UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-21864
WisdomTree Trust
(Exact name of registrant as specified in charter)
250 West 34th Street
New York, NY 10119
(Address of principal executive offices) (Zip code)
The Corporation Trust Company
1209 Orange Street
Wilmington, DE 19801
(Name and address of agent for service)
Registrant’s telephone number, including area code: (866) 909-9473
Date of fiscal year end: August 31
Date of reporting period: February 29, 2024
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
(a) | The Reports to Shareholders are attached herewith. |
WisdomTree Trust
Semi-Annual Report
February 29, 2024
Currency Strategy Funds:
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
WisdomTree Emerging Currency Strategy Fund (CEW)
Fixed Income Funds:
WisdomTree Bianco Total Return Fund (WTBN)
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)
WisdomTree Target Range Fund (GTR)
Table of Contents
“WisdomTree” is a registered mark of WisdomTree, Inc. and is licensed for use by the 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 September 1, 2023 to February 29, 2024. 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 182/366 (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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Obligations | | | 94.8% | |
Exchange-Traded Funds | | | 4.2% | |
Other Assets less Liabilities‡ | | | 1.0% | |
Total | | | 100.0% | |
† | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
‡ | Other assets 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, 5.44%, 3/7/24 | | | 24.5% | |
U.S. Treasury Bills, 5.35%, 4/11/24 | | | 23.7% | |
U.S. Treasury Bills, 5.35%, 5/7/24 | | | 23.4% | |
U.S. Treasury Bills, 5.38%, 6/11/24 | | | 23.2% | |
WisdomTree Floating Rate Treasury Fund (USFR)^ | | | 4.2% | |
* | 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 42 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,033.40 | | | | 0.50 | %1 | | $ | 2.53 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.38 | | | | 0.50 | %1 | | $ | 2.51 | |
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 | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | 10 Year | |
Fund NAV Returns | | | 3.34 | % | | | 5.26 | % | | | 5.67 | % | | | 2.82 | % | | | 3.12 | % |
Fund Market Price Returns | | | 3.45 | % | | | 5.29 | % | | | 5.69 | % | | | 2.84 | % | | | 3.13 | % |
Bloomberg Dollar Total Return Index | | | 3.56 | % | | | 5.54 | % | | | 5.91 | % | | | 2.93 | % | | | 3.26 | % |
Bloomberg Dollar Spot Index | | | 0.29 | % | | | -0.87 | % | | | 3.09 | % | | | 0.89 | % | | | 2.04 | % |
* | Returns of less than one year are cumulative. |
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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Emerging Currency Strategy Fund (CEW)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Obligations | | | 60.1% | |
Exchange-Traded Funds | | | 4.8% | |
Repurchase Agreement | | | 31.7% | |
Other Assets less Liabilities‡ | | | 3.4% | |
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, 5.38%, 3/14/24 | | | 35.6% | |
Citigroup, Inc., tri-party repurchase agreement, 5.30%, 3/1/24†† | | | 31.7% | |
U.S. Treasury Bills, 5.37%, 4/18/24 | | | 24.5% | |
WisdomTree Floating Rate Treasury Fund (USFR)^ | | | 4.8% | |
* | 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 42 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,021.30 | | | | 0.55 | %1 | | $ | 2.76 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.13 | | | | 0.55 | %1 | | $ | 2.77 | |
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 | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | 10 Year | |
Fund NAV Returns | | | 2.13 | % | | | 6.03 | % | | | 0.09 | % | | | 0.06 | % | | | -0.42 | % |
Fund Market Price Returns | | | 2.29 | % | | | 6.02 | % | | | 0.16 | % | | | 0.07 | % | | | -0.44 | % |
JP Morgan Emerging Local Markets Index Plus (ELMI+) | | | 2.76 | % | | | 6.12 | % | | | -0.79 | % | | | 0.21 | % | | | -0.02 | % |
Equal-Weighted Emerging Currency Composite | | | 2.45 | % | | | 6.98 | % | | | -1.19 | % | | | -0.34 | % | | | -0.20 | % |
* | Returns of less than one year are cumulative. |
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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Bianco Total Return Fund (WTBN)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
Exchange-Traded Funds | | | 100.0% | |
Other Assets less Liabilities‡ | | | 0.0% | ^ |
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 | |
iShares MBS ETF | | | 23.3% | |
iShares 0-5 Year TIPS Bond ETF | | | 20.0% | |
Vanguard Long-Term Corporate Bond ETF | | | 8.1% | |
WisdomTree Floating Rate Treasury Fund (USFR)^ | | | 8.0% | |
Vanguard Short-Term Corporate Bond ETF | | | 7.2% | |
Schwab Long-Term U.S. Treasury ETF | | | 7.1% | |
Vanguard Intermediate-Term Corporate Bond ETF | | | 6.4% | |
Schwab Short-Term U.S. Treasury ETF | | | 5.9% | |
iShares 7-10 Year Treasury Bond ETF, Class B | | | 5.5% | |
iShares BBB Rated Corporate Bond ETF | | | 5.0% | |
* | 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). |
^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 42 of this report. |
The WisdomTree Bianco Total Return Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bianco Research Fixed Income Total Return Index (the “Index”). In seeking to track the Index, the Fund invests in fixed income exchange-traded funds (each, an “Underlying Fund”) that are specifically selected and weighted using a modified market-capitalization weighting scheme to achieve specified factor exposures. The Fund generally uses a replication strategy to achieve its investment objective, meaning it generally invests in all of the securities of the Index in approximately the same proportion as the Index. However, the Fund also may use a representative sampling strategy to 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 had less than six months of operating history at the end of the reporting period and therefore no comparative performance information is shown in this shareholder report. Comparative performance information for the most recent month-end is available at www.wisdomtree.com/investments.
Shareholder Expense Example (for the period1 ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual1 | | $ | 1,000.00 | | | $ | 991.60 | | | | 0.47 | %2,3 | | $ | 0.92 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.53 | | | | 0.47 | %2,3 | | $ | 2.36 | |
1 | Fund commenced operations on December 20, 2023. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 72/366 (to reflect the period since commencement of operations). |
2 | WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.47% through December 31, 2024, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason. |
3 | The “Annualized Net Expense Ratio” does not include the impact of acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investments in Underlying Funds. Had AFFEs of 0.07% been included (as shown in the Fund’s prospectus), the “Annualized Net Expense Ratio” would have been 0.54% and the “Expenses Paid During the Period” shown in the above table would have been higher. |
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
Country Breakdown†
| | | | |
| |
Country | | % of Net Assets | |
Mexico | | | 9.1% | |
South Korea | | | 7.0% | |
India | | | 6.1% | |
Brazil | | | 5.8% | |
Colombia | | | 5.5% | |
Chile | | | 5.0% | |
Turkey | | | 4.8% | |
China | | | 4.4% | |
United Arab Emirates | | | 4.2% | |
Thailand | | | 3.1% | |
Mongolia | | | 2.7% | |
Israel | | | 2.5% | |
South Africa | | | 2.4% | |
United Kingdom | | | 2.1% | |
Saudi Arabia | | | 2.1% | |
Malaysia | | | 2.0% | |
Panama | | | 2.0% | |
Luxembourg | | | 1.9% | |
Peru | | | 1.7% | |
Kuwait | | | 1.7% | |
Hong Kong | | | 1.6% | |
United States | | | 1.5% | |
Guatemala | | | 1.5% | |
Qatar | | | 1.4% | |
Indonesia | | | 1.4% | |
Poland | | | 1.2% | |
Morocco | | | 1.2% | |
Kazakhstan | | | 1.2% | |
Australia | | | 1.1% | |
Zambia | | | 1.0% | |
Others^ | | | 4.9% | |
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 | |
POSCO, 4.88%, 1/23/27 | | | 1.7% | |
Sands China Ltd., 5.40%, 8/8/28 | | | 1.6% | |
Melco Resorts Finance Ltd., 5.75%, 7/21/28 | | | 1.6% | |
Bidvest Group U.K. PLC, 3.63%, 9/23/26 | | | 1.6% | |
Akbank TAS, 6.80%, 2/6/26 | | | 1.5% | |
CSN Resources SA, 8.88%, 12/5/30 | | | 1.4% | |
Tencent Holdings Ltd., 3.98%, 4/11/29 | | | 1.4% | |
Ecopetrol SA, 8.38%, 1/19/36 | | | 1.3% | |
Bangkok Bank PCL, 3.73%, 9/25/34, | | | 1.3% | |
Reliance Industries Ltd., 2.88%, 1/12/32 | | | 1.3% | |
* | 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 countries.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,060.80 | | | | 0.60 | % | | $ | 3.07 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,021.88 | | | | 0.60 | % | | $ | 3.02 | |
Performance
| | | | | | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | 10 Year | |
Fund NAV Returns | | | 6.08 | % | | | 9.14 | % | | | -1.39 | % | | | 2.34 | % | | | 2.68 | % |
Fund Market Price Returns | | | 5.98 | % | | | 9.23 | % | | | -1.45 | % | | | 2.36 | % | | | 2.78 | % |
JP Morgan CEMBI Diversified Index | | | 5.95 | % | | | 8.63 | % | | | -1.18 | % | | | 2.42 | % | | | 3.54 | % |
* | Returns of less than one year are cumulative. |
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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Emerging Markets Local Debt Fund (ELD)
Country Breakdown†
| | | | |
| |
Country | | % of Net Assets | |
Brazil | | | 11.8% | |
Indonesia | | | 11.6% | |
Colombia | | | 8.8% | |
Malaysia | | | 8.3% | |
Supranational Bonds | | | 7.7% | |
South Africa | | | 6.6% | |
United States | | | 5.4% | |
China | | | 4.9% | |
Poland | | | 4.8% | |
India | | | 4.6% | |
Thailand | | | 4.4% | |
Peru | | | 4.2% | |
Mexico | | | 3.9% | |
Chile | | | 2.7% | |
Czech Republic | | | 2.4% | |
Hungary | | | 2.0% | |
Romania | | | 1.9% | |
Turkey | | | 0.6% | |
Egypt | | | 0.0% | ^ |
Other Assets less Liabilities‡ | | | 3.4% | |
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%, 3/1/24†† | | | 5.4% | |
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/29, Series F | | | 2.3% | |
China Government Bonds, 2.68%, 5/21/30 | | | 1.9% | |
International Finance Corp., 7.00%, 7/20/27 | | | 1.8% | |
Colombia TES, 7.00%, 3/26/31, Series B | | | 1.8% | |
Brazil Letras do Tesouro Nacional, 12.68%, 7/1/25, Series LTN | | | 1.7% | |
Brazil Letras do Tesouro Nacional, 9.41%, 7/1/24, Series LTN | | | 1.7% | |
Republic of Poland Government Bonds, 2.50%, 7/25/26, Series 0726 | | | 1.6% | |
Brazil Notas do Tesouro Nacional, 10.00%, 1/1/27, Series F | | | 1.6% | |
Colombia TES, 7.50%, 8/26/26, Series B | | | 1.5% | |
* | 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 Emerging Markets Local Debt Fund (the “Fund”) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its objective through investments in fixed income instruments denominated in the local currencies of emerging market countries.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,027.30 | | | | 0.55 | % | | $ | 2.77 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.13 | | | | 0.55 | % | | $ | 2.77 | |
Performance
| | | | | | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | 10 Year | |
Fund NAV Returns | | | 2.73 | % | | | 10.91 | % | | | -1.30 | % | | | 0.33 | % | | | -0.06 | % |
Fund Market Price Returns | | | 2.32 | % | | | 10.96 | % | | | -1.17 | % | | | 0.33 | % | | | -0.01 | % |
JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index | | | 2.25 | % | | | 9.26 | % | | | -2.61 | % | | | -0.13 | % | | | -0.04 | % |
* | Returns of less than one year are cumulative. |
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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Floating Rate Treasury Fund (USFR)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Obligations | | | 99.6% | |
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 Floating Rate Notes, 5.50%, 10/31/25, | | | 28.4% | |
U.S. Treasury Floating Rate Notes, 5.45%, 7/31/25, | | | 26.1% | |
U.S. Treasury Floating Rate Notes, 5.50%, 4/30/25, | | | 24.7% | |
U.S. Treasury Floating Rate Notes, 5.57%, 1/31/26, | | | 20.4% | |
* | The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,026.90 | | | | 0.15 | % | | $ | 0.76 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,024.12 | | | | 0.15 | % | | $ | 0.75 | |
Performance
| | | | | | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | 10 Year | |
Fund NAV Returns | | | 2.69 | % | | | 5.41 | % | | | 2.67 | % | | | 2.05 | % | | | 1.40 | % |
Fund Market Price Returns | | | 2.67 | % | | | 5.43 | % | | | 2.67 | % | | | 2.05 | % | | | 1.39 | % |
Bloomberg U.S. Treasury Floating Rate Bond Index | | | 2.79 | % | | | 5.61 | % | | | 2.86 | % | | | 2.24 | % | | | 1.57 | % |
* | Returns of less than one year are cumulative. |
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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
Corporate Bonds | | | 96.4% | |
Other Assets less Liabilities‡ | | | 3.6% | |
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% | |
Post Holdings, Inc., 4.63%, 4/15/30 | | | 0.9% | |
Tenet Healthcare Corp., 6.13%, 6/15/30 | | | 0.8% | |
DaVita, Inc., 3.75%, 2/15/31 | | | 0.8% | |
DISH DBS Corp., 5.88%, 11/15/24 | | | 0.8% | |
CHS/Community Health Systems, Inc., 4.75%, 2/15/31 | | | 0.7% | |
CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, 3/1/30 | | | 0.7% | |
Sirius XM Radio, Inc., 4.13%, 7/1/30 | | | 0.7% | |
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 10.50%, 2/15/28 | | | 0.7% | |
Centene Corp., 4.63%, 12/15/29 | | | 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,057.30 | | | | 0.43 | % | | $ | 2.20 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.73 | | | | 0.43 | % | | $ | 2.16 | |
Performance
| | | | | | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | 10 Year | |
Fund NAV Returns | | | 5.73 | % | | | 10.28 | % | | | 5.00 | % | | | 3.73 | % | | | 3.64 | % |
Fund Market Price Returns | | | 5.73 | % | | | 10.32 | % | | | 4.52 | % | | | 3.80 | % | | | 3.68 | % |
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 Index1 | | | 6.03 | % | | | 11.20 | % | | | 5.89 | % | | | 4.65 | % | | | 4.35 | % |
ICE BofA Merrill Lynch U.S. High Yield Index | | | 6.15 | % | | | 10.97 | % | | | 1.86 | % | | | 3.99 | % | | | 4.26 | % |
* | Returns of less than one year are cumulative. |
1 | ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index through May 31, 2020; WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index thereafter. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Obligations | | | 42.1% | |
U.S. Government Agencies | | | 28.6% | |
Corporate Bonds | | | 24.7% | |
Commercial Mortgage-Backed Securities | | | 1.6% | |
Supranational Bonds | | | 1.3% | |
Foreign Government Obligations | | | 0.8% | |
Foreign Government Agencies | | | 0.8% | |
Municipal Bonds | | | 0.7% | |
Asset-Backed Securities | | | 0.5% | |
U.S. Government Agencies TBA Sale Commitments | | | -1.3% | |
Repurchase Agreement | | | 2.7% | |
Other Assets less Liabilities‡ | | | -2.5% | |
Total | | | 100.0% | |
† | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
‡ | Other assets 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%, 3/1/24†† | | | 2.7% | |
U.S. Treasury Notes, 0.63%, 8/15/30 | | | 0.6% | |
Federal National Mortgage Association, 2.00%, 3/1/51 | | | 0.6% | |
Federal National Mortgage Association, 2.00%, 9/1/50 | | | 0.6% | |
U.S. Treasury Notes, 0.63%, 12/31/27 | | | 0.5% | |
Federal National Mortgage Association, 2.00%, 12/1/50 | | | 0.5% | |
U.S. Treasury Notes, 0.50%, 10/31/27 | | | 0.5% | |
U.S. Treasury Notes, 2.75%, 8/15/32 | | | 0.5% | |
U.S. Treasury Notes, 4.63%, 2/28/26 | | | 0.5% | |
U.S. Treasury Notes, 0.75%, 3/31/26 | | | 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,037.40 | | | | 0.23 | % | | $ | 1.17 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.72 | | | | 0.23 | % | | $ | 1.16 | |
Performance
| | | | | | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | 10 Year | |
Fund NAV Returns | | | 3.74 | % | | | 6.70 | % | | | 3.11 | % | | | 2.74 | % | | | 1.89 | % |
Fund Market Price Returns | | | 3.69 | % | | | 6.64 | % | | | 3.12 | % | | | 2.69 | % | | | 1.89 | % |
Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration | | | 3.74 | % | | | 6.76 | % | | | 3.24 | % | | | 2.71 | % | | | 2.10 | % |
* | Returns of less than one year are cumulative. |
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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Mortgage Plus Bond Fund (MTGP)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Agencies | | | 56.4% | |
Collateralized Mortgage Obligations | | | 34.1% | |
Commercial Mortgage-Backed Securities | | | 5.0% | |
Collateralized Loan Obligations | | | 2.7% | |
Other Assets less Liabilities‡ | | | 1.8% | |
Total | | | 100.0% | |
† | The Fund’s investment breakdown may change over time. It does not include derivatives (if any). |
‡ | Other assets 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 | | | 5.6% | |
Government National Mortgage Association, 2.00%, 10/20/51 | | | 4.3% | |
Federal National Mortgage Association, 3.00%, 5/1/52 | | | 3.6% | |
Government National Mortgage Association, 2.50%, 9/20/51 | | | 3.3% | |
Federal National Mortgage Association, 2.50%, 9/1/52 | | | 2.4% | |
Federal National Mortgage Association, 3.50%, 9/1/52 | | | 2.3% | |
Federal National Mortgage Association, 4.00%, 1/1/53 | | | 2.2% | |
Federal National Mortgage Association, 5.00%, 9/1/52 | | | 2.2% | |
Federal National Mortgage Association, 3.00%, 10/1/52 | | | 2.2% | |
Federal National Mortgage Association, 3.50%, 4/1/53 | | | 2.2% | |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,024.80 | | | | 0.45 | % | | $ | 2.27 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.63 | | | | 0.45 | % | | $ | 2.26 | |
Performance
| | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns | | | 2.48 | % | | | 2.56 | % | | | -3.10 | % | | | -1.12 | % |
Fund Market Price Returns | | | 2.52 | % | | | 2.81 | % | | | -3.04 | % | | | -1.10 | % |
Bloomberg U.S. Securitized Mortgage Backed Securities/Asset Backed Securities/Commercial Mortgage Backed Securities (MBS/ABS/CMBS) Index | | | 2.03 | % | | | 2.46 | % | | | -3.22 | % | | | -1.39 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on November 14, 2019. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
Corporate Bonds | | | 37.8% | |
U.S. Government Obligations | | | 28.7% | |
U.S. Government Agencies | | | 18.7% | |
Foreign Government Obligations | | | 3.7% | |
Commercial Mortgage-Backed Securities | | | 3.3% | |
Asset-Backed Securities | | | 1.4% | |
Foreign Government Agencies | | | 0.8% | |
Municipal Bonds | | | 0.8% | |
Supranational Bonds | | | 0.4% | |
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 | |
U.S. Treasury Notes, 4.13%, 1/31/25 | | | 2.3% | |
U.S. Treasury Notes, 4.00%, 2/15/26 | | | 1.8% | |
Federal National Mortgage Association, 2.00%, 2/1/52 | | | 1.7% | |
U.S. Treasury Notes, 1.50%, 1/31/27 | | | 1.6% | |
U.S. Treasury Notes, 3.63%, 3/31/28 | | | 1.6% | |
U.S. Treasury Notes, 2.88%, 6/15/25 | | | 1.6% | |
U.S. Treasury Notes, 4.63%, 2/28/25 | | | 1.2% | |
U.S. Treasury Notes, 3.88%, 1/15/26 | | | 1.2% | |
U.S. Treasury Notes, 3.75%, 4/15/26 | | | 1.1% | |
U.S. Treasury Notes, 3.50%, 1/31/28 | | | 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 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,029.80 | | | | 0.15 | % | | $ | 0.76 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,024.12 | | | | 0.15 | % | | $ | 0.75 | |
Performance
| | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | |
| | 6-Month* | | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | 2.98 | % | | | 4.42 | % | | | 2.20 | % |
Fund Market Price Returns | | | 2.95 | % | | | 4.40 | % | | | 2.19 | % |
Bloomberg U.S. Universal Enhanced Yield Index | | | 3.26 | % | | | 4.78 | % | | | 2.63 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on February 7, 2023. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
