weak growth, falling prices, a real estate bubble and an increasing unemployment rate among college graduates. The Chinese yuan continued to depreciate against the USD as the People’s Bank of China continued cutting interest rates while the U.S. Fed stayed in the quantitative tightening cycle and the USD generally appreciated after January 2023. The Fund experienced a depreciation in its onshore Chinese yuan forward position, both from spot market movement and negative carry (interest rate differential) while the offshore yuan position also depreciated but with a modest cushion from positive carry. The interest generated on the Fund’s investment in short-term U.S. Treasury obligations offset some of the negative detraction in performance.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 966.10 | 0.45 | %1 | $ | 2.23 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.94 | 0.45 | %1 | $ | 2.29 | ||||||||
| 1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns | -2.93 | % | 0.38 | % | 1.11 | % | 0.71 | % | ||||||||
Fund Market Price Returns | -2.54 | % | 0.28 | % | 1.19 | % | 0.73 | % | ||||||||
JP Morgan Emerging Local Markets Index Plus (ELMI+) China | -2.81 | % | 0.85 | % | 1.83 | % | 1.61 | % | ||||||||
Chinese yuan | -4.55 | % | -1.58 | % | -1.04 | % | -1.53 | % | ||||||||
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| WisdomTree Trust | 5 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Emerging Currency Strategy Fund (CEW)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 97.4% | |||
Exchange-Traded Funds | 3.9% | |||
Repurchase Agreement | 0.7% | |||
Other Assets less Liabilities‡ | -2.0% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Bills, | 50.5% | |||
U.S. Treasury Bills, | 46.9% | |||
WisdomTree Floating Rate Treasury Fund (USFR)^ | 3.9% | |||
Citigroup, Inc., tri-party repurchase agreement, | 0.7% | |||
| * | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| †† | Fully collateralized by U.S. Government agency securities. |
| ^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree Emerging Currency Strategy Fund (the “Fund”) seeks to achieve total returns reflective of both money market rates in selected emerging market countries available to foreign investors and changes to the value of these currencies relative to the U.S. dollar. The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to the currencies and money market rates of selected emerging market countries. Emerging market currencies can experience periods of significant volatility. Although the Fund invests in short-term, investment grade instruments, the Fund is not a “money market” fund and it is not the objective of the Fund to maintain a constant share price.
The Fund returned 8.20% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). The Fund benefited from the carry or interest rate differentials embedded in emerging markets currency forwards, as well as interest income generated from the investment in the short-term U.S. government securities underpinning the forward positions. This income return offset a slight decline in the currencies within the Fund relative to the U.S. dollar over the fiscal year. The Fund modestly underperformed its performance benchmark the JP Morgan Emerging Local Market Index Plus (8.54%) by 0.34% based on the Fund’s 1-year NAV return, as the 0.21% of outperformance from the investments was less than the Fund’s expense ratio.
Returns were driven by exposures to Latin American currencies and the Polish zloty. Exposures to China, South Africa, Thailand, and Malaysia detracted from performance. Relative to the index, excess returns generated from overweights to selected Latin American currencies, such as Brazil, Chile, and Colombia, were offset by less exposure to European currencies and an underweight to the Mexican peso.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,038.20 | 0.55 | %1 | $ | 2.83 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.43 | 0.55 | %1 | $ | 2.80 | ||||||||
| 1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs. |
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns | 8.20 | % | 0.73 | % | 0.71 | % | -0.54 | % | ||||||||
Fund Market Price Returns | 8.22 | % | 0.69 | % | 0.69 | % | -0.55 | % | ||||||||
JP Morgan Emerging Local Markets Index Plus (ELMI+) | 8.54 | % | -0.50 | % | 0.56 | % | -0.17 | % | ||||||||
Equal-Weighted Emerging Currency Composite | 9.25 | % | -0.55 | % | 0.34 | % | -0.34 | % | ||||||||
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 6 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
Country Breakdown†
| Country | % of Net Assets | |||
Mexico | 8.5% | |||
South Korea | 7.2% | |||
Brazil | 6.3% | |||
United Kingdom | 5.8% | |||
India | 5.3% | |||
Colombia | 4.5% | |||
China | 4.4% | |||
Chile | 4.4% | |||
Israel | 4.1% | |||
United Arab Emirates | 3.6% | |||
Saudi Arabia | 2.9% | |||
Thailand | 2.7% | |||
Mongolia | 2.6% | |||
Turkey | 2.4% | |||
South Africa | 2.4% | |||
Malaysia | 2.3% | |||
Kuwait | 1.9% | |||
Qatar | 1.7% | |||
United States | 1.5% | |||
Spain | 1.5% | |||
Poland | 1.4% | |||
Hong Kong | 1.3% | |||
Luxembourg | 1.3% | |||
Panama | 1.3% | |||
Australia | 1.2% | |||
Guatemala | 1.2% | |||
Indonesia | 1.1% | |||
Ireland | 1.1% | |||
Others^ | 8.2% | |||
Other Assets less Liabilities‡ | 5.9% | |||
Total | 100.0% | |||
| † | The Fund’s country breakdown may change over time. It does not include derivatives (if any). |
| ^ | Includes countries that represent less than 1% of net assets. |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Sands China Ltd., | 1.8% | |||
HSBC Holdings PLC, | 1.5% | |||
Saudi Arabian Oil Co., | 1.4% | |||
Ecopetrol SA, | 1.3% | |||
AngloGold Ashanti Holdings PLC, | 1.2% | |||
Turkiye Sise ve Cam Fabrikalari AS, | 1.2% | |||
JSW Steel Ltd., | 1.2% | |||
Nexa Resources SA, | 1.2% | |||
Engie Energia Chile SA, | 1.1% | |||
POSCO, | 1.1% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Emerging Markets Corporate Bond Fund (the “Fund”) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its objective through investments in U.S. dollar denominated debt securities issued by corporate entities that are domiciled in, or economically tied to, emerging market (“EM”) countries.
The Fund returned 5.11% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). Despite continued hawkish central bank rhetoric out of developed markets, EM remained resilient and was somewhat supported by EM central banks, which are nearing the end of their tightening cycles across countries. This has led to continued compression in the spread for EM assets. Returns were broad-based across sovereigns, quasi-sovereigns and EM corporates, as well as by region and credit ratings. The primary driver of relative performance was the Fund’s overweight to Latin America and underweight to Asia. During the fiscal year, the Fund utilized derivatives to manage interest rate risk. The Fund’s use of derivatives to shorten the portfolio’s duration contributed positively to Fund performance.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,028.90 | 0.60 | % | $ | 3.07 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.18 | 0.60 | % | $ | 3.06 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns | 5.11 | % | -1.92 | % | 2.13 | % | 2.76 | % | ||||||||
Fund Market Price Returns | 5.48 | % | -2.09 | % | 2.18 | % | 2.81 | % | ||||||||
JP Morgan CEMBI Diversified Index | 4.36 | % | -1.99 | % | 2.22 | % | 3.50 | % | ||||||||
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| WisdomTree Trust | 7 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Emerging Markets Local Debt Fund (ELD)
Country Breakdown†
| Country | % of Net Assets | |||
Brazil | 12.4% | |||
Indonesia | 11.4% | |||
Colombia | 9.0% | |||
Malaysia | 7.5% | |||
Supranational Bonds | 7.1% | |||
China | 6.3% | |||
United States | 6.2% | |||
Poland | 4.9% | |||
South Africa | 4.8% | |||
Mexico | 4.8% | |||
Thailand | 4.4% | |||
Peru | 4.2% | |||
India | 3.4% | |||
Chile | 3.2% | |||
Czech Republic | 2.5% | |||
Hungary | 2.1% | |||
Romania | 2.0% | |||
Turkey | 0.7% | |||
Egypt | 0.0% | ^ | ||
Other Assets less Liabilities‡ | 3.1% | |||
Total | 100.0% | |||
| † | The Fund’s country breakdown may change over time. It does not include derivatives (if any). |
| ^ | Represents less than 0.1%. |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Citigroup, Inc., tri-party repurchase agreement, | 6.2% | |||
Brazil Letras do Tesouro Nacional, | 2.3% | |||
Brazil Letras do Tesouro Nacional, | 2.1% | |||
Brazil Notas do Tesouro Nacional, | 1.9% | |||
Brazil Notas do Tesouro Nacional, | 1.8% | |||
China Government Bond, | 1.5% | |||
International Finance Corp., | 1.5% | |||
Colombian TES, | 1.3% | |||
Brazil Notas do Tesouro Nacional, | 1.3% | |||
Brazil Letras do Tesouro Nacional, | 1.3% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| †† | Fully collateralized by U.S. Government agency securities. |
The WisdomTree Emerging Markets Local Debt Fund (the “Fund”) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its objective through investments in fixed income instruments denominated in the local currencies of emerging market (“EM”) countries.
The Fund returned 11.83% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). Coupon, bond price, and local currency return were all positive contributors to performance, with coupon return being particularly influential. The Fund started the year under pressure, declining 7% by late October amid Fed tightening, pressure from rising U.S. rates and sharp increases in the U.S. dollar. As a more positive environment for risk assets developed, EM currency exposures within the Fund recovered, and EM rates began to decline on positive disinflation trends in many EM countries.
The Fund outperformed the JP Morgan GBI-EM Global Diversified Index (the “Index”) by 49 basis points over the fiscal year based on the Fund’s 1-year NAV return. Underweights in European and Asian exposures detracted from relative performance in the first half of the year, while strength in Latin American exposures helped the Fund recover some of the performance deficit that occurred in the last six months of the Fund’s fiscal year.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,079.60 | 0.55 | % | $ | 2.88 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.43 | 0.55 | % | $ | 2.80 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns | 11.83 | % | -1.03 | % | 1.62 | % | -0.27 | % | ||||||||
Fund Market Price Returns | 11.28 | % | -0.80 | % | 1.69 | % | -0.15 | % | ||||||||
JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index | 11.34 | % | -2.25 | % | 1.20 | % | -0.07 | % | ||||||||
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 8 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Floating Rate Treasury Fund (USFR)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 99.5% | |||
Other Assets less Liabilities‡ | 0.5% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Floating Rate Notes, | 26.9% | |||
U.S. Treasury Floating Rate Notes, | 26.9% | |||
U.S. Treasury Floating Rate Notes, | 26.8% | |||
U.S. Treasury Floating Rate Notes, | 18.9% | |||
| * | The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Floating Rate Treasury Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Treasury Floating Rate Bond Index (the “Index”). In seeking to track the Index, the Fund invests in floating rate public obligations of the U.S. Treasury. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned 4.75% at net asset value (“NAV”) compared to 4.95% for the Index for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). As a result of the U.S. Federal Reserve (“Fed”) quantitative tightening, the Fund’s overall yield and performance resumed its upward trajectory from the previous fiscal year. It is expected that the Fed will continue to hold interest rates at a high level in order to curtail inflation more and ultimately bring inflation back down toward their goal of 2%. This higher-for-longer interest rate scenario will continue to be beneficial for the Fund.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,026.70 | 0.15 | % | $ | 0.77 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.45 | 0.15 | % | $ | 0.77 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 4.75 | % | 1.77 | % | 1.73 | % | 1.17 | % | ||||||||
Fund Market Price Returns | 4.74 | % | 1.79 | % | 1.72 | % | 1.17 | % | ||||||||
Bloomberg U.S. Treasury Floating Rate Bond Index | 4.95 | % | 1.95 | % | 1.90 | % | 1.34 | % | ||||||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 4, 2014. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares
| WisdomTree Trust | 9 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
Corporate Bonds | 95.6% | |||
Other Assets less Liabilities‡ | 4.4% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Sirius XM Radio, Inc., | 1.0% | |||
DISH DBS Corp., | 1.0% | |||
Transocean, Inc., | 0.9% | |||
Post Holdings, Inc., | 0.9% | |||
Centene Corp., | 0.8% | |||
NGL Energy Operating LLC / NGL Energy Finance Corp., | 0.8% | |||
Tenet Healthcare Corp., | 0.8% | |||
DaVita, Inc., | 0.8% | |||
CHS / Community Health Systems, Inc., | 0.7% | |||
DISH DBS Corp., | 0.7% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Interest Rate Hedged High Yield Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index (the “Index”). In seeking to track the Index, the Fund invests mainly in U.S. non-investment-grade corporate fixed income securities that are deemed to have favorable fundamental and income characteristics and obtains short exposure to U.S. Treasuries such that the Fund’s total portfolio duration approximates zero years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned 9.74% at net asset value (“NAV”) compared to 10.65% for the Index, for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). During the fiscal year, interest rates climbed from the beginning of the fiscal year to recent highs during the summer of 2023, where the U.S. 10-year Treasury yield reached 4.11% after starting the fiscal year at 3.19%. The Fund’s use of short futures contracts on U.S. Treasuries to hedge interest rate risk was particularly additive to Fund performance during the fiscal year due to interest rate rises across the yield curve. The Fund’s 9.74% return compared favorably to the 7.01% generated by the broad high yield market (as measured by the ICE BofA Merrill Lynch U.S. High Yield Index). Both high-yield spread compression during the fiscal year as well as multi-decade high income offered by the asset class, helped the Fund generate a strong return in an environment where many more interest rate strategies generated losses. The Fund, given its high yield nature, relatively outperformed the investment grade credit market as the fiscal year was primarily driven by a “risk-on” widespread market rally.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,043.00 | 0.43 | % | $ | 2.21 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,023.04 | 0.43 | % | $ | 2.19 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 9.74 | % | 4.83 | % | 2.74 | % | 3.25 | % | ||||||||
Fund Market Price Returns | 10.21 | % | 5.07 | % | 2.71 | % | 3.23 | % | ||||||||
ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index/WisdomTree U.S. High Yield Corporate Bond, Zero Duration Spliced Index2 | 10.65 | % | 6.09 | % | 3.62 | % | 4.02 | % | ||||||||
ICE BofA Merrill Lynch U.S. High Yield Index | 7.01 | % | 1.86 | % | 3.16 | % | 4.09 | % | ||||||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on December 18, 2013. |
| 2 | ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index through May 31, 2020; WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index thereafter. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 10 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 40.3% | |||
U.S. Government Agencies | 28.6% | |||
Corporate Bonds | 25.3% | |||
Commercial Mortgage-Backed Securities | 1.7% | |||
Supranational Bonds | 1.6% | |||
Foreign Government Obligations | 0.9% | |||
Municipal Bonds | 0.8% | |||
Asset-Backed Securities | 0.4% | |||
Foreign Government Agencies | 0.4% | |||
U.S. Government Agencies TBA Sale Commitments | -0.3% | |||
Repurchase Agreement | 1.2% | |||
Other Assets less Liabilities‡ | -0.9% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Citigroup, Inc., tri-party repurchase agreement, | 1.2% | |||
U.S. Treasury Notes, | 0.7% | |||
U.S. Treasury Notes, | 0.6% | |||
U.S. Treasury Notes, | 0.6% | |||
Federal National Mortgage | 0.6% | |||
Federal National Mortgage | 0.6% | |||
U.S. Treasury Notes, | 0.5% | |||
U.S. Treasury Notes, | 0.5% | |||
U.S. Treasury Notes, | 0.5% | |||
U.S. Treasury Notes, | 0.5% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| †† | Fully collateralized by U.S. Government agency securities. |
The WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration (the “Index”). In seeking to track the Index, the Fund invests mainly in U.S. investment grade fixed income securities and obtains short exposure to U.S. Treasuries such that the Fund’s total portfolio duration approximates zero years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned 6.35% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). The Fund outperformed the Index, by 15 basis points over the year net of fees. During the fiscal year, interest rates steadily climbed from the beginning of the fiscal year to recent highs during the summer of 2023, where the U.S. 10-year Treasury yield reached 4.11% after starting the fiscal year at 3.19%. The Fund’s use of short futures contracts on U.S. Treasuries to hedge interest rate risk was particularly additive to Fund performance during the fiscal year due to interest rate rises across the yield curve.
The U.S. Aggregate bond universe experienced largely negative performance from August to October 2022, primarily driven by “risk-on” assets selling off in the appearance of inverted yield curve, market fear of recession and uncertainty and longer duration bonds responding to interest rate hikes. However, signs of moderating inflation from below expectation in the October 2022 Consumer Price Index data improved market sentiment, bolstering values across the aggregate bond universe. While debate continues within the Fed regarding whether another rate hike is needed, restrictive monetary policy will likely continue for the foreseeable future which will continue to be beneficial for the Fund relative to strategies with longer duration.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,028.50 | 0.23 | % | $ | 1.18 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.05 | 0.23 | % | $ | 1.17 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 6.35 | % | 2.39 | % | 2.19 | % | 1.62 | % | ||||||||
Fund Market Price Returns | 6.08 | % | 2.40 | % | 2.10 | % | 1.62 | % | ||||||||
Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration | 6.20 | % | 2.43 | % | 2.13 | % | 1.83 | % | ||||||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on December 18, 2013. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| WisdomTree Trust | 11 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Mortgage Plus Bond Fund (MTGP)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
Collateralized Mortgage Obligations | 50.0% | |||
U.S. Government Agencies | 42.6% | |||
Commercial Mortgage-Backed Securities | 3.4% | |||
Collateralized Loan Obligations | 2.9% | |||
Other Assets less Liabilities‡ | 1.1% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Federal National Mortgage Association, | 10.5% | |||
Federal National Mortgage Association, | 4.6% | |||
Federal Home Loan Mortgage Corp., | 3.4% | |||
Federal Home Loan Mortgage Corp., | 2.8% | |||
Seasoned Credit Risk Transfer Trust, | 2.7% | |||
Government National Mortgage Association, | 2.3% | |||
Federal National Mortgage Association, | 2.3% | |||
Seasoned Credit Risk Transfer Trust, | 2.2% | |||
Federal National Mortgage Association REMIC, | 1.9% | |||
Flagstar Mortgage Trust, | 1.8% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Mortgage Plus Bond Fund (the “Fund”) seeks income and capital appreciation. The Fund attempts to achieve its objective through investments in mortgage-related debt and other securitized debt.
The Fund returned -2.87% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). Security selection within agency mortgages was a main source of differentiated relative performance between the Fund and the broader mortgage-backed securities (“MBS”) market. Persistent high inflation, albeit falling, and corresponding interest rates continued to keep the housing market muted, whereby new and existing home sales have remained on the lower end of the cycle. However, the low supply of existing homes available for sale has supported this market from otherwise worsening conditions. Agency MBS have been the laggard within the Bloomberg U.S. Aggregate Index this year partially due to the removal of years of stimulus and partly due to failed banks from earlier this spring. However, the Mortgage-Backed asset class was able to recover from the sell off during the regional banking crisis in March, thanks to declining interest rate volatility and improving market sentiment of the asset class. Within securitized credit sectors, Commercial Mortgage-Backed Securities (“CMBS”) continued to be directly impacted by the acute and ongoing credit pressures facing owners of commercial real estate and mortgage debt holders. The Fund’s intermediate level duration served as a headwind to performance as interest rates rose sharply over the fiscal year.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,000.80 | 0.45 | % | $ | 2.27 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.94 | 0.45 | % | $ | 2.29 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||
| 1 Year | 3 Year | Since Inception1 | ||||||||||
Fund NAV Returns | -2.87 | % | -3.81 | % | -1.90 | % | ||||||
Fund Market Price Returns | -2.82 | % | -3.81 | % | -1.89 | % | ||||||
Bloomberg U.S. Securitized Mortgage Backed Securities/Asset Backed Securities/Commercial Mortgage Backed Securities (MBS/ABS/CMBS) Index | -1.96 | % | -3.99 | % | -2.09 | % | ||||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on November 14, 2019. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 12 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
Corporate Bonds | 36.8% | |||
U.S. Government Obligations | 30.1% | |||
U.S. Government Agencies | 20.0% | |||
Foreign Government Obligations | 3.5% | |||
Commercial Mortgage-Backed Securities | 3.4% | |||
Asset-Backed Securities | 1.2% | |||
Foreign Government Agencies | 1.0% | |||
Municipal Bonds | 0.8% | |||
Supranational Bonds | 0.5% | |||
Other Assets less Liabilities‡ | 2.7% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Notes, | 2.5% | |||
U.S. Treasury Notes, | 1.9% | |||
Federal National Mortgage Association, | 1.9% | |||
U.S. Treasury Notes, | 1.7% | |||
U.S. Treasury Notes, | 1.7% | |||
U.S. Treasury Notes, | 1.6% | |||
U.S. Treasury Notes, | 1.4% | |||
U.S. Treasury Notes, | 1.4% | |||
U.S. Treasury Notes, | 1.3% | |||
U.S. Treasury Notes, | 1.2% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Voya Yield Enhanced USD Universal Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Universal Enhanced Yield Index (the “Index”). In seeking to track the Index, the Fund invests mainly in the U.S. dollar denominated bond market while enhancing yield within desired risk parameters and constraints. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned -0.61% at net asset value (“NAV”) for the fiscal period ended August 31, 2023 (for more complete performance information please see the table below). The Fund underperformed the Index by 17 basis points since the Fund’s inception on February 7, 2023.
The Fund benefitted from a sizable underweight to Treasuries as yields rose across the yield curve. The Fund’s overweight to corporates generated income from its short-duration, investment grade holdings due to the inverted yield curve. Given resilient strength in the economy and the labor market, the Federal Reserve (“Fed”) kept raising rates to combat inflation with the 10-year Treasury yield continuing to rise from 3.19% to 4.11% for the fiscal period ended August 31, 2023. The Fed tightening led to an extension in duration in those sectors, enabling the Fund to generate higher yields while taking less duration and interest rate risk compared to the benchmark index due to its underweighting positions in Treasury and Securitized sectors. The Fund also benefited as both high yield spread compression during the fiscal period as well as multi-decade high carry offered by the asset class from its overweight to the high yield and ex-aggregate bond universe. The negative impact from additional rate hikes started to decrease as the Fed neared the end of its rate hiking cycle and with higher yields serving as an extra cushion from price decreases.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,014.10 | 0.15 | % | $ | 0.76 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.45 | 0.15 | % | $ | 0.77 | ||||||||
Performance
| Cumulative Total Return | ||||
| Since Inception1 | ||||
Fund NAV Returns | -0.61 | % | ||
Fund Market Price Returns | -0.61 | % | ||
Bloomberg U.S. Universal Enhanced Yield Index | -0.44 | % | ||
Bloomberg U.S. Aggregate Index | -0.95 | % | ||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on February 7, 2023. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| WisdomTree Trust | 13 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
Corporate Bonds | 46.8% | |||
U.S. Government Obligations | 21.4% | |||
U.S. Government Agencies | 17.7% | |||
Commercial Mortgage-Backed Securities | 6.7% | |||
Asset-Backed Securities | 5.1% | |||
Foreign Government Obligations | 2.0% | |||
Foreign Government Agencies | 0.3% | |||
Repurchase Agreement | 0.3% | |||
Municipal Bonds | 0.1% | |||
Supranational Bonds | 0.0% | ^ | ||
U.S. Government Agencies TBA Sale Commitments | -0.7% | |||
Other Assets less Liabilities‡ | 0.3% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ^ | Represents less than 0.1%. |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Tennessee Valley Authority, | 0.9% | |||
Federal Home Loan Bank, | 0.8% | |||
Tennessee Valley Authority, | 0.7% | |||
Uniform Mortgage-Backed Securities, | 0.7% | |||
Uniform Mortgage-Backed Securities, | 0.5% | |||
Federal National Mortgage Association, | 0.4% | |||
Federal National Mortgage Association, | 0.4% | |||
Tennessee Valley Authority, | 0.4% | |||
Tennessee Valley Authority, | 0.4% | |||
Tennessee Valley Authority, | 0.4% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Aggregate Enhanced Yield Index (the “Index”). In seeking to track the Index, the Fund invests mainly in U.S. investment grade fixed income securities. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned -0.66% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). The Fund underperformed its underlying, primary benchmark, the Bloomberg U.S. Aggregate Enhanced Yield Index, by 13 basis points, roughly in line with its annual expense ratio. The Fund outperformed its broader, secondary market benchmark: the Bloomberg U.S. Aggregate Index (“Agg Index”) by 53 basis points net of fees. This outperformance of the Agg Index was mainly driven by a sizable underweight to Treasuries as yields rose across the yield curve and the Fund’s overweight to corporates as income generated in the short-end, high quality paper across investment grade given the inverted yield curve. Given the resilient strength in the economy and the labor market, the Federal Reserve (“Fed”) kept raising rates to combat inflation with the 10-year Treasury yield continuing to rise from 3.19% to 4.11% for the fiscal year ended August 31, 2023. The Fed tightening led to the extension in duration in the Treasury and Securitized sectors, enabling the Fund to generate higher yields while taking less duration and interest rate risk compared to the benchmark Agg Index starting at the end of 2022 due to its underweighting positions in these sectors. The Fund outperformed the Agg Index also because of its overweight to the government agencies and industrial buckets. Allocation within these buckets added value as well.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,014.50 | 0.12 | % | $ | 0.61 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.60 | 0.12 | % | $ | 0.61 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | -0.66 | % | -4.91 | % | 0.23 | % | 1.01 | % | ||||||||
Fund Market Price Returns | -0.50 | % | -4.89 | % | 0.24 | % | 1.02 | % | ||||||||
Bloomberg U.S. Aggregate Enhanced Yield Index | -0.53 | % | -4.72 | % | 0.38 | % | 1.19 | % | ||||||||
Bloomberg U.S. Aggregate Index | -1.19 | % | -4.41 | % | 0.49 | % | 0.99 | % | ||||||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on July 9, 2015. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 14 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
Corporate Bonds | 46.7% | |||
U.S. Government Obligations | 41.8% | |||
U.S. Government Agencies | 11.6% | |||
Commercial Mortgage-Backed Securities | 6.3% | |||
Foreign Government Agencies | 0.6% | |||
Foreign Government Obligations | 0.2% | |||
Supranational Bond | 0.1% | |||
Asset-Backed Securities | 0.0% | ^ | ||
Other Assets less Liabilities‡ | -7.3% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ^ | Represents less than 0.1%. |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Notes, | 10.1% | |||
U.S. Treasury Bills, | 8.5% | |||
Uniform Mortgage-Backed Securities, | 5.1% | |||
U.S. Treasury Notes, | 3.9% | |||
U.S. Treasury Notes, | 3.0% | |||
Uniform Mortgage-Backed Securities, | 2.8% | |||
U.S. Treasury Notes, | 1.7% | |||
U.S. Treasury Notes, | 1.6% | |||
Benchmark Mortgage Trust, | 1.5% | |||
U.S. Treasury Notes, | 1.4% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Short Aggregate Enhanced Yield Index (the “Index”). In seeking to track the Index, the Fund invests mainly in short-term U.S. investment grade fixed income securities having effective maturities generally shorter than five years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned 0.96% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). The Fund underperformed the Index, by 40 basis points net of fees. The Fund also underperformed the broader market benchmark the Bloomberg U.S. Short Aggregate Composite Index (“Short Agg Index”), by 10 basis points over the year, net of fees (gross of fees, the Fund’s 1-year return based on NAV was 2 basis points higher than the index). Rising rates over the fiscal year negatively affected performance due to the Fund’s slightly longer duration relative to the short Agg Index during second half of 2022 but as of August 31, 2023, the Fund had less duration and interest rate risk than the Short Agg Index. Given resilient strength in the economy and the labor market, the Federal Reserve kept raising rates to combat inflation with the 10-year Treasury yield rising from 3.19% to 4.11% for the fiscal year ended August 31, 2023. The Fund benefited from a significant underweight to longer term U.S. Treasuries as yields rose across the Treasury curve. From a sector perspective, the Fund’s overweight position to the Utilities sector corporate bonds contributed negatively to performance because of macroeconomic pressure and weak energy demand over the fiscal year.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,018.10 | 0.12 | % | $ | 0.61 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.60 | 0.12 | % | $ | 0.61 | ||||||||
Performance
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 0.96 | % | -1.69 | % | 1.12 | % | 0.95 | % | ||||||||
Fund Market Price Returns | 1.01 | % | -1.70 | % | 1.08 | % | 0.94 | % | ||||||||
Bloomberg U.S. Short Aggregate Enhanced Yield Index | 1.36 | % | -1.74 | % | 1.00 | % | 0.91 | % | ||||||||
Bloomberg U.S. Short Aggregate Composite Index | 1.06 | % | -1.58 | % | 1.13 | % | 0.94 | % | ||||||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on May 18, 2017. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| WisdomTree Trust | 15 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Alternative Income Fund (HYIN)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
Common Stocks | 71.7% | |||
Closed-End Mutual Funds | 27.9% | |||
Other Assets less Liabilities‡ | 0.4% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Redwood Trust, Inc. | 3.4% | |||
Angel Oak Mortgage REIT, Inc. | 3.3% | |||
Arbor Realty Trust, Inc. | 3.2% | |||
Hercules Capital, Inc. | 3.1% | |||
Rithm Capital Corp. | 3.0% | |||
Blackstone Mortgage Trust, Inc., Class A | 3.0% | |||
Chimera Investment Corp. | 3.0% | |||
FS KKR Capital Corp. | 3.0% | |||
Golub Capital BDC, Inc. | 2.9% | |||
Starwood Property Trust, Inc. | 2.9% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Alternative Income Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Gapstow Liquid Alternative Credit Index (the “Index”), which is designed to provide diversified exposure to alternative credit sectors. Alternative credit is an asset class that includes debt and debt-based investments that have a higher expected risk, return, and yield than traditional investment grade fixed income instruments. In seeking to track the Index, the Fund invests mainly in registered closed-end investment companies (“CEFs”), including CEFs that have elected to be regulated as “business development companies” under the Investment Company Act of 1940, as amended, and real estate investment trusts that are listed and publicly traded on a major U.S. stock exchange. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned 5.28% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). The Fund underperformed the Index, by 49 basis points, roughly in line with its management fee of 50 basis points. Interest rates in the U.S. continued to rise as the Federal Reserve moved along in their quantitative tightening to tame inflation, impacting many of the more interest rate sensitive strategies within the Fund. Accordingly, strategies linked to agency real estate debt (-9.5% in the Index) were the largest detractor from performance within the Fund and Index. Credit based strategies fared much better over the year as corporate fundamentals proved resilient. Private corporate lending (+16% in the Index) had the best performance among strategies in the Fund.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,056.10 | 0.50 | % | $ | 2.59 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.68 | 0.50 | % | $ | 2.55 | ||||||||
Performance
| Average Annual Total Return | ||||||||
| 1 Year | Since Inception1 | |||||||
Fund NAV Returns | 5.28 | % | -2.58 | % | ||||
Fund Market Price Returns | 5.21 | % | -2.60 | % | ||||
Gapstow Liquid Alternative Credit Index | 5.77 | % | -2.09 | % | ||||
ICE BofA Merrill Lynch U.S. High Yield Index | 7.01 | % | -0.79 | % | ||||
S&P 500® Index | 15.94 | % | 5.10 | % | ||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on May 6, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 16 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
Country Breakdown†
| Country | % of Net Assets | |||
United States | 88.7% | |||
Others^ | 0.5% | |||
Other Assets less Liabilities‡ | 10.8% | |||
Total | 100.0% | |||
| † | The Fund’s country breakdown may change over time. It does not include derivatives (if any). |
| ^ | Includes countries that represent less than 1% of net assets. |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Apple, Inc. | 6.8% | |||
Microsoft Corp. | 5.8% | |||
Amazon.com, Inc. | 3.0% | |||
NVIDIA Corp. | 2.7% | |||
Alphabet, Inc., Class A | 2.0% | |||
Alphabet, Inc., Class C | 1.7% | |||
Tesla, Inc. | 1.7% | |||
Berkshire Hathaway, Inc., Class B | 1.6% | |||
Meta Platforms, Inc., Class A | 1.5% | |||
UnitedHealth Group, Inc. | 1.1% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Efficient Gold Plus Equity Strategy Fund (the “Fund”) is actively managed using a models-based approach seeking total return. The Fund seeks to achieve its investment objective by investing, either directly or through a wholly-owned subsidiary, in a portfolio comprised of (i) U.S.-listed gold futures contracts and (ii) U.S. equity securities. The Fund uses U.S.-listed gold futures contracts to enhance the capital efficiency of the Fund.
The Fund returned 22.14% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). The Fund exhibited strong performance during the fiscal year due to both its equity and gold exposures. It invests 90% of assets into the 500 largest U.S. equities, similar to the S&P 500, which was additive during the fiscal year as large cap equities rallied. The remaining 10% of assets are used to collateralize the Fund’s futures overlay strategy, which provides an extra 90% of gold exposure. The gold futures strategy was also beneficial for the Fund as gold returned over 13% during the fiscal year. This was primarily due to the high inflation environment and investors’ recessionary fears. Gold tends to perform well as an inflation-hedge, and as a defensive asset amid economic concerns and market volatility.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,169.70 | 0.20 | % | $ | 1.09 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,024.20 | 0.20 | % | $ | 1.02 | ||||||||
Performance
| Average Annual Total Return | ||||||||
| 1 Year | Since Inception1 | |||||||
Fund NAV Returns | 22.14 | % | 0.55 | % | ||||
Fund Market Price Returns | 22.03 | % | 0.63 | % | ||||
S&P 500® Index | 15.94 | % | 4.07 | % | ||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on March 17, 2022. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| WisdomTree Trust | 17 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
Country Breakdown†
| Country | % of Net Assets | |||
Canada | 41.7% | |||
Australia | 14.7% | |||
United States | 12.4% | |||
South Africa | 9.0% | |||
Brazil | 4.0% | |||
United Kingdom | 3.3% | |||
China | 2.9% | |||
Peru | 1.0% | |||
Others^ | 0.9% | |||
Other Assets less Liabilities‡ | 10.1% | |||
Total | 100.0% | |||
| † | The Fund’s country breakdown may change over time. It does not include derivatives (if any). |
| ^ | Includes countries that represent less than 1% of net assets. |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
| Description | % of Net Assets | |||
Newmont Corp. | 8.9% | |||
Barrick Gold Corp. | 8.9% | |||
Franco-Nevada Corp. | 8.0% | |||
Agnico Eagle Mines Ltd. | 6.0% | |||
Northern Star Resources Ltd. | 4.6% | |||
Gold Fields Ltd., ADR | 4.3% | |||
Wheaton Precious Metals Corp. | 4.0% | |||
Newcrest Mining Ltd. | 3.8% | |||
AngloGold Ashanti Ltd., ADR | 3.6% | |||
Kinross Gold Corp. | 3.2% | |||
| * | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (the “Fund”) is actively managed using a models-based approach seeking total return. The Fund seeks to achieve its investment objective by investing, either directly or through a wholly-owned subsidiary, in a portfolio comprised of (i) U.S.-listed gold futures contracts and (ii) global equity securities issued by companies that derive at least 50% of their revenue from the gold mining business (“Gold Miners”). The Fund uses U.S.-listed gold futures contracts to enhance the capital efficiency of the Fund.
The Fund returned 26.95% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). The Fund exhibited strong performance during the fiscal year, due to rising gold prices and additive returns within its gold miner equity allocation. It invests 90% of assets into a global, diversified assortment of gold mining companies, whose share prices rallied due to increased global demand for gold and improved outlooks for the mining industry itself. The remaining 10% of assets are used to collateralize the Fund’s futures overlay strategy, which provides an extra 90% of gold exposure. The gold futures strategy was also beneficial for the Fund as gold returned over 13% during the fiscal year. Gold tends to perform well as an inflation-hedge, and as a defensive asset amid economic concerns and market volatility.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,080.60 | 0.45 | % | $ | 2.36 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.94 | 0.45 | % | $ | 2.29 | ||||||||
Performance
| Average Annual Total Return | ||||||||
| 1 Year | Since Inception1 | |||||||
Fund NAV Returns | 26.95 | % | -1.19 | % | ||||
Fund Market Price Returns | 26.98 | % | -1.39 | % | ||||
NYSE ARCA Gold Miners Index | 25.96 | % | 2.27 | % | ||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 16, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 18 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 91.1% | |||
Exchange-Traded Funds | 4.5% | |||
Other Assets less Liabilities‡ | 4.4% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Bills, | 79.1% | |||
U.S. Treasury Bills, | 12.0% | |||
WisdomTree Floating Rate Treasury Fund (USFR)^ | 4.5% | |||
| * | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| ^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree Enhanced Commodity Strategy Fund (the “Fund”) seeks to achieve positive total returns in rising and falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is actively managed and intends to provide broad-based exposure to the following four commodity sectors: Energy, Agriculture, Industrial Metals, and Precious Metals primarily through investments in futures contracts.
The Fund returned -2.56% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). During the fiscal year, the Fund benefitted from exposure to energy commodities as energy prices continued to rise in an environment characterized by higher inflation. However, the Fund is routinely underweight energy exposure compared to other commodity benchmarks in the market, so greater energy exposure during the fiscal year would have aided performance further. Bitcoin exposure, which is the Fund’s only cryptocurrency exposure, was additive as it strengthened during the period. Industrial metal performance was mixed but generally detracted from performance, as overweight exposures to nickel and aluminum weighed negatively on performance. Agriculture commodities, including grains, livestock, and soft commodities, detracted from performance as well, as most struggled during the period. Collectively, the agricultural commodity sector amounts to roughly 30% of the Fund and declining prices combined with large exposure created a performance headwind during the fiscal year.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,019.20 | 0.55 | %1 | $ | 2.80 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.43 | 0.55 | %1 | $ | 2.80 | ||||||||
| 1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs. |
Performance
| Average Annual Total Return | ||||||||
| 1 Year | Since Inception1 | |||||||
Fund NAV Returns | -2.56 | % | 10.14 | % | ||||
Fund Market Price Returns | -2.12 | % | 10.11 | % | ||||
S&P GSCI Index | -1.77 | % | 25.02 | % | ||||
Bloomberg Commodity Index Total Return | -8.67 | % | 14.70 | % | ||||
| 1 | For the period December 19, 2020 (post-reorganization) through August 31, 2023. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| WisdomTree Trust | 19 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 82.1% | |||
Exchange-Traded Funds | 4.4% | |||
Other Assets less Liabilities‡ | 13.5% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Bills, | 73.3% | |||
U.S. Treasury Bills, | 8.8% | |||
WisdomTree Floating Rate Treasury Fund (USFR)^ | 4.4% | |||
| * | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| ^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree Managed Futures Strategy Fund (the “Fund”) seeks to provide investors with positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns over economic market cycles. The Fund is managed using a quantitative, rules-based strategy and invests in a combination of diversified futures contracts for equities, commodities, currencies and interest rates.
The Fund returned 6.00% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). During the period, the Fund benefitted most from exposures to equities and energy commodities. Equity exposures to the S&P 500, Euro STOXX 50, and Nikkei 225 indexes were additive as each of the three indexes climbed 15-26% higher, in U.S. dollar, euro, and yen terms, respectively. Energy commodity exposures were also beneficial in an inflationary environment, as natural gas, U.S. diesel, gasoil, and Reformulated Blendstock for Oxygenate Blending gasoline prices all climbed higher. Most other commodity contract exposures exhibited mixed, yet negligible, performance during the period. Bitcoin exposure was also additive, as the cryptocurrency strengthened during the period. Interest rate exposures in a rising rate environment weighed negatively on Fund performance, however, as the Fund was positioned for longer-term interest rates to fall. Exposures to the 10- and 30-Year U.S. Treasury rates, for example, detracted from performance.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,079.80 | 0.65 | %1 | $ | 3.41 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,021.93 | 0.65 | %1 | $ | 3.31 | ||||||||
| 1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs. |
Performance
|
| |||||||||||||||
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns | 6.00 | % | 6.27 | % | 1.92 | % | 0.63 | % | ||||||||
Fund Market Price Returns | 6.13 | % | 6.26 | % | 1.88 | % | 0.61 | % | ||||||||
ICE BofA U.S. 3-Month Treasury Bill Index | 4.25 | % | 1.55 | % | 1.65 | % | 1.07 | % | ||||||||
60% S&P 500 Index/40% Bloomberg U.S. Aggregate Index Composite | 7.14 | % | 4.25 | % | 6.80 | % | 8.22 | % | ||||||||
S&P GSCI Index | -1.77 | % | 26.19 | % | 5.53 | % | -3.26 | % | ||||||||
SG Trend Index1 | -3.02 | % | 12.71 | % | 8.16 | % | 5.76 | % | ||||||||
| 1 | The SG Trend Index was removed as a benchmark in favor of a blend of equities and fixed income to compare performance vs. a traditional asset allocation benchmark. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 20 | WisdomTree Trust |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree PutWrite Strategy Fund (PUTW)
(formerly, WisdomTree CBOE S&P 500 PutWrite Strategy Fund)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 93.7% | |||
Exchange-Traded Funds | 4.1% | |||
Other Assets less Liabilities‡ | 2.2% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Bills, | 47.4% | |||
U.S. Treasury Bills, | 46.3% | |||
WisdomTree Floating Rate Treasury Fund (USFR)^ | 4.1% | |||
| * | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| ^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree PutWrite Strategy Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Volos U.S. Large Cap Target 2.5% PutWrite Index (the “Index”). Prior to October 25, 2022, the Fund sought to track the price and yield performance, before fees and expenses, of the CBOE S&P 500 PutWrite Index (the “Former Index”), utilizing a strategy of writing put options on the S&P 500 Index. In seeking to track the Former Index, the strategy was designed to receive a premium from the option buyer by selling (i.e., writing) a sequence of one-month, at-the-money, S&P 500 Index put options. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned 11.06% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). During the period, the Fund benefitted from the premiums collected on the S&P 500 put options that it sold. The S&P 500 steadily climbed higher for the last six months of the period, pushing the options further out-the-money and thereby reducing the likelihood of the options being exercised. The proceeds from selling these options were invested in 3-Month U.S. Treasury Bills, which delivered modestly positive returns during the period and improved performance for the Fund.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Net Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,094.30 | 0.44 | %1 | $ | 2.32 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,022.99 | 0.44 | %1 | $ | 2.24 | ||||||||
| 1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs. |
Performance
|
| |||||||||||||||
| Average Annual Total Return | ||||||||||||||||
| 1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns | 11.06 | % | 10.16 | % | 4.64 | % | 6.61 | % | ||||||||
Fund Market Price Returns | 11.15 | % | 10.15 | % | 4.67 | % | 6.61 | % | ||||||||
CBOE S&P 500® PutWrite/Volos U.S. Large Cap Target 2.5% PutWrite Spliced Index2 | 12.76 | % | 11.24 | % | 5.39 | % | 7.32 | % | ||||||||
S&P 500® Index | 15.94 | % | 10.52 | % | 11.12 | % | 14.02 | % | ||||||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 24, 2016. |
| 2 | CBOE S&P 500® PutWrite Index through October 24, 2022; Volos U.S. Large Cap Target 2.5% PutWrite Index thereafter. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| WisdomTree Trust | 21 |
Management’s Discussion of Funds’ Performance
as of August 31, 2023 (unaudited)
WisdomTree Target Range Fund (GTR)
Investment Breakdown†
| Investment Type | % of Net Assets | |||
U.S. Government Obligations | 71.4% | |||
Purchased Options (Exchange-Traded) | 21.6% | |||
Other Assets less Liabilities‡ | 7.0% | |||
Total | 100.0% | |||
| † | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
| ‡ | Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Holdings*
| Description | % of Net Assets | |||
U.S. Treasury Bills, | 71.4% | |||
SPDR S&P 500 ETF Trust, | 14.0% | |||
iShares Russell 2000 ETF, | 3.2% | |||
iShares MSCI EAFE ETF, | 3.2% | |||
iShares MSCI Emerging Markets ETF, | 1.2% | |||
| * | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Target Range Fund (the “Fund”) is actively managed seeking capital appreciation, with a secondary objective of hedging risk. In general, the Fund is expected to provide similar exposures to the TOPS® Global Equity Target Range Index (the “Index”), a long call spread option strategy that buys call options that are 15% in-the-money and sells call options that are 15% out-the-money, but will not match the Index’s returns due to the amount and timing of assets that flow in and out of the Fund.
The Fund returned 2.65% at net asset value (“NAV”) for the fiscal year ended August 31, 2023 (for more complete performance information please see the table below). The Fund employs a long call option spread strategy that involves buying options on four equity index tracking funds that are 15% in-the-money, while simultaneously selling call options on those same equity index tracking funds that are 15% out-the-money. As a result, it benefits when equity markets perform within this negative/positive 15% range with muted volatility. During the period, equity exposures to the Russell 2000 and MSCI Emerging Markets indexes, for example, were additive for the Fund as both indexes only gained about 1.2% and 4.6%, respectively. Exposures to the S&P 500 and MSCI EAFE indexes, however, climbed about 16% and 18%, respectively, which results in the Fund not being able to participate as much in equity bull markets since the 15% out-the-money call options sold are likely to be exercised.
Shareholder Expense Example (for the six-month period ended August 31, 2023)
| Beginning Account Value | Ending Account Value | Annualized Expense Ratio | Expenses Paid During the Period | |||||||||||||
Actual | $ | 1,000.00 | $ | 1,057.40 | 0.70 | % | $ | 3.63 | ||||||||
Hypothetical (5% return before expenses) | $ | 1,000.00 | $ | 1,021.68 | 0.70 | % | $ | 3.57 | ||||||||
Performance
| Average Annual Total Return | ||||||||
| 1 Year | Since Inception1 | |||||||
Fund NAV Returns | 2.65 | % | -5.21 | % | ||||
Fund Market Price Returns | 2.46 | % | -5.17 | % | ||||
TOPS® Global Equity Target Range Index | 3.52 | % | -4.25 | % | ||||
MSCI AC World Index | 13.95 | % | -0.03 | % | ||||
| 1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on October 7, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
| 22 | WisdomTree Trust |
Description of Terms and Indexes (unaudited)
Below are descriptions of certain terms and of each index referenced in this report.
60% S&P 500® Index/40% Bloomberg U.S. Aggregate Index Composite:
The 60% S&P 500® Index/40% Bloomberg U.S. Aggregate Index Composite represents a 60% weight to the S&P 500® Index and a 40% weight to the Bloomberg U.S. Aggregate Index. The Bloomberg U.S. Aggregate Index measures the performance of the U.S. investment-grade bond market.
Bloomberg Commodity Index Total Return:
Bloomberg Commodity Index Total Return is composed of futures contracts and reflects the returns on a fully collateralized investment in the Bloomberg Commodity Index (“BCOM”). This combines the returns of the BCOM with the returns on cash collateral invested in 13-week U.S. Treasury Bills.
Bloomberg Dollar Spot Index:
The Bloomberg Dollar Spot Index tracks the performance of a basket of 10 leading global currencies versus the U.S. dollar. Each currency in the basket and its weight is determined annually based on its share of international trade and foreign exchange (“FX”) liquidity.
Bloomberg Dollar Total Return Index:
The Bloomberg Dollar Total Return Index is total return version of the Bloomberg Dollar Spot Index (BBDXY). It is generated by adding the daily forward implied yield of each currency, and U.S. funding rate, to BBDXY returns.
Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration:
The Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration combines long positions in the Bloomberg U.S. Aggregate Bond Index with short positions in U.S. Treasury Bonds to provide a duration exposure of 0 years. Market values of long and short positions are rebalanced at month-end.
Bloomberg U.S. Aggregate Bond Index:
The Bloomberg U.S. Aggregate Bond Index measures the performance of the U.S. investment-grade bond market.
Bloomberg U.S. Aggregate Enhanced Yield Index:
The Bloomberg U.S. Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg U.S. Aggregate Bond Index seeking to enhance yield while maintaining a similar risk profile.
Bloomberg U.S. Securitized MBS/ABS/CMBS Index:
The Bloomberg U.S. Securitized MBS/ABS/CMBS Index is a market capitalization index that is designed to measure the performance of residential mortgage backed securities issued by Government Sponsored Enterprises, commercial mortgage backed securities, and asset backed securities.
Bloomberg U.S. Short Aggregate Composite Index:
The Bloomberg U.S. Short Aggregate Composite Index measures the performance of the short-term U.S. investment-grade bond market.
Bloomberg U.S. Short Aggregate Enhanced Yield Index:
The Bloomberg U.S. Short Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg U.S. Aggregate Bond Index that generally have effective maturities shorter than 5 years and seeks to enhance yield while maintaining a similar risk profile.
| WisdomTree Trust | 23 |
Description of Terms and Indexes (unaudited) (continued)
Bloomberg U.S. Treasury Floating Rate Bond Index:
The Bloomberg U.S. Treasury Floating Rate Bond Index is a rules-based, market-value weighted index engineered to measure the performance and characteristics of floating rate coupon U.S. Treasuries which have a maturity greater than 12 months.
Bloomberg U.S. Universal Enhanced Yield Index:
The Bloomberg U.S. Universal Enhanced Yield Index is a rules-based index that seeks to provide both exposure and potential yield enhancement across the broad universe of U.S. Dollar-denominated market.
CBOE® S&P 500 PutWrite Index:
The CBOE® S&P 500 PutWrite Index tracks the value of a cash-secured (i.e., collateralized) put option sales strategy, which consists of selling (or “writing”) S&P 500® Index put options and investing the sale proceeds in one- and three-month Treasury bills.
Collateralized loan obligation (CLO):
A collateralized loan obligation is a form of securitization where payments from multiple middle sized and large business loans are pooled together and passed on to different classes of owners.
Commercial mortgage backed securities (CMBS):
A type of mortgage backed security that is backed by commercial and multifamily mortgages rather than residential real estate.
Duration:
Duration is a measure of a bond’s sensitivity to changes in interest rates. The weighted average accounts for the various durations of the bonds purchased as well as the proportion of the total government bond portfolio that they make up.
Equal-Weighted Emerging Currency Composite:
A composite incorporating equal-weighted exposure to the currencies within the Emerging Currency Strategy Fund was constructed as an additional gauge of Emerging Currency Strategy Fund performance. The composite tracks the returns for the currencies using the total returns of the country subindices of the JP Morgan Emerging Local Markets Index Plus (ELMI+). Each subindex uses a weighted basket of one-month, two-month and three-month currency forwards (deliverable or non-deliverable) collateralized with U.S. money market rates to proxy the total returns of an investment in local-currency money market instruments. Currency exposures are rebalanced back to equal-weighting at the end of the month in which the Emerging Currency Strategy Fund intends to rebalance, and currency changes are reflected in the composite at the end of the month they are reflected in the Fund.
Gapstow Liquid Alternative Credit Index:
The Gapstow Liquid Alternative Credit Index (GLACI) is an equal-weighted index that tracks the performance of 35 Publicly Traded Alternative Credit Vehicles (“PACs”) using an objective, rules-based methodology. PACs are a subset of business development companies, real estate investment trusts, and closed-end funds, and selected because of their exposure to a range of U.S. alternative credit sectors (tradeable high yield, structured, and private credit) and borrower segments (households, corporations, and commercial real estate sponsors). GLACI is the first index constructed to provide diversified exposure to these alternative credit sectors and segments.
| 24 | WisdomTree Trust |
Description of Terms and Indexes (unaudited) (continued)
ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index:
The ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index tracks the performance of the combination of a long position in short maturity U.S. high yield bonds and a short position in on-the-run U.S. Treasuries where the net interest rate exposure of the index is adjusted to a zero year duration. Market values of long and short positions are rebalanced at month-end.
ICE BofA Merrill Lynch U.S. High Yield Index:
The ICE BofA Merrill Lynch U.S. High Yield Index tracks the performance of U.S. dollar denominated below investment grade corporate bond debt securities issued in the U.S.
ICE BofA U.S. 3-Month Treasury Bill Index:
This ICE BofA U.S. 3-Month Treasury Bill Index is an unmanaged market index of U.S. Treasury securities maturing in 90 days that assumes reinvestment of all income.
JP Morgan CEMBI Diversified Index:
The JP Morgan CEMBI Diversified Index is an alternatively weighted version of the JP Morgan CEMBI Index (a comprehensive U.S. dollar-denominated emerging market corporate bond index) which limits the weights of those index countries with larger corporate debt stocks by only including a specified portion of these countries’ eligible current face amounts of debt outstanding.
JP Morgan Emerging Local Markets Index Plus (ELMI+):
The JP Morgan Emerging Local Markets Index Plus (ELMI+) and its underlying country and regional subindices track the total returns for local-currency denominated money market instruments in emerging market countries.
JP Morgan Emerging Local Markets Index Plus (ELMI+) China:
The China subindex uses a weighted basket of one-month, two-month and three-month currency forwards collateralized with U.S. money market rates to proxy the total returns of an investment in Chinese yuan money market instruments. The returns are reported in U.S. dollar terms.
JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index:
The JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index tracks the performance of local currency debt issued by emerging market governments, whose debt is accessible by most of the international investor base. The index incorporates a constrained market capitalization methodology in which individual issuer exposures are capped at 10% (with the excess distributed to smaller issuers) for greater diversification among issuing governments. The returns are reported in U.S. dollar terms.
Long Call Spread:
A long call spread is an option trading strategy designed to benefit from a stock’s limited increase in price. The strategy uses two call options — buying a lower strike call and selling a higher strike call — to create a range consisting of a lower strike price and an upper strike price. The long call spread helps to limit losses of owning stock but it also limits the gains.
Mortgage-backed security (MBS):
A mortgage backed security is a type of asset-backed security which is secured by a mortgage or collection of mortgages.
| WisdomTree Trust | 25 |
Description of Terms and Indexes (unaudited) (continued)
MSCI AC World Index:
The MSCI AC World Index is a free float adjusted market capitalization index that is designed to measure the performance of the world stock indexes covered by MSCI.
NYSE ARCA Gold Miners Index:
The NYSE Arca Gold Miners Index is a modified market capitalization weighted index that measures the performance of global gold mining companies.
Risk-on and Risk-off refers to investors’ appetites for risk which rise and fall over time. During periods when risk is perceived as low, the risk-on risk-off theory states that investors tend to engage in higher-risk investments (i.e., “Risk-on”). When risk is perceived as high, investors tend to gravitate toward lower-risk investments (i.e.,“Risk-off”).
S&P 500® Index:
The S&P 500® Index is a capitalization-weighted index of 500 stocks selected by Standard & Poor’s Index Committee designed to represent the performance of the leading industries in the United States economy.
S&P GSCI Index:
The S&P GSCI Index comprises the principal physical commodities that are the subject to active, liquid futures markets.
SG Trend Index:
The SG Trend Index (f.k.a. SG Trend-Sub Index) is an equal-weighted index that is designed to track the 10 largest (by AUM) trend following Commodity Trading Advisors and be representative of the trend followers in the managed futures space.
Spot Rate and Non-Deliverable Forward (“NDF”) Rate Returns:
A “spot” rate is the foreign exchange rate on foreign currency contracts settled generally within two business days from the trade date. The NDF rate is the foreign exchange rate on non-deliverable forward currency contracts settled on a future date that is generally greater than two business days from the trade date. The Chinese yuan NDF return rate relative to the U.S. dollar calculated by WisdomTree is the rate of return percentage difference between the end of period NDF rate and the beginning of period NDF rate using WM/Reuters Singapore closing rates.
TOPS® Global Equity Target Range Index:
The TOPS® Global Equity Target Range Index tracks the performance of a systematic collateralized conditional call / call spread strategy.
Volos U.S. Large Cap Target 2.5% PutWrite Index:
The Volos U.S. Large Cap Target 2.5% PutWrite index tracks the performance of a systematic collateralized PutWrite strategy. At any point in time the strategy has two short put options on SPDR® ETF Trust, with different expiration dates, and a collateral account that accrues interest at a theoretical Treasury Bill rate on a daily basis.
WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index:
The WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index is a rules-based alternatively weighted index that is designed to provide exposure to U.S. high yield corporate bonds with a short position in U.S. Treasuries where the net interest rate exposure of the index is adjusted to a zero year duration.
* * * * * *
Bloomberg® and the Bloomberg Indices are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”) and have been licensed for use for certain purposes by WisdomTree. Bloomberg is not affiliated with WisdomTree, and Bloomberg does not approve, endorse, review, or recommend each of AGGY, SHAG, AGZD or UNIY. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to each of AGGY, SHAG, AGZD or UNIY.
| 26 | WisdomTree Trust |
Description of Terms and Indexes (unaudited) (continued)
Merrill Lynch, Pierce, Fenner & Smith Incorporated and its affiliates (“ICE BofA Merrill Lynch”) indices and related information, the name “ICE BofA Merrill Lynch”, and related trademarks, are intellectual property licensed from ICE BofA Merrill Lynch, and may not be copied, used, or distributed without ICE BofA Merrill Lynch’s prior written approval. The licensee’s products have not been passed on as to their legality or suitability, and are not regulated, issued, endorsed, sold, guaranteed, or promoted by ICE BofA Merrill Lynch. ICE BofA MERRILL LYNCH MAKES NO WARRANTIES AND BEARS NO LIABILITY WITH RESPECT TO THE INDICES, ANY RELATED INFORMATION, ITS TRADEMARKS, OR THE PRODUCT(S) (INCLUDING WITHOUT LIMITATION, THEIR QUALITY, ACCURACY, SUITABILITY AND/OR COMPLETENESS).
Neither Volos nor any other party guarantees the accuracy and/or the completeness of the Volos U.S. Large Cap Target 2.5% PutWrite Index (the “Index”) or any Index data included herein. Neither Volos nor any other party makes any warranty, express or implied, as to results to be obtained from the use of the Index or any Index data included herein. Volos expressly disclaims any liability for any errors or omissions in the Index or Index data and no party may rely on the Index or Index data contained in this communication. Volos does not promote, sponsor or endorse the content of this communication.
The Gapstow Liquid Alternative Credit Index is a registered service mark of Gapstow Capital Partners L.P. and has been licensed for use by WisdomTree Asset Management and WisdomTree Trust as the issuer of the WisdomTree Alternative Income Fund. The WisdomTree Alternative Income Fund is not sponsored, endorsed, sold, or promoted by Gapstow Capital Partners L.P., and it makes no representation regarding the advisability of investing in the Fund. GAPSTOW CAPITAL PARTNERS L.P. AND ITS AFFILIATES MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE WISDOMTREE ALTERNATIVE INCOME FUND. Gapstow Capital Partners L.P. contracts with a calculation agent to independently calculate and publish the Gapstow Liquid Alternative Credit Index, and Gapstow Capital Partners L.P. cannot assure its accuracy. The publication of the Gapstow Liquid Alternative Credit Index does not constitute a recommendation by Gapstow Capital Partners L.P. to invest in the WisdomTree Alternative Income Fund. Gapstow Capital Partners L.P. offers no guarantee or assurance with regard to the results of using the Gapstow Liquid Alternative Credit Index.
WisdomTree, Inc. and WisdomTree Asset Management, Inc. (together, “WisdomTree”) and the Funds make no representation or warranty, express or implied, to the owners of shares of the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly or the ability of the underlying Indexes to track the performance of their underlying securities. WisdomTree is the licensor of certain trademarks, service marks and trade names of the Funds. WisdomTree has no obligation to take the needs of the Funds or the owners of shares of the Funds into consideration in determining, composing, or calculating the underlying WisdomTree Indexes of the applicable Funds. WisdomTree is not responsible for, and has not participated in, the determination of the timing of, prices of, or quantities of shares of the Funds to be issued or in the determination or calculation of the equation by which the shares of the Funds are redeemable. WisdomTree and the Funds do not guarantee the accuracy, completeness, or performance of the underlying Indexes or the data included therein and shall have no liability in connection with the underlying Indexes or their calculation.
Index returns do not reflect expenses paid by the Funds. Index returns assume reinvestment of distributions. It is not possible to invest directly in an index.
* * * * * *
| WisdomTree Trust | 27 |
Description of Terms and Indexes (unaudited) (concluded)
Abbreviations used in the schedules of investments and related tables included in this report are as follows:
| CURRENCY ABBREVIATIONS: | ||||||||||
| AUD | Australian dollar | EUR | Euro | PHP | Philippine peso | |||||
| BRL | Brazilian real | GBP | British pound | PLN | Polish zloty | |||||
| CAD | Canadian dollar | HUF | Hungary forint | RON | Romanian leu | |||||
| CHF | Swiss franc | IDR | Indonesian rupiah | SGD | Singapore dollar | |||||
| CLP | Chilean peso | INR | Indian rupee | THB | Thai baht | |||||
| CNH | Offshore Chinese renminbi | JPY | Japanese yen | TRY | Turkish new lira | |||||
| CNY | Chinese yuan | KRW | South Korean won | TWD | New Taiwan dollar | |||||
| COP | Colombian peso | MXN | Mexican peso | USD | U.S. dollar | |||||
| CZK | Czech koruna | MYR | Malaysian ringgit | ZAR | South African rand | |||||
| EGP | Egyptian pound | PEN | Peruvian nuevo sol | |||||||
| OTHER ABBREVIATIONS: | ||||||||||
| ADR | American Depositary Receipt | |||||||||
| HECM | Home Equity Conversion Mortgage | |||||||||
| HRW | Hard Red Winter | |||||||||
| PIK | Payment In Kind | |||||||||
| RBOB | Reformulated Blendstock for Oxygenate Blending | |||||||||
| REMIC | Real Estate Mortgage Investment Conduit | |||||||||
| ULSD | Ultra-Low-Sulfur Diesel | |||||||||
| WTI | West Texas Intermediate | |||||||||
| 28 | WisdomTree Trust |
Schedule of Investments
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 93.3% |
| |||||||
| U.S. Treasury Bills – 93.3% | ||||||||
5.07%, 9/14/23* | $ | 46,513,000 | $ | 46,425,030 | ||||
5.38%, 9/19/23* | 44,110,000 | 43,993,769 | ||||||
5.40%, 10/19/23* | 47,730,000 | 47,393,265 | ||||||
5.42%, 12/7/23* | 46,250,000 | 45,595,215 | ||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $183,416,752) | 183,407,279 | |||||||
| EXCHANGE-TRADED FUND – 4.5% | ||||||||
| United States – 4.5% | ||||||||
| WisdomTree Floating Rate Treasury Fund(a) (Cost: $8,871,143) | 176,500 | $ | 8,885,010 | |||||
TOTAL INVESTMENTS IN SECURITIES – 97.8% (Cost: $192,287,895) |
| 192,292,289 | ||||||
Other Assets less Liabilities – 2.2% | 4,284,732 | |||||||
|
| |||||||
| NET ASSETS – 100.0% | $ | 196,577,021 | ||||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (a) | Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information. |
| INVESTMENT IN AFFILIATES | ||||||||||||||
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2023 were as follows:
| Affiliate | Value at 8/31/2022 | Purchases/ Additions | Sales/ Reductions | Realized Gain/(Loss) | Change in Depreciation | Value at 8/31/2023 | Dividend Income | Capital Gain Distributions | ||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund | $ | 16,758,375 | $ | 10,827,294 | $ | 18,731,775 | $ | 5,123 | $ | 25,993 | $ | 8,885,010 | $ | 588,385 | $ | 908 | ||||||||||||||||
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
| Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America NA | 9/6/2023 | 50,900,000 | EUR | 55,195,960 | USD | $ | 27 | $ | — | |||||||||||||||||||
Bank of America NA | 9/6/2023 | 15,115,000 | GBP | 19,147,652 | USD | 117 | — | |||||||||||||||||||||
Bank of America NA | 9/6/2023 | 453,384 | USD | 3,270,000 | CNH | 4,038 | — | |||||||||||||||||||||
Bank of America NA | 9/6/2023 | 829,745 | USD | 118,795,000 | JPY | 13,129 | — | |||||||||||||||||||||
Bank of America NA | 10/5/2023 | 56,906,590 | USD | 52,405,000 | EUR | — | (919 | ) | ||||||||||||||||||||
Bank of America NA | 10/5/2023 | 19,903,753 | USD | 15,710,000 | GBP | — | (461 | ) | ||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 492,000,000 | KRW | 371,964 | USD | 288 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 277,441 | USD | 425,000 | AUD | 2,053 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 744,043 | USD | 1,000,000 | CAD | 3,908 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 314,392 | USD | 275,000 | CHF | 3,045 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 452,353 | USD | 3,270,000 | CNH | 3,006 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 59,445,150 | USD | 53,975,000 | EUR | 914,632 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 1,906,971 | USD | 1,735,000 | EUR | 25,537 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 659,174 | USD | 520,000 | GBP | 435 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 214,935 | USD | 17,770,000 | INR | 294 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 824,559 | USD | 118,985,000 | JPY | 6,637 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 83,562 | USD | 109,000,000 | KRW | 1,092 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 602,530 | USD | 10,310,000 | MXN | — | (2,043 | ) | ||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 170,604 | USD | 230,000 | SGD | 417 | — | |||||||||||||||||||||
Barclays Bank PLC | 9/6/2023 | 59,129 | USD | 1,870,000 | TWD | 402 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 50,210,000 | INR | 603,333 | USD | 3,148 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 929,000,000 | KRW | 693,154 | USD | 9,736 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 12,000,000 | TWD | 376,352 | USD | 501 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 745,296 | USD | 1,000,000 | CAD | 5,161 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 5,587,082 | USD | 459,880,000 | INR | 32,245 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 178,049 | USD | 14,750,000 | INR | — | (114 | ) | ||||||||||||||||||||
Citibank NA | 9/6/2023 | 207,933 | USD | 273,000,000 | KRW | 1,379 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 207,308 | USD | 273,000,000 | KRW | 754 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 4,585,573 | USD | 144,020,000 | TWD | 62,701 | — | |||||||||||||||||||||
Citibank NA | 9/6/2023 | 148,291 | USD | 4,710,000 | TWD | 376 | — | |||||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 29 |
Schedule of Investments (continued)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
August 31, 2023
| Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Goldman Sachs | 9/6/2023 | 12,345,000 | AUD | 7,999,560 | USD | $ | — | $ | (327 | ) | ||||||||||||||||||
Goldman Sachs | 9/6/2023 | 29,095,000 | CAD | 21,534,146 | USD | 91 | — | |||||||||||||||||||||
Goldman Sachs | 9/6/2023 | 26,620,000 | INR | 321,727 | USD | — | (187 | ) | ||||||||||||||||||||
Goldman Sachs | 9/6/2023 | 248,497 | USD | 329,000,000 | KRW | — | (428 | ) | ||||||||||||||||||||
Goldman Sachs | 9/6/2023 | 603,540 | USD | 10,345,000 | MXN | — | (3,086 | ) | ||||||||||||||||||||
Goldman Sachs | 10/5/2023 | 8,540,267 | USD | 13,165,000 | AUD | 540 | — | |||||||||||||||||||||
Goldman Sachs | 10/5/2023 | 22,768,502 | USD | 30,750,000 | CAD | — | (134 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 9/6/2023 | 430,315,000 | INR | 5,209,625 | USD | — | (11,900 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 9/6/2023 | 7,963,655,000 | KRW | 6,005,773 | USD | 19,604 | — | |||||||||||||||||||||
HSBC Holdings PLC | 9/6/2023 | 9,776,605 | USD | 8,495,000 | CHF | 158,802 | — | |||||||||||||||||||||
HSBC Holdings PLC | 9/6/2023 | 20,729,720 | USD | 16,150,000 | GBP | 270,807 | — | |||||||||||||||||||||
HSBC Holdings PLC | 9/6/2023 | 5,333,032 | USD | 7,080,000 | SGD | 94,214 | — | |||||||||||||||||||||
HSBC Holdings PLC | 10/5/2023 | 5,381,411 | USD | 445,075,000 | INR | 10,893 | — | |||||||||||||||||||||
HSBC Holdings PLC | 10/6/2023 | 6,423,733 | USD | 8,504,830,000 | KRW | — | (21,654 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 170,000 | AUD | 111,357 | USD | — | (1,202 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 770,000 | AUD | 498,902 | USD | 37 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 400,000 | CAD | 299,878 | USD | — | (3,824 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 1,810,000 | CAD | 1,337,502 | USD | 2,143 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 110,000 | CHF | 125,748 | USD | — | (1,209 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 495,000 | CHF | 563,666 | USD | — | (3,241 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 1,305,000 | CNH | 181,661 | USD | — | (2,335 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 5,890,000 | CNH | 806,967 | USD | 2,406 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 695,000 | EUR | 761,535 | USD | — | (7,877 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 3,145,000 | EUR | 3,435,853 | USD | — | (25,413 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 210,000 | GBP | 267,052 | USD | — | (1,023 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 940,000 | GBP | 1,195,438 | USD | — | (4,641 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 47,500,000 | JPY | 332,977 | USD | — | (6,454 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 215,375,000 | JPY | 1,473,578 | USD | 6,945 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 3,481,620,000 | JPY | 23,933,002 | USD | 213 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 4,090,000 | MXN | 238,730 | USD | 1,106 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 18,670,000 | MXN | 1,113,045 | USD | — | (18,246 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 299,615,000 | MXN | 17,569,408 | USD | — | (140 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 90,000 | SGD | 67,176 | USD | — | (581 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 500,000 | SGD | 370,472 | USD | — | (499 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 6,830,000 | SGD | 5,054,007 | USD | — | (176 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 8,870,473 | USD | 13,190,000 | AUD | 323,702 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 111,712 | USD | 170,000 | AUD | 1,557 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 331,148 | USD | 515,000 | AUD | — | (2,558 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 23,588,449 | USD | 31,090,000 | CAD | 577,642 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 298,931 | USD | 400,000 | CAD | 2,877 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 885,951 | USD | 1,205,000 | CAD | — | (5,912 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 172,296 | USD | 150,000 | CHF | 2,470 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 373,737 | USD | 330,000 | CHF | 120 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 14,309,716 | USD | 101,950,000 | CNH | 300,275 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 182,019 | USD | 1,305,000 | CNH | 2,693 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 540,294 | USD | 3,940,000 | CNH | — | (1,120 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 765,995 | USD | 695,000 | EUR | 12,337 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 2,597,016 | USD | 2,400,000 | EUR | — | (5,545 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 267,631 | USD | 210,000 | GBP | 1,601 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 794,072 | USD | 630,000 | GBP | — | (4,016 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 336,186 | USD | 47,465,000 | JPY | 9,904 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 984,144 | USD | 144,030,000 | JPY | — | (5,941 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 6,673,454 | USD | 8,509,655,000 | KRW | 234,968 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 19,005,503 | USD | 320,230,000 | MXN | 227,383 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 239,769 | USD | 4,120,000 | MXN | — | (1,825 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 736,785 | USD | 12,370,000 | MXN | 11,414 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 67,250 | USD | 90,000 | SGD | 655 | — | |||||||||||||||||||||
See Notes to Financial Statements.
| 30 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
August 31, 2023
| Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
JP Morgan Chase Bank NA | 9/6/2023 | 210,316 | USD | 285,000 | SGD | $ | — | $ | (568 | ) | ||||||||||||||||||
JP Morgan Chase Bank NA | 10/5/2023 | 25,290,450 | USD | 3,662,090,000 | JPY | — | (638 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 10/5/2023 | 18,022,106 | USD | 308,920,000 | MXN | — | (180 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 10/5/2023 | 5,130,899 | USD | 6,925,000 | SGD | 78 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 9/6/2023 | 109,000,000 | KRW | 83,835 | USD | — | (1,364 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International | 9/6/2023 | 138,605,000 | TWD | 4,350,439 | USD | 2,377 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 9/6/2023 | 1,906,281 | USD | 1,735,000 | EUR | 24,846 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 9/6/2023 | 26,185,786 | USD | 3,705,220,000 | JPY | 715,508 | — | |||||||||||||||||||||
Morgan Stanley & Co. International | 10/5/2023 | 4,417,662 | USD | 140,570,000 | TWD | — | (12,740 | ) | ||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 1,440,000 | AUD | 922,870 | USD | 10,212 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 3,390,000 | CAD | 2,502,781 | USD | 6,277 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 935,000 | CHF | 1,061,529 | USD | — | (2,948 | ) | ||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 11,125,000 | CNH | 1,524,390 | USD | 4,350 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 5,800,000 | EUR | 6,311,102 | USD | — | (21,579 | ) | ||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 1,765,000 | GBP | 2,248,644 | USD | — | (12,731 | ) | ||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 5,890,000 | INR | 71,139 | USD | 5 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 390,000,000 | JPY | 2,689,648 | USD | — | (8,725 | ) | ||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 35,000,000 | MXN | 2,048,396 | USD | 3,986 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 500,000 | SGD | 368,816 | USD | 1,157 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 1,855,000 | TWD | 58,650 | USD | — | (395 | ) | ||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 8,550,000 | TWD | 268,688 | USD | — | (180 | ) | ||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 277,875 | USD | 425,000 | AUD | 2,486 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 314,294 | USD | 275,000 | CHF | 2,947 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 661,630 | USD | 520,000 | GBP | 2,891 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 71,188 | USD | 5,890,000 | INR | 43 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 177,793 | USD | 14,745,000 | INR | — | (310 | ) | ||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 174,759 | USD | 235,000 | SGD | 871 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 149,071 | USD | 4,725,000 | TWD | 685 | — | |||||||||||||||||||||
Standard Chartered Bank | 9/6/2023 | 178,298 | USD | 5,685,000 | TWD | — | (236 | ) | ||||||||||||||||||||
UBS AG | 9/6/2023 | 7,985,000 | CHF | 9,040,315 | USD | 80 | — | |||||||||||||||||||||
UBS AG | 9/6/2023 | 95,415,000 | CNH | 13,110,425 | USD | 1,009 | — | |||||||||||||||||||||
UBS AG | 10/5/2023 | 9,397,963 | USD | 8,275,000 | CHF | — | (288 | ) | ||||||||||||||||||||
UBS AG | 10/13/2023 | 13,821,918 | USD | 100,430,000 | CNH | — | (2,498 | ) | ||||||||||||||||||||
| $ | 4,152,265 | $ | (210,411 | ) | ||||||||||||||||||||||||
| FAIR VALUATION SUMMARY | ||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Obligations | $ | — | $ | 183,407,279 | $ | — | $ | 183,407,279 | ||||||||
Exchange-Traded Fund | 8,885,010 | — | — | 8,885,010 | ||||||||||||
Total Investments in Securities | $ | 8,885,010 | $ | 183,407,279 | $ | — | $ | 192,292,289 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | 4,152,265 | $ | — | $ | 4,152,265 | ||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (210,411 | ) | $ | — | $ | (210,411 | ) | ||||||
Total – Net | $ | 8,885,010 | $ | 187,349,133 | $ | — | $ | 196,234,143 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| WisdomTree Trust | 31 |
Schedule of Investments
WisdomTree Chinese Yuan Strategy Fund (CYB)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 67.9% |
| |||||||
| U.S. Treasury Bills – 67.9% | ||||||||
4.96%, 9/14/23* | $ | 7,904,000 | $ | 7,889,051 | ||||
5.00%, 9/21/23* | 8,571,000 | 8,545,930 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $16,438,301) | 16,434,981 | |||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUND – 4.5% |
| |||||||
| United States – 4.5% |
| |||||||
WisdomTree Floating Rate Treasury Fund(a) | ||||||||
| (Cost: $1,069,367) | 21,300 | 1,072,242 | ||||||
| Investments | Principal Amount | Value | ||||||
| REPURCHASE AGREEMENT – 27.2% | ||||||||
| United States – 27.2% | ||||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/23 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 9/1/23; Proceeds at maturity – $6,580,969 (fully collateralized by Ginnie Mae I Construction Loan, 2.29% – 4.65% due 1/15/64 – 5/15/64, Ginnie Mae II HECM, 4.632% due 3/20/64; Market value including accrued interest – $6,909,579) | ||||||||
| (Cost: $6,580,000) | $ | 6,580,000 | $ | 6,580,000 | ||||
TOTAL INVESTMENTS IN SECURITIES – 99.6% (Cost: $24,087,668) |
| 24,087,223 | ||||||
Other Assets less Liabilities – 0.4% |
| 106,465 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 24,193,688 | |||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (a) | Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information. |
| INVESTMENT IN AFFILIATES | ||||||||||||||
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2023 were as follows:
| Affiliate | Value at 8/31/2022 | Purchases/ Additions | Sales/ Reductions | Realized Gain/(Loss) | Change in Depreciation | Value at 8/31/2023 | Dividend Income | Capital Gain Distributions | ||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund | $ | 1,120,575 | $ | — | $ | 50,457 | $ | 252 | $ | 1,872 | $ | 1,072,242 | $ | 50,211 | $ | 57 | ||||||||||||||||
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
| Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Citibank NA | 9/13/2023 | 4,458,907 | USD | 32,200,000 | CNY | $ | — | $ | (12,210 | ) | ||||||||||||||||||
Citibank NA | 11/13/2023 | 900,776 | USD | 6,500,000 | CNY | 1,257 | — | |||||||||||||||||||||
Citibank NA | 12/13/2023 | 32,200,000 | CNY | 4,453,973 | USD | 7,847 | — | |||||||||||||||||||||
HSBC Holdings PLC | 10/20/2023 | 27,500,000 | CNH | 3,821,718 | USD | — | (45,552 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 10/20/2023 | 54,500,000 | CNY | 7,596,878 | USD | — | (55,307 | ) | ||||||||||||||||||||
Standard Chartered Bank | 10/20/2023 | 178,931 | USD | 1,300,000 | CNH | 421 | — | |||||||||||||||||||||
UBS AG† | 9/13/2023 | 32,200,000 | CNY | 4,586,764 | USD | — | (115,646 | ) | ||||||||||||||||||||
UBS AG† | 11/13/2023 | 68,000,000 | CNY | 9,577,735 | USD | — | (167,385 | ) | ||||||||||||||||||||
| $ | 9,525 | $ | (396,100 | ) | ||||||||||||||||||||||||
| † | As of August 31, 2023, the Fund posted cash collateral of $410,000 with the counterparty, UBS AG, for foreign currency contracts. |
See Notes to Financial Statements.
| 32 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Chinese Yuan Strategy Fund (CYB)
August 31, 2023
| FAIR VALUATION SUMMARY | ||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Obligations | $ | — | $ | 16,434,981 | $ | — | $ | 16,434,981 | ||||||||
Exchange-Traded Fund | 1,072,242 | — | — | 1,072,242 | ||||||||||||
Repurchase Agreement | — | 6,580,000 | — | 6,580,000 | ||||||||||||
Total Investments in Securities | $ | 1,072,242 | $ | 23,014,981 | $ | — | $ | 24,087,223 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | 9,525 | $ | — | $ | 9,525 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (396,100 | ) | $ | — | $ | (396,100 | ) | ||||||
Total – Net | $ | 1,072,242 | $ | 22,628,406 | $ | — | $ | 23,700,648 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| WisdomTree Trust | 33 |
Schedule of Investments
WisdomTree Emerging Currency Strategy Fund (CEW)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 97.4% |
| |||||||
| U.S. Treasury Bills – 97.4% | ||||||||
5.08%, 9/14/23* | $ | 4,150,000 | $ | 4,142,151 | ||||
5.40%, 10/19/23* | 4,500,000 | 4,468,253 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $8,611,021) | 8,610,404 | |||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUND – 3.9% |
| |||||||
| United States – 3.9% |
| |||||||
WisdomTree Floating Rate Treasury Fund(a) | ||||||||
| (Cost: $341,394) | 6,800 | 342,312 | ||||||
| Investments | Principal Amount | Value | ||||||
| REPURCHASE AGREEMENT – 0.7% | ||||||||
| United States – 0.7% | ||||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/23 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 9/1/23; Proceeds at maturity – $60,009 (fully collateralized by U.S. Treasury Note, 2.25% due 10/31/24; Market value including accrued interest – $61,206) | ||||||||
| (Cost: $60,000) | $ | 60,000 | $ | 60,000 | ||||
TOTAL INVESTMENTS IN SECURITIES – 102.0% (Cost: $9,012,415) |
| 9,012,716 | ||||||
Other Assets less Liabilities – (2.0)% |
| (173,498 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 8,839,218 | |||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (a) | Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information. |
| INVESTMENT IN AFFILIATES | ||||||||||||||
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2023 were as follows:
| Affiliate | Value at 8/31/2022 | Purchases/ Additions | Sales/ Reductions | Realized Gain/(Loss) | Change in Depreciation | Value at 8/31/2023 | Dividend Income | Capital Gain Distributions | ||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund | $ | 341,700 | $ | — | $ | — | $ | — | $ | 612 | $ | 342,312 | $ | 15,380 | $ | 17 | ||||||||||||||||
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
| Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Citibank NA | 11/7/2023 | 52,910,000 | INR | 640,894 | USD | $ | — | $ | (2,538 | ) | ||||||||||||||||||
Citibank NA | 11/7/2023 | 817,695,000 | KRW | 643,961 | USD | — | (23,594 | ) | ||||||||||||||||||||
Citibank NA | 11/7/2023 | 35,155,000 | PHP | 640,451 | USD | — | (20,623 | ) | ||||||||||||||||||||
Goldman Sachs | 11/7/2023 | 2,890,000 | MYR | 640,798 | USD | — | (15,079 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 11/7/2023 | 4,575,000 | CNH | 645,234 | USD | — | (16,313 | ) | ||||||||||||||||||||
HSBC Holdings PLC | 11/7/2023 | 9,657,575,000 | IDR | 638,264 | USD | — | (5,118 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 11/7/2023 | 3,090,000 | BRL | 644,696 | USD | — | (26,087 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 11/7/2023 | 538,060,000 | CLP | 644,468 | USD | — | (20,492 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 11/7/2023 | 2,596,740,000 | COP | 645,076 | USD | — | (22,227 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 11/7/2023 | 10,990,000 | MXN | 648,405 | USD | — | (2,669 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 11/7/2023 | 2,600,000 | PLN | 647,267 | USD | — | (18,326 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 11/7/2023 | 21,725,000 | THB | 636,394 | USD | — | (10,551 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 11/7/2023 | 18,385,000 | TRY | 646,745 | USD | 11,774 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 11/7/2023 | 11,505,000 | ZAR | 646,869 | USD | — | (42,614 | ) | ||||||||||||||||||||
| $ | 11,774 | $ | (226,231 | ) | ||||||||||||||||||||||||
See Notes to Financial Statements.
| 34 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Emerging Currency Strategy Fund (CEW)
August 31, 2023
| FAIR VALUATION SUMMARY | ||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Obligations | $ | — | $ | 8,610,404 | $ | — | $ | 8,610,404 | ||||||||
Exchange-Traded Fund | 342,312 | — | — | 342,312 | ||||||||||||
Repurchase Agreement | — | 60,000 | — | 60,000 | ||||||||||||
Total Investments in Securities | $ | 342,312 | $ | 8,670,404 | $ | — | $ | 9,012,716 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | 11,774 | $ | — | $ | 11,774 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (226,231 | ) | $ | — | $ | (226,231 | ) | ||||||
Total – Net | $ | 342,312 | $ | 8,455,947 | $ | — | $ | 8,798,259 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| WisdomTree Trust | 35 |
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| CORPORATE BONDS – 91.7% |
| |||||||
| Argentina – 0.7% |
| |||||||
YPF SA | $ | 340,000 | $ | 287,366 | ||||
| Australia – 1.2% |
| |||||||
AngloGold Ashanti Holdings PLC | 600,000 | 500,145 | ||||||
| Austria – 0.6% |
| |||||||
Suzano Austria GmbH | 226,000 | 226,089 | ||||||
| Brazil – 6.3% |
| |||||||
Banco do Brasil SA | ||||||||
9.00%, 6/18/24, (9.00% fixed rate until 6/18/24; 10-year Constant Maturity Treasury Rate + 6.362% thereafter)(a)(d)(e) | 250,000 | 251,162 | ||||||
6.25%, 4/18/30(b) | 225,000 | 223,674 | ||||||
Braskem Netherlands Finance BV | 200,000 | 189,440 | ||||||
Cosan Luxembourg SA | 275,000 | 275,000 | ||||||
CSN Resources SA | 325,000 | 247,065 | ||||||
Embraer Netherlands Finance BV | 200,000 | 196,925 | ||||||
7.00%, 7/28/30(b) | 400,000 | 405,080 | ||||||
Fibria Overseas Finance Ltd. | 50,000 | 50,016 | ||||||
Minerva Luxembourg SA | 275,000 | 218,886 | ||||||
Nexa Resources SA | 500,000 | 480,440 | ||||||
|
| |||||||
| Total Brazil |
| 2,537,688 | ||||||
| Cayman Islands – 0.5% |
| |||||||
CK Hutchison International 23 Ltd. | 225,000 | 217,001 | ||||||
| Chile – 4.4% |
| |||||||
Antofagasta PLC | 200,000 | 195,000 | ||||||
Banco de Credito e Inversiones SA | 200,000 | 164,337 | ||||||
Celulosa Arauco y Constitucion SA | 200,000 | 196,629 | ||||||
Chile Electricity Lux MPC Sarl | 300,000 | 303,690 | ||||||
Empresa Nacional del Petroleo | 225,000 | 222,256 | ||||||
Engie Energia Chile SA | 550,000 | 462,457 | ||||||
Telefonica Moviles Chile SA | 300,000 | 229,500 | ||||||
|
| |||||||
| Total Chile |
| 1,773,869 | ||||||
| China – 4.4% |
| |||||||
Alibaba Group Holding Ltd. | 350,000 | 340,706 | ||||||
ENN Clean Energy International Investment Ltd. | 300,000 | �� | 275,818 | |||||
Lenovo Group Ltd. | 350,000 | 346,766 | ||||||
6.54%, 7/27/32(b) | 330,000 | 332,107 | ||||||
MGM China Holdings Ltd. | 325,000 | 294,328 | ||||||
Tencent Holdings Ltd. | 200,000 | 184,160 | ||||||
|
| |||||||
| Total China |
| 1,773,885 | ||||||
| Colombia – 4.5% |
| |||||||
Bancolombia SA | ||||||||
4.63%, 12/18/29, (4.625% fixed rate until 12/18/24; 5-year Constant Maturity Treasury Rate + 2.944% thereafter)(d) | 385,000 | 339,466 | ||||||
Ecopetrol SA | 225,000 | 229,781 | ||||||
8.88%, 1/13/33 | 525,000 | 533,085 | ||||||
Geopark Ltd. | 375,000 | 323,062 | ||||||
Millicom International Cellular SA | 225,000 | 177,678 | ||||||
Oleoducto Central SA | 227,000 | 203,733 | ||||||
|
| |||||||
| Total Colombia |
| 1,806,805 | ||||||
| Ghana – 0.4% |
| |||||||
Tullow Oil PLC | 188,000 | 156,965 | ||||||
| Guatemala – 1.2% |
| |||||||
Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL | 260,000 | 237,900 | ||||||
CT Trust | 300,000 | 247,688 | ||||||
|
| |||||||
| Total Guatemala |
| 485,588 | ||||||
| Hong Kong – 1.3% |
| |||||||
Melco Resorts Finance Ltd. | 275,000 | 243,792 | ||||||
5.75%, 7/21/28(a) | 325,000 | 288,117 | ||||||
|
| |||||||
| Total Hong Kong |
| 531,909 | ||||||
| India – 4.5% |
| |||||||
Adani Ports & Special Economic Zone Ltd. | 250,000 | 199,415 | ||||||
JSW Steel Ltd. | 600,000 | 489,009 | ||||||
Network i2i Ltd. | ||||||||
3.98%, 3/3/26, (3.975% fixed rate until 3/3/26; 5-year Constant Maturity Treasury Rate + 3.39% thereafter)(b)(c)(d)(e) | 300,000 | 275,648 | ||||||
See Notes to Financial Statements.
| 36 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Reliance Industries Ltd. | $ | 335,000 | $ | 275,879 | ||||
Summit Digitel Infrastructure Ltd. | 350,000 | 275,650 | ||||||
Vedanta Resources Finance II PLC | 450,000 | 294,412 | ||||||
|
| |||||||
| Total India |
| 1,810,013 | ||||||
| Indonesia – 1.1% |
| |||||||
Medco Bell Pte Ltd. | 478,000 | 445,859 | ||||||
| Ireland – 1.1% |
| |||||||
C&W Senior Financing DAC | 475,000 | 441,750 | ||||||
| Israel – 4.1% |
| |||||||
Bank Hapoalim BM | ||||||||
3.26%, 1/21/32, (3.255% fixed rate until 10/21/26; 5-year Constant Maturity Treasury Rate + 2.155% thereafter)(a)(d) | 275,000 | 236,628 | ||||||
Energian Israel Finance Ltd. | 325,000 | 329,469 | ||||||
Israel Discount Bank Ltd. | 375,000 | 369,105 | ||||||
Israel Electric Corp. Ltd. | 300,000 | 280,036 | ||||||
Teva Pharmaceutical Finance Netherlands III BV | 400,000 | 424,288 | ||||||
|
| |||||||
| Total Israel |
| 1,639,526 | ||||||
| Kazakhstan – 0.9% |
| |||||||
KazMunayGas National Co. JSC | 225,000 | 169,856 | ||||||
6.38%, 10/24/48(a) | 225,000 | 188,891 | ||||||
|
| |||||||
| Total Kazakhstan |
| 358,747 | ||||||
| Kuwait – 1.9% |
| |||||||
MEGlobal BV | 200,000 | 191,830 | ||||||
2.63%, 4/28/28(b) | 350,000 | 308,786 | ||||||
NBK Tier 1 Financing 2 Ltd. | ||||||||
4.50%, 8/27/25, (4.50% fixed rate until 8/27/25; 6-year Constant Maturity Treasury Rate + 2.832% thereafter)(b)(d)(e) | 300,000 | 276,979 | ||||||
|
| |||||||
| Total Kuwait |
| 777,595 | ||||||
| Luxembourg – 1.3% |
| |||||||
Altice Financing SA | 325,000 | 259,188 | ||||||
EIG Pearl Holdings Sarl | 325,000 | 271,009 | ||||||
|
| |||||||
| Total Luxembourg |
| 530,197 | ||||||
| Malaysia – 2.3% |
| |||||||
CIMB Bank Bhd | 225,000 | 200,973 | ||||||
GENM Capital Labuan Ltd. | 375,000 | 300,681 | ||||||
MISC Capital Two Labuan Ltd. | 450,000 | 421,196 | ||||||
|
| |||||||
| Total Malaysia |
| 922,850 | ||||||
| Mexico – 8.5% |
| |||||||
Alpek SAB de CV | 400,000 | 359,354 | ||||||
Banco Mercantil del Norte SA | ||||||||
7.50%, 6/27/29, (7.50% fixed rate until 6/27/29; 10-year Constant Maturity Treasury Rate + 5.47% thereafter)(a)(d)(e) | 200,000 | 183,207 | ||||||
7.50%, 6/27/29, (7.50% fixed rate until 6/27/29; 10-year Constant Maturity Treasury Rate + 5.47% thereafter)(b)(d)(e) | 200,000 | 183,207 | ||||||
BBVA Bancomer SA | ||||||||
8.45%, 6/29/38, (8.45% fixed rate until 6/29/33; 5-year Constant Maturity Treasury Rate + 4.66% thereafter)(b)(d) | 400,000 | 399,960 | ||||||
Cemex SAB de CV | ||||||||
5.13%, 6/8/26, (5.125% fixed rate until 6/8/26; 5-year Constant Maturity Treasury Rate + 4.534% thereafter)(a)(d)(e) | 225,000 | 209,531 | ||||||
9.13%, 3/14/28, (9.125% fixed rate until 3/14/28; 5-year Constant Maturity Treasury Rate + 5.157% thereafter)(b)(d)(e) | 400,000 | 417,920 | ||||||
5.20%, 9/17/30(b) | 200,000 | 187,004 | ||||||
GCC SAB de CV Co. | 200,000 | 167,384 | ||||||
Petroleos Mexicanos | 325,000 | 296,595 | ||||||
6.70%, 2/16/32 | 250,000 | 189,000 | ||||||
10.00%, 2/7/33(b) | 400,000 | 362,920 | ||||||
10.00%, 2/7/33(a) | 225,000 | 204,143 | ||||||
Southern Copper Corp. | 300,000 | 290,437 | ||||||
|
| |||||||
| Total Mexico |
| 3,450,662 | ||||||
| Mongolia – 2.6% |
| |||||||
Minerva Luxembourg SA | 425,000 | 338,279 | ||||||
Sands China Ltd. | 775,000 | 732,824 | ||||||
|
| |||||||
| Total Mongolia |
| 1,071,103 | ||||||
| Morocco – 0.4% |
| |||||||
OCP SA | 200,000 | 179,998 | ||||||
| Netherlands – 0.9% |
| |||||||
Sigma Finance Netherlands BV | 385,000 | 370,222 | ||||||
| Nigeria – 0.5% |
| |||||||
IHS Netherlands Holdco BV | 225,000 | 202,212 | ||||||
| Oman – 0.6% |
| |||||||
Oryx Funding Ltd. | 250,000 | 241,044 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 37 |
Schedule of Investments (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| Panama – 1.3% |
| |||||||
AES Panama Generation Holdings SRL | $ | 198,209 | $ | 172,632 | ||||
4.38%, 5/31/30(b) | 396,419 | 345,263 | ||||||
|
| |||||||
| Total Panama |
| 517,895 | ||||||
| Peru – 0.7% |
| |||||||
Banco de Credito del Peru SA | ||||||||
3.13%, 7/1/30, (3.125% fixed rate until 7/1/25; 5-year Constant Maturity Treasury Rate + 3.00% thereafter)(a)(c)(d) | 285,000 | 265,338 | ||||||
| Poland – 0.9% |
| |||||||
Canpack SA / Canpack U.S. LLC | 384,000 | 359,393 | ||||||
| Qatar – 1.7% |
| |||||||
Commercial Bank PSQC | ||||||||
4.50%, 3/3/26, (4.50% fixed rate until 3/3/26; 5-year Constant Maturity Treasury Rate + 3.874% thereafter)(a)(d)(e) | 400,000 | 363,798 | ||||||
Ooredoo International Finance Ltd. | 375,000 | 319,337 | ||||||
|
| |||||||
| Total Qatar |
| 683,135 | ||||||
| Russia – 0.1% |
| |||||||
Alfa Bank AO Via Alfa Bond Issuance PLC | ||||||||
5.95%, 4/15/30, (5.95% fixed rate until 4/15/25: 5-year Constant Maturity Treasury Rate + 4.546% thereafter)(b)(d)(f)* | 350,000 | 21,000 | ||||||
Sovcombank Via SovCom Capital DAC | ||||||||
7.75%, 5/6/25, (7.75% fixed rate until 5/6/25; 5-year Constant Maturity Treasury Rate + 6.38% thereafter)(b)(d)(e)(f)* | 300,000 | 26,063 | ||||||
|
| |||||||
| Total Russia |
| 47,063 | ||||||
| Saudi Arabia – 2.9% |
| |||||||
EIG Pearl Holdings Sarl | 350,000 | 265,109 | ||||||
Greensaif Pipelines Bidco Sarl | 325,000 | 326,664 | ||||||
Saudi Arabian Oil Co. | 700,000 | 576,716 | ||||||
|
| |||||||
| Total Saudi Arabia |
| 1,168,489 | ||||||
| Singapore – 0.5% |
| |||||||
Oversea-Chinese Banking Corp. Ltd. | ||||||||
1.83%, 9/10/30, (1.832% fixed rate until 9/10/25; 5-year Constant Maturity Treasury Rate + 1.58% thereafter)(b)(d) | 225,000 | 207,127 | ||||||
| South Africa – 2.4% |
| |||||||
Bidvest Group UK PLC | 200,000 | 178,375 | ||||||
3.63%, 9/23/26(b) | 425,000 | 379,047 | ||||||
Gold Fields Orogen Holdings BVI Ltd. | 425,000 | 421,132 | ||||||
|
| |||||||
| Total South Africa |
| 978,554 | ||||||
| South Korea – 6.7% |
| |||||||
GS Caltex Corp. | 300,000 | 297,975 | ||||||
Hanwha Q Cells Americas Holdings Corp. | 250,000 | 247,500 | ||||||
Kookmin Bank | 475,000 | 385,135 | ||||||
POSCO | 450,000 | 449,737 | ||||||
5.75%, 1/17/28(b)(c) | 325,000 | 327,681 | ||||||
Shinhan Financial Group Co. Ltd. | ||||||||
2.88%, 5/12/26, (2.875% fixed rate until 5/12/26; 5-year Constant Maturity Treasury Rate + 2.064% thereafter)(b)(d)(e) | 300,000 | 265,000 | ||||||
5.00%, 7/24/28(b) | 325,000 | 319,559 | ||||||
SK Hynix, Inc. | 200,000 | 193,444 | ||||||
2.38%, 1/19/31(b) | 300,000 | 232,652 | ||||||
|
| |||||||
| Total South Korea |
| 2,718,683 | ||||||
| Spain – 1.5% |
| |||||||
Banco Santander SA | 200,000 | 198,577 | ||||||
6.92%, 8/8/33 | 400,000 | 398,926 | ||||||
|
| |||||||
| Total Spain |
| 597,503 | ||||||
| Taiwan – 0.8% |
| |||||||
TSMC Global Ltd. | 350,000 | 341,807 | ||||||
| Thailand – 2.7% |
| |||||||
Bangkok Bank PCL | ||||||||
3.73%, 9/25/34, (3.733% fixed rate until 9/25/29; 5-year Constant Maturity Treasury Rate + 1.90% thereafter)(a)(d) | 500,000 | 425,400 | ||||||
GC Treasury Center Co. Ltd. | 440,000 | 380,642 | ||||||
Thaioil Treasury Center Co. Ltd. | 300,000 | 284,464 | ||||||
|
| |||||||
| Total Thailand |
| 1,090,506 | ||||||
| Turkey – 2.4% |
| |||||||
Akbank TAS | 300,000 | 294,581 | ||||||
Turkiye Is Bankasi AS | 200,000 | 199,500 | ||||||
Turkiye Sise ve Cam Fabrikalari AS | 500,000 | 490,587 | ||||||
|
| |||||||
| Total Turkey |
| 984,668 | ||||||
| United Arab Emirates – 3.6% |
| |||||||
DP World Ltd. | 270,000 | 290,130 | ||||||
Emirates NBD Bank PJSC | ||||||||
6.13%, 3/20/25, (6.125% fixed rate until 3/20/25; 6-year Constant Maturity Treasury Rate + 3.656% thereafter)(a)(d)(e) | 350,000 | 348,497 | ||||||
See Notes to Financial Statements.
| 38 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Galaxy Pipeline Assets Bidco Ltd. | $ | 364,686 | $ | 337,316 | ||||
2.16%, 3/31/34(b) | 266,130 | 225,139 | ||||||
2.94%, 9/30/40(b) | 3,717 | 2,931 | ||||||
Sweihan PV Power Co. PJSC | 315,091 | 248,580 | ||||||
|
| |||||||
| Total United Arab Emirates |
| 1,452,593 | ||||||
| United Kingdom – 5.8% |
| |||||||
Anglo American Capital PLC | 275,000 | 265,892 | ||||||
Antofagasta PLC | 275,000 | 268,125 | ||||||
CK Hutchison International 21 Ltd. | 350,000 | 288,749 | ||||||
HSBC Holdings PLC | ||||||||
5.89%, 8/14/27, (5.887% fixed rate until 8/14/26; Secured Overnight Financing Rate + 1.57% thereafter)(d) | 600,000 | 597,443 | ||||||
6.55%, 6/20/34, (6.547% fixed rate until 6/20/33; Secured Overnight Financing Rate + 2.98% thereafter)(c)(d) | 425,000 | 416,652 | ||||||
Standard Chartered PLC | ||||||||
6.17%, 1/9/27, (6.17% fixed rate until 1/9/26; 1-year Constant Maturity Treasury Rate + 2.05% thereafter)(b)(d) | 250,000 | 250,851 | ||||||
6.30%, 1/9/29, (6.301% fixed rate until 1/9/28; 1-year Constant Maturity Treasury Rate +2.45% thereafter)(b)(d) | 250,000 | 252,235 | ||||||
|
| |||||||
| Total United Kingdom |
| 2,339,947 | ||||||
| United States – 1.5% |
| |||||||
Hyundai Capital America | 300,000 | 298,157 | ||||||
Sasol Financing USA LLC | 325,000 | 318,906 | ||||||
|
| |||||||
| Total United States |
| 617,063 | ||||||
TOTAL CORPORATE BONDS (Cost: $40,201,087) |
| 37,108,852 | ||||||
| FOREIGN GOVERNMENT AGENCIES – 2.4% |
| |||||||
| Hungary – 0.6% |
| |||||||
Magyar Export-Import Bank Zrt | 275,000 | 273,844 | ||||||
| India – 0.8% |
| |||||||
Export-Import Bank of India | 325,000 | 320,321 | ||||||
| Poland – 0.5% |
| |||||||
Bank Gospodarstwa Krajowego | 200,000 | 196,250 | ||||||
| South Korea – 0.5% |
| |||||||
Korea Electric Power Corp. | 200,000 | 193,679 | ||||||
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $996,921) |
| 984,094 | ||||||
| Investments | Shares | Value | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 3.8% |
| |||||||
| United States – 3.8% |
| |||||||
State Street Navigator Securities Lending | ||||||||
| (Cost: $1,523,318) | 1,523,318 | 1,523,318 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 97.9% (Cost: $42,721,326) |
| 39,616,264 | ||||||
Other Assets less Liabilities – 2.1% |
| 857,846 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 40,474,110 | |||||
| * | Non-income producing security. |
| (a) | This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. |
| (b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (c) | Security, or portion thereof, was on loan at August 31, 2023 (See Note 2). At August 31, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,695,356. The Fund also had securities on loan having a total market value of $177,420 that were sold and pending settlement. The total market value of the collateral held by the Fund was $1,930,664. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $407,346. |
| (d) | Rate shown reflects the accrual rate as of August 31, 2023 on securities with variable or step rates. |
| (e) | The security has a perpetual maturity; the date displayed is the next call date. |
| (f) | Security is in default on interest payments. |
| (g) | Rate shown represents annualized 7-day yield as of August 31, 2023. |
See Notes to Financial Statements.
| WisdomTree Trust | 39 |
Schedule of Investments (concluded)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2023
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Short Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
5 Year U.S. Treasury Note | 9 | 12/29/23 | $ | (962,297 | ) | $ | (4,289 | ) | ||||||||
10 Year U.S. Treasury Note | 19 | 12/19/23 | (2,109,594 | ) | (16,609 | ) | ||||||||||
Ultra 10 Year U.S. Treasury Note | 37 | 12/19/23 | (4,296,047 | ) | (43,649 | ) | ||||||||||
| $ | (7,367,938 | ) | $ | (64,547 | ) | |||||||||||
| Long Exposure | ||||||||||||||||
2 Year U.S. Treasury Note | 25 | 12/29/23 | $ | 5,095,117 | $ | 15,039 | ||||||||||
U.S. Treasury Long Bond | 1 | 12/19/23 | 121,688 | 250 | ||||||||||||
U.S. Treasury Ultra Long Term Bond | 12 | 12/19/23 | 1,553,625 | 24,750 | ||||||||||||
| $ | 6,770,430 | $ | 40,039 | |||||||||||||
Total – Net | $ | (597,508 | ) | $ | (24,508 | ) | ||||||||||
| FAIR VALUATION SUMMARY | ||||||||||||||
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
Corporate Bonds | $ | — | $ | 37,108,852 | $ | — | $ | 37,108,852 | ||||||||
Foreign Government Agencies | — | 984,094 | — | 984,094 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 1,523,318 | — | 1,523,318 | ||||||||||||
Total Investments in Securities | $ | — | $ | 39,616,264 | $ | — | $ | 39,616,264 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | 40,039 | $ | — | $ | — | $ | 40,039 | ||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (64,547 | ) | $ | — | $ | — | $ | (64,547 | ) | ||||||
Total – Net | $ | (24,508 | ) | $ | 39,616,264 | $ | — | $ | 39,591,756 | |||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| 40 | WisdomTree Trust |
WisdomTree Emerging Markets Local Debt Fund (ELD)
August 31, 2023
| Investments | Principal Amount† | Value | ||||||||||
| FOREIGN GOVERNMENT OBLIGATIONS – 83.6% |
| |||||||||||
| Brazil – 12.4% |
| |||||||||||
Brazil Letras do Tesouro Nacional | ||||||||||||
8.09%, 1/1/24, Series LTN(a) | 10,970,000 | BRL | $ | 2,133,319 | ||||||||
10.29%, 7/1/24, Series LTN(a) | 12,755,000 | BRL | 2,362,037 | |||||||||
12.68%, 7/1/25, Series LTN(a) | 8,000,000 | BRL | 1,352,704 | |||||||||
12.88%, 1/1/26, Series LTN(a) | 4,000,000 | BRL | 643,644 | |||||||||
13.02%, 7/1/26, Series LTN(a) | 2,650,000 | BRL | 406,333 | |||||||||
Brazil Notas do Tesouro Nacional | ||||||||||||
10.00%, 1/1/25, Series F | 9,199,000 | BRL | 1,843,602 | |||||||||
10.00%, 1/1/27, Series F | 6,780,000 | BRL | 1,352,710 | |||||||||
10.00%, 1/1/29, Series F | 10,060,000 | BRL | 1,966,707 | |||||||||
10.00%, 1/1/31, Series F | 1,500,000 | BRL | 288,634 | |||||||||
10.00%, 1/1/33, Series F | 2,000,000 | BRL | 379,028 | |||||||||
|
| |||||||||||
| Total Brazil | 12,728,718 | |||||||||||
| Chile – 3.2% |
| |||||||||||
Bonos de la Tesoreria de la Republica en pesos |
| |||||||||||
2.50%, 3/1/25 | 790,000,000 | CLP | 887,287 | |||||||||
4.50%, 3/1/26 | 535,000,000 | CLP | 606,255 | |||||||||
5.00%, 10/1/28(b) | 480,000,000 | CLP | 544,906 | |||||||||
4.70%, 9/1/30(b) | 175,000,000 | CLP | 192,660 | |||||||||
5.00%, 3/1/35 | 650,000,000 | CLP | 715,967 | |||||||||
6.00%, 1/1/43, Series 30YR | 295,000,000 | CLP | 360,586 | |||||||||
|
| |||||||||||
| Total Chile | 3,307,661 | |||||||||||
| China – 6.3% |
| |||||||||||
China Development Bank | ||||||||||||
3.41%, 6/7/31, Series 2110 | 2,000,000 | CNY | 287,584 | |||||||||
China Government Bond |
| |||||||||||
2.18%, 8/25/25 | 3,500,000 | CNY | 480,701 | |||||||||
3.12%, 12/5/26, Series 1916 | 6,250,000 | CNY | 885,062 | |||||||||
2.85%, 6/4/27 | 1,700,000 | CNY | 237,844 | |||||||||
3.25%, 11/22/28, Series 1827 | 2,300,000 | CNY | 329,745 | |||||||||
3.29%, 5/23/29, Series 1906 | 5,000,000 | CNY | 718,860 | |||||||||
3.13%, 11/21/29, Series 1915 | 5,200,000 | CNY | 742,136 | |||||||||
2.68%, 5/21/30 | 11,270,000 | CNY | 1,560,955 | |||||||||
2.80%, 11/15/32 | 4,000,000 | CNY | 556,918 | |||||||||
3.81%, 9/14/50 | 4,000,000 | CNY | 640,048 | |||||||||
|
| |||||||||||
| Total China | 6,439,853 | |||||||||||
| Colombia – 9.0% |
| |||||||||||
Colombian TES |
| |||||||||||
10.00%, 7/24/24, Series B | 4,158,700,000 | COP | 1,034,809 | |||||||||
6.25%, 11/26/25, Series B | 3,102,400,000 | COP | 708,932 | |||||||||
7.50%, 8/26/26, Series B | 5,104,300,000 | COP | 1,173,076 | |||||||||
5.75%, 11/3/27, Series B | 1,779,700,000 | COP | 374,067 | |||||||||
6.00%, 4/28/28, Series B | 4,422,600,000 | COP | 925,213 | |||||||||
7.75%, 9/18/30, Series B | 1,862,200,000 | COP | 401,797 | |||||||||
7.00%, 3/26/31, Series B | 6,800,000,000 | COP | 1,378,234 | |||||||||
7.00%, 6/30/32, Series B | 3,041,800,000 | COP | 595,361 | |||||||||
7.25%, 10/18/34, Series B | 2,210,400,000 | COP | 423,185 | |||||||||
6.25%, 7/9/36, Series B | 5,000,000,000 | COP | 846,568 | |||||||||
9.25%, 5/28/42, Series B | 5,000,000,000 | COP | 1,060,962 | |||||||||
7.25%, 10/26/50, Series B | 1,750,000,000 | COP | 293,295 | |||||||||
|
| |||||||||||
| Total Colombia | 9,215,499 | |||||||||||
| Czech Republic – 2.5% |
| |||||||||||
Czech Republic Government Bond |
| |||||||||||
0.45%, 10/25/23, Series 97 | 5,680,000 | CZK | 253,558 | |||||||||
4.34%, 12/12/24, Series 135(a) | 3,750,000 | CZK | 157,726 | |||||||||
1.25%, 2/14/25, Series 120 | 11,900,000 | CZK | 505,652 | |||||||||
0.25%, 2/10/27, Series 100 | 10,370,000 | CZK | 403,325 | |||||||||
0.05%, 11/29/29, Series 130 | 8,550,000 | CZK | 296,138 | |||||||||
1.20%, 3/13/31, Series 121 | 25,700,000 | CZK | 928,188 | |||||||||
|
| |||||||||||
| Total Czech Republic | 2,544,587 | |||||||||||
| Egypt – 0.0% |
| |||||||||||
Egypt Government Bond | 200,000 | EGP | 5,255 | |||||||||
| Hungary – 2.1% |
| |||||||||||
Hungary Government Bond | ||||||||||||
6.00%, 11/24/23, Series 23/A | 17,600,000 | HUF | 49,563 | |||||||||
3.00%, 6/26/24, Series 24/B | 87,840,000 | HUF | 237,765 | |||||||||
2.50%, 10/24/24, Series 24/C(c) | 130,000,000 | HUF | 343,512 | |||||||||
1.00%, 11/26/25, Series 25/C(c) | 121,300,000 | HUF | 295,174 | |||||||||
3.00%, 10/27/27, Series 27/A | 240,260,000 | HUF | 581,750 | |||||||||
3.00%, 8/21/30, Series 30/A | 121,380,000 | HUF | 268,575 | |||||||||
3.25%, 10/22/31, Series 31/A(c) | 97,870,000 | HUF | 219,459 | |||||||||
2.25%, 4/20/33, Series 33/A(c) | 95,360,000 | HUF | 187,124 | |||||||||
|
| |||||||||||
| Total Hungary | 2,182,922 | |||||||||||
| India – 3.4% |
| |||||||||||
India Government Bond | ||||||||||||
5.15%, 11/9/25 | 50,000,000 | INR | 579,952 | |||||||||
5.63%, 4/12/26 | 50,000,000 | INR | 583,340 | |||||||||
7.26%, 1/14/29 | 50,000,000 | INR | 607,682 | |||||||||
5.79%, 5/11/30 | 50,000,000 | INR | 561,836 | |||||||||
6.10%, 7/12/31 | 50,000,000 | INR | 566,261 | |||||||||
7.16%, 9/20/50 | 50,000,000 | INR | 592,865 | |||||||||
|
| |||||||||||
| Total India | 3,491,936 | |||||||||||
| Indonesia – 11.4% |
| |||||||||||
Indonesia Treasury Bond | ||||||||||||
8.38%, 3/15/24, Series FR70 | 5,565,000,000 | IDR | 369,636 | |||||||||
8.13%, 5/15/24, Series FR77 | 8,178,000,000 | IDR | 543,727 | |||||||||
6.50%, 6/15/25, Series FR81 | 7,700,000,000 | IDR | 507,563 | |||||||||
5.50%, 4/15/26, Series FR86 | 17,097,000,000 | IDR | 1,104,581 | |||||||||
8.38%, 9/15/26, Series FR56 | 9,931,000,000 | IDR | 690,325 | |||||||||
6.13%, 5/15/28, Series FR64 | 6,800,000,000 | IDR | 444,799 | |||||||||
9.00%, 3/15/29, Series FR71 | 9,875,000,000 | IDR | 728,111 | |||||||||
8.25%, 5/15/29, Series FR78 | 5,381,000,000 | IDR | 385,821 | |||||||||
7.00%, 9/15/30, Series FR82 | 13,000,000,000 | IDR | 884,043 | |||||||||
8.75%, 5/15/31, Series FR73 | 8,601,000,000 | IDR | 642,071 | |||||||||
8.25%, 6/15/32, Series FR58 | 4,489,000,000 | IDR | 326,836 | |||||||||
8.38%, 3/15/34, Series FR68 | 1,300,000,000 | IDR | 97,278 | |||||||||
7.50%, 6/15/35, Series FR80 | 11,063,000,000 | IDR | 782,531 | |||||||||
8.25%, 5/15/36, Series FR72 | 11,563,000,000 | IDR | 862,806 | |||||||||
7.50%, 5/15/38, Series FR75 | 3,300,000,000 | IDR | 233,570 | |||||||||
7.13%, 6/15/38, Series FR98 | 8,000,000,000 | IDR | 557,626 | |||||||||
8.38%, 4/15/39, Series FR79 | 2,800,000,000 | IDR | 212,688 | |||||||||
7.50%, 4/15/40, Series FR83 | 16,000,000,000 | IDR | 1,133,993 | |||||||||
8.75%, 2/15/44, Series FR67 | 1,390,000,000 | IDR | 110,150 | |||||||||
Perusahaan Penerbit SBSN Indonesia | 8,200,000,000 | IDR | 542,076 | |||||||||
4.88%, 7/15/26, Series PBS | 3,500,000,000 | IDR | 222,037 | |||||||||
6.38%, 3/15/34, Series PBS | 4,800,000,000 | IDR | 312,565 | |||||||||
|
| |||||||||||
| Total Indonesia | 11,694,833 | |||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 41 |
Schedule of Investments (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
August 31, 2023
| Investments | Principal Amount† | Value | ||||||||||
| Malaysia – 7.5% | ||||||||||||
Malaysia Government Bond | 1,680,000 | MYR | $ | 362,740 | ||||||||
4.18%, 7/15/24, Series 0114 | 1,560,000 | MYR | 338,441 | |||||||||
3.96%, 9/15/25, Series 0115 | 1,340,000 | MYR | 291,501 | |||||||||
3.91%, 7/15/26, Series 0119 | 865,000 | MYR | 188,593 | |||||||||
3.90%, 11/30/26, Series 0316 | 1,400,000 | MYR | 305,132 | |||||||||
3.90%, 11/16/27, Series 0417 | 4,410,000 | MYR | 960,948 | |||||||||
4.50%, 4/30/29, Series 0322 | 2,400,000 | MYR | 536,282 | |||||||||
3.89%, 8/15/29, Series 0219 | 1,400,000 | MYR | 303,677 | |||||||||
2.63%, 4/15/31, Series 0220 | 2,000,000 | MYR | 396,494 | |||||||||
3.83%, 7/5/34, Series 0419 | 1,485,000 | MYR | 315,567 | |||||||||
4.25%, 5/31/35, Series 0415 | 1,880,000 | MYR | 412,736 | |||||||||
4.76%, 4/7/37, Series 0317 | 1,832,000 | MYR | 423,014 | |||||||||
3.76%, 5/22/40, Series 0519 | 3,000,000 | MYR | 616,668 | |||||||||
4.07%, 6/15/50, Series 0120 | 1,315,000 | MYR | 271,211 | |||||||||
Malaysia Government Investment Issue | 175,000 | MYR | 38,160 | |||||||||
3.73%, 3/31/26, Series 0319 | 2,900,000 | MYR | 628,109 | |||||||||
3.42%, 9/30/27, Series 0120 | 500,000 | MYR | 107,050 | |||||||||
3.47%, 10/15/30, Series 0220 | 1,980,000 | MYR | 416,391 | |||||||||
3.45%, 7/15/36, Series 0121 | 1,125,000 | MYR | 227,532 | |||||||||
4.42%, 9/30/41, Series 0221 | 2,400,000 | MYR | 526,799 | |||||||||
|
| |||||||||||
| Total Malaysia | 7,667,045 | |||||||||||
| Mexico – 4.8% | ||||||||||||
Mexican Bonos | 15,945,000 | MXN | 912,996 | |||||||||
7.75%, 5/29/31, Series M | 15,133,000 | MXN | 822,366 | |||||||||
7.75%, 11/23/34, Series M | 11,239,000 | MXN | 598,369 | |||||||||
10.00%, 11/20/36, Series M 30 | 4,237,000 | MXN | 264,970 | |||||||||
8.50%, 11/18/38, Series M 30 | 11,809,000 | MXN | 651,834 | |||||||||
7.75%, 11/13/42, Series M | 15,527,000 | MXN | 788,372 | |||||||||
8.00%, 11/7/47, Series M | 12,400,000 | MXN | 640,998 | |||||||||
8.00%, 7/31/53, Series M | 5,400,000 | MXN | 276,850 | |||||||||
|
| |||||||||||
| Total Mexico | 4,956,755 | |||||||||||
| Peru – 4.2% | ||||||||||||
Peru Government Bond | 3,950,000 | PEN | 1,059,627 | |||||||||
6.95%, 8/12/31 | 1,000,000 | PEN | 277,769 | |||||||||
6.15%, 8/12/32 | 3,451,000 | PEN | 905,408 | |||||||||
7.30%, 8/12/33(b) | 2,746,000 | PEN | 774,445 | |||||||||
5.40%, 8/12/34 | 965,000 | PEN | 233,507 | |||||||||
6.90%, 8/12/37 | 1,500,000 | PEN | 406,982 | |||||||||
5.35%, 8/12/40 | 2,780,000 | PEN | 639,560 | |||||||||
|
| |||||||||||
| Total Peru | 4,297,298 | |||||||||||
| Poland – 4.9% | ||||||||||||
Republic of Poland Government Bond | 2,376,000 | PLN | 567,048 | |||||||||
0.75%, 4/25/25, Series 0425 | 4,135,000 | PLN | 933,404 | |||||||||
2.50%, 7/25/26, Series 0726 | 5,785,000 | PLN | 1,302,599 | |||||||||
2.50%, 7/25/27, Series 0727 | 3,505,000 | PLN | 768,697 | |||||||||
2.75%, 10/25/29, Series 1029 | 3,585,000 | PLN | 753,721 | |||||||||
1.25%, 10/25/30, Series 1030 | 3,740,000 | PLN | 688,035 | |||||||||
|
| |||||||||||
| Total Poland | 5,013,504 | |||||||||||
| Romania – 2.0% | ||||||||||||
Romania Government Bond | 565,000 | RON | 123,796 | |||||||||
3.25%, 4/29/24, Series 7Y | 150,000 | RON | 32,367 | |||||||||
4.75%, 2/24/25, Series 10Y | 1,410,000 | RON | 303,749 | |||||||||
4.85%, 4/22/26, Series 7Y | 1,000,000 | RON | 212,009 | |||||||||
5.80%, 7/26/27, Series 15YR | 1,470,000 | RON | 317,256 | |||||||||
2.50%, 10/25/27, Series 7Y | 800,000 | RON | 152,139 | |||||||||
4.15%, 1/26/28, Series 8Y | 940,000 | RON | 189,761 | |||||||||
5.00%, 2/12/29, Series 10Y | 1,590,000 | RON | 326,606 | |||||||||
3.65%, 9/24/31, Series 15Y(c) | 755,000 | RON | 137,176 | |||||||||
4.75%, 10/11/34, Series 15Y | 560,000 | RON | 103,935 | |||||||||
4.25%, 4/28/36, Series 5Y | 800,000 | RON | 139,315 | |||||||||
|
| |||||||||||
| Total Romania | 2,038,109 | |||||||||||
| South Africa – 4.8% | ||||||||||||
Republic of South Africa Government Bond | 10,455,000 | ZAR | 494,742 | |||||||||
7.00%, 2/28/31, Series R213 | 10,267,000 | ZAR | 439,689 | |||||||||
8.25%, 3/31/32, Series 2032 | 7,895,000 | ZAR | 353,534 | |||||||||
8.88%, 2/28/35, Series 2035 | 18,810,000 | ZAR | 817,716 | |||||||||
6.25%, 3/31/36, Series R209 | 7,021,600 | ZAR | 237,607 | |||||||||
8.50%, 1/31/37, Series 2037 | 17,450,000 | ZAR | 704,820 | |||||||||
9.00%, 1/31/40, Series 2040 | 12,300,000 | ZAR | 496,872 | |||||||||
6.50%, 2/28/41, Series R214 | 4,005,000 | ZAR | 124,835 | |||||||||
8.75%, 1/31/44, Series 2044 | 18,965,000 | ZAR | 727,400 | |||||||||
8.75%, 2/28/48, Series 2048 | 15,120,000 | ZAR | �� | 577,092 | ||||||||
|
| |||||||||||
| Total South Africa | 4,974,307 | |||||||||||
| Thailand – 4.4% | ||||||||||||
Thailand Government Bond | 3,025,000 | THB | 85,444 | |||||||||
1.45%, 12/17/24 | 25,770,000 | THB | 728,480 | |||||||||
0.95%, 6/17/25 | 9,000,000 | THB | 251,108 | |||||||||
3.85%, 12/12/25 | 5,480,000 | THB | 161,819 | |||||||||
2.13%, 12/17/26 | 4,000,000 | THB | 113,416 | |||||||||
2.88%, 12/17/28 | 9,752,000 | THB | 283,336 | |||||||||
4.88%, 6/22/29 | 10,067,000 | THB | 323,424 | |||||||||
1.60%, 12/17/29 | 15,245,000 | THB | 410,975 | |||||||||
3.65%, 6/20/31 | 9,000,000 | THB | 273,307 | |||||||||
2.00%, 12/17/31 | 20,850,000 | THB | 563,995 | |||||||||
1.60%, 6/17/35 | 6,130,000 | THB | 153,774 | |||||||||
3.40%, 6/17/36 | 13,952,000 | THB | 417,679 | |||||||||
3.30%, 6/17/38 | 18,522,000 | THB | 549,025 | |||||||||
2.88%, 6/17/46 | 6,985,000 | THB | 187,483 | |||||||||
|
| |||||||||||
| Total Thailand | 4,503,265 | |||||||||||
| Turkey – 0.7% | ||||||||||||
Turkey Government Bond | 733,000 | TRY | 24,651 | |||||||||
8.00%, 3/12/25 | 4,657,000 | TRY | 148,146 | |||||||||
12.60%, 10/1/25 | 3,815,000 | TRY | 129,230 | |||||||||
10.60%, 2/11/26 | 2,290,000 | TRY | 70,205 | |||||||||
11.00%, 2/24/27 | 7,106,000 | TRY | 199,125 | |||||||||
10.50%, 8/11/27 | 5,410,000 | TRY | 143,482 | |||||||||
11.70%, 11/13/30 | 2,305,000 | TRY | 69,087 | |||||||||
|
| |||||||||||
| Total Turkey | 783,926 | |||||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $95,890,990) |
| 85,845,473 | ||||||||||
See Notes to Financial Statements.
| 42 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
August 31, 2023
| Investments | Principal Amount† | Value | ||||||||||
| SUPRANATIONAL BONDS – 7.1% | ||||||||||||
European Investment Bank | 9,850,000 | MXN | $ | 557,417 | ||||||||
8.00%, 5/5/27(b) | 15,815,000 | ZAR | 824,326 | |||||||||
Inter-American Development Bank | 890,000 | MXN | 50,449 | |||||||||
International Bank for Reconstruction & Development | 6,675,000 | ZAR | 350,978 | |||||||||
6.75%, 2/9/29 | 15,500,000 | ZAR | 750,852 | |||||||||
6.88%, 2/9/29 | 15,000,000 | MXN | 795,639 | |||||||||
7.07%, 6/26/29 | 16,000,000 | MXN | 849,083 | |||||||||
International Finance Corp. | 27,980,000 | MXN | 1,513,223 | |||||||||
7.50%, 1/18/28 | 19,700,000 | MXN | 1,077,957 | |||||||||
7.75%, 1/18/30 | 10,000,000 | MXN | 542,962 | |||||||||
| TOTAL SUPRANATIONAL BONDS (Cost: $7,132,367) | 7,312,886 | |||||||||||
| REPURCHASE AGREEMENT – 6.2% | ||||||||||||
| United States – 6.2% | ||||||||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/23 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 9/1/23; Proceeds at maturity – $6,370,938 (fully collateralized by Ginnie Mae I Construction Loan, 2.45% – 5.68% due 4/15/63 – 1/15/64, Ginnie Mae Pool, 5.50% – 7.00% due 2/20/63 – 3/20/63, Ginnie Mae I Small Project Loan, 5.60% due 5/15/63; Market value including accrued interest – $6,689,163) | ||||||||||||
| (Cost: $6,370,000) | 6,370,000 | 6,370,000 | ||||||||||
| Investments | Shares | Value | ||||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.1% |
| |||||||||||
| United States – 1.1% |
| |||||||||||
State Street Navigator Securities Lending | ||||||||||||
| (Cost: $1,149,224) | 1,149,224 | 1,149,224 | ||||||||||
| TOTAL INVESTMENTS IN SECURITIES – 98.0% (Cost: $110,542,581) |
| 100,677,583 | ||||||||||
Other Assets less Liabilities – 2.0% | 2,023,737 | |||||||||||
|
| |||||||||||
| NET ASSETS – 100.0% | $ | 102,701,320 | ||||||||||
| † | Principal amount is reported in U.S. dollars unless otherwise noted. |
| (a) | Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2023. |
| (b) | This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. |
| (c) | Security, or portion thereof, was on loan at August 31, 2023 (See Note 2). At August 31, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,080,055 and the total market value of the collateral held by the Fund was $1,149,224. |
| (d) | Rate shown represents annualized 7-day yield as of August 31, 2023. |
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
| Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America NA | 9/15/2023 | 2,000,000 | BRL | 402,034 | USD | $ | 1,388 | $ | — | |||||||||||||||||||
Barclays Bank PLC | 9/15/2023 | 11,400,000 | CNY | 1,609,351 | USD | — | (26,795 | ) | ||||||||||||||||||||
Citibank NA | 9/15/2023 | 476,000,000 | CLP | 597,315 | USD | — | (42,234 | ) | ||||||||||||||||||||
Citibank NA | 9/15/2023 | 4,000,000 | MXN | 237,619 | USD | — | (372 | ) | ||||||||||||||||||||
Citibank NA | 9/15/2023 | 4,900,000 | TRY | 189,923 | USD | — | (7,870 | ) | ||||||||||||||||||||
Citibank NA | 9/15/2023 | 209,790 | USD | 1,500,000 | CNY | 1,559 | — | |||||||||||||||||||||
Goldman Sachs | 9/15/2023 | 10,000,000 | MXN | 593,360 | USD | — | (242 | ) | ||||||||||||||||||||
Goldman Sachs | 9/15/2023 | 403,747 | USD | 2,000,000 | BRL | 324 | — | |||||||||||||||||||||
HSBC Holdings PLC | 9/15/2023 | 109,000 | USD | 9,000,000 | INR | 162 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/15/2023 | 61,800,000 | INR | 746,972 | USD | 383 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/15/2023 | 26,700,000 | MXN | 1,516,353 | USD | 67,271 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/15/2023 | 91,883 | USD | 2,000,000 | CZK | 1,856 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/15/2023 | 114,357 | USD | 40,000,000 | HUF | 872 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/15/2023 | 520,451 | USD | 9,000,000 | MXN | — | (13,355 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA | 9/15/2023 | 214,028 | USD | 4,000,000 | ZAR | 2,965 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/15/2023 | 22,000,000 | ZAR | 1,133,756 | USD | 27,090 | — | |||||||||||||||||||||
JP Morgan Chase Bank NA | 9/15/2023 | 20,000,000 | ZAR | 1,066,943 | USD | — | (11,628 | ) | ||||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 43 |
Schedule of Investments (concluded)
WisdomTree Emerging Markets Local Debt Fund (ELD)
August 31, 2023
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
| Counterparty | Settlement Date | Amount and Description of Currency to be Purchased | Amount and Description of Currency to be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Morgan Stanley & Co. International | 9/15/2023 | 3,230,000 | MYR | 702,912 | USD | $ | — | $ | (6,246 | ) | ||||||||||||||||||
Royal Bank of Canada | 9/5/2023 | 356,427 | USD | 6,720,000 | ZAR | 1,528 | — | |||||||||||||||||||||
Royal Bank of Canada | 9/15/2023 | 3,000,000 | ZAR | 158,983 | USD | — | (685 | ) | ||||||||||||||||||||
State Street Bank and Trust | 9/1/2023 | 14,627 | USD | 390,830 | TRY | — | (34 | ) | ||||||||||||||||||||
State Street Bank and Trust | 9/1/2023 | 85,977 | USD | 1,626,356 | ZAR | 85 | — | |||||||||||||||||||||
UBS AG | 9/15/2023 | 2,900,000 | CZK | 131,066 | USD | — | (526 | ) | ||||||||||||||||||||
UBS AG | 9/15/2023 | 200,000,000 | HUF | 571,277 | USD | — | (3,852 | ) | ||||||||||||||||||||
| $ | 105,483 | $ | (113,839 | ) | ||||||||||||||||||||||||
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
Foreign Government Obligations | $ | — | $ | 85,845,473 | $ | — | $ | 85,845,473 | ||||||||
Supranational Bonds | — | 7,312,886 | — | 7,312,886 | ||||||||||||
Repurchase Agreement | — | 6,370,000 | — | 6,370,000 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 1,149,224 | — | 1,149,224 | ||||||||||||
Total Investments in Securities | $ | — | $ | 100,677,583 | $ | — | $ | 100,677,583 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | 105,483 | $ | — | $ | 105,483 | ||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (113,839 | ) | $ | — | $ | (113,839 | ) | ||||||
Total – Net | $ | — | $ | 100,669,227 | $ | — | $ | 100,669,227 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| 44 | WisdomTree Trust |
WisdomTree Floating Rate Treasury Fund (USFR)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 99.5% |
| |||||||
| U.S. Treasury Notes – 99.5% | ||||||||
U.S. Treasury Floating Rate Notes | ||||||||
5.55%, 10/31/24, (3-month U.S. Treasury Bill Money Market Yield + 0.14%)* | $ | 4,847,716,000 | $ | 4,852,701,052 | ||||
5.61%, 1/31/25, (3-month U.S. Treasury Bill Money Market Yield + 0.20%)* | 4,848,270,000 | 4,856,202,594 | ||||||
5.58%, 4/30/25, (3-month U.S. Treasury Bill Money Market Yield + 0.17%)* | 4,845,638,000 | 4,848,019,631 | ||||||
5.54%, 7/31/25, (3-month U.S. Treasury Bill Money Market Yield + 0.13%)* | 3,414,483,000 | 3,411,735,263 | ||||||
| TOTAL INVESTMENTS IN SECURITIES – 99.5% (Cost: $17,962,704,266) |
| 17,968,658,540 | ||||||
Other Assets less Liabilities – 0.5% | 87,239,930 | |||||||
|
| |||||||
| NET ASSETS – 100.0% | $ | 18,055,898,470 | ||||||
| * | Floating rate note. Coupon shown is in effect at August 31, 2023. Date represents the ultimate maturity date. |
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Obligations | $ | — | $ | 17,968,658,540 | $ | — | $ | 17,968,658,540 | ||||||||
Total Investments in Securities | $ | — | $ | 17,968,658,540 | $ | — | $ | 17,968,658,540 | ||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 45 |
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| CORPORATE BONDS – 95.6% | ||||||||
| Canada – 0.8% | ||||||||
Open Text Holdings, Inc. | $ | 554,000 | $ | 478,850 | ||||
4.13%, 12/1/31(a)(b) | 273,000 | 226,887 | ||||||
Primo Water Holdings, Inc. | 381,000 | 334,846 | ||||||
Ritchie Bros Holdings, Inc. | 100,000 | 101,306 | ||||||
|
| |||||||
| Total Canada | 1,141,889 | |||||||
| Germany – 1.0% | ||||||||
Deutsche Bank AG | ||||||||
3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(c) | 350,000 | 270,935 | ||||||
4.88%, 12/1/32, (4.875% fixed rate until 12/1/27; 5-year U.S. dollar ICE Swap Rate + 2.553% thereafter)(c) | 470,000 | 412,091 | ||||||
3.74%, 1/7/33, (3.742% fixed rate until 10/7/31; Secured Overnight Financing Rate + 2.257% thereafter)(c) | 1,167,000 | 876,919 | ||||||
|
| |||||||
| Total Germany | 1,559,945 | |||||||
| United States – 93.8% | ||||||||
ACCO Brands Corp. | 255,000 | 218,160 | ||||||
AdaptHealth LLC | 527,000 | 431,181 | ||||||
Adient Global Holdings Ltd. | 350,000 | 359,219 | ||||||
ADT Security Corp. | 836,000 | 726,175 | ||||||
Advanced Drainage Systems, Inc. | 180,000 | 178,009 | ||||||
AECOM | 156,000 | 150,028 | ||||||
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | 60,000 | 55,929 | ||||||
4.88%, 2/15/30(a) | 678,000 | 622,919 | ||||||
Allison Transmission, Inc. | 430,000 | 415,823 | ||||||
Ally Financial, Inc. | 300,000 | 291,495 | ||||||
6.70%, 2/14/33 | 240,000 | 217,819 | ||||||
AMC Networks, Inc. | 898,000 | 843,464 | ||||||
American Axle & Manufacturing, Inc. | 411,000 | 339,091 | ||||||
AmeriGas Partners LP / AmeriGas Finance Corp. | 685,000 | 672,711 | ||||||
5.88%, 8/20/26 | 269,000 | 255,480 | ||||||
5.75%, 5/20/27 | 146,000 | 135,177 | ||||||
AMN Healthcare, Inc. | 40,000 | 36,936 | ||||||
Antero Midstream Partners LP / Antero Midstream Finance Corp. | 415,000 | 402,550 | ||||||
5.75%, 1/15/28(a) | 421,000 | 403,470 | ||||||
Antero Resources Corp. | 36,000 | 36,873 | ||||||
Apache Corp. | 25,000 | 22,845 | ||||||
5.10%, 9/1/40 | 29,000 | 24,213 | ||||||
4.75%, 4/15/43(b) | 16,000 | 12,247 | ||||||
Apollo Commercial Real Estate Finance, Inc. | 190,000 | 149,386 | ||||||
APX Group, Inc. | 423,000 | 364,964 | ||||||
Aramark Services, Inc. | 66,000 | 65,288 | ||||||
6.38%, 5/1/25(a) | 313,000 | 314,083 | ||||||
5.00%, 2/1/28(a) | 63,000 | 58,812 | ||||||
Archrock Partners LP / Archrock Partners Finance Corp. | 173,000 | 170,303 | ||||||
6.25%, 4/1/28(a) | 530,000 | 506,770 | ||||||
Asbury Automotive Group, Inc. | 396,000 | 350,290 | ||||||
5.00%, 2/15/32(a) | 368,000 | 316,745 | ||||||
ASGN, Inc. | 196,000 | 177,388 | ||||||
Audacy Capital Corp. | 162,000 | 3,465 | ||||||
Avantor Funding, Inc. | 429,000 | 398,730 | ||||||
Avient Corp. | 64,000 | 63,279 | ||||||
Axalta Coating Systems LLC | 86,000 | 72,989 | ||||||
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV | 400,000 | 376,836 | ||||||
B&G Foods, Inc. | 565,000 | 552,689 | ||||||
5.25%, 9/15/27(b) | 284,000 | 252,053 | ||||||
Ball Corp. | 43,000 | 42,494 | ||||||
2.88%, 8/15/30 | 501,000 | 409,422 | ||||||
Bath & Body Works, Inc. | 172,000 | 165,292 | ||||||
6.63%, 10/1/30(a) | 142,000 | 139,063 | ||||||
BellRing Brands, Inc. | 93,000 | 93,538 | ||||||
Berry Global, Inc. | 50,000 | 48,426 | ||||||
Big River Steel LLC / BRS Finance Corp. | 141,000 | 140,715 | ||||||
Black Knight InfoServ LLC | 53,000 | 48,955 | ||||||
Block, Inc. | 30,000 | 24,645 | ||||||
See Notes to Financial Statements.
