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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)


Table of Contents

 

Market Environment Overview (unaudited)

       1  

Information about Performance and Shareholder Expense Examples (unaudited)

       3  

Management’s Discussion of Funds’ Performance (unaudited)

       4  

Description of Terms and Indexes (unaudited)

       23  
Schedules of Investments         

WisdomTree Bloomberg U.S. Dollar Bullish Fund

       29  

WisdomTree Chinese Yuan Strategy Fund

       32  

WisdomTree Emerging Currency Strategy Fund

       34  

WisdomTree Emerging Markets Corporate Bond Fund

       36  

WisdomTree Emerging Markets Local Debt Fund

       41  

WisdomTree Floating Rate Treasury Fund

       45  

WisdomTree Interest Rate Hedged High Yield Bond Fund

       46  

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

       55  

WisdomTree Mortgage Plus Bond Fund

       83  

WisdomTree Voya Yield Enhanced USD Universal Bond Fund

       86  

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund

       115  

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund

       148  

WisdomTree Alternative Income Fund

       158  

WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated)

       159  

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

       166  

WisdomTree Enhanced Commodity Strategy Fund (consolidated)

       168  

WisdomTree Managed Futures Strategy Fund (consolidated)

       170  

WisdomTree PutWrite Strategy Fund

       172  

WisdomTree Target Range Fund

       173  

Statements of Assets and Liabilities

       174  

Statements of Operations

       178  

Statements of Changes in Net Assets

       182  

Financial Highlights

       189  

Notes to Financial Statements

       200  

Report of Independent Registered Public Accounting Firm

       222  

Liquidity Risk Management Program (unaudited)

       224  

Trustees and Officers Information (unaudited)

       225  

Supplemental Information (unaudited)

       227  

General Information (unaudited)

       230  

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


Market Environment Overview

(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,
5.40%, 10/19/23

    24.1%  

U.S. Treasury Bills,
5.07%, 9/14/23

    23.6%  

U.S. Treasury Bills,
5.42%, 12/7/23

    23.2%  

U.S. Treasury Bills,
5.38%, 9/19/23

    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.

 

LOGO

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,
5.00%, 9/21/23

    35.3%  

U.S. Treasury Bills,
4.96%, 9/14/23

    32.6%  

Citigroup, Inc., tri-party repurchase agreement,
5.30%, 9/1/23††

    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

 

LOGO

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,
5.40%, 10/19/23

    50.5%  

U.S. Treasury Bills,
5.08%, 9/14/23

    46.9%  

WisdomTree Floating Rate Treasury Fund (USFR)^

    3.9%  

Citigroup, Inc., tri-party repurchase agreement,
5.30%, 9/1/23††

    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

 

LOGO

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.,
5.65%, 8/8/28

    1.8%  

HSBC Holdings PLC,
5.89%, 8/14/27

    1.5%  

Saudi Arabian Oil Co.,
2.25%, 11/24/30

    1.4%  

Ecopetrol SA,
8.88%, 1/13/33

    1.3%  

AngloGold Ashanti Holdings PLC,
3.75%, 10/1/30

    1.2%  

Turkiye Sise ve Cam Fabrikalari AS,
6.95%, 3/14/26

    1.2%  

JSW Steel Ltd.,
5.05%, 4/5/32

    1.2%  

Nexa Resources SA,
6.50%, 1/18/28

    1.2%  

Engie Energia Chile SA,
3.40%, 1/28/30

    1.1%  

POSCO,
5.63%, 1/17/26

    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

 

LOGO

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,
5.30%, 9/1/23††

    6.2%  

Brazil Letras do Tesouro Nacional,
10.29%, 7/1/24, Series LTN

    2.3%  

Brazil Letras do Tesouro Nacional,
8.09%, 1/1/24, Series LTN

    2.1%  

Brazil Notas do Tesouro Nacional,
10.00%, 1/1/29, Series F

    1.9%  

Brazil Notas do Tesouro Nacional,
10.00%, 1/1/25, Series F

    1.8%  

China Government Bond,
2.68%, 5/21/30

    1.5%  

International Finance Corp.,
7.00%, 7/20/27

    1.5%  

Colombian TES,
7.00%, 3/26/31, Series B

    1.3%  

Brazil Notas do Tesouro Nacional,
10.00%, 1/1/27, Series F

    1.3%  

Brazil Letras do Tesouro Nacional,
12.68%, 7/1/25

    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

 

 

LOGO

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,
5.61%, 1/31/25

    26.9%  

U.S. Treasury Floating Rate Notes,
5.55%, 10/31/24

    26.9%  

U.S. Treasury Floating Rate Notes,
5.58%, 4/30/25

    26.8%  

U.S. Treasury Floating Rate Notes,
5.54%, 7/31/25

    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.

 

 

LOGO

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.,
5.50%, 7/1/29

    1.0%  

DISH DBS Corp.,
5.88%, 11/15/24

    1.0%  

Transocean, Inc.,
11.50%, 1/30/27

    0.9%  

Post Holdings, Inc.,
4.63%, 4/15/30

    0.9%  

Centene Corp.,
4.63%, 12/15/29

    0.8%  

NGL Energy Operating LLC / NGL Energy Finance Corp.,
7.50%, 2/1/26

    0.8%  

Tenet Healthcare Corp.,
6.13%, 6/15/30

    0.8%  

DaVita, Inc.,
3.75%, 2/15/31

    0.8%  

CHS / Community Health Systems, Inc.,
4.75%, 2/15/31

    0.7%  

DISH DBS Corp.,
7.75%, 7/1/26

    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.

 

 

LOGO

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,
5.30%, 9/1/23††

    1.2%  

U.S. Treasury Notes,
1.38%, 11/15/31

    0.7%  

U.S. Treasury Notes,
1.88%, 2/15/32

    0.6%  

U.S. Treasury Notes,
0.63%, 8/15/30

    0.6%  

Federal National Mortgage
Association, 2.00%, 12/1/50

    0.6%  

Federal National Mortgage
Association, 2.00%, 3/1/51

    0.6%  

U.S. Treasury Notes,
1.25%, 8/15/31

    0.5%  

U.S. Treasury Notes,
4.13%, 11/15/32

    0.5%  

U.S. Treasury Notes,
1.25%, 4/30/28

    0.5%  

U.S. Treasury Notes,
1.00%, 12/15/24

    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.

 

 

LOGO

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,
2.00%, 3/1/52

    10.5%  

Federal National Mortgage Association,
2.50%, 9/1/52

    4.6%  

Federal Home Loan Mortgage Corp.,
2.50%, 2/1/52

    3.4%  

Federal Home Loan Mortgage Corp.,
2.00%, 1/1/52

    2.8%  

Seasoned Credit Risk Transfer Trust,
4.00%, 8/25/56, Series 2017-2, Class M1

    2.7%  

Government National Mortgage Association,
4.00%, 3/20/44, Series 2014-43, Class Z, PIK

    2.3%  

Federal National Mortgage Association,
2.50%, 12/1/51

    2.3%  

Seasoned Credit Risk Transfer Trust,
3.75%, 9/25/55, Series 2016-1, Class M2

    2.2%  

Federal National Mortgage Association REMIC,
5.00%, 9/25/40, Series 2010-102, Class PN

    1.9%  

Flagstar Mortgage Trust,
2.50%, 9/25/51, Series 2021-8INV, Class A6

    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.

 

 

LOGO

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,
4.13%, 1/31/25

    2.5%  

U.S. Treasury Notes,
4.00%, 2/15/26

    1.9%  

Federal National Mortgage Association,
2.00%, 2/1/52

    1.9%  

U.S. Treasury Notes,
1.50%, 1/31/27

    1.7%  

U.S. Treasury Notes,
3.63%, 3/31/28

    1.7%  

U.S. Treasury Notes,
2.88%, 6/15/25

    1.6%  

U.S. Treasury Notes,
4.13%, 7/31/28

    1.4%  

U.S. Treasury Notes,
0.13%, 1/15/24

    1.4%  

U.S. Treasury Notes,
4.63%, 2/28/25

    1.3%  

U.S. Treasury Notes,
3.88%, 1/15/26

    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.

 

LOGO

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,
5.25%, 9/15/39

    0.9%  

Federal Home Loan Bank,
5.50%, 7/15/36, Series 677

    0.8%  

Tennessee Valley Authority,
5.88%, 4/1/36

    0.7%  

Uniform Mortgage-Backed Securities,
2.00%, 10/1/38

    0.7%  

Uniform Mortgage-Backed Securities,
1.50%, 10/1/37

    0.5%  

Federal National Mortgage Association,
5.63%, 7/15/37

    0.4%  

Federal National Mortgage Association,
2.00%, 12/1/50

    0.4%  

Tennessee Valley Authority,
4.63%, 9/15/60

    0.4%  

Tennessee Valley Authority,
4.25%, 9/15/65

    0.4%  

Tennessee Valley Authority,
5.38%, 4/1/56

    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.

 

LOGO

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,
0.50%, 3/31/25

    10.1%  

U.S. Treasury Bills,
5.37%, 10/3/23

    8.5%  

Uniform Mortgage-Backed Securities,
3.00%, 9/1/38

    5.1%  

U.S. Treasury Notes,
3.50%, 1/31/28

    3.9%  

U.S. Treasury Notes,
0.63%, 7/31/26

    3.0%  

Uniform Mortgage-Backed Securities,
2.50%, 9/1/38

    2.8%  

U.S. Treasury Notes,
0.75%, 4/30/26

    1.7%  

U.S. Treasury Notes,
2.50%, 3/31/27

    1.6%  

Benchmark Mortgage Trust,
2.58%, 4/15/54, Series 2021-B25, Class A5

    1.5%  

U.S. Treasury Notes,
2.75%, 7/31/27

    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.

 

LOGO

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.

 

LOGO

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.

 

LOGO

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.

 

LOGO

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,
5.06%, 9/7/23

    79.1%  

U.S. Treasury Bills,
5.42%, 11/28/23

    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.

 

LOGO

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,
5.07%, 9/7/23

    73.3%  

U.S. Treasury Bills,
5.42%, 11/28/23

    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.

 

LOGO

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,
5.47%, 2/1/24

    47.4%  

U.S. Treasury Bills,
5.05%, 9/7/23

    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.

 

LOGO

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,
5.07%, 9/7/23

    71.4%  

SPDR S&P 500 ETF Trust,
Purchased Call Option @ $340 strike expiring 1/19/24

    14.0%  

iShares Russell 2000 ETF,
Purchased Call Option @ $160 strike expiring 1/19/24

    3.2%  

iShares MSCI EAFE ETF,
Purchased Call Option @ $61 strike expiring 1/19/24

    3.2%  

iShares MSCI Emerging Markets ETF,
Purchased Call Option @ $35 strike expiring 1/19/24

    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.

 

LOGO

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
Unrealized
Appreciation/

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
Unrealized
Appreciation/

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
Unrealized
Appreciation/

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  


Schedule of Investments

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

August 31, 2023

 

 

 

Investments    Principal
Amount
     Value  
CORPORATE BONDS – 91.7%

 

Argentina – 0.7%

 

YPF SA
6.95%, 7/21/27(a)

   $   340,000      $ 287,366  
Australia – 1.2%

 

AngloGold Ashanti Holdings PLC
3.75%, 10/1/30

     600,000        500,145  
Austria – 0.6%

 

Suzano Austria GmbH
7.00%, 3/16/47(b)(c)

     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
7.25%, 2/13/33(a)

     200,000        189,440  

Cosan Luxembourg SA
7.50%, 6/27/30(b)

     275,000        275,000  

CSN Resources SA
4.63%, 6/10/31(b)

     325,000        247,065  

Embraer Netherlands Finance BV
5.40%, 2/1/27

     200,000        196,925  

7.00%, 7/28/30(b)

     400,000        405,080  

Fibria Overseas Finance Ltd.
5.50%, 1/17/27

     50,000        50,016  

Minerva Luxembourg SA
4.38%, 3/18/31(b)

     275,000        218,886  

Nexa Resources SA
6.50%, 1/18/28(a)

     500,000        480,440  
     

 

 

 
Total Brazil

 

     2,537,688  
Cayman Islands – 0.5%

 

CK Hutchison International 23 Ltd.
4.88%, 4/21/33(b)

     225,000        217,001  
Chile – 4.4%

 

Antofagasta PLC
5.63%, 5/13/32(a)

     200,000        195,000  

Banco de Credito e Inversiones SA
2.88%, 10/14/31(a)

     200,000        164,337  

Celulosa Arauco y Constitucion SA
4.50%, 8/1/24

     200,000        196,629  

Chile Electricity Lux MPC Sarl
6.01%, 1/20/33(b)

     300,000        303,690  

Empresa Nacional del Petroleo
6.15%, 5/10/33(b)

     225,000        222,256  

Engie Energia Chile SA
3.40%, 1/28/30(a)

     550,000        462,457  

Telefonica Moviles Chile SA
3.54%, 11/18/31(a)

     300,000        229,500  
     

 

 

 
Total Chile

 

     1,773,869  
China – 4.4%

 

Alibaba Group Holding Ltd.
3.60%, 11/28/24

     350,000      340,706  

ENN Clean Energy International Investment Ltd.
3.38%, 5/12/26(b)

     300,000        275,818  

Lenovo Group Ltd.
5.83%, 1/27/28(b)

     350,000        346,766  

6.54%, 7/27/32(b)

     330,000        332,107  

MGM China Holdings Ltd.
4.75%, 2/1/27(a)

     325,000        294,328  

Tencent Holdings Ltd.
3.98%, 4/11/29(a)

     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
8.63%, 1/19/29

     225,000        229,781  

8.88%, 1/13/33

     525,000        533,085  

Geopark Ltd.
5.50%, 1/17/27(b)

     375,000        323,062  

Millicom International Cellular SA
4.50%, 4/27/31(b)(c)

     225,000        177,678  

Oleoducto Central SA
4.00%, 7/14/27(a)

     227,000        203,733  
     

 

 

 
Total Colombia

 

     1,806,805  
Ghana – 0.4%

 

Tullow Oil PLC
10.25%, 5/15/26(b)

     188,000        156,965  
Guatemala – 1.2%

 

Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL
5.25%, 4/27/29(b)

     260,000        237,900  

CT Trust
5.13%, 2/3/32(b)

     300,000        247,688  
     

 

 

 
Total Guatemala

 

     485,588  
Hong Kong – 1.3%

 

Melco Resorts Finance Ltd.
5.75%, 7/21/28(b)

     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.
4.38%, 7/3/29(a)

     250,000        199,415  

JSW Steel Ltd.
5.05%, 4/5/32(b)

     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.
2.88%, 1/12/32(b)

   $   335,000      $ 275,879  

Summit Digitel Infrastructure Ltd.
2.88%, 8/12/31(b)

     350,000        275,650  

Vedanta Resources Finance II PLC
8.95%, 3/11/25(b)

     450,000        294,412  
     

 

 

 
Total India

 

     1,810,013  
Indonesia – 1.1%

 

Medco Bell Pte Ltd.
6.38%, 1/30/27(b)

     478,000        445,859  
Ireland – 1.1%

 

C&W Senior Financing DAC
6.88%, 9/15/27(a)

     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.
8.50%, 9/30/33(a)

     325,000        329,469  

Israel Discount Bank Ltd.
5.38%, 1/26/28(a)

     375,000        369,105  

Israel Electric Corp. Ltd.
4.25%, 8/14/28(a)

     300,000        280,036  

Teva Pharmaceutical Finance Netherlands III BV
8.13%, 9/15/31(c)

     400,000        424,288  
     

 

 

 
Total Israel

 

     1,639,526  
Kazakhstan – 0.9%

 

KazMunayGas National Co. JSC
3.50%, 4/14/33(a)

     225,000        169,856  

6.38%, 10/24/48(a)

     225,000        188,891  
     

 

 

 
Total Kazakhstan

 

     358,747  
Kuwait – 1.9%

 

MEGlobal BV
4.25%, 11/3/26(a)

     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
5.75%, 8/15/29(b)

     325,000        259,188  

EIG Pearl Holdings Sarl
3.55%, 8/31/36(b)

     325,000        271,009  
     

 

 

 
Total Luxembourg

 

     530,197  
Malaysia – 2.3%

 

CIMB Bank Bhd
2.13%, 7/20/27(b)

     225,000        200,973  

GENM Capital Labuan Ltd.
3.88%, 4/19/31(b)

     375,000        300,681  

MISC Capital Two Labuan Ltd.
3.75%, 4/6/27(b)

     450,000      421,196  
     

 

 

 
Total Malaysia

 

     922,850  
Mexico – 8.5%

 

Alpek SAB de CV
4.25%, 9/18/29(b)

     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.
3.61%, 4/20/32(b)

     200,000        167,384  

Petroleos Mexicanos
6.88%, 8/4/26

     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.
3.88%, 4/23/25

     300,000        290,437  
     

 

 

 
Total Mexico

 

     3,450,662  
Mongolia – 2.6%

 

Minerva Luxembourg SA
4.38%, 3/18/31(a)

     425,000        338,279  

Sands China Ltd.
5.65%, 8/8/28

     775,000        732,824  
     

 

 

 
Total Mongolia

 

     1,071,103  
Morocco – 0.4%

 

OCP SA
6.88%, 4/25/44(a)

     200,000        179,998  
Netherlands – 0.9%

 

Sigma Finance Netherlands BV
4.88%, 3/27/28(b)

     385,000        370,222  
Nigeria – 0.5%

 

IHS Netherlands Holdco BV
8.00%, 9/18/27(a)

     225,000        202,212  
Oman – 0.6%

 

Oryx Funding Ltd.
5.80%, 2/3/31(b)

     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
4.38%, 5/31/30(a)

   $   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
3.13%, 11/1/25(b)

     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.
2.63%, 4/8/31(b)

     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
4.39%, 11/30/46(a)

     350,000        265,109  

Greensaif Pipelines Bidco Sarl
6.13%, 2/23/38(b)

     325,000        326,664  

Saudi Arabian Oil Co.
2.25%, 11/24/30(b)

     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
3.63%, 9/23/26(a)

     200,000        178,375  

3.63%, 9/23/26(b)

     425,000        379,047  

Gold Fields Orogen Holdings BVI Ltd.
5.13%, 5/15/24(a)

     425,000        421,132  
     

 

 

 
Total South Africa

 

     978,554  
South Korea – 6.7%

 

GS Caltex Corp.
5.38%, 8/7/28(b)

     300,000      297,975  

Hanwha Q Cells Americas Holdings Corp.
5.00%, 7/27/28(b)

     250,000        247,500  

Kookmin Bank
2.50%, 11/4/30(b)

     475,000        385,135  

POSCO
5.63%, 1/17/26(b)

     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.
3.00%, 9/17/24(a)

     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
5.59%, 8/8/28

     200,000        198,577  

6.92%, 8/8/33

     400,000        398,926  
     

 

 

 
Total Spain

 

     597,503  
Taiwan – 0.8%

 

TSMC Global Ltd.
4.63%, 7/22/32(b)

     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.
4.40%, 3/30/32(b)

     440,000        380,642  

Thaioil Treasury Center Co. Ltd.
4.63%, 11/20/28(a)

     300,000        284,464  
     

 

 

 
Total Thailand

 

     1,090,506  
Turkey – 2.4%

 

Akbank TAS
6.80%, 2/6/26(a)

     300,000        294,581  

Turkiye Is Bankasi AS
6.13%, 4/25/24(a)

     200,000        199,500  

Turkiye Sise ve Cam Fabrikalari AS
6.95%, 3/14/26(b)

     500,000        490,587  
     

 

 

 
Total Turkey

 

     984,668  
United Arab Emirates – 3.6%

 

DP World Ltd.
6.85%, 7/2/37(a)

     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.
1.75%, 9/30/27(a)

   $   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
3.63%, 1/31/49(b)

     315,091        248,580  
     

 

 

 
Total United Arab Emirates

 

     1,452,593  
United Kingdom – 5.8%

 

Anglo American Capital PLC
5.50%, 5/2/33(b)(c)

     275,000        265,892  

Antofagasta PLC
5.63%, 5/13/32(b)(c)

     275,000        268,125  

CK Hutchison International 21 Ltd.
2.50%, 4/15/31(b)

     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
5.68%, 6/26/28(b)

     300,000        298,157  

Sasol Financing USA LLC
8.75%, 5/3/29(b)

     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
6.13%, 12/4/27(b)

     275,000        273,844  
India – 0.8%

 

Export-Import Bank of India
5.50%, 1/18/33(b)

     325,000        320,321  
Poland – 0.5%

 

Bank Gospodarstwa Krajowego
5.38%, 5/22/33(b)

     200,000        196,250  
South Korea – 0.5%

 

Korea Electric Power Corp.
3.63%, 6/14/25(b)

     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
Government Money Market Portfolio, 5.35%(g)

     
(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


Schedule of Investments

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
14.48%, 4/6/26

     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
6.63%, 10/15/24, Series PBS

     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
3.48%, 6/14/24, Series 0319

     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
4.13%, 8/15/25, Series 0118

     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
8.50%, 5/31/29, Series M 20

     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
5.94%, 2/12/29

     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
2.50%, 4/25/24, Series 0424

     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
4.00%, 10/25/23, Series 3Y

     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
8.00%, 1/31/30, Series 2030

     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
0.75%, 6/17/24

     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
9.00%, 7/24/24

     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
7.75%, 1/30/25

     9,850,000       MXN      $ 557,417  

8.00%, 5/5/27(b)

     15,815,000       ZAR        824,326  

Inter-American Development Bank
7.50%, 12/5/24

     890,000       MXN        50,449  

International Bank for Reconstruction & Development
8.25%, 12/21/26

     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.
7.00%, 7/20/27

     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
Government Money Market Portfolio, 5.35%(d)

      
(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


Schedule of Investments

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  


Schedule of Investments

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.
4.13%, 2/15/30(a)(b)

   $ 554,000      $ 478,850  

4.13%, 12/1/31(a)(b)

     273,000        226,887  

Primo Water Holdings, Inc.
4.38%, 4/30/29(a)

     381,000        334,846  

Ritchie Bros Holdings, Inc.
6.75%, 3/15/28(a)

     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.
4.25%, 3/15/29(a)

     255,000        218,160  

AdaptHealth LLC
4.63%, 8/1/29(a)

     527,000        431,181  

Adient Global Holdings Ltd.
8.25%, 4/15/31(a)(b)

     350,000        359,219  

ADT Security Corp.
4.88%, 7/15/32(a)

     836,000        726,175  

Advanced Drainage Systems, Inc.
6.38%, 6/15/30(a)

     180,000        178,009  

AECOM
5.13%, 3/15/27

     156,000        150,028  

Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC
3.25%, 3/15/26(a)

     60,000        55,929  

4.88%, 2/15/30(a)

     678,000        622,919  

Allison Transmission, Inc.
5.88%, 6/1/29(a)

     430,000        415,823  

Ally Financial, Inc.
5.75%, 11/20/25(b)

     300,000        291,495  

6.70%, 2/14/33

     240,000        217,819  

AMC Networks, Inc.
4.75%, 8/1/25

     898,000        843,464  

American Axle & Manufacturing, Inc.
5.00%, 10/1/29

     411,000        339,091  

AmeriGas Partners LP / AmeriGas Finance Corp.
5.50%, 5/20/25

     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.
4.63%, 10/1/27(a)

     40,000        36,936  

Antero Midstream Partners LP / Antero Midstream Finance Corp.
5.75%, 3/1/27(a)

      415,000      402,550  

5.75%, 1/15/28(a)

     421,000        403,470  

Antero Resources Corp.
7.63%, 2/1/29(a)(b)

     36,000        36,873  

Apache Corp.
4.25%, 1/15/30

     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.
4.63%, 6/15/29(a)

     190,000        149,386  

APX Group, Inc.
5.75%, 7/15/29(a)

     423,000        364,964  

Aramark Services, Inc.
5.00%, 4/1/25(a)

     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.
6.88%, 4/1/27(a)

     173,000        170,303  

6.25%, 4/1/28(a)

     530,000        506,770  

Asbury Automotive Group, Inc.
4.63%, 11/15/29(a)(b)

     396,000        350,290  

5.00%, 2/15/32(a)

     368,000        316,745  

ASGN, Inc.
4.63%, 5/15/28(a)

     196,000        177,388  

Audacy Capital Corp.
6.75%, 3/31/29(a)(d)

     162,000        3,465  

Avantor Funding, Inc.
4.63%, 7/15/28(a)

     429,000        398,730  

Avient Corp.
5.75%, 5/15/25(a)

     64,000        63,279  

Axalta Coating Systems LLC
3.38%, 2/15/29(a)

     86,000        72,989  

Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
4.75%, 6/15/27(a)(b)

     400,000        376,836  

B&G Foods, Inc.
5.25%, 4/1/25

     565,000        552,689  

5.25%, 9/15/27(b)

     284,000        252,053  

Ball Corp.
5.25%, 7/1/25

     43,000        42,494  

2.88%, 8/15/30

     501,000        409,422  

Bath & Body Works, Inc.
5.25%, 2/1/28(b)

     172,000        165,292  

6.63%, 10/1/30(a)

     142,000        139,063  

BellRing Brands, Inc.
7.00%, 3/15/30(a)(b)

     93,000        93,538  

Berry Global, Inc.
4.88%, 7/15/26(a)

     50,000        48,426  

Big River Steel LLC / BRS Finance Corp.
6.63%, 1/31/29(a)

     141,000        140,715  

Black Knight InfoServ LLC
3.63%, 9/1/28(a)

     53,000        48,955  

Block, Inc.
3.50%, 6/1/31

     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.
4.75%, 12/1/27(b)

   $ 391,000      $ 367,200  

Brink’s Co.
4.63%, 10/15/27(a)

     162,000        150,845  

Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LLC
5.75%, 5/15/26(a)

     346,000        317,953  

4.50%, 4/1/27(a)

     149,000        124,594  

Builders FirstSource, Inc.
4.25%, 2/1/32(a)

     220,000        187,728  

6.38%, 6/15/32(a)

     659,000        644,324  

Cable One, Inc.
4.00%, 11/15/30(a)(b)

     304,000        238,190  

Caesars Entertainment, Inc.
4.63%, 10/15/29(a)(b)

     475,000        416,219  

7.00%, 2/15/30(a)

     360,000        361,908  

Callon Petroleum Co.
8.00%, 8/1/28(a)

     600,000        609,378  

Cargo Aircraft Management, Inc.
4.75%, 2/1/28(a)

     27,000        24,422  

CCO Holdings LLC / CCO Holdings Capital Corp.
5.13%, 5/1/27(a)

     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.
5.75%, 4/1/30(a)

     485,000        451,574  

CDW LLC / CDW Finance Corp.
4.25%, 4/1/28

     346,000        320,188  

3.25%, 2/15/29

     204,000        178,096  

Centene Corp.
4.25%, 12/15/27

     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.
4.13%, 10/15/30(b)

     198,000        170,516  

Century Communities, Inc.
3.88%, 8/15/29(a)

     100,000        86,443  

Charles River Laboratories International, Inc.
4.00%, 3/15/31(a)

     87,000        75,519  

Chart Industries, Inc.
7.50%, 1/1/30(a)

     315,000        323,392  

9.50%, 1/1/31(a)

     210,000        226,693  

Charter Communications Operating LLC / Charter Communications Operating Capital
3.70%, 4/1/51

     310,000        192,665  

3.85%, 4/1/61

     38,000        22,738  

Chemours Co.
5.38%, 5/15/27(b)

     286,000        269,626  

5.75%, 11/15/28(a)

     269,000        241,839  

Cheniere Energy Partners LP
4.50%, 10/1/29

     133,000        122,941  

4.00%, 3/1/31

     200,000        176,762  

Cheniere Energy, Inc.
4.63%, 10/15/28

     144,000        135,675  

Chesapeake Energy Corp.
5.88%, 2/1/29(a)

   90,000      86,432  

6.75%, 4/15/29(a)

     100,000        99,404  

CHS / Community Health Systems, Inc.
8.00%, 3/15/26(a)

     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.
5.50%, 4/1/27(a)

     303,000        292,589  

Cinemark USA, Inc.
5.25%, 7/15/28(a)

     450,000        400,288  

Clarivate Science Holdings Corp.
3.88%, 7/1/28(a)

     20,000        17,688  

4.88%, 7/1/29(a)(b)

     539,000        469,674  

Clean Harbors, Inc.
4.88%, 7/15/27(a)

     9,000        8,625  

Clear Channel Outdoor Holdings, Inc.
7.75%, 4/15/28(a)(b)

     968,000        760,693  

Clearway Energy Operating LLC
4.75%, 3/15/28(a)

     82,000        75,814  

3.75%, 2/15/31(a)

     232,000        191,235  

Cleveland-Cliffs, Inc.
6.75%, 3/15/26(a)

     159,000        159,549  

4.63%, 3/1/29(a)(b)

     154,000        136,715  

CNX Resources Corp.
7.25%, 3/14/27(a)(b)

     411,000        411,193  

Cogent Communications Group, Inc.
3.50%, 5/1/26(a)

     93,000        87,006  

Coherent Corp.
5.00%, 12/15/29(a)(b)

     418,000        371,535  

Coinbase Global, Inc.
3.38%, 10/1/28(a)

     150,000        110,688  

CommScope Technologies LLC
6.00%, 6/15/25(a)(b)

     671,000        614,837  

5.00%, 3/15/27(a)

     545,000        305,162  

CommScope, Inc.
6.00%, 3/1/26(a)

     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.
6.75%, 12/1/27(a)

     179,000        173,762  

Comstock Resources, Inc.
6.75%, 3/1/29(a)

     835,000        781,602  

5.88%, 1/15/30(a)

     253,000        223,680  

Conduent Business Services LLC / Conduent State & Local Solutions, Inc.
6.00%, 11/1/29(a)

     222,000        183,303  

Consensus Cloud Solutions, Inc.
6.50%, 10/15/28(a)(b)

     116,000        104,941  

CoreCivic, Inc.
8.25%, 4/15/26

     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
5.50%, 6/15/31(a)