Corporate Bonds | | | 46.3% | |
U.S. Government Obligations | | | 21.4% | |
U.S. Government Agencies | | | 16.8% | |
Commercial Mortgage-Backed Securities | | | 6.7% | |
Asset-Backed Securities | | | 5.1% | |
Foreign Government Obligations | | | 2.4% | |
Foreign Government Agencies | | | 0.3% | |
Municipal Bonds | | | 0.1% | |
U.S. Government Agencies TBA Sale Commitments | | | -0.1% | |
Repurchase Agreement | | | 0.5% | |
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 Ten Holdings*
| | | | |
| |
Description | | % of Net Assets | |
Tennessee Valley Authority, 5.25%, 9/15/39 | | | 1.2% | |
Federal Home Loan Banks, 5.50%, 7/15/36, Series 677 | | | 1.2% | |
Tennessee Valley Authority, 5.88%, 4/1/36 | | | 1.0% | |
Tennessee Valley Authority, 5.38%, 4/1/56 | | | 0.6% | |
Citigroup, Inc., tri-party repurchase agreement, 5.30%, 3/1/24†† | | | 0.5% | |
Tennessee Valley Authority, 3.50%, 12/15/42 | | | 0.5% | |
Federal National Mortgage Association, 5.63%, 7/15/37 | | | 0.5% | |
U.S. Treasury Notes, 1.50%, 1/31/27 | | | 0.4% | |
Tennessee Valley Authority, 4.63%, 9/15/60 | | | 0.4% | |
Tennessee Valley Authority, 4.25%, 9/15/65 | | | 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). |
†† | Fully collateralized by U.S. Government agency securities. |
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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,033.30 | | | | 0.12 | % | | $ | 0.61 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,024.27 | | | | 0.12 | % | | $ | 0.60 | |
Performance
| | | | | | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 3.33 | % | | | 4.81 | % | | | -3.35 | % | | | 0.50 | % | | | 1.34 | % |
Fund Market Price Returns | | | 3.28 | % | | | 4.87 | % | | | -3.23 | % | | | 0.48 | % | | | 1.34 | % |
Bloomberg U.S. Aggregate Enhanced Yield Index | | | 3.44 | % | | | 5.02 | % | | | -3.17 | % | | | 0.65 | % | | | 1.52 | % |
Bloomberg U.S. Aggregate Index | | | 2.35 | % | | | 3.33 | % | | | -3.16 | % | | | 0.56 | % | | | 1.20 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on July 9, 2015. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
Corporate Bonds | | | 48.5% | |
U.S. Government Obligations | | | 36.7% | |
Commercial Mortgage-Backed Securities | | | 6.8% | |
U.S. Government Agencies | | | 6.1% | |
Foreign Government Agencies | | | 0.7% | |
Foreign Government Obligations | | | 0.6% | |
Other Assets less Liabilities‡ | | | 0.6% | |
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, 0.63%, 7/31/26 | | | 7.1% | |
U.S. Treasury Notes, 0.50%, 3/31/25 | | | 6.7% | |
U.S. Treasury Notes, 4.88%, 11/30/25 | | | 4.2% | |
U.S. Treasury Notes, 0.75%, 4/30/26 | | | 4.0% | |
U.S. Treasury Notes, 2.50%, 3/31/27 | | | 3.8% | |
U.S. Treasury Notes, 2.75%, 7/31/27 | | | 3.3% | |
Federal National Mortgage Association, 2.00%, 1/1/37 | | | 3.3% | |
Federal National Mortgage Association, 2.50%, 3/1/37 | | | 2.4% | |
U.S. Treasury Notes, 3.50%, 1/31/28 | | | 2.0% | |
U.S. Treasury Notes, 2.75%, 4/30/27 | | | 2.0% | |
* | 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,026.40 | | | | 0.12 | % | | $ | 0.60 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,024.27 | | | | 0.12 | % | | $ | 0.60 | |
Performance
| | | | | | | | | | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 2.64 | % | | | 4.50 | % | | | -0.86 | % | | | 1.22 | % | | | 1.27 | % |
Fund Market Price Returns | | | 2.75 | % | | | 4.63 | % | | | -0.83 | % | | | 1.20 | % | | | 1.28 | % |
Bloomberg U.S. Short Aggregate Enhanced Yield Index | | | 3.10 | % | | | 5.09 | % | | | -0.81 | % | | | 1.19 | % | | | 1.30 | % |
Bloomberg U.S. Short Aggregate Composite Index | | | 2.71 | % | | | 4.52 | % | | | -0.71 | % | | | 1.28 | % | | | 1.27 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on May 18, 2017. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Alternative Income Fund (HYIN)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
Common Stocks | | | 65.5% | |
Closed-End Mutual Funds | | | 33.9% | |
Other Assets less Liabilities‡ | | | 0.6% | |
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 | |
Guggenheim Strategic Opportunities Fund | | | 3.2% | |
Eagle Point Credit Co., Inc. | | | 3.1% | |
PIMCO Dynamic Income Fund | | | 3.1% | |
Nuveen Floating Rate Income Fund | | | 3.1% | |
PIMCO Corporate & Income Opportunity Fund | | | 3.1% | |
Main Street Capital Corp. | | | 3.1% | |
Nuveen Credit Strategies Income Fund | | | 3.1% | |
Blackstone Secured Lending Fund | | | 3.1% | |
BlackRock Corporate High Yield Fund, Inc. | | | 3.1% | |
Oxford Lane Capital Corp. | | | 3.1% | |
* | 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 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,035.40 | | | | 0.50 | % | | $ | 2.53 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.38 | | | | 0.50 | % | | $ | 2.51 | |
Performance
| | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | |
| | 6-Month* | | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | 3.54 | % | | | 9.35 | % | | | -0.92 | % |
Fund Market Price Returns | | | 3.59 | % | | | 9.13 | % | | | -0.92 | % |
Gapstow Liquid Alternative Credit Index | | | 3.64 | % | | | 9.63 | % | | | -0.47 | % |
ICE BofA Merrill Lynch U.S. High Yield Index | | | 6.15 | % | | | 10.97 | % | | | 1.47 | % |
S&P 500® Index | | | 13.93 | % | | | 30.45 | % | | | 9.11 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on May 6, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
Country Breakdown†
| | | | |
| |
Country | | % of Net Assets | |
United States | | | 89.5% | |
Other^ | | | 0.4% | |
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 | |
Microsoft Corp. | | | 6.4% | |
Apple, Inc. | | | 5.5% | |
NVIDIA Corp. | | | 3.8% | |
Amazon.com, Inc. | | | 3.5% | |
Alphabet, Inc., Class C | | | 3.2% | |
Meta Platforms, Inc., Class A | | | 2.1% | |
Berkshire Hathaway, Inc., Class B | | | 1.4% | |
Eli Lilly & Co. | | | 1.3% | |
Tesla, Inc. | | | 1.2% | |
JPMorgan Chase & Co. | | | 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 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,153.40 | | | | 0.20 | % | | $ | 1.07 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,023.87 | | | | 0.20 | % | | $ | 1.01 | |
Performance
| | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | |
| | 6-Month* | | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | 15.34 | % | | | 34.87 | % | | | 7.99 | % |
Fund Market Price Returns | | | 15.19 | % | | | 34.59 | % | | | 8.00 | % |
S&P 500® Index | | | 13.93 | % | | | 30.45 | % | | | 10.11 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on March 17, 2022. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
Country Breakdown†
| | | | |
| |
Country | | % of Net Assets | |
Canada | | | 38.9% | |
United States | | | 14.1% | |
Australia | | | 12.0% | |
United Kingdom | | | 7.3% | |
South Africa | | | 6.6% | |
Brazil | | | 4.2% | |
China | | | 2.9% | |
Peru | | | 1.9% | |
Turkey | | | 1.0% | |
Russia | | | 0.0% | ^ |
Other Assets less Liabilities‡ | | | 11.1% | |
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 | |
Newmont Corp., CDI | | | 10.7% | |
Barrick Gold Corp. | | | 8.8% | |
Agnico Eagle Mines Ltd. | | | 6.5% | |
Franco-Nevada Corp. | | | 6.4% | |
Northern Star Resources Ltd. | | | 5.6% | |
Gold Fields Ltd., ADR | | | 4.9% | |
Anglogold Ashanti PLC | | | 4.3% | |
Wheaton Precious Metals Corp. | | | 4.2% | |
Kinross Gold Corp. | | | 3.4% | |
Royal Gold, Inc. | | | 3.1% | |
* | 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 936.10 | | | | 0.45 | % | | $ | 2.17 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.63 | | | | 0.45 | % | | $ | 2.26 | |
Performance
| | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | |
| | 6-Month* | | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | -6.39 | % | | | 1.15 | % | | | -3.85 | % |
Fund Market Price Returns | | | -6.13 | % | | | 0.77 | % | | | -3.88 | % |
NYSE ARCA Gold Miners Index | | | -8.57 | % | | | -1.42 | % | | | -2.29 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 16, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Obligations | | | 76.6% | |
Exchange-Traded Funds | | | 4.6% | |
Other Assets less Liabilities‡ | | | 18.8% | |
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, 5.33%, 8/8/24 | | | 76.6 | % |
WisdomTree Floating Rate Treasury Fund (USFR)^ | | | 4.6 | % |
* | 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 42 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 999.20 | | | | 0.55 | %1 | | $ | 2.73 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.13 | | | | 0.55 | %1 | | $ | 2.77 | |
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 | |
| | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | Since Inception1 | |
Fund NAV Returns | | | -0.08 | % | | | 1.84 | % | | | 6.00 | % | | | 8.47 | % |
Fund Market Price Returns | | | -0.23 | % | | | 1.97 | % | | | 5.84 | % | | | 8.39 | % |
S&P GSCI Index | | | -2.06 | % | | | 4.99 | % | | | 15.41 | % | | | 19.96 | % |
Bloomberg Commodity Index Total Return | | | -6.31 | % | | | -3.94 | % | | | 7.15 | % | | | 10.01 | % |
* | Returns of less than one year are cumulative. |
1 | For the period December 19, 2020 (post-reorganization) through February 29, 2024. |
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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Obligations | | | 82.7% | |
Exchange-Traded Funds | | | 4.1% | |
Other Assets less Liabilities‡ | | | 13.2% | |
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, 5.33%, 8/8/24 | | | 82.7 | % |
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 42 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,091.90 | | | | 0.65 | %1 | | $ | 3.38 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,021.63 | | | | 0.65 | %1 | | $ | 3.27 | |
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 | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | 10 Year | |
Fund NAV Returns | | | 9.19 | % | | | 17.91 | % | | | 5.31 | % | | | 3.90 | % | | | 1.81 | % |
Fund Market Price Returns | | | 9.08 | % | | | 17.95 | % | | | 5.25 | % | | | 3.88 | % | | | 1.78 | % |
ICE BofA U.S. 3-Month Treasury Bill Index | | | 2.69 | % | | | 5.22 | % | | | 2.43 | % | | | 1.97 | % | | | 1.33 | % |
60% S&P 500 Index/40% Bloomberg U.S. Aggregate Index Composite | | | 9.26 | % | | | 19.11 | % | | | 5.58 | % | | | 8.94 | % | | | 8.13 | % |
S&P GSCI Index | | | -2.06 | % | | | 4.99 | % | | | 15.41 | % | | | 7.18 | % | | | -3.36 | % |
* | Returns of less than one year are cumulative. |
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.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree PutWrite Strategy Fund (PUTW)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Obligations | | | 95.2% | |
Exchange-Traded Funds | | | 4.3% | |
Other Assets less Liabilities‡ | | | 0.5% | |
Total | | | 100% | |
† | 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, 5.34%, 4/18/24 | | | 53.7% | |
U.S. Treasury Bills, 5.52%, 3/21/24 | | | 41.5% | |
WisdomTree Floating Rate Treasury Fund (USFR)^ | | | 4.3% | |
* | 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 42 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”). In seeking to track the price and yield performance, before fees and expenses, of the Index, the Fund sells SPDR S&P 500® ETF Trust (“SPY”) Puts and primarily holds U.S. Treasury bills. By selling a SPY Put, the Fund receives a premium from the option buyer. At any given time, the Fund holds two SPY Puts with different expiration dates two weeks apart on either the first or third Friday of the month. Each new SPY Put will have a strike price that is the higher of (i) the “at the money” strike price (i.e., a strike price that is closest to but greater than the current market price of SPY), or (ii) the strike price for a SPY Put that has a premium closest to 2.5%. 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Net Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,076.10 | | | | 0.44 | %1 | | $ | 2.27 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,022.68 | | | | 0.44 | %1 | | $ | 2.21 | |
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 | |
| | | | | |
| | 6-Month* | | | 1 Year | | | 3 Year | | | 5 Year | | | Since Inception1 | |
Fund NAV Returns | | | 7.61 | % | | | 17.76 | % | | | 9.23 | % | | | 7.87 | % | | | 7.16 | % |
Fund Market Price Returns | | | 7.41 | % | | | 17.68 | % | | | 9.26 | % | | | 7.89 | % | | | 7.14 | % |
CBOE S&P 500® PutWrite/Volos U.S. Large Cap Target 2.5% PutWrite Spliced Index2 | | | 8.07 | % | | | 18.61 | % | | | 10.26 | % | | | 8.68 | % | | | 7.89 | % |
S&P 500® Index | | | 13.93 | % | | | 30.45 | % | | | 11.91 | % | | | 14.76 | % | | | 14.94 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 24, 2016. |
2 | CBOE S&P 500® PutWrite Index through October 24, 2022; Volos U.S. Large Cap Target 2.5% PutWrite Index thereafter. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
Performance Summary
as of February 29, 2024 (unaudited)
WisdomTree Target Range Fund (GTR)
Investment Breakdown†
| | | | |
| |
Investment Type | | % of Net Assets | |
U.S. Government Obligations | | | 70.8% | |
Purchased Options (Exchange-Traded) | | | 24.0% | |
Other Assets less Liabilities‡ | | | 5.2% | |
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, 5.31%, 8/8/24 | | | 70.8 | % |
SPDR S&P 500 ETF Trust, Purchased Call Option @ $405 strike expiring 1/17/25 | | | 12.4 | % |
iShares Russell 2000 ETF, Purchased Call Option @ $163 strike expiring 1/17/25 | | | 5.0 | % |
iShares MSCI EAFE ETF, Purchased Call Option @ $63 strike expiring 1/17/25 | | | 4.3 | % |
iShares MSCI Emerging Markets ETF, Purchased Call Option @ $33 strike expiring 1/17/25 | | | 2.3 | % |
* | 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.
Shareholder Expense Example (for the six-month period ended February 29, 2024)
| | | | | | | | | | | | | | | | |
| | | | |
| | Beginning Account Value | | | Ending Account Value | | | Annualized Expense Ratio | | | Expenses Paid During the Period | |
Actual | | $ | 1,000.00 | | | $ | 1,064.50 | | | | 0.70 | % | | $ | 3.59 | |
Hypothetical (5% return before expenses) | | $ | 1,000.00 | | | $ | 1,021.38 | | | | 0.70 | % | | $ | 3.52 | |
Performance
| | | | | | | | | | | | |
| |
| | Average Annual Total Return | |
| | | |
| | 6-Month* | | | 1 Year | | | Since Inception1 | |
Fund NAV Returns | | | 6.45 | % | | | 12.57 | % | | | -1.62 | % |
Fund Market Price Returns | | | 6.58 | % | | | 12.64 | % | | | -1.54 | % |
TOPS® Global Equity Target Range Index | | | 6.75 | % | | | 13.60 | % | | | -0.72 | % |
MSCI AC World Index | | | 11.66 | % | | | 23.15 | % | | | 4.68 | % |
* | Returns of less than one year are cumulative. |
1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on October 7, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
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.
Bianco Research Fixed Income Total Return Index:
The Bianco Research Fixed Income Total Return Index is developed by Bianco Research Advisors LLC to provide exposure to factors that can provide the potential for outperformance relative to a market cap weighted universe exposure of U.S. dollar-denominated investment grade debt.
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.
Description of Terms and Indexes (unaudited) (continued)
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.
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.
Description of Terms and Indexes (unaudited) (continued)
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.
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 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.
Description of Terms and Indexes (unaudited) (continued)
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.
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.
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.
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.
* * * * * *
Neither Bianco Research Advisors LLC (“Bianco”) nor any other party affiliated with Bianco (“Bianco Affiliate”) guarantees the accuracy and/or the completeness of the index or any index data included herein. Neither Bianco nor any other Bianco Affiliate makes any warranty, express or implied, as to results to be obtained from the use of the index or any index data included herein. Bianco expressly disclaims any liability for any errors or omissions in the index or index data and no third party may rely on the index or index data referenced or contained herein. Neither Bianco nor any Bianco Affiliate promotes, sponsors or endorses the content of this communication.
Description of Terms and Indexes (unaudited) (continued)
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.
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.
* * * * * *
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 |
CDI | | Chess Depositary Interest |
HRW | | Hard Red Winter |
PIK | | Payment In Kind |
RBOB | | Reformulated Blendstock for Oxygenate Blending |
REMICs | | Real Estate Mortgage Investment Conduits |
ULSD | | Ultra-Low-Sulfur Diesel |
WTI | | West Texas Intermediate |
Schedule of Investments (unaudited)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT OBLIGATIONS – 94.8% | |
|
U.S. Treasury Bills – 94.8% | |
5.44%, 3/7/24* | | $ | 43,190,000 | | | $ | 43,152,146 | |
5.35%, 4/11/24* | | | 41,885,000 | | | | 41,633,370 | |
5.35%, 5/7/24* | | | 41,455,000 | | | | 41,049,333 | |
5.38%, 6/11/24* | | | 41,335,000 | | | | 40,721,547 | |
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $166,571,569) | | | | | | | 166,556,396 | |
Investments | | Shares | | | Value | |
|
EXCHANGE-TRADED FUND – 4.2% | |
|
United States – 4.2% | |
| | |
WisdomTree Floating Rate Treasury Fund(a) | | | | | | | | |
(Cost: $7,359,256) | | | 146,500 | | | | 7,368,950 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 99.0% (Cost: $173,930,825) | | | | 173,925,346 | |
| |
Other Assets less Liabilities – 1.0% | | | | 1,704,008 | |
| | | | | |
NET ASSETS – 100.0% | | | $ | 175,629,354 | |
* | 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. |
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 six-month fiscal period ended February 29, 2024 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Affiliate | | Value at 8/31/2023 | | | Purchases/ Additions | | | Sales/ Reductions | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/ Depreciation | | | Value at 2/29/2024 | | | Dividend Income | |
WisdomTree Floating Rate Treasury Fund | | $ | 8,885,010 | | | $ | 2,772,666 | | | $ | 4,276,861 | | | $ | (7,692 | ) | | $ | (4,173 | ) | | $ | 7,368,950 | | | $ | 245,417 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | | | 3/6/2024 | | | | 3,268,896,000 | | | | JPY | | | | 21,811,573 | | | | USD | | | $ | — | | | $ | (590 | ) |
Bank of America NA | | | 3/6/2024 | | | | 55,605 | | | | USD | | | | 85,000 | | | | AUD | | | | 351 | | | | — | |
Bank of America NA | | | 3/6/2024 | | | | 148,085 | | | | USD | | | | 200,000 | | | | CAD | | | | 707 | | | | — | |
Bank of America NA | | | 3/6/2024 | | | | 62,535 | | | | USD | | | | 55,000 | | | | CHF | | | | 329 | | | | — | |
Bank of America NA | | | 3/6/2024 | | | | 89,496 | | | | USD | | | | 645,000 | | | | CNH | | | | — | | | | (19 | ) |
Bank of America NA | | | 3/6/2024 | | | | 374,466 | | | | USD | | | | 345,000 | | | | EUR | | | | 1,562 | | | | — | |
Bank of America NA | | | 3/6/2024 | | | | 133,195 | | | | USD | | | | 105,000 | | | | GBP | | | | 653 | | | | — | |
Bank of America NA | | | 3/6/2024 | | | | 244,883 | | | | USD | | | | 20,340,000 | | | | INR | | | | — | | | | (411 | ) |
Bank of America NA | | | 3/6/2024 | | | | 160,574 | | | | USD | | | | 24,170,000 | | | | JPY | | | | — | | | | (695 | ) |
Bank of America NA | | | 3/6/2024 | | | | 121,241 | | | | USD | | | | 2,075,000 | | | | MXN | | | | — | | | | (461 | ) |
Bank of America NA | | | 3/6/2024 | | | | 11,159 | | | | USD | | | | 15,000 | | | | SGD | | | | 10 | | | | — | |