| 46 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Boyd Gaming Corp. | $ | 391,000 | $ | 367,200 | ||||
Brink’s Co. | 162,000 | 150,845 | ||||||
Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LLC | 346,000 | 317,953 | ||||||
4.50%, 4/1/27(a) | 149,000 | 124,594 | ||||||
Builders FirstSource, Inc. | 220,000 | 187,728 | ||||||
6.38%, 6/15/32(a) | 659,000 | 644,324 | ||||||
Cable One, Inc. | 304,000 | 238,190 | ||||||
Caesars Entertainment, Inc. | 475,000 | 416,219 | ||||||
7.00%, 2/15/30(a) | 360,000 | 361,908 | ||||||
Callon Petroleum Co. | 600,000 | 609,378 | ||||||
Cargo Aircraft Management, Inc. | 27,000 | 24,422 | ||||||
CCO Holdings LLC / CCO Holdings Capital Corp. | 150,000 | 141,135 | ||||||
4.75%, 3/1/30(a) | 1,280,000 | 1,101,478 | ||||||
4.50%, 8/15/30(a) | 1,147,000 | 967,712 | ||||||
4.25%, 1/15/34(a) | 750,000 | 575,017 | ||||||
CDI Escrow Issuer, Inc. | 485,000 | 451,574 | ||||||
CDW LLC / CDW Finance Corp. | 346,000 | 320,188 | ||||||
3.25%, 2/15/29 | 204,000 | 178,096 | ||||||
Centene Corp. | 278,000 | 260,189 | ||||||
4.63%, 12/15/29 | 1,369,000 | 1,259,672 | ||||||
3.00%, 10/15/30 | 447,000 | 372,583 | ||||||
2.50%, 3/1/31 | 442,000 | 352,871 | ||||||
Central Garden & Pet Co. | 198,000 | 170,516 | ||||||
Century Communities, Inc. | 100,000 | 86,443 | ||||||
Charles River Laboratories International, Inc. | 87,000 | 75,519 | ||||||
Chart Industries, Inc. | 315,000 | 323,392 | ||||||
9.50%, 1/1/31(a) | 210,000 | 226,693 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 310,000 | 192,665 | ||||||
3.85%, 4/1/61 | 38,000 | 22,738 | ||||||
Chemours Co. | 286,000 | 269,626 | ||||||
5.75%, 11/15/28(a) | 269,000 | 241,839 | ||||||
Cheniere Energy Partners LP | 133,000 | 122,941 | ||||||
4.00%, 3/1/31 | 200,000 | 176,762 | ||||||
Cheniere Energy, Inc. | 144,000 | 135,675 | ||||||
Chesapeake Energy Corp. | 90,000 | 86,432 | ||||||
6.75%, 4/15/29(a) | 100,000 | 99,404 | ||||||
CHS / Community Health Systems, Inc. | 128,000 | 125,088 | ||||||
5.63%, 3/15/27(a) | 553,000 | 487,425 | ||||||
8.00%, 12/15/27(a)(b) | 480,000 | 462,269 | ||||||
6.88%, 4/1/28(a) | 233,000 | 141,363 | ||||||
6.88%, 4/15/29(a) | 705,000 | 432,532 | ||||||
6.13%, 4/1/30(a) | 85,000 | 49,020 | ||||||
5.25%, 5/15/30(a) | 382,000 | 301,180 | ||||||
4.75%, 2/15/31(a) | 1,503,000 | 1,130,000 | ||||||
Churchill Downs, Inc. | 303,000 | 292,589 | ||||||
Cinemark USA, Inc. | 450,000 | 400,288 | ||||||
Clarivate Science Holdings Corp. | 20,000 | 17,688 | ||||||
4.88%, 7/1/29(a)(b) | 539,000 | 469,674 | ||||||
Clean Harbors, Inc. | 9,000 | 8,625 | ||||||
Clear Channel Outdoor Holdings, Inc. | 968,000 | 760,693 | ||||||
Clearway Energy Operating LLC | 82,000 | 75,814 | ||||||
3.75%, 2/15/31(a) | 232,000 | 191,235 | ||||||
Cleveland-Cliffs, Inc. | 159,000 | 159,549 | ||||||
4.63%, 3/1/29(a)(b) | 154,000 | 136,715 | ||||||
CNX Resources Corp. | 411,000 | 411,193 | ||||||
Cogent Communications Group, Inc. | 93,000 | 87,006 | ||||||
Coherent Corp. | 418,000 | 371,535 | ||||||
Coinbase Global, Inc. | 150,000 | 110,688 | ||||||
CommScope Technologies LLC | 671,000 | 614,837 | ||||||
5.00%, 3/15/27(a) | 545,000 | 305,162 | ||||||
CommScope, Inc. | 704,000 | 640,929 | ||||||
8.25%, 3/1/27(a)(b) | 1,328,000 | 882,177 | ||||||
7.13%, 7/1/28(a)(b) | 25,000 | 14,109 | ||||||
Compass Minerals International, Inc. | 179,000 | 173,762 | ||||||
Comstock Resources, Inc. | 835,000 | 781,602 | ||||||
5.88%, 1/15/30(a) | 253,000 | 223,680 | ||||||
Conduent Business Services LLC / Conduent State & Local Solutions, Inc. | 222,000 | 183,303 | ||||||
Consensus Cloud Solutions, Inc. | 116,000 | 104,941 | ||||||
CoreCivic, Inc. | 216,000 | 217,732 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 47 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
CQP Holdco LP / BIP-V Chinook Holdco LLC | $ | 560,000 | $ | 511,605 | ||||
Crescent Energy Finance LLC | 430,000 | 425,317 | ||||||
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp. | 339,000 | 329,376 | ||||||
6.00%, 2/1/29(a) | 430,000 | 419,710 | ||||||
Crown Americas LLC | 105,000 | 99,167 | ||||||
CSC Holdings LLC | 502,000 | 476,875 | ||||||
5.50%, 4/15/27(a)(b) | 359,000 | 310,345 | ||||||
5.38%, 2/1/28(a) | 340,000 | 279,296 | ||||||
7.50%, 4/1/28(a) | 163,000 | 103,740 | ||||||
6.50%, 2/1/29(a) | 400,000 | 331,176 | ||||||
5.75%, 1/15/30(a) | 862,000 | 478,005 | ||||||
4.63%, 12/1/30(a) | 1,250,000 | 655,075 | ||||||
3.38%, 2/15/31(a) | 210,000 | 144,516 | ||||||
Curo Group Holdings Corp. | 622,000 | 152,888 | ||||||
Cushman & Wakefield U.S. Borrower LLC | 186,000 | 177,321 | ||||||
CVR Partners LP / CVR Nitrogen Finance Corp. | 221,000 | 198,606 | ||||||
Darling Ingredients, Inc. | 104,000 | 101,710 | ||||||
DaVita, Inc. | 1,471,000 | 1,173,152 | ||||||
Delta Air Lines, Inc. | 145,000 | 149,434 | ||||||
DISH DBS Corp. | 1,558,000 | 1,452,742 | ||||||
7.75%, 7/1/26 | 1,495,000 | 1,118,933 | ||||||
5.25%, 12/1/26(a) | 513,000 | 434,147 | ||||||
DISH Network Corp. | 150,000 | 152,457 | ||||||
DT Midstream, Inc. | 700,000 | 606,669 | ||||||
Dycom Industries, Inc. | 136,000 | 121,604 | ||||||
Earthstone Energy Holdings LLC | 312,000 | 318,742 | ||||||
Edgewell Personal Care Co. | 346,000 | 327,510 | ||||||
4.13%, 4/1/29(a) | 5,000 | 4,347 | ||||||
Elanco Animal Health, Inc. | 348,000 | 345,721 | ||||||
Element Solutions, Inc. | 291,000 | 256,089 | ||||||
Enact Holdings, Inc. | 170,000 | 168,560 | ||||||
Encompass Health Corp. | 403,000 | 375,532 | ||||||
4.75%, 2/1/30 | 138,000 | 125,961 | ||||||
Energizer Holdings, Inc. | 235,000 | 208,640 | ||||||
4.38%, 3/31/29(a)(b) | 651,000 | 558,259 | ||||||
EnLink Midstream LLC | 95,000 | 92,113 | ||||||
6.50%, 9/1/30(a) | 259,000 | 259,974 | ||||||
Entegris Escrow Corp. | 107,000 | 102,584 | ||||||
EQM Midstream Partners LP | 1,085,000 | 1,078,056 | ||||||
5.50%, 7/15/28 | 206,000 | 197,082 | ||||||
4.50%, 1/15/29(a) | 535,000 | 486,385 | ||||||
4.75%, 1/15/31(a)(b) | 416,000 | 368,093 | ||||||
6.50%, 7/15/48 | 85,000 | 77,315 | ||||||
EQT Corp. | 110,000 | 102,945 | ||||||
7.00%, 2/1/30 | 103,000 | 108,150 | ||||||
Ferrellgas LP / Ferrellgas Finance Corp. | 342,000 | 302,119 | ||||||
FirstCash, Inc. | 143,000 | 127,535 | ||||||
5.63%, 1/1/30(a) | 68,000 | 61,981 | ||||||
Ford Holdings LLC | 633,000 | 702,244 | ||||||
Ford Motor Co. | 346,000 | 400,498 | ||||||
3.25%, 2/12/32 | 195,000 | 152,638 | ||||||
5.29%, 12/8/46 | 479,000 | 377,500 | ||||||
Ford Motor Credit Co. LLC | 180,000 | 169,852 | ||||||
2.70%, 8/10/26 | 200,000 | 179,318 | ||||||
4.95%, 5/28/27 | 500,000 | 469,440 | ||||||
5.11%, 5/3/29 | 400,000 | 368,704 | ||||||
4.00%, 11/13/30 | 250,000 | 211,922 | ||||||
Freeport-McMoRan, Inc. | 135,000 | 132,871 | ||||||
4.63%, 8/1/30 | 150,000 | 138,840 | ||||||
Gap, Inc. | 462,000 | 352,705 | ||||||
3.88%, 10/1/31(a) | 319,000 | 231,572 | ||||||
Gartner, Inc. | 190,000 | 177,399 | ||||||
Gen Digital, Inc. | 285,000 | 285,755 | ||||||
Genesis Energy LP / Genesis Energy Finance Corp. | 471,000 | 465,343 | ||||||
8.00%, 1/15/27 | 20,000 | 19,749 | ||||||
7.75%, 2/1/28 | 857,000 | 834,324 | ||||||
Glatfelter Corp. | 242,000 | 169,727 | ||||||
Global Atlantic Fin Co. | ||||||||
4.70%, 10/15/51, (4.70% fixed rate until 7/15/26; 5-year Constant Maturity Treasury Rate + 3.796% thereafter)(a)(c) | 263,000 | 190,596 | ||||||
See Notes to Financial Statements.
| 48 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Global Net Lease, Inc. / Global Net Lease Operating Partnership LP | $ | 190,000 | $ | 148,460 | ||||
GLP Capital LP / GLP Financing II, Inc. | 252,000 | 238,344 | ||||||
4.00%, 1/15/31 | 418,000 | 358,694 | ||||||
Go Daddy Operating Co. LLC / GD Finance Co., Inc. | 193,000 | 166,075 | ||||||
Goodyear Tire & Rubber Co. | 83,000 | 80,176 | ||||||
4.88%, 3/15/27 | 625,000 | 591,331 | ||||||
5.25%, 7/15/31(b) | 669,000 | 576,645 | ||||||
GrafTech Finance, Inc. | 223,000 | 175,347 | ||||||
Graham Packaging Co., Inc. | 268,000 | 236,103 | ||||||
Gray Television, Inc. | 549,000 | 501,830 | ||||||
7.00%, 5/15/27(a)(b) | 1,217,000 | 1,094,436 | ||||||
Griffon Corp. | 611,000 | 570,222 | ||||||
Group 1 Automotive, Inc. | 235,000 | 209,096 | ||||||
Gulfport Energy Corp. | 210,000 | 213,331 | ||||||
Hanesbrands, Inc. | 365,000 | 341,633 | ||||||
HAT Holdings I LLC / HAT Holdings II LLC | 115,000 | 103,538 | ||||||
HealthEquity, Inc. | 283,000 | 251,242 | ||||||
Herbalife Nutrition Ltd. / HLF Financing, Inc. | 372,000 | 358,292 | ||||||
Hilton Domestic Operating Co., Inc. | 477,000 | 445,275 | ||||||
3.63%, 2/15/32(a) | 656,000 | 546,028 | ||||||
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Escrow, Inc. | 512,000 | 454,467 | ||||||
4.88%, 7/1/31(a) | 195,000 | 164,754 | ||||||
HLF Financing Sarl LLC / Herbalife International, Inc. | 276,000 | 206,716 | ||||||
Holly Energy Partners LP / Holly Energy Finance Corp. | 145,000 | 136,703 | ||||||
Hologic, Inc. | 102,000 | 88,661 | ||||||
Horizon Therapeutics USA, Inc. | 110,000 | 112,692 | ||||||
Hughes Satellite Systems Corp. | 419,000 | 385,409 | ||||||
6.63%, 8/1/26(b) | 509,000 | 442,163 | ||||||
iHeartCommunications, Inc. | 209,424 | 182,974 | ||||||
8.38%, 5/1/27(b) | 786,059 | 545,226 | ||||||
5.25%, 8/15/27(a) | 323,924 | 256,515 | ||||||
4.75%, 1/15/28(a) | 255,000 | 196,669 | ||||||
Ingevity Corp. | 185,000 | 157,350 | ||||||
IQVIA, Inc. | 250,000 | 240,990 | ||||||
Iron Mountain, Inc. | 227,000 | 213,923 | ||||||
5.25%, 3/15/28(a) | 122,000 | 114,529 | ||||||
5.25%, 7/15/30(a) | 355,000 | 320,760 | ||||||
4.50%, 2/15/31(a) | 578,000 | 497,496 | ||||||
Kaiser Aluminum Corp. | 280,000 | 248,142 | ||||||
4.50%, 6/1/31(a) | 144,000 | 116,587 | ||||||
Kennedy-Wilson, Inc. | 250,000 | 192,780 | ||||||
5.00%, 3/1/31 | 808,000 | 616,132 | ||||||
Kinetik Holdings LP | 200,000 | 193,886 | ||||||
Kohl’s Corp. | 205,000 | 151,190 | ||||||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | 456,000 | 413,131 | ||||||
4.75%, 6/15/29(a) | 168,000 | 141,527 | ||||||
Lamar Media Corp. | 326,000 | 273,951 | ||||||
Lamb Weston Holdings, Inc. | 163,000 | 154,180 | ||||||
4.13%, 1/31/30(a) | 348,000 | 306,487 | ||||||
Level 3 Financing, Inc. | 1,020,000 | 766,938 | ||||||
4.25%, 7/1/28(a) | 535,000 | 351,313 | ||||||
3.63%, 1/15/29(a) | 832,000 | 496,221 | ||||||
3.75%, 7/15/29(a) | 427,000 | 255,120 | ||||||
10.50%, 5/15/30(a) | 789,000 | 803,186 | ||||||
Levi Strauss & Co. | 150,000 | 122,164 | ||||||
Light & Wonder International, Inc. | 72,000 | 72,102 | ||||||
Lithia Motors, Inc. | 215,000 | 185,334 | ||||||
4.38%, 1/15/31(a) | 414,000 | 353,539 | ||||||
Live Nation Entertainment, Inc. | 366,000 | 341,200 | ||||||
LPL Holdings, Inc. | 130,000 | 115,757 | ||||||
LSB Industries, Inc. | 351,000 | 321,186 | ||||||
Lumen Technologies, Inc. | 35,000 | 27,352 | ||||||
5.13%, 12/15/26(a)(b) | 34,000 | 17,877 | ||||||
4.00%, 2/15/27(a) | 448,000 | 282,706 | ||||||
Macy’s Retail Holdings LLC | 241,000 | 218,676 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 49 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Marriott Ownership Resorts, Inc. | $ | 239,000 | $ | 203,664 | ||||
Masonite International Corp. | 178,000 | 169,091 | ||||||
Match Group Holdings II LLC | 50,000 | 46,166 | ||||||
Mattel, Inc. | 41,000 | 38,220 | ||||||
3.75%, 4/1/29(a) | 173,000 | 153,882 | ||||||
MGIC Investment Corp. | 87,000 | 83,189 | ||||||
MGM Resorts International | 503,000 | 481,758 | ||||||
Michaels Cos., Inc. | 1,340,000 | 928,365 | ||||||
MicroStrategy, Inc. | 216,000 | 195,802 | ||||||
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp. | 410,000 | 357,237 | ||||||
ModivCare Escrow Issuer, Inc. | 487,000 | 360,005 | ||||||
Molina Healthcare, Inc. | 638,000 | 545,082 | ||||||
Moog, Inc. | 137,000 | 125,711 | ||||||
Moss Creek Resources Holdings, Inc. | 508,000 | 487,441 | ||||||
MPH Acquisition Holdings LLC | 552,000 | 470,420 | ||||||
5.75%, 11/1/28(a)(b) | 816,000 | 612,612 | ||||||
MPT Operating Partnership LP / MPT Finance Corp. | 479,000 | 408,189 | ||||||
5.00%, 10/15/27(b) | 789,000 | 624,604 | ||||||
4.63%, 8/1/29 | 407,000 | 294,566 | ||||||
MSCI, Inc. | 166,000 | 149,559 | ||||||
Murphy Oil USA, Inc. | 171,000 | 157,010 | ||||||
3.75%, 2/15/31(a) | 31,000 | 26,102 | ||||||
Nabors Industries, Inc. | 609,000 | 594,865 | ||||||
Nationstar Mortgage Holdings, Inc. | 926,000 | 889,803 | ||||||
5.13%, 12/15/30(a) | 252,000 | 214,321 | ||||||
Navient Corp. | 506,000 | 506,359 | ||||||
6.13%, 3/25/24 | 368,000 | 367,080 | ||||||
5.88%, 10/25/24 | 7,000 | 6,915 | ||||||
4.88%, 3/15/28 | 413,000 | 360,396 | ||||||
5.50%, 3/15/29(b) | 225,000 | 193,149 | ||||||
NCR Corp. | 617,000 | 564,000 | ||||||
6.13%, 9/1/29(a) | 230,000 | 236,560 | ||||||
Necessity Retail REIT, Inc. / American Finance Operating Partner LP | 232,000 | 177,914 | ||||||
Newell Brands, Inc. | 1,000,000 | 959,130 | ||||||
6.63%, 9/15/29(b) | 460,000 | 456,302 | ||||||
6.00%, 4/1/46 | 14,000 | 11,373 | ||||||
News Corp. | 251,000 | 220,852 | ||||||
5.13%, 2/15/32(a) | 165,000 | 149,944 | ||||||
Nexstar Media, Inc. | 590,000 | 554,954 | ||||||
4.75%, 11/1/28(a)(b) | 684,000 | 600,819 | ||||||
NGL Energy Operating LLC / NGL Energy Finance Corp. | 1,240,000 | 1,235,772 | ||||||
Nordstrom, Inc. | 236,000 | 150,143 | ||||||
NRG Energy, Inc. | 753,000 | 678,604 | ||||||
3.63%, 2/15/31(a) | 605,000 | 473,594 | ||||||
3.88%, 2/15/32(a) | 487,000 | 377,094 | ||||||
NuStar Logistics LP | 253,000 | 249,850 | ||||||
5.63%, 4/28/27 | 344,000 | 334,072 | ||||||
6.38%, 10/1/30 | 219,000 | 212,152 | ||||||
Occidental Petroleum Corp. | 358,000 | 348,087 | ||||||
3.50%, 6/15/25 | 277,000 | 265,288 | ||||||
5.88%, 9/1/25 | 189,000 | 188,762 | ||||||
6.45%, 9/15/36 | 423,000 | 432,974 | ||||||
4.40%, 8/15/49 | 874,000 | 634,332 | ||||||
Olin Corp. | 63,000 | 60,379 | ||||||
5.63%, 8/1/29(b) | 131,000 | 125,869 | ||||||
5.00%, 2/1/30(b) | 281,000 | 258,236 | ||||||
ON Semiconductor Corp. | 46,000 | 40,968 | ||||||
OneMain Finance Corp. | 337,000 | 335,716 | ||||||
7.13%, 3/15/26(b) | 884,000 | 872,985 | ||||||
6.63%, 1/15/28 | 74,000 | 69,935 | ||||||
5.38%, 11/15/29 | 398,000 | 344,867 | ||||||
4.00%, 9/15/30(b) | 583,000 | 455,142 | ||||||
Option Care Health, Inc. | 190,000 | 167,702 | ||||||
Organon & Co. / Organon Foreign Debt Co-Issuer BV | 650,000 | 588,731 | ||||||
5.13%, 4/30/31(a) | 960,000 | 818,496 | ||||||
Outfront Media Capital LLC / Outfront Media Capital Corp. | 248,000 | 224,611 | ||||||
4.25%, 1/15/29(a) | 167,000 | 138,152 | ||||||
4.63%, 3/15/30(a)(b) | 450,000 | 366,642 | ||||||
Owens & Minor, Inc. | 291,000 | 246,957 | ||||||
See Notes to Financial Statements.
| 50 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
6.63%, 4/1/30(a)(b) | $ | 361,000 | $ | 328,853 | ||||
Owens-Brockway Glass Container, Inc. | 168,000 | 166,414 | ||||||
Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer LLC | 341,000 | 306,726 | ||||||
4.38%, 10/15/28(a) | 273,000 | 243,833 | ||||||
Paramount Global | ||||||||
6.38%, 3/30/62, (6.375% fixed rate until 3/30/27; 5-year Constant Maturity Treasury Rate + 3.999% thereafter)(c) | 633,000 | 523,099 | ||||||
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer, Inc. | 309,000 | 310,557 | ||||||
5.88%, 10/1/28(a) | 76,000 | 70,608 | ||||||
Patterson-UTI Energy, Inc. | 163,000 | 149,729 | ||||||
PBF Holding Co. LLC / PBF Finance Corp. | 331,000 | 314,662 | ||||||
Penske Automotive Group, Inc. | 20,000 | 19,101 | ||||||
3.75%, 6/15/29 | 70,000 | 60,106 | ||||||
Performance Food Group, Inc. | 237,000 | 228,404 | ||||||
4.25%, 8/1/29(a) | 197,000 | 173,663 | ||||||
Pilgrim’s Pride Corp. | 415,000 | 411,099 | ||||||
4.25%, 4/15/31 | 226,000 | 195,788 | ||||||
3.50%, 3/1/32 | 254,000 | 204,780 | ||||||
Post Holdings, Inc. | 189,000 | 174,937 | ||||||
4.63%, 4/15/30(a) | 1,469,000 | 1,303,267 | ||||||
4.50%, 9/15/31(a)(b) | 99,000 | 85,419 | ||||||
PRA Health Sciences, Inc. | 200,000 | 182,850 | ||||||
Prestige Brands, Inc. | 239,000 | 199,001 | ||||||
Prime Security Services Borrower LLC / Prime Finance, Inc. | 368,000 | 365,406 | ||||||
5.75%, 4/15/26(a) | 481,000 | 472,736 | ||||||
3.38%, 8/31/27(a) | 272,000 | 242,284 | ||||||
6.25%, 1/15/28(a)(b) | 149,000 | 142,104 | ||||||
PROG Holdings, Inc. | 312,000 | 280,335 | ||||||
PTC, Inc. | 47,000 | 43,243 | ||||||
Qorvo, Inc. | 266,000 | 241,528 | ||||||
QVC, Inc. | 325,000 | 316,059 | ||||||
Rackspace Technology Global, Inc. | 98,000 | 46,980 | ||||||
5.38%, 12/1/28(a) | 609,000 | 175,581 | ||||||
Range Resources Corp. | 37,000 | 38,457 | ||||||
Realogy Group LLC / Realogy Co-Issuer Corp. | 845,000 | 605,890 | ||||||
5.25%, 4/15/30(a)(b) | 460,000 | 322,446 | ||||||
Regal Rexnord Corp. | 500,000 | 495,200 | ||||||
6.30%, 2/15/30(a) | 500,000 | 497,920 | ||||||
RHP Hotel Properties LP / RHP Finance Corp. | 125,000 | 116,450 | ||||||
Rithm Capital Corp. | 278,000 | 263,800 | ||||||
RLJ Lodging Trust LP | 37,000 | 34,085 | ||||||
4.00%, 9/15/29(a) | 55,000 | 46,157 | ||||||
ROBLOX Corp. | 200,000 | 166,132 | ||||||
Roller Bearing Co. of America, Inc. | 132,000 | 117,629 | ||||||
Sabra Health Care LP | 30,000 | 29,035 | ||||||
3.20%, 12/1/31 | 174,000 | 132,993 | ||||||
Scripps Escrow II, Inc. | 250,000 | 201,165 | ||||||
SeaWorld Parks & Entertainment, Inc. | 233,000 | 210,942 | ||||||
Select Medical Corp. | 252,000 | 249,855 | ||||||
Sensata Technologies BV | 389,000 | 341,927 | ||||||
Sensata Technologies, Inc. | 243,000 | 203,585 | ||||||
Service Corp. International | 99,000 | 93,465 | ||||||
3.38%, 8/15/30 | 638,000 | 531,824 | ||||||
Service Properties Trust | 511,000 | 505,895 | ||||||
Silgan Holdings, Inc. | 12,000 | 11,005 | ||||||
Sinclair Television Group, Inc. | 727,000 | 387,484 | ||||||
4.13%, 12/1/30(a) | 51,000 | 32,907 | ||||||
Sirius XM Radio, Inc. | 433,000 | 375,485 | ||||||
5.50%, 7/1/29(a) | 1,717,000 | 1,548,820 | ||||||
4.13%, 7/1/30(a) | 1,199,000 | 977,737 | ||||||
Six Flags Entertainment Corp. | 80,000 | 76,774 | ||||||
Skyworks Solutions, Inc. | 20,000 | 17,972 | ||||||
3.00%, 6/1/31 | 139,000 | 113,388 | ||||||
Sonic Automotive, Inc. | 313,000 | 267,872 | ||||||
4.88%, 11/15/31(a)(b) | 331,000 | 275,475 | ||||||
Southwestern Energy Co. | 400,000 | 374,936 | ||||||
4.75%, 2/1/32 | 500,000 | 444,020 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 51 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Spectrum Brands, Inc. | $ | 100,000 | $ | 83,884 | ||||
SS&C Technologies, Inc. | 346,000 | 333,333 | ||||||
Stagwell Global LLC | 585,000 | 494,822 | ||||||
Starwood Property Trust, Inc. | 188,000 | 168,066 | ||||||
Station Casinos LLC | 94,000 | 84,257 | ||||||
4.63%, 12/1/31(a)(b) | 133,000 | 109,720 | ||||||
Stericycle, Inc. | 52,000 | 51,850 | ||||||
3.88%, 1/15/29(a) | 85,000 | 74,321 | ||||||
Suburban Propane Partners LP / Suburban Energy Finance Corp. | 250,000 | 215,157 | ||||||
Summit Materials LLC / Summit Materials Finance Corp. | 120,000 | 112,504 | ||||||
Summit Midstream Holdings LLC / Summit Midstream Finance Corp. | 616,000 | 596,935 | ||||||
SunCoke Energy, Inc. | 275,000 | 235,449 | ||||||
Sunoco LP / Sunoco Finance Corp. | 317,000 | 287,462 | ||||||
4.50%, 4/30/30(b) | 126,000 | 112,616 | ||||||
Talos Production, Inc. | 125,000 | 130,535 | ||||||
Taylor Morrison Communities, Inc. | 494,000 | 456,229 | ||||||
TEGNA, Inc. | 1,012,000 | 911,731 | ||||||
Tempur Sealy International, Inc. | 595,000 | 511,742 | ||||||
3.88%, 10/15/31(a) | 110,000 | 88,553 | ||||||
Tenet Healthcare Corp. | 1,000,000 | 964,220 | ||||||
4.38%, 1/15/30 | 100,000 | 89,012 | ||||||
6.13%, 6/15/30 | 1,255,000 | 1,218,856 | ||||||
Terex Corp. | 183,000 | 168,322 | ||||||
TerraForm Power Operating LLC | 532,000 | 459,504 | ||||||
Thor Industries, Inc. | 237,000 | 200,559 | ||||||
TopBuild Corp. | 160,000 | 133,781 | ||||||
Townsquare Media, Inc. | 440,000 | 423,914 | ||||||
TransDigm, Inc. | 403,000 | 403,419 | ||||||
4.63%, 1/15/29 | 315,000 | 282,561 | ||||||
4.88%, 5/1/29 | 819,000 | 737,960 | ||||||
Transocean, Inc. | 1,286,000 | 1,358,299 | ||||||
Travel & Leisure Co. | 338,000 | 335,938 | ||||||
TreeHouse Foods, Inc. | 282,000 | 241,798 | ||||||
TriNet Group, Inc. | 197,000 | 169,962 | ||||||
Tronox, Inc. | 633,000 | 519,915 | ||||||
TTM Technologies, Inc. | 189,000 | 164,415 | ||||||
Tutor Perini Corp. | 295,000 | 267,686 | ||||||
U.S. Foods, Inc. | 323,000 | 295,371 | ||||||
United Airlines, Inc. | 350,000 | 330,323 | ||||||
4.63%, 4/15/29(a) | 942,000 | 839,755 | ||||||
United Natural Foods, Inc. | 214,000 | 179,035 | ||||||
United Rentals North America, Inc. | 216,000 | 212,108 | ||||||
3.88%, 11/15/27 | 360,000 | 333,889 | ||||||
4.88%, 1/15/28 | 122,000 | 116,245 | ||||||
5.25%, 1/15/30 | 134,000 | 127,560 | ||||||
3.88%, 2/15/31 | 100,000 | 85,891 | ||||||
Uniti Group LP / Uniti Fiber Holdings, Inc. / CSL Capital LLC | 672,000 | 444,508 | ||||||
Uniti Group LP / Uniti Group Finance, Inc. / CSL Capital LLC | 162,000 | 110,790 | ||||||
Urban One, Inc. | 467,000 | 409,045 | ||||||
USA Compression Partners LP / USA Compression Finance Corp. | 653,000 | 647,234 | ||||||
6.88%, 9/1/27 | 66,000 | 64,473 | ||||||
Valvoline, Inc. | 138,000 | 110,305 | ||||||
Vector Group Ltd. | 231,000 | 201,508 | ||||||
VeriSign, Inc. | 1,000 | 993 | ||||||
VICI Properties LP | 215,000 | 199,537 | ||||||
VICI Properties LP / VICI Note Co., Inc. | 221,000 | 216,830 | ||||||
Victoria’s Secret & Co. | 269,000 | 195,159 | ||||||
Vista Outdoor, Inc. | 275,000 | 231,080 | ||||||
Vistra Operations Co. LLC | 334,000 | 321,956 | ||||||
5.00%, 7/31/27(a) | 495,000 | 466,320 | ||||||
See Notes to Financial Statements.
| 52 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Vontier Corp. | $ | 9,000 | $ | 8,101 | ||||
2.40%, 4/1/28 | 75,000 | 63,408 | ||||||
2.95%, 4/1/31 | 318,000 | 252,352 | ||||||
WESCO Distribution, Inc. | 31,000 | 31,611 | ||||||
Western Digital Corp. | 709,000 | 676,847 | ||||||
2.85%, 2/1/29 | 500,000 | 403,285 | ||||||
William Carter Co. | 19,000 | 18,442 | ||||||
Williams Scotsman International, Inc. | 101,000 | 92,255 | ||||||
Wolverine World Wide, Inc. | 362,000 | 271,290 | ||||||
WW International, Inc. | 14,000 | 9,713 | ||||||
Wyndham Hotels & Resorts, Inc. | 66,000 | 60,638 | ||||||
Xerox Holdings Corp. | 794,000 | 757,865 | ||||||
5.50%, 8/15/28(a) | 103,000 | 89,735 | ||||||
XHR LP | 81,000 | 80,305 | ||||||
4.88%, 6/1/29(a)(b) | 89,000 | 77,603 | ||||||
Yum! Brands, Inc. | 20,000 | 16,985 | ||||||
ZipRecruiter, Inc. | 100,000 | 84,015 | ||||||
ZoomInfo Technologies LLC / ZoomInfo Finance Corp. | 177,000 | 150,823 | ||||||
|
| |||||||
| Total United States | 141,779,950 | |||||||
| TOTAL CORPORATE BONDS (Cost: $159,633,340) | 144,481,784 | |||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 12.1% |
| |||||||
| United States – 12.1% | ||||||||
State Street Navigator Securities Lending | ||||||||
| (Cost: $18,283,570) | 18,283,570 | 18,283,570 | ||||||
| TOTAL INVESTMENTS IN SECURITIES – 107.7% (Cost: $177,916,910) |
| 162,765,354 | ||||||
Other Assets less Liabilities – (7.7)% | (11,584,445 | ) | ||||||
|
| |||||||
| NET ASSETS – 100.0% | $ | 151,180,909 | ||||||
| (a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (b) | Security, or portion thereof, was on loan at August 31, 2023 (See Note 2). At August 31, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $19,146,786 and the total market value of the collateral held by the Fund was $19,909,962. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,626,392. |
| (c) | Rate shown reflects the accrual rate as of August 31, 2023 on securities with variable or step rates. |
| (d) | Subsequent to August 31, 2023, the issuer missed its interest payment due on September 30, 2023 and has entered into technical default. |
| (e) | Rate shown represents annualized 7-day yield as of August 31, 2023. |
See Notes to Financial Statements.
| WisdomTree Trust | 53 |
Schedule of Investments (concluded)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2023
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Short Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
2 Year U.S. Treasury Note | 86 | 12/29/23 | $ | (17,527,203 | ) | $ | (37,375 | ) | ||||||||
5 Year U.S. Treasury Note | 810 | 12/29/23 | (86,606,719 | ) | (531,555 | ) | ||||||||||
10 Year U.S. Treasury Note | 206 | 12/19/23 | (22,872,437 | ) | (188,297 | ) | ||||||||||
Ultra 10 Year U.S. Treasury Note | 31 | 12/19/23 | (3,599,391 | ) | (36,570 | ) | ||||||||||
| $ | (130,605,750 | ) | $ | (793,797 | ) | |||||||||||
| Long Exposure | ||||||||||||||||
U.S. Treasury Long Bond | 5 | 12/19/23 | $ | 608,437 | $ | 8,078 | ||||||||||
Total – Net | $ | (129,997,313 | ) | $ | (785,719 | ) | ||||||||||
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
Corporate Bonds | $ | — | $ | 144,481,784 | $ | — | $ | 144,481,784 | ||||||||
Investment of Cash Collateral for Securities Loaned | — | 18,283,570 | — | 18,283,570 | ||||||||||||
Total Investments in Securities | $ | — | $ | 162,765,354 | $ | — | $ | 162,765,354 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | 8,078 | $ | — | $ | — | $ | 8,078 | ||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (793,797 | ) | $ | — | $ | — | $ | (793,797 | ) | ||||||
Total – Net | $ | (785,719 | ) | $ | 162,765,354 | $ | — | $ | 161,979,635 | |||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| 54 | WisdomTree Trust |
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
| U.S. GOVERNMENT AGENCIES – 28.6% | ||||||||
| Federal Farm Credit Bank – 0.4% |
| |||||||
0.88%, 11/18/24 | $ | 250,000 | $ | 237,282 | ||||
1.13%, 1/6/25 | 300,000 | 284,229 | ||||||
1.75%, 2/14/25 | 300,000 | 285,813 | ||||||
|
| |||||||
| Total Federal Farm Credit Bank |
| 807,324 | ||||||
| Federal Home Loan Bank – 0.3% |
| |||||||
0.50%, 4/14/25 | 300,000 | 279,306 | ||||||
3.25%, 11/16/28 | 265,000 | 252,370 | ||||||
5.50%, 7/15/36, Series 677 | 15,000 | 16,568 | ||||||
|
| |||||||
| Total Federal Home Loan Bank |
| 548,244 | ||||||
| Federal Home Loan Mortgage Corporation – 7.8% |
| |||||||
0.38%, 9/23/25 | 300,000 | 273,810 | ||||||
3.00%, 4/1/27 | 11,039 | 10,633 | ||||||
2.50%, 3/1/28 | 11,775 | 11,310 | ||||||
2.50%, 4/1/28 | 30,135 | 28,905 | ||||||
3.50%, 1/1/29 | 12,515 | 12,235 | ||||||
2.50%, 6/1/29 | 22,257 | 21,368 | ||||||
3.00%, 8/1/29 | 12,136 | 11,763 | ||||||
2.50%, 1/1/30 | 13,421 | 12,884 | ||||||
2.50%, 2/1/30 | 19,276 | 18,066 | ||||||
3.00%, 4/1/30 | 20,283 | 19,270 | ||||||
2.50%, 5/1/30 | 79,682 | 74,577 | ||||||
6.75%, 3/15/31 | 50,000 | 57,634 | ||||||
3.00%, 4/1/31 | 89,119 | 83,413 | ||||||
2.50%, 12/1/31 | 22,878 | 21,166 | ||||||
3.00%, 7/1/32 | 129,592 | 120,989 | ||||||
6.25%, 7/15/32 | 39,000 | 44,571 | ||||||
3.50%, 9/1/32 | 39,330 | 37,396 | ||||||
2.50%, 11/1/32 | 10,909 | 10,039 | ||||||
3.00%, 1/1/33 | 9,944 | 9,284 | ||||||
3.00%, 9/1/33 | 6,898 | 6,479 | ||||||
4.00%, 11/1/33 | 6,663 | 6,443 | ||||||
3.00%, 2/1/34 | 18,777 | 17,483 | ||||||
4.00%, 5/1/34 | 21,401 | 20,762 | ||||||
2.50%, 4/1/35 | 94,171 | 85,229 | ||||||
2.50%, 5/1/35 | 8,979 | 8,116 | ||||||
3.00%, 5/1/35 | 15,141 | 14,067 | ||||||
3.50%, 6/1/35 | 14,723 | 13,888 | ||||||
2.00%, 8/1/35 | 58,060 | 51,213 | ||||||
2.00%, 10/1/35 | 144,283 | 127,267 | ||||||
2.50%, 10/1/35 | 46,628 | 42,146 | ||||||
1.50%, 12/1/35 | 182,044 | 156,000 | ||||||
1.50%, 2/1/36 | 206,352 | 176,830 | ||||||
2.00%, 2/1/36 | 169,456 | 148,866 | ||||||
2.00%, 7/1/36 | 38,101 | 33,455 | ||||||
1.00%, 8/1/36 | 40,651 | 34,292 | ||||||
1.50%, 8/1/36 | 39,389 | 33,719 | ||||||
2.00%, 9/1/36 | 78,603 | 69,019 | ||||||
1.00%, 10/1/36 | 20,865 | 17,555 | ||||||
2.00%, 10/1/36 | 126,660 | 111,280 | ||||||
2.00%, 11/1/36 | 101,297 | 88,946 | ||||||
1.50%, 1/1/37 | 103,997 | 89,026 | ||||||
1.50%, 2/1/37 | 150,926 | 129,200 | ||||||
1.50%, 3/1/37 | 122,213 | 104,491 | ||||||
1.50%, 4/1/37 | 22,172 | 18,957 | ||||||
2.50%, 6/1/37 | 81,749 | 73,949 | ||||||
4.00%, 9/1/37 | 21,351 | 20,499 | ||||||
3.50%, 10/1/37 | 22,161 | 20,908 | ||||||
4.00%, 10/1/37 | 26,543 | 25,477 | ||||||
5.50%, 4/1/38 | 18,365 | 18,826 | ||||||
2.93%, 11/15/38(a) | 50,000 | 24,611 | ||||||
4.50%, 12/1/40 | 25,911 | 25,294 | ||||||
1.50%, 1/1/41 | 84,621 | 68,855 | ||||||
2.00%, 1/1/41 | 73,136 | 61,418 | ||||||
2.00%, 2/1/41 | 37,646 | 31,606 | ||||||
4.00%, 2/1/41 | 38,422 | 36,534 | ||||||
2.00%, 4/1/41 | 130,016 | 108,895 | ||||||
2.00%, 8/1/41 | 189,001 | 158,122 | ||||||
1.50%, 12/1/41 | 66,862 | 53,959 | ||||||
1.50%, 1/1/42 | 67,466 | 54,425 | ||||||
2.00%, 1/1/42 | 44,358 | 37,060 | ||||||
2.50%, 1/1/42 | 64,746 | 55,600 | ||||||
2.50%, 2/1/42 | 22,045 | 18,926 | ||||||
3.50%, 3/1/42 | 23,426 | 21,570 | ||||||
3.50%, 6/1/42 | 278,789 | 256,371 | ||||||
3.00%, 7/1/43 | 46,781 | 41,595 | ||||||
3.00%, 8/1/43 | 47,977 | 42,600 | ||||||
4.00%, 12/1/43 | 8,139 | 7,718 | ||||||
3.00%, 1/1/44 | 47,465 | 42,201 | ||||||
3.50%, 9/1/44 | 36,351 | 33,452 | ||||||
4.00%, 9/1/44 | 21,878 | 20,693 | ||||||
3.50%, 1/1/45 | 52,366 | 47,864 | ||||||
4.50%, 7/1/45 | 13,698 | 13,371 | ||||||
3.50%, 8/1/45 | 23,194 | 21,202 | ||||||
3.50%, 9/1/45 | 28,947 | 26,436 | ||||||
4.00%, 11/1/45 | 15,493 | 14,645 | ||||||
3.00%, 1/1/46 | 187,794 | 165,304 | ||||||
4.00%, 2/1/46 | 33,792 | 31,900 | ||||||
3.50%, 3/1/46 | 15,570 | 14,213 | ||||||
3.50%, 4/1/46 | 62,875 | 57,137 | ||||||
3.50%, 5/1/46 | 6,817 | 6,195 | ||||||
3.00%, 9/1/46 | 316,454 | 278,579 | ||||||
4.50%, 9/1/46 | 33,686 | 32,797 | ||||||
3.00%, 10/1/46 | 31,388 | 27,652 | ||||||
3.00%, 11/1/46 | 31,072 | 27,338 | ||||||
4.00%, 11/1/46 | 8,863 | 8,336 | ||||||
3.00%, 2/1/47 | 564,884 | 496,986 | ||||||
3.50%, 2/1/47 | 66,298 | 60,247 | ||||||
4.00%, 2/1/47 | 7,314 | 6,880 | ||||||
4.50%, 4/1/47 | 6,723 | 6,505 | ||||||
3.50%, 5/1/47 | 6,778 | 6,164 | ||||||
3.50%, 7/1/47 | 161,630 | 148,633 | ||||||
4.00%, 7/1/47 | 40,234 | 37,748 | ||||||
3.50%, 8/1/47 | 39,199 | 35,649 | ||||||
4.00%, 8/1/47 | 16,627 | 15,613 | ||||||
3.00%, 10/1/47 | 23,533 | 20,633 | ||||||
3.50%, 10/1/47 | 9,844 | 8,953 | ||||||
3.50%, 11/1/47 | 135,306 | 122,634 | ||||||
3.50%, 12/1/47 | 42,202 | 38,328 | ||||||
4.00%, 2/1/48 | 14,842 | 13,937 | ||||||
3.50%, 7/1/48 | 32,854 | 29,834 | ||||||
4.00%, 7/1/48 | 68,706 | 64,562 | ||||||
3.00%, 11/1/48 | 187,338 | 164,820 | ||||||
5.00%, 3/1/49 | 27,195 | 26,836 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 55 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
3.50%, 6/1/49 | $ | 43,986 | $ | 39,949 | ||||
3.50%, 7/1/49 | 24,484 | 22,272 | ||||||
3.50%, 8/1/49 | 174,429 | 157,816 | ||||||
4.00%, 8/1/49 | 53,929 | 50,470 | ||||||
2.50%, 9/1/49 | 86,554 | 72,635 | ||||||
3.00%, 10/1/49 | 82,416 | 71,816 | ||||||
5.00%, 10/1/49 | 9,971 | 9,840 | ||||||
3.00%, 12/1/49 | 359,581 | 314,705 | ||||||
3.00%, 1/1/50 | 66,982 | 58,622 | ||||||
3.00%, 2/1/50 | 52,259 | 45,537 | ||||||
3.00%, 4/1/50 | 85,452 | 74,819 | ||||||
3.50%, 4/1/50 | 103,992 | 94,653 | ||||||
4.00%, 5/1/50 | 66,944 | 62,712 | ||||||
2.50%, 6/1/50 | 171,014 | 142,881 | ||||||
3.00%, 6/1/50 | 94,464 | 82,318 | ||||||
2.50%, 7/1/50 | 241,682 | 202,211 | ||||||
2.00%, 8/1/50 | 566,793 | 454,342 | ||||||
2.50%, 8/1/50 | 85,987 | 72,054 | ||||||
2.50%, 9/1/50 | 267,189 | 221,772 | ||||||
2.50%, 10/1/50 | 239,291 | 200,556 | ||||||
1.50%, 11/1/50 | 60,615 | 45,924 | ||||||
1.50%, 12/1/50 | 41,190 | 31,199 | ||||||
2.00%, 12/1/50 | 209,942 | 168,095 | ||||||
1.50%, 1/1/51 | 41,264 | 31,247 | ||||||
2.00%, 1/1/51 | 363,493 | 290,896 | ||||||
2.50%, 1/1/51 | 64,388 | 53,705 | ||||||
3.00%, 1/1/51 | 82,303 | 71,515 | ||||||
4.50%, 1/1/51 | 43,814 | 42,174 | ||||||
1.50%, 2/1/51 | 81,440 | 61,696 | ||||||
2.00%, 3/1/51 | 121,963 | 98,109 | ||||||
2.50%, 3/1/51 | 102,045 | 85,095 | ||||||
1.50%, 4/1/51 | 255,823 | 193,555 | ||||||
2.00%, 4/1/51 | 268,165 | 213,887 | ||||||
2.00%, 5/1/51 | 184,900 | 147,461 | ||||||
2.50%, 5/1/51 | 674,980 | 560,874 | ||||||
3.00%, 7/1/51 | 261,132 | 227,135 | ||||||
2.50%, 8/1/51 | 163,020 | 135,576 | ||||||
2.50%, 9/1/51 | 341,476 | 283,991 | ||||||
2.00%, 10/1/51 | 548,813 | 437,937 | ||||||
2.50%, 10/1/51 | 162,849 | 136,655 | ||||||
2.00%, 11/1/51 | 314,666 | 250,936 | ||||||
2.00%, 12/1/51 | 650,377 | 521,081 | ||||||
2.50%, 12/1/51 | 124,228 | 103,246 | ||||||
2.00%, 2/1/52 | 276,362 | 220,185 | ||||||
2.50%, 2/1/52 | 448,802 | 374,903 | ||||||
3.00%, 2/1/52 | 247,016 | 213,258 | ||||||
3.50%, 2/1/52 | 102,166 | 91,612 | ||||||
2.00%, 3/1/52 | 23,173 | 18,447 | ||||||
3.00%, 4/1/52 | 60,023 | 51,814 | ||||||
3.50%, 5/1/52 | 208,374 | 186,444 | ||||||
3.00%, 6/1/52 | 69,805 | 60,419 | ||||||
3.50%, 6/1/52 | 71,620 | 64,078 | ||||||
4.00%, 6/1/52 | 224,872 | 208,678 | ||||||
4.50%, 6/1/52 | 45,903 | 43,545 | ||||||
4.00%, 7/1/52 | 37,707 | 34,854 | ||||||
4.50%, 9/1/52 | 162,447 | 154,145 | ||||||
5.00%, 9/1/52 | 47,162 | 45,826 | ||||||
4.00%, 10/1/52 | 97,028 | 89,679 | ||||||
4.50%, 11/1/52 | 333,900 | 316,747 | ||||||
4.00%, 12/1/52 | 33,797 | 31,224 | ||||||
5.00%, 4/1/53 | 48,256 | 46,804 | ||||||
5.00%, 5/1/53 | 249,134 | 241,599 | ||||||
5.50%, 6/1/53 | 267,332 | 264,217 | ||||||
5.00%, 7/1/53 | 271,632 | 263,416 | ||||||
|
| |||||||
| Total Federal Home Loan Mortgage Corporation |
| 15,589,000 | ||||||
| Federal National Mortgage Association – 12.4% |
| |||||||
1.63%, 10/15/24 | 25,000 | 24,010 | ||||||
0.50%, 6/17/25 | 250,000 | 231,048 | ||||||
0.38%, 8/25/25 | 300,000 | 274,782 | ||||||
4.00%, 9/1/25 | 3,940 | 3,868 | ||||||
5.50%, 10/1/25 | 8,892 | 8,812 | ||||||
2.13%, 4/24/26 | 25,000 | 23,449 | ||||||
4.00%, 7/1/26 | 808 | 796 | ||||||
1.88%, 9/24/26 | 39,000 | 36,057 | ||||||
3.50%, 10/1/26 | 20,761 | 20,143 | ||||||
3.00%, 11/1/26 | 8,493 | 8,192 | ||||||
3.50%, 12/1/26 | 2,334 | 2,269 | ||||||
3.00%, 2/1/27 | 25,904 | 25,104 | ||||||
3.00%, 6/1/27 | 21,983 | 21,304 | ||||||
3.00%, 9/1/27 | 10,787 | 10,454 | ||||||
2.50%, 8/1/28 | 9,926 | 9,521 | ||||||
3.00%, 9/1/28 | 8,654 | 8,385 | ||||||
3.00%, 11/1/28 | 5,450 | 5,280 | ||||||
7.25%, 5/15/30 | 150,000 | 175,170 | ||||||
3.50%, 4/1/31 | 14,143 | 13,523 | ||||||
2.50%, 6/1/31 | 9,839 | 9,090 | ||||||
2.50%, 7/1/31 | 10,310 | 9,525 | ||||||
3.00%, 8/1/31 | 85,534 | 81,153 | ||||||
2.50%, 10/1/31 | 231,816 | 214,164 | ||||||
3.50%, 11/1/31 | 22,854 | 22,314 | ||||||
2.50%, 4/1/32 | 13,224 | 12,217 | ||||||
2.50%, 9/1/32 | 37,540 | 34,493 | ||||||
3.00%, 9/1/32 | 16,198 | 15,369 | ||||||
3.00%, 10/1/32 | 18,026 | 16,806 | ||||||
3.50%, 1/1/33 | 10,206 | 9,705 | ||||||
3.50%, 2/1/33 | 23,455 | 22,340 | ||||||
3.00%, 6/1/33 | 60,995 | 57,182 | ||||||
5.00%, 10/1/33 | 76,556 | 76,418 | ||||||
6.00%, 2/1/34 | 25,621 | 26,408 | ||||||
4.00%, 3/1/34 | 14,322 | 14,004 | ||||||
2.50%, 5/1/34 | 14,619 | 13,228 | ||||||
3.00%, 6/1/34 | 6,736 | 6,269 | ||||||
4.00%, 8/1/34 | 7,345 | 7,116 | ||||||
3.00%, 1/1/35 | 8,170 | 7,603 | ||||||
2.50%, 5/1/35 | 17,006 | 15,371 | ||||||
2.00%, 7/1/35 | 48,228 | 42,370 | ||||||
2.50%, 8/1/35 | 39,423 | 35,942 | ||||||
2.00%, 9/1/35 | 230,368 | 203,205 | ||||||
3.50%, 9/1/35 | 21,057 | 19,864 | ||||||
1.50%, 10/1/35 | 36,847 | 31,575 | ||||||
2.00%, 10/1/35 | 84,170 | 73,976 | ||||||
1.50%, 12/1/35 | 141,994 | 121,677 | ||||||
2.00%, 12/1/35 | 220,386 | 193,694 | ||||||
3.50%, 1/1/36 | 7,571 | 7,142 | ||||||
2.50%, 2/1/36 | 14,413 | 13,027 | ||||||
1.50%, 3/1/36 | 126,048 | 107,902 | ||||||
See Notes to Financial Statements.
| 56 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
2.00%, 3/1/36 | $ | 16,343 | $ | 14,359 | ||||
1.50%, 4/1/36 | 177,632 | 152,059 | ||||||
3.00%, 4/1/36 | 16,115 | 14,790 | ||||||
3.00%, 6/1/36 | 38,243 | 35,083 | ||||||
3.50%, 7/1/36 | 19,062 | 17,962 | ||||||
2.00%, 9/1/36 | 24,455 | 21,473 | ||||||
3.00%, 9/1/36 | 79,471 | 72,905 | ||||||
2.00%, 10/1/36 | 382,192 | 335,589 | ||||||
1.50%, 11/1/36 | 147,026 | 125,860 | ||||||
2.00%, 11/1/36 | 203,520 | 178,704 | ||||||
3.00%, 11/1/36 | 45,453 | 41,844 | ||||||
2.50%, 12/1/36 | 76,350 | 68,961 | ||||||
2.00%, 1/1/37 | 83,604 | 73,644 | ||||||
2.50%, 1/1/37 | 177,150 | 159,849 | ||||||
2.00%, 2/1/37 | 232,314 | 203,986 | ||||||
3.00%, 4/1/37 | 54,841 | 51,071 | ||||||
3.50%, 5/1/37 | 37,991 | 36,041 | ||||||
3.50%, 7/1/37 | 16,762 | 15,681 | ||||||
2.00%, 8/1/37 | 34,080 | 29,885 | ||||||
5.50%, 8/1/37 | 156,750 | 159,169 | ||||||
3.50%, 4/1/38 | 9,354 | 8,719 | ||||||
4.50%, 9/1/39 | 8,675 | 8,470 | ||||||
3.00%, 12/1/39 | 57,319 | 52,160 | ||||||
4.50%, 8/1/40 | 17,275 | 16,841 | ||||||
2.00%, 9/1/40 | 51,074 | 42,984 | ||||||
2.50%, 9/1/40 | 52,846 | 45,690 | ||||||
4.50%, 9/1/40 | 168,549 | 164,315 | ||||||
5.50%, 9/1/40 | 31,643 | 32,346 | ||||||
2.00%, 11/1/40 | 68,702 | 57,724 | ||||||
2.50%, 12/1/40 | 29,451 | 25,437 | ||||||
3.50%, 12/1/40 | 60,995 | 56,095 | ||||||
3.50%, 2/1/41 | 187,187 | 172,149 | ||||||
2.00%, 3/1/41 | 19,327 | 16,190 | ||||||
2.00%, 4/1/41 | 19,966 | 16,722 | ||||||
2.00%, 5/1/41 | 64,683 | 54,160 | ||||||
1.50%, 6/1/41 | 41,884 | 33,878 | ||||||
1.50%, 7/1/41 | 50,255 | 40,633 | ||||||
2.50%, 10/1/41 | 146,489 | 125,893 | ||||||
3.50%, 10/1/41 | 122,609 | 112,758 | ||||||
2.00%, 11/1/41 | 172,517 | 144,206 | ||||||
3.00%, 2/1/42 | 21,400 | 19,046 | ||||||
2.50%, 5/1/42 | 22,635 | 19,375 | ||||||
3.50%, 6/1/42 | 5,911 | 5,436 | ||||||
4.00%, 9/1/42 | 98,333 | 93,275 | ||||||
3.00%, 1/1/43 | 51,217 | 45,490 | ||||||
3.00%, 4/1/43 | 38,625 | 34,296 | ||||||
3.00%, 5/1/43 | 32,060 | 28,467 | ||||||
3.00%, 6/1/43 | 62,751 | 55,718 | ||||||
4.00%, 6/1/43 | 3,762 | 3,572 | ||||||
3.00%, 8/1/43 | 279,777 | 248,420 | ||||||
3.00%, 9/1/43 | 44,200 | 39,246 | ||||||
4.00%, 11/1/43 | 6,786 | 6,426 | ||||||
4.00%, 2/1/44 | 49,708 | 47,075 | ||||||
4.50%, 2/1/44 | 67,811 | 65,895 | ||||||
4.50%, 4/1/44 | 72,327 | 71,072 | ||||||
4.00%, 9/1/44 | 33,601 | 31,740 | ||||||
4.00%, 12/1/44 | 75,147 | 71,166 | ||||||
3.50%, 2/1/45 | 56,453 | 51,914 | ||||||
5.00%, 2/1/45 | 30,298 | 30,257 | ||||||
3.50%, 4/1/45 | 36,019 | 32,979 | ||||||
3.50%, 6/1/45 | 60,377 | 55,314 | ||||||
4.00%, 6/1/45 | 26,192 | 24,805 | ||||||
3.50%, 8/1/45 | 32,957 | 30,175 | ||||||
3.50%, 12/1/45 | 33,624 | 30,694 | ||||||
3.50%, 2/1/46 | 16,893 | 15,421 | ||||||
3.50%, 4/1/46 | 5,834 | 5,301 | ||||||
3.00%, 5/1/46 | 38,767 | 34,108 | ||||||
3.50%, 5/1/46 | 12,740 | 11,577 | ||||||
3.50%, 6/1/46 | 67,827 | 61,636 | ||||||
4.00%, 7/1/46 | 9,681 | 9,093 | ||||||
3.00%, 9/1/46 | 21,434 | 18,858 | ||||||
4.00%, 10/1/46 | 10,665 | 10,018 | ||||||
2.50%, 11/1/46 | 8,039 | 6,831 | ||||||
3.00%, 11/1/46 | 293,546 | 258,273 | ||||||
3.50%, 11/1/46 | 11,631 | 10,617 | ||||||
4.50%, 11/1/46 | 13,571 | 13,202 | ||||||
3.50%, 12/1/46 | 62,531 | 57,186 | ||||||
3.50%, 1/1/47 | 63,274 | 57,499 | ||||||
4.00%, 1/1/47 | 75,316 | 70,747 | ||||||
4.00%, 2/1/47 | 8,355 | 7,848 | ||||||
4.00%, 3/1/47 | 45,954 | 43,115 | ||||||
4.00%, 5/1/47 | 20,047 | 18,809 | ||||||
4.50%, 5/1/47 | 73,609 | 71,609 | ||||||
3.50%, 7/1/47 | 77,495 | 70,384 | ||||||
4.00%, 8/1/47 | 138,897 | 130,315 | ||||||
3.50%, 9/1/47 | 72,271 | 66,210 | ||||||
3.50%, 11/1/47 | 184,318 | 167,406 | ||||||
4.50%, 11/1/47 | 51,224 | 49,500 | ||||||
3.00%, 12/1/47 | 50,483 | 44,416 | ||||||
3.50%, 12/1/47 | 32,273 | 29,312 | ||||||
3.50%, 1/1/48 | 88,769 | 81,126 | ||||||
4.00%, 1/1/48 | 48,027 | 45,059 | ||||||
4.00%, 4/1/48 | 177,529 | 166,444 | ||||||
4.50%, 5/1/48 | 15,523 | 14,980 | ||||||
4.50%, 6/1/48 | 174,098 | 168,003 | ||||||
4.50%, 7/1/48 | 24,230 | 23,382 | ||||||
4.00%, 9/1/48 | 127,769 | 119,791 | ||||||
4.00%, 11/1/48 | 481,636 | 451,876 | ||||||
4.00%, 1/1/49 | 95,411 | 89,475 | ||||||
5.00%, 5/1/49 | 34,690 | 34,232 | ||||||
4.00%, 6/1/49 | 162,311 | 152,282 | ||||||
4.50%, 7/1/49 | 12,641 | 12,097 | ||||||
3.00%, 9/1/49 | 239,424 | 208,112 | ||||||
4.00%, 9/1/49 | 88,297 | 82,662 | ||||||
3.00%, 10/1/49 | 70,029 | 61,020 | ||||||
4.00%, 10/1/49 | 9,602 | 8,987 | ||||||
3.50%, 11/1/49 | 136,995 | 124,836 | ||||||
5.00%, 11/1/49 | 35,383 | 34,912 | ||||||
2.50%, 1/1/50 | 54,932 | 46,093 | ||||||
3.00%, 1/1/50 | 35,550 | 30,977 | ||||||
3.50%, 1/1/50 | 78,839 | 71,332 | ||||||
4.50%, 1/1/50 | 63,686 | 61,302 | ||||||
3.00%, 3/1/50 | 117,291 | 102,755 | ||||||
4.00%, 3/1/50 | 57,498 | 53,817 | ||||||
4.50%, 3/1/50 | 63,273 | 61,058 | ||||||
5.00%, 3/1/50 | 115,597 | 114,081 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 57 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
3.00%, 4/1/50 | $ | 84,385 | $ | 73,405 | ||||
3.50%, 4/1/50 | 141,278 | 128,511 | ||||||
3.50%, 5/1/50 | 113,409 | 102,687 | ||||||
4.00%, 5/1/50 | 44,819 | 41,902 | ||||||
2.50%, 6/1/50 | 208,047 | 173,761 | ||||||
2.50%, 7/1/50 | 255,931 | 214,174 | ||||||
3.00%, 7/1/50 | 122,136 | 106,216 | ||||||
2.00%, 8/1/50 | 206,491 | 165,928 | ||||||
2.50%, 8/1/50 | 89,382 | 74,619 | ||||||
3.00%, 8/1/50 | 28,016 | 24,541 | ||||||
2.00%, 9/1/50 | 980,245 | 785,755 | ||||||
2.50%, 9/1/50 | 376,954 | 317,394 | ||||||
2.00%, 10/1/50 | 317,123 | 255,471 | ||||||
1.50%, 11/1/50 | 284,428 | 215,499 | ||||||
2.00%, 11/1/50 | 180,565 | 144,627 | ||||||
2.50%, 11/1/50 | 156,088 | 131,299 | ||||||
1.50%, 12/1/50 | 394,085 | 298,505 | ||||||
2.00%, 12/1/50 | 1,451,206 | 1,163,667 | ||||||
2.50%, 12/1/50 | 315,116 | 264,294 | ||||||
3.00%, 12/1/50 | 56,771 | 49,338 | ||||||
1.50%, 1/1/51 | 62,438 | 47,283 | ||||||
2.00%, 1/1/51 | 411,045 | 328,852 | ||||||
1.50%, 2/1/51 | 62,900 | 47,652 | ||||||
2.50%, 2/1/51 | 683,599 | 572,426 | ||||||
1.50%, 3/1/51 | 218,896 | 165,670 | ||||||
2.00%, 3/1/51 | 1,392,763 | 1,124,218 | ||||||
2.00%, 4/1/51 | 900,553 | 718,266 | ||||||
2.50%, 5/1/51 | 609,964 | 508,642 | ||||||
2.00%, 6/1/51 | 209,887 | 168,557 | ||||||
2.00%, 7/1/51 | 363,240 | 290,255 | ||||||
3.00%, 7/1/51 | 228,458 | 197,787 | ||||||
1.50%, 8/1/51 | 67,693 | 51,182 | ||||||
2.50%, 8/1/51 | 638,879 | 531,443 | ||||||
2.00%, 9/1/51 | 420,616 | 335,544 | ||||||
2.50%, 9/1/51 | 658,652 | 547,226 | ||||||
3.50%, 9/1/51 | 50,707 | 45,516 | ||||||
2.00%, 10/1/51 | 543,308 | 433,421 | ||||||
3.00%, 11/1/51 | 109,315 | 94,574 | ||||||
2.00%, 12/1/51 | 495,946 | 395,392 | ||||||
2.50%, 12/1/51 | 191,759 | 160,619 | ||||||
3.00%, 12/1/51 | 102,890 | 88,911 | ||||||
2.00%, 1/1/52 | 566,147 | 451,219 | ||||||
2.50%, 1/1/52 | 177,142 | 148,569 | ||||||
2.50%, 2/1/52 | 361,740 | 302,175 | ||||||
3.00%, 2/1/52 | 202,312 | 175,499 | ||||||
2.50%, 3/1/52 | 618,718 | 514,438 | ||||||
1.50%, 4/1/52 | 23,400 | 17,693 | ||||||
2.50%, 4/1/52 | 379,832 | 316,998 | ||||||
3.00%, 4/1/52 | 46,149 | 39,840 | ||||||
3.00%, 5/1/52 | 57,127 | 49,311 | ||||||
3.50%, 6/1/52 | 166,845 | 149,364 | ||||||
2.50%, 7/1/52 | 168,834 | 140,254 | ||||||
3.50%, 7/1/52 | 23,864 | 21,373 | ||||||
2.50%, 8/1/52 | 94,485 | 78,379 | ||||||
4.00%, 8/1/52 | 47,482 | 43,886 | ||||||
4.00%, 9/1/52 | 141,048 | 130,334 | ||||||
5.00%, 9/1/52 | 23,179 | 22,503 | ||||||
4.50%, 10/1/52 | 60,558 | 57,448 | ||||||
5.50%, 11/1/52 | 23,582 | 23,338 | ||||||
5.00%, 1/1/53 | 33,753 | 32,735 | ||||||
4.50%, 7/1/53 | 237,474 | 225,249 | ||||||
5.00%, 8/1/53 | 24,973 | 24,220 | ||||||
|
| |||||||
| Total Federal National Mortgage Association |
| 24,911,290 | ||||||
| Government National Mortgage Association – 6.1% |
| |||||||
2.50%, 7/20/28 | 30,220 | 28,383 | ||||||
3.00%, 4/20/33 | 19,104 | 17,805 | ||||||
2.00%, 5/20/36 | 34,677 | 30,425 | ||||||
4.00%, 11/20/40 | 24,102 | 23,067 | ||||||
5.00%, 2/20/43 | 18,728 | 18,789 | ||||||
4.00%, 6/20/43 | 37,973 | 36,320 | ||||||
5.00%, 4/20/44 | 40,808 | 40,922 | ||||||
3.50%, 7/20/44 | 46,036 | 42,716 | ||||||
4.00%, 7/20/44 | 90,766 | 86,462 | ||||||
5.00%, 7/20/44 | 7,192 | 7,212 | ||||||
3.50%, 8/20/44 | 58,590 | 54,365 | ||||||
5.00%, 8/20/44 | 6,509 | 6,527 | ||||||
3.00%, 9/20/44 | 28,035 | 25,163 | ||||||
4.50%, 9/20/44 | 24,127 | 23,496 | ||||||
3.50%, 10/20/44 | 348,000 | 322,053 | ||||||
3.00%, 1/20/45 | 10,305 | 9,249 | ||||||
4.00%, 4/20/45 | 60,829 | 57,945 | ||||||
3.00%, 7/20/45 | 75,303 | 67,531 | ||||||
3.00%, 12/20/45 | 57,975 | 51,990 | ||||||
3.50%, 12/20/45 | 82,159 | 75,981 | ||||||
4.50%, 12/20/45 | 23,101 | 22,496 | ||||||
3.50%, 1/20/46 | 116,976 | 108,180 | ||||||
3.00%, 5/20/46 | 183,113 | 164,128 | ||||||
4.00%, 7/20/46 | 66,510 | 63,030 | ||||||
2.50%, 10/20/46 | 53,796 | 46,501 | ||||||
3.00%, 12/20/46 | 6,573 | 5,879 | ||||||
4.00%, 12/20/46 | 15,253 | 14,455 | ||||||
4.00%, 1/20/47 | 13,362 | 12,663 | ||||||
4.50%, 1/20/47 | 18,167 | 17,670 | ||||||
3.00%, 2/20/47 | 550,699 | 492,536 | ||||||
3.50%, 2/20/47 | 50,051 | 46,187 | ||||||
3.50%, 3/20/47 | 45,916 | 42,242 | ||||||
3.50%, 4/20/47 | 24,612 | 22,643 | ||||||
4.00%, 4/20/47 | 72,381 | 68,491 | ||||||
3.00%, 5/20/47 | 29,013 | 25,889 | ||||||
4.00%, 7/20/47 | 15,936 | 15,079 | ||||||
4.00%, 8/20/47 | 13,981 | 13,229 | ||||||
3.50%, 9/20/47 | 39,112 | 35,982 | ||||||
4.50%, 10/20/47 | 6,146 | 5,966 | ||||||
3.50%, 11/20/47 | 112,654 | 103,745 | ||||||
3.50%, 1/20/48 | 157,363 | 144,546 | ||||||
4.00%, 1/20/48 | 26,953 | 25,504 | ||||||
3.00%, 2/20/48 | 121,221 | 108,168 | ||||||
3.50%, 2/20/48 | 140,775 | 129,511 | ||||||
3.50%, 3/20/48 | 13,586 | 12,499 | ||||||
3.50%, 4/20/48 | 24,060 | 22,135 | ||||||
3.50%, 6/20/48 | 40,450 | 37,213 | ||||||
3.50%, 7/20/48 | 34,769 | 31,970 | ||||||
4.00%, 9/20/48 | 21,477 | 20,286 | ||||||
4.50%, 9/20/48 | 12,239 | 11,831 | ||||||
3.50%, 10/20/48 | 165,194 | 151,894 | ||||||
4.50%, 1/20/49 | 12,363 | 11,951 | ||||||
See Notes to Financial Statements.
| 58 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
3.50%, 3/20/49 | $ | 6,120 | $ | 5,628 | ||||
4.00%, 3/20/49 | 22,103 | 20,877 | ||||||
4.50%, 3/20/49 | 5,814 | 5,621 | ||||||
5.00%, 3/20/49 | 10,787 | 10,652 | ||||||
4.00%, 4/20/49 | 9,264 | 8,741 | ||||||
4.50%, 4/20/49 | 32,615 | 31,529 | ||||||
4.50%, 6/20/49 | 37,978 | 36,713 | ||||||
3.50%, 7/20/49 | 34,088 | 31,366 | ||||||
3.00%, 8/20/49 | 54,491 | 48,446 | ||||||
3.50%, 8/20/49 | 19,991 | 18,392 | ||||||
3.00%, 9/20/49 | 54,060 | 48,110 | ||||||
3.00%, 10/20/49 | 210,956 | 187,436 | ||||||
4.00%, 10/20/49 | 25,435 | 23,998 | ||||||
3.00%, 11/15/49 | 7,320 | 6,478 | ||||||
2.50%, 11/20/49 | 37,633 | 32,380 | ||||||
3.00%, 1/20/50 | 6,083 | 5,399 | ||||||
3.50%, 1/20/50 | 4,368 | 4,017 | ||||||
4.50%, 1/20/50 | 9,011 | 8,711 | ||||||
3.00%, 2/20/50 | 74,154 | 65,804 | ||||||
4.00%, 2/20/50 | 91,499 | 86,331 | ||||||
2.50%, 4/20/50 | 88,036 | 75,631 | ||||||
3.00%, 5/20/50 | 23,318 | 20,681 | ||||||
2.50%, 6/20/50 | 133,943 | 114,994 | ||||||
3.00%, 6/20/50 | 43,493 | 38,568 | ||||||
3.50%, 7/20/50 | 113,293 | 104,124 | ||||||
5.00%, 7/20/50 | 42,340 | 41,953 | ||||||
2.00%, 8/20/50 | 125,758 | 104,340 | ||||||
2.50%, 8/20/50 | 334,474 | 286,244 | ||||||
3.00%, 8/20/50 | 60,619 | 53,736 | ||||||
3.00%, 9/20/50 | 183,774 | 162,908 | ||||||
4.00%, 9/20/50 | 37,183 | 35,083 | ||||||
4.50%, 9/20/50 | 48,060 | 46,460 | ||||||
2.00%, 11/20/50 | 515,148 | 427,029 | ||||||
2.50%, 11/20/50 | 258,291 | 221,392 | ||||||
3.00%, 11/20/50 | 70,459 | 62,448 | ||||||
2.00%, 12/20/50 | 176,745 | 146,468 | ||||||
2.50%, 12/20/50 | 380,450 | 325,994 | ||||||
3.50%, 12/20/50 | 28,083 | 25,662 | ||||||
2.00%, 3/20/51 | 391,597 | 324,086 | ||||||
2.50%, 3/20/51 | 426,851 | 365,293 | ||||||
2.50%, 4/20/51 | 183,304 | 156,818 | ||||||
2.00%, 6/20/51 | 256,605 | 212,176 | ||||||
3.00%, 7/20/51 | 110,712 | 97,935 | ||||||
2.50%, 8/20/51 | 447,363 | 381,634 | ||||||
1.50%, 9/20/51 | 43,414 | 34,415 | ||||||
2.00%, 9/20/51 | 523,841 | 432,863 | ||||||
2.50%, 9/20/51 | 335,105 | 285,559 | ||||||
3.00%, 9/20/51 | 216,255 | 191,177 | ||||||
2.00%, 10/20/51 | 137,084 | 113,242 | ||||||
2.00%, 11/20/51 | 642,861 | 530,894 | ||||||
2.50%, 11/20/51 | 90,438 | 77,076 | ||||||
2.50%, 1/20/52 | 88,855 | 75,690 | ||||||
2.00%, 2/20/52 | 22,607 | 18,636 | ||||||
2.50%, 2/20/52 | 166,024 | 141,425 | ||||||
2.00%, 3/20/52 | 119,055 | 98,145 | ||||||
2.50%, 3/20/52 | 45,123 | 38,421 | ||||||
2.50%, 4/20/52 | 45,515 | 38,751 | ||||||
3.00%, 6/20/52 | 23,301 | 20,492 | ||||||
3.00%, 7/20/52 | 46,348 | 40,773 | ||||||
4.50%, 7/20/52 | 487,288 | 464,569 | ||||||
4.00%, 8/20/52 | 143,259 | 133,525 | ||||||
4.00%, 9/20/52 | 216,554 | 201,840 | ||||||
4.00%, 11/20/52 | 24,232 | 22,586 | ||||||
3.50%, 2/20/53 | 24,190 | 22,085 | ||||||
5.00%, 2/20/53 | 171,745 | 167,125 | ||||||
4.00%, 9/20/53(b) | 75,000 | 69,927 | ||||||
4.50%, 9/20/53(b) | 175,000 | 166,843 | ||||||
5.00%, 9/20/53(b) | 400,000 | 389,270 | ||||||
5.50%, 9/20/53(b) | 450,000 | 445,502 | ||||||
6.00%, 9/20/53(b) | 250,000 | 250,802 | ||||||
6.50%, 9/20/53(b) | 100,000 | 101,319 | ||||||
5.00%, 10/20/53(b) | 50,000 | 48,668 | ||||||
5.50%, 10/20/53(b) | 75,000 | 74,246 | ||||||
6.00%, 10/20/53(b) | 25,000 | 25,065 | ||||||
6.50%, 10/20/53(b) | 50,000 | 50,604 | ||||||
|
| |||||||
| Total Government National Mortgage Association |
| 12,350,721 | ||||||
| Tennessee Valley Authority – 0.1% |
| |||||||
2.88%, 9/15/24 | 25,000 | 24,360 | ||||||
5.25%, 9/15/39 | 140,000 | 144,528 | ||||||
|
| |||||||
| Total Tennessee Valley Authority |
| 168,888 | ||||||
| Uniform Mortgage-Backed Securities – 1.5% |
| |||||||
4.00%, 9/1/38(b) | 25,000 | 24,007 | ||||||
4.50%, 9/1/38(b) | 50,000 | 48,726 | ||||||
5.00%, 9/1/38(b) | 25,000 | 24,718 | ||||||
5.00%, 10/1/38(b) | 50,000 | 49,441 | ||||||
4.00%, 9/1/53(b) | 75,000 | 69,282 | ||||||
4.50%, 9/1/53(b) | 200,000 | 189,734 | ||||||
5.00%, 9/1/53(b) | 675,000 | 654,560 | ||||||
5.50%, 9/1/53(b) | 775,000 | 765,923 | ||||||
6.00%, 9/1/53(b) | 625,000 | 626,673 | ||||||
6.50%, 9/1/53(b) | 275,000 | 279,348 | ||||||
5.00%, 10/1/53(b) | 75,000 | 72,745 | ||||||
5.50%, 10/1/53(b) | 125,000 | 123,548 | ||||||
6.00%, 10/1/53(b) | 100,000 | 100,239 | ||||||
6.50%, 10/1/53(b) | 50,000 | 50,770 | ||||||
|
| |||||||
| Total Uniform Mortgage-Backed Securities |
| 3,079,714 | ||||||
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $64,022,775) |
| 57,455,181 | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 40.3% |
| |||||||
| U.S. Treasury Bonds – 8.1% |
| |||||||
6.13%, 8/15/29 | 45,000 | 49,375 | ||||||
4.50%, 2/15/36 | 20,000 | 20,922 | ||||||
4.75%, 2/15/37 | 350,000 | 374,199 | ||||||
4.50%, 5/15/38 | 100,000 | 103,664 | ||||||
3.50%, 2/15/39 | 67,000 | 61,656 | ||||||
4.38%, 11/15/39 | 595,000 | 603,832 | ||||||
1.13%, 5/15/40 | 285,000 | 176,589 | ||||||
4.38%, 5/15/40 | 40,000 | 40,506 | ||||||
3.88%, 8/15/40 | 35,000 | 33,239 | ||||||
1.38%, 11/15/40 | 1,140,000 | 728,264 | ||||||
4.25%, 11/15/40 | 65,000 | 64,746 | ||||||
1.88%, 2/15/41 | 1,080,000 | 749,756 | ||||||
4.75%, 2/15/41 | 25,000 | 26,422 | ||||||
2.25%, 5/15/41 | 1,225,000 | 902,959 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 59 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.38%, 5/15/41 | $ | 40,000 | $ | 40,309 | ||||
1.75%, 8/15/41 | 140,000 | 94,117 | ||||||
3.75%, 8/15/41 | 395,000 | 366,054 | ||||||
2.00%, 11/15/41 | 415,000 | 290,565 | ||||||
3.13%, 11/15/41 | 295,000 | 249,021 | ||||||
2.38%, 2/15/42 | 925,000 | 688,330 | ||||||
3.25%, 5/15/42 | 540,000 | 461,194 | ||||||
3.38%, 8/15/42 | 410,000 | 355,867 | ||||||
2.75%, 11/15/42 | 60,000 | 47,063 | ||||||
3.13%, 2/15/43 | 275,000 | 228,486 | ||||||
3.88%, 5/15/43 | 120,000 | 111,619 | ||||||
3.63%, 8/15/43 | 90,000 | 80,452 | ||||||
4.38%, 8/15/43 | 125,000 | 124,687 | ||||||
2.50%, 2/15/45 | 245,000 | 179,903 | ||||||
3.00%, 5/15/45 | 60,000 | 48,080 | ||||||
2.50%, 2/15/46 | 725,000 | 527,268 | ||||||
2.50%, 5/15/46 | 295,000 | 214,290 | ||||||
2.25%, 8/15/46 | 415,000 | 285,961 | ||||||
2.88%, 11/15/46 | 165,000 | 128,378 | ||||||
3.00%, 2/15/47 | 225,000 | 178,928 | ||||||
3.00%, 5/15/47 | 240,000 | 190,819 | ||||||
2.75%, 8/15/47 | 355,000 | 269,134 | ||||||
3.13%, 5/15/48 | 440,000 | 357,431 | ||||||
3.00%, 8/15/48 | 480,000 | 381,037 | ||||||
3.38%, 11/15/48 | 35,000 | 29,747 | ||||||
3.00%, 2/15/49 | 520,000 | 412,831 | ||||||
2.88%, 5/15/49 | 365,000 | 283,103 | ||||||
2.25%, 8/15/49 | 480,000 | 326,625 | ||||||
2.38%, 11/15/49 | 460,000 | 321,748 | ||||||
2.00%, 2/15/50 | 75,000 | 48,035 | ||||||
1.25%, 5/15/50 | 535,000 | 279,830 | ||||||
1.38%, 8/15/50 | 535,000 | 289,276 | ||||||
1.63%, 11/15/50 | 650,000 | 376,035 | ||||||
1.88%, 2/15/51 | 855,000 | 527,629 | ||||||
2.38%, 5/15/51 | 1,020,000 | 709,219 | ||||||
1.88%, 11/15/51 | 455,000 | 279,647 | ||||||
2.25%, 2/15/52 | 630,000 | 425,250 | ||||||
2.88%, 5/15/52 | 660,000 | 512,480 | ||||||
3.00%, 8/15/52 | 550,000 | 438,496 | ||||||
4.00%, 11/15/52 | 525,000 | 506,748 | ||||||
3.63%, 2/15/53 | 230,000 | 207,270 | ||||||
3.63%, 5/15/53 | 375,000 | 338,291 | ||||||
4.13%, 8/15/53 | 50,000 | 49,332 | ||||||
|
| |||||||
| Total U.S. Treasury Bonds |
| 16,196,714 | ||||||
| U.S. Treasury Notes – 32.2% |
| |||||||
0.38%, 9/15/24 | 440,000 | 418,069 | ||||||
0.63%, 10/15/24 | 910,000 | 864,162 | ||||||
1.50%, 10/31/24 | 330,000 | 316,078 | ||||||
2.25%, 10/31/24 | 30,000 | 28,979 | ||||||
4.38%, 10/31/24 | 800,000 | 791,719 | ||||||
0.75%, 11/15/24 | 790,000 | 748,834 | ||||||
2.25%, 11/15/24 | 650,000 | 627,225 | ||||||
1.50%, 11/30/24 | 375,000 | 358,162 | ||||||
2.13%, 11/30/24 | 250,000 | 240,664 | ||||||
1.00%, 12/15/24 | 990,000 | 938,508 | ||||||
1.75%, 12/31/24 | 50,000 | 47,802 | ||||||
2.25%, 12/31/24 | 275,000 | 264,677 | ||||||
1.13%, 1/15/25 | 570,000 | 539,786 | ||||||
1.38%, 1/31/25 | 220,000 | 208,794 | ||||||
2.50%, 1/31/25 | 75,000 | 72,308 | ||||||
1.50%, 2/15/25 | 150,000 | 142,418 | ||||||
2.00%, 2/15/25 | 285,000 | 272,643 | ||||||
1.13%, 2/28/25 | 185,000 | 174,511 | ||||||
2.75%, 2/28/25 | 290,000 | 280,246 | ||||||
1.75%, 3/15/25 | 400,000 | 380,484 | ||||||
0.50%, 3/31/25 | 600,000 | 558,926 | ||||||
3.88%, 3/31/25 | 500,000 | 490,977 | ||||||
2.63%, 4/15/25 | 505,000 | 486,181 | ||||||
0.38%, 4/30/25 | 600,000 | 556,043 | ||||||
3.88%, 4/30/25 | 325,000 | 319,097 | ||||||
2.13%, 5/15/25 | 555,000 | 529,190 | ||||||
2.75%, 5/15/25 | 455,000 | 438,471 | ||||||
0.25%, 5/31/25 | 30,000 | 27,649 | ||||||
2.88%, 5/31/25 | 245,000 | 236,425 | ||||||
4.25%, 5/31/25 | 335,000 | 330,904 | ||||||
2.88%, 6/15/25 | 480,000 | 463,050 | ||||||
4.63%, 6/30/25 | 350,000 | 348,072 | ||||||
0.25%, 7/31/25 | 450,000 | 412,225 | ||||||
2.88%, 7/31/25 | 145,000 | 139,679 | ||||||
4.75%, 7/31/25 | 335,000 | 334,104 | ||||||
2.00%, 8/15/25 | 605,000 | 572,836 | ||||||
3.13%, 8/15/25 | 445,000 | 430,555 | ||||||
0.25%, 8/31/25 | 600,000 | 547,852 | ||||||
2.75%, 8/31/25 | 205,000 | 196,816 | ||||||
5.00%, 8/31/25 | 320,000 | 320,906 | ||||||
3.50%, 9/15/25 | 450,000 | 438,311 | ||||||
0.25%, 9/30/25 | 600,000 | 546,703 | ||||||
0.25%, 10/31/25 | 390,000 | 354,108 | ||||||
2.25%, 11/15/25 | 515,000 | 487,983 | ||||||
0.38%, 11/30/25 | 395,000 | 358,586 | ||||||
2.88%, 11/30/25 | 260,000 | 249,691 | ||||||
0.38%, 12/31/25 | 605,000 | 548,234 | ||||||
2.63%, 12/31/25 | 235,000 | 224,214 | ||||||
0.38%, 1/31/26 | 655,000 | 591,214 | ||||||
2.63%, 1/31/26 | 140,000 | 133,437 | ||||||
1.63%, 2/15/26 | 570,000 | 529,966 | ||||||
4.00%, 2/15/26 | 235,000 | 231,310 | ||||||
0.50%, 2/28/26 | 220,000 | 198,687 | ||||||
2.50%, 2/28/26 | 140,000 | 132,951 | ||||||
4.63%, 3/15/26 | 365,000 | 364,758 | ||||||
0.75%, 3/31/26 | 965,000 | 875,926 | ||||||
2.25%, 3/31/26 | 115,000 | 108,455 | ||||||
3.75%, 4/15/26 | 410,000 | 401,159 | ||||||
0.75%, 4/30/26 | 145,000 | 131,151 | ||||||
2.38%, 4/30/26 | 40,000 | 37,786 | ||||||
1.63%, 5/15/26 | 555,000 | 513,418 | ||||||
3.63%, 5/15/26 | 340,000 | 331,619 | ||||||
2.13%, 5/31/26 | 145,000 | 135,892 | ||||||
4.13%, 6/15/26 | 335,000 | 331,153 | ||||||
0.88%, 6/30/26 | 350,000 | 316,436 | ||||||
1.88%, 6/30/26 | 245,000 | 227,879 | ||||||
4.50%, 7/15/26 | 320,000 | 319,475 | ||||||
0.63%, 7/31/26 | 380,000 | 339,877 | ||||||
1.88%, 7/31/26 | 265,000 | 245,922 | ||||||
4.38%, 8/15/26 | 300,000 | 298,629 | ||||||
0.75%, 8/31/26 | 660,000 | 591,035 | ||||||
See Notes to Financial Statements.
| 60 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
1.38%, 8/31/26 | $ | 255,000 | $ | 232,707 | ||||
0.88%, 9/30/26 | 730,000 | 655,146 | ||||||
1.13%, 10/31/26 | 630,000 | 568,034 | ||||||
1.63%, 10/31/26 | 455,000 | 416,787 | ||||||
2.00%, 11/15/26 | 260,000 | 240,795 | ||||||
1.25%, 11/30/26 | 635,000 | 573,584 | ||||||
1.63%, 11/30/26 | 240,000 | 219,506 | ||||||
1.25%, 12/31/26 | 590,000 | 532,198 | ||||||
1.75%, 12/31/26 | 255,000 | 233,853 | ||||||
1.50%, 1/31/27 | 640,000 | 580,625 | ||||||
2.25%, 2/15/27 | 505,000 | 469,650 | ||||||
1.13%, 2/28/27 | 150,000 | 134,139 | ||||||
1.88%, 2/28/27 | 690,000 | 633,129 | ||||||
2.38%, 5/15/27 | 605,000 | 563,146 | ||||||
0.50%, 5/31/27 | 500,000 | 433,184 | ||||||
2.63%, 5/31/27 | 525,000 | 492,864 | ||||||
0.50%, 6/30/27 | 485,000 | 419,146 | ||||||
0.38%, 7/31/27 | 685,000 | 587,227 | ||||||
2.25%, 8/15/27 | 380,000 | 350,906 | ||||||
0.50%, 8/31/27 | 710,000 | 610,184 | ||||||
0.38%, 9/30/27 | 765,000 | 652,103 | ||||||
4.13%, 9/30/27 | 200,000 | 198,172 | ||||||
0.50%, 10/31/27 | 955,000 | 816,152 | ||||||
2.25%, 11/15/27 | 385,000 | 354,110 | ||||||
0.63%, 11/30/27 | 860,000 | 737,181 | ||||||
0.63%, 12/31/27 | 1,030,000 | 880,650 | ||||||
0.75%, 1/31/28 | 520,000 | 446,042 | ||||||
3.50%, 1/31/28 | 570,000 | 551,341 | ||||||
2.75%, 2/15/28 | 630,000 | 590,280 | ||||||
4.00%, 2/29/28 | 145,000 | 143,238 | ||||||
3.63%, 3/31/28 | 765,000 | 743,723 | ||||||
1.25%, 4/30/28 | 1,095,000 | 955,088 | ||||||
3.50%, 4/30/28 | 385,000 | 372,262 | ||||||
2.88%, 5/15/28 | 470,000 | 441,855 | ||||||
1.25%, 5/31/28 | 595,000 | 518,045 | ||||||
3.63%, 5/31/28 | 265,000 | 257,775 | ||||||
1.25%, 6/30/28 | 450,000 | 391,025 | ||||||
4.00%, 6/30/28 | 360,000 | 355,753 | ||||||
1.00%, 7/31/28 | 410,000 | 350,966 | ||||||
4.13%, 7/31/28 | 345,000 | 343,032 | ||||||
2.88%, 8/15/28 | 15,000 | 14,065 | ||||||
1.13%, 8/31/28 | 565,000 | 485,679 | ||||||
4.38%, 8/31/28 | 600,000 | 603,680 | ||||||
1.25%, 9/30/28 | 650,000 | 561,031 | ||||||
1.38%, 10/31/28 | 100,000 | 86,691 | ||||||
3.13%, 11/15/28 | 560,000 | 530,272 | ||||||
1.50%, 11/30/28 | 630,000 | 548,838 | ||||||
1.38%, 12/31/28 | 615,000 | 531,470 | ||||||
1.75%, 1/31/29 | 980,000 | 861,864 | ||||||
2.63%, 2/15/29 | 660,000 | 607,741 | ||||||
1.88%, 2/28/29 | 550,000 | 486,471 | ||||||
2.38%, 3/31/29 | 515,000 | 467,041 | ||||||
2.88%, 4/30/29 | 480,000 | 446,756 | ||||||
2.38%, 5/15/29 | 530,000 | 480,168 | ||||||
2.75%, 5/31/29 | 460,000 | 424,871 | ||||||
3.25%, 6/30/29 | 600,000 | 568,992 | ||||||
2.63%, 7/31/29 | 415,000 | 380,098 | ||||||
1.63%, 8/15/29 | 145,000 | 125,584 | ||||||
3.13%, 8/31/29 | 405,000 | 381,159 | ||||||
3.88%, 9/30/29 | 395,000 | 387,069 | ||||||
1.50%, 2/15/30 | 615,000 | 521,741 | ||||||
0.63%, 5/15/30 | 970,000 | 769,559 | ||||||
4.00%, 7/31/30 | 300,000 | 296,461 | ||||||
0.63%, 8/15/30 | 1,480,000 | 1,166,425 | ||||||
4.13%, 8/31/30 | 285,000 | 283,820 | ||||||
0.88%, 11/15/30 | 525,000 | 420,287 | ||||||
1.63%, 5/15/31 | 390,000 | 326,686 | ||||||
1.25%, 8/15/31 | 1,210,000 | 977,264 | ||||||
1.38%, 11/15/31 | 1,635,000 | 1,325,372 | ||||||
1.88%, 2/15/32 | 1,425,000 | 1,197,891 | ||||||
2.88%, 5/15/32 | 675,000 | 613,512 | ||||||
2.75%, 8/15/32 | 625,000 | 561,084 | ||||||
4.13%, 11/15/32 | 975,000 | 974,695 | ||||||
3.38%, 5/15/33 | 910,000 | 857,462 | ||||||
3.88%, 8/15/33 | 300,000 | 294,633 | ||||||
|
| |||||||
| Total U.S. Treasury Notes |
| 64,664,027 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $83,389,157) |
| 80,860,741 | ||||||
| CORPORATE BONDS – 25.3% |
| |||||||
| Australia – 0.1% |
| |||||||
BHP Billiton Finance USA Ltd. | 23,000 | 22,280 | ||||||
Westpac Banking Corp. | 23,000 | 21,717 | ||||||
4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year USD Secured Overnight Financing Rate ICE Swap Rate + 2.236% thereafter)(c) | 10,000 | 9,342 | ||||||
2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(c) | 30,000 | 23,090 | ||||||
4.42%, 7/24/39 | 10,000 | 8,079 | ||||||
2.96%, 11/16/40 | 50,000 | 32,507 | ||||||
|
| |||||||
| Total Australia |
| 117,015 | ||||||
| Austria – 0.0% |
| |||||||
Suzano Austria GmbH | 41,000 | 34,793 | ||||||
| Belgium – 0.2% |
| |||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. | 149,000 | 144,022 | ||||||
4.70%, 2/1/36 | 25,000 | 23,942 | ||||||
4.90%, 2/1/46 | 50,000 | 46,522 | ||||||
Anheuser-Busch InBev Worldwide, Inc. | 40,000 | 40,181 | ||||||
4.60%, 4/15/48 | 119,000 | 107,247 | ||||||
4.50%, 6/1/50 | 100,000 | 89,223 | ||||||
|
| |||||||
| Total Belgium |
| 451,137 | ||||||
| Brazil – 0.0% |
| |||||||
Vale Overseas Ltd. | 20,000 | 19,871 | ||||||
6.88%, 11/21/36 | 10,000 | 10,412 | ||||||
|
| |||||||
| Total Brazil |
| 30,283 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 61 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
| Canada – 0.6% |
| |||||||
Bank of Montreal | $ | 80,000 | $ | 77,352 | ||||
3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(c) | 5,000 | 4,421 | ||||||
Bank of Nova Scotia | 10,000 | 9,951 | ||||||
2.15%, 8/1/31 | 50,000 | 39,813 | ||||||
Brookfield Corp. | 21,000 | 20,439 | ||||||
Brookfield Finance, Inc. | 10,000 | 9,355 | ||||||
4.85%, 3/29/29 | 25,000 | 23,961 | ||||||
4.70%, 9/20/47 | 3,000 | 2,482 | ||||||
Canadian National Railway Co. | 8,000 | 7,565 | ||||||
3.85%, 8/5/32 | 75,000 | 69,261 | ||||||
4.40%, 8/5/52 | 25,000 | 22,148 | ||||||
Canadian Natural Resources Ltd. | 18,000 | 17,044 | ||||||
Canadian Pacific Railway Co. | 35,000 | 33,755 | ||||||
4.95%, 8/15/45 | 65,000 | 59,445 | ||||||
Cenovus Energy, Inc. | 17,000 | 17,657 | ||||||
Enbridge, Inc. | 11,000 | 10,623 | ||||||
4.00%, 11/15/49 | 70,000 | 52,650 | ||||||
Kinross Gold Corp. | 15,000 | 14,470 | ||||||
Nutrien Ltd. | 90,000 | 77,647 | ||||||
5.63%, 12/1/40 | 5,000 | 4,779 | ||||||
5.25%, 1/15/45 | 18,000 | 16,265 | ||||||
3.95%, 5/13/50 | 25,000 | 18,843 | ||||||
Rogers Communications, Inc. | 200,000 | 184,888 | ||||||
Royal Bank of Canada | 15,000 | 14,426 | ||||||
5.20%, 7/20/26 | 10,000 | 9,961 | ||||||
5.20%, 8/1/28 | 10,000 | 9,943 | ||||||
3.88%, 5/4/32 | 100,000 | 90,860 | ||||||
TELUS Corp. | 6,000 | 5,562 | ||||||
Toronto-Dominion Bank | 25,000 | 23,792 | ||||||
3.77%, 6/6/25 | 20,000 | 19,419 | ||||||
0.75%, 9/11/25 | 25,000 | 22,805 | ||||||
5.53%, 7/17/26 | 15,000 | 15,039 | ||||||
5.52%, 7/17/28 | 10,000 | 10,047 | ||||||
4.46%, 6/8/32 | 70,000 | 65,263 | ||||||
TransCanada PipeLines Ltd. | 16,000 | 15,245 | ||||||
4.63%, 3/1/34(d) | 23,000 | 20,821 | ||||||
5.85%, 3/15/36 | 29,000 | 28,823 | ||||||
|
| |||||||
| Total Canada |
| 1,146,820 | ||||||
| Chile – 0.0% |
| |||||||
Enel Chile SA | 25,000 | 23,954 | ||||||
| France – 0.0% |
| |||||||
Sanofi | 5,000 | 4,829 | ||||||
TotalEnergies Capital International SA | 20,000 | 18,625 | ||||||
3.46%, 7/12/49 | 20,000 | 14,911 | ||||||
|
| |||||||
| Total France |
| 38,365 | ||||||
| Germany – 0.5% |
| |||||||
Deutsche Bank AG | ||||||||
7.15%, 7/13/27, (7.146% fixed rate until 7/13/26; Secured Overnight Financing Rate + 2.52% thereafter)(c) | 150,000 | 152,325 | ||||||
Deutsche Telekom International Finance BV | 35,000 | 44,053 | ||||||
Kreditanstalt fuer Wiederaufbau | 240,000 | 217,865 | ||||||
3.63%, 4/1/26 | 200,000 | 194,912 | ||||||
2.88%, 4/3/28 | 40,000 | 37,471 | ||||||
4.13%, 7/15/33 | 35,000 | 34,599 | ||||||
0.00%, 4/18/36(a) | 50,000 | 28,865 | ||||||
Landwirtschaftliche Rentenbank | 195,000 | 179,714 | ||||||
2.50%, 11/15/27, Series 37 | 26,000 | 24,113 | ||||||
|
| |||||||
| Total Germany |
| 913,917 | ||||||
| Japan – 0.3% |
| |||||||
Mitsubishi UFJ Financial Group, Inc. | 5,000 | 4,855 | ||||||
5.72%, 2/20/26, (5.719% fixed rate until 2/20/25; 1-year Constant Maturity Treasury Rate + 1.08% thereafter)(c) | 200,000 | 199,584 | ||||||
4.15%, 3/7/39 | 25,000 | 21,788 | ||||||
Mizuho Financial Group, Inc. | ||||||||
2.17%, 5/22/32, (2.172% fixed rate until 5/22/31; 1-year Constant Maturity Treasury Rate + 0.87% thereafter)(c) | 103,000 | 79,706 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 25,000 | 23,417 | ||||||
3.35%, 10/18/27 | 16,000 | 14,732 | ||||||
5.80%, 7/13/28 | 200,000 | 202,534 | ||||||
3.20%, 9/17/29 | �� | 30,000 | 26,289 | |||||
6.18%, 7/13/43 | 10,000 | 10,077 | ||||||
Takeda Pharmaceutical Co. Ltd. | 25,000 | 18,181 | ||||||
Toyota Motor Corp. | 2,000 | 1,908 | ||||||
|
| |||||||
| Total Japan |
| 603,071 | ||||||
| Mexico – 0.0% |
| |||||||
Southern Copper Corp. | 5,000 | 5,432 | ||||||
| Netherlands – 0.2% |
| |||||||
Cooperatieve Rabobank UA | 250,000 | 250,180 | ||||||
See Notes to Financial Statements.
| 62 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Shell International Finance BV | $ | 27,000 | $ | 27,614 | ||||
4.38%, 5/11/45 | 50,000 | 43,399 | ||||||
4.00%, 5/10/46 | 50,000 | 41,110 | ||||||
3.13%, 11/7/49 | 41,000 | 28,604 | ||||||
|
| |||||||
| Total Netherlands |
| 390,907 | ||||||
| Norway – 0.1% |
| |||||||
Equinor ASA | 164,000 | 155,813 | ||||||
| Spain – 0.2% |
| |||||||
Banco Santander SA | 200,000 | 195,970 | ||||||
5.59%, 8/8/28 | 200,000 | 198,342 | ||||||
Telefonica Europe BV | 25,000 | 28,551 | ||||||
|
| |||||||
| Total Spain |
| 422,863 | ||||||
| Switzerland – 0.2% |
| |||||||
Credit Suisse AG | 200,000 | 195,002 | ||||||
UBS Group AG | 192,000 | 185,916 | ||||||
|
| |||||||
| Total Switzerland |
| 380,918 | ||||||
| United Kingdom – 1.2% |
| |||||||
AstraZeneca PLC | 15,000 | 14,422 | ||||||
4.00%, 1/17/29 | 25,000 | 24,008 | ||||||
6.45%, 9/15/37 | 25,000 | 28,133 | ||||||
4.38%, 11/16/45 | 50,000 | 44,530 | ||||||
Barclays PLC | ||||||||
5.83%, 5/9/27, (5.829% fixed rate until 5/9/26; Secured Overnight Financing Rate + 2.21% thereafter)(c) | 200,000 | 198,322 | ||||||
3.33%, 11/24/42, (3.33% fixed rate until 11/24/41; 1-year Constant Maturity Treasury Rate + 1.30% thereafter)(c) | 200,000 | 137,058 | ||||||
BAT Capital Corp. | 25,000 | 23,355 | ||||||
4.39%, 8/15/37 | 25,000 | 19,805 | ||||||
3.98%, 9/25/50 | 100,000 | 66,220 | ||||||
BP Capital Markets PLC | 24,000 | 22,617 | ||||||
British Telecommunications PLC | 111,000 | 135,272 | ||||||
Diageo Capital PLC | 30,000 | 24,143 | ||||||
GlaxoSmithKline Capital, Inc. | 20,000 | 21,204 | ||||||
6.38%, 5/15/38 | 50,000 | 56,950 | ||||||
HSBC Holdings PLC | 25,000 | 23,821 | ||||||
1.59%, 5/24/27, (1.589% fixed rate until 5/24/26; Secured Overnight Financing Rate + 1.29% thereafter)(c) | 200,000 | 177,912 | ||||||
5.89%, 8/14/27, (5.887% fixed rate until 8/14/26; Secured Overnight Financing Rate + 1.57% thereafter)(c) | 200,000 | 199,426 | ||||||
4.95%, 3/31/30 | 175,000 | 168,515 | ||||||
6.55%, 6/20/34, (6.547% fixed rate until 6/20/33; Secured Overnight Financing Rate + 2.98% thereafter)(c)(d) | 200,000 | 195,966 | ||||||
Lloyds Banking Group PLC | ||||||||
4.72%, 8/11/26, (4.716% fixed rate until 8/11/25; 1-year Constant Maturity Treasury Rate + 1.75% thereafter)(c) | 300,000 | 293,421 | ||||||
5.99%, 8/7/27, (5.985% fixed rate until 8/7/26; 1-year Constant Maturity Treasury Rate + 1.48% thereafter)(c) | 200,000 | 199,828 | ||||||
4.98%, 8/11/33, (4.976% fixed rate until 8/11/32; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(c) | 200,000 | 185,190 | ||||||
Reynolds American, Inc. | 23,000 | 24,150 | ||||||
5.85%, 8/15/45 | 10,000 | 8,692 | ||||||
Unilever Capital Corp. | 70,000 | 76,192 | ||||||
Vodafone Group PLC | 37,000 | 36,172 | ||||||
4.38%, 2/19/43 | 34,000 | 27,745 | ||||||
5.25%, 5/30/48 | 30,000 | 27,111 | ||||||
5.75%, 2/10/63 | 50,000 | 46,530 | ||||||
|
| |||||||
| Total United Kingdom |
| 2,506,710 | ||||||
| United States – 21.7% |
| |||||||
3M Co. | 19,000 | 17,502 | ||||||
3.38%, 3/1/29(d) | 35,000 | 32,057 | ||||||
3.05%, 4/15/30(d) | 10,000 | 8,935 | ||||||
3.63%, 10/15/47(d) | 88,000 | 65,784 | ||||||
Abbott Laboratories | 53,000 | 58,858 | ||||||
4.75%, 4/15/43 | 10,000 | 9,607 | ||||||
AbbVie, Inc. | 24,000 | 23,278 | ||||||
2.95%, 11/21/26 | 165,000 | 154,450 | ||||||
4.55%, 3/15/35 | 10,000 | 9,463 | ||||||
4.50%, 5/14/35 | 100,000 | 94,120 | ||||||
4.05%, 11/21/39 | 125,000 | 107,265 | ||||||
4.40%, 11/6/42 | 15,000 | 13,113 | ||||||
4.75%, 3/15/45 | 2,000 | 1,797 | ||||||
4.25%, 11/21/49 | 14,000 | 11,800 | ||||||
Activision Blizzard, Inc. | 82,000 | 77,564 | ||||||
2.50%, 9/15/50 | 20,000 | 12,740 | ||||||
Adobe, Inc. | 50,000 | 43,431 | ||||||
Advance Auto Parts, Inc. | 25,000 | 21,660 | ||||||
Advocate Health & Hospitals Corp. | 25,000 | 16,727 | ||||||
AES Corp. | 35,000 | 34,364 | ||||||
Aetna, Inc. | 30,000 | 25,874 | ||||||
3.88%, 8/15/47 | 43,000 | 32,300 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 63 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Air Lease Corp. | $ | 5,000 | $ | 4,909 | ||||
3.25%, 3/1/25 | 25,000 | 23,958 | ||||||
3.63%, 4/1/27 | 23,000 | 21,384 | ||||||
3.63%, 12/1/27 | 238,000 | 218,834 | ||||||
4.63%, 10/1/28 | 50,000 | 47,148 | ||||||
Air Products & Chemicals, Inc. | 50,000 | 36,422 | ||||||
Aircastle Ltd. | 25,000 | 23,734 | ||||||
Alabama Power Co. | 12,000 | 9,906 | ||||||
3.45%, 10/1/49 | 9,000 | 6,404 | ||||||
Alexandria Real Estate Equities, Inc. | 18,000 | 17,376 | ||||||
4.90%, 12/15/30 | 51,000 | 49,397 | ||||||
1.88%, 2/1/33 | 25,000 | 18,438 | ||||||
Allstate Corp. | 20,000 | 15,349 | ||||||
4.20%, 12/15/46 | 50,000 | 39,673 | ||||||
Ally Financial, Inc. | 138,000 | 143,643 | ||||||
Alphabet, Inc. | 25,000 | 20,047 | ||||||
1.90%, 8/15/40 | 20,000 | 13,429 | ||||||
2.25%, 8/15/60 | 50,000 | 29,252 | ||||||
Altria Group, Inc. | 25,000 | 24,234 | ||||||
2.45%, 2/4/32 | 20,000 | 15,619 | ||||||
3.40%, 2/4/41 | 6,000 | 4,092 | ||||||
5.38%, 1/31/44(d) | 118,000 | 109,844 | ||||||
Amazon.com, Inc. | 19,000 | 19,069 | ||||||
1.20%, 6/3/27 | 25,000 | 22,026 | ||||||
1.50%, 6/3/30 | 60,000 | 48,821 | ||||||
2.10%, 5/12/31 | 90,000 | 74,731 | ||||||
3.60%, 4/13/32 | 77,000 | 70,859 | ||||||
3.88%, 8/22/37 | 15,000 | 13,536 | ||||||
4.95%, 12/5/44 | 22,000 | 21,739 | ||||||
4.05%, 8/22/47 | 7,000 | 6,055 | ||||||
4.25%, 8/22/57 | 27,000 | 23,414 | ||||||
2.70%, 6/3/60 | 30,000 | 18,502 | ||||||
4.10%, 4/13/62 | 100,000 | 82,982 | ||||||
Ameren Illinois Co. | 23,000 | 21,930 | ||||||
1.55%, 11/15/30 | 50,000 | 39,062 | ||||||
American Express Co. | 85,000 | 82,542 | ||||||
4.90%, 2/13/26 | 150,000 | 148,140 | ||||||
3.30%, 5/3/27 | 10,000 | 9,327 | ||||||
American Financial Group, Inc. | 25,000 | 19,864 | ||||||
American Homes 4 Rent LP | 10,000 | 9,478 | ||||||
American Honda Finance Corp. | 15,000 | 13,752 | ||||||
5.25%, 7/7/26 | 10,000 | 10,020 | ||||||
2.30%, 9/9/26 | 5,000 | 4,598 | ||||||
4.60%, 4/17/30 | 100,000 | 97,382 | ||||||
American International Group, Inc. | 48,000 | 40,831 | ||||||
4.75%, 4/1/48 | 28,000 | 24,687 | ||||||
American Tower Corp. | 45,000 | 43,666 | ||||||
3.60%, 1/15/28 | 58,000 | 53,553 | ||||||
3.80%, 8/15/29 | 25,000 | 22,752 | ||||||
3.10%, 6/15/50 | 10,000 | 6,261 | ||||||
2.95%, 1/15/51 | 25,000 | 15,135 | ||||||
American University | 50,000 | 38,784 | ||||||
American Water Capital Corp. | 25,000 | 23,073 | ||||||
3.45%, 6/1/29 | 25,000 | 22,954 | ||||||
3.75%, 9/1/47 | 40,000 | 31,160 | ||||||
Amgen, Inc. | 49,000 | 40,466 | ||||||
4.66%, 6/15/51 | 250,000 | 215,405 | ||||||
Aon Corp. | 15,000 | 12,888 | ||||||
Aon Corp. / Aon Global Holdings PLC | 50,000 | 48,848 | ||||||
Apache Corp. | 20,000 | 16,699 | ||||||
Apple, Inc. | 10,000 | 9,356 | ||||||
3.25%, 2/23/26 | 75,000 | 72,128 | ||||||
2.45%, 8/4/26 | 200,000 | 187,262 | ||||||
3.20%, 5/11/27 | 102,000 | 96,947 | ||||||
3.00%, 6/20/27 | 10,000 | 9,438 | ||||||
2.20%, 9/11/29 | 75,000 | 65,641 | ||||||
1.65%, 5/11/30 | 55,000 | 45,910 | ||||||
3.35%, 8/8/32(d) | 25,000 | 22,951 | ||||||
4.45%, 5/6/44 | 18,000 | 17,128 | ||||||
4.38%, 5/13/45 | 18,000 | 16,581 | ||||||
3.85%, 8/4/46 | 36,000 | 30,508 | ||||||
3.75%, 11/13/47 | 48,000 | 39,984 | ||||||
2.65%, 5/11/50 | 60,000 | 40,010 | ||||||
4.85%, 5/10/53 | 30,000 | 29,655 | ||||||
2.55%, 8/20/60 | 25,000 | 15,735 | ||||||
4.10%, 8/8/62 | 40,000 | 33,573 | ||||||
Ares Capital Corp. | 22,000 | 21,171 | ||||||
Arizona Public Service Co. | 50,000 | 43,434 | ||||||
Arrow Electronics, Inc. | 25,000 | 20,086 | ||||||
Ascension Health | 19,000 | 17,831 | ||||||
AT&T, Inc. | 93,000 | 89,666 | ||||||
4.30%, 2/15/30 | 75,000 | 69,937 | ||||||
2.75%, 6/1/31 | 43,000 | 35,515 | ||||||
2.25%, 2/1/32 | 26,000 | 20,295 | ||||||
4.35%, 6/15/45 | 221,000 | 174,667 | ||||||
See Notes to Financial Statements.
| 64 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.75%, 5/15/46 | $ | 10,000 | $ | 8,345 | ||||
5.15%, 2/15/50 | 25,000 | 22,096 | ||||||
3.65%, 6/1/51 | 12,000 | 8,236 | ||||||
3.50%, 9/15/53 | 100,000 | 65,900 | ||||||
3.55%, 9/15/55 | 105,000 | 68,586 | ||||||
Atmos Energy Corp. | 70,000 | 54,632 | ||||||
Automatic Data Processing, Inc. | 100,000 | 79,726 | ||||||
AutoNation, Inc. | 3,000 | 2,909 | ||||||
3.80%, 11/15/27 | 5,000 | 4,616 | ||||||
AutoZone, Inc. | 18,000 | 17,365 | ||||||
3.63%, 4/15/25 | 64,000 | 62,090 | ||||||
4.00%, 4/15/30 | 25,000 | 23,162 | ||||||
AvalonBay Communities, Inc. | 102,000 | 85,378 | ||||||
Avangrid, Inc. | 25,000 | 22,701 | ||||||
Avnet, Inc. | 49,000 | 39,155 | ||||||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. | 48,000 | 44,564 | ||||||
Bank of America Corp. | 29,000 | 28,109 | ||||||
2.46%, 10/22/25, (2.456% fixed rate until 10/22/24; 3-month Secured Overnight Financing Rate + 1.132% thereafter)(c) | 38,000 | 36,535 | ||||||
3.50%, 4/19/26 | 71,000 | 67,571 | ||||||
1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(c) | 13,000 | 11,964 | ||||||
1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing Rate + 1.01% thereafter)(c) | 335,000 | 303,714 | ||||||
1.66%, 3/11/27, Series N, (1.658% fixed rate until 3/11/26; Secured Overnight Financing Rate + 0.91% thereafter)(c) | 45,000 | 40,674 | ||||||
3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(c) | 117,000 | 107,314 | ||||||
3.97%, 2/7/30, (3.974% fixed rate until 2/7/29; 3-month Secured Overnight Financing Rate + 1.472% thereafter)(c) | 75,000 | 69,081 | ||||||
1.92%, 10/24/31, (1.922% fixed rate until 10/24/30; Secured Overnight Financing Rate + 1.37% thereafter)(c) | 435,000 | 341,253 | ||||||
5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(c) | 100,000 | 96,227 | ||||||
4.24%, 4/24/38, (4.244% fixed rate until 4/24/37; 3-month Secured Overnight Financing Rate + 2.076% thereafter)(c) | 10,000 | 8,714 | ||||||
7.75%, 5/14/38 | 100,000 | 117,029 | ||||||
2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(c) | 45,000 | 31,022 | ||||||
5.88%, 2/7/42 | 10,000 | 10,364 | ||||||
5.00%, 1/21/44 | 70,000 | 66,671 | ||||||
4.75%, 4/21/45, Series L | 10,000 | 9,012 | ||||||
4.44%, 1/20/48, (4.443% fixed rate until 1/20/47; 3-month Secured Overnight Financing Rate + 2.252% thereafter)(c) | 10,000 | 8,543 | ||||||
3.95%, 1/23/49, (3.946% fixed rate until 1/23/48; 3-month Secured Overnight Financing Rate + 1.452% thereafter)(c) | 28,000 | 22,093 | ||||||
2.83%, 10/24/51, (2.831% fixed rate until 10/24/50; Secured Overnight Financing Rate + 1.88% thereafter)(c) | 5,000 | 3,215 | ||||||
Baxalta, Inc. | 15,000 | 14,592 | ||||||
Baxter International, Inc. | 100,000 | 94,826 | ||||||
2.27%, 12/1/28 | 90,000 | 77,143 | ||||||
Baylor Scott & White Holdings | 24,000 | 20,375 | ||||||
Becton Dickinson & Co. | 37,000 | 31,998 | ||||||
4.69%, 12/15/44 | 22,000 | 19,524 | ||||||
Berkshire Hathaway Energy Co. | 95,000 | 92,982 | ||||||
3.70%, 7/15/30 | 20,000 | 18,226 | ||||||
6.13%, 4/1/36 | 25,000 | 26,182 | ||||||
3.80%, 7/15/48 | 36,000 | 26,607 | ||||||
2.85%, 5/15/51 | 50,000 | 31,031 | ||||||
Berkshire Hathaway Finance Corp. | 200,000 | 168,488 | ||||||
4.20%, 8/15/48 | 20,000 | 17,434 | ||||||
4.25%, 1/15/49 | 38,000 | 33,469 | ||||||
2.85%, 10/15/50 | 5,000 | 3,361 | ||||||
Berry Global, Inc. | 40,000 | 36,384 | ||||||
BGC Partners, Inc. | 10,000 | 9,636 | ||||||
Black Hills Corp. | 50,000 | 44,271 | ||||||
Blue Owl Capital Corp. | 40,000 | 38,071 | ||||||
Blue Owl Capital Corp. III | 150,000 | 128,935 | ||||||
Blue Owl Credit Income Corp. | 50,000 | 48,473 | ||||||
Boardwalk Pipelines LP | 5,000 | 4,932 | ||||||
4.45%, 7/15/27 | 18,000 | 17,168 | ||||||
3.40%, 2/15/31 | 15,000 | 12,801 | ||||||
Boeing Co. | 55,000 | 54,249 | ||||||
2.25%, 6/15/26 | 5,000 | 4,583 | ||||||
5.15%, 5/1/30 | 69,000 | 67,930 | ||||||
3.63%, 2/1/31 | 50,000 | 44,663 | ||||||
5.88%, 2/15/40 | 10,000 | 9,970 | ||||||
3.90%, 5/1/49 | 10,000 | 7,492 | ||||||
5.81%, 5/1/50 | 25,000 | 24,357 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 65 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
3.83%, 3/1/59 | $ | 35,000 | $ | 24,148 | ||||
5.93%, 5/1/60 | 30,000 | 29,021 | ||||||
Bon Secours Mercy Health, Inc. | 30,000 | 20,339 | ||||||
BorgWarner, Inc. | 12,000 | 10,879 | ||||||
Boston Properties LP | 24,000 | 21,662 | ||||||
BP Capital Markets America, Inc. | 25,000 | 24,040 | ||||||
3.12%, 5/4/26 | 5,000 | 4,756 | ||||||
3.59%, 4/14/27 | 65,000 | 61,990 | ||||||
4.81%, 2/13/33 | 25,000 | 24,206 | ||||||
4.89%, 9/11/33 | 15,000 | 14,604 | ||||||
3.38%, 2/8/61 | 95,000 | 63,953 | ||||||
Brandywine Operating Partnership LP | 20,000 | 18,803 | ||||||
4.55%, 10/1/29 | 25,000 | 19,714 | ||||||
Brighthouse Financial, Inc. | 100,000 | 96,709 | ||||||
Bristol-Myers Squibb Co. | 7,000 | 6,675 | ||||||
3.90%, 2/20/28 | 127,000 | 121,945 | ||||||
3.40%, 7/26/29 | 89,000 | 82,458 | ||||||
4.13%, 6/15/39 | 10,000 | 8,837 | ||||||
4.25%, 10/26/49 | 50,000 | 42,271 | ||||||
2.55%, 11/13/50 | 5,000 | 3,063 | ||||||
Brixmor Operating Partnership LP | 50,000 | 46,536 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3,000 | 2,851 | ||||||
3.50%, 1/15/28 | 5,000 | 4,612 | ||||||
Broadcom, Inc. | 70,000 | 64,014 | ||||||
2.45%, 2/15/31(e) | 70,000 | 56,457 | ||||||
3.75%, 2/15/51(e) | 120,000 | 85,990 | ||||||
Bunge Ltd. Finance Corp. | 15,000 | 13,899 | ||||||
Burlington Northern Santa Fe LLC | 18,000 | 17,391 | ||||||
3.25%, 6/15/27 | 100,000 | 94,914 | ||||||
6.15%, 5/1/37 | 10,000 | 10,902 | ||||||
5.15%, 9/1/43 | 48,000 | 46,660 | ||||||
3.90%, 8/1/46 | 5,000 | 4,015 | ||||||
5.20%, 4/15/54 | 50,000 | 49,269 | ||||||
Camden Property Trust | 6,000 | 5,397 | ||||||
2.80%, 5/15/30 | 20,000 | 17,365 | ||||||
Campbell Soup Co. | 20,000 | 19,056 | ||||||
Capital One Financial Corp. | 25,000 | 24,046 | ||||||
3.75%, 3/9/27 | 20,000 | 18,623 | ||||||
1.88%, 11/2/27, (1.878% fixed rate until 11/2/26; Secured Overnight Financing Rate + 0.855% thereafter)(c) | 100,000 | 87,712 | ||||||
6.31%, 6/8/29, (6.312% fixed rate until 6/8/28 ; Secured Overnight Financing Rate + 2.64% thereafter)(c) | 15,000 | 15,002 | ||||||
6.38%, 6/8/34, (6.377% fixed rate until 6/8/33; Secured Overnight Financing Rate + 2.86% thereafter)(c) | 15,000 | 14,833 | ||||||
Cardinal Health, Inc. | 29,000 | 24,354 | ||||||
Carlisle Cos., Inc. | 12,000 | 11,327 | ||||||
2.75%, 3/1/30 | 25,000 | 21,193 | ||||||
Carrier Global Corp. | 25,000 | 21,449 | ||||||
Caterpillar Financial Services Corp. | 10,000 | 9,846 | ||||||
Caterpillar, Inc. | 25,000 | 21,215 | ||||||
3.25%, 9/19/49 | 34,000 | 25,691 | ||||||
Catholic Health Services of Long Island Obligated Group | 50,000 | 32,828 | ||||||
Cboe Global Markets, Inc. | 5,000 | 4,786 | ||||||
1.63%, 12/15/30 | 50,000 | 39,366 | ||||||
3.00%, 3/16/32 | 55,000 | 46,529 | ||||||
CBRE Services, Inc. | 16,000 | 15,667 | ||||||
2.50%, 4/1/31 | 95,000 | 76,287 | ||||||
5.95%, 8/15/34 | 10,000 | 9,918 | ||||||
CDW LLC / CDW Finance Corp. | 50,000 | 48,452 | ||||||
3.25%, 2/15/29 | 25,000 | 21,826 | ||||||
Celanese U.S. Holdings LLC | 10,000 | 10,036 | ||||||
6.55%, 11/15/30 | 10,000 | 10,008 | ||||||
6.70%, 11/15/33 | 10,000 | 10,051 | ||||||
Cencora, Inc. | 25,000 | 23,500 | ||||||
4.30%, 12/15/47(d) | 30,000 | 25,016 | ||||||
Centene Corp. | 100,000 | 79,602 | ||||||
CenterPoint Energy Houston Electric LLC | 10,000 | 8,295 | ||||||
4.45%, 10/1/32, Series AI | 100,000 | 94,993 | ||||||
CenterPoint Energy Resources Corp. | 74,000 | 58,931 | ||||||
Charles Schwab Corp. | 100,000 | 89,281 | ||||||
5.88%, 8/24/26 | 10,000 | 10,061 | ||||||
5.64%, 5/19/29, (5.643% fixed rate until 5/19/28; Secured Overnight Financing Rate + 2.21% thereafter)(c) | 10,000 | 9,986 | ||||||
1.65%, 3/11/31 | 60,000 | 45,996 | ||||||
2.90%, 3/3/32 | 50,000 | 41,303 | ||||||
5.85%, 5/19/34, (5.853% fixed rate until 5/19/33; Secured Overnight Financing Rate + 2.50% thereafter)(c) | 10,000 | 10,019 | ||||||
See Notes to Financial Statements.
| 66 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
6.14%, 8/24/34, (6.136% fixed rate until 8/24/33; Secured Overnight Financing Rate + 2.01% thereafter)(c) | $ | 10,000 | $ | 10,182 | ||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 206,000 | 155,619 | ||||||
6.38%, 10/23/35 | 5,000 | 4,853 | ||||||
3.50%, 6/1/41 | 44,000 | 29,135 | ||||||
6.48%, 10/23/45 | 16,000 | 14,716 | ||||||
5.13%, 7/1/49 | 20,000 | 15,426 | ||||||
3.70%, 4/1/51 | 24,000 | 14,916 | ||||||
6.83%, 10/23/55 | 43,000 | 40,134 | ||||||
3.85%, 4/1/61 | 14,000 | 8,377 | ||||||
Cheniere Energy Partners LP | 30,000 | 29,978 | ||||||
Chevron Corp. | 71,000 | 50,483 | ||||||
Chevron USA, Inc. | 5,000 | 4,916 | ||||||
0.69%, 8/12/25 | 15,000 | 13,804 | ||||||
3.25%, 10/15/29 | 26,000 | 23,847 | ||||||
Children’s Hospital Corp. | 25,000 | 21,199 | ||||||
2.93%, 7/15/50, Series 2020 | 85,000 | 53,836 | ||||||
Chubb INA Holdings, Inc. | 18,000 | 17,417 | ||||||
Cigna Group | 10,000 | 9,405 | ||||||
3.05%, 10/15/27 | 210,000 | 193,633 | ||||||
6.13%, 11/15/41(d) | 14,000 | 14,606 | ||||||
3.88%, 10/15/47 | 15,000 | 11,446 | ||||||
4.90%, 12/15/48 | 30,000 | 26,714 | ||||||
Cintas Corp. No. 2 | 23,000 | 22,077 | ||||||
Cisco Systems, Inc. | 40,000 | 43,395 | ||||||
Citigroup, Inc. | 69,000 | 66,900 | ||||||
3.29%, 3/17/26, (3.29% fixed rate until 3/17/25; Secured Overnight Financing Rate + 1.528% thereafter)(c) | 144,000 | 138,396 | ||||||
4.45%, 9/29/27 | 183,000 | 175,021 | ||||||
3.98%, 3/20/30, (3.98% fixed rate until 3/20/29; 3-month Secured Overnight Financing Rate + 1.60% thereafter)(c) | 41,000 | 37,766 | ||||||
4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c) | 20,000 | 18,584 | ||||||
2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(c) | 8,000 | 6,610 | ||||||
6.63%, 6/15/32 | 69,000 | 71,955 | ||||||
3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(c) | 200,000 | 164,972 | ||||||
8.13%, 7/15/39 | 60,000 | 74,878 | ||||||
6.68%, 9/13/43 | 19,000 | 19,984 | ||||||
4.65%, 7/30/45 | 25,000 | 21,599 | ||||||
4.65%, 7/23/48 | 35,000 | 30,401 | ||||||
Citizens Financial Group, Inc. | 50,000 | 40,203 | ||||||
3.25%, 4/30/30(d) | 50,000 | 41,856 | ||||||
Cleco Corporate Holdings LLC | 23,000 | 21,625 | ||||||
CME Group, Inc. | 55,000 | 53,167 | ||||||
2.65%, 3/15/32 | 50,000 | 41,969 | ||||||
5.30%, 9/15/43 | 5,000 | 5,072 | ||||||
4.15%, 6/15/48 | 5,000 | 4,408 | ||||||
CNH Industrial Capital LLC | 150,000 | 149,599 | ||||||
4.55%, 4/10/28(d) | 50,000 | 48,386 | ||||||
Coca-Cola Co. | 100,000 | 82,448 | ||||||
2.60%, 6/1/50 | 5,000 | 3,324 | ||||||
2.50%, 3/15/51 | 5,000 | 3,237 | ||||||
2.75%, 6/1/60 | 45,000 | 29,344 | ||||||
Comcast Corp. | 20,000 | 18,345 | ||||||
3.55%, 5/1/28 | 20,000 | 18,898 | ||||||
4.55%, 1/15/29 | 10,000 | 9,803 | ||||||
4.25%, 10/15/30 | 25,000 | 23,793 | ||||||
4.80%, 5/15/33 | 10,000 | 9,781 | ||||||
6.45%, 3/15/37 | 27,000 | 29,532 | ||||||
4.60%, 10/15/38 | 15,000 | 13,797 | ||||||
4.00%, 8/15/47 | 15,000 | 12,044 | ||||||
3.97%, 11/1/47 | 27,000 | 21,678 | ||||||
4.70%, 10/15/48 | 12,000 | 10,884 | ||||||
4.00%, 11/1/49 | 50,000 | 39,927 | ||||||
3.45%, 2/1/50 | 50,000 | 36,532 | ||||||
2.89%, 11/1/51 | 50,000 | 32,054 | ||||||
2.45%, 8/15/52 | 10,000 | 5,866 | ||||||
4.05%, 11/1/52 | 100,000 | 80,048 | ||||||
5.35%, 5/15/53 | 15,000 | �� | 14,692 | |||||
4.95%, 10/15/58(d) | 28,000 | 25,897 | ||||||
2.65%, 8/15/62 | 10,000 | 5,736 | ||||||
5.50%, 5/15/64 | 10,000 | 9,775 | ||||||
CommonSpirit Health | 57,000 | 50,846 | ||||||
Conagra Brands, Inc. | 25,000 | 21,245 | ||||||
7.00%, 10/1/28 | 19,000 | 20,297 | ||||||
ConocoPhillips | 10,000 | 9,945 | ||||||
6.50%, 2/1/39 | 9,000 | 10,043 | ||||||
5.30%, 5/15/53 | 40,000 | 39,106 | ||||||
5.55%, 3/15/54 | 10,000 | 10,034 | ||||||
Consolidated Edison Co. of New York, Inc. | 25,000 | 21,196 | ||||||
4.00%, 11/15/57, Series C | 43,000 | 33,514 | ||||||
3.70%, 11/15/59 | 60,000 | 42,474 | ||||||
Constellation Brands, Inc. | 66,000 | 64,616 | ||||||
3.15%, 8/1/29 | 50,000 | 44,703 | ||||||
5.25%, 11/15/48 | 19,000 | 17,777 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 67 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Consumers Energy Co. | $ | 25,000 | $ | 24,244 | ||||
3.10%, 8/15/50 | 60,000 | 41,272 | ||||||
Corebridge Financial, Inc. | 25,000 | 19,368 | ||||||
Corning, Inc. | 25,000 | 20,256 | ||||||
5.85%, 11/15/68 | 18,000 | 17,196 | ||||||
5.45%, 11/15/79 | 10,000 | 8,970 | ||||||
Costco Wholesale Corp. | 5,000 | 4,725 | ||||||
1.60%, 4/20/30 | 40,000 | 33,029 | ||||||
1.75%, 4/20/32 | 5,000 | 3,975 | ||||||
Crown Castle, Inc. | 14,000 | 13,175 | ||||||
2.10%, 4/1/31 | 100,000 | 78,890 | ||||||
4.75%, 5/15/47 | 50,000 | 41,434 | ||||||
3.25%, 1/15/51 | 15,000 | 9,762 | ||||||
CSX Corp. | 20,000 | 17,101 | ||||||
4.30%, 3/1/48 | 20,000 | 16,878 | ||||||
4.50%, 8/1/54 | 18,000 | 15,481 | ||||||
CVS Health Corp. | 73,000 | 75,163 | ||||||
3.25%, 8/15/29 | 25,000 | 22,351 | ||||||
1.88%, 2/28/31 | 105,000 | 82,401 | ||||||
4.88%, 7/20/35 | 85,000 | 79,159 | ||||||
4.78%, 3/25/38 | 25,000 | 22,424 | ||||||
5.30%, 12/5/43 | 23,000 | 21,094 | ||||||
5.05%, 3/25/48 | 35,000 | 30,762 | ||||||
5.63%, 2/21/53 | 60,000 | 56,880 | ||||||
D.R. Horton, Inc. | 25,000 | 24,115 | ||||||
Danaher Corp. | 5,000 | 3,196 | ||||||
Darden Restaurants, Inc. | 53,000 | 50,311 | ||||||
Dell International LLC / EMC Corp. | 15,000 | 15,162 | ||||||
4.90%, 10/1/26 | 25,000 | 24,555 | ||||||
8.35%, 7/15/46 | 12,000 | 14,756 | ||||||
Dell, Inc. | 50,000 | 50,851 | ||||||
Devon Energy Corp. | 15,000 | 13,946 | ||||||
DH Europe Finance II Sarl | 25,000 | 19,884 | ||||||
Digital Realty Trust LP | 50,000 | 45,067 | ||||||
Dignity Health | 25,000 | 22,685 | ||||||
Discovery Communications LLC | 10,000 | 8,106 | ||||||
4.00%, 9/15/55 | 47,000 | 30,683 | ||||||
Dollar General Corp. | 50,000 | 44,436 | ||||||
5.45%, 7/5/33(d) | 10,000 | 9,704 | ||||||
Dollar Tree, Inc. | 50,000 | 47,447 | ||||||
Dominion Energy, Inc. | 5,000 | 4,836 | ||||||
1.45%, 4/15/26, Series A | 62,000 | 55,951 | ||||||
6.30%, 3/15/33, Series E | 100,000 | 105,285 | ||||||
4.90%, 8/1/41, Series C | 25,000 | 22,004 | ||||||
Dover Corp. | 23,000 | 21,906 | ||||||
Dow Chemical Co. | 17,000 | 15,337 | ||||||
9.40%, 5/15/39 | 15,000 | 19,831 | ||||||
5.25%, 11/15/41 | 110,000 | 102,775 | ||||||
4.38%, 11/15/42 | 5,000 | 4,129 | ||||||
DTE Electric Co. | 60,000 | 52,687 | ||||||
3.75%, 8/15/47 | 50,000 | 38,238 | ||||||
Duke Energy Carolinas LLC | 43,000 | 32,611 | ||||||
Duke Energy Corp. | 40,000 | 39,617 | ||||||
3.15%, 8/15/27 | 175,000 | 161,938 | ||||||
3.95%, 8/15/47 | 70,000 | 52,398 | ||||||
Duke Energy Florida LLC | 43,500 | 46,851 | ||||||
Duke Energy Indiana LLC | 142,000 | 86,952 | ||||||
DuPont de Nemours, Inc. | 125,000 | 122,536 | ||||||
Eastern Gas Transmission & Storage, Inc. | 45,000 | 36,978 | ||||||
Eastman Chemical Co. | 23,000 | 19,524 | ||||||
Eaton Vance Corp. | 18,000 | 16,917 | ||||||
eBay, Inc. | 15,000 | 11,752 | ||||||
Ecolab, Inc. | 5,000 | 4,684 | ||||||
3.25%, 12/1/27 | 25,000 | 23,465 | ||||||
2.13%, 8/15/50 | 13,000 | 7,405 | ||||||
Elevance Health, Inc. | 25,000 | 23,571 | ||||||
4.63%, 5/15/42 | 49,000 | 43,572 | ||||||
4.65%, 8/15/44 | 15,000 | 13,112 | ||||||
3.13%, 5/15/50 | 52,000 | 35,197 | ||||||
3.60%, 3/15/51 | 25,000 | 18,393 | ||||||
Eli Lilly & Co. | 25,000 | 25,804 | ||||||
Emerson Electric Co. | 35,000 | 31,066 | ||||||
Enbridge Energy Partners LP | 5,000 | 5,027 | ||||||
Energy Transfer LP | 15,000 | 15,037 | ||||||
3.90%, 7/15/26 | 5,000 | 4,779 | ||||||
4.20%, 4/15/27 | 20,000 | 19,069 | ||||||
See Notes to Financial Statements.