   $ 560,000      $ 511,605  

Crescent Energy Finance LLC
7.25%, 5/1/26(a)

     430,000        425,317  

Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.
5.63%, 5/1/27(a)

     339,000        329,376  

6.00%, 2/1/29(a)

     430,000        419,710  

Crown Americas LLC
5.25%, 4/1/30(b)

     105,000        99,167  

CSC Holdings LLC
5.25%, 6/1/24(b)

     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.
7.50%, 8/1/28(a)

     622,000        152,888  

Cushman & Wakefield U.S. Borrower LLC
6.75%, 5/15/28(a)

     186,000        177,321  

CVR Partners LP / CVR Nitrogen Finance Corp.
6.13%, 6/15/28(a)

     221,000        198,606  

Darling Ingredients, Inc.
6.00%, 6/15/30(a)

     104,000        101,710  

DaVita, Inc.
3.75%, 2/15/31(a)

     1,471,000        1,173,152  

Delta Air Lines, Inc.
7.38%, 1/15/26

     145,000        149,434  

DISH DBS Corp.
5.88%, 11/15/24

     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.
11.75%, 11/15/27(a)

     150,000        152,457  

DT Midstream, Inc.
4.38%, 6/15/31(a)

     700,000        606,669  

Dycom Industries, Inc.
4.50%, 4/15/29(a)

     136,000        121,604  

Earthstone Energy Holdings LLC
8.00%, 4/15/27(a)

     312,000        318,742  

Edgewell Personal Care Co.
5.50%, 6/1/28(a)

     346,000        327,510  

4.13%, 4/1/29(a)

     5,000        4,347  

Elanco Animal Health, Inc.
6.65%, 8/28/28(b)

     348,000        345,721  

Element Solutions, Inc.
3.88%, 9/1/28(a)

     291,000        256,089  

Enact Holdings, Inc.
6.50%, 8/15/25(a)

     170,000        168,560  

Encompass Health Corp.
4.50%, 2/1/28

     403,000        375,532  

4.75%, 2/1/30

     138,000        125,961  

Energizer Holdings, Inc.
4.75%, 6/15/28(a)

   235,000      208,640  

4.38%, 3/31/29(a)(b)

     651,000        558,259  

EnLink Midstream LLC
5.63%, 1/15/28(a)

     95,000        92,113  

6.50%, 9/1/30(a)

     259,000        259,974  

Entegris Escrow Corp.
5.95%, 6/15/30(a)

     107,000        102,584  

EQM Midstream Partners LP
6.50%, 7/1/27(a)

      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.
3.90%, 10/1/27

     110,000        102,945  

7.00%, 2/1/30

     103,000        108,150  

Ferrellgas LP / Ferrellgas Finance Corp.
5.88%, 4/1/29(a)

     342,000        302,119  

FirstCash, Inc.
4.63%, 9/1/28(a)

     143,000        127,535  

5.63%, 1/1/30(a)

     68,000        61,981  

Ford Holdings LLC
9.30%, 3/1/30

     633,000        702,244  

Ford Motor Co.
9.63%, 4/22/30

     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
4.54%, 8/1/26

     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.
4.55%, 11/14/24

     135,000        132,871  

4.63%, 8/1/30

     150,000        138,840  

Gap, Inc.
3.63%, 10/1/29(a)

     462,000        352,705  

3.88%, 10/1/31(a)

     319,000        231,572  

Gartner, Inc.
4.50%, 7/1/28(a)

     190,000        177,399  

Gen Digital, Inc.
6.75%, 9/30/27(a)

     285,000        285,755  

Genesis Energy LP / Genesis Energy Finance Corp.
6.50%, 10/1/25

     471,000        465,343  

8.00%, 1/15/27

     20,000        19,749  

7.75%, 2/1/28

     857,000        834,324  

Glatfelter Corp.
4.75%, 11/15/29(a)(b)

     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
3.75%, 12/15/27(a)

   $ 190,000      $ 148,460  

GLP Capital LP / GLP Financing II, Inc.
5.30%, 1/15/29

     252,000        238,344  

4.00%, 1/15/31

     418,000        358,694  

Go Daddy Operating Co. LLC / GD Finance Co., Inc.
3.50%, 3/1/29(a)

     193,000        166,075  

Goodyear Tire & Rubber Co.
5.00%, 5/31/26

     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.
4.63%, 12/15/28(a)(b)

     223,000        175,347  

Graham Packaging Co., Inc.
7.13%, 8/15/28(a)

     268,000        236,103  

Gray Television, Inc.
5.88%, 7/15/26(a)(b)

     549,000        501,830  

7.00%, 5/15/27(a)(b)

      1,217,000        1,094,436  

Griffon Corp.
5.75%, 3/1/28

     611,000        570,222  

Group 1 Automotive, Inc.
4.00%, 8/15/28(a)

     235,000        209,096  

Gulfport Energy Corp.
8.00%, 5/17/26

     210,000        213,331  

Hanesbrands, Inc.
4.88%, 5/15/26(a)(b)

     365,000        341,633  

HAT Holdings I LLC / HAT Holdings II LLC
3.38%, 6/15/26(a)

     115,000        103,538  

HealthEquity, Inc.
4.50%, 10/1/29(a)

     283,000        251,242  

Herbalife Nutrition Ltd. / HLF Financing, Inc.
7.88%, 9/1/25(a)

     372,000        358,292  

Hilton Domestic Operating Co., Inc.
4.88%, 1/15/30

     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.
5.00%, 6/1/29(a)

     512,000        454,467  

4.88%, 7/1/31(a)

     195,000        164,754  

HLF Financing Sarl LLC / Herbalife International, Inc.
4.88%, 6/1/29(a)

     276,000        206,716  

Holly Energy Partners LP / Holly Energy Finance Corp.
5.00%, 2/1/28(a)

     145,000        136,703  

Hologic, Inc.
3.25%, 2/15/29(a)

     102,000        88,661  

Horizon Therapeutics USA, Inc.
5.50%, 8/1/27(a)

     110,000        112,692  

Hughes Satellite Systems Corp.
5.25%, 8/1/26

     419,000        385,409  

6.63%, 8/1/26(b)

     509,000        442,163  

iHeartCommunications, Inc.
6.38%, 5/1/26

     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.
3.88%, 11/1/28(a)(b)

     185,000        157,350  

IQVIA, Inc.
5.00%, 5/15/27(a)

     250,000        240,990  

Iron Mountain, Inc.
4.88%, 9/15/27(a)

     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.
4.63%, 3/1/28(a)

     280,000        248,142  

4.50%, 6/1/31(a)

     144,000        116,587  

Kennedy-Wilson, Inc.
4.75%, 2/1/30

     250,000        192,780  

5.00%, 3/1/31

     808,000        616,132  

Kinetik Holdings LP
5.88%, 6/15/30(a)

     200,000        193,886  

Kohl’s Corp.
4.63%, 5/1/31

     205,000        151,190  

Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.
4.25%, 2/1/27(a)

     456,000        413,131  

4.75%, 6/15/29(a)

     168,000        141,527  

Lamar Media Corp.
3.63%, 1/15/31

     326,000        273,951  

Lamb Weston Holdings, Inc.
4.88%, 5/15/28(a)

     163,000        154,180  

4.13%, 1/31/30(a)

     348,000        306,487  

Level 3 Financing, Inc.
4.63%, 9/15/27(a)

      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.
3.50%, 3/1/31(a)(b)

     150,000        122,164  

Light & Wonder International, Inc.
7.00%, 5/15/28(a)

     72,000        72,102  

Lithia Motors, Inc.
3.88%, 6/1/29(a)

     215,000        185,334  

4.38%, 1/15/31(a)

     414,000        353,539  

Live Nation Entertainment, Inc.
4.75%, 10/15/27(a)

     366,000        341,200  

LPL Holdings, Inc.
4.00%, 3/15/29(a)

     130,000        115,757  

LSB Industries, Inc.
6.25%, 10/15/28(a)(b)

     351,000        321,186  

Lumen Technologies, Inc.
5.63%, 4/1/25

     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
5.88%, 4/1/29(a)(b)

     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.
4.50%, 6/15/29(a)(b)

   $ 239,000      $ 203,664  

Masonite International Corp.
5.38%, 2/1/28(a)

     178,000        169,091  

Match Group Holdings II LLC
4.63%, 6/1/28(a)

     50,000        46,166  

Mattel, Inc.
3.38%, 4/1/26(a)

     41,000        38,220  

3.75%, 4/1/29(a)

     173,000        153,882  

MGIC Investment Corp.
5.25%, 8/15/28

     87,000        83,189  

MGM Resorts International
5.50%, 4/15/27

     503,000        481,758  

Michaels Cos., Inc.
7.88%, 5/1/29(a)

      1,340,000        928,365  

MicroStrategy, Inc.
6.13%, 6/15/28(a)

     216,000        195,802  

Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp.
4.88%, 5/1/29(a)

     410,000        357,237  

ModivCare Escrow Issuer, Inc.
5.00%, 10/1/29(a)

     487,000        360,005  

Molina Healthcare, Inc.
3.88%, 11/15/30(a)(b)

     638,000        545,082  

Moog, Inc.
4.25%, 12/15/27(a)

     137,000        125,711  

Moss Creek Resources Holdings, Inc.
7.50%, 1/15/26(a)

     508,000        487,441  

MPH Acquisition Holdings LLC
5.50%, 9/1/28(a)

     552,000        470,420  

5.75%, 11/1/28(a)(b)

     816,000        612,612  

MPT Operating Partnership LP / MPT Finance Corp.
5.25%, 8/1/26(b)

     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.
4.00%, 11/15/29(a)

     166,000        149,559  

Murphy Oil USA, Inc.
4.75%, 9/15/29

     171,000        157,010  

3.75%, 2/15/31(a)

     31,000        26,102  

Nabors Industries, Inc.
7.38%, 5/15/27(a)

     609,000        594,865  

Nationstar Mortgage Holdings, Inc.
6.00%, 1/15/27(a)

     926,000        889,803  

5.13%, 12/15/30(a)

     252,000        214,321  

Navient Corp.
7.25%, 9/25/23

     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.
5.13%, 4/15/29(a)

     617,000        564,000  

6.13%, 9/1/29(a)

     230,000        236,560  

Necessity Retail REIT, Inc. / American Finance Operating Partner LP
4.50%, 9/30/28(a)

   232,000      177,914  

Newell Brands, Inc.
4.70%, 4/1/26

     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.
3.88%, 5/15/29(a)

     251,000        220,852  

5.13%, 2/15/32(a)

     165,000        149,944  

Nexstar Media, Inc.
5.63%, 7/15/27(a)

     590,000        554,954  

4.75%, 11/1/28(a)(b)

     684,000        600,819  

NGL Energy Operating LLC / NGL Energy Finance Corp.
7.50%, 2/1/26(a)

      1,240,000        1,235,772  

Nordstrom, Inc.
5.00%, 1/15/44

     236,000        150,143  

NRG Energy, Inc.
5.25%, 6/15/29(a)

     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
6.00%, 6/1/26

     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.
2.90%, 8/15/24

     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.
5.13%, 9/15/27

     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.
3.88%, 9/1/28(a)

     46,000        40,968  

OneMain Finance Corp.
6.88%, 3/15/25

     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.
4.38%, 10/31/29(a)

     190,000        167,702  

Organon & Co. / Organon Foreign Debt Co-Issuer BV
4.13%, 4/30/28(a)

     650,000        588,731  

5.13%, 4/30/31(a)

     960,000        818,496  

Outfront Media Capital LLC / Outfront Media Capital Corp.
5.00%, 8/15/27(a)

     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.
4.50%, 3/31/29(a)(b)

     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.
6.63%, 5/13/27(a)(b)

     168,000        166,414  

Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer LLC
4.00%, 10/15/27(a)(b)

     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.
7.50%, 6/1/25(a)

     309,000        310,557  

5.88%, 10/1/28(a)

     76,000        70,608  

Patterson-UTI Energy, Inc.
3.95%, 2/1/28

     163,000        149,729  

PBF Holding Co. LLC / PBF Finance Corp.
6.00%, 2/15/28(b)

     331,000        314,662  

Penske Automotive Group, Inc.
3.50%, 9/1/25

     20,000        19,101  

3.75%, 6/15/29

     70,000        60,106  

Performance Food Group, Inc.
5.50%, 10/15/27(a)

     237,000        228,404  

4.25%, 8/1/29(a)

     197,000        173,663  

Pilgrim’s Pride Corp.
5.88%, 9/30/27(a)

     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.
5.50%, 12/15/29(a)

     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.
2.88%, 7/15/26(a)

     200,000        182,850  

Prestige Brands, Inc.
3.75%, 4/1/31(a)

     239,000        199,001  

Prime Security Services Borrower LLC / Prime Finance, Inc.
5.25%, 4/15/24(a)

     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.
6.00%, 11/15/29(a)

     312,000        280,335  

PTC, Inc.
4.00%, 2/15/28(a)

     47,000        43,243  

Qorvo, Inc.
4.38%, 10/15/29

     266,000        241,528  

QVC, Inc.
4.85%, 4/1/24

     325,000        316,059  

Rackspace Technology Global, Inc.
3.50%, 2/15/28(a)

     98,000        46,980  

5.38%, 12/1/28(a)

     609,000        175,581  

Range Resources Corp.
8.25%, 1/15/29

     37,000        38,457  

Realogy Group LLC / Realogy Co-Issuer Corp.
5.75%, 1/15/29(a)

   845,000      605,890  

5.25%, 4/15/30(a)(b)

     460,000        322,446  

Regal Rexnord Corp.
6.05%, 4/15/28(a)

     500,000        495,200  

6.30%, 2/15/30(a)

     500,000        497,920  

RHP Hotel Properties LP / RHP Finance Corp.
4.75%, 10/15/27

     125,000        116,450  

Rithm Capital Corp.
6.25%, 10/15/25(a)

     278,000        263,800  

RLJ Lodging Trust LP
3.75%, 7/1/26(a)

     37,000        34,085  

4.00%, 9/15/29(a)

     55,000        46,157  

ROBLOX Corp.
3.88%, 5/1/30(a)

     200,000        166,132  

Roller Bearing Co. of America, Inc.
4.38%, 10/15/29(a)

     132,000        117,629  

Sabra Health Care LP
5.13%, 8/15/26

     30,000        29,035  

3.20%, 12/1/31

     174,000        132,993  

Scripps Escrow II, Inc.
3.88%, 1/15/29(a)

     250,000        201,165  

SeaWorld Parks & Entertainment, Inc.
5.25%, 8/15/29(a)(b)

     233,000        210,942  

Select Medical Corp.
6.25%, 8/15/26(a)

     252,000        249,855  

Sensata Technologies BV
4.00%, 4/15/29(a)

     389,000        341,927  

Sensata Technologies, Inc.
3.75%, 2/15/31(a)

     243,000        203,585  

Service Corp. International
4.63%, 12/15/27

     99,000        93,465  

3.38%, 8/15/30

     638,000        531,824  

Service Properties Trust
7.50%, 9/15/25

     511,000        505,895  

Silgan Holdings, Inc.
4.13%, 2/1/28

     12,000        11,005  

Sinclair Television Group, Inc.
5.50%, 3/1/30(a)

     727,000        387,484  

4.13%, 12/1/30(a)

     51,000        32,907  

Sirius XM Radio, Inc.
4.00%, 7/15/28(a)

     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.
7.25%, 5/15/31(a)

     80,000        76,774  

Skyworks Solutions, Inc.
1.80%, 6/1/26

     20,000        17,972  

3.00%, 6/1/31

     139,000        113,388  

Sonic Automotive, Inc.
4.63%, 11/15/29(a)(b)

     313,000        267,872  

4.88%, 11/15/31(a)(b)

     331,000        275,475  

Southwestern Energy Co.
5.38%, 3/15/30

     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.
3.88%, 3/15/31(a)

   $ 100,000      $ 83,884  

SS&C Technologies, Inc.
5.50%, 9/30/27(a)

     346,000        333,333  

Stagwell Global LLC
5.63%, 8/15/29(a)

     585,000        494,822  

Starwood Property Trust, Inc.
4.38%, 1/15/27(a)

     188,000        168,066  

Station Casinos LLC
4.50%, 2/15/28(a)

     94,000        84,257  

4.63%, 12/1/31(a)(b)

     133,000        109,720  

Stericycle, Inc.
5.38%, 7/15/24(a)

     52,000        51,850  

3.88%, 1/15/29(a)

     85,000        74,321  

Suburban Propane Partners LP / Suburban Energy Finance Corp.
5.00%, 6/1/31(a)

     250,000        215,157  

Summit Materials LLC / Summit Materials Finance Corp.
5.25%, 1/15/29(a)

     120,000        112,504  

Summit Midstream Holdings LLC / Summit Midstream Finance Corp.
9.00%, 10/15/26(a)(c)

     616,000        596,935  

SunCoke Energy, Inc.
4.88%, 6/30/29(a)

     275,000        235,449  

Sunoco LP / Sunoco Finance Corp.
4.50%, 5/15/29

     317,000        287,462  

4.50%, 4/30/30(b)

     126,000        112,616  

Talos Production, Inc.
12.00%, 1/15/26

     125,000        130,535  

Taylor Morrison Communities, Inc.
5.13%, 8/1/30(a)

     494,000        456,229  

TEGNA, Inc.
4.63%, 3/15/28

     1,012,000        911,731  

Tempur Sealy International, Inc.
4.00%, 4/15/29(a)

     595,000        511,742  

3.88%, 10/15/31(a)

     110,000        88,553  

Tenet Healthcare Corp.
6.13%, 10/1/28(b)

      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.
5.00%, 5/15/29(a)

     183,000        168,322  

TerraForm Power Operating LLC
4.75%, 1/15/30(a)

     532,000        459,504  

Thor Industries, Inc.
4.00%, 10/15/29(a)

     237,000        200,559  

TopBuild Corp.
4.13%, 2/15/32(a)

     160,000        133,781  

Townsquare Media, Inc.
6.88%, 2/1/26(a)(b)

     440,000        423,914  

TransDigm, Inc.
6.38%, 6/15/26

     403,000        403,419  

4.63%, 1/15/29

     315,000        282,561  

4.88%, 5/1/29

     819,000        737,960  

Transocean, Inc.
11.50%, 1/30/27(a)

    1,286,000      1,358,299  

Travel & Leisure Co.
6.63%, 7/31/26(a)

     338,000        335,938  

TreeHouse Foods, Inc.
4.00%, 9/1/28

     282,000        241,798  

TriNet Group, Inc.
3.50%, 3/1/29(a)

     197,000        169,962  

Tronox, Inc.
4.63%, 3/15/29(a)

     633,000        519,915  

TTM Technologies, Inc.
4.00%, 3/1/29(a)

     189,000        164,415  

Tutor Perini Corp.
6.88%, 5/1/25(a)(b)

     295,000        267,686  

U.S. Foods, Inc.
4.75%, 2/15/29(a)

     323,000        295,371  

United Airlines, Inc.
4.38%, 4/15/26(a)

     350,000        330,323  

4.63%, 4/15/29(a)

     942,000        839,755  

United Natural Foods, Inc.
6.75%, 10/15/28(a)

     214,000        179,035  

United Rentals North America, Inc.
5.50%, 5/15/27

     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
6.00%, 1/15/30(a)

     672,000        444,508  

Uniti Group LP / Uniti Group Finance, Inc. / CSL Capital LLC
6.50%, 2/15/29(a)

     162,000        110,790  

Urban One, Inc.
7.38%, 2/1/28(a)

     467,000        409,045  

USA Compression Partners LP / USA Compression Finance Corp.
6.88%, 4/1/26

     653,000        647,234  

6.88%, 9/1/27

     66,000        64,473  

Valvoline, Inc.
3.63%, 6/15/31(a)

     138,000        110,305  

Vector Group Ltd.
5.75%, 2/1/29(a)

     231,000        201,508  

VeriSign, Inc.
5.25%, 4/1/25

     1,000        993  

VICI Properties LP
5.13%, 5/15/32

     215,000        199,537  

VICI Properties LP / VICI Note Co., Inc.
5.75%, 2/1/27(a)

     221,000        216,830  

Victoria’s Secret & Co.
4.63%, 7/15/29(a)

     269,000        195,159  

Vista Outdoor, Inc.
4.50%, 3/15/29(a)

     275,000        231,080  

Vistra Operations Co. LLC
5.63%, 2/15/27(a)

     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.
1.80%, 4/1/26

   $ 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.
7.25%, 6/15/28(a)

     31,000        31,611  

Western Digital Corp.
4.75%, 2/15/26

     709,000        676,847  

2.85%, 2/1/29

     500,000        403,285  

William Carter Co.
5.63%, 3/15/27(a)

     19,000        18,442  

Williams Scotsman International, Inc.
4.63%, 8/15/28(a)

     101,000        92,255  

Wolverine World Wide, Inc.
4.00%, 8/15/29(a)

     362,000        271,290  

WW International, Inc.
4.50%, 4/15/29(a)

     14,000        9,713  

Wyndham Hotels & Resorts, Inc.
4.38%, 8/15/28(a)

     66,000        60,638  

Xerox Holdings Corp.
5.00%, 8/15/25(a)(b)

     794,000        757,865  

5.50%, 8/15/28(a)

     103,000        89,735  

XHR LP
6.38%, 8/15/25(a)(b)

     81,000        80,305  

4.88%, 6/1/29(a)(b)

     89,000        77,603  

Yum! Brands, Inc.
3.63%, 3/15/31

     20,000        16,985  

ZipRecruiter, Inc.
5.00%, 1/15/30(a)

     100,000        84,015  

ZoomInfo Technologies LLC / ZoomInfo Finance Corp.
3.88%, 2/1/29(a)(b)

     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
Government Money Market Portfolio, 5.35%(e)

     
(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


Schedule of Investments

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.
5.00%, 9/30/43

     23,000        22,280  

Westpac Banking Corp.
3.35%, 3/8/27

     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
3.75%, 1/15/31

     41,000        34,793  
Belgium – 0.2%

 

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
3.65%, 2/1/26

     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.
4.90%, 1/23/31(d)

     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.
6.13%, 6/12/33

     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
3.70%, 6/7/25

   $ 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
5.45%, 6/12/25

     10,000        9,951  

2.15%, 8/1/31

     50,000        39,813  

Brookfield Corp.
4.00%, 1/15/25

     21,000        20,439  

Brookfield Finance, Inc.
3.90%, 1/25/28(d)

     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.
2.75%, 3/1/26

     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.
3.85%, 6/1/27

     18,000        17,044  

Canadian Pacific Railway Co.
4.80%, 9/15/35

     35,000        33,755  

4.95%, 8/15/45

     65,000        59,445  

Cenovus Energy, Inc.
6.75%, 11/15/39

     17,000        17,657  

Enbridge, Inc.
4.25%, 12/1/26

     11,000        10,623  

4.00%, 11/15/49

     70,000        52,650  

Kinross Gold Corp.
4.50%, 7/15/27

     15,000        14,470  

Nutrien Ltd.
2.95%, 5/13/30

     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.
3.20%, 3/15/27

     200,000        184,888  

Royal Bank of Canada
2.25%, 11/1/24

     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.
2.80%, 2/16/27

     6,000        5,562  

Toronto-Dominion Bank
0.70%, 9/10/24

     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.
4.25%, 5/15/28

     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
4.88%, 6/12/28

   25,000      23,954  
France – 0.0%

 

Sanofi
3.63%, 6/19/28(d)

     5,000        4,829  

TotalEnergies Capital International SA
3.46%, 2/19/29

     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
9.25%, 6/1/32

     35,000        44,053  

Kreditanstalt fuer Wiederaufbau
0.63%, 1/22/26

     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
1.75%, 7/27/26

     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.
3.78%, 3/2/25

     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.
3.45%, 1/11/27

     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.
3.03%, 7/9/40

     25,000        18,181  

Toyota Motor Corp.
3.67%, 7/20/28

     2,000        1,908  
     

 

 

 
Total Japan

 

     603,071  
Mexico – 0.0%

 

Southern Copper Corp.
6.75%, 4/16/40

     5,000        5,432  
Netherlands – 0.2%

 

Cooperatieve Rabobank UA
5.50%, 7/18/25

     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
5.50%, 3/25/40

   $ 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
3.63%, 9/10/28

     164,000        155,813  
Spain – 0.2%

 

Banco Santander SA
5.29%, 8/18/27

     200,000        195,970  

5.59%, 8/8/28

     200,000        198,342  

Telefonica Europe BV
8.25%, 9/15/30

     25,000        28,551  
     

 

 

 
Total Spain

 

     422,863  
Switzerland – 0.2%

 

Credit Suisse AG
5.00%, 7/9/27

     200,000        195,002  

UBS Group AG
4.55%, 4/17/26

     192,000        185,916  
     

 

 

 
Total Switzerland

 

     380,918  
United Kingdom – 1.2%

 

AstraZeneca PLC
3.38%, 11/16/25

     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.
3.22%, 9/6/26

     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
3.28%, 9/19/27

     24,000        22,617  

British Telecommunications PLC
9.63%, 12/15/30

     111,000        135,272  

Diageo Capital PLC
2.13%, 4/29/32

     30,000        24,143  

GlaxoSmithKline Capital, Inc.
5.38%, 4/15/34

     20,000        21,204  

6.38%, 5/15/38

     50,000        56,950  

HSBC Holdings PLC
3.90%, 5/25/26

     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.
7.25%, 6/15/37

     23,000        24,150  

5.85%, 8/15/45

     10,000        8,692  

Unilever Capital Corp.
5.90%, 11/15/32

     70,000        76,192  

Vodafone Group PLC
4.13%, 5/30/25

     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.
2.88%, 10/15/27(d)

     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
6.15%, 11/30/37

     53,000        58,858  

4.75%, 4/15/43

     10,000        9,607  

AbbVie, Inc.
3.60%, 5/14/25

     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.
3.40%, 6/15/27

     82,000        77,564  

2.50%, 9/15/50

     20,000        12,740  

Adobe, Inc.
2.30%, 2/1/30

     50,000        43,431  

Advance Auto Parts, Inc.
3.90%, 4/15/30(d)

     25,000        21,660  

Advocate Health & Hospitals Corp.
3.01%, 6/15/50, Series 2020

     25,000        16,727  

AES Corp.
5.45%, 6/1/28(d)

     35,000        34,364  

Aetna, Inc.
4.75%, 3/15/44

     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.
4.25%, 9/15/24

   $ 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.
2.70%, 5/15/40

     50,000        36,422  

Aircastle Ltd.
4.25%, 6/15/26

     25,000        23,734  

Alabama Power Co.
4.30%, 7/15/48, Series A

     12,000        9,906  

3.45%, 10/1/49

     9,000        6,404  

Alexandria Real Estate Equities, Inc.
3.45%, 4/30/25

     18,000        17,376  

4.90%, 12/15/30

     51,000        49,397  

1.88%, 2/1/33

     25,000        18,438  

Allstate Corp.
1.45%, 12/15/30

     20,000        15,349  

4.20%, 12/15/46

     50,000        39,673  

Ally Financial, Inc.
8.00%, 11/1/31

     138,000        143,643  

Alphabet, Inc.
1.10%, 8/15/30

     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.
4.80%, 2/14/29

     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.
5.20%, 12/3/25

     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.
3.80%, 5/15/28

     23,000        21,930  

1.55%, 11/15/30

     50,000        39,062  

American Express Co.
3.00%, 10/30/24

     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.
4.50%, 6/15/47

     25,000        19,864  

American Homes 4 Rent LP
4.25%, 2/15/28

     10,000        9,478  

American Honda Finance Corp.
1.00%, 9/10/25

     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.
4.50%, 7/16/44

     48,000        40,831  

4.75%, 4/1/48

     28,000        24,687  

American Tower Corp.
4.00%, 6/1/25

     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
3.67%, 4/1/49, Series 2019

     50,000        38,784  

American Water Capital Corp.
2.95%, 9/1/27

     25,000        23,073  

3.45%, 6/1/29

     25,000        22,954  

3.75%, 9/1/47

     40,000        31,160  

Amgen, Inc.
2.30%, 2/25/31

     49,000        40,466  

4.66%, 6/15/51

     250,000        215,405  

Aon Corp.
2.80%, 5/15/30

     15,000        12,888  

Aon Corp. / Aon Global Holdings PLC
5.00%, 9/12/32

     50,000        48,848  

Apache Corp.
5.10%, 9/1/40

     20,000        16,699  

Apple, Inc.
1.13%, 5/11/25

     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.
4.25%, 3/1/25

     22,000        21,171  

Arizona Public Service Co.
2.60%, 8/15/29

     50,000        43,434  

Arrow Electronics, Inc.
2.95%, 2/15/32

     25,000        20,086  

Ascension Health
4.85%, 11/15/53

     19,000        17,831  

AT&T, Inc.
4.25%, 3/1/27

     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.
1.50%, 1/15/31

     70,000        54,632  

Automatic Data Processing, Inc.
1.25%, 9/1/30(d)

     100,000        79,726  

AutoNation, Inc.
4.50%, 10/1/25

     3,000        2,909  

3.80%, 11/15/27

     5,000        4,616  

AutoZone, Inc.
3.25%, 4/15/25

     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.
2.30%, 3/1/30

     102,000        85,378  

Avangrid, Inc.
3.80%, 6/1/29

     25,000        22,701  

Avnet, Inc.
3.00%, 5/15/31

     49,000        39,155  

Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc.
3.34%, 12/15/27

     48,000        44,564  

Bank of America Corp.
3.95%, 4/21/25, Series L

     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.
4.00%, 6/23/25

     15,000        14,592  

Baxter International, Inc.
1.32%, 11/29/24

     100,000        94,826  

2.27%, 12/1/28

     90,000        77,143  

Baylor Scott & White Holdings
4.19%, 11/15/45

     24,000        20,375  

Becton Dickinson & Co.
2.82%, 5/20/30

     37,000        31,998  

4.69%, 12/15/44

     22,000        19,524  

Berkshire Hathaway Energy Co.
4.05%, 4/15/25

     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.
1.85%, 3/12/30

     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.
1.57%, 1/15/26

     40,000        36,384  

BGC Partners, Inc.
3.75%, 10/1/24

     10,000        9,636  

Black Hills Corp.
4.35%, 5/1/33

     50,000        44,271  

Blue Owl Capital Corp.
4.00%, 3/30/25

     40,000        38,071  

Blue Owl Capital Corp. III
3.13%, 4/13/27

     150,000        128,935  

Blue Owl Credit Income Corp.
5.50%, 3/21/25

     50,000        48,473  

Boardwalk Pipelines LP
4.95%, 12/15/24

     5,000        4,932  

4.45%, 7/15/27

     18,000        17,168  

3.40%, 2/15/31

     15,000        12,801  

Boeing Co.
4.88%, 5/1/25

     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.
3.21%, 6/1/50, Series 20-2