Bank of America NA | | | 3/7/2024 | | | | 292,719 | | | | USD | | | | 391,000,000 | | | | KRW | | | | — | | | | (943 | ) |
Bank of America NA | | | 4/4/2024 | | | | 22,601,431 | | | | USD | | | | 3,371,860,000 | | | | JPY | | | | 591 | | | | — | |
Bank of Montreal | | | 3/6/2024 | | | | 87,265,000 | | | | CNH | | | | 12,111,000 | | | | USD | | | | — | | | | (41 | ) |
Bank of Montreal | | | 3/6/2024 | | | | 279,386,000 | | | | MXN | | | | 16,384,684 | | | | USD | | | | 1,790 | | | | — | |
Bank of Montreal | | | 3/6/2024 | | | | 11,242,135 | | | | USD | | | | 80,650,000 | | | | CNH | | | | 49,229 | | | | — | |
Bank of Montreal | | | 3/6/2024 | | | | 14,926,946 | | | | USD | | | | 258,355,000 | | | | MXN | | | | — | | | | (226,024 | ) |
Bank of Montreal | | | 4/4/2024 | | | | 16,459,844 | | | | USD | | | | 281,970,000 | | | | MXN | | | | — | | | | (2,001 | ) |
Bank of Montreal | | | 4/9/2024 | | | | 12,368,404 | | | | USD | | | | 88,925,000 | | | | CNH | | | | 1,975 | | | | — | |
Barclays Bank PLC | | | 3/6/2024 | | | | 46,656,341 | | | | USD | | | | 43,115,000 | | | | EUR | | | | 54,050 | | | | — | |
Barclays Bank PLC | | | 3/6/2024 | | | | 175,626 | | | | USD | | | | 14,585,000 | | | | INR | | | | — | | | | (265 | ) |
Barclays Bank PLC | | | 3/6/2024 | | | | 70,390 | | | | USD | | | | 5,840,000 | | | | INR | | | | — | | | | (39 | ) |
Barclays Bank PLC | | | 3/6/2024 | | | | 162,711 | | | | USD | | | | 5,100,000 | | | | TWD | | | | 1,329 | | | | — | |
Barclays Bank PLC | | | 3/7/2024 | | | | 478,084,000 | | | | KRW | | | | 360,006 | | | | USD | | | | — | | | | (939 | ) |
Barclays Bank PLC | | | 3/7/2024 | | | | 188,113 | | | | USD | | | | 250,000,000 | | | | KRW | | | | 349 | | | | — | |
Barclays Bank PLC | | | 3/7/2024 | | | | 210,216 | | | | USD | | | | 280,000,000 | | | | KRW | | | | — | | | | (78 | ) |
Barclays Bank PLC | | | 3/7/2024 | | | | 42,044 | | | | USD | | | | 56,000,000 | | | | KRW | | | | — | | | | (15 | ) |
Canadian Imperial Bank of Commerce | | | 3/6/2024 | | | | 11,512,000 | | | | AUD | | | | 7,482,663 | | | | USD | | | | 582 | | | | — | |
Canadian Imperial Bank of Commerce | | | 3/6/2024 | | | | 7,189,000 | | | | CHF | | | | 8,131,485 | | | | USD | | | | — | | | | (658 | ) |
Canadian Imperial Bank of Commerce | | | 4/4/2024 | | | | 7,667,122 | | | | USD | | | | 11,785,000 | | | | AUD | | | | — | | | | (609 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
February 29, 2024
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | |
Canadian Imperial Bank of Commerce | | | 4/4/2024 | | | | 8,458,849 | | | | USD | | | | 7,455,000 | | | | CHF | | | $ | 724 | | | $ | — | |
Citibank NA | | | 3/6/2024 | | | | 16,321,451 | | | | USD | | | | 12,875,000 | | | | GBP | | | | 69,179 | | | | — | |
Citibank NA | | | 3/6/2024 | | | | 20,675,094 | | | | USD | | | | 3,027,355,000 | | | | JPY | | | | 475,741 | | | | — | |
Citibank NA | | | 3/6/2024 | | | | 3,576,676 | | | | USD | | | | 111,500,000 | | | | TWD | | | | 48,439 | | | | — | |
Citibank NA | | | 3/6/2024 | | | | 242,675 | | | | USD | | | | 7,600,000 | | | | TWD | | | | 2,185 | | | | — | |
Goldman Sachs | | | 3/6/2024 | | | | 228,380 | | | | USD | | | | 350,000 | | | | AUD | | | | 867 | | | | — | |
Goldman Sachs | | | 3/6/2024 | | | | 605,247 | | | | USD | | | | 815,000 | | | | CAD | | | | 4,680 | | | | — | |
Goldman Sachs | | | 3/6/2024 | | | | 233,326 | | | | USD | | | | 205,000 | | | | CHF | | | | 1,469 | | | | — | |
Goldman Sachs | | | 3/6/2024 | | | | 332,071 | | | | USD | | | | 2,395,000 | | | | CNH | | | | — | | | | (316 | ) |
Goldman Sachs | | | 3/6/2024 | | | | 1,578,866 | | | | USD | | | | 1,465,000 | | | | EUR | | | | — | | | | (4,629 | ) |
Goldman Sachs | | | 3/6/2024 | | | | 497,594 | | | | USD | | | | 395,000 | | | | GBP | | | | — | | | | (1,019 | ) |
Goldman Sachs | | | 3/6/2024 | | | | 569,661 | | | | USD | | | | 85,430,000 | | | | JPY | | | | — | | | | (352 | ) |
Goldman Sachs | | | 3/6/2024 | | | | 533,944 | | | | USD | | | | 9,125,000 | | | | MXN | | | | — | | | | (1,253 | ) |
Goldman Sachs | | | 3/6/2024 | | | | 185,918 | | | | USD | | | | 250,000 | | | | SGD | | | | 104 | | | | — | |
Goldman Sachs | | | 3/7/2024 | | | | 83,970 | | | | USD | | | | 112,000,000 | | | | KRW | | | | — | | | | (148 | ) |
HSBC Holdings PLC | | | 3/6/2024 | | | | 6,067,000 | | | | SGD | | | | 4,509,326 | | | | USD | | | | — | | | | — | |
HSBC Holdings PLC | | | 4/4/2024 | | | | 4,576,874 | | | | USD | | | | 6,150,000 | | | | SGD | | | | — | | | | (17 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 728,000 | | | | AUD | | | | 475,805 | | | | USD | | | | — | | | | (2,577 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 1,708,000 | | | | CAD | | | | 1,270,267 | | | | USD | | | | — | | | | (11,655 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 456,000 | | | | CHF | | | | 521,879 | | | | USD | | | | — | | | | (6,139 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 5,535,000 | | | | CNH | | | | 767,801 | | | | USD | | | | 367 | | | | — | |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 2,959,000 | | | | EUR | | | | 3,190,867 | | | | USD | | | | 7,467 | | | | — | |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 883,000 | | | | GBP | | | | 1,115,293 | | | | USD | | | | — | | | | (671 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 207,669,000 | | | | JPY | | | | 1,395,246 | | | | USD | | | | — | | | | (9,620 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 17,634,000 | | | | MXN | | | | 1,029,550 | | | | USD | | | | 4,715 | | | | — | |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 383,000 | | | | SGD | | | | 285,117 | | | | USD | | | | — | | | | (450 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 123,510,000 | | | | TWD | | | | 3,901,014 | | | | USD | | | | 7,260 | | | | — | |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 277,792 | | | | USD | | | | 425,000 | | | | AUD | | | | 1,525 | | | | — | |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 778,669 | | | | USD | | | | 1,050,000 | | | | CAD | | | | 4,932 | | | | — | |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 7,727,513 | | | | USD | | | | 6,645,000 | | | | CHF | | | | 211,956 | | | | — | |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 301,212 | | | | USD | | | | 265,000 | | | | CHF | | | | 1,495 | | | | — | |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 457,891 | | | | USD | | | | 3,300,000 | | | | CNH | | | | — | | | | (95 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 1,897,777 | | | | USD | | | | 1,760,000 | | | | EUR | | | | — | | | | (4,578 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 648,975 | | | | USD | | | | 515,000 | | | | GBP | | | | — | | | | (1,116 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 820,656 | | | | USD | | | | 123,000,000 | | | | JPY | | | | — | | | | (34 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 604,564 | | | | USD | | | | 10,335,000 | | | | MXN | | | | — | | | | (1,601 | ) |
JP Morgan Chase Bank NA | | | 3/6/2024 | | | | 148,694 | | | | USD | | | | 200,000 | | | | SGD | | | | 43 | | | | — | |
JP Morgan Chase Bank NA | | | 4/8/2024 | | | | 3,935,141 | | | | USD | | | | 124,500,000 | | | | TWD | | | | — | | | | (19,688 | ) |
Morgan Stanley & Co. International | | | 3/6/2024 | | | | 394,187,000 | | | | INR | | | | 4,754,310 | | | | USD | | | | — | | | | (539 | ) |
Morgan Stanley & Co. International | | | 3/6/2024 | | | | 35,287 | | | | USD | | | | 2,925,000 | | | | INR | | | | 12 | | | | — | |
Morgan Stanley & Co. International | | | 3/7/2024 | | | | 7,576,946,000 | | | | KRW | | | | 5,673,490 | | | | USD | | | | 17,203 | | | | — | |
Morgan Stanley & Co. International | | | 4/4/2024 | | | | 4,820,260 | | | | USD | | | | 400,125,000 | | | | INR | | | | — | | | | (595 | ) |
Morgan Stanley & Co. International | | | 4/4/2024 | | | | 5,756,252 | | | | USD | | | | 7,676,825,000 | | | | KRW | | | | — | | | | (17,883 | ) |
Royal Bank of Canada | | | 3/6/2024 | | | | 111,364 | | | | USD | | | | 170,000 | | | | AUD | | | | 857 | | | | — | |
Royal Bank of Canada | | | 3/6/2024 | | | | 18,523,825 | | | | USD | | | | 24,890,000 | | | | CAD | | | | 182,579 | | | | — | |
Royal Bank of Canada | | | 3/6/2024 | | | | 296,200 | | | | USD | | | | 400,000 | | | | CAD | | | | 1,443 | | | | — | |
Royal Bank of Canada | | | 3/6/2024 | | | | 119,515 | | | | USD | | | | 105,000 | | | | CHF | | | | 759 | | | | — | |
Royal Bank of Canada | | | 3/6/2024 | | | | 179,308 | | | | USD | | | | 1,290,000 | | | | CNH | | | | 277 | | | | — | |
Royal Bank of Canada | | | 3/6/2024 | | | | 746,758 | | | | USD | | | | 690,000 | | | | EUR | | | | 948 | | | | — | |
Royal Bank of Canada | | | 3/6/2024 | | | | 259,012 | | | | USD | | | | 205,000 | | | | GBP | | | | 238 | | | | — | |
Royal Bank of Canada | | | 3/6/2024 | | | | 321,626 | | | | USD | | | | 48,240,000 | | | | JPY | | | | — | | | | (245 | ) |
Royal Bank of Canada | | | 3/6/2024 | | | | 241,776 | | | | USD | | | | 4,130,000 | | | | MXN | | | | — | | | | (455 | ) |
Royal Bank of Canada | | | 3/6/2024 | | | | 4,164,919 | | | | USD | | | | 5,580,000 | | | | SGD | | | | 17,558 | | | | — | |
Royal Bank of Canada | | | 3/6/2024 | | | | 66,993 | | | | USD | | | | 90,000 | | | | SGD | | | | 100 | | | | — | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
February 29, 2024
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | |
Standard Chartered Bank | | | 3/6/2024 | | | | 27,037,000 | | | | CAD | | | | 19,924,802 | | | | USD | | | $ | — | | | $ | (1,449 | ) |
Standard Chartered Bank | | | 3/6/2024 | | | | 46,831,000 | | | | EUR | | | | 50,620,274 | | | | USD | | | | — | | | | (1,420 | ) |
Standard Chartered Bank | | | 3/6/2024 | | | | 25,023,000 | | | | INR | | | | 301,429 | | | | USD | | | | 341 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 7,740,000 | | | | TWD | | | | 247,185 | | | | USD | | | | — | | | | (2,265 | ) |
Standard Chartered Bank | | | 3/6/2024 | | | | 6,961,014 | | | | USD | | | | 10,600,000 | | | | AUD | | | | 70,604 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 397,816 | | | | USD | | | | 610,000 | | | | AUD | | | | 1,292 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 1,033,261 | | | | USD | | | | 1,390,000 | | | | CAD | | | | 8,981 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 428,310 | | | | USD | | | | 370,000 | | | | CHF | | | | 9,837 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 627,429 | | | | USD | | | | 4,520,000 | | | | CNH | | | | 127 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 2,609,811 | | | | USD | | | | 2,415,000 | | | | EUR | | | | — | | | | (523 | ) |
Standard Chartered Bank | | | 3/6/2024 | | | | 910,111 | | | | USD | | | | 720,000 | | | | GBP | | | | 1,246 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 130,008 | | | | USD | | | | 10,795,000 | | | | INR | | | | — | | | | (176 | ) |
Standard Chartered Bank | | | 3/6/2024 | | | | 1,140,377 | | | | USD | | | | 168,370,000 | | | | JPY | | | | 16,965 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 755,748 | | | | USD | | | | 13,000,000 | | | | MXN | | | | — | | | | (6,725 | ) |
Standard Chartered Bank | | | 3/6/2024 | | | | 234,895 | | | | USD | | | | 315,000 | | | | SGD | | | | 770 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 122,117 | | | | USD | | | | 3,825,000 | | | | TWD | | | | 1,082 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 57,877 | | | | USD | | | | 1,825,000 | | | | TWD | | | | 128 | | | | — | |
Standard Chartered Bank | | | 3/6/2024 | | | | 44,292 | | | | USD | | | | 1,400,000 | | | | TWD | | | | — | | | | (9 | ) |
Standard Chartered Bank | | | 4/4/2024 | | | | 20,274,692 | | | | USD | | | | 27,500,000 | | | | CAD | | | | 1,493 | | | | — | |
Standard Chartered Bank | | | 4/4/2024 | | | | 51,133,747 | | | | USD | | | | 47,250,000 | | | | EUR | | | | 1,522 | | | | — | |
UBS AG | | | 3/6/2024 | | | | 13,932,000 | | | | GBP | | | | 17,587,743 | | | | USD | | | | — | | | | (1,207 | ) |
UBS AG | | | 3/6/2024 | | | | 4,385,638 | | | | USD | | | | 364,725,000 | | | | INR | | | | — | | | | (12,831 | ) |
UBS AG | | | 3/7/2024 | | | | 5,231,913 | | | | USD | | | | 6,966,030,000 | | | | KRW | | | | 51 | | | | — | |
UBS AG | | | 4/4/2024 | | | | 17,803,041 | | | | USD | | | | 14,100,000 | | | | GBP | | | | 1,276 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,294,344 | | | $ | (346,068 | ) |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 166,556,396 | | | $ | — | | | $ | 166,556,396 | |
Exchange-Traded Fund | | | 7,368,950 | | | | — | | | | — | | | | 7,368,950 | |
Total Investments in Securities | | $ | 7,368,950 | | | $ | 166,556,396 | | | $ | — | | | $ | 173,925,346 | |
Financial Derivative Instruments | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | 1,294,344 | | | $ | — | | | $ | 1,294,344 | |
Liabilities: | | | | |
Financial Derivative Instruments | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | (346,068 | ) | | $ | — | | | $ | (346,068 | ) |
Total – Net | | $ | 7,368,950 | | | $ | 167,504,672 | | | $ | — | | | $ | 174,873,622 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Emerging Currency Strategy Fund (CEW)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT OBLIGATIONS – 60.1% | |
|
U.S. Treasury Bills – 60.1% | |
5.38%, 3/14/24* | | $ | 2,525,000 | | | $ | 2,520,196 | |
5.37%, 4/18/24* | | | 1,750,000 | | | | 1,737,715 | |
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $4,258,032) | | | | 4,257,911 | |
| | |
| | Shares | | | | |
|
EXCHANGE-TRADED FUND – 4.8% | |
|
United States – 4.8% | |
| | |
WisdomTree Floating Rate Treasury Fund(a) (Cost: $341,394) | | | 6,800 | | | | 342,040 | |
Investments | | Principal Amount | | | Value | |
|
REPURCHASE AGREEMENT – 31.7% | |
|
United States – 31.7% | |
| | |
Citigroup, Inc., tri-party repurchase agreement dated 2/29/24 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 3/1/24; Proceeds at maturity – $2,240,330 (fully collateralized by Federal Home Loan Bank, 5.59% due 9/27/24; Market value including accrued interest – $2,355,400) | | | | | | | | |
| | |
(Cost: $2,240,000) | | $ | 2,240,000 | | | $ | 2,240,000 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 96.6% (Cost: $6,839,426) | | | | 6,839,951 | |
| |
Other Assets less Liabilities – 3.4% | | | | 241,628 | |
| | | | | |
NET ASSETS – 100.0% | | | $ | 7,081,579 | |
* | 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. |
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 six-month fiscal period ended February 29, 2024 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Affiliate | | Value at 8/31/2023 | | | Purchases/ Additions | | | Sales/ Reductions | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/ Depreciation | | | Value at 2/29/2024 | | | Dividend Income | |
WisdomTree Floating Rate Treasury Fund | | $ | 342,312 | | | $ | 503,770 | | | $ | 503,466 | | | $ | (304 | ) | | $ | (272 | ) | | $ | 342,040 | | | $ | 11,590 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | | | 5/7/2024 | | | | 682,580,000 | | | | KRW | | | | 516,414 | | | | USD | | | $ | — | | | $ | (2,664 | ) |
Goldman Sachs | | | 5/7/2024 | | | | 3,670,000 | | | | CNH | | | | 513,919 | | | | USD | | | | — | | | | (2,828 | ) |
HSBC Holdings PLC | | | 5/7/2024 | | | | 2,570,000 | | | | BRL | | | | 511,942 | | | | USD | | | | 2,088 | | | | — | |
HSBC Holdings PLC | | | 5/7/2024 | | | | 480,915,000 | | | | CLP | | | | 511,993 | | | | USD | | | | — | | | | (15,866 | ) |
HSBC Holdings PLC | | | 5/7/2024 | | | | 42,905,000 | | | | INR | | | | 513,971 | | | | USD | | | | 2,205 | | | | — | |
HSBC Holdings PLC | | | 5/7/2024 | | | | 18,135,000 | | | | THB | | | | 517,101 | | | | USD | | | | — | | | | (8,691 | ) |
JP Morgan Chase Bank NA | | | 5/7/2024 | | | | 9,005,000 | | | | MXN | | | | 515,564 | | | | USD | | | | 6,774 | | | | — | |
JP Morgan Chase Bank NA | | | 5/7/2024 | | | | 2,080,000 | | | | PLN | | | | 516,482 | | | | USD | | | | 4,709 | | | | — | |
JP Morgan Chase Bank NA | | | 5/7/2024 | | | | 17,250,000 | | | | TRY | | | | 515,546 | | | | USD | | | | — | | | | (884 | ) |
JP Morgan Chase Bank NA | | | 5/7/2024 | | | | 9,755,000 | | | | ZAR | | | | 513,121 | | | | USD | | | | — | | | | (7,338 | ) |
Morgan Stanley & Co. International | | | 5/7/2024 | | | | 44,863 | | | | USD | | | | 1,500,000 | | | | TRY | | | | 110 | | | | — | |
Royal Bank of Canada | | | 5/7/2024 | | | | 8,142,505,000 | | | | IDR | | | | 514,990 | | | | USD | | | | 1,981 | | | | — | |
Royal Bank of Canada | | | 5/7/2024 | | | | 2,415,000 | | | | MYR | | | | 513,684 | | | | USD | | | | — | | | | (4,803 | ) |
Royal Bank of Canada | | | 5/7/2024 | | | | 28,990,000 | | | | PHP | | | | 513,497 | | | | USD | | | | 2,334 | | | | — | |
Standard Chartered Bank | | | 5/7/2024 | | | | 2,057,140,000 | | | | COP | | | | 514,195 | | | | USD | | | | 4,295 | | | | — | |
| | | | | | | | | | | | | | | | | | | | | | $ | 24,496 | | | $ | (43,074 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Currency Strategy Fund (CEW)
February 29, 2024
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 4,257,911 | | | $ | — | | | $ | 4,257,911 | |
Exchange-Traded Fund | | | 342,040 | | | | — | | | | — | | | | 342,040 | |
Repurchase Agreement | | | — | | | | 2,240,000 | | | | — | | | | 2,240,000 | |
Total Investments in Securities | | $ | 342,040 | | | $ | 6,497,911 | | | $ | — | | | $ | 6,839,951 | |
Financial Derivative Instruments | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | 24,496 | | | $ | — | | | $ | 24,496 | |
Liabilities: | | | | | | | | | |
Financial Derivative Instruments | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | (43,074 | ) | | $ | — | | | $ | (43,074 | ) |
Total – Net | | $ | 342,040 | | | $ | 6,479,333 | | | $ | — | | | $ | 6,821,373 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Bianco Total Return Fund (WTBN)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
| |
EXCHANGE-TRADED FUNDS – 100.0% | | | | | |
| | |
United States – 100.0% | | | | | | | | |
| | |
iShares 0-5 Year TIPS Bond ETF | | | 7,969 | | | $ | 787,895 | |
| | |
iShares 3-7 Year Treasury Bond ETF | | | 1,193 | | | | 137,899 | |
| | |
iShares 7-10 Year Treasury Bond ETF, Class B | | | 2,306 | | | | 217,271 | |
| | |
iShares BBB Rated Corporate Bond ETF | | | 2,315 | | | | 196,681 | |
| | |
iShares MBS ETF | | | 10,008 | | | | 919,835 | |
| | |
Schwab Long-Term U.S. Treasury ETF | | | 8,306 | | | | 278,417 | |
| | |
Schwab Short-Term U.S. Treasury ETF | | | 4,823 | | | | 232,662 | |
Vanguard Intermediate-Term Corporate Bond ETF | | | 3,162 | | | | 252,296 | |
| | |
Vanguard Long-Term Corporate Bond ETF | | | 4,159 | | | | 320,326 | |
| | |
Vanguard Short-Term Corporate Bond ETF | | | 3,696 | | | | 284,703 | |
| | |
WisdomTree Floating Rate Treasury Fund(a) | | | 6,252 | | | | 314,476 | |
| | |
TOTAL INVESTMENTS IN SECURITIES – 100.0% (Cost: $3,970,013) | | | | | | | 3,942,461 | |
| | |
Other Assets less Liabilities – (0.0)% | | | | | | | (246 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | | | | $ | 3,942,215 | |
(a) | Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information. |
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 period ended February 29, 2024 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Affiliate | | Value at 12/20/2023 | | | Purchases/ Additions | | | Sales/ Reductions | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/ Depreciation | | | Value at 2/29/2024 | | | Dividend Income | |
WisdomTree Floating Rate Treasury Fund | | $ | — | | | $ | 320,639 | | | $ | 6,135 | | | $ | (20 | ) | | $ | (8 | ) | | $ | 314,476 | | | $ | 2,283 | |
The following is a summary of the fair valuations according to the inputs used 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 | | | | | | | | | | | | | | | | |
Exchange-Traded Funds | | $ | 3,942,461 | | | $ | — | | | $ | — | | | $ | 3,942,461 | |
Total Investments in Securities | | $ | 3,942,461 | | | $ | — | | | $ | — | | | $ | 3,942,461 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
CORPORATE BONDS – 91.3% | |
|