| 68 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
5.50%, 6/1/27 | $ | 50,000 | $ | 49,741 | ||||
4.15%, 9/15/29 | 63,000 | 58,065 | ||||||
4.90%, 3/15/35 | 13,000 | 11,874 | ||||||
6.63%, 10/15/36 | 76,000 | 78,035 | ||||||
6.25%, 4/15/49 | 70,000 | 67,013 | ||||||
Entergy Corp. | 25,000 | 23,237 | ||||||
2.40%, 6/15/31 | 100,000 | 79,900 | ||||||
Entergy Louisiana LLC | 85,000 | 76,384 | ||||||
Enterprise Products Operating LLC | 44,000 | 48,887 | ||||||
4.25%, 2/15/48 | 189,000 | 154,216 | ||||||
EPR Properties | 50,000 | 46,131 | ||||||
Equifax, Inc. | 100,000 | 98,749 | ||||||
Equinix, Inc. | 21,000 | 13,014 | ||||||
Equitable Holdings, Inc. | 159,000 | 150,567 | ||||||
ERP Operating LP | 25,000 | 22,246 | ||||||
Essential Utilities, Inc. | 10,000 | 8,418 | ||||||
Essex Portfolio LP | 25,000 | 18,913 | ||||||
2.65%, 9/1/50 | 30,000 | 16,871 | ||||||
Estee Lauder Cos., Inc. | 15,000 | 14,403 | ||||||
1.95%, 3/15/31 | 40,000 | 32,340 | ||||||
Evergy Metro, Inc. | 125,000 | 121,581 | ||||||
Eversource Energy | 8,000 | 7,607 | ||||||
Expedia Group, Inc. | 5,000 | 4,665 | ||||||
Exxon Mobil Corp. | 23,000 | 21,985 | ||||||
2.28%, 8/16/26 | 30,000 | 27,953 | ||||||
4.33%, 3/19/50 | 108,000 | 93,682 | ||||||
FedEx Corp. | 18,000 | 17,378 | ||||||
3.90%, 2/1/35 | 19,000 | 16,561 | ||||||
3.88%, 8/1/42 | 5,000 | 3,988 | ||||||
4.75%, 11/15/45 | 5,000 | 4,313 | ||||||
4.40%, 1/15/47 | 63,000 | 51,898 | ||||||
Fifth Third Bancorp | 20,000 | 17,894 | ||||||
3.95%, 3/14/28 | 25,000 | 23,220 | ||||||
Fiserv, Inc. | 17,000 | 16,042 | ||||||
4.20%, 10/1/28 | 15,000 | 14,325 | ||||||
5.63%, 8/21/33 | 10,000 | 10,080 | ||||||
4.40%, 7/1/49 | 25,000 | 20,427 | ||||||
Flex Ltd. | 100,000 | 101,137 | ||||||
Florida Power & Light Co. | 53,000 | 44,364 | ||||||
FMC Corp. | 142,000 | 106,341 | ||||||
Fortune Brands Innovations, Inc. | 15,000 | 13,230 | ||||||
Fox Corp. | 5,000 | 4,536 | ||||||
Franciscan Missionaries of Our Lady Health System, Inc. | 40,000 | 28,647 | ||||||
Franklin Resources, Inc. | 25,000 | 23,999 | ||||||
Freeport-McMoRan, Inc. | 20,000 | 18,512 | ||||||
FS KKR Capital Corp. | 44,000 | 42,320 | ||||||
GATX Corp. | 25,000 | 22,731 | ||||||
GE Capital International Funding Co. Unlimited Co. | 100,000 | 92,848 | ||||||
GE HealthCare Technologies, Inc. | 100,000 | 101,258 | ||||||
General Dynamics Corp. | 25,000 | 24,229 | ||||||
3.75%, 5/15/28 | 23,000 | 21,983 | ||||||
General Electric Co. | 228,000 | 254,412 | ||||||
5.88%, 1/14/38(d) | 24,000 | 25,244 | ||||||
General Motors Co. | 71,000 | 66,944 | ||||||
6.60%, 4/1/36 | 68,000 | 68,518 | ||||||
6.75%, 4/1/46 | 42,000 | 41,516 | ||||||
General Motors Financial Co., Inc. | 101,000 | 98,227 | ||||||
4.35%, 1/17/27 | 30,000 | 28,570 | ||||||
5.80%, 6/23/28 | 10,000 | 9,921 | ||||||
5.85%, 4/6/30(d) | 100,000 | 97,801 | ||||||
George Washington University | 25,000 | 21,708 | ||||||
Georgetown University | 25,000 | 24,108 | ||||||
Georgia Power Co. | 18,000 | 17,118 | ||||||
4.30%, 3/15/43 | 57,000 | 46,980 | ||||||
Gilead Sciences, Inc. | 5,000 | 4,868 | ||||||
1.20%, 10/1/27 | 50,000 | 43,033 | ||||||
5.65%, 12/1/41 | 38,000 | 38,858 | ||||||
4.50%, 2/1/45 | 73,000 | 64,281 | ||||||
Global Payments, Inc. | 100,000 | 98,154 | ||||||
GLP Capital LP / GLP Financing II, Inc. | 15,000 | 14,742 | ||||||
5.75%, 6/1/28 | 23,000 | 22,378 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 69 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.00%, 1/15/30 | $ | 30,000 | $ | 26,239 | ||||
Goldman Sachs BDC, Inc. | 25,000 | 23,244 | ||||||
Goldman Sachs Capital I | 14,000 | 14,112 | ||||||
Goldman Sachs Group, Inc. | 25,000 | 24,228 | ||||||
3.75%, 2/25/26 | 37,000 | 35,496 | ||||||
5.80%, 8/10/26, (5.798% fixed rate until 8/10/25; Secured Overnight Financing Rate + 1.075% thereafter)(c) | 20,000 | 19,939 | ||||||
1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(c) | 100,000 | 89,786 | ||||||
5.95%, 1/15/27 | 23,000 | 23,232 | ||||||
3.85%, 1/26/27 | 15,000 | 14,244 | ||||||
3.69%, 6/5/28, (3.691% fixed rate until 6/5/27; 3-month Secured Overnight Financing Rate + 1.772% thereafter)(c) | 23,000 | 21,540 | ||||||
3.80%, 3/15/30 | 346,000 | 315,043 | ||||||
1.99%, 1/27/32, (1.992% fixed rate until 1/27/31; Secured Overnight Financing Rate + 1.09% thereafter)(c) | 25,000 | 19,489 | ||||||
6.45%, 5/1/36 | 22,000 | 22,910 | ||||||
4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month Secured Overnight Financing Rate + 1.635% thereafter)(c) | 10,000 | 8,317 | ||||||
4.41%, 4/23/39, (4.411% fixed rate until 4/23/38; 3-month Secured Overnight Financing Rate + 1.692% thereafter)(c) | 5,000 | 4,329 | ||||||
6.25%, 2/1/41 | 10,000 | 10,569 | ||||||
4.80%, 7/8/44 | 25,000 | 22,321 | ||||||
5.15%, 5/22/45 | 53,000 | 48,822 | ||||||
Hackensack Meridian Health, Inc. | 25,000 | 17,220 | ||||||
Haleon UK Capital PLC | 300,000 | 288,597 | ||||||
Halliburton Co. | 165,000 | 139,303 | ||||||
Hartford Financial Services Group, Inc. | 40,000 | 40,794 | ||||||
Hasbro, Inc. | 20,000 | 18,802 | ||||||
3.50%, 9/15/27 | 9,000 | 8,415 | ||||||
HCA, Inc. | 10,000 | 9,860 | ||||||
5.63%, 9/1/28 | 68,000 | 67,908 | ||||||
3.63%, 3/15/32 | 15,000 | 12,913 | ||||||
5.50%, 6/1/33 | 10,000 | 9,845 | ||||||
5.13%, 6/15/39 | 150,000 | 136,107 | ||||||
4.63%, 3/15/52 | 15,000 | 12,049 | ||||||
5.90%, 6/1/53 | 10,000 | 9,599 | ||||||
Healthcare Realty Holdings LP | 5,000 | 4,643 | ||||||
2.00%, 3/15/31 | 20,000 | 15,424 | ||||||
Healthpeak OP LLC | 40,000 | 41,919 | ||||||
Hershey Co. | 93,000 | 87,068 | ||||||
Hess Corp. | 30,000 | 28,882 | ||||||
7.88%, 10/1/29 | 100,000 | 110,588 | ||||||
7.13%, 3/15/33 | 25,000 | 27,287 | ||||||
6.00%, 1/15/40 | 48,000 | 47,160 | ||||||
Hewlett Packard Enterprise Co. | 23,000 | 23,894 | ||||||
Home Depot, Inc. | 23,000 | 21,377 | ||||||
0.90%, 3/15/28 | 100,000 | 84,443 | ||||||
1.38%, 3/15/31 | 80,000 | 62,656 | ||||||
1.88%, 9/15/31 | 25,000 | 20,120 | ||||||
5.88%, 12/16/36 | 15,000 | 16,101 | ||||||
4.88%, 2/15/44 | 11,000 | 10,423 | ||||||
3.35%, 4/15/50 | 100,000 | 73,192 | ||||||
Honeywell International, Inc. | 10,000 | 9,339 | ||||||
2.70%, 8/15/29 | 69,000 | 61,487 | ||||||
4.50%, 1/15/34 | 10,000 | 9,665 | ||||||
3.81%, 11/21/47 | 80,000 | 65,178 | ||||||
Hormel Foods Corp. | 20,000 | 16,545 | ||||||
HP, Inc. | 20,000 | 18,398 | ||||||
Hubbell, Inc. | 48,000 | 44,573 | ||||||
Hudson Pacific Properties LP | 30,000 | 25,387 | ||||||
Humana, Inc. | 100,000 | 101,876 | ||||||
4.80%, 3/15/47 | 18,000 | 15,947 | ||||||
Huntington Bancshares, Inc. | 18,000 | 17,358 | ||||||
6.21%, 8/21/29, (6.208% fixed rate until 8/21/28; Secured Overnight Financing Rate + 2.02% thereafter)(c) | 10,000 | 10,070 | ||||||
Huntington Ingalls Industries, Inc. | 25,000 | 21,215 | ||||||
4.20%, 5/1/30 | 3,000 | 2,778 | ||||||
Hyatt Hotels Corp. | 25,000 | 24,797 | ||||||
Idaho Power Co. | 20,000 | 16,505 | ||||||
Ingersoll Rand, Inc. | 10,000 | 10,143 | ||||||
Intel Corp. | 25,000 | 24,295 | ||||||
4.88%, 2/10/28 | 35,000 | 34,808 | ||||||
3.90%, 3/25/30 | 25,000 | 23,402 | ||||||
5.20%, 2/10/33 | 30,000 | 29,994 | ||||||
4.10%, 5/19/46 | 45,000 | 36,833 | ||||||
4.10%, 5/11/47 | 99,000 | 80,605 | ||||||
3.25%, 11/15/49 | 120,000 | 81,685 | ||||||
3.10%, 2/15/60 | 50,000 | 31,142 | ||||||
Intercontinental Exchange, Inc. | 5,000 | 4,830 | ||||||
See Notes to Financial Statements.
| 70 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
3.10%, 9/15/27 | $ | 5,000 | $ | 4,634 | ||||
4.60%, 3/15/33 | 50,000 | 47,804 | ||||||
3.00%, 6/15/50 | 40,000 | 26,792 | ||||||
International Business Machines Corp. | 100,000 | 95,935 | ||||||
4.00%, 6/20/42 | 25,000 | 20,589 | ||||||
4.25%, 5/15/49 | 20,000 | 16,528 | ||||||
International Flavors & Fragrances, Inc. | 5,000 | 3,980 | ||||||
International Paper Co. | 4,000 | 3,452 | ||||||
4.35%, 8/15/48 | 19,000 | 15,658 | ||||||
Intuit, Inc. | 25,000 | 21,953 | ||||||
IQVIA, Inc. | 250,000 | 249,902 | ||||||
ITC Holdings Corp. | 15,000 | 13,845 | ||||||
Jabil, Inc. | 8,000 | 7,500 | ||||||
5.45%, 2/1/29 | 50,000 | 49,436 | ||||||
Janus Henderson U.S. Holdings, Inc. | 3,000 | 2,941 | ||||||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | 10,000 | 9,003 | ||||||
3.00%, 5/15/32 | 10,000 | 7,820 | ||||||
5.75%, 4/1/33 | 15,000 | 14,385 | ||||||
Jefferies Financial Group, Inc. | 25,000 | 25,480 | ||||||
5.88%, 7/21/28 | 10,000 | 9,900 | ||||||
JetBlue Pass-Through Trust | 135,277 | 124,415 | ||||||
John Deere Capital Corp. | 25,000 | 24,362 | ||||||
3.40%, 6/6/25 | 145,000 | 140,646 | ||||||
2.80%, 9/8/27 | 31,000 | 28,724 | ||||||
4.95%, 7/14/28 | 10,000 | 10,040 | ||||||
2.45%, 1/9/30 | 35,000 | 30,535 | ||||||
4.70%, 6/10/30 | 10,000 | 9,881 | ||||||
Johns Hopkins Health System Corp. | 20,000 | 16,186 | ||||||
Johnson & Johnson | 21,000 | 19,896 | ||||||
4.95%, 5/15/33 | 25,000 | 26,031 | ||||||
3.55%, 3/1/36 | 14,000 | 12,368 | ||||||
3.40%, 1/15/38 | 100,000 | 84,965 | ||||||
4.50%, 9/1/40 | 12,000 | 11,477 | ||||||
3.70%, 3/1/46 | 22,000 | 18,291 | ||||||
Johnson Controls International PLC | 13,000 | 13,407 | ||||||
JPMorgan Chase & Co. | ||||||||
2.01%, 3/13/26, (2.005% fixed rate until 3/13/25; 3-month Secured Overnight Financing Rate + 1.585% thereafter)(c) | 25,000 | 23,592 | ||||||
3.30%, 4/1/26 | 10,000 | 9,504 | ||||||
7.63%, 10/15/26 | 100,000 | 106,388 | ||||||
1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c) | 50,000 | 45,127 | ||||||
3.96%, 1/29/27, (3.96% fixed rate until 1/29/26; 3-month Secured Overnight Financing Rate + 1.507% thereafter)(c) | 150,000 | 144,322 | ||||||
8.00%, 4/29/27 | 25,000 | 27,438 | ||||||
4.32%, 4/26/28, (4.323% fixed rate until 4/26/27; Secured Overnight Financing Rate + 1.56% thereafter)(c) | 75,000 | 72,183 | ||||||
3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(c) | 13,000 | 12,144 | ||||||
3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month Secured Overnight Financing Rate + 1.207% thereafter)(c) | 48,000 | 44,268 | ||||||
4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month Secured Overnight Financing Rate + 1.552% thereafter)(c) | 20,000 | 18,901 | ||||||
5.30%, 7/24/29, (5.299% fixed rate until 7/24/28; Secured Overnight Financing Rate + 1.45% thereafter)(c) | 20,000 | 19,892 | ||||||
4.45%, 12/5/29, (4.452% fixed rate until 12/5/28; 3-month Secured Overnight Financing Rate + 1.592% thereafter)(c) | 21,000 | 20,035 | ||||||
3.70%, 5/6/30, (3.702% fixed rate until 5/6/29; 3-month Secured Overnight Financing Rate + 1.422% thereafter)(c) | 15,000 | 13,699 | ||||||
4.49%, 3/24/31, (4.493% fixed rate until 3/24/30; 3-month Secured Overnight Financing Rate + 3.79% thereafter)(c) | 15,000 | 14,236 | ||||||
2.52%, 4/22/31, (2.522% fixed rate until 4/22/30; Secured Overnight Financing Rate + 2.04% thereafter)(c) | 15,000 | 12,582 | ||||||
2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; 3-month Secured Overnight Financing Rate + 2.515% thereafter)(c) | 36,000 | 30,603 | ||||||
1.76%, 11/19/31, (1.764% fixed rate until 11/19/30; 3-month Secured Overnight Financing Rate + 1.105% thereafter)(c) | 130,000 | 101,787 | ||||||
2.58%, 4/22/32, (2.58% fixed rate until 4/22/31 ; 3-month Secured Overnight Financing Rate + 1.25% thereafter)(c) | 125,000 | 102,431 | ||||||
4.59%, 4/26/33, (4.586% fixed rate until 4/26/32; Secured Overnight Financing Rate + 1.80% thereafter)(c) | 100,000 | 93,537 | ||||||
5.63%, 8/16/43 | 118,000 | 117,602 | ||||||
3.96%, 11/15/48, (3.964% fixed rate until 11/15/47; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(c) | 25,000 | 19,845 | ||||||
3.90%, 1/23/49, (3.897% fixed rate until 1/23/48; 3-month Secured Overnight Financing Rate + 1.482% thereafter)(c) | 23,000 | 18,076 | ||||||
3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44% thereafter)(c) | 55,000 | 37,344 | ||||||
Juniper Networks, Inc. | 17,000 | 13,158 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 71 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Kaiser Foundation Hospitals | $ | 60,000 | $ | 40,776 | ||||
Keurig Dr. Pepper, Inc. | 8,000 | 7,388 | ||||||
4.42%, 12/15/46 | 23,000 | 19,167 | ||||||
KeyBank NA | 250,000 | 236,635 | ||||||
Keysight Technologies, Inc. | 25,000 | 24,455 | ||||||
Kimberly-Clark Corp. | 35,000 | 30,246 | ||||||
3.90%, 5/4/47 | 50,000 | 41,367 | ||||||
Kimco Realty OP LLC | 5,000 | 4,603 | ||||||
3.70%, 10/1/49 | 50,000 | 35,028 | ||||||
Kinder Morgan Energy Partners LP | 18,000 | 16,111 | ||||||
5.40%, 9/1/44 | 19,000 | 16,585 | ||||||
Kinder Morgan, Inc. | 35,000 | 33,377 | ||||||
7.75%, 1/15/32 | 5,000 | 5,594 | ||||||
5.30%, 12/1/34 | 225,000 | 214,396 | ||||||
KLA Corp. | 15,000 | 14,870 | ||||||
5.00%, 3/15/49 | 25,000 | 23,630 | ||||||
3.30%, 3/1/50 | 25,000 | 17,976 | ||||||
Kraft Heinz Foods Co. | 16,000 | 14,664 | ||||||
4.38%, 6/1/46 | 95,000 | 78,643 | ||||||
Kroger Co. | 22,000 | 20,907 | ||||||
6.90%, 4/15/38 | 35,000 | 38,483 | ||||||
5.15%, 8/1/43 | 18,000 | 16,272 | ||||||
5.40%, 1/15/49 | 19,000 | 18,170 | ||||||
Laboratory Corp. of America Holdings | 76,000 | 72,715 | ||||||
Lam Research Corp. | 19,000 | 18,232 | ||||||
Legg Mason, Inc. | 5,000 | 4,857 | ||||||
Lennar Corp. | 25,000 | 24,243 | ||||||
Linde, Inc. | 25,000 | 24,067 | ||||||
2.00%, 8/10/50 | 15,000 | 8,275 | ||||||
Lockheed Martin Corp. | 150,000 | 151,746 | ||||||
6.15%, 9/1/36, Series B | 39,000 | 42,675 | ||||||
4.09%, 9/15/52 | 24,000 | 20,269 | ||||||
Lowe’s Cos., Inc. | 10,000 | 8,387 | ||||||
4.05%, 5/3/47 | 15,000 | 11,758 | ||||||
3.50%, 4/1/51 | 100,000 | 69,644 | ||||||
5.80%, 9/15/62 | 50,000 | 48,439 | ||||||
LYB International Finance BV | 5,000 | 4,241 | ||||||
LYB International Finance III LLC | 5,000 | 3,274 | ||||||
LyondellBasell Industries NV | 20,000 | 15,779 | ||||||
Magellan Midstream Partners LP | 38,000 | 28,279 | ||||||
Marathon Petroleum Corp. | 25,000 | 25,598 | ||||||
5.00%, 9/15/54 | 3,000 | 2,460 | ||||||
Markel Group, Inc. | 50,000 | 44,815 | ||||||
Marriott International, Inc. | 175,000 | 148,808 | ||||||
Marsh & McLennan Cos., Inc. | 28,000 | 27,070 | ||||||
2.38%, 12/15/31 | 100,000 | 81,465 | ||||||
4.20%, 3/1/48 | 5,000 | 4,144 | ||||||
4.90%, 3/15/49 | 20,000 | 18,389 | ||||||
Martin Marietta Materials, Inc. | 5,000 | 4,680 | ||||||
Masco Corp. | 20,000 | 15,735 | ||||||
Mass General Brigham, Inc. | 25,000 | 17,801 | ||||||
3.34%, 7/1/60, Series 2020 | 25,000 | 17,185 | ||||||
Massachusetts Institute of Technology | 19,000 | 14,240 | ||||||
Mastercard, Inc. | 31,000 | 29,492 | ||||||
3.80%, 11/21/46 | 25,000 | 20,673 | ||||||
Mayo Clinic | 35,000 | 23,511 | ||||||
McCormick & Co., Inc. | 20,000 | 16,109 | ||||||
McDonald’s Corp. | 19,000 | 20,666 | ||||||
3.70%, 2/15/42 | 109,000 | 86,596 | ||||||
4.45%, 3/1/47 | 15,000 | 12,999 | ||||||
Medtronic, Inc. | 10,000 | 9,466 | ||||||
Merck & Co., Inc. | 15,000 | 14,625 | ||||||
6.50%, 12/1/33 | 50,000 | 56,131 | ||||||
2.35%, 6/24/40 | 5,000 | 3,498 | ||||||
4.15%, 5/18/43 | 100,000 | 88,670 | ||||||
2.45%, 6/24/50 | 5,000 | 3,112 | ||||||
5.00%, 5/17/53 | 15,000 | 14,660 | ||||||
5.15%, 5/17/63 | 10,000 | 9,767 | ||||||
Meta Platforms, Inc. | 15,000 | 14,870 | ||||||
4.80%, 5/15/30 | 10,000 | 9,960 | ||||||
3.85%, 8/15/32 | 100,000 | 91,847 | ||||||
4.95%, 5/15/33 | 15,000 | 14,929 | ||||||
5.60%, 5/15/53 | 20,000 | 20,090 | ||||||
5.75%, 5/15/63 | 15,000 | 15,152 | ||||||
MetLife, Inc. | 69,000 | 66,779 | ||||||
See Notes to Financial Statements.
| 72 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
5.38%, 7/15/33 | $ | 10,000 | $ | 9,960 | ||||
5.70%, 6/15/35 | 32,000 | 32,780 | ||||||
4.88%, 11/13/43 | 50,000 | 45,663 | ||||||
Micron Technology, Inc. | 125,000 | 123,237 | ||||||
5.88%, 9/15/33 | 25,000 | 24,534 | ||||||
Microsoft Corp. | 25,000 | 22,237 | ||||||
4.10%, 2/6/37 | 48,000 | 45,630 | ||||||
2.53%, 6/1/50 | 215,000 | 142,347 | ||||||
Mid-America Apartments LP | 25,000 | 23,498 | ||||||
MidAmerican Energy Co. | 16,000 | 13,167 | ||||||
3.15%, 4/15/50 | 9,000 | 6,087 | ||||||
Molson Coors Beverage Co. | 30,000 | 27,135 | ||||||
Mondelez International, Inc. | 50,000 | 46,784 | ||||||
2.75%, 4/13/30 | 100,000 | 86,461 | ||||||
Montefiore Obligated Group | 26,000 | 18,953 | ||||||
Moody’s Corp. | 18,000 | 16,794 | ||||||
4.88%, 12/17/48 | 30,000 | 27,429 | ||||||
Morgan Stanley | ||||||||
1.16%, 10/21/25, (1.164% fixed rate until 10/21/24; Secured Overnight Financing Rate + 0.56% thereafter)(c) | 25,000 | 23,586 | ||||||
4.35%, 9/8/26 | 246,000 | 236,952 | ||||||
6.14%, 10/16/26, (6.138% fixed rate until 10/16/25; Secured Overnight Financing Rate + 1.77% thereafter)(c) | 150,000 | 151,072 | ||||||
4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(c) | 175,000 | 167,317 | ||||||
3.59%, 7/22/28 | 272,000 | 251,722 | ||||||
3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(c) | 139,000 | 128,998 | ||||||
5.45%, 7/20/29, (5.449% fixed rate until 7/20/28; Secured Overnight Financing Rate + 1.63% thereafter)(c) | 20,000 | 19,885 | ||||||
4.43%, 1/23/30, (4.431% fixed rate until 1/23/29; 3-month Secured Overnight Financing Rate + 1.89% thereafter)(c) | 20,000 | 18,992 | ||||||
3.62%, 4/1/31, (3.622% fixed rate until 4/1/30; Secured Overnight Financing Rate + 3.12% thereafter)(c) | 15,000 | 13,343 | ||||||
6.34%, 10/18/33, (6.342% fixed rate until 10/18/32; Secured Overnight Financing Rate + 2.56% thereafter)(c) | 50,000 | 52,417 | ||||||
5.42%, 7/21/34, (5.424% fixed rate until 7/21/33; Secured Overnight Financing Rate + 1.88% thereafter)(c) | 20,000 | 19,668 | ||||||
3.97%, 7/22/38 | 21,000 | 17,528 | ||||||
Morgan Stanley Bank NA | 250,000 | 250,580 | ||||||
Mosaic Co. | 10,000 | 8,389 | ||||||
Motorola Solutions, Inc. | 25,000 | 19,917 | ||||||
Mount Sinai Hospital | 31,000 | 22,927 | ||||||
MPLX LP | 215,000 | 206,099 | ||||||
4.00%, 3/15/28 | 18,000 | 16,911 | ||||||
4.70%, 4/15/48 | 50,000 | 40,271 | ||||||
Nasdaq, Inc. | 100,000 | 75,085 | ||||||
National Rural Utilities Cooperative Finance Corp. | 10,000 | 9,582 | ||||||
3.40%, 2/7/28 | 5,000 | 4,665 | ||||||
3.90%, 11/1/28 | 18,000 | 17,017 | ||||||
4.02%, 11/1/32 | 18,000 | 16,353 | ||||||
NBCUniversal Media LLC | 5,000 | 5,239 | ||||||
NetApp, Inc. | 45,000 | 43,819 | ||||||
New York & Presbyterian Hospital | 25,000 | 13,984 | ||||||
Newmont Corp. | 20,000 | 17,997 | ||||||
NextEra Energy Capital Holdings, Inc. | 15,000 | 15,046 | ||||||
1.90%, 6/15/28 | 25,000 | 21,492 | ||||||
3.50%, 4/1/29 | 145,000 | 132,614 | ||||||
3.00%, 1/15/52 | 75,000 | 47,777 | ||||||
NIKE, Inc. | 26,000 | 24,901 | ||||||
2.38%, 11/1/26 | 25,000 | 23,171 | ||||||
2.85%, 3/27/30(d) | 17,000 | 15,175 | ||||||
3.88%, 11/1/45 | 5,000 | 4,281 | ||||||
3.38%, 11/1/46 | 20,000 | 15,536 | ||||||
NiSource, Inc. | 54,000 | 49,513 | ||||||
3.49%, 5/15/27 | 10,000 | 9,392 | ||||||
5.25%, 2/15/43 | 12,000 | 11,184 | ||||||
4.38%, 5/15/47 | 25,000 | 20,503 | ||||||
3.95%, 3/30/48 | 18,000 | 13,776 | ||||||
Norfolk Southern Corp. | 100,000 | 94,293 | ||||||
3.15%, 6/1/27 | 23,000 | 21,497 | ||||||
4.05%, 8/15/52 | 5,000 | 3,979 | ||||||
3.70%, 3/15/53 | 25,000 | 18,623 | ||||||
5.35%, 8/1/54 | 10,000 | 9,737 | ||||||
Northern Trust Corp. | ||||||||
3.38%, 5/8/32, (3.375% fixed rate until 5/8/27; Secured Overnight Financing Rate + 1.484% thereafter)(c) | 25,000 | 22,318 | ||||||
Northrop Grumman Corp. | 53,000 | 50,054 | ||||||
4.70%, 3/15/33 | 100,000 | 96,940 | ||||||
NOV, Inc. | 13,000 | 9,663 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 73 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
NSTAR Electric Co. | $ | 50,000 | $ | 46,722 | ||||
NVIDIA Corp. | 10,000 | 8,976 | ||||||
3.50%, 4/1/50 | 50,000 | 39,417 | ||||||
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | 16,000 | 9,537 | ||||||
NYU Langone Hospitals | 35,000 | 30,713 | ||||||
3.38%, 7/1/55, Series 2020 | 25,000 | 16,968 | ||||||
O’Reilly Automotive, Inc. | 17,000 | 16,294 | ||||||
3.90%, 6/1/29 | 13,000 | 12,214 | ||||||
Occidental Petroleum Corp. | 10,000 | 11,475 | ||||||
6.63%, 9/1/30 | 10,000 | 10,334 | ||||||
6.13%, 1/1/31 | 10,000 | 10,094 | ||||||
6.45%, 9/15/36 | 15,000 | 15,354 | ||||||
6.60%, 3/15/46(d) | 10,000 | 10,297 | ||||||
Ohio Power Co. | 50,000 | 39,147 | ||||||
Omega Healthcare Investors, Inc. | 18,000 | 17,045 | ||||||
4.75%, 1/15/28 | 23,000 | 21,638 | ||||||
3.63%, 10/1/29 | 41,000 | 34,777 | ||||||
Oncor Electric Delivery Co. LLC | 25,000 | 22,767 | ||||||
5.75%, 3/15/29 | 34,000 | 35,062 | ||||||
4.55%, 9/15/32 | 100,000 | 95,312 | ||||||
ONEOK, Inc. | 18,000 | 17,050 | ||||||
4.55%, 7/15/28 | 50,000 | 47,697 | ||||||
6.05%, 9/1/33 | 10,000 | 10,084 | ||||||
5.20%, 7/15/48 | 50,000 | 42,825 | ||||||
6.63%, 9/1/53 | 15,000 | 15,146 | ||||||
Oracle Corp. | 20,000 | 19,050 | ||||||
2.65%, 7/15/26 | 186,000 | 172,794 | ||||||
3.25%, 11/15/27 | 17,000 | 15,758 | ||||||
2.95%, 4/1/30 | 96,000 | 83,201 | ||||||
4.90%, 2/6/33 | 107,000 | 102,243 | ||||||
5.38%, 7/15/40 | 10,000 | 9,327 | ||||||
4.50%, 7/8/44 | 35,000 | 28,718 | ||||||
4.00%, 11/15/47 | 215,000 | 160,506 | ||||||
Orlando Health Obligated Group | 38,000 | 26,992 | ||||||
Otis Worldwide Corp. | 150,000 | 142,189 | ||||||
Owens Corning | 23,000 | 18,492 | ||||||
PACCAR Financial Corp. | 50,000 | 45,263 | ||||||
Pacific Gas & Electric Co. | 14,000 | 12,929 | ||||||
2.50%, 2/1/31 | 175,000 | 136,573 | ||||||
6.40%, 6/15/33 | 50,000 | 49,363 | ||||||
4.50%, 7/1/40 | 25,000 | 19,320 | ||||||
3.50%, 8/1/50 | 80,000 | 50,439 | ||||||
PacifiCorp | 50,000 | 38,123 | ||||||
3.30%, 3/15/51 | 100,000 | 64,080 | ||||||
5.50%, 5/15/54 | 10,000 | 8,861 | ||||||
Packaging Corp. of America | 25,000 | 23,328 | ||||||
Paramount Global | 5,000 | 4,440 | ||||||
6.88%, 4/30/36 | 5,000 | 4,819 | ||||||
4.85%, 7/1/42 | 15,000 | 10,883 | ||||||
4.90%, 8/15/44 | 5,000 | 3,574 | ||||||
4.60%, 1/15/45 | 50,000 | 34,721 | ||||||
4.95%, 5/19/50(d) | 20,000 | 14,638 | ||||||
Parker-Hannifin Corp. | 75,000 | 72,853 | ||||||
3.25%, 6/14/29 | 13,000 | 11,766 | ||||||
6.25%, 5/15/38, Series A | 15,000 | 15,859 | ||||||
PayPal Holdings, Inc. | 100,000 | 93,720 | ||||||
PeaceHealth Obligated Group | 20,000 | 17,084 | ||||||
PECO Energy Co. | 20,000 | 15,951 | ||||||
2.80%, 6/15/50 | 175,000 | 111,713 | ||||||
PepsiCo, Inc. | 14,000 | 13,056 | ||||||
3.00%, 10/15/27 | 8,000 | 7,521 | ||||||
2.75%, 3/19/30 | 30,000 | 26,721 | ||||||
3.90%, 7/18/32 | 75,000 | 71,179 | ||||||
3.38%, 7/29/49 | 20,000 | 15,499 | ||||||
Pfizer Investment Enterprises Pte. Ltd. | 25,000 | 24,759 | ||||||
4.45%, 5/19/26 | 25,000 | 24,602 | ||||||
4.45%, 5/19/28 | 35,000 | 34,344 | ||||||
4.65%, 5/19/30 | 25,000 | 24,632 | ||||||
4.75%, 5/19/33 | 40,000 | 39,381 | ||||||
5.11%, 5/19/43 | 25,000 | 24,354 | ||||||
5.30%, 5/19/53 | 50,000 | 50,068 | ||||||
5.34%, 5/19/63 | 35,000 | 34,501 | ||||||
Pfizer, Inc. | 10,000 | 9,472 | ||||||
3.60%, 9/15/28(d) | 50,000 | 47,657 | ||||||
4.10%, 9/15/38 | 36,000 | 32,309 | ||||||
7.20%, 3/15/39 | 39,000 | 47,179 | ||||||
4.30%, 6/15/43 | 5,000 | 4,512 | ||||||
4.00%, 3/15/49 | 57,000 | 49,012 | ||||||
PG&E Wildfire Recovery Funding LLC | 100,000 | 96,383 | ||||||
Philip Morris International, Inc. | 125,000 | 102,671 | ||||||
1.75%, 11/1/30 | 80,000 | 62,763 | ||||||
4.88%, 11/15/43 | 32,000 | 28,170 | ||||||
Phillips 66 | 25,000 | 24,341 | ||||||
3.90%, 3/15/28 | 11,000 | 10,428 | ||||||
See Notes to Financial Statements.
| 74 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.65%, 11/15/34 | $ | 50,000 | $ | 46,963 | ||||
5.88%, 5/1/42 | 47,000 | 48,057 | ||||||
Piedmont Natural Gas Co., Inc. | 5,000 | 4,057 | ||||||
Pilgrim’s Pride Corp. | 30,000 | 29,790 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. | 15,000 | 14,514 | ||||||
6.65%, 1/15/37 | 48,000 | 48,887 | ||||||
PNC Financial Services Group, Inc. | ||||||||
5.81%, 6/12/26, (5.812% fixed rate until 6/12/25; Secured Overnight Financing Rate + 1.322% thereafter)(c) | 10,000 | 9,995 | ||||||
3.45%, 4/23/29 | 20,000 | 18,052 | ||||||
5.58%, 6/12/29, (5.582% fixed rate until 6/12/28; Secured Overnight Financing Rate + 1.84% thereafter)(c) | 20,000 | 19,838 | ||||||
2.55%, 1/22/30(d) | 85,000 | 71,375 | ||||||
PPG Industries, Inc. | 25,000 | 22,560 | ||||||
PPL Electric Utilities Corp. | 100,000 | 99,025 | ||||||
Procter & Gamble Co. | 25,000 | 23,462 | ||||||
3.00%, 3/25/30 | 35,000 | 31,983 | ||||||
Progressive Corp. | 25,000 | 21,766 | ||||||
3.95%, 3/26/50 | 12,000 | 9,621 | ||||||
Prologis LP | 60,000 | 46,190 | ||||||
4.38%, 9/15/48 | 5,000 | 4,156 | ||||||
5.25%, 6/15/53 | 60,000 | 57,235 | ||||||
Prospect Capital Corp. | 31,000 | 28,161 | ||||||
Prudential Financial, Inc. | 36,000 | 39,865 | ||||||
5.70%, 9/15/48, (5.70% fixed rate until 9/15/28; Secured Overnight Financing Rate + 3.018% thereafter)(c) | 5,000 | 4,738 | ||||||
3.94%, 12/7/49 | 40,000 | 30,815 | ||||||
6.00%, 9/1/52, (6.00% fixed rate until 6/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter)(c) | 100,000 | 95,846 | ||||||
Public Service Co. of Colorado | 115,000 | 87,363 | ||||||
Public Service Electric & Gas Co. | 56,000 | 42,942 | ||||||
PVH Corp. | 25,000 | 24,225 | ||||||
QUALCOMM, Inc. | 5,000 | 3,882 | ||||||
4.65%, 5/20/35 | 62,000 | 60,859 | ||||||
4.50%, 5/20/52 | 50,000 | 43,678 | ||||||
Quanta Services, Inc. | 25,000 | 21,079 | ||||||
Radian Group, Inc. | 25,000 | 23,678 | ||||||
Raymond James Financial, Inc. | 25,000 | 24,219 | ||||||
Realty Income Corp. | 5,000 | 4,650 | ||||||
3.95%, 8/15/27 | 5,000 | 4,772 | ||||||
4.90%, 7/15/33 | 90,000 | 85,487 | ||||||
Regeneron Pharmaceuticals, Inc. | 70,000 | 43,577 | ||||||
Reliance Steel & Aluminum Co. | 25,000 | 22,996 | ||||||
Republic Services, Inc. | 50,000 | 53,147 | ||||||
Rockwell Automation, Inc. | 13,000 | 11,281 | ||||||
Roper Technologies, Inc. | 15,000 | 14,495 | ||||||
3.80%, 12/15/26 | 30,000 | 28,646 | ||||||
1.40%, 9/15/27 | 18,000 | 15,595 | ||||||
RTX Corp. | 25,000 | 24,323 | ||||||
3.50%, 3/15/27 | 50,000 | 47,251 | ||||||
4.80%, 12/15/43 | 5,000 | 4,447 | ||||||
3.75%, 11/1/46 | 48,000 | 36,516 | ||||||
4.35%, 4/15/47 | 56,000 | 47,146 | ||||||
4.05%, 5/4/47 | 110,000 | 88,790 | ||||||
RWJ Barnabas Health, Inc. | 24,000 | 19,332 | ||||||
S&P Global, Inc. | 170,000 | 145,710 | ||||||
Sabine Pass Liquefaction LLC | 25,000 | 25,121 | ||||||
5.00%, 3/15/27 | 12,000 | 11,805 | ||||||
4.20%, 3/15/28 | 75,000 | 71,112 | ||||||
Sabra Health Care LP | 28,000 | 27,099 | ||||||
3.90%, 10/15/29 | 10,000 | 8,454 | ||||||
Salesforce, Inc. | 8,000 | 7,668 | ||||||
2.70%, 7/15/41 | 25,000 | 17,889 | ||||||
San Diego Gas & Electric Co. | 100,000 | 79,589 | ||||||
Sempra | 25,000 | 25,055 | ||||||
Sherwin-Williams Co. | 100,000 | 97,871 | ||||||
2.95%, 8/15/29 | 10,000 | 8,818 | ||||||
4.50%, 6/1/47 | 5,000 | 4,268 | ||||||
3.80%, 8/15/49 | 5,000 | 3,759 | ||||||
Shire Acquisitions Investments Ireland DAC | 65,000 | 61,047 | ||||||
Simon Property Group LP | 150,000 | 146,359 | ||||||
3.30%, 1/15/26 | 5,000 | 4,769 | ||||||
3.25%, 11/30/26 | 23,000 | 21,587 | ||||||
3.38%, 6/15/27 | 100,000 | 93,368 | ||||||
2.45%, 9/13/29 | 25,000 | 21,194 | ||||||
SITE Centers Corp. | 38,000 | 35,732 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 75 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Southern California Edison Co. | $ | 69,000 | $ | 59,364 | ||||
4.88%, 3/1/49, Series B | 8,000 | 6,950 | ||||||
Southern California Gas Co. | 25,000 | 23,246 | ||||||
4.13%, 6/1/48, Series UU | 65,000 | 50,568 | ||||||
Southern Co. | 67,000 | 63,409 | ||||||
4.40%, 7/1/46 | 50,000 | 41,212 | ||||||
Southern Co. Gas Capital Corp. | 21,000 | 16,860 | ||||||
Southern Power Co. | 35,000 | 31,615 | ||||||
Southwest Airlines Co. | 37,000 | 36,583 | ||||||
Southwest Gas Corp. | 50,000 | 35,963 | ||||||
Southwestern Electric Power Co. | 150,000 | 97,159 | ||||||
Sprint Capital Corp. | 100,000 | 105,717 | ||||||
Stanford Health Care | 18,000 | 14,295 | ||||||
Stanley Black & Decker, Inc. | 4,000 | 2,335 | ||||||
Starbucks Corp. | 5,000 | 4,667 | ||||||
2.00%, 3/12/27 | 70,000 | 63,192 | ||||||
4.00%, 11/15/28 | 5,000 | 4,790 | ||||||
3.50%, 11/15/50 | 50,000 | 36,291 | ||||||
State Street Corp. | ||||||||
2.35%, 11/1/25, (2.354% fixed rate until 11/1/24; Secured Overnight Financing Rate + 0.94% thereafter)(c) | 50,000 | 48,028 | ||||||
5.27%, 8/3/26 | 10,000 | 10,005 | ||||||
4.14%, 12/3/29, (4.141% fixed rate until 12/3/28; 3-month Secured Overnight Financing Rate + 1.292% thereafter)(c) | 5,000 | 4,798 | ||||||
2.40%, 1/24/30(d) | 56,000 | 47,899 | ||||||
4.42%, 5/13/33, (4.421% fixed rate until 5/13/32; Secured Overnight Financing Rate + 1.605% thereafter)(c) | 75,000 | 69,850 | ||||||
Steel Dynamics, Inc. | 25,000 | 24,494 | ||||||
3.45%, 4/15/30 | 90,000 | 80,018 | ||||||
Sutter Health | 35,000 | 25,828 | ||||||
5.55%, 8/15/53 | 50,000 | 50,918 | ||||||
Synchrony Financial | 5,000 | 4,557 | ||||||
5.15%, 3/19/29 | 36,000 | 33,068 | ||||||
Sysco Corp. | 63,000 | 59,796 | ||||||
6.60%, 4/1/50 | 25,000 | 27,530 | ||||||
T-Mobile USA, Inc. | 40,000 | 38,688 | ||||||
5.38%, 4/15/27 | 60,000 | 59,922 | ||||||
4.95%, 3/15/28 | 50,000 | 49,319 | ||||||
4.80%, 7/15/28 | 10,000 | 9,782 | ||||||
3.38%, 4/15/29 | 50,000 | 44,869 | ||||||
5.20%, 1/15/33 | 50,000 | 49,031 | ||||||
5.05%, 7/15/33 | 100,000 | 96,575 | ||||||
5.75%, 1/15/54 | 10,000 | 9,894 | ||||||
5.80%, 9/15/62 | 100,000 | 97,251 | ||||||
Take-Two Interactive Software, Inc. | 50,000 | 49,261 | ||||||
Tampa Electric Co. | 18,000 | 14,568 | ||||||
4.45%, 6/15/49 | 65,000 | 53,674 | ||||||
Tapestry, Inc. | 14,000 | 13,108 | ||||||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 25,000 | 24,034 | ||||||
Target Corp. | 129,000 | 122,213 | ||||||
4.00%, 7/1/42 | 35,000 | 30,512 | ||||||
Teledyne FLIR LLC | 25,000 | 20,644 | ||||||
Texas Instruments, Inc. | 27,000 | 25,136 | ||||||
4.15%, 5/15/48 | 64,000 | 55,665 | ||||||
5.05%, 5/18/63 | 10,000 | 9,607 | ||||||
Thermo Fisher Scientific, Inc. | 10,000 | 10,052 | ||||||
Time Warner Cable LLC | 80,500 | 77,910 | ||||||
TJX Cos., Inc. | 20,000 | 18,894 | ||||||
Toll Brothers Finance Corp. | 50,000 | 48,622 | ||||||
Toyota Motor Credit Corp. | 150,000 | 142,447 | ||||||
4.45%, 5/18/26 | 10,000 | 9,866 | ||||||
4.55%, 9/20/27 | 150,000 | 147,763 | ||||||
3.05%, 1/11/28 | 15,000 | 13,937 | ||||||
2.15%, 2/13/30 | 30,000 | 25,495 | ||||||
1.65%, 1/10/31 | 30,000 | 23,954 | ||||||
Trane Technologies Global Holding Co. Ltd. | 45,000 | 42,268 | ||||||
Trane Technologies Luxembourg Finance SA | 50,000 | 48,901 | ||||||
Transcontinental Gas Pipe Line Co. LLC | 15,000 | 12,525 | ||||||
Travelers Cos., Inc. | 14,000 | 15,304 | ||||||
4.30%, 8/25/45 | 50,000 | 42,465 | ||||||
3.75%, 5/15/46 | 10,000 | 7,757 | ||||||
4.00%, 5/30/47 | 10,000 | 8,245 | ||||||
2.55%, 4/27/50 | 10,000 | 6,282 | ||||||
Trinity Health Corp. | 40,000 | 27,826 | ||||||
Truist Bank | 25,000 | 24,031 | ||||||
See Notes to Financial Statements.
| 76 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Truist Financial Corp. | ||||||||
6.05%, 6/8/27, (6.047% fixed rate until 6/8/26; Secured Overnight Financing Rate + 2.05% thereafter)(c) | $ | 15,000 | $ | 14,998 | ||||
1.13%, 8/3/27 | 56,000 | 47,389 | ||||||
3.88%, 3/19/29 | 65,000 | 58,135 | ||||||
5.87%, 6/8/34, (5.867% fixed rate until 6/8/33; Secured Overnight Financing Rate + 2.36% thereafter)(c) | 15,000 | 14,883 | ||||||
Tucson Electric Power Co. | 73,000 | 57,073 | ||||||
TWDC Enterprises 18 Corp. | 10,000 | 8,745 | ||||||
3.70%, 12/1/42 | 5,000 | 3,993 | ||||||
3.00%, 7/30/46 | 48,000 | 32,998 | ||||||
Tyson Foods, Inc. | 28,000 | 26,629 | ||||||
U.S. Bancorp | ||||||||
5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(c) | 150,000 | 150,009 | ||||||
5.78%, 6/12/29, (5.775% fixed rate until 6/12/28; Secured Overnight Financing Rate + 2.02% thereafter)(c) | 15,000 | 14,978 | ||||||
5.84%, 6/12/34, (5.836% fixed rate until 6/10/33; Secured Overnight Financing Rate + 2.26% thereafter)(c) | 15,000 | 14,986 | ||||||
UDR, Inc. | 25,000 | 18,824 | ||||||
Union Electric Co. | 18,000 | 16,756 | ||||||
Union Pacific Corp. | 5,000 | 4,861 | ||||||
2.75%, 3/1/26 | 5,000 | 4,730 | ||||||
2.89%, 4/6/36 | 25,000 | 19,789 | ||||||
4.00%, 4/15/47 | 19,000 | 15,404 | ||||||
3.84%, 3/20/60 | 158,000 | 121,336 | ||||||
3.75%, 2/5/70 | 25,000 | 18,254 | ||||||
United Airlines Pass-Through Trust | 13,831 | 13,299 | ||||||
5.80%, 7/15/37, Series 2023-1, Class A | 10,000 | 9,976 | ||||||
United Parcel Service, Inc. | 5,000 | 4,657 | ||||||
3.05%, 11/15/27 | 18,000 | 16,877 | ||||||
6.20%, 1/15/38 | 15,000 | 16,767 | ||||||
3.40%, 11/15/46 | 5,000 | 3,746 | ||||||
UnitedHealth Group, Inc. | 25,000 | 22,885 | ||||||
3.10%, 3/15/26 | 34,000 | 32,492 | ||||||
3.88%, 12/15/28 | 18,000 | 17,209 | ||||||
4.20%, 5/15/32 | 75,000 | 70,888 | ||||||
5.80%, 3/15/36 | 25,000 | 26,492 | ||||||
6.50%, 6/15/37 | 25,000 | 28,071 | ||||||
5.95%, 2/15/41 | 180,000 | 189,412 | ||||||
4.75%, 7/15/45 | 93,000 | 86,510 | ||||||
3.75%, 10/15/47 | 15,000 | 11,852 | ||||||
4.45%, 12/15/48 | 25,000 | 21,959 | ||||||
University of Southern California | 70,000 | 58,485 | ||||||
Unum Group | 50,000 | 37,803 | ||||||
Utah Acquisition Sub, Inc. | 40,000 | 37,814 | ||||||
Ventas Realty LP | 14,000 | 13,148 | ||||||
4.38%, 2/1/45 | 13,000 | 9,995 | ||||||
VeriSign, Inc. | 8,000 | 7,800 | ||||||
Verisk Analytics, Inc. | 50,000 | 47,590 | ||||||
Verizon Communications, Inc. | 10,000 | 9,702 | ||||||
4.33%, 9/21/28 | 125,000 | 119,755 | ||||||
4.02%, 12/3/29 | 20,000 | 18,588 | ||||||
1.68%, 10/30/30 | 66,000 | 51,656 | ||||||
5.05%, 5/9/33(d) | 10,000 | 9,709 | ||||||
3.40%, 3/22/41 | 175,000 | 130,056 | ||||||
2.88%, 11/20/50 | 85,000 | 52,249 | ||||||
3.70%, 3/22/61 | 107,000 | 72,958 | ||||||
Viatris, Inc. | 10,000 | 8,125 | ||||||
3.85%, 6/22/40 | 30,000 | 21,053 | ||||||
4.00%, 6/22/50 | 25,000 | 16,566 | ||||||
Virginia Electric & Power Co. | 100,000 | 99,142 | ||||||
8.88%, 11/15/38 | 15,000 | 19,497 | ||||||
Visa, Inc. | 63,000 | 58,485 | ||||||
3.65%, 9/15/47 | 59,000 | 48,217 | ||||||
2.00%, 8/15/50 | 25,000 | 14,816 | ||||||
VMware, Inc. | 25,000 | 24,491 | ||||||
Vulcan Materials Co. | 18,000 | 17,700 | ||||||
3.50%, 6/1/30 | 31,000 | 27,803 | ||||||
W.R. Berkley Corp. | 25,000 | 14,966 | ||||||
Walgreens Boots Alliance, Inc. | 53,000 | 51,760 | ||||||
Walmart, Inc. | 69,000 | 67,169 | ||||||
3.95%, 9/9/27 | 25,000 | 24,426 | ||||||
3.70%, 6/26/28 | 15,000 | 14,465 | ||||||
2.38%, 9/24/29 | 20,000 | 17,871 | ||||||
4.10%, 4/15/33 | 100,000 | 95,326 | ||||||
5.25%, 9/1/35 | 50,000 | 52,299 | ||||||
4.05%, 6/29/48 | 40,000 | 35,220 | ||||||
Walt Disney Co. | 40,000 | 38,834 | ||||||
2.65%, 1/13/31(d) | 115,000 | 98,555 | ||||||
6.40%, 12/15/35 | 4,000 | 4,386 | ||||||
6.65%, 11/15/37 | 20,000 | 22,550 | ||||||
3.50%, 5/13/40 | 55,000 | 44,128 | ||||||
4.95%, 10/15/45 | 5,000 | 4,633 | ||||||
2.75%, 9/1/49 | 50,000 | 32,167 | ||||||
3.80%, 5/13/60 | 15,000 | 11,334 | ||||||
Warnermedia Holdings, Inc. | 15,000 | 14,516 | ||||||
3.76%, 3/15/27 | 35,000 | 32,831 | ||||||
4.05%, 3/15/29(d) | 15,000 | 13,804 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 77 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.28%, 3/15/32(d) | $ | 40,000 | $ | 35,320 | ||||
5.05%, 3/15/42 | 40,000 | 32,966 | ||||||
5.14%, 3/15/52 | 61,000 | 48,687 | ||||||
5.39%, 3/15/62 | 25,000 | 19,864 | ||||||
Washington University | 44,000 | 34,115 | ||||||
WEC Energy Group, Inc. | 90,000 | 89,195 | ||||||
Wells Fargo & Co. | 228,000 | 213,700 | ||||||
3.20%, 6/17/27, (3.196% fixed rate until 6/17/26; 3-month Secured Overnight Financing Rate + 1.432% thereafter)(c) | 25,000 | 23,385 | ||||||
3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month Secured Overnight Financing Rate + 1.572% thereafter)(c) | 109,000 | 101,247 | ||||||
2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(c) | 149,000 | 132,626 | ||||||
4.15%, 1/24/29 | 10,000 | 9,424 | ||||||
5.57%, 7/25/29, (5.574% fixed rate until 7/25/28; Secured Overnight Financing Rate + 1.74% thereafter)(c) | 35,000 | 34,858 | ||||||
4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; 3-month Secured Overnight Financing Rate + 4.032% thereafter)(c) | 25,000 | 23,401 | ||||||
4.75%, 12/7/46 | 96,000 | 79,868 | ||||||
5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; 3-month Secured Overnight Financing Rate + 4.502% thereafter)(c) | 255,000 | 230,466 | ||||||
Welltower OP LLC | 68,000 | 65,970 | ||||||
4.25%, 4/1/26 | 3,000 | 2,907 | ||||||
4.25%, 4/15/28 | 15,000 | 14,201 | ||||||
2.75%, 1/15/31 | 25,000 | 20,651 | ||||||
Western Digital Corp. | 25,000 | 23,866 | ||||||
2.85%, 2/1/29 | 17,000 | 13,712 | ||||||
Western Union Co. | 75,000 | 59,029 | ||||||
Westinghouse Air Brake Technologies Corp. | 36,000 | 33,894 | ||||||
Westlake Corp. | 10,000 | 8,430 | ||||||
Weyerhaeuser Co. | 41,000 | 37,848 | ||||||
Whirlpool Corp. | 50,000 | 41,068 | ||||||
Williams Cos., Inc. | 10,000 | 9,423 | ||||||
7.50%, 1/15/31, Series A | 36,000 | 39,534 | ||||||
6.30%, 4/15/40 | 10,000 | 10,275 | ||||||
5.75%, 6/24/44 | 50,000 | 47,599 | ||||||
Willis-Knighton Medical Center | 20,000 | 17,198 | ||||||
Wisconsin Public Service Corp. | 38,000 | 28,582 | ||||||
WRKCo, Inc. | 40,000 | 38,819 | ||||||
4.65%, 3/15/26 | 125,000 | 121,692 | ||||||
3.90%, 6/1/28 | 50,000 | 46,443 | ||||||
WW Grainger, Inc. | 75,000 | 59,809 | ||||||
Wyeth LLC | 10,000 | 10,723 | ||||||
Xilinx, Inc. | 25,000 | 21,400 | ||||||
Xylem, Inc. | 5,000 | 4,712 | ||||||
|
| |||||||
| Total United States |
| 43,590,866 | ||||||
TOTAL CORPORATE BONDS (Cost: $57,030,827) |
| 50,812,864 | ||||||
| FOREIGN GOVERNMENT AGENCIES – 0.4% |
| |||||||
| Canada – 0.2% |
| |||||||
Province of Alberta Canada | 35,000 | 33,171 | ||||||
1.30%, 7/22/30 | 75,000 | 60,572 | ||||||
Province of British Columbia Canada | 25,000 | 23,397 | ||||||
Province of New Brunswick Canada | 20,000 | 19,147 | ||||||
Province of Ontario Canada | 100,000 | 90,512 | ||||||
1.13%, 10/7/30 | 50,000 | 39,721 | ||||||
Province of Quebec Canada | 55,000 | 53,450 | ||||||
1.50%, 2/11/25, Series QX | 20,000 | 18,960 | ||||||
2.50%, 4/20/26 | 50,000 | 47,192 | ||||||
7.50%, 9/15/29, Series PD | 31,000 | 35,761 | ||||||
|
| |||||||
| Total Canada |
| 421,883 | ||||||
| Japan – 0.1% |
| |||||||
Japan Bank for International Cooperation | 200,000 | 199,544 | ||||||
| South Korea – 0.1% |
| |||||||
Korea Development Bank | 100,000 | 94,784 | ||||||
| Sweden – 0.0% |
| |||||||
Svensk Exportkredit AB | 50,000 | 25,199 | ||||||
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $783,786) |
| 741,410 | ||||||
| FOREIGN GOVERNMENT OBLIGATIONS – 0.9% |
| |||||||
| Chile – 0.1% |
| |||||||
Chile Government International Bond | 150,000 | 109,205 | ||||||
| Hungary – 0.0% |
| |||||||
Hungary Government International Bond | 16,000 | 17,708 | ||||||
| Indonesia – 0.1% |
| |||||||
Indonesia Government International Bond | 165,000 | 122,011 | ||||||
See Notes to Financial Statements.
| 78 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
| Italy – 0.1% |
| |||||||
Republic of Italy Government International Bond | $ | 163,000 | $ | 160,363 | ||||
| Mexico – 0.1% |
| |||||||
Mexico Government International Bond | 25,000 | 26,895 | ||||||
6.05%, 1/11/40, Series A | 30,000 | 30,014 | ||||||
4.28%, 8/14/41 | 150,000 | 121,470 | ||||||
5.75%, 10/12/2110 | 208,000 | 182,742 | ||||||
|
| |||||||
| Total Mexico |
| 361,121 | ||||||
| Panama – 0.2% |
| |||||||
Panama Government International Bond | 333,000 | 374,465 | ||||||
6.70%, 1/26/36 | 50,000 | 52,602 | ||||||
|
| |||||||
| Total Panama |
| 427,067 | ||||||
| Peru – 0.1% |
| |||||||
Peruvian Government International Bond 4.13%, 8/25/27 | 69,000 | 66,871 | ||||||
2.78%, 1/23/31 | 50,000 | 42,525 | ||||||
8.75%, 11/21/33 | 25,000 | 31,183 | ||||||
3.00%, 1/15/34 | 50,000 | 40,751 | ||||||
5.63%, 11/18/50 | 25,000 | 24,968 | ||||||
3.23%, 7/28/2121 | 40,000 | 23,238 | ||||||
|
| |||||||
| Total Peru |
| 229,536 | ||||||
| Philippines – 0.1% |
| |||||||
Philippine Government International Bond | 200,000 | 212,282 | ||||||
| Poland – 0.0% |
| |||||||
Republic of Poland Government International Bond | 72,000 | 69,013 | ||||||
| Uruguay – 0.1% |
| |||||||
Uruguay Government International Bond 5.10%, 6/18/50 | 53,000 | 51,333 | ||||||
4.98%, 4/20/55 | 94,000 | 89,041 | ||||||
|
| |||||||
| Total Uruguay |
| 140,374 | ||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $2,100,979) |
| 1,848,680 | ||||||
| SUPRANATIONAL BONDS – 1.6% |
| |||||||
Asian Development Bank | 628,000 | 602,158 | ||||||
2.00%, 1/22/25 | 5,000 | 4,787 | ||||||
0.63%, 4/29/25 | 200,000 | 186,046 | ||||||
0.50%, 2/4/26 | 125,000 | 112,980 | ||||||
2.50%, 11/2/27 | 20,000 | 18,566 | ||||||
4.50%, 8/25/28 | 30,000 | 30,156 | ||||||
Council Of Europe Development Bank | 10,000 | 9,761 | ||||||
European Investment Bank | 75,000 | 67,322 | ||||||
2.38%, 5/24/27 | 53,000 | 49,222 | ||||||
3.75%, 2/14/33 | 50,000 | 48,164 | ||||||
4.88%, 2/15/36 | 25,000 | 26,287 | ||||||
Inter-American Development Bank | 575,000 | 531,024 | ||||||
3.50%, 4/12/33 | 150,000 | 141,010 | ||||||
3.20%, 8/7/42 | 25,000 | 20,440 | ||||||
International Bank for Reconstruction & Development | 207,000 | 200,121 | ||||||
0.63%, 4/22/25 | 110,000 | 102,351 | ||||||
2.50%, 7/29/25 | 609,000 | 582,472 | ||||||
2.50%, 11/22/27 | 144,000 | 133,522 | ||||||
1.38%, 4/20/28 | 25,000 | 21,867 | ||||||
0.88%, 5/14/30 | 118,000 | 94,365 | ||||||
4.00%, 7/25/30 | 25,000 | 24,508 | ||||||
International Finance Corp. | 298,000 | 285,204 | ||||||
4.50%, 7/13/28 | 15,000 | 15,093 | ||||||
TOTAL SUPRANATIONAL BONDS (Cost: $3,524,438) |
| 3,307,426 | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.7% |
| |||||||
| United States – 1.7% |
| |||||||
Bank | ||||||||
2.85%, 10/17/52, Series 2019-BNK21, Class A5 | 75,000 | 64,326 | ||||||
3.18%, 2/15/55, Series 2022-BNK39, Class AS | 113,000 | 90,360 | ||||||
3.44%, 9/15/60, Series 2017-BNK7, Class A5 | 105,000 | 96,693 | ||||||
2.14%, 3/15/63, Series 2020-BNK28, Class AS | 100,000 | 77,820 | ||||||
Bank of America Merrill Lynch Commercial Mortgage Trust | ||||||||
3.17%, 7/15/49, Series 2016-UB10, Class A4 | 100,000 | 92,752 | ||||||
Barclays Commercial Mortgage Trust | ||||||||
2.99%, 11/15/52, Series 2019-C5, Class ASB | 100,000 | 92,028 | ||||||
Benchmark Mortgage Trust | ||||||||
2.91%, 9/15/43, Series 2020-IG1, Class AS^(c) | 60,000 | 47,146 | ||||||
4.02%, 3/15/52, Series 2019-B9, Class A5 | 60,000 | 54,496 | ||||||
1.98%, 8/15/54, Series 2021-B28, Class ASB | 150,000 | 125,919 | ||||||
3.79%, 4/15/55, Series 2022-B34, Class A5^(c) | 50,000 | 42,347 | ||||||
Citigroup Commercial Mortgage Trust | ||||||||
3.35%, 2/10/49, Series 2016-GC36, Class A4 | 250,000 | 236,184 | ||||||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | 200,000 | 190,820 | ||||||
3.43%, 1/25/27, Series K063, Class A2^(c) | 70,000 | 66,666 | ||||||
3.19%, 9/25/27, Series K069, Class A2^(c) | 140,000 | 131,294 | ||||||
3.25%, 11/25/27, Series K072, Class A1 | 256,989 | 246,481 | ||||||
3.69%, 1/25/29, Series K088, Class A2 | 115,000 | 109,112 | ||||||
2.52%, 10/25/29, Series K101, Class A2 | 50,000 | 43,998 | ||||||
2.13%, 11/25/31, Series K136, Class A2 | 100,000 | 82,005 | ||||||
2.35%, 11/25/31, Series K137, Class A2^(c) | 155,000 | 129,251 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 79 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.20%, 5/25/33, Series K-157, Class A2 | $ | 50,000 | $ | 47,693 | ||||
3.99%, 8/25/33, Series K157, Class A3^(c) | 70,000 | 65,568 | ||||||
1.24%, 1/25/35, Series K-1516 | 284,868 | 222,549 | ||||||
Federal National Mortgage Association Alternative Credit Enhancement Securities | ||||||||
2.49%, 5/25/26, Series 2016-M6, Class A2 | 46,635 | 43,645 | ||||||
2.55%, 12/25/26, Series 2017-M3, Class A2^(c) | 33,548 | 31,125 | ||||||
3.17%, 3/25/28, Series 2018-M4, Class A2^(c) | 19,067 | 17,769 | ||||||
3.67%, 9/25/28, Series 2019-M1, Class A2^(c) | 21,984 | 20,844 | ||||||
2.44%, 10/25/29, Series 2020-M1, Class A2 | 100,000 | 87,358 | ||||||
1.78%, 5/25/30, Series 2020-M14, Class A2 | 122,972 | 102,765 | ||||||
1.27%, 7/25/30, Series 2020-M42, Class A2 | 150,000 | 119,154 | ||||||
3.61%, 2/25/31, Series 2019-M4, Class A2 | 4,406 | 4,071 | ||||||
GS Mortgage Securities Trust | ||||||||
3.73%, 3/10/51, Series 2018-GS9, Class A3 | 50,000 | 46,272 | ||||||
3.00%, 9/10/52, Series 2019-GC42, Class A4 | 50,000 | 43,401 | ||||||
2.66%, 2/13/53, Series 2020-GC45, Class A4 | 100,000 | 84,543 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust | ||||||||
3.60%, 5/15/50, Series 2017-C33, Class A5 | 90,000 | 83,491 | ||||||
Morgan Stanley Capital I Trust | ||||||||
3.52%, 7/15/52, Series 2019-H7, Class AS | 100,000 | 85,475 | ||||||
2.44%, 6/15/54, Series 2021-L6, Class A4^(c) | 100,000 | 80,029 | ||||||
UBS Commercial Mortgage Trust | ||||||||
4.30%, 8/15/51, Series 2018-C12, Class A5 | 50,000 | 46,680 | ||||||
4.07%, 12/15/51, Series 2018-C15, Class A3 | 19,951 | 18,639 | ||||||
Wells Fargo Commercial Mortgage Trust | ||||||||
3.79%, 9/15/48, Series 2015-SG1, Class A4 | 97,058 | 92,839 | ||||||
3.64%, 3/15/50, Series 2017-RB1, Class A5 | 68,000 | 62,504 | ||||||
2.40%, 7/15/53, Series 2020-C58, Class AS | 100,000 | 74,508 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $4,024,160) |
| 3,500,620 | ||||||
| MUNICIPAL BONDS – 0.8% |
| |||||||
| United States – 0.8% |
| |||||||
Bay Area Toll Authority | 25,000 | 30,961 | ||||||
California Earthquake Authority | 150,000 | 150,144 | ||||||
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | 50,000 | 56,679 | ||||||
City of Houston, TX | 100,000 | 87,075 | ||||||
Commonwealth of Massachusetts | 113,008 | 110,007 | ||||||
Dallas Fort Worth International Airport | 100,000 | 89,810 | ||||||
Louisiana Local Government Environmental Facilities & Community Development Authority | 79,427 | 76,781 | ||||||
New Jersey Transportation Trust Fund Authority | 45,000 | 45,608 | ||||||
New York City Municipal Water Finance Authority | 100,000 | 103,717 | ||||||
Port Authority of New York & New Jersey 5.65%, 11/1/40 | 100,000 | 104,840 | ||||||
4.81%, 10/15/65, Series 192 | 25,000 | 23,811 | ||||||
Port of Morrow, OR | 20,000 | 14,402 | ||||||
Sales Tax Securitization Corp. | 150,000 | 121,374 | ||||||
State of California | 190,000 | 234,895 | ||||||
State of Mississippi | 75,000 | 76,030 | ||||||
Texas Transportation Commission | 20,000 | 14,776 | ||||||
Texas Transportation Commission State Highway Fund | 50,000 | 50,369 | ||||||
4.00%, 10/1/33 | 20,000 | 18,852 | ||||||
University of California | 10,000 | 9,352 | ||||||
University of Michigan | 50,000 | 42,287 | ||||||
3.50%, 4/1/52, Series A | 100,000 | 77,302 | ||||||
TOTAL MUNICIPAL BONDS (Cost: $1,837,147) |
| 1,539,072 | ||||||
| ASSET-BACKED SECURITIES – 0.4% |
| |||||||
| United States – 0.4% |
| |||||||
American Express Credit Account Master Trust 0.90%, 11/15/26, Series 2021-1, Class A | 265,000 | 250,843 | ||||||
2.21%, 3/15/27, Series 2022-1, Class A | 100,000 | 95,310 | ||||||
Citibank Credit Card Issuance Trust | ||||||||
3.96%, 10/13/30, Series 2018-A7, Class A7 | 100,000 | 95,440 | ||||||
Discover Card Execution Note Trust | ||||||||
0.58%, 9/15/26, Series 2021-A1, Class A1 | 55,000 | 52,196 | ||||||
Honda Auto Receivables Owner Trust | 222,000 | 213,508 | ||||||
4.91%, 9/17/29, Series 2023-2, Class A4 | 70,000 | 69,690 | ||||||
See Notes to Financial Statements.
| 80 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Volkswagen Auto Loan Enhanced Trust | ||||||||
1.26%, 10/20/28, Series 2021-1, Class A4 | $ | 100,000 | $ | 92,636 | ||||
TOTAL ASSET-BACKED SECURITIES (Cost: $898,590) |
| 869,623 | ||||||
| REPURCHASE AGREEMENT – 1.2% |
| |||||||
| United States – 1.2% |
| |||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/23 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 9/1/23; Proceeds at maturity - $2,440,359 (fully collateralized by Ginnie Mae I Construction Loan, 2.40% - 4.14% due 12/15/63 - 2/15/64; Market value including accrued interest - $2,562,768) | ||||||||
| (Cost: $2,440,000) | 2,440,000 | 2,440,000 | ||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.3% |
| |||||||
| United States – 0.3% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 5.35%(f) | ||||||||
| (Cost: $525,730) | 525,730 | 525,730 | ||||||
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE (Cost: $220,577,589) |
| 203,901,347 | ||||||
| TBA Sale Commitments | Principal Amount | |||||||
| U.S. GOVERNMENT AGENCIES TBA SALE COMMITMENTS – (0.3)% |
| |||||||
| Government National Mortgage Association – (0.1)% |
| |||||||
2.50%, 9/20/53(b) | $ | (75,000 | ) | (63,865 | ) | |||
3.50%, 9/20/53(b) | (25,000 | ) | (22,714 | ) | ||||
2.00%, 10/20/53(b) | (50,000 | ) | (41,337 | ) | ||||
2.50%, 10/20/53(b) | (50,000 | ) | (42,619 | ) | ||||
3.00%, 10/20/53(b) | (50,000 | ) | (44,010 | ) | ||||
|
| |||||||
| Total Government National Mortgage Association |
| (214,545 | ) | |||||
| Uniform Mortgage-Backed Securities – (0.2)% |
| |||||||
2.00%, 9/1/37(b) | (50,000 | ) | (43,859 | ) | ||||
1.50%, 10/1/37(b) | (25,000 | ) | (21,406 | ) | ||||
2.50%, 10/1/37(b) | (50,000 | ) | (45,095 | ) | ||||
3.00%, 10/1/37(b) | (25,000 | ) | (23,127 | ) | ||||
2.00%, 10/1/38(b) | (25,000 | ) | (21,955 | ) | ||||
2.50%, 10/1/52(b) | (125,000 | ) | (103,799 | ) | ||||
1.50%, 10/1/53(b) | (25,000 | ) | (18,904 | ) | ||||
3.00%, 10/1/53(b) | (75,000 | ) | (64,721 | ) | ||||
3.50%, 10/1/53(b) | (75,000 | ) | (67,114 | ) | ||||
|
| |||||||
| Total Uniform Mortgage-Backed Securities |
| (409,980 | ) | |||||
| TOTAL TBA SALE COMMITMENTS (Proceeds: $624,949) |
| (624,525 | ) | |||||
Other Assets less Liabilities – (1.2)% |
| (2,447,184 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 200,829,638 | |||||
| ^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
| (a) | Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2023. |
| (b) | To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing. |
| (c) | Rate shown reflects the accrual rate as of August 31, 2023 on securities with variable or step rates. |
| (d) | Security, or portion thereof, was on loan at August 31, 2023 (See Note 2). At August 31, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,118,454 and the total market value of the collateral held by the Fund was $2,184,717. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,658,987. |
| (e) | 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. |
| (f) | Rate shown represents annualized 7-day yield as of August 31, 2023. |
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Short Exposure | Contracts | Expiration Date | Notional Value | Unrealized Depreciation | ||||||||||||
2 Year U.S. Treasury Note | 221 | 12/29/23 | $ | (45,040,836 | ) | $ | (97,860 | ) | ||||||||
5 Year U.S. Treasury Note | 981 | 12/29/23 | (104,890,360 | ) | (643,781 | ) | ||||||||||
U.S. Treasury Ultra Long Term Bond | 92 | 12/19/23 | (11,911,125 | ) | (189,031 | ) | ||||||||||
Ultra 10 Year U.S. Treasury Note | 582 | 12/19/23 | (67,575,656 | ) | (597,485 | ) | ||||||||||
| $ | (229,417,977 | ) | $ | (1,528,157 | ) | |||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 81 |
Schedule of Investments (concluded)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2023
| FAIR VALUATION SUMMARY | ||||||||
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Agencies | $ | — | $ | 57,455,181 | $ | — | $ | 57,455,181 | ||||||||
U.S. Government Obligations | — | 80,860,741 | — | 80,860,741 | ||||||||||||
Corporate Bonds | — | 50,812,864 | — | 50,812,864 | ||||||||||||
Foreign Government Agencies | — | 741,410 | — | 741,410 | ||||||||||||
Foreign Government Obligations | — | 1,848,680 | — | 1,848,680 | ||||||||||||
Supranational Bonds | — | 3,307,426 | — | 3,307,426 | ||||||||||||
Commercial Mortgage-Backed Securities | — | 3,500,620 | — | 3,500,620 | ||||||||||||
Municipal Bonds | — | 1,539,072 | — | 1,539,072 | ||||||||||||
Asset-Backed Securities | — | 869,623 | — | 869,623 | ||||||||||||
Repurchase Agreement | — | 2,440,000 | — | 2,440,000 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 525,730 | — | 525,730 | ||||||||||||
Total Investments in Securities | $ | — | $ | 203,901,347 | $ | — | $ | 203,901,347 | ||||||||
Liabilities: |
| |||||||||||||||
TBA Sale Commitments | ||||||||||||||||
U.S. Government Agencies | $ | — | $ | (624,525 | ) | $ | — | $ | (624,525 | ) | ||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (1,528,157 | ) | $ | — | $ | — | $ | (1,528,157 | ) | ||||||
Total – Net | $ | (1,528,157 | ) | $ | 203,276,822 | $ | — | $ | 201,748,665 | |||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| 82 | WisdomTree Trust |
WisdomTree Mortgage Plus Bond Fund (MTGP)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| COLLATERALIZED LOAN OBLIGATIONS – 2.9% |
| |||||||
| Cayman Islands – 2.9% | ||||||||
Apidos CLO XXXVI Ltd. | ||||||||
7.59%, 7/20/34, Series 2021-36A, Class C, (7.588% fixed rate until 10/20/23; 3-month Secured Overnight Financing Rate + 2.262% thereafter)(a)(b) | $ | 350,000 | $ | 343,846 | ||||
LCM 28 Ltd. | ||||||||
7.74%, 10/20/30, Series 28A, Class C, (7.738% fixed rate until 10/20/23; 3-month Secured Overnight Financing Rate + 2.412% thereafter)(a)(b) | 400,000 | 385,398 | ||||||
| TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost: $738,546) |
| 729,244 | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS – 50.0% |
| |||||||
Federal Home Loan Mortgage Corp. REMIC | 6,730 | 6,616 | ||||||
4.00%, 5/15/28, Series 4669, Class EV | 191,798 | 182,781 | ||||||
6.00%, 7/15/29, Series 2175, Class TH | 28,118 | 28,138 | ||||||
6.00%, 5/15/32, Series 2448, Class ZQ | 36,455 | 36,551 | ||||||
3.00%, 8/15/32, Series 4092, Class AY | 200,000 | 181,039 | ||||||
6.00%, 8/15/32, Series 2485, Class WG | 15,383 | 15,614 | ||||||
5.50%, 11/15/32, Series 2519, Class ZD | 21,798 | 21,548 | ||||||
5.50%, 11/15/32, Series 2520, Class PH | 100,715 | 100,858 | ||||||
2.50%, 1/15/33, Series 4332, Class CU | 3,790 | 3,774 | ||||||
5.75%, 6/15/34, Series 2812, Class MF^(b) | 126,430 | 125,901 | ||||||
5.50%, 9/15/34, Series 2861, Class Z | 13,856 | 13,759 | ||||||
5.00%, 11/15/34, Series 2893, Class PE | 31,489 | 31,204 | ||||||
6.00%, 11/15/36, Series 3244, Class LZ | 237 | 233 | ||||||
5.00%, 4/15/40, Series 3658, Class CZ, PIK | 408,458 | 402,355 | ||||||
4.50%, 9/15/40, Series 3726, Class QZ, PIK | 247,888 | 240,551 | ||||||
4.00%, 1/15/41, Series 4179, Class AZ | 403,898 | 381,953 | ||||||
3.50%, 5/15/41, Series 4229, Class MA | 45,546 | 43,507 | ||||||
3.00%, 12/15/41, Series 4273, Class GM | 52,894 | 49,424 | ||||||
4.00%, 5/15/42, Series 4048, Class CE | 150,000 | 138,666 | ||||||
4.50%, 9/15/42, Series 4671, Class JM | 14,718 | 14,548 | ||||||
3.00%, 11/15/42, Series 4136, Class ZG, PIK | 414,006 | 363,785 | ||||||
3.00%, 5/15/43, Series 4322, Class DJ | 49,613 | 47,126 | ||||||
3.00%, 6/15/44, Series 4483, Class CA | 161,368 | 149,427 | ||||||
2.25%, 8/15/44, Series 4406, Class AC | 61,866 | 53,740 | ||||||
3.50%, 9/15/46, Series 4774, Class LP | 132,355 | 124,973 | ||||||
3.50%, 12/25/46, Series 2017-SC01, Class 2A | 325,873 | 286,990 | ||||||
3.00%, 4/25/49, Series 4908, Class BD | 309,564 | 271,472 | ||||||
Federal National Mortgage Association REMIC | 65 | 65 | ||||||
3.50%, 8/25/26, Series 2011-80, Class HE | 93,929 | 91,474 | ||||||
2.00%, 11/25/30, Series 2015-93, Class AD | 100,014 | 94,143 | ||||||
6.50%, 10/25/31, Series 2001-52, Class YZ | 12,450 | 12,754 | ||||||
3.00%, 6/25/33, Series 2014-36, Class QA | 35,575 | 34,198 | ||||||
4.00%, 8/25/33, Series 2014-58, Class VM | 97,754 | 95,174 | ||||||
4.50%, 10/25/34, Series 2004-75, Class ZG | 5,157 | 5,009 | ||||||
5.65%, 5/25/35, Series 2005-40, Class FB^(b) | 54,929 | 54,348 | ||||||
4.75%, 8/25/35, Series 2005-80, Class SZ, PIK | 117,370 | 112,473 | ||||||
6.00%, 7/25/36, Series 2006-62, Class PZ, PIK | 148,076 | 158,902 | ||||||
4.50%, 10/25/36, Series 2009-19, Class PW | 27,523 | 26,456 | ||||||
5.65%, 12/25/36, Series 2006-120, Class PF^(b) | 48,884 | 48,178 | ||||||
5.50%, 2/25/37, Series 2007-6, Class PA | 7,054 | 6,991 | ||||||
4.25%, 4/25/37, Series 2007-30, Class ZM, PIK | 274,914 | 253,827 | ||||||
5.00%, 4/25/37, Series 2007-26, Class JZ | 171,256 | 169,249 | ||||||
5.00%, 3/25/38, Series 2008-16, Class EA | 5,792 | 5,612 | ||||||
6.00%, 8/25/39, Series 2009-62, Class Z, PIK | 298,292 | 295,998 | ||||||
5.00%, 11/25/39, Series 2009-89, Class PH | 128,374 | 127,411 | ||||||
5.00%, 7/25/40, Series 2010-80, Class PZ, PIK | 273,582 | 268,982 | ||||||
5.00%, 9/25/40, Series 2010-102, Class PN | 483,065 | 478,440 | ||||||
3.00%, 2/25/41, Series 2011-134, Class NJ | 46,447 | 43,816 | ||||||
2.50%, 5/25/41, Series 2012-131, Class DZ, PIK | 14,036 | 11,474 | ||||||
5.00%, 6/25/41, Series 2011-52, Class GB | 124,082 | 123,111 | ||||||
5.25%, 9/25/41, Series 2011-84, Class PZ , PIK | 354,796 | 351,675 | ||||||
3.00%, 3/25/42, Series 2016-21, Class BA | 13,807 | 13,637 | ||||||
1.75%, 6/25/42, Series 2013-37, Class JA | 113,044 | 105,370 | ||||||
2.50%, 11/25/42, Series 2012-152, Class TB | 231,000 | 185,345 | ||||||
3.00%, 2/25/43, Series 2013-1, Class JZ , PIK | 79,434 | 63,508 | ||||||
3.00%, 3/25/44, Series 2015-42, Class CA | 170,191 | 157,588 | ||||||
3.00%, 4/25/45, Series 2015-23, Class HZ, PIK | 514,734 | 446,900 | ||||||
3.00%, 3/25/46, Series 2016-9, Class D | 137,007 | 121,624 | ||||||
2.50%, 9/25/46, Series 2016-63, Class CA | 33,325 | 26,783 | ||||||
Flagstar Mortgage Trust | ||||||||
2.50%, 9/25/51, Series 2021-8INV, Class A6^(a)(b) | 538,144 | 456,590 | ||||||
Government National Mortgage Association | ||||||||
5.00%, 7/16/33, Series 2003-60, Class ZG, PIK | 131,285 | 127,873 | ||||||
5.00%, 4/20/34, Series 2004-31, Class ZB | 153,182 | 151,120 | ||||||
5.00%, 6/20/35, Series 2005-46, Class YX | 154,880 | 154,385 | ||||||
5.50%, 4/20/37, Series 2007-24, Class PC | 34,521 | 34,084 | ||||||
5.50%, 5/20/38, Series 2008-42, Class QB | 51,645 | 51,577 | ||||||
2.00%, 8/20/39, Series 2011-52, Class KY | 43,564 | 40,566 | ||||||
4.50%, 9/16/40, Series 2010-125, Class BZ, REMIC | 200,629 | 198,015 | ||||||
3.00%, 7/16/41, Series 2011-135, Class WH | 113,835 | 93,808 | ||||||
3.00%, 3/16/42, Series 2012-39, Class GC, REMIC | 145,000 | 119,297 | ||||||
4.00%, 3/20/44, Series 2014-43, Class Z, PIK | 655,428 | 598,318 | ||||||
3.75%, 4/16/44, Series 2014-60, Class AL | 250,000 | 223,655 | ||||||
3.00%, 11/20/45, Series 2015-165, Class ZE, PIK | 256,061 | 214,375 | ||||||
JP Morgan Mortgage Trust | ||||||||
3.59%, 5/25/45, Series 2015-3, Class B3^(a)(b) | 106,047 | 93,608 | ||||||
3.41%, 5/25/50, Series 2019-9, Class B2A^(a)(b) | 278,307 | 231,327 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 83 |
Schedule of Investments (continued)
WisdomTree Mortgage Plus Bond Fund (MTGP)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Provident Funding Mortgage Trust | ||||||||
3.25%, 2/25/50, Series 2020-1, Class B1^(a)(b) | $ | 367,899 | $ | 292,737 | ||||
RCKT Mortgage Trust | ||||||||
3.00%, 2/25/50, Series 2020-1, Class A13^(a)(b) | 125,451 | 106,017 | ||||||
Seasoned Credit Risk Transfer Trust | ||||||||
3.75%, 9/25/55, Series 2016-1, Class M2^(a)(b) | 621,682 | 556,427 | ||||||
4.00%, 8/25/56, Series 2017-2, Class M1^(a)(b) | 709,482 | 695,385 | ||||||
4.75%, 5/25/57, Series 2018-1, Class M^(b) | 259,368 | 240,694 | ||||||
2.50%, 5/25/60, Series 2020-3, Class M5TU | 326,960 | 285,157 | ||||||
Seasoned Loans Structured Transaction Trust | 155,580 | 147,645 | ||||||
Sequoia Mortgage Trust | ||||||||
4.00%, 3/25/48, Series 2018-CH1, Class A1^(a)(b) | 153,476 | 141,645 | ||||||
Verus Securitization Trust | ||||||||
2.99%, 5/25/60, Series 2020-2, Class A2^(a)(b) | 300,000 | 287,011 | ||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost: $14,596,163) |
| 12,848,364 | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES – 3.4% |
| |||||||
| United States – 3.4% | ||||||||
Benchmark Mortgage Trust | ||||||||
2.50%, 12/15/62, Series 2019-B14, Class D(a) | 380,000 | 189,934 | ||||||
Cantor Commercial Real Estate Lending | ||||||||
2.50%, 1/15/53, Series 2019-CF3, Class D^(a)(b) | 250,000 | 126,919 | ||||||
Federal Home Loan Mortgage Corp. Multiclass Certificates | ||||||||
1.78%, 9/25/45, Series 2021-P011, Class X1^(b)(c) | 416,187 | 50,034 | ||||||
JP Morgan Mortgage Trust | ||||||||
6.33%, 12/25/49, Series 2019-LTV2, Class A11^(a)(b) | 49,139 | 49,139 | ||||||
Washington State Housing Finance Commission | ||||||||
0.73%, 12/20/35, Series 2021-1, Class X^(b)(c) | 6,092,553 | 282,268 | ||||||
WFRBS Commercial Mortgage Trust | ||||||||
4.23%, 8/15/47, Series 2014-C21, Class C^(b) | 200,000 | 174,183 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $1,145,290) |
| 872,477 | ||||||
| U.S. GOVERNMENT AGENCIES – 42.6% |
| |||||||
| Federal Home Loan Mortgage Corporation – 10.2% |
| |||||||
4.00%, 1/1/42 | 221,935 | 209,751 | ||||||
3.50%, 8/1/46 | 210,516 | 191,779 | ||||||
3.50%, 9/1/47 | 274,471 | 250,208 | ||||||
2.00%, 9/1/51 | 452,873 | 370,175 | ||||||
2.00%, 1/1/52 | 905,696 | 729,076 | ||||||
2.50%, 2/1/52 | 1,052,874 | 878,775 | ||||||
|
| |||||||
| Total Federal Home Loan Mortgage Corporation |
| 2,629,764 | ||||||
| Federal National Mortgage Association – 24.1% |
| |||||||
4.00%, 11/1/43 | 254,278 | 241,724 | ||||||
4.00%, 5/1/47 | 195,176 | 183,763 | ||||||
4.00%, 12/1/47 | 198,132 | 186,443 | ||||||
2.50%, 11/1/50 | 463,337 | 390,168 | ||||||
2.50%, 12/1/51 | 703,757 | 589,397 | ||||||
2.50%, 2/1/52 | 361,993 | 300,523 | ||||||
2.00%, 3/1/52 | 3,389,485 | 2,703,493 | ||||||
2.50%, 9/1/52 | 1,410,432 | 1,170,029 | ||||||
4.00%, 4/1/55 | 390,065 | 362,447 | ||||||
4.50%, 6/1/56 | 65,289 | 62,388 | ||||||
|
| |||||||
| Total Federal National Mortgage Association |
| 6,190,375 | ||||||
| Government National Mortgage Association – 8.3% |
| |||||||
3.00%, 8/20/44 | 9,088 | 8,199 | ||||||
3.00%, 12/20/44 | 304,267 | 273,911 | ||||||
3.00%, 3/20/45 | 160,314 | 143,942 | ||||||
3.00%, 4/20/45 | 339,721 | 305,030 | ||||||
3.00%, 7/20/45 | 37,869 | 33,782 | ||||||
3.50%, 7/20/47 | 347,997 | 320,497 | ||||||
4.50%, 8/20/47 | 337,040 | 326,799 | ||||||
3.50%, 12/20/47 | 314,164 | 289,823 | ||||||
4.50%, 5/20/49 | 56,578 | 54,559 | ||||||
4.00%, 9/20/53(d) | 400,000 | 372,750 | ||||||
|
| |||||||
| Total Government National Mortgage Association |
| 2,129,292 | ||||||
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $11,692,026) | 10,949,431 | |||||||
TOTAL INVESTMENTS IN SECURITIES – 98.9% (Cost: $28,172,025) |
| 25,399,516 | ||||||
Other Assets less Liabilities – 1.1% |
| 291,755 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 25,691,271 | |||||
| ^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
| (a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (b) | Rate shown reflects the accrual rate as of August 31, 2023 on securities with variable or step rates. |
| (c) | Interest-only security. The principal amount shown is a notional amount representing the outstanding principal of the underlying debt obligation(s). Holders of interest-only securities do not receive principal payments on the underlying debt obligation(s). |
| (d) | To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing. |
See Notes to Financial Statements.
| 84 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Mortgage Plus Bond Fund (MTGP)
August 31, 2023
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Short Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
10 Year U.S. Treasury Note | 13 | 12/19/23 | $ | (1,443,406 | ) | $ | (11,883 | ) | ||||||||
| Long Exposure | ||||||||||||||||
2 Year U.S. Treasury Note | 6 | 12/29/23 | $ | 1,222,828 | $ | 3,609 | ||||||||||
5 Year U.S. Treasury Note | 13 | 12/29/23 | 1,389,985 | 8,536 | ||||||||||||
U.S. Treasury Long Bond | 4 | 12/19/23 | 486,750 | 6,462 | ||||||||||||
U.S. Treasury Ultra Long Term Bond | 3 | 12/19/23 | 388,406 | 6,188 | ||||||||||||
| $ | 3,487,969 | $ | 24,795 | |||||||||||||
| Total – Net |
| $ | 2,044,563 | $ | 12,912 | |||||||||||
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
Collateralized Loan Obligations | $ | — | $ | 729,244 | $ | — | $ | 729,244 | ||||||||
Collateralized Mortgage Obligations | — | 12,848,364 | — | 12,848,364 | ||||||||||||
Commercial Mortgage-Backed Securities | — | 872,477 | — | 872,477 | ||||||||||||
U.S. Government Agencies | — | 10,949,431 | — | 10,949,431 | ||||||||||||
Total Investments in Securities | $ | — | $ | 25,399,516 | $ | — | $ | 25,399,516 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | 24,795 | $ | — | $ | — | $ | 24,795 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (11,883 | ) | $ | — | $ | — | $ | (11,883 | ) | ||||||
Total – Net | $ | 12,912 | $ | 25,399,516 | $ | — | $ | 25,412,428 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| WisdomTree Trust | 85 |
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT AGENCIES – 20.0% |
| |||||||
| Federal Agricultural Mortgage Corporation – 0.1% |
| |||||||
1.62%, 9/4/25 | $ | 1,439,000 | $ | 1,348,876 | ||||
| Federal Farm Credit Bank – 1.6% |
| |||||||
3.38%, 8/26/24 | 2,062,000 | 2,022,080 | ||||||
2.85%, 5/23/25 | 2,062,000 | 1,985,892 | ||||||
2.40%, 9/21/26 | 2,062,000 | 1,933,290 | ||||||
2.60%, 4/5/27 | 1,650,000 | 1,532,718 | ||||||
3.78%, 6/8/28 | 825,000 | 787,553 | ||||||
2.32%, 1/26/32 | 825,000 | 682,465 | ||||||
2.38%, 3/16/32 | 2,062,000 | 1,734,183 | ||||||
2.90%, 4/12/32 | 2,062,000 | 1,814,374 | ||||||
3.50%, 9/1/32 | 1,237,000 | 1,134,910 | ||||||
3.40%, 4/25/34 | 1,650,000 | 1,461,917 | ||||||
2.39%, 11/1/34 | 5,156,000 | 4,096,184 | ||||||
|
| |||||||
| Total Federal Farm Credit Bank | 19,185,566 | |||||||
| Federal Home Loan Bank – 0.2% |
| |||||||
1.10%, 8/20/26 | 1,930,000 | 1,739,413 | ||||||
3.50%, 6/11/32 | 825,000 | 756,690 | ||||||
|
| |||||||
| Total Federal Home Loan Bank | 2,496,103 | |||||||
| Federal Home Loan Mortgage Corporation – 2.5% |
| |||||||
1.50%, 2/12/25 | 580,000 | 551,209 | ||||||
0.38%, 7/21/25 | 100,000 | 91,904 | ||||||
6.25%, 7/15/32 | 446,000 | 509,707 | ||||||
4.50%, 8/1/41 | 380,038 | 370,762 | ||||||
4.35%, 2/1/42^(a) | 236,708 | 233,545 | ||||||
3.00%, 4/1/45 | 2,217,615 | 1,955,322 | ||||||
4.00%, 11/1/45 | 1,509,284 | 1,426,710 | ||||||
3.50%, 12/1/46 | 1,470,898 | 1,346,932 | ||||||
3.50%, 12/1/47 | 793,243 | 719,919 | ||||||
3.50%, 3/1/48 | 2,275,735 | 2,083,949 | ||||||
4.50%, 7/1/48 | 257,267 | 248,581 | ||||||
2.00%, 5/1/51 | 351,207 | 280,107 | ||||||
2.00%, 9/1/51 | 5,822,163 | 4,645,884 | ||||||
2.00%, 1/1/52 | 3,653,113 | 2,946,731 | ||||||
3.00%, 1/1/52 | 1,812,146 | 1,582,519 | ||||||
2.50%, 2/1/52 | 3,240,629 | 2,710,283 | ||||||
2.50%, 3/1/52 | 2,626,331 | 2,196,303 | ||||||
2.50%, 4/1/52 | 2,658,990 | 2,222,858 | ||||||
3.50%, 5/1/52 | 2,804,382 | 2,517,198 | ||||||
|
| |||||||
| Total Federal Home Loan Mortgage Corporation |
| 28,640,423 | ||||||
| Federal National Mortgage Association – 8.5% |
| |||||||
2.63%, 9/6/24 | 566,000 | 551,409 | ||||||
2.50%, 9/1/27 | 602,268 | 577,727 | ||||||
7.13%, 1/15/30 | 1,528,000 | 1,762,013 | ||||||
2.50%, 6/1/30 | 700,643 | 655,786 | ||||||
2.50%, 7/1/30 | 404,754 | 378,840 | ||||||
3.00%, 9/1/30 | 409,240 | 388,277 | ||||||
6.63%, 11/15/30 | 895,000 | 1,019,557 | ||||||
4.00%, 11/1/40 | 1,900,548 | 1,804,781 | ||||||
4.00%, 12/1/40 | 251,509 | 238,835 | ||||||
4.00%, 2/1/41 | 378,913 | 359,820 | ||||||
4.50%, 6/1/41 | 533,012 | 519,338 | ||||||
4.50%, 7/1/41 | 622,613 | 606,640 | ||||||
4.50%, 8/1/41 | 209,698 | 204,318 | ||||||
4.00%, 11/1/41 | 248,320 | 235,781 | ||||||
5.00%, 5/1/42 | 219,125 | 219,474 | ||||||
3.50%, 10/1/42 | 767,235 | 705,542 | ||||||
3.00%, 7/1/43 | 1,775,401 | 1,576,422 | ||||||
3.00%, 9/1/43 | 812,389 | 721,340 | ||||||
4.00%, 6/1/45 | 1,371,958 | 1,295,165 | ||||||
4.00%, 7/1/45 | 884,036 | 834,553 | ||||||
3.50%, 1/1/46 | 954,300 | 874,781 | ||||||
3.50%, 2/1/46 | 2,108,295 | 1,932,616 | ||||||
4.00%, 2/1/46 | 469,055 | 442,801 | ||||||
3.00%, 8/1/46 | 370,067 | 325,637 | ||||||
4.00%, 2/1/48 | 934,130 | 876,409 | ||||||
2.50%, 6/1/50 | 3,963,940 | 3,341,005 | ||||||
2.50%, 8/1/50 | 4,841,465 | 4,077,254 | ||||||
2.00%, 5/1/51 | 2,720,617 | 2,199,612 | ||||||
2.50%, 5/1/51 | 1,400,719 | 1,173,391 | ||||||
2.50%, 6/1/51 | 5,156,855 | 4,292,319 | ||||||
2.50%, 9/1/51 | 709,282 | 592,765 | ||||||
2.00%, 10/1/51 | 3,673,578 | 2,930,576 | ||||||
2.00%, 11/1/51 | 5,324,526 | 4,290,232 | ||||||
3.50%, 11/1/51 | 3,681,666 | 3,318,261 | ||||||
2.50%, 12/1/51 | 3,343,038 | 2,804,514 | ||||||
2.50%, 1/1/52 | 3,738,663 | 3,128,387 | ||||||
2.00%, 2/1/52 | 27,459,580 | 21,991,764 | ||||||
2.50%, 2/1/52 | 5,310,796 | 4,423,835 | ||||||
3.50%, 2/1/52 | 762,924 | 685,868 | ||||||
2.00%, 3/1/52 | 2,556,496 | 2,039,952 | ||||||
2.50%, 3/1/52 | 4,213,623 | 3,528,755 | ||||||
3.50%, 3/1/52 | 580,720 | 525,004 | ||||||
2.00%, 4/1/52 | 1,909,763 | 1,528,772 | ||||||
4.00%, 8/1/52 | 5,619,631 | 5,194,529 | ||||||
4.50%, 8/1/52 | 2,278,140 | 2,163,865 | ||||||
4.50%, 10/1/52 | 4,687,647 | 4,446,878 | ||||||
|
| |||||||
| Total Federal National Mortgage Association |
| 97,785,400 | ||||||
| Government National Mortgage Association – 5.7% |
| |||||||
4.50%, 6/20/41 | 247,047 | 242,360 | ||||||
4.50%, 7/20/41 | 401,521 | 393,903 | ||||||
4.50%, 10/20/41 | 515,621 | 505,839 | ||||||
4.00%, 10/20/43 | 865,746 | 825,711 | ||||||
4.00%, 3/20/46 | 1,075,029 | 1,017,721 | ||||||
3.50%, 3/20/47 | 3,706,965 | 3,407,994 | ||||||
3.50%, 9/20/47 | 1,228,466 | 1,130,170 | ||||||
3.50%, 1/20/48 | 654,266 | 601,915 | ||||||
3.50%, 2/20/48 | 4,259,128 | 3,903,140 | ||||||
3.50%, 3/20/48 | 4,133,051 | 3,802,343 | ||||||
4.50%, 1/20/50 | 647,693 | 626,123 | ||||||
2.00%, 1/20/51 | 6,767,341 | 5,606,402 | ||||||
2.00%, 2/20/51 | 4,523,508 | 3,740,258 | ||||||
2.50%, 3/20/51 | 1,184,500 | 1,013,677 | ||||||
2.50%, 4/20/51 | 2,371,891 | 2,029,168 | ||||||
2.50%, 5/20/51 | 1,838,733 | 1,572,537 | ||||||
2.50%, 8/20/51 | 1,692,804 | 1,444,087 | ||||||
2.50%, 9/20/51 | 5,183,046 | 4,416,718 | ||||||
2.50%, 10/20/51 | 1,720,402 | 1,466,765 | ||||||
3.00%, 10/20/51 | 6,995,528 | 6,156,115 | ||||||
2.50%, 11/20/51 | 2,345,013 | 1,998,531 | ||||||
3.00%, 11/20/51 | 9,493,365 | 8,339,794 | ||||||
2.50%, 12/20/51 | 4,683,192 | 3,990,191 | ||||||
3.00%, 12/20/51 | 1,742,346 | 1,538,844 | ||||||
2.50%, 4/20/52 | 1,877,290 | 1,598,294 | ||||||
5.00%, 9/20/53(b) | 1,700,000 | 1,654,396 | ||||||
See Notes to Financial Statements.
| 86 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
5.50%, 9/20/53(b) | $ | 1,700,000 | $ | 1,683,007 | ||||
6.00%, 9/20/53(b) | 762,000 | 764,446 | ||||||
|
| |||||||
| Total Government National Mortgage Association |
| 65,470,449 | ||||||
| Tennessee Valley Authority – 0.4% |
| |||||||
0.75%, 5/15/25 | 159,000 | 147,738 | ||||||
3.88%, 3/15/28 | 1,670,000 | 1,631,206 | ||||||
7.13%, 5/1/30 | 2,062,000 | 2,360,928 | ||||||
5.25%, 9/15/39 | 80,000 | 82,587 | ||||||
|
| |||||||
| Total Tennessee Valley Authority |
| 4,222,459 | ||||||
| Uniform Mortgage-Backed Securities – 1.0% |
| |||||||
2.50%, 9/1/38(b) | 2,319,000 | 2,089,290 | ||||||
3.50%, 9/1/38(b) | 87,000 | 82,077 | ||||||
2.00%, 9/1/53(b) | 3,000,000 | 2,388,455 | ||||||
3.50%, 9/1/53(b) | 3,000,000 | 2,681,927 | ||||||
5.00%, 9/1/53(b) | 3,000,000 | 2,909,157 | ||||||
5.50%, 9/1/53(b) | 1,000,000 | 988,288 | ||||||
6.00%, 9/1/53(b) | 742,000 | 743,986 | ||||||
|
| |||||||
| Total Uniform Mortgage-Backed Securities |
| 11,883,180 | ||||||
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $242,435,017) |
| 231,032,456 | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 30.1% |
| |||||||
| U.S. Treasury Bonds – 4.6% | ||||||||
5.00%, 5/15/37 | 138,600 | 151,691 | ||||||
4.50%, 5/15/38 | 145,100 | 150,416 | ||||||
3.88%, 8/15/40 | 3,035,700 | 2,882,966 | ||||||
4.38%, 5/15/41 | 146,600 | 147,734 | ||||||
2.00%, 11/15/41 | 209,800 | 146,893 | ||||||
3.25%, 5/15/42 | 980,200 | 837,152 | ||||||
4.00%, 11/15/42 | 2,970,700 | 2,818,916 | ||||||
3.88%, 2/15/43 | 158,700 | 147,678 | ||||||
3.88%, 5/15/43 | 3,687,900 | 3,430,323 | ||||||
3.75%, 11/15/43 | 3,002,600 | 2,731,897 | ||||||
3.63%, 2/15/44 | 3,737,900 | 3,334,616 | ||||||
3.13%, 8/15/44 | 1,437,200 | 1,182,546 | ||||||
3.00%, 11/15/44 | 2,801,100 | 2,254,010 | ||||||
3.00%, 11/15/45 | 3,218,800 | 2,572,022 | ||||||
2.50%, 2/15/46 | 1,866,200 | 1,357,223 | ||||||
2.50%, 5/15/46 | 2,728,800 | 1,982,217 | ||||||
2.25%, 8/15/46 | 3,116,100 | 2,147,188 | ||||||
2.75%, 8/15/47 | 40,000 | 30,325 | ||||||
3.38%, 11/15/48 | 167,100 | 142,022 | ||||||
1.38%, 8/15/50 | 255,800 | 138,312 | ||||||
1.88%, 11/15/51 | 224,900 | 138,226 | ||||||
2.25%, 2/15/52 | 207,400 | 139,995 | ||||||
4.00%, 11/15/52 | 12,859,200 | 12,412,142 | ||||||
3.63%, 2/15/53 | 4,562,400 | 4,111,507 | ||||||
3.63%, 5/15/53 | 7,890,000 | 7,117,643 | ||||||
|
| |||||||
| Total U.S. Treasury Bonds | 52,505,660 | |||||||
| U.S. Treasury Notes – 25.5% | ||||||||
0.13%, 1/15/24 | 15,941,800 | 15,638,532 | ||||||
2.13%, 9/30/24 | 7,300,000 | 7,055,764 | ||||||
4.38%, 10/31/24 | 170,200 | 168,438 | ||||||
2.25%, 11/15/24 | 1,822,200 | 1,758,352 | ||||||
4.13%, 1/31/25 | 29,183,000 | 28,774,894 | ||||||
4.63%, 2/28/25 | 14,559,000 | 14,458,622 | ||||||
3.88%, 3/31/25 | 6,882,600 | 6,758,391 | ||||||
3.88%, 4/30/25 | 3,232,000 | 3,173,294 | ||||||
4.25%, 5/31/25 | 1,368,000 | 1,351,274 | ||||||
2.88%, 6/15/25 | 19,714,900 | 19,018,718 | ||||||
3.00%, 7/15/25 | 2,352,300 | 2,272,129 | ||||||
4.75%, 7/31/25 | 4,983,000 | 4,969,667 | ||||||
3.88%, 1/15/26 | 14,504,400 | 14,231,876 | ||||||
0.38%, 1/31/26 | 6,746,800 | 6,089,778 | ||||||
4.00%, 2/15/26 | 22,824,000 | 22,465,592 | ||||||
4.63%, 3/15/26 | 12,850,000 | 12,841,467 | ||||||
3.75%, 4/15/26 | 14,046,400 | 13,743,524 | ||||||
3.63%, 5/15/26 | 1,500,000 | 1,463,027 | ||||||
4.13%, 6/15/26 | 807,000 | 797,732 | ||||||
4.50%, 7/15/26 | 969,000 | 967,410 | ||||||
2.00%, 11/15/26 | 4,139,300 | 3,833,542 | ||||||
1.25%, 11/30/26 | 5,881,200 | 5,312,378 | ||||||
1.50%, 1/31/27 | 21,785,700 | 19,764,566 | ||||||
3.50%, 1/31/28 | 13,704,600 | 13,255,989 | ||||||
4.00%, 2/29/28 | 12,595,000 | 12,441,990 | ||||||
3.63%, 3/31/28 | 20,015,700 | 19,459,013 | ||||||
3.50%, 4/30/28 | 10,700,400 | 10,346,367 | ||||||
3.63%, 5/31/28 | 5,657,000 | 5,502,758 | ||||||
4.13%, 7/31/28 | 16,254,000 | 16,161,301 | ||||||
2.88%, 8/15/28 | 100,000 | 93,769 | ||||||
3.25%, 6/30/29 | 170,800 | 161,973 | ||||||
3.63%, 3/31/30 | 632,300 | 610,812 | ||||||
3.50%, 4/30/30 | 730,800 | 700,712 | ||||||
3.75%, 5/31/30 | 1,400,000 | 1,362,266 | ||||||
4.00%, 7/31/30 | 1,973,000 | 1,949,725 | ||||||
1.63%, 5/15/31 | 190,500 | 159,573 | ||||||
4.13%, 11/15/32 | 233,400 | 233,327 | ||||||
3.50%, 2/15/33 | 1,538,800 | 1,465,587 | ||||||
3.88%, 8/15/33 | 3,651,000 | 3,585,681 | ||||||
|
| |||||||
| Total U.S. Treasury Notes | 294,399,810 | |||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $354,918,563) |
| 346,905,470 | ||||||
| CORPORATE BONDS – 36.8% |
| |||||||
| Australia – 0.4% | ||||||||
Australia & New Zealand Banking Group Ltd. | 845,000 | 811,234 | ||||||
BHP Billiton Finance USA Ltd. | 100,000 | 96,870 | ||||||
FMG Resources August 2006 Pty. Ltd. | 174,000 | 161,897 | ||||||
Glencore Funding LLC | 100,000 | 79,710 | ||||||
Macquarie Bank Ltd. | 205,000 | 206,978 | ||||||
Macquarie Group Ltd. | ||||||||
2.87%, 1/14/33, (2.871% fixed rate until 1/14/32; Secured Overnight Financing Rate + 1.532% thereafter)(a)(c) | 166,000 | 130,187 | ||||||
5.49%, 11/9/33, (5.491% fixed rate until 11/9/32; Secured Overnight Financing Rate + 2.865% thereafter)(a)(c) | 110,000 | 105,907 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 87 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Mineral Resources Ltd. | $ | 5,000 | $ | 4,998 | ||||
Rio Tinto Finance USA Ltd. | 309,000 | 337,610 | ||||||
5.20%, 11/2/40 | 100,000 | 98,244 | ||||||
Rio Tinto Finance USA PLC | 100,000 | 96,925 | ||||||
Scentre Group Trust 2 | ||||||||
4.75%, 9/24/80, (4.75% fixed rate until 6/24/26; 5-year Constant Maturity Treasury Rate + 4.379% thereafter)(a)(c) | 798,000 | 720,618 | ||||||
South32 Treasury Ltd. | 152,000 | 131,913 | ||||||
Westpac Banking Corp. | ||||||||
4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year USD Secured Overnight Financing Rate ICE Swap Rate + 2.236% thereafter)(a) | 284,000 | 265,310 | ||||||
3.02%, 11/18/36, (3.02% fixed rate until 11/18/31; 5-year Constant Maturity Treasury Rate + 1.53% thereafter)(a) | 985,000 | 754,638 | ||||||
Woodside Finance Ltd. | 714,000 | 672,795 | ||||||
|
| |||||||
| Total Australia | 4,675,834 | |||||||
| Austria – 0.1% | ||||||||
Oesterreichische Kontrollbank AG | 936,000 | 844,572 | ||||||
Suzano Austria GmbH | 575,000 | 487,956 | ||||||
|
| |||||||
| Total Austria | 1,332,528 | |||||||
| Belgium – 0.3% | ||||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. | 1,580,000 | 1,470,095 | ||||||
Anheuser-Busch InBev Finance, Inc. | 100,000 | 92,804 | ||||||
Anheuser-Busch InBev Worldwide, Inc. | 619,000 | 569,715 | ||||||
8.20%, 1/15/39 | 309,000 | 395,486 | ||||||
4.35%, 6/1/40 | 224,000 | 200,525 | ||||||
4.50%, 6/1/50 | 619,000 | 552,291 | ||||||
|
| |||||||
| Total Belgium | 3,280,916 | |||||||
| Bermuda – 0.1% | ||||||||
Bacardi Ltd. | 663,000 | 641,293 | ||||||
| Brazil – 0.1% |
| |||||||
Petrobras Global Finance BV | 591,000 | 566,763 | ||||||
6.90%, 3/19/49 | 180,000 | 168,930 | ||||||
Vale Overseas Ltd. | 500,000 | 438,675 | ||||||
6.88%, 11/21/36 | 11,000 | 11,454 | ||||||
|
| |||||||
| Total Brazil | 1,185,822 | |||||||
| Canada – 1.0% | ||||||||
1011778 BC ULC / New Red Finance, Inc. | 20,000 | 18,206 | ||||||
3.50%, 2/15/29(c) | 40,000 | 35,116 | ||||||
4.00%, 10/15/30(c) | 181,000 | 153,781 | ||||||
Air Canada Pass-Through Trust | ||||||||
10.50%, 7/15/26, Series 2020-1C, Class C(c) | 200,000 | 216,948 | ||||||
Bank of Montreal | 178,000 | 173,450 | ||||||
3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar | 412,000 | 364,290 | ||||||
Bank of Nova Scotia | 100,000 | 89,720 | ||||||
2.45%, 2/2/32 | 270,000 | 219,113 | ||||||
Barrick PD Australia Finance Pty. Ltd. | 330,000 | 335,673 | ||||||
Bell Telephone Co. of Canada / Bell Canada | 340,000 | 279,531 | ||||||
Bombardier, Inc. | 81,000 | 75,759 | ||||||
Brookfield Finance, Inc. | 173,000 | 165,808 | ||||||
4.35%, 4/15/30 | 100,000 | 92,471 | ||||||
Canadian National Railway Co. | 100,000 | 88,593 | ||||||
Canadian Pacific Railway Co. | 309,000 | 298,006 | ||||||
4.80%, 8/1/45 | 209,000 | 187,732 | ||||||
3.10%, 12/2/51 | 100,000 | 67,975 | ||||||
Cenovus Energy, Inc. | 552,000 | 573,318 | ||||||
3.75%, 2/15/52 | 105,000 | 73,787 | ||||||
CI Financial Corp. | 100,000 | 60,638 | ||||||
Enbridge, Inc. | 172,000 | 172,072 | ||||||
Garda World Security Corp. | 101,000 | 82,486 | ||||||
Magna International, Inc. | 161,000 | 163,133 | ||||||
New Gold, Inc. | 143,000 | 136,675 | ||||||
Nutrien Ltd. 5.90%, 11/7/24 |
| 167,000 |
|
| 167,012 |
| ||
4.90%, 3/27/28 | 100,000 | 97,863 | ||||||
2.95%, 5/13/30 | 239,000 | 206,195 | ||||||
Parkland Corp. | 100,000 | 96,721 | ||||||
Precision Drilling Corp. | 71,000 | 68,050 | ||||||
Rogers Communications, Inc. | 450,000 | 341,015 | ||||||
Royal Bank of Canada 5.66%, 10/25/24 |
| 285,000 |
|
| 285,037 |
| ||
See Notes to Financial Statements.
| 88 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
2.25%, 11/1/24 | $ | 500,000 | $ | 480,865 | ||||
0.88%, 1/20/26 | 412,000 | 370,919 | ||||||
4.65%, 1/27/26 | 400,000 | 392,944 | ||||||
Suncor Energy, Inc. | 749,000 | 767,103 | ||||||
Teck Resources Ltd. | 803,000 | 715,513 | ||||||
Teine Energy Ltd. | 165,000 | 154,202 | ||||||
TELUS Corp. | 846,000 | 712,290 | ||||||
Toronto-Dominion Bank | 412,000 | 406,706 | ||||||
1.95%, 1/12/27 | 309,000 | 277,772 | ||||||
4.46%, 6/8/32 | 748,000 | 697,383 | ||||||
TransCanada PipeLines Ltd. | 100,000 | 100,098 | ||||||
4.63%, 3/1/34 | 1,225,000 | 1,108,944 | ||||||
7.63%, 1/15/39 | 412,000 | 470,125 | ||||||
|
| |||||||
| Total Canada |
| 12,041,038 | ||||||
| Chile – 0.1% |
| |||||||
Corp. Nacional del Cobre de Chile | 1,000,000 | 960,980 | ||||||
| China – 0.6% |
| |||||||
Alibaba Group Holding Ltd. | 412,000 | 383,024 | ||||||
2.13%, 2/9/31 | 750,000 | 601,508 | ||||||
Baidu, Inc. | 412,000 | 373,375 | ||||||
3.63%, 7/6/27 | 1,100,000 | 1,034,396 | ||||||
ENN Clean Energy International Investment Ltd. | 825,000 | 751,229 | ||||||
JD.com, Inc. | 351,000 | 309,315 | ||||||
Lenovo Group Ltd. | 325,000 | 323,937 | ||||||
3.42%, 11/2/30(d) | 400,000 | 334,976 | ||||||
NXP BV / NXP Funding LLC / NXP USA, Inc. | 986,000 | 924,247 | ||||||
Prosus NV | 575,000 | 473,357 | ||||||
State Grid Overseas Investment BVI Ltd. | 275,000 | 262,595 | ||||||
4.25%, 5/2/28(d) | 275,000 | 268,254 | ||||||
Tencent Holdings Ltd. | 1,100,000 | 917,444 | ||||||
|
| |||||||
| Total China |
| 6,957,657 | ||||||
| Colombia – 0.1% |
| |||||||
Ecopetrol SA | 150,000 | 140,235 | ||||||
4.63%, 11/2/31 | 200,000 | 158,222 | ||||||
8.88%, 1/13/33 | 452,000 | 458,003 | ||||||
7.38%, 9/18/43 | 150,000 | 128,623 | ||||||
5.88%, 5/28/45 | 200,000 | 141,162 | ||||||
|
| |||||||
| Total Colombia |
| 1,026,245 | ||||||
| France – 0.5% |
| |||||||
Altice France SA | 500,000 | 360,150 | ||||||
BNP Paribas SA | 412,000 | 381,364 | ||||||
2.87%, 4/19/32, (2.871% fixed rate until 4/19/31; Secured Overnight Financing Rate + 1.387% thereafter)(a)(c) | 652,000 | 530,650 | ||||||
BPCE SA | 730,000 | 654,277 | ||||||
3.25%, 1/11/28(c) | 412,000 | 373,977 | ||||||
Electricite de France SA | 325,000 | 343,973 | ||||||
4.50%, 12/4/69(d) | 1,200,000 | 827,364 | ||||||
Orange SA | 8,000 | 9,709 | ||||||
Pernod Ricard SA | 150,000 | 148,439 | ||||||
Sanofi | 412,000 | 397,868 | ||||||
Societe Generale SA | ||||||||
1.49%, 12/14/26, (1.488% fixed rate until 12/14/25; 1-year Constant Maturity Treasury Rate + 1.10% thereafter)(a)(c) | 1,774,000 | 1,590,018 | ||||||
TotalEnergies Capital International SA | 437,000 | 406,952 | ||||||
TotalEnergies Capital SA | 173,000 | 165,032 | ||||||
|
| |||||||
| Total France |
| 6,189,773 | ||||||
| Germany – 0.4% |
| |||||||
BMW U.S. Capital LLC | 598,000 | 564,793 | ||||||
Deutsche Bank AG | ||||||||
1.45%, 4/1/25, (1.447% fixed rate until 4/1/24; Secured Overnight Financing Rate + 1.131% thereafter)(a) | 412,000 | 399,727 | ||||||
3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(a) | 412,000 | 397,786 | ||||||
3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(a) | 1,479,000 | 1,144,894 | ||||||
3.74%, 1/7/33, (3.742% fixed rate until 10/7/31; Secured Overnight Financing Rate + 2.257% thereafter)(a) | 500,000 | 375,715 | ||||||
Deutsche Telekom International Finance BV | 445,000 | 523,761 | ||||||
Kreditanstalt fuer Wiederaufbau | 177,000 | 171,152 | ||||||
1.00%, 10/1/26 | 265,000 | 238,163 | ||||||
3.75%, 2/15/28 | 169,000 | 164,479 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 89 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Landwirtschaftliche Rentenbank | $ | 960,000 | $ | 759,859 | ||||
|
| |||||||
| Total Germany |
| 4,740,329 | ||||||
| Hong Kong – 0.1% |
| |||||||
AIA Group Ltd. | 1,000,000 | 981,260 | ||||||
Melco Resorts Finance Ltd. | 200,000 | 185,596 | ||||||
|
| |||||||
| Total Hong Kong |
| 1,166,856 | ||||||
| India – 0.1% |
| |||||||
JSW Steel Ltd. | 200,000 | 176,392 | ||||||
Reliance Industries Ltd. | 650,000 | 533,234 | ||||||
Summit Digitel Infrastructure Ltd. | 425,000 | 335,176 | ||||||
|
| |||||||
| Total India |
| 1,044,802 | ||||||
| Indonesia – 0.1% |
| |||||||
Pertamina Persero PT | 800,000 | 646,080 | ||||||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 200,000 | 198,936 | ||||||
5.25%, 10/24/42(d) | 200,000 | 175,520 | ||||||
|
| |||||||
| Total Indonesia |
| 1,020,536 | ||||||
| Ireland – 0.1% |
| |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 202,000 | 164,268 | ||||||
3.40%, 10/29/33 | 1,554,000 | 1,233,752 | ||||||
|
| |||||||
| Total Ireland |
| 1,398,020 | ||||||
| Israel – 0.1% |
| |||||||
Israel Electric Corp. Ltd. | 412,000 | 385,006 | ||||||
Teva Pharmaceutical Finance Co. LLC | 250,000 | 230,642 | ||||||
|
| |||||||
| Total Israel |
| 615,648 | ||||||
| Italy – 0.3% |
| |||||||
Enel Finance International NV | 1,017,000 | 1,164,658 | ||||||
Intesa Sanpaolo SpA | ||||||||
8.25%, 11/21/33, (8.248% fixed rate until 11/21/32; 1-year Constant Maturity Treasury Rate + 4.40% thereafter)(a)(c) | 866,000 | 907,430 | ||||||
Telecom Italia Capital SA | 438,000 | 367,508 | ||||||
UniCredit SpA | ||||||||
2.57%, 9/22/26, (2.569% fixed rate until 9/22/25; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(a)(c) | 730,000 | 670,001 | ||||||
|
| |||||||
| Total Italy |
| 3,109,597 | ||||||
| Japan – 0.5% |
| |||||||
Dai-ichi Life Insurance Co. Ltd. | ||||||||
4.00%, 7/24/26, (4.00% fixed rate until 7/24/26; 3-month Secured Overnight Financing Rate + 3.922% thereafter)(a)(c)(e) | 200,000 | 189,512 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 309,000 | 296,816 | ||||||
3.68%, 2/22/27 | 500,000 | 476,030 | ||||||
Mizuho Financial Group, Inc. | 1,743,000 | 1,357,065 | ||||||
Nissan Motor Co. Ltd. | 895,000 | 790,187 | ||||||
Nomura Holdings, Inc. | 260,000 | 218,878 | ||||||
3.10%, 1/16/30 | 393,000 | 333,299 | ||||||
NTT Finance Corp. |
| 932,000 |
| 840,571 | ||||
ORIX Corp. | 169,000 | 167,319 | ||||||
2.25%, 3/9/31 | 44,000 | 35,785 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 569,000 | 497,033 | ||||||
|
| |||||||
| Total Japan |
| 5,202,495 | ||||||
| Kazakhstan – 0.0% |
| |||||||
KazMunayGas National Co. JSC | 375,000 | 283,256 | ||||||
| Luxembourg – 0.1% |
| |||||||
Altice France Holding SA | 200,000 | 88,670 | ||||||
ArcelorMittal SA | 799,000 | 822,882 | ||||||
|
| |||||||
| Total Luxembourg |
| 911,552 | ||||||
| Malaysia – 0.1% |
| |||||||
Petronas Capital Ltd. | 1,300,000 | 1,069,172 | ||||||
| Mexico – 0.3% |
| |||||||
America Movil SAB de CV | 450,000 | 429,282 | ||||||
Cemex SAB de CV | 213,000 | 204,934 | ||||||
Comision Federal de Electricidad | 500,000 | 390,520 | ||||||
Industrias Penoles SAB de CV | 250,000 | 194,545 | ||||||
Petroleos Mexicanos | 200,000 | 182,646 | ||||||
6.49%, 1/23/27 | 200,000 | 175,310 | ||||||
8.75%, 6/2/29 | 200,000 | 178,702 | ||||||
6.84%, 1/23/30 | 200,000 | 158,298 | ||||||
5.95%, 1/28/31 | 1,777,000 | 1,292,607 | ||||||
6.70%, 2/16/32 | 400,000 | 302,732 | ||||||
7.69%, 1/23/50 | 200,000 | 134,064 | ||||||
6.95%, 1/28/60 | 200,000 | 124,230 | ||||||
|
| |||||||
| Total Mexico |
| 3,767,870 | ||||||
See Notes to Financial Statements.
| 90 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| Mongolia – 0.0% |
| |||||||
Minerva Luxembourg SA | $ | 200,000 | $ | 159,266 | ||||
Sands China Ltd. | 200,000 | 188,878 | ||||||
|
| |||||||
| Total Mongolia |
| 348,144 | ||||||
| Netherlands – 0.3% |
| |||||||
Cooperatieve Rabobank UA | 24,000 | 24,458 | ||||||
5.75%, 12/1/43 | 1,237,000 | 1,212,124 | ||||||
ING Groep NV | ||||||||
1.73%, 4/1/27, (1.726% fixed rate until 4/1/26; Secured Overnight Financing Rate + 1.005% thereafter)(a) | 520,000 | 468,063 | ||||||
2.73%, 4/1/32, (2.727% fixed rate until 4/1/31; Secured Overnight Financing Rate + 1.316% thereafter)(a) | 300,000 | 245,379 | ||||||
Koninklijke Philips NV | 100,000 | 108,439 | ||||||
Shell International Finance BV | 412,000 | 399,043 | ||||||
2.88%, 5/10/26 | 429,000 | 406,992 | ||||||
4.13%, 5/11/35 | 619,000 | 565,246 | ||||||
|
| |||||||
| Total Netherlands |
| 3,429,744 | ||||||
| New Zealand – 0.0% |
| |||||||
ANZ New Zealand International Ltd. | 364,000 | 324,976 | ||||||
| Norway – 0.1% |
| |||||||
Equinor ASA | 42,000 | 40,919 | ||||||
2.88%, 4/6/25 | 42,000 | 40,529 | ||||||
1.75%, 1/22/26 | 43,000 | 39,876 | ||||||
3.63%, 9/10/28 | �� | 39,000 | 37,053 | |||||
3.13%, 4/6/30 | 39,000 | 35,417 | ||||||
2.38%, 5/22/30 | 452,000 | 388,657 | ||||||
3.63%, 4/6/40 | 35,000 | 28,306 | ||||||
5.10%, 8/17/40 | 30,000 | 29,426 | ||||||
3.95%, 5/15/43 | 67,000 | 56,254 | ||||||
4.80%, 11/8/43 | 29,000 | 26,790 | ||||||
3.25%, 11/18/49 | 33,000 | 23,448 | ||||||
3.70%, 4/6/50 | 31,000 | 23,992 | ||||||
|
| |||||||
| Total Norway |
| 770,667 | ||||||
| Qatar – 0.1% |
| |||||||
QatarEnergy | 750,000 | 553,890 | ||||||
3.30%, 7/12/51(d) | 200,000 | 140,640 | ||||||
|
| |||||||
| Total Qatar |
| 694,530 | ||||||
| Saudi Arabia – 0.1% |
| |||||||
Saudi Arabian Oil Co. | 950,000 | 783,190 | ||||||
Saudi Electricity Global Sukuk Co. 4 | 200,000 | 199,224 | ||||||
|
| |||||||
| Total Saudi Arabia |
| 982,414 | ||||||
| Singapore – 0.0% |
| |||||||
DBS Group Holdings Ltd. | 500,000 | 475,240 | ||||||
| South Africa – 0.1% |
| |||||||
Anglo American Capital PLC | 515,000 | 509,191 | ||||||
| South Korea – 0.1% |
| |||||||
POSCO | 1,000,000 | 1,008,540 | ||||||
SK Hynix, Inc. | 350,000 | 355,075 | ||||||
|
| |||||||
| Total South Korea |
| 1,363,615 | ||||||
| Spain – 0.3% |
| |||||||
Banco Bilbao Vizcaya Argentaria SA | ||||||||
5.86%, 9/14/26, (5.862% fixed rate until 9/14/25; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(a) | 600,000 | 595,188 | ||||||
Banco Santander SA | 200,000 | 183,236 | ||||||
2.75%, 12/3/30 | 1,200,000 | 930,288 | ||||||
Telefonica Emisiones SA | 1,670,000 | 1,783,443 | ||||||
4.67%, 3/6/38 | 309,000 | 256,065 | ||||||
|
| |||||||
| Total Spain |
| 3,748,220 | ||||||
| Switzerland – 0.3% |
| |||||||
Novartis Capital Corp. | 100,000 | 91,329 | ||||||
UBS Group AG | 2,487,000 | 2,408,187 | ||||||
4.28%, 1/9/28(c) | 309,000 | 289,360 | ||||||
6.54%, 8/12/33, (6.537% fixed rate until 8/12/32; Secured Overnight Financing Rate + 3.92% thereafter)(a)(c) | 929,000 | 966,141 | ||||||
|
| |||||||
| Total Switzerland |
| 3,755,017 | ||||||
| Taiwan – 0.1% |
| |||||||
TSMC Global Ltd. | 822,000 | 741,436 | ||||||
| Thailand – 0.0% |
| |||||||
GC Treasury Center Co. Ltd. | 225,000 | 195,050 | ||||||
Thaioil Treasury Center Co. Ltd. | 275,000 | 221,089 | ||||||
|
| |||||||
| Total Thailand |
| 416,139 | ||||||
| United Arab Emirates – 0.2% |
| |||||||
DP World Ltd. | 200,000 | 214,762 | ||||||
Galaxy Pipeline Assets Bidco Ltd. | 704,357 | 594,013 | ||||||
MDGH GMTN RSC Ltd. | 1,050,000 | 1,084,324 | ||||||
|
| |||||||
| Total United Arab Emirates |
| 1,893,099 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 91 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| United Kingdom – 1.5% |
| |||||||
AstraZeneca PLC | $ | 412,000 | $ | 395,652 | ||||
6.45%, 9/15/37 | 577,000 | 649,315 | ||||||
4.38%, 8/17/48 | 437,000 | 392,124 | ||||||
Barclays PLC | 309,000 | 297,962 | ||||||
5.20%, 5/12/26 | 610,000 | 592,664 | ||||||
2.67%, 3/10/32, (2.667% fixed rate until 3/10/31; 1-year Constant Maturity Treasury Rate + 1.20% thereafter)(a) | 200,000 | 156,852 | ||||||
7.44%, 11/2/33, (7.437% fixed rate until 11/2/32; 1-year Constant Maturity Treasury Rate + 3.50% thereafter)(a) | 1,068,000 | 1,143,038 | ||||||
3.81%, 3/10/42, (3.811% fixed rate until 3/10/41; 1-year Constant Maturity Treasury Rate + 1.70% thereafter)(a) | 309,000 | 216,869 | ||||||
BAT Capital Corp. | 343,000 | 334,638 | ||||||
3.56%, 8/15/27 | 149,000 | 138,259 | ||||||
4.91%, 4/2/30 | 176,000 | 165,908 | ||||||
4.39%, 8/15/37 | 200,000 | 158,442 | ||||||
British Telecommunications PLC | 131,000 | 159,646 | ||||||
CK Hutchison International 21 Ltd. | 750,000 | 619,440 | ||||||
Diageo Capital PLC | 412,000 | 411,712 | ||||||
3.88%, 5/18/28 | 412,000 | 396,727 | ||||||
2.13%, 4/29/32 | 825,000 | 663,919 | ||||||
GlaxoSmithKline Capital, Inc. | 206,000 | 234,632 | ||||||
HSBC Holdings PLC | ||||||||
3.80%, 3/11/25, (3.803% fixed rate until 3/11/24; 3-month U.S. dollar London Interbank Offered Rate + 1.211% thereafter)(a) | 412,000 | 406,706 | ||||||
2.63%, 11/7/25, (2.633% fixed rate until 11/7/24; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(a) | 412,000 | 395,129 | ||||||
4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month Secured Overnight Financing Rate + 1.609% thereafter)(a) | 309,000 | 298,095 | ||||||
8.11%, 11/3/33, (8.113% fixed rate until 11/3/32; Secured Overnight Financing Rate + 4.25% thereafter)(a) | 668,000 | 726,811 | ||||||
6.50%, 9/15/37 | 1,302,000 | 1,334,094 | ||||||
Imperial Brands Finance PLC | 755,000 | 730,462 | ||||||
Jaguar Land Rover Automotive PLC | 492,000 | 427,942 | ||||||
Lloyds Banking Group PLC | 412,000 | 407,587 | ||||||
7.95%, 11/15/33, (7.953% fixed rate until 8/15/32; 1-year Constant Maturity Treasury Rate + 3.75% thereafter)(a) | 509,000 | 546,167 | ||||||
LSEGA Financing PLC | 260,000 | 215,199 | ||||||
Nationwide Building Society | 845,000 | 789,222 | ||||||
NatWest Group PLC | ||||||||
3.07%, 5/22/28, (3.073% fixed rate until 5/22/27; 1-year Constant Maturity Treasury Rate + 2.55% thereafter)(a) | 457,000 | 412,570 | ||||||
3.03%, 11/28/35, (3.032% fixed rate until 8/28/30; 5-year Constant Maturity Treasury Rate + 2.35% thereafter)(a) | 341,000 | 263,856 | ||||||
Reynolds American, Inc. | 516,000 | 472,708 | ||||||
5.85%, 8/15/45 | 180,000 | 156,456 | ||||||
Rio Tinto Finance USA PLC | 147,000 | 146,209 | ||||||
Santander UK Group Holdings PLC | ||||||||
6.83%, 11/21/26, (6.833% fixed rate until 11/21/25; Secured Overnight Financing Rate + 2.749% thereafter)(a) | 465,000 | 470,854 | ||||||
Standard Chartered PLC | ||||||||
3.60%, 1/12/33, (3.603% fixed rate until 1/12/32; 1-year Constant Maturity Treasury Rate + 1.90% thereafter)(a)(c) | 250,000 | 198,395 | ||||||
5.70%, 3/26/44(c) | 301,000 | 272,706 | ||||||
Unilever Capital Corp. | 512,000 | 486,891 | ||||||
Vodafone Group PLC | 825,000 | 806,528 | ||||||
6.15%, 2/27/37 | 412,000 | 422,251 | ||||||
4.25%, 9/17/50 | 184,000 | 141,901 | ||||||
5.75%, 2/10/63 | 100,000 | 93,060 | ||||||
|
| |||||||
| Total United Kingdom |
| 17,749,598 | ||||||
| United States – 28.1% |
| |||||||
3M Co. | 309,000 | 284,502 | ||||||
2.88%, 10/15/27 | 412,000 | 379,514 | ||||||
4.00%, 9/14/48 | 412,000 | 334,569 | ||||||
Abbott Laboratories | 152,000 | 123,973 | ||||||
4.90%, 11/30/46 | 669,000 | 652,957 | ||||||
AbbVie, Inc. | 100,000 | 96,535 | ||||||
3.80%, 3/15/25 | 309,000 | 300,957 | ||||||
3.60%, 5/14/25 | 516,000 | 500,468 | ||||||
3.20%, 5/14/26 | 619,000 | 588,849 | ||||||
3.20%, 11/21/29 | 181,000 | 163,251 | ||||||
4.55%, 3/15/35 | 172,000 | 162,769 | ||||||
See Notes to Financial Statements.