     30,000        20,339  

BorgWarner, Inc.
2.65%, 7/1/27

     12,000        10,879  

Boston Properties LP
2.75%, 10/1/26

     24,000        21,662  

BP Capital Markets America, Inc.
3.41%, 2/11/26

     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
7.55%, 3/15/28(d)

     20,000        18,803  

4.55%, 10/1/29

     25,000        19,714  

Brighthouse Financial, Inc.
5.63%, 5/15/30(d)

     100,000        96,709  

Bristol-Myers Squibb Co.
3.20%, 6/15/26

     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
3.90%, 3/15/27

     50,000        46,536  

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 1/15/27

     3,000        2,851  

3.50%, 1/15/28

     5,000        4,612  

Broadcom, Inc.
4.15%, 11/15/30

     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.
1.63%, 8/17/25

     15,000        13,899  

Burlington Northern Santa Fe LLC
3.00%, 4/1/25

     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
3.15%, 7/1/29

     6,000        5,397  

2.80%, 5/15/30

     20,000        17,365  

Campbell Soup Co.
4.15%, 3/15/28

     20,000        19,056  

Capital One Financial Corp.
4.20%, 10/29/25

     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.
4.90%, 9/15/45

     29,000        24,354  

Carlisle Cos., Inc.
3.75%, 12/1/27

     12,000        11,327  

2.75%, 3/1/30

     25,000        21,193  

Carrier Global Corp.
2.72%, 2/15/30

     25,000        21,449  

Caterpillar Financial Services Corp.
4.35%, 5/15/26

     10,000        9,846  

Caterpillar, Inc.
3.80%, 8/15/42

     25,000        21,215  

3.25%, 9/19/49

     34,000        25,691  

Catholic Health Services of Long Island Obligated Group
3.37%, 7/1/50, Series 2020

     50,000        32,828  

Cboe Global Markets, Inc.
3.65%, 1/12/27

     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.
4.88%, 3/1/26

     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.
4.13%, 5/1/25

     50,000        48,452  

3.25%, 2/15/29

     25,000        21,826  

Celanese U.S. Holdings LLC
6.35%, 11/15/28

     10,000        10,036  

6.55%, 11/15/30

     10,000        10,008  

6.70%, 11/15/33

     10,000        10,051  

Cencora, Inc.
3.45%, 12/15/27

     25,000        23,500  

4.30%, 12/15/47(d)

     30,000        25,016  

Centene Corp.
2.63%, 8/1/31(d)

     100,000        79,602  

CenterPoint Energy Houston Electric LLC
2.35%, 4/1/31, Series AE

     10,000        8,295  

4.45%, 10/1/32, Series AI

     100,000        94,993  

CenterPoint Energy Resources Corp.
1.75%, 10/1/30

     74,000        58,931  

Charles Schwab Corp.
0.90%, 3/11/26(d)

     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
2.30%, 2/1/32

     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
5.95%, 6/30/33(e)

     30,000        29,978  

Chevron Corp.
3.08%, 5/11/50

     71,000        50,483  

Chevron USA, Inc.
3.90%, 11/15/24

     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.
4.12%, 1/1/47, Series 2017

     25,000        21,199  

2.93%, 7/15/50, Series 2020

     85,000        53,836  

Chubb INA Holdings, Inc.
3.15%, 3/15/25

     18,000        17,417  

Cigna Group
3.40%, 3/1/27

     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
3.70%, 4/1/27

     23,000        22,077  

Cisco Systems, Inc.
5.90%, 2/15/39

     40,000        43,395  

Citigroup, Inc.
3.88%, 3/26/25

     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.
2.50%, 2/6/30

     50,000        40,203  

3.25%, 4/30/30(d)

     50,000        41,856  

Cleco Corporate Holdings LLC
3.74%, 5/1/26

     23,000        21,625  

CME Group, Inc.
3.00%, 3/15/25

     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
5.45%, 10/14/25

     150,000        149,599  

4.55%, 4/10/28(d)

     50,000        48,386  

Coca-Cola Co.
1.65%, 6/1/30

     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.
2.35%, 1/15/27

     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
3.35%, 10/1/29

     57,000        50,846  

Conagra Brands, Inc.
1.38%, 11/1/27

     25,000        21,245  

7.00%, 10/1/28

     19,000        20,297  

ConocoPhillips
5.05%, 9/15/33

     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.
4.50%, 12/1/45

     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.
4.40%, 11/15/25

     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.
4.63%, 5/15/33(d)

   $ 25,000      $ 24,244  

3.10%, 8/15/50

     60,000        41,272  

Corebridge Financial, Inc.
4.40%, 4/5/52

     25,000        19,368  

Corning, Inc.
4.38%, 11/15/57(d)

     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.
3.00%, 5/18/27

     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.
4.30%, 2/15/29

     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.
2.40%, 2/15/30

     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.
6.25%, 6/1/27

     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.
2.50%, 10/15/24

     25,000        24,115  

Danaher Corp.
2.60%, 10/1/50

     5,000        3,196  

Darden Restaurants, Inc.
3.85%, 5/1/27(d)

     53,000        50,311  

Dell International LLC / EMC Corp.
6.02%, 6/15/26

     15,000        15,162  

4.90%, 10/1/26

     25,000        24,555  

8.35%, 7/15/46

     12,000        14,756  

Dell, Inc.
6.50%, 4/15/38

     50,000        50,851  

Devon Energy Corp.
5.60%, 7/15/41(d)

     15,000        13,946  

DH Europe Finance II Sarl
3.25%, 11/15/39

     25,000        19,884  

Digital Realty Trust LP
3.60%, 7/1/29

     50,000        45,067  

Dignity Health
5.27%, 11/1/64

     25,000        22,685  

Discovery Communications LLC
5.20%, 9/20/47

     10,000        8,106  

4.00%, 9/15/55

     47,000        30,683  

Dollar General Corp.
3.50%, 4/3/30

     50,000        44,436  

5.45%, 7/5/33(d)

     10,000        9,704  

Dollar Tree, Inc.
4.20%, 5/15/28(d)

   50,000      47,447  

Dominion Energy, Inc.
3.90%, 10/1/25

     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.
3.15%, 11/15/25

     23,000        21,906  

Dow Chemical Co.
4.25%, 10/1/34

     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.
1.90%, 4/1/28, Series A

     60,000        52,687  

3.75%, 8/15/47

     50,000        38,238  

Duke Energy Carolinas LLC
3.70%, 12/1/47

     43,000        32,611  

Duke Energy Corp.
5.00%, 12/8/25

     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
6.40%, 6/15/38

     43,500        46,851  

Duke Energy Indiana LLC
2.75%, 4/1/50

     142,000        86,952  

DuPont de Nemours, Inc.
5.32%, 11/15/38

     125,000        122,536  

Eastern Gas Transmission & Storage, Inc.
4.60%, 12/15/44

     45,000        36,978  

Eastman Chemical Co.
4.80%, 9/1/42

     23,000        19,524  

Eaton Vance Corp.
3.50%, 4/6/27

     18,000        16,917  

eBay, Inc.
4.00%, 7/15/42

     15,000        11,752  

Ecolab, Inc.
2.70%, 11/1/26

     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.
3.65%, 12/1/27

     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.
5.50%, 3/15/27

     25,000        25,804  

Emerson Electric Co.
1.80%, 10/15/27

     35,000        31,066  

Enbridge Energy Partners LP
5.88%, 10/15/25

     5,000        5,027  

Energy Transfer LP
5.95%, 12/1/25

     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.
2.95%, 9/1/26

     25,000        23,237  

2.40%, 6/15/31

     100,000        79,900  

Entergy Louisiana LLC
4.00%, 3/15/33

     85,000        76,384  

Enterprise Products Operating LLC
6.88%, 3/1/33, Series D

     44,000        48,887  

4.25%, 2/15/48

     189,000        154,216  

EPR Properties
4.75%, 12/15/26

     50,000        46,131  

Equifax, Inc.
5.10%, 12/15/27

     100,000        98,749  

Equinix, Inc.
2.95%, 9/15/51

     21,000        13,014  

Equitable Holdings, Inc.
4.35%, 4/20/28

     159,000        150,567  

ERP Operating LP
3.00%, 7/1/29

     25,000        22,246  

Essential Utilities, Inc.
2.70%, 4/15/30

     10,000        8,418  

Essex Portfolio LP
1.65%, 1/15/31

     25,000        18,913  

2.65%, 9/1/50

     30,000        16,871  

Estee Lauder Cos., Inc.
2.00%, 12/1/24

     15,000        14,403  

1.95%, 3/15/31

     40,000        32,340  

Evergy Metro, Inc.
4.95%, 4/15/33

     125,000        121,581  

Eversource Energy
4.25%, 4/1/29, Series O

     8,000        7,607  

Expedia Group, Inc.
3.80%, 2/15/28

     5,000        4,665  

Exxon Mobil Corp.
3.04%, 3/1/26

     23,000        21,985  

2.28%, 8/16/26

     30,000        27,953  

4.33%, 3/19/50

     108,000        93,682  

FedEx Corp.
4.20%, 10/17/28

     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
2.55%, 5/5/27

     20,000        17,894  

3.95%, 3/14/28

     25,000        23,220  

Fiserv, Inc.
3.20%, 7/1/26

     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.
6.00%, 1/15/28

     100,000        101,137  

Florida Power & Light Co.
4.13%, 6/1/48

   53,000      44,364  

FMC Corp.
4.50%, 10/1/49

     142,000        106,341  

Fortune Brands Innovations, Inc.
3.25%, 9/15/29

     15,000        13,230  

Fox Corp.
5.48%, 1/25/39

     5,000        4,536  

Franciscan Missionaries of Our Lady Health System, Inc.
3.91%, 7/1/49, Series B

     40,000        28,647  

Franklin Resources, Inc.
2.85%, 3/30/25

     25,000        23,999  

Freeport-McMoRan, Inc.
4.63%, 8/1/30

     20,000        18,512  

FS KKR Capital Corp.
4.13%, 2/1/25(d)

     44,000        42,320  

GATX Corp.
4.00%, 6/30/30

     25,000        22,731  

GE Capital International Funding Co. Unlimited Co.
4.42%, 11/15/35

     100,000        92,848  

GE HealthCare Technologies, Inc.
5.65%, 11/15/27

     100,000        101,258  

General Dynamics Corp.
3.25%, 4/1/25

     25,000        24,229  

3.75%, 5/15/28

     23,000        21,983  

General Electric Co.
6.75%, 3/15/32, Series A

     228,000        254,412  

5.88%, 1/14/38(d)

     24,000        25,244  

General Motors Co.
4.20%, 10/1/27

     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.
4.00%, 1/15/25

     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
4.30%, 9/15/44, Series 2014

     25,000        21,708  

Georgetown University
5.12%, 4/1/53

     25,000        24,108  

Georgia Power Co.
3.25%, 4/1/26

     18,000        17,118  

4.30%, 3/15/43

     57,000        46,980  

Gilead Sciences, Inc.
3.50%, 2/1/25

     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.
5.40%, 8/15/32

     100,000        98,154  

GLP Capital LP / GLP Financing II, Inc.
5.25%, 6/1/25

     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.
2.88%, 1/15/26(d)

     25,000        23,244  

Goldman Sachs Capital I
6.35%, 2/15/34

     14,000        14,112  

Goldman Sachs Group, Inc.
3.50%, 1/23/25

     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.
2.68%, 9/1/41, Series 2020

     25,000        17,220  

Haleon UK Capital PLC
3.13%, 3/24/25

     300,000        288,597  

Halliburton Co.
4.50%, 11/15/41

     165,000        139,303  

Hartford Financial Services Group, Inc.
5.95%, 10/15/36

     40,000        40,794  

Hasbro, Inc.
3.55%, 11/19/26

     20,000        18,802  

3.50%, 9/15/27

     9,000        8,415  

HCA, Inc.
5.20%, 6/1/28

     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
3.75%, 7/1/27

     5,000        4,643  

2.00%, 3/15/31

     20,000        15,424  

Healthpeak OP LLC
6.75%, 2/1/41

     40,000        41,919  

Hershey Co.
2.30%, 8/15/26

   93,000      87,068  

Hess Corp.
4.30%, 4/1/27

     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.
6.20%, 10/15/35

     23,000        23,894  

Home Depot, Inc.
2.80%, 9/14/27

     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.
2.50%, 11/1/26

     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.
1.80%, 6/11/30

     20,000        16,545  

HP, Inc.
3.00%, 6/17/27

     20,000        18,398  

Hubbell, Inc.
3.15%, 8/15/27

     48,000        44,573  

Hudson Pacific Properties LP
5.95%, 2/15/28(d)

     30,000        25,387  

Humana, Inc.
5.75%, 3/1/28

     100,000        101,876  

4.80%, 3/15/47

     18,000        15,947  

Huntington Bancshares, Inc.
4.00%, 5/15/25(d)

     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.
2.04%, 8/16/28

     25,000        21,215  

4.20%, 5/1/30

     3,000        2,778  

Hyatt Hotels Corp.
5.38%, 4/23/25

     25,000        24,797  

Idaho Power Co.
4.20%, 3/1/48, Series K

     20,000        16,505  

Ingersoll Rand, Inc.
5.70%, 8/14/33

     10,000        10,143  

Intel Corp.
3.70%, 7/29/25

     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.
3.75%, 12/1/25

     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.
3.45%, 2/19/26

     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.
5.00%, 9/26/48

     5,000        3,980  

International Paper Co.
4.80%, 6/15/44

     4,000        3,452  

4.35%, 8/15/48

     19,000        15,658  

Intuit, Inc.
1.35%, 7/15/27(d)

     25,000        21,953  

IQVIA, Inc.
5.70%, 5/15/28(e)

     250,000        249,902  

ITC Holdings Corp.
5.30%, 7/1/43

     15,000        13,845  

Jabil, Inc.
3.95%, 1/12/28

     8,000        7,500  

5.45%, 2/1/29

     50,000        49,436  

Janus Henderson U.S. Holdings, Inc.
4.88%, 8/1/25

     3,000        2,941  

JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
2.50%, 1/15/27

     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.
6.45%, 6/8/27

     25,000        25,480  

5.88%, 7/21/28

     10,000        9,900  

JetBlue Pass-Through Trust
4.00%, 5/15/34, Series 2020-1, Class A

     135,277        124,415  

John Deere Capital Corp.
3.45%, 3/13/25

     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.
3.84%, 5/15/46

     20,000        16,186  

Johnson & Johnson
2.95%, 3/3/27

     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
6.00%, 1/15/36

     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.
2.00%, 12/10/30

     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
3.00%, 6/1/51, Series 2021

   $ 60,000      $ 40,776  

Keurig Dr. Pepper, Inc.
2.55%, 9/15/26

     8,000        7,388  

4.42%, 12/15/46

     23,000        19,167  

KeyBank NA
4.15%, 8/8/25(d)

     250,000        236,635  

Keysight Technologies, Inc.
4.60%, 4/6/27

     25,000        24,455  

Kimberly-Clark Corp.
1.05%, 9/15/27

     35,000        30,246  

3.90%, 5/4/47

     50,000        41,367  

Kimco Realty OP LLC
2.80%, 10/1/26

     5,000        4,603  

3.70%, 10/1/49

     50,000        35,028  

Kinder Morgan Energy Partners LP
5.50%, 3/1/44

     18,000        16,111  

5.40%, 9/1/44

     19,000        16,585  

Kinder Morgan, Inc.
4.30%, 3/1/28

     35,000        33,377  

7.75%, 1/15/32

     5,000        5,594  

5.30%, 12/1/34

     225,000        214,396  

KLA Corp.
4.65%, 11/1/24

     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.
3.75%, 4/1/30(d)

     16,000        14,664  

4.38%, 6/1/46

     95,000        78,643  

Kroger Co.
3.70%, 8/1/27

     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
2.30%, 12/1/24

     76,000        72,715  

Lam Research Corp.
4.00%, 3/15/29

     19,000        18,232  

Legg Mason, Inc.
5.63%, 1/15/44

     5,000        4,857  

Lennar Corp.
4.75%, 11/29/27

     25,000        24,243  

Linde, Inc.
3.20%, 1/30/26

     25,000        24,067  

2.00%, 8/10/50

     15,000        8,275  

Lockheed Martin Corp.
5.10%, 11/15/27

     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.
2.63%, 4/1/31

     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
4.88%, 3/15/44

     5,000        4,241  

LYB International Finance III LLC
3.80%, 10/1/60

   5,000      3,274  

LyondellBasell Industries NV
4.63%, 2/26/55

     20,000        15,779  

Magellan Midstream Partners LP
4.20%, 10/3/47

     38,000        28,279  

Marathon Petroleum Corp.
6.50%, 3/1/41

     25,000        25,598  

5.00%, 9/15/54

     3,000        2,460  

Markel Group, Inc.
3.35%, 9/17/29

     50,000        44,815  

Marriott International, Inc.
3.50%, 10/15/32, Series GG

     175,000        148,808  

Marsh & McLennan Cos., Inc.
3.75%, 3/14/26

     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.
3.50%, 12/15/27

     5,000        4,680  

Masco Corp.
4.50%, 5/15/47(d)

     20,000        15,735  

Mass General Brigham, Inc.
3.19%, 7/1/49, Series 2020(d)

     25,000        17,801  

3.34%, 7/1/60, Series 2020

     25,000        17,185  

Massachusetts Institute of Technology
3.89%, 7/1/2116

     19,000        14,240  

Mastercard, Inc.
3.50%, 2/26/28

     31,000        29,492  

3.80%, 11/21/46

     25,000        20,673  

Mayo Clinic
3.20%, 11/15/61, Series 2021

     35,000        23,511  

McCormick & Co., Inc.
4.20%, 8/15/47

     20,000        16,109  

McDonald’s Corp.
6.30%, 10/15/37, Series I

     19,000        20,666  

3.70%, 2/15/42

     109,000        86,596  

4.45%, 3/1/47

     15,000        12,999  

Medtronic, Inc.
4.38%, 3/15/35

     10,000        9,466  

Merck & Co., Inc.
4.50%, 5/17/33

     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.
4.60%, 5/15/28

     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.
3.60%, 11/13/25(d)

     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.
4.98%, 2/6/26

     125,000        123,237  

5.88%, 9/15/33

     25,000        24,534  

Microsoft Corp.
3.45%, 8/8/36

     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
3.95%, 3/15/29

     25,000        23,498  

MidAmerican Energy Co.
4.25%, 5/1/46

     16,000        13,167  

3.15%, 4/15/50

     9,000        6,087  

Molson Coors Beverage Co.
5.00%, 5/1/42

     30,000        27,135  

Mondelez International, Inc.
1.50%, 5/4/25

     50,000        46,784  

2.75%, 4/13/30

     100,000        86,461  

Montefiore Obligated Group
5.25%, 11/1/48, Series 18-C

     26,000        18,953  

Moody’s Corp.
3.25%, 1/15/28

     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
5.48%, 7/16/25

     250,000        250,580  

Mosaic Co.
4.88%, 11/15/41

   10,000      8,389  

Motorola Solutions, Inc.
2.30%, 11/15/30

     25,000        19,917  

Mount Sinai Hospital
3.74%, 7/1/49, Series 2019

     31,000        22,927  

MPLX LP
4.13%, 3/1/27

     215,000        206,099  

4.00%, 3/15/28

     18,000        16,911  

4.70%, 4/15/48

     50,000        40,271  

Nasdaq, Inc.
3.95%, 3/7/52

     100,000        75,085  

National Rural Utilities Cooperative Finance Corp.
3.25%, 11/1/25

     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
5.95%, 4/1/41

     5,000        5,239  

NetApp, Inc.
3.30%, 9/29/24

     45,000        43,819  

New York & Presbyterian Hospital
2.61%, 8/1/60

     25,000        13,984  

Newmont Corp.
4.88%, 3/15/42

     20,000        17,997  

NextEra Energy Capital Holdings, Inc.
5.75%, 9/1/25

     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.
2.40%, 3/27/25

     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.
0.95%, 8/15/25

     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.
2.90%, 6/15/26

     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.
3.20%, 2/1/27(d)

     53,000        50,054  

4.70%, 3/15/33

     100,000        96,940  

NOV, Inc.
3.95%, 12/1/42

     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.
4.95%, 9/15/52

   $ 50,000      $ 46,722  

NVIDIA Corp.
2.85%, 4/1/30

     10,000        8,976  

3.50%, 4/1/50

     50,000        39,417  

NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery
2.67%, 10/1/50, Series 2020

     16,000        9,537  

NYU Langone Hospitals
4.78%, 7/1/44

     35,000        30,713  

3.38%, 7/1/55, Series 2020

     25,000        16,968  

O’Reilly Automotive, Inc.
3.55%, 3/15/26

     17,000        16,294  

3.90%, 6/1/29

     13,000        12,214  

Occidental Petroleum Corp.
8.88%, 7/15/30

     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.
1.63%, 1/15/31, Series Q

     50,000        39,147  

Omega Healthcare Investors, Inc.
4.50%, 4/1/27

     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
0.55%, 10/1/25

     25,000        22,767  

5.75%, 3/15/29

     34,000        35,062  

4.55%, 9/15/32

     100,000        95,312  

ONEOK, Inc.
4.00%, 7/13/27

     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.
2.50%, 4/1/25

     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
3.33%, 10/1/50

     38,000        26,992  

Otis Worldwide Corp.
2.06%, 4/5/25

     150,000        142,189  

Owens Corning
4.30%, 7/15/47

     23,000        18,492  

PACCAR Financial Corp.
1.10%, 5/11/26

     50,000        45,263  

Pacific Gas & Electric Co.
2.95%, 3/1/26

     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
4.10%, 2/1/42

     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
3.40%, 12/15/27

     25,000        23,328  

Paramount Global
3.38%, 2/15/28(d)

     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.
4.25%, 9/15/27(d)

     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.
1.65%, 6/1/25

     100,000        93,720  

PeaceHealth Obligated Group
4.79%, 11/15/48, Series 2018

     20,000        17,084  

PECO Energy Co.
3.90%, 3/1/48

     20,000        15,951  

2.80%, 6/15/50

     175,000        111,713  

PepsiCo, Inc.
2.63%, 3/19/27

     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.
4.65%, 5/19/25

     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.
3.00%, 12/15/26

     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
5.21%, 12/1/49, Series A-4

     100,000        96,383  

Philip Morris International, Inc.
2.10%, 5/1/30

     125,000        102,671  

1.75%, 11/1/30

     80,000        62,763  

4.88%, 11/15/43

     32,000        28,170  

Phillips 66
3.85%, 4/9/25

     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.
2.50%, 3/15/31

     5,000        4,057  

Pilgrim’s Pride Corp.
6.25%, 7/1/33

     30,000        29,790  

Plains All American Pipeline LP / PAA Finance Corp.
4.50%, 12/15/26

     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.
1.20%, 3/15/26

     25,000        22,560  

PPL Electric Utilities Corp.
5.00%, 5/15/33

     100,000        99,025  

Procter & Gamble Co.
2.80%, 3/25/27

     25,000        23,462  

3.00%, 3/25/30

     35,000        31,983  

Progressive Corp.
3.00%, 3/15/32

     25,000        21,766  

3.95%, 3/26/50

     12,000        9,621  

Prologis LP
1.25%, 10/15/30(d)

     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.
3.71%, 1/22/26(d)

     31,000        28,161  

Prudential Financial, Inc.
6.63%, 12/1/37, Series D

     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
3.60%, 9/15/42

     115,000        87,363  

Public Service Electric & Gas Co.
3.60%, 12/1/47

     56,000        42,942  

PVH Corp.
4.63%, 7/10/25

     25,000        24,225  

QUALCOMM, Inc.
1.65%, 5/20/32

     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.
2.90%, 10/1/30

     25,000        21,079  

Radian Group, Inc.
4.88%, 3/15/27

     25,000        23,678  

Raymond James Financial, Inc.
4.65%, 4/1/30

     25,000        24,219  

Realty Income Corp.
3.00%, 1/15/27

   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.
2.80%, 9/15/50

     70,000        43,577  

Reliance Steel & Aluminum Co.
1.30%, 8/15/25

     25,000        22,996  

Republic Services, Inc.
6.20%, 3/1/40

     50,000        53,147  

Rockwell Automation, Inc.
4.20%, 3/1/49

     13,000        11,281  

Roper Technologies, Inc.
2.35%, 9/15/24

     15,000        14,495  

3.80%, 12/15/26

     30,000        28,646  

1.40%, 9/15/27

     18,000        15,595  

RTX Corp.
3.95%, 8/16/25

     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.
3.95%, 7/1/46

     24,000        19,332  

S&P Global, Inc.
2.90%, 3/1/32

     170,000        145,710  

Sabine Pass Liquefaction LLC
5.88%, 6/30/26

     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
5.13%, 8/15/26

     28,000        27,099  

3.90%, 10/15/29

     10,000        8,454  

Salesforce, Inc.
3.70%, 4/11/28

     8,000        7,668  

2.70%, 7/15/41

     25,000        17,889  

San Diego Gas & Electric Co.
1.70%, 10/1/30, Series VVV

     100,000        79,589  

Sempra
5.40%, 8/1/26

     25,000        25,055  

Sherwin-Williams Co.
4.25%, 8/8/25

     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
3.20%, 9/23/26

     65,000        61,047  

Simon Property Group LP
3.38%, 10/1/24

     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.
4.70%, 6/1/27

     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.
4.65%, 10/1/43

   $ 69,000      $ 59,364  

4.88%, 3/1/49, Series B

     8,000        6,950  

Southern California Gas Co.
2.95%, 4/15/27

     25,000        23,246  

4.13%, 6/1/48, Series UU

     65,000        50,568  

Southern Co.
3.25%, 7/1/26

     67,000        63,409  

4.40%, 7/1/46

     50,000        41,212  

Southern Co. Gas Capital Corp.
4.40%, 6/1/43

     21,000        16,860  

Southern Power Co.
0.90%, 1/15/26

     35,000        31,615  

Southwest Airlines Co.
5.13%, 6/15/27

     37,000        36,583  

Southwest Gas Corp.
3.80%, 9/29/46

     50,000        35,963  

Southwestern Electric Power Co.
3.25%, 11/1/51

     150,000        97,159  

Sprint Capital Corp.
6.88%, 11/15/28

     100,000        105,717  

Stanford Health Care
3.80%, 11/15/48, Series 2018

     18,000        14,295  

Stanley Black & Decker, Inc.
2.75%, 11/15/50

     4,000        2,335  

Starbucks Corp.
2.45%, 6/15/26

     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.
5.00%, 12/15/26

     25,000        24,494  

3.45%, 4/15/30

     90,000        80,018  

Sutter Health
3.16%, 8/15/40, Series 20A

     35,000        25,828  

5.55%, 8/15/53

     50,000        50,918  

Synchrony Financial
3.70%, 8/4/26

     5,000        4,557  

5.15%, 3/19/29

     36,000        33,068  

Sysco Corp.
3.30%, 7/15/26

     63,000        59,796  

6.60%, 4/1/50

     25,000        27,530  

T-Mobile USA, Inc.
3.50%, 4/15/25

     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.
4.95%, 3/28/28

     50,000        49,261  

Tampa Electric Co.
4.30%, 6/15/48

     18,000        14,568  

4.45%, 6/15/49

     65,000        53,674  

Tapestry, Inc.
4.13%, 7/15/27

     14,000        13,108  

Targa Resources Partners LP / Targa Resources Partners Finance Corp.
5.50%, 3/1/30

     25,000        24,034  

Target Corp.
2.50%, 4/15/26

     129,000        122,213  

4.00%, 7/1/42

     35,000        30,512  

Teledyne FLIR LLC
2.50%, 8/1/30

     25,000        20,644  

Texas Instruments, Inc.
2.90%, 11/3/27

     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.
5.09%, 8/10/33

     10,000        10,052  

Time Warner Cable LLC
6.75%, 6/15/39

     80,500        77,910  

TJX Cos., Inc.
3.88%, 4/15/30

     20,000        18,894  

Toll Brothers Finance Corp.
4.88%, 3/15/27

     50,000        48,622  

Toyota Motor Credit Corp.
1.45%, 1/13/25

     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.
3.75%, 8/21/28

     45,000        42,268  

Trane Technologies Luxembourg Finance SA
3.55%, 11/1/24

     50,000        48,901  

Transcontinental Gas Pipe Line Co. LLC
4.45%, 8/1/42

     15,000        12,525  

Travelers Cos., Inc.
6.25%, 6/15/37

     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.
2.63%, 12/1/40, Series 2021

     40,000        27,826  

Truist Bank
4.05%, 11/3/25

     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.
1.50%, 8/1/30

     73,000        57,073  

TWDC Enterprises 18 Corp.
4.38%, 8/16/41(d)

     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.
4.88%, 8/15/34

     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.
2.10%, 8/1/32

     25,000        18,824  

Union Electric Co.
2.95%, 6/15/27

     18,000        16,756  

Union Pacific Corp.
3.75%, 7/15/25

     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
4.30%, 2/15/27, Series 2013-1, Class A