Argentina – 0.7% | |
| | |
YPF SA 9.50%, 1/17/31(a) | | $ | 350,000 | | | $ | 352,975 | |
|
Australia – 1.1% | |
| | |
AngloGold Ashanti Holdings PLC 3.75%, 10/1/30 | | | 600,000 | | | | 522,219 | |
|
Austria – 0.5% | |
| | |
Suzano Austria GmbH 7.00%, 3/16/47(a) | | | 226,000 | | | | 234,724 | |
|
Brazil – 5.8% | |
| | |
Ambipar Lux SARL 9.88%, 2/6/31(a) | | | 275,000 | | | | 272,781 | |
| | |
Braskem Netherlands Finance BV 7.25%, 2/13/33(b) | | | 200,000 | | | | 182,640 | |
| | |
Cosan Luxembourg SA 7.25%, 6/27/31(a) | | | 525,000 | | | | 533,505 | |
| | |
CSN Resources SA 8.88%, 12/5/30(a) | | | 650,000 | | | | 667,550 | |
| | |
Embraer Netherlands Finance BV 7.00%, 7/28/30(a) | | | 400,000 | | | | 419,860 | |
| | |
Raizen Fuels Finance SA 6.45%, 3/5/34(a) | | | 450,000 | | | | 452,340 | |
| | |
Suzano International Finance BV 5.50%, 1/17/27 | | | 250,000 | | | | 250,156 | |
| | | | | | | | |
Total Brazil | | | | 2,778,832 | |
|
Chile – 5.0% | |
| | |
Antofagasta PLC 5.63%, 5/13/32(b) | | | 200,000 | | | | 199,625 | |
| | |
Banco de Credito & Inversiones SA | | | | | | | | |
8.75%, 2/8/29, (8.75% fixed rate until 2/8/29; 5-year Constant Maturity Treasury Rate + 4.944% thereafter)(a)(c)(d) | | | 225,000 | | | | 232,088 | |
2.88%, 10/14/31(b) | | | 200,000 | | | | 169,180 | |
| | |
Celulosa Arauco y Constitucion SA 4.50%, 8/1/24 | | | 200,000 | | | | 198,539 | |
| | |
Chile Electricity Lux MPC SARL 6.01%, 1/20/33(a) | | | 300,000 | | | | 305,968 | |
| | |
Corp. Nacional del Cobre de Chile 6.44%, 1/26/36(a) | | | 400,000 | | | | 408,125 | |
| | |
Engie Energia Chile SA 3.40%, 1/28/30(b) | | | 270,000 | | | | 236,672 | |
| | |
Inversiones CMPC SA 6.13%, 2/26/34(a) | | | 450,000 | | | | 454,500 | |
| | |
Telefonica Moviles Chile SA 3.54%, 11/18/31(b) | | | 300,000 | | | | 223,140 | |
| | | | | | | | |
Total Chile | | | | 2,427,837 | |
|
China – 4.4% | |
| | |
Alibaba Group Holding Ltd. 3.60%, 11/28/24 | | | 350,000 | | | | 345,072 | |
| | |
ENN Clean Energy International Investment Ltd. 3.38%, 5/12/26(a) | | | 300,000 | | | | 283,376 | |
| | |
Lenovo Group Ltd. 6.54%, 7/27/32(a) | | | 330,000 | | | | 346,294 | |
| | |
MGM China Holdings Ltd. 4.75%, 2/1/27(b) | | | 525,000 | | | | 496,289 | |
| | |
Tencent Holdings Ltd. 3.98%, 4/11/29(b) | | | 700,000 | | | | 663,652 | |
| | | | | | | | |
Total China | | | | 2,134,683 | |
|
Colombia – 5.5% | |
| | |
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 | | | | 362,839 | |
| | |
Ecopetrol SA 8.88%, 1/13/33 | | | 550,000 | | | | 579,425 | |
8.38%, 1/19/36 | | | 640,000 | | | | 642,880 | |
| | |
Geopark Ltd. 5.50%, 1/17/27(a) | | | 375,000 | | | | 340,313 | |
| | |
Grupo Energia Bogota SA ESP 7.85%, 11/9/33(a) | | | 475,000 | | | | 520,125 | |
| | |
Oleoducto Central SA 4.00%, 7/14/27(b) | | | 227,000 | | | | 211,412 | |
| | | | | | | | |
Total Colombia | | | | 2,656,994 | |
|
Ghana – 0.4% | |
| | |
Tullow Oil PLC 10.25%, 5/15/26(a) | | | 188,000 | | | | 169,098 | |
|
Guatemala – 1.5% | |
| | |
Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL 5.25%, 4/27/29(a) | | | 260,000 | | | | 245,050 | |
| | |
CT Trust 5.13%, 2/3/32(b) | | | 225,000 | | | | 203,625 | |
5.13%, 2/3/32(a) | | | 300,000 | | | | 271,500 | |
| | | | | | | | |
Total Guatemala | | | | 720,175 | |
|
Hong Kong – 1.6% | |
| | |
Melco Resorts Finance Ltd. 5.75%, 7/21/28(b) | | | 525,000 | | | | 493,539 | |
5.75%, 7/21/28(a) | | | 275,000 | | | | 258,521 | |
| | | | | | | | |
Total Hong Kong | | | | 752,060 | |
|
India – 5.4% | |
| | |
Adani Ports & Special Economic Zone Ltd. 4.38%, 7/3/29(b) | | | 250,000 | | | | 224,531 | |
| | |
Irb Infrastructure Developers 7.11%, 3/11/32 | | | 475,000 | | | | 474,606 | |
| | |
JSW Steel Ltd. 5.05%, 4/5/32(a) | | | 600,000 | | | | 530,062 | |
| | |
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)(a)(c)(d) | | | 500,000 | | | | 474,340 | |
| | |
Reliance Industries Ltd. 2.88%, 1/12/32(a)(e) | | | 735,000 | | | | 621,148 | |
| | |
Summit Digitel Infrastructure Ltd. 2.88%, 8/12/31(a) | | | 350,000 | | | | 289,223 | |
| | | | | | | | |
Total India | | | | 2,613,910 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
Indonesia – 1.4% | |
| | |
Medco Bell Pte. Ltd. 6.38%, 1/30/27(a) | | $ | 400,000 | | | $ | 389,832 | |
| | |
Medco Maple Tree Pte. Ltd. 8.96%, 4/27/29(a) | | | 250,000 | | | | 261,125 | |
| | | | | | | | |
Total Indonesia | | | | 650,957 | |
|
Ireland – 0.4% | |
| | |
C&W Senior Financing DAC 6.88%, 9/15/27(b) | | | 200,000 | | | | 189,250 | |
|
Israel – 2.5% | |
| | |
Energian Israel Finance Ltd. 8.50%, 9/30/33(b) | | | 150,000 | | | | 144,825 | |
| | |
Israel Discount Bank Ltd. 5.38%, 1/26/28(b) | | | 375,000 | | | | 366,562 | |
| | |
Israel Electric Corp. Ltd. 4.25%, 8/14/28(b) | | | 300,000 | | | | 277,233 | |
| | |
Teva Pharmaceutical Finance Netherlands III BV 8.13%, 9/15/31 | | | 400,000 | | | | 433,320 | |
| | | | | | | | |
Total Israel | | | | 1,221,940 | |
|
Kazakhstan – 1.2% | |
| | |
KazMunayGas National Co. JSC 3.50%, 4/14/33(b) | | | 425,000 | | | | 347,013 | |
6.38%, 10/24/48(b) | | | 225,000 | | | | 206,299 | |
| | | | | | | | |
Total Kazakhstan | | | | 553,312 | |
|
Kuwait – 1.7% | |
| | |
MEGlobal BV 4.25%, 11/3/26(b) | | | 200,000 | | | | 192,913 | |
2.63%, 4/28/28(a) | | | 350,000 | | | | 312,922 | |
| | |
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)(a)(c)(d) | | | 300,000 | | | | 288,828 | |
| | | | | | | | |
Total Kuwait | | | | 794,663 | |
|
Luxembourg – 1.9% | |
| | |
Altice Financing SA 5.75%, 8/15/29(a) | | | 325,000 | | | | 281,125 | |
| | |
EIG Pearl Holdings SARL 3.55%, 8/31/36(a) | | | 725,000 | | | | 619,317 | |
| | | | | | | | |
Total Luxembourg | | | | 900,442 | |
|
Malaysia – 2.0% | |
| | |
CIMB Bank Bhd. 2.13%, 7/20/27(a) | | | 225,000 | | | | 203,906 | |
| | |
GENM Capital Labuan Ltd. 3.88%, 4/19/31(a) | | | 375,000 | | | | 325,430 | |
| | |
MISC Capital Two Labuan Ltd. 3.75%, 4/6/27(a) | | | 450,000 | | | | 428,915 | |
| | | | | | | | |
Total Malaysia | | | | 958,251 | |
|
Mexico – 9.1% | |
| | |
Alpek SAB de CV 4.25%, 9/18/29(a) | | | 400,000 | | | | 367,484 | |
| | |
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)(b)(c)(d) | | | 400,000 | | | | 393,960 | |
7.50%, 6/27/29, (7.50% fixed rate until 6/27/29; 10-year Constant Maturity Treasury Rate + 5.47% thereafter)(a)(c)(d) | | | 200,000 | | | | 196,980 | |
| | |
BBVA Bancomer SA | | | | | | | | |
8.13%, 1/8/39, (8.125% fixed rate until 1/8/34; 5-year Constant Maturity Treasury Rate + 4.214% thereafter)(a)(d) | | | 400,000 | | | | 414,644 | |
| | |
Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy 7.88%, 2/15/39(a) | | | 200,000 | | | | 212,032 | |
| | |
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)(b)(c)(d) | | | 425,000 | | | | 406,406 | |
9.13%, 3/14/28, (9.125% fixed rate until 3/14/28; 5-year Constant Maturity Treasury Rate + 5.157% thereafter)(a)(c)(d) | | | 200,000 | | | | 214,100 | |
| | |
GCC SAB de CV 3.61%, 4/20/32(a) | | | 200,000 | | | | 169,900 | |
| | |
Industrias Penoles SAB de CV 4.15%, 9/12/29(b) | | | 200,000 | | | | 185,267 | |
| | |
Petroleos Mexicanos 6.88%, 8/4/26 | | | 525,000 | | | | 507,098 | |
6.70%, 2/16/32 | | | 50,000 | | | | 40,460 | |
10.00%, 2/7/33(e) | | | 340,000 | | | | 330,276 | |
| | |
Southern Copper Corp. 3.88%, 4/23/25 | | | 500,000 | | | | 490,510 | |
| | |
Trust Fibra Uno 7.38%, 2/13/34(a) | | | 450,000 | | | | 452,250 | |
| | | | | | | | |
Total Mexico | | | | 4,381,367 | |
|
Mongolia – 2.7% | |
| | |
Minerva Luxembourg SA 4.38%, 3/18/31(b) | | | 625,000 | | | | 519,700 | |
| | |
Sands China Ltd. 5.40%, 8/8/28 | | | 775,000 | | | | 755,237 | |
| | | | | | | | |
Total Mongolia | | | | 1,274,937 | |
|
Morocco – 1.2% | |
| | |
OCP SA 6.88%, 4/25/44(b) | | | 600,000 | | | | 564,000 | |
|
Netherlands – 0.8% | |
| | |
Sigma Finance Netherlands BV 4.88%, 3/27/28(a) | | | 385,000 | | | | 375,614 | |
|
Nigeria – 0.4% | |
| | |
IHS Netherlands Holdco BV 8.00%, 9/18/27(b) | | | 225,000 | | | | 202,590 | |
|
Oman – 0.5% | |
| | |
Oryx Funding Ltd. 5.80%, 2/3/31(a) | | | 250,000 | | | | 248,696 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
Panama – 1.1% | |
| | |
AES Panama Generation Holdings SRL 4.38%, 5/31/30(b) | | $ | 417,390 | | | $ | 349,982 | |
4.38%, 5/31/30(a) | | | 196,419 | | | | 164,697 | |
| | | | | | | | |
Total Panama | | | | 514,679 | |
|
Peru – 1.7% | |
| | |
Banco de Credito del Peru SA 5.85%, 1/11/29(a) | | | 400,000 | | | | 405,268 | |
| | |
Hunt Oil Co. of Peru LLC Sucursal Del Peru 8.55%, 9/18/33(a) | | | 400,000 | | | | 424,750 | |
| | | | | | | | |
Total Peru | | | | 830,018 | |
|
Poland – 0.8% | |
| | |
Canpack SA/Canpack U.S. LLC 3.13%, 11/1/25(a) | | | 384,000 | | | | 368,365 | |
|
Qatar – 1.4% | |
| | |
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)(b)(c)(d) | | | 400,000 | | | | 369,716 | |
| | |
Ooredoo International Finance Ltd. 2.63%, 4/8/31(a) | | | 375,000 | | | | 322,539 | |
| | | | | | | | |
Total Qatar | | | | 692,255 | |
|
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)*(a)(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)*(a)(c)(d)(f) | | | 300,000 | | | | 26,063 | |
| | | | | | | | |
Total Russia | | | | 47,063 | |
|
Saudi Arabia – 2.1% | |
| | |
EIG Pearl Holdings SARL 4.39%, 11/30/46(b) | | | 550,000 | | | | 426,938 | |
| | |
Saudi Arabian Oil Co. 2.25%, 11/24/30(a) | | | 700,000 | | | | 588,945 | |
| | | | | | | | |
Total Saudi Arabia | | | | 1,015,883 | |
|
Singapore – 0.4% | |
| | |
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)(a)(d) | | | 225,000 | | | | 212,276 | |
|
South Africa – 2.4% | |
| | |
Bidvest Group U.K. PLC 3.63%, 9/23/26(b) | | | 600,000 | | | | 562,578 | |
3.63%, 9/23/26(a) | | | 200,000 | | | | 187,526 | |
| | |
Gold Fields Orogen Holdings BVI Ltd. 5.13%, 5/15/24(b) | | | 425,000 | | | | 424,248 | |
| | | | | | | | |
Total South Africa | | | | 1,174,352 | |
|
South Korea – 6.6% | |
| | |
GS Caltex Corp. 5.38%, 8/7/28(a) | | | 300,000 | | | | 299,554 | |
| | |
Hanwha Q Cells Americas Holdings Corp. 5.00%, 7/27/28(a) | | | 250,000 | | | | 248,906 | |
| | |
Kookmin Bank 2.50%, 11/4/30(a) | | | 675,000 | | | | 559,072 | |
| | |
LG Energy Solution Ltd. 5.75%, 9/25/28(a) | | | 200,000 | | | | 202,347 | |
| | |
POSCO 4.88%, 1/23/27(a) | | | 850,000 | | | | 839,222 | |
| | |
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)(a)(c)(d) | | | 300,000 | | | | 281,072 | |
5.00%, 7/24/28(a) | | | 325,000 | | | | 321,599 | |
| | |
SK Hynix, Inc. 2.38%, 1/19/31(a) | | | 500,000 | | | | 410,950 | |
| | | | | | | | |
Total South Korea | | | | 3,162,722 | |
|
Taiwan – 0.7% | |
| | |
TSMC Global Ltd. 4.63%, 7/22/32(a) | | | 350,000 | | | | 345,516 | |
|
Thailand – 3.1% | |
| | |
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)(b)(d) | | | 700,000 | | | | 623,219 | |
| | |
GC Treasury Center Co. Ltd. 4.40%, 3/30/32(a) | | | 640,000 | | | | 581,917 | |
| | |
Thaioil Treasury Center Co. Ltd. 4.63%, 11/20/28(b) | | | 300,000 | | | | 291,577 | |
| | | | | | | | |
Total Thailand | | | | 1,496,713 | |
|
Turkey – 4.4% | |
| | |
Akbank TAS 6.80%, 2/6/26(b) | | | 700,000 | | | | 707,154 | |
| | |
Turkiye Sise ve Cam Fabrikalari AS 6.95%, 3/14/26(a) | | | 300,000 | | | | 301,500 | |
| | |
WE Soda Investments Holding PLC 9.50%, 10/6/28(a) | | | 400,000 | | | | 416,800 | |
| | |
Yapi ve Kredi Bankasi AS 9.25%, 10/16/28(a) | | | 450,000 | | | | 479,331 | |
9.25%, 1/17/34, (9.25% fixed rate until 1/17/29; 5-year Constant Maturity Treasury Rate + 5.278% thereafter)(a)(d) | | | 215,000 | | | | 222,630 | |
| | | | | | | | |
Total Turkey | | | | 2,127,415 | |
|
United Arab Emirates – 4.2% | |
| | |
DP World Ltd. 6.85%, 7/2/37(b) | | | 270,000 | | | | 292,536 | |
| | |
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)(b)(c)(d) | | | 550,000 | | | | 548,586 | |
| | |
Galaxy Pipeline Assets Bidco Ltd. 1.75%, 9/30/27(b) | | | 581,941 | | | | 546,442 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
2.16%, 3/31/34(a) | | $ | 472,289 | | | $ | 406,877 | |
2.94%, 9/30/40(a) | | | 3,651 | | | | 2,927 | |
| | |
Sweihan PV Power Co. PJSC 3.63%, 1/31/49(a) | | | 308,480 | | | | 244,793 | |
| | | | | | | | |
Total United Arab Emirates | | | | 2,042,161 | |
|
United Kingdom – 2.1% | |
| | |
Anglo American Capital PLC 5.50%, 5/2/33(a) | | | 275,000 | | | | 271,884 | |
| | |
CK Hutchison International 21 Ltd. 2.50%, 4/15/31(a) | | | 350,000 | | | | 297,610 | |
| | |
HSBC Holdings PLC | | | | | | | | |
6.55%, 6/20/34, (6.547% fixed rate until 6/20/33; Secured Overnight Financing Rate + 2.98% thereafter)(d) | | | 200,000 | | | | 204,020 | |
| | |
Standard Chartered PLC | | | | | | | | |
6.30%, 1/9/29, (6.301% fixed rate until 1/9/28; 1-year Constant Maturity Treasury Rate + 2.45% thereafter)(a)(d)(e) | | | 250,000 | | | | 255,525 | |
| | | | | | | | |
Total United Kingdom | | | | 1,029,039 | |
|
United States – 1.5% | |
| | |
Hyundai Capital America 5.40%, 1/8/31(a) | | | 200,000 | | | | 200,412 | |
| | |
Sasol Financing USA LLC 8.75%, 5/3/29(a) | | | 525,000 | | | | 528,205 | |
| | | | | | | | |
Total United States | | | | 728,617 | |
|
Zambia – 1.0% | |
| | |
First Quantum Minerals Ltd. 6.88%, 10/15/27(b) | | | 200,000 | | | | 191,030 | |
9.38%, 3/1/29(a) | | | 300,000 | | | | 312,375 | |
| | | | | | | | |
Total Zambia | | | | 503,405 | |
TOTAL CORPORATE BONDS (Cost: $45,482,307) | | | | 43,970,005 | |
|
FOREIGN GOVERNMENT AGENCIES – 1.9% | |
|
India – 0.7% | |
| | |
Export-Import Bank of India 5.50%, 1/18/33(a) | | | 325,000 | | | | 328,152 | |
|
Poland – 0.4% | |
| | |
Bank Gospodarstwa Krajowego 5.38%, 5/22/33(a) | | | 200,000 | | | | 198,188 | |
|
South Korea – 0.4% | |
| | |
Korea Electric Power Corp. 3.63%, 6/14/25(a) | | | 200,000 | | | | 195,889 | |
|
Turkey – 0.4% | |
| | |
Turkiye Ihracat Kredi Bankasi AS 9.00%, 1/28/27(a) | | | 200,000 | | | | 209,125 | |
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $923,229) | | | | 931,354 | |
|
FOREIGN GOVERNMENT OBLIGATIONS – 0.9% | |
|
Panama – 0.9% | |
| | |
Panama Government International Bonds 7.50%, 3/1/31 | | | 200,000 | | | | 206,005 | |
8.00%, 3/1/38 | | | 200,000 | | | | 205,312 | |
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $399,996) | | | | 411,317 | |
| | |
| | Shares | | | | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.2% | |
|
United States – 1.2% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(g) | | | | | | | | |
(Cost: $566,353) | | | 566,353 | | | | 566,353 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 95.3% (Cost: $47,371,885) | | | | 45,879,029 | |
| |
Other Assets less Liabilities – 4.7% | | | | 2,258,461 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 48,137,490 | |
* | Non-income producing security. |
(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) | 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) | The security has a perpetual maturity; the date displayed is the next call date. |
(d) | Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates. |
(e) | Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $781,596 and the total market value of the collateral held by the Fund was $803,199. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $236,846. |
(f) | Security is in default on interest payments. |
(g) | Rate shown represents annualized 7-day yield as of February 29, 2024. |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
February 29, 2024
| | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| |
| | | | |
Short Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
10 Year U.S. Treasury Note | | | 27 | | | | 6/18/24 | | | $ | (2,981,812 | ) | | $ | (8,934 | ) |
U.S. Treasury Long Bond | | | 1 | | | | 6/18/24 | | | | (119,250 | ) | | | (656 | ) |
Ultra 10 Year U.S. Treasury Note | | | 51 | | | | 6/18/24 | | | | (5,822,766 | ) | | | (12,922 | ) |
| | | $ | (8,923,828 | ) | | $ | (22,512 | ) |
| | | | |
Long Exposure | | | | | | | | | | | | |
2 Year U.S. Treasury Note | | | 18 | | | | 6/28/24 | | | $ | 3,685,500 | | | $ | 3,509 | |
5 Year U.S. Treasury Note | | | 31 | | | | 6/28/24 | | | | 3,314,094 | | | | 6,782 | |
U.S. Treasury Ultra Long Term Bond | | | 16 | | | | 6/18/24 | | | | 2,046,000 | | | | 17,705 | |
| | | | | | | | | | $ | 9,045,594 | | | $ | 27,996 | |
Total – Net | | | | | | | | | | $ | 121,766 | | | $ | 5,484 | |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 43,970,005 | | | $ | — | | | $ | 43,970,005 | |
Foreign Government Agencies | | | — | | | | 931,354 | | | | — | | | | 931,354 | |
Foreign Government Obligations | | | — | | | | 411,317 | | | | — | | | | 411,317 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 566,353 | | | | — | | | | 566,353 | |
Total Investments in Securities | | $ | — | | | $ | 45,879,029 | | | $ | — | | | $ | 45,879,029 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 27,996 | | | $ | — | | | $ | — | | | $ | 27,996 | |
Liabilities: | | | | | | | | | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | (22,512 | ) | | $ | — | | | $ | — | | | $ | (22,512 | ) |
Total – Net | | $ | 5,484 | | | $ | 45,879,029 | | | $ | — | | | $ | 45,884,513 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Emerging Markets Local Debt Fund (ELD)
February 29, 2024
| | | | | | | | | | | | |
Investments | | Principal Amount† | | | Value | |
|
FOREIGN GOVERNMENT OBLIGATIONS – 83.5% | |
|
Brazil – 11.8% | |
|
Brazil Letras do Tesouro Nacional | |
9.41%, 7/1/24, Series LTN(a) | | | 7,220,000 | | | | BRL | | | $ | 1,405,929 | |
12.68%, 7/1/25, Series LTN(a) | | | 8,000,000 | | | | BRL | | | | 1,422,302 | |
12.88%, 1/1/26, Series LTN(a) | | | 4,000,000 | | | | BRL | | | | 677,237 | |
11.16%, 7/1/26, Series LTN(a) | | | 6,150,000 | | | | BRL | | | | 992,335 | |
9.98%, 7/1/27, Series LTN(a) | | | 4,000,000 | | | | BRL | | | | 582,917 | |
|
Brazil Notas do Tesouro Nacional | |
10.00%, 1/1/25, Series F | | | 3,579,000 | | | | BRL | | | | 719,697 | |
10.00%, 1/1/27, Series F | | | 6,780,000 | | | | BRL | | | | 1,360,960 | |
10.00%, 1/1/29, Series F | | | 10,060,000 | | | | BRL | | | | 1,989,857 | |
10.00%, 1/1/31, Series F | | | 2,320,000 | | | | BRL | | | | 452,130 | |
10.00%, 1/1/33, Series F | | | 2,000,000 | | | | BRL | | | | 386,116 | |
| | | | | | | | | | | | |
Total Brazil | | | | | | | | 9,989,480 | |
|
Chile – 2.7% | |
|
Bonos de la Tesoreria de la Republica en pesos | |
2.50%, 3/1/25 | | | 450,000,000 | | | | CLP | | | | 452,691 | |
4.50%, 3/1/26 | | | 225,000,000 | | | | CLP | | | | 229,396 | |
5.00%, 10/1/28(b) | | | 480,000,000 | | | | CLP | | | | 486,583 | |
4.70%, 9/1/30(b) | | | 175,000,000 | | | | CLP | | | | 172,958 | |
7.00%, 5/1/34(b) | | | 50,000,000 | | | | CLP | | | | 56,705 | |
5.00%, 3/1/35 | | | 650,000,000 | | | | CLP | | | | 641,088 | |
6.00%, 1/1/43, Series 30YR | | | 210,000,000 | | | | CLP | | | | 231,115 | |
| | | | | | | | | | | | |
Total Chile | | | | | | | | 2,270,536 | |
|
China – 4.9% | |
| | | |
China Development Bank 3.41%, 6/7/31, Series 2110 | | | 2,000,000 | | | | CNY | | | | 293,740 | |
|
China Government Bonds | |
2.85%, 6/4/27 | | | 1,700,000 | | | | CNY | | | | 241,118 | |
3.13%, 11/21/29, Series 1915 | | | 5,200,000 | | | | CNY | | | | 753,580 | |
2.68%, 5/21/30 | | | 11,270,000 | | | | CNY | | | | 1,593,137 | |
2.80%, 11/15/32 | | | 4,000,000 | | | | CNY | | | | 571,678 | |
3.81%, 9/14/50 | | | 4,000,000 | | | | CNY | | | | 682,614 | |
| | | | | | | | | | | | |
Total China | | | | | | | | 4,135,867 | |
|
Colombia – 8.8% | |
|
Colombia TES | |
6.25%, 11/26/25, Series B | | | 602,400,000 | | | | COP | | | | 148,327 | |
7.50%, 8/26/26, Series B | | | 5,104,300,000 | | | | COP | | | | 1,257,255 | |
5.75%, 11/3/27, Series B | | | 1,779,700,000 | | | | COP | | | | 407,879 | |
6.00%, 4/28/28, Series B | | | 4,422,600,000 | | | | COP | | | | 1,010,897 | |
7.75%, 9/18/30, Series B | | | 1,862,200,000 | | | | COP | | | | 438,986 | |
7.00%, 3/26/31, Series B | | | 6,800,000,000 | | | | COP | | | | 1,512,595 | |
7.00%, 6/30/32, Series B | | | 3,041,800,000 | | | | COP | | | | 655,097 | |