| 92 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
4.50%, 5/14/35 | $ | 412,000 | $ | 387,774 | ||||
4.05%, 11/21/39 | 437,000 | 374,998 | ||||||
4.25%, 11/21/49 | 412,000 | 347,271 | ||||||
ACCO Brands Corp. | 93,000 | 79,564 | ||||||
Activision Blizzard, Inc. | 508,000 | 405,968 | ||||||
AdaptHealth LLC | 73,000 | 66,217 | ||||||
Adobe, Inc. | 527,000 | 457,768 | ||||||
ADT Security Corp. | 362,000 | 314,444 | ||||||
Advanced Micro Devices, Inc. | 100,000 | 87,853 | ||||||
Aetna, Inc. | 146,000 | 156,829 | ||||||
4.13%, 11/15/42 | 187,000 | 148,884 | ||||||
Air Lease Corp. | 100,000 | 100,093 | ||||||
Air Products & Chemicals, Inc. | 437,000 | 393,527 | ||||||
2.05%, 5/15/30 | 13,000 | 10,982 | ||||||
2.70%, 5/15/40 | 412,000 | 300,113 | ||||||
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | 56,000 | 53,020 | ||||||
5.88%, 2/15/28(c) | 413,000 | 401,969 | ||||||
Alexandria Real Estate Equities, Inc. | 462,000 | 350,552 | ||||||
3.00%, 5/18/51 | 251,000 | 151,840 | ||||||
Allegion U.S. Holding Co., Inc. | 17,000 | 16,565 | ||||||
Alliant Energy Finance LLC | 160,000 | 152,749 | ||||||
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | 171,000 | 168,654 | ||||||
5.88%, 11/1/29(c) | 268,000 | 237,384 | ||||||
Allied Universal Holdco LLC / Allied Universal Finance Corp. / Atlas Luxco 4 Sarl | 250,000 | 211,183 | ||||||
Allstate Corp. | 412,000 | 389,929 | ||||||
Ally Financial, Inc. | 173,000 | 169,964 | ||||||
4.75%, 6/9/27 | 173,000 | 162,139 | ||||||
8.00%, 11/1/31 | 691,000 | 716,097 | ||||||
Alphabet, Inc. | 228,000 | 182,826 | ||||||
1.90%, 8/15/40 | 1,325,000 | 889,671 | ||||||
Altria Group, Inc. | 441,000 | 427,483 | ||||||
4.00%, 2/4/61 | 200,000 | 135,864 | ||||||
Amazon.com, Inc. | 412,000 | 401,840 | ||||||
3.80%, 12/5/24 | 509,000 | 499,874 | ||||||
3.15%, 8/22/27 | 412,000 | 387,779 | ||||||
1.65%, 5/12/28 | 52,000 | 45,465 | ||||||
1.50%, 6/3/30 | 54,000 | 43,939 | ||||||
4.80%, 12/5/34 | 452,000 | 454,414 | ||||||
AMC Networks, Inc. | 500,000 | 323,240 | ||||||
American Airlines Pass-Through Trust | ||||||||
4.00%, 1/15/27, Series 2013-1, Class A | 116,765 | 109,992 | ||||||
3.20%, 12/15/29, Series 2016-2, Class AA | 280,891 | 254,420 | ||||||
3.65%, 12/15/29, Series 2016-2, Class A | 307,913 | 270,316 | ||||||
3.35%, 4/15/31, Series 2017-2, Class AA | 403,105 | 362,323 | ||||||
American Axle & Manufacturing, Inc. | 93,000 | 88,352 | ||||||
6.88%, 7/1/28 | 35,000 | 32,150 | ||||||
American Electric Power Co., Inc. | ||||||||
3.88%, 2/15/62, (3.875% fixed rate until 11/15/26; 5-year Constant Maturity Treasury Rate + 2.675% thereafter)(a) | 1,637,000 | 1,325,299 | ||||||
American Express Co. | 309,000 | 300,064 | ||||||
3.30%, 5/3/27 | 412,000 | 384,289 | ||||||
4.42%, 8/3/33, (4.42% fixed rate until 8/3/32; Secured Overnight Financing Rate + 1.76% thereafter)(a) | 50,000 | 46,425 | ||||||
American Homes 4 Rent LP | 840,000 | 719,872 | ||||||
American Honda Finance Corp. | 150,000 | 143,360 | ||||||
1.20%, 7/8/25 | 825,000 | 765,014 | ||||||
4.70%, 1/12/28 | 136,000 | 134,379 | ||||||
2.25%, 1/12/29 | 155,000 | 135,100 | ||||||
American International Group, Inc. | 169,000 | 149,002 | ||||||
5.75%, 4/1/48, Series A-9, (5.75% fixed rate until 4/1/28; Secured Overnight Financing Rate + 3.221% thereafter)(a) | 423,000 | 402,277 | ||||||
American Tower Corp. | 100,000 | 97,357 | ||||||
3.55%, 7/15/27 | 309,000 | 286,622 | ||||||
American Water Capital Corp. | 176,000 | 167,101 | ||||||
2.80%, 5/1/30 | 186,000 | 161,357 | ||||||
3.75%, 9/1/47 | 100,000 | 77,899 | ||||||
4.20%, 9/1/48 | 100,000 | 82,798 | ||||||
AmeriGas Partners LP / AmeriGas Finance Corp. | 20,000 | 19,641 | ||||||
5.75%, 5/20/27 | 70,000 | 64,811 | ||||||
Ameriprise Financial, Inc. | 179,000 | 172,157 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 93 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Amgen, Inc. | $ | 825,000 | $ | 681,310 | ||||
3.15%, 2/21/40 | 437,000 | 326,216 | ||||||
4.40%, 5/1/45 | 619,000 | 520,616 | ||||||
5.75%, 3/2/63 | 100,000 | 98,812 | ||||||
AmWINS Group, Inc. | 186,000 | 167,201 | ||||||
Aon Corp. | 188,000 | 161,535 | ||||||
Aon Global Ltd. | 412,000 | 330,119 | ||||||
Apache Corp. | 121,000 | 110,567 | ||||||
6.00%, 1/15/37 | 500,000 | 468,990 | ||||||
5.35%, 7/1/49 | 500,000 | 402,505 | ||||||
Appalachian Power Co. | 309,000 | 253,519 | ||||||
Apple, Inc. | 309,000 | 305,827 | ||||||
3.20%, 5/13/25 | 412,000 | 399,887 | ||||||
3.25%, 2/23/26 | 412,000 | 396,225 | ||||||
3.35%, 2/9/27 | 412,000 | 393,954 | ||||||
1.20%, 2/8/28 | 109,000 | 94,231 | ||||||
1.65%, 5/11/30 | 137,000 | 114,358 | ||||||
2.38%, 2/8/41 | 309,000 | 220,954 | ||||||
3.85%, 5/4/43 | 412,000 | 357,361 | ||||||
2.65%, 5/11/50 | 412,000 | 274,734 | ||||||
Applied Materials, Inc. | 406,000 | 385,757 | ||||||
Aptim Corp. | 62,000 | 57,581 | ||||||
APX Group, Inc. | 224,000 | 193,267 | ||||||
Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc. | 200,000 | 170,262 | ||||||
Ares Capital Corp. | 2,314,000 | 1,956,788 | ||||||
Arizona Public Service Co. | 309,000 | 284,258 | ||||||
3.35%, 5/15/50 | 412,000 | 276,040 | ||||||
Asbury Automotive Group, Inc. | 63,000 | 55,728 | ||||||
Ascent Resources Utica Holdings LLC / ARU Finance Corp. | 380,000 | 346,868 | ||||||
Ashland, Inc. | 161,000 | 128,872 | ||||||
ASP Unifrax Holdings, Inc. | 100,000 | 52,126 | ||||||
AT&T, Inc. | 894,000 | 815,221 | ||||||
2.30%, 6/1/27 | 412,000 | 369,049 | ||||||
2.55%, 12/1/33 | 1,813,000 | 1,384,352 | ||||||
4.50%, 5/15/35 | 327,000 | 290,611 | ||||||
3.50%, 6/1/41 | 825,000 | 605,558 | ||||||
3.65%, 6/1/51 | 412,000 | 282,764 | ||||||
3.50%, 9/15/53 | 2,098,000 | 1,382,582 | ||||||
3.55%, 9/15/55 | 255,000 | 166,566 | ||||||
3.80%, 12/1/57 | 509,000 | 343,774 | ||||||
AthenaHealth Group, Inc. | 209,000 | 181,790 | ||||||
Athene Holding Ltd. | 2,000,000 | 1,393,220 | ||||||
Atlantic City Electric Co. | 92,000 | 75,326 | ||||||
Atmos Energy Corp. | 100,000 | 88,048 | ||||||
2.85%, 2/15/52 | 233,000 | 151,019 | ||||||
Autodesk, Inc. | 785,000 | 637,444 | ||||||
AutoNation, Inc. | 196,000 | 166,069 | ||||||
AvalonBay Communities, Inc. | 175,000 | 171,133 | ||||||
3.30%, 6/1/29 | 182,000 | 164,910 | ||||||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. | 135,000 | 125,337 | ||||||
3.14%, 11/7/29 | 174,000 | 154,916 | ||||||
Ball Corp. | 114,000 | 93,162 | ||||||
Bank of America Corp. | ||||||||
1.84%, 2/4/25, (1.843% fixed rate until 2/4/24; Secured Overnight Financing Rate + 0.67% thereafter)(a) | 412,000 | 404,592 | ||||||
3.95%, 4/21/25, Series L | 841,000 | 815,165 | ||||||
3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month Secured Overnight Financing Rate + 1.352% thereafter)(a) | 412,000 | 399,335 | ||||||
4.45%, 3/3/26 | 1,236,000 | 1,202,084 | ||||||
3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(a) | 180,000 | 173,057 | ||||||
3.50%, 4/19/26 | 412,000 | 392,105 | ||||||
4.25%, 10/22/26 | 795,000 | 763,502 | ||||||
3.82%, 1/20/28, (3.824% fixed rate until 1/20/27; 3-month Secured Overnight Financing Rate + 1.837% thereafter)(a) | 421,000 | 396,944 | ||||||
3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(a) | 1,335,000 | 1,224,475 | ||||||
2.59%, 4/29/31, (2.592% fixed rate until 4/29/30; Secured Overnight Financing Rate + 2.15% thereafter)(a) | 825,000 | 687,077 | ||||||
1.90%, 7/23/31, (1.898% fixed rate until 7/23/30; Secured Overnight Financing Rate + 1.53% thereafter)(a) | 364,000 | 287,505 | ||||||
2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(a) | 784,000 | 540,474 | ||||||
See Notes to Financial Statements.
| 94 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
5.88%, 2/7/42 | $ | 251,000 | $ | 260,146 | ||||
5.00%, 1/21/44 | 165,000 | 157,153 | ||||||
4.33%, 3/15/50, (4.33% fixed rate until 3/15/49; 3-month Secured Overnight Financing Rate + 1.782% thereafter)(a) | 186,000 | 157,789 | ||||||
Bank of New York Mellon Corp. | ||||||||
4.41%, 7/24/26, (4.414% fixed rate until 7/24/25; Secured Overnight Financing Rate + 1.345% thereafter)(a) | 173,000 | 169,301 | ||||||
2.45%, 8/17/26 | 100,000 | 92,631 | ||||||
1.05%, 10/15/26 | 166,000 | 146,254 | ||||||
3.25%, 5/16/27 | 309,000 | 290,191 | ||||||
3.44%, 2/7/28, (3.442% fixed rate until 2/7/27; 3-month Secured Overnight Financing Rate + 1.331% thereafter)(a) | 100,000 | 94,217 | ||||||
3.00%, 10/30/28 | 272,000 | 244,620 | ||||||
BankUnited, Inc. | 195,000 | 167,844 | ||||||
Bath & Body Works, Inc. | 178,000 | 174,319 | ||||||
7.60%, 7/15/37 | 160,000 | 145,571 | ||||||
Bausch Health Cos., Inc. | 88,000 | 52,332 | ||||||
6.25%, 2/15/29(c) | 187,000 | 82,056 | ||||||
5.25%, 2/15/31(c) | 100,000 | 42,493 | ||||||
BCPE Empire Holdings, Inc. | 9,000 | 8,552 | ||||||
Becton Dickinson & Co. | 148,000 | 119,103 | ||||||
Berkshire Hathaway Energy Co. | 130,000 | 127,239 | ||||||
6.13%, 4/1/36 | 412,000 | 431,475 | ||||||
Berkshire Hathaway Finance Corp. | 67,000 | 62,068 | ||||||
4.20%, 8/15/48 | 412,000 | 359,149 | ||||||
4.25%, 1/15/49 | 29,000 | 25,542 | ||||||
2.85%, 10/15/50 | 35,000 | 23,528 | ||||||
Berkshire Hathaway, Inc. | 412,000 | 395,199 | ||||||
Best Buy Co., Inc. | 171,000 | 165,562 | ||||||
Biogen, Inc. | 309,000 | 299,789 | ||||||
Black Knight InfoServ LLC | 100,000 | 92,368 | ||||||
BlackRock, Inc. | 85,000 | 80,765 | ||||||
2.40%, 4/30/30 | 90,000 | 77,226 | ||||||
1.90%, 1/28/31 | 567,000 | 460,398 | ||||||
Blackstone Holdings Finance Co. LLC | 360,000 | 369,767 | ||||||
Blackstone Private Credit Fund | 193,000 | 168,284 | ||||||
4.00%, 1/15/29 | 800,000 | 687,872 | ||||||
Blackstone Secured Lending Fund | 197,000 | 174,093 | ||||||
Blue Owl Capital Corp. | 205,000 | 192,282 | ||||||
3.40%, 7/15/26 | 190,000 | 171,200 | ||||||
2.88%, 6/11/28 | 206,000 | 170,935 | ||||||
Blue Owl Finance LLC | 220,000 | 169,668 | ||||||
Boeing Co. | 412,000 | 380,288 | ||||||
5.04%, 5/1/27 | 412,000 | 407,575 | ||||||
5.15%, 5/1/30 | 1,027,000 | 1,011,071 | ||||||
5.71%, 5/1/40 | 412,000 | 400,847 | ||||||
5.93%, 5/1/60 | 886,000 | 857,099 | ||||||
Booking Holdings, Inc. | 247,000 | 241,670 | ||||||
Booz Allen Hamilton, Inc. | 100,000 | 90,820 | ||||||
BorgWarner, Inc. | 412,000 | 373,527 | ||||||
Boston Properties LP | 208,000 | 169,416 | ||||||
3.25%, 1/30/31 | 98,000 | 79,864 | ||||||
2.55%, 4/1/32 | 572,000 | 429,040 | ||||||
BP Capital Markets America, Inc. | 412,000 | 393,856 | ||||||
4.23%, 11/6/28 | 100,000 | 96,579 | ||||||
2.72%, 1/12/32 | 190,000 | 159,108 | ||||||
2.77%, 11/10/50 | 228,000 | 144,103 | ||||||
3.38%, 2/8/61 | 100,000 | 67,319 | ||||||
Brandywine Operating Partnership LP | 183,000 | 175,856 | ||||||
3.95%, 11/15/27 | 212,000 | 174,819 | ||||||
7.55%, 3/15/28 | 186,000 | 174,868 | ||||||
Brighthouse Financial, Inc. | 399,000 | 385,869 | ||||||
Bristol-Myers Squibb Co. | 412,000 | 357,974 | ||||||
3.90%, 2/20/28 | 412,000 | 395,602 | ||||||
3.40%, 7/26/29 | 176,000 | 163,062 | ||||||
2.35%, 11/13/40 | 412,000 | 278,380 | ||||||
4.55%, 2/20/48 | 167,000 | 148,266 | ||||||
Brixmor Operating Partnership LP | 1,760,000 | 1,593,117 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 412,000 | 391,491 | ||||||
Broadcom, Inc. | 217,000 | 204,327 | ||||||
4.30%, 11/15/32 | 178,000 | 161,006 | ||||||
3.14%, 11/15/35(c) | 1,903,000 | 1,452,274 | ||||||
4.93%, 5/15/37(c) | 434,000 | 390,995 | ||||||
Brooklyn Union Gas Co. | 846,000 | 627,470 | ||||||
Brown & Brown, Inc. | 175,000 | 172,009 | ||||||
2.38%, 3/15/31 | 167,000 | 133,575 | ||||||
Brown-Forman Corp. | 177,000 | 171,897 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 95 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Burlington Northern Santa Fe LLC | $ | 176,000 | $ | 171,142 | ||||
4.55%, 9/1/44 | 170,000 | 152,448 | ||||||
3.30%, 9/15/51 | 618,000 | 444,379 | ||||||
Caesars Entertainment, Inc. | 171,000 | 169,921 | ||||||
7.00%, 2/15/30(c) | 168,000 | 168,890 | ||||||
Capital One Financial Corp. | 513,000 | 477,690 | ||||||
3.65%, 5/11/27 | 412,000 | 383,420 | ||||||
Carnival Corp. | 223,000 | 222,492 | ||||||
5.75%, 3/1/27(c) | 36,000 | 33,916 | ||||||
4.00%, 8/1/28(c) | 198,000 | 177,252 | ||||||
10.50%, 6/1/30(c) | 36,000 | 38,413 | ||||||
Carnival Holdings Bermuda Ltd. | 154,000 | 167,706 | ||||||
Carrier Global Corp. | 181,000 | 172,240 | ||||||
Caterpillar Financial Services Corp. | 174,000 | 168,712 | ||||||
Caterpillar, Inc. | 412,000 | 349,615 | ||||||
4.30%, 5/15/44 | 412,000 | 371,348 | ||||||
CCO Holdings LLC / CCO Holdings Capital Corp. | 233,000 | 200,504 | ||||||
4.75%, 2/1/32(c) | 316,000 | 262,533 | ||||||
4.50%, 5/1/32 | 207,000 | 168,007 | ||||||
4.25%, 1/15/34(c) | 500,000 | 383,345 | ||||||
Celanese U.S. Holdings LLC | 167,000 | 167,240 | ||||||
6.33%, 7/15/29 | 100,000 | 99,440 | ||||||
Cencora, Inc. | 581,000 | 501,438 | ||||||
Centene Corp. | 403,000 | 370,816 | ||||||
CenterPoint Energy Houston Electric LLC 3.00%, 2/1/27, Series AA | 309,000 | 288,662 | ||||||
3.35%, 4/1/51, Series AF | 309,000 | 221,219 | ||||||
CenterPoint Energy Resources Corp. | 100,000 | 93,496 | ||||||
Central Garden & Pet Co. | 201,000 | 173,099 | ||||||
Central Parent, Inc. / CDK Global, Inc. | 171,000 | 169,030 | ||||||
CF Industries, Inc. | 177,000 | 157,404 | ||||||
Charles Schwab Corp. | 184,000 | 170,491 | ||||||
3.20%, 1/25/28 | 412,000 | 375,793 | ||||||
4.63%, 3/22/30 | 221,000 | 214,843 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 619,000 | 608,322 | ||||||
5.38%, 4/1/38 | 250,000 | 211,770 | ||||||
6.48%, 10/23/45 | 412,000 | 378,941 | ||||||
5.38%, 5/1/47 | 619,000 | 494,853 | ||||||
5.75%, 4/1/48 | 200,000 | 168,728 | ||||||
3.85%, 4/1/61 | 200,000 | 119,672 | ||||||
Chemours Co. | 205,000 | 184,301 | ||||||
4.63%, 11/15/29(c) | 510,000 | 424,442 | ||||||
Chevron USA, Inc. | 100,000 | 86,876 | ||||||
3.25%, 10/15/29 | 179,000 | 164,179 | ||||||
Choice Hotels International, Inc. | 100,000 | 88,465 | ||||||
CHS / Community Health Systems, Inc. | 22,000 | 21,187 | ||||||
6.00%, 1/15/29(c) | 92,000 | 77,478 | ||||||
Chubb Corp. | 412,000 | 438,904 | ||||||
Churchill Downs, Inc. | 100,000 | 92,354 | ||||||
Ciena Corp. | 204,000 | 176,085 | ||||||
Cigna Group | 173,000 | 170,126 | ||||||
3.25%, 4/15/25 | 309,000 | 297,811 | ||||||
5.69%, 3/15/26 | 422,000 | 422,097 | ||||||
4.80%, 8/15/38 | 312,000 | 287,414 | ||||||
Cinemark USA, Inc. | 348,000 | 309,556 | ||||||
Cisco Systems, Inc. | 619,000 | 642,900 | ||||||
Citigroup, Inc. | 289,000 | 283,847 | ||||||
3.70%, 1/12/26 | 175,000 | 167,869 | ||||||
2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(a) | 553,000 | 523,398 | ||||||
3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(a) | 194,000 | 185,712 | ||||||
3.89%, 1/10/28, (3.887% fixed rate until 1/10/27; 3-month Secured Overnight Financing Rate + 1.825% thereafter)(a) | 619,000 | 585,029 | ||||||
4.13%, 7/25/28 | 872,000 | 813,890 | ||||||
3.98%, 3/20/30, (3.98% fixed rate until 3/20/29; 3-month Secured Overnight Financing Rate + 1.60% thereafter)(a) | 684,000 | 630,053 | ||||||
2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(a) | 828,000 | 684,143 | ||||||
2.56%, 5/1/32, (2.561% fixed rate until 5/1/31; Secured Overnight Financing Rate + 1.167% thereafter)(a) | 237,000 | 190,927 | ||||||
3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(a) | 195,000 | 160,848 | ||||||
See Notes to Financial Statements.
| 96 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
5.88%, 2/22/33 | $ | 160,000 | $ | 159,747 | ||||
3.79%, 3/17/33, (3.785% fixed rate until 3/17/32; Secured Overnight Financing Rate + 1.939% thereafter)(a) | 185,000 | 161,044 | ||||||
3.88%, 1/24/39, (3.878% fixed rate until 1/24/38; 3-month Secured Overnight Financing Rate + 1.43% thereafter)(a) | 382,000 | 313,993 | ||||||
8.13%, 7/15/39 | 254,000 | 316,984 | ||||||
5.88%, 1/30/42 | 151,000 | 153,653 | ||||||
5.30%, 5/6/44 | 327,000 | 298,777 | ||||||
Citizens Financial Group, Inc. | 350,000 | 292,996 | ||||||
Clear Channel Outdoor Holdings, Inc. | 58,000 | 52,063 | ||||||
Clorox Co. | 151,000 | 122,787 | ||||||
Cloud Software Group, Inc. | 203,000 | 181,825 | ||||||
CME Group, Inc. | 113,000 | 94,851 | ||||||
5.30%, 9/15/43 | 153,000 | 155,194 | ||||||
Coca-Cola Co. | 412,000 | 387,515 | ||||||
1.65%, 6/1/30 | 158,000 | 130,268 | ||||||
2.00%, 3/5/31 | 619,000 | 514,971 | ||||||
2.50%, 3/15/51 | 373,000 | 241,495 | ||||||
Colgate-Palmolive Co. | 100,000 | 100,169 | ||||||
Comcast Corp. | 977,000 | 790,950 | ||||||
4.25%, 1/15/33 | 309,000 | 290,231 | ||||||
4.20%, 8/15/34 | 309,000 | 282,466 | ||||||
3.75%, 4/1/40 | 412,000 | 339,241 | ||||||
3.97%, 11/1/47 | 299,000 | 240,064 | ||||||
2.89%, 11/1/51 | 408,000 | 261,561 | ||||||
2.94%, 11/1/56 | 1,476,000 | 918,972 | ||||||
Conagra Brands, Inc. | 233,000 | 228,165 | ||||||
Conduent Business Services LLC / Conduent State & Local Solutions, Inc. | 216,000 | 178,349 | ||||||
ConocoPhillips | 100,000 | 111,593 | ||||||
4.30%, 11/15/44 | 145,000 | 124,516 | ||||||
4.03%, 3/15/62 | 815,000 | 626,572 | ||||||
Constellation Insurance, Inc. | 163,000 | 147,614 | ||||||
Constellation Merger Sub, Inc. | 240,000 | 204,259 | ||||||
Corporate Office Properties LP | 163,000 | 118,025 | ||||||
Costco Wholesale Corp. | 176,000 | 172,642 | ||||||
CQP Holdco LP / BIP-V Chinook Holdco LLC | 324,000 | 296,000 | ||||||
Credit Acceptance Corp. | 40,000 | 38,948 | ||||||
CRH America, Inc. | 711,000 | 689,094 | ||||||
Crown Americas LLC | 177,000 | 167,168 | ||||||
Crown Castle, Inc. | 100,000 | 87,159 | ||||||
2.10%, 4/1/31 | 146,000 | 115,179 | ||||||
CrownRock LP / CrownRock Finance, Inc. | 176,000 | 173,334 | ||||||
CSC Holdings LLC | 200,000 | 110,906 | ||||||
5.00%, 11/15/31(c) | 200,000 | 107,734 | ||||||
CSX Corp. | 176,000 | 165,709 | ||||||
3.80%, 3/1/28 | 173,000 | 164,776 | ||||||
4.40%, 3/1/43 | 412,000 | 354,242 | ||||||
CubeSmart LP | 111,000 | 94,248 | ||||||
Curo Group Holdings Corp. | 300,000 | 73,740 | ||||||
Cushman & Wakefield U.S. Borrower LLC | 32,000 | 30,507 | ||||||
CVR Partners LP / CVR Nitrogen Finance Corp. | 233,000 | 209,390 | ||||||
CVS Health Corp. | 100,000 | 86,126 | ||||||
4.30%, 3/25/28 | 137,000 | 131,750 | ||||||
4.78%, 3/25/38 | 679,000 | 609,043 | ||||||
2.70%, 8/21/40 | 619,000 | 415,380 | ||||||
5.30%, 12/5/43 | 163,000 | 149,489 | ||||||
5.13%, 7/20/45 | 412,000 | 367,401 | ||||||
5.05%, 3/25/48 | 997,000 | 876,283 | ||||||
Dana, Inc. | 326,000 | 270,407 | ||||||
4.50%, 2/15/32 | 425,000 | 343,812 | ||||||
Dealer Tire LLC / DT Issuer LLC | 74,000 | 69,770 | ||||||
Dell International LLC / EMC Corp. | 839,000 | 848,053 | ||||||
Delta Air Lines, Inc. | 270,000 | 240,640 | ||||||
Devon Energy Corp. | 166,000 | 154,337 | ||||||
4.75%, 5/15/42 | 181,000 | 151,340 | ||||||
Digital Realty Trust LP | 182,000 | 169,852 | ||||||
3.60%, 7/1/29 | 335,000 | 301,949 | ||||||
Discovery Communications LLC | 95,000 | 83,459 | ||||||
5.20%, 9/20/47 | 197,000 | 159,696 | ||||||
DISH DBS Corp. | 173,000 | 134,838 | ||||||
Dominion Energy South Carolina, Inc. | 172,000 | 151,996 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 97 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Dominion Energy, Inc. | $ | 178,000 | $ | 173,043 | ||||
3.30%, 3/15/25, Series A | 179,000 | 172,912 | ||||||
1.45%, 4/15/26, Series A | 409,000 | 369,098 | ||||||
3.30%, 4/15/41, Series B | 309,000 | 223,231 | ||||||
Dow Chemical Co. | 199,000 | 162,541 | ||||||
3.60%, 11/15/50 | 309,000 | 221,071 | ||||||
DTE Energy Co. | 877,000 | 808,778 | ||||||
Duke Energy Carolinas LLC | 61,000 | 51,746 | ||||||
3.45%, 4/15/51 | 309,000 | 218,349 | ||||||
Duke Energy Corp. | 175,000 | 145,730 | ||||||
4.50%, 8/15/32 | 100,000 | 92,990 | ||||||
3.50%, 6/15/51 | 855,000 | 589,018 | ||||||
Duke Energy Florida LLC | 412,000 | 392,694 | ||||||
6.40%, 6/15/38 | 141,000 | 151,861 | ||||||
Duke Energy Progress LLC | 309,000 | 250,160 | ||||||
DuPont de Nemours, Inc. | 412,000 | 399,418 | ||||||
Eastern Energy Gas Holdings LLC | 133,000 | 128,054 | ||||||
Eaton Corp. | 179,000 | 155,728 | ||||||
eBay, Inc. | 372,000 | 317,487 | ||||||
4.00%, 7/15/42 | 120,000 | 94,016 | ||||||
Eco Material Technologies, Inc. | 3,000 | 2,940 | ||||||
Ecolab, Inc. | 178,000 | 166,736 | ||||||
3.25%, 12/1/27 | 100,000 | 93,860 | ||||||
4.80%, 3/24/30 | 405,000 | 402,720 | ||||||
El Paso Electric Co. | 174,000 | 150,616 | ||||||
Elevance Health, Inc. | 179,000 | 171,217 | ||||||
1.50%, 3/15/26 | 309,000 | 280,757 | ||||||
3.65%, 12/1/27 | 586,000 | 552,498 | ||||||
4.10%, 3/1/28 | 309,000 | 296,022 | ||||||
2.55%, 3/15/31 | 57,000 | 47,721 | ||||||
Eli Lilly & Co. | 1,547,000 | 956,386 | ||||||
Emerson Electric Co. | 190,000 | 165,237 | ||||||
1.95%, 10/15/30 | 570,000 | 469,743 | ||||||
Encino Acquisition Partners Holdings LLC | 269,000 | 255,187 | ||||||
Energizer Holdings, Inc. | 248,000 | 212,670 | ||||||
Energy Transfer LP | 100,000 | 95,102 | ||||||
4.75%, 1/15/26 | 172,000 | 168,489 | ||||||
6.50%, 2/1/42 | 746,000 | 743,374 | ||||||
6.13%, 12/15/45 | 330,000 | 310,164 | ||||||
EnLink Midstream Partners LP | 500,000 | 399,230 | ||||||
5.45%, 6/1/47 | 500,000 | 413,950 | ||||||
Entegris Escrow Corp. | 180,000 | 167,650 | ||||||
Entergy Corp. | 200,000 | 185,894 | ||||||
2.80%, 6/15/30 | 165,000 | 139,291 | ||||||
Entergy Louisiana LLC | 183,000 | 173,797 | ||||||
4.20%, 9/1/48 | 100,000 | 80,422 | ||||||
Enterprise Products Operating LLC | 454,000 | 406,008 | ||||||
4.90%, 5/15/46 | 722,000 | 641,504 | ||||||
3.20%, 2/15/52 | 412,000 | 278,825 | ||||||
3.95%, 1/31/60 | 199,000 | 147,397 | ||||||
5.38%, 2/15/78, (5.375% fixed rate until 2/15/28; 3-month Secured Overnight Financing Rate + 2.832% thereafter)(a) | 130,000 | 108,308 | ||||||
EOG Resources, Inc. | 100,000 | 97,211 | ||||||
EPR Properties | 211,000 | 162,116 | ||||||
EQM Midstream Partners LP | 360,000 | 327,287 | ||||||
EQT Corp. | 1,662,000 | 1,745,100 | ||||||
Equifax, Inc. | 100,000 | 78,509 | ||||||
Equinix, Inc. | 186,000 | 163,208 | ||||||
2.50%, 5/15/31 | 201,000 | 163,065 | ||||||
Equitable Holdings, Inc. | 1,377,000 | 1,163,166 | ||||||
ERP Operating LP | 150,000 | 133,478 | ||||||
4.50%, 7/1/44 | 179,000 | 151,867 | ||||||
Essential Utilities, Inc. | 155,000 | 130,479 | ||||||
3.35%, 4/15/50 | 100,000 | 66,744 | ||||||
5.30%, 5/1/52 | 161,000 | 146,154 | ||||||
Essex Portfolio LP | 1,053,000 | 839,410 | ||||||
Evergy Kansas Central, Inc. | 412,000 | 336,620 | ||||||
4.25%, 12/1/45 | 185,000 | 150,975 | ||||||
Eversource Energy | 179,000 | 173,766 | ||||||
Exelon Corp. | 86,000 | 74,034 | ||||||
4.95%, 6/15/35 | 412,000 | 385,648 | ||||||
5.10%, 6/15/45 | 309,000 | 281,870 | ||||||
4.45%, 4/15/46 | 81,000 | 66,968 | ||||||
See Notes to Financial Statements.
| 98 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Expedia Group, Inc. | $ | 488,000 | $ | 425,526 | ||||
Extra Space Storage LP | 422,000 | 331,688 | ||||||
Exxon Mobil Corp. | 176,000 | 162,951 | ||||||
3.45%, 4/15/51 | 198,000 | 147,419 | ||||||
Federal Realty OP LP | 312,000 | 273,087 | ||||||
FedEx Corp. | 412,000 | 384,256 | ||||||
4.25%, 5/15/30 | 170,000 | 161,340 | ||||||
2.40%, 5/15/31 | 56,000 | 46,275 | ||||||
3.25%, 5/15/41 | 200,000 | 145,834 | ||||||
4.05%, 2/15/48 | 196,000 | 153,088 | ||||||
5.25%, 5/15/50 | 160,000 | 148,944 | ||||||
Fidelity National Information Services, Inc. | 1,021,000 | 824,070 | ||||||
Fifth Third Bancorp | 200,000 | 226,042 | ||||||
First American Financial Corp. | 183,000 | 159,490 | ||||||
First Citizens BancShares, Inc. | ||||||||
3.38%, 3/15/30, (3.375% fixed rate until 3/15/25; 3-month Secured Overnight Financing Rate + 2.465% thereafter)(a) | 121,000 | 111,532 | ||||||
First Student Bidco, Inc. / First Transit Parent, Inc. | 410,000 | 350,825 | ||||||
Fiserv, Inc. | 412,000 | 369,725 | ||||||
2.65%, 6/1/30 | 576,000 | 485,021 | ||||||
Flex Ltd. | 100,000 | 98,072 | ||||||
Florida Power & Light Co. | 100,000 | 100,571 | ||||||
2.45%, 2/3/32 | 100,000 | 82,958 | ||||||
4.05%, 6/1/42 | 589,000 | 497,970 | ||||||
3.80%, 12/15/42 | 309,000 | 252,524 | ||||||
3.15%, 10/1/49 | 210,000 | 146,880 | ||||||
5.30%, 4/1/53 | 100,000 | 99,248 | ||||||
Ford Motor Co. | 500,000 | 374,980 | ||||||
Ford Motor Credit Co. LLC | 377,000 | 367,971 | ||||||
6.95%, 3/6/26 | 283,000 | 283,962 | ||||||
4.95%, 5/28/27 | 500,000 | 469,440 | ||||||
4.13%, 8/17/27 | 500,000 | 454,360 | ||||||
Fox Corp. | 171,000 | 164,974 | ||||||
5.58%, 1/25/49 | 170,000 | 151,791 | ||||||
Franklin Resources, Inc. | 36,000 | 28,250 | ||||||
Freeport-McMoRan, Inc. | 1,034,000 | 928,470 | ||||||
Fresenius Medical Care U.S. Finance III, Inc. | 211,000 | 163,926 | ||||||
Frontier Communications Holdings LLC | 105,000 | 81,468 | ||||||
Gap, Inc. | 256,000 | 195,438 | ||||||
3.88%, 10/1/31(c) | 333,000 | 241,735 | ||||||
GATX Corp. | 120,000 | 91,363 | ||||||
GCI LLC | 128,000 | 111,405 | ||||||
GE HealthCare Technologies, Inc. | 169,000 | 168,596 | ||||||
5.86%, 3/15/30 | 159,000 | 161,730 | ||||||
5.91%, 11/22/32 | 100,000 | 102,616 | ||||||
General Dynamics Corp. | 174,000 | 155,570 | ||||||
General Mills, Inc. | 170,000 | 169,320 | ||||||
3.00%, 2/1/51 | 237,000 | 159,861 | ||||||
General Motors Co. | 309,000 | 311,355 | ||||||
6.25%, 10/2/43 | 1,455,000 | 1,369,606 | ||||||
General Motors Financial Co., Inc. | 412,000 | 406,133 | ||||||
3.60%, 6/21/30 | 2,790,000 | 2,397,503 | ||||||
Genesis Energy LP / Genesis Energy Finance Corp. | 45,000 | 43,809 | ||||||
Genuine Parts Co. | 100,000 | 94,554 | ||||||
Genworth Holdings, Inc. | 312,000 | 268,988 | ||||||
Georgia-Pacific LLC | 177,000 | 171,886 | ||||||
0.95%, 5/15/26(c) | 219,000 | 194,873 | ||||||
Gilead Sciences, Inc. | 309,000 | 300,830 | ||||||
3.65%, 3/1/26 | 339,000 | 326,169 | ||||||
4.75%, 3/1/46 | 329,000 | 300,900 | ||||||
Global Payments, Inc. | 100,000 | 94,408 | ||||||
GLP Capital LP / GLP Financing II, Inc. | 632,000 | 597,752 | ||||||
Go Daddy Operating Co. LLC / GD Finance Co., Inc. | 175,000 | 167,675 | ||||||
3.50%, 3/1/29(c) | 197,000 | 169,517 | ||||||
Goldman Sachs Group, Inc. | 412,000 | 405,111 | ||||||
3.50%, 1/23/25 | 430,000 | 416,726 | ||||||
1.76%, 1/24/25, (1.757% fixed rate until 1/24/24; Secured Overnight Financing Rate + 0.73% thereafter)(a) | 412,000 | 404,460 | ||||||
4.25%, 10/21/25 | 176,000 | 170,808 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 99 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
1.43%, 3/9/27, (1.431% fixed rate until 3/9/26; Secured Overnight Financing Rate + 0.798% thereafter)(a) | $ | 722,000 | $ | 647,518 | ||||
2.64%, 2/24/28, (2.64% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.114% thereafter)(a) | 755,000 | 683,502 | ||||||
2.60%, 2/7/30 | 194,000 | 163,897 | ||||||
6.45%, 5/1/36 | 150,000 | 156,204 | ||||||
6.75%, 10/1/37 | 1,625,000 | 1,724,060 | ||||||
Goodyear Tire & Rubber Co. | 497,000 | 426,699 | ||||||
Grand Canyon University | 39,000 | 35,283 | ||||||
Graphic Packaging International LLC | 68,000 | 60,909 | ||||||
Gray Television, Inc. | 114,000 | 104,205 | ||||||
H&E Equipment Services, Inc. | 100,000 | 87,513 | ||||||
HCA, Inc. | 173,000 | 171,549 | ||||||
5.88%, 2/15/26 | 128,000 | 128,224 | ||||||
5.63%, 9/1/28 | 166,000 | 165,774 | ||||||
3.50%, 9/1/30 | 173,000 | 151,157 | ||||||
Healthcare Realty Holdings LP | 328,000 | 252,954 | ||||||
Healthpeak OP LLC | 973,000 | 843,581 | ||||||
Hershey Co. | 309,000 | 289,292 | ||||||
Hewlett Packard Enterprise Co. | 412,000 | 401,655 | ||||||
6.35%, 10/15/45 | 156,000 | 160,112 | ||||||
Highwoods Realty LP | 194,000 | 174,713 | ||||||
Hilton Domestic Operating Co., Inc. | 460,000 | 382,886 | ||||||
Home Depot, Inc. | 176,000 | 154,716 | ||||||
1.88%, 9/15/31 | 18,000 | 14,486 | ||||||
5.88%, 12/16/36 | 1,050,000 | 1,127,091 | ||||||
3.30%, 4/15/40 | 640,000 | 505,926 | ||||||
3.13%, 12/15/49 | 8,000 | 5,618 | ||||||
3.63%, 4/15/52 | 7,000 | 5,339 | ||||||
Honeywell International, Inc. | 74,000 | 71,881 | ||||||
3.81%, 11/21/47 | 1,072,000 | 873,380 | ||||||
HP, Inc. | 412,000 | 388,388 | ||||||
4.75%, 1/15/28 | 100,000 | 97,444 | ||||||
4.00%, 4/15/29 | 179,000 | 167,168 | ||||||
Hudson Pacific Properties LP | 208,000 | 176,016 | ||||||
Humana, Inc. | 722,000 | 707,538 | ||||||
5.70%, 3/13/26 | 172,000 | 172,103 | ||||||
5.88%, 3/1/33 | 155,000 | 160,509 | ||||||
Huntington Bancshares, Inc. | 182,000 | 175,808 | ||||||
Huntington National Bank | 412,000 | 411,102 | ||||||
Hyatt Hotels Corp. | 158,000 | 158,442 | ||||||
Icahn Enterprises LP / Icahn Enterprises Finance Corp. | 145,000 | 114,955 | ||||||
Illinois Tool Works, Inc. | 178,000 | 166,733 | ||||||
Imola Merger Corp. | 400,000 | 355,944 | ||||||
Ingevity Corp. | 29,000 | 24,666 | ||||||
Intel Corp. | 726,000 | 705,520 | ||||||
3.15%, 5/11/27 | 412,000 | 386,015 | ||||||
2.45%, 11/15/29 | 168,000 | 145,948 | ||||||
5.13%, 2/10/30 | 164,000 | 164,356 | ||||||
5.63%, 2/10/43 | 157,000 | 156,692 | ||||||
Intercontinental Exchange, Inc. | 412,000 | 314,101 | ||||||
4.60%, 3/15/33 | 87,000 | 83,179 | ||||||
2.65%, 9/15/40 | 220,000 | 153,648 | ||||||
4.95%, 6/15/52 | 110,000 | 102,847 | ||||||
3.00%, 9/15/60 | 232,000 | 144,668 | ||||||
International Business Machines Corp. | 412,000 | 395,252 | ||||||
1.95%, 5/15/30 | 980,000 | �� | 808,392 | |||||
2.85%, 5/15/40 | 412,000 | 293,546 | ||||||
International Flavors & Fragrances, Inc. | 116,000 | 97,568 | ||||||
5.00%, 9/26/48 | 188,000 | 149,637 | ||||||
International Paper Co. | 898,000 | 740,069 | ||||||
Invitation Homes Operating Partnership LP | 777,000 | 692,043 | ||||||
IPALCO Enterprises, Inc. | 2,076,000 | 1,870,891 | ||||||
Iron Mountain, Inc. | 135,000 | 121,979 | ||||||
ITC Holdings Corp. | 139,000 | 136,634 | ||||||
3.35%, 11/15/27 | 382,000 | 355,069 | ||||||
Jacobs Engineering Group, Inc. | 100,000 | 98,971 | ||||||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | 275,000 | 225,924 | ||||||
5.75%, 4/1/33 | 1,160,000 | 1,112,475 | ||||||
Jefferies Financial Group, Inc. | 180,000 | 162,383 | ||||||
2.63%, 10/15/31 | 100,000 | 78,075 | ||||||
6.25%, 1/15/36 | 100,000 | 101,304 | ||||||
John Deere Capital Corp. | 412,000 | 381,755 | ||||||
See Notes to Financial Statements.
| 100 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
4.15%, 9/15/27 | $ | 171,000 | $ | 166,983 | ||||
4.75%, 1/20/28 | 165,000 | 164,429 | ||||||
3.45%, 3/7/29 | 412,000 | 384,009 | ||||||
Johnson & Johnson | 412,000 | 389,002 | ||||||
2.90%, 1/15/28 | 412,000 | 386,279 | ||||||
3.63%, 3/3/37 | 412,000 | 364,954 | ||||||
JPMorgan Chase & Co. | 309,000 | 299,069 | ||||||
3.22%, 3/1/25, (3.22% fixed rate until 3/1/24; 3-month Secured Overnight Financing Rate + 1.417% thereafter)(a) | 309,000 | 304,791 | ||||||
2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(a) | 145,000 | 136,451 | ||||||
4.13%, 12/15/26 | 548,000 | 527,477 | ||||||
4.25%, 10/1/27 | 458,000 | 443,179 | ||||||
3.63%, 12/1/27 | 139,000 | 130,752 | ||||||
3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month Secured Overnight Financing Rate + 1.599% thereafter)(a) | 813,000 | 768,261 | ||||||
3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(a) | 309,000 | 288,665 | ||||||
2.18%, 6/1/28, (2.182% fixed rate until 6/1/27; Secured Overnight Financing Rate + 1.89% thereafter)(a) | 412,000 | 366,132 | ||||||
3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month Secured Overnight Financing Rate + 1.207% thereafter)(a) | 412,000 | 379,971 | ||||||
2.74%, 10/15/30, (2.739% fixed rate until 10/15/29; 3-month Secured Overnight Financing Rate + 1.51% thereafter)(a) | 509,000 | 436,432 | ||||||
2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; 3-month Secured Overnight Financing Rate + 2.515% thereafter)(a) | 570,000 | 484,551 | ||||||
1.76%, 11/19/31, (1.764% fixed rate until 11/19/30; 3-month Secured Overnight Financing Rate + 1.105% thereafter)(a) | 428,000 | 335,115 | ||||||
3.88%, 7/24/38, (3.882% fixed rate until 7/24/37; 3-month Secured Overnight Financing Rate + 1.622% thereafter)(a) | 309,000 | 260,879 | ||||||
5.50%, 10/15/40 | 980,000 | 986,978 | ||||||
5.60%, 7/15/41 | 119,000 | 120,635 | ||||||
2.53%, 11/19/41, (2.525% fixed rate until 11/19/40; 3-month Secured Overnight Financing Rate + 1.51% thereafter)(a) | 619,000 | 417,602 | ||||||
5.63%, 8/16/43 | 141,000 | 140,525 | ||||||
4.95%, 6/1/45 | 188,000 | 172,503 | ||||||
3.90%, 1/23/49, (3.897% fixed rate until 1/23/48; 3-month Secured Overnight Financing Rate + 1.482% thereafter)(a) | 150,000 | 117,888 | ||||||
3.33%, 4/22/52, (3.328% fixed rate until 4/22/51; Secured Overnight Financing Rate + 1.58% thereafter)(a) | 492,000 | 346,466 | ||||||
Kaiser Aluminum Corp. | 89,000 | 78,874 | ||||||
Kellogg Co. | 146,000 | 119,577 | ||||||
Kemper Corp. | 208,000 | 160,050 | ||||||
Kentucky Utilities Co. | 1,031,000 | 968,717 | ||||||
3.30%, 6/1/50 | 412,000 | 284,424 | ||||||
KeyCorp | 177,000 | 167,646 | ||||||
2.25%, 4/6/27 | 100,000 | 85,977 | ||||||
4.10%, 4/30/28 | 178,000 | 160,054 | ||||||
2.55%, 10/1/29 | 100,000 | 79,191 | ||||||
4.79%, 6/1/33, (4.789% fixed rate until 6/1/32; Secured Overnight Financing Index + 2.06% thereafter)(a) | 338,000 | 291,674 | ||||||
Kilroy Realty LP | 189,000 | 170,796 | ||||||
Kimco Realty OP LLC | 358,000 | 295,572 | ||||||
Kinder Morgan Energy Partners LP | 175,000 | 172,270 | ||||||
6.95%, 1/15/38 | 546,000 | 585,399 | ||||||
Kinder Morgan, Inc. | 173,000 | 169,187 | ||||||
2.00%, 2/15/31 | 309,000 | 242,964 | ||||||
7.75%, 1/15/32 | 142,000 | 158,872 | ||||||
Kinetik Holdings LP | 175,000 | 169,650 | ||||||
KLA Corp. | 153,000 | 148,714 | ||||||
Kohl’s Corp. | 500,000 | 317,430 | ||||||
Kraft Heinz Foods Co. | 500,000 | 544,465 | ||||||
5.50%, 6/1/50 | 377,000 | 364,344 | ||||||
Kroger Co. | 412,000 | 381,298 | ||||||
7.50%, 4/1/31 | 338,000 | 379,932 | ||||||
Kyndryl Holdings, Inc. | 219,000 | 170,364 | ||||||
L3Harris Technologies, Inc. | 170,000 | 163,520 | ||||||
Lam Research Corp. | 309,000 | 296,510 | ||||||
Lazard Group LLC | 176,000 | 167,328 | ||||||
LCPR Senior Secured Financing DAC | 283,000 | 239,115 | ||||||
Lennar Corp. | 422,000 | 409,218 | ||||||
Level 3 Financing, Inc. | 151,000 | 153,715 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 101 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Liberty Interactive LLC | $ | 277,000 | $ | 109,127 | ||||
8.25%, 2/1/30 | 500,000 | 194,925 | ||||||
Lincoln National Corp. | 75,000 | 72,016 | ||||||
3.63%, 12/12/26 | 309,000 | 289,626 | ||||||
3.80%, 3/1/28 | 412,000 | 378,319 | ||||||
7.00%, 6/15/40 | 61,000 | 64,276 | ||||||
Lockheed Martin Corp. | 368,000 | 356,261 | ||||||
3.60%, 3/1/35 | 516,000 | 454,983 | ||||||
2.80%, 6/15/50 | 619,000 | 418,023 | ||||||
Lowe’s Cos., Inc. | 412,000 | 383,856 | ||||||
2.63%, 4/1/31 | 309,000 | 259,143 | ||||||
5.63%, 4/15/53 | 160,000 | 155,635 | ||||||
5.75%, 7/1/53 | 100,000 | 98,973 | ||||||
5.80%, 9/15/62 | 100,000 | 96,879 | ||||||
5.85%, 4/1/63 | 100,000 | 97,715 | ||||||
LSF9 Atlantis Holdings LLC / Victra Finance Corp. | 120,000 | 109,582 | ||||||
LYB International Finance III LLC | 405,000 | 369,635 | ||||||
3.38%, 10/1/40 | 309,000 | 222,146 | ||||||
4.20%, 10/15/49 | 207,000 | 154,521 | ||||||
4.20%, 5/1/50 | 202,000 | 150,046 | ||||||
M&T Bank Corp. | ||||||||
5.05%, 1/27/34, (5.053% fixed rate until 1/27/33; Secured Overnight Financing Rate + 1.85% thereafter)(a) | 177,000 | 161,205 | ||||||
Macy’s Retail Holdings LLC | 262,000 | 216,577 | ||||||
4.50%, 12/15/34 | 365,000 | 260,479 | ||||||
6.38%, 3/15/37 | 306,000 | 237,857 | ||||||
Magellan Midstream Partners LP | 619,000 | 456,017 | ||||||
4.20%, 10/3/47 | 175,000 | 130,232 | ||||||
Marathon Petroleum Corp. | 100,000 | 98,303 | ||||||
6.50%, 3/1/41 | 192,000 | 196,593 | ||||||
Marriott International, Inc. | 888,000 | 841,753 | ||||||
2.75%, 10/15/33, Series II | 100,000 | 78,244 | ||||||
Marsh & McLennan Cos., Inc. | 169,000 | 139,722 | ||||||
4.90%, 3/15/49 | 100,000 | 91,943 | ||||||
Martin Marietta Materials, Inc. | 174,000 | 171,867 | ||||||
Masco Corp. | 150,000 | 118,578 | ||||||
Masonite International Corp. | 315,000 | 264,052 | ||||||
Massachusetts Institute of Technology | 100,000 | 89,657 | ||||||
5.60%, 7/1/2111 | 100,000 | 107,863 | ||||||
Massachusetts Mutual Life Insurance Co. | ||||||||
5.08%, 2/15/69, (5.077% fixed rate until 2/15/49; Secured Overnight Financing Rate + 3.544% thereafter)(a)(c) | 362,000 | 322,307 | ||||||
Mastercard, Inc. | 412,000 | 391,960 | ||||||
4.88%, 3/9/28 | 664,000 | 666,802 | ||||||
Match Group Holdings II LLC | 69,000 | 63,709 | ||||||
5.63%, 2/15/29(c) | 26,000 | 24,656 | ||||||
Mattel, Inc. | 172,000 | 168,782 | ||||||
McAfee Corp. | 130,000 | 113,840 | ||||||
McDonald’s Corp. | 2,060,000 | 1,904,429 | ||||||
McGraw-Hill Education, Inc. | 85,000 | 76,025 | ||||||
McKesson Corp. | 412,000 | 373,239 | ||||||
Medline Borrower LP | 197,000 | 171,776 | ||||||
Medtronic, Inc. | 295,000 | 279,250 | ||||||
Memorial Sloan-Kettering Cancer Center | 154,000 | 148,345 | ||||||
Merck & Co., Inc. | 412,000 | 373,074 | ||||||
1.45%, 6/24/30 | 151,000 | 121,895 | ||||||
3.90%, 3/7/39 | 412,000 | 360,941 | ||||||
4.15%, 5/18/43 | 412,000 | 365,320 | ||||||
Meta Platforms, Inc. | 177,000 | 162,569 | ||||||
4.45%, 8/15/52 | 248,000 | 210,574 | ||||||
4.65%, 8/15/62 | 100,000 | 85,110 | ||||||
Metis Merger Sub LLC | 239,000 | 207,528 | ||||||
MetLife, Inc. | 168,000 | 163,414 | ||||||
5.70%, 6/15/35 | 154,000 | 157,756 | ||||||
4.05%, 3/1/45 | 189,000 | 154,827 | ||||||
5.00%, 7/15/52 | 560,000 | 511,258 | ||||||
Metropolitan Life Global Funding I | 180,000 | 172,228 | ||||||
3.45%, 12/18/26(c) | 309,000 | 291,792 | ||||||
Michaels Cos., Inc. | 248,000 | 171,817 | ||||||
Microchip Technology, Inc. | 184,000 | 175,197 | ||||||
4.25%, 9/1/25 | 175,000 | 170,259 | ||||||
Micron Technology, Inc. | 171,000 | 168,589 | ||||||
4.19%, 2/15/27 | 175,000 | 166,782 | ||||||
4.66%, 2/15/30 | 197,000 | 184,711 | ||||||
2.70%, 4/15/32 | 200,000 | 157,774 | ||||||
See Notes to Financial Statements.
| 102 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
5.88%, 2/9/33 | $ | 100,000 | $ | 99,066 | ||||
3.48%, 11/1/51 | 294,000 | 190,735 | ||||||
Microsoft Corp. | 309,000 | 307,520 | ||||||
2.40%, 8/8/26 | 412,000 | 386,378 | ||||||
3.30%, 2/6/27 | 619,000 | 595,032 | ||||||
2.53%, 6/1/50 | 852,000 | 564,092 | ||||||
2.92%, 3/17/52 | 220,000 | 156,101 | ||||||
Mid-America Apartments LP | 412,000 | 325,035 | ||||||
Mississippi Power Co. | 825,000 | 675,708 | ||||||
Mohegan Tribal Gaming Authority | 79,000 | 73,481 | ||||||
Molson Coors Beverage Co. | 852,000 | 798,656 | ||||||
Moody’s Corp. | 611,000 | 492,118 | ||||||
3.75%, 2/25/52 | 169,000 | 129,327 | ||||||
Morgan Stanley | 309,000 | 299,965 | ||||||
1.16%, 10/21/25, (1.164% fixed rate until 10/21/24; Secured Overnight Financing Rate + 0.56% thereafter)(a) | 186,000 | 175,478 | ||||||
5.00%, 11/24/25 | 412,000 | 405,771 | ||||||
4.35%, 9/8/26 | 533,000 | 513,396 | ||||||
6.14%, 10/16/26, (6.138% fixed rate until 10/16/25; Secured Overnight Financing Rate + 1.77% thereafter)(a) | 168,000 | 169,201 | ||||||
3.63%, 1/20/27 | 309,000 | 292,061 | ||||||
5.05%, 1/28/27, (5.05% fixed rate until 1/28/26; Secured Overnight Financing Rate + 1.295% thereafter)(a) | 100,000 | 98,976 | ||||||
3.95%, 4/23/27 | 309,000 | 291,529 | ||||||
1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(a) | 516,000 | 462,960 | ||||||
4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(a) | 176,000 | 168,274 | ||||||
3.59%, 7/22/28 | 901,000 | 833,830 | ||||||
3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(a) | 753,000 | 698,814 | ||||||
4.89%, 7/20/33, (4.889% fixed rate until 7/20/32; Secured Overnight Financing Rate + 2.076% thereafter)(a) | 451,000 | 427,494 | ||||||
2.48%, 9/16/36, (2.484% fixed rate until 9/16/31; Secured Overnight Financing Rate + 1.36% thereafter)(a) | 1,455,000 | 1,098,147 | ||||||
Moss Creek Resources Holdings, Inc. | 14,000 | 13,902 | ||||||
MPH Acquisition Holdings LLC | 197,000 | 147,898 | ||||||
MPLX LP | 412,000 | 406,866 | ||||||
4.00%, 3/15/28 | 412,000 | 387,078 | ||||||
MPT Operating Partnership LP / MPT Finance Corp. | 120,000 | 102,260 | ||||||
MSCI, Inc. | 170,000 | 144,422 | ||||||
Nasdaq, Inc. | 85,000 | 66,579 | ||||||
National Fuel Gas Co. | 412,000 | 405,478 | ||||||
National Grid USA | 1,025,000 | 1,011,050 | ||||||
National Rural Utilities Cooperative Finance Corp. | 168,000 | 166,291 | ||||||
5.80%, 1/15/33 | 154,000 | 159,096 | ||||||
5.25%, 4/20/46, (5.25% fixed rate until 4/20/26; Secured Overnight Financing Rate + 3.983% thereafter)(a) | 412,000 | 391,969 | ||||||
Navient Corp. | 146,000 | 127,404 | ||||||
NCL Corp. Ltd. | 159,000 | 150,001 | ||||||
NCR Corp. | 339,000 | 311,877 | ||||||
5.13%, 4/15/29(c) | 44,000 | 40,220 | ||||||
5.25%, 10/1/30(c) | 386,000 | 347,211 | ||||||
Nestle Holdings, Inc. | 171,000 | 166,142 | ||||||
4.85%, 3/14/33(c) | 159,000 | 159,398 | ||||||
New Fortress Energy, Inc. | 186,000 | 173,060 | ||||||
New York & Presbyterian Hospital | 110,000 | 78,005 | ||||||
New York Life Global Funding | 100,000 | 99,048 | ||||||
4.55%, 1/28/33(c) | 98,000 | 92,952 | ||||||
New York State Electric & Gas Corp. | 197,000 | 129,967 | ||||||
Newell Brands, Inc. | 170,000 | 168,633 | ||||||
6.00%, 4/1/46 | 500,000 | 406,195 | ||||||
Newmont Corp. | 861,000 | 700,286 | ||||||
Nexstar Media, Inc. | 180,000 | 169,308 | ||||||
NextEra Energy Capital Holdings, Inc. | 500,000 | 499,470 | ||||||
NFP Corp. | 200,000 | 176,390 | ||||||
Niagara Mohawk Power Corp. | 185,000 | 182,366 | ||||||
NIKE, Inc. | 100,000 | 80,768 | ||||||
3.63%, 5/1/43 | 183,000 | 152,602 | ||||||
NiSource, Inc. | 100,000 | 91,690 | ||||||
3.60%, 5/1/30 | 179,000 | 160,533 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 103 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Nissan Motor Acceptance Co. LLC | $ | 100,000 | $ | 86,801 | ||||
NNN REIT, Inc. | 351,000 | 329,915 | ||||||
Nordstrom, Inc. | 241,000 | 181,656 | ||||||
Norfolk Southern Corp. | 169,000 | 160,447 | ||||||
3.95%, 10/1/42 | 412,000 | 331,536 | ||||||
Northern Natural Gas Co. | 136,000 | 107,164 | ||||||
Northern Trust Corp. | ||||||||
3.38%, 5/8/32, (3.375% fixed rate | 272,000 | 242,820 | ||||||
Northrop Grumman Corp. | 309,000 | 298,698 | ||||||
3.20%, 2/1/27 | 178,000 | 168,105 | ||||||
4.03%, 10/15/47 | 412,000 | 339,397 | ||||||
Northwestern Mutual Life Insurance Co. | 324,000 | 219,853 | ||||||
Novelis Corp. | 201,000 | 180,044 | ||||||
3.88%, 8/15/31(c) | 385,000 | 319,970 | ||||||
NRG Energy, Inc. | 100,000 | 85,759 | ||||||
3.38%, 2/15/29(c) | 274,000 | 226,023 | ||||||
Nucor Corp. | 412,000 | 387,667 | ||||||
NVIDIA Corp. | 100,000 | 86,915 | ||||||
2.85%, 4/1/30 | 175,000 | 157,085 | ||||||
3.50%, 4/1/40 | 412,000 | 343,196 | ||||||
3.50%, 4/1/50 | 194,000 | 152,940 | ||||||
Occidental Petroleum Corp. | 155,000 | 134,005 | ||||||
7.88%, 9/15/31 | 173,000 | 192,187 | ||||||
6.45%, 9/15/36 | 500,000 | 511,790 | ||||||
4.20%, 3/15/48 | 500,000 | 369,120 | ||||||
Oglethorpe Power Corp. | 100,000 | 99,951 | ||||||
Ohio Edison Co. | 1,826,000 | 1,995,088 | ||||||
Olin Corp. | 366,000 | 351,664 | ||||||
Omega Healthcare Investors, Inc. | 100,000 | 94,079 | ||||||
3.38%, 2/1/31 | 58,000 | 46,894 | ||||||
Omnicom Group, Inc. / Omnicom Capital, Inc. | 100,000 | 97,687 | ||||||
OneMain Finance Corp. | 348,000 | 271,680 | ||||||
ONEOK Partners LP | 412,000 | 400,250 | ||||||
ONEOK, Inc. | 100,000 | 85,650 | ||||||
Oracle Corp. | 412,000 | 399,121 | ||||||
2.95%, 5/15/25 | 309,000 | 295,911 | ||||||
1.65%, 3/25/26 | 309,000 | 281,647 | ||||||
3.25%, 11/15/27 | 483,000 | 447,717 | ||||||
2.95%, 4/1/30 | 2,607,000 | 2,259,435 | ||||||
3.90%, 5/15/35 | 329,000 | 281,061 | ||||||
6.13%, 7/8/39 | 153,000 | 155,237 | ||||||
5.38%, 7/15/40 | 642,000 | 598,813 | ||||||
4.13%, 5/15/45 | 309,000 | 238,934 | ||||||
Otis Worldwide Corp. | 100,000 | 75,364 | ||||||
P&L Development LLC / PLD Finance Corp. | 58,000 | 50,190 | ||||||
Pacific Gas & Electric Co. | 619,000 | 533,739 | ||||||
2.50%, 2/1/31 | 352,000 | 274,708 | ||||||
3.30%, 8/1/40 | 619,000 | 416,191 | ||||||
4.95%, 7/1/50 | 1,826,000 | 1,414,529 | ||||||
3.50%, 8/1/50 | 619,000 | 390,273 | ||||||
PacifiCorp | ||||||||
4.15%, 2/15/50 | 412,000 | 303,137 | ||||||
Packaging Corp. of America | 776,000 | 678,325 | ||||||
Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer LLC | 131,000 | 117,004 | ||||||
Paramount Global | 96,000 | 85,256 | ||||||
4.95%, 1/15/31 | 91,000 | 81,336 | ||||||
4.20%, 5/19/32 | 1,031,000 | 858,998 | ||||||
5.90%, 10/15/40 | 91,000 | 76,233 | ||||||
5.25%, 4/1/44 | 101,000 | 75,851 | ||||||
4.95%, 5/19/50 | 101,000 | 73,922 | ||||||
6.25%, 2/28/57, (6.25% fixed rate until 2/28/27; Secured Overnight Financing Rate + 4.252% thereafter)(a) | 115,000 | 90,805 | ||||||
PayPal Holdings, Inc. | 609,000 | 570,755 | ||||||
2.30%, 6/1/30 | 161,000 | 135,557 | ||||||
Paysafe Finance PLC / Paysafe Holdings U.S. Corp. | 309,000 | 262,078 | ||||||
PECO Energy Co. | 309,000 | 254,947 | ||||||
PennyMac Financial Services, Inc. | 290,000 | 240,836 | ||||||
PepsiCo, Inc. | 776,000 | 639,067 | ||||||
Permian Resources Operating LLC | 177,000 | 170,941 | ||||||
Pfizer, Inc. | 412,000 | 386,670 | ||||||
4.10%, 9/15/38 | 412,000 | 369,758 | ||||||
3.90%, 3/15/39 | 492,000 | 427,440 | ||||||
4.30%, 6/15/43 | 412,000 | 371,797 | ||||||
See Notes to Financial Statements.
| 104 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
PG&E Corp. | $ | 86,000 | $ | 76,507 | ||||
PG&E Wildfire Recovery Funding LLC | 329,169 | 314,405 | ||||||
4.26%, 6/1/38, Series A-2 | 1,250,000 | 1,162,863 | ||||||
PGT Innovations, Inc. | 197,000 | 182,985 | ||||||
Philip Morris International, Inc. | 170,000 | 168,407 | ||||||
5.63%, 11/17/29 | 327,000 | 330,519 | ||||||
5.13%, 2/15/30 | 165,000 | 163,152 | ||||||
2.10%, 5/1/30 | 24,000 | 19,713 | ||||||
5.38%, 2/15/33 | 161,000 | 159,026 | ||||||
4.88%, 11/15/43 | 271,000 | 238,567 | ||||||
Phillips 66 | 619,000 | 586,812 | ||||||
5.88%, 5/1/42 | 605,000 | 618,606 | ||||||
Piedmont Natural Gas Co., Inc. | 105,000 | 92,685 | ||||||
Piedmont Operating Partnership LP | 101,000 | 73,076 | ||||||
Pilgrim’s Pride Corp. | 190,000 | 164,601 | ||||||
Pioneer Natural Resources Co. | 203,000 | 163,908 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. | 309,000 | 301,411 | ||||||
6.65%, 1/15/37 | 156,000 | 158,883 | ||||||
PNC Bank NA | 309,000 | 282,157 | ||||||
PNC Financial Services Group, Inc. | 183,000 | 170,130 | ||||||
4.76%, 1/26/27, (4.758% fixed rate until 1/26/26; Secured Overnight Financing Rate + 1.085% thereafter)(a) | 203,000 | 199,316 | ||||||
2.31%, 4/23/32, (2.307% fixed rate until 4/23/31; Secured Overnight Financing Rate + 0.979% thereafter)(a) | 412,000 | 332,183 | ||||||
6.04%, 10/28/33, (6.037% fixed rate until 10/28/32; Secured Overnight Financing Index + 2.14% thereafter)(a) | 156,000 | 158,641 | ||||||
Post Holdings, Inc. | 174,000 | 170,156 | ||||||
5.50%, 12/15/29(c) | 100,000 | 92,559 | ||||||
4.63%, 4/15/30(c) | 193,000 | 171,226 | ||||||
Precision Castparts Corp. | 175,000 | 169,526 | ||||||
Prestige Brands, Inc. | 267,000 | 222,315 | ||||||
Principal Financial Group, Inc. | 560,000 | 457,016 | ||||||
6.05%, 10/15/36 | 100,000 | 102,820 | ||||||
Private Export Funding Corp. | 412,000 | 408,692 | ||||||
3.25%, 6/15/25, Series NN | 412,000 | 398,614 | ||||||
3.90%, 10/15/27 | 3,000,000 | 2,922,930 | ||||||
Procter & Gamble Co. | 309,000 | 281,159 | ||||||
2.80%, 3/25/27 | 289,000 | 271,218 | ||||||
1.95%, 4/23/31 | 309,000 | 259,263 | ||||||
Progress Energy, Inc. | 142,000 | 142,971 | ||||||
Progressive Corp. | 412,000 | 396,674 | ||||||
Prologis LP | 309,000 | 292,132 | ||||||
2.25%, 4/15/30 | 100,000 | 83,992 | ||||||
1.75%, 7/1/30 | 147,000 | 117,666 | ||||||
Prudential Financial, Inc. | 187,000 | 171,206 | ||||||
3.88%, 3/27/28 | 368,000 | 351,105 | ||||||
5.70%, 12/14/36, Series D | 151,000 | 154,240 | ||||||
6.75%, 3/1/53, (6.75% fixed rate until 12/1/32; 5-year Constant Maturity Treasury Rate + 2.848% thereafter)(a) | 165,000 | 163,434 | ||||||
Public Service Co. of Colorado | 412,000 | 386,460 | ||||||
Public Service Electric & Gas Co. | 309,000 | 250,584 | ||||||
Public Storage Operating Co. | 309,000 | 278,143 | ||||||
2.25%, 11/9/31 | 235,200 | 190,538 | ||||||
PulteGroup, Inc. | 109,000 | 124,727 | ||||||
Qorvo, Inc. | 79,000 | 71,732 | ||||||
QUALCOMM, Inc. | 351,000 | 344,542 | ||||||
Quest Diagnostics, Inc. | 200,000 | 169,866 | ||||||
QVC, Inc. | 171,000 | 153,797 | ||||||
5.45%, 8/15/34 | 500,000 | 242,810 | ||||||
5.95%, 3/15/43 | 500,000 | 237,315 | ||||||
Rackspace Technology Global, Inc. | 100,000 | 28,831 | ||||||
Radiate Holdco LLC / Radiate Finance, Inc. | 100,000 | 54,604 | ||||||
Raymond James Financial, Inc. | 173,000 | 151,342 | ||||||
Realty Income Corp. | 172,000 | 171,099 | ||||||
3.25%, 1/15/31 | 921,000 | 796,729 | ||||||
Regency Centers LP | 552,000 | 495,210 | ||||||
RegionalCare Hospital Partners Holdings, Inc. / LifePoint Health, Inc. | 41,000 | 38,403 | ||||||
Republic Services, Inc. | 100,000 | 95,093 | ||||||
Rite Aid Corp. | 100,000 | 63,623 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 105 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
ROBLOX Corp. | $ | 235,000 | $ | 195,205 | ||||
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc. | 500,000 | 397,770 | ||||||
Royal Caribbean Cruises Ltd. | 100,000 | 101,004 | ||||||
5.50%, 4/1/28(c) | 196,000 | 184,040 | ||||||
RPM International, Inc. | 176,000 | 165,333 | ||||||
RTX Corp. | 293,000 | 285,066 | ||||||
5.00%, 2/27/26 | 100,000 | 99,606 | ||||||
4.45%, 11/16/38 | 432,000 | 383,154 | ||||||
4.50%, 6/1/42 | 169,000 | 147,633 | ||||||
4.63%, 11/16/48 | 412,000 | 362,853 | ||||||
Ryder System, Inc. | 100,000 | 92,065 | ||||||
5.65%, 3/1/28 | 100,000 | 100,322 | ||||||
Santander Holdings USA, Inc. | 405,000 | 386,536 | ||||||
4.50%, 7/17/25 | 175,000 | 170,851 | ||||||
2.49%, 1/6/28, (2.49% fixed rate until 1/6/27; Secured Overnight Financing Rate + 1.249% thereafter)(a) | 195,000 | 171,031 | ||||||
Schlumberger Holdings Corp. | 173,000 | 167,922 | ||||||
Schlumberger Investment SA | 134,000 | 115,910 | ||||||
Scientific Games Holdings LP / Scientific Games U.S. FinCo, Inc. | 247,000 | 217,933 | ||||||
SCIH Salt Holdings, Inc. | 257,000 | 227,013 | ||||||
Scotts Miracle-Gro Co. | 143,000 | 119,817 | ||||||
Scripps Escrow, Inc. | 80,000 | 64,752 | ||||||
Sealed Air Corp. | 100,000 | 91,762 | ||||||
SeaWorld Parks & Entertainment, Inc. | 189,000 | 171,107 | ||||||
Sempra | 439,000 | 405,974 | ||||||
4.00%, 2/1/48 | 176,000 | 134,987 | ||||||
Service Corp. International | 200,000 | 166,716 | ||||||
Sherwin-Williams Co. | 176,000 | 172,549 | ||||||
3.45%, 6/1/27 | 412,000 | 388,541 | ||||||
Sierra Pacific Power Co. | 309,000 | 288,059 | ||||||
Simon Property Group LP | 76,000 | 74,155 | ||||||
3.50%, 9/1/25 | 412,000 | 397,123 | ||||||
2.65%, 7/15/30 | 664,000 | 559,725 | ||||||
6.75%, 2/1/40 | 57,000 | 61,398 | ||||||
3.25%, 9/13/49 | 87,000 | 57,023 | ||||||
3.80%, 7/15/50 | 79,000 | 57,131 | ||||||
Sirius XM Radio, Inc. | 185,000 | 171,158 | ||||||
4.13%, 7/1/30(c) | 310,000 | 252,793 | ||||||
3.88%, 9/1/31(c) | 335,000 | 260,881 | ||||||
Sonic Automotive, Inc. | 100,000 | 83,225 | ||||||
Sonoco Products Co. | 183,000 | 172,468 | ||||||
Southaven Combined Cycle Generation LLC | 369,874 | 336,035 | ||||||
Southern California Edison Co. | 168,000 | 165,320 | ||||||
5.30%, 3/1/28 | 558,000 | 560,757 | ||||||
4.00%, 4/1/47 | 309,000 | 239,725 | ||||||
Southern California Gas Co. | 156,000 | 167,751 | ||||||
Southern Co. Gas Capital Corp. | 142,000 | 110,588 | ||||||
4.40%, 5/30/47 | 412,000 | 332,616 | ||||||
Southwest Airlines Co. | 169,000 | 167,883 | ||||||
Southwest Gas Corp. | 162,000 | 163,751 | ||||||
4.05%, 3/15/32 | 180,000 | 161,464 | ||||||
Southwestern Electric Power Co. | 2,408,000 | 1,559,734 | ||||||
Spectrum Brands, Inc. | 362,000 | 303,660 | ||||||
Spirit Realty LP | 110,000 | 93,911 | ||||||
3.40%, 1/15/30 | 100,000 | 86,045 | ||||||
Sprint LLC | 162,000 | 168,025 | ||||||
SS&C Technologies, Inc. | 178,000 | 171,483 | ||||||
Standard Industries, Inc. | 195,000 | 167,304 | ||||||
Stanley Black & Decker, Inc. | 279,000 | 265,201 | ||||||
4.85%, 11/15/48 | 100,000 | 85,169 | ||||||
2.75%, 11/15/50 | 258,000 | 150,626 | ||||||
4.00%, 3/15/60, (4.00% fixed rate until 3/15/25; 5-year Constant Maturity Treasury Rate + 2.657% thereafter)(a) | 481,000 | 381,462 | ||||||
Staples, Inc. | 100,000 | 54,626 | ||||||
Starbucks Corp. | 669,000 | 567,707 | ||||||
State Street Corp. | 180,000 | 173,812 | ||||||
1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(a) | 309,000 | 291,881 | ||||||
See Notes to Financial Statements.
| 106 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
2.65%, 5/19/26 | $ | 91,000 | $ | 85,636 | ||||
2.20%, 3/3/31 | 47,000 | 37,480 | ||||||
Steel Dynamics, Inc. | 559,000 | 497,001 | ||||||
Stericycle, Inc. | 120,000 | 104,923 | ||||||
STORE Capital Corp. | 190,000 | 170,181 | ||||||
4.63%, 3/15/29 | 100,000 | 86,143 | ||||||
Sun Communities Operating LP | 610,000 | 484,700 | ||||||
Synchrony Financial | 100,000 | 97,700 | ||||||
4.50%, 7/23/25 | 100,000 | 95,497 | ||||||
3.70%, 8/4/26 | 151,000 | 137,632 | ||||||
3.95%, 12/1/27 | 100,000 | 89,355 | ||||||
5.15%, 3/19/29 | 301,000 | 276,487 | ||||||
Sysco Corp. | 114,000 | 121,042 | ||||||
T-Mobile USA, Inc. | 178,000 | 172,163 | ||||||
2.63%, 4/15/26 | 683,000 | 634,937 | ||||||
3.88%, 4/15/30 | 634,000 | 578,157 | ||||||
5.20%, 1/15/33 | 362,000 | 354,984 | ||||||
3.00%, 2/15/41 | 100,000 | 70,620 | ||||||
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | 401,000 | 360,988 | ||||||
6.00%, 9/1/31(c) | 282,000 | 250,526 | ||||||
Targa Resources Corp. | 193,000 | 156,884 | ||||||
6.50%, 2/15/53 | 155,000 | 155,146 | ||||||
Target Corp. | 564,000 | 554,604 | ||||||
Tempur Sealy International, Inc. | 231,000 | 185,962 | ||||||
Tenet Healthcare Corp. | 178,000 | 171,631 | ||||||
4.38%, 1/15/30 | 187,000 | 166,452 | ||||||
Time Warner Cable LLC | 412,000 | 301,415 | ||||||
TJX Cos., Inc. | 402,000 | 323,136 | ||||||
Toyota Motor Credit Corp. | 412,000 | 391,816 | ||||||
3.00%, 4/1/25 | 178,000 | 171,831 | ||||||
3.05%, 1/11/28 | 412,000 | 382,810 | ||||||
Travelers Cos., Inc. | 309,000 | 254,783 | ||||||
2.55%, 4/27/50 | 609,000 | 382,586 | ||||||
Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc. | 17,000 | 16,031 | ||||||
Tronox, Inc. | 305,000 | 250,512 | ||||||
Truist Financial Corp. | 309,000 | 298,287 | ||||||
4.26%, 7/28/26, (4.26% fixed rate until 7/28/25; Secured Overnight Financing Rate + 1.456% thereafter)(a) | 177,000 | 171,060 | ||||||
5.90%, 10/28/26, (5.90% fixed rate until 10/28/25; Secured Overnight Financing Rate + 1.626% thereafter)(a) | 108,000 | 107,747 | ||||||
1.13%, 8/3/27 | 412,000 | 348,647 | ||||||
TTM Technologies, Inc. | 225,000 | 195,732 | ||||||
Twilio, Inc. | 254,000 | 213,203 | ||||||
Tyco Electronics Group SA | 176,000 | 172,512 | ||||||
Tyson Foods, Inc. | 324,000 | 304,673 | ||||||
U.S. Acute Care Solutions LLC | 200,000 | 174,572 | ||||||
U.S. Bancorp | 100,000 | 97,108 | ||||||
3.15%, 4/27/27, Series X | 309,000 | 286,465 | ||||||
2.22%, 1/27/28, (2.215% fixed rate until 1/27/27; Secured Overnight Financing Rate + 0.73% thereafter)(a) | 190,000 | 169,681 | ||||||
1.38%, 7/22/30 | 576,000 | 437,242 | ||||||
U.S. Steel Corp. | 500,000 | 491,555 | ||||||
UDR, Inc. | 790,000 | 696,195 | ||||||
Union Pacific Corp. | 264,000 | 247,133 | ||||||
3.70%, 3/1/29 | 160,000 | 151,698 | ||||||
2.40%, 2/5/30 | 190,000 | 163,556 | ||||||
2.89%, 4/6/36 | 182,000 | 144,060 | ||||||
3.25%, 2/5/50 | 267,000 | 192,985 | ||||||
3.84%, 3/20/60 | 193,000 | 148,214 | ||||||
3.80%, 4/6/71 | 309,000 | 226,639 | ||||||
United Airlines Pass-Through Trust | ||||||||
4.88%, 7/15/27, Series 2020-1, Class B | 384,600 | 373,850 | ||||||
3.75%, 3/3/28, Series 2014-2, Class A | 371,578 | 349,261 | ||||||
3.50%, 9/1/31, Series 2018-1, Class AA | 253,144 | 227,233 | ||||||
United Parcel Service, Inc. | 412,000 | 399,953 | ||||||
3.05%, 11/15/27 | 412,000 | 386,295 | ||||||
United Rentals North America, Inc. | 190,000 | 166,657 | ||||||
3.75%, 1/15/32 | 197,000 | 165,669 | ||||||
UnitedHealth Group, Inc. | 169,000 | 168,941 | ||||||
3.85%, 6/15/28 | 412,000 | 394,795 | ||||||
2.00%, 5/15/30 | 241,000 | 201,131 | ||||||
2.75%, 5/15/40 | 412,000 | 297,184 | ||||||
4.25%, 4/15/47 | 412,000 | 350,731 | ||||||
5.88%, 2/15/53 | 140,000 | 149,740 | ||||||
Uniti Group LP / Uniti Group Finance, Inc. / CSL Capital LLC | 177,000 | 176,883 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 107 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
University of Chicago | $ | 105,000 | $ | 78,822 | ||||
University of Southern California | 100,000 | 83,550 | ||||||
Univision Communications, Inc. | 173,000 | 167,694 | ||||||
Utah Acquisition Sub, Inc. | 1,046,000 | 988,847 | ||||||
Valero Energy Corp. | 412,000 | 438,805 | ||||||
Valvoline, Inc. | 254,000 | 203,025 | ||||||
Ventas Realty LP | 664,000 | 623,888 | ||||||
Vericast Corp. | 163,005 | 170,322 | ||||||
Verizon Communications, Inc. | 654,000 | 626,558 | ||||||
1.75%, 1/20/31 | 206,000 | 160,346 | ||||||
2.55%, 3/21/31 | 66,000 | 54,352 | ||||||
2.36%, 3/15/32 | 418,000 | 330,805 | ||||||
4.40%, 11/1/34 | 681,000 | 616,789 | ||||||
2.65%, 11/20/40 | 412,000 | 275,080 | ||||||
4.75%, 11/1/41 | 1,237,000 | 1,113,659 | ||||||
4.13%, 8/15/46 | 125,000 | 99,529 | ||||||
4.86%, 8/21/46 | 675,000 | 594,898 | ||||||
4.00%, 3/22/50 | 825,000 | 632,057 | ||||||
3.55%, 3/22/51 | 319,000 | 223,227 | ||||||
3.88%, 3/1/52 | 100,000 | 74,974 | ||||||
Vertiv Group Corp. | 191,000 | 171,661 | ||||||
Viatris, Inc. | 67,000 | �� | 54,434 | |||||
3.85%, 6/22/40 | 71,000 | 49,826 | ||||||
4.00%, 6/22/50 | 1,314,000 | 870,683 | ||||||
VICI Properties LP | 912,000 | 846,409 | ||||||
Viking Cruises Ltd. | 71,000 | 67,332 | ||||||
Virginia Electric & Power Co. | 632,000 | 650,947 | ||||||
Visa, Inc. | 382,000 | 354,622 | ||||||
2.05%, 4/15/30 | 512,000 | 434,627 | ||||||
2.70%, 4/15/40 | 412,000 | 307,822 | ||||||
3.65%, 9/15/47 | 46,000 | 37,593 | ||||||
Vulcan Materials Co. | 178,000 | 159,643 | ||||||
Walgreens Boots Alliance, Inc. | 832,000 | 786,140 | ||||||
4.80%, 11/18/44 | 31,000 | 24,286 | ||||||
Walmart, Inc. | 209,000 | 206,099 | ||||||
2.85%, 7/8/24 | 176,000 | 172,167 | ||||||
3.25%, 7/8/29 | 176,000 | 163,977 | ||||||
Walt Disney Co. | 412,000 | 381,343 | ||||||
2.20%, 1/13/28 | 412,000 | 371,278 | ||||||
2.65%, 1/13/31 | 581,000 | 497,917 | ||||||
3.50%, 5/13/40 | 1,237,000 | 992,482 | ||||||
3.60%, 1/13/51 | 176,000 | 132,429 | ||||||
Warnermedia Holdings, Inc. | 2,940,000 | 2,336,036 | ||||||
Washington University | 139,000 | 113,057 | ||||||
Waste Connections, Inc. | 172,000 | 158,947 | ||||||
Waste Management, Inc. | 412,000 | 348,292 | ||||||
2.00%, 6/1/29 | 100,000 | 84,831 | ||||||
1.50%, 3/15/31 | 309,000 | 241,060 | ||||||
Wells Fargo & Co. | ||||||||
2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(a) | 926,000 | 871,310 | ||||||
3.00%, 10/23/26 | 594,000 | 550,424 | ||||||
3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month Secured Overnight Financing Rate + 1.572% thereafter)(a) | 412,000 | 382,694 | ||||||
2.88%, 10/30/30, (2.879% fixed rate until 10/30/29; 3-month Secured Overnight Financing Rate + 1.432% thereafter)(a) | 452,000 | 387,048 | ||||||
3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(a) | 773,000 | 554,063 | ||||||
5.61%, 1/15/44 | 568,000 | 535,448 | ||||||
4.90%, 11/17/45 | 412,000 | 354,007 | ||||||
5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; 3-month Secured Overnight Financing Rate + 4.502% thereafter)(a) | 171,000 | 154,548 | ||||||
Wells Fargo Bank NA | 434,000 | 458,968 | ||||||
Welltower OP LLC | 175,000 | 169,776 | ||||||
2.80%, 6/1/31 | 179,000 | 147,650 | ||||||
4.95%, 9/1/48 | 100,000 | 87,256 | ||||||
Western Digital Corp. | 748,000 | 714,078 | ||||||
Western Midstream Operating LP | 176,000 | 166,758 | ||||||
6.15%, 4/1/33 | 165,000 | 164,267 | ||||||
5.30%, 3/1/48 | 690,000 | 566,373 | ||||||
Westlake Corp. | 246,000 | 151,039 | ||||||
Weyerhaeuser Co. | 176,000 | 162,469 | ||||||
7.38%, 3/15/32 | 877,000 | 988,186 | ||||||
Williams Cos., Inc. | 516,000 | 423,595 | ||||||
See Notes to Financial Statements.
| 108 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Willis-Knighton Medical Center | $ | 155,000 | $ | 133,286 | ||||
WMG Acquisition Corp. | 100,000 | 86,842 | ||||||
3.00%, 2/15/31(c) | 224,000 | 182,885 | ||||||
WP Carey, Inc. | 898,000 | 718,140 | ||||||
WRKCo, Inc. | 968,000 | 932,852 | ||||||
XPO CNW, Inc. | 495,000 | 496,802 | ||||||
Yum! Brands, Inc. | 47,000 | 42,079 | ||||||
Ziff Davis, Inc. | 100,000 | 86,051 | ||||||
Zimmer Biomet Holdings, Inc. | 100,000 | 81,560 | ||||||
Zoetis, Inc. | 157,000 | 129,456 | ||||||
3.00%, 5/15/50 | 412,000 | 281,239 | ||||||
ZoomInfo Technologies LLC / ZoomInfo Finance Corp. | 200,000 | 170,422 | ||||||
|
| |||||||
| Total United States |
| 324,229,335 | ||||||
TOTAL CORPORATE BONDS (Cost: $437,074,350) |
| 424,053,584 | ||||||
| FOREIGN GOVERNMENT AGENCIES – 1.0% |
| |||||||
| Canada – 0.6% |
| |||||||
Ontario Teachers’ Finance Trust | 1,237,000 | 1,232,757 | ||||||
1.63%, 9/12/24(c) | 825,000 | 792,825 | ||||||
Province of Alberta Canada | 2,062,000 | 2,040,865 | ||||||
Province of British Columbia Canada | 999,000 | 934,954 | ||||||
Province of Ontario Canada | 990,000 | 899,474 | ||||||
1.13%, 10/7/30 | 960,000 | 762,653 | ||||||
Province of Quebec Canada | 481,000 | 443,203 | ||||||
|
| |||||||
| Total Canada |
| 7,106,731 | ||||||
| Hong Kong – 0.1% |
| |||||||
Airport Authority | 525,000 | 525,236 | ||||||
| India – 0.1% |
| |||||||
Export-Import Bank of India | 575,000 | 539,062 | ||||||
2.25%, 1/13/31(d) | 200,000 | 158,976 | ||||||
|
| |||||||
| Total India |
| 698,038 | ||||||
| South Korea – 0.2% |
| |||||||
Export-Import Bank of Korea | 412,000 | 409,614 | ||||||
2.38%, 4/21/27 | 875,000 | 800,354 | ||||||
Korea Development Bank | 412,000 | 362,684 | ||||||
4.38%, 2/15/28 | 1,000,000 | 976,940 | ||||||
|
| |||||||
| Total South Korea |
| 2,549,592 | ||||||
| United Arab Emirates – 0.0% |
| |||||||
Finance Department Government of Sharjah | 304,000 | 310,454 | ||||||
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $11,283,419) |
| 11,190,051 | ||||||
| FOREIGN GOVERNMENT OBLIGATIONS – 3.5% |
| |||||||
| Argentina – 0.0% |
| |||||||
Argentine Republic Government International Bond | 377,000 | 127,064 | ||||||
3.63%, 7/9/35(a) | 492,000 | 145,908 | ||||||
|
| |||||||
| Total Argentina |
| 272,972 | ||||||
| Bahrain – 0.1% |
| |||||||
Bahrain Government International Bond | 875,000 | 902,869 | ||||||
| Brazil – 0.1% |
| |||||||
Brazilian Government International Bond | 1,166,000 | 1,034,452 | ||||||
5.00%, 1/27/45 | 200,000 | 156,192 | ||||||
|
| |||||||
| Total Brazil |
| 1,190,644 | ||||||
| Canada – 0.1% |
| |||||||
Canada Government International Bond | 75,000 | 67,658 | ||||||
3.75%, 4/26/28 | 470,000 | 458,132 | ||||||
|
| |||||||
| Total Canada |
| 525,790 | ||||||
| Chile – 0.1% | ||||||||
Chile Government International Bond | 1,125,000 | 977,310 | ||||||
4.95%, 1/5/36 | 461,821 | 446,447 | ||||||
|
| |||||||
| Total Chile | 1,423,757 | |||||||
| Colombia – 0.1% | ||||||||
Colombia Government International Bond | 970,000 | 966,139 | ||||||
5.00%, 6/15/45 | 300,000 | 211,323 | ||||||
|
| |||||||
| Total Colombia | 1,177,462 | |||||||
| Costa Rica – 0.0% | ||||||||
Costa Rica Government International Bond | 225,000 | 224,728 | ||||||
| Dominican Republic – 0.1% | ||||||||
Dominican Republic International Bond | 806,000 | 744,502 | ||||||
| Ecuador – 0.0% | ||||||||
Ecuador Government International Bond | 200,000 | 98,374 | ||||||
| Egypt – 0.0% | ||||||||
Egypt Government International Bond | 565,000 | 309,377 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 109 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| Hong Kong – 0.1% | ||||||||
Hong Kong Government International Bond | $ | 525,000 | $ | 526,953 | ||||
| Hungary – 0.0% | ||||||||
Hungary Government International Bond | 500,000 | 475,325 | ||||||
| Indonesia – 0.3% | ||||||||
Indonesia Government International Bond | 212,000 | 169,981 | ||||||
4.65%, 9/20/32 | 2,375,000 | 2,297,575 | ||||||
4.85%, 1/11/33 | 612,000 | 600,923 | ||||||
4.35%, 1/11/48 | 412,000 | 353,554 | ||||||
|
| |||||||
| Total Indonesia | 3,422,033 | |||||||
| Israel – 0.1% | ||||||||
Israel Government International Bond | 200,000 | 174,810 | ||||||
4.50%, 1/17/33 | 550,000 | 529,870 | ||||||
|
| |||||||
| Total Israel | 704,680 | |||||||
| Italy – 0.1% | ||||||||
Republic of Italy Government International Bond | 987,000 | 891,449 | ||||||
| Kenya – 0.0% | ||||||||
Republic of Kenya Government International Bond | 200,000 | 170,300 | ||||||
| Mexico – 0.4% | ||||||||
Mexico Government International Bond | 619,000 | 513,597 | ||||||
6.35%, 2/9/35 | 2,350,000 | 2,441,838 | ||||||
4.75%, 3/8/44 | 2,062,000 | 1,734,637 | ||||||
|
| |||||||
| Total Mexico | 4,690,072 | |||||||
| Morocco – 0.0% | ||||||||
Morocco Government International Bond | 200,000 | 156,732 | ||||||
| Nigeria – 0.0% | ||||||||
Nigeria Government International Bond | 425,000 | 348,062 | ||||||
| Oman – 0.0% | ||||||||
Oman Government International Bond | 506,000 | 513,043 | ||||||
| Panama – 0.2% | ||||||||
Panama Government International Bond | 200,000 | 207,024 | ||||||
2.25%, 9/29/32 | 275,000 | 209,349 | ||||||
6.40%, 2/14/35 | 1,400,000 | 1,439,396 | ||||||
3.87%, 7/23/60 | 412,000 | 264,706 | ||||||
|
| |||||||
| Total Panama | 2,120,475 | |||||||
| Peru – 0.3% | ||||||||
Peruvian Government International Bond | 1,575,000 | 1,283,672 | ||||||
6.55%, 3/14/37 | 1,650,000 | 1,801,470 | ||||||
|
| |||||||
| Total Peru | 3,085,142 | |||||||
| Philippines – 0.3% | ||||||||
Philippine Government International Bond | 1,650,000 | 1,799,457 | ||||||
5.61%, 4/13/33 | 2,025,000 | 2,116,165 | ||||||
|
| |||||||
| Total Philippines | 3,915,622 | |||||||
| Poland – 0.1% | ||||||||
Republic of Poland Government International Bond | ||||||||
3.25%, 4/6/26 | 412,000 | 394,906 | ||||||
5.75%, 11/16/32 | 275,000 | 286,517 | ||||||
|
| |||||||
| Total Poland |
| 681,423 | ||||||
| Qatar – 0.1% | ||||||||
Qatar Government International Bond | 1,325,000 | 1,258,737 | ||||||
| Romania – 0.0% | ||||||||
Romanian Government International Bond | 400,000 | 391,324 | ||||||
| Saudi Arabia – 0.3% | ||||||||
Saudi Government International Bond | 225,000 | 207,160 | ||||||
3.63%, 3/4/28(d) | 225,000 | 212,771 | ||||||
2.25%, 2/2/33(d) | 3,050,000 | 2,424,963 | ||||||
4.88%, 7/18/33(d) | 650,000 | 641,544 | ||||||
|
| |||||||
| Total Saudi Arabia |
| 3,486,438 | ||||||
| South Africa – 0.1% | ||||||||
Republic of South Africa Government International Bond | 1,030,000 | 911,828 | ||||||
| Turkey – 0.2% | ||||||||
Turkey Government International Bond | 400,000 | 376,672 | ||||||
5.25%, 3/13/30 | 2,149,000 | 1,828,391 | ||||||
|
| |||||||
| Total Turkey |
| 2,205,063 | ||||||
| United Arab Emirates – 0.1% | ||||||||
Abu Dhabi Government International Bond | 767,000 | 703,209 | ||||||
3.13%, 9/30/49(d) | 200,000 | 140,832 | ||||||
3.88%, 4/16/50(d) | 200,000 | 161,612 | ||||||
|
| |||||||
| Total United Arab Emirates |
| 1,005,653 | ||||||
| Uruguay – 0.2% | ||||||||
Uruguay Government International Bond | 2,425,000 | 2,610,803 | ||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $41,044,369) |
| 40,441,632 | ||||||
| SUPRANATIONAL BONDS – 0.5% | ||||||||
African Development Bank | 164,000 | 163,600 | ||||||
Asian Development Bank | 400,000 | 380,284 | ||||||
European Investment Bank | 177,000 | 172,543 | ||||||
1.63%, 3/14/25 | 181,000 | 171,792 | ||||||
See Notes to Financial Statements.
| 110 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
0.63%, 7/25/25 | $ | 359,000 | $ | 331,418 | ||||
2.13%, 4/13/26 | 200,000 | 187,596 | ||||||
Inter-American Development Bank | 619,000 | 612,754 | ||||||
0.63%, 7/15/25 | 990,000 | 914,285 | ||||||
3.20%, 8/7/42 | 412,000 | 336,847 | ||||||
International Bank for Reconstruction & Development | 180,000 | 173,434 | ||||||
2.50%, 7/29/25 | 448,000 | 428,485 | ||||||
0.50%, 10/28/25 | 607,000 | 553,894 | ||||||
3.13%, 6/15/27 | 173,000 | 164,836 | ||||||
0.75%, 11/24/27 | 728,000 | 626,116 | ||||||
3.50%, 7/12/28 | 670,000 | 644,560 | ||||||
International Finance Corp. | 191,000 | 170,059 | ||||||
TOTAL SUPRANATIONAL BONDS (Cost: $6,107,920) |
| 6,032,503 | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES – 3.4% |
| |||||||
| United States – 3.4% |
| |||||||
Bank | ||||||||
2.93%, 2/15/55, Series 2022-BNK39, Class A4^(a) | 329,961 | 274,685 | ||||||
2.56%, 5/15/64, Series 2021-BNK33, Class A5 | 2,062,257 | 1,687,626 | ||||||
3.92%, 4/15/65, Series 2022-BNK41, Class A4^(a) | 1,216,732 | 1,081,842 | ||||||
Bank of America Merrill Lynch Commercial Mortgage Trust | ||||||||
3.75%, 2/15/50, Series 2017-BNK3, Class AS | 1,031,129 | 947,540 | ||||||
3.88%, 2/15/50, Series 2017-BNK3, Class B^(a) | 994,000 | 875,920 | ||||||
Barclays Commercial Mortgage Trust | ||||||||
3.17%, 8/15/52, Series 2019-C4, Class AS | 400,000 | 337,988 | ||||||
Benchmark Mortgage Trust | ||||||||
4.03%, 4/10/51, Series 2018-B3, Class A5 | 1,649,806 | 1,532,318 | ||||||
1.98%, 12/17/53, Series 2020-B21, Class A5 | 2,062,257 | 1,621,416 | ||||||
2.22%, 8/15/54, Series 2021-B28, Class A5 | 618,677 | 488,694 | ||||||
4.59%, 5/15/55, Series 2022-B35, Class A5^(a) | 2,180,934 | 1,969,448 | ||||||
3.72%, 3/15/62, Series 2019-B10, Class A4 | 454,934 | 412,969 | ||||||
BX Trust | ||||||||
7.76%, 8/15/39, Series 2022-PSB, Class A^(a)(c) | 905,677 | 906,033 | ||||||
CD Mortgage Trust | ||||||||
3.63%, 2/10/50, Series 2017-CD3, Class A4 | 310,000 | 281,661 | ||||||
Citigroup Commercial Mortgage Trust | ||||||||
4.02%, 3/11/47, Series 2014-GC19, Class A4 | 1,237,354 | 1,229,564 | ||||||
COMM Mortgage Trust | ||||||||
3.26%, 8/15/57, Series 2019-GC44, Class AM | 600,000 | 503,252 | ||||||
Commercial Mortgage Trust | ||||||||
3.71%, 7/10/48, Series 2015-LC21, Class A4 | 112,000 | 107,367 | ||||||
DBJPM Mortgage Trust | ||||||||
4.20%, 5/10/49, Series 2016-C1, Class B^(a) | 570,000 | 505,755 | ||||||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | ||||||||
3.21%, 2/25/26, Series K734, Class A2 | 728,000 | 696,862 | ||||||
2.67%, 3/25/26, Series K055, Class A2 | 200,000 | 188,573 | ||||||
3.19%, 7/25/27, Series K067, Class A2 | 750,000 | 705,167 | ||||||
3.24%, 8/25/27, Series K068, Class A2 | 140,000 | 131,605 | ||||||
3.93%, 6/25/28, Series K079, Class A2 | 804,000 | 773,682 | ||||||
3.42%, 2/25/29, Series K090, Class A2 | 1,000,000 | 935,041 | ||||||
3.51%, 3/25/29, Series K091, Class A2 | 1,000,000 | 938,776 | ||||||
1.38%, 7/25/30, Series K116, Class A2 | 1,000,000 | 801,529 | ||||||
1.50%, 10/25/30, Series K120, Class A2 | 1,000,000 | 801,662 | ||||||
2.11%, 1/25/31, Series K127, Class A2 | 1,000,000 | 832,541 | ||||||
5.31%, 6/25/31, Series K-F115, Class AS^(a) | 392,659 | 385,540 | ||||||
2.13%, 11/25/31, Series K136, Class A2 | 1,000,000 | 820,047 | ||||||
5.33%, 12/25/31, Series KF128, Class AS^(a) | 220,913 | 218,381 | ||||||
2.25%, 1/25/32, Series K140, Class A2 | 1,000,000 | 824,781 | ||||||
2.59%, 1/25/32, Series K139, Class A2^(a) | 1,200,000 | 1,018,359 | ||||||
2.25%, 2/25/32, Series K141, Class A2 | 1,000,000 | 824,909 | ||||||
3.42%, 4/25/32, Series K154, Class A2 | 1,000,000 | 929,291 | ||||||
2.92%, 6/25/32, Series K146, Class A2 | 1,000,000 | 865,602 | ||||||
3.00%, 6/25/32, Series K147, Class A2^(a) | 1,500,000 | 1,306,116 | ||||||
3.50%, 7/25/32, Series K148, Class A2^(a) | 1,000,000 | 905,603 | ||||||
4.35%, 1/25/33, Series K-154, Class A2^(a) | 310,000 | 299,321 | ||||||
1.94%, 2/25/35, Series K-1515, Class A2 | 480,000 | 358,492 | ||||||
2.36%, 10/25/36, Series K1522, Class A2 | 250,000 | 187,362 | ||||||
FREMF Mortgage Trust | ||||||||
3.73%, 4/25/48, Series 2015-K45, Class B^(a)(c) | 100,000 | 96,302 | ||||||
4.19%, 4/25/48, Series 2016-K54, Class B^(a)(c) | 590,000 | 562,602 | ||||||
4.35%, 6/25/51, Series 2018-K76, Class B^(a)(c) | 205,000 | 192,003 | ||||||
Government National Mortgage Association | ||||||||
3.40%, 2/16/47, Series 2014-50, Class C | 763,000 | 734,096 | ||||||
3.50%, 3/16/47, Series 2011-127, Class C^(a) | 39,975 | 39,270 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 111 |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
3.40%, 12/16/49, Series 2014-150, Class C | $ | 212,584 | $ | 210,359 | ||||
JPMBB Commercial Mortgage Securities Trust | ||||||||
3.77%, 8/15/47, Series 2014-C21, Class A5 | 88,000 | 85,911 | ||||||
JPMDB Commercial Mortgage Securities Trust | ||||||||
2.88%, 6/15/49, Series 2016-C2, Class A3A | 1,197,196 | 1,123,036 | ||||||
3.06%, 11/13/52, Series 2019-COR6, Class A4 | 721,790 | 608,371 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust | ||||||||
3.88%, 4/15/48, Series 2015-C22, Class B^(a) | 200,000 | 180,433 | ||||||
4.34%, 4/15/48, Series 2015-C22, Class C^(a) | 412,451 | 353,569 | ||||||
Morgan Stanley Capital I Trust | ||||||||
2.73%, 5/15/54, Series 2021-L5, Class A4 | 2,062,257 | 1,699,721 | ||||||
MSCG Trust | ||||||||
3.58%, 6/7/35, Series 2015-ALDR, Class A2^(a)(c) | 412,000 | 385,323 | ||||||
UBS Commercial Mortgage Trust | ||||||||
4.12%, 3/15/51, Series 2018-C9, Class A4^(a) | 412,451 | 384,823 | ||||||
Wells Fargo Commercial Mortgage Trust | ||||||||
3.54%, 12/15/48, Series 2015-P2, Class A3 | 664,839 | 630,742 | ||||||
4.44%, 9/15/61, Series 2018-C47, Class A4 | 100,000 | 94,659 | ||||||
WFRBS Commercial Mortgage Trust | ||||||||
4.16%, 12/15/46, Series 2013-C18, Class A5^(a) | 1,833,347 | 1,816,783 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $40,930,324) |
| 39,711,323 | ||||||
| MUNICIPAL BONDS – 0.8% |
| |||||||
| United States – 0.8% |
| |||||||
Metropolitan Transportation Authority | 1,440,000 | 1,561,770 | ||||||
New Jersey Turnpike Authority | 1,413,000 | 1,690,710 | ||||||
Port Authority of New York & New Jersey 4.93%, 10/1/51 | 965,000 | 931,458 | ||||||
State of California | 1,790,000 | 2,212,962 | ||||||
State of Connecticut | 1,330,000 | 1,390,310 | ||||||
State of Washington | 1,610,000 | 1,594,038 | ||||||
TOTAL MUNICIPAL BONDS (Cost: $9,895,948) |
| 9,381,248 | ||||||
| ASSET-BACKED SECURITIES – 1.2% |
| |||||||
| United States – 1.2% |
| |||||||
American Express Credit Account Master Trust | ||||||||
3.39%, 5/15/27, Series 2022-2, Class A | 500,000 | 483,888 | ||||||
3.75%, 8/15/27, Series 2022-3, Class A | 260,000 | 252,689 | ||||||
AmeriCredit Automobile Receivables Trust | ||||||||
4.81%, 4/18/28, Series 2022-2, Class B | 550,000 | 537,590 | ||||||
BA Credit Card Trust | ||||||||
5.00%, 4/15/28, Series 2022-A2, Class A2 | 2,500,000 | 2,488,493 | ||||||
BMW Vehicle Lease Trust | ||||||||
0.33%, 12/26/24, Series 2021-2, Class A3 | 116,301 | 115,412 | ||||||
CarMax Auto Owner Trust | ||||||||
0.53%, 10/15/26, Series 2021-1, Class A4 | 300,000 | 278,516 | ||||||
Discover Card Execution Note Trust | ||||||||
3.56%, 7/15/27, Series 2022-A3, Class A3 | 2,000,000 | 1,936,840 | ||||||
Exeter Automobile Receivables Trust | ||||||||
0.98%, 6/15/26, Series 2021-2A, Class C | 490,877 | 481,251 | ||||||
Ford Credit Auto Owner Trust | ||||||||
3.88%, 11/15/34, Series 2022-1, Class A(c) | 600,000 | 571,238 | ||||||
GM Financial Consumer Automobile Receivables Trust | ||||||||
0.48%, 6/16/26, Series 2021-3, Class A3 | 257,732 | 248,787 | ||||||
0.54%, 5/17/27, Series 2021-1, Class A4 | 412,000 | 388,320 | ||||||
3.25%, 4/17/28, Series 2022-2, Class A4 | 579,000 | 551,899 | ||||||
GM Financial Revolving Receivables Trust | ||||||||
1.17%, 6/12/34, Series 2021-1(c) | 630,000 | 556,373 | ||||||
Honda Auto Receivables Owner Trust | ||||||||
0.55%, 8/16/27, Series 2021-2, Class A4 | 412,000 | 389,356 | ||||||
Mercedes-Benz Auto Receivables Trust | ||||||||
0.46%, 6/15/26, Series 2021-1, Class A3 | 308,299 | 297,429 | ||||||
5.25%, 2/15/29, Series 2022-1, Class A4 | 570,000 | 571,375 | ||||||
Nissan Auto Receivables Owner Trust | ||||||||
1.86%, 8/17/26, Series 2022-A, Class A3 | 650,000 | 625,192 | ||||||
4.45%, 11/15/29, Series 2022-B, Class A4 | 309,000 | 303,028 | ||||||
Verizon Master Trust | ||||||||
0.50%, 5/20/27, Series 2021-1, Class A | 412,000 | 396,743 | ||||||
See Notes to Financial Statements.
| 112 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Volkswagen Auto Loan Enhanced Trust | ||||||||
1.02%, 6/22/26, Series 2021-1, Class A3 | $ | 362,323 | $ | 349,306 | ||||
World Omni Auto Receivables Trust | ||||||||
1.23%, 11/17/25, Series 2020-A, Class A4 | 1,000,000 | 979,556 | ||||||
0.81%, 10/15/26, Series 2021-D, Class A3 | 538,447 | 518,204 | ||||||
TOTAL ASSET-BACKED SECURITIES (Cost: $13,311,521) |
| 13,321,485 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 97.3% (Cost: $1,157,001,431) |
| 1,122,069,752 | ||||||
Other Assets less Liabilities – 2.7% |
| 31,292,996 | ||||||
|
| |||||||
| NET ASSETS – 100.0% | $ | 1,153,362,748 | ||||||
| ^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
| (a) | Rate shown reflects the accrual rate as of August 31, 2023 on securities with variable or step rates. |
| (b) | To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing. |
| (c) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (d) | This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. |
| (e) | The security has a perpetual maturity; the date displayed is the next call date. |
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Short Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
U.S. Treasury Long Bond | 19 | 12/19/23 | $ | (2,312,063 | ) | $ | (31,023 | ) | ||||||||
Ultra 10 Year U.S. Treasury Note | 153 | 12/19/23 | (17,764,734 | ) | (180,492 | ) | ||||||||||
| $ | (20,076,797 | ) | $ | (211,515 | ) | |||||||||||
| Long Exposure | ||||||||||||||||
2 Year U.S. Treasury Note | 8 | 12/29/23 | $ | 1,630,438 | $ | 4,813 | ||||||||||
5 Year U.S. Treasury Note | 181 | 12/29/23 | 19,352,859 | 118,847 | ||||||||||||
10 Year U.S. Treasury Note | 92 | 12/19/23 | 10,214,875 | 83,443 | ||||||||||||
U.S. Treasury Ultra Long Term Bond | 83 | 12/19/23 | 10,745,906 | 171,187 | ||||||||||||
| $ | 41,944,078 | $ | 378,290 | |||||||||||||
Total – Net |
| $ | 21,867,281 | $ | 166,775 | |||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 113 |
Schedule of Investments (concluded)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
August 31, 2023
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Agencies | $ | — | $ | 231,032,456 | $ | — | $ | 231,032,456 | ||||||||
U.S. Government Obligations | — | 346,905,470 | — | 346,905,470 | ||||||||||||
Corporate Bonds | — | 424,053,584 | — | 424,053,584 | ||||||||||||
Foreign Government Agencies | — | 11,190,051 | — | 11,190,051 | ||||||||||||
Foreign Government Obligations | — | 40,441,632 | — | 40,441,632 | ||||||||||||
Supranational Bonds | — | 6,032,503 | — | 6,032,503 | ||||||||||||
Commercial Mortgage-Backed Securities | — | 39,711,323 | — | 39,711,323 | ||||||||||||
Municipal Bonds | — | 9,381,248 | — | 9,381,248 | ||||||||||||
Asset-Backed Securities | — | 13,321,485 | — | 13,321,485 | ||||||||||||
Total Investments in Securities | $ | — | $ | 1,122,069,752 | $ | — | $ | 1,122,069,752 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | 378,290 | $ | — | $ | — | $ | 378,290 | ||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (211,515 | ) | $ | — | $ | — | $ | (211,515 | ) | ||||||
Total — Net | $ | 166,775 | $ | 1,122,069,752 | $ | — | $ | 1,122,236,527 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| 114 | WisdomTree Trust |
Schedule of Investments
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
| U.S. GOVERNMENT AGENCIES – 17.7% |
| |||||||
| Federal Farm Credit Bank – 0.4% |
| |||||||
2.02%, 4/1/31 | $ | 2,000,000 | $ | 1,650,140 | ||||
1.79%, 6/22/35 | 500,000 | 350,740 | ||||||
1.65%, 7/23/35 | 1,500,000 | 1,051,950 | ||||||
1.95%, 8/13/40 | 1,500,000 | 946,215 | ||||||
|
| |||||||
| Total Federal Farm Credit Bank |
| 3,999,045 | ||||||
| Federal Home Loan Bank – 0.9% |
| |||||||
3.25%, 11/16/28 | 900,000 | 857,106 | ||||||
5.50%, 7/15/36, Series 677 | 6,500,000 | 7,179,380 | ||||||
|
| |||||||
| Total Federal Home Loan Bank |
| 8,036,486 | ||||||
| Federal Home Loan Mortgage Corporation – 2.8% |
| |||||||
2.50%, 4/1/30 | 1,264,126 | 1,183,134 | ||||||
3.00%, 5/1/30 | 306,196 | 296,758 | ||||||
3.00%, 1/1/33 | 994,385 | 927,084 | ||||||
3.00%, 5/1/33 | 1,344,123 | 1,251,514 | ||||||
4.00%, 11/1/33 | 9,938 | 9,790 | ||||||
6.50%, 3/1/36 | 115,035 | 119,372 | ||||||
5.00%, 6/1/37 | 1,098 | 1,101 | ||||||
4.36%, 11/15/38(a) | 2,000,000 | 984,440 | ||||||
4.55%, 11/15/38, Series 1(a) | 5,227,000 | 2,573,566 | ||||||
5.50%, 2/1/40 | 4,540 | 4,654 | ||||||
5.00%, 3/1/41 | 138,585 | 138,991 | ||||||
5.50%, 6/1/41 | 2,094 | 2,143 | ||||||
5.00%, 7/1/41 | 3,863 | 3,874 | ||||||
4.50%, 5/1/42 | 58,386 | 56,961 | ||||||
3.00%, 7/1/43 | 550,730 | 489,681 | ||||||
3.50%, 1/1/44 | 437,735 | 403,054 | ||||||
3.50%, 8/1/45 | 310,083 | 284,457 | ||||||
4.00%, 9/1/45 | 43,276 | 40,853 | ||||||
4.00%, 10/1/45 | 46,080 | 43,558 | ||||||
4.00%, 12/1/45 | 80,754 | 76,234 | ||||||
4.50%, 4/1/46 | 285,372 | 277,663 | ||||||
3.00%, 6/1/46 | 39,349 | 34,666 | ||||||
3.00%, 9/1/46 | 121,348 | 107,892 | ||||||
3.50%, 9/1/46 | 67,141 | 61,094 | ||||||
3.00%, 10/1/46 | 51,350 | 45,245 | ||||||
3.50%, 11/1/46 | 9,408 | 8,560 | ||||||
4.50%, 11/1/46 | 122,824 | 119,641 | ||||||
4.00%, 1/1/47 | 78,335 | 73,682 | ||||||
3.50%, 4/1/47 | 109,467 | 99,420 | ||||||
4.00%, 5/1/47 | 46,063 | 43,272 | ||||||
3.50%, 9/1/47 | 108,503 | 98,677 | ||||||
4.00%, 10/1/47 | 210,861 | 197,829 | ||||||
4.50%, 10/1/47 | 32,975 | 31,907 | ||||||
3.50%, 11/1/47 | 252,962 | 229,878 | ||||||
4.00%, 9/1/48 | 45,614 | 42,823 | ||||||
5.00%, 3/1/49 | 11,837 | 11,696 | ||||||
4.50%, 5/1/49 | 56,669 | 54,548 | ||||||
4.00%, 7/1/49 | 456,704 | 428,214 | ||||||
4.50%, 7/1/49 | 28,307 | 27,247 | ||||||
3.50%, 8/1/49 | 288,581 | 261,096 | ||||||
2.50%, 9/1/49 | 289,824 | 243,217 | ||||||
3.00%, 10/1/49 | 525,294 | 459,737 | ||||||
5.00%, 10/1/49 | 357,204 | 352,492 | ||||||
5.50%, 10/1/49 | 199,356 | 203,226 | ||||||
3.00%, 2/1/50 | 374,175 | 326,048 | ||||||
3.00%, 5/1/50 | 56,060 | 48,766 | ||||||
2.50%, 6/1/50 | 637,728 | 532,629 | ||||||
2.50%, 7/1/50 | 244,885 | 205,711 | ||||||
2.50%, 10/1/50 | 225,300 | 189,788 | ||||||
2.50%, 1/1/51 | 756,453 | 631,647 | ||||||
4.50%, 1/1/51 | 72,293 | 69,587 | ||||||
1.50%, 2/1/51 | 432,098 | 327,342 | ||||||
1.50%, 4/1/51 | 460,481 | 348,398 | ||||||
2.00%, 4/1/51 | 1,004,554 | 801,228 | ||||||
2.00%, 5/1/51 | 623,500 | 497,253 | ||||||
2.50%, 5/1/51 | 476,457 | 395,911 | ||||||
2.50%, 9/1/51 | 857,275 | 712,958 | ||||||
1.50%, 10/1/51 | 182,738 | 138,140 | ||||||
3.50%, 10/1/51 | 430,188 | 386,098 | ||||||
2.00%, 11/1/51 | 1,335,083 | 1,064,688 | ||||||
3.50%, 12/1/51 | 364,103 | 326,674 | ||||||
3.50%, 1/1/52 | 68,782 | 61,700 | ||||||
2.50%, 2/1/52 | 897,603 | 749,806 | ||||||
2.00%, 3/1/52 | 1,292,850 | 1,032,291 | ||||||
3.00%, 4/1/52 | 277,031 | 239,142 | ||||||
2.00%, 5/1/52 | 317,565 | 255,818 | ||||||
3.00%, 6/1/52 | 421,496 | 364,609 | ||||||
3.50%, 6/1/52 | 70,087 | 62,744 | ||||||
4.50%, 7/1/52 | 46,555 | 44,163 | ||||||
4.50%, 8/1/52 | 446,418 | 423,535 | ||||||
3.00%, 9/1/52 | 788,944 | 680,769 | ||||||
4.50%, 9/1/52 | 822,614 | 780,643 | ||||||
5.00%, 9/1/52 | 23,581 | 22,913 | ||||||
4.50%, 10/1/52 | 323,760 | 307,782 | ||||||
5.00%, 10/1/52 | 23,444 | 22,737 | ||||||
5.00%, 11/1/52 | 141,938 | 137,785 | ||||||
4.50%, 12/1/52 | 168,022 | 159,390 | ||||||
4.00%, 1/1/53 | 24,257 | 22,406 | ||||||
5.00%, 2/1/53 | 72,759 | 70,565 | ||||||
5.00%, 5/1/53 | 48,902 | 47,430 | ||||||
5.00%, 6/1/53 | 49,608 | 48,175 | ||||||
6.50%, 9/1/53 | 100,000 | 101,592 | ||||||
|
| |||||||
| Total Federal Home Loan Mortgage Corporation |
| 25,043,802 | ||||||
| Federal National Mortgage Association – 6.1% |
| |||||||
4.00%, 9/1/25 | 236,386 | 232,108 | ||||||
2.50%, 11/1/30 | 193,285 | 180,910 | ||||||
2.50%, 1/1/32 | 465,530 | 435,725 | ||||||
2.50%, 2/1/32 | 81,370 | 75,174 | ||||||
3.00%, 5/1/32 | 135,892 | 126,695 | ||||||
2.50%, 6/1/32 | 576,754 | 532,835 | ||||||
3.00%, 11/1/32 | 132,957 | 123,959 | ||||||
6.00%, 12/1/32 | 171,859 | 174,459 | ||||||
2.50%, 1/1/33 | 192,674 | 184,716 | ||||||
5.50%, 10/1/35 | 20,677 | 21,048 | ||||||
5.50%, 4/1/37 | 100,141 | 101,570 | ||||||
5.63%, 7/15/37 | 3,355,000 | 3,766,256 | ||||||
5.00%, 5/1/38 | 6,790 | 6,800 | ||||||
5.50%, 6/1/38 | 55,387 | 56,617 | ||||||
6.21%, 8/6/38 | 1,390,000 | 1,621,671 | ||||||
5.50%, 11/1/38 | 1,392 | 1,423 | ||||||
5.00%, 9/1/39 | 115,703 | 115,843 | ||||||
6.00%, 7/1/41 | 219,450 | 230,200 | ||||||
4.00%, 10/1/41 | 471,893 | 448,063 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 115 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.00%, 11/1/41 | $ | 46,725 | $ | 44,366 | ||||
4.50%, 1/1/42 | 94,610 | 92,234 | ||||||
6.00%, 1/1/42 | 174,077 | 182,604 | ||||||
4.00%, 9/1/42 | 171,624 | 162,797 | ||||||
2.50%, 2/1/43 | 137,850 | 118,041 | ||||||
2.50%, 5/1/43 | 44,201 | 37,843 | ||||||
3.50%, 7/1/43 | 273,814 | 252,036 | ||||||
3.00%, 8/1/43 | 325,267 | 288,812 | ||||||
3.00%, 9/1/43 | 384,795 | 341,669 | ||||||
4.50%, 9/1/43 | 13,493 | 13,154 | ||||||
3.50%, 10/1/43 | 103,600 | 95,217 | ||||||
4.50%, 5/1/44 | 20,856 | 20,266 | ||||||
4.00%, 6/1/44 | 31,233 | 29,503 | ||||||
4.00%, 7/1/44 | 208,849 | 197,286 | ||||||
4.50%, 2/1/45 | 33,773 | 32,818 | ||||||
3.50%, 6/1/45 | 2,723 | 2,486 | ||||||
4.00%, 6/1/45 | 288,545 | 272,569 | ||||||
4.00%, 9/1/45 | 34,171 | 32,258 | ||||||
3.00%, 12/1/45 | 39,668 | 34,920 | ||||||
4.00%, 1/1/46 | 72,228 | 68,185 | ||||||
3.50%, 2/1/46 | 28,803 | 26,388 | ||||||
3.50%, 5/1/46 | 107,480 | 97,670 | ||||||
3.00%, 6/1/46 | 32,587 | 28,671 | ||||||
4.00%, 7/1/46 | 31,672 | 29,750 | ||||||
2.50%, 9/1/46 | 15,895 | 13,506 | ||||||
2.50%, 10/1/46 | 19,976 | 16,974 | ||||||
3.00%, 10/1/46 | 190,994 | 168,040 | ||||||
3.00%, 11/1/46 | 72,220 | 63,540 | ||||||
2.50%, 12/1/46 | 36,091 | 30,667 | ||||||
3.00%, 12/1/46 | 100,063 | 88,037 | ||||||
3.50%, 12/1/46 | 386,474 | 351,200 | ||||||
2.50%, 1/1/47 | 44,201 | 37,558 | ||||||
3.50%, 1/1/47 | 97,345 | 88,460 | ||||||
5.50%, 1/1/47 | 192,870 | 195,847 | ||||||
3.00%, 5/1/47 | 498,996 | 441,624 | ||||||
4.50%, 5/1/47 | 223,156 | 216,851 | ||||||
4.00%, 6/1/47 | 151,044 | 142,320 | ||||||
3.50%, 7/1/47 | 843,940 | 775,647 | ||||||
4.00%, 7/1/47 | 105,198 | 98,578 | ||||||
5.00%, 7/1/47 | 123,296 | 123,482 | ||||||
4.00%, 8/1/47 | 74,321 | 69,729 | ||||||
4.00%, 9/1/47 | 104,072 | 97,641 | ||||||
4.50%, 9/1/47 | 98,043 | 94,742 | ||||||
4.00%, 10/1/47 | 401,918 | 377,083 | ||||||
3.50%, 1/1/48 | 134,167 | 121,856 | ||||||
4.50%, 1/1/48 | 55,328 | 53,466 | ||||||
3.00%, 2/1/48 | 83,306 | 73,264 | ||||||
3.50%, 2/1/48 | 420,022 | 381,482 | ||||||
5.00%, 5/1/48 | 42,589 | 42,022 | ||||||
3.00%, 8/1/48 | 350,665 | 310,348 | ||||||
4.00%, 9/1/48 | 216,469 | 202,952 | ||||||
5.00%, 10/1/48 | 370,805 | 371,253 | ||||||
3.00%, 11/1/48 | 880,828 | 775,392 | ||||||
3.50%, 11/1/48 | 166,726 | 151,428 | ||||||
5.00%, 3/1/49 | 7,412 | 7,314 | ||||||
4.00%, 4/1/49 | 11,112 | 10,399 | ||||||
4.00%, 5/1/49 | 7,499 | 7,018 | ||||||
4.50%, 5/1/49 | 120,130 | 115,633 | ||||||
3.50%, 6/1/49 | 175,217 | 159,140 | ||||||
3.50%, 7/1/49 | 57,599 | 52,114 | ||||||
3.00%, 10/1/49 | 415,882 | 362,382 | ||||||
3.00%, 12/1/49 | 416,027 | 362,508 | ||||||
3.00%, 3/1/50 | 642,791 | 559,780 | ||||||
4.00%, 3/1/50 | 307,664 | 288,453 | ||||||
5.00%, 3/1/50 | 91,222 | 90,026 | ||||||
4.50%, 4/1/50 | 467,473 | 451,109 | ||||||
2.50%, 5/1/50 | 1,917,920 | 1,614,223 | ||||||
3.50%, 5/1/50 | 492,653 | 448,703 | ||||||
2.00%, 7/1/50 | 801,183 | 646,543 | ||||||
3.50%, 7/1/50 | 158,655 | 144,416 | ||||||
3.00%, 8/1/50 | 375,792 | 326,767 | ||||||
2.00%, 9/1/50 | 2,103,572 | 1,686,202 | ||||||
2.00%, 10/1/50 | 2,259,514 | 1,828,335 | ||||||
1.50%, 11/1/50 | 259,144 | 196,342 | ||||||
3.00%, 11/1/50 | 309,905 | 271,005 | ||||||
4.00%, 11/1/50 | 215,674 | 201,866 | ||||||
1.50%, 12/1/50 | 1,192,521 | 903,291 | ||||||
2.00%, 12/1/50 | 4,499,422 | 3,611,207 | ||||||
2.00%, 1/1/51 | 258,958 | 207,177 | ||||||
2.50%, 2/1/51 | 590,241 | 496,947 | ||||||
2.00%, 3/1/51 | 2,082,453 | 1,665,062 | ||||||
2.00%, 4/1/51 | 1,593,723 | 1,269,169 | ||||||
2.50%, 5/1/51 | 1,222,916 | 1,015,050 | ||||||
2.00%, 7/1/51 | 227,635 | 182,400 | ||||||
2.50%, 8/1/51 | 596,092 | 498,206 | ||||||
2.00%, 9/1/51 | 1,850,709 | 1,476,393 | ||||||
2.50%, 9/1/51 | 179,134 | 149,184 | ||||||
2.00%, 10/1/51 | 1,969,433 | 1,572,445 | ||||||
2.50%, 10/1/51 | 2,854,591 | 2,375,534 | ||||||
3.00%, 11/1/51 | 662,199 | 572,930 | ||||||
2.50%, 12/1/51 | 283,530 | 236,887 | ||||||
0.00%, 1/1/52 | 493,950 | 412,379 | ||||||
2.00%, 1/1/52 | 456,076 | 364,623 | ||||||
2.50%, 1/1/52 | 464,483 | 387,885 | ||||||
3.00%, 1/1/52 | 237,702 | 205,333 | ||||||
2.00%, 2/1/52 | 450,637 | 359,212 | ||||||
2.50%, 2/1/52 | 2,206,224 | 1,841,717 | ||||||
3.00%, 2/1/52 | 1,227,128 | 1,064,491 | ||||||
2.00%, 3/1/52 | 232,157 | 184,838 | ||||||
2.50%, 3/1/52 | 1,483,531 | 1,235,532 | ||||||
3.00%, 3/1/52 | 154,052 | 133,603 | ||||||
1.50%, 4/1/52 | 374,406 | 283,086 | ||||||
3.50%, 4/1/52 | 338,662 | 306,417 | ||||||
2.50%, 5/1/52 | 441,910 | 370,392 | ||||||
3.00%, 5/1/52 | 725,994 | 628,088 | ||||||
3.50%, 5/1/52 | 44,534 | 39,876 | ||||||
4.00%, 5/1/52 | 703,004 | 649,909 | ||||||
3.50%, 6/1/52 | 570,472 | 511,227 | ||||||
2.50%, 7/1/52 | 72,357 | 60,109 | ||||||
3.50%, 7/1/52 | 96,875 | 86,740 | ||||||
4.50%, 7/1/52 | 92,948 | 88,218 | ||||||
3.50%, 8/1/52 | 191,163 | 171,178 | ||||||
4.00%, 8/1/52 | 236,358 | 219,235 | ||||||
4.00%, 9/1/52 | 309,088 | 285,683 | ||||||
5.00%, 9/1/52 | 370,864 | 360,050 | ||||||
5.00%, 10/1/52 | 186,972 | 181,334 | ||||||
4.00%, 1/1/53 | 461,999 | 426,764 | ||||||
5.50%, 1/1/53 | 117,803 | 116,461 | ||||||
See Notes to Financial Statements.