     13,831        13,299  

5.80%, 7/15/37, Series 2023-1, Class A

     10,000        9,976  

United Parcel Service, Inc.
2.40%, 11/15/26

     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.
1.25%, 1/15/26

     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
3.84%, 10/1/47, Series 2017

     70,000        58,485  

Unum Group
4.50%, 12/15/49

     50,000        37,803  

Utah Acquisition Sub, Inc.
3.95%, 6/15/26

   40,000      37,814  

Ventas Realty LP
4.75%, 11/15/30(d)

     14,000        13,148  

4.38%, 2/1/45

     13,000        9,995  

VeriSign, Inc.
4.75%, 7/15/27

     8,000        7,800  

Verisk Analytics, Inc.
4.13%, 3/15/29

     50,000        47,590  

Verizon Communications, Inc.
3.38%, 2/15/25

     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.
2.70%, 6/22/30

     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.
5.30%, 8/15/33

     100,000        99,142  

8.88%, 11/15/38

     15,000        19,497  

Visa, Inc.
2.75%, 9/15/27

     63,000        58,485  

3.65%, 9/15/47

     59,000        48,217  

2.00%, 8/15/50

     25,000        14,816  

VMware, Inc.
4.50%, 5/15/25

     25,000        24,491  

Vulcan Materials Co.
4.50%, 4/1/25

     18,000        17,700  

3.50%, 6/1/30

     31,000        27,803  

W.R. Berkley Corp.
3.15%, 9/30/61

     25,000        14,966  

Walgreens Boots Alliance, Inc.
3.80%, 11/18/24

     53,000        51,760  

Walmart, Inc.
3.55%, 6/26/25

     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.
3.35%, 3/24/25

     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.
3.64%, 3/15/25

     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
3.52%, 4/15/54, Series 2022

     44,000        34,115  

WEC Energy Group, Inc.
5.00%, 9/27/25

     90,000        89,195  

Wells Fargo & Co.
3.00%, 4/22/26

     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
4.00%, 6/1/25

     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.
4.75%, 2/15/26

     25,000        23,866  

2.85%, 2/1/29

     17,000        13,712  

Western Union Co.
2.75%, 3/15/31(d)

     75,000        59,029  

Westinghouse Air Brake Technologies Corp.
3.45%, 11/15/26

     36,000        33,894  

Westlake Corp.
5.00%, 8/15/46

     10,000        8,430  

Weyerhaeuser Co.
4.00%, 11/15/29

     41,000        37,848  

Whirlpool Corp.
4.60%, 5/15/50

     50,000        41,068  

Williams Cos., Inc.
3.75%, 6/15/27

     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
4.81%, 9/1/48, Series 2018

     20,000        17,198  

Wisconsin Public Service Corp.
3.67%, 12/1/42

     38,000        28,582  

WRKCo, Inc.
3.75%, 3/15/25

   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.
3.75%, 5/15/46

     75,000        59,809  

Wyeth LLC
5.95%, 4/1/37

     10,000        10,723  

Xilinx, Inc.
2.38%, 6/1/30

     25,000        21,400  

Xylem, Inc.
3.25%, 11/1/26

     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
3.30%, 3/15/28

     35,000        33,171  

1.30%, 7/22/30

     75,000        60,572  

Province of British Columbia Canada
2.25%, 6/2/26, Series 9

     25,000        23,397  

Province of New Brunswick Canada
3.63%, 2/24/28

     20,000        19,147  

Province of Ontario Canada
0.63%, 1/21/26

     100,000        90,512  

1.13%, 10/7/30

     50,000        39,721  

Province of Quebec Canada
2.88%, 10/16/24, Series QO

     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
4.63%, 7/19/28

     200,000        199,544  
South Korea – 0.1%

 

Korea Development Bank
3.00%, 1/13/26

     100,000        94,784  
Sweden – 0.0%

 

Svensk Exportkredit AB
3.26%, 5/11/37, Series D(a)

     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
3.50%, 1/25/50

     150,000        109,205  
Hungary – 0.0%

 

Hungary Government International Bond
7.63%, 3/29/41

     16,000        17,708  
Indonesia – 0.1%

 

Indonesia Government International Bond
3.50%, 2/14/50

     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
5.38%, 6/15/33

   $ 163,000      $ 160,363  
Mexico – 0.1%

 

Mexico Government International Bond
6.75%, 9/27/34, Series A

     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
8.88%, 9/30/27

     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
5.95%, 10/13/47

     200,000        212,282  
Poland – 0.0%

 

Republic of Poland Government International Bond
3.25%, 4/6/26

     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
1.50%, 10/18/24

     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
3.75%, 5/25/26

     10,000        9,761  

European Investment Bank
0.38%, 3/26/26

     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
0.63%, 7/15/25

     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
2.50%, 11/25/24

     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.
1.38%, 10/16/24

     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
3.00%, 12/25/25, Series K053, Class A2

     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
7.04%, 4/1/50, Series S1-SUB

     25,000        30,961  

California Earthquake Authority
5.60%, 7/1/27, Series A

     150,000        150,144  

Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
6.90%, 12/1/40, Series B

     50,000        56,679  

City of Houston, TX
3.96%, 3/1/47

   100,000      87,075  

Commonwealth of Massachusetts
4.11%, 7/15/31, Series B

     113,008        110,007  

Dallas Fort Worth International Airport
4.51%, 11/1/51, Series A

     100,000        89,810  

Louisiana Local Government Environmental Facilities & Community Development Authority
3.62%, 2/1/29, Series A

     79,427        76,781  

New Jersey Transportation Trust Fund Authority
5.75%, 12/15/28, Series C

     45,000        45,608  

New York City Municipal Water Finance Authority
5.44%, 6/15/43, Series AA

     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
2.54%, 9/1/40, Series 1

     20,000        14,402  

Sales Tax Securitization Corp.
3.82%, 1/1/48, Series B

     150,000        121,374  

State of California
7.55%, 4/1/39

     190,000        234,895  

State of Mississippi
5.25%, 11/1/34, Series F

     75,000        76,030  

Texas Transportation Commission
2.56%, 4/1/42

     20,000        14,776  

Texas Transportation Commission State Highway Fund
5.18%, 4/1/30, Series B-BUILD

     50,000        50,369  

4.00%, 10/1/33

     20,000        18,852  

University of California
3.35%, 7/1/29, Series BD

     10,000        9,352  

University of Michigan
3.60%, 4/1/47, Series C

     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
1.88%, 5/15/26, Series 2022-1, Class A3

     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
TBA SALE COMMITMENTS – 101.5%

(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


Schedule of Investments

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
4.50%, 7/15/25, Series 3000, Class BC

     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
6.50%, 9/25/23, Series 1993-169, Class L

     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
3.50%, 6/25/28, Series 2018-1, Class A1

     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  


Schedule of Investments

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.
4.40%, 5/19/26(c)

     845,000        811,234  

BHP Billiton Finance USA Ltd.
5.00%, 9/30/43

     100,000        96,870  

FMG Resources August 2006 Pty. Ltd.
6.13%, 4/15/32(c)

     174,000        161,897  

Glencore Funding LLC
2.63%, 9/23/31(c)

     100,000        79,710  

Macquarie Bank Ltd.
6.80%, 1/18/33(c)

     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.
8.00%, 11/1/27(c)

   $ 5,000      $ 4,998  

Rio Tinto Finance USA Ltd.
7.13%, 7/15/28

     309,000        337,610  

5.20%, 11/2/40

     100,000        98,244  

Rio Tinto Finance USA PLC
5.13%, 3/9/53

     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.
4.35%, 4/14/32(c)

     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.
4.50%, 3/4/29(c)

     714,000        672,795  
     

 

 

 
Total Australia               4,675,834  
Austria – 0.1%      

Oesterreichische Kontrollbank AG
0.50%, 2/2/26

     936,000        844,572  

Suzano Austria GmbH
3.75%, 1/15/31

     575,000        487,956  
     

 

 

 
Total Austria               1,332,528  
Belgium – 0.3%      

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
4.90%, 2/1/46

     1,580,000        1,470,095  

Anheuser-Busch InBev Finance, Inc.
4.90%, 2/1/46

     100,000        92,804  

Anheuser-Busch InBev Worldwide, Inc.
3.50%, 6/1/30

     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.
4.70%, 5/15/28(c)

     663,000        641,293  
Brazil – 0.1%

 

Petrobras Global Finance BV
5.60%, 1/3/31

     591,000        566,763  

6.90%, 3/19/49

     180,000        168,930  

Vale Overseas Ltd.
3.75%, 7/8/30

     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.
3.88%, 1/15/28(c)

   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
2.50%, 6/28/24

     178,000        173,450  

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

     412,000        364,290  

Bank of Nova Scotia
1.05%, 3/2/26

     100,000        89,720  

2.45%, 2/2/32

     270,000        219,113  

Barrick PD Australia Finance Pty. Ltd.
5.95%, 10/15/39

     330,000        335,673  

Bell Telephone Co. of Canada / Bell Canada
4.46%, 4/1/48

     340,000        279,531  

Bombardier, Inc.
6.00%, 2/15/28(c)

     81,000        75,759  

Brookfield Finance, Inc.
4.85%, 3/29/29

     173,000        165,808  

4.35%, 4/15/30

     100,000        92,471  

Canadian National Railway Co.
4.40%, 8/5/52

     100,000        88,593  

Canadian Pacific Railway Co.
4.80%, 9/15/35

     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.
6.75%, 11/15/39

     552,000        573,318  

3.75%, 2/15/52

     105,000        73,787  

CI Financial Corp.
4.10%, 6/15/51

     100,000        60,638  

Enbridge, Inc.
5.97%, 3/8/26

     172,000        172,072  

Garda World Security Corp.
6.00%, 6/1/29(c)

     101,000        82,486  

Magna International, Inc.
5.50%, 3/21/33

     161,000        163,133  

New Gold, Inc.
7.50%, 7/15/27(c)

     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.
5.88%, 7/15/27(c)

     100,000        96,721  

Precision Drilling Corp.
6.88%, 1/15/29(c)

     71,000        68,050  

Rogers Communications, Inc.
4.35%, 5/1/49

     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.
6.50%, 6/15/38

     749,000        767,103  

Teck Resources Ltd.
3.90%, 7/15/30

     803,000        715,513  

Teine Energy Ltd.
6.88%, 4/15/29(c)

     165,000        154,202  

TELUS Corp.
3.40%, 5/13/32

     846,000        712,290  

Toronto-Dominion Bank
3.25%, 3/11/24

     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.
6.20%, 3/9/26

     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
5.13%, 2/2/33(c)

     1,000,000        960,980  
China – 0.6%

 

Alibaba Group Holding Ltd.
3.40%, 12/6/27

     412,000        383,024  

2.13%, 2/9/31

     750,000        601,508  

Baidu, Inc.
1.72%, 4/9/26

     412,000        373,375  

3.63%, 7/6/27

     1,100,000        1,034,396  

ENN Clean Energy International Investment Ltd.
3.38%, 5/12/26(d)

     825,000        751,229  

JD.com, Inc.
3.38%, 1/14/30

     351,000        309,315  

Lenovo Group Ltd.
5.88%, 4/24/25(d)

     325,000        323,937  

3.42%, 11/2/30(d)

     400,000        334,976  

NXP BV / NXP Funding LLC / NXP USA, Inc.
4.30%, 6/18/29

     986,000        924,247  

Prosus NV
3.68%, 1/21/30(c)

     575,000        473,357  

State Grid Overseas Investment BVI Ltd.
3.50%, 5/4/27(d)

     275,000        262,595  

4.25%, 5/2/28(d)

     275,000        268,254  

Tencent Holdings Ltd.
2.88%, 4/22/31(d)

     1,100,000        917,444  
     

 

 

 
Total China

 

     6,957,657  
Colombia – 0.1%

 

Ecopetrol SA
6.88%, 4/29/30

     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
5.50%, 10/15/29(c)

     500,000        360,150  

BNP Paribas SA
3.50%, 11/16/27(c)

     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
1.00%, 1/20/26(c)

     730,000        654,277  

3.25%, 1/11/28(c)

     412,000        373,977  

Electricite de France SA
6.95%, 1/26/39(c)

     325,000        343,973  

4.50%, 12/4/69(d)

     1,200,000        827,364  

Orange SA
9.00%, 3/1/31

     8,000        9,709  

Pernod Ricard SA
5.50%, 1/15/42(c)

     150,000        148,439  

Sanofi
3.63%, 6/19/28

     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
3.46%, 2/19/29

     437,000        406,952  

TotalEnergies Capital SA
3.88%, 10/11/28

     173,000        165,032  
     

 

 

 
Total France

 

     6,189,773  
Germany – 0.4%

 

BMW U.S. Capital LLC
2.80%, 4/11/26(c)

     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
8.75%, 6/15/30

     445,000        523,761  

Kreditanstalt fuer Wiederaufbau
2.50%, 11/20/24

     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
0.88%, 9/3/30

   $ 960,000      $ 759,859  
     

 

 

 
Total Germany

 

     4,740,329  
Hong Kong – 0.1%

 

AIA Group Ltd.
4.95%, 4/4/33(c)

     1,000,000        981,260  

Melco Resorts Finance Ltd.
5.25%, 4/26/26(d)

     200,000        185,596  
     

 

 

 
Total Hong Kong

 

     1,166,856  
India – 0.1%

 

JSW Steel Ltd.
3.95%, 4/5/27(d)

     200,000        176,392  

Reliance Industries Ltd.
2.88%, 1/12/32(d)

     650,000        533,234  

Summit Digitel Infrastructure Ltd.
2.88%, 8/12/31(d)

     425,000        335,176  
     

 

 

 
Total India

 

     1,044,802  
Indonesia – 0.1%

 

Pertamina Persero PT
2.30%, 2/9/31(d)

     800,000        646,080  

Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
5.45%, 5/21/28(d)

     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
3.30%, 1/30/32

     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.
4.25%, 8/14/28(d)

     412,000        385,006  

Teva Pharmaceutical Finance Co. LLC
6.15%, 2/1/36

     250,000        230,642  
     

 

 

 
Total Israel

 

     615,648  
Italy – 0.3%

 

Enel Finance International NV
7.75%, 10/14/52(c)

     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
6.00%, 9/30/34

     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.
3.85%, 3/1/26

     309,000        296,816  

3.68%, 2/22/27

     500,000        476,030  

Mizuho Financial Group, Inc.
2.56%, 9/13/31

     1,743,000        1,357,065  

Nissan Motor Co. Ltd.
4.81%, 9/17/30(c)

     895,000        790,187  

Nomura Holdings, Inc.
2.17%, 7/14/28

     260,000        218,878  

3.10%, 1/16/30

     393,000        333,299  

NTT Finance Corp.
1.16%, 4/3/26(c)

  

 

932,000

 

     840,571  

ORIX Corp.
5.00%, 9/13/27

     169,000        167,319  

2.25%, 3/9/31

     44,000        35,785  

Sumitomo Mitsui Financial Group, Inc.
3.04%, 7/16/29

     569,000        497,033  
     

 

 

 
Total Japan

 

     5,202,495  
Kazakhstan – 0.0%

 

KazMunayGas National Co. JSC
3.50%, 4/14/33(d)

     375,000        283,256  
Luxembourg – 0.1%

 

Altice France Holding SA
6.00%, 2/15/28(c)

     200,000        88,670  

ArcelorMittal SA
6.80%, 11/29/32

     799,000        822,882  
     

 

 

 
Total Luxembourg

 

     911,552  
Malaysia – 0.1%

 

Petronas Capital Ltd.
2.48%, 1/28/32(d)

     1,300,000        1,069,172  
Mexico – 0.3%

 

America Movil SAB de CV
4.70%, 7/21/32

     450,000        429,282  

Cemex SAB de CV
5.45%, 11/19/29(d)

     213,000        204,934  

Comision Federal de Electricidad
3.88%, 7/26/33(d)

     500,000        390,520  

Industrias Penoles SAB de CV
4.75%, 8/6/50(d)

     250,000        194,545  

Petroleos Mexicanos
6.88%, 8/4/26

     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
4.38%, 3/18/31(d)

   $ 200,000      $ 159,266  

Sands China Ltd.
5.65%, 8/8/28

     200,000        188,878  
     

 

 

 
Total Mongolia

 

     348,144  
Netherlands – 0.3%

 

Cooperatieve Rabobank UA
5.25%, 5/24/41

     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
6.88%, 3/11/38

     100,000        108,439  

Shell International Finance BV
3.25%, 5/11/25

     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.
1.25%, 6/22/26(c)

     364,000        324,976  
Norway – 0.1%

 

Equinor ASA
3.25%, 11/10/24

     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
3.13%, 7/12/41(d)

     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.
2.25%, 11/24/30(d)

     950,000        783,190  

Saudi Electricity Global Sukuk Co. 4
4.72%, 9/27/28(d)

     200,000        199,224  
     

 

 

 
Total Saudi Arabia

 

     982,414  
Singapore – 0.0%

 

DBS Group Holdings Ltd.
1.17%, 11/22/24(c)

   500,000      475,240  
South Africa – 0.1%

 

Anglo American Capital PLC
5.63%, 4/1/30(c)

     515,000        509,191  
South Korea – 0.1%

 

POSCO
5.75%, 1/17/28(d)

     1,000,000        1,008,540  

SK Hynix, Inc.
6.38%, 1/17/28(c)

     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
3.80%, 2/23/28

     200,000        183,236  

2.75%, 12/3/30

     1,200,000        930,288  

Telefonica Emisiones SA
7.05%, 6/20/36

     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.
2.00%, 2/14/27

     100,000        91,329  

UBS Group AG
4.55%, 4/17/26

     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.
1.25%, 4/23/26(c)

     822,000        741,436  
Thailand – 0.0%

 

GC Treasury Center Co. Ltd.
4.40%, 3/30/32(d)

     225,000        195,050  

Thaioil Treasury Center Co. Ltd.
2.50%, 6/18/30(d)

     275,000        221,089  
     

 

 

 
Total Thailand

 

     416,139  
United Arab Emirates – 0.2%

 

DP World Ltd.
6.85%, 7/2/37(d)

     200,000        214,762  

Galaxy Pipeline Assets Bidco Ltd.
2.16%, 3/31/34(c)

     704,357        594,013  

MDGH GMTN RSC Ltd.
5.50%, 4/28/33(d)

     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
4.00%, 1/17/29

   $ 412,000      $ 395,652  

6.45%, 9/15/37

     577,000        649,315  

4.38%, 8/17/48

     437,000        392,124  

Barclays PLC
4.38%, 1/12/26

     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.
3.22%, 8/15/24

     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
9.63%, 12/15/30

     131,000        159,646  

CK Hutchison International 21 Ltd.
2.50%, 4/15/31(c)

     750,000        619,440  

Diageo Capital PLC
3.50%, 9/18/23

     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.
6.38%, 5/15/38

     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
4.25%, 7/21/25(c)

     755,000        730,462  

Jaguar Land Rover Automotive PLC
5.50%, 7/15/29(c)

     492,000        427,942  

Lloyds Banking Group PLC
3.90%, 3/12/24

   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
2.50%, 4/6/31(c)

     260,000        215,199  

Nationwide Building Society
4.00%, 9/14/26(c)

     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.
6.15%, 9/15/43

     516,000        472,708  

5.85%, 8/15/45

     180,000        156,456  

Rio Tinto Finance USA PLC
5.00%, 3/9/33

     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.
3.50%, 3/22/28

     512,000        486,891  

Vodafone Group PLC
4.13%, 5/30/25

     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.
2.25%, 9/19/26

     309,000        284,502  

2.88%, 10/15/27

     412,000        379,514  

4.00%, 9/14/48

     412,000        334,569  

Abbott Laboratories
1.40%, 6/30/30

     152,000        123,973  

4.90%, 11/30/46

     669,000        652,957  

AbbVie, Inc.
2.60%, 11/21/24

     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.
4.25%, 3/15/29(c)

     93,000        79,564  

Activision Blizzard, Inc.
1.35%, 9/15/30

     508,000        405,968  

AdaptHealth LLC
6.13%, 8/1/28(c)

     73,000        66,217  

Adobe, Inc.
2.30%, 2/1/30

     527,000        457,768  

ADT Security Corp.
4.88%, 7/15/32(c)

     362,000        314,444  

Advanced Micro Devices, Inc.
4.39%, 6/1/52

     100,000        87,853  

Aetna, Inc.
6.63%, 6/15/36

     146,000        156,829  

4.13%, 11/15/42

     187,000        148,884  

Air Lease Corp.
5.85%, 12/15/27

     100,000        100,093  

Air Products & Chemicals, Inc.
1.85%, 5/15/27

     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
4.63%, 1/15/27(c)

     56,000        53,020  

5.88%, 2/15/28(c)

     413,000        401,969  

Alexandria Real Estate Equities, Inc.
2.00%, 5/18/32

     462,000        350,552  

3.00%, 5/18/51

     251,000        151,840  

Allegion U.S. Holding Co., Inc.
5.41%, 7/1/32

     17,000        16,565  

Alliant Energy Finance LLC
4.25%, 6/15/28(c)

     160,000        152,749  

Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
6.75%, 4/15/28(c)

     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
4.63%, 6/1/28(c)

     250,000        211,183  

Allstate Corp.
3.28%, 12/15/26

     412,000        389,929  

Ally Financial, Inc.
3.88%, 5/21/24

     173,000        169,964  

4.75%, 6/9/27

     173,000        162,139  

8.00%, 11/1/31

     691,000        716,097  

Alphabet, Inc.
1.10%, 8/15/30

     228,000        182,826  

1.90%, 8/15/40

     1,325,000        889,671  

Altria Group, Inc.
4.80%, 2/14/29

     441,000        427,483  

4.00%, 2/4/61

     200,000        135,864  

Amazon.com, Inc.
2.80%, 8/22/24

     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.
4.25%, 2/15/29

     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.
6.50%, 4/1/27

     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.
3.00%, 10/30/24

     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
3.63%, 4/15/32

     840,000        719,872  

American Honda Finance Corp.
0.75%, 8/9/24

     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.
4.75%, 4/1/48

     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.
4.40%, 2/15/26

     100,000        97,357  

3.55%, 7/15/27

     309,000        286,622  

American Water Capital Corp.
3.75%, 9/1/28

     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.
5.50%, 5/20/25

     20,000        19,641  

5.75%, 5/20/27

     70,000        64,811  

Ameriprise Financial, Inc.
3.00%, 4/2/25

     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.
2.30%, 2/25/31

   $ 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.
4.88%, 6/30/29(c)

     186,000        167,201  

Aon Corp.
2.80%, 5/15/30

     188,000        161,535  

Aon Global Ltd.
4.45%, 5/24/43

     412,000        330,119  

Apache Corp.
4.25%, 1/15/30

     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.
4.45%, 6/1/45

     309,000        253,519  

Apple, Inc.
3.00%, 2/9/24

     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.
3.30%, 4/1/27

     406,000        385,757  

Aptim Corp.
7.75%, 6/15/25(c)

     62,000        57,581  

APX Group, Inc.
5.75%, 7/15/29(c)

     224,000        193,267  

Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.
5.25%, 8/15/27(c)

     200,000        170,262  

Ares Capital Corp.
2.88%, 6/15/28

     2,314,000        1,956,788  

Arizona Public Service Co.
2.95%, 9/15/27

     309,000        284,258  

3.35%, 5/15/50

     412,000        276,040  

Asbury Automotive Group, Inc.
4.63%, 11/15/29(c)

     63,000        55,728  

Ascent Resources Utica Holdings LLC / ARU Finance Corp.
5.88%, 6/30/29(c)

     380,000        346,868  

Ashland, Inc.
3.38%, 9/1/31(c)

     161,000        128,872  

ASP Unifrax Holdings, Inc.
7.50%, 9/30/29(c)

     100,000        52,126  

AT&T, Inc.
1.70%, 3/25/26

     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.
6.50%, 2/15/30(c)

     209,000        181,790  

Athene Holding Ltd.
3.95%, 5/25/51

     2,000,000        1,393,220  

Atlantic City Electric Co.
2.30%, 3/15/31

     92,000        75,326  

Atmos Energy Corp.
2.63%, 9/15/29

     100,000        88,048  

2.85%, 2/15/52

     233,000        151,019  

Autodesk, Inc.
2.40%, 12/15/31

     785,000        637,444  

AutoNation, Inc.
3.85%, 3/1/32

     196,000        166,069  

AvalonBay Communities, Inc.
3.50%, 11/15/24

     175,000        171,133  

3.30%, 6/1/29

     182,000        164,910  

Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc.
3.34%, 12/15/27

     135,000        125,337  

3.14%, 11/7/29

     174,000        154,916  

Ball Corp.
2.88%, 8/15/30

     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.
5.13%, 6/11/30

     195,000        167,844  

Bath & Body Works, Inc.
6.63%, 10/1/30(c)

     178,000        174,319  

7.60%, 7/15/37

     160,000        145,571  

Bausch Health Cos., Inc.
4.88%, 6/1/28(c)

     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.
7.63%, 5/1/27(c)

     9,000        8,552  

Becton Dickinson & Co.
1.96%, 2/11/31

     148,000        119,103  

Berkshire Hathaway Energy Co.
4.05%, 4/15/25

     130,000        127,239  

6.13%, 4/1/36

     412,000        431,475  

Berkshire Hathaway Finance Corp.
4.40%, 5/15/42

     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.
3.13%, 3/15/26

     412,000        395,199  

Best Buy Co., Inc.
4.45%, 10/1/28

     171,000        165,562  

Biogen, Inc.
4.05%, 9/15/25

     309,000        299,789  

Black Knight InfoServ LLC
3.63%, 9/1/28(c)

     100,000        92,368  

BlackRock, Inc.
3.20%, 3/15/27

     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
6.20%, 4/22/33(c)

     360,000        369,767  

Blackstone Private Credit Fund
3.25%, 3/15/27

     193,000        168,284  

4.00%, 1/15/29

     800,000        687,872  

Blackstone Secured Lending Fund
2.75%, 9/16/26

     197,000        174,093  

Blue Owl Capital Corp.
3.75%, 7/22/25

   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
3.13%, 6/10/31(c)

     220,000        169,668  

Boeing Co.
2.20%, 2/4/26

     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.
4.63%, 4/13/30

     247,000        241,670  

Booz Allen Hamilton, Inc.
3.88%, 9/1/28(c)

     100,000        90,820  

BorgWarner, Inc.
2.65%, 7/1/27

     412,000        373,527  

Boston Properties LP
2.90%, 3/15/30

     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.
3.94%, 9/21/28

     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
4.10%, 10/1/24

     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.
5.63%, 5/15/30

     399,000        385,869  

Bristol-Myers Squibb Co.
1.13%, 11/13/27

     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
4.05%, 7/1/30

     1,760,000        1,593,117  

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 1/15/27

     412,000        391,491  

Broadcom, Inc.
4.11%, 9/15/28

     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.
4.27%, 3/15/48(c)

     846,000        627,470  

Brown & Brown, Inc.
4.20%, 9/15/24

     175,000        172,009  

2.38%, 3/15/31

     167,000        133,575  

Brown-Forman Corp.
3.50%, 4/15/25

     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
3.65%, 9/1/25

   $ 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.
6.25%, 7/1/25(c)

     171,000        169,921  

7.00%, 2/15/30(c)

     168,000        168,890  

Capital One Financial Corp.
3.75%, 3/9/27

     513,000        477,690  

3.65%, 5/11/27

     412,000        383,420  

Carnival Corp.
7.63%, 3/1/26(c)

     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.
10.38%, 5/1/28(c)

     154,000        167,706  

Carrier Global Corp.
2.24%, 2/15/25

     181,000        172,240  

Caterpillar Financial Services Corp.
3.40%, 5/13/25

     174,000        168,712  

Caterpillar, Inc.
3.80%, 8/15/42

     412,000        349,615  

4.30%, 5/15/44

     412,000        371,348  

CCO Holdings LLC / CCO Holdings Capital Corp.
4.75%, 3/1/30(c)

     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
6.17%, 7/15/27

     167,000        167,240  

6.33%, 7/15/29

     100,000        99,440  

Cencora, Inc.
2.80%, 5/15/30

     581,000        501,438  

Centene Corp.
4.63%, 12/15/29

     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.
4.40%, 7/1/32

     100,000        93,496  

Central Garden & Pet Co.
4.13%, 10/15/30

     201,000        173,099  

Central Parent, Inc. / CDK Global, Inc.
7.25%, 6/15/29(c)

     171,000        169,030  

CF Industries, Inc.
5.38%, 3/15/44

     177,000        157,404  

Charles Schwab Corp.
3.20%, 3/2/27

     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
4.91%, 7/23/25

     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.
5.75%, 11/15/28(c)

     205,000        184,301  

4.63%, 11/15/29(c)

     510,000        424,442  

Chevron USA, Inc.
1.02%, 8/12/27

     100,000        86,876  

3.25%, 10/15/29

     179,000        164,179  

Choice Hotels International, Inc.
3.70%, 12/1/29

     100,000        88,465  

CHS / Community Health Systems, Inc.
8.00%, 12/15/27(c)

     22,000        21,187  

6.00%, 1/15/29(c)

     92,000        77,478  

Chubb Corp.
6.00%, 5/11/37

     412,000        438,904  

Churchill Downs, Inc.
4.75%, 1/15/28(c)

     100,000        92,354  

Ciena Corp.
4.00%, 1/31/30(c)

     204,000        176,085  

Cigna Group
3.50%, 6/15/24

     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.
5.25%, 7/15/28(c)

     348,000        309,556  

Cisco Systems, Inc.
5.50%, 1/15/40

     619,000        642,900  

Citigroup, Inc.
4.00%, 8/5/24

     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.
3.25%, 4/30/30

     350,000        292,996  

Clear Channel Outdoor Holdings, Inc.
5.13%, 8/15/27(c)

     58,000        52,063  

Clorox Co.
1.80%, 5/15/30

     151,000        122,787  

Cloud Software Group, Inc.
6.50%, 3/31/29(c)