13.25%, 2/9/33, Series B | | | 500,000,000 | | | | COP | | | | 151,327 | |
7.25%, 10/18/34, Series B | | | 2,210,400,000 | | | | COP | | | | 464,613 | |
6.25%, 7/9/36, Series B | | | 97,700,000 | | | | COP | | | | 18,232 | |
9.25%, 5/28/42, Series B | | | 5,000,000,000 | | | | COP | | | | 1,139,011 | |
7.25%, 10/26/50, Series B | | | 1,750,000,000 | | | | COP | | | | 316,554 | |
| | | | | | | | | | | | |
Total Colombia | | | | | | | | 7,520,773 | |
|
Czech Republic – 2.4% | |
|
Czech Republic Government Bonds | |
4.34%, 12/12/24, Series 135(a) | | | 3,750,000 | | | | CZK | | | | 154,945 | |
1.25%, 2/14/25, Series 120 | | | 6,150,000 | | | | CZK | | | | 255,987 | |
0.25%, 2/10/27, Series 100 | | | 5,490,000 | | | | CZK | | | | 212,956 | |
5.75%, 3/29/29, Series 153 | | | 4,800,000 | | | | CZK | | | | 225,234 | |
0.05%, 11/29/29, Series 130 | | | 8,550,000 | | | | CZK | | | | 299,488 | |
1.20%, 3/13/31, Series 121 | | | 25,700,000 | | | | CZK | | | | 933,767 | |
| | | | | | | | | | | | |
Total Czech Republic | | | | | | | | 2,082,377 | |
|
Egypt – 0.0% | |
| | | |
Egypt Government Bonds 14.48%, 4/6/26 | | | 200,000 | | | | EGP | | | | 5,076 | |
|
Hungary – 2.0% | |
|
Hungary Government Bonds | |
3.00%, 6/26/24, Series 24/B | | | 52,840,000 | | | | HUF | | | | 143,643 | |
2.50%, 10/24/24, Series 24/C | | | 76,130,000 | | | | HUF | | | | 203,818 | |
1.00%, 11/26/25, Series 25/C | | | 77,300,000 | | | | HUF | | | | 195,988 | |
3.00%, 10/27/27, Series 27/A | | | 240,260,000 | | | | HUF | | | | 596,980 | |
3.00%, 8/21/30, Series 30/A | | | 51,380,000 | | | | HUF | | | | 118,654 | |
3.25%, 10/22/31, Series 31/A | | | 97,870,000 | | | | HUF | | | | 222,929 | |
2.25%, 4/20/33, Series 33/A | | | 95,360,000 | | | | HUF | | | | 191,410 | |
| | | | | | | | | | | | |
Total Hungary | | | | | | | | 1,673,422 | |
|
India – 4.6% | |
|
India Government Bonds | |
5.15%, 11/9/25 | | | 50,000,000 | | | | INR | | | | 585,109 | |
5.63%, 4/12/26 | | | 50,000,000 | | | | INR | | | | 588,063 | |
7.26%, 1/14/29 | | | 50,000,000 | | | | INR | | | | 607,541 | |
5.79%, 5/11/30 | | | 50,000,000 | | | | INR | | | | 564,415 | |
6.10%, 7/12/31 | | | 50,000,000 | | | | INR | | | | 569,022 | |
7.26%, 8/22/32 | | | 30,000,000 | | | | INR | | | | 365,290 | |
7.16%, 9/20/50 | | | 50,000,000 | | | | INR | | | | 604,068 | |
| | | | | | | | | | | | |
Total India | | | | | | | | 3,883,508 | |
|
Indonesia – 11.6% | |
|
Indonesia Treasury Bonds | |
6.50%, 6/15/25, Series FR81 | | | 7,700,000,000 | | | | IDR | | | | 490,688 | |
5.50%, 4/15/26, Series FR86 | | | 17,097,000,000 | | | | IDR | | | | 1,073,113 | |
8.38%, 9/15/26, Series FR56 | | | 9,931,000,000 | | | | IDR | | | | 662,132 | |
5.13%, 4/15/27, Series FR90 | | | 2,600,000,000 | | | | IDR | | | | 160,044 | |
6.13%, 5/15/28, Series FR64 | | | 6,800,000,000 | | | | IDR | | | | 427,943 | |
9.00%, 3/15/29, Series FR71 | | | 9,875,000,000 | | | | IDR | | | | 695,850 | |
8.25%, 5/15/29, Series FR78 | | | 5,381,000,000 | | | | IDR | | | | 369,229 | |
7.00%, 9/15/30, Series FR82 | | | 13,000,000,000 | | | | IDR | | | | 847,676 | |
8.75%, 5/15/31, Series FR73 | | | 8,601,000,000 | | | | IDR | | | | 615,725 | |
8.25%, 6/15/32, Series FR58 | | | 4,489,000,000 | | | | IDR | | | | 314,753 | |
8.38%, 3/15/34, Series FR68 | | | 1,300,000,000 | | | | IDR | | | | 93,508 | |
7.50%, 6/15/35, Series FR80 | | | 11,063,000,000 | | | | IDR | | | | 749,982 | |
8.25%, 5/15/36, Series FR72 | | | 11,563,000,000 | | | | IDR | | | | 829,505 | |
7.50%, 5/15/38, Series FR75 | | | 3,300,000,000 | | | | IDR | | | | 223,277 | |
8.38%, 4/15/39, Series FR79 | | | 2,800,000,000 | | | | IDR | | | | 204,178 | |
7.50%, 4/15/40, Series FR83 | | | 16,000,000,000 | | | | IDR | | | | 1,083,042 | |
8.75%, 2/15/44, Series FR67 | | | 1,390,000,000 | | | | IDR | | | | 105,406 | |
|
Perusahaan Penerbit SBSN Indonesia | |
4.88%, 7/15/26, Series PBS | | | 3,500,000,000 | | | | IDR | | | | 215,004 | |
6.38%, 3/15/34, Series PBS | | | 4,800,000,000 | | | | IDR | | | | 296,676 | |
6.88%, 3/15/36, Series PBS | | | 5,800,000,000 | | | | IDR | | | | 372,137 | |
| | | | | | | | | | | | |
Total Indonesia | | | | | | | | 9,829,868 | |
|
Malaysia – 8.3% | |
|
Malaysia Government Bonds | |
3.96%, 9/15/25, Series 0115 | | | 1,340,000 | | | | MYR | | | | 284,401 | |
3.91%, 7/15/26, Series 0119 | | | 865,000 | | | | MYR | | | | 183,977 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
February 29, 2024
| | | | | | | | | | | | |
Investments | | Principal Amount† | | | Value | |
3.90%, 11/30/26, Series 0316 | | | 1,400,000 | | | | MYR | | | $ | 298,113 | |
3.90%, 11/16/27, Series 0417 | | | 4,410,000 | | | | MYR | | | | 940,122 | |
4.50%, 4/30/29, Series 0322 | | | 2,400,000 | | | | MYR | | | | 525,609 | |
3.89%, 8/15/29, Series 0219 | | | 1,400,000 | | | | MYR | | | | 298,150 | |
2.63%, 4/15/31, Series 0220 | | | 2,000,000 | | | | MYR | | | | 391,226 | |
3.83%, 7/5/34, Series 0419 | | | 485,000 | | | | MYR | | | | 101,746 | |
4.25%, 5/31/35, Series 0415 | | | 1,880,000 | | | | MYR | | | | 407,824 | |
4.76%, 4/7/37, Series 0317 | | | 1,832,000 | | | | MYR | | | | 416,781 | |
3.76%, 5/22/40, Series 0519 | | | 3,000,000 | | | | MYR | | | | 612,023 | |
4.92%, 7/6/48, Series 0518 | | | 1,100,000 | | | | MYR | | | | 256,868 | |
4.07%, 6/15/50, Series 0120 | | | 1,315,000 | | | | MYR | | | | 271,456 | |
4.46%, 3/31/53, Series 0123 | | | 650,000 | | | | MYR | | | | 142,612 | |
|
Malaysia Government Investment Issue | |
4.13%, 8/15/25, Series 0118 | | | 175,000 | | | | MYR | | | | 37,267 | |
3.73%, 3/31/26, Series 0319 | | | 2,900,000 | | | | MYR | | | | 613,683 | |
3.42%, 9/30/27, Series 0120 | | | 500,000 | | | | MYR | | | | 104,822 | |
3.47%, 10/15/30, Series 0220 | | | 1,980,000 | | | | MYR | | | | 408,255 | |
3.45%, 7/15/36, Series 0121 | | | 1,125,000 | | | | MYR | | | | 224,627 | |
4.42%, 9/30/41, Series 0221 | | | 2,400,000 | | | | MYR | | | | 525,463 | |
| | | | | | | | | | | | |
Total Malaysia | | | | | | | | 7,045,025 | |
|
Mexico – 3.9% | |
|
Mexico Bonos | |
7.75%, 11/23/34, Series M | | | 11,239,000 | | | | MXN | | | | 596,941 | |
10.00%, 11/20/36, Series M 30 | | | 4,237,000 | | | | MXN | | | | 264,717 | |
8.50%, 11/18/38, Series M 30 | | | 11,809,000 | | | | MXN | | | | 653,012 | |
7.75%, 11/13/42, Series M | | | 15,527,000 | | | | MXN | | | | 786,817 | |
8.00%, 11/7/47, Series M | | | 12,400,000 | | | | MXN | | | | 636,751 | |
8.00%, 7/31/53, Series M | | | 7,200,000 | | | | MXN | | | | 365,238 | |
| | | | | | | | | | | | |
Total Mexico | | | | | | | | 3,303,476 | |
|
Peru – 4.2% | |
|
Peru Government Bonds | |
5.94%, 2/12/29 | | | 3,950,000 | | | | PEN | | | | 1,056,403 | |
6.95%, 8/12/31 | | | 1,000,000 | | | | PEN | | | | 271,908 | |
6.15%, 8/12/32 | | | 3,451,000 | | | | PEN | | | | 882,937 | |
7.30%, 8/12/33(b) | | | 1,286,000 | | | | PEN | | | | 352,706 | |
5.40%, 8/12/34 | | | 965,000 | | | | PEN | | | | 228,184 | |
6.90%, 8/12/37 | | | 1,500,000 | | | | PEN | | | | 393,165 | |
5.35%, 8/12/40 | | | 1,780,000 | | | | PEN | | | | 396,540 | |
| | | | | | | | | | | | |
Total Peru | | | | | | | | 3,581,843 | |
|
Poland – 4.8% | |
|
Republic of Poland Government Bonds | |
0.75%, 4/25/25, Series 0425 | | | 2,135,000 | | | | PLN | | | | 510,548 | |
2.50%, 7/25/26, Series 0726 | | | 5,785,000 | | | | PLN | | | | 1,368,763 | |
2.50%, 7/25/27, Series 0727 | | | 3,505,000 | | | | PLN | | | | 810,085 | |
2.75%, 10/25/29, Series 1029 | | | 3,585,000 | | | | PLN | | | | 796,187 | |
1.25%, 10/25/30, Series 1030 | | | 1,505,000 | | | | PLN | | | | 296,178 | |
6.00%, 10/25/33, Series 1033 | | | 1,000,000 | | | | PLN | | | | 263,377 | |
| | | | | | | | | | | | |
Total Poland | | | | | | | | 4,045,138 | |
|
Romania – 1.9% | |
|
Romania Government Bonds | |
4.75%, 2/24/25, Series 10Y | | | 545,000 | | | | RON | | | | 117,252 | |
4.85%, 4/22/26, Series 7Y | | | 600,000 | | | | RON | | | | 127,646 | |
5.80%, 7/26/27, Series 15YR | | | 1,470,000 | | | | RON | | | | 316,399 | |
2.50%, 10/25/27, Series 7Y | | | 800,000 | | | | RON | | | | 154,043 | |
4.15%, 1/26/28, Series 8Y | | | 940,000 | | | | RON | | | | 190,777 | |
5.00%, 2/12/29, Series 10Y | | | 1,590,000 | | | | RON | | | | 327,559 | |
3.65%, 9/24/31, Series 15Y | | | 755,000 | | | | RON | | | | 138,689 | |
4.75%, 10/11/34, Series 15Y | | | 560,000 | | | | RON | | | | 105,542 | |
4.25%, 4/28/36, Series 5Y | | | 800,000 | | | | RON | | | | 141,040 | |
| | | | | | | | | | | | |
Total Romania | | | | | | | | 1,618,947 | |
|
South Africa – 6.6% | |
|
Republic of South Africa Government Bonds | |
8.00%, 1/31/30, Series 2030 | | | 10,455,000 | | | | ZAR | | | | 494,962 | |
7.00%, 2/28/31, Series R213 | | | 10,267,000 | | | | ZAR | | | | 441,614 | |
8.25%, 3/31/32, Series 2032 | | | 10,095,000 | | | | ZAR | | | | 450,871 | |
8.88%, 2/28/35, Series 2035 | | | 18,810,000 | | | | ZAR | | | | 813,437 | |
6.25%, 3/31/36, Series R209 | | | 7,021,600 | | | | ZAR | | | | 237,180 | |
8.50%, 1/31/37, Series 2037 | | | 22,450,000 | | | | ZAR | | | | 899,346 | |
9.00%, 1/31/40, Series 2040 | | | 22,300,000 | | | | ZAR | | | | 892,523 | |
6.50%, 2/28/41, Series R214 | | | 4,005,000 | | | | ZAR | | | | 124,114 | |
8.75%, 1/31/44, Series 2044 | | | 18,965,000 | | | | ZAR | | | | 719,946 | |
8.75%, 2/28/48, Series 2048 | | | 15,120,000 | | | | ZAR | | | | 569,569 | |
| | | | | | | | | | | | |
Total South Africa | | | | | | | | 5,643,562 | |
|
Thailand – 4.4% | |
|
Thailand Government Bonds | |
0.75%, 6/17/24 | | | 3,025,000 | | | | THB | | | | 83,961 | |
1.45%, 12/17/24 | | | 25,770,000 | | | | THB | | | | 713,766 | |
3.85%, 12/12/25 | | | 5,480,000 | | | | THB | | | | 157,197 | |
2.88%, 12/17/28 | | | 6,752,000 | | | | THB | | | | 193,606 | |
4.88%, 6/22/29 | | | 10,067,000 | | | | THB | | | | 317,097 | |
1.60%, 12/17/29 | | | 15,245,000 | | | | THB | | | | 409,079 | |
3.65%, 6/20/31 | | | 9,000,000 | | | | THB | | | | 272,030 | |
2.00%, 12/17/31 | | | 14,250,000 | | | | THB | | | | 385,550 | |
1.60%, 6/17/35 | | | 6,130,000 | | | | THB | | | | 154,620 | |
3.40%, 6/17/36 | | | 13,952,000 | | | | THB | | | | 416,041 | |
3.30%, 6/17/38 | | | 12,522,000 | | | | THB | | | | 369,402 | |
2.88%, 6/17/46 | | | 9,985,000 | | | | THB | | | | 270,109 | |
| | | | | | | | | | | | |
Total Thailand | | | | | | | | 3,742,458 | |
|
Turkey – 0.6% | |
|
Turkiye Government Bonds | |
9.00%, 7/24/24 | | | 733,000 | | | | TRY | | | | 21,213 | |
8.00%, 3/12/25 | | | 4,657,000 | | | | TRY | | | | 111,802 | |
12.60%, 10/1/25 | | | 3,815,000 | | | | TRY | | | | 84,744 | |
10.60%, 2/11/26 | | | 2,290,000 | | | | TRY | | | | 47,751 | |
11.00%, 2/24/27 | | | 7,106,000 | | | | TRY | | | | 141,575 | |
10.50%, 8/11/27 | | | 5,410,000 | | | | TRY | | | | 106,399 | |
11.70%, 11/13/30 | | | 2,305,000 | | | | TRY | | | | 45,923 | |
| | | | | | | | | | | | |
Total Turkey | | | | | | | | 559,407 | |
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $79,879,993) | | | | 70,930,763 | |
|
SUPRANATIONAL BONDS – 7.7% | |
|
European Investment Bank | |
7.75%, 1/30/25 | | | 9,850,000 | | | | MXN | | | | 559,134 | |
8.00%, 5/5/27(b) | | | 15,815,000 | | | | ZAR | | | | 815,078 | |
| | | |
Inter-American Development Bank 7.50%, 12/5/24 | | | 890,000 | | | | MXN | | | | 51,096 | |
|
International Bank for Reconstruction & Development | |
8.25%, 12/21/26 | | | 11,175,000 | | | | ZAR | | | | 579,516 | |
6.88%, 2/9/29 | | | 10,000,000 | | | | MXN | | | | 539,595 | |
7.07%, 6/26/29 | | | 16,000,000 | | | | MXN | | | | 864,122 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
February 29, 2024
| | | | | | | | | | | | |
Investments | | Principal Amount† | | | Value | |
|
International Finance Corp. | |
7.00%, 7/20/27 | | | 27,980,000 | | | | MXN | | | $ | 1,531,264 | |
7.50%, 1/18/28 | | | 19,700,000 | | | | MXN | | | | 1,095,323 | |
7.75%, 1/18/30 | | | 10,000,000 | | | | MXN | | | | 556,910 | |
TOTAL SUPRANATIONAL BONDS (Cost: $6,407,450) | | | | 6,592,038 | |
|
REPURCHASE AGREEMENT – 5.4% | |
|
United States – 5.4% | |
| | | |
Citigroup, Inc., tri-party repurchase agreement dated 2/29/24 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 3/1/24; Proceeds at maturity – $4,570,673 (fully collateralized by Fannie Mae, 6.50% due 7/1/53, Freddie Mac, 5.50% – 6.00% due 7/1/53; Market value including accrued interest – $4,798,949) | | | | | | | | | | | | |
(Cost: $4,570,000) | | | 4,570,000 | | | | | | | | 4,570,000 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 96.6% (Cost: $90,857,443) | | | | 82,092,801 | |
| |
Other Assets less Liabilities – 3.4% | | | | 2,847,091 | |
| | | | | | | | | | | | |
NET ASSETS – 100.0% | | | $ | 84,939,892 | |
† | Principal amount is reported in U.S. dollars unless otherwise noted. |
(a) | Represents a zero coupon bond. Rate shown reflects the effective yield as of February 29, 2024. |
(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. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
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 | | | 3/1/2024 | | | | 332,714 | | | | USD | | | | 2,400,000 | | | | CNH | | | $ | — | | | $ | (377 | ) |
Bank of America NA | | | 3/15/2024 | | | | 13,000,000 | | | | MXN | | | | 752,096 | | | | USD | | | | 8,281 | | | | — | |
Bank of America NA | | | 3/15/2024 | | | | 20,000,000 | | | | TRY | | | | 631,868 | | | | USD | | | | 880 | | | | — | |
Barclays Bank PLC | | | 3/15/2024 | | | | 8,000,000 | | | | CNY | | | | 1,123,990 | | | | USD | | | | 2,453 | | | | — | |
Barclays Bank PLC | | | 3/15/2024 | | | | 2,798,000 | | | | MYR | | | | 599,593 | | | | USD | | | | — | | | | (11,067 | ) |
Citibank NA | | | 3/15/2024 | | | | 240,246 | | | | USD | | | | 20,000,000 | | | | INR | | | | — | | | | (859 | ) |
Goldman Sachs | | | 3/15/2024 | | | | 18,150,000 | | | | MXN | | | | 1,028,519 | | | | USD | | | | 33,085 | | | | — | |
HSBC Holdings PLC | | | 3/15/2024 | | | | 566,000,000 | | | | CLP | | | | 640,851 | | | | USD | | | | — | | | | (55,911 | ) |
HSBC Holdings PLC | | | 3/15/2024 | | | | 16,100,000 | | | | CNY | | | | 2,269,843 | | | | USD | | | | — | | | | (2,876 | ) |
HSBC Holdings PLC | | | 3/15/2024 | | | | 1,700,000 | | | | CNY | | | | 239,605 | | | | USD | | | | — | | | | (236 | ) |
HSBC Holdings PLC | | | 3/15/2024 | | | | 4,750,000 | | | | INR | | | | 57,061 | | | | USD | | | | 201 | | | | — | |
HSBC Holdings PLC | | | 3/15/2024 | | | | 4,000,000 | | | | TRY | | | | 126,734 | | | | USD | | | | — | | | | (184 | ) |
HSBC Holdings PLC | | | 3/15/2024 | | | | 564,653 | | | | USD | | | | 4,000,000 | | | | CNY | | | | 1,431 | | | | — | |
HSBC Holdings PLC | | | 3/15/2024 | | | | 655,890 | | | | USD | | | | 11,400,000 | | | | MXN | | | | — | | | | (10,903 | ) |
Morgan Stanley & Co. International | | | 3/15/2024 | | | | 20,000,000 | | | | MXN | | | | 1,168,273 | | | | USD | | | | 1,539 | | | | — | |
Royal Bank of Canada | | | 3/15/2024 | | | | 2,400,000 | | | | CNY | | | | 337,767 | | | | USD | | | | 166 | | | | — | |
Royal Bank of Canada | | | 3/15/2024 | | | | 465,608 | | | | USD | | | | 2,200,000 | | | | MYR | | | | 2,865 | | | | — | |
State Street Bank and Trust | | | 3/1/2024 | | | | 43,443 | | | | USD | | | | 834,694 | | | | ZAR | | | | — | | | | (67 | ) |
| | | | | | | | | | | | | | | | | | | | | | $ | 50,901 | | | $ | (82,480 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Markets Local Debt Fund (ELD)
February 29, 2024
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 70,930,763 | | | $ | — | | | $ | 70,930,763 | |
Supranational Bonds | | | — | | | | 6,592,038 | | | | — | | | | 6,592,038 | |
Repurchase Agreement | | | — | | | | 4,570,000 | | | | — | | | | 4,570,000 | |
Total Investments in Securities | | $ | — | | | $ | 82,092,801 | | | $ | — | | | $ | 82,092,801 | |
| |
Financial Derivative Instruments | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | 50,901 | | | $ | — | | | $ | 50,901 | |
Liabilities: | | | | |
Financial Derivative Instruments | | | | |
Foreign Currency Contracts1 | | $ | — | | | $ | (82,480 | ) | | $ | — | | | $ | (82,480 | ) |
Total – Net | | $ | — | | | $ | 82,061,222 | | | $ | — | | | $ | 82,061,222 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Floating Rate Treasury Fund (USFR)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT OBLIGATIONS – 99.6% | |
|
U.S. Treasury Notes – 99.6% | |
| | |
U.S. Treasury Floating Rate Notes | | | | | | | | |
5.50%, 4/30/25, (3-month U.S. Treasury Bill Money Market Yield + 0.17%)* | | $ | 4,302,578,000 | | | $ | 4,303,988,729 | |
5.45%, 7/31/25, (3-month U.S. Treasury Bill Money Market Yield + 0.13%)* | | | 4,550,939,000 | | | | 4,549,167,593 | |
5.50%, 10/31/25, (3-month U.S. Treasury Bill Money Market Yield + 0.17%)* | | | 4,938,710,000 | | | | 4,939,359,144 | |
5.57%, 1/31/26, (3-month U.S. Treasury Bill Money Market Yield + 0.25%)* | | | 3,545,462,000 | | | | 3,549,434,371 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 99.6% (Cost: $17,338,256,386) | | | | 17,341,949,837 | |
| |
Other Assets less Liabilities – 0.4% | | | | 77,415,036 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 17,419,364,873 | |
* | Floating rate note. Coupon shown is in effect at February 29, 2024. Date represents the ultimate maturity date. |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 17,341,949,837 | | | $ | — | | | $ | 17,341,949,837 | |
Total Investments in Securities | | $ | — | | | $ | 17,341,949,837 | | | $ | — | | | $ | 17,341,949,837 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
CORPORATE BONDS – 96.4% | |
|
Canada – 0.8% | |
| | |
Open Text Holdings, Inc. 4.13%, 2/15/30(a) | | $ | 554,000 | | | $ | 489,980 | |
4.13%, 12/1/31(a)(b) | | | 273,000 | | | | 233,996 | |
| | |
Primo Water Holdings, Inc. 4.38%, 4/30/29(a) | | | 381,000 | | | | 346,188 | |
| | |
Ritchie Bros Holdings, Inc. 6.75%, 3/15/28(a) | | | 199,000 | | | | 203,812 | |
| | | | | | | | |
Total Canada | | | | | | | 1,273,976 | |
|
United States – 95.6% | |
| | |
Ball Corp. 2.88%, 8/15/30 | | | 501,000 | | | | 424,297 | |
| | |
ACCO Brands Corp. 4.25%, 3/15/29(a) | | | 255,000 | | | | 226,241 | |
| | |
AdaptHealth LLC 4.63%, 8/1/29(a) | | | 597,000 | | | | 497,594 | |
| | |
Adient Global Holdings Ltd. 4.88%, 8/15/26(a) | | | 200,000 | | | | 194,118 | |
8.25%, 4/15/31(a)(b) | | | 400,000 | | | | 421,644 | |
| | |
ADT Security Corp. 4.88%, 7/15/32(a) | | | 701,000 | | | | 635,982 | |
| | |
Advanced Drainage Systems, Inc. 6.38%, 6/15/30(a) | | | 130,000 | | | | 130,607 | |
| | |
AECOM 5.13%, 3/15/27 | | | 138,000 | | | | 135,288 | |
| | |
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 3.25%, 3/15/26(a) | | | 60,000 | | | | 57,080 | |
4.88%, 2/15/30(a) | | | 678,000 | | | | 637,191 | |
| | |
Allegiant Travel Co. 7.25%, 8/15/27(a) | | | 2,000 | | | | 1,955 | |
| | |
Allison Transmission, Inc. 5.88%, 6/1/29(a) | | | 480,000 | | | | 474,274 | |
| | |
Ally Financial, Inc. 5.75%, 11/20/25(b) | | | 300,000 | | | | 298,584 | |
6.70%, 2/14/33 | | | 290,000 | | | | 286,027 | |
| | |
AMC Networks, Inc. 4.75%, 8/1/25 | | | 927,000 | | | | 884,840 | |
| | |
American Axle & Manufacturing, Inc. 5.00%, 10/1/29 | | | 554,000 | | | | 480,955 | |
| | |
AMN Healthcare, Inc. 4.63%, 10/1/27(a)(b) | | | 40,000 | | | | 37,663 | |
| | |
Antero Midstream Partners LP/Antero Midstream Finance Corp. 5.75%, 3/1/27(a) | | | 378,000 | | | | 370,164 | |
5.75%, 1/15/28(a) | | | 295,000 | | | | 289,383 | |
| | |
Antero Resources Corp. 7.63%, 2/1/29(a) | | | 36,000 | | | | 37,113 | |
5.38%, 3/1/30(a) | | | 130,000 | | | | 124,097 | |
| | |
Apache Corp. 4.25%, 1/15/30 | | | 25,000 | | | | 22,992 | |
5.10%, 9/1/40 | | | 29,000 | | | | 24,282 | |
4.75%, 4/15/43(b) | | | 16,000 | | | | 12,323 | |
| | |
Apollo Commercial Real Estate Finance, Inc. 4.63%, 6/15/29(a) | | | 190,000 | | | | 157,901 | |
| | |
APX Group, Inc. 5.75%, 7/15/29(a) | | | 483,000 | | | | 459,546 | |
| | |
Aramark Services, Inc. 5.00%, 4/1/25(a) | | | 66,000 | | | | 65,615 | |
5.00%, 2/1/28(a) | | | 63,000 | | | | 60,510 | |
| | |