| 116 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
5.50%, 2/1/53 | $ | 94,632 | $ | 94,062 | ||||
5.50%, 3/1/53 | 24,087 | 23,810 | ||||||
6.00%, 4/1/53 | 70,774 | 70,972 | ||||||
4.00%, 6/1/53 | 74,309 | 68,626 | ||||||
4.50%, 6/1/53 | 123,672 | 118,107 | ||||||
5.00%, 6/1/53 | 147,901 | 143,446 | ||||||
4.50%, 7/1/53 | 24,737 | 23,463 | ||||||
5.50%, 7/1/53 | 98,371 | 97,298 | ||||||
|
| |||||||
| Total Federal National Mortgage Association |
| 54,588,928 | ||||||
| Government National Mortgage Association – 1.1% |
| |||||||
3.00%, 3/15/43 | 256,326 | 226,799 | ||||||
2.50%, 3/20/43 | 85,450 | 74,285 | ||||||
3.00%, 2/20/46 | 2,125 | 1,905 | ||||||
2.50%, 2/20/47 | 52,690 | 45,545 | ||||||
4.00%, 7/20/47 | 4,901 | 4,638 | ||||||
3.50%, 10/20/47 | 57,118 | 52,621 | ||||||
3.00%, 11/20/47 | 87,039 | 77,667 | ||||||
3.00%, 1/20/48 | 326,042 | 290,936 | ||||||
3.50%, 1/20/48 | 1,290,119 | 1,186,890 | ||||||
3.00%, 3/20/48 | 233,546 | 208,399 | ||||||
3.50%, 3/20/48 | 517,878 | 476,439 | ||||||
3.50%, 4/20/48 | 138,748 | 127,646 | ||||||
4.00%, 5/20/48 | 197,327 | 186,376 | ||||||
4.50%, 5/20/48 | 487,375 | 471,426 | ||||||
4.00%, 8/20/48 | 434,094 | 410,003 | ||||||
5.00%, 8/20/48 | 52,520 | 51,862 | ||||||
3.50%, 9/20/48 | 3,160 | 2,909 | ||||||
3.50%, 1/20/49 | 14,866 | 13,677 | ||||||
3.50%, 3/20/49 | 119,960 | 110,302 | ||||||
3.50%, 1/20/50 | 2,977 | 2,737 | ||||||
5.00%, 1/20/50 | 17,659 | 17,460 | ||||||
3.50%, 4/20/50 | 84 | 78 | ||||||
4.00%, 4/20/50 | 26,048 | 24,576 | ||||||
2.50%, 5/20/50 | 2,851 | 2,449 | ||||||
5.00%, 5/20/50 | 6,054 | 5,999 | ||||||
2.50%, 6/20/50 | 815,821 | 700,409 | ||||||
3.50%, 6/20/50 | 221,832 | 202,769 | ||||||
4.00%, 6/20/50 | 95,620 | 90,218 | ||||||
2.50%, 8/20/50 | 2,844 | 2,440 | ||||||
2.00%, 10/20/50 | 406,304 | 336,904 | ||||||
2.50%, 10/20/50 | 4,458 | 3,818 | ||||||
2.00%, 12/20/50 | 2,907 | 2,409 | ||||||
2.50%, 12/20/50 | 10,980 | 9,408 | ||||||
1.50%, 3/20/51 | 87,751 | 69,953 | ||||||
3.00%, 7/20/51 | 4,917 | 4,349 | ||||||
2.00%, 8/20/51 | 10,203 | 8,424 | ||||||
2.50%, 10/20/51 | 677,580 | 577,685 | ||||||
2.00%, 1/20/52 | 1,322,234 | 1,091,288 | ||||||
2.00%, 2/20/52 | 253,196 | 208,727 | ||||||
2.50%, 2/20/52 | 426,278 | 363,119 | ||||||
3.00%, 4/20/52 | 45,833 | 40,318 | ||||||
4.00%, 6/20/52 | 1,256 | 1,171 | ||||||
3.00%, 9/20/52 | 172,773 | 152,364 | ||||||
5.00%, 9/20/52 | 47,504 | 46,226 | ||||||
4.00%, 10/20/52 | 2,480 | 2,312 | ||||||
3.00%, 11/20/52 | 334,191 | 294,488 | ||||||
4.00%, 11/20/52 | 1,080 | 1,007 | ||||||
5.50%, 11/20/52 | 167,491 | 165,823 | ||||||
5.00%, 2/20/53 | 58,884 | 57,300 | ||||||
4.00%, 3/20/53 | 438 | 408 | ||||||
4.50%, 3/20/53 | 123,323 | 117,573 | ||||||
5.00%, 3/20/53 | 73,966 | 71,967 | ||||||
5.50%, 4/20/53 | 49,385 | 48,891 | ||||||
5.50%, 7/20/53 | 99,804 | 98,804 | ||||||
5.00%, 9/20/53(b) | 475,000 | 462,258 | ||||||
5.50%, 9/20/53(b) | 325,000 | 321,751 | ||||||
6.00%, 9/20/53(b) | 425,000 | 426,364 | ||||||
6.50%, 10/20/53(b) | 100,000 | 101,208 | ||||||
|
| |||||||
| Total Government National Mortgage Association |
| 10,155,777 | ||||||
| Tennessee Valley Authority – 4.2% |
| |||||||
4.70%, 7/15/33, Series B | 1,950,000 | 1,970,885 | ||||||
4.65%, 6/15/35 | 3,250,000 | 3,201,510 | ||||||
5.88%, 4/1/36 | 5,960,000 | 6,630,441 | ||||||
6.15%, 1/15/38 | 170,000 | 192,382 | ||||||
5.50%, 6/15/38 | 2,000,000 | 2,133,900 | ||||||
5.25%, 9/15/39 | 7,641,000 | 7,888,110 | ||||||
3.50%, 12/15/42 | 3,719,000 | 3,020,609 | ||||||
4.88%, 1/15/48 | 1,995,000 | 1,953,344 | ||||||
5.38%, 4/1/56 | 3,297,000 | 3,469,433 | ||||||
4.63%, 9/15/60 | 3,760,000 | 3,517,630 | ||||||
4.25%, 9/15/65 | 4,000,000 | 3,507,040 | ||||||
|
| |||||||
| Total Tennessee Valley Authority |
| 37,485,284 | ||||||
| Uniform Mortgage-Backed Securities – 2.2% |
| |||||||
1.50%, 10/1/37(b) | 4,800,000 | 4,110,003 | ||||||
2.50%, 10/1/37(b) | 700,000 | 631,326 | ||||||
3.50%, 10/1/37(b) | 650,000 | 613,683 | ||||||
2.50%, 9/1/38(b) | 2,750,000 | 2,477,597 | ||||||
3.00%, 9/1/38(b) | 1,850,000 | 1,709,627 | ||||||
4.00%, 9/1/38(b) | 225,000 | 216,066 | ||||||
2.00%, 10/1/38(b) | 7,200,000 | 6,322,930 | ||||||
4.50%, 10/1/38(b) | 175,000 | 170,597 | ||||||
5.00%, 10/1/38(b) | 200,000 | 197,763 | ||||||
5.00%, 9/1/53(b) | 900,000 | 872,747 | ||||||
5.50%, 9/1/53(b) | 1,550,000 | 1,531,846 | ||||||
6.00%, 9/1/53(b) | 575,000 | 576,539 | ||||||
6.50%, 9/1/53(b) | 275,000 | 279,348 | ||||||
6.50%, 10/1/53(b) | 75,000 | 76,156 | ||||||
|
| |||||||
| Total Uniform Mortgage-Backed Securities |
| 19,786,228 | ||||||
| TOTAL U.S. GOVERNMENT AGENCIES (Cost: $187,569,713) |
| 159,095,550 | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 21.4% |
| |||||||
| U.S. Treasury Bonds – 4.2% |
| |||||||
6.13%, 8/15/29 | 285,000 | 312,710 | ||||||
3.50%, 2/15/39 | 85,000 | 78,220 | ||||||
4.25%, 5/15/39 | 480,000 | 481,650 | ||||||
4.50%, 8/15/39 | 476,000 | 490,726 | ||||||
4.38%, 11/15/39 | 525,000 | 532,793 | ||||||
4.63%, 2/15/40 | 100,000 | 104,477 | ||||||
1.13%, 5/15/40 | 875,000 | 542,158 | ||||||
4.38%, 5/15/40 | 165,000 | 167,088 | ||||||
1.13%, 8/15/40 | 2,200,000 | 1,351,281 | ||||||
3.88%, 8/15/40 | 203,000 | 192,787 | ||||||
1.38%, 11/15/40 | 635,000 | 405,656 | ||||||
4.25%, 11/15/40 | 150,000 | 149,414 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 117 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
1.88%, 2/15/41 | $ | 1,300,000 | $ | 902,484 | ||||
2.25%, 5/15/41 | 1,375,000 | 1,013,525 | ||||||
1.75%, 8/15/41 | 1,500,000 | 1,008,398 | ||||||
3.75%, 8/15/41 | 99,000 | 91,745 | ||||||
2.00%, 11/15/41 | 1,950,000 | 1,365,305 | ||||||
3.13%, 11/15/41 | 625,000 | 527,588 | ||||||
2.38%, 2/15/42 | 950,000 | 706,934 | ||||||
3.13%, 2/15/42 | 265,000 | 222,724 | ||||||
3.00%, 5/15/42 | 225,000 | 184,693 | ||||||
3.25%, 5/15/42 | 1,000,000 | 854,063 | ||||||
3.38%, 8/15/42 | 950,000 | 824,570 | ||||||
4.00%, 11/15/42 | 1,500,000 | 1,423,359 | ||||||
3.88%, 2/15/43 | 650,000 | 604,856 | ||||||
2.88%, 5/15/43 | 1,200,000 | 956,063 | ||||||
3.88%, 5/15/43 | 1,550,000 | 1,441,742 | ||||||
3.63%, 8/15/43 | 274,000 | 244,930 | ||||||
3.63%, 2/15/44 | 240,000 | 214,106 | ||||||
2.50%, 2/15/45 | 550,000 | 403,863 | ||||||
2.88%, 8/15/45 | 305,000 | 238,591 | ||||||
3.00%, 11/15/45 | 500,000 | 399,531 | ||||||
2.50%, 2/15/46 | 615,000 | 447,268 | ||||||
2.50%, 5/15/46 | 560,000 | 406,788 | ||||||
2.25%, 8/15/46 | 525,000 | 361,758 | ||||||
2.88%, 11/15/46 | 440,000 | 342,341 | ||||||
3.00%, 2/15/47 | 390,000 | 310,141 | ||||||
3.00%, 5/15/47 | 350,000 | 278,277 | ||||||
2.75%, 8/15/47 | 350,000 | 265,344 | ||||||
2.75%, 11/15/47 | 460,000 | 348,414 | ||||||
3.00%, 2/15/48 | 1,100,000 | 873,297 | ||||||
3.13%, 5/15/48 | 625,000 | 507,715 | ||||||
3.00%, 8/15/48 | 795,000 | 631,093 | ||||||
3.38%, 11/15/48 | 565,000 | 480,206 | ||||||
3.00%, 2/15/49 | 1,030,000 | 817,723 | ||||||
2.88%, 5/15/49 | 550,000 | 426,594 | ||||||
2.25%, 8/15/49 | 310,000 | 210,945 | ||||||
2.38%, 11/15/49 | 550,000 | 384,699 | ||||||
2.00%, 2/15/50 | 605,000 | 387,484 | ||||||
1.25%, 5/15/50 | 508,000 | 265,708 | ||||||
1.38%, 8/15/50 | 1,280,000 | 692,100 | ||||||
1.63%, 11/15/50 | 1,200,000 | 694,219 | ||||||
1.88%, 2/15/51 | 1,320,000 | 814,584 | ||||||
2.38%, 5/15/51 | 950,000 | 660,547 | ||||||
2.00%, 8/15/51 | 1,170,000 | 742,950 | ||||||
1.88%, 11/15/51 | 940,000 | 577,733 | ||||||
2.25%, 2/15/52 | 1,375,000 | 928,125 | ||||||
2.88%, 5/15/52 | 1,050,000 | 815,309 | ||||||
3.00%, 8/15/52 | 1,250,000 | 996,582 | ||||||
4.00%, 11/15/52 | 1,700,000 | 1,640,899 | ||||||
3.63%, 2/15/53 | 1,000,000 | 901,172 | ||||||
3.63%, 5/15/53 | 1,600,000 | 1,443,375 | ||||||
4.13%, 8/15/53 | 1,100,000 | 1,085,305 | ||||||
|
| |||||||
| Total U.S. Treasury Bonds |
| 38,176,725 | ||||||
| U.S. Treasury Notes – 17.2% |
| |||||||
1.25%, 8/31/24 | 205,000 | 196,808 | ||||||
0.38%, 9/15/24 | 370,000 | 351,558 | ||||||
1.50%, 9/30/24 | 615,000 | 590,520 | ||||||
2.13%, 9/30/24 | 44,000 | 42,528 | ||||||
0.63%, 10/15/24 | 55,000 | 52,230 | ||||||
1.50%, 10/31/24 | 100,000 | 95,781 | ||||||
0.75%, 11/15/24 | 300,000 | 284,367 | ||||||
1.50%, 11/30/24 | 865,000 | 826,160 | ||||||
2.13%, 11/30/24 | 500,000 | 481,328 | ||||||
1.75%, 12/31/24 | 525,000 | 501,919 | ||||||
2.25%, 12/31/24 | 972,000 | 935,512 | ||||||
1.13%, 1/15/25 | 345,000 | 326,712 | ||||||
1.38%, 1/31/25 | 1,204,000 | 1,142,671 | ||||||
2.50%, 1/31/25 | 750,000 | 723,076 | ||||||
1.50%, 2/15/25 | 1,325,000 | 1,258,025 | ||||||
1.13%, 2/28/25 | 850,000 | 801,806 | ||||||
2.75%, 2/28/25 | 250,000 | 241,592 | ||||||
4.63%, 2/28/25 | 850,000 | 844,140 | ||||||
1.75%, 3/15/25 | 1,000,000 | 951,211 | ||||||
0.50%, 3/31/25 | 1,275,000 | 1,187,717 | ||||||
2.63%, 3/31/25 | 1,202,000 | 1,157,817 | ||||||
3.88%, 3/31/25 | 700,000 | 687,367 | ||||||
2.63%, 4/15/25 | 1,300,000 | 1,251,555 | ||||||
0.38%, 4/30/25 | 1,000,000 | 926,738 | ||||||
2.88%, 4/30/25 | 2,000,000 | 1,932,070 | ||||||
3.88%, 4/30/25 | 1,000,000 | 981,836 | ||||||
2.13%, 5/15/25 | 1,375,000 | 1,311,057 | ||||||
2.75%, 5/15/25 | 1,350,000 | 1,300,957 | ||||||
0.25%, 5/31/25 | 2,000,000 | 1,843,281 | ||||||
2.88%, 5/31/25 | 565,000 | 545,225 | ||||||
4.25%, 5/31/25 | 1,000,000 | 987,773 | ||||||
2.88%, 6/15/25 | 2,500,000 | 2,411,719 | ||||||
0.25%, 6/30/25 | 1,650,000 | 1,516,485 | ||||||
2.75%, 6/30/25 | 2,311,000 | 2,223,570 | ||||||
4.63%, 6/30/25 | 1,000,000 | 994,492 | ||||||
3.00%, 7/15/25 | 1,000,000 | 965,918 | ||||||
0.25%, 7/31/25 | 1,100,000 | 1,007,660 | ||||||
2.00%, 8/15/25 | 1,500,000 | 1,420,254 | ||||||
3.13%, 8/15/25 | 1,125,000 | 1,088,481 | ||||||
0.25%, 8/31/25 | 2,315,000 | 2,113,794 | ||||||
2.75%, 8/31/25 | 1,000,000 | 960,078 | ||||||
0.25%, 9/30/25 | 1,972,000 | 1,796,831 | ||||||
4.25%, 10/15/25 | 1,000,000 | 988,906 | ||||||
0.25%, 10/31/25 | 2,000,000 | 1,815,938 | ||||||
3.00%, 10/31/25 | 500,000 | 481,738 | ||||||
2.25%, 11/15/25 | 2,035,000 | 1,928,242 | ||||||
4.50%, 11/15/25 | 1,000,000 | 993,945 | ||||||
0.38%, 11/30/25 | 565,000 | 512,914 | ||||||
2.88%, 11/30/25 | 1,000,000 | 960,352 | ||||||
4.00%, 12/15/25 | 1,000,000 | 983,945 | ||||||
0.38%, 12/31/25 | 1,400,000 | 1,268,641 | ||||||
3.88%, 1/15/26 | 855,000 | 838,935 | ||||||
0.38%, 1/31/26 | 1,746,400 | 1,576,331 | ||||||
2.63%, 1/31/26 | 1,000,000 | 953,125 | ||||||
1.63%, 2/15/26 | 700,000 | 650,836 | ||||||
4.00%, 2/15/26 | 1,316,000 | 1,295,335 | ||||||
0.50%, 2/28/26 | 2,500,000 | 2,257,813 | ||||||
4.63%, 3/15/26 | 2,500,000 | 2,498,340 | ||||||
0.75%, 3/31/26 | 1,120,000 | 1,016,619 | ||||||
2.25%, 3/31/26 | 215,000 | 202,764 | ||||||
3.75%, 4/15/26 | 2,211,000 | 2,163,325 | ||||||
0.75%, 4/30/26 | 1,400,000 | 1,266,289 | ||||||
1.63%, 5/15/26 | 1,170,000 | 1,082,341 | ||||||
3.63%, 5/15/26 | 2,000,000 | 1,950,703 | ||||||
See Notes to Financial Statements.
| 118 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
0.75%, 5/31/26 | $ | 1,500,000 | $ | 1,352,988 | ||||
2.13%, 5/31/26 | 1,000,000 | 937,188 | ||||||
4.13%, 6/15/26 | 2,322,000 | 2,295,333 | ||||||
0.88%, 6/30/26 | 1,500,000 | 1,356,152 | ||||||
1.88%, 6/30/26 | 850,000 | 790,600 | ||||||
4.50%, 7/15/26 | 1,300,000 | 1,297,867 | ||||||
0.63%, 7/31/26 | 1,000,000 | 894,414 | ||||||
1.88%, 7/31/26 | 1,170,000 | 1,085,769 | ||||||
1.50%, 8/15/26 | 1,624,000 | 1,488,942 | ||||||
0.75%, 8/31/26 | 1,060,000 | 949,238 | ||||||
1.38%, 8/31/26 | 335,000 | 305,714 | ||||||
0.88%, 9/30/26 | 1,000,000 | 897,461 | ||||||
1.63%, 9/30/26 | 100,000 | 91,852 | ||||||
1.13%, 10/31/26 | 1,000,000 | 901,641 | ||||||
2.00%, 11/15/26 | 1,500,000 | 1,389,199 | ||||||
1.25%, 11/30/26 | 1,315,000 | 1,187,815 | ||||||
1.25%, 12/31/26 | 1,000,000 | 902,031 | ||||||
1.75%, 12/31/26 | 620,000 | 568,584 | ||||||
1.50%, 1/31/27 | 2,000,000 | 1,814,453 | ||||||
2.25%, 2/15/27 | 500,000 | 465,000 | ||||||
1.13%, 2/28/27 | 500,000 | 447,129 | ||||||
1.88%, 2/28/27 | 3,250,000 | 2,982,129 | ||||||
0.63%, 3/31/27 | 90,000 | 78,785 | ||||||
2.50%, 3/31/27 | 2,000,000 | 1,874,219 | ||||||
0.50%, 4/30/27 | 300,000 | 260,648 | ||||||
2.75%, 4/30/27 | 1,350,000 | 1,274,432 | ||||||
2.38%, 5/15/27 | 1,000,000 | 930,820 | ||||||
0.50%, 5/31/27 | 460,000 | 398,529 | ||||||
2.63%, 5/31/27 | 315,000 | 295,719 | ||||||
0.50%, 6/30/27 | 615,000 | 531,495 | ||||||
3.25%, 6/30/27 | 1,500,000 | 1,440,293 | ||||||
0.38%, 7/31/27 | 1,245,000 | 1,067,296 | ||||||
2.25%, 8/15/27 | 595,000 | 549,445 | ||||||
0.50%, 8/31/27 | 666,700 | 572,971 | ||||||
0.38%, 9/30/27 | 860,000 | 733,083 | ||||||
4.13%, 9/30/27 | 250,000 | 247,715 | ||||||
0.50%, 10/31/27 | 1,350,000 | 1,153,723 | ||||||
4.13%, 10/31/27 | 1,000,000 | 990,859 | ||||||
2.25%, 11/15/27 | 540,000 | 496,673 | ||||||
0.63%, 11/30/27 | 1,762,400 | 1,510,707 | ||||||
3.88%, 11/30/27 | 1,000,000 | 981,836 | ||||||
0.63%, 12/31/27 | 1,250,000 | 1,068,750 | ||||||
3.88%, 12/31/27 | 800,000 | 785,500 | ||||||
0.75%, 1/31/28 | 1,440,000 | 1,235,194 | ||||||
3.50%, 1/31/28 | 1,000,000 | 967,266 | ||||||
2.75%, 2/15/28 | 650,000 | 609,020 | ||||||
1.13%, 2/29/28 | 821,600 | 715,338 | ||||||
1.25%, 3/31/28 | 600,000 | 524,414 | ||||||
1.25%, 4/30/28 | 1,515,000 | 1,321,423 | ||||||
2.88%, 5/15/28 | 590,000 | 554,669 | ||||||
1.25%, 5/31/28 | 1,425,000 | 1,240,696 | ||||||
1.25%, 6/30/28 | 1,000,000 | 868,945 | ||||||
1.00%, 7/31/28 | 1,500,000 | 1,284,023 | ||||||
2.88%, 8/15/28 | 950,000 | 890,811 | ||||||
1.25%, 9/30/28 | 1,000,000 | 863,125 | ||||||
1.38%, 10/31/28 | 1,000,000 | 866,914 | ||||||
3.13%, 11/15/28 | 800,000 | 757,531 | ||||||
1.50%, 11/30/28 | 275,000 | 239,572 | ||||||
1.38%, 12/31/28 | 500,000 | 432,090 | ||||||
1.75%, 1/31/29 | 535,000 | 470,507 | ||||||
2.63%, 2/15/29 | 1,000,000 | 920,820 | ||||||
2.38%, 3/31/29 | 700,000 | 634,813 | ||||||
2.88%, 4/30/29 | 1,100,000 | 1,023,816 | ||||||
2.38%, 5/15/29 | 1,000,000 | 905,977 | ||||||
2.75%, 5/31/29 | 110,000 | 101,600 | ||||||
3.25%, 6/30/29 | 150,000 | 142,248 | ||||||
2.63%, 7/31/29 | 1,000,000 | 915,898 | ||||||
1.63%, 8/15/29 | 555,000 | 480,682 | ||||||
3.13%, 8/31/29 | 1,000,000 | 941,133 | ||||||
3.88%, 9/30/29 | 400,000 | 391,969 | ||||||
1.75%, 11/15/29 | 520,000 | 452,258 | ||||||
1.50%, 2/15/30 | 1,000,000 | 848,359 | ||||||
3.50%, 4/30/30 | 1,000,000 | 958,828 | ||||||
0.63%, 5/15/30 | 1,195,000 | 948,065 | ||||||
3.75%, 5/31/30 | 1,000,000 | 973,047 | ||||||
3.75%, 6/30/30 | 2,120,000 | 2,063,025 | ||||||
4.00%, 7/31/30 | 1,000,000 | 988,203 | ||||||
0.63%, 8/15/30 | 2,610,000 | 2,057,006 | ||||||
1.63%, 5/15/31 | 1,800,000 | 1,507,781 | ||||||
1.25%, 8/15/31 | 620,000 | 500,747 | ||||||
1.38%, 11/15/31 | 1,485,000 | 1,203,778 | ||||||
1.88%, 2/15/32 | 2,150,000 | 1,807,344 | ||||||
2.88%, 5/15/32 | 2,175,000 | 1,976,871 | ||||||
2.75%, 8/15/32 | 2,000,000 | 1,795,469 | ||||||
4.13%, 11/15/32 | 1,650,000 | 1,649,484 | ||||||
3.50%, 2/15/33 | 1,550,000 | 1,476,254 | ||||||
3.38%, 5/15/33 | 1,635,000 | 1,540,604 | ||||||
3.88%, 8/15/33 | 750,000 | 736,582 | ||||||
|
| |||||||
| Total U.S. Treasury Notes |
| 154,377,192 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $206,460,427) |
| 192,553,917 | ||||||
| CORPORATE BONDS – 46.8% |
| |||||||
| Australia – 0.2% |
| |||||||
BHP Billiton Finance USA Ltd. | 250,000 | 248,297 | ||||||
6.42%, 3/1/26 | 100,000 | 102,741 | ||||||
Rio Tinto Finance USA Ltd. | 108,000 | 118,000 | ||||||
Westpac Banking Corp. | ||||||||
2.89%, 2/4/30, (2.894% fixed rate until 2/4/25; 5-year Constant Maturity Treasury Rate + 1.35% thereafter)(c) | 300,000 | 283,434 | ||||||
4.11%, 7/24/34, (4.11% fixed rate until 7/24/29; 5-year Constant Maturity Treasury Rate + 2.00% thereafter)(c) | 125,000 | 109,756 | ||||||
2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(c) | 610,000 | 469,499 | ||||||
2.96%, 11/16/40 | 195,000 | 126,775 | ||||||
3.13%, 11/18/41 | 250,000 | 163,598 | ||||||
|
| |||||||
| Total Australia |
| 1,622,100 | ||||||
| Austria – 0.1% |
| |||||||
Suzano Austria GmbH | 432,000 | 401,812 | ||||||
3.75%, 1/15/31 | 140,000 | 118,807 | ||||||
|
| |||||||
| Total Austria |
| 520,619 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 119 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
| Belgium – 0.1% |
| |||||||
Anheuser-Busch InBev Worldwide, Inc. | $ | 314,000 | $ | 302,605 | ||||
4.75%, 1/23/29 | 615,000 | 609,650 | ||||||
4.90%, 1/23/31 | 87,000 | 87,394 | ||||||
|
| |||||||
| Total Belgium |
| 999,649 | ||||||
| Bermuda – 0.0% |
| |||||||
RenaissanceRe Holdings Ltd. | 125,000 | 112,318 | ||||||
| Brazil – 0.1% |
| |||||||
Fibria Overseas Finance Ltd. | 175,000 | 174,990 | ||||||
Vale Overseas Ltd. | 483,000 | 423,760 | ||||||
6.88%, 11/21/36 | 127,000 | 132,240 | ||||||
Vale SA | 100,000 | 94,503 | ||||||
|
| |||||||
| Total Brazil |
| 825,493 | ||||||
| Canada – 2.2% |
| |||||||
Bank of Montreal | 500,000 | 492,115 | ||||||
1.50%, 1/10/25 | 351,000 | 332,200 | ||||||
1.85%, 5/1/25 | 138,000 | 129,692 | ||||||
0.95%, 1/22/27, (0.949% fixed rate until 1/22/26; Secured Overnight Financing Rate + 0.603% thereafter)(c) | 554,000 | 497,459 | ||||||
3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(c) | 388,000 | 343,070 | ||||||
Bank of Nova Scotia | 500,000 | 497,415 | ||||||
4.75%, 2/2/26 | 750,000 | 737,055 | ||||||
1.30%, 9/15/26 | 132,000 | 116,990 | ||||||
4.59%, 5/4/37, (4.588% fixed rate until 2/4/32; 5-year Constant Maturity Treasury Rate + 2.05% thereafter)(c) | 260,000 | 224,276 | ||||||
Barrick Gold Corp. | 200,000 | 189,230 | ||||||
Barrick North America Finance LLC | 93,000 | 93,074 | ||||||
Barrick PD Australia Finance Pty. Ltd. | 25,000 | 25,430 | ||||||
Bell Telephone Co. of Canada / Bell Canada 4.30%, 7/29/49 | 148,000 | 118,293 | ||||||
3.20%, 2/15/52, Series US-6 | 165,000 | 108,562 | ||||||
Brookfield Finance, Inc. | 250,000 | 240,778 | ||||||
Canadian Imperial Bank of Commerce | 539,000 | 519,645 | ||||||
3.95%, 8/4/25 | 500,000 | 484,680 | ||||||
Canadian National Railway Co. | 335,000 | 362,691 | ||||||
Canadian Natural Resources Ltd. | 173,000 | 163,812 | ||||||
2.95%, 7/15/30 | 65,000 | 55,531 | ||||||
6.50%, 2/15/37 | 104,000 | 105,542 | ||||||
4.95%, 6/1/47 | 222,000 | 193,167 | ||||||
Canadian Pacific Railway Co. | 93,000 | 88,150 | ||||||
2.88%, 11/15/29 | 138,000 | 121,545 | ||||||
7.13%, 10/15/31 | 330,000 | 367,785 | ||||||
4.80%, 9/15/35 | 95,000 | 91,620 | ||||||
3.00%, 12/2/41 | 240,000 | 199,238 | ||||||
4.30%, 5/15/43 | 125,000 | 106,011 | ||||||
3.50%, 5/1/50 | 69,000 | 50,796 | ||||||
4.20%, 11/15/69 | 65,000 | 50,309 | ||||||
6.13%, 9/15/2115 | 110,000 | 114,259 | ||||||
Cenovus Energy, Inc. | 231,000 | 186,052 | ||||||
5.25%, 6/15/37 | 270,000 | 247,787 | ||||||
3.75%, 2/15/52 | 144,000 | 101,193 | ||||||
CI Financial Corp. | 303,000 | 233,704 | ||||||
4.10%, 6/15/51 | 145,000 | 87,925 | ||||||
Emera U.S. Finance LP | 173,000 | 135,656 | ||||||
Enbridge, Inc. |
| |||||||
2.50%, 1/15/25 | 460,000 | 440,744 | ||||||
4.25%, 12/1/26 | 25,000 | 24,144 | ||||||
3.70%, 7/15/27 | 55,000 | 51,895 | ||||||
3.13%, 11/15/29 | 141,000 | 124,626 | ||||||
5.70%, 3/8/33 | 500,000 | 500,430 | ||||||
4.00%, 11/15/49 | 200,000 | 150,428 | ||||||
Fairfax Financial Holdings Ltd. | 157,000 | 151,364 | ||||||
Hydro-Quebec | 10,000 | 12,549 | ||||||
Manulife Financial Corp. | ||||||||
4.06%, 2/24/32, (4.061% fixed rate until 2/24/27; 5-year U.S. dollar ICE Swap Rate + 1.647% thereafter)(c) | 25,000 | 23,412 | ||||||
Nutrien Ltd. |
| |||||||
3.00%, 4/1/25 | 177,000 | 169,670 | ||||||
4.00%, 12/15/26 | 100,000 | 95,645 | ||||||
4.20%, 4/1/29 | 242,000 | 227,841 | ||||||
4.13%, 3/15/35 | 57,000 | 49,645 | ||||||
5.88%, 12/1/36 | 95,000 | 94,554 | ||||||
5.25%, 1/15/45 | 134,000 | 121,088 | ||||||
5.80%, 3/27/53 | 125,000 | 122,278 | ||||||
Rogers Communications, Inc. |
| |||||||
2.95%, 3/15/25 | 260,000 | 248,199 | ||||||
3.20%, 3/15/27 | 500,000 | 462,220 | ||||||
4.50%, 3/15/43 | 110,000 | 87,982 | ||||||
5.00%, 3/15/44 | 98,000 | 83,472 | ||||||
4.30%, 2/15/48 | 81,000 | 60,629 | ||||||
4.35%, 5/1/49 | 327,000 | 247,804 | ||||||
4.55%, 3/15/52 | 59,000 | 45,736 | ||||||
Royal Bank of Canada |
| |||||||
1.60%, 1/21/25 | 770,000 | 730,129 | ||||||
4.95%, 4/25/25 | 500,000 | 494,615 | ||||||
1.20%, 4/27/26 | 500,000 | 448,435 | ||||||
6.00%, 11/1/27 | 787,000 | 806,030 | ||||||
Suncor Energy, Inc. |
| |||||||
5.95%, 12/1/34 | 71,000 | 70,373 | ||||||
6.80%, 5/15/38 | 93,000 | 97,193 | ||||||
6.50%, 6/15/38 | 265,000 | 271,405 | ||||||
4.00%, 11/15/47 | 72,000 | 54,006 | ||||||
Teck Resources Ltd. | 6,000 | 5,685 | ||||||
See Notes to Financial Statements.
| 120 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
TELUS Corp. |
| |||||||
3.70%, 9/15/27 | $ | 130,000 | $ | 122,313 | ||||
4.60%, 11/16/48 | 140,000 | 115,830 | ||||||
Thomson Reuters Corp. | 90,000 | 82,292 | ||||||
Toronto-Dominion Bank |
| |||||||
4.29%, 9/13/24 | 510,000 | 502,478 | ||||||
3.77%, 6/6/25 | 500,000 | 485,475 | ||||||
5.10%, 1/9/26 | 250,000 | 248,093 | ||||||
2.80%, 3/10/27 | 500,000 | 458,810 | ||||||
4.11%, 6/8/27 | 667,000 | 637,252 | ||||||
4.69%, 9/15/27 | 220,000 | 214,507 | ||||||
4.46%, 6/8/32 | 250,000 | 233,083 | ||||||
TransCanada PipeLines Ltd. |
| |||||||
6.20%, 3/9/26 | 750,000 | 750,735 | ||||||
4.75%, 5/15/38 | 460,000 | 403,098 | ||||||
7.25%, 8/15/38 | 125,000 | 139,371 | ||||||
6.10%, 6/1/40 | 70,000 | 70,601 | ||||||
5.10%, 3/15/49 | 188,000 | 165,214 | ||||||
|
| |||||||
| Total Canada |
| 19,416,115 | ||||||
| Chile – 0.0% |
| |||||||
Celulosa Arauco y Constitucion SA | 205,000 | 187,511 | ||||||
Enel Chile SA | 180,000 | 172,467 | ||||||
|
| |||||||
| Total Chile |
| 359,978 | ||||||
| China – 0.1% |
| |||||||
NXP BV / NXP Funding LLC | 139,000 | 138,156 | ||||||
5.55%, 12/1/28 | 57,000 | 57,162 | ||||||
NXP BV / NXP Funding LLC / NXP USA, Inc. 3.88%, 6/18/26 | 95,000 | 91,134 | ||||||
4.30%, 6/18/29 | 237,000 | 222,157 | ||||||
2.65%, 2/15/32 | 510,000 | 408,673 | ||||||
3.13%, 2/15/42 | 100,000 | 68,730 | ||||||
|
| |||||||
| Total China |
| 986,012 | ||||||
| France – 0.2% |
| |||||||
AXA SA | 200,000 | 241,986 | ||||||
Lafarge SA | 90,000 | 99,090 | ||||||
Orange SA | 342,000 | 415,079 | ||||||
5.50%, 2/6/44 | 145,000 | 141,720 | ||||||
TotalEnergies Capital International SA | 225,000 | 199,832 | ||||||
TotalEnergies Capital SA | 193,000 | 184,110 | ||||||
|
| |||||||
| Total France |
| 1,281,817 | ||||||
| Germany – 0.3% |
| |||||||
Deutsche Bank AG |
| |||||||
3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(c) | 510,000 | 492,405 | ||||||
4.10%, 1/13/26 | 260,000 | 247,564 | ||||||
6.12%, 7/14/26, (6.119% fixed rate until 7/14/25; Secured Overnight Financing Rate + 3.91% thereafter)(c) | 500,000 | 497,100 | ||||||
3.55%, 9/18/31, (3.547% fixed rate until 9/18/30; Secured Overnight Financing Rate + 3.043% thereafter)(c) | 335,000 | 280,978 | ||||||
3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(c) | 245,000 | 189,654 | ||||||
Deutsche Telekom International Finance BV 8.75%, 6/15/30 | 336,000 | 395,469 | ||||||
9.25%, 6/1/32 | 133,000 | 167,402 | ||||||
Kreditanstalt fuer Wiederaufbau | 177,000 | 96,831 | ||||||
Mercedes-Benz Finance North America LLC | 168,000 | 205,054 | ||||||
|
| |||||||
| Total Germany |
| 2,572,457 | ||||||
| Hong Kong – 0.0% |
| |||||||
Prudential Funding Asia PLC | 91,000 | 80,245 | ||||||
| Ireland – 0.3% |
| |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 485,000 | 461,075 | ||||||
1.75%, 10/29/24, Series 3NC1 | 450,000 | 427,779 | ||||||
3.65%, 7/21/27 | 210,000 | 193,435 | ||||||
3.00%, 10/29/28 | 384,000 | 333,005 | ||||||
3.30%, 1/30/32 | 762,000 | 619,666 | ||||||
3.40%, 10/29/33 | 295,000 | 234,206 | ||||||
|
| |||||||
| Total Ireland |
| 2,269,166 | ||||||
| Japan – 1.2% |
| |||||||
Honda Motor Co. Ltd. | 260,000 | 248,596 | ||||||
Mitsubishi UFJ Financial Group, Inc. | 400,000 | 379,668 | ||||||
1.41%, 7/17/25 | 500,000 | 461,980 | ||||||
5.06%, 9/12/25, (5.063% fixed rate until 9/12/24; 1-year Constant Maturity Treasury Rate + 1.55% thereafter)(c) | 510,000 | 505,262 | ||||||
5.72%, 2/20/26, (5.719% fixed rate until 2/20/25; 1-year Constant Maturity Treasury Rate + 1.08% thereafter)(c) | 700,000 | 698,544 | ||||||
3.84%, 4/17/26, (3.837% fixed rate until 4/17/25; 1-year Constant Maturity Treasury Rate + 1.125% thereafter)(c) | 500,000 | 483,905 | ||||||
1.54%, 7/20/27, (1.538% fixed rate until 7/20/26; 1-year Constant Maturity Treasury Rate + 0.75% thereafter)(c) | 400,000 | 356,620 | ||||||
3.29%, 7/25/27 | 255,000 | 237,086 | ||||||
3.74%, 3/7/29 | 226,000 | 209,267 | ||||||
3.20%, 7/18/29 | 235,000 | 207,858 | ||||||
2.31%, 7/20/32, (2.309% fixed rate until 7/20/31; 1-year Constant Maturity Treasury Rate + 0.95% thereafter)(c) | 330,000 | 261,545 | ||||||
Mizuho Financial Group, Inc. | ||||||||
2.23%, 5/25/26, (2.226% fixed rate until 5/25/25; 3-month Secured Overnight Financing Rate + 1.092% thereafter)(c) | 200,000 | 187,130 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 121 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
1.23%, 5/22/27, (1.234% fixed rate until 5/22/26; 1-year Constant Maturity Treasury Rate + 0.67% thereafter)(c) | $ | 410,000 | $ | 362,953 | ||||
4.02%, 3/5/28 | 200,000 | 188,658 | ||||||
5.41%, 9/13/28, (5.414% fixed rate until 9/13/27; 1-year Constant Maturity Treasury Rate + 2.05% thereafter)(c) | 400,000 | 396,428 | ||||||
1.98%, 9/8/31, (1.979% fixed rate until 9/8/30; 3-month Secured Overnight Financing Rate + 1.532% thereafter)(c) | 240,000 | 187,246 | ||||||
2.26%, 7/9/32, (2.26% fixed rate until 7/9/31; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(c) | 200,000 | 155,490 | ||||||
Nomura Holdings, Inc. | 596,000 | 569,603 | ||||||
5.71%, 1/9/26 | 500,000 | 496,635 | ||||||
3.10%, 1/16/30 | 464,000 | 393,514 | ||||||
ORIX Corp. | 90,000 | 85,060 | ||||||
Sumitomo Mitsui Financial Group, Inc. 1.47%, 7/8/25 | 590,000 | 546,617 | ||||||
5.46%, 1/13/26 | 500,000 | 498,610 | ||||||
1.40%, 9/17/26 | 500,000 | 442,660 | ||||||
5.52%, 1/13/28 | 200,000 | 199,952 | ||||||
3.54%, 1/17/28 | 105,000 | 97,008 | ||||||
2.47%, 1/14/29 | 500,000 | 429,120 | ||||||
3.04%, 7/16/29 | 410,000 | 358,143 | ||||||
3.20%, 9/17/29 | 246,000 | 215,567 | ||||||
2.93%, 9/17/41 | 25,000 | 17,360 | ||||||
Takeda Pharmaceutical Co. Ltd. | 366,000 | 362,966 | ||||||
2.05%, 3/31/30 | 350,000 | 288,099 | ||||||
3.03%, 7/9/40 | 205,000 | 149,082 | ||||||
3.18%, 7/9/50 | 260,000 | 174,957 | ||||||
|
| |||||||
| Total Japan |
| 10,853,189 | ||||||
| Luxembourg – 0.0% |
| |||||||
ArcelorMittal SA | 166,000 | 170,962 | ||||||
6.75%, 3/1/41 | 150,000 | 149,560 | ||||||
|
| |||||||
| Total Luxembourg |
| 320,522 | ||||||
| Mexico – 0.1% |
| |||||||
America Movil SAB de CV | 439,000 | 402,387 | ||||||
Grupo Televisa SAB | 290,000 | 297,482 | ||||||
Southern Copper Corp. | 210,000 | 228,163 | ||||||
5.88%, 4/23/45 | 221,000 | 217,274 | ||||||
|
| |||||||
| Total Mexico |
| 1,145,306 | ||||||
| Netherlands – 0.1% |
| |||||||
Cooperatieve Rabobank UA | 435,000 | 408,770 | ||||||
5.25%, 8/4/45 | 270,000 | 247,946 | ||||||
ING Groep NV | ||||||||
3.87%, 3/28/26, (3.869% fixed rate until 3/28/25; Secured Overnight Financing Rate + 1.64% thereafter)(c) | 500,000 | 484,470 | ||||||
Koninklijke Ahold Delhaize NV | 40,000 | 39,558 | ||||||
|
| |||||||
| Total Netherlands |
| 1,180,744 | ||||||
| Norway – 0.0% |
| |||||||
Equinor ASA | 279,000 | 198,241 | ||||||
3.70%, 4/6/50 | 190,000 | 147,048 | ||||||
|
| |||||||
| Total Norway |
| 345,289 | ||||||
| Spain – 0.3% |
| |||||||
Banco Santander SA | 400,000 | 385,960 | ||||||
5.15%, 8/18/25 | 800,000 | 787,384 | ||||||
1.72%, 9/14/27, (1.722% fixed rate until 9/14/26; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(c) | 400,000 | 351,672 | ||||||
2.75%, 12/3/30 | 410,000 | 317,848 | ||||||
Telefonica Emisiones SA | 196,000 | 186,645 | ||||||
7.05%, 6/20/36 | 135,000 | 144,171 | ||||||
4.67%, 3/6/38 | 170,000 | 140,877 | ||||||
5.52%, 3/1/49 | 235,000 | 205,329 | ||||||
Telefonica Europe BV | 160,000 | 182,725 | ||||||
|
| |||||||
| Total Spain |
| 2,702,611 | ||||||
| Switzerland – 0.2% |
| |||||||
Credit Suisse AG | 500,000 | 510,735 | ||||||
1.25%, 8/7/26 | 270,000 | 237,157 | ||||||
7.50%, 2/15/28 | 250,000 | 267,510 | ||||||
UBS Group AG | 370,000 | 358,275 | ||||||
4.88%, 5/15/45 | 225,000 | 200,668 | ||||||
|
| |||||||
| Total Switzerland |
| 1,574,345 | ||||||
| United Kingdom – 2.3% |
| |||||||
AstraZeneca Finance LLC | 350,000 | 316,018 | ||||||
4.88%, 3/3/28 | 500,000 | 498,655 | ||||||
AstraZeneca PLC | 250,000 | 224,018 | ||||||
Barclays PLC | ||||||||
2.85%, 5/7/26, (2.852% fixed rate until 5/7/25; Secured Overnight Financing Rate + 2.714% thereafter)(c) | 600,000 | 567,360 | ||||||
7.33%, 11/2/26, (7.325% fixed rate until 11/2/25; 1-year Constant Maturity Treasury Rate + 3.05% thereafter)(c) | 582,000 | 595,316 | ||||||
4.84%, 5/9/28 | 355,000 | 329,053 | ||||||
4.97%, 5/16/29, (4.972% fixed rate until 5/16/28; Secured Overnight Financing Rate + 2.255% thereafter)(c) | 230,000 | 218,686 | ||||||
5.09%, 6/20/30, (5.088% fixed rate until 6/20/29; Secured Overnight Financing Rate + 2.255% thereafter)(c) | 537,000 | 492,220 | ||||||
2.65%, 6/24/31, (2.645% fixed rate until 6/24/30; 1-year Constant Maturity Treasury Rate + 1.90% thereafter)(c) | 1,130,000 | 901,808 | ||||||
5.75%, 8/9/33, (5.746% fixed rate until 8/9/32; 1-year Constant Maturity Treasury Rate + 3.00% thereafter)(c) | 325,000 | 311,828 | ||||||
5.25%, 8/17/45 | 105,500 | 94,811 | ||||||
4.95%, 1/10/47 | 363,000 | 313,628 | ||||||
BAT Capital Corp. | 126,000 | 116,917 | ||||||
See Notes to Financial Statements.
| 122 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
2.26%, 3/25/28 | $ | 300,000 | $ | 258,480 | ||||
3.46%, 9/6/29 | 162,000 | 141,444 | ||||||
4.91%, 4/2/30 | 53,000 | 49,961 | ||||||
4.39%, 8/15/37 | 345,000 | 273,312 | ||||||
4.76%, 9/6/49 | 260,000 | 192,894 | ||||||
3.98%, 9/25/50 | 145,000 | 96,019 | ||||||
7.08%, 8/2/53 | 500,000 | 492,585 | ||||||
BAT International Finance PLC | 387,000 | 350,591 | ||||||
British Telecommunications PLC | 125,000 | 122,450 | ||||||
9.63%, 12/15/30 | 296,000 | 360,726 | ||||||
CNH Industrial NV | 89,000 | 84,076 | ||||||
Diageo Capital PLC | 250,000 | 259,975 | ||||||
GlaxoSmithKline Capital, Inc. | 250,000 | 243,873 | ||||||
3.88%, 5/15/28 | 21,000 | 20,268 | ||||||
HSBC Holdings PLC | ||||||||
2.63%, 11/7/25, (2.633% fixed rate until 11/7/24; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(c) | 500,000 | 479,525 | ||||||
3.00%, 3/10/26, (2.999% fixed rate until 3/10/25; Secured Overnight Financing Rate + 1.43% thereafter)(c) | 500,000 | 477,370 | ||||||
1.65%, 4/18/26, (1.645% fixed rate until 4/18/25; Secured Overnight Financing Rate + 1.538% thereafter)(c) | 500,000 | 465,795 | ||||||
4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month Secured Overnight Financing Rate + 1.609% thereafter)(c) | 500,000 | 482,355 | ||||||
2.25%, 11/22/27, (2.251% fixed rate until 11/22/26; Secured Overnight Financing Rate + 1.10% thereafter)(c) | 750,000 | 669,202 | ||||||
4.76%, 6/9/28, (4.755% fixed rate until 6/9/27; Secured Overnight Financing Rate + 2.11% thereafter)(c) | 600,000 | 575,814 | ||||||
4.58%, 6/19/29, (4.583% fixed rate until 6/19/28; 3-month Secured Overnight Financing Rate + 1.796% thereafter)(c) | 390,000 | 368,293 | ||||||
4.95%, 3/31/30 | 1,000,000 | 962,940 | ||||||
2.80%, 5/24/32, (2.804% fixed rate until 5/24/31; Secured Overnight Financing Rate + 1.187% thereafter)(c) | 487,000 | 389,269 | ||||||
6.50%, 5/2/36 | 775,000 | 788,702 | ||||||
6.50%, 9/15/37 | 604,000 | 618,889 | ||||||
Lloyds Banking Group PLC | 425,000 | 415,964 | ||||||
3.51%, 3/18/26, (3.511% fixed rate until 3/18/25; 1-year Constant Maturity Treasury Rate + 1.60% thereafter)(c) | 750,000 | 721,320 | ||||||
3.57%, 11/7/28, (3.574% fixed rate until 11/7/27; Secured Overnight Financing Rate + 1.558% thereafter)(c) | 500,000 | 454,430 | ||||||
4.34%, 1/9/48(d) | 214,000 | 160,061 | ||||||
NatWest Group PLC | ||||||||
1.64%, 6/14/27, (1.642% fixed rate until 6/14/26; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(c) | 500,000 | 444,350 | ||||||
4.89%, 5/18/29, (4.892% fixed rate until 5/18/28; Secured Overnight Financing Rate + 3.983% thereafter)(c) | 211,000 | 201,222 | ||||||
3.75%, 11/1/29, (3.754% fixed rate until 11/1/24; 5-year Constant Maturity Treasury Rate + 2.10% thereafter)(c) | 310,000 | 295,442 | ||||||
5.08%, 1/27/30, (5.076% fixed rate until 1/27/29; Secured Overnight Financing Rate + 3.983% thereafter)(c) | 500,000 | 476,775 | ||||||
nVent Finance Sarl | 84,000 | 79,564 | ||||||
RELX Capital, Inc. | 171,000 | 162,590 | ||||||
3.00%, 5/22/30 | 195,000 | 171,401 | ||||||
Reynolds American, Inc. | 290,000 | 268,288 | ||||||
5.85%, 8/15/45 | 326,000 | 283,359 | ||||||
Santander UK Group Holdings PLC | ||||||||
6.83%, 11/21/26, (6.833% fixed rate until 11/21/25; Secured Overnight Financing Rate + 2.749% thereafter)(c) | 500,000 | 506,295 | ||||||
2.90%, 3/15/32, (2.896% fixed rate until 3/15/31; Secured Overnight Financing Rate + 1.475% thereafter)(c) | 250,000 | 200,270 | ||||||
Unilever Capital Corp. | 410,000 | 382,969 | ||||||
Vodafone Group PLC | 250,000 | 244,403 | ||||||
7.88%, 2/15/30 | 164,000 | 184,917 | ||||||
5.25%, 5/30/48 | 452,000 | 408,472 | ||||||
4.88%, 6/19/49 | 283,000 | 240,264 | ||||||
|
| |||||||
| Total United Kingdom |
| 20,507,482 | ||||||
| United States – 39.0% |
| |||||||
3M Co. | 250,000 | 230,287 | ||||||
AbbVie, Inc. | 711,000 | 692,493 | ||||||
3.60%, 5/14/25 | 836,000 | 810,836 | ||||||
2.95%, 11/21/26 | 65,000 | 60,844 | ||||||
4.25%, 11/14/28 | 166,000 | 160,715 | ||||||
3.20%, 11/21/29 | 634,000 | 571,830 | ||||||
4.55%, 3/15/35 | 266,000 | 251,724 | ||||||
4.50%, 5/14/35 | 244,000 | 229,653 | ||||||
4.05%, 11/21/39 | 180,000 | 154,462 | ||||||
4.75%, 3/15/45 | 563,000 | 505,951 | ||||||
4.70%, 5/14/45 | 240,000 | 215,849 | ||||||
4.45%, 5/14/46 | 112,000 | 97,007 | ||||||
4.25%, 11/21/49 | 510,000 | 429,874 | ||||||
Activision Blizzard, Inc. | 100,000 | 95,575 | ||||||
1.35%, 9/15/30 | 230,000 | 183,804 | ||||||
2.50%, 9/15/50 | 150,000 | 95,550 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 123 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Adobe, Inc. | $ | 500,000 | $ | 459,315 | ||||
2.30%, 2/1/30 | 44,000 | 38,220 | ||||||
Advance Auto Parts, Inc. | 30,000 | 24,148 | ||||||
Adventist Health System | 215,000 | 187,246 | ||||||
AEP Texas, Inc. | 120,000 | 112,808 | ||||||
3.80%, 10/1/47 | 25,000 | 18,153 | ||||||
3.45%, 5/15/51 | 265,000 | 180,897 | ||||||
AES Corp. | 122,000 | 96,950 | ||||||
Aetna, Inc. | 119,000 | 127,826 | ||||||
4.13%, 11/15/42 | 60,000 | 47,770 | ||||||
4.75%, 3/15/44 | 120,000 | 103,496 | ||||||
3.88%, 8/15/47 | 76,000 | 57,088 | ||||||
Agilent Technologies, Inc. | 564,000 | 462,277 | ||||||
Air Lease Corp. | 100,000 | 95,832 | ||||||
3.63%, 4/1/27 | 186,000 | 172,932 | ||||||
4.63%, 10/1/28 | 605,000 | 570,497 | ||||||
3.25%, 10/1/29 | 100,000 | 87,279 | ||||||
Air Products & Chemicals, Inc. | 176,000 | 148,674 | ||||||
Alexandria Real Estate Equities, Inc. | 95,000 | 89,199 | ||||||
4.50%, 7/30/29 | 42,000 | 39,787 | ||||||
3.38%, 8/15/31 | 810,000 | 699,978 | ||||||
4.00%, 2/1/50 | 35,000 | 26,212 | ||||||
3.00%, 5/18/51 | 150,000 | 90,741 | ||||||
Allstate Corp. | 98,000 | 92,750 | ||||||
4.20%, 12/15/46 | 400,000 | 317,384 | ||||||
Ally Financial, Inc. | 500,000 | 492,680 | ||||||
8.00%, 11/1/31 | 420,000 | 436,516 | ||||||
Altria Group, Inc. | 366,000 | 354,782 | ||||||
3.40%, 2/4/41 | 555,000 | 378,527 | ||||||
5.38%, 1/31/44(d) | 200,000 | 186,176 | ||||||
3.88%, 9/16/46 | 317,000 | 218,816 | ||||||
5.95%, 2/14/49 | 112,000 | 104,261 | ||||||
3.70%, 2/4/51 | 385,000 | 251,224 | ||||||
Amcor Flexibles North America, Inc. | 325,000 | 265,213 | ||||||
Ameren Corp. | 2,000 | 1,915 | ||||||
1.75%, 3/15/28 | 212,000 | 182,201 | ||||||
Ameren Illinois Co. | 125,000 | 97,655 | ||||||
American Electric Power Co., Inc. | 180,000 | 171,650 | ||||||
3.25%, 3/1/50 | 40,000 | 26,273 | ||||||
American Equity Investment Life Holding Co. | 50,000 | 48,008 | ||||||
American Express Co. | 750,000 | 713,242 | ||||||
3.95%, 8/1/25 | 500,000 | 485,350 | ||||||
4.90%, 2/13/26 | 750,000 | 740,700 | ||||||
2.55%, 3/4/27 | 500,000 | 454,945 | ||||||
American Homes 4 Rent LP | 87,000 | 82,459 | ||||||
4.90%, 2/15/29 | 141,000 | 135,670 | ||||||
American Honda Finance Corp. | 510,000 | 492,410 | ||||||
1.50%, 1/13/25 | 150,000 | 142,302 | ||||||
5.00%, 5/23/25 | 500,000 | 495,665 | ||||||
1.00%, 9/10/25 | 150,000 | 137,525 | ||||||
1.80%, 1/13/31 | 145,000 | 116,348 | ||||||
American International Group, Inc. | 500,000 | 473,360 | ||||||
3.88%, 1/15/35 | 263,000 | 227,524 | ||||||
4.38%, 6/30/50 | 156,000 | 129,379 | ||||||
American Tower Corp. | 400,000 | 361,548 | ||||||
3.55%, 7/15/27 | 175,000 | 162,327 | ||||||
1.50%, 1/31/28 | 181,000 | 152,080 | ||||||
3.80%, 8/15/29 | 489,000 | 445,034 | ||||||
2.90%, 1/15/30 | 415,000 | 354,161 | ||||||
2.30%, 9/15/31 | 290,000 | 227,050 | ||||||
3.10%, 6/15/50 | 120,000 | 75,134 | ||||||
2.95%, 1/15/51 | 226,000 | 136,820 | ||||||
American Water Capital Corp. | 100,000 | 96,907 | ||||||
2.95%, 9/1/27 | 32,000 | 29,533 | ||||||
3.75%, 9/1/28 | 334,000 | 317,113 | ||||||
4.45%, 6/1/32 | 250,000 | 237,705 | ||||||
4.00%, 12/1/46 | 78,000 | 62,015 | ||||||
4.20%, 9/1/48 | 80,000 | 66,238 | ||||||
Amgen, Inc. | 850,000 | 808,367 | ||||||
2.20%, 2/21/27 | 135,000 | 122,734 | ||||||
2.45%, 2/21/30 | 424,000 | 360,739 | ||||||
2.00%, 1/15/32 | 35,000 | 27,463 | ||||||
3.35%, 2/22/32 | 171,000 | 149,257 | ||||||
4.20%, 3/1/33 | 400,000 | 368,312 | ||||||
5.25%, 3/2/33 | 750,000 | 746,437 | ||||||
2.80%, 8/15/41 | 220,000 | 151,925 | ||||||
5.60%, 3/2/43 | 250,000 | 245,765 | ||||||
4.40%, 5/1/45 | 776,000 | 652,663 | ||||||
4.56%, 6/15/48 | 400,000 | 341,696 | ||||||
3.38%, 2/21/50 | 300,000 | 210,684 | ||||||
4.66%, 6/15/51 | 112,000 | 96,501 | ||||||
3.00%, 1/15/52 | 356,000 | 231,941 | ||||||
5.65%, 3/2/53 | 500,000 | 496,225 | ||||||
Amphenol Corp. | 220,000 | 191,853 | ||||||
Analog Devices, Inc. | 83,000 | 79,502 | ||||||
Aon Corp. | 673,000 | 652,023 | ||||||
Aon Corp. / Aon Global Holdings PLC | 49,000 | 40,227 | ||||||
2.90%, 8/23/51 | 243,000 | 154,699 | ||||||
Aon Global Ltd. | 50,000 | 48,393 | ||||||
4.75%, 5/15/45 | 25,000 | 21,836 | ||||||
Apache Corp. | 350,000 | 267,897 | ||||||
Appalachian Power Co. | 100,000 | 93,180 | ||||||
See Notes to Financial Statements.
| 124 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Aptiv PLC | $ | 75,000 | $ | 72,418 | ||||
5.40%, 3/15/49(d) | 150,000 | 131,972 | ||||||
3.10%, 12/1/51 | 164,000 | 100,227 | ||||||
Arch Capital Group Ltd. | 72,000 | 52,168 | ||||||
Arch Capital Group U.S., Inc. | 95,000 | 84,715 | ||||||
Ares Capital Corp. | 250,000 | 234,492 | ||||||
2.88%, 6/15/28 | 356,000 | 301,044 | ||||||
Arizona Public Service Co. | 33,000 | 30,358 | ||||||
Arrow Electronics, Inc. | 212,000 | 196,246 | ||||||
Arthur J Gallagher & Co. | 190,000 | 131,560 | ||||||
Assurant, Inc. | 50,000 | 48,391 | ||||||
Assured Guaranty U.S. Holdings, Inc. | 60,000 | 39,925 | ||||||
AT&T, Inc. | 65,000 | 62,675 | ||||||
1.70%, 3/25/26 | 517,000 | 471,442 | ||||||
2.30%, 6/1/27 | 169,000 | 151,382 | ||||||
4.10%, 2/15/28 | 109,000 | 103,498 | ||||||
4.35%, 3/1/29 | 509,000 | 481,713 | ||||||
4.30%, 2/15/30 | 283,000 | 263,895 | ||||||
2.75%, 6/1/31 | 718,000 | 593,011 | ||||||
2.25%, 2/1/32 | 495,000 | 386,392 | ||||||
2.55%, 12/1/33 | 319,000 | 243,579 | ||||||
4.50%, 5/15/35 | 114,000 | 101,314 | ||||||
5.25%, 3/1/37 | 73,000 | 69,252 | ||||||
4.85%, 3/1/39 | 135,000 | 120,041 | ||||||
3.50%, 6/1/41 | 700,000 | 513,807 | ||||||
4.65%, 6/1/44 | 522,000 | 432,618 | ||||||
5.15%, 11/15/46 | 22,000 | 19,396 | ||||||
4.55%, 3/9/49 | 29,000 | 23,332 | ||||||
5.15%, 2/15/50 | 205,000 | 181,183 | ||||||
3.65%, 6/1/51 | 200,000 | 137,264 | ||||||
3.30%, 2/1/52 | 214,000 | 139,526 | ||||||
3.50%, 9/15/53 | 375,000 | 247,125 | ||||||
3.55%, 9/15/55 | 559,000 | 365,139 | ||||||
3.80%, 12/1/57 | 682,000 | 460,616 | ||||||
3.65%, 9/15/59 | 744,000 | 482,454 | ||||||
3.85%, 6/1/60 | 460,000 | 313,637 | ||||||
Athene Holding Ltd. | 275,000 | 257,020 | ||||||
3.95%, 5/25/51 | 38,000 | 26,471 | ||||||
Autodesk, Inc. | 253,000 | 239,070 | ||||||
2.40%, 12/15/31 | 20,000 | 16,241 | ||||||
AutoZone, Inc. | 163,000 | 155,284 | ||||||
3.75%, 4/18/29 | 193,000 | 178,006 | ||||||
1.65%, 1/15/31 | 245,000 | 190,507 | ||||||
AvalonBay Communities, Inc. | 85,000 | 78,610 | ||||||
3.30%, 6/1/29 | 175,000 | 158,568 | ||||||
Avangrid, Inc. | 115,000 | 104,423 | ||||||
Avery Dennison Corp. | 41,000 | 40,107 | ||||||
AXIS Specialty Finance LLC | 225,000 | 204,426 | ||||||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. | 10,000 | 9,284 | ||||||
3.14%, 11/7/29 | 245,000 | 218,128 | ||||||
Baltimore Gas & Electric Co. | 315,000 | 258,675 | ||||||
Bank of America Corp. | 513,000 | 500,380 | ||||||
3.95%, 4/21/25, Series L | 337,000 | 326,647 | ||||||
3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month Secured Overnight Financing Rate + 1.352% thereafter)(c) | 610,000 | 591,249 | ||||||
2.46%, 10/22/25, (2.456% fixed rate until 10/22/24; 3-month Secured Overnight Financing Rate + 1.132% thereafter)(c) | 600,000 | 576,864 | ||||||
3.37%, 1/23/26, (3.366% fixed rate until 1/23/25; 3-month Secured Overnight Financing Rate + 1.072% thereafter)(c) | 169,000 | 162,965 | ||||||
3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(c) | 500,000 | 480,715 | ||||||
1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(c) | 1,000,000 | 920,320 | ||||||
5.08%, 1/20/27, (5.08% fixed rate until 1/20/26; Secured Overnight Financing Rate + 1.29% thereafter)(c) | 500,000 | 493,570 | ||||||
1.66%, 3/11/27, Series N, (1.658% fixed rate until 3/11/26; Secured Overnight Financing Rate + 0.91% thereafter)(c) | 880,000 | 795,397 | ||||||
3.56%, 4/23/27, (3.559% fixed rate until 4/23/26; 3-month Secured Overnight Financing Rate + 1.322% thereafter)(c) | 260,000 | 246,454 | ||||||
1.73%, 7/22/27, (1.734% fixed rate until 7/22/26; Secured Overnight Financing Rate + 0.96% thereafter)(c) | 1,010,000 | 904,112 | ||||||
4.38%, 4/27/28, (4.376% fixed rate until 4/27/27; Secured Overnight Financing Rate + 1.58% thereafter)(c) | 710,000 | 681,508 | ||||||
3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(c) | 150,000 | 137,582 | ||||||
3.97%, 3/5/29, (3.97% fixed rate until 3/5/28; 3-month Secured Overnight Financing Rate + 1.332% thereafter)(c) | 75,000 | 70,061 | ||||||
5.20%, 4/25/29, (5.202% fixed rate until 4/25/28; Secured Overnight Financing Rate + 1.63% thereafter)(c) | 250,000 | 246,162 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 125 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
2.09%, 6/14/29, (2.087% fixed rate until 6/14/28; Secured Overnight Financing Rate + 1.06% thereafter)(c) | $ | 156,000 | $ | 133,140 | ||||
2.88%, 10/22/30, (2.884% fixed rate until 10/22/29; 3-month Secured Overnight Financing Rate + 1.452% thereafter)(c) | 155,000 | 132,995 | ||||||
2.50%, 2/13/31, (2.496% fixed rate until 2/13/30; 3-month Secured Overnight Financing Rate + 1.252% thereafter)(c) | 580,000 | 482,537 | ||||||
2.65%, 3/11/32, Series N, (2.651% fixed rate until 3/11/31; Secured Overnight Financing Rate + 1.22% thereafter)(c) | 1,106,000 | 907,097 | ||||||
2.69%, 4/22/32, (2.687% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.32% thereafter)(c) | 1,093,000 | 894,675 | ||||||
5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(c) | 260,000 | 250,190 | ||||||
2.48%, 9/21/36, (2.482% fixed rate until 9/21/31; 5-year Constant Maturity Treasury Rate + 1.20% thereafter)(c) | 294,000 | 223,596 | ||||||
BankUnited, Inc. | 130,000 | 111,896 | ||||||
Baxalta, Inc. | 14,000 | 13,358 | ||||||
Baxter International, Inc. | 400,000 | 366,724 | ||||||
1.73%, 4/1/31 | 310,000 | 239,143 | ||||||
Becton Dickinson & Co. | 609,000 | 490,093 | ||||||
4.69%, 12/15/44 | 33,000 | 29,286 | ||||||
4.67%, 6/6/47 | 99,000 | 87,793 | ||||||
Berkshire Hathaway Energy Co. | 93,000 | 85,673 | ||||||
Berry Global, Inc. | 275,000 | 238,755 | ||||||
Biogen, Inc. | 194,000 | 159,728 | ||||||
3.15%, 5/1/50 | 120,000 | 78,463 | ||||||
3.25%, 2/15/51 | 157,000 | 104,581 | ||||||
Black Hills Corp. | 50,000 | 41,024 | ||||||
4.35%, 5/1/33 | 145,000 | 128,386 | ||||||
3.88%, 10/15/49 | 114,000 | 81,133 | ||||||
Blackstone Private Credit Fund | 305,000 | 288,722 | ||||||
2.63%, 12/15/26 | 250,000 | 215,282 | ||||||
Blackstone Secured Lending Fund | 480,000 | 445,061 | ||||||
Block Financial LLC | 355,000 | 313,831 | ||||||
Blue Owl Capital Corp. | 300,000 | 248,934 | ||||||
Blue Owl Credit Income Corp. | 82,000 | 72,462 | ||||||
Blue Owl Technology Finance Corp. | 300,000 | 252,948 | ||||||
Boardwalk Pipelines LP | 380,000 | 324,288 | ||||||
Boeing Co. | 600,000 | 591,804 | ||||||
2.20%, 2/4/26 | 513,000 | 473,514 | ||||||
2.80%, 3/1/27 | 285,000 | 260,510 | ||||||
3.25%, 3/1/28 | 249,000 | 227,237 | ||||||
5.15%, 5/1/30 | 373,000 | 367,215 | ||||||
3.63%, 2/1/31 | 509,000 | 454,669 | ||||||
3.60%, 5/1/34 | 459,000 | 389,154 | ||||||
3.55%, 3/1/38 | 50,000 | 38,397 | ||||||
6.88%, 3/15/39 | 155,000 | 170,877 | ||||||
5.88%, 2/15/40 | 130,000 | 129,614 | ||||||
3.85%, 11/1/48 | 25,000 | 18,255 | ||||||
3.90%, 5/1/49 | 500,000 | 374,580 | ||||||
3.75%, 2/1/50 | 60,000 | 43,792 | ||||||
5.81%, 5/1/50 | 471,000 | 458,881 | ||||||
3.95%, 8/1/59 | 50,000 | 35,786 | ||||||
Bon Secours Mercy Health, Inc. | 55,000 | 49,250 | ||||||
2.10%, 6/1/31, Series 20-2 | 100,000 | 79,991 | ||||||
Booking Holdings, Inc. | 425,000 | 415,828 | ||||||
BorgWarner, Inc. | 52,000 | 41,129 | ||||||
Boston Properties LP | 50,000 | 46,194 | ||||||
2.90%, 3/15/30 | 35,000 | 28,508 | ||||||
2.45%, 10/1/33 | 650,000 | 460,934 | ||||||
Boston Scientific Corp. | 165,000 | 179,400 | ||||||
4.70%, 3/1/49 | 22,000 | 19,742 | ||||||
BP Capital Markets America, Inc. | 250,000 | 240,395 | ||||||
3.02%, 1/16/27 | 212,000 | 199,076 | ||||||
4.81%, 2/13/33 | 400,000 | 387,300 | ||||||
Brandywine Operating Partnership LP | 195,000 | 153,767 | ||||||
Brighthouse Financial, Inc. | 400,000 | 386,836 | ||||||
4.70%, 6/22/47 | 25,000 | 18,615 | ||||||
Bristol-Myers Squibb Co. | 500,000 | 455,700 | ||||||
3.20%, 6/15/26 | 500,000 | 476,760 | ||||||
1.45%, 11/13/30 | 113,000 | 89,662 | ||||||
Brixmor Operating Partnership LP | 381,000 | 344,874 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 119,000 | 113,076 | ||||||
Broadcom, Inc. | 100,000 | 97,814 | ||||||
3.46%, 9/15/26 | 342,000 | 323,980 | ||||||
See Notes to Financial Statements.
| 126 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.75%, 4/15/29 | $ | 315,000 | $ | 303,638 | ||||
5.00%, 4/15/30(d) | 250,000 | 246,275 | ||||||
4.15%, 11/15/30 | 985,000 | 900,763 | ||||||
2.60%, 2/15/33(e) | 255,000 | 197,138 | ||||||
3.42%, 4/15/33(e) | 650,000 | 538,479 | ||||||
3.47%, 4/15/34(e) | 203,000 | 165,981 | ||||||
3.50%, 2/15/41(e) | 434,000 | 318,048 | ||||||
3.75%, 2/15/51(e) | 120,000 | 85,990 | ||||||
Broadridge Financial Solutions, Inc. | 125,000 | 107,884 | ||||||
Broadstone Net Lease LLC | 150,000 | 108,333 | ||||||
Brown & Brown, Inc. | 420,000 | 335,937 | ||||||
Brunswick Corp. | 70,000 | 53,725 | ||||||
Bunge Ltd. Finance Corp. | 114,000 | 107,430 | ||||||
2.75%, 5/14/31 | 207,000 | 173,344 | ||||||
Burlington Northern Santa Fe LLC | 100,000 | 94,914 | ||||||
Camden Property Trust | 20,000 | 17,365 | ||||||
Campbell Soup Co. | 175,000 | 145,947 | ||||||
4.80%, 3/15/48 | 143,000 | 123,991 | ||||||
Capital One Financial Corp. | ||||||||
2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(c) | 500,000 | 472,650 | ||||||
4.99%, 7/24/26, (4.985% fixed rate until 7/24/25; Secured Overnight Financing Rate + 2.16% thereafter)(c) | 500,000 | 488,925 | ||||||
3.75%, 3/9/27 | 468,000 | 435,788 | ||||||
3.80%, 1/31/28 | 290,000 | 266,301 | ||||||
2.36%, 7/29/32, (2.359% fixed rate until 7/29/31; Secured Overnight Financing Rate + 1.337% thereafter)(c) | 500,000 | 356,660 | ||||||
5.27%, 5/10/33, (5.268% fixed rate until 5/10/32; Secured Overnight Financing Rate + 2.37% thereafter)(c) | 200,000 | 186,102 | ||||||
Cardinal Health, Inc. | 184,000 | 172,366 | ||||||
4.60%, 3/15/43 | 50,000 | 40,790 | ||||||
4.90%, 9/15/45 | 75,000 | 62,986 | ||||||
Carlisle Cos., Inc. | 126,000 | 118,929 | ||||||
2.75%, 3/1/30 | 27,000 | 22,888 | ||||||
Carrier Global Corp. | 305,000 | 256,047 | ||||||
3.38%, 4/5/40 | 215,000 | 161,736 | ||||||
3.58%, 4/5/50 | 221,000 | 158,404 | ||||||
Caterpillar Financial Services Corp. | 750,000 | 722,325 | ||||||
3.40%, 5/13/25 | 350,000 | 339,363 | ||||||
Cboe Global Markets, Inc. | 117,000 | 92,118 | ||||||
CDW LLC / CDW Finance Corp. | 90,000 | 89,503 | ||||||
3.57%, 12/1/31 | 662,000 | 560,568 | ||||||
Celanese U.S. Holdings LLC | 136,000 | 136,126 | ||||||
6.35%, 11/15/28 | 300,000 | 301,089 | ||||||
6.70%, 11/15/33 | 300,000 | 301,530 | ||||||
Cencora, Inc. | 167,000 | 156,977 | ||||||
2.70%, 3/15/31 | 420,000 | 353,451 | ||||||
Centene Corp. | 500,000 | 460,070 | ||||||
3.00%, 10/15/30 | 500,000 | 416,760 | ||||||
2.50%, 3/1/31 | 605,000 | 483,002 | ||||||
CenterPoint Energy Houston Electric LLC | 500,000 | 467,090 | ||||||
CenterPoint Energy Resources Corp. | 95,000 | 90,481 | ||||||
CenterPoint Energy, Inc. | 100,000 | 89,834 | ||||||
CF Industries, Inc. | 185,000 | 156,451 | ||||||
Charles Schwab Corp. | 630,000 | 615,964 | ||||||
3.85%, 5/21/25 | 500,000 | 484,785 | ||||||
0.90%, 3/11/26 | 53,000 | 47,319 | ||||||
1.95%, 12/1/31 | 265,000 | 203,509 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 500,000 | 491,375 | ||||||
5.05%, 3/30/29 | 90,000 | 85,713 | ||||||
2.80%, 4/1/31 | 444,000 | 357,873 | ||||||
6.38%, 10/23/35 | 519,000 | 503,778 | ||||||
3.50%, 6/1/41 | 230,000 | 152,297 | ||||||
3.50%, 3/1/42 | 56,000 | 36,645 | ||||||
6.48%, 10/23/45 | 72,000 | 66,223 | ||||||
5.38%, 5/1/47 | 524,000 | 418,907 | ||||||
5.75%, 4/1/48 | 47,000 | 39,651 | ||||||
5.13%, 7/1/49 | 215,000 | 165,829 | ||||||
4.80%, 3/1/50 | 150,000 | 110,970 | ||||||
3.70%, 4/1/51 | 280,000 | 174,020 | ||||||
3.90%, 6/1/52 | 290,000 | 185,617 | ||||||
5.25%, 4/1/53 | 121,000 | 95,911 | ||||||
4.40%, 12/1/61 | 232,000 | 152,925 | ||||||
3.95%, 6/30/62 | 186,000 | 112,372 | ||||||
Cheniere Corpus Christi Holdings LLC | 425,000 | 420,780 | ||||||
3.70%, 11/15/29 | 75,000 | 68,257 | ||||||
Cheniere Energy Partners LP | 350,000 | 309,333 | ||||||
3.25%, 1/31/32 | 474,000 | 391,647 | ||||||
Chubb INA Holdings, Inc. | 655,000 | 515,793 | ||||||
Church & Dwight Co., Inc. | 339,000 | 319,118 | ||||||
Cigna Group | 150,000 | 146,171 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 127 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
3.40%, 3/1/27 | $ | 380,000 | $ | 357,382 | ||||
3.05%, 10/15/27 | 165,000 | 152,140 | ||||||
4.38%, 10/15/28 | 509,000 | 490,248 | ||||||
2.38%, 3/15/31 | 637,000 | 524,429 | ||||||
4.80%, 8/15/38 | 121,000 | 111,465 | ||||||
4.80%, 7/15/46 | 131,000 | 116,273 | ||||||
3.88%, 10/15/47 | 469,000 | 357,875 | ||||||
4.90%, 12/15/48 | 160,000 | 142,475 | ||||||
3.40%, 3/15/50 | 230,000 | 160,956 | ||||||
Cintas Corp. No. 2 | 298,000 | 286,041 | ||||||
Cisco Systems, Inc. | 500,000 | 468,120 | ||||||
Citigroup, Inc. | 620,000 | 604,748 | ||||||
5.50%, 9/13/25 | 500,000 | 497,450 | ||||||
1.28%, 11/3/25, (1.281% fixed rate until 11/3/24; Secured Overnight Financing Rate + 0.528% thereafter)(c) | 500,000 | 473,090 | ||||||
3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(c) | 500,000 | 478,640 | ||||||
5.61%, 9/29/26, (5.61% fixed rate until 9/29/25; Secured Overnight Financing Rate + 1.546% thereafter)(c) | 750,000 | 746,835 | ||||||
1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(c) | 687,000 | 615,751 | ||||||
4.45%, 9/29/27 | 311,000 | 297,440 | ||||||
3.67%, 7/24/28, (3.668% fixed rate until 7/24/27; 3-month Secured Overnight Financing Rate + 1.652% thereafter)(c) | 235,000 | 218,691 | ||||||
4.13%, 7/25/28 | 65,000 | 60,668 | ||||||
4.08%, 4/23/29, (4.075% fixed rate until 4/23/28; 3-month Secured Overnight Financing Rate + 1.454% thereafter)(c) | 653,000 | 612,775 | ||||||
2.98%, 11/5/30, (2.976% fixed rate until 11/5/29; Secured Overnight Financing Rate + 1.422% thereafter)(c) | 315,000 | 271,023 | ||||||
2.67%, 1/29/31, (2.666% fixed rate until 1/29/30; Secured Overnight Financing Rate + 1.146% thereafter)(c) | 158,000 | 132,453 | ||||||
4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c) | 510,000 | 473,892 | ||||||
2.56%, 5/1/32, (2.561% fixed rate until 5/1/31; Secured Overnight Financing Rate + 1.167% thereafter)(c) | 262,000 | 211,067 | ||||||
6.63%, 6/15/32 | 336,000 | 350,388 | ||||||
3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(c) | 467,000 | 385,210 | ||||||
3.79%, 3/17/33, (3.785% fixed rate until 3/17/32; Secured Overnight Financing Rate + 1.939% thereafter)(c) | 200,000 | 174,102 | ||||||
6.00%, 10/31/33 | 50,000 | 50,381 | ||||||
6.68%, 9/13/43 | 54,000 | 56,796 | ||||||
4.75%, 5/18/46 | 210,000 | 176,177 | ||||||
Citizens Financial Group, Inc. | 309,000 | 280,538 | ||||||
2.50%, 2/6/30 | 75,000 | 60,305 | ||||||
2.64%, 9/30/32 | 354,000 | 258,576 | ||||||
Clorox Co. | 125,000 | 115,674 | ||||||
4.60%, 5/1/32 | 20,000 | 19,347 | ||||||
CMS Energy Corp. | 157,000 | 146,534 | ||||||
4.75%, 6/1/50, (4.75% fixed rate until 3/1/30; 5-year Constant Maturity Treasury Rate + 4.116% thereafter)(c) | 82,000 | 71,751 | ||||||
CNA Financial Corp. | 460,000 | 368,948 | ||||||
Coca-Cola Co. | 500,000 | 479,005 | ||||||
2.90%, 5/25/27 | 115,000 | 108,166 | ||||||
2.00%, 3/5/31 | 349,000 | 290,347 | ||||||
Comcast Corp. | 500,000 | 483,380 | ||||||
3.95%, 10/15/25 | 750,000 | 730,717 | ||||||
3.30%, 2/1/27 | 384,000 | 363,314 | ||||||
2.65%, 2/1/30 | 206,000 | 179,160 | ||||||
1.95%, 1/15/31 | 85,000 | 68,813 | ||||||
1.50%, 2/15/31 | 416,000 | 325,828 | ||||||
CommonSpirit Health | 500,000 | 459,555 | ||||||
Conagra Brands, Inc. | 78,000 | 83,323 | ||||||
4.85%, 11/1/28 | 187,000 | 182,048 | ||||||
8.25%, 9/15/30(d) | 335,000 | 383,421 | ||||||
5.40%, 11/1/48 | 10,000 | 9,092 | ||||||
ConocoPhillips | 130,000 | 143,078 | ||||||
Consolidated Edison Co. of New York, Inc. | 178,000 | 147,720 | ||||||
Constellation Brands, Inc. | 190,000 | 180,943 | ||||||
3.50%, 5/9/27 | 587,000 | 552,543 | ||||||
2.88%, 5/1/30 | 210,000 | 181,188 | ||||||
4.50%, 5/9/47 | 160,000 | 134,261 | ||||||
4.10%, 2/15/48 | 114,000 | 90,659 | ||||||
Constellation Energy Generation LLC | 31,000 | 31,441 | ||||||
5.60%, 6/15/42 | 112,000 | 105,912 | ||||||
Consumers Energy Co. | 33,000 | 31,244 | ||||||
Continental Airlines Pass-Through Trust | 8,714 | 8,518 | ||||||
Corebridge Financial, Inc. | 250,000 | 229,132 | ||||||
3.90%, 4/5/32 | 250,000 | 218,670 | ||||||
Corning, Inc. | 75,000 | 67,375 | ||||||
5.45%, 11/15/79 | 270,000 | 242,190 | ||||||
Costco Wholesale Corp. | 411,000 | 363,546 | ||||||
1.60%, 4/20/30 | 125,000 | 103,215 | ||||||
Crown Castle, Inc. | 50,000 | 46,180 | ||||||
4.00%, 3/1/27 | 193,000 | 183,373 | ||||||
3.65%, 9/1/27 | 104,000 | 96,955 | ||||||
3.80%, 2/15/28 | 53,000 | 49,338 | ||||||
4.30%, 2/15/29 | 328,000 | 308,664 | ||||||
3.10%, 11/15/29 | 145,000 | 126,381 | ||||||
See Notes to Financial Statements.
| 128 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
2.25%, 1/15/31 | $ | 640,000 | $ | 514,093 | ||||
4.75%, 5/15/47 | 190,000 | 157,449 | ||||||
5.20%, 2/15/49 | 115,000 | 102,203 | ||||||
CSX Corp. | 500,000 | 480,850 | ||||||
3.25%, 6/1/27 | 149,000 | 140,288 | ||||||
3.80%, 3/1/28 | 117,000 | 111,438 | ||||||
2.40%, 2/15/30 | 110,000 | 94,054 | ||||||
4.10%, 11/15/32 | 232,000 | 218,006 | ||||||
6.00%, 10/1/36 | 100,000 | 104,949 | ||||||
4.10%, 3/15/44 | 71,000 | 59,100 | ||||||
3.80%, 11/1/46 | 130,000 | 101,707 | ||||||
4.75%, 11/15/48 | 160,000 | 143,482 | ||||||
4.50%, 3/15/49 | 218,000 | 189,034 | ||||||
3.80%, 4/15/50 | 75,000 | 58,225 | ||||||
4.65%, 3/1/68 | 60,000 | 51,839 | ||||||
CubeSmart LP | 78,000 | 66,228 | ||||||
4.38%, 2/15/29(d) | 150,000 | 140,637 | ||||||
2.50%, 2/15/32 | 200,000 | 157,872 | ||||||
CVS Health Corp. | 435,000 | 422,085 | ||||||
5.00%, 2/20/26 | 500,000 | 496,400 | ||||||
6.25%, 6/1/27 | 100,000 | 102,963 | ||||||
4.30%, 3/25/28 | 547,000 | 526,039 | ||||||
3.25%, 8/15/29 | 641,000 | 573,067 | ||||||
4.88%, 7/20/35 | 653,000 | 608,126 | ||||||
4.78%, 3/25/38 | 250,000 | 224,242 | ||||||
6.13%, 9/15/39 | 50,000 | 50,660 | ||||||
4.13%, 4/1/40 | 464,000 | 378,424 | ||||||
2.70%, 8/21/40 | 96,000 | 64,421 | ||||||
5.13%, 7/20/45 | 103,000 | 91,850 | ||||||
5.05%, 3/25/48 | 609,000 | 535,262 | ||||||
4.25%, 4/1/50 | 356,000 | 281,582 | ||||||
5.63%, 2/21/53 | 250,000 | 237,000 | ||||||
Dayton Power & Light Co. | 110,000 | 83,598 | ||||||
DCP Midstream Operating LP | 30,000 | 25,037 | ||||||
5.60%, 4/1/44 | 25,000 | 23,283 | ||||||
Dell International LLC / EMC Corp. | 823,000 | 831,880 | ||||||
6.10%, 7/15/27 | 243,000 | 248,893 | ||||||
8.10%, 7/15/36 | 418,000 | 480,612 | ||||||
3.45%, 12/15/51(e) | 104,000 | 68,110 | ||||||
Devon Energy Corp. | 500,000 | 495,575 | ||||||
5.00%, 6/15/45 | 240,000 | 205,886 | ||||||
Diamondback Energy, Inc. | 220,000 | 207,181 | ||||||
3.50%, 12/1/29 | 178,000 | 161,175 | ||||||
3.13%, 3/24/31 | 310,000 | 266,584 | ||||||
4.40%, 3/24/51 | 77,000 | 59,897 | ||||||
Digital Realty Trust LP | 173,000 | 161,452 | ||||||
4.45%, 7/15/28 | 132,000 | 125,062 | ||||||
3.60%, 7/1/29 | 50,000 | 45,067 | ||||||
Discover Bank | 573,000 | 526,043 | ||||||
Discovery Communications LLC | 200,000 | 193,680 | ||||||
3.95%, 3/20/28 | 201,000 | 187,093 | ||||||
4.13%, 5/15/29 | 425,000 | 390,341 | ||||||
5.00%, 9/20/37 | 250,000 | 213,737 | ||||||
5.30%, 5/15/49 | 30,000 | 24,503 | ||||||
4.00%, 9/15/55 | 427,000 | 278,754 | ||||||
Dollar General Corp. | 73,000 | 69,706 | ||||||
3.50%, 4/3/30 | 218,000 | 193,741 | ||||||
5.45%, 7/5/33 | 350,000 | 339,633 | ||||||
4.13%, 4/3/50 | 89,000 | 66,134 | ||||||
Dollar Tree, Inc. | 440,000 | 355,551 | ||||||
Dominion Energy, Inc. | 78,000 | 74,436 | ||||||
3.38%, 4/1/30, Series C | 580,000 | 511,937 | ||||||
4.35%, 8/15/32, Series A | 99,000 | 91,552 | ||||||
5.25%, 8/1/33, Series F | 45,000 | 43,415 | ||||||
7.00%, 6/15/38 | 35,000 | 37,961 | ||||||
4.70%, 12/1/44 | 137,000 | 115,429 | ||||||
4.60%, 3/15/49, Series A | 47,000 | 39,109 | ||||||
Dow Chemical Co. | 272,000 | 268,252 | ||||||
7.38%, 11/1/29 | 210,000 | 230,630 | ||||||
4.25%, 10/1/34 | 145,000 | 130,812 | ||||||
5.25%, 11/15/41 | 217,000 | 202,747 | ||||||
5.55%, 11/30/48 | 29,000 | 27,612 | ||||||
6.90%, 5/15/53 | 200,000 | 222,976 | ||||||
DTE Electric Co. | 415,000 | 353,339 | ||||||
DTE Energy Co. | 250,000 | 245,245 | ||||||
2.85%, 10/1/26 | 131,000 | 121,271 | ||||||
Duke Energy Carolinas LLC | 500,000 | 492,620 | ||||||
Duke Energy Corp. | 172,000 | 155,710 | ||||||
2.45%, 6/1/30 | 260,000 | 216,512 | ||||||
2.55%, 6/15/31 | 738,000 | 603,101 | ||||||
3.30%, 6/15/41 | 76,000 | 54,560 | ||||||
4.80%, 12/15/45 | 10,000 | 8,662 | ||||||
3.75%, 9/1/46 | 161,000 | 118,188 | ||||||
3.95%, 8/15/47 | 125,000 | 93,568 | ||||||
4.20%, 6/15/49 | 300,000 | 233,574 | ||||||
3.25%, 1/15/82, (3.25% fixed rate until 1/15/27; 5-year Constant Maturity Treasury Rate +2.321% thereafter)(c) | 100,000 | 74,089 | ||||||
Duke Energy Florida Project Finance LLC | 59,000 | 48,276 | ||||||
Duke Energy Progress NC Storm Funding LLC | 500,000 | 387,840 | ||||||
DuPont de Nemours, Inc. | 324,000 | 319,811 | ||||||
5.32%, 11/15/38 | 66,000 | 64,699 | ||||||
5.42%, 11/15/48 | 177,000 | 171,594 | ||||||
Eastman Chemical Co. | 222,000 | 212,352 | ||||||
4.80%, 9/1/42 | 40,000 | 33,956 | ||||||
4.65%, 10/15/44 | 45,000 | 36,680 | ||||||
Eaton Corp. | 216,000 | 202,604 | ||||||
4.00%, 11/2/32 | 101,000 | 94,492 | ||||||
Eaton Vance Corp. | 90,000 | 84,584 | ||||||
eBay, Inc. | 100,000 | 94,446 | ||||||
2.60%, 5/10/31 | 371,000 | 307,073 | ||||||
4.00%, 7/15/42 | 140,000 | 109,686 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 129 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Ecolab, Inc. | $ | 136,000 | $ | 135,234 | ||||
Electronic Arts, Inc. | 175,000 | 140,058 | ||||||
Elevance Health, Inc. | 485,000 | 463,912 | ||||||
5.35%, 10/15/25 | 350,000 | 349,622 | ||||||
3.65%, 12/1/27 | 42,000 | 39,599 | ||||||
2.25%, 5/15/30 | 230,000 | 192,176 | ||||||
2.55%, 3/15/31 | 372,000 | 311,442 | ||||||
4.63%, 5/15/42 | 30,000 | 26,677 | ||||||
5.10%, 1/15/44 | 242,000 | 223,528 | ||||||
4.65%, 8/15/44 | 26,000 | 22,728 | ||||||
4.38%, 12/1/47 | 79,000 | 66,761 | ||||||
3.13%, 5/15/50 | 212,000 | 143,494 | ||||||
3.60%, 3/15/51 | 419,000 | 308,267 | ||||||
Eli Lilly & Co. | 137,000 | 128,274 | ||||||
Emerson Electric Co. | 335,000 | 275,651 | ||||||
Energy Transfer LP | 450,000 | 427,959 | ||||||
4.40%, 3/15/27 | 10,000 | 9,598 | ||||||
5.50%, 6/1/27 | 385,000 | 383,006 | ||||||
4.00%, 10/1/27 | 196,000 | 184,238 | ||||||
4.95%, 5/15/28 | 145,000 | 140,969 | ||||||
4.15%, 9/15/29 | 359,000 | 330,876 | ||||||
3.75%, 5/15/30 | 191,000 | 170,855 | ||||||
6.63%, 10/15/36 | 50,000 | 51,339 | ||||||
5.80%, 6/15/38, Series 20Y | 135,000 | 128,060 | ||||||
7.50%, 7/1/38 | 60,000 | 65,299 | ||||||
6.10%, 2/15/42 | 100,000 | 94,152 | ||||||
4.95%, 1/15/43 | 54,000 | 44,382 | ||||||
5.35%, 5/15/45 | 180,000 | 154,033 | ||||||
5.30%, 4/15/47 | 185,000 | 157,156 | ||||||
5.40%, 10/1/47 | 160,000 | 137,949 | ||||||
6.25%, 4/15/49 | 105,000 | 100,520 | ||||||
5.00%, 5/15/50 | 218,000 | 179,506 | ||||||
Enstar Group Ltd. | 296,000 | 277,666 | ||||||
Entergy Corp. | 335,000 | 282,804 | ||||||
3.75%, 6/15/50 | 89,000 | 62,994 | ||||||
Entergy Louisiana LLC | 510,000 | 484,352 | ||||||
3.05%, 6/1/31 | 25,000 | 21,511 | ||||||
Enterprise Products Operating LLC | 672,000 | 642,224 | ||||||
3.13%, 7/31/29 | 171,000 | 153,257 | ||||||
6.65%, 10/15/34, Series H | 105,000 | 113,832 | ||||||
7.55%, 4/15/38 | 50,000 | 57,696 | ||||||
5.95%, 2/1/41 | 80,000 | 81,856 | ||||||
4.45%, 2/15/43 | 163,000 | 138,747 | ||||||
4.85%, 3/15/44 | 417,000 | 372,919 | ||||||
5.10%, 2/15/45 | 125,000 | 114,838 | ||||||
4.25%, 2/15/48 | 220,000 | 179,511 | ||||||
4.95%, 10/15/54 | 125,000 | 111,020 | ||||||
3.95%, 1/31/60 | 402,000 | 297,757 | ||||||
5.25%, 8/16/77, Series E, (5.25% fixed rate until 8/16/27; 3-month Secured Overnight Financing Rate + 3.295% thereafter)(c) | 117,000 | 103,242 | ||||||
EPR Properties | 15,000 | 13,839 | ||||||
3.60%, 11/15/31 | 94,000 | 72,222 | ||||||
EQT Corp. | 181,000 | 180,848 | ||||||
7.00%, 2/1/30 | 45,000 | 47,250 | ||||||
Equifax, Inc. | 300,000 | 280,584 | ||||||
Equinix, Inc. | 253,000 | 221,218 | ||||||
3.20%, 11/18/29 | 456,000 | 400,122 | ||||||
2.15%, 7/15/30 | 40,000 | 32,333 | ||||||
3.90%, 4/15/32 | 175,000 | 155,818 | ||||||
3.00%, 7/15/50 | 134,000 | 84,302 | ||||||
Equitable Holdings, Inc. | 294,000 | 278,406 | ||||||
5.00%, 4/20/48 | 204,000 | 172,321 | ||||||
ERP Operating LP | 72,000 | 67,242 | ||||||
4.15%, 12/1/28 | 183,000 | 174,394 | ||||||
Essential Properties LP | 193,000 | 144,847 | ||||||
Essential Utilities, Inc. | 367,000 | 336,469 | ||||||
4.28%, 5/1/49 | 150,000 | 116,943 | ||||||
Essex Portfolio LP | 125,000 | 115,571 | ||||||
3.00%, 1/15/30 | 135,000 | 115,240 | ||||||
1.65%, 1/15/31 | 256,000 | 193,664 | ||||||
4.50%, 3/15/48 | 35,000 | 27,496 | ||||||
Estee Lauder Cos., Inc. | 140,000 | 113,189 | ||||||
Everest Reinsurance Holdings, Inc. | 160,000 | 109,971 | ||||||
3.13%, 10/15/52 | 127,000 | 81,145 | ||||||
Evergy, Inc. | 174,000 | 151,504 | ||||||
Eversource Energy | 500,000 | 492,025 | ||||||
3.30%, 1/15/28, Series M | 78,000 | 71,838 | ||||||
1.65%, 8/15/30, Series R | 325,000 | 255,872 | ||||||
Exelon Corp. | 200,000 | 190,244 | ||||||
3.35%, 3/15/32 | 380,000 | 327,127 | ||||||
4.95%, 6/15/35 | 151,000 | 141,342 | ||||||
4.45%, 4/15/46 | 60,000 | 49,606 | ||||||
5.60%, 3/15/53 | 500,000 | 483,225 | ||||||
Expedia Group, Inc. | 348,000 | 303,449 | ||||||
Extra Space Storage LP | 35,000 | 32,999 | ||||||
3.88%, 12/15/27 | 10,000 | 9,331 | ||||||
2.55%, 6/1/31 | 95,000 | 76,268 | ||||||
See Notes to Financial Statements.
| 130 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Federal Realty OP LP | ||||||||
3.20%, 6/15/29 | $ | 72,000 | $ | 62,265 | ||||
4.50%, 12/1/44 | 163,000 | 126,384 | ||||||
FedEx Corp. | 100,000 | 93,266 | ||||||
3.10%, 8/5/29 | 270,000 | 242,174 | ||||||
4.25%, 5/15/30 | 50,000 | 47,453 | ||||||
4.90%, 1/15/34 | 144,000 | 139,484 | ||||||
3.25%, 5/15/41 | 350,000 | 255,209 | ||||||
4.75%, 11/15/45 | 266,000 | 229,444 | ||||||
4.55%, 4/1/46 | 16,000 | 13,411 | ||||||
4.40%, 1/15/47 | 93,000 | 76,611 | ||||||
4.05%, 2/15/48 | 275,000 | 214,791 | ||||||
5.25%, 5/15/50 | 41,000 | 38,167 | ||||||
Fidelity National Financial, Inc. | 200,000 | 188,176 | ||||||
3.40%, 6/15/30 | 40,000 | 34,800 | ||||||
Fidelity National Information Services, Inc. | 191,000 | 163,895 | ||||||
5.10%, 7/15/32(d) | 425,000 | 416,806 | ||||||
Fifth Third Bancorp | 303,000 | 288,444 | ||||||
8.25%, 3/1/38 | 300,000 | 339,063 | ||||||
Fifth Third Bank NA | ||||||||
5.85%, 10/27/25, (5.852% fixed rate until 10/27/24; Secured Overnight Financing Index + 1.23% thereafter)(c) | 1,000,000 | 986,120 | ||||||
Fiserv, Inc. | 142,000 | 127,429 | ||||||
4.20%, 10/1/28 | 307,000 | 293,185 | ||||||
2.65%, 6/1/30 | 373,000 | 314,085 | ||||||
4.40%, 7/1/49 | 438,000 | 357,881 | ||||||
Flex Ltd. | 50,000 | 47,807 | ||||||
Flowers Foods, Inc. | 13,000 | 12,226 | ||||||
FMC Corp. | 101,000 | 93,560 | ||||||
3.45%, 10/1/29 | 55,000 | 47,974 | ||||||
Fortinet, Inc. | 110,000 | 98,318 | ||||||
Fortune Brands Innovations, Inc. | 250,000 | 193,072 | ||||||
Fox Corp. | 170,000 | 164,009 | ||||||
3.50%, 4/8/30 | 100,000 | 89,402 | ||||||
5.48%, 1/25/39 | 128,000 | 116,116 | ||||||
5.58%, 1/25/49 | 47,000 | 41,966 | ||||||
Freeport-McMoRan, Inc. | 445,000 | 414,371 | ||||||
5.40%, 11/14/34 | 90,000 | 85,496 | ||||||
5.45%, 3/15/43 | 150,000 | 134,691 | ||||||
FS KKR Capital Corp. | 100,000 | 91,780 | ||||||
3.13%, 10/12/28 | 291,000 | 238,105 | ||||||
GATX Corp. | 73,000 | 67,856 | ||||||
4.55%, 11/7/28 | 93,000 | 88,424 | ||||||
4.70%, 4/1/29 | 46,000 | 43,769 | ||||||
1.90%, 6/1/31 | 228,000 | 173,590 | ||||||
GE HealthCare Technologies, Inc. | 500,000 | 500,180 | ||||||
6.38%, 11/22/52 | 200,000 | 215,338 | ||||||
General Dynamics Corp. | 500,000 | 484,580 | ||||||
2.13%, 8/15/26 | 114,000 | 105,403 | ||||||
2.63%, 11/15/27 | 67,000 | 61,209 | ||||||
General Electric Co. | 213,000 | 237,674 | ||||||
6.88%, 1/10/39, Series A | 160,000 | 186,162 | ||||||
4.35%, 5/1/50 | 39,000 | 32,521 | ||||||
General Mills, Inc. | 28,000 | 26,338 | ||||||
4.20%, 4/17/28 | 255,000 | 244,759 | ||||||
2.25%, 10/14/31 | 160,000 | 129,272 | ||||||
3.00%, 2/1/51 | 125,000 | 84,315 | ||||||
General Motors Co. | 293,000 | 294,512 | ||||||
6.80%, 10/1/27 | 518,000 | 534,156 | ||||||
5.00%, 4/1/35 | 185,000 | 165,444 | ||||||
6.60%, 4/1/36 | 605,000 | 609,610 | ||||||
5.15%, 4/1/38 | 110,000 | 96,067 | ||||||
5.95%, 4/1/49 | 210,000 | 188,454 | ||||||
General Motors Financial Co., Inc. | 760,000 | 726,203 | ||||||
1.50%, 6/10/26 | 784,000 | 696,192 | ||||||
3.85%, 1/5/28 | 231,000 | 213,067 | ||||||
6.00%, 1/9/28 | 500,000 | 501,595 | ||||||
3.10%, 1/12/32 | 20,000 | 16,006 | ||||||
Genuine Parts Co. | 43,000 | 33,717 | ||||||
2.75%, 2/1/32 | 145,000 | 118,136 | ||||||
Georgia Power Co. | 250,000 | 240,980 | ||||||
4.30%, 3/15/43 | 25,000 | 20,605 | ||||||
3.25%, 3/15/51, Series A | 105,000 | 71,432 | ||||||
Gilead Sciences, Inc. | 210,000 | 202,051 | ||||||
2.95%, 3/1/27 | 72,000 | 67,138 | ||||||
1.65%, 10/1/30 | 525,000 | 422,121 | ||||||
2.60%, 10/1/40 | 310,000 | 216,374 | ||||||
4.80%, 4/1/44 | 395,000 | 363,842 | ||||||
2.80%, 10/1/50 | 403,000 | 259,592 | ||||||
Global Payments, Inc. | 150,000 | 133,823 | ||||||
4.95%, 8/15/27 | 38,000 | 37,050 | ||||||
4.45%, 6/1/28 | 85,000 | 80,247 | ||||||
3.20%, 8/15/29 | 333,000 | 290,273 | ||||||
5.40%, 8/15/32 | 218,000 | 213,976 | ||||||
4.15%, 8/15/49 | 43,000 | 31,618 | ||||||
Globe Life, Inc. | 345,000 | 277,066 | ||||||
GLP Capital LP / GLP Financing II, Inc. | 122,000 | 118,702 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 131 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.00%, 1/15/30 | $ | 495,000 | $ | 432,947 | ||||
Goldman Sachs Group, Inc. | 510,000 | 492,461 | ||||||
3.75%, 5/22/25 | 300,000 | 290,031 | ||||||
3.27%, 9/29/25, (3.272% fixed rate until 9/29/24; 3-month Secured Overnight Financing Rate + 1.463% thereafter)(c) | 500,000 | 485,275 | ||||||
4.25%, 10/21/25 | 250,000 | 242,625 | ||||||
0.86%, 2/12/26, (0.855% fixed rate until 2/12/25; Secured Overnight Financing Rate + 0.609% thereafter)(c) | 500,000 | 464,125 | ||||||
5.80%, 8/10/26, (5.798% fixed rate until 8/10/25; Secured Overnight Financing Rate + 1.075% thereafter)(c) | 500,000 | 498,465 | ||||||
1.43%, 3/9/27, (1.431% fixed rate until 3/9/26; Secured Overnight Financing Rate + 0.798% thereafter)(c) | 500,000 | 448,420 | ||||||
1.95%, 10/21/27, (1.948% fixed rate until 10/21/26; Secured Overnight Financing Rate + 0.913% thereafter)(c) | 900,000 | 801,225 | ||||||
3.62%, 3/15/28, (3.615% fixed rate until 3/15/27; Secured Overnight Financing Rate + 1.846% thereafter)(c) | 500,000 | 467,820 | ||||||
4.22%, 5/1/29, (4.223% fixed rate until 5/1/28; 3-month Secured Overnight Financing Rate + 1.563% thereafter)(c) | 460,000 | 433,389 | ||||||
3.80%, 3/15/30 | 533,000 | 485,312 | ||||||
2.62%, 4/22/32, (2.615% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.281% thereafter)(c) | 400,000 | 323,944 | ||||||
3.10%, 2/24/33, (3.102% fixed rate until 2/24/32; Secured Overnight Financing Rate + 1.41% thereafter)(c) | 533,000 | 443,760 | ||||||
6.75%, 10/1/37 | 389,000 | 412,713 | ||||||
5.15%, 5/22/45 | 347,000 | 319,646 | ||||||
GXO Logistics, Inc. | 100,000 | 78,407 | ||||||
Haleon U.S. Capital LLC | 590,000 | 554,871 | ||||||
Haleon UK Capital PLC | 260,000 | 250,117 | ||||||
Halliburton Co. | 225,000 | 196,441 | ||||||
4.85%, 11/15/35 | 208,000 | 195,181 | ||||||
6.70%, 9/15/38 | 56,000 | 61,692 | ||||||
7.45%, 9/15/39 | 73,000 | 85,439 | ||||||
4.75%, 8/1/43 | 67,000 | 57,997 | ||||||
5.00%, 11/15/45 | 181,000 | 163,266 | ||||||
Hanover Insurance Group, Inc. | 23,000 | 18,205 | ||||||
Harley-Davidson, Inc. | 108,000 | 82,871 | ||||||
Hartford Financial Services Group, Inc. | 105,000 | 83,862 | ||||||
4.40%, 3/15/48 | 130,000 | 108,263 | ||||||
3.60%, 8/19/49 | 80,000 | 58,467 | ||||||
Hasbro, Inc. | 249,000 | 232,803 | ||||||
6.35%, 3/15/40 | 91,000 | 91,926 | ||||||
HCA, Inc. | 765,000 | 760,288 | ||||||
5.88%, 2/15/26 | 250,000 | 250,437 | ||||||
5.25%, 6/15/26 | 322,000 | 318,216 | ||||||
4.50%, 2/15/27 | 112,000 | 108,341 | ||||||
5.63%, 9/1/28 | 450,000 | 449,388 | ||||||
4.13%, 6/15/29 | 301,000 | 278,079 | ||||||
2.38%, 7/15/31 | 180,000 | 142,382 | ||||||
5.13%, 6/15/39 | 117,000 | 106,163 | ||||||
5.50%, 6/15/47 | 132,000 | 120,260 | ||||||
5.25%, 6/15/49 | 438,000 | 382,549 | ||||||
3.50%, 7/15/51 | 99,000 | 66,062 | ||||||
Healthcare Realty Holdings LP | 140,000 | 119,626 | ||||||
2.00%, 3/15/31 | 300,000 | 231,360 | ||||||
Healthpeak OP LLC | 128,000 | 121,121 | ||||||
2.88%, 1/15/31 | 280,000 | 234,651 | ||||||
6.75%, 2/1/41 | 32,000 | 33,535 | ||||||
Hershey Co. | 50,000 | 41,076 | ||||||
Hess Corp. | 8,000 | 7,702 | ||||||
7.13%, 3/15/33 | 200,000 | 218,296 | ||||||
6.00%, 1/15/40 | 296,000 | 290,820 | ||||||
Hewlett Packard Enterprise Co. | 510,000 | 511,127 | ||||||
6.20%, 10/15/35 | 42,000 | 43,633 | ||||||
6.35%, 10/15/45 | 227,000 | 232,984 | ||||||
Highwoods Realty LP | 25,000 | 22,515 | ||||||
4.20%, 4/15/29 | 45,000 | 38,445 | ||||||
3.05%, 2/15/30 | 105,000 | 82,321 | ||||||
Home Depot, Inc. | 253,000 | 243,120 | ||||||
4.00%, 9/15/25 | 400,000 | 391,900 | ||||||
2.95%, 6/15/29 | 170,000 | 154,465 | ||||||
1.38%, 3/15/31 | 220,000 | 172,304 | ||||||
Honeywell International, Inc. | 260,000 | 206,885 | ||||||
Hormel Foods Corp. | 150,000 | 124,085 | ||||||
Host Hotels & Resorts LP | 349,000 | 298,025 | ||||||
HP, Inc. | 798,000 | 719,820 | ||||||
2.65%, 6/17/31 | 211,000 | 170,368 | ||||||
6.00%, 9/15/41(d) | 135,000 | 133,128 | ||||||
Hubbell, Inc. | 161,000 | 151,210 | ||||||
Hudson Pacific Properties LP | 55,000 | 46,543 | ||||||
4.65%, 4/1/29 | 214,000 | 163,451 | ||||||
3.25%, 1/15/30 | 140,000 | 95,222 | ||||||
Humana, Inc. | 600,000 | 470,772 | ||||||
4.95%, 10/1/44 | 57,000 | 50,812 | ||||||
4.80%, 3/15/47 | 75,000 | 66,446 | ||||||
See Notes to Financial Statements.
| 132 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Huntington Bancshares, Inc. | ||||||||
4.44%, 8/4/28, (4.443% fixed rate until 8/4/27; Secured Overnight Financing Rate + 1.97% thereafter)(c) | $ | 100,000 | $ | 94,162 | ||||
5.02%, 5/17/33, (5.023% fixed rate until 5/17/32; Secured Overnight Financing Rate + 2.05% thereafter)(c) | 300,000 | 278,223 | ||||||
Huntington Ingalls Industries, Inc. | 70,000 | 64,566 | ||||||
4.20%, 5/1/30 | 230,000 | 212,985 | ||||||
Huntsman International LLC | 100,000 | 92,663 | ||||||
Hyatt Hotels Corp. | 140,000 | 137,276 | ||||||
4.38%, 9/15/28 | 120,000 | 113,282 | ||||||
Ingredion, Inc. | 109,000 | 102,910 | ||||||
Intel Corp. | 500,000 | 485,520 | ||||||
4.88%, 2/10/26 | 500,000 | 497,575 | ||||||
2.45%, 11/15/29 | 80,000 | 69,499 | ||||||
3.90%, 3/25/30 | 334,000 | 312,651 | ||||||
2.00%, 8/12/31 | 352,000 | 284,462 | ||||||
Intercontinental Exchange, Inc. | 500,000 | 484,965 | ||||||
International Business Machines Corp. | 250,000 | 244,375 | ||||||
4.50%, 2/6/26 | 500,000 | 492,185 | ||||||
3.30%, 5/15/26 | 500,000 | 476,850 | ||||||
3.50%, 5/15/29 | 400,000 | 369,164 | ||||||
4.40%, 7/27/32 | 100,000 | 95,365 | ||||||
International Flavors & Fragrances, Inc. | 100,000 | 71,954 | ||||||
5.00%, 9/26/48 | 135,000 | 107,452 | ||||||
International Paper Co. | 70,000 | 60,402 | ||||||
4.40%, 8/15/47 | 20,000 | 16,352 | ||||||
4.35%, 8/15/48(d) | 249,000 | 205,208 | ||||||
Interpublic Group of Cos., Inc. | 73,000 | 69,876 | ||||||
4.75%, 3/30/30 | 21,000 | 20,048 | ||||||
5.40%, 10/1/48 | 110,000 | 100,253 | ||||||
Interstate Power & Light Co. | 125,000 | 119,198 | ||||||
6.25%, 7/15/39 | 10,000 | 10,310 | ||||||
3.70%, 9/15/46 | 50,000 | 36,371 | ||||||
3.50%, 9/30/49 | 175,000 | 123,513 | ||||||
3.10%, 11/30/51 | 198,000 | 126,413 | ||||||
Invitation Homes Operating Partnership LP | 63,000 | 48,259 | ||||||
J.M. Smucker Co. | 213,000 | 190,765 | ||||||
4.38%, 3/15/45 | 5,000 | 4,148 | ||||||
Jabil, Inc. | 133,000 | 124,684 | ||||||
Jackson Financial, Inc. | 140,000 | 133,830 | ||||||
Janus Henderson U.S. Holdings, Inc. | 37,000 | 36,278 | ||||||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | ||||||||
2.50%, 1/15/27 | 363,000 | 326,809 | ||||||
3.00%, 5/15/32 | 400,000 | 312,800 | ||||||
6.50%, 12/1/52 | 270,000 | 257,064 | ||||||
Jefferies Financial Group, Inc. | 115,000 | 111,925 | ||||||
4.15%, 1/23/30 | 228,000 | 205,686 | ||||||
2.75%, 10/15/32 | 120,000 | 91,997 | ||||||
6.25%, 1/15/36 | 118,000 | 119,539 | ||||||
JetBlue Pass-Through Trust | 84,991 | 72,257 | ||||||
John Deere Capital Corp. | 500,000 | 496,000 | ||||||
3.45%, 3/13/25 | 500,000 | 487,245 | ||||||
4.80%, 1/9/26 | 500,000 | 497,290 | ||||||
3.05%, 1/6/28 | 52,000 | 48,493 | ||||||
3.45%, 3/7/29 | 60,000 | 55,924 | ||||||
3.35%, 4/18/29 | 116,000 | 107,871 | ||||||
2.80%, 7/18/29 | 273,000 | 246,358 | ||||||
2.45%, 1/9/30 | 145,000 | 126,501 | ||||||
Johnson Controls International PLC | 227,000 | 234,098 | ||||||
5.13%, 9/14/45 | 7,000 | 6,490 | ||||||
4.50%, 2/15/47 | 120,000 | 101,507 | ||||||
JPMorgan Chase & Co. | ||||||||
2.30%, 10/15/25, (2.301% fixed rate until 10/15/24; Secured Overnight Financing Rate + 1.16% thereafter)(c) | 575,000 | 551,609 | ||||||
1.56%, 12/10/25, (1.561% fixed rate until 12/10/24; Secured Overnight Financing Rate + 0.605% thereafter)(c) | 500,000 | 472,380 | ||||||
5.55%, 12/15/25, (5.546% fixed rate until 12/15/24; Secured Overnight Financing Rate + 1.07% thereafter)(c) | 250,000 | 249,160 | ||||||
2.01%, 3/13/26, (2.005% fixed rate until 3/13/25; 3-month Secured Overnight Financing Rate + 1.585% thereafter)(c) | 500,000 | 471,845 | ||||||
2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(c) | 500,000 | 470,520 | ||||||
4.08%, 4/26/26, (4.08% fixed rate until 4/26/25; Secured Overnight Financing Rate + 1.32% thereafter)(c) | 500,000 | 487,860 | ||||||
1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c) | 523,000 | 472,034 | ||||||
3.96%, 1/29/27, (3.96% fixed rate until 1/29/26; 3-month Secured Overnight Financing Rate + 1.507% thereafter)(c) | 788,000 | 758,174 | ||||||
1.04%, 2/4/27, (1.04% fixed rate until 2/4/26; 3-month Secured Overnight Financing Rate + 0.695% thereafter)(c) | 500,000 | 447,115 | ||||||
1.58%, 4/22/27, (1.578% fixed rate until 4/22/26; Secured Overnight Financing Rate + 0.885% thereafter)(c) | 585,000 | 525,441 | ||||||
8.00%, 4/29/27 | 101,000 | 110,848 | ||||||
3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month Secured Overnight Financing Rate + 1.599% thereafter)(c) | 250,000 | 236,242 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 133 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(c) | $ | 560,000 | $ | 523,146 | ||||
4.85%, 7/25/28, (4.851% fixed rate until 7/25/27; Secured Overnight Financing Rate + 1.99% thereafter)(c) | 532,000 | 521,855 | ||||||
4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month Secured Overnight Financing Rate + 1.552% thereafter)(c) | 625,000 | 590,669 | ||||||
5.30%, 7/24/29, (5.299% fixed rate until 7/24/28; Secured Overnight Financing Rate + 1.45% thereafter)(c) | 500,000 | 497,295 | ||||||
2.52%, 4/22/31, (2.522% fixed rate until 4/22/30; Secured Overnight Financing Rate + 2.04% thereafter)(c) | 59,000 | 49,490 | ||||||
2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; 3-month Secured Overnight Financing Rate + 2.515% thereafter)(c) | 256,000 | 217,623 | ||||||
1.95%, 2/4/32, (1.953% fixed rate until 2/4/31; Secured Overnight Financing Rate + 1.065% thereafter)(c) | 500,000 | 394,210 | ||||||
2.58%, 4/22/32, (2.58% fixed rate until 4/22/31 ; 3-month Secured Overnight Financing Rate + 1.25% thereafter)(c) | 822,000 | 673,588 | ||||||
4.91%, 7/25/33, (4.912% fixed rate until 7/25/32; Secured Overnight Financing Rate + 2.08% thereafter)(c) | 860,000 | 827,294 | ||||||
Juniper Networks, Inc. | 100,000 | 90,576 | ||||||
5.95%, 3/15/41 | 75,000 | 71,432 | ||||||
Kellogg Co. | 270,000 | 251,076 | ||||||
7.45%, 4/1/31, Series B | 150,000 | 169,237 | ||||||
Kennametal, Inc. | 121,000 | 115,105 | ||||||
Kenvue, Inc. | 500,000 | 501,750 | ||||||
Keurig Dr. Pepper, Inc. | 634,000 | 561,508 | ||||||
2.25%, 3/15/31 | 30,000 | 24,471 | ||||||
5.09%, 5/25/48 | 125,000 | 115,765 | ||||||
KeyBank NA | 500,000 | 473,270 | ||||||
4.90%, 8/8/32 | 500,000 | 415,135 | ||||||
KeyCorp | 57,000 | 51,253 | ||||||
2.55%, 10/1/29 | 130,000 | 102,948 | ||||||
Kilroy Realty LP | 50,000 | 43,377 | ||||||
3.05%, 2/15/30 | 270,000 | 216,027 | ||||||
Kimberly-Clark Corp. | 97,000 | 90,005 | ||||||
Kimco Realty OP LLC | 150,000 | 138,093 | ||||||
1.90%, 3/1/28 | 41,000 | 34,767 | ||||||
2.70%, 10/1/30 | 60,000 | 49,537 | ||||||
4.13%, 12/1/46 | 10,000 | 7,344 | ||||||
3.70%, 10/1/49 | 150,000 | 105,084 | ||||||
Kinder Morgan Energy Partners LP | 124,000 | 135,012 | ||||||
5.80%, 3/15/35 | 50,000 | 49,000 | ||||||
6.50%, 2/1/37 | 25,000 | 25,061 | ||||||
5.00%, 8/15/42 | 210,000 | 176,482 | ||||||
5.00%, 3/1/43 | 100,000 | 84,749 | ||||||
5.40%, 9/1/44 | 43,000 | 37,535 | ||||||
Kinder Morgan, Inc. | 735,000 | 718,801 | ||||||
2.00%, 2/15/31 | 195,000 | 153,327 | ||||||
7.80%, 8/1/31 | 63,000 | 70,428 | ||||||
7.75%, 1/15/32 | 257,000 | 287,537 | ||||||
5.30%, 12/1/34 | 248,000 | 236,312 | ||||||
5.55%, 6/1/45 | 73,000 | 66,120 | ||||||
5.05%, 2/15/46 | 70,000 | 59,010 | ||||||
5.20%, 3/1/48 | 325,000 | 280,745 | ||||||
3.25%, 8/1/50 | 210,000 | 132,514 | ||||||
Kirby Corp. | 106,000 | 99,736 | ||||||
Kraft Heinz Foods Co. | 535,000 | 501,183 | ||||||
5.20%, 7/15/45 | 266,000 | 245,201 | ||||||
4.38%, 6/1/46 | 201,000 | 166,392 | ||||||
4.88%, 10/1/49 | 63,000 | 55,879 | ||||||
5.50%, 6/1/50 | 446,000 | 431,028 | ||||||
Kroger Co. | 38,000 | 29,550 | ||||||
5.40%, 7/15/40 | 165,000 | 155,405 | ||||||
5.00%, 4/15/42 | 66,000 | 58,756 | ||||||
5.15%, 8/1/43 | 200,000 | 180,804 | ||||||
4.65%, 1/15/48 | 119,000 | 101,793 | ||||||
5.40%, 1/15/49 | 10,000 | 9,563 | ||||||
Kyndryl Holdings, Inc. | 54,000 | 47,521 | ||||||
4.10%, 10/15/41 | 115,000 | 78,700 | ||||||
L3Harris Technologies, Inc. | 56,000 | 53,879 | ||||||
1.80%, 1/15/31 | 215,000 | 169,437 | ||||||
4.85%, 4/27/35 | 105,000 | 99,123 | ||||||
Laboratory Corp. of America Holdings | 212,000 | 190,825 | ||||||
3.60%, 9/1/27 | 185,000 | 175,443 | ||||||
Lam Research Corp. | 124,000 | 118,988 | ||||||
Lear Corp. | 298,000 | 277,179 | ||||||
Leggett & Platt, Inc. | 120,000 | 110,730 | ||||||
3.50%, 11/15/51 | 190,000 | 131,195 | ||||||
Leidos, Inc. | 330,000 | 261,697 | ||||||
Lennar Corp. | 355,000 | 353,385 | ||||||
5.00%, 6/15/27 | 100,000 | 98,505 | ||||||
Lincoln National Corp. | 38,000 | 35,617 | ||||||
3.80%, 3/1/28(d) | 98,000 | 89,989 | ||||||
4.35%, 3/1/48 | 188,000 | 136,755 | ||||||
See Notes to Financial Statements.
| 134 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Linde, Inc. | $ | 250,000 | $ | 248,727 | ||||
LKQ Corp. | 25,000 | 24,814 | ||||||
Lockheed Martin Corp. | 510,000 | 508,837 | ||||||
Lowe’s Cos., Inc. | 92,000 | 89,834 | ||||||
4.00%, 4/15/25 | 650,000 | 635,654 | ||||||
3.10%, 5/3/27 | 70,000 | 65,218 | ||||||
3.65%, 4/5/29 | 336,000 | 312,131 | ||||||
4.50%, 4/15/30 | 450,000 | 433,665 | ||||||
2.63%, 4/1/31 | 195,000 | 163,537 | ||||||
3.75%, 4/1/32 | 250,000 | 224,242 | ||||||
5.00%, 4/15/40 | 125,000 | 115,930 | ||||||
2.80%, 9/15/41 | 65,000 | 44,696 | ||||||
4.05%, 5/3/47 | 141,000 | 110,526 | ||||||
3.00%, 10/15/50 | 385,000 | 244,175 | ||||||
3.50%, 4/1/51 | 239,000 | 166,449 | ||||||
5.75%, 7/1/53 | 250,000 | 247,432 | ||||||
5.85%, 4/1/63 | 250,000 | 244,287 | ||||||
LYB International Finance BV | 100,000 | 89,169 | ||||||
LYB International Finance III LLC | 100,000 | 81,319 | ||||||
3.38%, 10/1/40 | 195,000 | 140,189 | ||||||
4.20%, 10/15/49 | 110,000 | 82,113 | ||||||
3.80%, 10/1/60 | 260,000 | 170,232 | ||||||
LyondellBasell Industries NV | 87,000 | 68,639 | ||||||
Magellan Midstream Partners LP | 125,000 | 109,215 | ||||||
5.15%, 10/15/43 | 147,000 | 125,016 | ||||||
4.25%, 9/15/46 | 123,000 | 90,818 | ||||||
4.20%, 10/3/47 | 191,000 | 142,138 | ||||||
Manufacturers & Traders Trust Co. | 500,000 | 488,660 | ||||||
Marathon Oil Corp. | 40,000 | 38,172 | ||||||
6.60%, 10/1/37 | 122,000 | 123,083 | ||||||
Marathon Petroleum Corp. | 180,000 | 184,306 | ||||||
4.75%, 9/15/44 | 51,000 | 42,600 | ||||||
4.50%, 4/1/48 | 30,000 | 23,570 | ||||||
5.00%, 9/15/54 | 55,000 | 45,106 | ||||||
Markel Group, Inc. | 141,000 | 131,710 | ||||||
5.00%, 4/5/46 | 170,000 | 148,286 | ||||||
Marriott International, Inc. | 35,000 | 34,089 | ||||||
4.63%, 6/15/30, Series FF | 157,000 | 148,823 | ||||||
2.85%, 4/15/31, Series HH | 361,000 | 300,128 | ||||||
3.50%, 10/15/32, Series GG | 318,000 | 270,405 | ||||||
Marsh & McLennan Cos., Inc. | 133,000 | 128,755 | ||||||
Martin Marietta Materials, Inc. | 35,000 | 32,888 | ||||||
2.50%, 3/15/30, Series CB | 23,000 | 19,344 | ||||||
2.40%, 7/15/31 | 21,000 | 16,993 | ||||||
4.25%, 12/15/47 | 40,000 | 32,528 | ||||||
3.20%, 7/15/51 | 156,000 | 104,883 | ||||||
Marvell Technology, Inc. | 568,000 | 474,433 | ||||||
Masco Corp. | 100,000 | 85,268 | ||||||
Mastercard, Inc. | 250,000 | 238,867 | ||||||
3.50%, 2/26/28 | 22,000 | 20,930 | ||||||
2.95%, 6/1/29 | 209,000 | 189,713 | ||||||
1.90%, 3/15/31 | 50,000 | 41,041 | ||||||
McCormick & Co., Inc. | 60,000 | 56,236 | ||||||
1.85%, 2/15/31 | 235,000 | 185,147 | ||||||
McDonald’s Corp. | 500,000 | 483,505 | ||||||
3.80%, 4/1/28 | 18,000 | 17,211 | ||||||
2.63%, 9/1/29 | 71,000 | 62,850 | ||||||
2.13%, 3/1/30 | 153,000 | 129,101 | ||||||
3.60%, 7/1/30 | 296,000 | 272,563 | ||||||
4.95%, 8/14/33 | 250,000 | 247,727 | ||||||
4.70%, 12/9/35 | 152,000 | 145,443 | ||||||
4.88%, 7/15/40 | 125,000 | 116,221 | ||||||
3.70%, 2/15/42 | 200,000 | 158,892 | ||||||
4.45%, 3/1/47 | 108,000 | 93,595 | ||||||
4.45%, 9/1/48 | 250,000 | 217,972 | ||||||
3.63%, 9/1/49 | 81,000 | 61,258 | ||||||
4.20%, 4/1/50 | 43,000 | 35,758 | ||||||
McKesson Corp. | 320,000 | 289,894 | ||||||
MDC Holdings, Inc. | 550,000 | 480,986 | ||||||
3.97%, 8/6/61 | 193,000 | 113,374 | ||||||
Merck & Co., Inc. | 700,000 | 676,963 | ||||||
1.45%, 6/24/30 | 238,000 | 192,125 | ||||||
2.15%, 12/10/31 | 140,000 | 114,496 | ||||||
Mercury General Corp. | 60,000 | 56,397 | ||||||
Meta Platforms, Inc. | 500,000 | 476,600 | ||||||
3.85%, 8/15/32 | 471,000 | 432,599 | ||||||
MetLife, Inc. | 500,000 | 486,350 | ||||||
6.40%, 12/15/66 | 146,000 | 145,502 | ||||||
10.75%, 8/1/69 | 25,000 | 32,146 | ||||||
Micron Technology, Inc. | 518,000 | 510,696 | ||||||
5.33%, 2/6/29 | 287,000 | 281,461 | ||||||
2.70%, 4/15/32 | 35,000 | 27,610 | ||||||
3.37%, 11/1/41 | 250,000 | 173,562 | ||||||
Mid-America Apartments LP | 140,000 | 131,589 | ||||||
1.70%, 2/15/31 | 50,000 | 39,446 | ||||||
MidAmerican Energy Co. | 100,000 | 93,209 | ||||||
3.65%, 4/15/29 | 110,000 | 102,568 | ||||||
6.75%, 12/30/31 | 125,000 | 137,331 | ||||||
Mississippi Power Co. | 110,000 | 103,704 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 135 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Molson Coors Beverage Co. | $ | 510,000 | $ | 478,069 | ||||
5.00%, 5/1/42 | 45,000 | 40,703 | ||||||
4.20%, 7/15/46 | 220,000 | 174,442 | ||||||
Mondelez International, Inc. | 43,000 | 37,178 | ||||||
1.50%, 2/4/31 | 479,000 | 371,761 | ||||||
1.88%, 10/15/32(d) | 75,000 | 58,033 | ||||||
Montefiore Obligated Group | 75,000 | 46,339 | ||||||
Moody’s Corp. | 58,000 | 54,113 | ||||||
2.00%, 8/19/31 | 200,000 | 161,086 | ||||||
4.25%, 8/8/32 | 310,000 | 291,403 | ||||||
5.25%, 7/15/44 | 69,000 | 66,430 | ||||||
3.25%, 5/20/50 | 105,000 | 72,686 | ||||||
Morgan Stanley | 500,000 | 485,380 | ||||||
1.16%, 10/21/25, (1.164% fixed rate until 10/21/24; Secured Overnight Financing Rate + 0.56% thereafter)(c) | 500,000 | 471,715 | ||||||
5.00%, 11/24/25 | 775,000 | 763,282 | ||||||
2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(c) | 500,000 | 471,565 | ||||||
4.68%, 7/17/26, (4.679% fixed rate until 7/17/25; Secured Overnight Financing Rate + 1.669% thereafter)(c) | 560,000 | 548,481 | ||||||
3.95%, 4/23/27 | 140,000 | 132,084 | ||||||
1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(c) | 510,000 | 457,577 | ||||||
1.51%, 7/20/27, (1.512% fixed rate until 7/20/26; Secured Overnight Financing Rate + 0.858% thereafter)(c) | 1,414,000 | 1,255,844 | ||||||
4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(c) | 680,000 | 650,148 | ||||||
5.16%, 4/20/29, (5.164% fixed rate until 4/20/28; Secured Overnight Financing Rate + 1.59% thereafter)(c) | 500,000 | 490,620 | ||||||
4.43%, 1/23/30, (4.431% fixed rate until 1/23/29; 3-month Secured Overnight Financing Rate + 1.89% thereafter)(c) | 120,000 | 113,954 | ||||||
1.79%, 2/13/32, (1.794% fixed rate until 2/13/31; Secured Overnight Financing Rate + 1.034% thereafter)(c) | 356,000 | 274,010 | ||||||
7.25%, 4/1/32 | 267,000 | 303,947 | ||||||
1.93%, 4/28/32, (1.928% fixed rate until 4/28/31; Secured Overnight Financing Rate + 1.02% thereafter)(c) | 350,000 | 270,014 | ||||||
2.24%, 7/21/32, (2.239% fixed rate until 7/21/31; Secured Overnight Financing Rate + 1.178% thereafter)(c) | 260,000 | 204,386 | ||||||
2.94%, 1/21/33, (2.943% fixed rate until 1/21/32; Secured Overnight Financing Rate + 1.29% thereafter)(c) | 404,000 | 331,474 | ||||||
2.48%, 9/16/36, (2.484% fixed rate until 9/16/31; Secured Overnight Financing Rate + 1.36% thereafter)(c) | 518,000 | 390,955 | ||||||
5.95%, 1/19/38, (5.948% fixed rate until 1/19/33; 5-year Constant Maturity Treasury Rate + 2.43% thereafter)(c) | 500,000 | 486,840 | ||||||
Mosaic Co. | 123,000 | 117,412 | ||||||
5.63%, 11/15/43 | 148,000 | 136,836 | ||||||
Motorola Solutions, Inc. | 103,000 | 99,290 | ||||||
2.30%, 11/15/30 | 100,000 | 79,667 | ||||||
2.75%, 5/24/31 | 371,000 | 301,037 | ||||||
5.50%, 9/1/44 | 25,000 | 22,998 | ||||||
MPLX LP | 175,000 | 166,682 | ||||||
4.00%, 3/15/28 | 130,000 | 122,136 | ||||||
4.80%, 2/15/29 | 215,000 | 207,322 | ||||||
2.65%, 8/15/30 | 310,000 | 257,418 | ||||||
4.95%, 9/1/32 | 250,000 | 235,885 | ||||||
5.20%, 12/1/47 | 127,000 | 109,212 | ||||||
4.70%, 4/15/48 | 402,000 | 323,783 | ||||||
Mylan, Inc. | 191,000 | 179,865 | ||||||
5.20%, 4/15/48 | 400,000 | 312,068 | ||||||
Nasdaq, Inc. | 150,000 | 150,258 | ||||||
1.65%, 1/15/31(d) | 440,000 | 344,643 | ||||||
2.50%, 12/21/40 | 50,000 | 32,906 | ||||||
3.95%, 3/7/52 | 50,000 | 37,543 | ||||||
National Fuel Gas Co. | 150,000 | 138,944 | ||||||
4.75%, 9/1/28 | 105,000 | 100,226 | ||||||
National Health Investors, Inc. | 365,000 | 276,896 | ||||||
National Rural Utilities Cooperative Finance Corp. | 260,000 | 255,528 | ||||||
3.90%, 11/1/28 | 78,000 | 73,739 | ||||||
3.70%, 3/15/29 | 142,000 | 132,309 | ||||||
1.65%, 6/15/31 | 15,000 | 11,517 | ||||||
2.75%, 4/15/32 | 242,000 | 198,522 | ||||||
Netflix, Inc. | 500,000 | 514,635 | ||||||
NewMarket Corp. | 179,000 | 145,522 | ||||||
Newmont Corp. | 171,000 | 147,681 | ||||||
2.60%, 7/15/32 | 220,000 | 177,126 | ||||||
6.25%, 10/1/39 | 138,000 | 144,371 | ||||||
5.45%, 6/9/44 | 75,000 | 71,510 | ||||||
NextEra Energy Capital Holdings, Inc. | 510,000 | 512,259 | ||||||
4.45%, 6/20/25 | 401,000 | 392,816 | ||||||
5.75%, 9/1/25 | 250,000 | 250,770 | ||||||
1.90%, 6/15/28 | 386,000 | 331,840 | ||||||
3.50%, 4/1/29 | 267,000 | 244,193 | ||||||
2.75%, 11/1/29 | 360,000 | 311,591 | ||||||
2.44%, 1/15/32 | 110,000 | 88,153 | ||||||
3.00%, 1/15/52 | 85,000 | 54,148 | ||||||
NIKE, Inc. | 180,000 | 160,672 | ||||||
See Notes to Financial Statements.