     203,000        181,825  

CME Group, Inc.
2.65%, 3/15/32

     113,000        94,851  

5.30%, 9/15/43

     153,000        155,194  

Coca-Cola Co.
2.90%, 5/25/27

     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.
4.60%, 3/1/33

     100,000        100,169  

Comcast Corp.
1.95%, 1/15/31

     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.
4.60%, 11/1/25

     233,000        228,165  

Conduent Business Services LLC / Conduent State & Local Solutions, Inc.
6.00%, 11/1/29(c)

     216,000        178,349  

ConocoPhillips
6.50%, 2/1/39

     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.
6.63%, 5/1/31(c)

     163,000        147,614  

Constellation Merger Sub, Inc.
8.50%, 9/15/25(c)

     240,000        204,259  

Corporate Office Properties LP
2.90%, 12/1/33

     163,000        118,025  

Costco Wholesale Corp.
2.75%, 5/18/24

     176,000        172,642  

CQP Holdco LP / BIP-V Chinook Holdco LLC
5.50%, 6/15/31(c)

     324,000        296,000  

Credit Acceptance Corp.
6.63%, 3/15/26

   40,000      38,948  

CRH America, Inc.
3.88%, 5/18/25(c)

     711,000        689,094  

Crown Americas LLC
5.25%, 4/1/30

     177,000        167,168  

Crown Castle, Inc.
3.10%, 11/15/29

     100,000        87,159  

2.10%, 4/1/31

     146,000        115,179  

CrownRock LP / CrownRock Finance, Inc.
5.63%, 10/15/25(c)

     176,000        173,334  

CSC Holdings LLC
5.75%, 1/15/30(c)

     200,000        110,906  

5.00%, 11/15/31(c)

     200,000        107,734  

CSX Corp.
3.25%, 6/1/27

     176,000        165,709  

3.80%, 3/1/28

     173,000        164,776  

4.40%, 3/1/43

     412,000        354,242  

CubeSmart LP
2.25%, 12/15/28

     111,000        94,248  

Curo Group Holdings Corp.
7.50%, 8/1/28(c)

     300,000        73,740  

Cushman & Wakefield U.S. Borrower LLC
6.75%, 5/15/28(c)

     32,000        30,507  

CVR Partners LP / CVR Nitrogen Finance Corp.
6.13%, 6/15/28(c)

     233,000        209,390  

CVS Health Corp.
1.30%, 8/21/27

     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.
4.25%, 9/1/30

     326,000        270,407  

4.50%, 2/15/32

     425,000        343,812  

Dealer Tire LLC / DT Issuer LLC
8.00%, 2/1/28(c)

     74,000        69,770  

Dell International LLC / EMC Corp.
6.02%, 6/15/26

     839,000        848,053  

Delta Air Lines, Inc.
3.75%, 10/28/29

     270,000        240,640  

Devon Energy Corp.
5.60%, 7/15/41

     166,000        154,337  

4.75%, 5/15/42

     181,000        151,340  

Digital Realty Trust LP
3.70%, 8/15/27

     182,000        169,852  

3.60%, 7/1/29

     335,000        301,949  

Discovery Communications LLC
3.63%, 5/15/30

     95,000        83,459  

5.20%, 9/20/47

     197,000        159,696  

DISH DBS Corp.
5.75%, 12/1/28(c)

     173,000        134,838  

Dominion Energy South Carolina, Inc.
4.60%, 6/15/43

     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.
3.07%, 8/15/24(a)

   $ 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.
2.10%, 11/15/30

     199,000        162,541  

3.60%, 11/15/50

     309,000        221,071  

DTE Energy Co.
1.05%, 6/1/25, Series F

     877,000        808,778  

Duke Energy Carolinas LLC
2.55%, 4/15/31

     61,000        51,746  

3.45%, 4/15/51

     309,000        218,349  

Duke Energy Corp.
2.45%, 6/1/30

     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
3.80%, 7/15/28

     412,000        392,694  

6.40%, 6/15/38

     141,000        151,861  

Duke Energy Progress LLC
4.20%, 8/15/45

     309,000        250,160  

DuPont de Nemours, Inc.
5.42%, 11/15/48

     412,000        399,418  

Eastern Energy Gas Holdings LLC
2.50%, 11/15/24, Series A

     133,000        128,054  

Eaton Corp.
4.15%, 11/2/42

     179,000        155,728  

eBay, Inc.
2.70%, 3/11/30

     372,000        317,487  

4.00%, 7/15/42

     120,000        94,016  

Eco Material Technologies, Inc.
7.88%, 1/31/27(c)

     3,000        2,940  

Ecolab, Inc.
2.70%, 11/1/26

     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.
5.00%, 12/1/44

     174,000        150,616  

Elevance Health, Inc.
2.38%, 1/15/25

     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.
2.25%, 5/15/50

     1,547,000        956,386  

Emerson Electric Co.
2.00%, 12/21/28

     190,000        165,237  

1.95%, 10/15/30

     570,000        469,743  

Encino Acquisition Partners Holdings LLC
8.50%, 5/1/28(c)

     269,000        255,187  

Energizer Holdings, Inc.
4.38%, 3/31/29(c)

     248,000        212,670  

Energy Transfer LP
2.90%, 5/15/25

     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
5.05%, 4/1/45

     500,000        399,230  

5.45%, 6/1/47

     500,000        413,950  

Entegris Escrow Corp.
4.75%, 4/15/29(c)

     180,000        167,650  

Entergy Corp.
2.95%, 9/1/26

     200,000        185,894  

2.80%, 6/15/30

     165,000        139,291  

Entergy Louisiana LLC
0.95%, 10/1/24

     183,000        173,797  

4.20%, 9/1/48

     100,000        80,422  

Enterprise Products Operating LLC
4.85%, 3/15/44

     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.
4.38%, 4/15/30

     100,000        97,211  

EPR Properties
3.60%, 11/15/31

     211,000        162,116  

EQM Midstream Partners LP
4.50%, 1/15/29(c)

     360,000        327,287  

EQT Corp.
7.00%, 2/1/30

     1,662,000        1,745,100  

Equifax, Inc.
2.35%, 9/15/31

     100,000        78,509  

Equinix, Inc.
3.20%, 11/18/29

     186,000        163,208  

2.50%, 5/15/31

     201,000        163,065  

Equitable Holdings, Inc.
5.00%, 4/20/48

     1,377,000        1,163,166  

ERP Operating LP
3.00%, 7/1/29

     150,000        133,478  

4.50%, 7/1/44

     179,000        151,867  

Essential Utilities, Inc.
2.70%, 4/15/30

     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
2.65%, 3/15/32

     1,053,000        839,410  

Evergy Kansas Central, Inc.
4.13%, 3/1/42

     412,000        336,620  

4.25%, 12/1/45

     185,000        150,975  

Eversource Energy
2.90%, 10/1/24, Series L

     179,000        173,766  

Exelon Corp.
3.35%, 3/15/32

     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.
3.25%, 2/15/30

   $ 488,000      $ 425,526  

Extra Space Storage LP
2.40%, 10/15/31

     422,000        331,688  

Exxon Mobil Corp.
3.48%, 3/19/30

     176,000        162,951  

3.45%, 4/15/51

     198,000        147,419  

Federal Realty OP LP
3.50%, 6/1/30

     312,000        273,087  

FedEx Corp.
3.40%, 2/15/28

     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.
2.25%, 3/1/31

     1,021,000        824,070  

Fifth Third Bancorp
8.25%, 3/1/38

     200,000        226,042  

First American Financial Corp.
4.00%, 5/15/30

     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.
4.00%, 7/31/29(c)

     410,000        350,825  

Fiserv, Inc.
2.25%, 6/1/27

     412,000        369,725  

2.65%, 6/1/30

     576,000        485,021  

Flex Ltd.
4.75%, 6/15/25

     100,000        98,072  

Florida Power & Light Co.
5.05%, 4/1/28

     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.
4.75%, 1/15/43

     500,000        374,980  

Ford Motor Credit Co. LLC
5.13%, 6/16/25

     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.
4.71%, 1/25/29

     171,000        164,974  

5.58%, 1/25/49

     170,000        151,791  

Franklin Resources, Inc.
1.60%, 10/30/30

     36,000        28,250  

Freeport-McMoRan, Inc.
5.45%, 3/15/43

     1,034,000        928,470  

Fresenius Medical Care U.S. Finance III, Inc.
3.00%, 12/1/31(c)

   211,000      163,926  

Frontier Communications Holdings LLC
6.75%, 5/1/29(c)

     105,000        81,468  

Gap, Inc.
3.63%, 10/1/29(c)

     256,000        195,438  

3.88%, 10/1/31(c)

     333,000        241,735  

GATX Corp.
1.90%, 6/1/31

     120,000        91,363  

GCI LLC
4.75%, 10/15/28(c)

     128,000        111,405  

GE HealthCare Technologies, Inc.
5.55%, 11/15/24

     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.
4.25%, 4/1/40

     174,000        155,570  

General Mills, Inc.
5.24%, 11/18/25

     170,000        169,320  

3.00%, 2/1/51

     237,000        159,861  

General Motors Co.
6.60%, 4/1/36

     309,000        311,355  

6.25%, 10/2/43

     1,455,000        1,369,606  

General Motors Financial Co., Inc.
5.25%, 3/1/26

     412,000        406,133  

3.60%, 6/21/30

     2,790,000        2,397,503  

Genesis Energy LP / Genesis Energy Finance Corp.
7.75%, 2/1/28

     45,000        43,809  

Genuine Parts Co.
1.75%, 2/1/25

     100,000        94,554  

Genworth Holdings, Inc.
6.50%, 6/15/34

     312,000        268,988  

Georgia-Pacific LLC
3.60%, 3/1/25(c)

     177,000        171,886  

0.95%, 5/15/26(c)

     219,000        194,873  

Gilead Sciences, Inc.
3.50%, 2/1/25

     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.
4.45%, 6/1/28

     100,000        94,408  

GLP Capital LP / GLP Financing II, Inc.
5.30%, 1/15/29

     632,000        597,752  

Go Daddy Operating Co. LLC / GD Finance Co., Inc.
5.25%, 12/1/27(c)

     175,000        167,675  

3.50%, 3/1/29(c)

     197,000        169,517  

Goldman Sachs Group, Inc.
3.85%, 7/8/24

     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.
5.63%, 4/30/33

     497,000        426,699  

Grand Canyon University
5.13%, 10/1/28

     39,000        35,283  

Graphic Packaging International LLC
3.50%, 3/15/28(c)

     68,000        60,909  

Gray Television, Inc.
5.88%, 7/15/26(c)

     114,000        104,205  

H&E Equipment Services, Inc.
3.88%, 12/15/28(c)

     100,000        87,513  

HCA, Inc.
5.25%, 4/15/25

     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
2.00%, 3/15/31

     328,000        252,954  

Healthpeak OP LLC
3.00%, 1/15/30

     973,000        843,581  

Hershey Co.
2.30%, 8/15/26

     309,000        289,292  

Hewlett Packard Enterprise Co.
1.45%, 4/1/24

     412,000        401,655  

6.35%, 10/15/45

     156,000        160,112  

Highwoods Realty LP
4.13%, 3/15/28

     194,000        174,713  

Hilton Domestic Operating Co., Inc.
3.63%, 2/15/32(c)

     460,000        382,886  

Home Depot, Inc.
2.70%, 4/15/30

     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.
2.30%, 8/15/24

     74,000        71,881  

3.81%, 11/21/47

     1,072,000        873,380  

HP, Inc.
2.20%, 6/17/25

     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
5.95%, 2/15/28

     208,000        176,016  

Humana, Inc.
3.85%, 10/1/24

     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.
2.63%, 8/6/24

   182,000      175,808  

Huntington National Bank
3.55%, 10/6/23

     412,000        411,102  

Hyatt Hotels Corp.
5.75%, 4/23/30

     158,000        158,442  

Icahn Enterprises LP / Icahn Enterprises Finance Corp.
4.38%, 2/1/29

     145,000        114,955  

Illinois Tool Works, Inc.
2.65%, 11/15/26

     178,000        166,733  

Imola Merger Corp.
4.75%, 5/15/29(c)

     400,000        355,944  

Ingevity Corp.
3.88%, 11/1/28(c)

     29,000        24,666  

Intel Corp.
3.70%, 7/29/25

     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.
1.85%, 9/15/32

     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.
3.45%, 2/19/26

     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.
1.83%, 10/15/27(c)

     116,000        97,568  

5.00%, 9/26/48

     188,000        149,637  

International Paper Co.
4.35%, 8/15/48

     898,000        740,069  

Invitation Homes Operating Partnership LP
4.15%, 4/15/32

     777,000        692,043  

IPALCO Enterprises, Inc.
4.25%, 5/1/30

     2,076,000        1,870,891  

Iron Mountain, Inc.
5.25%, 7/15/30(c)

     135,000        121,979  

ITC Holdings Corp.
3.65%, 6/15/24

     139,000        136,634  

3.35%, 11/15/27

     382,000        355,069  

Jacobs Engineering Group, Inc.
5.90%, 3/1/33

     100,000        98,971  

JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
3.63%, 1/15/32

     275,000        225,924  

5.75%, 4/1/33

     1,160,000        1,112,475  

Jefferies Financial Group, Inc.
4.15%, 1/23/30

     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.
2.80%, 9/8/27

     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
2.45%, 3/1/26

     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.
3.13%, 1/23/25

     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.
4.63%, 3/1/28(c)

     89,000        78,874  

Kellogg Co.
2.10%, 6/1/30

     146,000        119,577  

Kemper Corp.
2.40%, 9/30/30

     208,000        160,050  

Kentucky Utilities Co.
5.13%, 11/1/40

     1,031,000        968,717  

3.30%, 6/1/50

     412,000        284,424  

KeyCorp
4.15%, 10/29/25

     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
4.75%, 12/15/28

     189,000        170,796  

Kimco Realty OP LLC
2.70%, 10/1/30

     358,000        295,572  

Kinder Morgan Energy Partners LP
4.25%, 9/1/24

     175,000        172,270  

6.95%, 1/15/38

     546,000        585,399  

Kinder Morgan, Inc.
4.30%, 6/1/25

     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
5.88%, 6/15/30(c)

     175,000        169,650  

KLA Corp.
5.25%, 7/15/62

     153,000        148,714  

Kohl’s Corp.
5.55%, 7/17/45

     500,000        317,430  

Kraft Heinz Foods Co.
6.75%, 3/15/32

     500,000        544,465  

5.50%, 6/1/50

     377,000        364,344  

Kroger Co.
2.65%, 10/15/26

     412,000        381,298  

7.50%, 4/1/31

     338,000        379,932  

Kyndryl Holdings, Inc.
3.15%, 10/15/31

     219,000        170,364  

L3Harris Technologies, Inc.
4.40%, 6/15/28

     170,000        163,520  

Lam Research Corp.
4.00%, 3/15/29

     309,000        296,510  

Lazard Group LLC
4.50%, 9/19/28

     176,000        167,328  

LCPR Senior Secured Financing DAC
5.13%, 7/15/29(c)

     283,000        239,115  

Lennar Corp.
4.75%, 11/29/27

     422,000        409,218  

Level 3 Financing, Inc.
10.50%, 5/15/30(c)

     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
8.50%, 7/15/29

   $ 277,000      $ 109,127  

8.25%, 2/1/30

     500,000        194,925  

Lincoln National Corp.
3.35%, 3/9/25

     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.
3.55%, 1/15/26

     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.
3.10%, 5/3/27

     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.
7.75%, 2/15/26(c)

     120,000        109,582  

LYB International Finance III LLC
1.25%, 10/1/25

     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
6.70%, 7/15/34(c)

     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
4.20%, 12/1/42

     619,000        456,017  

4.20%, 10/3/47

     175,000        130,232  

Marathon Petroleum Corp.
4.70%, 5/1/25

     100,000        98,303  

6.50%, 3/1/41

     192,000        196,593  

Marriott International, Inc.
4.63%, 6/15/30, Series FF

     888,000        841,753  

2.75%, 10/15/33, Series II

     100,000        78,244  

Marsh & McLennan Cos., Inc.
2.25%, 11/15/30

     169,000        139,722  

4.90%, 3/15/49

     100,000        91,943  

Martin Marietta Materials, Inc.
4.25%, 7/2/24

     174,000        171,867  

Masco Corp.
2.00%, 2/15/31

     150,000        118,578  

Masonite International Corp.
3.50%, 2/15/30(c)

     315,000        264,052  

Massachusetts Institute of Technology
3.96%, 7/1/38

     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.
3.50%, 2/26/28

     412,000        391,960  

4.88%, 3/9/28

     664,000        666,802  

Match Group Holdings II LLC
4.63%, 6/1/28(c)

     69,000        63,709  

5.63%, 2/15/29(c)

     26,000        24,656  

Mattel, Inc.
5.88%, 12/15/27(c)

     172,000        168,782  

McAfee Corp.
7.38%, 2/15/30(c)

     130,000        113,840  

McDonald’s Corp.
4.88%, 12/9/45

     2,060,000        1,904,429  

McGraw-Hill Education, Inc.
5.75%, 8/1/28(c)

     85,000        76,025  

McKesson Corp.
0.90%, 12/3/25

     412,000        373,239  

Medline Borrower LP
3.88%, 4/1/29(c)

     197,000        171,776  

Medtronic, Inc.
4.38%, 3/15/35

     295,000        279,250  

Memorial Sloan-Kettering Cancer Center
5.00%, 7/1/42

     154,000        148,345  

Merck & Co., Inc.
0.75%, 2/24/26

     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.
3.85%, 8/15/32

     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
6.50%, 5/15/29(c)

     239,000        207,528  

MetLife, Inc.
4.55%, 3/23/30

     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
2.80%, 3/21/25(c)

     180,000        172,228  

3.45%, 12/18/26(c)

     309,000        291,792  

Michaels Cos., Inc.
7.88%, 5/1/29(c)

     248,000        171,817  

Microchip Technology, Inc.
0.98%, 9/1/24

     184,000        175,197  

4.25%, 9/1/25

     175,000        170,259  

Micron Technology, Inc.
4.98%, 2/6/26

     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.
3.63%, 12/15/23

     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
1.70%, 2/15/31

     412,000        325,035  

Mississippi Power Co.
4.25%, 3/15/42, Series 12-A

     825,000        675,708  

Mohegan Tribal Gaming Authority
8.00%, 2/1/26(c)

     79,000        73,481  

Molson Coors Beverage Co.
3.00%, 7/15/26

     852,000        798,656  

Moody’s Corp.
2.00%, 8/19/31

     611,000        492,118  

3.75%, 2/25/52

     169,000        129,327  

Morgan Stanley
4.00%, 7/23/25

     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.
10.50%, 5/15/27(c)

     14,000        13,902  

MPH Acquisition Holdings LLC
5.75%, 11/1/28(c)

     197,000        147,898  

MPLX LP
4.88%, 12/1/24

     412,000        406,866  

4.00%, 3/15/28

     412,000        387,078  

MPT Operating Partnership LP / MPT Finance Corp.
5.25%, 8/1/26

   120,000      102,260  

MSCI, Inc.
3.63%, 11/1/31(c)

     170,000        144,422  

Nasdaq, Inc.
1.65%, 1/15/31

     85,000        66,579  

National Fuel Gas Co.
5.20%, 7/15/25

     412,000        405,478  

National Grid USA
5.80%, 4/1/35

     1,025,000        1,011,050  

National Rural Utilities Cooperative Finance Corp.
4.80%, 3/15/28

     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.
4.88%, 3/15/28

     146,000        127,404  

NCL Corp. Ltd.
5.88%, 3/15/26(c)

     159,000        150,001  

NCR Corp.
5.00%, 10/1/28(c)

     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.
4.13%, 10/1/27(c)

     171,000        166,142  

4.85%, 3/14/33(c)

     159,000        159,398  

New Fortress Energy, Inc.
6.50%, 9/30/26(c)

     186,000        173,060  

New York & Presbyterian Hospital
3.95%, 8/1/2119, Series 2019

     110,000        78,005  

New York Life Global Funding
4.85%, 1/9/28(c)

     100,000        99,048  

4.55%, 1/28/33(c)

     98,000        92,952  

New York State Electric & Gas Corp.
3.30%, 9/15/49(c)

     197,000        129,967  

Newell Brands, Inc.
6.63%, 9/15/29

     170,000        168,633  

6.00%, 4/1/46

     500,000        406,195  

Newmont Corp.
2.25%, 10/1/30

     861,000        700,286  

Nexstar Media, Inc.
5.63%, 7/15/27(c)

     180,000        169,308  

NextEra Energy Capital Holdings, Inc.
5.11%, 9/29/57(c)

     500,000        499,470  

NFP Corp.
6.88%, 8/15/28(c)

     200,000        176,390  

Niagara Mohawk Power Corp.
5.78%, 9/16/52(c)

     185,000        182,366  

NIKE, Inc.
3.25%, 3/27/40

     100,000        80,768  

3.63%, 5/1/43

     183,000        152,602  

NiSource, Inc.
0.95%, 8/15/25

     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
1.85%, 9/16/26(c)

   $ 100,000      $ 86,801  

NNN REIT, Inc.
4.30%, 10/15/28

     351,000        329,915  

Nordstrom, Inc.
4.25%, 8/1/31

     241,000        181,656  

Norfolk Southern Corp.
4.45%, 3/1/33

     169,000        160,447  

3.95%, 10/1/42

     412,000        331,536  

Northern Natural Gas Co.
4.30%, 1/15/49(c)

     136,000        107,164  

Northern Trust Corp.

     

3.38%, 5/8/32, (3.375% fixed rate
until 5/8/27; Secured Overnight Financing Rate + 1.484% thereafter)(a)

     272,000        242,820  

Northrop Grumman Corp.
2.93%, 1/15/25

     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.
3.63%, 9/30/59(c)

     324,000        219,853  

Novelis Corp.
4.75%, 1/30/30(c)

     201,000        180,044  

3.88%, 8/15/31(c)

     385,000        319,970  

NRG Energy, Inc.
2.45%, 12/2/27(c)

     100,000        85,759  

3.38%, 2/15/29(c)

     274,000        226,023  

Nucor Corp.
2.00%, 6/1/25

     412,000        387,667  

NVIDIA Corp.
1.55%, 6/15/28

     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.
3.50%, 8/15/29

     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.
5.95%, 11/1/39

     100,000        99,951  

Ohio Edison Co.
6.88%, 7/15/36

     1,826,000        1,995,088  

Olin Corp.
5.63%, 8/1/29

     366,000        351,664  

Omega Healthcare Investors, Inc.
4.75%, 1/15/28

     100,000        94,079  

3.38%, 2/1/31

     58,000        46,894  

Omnicom Group, Inc. / Omnicom Capital, Inc.
3.65%, 11/1/24

     100,000        97,687  

OneMain Finance Corp.
4.00%, 9/15/30

     348,000        271,680  

ONEOK Partners LP
6.20%, 9/15/43

     412,000        400,250  

ONEOK, Inc.
5.20%, 7/15/48

     100,000        85,650  

Oracle Corp.
2.95%, 11/15/24

   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.
3.11%, 2/15/40

     100,000        75,364  

P&L Development LLC / PLD Finance Corp.
7.75%, 11/15/25(c)

     58,000        50,190  

Pacific Gas & Electric Co.
2.10%, 8/1/27

     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
3.00%, 12/15/29

     776,000        678,325  

Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer LLC
4.38%, 10/15/28(c)

     131,000        117,004  

Paramount Global
3.38%, 2/15/28

     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.
1.65%, 6/1/25

     609,000        570,755  

2.30%, 6/1/30

     161,000        135,557  

Paysafe Finance PLC / Paysafe Holdings U.S. Corp.
4.00%, 6/15/29(c)

     309,000        262,078  

PECO Energy Co.
4.15%, 10/1/44

     309,000        254,947  

PennyMac Financial Services, Inc.
4.25%, 2/15/29(c)

     290,000        240,836  

PepsiCo, Inc.
1.63%, 5/1/30

     776,000        639,067  

Permian Resources Operating LLC
5.88%, 7/1/29(c)

     177,000        170,941  

Pfizer, Inc.
3.45%, 3/15/29

     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.
5.25%, 7/1/30

   $ 86,000      $ 76,507  

PG&E Wildfire Recovery Funding LLC
4.02%, 6/1/33, Series A-1

     329,169        314,405  

4.26%, 6/1/38, Series A-2

     1,250,000        1,162,863  

PGT Innovations, Inc.
4.38%, 10/1/29(c)

     197,000        182,985  

Philip Morris International, Inc.
4.88%, 2/13/26

     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
3.90%, 3/15/28

     619,000        586,812  

5.88%, 5/1/42

     605,000        618,606  

Piedmont Natural Gas Co., Inc.
5.05%, 5/15/52

     105,000        92,685  

Piedmont Operating Partnership LP
3.15%, 8/15/30

     101,000        73,076  

Pilgrim’s Pride Corp.
4.25%, 4/15/31

     190,000        164,601  

Pioneer Natural Resources Co.
1.90%, 8/15/30

     203,000        163,908  

Plains All American Pipeline LP / PAA Finance Corp.
4.65%, 10/15/25

     309,000        301,411  

6.65%, 1/15/37

     156,000        158,883  

PNC Bank NA
3.10%, 10/25/27

     309,000        282,157  

PNC Financial Services Group, Inc.
2.60%, 7/23/26

     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.
5.75%, 3/1/27(c)

     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.
3.25%, 6/15/25

     175,000        169,526  

Prestige Brands, Inc.
3.75%, 4/1/31(c)

     267,000        222,315  

Principal Financial Group, Inc.
2.13%, 6/15/30

     560,000        457,016  

6.05%, 10/15/36

     100,000        102,820  

Private Export Funding Corp.
3.55%, 1/15/24, Series KK

     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.
1.00%, 4/23/26

   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.
6.00%, 12/1/39

     142,000        142,971  

Progressive Corp.
4.00%, 3/1/29

     412,000        396,674  

Prologis LP
3.25%, 10/1/26

     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.
1.50%, 3/10/26

     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
3.70%, 6/15/28

     412,000        386,460  

Public Service Electric & Gas Co.
3.80%, 1/1/43

     309,000        250,584  

Public Storage Operating Co.
1.50%, 11/9/26

     309,000        278,143  

2.25%, 11/9/31

     235,200        190,538  

PulteGroup, Inc.
7.88%, 6/15/32

     109,000        124,727  

Qorvo, Inc.
4.38%, 10/15/29

     79,000        71,732  

QUALCOMM, Inc.
4.65%, 5/20/35

     351,000        344,542  

Quest Diagnostics, Inc.
2.80%, 6/30/31

     200,000        169,866  

QVC, Inc.
4.45%, 2/15/25

     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.
5.38%, 12/1/28(c)

     100,000        28,831  

Radiate Holdco LLC / Radiate Finance, Inc.
6.50%, 9/15/28(c)

     100,000        54,604  

Raymond James Financial, Inc.
4.95%, 7/15/46

     173,000        151,342  

Realty Income Corp.
5.05%, 1/13/26

     172,000        171,099  

3.25%, 1/15/31

     921,000        796,729  

Regency Centers LP
3.70%, 6/15/30

     552,000        495,210  

RegionalCare Hospital Partners Holdings, Inc. / LifePoint Health, Inc.
9.75%, 12/1/26(c)

     41,000        38,403  

Republic Services, Inc.
3.95%, 5/15/28

     100,000        95,093  

Rite Aid Corp.
8.00%, 11/15/26(c)

     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.
3.88%, 5/1/30(c)

   $ 235,000      $ 195,205  

Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc.
4.00%, 10/15/33(c)

     500,000        397,770  

Royal Caribbean Cruises Ltd.
7.50%, 10/15/27

     100,000        101,004  

5.50%, 4/1/28(c)

     196,000        184,040  

RPM International, Inc.
4.55%, 3/1/29

     176,000        165,333  

RTX Corp.
3.95%, 8/16/25

     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.
2.90%, 12/1/26

     100,000        92,065  

5.65%, 3/1/28

     100,000        100,322  

Santander Holdings USA, Inc.
3.45%, 6/2/25

     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.
4.00%, 12/21/25(c)

     173,000        167,922  

Schlumberger Investment SA
2.65%, 6/26/30

     134,000        115,910  

Scientific Games Holdings LP / Scientific Games U.S. FinCo, Inc.
6.63%, 3/1/30(c)

     247,000        217,933  

SCIH Salt Holdings, Inc.
6.63%, 5/1/29(c)

     257,000        227,013  

Scotts Miracle-Gro Co.
4.50%, 10/15/29

     143,000        119,817  

Scripps Escrow, Inc.
5.88%, 7/15/27(c)

     80,000        64,752  

Sealed Air Corp.
4.00%, 12/1/27(c)

     100,000        91,762  

SeaWorld Parks & Entertainment, Inc.
5.25%, 8/15/29(c)

     189,000        171,107  

Sempra
3.25%, 6/15/27

     439,000        405,974  

4.00%, 2/1/48

     176,000        134,987  

Service Corp. International
3.38%, 8/15/30

     200,000        166,716  

Sherwin-Williams Co.
3.13%, 6/1/24

     176,000        172,549  

3.45%, 6/1/27

     412,000        388,541  

Sierra Pacific Power Co.
2.60%, 5/1/26

     309,000        288,059  

Simon Property Group LP
3.38%, 10/1/24

     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.
5.00%, 8/1/27(c)

     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.
4.88%, 11/15/31(c)

     100,000        83,225  

Sonoco Products Co.
1.80%, 2/1/25

     183,000        172,468  

Southaven Combined Cycle Generation LLC
3.85%, 8/15/33

     369,874        336,035  

Southern California Edison Co.
4.70%, 6/1/27, Series D

     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.
6.35%, 11/15/52

     156,000        167,751  

Southern Co. Gas Capital Corp.
1.75%, 1/15/31, Series 20-A

     142,000        110,588  

4.40%, 5/30/47

     412,000        332,616  

Southwest Airlines Co.
5.25%, 5/4/25

     169,000        167,883  

Southwest Gas Corp.
5.80%, 12/1/27

     162,000        163,751  

4.05%, 3/15/32

     180,000        161,464  

Southwestern Electric Power Co.
3.25%, 11/1/51

     2,408,000        1,559,734  

Spectrum Brands, Inc.
3.88%, 3/15/31(c)