Archrock Partners LP/Archrock Partners Finance Corp. 6.88%, 4/1/27(a) | | | 75,000 | | | | 75,067 | |
6.25%, 4/1/28(a) | | | 480,000 | | | | 470,189 | |
| | |
Asbury Automotive Group, Inc. 4.63%, 11/15/29(a) | | | 396,000 | | | | 361,140 | |
5.00%, 2/15/32(a) | | | 418,000 | | | | 372,797 | |
| | |
ASGN, Inc. 4.63%, 5/15/28(a) | | | 149,000 | | | | 139,880 | |
| | |
Avantor Funding, Inc. 4.63%, 7/15/28(a) | | | 634,000 | | | | 598,756 | |
| | |
Avient Corp. 5.75%, 5/15/25(a) | | | 104,000 | | | | 103,534 | |
7.13%, 8/1/30(a) | | | 75,000 | | | | 76,772 | |
| | |
Axalta Coating Systems LLC 3.38%, 2/15/29(a) | | | 86,000 | | | | 76,575 | |
| | |
Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV 4.75%, 6/15/27(a) | | | 400,000 | | | | 387,060 | |
| | |
B&G Foods, Inc. 5.25%, 4/1/25(b) | | | 245,000 | | | | 244,265 | |
5.25%, 9/15/27(b) | | | 369,000 | | | | 343,583 | |
| | |
Bath & Body Works, Inc. 5.25%, 2/1/28 | | | 257,000 | | | | 249,876 | |
6.63%, 10/1/30(a)(b) | | | 287,000 | | | | 289,069 | |
| | |
Beacon Roofing Supply, Inc. 6.50%, 8/1/30(a) | | | 90,000 | | | | 90,628 | |
| | |
BellRing Brands, Inc. 7.00%, 3/15/30(a) | | | 191,000 | | | | 195,221 | |
| | |
Berry Global, Inc. 4.88%, 7/15/26(a) | | | 50,000 | | | | 48,896 | |
| | |
Big River Steel LLC/BRS Finance Corp. 6.63%, 1/31/29(a) | | | 36,000 | | | | 36,338 | |
| | |
Black Knight InfoServ LLC 3.63%, 9/1/28(a) | | | 53,000 | | | | 49,914 | |
| | |
Block, Inc. 3.50%, 6/1/31 | | | 30,000 | | | | 25,631 | |
| | |
Boyd Gaming Corp. 4.75%, 12/1/27 | | | 291,000 | | | | 280,349 | |
4.75%, 6/15/31(a) | | | 240,000 | | | | 218,441 | |
| | |
Brink’s Co. 4.63%, 10/15/27(a) | | | 81,000 | | | | 76,597 | |
| | |
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC 5.75%, 5/15/26(a) | | | 456,000 | | | | 440,560 | |
4.50%, 4/1/27(a) | | | 488,000 | | | | 430,270 | |
| | |
Builders FirstSource, Inc. 4.25%, 2/1/32(a) | | | 220,000 | | | | 193,992 | |
6.38%, 6/15/32(a) | | | 659,000 | | | | 660,054 | |
| | |
Cable One, Inc. 4.00%, 11/15/30(a)(b) | | | 470,000 | | | | 355,282 | |
| | |
Caesars Entertainment, Inc. 8.13%, 7/1/27(a) | | | 180,000 | | | | 184,817 | |
4.63%, 10/15/29(a)(b) | | | 610,000 | | | | 557,436 | |
7.00%, 2/15/30(a) | | | 385,000 | | | | 394,871 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Callon Petroleum Co. 8.00%, 8/1/28(a) | | $ | 203,000 | | | $ | 212,155 | |
| | |
CCO Holdings LLC/CCO Holdings Capital Corp. 5.13%, 5/1/27(a) | | | 50,000 | | | | 47,320 | |
4.75%, 3/1/30(a) | | | 1,280,000 | | | | 1,090,010 | |
4.50%, 8/15/30(a) | | | 1,147,000 | | | | 952,824 | |
4.25%, 1/15/34(a) | | | 870,000 | | | | 651,456 | |
| | |
CDW LLC/CDW Finance Corp. 4.25%, 4/1/28 | | | 431,000 | | | | 410,726 | |
3.25%, 2/15/29 | | | 204,000 | | | | 181,970 | |
| | |
Centene Corp. 4.25%, 12/15/27 | | | 278,000 | | | | 265,140 | |
4.63%, 12/15/29 | | | 1,134,000 | | | | 1,074,590 | |
3.00%, 10/15/30 | | | 447,000 | | | | 382,127 | |
2.50%, 3/1/31 | | | 442,000 | | | | 362,542 | |
| | |
Central Garden & Pet Co. 4.13%, 10/15/30(b) | | | 248,000 | | | | 220,690 | |
| | |
Century Communities, Inc. 3.88%, 8/15/29(a) | | | 369,000 | | | | 326,030 | |
| | |
Charles River Laboratories International, Inc. 4.00%, 3/15/31(a) | | | 317,000 | | | | 279,657 | |
| | |
Chart Industries, Inc. 7.50%, 1/1/30(a) | | | 265,000 | | | | 273,732 | |
9.50%, 1/1/31(a) | | | 160,000 | | | | 171,989 | |
| | |
Charter Communications Operating LLC/Charter Communications Operating Capital 3.70%, 4/1/51 | | | 310,000 | | | | 188,130 | |
3.85%, 4/1/61 | | | 273,000 | | | | 158,528 | |
| | |
Chemours Co. 5.38%, 5/15/27(b) | | | 336,000 | | | | 309,493 | |
5.75%, 11/15/28(a) | | | 269,000 | | | | 236,287 | |
| | |
Cheniere Energy Partners LP 4.50%, 10/1/29 | | | 303,000 | | | | 284,162 | |
4.00%, 3/1/31 | | | 455,000 | | | | 406,547 | |
| | |
Cheniere Energy, Inc. 4.63%, 10/15/28 | | | 144,000 | | | | 138,361 | |
| | |
Chesapeake Energy Corp. 5.88%, 2/1/29(a) | | | 175,000 | | | | 173,084 | |
6.75%, 4/15/29(a) | | | 160,000 | | | | 160,798 | |
| | |
CHS/Community Health Systems, Inc. 8.00%, 3/15/26(a) | | | 10,000 | | | | 9,913 | |
5.63%, 3/15/27(a) | | | 747,000 | | | | 683,931 | |
8.00%, 12/15/27(a) | | | 484,000 | | | | 465,163 | |
6.88%, 4/15/29(a) | | | 705,000 | | | | 455,846 | |
6.13%, 4/1/30(a) | | | 85,000 | | | | 52,614 | |
5.25%, 5/15/30(a) | | | 582,000 | | | | 465,099 | |
4.75%, 2/15/31(a) | | | 1,503,000 | | | | 1,145,692 | |
| | |
Churchill Downs, Inc. 5.50%, 4/1/27(a) | | | 335,000 | | | | 329,174 | |
4.75%, 1/15/28(a) | | | 310,000 | | | | 293,362 | |
5.75%, 4/1/30(a) | | | 565,000 | | | | 543,457 | |
| | |
Cinemark USA, Inc. 5.25%, 7/15/28(a)(b) | | | 450,000 | | | | 421,430 | |
| | |
Civitas Resources, Inc. 8.38%, 7/1/28(a) | | | 785,000 | | | | 822,146 | |
8.63%, 11/1/30(a) | | | 590,000 | | | | 632,238 | |
8.75%, 7/1/31(a) | | | 775,000 | | | | 825,483 | |
| | |
Clarivate Science Holdings Corp. 3.88%, 7/1/28(a) | | | 20,000 | | | | 18,277 | |
4.88%, 7/1/29(a) | | | 609,000 | | | | 553,021 | |
| | |
Clean Harbors, Inc. 4.88%, 7/15/27(a) | | | 9,000 | | | | 8,715 | |
| | |
Clearway Energy Operating LLC 4.75%, 3/15/28(a) | | | 70,000 | | | | 65,595 | |
3.75%, 2/15/31(a) | | | 232,000 | | | | 195,843 | |
| | |
Cleveland-Cliffs, Inc. 6.75%, 3/15/26(a) | | | 53,000 | | | | 53,485 | |
4.63%, 3/1/29(a)(b) | | | 154,000 | | | | 142,738 | |
6.75%, 4/15/30(a) | | | 330,000 | | | | 328,017 | |
| | |
CNX Resources Corp. 7.25%, 3/14/27(a)(b) | | | 411,000 | | | | 418,945 | |
7.38%, 1/15/31(a) | | | 216,000 | | | | 218,037 | |
| | |
Cogent Communications Group, Inc. 3.50%, 5/1/26(a) | | | 93,000 | | | | 88,881 | |
| | |
Coherent Corp. 5.00%, 12/15/29(a) | | | 418,000 | | | | 390,124 | |
| | |
Coinbase Global, Inc. 3.38%, 10/1/28(a) | | | 905,000 | | | | 763,639 | |
| | |
CommScope, Inc. 6.00%, 3/1/26(a) | | | 704,000 | | | | 634,466 | |
4.75%, 9/1/29(a) | | | 650,000 | | | | 445,952 | |
| | |
Compass Minerals International, Inc. 6.75%, 12/1/27(a) | | | 179,000 | | | | 175,279 | |
| | |
Comstock Resources, Inc. 6.75%, 3/1/29(a) | | | 1,035,000 | | | | 955,553 | |
5.88%, 1/15/30(a) | | | 464,000 | | | | 406,107 | |
| | |
Conduent Business Services LLC/Conduent State & Local Solutions, Inc. 6.00%, 11/1/29(a) | | | 422,000 | | | | 387,658 | |
| | |
Consensus Cloud Solutions, Inc. 6.50%, 10/15/28(a)(b) | | | 186,000 | | | | 166,412 | |
| | |
CoreCivic, Inc. 8.25%, 4/15/26 | | | 306,000 | | | | 313,115 | |
| | |
CQP Holdco LP/BIP-V Chinook Holdco LLC 5.50%, 6/15/31(a) | | | 560,000 | | | | 522,497 | |
| | |
Crescent Energy Finance LLC 7.25%, 5/1/26(a) | | | 1,020,000 | | | | 1,017,368 | |
| | |
Crowdstrike Holdings, Inc. 3.00%, 2/15/29 | | | 85,000 | | | | 75,094 | |
| | |
Crown Americas LLC 5.25%, 4/1/30 | | | 105,000 | | | | 101,225 | |
| | |
CSC Holdings LLC 5.50%, 4/15/27(a) | | | 659,000 | | | | 592,256 | |
5.38%, 2/1/28(a) | | | 340,000 | | | | 296,823 | |
7.50%, 4/1/28(a) | | | 163,000 | | | | 116,056 | |
6.50%, 2/1/29(a) | | | 600,000 | | | | 523,554 | |
5.75%, 1/15/30(a) | | | 862,000 | | | | 507,804 | |
4.63%, 12/1/30(a) | | | 1,290,000 | | | | 720,272 | |
3.38%, 2/15/31(a) | | | 410,000 | | | | 289,735 | |
| | |
Cushman & Wakefield U.S. Borrower LLC 6.75%, 5/15/28(a)(b) | | | 186,000 | | | | 183,602 | |
| | |
CVR Partners LP/CVR Nitrogen Finance Corp. 6.13%, 6/15/28(a) | | | 221,000 | | | | 209,851 | |
| | |
Darling Ingredients, Inc. 6.00%, 6/15/30(a) | | | 197,000 | | | | 194,264 | |
| | |
DaVita, Inc. 4.63%, 6/1/30(a) | | | 445,000 | | | | 391,983 | |
3.75%, 2/15/31(a) | | | 1,621,000 | | | | 1,331,651 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Delta Air Lines, Inc. 7.38%, 1/15/26 | | $ | 145,000 | | | $ | 149,781 | |
| | |
DISH DBS Corp. 5.88%, 11/15/24(b) | | | 1,380,000 | | | | 1,305,452 | |
7.75%, 7/1/26 | | | 1,495,000 | | | | 942,209 | |
5.25%, 12/1/26(a) | | | 583,000 | | | | 466,406 | |
| | |
DISH Network Corp. 11.75%, 11/15/27(a) | | | 350,000 | | | | 365,407 | |
| | |
DT Midstream, Inc. 4.38%, 6/15/31(a) | | | 700,000 | | | | 631,309 | |
| | |
Dycom Industries, Inc. 4.50%, 4/15/29(a) | | | 86,000 | | | | 79,699 | |
| | |
Edgewell Personal Care Co. 5.50%, 6/1/28(a) | | | 286,000 | | | | 279,473 | |
4.13%, 4/1/29(a) | | | 155,000 | | | | 141,391 | |
| | |
Elanco Animal Health, Inc. 6.65%, 8/28/28(b) | | | 244,000 | | | | 247,365 | |
| | |
Elastic NV 4.13%, 7/15/29(a) | | | 185,000 | | | | 166,565 | |
| | |
Element Solutions, Inc. 3.88%, 9/1/28(a) | | | 291,000 | | | | 264,202 | |
| | |
Encompass Health Corp. 4.50%, 2/1/28 | | | 230,000 | | | | 217,787 | |
4.75%, 2/1/30 | | | 181,000 | | | | 168,073 | |
| | |
Energizer Holdings, Inc. 4.75%, 6/15/28(a) | | | 260,000 | | | | 238,755 | |
4.38%, 3/31/29(a) | | | 666,000 | | | | 590,302 | |
| | |
EnLink Midstream LLC 5.63%, 1/15/28(a) | | | 155,000 | | | | 152,785 | |
6.50%, 9/1/30(a) | | | 424,000 | | | | 434,939 | |
| | |
Entegris, Inc. 5.95%, 6/15/30(a) | | | 237,000 | | | | 232,582 | |
| | |
EQM Midstream Partners LP 6.50%, 7/1/27(a) | | | 868,000 | | | | 877,175 | |
5.50%, 7/15/28 | | | 146,000 | | | | 143,333 | |
4.50%, 1/15/29(a) | | | 315,000 | | | | 295,086 | |
4.75%, 1/15/31(a) | | | 416,000 | | | | 387,304 | |
6.50%, 7/15/48 | | | 279,000 | | | | 283,408 | |
| | |
Fair Isaac Corp. 4.00%, 6/15/28(a) | | | 130,000 | | | | 120,951 | |
| | |
Ferrellgas LP/Ferrellgas Finance Corp. 5.88%, 4/1/29(a) | | | 552,000 | | | | 524,886 | |
| | |
FirstCash, Inc. 4.63%, 9/1/28(a) | | | 107,000 | | | | 99,097 | |
5.63%, 1/1/30(a) | | | 68,000 | | | | 64,495 | |
| | |
Ford Holdings LLC 9.30%, 3/1/30 | | | 633,000 | | | | 729,349 | |
| | |
Ford Motor Co. 9.63%, 4/22/30(b) | | | 346,000 | | | | 404,716 | |
3.25%, 2/12/32 | | | 332,000 | | | | 272,688 | |
5.29%, 12/8/46 | | | 498,000 | | | | 431,487 | |
| | |
Ford Motor Credit Co. LLC 4.54%, 8/1/26 | | | 180,000 | | | | 174,537 | |
2.70%, 8/10/26 | | | 200,000 | | | | 185,768 | |
4.95%, 5/28/27 | | | 500,000 | | | | 486,265 | |
5.11%, 5/3/29 | | | 478,000 | | | | 460,897 | |
4.00%, 11/13/30 | | | 250,000 | | | | 221,193 | |
| | |
Freeport-McMoRan, Inc. 4.55%, 11/14/24 | | | 135,000 | | | | 133,844 | |
4.63%, 8/1/30 | | | 308,000 | | | | 293,968 | |
| | |
Gap, Inc. 3.63%, 10/1/29(a) | | | 512,000 | | | | 433,172 | |
3.88%, 10/1/31(a) | | | 319,000 | | | | 257,347 | |
| | |
Gen Digital, Inc. 6.75%, 9/30/27(a) | | | 445,000 | | | | 447,995 | |
| | |
Genesis Energy LP/Genesis Energy Finance Corp. 7.75%, 2/1/28 | | | 981,000 | | | | 981,942 | |
8.88%, 4/15/30 | | | 250,000 | | | | 259,655 | |
| | |
Glatfelter Corp. 4.75%, 11/15/29(a) | | | 242,000 | | | | 203,887 | |
| | |
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) | | | 413,000 | | | | 364,836 | |
| | |
GLP Capital LP/GLP Financing II, Inc. 5.30%, 1/15/29 | | | 252,000 | | | | 244,916 | |
4.00%, 1/15/31 | | | 418,000 | | | | 368,944 | |
| | |
Go Daddy Operating Co. LLC/GD Finance Co., Inc. 3.50%, 3/1/29(a) | | | 193,000 | | | | 172,202 | |
| | |
Goodyear Tire & Rubber Co. 5.00%, 5/31/26(b) | | | 143,000 | | | | 139,609 | |
4.88%, 3/15/27(b) | | | 525,000 | | | | 504,499 | |
5.25%, 7/15/31(b) | | | 669,000 | | | | 604,181 | |
| | |
GrafTech Finance, Inc. 4.63%, 12/15/28(a) | | | 223,000 | | | | 146,935 | |
| | |
Graham Packaging Co., Inc. 7.13%, 8/15/28(a) | | | 353,000 | | | | 313,115 | |
| | |
Gray Television, Inc. 5.88%, 7/15/26(a) | | | 549,000 | | | | 521,583 | |
7.00%, 5/15/27(a)(b) | | | 1,132,000 | | | | 1,023,713 | |
5.38%, 11/15/31(a)(b) | | | 100,000 | | | | 64,816 | |
| | |
Griffon Corp. 5.75%, 3/1/28 | | | 611,000 | | | | 592,334 | |
| | |
Group 1 Automotive, Inc. 4.00%, 8/15/28(a) | | | 310,000 | | | | 283,511 | |
| | |
Gulfport Energy Corp. 8.00%, 5/17/26 | | | 210,000 | | | | 213,906 | |
| | |
Hanesbrands, Inc. 4.88%, 5/15/26(a)(b) | | | 365,000 | | | | 352,911 | |
9.00%, 2/15/31(a) | | | 150,000 | | | | 150,539 | |
| | |
HAT Holdings I LLC/HAT Holdings II LLC 3.38%, 6/15/26(a) | | | 290,000 | | | | 272,211 | |
| | |
HealthEquity, Inc. 4.50%, 10/1/29(a) | | | 165,000 | | | | 151,925 | |
| | |
Herbalife Nutrition Ltd./HLF Financing, Inc. 7.88%, 9/1/25(a) | | | 265,000 | | | | 258,327 | |
| | |
Hess Midstream Operations LP 5.13%, 6/15/28(a) | | | 125,000 | | | | 120,238 | |
4.25%, 2/15/30(a) | | | 220,000 | | | | 200,490 | |
| | |
Hilton Domestic Operating Co., Inc. 4.88%, 1/15/30 | | | 477,000 | | | | 454,137 | |
3.63%, 2/15/32(a) | | | 656,000 | | | | 560,880 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow, Inc. 5.00%, 6/1/29(a) | | $ | 512,000 | | | $ | 475,699 | |
4.88%, 7/1/31(a) | | | 245,000 | | | | 216,614 | |
| | |
HLF Financing SARL LLC/Herbalife International, Inc. 4.88%, 6/1/29(a)(b) | | | 476,000 | | | | 340,397 | |
| | |
Hologic, Inc. 3.25%, 2/15/29(a) | | | 162,000 | | | | 144,658 | |
| | |
Howmet Aerospace, Inc. 3.00%, 1/15/29 | | | 90,000 | | | | 80,735 | |
| | |
Hughes Satellite Systems Corp. 5.25%, 8/1/26 | | | 393,000 | | | | 337,583 | |
6.63%, 8/1/26(b) | | | 509,000 | | | | 337,533 | |
| | |
iHeartCommunications, Inc. 5.25%, 8/15/27(a) | | | 323,924 | | | | 240,514 | |
4.75%, 1/15/28(a) | | | 255,000 | | | | 183,707 | |
| | |
Ingevity Corp. 3.88%, 11/1/28(a) | | | 185,000 | | | | 163,409 | |
| | |
IQVIA, Inc. 5.00%, 5/15/27(a) | | | 250,000 | | | | 243,580 | |
| | |
Iron Mountain, Inc. 4.88%, 9/15/27(a) | | | 337,000 | | | | 323,749 | |
5.25%, 3/15/28(a) | | | 272,000 | | | | 262,333 | |
5.25%, 7/15/30(a) | | | 435,000 | | | | 407,517 | |
4.50%, 2/15/31(a) | | | 788,000 | | | | 698,412 | |
| | |
Kaiser Aluminum Corp. 4.63%, 3/1/28(a) | | | 280,000 | | | | 258,824 | |
4.50%, 6/1/31(a) | | | 421,000 | | | | 360,658 | |
| | |
Kinetik Holdings LP 5.88%, 6/15/30(a) | | | 375,000 | | | | 365,955 | |
| | |
Kohl’s Corp. 4.63%, 5/1/31 | | | 405,000 | | | | 320,618 | |
| | |
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. 4.25%, 2/1/27(a) | | | 597,000 | | | | 551,568 | |
4.75%, 6/15/29(a) | | | 168,000 | | | | 150,886 | |
| | |
Lamar Media Corp. 3.63%, 1/15/31 | | | 326,000 | | | | 281,895 | |
| | |
Lamb Weston Holdings, Inc. 4.88%, 5/15/28(a) | | | 63,000 | | | | 61,091 | |
4.13%, 1/31/30(a) | | | 388,000 | | | | 351,695 | |
| | |
Level 3 Financing, Inc. 3.40%, 3/1/27(a) | | | 90,000 | | | | 72,785 | |
10.50%, 5/15/30(a)(b) | | | 789,000 | | | | 813,159 | |
| | |
Levi Strauss & Co. 3.50%, 3/1/31(a)(b) | | | 150,000 | | | | 130,148 | |
| | |
Light & Wonder International, Inc. 7.00%, 5/15/28(a) | | | 153,000 | | | | 154,005 | |
7.50%, 9/1/31(a) | | | 145,000 | | | | 151,274 | |
| | |
Lithia Motors, Inc. 3.88%, 6/1/29(a) | | | 215,000 | | | | 192,004 | |
4.38%, 1/15/31(a) | | | 414,000 | | | | 367,562 | |
| | |
Live Nation Entertainment, Inc. 4.75%, 10/15/27(a) | | | 356,000 | | | | 341,080 | |
| | |
LSB Industries, Inc. 6.25%, 10/15/28(a) | | | 472,000 | | | | 447,862 | |
| | |
Lumen Technologies, Inc. 5.13%, 12/15/26(a)(b) | | | 34,000 | | | | 22,485 | |
| | |
Macy’s Retail Holdings LLC 5.88%, 4/1/29(a) | | | 241,000 | | | | 232,377 | |
| | |
Marriott Ownership Resorts, Inc. 4.50%, 6/15/29(a)(b) | | | 279,000 | | | | 253,259 | |
| | |
Masonite International Corp. 5.38%, 2/1/28(a) | | | 103,000 | | | | 103,186 | |
| | |
Matador Resources Co. 5.88%, 9/15/26(b) | | | 155,000 | | | | 153,603 | |
6.88%, 4/15/28(a) | | | 150,000 | | | | 153,132 | |
| | |
Match Group Holdings II LLC 4.63%, 6/1/28(a) | | | 50,000 | | | | 47,054 | |
| | |
Maxim Crane Works Holdings Capital LLC 11.50%, 9/1/28(a) | | | 320,000 | | | | 334,512 | |
| | |
MGIC Investment Corp. 5.25%, 8/15/28 | | | 67,000 | | | | 64,848 | |
| | |
MGM Resorts International 5.50%, 4/15/27 | | | 645,000 | | | | 634,222 | |
| | |
Michaels Cos., Inc. 5.25%, 5/1/28(a) | | | 505,000 | | | | 392,531 | |
| | |
MicroStrategy, Inc. 6.13%, 6/15/28(a) | | | 216,000 | | | | 209,295 | |
| | |
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp. 4.88%, 5/1/29(a) | | | 410,000 | | | | 376,372 | |
| | |
ModivCare Escrow Issuer, Inc. 5.00%, 10/1/29(a)(b) | | | 487,000 | | | | 359,435 | |
| | |
Molina Healthcare, Inc. 3.88%, 11/15/30(a) | | | 610,000 | | | | 535,867 | |
| | |
Moog, Inc. 4.25%, 12/15/27(a) | | | 137,000 | | | | 128,495 | |
| | |
Moss Creek Resources Holdings, Inc. 7.50%, 1/15/26(a) | | | 560,000 | | | | 557,984 | |
| | |
MPH Acquisition Holdings LLC 5.50%, 9/1/28(a) | | | 539,000 | | | | 470,940 | |
5.75%, 11/1/28(a) | | | 886,000 | | | | 707,595 | |
| | |
MPT Operating Partnership LP/MPT Finance Corp. 5.25%, 8/1/26(b) | | | 448,000 | | | | 399,069 | |
5.00%, 10/15/27(b) | | | 909,000 | | | | 743,380 | |
4.63%, 8/1/29 | | | 592,000 | | | | 441,602 | |
| | |
Murphy Oil USA, Inc. 4.75%, 9/15/29 | | | 201,000 | | | | 189,348 | |
3.75%, 2/15/31(a) | | | 126,000 | | | | 108,132 | |
| | |
Nabors Industries, Inc. 7.38%, 5/15/27(a) | | | 715,000 | | | | 712,805 | |
| | |
Nationstar Mortgage Holdings, Inc. 6.00%, 1/15/27(a) | | | 760,000 | | | | 748,114 | |
5.13%, 12/15/30(a) | | | 452,000 | | | | 405,254 | |
| | |
Navient Corp. 5.00%, 3/15/27 | | | 265,000 | | | | 251,747 | |
4.88%, 3/15/28 | | | 559,000 | | | | 510,680 | |
5.50%, 3/15/29(b) | | | 445,000 | | | | 403,931 | |
9.38%, 7/25/30 | | | 250,000 | | | | 261,508 | |
11.50%, 3/15/31 | | | 348,000 | | | | 381,144 | |
| | |
NCR Atleos Corp. 9.50%, 4/1/29(a) | | | 884,000 | | | | 939,701 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
NCR Voyix Corp. 5.13%, 4/15/29(a) | | $ | 757,000 | | | $ | 701,202 | |
| | |
Newell Brands, Inc. 5.20%, 4/1/26 | | | 1,000,000 | | | | 972,010 | |
6.63%, 9/15/29(b) | | | 510,000 | | | | 489,151 | |
6.50%, 4/1/46 | | | 14,000 | | | | 11,201 | |
| | |
News Corp. 3.88%, 5/15/29(a) | | | 191,000 | | | | 173,472 | |
5.13%, 2/15/32(a) | | | 225,000 | | | | 209,707 | |
| | |
Nexstar Media, Inc. 5.63%, 7/15/27(a) | | | 690,000 | | | | 654,500 | |
4.75%, 11/1/28(a) | | | 684,000 | | | | 608,794 | |
| | |
Nordstrom, Inc. 5.00%, 1/15/44 | | | 441,000 | | | | 315,324 | |
| | |
NRG Energy, Inc. 5.25%, 6/15/29(a) | | | 753,000 | | | | 714,823 | |
3.63%, 2/15/31(a) | | | 605,000 | | | | 509,295 | |
3.88%, 2/15/32(a) | | | 487,000 | | | | 409,548 | |
| | |
NuStar Logistics LP 6.00%, 6/1/26 | | | 125,000 | | | | 124,066 | |
5.63%, 4/28/27 | | | 244,000 | | | | 241,550 | |
6.38%, 10/1/30 | | | 255,000 | | | | 256,199 | |
| | |
Occidental Petroleum Corp. 2.90%, 8/15/24 | | | 90,000 | | | | 88,802 | |
3.50%, 6/15/25 | | | 277,000 | | | | 269,995 | |
5.88%, 9/1/25 | | | 169,000 | | | | 169,588 | |
6.45%, 9/15/36 | | | 473,000 | | | | 499,365 | |
4.40%, 8/15/49 | | | 954,000 | | | | 720,508 | |
| | |
Olin Corp. 5.13%, 9/15/27 | | | 113,000 | | | | 109,709 | |
5.63%, 8/1/29 | | | 31,000 | | | | 30,413 | |
5.00%, 2/1/30(b) | | | 281,000 | | | | 263,890 | |
| | |
ON Semiconductor Corp. 3.88%, 9/1/28(a) | | | 216,000 | | | | 197,951 | |
| | |
OneMain Finance Corp. 6.88%, 3/15/25 | | | 337,000 | | | | 340,582 | |
7.13%, 3/15/26(b) | | | 884,000 | | | | 898,860 | |
6.63%, 1/15/28 | | | 329,000 | | | | 327,661 | |
5.38%, 11/15/29 | | | 577,000 | | | | 536,154 | |
4.00%, 9/15/30(b) | | | 583,000 | | | | 491,924 | |
| | |
Option Care Health, Inc. 4.38%, 10/31/29(a) | | | 190,000 | | | | 173,622 | |
| | |
Organon & Co./Organon Foreign Debt Co-Issuer BV 4.13%, 4/30/28(a) | | | 940,000 | | | | 860,777 | |
5.13%, 4/30/31(a) | | | 1,100,000 | | | | 942,568 | |
| | |
Outfront Media Capital LLC/Outfront Media Capital Corp. 5.00%, 8/15/27(a)(b) | | | 41,000 | | | | 39,517 | |
4.25%, 1/15/29(a) | | | 167,000 | | | | 150,165 | |
4.63%, 3/15/30(a) | | | 500,000 | | | | 446,405 | |
| | |
Owens & Minor, Inc. 4.50%, 3/31/29(a)(b) | | | 100,000 | | | | 89,460 | |
6.63%, 4/1/30(a)(b) | | | 361,000 | | | | 349,343 | |
| | |
Owens-Brockway Glass Container, Inc. 6.63%, 5/13/27(a)(b) | | | 288,000 | | | | 288,037 | |
7.25%, 5/15/31(a) | | | 270,000 | | | | 273,656 | |
| | |
Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc. 4.38%, 10/15/28(a) | | | 273,000 | | | | 254,433 | |
| | |
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC 4.00%, 10/15/27(a)(b) | | | 321,000 | | | | 299,393 | |