| 136 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
NiSource, Inc. | $ | 515,000 | $ | 461,867 | ||||
5.25%, 2/15/43 | 25,000 | 23,301 | ||||||
4.80%, 2/15/44 | 71,000 | 62,043 | ||||||
5.65%, 2/1/45 | 94,000 | 90,241 | ||||||
4.38%, 5/15/47 | 131,000 | 107,437 | ||||||
NNN REIT, Inc. | 90,000 | 84,150 | ||||||
3.50%, 10/15/27 | 15,000 | 13,830 | ||||||
2.50%, 4/15/30 | 200,000 | 165,722 | ||||||
3.50%, 4/15/51 | 150,000 | 101,399 | ||||||
Norfolk Southern Corp. | 60,000 | 56,078 | ||||||
3.80%, 8/1/28 | 34,000 | 32,179 | ||||||
2.55%, 11/1/29 | 193,000 | 166,567 | ||||||
4.84%, 10/1/41 | 120,000 | 109,300 | ||||||
3.95%, 10/1/42 | 62,000 | 49,891 | ||||||
3.94%, 11/1/47 | 113,000 | 89,559 | ||||||
4.10%, 5/15/49 | 113,000 | 92,002 | ||||||
3.05%, 5/15/50 | 145,000 | 96,734 | ||||||
2.90%, 8/25/51 | 110,000 | 70,100 | ||||||
3.70%, 3/15/53 | 45,000 | 33,521 | ||||||
4.10%, 5/15/2121 | 195,000 | 137,241 | ||||||
Northern Trust Corp. | 500,000 | 480,390 | ||||||
Northrop Grumman Corp. | 450,000 | 434,997 | ||||||
3.20%, 2/1/27 | 102,000 | 96,330 | ||||||
5.15%, 5/1/40 | 285,000 | 274,050 | ||||||
5.05%, 11/15/40 | 26,000 | 24,659 | ||||||
4.03%, 10/15/47 | 68,000 | 56,017 | ||||||
5.25%, 5/1/50 | 205,000 | 201,617 | ||||||
NOV, Inc. | 180,000 | 133,794 | ||||||
NSTAR Electric Co. | 125,000 | 117,175 | ||||||
Nucor Corp. | 250,000 | 235,235 | ||||||
NVIDIA Corp. | 555,000 | 498,185 | ||||||
O’Reilly Automotive, Inc. | 50,000 | 47,391 | ||||||
4.20%, 4/1/30 | 225,000 | 211,333 | ||||||
1.75%, 3/15/31 | 175,000 | 137,925 | ||||||
Occidental Petroleum Corp. | 700,000 | 694,533 | ||||||
7.50%, 5/1/31 | 500,000 | 542,590 | ||||||
6.45%, 9/15/36 | 500,000 | 511,790 | ||||||
Oglethorpe Power Corp. | 60,000 | 59,971 | ||||||
5.25%, 9/1/50 | 80,000 | 71,769 | ||||||
Oklahoma Gas & Electric Co. | 135,000 | 127,452 | ||||||
Old Republic International Corp. | 25,000 | 17,455 | ||||||
Omega Healthcare Investors, Inc. | 30,000 | 28,408 | ||||||
4.75%, 1/15/28 | 135,000 | 127,007 | ||||||
3.63%, 10/1/29 | 112,000 | 95,001 | ||||||
Omnicom Group, Inc. | 418,000 | 346,798 | ||||||
Oncor Electric Delivery Co. LLC | 500,000 | 476,560 | ||||||
ONEOK Partners LP | 195,000 | 189,021 | ||||||
ONEOK, Inc. | 500,000 | 465,865 | ||||||
4.00%, 7/13/27 | 115,000 | 108,929 | ||||||
4.55%, 7/15/28 | 157,000 | 149,769 | ||||||
3.40%, 9/1/29 | 269,000 | 237,713 | ||||||
4.95%, 7/13/47 | 325,000 | 267,771 | ||||||
7.15%, 1/15/51 | 140,000 | 148,743 | ||||||
Oracle Corp. | 544,000 | 526,995 | ||||||
2.50%, 4/1/25 | 810,000 | 771,533 | ||||||
2.65%, 7/15/26 | 114,000 | 105,906 | ||||||
2.80%, 4/1/27 | 387,000 | 355,525 | ||||||
2.95%, 4/1/30 | 185,000 | 160,336 | ||||||
2.88%, 3/25/31 | 845,000 | 714,295 | ||||||
6.25%, 11/9/32 | 250,000 | 261,840 | ||||||
4.90%, 2/6/33 | 250,000 | 238,885 | ||||||
3.80%, 11/15/37 | 240,000 | 193,442 | ||||||
6.50%, 4/15/38 | 301,000 | 317,576 | ||||||
3.60%, 4/1/40 | 254,000 | 192,380 | ||||||
5.38%, 7/15/40 | 570,000 | 531,656 | ||||||
4.13%, 5/15/45 | 155,000 | 119,854 | ||||||
4.00%, 7/15/46 | 476,000 | 357,814 | ||||||
4.00%, 11/15/47 | 130,000 | 97,050 | ||||||
3.60%, 4/1/50 | 156,000 | 107,741 | ||||||
3.95%, 3/25/51 | 75,000 | 54,854 | ||||||
5.55%, 2/6/53 | 500,000 | 465,040 | ||||||
4.38%, 5/15/55 | 173,000 | 133,146 | ||||||
3.85%, 4/1/60 | 262,000 | 178,215 | ||||||
4.10%, 3/25/61 | 423,000 | 301,087 | ||||||
Oshkosh Corp. | 46,000 | 44,995 | ||||||
Otis Worldwide Corp. | 448,000 | 383,385 | ||||||
3.11%, 2/15/40 | 15,000 | 11,305 | ||||||
Ovintiv, Inc. | 431,000 | 457,830 | ||||||
Owens Corning | 32,000 | 35,314 | ||||||
4.30%, 7/15/47 | 74,000 | 59,496 | ||||||
4.40%, 1/30/48 | 175,000 | 142,200 | ||||||
PACCAR Financial Corp. | 300,000 | 291,627 | ||||||
Pacific Gas & Electric Co. | 273,000 | 259,648 | ||||||
2.10%, 8/1/27 | 272,000 | 234,535 | ||||||
3.75%, 7/1/28 | 328,000 | 295,318 | ||||||
4.55%, 7/1/30 | 535,000 | 481,238 | ||||||
2.50%, 2/1/31 | 795,000 | 620,434 | ||||||
4.40%, 3/1/32 | 45,000 | 38,869 | ||||||
4.50%, 7/1/40 | 277,000 | 214,068 | ||||||
3.75%, 8/15/42 | 350,000 | 236,719 | ||||||
4.60%, 6/15/43 | 50,000 | 37,548 | ||||||
4.75%, 2/15/44 | 87,000 | 67,015 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 137 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.00%, 12/1/46 | $ | 100,000 | $ | 66,403 | ||||
4.95%, 7/1/50 | 226,000 | 175,073 | ||||||
3.50%, 8/1/50 | 235,000 | 148,165 | ||||||
Packaging Corp. of America | 122,000 | 106,644 | ||||||
4.05%, 12/15/49 | 26,000 | 20,254 | ||||||
Paramount Global | 92,000 | 82,955 | ||||||
3.70%, 6/1/28 | 97,000 | 86,986 | ||||||
4.95%, 1/15/31(d) | 246,000 | 219,875 | ||||||
4.20%, 5/19/32 | 45,000 | 37,493 | ||||||
5.90%, 10/15/40 | 150,000 | 125,658 | ||||||
4.85%, 7/1/42 | 55,000 | 39,906 | ||||||
5.85%, 9/1/43 | 452,000 | 374,437 | ||||||
5.25%, 4/1/44 | 30,000 | 22,530 | ||||||
4.95%, 5/19/50 | 192,000 | 140,525 | ||||||
Parker-Hannifin Corp. | 145,000 | 136,497 | ||||||
3.25%, 6/14/29 | 217,000 | 196,394 | ||||||
4.10%, 3/1/47(e) | 100,000 | 82,542 | ||||||
4.00%, 6/14/49 | 105,000 | 85,259 | ||||||
PayPal Holdings, Inc. | 306,000 | 296,180 | ||||||
2.30%, 6/1/30 | 290,000 | 244,171 | ||||||
Pentair Finance Sarl | 229,000 | 214,289 | ||||||
PepsiCo, Inc. | 1,000,000 | 957,300 | ||||||
3.00%, 10/15/27 | 130,000 | 122,223 | ||||||
Pfizer Investment Enterprises Pte. Ltd. | 750,000 | 738,045 | ||||||
4.45%, 5/19/28 | 500,000 | 490,625 | ||||||
Pfizer, Inc. | 116,000 | 108,868 | ||||||
2.63%, 4/1/30 | 596,000 | 524,158 | ||||||
1.70%, 5/28/30 | 32,000 | 26,396 | ||||||
1.75%, 8/18/31 | 249,000 | 200,497 | ||||||
PG&E Recovery Funding LLC | 1,000,000 | 996,240 | ||||||
5.54%, 7/15/49, Series A-3 | 1,000,000 | 991,310 | ||||||
PG&E Wildfire Recovery Funding LLC | 335,000 | 311,647 | ||||||
4.67%, 12/1/53, Series A-5 | 480,000 | 432,259 | ||||||
5.10%, 6/1/54, Series A-5 | 660,000 | 636,002 | ||||||
Philip Morris International, Inc. | 500,000 | 495,315 | ||||||
4.88%, 2/15/28 | 510,000 | 503,237 | ||||||
1.75%, 11/1/30 | 420,000 | 329,507 | ||||||
Phillips 66 | 120,000 | 113,114 | ||||||
4.65%, 11/15/34 | 322,000 | 302,442 | ||||||
5.88%, 5/1/42 | 155,000 | 158,486 | ||||||
4.88%, 11/15/44 | 53,000 | 47,888 | ||||||
4.90%, 10/1/46 | 100,000 | 87,928 | ||||||
3.30%, 3/15/52 | 300,000 | 200,733 | ||||||
Physicians Realty LP | 75,000 | 68,781 | ||||||
Piedmont Natural Gas Co., Inc. | 250,000 | 175,665 | ||||||
Pioneer Natural Resources Co. | 408,000 | 329,431 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. | 171,000 | 165,458 | ||||||
3.55%, 12/15/29 | 145,000 | 127,862 | ||||||
6.65%, 1/15/37 | 252,000 | 256,657 | ||||||
4.70%, 6/15/44 | 42,000 | 32,971 | ||||||
PNC Financial Services Group, Inc. | ||||||||
5.67%, 10/28/25, (5.671% fixed rate until 10/28/24; Secured Overnight Financing Index + 1.09% thereafter)(c) | 500,000 | 498,025 | ||||||
5.81%, 6/12/26, (5.812% fixed rate until 6/12/25; Secured Overnight Financing Rate + 1.322% thereafter)(c) | 1,000,000 | 999,500 | ||||||
3.45%, 4/23/29 | 58,000 | 52,351 | ||||||
2.55%, 1/22/30 | 577,000 | 484,513 | ||||||
PPG Industries, Inc. | 25,000 | 21,186 | ||||||
PPL Capital Funding, Inc. | 156,000 | 147,417 | ||||||
4.13%, 4/15/30 | 100,000 | 92,197 | ||||||
Principal Financial Group, Inc. | 251,000 | 230,272 | ||||||
Progress Energy, Inc. | 253,000 | 283,760 | ||||||
Progressive Corp. | 105,000 | 114,581 | ||||||
Prologis LP | 541,000 | 513,344 | ||||||
1.75%, 2/1/31 | 160,000 | 126,370 | ||||||
1.63%, 3/15/31 | 50,000 | 38,873 | ||||||
Prudential Financial, Inc. | 70,000 | 66,786 | ||||||
4.50%, 9/15/47, (4.50% fixed rate until 9/15/27; Secured Overnight Financing Rate + 2.733% thereafter)(c)(d) | 461,000 | 415,320 | ||||||
6.00%, 9/1/52, (6.00% fixed rate until 6/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter)(c) | 150,000 | 143,769 | ||||||
Public Service Co. of Colorado | 277,000 | 259,829 | ||||||
Public Service Electric & Gas Co. | 300,000 | 273,813 | ||||||
Public Service Enterprise Group, Inc. | 380,000 | 299,269 | ||||||
Public Storage Operating Co. | 50,000 | 46,704 | ||||||
2.25%, 11/9/31 | 185,000 | 149,870 | ||||||
Puget Energy, Inc. | 104,000 | 89,842 | ||||||
PulteGroup, Inc. | 190,000 | 191,300 | ||||||
QUALCOMM, Inc. | 250,000 | 236,195 | ||||||
2.15%, 5/20/30 | 250,000 | 212,692 | ||||||
Quanta Services, Inc. | 160,000 | 109,078 | ||||||
See Notes to Financial Statements.
| 138 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Quest Diagnostics, Inc. | $ | 485,000 | $ | 420,752 | ||||
4.70%, 3/30/45 | 25,000 | 21,792 | ||||||
Realty Income Corp. | 500,000 | 492,505 | ||||||
4.13%, 10/15/26 | 55,000 | 53,187 | ||||||
3.00%, 1/15/27 | 46,000 | 42,777 | ||||||
3.65%, 1/15/28 | 236,000 | 221,078 | ||||||
Regal Rexnord Corp. | 250,000 | 248,742 | ||||||
6.40%, 4/15/33(e) | 294,000 | 291,322 | ||||||
Regency Centers LP | 25,000 | 23,492 | ||||||
2.95%, 9/15/29 | 122,000 | 105,552 | ||||||
4.40%, 2/1/47 | 48,000 | 37,624 | ||||||
4.65%, 3/15/49 | 290,000 | 236,127 | ||||||
Regeneron Pharmaceuticals, Inc. | 224,000 | 178,416 | ||||||
2.80%, 9/15/50 | 150,000 | 93,380 | ||||||
Reinsurance Group of America, Inc. | 200,000 | 170,948 | ||||||
6.00%, 9/15/33 | 397,000 | 399,330 | ||||||
Republic Services, Inc. | 250,000 | 226,577 | ||||||
3.95%, 5/15/28 | 34,000 | 32,332 | ||||||
1.45%, 2/15/31 | 280,000 | 216,782 | ||||||
1.75%, 2/15/32 | 303,000 | 234,646 | ||||||
Revvity, Inc. | 200,000 | 163,822 | ||||||
Rockwell Automation, Inc. | 168,000 | 157,648 | ||||||
Roper Technologies, Inc. | 140,000 | 133,683 | ||||||
2.00%, 6/30/30 | 575,000 | 468,815 | ||||||
Ross Stores, Inc. | 295,000 | 232,097 | ||||||
Royalty Pharma PLC | 290,000 | 231,359 | ||||||
3.30%, 9/2/40 | 46,000 | 31,677 | ||||||
3.55%, 9/2/50 | 245,000 | 160,262 | ||||||
RPM International, Inc. | 73,000 | 68,505 | ||||||
4.55%, 3/1/29 | 45,000 | 42,273 | ||||||
2.95%, 1/15/32 | 25,000 | 20,072 | ||||||
4.25%, 1/15/48 | 23,000 | 17,336 | ||||||
RTX Corp. | ||||||||
5.00%, 2/27/26 | 250,000 | 249,015 | ||||||
7.20%, 8/15/27 | 116,000 | 124,192 | ||||||
4.13%, 11/16/28 | 139,000 | 132,727 | ||||||
2.25%, 7/1/30 | 186,000 | 154,521 | ||||||
1.90%, 9/1/31 | 285,000 | 223,463 | ||||||
2.38%, 3/15/32 | 500,000 | 402,525 | ||||||
5.15%, 2/27/33 | 250,000 | 247,200 | ||||||
4.45%, 11/16/38 | 182,000 | 161,421 | ||||||
4.88%, 10/15/40 | 18,000 | 16,451 | ||||||
4.50%, 6/1/42 | 299,000 | 261,197 | ||||||
4.15%, 5/15/45 | 129,000 | 105,058 | ||||||
3.75%, 11/1/46 | 31,000 | 23,584 | ||||||
4.35%, 4/15/47 | 102,000 | 85,873 | ||||||
4.05%, 5/4/47 | 130,000 | 104,933 | ||||||
4.63%, 11/16/48 | 80,000 | 70,457 | ||||||
2.82%, 9/1/51 | 50,000 | 31,312 | ||||||
3.03%, 3/15/52 | 295,000 | 193,965 | ||||||
5.38%, 2/27/53 | 250,000 | 243,865 | ||||||
Ryder System, Inc. | 557,000 | 546,428 | ||||||
S&P Global, Inc. | 25,000 | 23,427 | ||||||
4.25%, 5/1/29 | 210,000 | 202,390 | ||||||
Sabine Pass Liquefaction LLC | 510,000 | 508,756 | ||||||
5.00%, 3/15/27 | 60,000 | 59,023 | ||||||
4.20%, 3/15/28 | 232,000 | 219,973 | ||||||
4.50%, 5/15/30 | 212,000 | 199,598 | ||||||
Sabra Health Care LP | 168,000 | 162,594 | ||||||
3.90%, 10/15/29 | 100,000 | 84,541 | ||||||
Santander Holdings USA, Inc. | 202,000 | 191,480 | ||||||
Sempra | 700,000 | 701,526 | ||||||
3.25%, 6/15/27 | 50,000 | 46,239 | ||||||
3.40%, 2/1/28 | 156,000 | 144,433 | ||||||
3.80%, 2/1/38 | 223,000 | 181,801 | ||||||
ServiceNow, Inc. | 284,000 | 223,488 | ||||||
Sherwin-Williams Co. | 145,000 | 127,854 | ||||||
2.30%, 5/15/30 | 322,000 | 268,744 | ||||||
4.50%, 6/1/47 | 220,000 | 187,810 | ||||||
Shire Acquisitions Investments Ireland DAC | 420,000 | 394,456 | ||||||
Simon Property Group LP | 623,000 | 600,503 | ||||||
3.38%, 6/15/27 | 166,000 | 154,991 | ||||||
3.38%, 12/1/27 | 37,000 | 34,273 | ||||||
1.75%, 2/1/28 | 25,000 | 21,482 | ||||||
2.45%, 9/13/29 | 99,000 | 83,927 | ||||||
SITE Centers Corp. | 130,000 | 122,242 | ||||||
Skyworks Solutions, Inc. | 97,000 | 87,166 | ||||||
3.00%, 6/1/31 | 110,000 | 89,731 | ||||||
Snap-on, Inc. | 150,000 | 141,818 | ||||||
Sonoco Products Co. | 50,000 | 44,746 | ||||||
3.13%, 5/1/30 | 56,000 | 48,394 | ||||||
2.85%, 2/1/32 | 150,000 | 123,099 | ||||||
Southern California Edison Co. | 500,000 | 497,305 | ||||||
3.65%, 3/1/28, Series B | 125,000 | 117,010 | ||||||
4.20%, 3/1/29, Series A | 180,000 | 170,978 | ||||||
6.65%, 4/1/29 | 208,000 | 216,328 | ||||||
Southern Co. | 25,000 | 22,654 | ||||||
4.25%, 7/1/36 | 397,000 | 346,398 | ||||||
4.40%, 7/1/46 | 80,000 | 65,940 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 139 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.00%, 1/15/51, Series B, (4.00% fixed rate until 10/15/25; 5-year Constant Maturity Treasury Rate + 3.733% thereafter)(c) | $ | 500,000 | $ | 465,330 | ||||
Southern Co. Gas Capital Corp. | 150,000 | 148,500 | ||||||
4.40%, 5/30/47 | 3,000 | 2,422 | ||||||
3.15%, 9/30/51, Series 21A | 150,000 | 97,127 | ||||||
Southern Power Co. | 50,000 | 45,518 | ||||||
5.25%, 7/15/43 | 110,000 | 98,679 | ||||||
4.95%, 12/15/46, Series F | 60,000 | 51,368 | ||||||
Southwest Airlines Co. | 25,000 | 23,299 | ||||||
5.13%, 6/15/27 | 225,000 | 222,462 | ||||||
3.45%, 11/16/27 | 100,000 | 92,487 | ||||||
Southwest Gas Corp. | 50,000 | 35,963 | ||||||
4.15%, 6/1/49 | 150,000 | 113,012 | ||||||
Southwestern Electric Power Co. | 408,000 | 371,688 | ||||||
4.10%, 9/15/28, Series M | 79,000 | 74,891 | ||||||
3.85%, 2/1/48, Series L | 50,000 | 36,369 | ||||||
3.25%, 11/1/51 | 200,000 | 129,546 | ||||||
Spectra Energy Partners LP | 100,000 | 96,326 | ||||||
Spirit Realty LP | 45,000 | 38,720 | ||||||
Sprint Capital Corp. | 422,000 | 503,345 | ||||||
Sprint LLC | 500,000 | 510,135 | ||||||
Stanley Black & Decker, Inc. | 169,000 | 160,736 | ||||||
2.30%, 3/15/30 | 175,000 | 145,129 | ||||||
Starbucks Corp. | 100,000 | 90,274 | ||||||
4.00%, 11/15/28 | 233,000 | 223,195 | ||||||
3.55%, 8/15/29 | 289,000 | 267,900 | ||||||
3.00%, 2/14/32(d) | 33,000 | 28,324 | ||||||
4.45%, 8/15/49 | 247,000 | 210,120 | ||||||
3.35%, 3/12/50 | 10,000 | 7,052 | ||||||
3.50%, 11/15/50 | 235,000 | 170,568 | ||||||
State Street Corp. | ||||||||
5.10%, 5/18/26, (5.104% fixed rate until 5/18/25; Secured Overnight Financing Rate + 1.13% thereafter)(c) | 500,000 | 495,825 | ||||||
3.03%, 11/1/34, (3.031% fixed rate until 11/1/29; Secured Overnight Financing Rate + 1.49% thereafter)(c) | 896,000 | 771,743 | ||||||
Steel Dynamics, Inc. | 133,000 | 118,249 | ||||||
3.25%, 1/15/31 | 350,000 | 305,270 | ||||||
STERIS Irish FinCo Unlimited Co. | 239,000 | 197,651 | ||||||
Stifel Financial Corp. | 175,000 | 152,649 | ||||||
STORE Capital Corp. | 30,000 | 26,871 | ||||||
4.63%, 3/15/29 | 75,000 | 64,607 | ||||||
Stryker Corp. | 123,000 | 118,043 | ||||||
4.10%, 4/1/43 | 25,000 | 20,704 | ||||||
4.63%, 3/15/46 | 218,000 | 196,335 | ||||||
2.90%, 6/15/50 | 28,000 | 18,708 | ||||||
Summa Health | 60,000 | 40,921 | ||||||
Synchrony Financial | 133,000 | 121,226 | ||||||
3.95%, 12/1/27 | 332,000 | 296,659 | ||||||
5.15%, 3/19/29 | 90,000 | 82,670 | ||||||
Sysco Corp. | 109,000 | 101,624 | ||||||
5.95%, 4/1/30 | 123,000 | 127,423 | ||||||
5.38%, 9/21/35 | 72,000 | 71,375 | ||||||
4.50%, 4/1/46 | 25,000 | 20,844 | ||||||
6.60%, 4/1/50 | 262,000 | 288,509 | ||||||
T-Mobile USA, Inc. | 760,000 | 735,080 | ||||||
2.25%, 2/15/26 | 386,000 | 357,339 | ||||||
3.75%, 4/15/27 | 697,000 | 660,533 | ||||||
3.88%, 4/15/30 | 760,000 | 693,059 | ||||||
2.55%, 2/15/31 | 738,000 | 608,481 | ||||||
2.25%, 11/15/31 | 250,000 | 198,610 | ||||||
2.70%, 3/15/32 | 120,000 | 97,649 | ||||||
5.05%, 7/15/33 | 900,000 | 869,175 | ||||||
4.38%, 4/15/40 | 275,000 | 236,511 | ||||||
3.00%, 2/15/41 | 148,000 | 104,518 | ||||||
4.50%, 4/15/50 | 230,000 | 190,261 | ||||||
3.30%, 2/15/51 | 98,000 | 65,869 | ||||||
3.40%, 10/15/52 | 263,000 | 178,398 | ||||||
3.60%, 11/15/60 | 85,000 | 57,034 | ||||||
5.80%, 9/15/62 | 282,000 | 274,248 | ||||||
Take-Two Interactive Software, Inc. | 500,000 | 483,590 | ||||||
Targa Resources Corp. | 225,000 | 182,896 | ||||||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 690,000 | 634,959 | ||||||
Target Corp. | 510,000 | 487,366 | ||||||
3.38%, 4/15/29 | 130,000 | 121,654 | ||||||
TC PipeLines LP | 17,000 | 16,072 | ||||||
TD SYNNEX Corp. | 216,000 | 190,527 | ||||||
2.65%, 8/9/31 | 243,000 | 187,197 | ||||||
Teledyne FLIR LLC | 135,000 | 111,478 | ||||||
Teledyne Technologies, Inc. | 350,000 | 292,243 | ||||||
Texas Instruments, Inc. | 500,000 | 471,985 | ||||||
2.25%, 9/4/29 | 105,000 | 91,473 | ||||||
Textron, Inc. | 203,000 | 191,354 | ||||||
3.38%, 3/1/28 | 205,000 | 187,794 | ||||||
See Notes to Financial Statements.
| 140 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Thermo Fisher Scientific, Inc. | $ | 250,000 | $ | 238,362 | ||||
2.00%, 10/15/31 | 250,000 | 201,635 | ||||||
Time Warner Cable Enterprises LLC | 75,000 | 83,602 | ||||||
Time Warner Cable LLC | 323,000 | 307,160 | ||||||
7.30%, 7/1/38 | 155,000 | 156,841 | ||||||
5.50%, 9/1/41 | 145,000 | 119,251 | ||||||
4.50%, 9/15/42 | 125,000 | 91,449 | ||||||
Timken Co. | 206,000 | 195,490 | ||||||
TJX Cos., Inc. | 170,000 | 136,649 | ||||||
Toll Brothers Finance Corp. | 145,000 | 141,005 | ||||||
3.80%, 11/1/29 | 140,000 | 125,083 | ||||||
Toyota Motor Credit Corp. | 760,000 | 751,838 | ||||||
4.80%, 1/10/25 | 500,000 | 496,905 | ||||||
1.80%, 2/13/25 | 500,000 | 475,505 | ||||||
3.95%, 6/30/25 | 260,000 | 254,069 | ||||||
4.45%, 5/18/26 | 500,000 | 493,280 | ||||||
1.90%, 1/13/27 | 178,000 | 161,088 | ||||||
2.15%, 2/13/30 | 110,000 | 93,480 | ||||||
1.65%, 1/10/31 | 202,000 | 161,289 | ||||||
Trane Technologies Global Holding Co. Ltd. | 58,000 | 54,479 | ||||||
5.75%, 6/15/43 | 50,000 | 49,994 | ||||||
Trane Technologies Luxembourg Finance SA | 216,000 | 201,837 | ||||||
4.50%, 3/21/49 | 150,000 | 128,882 | ||||||
Transcontinental Gas Pipe Line Co. LLC | 500,000 | 522,805 | ||||||
4.00%, 3/15/28 | 220,000 | 207,891 | ||||||
4.60%, 3/15/48 | 465,000 | 388,731 | ||||||
Trimble, Inc. | 225,000 | 218,806 | ||||||
Truist Bank | 500,000 | 477,440 | ||||||
3.30%, 5/15/26 | 188,000 | 174,812 | ||||||
Truist Financial Corp. | ||||||||
4.26%, 7/28/26, (4.26% fixed rate until 7/28/25; Secured Overnight Financing Rate + 1.456% thereafter)(c) | 490,000 | 473,556 | ||||||
5.90%, 10/28/26, (5.90% fixed rate until 10/28/25; Secured Overnight Financing Rate + 1.626% thereafter)(c) | 750,000 | 748,245 | ||||||
1.95%, 6/5/30 | 150,000 | 119,073 | ||||||
5.12%, 1/26/34, (5.122% fixed rate until 1/26/33; Secured Overnight Financing Rate + 1.85% thereafter)(c) | 379,000 | 355,650 | ||||||
Tyson Foods, Inc. | 70,000 | 66,285 | ||||||
4.88%, 8/15/34 | 126,000 | 119,829 | ||||||
4.55%, 6/2/47 | 50,000 | 40,046 | ||||||
5.10%, 9/28/48 | 339,000 | 294,645 | ||||||
U.S. Bancorp | 750,000 | 701,985 | ||||||
5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(c) | 750,000 | 750,045 | ||||||
5.85%, 10/21/33, (5.85% fixed rate until 10/21/32; Secured Overnight Financing Rate + 2.09% thereafter)(c) | 250,000 | 248,882 | ||||||
2.49%, 11/3/36, (2.491% fixed rate until 11/3/31; 5-year Constant Maturity Treasury Rate + 0.95% thereafter)(c) | 327,000 | 241,218 | ||||||
UDR, Inc. | 40,000 | 37,159 | ||||||
3.50%, 1/15/28 | 25,000 | 22,912 | ||||||
4.40%, 1/26/29 | 129,000 | 120,882 | ||||||
3.20%, 1/15/30 | 110,000 | 96,939 | ||||||
3.00%, 8/15/31 | 95,000 | 79,789 | ||||||
Union Pacific Corp. | 500,000 | 497,590 | ||||||
6.63%, 2/1/29 | 122,000 | 132,377 | ||||||
2.40%, 2/5/30 | 47,000 | 40,459 | ||||||
2.38%, 5/20/31 | 110,000 | 92,360 | ||||||
United Airlines Pass-Through Trust | ||||||||
4.30%, 2/15/27, Series 2013-1, Class A | 273,860 | 263,324 | ||||||
4.00%, 10/11/27, Series 2014-1, Class A | 22,649 | 21,548 | ||||||
3.75%, 3/3/28, Series 2014-2, Class A | 207,271 | 194,822 | ||||||
3.45%, 1/7/30, Series 2016-1, Class A | 20,502 | 18,045 | ||||||
4.15%, 2/25/33, Series 2019-1, Class AA | 44,826 | 41,355 | ||||||
United Parcel Service, Inc. | 300,000 | 294,120 | ||||||
3.05%, 11/15/27 | 49,000 | 45,943 | ||||||
UnitedHealth Group, Inc. | 750,000 | 749,737 | ||||||
1.15%, 5/15/26 | 246,000 | 222,505 | ||||||
3.45%, 1/15/27 | 93,000 | 88,790 | ||||||
3.38%, 4/15/27 | 355,000 | 336,717 | ||||||
3.70%, 5/15/27(d) | 10,000 | 9,608 | ||||||
3.88%, 12/15/28 | 129,000 | 123,334 | ||||||
Universal Health Services, Inc. | 365,000 | 283,850 | ||||||
Unum Group | 122,000 | 111,681 | ||||||
4.50%, 12/15/49 | 75,000 | 56,705 | ||||||
Valero Energy Corp. | 154,000 | 137,226 | ||||||
2.80%, 12/1/31 | 250,000 | 205,515 | ||||||
6.63%, 6/15/37 | 36,000 | 38,342 | ||||||
4.90%, 3/15/45 | 200,000 | 173,766 | ||||||
3.65%, 12/1/51 | 97,000 | 66,303 | ||||||
Valero Energy Partners LP | 60,000 | 57,823 | ||||||
Valmont Industries, Inc. | 55,000 | 47,179 | ||||||
Ventas Realty LP | 558,000 | 537,443 | ||||||
4.00%, 3/1/28 | 115,000 | 107,017 | ||||||
4.40%, 1/15/29 | 160,000 | 150,334 | ||||||
3.00%, 1/15/30 | 140,000 | 119,364 | ||||||
2.50%, 9/1/31 | 170,000 | 134,079 | ||||||
Verisk Analytics, Inc. | ||||||||
5.50%, 6/15/45 | 125,000 | 115,821 | ||||||
3.63%, 5/15/50 | 70,000 | 50,123 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 141 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Verizon Communications, Inc. | $ | 500,000 | $ | 485,080 | ||||
0.85%, 11/20/25 | 295,000 | 267,574 | ||||||
4.13%, 3/16/27 | 398,000 | 383,509 | ||||||
4.33%, 9/21/28 | 231,000 | 221,307 | ||||||
3.88%, 2/8/29 | 187,000 | 174,712 | ||||||
4.02%, 12/3/29 | 423,000 | 393,128 | ||||||
3.15%, 3/22/30 | 409,000 | 358,893 | ||||||
1.68%, 10/30/30 | 204,000 | 159,665 | ||||||
1.75%, 1/20/31 | 505,000 | 393,082 | ||||||
2.55%, 3/21/31 | 697,000 | 573,993 | ||||||
2.36%, 3/15/32 | 675,000 | 534,195 | ||||||
4.40%, 11/1/34 | 141,000 | 127,705 | ||||||
5.25%, 3/16/37 | 360,000 | 350,874 | ||||||
2.65%, 11/20/40 | 330,000 | 220,331 | ||||||
3.40%, 3/22/41 | 276,000 | 205,118 | ||||||
2.85%, 9/3/41 | 224,000 | 153,055 | ||||||
4.13%, 8/15/46 | 210,000 | 167,208 | ||||||
4.00%, 3/22/50 | 549,000 | 420,605 | ||||||
2.88%, 11/20/50 | 470,000 | 288,904 | ||||||
3.55%, 3/22/51 | 416,000 | 291,104 | ||||||
5.01%, 8/21/54 | 100,000 | 89,030 | ||||||
2.99%, 10/30/56 | 156,000 | 93,265 | ||||||
3.70%, 3/22/61 | 383,000 | 261,149 | ||||||
VF Corp. | 130,000 | 118,239 | ||||||
2.95%, 4/23/30(d) | 160,000 | 132,858 | ||||||
Viatris, Inc. | ||||||||
2.70%, 6/22/30 | 210,000 | 170,614 | ||||||
3.85%, 6/22/40 | 71,000 | 49,826 | ||||||
4.00%, 6/22/50 | 275,000 | 182,220 | ||||||
VICI Properties LP | 749,000 | 728,627 | ||||||
Virginia Electric & Power Co. | 260,000 | 249,668 | ||||||
2.40%, 3/30/32 | 177,000 | 142,816 | ||||||
VMware, Inc. | 500,000 | 489,825 | ||||||
4.65%, 5/15/27 | 100,000 | 97,233 | ||||||
3.90%, 8/21/27 | 117,000 | 110,240 | ||||||
2.20%, 8/15/31 | 190,000 | 148,122 | ||||||
Vontier Corp. | 185,000 | 146,809 | ||||||
Voya Financial, Inc. | 52,000 | 41,401 | ||||||
4.70%, 1/23/48, (4.70% fixed rate until 1/23/28; Secured Overnight Financing Rate + 3.384% thereafter)(c) | 235,000 | 190,385 | ||||||
Vulcan Materials Co. | 20,000 | 19,163 | ||||||
4.50%, 6/15/47 | 80,000 | 68,331 | ||||||
4.70%, 3/1/48 | 255,000 | 223,469 | ||||||
W.R. Berkley Corp. | 8,000 | 6,840 | ||||||
4.00%, 5/12/50 | 185,000 | 141,011 | ||||||
3.15%, 9/30/61 | 55,000 | 32,925 | ||||||
Walgreens Boots Alliance, Inc. | 100,000 | 94,488 | ||||||
3.20%, 4/15/30(d) | 150,000 | 127,371 | ||||||
4.80%, 11/18/44 | 167,000 | 130,833 | ||||||
4.10%, 4/15/50(d) | 135,000 | 92,474 | ||||||
Walt Disney Co. | 514,000 | 499,012 | ||||||
1.75%, 1/13/26 | 500,000 | 462,795 | ||||||
2.00%, 9/1/29 | 149,000 | 126,429 | ||||||
3.80%, 3/22/30 | 260,000 | 243,438 | ||||||
Warnermedia Holdings, Inc. | 1,000,000 | 967,700 | ||||||
4.28%, 3/15/32 | 325,000 | 286,978 | ||||||
5.05%, 3/15/42 | 625,000 | 515,087 | ||||||
5.14%, 3/15/52 | 318,000 | 253,812 | ||||||
5.39%, 3/15/62 | 425,000 | 337,692 | ||||||
Waste Connections, Inc. | 161,000 | 148,656 | ||||||
2.20%, 1/15/32 | 531,000 | 424,322 | ||||||
Waste Management, Inc. | 175,000 | 163,252 | ||||||
1.15%, 3/15/28 | 134,000 | 113,280 | ||||||
1.50%, 3/15/31 | 316,000 | 246,521 | ||||||
2.95%, 6/1/41 | 250,000 | 180,610 | ||||||
4.15%, 7/15/49 | 50,000 | 42,275 | ||||||
2.50%, 11/15/50 | 50,000 | 30,695 | ||||||
WEC Energy Group, Inc. | 300,000 | 297,318 | ||||||
1.38%, 10/15/27 | 85,000 | 73,206 | ||||||
Wells Fargo & Co. | ||||||||
2.41%, 10/30/25, (2.406% fixed rate until 10/30/24; 3-month Secured Overnight Financing Rate + 1.087% thereafter)(c) | 1,000,000 | 959,540 | ||||||
2.16%, 2/11/26, (2.164% fixed rate until 2/11/25; 3-month Secured Overnight Financing Rate + 1.012% thereafter)(c) | 450,000 | 425,655 | ||||||
3.00%, 4/22/26 | 610,000 | 571,741 | ||||||
3.91%, 4/25/26, (3.908% fixed rate until 4/25/25; Secured Overnight Financing Rate + 1.32% thereafter)(c) | 500,000 | 483,720 | ||||||
4.54%, 8/15/26, (4.54% fixed rate until 8/15/25; Secured Overnight Financing Rate + 1.56% thereafter)(c) | 500,000 | 488,405 | ||||||
4.30%, 7/22/27 | 750,000 | 718,522 | ||||||
3.53%, 3/24/28, (3.526% fixed rate until 3/24/27; Secured Overnight Financing Rate + 1.51% thereafter)(c) | 1,000,000 | 931,110 | ||||||
2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(c) | 500,000 | 445,055 | ||||||
5.57%, 7/25/29, (5.574% fixed rate until 7/25/28; Secured Overnight Financing Rate + 1.74% thereafter)(c) | 250,000 | 248,987 | ||||||
4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; 3-month Secured Overnight Financing Rate + 4.032% thereafter)(c) | 283,000 | 264,894 | ||||||
3.35%, 3/2/33, (3.35% fixed rate until 3/2/32; Secured Overnight Financing Rate + 1.50% thereafter)(c) | 934,000 | 787,493 | ||||||
5.95%, 12/1/86 | 100,000 | 97,900 | ||||||
Welltower OP LLC | 70,000 | 66,269 | ||||||
See Notes to Financial Statements.
| 142 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.13%, 3/15/29 | $ | 175,000 | $ | 162,706 | ||||
3.10%, 1/15/30 | 468,000 | 407,146 | ||||||
2.80%, 6/1/31 | 225,000 | 185,593 | ||||||
Western Digital Corp. | 500,000 | 477,325 | ||||||
Western Midstream Operating LP | 250,000 | 223,120 | ||||||
5.25%, 2/1/50 | 250,000 | 202,355 | ||||||
Western Union Co. | 100,000 | 89,529 | ||||||
Westinghouse Air Brake Technologies Corp. | 284,000 | 274,105 | ||||||
Westlake Corp. | 85,000 | 71,652 | ||||||
4.38%, 11/15/47 | 85,000 | 65,761 | ||||||
3.13%, 8/15/51 | 150,000 | 92,097 | ||||||
WestRock MWV LLC | 36,000 | 40,715 | ||||||
Weyerhaeuser Co. | 75,000 | 79,619 | ||||||
4.00%, 11/15/29 | 120,000 | 110,774 | ||||||
4.00%, 4/15/30 | 69,000 | 63,131 | ||||||
7.38%, 3/15/32 | 227,000 | 255,779 | ||||||
3.38%, 3/9/33 | 43,000 | 36,663 | ||||||
Whirlpool Corp. | 205,000 | 166,288 | ||||||
4.60%, 5/15/50 | 185,000 | 151,953 | ||||||
Williams Cos., Inc. | 149,000 | 140,397 | ||||||
2.60%, 3/15/31 | 570,000 | 467,924 | ||||||
6.30%, 4/15/40 | 55,000 | 56,513 | ||||||
5.75%, 6/24/44 | 67,000 | 63,783 | ||||||
5.10%, 9/15/45 | 206,000 | 181,655 | ||||||
Willis North America, Inc. | 183,000 | 177,453 | ||||||
4.50%, 9/15/28 | 100,000 | 95,303 | ||||||
2.95%, 9/15/29 | 150,000 | 130,118 | ||||||
Wisconsin Power & Light Co. | 110,000 | 98,737 | ||||||
Workday, Inc. | 739,000 | 698,355 | ||||||
WRKCo, Inc. | 123,000 | 119,156 | ||||||
4.00%, 3/15/28 | 74,000 | 69,138 | ||||||
3.90%, 6/1/28 | 160,000 | 148,619 | ||||||
3.00%, 6/15/33(d) | 275,000 | 222,948 | ||||||
Xcel Energy, Inc. | 160,000 | 141,933 | ||||||
3.40%, 6/1/30 | 80,000 | 71,003 | ||||||
2.35%, 11/15/31 | 85,000 | 67,143 | ||||||
6.50%, 7/1/36 | 100,000 | 105,528 | ||||||
Xylem, Inc. | 95,000 | 83,478 | ||||||
Zimmer Biomet Holdings, Inc. | 153,000 | 147,842 | ||||||
Zoetis, Inc. | 263,000 | 244,850 | ||||||
4.70%, 2/1/43 | 50,000 | 45,316 | ||||||
3.95%, 9/12/47 | 100,000 | 80,090 | ||||||
4.45%, 8/20/48 | 80,000 | 69,307 | ||||||
|
| |||||||
| Total United States | 351,188,360 | |||||||
| TOTAL CORPORATE BONDS (Cost: $455,777,754) | 420,863,817 | |||||||
| FOREIGN GOVERNMENT AGENCIES – 0.3% | ||||||||
| Japan – 0.3% | ||||||||
Japan Bank for International Cooperation | 1,000,000 | 961,640 | ||||||
1.88%, 7/21/26 | 250,000 | 229,355 | ||||||
2.88%, 6/1/27 | 320,000 | 298,781 | ||||||
2.88%, 7/21/27 | 250,000 | 233,238 | ||||||
1.88%, 4/15/31 | 920,000 | 754,602 | ||||||
Japan International Cooperation Agency | 250,000 | 229,145 | ||||||
| TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,955,569) | 2,706,761 | |||||||
| FOREIGN GOVERNMENT OBLIGATIONS – 2.0% |
| |||||||
| Chile – 0.0% | ||||||||
Chile Government International Bond | 200,000 | 187,172 | ||||||
2.45%, 1/31/31 | 250,000 | 212,987 | ||||||
|
| |||||||
| Total Chile | 400,159 | |||||||
| Hungary – 0.0% | ||||||||
Hungary Government International Bond | 138,000 | 152,736 | ||||||
| Indonesia - 0.3% | ||||||||
Indonesia Government International Bond | 460,000 | 441,384 | ||||||
2.85%, 2/14/30 | 540,000 | 475,394 | ||||||
3.85%, 10/15/30 | 300,000 | 278,310 | ||||||
4.35%, 1/11/48 | 625,000 | 536,337 | ||||||
5.35%, 2/11/49 | 200,000 | 196,216 | ||||||
4.20%, 10/15/50 | 220,000 | 183,234 | ||||||
4.45%, 4/15/70 | 322,000 | 263,792 | ||||||
|
| |||||||
| Total Indonesia | 2,374,667 | |||||||
| Israel – 0.0% | ||||||||
State of Israel | 200,000 | 172,756 | ||||||
Italy – 0.1% | ||||||||
Republic of Italy Government International Bond | 550,000 | 481,805 | ||||||
5.38%, 6/15/33 | 53,000 | 52,142 | ||||||
4.00%, 10/17/49 | 350,000 | 255,742 | ||||||
|
| |||||||
| Total Italy | 789,689 | |||||||
| Mexico – 0.6% | ||||||||
Mexico Government International Bond | 1,175,000 | 1,042,307 | ||||||
2.66%, 5/24/31 | 1,913,000 | 1,587,254 | ||||||
4.75%, 4/27/32 | 555,000 | 527,056 | ||||||
6.05%, 1/11/40, Series A | 102,000 | 102,048 | ||||||
4.28%, 8/14/41 | 275,000 | 222,695 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 143 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
4.75%, 3/8/44 | $ | 354,000 | $ | 297,799 | ||||
5.55%, 1/21/45 | 200,000 | 187,010 | ||||||
4.60%, 1/23/46 | 250,000 | 202,765 | ||||||
4.35%, 1/15/47 | 205,000 | 160,230 | ||||||
4.60%, 2/10/48 | 200,000 | 160,884 | ||||||
4.50%, 1/31/50 | 200,000 | 159,424 | ||||||
4.40%, 2/12/52 | 250,000 | 192,970 | ||||||
3.77%, 5/24/61 | 545,000 | 359,466 | ||||||
5.75%, 10/12/2110 | 310,000 | 272,357 | ||||||
|
| |||||||
| Total Mexico | 5,474,265 | |||||||
| Panama – 0.2% | ||||||||
Panama Government International Bond | 380,000 | 427,317 | ||||||
9.38%, 4/1/29 | 200,000 | 237,050 | ||||||
3.30%, 1/19/33 | 500,000 | 412,685 | ||||||
6.70%, 1/26/36 | 235,000 | 247,227 | ||||||
4.50%, 5/15/47 | 200,000 | 154,020 | ||||||
4.30%, 4/29/53 | 295,000 | 213,176 | ||||||
4.50%, 4/1/56 | 325,000 | 236,480 | ||||||
4.50%, 1/19/63 | 306,000 | 219,338 | ||||||
|
| |||||||
| Total Panama |
| 2,147,293 | ||||||
| Peru – 0.2% |
| |||||||
Peruvian Government International Bond |
| |||||||
4.13%, 8/25/27 | 64,000 | 62,025 | ||||||
2.78%, 1/23/31 | 525,000 | 446,512 | ||||||
8.75%, 11/21/33 | 190,000 | 236,993 | ||||||
3.00%, 1/15/34 | 196,000 | 159,746 | ||||||
6.55%, 3/14/37 | 55,000 | 60,049 | ||||||
3.30%, 3/11/41 | 500,000 | 372,430 | ||||||
5.63%, 11/18/50 | 70,000 | 69,910 | ||||||
3.60%, 1/15/72 | 313,000 | 206,039 | ||||||
3.23%, 7/28/2121 | 110,000 | 63,904 | ||||||
|
| |||||||
| Total Peru |
| 1,677,608 | ||||||
| Philippines – 0.4% |
| |||||||
Philippine Government International Bond | ||||||||
3.00%, 2/1/28 | 1,657,000 | 1,530,206 | ||||||
9.50%, 2/2/30 | 230,000 | 284,947 | ||||||
1.95%, 1/6/32 | 346,000 | 276,177 | ||||||
6.38%, 1/15/32 | 260,000 | 283,551 | ||||||
5.00%, 1/13/37 | 500,000 | 488,950 | ||||||
3.95%, 1/20/40 | 480,000 | 406,522 | ||||||
3.70%, 3/1/41 | 200,000 | 161,060 | ||||||
3.70%, 2/2/42 | 525,000 | 421,396 | ||||||
|
| |||||||
| Total Philippines |
| 3,852,809 | ||||||
| Poland – 0.0% |
| |||||||
Republic of Poland Government International Bond | 225,000 | 215,665 | ||||||
| Uruguay – 0.2% |
| |||||||
Uruguay Government International Bond | ||||||||
4.38%, 1/23/31 | 355,000 | 349,998 | ||||||
7.63%, 3/21/36 | 260,000 | 315,073 | ||||||
4.13%, 11/20/45 | 120,000 | 106,282 | ||||||
5.10%, 6/18/50 | 310,000 | 300,247 | ||||||
4.98%, 4/20/55 | 290,000 | 274,703 | ||||||
|
| |||||||
| Total Uruguay |
| 1,346,303 | ||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $20,932,629) |
| 18,603,950 | ||||||
| SUPRANATIONAL BONDS – 0.0% |
| |||||||
European Investment Bank | 50,000 | 52,574 | ||||||
Inter-American Development Bank | 100,000 | 90,196 | ||||||
TOTAL SUPRANATIONAL BONDS (Cost: $201,018) |
| 142,770 | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.7% |
| |||||||
| United States – 6.7% |
| |||||||
Bank | ||||||||
2.00%, 11/15/53, Series 2020-BNK29, Class A4 | 509,000 | 391,394 | ||||||
2.04%, 2/15/54, Series 2021-BNK31, Class A4 | 1,000,000 | 792,986 | ||||||
2.93%, 2/15/55, Series 2022-BNK39, Class A4^(c) | 325,000 | 270,555 | ||||||
6.26%, 4/15/56, Series 2023-5YR1, Class A3^(c) | 500,000 | 508,424 | ||||||
3.25%, 7/15/60, Series 2017-BNK6, Class A4 | 1,000,000 | 925,463 | ||||||
2.76%, 9/15/62, Series 2019-BNK20, Class A2 | 1,958,340 | 1,654,693 | ||||||
2.55%, 4/15/63, Series 2020-BNK27, Class AS | 850,000 | 655,100 | ||||||
Barclays Commercial Mortgage Trust | ||||||||
3.66%, 4/15/55, Series 2022-C15, Class A5^(c) | 1,000,000 | 879,338 | ||||||
Benchmark Mortgage Trust | ||||||||
2.70%, 9/15/43, Series 2020-IG1, Class A1 | 287,762 | 270,689 | ||||||
3.94%, 7/15/51, Series 2018-B5, Class A3 | 1,000,000 | 926,459 | ||||||
2.58%, 11/15/54, Series 2021-B30, Class A5 | 400,000 | 322,540 | ||||||
3.46%, 3/15/55, Series 2022-B33, Class A5 | 350,000 | 300,955 | ||||||
3.79%, 4/15/55, Series 2022-B34, Class A5^(c) | 750,000 | 635,209 | ||||||
6.54%, 5/15/55, Series 2023-V2, Class AS^(c) | 500,000 | 503,061 | ||||||
3.72%, 3/15/62, Series 2019-B10, Class A4 | 1,000,000 | 907,755 | ||||||
BMO Mortgage Trust | ||||||||
4.97%, 7/15/54, Series 2022-C2, Class A5^(c) | 500,000 | 483,428 | ||||||
CD Mortgage Trust | ||||||||
3.17%, 8/15/50, Series 2017-CD5, Class A3 | 525,000 | 476,710 | ||||||
Citigroup Commercial Mortgage Trust | ||||||||
3.15%, 11/15/49, Series 2016-C3, Class A4 | 616,000 | 566,555 | ||||||
3.20%, 9/15/50, Series 2017-P8, Class A3 | 500,000 | 455,864 | ||||||
3.30%, 11/10/52, Series 2019-GC43, Class AS | 500,000 | 417,069 | ||||||
2.69%, 8/10/56, Series 2019-GC41, Class A2 | 239,681 | 230,830 | ||||||
2.87%, 8/10/56, Series 2019-GC41, Class A5 | 250,000 | 215,520 | ||||||
See Notes to Financial Statements.
| 144 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Commercial Mortgage Trust | ||||||||
3.70%, 5/10/47, Series 2014-CR17, Class A4 | $ | 307,226 | $ | 304,339 | ||||
3.18%, 2/10/48, Series 2015-LC19, Class A4 | 1,000,000 | 959,488 | ||||||
3.76%, 8/10/48, Series 2015-CR25, Class A4 | 250,000 | 239,059 | ||||||
CSAIL Commercial Mortgage Trust | ||||||||
3.49%, 11/15/48, Series 2016-C5, Class A4 | 117,779 | 112,829 | ||||||
3.76%, 11/15/48, Series 2016-C5, Class A5 | 550,000 | 525,702 | ||||||
4.22%, 8/15/51, Series 2018-CX12, Class A4^(c) | 779,577 | 729,948 | ||||||
3.33%, 6/15/52, Series 2019-C16, Class A3 | 1,000,000 | 887,247 | ||||||
2.56%, 3/15/53, Series 2020-C19, Class A3 | 500,000 | 411,795 | ||||||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | ||||||||
2.81%, 1/25/25, Series K044, Class A2 | 816,880 | 788,325 | ||||||
3.31%, 9/25/25, Series K051, Class A2 | 1,430,000 | 1,378,897 | ||||||
2.57%, 7/25/26, Series K057, Class A2 | 950,000 | 889,983 | ||||||
2.96%, 7/25/26, Series K060, Class A1 | 567,831 | 545,950 | ||||||
3.41%, 12/25/26, Series K062, Class A2 | 500,000 | 476,068 | ||||||
3.12%, 6/25/27, Series K066, Class A2 | 750,000 | 703,658 | ||||||
3.19%, 7/25/27, Series K067, Class A2 | 500,000 | 470,111 | ||||||
3.19%, 9/25/27, Series K069, Class A2^(c) | 1,025,000 | 961,258 | ||||||
3.35%, 1/25/28, Series K073, Class A2 | 1,250,000 | 1,176,710 | ||||||
4.82%, 6/25/28, Series K505, Class A2 | 1,100,000 | 1,098,063 | ||||||
3.93%, 7/25/28, Series K080, Class A2^(c) | 400,000 | 384,910 | ||||||
2.12%, 3/25/29, Series K749, Class A2^(c) | 350,000 | 305,638 | ||||||
2.79%, 6/25/29, Series K095, Class A2 | 2,000,000 | 1,800,802 | ||||||
2.07%, 1/25/30, Series K106, Class A2 | 2,000,000 | 1,700,844 | ||||||
1.38%, 7/25/30, Series K116, Class A2 | 1,500,000 | 1,202,293 | ||||||
1.66%, 12/25/30, Series K124, Class A2 | 1,100,000 | 887,512 | ||||||
3.90%, 12/25/30, Series K158, Class A2^(c) | 1,500,000 | 1,414,920 | ||||||
2.11%, 1/25/31, Series K127, Class A2 | 2,000,000 | 1,665,082 | ||||||
2.13%, 11/25/31, Series K136, Class A2 | 750,000 | 615,036 | ||||||
2.40%, 3/25/32, Series K142, Class A2 | 1,520,000 | 1,266,806 | ||||||
2.58%, 5/25/32, Series K145, Class A2 | 1,200,000 | 1,010,828 | ||||||
2.92%, 6/25/32, Series K146, Class A2 | 500,000 | 432,801 | ||||||
3.46%, 11/25/32, Series K154, Class A3 | 1,100,000 | 990,831 | ||||||
Federal National Mortgage Association Alternative Credit Enhancement Securities | ||||||||
3.27%, 2/25/29, Series 2019 -M5, Class A2 | 1,466,555 | 1,363,769 | ||||||
2.89%, 6/25/29, Series 2019-M12, Class A2^(c) | 329,256 | 298,505 | ||||||
2.44%, 10/25/29, Series 2020-M1, Class A2 | 2,000,000 | 1,747,161 | ||||||
1.27%, 7/25/30, Series 2020-M42, Class A2 | 150,000 | 119,154 | ||||||
1.52%, 11/25/30, Series 2021-M1G, Class A2^(c) | 1,000,000 | 798,224 | ||||||
3.61%, 2/25/31, Series 2019-M4, Class A2 | 1,922,005 | 1,775,939 | ||||||
2.00%, 1/25/32, Series 2022-M10, Class A2^(c) | 1,000,000 | 803,693 | ||||||
2.94%, 7/25/39, Series 2016-M11, Class AL | 152,051 | 133,786 | ||||||
GS Mortgage Securities Trust | ||||||||
3.43%, 8/10/50, Series 2017-GS7, Class A4 | 500,000 | 451,970 | ||||||
3.99%, 3/10/51, Series 2018-GS9, Class A4^(c) | 750,000 | 698,606 | ||||||
2.90%, 2/13/53, Series 2020-GC45, Class A2 | 630,000 | 595,634 | ||||||
1.66%, 12/12/53, Series 2020-GSA2, Class AAB | 780,000 | 676,103 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust | ||||||||
3.65%, 12/15/49, Series 2016-JP4, Class A4^(c) | 132,000 | 123,126 | ||||||
JPMBB Commercial Mortgage Securities Trust | ||||||||
3.60%, 11/15/48, Series 2015-C32, Class A5 | 1,000,000 | 944,142 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust | ||||||||
3.08%, 3/15/48, Series 2015-C21, Class A3 | 104,008 | 99,877 | ||||||
3.31%, 4/15/48, Series 2015-C22, Class A4 | 1,000,000 | 952,829 | ||||||
3.54%, 1/15/49, Series 2016-C28, Class A4 | 1,000,000 | 942,848 | ||||||
Morgan Stanley Capital I Trust | ||||||||
3.59%, 3/15/49, Series 2016-UBS9, Class A4 | 278,000 | 262,560 | ||||||
3.53%, 6/15/50, Series 2017-H1, Class A5 | 500,000 | 460,270 | ||||||
4.18%, 7/15/51, Series 2018-H3, Class A5 | 1,000,000 | 935,402 | ||||||
2.57%, 10/15/54, Series 2021-L7, Class A5 | 1,000,000 | 805,104 | ||||||
UBS Commercial Mortgage Trust | ||||||||
3.49%, 8/15/50, Series 2017-C2, Class A4 | 1,000,000 | 919,560 | ||||||
Wells Fargo Commercial Mortgage Trust | ||||||||
3.15%, 5/15/48, Series 2015-NXS1, Class A5 | 831,000 | 790,829 | ||||||
2.93%, 7/15/48, Series 2016-C35, Class A4 | 1,525,000 | 1,404,223 | ||||||
3.72%, 12/15/48, Series 2015-NXS4, Class A4 | 500,000 | 475,631 | ||||||
3.37%, 10/15/49, Series 2016-LC24, Class AS | 860,000 | 744,752 | ||||||
3.42%, 9/15/50, Series 2017-C39, Class A5 | 500,000 | 458,907 | ||||||
3.75%, 3/15/51, Series 2018-C43, Class A3 | 461,138 | 424,528 | ||||||
3.58%, 6/15/52, Series 2019-C51, Class AS | 750,000 | 639,056 | ||||||
2.63%, 4/15/54, Series 2021-C59, Class A5 | 800,000 | 649,350 | ||||||
4.00%, 4/15/55, Series 2022-C62, Class A4^(c) | 100,000 | 89,601 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $64,100,157) |
| 60,713,469 | ||||||
| MUNICIPAL BONDS – 0.1% |
| |||||||
| United States – 0.1% |
| |||||||
Alameda County Joint Powers Authority | 150,000 | 178,458 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 145 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
Los Angeles County Public Works Financing Authority | $ | 100,000 | $ | 123,123 | ||||
Los Angeles Department of Water & Power | 70,000 | 81,886 | ||||||
Municipal Electric Authority of Georgia | 210,000 | 234,907 | ||||||
Sales Tax Securitization Corp. | 95,000 | 89,976 | ||||||
San Jose Redevelopment Successor Agency | 60,000 | 53,172 | ||||||
State of Illinois | 92,308 | 95,375 | ||||||
University of California | 56,000 | 49,356 | ||||||
TOTAL MUNICIPAL BONDS (Cost: $1,098,229) |
| 906,253 | ||||||
| ASSET-BACKED SECURITIES – 5.1% |
| |||||||
| United States – 5.1% |
| |||||||
American Express Credit Account Master Trust | ||||||||
0.90%, 11/15/26, Series 2021-1, Class A | 1,570,000 | 1,486,129 | ||||||
3.39%, 5/15/27, Series 2022-2, Class A | 2,000,000 | 1,935,550 | ||||||
3.75%, 8/15/27, Series 2022-3, Class A | 900,000 | 874,694 | ||||||
4.95%, 10/15/27, Series 2022-4, Class A | 400,000 | 397,455 | ||||||
4.80%, 5/15/30, Series 2023-2, Class A | 600,000 | 598,092 | ||||||
BA Credit Card Trust | ||||||||
3.53%, 11/15/27, Series 2022-A1, Class A1 | 1,150,000 | 1,114,087 | ||||||
4.79%, 5/15/28, Series 2023-A1, Class A1 | 2,000,000 | 1,984,023 | ||||||
Barclays Dryrock Issuance Trust | 1,250,000 | 1,203,560 | ||||||
Capital One Multi-Asset Execution Trust | ||||||||
0.55%, 7/15/26, Series 2021-A1, Class A1 | 655,000 | 626,792 | ||||||
3.49%, 5/15/27, Series 2022-A2, Class A | 1,850,000 | 1,793,083 | ||||||
4.95%, 10/15/27, Series 2022-A3, Class A | 500,000 | 496,786 | ||||||
2.06%, 8/15/28, Series 2019-A3, Class A3 | 700,000 | 642,269 | ||||||
1.39%, 7/15/30, Series 2021-A2, Class A2 | 1,600,000 | 1,355,831 | ||||||
Capital One Prime Auto Receivables Trust | ||||||||
0.77%, 9/15/26, Series 2021-1, Class A3 | 488,931 | 468,861 | ||||||
CarMax Auto Owner Trust | ||||||||
2.03%, 6/16/25, Series 2020-1, Class A4 | 585,000 | 575,817 | ||||||
3.97%, 4/15/27, Series 2022-3, Class A3 | 1,095,000 | 1,070,455 | ||||||
4.75%, 10/15/27, Series 2023-1, Class A3 | 737,000 | 727,280 | ||||||
CNH Equipment Trust | 1,000,000 | 906,277 | ||||||
Discover Card Execution Note Trust | ||||||||
1.96%, 2/15/27, Series 2022-A1, Class A1 | 350,000 | 333,074 | ||||||
3.32%, 5/15/27, Series 2022-A2, Class A | 545,000 | 526,649 | ||||||
3.56%, 7/15/27, Series 2022-A3, Class A3 | 1,000,000 | 968,420 | ||||||
4.31%, 3/15/28, Series 2023-A1, Class A | 500,000 | 489,970 | ||||||
Exeter Automobile Receivables Trust | 1,000,000 | 997,645 | ||||||
Ford Credit Auto Lease Trust | ||||||||
4.94%, 3/15/26, Series 2023-A, Class A3 | 850,000 | 842,911 | ||||||
4.83%, 5/15/26, Series 2023-A, Class A4 | 500,000 | 494,018 | ||||||
Ford Credit Auto Owner Trust | ||||||||
2.04%, 12/15/26, Series 2020-B, Class C | 750,000 | 733,707 | ||||||
3.93%, 8/15/27, Series 2022-B, Class A4 | 750,000 | 728,874 | ||||||
GM Financial Automobile Leasing Trust | �� | |||||||
3.42%, 6/20/25, Series 2022-2, Class A3 | 500,000 | 492,946 | ||||||
5.16%, 1/20/27, Series 2023-1, Class A4 | 645,000 | 640,146 | ||||||
GM Financial Consumer Automobile Receivables Trust | ||||||||
0.58%, 1/16/26, Series 2020-3, Class A4 | 1,000,000 | 964,240 | ||||||
3.71%, 12/16/27, Series 2022-3, Class A4 | 1,250,000 | 1,206,462 | ||||||
4.66%, 2/16/28, Series 2023-1, Class A3 | 1,000,000 | 987,513 | ||||||
Honda Auto Receivables Owner Trust | ||||||||
3.73%, 7/20/26, Series 2022-2, Class A3 | 845,000 | 824,470 | ||||||
0.46%, 4/19/27, Series 2020-3, Class A4 | 250,000 | 245,071 | ||||||
5.04%, 4/21/27, Series 2023-1, Class A3 | 1,368,000 | 1,359,297 | ||||||
Hyundai Auto Receivables Trust | ||||||||
0.60%, 2/16/27, Series 2021-B, Class A4 | 1,000,000 | 925,474 | ||||||
5.39%, 6/15/27, Series 2015-C, Class A3 | 1,000,000 | 998,179 | ||||||
John Deere Owner Trust | ||||||||
5.18%, 3/15/28, Series 2023-B, Class A3 | 1,000,000 | 999,363 | ||||||
Mercedes-Benz Auto Lease Trust | ||||||||
4.74%, 1/15/27, Series 2023-A, Class A3 | 1,000,000 | 986,631 | ||||||
Mercedes-Benz Auto Receivables Trust | 500,000 | 492,782 | ||||||
Santander Drive Auto Receivables Trust | 1,000,000 | 972,066 | ||||||
Synchrony Card Funding LLC | 900,000 | 874,410 | ||||||
Toyota Auto Receivables Owner Trust | ||||||||
0.53%, 10/15/26, Series 2021-B, Class A4 | 1,500,000 | 1,390,012 | ||||||
3.76%, 4/15/27, Series 2022-C, Class A3 | 250,000 | 243,323 | ||||||
3.77%, 2/15/28, Series 2022-C, Class A4 | 774,000 | 745,931 | ||||||
Verizon Master Trust | ||||||||
0.50%, 5/20/27, Series 2021-1, Class A | 1,200,000 | 1,155,564 | ||||||
1.53%, 7/20/28, Series 2022-2, Class A | 500,000 | 473,025 | ||||||
3.67%, 1/22/29, Series 2022-6, Class A | 1,200,000 | 1,163,021 | ||||||
Volkswagen Auto Lease Trust | 1,250,000 | 1,220,649 | ||||||
Volkswagen Auto Loan Enhanced Trust | 180,000 | 179,137 | ||||||
World Omni Auto Receivables Trust | ||||||||
0.61%, 10/15/26, Series 2020-C, Class A4 | 400,000 | 379,086 | ||||||
0.64%, 9/15/27, Series 2021-C, Class A4 | 1,000,000 | 913,329 | ||||||
1.90%, 3/15/28, Series 2022-A, Class A4 | 350,000 | 325,208 | ||||||
World Omni Automobile Lease Securitization Trust | 95,000 | 94,116 | ||||||
TOTAL ASSET-BACKED SECURITIES (Cost: $46,303,449) |
| 45,623,760 | ||||||
See Notes to Financial Statements.
| 146 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2023
| Investments in Long Securities | Principal Amount | Value | ||||||
| REPURCHASE AGREEMENT – 0.3% |
| |||||||
| United States – 0.3% |
| |||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/23 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 9/1/23; Proceeds at maturity – $2,410,355 (fully collateralized by U.S. Treasury Note, 0.88% due 1/31/24; Market value including accrued interest – $2,458,216) | ||||||||
| (Cost: $2,410,000) | $ | 2,410,000 | $ | 2,410,000 | ||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.4% |
| |||||||
| United States – 0.4% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 5.35%(f) | ||||||||
| (Cost: $3,710,753) | 3,710,753 | 3,710,753 | ||||||
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE (Cost: $991,519,698) |
| 907,331,000 | ||||||
| TBA Sale Commitments | Principal Amount | |||||||
| U.S. GOVERNMENT AGENCIES TBA SALE COMMITMENTS – (0.7)% |
| |||||||
| Government National Mortgage Association – (0.1)% |
| |||||||
2.00%, 10/20/53(b) | $ | (100,000 | ) | (82,674 | ) | |||
2.50%, 10/20/53(b) | (100,000 | ) | (85,237 | ) | ||||
3.50%, 10/20/53(b) | (1,200,000 | ) | (1,090,602 | ) | ||||
|
| |||||||
| Total Government National Mortgage Association |
| (1,258,513 | ) | |||||
| Uniform Mortgage-Backed Securities – (0.6)% |
| |||||||
2.50%, 9/1/38(b) | (2,750,000 | ) | (2,477,597 | ) | ||||
3.00%, 9/1/38(b) | (2,900,000 | ) | (2,679,956 | ) | ||||
4.00%, 9/1/38(b) | (225,000 | ) | (216,066 | ) | ||||
3.50%, 10/1/53(b) | (50,000 | ) | (44,743 | ) | ||||
|
| |||||||
| Total Uniform Mortgage-Backed Securities |
| (5,418,362 | ) | |||||
| TOTAL TBA SALE COMMITMENTS |
| |||||||
(Proceeds: $6,711,361) |
| (6,676,875 | ) | |||||
Other Assets less Liabilities – (0.1)% |
| (1,105,664 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 899,548,461 | |||||
| ^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
| (a) | Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2023. |
| (b) | To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing. |
| (c) | Rate shown reflects the accrual rate as of August 31, 2023 on securities with variable or step rates. |
| (d) | Security, or portion thereof, was on loan at August 31, 2023 (See Note 2). At August 31, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $3,723,372 and the total market value of the collateral held by the Fund was $3,843,308. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $132,555. |
| (e) | 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. |
| (f) | Rate shown represents annualized 7-day yield as of August 31, 2023. |
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Active Markets | Other Significant Observable Inputs | Significant Unobservable Inputs | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities |
| |||||||||||||||
U.S. Government Agencies | $ | — | $ | 159,095,550 | $ | — | $ | 159,095,550 | ||||||||
U.S. Government Obligations | — | 192,553,917 | — | 192,553,917 | ||||||||||||
Corporate Bonds | — | 420,863,817 | — | 420,863,817 | ||||||||||||
Foreign Government Agencies | — | 2,706,761 | — | 2,706,761 | ||||||||||||
Foreign Government Obligations | — | 18,603,950 | — | 18,603,950 | ||||||||||||
Supranational Bonds | — | 142,770 | — | 142,770 | ||||||||||||
Commercial Mortgage-Backed Securities | — | 60,713,469 | — | 60,713,469 | ||||||||||||
Municipal Bonds | — | 906,253 | — | 906,253 | ||||||||||||
Asset-Backed Securities | — | 45,623,760 | — | 45,623,760 | ||||||||||||
Repurchase Agreement | — | 2,410,000 | — | 2,410,000 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 3,710,753 | — | 3,710,753 | ||||||||||||
Total Investments in Securities | $ | — | $ | 907,331,000 | $ | — | $ | 907,331,000 | ||||||||
Liabilities: |
| |||||||||||||||
TBA Sale Commitments | ||||||||||||||||
U.S. Government Agencies | $ | — | $ | (6,676,875 | ) | $ | — | $ | (6,676,875 | ) | ||||||
Total – Net | $ | — | $ | 900,654,125 | $ | — | $ | 900,654,125 | ||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 147 |
Schedule of Investments
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT AGENCIES – 11.6% |
| |||||||
| Federal Farm Credit Bank – 1.0% |
| |||||||
3.13%, 8/26/27 | $ | 1,000,000 | $ | 948,310 | ||||
| Federal Home Loan Bank – 0.2% |
| |||||||
0.38%, 9/4/25 | 200,000 | 183,072 | ||||||
| Federal Home Loan Mortgage Corporation – 1.2% |
| |||||||
0.38%, 7/21/25 | 40,000 | 36,762 | ||||||
0.38%, 9/23/25 | 1,293,000 | 1,180,121 | ||||||
|
| |||||||
| Total Federal Home Loan Mortgage Corporation |
| 1,216,883 | ||||||
| Federal National Mortgage Association – 1.3% |
| |||||||
2.63%, 9/6/24 | 1,149,000 | 1,119,379 | ||||||
1.63%, 1/7/25 | 175,000 | 166,915 | ||||||
|
| |||||||
| Total Federal National Mortgage Association |
| 1,286,294 | ||||||
| Tennessee Valley Authority – 0.1% |
| |||||||
0.75%, 5/15/25 | 86,000 | 79,908 | ||||||
| Uniform Mortgage-Backed Securities – 7.8% |
| |||||||
2.50%, 9/1/38(a) | 3,016,000 | 2,717,248 | ||||||
3.00%, 9/1/38(a) | 5,359,000 | 4,952,374 | ||||||
|
| |||||||
| Total Uniform Mortgage-Backed Securities |
| 7,669,622 | ||||||
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $11,595,915) |
| 11,384,089 | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 41.8% |
| |||||||
| U.S. Treasury Bills – 10.6% |
| |||||||
5.38%, 9/26/23* | 900,000 | 896,698 | ||||||
5.37%, 10/3/23* | 8,400,000 | 8,360,614 | ||||||
5.50%, 12/19/23* | 1,075,000 | 1,057,639 | ||||||
|
| |||||||
| Total U.S. Treasury Bills |
| 10,314,951 | ||||||
| U.S. Treasury Notes – 31.2% |
| |||||||
0.25%, 3/15/24 | 696,000 | 677,268 | ||||||
2.25%, 3/31/24 | 711,000 | 698,252 | ||||||
0.38%, 4/15/24 | 675,000 | 654,209 | ||||||
2.50%, 4/30/24 | 709,000 | 695,637 | ||||||
0.25%, 6/15/24 | 734,000 | 705,056 | ||||||
3.00%, 6/30/24 | 664,100 | 651,220 | ||||||
4.25%, 9/30/24 | 645,100 | 637,931 | ||||||
0.75%, 11/15/24 | 727,000 | 689,117 | ||||||
2.25%, 11/15/24 | 705,000 | 680,297 | ||||||
1.50%, 11/30/24 | 644,000 | 615,083 | ||||||
1.00%, 12/15/24 | 723,000 | 685,396 | ||||||
0.50%, 3/31/25 | 10,568,000 | 9,844,546 | ||||||
4.00%, 2/15/26 | 63,100 | 62,109 | ||||||
0.75%, 4/30/26 | 1,836,000 | 1,660,648 | ||||||
0.63%, 7/31/26 | 3,304,000 | 2,955,144 | ||||||
1.13%, 2/28/27 | 608,100 | 543,798 | ||||||
2.50%, 3/31/27 | 1,713,000 | 1,605,268 | ||||||
2.75%, 4/30/27 | 881,000 | 831,685 | ||||||
3.25%, 6/30/27 | 451,100 | 433,144 | ||||||
2.75%, 7/31/27 | 1,491,000 | 1,403,753 | ||||||
3.50%, 1/31/28 | 3,971,100 | 3,841,109 | ||||||
|
| |||||||
| Total U.S. Treasury Notes |
| 30,570,670 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $42,127,199) |
| 40,885,621 | ||||||
| CORPORATE BONDS – 46.7% |
| |||||||
| Australia – 0.1% |
| |||||||
BHP Billiton Finance USA Ltd. | 50,000 | 49,581 | ||||||
| Belgium – 0.0% |
| |||||||
Anheuser-Busch InBev Worldwide, Inc. | 50,000 | 48,186 | ||||||
| Bermuda – 0.1% |
| |||||||
RenaissanceRe Holdings Ltd. | 105,000 | 94,347 | ||||||
| Canada – 2.4% |
| |||||||
Bank of Montreal | 135,000 | 132,871 | ||||||
1.85%, 5/1/25 | 1,000 | 940 | ||||||
1.25%, 9/15/26 | 100,000 | 88,678 | ||||||
0.95%, 1/22/27, (0.949% fixed rate until 1/22/26; Secured Overnight Financing Rate + 0.603% thereafter)(b) | 179,000 | 160,731 | ||||||
Bank of Nova Scotia | 59,000 | 56,225 | ||||||
1.30%, 6/11/25 | 100,000 | 92,638 | ||||||
4.50%, 12/16/25 | 58,000 | 56,249 | ||||||
1.05%, 3/2/26 | 40,000 | 35,888 | ||||||
1.30%, 9/15/26 | 135,000 | 119,649 | ||||||
Brookfield Corp. | 119,000 | 115,824 | ||||||
Canadian Imperial Bank of Commerce | 78,000 | 76,814 | ||||||
3.45%, 4/7/27 | 86,000 | 80,397 | ||||||
Canadian Natural Resources Ltd. | 30,000 | 29,177 | ||||||
Canadian Pacific Railway Co. | 50,000 | 44,936 | ||||||
Enbridge, Inc. | 42,000 | 40,242 | ||||||
2.50%, 2/14/25 | 50,000 | 47,786 | ||||||
Manulife Financial Corp. | 25,000 | 24,315 | ||||||
Nutrien Ltd. | 25,000 | 23,911 | ||||||
Rogers Communications, Inc. | 85,000 | 78,577 | ||||||
Royal Bank of Canada | 457,000 | 423,296 | ||||||
TELUS Corp. | 98,000 | 90,846 | ||||||
Toronto-Dominion Bank | 343,000 | 318,205 | ||||||
1.95%, 1/12/27 | 160,000 | 143,830 | ||||||
4.69%, 9/15/27 | 39,000 | 38,026 | ||||||
TransCanada PipeLines Ltd. | 30,000 | 29,630 | ||||||
|
| |||||||
| Total Canada |
| 2,349,681 | ||||||
| China – 0.1% |
| |||||||
Tencent Music Entertainment Group | 110,000 | 100,774 | ||||||
See Notes to Financial Statements.
| 148 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| France – 0.3% |
| |||||||
BPCE SA | $ | 170,000 | $ | 168,082 | ||||
TotalEnergies Capital International SA | 101,000 | 97,161 | ||||||
|
| |||||||
| Total France |
| 265,243 | ||||||
| Germany – 0.4% |
| |||||||
Deutsche Bank AG | ||||||||
2.22%, 9/18/24, (2.222% fixed rate until 9/18/23; Secured Overnight Financing Rate + 2.159% thereafter)(b) | 140,000 | 139,779 | ||||||
2.31%, 11/16/27, (2.311% fixed rate until 11/16/26; Secured Overnight Financing Rate + 1.219% thereafter)(b) | 94,000 | 82,444 | ||||||
2.55%, 1/7/28, (2.552% fixed rate until 1/7/27; Secured Overnight Financing Rate + 1.318% thereafter)(b) | 96,000 | 84,849 | ||||||
Kreditanstalt fuer Wiederaufbau | 94,000 | 84,481 | ||||||
|
| |||||||
| Total Germany |
| 391,553 | ||||||
| Ireland – 0.3% |
| |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 130,000 | 129,945 | ||||||
6.50%, 7/15/25 | 150,000 | 150,741 | ||||||
|
| |||||||
| Total Ireland |
| 280,686 | ||||||
| Japan – 1.1% |
| |||||||
Mitsubishi UFJ Financial Group, Inc. | 536,000 | 508,755 | ||||||
1.41%, 7/17/25 | 50,000 | 46,198 | ||||||
Mizuho Financial Group, Inc. | ||||||||
2.65%, 5/22/26, (2.651% fixed rate until 5/22/25; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(b) | 147,000 | 138,590 | ||||||
Sumitomo Mitsui Financial Group, Inc. | 315,000 | 306,653 | ||||||
Toyota Motor Corp. | 73,000 | 66,524 | ||||||
|
| |||||||
| Total Japan |
| 1,066,720 | ||||||
| Netherlands – 0.1% |
| |||||||
ING Groep NV | 140,000 | 138,121 | ||||||
| Spain – 0.3% |
| |||||||
Banco Santander SA | 200,000 | 194,708 | ||||||
4.18%, 3/24/28, (4.175% fixed rate until 3/24/27; 1-year Constant Maturity Treasury Rate + 2.00% thereafter)(b) | 101,000 | 94,672 | ||||||
|
| |||||||
| Total Spain |
| 289,380 | ||||||
| Switzerland – 0.6% |
| |||||||
Credit Suisse AG | 389,000 | 397,352 | ||||||
1.25%, 8/7/26 | 135,000 | 118,579 | ||||||
Novartis Capital Corp. | 71,000 | 64,843 | ||||||
|
| |||||||
| Total Switzerland |
| 580,774 | ||||||
| United Kingdom – 1.7% |
| |||||||
AstraZeneca Finance LLC | 147,000 | 132,728 | ||||||
AstraZeneca PLC | 75,000 | 70,292 | ||||||
Barclays PLC | ||||||||
2.28%, 11/24/27, (2.279% fixed rate until 11/24/26; 1-year Constant Maturity Treasury Rate + 1.05% thereafter)(b) | 114,000 | 101,295 | ||||||
BAT Capital Corp. | 21,000 | 20,488 | ||||||
BAT International Finance PLC | 100,000 | 90,592 | ||||||
Diageo Capital PLC | 200,000 | 184,774 | ||||||
GlaxoSmithKline Capital, Inc. | 25,000 | 24,387 | ||||||
HSBC Holdings PLC | 213,000 | 210,780 | ||||||
2.10%, 6/4/26, (2.099% fixed rate until 6/4/25; Secured Overnight Financing Rate + 1.929% thereafter)(b) | 500,000 | 466,185 | ||||||
Lloyds Bank PLC | 200,000 | 192,074 | ||||||
Santander UK Group Holdings PLC | ||||||||
2.47%, 1/11/28, (2.469% fixed rate until 1/11/27; Secured Overnight Financing Rate + 1.22% thereafter)(b) | 91,000 | 80,120 | ||||||
WPP Finance 2010 | 98,000 | 95,311 | ||||||
|
| |||||||
| Total United Kingdom |
| 1,669,026 | ||||||
| United States – 39.2% |
| |||||||
3M Co. | 50,000 | 47,697 | ||||||
Abbott Laboratories | 178,000 | 172,553 | ||||||
AbbVie, Inc. | 100,000 | 97,397 | ||||||
3.20%, 5/14/26 | 125,000 | 118,911 | ||||||
Activision Blizzard, Inc. | 94,000 | 89,840 | ||||||
Aetna, Inc. | 7,000 | 6,820 | ||||||
Air Lease Corp. | 50,000 | 49,963 | ||||||
Air Products & Chemicals, Inc. | 104,000 | 96,532 | ||||||
Alexandria Real Estate Equities, Inc. | 20,000 | 19,307 | ||||||
Allstate Corp. | 112,000 | 106,000 | ||||||
Ally Financial, Inc. | 17,000 | 16,922 | ||||||
3.88%, 5/21/24 | 112,000 | 110,034 | ||||||
Alphabet, Inc. | 92,000 | 84,473 | ||||||
Altria Group, Inc. | 133,000 | 126,033 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 149 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Amazon.com, Inc. | $ | 50,000 | $ | 46,442 | ||||
American Express Co. | 76,000 | 73,802 | ||||||
3.63%, 12/5/24 | 71,000 | 69,161 | ||||||
3.95%, 8/1/25 | 73,000 | 70,861 | ||||||
3.13%, 5/20/26 | 87,000 | 82,298 | ||||||
1.65%, 11/4/26 | 103,000 | 91,946 | ||||||
American Honda Finance Corp. | 80,000 | 74,183 | ||||||
4.70%, 1/12/28 | 50,000 | 49,404 | ||||||
American International Group, Inc. | 75,000 | 72,400 | ||||||
American Tower Corp. | 131,000 | 123,027 | ||||||
Ameriprise Financial, Inc. | 50,000 | 48,089 | ||||||
Amgen, Inc. | 132,000 | 130,093 | ||||||
2.60%, 8/19/26 | 20,000 | 18,598 | ||||||
2.20%, 2/21/27 | 25,000 | 22,729 | ||||||
Applied Materials, Inc. | 134,000 | 127,319 | ||||||
Ares Capital Corp. | 132,000 | 129,833 | ||||||
3.88%, 1/15/26 | 8,000 | 7,492 | ||||||
Ascension Health | 97,000 | 83,828 | ||||||
AT&T, Inc. | 134,000 | 130,424 | ||||||
1.70%, 3/25/26 | 175,000 | 159,579 | ||||||
2.30%, 6/1/27 | 150,000 | 134,362 | ||||||
Automatic Data Processing, Inc. | 84,000 | 81,318 | ||||||
AutoZone, Inc. | 118,000 | 116,053 | ||||||
AvalonBay Communities, Inc. | 25,000 | 23,579 | ||||||
3.30%, 6/1/29 | 121,000 | 109,638 | ||||||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. | 50,000 | 46,421 | ||||||
Bank of America Corp. | 597,000 | 578,660 | ||||||
3.88%, 8/1/25 | 323,000 | 314,473 | ||||||
0.98%, 9/25/25, (0.981% fixed rate until 9/25/24; Secured Overnight Financing Rate + 0.91% thereafter)(b) | 50,000 | 47,342 | ||||||
3.37%, 1/23/26, (3.366% fixed rate until 1/23/25; 3-month Secured Overnight Financing Rate + 1.072% thereafter)(b) | 80,000 | 77,143 | ||||||
2.02%, 2/13/26, (2.015% fixed rate until 2/13/25; 3-month Secured Overnight Financing Rate + 0.902% thereafter)(b) | 771,000 | 727,546 | ||||||
3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(b) | 100,000 | 96,143 | ||||||
4.83%, 7/22/26, (4.827% fixed rate until 7/22/25; Secured Overnight Financing Rate + 1.75% thereafter)(b) | 100,000 | 98,162 | ||||||
1.73%, 7/22/27, (1.734% fixed rate until 7/22/26; Secured Overnight Financing Rate + 0.96% thereafter)(b) | 75,000 | 67,137 | ||||||
2.55%, 2/4/28, (2.551% fixed rate until 2/4/27; Secured Overnight Financing Rate + 1.05% thereafter)(b) | 148,000 | 133,930 | ||||||
Bank of New York Mellon Corp. | 115,000 | 111,256 | ||||||
2.10%, 10/24/24 | 122,000 | 117,636 | ||||||
1.60%, 4/24/25 | 50,000 | 46,988 | ||||||
3.35%, 4/25/25 | 150,000 | 144,988 | ||||||
Baxter International, Inc. | 25,000 | 22,249 | ||||||
Becton Dickinson & Co. | 50,000 | 47,439 | ||||||
Berkshire Hathaway Energy Co. | 73,000 | 71,002 | ||||||
4.05%, 4/15/25 | 89,000 | 87,110 | ||||||
Berkshire Hathaway Finance Corp. | 85,000 | 71,607 | ||||||
Berry Global, Inc. | 80,000 | 72,769 | ||||||
Biogen, Inc. | 124,000 | 120,304 | ||||||
Blackstone Private Credit Fund | 84,000 | 79,517 | ||||||
2.63%, 12/15/26 | 90,000 | 77,502 | ||||||
Blue Owl Capital Corp. | 105,000 | 104,175 | ||||||
Boeing Co. | 357,000 | 335,009 | ||||||
Boston Properties LP | 50,000 | 47,131 | ||||||
Boston Scientific Corp. | 73,000 | 72,087 | ||||||
BP Capital Markets America, Inc. | 50,000 | 48,079 | ||||||
3.12%, 5/4/26 | 25,000 | 23,781 | ||||||
3.54%, 4/6/27 | 125,000 | 119,347 | ||||||
Bristol-Myers Squibb Co. | 100,000 | 95,352 | ||||||
1.13%, 11/13/27 | 75,000 | 65,165 | ||||||
3.45%, 11/15/27 | 135,000 | 128,571 | ||||||
Broadcom, Inc. | 17,000 | 16,182 | ||||||
3.46%, 9/15/26 | 60,000 | 56,839 | ||||||
Broadridge Financial Solutions, Inc. | 91,000 | 86,152 | ||||||
Burlington Northern Santa Fe LLC | 50,000 | 47,457 | ||||||
Capital One Financial Corp. | ||||||||
2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(b) | 300,000 | 283,590 | ||||||
Cardinal Health, Inc. | 50,000 | 46,839 | ||||||
See Notes to Financial Statements.
| 150 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Carrier Global Corp. | $ | 120,000 | $ | 114,192 | ||||
Caterpillar Financial Services Corp. | 76,000 | 73,690 | ||||||
3.65%, 8/12/25 | 80,000 | 77,703 | ||||||
1.15%, 9/14/26 | 50,000 | 44,741 | ||||||
1.70%, 1/8/27 | 118,000 | 106,927 | ||||||
3.60%, 8/12/27 | 25,000 | 23,927 | ||||||
CBRE Services, Inc. | 69,000 | 67,563 | ||||||
CDW LLC / CDW Finance Corp. | 25,000 | 24,226 | ||||||
Celanese U.S. Holdings LLC | 14,000 | 14,013 | ||||||
Centene Corp. | 102,000 | 95,465 | ||||||
CenterPoint Energy, Inc. | 128,000 | 114,988 | ||||||
Charles Schwab Corp. | 91,000 | 87,335 | ||||||
4.20%, 3/24/25 | 50,000 | 48,886 | ||||||
1.15%, 5/13/26 | 94,000 | 83,726 | ||||||
2.45%, 3/3/27 | 96,000 | 86,486 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 75,000 | 73,706 | ||||||
4.20%, 3/15/28 | 116,000 | 108,089 | ||||||
Cheniere Energy, Inc. | 87,000 | 81,971 | ||||||
Chubb INA Holdings, Inc. | 156,000 | 149,556 | ||||||
Cigna Group | 55,000 | 53,596 | ||||||
4.50%, 2/25/26 | 50,000 | 48,999 | ||||||
1.25%, 3/15/26 | 37,000 | 33,440 | ||||||
Cisco Systems, Inc. | 27,000 | 26,286 | ||||||
Citigroup, Inc. | 393,000 | 383,332 | ||||||
2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(b) | 300,000 | 283,941 | ||||||
3.29%, 3/17/26, (3.29% fixed rate until 3/17/25; Secured Overnight Financing Rate + 1.528% thereafter)(b) | 200,000 | 192,216 | ||||||
3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(b) | 78,000 | 74,668 | ||||||
3.20%, 10/21/26 | 75,000 | 69,972 | ||||||
1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(b) | 251,000 | 224,969 | ||||||
4.45%, 9/29/27 | 105,000 | 100,422 | ||||||
Citizens Financial Group, Inc. | 135,000 | 113,013 | ||||||
CMS Energy Corp. | ||||||||
4.75%, 6/1/50, (4.75% fixed rate until 3/1/30; 5-year Constant Maturity Treasury Rate + 4.116% thereafter)(b) | 90,000 | 78,751 | ||||||
Coca-Cola Co. | 75,000 | 70,543 | ||||||
Columbia Pipeline Group, Inc. | 98,000 | 95,693 | ||||||
Comcast Corp. | 138,000 | 133,413 | ||||||
3.95%, 10/15/25 | 42,000 | 40,920 | ||||||
3.15%, 3/1/26 | 255,000 | 243,576 | ||||||
Conagra Brands, Inc. | 108,000 | 106,865 | ||||||
1.38%, 11/1/27 | 25,000 | 21,245 | ||||||
ConocoPhillips | 3,000 | 2,877 | ||||||
Conopco, Inc. | 50,000 | 53,344 | ||||||
Constellation Brands, Inc. | 35,000 | 33,332 | ||||||
Corebridge Financial, Inc. | 115,000 | 110,691 | ||||||
Costco Wholesale Corp. | 92,000 | 90,245 | ||||||
3.00%, 5/18/27 | 75,000 | 70,870 | ||||||
Crown Castle, Inc. | 48,000 | 46,764 | ||||||
CSX Corp. | 50,000 | 47,077 | ||||||
Cummins, Inc. | 140,000 | 128,247 | ||||||
CVS Health Corp. | 156,000 | 152,814 | ||||||
3.88%, 7/20/25 | 112,000 | 108,675 | ||||||
Dell International LLC / EMC Corp. | 29,000 | 29,313 | ||||||
Devon Energy Corp. | 15,000 | 14,867 | ||||||
Discovery Communications LLC | 20,000 | 19,666 | ||||||
Dollar General Corp. | 117,000 | 115,114 | ||||||
Dollar Tree, Inc. | 107,000 | 103,848 | ||||||
Dominion Energy, Inc. | 90,000 | 87,051 | ||||||
3.60%, 3/15/27, Series B | 50,000 | 47,171 | ||||||
Dow Chemical Co. | 88,000 | 71,878 | ||||||
Duke Energy Corp. | 49,000 | 44,746 | ||||||
Duke Energy Florida LLC | 50,000 | 47,294 | ||||||
DuPont de Nemours, Inc. | 30,000 | 29,391 | ||||||
Eastman Chemical Co. | 100,000 | 97,279 | ||||||
eBay, Inc. | 137,000 | 134,228 | ||||||
Ecolab, Inc. | 133,000 | 124,584 | ||||||
1.65%, 2/1/27 | 30,000 | 26,906 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 151 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Edison International | $ | 75,000 | $ | 73,429 | ||||
Elevance Health, Inc. | 81,000 | 80,913 | ||||||
Eli Lilly & Co. | 25,000 | 25,804 | ||||||
Emerson Electric Co. | 35,000 | 31,066 | ||||||
Energy Transfer LP | 155,000 | 147,408 | ||||||
Entergy Arkansas LLC | 65,000 | 64,063 | ||||||
Entergy Louisiana LLC | 75,000 | 71,228 | ||||||
5.59%, 10/1/24 | 36,000 | 36,067 | ||||||
Enterprise Products Operating LLC | 111,000 | 108,026 | ||||||
3.95%, 2/15/27 | 50,000 | 48,113 | ||||||
Equinix, Inc. | 44,000 | 40,595 | ||||||
1.00%, 9/15/25 | 109,000 | 99,454 | ||||||
ERP Operating LP | 12,000 | 11,579 | ||||||
2.85%, 11/1/26 | 113,000 | 105,349 | ||||||
Essex Portfolio LP | 20,000 | 19,000 | ||||||
Eversource Energy | 60,000 | 55,278 | ||||||
Exelon Corp. | 21,000 | 19,976 | ||||||
Exxon Mobil Corp. | 62,000 | 60,041 | ||||||
Federal Realty OP LP | 20,000 | 18,024 | ||||||
Fidelity National Information Services, Inc. | 23,000 | 20,721 | ||||||
Fifth Third Bancorp | 100,000 | 95,196 | ||||||
Fiserv, Inc. | 67,000 | 65,349 | ||||||
3.85%, 6/1/25 | 80,000 | 77,658 | ||||||
3.20%, 7/1/26 | 20,000 | 18,873 | ||||||
Florida Power & Light Co. | 62,000 | 59,657 | ||||||
Fortinet, Inc. | 97,000 | 86,699 | ||||||
Fox Corp. | 100,000 | 96,205 | ||||||
Franklin Resources, Inc. | 140,000 | 134,396 | ||||||
Freeport-McMoRan, Inc. | 108,000 | 99,965 | ||||||
FS KKR Capital Corp. | 36,000 | 33,041 | ||||||
GE HealthCare Technologies, Inc. | 113,000 | 112,730 | ||||||
General Dynamics Corp. | 31,000 | 30,116 | ||||||
General Mills, Inc. | 4,000 | 3,763 | ||||||
General Motors Co. | 99,000 | 99,511 | ||||||
General Motors Financial Co., Inc. | 108,000 | 104,359 | ||||||
1.25%, 1/8/26 | 125,000 | 112,370 | ||||||
Georgia Power Co. | 78,000 | 75,186 | ||||||
Gilead Sciences, Inc. | 130,000 | 125,079 | ||||||
Global Payments, Inc. | 20,000 | 19,566 | ||||||
Goldman Sachs Group, Inc. | 209,000 | 201,812 | ||||||
3.75%, 5/22/25 | 250,000 | 241,692 | ||||||
1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(b) | 680,000 | 610,545 | ||||||
2.64%, 2/24/28, (2.64% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.114% thereafter)(b) | 569,000 | 515,116 | ||||||
HCA, Inc. | 55,000 | 54,695 | ||||||
5.25%, 4/15/25 | 133,000 | 131,884 | ||||||
5.38%, 9/1/26 | 87,000 | 86,379 | ||||||
Healthcare Realty Holdings LP | 76,000 | 70,986 | ||||||
Hewlett Packard Enterprise Co. | 164,000 | 161,878 | ||||||
Home Depot, Inc. | 70,000 | 67,266 | ||||||
2.88%, 4/15/27 | 200,000 | 187,668 | ||||||
Honeywell International, Inc. | 43,000 | 40,158 | ||||||
1.10%, 3/1/27 | 60,000 | 53,138 | ||||||
Host Hotels & Resorts LP | 15,000 | 14,479 | ||||||
HP, Inc. | 142,000 | 133,862 | ||||||
Humana, Inc. | 25,000 | 22,001 | ||||||
Huntington Ingalls Industries, Inc. | 105,000 | 96,849 | ||||||
Huntsman International LLC | 88,000 | 81,543 | ||||||
Hyatt Hotels Corp. | 117,000 | 112,031 | ||||||
Illinois Tool Works, Inc. | 100,000 | 99,124 | ||||||
2.65%, 11/15/26 | 25,000 | 23,418 | ||||||
Intel Corp. | 100,000 | 97,179 | ||||||
3.75%, 8/5/27 | 50,000 | 47,832 | ||||||
4.88%, 2/10/28 | 50,000 | 49,725 | ||||||
Intercontinental Exchange, Inc. | 185,000 | 178,693 | ||||||
International Business Machines Corp. | 514,000 | 504,784 | ||||||
See Notes to Financial Statements.
| 152 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Intuit, Inc. | $ | 181,000 | $ | 167,257 | ||||
Invesco Finance PLC | 92,000 | 88,561 | ||||||
JB Hunt Transport Services, Inc. | 91,000 | 88,173 | ||||||
John Deere Capital Corp. | 87,000 | 84,781 | ||||||
3.40%, 6/6/25 | 273,000 | 264,802 | ||||||
1.75%, 3/9/27 | 75,000 | 67,420 | ||||||
Johnson & Johnson | 89,000 | 84,032 | ||||||
JPMorgan Chase & Co. | 541,000 | 530,185 | ||||||
3.13%, 1/23/25 | 76,000 | 73,557 | ||||||
2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(b) | 444,000 | 417,822 | ||||||
3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month Secured Overnight Financing Rate + 1.599% thereafter)(b) | 50,000 | 47,249 | ||||||
Juniper Networks, Inc. | 45,000 | 40,759 | ||||||
Keurig Dr. Pepper, Inc. | 25,000 | 23,929 | ||||||
KeyBank NA | 250,000 | 234,207 | ||||||
Kinder Morgan, Inc. | 50,000 | 44,781 | ||||||
Kraft Heinz Foods Co. | 35,000 | 33,449 | ||||||
Kroger Co. | 35,000 | 33,261 | ||||||
L3Harris Technologies, Inc. | 50,000 | 47,789 | ||||||
Laboratory Corp. of America Holdings | 136,000 | 131,944 | ||||||
Lam Research Corp. | 7,000 | 6,792 | ||||||
Lennox International, Inc. | 56,000 | 51,675 | ||||||
Lincoln National Corp. | 95,000 | 91,220 | ||||||
Lockheed Martin Corp. | 25,000 | 24,203 | ||||||
Lowe’s Cos., Inc. | 80,000 | 75,334 | ||||||
Marathon Petroleum Corp. | 50,000 | 49,784 | ||||||
Marriott International, Inc. | 76,000 | 76,149 | ||||||
Marsh & McLennan Cos., Inc. | 20,000 | 19,336 | ||||||
2.25%, 11/15/30 | 82,000 | 67,794 | ||||||
Martin Marietta Materials, Inc. | 25,000 | 23,400 | ||||||
Mastercard, Inc. | 30,000 | 28,664 | ||||||
3.30%, 3/26/27 | 57,000 | 54,271 | ||||||
3.35%, 3/26/30 | 98,000 | 90,181 | ||||||
McCormick & Co., Inc. | 128,000 | 115,229 | ||||||
McDonald’s Corp. | 75,000 | 71,245 | ||||||
McKesson Corp. | 35,000 | 31,375 | ||||||
Merck & Co., Inc. | 300,000 | 269,076 | ||||||
Meta Platforms, Inc. | 50,000 | 47,660 | ||||||
Mid-America Apartments LP | 25,000 | 23,686 | ||||||
Molson Coors Beverage Co. | 101,000 | 94,676 | ||||||
Mondelez International, Inc. | 123,000 | 115,089 | ||||||
Morgan Stanley | 92,000 | 90,885 | ||||||
3.62%, 4/17/25, (3.62% fixed rate until 4/17/24; Secured Overnight Financing Rate + 1.16% thereafter)(b) | 222,000 | 218,623 | ||||||
0.79%, 5/30/25, (0.79% fixed rate until 5/30/24; Secured Overnight Financing Rate + 0.525% thereafter)(b) | 99,000 | 94,936 | ||||||
4.00%, 7/23/25 | 284,000 | 275,696 | ||||||
0.86%, 10/21/25, Series I, (0.864% fixed rate until 10/21/24; Secured Overnight Financing Rate + 0.745% thereafter)(b) | 107,000 | 100,719 | ||||||
5.00%, 11/24/25 | 114,000 | 112,276 | ||||||
3.88%, 1/27/26 | 80,000 | 77,036 | ||||||
2.63%, 2/18/26, (2.63% fixed rate until 2/18/25; Secured Overnight Financing Rate + 0.94% thereafter)(b) | 110,000 | 104,848 | ||||||
2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(b) | 306,000 | 288,598 | ||||||
1.51%, 7/20/27, (1.512% fixed rate until 7/20/26; Secured Overnight Financing Rate + 0.858% thereafter)(b) | 125,000 | 111,019 | ||||||
MPLX LP | 100,000 | 91,120 | ||||||
National Rural Utilities Cooperative Finance Corp. | 50,000 | 46,692 | ||||||
NetApp, Inc. | 80,000 | 74,967 | ||||||
NextEra Energy Capital Holdings, Inc. | 148,000 | 132,359 | ||||||
NiSource, Inc. | 170,000 | 155,873 | ||||||
Northern Trust Corp. | 138,000 | 132,588 | ||||||
Northrop Grumman Corp. | 25,000 | 24,167 | ||||||
3.25%, 1/15/28 | 25,000 | 23,301 | ||||||
Nucor Corp. | 90,000 | 87,544 | ||||||
4.30%, 5/23/27 | 25,000 | 24,265 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 153 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
NVIDIA Corp. | $ | 50,000 | $ | 47,764 | ||||
2.85%, 4/1/30 | 92,000 | 82,582 | ||||||
Omega Healthcare Investors, Inc. | 98,000 | 95,650 | ||||||
5.25%, 1/15/26 | 25,000 | 24,616 | ||||||
Omnicom Group, Inc. | 113,000 | 104,445 | ||||||
ONEOK, Inc. | 15,000 | 14,208 | ||||||
Oracle Corp. | 244,000 | 232,412 | ||||||
5.80%, 11/10/25 | 65,000 | 65,653 | ||||||
2.65%, 7/15/26 | 84,000 | 78,036 | ||||||
Otis Worldwide Corp. | 30,000 | 28,438 | ||||||
2.29%, 4/5/27 | 94,000 | 85,462 | ||||||
Pacific Gas & Electric Co. | 100,000 | 97,930 | ||||||
Packaging Corp. of America | 95,000 | 88,646 | ||||||
Paramount Global | 131,000 | 116,338 | ||||||
Parker-Hannifin Corp. | 135,000 | 131,135 | ||||||
PayPal Holdings, Inc. | 40,000 | 37,266 | ||||||
PECO Energy Co. | 35,000 | 33,586 | ||||||
PepsiCo, Inc. | 111,000 | 110,034 | ||||||
2.63%, 3/19/27 | 75,000 | 69,941 | ||||||
3.60%, 2/18/28 | 50,000 | 47,939 | ||||||
Pfizer, Inc. | 380,000 | 359,921 | ||||||
Philip Morris International, Inc. | 30,000 | 28,181 | ||||||
3.38%, 8/11/25 | 10,000 | 9,650 | ||||||
0.88%, 5/1/26 | 184,000 | 164,836 | ||||||
5.13%, 11/17/27 | 65,000 | 64,897 | ||||||
Phillips 66 | 25,000 | 22,698 | ||||||
Pinnacle West Capital Corp. | 116,000 | 107,269 | ||||||
Pioneer Natural Resources Co. | 110,000 | 99,735 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. | 30,000 | 29,263 | ||||||
PNC Financial Services Group, Inc. | 100,000 | 98,616 | ||||||
4.76%, 1/26/27, (4.758% fixed rate until 1/26/26; Secured Overnight Financing Rate + 1.085% thereafter)(b) | 50,000 | 49,092 | ||||||
3.15%, 5/19/27 | 88,000 | 81,521 | ||||||
5.35%, 12/2/28, (5.354% fixed rate until 12/2/27; Secured Overnight Financing Rate + 1.62% thereafter)(b) | 109,000 | 107,287 | ||||||
Potomac Electric Power Co. | 96,000 | 94,940 | ||||||
PPG Industries, Inc. | 25,000 | 22,560 | ||||||
Procter & Gamble Co. | 84,000 | 76,858 | ||||||
Prologis LP | 75,000 | 67,648 | ||||||
Prudential Financial, Inc. | 75,000 | 68,665 | ||||||
5.38%, 5/15/45, (5.375% fixed rate until 5/15/25; Secured Overnight Financing Rate + 3.384% thereafter)(b) | 65,000 | 63,705 | ||||||
Public Service Electric & Gas Co. | 267,000 | 242,495 | ||||||
Public Storage Operating Co. | 133,000 | 119,719 | ||||||
PVH Corp. | 88,000 | 85,270 | ||||||
Qorvo, Inc. | 100,000 | 90,800 | ||||||
QUALCOMM, Inc. | 133,000 | 130,582 | ||||||
3.45%, 5/20/25 | 29,000 | 28,188 | ||||||
Quanta Services, Inc. | 100,000 | 94,836 | ||||||
Radian Group, Inc. | 110,000 | 104,183 | ||||||
Ralph Lauren Corp. | 109,000 | 105,637 | ||||||
Realty Income Corp. | 191,000 | 177,617 | ||||||
Regions Financial Corp. | 105,000 | 98,191 | ||||||
Republic Services, Inc. | 25,000 | 23,276 | ||||||
RTX Corp. | 159,000 | 150,260 | ||||||
Ryder System, Inc. | 80,000 | 72,109 | ||||||
Sabine Pass Liquefaction LLC | 11,000 | 10,973 | ||||||
Salesforce, Inc. | 100,000 | 95,845 | ||||||
Santander Holdings USA, Inc. | 244,000 | 232,876 | ||||||
Sherwin-Williams Co. | 100,000 | 97,871 | ||||||
3.45%, 6/1/27 | 25,000 | 23,577 | ||||||
Simon Property Group LP | 72,000 | 69,400 | ||||||
3.30%, 1/15/26 | 79,000 | 75,355 | ||||||
3.38%, 6/15/27 | 100,000 | 93,368 | ||||||
Skyworks Solutions, Inc. | 78,000 | 70,092 | ||||||
Southern California Edison Co. | 127,000 | 122,790 | ||||||
Southern California Gas Co. | 133,000 | 123,666 | ||||||
Southern Co. Gas Capital Corp. | 139,000 | 131,327 | ||||||
See Notes to Financial Statements.
| 154 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
Southwest Airlines Co. | $ | 125,000 | $ | 124,174 | ||||
Southwestern Electric Power Co. | 80,000 | 72,880 | ||||||
Stanley Black & Decker, Inc. | 25,000 | 23,764 | ||||||
Starbucks Corp. | 8,000 | 7,782 | ||||||
2.55%, 11/15/30 | 130,000 | 110,317 | ||||||
State Street Corp. | 168,000 | 162,224 | ||||||
2.35%, 11/1/25, (2.354% fixed rate until 11/1/24; Secured Overnight Financing Rate + 0.94% thereafter)(b) | 211,000 | 202,680 | ||||||
1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(b) | 50,000 | 47,230 | ||||||
Stifel Financial Corp. | 95,000 | 93,503 | ||||||
Stryker Corp. | 136,000 | 130,519 | ||||||
Synchrony Financial | 119,000 | 108,465 | ||||||
T-Mobile USA, Inc. | 50,000 | 46,288 | ||||||
3.75%, 4/15/27 | 119,000 | 112,774 | ||||||
Target Corp. | 280,000 | 255,329 | ||||||
Teledyne Technologies, Inc. | 98,000 | 95,181 | ||||||
Texas Instruments, Inc. | 35,000 | 32,584 | ||||||
Textron, Inc. | 110,000 | 100,768 | ||||||
Thermo Fisher Scientific, Inc. | 25,000 | 25,044 | ||||||
Toyota Motor Credit Corp. | 250,000 | 228,112 | ||||||
3.05%, 3/22/27 | 150,000 | 140,827 | ||||||
Trane Technologies Luxembourg Finance SA | 89,000 | 85,274 | ||||||
Trimble, Inc. | 92,000 | 90,615 | ||||||
Truist Bank | 250,000 | 233,350 | ||||||
Truist Financial Corp. | 73,000 | 70,392 | ||||||
5.90%, 10/28/26, (5.90% fixed rate until 10/28/25; Secured Overnight Financing Rate + 1.626% thereafter)(b) | 73,000 | 72,829 | ||||||
TWDC Enterprises 18 Corp. | 250,000 | 240,080 | ||||||
Tyco Electronics Group SA | 116,000 | 112,043 | ||||||
U.S. Bancorp | 100,000 | 93,598 | ||||||
5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(b) | 75,000 | 75,004 | ||||||
Union Pacific Corp. | 100,000 | 91,424 | ||||||
United Airlines Pass-Through Trust | 51,213 | 51,008 | ||||||
United Parcel Service, Inc. | 50,000 | 46,881 | ||||||
UnitedHealth Group, Inc. | 50,000 | 45,225 | ||||||
3.45%, 1/15/27 | 180,000 | 171,851 | ||||||
2.95%, 10/15/27 | 50,000 | 46,383 | ||||||
UPMC | 50,000 | 48,264 | ||||||
Ventas Realty LP | 25,000 | 24,063 | ||||||
Verizon Communications, Inc. | 104,000 | 94,331 | ||||||
1.45%, 3/20/26 | 75,000 | 68,051 | ||||||
4.13%, 3/16/27 | 70,000 | 67,451 | ||||||
Viatris, Inc. | 10,000 | 9,264 | ||||||
VMware, Inc. | 77,000 | 68,294 | ||||||
4.65%, 5/15/27 | 77,000 | 74,869 | ||||||
Walgreens Boots Alliance, Inc. | 122,000 | 115,275 | ||||||
Walt Disney Co. | 209,000 | 202,989 | ||||||
WEC Energy Group, Inc. | 7,000 | 6,909 | ||||||
Wells Fargo & Co. | 400,000 | 385,076 | ||||||
2.41%, 10/30/25, (2.406% fixed rate until 10/30/24; 3-month Secured Overnight Financing Rate + 1.087% thereafter)(b) | 416,000 | 399,169 | ||||||
2.16%, 2/11/26, (2.164% fixed rate until 2/11/25; 3-month Secured Overnight Financing Rate + 1.012% thereafter)(b) | 322,000 | 304,580 | ||||||
2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(b) | 144,000 | 135,495 | ||||||
Welltower OP LLC | 50,000 | 49,389 | ||||||
Westlake Corp. | 90,000 | 85,770 | ||||||
Williams Cos., Inc. | 119,000 | 116,096 | ||||||
3.75%, 6/15/27 | 75,000 | 70,669 | ||||||
Willis North America, Inc. | 89,000 | 86,302 | ||||||
Zoetis, Inc. | 22,000 | 21,673 | ||||||
|
| |||||||
| Total United States |
| 38,392,348 | ||||||
TOTAL CORPORATE BONDS (Cost: $47,162,207) |
| 45,716,420 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 155 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| FOREIGN GOVERNMENT AGENCIES – 0.6% |
| |||||||
| Canada – 0.1% |
| |||||||
Province of Quebec Canada | $ | 76,000 | $ | 72,047 | ||||
| Japan – 0.5% |
| |||||||
Japan Bank for International Cooperation | 200,000 | 191,702 | ||||||
2.13%, 2/10/25 | 140,000 | 133,620 | ||||||
0.63%, 7/15/25 | 168,000 | 154,434 | ||||||
|
| |||||||
| Total Japan |
| 479,756 | ||||||
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $572,052) |
| 551,803 | ||||||
| FOREIGN GOVERNMENT OBLIGATIONS – 0.2% |
| |||||||
| Chile – 0.1% |
| |||||||
Chile Government International Bond | 110,000 | 106,745 | ||||||
| Mexico – 0.1% |
| |||||||
Mexico Government International Bond | 86,000 | 101,623 | ||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $214,238) |
| 208,368 | ||||||
| SUPRANATIONAL BOND – 0.1% |
| |||||||
European Bank for Reconstruction & Development | ||||||||
| (Cost: $84,510) | 93,000 | 84,604 | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.3% |
| |||||||
| United States – 6.3% |
| |||||||
Benchmark Mortgage Trust | ||||||||
3.75%, 3/15/52, Series 2019-B9, | 200,000 | 181,164 | ||||||
2.58%, 4/15/54, Series 2021-B25, Class A5 | 1,900,000 | 1,503,370 | ||||||
Commercial Mortgage Trust | ||||||||
3.42%, 8/10/47, Series 2014-UBS4, Class A4 | 200,000 | 196,231 | ||||||
DBJPM Mortgage Trust | ||||||||
1.88%, 8/15/53, Series 2020-C9, Class A3 | 1,200,000 | 1,050,691 | ||||||
GS Mortgage Securities Trust | ||||||||
5.46%, 11/10/46, Series 2013-GC16, Class C^(b) | 200,000 | 195,757 | ||||||
JPMBB Commercial Mortgage Securities Trust | ||||||||
3.18%, 2/15/48, Series 2015-C27, Class A4 | 1,140,000 | 1,084,395 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust | ||||||||
2.74%, 4/15/48, Series 2015-C22, Class A2 | 244,309 | 236,875 | ||||||
Morgan Stanley Capital I Trust | ||||||||
4.46%, 12/15/50, Series 2017-HR2, Class C^(b) | 160,000 | 131,101 | ||||||
Wells Fargo Commercial Mortgage Trust | ||||||||
2.60%, 6/15/49, Series 2016-C34, Class A2 | 14,599 | 13,955 | ||||||
2.63%, 4/15/54, Series 2021-C59, Class A5 | 108,000 | 87,662 | ||||||
4.44%, 9/15/61, Series 2018-C47, Class A4 | 1,000,000 | 946,589 | ||||||
WFRBS Commercial Mortgage Trust | ||||||||
3.50%, 8/15/47, Series 2014-C21, Class D(d) | 627,000 | 477,009 | ||||||
WMRK Commercial Mortgage Trust | ||||||||
8.10%, 11/15/27, Series 2022-WMRK, Class A^(b)(d) | 100,000 | 100,067 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $6,842,301) |
| 6,204,866 | ||||||
| ASSET-BACKED SECURITIES – 0.0% |
| |||||||
| United States – 0.0% |
| |||||||
CarMax Auto Owner Trust | ||||||||
| (Cost: $35,338) | 35,352 | 35,317 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 107.3% (Cost: $108,633,760) |
| 105,071,088 | ||||||
Other Assets less Liabilities – (7.3)% |
| (7,126,910 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 97,944,178 | |||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| ^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
| (a) | To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing. |
| (b) | Rate shown reflects the accrual rate as of August 31, 2023 on securities with variable or step rates. |
| (c) | Security, or portion thereof, was on loan at August 31, 2023 (See Note 2). At August 31, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $88,754 and the total market value of the collateral held by the Fund was $91,821, which was entirely composed of non-cash U.S. Government securities. |
| (d) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
See Notes to Financial Statements.
| 156 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2023
| FAIR VALUATION SUMMARY | ||||||||
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Active Markets | Other Significant Inputs | Significant Unobservable Inputs | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Agencies | $ | — | $ | 11,384,089 | $ | — | $ | 11,384,089 | ||||||||
U.S. Government Obligations | — | 40,885,621 | — | 40,885,621 | ||||||||||||
Corporate Bonds | — | 45,716,420 | — | 45,716,420 | ||||||||||||
Foreign Government Agencies | — | 551,803 | — | 551,803 | ||||||||||||
Foreign Government Obligations | — | 208,368 | — | 208,368 | ||||||||||||
Supranational Bond | — | 84,604 | — | 84,604 | ||||||||||||
Commercial Mortgage-Backed Securities | — | 6,204,866 | — | 6,204,866 | ||||||||||||
Asset-Backed Securities | — | 35,317 | — | 35,317 | ||||||||||||
Total Investments in Securities | $ | — | $ | 105,071,088 | $ | — | $ | 105,071,088 | ||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 157 |
Schedule of Investments
WisdomTree Alternative Income Fund (HYIN)
August 31, 2023
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 71.7% |
| |||||||
| United States – 71.7% |
| |||||||
| Capital Markets – 23.0% |
| |||||||
Ares Capital Corp. | 17,700 | $ | 344,973 | |||||
Blackstone Secured Lending Fund | 12,481 | 346,847 | ||||||
Blue Owl Capital Corp. | 23,969 | 333,648 | ||||||
FS KKR Capital Corp. | 17,423 | 356,475 | ||||||
Golub Capital BDC, Inc.(a) | 24,451 | 351,605 | ||||||
Hercules Capital, Inc. | 22,537 | 370,734 | ||||||
Main Street Capital Corp.(a) | 8,470 | 341,680 | ||||||
Prospect Capital Corp.(a) | 52,925 | 322,842 | ||||||
|
| |||||||
| Total Capital Markets |
| 2,768,804 | ||||||
| Mortgage Real Estate Investment Trusts (REITs) – 48.7% |
| |||||||
AGNC Investment Corp. | 32,393 | 321,015 | ||||||
Angel Oak Mortgage REIT, Inc.(a) | 43,176 | 402,400 | ||||||
Annaly Capital Management, Inc. | 15,983 | 323,975 | ||||||
Apollo Commercial Real Estate Finance, Inc. | 29,142 | 318,231 | ||||||
Arbor Realty Trust, Inc. | 24,415 | 389,663 | ||||||
Blackstone Mortgage Trust, Inc., Class A(a) | 16,506 | 363,462 | ||||||
Chimera Investment Corp.(a) | 59,338 | 358,995 | ||||||
Claros Mortgage Trust, Inc. | 28,911 | 329,296 | ||||||
Ellington Financial, Inc.(a) | 24,299 | 324,878 | ||||||
Ladder Capital Corp. | 30,938 | 339,081 | ||||||
MFA Financial, Inc. | 29,013 | 317,983 | ||||||
New York Mortgage Trust, Inc. | 33,381 | 317,787 | ||||||
Ready Capital Corp.(a) | 29,509 | 322,238 | ||||||
Redwood Trust, Inc. | 51,112 | 409,407 | ||||||
Rithm Capital Corp. | 35,556 | 366,582 | ||||||
Starwood Property Trust, Inc. | 17,088 | 349,108 | ||||||
Two Harbors Investment Corp. | 23,709 | 326,473 | ||||||
|
| |||||||
| Total Mortgage Real Estate Investment Trusts (REITs) |
| 5,880,574 | ||||||
TOTAL COMMON STOCKS (Cost: $9,117,276) |
| 8,649,378 | ||||||
| CLOSED-END MUTUAL FUNDS – 27.9% |
| |||||||
| United States – 27.9% |
| |||||||
BlackRock Corporate High Yield Fund, Inc. | 37,288 | 344,914 | ||||||
Blackstone Strategic Credit 2027 Term Fund | 30,869 | 341,102 | ||||||
Eagle Point Credit Co., Inc. | 32,013 | 332,295 | ||||||
Eaton Vance Limited Duration Income Fund | 35,823 | 331,363 | ||||||
Guggenheim Strategic Opportunities Fund | 20,948 | 329,302 | ||||||
Invesco Senior Income Trust | 87,503 | 341,262 | ||||||
Nuveen Credit Strategies Income Fund | 66,024 | 336,062 | ||||||
Oxford Lane Capital Corp. | 66,830 | 338,160 | ||||||
PIMCO Corporate & Income Opportunity Fund | 24,524 | 347,015 | ||||||
PIMCO Dynamic Income Fund | 17,902 | 322,773 | ||||||
TOTAL CLOSED-END MUTUAL FUNDS (Cost: $3,769,907) |
| 3,364,248 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 11.7% |
| |||||||
| United States – 11.7% |
| |||||||
State Street Navigator Securities Lending |
| |||||||
| (Cost: $1,407,332) | 1,407,332 | 1,407,332 | ||||||
| TOTAL INVESTMENTS IN SECURITIES – 111.3% (Cost: $14,294,515) |
| 13,420,958 | ||||||
Other Assets less Liabilities – (11.3)% |
| (1,358,349 | ) | |||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 12,062,609 | |||||
| (a) | Security, or portion thereof, was on loan at August 31, 2023 (See Note 2). At August 31, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,799,778 and the total market value of the collateral held by the Fund was $1,841,620. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $434,288. |
| (b) | Rate shown represents annualized 7-day yield as of August 31, 2023. |
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | $ | 8,649,378 | $ | — | $ | — | $ | 8,649,378 | ||||||||
Closed-End Mutual Funds | 3,364,248 | — | — | 3,364,248 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 1,407,332 | — | 1,407,332 | ||||||||||||
Total Investments in Securities | $ | 12,013,626 | $ | 1,407,332 | $ | — | $ | 13,420,958 | ||||||||
See Notes to Financial Statements.
| 158 | WisdomTree Trust |
Schedule of Investments
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2023
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 89.2% |
| |||||||
| Argentina – 0.1% |
| |||||||
| Broadline Retail – 0.1% |
| |||||||
MercadoLibre, Inc.* | 9 | $ | 12,351 | |||||
| Brazil – 0.0% |
| |||||||
| Banks – 0.0% |
| |||||||
NU Holdings Ltd., Class A* | 657 | 4,500 | ||||||
| China – 0.2% |
| |||||||
| Hotels, Restaurants & Leisure – 0.1% |
| |||||||
Yum China Holdings, Inc. | 108 | 5,798 | ||||||
| Semiconductors & Semiconductor Equipment – 0.1% |
| |||||||
NXP Semiconductors NV | 62 | 12,755 | ||||||
| Total China |
| 18,553 | ||||||
| Ireland – 0.0% |
| |||||||
| Technology Hardware, Storage & Peripherals – 0.0% |
| |||||||
Seagate Technology Holdings PLC | 43 | 3,044 | ||||||
| Israel – 0.0% |
| |||||||
| Software – 0.0% |
| |||||||
Check Point Software Technologies Ltd.* | 25 | 3,365 | ||||||
| South Korea – 0.1% |
| |||||||
| Broadline Retail – 0.1% |
| |||||||
Coupang, Inc.* | 313 | 5,941 | ||||||
| United Kingdom – 0.1% |
| |||||||
| Beverages – 0.1% |
| |||||||
Coca-Cola Europacific Partners PLC | 133 | 8,527 | ||||||
| United States – 88.7% |
| |||||||
| Aerospace & Defense – 1.4% |
| |||||||
Axon Enterprise, Inc.* | 17 | 3,620 | ||||||
Boeing Co.* | 168 | 37,637 | ||||||
General Dynamics Corp. | 66 | 14,958 | ||||||
Howmet Aerospace, Inc. | 110 | 5,442 | ||||||
L3Harris Technologies, Inc. | 30 | 5,343 | ||||||
Lockheed Martin Corp. | 66 | 29,591 | ||||||
Northrop Grumman Corp. | 37 | 16,024 | ||||||
RTX Corp. | 363 | 31,233 | ||||||
Textron, Inc. | 54 | 4,196 | ||||||
TransDigm Group, Inc.* | 11 | 9,942 | ||||||
|
| |||||||
| Total Aerospace & Defense |
| 157,986 | ||||||
| Air Freight & Logistics – 0.5% |
| |||||||
Expeditors International of Washington, Inc. | 43 | 5,019 | ||||||
FedEx Corp. | 61 | 15,922 | ||||||
United Parcel Service, Inc., Class B | 191 | 32,355 | ||||||
|
| |||||||
| Total Air Freight & Logistics |
| 53,296 | ||||||
| Automobile Components – 0.1% |
| |||||||
Aptiv PLC* | 73 | 7,406 | ||||||
BorgWarner, Inc. | 63 | 2,567 | ||||||
|
| |||||||
| Total Automobile Components |
| 9,973 | ||||||
| Automobiles – 1.9% |
| |||||||
Ford Motor Co. | 1,080 | 13,100 | ||||||
General Motors Co. | 361 | 12,097 | ||||||
Tesla, Inc.* | 750 | 193,560 | ||||||
|
| |||||||
| Total Automobiles |
| 218,757 | ||||||
| Banks – 2.6% |
| |||||||
Bank of America Corp. | 1,871 | 53,641 | ||||||
Citigroup, Inc. | 560 | 23,122 | ||||||
Citizens Financial Group, Inc. | 116 | 3,263 | ||||||
Fifth Third Bancorp | 147 | 3,903 | ||||||
First Citizens BancShares, Inc., Class A | 2 | 2,721 | ||||||
Huntington Bancshares, Inc. | 330 | 3,660 | ||||||
JPMorgan Chase & Co. | 825 | 120,722 | ||||||
M&T Bank Corp. | 40 | 5,002 | ||||||
PNC Financial Services Group, Inc. | 88 | 10,624 | ||||||
Regions Financial Corp. | 196 | 3,595 | ||||||
Truist Financial Corp. | 236 | 7,210 | ||||||
U.S. Bancorp | 357 | 13,041 | ||||||
Wells Fargo & Co. | 1,054 | 43,520 | ||||||
|
| |||||||
| Total Banks |
| 294,024 | ||||||
| Beverages – 1.5% |
| |||||||
Brown-Forman Corp., Class B | 89 | 5,885 | ||||||
Coca-Cola Co. | 1,099 | 65,753 | ||||||
Constellation Brands, Inc., Class A | 52 | 13,549 | ||||||
Keurig Dr. Pepper, Inc. | 260 | 8,749 | ||||||
Monster Beverage Corp.* | 209 | 11,999 | ||||||
PepsiCo, Inc. | 366 | 65,119 | ||||||
|
| |||||||
| Total Beverages |
| 171,054 | ||||||
| Biotechnology – 2.0% |
| |||||||
AbbVie, Inc. | 468 | 68,777 | ||||||
Alnylam Pharmaceuticals, Inc.* | 24 | 4,748 | ||||||
Amgen, Inc. | 141 | 36,144 | ||||||
Biogen, Inc.* | 34 | 9,090 | ||||||
BioMarin Pharmaceutical, Inc.* | 45 | 4,112 | ||||||
Exact Sciences Corp.* | 46 | 3,849 | ||||||
Gilead Sciences, Inc. | 299 | 22,868 | ||||||
Horizon Therapeutics PLC* | 56 | 6,313 | ||||||
Incyte Corp.* | 54 | 3,485 | ||||||
Moderna, Inc.* | 70 | 7,915 | ||||||
Regeneron Pharmaceuticals, Inc.* | 24 | 19,836 | ||||||
Sarepta Therapeutics, Inc.* | 26 | 3,146 | ||||||
Seagen, Inc.* | 47 | 9,685 | ||||||
Vertex Pharmaceuticals, Inc.* | 63 | 21,945 | ||||||
|
| |||||||
| Total Biotechnology |
| 221,913 | ||||||
| Broadline Retail – 3.1% |
| |||||||
Amazon.com, Inc.* | 2,515 | 347,095 | ||||||
eBay, Inc. | 142 | 6,359 | ||||||
Etsy, Inc.* | 20 | 1,471 | ||||||
|
| |||||||
| Total Broadline Retail |
| 354,925 | ||||||
| Building Products – 0.3% |
| |||||||
Carlisle Cos., Inc. | 15 | 3,945 | ||||||
Carrier Global Corp. | 171 | 9,824 | ||||||
Johnson Controls International PLC | 195 | 11,517 | ||||||
Trane Technologies PLC | 56 | 11,494 | ||||||
|
| |||||||
| Total Building Products |
| 36,780 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 159 |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2023
| Investments | Shares | Value | ||||||
| Capital Markets – 2.7% |
| |||||||
Ameriprise Financial, Inc. | 27 | $ | 9,115 | |||||
Ares Management Corp., Class A | 38 | 3,931 | ||||||
Bank of New York Mellon Corp. | 217 | 9,737 | ||||||
BlackRock, Inc. | 43 | 30,123 | ||||||
Blackstone, Inc. | 199 | 21,168 | ||||||
Charles Schwab Corp. | 307 | 18,159 | ||||||
CME Group, Inc. | 100 | 20,268 | ||||||
Coinbase Global, Inc., Class A* | 52 | 4,139 | ||||||
FactSet Research Systems, Inc. | 9 | 3,928 | ||||||
Goldman Sachs Group, Inc. | 92 | 30,149 | ||||||
Intercontinental Exchange, Inc. | 153 | 18,052 | ||||||
KKR & Co., Inc. | 190 | 11,934 | ||||||
LPL Financial Holdings, Inc. | 20 | 4,612 | ||||||
MarketAxess Holdings, Inc. | 3 | 723 | ||||||
Moody’s Corp. | 45 | 15,156 | ||||||
Morgan Stanley | 362 | 30,824 | ||||||
MSCI, Inc. | 20 | 10,872 | ||||||
Nasdaq, Inc. | 97 | 5,090 | ||||||
Northern Trust Corp. | 41 | 3,119 | ||||||
Raymond James Financial, Inc. | 47 | 4,916 | ||||||
S&P Global, Inc. | 92 | 35,959 | ||||||
State Street Corp. | 90 | 6,187 | ||||||
T. Rowe Price Group, Inc. | 64 | 7,183 | ||||||
|
| |||||||
| Total Capital Markets |
| 305,344 | ||||||
| Chemicals – 1.4% |
| |||||||
Air Products & Chemicals, Inc. | 60 | 17,729 | ||||||
Albemarle Corp. | 19 | 3,775 | ||||||
CF Industries Holdings, Inc. | 29 | 2,235 | ||||||
Corteva, Inc. | 176 | 8,890 | ||||||
Dow, Inc. | 205 | 11,185 | ||||||
DuPont de Nemours, Inc. | 125 | 9,611 | ||||||
Ecolab, Inc. | 72 | 13,234 | ||||||
FMC Corp. | 16 | 1,380 | ||||||
International Flavors & Fragrances, Inc. | 35 | 2,466 | ||||||
Linde PLC | 137 | 53,024 | ||||||
LyondellBasell Industries NV, Class A | 74 | 7,309 | ||||||
Mosaic Co. | 63 | 2,448 | ||||||
PPG Industries, Inc. | 63 | 8,931 | ||||||
Sherwin-Williams Co. | 65 | 17,662 | ||||||
|
| |||||||
| Total Chemicals |
| 159,879 | ||||||
| Commercial Services & Supplies – 0.5% |
| |||||||
Cintas Corp. | 26 | 13,108 | ||||||
Copart, Inc.* | 238 | 10,670 | ||||||
Republic Services, Inc. | 55 | 7,927 | ||||||
Rollins, Inc. | 79 | 3,126 | ||||||
Waste Connections, Inc. | 66 | 9,041 | ||||||
Waste Management, Inc. | 98 | 15,365 | ||||||
|
| |||||||
| Total Commercial Services & Supplies |
| 59,237 | ||||||
| Communications Equipment – 0.8% |
| |||||||
Arista Networks, Inc.* | 73 | 14,252 | ||||||
Cisco Systems, Inc. | 1,077 | 61,766 | ||||||
Motorola Solutions, Inc. | 39 | 11,059 | ||||||
|
| |||||||
| Total Communications Equipment |
| 87,077 | ||||||
| Construction & Engineering – 0.1% |
| |||||||
Quanta Services, Inc. | 36 | 7,555 | ||||||
| Construction Materials – 0.1% |
| |||||||
Martin Marietta Materials, Inc. | 17 | 7,589 | ||||||
Vulcan Materials Co. | 34 | 7,420 | ||||||
|
| |||||||
| Total Construction Materials |
| 15,009 | ||||||
| Consumer Finance – 0.4% |
| |||||||
American Express Co. | 164 | 25,911 | ||||||
Capital One Financial Corp. | 105 | 10,751 | ||||||
Discover Financial Services | 62 | 5,584 | ||||||
Synchrony Financial | 107 | 3,454 | ||||||
|
| |||||||
| Total Consumer Finance |
| 45,700 | ||||||
| Consumer Staples Distribution & Retail – 1.5% |
| |||||||
Costco Wholesale Corp. | 124 | 68,111 | ||||||
Dollar General Corp. | 20 | 2,770 | ||||||
Dollar Tree, Inc.* | 33 | 4,038 | ||||||
Kroger Co. | 166 | 7,701 | ||||||
Sysco Corp. | 151 | 10,517 | ||||||
Target Corp. | 106 | 13,414 | ||||||
Walgreens Boots Alliance, Inc. | 92 | 2,328 | ||||||
Walmart, Inc. | 395 | 64,231 | ||||||
|
| |||||||
| Total Consumer Staples Distribution & Retail |
| 173,110 | ||||||
| Containers & Packaging – 0.1% |
| |||||||
Amcor PLC | 352 | 3,428 | ||||||
Avery Dennison Corp. | 21 | 3,956 | ||||||
Ball Corp. | 66 | 3,594 | ||||||
Packaging Corp. of America | 25 | 3,728 | ||||||
|
| |||||||
| Total Containers & Packaging |
| 14,706 | ||||||
| Distributors – 0.1% |
| |||||||
Genuine Parts Co. | 37 | 5,688 | ||||||
LKQ Corp. | 81 | 4,255 | ||||||
Pool Corp. | 10 | 3,656 | ||||||
|
| |||||||
| Total Distributors |
| 13,599 | ||||||
| Diversified REITs – 0.0% |
| |||||||
W.P. Carey, Inc. | 56 | 3,643 | ||||||
| Diversified Telecommunication Services – 0.4% |
| |||||||
AT&T, Inc. | 1,256 | 18,576 | ||||||
Verizon Communications, Inc. | 869 | 30,398 | ||||||
|
| |||||||
| Total Diversified Telecommunication Services |
| 48,974 | ||||||
| Electric Utilities – 1.2% |
| |||||||
Alliant Energy Corp. | 80 | 4,014 | ||||||
American Electric Power Co., Inc. | 106 | 8,310 | ||||||
Constellation Energy Corp. | 70 | 7,291 | ||||||
Duke Energy Corp. | 157 | 13,942 | ||||||
Edison International | 105 | 7,229 | ||||||
Entergy Corp. | 55 | 5,239 | ||||||
Evergy, Inc. | 63 | 3,463 | ||||||
Eversource Energy | 58 | 3,702 | ||||||
Exelon Corp. | 196 | 7,863 | ||||||
FirstEnergy Corp. | 136 | 4,905 | ||||||
NextEra Energy, Inc. | 552 | 36,874 | ||||||
PG&E Corp.* | 550 | 8,965 | ||||||
PPL Corp. | 178 | 4,436 | ||||||
Southern Co. | 280 | 18,964 | ||||||
Xcel Energy, Inc. | 112 | 6,399 | ||||||
|
| |||||||
| Total Electric Utilities |
| 141,596 | ||||||
See Notes to Financial Statements.