     362,000        303,660  

Spirit Realty LP
2.10%, 3/15/28

     110,000        93,911  

3.40%, 1/15/30

     100,000        86,045  

Sprint LLC
7.63%, 3/1/26

     162,000        168,025  

SS&C Technologies, Inc.
5.50%, 9/30/27(c)

     178,000        171,483  

Standard Industries, Inc.
4.38%, 7/15/30(c)

     195,000        167,304  

Stanley Black & Decker, Inc.
3.40%, 3/1/26

     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.
10.75%, 4/15/27(c)

     100,000        54,626  

Starbucks Corp.
2.55%, 11/15/30

     669,000        567,707  

State Street Corp.
3.55%, 8/18/25

     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.
3.45%, 4/15/30

     559,000        497,001  

Stericycle, Inc.
3.88%, 1/15/29(c)

     120,000        104,923  

STORE Capital Corp.
4.50%, 3/15/28

     190,000        170,181  

4.63%, 3/15/29

     100,000        86,143  

Sun Communities Operating LP
2.70%, 7/15/31

     610,000        484,700  

Synchrony Financial
4.25%, 8/15/24

     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.
6.60%, 4/1/40

     114,000        121,042  

T-Mobile USA, Inc.
3.50%, 4/15/25

     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.
6.00%, 12/31/30(c)

     401,000        360,988  

6.00%, 9/1/31(c)

     282,000        250,526  

Targa Resources Corp.
4.95%, 4/15/52

     193,000        156,884  

6.50%, 2/15/53

     155,000        155,146  

Target Corp.
3.50%, 7/1/24

     564,000        554,604  

Tempur Sealy International, Inc.
3.88%, 10/15/31(c)

     231,000        185,962  

Tenet Healthcare Corp.
6.13%, 10/1/28

     178,000        171,631  

4.38%, 1/15/30

     187,000        166,452  

Time Warner Cable LLC
4.50%, 9/15/42

     412,000        301,415  

TJX Cos., Inc.
1.60%, 5/15/31

     402,000        323,136  

Toyota Motor Credit Corp.
1.80%, 2/13/25

     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.
4.00%, 5/30/47

     309,000        254,783  

2.55%, 4/27/50

     609,000        382,586  

Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.
5.38%, 9/1/25(c)

     17,000        16,031  

Tronox, Inc.
4.63%, 3/15/29(c)

     305,000        250,512  

Truist Financial Corp.
2.85%, 10/26/24

     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.
4.00%, 3/1/29(c)

     225,000        195,732  

Twilio, Inc.
3.88%, 3/15/31

     254,000        213,203  

Tyco Electronics Group SA
3.45%, 8/1/24

     176,000        172,512  

Tyson Foods, Inc.
3.55%, 6/2/27

     324,000        304,673  

U.S. Acute Care Solutions LLC
6.38%, 3/1/26(c)

     200,000        174,572  

U.S. Bancorp
2.40%, 7/30/24

     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.
6.65%, 6/1/37

     500,000        491,555  

UDR, Inc.
3.20%, 1/15/30

     790,000        696,195  

Union Pacific Corp.
3.00%, 4/15/27

     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.
2.80%, 11/15/24

     412,000        399,953  

3.05%, 11/15/27

     412,000        386,295  

United Rentals North America, Inc.
4.00%, 7/15/30

     190,000        166,657  

3.75%, 1/15/32

     197,000        165,669  

UnitedHealth Group, Inc.
5.15%, 10/15/25

     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
10.50%, 2/15/28(c)

     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
2.76%, 4/1/45, Series 20B

   $ 105,000      $ 78,822  

University of Southern California
3.84%, 10/1/47, Series 2017

     100,000        83,550  

Univision Communications, Inc.
7.38%, 6/30/30(c)

     173,000        167,694  

Utah Acquisition Sub, Inc.
3.95%, 6/15/26

     1,046,000        988,847  

Valero Energy Corp.
6.63%, 6/15/37

     412,000        438,805  

Valvoline, Inc.
3.63%, 6/15/31(c)

     254,000        203,025  

Ventas Realty LP
4.40%, 1/15/29

     664,000        623,888  

Vericast Corp.
11.00%, 9/15/26(c)

     163,005        170,322  

Verizon Communications, Inc.
4.33%, 9/21/28

     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.
4.13%, 11/15/28(c)

     191,000        171,661  

Viatris, Inc.
2.70%, 6/22/30

     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
5.13%, 5/15/32

     912,000        846,409  

Viking Cruises Ltd.
7.00%, 2/15/29(c)

     71,000        67,332  

Virginia Electric & Power Co.
6.00%, 5/15/37, Series A

     632,000        650,947  

Visa, Inc.
2.75%, 9/15/27

     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.
3.50%, 6/1/30

     178,000        159,643  

Walgreens Boots Alliance, Inc.
3.45%, 6/1/26

     832,000        786,140  

4.80%, 11/18/44

     31,000        24,286  

Walmart, Inc.
3.30%, 4/22/24

     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.
1.75%, 1/13/26

   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.
5.39%, 3/15/62

     2,940,000        2,336,036  

Washington University
4.35%, 4/15/2122

     139,000        113,057  

Waste Connections, Inc.
4.20%, 1/15/33

     172,000        158,947  

Waste Management, Inc.
1.15%, 3/15/28

     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
6.60%, 1/15/38

     434,000        458,968  

Welltower OP LLC
4.00%, 6/1/25

     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.
4.75%, 2/15/26

     748,000        714,078  

Western Midstream Operating LP
4.75%, 8/15/28

     176,000        166,758  

6.15%, 4/1/33

     165,000        164,267  

5.30%, 3/1/48

     690,000        566,373  

Westlake Corp.
3.13%, 8/15/51

     246,000        151,039  

Weyerhaeuser Co.
4.00%, 11/15/29

     176,000        162,469  

7.38%, 3/15/32

     877,000        988,186  

Williams Cos., Inc.
2.60%, 3/15/31

     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
4.81%, 9/1/48, Series 2018

   $ 155,000      $ 133,286  

WMG Acquisition Corp.
3.75%, 12/1/29(c)

     100,000        86,842  

3.00%, 2/15/31(c)

     224,000        182,885  

WP Carey, Inc.
2.40%, 2/1/31

     898,000        718,140  

WRKCo, Inc.
4.90%, 3/15/29

     968,000        932,852  

XPO CNW, Inc.
6.70%, 5/1/34

     495,000        496,802  

Yum! Brands, Inc.
4.63%, 1/31/32

     47,000        42,079  

Ziff Davis, Inc.
4.63%, 10/15/30(c)

     100,000        86,051  

Zimmer Biomet Holdings, Inc.
2.60%, 11/24/31

     100,000        81,560  

Zoetis, Inc.
2.00%, 5/15/30

     157,000        129,456  

3.00%, 5/15/50

     412,000        281,239  

ZoomInfo Technologies LLC / ZoomInfo Finance Corp.
3.88%, 2/1/29(c)

     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
0.38%, 9/29/23(c)

     1,237,000        1,232,757  

1.63%, 9/12/24(c)

     825,000        792,825  

Province of Alberta Canada
2.95%, 1/23/24

     2,062,000        2,040,865  

Province of British Columbia Canada
2.25%, 6/2/26, Series 9

     999,000        934,954  

Province of Ontario Canada
1.05%, 4/14/26

     990,000        899,474  

1.13%, 10/7/30

     960,000        762,653  

Province of Quebec Canada
0.60%, 7/23/25

     481,000        443,203  
     

 

 

 
Total Canada

 

     7,106,731  
Hong Kong – 0.1%

 

Airport Authority
4.88%, 1/12/33(c)

     525,000        525,236  
India – 0.1%

 

Export-Import Bank of India
3.88%, 2/1/28(d)

     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
4.00%, 1/14/24

     412,000        409,614  

2.38%, 4/21/27

     875,000        800,354  

Korea Development Bank
1.00%, 9/9/26

   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
6.50%, 11/23/32(c)

     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
0.75%, 7/9/30(a)

     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
7.00%, 10/12/28(d)

     875,000        902,869  
Brazil – 0.1%

 

Brazilian Government International Bond
3.88%, 6/12/30

     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
0.75%, 5/19/26

     75,000        67,658  

3.75%, 4/26/28

     470,000        458,132  
     

 

 

 
Total Canada

 

     525,790  
Chile – 0.1%      

Chile Government International Bond
3.50%, 1/31/34

     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
7.50%, 2/2/34

     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
6.13%, 2/19/31(d)

     225,000        224,728  
Dominican Republic – 0.1%      

Dominican Republic International Bond
6.00%, 2/22/33(d)

     806,000        744,502  
Ecuador – 0.0%      

Ecuador Government International Bond
6.00%, 7/31/30(a)(d)

     200,000        98,374  
Egypt – 0.0%      

Egypt Government International Bond
5.88%, 2/16/31(d)

     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
4.50%, 1/11/28(c)

   $ 525,000      $ 526,953  
Hungary – 0.0%      

Hungary Government International Bond
5.50%, 6/16/34(d)

     500,000        475,325  
Indonesia – 0.3%      

Indonesia Government International Bond
1.85%, 3/12/31

     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
2.75%, 7/3/30

     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
1.25%, 2/17/26

     987,000        891,449  
Kenya – 0.0%      

Republic of Kenya Government International Bond
7.25%, 2/28/28(d)

     200,000        170,300  
Mexico – 0.4%      

Mexico Government International Bond
2.66%, 5/24/31

     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
3.00%, 12/15/32(d)

     200,000        156,732  
Nigeria – 0.0%      

Nigeria Government International Bond
7.14%, 2/23/30(d)

     425,000        348,062  
Oman – 0.0%      

Oman Government International Bond
6.25%, 1/25/31(d)

     506,000        513,043  
Panama – 0.2%      

Panama Government International Bond
7.13%, 1/29/26

     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
3.00%, 1/15/34

     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
6.38%, 1/15/32

   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
3.75%, 4/16/30(d)

     1,325,000        1,258,737  
Romania – 0.0%      

Romanian Government International Bond
6.00%, 5/25/34(d)

     400,000        391,324  
Saudi Arabia – 0.3%      

Saudi Government International Bond
2.50%, 2/3/27(d)

     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
5.88%, 4/20/32

     1,030,000        911,828  
Turkey – 0.2%      

Turkey Government International Bond
4.75%, 1/26/26

     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
3.13%, 4/16/30(d)

     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
5.75%, 10/28/34

     2,425,000        2,610,803  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $41,044,369)

 

 

     40,441,632  
SUPRANATIONAL BONDS – 0.5%      

African Development Bank
4.38%, 11/3/27

     164,000        163,600  

Asian Development Bank
0.63%, 10/8/24

     400,000        380,284  

European Investment Bank
2.25%, 6/24/24

     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
0.25%, 11/15/23

     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
1.50%, 8/28/24

     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.
0.75%, 10/8/26

     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
6.81%, 11/15/40, Series E

     1,440,000        1,561,770  

New Jersey Turnpike Authority
7.10%, 1/1/41, Series A

     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
7.55%, 4/1/39

     1,790,000        2,212,962  

State of Connecticut
5.85%, 3/15/32, Series A

     1,330,000        1,390,310  

State of Washington
5.14%, 8/1/40, Series F

     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.
4.88%, 2/27/26

     250,000        248,297  

6.42%, 3/1/26

     100,000        102,741  

Rio Tinto Finance USA Ltd.
7.13%, 7/15/28

     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
5.00%, 1/15/30

     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.
4.00%, 4/13/28

   $ 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.
3.60%, 4/15/29

     125,000        112,318  
Brazil – 0.1%

 

Fibria Overseas Finance Ltd.
5.50%, 1/17/27

     175,000        174,990  

Vale Overseas Ltd.
3.75%, 7/8/30

     483,000        423,760  

6.88%, 11/21/36

     127,000        132,240  

Vale SA
5.63%, 9/11/42

     100,000        94,503  
     

 

 

 
Total Brazil

 

     825,493  
Canada – 2.2%

 

Bank of Montreal
4.25%, 9/14/24, Series H

     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
5.25%, 12/6/24

     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.
5.25%, 4/1/42

     200,000        189,230  

Barrick North America Finance LLC
5.75%, 5/1/43

     93,000        93,074  

Barrick PD Australia Finance Pty. Ltd.
5.95%, 10/15/39

     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.
4.25%, 6/2/26

     250,000        240,778  

Canadian Imperial Bank of Commerce
3.30%, 4/7/25

     539,000        519,645  

3.95%, 8/4/25

     500,000        484,680  

Canadian National Railway Co.
6.90%, 7/15/28

     335,000        362,691  

Canadian Natural Resources Ltd.
3.85%, 6/1/27

     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.
1.35%, 12/2/24

   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.
2.65%, 1/15/32

     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.
3.20%, 12/17/30

     303,000        233,704  

4.10%, 6/15/51

     145,000        87,925  

Emera U.S. Finance LP
4.75%, 6/15/46

     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.
4.85%, 4/17/28

     157,000        151,364  

Hydro-Quebec
9.38%, 4/15/30, Series HK

     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.
6.00%, 8/15/40

     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.
5.65%, 11/23/43

     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
3.88%, 11/2/27

     205,000        187,511  

Enel Chile SA
4.88%, 6/12/28

     180,000        172,467  
     

 

 

 
Total Chile

 

     359,978  
China – 0.1%

 

NXP BV / NXP Funding LLC
5.35%, 3/1/26

     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
8.60%, 12/15/30

     200,000        241,986  

Lafarge SA
7.13%, 7/15/36

     90,000        99,090  

Orange SA
9.00%, 3/1/31

     342,000        415,079  

5.50%, 2/6/44

     145,000        141,720  

TotalEnergies Capital International SA
2.83%, 1/10/30

     225,000        199,832  

TotalEnergies Capital SA
3.88%, 10/11/28

     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
5.78%, 6/29/37(a)

     177,000        96,831  

Mercedes-Benz Finance North America LLC
8.50%, 1/18/31

      168,000        205,054  
     

 

 

 
Total Germany

 

     2,572,457  
Hong Kong – 0.0%

 

Prudential Funding Asia PLC
3.13%, 4/14/30

     91,000        80,245  
Ireland – 0.3%

 

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
1.65%, 10/29/24

     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.
2.27%, 3/10/25

     260,000        248,596  

Mitsubishi UFJ Financial Group, Inc.
2.19%, 2/25/25

     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.
2.65%, 1/16/25

     596,000        569,603  

5.71%, 1/9/26

     500,000        496,635  

3.10%, 1/16/30

     464,000        393,514  

ORIX Corp.
3.70%, 7/18/27

     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.
5.00%, 11/26/28

     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
6.80%, 11/29/32

     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
3.63%, 4/22/29

     439,000        402,387  

Grupo Televisa SAB
6.63%, 1/15/40

     290,000        297,482  

Southern Copper Corp.
6.75%, 4/16/40

     210,000        228,163  

5.88%, 4/23/45

     221,000        217,274  
     

 

 

 
Total Mexico

 

     1,145,306  
Netherlands – 0.1%

 

Cooperatieve Rabobank UA
3.75%, 7/21/26

     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
5.70%, 10/1/40

     40,000        39,558  
     

 

 

 
Total Netherlands

 

     1,180,744  
Norway – 0.0%

 

Equinor ASA
3.25%, 11/18/49

   279,000      198,241  

3.70%, 4/6/50

     190,000        147,048  
     

 

 

 
Total Norway

 

     345,289  
Spain – 0.3%

 

Banco Santander SA
3.50%, 3/24/25

     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
4.10%, 3/8/27

     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
8.25%, 9/15/30

     160,000        182,725  
     

 

 

 
Total Spain

 

     2,702,611  
Switzerland – 0.2%

 

Credit Suisse AG
7.95%, 1/9/25

     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
4.55%, 4/17/26

     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
1.20%, 5/28/26

     350,000        316,018  

4.88%, 3/3/28

     500,000        498,655  

AstraZeneca PLC
0.70%, 4/8/26

     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.
3.56%, 8/15/27

     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
1.67%, 3/25/26

     387,000        350,591  

British Telecommunications PLC
5.13%, 12/4/28

     125,000        122,450  

9.63%, 12/15/30

     296,000        360,726  

CNH Industrial NV
3.85%, 11/15/27

     89,000        84,076  

Diageo Capital PLC
5.50%, 1/24/33

      250,000         259,975  

GlaxoSmithKline Capital, Inc.
3.63%, 5/15/25

     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
4.50%, 11/4/24

     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
4.55%, 4/15/28

     84,000        79,564  

RELX Capital, Inc.
4.00%, 3/18/29

     171,000        162,590  

3.00%, 5/22/30

     195,000        171,401  

Reynolds American, Inc.
5.70%, 8/15/35

     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.
2.90%, 5/5/27

     410,000        382,969  

Vodafone Group PLC
4.13%, 5/30/25

     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.
2.88%, 10/15/27(d)

     250,000        230,287  

AbbVie, Inc.
3.80%, 3/15/25

     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.
3.40%, 9/15/26

     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.
2.15%, 2/1/27

   $ 500,000      $ 459,315  

2.30%, 2/1/30

     44,000        38,220  

Advance Auto Parts, Inc.
3.50%, 3/15/32

     30,000        24,148  

Adventist Health System
2.95%, 3/1/29

     215,000        187,246  

AEP Texas, Inc.
3.95%, 6/1/28

     120,000        112,808  

3.80%, 10/1/47

     25,000        18,153  

3.45%, 5/15/51

     265,000        180,897  

AES Corp.
2.45%, 1/15/31

     122,000        96,950  

Aetna, Inc.
6.63%, 6/15/36

     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.
2.30%, 3/12/31

     564,000        462,277  

Air Lease Corp.
3.25%, 3/1/25

     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.
2.05%, 5/15/30

     176,000        148,674  

Alexandria Real Estate Equities, Inc.
3.95%, 1/15/28

     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.
3.28%, 12/15/26

     98,000        92,750  

4.20%, 12/15/46

     400,000        317,384  

Ally Financial, Inc.
5.80%, 5/1/25

     500,000        492,680  

8.00%, 11/1/31

     420,000        436,516  

Altria Group, Inc.
4.80%, 2/14/29

     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.
2.69%, 5/25/31

     325,000        265,213  

Ameren Corp.
3.65%, 2/15/26

     2,000        1,915  

1.75%, 3/15/28

     212,000        182,201  

Ameren Illinois Co.
1.55%, 11/15/30

     125,000        97,655  

American Electric Power Co., Inc.
4.30%, 12/1/28, Series J

     180,000        171,650  

3.25%, 3/1/50

     40,000        26,273  

American Equity Investment Life Holding Co.
5.00%, 6/15/27

     50,000        48,008  

American Express Co.
2.25%, 3/4/25

     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
4.25%, 2/15/28

   87,000      82,459  

4.90%, 2/15/29

     141,000        135,670  

American Honda Finance Corp.
2.15%, 9/10/24

     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.
2.50%, 6/30/25

     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.
1.60%, 4/15/26

     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.
3.40%, 3/1/25

     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.
1.90%, 2/21/25

     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.
2.80%, 2/15/30

     220,000        191,853  

Analog Devices, Inc.
3.50%, 12/5/26

     83,000        79,502  

Aon Corp.
4.50%, 12/15/28

     673,000        652,023  

Aon Corp. / Aon Global Holdings PLC
2.60%, 12/2/31

     49,000        40,227  

2.90%, 8/23/51

      243,000         154,699  

Aon Global Ltd.
3.88%, 12/15/25

     50,000        48,393  

4.75%, 5/15/45

     25,000        21,836  

Apache Corp.
4.75%, 4/15/43

     350,000        267,897  

Appalachian Power Co.
3.30%, 6/1/27, Series X

     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
4.35%, 3/15/29(d)

   $ 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.
3.64%, 6/30/50

     72,000        52,168  

Arch Capital Group U.S., Inc.
5.14%, 11/1/43

     95,000        84,715  

Ares Capital Corp.
3.25%, 7/15/25

     250,000        234,492  

2.88%, 6/15/28

     356,000        301,044  

Arizona Public Service Co.
2.95%, 9/15/27

     33,000        30,358  

Arrow Electronics, Inc.
3.88%, 1/12/28

     212,000        196,246  

Arthur J Gallagher & Co.
3.50%, 5/20/51

     190,000        131,560  

Assurant, Inc.
4.90%, 3/27/28

     50,000        48,391  

Assured Guaranty U.S. Holdings, Inc.
3.60%, 9/15/51

     60,000        39,925  

AT&T, Inc.
3.88%, 1/15/26

     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.
4.13%, 1/12/28

     275,000        257,020  

3.95%, 5/25/51

     38,000        26,471  

Autodesk, Inc.
3.50%, 6/15/27

     253,000        239,070  

2.40%, 12/15/31

     20,000        16,241  

AutoZone, Inc.
3.75%, 6/1/27

     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.
3.20%, 1/15/28

     85,000        78,610  

3.30%, 6/1/29

     175,000        158,568  

Avangrid, Inc.
3.80%, 6/1/29

   115,000      104,423  

Avery Dennison Corp.
4.88%, 12/6/28

     41,000        40,107  

AXIS Specialty Finance LLC
3.90%, 7/15/29

      225,000         204,426  

Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc.
3.34%, 12/15/27

     10,000        9,284  

3.14%, 11/7/29

     245,000        218,128  

Baltimore Gas & Electric Co.
2.25%, 6/15/31

     315,000        258,675  

Bank of America Corp.
4.00%, 1/22/25

     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.
5.13%, 6/11/30

     130,000        111,896  

Baxalta, Inc.
5.25%, 6/23/45

     14,000        13,358  

Baxter International, Inc.
3.95%, 4/1/30

     400,000        366,724  

1.73%, 4/1/31

     310,000        239,143  

Becton Dickinson & Co.
1.96%, 2/11/31

     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.
3.25%, 4/15/28

     93,000        85,673  

Berry Global, Inc.
1.65%, 1/15/27

     275,000        238,755  

Biogen, Inc.
2.25%, 5/1/30

     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.
2.50%, 6/15/30

     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
2.70%, 1/15/25

     305,000        288,722  

2.63%, 12/15/26

      250,000         215,282  

Blackstone Secured Lending Fund
3.63%, 1/15/26

     480,000        445,061  

Block Financial LLC
3.88%, 8/15/30

     355,000        313,831  

Blue Owl Capital Corp.
2.88%, 6/11/28

     300,000        248,934  

Blue Owl Credit Income Corp.
3.13%, 9/23/26

   82,000      72,462  

Blue Owl Technology Finance Corp.
2.50%, 1/15/27

     300,000        252,948  

Boardwalk Pipelines LP
3.40%, 2/15/31

     380,000        324,288  

Boeing Co.
4.88%, 5/1/25

     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.
3.46%, 6/1/30

     55,000        49,250  

2.10%, 6/1/31, Series 20-2

     100,000        79,991  

Booking Holdings, Inc.
4.63%, 4/13/30

     425,000        415,828  

BorgWarner, Inc.
4.38%, 3/15/45

     52,000        41,129  

Boston Properties LP
4.50%, 12/1/28

     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.
6.50%, 11/15/35

     165,000        179,400  

4.70%, 3/1/49

     22,000        19,742  

BP Capital Markets America, Inc.
3.41%, 2/11/26

     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
4.55%, 10/1/29

     195,000        153,767  

Brighthouse Financial, Inc.
5.63%, 5/15/30(d)

     400,000        386,836  

4.70%, 6/22/47

     25,000        18,615  

Bristol-Myers Squibb Co.
0.75%, 11/13/25

     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
4.05%, 7/1/30

      381,000         344,874  

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 1/15/27

     119,000        113,076  

Broadcom, Inc.
3.63%, 10/15/24

     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.
2.90%, 12/1/29

     125,000        107,884  

Broadstone Net Lease LLC
2.60%, 9/15/31

     150,000        108,333  

Brown & Brown, Inc.
2.38%, 3/15/31

     420,000        335,937  

Brunswick Corp.
2.40%, 8/18/31

     70,000        53,725  

Bunge Ltd. Finance Corp.
3.75%, 9/25/27

     114,000        107,430  

2.75%, 5/14/31

     207,000        173,344  

Burlington Northern Santa Fe LLC
3.25%, 6/15/27

     100,000        94,914  

Camden Property Trust
2.80%, 5/15/30

     20,000        17,365  

Campbell Soup Co.
2.38%, 4/24/30

     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.
3.41%, 6/15/27

     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.
3.75%, 12/1/27

     126,000        118,929  

2.75%, 3/1/30

     27,000        22,888  

Carrier Global Corp.
2.70%, 2/15/31

     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.
2.15%, 11/8/24

     750,000        722,325  

3.40%, 5/13/25

     350,000        339,363  

Cboe Global Markets, Inc.
1.63%, 12/15/30

     117,000        92,118  

CDW LLC / CDW Finance Corp.
5.50%, 12/1/24

   90,000      89,503  

3.57%, 12/1/31

     662,000        560,568  

Celanese U.S. Holdings LLC
6.05%, 3/15/25

     136,000        136,126  

6.35%, 11/15/28

     300,000        301,089  

6.70%, 11/15/33

     300,000        301,530  

Cencora, Inc.
3.45%, 12/15/27

     167,000        156,977  

2.70%, 3/15/31

     420,000        353,451  

Centene Corp.
4.63%, 12/15/29

     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
3.00%, 2/1/27, Series AA

     500,000        467,090  

CenterPoint Energy Resources Corp.
4.00%, 4/1/28

     95,000        90,481  

CenterPoint Energy, Inc.
1.45%, 6/1/26

     100,000        89,834  

CF Industries, Inc.
4.95%, 6/1/43

     185,000        156,451  

Charles Schwab Corp.
4.20%, 3/24/25

     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
4.91%, 7/23/25

     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
5.13%, 6/30/27

     425,000        420,780  

3.70%, 11/15/29

     75,000        68,257  

Cheniere Energy Partners LP
4.00%, 3/1/31

     350,000        309,333  

3.25%, 1/31/32

     474,000        391,647  

Chubb INA Holdings, Inc.
1.38%, 9/15/30

     655,000        515,793  

Church & Dwight Co., Inc.
3.15%, 8/1/27

     339,000        319,118  

Cigna Group
4.13%, 11/15/25

     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
3.70%, 4/1/27

     298,000        286,041  

Cisco Systems, Inc.
2.50%, 9/20/26

     500,000        468,120  

Citigroup, Inc.
4.40%, 6/10/25

     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.
2.85%, 7/27/26

     309,000        280,538  

2.50%, 2/6/30

     75,000        60,305  

2.64%, 9/30/32

     354,000        258,576  

Clorox Co.
3.10%, 10/1/27

   125,000      115,674  

4.60%, 5/1/32

     20,000        19,347  

CMS Energy Corp.
3.45%, 8/15/27

     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.
2.05%, 8/15/30

     460,000        368,948  

Coca-Cola Co.
3.38%, 3/25/27

     500,000        479,005  

2.90%, 5/25/27

     115,000        108,166  

2.00%, 3/5/31

     349,000        290,347  

Comcast Corp.
3.38%, 8/15/25

     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
1.55%, 10/1/25

     500,000        459,555  

Conagra Brands, Inc.
7.00%, 10/1/28

     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
6.95%, 4/15/29

     130,000        143,078  

Consolidated Edison Co. of New York, Inc.
2.40%, 6/15/31

     178,000        147,720  

Constellation Brands, Inc.
3.70%, 12/6/26

     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
6.25%, 10/1/39

     31,000        31,441  

5.60%, 6/15/42

     112,000        105,912  

Consumers Energy Co.
3.80%, 11/15/28

     33,000        31,244  

Continental Airlines Pass-Through Trust
4.00%, 4/29/26, Series 2012-2, Class A

     8,714        8,518  

Corebridge Financial, Inc.
3.85%, 4/5/29

     250,000        229,132  

3.90%, 4/5/32

     250,000        218,670  

Corning, Inc.
4.75%, 3/15/42

     75,000        67,375  

5.45%, 11/15/79

     270,000        242,190  

Costco Wholesale Corp.
1.38%, 6/20/27

     411,000        363,546  

1.60%, 4/20/30

     125,000        103,215  

Crown Castle, Inc.
1.35%, 7/15/25

     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.
3.35%, 11/1/25

     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
2.25%, 12/15/28

     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.
3.88%, 7/20/25

     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.
3.95%, 6/15/49

     110,000        83,598  

DCP Midstream Operating LP
3.25%, 2/15/32

     30,000        25,037  

5.60%, 4/1/44

     25,000        23,283  

Dell International LLC / EMC Corp.
6.02%, 6/15/26

     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.
5.25%, 10/15/27

     500,000        495,575  

5.00%, 6/15/45

     240,000        205,886  

Diamondback Energy, Inc.
3.25%, 12/1/26

     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
3.70%, 8/15/27

     173,000        161,452  

4.45%, 7/15/28

     132,000        125,062  

3.60%, 7/1/29

     50,000        45,067  

Discover Bank
4.65%, 9/13/28

     573,000        526,043  

Discovery Communications LLC
3.95%, 6/15/25

     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.
3.88%, 4/15/27

     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.
2.65%, 12/1/31(d)

     440,000        355,551  

Dominion Energy, Inc.
4.25%, 6/1/28

     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.
4.80%, 11/30/28

     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.
2.63%, 3/1/31, Series C

     415,000        353,339  

DTE Energy Co.
4.22%, 11/1/24

     250,000        245,245  

2.85%, 10/1/26

     131,000        121,271  

Duke Energy Carolinas LLC
4.95%, 1/15/33

     500,000        492,620  

Duke Energy Corp.
3.40%, 6/15/29

     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
3.11%, 9/1/38, Series 2035

     59,000        48,276  

Duke Energy Progress NC Storm Funding LLC
2.39%, 7/1/39, Series A-2

     500,000        387,840  

DuPont de Nemours, Inc.
4.73%, 11/15/28(d)