| | |
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) | | | 810,000 | | | | 703,590 | |
| | |
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer 7.50%, 6/1/25(a) | | | 309,000 | | | | 310,805 | |
5.88%, 10/1/28(a) | | | 42,000 | | | | 40,987 | |
4.88%, 5/15/29(a) | | | 155,000 | | | | 143,284 | |
| | |
PBF Holding Co. LLC/PBF Finance Corp. 6.00%, 2/15/28 | | | 331,000 | | | | 322,851 | |
7.88%, 9/15/30(a) | | | 220,000 | | | | 225,346 | |
| | |
Penske Automotive Group, Inc. 3.50%, 9/1/25 | | | 20,000 | | | | 19,422 | |
3.75%, 6/15/29 | | | 70,000 | | | | 62,157 | |
| | |
Performance Food Group, Inc. 5.50%, 10/15/27(a) | | | 266,000 | | | | 260,861 | |
4.25%, 8/1/29(a) | | | 292,000 | | | | 265,305 | |
| | |
Permian Resources Operating LLC 8.00%, 4/15/27(a) | | | 447,000 | | | | 461,554 | |
5.88%, 7/1/29(a) | | | 300,000 | | | | 293,508 | |
7.00%, 1/15/32(a) | | | 165,000 | | | | 169,818 | |
| | |
Pilgrim’s Pride Corp. 4.25%, 4/15/31 | | | 320,000 | | | | 286,227 | |
3.50%, 3/1/32 | | | 530,000 | | | | 443,154 | |
6.25%, 7/1/33 | | | 495,000 | | | | 501,341 | |
| | |
Post Holdings, Inc. 5.50%, 12/15/29(a) | | | 105,000 | | | | 100,472 | |
4.63%, 4/15/30(a) | | | 1,624,000 | | | | 1,478,278 | |
4.50%, 9/15/31(a) | | | 162,000 | | | | 144,282 | |
| | |
PRA Health Sciences, Inc. 2.88%, 7/15/26(a) | | | 200,000 | | | | 185,360 | |
| | |
Prestige Brands, Inc. 3.75%, 4/1/31(a) | | | 239,000 | | | | 206,795 | |
| | |
Prime Security Services Borrower LLC/Prime Finance, Inc. 5.25%, 4/15/24(a) | | | 66,000 | | | | 65,952 | |
5.75%, 4/15/26(a) | | | 541,000 | | | | 537,462 | |
3.38%, 8/31/27(a) | | | 307,000 | | | | 281,488 | |
6.25%, 1/15/28(a) | | | 209,000 | | | | 206,417 | |
| | |
PROG Holdings, Inc. 6.00%, 11/15/29(a) | | | 312,000 | | | | 287,130 | |
| | |
PTC, Inc. 4.00%, 2/15/28(a) | | | 87,000 | | | | 81,196 | |
| | |
Qorvo, Inc. 4.38%, 10/15/29(b) | | | 266,000 | | | | 247,713 | |
| | |
QVC, Inc. 4.85%, 4/1/24 | | | 325,000 | | | | 325,000 | |
| | |
Range Resources Corp. 8.25%, 1/15/29 | | | 37,000 | | | | 38,624 | |
4.75%, 2/15/30(a)(b) | | | 150,000 | | | | 139,521 | |
| | |
Realogy Group LLC/Realogy Co-Issuer Corp. 5.75%, 1/15/29(a)(b) | | | 845,000 | | | | 629,525 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Regal Rexnord Corp. 6.05%, 4/15/28(a) | | $ | 680,000 | | | $ | 684,270 | |
6.30%, 2/15/30(a) | | | 615,000 | | | | 626,322 | |
6.40%, 4/15/33(a) | | | 215,000 | | | | 220,842 | |
| | |
RHP Hotel Properties LP/RHP Finance Corp. 4.75%, 10/15/27 | | | 128,000 | | | | 122,463 | |
| | |
Rithm Capital Corp. 6.25%, 10/15/25(a) | | | 278,000 | | | | 274,558 | |
| | |
RLJ Lodging Trust LP 3.75%, 7/1/26(a) | | | 7,000 | | | | 6,606 | |
4.00%, 9/15/29(a) | | | 162,000 | | | | 141,499 | |
| | |
ROBLOX Corp. 3.88%, 5/1/30(a) | | | 200,000 | | | | 175,344 | |
| | |
Roller Bearing Co. of America, Inc. 4.38%, 10/15/29(a) | | | 74,000 | | | | 67,474 | |
| | |
Sabra Health Care LP 5.13%, 8/15/26 | | | 30,000 | | | | 29,461 | |
3.20%, 12/1/31 | | | 174,000 | | | | 141,539 | |
| | |
Scripps Escrow II, Inc. 3.88%, 1/15/29(a) | | | 450,000 | | | | 354,488 | |
| | |
Sealed Air Corp./Sealed Air Corp. U.S. 6.13%, 2/1/28(a) | | | 155,000 | | | | 154,811 | |
| | |
SeaWorld Parks & Entertainment, Inc. 5.25%, 8/15/29(a) | | | 253,000 | | | | 236,135 | |
| | |
Select Medical Corp. 6.25%, 8/15/26(a) | | | 341,000 | | | | 340,526 | |
| | |
Sensata Technologies BV 4.00%, 4/15/29(a) | | | 393,000 | | | | 357,174 | |
| | |
Sensata Technologies, Inc. 3.75%, 2/15/31(a) | | | 283,000 | | | | 242,290 | |
| | |
Service Corp. International 4.63%, 12/15/27 | | | 7,000 | | | | 6,727 | |
3.38%, 8/15/30 | | | 638,000 | | | | 548,342 | |
| | |
Service Properties Trust 7.50%, 9/15/25 | | | 511,000 | | | | 518,236 | |
8.63%, 11/15/31(a) | | | 75,000 | | | | 79,440 | |
| | |
Silgan Holdings, Inc. 4.13%, 2/1/28 | | | 40,000 | | | | 37,536 | |
| | |
Sinclair Television Group, Inc. 5.50%, 3/1/30(a) | | | 727,000 | | | | 526,908 | |
4.13%, 12/1/30(a) | | | 135,000 | | | | 97,488 | |
| | |
Sirius XM Radio, Inc. 4.00%, 7/15/28(a) | | | 415,000 | | | | 374,305 | |
5.50%, 7/1/29(a) | | | 1,717,000 | | | | 1,625,724 | |
4.13%, 7/1/30(a) | | | 1,249,000 | | | | 1,079,673 | |
| | |
Six Flags Entertainment Corp. 7.25%, 5/15/31(a)(b) | | | 465,000 | | | | 468,446 | |
| | |
Skyworks Solutions, Inc. 1.80%, 6/1/26 | | | 20,000 | | | | 18,506 | |
3.00%, 6/1/31 | | | 189,000 | | | | 158,667 | |
| | |
Sonic Automotive, Inc. 4.63%, 11/15/29(a) | | | 313,000 | | | | 277,218 | |
4.88%, 11/15/31(a)(b) | | | 371,000 | | | | 319,386 | |
| | |
Southwestern Energy Co. 5.38%, 3/15/30 | | | 400,000 | | | | 383,420 | |
4.75%, 2/1/32 | | | 500,000 | | | | 454,555 | |
| | |
Spectrum Brands, Inc. 3.88%, 3/15/31(a)(b) | | | 100,000 | | | | 95,074 | |
| | |
SS&C Technologies, Inc. 5.50%, 9/30/27(a) | | | 426,000 | | | | 415,094 | |
| | |
Stagwell Global LLC 5.63%, 8/15/29(a) | | | 532,000 | | | | 475,172 | |
| | |
Starwood Property Trust, Inc. 4.38%, 1/15/27(a) | | | 188,000 | | | | 176,500 | |
| | |
Station Casinos LLC 4.50%, 2/15/28(a) | | | 94,000 | | | | 88,131 | |
4.63%, 12/1/31(a) | | | 403,000 | | | | 358,513 | |
| | |
Stericycle, Inc. 3.88%, 1/15/29(a) | | | 85,000 | | | | 76,883 | |
| | |
Suburban Propane Partners LP/Suburban Energy Finance Corp. 5.00%, 6/1/31(a) | | | 330,000 | | | | 297,591 | |
| | |
Summit Materials LLC/Summit Materials Finance Corp. 5.25%, 1/15/29(a) | | | 285,000 | | | | 275,461 | |
| | |
Summit Midstream Holdings LLC/Summit Midstream Finance Corp. 9.00%, 10/15/26(a)(c) | | | 510,000 | | | | 507,455 | |
| | |
SunCoke Energy, Inc. 4.88%, 6/30/29(a) | | | 275,000 | | | | 247,258 | |
| | |
Sunoco LP/Sunoco Finance Corp. 4.50%, 5/15/29 | | | 317,000 | | | | 293,707 | |
4.50%, 4/30/30(b) | | | 126,000 | | | | 115,043 | |
| | |
Taylor Morrison Communities, Inc. 5.13%, 8/1/30(a) | | | 494,000 | | | | 466,939 | |
| | |
TEGNA, Inc. 4.63%, 3/15/28 | | | 1,072,000 | | | | 969,603 | |
| | |
Teleflex, Inc. 4.25%, 6/1/28(a) | | | 114,000 | | | | 106,885 | |
| | |
Tempur Sealy International, Inc. 4.00%, 4/15/29(a)(b) | | | 595,000 | | | | 534,239 | |
3.88%, 10/15/31(a) | | | 310,000 | | | | 258,596 | |
| | |
Tenet Healthcare Corp. 6.13%, 10/1/28 | | | 1,025,000 | | | | 1,014,227 | |
4.38%, 1/15/30 | | | 100,000 | | | | 91,701 | |
6.13%, 6/15/30 | | | 1,350,000 | | | | 1,339,065 | |
6.75%, 5/15/31(a) | | | 180,000 | | | | 182,185 | |
| | |
Tenneco, Inc. 8.00%, 11/17/28(a) | | | 1,110,000 | | | | 1,012,775 | |
| | |
Terex Corp. 5.00%, 5/15/29(a) | | | 183,000 | | | | 171,621 | |
| | |
TerraForm Power Operating LLC 4.75%, 1/15/30(a) | | | 513,000 | | | | 465,804 | |
| | |
Thor Industries, Inc. 4.00%, 10/15/29(a) | | | 237,000 | | | | 210,101 | |
| | |
TopBuild Corp. 4.13%, 2/15/32(a) | | | 160,000 | | | | 141,374 | |
| | |
Townsquare Media, Inc. 6.88%, 2/1/26(a) | | | 440,000 | | | | 426,109 | |
| | |
TransDigm, Inc. 6.75%, 8/15/28(a) | | | 495,000 | | | | 501,489 | |
4.63%, 1/15/29 | | | 420,000 | | | | 385,631 | |
4.88%, 5/1/29 | | | 849,000 | | | | 780,622 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Transocean, Inc. 8.75%, 2/15/30(a) | | $ | 2,700 | | | $ | 2,783 | |
| | |
Travel & Leisure Co. 6.63%, 7/31/26(a) | | | 343,000 | | | | 346,986 | |
| | |
TreeHouse Foods, Inc. 4.00%, 9/1/28(b) | | | 282,000 | | | | 250,128 | |
| | |
TriNet Group, Inc. 3.50%, 3/1/29(a) | | | 197,000 | | | | 175,501 | |
| | |
Tronox, Inc. 4.63%, 3/15/29(a) | | | 809,000 | | | | 717,308 | |
| | |
TTM Technologies, Inc. 4.00%, 3/1/29(a) | | | 189,000 | | | | 169,919 | |
| | |
U.S. Foods, Inc. 6.88%, 9/15/28(a) | | | 180,000 | | | | 183,479 | |
4.75%, 2/15/29(a) | | | 338,000 | | | | 317,467 | |
4.63%, 6/1/30(a) | | | 235,000 | | | | 215,596 | |
| | |
United Natural Foods, Inc. 6.75%, 10/15/28(a) | | | 314,000 | | | | 261,669 | |
| | |
United Rentals North America, Inc. 5.50%, 5/15/27 | | | 191,000 | | | | 190,119 | |
3.88%, 11/15/27 | | | 405,000 | | | | 382,041 | |
4.88%, 1/15/28 | | | 101,000 | | | | 97,587 | |
3.88%, 2/15/31 | | | 200,000 | | | | 177,570 | |
| | |
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC 6.00%, 1/15/30(a) | | | 672,000 | | | | 491,340 | |
| | |
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC 10.50%, 2/15/28(a) | | | 1,040,000 | | | | 1,076,993 | |
6.50%, 2/15/29(a) | | | 162,000 | | | | 125,493 | |
| | |
Urban One, Inc. 7.38%, 2/1/28(a) | | | 635,000 | | | | 547,567 | |
| | |
USA Compression Partners LP/USA Compression Finance Corp. 6.88%, 4/1/26 | | | 546,000 | | | | 545,623 | |
6.88%, 9/1/27 | | | 66,000 | | | | 65,778 | |
| | |
Valvoline, Inc. 3.63%, 6/15/31(a) | | | 208,000 | | | | 176,652 | |
| | |
Vector Group Ltd. 5.75%, 2/1/29(a) | | | 346,000 | | | | 318,092 | |
| | |
VeriSign, Inc. 5.25%, 4/1/25 | | | 1,000 | | | | 996 | |
| | |
VICI Properties LP 5.13%, 5/15/32 | | | 265,000 | | | | 249,068 | |
| | |
VICI Properties LP/VICI Note Co., Inc. 5.75%, 2/1/27(a) | | | 430,000 | | | | 428,633 | |
| | |
Victoria’s Secret & Co. 4.63%, 7/15/29(a)(b) | | | 269,000 | | | | 227,195 | |
| | |
Vista Outdoor, Inc. 4.50%, 3/15/29(a) | | | 275,000 | | | | 272,544 | |
| | |
Vistra Operations Co. LLC 5.63%, 2/15/27(a) | | | 116,000 | | | | 113,235 | |
5.00%, 7/31/27(a) | | | 425,000 | | | | 408,043 | |
4.38%, 5/1/29(a) | | | 205,000 | | | | 187,450 | |
7.75%, 10/15/31(a) | | | 370,000 | | | | 383,113 | |
| | |
Vontier Corp. 1.80%, 4/1/26 | | | 9,000 | | | | 8,308 | |
2.40%, 4/1/28 | | | 75,000 | | | | 65,674 | |
2.95%, 4/1/31 | | | 318,000 | | | | 262,000 | |
| | |
WESCO Distribution, Inc. 7.25%, 6/15/28(a) | | | 31,000 | | | | 31,720 | |
| | |
William Carter Co. 5.63%, 3/15/27(a) | | | 19,000 | | | | 18,738 | |
| | |
Williams Scotsman, Inc. 4.63%, 8/15/28(a) | | | 296,000 | | | | 278,246 | |
| | |
Wolverine World Wide, Inc. 4.00%, 8/15/29(a)(b) | | | 362,000 | | | | 290,349 | |
| | |
Wyndham Hotels & Resorts, Inc. 4.38%, 8/15/28(a) | | | 66,000 | | | | 61,449 | |
| | |
Xerox Holdings Corp. 5.00%, 8/15/25(a) | | | 794,000 | | | | 781,836 | |
5.50%, 8/15/28(a) | | | 103,000 | | | | 93,281 | |
| | |
XHR LP 6.38%, 8/15/25(a) | | | 81,000 | | | | 81,166 | |
4.88%, 6/1/29(a) | | | 89,000 | | | | 82,277 | |
| | |
Yum! Brands, Inc. 3.63%, 3/15/31 | | | 120,000 | | | | 105,582 | |
| | |
ZipRecruiter, Inc. 5.00%, 1/15/30(a) | | | 357,000 | | | | 314,706 | |
| | |
ZoomInfo Technologies LLC/ZoomInfo Finance Corp. 3.88%, 2/1/29(a) | | | 308,000 | | | | 276,230 | |
| | | | | | | | |
Total United States | | | | 152,234,519 | |
TOTAL CORPORATE BONDS (Cost: $160,766,153) | | | | 153,508,495 | |
| | |
| | Shares | | | | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 8.8% | |
|
United States – 8.8% | |
| |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(d) | | | | | |
(Cost: $13,916,485) | | | 13,916,485 | | | | 13,916,485 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 105.2% (Cost: $174,682,638) | | | | 167,424,980 | |
| |
Other Assets less Liabilities – (5.2)% | | | | (8,201,303 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 159,223,677 | |
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $14,330,595 and the total market value of the collateral held by the Fund was $14,879,029. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $962,544. |
(c) | Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates. |
(d) | Rate shown represents annualized 7-day yield as of February 29, 2024. |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
February 29, 2024
| | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
Short Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
2 Year U.S. Treasury Note | | | 105 | | | | 6/28/24 | | | $ | (21,498,750 | ) | | $ | (4,101 | ) |
5 Year U.S. Treasury Note | | | 1,148 | | | | 6/28/24 | | | | (122,728,375 | ) | | | (230,070 | ) |
U.S. Treasury Long Bond | | | 11 | | | | 6/18/24 | | | | (1,311,750 | ) | | | (7,219 | ) |
U.S. Treasury Ultra Long Term Bond | | | 22 | | | | 6/18/24 | | | | (2,813,250 | ) | | | (22,344 | ) |
| | | $ | (148,352,125 | ) | | $ | (263,734 | ) |
|
Long Exposure | |
10 Year U.S. Treasury Note | | | 24 | | | | 6/18/24 | | | $ | 2,650,500 | | | $ | 828 | |
Ultra 10 Year U.S. Treasury Note | | | 14 | | | | 6/18/24 | | | | 1,598,406 | | | | 1,211 | |
| | | $ | 4,248,906 | | | $ | 2,039 | |
Total – Net | | | $ | (144,103,219 | ) | | $ | (261,695 | ) |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 153,508,495 | | | $ | — | | | $ | 153,508,495 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 13,916,485 | | | | — | | | | 13,916,485 | |
Total Investments in Securities | | $ | — | | | $ | 167,424,980 | | | $ | — | | | $ | 167,424,980 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 2,039 | | | $ | — | | | $ | — | | | $ | 2,039 | |
Liabilities: | | | | | | | | | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | (263,734 | ) | | $ | — | | | $ | — | | | $ | (263,734 | ) |
Total – Net | | $ | (261,695 | ) | | $ | 167,424,980 | | | $ | — | | | $ | 167,163,285 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
U.S. GOVERNMENT AGENCIES – 28.6% | | | | | | | | |
|
Federal Farm Credit Bank – 0.2% | |
1.75%, 2/14/25 | | $ | 300,000 | | | $ | 290,628 | |
1.23%, 9/10/29 | | | 100,000 | | | | 84,024 | |
| | | | | | | | |
Total Federal Farm Credit Bank | | | | 374,652 | |
|
Federal Home Loan Bank – 0.3% | |
0.50%, 4/14/25 | | | 450,000 | | | | 428,445 | |
3.25%, 11/16/28 | | | 65,000 | | | | 62,254 | |
5.50%, 7/15/36, Series 677 | | | 15,000 | | | | 16,423 | |
| | | | | | | | |
Total Federal Home Loan Bank | | | | 507,122 | |
|
Federal Home Loan Mortgage Corporation – 8.2% | |
0.38%, 9/23/25 | | | 450,000 | | | | 420,502 | |
3.00%, 4/1/27 | | | 8,661 | | | | 8,381 | |
2.50%, 3/1/28 | | | 9,920 | | | | 9,539 | |
2.50%, 4/1/28 | | | 25,117 | | | | 24,119 | |
3.50%, 1/1/29 | | | 10,696 | | | | 10,424 | |
2.50%, 6/1/29 | | | 19,502 | | | | 18,589 | |
3.00%, 8/1/29 | | | 10,335 | | | | 9,942 | |
2.50%, 1/1/30 | | | 11,908 | | | | 11,312 | |
2.50%, 2/1/30 | | | 17,015 | | | | 16,089 | |
3.00%, 4/1/30 | | | 17,937 | | | | 17,134 | |
6.75%, 3/15/31 | | | 50,000 | | | | 57,160 | |
3.00%, 4/1/31 | | | 78,469 | | | | 74,504 | |
2.50%, 12/1/31 | | | 20,784 | | | | 19,406 | |
3.00%, 7/1/32 | | | 69,258 | | | | 65,481 | |
6.25%, 7/15/32 | | | 39,000 | | | | 44,223 | |
3.50%, 9/1/32 | | | 18,064 | | | | 17,310 | |
2.50%, 11/1/32 | | | 9,949 | | | | 9,254 | |
3.00%, 1/1/33 | | | 9,072 | | | | 8,556 | |
3.00%, 9/1/33 | | | 6,349 | | | | 5,958 | |
4.00%, 11/1/33 | | | 5,987 | | | | 5,843 | |
3.00%, 2/1/34 | | | 17,143 | | | | 16,170 | |
4.00%, 5/1/34 | | | 19,862 | | | | 19,229 | |
2.50%, 4/1/35 | | | 39,150 | | | | 35,738 | |
2.50%, 5/1/35 | | | 8,390 | | | | 7,655 | |
3.00%, 5/1/35 | | | 14,056 | | | | 13,134 | |
3.50%, 6/1/35 | | | 13,316 | | | | 12,619 | |
2.00%, 8/1/35 | | | 53,818 | | | | 47,919 | |
2.00%, 10/1/35 | | | 134,476 | | | | 119,692 | |
2.50%, 10/1/35 | | | 76,946 | | | | 70,207 | |
1.50%, 12/1/35 | | | 171,911 | | | | 148,684 | |
1.50%, 2/1/36 | | | 81,530 | | | | 70,489 | |
2.00%, 7/1/36 | | | 36,017 | | | | 31,846 | |
1.50%, 8/1/36 | | | 37,348 | | | | 32,291 | |
2.00%, 9/1/36 | | | 74,168 | | | | 65,539 | |
2.00%, 11/1/36 | | | 47,898 | | | | 42,299 | |
1.50%, 1/1/37 | | | 99,061 | | | | 85,571 | |
1.50%, 3/1/37 | | | 54,470 | | | | 47,089 | |
2.50%, 6/1/37 | | | 77,175 | | | | 70,151 | |
4.00%, 9/1/37 | | | 19,912 | | | | 19,199 | |
3.50%, 10/1/37 | | | 20,838 | | | | 19,711 | |
5.50%, 4/1/38 | | | 17,026 | | | | 17,446 | |
3.00%, 7/1/38 | | | 24,794 | | | | 22,964 | |
5.50%, 10/1/38 | | | 22,442 | | | | 22,490 | |
2.93%, 11/15/38*(a) | | | 50,000 | | | | 24,533 | |
4.50%, 12/1/40 | | | 24,563 | | | | 24,016 | |
1.50%, 1/1/41 | | | 63,157 | | | | 51,453 | |
4.00%, 2/1/41 | | | 36,099 | | | | 34,400 | |
2.00%, 4/1/41 | | | 106,188 | | | | 89,172 | |
2.00%, 8/1/41 | | | 181,429 | | | | 152,191 | |
1.50%, 12/1/41 | | | 64,524 | | | | 51,954 | |
2.00%, 12/1/41 | | | 21,322 | | | | 18,006 | |
1.50%, 1/1/42 | | | 65,339 | | | | 52,665 | |
2.00%, 1/1/42 | | | 42,798 | | | | 35,820 | |
2.50%, 1/1/42 | | | 20,578 | | | | 17,821 | |
3.50%, 3/1/42 | | | 22,337 | | | | 20,582 | |
3.50%, 6/1/42 | | | 264,071 | | | | 243,008 | |
3.00%, 7/1/43 | | | 43,899 | | | | 39,126 | |
3.00%, 8/1/43 | | | 45,977 | | | | 40,924 | |
4.00%, 12/1/43 | | | 7,866 | | | | 7,443 | |
3.00%, 1/1/44 | | | 45,606 | | | | 40,645 | |
3.50%, 9/1/44 | | | 34,506 | | | | 31,696 | |
4.00%, 9/1/44 | | | 20,941 | | | | 19,768 | |
3.50%, 1/1/45 | | | 50,115 | | | | 45,856 | |
4.50%, 7/1/45 | | | 12,930 | | | | 12,642 | |
3.50%, 8/1/45 | | | 22,149 | | | | 20,202 | |
3.50%, 9/1/45 | | | 27,632 | | | | 25,181 | |
4.00%, 11/1/45 | | | 14,878 | | | | 14,024 | |
3.00%, 1/1/46 | | | 179,998 | | | | 158,265 | |
3.50%, 3/1/46 | | | 14,920 | | | | 13,590 | |
3.50%, 4/1/46 | | | 59,691 | | | | 54,217 | |
3.50%, 5/1/46 | | | 6,502 | | | | 5,905 | |
3.00%, 9/1/46 | | | 278,461 | | | | 244,757 | |
4.50%, 9/1/46 | | | 31,787 | | | | 30,875 | |
3.00%, 11/1/46 | | | 29,952 | | | | 26,310 | |
4.00%, 11/1/46 | | | 8,415 | | | | 7,913 | |
3.00%, 2/1/47 | | | 242,587 | | | | 213,106 | |
3.50%, 2/1/47 | | | 63,765 | | | | 57,917 | |
4.00%, 2/1/47 | | | 7,005 | | | | 6,587 | |
4.50%, 4/1/47 | | | 6,442 | | | | 6,221 | |
3.50%, 5/1/47 | | | 6,487 | | | | 5,891 | |
3.50%, 7/1/47 | | | 78,010 | | | | 71,787 | |
4.00%, 7/1/47 | | | 38,342 | | | | 35,929 | |
3.50%, 8/1/47 | | | 37,526 | | | | 34,078 | |
4.00%, 8/1/47 | | | 15,880 | | | | 14,894 | |
3.50%, 10/1/47 | | | 9,433 | | | | 8,567 | |
3.50%, 11/1/47 | | | 130,123 | | | | 118,550 | |
4.00%, 2/1/48 | | | 14,104 | | | | 13,228 | |
4.00%, 7/1/48 | | | 65,238 | | | | 61,374 | |
5.00%, 3/1/49 | | | 25,085 | | | | 24,762 | |
3.50%, 7/1/49 | | | 23,323 | | | | 21,080 | |
3.50%, 8/1/49 | | | 148,715 | | | | 134,196 | |
4.00%, 8/1/49 | | | 51,471 | | | | 48,082 | |
2.50%, 9/1/49 | | | 83,764 | | | | 69,776 | |
3.00%, 10/1/49 | | | 79,469 | | | | 68,943 | |
5.00%, 10/1/49 | | | 9,315 | | | | 9,195 | |
3.00%, 12/1/49 | | | 273,776 | | | | 238,410 | |
3.00%, 2/1/50 | | | 49,684 | | | | 43,233 | |
3.00%, 4/1/50 | | | 80,834 | | | | 70,541 | |
3.50%, 4/1/50 | | | 99,286 | | | | 89,888 | |
4.00%, 5/1/50 | | | 63,471 | | | | 59,472 | |
2.50%, 6/1/50 | | | 165,791 | | | | 138,197 | |
3.00%, 6/1/50 | | | 90,838 | | | | 78,850 | |
2.50%, 7/1/50 | | | 233,786 | | | | 195,019 | |
2.00%, 8/1/50 | | | 491,719 | | | | 390,501 | |
2.50%, 8/1/50 | | | 147,018 | | | | 122,737 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
1.50%, 11/1/50 | | $ | 58,983 | | | $ | 44,142 | |
2.00%, 11/1/50 | | | 54,432 | | | | 43,106 | |
1.50%, 12/1/50 | | | 40,113 | | | | 30,096 | |
2.00%, 12/1/50 | | | 203,772 | | | | 161,310 | |
1.50%, 1/1/51 | | | 40,207 | | | | 30,107 | |
2.00%, 1/1/51 | | | 255,462 | | | | 202,150 | |
2.50%, 1/1/51 | | | 62,420 | | | | 51,643 | |
3.00%, 1/1/51 | | | 78,975 | | | | 68,223 | |
4.50%, 1/1/51 | | | 41,334 | | | | 39,721 | |
1.50%, 2/1/51 | | | 79,203 | | | | 59,394 | |
2.00%, 3/1/51 | | | 117,937 | | | | 93,963 | |
2.50%, 3/1/51 | | | 98,302 | | | | 81,299 | |
1.50%, 4/1/51 | | | 249,061 | | | | 186,244 | |
2.00%, 4/1/51 | | | 94,919 | | | | 75,113 | |
2.00%, 5/1/51 | | | 178,207 | | | | 140,883 | |
2.50%, 5/1/51 | | | 460,387 | | | | 378,604 | |
3.00%, 7/1/51 | | | 249,169 | | | | 215,997 | |
2.50%, 9/1/51 | | | 187,060 | | | | 154,189 | |
2.00%, 10/1/51 | | | 535,130 | | | | 421,924 | |
2.50%, 10/1/51 | | | 129,751 | | | | 108,395 | |
2.00%, 12/1/51 | | | 453,552 | | | | 359,636 | |
2.50%, 12/1/51 | | | 120,283 | | | | 99,034 | |
2.00%, 1/1/52 | | | 137,663 | | | | 108,523 | |
2.50%, 2/1/52 | | | 264,616 | | | | 219,097 | |
3.50%, 2/1/52 | | | 96,569 | | | | 86,338 | |
2.00%, 4/1/52 | | | 457,317 | | | | 359,710 | |
2.50%, 4/1/52 | | | 166,622 | | | | 138,059 | |
3.00%, 4/1/52 | | | 58,445 | | | | 50,041 | |
3.00%, 5/1/52 | | | 274,692 | | | | 235,172 | |
3.50%, 5/1/52 | | | 86,894 | | | | 77,529 | |
3.00%, 6/1/52 | | | 67,889 | | | | 58,447 | |