| 160 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2023
| Investments | Shares | Value | ||||||
| Electrical Equipment – 0.6% |
| |||||||
AMETEK, Inc. | 64 | $ | 10,209 | |||||
Eaton Corp. PLC | 110 | 25,341 | ||||||
Emerson Electric Co. | 161 | 15,818 | ||||||
Hubbell, Inc. | 12 | 3,912 | ||||||
Rockwell Automation, Inc. | 33 | 10,299 | ||||||
|
| |||||||
| Total Electrical Equipment |
| 65,579 | ||||||
| Electronic Equipment, Instruments & Components – 0.5% |
| |||||||
Amphenol Corp., Class A | 144 | 12,727 | ||||||
CDW Corp. | 35 | 7,390 | ||||||
Corning, Inc. | 234 | 7,680 | ||||||
Keysight Technologies, Inc.* | 41 | 5,465 | ||||||
TE Connectivity Ltd. | 88 | 11,651 | ||||||
Teledyne Technologies, Inc.* | 10 | 4,183 | ||||||
Trimble, Inc.* | 51 | 2,794 | ||||||
Zebra Technologies Corp., Class A* | 16 | 4,400 | ||||||
|
| |||||||
| Total Electronic Equipment, Instruments & Components |
| 56,290 | ||||||
| Energy Equipment & Services – 0.4% |
| |||||||
Baker Hughes Co. | 222 | 8,034 | ||||||
Halliburton Co. | 222 | 8,574 | ||||||
Schlumberger NV | 396 | 23,348 | ||||||
|
| |||||||
| Total Energy Equipment & Services |
| 39,956 | ||||||
| Entertainment – 1.2% |
| |||||||
Activision Blizzard, Inc. | 204 | 18,766 | ||||||
Electronic Arts, Inc. | 65 | 7,799 | ||||||
Liberty Media Corp. – Liberty Formula One, Class C* | 52 | 3,577 | ||||||
Netflix, Inc.* | 118 | 51,174 | ||||||
ROBLOX Corp., Class A* | 75 | 2,122 | ||||||
Spotify Technology SA* | 29 | 4,465 | ||||||
Take-Two Interactive Software, Inc.* | 43 | 6,115 | ||||||
Walt Disney Co.* | 452 | 37,823 | ||||||
Warner Bros Discovery, Inc.* | 638 | 8,383 | ||||||
|
| |||||||
| Total Entertainment |
| 140,224 | ||||||
| Financial Services – 4.0% |
| |||||||
Apollo Global Management, Inc. | 99 | 8,647 | ||||||
Berkshire Hathaway, Inc., Class B* | 492 | 177,219 | ||||||
Block, Inc.* | 102 | 5,880 | ||||||
Fidelity National Information Services, Inc. | 127 | 7,094 | ||||||
Fiserv, Inc.* | 163 | 19,787 | ||||||
FleetCor Technologies, Inc.* | 18 | 4,891 | ||||||
Global Payments, Inc. | 70 | 8,868 | ||||||
MasterCard, Inc., Class A | 235 | 96,970 | ||||||
PayPal Holdings, Inc.* | 285 | 17,815 | ||||||
Visa, Inc., Class A | 453 | 111,293 | ||||||
|
| |||||||
| Total Financial Services |
| 458,464 | ||||||
| Food Products – 0.7% |
| |||||||
Archer-Daniels-Midland Co. | 108 | 8,564 | ||||||
Bunge Ltd. | 35 | 4,001 | ||||||
Campbell Soup Co. | 14 | 584 | ||||||
Conagra Brands, Inc. | 99 | 2,958 | ||||||
General Mills, Inc. | 110 | 7,443 | ||||||
Hershey Co. | 29 | 6,231 | ||||||
Hormel Foods Corp. | 71 | 2,740 | ||||||
J.M. Smucker Co. | 28 | 4,059 | ||||||
Kellogg Co. | 62 | 3,783 | ||||||
Kraft Heinz Co. | 227 | 7,511 | ||||||
Lamb Weston Holdings, Inc. | 30 | 2,922 | ||||||
McCormick & Co., Inc., Non-Voting Shares | 56 | 4,597 | ||||||
Mondelez International, Inc., Class A | 371 | 26,438 | ||||||
Tyson Foods, Inc., Class A | 56 | 2,983 | ||||||
|
| |||||||
| Total Food Products |
| 84,814 | ||||||
| Gas Utilities – 0.0% |
| |||||||
Atmos Energy Corp. | 34 | 3,942 | ||||||
| Ground Transportation – 0.9% |
| |||||||
CSX Corp. | 609 | 18,392 | ||||||
JB Hunt Transport Services, Inc. | 24 | 4,509 | ||||||
Norfolk Southern Corp. | 63 | 12,915 | ||||||
Old Dominion Freight Line, Inc. | 21 | 8,975 | ||||||
Uber Technologies, Inc.* | 530 | 25,032 | ||||||
Union Pacific Corp. | 168 | 37,056 | ||||||
|
| |||||||
| Total Ground Transportation |
| 106,879 | ||||||
| Health Care Equipment & Supplies – 2.1% |
| |||||||
Abbott Laboratories | 461 | 47,437 | ||||||
Align Technology, Inc.* | 19 | 7,033 | ||||||
Baxter International, Inc. | 109 | 4,425 | ||||||
Becton Dickinson & Co. | 70 | 19,562 | ||||||
Boston Scientific Corp.* | 375 | 20,227 | ||||||
Cooper Cos., Inc. | 15 | 5,550 | ||||||
Dexcom, Inc.* | 90 | 9,088 | ||||||
Edwards Lifesciences Corp.* | 124 | 9,482 | ||||||
GE HealthCare Technologies, Inc. | 99 | 6,975 | ||||||
Hologic, Inc.* | 60 | 4,484 | ||||||
IDEXX Laboratories, Inc.* | 21 | 10,740 | ||||||
Insulet Corp.* | 6 | 1,150 | ||||||
Intuitive Surgical, Inc.* | 92 | 28,767 | ||||||
Medtronic PLC | 286 | 23,309 | ||||||
ResMed, Inc. | 18 | 2,873 | ||||||
STERIS PLC | 25 | 5,740 | ||||||
Stryker Corp. | 100 | 28,355 | ||||||
Zimmer Biomet Holdings, Inc. | 54 | 6,432 | ||||||
|
| |||||||
| Total Health Care Equipment & Supplies |
| 241,629 | ||||||
| Health Care Providers & Services – 2.4% |
| |||||||
Cardinal Health, Inc. | 65 | 5,677 | ||||||
Cencora, Inc. | 44 | 7,743 | ||||||
Centene Corp.* | 142 | 8,754 | ||||||
Cigna Group | 78 | 21,548 | ||||||
CVS Health Corp. | 229 | 14,924 | ||||||
Elevance Health, Inc. | 63 | 27,847 | ||||||
HCA Healthcare, Inc. | 61 | 16,915 | ||||||
Humana, Inc. | 33 | 15,234 | ||||||
Laboratory Corp. of America Holdings | 24 | 4,994 | ||||||
McKesson Corp. | 36 | 14,844 | ||||||
Molina Healthcare, Inc.* | 15 | 4,652 | ||||||
Quest Diagnostics, Inc. | 28 | 3,682 | ||||||
UnitedHealth Group, Inc. | 259 | 123,434 | ||||||
|
| |||||||
| Total Health Care Providers & Services |
| 270,248 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 161 |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2023
| Investments | Shares | Value | ||||||
| Health Care REITs – 0.2% |
| |||||||
Healthpeak Properties, Inc. | 147 | $ | 3,025 | |||||
Ventas, Inc. | 92 | 4,019 | ||||||
Welltower, Inc. | 127 | 10,526 | ||||||
|
| |||||||
| Total Health Care REITs |
| 17,570 | ||||||
| Health Care Technology – 0.1% |
| |||||||
Veeva Systems, Inc., Class A* | 36 | 7,513 | ||||||
| Hotels, Restaurants & Leisure – 1.9% |
| |||||||
Airbnb, Inc., Class A* | 106 | 13,944 | ||||||
Booking Holdings, Inc.* | 10 | 31,050 | ||||||
Chipotle Mexican Grill, Inc.* | 8 | 15,413 | ||||||
Darden Restaurants, Inc. | 26 | 4,043 | ||||||
Domino’s Pizza, Inc. | 9 | 3,487 | ||||||
DoorDash, Inc., Class A* | 76 | 6,394 | ||||||
Expedia Group, Inc.* | 44 | 4,769 | ||||||
Hilton Worldwide Holdings, Inc. | 75 | 11,149 | ||||||
Las Vegas Sands Corp. | 98 | 5,376 | ||||||
Marriott International, Inc., Class A | 78 | 15,874 | ||||||
McDonald’s Corp. | 200 | 56,230 | ||||||
MGM Resorts International* | 81 | 3,563 | ||||||
Starbucks Corp. | 321 | 31,278 | ||||||
Yum! Brands, Inc. | 75 | 9,704 | ||||||
|
| |||||||
| Total Hotels, Restaurants & Leisure |
| 212,274 | ||||||
| Household Durables – 0.3% |
| |||||||
D.R. Horton, Inc. | 64 | 7,617 | ||||||
Garmin Ltd. | 38 | 4,029 | ||||||
Lennar Corp., Class A | 53 | 6,312 | ||||||
NVR, Inc.* | 1 | 6,377 | ||||||
PulteGroup, Inc. | 56 | 4,595 | ||||||
|
| |||||||
| Total Household Durables |
| 28,930 | ||||||
| Household Products – 1.2% |
| |||||||
Church & Dwight Co., Inc. | 65 | 6,290 | ||||||
Clorox Co. | 34 | 5,319 | ||||||
Colgate-Palmolive Co. | 231 | 16,972 | ||||||
Kimberly-Clark Corp. | 88 | 11,337 | ||||||
Procter & Gamble Co. | 658 | 101,556 | ||||||
|
| |||||||
| Total Household Products |
| 141,474 | ||||||
| Independent Power & Renewable Electricity Producers – 0.0% |
| |||||||
AES Corp. | 108 | 1,936 | ||||||
| Industrial Conglomerates – 0.7% |
| |||||||
3M Co. | 112 | 11,947 | ||||||
General Electric Co. | 276 | 31,591 | ||||||
Honeywell International, Inc. | 186 | 34,957 | ||||||
|
| |||||||
| Total Industrial Conglomerates |
| 78,495 | ||||||
| Industrial REITs – 0.3% |
| |||||||
Prologis, Inc. | 242 | 30,056 | ||||||
| Insurance – 1.7% |
| |||||||
Aflac, Inc. | 151 | 11,260 | ||||||
Allstate Corp. | 45 | 4,851 | ||||||
American International Group, Inc. | 191 | 11,177 | ||||||
Aon PLC, Class A | 52 | 17,336 | ||||||
Arch Capital Group Ltd.* | 81 | 6,226 | ||||||
Arthur J Gallagher & Co. | 53 | 12,215 | ||||||
Brown & Brown, Inc. | 71 | 5,261 | ||||||
Chubb Ltd. | 110 | 22,096 | ||||||
Cincinnati Financial Corp. | 25 | 2,645 | ||||||
Everest Group Ltd. | 10 | 3,607 | ||||||
Hartford Financial Services Group, Inc. | 84 | 6,033 | ||||||
Loews Corp. | 65 | 4,036 | ||||||
Markel Group, Inc.* | 3 | 4,437 | ||||||
Marsh & McLennan Cos., Inc. | 128 | 24,959 | ||||||
MetLife, Inc. | 170 | 10,768 | ||||||
Principal Financial Group, Inc. | 53 | 4,119 | ||||||
Progressive Corp. | 153 | 20,421 | ||||||
Prudential Financial, Inc. | 87 | 8,236 | ||||||
Travelers Cos., Inc. | 55 | 8,868 | ||||||
W.R. Berkley Corp. | 54 | 3,340 | ||||||
Willis Towers Watson PLC | 23 | 4,755 | ||||||
|
| |||||||
| Total Insurance |
| 196,646 | ||||||
| Interactive Media & Services – 5.3% |
| |||||||
Alphabet, Inc., Class A* | 1,662 | 226,314 | ||||||
Alphabet, Inc., Class C* | 1,443 | 198,196 | ||||||
Meta Platforms, Inc., Class A* | 564 | 166,882 | ||||||
Pinterest, Inc., Class A* | 155 | 4,261 | ||||||
Snap, Inc., Class A* | 242 | 2,505 | ||||||
|
| |||||||
| Total Interactive Media & Services |
| 598,158 | ||||||
| IT Services – 1.4% |
| |||||||
Accenture PLC, Class A | 183 | 59,250 | ||||||
Akamai Technologies, Inc.* | 35 | 3,678 | ||||||
Cloudflare, Inc., Class A* | 55 | 3,577 | ||||||
Cognizant Technology Solutions Corp., Class A | 134 | 9,596 | ||||||
EPAM Systems, Inc.* | 11 | 2,849 | ||||||
Gartner, Inc.* | 20 | 6,994 | ||||||
GoDaddy, Inc., Class A* | 38 | 2,755 | ||||||
International Business Machines Corp. | 240 | 35,239 | ||||||
MongoDB, Inc.* | 17 | 6,482 | ||||||
Okta, Inc.* | 43 | 3,591 | ||||||
Snowflake, Inc., Class A* | 86 | 13,489 | ||||||
Twilio, Inc., Class A* | 36 | 2,293 | ||||||
VeriSign, Inc.* | 24 | 4,987 | ||||||
|
| |||||||
| Total IT Services |
| 154,780 | ||||||
| Life Sciences Tools & Services – 1.5% |
| |||||||
Agilent Technologies, Inc. | 69 | 8,354 | ||||||
Avantor, Inc.* | 141 | 3,053 | ||||||
Bio-Rad Laboratories, Inc., Class A* | 7 | 2,801 | ||||||
Bio-Techne Corp. | 36 | 2,822 | ||||||
Danaher Corp. | 191 | 50,615 | ||||||
Illumina, Inc.* | 17 | 2,809 | ||||||
IQVIA Holdings, Inc.* | 51 | 11,354 | ||||||
Mettler-Toledo International, Inc.* | 7 | 8,494 | ||||||
Revvity, Inc. | 29 | 3,394 | ||||||
Thermo Fisher Scientific, Inc. | 108 | 60,167 | ||||||
Waters Corp.* | 15 | 4,212 | ||||||
West Pharmaceutical Services, Inc. | 19 | 7,731 | ||||||
|
| |||||||
| Total Life Sciences Tools & Services |
| 165,806 | ||||||
See Notes to Financial Statements.
| 162 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2023
| Investments | Shares | Value | ||||||
| Machinery – 1.6% |
| |||||||
Caterpillar, Inc. | 136 | $ | 38,234 | |||||
Cummins, Inc. | 38 | 8,742 | ||||||
Deere & Co. | 75 | 30,820 | ||||||
Dover Corp. | 37 | 5,487 | ||||||
Fortive Corp. | 97 | 7,648 | ||||||
Graco, Inc. | 46 | 3,631 | ||||||
IDEX Corp. | 18 | 4,075 | ||||||
Illinois Tool Works, Inc. | 71 | 17,562 | ||||||
Ingersoll Rand, Inc. | 96 | 6,683 | ||||||
Nordson Corp. | 17 | 4,150 | ||||||
Otis Worldwide Corp. | 109 | 9,325 | ||||||
PACCAR, Inc. | 130 | 10,698 | ||||||
Parker-Hannifin Corp. | 36 | 15,008 | ||||||
Snap-on, Inc. | 15 | 4,029 | ||||||
Stanley Black & Decker, Inc. | 34 | 3,209 | ||||||
Toro Co. | 28 | 2,865 | ||||||
Westinghouse Air Brake Technologies Corp. | 55 | 6,189 | ||||||
Xylem, Inc. | 45 | 4,659 | ||||||
|
| |||||||
| Total Machinery |
| 183,014 | ||||||
| Media – 0.8% |
| |||||||
Charter Communications, Inc., Class A* | 34 | 14,896 | ||||||
Comcast Corp., Class A | 1,180 | 55,177 | ||||||
Interpublic Group of Cos., Inc. | 101 | 3,294 | ||||||
Omnicom Group, Inc. | 56 | 4,536 | ||||||
Trade Desk, Inc., Class A* | 110 | 8,803 | ||||||
|
| |||||||
| Total Media |
| 86,706 | ||||||
| Metals & Mining – 0.3% |
| |||||||
Freeport-McMoRan, Inc. | 339 | 13,530 | ||||||
Newmont Corp. | 155 | 6,110 | ||||||
Nucor Corp. | 57 | 9,810 | ||||||
Reliance Steel & Aluminum Co. | 17 | 4,844 | ||||||
Steel Dynamics, Inc. | 43 | 4,583 | ||||||
|
| |||||||
| Total Metals & Mining |
| 38,877 | ||||||
| Multi-Utilities – 0.5% |
| |||||||
Ameren Corp. | 65 | 5,153 | ||||||
CenterPoint Energy, Inc. | 117 | 3,263 | ||||||
CMS Energy Corp. | 64 | 3,596 | ||||||
Consolidated Edison, Inc. | 90 | 8,006 | ||||||
Dominion Energy, Inc. | 140 | 6,796 | ||||||
DTE Energy Co. | 46 | 4,756 | ||||||
NiSource, Inc. | 133 | 3,559 | ||||||
Public Service Enterprise Group, Inc. | 141 | 8,612 | ||||||
Sempra | 156 | 10,954 | ||||||
WEC Energy Group, Inc. | 88 | 7,403 | ||||||
|
| |||||||
| Total Multi-Utilities |
| 62,098 | ||||||
| Office REITs – 0.0% |
| |||||||
Alexandria Real Estate Equities, Inc. | 32 | 3,723 | ||||||
| Oil, Gas & Consumable Fuels – 3.6% |
| |||||||
APA Corp. | 96 | 4,209 | ||||||
Cheniere Energy, Inc. | 65 | 10,608 | ||||||
Chevron Corp. | 453 | 72,978 | ||||||
ConocoPhillips | 324 | 38,566 | ||||||
Coterra Energy, Inc. | 185 | 5,215 | ||||||
Devon Energy Corp. | 136 | 6,948 | ||||||
Diamondback Energy, Inc. | 54 | 8,196 | ||||||
EOG Resources, Inc. | 155 | 19,936 | ||||||
EQT Corp. | 99 | 4,279 | ||||||
Exxon Mobil Corp. | 1,077 | 119,752 | ||||||
Hess Corp. | 63 | 9,734 | ||||||
Kinder Morgan, Inc. | 558 | 9,609 | ||||||
Marathon Oil Corp. | 135 | 3,557 | ||||||
Marathon Petroleum Corp. | 116 | 16,561 | ||||||
Occidental Petroleum Corp. | 187 | 11,742 | ||||||
ONEOK, Inc. | 118 | 7,694 | ||||||
Phillips 66 | 120 | 13,699 | ||||||
Pioneer Natural Resources Co. | 51 | 12,134 | ||||||
Targa Resources Corp. | 63 | 5,434 | ||||||
Texas Pacific Land Corp. | 1 | 1,885 | ||||||
Valero Energy Corp. | 96 | 12,470 | ||||||
Williams Cos., Inc. | 295 | 10,186 | ||||||
|
| |||||||
| Total Oil, Gas & Consumable Fuels |
| 405,392 | ||||||
| Passenger Airlines – 0.1% |
| |||||||
Delta Air Lines, Inc. | 168 | 7,204 | ||||||
Southwest Airlines Co. | 116 | 3,665 | ||||||
United Airlines Holdings, Inc.* | 90 | 4,483 | ||||||
|
| |||||||
| Total Passenger Airlines |
| 15,352 | ||||||
| Personal Care Products – 0.0% |
| |||||||
Estee Lauder Cos., Inc., Class A | 28 | 4,495 | ||||||
| Pharmaceuticals – 3.4% |
| |||||||
Bristol-Myers Squibb Co. | 456 | 28,112 | ||||||
Eli Lilly & Co. | 190 | 105,298 | ||||||
Johnson & Johnson | 720 | 116,410 | ||||||
Merck & Co., Inc. | 669 | 72,908 | ||||||
Pfizer, Inc. | 932 | 32,974 | ||||||
Royalty Pharma PLC, Class A | 64 | 1,908 | ||||||
Viatris, Inc. | 342 | 3,677 | ||||||
Zoetis, Inc. | 133 | 25,338 | ||||||
|
| |||||||
| Total Pharmaceuticals |
| 386,625 | ||||||
| Professional Services – 0.7% |
| |||||||
Automatic Data Processing, Inc. | 110 | 28,007 | ||||||
Booz Allen Hamilton Holding Corp. | 34 | 3,853 | ||||||
Broadridge Financial Solutions, Inc. | 33 | 6,145 | ||||||
Equifax, Inc. | 29 | 5,994 | ||||||
Jacobs Solutions, Inc. | 29 | 3,910 | ||||||
Leidos Holdings, Inc. | 37 | 3,608 | ||||||
Paychex, Inc. | 84 | 10,267 | ||||||
Paycom Software, Inc. | 16 | 4,717 | ||||||
SS&C Technologies Holdings, Inc. | 63 | 3,617 | ||||||
Verisk Analytics, Inc. | 43 | 10,416 | ||||||
|
| |||||||
| Total Professional Services |
| 80,534 | ||||||
| Real Estate Management & Development – 0.1% |
| |||||||
CBRE Group, Inc., Class A* | 81 | 6,889 | ||||||
CoStar Group, Inc.* | 109 | 8,937 | ||||||
|
| |||||||
| Total Real Estate Management & Development |
| 15,826 | ||||||
See Notes to Financial Statements.
| WisdomTree Trust | 163 |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2023
| Investments | Shares | Value | ||||||
| Residential REITs – 0.3% |
| |||||||
AvalonBay Communities, Inc. | 38 | $ | 6,985 | |||||
Equity LifeStyle Properties, Inc. | 44 | 2,946 | ||||||
Equity Residential | 90 | 5,835 | ||||||
Essex Property Trust, Inc. | 15 | 3,576 | ||||||
Invitation Homes, Inc. | 133 | 4,534 | ||||||
Mid-America Apartment Communities, Inc. | 33 | 4,793 | ||||||
Sun Communities, Inc. | 25 | 3,060 | ||||||
UDR, Inc. | 83 | 3,312 | ||||||
|
| |||||||
| Total Residential REITs |
| 35,041 | ||||||
| Retail REITs – 0.2% |
| |||||||
Kimco Realty Corp. | 117 | 2,216 | ||||||
Realty Income Corp. | 171 | 9,583 | ||||||
Simon Property Group, Inc. | 91 | 10,327 | ||||||
|
| |||||||
| Total Retail REITs |
| 22,126 | ||||||
| Semiconductors & Semiconductor Equipment – 6.3% |
| |||||||
Advanced Micro Devices, Inc.* | 450 | 47,574 | ||||||
Analog Devices, Inc. | 143 | 25,995 | ||||||
Applied Materials, Inc. | 225 | 34,371 | ||||||
Broadcom, Inc. | 92 | 84,906 | ||||||
Enphase Energy, Inc.* | 15 | 1,898 | ||||||
Entegris, Inc. | 34 | 3,443 | ||||||
First Solar, Inc.* | 22 | 4,161 | ||||||
Intel Corp. | 847 | 29,764 | ||||||
KLA Corp. | 36 | 18,067 | ||||||
Lam Research Corp. | 36 | 25,286 | ||||||
Marvell Technology, Inc. | 206 | 11,999 | ||||||
Microchip Technology, Inc. | 135 | 11,048 | ||||||
Micron Technology, Inc. | 270 | 18,884 | ||||||
Monolithic Power Systems, Inc. | 11 | 5,733 | ||||||
NVIDIA Corp. | 630 | 310,936 | ||||||
ON Semiconductor Corp.* | 99 | 9,748 | ||||||
QUALCOMM, Inc. | 237 | 27,144 | ||||||
Skyworks Solutions, Inc. | 44 | 4,785 | ||||||
SolarEdge Technologies, Inc.* | 3 | 488 | ||||||
Teradyne, Inc. | 37 | 3,991 | ||||||
Texas Instruments, Inc. | 236 | 39,662 | ||||||
|
| |||||||
| Total Semiconductors & Semiconductor Equipment |
| 719,883 | ||||||
| Software – 9.6% |
| |||||||
Adobe, Inc.* | 123 | 68,799 | ||||||
ANSYS, Inc.* | 24 | 7,653 | ||||||
Atlassian Corp., Class A* | 34 | 6,938 | ||||||
Autodesk, Inc.* | 62 | 13,760 | ||||||
Cadence Design Systems, Inc.* | 72 | 17,312 | ||||||
Crowdstrike Holdings, Inc., Class A* | 64 | 10,434 | ||||||
Datadog, Inc., Class A* | 82 | 7,911 | ||||||
DocuSign, Inc.* | 38 | 1,911 | ||||||
Fair Isaac Corp.* | 7 | 6,332 | ||||||
Fortinet, Inc.* | 157 | 9,453 | ||||||
HubSpot, Inc.* | 11 | 6,012 | ||||||
Intuit, Inc. | 74 | 40,094 | ||||||
Microsoft Corp. | �� | 2,014 | 660,109 | |||||
Oracle Corp. | 402 | 48,397 | ||||||
Palantir Technologies, Inc., Class A* | 493 | 7,385 | ||||||
Palo Alto Networks, Inc.* | 75 | 18,247 | ||||||
PTC, Inc.* | 27 | 3,974 | ||||||
Roper Technologies, Inc. | 26 | 12,976 | ||||||
Salesforce, Inc.* | 280 | 62,009 | ||||||
ServiceNow, Inc.* | 53 | 31,208 | ||||||
Splunk, Inc.* | 43 | 5,214 | ||||||
Synopsys, Inc.* | 42 | 19,273 | ||||||
Tyler Technologies, Inc.* | 11 | 4,383 | ||||||
VMware, Inc., Class A* | 63 | 10,633 | ||||||
Workday, Inc., Class A* | 57 | 13,936 | ||||||
Zoom Video Communications, Inc., Class A* | 55 | 3,907 | ||||||
|
| |||||||
| Total Software |
| 1,098,260 | ||||||
| Specialized REITs – 0.9% |
| |||||||
American Tower Corp. | 97 | 17,588 | ||||||
Crown Castle, Inc. | 76 | 7,638 | ||||||
Digital Realty Trust, Inc. | 79 | 10,406 | ||||||
Equinix, Inc. | 25 | 19,535 | ||||||
Extra Space Storage, Inc. | 43 | 5,533 | ||||||
Gaming & Leisure Properties, Inc. | 72 | 3,413 | ||||||
Iron Mountain, Inc. | 73 | 4,638 | ||||||
Public Storage | 42 | 11,608 | ||||||
SBA Communications Corp. | 21 | 4,715 | ||||||
VICI Properties, Inc. | 249 | 7,679 | ||||||
Weyerhaeuser Co. | 146 | 4,782 | ||||||
|
| |||||||
| Total Specialized REITs |
| 97,535 | ||||||
| Specialty Retail – 1.8% |
| |||||||
AutoZone, Inc.* | 3 | 7,594 | ||||||
Best Buy Co., Inc. | 54 | 4,128 | ||||||
Home Depot, Inc. | 281 | 92,814 | ||||||
Lowe’s Cos., Inc. | 164 | 37,799 | ||||||
O’Reilly Automotive, Inc.* | 16 | 15,035 | ||||||
Ross Stores, Inc. | 83 | 10,110 | ||||||
TJX Cos., Inc. | 324 | 29,964 | ||||||
Tractor Supply Co. | 29 | 6,337 | ||||||
Ulta Beauty, Inc.* | 10 | 4,150 | ||||||
|
| |||||||
| Total Specialty Retail |
| 207,931 | ||||||
| Technology Hardware, Storage & Peripherals – 7.0% |
| |||||||
Apple, Inc. | 4,139 | 777,594 | ||||||
Hewlett Packard Enterprise Co. | 375 | 6,371 | ||||||
HP, Inc. | 176 | 5,229 | ||||||
NetApp, Inc. | 51 | 3,912 | ||||||
|
| |||||||
| Total Technology Hardware, Storage & Peripherals |
| 793,106 | ||||||
| Textiles, Apparel & Luxury Goods – 0.4% |
| |||||||
Lululemon Athletica, Inc.* | 28 | 10,675 | ||||||
NIKE, Inc., Class B | 326 | 33,158 | ||||||
|
| |||||||
| Total Textiles, Apparel & Luxury Goods |
| 43,833 | ||||||
| Tobacco – 0.5% |
| |||||||
Altria Group, Inc. | 362 | 16,008 | ||||||
Philip Morris International, Inc. | 377 | 36,214 | ||||||
|
| |||||||
| Total Tobacco |
| 52,222 | ||||||
See Notes to Financial Statements.
| 164 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2023
| Investments | Shares | Value | ||||||
| Trading Companies & Distributors – 0.2% |
| |||||||
Fastenal Co. | 154 | $ | 8,867 | |||||
United Rentals, Inc. | 18 | 8,578 | ||||||
W.W. Grainger, Inc. | 11 | 7,856 | ||||||
|
| |||||||
| Total Trading Companies & Distributors |
| 25,301 | ||||||
| Water Utilities – 0.1% |
| |||||||
American Water Works Co., Inc. | 54 | 7,492 | ||||||
| Wireless Telecommunication Services – 0.2% |
| |||||||
T-Mobile US, Inc.* | 169 | 23,026 | ||||||
| Total United States |
| 10,104,198 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 89.2% (Cost: $9,062,502) |
| 10,160,479 | ||||||
Other Assets less Liabilities – 10.8% |
| 1,225,772 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 11,386,251 | |||||
| * | Non-income producing security. |
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Long Exposure | Contracts | Expiration Date | Notional Value | Unrealized Depreciation | ||||||||||||
Gold 100 Ounce | 53 | 10/27/23 | $ | 10,319,100 | $ | (160,483 | ) | |||||||||
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs | Significant Unobservable Inputs | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | $ | 10,160,479 | $ | — | $ | — | $ | 10,160,479 | ||||||||
Total Investments in Securities | $ | 10,160,479 | $ | — | $ | — | $ | 10,160,479 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (160,483 | ) | $ | — | $ | — | $ | (160,483 | ) | ||||||
Total – Net | $ | 9,999,996 | $ | — | $ | — | $ | 9,999,996 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| WisdomTree Trust | 165 |
Schedule of Investments
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
August 31, 2023
| Investments | Shares | Value | ||||||
| COMMON STOCKS – 89.9% |
| |||||||
| Australia – 14.7% |
| |||||||
De Grey Mining Ltd.* | 39,968 | $ | 37,016 | |||||
Evolution Mining Ltd. | 65,506 | 157,397 | ||||||
Genesis Minerals Ltd.* | 6,123 | 6,345 | ||||||
Gold Road Resources Ltd. | 31,343 | 36,031 | ||||||
Newcrest Mining Ltd. | 15,770 | 265,856 | ||||||
Northern Star Resources Ltd. | 42,152 | 325,140 | ||||||
OceanaGold Corp. | 23,367 | 50,432 | ||||||
Perseus Mining Ltd. | 45,253 | 55,246 | ||||||
Ramelius Resources Ltd.(a) | 29,489 | 26,260 | ||||||
Regis Resources Ltd.* | 27,688 | 29,050 | ||||||
Silver Lake Resources Ltd.* | 30,219 | 19,278 | ||||||
St. Barbara Ltd.* | 22,435 | 2,906 | ||||||
West African Resources Ltd.* | 31,354 | 17,362 | ||||||
Westgold Resources Ltd.* | 15,620 | 16,388 | ||||||
|
| |||||||
| Total Australia |
| 1,044,707 | ||||||
| Brazil – 4.0% |
| |||||||
Wheaton Precious Metals Corp. | 6,570 | 286,320 | ||||||
| Canada – 41.7% |
| |||||||
Agnico Eagle Mines Ltd. | 8,728 | 423,395 | ||||||
Alamos Gold, Inc., Class A | 14,122 | 181,326 | ||||||
B2Gold Corp. | 37,954 | 117,278 | ||||||
Barrick Gold Corp. | 38,792 | 628,818 | ||||||
Centerra Gold, Inc. | 7,615 | 45,647 | ||||||
Dundee Precious Metals, Inc. | 6,844 | 44,111 | ||||||
Equinox Gold Corp.*(a) | 9,946 | 50,227 | ||||||
Franco-Nevada Corp. | 3,949 | 568,175 | ||||||
GoGold Resources, Inc.* | 10,417 | 11,395 | ||||||
IAMGOLD Corp.* | 17,141 | 42,167 | ||||||
K92 Mining, Inc.* | 8,117 | 38,337 | ||||||
Kinross Gold Corp. | 45,100 | 228,657 | ||||||
Lundin Gold, Inc. | 2,931 | 35,095 | ||||||
New Gold, Inc.* | 24,452 | 25,675 | ||||||
Osisko Gold Royalties Ltd. | 5,627 | 75,120 | ||||||
Pan American Silver Corp. | 13,105 | 216,888 | ||||||
Sandstorm Gold Ltd.(a) | 6,880 | 37,840 | ||||||
SSR Mining, Inc. | 7,620 | 113,157 | ||||||
Torex Gold Resources, Inc.* | 3,098 | 35,744 | ||||||
Wesdome Gold Mines Ltd.* | 4,970 | 31,041 | ||||||
|
| |||||||
| Total Canada |
| 2,950,093 | ||||||
| China – 2.9% |
| |||||||
Shandong Gold Mining Co. Ltd., Class A | 10,200 | 36,758 | ||||||
Zhaojin Mining Industry Co. Ltd., Class H | 47,000 | 66,409 | ||||||
Zijin Mining Group Co. Ltd., Class A | 58,500 | 99,342 | ||||||
|
| |||||||
| Total China |
| 202,509 | ||||||
| Peru – 1.0% |
| |||||||
Cia de Minas Buenaventura SAA, ADR | 8,232 | 70,301 | ||||||
| Russia – 0.0% |
| |||||||
Petropavlovsk PLC*† | 40,769 | 0 | ||||||
Polymetal International PLC*† | 4,821 | 0 | ||||||
|
| |||||||
| Total Russia |
| 0 | ||||||
| South Africa – 9.0% |
| |||||||
AngloGold Ashanti Ltd., ADR | 15,021 | 255,357 | ||||||
Gold Fields Ltd., ADR | 24,236 | 306,101 | ||||||
Harmony Gold Mining Co. Ltd., ADR | 19,334 | 79,656 | ||||||
|
| |||||||
| Total South Africa |
| 641,114 | ||||||
| Turkey – 0.9% |
| |||||||
Eldorado Gold Corp.* | 6,564 | 62,817 | ||||||
| United Kingdom – 3.3% |
| |||||||
Centamin PLC | 40,618 | 45,164 | ||||||
Endeavour Mining PLC | 6,618 | 136,719 | ||||||
Fresnillo PLC | 6,684 | 48,734 | ||||||
|
| |||||||
| Total United Kingdom |
| 230,617 | ||||||
| United States – 12.4% |
| |||||||
Argonaut Gold, Inc.* | 11,285 | 6,005 | ||||||
Coeur Mining, Inc.* | 9,438 | 22,746 | ||||||
Newmont Corp. | 15,981 | 629,971 | ||||||
Royal Gold, Inc. | 1,929 | 216,222 | ||||||
|
| |||||||
| Total United States |
| 874,944 | ||||||
TOTAL COMMON STOCKS (Cost: $7,438,341) |
| 6,363,422 | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.1% |
| |||||||
| United States – 1.1% |
| |||||||
State Street Navigator Securities Lending | ||||||||
| (Cost: $81,994) | 81,994 | 81,994 | ||||||
TOTAL INVESTMENTS IN SECURITIES – 91.0% (Cost: $7,520,335) | 6,445,416 | |||||||
Other Assets less Liabilities – 9.0% |
| 635,019 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 7,080,435 | |||||
| * | Non-income producing security. |
| † | These securities are being fair valued using significant unobservable inputs (i.e., Level 3 on the fair value hierarchy) by WisdomTree Asset Management, Inc., as valuation designee, in accordance with valuation procedures approved by the Board of Trustees of WisdomTree Trust. The aggregate value of Level 3 fair valued securities is $0, which represents 0.0% of net assets. |
| (a) | Security, or portion thereof, was on loan at August 31, 2023 (See Note 2). At August 31, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $103,623 and the total market value of the collateral held by the Fund was $108,260. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $26,266. |
| (b) | Rate shown represents annualized 7-day yield as of August 31, 2023. |
See Notes to Financial Statements.
| 166 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
August 31, 2023
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER) | ||||||||||||||||||||||||||||
| Counterparty | Settlement Date | Amount and | Amount and be Sold | Unrealized Appreciation | Unrealized Depreciation | |||||||||||||||||||||||
Bank of America NA | 9/1/2023 | 19,000 | CNH | 2,611 | USD | $ | — | $ | (0 | )^ | ||||||||||||||||||
Bank of America NA | 9/1/2023 | 1,420 | GBP | 1,799 | USD | 0 | ^ | — | ||||||||||||||||||||
Deutsche Bank AG | 9/5/2023 | 27,100 | CAD | 20,055 | USD | — | (25 | ) | ||||||||||||||||||||
| $ | 0 | ^ | $ | (25 | ) | |||||||||||||||||||||||
| ^ | Amount represents less than $1. |
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Long Exposure | Contracts | Expiration Date | Notional Value | Unrealized Depreciation | ||||||||||||
Gold 100 Ounce | 33 | 10/27/23 | $ | 6,425,100 | $ | (113,179 | ) | |||||||||
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
Common Stocks | ||||||||||||||||
Russia | $ | — | $ | — | $ | 0 | * | $ | 0 | |||||||
Other | 6,363,422 | — | — | 6,363,422 | ||||||||||||
Investment of Cash Collateral for Securities Loaned | — | 81,994 | — | 81,994 | ||||||||||||
Total Investments in Securities | $ | 6,363,422 | $ | 81,994 | $ | 0 | $ | 6,445,416 | ||||||||
Financial Derivative Instruments |
| |||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | 0 | ^ | $ | — | $ | 0 | ^ | ||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Foreign Currency Contracts1 | $ | — | $ | (25 | ) | $ | — | $ | (25 | ) | ||||||
Futures Contracts1 | (113,179 | ) | — | — | (113,179 | ) | ||||||||||
Total – Net | $ | 6,250,243 | $ | 81,969 | $ | 0 | $ | 6,332,212 | ||||||||
| * | Fair valuations using significant unobservable inputs were determined by a valuation committee of WisdomTree Asset Management, Inc. in accordance with valuation procedures approved by the Board of Trustees of WisdomTree Trust. |
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
| ^ | Amount represents less than $1. |
See Notes to Financial Statements.
| WisdomTree Trust | 167 |
Schedule of Investments
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 91.1% |
| |||||||
| U.S. Treasury Bills – 91.1% |
| |||||||
5.06%, 9/7/23* | $ | 132,000,000 | $ | 131,884,087 | ||||
5.42%, 11/28/23*(a) | 20,260,000 | 19,998,140 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $151,891,435) |
| 151,882,227 | ||||||
| Investments | Shares | Value | ||||||
| EXCHANGE-TRADED FUND – 4.5% |
| |||||||
| United States – 4.5% |
| |||||||
WisdomTree Floating Rate Treasury Fund(b) | ||||||||
| (Cost: $7,464,476) | 148,612 | $ | 7,481,128 | |||||
TOTAL INVESTMENTS IN SECURITIES – 95.6% (Cost: $159,355,911) |
| 159,363,355 | ||||||
Other Assets less Liabilities – 4.4% |
| 7,373,423 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 166,736,778 | |||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (a) | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $19,998,140 as of August 31, 2023. |
| (b) | Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information. |
| INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2023 were as follows:
| Affiliate | Value at 8/31/2022 | Purchases/ Additions | Sales/ Reductions | Realized Gain/(Loss) | Change in Depreciation | Value at 8/31/2023 | Dividend Income | Capital Gain Distributions | ||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund | $ | 13,018,670 | $ | — | $ | 5,553,471 | $ | 1,043 | $ | 14,886 | $ | 7,481,128 | $ | 387,603 | $ | 450 | ||||||||||||||||
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Short Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
Aluminum | 56 | 12/18/23 | $ | (3,104,150 | ) | $ | 304,964 | |||||||||
Copper | 70 | 9/18/23 | (14,735,000 | ) | 744,250 | |||||||||||
Copper | 11 | 12/18/23 | (2,317,700 | ) | 123,635 | |||||||||||
Nickel | 47 | 12/18/23 | (5,738,982 | ) | 305,749 | |||||||||||
Zinc | 100 | 12/18/23 | (6,083,750 | ) | 339,909 | |||||||||||
Zinc | 2 | 1/15/24 | (121,838 | ) | (6,994 | ) | ||||||||||
| $ | (32,101,420 | ) | $ | 1,811,513 | ||||||||||||
| Long Exposure | ||||||||||||||||
Aluminum | 202 | 12/18/23 | $ | 11,197,113 | $ | (1,646,031 | ) | |||||||||
Bitcoin | 29 | 9/29/23 | 3,804,800 | 2,400 | ||||||||||||
Brent Crude | 206 | 4/30/24 | 17,122,720 | 2,272,030 | ||||||||||||
Cattle Feeder | 8 | 11/16/23 | 1,030,600 | 16,663 | ||||||||||||
Cocoa | 92 | 3/13/24 | 3,356,160 | 146,280 | ||||||||||||
Coffee “C” | 57 | 12/18/23 | 3,302,438 | (191,306 | ) | |||||||||||
Copper | 70 | 9/18/23 | 14,735,000 | (37,375 | ) | |||||||||||
Copper | 73 | 12/18/23 | 15,381,100 | (822,549 | ) | |||||||||||
Corn | 341 | 12/13/24 | 8,652,875 | (96,688 | ) | |||||||||||
Cotton No. 2 | 36 | 12/6/23 | 1,580,760 | 33,680 | ||||||||||||
Gasoline RBOB | 58 | 9/29/23 | 6,250,532 | 436,775 | ||||||||||||
Gold 100 Ounce | 77 | 6/26/24 | 15,594,810 | (32,930 | ) | |||||||||||
HRW Wheat | 64 | 3/14/24 | 2,348,000 | (179,250 | ) | |||||||||||
Lean Hogs | 70 | 10/13/23 | 2,311,400 | (230,080 | ) | |||||||||||
Live Cattle | 55 | 10/31/23 | 3,978,150 | 18,180 | ||||||||||||
Low Sulphur Gasoil | 89 | 12/12/23 | 7,380,325 | (11,200 | ) | |||||||||||
Natural Gas | 163 | 3/26/24 | 5,085,600 | (783,780 | ) | |||||||||||
Nickel | 47 | 12/18/23 | 5,738,982 | (1,222,752 | ) | |||||||||||
Nickel | 42 | 1/15/24 | 5,150,376 | (220,248 | ) | |||||||||||
See Notes to Financial Statements.
| 168 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
August 31, 2023
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Long Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
NY Harbor ULSD | 61 | 5/31/24 | $ | 6,894,854 | $ | 992,741 | ||||||||||
Platinum | 54 | 10/27/23 | 2,630,880 | (147,905 | ) | |||||||||||
Silver | 67 | 12/27/23 | 8,312,020 | (277,520 | ) | |||||||||||
Soybeans | 125 | 11/14/23 | 8,554,688 | 66,913 | ||||||||||||
Sugar No. 11 | 193 | 4/30/24 | 5,192,163 | 247,397 | ||||||||||||
Wheat | 170 | 12/14/23 | 5,117,000 | (380,800 | ) | |||||||||||
WTI Crude Oil | 209 | 1/22/24 | 16,914,370 | 1,235,740 | ||||||||||||
Zinc | 100 | 12/18/23 | 6,083,750 | (1,766,725 | ) | |||||||||||
Zinc | 80 | 1/15/24 | 4,873,500 | (124,694 | ) | |||||||||||
| $ | 198,574,966 | $ | (2,703,034 | ) | ||||||||||||
Total – Net |
| $ | 166,473,546 | $ | (891,521 | ) | ||||||||||
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Prices in Active | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: |
| |||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Obligations | $ | — | $ | 151,882,227 | $ | — | $ | 151,882,227 | ||||||||
Exchange-Traded Fund | 7,481,128 | — | — | 7,481,128 | ||||||||||||
Total Investments in Securities | $ | 7,481,128 | $ | 151,882,227 | $ | — | $ | 159,363,355 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | 7,287,306 | $ | — | $ | — | $ | 7,287,306 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (8,178,827 | ) | $ | — | $ | — | $ | (8,178,827 | ) | ||||||
Total – Net | $ | 6,589,607 | $ | 151,882,227 | $ | — | $ | 158,471,834 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| WisdomTree Trust | 169 |
Schedule of Investments
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 82.1% |
| |||||||
| U.S. Treasury Bills – 82.1% |
| |||||||
5.07%, 9/7/23* | $ | 113,000,000 | $ | 112,900,771 | ||||
5.42%, 11/28/23*(a) | 13,756,000 | 13,578,204 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $126,486,523) |
| 126,478,975 | ||||||
| Investments | Shares | Value | ||||||
| EXCHANGE-TRADED FUND – 4.4% |
| |||||||
| United States – 4.4% |
| |||||||
WisdomTree Floating Rate Treasury Fund(b) | ||||||||
| (Cost: $6,790,039) | 135,256 | $ | 6,808,787 | |||||
TOTAL INVESTMENTS IN SECURITIES – 86.5% (Cost: $133,276,562) |
| 133,287,762 | ||||||
Other Assets less Liabilities – 13.5% |
| 20,857,177 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 154,144,939 | |||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (a) | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $13,578,204 as of August 31, 2023. |
| (b) | Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information. |
| INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2023 were as follows:
| Affiliate | Value at 8/31/2022 | Purchases/ Additions | Sales/ Reductions | Realized Gain/(Loss) | Change in Depreciation | Value at 8/31/2023 | Dividend Income | Capital Gain Distributions | ||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund | $ | 6,059,547 | $ | 1,693,207 | $ | 951,027 | $ | 509 | $ | 6,551 | $ | 6,808,787 | $ | 273,033 | $ | 293 | ||||||||||||||||
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Short Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
10 Year U.S. Treasury Note | 70 | 12/19/23 | $ | (7,772,188 | ) | $ | (28,500 | ) | ||||||||
Aluminum | 54 | 9/18/23 | (2,934,562 | ) | 39,462 | |||||||||||
Natural Gas | 117 | 9/27/23 | (3,238,560 | ) | (116,280 | ) | ||||||||||
Nickel | 23 | 9/18/23 | (2,775,594 | ) | 175,380 | |||||||||||
Sugar No. 11 | 112 | 9/29/23 | (3,143,526 | ) | (222,947 | ) | ||||||||||
U.S. Treasury Long Bond | 63 | 12/19/23 | (7,666,313 | ) | (82,969 | ) | ||||||||||
Wheat | 91 | 12/14/23 | (2,739,100 | ) | 231,525 | |||||||||||
Zinc | 47 | 9/18/23 | (2,845,262 | ) | 57,363 | |||||||||||
| $ | (33,115,105 | ) | $ | 53,034 | ||||||||||||
| Long Exposure | ||||||||||||||||
2 Year U.S. Treasury Note | 30 | 12/29/23 | $ | 6,114,141 | $ | (2,805 | ) | |||||||||
Bitcoin | 32 | 9/29/23 | 4,198,400 | 6,675 | ||||||||||||
Brazilian Real Currency | 151 | 9/29/23 | 3,035,855 | (19,590 | ) | |||||||||||
Brent Crude | 37 | 9/29/23 | 3,212,710 | 82,180 | ||||||||||||
Cattle Feeder | 24 | 9/28/23 | 3,039,300 | 22,150 | ||||||||||||
E-Mini Russell 2000 Index | 126 | 9/15/23 | 11,980,080 | 166,280 | ||||||||||||
Euro Stoxx 50 Index | 130 | 9/15/23 | 6,085,447 | (1,628 | ) | |||||||||||
Gasoline RBOB | 28 | 9/29/23 | 3,017,498 | 35,045 | ||||||||||||
Gold 100 Ounce | 15 | 10/27/23 | 2,920,500 | 20,670 | ||||||||||||
HRW Wheat | 76 | 12/14/23 | 2,763,550 | (197,775 | ) | |||||||||||
Indian Rupee/U.S. Dollar | 129 | 9/26/23 | 3,115,092 | 3,850 | ||||||||||||
Korean Won/U.S. Dollar | 33 | 9/18/23 | 3,114,375 | (9,500 | ) | |||||||||||
Lead | 56 | 9/18/23 | 3,154,060 | 123,116 | ||||||||||||
Lean Hogs | 89 | 10/13/23 | 2,938,780 | 24,910 | ||||||||||||
Live Cattle | 42 | 10/31/23 | 3,037,860 | 52,580 | ||||||||||||
Low Sulphur Gasoil | 35 | 9/12/23 | 3,134,250 | 609,575 | ||||||||||||
Mexican Peso Currency | 106 | 9/18/23 | 3,113,750 | 75,155 | ||||||||||||
Nikkei 225 Index | 55 | 12/7/23 | 12,232,716 | 173,843 | ||||||||||||
See Notes to Financial Statements.
| 170 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
August 31, 2023
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
| FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
| Long Exposure | Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||
NY Harbor ULSD | 24 | 9/29/23 | $ | 3,138,005 | $ | 64,546 | ||||||||||
S&P 500 E-Mini Index | 55 | 9/15/23 | 12,419,000 | 457,425 | ||||||||||||
S&P/TSX 60 Index | 68 | 9/14/23 | 12,224,369 | ^ | 152,451 | |||||||||||
Silver | 25 | 12/27/23 | 3,101,500 | 97,085 | ||||||||||||
South African Rand Currency | 115 | 9/18/23 | 3,041,750 | 40,875 | ||||||||||||
Tin | 22 | 9/18/23 | 2,767,820 | (294,020 | ) | |||||||||||
WTI Crude Oil | 38 | 9/20/23 | 3,177,940 | 101,220 | ||||||||||||
| $ | 120,078,748 | $ | 1,784,313 | |||||||||||||
Total – Net |
| $ | 86,963,643 | $ | 1,837,347 | |||||||||||
| ^ | Notional value has been converted to USD using the relevant foreign exchange rate as of August 31, 2023. |
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
Quoted Active | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Obligations | $ | — | $ | 126,478,975 | $ | — | $ | 126,478,975 | ||||||||
Exchange-Traded Fund | 6,808,787 | — | — | 6,808,787 | ||||||||||||
Total Investments in Securities | $ | 6,808,787 | $ | 126,478,975 | $ | — | $ | 133,287,762 | ||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | 2,813,361 | $ | — | $ | — | $ | 2,813,361 | ||||||||
Liabilities: | ||||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Futures Contracts1 | $ | (976,014 | ) | $ | — | $ | — | $ | (976,014 | ) | ||||||
Total – Net | $ | 8,646,134 | $ | 126,478,975 | $ | — | $ | 135,125,109 | ||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
| WisdomTree Trust | 171 |
Schedule of Investments
WisdomTree PutWrite Strategy Fund (PUTW)
August 31, 2023
| Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 93.7% |
| |||||||
| U.S. Treasury Bills – 93.7% |
| |||||||
5.05%, 9/7/23* | $ | 45,760,000 | $ | 45,719,817 | ||||
5.47%, 2/1/24* | 48,000,000 | 46,925,430 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $92,648,627) |
| 92,645,247 | ||||||
| Investments |
Shares | Value | ||||||
| EXCHANGE-TRADED FUND – 4.1% |
| |||||||
| United States – 4.1% |
| |||||||
WisdomTree Floating Rate Treasury Fund(a) | ||||||||
| (Cost: $4,009,824) | 79,965 | $ | 4,025,438 | |||||
TOTAL INVESTMENTS IN SECURITIES – 97.8% (Cost: $96,658,451) |
| 96,670,685 | ||||||
Other Assets less Liabilities – 2.2% |
| 2,125,914 | ||||||
|
| |||||||
| NET ASSETS – 100.0% |
| $ | 98,796,599 | |||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (a) | Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information. |
| INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2023 were as follows:
| Affiliate | Value at 8/31/2022 | Purchases/ Additions | Sales/ Reductions | Realized Gain/(Loss) | Change in Depreciation | Value at 8/31/2023 | Dividend Income | Capital Gain Distributions | ||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund | $ | 4,652,949 | $ | 524,394 | $ | 1,159,491 | $ | (707 | ) | $ | 8,293 | $ | 4,025,438 | $ | 187,643 | $ | 206 | |||||||||||||||
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||||||||||||||
| Description | Number of Contracts | Notional Amount1 | Strike Price | Expiration Date | Premiums Received | Unrealized Appreciation | Value | |||||||||||||||||||||
SPDR S&P 500 ETF Trust | (1,130 | ) | $ | (51,302,000 | ) | $ | 454 | 9/15/2023 | $ | (1,255,464 | ) | $ | 552,039 | $ | (703,425 | ) | ||||||||||||
SPDR S&P 500 ETF Trust | (1,128 | ) | (49,970,400 | ) | 443 | 10/6/2023 | (1,027,518 | ) | 584,778 | (442,740 | ) | |||||||||||||||||
| $ | (2,282,982 | ) | $ | 1,136,817 | $ | (1,146,165 | ) | |||||||||||||||||||||
| 1 | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):
| Quoted Prices in Active Markets (Level 1) | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Obligations | $ | — | $ | 92,645,247 | $ | — | $ | 92,645,247 | ||||||||
Exchange-Traded Fund | 4,025,438 | — | — | 4,025,438 | ||||||||||||
Total Investments in Securities | $ | 4,025,438 | $ | 92,645,247 | $ | — | $ | 96,670,685 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Written Options1 | $ | — | $ | (1,146,165 | ) | $ | — | $ | (1,146,165 | ) | ||||||
Total – Net | $ | 4,025,438 | $ | 91,499,082 | $ | — | $ | 95,524,520 | ||||||||
| 1 | Amount shown represents the market value of the financial instrument. |
See Notes to Financial Statements.
| 172 | WisdomTree Trust |
Schedule of Investments
WisdomTree Target Range Fund (GTR)
August 31, 2023
Investments | Principal Amount | Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS – 71.4% |
| |||||||
| U.S. Treasury Bill – 71.4% |
| |||||||
5.07%, 9/7/23* | ||||||||
| (Cost: $45,762,395) | $ | 45,800,000 | $ | 45,759,782 | ||||
| PURCHASED OPTIONS (EXCHANGE-TRADED) – 21.6% | ||||||||||||||||||||||||||||
| Call Options | Number of Contracts | Notional Amount(a) | Strike Price | Expiration Date | Premiums Paid | Unrealized (Depreciation) | Value | |||||||||||||||||||||
iShares MSCI EAFE ETF | 1,729 | $ | 10,546,900 | $ | 61 | 1/19/24 | $ | 2,285,245 | $ | (257,992 | ) | $ | 2,027,253 | |||||||||||||||
iShares MSCI Emerging Markets ETF | 1,490 | 5,215,000 | 35 | 1/19/24 | 1,210,986 | (465,986 | ) | 745,000 | ||||||||||||||||||||
iShares Russell 2000 ETF | 657 | 10,512,000 | 160 | 1/19/24 | 2,378,416 | (295,069 | ) | 2,083,347 | ||||||||||||||||||||
SPDR S&P 500 ETF Trust | 772 | 26,248,000 | 340 | 1/19/24 | 5,916,328 | 3,035,784 | 8,952,112 | |||||||||||||||||||||
TOTAL PURCHASED OPTIONS (EXCHANGE-TRADED) (Cost: $11,790,975) |
| 13,807,712 | ||||||||||||||||||||||||||
TOTAL INVESTMENTS IN SECURITIES – 93.0% (Cost: $57,553,370) |
| 59,567,494 | ||||||||||||||||||||||||||
Other Assets less Liabilities – 7.0% |
| 4,478,938 | ||||||||||||||||||||||||||
|
| |||||||||||||||||||||||||||
| NET ASSETS – 100.0% |
| $ | 64,046,432 | |||||||||||||||||||||||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (a) | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
| FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
| WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||||||||||||||
| Call Options | Number of Contracts | Notional Amount1 | Strike Price | Expiration Date | Premiums Received | Unrealized (Depreciation) | Value | |||||||||||||||||||||
iShares MSCI EAFE ETF | (1,729 | ) | $ | (14,177,800 | ) | $ | 82 | 1/19/2024 | $ | (247,470 | ) | $ | 232,324 | $ | (15,146 | ) | ||||||||||||
iShares MSCI Emerging Markets ETF | (1,490 | ) | (7,152,000 | ) | 48 | 1/19/2024 | (148,254 | ) | 141,445 | (6,809 | ) | |||||||||||||||||
iShares Russell 2000 ETF | (657 | ) | (14,125,500 | ) | 215 | 1/19/2024 | (413,822 | ) | 359,619 | (54,203 | ) | |||||||||||||||||
SPDR S&P 500 ETF Trust | (772 | ) | (35,512,000 | ) | 460 | 1/19/2024 | (646,237 | ) | (350,801 | ) | (997,038 | ) | ||||||||||||||||
| $ | (1,455,783 | ) | $ | 382,587 | $ | (1,073,196 | ) | |||||||||||||||||||||
| 1 | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
| FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2023 in valuing the Fund’s investments:
Quoted Active | Other Significant Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Total | |||||||||||||
Assets: | ||||||||||||||||
Investments in Securities | ||||||||||||||||
U.S. Government Obligations | $ | — | $ | 45,759,782 | $ | — | $ | 45,759,782 | ||||||||
Purchased Options | — | 13,807,712 | — | 13,807,712 | ||||||||||||
Total Investments in Securities | $ | — | $ | 59,567,494 | $ | — | $ | 59,567,494 | ||||||||
Liabilities: |
| |||||||||||||||
Financial Derivative Instruments | ||||||||||||||||
Written Options1 | $ | — | $ | (1,073,196 | ) | $ | — | $ | (1,073,196 | ) | ||||||
Total – Net | $ | — | $ | 58,494,298 | $ | — | $ | 58,494,298 | ||||||||
| 1 | Amount shown represents the market value of the financial instrument. |
See Notes to Financial Statements.
| WisdomTree Trust | 173 |
Statements of Assets and Liabilities
WisdomTree Trust
August 31, 2023
| WisdomTree Bloomberg U.S. Dollar Bullish Fund | WisdomTree Chinese Yuan Strategy Fund | WisdomTree Emerging Currency Strategy Fund | WisdomTree Emerging Markets Corporate Bond Fund | WisdomTree Emerging Markets Local Debt Fund | ||||||||||||||||
ASSETS: | ||||||||||||||||||||
Investments, at cost | $ | 183,416,752 | $ | 16,438,301 | $ | 8,611,021 | $ | 42,721,326 | $ | 104,172,581 | ||||||||||
Investment in affiliates, at cost (Note 3) | 8,871,143 | 1,069,367 | 341,394 | — | — | |||||||||||||||
Repurchase agreements, at cost | — | 6,580,000 | 60,000 | — | 6,370,000 | |||||||||||||||
Foreign currency, at cost | — | 99 | — | — | 822,328 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 183,407,279 | 16,434,981 | 8,610,404 | 39,616,264 | 94,307,583 | |||||||||||||||
Investment in affiliates, at value (Note 3) | 8,885,010 | 1,072,242 | 342,312 | — | — | |||||||||||||||
Repurchase agreements, at value (Note 2) | — | 6,580,000 | 60,000 | — | 6,370,000 | |||||||||||||||
Cash | 431,891 | 91,439 | 45,065 | 1,468,798 | 315,082 | |||||||||||||||
Cash collateral posted for foreign currency contracts | — | 410,000 | — | — | — | |||||||||||||||
Deposits at broker for futures contracts | — | — | — | 107,762 | — | |||||||||||||||
Foreign currency, at value | — | 98 | — | — | 728,602 | |||||||||||||||
Unrealized appreciation on foreign currency contracts | 4,152,265 | 9,525 | 11,774 | — | 105,483 | |||||||||||||||
Receivables: |
| |||||||||||||||||||
Investment securities sold3 | — | — | — | 859,809 | 561,863 | |||||||||||||||
Securities lending income | — | — | — | 781 | 119 | |||||||||||||||
Interest | — | 968 | 8 | 477,822 | 1,513,914 | |||||||||||||||
Foreign tax reclaims | — | — | — | — | 153,345 | |||||||||||||||
Total Assets | 196,876,445 | 24,599,253 | 9,069,563 | 42,531,236 | 104,055,991 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Foreign currency due to custodian, at value4 | — | — | — | 715 | — | |||||||||||||||
Unrealized depreciation on foreign currency contracts | 210,411 | 396,100 | 226,231 | — | 113,839 | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | — | — | — | 1,523,318 | 1,149,224 | |||||||||||||||
Investment securities purchased | — | — | — | 506,625 | — | |||||||||||||||
Advisory fees (Note 3) | 88,227 | 9,372 | 4,081 | 20,649 | 47,962 | |||||||||||||||
Service fees (Note 2) | 786 | 93 | 33 | 151 | 384 | |||||||||||||||
Net variation margin on futures contracts | — | — | — | 5,668 | — | |||||||||||||||
Foreign capital gains tax | — | — | — | — | 43,262 | |||||||||||||||
Total Liabilities | 299,424 | 405,565 | 230,345 | 2,057,126 | 1,354,671 | |||||||||||||||
NET ASSETS | $ | 196,577,021 | $ | 24,193,688 | $ | 8,839,218 | $ | 40,474,110 | $ | 102,701,320 | ||||||||||
NET ASSETS: | ||||||||||||||||||||
Paid-in capital | $ | 216,522,137 | $ | 26,724,687 | $ | 56,824,677 | $ | 58,160,466 | $ | 144,328,866 | ||||||||||
Total distributable earnings (loss) | (19,945,116 | ) | (2,530,999 | ) | (47,985,459 | ) | (17,686,356 | ) | (41,627,546 | ) | ||||||||||
NET ASSETS | $ | 196,577,021 | $ | 24,193,688 | $ | 8,839,218 | $ | 40,474,110 | $ | 102,701,320 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 7,300,000 | 1,000,000 | 500,000 | 650,000 | 3,750,000 | |||||||||||||||
Net asset value per share | $ | 26.93 | $ | 24.19 | $ | 17.68 | $ | 62.27 | $ | 27.39 | ||||||||||
1 Includes market value of securities out on loan of: | — | — | — | $ | 1,695,356 | $ | 1,080,055 | |||||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
| |||||||||||||||||||
3 Includes market value of securities out on loan, which were sold and pending settlement, of: | — | — | — | $ | 177,420 | — | ||||||||||||||
4 Foreign currency, proceeds | — | — | — | $ | 707 | — | ||||||||||||||
See Notes to Financial Statements.
| 174 | WisdomTree Trust |
Statements of Assets and Liabilities (continued)
WisdomTree Trust
August 31, 2023
| WisdomTree Floating Rate Treasury Fund | WisdomTree Fund | WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | WisdomTree Mortgage Plus Bond Fund | WisdomTree Voya Yield Enhanced USD Universal Bond Fund | ||||||||||||||||
ASSETS: | ||||||||||||||||||||
Investments, at cost | $ | 17,962,704,266 | $ | 177,916,910 | $ | 218,137,589 | $ | 28,172,025 | $ | 1,157,001,431 | ||||||||||
Repurchase agreements, at cost | — | — | 2,440,000 | — | — | |||||||||||||||
Foreign currency, at cost | — | — | 77 | — | 455 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 17,968,658,540 | 162,765,354 | 201,461,347 | 25,399,516 | 1,122,069,752 | |||||||||||||||
Repurchase agreements, at value (Note 2) | — | — | 2,440,000 | — | — | |||||||||||||||
Cash | 101,534 | 2,868,990 | 188,481 | 543,996 | 37,386,164 | |||||||||||||||
Deposits at broker for futures contracts | — | 1,660,534 | 3,751,912 | 39,810 | 604,801 | |||||||||||||||
Foreign currency, at value | — | — | 84 | — | 455 | |||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | 1,550,538,018 | — | 2,400,320 | — | 59,082 | |||||||||||||||
Due from broker for TBA sale commitments (Note 2) | — | — | 625,770 | — | — | |||||||||||||||
Capital shares sold | 90,549,664 | — | 6,250 | — | — | |||||||||||||||
Securities lending income | 187 | 15,185 | 904 | — | — | |||||||||||||||
Interest | 88,684,917 | 2,356,559 | 1,242,537 | 85,149 | 9,376,068 | |||||||||||||||
Foreign tax reclaims | — | — | — | — | 7,372 | |||||||||||||||
Net variation margin on futures contracts | — | — | — | 2,662 | 39,023 | |||||||||||||||
Total Assets | 19,698,532,860 | 169,666,622 | 212,117,605 | 26,071,133 | 1,169,542,717 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
TBA sale commitments, at value3 | — | — | 624,525 | — | — | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | — | 18,283,570 | 525,730 | — | — | |||||||||||||||
Investment securities purchased | 1,614,673,555 | — | 9,772,687 | 369,984 | 16,029,229 | |||||||||||||||
Capital shares redeemed | 25,655,738 | — | — | — | — | |||||||||||||||
Advisory fees (Note 3) | 2,239,408 | 54,536 | 39,157 | 9,782 | 146,444 | |||||||||||||||
Service fees (Note 2) | 65,689 | 558 | 750 | 96 | 4,296 | |||||||||||||||
Net variation margin on futures contracts | — | 147,049 | 324,297 | — | — | |||||||||||||||
Interest on TBA sale commitments | — | — | 821 | — | — | |||||||||||||||
Total Liabilities | 1,642,634,390 | 18,485,713 | 11,287,967 | 379,862 | 16,179,969 | |||||||||||||||
NET ASSETS | $ | 18,055,898,470 | $ | 151,180,909 | $ | 200,829,638 | $ | 25,691,271 | $ | 1,153,362,748 | ||||||||||
NET ASSETS: | ||||||||||||||||||||
Paid-in capital | $ | 18,058,663,391 | $ | 179,554,953 | $ | 220,940,726 | $ | 31,506,285 | $ | 1,194,665,650 | ||||||||||
Total distributable earnings (loss) | (2,764,921 | ) | (28,374,044 | ) | (20,111,088 | ) | (5,815,014 | ) | (41,302,902 | ) | ||||||||||
NET ASSETS | $ | 18,055,898,470 | $ | 151,180,909 | $ | 200,829,638 | $ | 25,691,271 | $ | 1,153,362,748 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 358,927,500 | 7,100,000 | 9,050,000 | 600,000 | 23,960,000 | |||||||||||||||
Net asset value per share | $ | 50.31 | $ | 21.29 | $ | 22.19 | $ | 42.82 | $ | 48.14 | ||||||||||
1 Includes market value of securities out on loan of: | — | $ | 19,146,786 | $ | 2,118,454 | — | — | |||||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
| |||||||||||||||||||
3 TBA sale commitments, proceeds: | — | — | $ | 624,949 | — | — | ||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 175 |
Statements of Assets and Liabilities (continued)
WisdomTree Trust
August 31, 2023
| WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund | WisdomTree Alternative Income Fund | WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated) | WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | ||||||||||||||||
ASSETS: | ||||||||||||||||||||
Investments, at cost | $ | 989,109,698 | $ | 108,633,760 | $ | 14,294,515 | $ | 9,062,502 | $ | 7,520,335 | ||||||||||
Repurchase agreements, at cost | 2,410,000 | — | — | — | — | |||||||||||||||
Foreign currency, at cost | 119 | — | — | — | 900 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) | 904,921,000 | 105,071,088 | 13,420,958 | 10,160,479 | 6,445,416 | |||||||||||||||
Repurchase agreements, at value (Note 2) | 2,410,000 | — | — | — | — | |||||||||||||||
Cash | 894,526 | 18,223 | 47,751 | 748,944 | 478,017 | |||||||||||||||
Deposits at broker for futures contracts | — | — | — | 500,984 | 346,986 | |||||||||||||||
Foreign currency, at value | 131 | — | — | — | 496 | |||||||||||||||
Unrealized appreciation on foreign currency contracts | — | — | — | — | 0 | 3 | ||||||||||||||
Receivables: | ||||||||||||||||||||
Investment securities sold | 24,848,121 | — | — | — | — | |||||||||||||||
Due from broker for TBA sale commitments (Note 2) | 6,722,036 | — | — | — | — | |||||||||||||||
Capital shares sold | 1,025 | — | — | — | — | |||||||||||||||
Dividends | — | — | 32,679 | 15,081 | 19,021 | |||||||||||||||
Securities lending income | 1,594 | 15 | 3,512 | — | 69 | |||||||||||||||
Interest | 7,526,992 | 554,604 | — | — | — | |||||||||||||||
Foreign tax reclaims | — | — | — | — | 635 | |||||||||||||||
Total Assets | 947,325,425 | 105,643,930 | 13,504,900 | 11,425,488 | 7,290,640 | |||||||||||||||
LIABILITIES: |
| |||||||||||||||||||
Foreign currency due to custodian, at value | — | 16 | — | — | — | |||||||||||||||
Unrealized depreciation on foreign currency contracts | — | — | — | — | 25 | |||||||||||||||
TBA sale commitments, at value4 | 6,676,875 | — | — | — | — | |||||||||||||||
Payables: | ||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) | 3,710,753 | — | 1,407,332 | — | 81,994 | |||||||||||||||
Investment securities purchased | 37,289,182 | 7,689,399 | 29,936 | — | 102,949 | |||||||||||||||
Advisory fees (Note 3) | 86,314 | 9,971 | 4,979 | 1,818 | 2,645 | |||||||||||||||
Service fees (Note 2) | 3,165 | 366 | 44 | 319 | 26 | |||||||||||||||
Net variation margin on futures contracts | — | — | — | 37,100 | 22,566 | |||||||||||||||
Interest on TBA sale commitments | 10,675 | — | — | — | — | |||||||||||||||
Total Liabilities | 47,776,964 | 7,699,752 | 1,442,291 | 39,237 | 210,205 | |||||||||||||||
NET ASSETS | $ | 899,548,461 | $ | 97,944,178 | $ | 12,062,609 | $ | 11,386,251 | $ | 7,080,435 | ||||||||||
NET ASSETS: | ||||||||||||||||||||
Paid-in capital | $ | 1,061,343,965 | $ | 105,093,642 | $ | 14,278,699 | $ | 10,648,030 | $ | 9,146,672 | ||||||||||
Total distributable earnings (loss) | (161,795,504 | ) | (7,149,464 | ) | (2,216,090 | ) | 738,221 | (2,066,237 | ) | |||||||||||
NET ASSETS | $ | 899,548,461 | $ | 97,944,178 | $ | 12,062,609 | $ | 11,386,251 | $ | 7,080,435 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 21,100,000 | 2,100,000 | 640,000 | 450,000 | 300,000 | |||||||||||||||
Net asset value per share | $ | 42.63 | $ | 46.64 | $ | 18.85 | $ | 25.30 | $ | 23.60 | ||||||||||
1 Includes market value of securities out on loan of: | $ | 3,723,372 | $ | 88,754 | $ | 1,799,778 | — | $ | 103,623 | |||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
| |||||||||||||||||||
3 Amount represents less than $1. | ||||||||||||||||||||
4 TBA sale commitments, proceeds: | $ | 6,711,361 | — | — | — | — | ||||||||||||||
See Notes to Financial Statements.
| 176 | WisdomTree Trust |
Statements of Assets and Liabilities (concluded)
WisdomTree Trust
August 31, 2023
| WisdomTree Enhanced Commodity Strategy Fund (consolidated) | WisdomTree Managed Futures Strategy Fund (consolidated) | WisdomTree PutWrite Strategy Fund | WisdomTree Target Range Fund | |||||||||||||
ASSETS: | ||||||||||||||||
Investments, at cost | $ | 151,891,435 | $ | 126,486,523 | $ | 92,648,627 | $ | 57,553,370 | ||||||||
Investment in affiliates, at cost (Note 3) | 7,464,476 | 6,790,039 | 4,009,824 | — | ||||||||||||
Investments in securities, at value | 151,882,227 | 126,478,975 | 92,645,247 | 59,567,494 | ||||||||||||
Investment in affiliates, at value (Note 3) | 7,481,128 | 6,808,787 | 4,025,438 | — | ||||||||||||
Cash | 11,518,769 | 20,964,720 | 3,313,739 | 1,859,726 | ||||||||||||
Deposits at broker for futures contracts | — | 21,773 | — | — | ||||||||||||
Cash collateral segregated for written options | — | — | — | 3,730,563 | ||||||||||||
Total Assets | 170,882,124 | 154,274,255 | 99,984,424 | 65,157,783 | ||||||||||||
LIABILITIES: |
| |||||||||||||||
Foreign currency due to custodian, at value | — | 26,193 | — | — | ||||||||||||
Written options, at value1 | — | — | 1,146,165 | 1,073,196 | ||||||||||||
Payables: | ||||||||||||||||
Due to broker | 3,873,231 | — | 5,133 | — | ||||||||||||
Advisory fees (Note 3) | 76,922 | 79,010 | 36,159 | 37,917 | ||||||||||||
Service fees (Note 2) | 629 | 540 | 368 | 238 | ||||||||||||
Net variation margin on futures contracts | 194,564 | 23,573 | — | — | ||||||||||||
Total Liabilities | 4,145,346 | 129,316 | 1,187,825 | 1,111,351 | ||||||||||||
NET ASSETS | $ | 166,736,778 | $ | 154,144,939 | $ | 98,796,599 | $ | 64,046,432 | ||||||||
NET ASSETS: | ||||||||||||||||
Paid-in capital | $ | 231,727,896 | $ | 201,670,640 | $ | 108,430,361 | $ | 67,079,329 | ||||||||
Total distributable earnings (loss) | (64,991,118 | ) | (47,525,701 | ) | (9,633,762 | ) | (3,032,897 | ) | ||||||||
NET ASSETS | $ | 166,736,778 | $ | 154,144,939 | $ | 98,796,599 | $ | 64,046,432 | ||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | 9,250,000 | 4,400,000 | 3,100,000 | 2,850,000 | ||||||||||||
Net asset value per share | $ | 18.03 | $ | 35.03 | $ | 31.87 | $ | 22.47 | ||||||||
1 Premiums received on written options: | — | — | $ | 2,282,982 | $ | 1,455,783 | ||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 177 |
WisdomTree Trust
For the Year Ended August 31, 2023
| WisdomTree Bloomberg U.S. Dollar Bullish Fund | WisdomTree Chinese Yuan Strategy Fund | WisdomTree Emerging Currency Strategy Fund | WisdomTree Emerging Markets Corporate Bond Fund | WisdomTree Emerging Markets Local Debt Fund | ||||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||||
Dividends from affiliates (Note 3) | $ | 588,385 | $ | 50,211 | $ | 15,380 | $ | — | $ | — | ||||||||||
Interest | 12,216,517 | 1,028,124 | 344,964 | 2,288,020 | 6,227,564 | |||||||||||||||
Securities lending income, net (Note 2) | — | — | — | 7,848 | 3,442 | |||||||||||||||
Less: Foreign withholding taxes on interest | — | — | — | — | (131,255 | ) | ||||||||||||||
Total investment income | 12,804,902 | 1,078,335 | 360,344 | 2,295,868 | 6,099,751 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 1,593,380 | 117,103 | 47,034 | 272,565 | 537,861 | |||||||||||||||
Service fees (Note 2) | 14,022 | 1,145 | 376 | 1,999 | 4,303 | |||||||||||||||
Total expenses | 1,607,402 | 118,248 | 47,410 | 274,564 | 542,164 | |||||||||||||||
Expense waivers (Note 3) | (20,796 | ) | (1,681 | ) | (514 | ) | — | — | ||||||||||||
Net expenses | 1,586,606 | 116,567 | 46,896 | 274,564 | 542,164 | |||||||||||||||
Net investment income | 11,218,296 | 961,768 | 313,448 | 2,021,304 | 5,557,587 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||||||
Investment transactions1 | (180,658 | ) | (14,546 | ) | (2,472 | ) | (3,933,853 | ) | (4,971,654 | ) | ||||||||||
Investment transactions in affiliates (Note 3) | 5,123 | 252 | — | — | — | |||||||||||||||
In-kind redemptions | — | — | — | (741,131 | ) | (486,216 | ) | |||||||||||||
Capital gain distributions from affiliates (Note 3) | 908 | 57 | 17 | — | — | |||||||||||||||
Futures contracts | — | — | — | 126,140 | — | |||||||||||||||
Foreign currency contracts | (12,043,553 | ) | (1,844,470 | ) | 677,677 | — | 30,391 | |||||||||||||
Foreign currency related transactions | 69 | — | — | (45 | ) | 19,880 | ||||||||||||||
Net realized gain (loss) | (12,218,111 | ) | (1,858,707 | ) | 675,222 | (4,548,889 | ) | (5,407,599 | ) | |||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||||||
Investment transactions2 | 218,468 | 10,848 | 1,156 | 4,841,754 | 11,313,162 | |||||||||||||||
Investment transactions in affiliates (Note 3) | 25,993 | 1,872 | 612 | — | — | |||||||||||||||
Futures contracts | — | — | — | (49,253 | ) | — | ||||||||||||||
Foreign currency contracts | (3,643,353 | ) | 188,862 | (318,826 | ) | — | 56,648 | |||||||||||||
Translation of assets and liabilities denominated in foreign currencies | (60 | ) | 1 | — | (8 | ) | (117,937 | ) | ||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation | (3,398,952 | ) | 201,583 | (317,058 | ) | 4,792,493 | 11,251,873 | |||||||||||||
Net realized and unrealized gain (loss) on investments | (15,617,063 | ) | (1,657,124 | ) | 358,164 | 243,604 | 5,844,274 | |||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | (4,398,767 | ) | $ | (695,356 | ) | $ | 671,612 | $ | 2,264,908 | $ | 11,401,861 | ||||||||
1 Net of foreign capital gains (tax) and capital gain tax refund (if applicable) of: | — | — | — | — | $ | (7,825 | ) | |||||||||||||
2 Includes net increase (decrease) in accrued foreign capital gain taxes of: | — | — | — | — | $ | 19,958 | ||||||||||||||
See Notes to Financial Statements.
| 178 | WisdomTree Trust |
Statements of Operations (continued)
WisdomTree Trust
For the Year or Period Ended August 31, 2023
| WisdomTree Floating Rate Treasury Fund | WisdomTree Interest Rate Hedged High Yield Bond Fund | WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | WisdomTree Mortgage Plus Bond Fund | WisdomTree Voya Yield Enhanced USD Universal Bond Fund1 | ||||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||||
Interest | $ | 680,927,516 | $ | 9,956,122 | $ | 9,587,687 | $ | 563,178 | $ | 29,069,440 | ||||||||||
Payment-in-kind interest | — | — | — | 171,472 | — | |||||||||||||||
Securities lending income, net (Note 2) | 2,297 | 178,570 | 9,713 | — | — | |||||||||||||||
Less: Foreign withholding taxes on interest | — | — | — | — | (142 | ) | ||||||||||||||
Total investment income | 680,929,813 | 10,134,692 | 9,597,400 | 734,650 | 29,069,298 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 20,984,597 | 702,496 | 617,299 | 102,554 | 933,842 | |||||||||||||||
Service fees (Note 2) | 615,548 | 7,188 | 11,809 | 1,003 | 27,393 | |||||||||||||||
Total expenses | 21,600,145 | 709,684 | 629,108 | 103,557 | 961,235 | |||||||||||||||
Net investment income | 659,329,668 | 9,425,008 | 8,968,292 | 631,093 | 28,108,063 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||||||
Investment transactions | (7,776,598 | ) | (6,186,147 | ) | (16,997,727 | ) | (1,135,792 | ) | (5,654,177 | ) | ||||||||||
In-kind redemptions | 1,931,524 | (6,376,491 | ) | (5,275,857 | ) | — | (224,044 | ) | ||||||||||||
Futures contracts | — | 9,212,940 | 22,324,098 | (309,950 | ) | (2,025,824 | ) | |||||||||||||
Net realized gain (loss) | (5,845,074 | ) | (3,349,698 | ) | 50,514 | (1,445,742 | ) | (7,904,045 | ) | |||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||||||
Investment transactions | 12,928,652 | 9,818,447 | 9,189,390 | (172,828 | ) | (34,931,679 | ) | |||||||||||||
Futures contracts | — | (1,434,497 | ) | (2,138,843 | ) | 36,294 | 166,775 | |||||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | — | 7 | — | — | |||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation | 12,928,652 | 8,383,950 | 7,050,554 | (136,534 | ) | (34,764,904 | ) | |||||||||||||
Net realized and unrealized gain (loss) on investments | 7,083,578 | 5,034,252 | 7,101,068 | (1,582,276 | ) | (42,668,949 | ) | |||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | 666,413,246 | $ | 14,459,260 | $ | 16,069,360 | $ | (951,183 | ) | $ | (14,560,886 | ) | ||||||||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
See Notes to Financial Statements.
| WisdomTree Trust | 179 |
Statements of Operations (continued)
WisdomTree Trust
For the Year Ended August 31, 2023
| WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund | WisdomTree Alternative Income Fund | WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated) | WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | ||||||||||||||||
INVESTMENT INCOME: | ||||||||||||||||||||
Dividends | $ | — | $ | — | $ | 1,113,121 | $ | 92,651 | $ | 146,660 | ||||||||||
Interest | 31,587,949 | 2,322,383 | 317 | 11,286 | 13,045 | |||||||||||||||
Securities lending income, net (Note 2) | 17,127 | 128 | 31,487 | — | 1,207 | |||||||||||||||
Less: Foreign withholding taxes on interest | — | — | — | (25 | ) | (11,685 | ) | |||||||||||||
Total investment income | 31,605,076 | 2,322,511 | 1,144,925 | 103,912 | 149,227 | |||||||||||||||
EXPENSES: |
| |||||||||||||||||||
Advisory fees (Note 3) | 1,057,467 | 104,554 | 51,369 | 12,512 | 32,366 | |||||||||||||||
Service fees (Note 2) | 38,774 | 3,834 | 452 | 275 | 316 | |||||||||||||||
Total expenses | 1,096,241 | 108,388 | 51,821 | 12,787 | 32,682 | |||||||||||||||
Net investment income | 30,508,835 | 2,214,123 | 1,093,104 | 91,125 | 116,545 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||||||
Investment transactions | (42,335,138 | ) | (1,751,696 | ) | (1,132,759 | ) | (232,103 | ) | (513,974 | ) | ||||||||||
In-kind redemptions | (20,590,140 | ) | (2,150,132 | ) | 114,823 | — | 217,197 | |||||||||||||
Futures contracts | — | — | — | 310,897 | 466,702 | |||||||||||||||
Foreign currency contracts | — | — | — | — | (4,578 | ) | ||||||||||||||
Foreign currency related transactions | 4 | (1 | ) | — | (5 | ) | 2,686 | |||||||||||||
Net realized gain (loss) | (62,925,274 | ) | (3,901,829 | ) | (1,017,936 | ) | 78,789 | 168,033 | ||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||||||
Investment transactions | 23,878,689 | 2,755,756 | 463,891 | 1,282,008 | 1,678,210 | |||||||||||||||
Futures contracts | — | — | — | (125,343 | ) | (40,379 | ) | |||||||||||||
Foreign currency contracts | — | — | — | — | (66 | ) | ||||||||||||||
Translation of assets and liabilities denominated in foreign currencies | 12 | (1 | ) | — | — | 44 | ||||||||||||||
Net increase in unrealized appreciation/depreciation | 23,878,701 | 2,755,755 | 463,891 | 1,156,665 | 1,637,809 | |||||||||||||||
Net realized and unrealized gain (loss) on investments | (39,046,573 | ) | (1,146,074 | ) | (554,045 | ) | 1,235,454 | 1,805,842 | ||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | (8,537,738 | ) | $ | 1,068,049 | $ | 539,059 | $ | 1,326,579 | $ | 1,922,387 | |||||||||
See Notes to Financial Statements.
| 180 | WisdomTree Trust |
Statements of Operations (concluded)
WisdomTree Trust
For the Year Ended August 31, 2023
| WisdomTree Enhanced Commodity Strategy Fund (consolidated) | WisdomTree Managed Futures Strategy Fund (consolidated) | WisdomTree PutWrite Strategy Fund | WisdomTree Target Range Fund | |||||||||||||
INVESTMENT INCOME: | ||||||||||||||||
Dividends from affiliates (Note 3) | $ | 387,603 | $ | 273,033 | $ | 187,643 | $ | — | ||||||||
Interest | 6,361,335 | 4,797,759 | 3,739,812 | 1,831,825 | ||||||||||||
Total investment income | 6,748,938 | 5,070,792 | 3,927,455 | 1,831,825 | ||||||||||||
EXPENSES: |
| |||||||||||||||
Advisory fees (Note 3) | 1,087,143 | 892,425 | 423,474 | 410,149 | ||||||||||||
Service fees (Note 2) | 8,697 | 6,041 | 4,235 | 2,578 | ||||||||||||
Total expenses | 1,095,840 | 898,466 | 427,709 | 412,727 | ||||||||||||
Expense waivers (Note 3) | (13,379 | ) | (8,989 | ) | (6,329 | ) | — | |||||||||
Net expenses | 1,082,461 | 889,477 | 421,380 | 412,727 | ||||||||||||
Net investment income | 5,666,477 | 4,181,315 | 3,506,075 | 1,419,098 | ||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
| |||||||||||||||
Net realized gain (loss) from: | ||||||||||||||||
Investment transactions | (210,609 | ) | (17,983 | ) | (2,718,525 | ) | (6,576,926 | ) | ||||||||
Investment transactions in affiliates (Note 3) | 1,043 | 509 | (707 | ) | — | |||||||||||
Capital gain distributions from affiliates (Note 3) | 450 | 293 | 206 | — | ||||||||||||
Futures contracts | (28,001,766 | ) | 1,676,636 | — | — | |||||||||||
Written options | — | — | 2,614,177 | 559,533 | ||||||||||||
Foreign currency related transactions | — | 406,695 | — | — | ||||||||||||
Net realized gain (loss) | (28,210,882 | ) | 2,066,150 | (104,849 | ) | (6,017,393 | ) | |||||||||
Net increase (decrease) in unrealized appreciation/depreciation: | ||||||||||||||||
Investment transactions | 794,622 | 399,058 | 30,003 | 6,623,094 | ||||||||||||
Investment transactions in affiliates (Note 3) | 14,886 | 6,551 | 8,293 | — | ||||||||||||
Futures contracts | 13,069,906 | 1,978,272 | — | — | ||||||||||||
Written options | — | — | 6,207,292 | (161,328 | ) | |||||||||||
Translation of assets and liabilities denominated in foreign currencies | — | (324,853 | ) | — | — | |||||||||||
Net increase in unrealized appreciation/depreciation | 13,879,414 | 2,059,028 | 6,245,588 | 6,461,766 | ||||||||||||
Net realized and unrealized gain (loss) on investments | (14,331,468 | ) | 4,125,178 | 6,140,739 | 444,373 | |||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | $ | (8,664,991 | ) | $ | 8,306,493 | $ | 9,646,814 | $ | 1,863,471 | |||||||
See Notes to Financial Statements.
| WisdomTree Trust | 181 |
Statements of Changes in Net Assets
WisdomTree Trust
WisdomTree Bloomberg U.S. Dollar Bullish Fund | WisdomTree Chinese Yuan Strategy Fund | WisdomTree Emerging Currency Strategy Fund | ||||||||||||||||||||||
| For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income (loss) | $ | 11,218,296 | $ | 488,465 | $ | 961,768 | $ | (18,243 | ) | $ | 313,448 | $ | (25,194 | ) | ||||||||||
Net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions | (12,218,111 | ) | 22,252,692 | (1,858,707 | ) | (333,837 | ) | 675,222 | (1,196,994 | ) | ||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | (3,398,952 | ) | 6,630,908 | 201,583 | (656,130 | ) | (317,058 | ) | (64 | ) | ||||||||||||||
Net increase from payment by affiliate | — | 5,967 | — | — | — | — | ||||||||||||||||||
Net increase (decrease) in net assets resulting from operations | (4,398,767 | ) | 29,378,032 | (695,356 | ) | (1,008,210 | ) | 671,612 | (1,222,252 | ) | ||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (30,189,364 | ) | — | (230,769 | ) | (2,437,806 | ) | (67,060 | ) | — | ||||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 484,884,700 | 655,640,869 | 1,236,551 | 1,353,373 | — | 5,316,708 | ||||||||||||||||||
Cost of shares redeemed | (651,301,859 | ) | (430,604,669 | ) | (3,765,200 | ) | (13,424,593 | ) | — | (8,591,822 | ) | |||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (166,417,159 | ) | 225,036,200 | (2,528,649 | ) | (12,071,220 | ) | — | (3,275,114 | ) | ||||||||||||||
Net Increase (Decrease) in Net Assets | (201,005,290 | ) | 254,414,232 | (3,454,774 | ) | (15,517,236 | ) | 604,552 | (4,497,366 | ) | ||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of year | $ | 397,582,311 | $ | 143,168,079 | $ | 27,648,462 | $ | 43,165,698 | $ | 8,234,666 | $ | 12,732,032 | ||||||||||||
End of year | $ | 196,577,021 | $ | 397,582,311 | $ | 24,193,688 | $ | 27,648,462 | $ | 8,839,218 | $ | 8,234,666 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of year | 13,800,000 | 5,600,000 | 1,100,000 | 1,550,000 | 500,000 | 700,000 | ||||||||||||||||||
Shares created | 17,450,000 | 24,050,000 | 50,000 | 50,000 | — | 300,000 | ||||||||||||||||||
Shares redeemed | (23,950,000 | ) | (15,850,000 | ) | (150,000 | ) | (500,000 | ) | — | (500,000 | ) | |||||||||||||
Shares outstanding, end of year | 7,300,000 | 13,800,000 | 1,000,000 | 1,100,000 | 500,000 | 500,000 | ||||||||||||||||||
See Notes to Financial Statements.
| 182 | WisdomTree Trust |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
| WisdomTree Emerging Markets Corporate Bond Fund | WisdomTree Emerging Markets Local Debt Fund | WisdomTree Floating Rate Treasury Fund | ||||||||||||||||||||||
| For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended | For the Year Ended | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 2,021,304 | $ | 2,096,985 | $ | 5,557,587 | $ | 5,972,020 | $ | 659,329,668 | $ | 39,544,240 | ||||||||||||
Net realized loss on investments, futures contracts, foreign currency contracts and foreign currency related transactions | (4,548,889 | ) | (3,341,239 | ) | (5,407,599 | ) | (16,401,615 | ) | (5,845,074 | ) | (269,352 | ) | ||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | 4,792,493 | (9,048,954 | ) | 11,251,873 | (10,845,404 | ) | 12,928,652 | (7,264,999 | ) | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | 2,264,908 | (10,293,208 | ) | 11,401,861 | (21,274,999 | ) | 666,413,246 | 32,009,889 | ||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (2,011,150 | ) | (2,111,000 | ) | (2,924,159 | ) | (1,932,000 | ) | (659,971,821 | ) | (39,230,685 | ) | ||||||||||||
Tax return of capital | – | – | (1,992,841 | ) | (3,377,500 | ) | – | – | ||||||||||||||||
Total distributions to shareholders | (2,011,150 | ) | (2,111,000 | ) | (4,917,000 | ) | (5,309,500 | ) | (659,971,821 | ) | (39,230,685 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | – | 18,064,242 | 23,572,731 | – | 12,398,272,031 | 8,323,042,148 | ||||||||||||||||||
Cost of shares redeemed | (12,434,694 | ) | (6,283,915 | ) | (14,899,926 | ) | (20,655,386 | ) | (2,401,058,039 | ) | (1,350,033,412 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (12,434,694 | ) | 11,780,327 | 8,672,805 | (20,655,386 | ) | 9,997,213,992 | 6,973,008,736 | ||||||||||||||||
Net Increase (Decrease) in Net Assets | (12,180,936 | ) | (623,881 | ) | 15,157,666 | (47,239,885 | ) | 10,003,655,417 | 6,965,787,940 | |||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of year | $ | 52,655,046 | $ | 53,278,927 | $ | 87,543,654 | $ | 134,783,539 | $ | 8,052,243,053 | $ | 1,086,455,113 | ||||||||||||
End of year | $ | 40,474,110 | $ | 52,655,046 | $ | 102,701,320 | $ | 87,543,654 | $ | 18,055,898,470 | $ | 8,052,243,053 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of year | 850,000 | 700,000 | 3,400,000 | 4,150,000 | 160,267,500 | 21,637,500 | 1 | |||||||||||||||||
Shares created | – | 250,000 | 900,000 | – | 246,370,000 | 165,475,000 | 1 | |||||||||||||||||
Shares redeemed | (200,000 | ) | (100,000 | ) | (550,000 | ) | (750,000 | ) | (47,710,000 | ) | (26,845,000 | )1 | ||||||||||||
Shares outstanding, end of year | 650,000 | 850,000 | 3,750,000 | 3,400,000 | 358,927,500 | 160,267,500 | 1 | |||||||||||||||||
| 1 | Shares were adjusted to reflect a 1:2 reverse share split effective March 24, 2022. |
See Notes to Financial Statements.
| WisdomTree Trust | 183 |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Interest Rate Hedged High Yield Bond Fund | WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | WisdomTree Mortgage Plus Bond Fund | ||||||||||||||||||||||
| For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 9,425,008 | $ | 9,238,906 | $ | 8,968,292 | $ | 5,403,325 | $ | 631,093 | $ | 396,539 | ||||||||||||
Net realized gain (loss) on investments, futures contracts and foreign currency related transactions | (3,349,698 | ) | 11,693,307 | 50,514 | 23,627,891 | (1,445,742 | ) | (1,264,533 | ) | |||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, securities sold short and translation of assets and liabilities denominated in foreign currencies | 8,383,950 | (28,601,245 | ) | 7,050,554 | (30,747,073 | ) | (136,534 | ) | (2,883,171 | ) | ||||||||||||||
Net increase (decrease) in net assets resulting from operations | 14,459,260 | (7,669,032 | ) | 16,069,360 | (1,715,857 | ) | (951,183 | ) | (3,751,165 | ) | ||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (9,529,600 | ) | (8,977,500 | ) | (29,161,948 | ) | (5,628,375 | ) | (734,000 | ) | (544,800 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 37,619,564 | 114,007,335 | 28,309,732 | 206,436,694 | 4,315,436 | — | ||||||||||||||||||
Cost of shares redeemed | (74,410,287 | ) | (80,765,992 | ) | (180,755,502 | ) | (48,054,059 | ) | (13,396,567 | ) | — | |||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (36,790,723 | ) | 33,241,343 | (152,445,770 | ) | 158,382,635 | (9,081,131 | ) | — | |||||||||||||||
Net Increase (Decrease) in Net Assets | (31,861,063 | ) | 16,594,811 | (165,538,358 | ) | 151,038,403 | (10,766,314 | ) | (4,295,965 | ) | ||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of year | $ | 183,041,972 | $ | 166,447,161 | $ | 366,367,996 | $ | 215,329,593 | $ | 36,457,585 | $ | 40,753,550 | ||||||||||||
End of year | $ | 151,180,909 | $ | 183,041,972 | $ | 200,829,638 | $ | 366,367,996 | $ | 25,691,271 | $ | 36,457,585 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of year | 8,900,000 | 7,500,000 | 16,000,000 | 1 | 9,200,000 | 1 | 800,000 | 800,000 | ||||||||||||||||
Shares created | 1,800,000 | 5,200,000 | 1,250,000 | 1 | 8,900,000 | 1 | 100,000 | — | ||||||||||||||||
Shares redeemed | (3,600,000 | ) | (3,800,000 | ) | (8,200,000 | )1 | (2,100,000 | )1 | (300,000 | ) | — | |||||||||||||
Shares outstanding, end of year | 7,100,000 | 8,900,000 | 9,050,000 | 1 | 16,000,000 | 1 | 600,000 | 800,000 | ||||||||||||||||
| 1 | Shares were adjusted to reflect a 2:1 share split effective August 10, 2023. |
See Notes to Financial Statements.
| 184 | WisdomTree Trust |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Voya Yield Enhanced | WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | WisdomTree Yield Enhanced U.S. Short- Term Aggregate Bond Fund | ||||||||||||||||||
| For the Period February 7, 2023* through August 31, 2023 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | ||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||
Net investment income | $ | 28,108,063 | $ | 30,508,835 | $ | 20,553,179 | $ | 2,214,123 | $ | 1,393,491 | ||||||||||
Net realized loss on investments, futures contracts and foreign currency related transactions | (7,904,045 | ) | (62,925,274 | ) | (45,722,496 | ) | (3,901,829 | ) | (3,629,511 | ) | ||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, securities sold short and translation of assets and liabilities denominated in foreign currencies | (34,764,904 | ) | 23,878,701 | (126,975,089 | ) | 2,755,755 | (7,287,920 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from operations | (14,560,886 | ) | (8,537,738 | ) | (152,144,406 | ) | 1,068,049 | (9,523,940 | ) | |||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||
Distributable earnings | (26,966,060 | ) | (31,267,800 | ) | (22,805,004 | ) | (2,170,000 | ) | (1,584,566 | ) | ||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||
Net proceeds from sale of shares | 1,292,137,938 | 330,719,000 | 329,303,699 | 41,724,047 | — | |||||||||||||||
Cost of shares redeemed | (97,248,344 | ) | (342,770,762 | ) | (292,023,597 | ) | (37,322,440 | ) | (94,048,957 | ) | ||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 1,194,889,594 | (12,051,762 | ) | 37,280,102 | 4,401,607 | (94,048,957 | ) | |||||||||||||
Net Increase (Decrease) in Net Assets | 1,153,362,648 | (51,857,300 | ) | (137,669,308 | ) | 3,299,656 | (105,157,463 | ) | ||||||||||||
NET ASSETS: |
| |||||||||||||||||||
Beginning of period | $ | 100 | $ | 951,405,761 | $ | 1,089,075,069 | $ | 94,644,522 | $ | 199,801,985 | ||||||||||
End of period | $ | 1,153,362,748 | $ | 899,548,461 | $ | 951,405,761 | $ | 97,944,178 | $ | 94,644,522 | ||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||
Shares outstanding, beginning of period | 2 | 21,400,000 | 20,700,000 | 2,000,000 | 3,900,000 | |||||||||||||||
Shares created | 25,920,000 | 7,700,000 | 7,000,000 | 900,000 | — | |||||||||||||||
Shares redeemed | (1,960,002 | ) | (8,000,000 | ) | (6,300,000 | ) | (800,000 | ) | (1,900,000 | ) | ||||||||||
Shares outstanding, end of period | 23,960,000 | 21,100,000 | 21,400,000 | 2,100,000 | 2,000,000 | |||||||||||||||
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
See Notes to Financial Statements.
| WisdomTree Trust | 185 |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Alternative Income Fund | WisdomTree Efficient Gold Plus (consolidated) | WisdomTree Efficient Gold Plus (consolidated) | ||||||||||||||||||||||
| For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Period March 17, 2022* through August 31, 2022 | For the Year Ended August 31, 2023 | For the Period December 16, 2021* through August 31, 2022 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income | $ | 1,093,104 | $ | 585,019 | $ | 91,125 | $ | 13,866 | $ | 116,545 | $ | 64,276 | ||||||||||||
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | (1,017,936 | ) | (473,608 | ) | 78,789 | (307,822 | ) | 168,033 | (1,365,280 | ) | ||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | 463,891 | (1,389,017 | ) | 1,156,665 | (219,171 | ) | 1,637,809 | (2,826,339 | ) | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | 539,059 | (1,277,606 | ) | 1,326,579 | (513,127 | ) | 1,922,387 | (4,127,343 | ) | |||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (1,097,180 | ) | (651,729 | ) | (29,464 | ) | — | (108,732 | ) | — | ||||||||||||||
Tax return of capital | (214,620 | ) | (119,461 | ) | — | — | — | — | ||||||||||||||||
Total distributions to shareholders | (1,311,800 | ) | (771,190 | ) | (29,464 | ) | — | (108,732 | ) | — | ||||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 4,117,174 | 7,716,935 | 6,956,371 | 4,884,608 | 1,143,090 | 10,743,460 | ||||||||||||||||||
Cost of shares redeemed | (1,475,157 | ) | (5,789,854 | ) | — | (1,238,816 | ) | (2,492,429 | ) | (98 | ) | |||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 2,642,017 | 1,927,081 | 6,956,371 | 3,645,792 | (1,349,339 | ) | 10,743,362 | |||||||||||||||||
Net Increase (Decrease) in Net Assets | 1,869,276 | (121,715 | ) | 8,253,486 | 3,132,665 | 464,316 | 6,616,019 | |||||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of period | $ | 10,193,333 | $ | 10,315,048 | $ | 3,132,765 | $ | 100 | $ | 6,616,119 | $ | 100 | ||||||||||||
End of period | $ | 12,062,609 | $ | 10,193,333 | $ | 11,386,251 | $ | 3,132,765 | $ | 7,080,435 | $ | 6,616,119 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of period | 500,000 | 400,000 | 150,000 | 4 | 350,000 | 4 | ||||||||||||||||||
Shares created | 220,000 | 340,000 | 300,000 | 200,000 | 50,000 | 350,000 | ||||||||||||||||||
Shares redeemed | (80,000 | ) | (240,000 | ) | — | (50,004 | ) | (100,000 | ) | (4 | ) | |||||||||||||
Shares outstanding, end of period | 640,000 | 500,000 | 450,000 | 150,000 | 300,000 | 350,000 | ||||||||||||||||||
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
See Notes to Financial Statements.
| 186 | WisdomTree Trust |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Enhanced Commodity (consolidated) | WisdomTree Managed Futures (consolidated) | WisdomTree PutWrite Strategy Fund | ||||||||||||||||||||||
| For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | |||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income (loss) | $ | 5,666,477 | $ | (168,010 | ) | $ | 4,181,315 | $ | (351,745 | ) | $ | 3,506,075 | $ | 13,014 | ||||||||||
Net realized gain (loss) on investments, futures contracts, written options and foreign currency related transactions | (28,210,882 | ) | 45,843,429 | 2,066,150 | (4,444,734 | ) | (104,849 | ) | 735,644 | |||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, written options and translation of assets and liabilities denominated in foreign currencies | 13,879,414 | (25,008,506 | ) | 2,059,028 | (1,807,823 | ) | 6,245,588 | (5,807,868 | ) | |||||||||||||||
Net increase (decrease) in net assets resulting from operations | (8,664,991 | ) | 20,666,913 | 8,306,493 | (6,604,302 | ) | 9,646,814 | (5,059,210 | ) | |||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||||||||||||||||||
Distributable earnings | (47,895,505 | ) | (18,086,292 | ) | (6,642,066 | ) | (18,766,008 | ) | (3,506,281 | ) | — | |||||||||||||
Tax return of capital | — | — | — | — | (5,830,787 | ) | — | |||||||||||||||||
Total distributions to shareholders | (47,895,505 | ) | (18,086,292 | ) | (6,642,066 | ) | (18,766,008 | ) | (9,337,068 | ) | — | |||||||||||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||||||||||||||||||
Net proceeds from sale of shares | 42,637,612 | 177,602,284 | 45,812,785 | 64,523,255 | 15,779,740 | 53,761,022 | ||||||||||||||||||
Cost of shares redeemed | (116,063,950 | ) | (77,010,956 | ) | (33,930,890 | ) | (45,554,835 | ) | (21,614,436 | ) | (8,320,344 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (73,426,338 | ) | 100,591,328 | 11,881,895 | 18,968,420 | (5,834,696 | ) | 45,440,678 | ||||||||||||||||
Net Increase (Decrease) in Net Assets | (129,986,834 | ) | 103,171,949 | 13,546,322 | (6,401,890 | ) | (5,524,950 | ) | 40,381,468 | |||||||||||||||
NET ASSETS: |
| |||||||||||||||||||||||
Beginning of year | $ | 296,723,612 | $ | 193,551,663 | $ | 140,598,617 | $ | 147,000,507 | $ | 104,321,549 | $ | 63,940,081 | ||||||||||||
End of year | $ | 166,736,778 | $ | 296,723,612 | $ | 154,144,939 | $ | 140,598,617 | $ | 98,796,599 | $ | 104,321,549 | ||||||||||||
SHARES CREATED AND REDEEMED: |
| |||||||||||||||||||||||
Shares outstanding, beginning of year | 13,050,000 | 8,750,000 | 4,050,000 | 3,550,000 | 3,300,000 | 1,950,000 | ||||||||||||||||||
Shares created | 2,350,000 | 7,700,000 | 1,350,000 | 1,800,000 | 500,000 | 1,600,000 | ||||||||||||||||||
Shares redeemed | (6,150,000 | ) | (3,400,000 | ) | (1,000,000 | ) | (1,300,000 | ) | (700,000 | ) | (250,000 | ) | ||||||||||||
Shares outstanding, end of year | 9,250,000 | 13,050,000 | 4,400,000 | 4,050,000 | 3,100,000 | 3,300,000 | ||||||||||||||||||
See Notes to Financial Statements.
| WisdomTree Trust | 187 |
Statements of Changes in Net Assets (concluded)
WisdomTree Trust
| WisdomTree Target Range Fund | ||||||||
| For the Year Ended August 31, 2023 | For the Period October 7, 2021* through August 31, 2022 | |||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||
Net investment income (loss) | $ | 1,419,098 | $ | (13,638 | ) | |||
Net realized loss on investments and written options | (6,017,393 | ) | (566,816 | ) | ||||
Net increase (decrease) in unrealized appreciation/depreciation on investments and written options | 6,461,766 | (4,065,055 | ) | |||||
Net increase (decrease) in net assets resulting from operations | 1,863,471 | (4,645,509 | ) | |||||
DISTRIBUTIONS TO SHAREHOLDERS: |
| |||||||
Distributable earnings | (255,407 | ) | — | |||||
CAPITAL SHARE TRANSACTIONS: |
| |||||||
Net proceeds from sale of shares | 15,071,197 | 56,320,960 | ||||||
Cost of shares redeemed | (4,308,280 | ) | (100 | ) | ||||
Net increase in net assets resulting from capital share transactions | 10,762,917 | 56,320,860 | ||||||
Net Increase in Net Assets | 12,370,981 | 51,675,351 | ||||||
NET ASSETS: |
| |||||||
Beginning of period | $ | 51,675,451 | $ | 100 | ||||
End of period | $ | 64,046,432 | $ | 51,675,451 | ||||
SHARES CREATED AND REDEEMED: |
| |||||||
Shares outstanding, beginning of period | 2,350,000 | 4 | ||||||
Shares created | 700,000 | 2,350,000 | ||||||
Shares redeemed | (200,000 | ) | (4 | ) | ||||
Shares outstanding, end of period | 2,850,000 | 2,350,000 | ||||||
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
See Notes to Financial Statements.
| 188 | WisdomTree Trust |
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Bloomberg U.S. Dollar Bullish Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 28.81 | $ | 25.57 | $ | 26.23 | $ | 28.11 | $ | 26.73 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income (loss)1 | 0.96 | 0.06 | (0.12 | ) | 0.05 | 0.47 | ||||||||||||||
Net realized and unrealized gain (loss) | (0.80 | ) | 3.18 | (0.37 | ) | (1.11 | ) | 1.15 | ||||||||||||
Net increase from payment by affiliate | — | 0.00 | 2 | — | — | — | ||||||||||||||
Total from investment operations | 0.16 | 3.24 | (0.49 | ) | (1.06 | ) | 1.62 | |||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (0.28 | ) | — | (0.17 | ) | (0.82 | ) | (0.24 | ) | |||||||||||
Capital gains | (1.76 | ) | — | — | — | — | ||||||||||||||
Total dividends and distributions to shareholders | (2.04 | ) | — | (0.17 | ) | (0.82 | ) | (0.24 | ) | |||||||||||
Net asset value, end of year | $ | 26.93 | $ | 28.81 | $ | 25.57 | $ | 26.23 | $ | 28.11 | ||||||||||
TOTAL RETURN3 | 0.71 | % | 12.67 | %4 | (1.85 | )% | (3.87 | )% | 6.09 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 196,577 | $ | 397,582 | $ | 143,168 | $ | 83,951 | $ | 44,974 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses5,6 | 0.50 | % | 0.50 | % | 0.50 | % | 0.50 | % | 0.50 | % | ||||||||||
Net investment income (loss)6 | 3.52 | % | 0.21 | % | (0.45 | )% | 0.19 | % | 1.71 | % | ||||||||||
Portfolio turnover rate7,8 | 78 | % | 156 | % | 55 | % | 266 | % | 23 | % | ||||||||||
| WisdomTree Chinese Yuan Strategy Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 25.13 | $ | 27.85 | $ | 25.80 | $ | 24.80 | $ | 25.49 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income (loss)1 | 0.92 | (0.01 | ) | (0.11 | ) | 0.15 | 0.47 | |||||||||||||
Net realized and unrealized gain (loss) | (1.65 | ) | (0.97 | ) | 2.27 | 1.36 | (0.87 | ) | ||||||||||||
Total from investment operations | (0.73 | ) | (0.98 | ) | 2.16 | 1.51 | (0.40 | ) | ||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (0.21 | ) | — | (0.11 | ) | (0.51 | ) | (0.29 | ) | |||||||||||
Capital gains | — | (1.74 | ) | — | — | — | ||||||||||||||
Total dividends and distributions to shareholders | (0.21 | ) | (1.74 | ) | (0.11 | ) | (0.51 | ) | (0.29 | ) | ||||||||||
Net asset value, end of year | $ | 24.19 | $ | 25.13 | $ | 27.85 | $ | 25.80 | $ | 24.80 | ||||||||||
TOTAL RETURN3 | (2.93 | )% | (3.88 | )% | 8.39 | % | 6.16 | % | (1.59 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 24,194 | $ | 27,648 | $ | 43,166 | $ | 24,507 | $ | 26,044 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses5,6 | 0.45 | % | 0.45 | % | 0.45 | % | 0.45 | % | 0.45 | % | ||||||||||
Net investment income (loss)6 | 3.70 | % | (0.05 | )% | (0.41 | )% | 0.60 | % | 1.82 | % | ||||||||||
Portfolio turnover rate7 | 0 | % | 0 | % | 25 | %8 | 0 | % | 0 | % | ||||||||||
| 1 | Based on average shares outstanding. |
| 2 | Amount represents less than $0.005. |
| 3 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
| 4 | Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been unchanged. |
| 5 | The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged. |
| 6 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
| 7 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
| 8 | During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period). |
See Notes to Financial Statements.
| WisdomTree Trust | 189 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Emerging Currency Strategy Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 16.47 | $ | 18.19 | $ | 17.55 | $ | 18.19 | $ | 17.97 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income (loss)1 | 0.63 | (0.04 | ) | (0.09 | ) | 0.12 | 0.31 | |||||||||||||
Net realized and unrealized gain (loss) | 0.71 | (1.68 | ) | 0.85 | (0.41 | ) | 0.25 | |||||||||||||
Total from investment operations | 1.34 | (1.72 | ) | 0.76 | (0.29 | ) | 0.56 | |||||||||||||
Dividends to shareholders: | ||||||||||||||||||||
Net investment income | (0.13 | ) | — | (0.12 | ) | (0.35 | ) | (0.34 | ) | |||||||||||
Net asset value, end of year | $ | 17.68 | $ | 16.47 | $ | 18.19 | $ | 17.55 | $ | 18.19 | ||||||||||
TOTAL RETURN2 | 8.20 | % | (9.46 | )% | 4.31 | % | (1.68 | )% | 3.12 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 8,839 | $ | 8,235 | $ | 12,732 | $ | 10,532 | $ | 20,009 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses3,4 | 0.55 | % | 0.55 | % | 0.55 | % | 0.55 | % | 0.55 | % | ||||||||||
Net investment income (loss)4 | 3.67 | % | (0.21 | )% | (0.51 | )% | 0.65 | % | 1.68 | % | ||||||||||
Portfolio turnover rate5 | 0 | % | 36 | %6 | 26 | %6 | 0 | % | 0 | % | ||||||||||
WisdomTree Emerging Markets | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 61.95 | $ | 76.11 | $ | 74.14 | $ | 72.72 | $ | 68.58 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 2.74 | 2.53 | 2.63 | 2.99 | 3.00 | |||||||||||||||
Net realized and unrealized gain (loss) | 0.33 | (14.16 | ) | 1.94 | 1.47 | 7 | 4.17 | |||||||||||||
Total from investment operations | 3.07 | (11.63 | ) | 4.57 | 4.46 | 7.17 | ||||||||||||||
Dividends to shareholders: | ||||||||||||||||||||
Net investment income | (2.75 | ) | (2.53 | ) | (2.60 | ) | (3.04 | ) | (3.03 | ) | ||||||||||
Net asset value, end of year | $ | 62.27 | $ | 61.95 | $ | 76.11 | $ | 74.14 | $ | 72.72 | ||||||||||
TOTAL RETURN2 | 5.11 | % | (15.52 | )% | 6.26 | % | 6.37 | % | 10.69 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 40,474 | $ | 52,655 | $ | 53,279 | $ | 29,655 | $ | 36,362 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses | 0.60 | % | 0.60 | % | 0.60 | % | 0.60 | % | 0.60 | % | ||||||||||
Net investment income | 4.45 | % | 3.70 | % | 3.48 | % | 4.13 | % | 4.26 | % | ||||||||||
Portfolio turnover rate5 | 142 | % | 36 | % | 56 | % | 43 | % | 54 | % | ||||||||||
| 1 | Based on average shares outstanding. |
| 2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. For the periods in which the investment advisor waived advisory fees for the WisdomTree Emerging Currency Strategy Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
| 3 | The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged. |
| 4 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
| 5 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
| 6 | During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period). |
| 7 | The amount of net realized and unrealized gain per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year. |
See Notes to Financial Statements.
| 190 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Emerging Markets Local Debt Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 25.75 | $ | 32.48 | $ | 32.70 | $ | 34.35 | $ | 32.47 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 1.50 | 1.57 | 1.64 | 1.83 | 1.96 | |||||||||||||||
Net realized and unrealized gain (loss) | 1.46 | (6.89 | ) | (0.33 | ) | (1.76 | )2 | 1.72 | ||||||||||||
Total from investment operations | 2.96 | (5.32 | ) | 1.31 | 0.07 | 3.68 | ||||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (0.79 | ) | (0.48 | ) | (0.52 | ) | (0.60 | ) | (0.82 | ) | ||||||||||
Tax return of capital | (0.53 | ) | (0.93 | ) | (1.01 | ) | (1.12 | ) | (0.98 | ) | ||||||||||
Total dividends and distributions to shareholders | (1.32 | ) | (1.41 | ) | (1.53 | ) | (1.72 | ) | (1.80 | ) | ||||||||||
Net asset value, end of year | $ | 27.39 | $ | 25.75 | $ | 32.48 | $ | 32.70 | $ | 34.35 | ||||||||||
TOTAL RETURN3 | 11.83 | % | (16.69 | )% | 4.06 | % | 0.20 | % | 11.54 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 102,701 | $ | 87,544 | $ | 134,784 | $ | 127,519 | $ | 195,783 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses | 0.55 | % | 0.55 | % | 0.55 | % | 0.55 | % | 0.55 | % | ||||||||||
Net investment income | 5.68 | % | 5.47 | % | 4.97 | % | 5.42 | % | 5.77 | % | ||||||||||
Portfolio turnover rate4 | 21 | % | 31 | % | 31 | % | 29 | % | 27 | % | ||||||||||
| WisdomTree Floating Rate Treasury Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022* | For the Year Ended August 31, 2021* | For the Year Ended August 31, 2020* | For the Year Ended August 31, 2019* | |||||||||||||||
Net asset value, beginning of year | $ | 50.24 | $ | 50.21 | $ | 50.23 | $ | 50.11 | $ | 50.15 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income (loss)1 | 2.37 | 0.56 | (0.01 | ) | 0.48 | 1.12 | ||||||||||||||
Net realized and unrealized gain (loss) | (0.04 | )2 | (0.24 | ) | 0.01 | 0.13 | (0.10 | ) | ||||||||||||
Total from investment operations | 2.33 | 0.32 | 0.00 | 5 | 0.61 | 1.02 | ||||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (2.26 | ) | (0.29 | ) | (0.01 | ) | (0.49 | ) | (1.06 | ) | ||||||||||
Capital gains | (0.00 | )5 | (0.00 | )5 | (0.01 | ) | — | — | ||||||||||||
Total dividends and distributions to shareholders | (2.26 | ) | (0.29 | ) | (0.02 | ) | (0.49 | ) | (1.06 | ) | ||||||||||
Net asset value, end of year | $ | 50.31 | $ | 50.24 | $ | 50.21 | $ | 50.23 | $ | 50.11 | ||||||||||
TOTAL RETURN3 | 4.75 | % | 0.63 | % | 0.00 | %6 | 1.26 | % | 2.06 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 18,055,898 | $ | 8,052,243 | $ | 1,086,455 | $ | 1,491,940 | $ | 1,652,361 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses | 0.15 | % | 0.15 | % | 0.15 | % | 0.15 | % | 0.15 | % | ||||||||||
Net investment income (loss) | 4.71 | % | 1.12 | % | (0.02 | )% | 0.95 | % | 2.22 | % | ||||||||||
Portfolio turnover rate4 | 167 | % | 170 | % | 147 | % | 163 | % | 170 | % | ||||||||||
| * | Per share amounts were adjusted to reflect a 1:2 reverse share split effective March 24, 2022. |
| 1 | Based on average shares outstanding. |
| 2 | The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year. |
| 3 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. |
| 4 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
| 5 | Amount represents less than $0.005. |
| 6 | Amount represents less than 0.005%. |
See Notes to Financial Statements.
| WisdomTree Trust | 191 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Interest Rate Hedged High Yield | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 20.57 | $ | 22.19 | $ | 21.40 | $ | 23.13 | $ | 24.07 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 1.20 | 0.98 | 0.96 | 1.20 | 1.30 | |||||||||||||||
Net realized and unrealized gain (loss) | 0.74 | (1.65 | )2 | 0.78 | (1.73 | ) | (0.91 | ) | ||||||||||||
Net increase from payment by affiliate | — | — | 0.01 | — | — | |||||||||||||||
Total from investment operations | 1.94 | (0.67 | ) | 1.75 | (0.53 | ) | 0.39 | |||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (1.22 | ) | (0.95 | ) | (0.96 | ) | (1.20 | ) | (1.30 | ) | ||||||||||
Capital gains | — | — | — | — | (0.03 | ) | ||||||||||||||
Total dividends and distributions to shareholders | (1.22 | ) | (0.95 | ) | (0.96 | ) | (1.20 | ) | (1.33 | ) | ||||||||||
Net asset value, end of year | $ | 21.29 | $ | 20.57 | $ | 22.19 | $ | 21.40 | $ | 23.13 | ||||||||||
TOTAL RETURN3 | 9.74 | % | (3.11 | )% | 8.33 | %4 | (2.26 | )% | 1.68 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 151,181 | $ | 183,042 | $ | 166,447 | $ | 128,377 | $ | 247,466 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses | 0.43 | % | 0.43 | % | 0.43 | % | 0.43 | % | 0.43 | % | ||||||||||
Net investment income | 5.77 | % | 4.53 | % | 4.40 | % | 5.43 | % | 5.52 | % | ||||||||||
Portfolio turnover rate5 | 21 | % | 23 | % | 40 | % | 101 | %6,7 | 61 | % | ||||||||||
| WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | For the Year Ended August 31, 20238 | For the Year Ended August 31, 20228 | For the Year Ended August 31, 20218 | For the Year Ended August 31, 20208 | For the Year Ended August 31, 20198 | |||||||||||||||
Net asset value, beginning of year | $ | 22.90 | $ | 23.41 | $ | 23.52 | $ | 23.85 | $ | 23.91 | ||||||||||
Investment operations: | ||||||||||||||||||||
Net investment income1 | 0.74 | 0.42 | 0.35 | 0.56 | 0.68 | |||||||||||||||
Net realized and unrealized gain (loss) | 0.63 | (0.51 | )2 | (0.03 | ) | (0.30 | ) | (0.05 | ) | |||||||||||
Total from investment operations | 1.37 | (0.09 | ) | 0.32 | 0.26 | 0.63 | ||||||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||||||
Net investment income | (0.77 | ) | (0.42 | ) | (0.43 | ) | (0.59 | ) | (0.69 | ) | ||||||||||
Capital gains | (1.31 | ) | — | — | — | — | ||||||||||||||
Total dividends and distributions to shareholders | (2.08 | ) | (0.42 | ) | (0.43 | ) | (0.59 | ) | (0.69 | ) | ||||||||||
Net asset value, end of year | $ | 22.19 | $ | 22.90 | $ | 23.41 | $ | 23.52 | $ | 23.85 | ||||||||||
TOTAL RETURN3 | 6.35 | % | (0.39 | )% | 1.34 | % | 1.08 | % | 2.69 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 200,830 | $ | 366,368 | $ | 215,330 | $ | 94,088 | $ | 76,337 | ||||||||||
Ratios to average net assets of: | ||||||||||||||||||||
Expenses | 0.23 | % | 0.23 | % | 0.23 | % | 0.23 | % | 0.23 | % | ||||||||||
Net investment income | 3.34 | % | 1.79 | % | 1.47 | % | 2.36 | % | 2.86 | % | ||||||||||
Portfolio turnover rate5 | 171 | % | 131 | % | 81 | % | 70 | % | 39 | % | ||||||||||
Portfolio turnover rate excluding TBA roll transactions5 | 132 | % | 42 | % | 23 | % | 33 | % | 12 | % | ||||||||||
| 1 | Based on average shares outstanding. |
| 2 | The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year. |
| 3 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. |
| 4 | Includes a voluntary reimbursement from the sub-advisor for an operational error that resulted in investment transaction losses. Excluding the voluntary reimbursement, total return would have been 0.05% lower. |
| 5 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
| 6 | The increase in the portfolio turnover rate was primarily a result of the change in investment objective and strategy on June 1, 2020. |
| 7 | On June 4, 2020, Voya Investment Management Co., LLC replaced Mellon Investments Corporation as sub-advisor to the Fund. |
| 8 | Per share amounts were adjusted to reflect a 2:1 share split effective August 10, 2023 (Note 9). |
See Notes to Financial Statements.
| 192 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Mortgage Plus Bond Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Period November 14, 2019* through August 31, 2020 | ||||||||||||
Net asset value, beginning of period | $ | 45.57 | $ | 50.94 | $ | 51.64 | $ | 50.26 | ||||||||
Investment operations: | ||||||||||||||||
Net investment income1 | 1.21 | 0.50 | 0.45 | 0.66 | ||||||||||||
Net realized and unrealized gain (loss) | (2.51 | ) | (5.19 | ) | 0.06 | 1.55 | ||||||||||
Total from investment operations | (1.30 | ) | (4.69 | ) | 0.51 | 2.21 | ||||||||||
Dividends and distributions to shareholders: | ||||||||||||||||
Net investment income | (1.45 | ) | (0.68 | ) | (0.88 | ) | (0.83 | ) | ||||||||
Capital gains | — | — | (0.32 | ) | — | |||||||||||
Tax return of capital | — | — | (0.01 | ) | — | |||||||||||
Total dividends and distributions to shareholders | (1.45 | ) | (0.68 | ) | (1.21 | ) | (0.83 | ) | ||||||||
Net asset value, end of period | $ | 42.82 | $ | 45.57 | $ | 50.94 | $ | 51.64 | ||||||||
TOTAL RETURN2 | (2.87 | )% | (9.27 | )% | 0.99 | % | 4.45 | % | ||||||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 25,691 | $ | 36,458 | $ | 40,754 | $ | 30,986 | ||||||||
Ratios to average net assets of: | ||||||||||||||||
Expenses | 0.45 | % | 0.45 | % | 0.45 | % | 0.45 | %3 | ||||||||
Net investment income | 2.77 | % | 1.02 | % | 0.88 | % | 1.64 | %3 | ||||||||
Portfolio turnover rate4 | 93 | % | 373 | % | 430 | % | 278 | % | ||||||||
Portfolio turnover rate excluding TBA roll transactions4 | 41 | % | 19 | % | 47 | % | 70 | % | ||||||||
| WisdomTree Voya Yield Enhanced USD Universal Bond Fund | For the Period February 7, 2023* through August 31, 2023 | |||
Net asset value, beginning of period | $ | 49.64 | ||
Investment operations: | ||||
Net investment income1 | 1.24 | |||
Net realized and unrealized loss | (1.54 | ) | ||
Total from investment operations | (0.30 | ) | ||
Dividends to shareholders: | ||||
Net investment income | (1.20 | ) | ||
Net asset value, end of period | $ | 48.14 | ||
TOTAL RETURN2 | (0.61 | )% | ||
RATIOS/SUPPLEMENTAL DATA: | ||||
Net assets, end of period (000’s omitted) | $ | 1,153,363 | ||
Ratios to average net assets of: | ||||
Expenses | 0.15 | %3 | ||
Net investment income | 4.51 | %3 | ||
Portfolio turnover rate4 | 57 | % | ||
Portfolio turnover rate excluding TBA roll transactions4 | 53 | % | ||
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
| 1 | Based on average shares outstanding. |
| 2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. |
| 3 | Annualized. |
| 4 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
| WisdomTree Trust | 193 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 44.46 | $ | 52.61 | $ | 53.93 | $ | 52.71 | $ | 48.68 | ||||||||||
Investment operations: |
| |||||||||||||||||||
Net investment income1 | 1.49 | 0.96 | 0.85 | 1.28 | 1.61 | |||||||||||||||
Net realized and unrealized gain (loss) | (1.80 | ) | (8.05 | ) | (0.76 | ) | 1.38 | 4.05 | ||||||||||||
Total from investment operations | (0.31 | ) | (7.09 | ) | 0.09 | 2 | 2.66 | 5.66 | ||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||
Net investment income | (1.52 | ) | (1.04 | ) | (1.14 | ) | (1.44 | ) | (1.63 | ) | ||||||||||
Capital gains | — | (0.02 | ) | (0.27 | ) | — | — | |||||||||||||
Total dividends and distributions to shareholders | (1.52 | ) | (1.06 | ) | (1.41 | ) | (1.44 | ) | (1.63 | ) | ||||||||||
Net asset value, end of year | $ | 42.63 | $ | 44.46 | $ | 52.61 | $ | 53.93 | $ | 52.71 | ||||||||||
TOTAL RETURN3 | (0.66 | )% | (13.62 | )% | 0.18 | % | 5.14 | % | 11.92 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 899,548 | $ | 951,406 | $ | 1,089,075 | $ | 1,315,856 | $ | 880,193 | ||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||
Expenses, net of expense waivers | 0.12 | % | 0.12 | % | 0.12 | %4 | 0.12 | % | 0.12 | % | ||||||||||
Expenses, prior to expense waivers | 0.12 | % | 0.12 | % | 0.15 | % | 0.20 | % | 0.20 | % | ||||||||||
Net investment income | 3.46 | % | 1.97 | % | 1.61 | % | 2.43 | % | 3.25 | % | ||||||||||
Portfolio turnover rate5 | 117 | % | 293 | % | 148 | % | 88 | % | 54 | % | ||||||||||
Portfolio turnover rate excluding TBA roll transactions5 | 50 | % | 40 | % | 41 | % | 65 | % | 44 | % | ||||||||||
| WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 47.32 | $ | 51.23 | $ | 51.60 | $ | 50.58 | $ | 48.88 | ||||||||||
Investment operations: |
| |||||||||||||||||||
Net investment income1 | 1.19 | 0.49 | 0.50 | 1.19 | 1.40 | |||||||||||||||
Net realized and unrealized gain (loss) | (0.74 | ) | (3.81 | ) | (0.14 | ) | 1.05 | 1.69 | ||||||||||||
Total from investment operations | 0.45 | (3.32 | ) | 0.36 | 2.24 | 3.09 | ||||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||
Net investment income | (1.13 | ) | (0.53 | ) | (0.51 | ) | (1.22 | ) | (1.39 | ) | ||||||||||
Capital gains | — | (0.06 | ) | (0.22 | ) | — | — | |||||||||||||
Total dividends and distributions to shareholders | (1.13 | ) | (0.59 | ) | (0.73 | ) | (1.22 | ) | (1.39 | ) | ||||||||||
Net asset value, end of year | $ | 46.64 | $ | 47.32 | $ | 51.23 | $ | 51.60 | $ | 50.58 | ||||||||||
TOTAL RETURN3 | 0.96 | % | (6.52 | )% | 0.69 | % | 4.51 | % | 6.43 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 97,944 | $ | 94,645 | $ | 199,802 | $ | 113,529 | $ | 91,052 | ||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||
Expenses, net of expense waivers | 0.12 | % | 0.12 | % | 0.12 | %4 | 0.12 | % | 0.12 | % | ||||||||||
Expenses, prior to expense waivers | 0.12 | % | 0.12 | % | 0.15 | % | 0.20 | % | 0.20 | % | ||||||||||
Net investment income | 2.54 | % | 1.00 | % | 0.97 | % | 2.34 | % | 2.83 | % | ||||||||||
Portfolio turnover rate5 | 124 | % | 193 | % | 224 | % | 106 | % | 49 | % | ||||||||||
Portfolio turnover rate excluding TBA roll transactions5 | 19 | % | 21 | % | 49 | % | 46 | % | 24 | % | ||||||||||
| 1 | Based on average shares outstanding. |
| 2 | The total from investment operations per share does not correspond with the amount reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year. |
| 3 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
| 4 | The investment advisor had contractually agreed to limit the advisory fee to 0.12% through December 31, 2020. On December 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.12%. |
| 5 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
| 194 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Alternative Income Fund | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Period May 6, 2021* through August 31, 2021 | |||||||||
Net asset value, beginning of period | $ | 20.39 | $ | 25.79 | $ | 24.96 | ||||||
Investment operations: |
| |||||||||||
Net investment income1 | 1.94 | 1.49 | 0.43 | |||||||||
Net realized and unrealized gain (loss) | (1.15 | ) | (4.82 | ) | 0.40 | |||||||
Total from investment operations | 0.79 | (3.33 | ) | 0.83 | ||||||||
Dividends and distributions to shareholders: |
| |||||||||||
Net investment income | (1.97 | ) | (1.66 | ) | — | |||||||
Capital gains | — | (0.01 | ) | — | ||||||||
Tax return of capital | (0.36 | ) | (0.40 | ) | — | |||||||
Total dividends and distributions to shareholders | (2.33 | ) | (2.07 | ) | — | |||||||
Net asset value, end of period | $ | 18.85 | $ | 20.39 | $ | 25.79 | ||||||
TOTAL RETURN2 | 5.28 | % | (13.50 | )% | 3.33 | % | ||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||
Net assets, end of period (000’s omitted) | $ | 12,063 | $ | 10,193 | $ | 10,315 | ||||||
Ratios to average net assets of: |
| |||||||||||
Expenses | 0.50 | % | 0.50 | % | 0.50 | %3 | ||||||
Net investment income | 10.64 | % | 6.35 | % | 5.39 | %3 | ||||||
Portfolio turnover rate4 | 33 | % | 52 | % | 2 | % | ||||||
| WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated) | For the Year Ended August 31, 2023 | For the Period March 17, 2022* through August 31, 2022 | ||||||
Net asset value, beginning of period | $ | 20.89 | $ | 25.31 | ||||
Investment operations: |
| |||||||
Net investment income1 | 0.34 | 0.13 | ||||||
Net realized and unrealized gain (loss) | 4.24 | (4.55 | ) | |||||
Total from investment operations | 4.58 | (4.42 | ) | |||||
Dividends to shareholders: |
| |||||||
Net investment income | (0.17 | ) | — | |||||
Net asset value, end of period | $ | 25.30 | $ | 20.89 | ||||
TOTAL RETURN2 | 22.14 | % | (17.46 | )% | ||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||
Net assets, end of period (000’s omitted) | $ | 11,386 | $ | 3,133 | ||||
Ratios to average net assets of: |
| |||||||
Expenses | 0.20 | % | 0.20 | %3 | ||||
Net investment income | 1.46 | % | 1.26 | %3 | ||||
Portfolio turnover rate4 | 20 | % | 12 | % | ||||
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
| 1 | Based on average shares outstanding. |
| 2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. |
| 3 | Annualized. |
| 4 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
| WisdomTree Trust | 195 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | For the Year Ended August 31, 2023 | For the Period December 16, 2021* August 31, 2022 | ||||||
Net asset value, beginning of period | $ | 18.90 | $ | 24.49 | ||||
Investment operations: |
| |||||||
Net investment income1 | 0.38 | 0.26 | ||||||
Net realized and unrealized gain (loss) | 4.65 | (5.85 | ) | |||||
Total from investment operations | 5.03 | (5.59 | ) | |||||
Dividends to shareholders: |
| |||||||
Net investment income | (0.33 | ) | — | |||||
Net asset value, end of period | $ | 23.60 | $ | 18.90 | ||||
TOTAL RETURN2 | 26.95 | % | (22.83 | )% | ||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||
Net assets, end of period (000’s omitted) | $ | 7,080 | $ | 6,616 | ||||
Ratios to average net assets of: |
| |||||||
Expenses | 0.45 | % | 0.45 | %3 | ||||
Net investment income | 1.62 | % | 1.40 | %3 | ||||
Portfolio turnover rate4 | 16 | % | 27 | % | ||||
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
| 1 | Based on average shares outstanding. |
| 2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. |
| 3 | Annualized. |
| 4 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
| 196 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| Post-Reorganization | Pre-Reorganization | |||||||||||||||||||||||||||
| WisdomTree Enhanced Commodity Strategy Fund (consolidated)^ | For the Year Ended August 31,2023 | For the Year Ended August 31,2022 | For the Period | For the Period January 1, 2020 through December 18, 2020 | For the Year Ended December 31, 2019 | For the Year Ended December 31, 2018 | ||||||||||||||||||||||
Net asset value, beginning of period | $ | 22.74 | $ | 22.12 | $ | 18.74 | $ | 18.80 | $ | 17.50 | $ | 19.25 | ||||||||||||||||
Investment operations: |
| |||||||||||||||||||||||||||
Net investment income (loss)1 | 0.53 | (0.01 | ) | (0.08 | ) | (0.03 | ) | 0.23 | 0.18 | |||||||||||||||||||
Net realized and unrealized gain (loss) | (1.14 | ) | 2.66 | 3.46 | (0.03 | ) | 1.07 | (1.93 | ) | |||||||||||||||||||
Net increase from payment by affiliate | — | — | 0.00 | 2 | 0.00 | 2 | — | — | ||||||||||||||||||||
Total from investment operations | (0.61 | ) | 2.65 | 3.38 | (0.06 | ) | 1.30 | (1.75 | ) | |||||||||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||||||||||
Net investment income | (4.10 | ) | (2.03 | ) | — | — | — | — | ||||||||||||||||||||
Capital gains | — | (0.00 | )2 | — | — | — | — | |||||||||||||||||||||
Total dividends and distributions to shareholders | (4.10 | ) | (2.03 | ) | — | — | — | — | ||||||||||||||||||||
Net asset value, end of period | $ | 18.03 | $ | 22.74 | $ | 22.12 | $ | 18.74 | $ | 18.80 | $ | 17.50 | ||||||||||||||||
TOTAL RETURN3 | (2.56 | )% | 12.81 | % | 18.04 | %4 | (0.32 | )%4 | 7.43 | % | (9.09 | )% | ||||||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||||||||||
Net assets, end of period (000’s omitted) | $ | 166,737 | $ | 296,724 | $ | 193,552 | $ | 99,333 | $ | 127,836 | $ | 154,855 | ||||||||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||||||||||
Expenses, net of expense waivers | 0.55 | %5 | 0.55 | %5 | 0.55 | %5,6 | 0.75 | %6 | 0.75 | % | 0.75 | % | ||||||||||||||||
Expenses, prior to expense waivers | 0.55 | %5 | 0.55 | %5 | 0.55 | %5,6 | 0.85 | %6 | 0.85 | % | 0.85 | % | ||||||||||||||||
Net investment income (loss) | 2.87 | %5 | (0.06 | )%5 | (0.52 | )%5,6 | (0.18 | )%6 | 1.30 | % | 0.94 | % | ||||||||||||||||
Portfolio turnover rate7 | 0 | % | 47 | %8 | 22 | %8 | 0 | % | 0 | % | 0 | % | ||||||||||||||||
| ^ | After the close of business on December 18, 2020, the WisdomTree Continuous Commodity Index Fund (the “Predecessor Fund”), a commodity pool that was not registered under the Investment Company Act of 1940, as amended (“1940 Act”), was reorganized into the WisdomTree Enhanced Commodity Strategy Fund (the “Successor Fund”), an investment company registered under the 1940 Act. The Successor Fund adopted the financial information for the Predecessor Fund. Accordingly, information presented prior to the close of business on December 18, 2020 is that of the Predecessor Fund prior to the reorganization into a regulated investment company under the 1940 Act. |
| 1 | Based on average shares outstanding. |
| 2 | Amount represents less than $0.005. |
| 3 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor (or the Managing Owner, with respect to the Predecessor Fund) waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
| 4 | Includes a voluntary reimbursement from the advisor for brokerage commissions incurred in connection with the Reorganization. Excluding this reimbursement, total return would have been unchanged. |
| 5 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
| 6 | Annualized. |
| 7 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
| 8 | During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period). |
See Notes to Financial Statements.
| WisdomTree Trust | 197 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Managed Futures Strategy Fund (consolidated) | For the Year Ended August 31, 2023 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 34.72 | $ | 41.41 | $ | 35.31 | $ | 39.08 | $ | 40.57 | ||||||||||
Investment operations: |
| |||||||||||||||||||
Net investment income (loss)1 | 1.02 | (0.09 | ) | (0.23 | ) | 0.17 | 0.55 | |||||||||||||
Net realized and unrealized gain (loss) | 0.96 | (1.39 | ) | 6.50 | (3.34 | ) | (0.65 | ) | ||||||||||||
Net increase from payment by affiliate | — | — | 0.00 | 2 | — | — | ||||||||||||||
Total from investment operations | 1.98 | (1.48 | ) | 6.27 | (3.17 | ) | (0.10 | ) | ||||||||||||
Dividends to shareholders: |
| |||||||||||||||||||
Net investment income | (1.67 | ) | (5.21 | ) | (0.17 | ) | (0.60 | ) | (1.39 | ) | ||||||||||
Net asset value, end of year | $ | 35.03 | $ | 34.72 | $ | 41.41 | $ | 35.31 | $ | 39.08 | ||||||||||
TOTAL RETURN3 | 6.00 | % | (3.91 | )% | 17.83 | %4 | (8.17 | )% | (0.22 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 154,145 | $ | 140,599 | $ | 147,001 | $ | 112,993 | $ | 216,875 | ||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||
Expenses, net of expense waivers | 0.65 | %5 | 0.65 | %5 | 0.65 | %5,6 | 0.65 | %5 | 0.65 | % | ||||||||||
Expenses, prior to expense waivers | 0.65 | %5 | 0.65 | %5 | 0.68 | %5 | 0.75 | %5 | 0.75 | % | ||||||||||
Net investment income (loss) | 3.05 | %5 | (0.24 | )%5 | (0.60 | )%5 | 0.46 | %5 | 1.40 | % | ||||||||||
Portfolio turnover rate7 | 16 | %8 | 7 | %8 | 25 | %8 | 97 | %8 | 0 | % | ||||||||||
| WisdomTree PutWrite Strategy Fund | For the Year Ended August 31, 20239 | For the Year Ended August 31, 2022 | For the Year Ended August 31, 2021 | For the Year Ended August 31, 2020 | For the Year Ended August 31, 2019 | |||||||||||||||
Net asset value, beginning of year | $ | 31.61 | $ | 32.79 | $ | 26.64 | $ | 27.45 | $ | 30.57 | ||||||||||
Investment operations: |
| |||||||||||||||||||
Net investment income (loss)1 | 1.14 | 0.01 | (0.11 | ) | 0.24 | 0.49 | ||||||||||||||
Net realized and unrealized gain (loss) | 2.14 | (1.19 | )10 | 6.67 | (0.63 | )10 | (1.96 | ) | ||||||||||||
Total from investment operations | 3.28 | (1.18 | ) | 6.56 | (0.39 | ) | (1.47 | ) | ||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||
Net investment income | (1.09 | ) | — | (0.41 | ) | (0.42 | ) | (0.25 | ) | |||||||||||
Capital gains | — | — | — | — | (1.40 | ) | ||||||||||||||
Tax return of capital | (1.93 | ) | — | — | — | — | ||||||||||||||
Total dividends and distributions to shareholders | (3.02 | ) | — | (0.41 | ) | (0.42 | ) | (1.65 | ) | |||||||||||
Net asset value, end of year | $ | 31.87 | $ | 31.61 | $ | 32.79 | $ | 26.64 | $ | 27.45 | ||||||||||
TOTAL RETURN3 | 11.06 | % | (3.60 | )% | 24.87 | % | (1.52 | )% | (4.72 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||
Net assets, end of year (000’s omitted) | $ | 98,797 | $ | 104,322 | $ | 63,940 | $ | 117,225 | $ | 211,350 | ||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||
Expenses, net of expense waivers | 0.44 | %5 | 0.44 | %5 | 0.44 | %5 | 0.41 | %5 | 0.38 | % | ||||||||||
Expenses, prior to expense waivers | 0.44 | %5 | 0.44 | %5 | 0.44 | %5 | 0.44 | %5 | 0.44 | % | ||||||||||
Net investment income (loss) | 3.64 | %5 | 0.02 | %5 | (0.38 | )%5 | 0.90 | %5 | 1.78 | % | ||||||||||
Portfolio turnover rate7 | 12 | %8,9 | 8 | %8 | 18 | %8 | 72 | %8 | 0 | % | ||||||||||
| 1 | Based on average shares outstanding. |
| 2 | Amount represents less than $0.005. |
| 3 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
| 4 | Includes a voluntary reimbursement from the sub-advisor for investment losses on certain futures contract transactions during the period. Excluding this voluntary reimbursement, total return would have been unchanged. |
| 5 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
| 6 | The investment advisor had contractually agreed to limit the advisory fee to 0.65% through December 31, 2020. On December 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.65%. |
| 7 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
| 8 | During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period). |
| 9 | The information reflects the investment objective and strategy of the WisdomTree CBOE S&P 500 PutWrite Strategy Fund through October 24, 2022 and the investment objective and strategy of the WisdomTree PutWrite Strategy Fund thereafter. |
| 10 | The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year. |
See Notes to Financial Statements.
| 198 | WisdomTree Trust |
Financial Highlights (concluded)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| WisdomTree Target Range Fund | For the Year Ended August 31, 2023 | For the Period October 7, 2021* through August 31, 2022 | ||||||
Net asset value, beginning of period | $ | 21.99 | $ | 24.99 | ||||
Investment operations: | ||||||||
Net investment income (loss)1 | 0.53 | (0.01 | ) | |||||
Net realized and unrealized gain (loss) | 0.05 | (2.99 | ) | |||||
Total from investment operations | 0.58 | (3.00 | ) | |||||
Dividends to shareholders: | ||||||||
Net investment income | (0.10 | ) | — | |||||
Net asset value, end of period | $ | 22.47 | $ | 21.99 | ||||
TOTAL RETURN2 | 2.65 | % | (12.00 | )% | ||||
RATIOS/SUPPLEMENTAL DATA: | ||||||||
Net assets, end of period (000’s omitted) | $ | 64,046 | $ | 51,675 | ||||
Ratios to average net assets of: | ||||||||
Expenses | 0.70 | % | 0.70 | %3 | ||||
Net investment income (loss) | 2.42 | % | (0.06 | )%3 | ||||
Portfolio turnover rate4 | 5 | % | 0 | % | ||||
| * | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
| 1 | Based on average shares outstanding. |
| 2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. |
| 3 | Annualized. |
| 4 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
| WisdomTree Trust | 199 |
1. ORGANIZATION
WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 and is authorized to have multiple series of portfolios (each a “Fund”, collectively, the “Funds”). These notes relate only to the Funds listed below. In accordance with Accounting Standards Codification Topic 946, Financial Services-Investment Companies, each Fund listed below qualifies as an investment company and is applying the accounting and reporting guidance for investment companies.
| Fund | Commencement of Operations | |||
WisdomTree Bloomberg U.S. Dollar Bullish Fund (“U.S. Dollar Bullish Fund” and also referred to herein as “Currency Strategy Funds”) | December 18, 2013 | |||
WisdomTree Chinese Yuan Strategy Fund (“Chinese Yuan Strategy Fund” and also referred to herein as “Currency Strategy Funds”) | May 14, 2008 | |||
WisdomTree Emerging Currency Strategy Fund (“Emerging Currency Strategy Fund” and also referred to herein as “Currency Strategy Funds”) | May 6, 2009 | |||
WisdomTree Emerging Markets Corporate Bond Fund (“Emerging Markets Corporate Bond Fund”) | March 8, 2012 | |||
WisdomTree Emerging Markets Local Debt Fund (“Emerging Markets Local Debt Fund”) | August 9, 2010 | |||
WisdomTree Floating Rate Treasury Fund (“Floating Rate Treasury Fund”) | February 4, 2014 | |||
WisdomTree Interest Rate Hedged High Yield Bond Fund (“Interest Rate Hedged High Yield Bond Fund” and also referred to herein as “Duration Funds”) | December 18, 2013 | |||
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (“Interest Rate Hedged U.S. Aggregate Bond Fund” and also referred to herein as “Duration Funds”) | December 18, 2013 | |||
WisdomTree Mortgage Plus Bond Fund (“Mortgage Plus Bond Fund”) | November 14, 2019 | |||
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (“Voya Yield Enhanced USD Universal Bond Fund”) | February 7, 2023 | |||
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (“Yield Enhanced U.S. Aggregate Bond Fund”) | July 9, 2015 | |||
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (“Yield Enhanced U.S. Short-Term Aggregate Bond Fund”) | May 18, 2017 | |||
WisdomTree Alternative Income Fund (“Alternative Income Fund”) | May 6, 2021 | |||
WisdomTree Efficient Gold Plus Equity Strategy Fund (“Efficient Gold Plus Equity Strategy Fund”) (consolidated) | March 17, 2022 | |||
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (“Efficient Gold Plus Gold Miners Strategy Fund”) (consolidated) | December 16, 2021 | |||
WisdomTree Enhanced Commodity Strategy Fund (“Enhanced Commodity Strategy Fund”) (consolidated) | January 23, 2008 | * | ||
WisdomTree Managed Futures Strategy Fund (“Managed Futures Strategy Fund”) (consolidated) | January 5, 2011 | |||
WisdomTree PutWrite Strategy Fund (“PutWrite Strategy Fund”) (formerly, WisdomTree CBOE S&P 500 PutWrite Strategy Fund) | February 24, 2016 | |||
WisdomTree Target Range Fund (“Target Range Fund”) | October 7, 2021 | |||
| * | Commencement of operations date shown is that of the predecessor fund. After the close of business December 18, 2020, the predecessor fund was reorganized into the Enhanced Commodity Strategy Fund. |
Each Fund is actively managed except for the Floating Rate Treasury Fund, Interest Rate Hedged High Yield Bond Fund, Interest Rate Hedged U.S. Aggregate Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund, Yield Enhanced U.S. Short-Term Aggregate Bond Fund, Alternative Income Fund, and PutWrite Strategy Fund, which seek to track the price and yield performance, before fees and expenses, of a particular index (“Index”) developed by WisdomTree, Inc. (“WisdomTree”) or an Index developed by a third party. WisdomTree is the parent company of WisdomTree Asset Management, Inc. (“WTAM”), the investment adviser to each Fund and the Trust. “WisdomTree” is a registered trademark of WisdomTree and has been licensed for use by the Trust. Each Fund described herein is considered to be non-diversified as defined under the 1940 Act.