     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.
4.50%, 12/1/28

     222,000        212,352  

4.80%, 9/1/42

     40,000        33,956  

4.65%, 10/15/44

     45,000        36,680  

Eaton Corp.
3.10%, 9/15/27

     216,000        202,604  

4.00%, 11/2/32

     101,000        94,492  

Eaton Vance Corp.
3.50%, 4/6/27

     90,000        84,584  

eBay, Inc.
3.60%, 6/5/27

     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.
4.80%, 3/24/30

   $ 136,000      $ 135,234  

Electronic Arts, Inc.
1.85%, 2/15/31

     175,000        140,058  

Elevance Health, Inc.
2.38%, 1/15/25

     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.
3.38%, 3/15/29

     137,000        128,274  

Emerson Electric Co.
2.20%, 12/21/31

     335,000        275,651  

Energy Transfer LP
2.90%, 5/15/25

     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.
4.95%, 6/1/29

     296,000        277,666  

Entergy Corp.
2.80%, 6/15/30

     335,000        282,804  

3.75%, 6/15/50

     89,000        62,994  

Entergy Louisiana LLC
0.95%, 10/1/24

     510,000        484,352  

3.05%, 6/1/31

     25,000        21,511  

Enterprise Products Operating LLC
4.15%, 10/16/28

     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
4.75%, 12/15/26

     15,000        13,839  

3.60%, 11/15/31

     94,000        72,222  

EQT Corp.
6.13%, 2/1/25

     181,000        180,848  

7.00%, 2/1/30

     45,000        47,250  

Equifax, Inc.
2.60%, 12/15/25

     300,000        280,584  

Equinix, Inc.
1.80%, 7/15/27

     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.
4.35%, 4/20/28

     294,000        278,406  

5.00%, 4/20/48

     204,000        172,321  

ERP Operating LP
3.50%, 3/1/28

     72,000        67,242  

4.15%, 12/1/28

     183,000        174,394  

Essential Properties LP
2.95%, 7/15/31

     193,000        144,847  

Essential Utilities, Inc.
3.57%, 5/1/29

     367,000        336,469  

4.28%, 5/1/49

     150,000        116,943  

Essex Portfolio LP
4.00%, 3/1/29

     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.
1.95%, 3/15/31

     140,000        113,189  

Everest Reinsurance Holdings, Inc.
3.50%, 10/15/50

     160,000        109,971  

3.13%, 10/15/52

     127,000        81,145  

Evergy, Inc.
2.90%, 9/15/29

     174,000        151,504  

Eversource Energy
4.75%, 5/15/26

     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.
3.40%, 4/15/26

     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.
3.25%, 2/15/30

     348,000        303,449  

Extra Space Storage LP
3.50%, 7/1/26

     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.
3.40%, 2/15/28

     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.
4.50%, 8/15/28

     200,000        188,176  

3.40%, 6/15/30

     40,000        34,800  

Fidelity National Information Services, Inc.
1.65%, 3/1/28

     191,000        163,895  

5.10%, 7/15/32(d)

     425,000        416,806  

Fifth Third Bancorp
2.38%, 1/28/25

     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.
2.25%, 6/1/27

     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.
4.88%, 6/15/29

     50,000        47,807  

Flowers Foods, Inc.
3.50%, 10/1/26

     13,000        12,226  

FMC Corp.
3.20%, 10/1/26

     101,000        93,560  

3.45%, 10/1/29

     55,000        47,974  

Fortinet, Inc.
1.00%, 3/15/26

     110,000        98,318  

Fortune Brands Innovations, Inc.
4.50%, 3/25/52

     250,000        193,072  

Fox Corp.
4.71%, 1/25/29

     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.
4.13%, 3/1/28

     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.
3.40%, 1/15/26

     100,000        91,780  

3.13%, 10/12/28

     291,000        238,105  

GATX Corp.
3.25%, 9/15/26

     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.
5.60%, 11/15/25

     500,000        500,180  

6.38%, 11/22/52

     200,000        215,338  

General Dynamics Corp.
3.25%, 4/1/25

     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.
6.75%, 3/15/32, Series A

     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.
3.20%, 2/10/27

     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.
6.13%, 10/1/25

     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.
2.90%, 2/26/25

     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.
1.88%, 11/1/30

     43,000        33,717  

2.75%, 2/1/32

     145,000        118,136  

Georgia Power Co.
2.20%, 9/15/24, Series A

     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.
3.65%, 3/1/26

     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.
2.15%, 1/15/27

     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.
2.15%, 8/15/30

     345,000        277,066  

GLP Capital LP / GLP Financing II, Inc.
5.75%, 6/1/28

     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.
3.50%, 4/1/25

     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.
2.65%, 7/15/31

     100,000        78,407  

Haleon U.S. Capital LLC
3.38%, 3/24/27

     590,000        554,871  

Haleon UK Capital PLC
3.13%, 3/24/25

     260,000        250,117  

Halliburton Co.
2.92%, 3/1/30

     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.
2.50%, 9/1/30

     23,000        18,205  

Harley-Davidson, Inc.
4.63%, 7/28/45

     108,000        82,871  

Hartford Financial Services Group, Inc.
4.30%, 4/15/43

     105,000        83,862  

4.40%, 3/15/48

     130,000        108,263  

3.60%, 8/19/49

     80,000        58,467  

Hasbro, Inc.
3.50%, 9/15/27

     249,000        232,803  

6.35%, 3/15/40

   91,000      91,926  

HCA, Inc.
5.38%, 2/1/25

     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
3.10%, 2/15/30

     140,000        119,626  

2.00%, 3/15/31

     300,000        231,360  

Healthpeak OP LLC
3.25%, 7/15/26

     128,000        121,121  

2.88%, 1/15/31

     280,000        234,651  

6.75%, 2/1/41

     32,000        33,535  

Hershey Co.
1.70%, 6/1/30

     50,000        41,076  

Hess Corp.
4.30%, 4/1/27

     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.
5.90%, 10/1/24

     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
4.13%, 3/15/28

     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.
2.70%, 4/15/25

     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.
1.75%, 9/1/31

     260,000        206,885  

Hormel Foods Corp.
1.80%, 6/11/30

     150,000        124,085  

Host Hotels & Resorts LP
3.50%, 9/15/30, Series I

     349,000        298,025  

HP, Inc.
1.45%, 6/17/26(d)

     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.
3.50%, 2/15/28

     161,000        151,210  

Hudson Pacific Properties LP
5.95%, 2/15/28(d)

     55,000        46,543  

4.65%, 4/1/29

     214,000        163,451  

3.25%, 1/15/30

     140,000        95,222  

Humana, Inc.
2.15%, 2/3/32

     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.
3.48%, 12/1/27

     70,000        64,566  

4.20%, 5/1/30

     230,000        212,985  

Huntsman International LLC
4.50%, 5/1/29

     100,000        92,663  

Hyatt Hotels Corp.
4.85%, 3/15/26

     140,000        137,276  

4.38%, 9/15/28

     120,000        113,282  

Ingredion, Inc.
3.20%, 10/1/26

     109,000        102,910  

Intel Corp.
3.40%, 3/25/25

     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.
3.65%, 5/23/25

     500,000        484,965  

International Business Machines Corp.
4.00%, 7/27/25

     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.
4.38%, 6/1/47

     100,000        71,954  

5.00%, 9/26/48

     135,000        107,452  

International Paper Co.
4.80%, 6/15/44

     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.
4.65%, 10/1/28

     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.
4.10%, 9/26/28

     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
2.00%, 8/15/31

     63,000        48,259  

J.M. Smucker Co.
4.25%, 3/15/35

     213,000        190,765  

4.38%, 3/15/45

     5,000        4,148  

Jabil, Inc.
3.95%, 1/12/28

     133,000        124,684  

Jackson Financial, Inc.
5.67%, 6/8/32

     140,000        133,830  

Janus Henderson U.S. Holdings, Inc.
4.88%, 8/1/25

     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.
4.85%, 1/15/27

     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
2.75%, 11/15/33, Series 2019-1, Class AA

     84,991        72,257  

John Deere Capital Corp.
4.55%, 10/11/24

     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
6.00%, 1/15/36

     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.
1.20%, 12/10/25

     100,000        90,576  

5.95%, 3/15/41

     75,000        71,432  

Kellogg Co.
3.40%, 11/15/27

     270,000        251,076  

7.45%, 4/1/31, Series B

     150,000        169,237  

Kennametal, Inc.
4.63%, 6/15/28

     121,000        115,105  

Kenvue, Inc.
5.50%, 3/22/25(e)

     500,000        501,750  

Keurig Dr. Pepper, Inc.
3.20%, 5/1/30

     634,000        561,508  

2.25%, 3/15/31

     30,000        24,471  

5.09%, 5/25/48

     125,000        115,765  

KeyBank NA
4.15%, 8/8/25

     500,000        473,270  

4.90%, 8/8/32

     500,000        415,135  

KeyCorp
4.10%, 4/30/28

     57,000        51,253  

2.55%, 10/1/29

     130,000        102,948  

Kilroy Realty LP
4.25%, 8/15/29

     50,000        43,377  

3.05%, 2/15/30

     270,000        216,027  

Kimberly-Clark Corp.
3.20%, 4/25/29

     97,000        90,005  

Kimco Realty OP LLC
2.80%, 10/1/26

     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
7.30%, 8/15/33

   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.
4.30%, 6/1/25

     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.
4.20%, 3/1/28(d)

     106,000        99,736  

Kraft Heinz Foods Co.
4.25%, 3/1/31

     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.
1.70%, 1/15/31

     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.
2.05%, 10/15/26

     54,000        47,521  

4.10%, 10/15/41

     115,000        78,700  

L3Harris Technologies, Inc.
4.40%, 6/15/28

     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
1.55%, 6/1/26

     212,000        190,825  

3.60%, 9/1/27

     185,000        175,443  

Lam Research Corp.
4.00%, 3/15/29

     124,000        118,988  

Lear Corp.
4.25%, 5/15/29

     298,000        277,179  

Leggett & Platt, Inc.
3.50%, 11/15/27

     120,000        110,730  

3.50%, 11/15/51

     190,000        131,195  

Leidos, Inc.
2.30%, 2/15/31

     330,000        261,697  

Lennar Corp.
5.25%, 6/1/26

     355,000        353,385  

5.00%, 6/15/27

     100,000        98,505  

Lincoln National Corp.
3.63%, 12/12/26(d)

     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.
4.80%, 12/5/24

   $ 250,000      $ 248,727  

LKQ Corp.
5.75%, 6/15/28(e)

     25,000        24,814  

Lockheed Martin Corp.
4.95%, 10/15/25

     510,000        508,837  

Lowe’s Cos., Inc.
3.13%, 9/15/24

     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
5.25%, 7/15/43

     100,000        89,169  

LYB International Finance III LLC
2.25%, 10/1/30

     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
4.63%, 2/26/55

     87,000        68,639  

Magellan Midstream Partners LP
3.25%, 6/1/30

     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.
5.40%, 11/21/25

     500,000        488,660  

Marathon Oil Corp.
4.40%, 7/15/27

     40,000        38,172  

6.60%, 10/1/37

     122,000        123,083  

Marathon Petroleum Corp.
6.50%, 3/1/41

     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.
3.50%, 11/1/27

     141,000        131,710  

5.00%, 4/5/46

     170,000        148,286  

Marriott International, Inc.
4.90%, 4/15/29

     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.
4.38%, 3/15/29

     133,000        128,755  

Martin Marietta Materials, Inc.
3.45%, 6/1/27

     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.
2.95%, 4/15/31

     568,000        474,433  

Masco Corp.
1.50%, 2/15/28

     100,000        85,268  

Mastercard, Inc.
2.00%, 3/3/25

     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.
3.40%, 8/15/27

     60,000        56,236  

1.85%, 2/15/31

     235,000        185,147  

McDonald’s Corp.
3.30%, 7/1/25

     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.
0.90%, 12/3/25

     320,000        289,894  

MDC Holdings, Inc.
3.85%, 1/15/30

     550,000        480,986  

3.97%, 8/6/61

     193,000        113,374  

Merck & Co., Inc.
2.75%, 2/10/25

     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.
4.40%, 3/15/27

     60,000        56,397  

Meta Platforms, Inc.
3.50%, 8/15/27

     500,000        476,600  

3.85%, 8/15/32

     471,000        432,599  

MetLife, Inc.
4.55%, 3/23/30

     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.
4.98%, 2/6/26

     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
3.95%, 3/15/29

     140,000        131,589  

1.70%, 2/15/31

     50,000        39,446  

MidAmerican Energy Co.
3.10%, 5/1/27

     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.
3.95%, 3/30/28

     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.
3.00%, 7/15/26

   $ 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.
2.75%, 4/13/30

     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
4.29%, 9/1/50

     75,000        46,339  

Moody’s Corp.
3.25%, 1/15/28

     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
4.00%, 7/23/25

     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.
4.05%, 11/15/27

     123,000        117,412  

5.63%, 11/15/43

     148,000        136,836  

Motorola Solutions, Inc.
4.60%, 5/23/29

     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
4.25%, 12/1/27

     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.
4.55%, 4/15/28

     191,000        179,865  

5.20%, 4/15/48

     400,000        312,068  

Nasdaq, Inc.
5.65%, 6/28/25

     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.
3.95%, 9/15/27

     150,000        138,944  

4.75%, 9/1/28

     105,000        100,226  

National Health Investors, Inc.
3.00%, 2/1/31

     365,000        276,896  

National Rural Utilities Cooperative Finance Corp.
4.45%, 3/13/26

     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.
5.88%, 11/15/28

     500,000        514,635  

NewMarket Corp.
2.70%, 3/18/31

     179,000        145,522  

Newmont Corp.
2.80%, 10/1/29

     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.
6.05%, 3/1/25

     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.
2.85%, 3/27/30

     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.
3.60%, 5/1/30

   $ 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.
3.60%, 12/15/26

     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.
3.15%, 6/1/27

     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.
4.00%, 5/10/27

     500,000        480,390  

Northrop Grumman Corp.
2.93%, 1/15/25

     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.
3.95%, 12/1/42

     180,000        133,794  

NSTAR Electric Co.
3.20%, 5/15/27

     125,000        117,175  

Nucor Corp.
2.00%, 6/1/25

     250,000        235,235  

NVIDIA Corp.
2.85%, 4/1/30

     555,000        498,185  

O’Reilly Automotive, Inc.
3.60%, 9/1/27

     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.
5.55%, 3/15/26

     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.
5.95%, 11/1/39

     60,000        59,971  

5.25%, 9/1/50

     80,000        71,769  

Oklahoma Gas & Electric Co.
3.80%, 8/15/28

     135,000        127,452  

Old Republic International Corp.
3.85%, 6/11/51

     25,000        17,455  

Omega Healthcare Investors, Inc.
4.50%, 4/1/27

     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.
2.45%, 4/30/30

   418,000      346,798  

Oncor Electric Delivery Co. LLC
4.55%, 9/15/32

     500,000        476,560  

ONEOK Partners LP
6.13%, 2/1/41

     195,000        189,021  

ONEOK, Inc.
2.20%, 9/15/25

     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.
2.95%, 11/15/24

     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.
4.60%, 5/15/28

     46,000        44,995  

Otis Worldwide Corp.
2.57%, 2/15/30

     448,000        383,385  

3.11%, 2/15/40

     15,000        11,305  

Ovintiv, Inc.
7.20%, 11/1/31

     431,000        457,830  

Owens Corning
7.00%, 12/1/36

     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.
3.55%, 8/11/25

     300,000        291,627  

Pacific Gas & Electric Co.
3.45%, 7/1/25

     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
3.00%, 12/15/29

     122,000        106,644  

4.05%, 12/15/49

     26,000        20,254  

Paramount Global
2.90%, 1/15/27

     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.
3.25%, 3/1/27

     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.
3.90%, 6/1/27

     306,000        296,180  

2.30%, 6/1/30

     290,000        244,171  

Pentair Finance Sarl
4.50%, 7/1/29

     229,000        214,289  

PepsiCo, Inc.
2.25%, 3/19/25

     1,000,000        957,300  

3.00%, 10/15/27

     130,000        122,223  

Pfizer Investment Enterprises Pte. Ltd.
4.45%, 5/19/26

     750,000        738,045  

4.45%, 5/19/28

     500,000        490,625  

Pfizer, Inc.
3.45%, 3/15/29

     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
5.26%, 1/15/40, Series A-2

     1,000,000        996,240  

5.54%, 7/15/49, Series A-3

     1,000,000        991,310  

PG&E Wildfire Recovery Funding LLC
4.26%, 6/1/38, Series A-2

     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.
4.88%, 2/13/26

     500,000        495,315  

4.88%, 2/15/28

     510,000        503,237  

1.75%, 11/1/30

     420,000        329,507  

Phillips 66
3.75%, 3/1/28

     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
3.95%, 1/15/28

     75,000        68,781  

Piedmont Natural Gas Co., Inc.
3.64%, 11/1/46

     250,000        175,665  

Pioneer Natural Resources Co.
1.90%, 8/15/30

   408,000      329,431  

Plains All American Pipeline LP / PAA Finance Corp.
4.50%, 12/15/26

     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.
2.55%, 6/15/30

     25,000        21,186  

PPL Capital Funding, Inc.
3.10%, 5/15/26

     156,000        147,417  

4.13%, 4/15/30

     100,000        92,197  

Principal Financial Group, Inc.
3.70%, 5/15/29

     251,000        230,272  

Progress Energy, Inc.
7.75%, 3/1/31

     253,000        283,760  

Progressive Corp.
6.63%, 3/1/29

     105,000        114,581  

Prologis LP
3.25%, 6/30/26

     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.
3.88%, 3/27/28

     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
3.70%, 6/15/28

     277,000        259,829  

Public Service Electric & Gas Co.
3.20%, 5/15/29

     300,000        273,813  

Public Service Enterprise Group, Inc.
1.60%, 8/15/30

     380,000        299,269  

Public Storage Operating Co.
3.09%, 9/15/27

     50,000        46,704  

2.25%, 11/9/31

     185,000        149,870  

Puget Energy, Inc.
2.38%, 6/15/28

     104,000        89,842  

PulteGroup, Inc.
6.00%, 2/15/35

     190,000        191,300  

QUALCOMM, Inc.
3.25%, 5/20/27

     250,000        236,195  

2.15%, 5/20/30

     250,000        212,692  

Quanta Services, Inc.
3.05%, 10/1/41

     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.
2.95%, 6/30/30

   $ 485,000      $ 420,752  

4.70%, 3/30/45

     25,000        21,792  

Realty Income Corp.
4.63%, 11/1/25

     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.
6.05%, 2/15/26(e)

     250,000        248,742  

6.40%, 4/15/33(e)

     294,000        291,322  

Regency Centers LP
4.13%, 3/15/28

     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.
1.75%, 9/15/30

     224,000        178,416  

2.80%, 9/15/50

     150,000        93,380  

Reinsurance Group of America, Inc.
3.15%, 6/15/30

     200,000        170,948  

6.00%, 9/15/33

     397,000        399,330  

Republic Services, Inc.
0.88%, 11/15/25

     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.
2.55%, 3/15/31

     200,000        163,822  

Rockwell Automation, Inc.
3.50%, 3/1/29

     168,000        157,648  

Roper Technologies, Inc.
3.80%, 12/15/26

     140,000        133,683  

2.00%, 6/30/30

     575,000        468,815  

Ross Stores, Inc.
1.88%, 4/15/31

     295,000        232,097  

Royalty Pharma PLC
2.20%, 9/2/30

     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.
3.75%, 3/15/27

     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.
4.63%, 6/1/25

     557,000        546,428  

S&P Global, Inc.
2.95%, 1/22/27

     25,000        23,427  

4.25%, 5/1/29

     210,000        202,390  

Sabine Pass Liquefaction LLC
5.63%, 3/1/25

     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
5.13%, 8/15/26

     168,000        162,594  

3.90%, 10/15/29

     100,000        84,541  

Santander Holdings USA, Inc.
4.40%, 7/13/27

     202,000        191,480  

Sempra
5.40%, 8/1/26

     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.
1.40%, 9/1/30

     284,000        223,488  

Sherwin-Williams Co.
2.95%, 8/15/29

     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
3.20%, 9/23/26

     420,000        394,456  

Simon Property Group LP
3.50%, 9/1/25

     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.
4.70%, 6/1/27

     130,000        122,242  

Skyworks Solutions, Inc.
1.80%, 6/1/26

     97,000        87,166  

3.00%, 6/1/31

     110,000        89,731  

Snap-on, Inc.
3.25%, 3/1/27

     150,000        141,818  

Sonoco Products Co.
2.25%, 2/1/27

     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.
4.90%, 6/1/26

     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.
3.70%, 4/30/30, Series A

     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.
5.88%, 3/15/41

     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.
5.15%, 9/15/41

     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.
3.00%, 11/15/26

     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.
3.80%, 9/29/46

     50,000        35,963  

4.15%, 6/1/49

     150,000        113,012  

Southwestern Electric Power Co.
1.65%, 3/15/26, Series N

     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
5.95%, 9/25/43

     100,000        96,326  

Spirit Realty LP
3.40%, 1/15/30

     45,000        38,720  

Sprint Capital Corp.
8.75%, 3/15/32

     422,000        503,345  

Sprint LLC
7.63%, 2/15/25

     500,000        510,135  

Stanley Black & Decker, Inc.
4.25%, 11/15/28

     169,000        160,736  

2.30%, 3/15/30

     175,000        145,129  

Starbucks Corp.
2.00%, 3/12/27

     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.
3.45%, 4/15/30

     133,000        118,249  

3.25%, 1/15/31

     350,000        305,270  

STERIS Irish FinCo Unlimited Co.
2.70%, 3/15/31

     239,000        197,651  

Stifel Financial Corp.
4.00%, 5/15/30

     175,000        152,649  

STORE Capital Corp.
4.50%, 3/15/28

     30,000        26,871  

4.63%, 3/15/29

   75,000      64,607  

Stryker Corp.
3.50%, 3/15/26

     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
3.51%, 11/15/51

     60,000        40,921  

Synchrony Financial
3.70%, 8/4/26

     133,000        121,226  

3.95%, 12/1/27

     332,000        296,659  

5.15%, 3/19/29

     90,000        82,670  

Sysco Corp.
3.25%, 7/15/27

     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.
3.50%, 4/15/25

     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.
3.55%, 4/14/25

     500,000        483,590  

Targa Resources Corp.
4.95%, 4/15/52

     225,000        182,896  

Targa Resources Partners LP / Targa Resources Partners Finance Corp.
4.88%, 2/1/31

     690,000        634,959  

Target Corp.
2.25%, 4/15/25

     510,000        487,366  

3.38%, 4/15/29

     130,000        121,654  

TC PipeLines LP
3.90%, 5/25/27

     17,000        16,072  

TD SYNNEX Corp.
1.75%, 8/9/26

     216,000        190,527  

2.65%, 8/9/31

     243,000        187,197  

Teledyne FLIR LLC
2.50%, 8/1/30

     135,000        111,478  

Teledyne Technologies, Inc.
2.75%, 4/1/31

     350,000        292,243  

Texas Instruments, Inc.
1.38%, 3/12/25

     500,000        471,985  

2.25%, 9/4/29

     105,000        91,473  

Textron, Inc.
3.65%, 3/15/27

     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.
1.22%, 10/18/24

   $ 250,000      $ 238,362  

2.00%, 10/15/31

     250,000        201,635  

Time Warner Cable Enterprises LLC
8.38%, 7/15/33

     75,000        83,602  

Time Warner Cable LLC
6.55%, 5/1/37

     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.
4.50%, 12/15/28(d)

     206,000        195,490  

TJX Cos., Inc.
1.60%, 5/15/31

     170,000        136,649  

Toll Brothers Finance Corp.
4.88%, 3/15/27

     145,000        141,005  

3.80%, 11/1/29

     140,000        125,083  

Toyota Motor Credit Corp.
4.40%, 9/20/24

     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.
3.75%, 8/21/28

     58,000        54,479  

5.75%, 6/15/43

     50,000        49,994  

Trane Technologies Luxembourg Finance SA
3.80%, 3/21/29

     216,000        201,837  

4.50%, 3/21/49

     150,000        128,882  

Transcontinental Gas Pipe Line Co. LLC
7.85%, 2/1/26

     500,000        522,805  

4.00%, 3/15/28

     220,000        207,891  

4.60%, 3/15/48

     465,000        388,731  

Trimble, Inc.
4.90%, 6/15/28

     225,000        218,806  

Truist Bank
2.15%, 12/6/24

     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.
4.35%, 3/1/29

     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
1.45%, 5/12/25

     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.
2.95%, 9/1/26

     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.
4.75%, 2/21/26

     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.
3.90%, 4/1/25

     300,000        294,120  

3.05%, 11/15/27

     49,000        45,943  

UnitedHealth Group, Inc.
5.15%, 10/15/25

     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.
2.65%, 1/15/32

     365,000        283,850  

Unum Group
5.75%, 8/15/42

     122,000        111,681  

4.50%, 12/15/49

     75,000        56,705  

Valero Energy Corp.
2.15%, 9/15/27

     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
4.50%, 3/15/28

     60,000        57,823  

Valmont Industries, Inc.
5.00%, 10/1/44

     55,000        47,179  

Ventas Realty LP
3.50%, 2/1/25

     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.
3.38%, 2/15/25

   $ 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.
2.80%, 4/23/27(d)

     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
4.38%, 5/15/25

     749,000        728,627  

Virginia Electric & Power Co.
3.10%, 5/15/25, Series A

     260,000        249,668  

2.40%, 3/30/32

     177,000        142,816  

VMware, Inc.
4.50%, 5/15/25

     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.
2.95%, 4/1/31

     185,000        146,809  

Voya Financial, Inc.
4.80%, 6/15/46

     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.
3.90%, 4/1/27

     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.
4.75%, 8/1/44

     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.
3.45%, 6/1/26

     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.
3.35%, 3/24/25

     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.
3.64%, 3/15/25

     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.
3.50%, 5/1/29

     161,000        148,656  

2.20%, 1/15/32

     531,000        424,322  

Waste Management, Inc.
3.15%, 11/15/27

     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.
5.00%, 9/27/25

     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
4.25%, 4/15/28

     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.
4.75%, 2/15/26

     500,000        477,325  

Western Midstream Operating LP
4.05%, 2/1/30

     250,000        223,120  

5.25%, 2/1/50

     250,000        202,355  

Western Union Co.
1.35%, 3/15/26

     100,000        89,529  

Westinghouse Air Brake Technologies Corp.
4.95%, 9/15/28

     284,000        274,105  

Westlake Corp.
5.00%, 8/15/46

     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
8.20%, 1/15/30

     36,000        40,715  

Weyerhaeuser Co.
6.95%, 10/1/27

     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.
2.40%, 5/15/31

     205,000        166,288  

4.60%, 5/15/50

     185,000        151,953  

Williams Cos., Inc.
3.75%, 6/15/27

     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.
4.65%, 6/15/27

     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.
3.00%, 7/1/29

     110,000        98,737  

Workday, Inc.
3.50%, 4/1/27

     739,000        698,355  

WRKCo, Inc.
3.00%, 9/15/24

     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.
1.75%, 3/15/27

     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.
1.95%, 1/30/28

     95,000        83,478  

Zimmer Biomet Holdings, Inc.
5.75%, 11/30/39

     153,000        147,842  

Zoetis, Inc.
3.00%, 9/12/27

     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
2.88%, 4/14/25

     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
2.13%, 10/20/26

     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
3.24%, 2/6/28

     200,000        187,172  

2.45%, 1/31/31

     250,000        212,987  
     

 

 

 
Total Chile               400,159  
Hungary – 0.0%      

Hungary Government International Bond
7.63%, 3/29/41

     138,000        152,736  
Indonesia - 0.3%      

Indonesia Government International Bond
4.10%, 4/24/28

     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
2.50%, 1/15/30

     200,000        172,756  

Italy – 0.1%

     

Republic of Italy Government International Bond
2.88%, 10/17/29

     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
3.25%, 4/16/30

     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
8.88%, 9/30/27

     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
3.25%, 4/6/26

     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
4.88%, 2/15/36

   50,000      52,574  

Inter-American Development Bank
3.88%, 10/28/41

     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
7.05%, 12/1/44, Series A

     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
7.62%, 8/1/40

   $ 100,000      $ 123,123  

Los Angeles Department of Water & Power
6.57%, 7/1/45

     70,000        81,886  

Municipal Electric Authority of Georgia
6.64%, 4/1/57, Series A

     210,000        234,907  

Sales Tax Securitization Corp.
4.64%, 1/1/40, Series A

     95,000        89,976  

San Jose Redevelopment Successor Agency
3.38%, 8/1/34, Series A-T

     60,000        53,172  

State of Illinois
6.63%, 2/1/35, Series 1

     92,308        95,375  

University of California
4.86%, 5/15/2112, Series AD

     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
3.07%, 2/15/28, Series 2022-1, Class A

     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
0.70%, 5/17/27, Series 2021-B, Class A4

     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
5.70%, 8/17/26, Series 2022-6A, Class A3

   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
4.51%, 11/15/27, Series 2023-1, Class A3

     500,000        492,782  

Santander Drive Auto Receivables Trust
3.44%, 9/15/27, Series 2022-2, Class B

     1,000,000        972,066  

Synchrony Card Funding LLC
3.86%, 7/15/28, Series 2022-A2, Class A

     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
3.65%, 1/20/27, Series 2022-A, Class A4

     1,250,000        1,220,649  

Volkswagen Auto Loan Enhanced Trust
5.02%, 6/20/28, Series 2023-1, Class A3

     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
5.04%, 7/17/28, Series 2023-A, Class A4

     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
TBA SALE COMMITMENTS – 100.8%

(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
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

   $      $ 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.
4.75%, 2/28/28

   50,000      49,581  
Belgium – 0.0%

 