In the normal course of business, the Funds may enter into contracts that contain a variety of representations or that provide indemnification for certain liabilities. The Funds’ maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims or losses pursuant to these contracts and believe such exposure to be remote.
2. SIGNIFICANT ACCOUNTING POLICIES
The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (the “Codification”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants.
The following is a summary of significant accounting policies followed by the Funds:
Basis of Consolidation — The financial statements of the Efficient Gold Plus Equity Strategy Fund, Efficient Gold Plus Gold Miners Strategy Fund, Enhanced Commodity Strategy Fund and Managed Futures Strategy Fund (each a “Parent Fund”), include the accounts of WisdomTree Efficient Gold Plus Equity Strategy Portfolio I, WisdomTree Efficient Gold Plus Gold Miners Strategy Portfolio I, WisdomTree Enhanced Commodity Strategy Portfolio I and WisdomTree Managed Futures Portfolio I, respectively, each a wholly-owned and controlled Cayman Islands subsidiary (each a “Subsidiary”). For each Parent Fund, the accompanying financial
| 200 | WisdomTree Trust |
Notes to Financial Statements (continued)
statements reflect the financial position and results of operations on a consolidated basis with its Subsidiary. All intercompany accounts and transactions have been eliminated in consolidation. Each Parent Fund seeks to gain exposure to commodity markets, in whole or in part, through investments in its Subsidiary. Each Parent Fund’s investment in its Subsidiary may not exceed 25% of the respective Parent Fund’s total assets at the end of each fiscal quarter in order to meet the requirements for qualification as a regulated investment company under the Internal Revenue Code of 1986, as amended (the “Code”).
Use of Estimates — The preparation of financial statements in conformity with GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in the net assets from operations during the reporting period. Actual results could differ from those estimates.
Investment Valuation — The net asset value (“NAV”) of each Fund’s shares is calculated each day a Fund is open for business as of the regularly scheduled close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time (the “NAV Calculation Time”). NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions (e.g., broker-dealers) may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market prices. Most investors will buy and sell shares in the secondary market through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees of the Trust (the “Board of Trustees”). Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less and to-be-announced (“TBA”) securities) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities, may consider such factors as recent transactions, indications from yields and quoted prices from broker-dealers on similar securities, and market sentiment for the type of security. U.S. fixed income securities may be valued as of the announced closing time for such securities on any day that the Securities Industry and Financial Markets Association announces an early closing time. Repurchase agreements are valued at par which represents their fair value. For all Funds, except for U.S. Dollar Bullish Fund, foreign currency contracts that settle within two business days after the trade date (“Spot Contracts”) and foreign currency contracts having a settlement period greater than two business days after the trade date (“Forward Contracts”) are valued daily using WM/Reuters closing spot and forward rates, respectively, as of 4:00 p.m. London time except for Forward Contracts in certain Asian currencies (Chinese renminbi, Chinese yuan, Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit, Philippine peso, Singapore dollar, South Korean won, New Taiwan dollar, and the Thai baht) which are valued daily using WM/Reuters closing forward rates as of 2:00 pm Singapore time. U.S. Dollar Bullish Fund uses WM/Reuters closing spot and forward rates as of 4:00 p.m. Eastern time to value foreign currency contracts daily. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade. Option contracts generally are valued at the mean of the closing bid/ask price on the primary exchange on which they trade. Equity securities (including preferred stock) traded on any recognized U.S. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the last sale price or, if no sale price is available, at the mean between the highest bid and lowest ask price. Each Fund may invest in money market funds which are valued at their NAV per share and exchange-traded funds (“ETFs” or “ETF”), or exchange-traded notes (“ETNs” or “ETN”) or closed-end mutual funds (“CEF” or “CEFs”) which are valued at their last sale or official closing price on the exchange on which they are principally traded or at their NAV per share in instances where the ETF, ETN or CEF has not traded on its principal exchange.
Pursuant to Board-approved valuation procedures established by the Trust and WTAM, the Board has appointed WTAM as the Funds’ valuation designee (the “Valuation Designee”) to perform all fair valuations of the Funds’ portfolio investments, subject to the Board’s oversight. As the Valuation Designee, WTAM has established procedures for its fair valuation of a Fund’s portfolio investments. These procedures address, among other things, determining when market quotations are not readily available or reliable and the methodologies to be used for determining the fair value of investments, as well as the use and oversight of third-party pricing services for fair valuation. The Valuation Designee is comprised of senior representatives of WTAM and 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 the exchange or system on which it is principally traded, independent pricing service provider or broker-dealer quotation, or such prices are deemed to not reflect current market value, the Valuation Designee 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.
| WisdomTree Trust | 201 |
Notes to Financial Statements (continued)
Fair Value Measurement — In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Valuation Designee will perform other procedures (consistent with GAAP) to value an investment when a market quote is not available. 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 (either due to events affecting the issuer of the security specifically or events affecting the primary trading exchange more broadly) 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 in 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, such as fixed income securities, 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 (e.g., credit rating, debt ranking, coupon date, maturity date, etc.), interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.
Determination of a fair value by the Valuation Designee may include significant unobservable inputs and therefore such financial instruments would be reflected as a Level 3 of the fair value hierarchy. The Valuation Designee may employ a market-based valuation approach which may use, among other potential considerations, related or comparable securities, recent transactions, market multiples, and other relevant information to determine fair value. The Valuation Designee 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 summary of fair valuations according to the inputs used in valuing each Fund’s assets as of the measurement date is included in a “Fair Valuation Summary” supplementary table in each applicable Fund’s Schedule of Investments.
During the fiscal year or period ended August 31, 2023, there were no significant transfers into or out of Level 3 of the fair value hierarchy.
| 202 | WisdomTree Trust |
Notes to Financial Statements (continued)
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 as well as gains and losses on derivative instruments, and disclosures about credit-risk-related contingent features in derivative agreements. The Funds have invested in derivatives, specifically foreign currency contracts, foreign currency futures contracts, commodity futures contracts, interest rate futures contracts, equity futures contracts, digital assets futures contracts and equity options contracts during the fiscal year or period ended August 31, 2023 and open positions in such derivatives as of August 31, 2023 are detailed in each Fund’s Schedule of Investments. All of the derivative instruments disclosed and described herein are subject to credit risk. Risks may arise upon entering into foreign currency contracts from potential inability of a counterparty to meet the terms of their contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar or each other. Any collateral posted (or received) with respect to the derivative positions would be used to offset or reduce the payment due to (or due from) a counterparty in the event of default. Information with respect to the amounts and types of collateral received and/or posted for derivative instruments as of August 31, 2023, if any, is reflected as a footnote within each Fund’s Schedule of Investments. The Funds’ maximum credit risk exposure to derivatives agreements would be the total value of derivatives disclosed in the table included in Note 2 — Master Netting Arrangements under the column entitled “Assets: Net Amount”.
As of August 31, 2023, the effects of such derivative instruments on each Fund’s financial position as reflected in the Statements of Assets and Liabilities are presented in the summary below:
| Asset Derivatives | Liability Derivatives | |||||||||||
| Fund | Balance Sheet Location | Value | Balance Sheet Location | Value | ||||||||
U.S. Dollar Bullish Fund | ||||||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | $ | 4,152,265 | Unrealized depreciation on foreign currency contracts | $ | 210,411 | ||||||
Chinese Yuan Strategy Fund | ||||||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | 9,525 | Unrealized depreciation on foreign currency contracts | 396,100 | ||||||||
Emerging Currency Strategy Fund | ||||||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | 11,774 | Unrealized depreciation on foreign currency contracts | 226,231 | ||||||||
Emerging Markets Corporate Bond Fund | ||||||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | 40,039 | Unrealized depreciation on futures contracts* | 64,547 | ||||||||
Emerging Markets Local Debt Fund | ||||||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | 105,483 | Unrealized depreciation on foreign currency contracts | 113,839 | ||||||||
Interest Rate Hedged High Yield Bond Fund | ||||||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | 8,078 | Unrealized depreciation on futures contracts* | 793,797 | ||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | ||||||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | — | Unrealized depreciation on futures contracts* | 1,528,157 | ||||||||
Mortgage Plus Bond Fund | ||||||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | 24,795 | Unrealized depreciation on futures contracts* | 11,883 | ||||||||
Voya Yield Enhanced USD Universal Bond Fund | ||||||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | 378,290 | Unrealized depreciation on futures contracts* | 211,515 | ||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | ||||||||||||
Commodity risk | Unrealized appreciation on futures contracts* | — | Unrealized depreciation on futures contracts* | 160,483 | ||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | ||||||||||||
Commodity risk | Unrealized appreciation on futures contracts* | — | Unrealized depreciation on futures contracts* | 113,179 | ||||||||
Foreign currency risk | Unrealized appreciation on foreign currency contracts | 0 | 1 | Unrealized depreciation on foreign currency contracts | 25 | |||||||
| WisdomTree Trust | 203 |
Notes to Financial Statements (continued)
| Asset Derivatives | Liability Derivatives | |||||||||||
| Fund | Balance Sheet Location | Value | Balance Sheet Location | Value | ||||||||
Enhanced Commodity Strategy Fund (consolidated) | ||||||||||||
Commodity risk | Unrealized appreciation on futures contracts* | $ | 7,284,906 | Unrealized depreciation on futures contracts* | $ | 8,178,827 | ||||||
Digital assets risk | Unrealized appreciation on futures contracts* | 2,400 | Unrealized depreciation on futures contracts* | — | ||||||||
Managed Futures Strategy Fund (consolidated) | ||||||||||||
Commodity risk | Unrealized appreciation on futures contracts* | 1,736,807 | Unrealized depreciation on futures contracts* | 831,022 | ||||||||
Digital assets risk | Unrealized appreciation on futures contracts* | 6,675 | Unrealized depreciation on futures contracts* | — | ||||||||
Equity risk | Unrealized appreciation on futures contracts* | 949,999 | Unrealized depreciation on futures contracts* | 1,628 | ||||||||
Foreign currency risk | Unrealized appreciation on futures contracts* | 119,880 | Unrealized depreciation on futures contracts* | 29,090 | ||||||||
Interest rate risk | Unrealized appreciation on futures contracts* | — | Unrealized depreciation on futures contracts* | 114,274 | ||||||||
PutWrite Strategy Fund | ||||||||||||
Equity risk | Written options, at value | 1,146,165 | ||||||||||
Target Range Fund | ||||||||||||
Equity risk | Purchased options, at value** | 13,807,712 | Written options, at value | 1,073,196 | ||||||||
| 1 | Amount represents less than $1. |
| * | Includes cumulative appreciation (depreciation) of futures contracts as reported in each Fund’s Schedule of Investments. Only current day’s variation margin is reported within the Statements of Assets and Liabilities. Please see Note 2 (Futures Contracts) on pages 208 and 209 for additional information regarding balance sheet location of balances associated with futures contracts. |
| ** | Purchased options, at value are reported in the Fund’s Investment in securities, at value within the Statements of Assets and Liabilities. |
For the fiscal year or period ended August 31, 2023, the effects of derivative instruments on each applicable Fund’s financial performance as reflected in the Statements of Operations are presented in the summary below:
| Fund | Amount of Realized Gain or (Loss) on Derivatives Recognized1 | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2 | ||||||
U.S. Dollar Bullish Fund | ||||||||
Foreign currency risk | $ | (12,043,553 | ) | $ | (3,643,353 | ) | ||
Chinese Yuan Strategy Fund | ||||||||
Foreign currency risk | (1,844,470 | ) | 188,862 | |||||
Emerging Currency Strategy Fund | ||||||||
Foreign currency risk | 677,677 | (318,826 | ) | |||||
Emerging Markets Corporate Bond Fund | ||||||||
Interest rate risk | 126,140 | (49,253 | ) | |||||
Emerging Markets Local Debt Fund | ||||||||
Foreign currency risk | 30,391 | 56,648 | ||||||
Interest Rate Hedged High Yield Bond Fund | ||||||||
Interest rate risk | 9,212,940 | (1,434,497 | ) | |||||
Interest Rate Hedged U.S. Aggregate Bond Fund | ||||||||
Interest rate risk | 22,324,098 | (2,138,843 | ) | |||||
Mortgage Plus Bond Fund | ||||||||
Interest rate risk | (309,950 | ) | 36,294 | |||||
Voya Yield Enhanced USD Universal Bond Fund3 | ||||||||
Interest rate risk | (2,025,824 | ) | 166,775 | |||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | ||||||||
Commodity risk | 310,897 | (125,343 | ) | |||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | ||||||||
Commodity risk | 466,702 | (40,379 | ) | |||||
Foreign currency risk | (4,578 | ) | (66 | ) | ||||
| 204 | WisdomTree Trust |
Notes to Financial Statements (continued)
| Fund | Amount of Realized Gain or (Loss) on Derivatives Recognized1 | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2 | ||||||
Enhanced Commodity Strategy Fund (consolidated) | ||||||||
Commodity risk | $ | (28,629,611 | ) | $ | 12,788,946 | |||
Digital assets risk | 627,845 | 280,960 | ||||||
Managed Futures Strategy Fund (consolidated) | ||||||||
Commodity risk | 1,903,924 | 195,143 | ||||||
Digital assets risk | (19,913 | ) | 113,358 | |||||
Equity risk | (378,923 | ) | 2,431,279 | |||||
Foreign currency risk | 267,934 | (146,413 | ) | |||||
Interest rate risk | (96,386 | ) | (615,095 | ) | ||||
PutWrite Strategy Fund | ||||||||
Equity risk | 2,322,575 | 6,207,292 | ||||||
Target Range Fund | ||||||||
Equity risk | (6,014,966 | ) | 6,344,342 | |||||
| 1 | Realized gains (losses) on derivatives are located on the Statements of Operations as follows: |
Commodity risk | Net realized gain (loss) from futures contracts | |
Digital assets risk | Net realized gain (loss) from futures contracts | |
Equity risk | Net realized gain (loss) from purchased options are included in net realized gain (loss) from investment transactions Net realized gain (loss) from written options Net realized gain (loss) from futures contracts | |
Foreign currency risk | Net realized gain (loss) from foreign currency contracts Net realized gain (loss) from futures contracts | |
Interest rate risk | Net realized gain (loss) from futures contracts |
| 2 | Change in unrealized appreciation (depreciation) is located on the Statements of Operations as follows: |
Commodity risk | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts | |
Digital assets risk | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts | |
Equity risk | Net realized gain (loss) from purchased options are included in net increase (decrease) in unrealized appreciation/depreciation from investment transactions Net increase (decrease) in unrealized appreciation/depreciation from written options Net increase (decrease) in unrealized appreciation/depreciation from futures contracts | |
Foreign currency risk | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts Net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts | |
Interest rate risk | Net increase (decrease) in unrealized appreciation/depreciation from futures contracts |
| 3 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
During the fiscal year or period ended August 31, 2023, the volume of derivative activity (based on the average of month-end balances, except where footnoted) for each Fund was as follows:
| Average Notional | ||||||||||||||||||||||||
| Fund | Foreign currency contracts (to deliver USD) | Foreign currency contracts (to receive USD) | Futures contracts | Futures contracts | Purchased options | Written options | ||||||||||||||||||
U.S. Dollar Bullish Fund | ||||||||||||||||||||||||
Foreign currency risk | $ | 368,666,101 | $ | 684,834,314 | $ | — | $ | — | $ | — | $ | — | ||||||||||||
Chinese Yuan Strategy Fund | ||||||||||||||||||||||||
Foreign currency risk | 35,126,963 | 8,878,976 | — | — | — | — | ||||||||||||||||||
Emerging Currency Strategy Fund | ||||||||||||||||||||||||
Foreign currency risk | 11,204,704 | 2,669,604 | — | — | — | — | ||||||||||||||||||
Emerging Markets Corporate Bond Fund | ||||||||||||||||||||||||
Interest rate risk | — | — | 9,193,560 | 8,397,290 | — | — | ||||||||||||||||||
Emerging Markets Local Debt Fund | ||||||||||||||||||||||||
Foreign currency risk | 6,782,137 | 1,092,329 | — | — | — | — | ||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund | ||||||||||||||||||||||||
Interest rate risk | — | — | 2,204,713 | 145,261,387 | — | — | ||||||||||||||||||
| WisdomTree Trust | 205 |
Notes to Financial Statements (continued)
| Average Notional | ||||||||||||||||||||||||
| Fund | Foreign currency contracts (to deliver USD) | Foreign currency contracts (to receive USD) | Futures contracts | Futures contracts | Purchased options | Written options | ||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | ||||||||||||||||||||||||
Interest rate risk | $ | — | $ | — | $ | — | $ | 307,780,028 | $ | — | $ | — | ||||||||||||
Mortgage Plus Bond Fund | ||||||||||||||||||||||||
Interest rate risk | — | — | 3,012,940 | 814,559 | — | — | ||||||||||||||||||
Voya Yield Enhanced USD Universal Bond Fund1 | ||||||||||||||||||||||||
Interest rate risk | — | — | 35,369,374 | 17,761,964 | — | — | ||||||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | ||||||||||||||||||||||||
Commodity risk | — | — | 5,632,657 | — | — | — | ||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | ||||||||||||||||||||||||
Commodity risk | — | — | 6,337,727 | — | — | — | ||||||||||||||||||
Foreign currency risk | 3,912 | 458 | — | — | — | — | ||||||||||||||||||
Enhanced Commodity Strategy Fund (consolidated) | ||||||||||||||||||||||||
Commodity risk | — | — | 248,394,403 | 53,841,864 | — | — | ||||||||||||||||||
Digital assets risk | — | — | 4,078,919 | — | — | — | ||||||||||||||||||
Managed Futures Strategy Fund (consolidated) | ||||||||||||||||||||||||
Commodity risk | — | — | 21,464,634 | 27,304,195 | — | — | ||||||||||||||||||
Digital assets risk | — | — | 2,524,413 | — | — | — | ||||||||||||||||||
Equity risk | — | — | 40,719,237 | — | — | — | ||||||||||||||||||
Foreign currency risk | — | — | 13,769,650 | — | — | — | ||||||||||||||||||
Interest rate risk | — | — | 6,885,056 | 9,480,245 | — | — | ||||||||||||||||||
PutWrite Strategy Fund | ||||||||||||||||||||||||
Equity risk | — | — | — | — | 3,970,492 | 2 | 99,691,238 | |||||||||||||||||
Target Range Fund | ||||||||||||||||||||||||
Equity risk | — | — | — | — | 52,614,062 | 69,265,408 | ||||||||||||||||||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
| 2 | The volume of derivative activity for the period is based on intra-month balances. |
Investment Transactions and Investment Income — Investment transactions are recorded as of the date that the securities are purchased or sold (trade date). Realized gains and losses on sales of portfolio securities are calculated using the identified-cost method. Interest income (including amortization of premiums and accretion of discounts), less any foreign taxes withheld, is accrued daily. Generally, amortization of premiums and accretion of discounts are recognized daily using the effective interest method (also known as scientific amortization method). Payment-in-kind (“PIK”) interest income is accrued daily and the increase in a security’s principal amount related to such PIK interest income is recorded on the coupon payment date. Dividend income net of foreign withholding taxes, if any, is recognized on the ex-dividend date. Upon notification from real estate investment trust (“REIT”) issuers or as estimated by management, all or a portion of the dividend income received from a REIT may be redesignated as a reduction of cost of the related investment and/or as a realized gain. On each measurement date, the Funds evaluate the collectability of receivable balances. Generally, the Funds will write-off interest receivable balances in default by the issuer as of the date any applicable interest payment grace period or forbearance period expires or as of the date any interest payment cancellation notification was publicly made available or when it becomes probable that interest will not be collected and the amount of uncollectable interest can be reasonably estimated.
Foreign Taxes — The Funds may be subject to foreign taxes (a portion of which may be reclaimable or refundable) on foreign income or capital gains on investment transactions. All foreign taxes are recorded in accordance with the applicable foreign tax regulations and tax rates that exist in the foreign jurisdictions in which the Funds invest. These foreign taxes, if any, are accrued and applied to foreign income as the foreign income is earned and are reflected on the Statements of Operations as follows: foreign taxes withheld on dividends are presented as a reduction to investment income in “Less: Foreign withholding taxes on dividends”, foreign taxes on capital gains from investment transactions, if any, are included in “Net realized gain (loss) from investment transactions”, and deferred foreign taxes on net unrealized appreciation on investments, if any, are included in “Net increase (decrease) in unrealized appreciation/depreciation on investment transactions”. Foreign taxes payable or deferred as of August 31, 2023, if any, are disclosed in the Statements of Assets and Liabilities in “Payables: Foreign capital gains tax”.
In certain foreign jurisdictions, when the Funds incur subsequent capital losses on investment transactions that occurred during the tax year in the applicable foreign jurisdiction, the Funds may be entitled to a refund on any foreign taxes paid on previous capital gain investment transactions that occurred during the tax year of the applicable foreign jurisdiction. Foreign capital gain tax refunds on investment transactions are included in “Net realized gain (loss) from investment transactions” on the Statements of Operations and
| 206 | WisdomTree Trust |
Notes to Financial Statements (continued)
foreign capital gain tax refunds that remain unpaid as of August 31, 2023, if any, are disclosed in the Statements of Assets and Liabilities in “Receivables: Foreign capital gains tax refund”.
The Funds file foreign tax reclaims in certain foreign jurisdictions to recover a portion of amounts previously withheld on dividend income if the tax reclaim is “more likely than not” to be sustained assuming examination by tax authorities. This determination is based on, among other things, a jurisdiction’s legal obligation to pay reclaims as well as payment history and market convention. Foreign tax reclaims recorded relating to current fiscal year investment income are included in the Statements of Operations as a reduction to the balance shown for “Foreign withholding taxes on dividends” and foreign tax reclaims recorded, but not yet received as of August 31, 2023, if any, are shown on the Statements of Assets and Liabilities in “Receivables: Foreign tax reclaims”.
Foreign Currency Translation — The accounting records of the Funds are maintained in U.S. dollars. Foreign currencies, as well as investment securities and other assets and liabilities denominated in foreign currencies, are translated into U.S. dollars using exchange rates prevailing on the respective dates of such transactions that are deemed appropriate by WTAM. Realized and unrealized foreign exchange gains and losses on investments are included as a component of “net realized gain (loss) from investment transactions” and “net increase (decrease) in unrealized appreciation/depreciation from investment transactions”, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses from foreign currency contracts are included in “net realized gain (loss) from foreign currency contracts” and “net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts”, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses arising from sales of foreign currencies, currency gains or losses recognized between the trade and settlement dates on investment transactions, and the difference between the amounts of dividends/interest and foreign withholding taxes recorded on the Funds’ books and the U.S. dollar equivalent of the amounts actually received or paid are included in “net realized gain (loss) from foreign currency related transactions” and/or “net increase (decrease) in unrealized appreciation/depreciation from translation of assets and liabilities denominated in foreign currencies” in the Statements of Operations. Certain foreign exchange gains and losses included in realized and unrealized gains or losses are included in, or are a reduction of, ordinary income in accordance with U.S. Federal income tax regulations.
Expenses — Under the investment advisory agreement for each Fund, except for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of trustees who are not interested persons of the Funds (“Independent Trustees”); (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s Chief Compliance Officer (“CCO”); (vi) extraordinary expenses; (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; and (viii) the advisory fee payable to WTAM.
Under the investment advisory agreement for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other fees, charges, taxes, levies or expenses (such as stamp taxes) incurred in connection with the execution of portfolio transactions or in connection with creation and redemption transactions (including without limitation any fees, charges, taxes, levies or expenses related to the purchase or sale of an amount of any currency, or the patriation or repatriation of any security or other asset, related to the execution of portfolio transactions or any creation or redemption transactions); (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of each Independent Trustee; (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s CCO; (vi) extraordinary expenses (in each case as determined by a majority of the Independent Trustees); (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (viii) interest and taxes of any kind or nature (including, but not limited to, income, excise, transfer and withholding taxes); (ix) fees and expenses related to the provision of securities lending services; and (x) the advisory fee payable to WTAM.
Acquired fund fees and expenses (“AFFEs”) (which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies) are not operating expenses of the Funds and are not paid by WTAM.
Pursuant to a separate contractual arrangement, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees. WTAM receives a fee, as shown on the Statements of Operations under “Service fees”, of up to 0.0044% per annum of each Fund’s average daily net assets for providing such services and paying such expenses. WTAM provides CCO services to the Trust.
Repurchase Agreements — Each Fund may enter into repurchase agreements with counterparties that are deemed to present acceptable credit risks. A repurchase agreement is a transaction in which a Fund acquires securities or other obligations as collateral from a commercial bank or securities broker-dealer and simultaneously commits to resell them to the counterparty at an agreed upon date or upon demand and at a price reflecting a market rate of interest unrelated to the coupon rate or maturity of the acquired obligations. This is designed to result in a fixed rate of return for the Fund insulated from market fluctuations during the holding period. Each Fund maintains custody of the acquired collateral prior to their repurchase, either through its regular
| WisdomTree Trust | 207 |
Notes to Financial Statements (continued)
custodian or through a special “tri-party” custodian or sub-custodian that maintains separate accounts for both the Fund and the counterparty. Because repurchase agreements are collateralized by securities, they are subject to market and credit risk on the acquired collateral in addition to counterparty credit risk. The acquired collateral is valued on a daily basis at fair value to ensure that the value, including accrued interest, is at least equal to the repurchase price. If the acquired collateral declines in value and becomes less than the repurchase price, plus any agreed-upon additional amount, the counterparty must provide additional collateral so that at all times the collateral value is at least equal to the repurchase price plus any agreed-upon additional amount. In the event of default of the obligation to repurchase, a Fund has the right to liquidate the collateral and apply the proceeds in satisfaction of the obligations. Under certain circumstances, in the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings.
Foreign Currency Contracts — The Currency Strategy Funds, except the U.S. Dollar Bullish Fund, utilized foreign currency contracts to obtain net long exposure to foreign currencies consistent with each Currency Strategy Fund’s investment strategy. The U.S. Dollar Bullish Fund utilized foreign currency contracts to obtain net short exposure to foreign currencies consistent with its investment strategy. The Emerging Markets Local Debt Fund utilized foreign currency contracts to obtain long and short exposures to foreign currencies consistent with its investment objective. The Efficient Gold Plus Gold Miners Strategy Fund utilized foreign currency contracts primarily to facilitate foreign security settlements. A foreign currency 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 foreign currency contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades.
Risks may arise upon entering into foreign currency 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 foreign currency contracts are recorded for book purposes as unrealized gains or losses on foreign currency contracts by the Funds and are included in “net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts” on the Statements of Operations. Realized gains and losses on foreign currency contracts include net gains or losses recognized by the Funds on contracts which have settled are included in “net realized gain (loss) from foreign currency contracts” on the Statements of Operations.
Futures Contracts — The Duration Funds utilized futures contracts to obtain net short exposure to U.S. Treasury bonds to hedge against a rise in interest rates. The Emerging Markets Corporate Bond Fund, Mortgage Plus Bond Fund and Voya Yield Enhanced USD Universal Bond Fund each utilized futures contracts on U.S. Treasury bonds to manage interest rate risk. The Efficient Gold Plus Equity Strategy Fund and Efficient Gold Plus Gold Miners Strategy Fund utilized futures contracts to obtain long exposure to commodities consistent with its investment objective. The Enhanced Commodity Strategy Fund utilized futures contracts to obtain long and short exposures to commodities and digital assets consistent with its investment objective. The Managed Futures Strategy Fund utilized futures contracts to obtain long and short exposures to currencies, commodities, digital assets, interest rates and equity indexes consistent with its investment objective. When a Fund purchases a listed futures contract, it agrees to purchase a specified reference asset (e.g., commodity, currency, equity, digital asset or U.S. Treasury security, collectively herein, “Reference Asset”) at a specified future date. When a Fund sells a listed futures contract, it agrees to sell a specified Reference Asset at a future date. The price at which the purchase and sale will take place is fixed when the Fund enters into the contract. A Fund may also cash settle upon the expiration date of a futures contract in which no physical delivery (or receipt) of the specified Reference Asset comprising the futures contract is made. Instead, settlement in cash would occur upon the expiration of the contract, with the cash settlement being the difference between the contract price and the actual price of the specified Reference Asset at the expiration date. The exchange clearing corporation is the ultimate counterparty for all exchange-listed contracts, so credit risk is limited to the creditworthiness of the exchange clearing corporation.
Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or U.S. government securities equal to a certain percentage of the contract amount. This amount is known as the “initial margin”. Cash deposited as initial margin, if any, is shown as “Deposits at broker for futures contracts” in the Statement of Assets and Liabilities, and U.S. government securities deposited, if any, are designated in the Schedule of Investments. Subsequent payments, known as “variation margin”, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts, variation margin payments may be made or received when the futures contract expires. Variation margin is recorded for financial statement purposes on a daily basis as an unrealized gain or loss on futures until the financial futures contract is closed, at which time the unrealized net gain or loss is reclassified to realized gain or loss on futures. The current one-day variation margin on open futures contracts is shown on the Statements of Assets and Liabilities as either a receivable or a payable for “Net variation margin on futures contracts”. The variation margin received or paid by the Funds, that is on deposit with the broker, on both open and closed futures contracts and certain futures contracts where variation margin is received or paid by the Funds on the expiration date, are shown in the Statements of Assets and Liabilities, in whole or in part, as a component of, or an offset to, “Deposits at broker for futures contracts” or “Deposits due to
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broker for future contracts”. Deposits at broker utilized for futures contract margin requirements generally are restricted from withdrawal. The Funds have adopted a derivatives risk management program pursuant to Rule 18f-4 under the 1940 Act to assess and manage the Funds’ derivatives risk. Rule 18f-4 limits the amount of derivatives a fund can enter into and replaces the asset segregation framework previously used by the Funds to comply with Section 18 of the 1940 Act.
Options Contracts — The PutWrite Strategy Fund utilized option contracts by purchasing and writing put options on the SPDR® S&P 500 ETF Trust. The Target Range Fund utilized option contracts by purchasing long call options and writing short call options on a portfolio of four exchanged traded funds (“ETFs”) that track the performance of large- and mid-capitalization companies in the United States, developed market countries and emerging market countries, respectively, consisting of the SPDR® S&P 500 ETF Trust, iShares Russell 2000 ETF, iShares MSCI EAFE ETF, and iShares MSCI Emerging Markets ETF consistent with its investment objective. A put option gives the purchaser of the option the right to sell, and the writer of the option the obligation to buy, the underlying security or financial instrument. A call option gives the purchaser of the option the right to buy, and the writer of the option the obligation to sell, the underlying security or financial instrument. A premium is paid to the writer of an option as consideration for undertaking the obligation in the contract. The PutWrite Strategy Fund and Target Range Fund may purchase and write options on an exchange or over the counter (“OTC”). OTC options differ from exchange-traded options in several respects. They are transacted directly with dealers and not with a clearing corporation, and therefore entail the risk of nonperformance by the dealer. OTC options are available for a greater variety of securities and for a wider range of expiration dates and exercise prices than are available for exchange-traded options. Because OTC options are not traded on an exchange, pricing is done normally by reference to information from a market maker.
When an option is purchased, an amount equal to the premium paid is recorded as an asset, the value of which is marked-to-market to reflect the current market value of the option purchased. If the purchased option expires, a loss equal to the amount of premium paid is realized. When a security or financial instrument is purchased or sold through the exercise of an option, the related premium paid is added to the basis of the security or financial instrument acquired or deducted from the proceeds of the security or financial instrument sold.
When an option is written, an amount equal to the premium received is recorded as a liability, the value of which is marked-to-market daily to reflect the current market value of the option written. If the option expires, the premium received is recorded as a realized gain. When a written call option is exercised, the difference between the premium received plus the option exercise price and the basis in the underlying security (in the case of a covered written call option), or the cost to purchase the underlying security (in the case of an uncovered written call option), including brokerage commission, is recognized as a realized gain or loss. When a written put option is exercised, the amount of the premium received is subtracted from the cost of the security purchased from the exercise of the written put option to form the basis in the underlying security purchased.
The purchaser or writer of an option may close the position before the exercise of the option by entering into a closing transaction. In the case of a written option, the cost of a closing transaction is deducted from the original premium received resulting in a realized gain or loss. With respect to a purchased option, the original premium paid is deducted from the proceeds received from a closing transaction resulting in a realized gain or loss.
The maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At August 31, 2023, the maximum payout for written put options for the PutWrite Strategy Fund was $101,272,400. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered.
The risk associated with purchasing put and call options is limited to the premiums paid. The risk in writing a covered call option is that the writer of the option may forego the opportunity of profit if the market price of the underlying security increases and the option is exercised. The risk in writing an uncovered call option is that the writer of the option is exposed to the risk of loss if the market price of the underlying security increases. The risk in writing a put option is that the writer of the option may incur a loss if the market price of the underlying security decreases and the option is exercised. In addition, there is the risk that the purchaser or writer of an option may not be able to enter into a closing transaction because of an illiquid secondary market.
Other significant risks associated with the use of options contracts may include the following: (1) the success of a strategy may depend on the investment adviser’s ability to predict movements in the prices of individual commodities, currencies or securities, fluctuations in markets and movements in interest rates; (2) there may be an imperfect or no correlation between the changes in market value of the commodities, currencies or securities and the price of options; (3) although the PutWrite Strategy Fund and Target Range Fund intend to enter into options contracts only if there is an active market for such contracts, there is no assurance that an active market will exist for the contracts at any particular time; (4) trading restrictions or limitations may be imposed by an exchange; and (5) government regulations may restrict trading in options contracts.
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Notes to Financial Statements (continued)
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 securities issued or guaranteed by the U.S. government or its agencies, equivalent to at least 100% of the market value of securities, is maintained at all times. The cash collateral can be invested in certain money market mutual funds which also have exposure to the fluctuations of the market. The values of the investments of cash collateral for securities on loan along with the obligations to return such collateral are included on the Statements of Assets and Liabilities. The total value of securities received as collateral for securities on loan is included in a footnote following each Schedule of Investments, but is not included within the Statements of Assets and Liabilities because the receiving Fund does not have the right to sell or repledge the securities received as collateral. As compensation for lending its securities, each Fund retains all or a portion of the interest received on investment of cash collateral or receives a fee from the borrower (net of any fee rebates paid to the borrower). The lending agent receives a portion of the income earned by the Funds in connection with the lending program. The net securities lending income earned by the Funds is disclosed on the Statements of Operations. The dividend and interest income earned on the securities loaned is accounted for in the same manner as other dividend and interest income. The borrower pays to the Funds an amount equal to any dividends or interest received on loaned securities. Dividends received while a security is out on loan are not considered Qualified Dividend Income (“QDI”) under the specific criteria issued by the Internal Revenue Service and are subject to taxation at the shareholder’s ordinary income tax rate instead of the lower long-term capital gains tax rate. Lending portfolio securities could result in a loss or delay in recovering each Fund’s securities if the borrower defaults. In the event of a borrower default with respect to the failure to return to each Fund some or all of the securities loaned, the securities lending agent shall indemnify each Fund against the failure of the borrower if the value of the collateral received is insufficient to cover the market value of the securities loaned.
Master Netting Arrangements — Codification Topic 210 (“ASC 210”), Balance Sheet, requires disclosures generally intended to (i) help investors and other financial statement users to better assess the effect or potential effect of offsetting arrangements on a company’s financial position, (ii) improve transparency in the reporting of how companies mitigate credit risk, and (iii) facilitate comparisons between those entities that prepare their financial statements on the basis of GAAP and those entities that prepare their financial statements on the basis of international financial reporting standards. ASC 210 requires entities to disclose (i) gross and net information about both instruments and transactions eligible for offset in the financial statements, and (ii) instruments and transactions subject to an agreement similar to a master netting agreement. ASC 210 is limited in scope to the following financial instruments, to the extent they are offset in the financial statements or subject to an enforceable master netting arrangement or similar agreement: (i) recognized derivative instruments accounted for under ASC 815 (Derivatives and Hedging); (ii) repurchase agreements and reverse repurchase agreements; and (iii) securities borrowing and securities lending transactions.
In order to better define its contractual rights and to secure rights that will help a Fund mitigate its counterparty risk, a Fund enters into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) with its counterparties. An ISDA Master Agreement is a bilateral agreement between a Fund and a counterparty that governs over-the-counter derivatives (“OTC”), such as foreign currency contracts, and typically contains, among other things, collateral posting terms, netting and rights of set-off provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, a Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and receivables to create a single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out netting) or similar event, including the bankruptcy or insolvency of the counterparty.
Collateral requirements generally differ by type of derivative. Collateral terms are contract-specific for OTC derivatives (e.g., foreign currency contracts, options and certain swaps). To the extent amounts due to a Fund from its derivatives counterparties are not fully collateralized, contractually or otherwise, the Fund bears the risk of loss from a counterparty’s non-performance.
Repurchase agreements are subject to the terms and conditions of a Master Repurchase Agreement (“Master Repurchase Agreement”) between a Fund and a counterparty. In the event of a default or failure by a party to perform an obligation with respect to a repurchase transaction, the Master Repurchase Agreement gives the non-defaulting party the right to set-off claims and to apply collateral held by it in connection with a repurchase transaction against obligations owed to the non-defaulting party.
The Funds’ securities lending activities are governed by a Securities Lending Authorization Agreement (“Lending Agreement”) between the Funds and the lending agent. The Lending Agreement authorizes the lending agent to lend qualifying U.S. and foreign securities held by a Fund to approved borrowers (each a “Borrower”). To mitigate borrower risk, a Fund typically receives from a Borrower collateral in the form of U.S. dollar cash and/or securities issued or guaranteed by the U.S. government or its agencies in excess of the market value of the securities loaned. Under the provisions of the Lending Agreement, a Fund shall have, as to the collateral, all of the rights and remedies of a secured party under applicable law. A Fund is exposed to risk of loss if a Borrower defaults on its obligation to return borrowed securities and the value of the collateral a Fund received is insufficient to cover the market value of the securities loaned. Also, the lending agent is permitted to invest the cash collateral it receives from a Borrower into a money market fund which is subject to market fluctuation. Therefore, a Fund is exposed to risk of loss if the value of invested cash collateral is insufficient to satisfy the Fund’s obligation to return the full amount owed to such Borrower. However, in the event
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Notes to Financial Statements (continued)
of a borrower default with respect to the failure to return to each Fund some or all of the securities loaned, the securities lending agent shall indemnify each Fund against the failure of the borrower if the value of the collateral received is insufficient to cover the market value of the securities loaned.
The Funds’ futures contracts and option contracts are all exchange traded and are not subject to master netting arrangements. Therefore, all futures contracts and option contracts are excluded from the netting table.
For financial reporting purposes, the Funds elect to not offset assets and liabilities subject to an ISDA Master Agreement, Master Repurchase Agreement or Lending Agreement, if any, in the Statements of Assets and Liabilities. Therefore, all qualifying transactions are presented on a gross basis in the Statements of Assets and Liabilities. As of August 31, 2023, the impact of netting of assets and liabilities and the offsetting of collateral pledged or received based on contractual netting/set-off provisions in the ISDA Master Agreement, Master Repurchase Agreement and the Lending Agreement are detailed in the following table:
| Assets | Liabilities | |||||||||||||||||||||||||||||||
Gross Amounts Assets and | Gross Amounts Not Offset in the Statements of Assets and Liabilities | Net Amount | Gross Amounts Assets and | Gross Amounts Not Offset in the Statements of Assets and Liabilities | Net Amount | |||||||||||||||||||||||||||
| Fund | Financial Instruments | Collateral Received | Financial Instruments | Collateral Posted | ||||||||||||||||||||||||||||
U.S. Dollar Bullish Fund | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts | $ | 4,152,265 | $ | (193,989 | ) | $ | — | $ | 3,958,276 | $ | 210,411 | $ | (193,989 | ) | $ | — | $ | 16,422 | ||||||||||||||
Chinese Yuan Strategy Fund | ||||||||||||||||||||||||||||||||
Repurchase Agreements | 6,580,000 | — | (6,580,000 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 9,525 | (9,104 | ) | — | 421 | 396,100 | (9,104 | ) | (283,031 | )1 | 103,965 | |||||||||||||||||||||
Emerging Currency Strategy Fund | ||||||||||||||||||||||||||||||||
Repurchase Agreements | 60,000 | — | (60,000 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 11,774 | (11,774 | ) | — | — | 226,231 | (11,774 | ) | — | 214,457 | ||||||||||||||||||||||
Emerging Markets Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 1,872,776 | — | (1,872,776 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Emerging Markets Local Debt Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 1,080,055 | — | (1,080,055 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Repurchase Agreements | 6,370,000 | — | (6,370,000 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 105,483 | (27,503 | ) | — | 77,980 | 113,839 | (27,503 | ) | — | 86,336 | ||||||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 19,146,786 | — | (19,146,786 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 2,118,454 | — | (2,118,454 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Repurchase Agreements | 2,440,000 | — | (2,440,000 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 3,723,372 | — | (3,723,372 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Repurchase Agreements | 2,410,000 | — | (2,410,000 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 88,754 | — | (88,754 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Alternative Income Fund | ||||||||||||||||||||||||||||||||
Securities Lending | 1,799,778 | — | (1,799,778 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | ||||||||||||||||||||||||||||||||
Securities Lending | 103,623 | — | (103,623 | )1 | — | — | — | — | — | |||||||||||||||||||||||
Foreign Currency Contracts | 0 | 2 | (0 | )2 | — | 0 | 2 | 25 | (0 | )2 | — | 25 | ||||||||||||||||||||
| 1 | The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero. |
| 2 | Amount represents less than $1. |
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.
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Notes to Financial Statements (continued)
Interest-Only and Principal-Only Securities — The Funds may invest in interest-only (“IO”) and principal-only (“PO”) securities which are typically created by splitting a traditional mortgage-backed security or pool of loans into an IO and a PO security. In general, the IO security is entitled to receive the interest payments on the underlying debt obligation(s) and the PO security is entitled to receive the principal payments of the underlying debt obligation(s). Both IO and PO securities are subject to prepayments and therefore prepayment risk. IO securities are at risk for faster than anticipated prepayments and PO securities are at risk for slower than anticipated prepayments. Assumptions regarding the rates of prepayment play a significant role in the value of these securities. If the underlying debt obligation experiences greater than anticipated prepayments of principal, a Fund may not fully recoup its initial investment in the IO security.
Collateralized Loan Obligations — The Funds may invest in the debt tranche of collateralized loan obligations (“CLOs”). CLOs bear many of the same risks as other forms of asset-backed securities, including interest rate risk, credit risk and default risk. As CLOs are backed by pools of loans, they also bear similar risks to investing in loans directly. CLOs issue classes or “tranches” that vary in risk profile and yield. CLOs may experience substantial losses attributable to loan defaults. Losses caused by defaults on underlying assets are borne first by the holders of subordinate tranches. The value of an investment in a CLO may decline as a result of, but not limited to, underlying loan defaults and/or market anticipation of defaults, credit impairment on the underlying loans or the disappearance of one of more subordinate tranches resulting from changes in the credit profile of the underlying loans.
To-be-announced Transactions — Interest Rate Hedged U.S. Aggregate Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund and the Yield Enhanced U.S. Short-Term Aggregate Bond Fund invest in U.S. agency mortgage-backed pass-through securities which are securities issued by entities such as Government National Mortgage Association and Federal National Mortgage Association that are backed by pools of mortgages. Most transactions in mortgage-backed pass-through securities occur for future delivery in which the exact mortgage pools to be delivered are not specified until a few days prior to settlement, referred to as a “to-be-announced transaction” or “TBA Transaction.” In a TBA Transaction, the buyer and seller agree upon general trade parameters such as agency, settlement date, par amount and price. The actual pools delivered generally are determined a few days prior to the settlement date; however, it is not anticipated that the Interest Rate Hedged U.S. Aggregate Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund and the Yield Enhanced U.S. Short-Term Aggregate Bond Fund will take delivery of pools, but instead will participate in rolling TBA Transactions whereby instead of receiving pools on the purchase settlement date, the position is offset by a current sale of the TBA security with a simultaneous forward purchase of a substantially similar TBA security (i.e., same type, coupon, maturity) to settle on a specified future date.
The Interest Rate Hedged U.S. Aggregate Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund and the Yield Enhanced U.S. Short-Term Aggregate Bond Fund may also enter into TBA sale commitments to sell mortgage-backed securities it owns under delayed delivery arrangements or to take a short position in mortgage-backed securities. Proceeds of TBA sale commitments are not received until the contractual settlement date. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, the fund realizes a gain or loss. If the fund delivers securities under the commitment, the fund realizes a gain or loss from the sale of the securities based upon the unit price established at the date the commitment was entered into. Realized gains and losses on TBA sale commitments are included in “net realized gain (loss) from investments” on the Statements of Operations and fluctuations in the value of open TBA sale commitments are included in “net increase (decrease) in unrealized appreciation/depreciation from investments” on the Statements of Operations.
Digital Assets Risk — The Enhanced Commodity Strategy Fund (“GCC”) and Managed Futures Strategy Fund (“WTMF”) each invest up to 5% of its net assets in bitcoin futures contracts. GCC and WTMF only invest in cash-settled bitcoin futures traded on the Chicago Mercantile Exchange, which is a futures exchange registered with the Commodity Futures Trading Commission. Bitcoin is a digital asset (i.e., a cryptocurrency) whose ownership and behavior are determined by participants in an online, peer-to-peer network that connects computers that run publicly accessible, or “open source,” software that follows the rules and procedures governing the Bitcoin network. GCC and WTMF do not invest in bitcoin directly. Bitcoin and bitcoin futures are a relatively new asset class. They are subject to unique and substantial risks, and historically, have been subject to significant price volatility. The market for bitcoin futures is also relatively new and commenced trading on the Chicago Mercantile Exchange in 2017. As a result, the market for bitcoin futures may be less developed, and potentially less liquid and more volatile, than more established futures markets. While the bitcoin futures market has grown substantially since bitcoin futures commenced trading, there can be no assurances that this growth will continue. The price of bitcoin could drop precipitously (including to zero), which would be expected to have a similar impact on the bitcoin futures price. Each of these factors and events could have a significant negative impact on GCC and WTMF.
Tax Information and Dividends and Distributions to Shareholders — It is each Fund’s policy to comply with all requirements of the Internal Revenue Code of 1986, as amended (the “Code”). A portion of the Code, known as subchapter M (“Subchapter M”), addresses the ways by which investment companies and investment trusts may pass income through to shareholders in order to avoid double taxation. Each Fund intends to qualify for and to elect treatment as a separate Regulated Investment Company (“RIC”) under Subchapter M of the Code so that it will not be subject to federal income tax on income and gains that are timely distributed to Fund shareholders. Accordingly, no provision for U.S. federal income taxes is required. In order to qualify for the special tax treatment
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accorded to RICs and their shareholders, each Fund must, among other things, distribute with respect to each taxable year an amount equal to or greater than the sum of 90% of its investment company taxable income and 90% of its net tax-exempt interest income. There can be no guarantee that a Fund will pay dividends. Taxable net realized gains from investment transactions, reduced by capital loss carryforwards, if any, are declared and distributed to shareholders at least annually. The capital loss carryforward amount, if any, is available to offset future net capital gains. The Funds may occasionally be required to make supplemental distributions at some other time during the year. The Trust reserves the right to declare special distributions if, in its reasonable discretion, such action is necessary or advisable to preserve the status of each Fund as a RIC or to avoid imposition of income or excise taxes on undistributed income. Dividends and distributions to shareholders are recorded on the ex-dividend date. The amount of dividends and distributions from net investment income and net realized capital gains is determined in accordance with the requirements of the Code and the U.S. Treasury regulations (i.e., tax basis) which may differ to amounts determined under GAAP (i.e., book basis). These book/tax differences are either considered temporary or permanent in nature. To the extent these differences are permanent in nature, such amounts are reclassified within the components of net assets based on their Federal tax basis treatment; temporary differences do not require reclassification. Dividends and distributions that exceed earnings and profit for tax purposes are reported for tax purposes as a return of capital.
3. ADVISORY FEES AND OTHER TRANSACTIONS WITH AFFILIATES
WTAM has overall responsibility for the general management and administration of the Trust. WTAM provides an investment program for each Fund. WTAM has arranged for Mellon Investments Corporation (“Mellon”) to provide sub-advisory services to the Funds, except for Emerging Markets Corporate Bond Fund, Interest Rate Hedged High Yield Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund and Yield Enhanced U.S. Short-Term Aggregate Bond Fund which are sub-advised by Voya Investment Management Co., LLC (“Voya”) and Enhanced Commodity Strategy Fund, Managed Futures Strategy Fund, PutWrite Strategy Fund and Target Range Fund which are sub-advised by Newton Investment Management North America, LLC (“Newton”). Mellon, Voya and Newton are compensated by WTAM at no additional cost to the Funds. WTAM also arranges for transfer agency, custody, fund accounting, fund administration, securities lending and all other non-distribution related services necessary for the Funds to operate, which are generally under separate agreements entered into between the Trust on behalf of the Funds and the applicable service provider. Under the investment advisory agreement for each Fund, WTAM agrees to pay all expenses of the Funds, except for certain expenses described in Note 2.
Pursuant to a separate contractual arrangement, as also described in Note 2, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees in exchange for a fee, accrued daily and paid monthly in arrears, of up to 0.0044% per annum of each Fund’s average daily net assets.
WTAM expects to receive annual advisory fees from each Fund, based on a percentage of the Fund’s average daily net assets, as shown in the following table:
| Fund | Advisory Fee Rate | ||||
U.S. Dollar Bullish Fund | 0.50 | % | |||
Chinese Yuan Strategy Fund | 0.45 | % | |||
Emerging Currency Strategy Fund | 0.55 | % | |||
Emerging Markets Corporate Bond Fund | 0.60 | % | |||
Emerging Markets Local Debt Fund | 0.55 | % | |||
Floating Rate Treasury Fund | 0.15 | % | |||
Interest Rate Hedged High Yield Bond Fund | 0.43 | % | |||
Interest Rate Hedged U.S. Aggregate Bond Fund | 0.23 | % | |||
Mortgage Plus Bond Fund | 0.45 | % | |||
Voya Yield Enhanced USD Universal Bond Fund1 | 0.15 | % | |||
Yield Enhanced U.S. Aggregate Bond Fund | 0.12 | % | |||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 0.12 | % | |||
Alternative Income Fund | 0.50 | % | |||
Efficient Gold Plus Equity Strategy Fund (consolidated) | 0.20 | % | |||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | 0.45 | % | |||
Enhanced Commodity Strategy Fund (consolidated) | 0.55 | % | |||
Managed Futures Strategy Fund (consolidated) | 0.65 | % | |||
PutWrite Strategy Fund | 0.44 | % | |||
Target Range Fund | 0.70 | % | |||
| 1 | Since the commencement of operations on February 7, 2023. |
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Notes to Financial Statements (continued)
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Transactions in shares of affiliated ETFs for the fiscal year or period ended August 31, 2023, as applicable, are included in an “Investment in Affiliates” supplementary table in each applicable Fund’s Schedule of Investments. For these transactions, WTAM voluntarily waives its advisory fees that it would otherwise charge, for each Fund’s investment in affiliated funds. The waivers may be reduced to offset the incremental costs related to these investments (e.g., fund accounting, safekeeping, transaction fees, etc.) that are paid by WTAM out of its advisory fee. The dollar amount of advisory fees waived during the period for the Funds, if any, are included in the Statement of Operations in “Expense waivers”.
WTAM and Voya IM collaborated on the creation of the Voya Yield Enhanced USD Universal Bond Fund (the “UNIY Fund”), which is designed, in part, to meet certain of the investment needs of the Voya Index Solution Portfolios (the “Voya Portfolios”). As such, the UNIY Fund expects the Voya Portfolios to be significant investors in the UNIY Fund, including, in particular, at the outset of the UNIY Fund’s operations. The UNIY Fund, Voya Portfolios, and their respective service providers will collectively coordinate the provision of investor services with respect to the shareholders of the Voya Portfolios. Voya Investments, LLC, an affiliate of Voya IM, and Voya IM serve as adviser and sub-adviser, respectively, to the Voya Portfolios. Due to the investment and servicing relationship between the UNIY Fund and the Voya Portfolios and their common sub-adviser, Voya IM, the UNIY Fund and Voya Portfolios are considered to be part of the “same group of investment companies” or “related funds” for purposes of the Investment Company Act of 1940 (the investment Company Act) and the rules thereunder. For the fiscal period ended August 31, 2023, the Voya Portfolios contributed securities (including accrued interest) and U.S. dollar cash to the UNIY Fund in the initial in-kind purchase transaction totaling $1,063,000,000.
WTAM and/or WisdomTree (collectively herein, “WT”) may from time to time own shares of a Fund. As of and for the fiscal year ended August 31, 2023, WT held shares of and received distributions from the following Funds, which were purchased through an unaffiliated broker in ordinary brokerage transactions in the secondary market in which the Funds’ shares trade:
| At August 31, 2023 | For the Fiscal Year Ended August 31, 2023 | ||||||||||||||||
| Fund | Fund Shares held by WT | Market Value of Fund Shares held by WT |
| Dividends and Distributions paid to WT on Fund Shares held by WT | |||||||||||||
Emerging Markets Local Debt Fund | 95 | $ | 2,610 | $ 128 | |||||||||||||
Floating Rate Treasury Fund | 793,458 | 39,942,676 | 1,228,988 | ||||||||||||||
Interest Rate Hedged High Yield Bond Fund | 163 | 3,469 | 297 | ||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | — | — | 2,582 | ||||||||||||||
Mortgage Plus Bond Fund | 29,222 | 1,251,870 | 42,180 | ||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund | 1,810 | 77,187 | 9,591 | ||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 228 | 10,628 | 3,653 | ||||||||||||||
PutWrite Strategy Fund | 185 | 5,911 | 564 | ||||||||||||||
Enhanced Commodity Strategy Fund (consolidated) | 179 | 3,226 | 700 | ||||||||||||||
Managed Futures Strategy Fund (consolidated) | 271 | 9,505 | 398 | ||||||||||||||
Target Range Fund | 55 | 1,239 | 5 | ||||||||||||||
During the fiscal period ended August 31, 2023, in connection with the organization of the UNIY Fund, a newly launched Fund, WTAM contributed $100 to the UNIY Fund in exchange for 2 shares of the UNIY Fund. Prior to August 31, 2023, WTAM redeemed the aforementioned shares as 2 shares of the UNIY Fund for proceeds of $99.
4. CAPITAL SHARE TRANSACTIONS
As of August 31, 2023, there were an unlimited number of $0.001 par value shares of beneficial interest authorized by the Trust. Shares are issued and redeemed by each Fund only in creation units or multiples thereof to an authorized participant (“AP”). Except when aggregated in creation units (“Creation Unit Aggregations”), shares of each Fund are not redeemable. Transactions in shares for each Fund are disclosed in detail in the Statements of Changes in Net Assets. The consideration for the purchase of creation units of a Fund generally consists of the in-kind contribution of a basket of securities (“Deposit Securities”) and/or an amount of cash (“Cash Component”). Creation Unit Aggregations may be created in advance of receipt by a Fund of all or a portion of the applicable Deposit Securities from APs. In these circumstances, the initial deposit received from the AP will have a value greater than the NAV of the applicable Fund’s shares on the date the order is placed in proper form since, in addition to available Deposit Securities, U.S. cash must be deposited by the AP in an amount equal to the sum of (i) the Cash Component, plus (ii) generally between 102%-110%, as directed by the Trust or WTAM, which the Trust or WTAM may change from time to time, of the market value of the undelivered Deposit Securities (the “Additional Cash Deposit”) with the Fund pending delivery of any missing Deposit
| 214 | WisdomTree Trust |
Notes to Financial Statements (continued)
Securities. The Fund will return any unused portion of the Additional Cash Deposit once all of the missing Deposit Securities have been properly received from the AP or purchased by the Fund. Amounts due to be returned to an AP as of August 31, 2023, if any, is shown in the Statements of Assets and Liabilities in “Payables: Deposit due to authorized participant”.
5. INVESTMENT PORTFOLIO TRANSACTIONS
Purchases and sales of investments (excluding purchases and sales resulting from in-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting from in-kind capital share transactions (excluding short-term investments) for the fiscal year or period ended August 31, 2023 are shown in the following table. Realized gains and losses on sales resulting from in-kind capital share redemptions, as shown on the Statements of Operations, are not recognized by the Funds for tax purposes.
| Non-U.S. Government Securities | U.S. Government Securities | In-kind Capital Share Transactions | ||||||||||||||||||||||
| Fund | Purchases | Sales | Purchases | Sales | Purchases | Sales | ||||||||||||||||||
U.S. Dollar Bullish Fund | $ | 10,827,294 | $ | 18,731,775 | $ | — | $ | — | $ | — | $ | — | ||||||||||||
Chinese Yuan Strategy Fund | — | 50,457 | — | — | — | — | ||||||||||||||||||
Emerging Currency Strategy Fund | — | — | — | — | — | — | ||||||||||||||||||
Emerging Markets Corporate Bond Fund | 61,831,280 | 59,718,760 | — | 195,452 | — | 11,500,057 | ||||||||||||||||||
Emerging Markets Local Debt Fund | 22,222,392 | 18,000,724 | — | — | 9,742,677 | 7,372,741 | ||||||||||||||||||
Floating Rate Treasury Fund | — | — | 27,032,468,109 | 23,019,776,803 | 8,266,607,526 | 2,352,349,230 | ||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund | 39,642,932 | 32,054,368 | — | — | 36,701,460 | 71,450,281 | ||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | 18,126,407 | 19,300,801 | 436,313,597 | 481,174,468 | 17,299,774 | 121,704,268 | ||||||||||||||||||
Mortgage Plus Bond Fund | 722,068 | 3,164,393 | 20,781,364 | 27,471,797 | — | — | ||||||||||||||||||
Voya Yield Enhanced USD Universal Bond Fund1 | 196,966,592 | 12,214,116 | 459,006,310 | 583,507,528 | 1,200,087,578 | 81,873,454 | ||||||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund | 219,327,188 | 76,290,903 | 807,856,510 | 944,548,209 | 221,563,526 | 236,168,112 | ||||||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 10,171,324 | 5,783,009 | 96,508,080 | 100,303,270 | 33,867,332 | 32,516,882 | ||||||||||||||||||
Alternative Income Fund | 3,417,561 | 3,488,282 | — | — | 4,161,946 | 1,492,997 | ||||||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | 1,185,402 | 1,160,772 | — | — | 6,254,859 | — | ||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | 1,267,030 | 1,053,350 | — | — | 989,260 | 2,152,334 | ||||||||||||||||||
Enhanced Commodity Strategy Fund (consolidated) | — | 5,553,471 | — | — | — | — | ||||||||||||||||||
Managed Futures Strategy Fund (consolidated) | 1,693,207 | 951,027 | — | — | — | — | ||||||||||||||||||
PutWrite Strategy Fund | 524,394 | 1,159,491 | — | — | — | — | ||||||||||||||||||
Target Range Fund | 10,717,179 | 338,762 | — | — | — | — | ||||||||||||||||||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
6. FEDERAL INCOME TAXES
At August 31, 2023, the cost of investments (including securities on loan, derivatives and TBA sale commitments) for Federal income tax purposes was as follows:
| Investments in Long Securities | Investments in TBA Sale Commitments and Financial Derivatives1 | |||||||||||||||||||||||||||||||||||
| Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net Unrealized (Depreciation) | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net Unrealized (Depreciation) | Total Net (Depreciation) | ||||||||||||||||||||||||||||
U.S. Dollar Bullish Fund | $ | 192,289,925 | $ | 14,156 | $ | (11,792 | ) | $ | 2,364 | $ | 164,436 | $ | (15,375 | ) | $ | 149,061 | $ | 151,425 | ||||||||||||||||||
Chinese Yuan Strategy Fund | 24,087,668 | 2,875 | (3,320 | ) | (445 | ) | — | — | — | (445 | ) | |||||||||||||||||||||||||
Emerging Currency Strategy Fund | 9,012,415 | 936 | (635 | ) | 301 | — | (73,598 | ) | (73,598 | ) | (73,297 | ) | ||||||||||||||||||||||||
Emerging Markets Corporate Bond Fund | 42,721,326 | 192,021 | (3,297,083 | ) | (3,105,062 | ) | — | — | — | (3,105,062 | ) | |||||||||||||||||||||||||
Emerging Markets Local Debt Fund | 110,445,423 | 1,955,740 | (11,723,580 | ) | (9,767,840 | ) | 30,854 | (35,521 | ) | (4,667 | ) | (9,772,507 | ) | |||||||||||||||||||||||
Floating Rate Treasury Fund | 17,963,442,826 | 8,127,944 | (2,912,230 | ) | 5,215,714 | — | — | — | 5,215,714 | |||||||||||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund | 177,918,248 | 424,560 | (15,577,454 | ) | (15,152,894 | ) | — | — | — | (15,152,894 | ) | |||||||||||||||||||||||||
| WisdomTree Trust | 215 |
Notes to Financial Statements (continued)
| Investments in Long Securities | Investments in TBA Sale Commitments and Financial Derivatives1 | |||||||||||||||||||||||||||||||||||
| Fund | Tax Cost | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net Unrealized (Depreciation) | Gross Unrealized Appreciation | Gross Unrealized Depreciation | Net Unrealized (Depreciation) | Total Net (Depreciation) | ||||||||||||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | $ | 220,646,288 | $ | 161,346 | $ | (16,906,287 | ) | $ | (16,744,941 | ) | $ | 1,070 | $ | (646 | ) | $ | 424 | $ | (16,744,517 | ) | ||||||||||||||||
Mortgage Plus Bond Fund | 28,172,025 | 8,161 | (2,780,670 | ) | (2,772,509 | ) | — | — | — | (2,772,509 | ) | |||||||||||||||||||||||||
Voya Yield Enhanced USD Universal Bond Fund | 1,157,757,623 | 1,057,743 | (36,745,614 | ) | (35,687,871 | ) | — | — | — | (35,687,871 | ) | |||||||||||||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund | 992,065,906 | 675,301 | (85,410,207 | ) | (84,734,906 | ) | 35,801 | (1,315 | ) | 34,486 | (84,700,420 | ) | ||||||||||||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 108,633,760 | 78,618 | (3,641,290 | ) | (3,562,672 | ) | — | — | — | (3,562,672 | ) | |||||||||||||||||||||||||
Alternative Income Fund | 14,376,648 | 403,552 | (1,359,242 | ) | (955,690 | ) | — | — | — | (955,690 | ) | |||||||||||||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)2 | 10,438,566 | 1,245,836 | (650,197 | ) | 595,639 | — | — | — | 595,639 | |||||||||||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 | 9,364,040 | 128,501 | (2,421,090 | ) | (2,292,589 | ) | — | — | — | (2,292,589 | ) | |||||||||||||||||||||||||
Enhanced Commodity Strategy Fund (consolidated)2 | 201,489,621 | 16,653 | (36,253,601 | ) | (36,236,948 | ) | — | — | — | (36,236,948 | ) | |||||||||||||||||||||||||
Managed Futures Strategy Fund (consolidated)2 | 215,703,030 | 18,761 | (80,606,606 | ) | (80,587,845 | ) | 330,144 | — | 330,144 | (80,257,701 | ) | |||||||||||||||||||||||||
PutWrite Strategy Fund | 96,658,451 | 15,614 | (3,380 | ) | 12,234 | 1,136,817 | — | 1,136,817 | 1,149,051 | |||||||||||||||||||||||||||
Target Range Fund | 57,553,468 | 3,035,784 | (1,021,758 | ) | 2,014,026 | 733,388 | (350,801 | ) | 382,587 | 2,396,613 | ||||||||||||||||||||||||||
| 1 | Certain financial derivatives may be considered section 1256 contracts under the Code. Each section 1256 contract held at the close of a taxable year shall be treated as sold for its fair market value on the last business day of such taxable year (and any realized gain and loss shall be taken into account for the taxable year). As such, the unrealized appreciation/(depreciation) for financial derivatives on a tax basis may not correspond to the unrealized appreciation/(depreciation) on a GAAP basis. The unrealized appreciation/(depreciation) for financial derivatives on a GAAP basis is located in the respective financial derivatives tables in each Fund’s Schedule of Investments. |
| 2 | “Tax Cost” under “Investments in Long Securities” is presented on a non-consolidated basis and includes the Parent Fund’s investment in the Subsidiary. “Gross Unrealized Depreciation” under “Investments in Long Securities” is presented on a non-consolidated basis and includes the tax-basis unrealized depreciation associated with the Parent Fund’s investment in the Subsidiary. |
At August 31, 2023, the components of total distributable earnings (loss) on a tax-basis were as follows:
| Fund | Undistributed Ordinary Income | Undistributed Capital and Other Losses | Net Unrealized (Depreciation) | Currency and Other Unrealized | Other Temporary Differences1 | Total Distributable Earnings (Loss) | ||||||||||||||||||
U.S. Dollar Bullish Fund | $ | 7,741,520 | $ | (27,838,061 | ) | $ | 2,364 | $ | 149,061 | $ | — | $ | (19,945,116 | ) | ||||||||||
Chinese Yuan Strategy Fund | 731,045 | (3,261,598 | ) | (445 | ) | (1 | ) | — | (2,530,999 | ) | ||||||||||||||
Emerging Currency Strategy Fund | 244,822 | (48,156,984 | ) | 301 | (73,598 | ) | — | (47,985,459 | ) | |||||||||||||||
Emerging Markets Corporate Bond Fund | 132,063 | (14,613,948 | ) | (3,105,062 | ) | (7 | ) | (99,402 | ) | (17,686,356 | ) | |||||||||||||
Emerging Markets Local Debt Fund | — | (31,717,094 | ) | (9,767,840 | ) | (142,612 | ) | — | (41,627,546 | ) | ||||||||||||||
Floating Rate Treasury Fund | 462,978 | (8,443,613 | ) | 5,215,714 | — | — | (2,764,921 | ) | ||||||||||||||||
Interest Rate Hedged High Yield Bond Fund | 184,057 | (13,405,207 | ) | (15,152,894 | ) | — | — | (28,374,044 | ) | |||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | 375,374 | (3,736,909 | ) | (16,744,941 | ) | 430 | (5,042 | ) | (20,111,088 | ) | ||||||||||||||
Mortgage Plus Bond Fund | 50,924 | (3,093,429 | ) | (2,772,509 | ) | — | — | (5,815,014 | ) | |||||||||||||||
Voya Yield Enhanced USD Universal Bond Fund | 1,148,015 | (6,731,531 | ) | (35,687,871 | ) | — | (31,515 | ) | (41,302,902 | ) | ||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund | 815,165 | (77,910,261 | ) | (84,734,906 | ) | 34,498 | — | (161,795,504 | ) | |||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 85,202 | (3,671,993 | ) | (3,562,672 | ) | (1 | ) | — | (7,149,464 | ) | ||||||||||||||
Alternative Income Fund | — | (1,260,400 | ) | (955,690 | ) | — | — | (2,216,090 | ) | |||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)2 | 261,112 | (97,136 | ) | 595,639 | — | — | 759,615 | |||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 | 504,533 | (738,421 | ) | (2,292,589 | ) | (407 | ) | — | (2,526,884 | ) | ||||||||||||||
Enhanced Commodity Strategy Fund (consolidated)2 | 3,848,649 | (331,811 | ) | (36,236,948 | ) | — | — | (32,720,110 | ) | |||||||||||||||
Managed Futures Strategy Fund (consolidated)2 | 5,886,936 | (15,154,732 | ) | (80,587,845 | ) | 303,951 | — | (89,551,690 | ) | |||||||||||||||
PutWrite Strategy Fund | — | (10,782,813 | ) | 12,234 | 1,136,817 | — | (9,633,762 | ) | ||||||||||||||||
Target Range Fund | 1,154,601 | (5,842,692 | ) | 2,014,026 | 382,587 | (741,419 | ) | (3,032,897 | ) | |||||||||||||||
| 1 | The treatment of certain income/expense items have been recognized for GAAP but disallowed for tax purposes. |
| 2 | “Net Unrealized Appreciation/(Depreciation)” is presented on a non-consolidated basis and includes the tax-basis unrealized depreciation associated with the Parent Fund’s investment in the Subsidiary. The total distributable earnings (loss) reported herein differs from the amount shown on the Statement of Assets and Liabilities due to the tax treatment of the wholly-owned foreign subsidiary. |
| 216 | WisdomTree Trust |
Notes to Financial Statements (continued)
The tax character of distributions paid during the fiscal years or periods ended August 31, 2023 and August 31, 2022, was as follows:
| Year Ended August 31, 2023 | Year Ended August 31, 2022 | |||||||||||||||||||||||
| Fund | Distributions Paid from Ordinary Income* | Distributions Paid from Long-Term Capital Gains | Distributions Paid from Return of Capital | Distributions Paid from Ordinary Income* | Distributions Paid from Long-Term Capital Gains | Distributions Paid from Return of Capital | ||||||||||||||||||
U.S. Dollar Bullish Fund | $ | 14,550,126 | $ | 15,639,238 | $ | — | $ | — | $ | — | $ | — | ||||||||||||
Chinese Yuan Strategy Fund | 230,769 | — | — | 860,439 | 1,577,367 | — | ||||||||||||||||||
Emerging Currency Strategy Fund | 67,060 | — | — | — | — | — | ||||||||||||||||||
Emerging Markets Corporate Bond Fund | 2,011,150 | — | — | 2,111,000 | — | — | ||||||||||||||||||
Emerging Markets Local Debt Fund | 2,924,159 | — | 1,992,841 | 1,932,000 | — | 3,377,500 | ||||||||||||||||||
Floating Rate Treasury Fund | 659,924,572 | 47,249 | — | 39,230,685 | — | — | ||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund | 9,529,600 | — | — | 8,977,500 | — | — | ||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | 15,783,247 | 13,378,701 | — | 5,628,375 | — | — | ||||||||||||||||||
Mortgage Plus Bond Fund | 734,000 | — | — | 544,800 | — | — | ||||||||||||||||||
Voya Yield Enhanced USD Universal Bond Fund1 | 26,966,060 | — | — | — | — | — | ||||||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund | 31,267,800 | — | — | 22,353,395 | 451,609 | — | ||||||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 2,170,000 | — | — | 1,584,062 | 504 | — | ||||||||||||||||||
Alternative Income Fund | 1,097,180 | — | 214,620 | 648,674 | 3,055 | 119,461 | ||||||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | 29,464 | — | — | – | 2 | – | 2 | – | 2 | |||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | 108,732 | — | — | – | 3 | – | 3 | – | 3 | |||||||||||||||
Enhanced Commodity Strategy Fund (consolidated) | 47,895,505 | — | — | 18,086,292 | — | — | ||||||||||||||||||
Managed Futures Strategy Fund (consolidated) | 6,642,066 | — | — | 18,766,008 | — | — | ||||||||||||||||||
PutWrite Strategy Fund | 3,506,281 | — | 5,830,787 | — | — | — | ||||||||||||||||||
Target Range Fund | 255,407 | — | — | – | 4 | – | 4 | – | 4 | |||||||||||||||
| * | Includes short-term capital gains, if any. |
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
| 2 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
| 3 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
| 4 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
At August 31, 2023, for Federal tax purposes, the Funds have capital loss carryforwards available to offset future capital gains as indicated in the following table. The loss carryforward amounts do not have an expiration date and, therefore, can be carried forward indefinitely until utilized. To the extent that these loss carryforwards are utilized, capital gains so offset will not be distributed to shareholders.
| Fund | Short-Term | Long-Term | Capital Loss Available Total | |||||||||
U.S. Dollar Bullish Fund | $ | — | $ | — | $ | — | ||||||
Chinese Yuan Strategy Fund | 1,310,502 | 1,951,096 | 3,261,598 | |||||||||
Emerging Currency Strategy Fund | 30,985,525 | 17,171,459 | 48,156,984 | |||||||||
Emerging Markets Corporate Bond Fund | 1,251,742 | 13,362,206 | 14,613,948 | |||||||||
Emerging Markets Local Debt Fund | 11,726,482 | 16,373,537 | 28,100,019 | |||||||||
Floating Rate Treasury Fund | 7,614,863 | 828,750 | 8,443,613 | |||||||||
Interest Rate Hedged High Yield Bond Fund | 4,641,351 | 8,763,856 | 13,405,207 | |||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | — | — | — | |||||||||
Mortgage Plus Bond Fund | 1,837,669 | 1,255,760 | 3,093,429 | |||||||||
Voya Yield Enhanced USD Universal Bond Fund | 2,541,711 | 4,189,820 | 6,731,531 | |||||||||
Yield Enhanced U.S. Aggregate Bond Fund | 38,000,556 | 39,909,705 | 77,910,261 | |||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 1,915,603 | 1,756,390 | 3,671,993 | |||||||||
Alternative Income Fund | 844,355 | 416,045 | 1,260,400 | |||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | 86,796 | 10,340 | 97,136 | |||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | 651,256 | 87,165 | 738,421 | |||||||||
Enhanced Commodity Strategy Fund (consolidated) | 331,811 | — | 331,811 | |||||||||
Managed Futures Strategy Fund (consolidated) | 7,451,701 | 7,703,031 | 15,154,732 | |||||||||
PutWrite Strategy Fund | — | 10,782,813 | 10,782,813 | |||||||||
Target Range Fund | 5,842,692 | — | 5,842,692 | |||||||||
| WisdomTree Trust | 217 |
Notes to Financial Statements (continued)
Capital losses incurred after October 31 (“post-October capital losses”) and late year ordinary losses incurred after December 31 within the taxable year are deemed to arise on the first business day of each Fund’s next taxable year.
During the fiscal year or period ended August 31, 2023, the following Funds incurred and will elect to defer post-October capital losses and late year ordinary losses as follows:
| Fund | Short-Term Capital Losses | Long-Term Post-October Capital Losses | Late Year | |||||||||
U.S. Dollar Bullish Fund | $ | 11,310,217 | $ | 16,527,844 | $ | — | ||||||
Chinese Yuan Strategy Fund | — | — | — | |||||||||
Emerging Currency Strategy Fund | — | — | — | |||||||||
Emerging Markets Corporate Bond Fund | — | — | — | |||||||||
Emerging Markets Local Debt Fund | — | — | 3,617,075 | |||||||||
Floating Rate Treasury Fund | — | — | — | |||||||||
Interest Rate Hedged High Yield Bond Fund | — | — | — | |||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | (1,126,069 | ) | 4,862,978 | — | ||||||||
Mortgage Plus Bond Fund | — | — | — | |||||||||
Voya Yield Enhanced USD Universal Bond Fund1 | — | — | — | |||||||||
Yield Enhanced U.S. Aggregate Bond Fund | — | — | — | |||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | — | — | — | |||||||||
Alternative Income Fund | — | — | — | |||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | — | — | — | |||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | — | — | — | |||||||||
Enhanced Commodity Strategy Fund (consolidated) | — | — | — | |||||||||
Managed Futures Strategy Fund (consolidated) | — | — | — | |||||||||
PutWrite Strategy Fund | — | — | — | |||||||||
Target Range Fund | — | — | — | |||||||||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
During the fiscal year or period ended August 31, 2023, the amount of capital loss carryforwards used to offset realized gains are shown in the following table:
| Fund | Utilized Capital Loss Carryforward | |||
U.S. Dollar Bullish Fund | $ | — | ||
Chinese Yuan Strategy Fund | — | |||
Emerging Currency Strategy Fund | 440,383 | |||
Emerging Markets Corporate Bond Fund | — | |||
Emerging Markets Local Debt Fund | — | |||
Floating Rate Treasury Fund | — | |||
Interest Rate Hedged High Yield Bond Fund | 1,547,993 | |||
Interest Rate Hedged U.S. Aggregate Bond Fund | — | |||
Mortgage Plus Bond Fund | — | |||
Voya Yield Enhanced USD Universal Bond Fund1 | — | |||
Yield Enhanced U.S. Aggregate Bond Fund | — | |||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | — | |||
Alternative Income Fund | — | |||
Efficient Gold Plus Equity Strategy Fund (consolidated) | — | |||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | — | |||
Enhanced Commodity Strategy Fund (consolidated) | — | |||
Managed Futures Strategy Fund (consolidated) | 1,223,239 | |||
PutWrite Strategy Fund | 4,965,420 | |||
Target Range Fund | — | |||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
| 218 | WisdomTree Trust |
Notes to Financial Statements (continued)
At August 31, 2023, the effect of permanent “book/tax” reclassifications resulted in increases (decreases) to the components of net assets as shown in the following table. The reclassifications are primarily due to differences in the book/tax treatment of income from each applicable foreign Subsidiary, redemptions in-kind and net operating losses.
| Fund | Total Distributable Earnings (Loss) | Paid-in Capital | ||||||
U.S. Dollar Bullish Fund | $ | — | $ | — | ||||
Chinese Yuan Strategy Fund | — | — | ||||||
Emerging Currency Strategy Fund | — | — | ||||||
Emerging Markets Corporate Bond Fund | 741,131 | (741,131 | ) | |||||
Emerging Markets Local Debt Fund | 486,216 | (486,216 | ) | |||||
Floating Rate Treasury Fund | (1,521,690 | ) | 1,521,690 | |||||
Interest Rate Hedged High Yield Bond Fund | 6,376,491 | (6,376,491 | ) | |||||
Interest Rate Hedged U.S. Aggregate Bond Fund | 5,390,549 | (5,390,549 | ) | |||||
Mortgage Plus Bond Fund | — | — | ||||||
Voya Yield Enhanced USD Universal Bond Fund | 224,044 | (224,044 | ) | |||||
Yield Enhanced U.S. Aggregate Bond Fund | 21,082,142 | (21,082,142 | ) | |||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 2,150,132 | (2,150,132 | ) | |||||
Alternative Income Fund | (17,606 | ) | 17,606 | |||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | (320,639 | ) | 320,639 | |||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | (689,669 | ) | 689,669 | |||||
Enhanced Commodity Strategy Fund (consolidated) | 39,126,227 | (39,126,227 | ) | |||||
Managed Futures Strategy Fund (consolidated) | (2,695,086 | ) | 2,695,086 | |||||
PutWrite Strategy Fund | — | — | ||||||
Target Range Fund | — | — | ||||||
GAAP provides guidance on tax provisions that prescribe a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Foreign withholding taxes, as applicable, are accrued based on each Fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Foreign withholding taxes are accrued and applied to foreign income, net realized capital gains and net unrealized appreciation, as applicable, as the foreign income is earned or capital gains and unrealized appreciation are recorded. The dollar amount of applicable foreign withholding taxes on foreign income is included in the Statements of Operations in “Less: Foreign withholding taxes”, the foreign capital gains tax applicable on the disposal of securities is included in the Statements of Operations in “Net realized gain (loss) from investment transactions” and the dollar amount of deferred foreign capital gains tax applicable on the unrealized appreciation on securities held is included in the Statements of Operations in “Net increase (decrease) in unrealized appreciation/depreciation from investment transactions”. The Funds record a foreign tax reclaim receivable on the ex-dividend date if the tax reclaim is “more likely than not” to be sustained assuming examination by tax authorities. This determination is based on, among other things, a jurisdiction’s legal obligation to pay reclaims as well as payment history and market convention. Foreign tax reclaims that have been recorded but not yet received are shown on the Statements of Liabilities in “Receivables: Foreign tax reclaims”.
As of and during the fiscal year or period ended August 31, 2023, the Funds did not have any liabilities for unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in the future. If applicable, the Funds will recognize interest accrued related to unrecognized tax benefits in interest expense and penalties in “Other” expenses on the Statements of Operations. The Funds file tax returns with the Internal Revenue Service, the State of New York, and various other states. Specific to U.S. federal and state taxes, generally, each of the tax years in the four-year period ended August 31, 2023, remains subject to examination by taxing authorities. Specific to foreign countries in which the Funds invest, all open tax years remain subject to examination by taxing authorities in the respective jurisdictions.
7. RECENT REGULATORY UPDATE
The fair valuation Rule 2a-5 went into effect on September 8, 2022. The Rule sets forth requirements for determining the fair value of portfolio securities and establishes a framework focused on process, testing and oversight. The Rule allows fund boards to designate a valuation designee responsible for performing fair value determinations in good faith. WTAM has been designated as the Valuation Designee for the Funds and is responsible for assessing material risks, establishing fair value methodologies, testing the appropriateness and accuracy of the methodologies and overseeing third-party pricing vendors. Under the new fair valuation
| WisdomTree Trust | 219 |
Notes to Financial Statements (continued)
policies, WTAM is responsible for regular quarterly reporting of any material fair valuation matter, annual reporting on the adequacy of the Valuation Designee’s processes, and the prompt notification to the board of any material impact of the fair value process on portfolio investments.
8. RECENT ACCOUNTING PRONOUNCEMENT
In June 2022, the FASB issued Accounting Standards Update No. 2022-03 (“ASU 2022-03”), Fair Value Measurement (Topic 820)—Fair Value Measurement of Equity Securities Subject to Contractual Sales Restrictions. The amendments in ASU 2022-03 clarify that a contractual restriction on a sale of an equity security is not considered a part of the unit of account of the equity security and, therefore, is not considered in measuring fair value. The amendments also clarify that an entity cannot, as a separate unit of account, recognize and measure a contractual sale restriction. The amendments in ASU 2022-03 also require the following disclosures for equity securities subject to contractual sale restrictions: (i) the fair value of equity securities subject to contractual sale restrictions reflected in the balance sheet, (ii) the nature and remaining duration of the restriction(s), and (iii) the circumstances that could cause a lapse in the restriction(s). The amendments in ASU 2022-03 are effective for fiscal years beginning after December 15, 2023, and interim periods within those fiscal years for public business entities (early adoption is also permitted). WTAM has evaluated ASU 2022-03 and determined that the adoption of ASU 2022-03 will not have a significant impact on the Trust’s financial statements and related disclosures.
9. SUBSEQUENT EVENT
At the recommendation of WTAM, the investment adviser of WisdomTree Chinese Yuan Strategy Fund (the “Fund”), after continued review of the product lineup and anticipated limited future prospect of investor demand for the Fund, among other considerations, the Board of Trustees determined to close and liquidate the Fund. After the close of business on October 20, 2023, the Fund will no longer accept creation orders. The last day of secondary market trading of the Fund shares will also be October 20, 2023. Shareholders are able to sell Fund shares through a broker in the standard manner through this date. Customary brokerage charges may apply to such transactions. When the Fund commences liquidation of its portfolio, which is anticipated to occur on or around October 23, 2023, but may occur before October 23, 2023, the liquidation process will result in the Fund increasing its cash holdings and deviating from the investment objective and strategies stated in its prospectus. It is anticipated that shareholders remaining in the Fund after the last day of trading will have their shares redeemed automatically on or around October 30, 2023 and will receive cash through their broker or other applicable financial intermediary thereafter in an amount equal to the net asset value of their shares as calculated on October 27, 2023. This amount is expected to include any accrued capital gains and dividends. Shareholders remaining in the Fund and that receive cash will not be charged any transaction fee by the Fund. Whether shareholders sell their shares or are automatically redeemed as described above, shareholders will generally recognize a capital gain (or loss) equal to the amount received for their shares above (or below) the adjusted cost basis in such shares.
10. ADDITIONAL INFORMATION
The Board authorized a two-for-one share split for the Interest Rate Hedged U.S. Aggregate Bond Fund, effective after the close of trading on August 9, 2023, for the shareholders of record on August 7, 2023. The share split increased the number of shares outstanding and decreased the net asset value per share by a factor of two. The share split did not change the total value of a shareholder’s investment. The shares outstanding, NAV per share and other per share information have been updated in the accompanying financial statements and financial highlights to reflect the effect of the share split.
* * * * * *
Russia’s military invasion of Ukraine initiated in February 2022 and the economic and diplomatic responses by the United States and other countries have led to increased volatility and uncertainty in the financial markets and could continue to adversely affect regional and global economies for the foreseeable future. In response to Russia’s actions, the governments of the United States, the European Union, the United Kingdom, and many other countries collectively imposed heavy and broad-ranging economic sanctions on certain Russian individuals, corporate and banking entities, and other industries and businesses. The sanctions restrict companies from doing business with Russia and Russian companies, prohibit transactions with the Russian central bank and other key Russian financial institutions and entities, ban Russian airlines and ships from using many other countries’ airspace and ports, respectively, and place a freeze on certain Russian assets. The sanctions also removed some Russian banks from the Society for Worldwide Interbank Financial Telecommunications (SWIFT), the electronic network that connects banks globally to facilitate cross-border payments. In addition, the United States has banned oil and other energy imports from Russia, as well as other popular Russian exports, such as diamonds, seafood and vodka. The European Union, the United Kingdom and other countries have also placed restrictions on certain oil, energy and luxury goods imports from Russia.
| 220 | WisdomTree Trust |
Notes to Financial Statements (concluded)
These sanctions, as well as other economic consequences related to the invasion, such as additional sanctions, boycotts, changes in consumer or purchaser preferences, or cyberattacks on governments, companies or individuals, may further decrease the value and liquidity of certain Russian securities as well as securities of issuers in other countries that are subject to or otherwise adversely affected by economic sanctions related to Russia’s invasion of Ukraine, including Russian counter measures. To the extent a Fund has exposure to Russian investments or investments in countries affected by the invasion or the sanctions, the Fund’s ability to price, buy, sell, receive or deliver, or receive dividends and interest payments on such investments may be impaired. In certain circumstances, such as when there is no market for a security or other means of valuing or disposing of a security, a Fund may determine to value the affected security at zero. In addition, any exposure a Fund may have to counterparties in Russia or in countries affected by the invasion could negatively affect the Fund’s portfolio. The extent and duration of Russia’s military actions and the repercussions of such actions are impossible to predict, but could result in continued significant market disruptions, including in the oil and natural gas markets, and may negatively affect global supply chains, inflation and global growth. Further, san escalation of the military conflict beyond Ukraine’s borders could result in significant, long-lasting damage to the economies of Eastern and Western Europe as well as the global economy. These and any related events could significantly and adversely affect a Fund’s performance and the value of an investment in the Fund, even in the absence of direct exposure to Russian issuers or issuers in other countries affected by the invasion.
* * * * * *
Financial markets around the world may experience extreme volatility, depressed valuations, decreased liquidity and heightened uncertainty and turmoil resulting from major cybersecurity events, geopolitical events (including wars, such as Russia’s invasion of Ukraine, terror attacks, and disruptions to foreign economic and trade relationships), public health emergencies, such as the COVID-19 pandemic, measures to address budget deficits, downgrading of sovereign debt, and public sentiment, among other events. Resulting market volatility, dramatic changes to interest rates, and otherwise unfavorable economic conditions may negatively impact Fund performance or impair a Fund’s ability to achieve its investment objective.
In March 2023, the financial distress of certain financial institutions raised economic concerns over disruption in the U.S. banking system and regarding the solvency of certain financial services firms. There can be no certainty that the actions taken by the U.S. government to strengthen public confidence in the U.S. banking system will be effective in mitigating the effects of financial institution failures on the economy and restoring public confidence in the U.S. banking system.
* * * * * *
Raising the ceiling on U.S. government debt has become increasingly politicized. Any failure to increase the total amount that the U.S. government is authorized to borrow could lead to a default on U.S. government obligations, with unpredictable consequences for economies and markets in the U.S. and elsewhere. On August 1, 2023, Fitch Ratings, Inc. downgraded its U.S. debt rating from the highest AAA rating to AA+, citing “a high and growing general government debt burden, and the erosion of governance relative to ‘AA’ and ‘AAA’ rated peers over the last two decades that has manifested in repeated debt limit standoffs and last-minute resolutions.” The impacts, if any, of the downgrade on financial markets are unknown at this time. The downgrade has potential market impacts, including but not limited to, steep stock market declines and rising bond yields.
| WisdomTree Trust | 221 |
Report of Independent Registered Public Accounting Firm
To the Shareholders of WisdomTree Bloomberg U.S. Dollar Bullish Fund, WisdomTree Chinese Yuan Strategy Fund, WisdomTree Emerging Currency Strategy Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Emerging Markets Local Debt Fund, WisdomTree Floating Rate Treasury Fund, WisdomTree Interest Rate Hedged High Yield Bond Fund, WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund, WisdomTree Mortgage Plus Bond Fund, WisdomTree Voya Yield Enhanced USD Universal Bond Fund, WisdomTree Yield Enhanced U.S. Aggregate Bond Fund, WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund, WisdomTree Alternative Income Fund, WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund, WisdomTree Managed Futures Strategy Fund, WisdomTree PutWrite Strategy Fund (formerly, WisdomTree CBOE S&P 500 PutWrite Strategy Fund), and WisdomTree Target Range Fund, and the Board of Trustees of WisdomTree Trust
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) of WisdomTree Bloomberg U.S. Dollar Bullish Fund, WisdomTree Chinese Yuan Strategy Fund, WisdomTree Emerging Currency Strategy Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Emerging Markets Local Debt Fund, WisdomTree Floating Rate Treasury Fund, WisdomTree Interest Rate Hedged High Yield Bond Fund, WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund, WisdomTree Mortgage Plus Bond Fund, WisdomTree Voya Yield Enhanced USD Universal Bond Fund, WisdomTree Yield Enhanced U.S. Aggregate Bond Fund, WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund, WisdomTree Alternative Income Fund, WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund, WisdomTree Managed Futures Strategy Fund, WisdomTree PutWrite Strategy Fund (formerly, WisdomTree CBOE S&P 500 PutWrite Strategy Fund) and WisdomTree Target Range Fund (collectively referred to as the “Funds”), (nineteen of the funds constituting WisdomTree Trust (the “Trust”)), including the schedules of investments (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund), as of August 31, 2023, and the related statements of operations and changes in net assets (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund), and the financial highlights (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) for each of the periods indicated in the table below and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) of each of the Funds (nineteen of the funds constituting WisdomTree Trust) at August 31, 2023, and the results of their operations (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund), changes in net assets (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) and financial highlights (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) for each of the periods indicated in the table below, in conformity with U.S. generally accepted accounting principles.
| Individual fund constituting the WisdomTree Trust | Statement of operations | Statements of changes in net assets | Financial highlights | |||
WisdomTree Bloomberg U.S. Dollar Bullish Fund WisdomTree Chinese Yuan Strategy Fund WisdomTree Emerging Currency Strategy Fund WisdomTree Emerging Markets Corporate Bond Fund WisdomTree Emerging Markets Local Debt Fund WisdomTree Floating Rate Treasury Fund WisdomTree Interest Rate Hedged High Yield Bond Fund WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund WisdomTree Yield Enhanced U.S. Aggregate Bond Fund WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund WisdomTree Managed Futures Strategy Fund WisdomTree PutWrite Strategy Fund (formerly, WisdomTree CBOE | For the year ended August 31, 2023 | For each of the two years in the period ended August 31, 2023 | For each of the five years in the period ended August 31, 2023 | |||
| 222 | WisdomTree Trust |
Report of Independent Registered Public Accounting Firm (concluded)
| Individual fund constituting the WisdomTree Trust | Statement of operations | Statements of changes in net assets | Financial highlights | |||
WisdomTree Mortgage Plus Bond Fund | For the year ended August 31, 2023 | For each of the two years in the period ended August 31, 2023 | For each of the three years in the period ended August 31, 2023 and the period from November 14, 2019 (commencement of operations) through August 31, 2020 | |||
WisdomTree Voya Yield Enhanced USD Universal Bond Fund | For the period from February 7, 2023 (commencement of operations) through August 31, 2023 | |||||
WisdomTree Alternative Income Fund | For the year ended August 31, 2023 | For each of the two years in the period ended August 31, 2023 | For each of the two years in the period ended August 31, 2023 and the period from May 6, 2021 (commencement of operations) through August 31, 2021 | |||
WisdomTree Efficient Gold Plus Equity Strategy Fund | For the year ended August 31, 2023 | For the year ended August 31, 2023 and the period from March 17, 2022 (commencement of operations) through August 31, 2022 | ||||
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | For the year ended August 31, 2023 | For the year ended August 31, 2023 and the period from December 16, 2021 (commencement of operations) through August 31, 2022 | ||||
WisdomTree Enhanced Commodity Strategy Fund | For the year ended August 31, 2023 | For each of the two years in the period ended August 31, 2023 | For each of the two years in the period ended August 31, 2023, the period from December 19, 2020 through August 31, 2021, the period from January 1, 2020 through December 18, 2020 and each of the two years in the period ended December 31, 2019 | |||
WisdomTree Target Range Fund | For the year ended August 31, 2023 | For the year ended August 31, 2023 and the period from October 7, 2021 (commencement of operations) through August 31, 2022 | ||||
Basis for Opinion
These financial statements are the responsibility of the Trust’s management. Our responsibility is to express an opinion on each of the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Trust in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Trust is not required to have, nor were we engaged to perform, an audit of the Trust’s internal control over financial reporting. As part of our audits, we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Trust’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our procedures included confirmation of securities owned as of August 31, 2023, by correspondence with the custodian, brokers and others; when replies were not received from brokers, we performed other auditing procedures. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
We have served as the auditor of one or more WisdomTree investment companies since 2006.
New York, New York
October 30, 2023
| WisdomTree Trust | 223 |
Liquidity Risk Management Program (unaudited)
The Funds adopted a liquidity risk management program (the “Program”) pursuant to the requirements of Rule 22e-4 (the “Rule”) under the Investment Company Act of 1940, as amended. The Rule requires registered open-end funds, including exchange-traded funds such as the Funds, to establish liquidity risk management programs in order to effectively manage fund liquidity and shareholder redemptions. The Rule is designed to mitigate the risk that a Fund could not meet redemption requests without significantly diluting the interest of remaining investors. The Board has appointed WisdomTree Asset Management, Inc., the investment advisor to the Funds, as the Program Administrator for each Fund’s Program.
The Rule requires the Funds to assess, manage and review their liquidity risk at least annually considering applicable factors such as investment strategy and liquidity during normal and foreseeable stressed conditions, including whether the strategy is appropriate for an open-ended fund and whether the Fund has a relatively concentrated portfolio or large positions in particular issuers. The Funds must also assess their use of borrowings and derivatives, short-term and long-term cash flow projections in normal and stressed conditions, holdings of cash and cash equivalents, and borrowing arrangements and other funding sources.
The Rule also requires the Funds to classify their investments into one of four liquidity categories: highly liquid, moderately liquid, less liquid or illiquid based on the number of days a Fund expects it would take to liquidate the investment, and to review these classifications at least monthly or more often under certain conditions. The periods range from three or fewer business days for a highly liquid investment to greater than seven calendar days for settlement of a less liquid investment. Illiquid investments are those a Fund does not expect to be able to sell or dispose of within seven calendar days without significantly changing the market value of the investment. A Fund is prohibited from acquiring an investment if, after the acquisition, its holdings of illiquid assets will exceed 15% of its net assets. In addition, if a Fund permits redemptions in-kind, the Rule requires the Fund to establish redemption in-kind policies and procedures governing how and when it will engage in such redemptions.
Pursuant to the Rule’s requirements, the Program has been reviewed and approved by the Fund’s Board. Furthermore, the Board has received a written report prepared by the Program Administrator that addresses the operation of the Program, assesses its adequacy and effectiveness and describes any material changes made to the Program. The Program Administrator has monitored the Fund’s liquidity risk and the liquidity classifications of the securities held by the Fund and has determined that the Program is operating effectively.
During the period from January 1, 2022 to December 31, 2022, there were no material changes to the Program and no material liquidity events that impacted the Funds. During the period, the Funds held sufficient highly liquid assets to meet fund redemptions.
Under normal expected foreseeable Fund redemption forecasts and foreseeable stressed Fund redemption forecasts, the Program Administrator believes that the Funds maintain sufficient highly liquid assets to meet Fund redemptions.
| 224 | WisdomTree Trust |
Trustees and Officers Information (unaudited)
Name | Position(s) Held with the Trust, Term of Office and Length | Principal Occupation(s) During Past 5 Years | Number of Portfolios in Fund Complex Overseen by Trustee/ Officer+ | Other Directorships Held by Trustee | ||||||
| Trustees Who Are Interested Persons of the Trust | ||||||||||
| Jonathan Steinberg (1964) | Trustee, 2005- present; President, 2005-present | Chief Executive Officer, WisdomTree Investments and WisdomTree Asset Management since 2005; President, WisdomTree Investments and WisdomTree Asset Management from 2012 to 2019. | 80 | Director, WisdomTree Investments and WisdomTree Asset Management. | ||||||
| Trustees Who Are Not Interested Persons of the Trust | ||||||||||
| David G. Chrencik1 (1948) | Trustee, 2014-present | Chief Financial Officer of Sarus Indochina Select LP (hedge fund) since 2012; Chief Financial Officer of GeoGreen BioFuels, Inc. (biodiesel fuel producer) from 2010 to 2014; Audit Partner at PricewaterhouseCoopers LLP (public accounting firm) from 1972 to 2009 (includes positions prior to becoming Audit Partner and predecessor firms). | 80 | None | ||||||
| Joel Goldberg2,3 (1945) | Trustee, 2012-present | Attorney, Partner at Stroock & Stroock & Lavan LLP from 2010 to 2018; Attorney, Partner at Willkie Farr & Gallagher LLP from 2006 to 2010. | 80 | Director, Better Business Bureau (Metropolitan New York, Long Island and the Mid-Hudson Region). | ||||||
| Toni Massaro3 (1955) | Trustee, 2006-present | Dean Emerita at the University of Arizona James E. Rogers College of Law (“Rogers College of Law”) since 2009 (distinguished Emerita in July 2009); Dean of the Rogers College of Law from 1999 to 2009; Regents’ Professor since 2006; Milton O. Riepe Chair in Constitutional Law since 1997; Professor at the Rogers College of Law since 1990. | 80 | None | ||||||
Melinda A. (1955) | Trustee, 2014-present | Retired since 2004, Merrill Lynch Investment Management, Vice President; Senior Portfolio Manager, Fixed Income Management; Director, Tax Exempt Fund Management. | 80 | Associate Alumnae of Douglass College, Chair of Investment Committee. | ||||||
| Victor Ugolyn (1947) | Trustee, 2006-present; Chairman of the Board, 2006-present | Private Investor, from 2005 to present; President and Chief Executive Officer of William D. Witter, Inc. from 2005 to 2006; Consultant to AXA Enterprise in 2004; Chairman, President and Chief Executive Officer of Enterprise Capital Management (subsidiary of The MONY Group, Inc.) and Enterprise Group of Funds, Chairman of MONY Securities Corporation, and Chairman of the Fund Board of Enterprise Group of Funds from 1991 to 2004. | 80 | None | ||||||
| WisdomTree Trust | 225 |
Trustees and Officers Information (unaudited) (concluded)
Name | Position(s) Held with the Trust, Term of Office and Length | Principal Occupation(s) During Past 5 Years | Number of Portfolios in Fund Complex Overseen by Trustee/ Officer+ | Other Directorships Held by Trustee | ||||||
| Officers of the Trust | ||||||||||
Jonathan (1964) | President, 2005- present; Trustee, 2005-present | Chief Executive Officer, WisdomTree Investments and WisdomTree Asset Management since 2005; President, WisdomTree Investments and WisdomTree Asset Management from 2012 to 2019. | 80 | See Interested Trustees table above. | ||||||
David Castano5 (1971) | Treasurer, 2013-present | Head of Fund Accounting & Administration, WisdomTree Asset Management, since 2020; Director of Fund Accounting & Administration, WisdomTree Asset Management, 2011 to 2020. | 80 | None | ||||||
Terry Jane Feld5 (1960) | Chief Compliance Officer, 2012-present | Head of U.S. Compliance, WisdomTree Asset Management since 2022; Chief Compliance Officer WisdomTree Asset Management since 2012. | 80 | None | ||||||
Joanne Antico5 (1975) | Chief Legal Officer and Secretary, 2021-present | General Counsel, WisdomTree Asset Management since 2021; Assistant General Counsel, WisdomTree Asset Management 2016 to 2021; Executive Director and Assistant Secretary, Morgan Stanley Investment Management Inc., 2005 to 2016. | 80 | None | ||||||
TJ Darnowski5 (1984) | Assistant Secretary, 2021-present | Senior Investment Management Paralegal, WisdomTree Asset Management since 2021; Senior Legal Administrator, Ultimus Fund Solutions, 2019-2021; Assistant Vice President, State Street Bank & Trust Company, 2010 to 2019. | 80 | None | ||||||
Clint Martin5 (1977) | Assistant Treasurer, 2015-present | Director of Fund Accounting & Administration, WisdomTree Asset Management, since 2020; Fund Manager, Fund Accounting & Administration, WisdomTree Asset Management, 2012 to 2020. | 80 | None | ||||||
Angela Borreggine5 (1964) | Assistant Secretary, 2021-present | Assistant General Counsel, WisdomTree Asset Management since 2022; Vice President and Senior Counsel, Virtus Investment Partners, 2021-2022; Director, Senior Counsel, Allianz Global Investors, 2007-2021. | 80 | None | ||||||
Sherry Scarvey5 (1967) | Assistant Secretary, 2023-present | Senior Investment Management Paralegal, WisdomTree Asset Management since 2023; Senior Legal Analyst, Eagle Point Credit Management, LLC, 2021-2023; Senior Legal Analyst Jennison & Associates LLC 2019-2021; Senior Legal Specialist, Legg Mason & Co. LLC 2005-2019. | 80 | None | ||||||
| + | As of August 31, 2023. |
| 1 | Chair of the Audit Committee. |
| 2 | Chair of the Contracts Review Committee. |
| 3 | Co-Chair of the Governance, Nominating and Compliance Committee. |
| 4 | Chair of the Investment Committee. |
| 5 | Elected by and serves at the pleasure of the Board. |
| 226 | WisdomTree Trust |
Supplemental Information (unaudited)
Federal Income Tax Information
The following Federal tax information related to the Funds’ fiscal year or period ended August 31, 2023, is provided for information purposes only and should not be used for reporting to federal or state revenue agencies. Federal tax information for the calendar year will be reported to you on Form 1099-DIV in January 2024.
The Funds designate the following amount of ordinary income distributions paid during the fiscal year or period ended August 31, 2023 from qualified short-term gains and qualified interest income:
| Fund | Qualified Dividend Income | |||
U.S. Dollar Bullish Fund | $ | — | ||
Chinese Yuan Strategy Fund | — | |||
Emerging Currency Strategy Fund | — | |||
Emerging Markets Corporate Bond Fund | — | |||
Emerging Markets Local Debt Fund | — | |||
Floating Rate Treasury Fund | — | |||
Interest Rate Hedged High Yield Bond Fund | — | |||
Interest Rate Hedged U.S. Aggregate Bond Fund | — | |||
Mortgage Plus Bond Fund | — | |||
Voya Yield Enhanced USD Universal Bond Fund1 | — | |||
Yield Enhanced U.S. Aggregate Bond Fund | — | |||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | — | |||
Alternative Income Fund | 1,768 | |||
Efficient Gold Plus Equity Strategy Fund (consolidated) | 29,464 | |||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | 108,732 | |||
Enhanced Commodity Strategy Fund (consolidated) | — | |||
Managed Futures Strategy Fund (consolidated) | — | |||
PutWrite Strategy Fund | — | |||
Target Range Fund | — | |||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
The Funds designate the following amount paid during the fiscal year or period ended August 31, 2023, or if subsequently determined to be different, the maximum amount allowable by tax law, as a long-term capital gain dividend in accordance with Internal Revenue Code Section 852(b)(3)(C):
| Fund | Long-Term Capital Gain Dividend | |||
U.S. Dollar Bullish Fund | $ | 15,639,238 | ||
Chinese Yuan Strategy Fund | — | |||
Emerging Currency Strategy Fund | — | |||
Emerging Markets Corporate Bond Fund | — | |||
Emerging Markets Local Debt Fund | — | |||
Floating Rate Treasury Fund | 47,249 | |||
Interest Rate Hedged High Yield Bond Fund | — | |||
Interest Rate Hedged U.S. Aggregate Bond Fund | 13,378,701 | |||
Mortgage Plus Bond Fund | — | |||
Voya Yield Enhanced USD Universal Bond Fund1 | — | |||
Yield Enhanced U.S. Aggregate Bond Fund | — | |||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | — | |||
Alternative Income Fund | — | |||
Efficient Gold Plus Equity Strategy Fund (consolidated) | — | |||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | — | |||
Enhanced Commodity Strategy Fund (consolidated) | — | |||
Managed Futures Strategy Fund (consolidated) | — | |||
PutWrite Strategy Fund | — | |||
Target Range Fund | — | |||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
| WisdomTree Trust | 227 |
Supplemental Information (unaudited) (continued)
The Funds designate the following amount of ordinary income distributions paid during the fiscal year or period ended August 31, 2023 from qualified short-term gains and qualified interest income:
| Fund | Qualified Short-Term Gains | Qualified Interest Income | ||||||
U.S. Dollar Bullish Fund | 100.00 | % | 95.34 | % | ||||
Chinese Yuan Strategy Fund | 0.00 | % | 95.34 | % | ||||
Emerging Currency Strategy Fund | 0.00 | % | 95.73 | % | ||||
Emerging Markets Corporate Bond Fund | 0.00 | % | 3.02 | % | ||||
Emerging Markets Local Debt Fund | 0.00 | % | 4.92 | % | ||||
Floating Rate Treasury Fund | 100.00 | % | 100.00 | % | ||||
Interest Rate Hedged High Yield Bond Fund | 0.00 | % | 95.75 | % | ||||
Interest Rate Hedged U.S. Aggregate Bond Fund | 100.00 | % | 91.12 | % | ||||
Mortgage Plus Bond Fund | 0.00 | % | 99.71 | % | ||||
Voya Yield Enhanced USD Universal Bond Fund1 | 0.00 | % | 82.63 | % | ||||
Yield Enhanced U.S. Aggregate Bond Fund | 0.00 | % | 89.51 | % | ||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | 0.00 | % | 92.27 | % | ||||
Alternative Income Fund | 0.00 | % | 0.00 | % | ||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | 0.00 | % | 0.00 | % | ||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | 0.00 | % | 0.40 | % | ||||
Enhanced Commodity Strategy Fund (consolidated) | 0.00 | % | 92.72 | % | ||||
Managed Futures Strategy Fund (consolidated) | 0.00 | % | 92.00 | % | ||||
PutWrite Strategy Fund | 0.00 | % | 94.81 | % | ||||
Target Range Fund | 0.00 | % | 99.55 | % | ||||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
The following represents the percentage of dividends paid during the fiscal year or period ended August 31, 2023, that qualify for the 70% dividends received deduction for corporate shareholders:
| Fund | Dividends-Received Deduction | |||
U.S. Dollar Bullish Fund | — | |||
Chinese Yuan Strategy Fund | — | |||
Emerging Currency Strategy Fund | — | |||
Emerging Markets Corporate Bond Fund | — | |||
Emerging Markets Local Debt Fund | — | |||
Floating Rate Treasury Fund | — | |||
Interest Rate Hedged High Yield Bond Fund | — | |||
Interest Rate Hedged U.S. Aggregate Bond Fund | — | |||
Mortgage Plus Bond Fund | — | |||
Voya Yield Enhanced USD Universal Bond Fund1 | — | |||
Yield Enhanced U.S. Aggregate Bond Fund | — | |||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | — | |||
Alternative Income Fund | 0.09 | % | ||
Efficient Gold Plus Equity Strategy Fund (consolidated) | 64.90 | % | ||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | 19.36 | % | ||
Enhanced Commodity Strategy Fund (consolidated) | — | |||
Managed Futures Strategy Fund (consolidated) | — | |||
PutWrite Strategy Fund | — | |||
Target Range Fund | — | |||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
| 228 | WisdomTree Trust |
Supplemental Information (unaudited) (concluded)
The Funds intend to elect to pass through to shareholders the credit for taxes paid to foreign countries during the fiscal year or period ended August 31, 2023. The gross foreign source income and foreign taxes paid are as follows:
| Fund | Gross Foreign Income | Foreign Taxes Paid | ||||||
U.S. Dollar Bullish Fund | $ | — | $ | — | ||||
Chinese Yuan Strategy Fund | — | — | ||||||
Emerging Currency Strategy Fund | — | — | ||||||
Emerging Markets Corporate Bond Fund | — | — | ||||||
Emerging Markets Local Debt Fund | 5,138,203 | 139,081 | ||||||
Floating Rate Treasury Fund | — | — | ||||||
Interest Rate Hedged High Yield Bond Fund | — | — | ||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | — | — | ||||||
Mortgage Plus Bond Fund | — | — | ||||||
Voya Yield Enhanced USD Universal Bond Fund1 | — | — | ||||||
Yield Enhanced U.S. Aggregate Bond Fund | — | — | ||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | — | — | ||||||
Alternative Income Fund | — | — | ||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | — | — | ||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | — | — | ||||||
Enhanced Commodity Strategy Fund (consolidated) | — | — | ||||||
Managed Futures Strategy Fund (consolidated) | — | — | ||||||
PutWrite Strategy Fund | — | — | ||||||
Target Range Fund | — | — | ||||||
| 1 | For the period February 7, 2023 (commencement of operations) through August 31, 2023. |
| WisdomTree Trust | 229 |
General Information (unaudited)
Proxy Voting Policies, Procedures and Record
A complete copy of the Proxy Voting Policy may be obtained upon request, at no charge, by calling 1-866-909-WISE (9473) or writing to: WisdomTree Trust, c/o Foreside Fund Services, LLC, Three Canal Plaza Suite 100, Portland, ME, 04101.
The Trust is required to disclose annually the Funds’ complete proxy voting record on Form N-PX covering the most recent 12-month period ended June 30 and to file Form N-PX with the SEC no later than August 31 of each year. The current Form N-PX for the Funds is available at no charge upon request by calling 1-866-909-WISE (9473) or through the SEC’s website at www.sec.gov.
Shareholder Reports and Quarterly Portfolio Disclosure
The Funds file their complete schedule of portfolio holdings with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. Copies of the filings are available, without charge, on the SEC’s website at www.sec.gov and are also available by calling the Trust at 1-866-909-WISE (9473). Copies of the filings may also be obtained, after paying a duplicating fee, by electronic request at the following E-mail address: publicinfo@sec.gov.
Information about each Fund’s portfolio holdings is available daily, without charge, at www.wisdomtree.com/investments.
The Statement of Additional Information (“SAI”) has additional information about the Funds’ Trustees and Officers and is available without charge upon request. Contact your financial representative for a free prospectus or SAI.
Frequency Distribution of Discounts & Premiums
Information about differences between the per share net asset value of each Fund and the market trading price of shares of each Fund are available, without charge, at www.wisdomtree.com/investments.
| 230 | WisdomTree Trust |
The WisdomTree Funds are exchange traded funds (“ETFs”) registered with the United States Securities and Exchange Commission as separate series (“Funds”) of WisdomTree Trust (“Trust”). WisdomTree Asset Management, Inc., a wholly owned subsidiary of WisdomTree, Inc., serves as the investment adviser to the Trust. None of the WisdomTree entities are affiliated with Foreside Fund Services, LLC, the Funds’ distributor. WisdomTree, Inc., its affiliates and their independent providers are not liable for any informational errors, incompleteness, delays, or for any actions taken in reliance on information contained herein.
There are risks associated with investing including possible loss of principal. Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. Investments in real estate involve additional special risks, such as credit risk, interest rate fluctuations and the effect of varied economic conditions. Funds that focus their investments in one country or region may be significantly impacted by events and developments associated with the region which can adversely affect performance. Funds focusing on a single sector and/or smaller companies generally experience greater price volatility. Investments in emerging, offshore or frontier markets are generally less liquid and less efficient than investments in developed markets and are subject to additional risks, such as risks of adverse governmental regulation and intervention or political developments. Investments in currency involve additional special risks, such as credit risk and interest rate fluctuations. Derivative investments can be volatile and these investments may be less liquid than other securities, and more sensitive to the effect of varied economic conditions. As these Funds can have a high concentration in some issuers the Funds can be adversely impacted by changes affecting such issuers.
Fixed income investments are subject to interest rate risk; their value will normally decline as interest rates rise. In addition, when interest rates fall, income may decline. Fixed income investments are also subject to credit risk, the risk that the issuer of a bond will fail to pay interest and principal in a timely manner, or that negative perceptions of the issuer’s ability to make such payments will cause the price of that bond to decline. High-yield or “junk” bonds have lower credit ratings and involve a greater risk to principal. One of the risks associated with the Efficient Gold Plus Equity Strategy Fund (GDE), the Efficient Gold Plus Gold Miners Strategy Fund (GDMN), the Enhanced Commodity Strategy Fund (GCC) and the Managed Futures Strategy Fund (WTMF) is the complexity of the different factors which contribute to the Funds’ performance, as well as their correlation (or non-correlation) to other asset classes. These factors include use of long and short positions in commodity futures contracts, foreign currency contracts, swaps and other derivatives. An investment in GDE, GDMN, GCC and WTMF is speculative and involves a substantial degree of risk. GDE, GDMN, GCC and WTMF should not be used as a proxy for taking long only (or short only) positions in commodities or currencies. In markets without sustained price trends or markets that quickly reverse or “whipsaw” GDE, GDMN, GCC and WTMF may suffer significant losses. Unlike typical exchange-traded funds, there are no indexes that the actively managed Currency Strategy Funds, actively managed Fixed Income Funds or GDE, GDMN, GCC and WTMF attempt to track or replicate. Thus, the ability of these Funds to achieve their objectives will depend on the effectiveness of the portfolio manager. Due to the investment strategy of certain Funds they may make higher capital gain distributions than other ETFs. Please read the Fund’s prospectus for specific details regarding the Fund’s risk profile.
Commodities and futures are generally volatile and are not suitable for all investors. Investments in commodities may be affected by overall market movements, changes in interest rates and other factors such as weather, disease, embargoes and international economic and political developments.
Indexes are unmanaged and you cannot invest directly in an index.
Transactions in Fund shares will result in brokerage commissions and will generate tax consequences. Shares may be sold through brokerage accounts, but may be redeemed from the Funds by Authorized Participants in large creation unit sizes of shares.
This report is intended for the Funds’ shareholders. It may not be distributed to prospective investors unless it is preceded or accompanied by the current prospectus.
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WisdomTree Fund shares are distributed by Foreside Fund Services, LLC, in the U.S.
WTGM-8342
| (b) | Not applicable. |
Item 2. Code of Ethics.
| (a) | The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. |
| (b) | There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. |
| (c) | The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions. |
| (d) | The code of ethics is attached hereto as exhibit 13(a)(1). |
Item 3. Audit Committee Financial Expert.
The registrant’s Board of Trustees has determined that the registrant has one audit committee financial expert, as that term is defined under Item 3(b) and 3(c), serving on its audit committee. The audit committee financial expert serving on the registrant’s audit committee is David Chrencik, who is an independent trustee of the registrant, as that term is defined under Item 3(a)(2).
.Item 4. Principal Accountant Fees and Services.
Audit Fees
| (a) | The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $473,845 for 2023 and $401,756 for 2022. |
Audit-Related Fees
| (b) | The aggregate fees billed for each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $0 for 2023 and $0 for 2022. |
Tax Fees
| (c) | The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were $182,160 for 2023 and $165,248 for 2022. |
All Other Fees
| (d) | The aggregate fees billed for each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were $0 for 2023 and $0 for 2022. |
| (e)(1) | Disclose the audit committee’s pre-approval policies and procedures described in paragraph (c)(7) of Rule 2-01 of Regulation S-X. |
Per Rule-01(c) (7) (A), the registrant’s audit committee charter provides that the audit committee shall select and approve in advance the retention of independent accountants to annually audit and provide their opinion on the registrant’s financial statements. The audit committee also must approve, prior to appointment, the engagement of the principal accountant to provide other audit services to the registrant or to provide non-audit services to the registrant, its investment adviser, or any entity controlling, controlled by, or under common control with its investment adviser (“adviser/affiliate”) that provides ongoing services to the registrant, if the engagement by the investment adviser or adviser affiliate relates directly to the operations and financial reporting of the registrant. The audit committee also must, prior to appointment of the engagement of the principal accountant, review and approve the fees proposed to be charged to the registrant by the auditors for each audit and non-audit service. The audit committee also must consider whether non-audit services provided by the registrant’s principal accountant to the registrant’s investment adviser, or adviser/affiliate that provides ongoing services to the registrant, are compatible with maintaining the auditor’s independence.
| (e)(2) | The registrant’s audit committee has approved 100% of services described in each of Items 4(b) through (d) pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X. |
| (f) | The percentage of hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the most recent fiscal year that were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees was 0%. |
| (g) | The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant was $182,160 for 2023 and $165,248 for 2022. |
| (h) | Not applicable. |
| (i) | Not applicable. |
| (j) | Not applicable. |
Item 5. Audit Committee of Listed Registrants.
The registrant is an issuer as defined in Rule 10A-3 under the Securities Exchange Act of 1934, as amended (the “Exchange Act”), and has a separately designated standing audit committee established in accordance with Section 3(a)(58)A of the Exchange Act. The registrant’s audit committee members are David Chrencik, Melinda Raso Kirstein and Victor Ugolyn.
Item 6. Investments.
| (a) | Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1 of this form. |
| (b) | Not applicable. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of
Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 11. Controls and Procedures.
| (a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
| (b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
| (a)(1) |
| (a)(2) |
| (a)(3) | Not applicable. |
| (a)(4) | Not applicable. |
| (b) |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
| (Registrant) | WisdomTree Trust | |||
| By (Signature and Title) | /s/ Jonathan L. Steinberg | |||
| Jonathan L. Steinberg, President | ||||
| (principal executive officer) | ||||
| Date: November 6, 2023 | ||||
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| By (Signature and Title) | /s/ Jonathan L. Steinberg | |||
| Jonathan L. Steinberg, President | ||||
| (principal executive officer) | ||||
| Date: November 6, 2023 | ||||
| By (Signature and Title) | /s/ David Castano | |||
| David Castano, Treasurer | ||||
| (principal financial officer) | ||||
| Date: November 6, 2023 | ||||