Anheuser-Busch InBev Worldwide, Inc.
4.00%, 4/13/28

     50,000        48,186  
Bermuda – 0.1%

 

RenaissanceRe Holdings Ltd.
3.60%, 4/15/29

     105,000        94,347  
Canada – 2.4%

 

Bank of Montreal
4.25%, 9/14/24, Series H

     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
2.20%, 2/3/25

     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.
4.00%, 1/15/25

     119,000        115,824  

Canadian Imperial Bank of Commerce
3.10%, 4/2/24

     78,000        76,814  

3.45%, 4/7/27

     86,000        80,397  

Canadian Natural Resources Ltd.
3.90%, 2/1/25

     30,000        29,177  

Canadian Pacific Railway Co.
1.75%, 12/2/26

     50,000        44,936  

Enbridge, Inc.
2.50%, 1/15/25

     42,000        40,242  

2.50%, 2/14/25

     50,000        47,786  

Manulife Financial Corp.
4.15%, 3/4/26

     25,000        24,315  

Nutrien Ltd.
4.00%, 12/15/26

     25,000        23,911  

Rogers Communications, Inc.
3.20%, 3/15/27

     85,000        78,577  

Royal Bank of Canada
1.15%, 6/10/25

     457,000        423,296  

TELUS Corp.
2.80%, 2/16/27

     98,000        90,846  

Toronto-Dominion Bank
1.15%, 6/12/25

     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.
4.88%, 1/15/26

     30,000        29,630  
     

 

 

 
Total Canada

 

     2,349,681  
China – 0.1%

 

Tencent Music Entertainment Group
1.38%, 9/3/25

     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
4.00%, 4/15/24

   $ 170,000      $ 168,082  

TotalEnergies Capital International SA
2.43%, 1/10/25

     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
1.00%, 10/1/26

     94,000        84,481  
     

 

 

 
Total Germany

 

     391,553  
Ireland – 0.3%

 

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.50%, 9/15/23

     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.
2.19%, 2/25/25

     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.
2.70%, 7/16/24

     315,000        306,653  

Toyota Motor Corp.
1.34%, 3/25/26

     73,000        66,524  
     

 

 

 
Total Japan

 

     1,066,720  
Netherlands – 0.1%

 

ING Groep NV
3.55%, 4/9/24

     140,000        138,121  
Spain – 0.3%

 

Banco Santander SA
2.71%, 6/27/24

     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
7.95%, 1/9/25

     389,000        397,352  

1.25%, 8/7/26

     135,000        118,579  

Novartis Capital Corp.
2.00%, 2/14/27

     71,000        64,843  
     

 

 

 
Total Switzerland

 

     580,774  
United Kingdom – 1.7%

 

AstraZeneca Finance LLC
1.20%, 5/28/26

   147,000      132,728  

AstraZeneca PLC
3.13%, 6/12/27

     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.
3.22%, 8/15/24

     21,000        20,488  

BAT International Finance PLC
1.67%, 3/25/26

     100,000        90,592  

Diageo Capital PLC
1.38%, 9/29/25

     200,000        184,774  

GlaxoSmithKline Capital, Inc.
3.63%, 5/15/25

     25,000        24,387  

HSBC Holdings PLC
4.25%, 3/14/24

     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
3.50%, 5/14/25

     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
3.75%, 9/19/24

     98,000        95,311  
     

 

 

 
Total United Kingdom

 

     1,669,026  
United States – 39.2%

 

3M Co.
2.65%, 4/15/25

     50,000        47,697  

Abbott Laboratories
3.75%, 11/30/26

     178,000        172,553  

AbbVie, Inc.
3.80%, 3/15/25

     100,000        97,397  

3.20%, 5/14/26

     125,000        118,911  

Activision Blizzard, Inc.
3.40%, 9/15/26

     94,000        89,840  

Aetna, Inc.
3.50%, 11/15/24

     7,000        6,820  

Air Lease Corp.
3.00%, 9/15/23

     50,000        49,963  

Air Products & Chemicals, Inc.
1.50%, 10/15/25

     104,000        96,532  

Alexandria Real Estate Equities, Inc.
3.45%, 4/30/25

     20,000        19,307  

Allstate Corp.
3.28%, 12/15/26

     112,000        106,000  

Ally Financial, Inc.
1.45%, 10/2/23

     17,000        16,922  

3.88%, 5/21/24

     112,000        110,034  

Alphabet, Inc.
0.45%, 8/15/25

     92,000        84,473  

Altria Group, Inc.
2.35%, 5/6/25

     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.
0.80%, 6/3/25

   $ 50,000      $ 46,442  

American Express Co.
3.00%, 10/30/24

     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.
1.20%, 7/8/25

     80,000        74,183  

4.70%, 1/12/28

     50,000        49,404  

American International Group, Inc.
3.90%, 4/1/26

     75,000        72,400  

American Tower Corp.
3.65%, 3/15/27

     131,000        123,027  

Ameriprise Financial, Inc.
3.00%, 4/2/25

     50,000        48,089  

Amgen, Inc.
3.63%, 5/22/24

     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.
3.30%, 4/1/27

     134,000        127,319  

Ares Capital Corp.
4.20%, 6/10/24

     132,000        129,833  

3.88%, 1/15/26

     8,000        7,492  

Ascension Health
2.53%, 11/15/29, Series B

     97,000        83,828  

AT&T, Inc.
0.90%, 3/25/24

     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.
3.38%, 9/15/25

     84,000        81,318  

AutoZone, Inc.
3.13%, 4/18/24

     118,000        116,053  

AvalonBay Communities, Inc.
2.95%, 5/11/26

     25,000        23,579  

3.30%, 6/1/29

     121,000        109,638  

Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc.
3.34%, 12/15/27

     50,000        46,421  

Bank of America Corp.
3.95%, 4/21/25, Series L

     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.
0.50%, 4/26/24

     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.
1.92%, 2/1/27

     25,000        22,249  

Becton Dickinson & Co.
3.70%, 6/6/27

     50,000        47,439  

Berkshire Hathaway Energy Co.
3.50%, 2/1/25

     73,000        71,002  

4.05%, 4/15/25

     89,000        87,110  

Berkshire Hathaway Finance Corp.
1.85%, 3/12/30

     85,000        71,607  

Berry Global, Inc.
1.57%, 1/15/26

     80,000        72,769  

Biogen, Inc.
4.05%, 9/15/25

     124,000        120,304  

Blackstone Private Credit Fund
2.70%, 1/15/25

     84,000        79,517  

2.63%, 12/15/26

     90,000        77,502  

Blue Owl Capital Corp.
5.25%, 4/15/24

     105,000        104,175  

Boeing Co.
2.75%, 2/1/26

     357,000        335,009  

Boston Properties LP
3.65%, 2/1/26

     50,000        47,131  

Boston Scientific Corp.
3.45%, 3/1/24

     73,000        72,087  

BP Capital Markets America, Inc.
3.41%, 2/11/26

     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.
3.20%, 6/15/26

     100,000        95,352  

1.13%, 11/13/27

     75,000        65,165  

3.45%, 11/15/27

     135,000        128,571  

Broadcom, Inc.
3.15%, 11/15/25

     17,000        16,182  

3.46%, 9/15/26

     60,000        56,839  

Broadridge Financial Solutions, Inc.
3.40%, 6/27/26

     91,000        86,152  

Burlington Northern Santa Fe LLC
3.25%, 6/15/27

     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.
3.41%, 6/15/27

     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.
2.24%, 2/15/25

   $ 120,000      $ 114,192  

Caterpillar Financial Services Corp.
3.40%, 5/13/25

     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.
4.88%, 3/1/26

     69,000        67,563  

CDW LLC / CDW Finance Corp.
4.13%, 5/1/25

     25,000        24,226  

Celanese U.S. Holdings LLC
6.05%, 3/15/25

     14,000        14,013  

Centene Corp.
4.25%, 12/15/27

     102,000        95,465  

CenterPoint Energy, Inc.
1.45%, 6/1/26

     128,000        114,988  

Charles Schwab Corp.
3.00%, 3/10/25

     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
4.91%, 7/23/25

     75,000        73,706  

4.20%, 3/15/28

     116,000        108,089  

Cheniere Energy, Inc.
4.63%, 10/15/28

     87,000        81,971  

Chubb INA Holdings, Inc.
3.35%, 5/3/26

     156,000        149,556  

Cigna Group
4.13%, 11/15/25

     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.
3.50%, 6/15/25

     27,000        26,286  

Citigroup, Inc.
4.40%, 6/10/25

     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.
3.25%, 4/30/30

     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.
2.90%, 5/25/27

   75,000      70,543  

Columbia Pipeline Group, Inc.
4.50%, 6/1/25

     98,000        95,693  

Comcast Corp.
3.38%, 8/15/25

     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.
4.30%, 5/1/24

     108,000        106,865  

1.38%, 11/1/27

     25,000        21,245  

ConocoPhillips
2.40%, 3/7/25

     3,000        2,877  

Conopco, Inc.
7.25%, 12/15/26, Series E

     50,000        53,344  

Constellation Brands, Inc.
3.70%, 12/6/26

     35,000        33,332  

Corebridge Financial, Inc.
3.50%, 4/4/25

     115,000        110,691  

Costco Wholesale Corp.
2.75%, 5/18/24

     92,000        90,245  

3.00%, 5/18/27

     75,000        70,870  

Crown Castle, Inc.
3.20%, 9/1/24

     48,000        46,764  

CSX Corp.
3.25%, 6/1/27

     50,000        47,077  

Cummins, Inc.
0.75%, 9/1/25

     140,000        128,247  

CVS Health Corp.
4.10%, 3/25/25

     156,000        152,814  

3.88%, 7/20/25

     112,000        108,675  

Dell International LLC / EMC Corp.
6.02%, 6/15/26

     29,000        29,313  

Devon Energy Corp.
5.25%, 10/15/27

     15,000        14,867  

Discovery Communications LLC
4.90%, 3/11/26

     20,000        19,666  

Dollar General Corp.
4.25%, 9/20/24

     117,000        115,114  

Dollar Tree, Inc.
4.00%, 5/15/25

     107,000        103,848  

Dominion Energy, Inc.
3.90%, 10/1/25

     90,000        87,051  

3.60%, 3/15/27, Series B

     50,000        47,171  

Dow Chemical Co.
2.10%, 11/15/30

     88,000        71,878  

Duke Energy Corp.
0.90%, 9/15/25

     49,000        44,746  

Duke Energy Florida LLC
3.20%, 1/15/27

     50,000        47,294  

DuPont de Nemours, Inc.
4.49%, 11/15/25

     30,000        29,391  

Eastman Chemical Co.
3.80%, 3/15/25

     100,000        97,279  

eBay, Inc.
3.45%, 8/1/24

     137,000        134,228  

Ecolab, Inc.
2.70%, 11/1/26

     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
4.70%, 8/15/25

   $ 75,000      $ 73,429  

Elevance Health, Inc.
5.35%, 10/15/25

     81,000        80,913  

Eli Lilly & Co.
5.50%, 3/15/27

     25,000        25,804  

Emerson Electric Co.
1.80%, 10/15/27

     35,000        31,066  

Energy Transfer LP
2.90%, 5/15/25

     155,000        147,408  

Entergy Arkansas LLC
3.70%, 6/1/24

     65,000        64,063  

Entergy Louisiana LLC
0.95%, 10/1/24

     75,000        71,228  

5.59%, 10/1/24

     36,000        36,067  

Enterprise Products Operating LLC
3.75%, 2/15/25

     111,000        108,026  

3.95%, 2/15/27

     50,000        48,113  

Equinix, Inc.
1.25%, 7/15/25

     44,000        40,595  

1.00%, 9/15/25

     109,000        99,454  

ERP Operating LP
3.38%, 6/1/25

     12,000        11,579  

2.85%, 11/1/26

     113,000        105,349  

Essex Portfolio LP
3.38%, 4/15/26

     20,000        19,000  

Eversource Energy
2.90%, 3/1/27

     60,000        55,278  

Exelon Corp.
3.40%, 4/15/26

     21,000        19,976  

Exxon Mobil Corp.
2.99%, 3/19/25

     62,000        60,041  

Federal Realty OP LP
1.25%, 2/15/26

     20,000        18,024  

Fidelity National Information Services, Inc.
1.15%, 3/1/26

     23,000        20,721  

Fifth Third Bancorp
2.38%, 1/28/25

     100,000        95,196  

Fiserv, Inc.
2.75%, 7/1/24

     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.
2.85%, 4/1/25

     62,000        59,657  

Fortinet, Inc.
1.00%, 3/15/26

     97,000        86,699  

Fox Corp.
3.05%, 4/7/25

     100,000        96,205  

Franklin Resources, Inc.
2.85%, 3/30/25

     140,000        134,396  

Freeport-McMoRan, Inc.
4.63%, 8/1/30

     108,000        99,965  

FS KKR Capital Corp.
3.40%, 1/15/26

     36,000        33,041  

GE HealthCare Technologies, Inc.
5.55%, 11/15/24

     113,000        112,730  

General Dynamics Corp.
3.50%, 5/15/25

     31,000        30,116  

General Mills, Inc.
3.20%, 2/10/27

   4,000      3,763  

General Motors Co.
6.13%, 10/1/25

     99,000        99,511  

General Motors Financial Co., Inc.
3.80%, 4/7/25

     108,000        104,359  

1.25%, 1/8/26

     125,000        112,370  

Georgia Power Co.
2.20%, 9/15/24, Series A

     78,000        75,186  

Gilead Sciences, Inc.
3.65%, 3/1/26

     130,000        125,079  

Global Payments, Inc.
4.80%, 4/1/26

     20,000        19,566  

Goldman Sachs Group, Inc.
3.50%, 4/1/25

     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.
5.00%, 3/15/24

     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
3.50%, 8/1/26

     76,000        70,986  

Hewlett Packard Enterprise Co.
4.90%, 10/15/25

     164,000        161,878  

Home Depot, Inc.
2.70%, 4/15/25

     70,000        67,266  

2.88%, 4/15/27

     200,000        187,668  

Honeywell International, Inc.
2.50%, 11/1/26

     43,000        40,158  

1.10%, 3/1/27

     60,000        53,138  

Host Hotels & Resorts LP
4.50%, 2/1/26, Series F

     15,000        14,479  

HP, Inc.
2.20%, 6/17/25

     142,000        133,862  

Humana, Inc.
1.35%, 2/3/27

     25,000        22,001  

Huntington Ingalls Industries, Inc.
3.48%, 12/1/27

     105,000        96,849  

Huntsman International LLC
4.50%, 5/1/29

     88,000        81,543  

Hyatt Hotels Corp.
1.80%, 10/1/24

     117,000        112,031  

Illinois Tool Works, Inc.
3.50%, 3/1/24

     100,000        99,124  

2.65%, 11/15/26

     25,000        23,418  

Intel Corp.
3.70%, 7/29/25

     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.
3.75%, 12/1/25

     185,000        178,693  

International Business Machines Corp.
3.00%, 5/15/24

     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.
0.95%, 7/15/25

   $ 181,000      $ 167,257  

Invesco Finance PLC
3.75%, 1/15/26

     92,000        88,561  

JB Hunt Transport Services, Inc.
3.88%, 3/1/26

     91,000        88,173  

John Deere Capital Corp.
3.45%, 3/13/25

     87,000        84,781  

3.40%, 6/6/25

     273,000        264,802  

1.75%, 3/9/27

     75,000        67,420  

Johnson & Johnson
2.45%, 3/1/26

     89,000        84,032  

JPMorgan Chase & Co.
3.88%, 9/10/24

     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.
1.20%, 12/10/25

     45,000        40,759  

Keurig Dr. Pepper, Inc.
3.40%, 11/15/25

     25,000        23,929  

KeyBank NA
3.30%, 6/1/25

     250,000        234,207  

Kinder Morgan, Inc.
1.75%, 11/15/26

     50,000        44,781  

Kraft Heinz Foods Co.
3.88%, 5/15/27

     35,000        33,449  

Kroger Co.
3.70%, 8/1/27

     35,000        33,261  

L3Harris Technologies, Inc.
3.85%, 12/15/26

     50,000        47,789  

Laboratory Corp. of America Holdings
3.60%, 2/1/25

     136,000        131,944  

Lam Research Corp.
3.75%, 3/15/26

     7,000        6,792  

Lennox International, Inc.
1.35%, 8/1/25

     56,000        51,675  

Lincoln National Corp.
3.35%, 3/9/25

     95,000        91,220  

Lockheed Martin Corp.
3.55%, 1/15/26

     25,000        24,203  

Lowe’s Cos., Inc.
3.35%, 4/1/27

     80,000        75,334  

Marathon Petroleum Corp.
5.13%, 12/15/26

     50,000        49,784  

Marriott International, Inc.
5.75%, 5/1/25, Series EE

     76,000        76,149  

Marsh & McLennan Cos., Inc.
3.75%, 3/14/26

     20,000        19,336  

2.25%, 11/15/30

     82,000        67,794  

Martin Marietta Materials, Inc.
3.50%, 12/15/27

     25,000        23,400  

Mastercard, Inc.
2.00%, 3/3/25

     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.
0.90%, 2/15/26

     128,000        115,229  

McDonald’s Corp.
3.50%, 7/1/27

     75,000        71,245  

McKesson Corp.
1.30%, 8/15/26

     35,000        31,375  

Merck & Co., Inc.
1.70%, 6/10/27

     300,000        269,076  

Meta Platforms, Inc.
3.50%, 8/15/27

     50,000        47,660  

Mid-America Apartments LP
3.60%, 6/1/27

     25,000        23,686  

Molson Coors Beverage Co.
3.00%, 7/15/26

     101,000        94,676  

Mondelez International, Inc.
1.50%, 5/4/25

     123,000        115,089  

Morgan Stanley
3.88%, 4/29/24, Series F

     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
1.75%, 3/1/26

     100,000        91,120  

National Rural Utilities Cooperative Finance Corp.
3.05%, 4/25/27

     50,000        46,692  

NetApp, Inc.
1.88%, 6/22/25

     80,000        74,967  

NextEra Energy Capital Holdings, Inc.
1.88%, 1/15/27

     148,000        132,359  

NiSource, Inc.
0.95%, 8/15/25

     170,000        155,873  

Northern Trust Corp.
4.00%, 5/10/27

     138,000        132,588  

Northrop Grumman Corp.
2.93%, 1/15/25

     25,000        24,167  

3.25%, 1/15/28

     25,000        23,301  

Nucor Corp.
3.95%, 5/23/25

     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.
3.20%, 9/16/26

   $ 50,000      $ 47,764  

2.85%, 4/1/30

     92,000        82,582  

Omega Healthcare Investors, Inc.
4.50%, 1/15/25

     98,000        95,650  

5.25%, 1/15/26

     25,000        24,616  

Omnicom Group, Inc.
4.20%, 6/1/30

     113,000        104,445  

ONEOK, Inc.
4.00%, 7/13/27

     15,000        14,208  

Oracle Corp.
2.50%, 4/1/25

     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.
2.06%, 4/5/25

     30,000        28,438  

2.29%, 4/5/27

     94,000        85,462  

Pacific Gas & Electric Co.
4.95%, 6/8/25

     100,000        97,930  

Packaging Corp. of America
3.40%, 12/15/27

     95,000        88,646  

Paramount Global
3.38%, 2/15/28

     131,000        116,338  

Parker-Hannifin Corp.
4.25%, 9/15/27

     135,000        131,135  

PayPal Holdings, Inc.
2.65%, 10/1/26

     40,000        37,266  

PECO Energy Co.
3.15%, 10/15/25

     35,000        33,586  

PepsiCo, Inc.
3.60%, 3/1/24

     111,000        110,034  

2.63%, 3/19/27

     75,000        69,941  

3.60%, 2/18/28

     50,000        47,939  

Pfizer, Inc.
3.00%, 12/15/26

     380,000        359,921  

Philip Morris International, Inc.
1.50%, 5/1/25

     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
1.30%, 2/15/26

     25,000        22,698  

Pinnacle West Capital Corp.
1.30%, 6/15/25

     116,000        107,269  

Pioneer Natural Resources Co.
1.13%, 1/15/26

     110,000        99,735  

Plains All American Pipeline LP / PAA Finance Corp.
4.65%, 10/15/25

     30,000        29,263  

PNC Financial Services Group, Inc.
3.90%, 4/29/24(c)

     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.
3.60%, 3/15/24

     96,000        94,940  

PPG Industries, Inc.
1.20%, 3/15/26

   25,000      22,560  

Procter & Gamble Co.
1.90%, 2/1/27

     84,000        76,858  

Prologis LP
2.13%, 4/15/27

     75,000        67,648  

Prudential Financial, Inc.
1.50%, 3/10/26

     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.
0.95%, 3/15/26

     267,000        242,495  

Public Storage Operating Co.
1.50%, 11/9/26

     133,000        119,719  

PVH Corp.
4.63%, 7/10/25

     88,000        85,270  

Qorvo, Inc.
4.38%, 10/15/29

     100,000        90,800  

QUALCOMM, Inc.
2.90%, 5/20/24

     133,000        130,582  

3.45%, 5/20/25

     29,000        28,188  

Quanta Services, Inc.
0.95%, 10/1/24

     100,000        94,836  

Radian Group, Inc.
4.88%, 3/15/27

     110,000        104,183  

Ralph Lauren Corp.
3.75%, 9/15/25

     109,000        105,637  

Realty Income Corp.
3.00%, 1/15/27

     191,000        177,617  

Regions Financial Corp.
2.25%, 5/18/25

     105,000        98,191  

Republic Services, Inc.
3.38%, 11/15/27

     25,000        23,276  

RTX Corp.
3.50%, 3/15/27

     159,000        150,260  

Ryder System, Inc.
1.75%, 9/1/26

     80,000        72,109  

Sabine Pass Liquefaction LLC
5.63%, 3/1/25

     11,000        10,973  

Salesforce, Inc.
3.70%, 4/11/28

     100,000        95,845  

Santander Holdings USA, Inc.
3.45%, 6/2/25

     244,000        232,876  

Sherwin-Williams Co.
4.25%, 8/8/25

     100,000        97,871  

3.45%, 6/1/27

     25,000        23,577  

Simon Property Group LP
3.50%, 9/1/25

     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.
1.80%, 6/1/26

     78,000        70,092  

Southern California Edison Co.
3.70%, 8/1/25, Series E

     127,000        122,790  

Southern California Gas Co.
2.95%, 4/15/27

     133,000        123,666  

Southern Co. Gas Capital Corp.
3.25%, 6/15/26

     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.
5.25%, 5/4/25

   $ 125,000      $ 124,174  

Southwestern Electric Power Co.
1.65%, 3/15/26, Series N

     80,000        72,880  

Stanley Black & Decker, Inc.
3.40%, 3/1/26

     25,000        23,764  

Starbucks Corp.
3.80%, 8/15/25

     8,000        7,782  

2.55%, 11/15/30

     130,000        110,317  

State Street Corp.
3.55%, 8/18/25

     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.
4.25%, 7/18/24

     95,000        93,503  

Stryker Corp.
3.50%, 3/15/26

     136,000        130,519  

Synchrony Financial
3.70%, 8/4/26

     119,000        108,465  

T-Mobile USA, Inc.
2.25%, 2/15/26

     50,000        46,288  

3.75%, 4/15/27

     119,000        112,774  

Target Corp.
1.95%, 1/15/27

     280,000        255,329  

Teledyne Technologies, Inc.
0.95%, 4/1/24

     98,000        95,181  

Texas Instruments, Inc.
2.90%, 11/3/27

     35,000        32,584  

Textron, Inc.
3.38%, 3/1/28

     110,000        100,768  

Thermo Fisher Scientific, Inc.
4.80%, 11/21/27

     25,000        25,044  

Toyota Motor Credit Corp.
0.80%, 10/16/25

     250,000        228,112  

3.05%, 3/22/27

     150,000        140,827  

Trane Technologies Luxembourg Finance SA
3.50%, 3/21/26

     89,000        85,274  

Trimble, Inc.
4.75%, 12/1/24

     92,000        90,615  

Truist Bank
1.50%, 3/10/25

     250,000        233,350  

Truist Financial Corp.
3.70%, 6/5/25

     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.
3.15%, 9/17/25

     250,000        240,080  

Tyco Electronics Group SA
3.70%, 2/15/26

     116,000        112,043  

U.S. Bancorp
1.45%, 5/12/25

     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.
2.15%, 2/5/27

   100,000      91,424  

United Airlines Pass-Through Trust
5.88%, 4/15/29, Series 2020-1, Class A

     51,213        51,008  

United Parcel Service, Inc.
3.05%, 11/15/27

     50,000        46,881  

UnitedHealth Group, Inc.
1.15%, 5/15/26

     50,000        45,225  

3.45%, 1/15/27

     180,000        171,851  

2.95%, 10/15/27

     50,000        46,383  

UPMC
3.60%, 4/3/25, Series D-1

     50,000        48,264  

Ventas Realty LP
4.13%, 1/15/26

     25,000        24,063  

Verizon Communications, Inc.
0.85%, 11/20/25

     104,000        94,331  

1.45%, 3/20/26

     75,000        68,051  

4.13%, 3/16/27

     70,000        67,451  

Viatris, Inc.
1.65%, 6/22/25

     10,000        9,264  

VMware, Inc.
1.40%, 8/15/26

     77,000        68,294  

4.65%, 5/15/27

     77,000        74,869  

Walgreens Boots Alliance, Inc.
3.45%, 6/1/26

     122,000        115,275  

Walt Disney Co.
3.70%, 10/15/25

     209,000        202,989  

WEC Energy Group, Inc.
4.75%, 1/9/26

     7,000        6,909  

Wells Fargo & Co.
3.00%, 2/19/25

     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
3.63%, 3/15/24

     50,000        49,389  

Westlake Corp.
0.88%, 8/15/24

     90,000        85,770  

Williams Cos., Inc.
3.90%, 1/15/25

     119,000        116,096  

3.75%, 6/15/27

     75,000        70,669  

Willis North America, Inc.
4.65%, 6/15/27

     89,000        86,302  

Zoetis, Inc.
4.50%, 11/13/25

     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
1.50%, 2/11/25, Series QX

   $ 76,000      $ 72,047  
Japan – 0.5%

 

Japan Bank for International Cooperation
1.75%, 10/17/24

     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
3.13%, 3/27/25

     110,000        106,745  
Mexico – 0.1%

 

Mexico Government International Bond
11.50%, 5/15/26

     86,000        101,623  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $214,238)

 

 

     208,368  
SUPRANATIONAL BOND – 0.1%

 

European Bank for Reconstruction & Development
0.50%, 11/25/25

     
(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,
Class A4

     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
2.30%, 4/15/25, Series 2019-3, Class A4

     
(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
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

  $     $ 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
Government Money Market Portfolio, 5.35%(b)

 

  
(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
(Level 1)

    

Other

Significant

Observable

Inputs

(Level 2)

    

Significant

Unobservable

Inputs
(Level 3)

     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
(Level 2)

    

Significant

Unobservable

Inputs
(Level 3)

     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
Government Money Market Portfolio, 5.35%(b)

     
(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
Description of
Currency to be
Purchased

   

Amount and
Description of
Currency to

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
Unrealized
Appreciation/

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
Markets
(Level 1)

     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
Unrealized
Appreciation/

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
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

   $      $ 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
Unrealized
Appreciation/

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
Appreciation/

(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
Appreciation/

(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
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

   $      $ 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
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
 

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  


Statements of Operations

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
August 31, 2023

   

For the

Year Ended
August 31, 2022

 

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
USD Universal Bond Fund

     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
Equity Strategy Fund

(consolidated)

   

WisdomTree Efficient Gold Plus
Gold Miners Strategy Fund

(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
Strategy Fund

(consolidated)

    

WisdomTree Managed Futures
Strategy Fund

(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


Financial Highlights

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
Corporate 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

  $ 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
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

  $ 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*
through

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
December 19, 2020
through
August 31, 2021

          

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  


Notes to Financial Statements

 

1. ORGANIZATION

WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 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
(long)

   

Futures

contracts
(short)

    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
(long)

   

Futures

contracts
(short)

    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

 

208   WisdomTree Trust


Notes to Financial Statements (continued)

 

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.

 

WisdomTree Trust      209  


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

 

210   WisdomTree Trust


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
in the
Statements of

Assets and
Liabilities

    Gross Amounts Not Offset
in the Statements of
Assets and Liabilities
   

Net Amount

   

Gross Amounts
in the
Statements of

Assets and
Liabilities

    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.

 

WisdomTree Trust      211  


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

 

212   WisdomTree Trust


Notes to Financial Statements (continued)

 

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.

 

WisdomTree Trust      213  


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
Appreciation/

(Depreciation)

           Gross
Unrealized
Appreciation
    Gross
Unrealized
Depreciation
   

Net Unrealized
Appreciation/

(Depreciation)

   

Total Net
Unrealized
Appreciation/

(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
Appreciation/

(Depreciation)

           Gross
Unrealized
Appreciation
    Gross
Unrealized
Depreciation
   

Net Unrealized
Appreciation/

(Depreciation)

   

Total Net
Unrealized
Appreciation/

(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
Appreciation/

(Depreciation)

   

Currency and

Other Unrealized
Appreciation/
(Depreciation)

   

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
Post-October

Capital Losses

    

Long-Term

Post-October

Capital Losses

    

Late Year
Ordinary Losses

 

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
S&P 500 PutWrite 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 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.

 

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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
and Year of Birth
of Trustee/Officer

 

Position(s) Held with

the Trust, Term of

Office and Length
of Time Served

 

Principal Occupation(s)

During 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. 
Raso Kirstein4

(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
and Year of Birth
of Trustee/Officer

 

Position(s) Held with

the Trust, Term of

Office and Length
of Time Served

 

Principal Occupation(s)

During Past 5 Years

  Number of Portfolios
in Fund Complex
Overseen by Trustee/
Officer+
   

Other

Directorships

Held by Trustee

Officers of the Trust

Jonathan
Steinberg5

(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: [email protected].

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