4.00%, 6/1/52 | | | 265,356 | | | | 245,217 | |
4.00%, 7/1/52 | | | 37,043 | | | | 34,076 | |
5.00%, 7/1/52 | | | 89,594 | | | | 87,790 | |
3.00%, 8/1/52 | | | 69,724 | | | | 59,682 | |
4.50%, 9/1/52 | | | 181,305 | | | | 171,726 | |
5.00%, 9/1/52 | | | 45,372 | | | | 44,186 | |
4.00%, 10/1/52 | | | 48,323 | | | | 44,499 | |
4.50%, 11/1/52 | | | 176,860 | | | | 167,392 | |
4.50%, 1/1/53 | | | 23,721 | | | | 22,451 | |
3.50%, 2/1/53 | | | 65,620 | | | | 58,962 | |
5.00%, 4/1/53 | | | 341,192 | | | | 331,030 | |
5.00%, 5/1/53 | | | 167,105 | | | | 162,128 | |
5.50%, 6/1/53 | | | 328,273 | | | | 324,682 | |
5.00%, 7/1/53 | | | 215,731 | | | | 209,306 | |
5.50%, 9/1/53 | | | 443,935 | | | | 439,078 | |
6.00%, 9/1/53 | | | 143,011 | | | | 143,628 | |
6.50%, 10/1/53 | | | 166,795 | | | | 169,742 | |
6.00%, 12/1/53 | | | 244,247 | | | | 245,776 | |
6.50%, 3/1/54 | | | 75,000 | | | | 76,325 | |
| | | | | | | | |
Total Federal Home Loan Mortgage Corporation | | | | 13,413,594 | |
|
Federal National Mortgage Association – 11.9% | |
0.63%, 4/22/25 | | | 100,000 | | | | 95,257 | |
4.00%, 9/1/25 | | | 2,509 | | | | 2,472 | |
5.50%, 10/1/25 | | | 5,942 | | | | 5,902 | |
2.13%, 4/24/26 | | | 25,000 | | | | 23,778 | |
4.00%, 7/1/26 | | | 401 | | | | 396 | |
1.88%, 9/24/26 | | | 74,000 | | | | 69,360 | |
3.50%, 10/1/26 | | | 15,493 | | | | 15,098 | |
3.00%, 11/1/26 | | | 6,528 | | | | 6,325 | |
3.50%, 12/1/26 | | | 1,722 | | | | 1,681 | |
3.00%, 2/1/27 | | | 20,499 | | | | 19,971 | |
3.00%, 6/1/27 | | | 17,449 | | | | 16,973 | |
3.00%, 9/1/27 | | | 8,764 | | | | 8,506 | |
2.50%, 8/1/28 | | | 8,435 | | | | 8,079 | |
3.00%, 9/1/28 | | | 7,410 | | | | 7,160 | |
3.00%, 11/1/28 | | | 4,684 | | | | 4,525 | |
7.25%, 5/15/30 | | | 50,000 | | | | 57,884 | |
3.50%, 4/1/31 | | | 12,624 | | | | 12,148 | |
2.50%, 6/1/31 | | | 8,864 | | | | 8,291 | |
2.50%, 7/1/31 | | | 9,311 | | | | 8,699 | |
3.00%, 8/1/31 | | | 56,539 | | | | 54,018 | |
2.50%, 10/1/31 | | | 208,811 | | | | 194,949 | |
3.50%, 11/1/31 | | | 19,395 | | | | 18,883 | |
2.50%, 4/1/32 | | | 11,806 | | | | 11,054 | |
2.50%, 9/1/32 | | | 34,061 | | | | 31,865 | |
3.00%, 9/1/32 | | | 14,394 | | | | 13,712 | |
3.00%, 10/1/32 | | | 16,431 | | | | 15,502 | |
3.50%, 1/1/33 | | | 9,301 | | | | 8,912 | |
3.50%, 2/1/33 | | | 20,842 | | | | 20,035 | |
3.00%, 6/1/33 | | | 56,191 | | | | 52,578 | |
5.00%, 10/1/33 | | | 69,371 | | | | 69,393 | |
6.00%, 2/1/34 | | | 23,388 | | | | 24,184 | |
4.00%, 3/1/34 | | | 10,026 | | | | 9,839 | |
3.00%, 6/1/34 | | | 6,091 | | | | 5,693 | |
4.00%, 8/1/34 | | | 6,778 | | | | 6,551 | |
3.00%, 1/1/35 | | | 7,610 | | | | 7,113 | |
2.50%, 8/1/35 | | | 35,893 | | | | 33,132 | |
2.00%, 9/1/35 | | | 138,927 | | | | 123,611 | |
1.50%, 10/1/35 | | | 34,867 | | | | 30,167 | |
2.00%, 10/1/35 | | | 78,518 | | | | 69,852 | |
1.50%, 12/1/35 | | | 134,689 | | | | 116,491 | |
2.00%, 12/1/35 | | | 209,840 | | | | 186,551 | |
3.50%, 1/1/36 | | | 7,127 | | | | 6,742 | |
1.50%, 3/1/36 | | | 95,718 | | | | 82,887 | |
2.00%, 3/1/36 | | | 15,220 | | | | 13,506 | |
1.50%, 4/1/36 | | | 167,256 | | | | 144,745 | |
3.00%, 4/1/36 | | | 15,045 | | | | 13,927 | |
2.00%, 6/1/36 | | | 72,541 | | | | 64,480 | |
3.00%, 6/1/36 | | | 36,059 | | | | 33,320 | |
3.50%, 7/1/36 | | | 17,469 | | | | 16,508 | |
2.00%, 9/1/36 | | | 23,109 | | | | 20,414 | |
3.00%, 9/1/36 | | | 74,050 | | | | 68,359 | |
2.00%, 10/1/36 | | | 228,698 | | | | 202,028 | |
1.50%, 11/1/36 | | | 139,849 | | | | 120,847 | |
2.00%, 11/1/36 | | | 165,859 | | | | 146,236 | |
2.50%, 12/1/36 | | | 47,093 | | | | 42,817 | |
2.00%, 1/1/37 | | | 19,688 | | | | 17,412 | |
2.50%, 1/1/37 | | | 59,785 | | | | 54,318 | |
2.00%, 2/1/37 | | | 159,678 | | | | 141,035 | |
3.00%, 4/1/37 | | | 49,003 | | | | 46,259 | |
3.50%, 5/1/37 | | | 34,504 | | | | 32,835 | |
2.00%, 6/1/37 | | | 93,209 | | | | 82,289 | |
3.50%, 7/1/37 | | | 15,712 | | | | 14,787 | |
1.50%, 8/1/37 | | | 90,311 | | | | 78,012 | |
2.00%, 8/1/37 | | | 55,392 | | | | 48,839 | |
5.50%, 8/1/37 | | | 144,306 | | | | 147,051 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
3.00%, 9/1/37 | | $ | 44,747 | | | $ | 41,555 | |
4.00%, 10/1/37 | | | 19,915 | | | | 19,201 | |
3.50%, 4/1/38 | | | 8,883 | | | | 8,349 | |
4.50%, 9/1/39 | | | 8,148 | | | | 7,971 | |
3.00%, 12/1/39 | | | 27,338 | | | | 24,557 | |
4.50%, 8/1/40 | | | 16,210 | | | | 15,829 | |
2.00%, 9/1/40 | | | 48,955 | | | | 41,384 | |
2.50%, 9/1/40 | | | 50,331 | | | | 43,984 | |
4.50%, 9/1/40 | | | 156,689 | | | | 153,011 | |
5.50%, 9/1/40 | | | 28,965 | | | | 29,598 | |
2.00%, 11/1/40 | | | 16,512 | | | | 13,894 | |
2.50%, 12/1/40 | | | 28,084 | | | | 24,489 | |
3.50%, 2/1/41 | | | 154,029 | | | | 141,750 | |
2.00%, 3/1/41 | | | 18,561 | | | | 15,577 | |
2.00%, 5/1/41 | | | 62,248 | | | | 52,211 | |
1.50%, 6/1/41 | | | 40,449 | | | | 32,689 | |
2.50%, 10/1/41 | | | 100,037 | | | | 86,540 | |
2.00%, 11/1/41 | | | 165,631 | | | | 138,700 | |
3.00%, 2/1/42 | | | 20,361 | | | | 18,142 | |
2.50%, 5/1/42 | | | 43,853 | | | | 37,819 | |
3.50%, 6/1/42 | | | 5,542 | | | | 5,100 | |
3.00%, 1/1/43 | | | 49,167 | | | | 43,785 | |
3.00%, 4/1/43 | | | 36,657 | | | | 32,628 | |
3.00%, 5/1/43 | | | 30,454 | | | | 27,111 | |
3.00%, 6/1/43 | | | 59,654 | | | | 53,104 | |
4.00%, 6/1/43 | | | 3,555 | | | | 3,372 | |
3.00%, 8/1/43 | | | 267,235 | | | | 237,865 | |
3.00%, 9/1/43 | | | 42,621 | | | | 37,939 | |
4.00%, 11/1/43 | | | 6,404 | | | | 6,052 | |
4.00%, 2/1/44 | | | 47,370 | | | | 44,769 | |
4.50%, 2/1/44 | | | 63,638 | | | | 61,863 | |
4.50%, 4/1/44 | | | 66,659 | | | | 65,567 | |
4.00%, 9/1/44 | | | 31,757 | | | | 29,939 | |
4.00%, 12/1/44 | | | 71,146 | | | | 67,275 | |
3.50%, 2/1/45 | | | 53,832 | | | | 49,538 | |
5.00%, 2/1/45 | | | 27,867 | | | | 27,836 | |
3.50%, 4/1/45 | | | 34,406 | | | | 31,340 | |
3.50%, 6/1/45 | | | 56,952 | | | | 52,000 | |
4.00%, 6/1/45 | | | 24,480 | | | | 23,134 | |
3.50%, 8/1/45 | | | 31,923 | | | | 29,078 | |
3.50%, 12/1/45 | | | 32,007 | | | | 29,155 | |
3.50%, 2/1/46 | | | 16,136 | | | | 14,698 | |
3.50%, 4/1/46 | | | 5,604 | | | | 5,090 | |
3.00%, 5/1/46 | | | 37,252 | | | | 32,723 | |
3.50%, 5/1/46 | | | 12,245 | | | | 11,122 | |
3.50%, 6/1/46 | | | 64,305 | | | | 58,407 | |
4.00%, 7/1/46 | | | 9,105 | | | | 8,550 | |
3.00%, 9/1/46 | | | 20,662 | | | | 18,150 | |
4.00%, 10/1/46 | | | 10,022 | | | | 9,410 | |
2.50%, 11/1/46 | | | 7,666 | | | | 6,490 | |
3.00%, 11/1/46 | | | 209,799 | | | | 184,310 | |
3.50%, 12/1/46 | | | 59,914 | | | | 54,549 | |
3.50%, 1/1/47 | | | 60,687 | | | | 55,121 | |
4.00%, 1/1/47 | | | 70,526 | | | | 66,239 | |
4.00%, 2/1/47 | | | 7,912 | | | | 7,430 | |
4.00%, 3/1/47 | | | 43,235 | | | | 40,514 | |
4.00%, 5/1/47 | | | 19,124 | | | | 17,922 | |
3.50%, 7/1/47 | | | 74,332 | | | | 67,417 | |
4.00%, 8/1/47 | | | 131,076 | | | | 123,013 | |
3.50%, 9/1/47 | | | 69,065 | | | | 63,060 | |
3.50%, 11/1/47 | | | 8,134 | | | | 7,378 | |
3.00%, 12/1/47 | | | 48,554 | | | | 42,651 | |
3.50%, 1/1/48 | | | 85,615 | | | | 77,965 | |
4.00%, 1/1/48 | | | 45,701 | | | | 42,825 | |
4.00%, 4/1/48 | | | 170,449 | | | | 159,811 | |
4.50%, 5/1/48 | | | 14,567 | | | | 14,013 | |
4.50%, 6/1/48 | | | 170,392 | | | | 163,911 | |
4.50%, 7/1/48 | | | 23,195 | | | | 22,314 | |
4.00%, 9/1/48 | | | 63,834 | | | | 59,851 | |
4.00%, 11/1/48 | | | 160,196 | | | | 150,117 | |
5.00%, 5/1/49 | | | 33,350 | | | | 32,919 | |
4.00%, 6/1/49 | | | 105,051 | | | | 98,441 | |
4.50%, 7/1/49 | | | 11,835 | | | | 11,385 | |
3.00%, 9/1/49 | | | 98,522 | | | | 85,988 | |
4.00%, 9/1/49 | | | 82,205 | | | | 76,865 | |
3.00%, 10/1/49 | | | 67,743 | | | | 58,948 | |
4.00%, 10/1/49 | | | 9,047 | | | | 8,451 | |
3.50%, 11/1/49 | | | 132,121 | | | | 119,732 | |
5.00%, 11/1/49 | | | 33,628 | | | | 33,183 | |
2.50%, 1/1/50 | | | 52,985 | | | | 44,137 | |
3.50%, 1/1/50 | | | 75,628 | | | | 68,244 | |
4.50%, 1/1/50 | | | 28,374 | | | | 27,267 | |
3.00%, 3/1/50 | | | 112,113 | | | | 97,849 | |
4.00%, 3/1/50 | | | 54,364 | | | | 50,876 | |
4.50%, 3/1/50 | | | 59,372 | | | | 57,122 | |
5.00%, 3/1/50 | | | 90,764 | | | | 89,580 | |
3.00%, 4/1/50 | | | 82,023 | | | | 71,073 | |
3.50%, 4/1/50 | | | 136,176 | | | | 123,188 | |
3.50%, 5/1/50 | | | 108,437 | | | | 98,038 | |
4.00%, 5/1/50 | | | 42,471 | | | | 39,470 | |
2.50%, 6/1/50 | | | 198,443 | | | | 164,549 | |
2.50%, 7/1/50 | | | 166,620 | | | | 138,267 | |
3.00%, 7/1/50 | | | 117,156 | | | | 101,497 | |
2.00%, 8/1/50 | | | 196,641 | | | | 156,812 | |
2.50%, 8/1/50 | | | 86,745 | | | | 71,876 | |
3.00%, 8/1/50 | | | 26,899 | | | | 23,499 | |
2.00%, 9/1/50 | | | 1,157,355 | | | | 918,789 | |
2.50%, 9/1/50 | | | 261,347 | | | | 219,581 | |
2.00%, 10/1/50 | | | 304,101 | | | | 243,081 | |
1.50%, 11/1/50 | | | 150,337 | | | | 112,632 | |
2.50%, 11/1/50 | | | 149,104 | | | | 124,761 | |
1.50%, 12/1/50 | | | 314,042 | | | | 235,216 | |
2.00%, 12/1/50 | | | 1,058,304 | | | | 840,303 | |
3.00%, 12/1/50 | | | 54,390 | | | | 47,002 | |
1.50%, 1/1/51 | | | 36,128 | | | | 27,053 | |
1.50%, 2/1/51 | | | 32,695 | | | | 24,476 | |
2.50%, 2/1/51 | | | 657,319 | | | | 546,948 | |
1.50%, 3/1/51 | | | 151,547 | | | | 113,530 | |
2.00%, 3/1/51 | | | 1,149,460 | | | | 919,071 | |
2.00%, 4/1/51 | | | 304,504 | | | | 241,587 | |
2.50%, 5/1/51 | | | 591,647 | | | | 489,023 | |
2.50%, 6/1/51 | | | 277,103 | | | | 230,906 | |
3.00%, 7/1/51 | | | 205,236 | | | | 177,142 | |
2.50%, 8/1/51 | | | 617,622 | | | | 509,282 | |
2.00%, 9/1/51 | | | 410,734 | | | | 323,713 | |
2.50%, 9/1/51 | | | 149,294 | | | | 122,756 | |
3.50%, 9/1/51 | | | 47,364 | | | | 42,382 | |
2.00%, 10/1/51 | | | 528,517 | | | | 416,542 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
1.50%, 11/1/51 | | $ | 67,545 | | | $ | 50,501 | |
3.00%, 11/1/51 | | | 105,070 | | | | 90,559 | |
2.00%, 12/1/51 | | | 657,979 | | | | 518,166 | |
2.50%, 12/1/51 | | | 183,797 | | | | 152,982 | |
3.00%, 12/1/51 | | | 100,772 | | | | 86,249 | |
2.00%, 1/1/52 | | | 462,497 | | | | 364,078 | |
2.50%, 1/1/52 | | | 169,340 | | | | 141,383 | |
2.00%, 2/1/52 | | | 107,325 | | | | 84,607 | |
2.50%, 2/1/52 | | | 263,468 | | | | 218,145 | |
2.50%, 3/1/52 | | | 309,264 | | | | 255,742 | |
1.50%, 4/1/52 | | | 22,850 | | | | 17,077 | |
2.50%, 4/1/52 | | | 347,299 | | | | 287,910 | |
3.00%, 5/1/52 | | | 55,569 | | | | 47,574 | |
3.50%, 6/1/52 | | | 136,434 | | | | 121,819 | |
2.50%, 7/1/52 | | | 137,733 | | | | 113,252 | |
4.00%, 9/1/52 | | | 135,324 | | | | 124,486 | |
5.00%, 9/1/52 | | | 44,749 | | | | 43,468 | |
3.00%, 10/1/52 | | | 188,037 | | | | 160,925 | |
4.50%, 10/1/52 | | | 127,536 | | | | 120,708 | |
4.00%, 11/1/52 | | | 94,647 | | | | 87,067 | |
4.50%, 11/1/52 | | | 182,574 | | | | 173,285 | |
5.50%, 11/1/52 | | | 23,117 | | | | 22,923 | |
5.00%, 12/1/52 | | | 48,937 | | | | 47,544 | |
5.50%, 12/1/52 | | | 121,891 | | | | 120,758 | |
5.00%, 1/1/53 | | | 32,859 | | | | 31,900 | |
4.00%, 2/1/53 | | | 94,143 | | | | 86,603 | |
5.00%, 2/1/53 | | | 121,631 | | | | 118,037 | |
5.50%, 4/1/53 | | | 33,068 | | | | 32,708 | |
4.50%, 7/1/53 | | | 111,444 | | | | 105,470 | |
5.50%, 7/1/53 | | | 23,736 | | | | 23,476 | |
5.00%, 8/1/53 | | | 24,385 | | | | 23,659 | |
6.00%, 9/1/53 | | | 23,964 | | | | 24,067 | |
| | | | | | | | |
Total Federal National Mortgage Association | | | | 19,379,154 | |
|
Government National Mortgage Association – 6.4% | |
2.50%, 7/20/28 | | | 25,487 | | | | 24,368 | |
2.00%, 5/20/36 | | | 32,244 | | | | 28,218 | |
5.00%, 2/20/43 | | | 17,118 | | | | 17,166 | |
5.00%, 4/20/44 | | | 38,734 | | | | 38,880 | |
3.50%, 7/20/44 | | | 43,709 | | | | 40,358 | |
4.00%, 7/20/44 | | | 86,801 | | | | 82,512 | |
5.00%, 7/20/44 | | | 6,683 | | | | 6,708 | |
5.00%, 8/20/44 | | | 6,192 | | | | 6,215 | |
3.00%, 9/20/44 | | | 27,084 | | | | 24,197 | |
4.50%, 9/20/44 | | | 23,053 | | | | 22,513 | |
3.50%, 10/20/44 | | | 244,186 | | | | 225,461 | |
3.00%, 1/20/45 | | | 9,807 | | | | 8,762 | |
4.00%, 4/20/45 | | | 58,124 | | | | 55,252 | |
3.00%, 7/20/45 | | | 71,730 | | | | 63,976 | |
3.00%, 12/20/45 | | | 55,451 | | | | 49,457 | |
3.50%, 12/20/45 | | | 13,091 | | | | 12,042 | |
4.50%, 12/20/45 | | | 22,000 | | | | 21,485 | |
3.50%, 1/20/46 | | | 52,656 | | | | 48,437 | |
3.00%, 5/20/46 | | | 174,077 | | | | 154,976 | |
4.00%, 7/20/46 | | | 63,798 | | | | 60,283 | |
2.50%, 10/20/46 | | | 51,385 | | | | 44,218 | |
3.00%, 12/20/46 | | | 6,273 | | | | 5,585 | |
4.00%, 12/20/46 | | | 14,474 | | | | 13,677 | |
4.00%, 1/20/47 | | | 12,817 | | | | 12,111 | |
4.50%, 1/20/47 | | | 16,979 | | | | 16,545 | |
3.00%, 2/20/47 | | | 198,636 | | | | 176,840 | |
3.50%, 2/20/47 | | | 47,771 | | | | 43,864 | |
3.50%, 3/20/47 | | | 43,654 | | | | 39,965 | |
3.50%, 4/20/47 | | | 23,447 | | | | 21,465 | |
4.00%, 4/20/47 | | | 68,949 | | | | 65,067 | |
3.00%, 5/20/47 | | | 27,677 | | | | 24,616 | |
4.00%, 7/20/47 | | | 63,754 | | | | 60,165 | |
4.00%, 8/20/47 | | | 13,309 | | | | 12,560 | |
3.50%, 9/20/47 | | | 37,178 | | | | 34,036 | |
4.50%, 10/20/47 | | | 5,867 | | | | 5,698 | |
3.50%, 1/20/48 | | | 149,838 | | | | 137,175 | |
4.00%, 1/20/48 | | | 25,528 | | | | 24,091 | |
3.00%, 2/20/48 | | | 115,737 | | | | 102,936 | |
3.50%, 2/20/48 | | | 133,667 | | | | 122,372 | |
3.50%, 3/20/48 | | | 12,961 | | | | 11,865 | |
3.50%, 4/20/48 | | | 22,938 | | | | 21,000 | |
3.50%, 6/20/48 | | | 38,440 | | | | 35,192 | |
3.50%, 7/20/48 | | | 32,900 | | | | 30,115 | |
4.00%, 9/20/48 | | | 20,390 | | | | 19,226 | |
4.50%, 9/20/48 | | | 11,613 | | | | 11,249 | |
3.50%, 10/20/48 | | | 156,069 | | | | 142,859 | |
4.50%, 1/20/49 | | | 11,757 | | | | 11,388 | |
3.50%, 3/20/49 | | | 5,808 | | | | 5,316 | |
4.00%, 3/20/49 | | | 20,854 | | | | 19,663 | |
4.50%, 3/20/49 | | | 5,465 | | | | 5,294 | |
5.00%, 3/20/49 | | | 10,197 | | | | 10,114 | |
4.00%, 4/20/49 | | | 8,787 | | | | 8,279 | |
4.50%, 4/20/49 | | | 30,911 | | | | 29,942 | |
4.50%, 6/20/49 | | | 35,939 | | | | 34,813 | |
3.50%, 7/20/49 | | | 32,379 | | | | 29,585 | |
3.50%, 8/20/49 | | | 19,030 | | | | 17,386 | |
3.00%, 9/20/49 | | | 51,498 | | | | 45,620 | |
3.00%, 10/20/49 | | | 201,315 | | | | 178,065 | |
4.00%, 10/20/49 | | | 24,078 | | | | 22,688 | |
2.50%, 11/20/49 | | | 36,040 | | | | 30,689 | |
3.00%, 1/20/50 | | | 5,812 | | | | 5,142 | |
3.50%, 1/20/50 | | | 4,170 | | | | 3,807 | |
4.50%, 1/20/50 | | | 8,409 | | | | 8,145 | |
4.00%, 2/20/50 | | | 36,505 | | | | 34,397 | |
3.00%, 5/20/50 | | | 22,275 | | | | 19,663 | |
2.50%, 6/20/50 | | | 29,615 | | | | 25,135 | |
3.00%, 6/20/50 | | | 41,506 | | | | 36,663 | |
3.50%, 7/20/50 | | | 107,352 | | | | 97,988 | |
5.00%, 7/20/50 | | | 40,046 | | | | 39,883 | |
2.00%, 8/20/50 | | | 120,948 | | | | 98,760 | |
2.50%, 8/20/50 | | | 191,008 | | | | 161,221 | |
3.00%, 8/20/50 | | | 57,821 | | | | 51,049 | |
3.00%, 9/20/50 | | | 174,722 | | | | 154,099 | |
4.00%, 9/20/50 | | | 34,514 | | | | 32,521 | |
4.50%, 9/20/50 | | | 45,155 | | | | 43,740 | |
2.00%, 11/20/50 | | | 428,512 | | | | 349,601 | |
2.50%, 11/20/50 | | | 247,759 | | | | 209,890 | |
3.00%, 11/20/50 | | | 66,566 | | | | 58,682 | |
2.00%, 12/20/50 | | | 170,073 | | | | 138,715 | |
2.50%, 12/20/50 | | | 280,392 | | | | 237,448 | |
2.00%, 3/20/51 | | | 250,946 | | | | 204,556 | |
2.50%, 3/20/51 | | | 408,925 | | | | 346,740 | |
2.50%, 4/20/51 | | | 175,749 | | | | 148,990 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
2.00%, 6/20/51 | | $ | 76,458 | | | $ | 62,288 | |
3.00%, 7/20/51 | | | 63,591 | | | | 55,851 | |
2.50%, 8/20/51 | | | 189,191 | | | | 160,245 | |
3.00%, 8/20/51 | | | 93,095 | | | | 81,743 | |
1.50%, 9/20/51 | | | 41,782 | | | | 32,367 | |
2.00%, 9/20/51 | | | 423,581 | | | | 344,883 | |
2.50%, 9/20/51 | | | 321,124 | | | | 271,933 | |
3.00%, 9/20/51 | | | 262,639 | | | | 230,551 | |
2.00%, 10/20/51 | | | 131,928 | | | | 107,396 | |
2.00%, 11/20/51 | | | 556,418 | | | | 452,868 | |
2.50%, 11/20/51 | | | 252,609 | | | | 213,819 | |
2.50%, 1/20/52 | | | 85,628 | | | | 72,463 | |
2.00%, 2/20/52 | | | 21,833 | | | | 17,769 | |
2.50%, 2/20/52 | | | 159,990 | | | | 135,363 | |
2.00%, 3/20/52 | | | 48,704 | | | | 39,630 | |
2.50%, 3/20/52 | | | 174,650 | | | | 147,790 | |
4.50%, 7/20/52 | | | 402,004 | | | | 384,875 | |
4.00%, 8/20/52 | | | 46,297 | | | | 43,085 | |
4.00%, 9/20/52 | | | 167,722 | | | | 156,085 | |
4.50%, 9/20/52 | | | 46,434 | | | | 44,408 | |
3.50%, 12/20/52 | | | 47,554 | | | | 42,997 | |
4.00%, 12/20/52 | | | 71,428 | | | | 66,472 | |
5.00%, 2/20/53 | | | 214,087 | | | | 209,249 | |
4.50%, 5/20/53 | | | 48,857 | | | | 46,661 | |
6.00%, 7/20/53 | | | 195,490 | | | | 196,503 | |
3.50%, 3/20/54(b) | | | 100,000 | | | | 90,457 | |
5.00%, 3/20/54(b) | | | 325,000 | | | | 317,530 | |
5.50%, 3/20/54(b) | | | 525,000 | | | | 521,630 | |
6.00%, 3/20/54(b) | | | 200,000 | | | | 201,045 | |
6.50%, 3/20/54(b) | | | 250,000 | | | | 253,503 | |
7.00%, 3/20/54(b) | | | 100,000 | | | | 102,010 | |
5.50%, 4/20/54(b) | | | 50,000 | | | | 49,664 | |
6.00%, 4/20/54(b) | | | 50,000 | | | | 50,229 | |
| | | | | | | | |
Total Government National Mortgage Association | | | | 10,384,797 | |
|
Tennessee Valley Authority – 0.1% | |
5.25%, 9/15/39 | | | 70,000 | | | | 72,763 | |
4.25%, 9/15/52 | | | 30,000 | | | | 26,732 | |
| | | | | | | | |
Total Tennessee Valley Authority | | | | 99,495 | |
|
Uniform Mortgage-Backed Securities – 1.5% | |
2.00%, 3/1/39(b) | | | 50,000 | | | | 44,104 | |
2.50%, 3/1/39(b) | | | 50,000 | | | | 45,335 | |
4.50%, 3/1/39(b) | | | 25,000 | | | | 24,478 | |
5.00%, 3/1/39(b) | | | 50,000 | | | | 49,611 | |
5.50%, 4/1/39(b) | | | 25,000 | | | | 25,031 | |
1.50%, 3/1/54(b) | | | 50,000 | | | | 37,307 | |
2.00%, 3/1/54(b) | | | 175,000 | | | | 137,549 | |
2.50%, 3/1/54(b) | | | 300,000 | | | | 246,442 | |
3.50%, 3/1/54(b) | | | 225,000 | | | | 200,235 | |
4.00%, 3/1/54(b) | | | 125,000 | | | | 115,016 | |
5.50%, 3/1/54(b) | | | 175,000 | | | | 173,115 | |
6.00%, 3/1/54(b) | | | 575,000 | | | | 577,488 | |
6.50%, 3/1/54(b) | | | 450,000 | | | | 457,968 | |
7.00%, 3/1/54(b) | | | 200,000 | | | | 205,304 | |
5.00%, 4/1/54(b) | | | 25,000 | | | | 24,266 | |
6.00%, 4/1/54(b) | | | 50,000 | | | | 50,209 | |
6.50%, 4/1/54(b) | | | 50,000 | | | | 50,876 | |
7.00%, 4/1/54(b) | | | 50,000 | | | | 51,314 | |
| | | | | | | | |
Total Uniform Mortgage-Backed Securities | | | | 2,515,648 | |
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $51,374,740) | | | | 46,674,462 | |
|
U.S. GOVERNMENT OBLIGATIONS – 42.1% | |
|
U.S. Treasury Bonds – 8.2% | |
6.88%, 8/15/25 | | | 35,000 | | | | 36,108 | |
4.38%, 5/15/40 | | | 50,000 | | | | 49,836 | |
1.13%, 8/15/40 | | | 405,000 | | | | 247,651 | |
3.88%, 8/15/40 | | | 60,000 | | | | 56,138 | |
1.38%, 11/15/40 | | | 640,000 | | | | 406,700 | |
1.88%, 2/15/41 | | | 1,045,000 | | | | 720,560 | |
4.75%, 2/15/41 | | | 25,000 | | | | 25,939 | |
2.25%, 5/15/41 | | | 825,000 | | | | 602,701 | |
1.75%, 8/15/41 | | | 140,000 | | | | 93,319 | |
3.75%, 8/15/41 | | | 165,000 | | | | 150,588 | |
2.00%, 11/15/41 | | | 725,000 | | | | 502,232 | |
3.13%, 11/15/41 | | | 505,000 | | | | 420,649 | |
2.38%, 2/15/42 | | | 775,000 | | | | 569,988 | |
3.00%, 5/15/42 | | | 100,000 | | | | 81,094 | |
3.25%, 5/15/42 | | | 710,000 | | | | 597,509 | |
2.75%, 8/15/42 | | | 250,000 | | | | 194,570 | |
4.00%, 11/15/42 | | | 285,000 | | | | 266,208 | |
3.88%, 5/15/43 | | | 175,000 | | | | 160,084 | |
4.38%, 8/15/43 | | | 225,000 | | | | 220,395 | |
4.75%, 11/15/43 | | | 120,000 | | | | 123,544 | |
4.50%, 2/15/44 | | | 500,000 | | | | 500,039 | |
2.50%, 2/15/45 | | | 165,000 | | | | 119,677 | |
2.50%, 2/15/46 | | | 480,000 | | | | 344,663 | |
2.50%, 5/15/46 | | | 595,000 | | | | 426,169 | |
2.25%, 8/15/46 | | | 415,000 | | | | 282,070 | |
2.88%, 11/15/46 | | | 70,000 | | | | 53,594 | |
3.00%, 2/15/47 | | | 100,000 | | | | 78,188 | |
3.00%, 5/15/47 | | | 205,000 | | | | 160,044 | |
2.75%, 8/15/47 | | | 355,000 | | | | 264,059 | |
3.00%, 8/15/48 | | | 280,000 | | | | 217,350 | |
3.00%, 2/15/49 | | | 235,000 | | | | 182,180 | |
2.88%, 5/15/49 | | | 430,000 | | | | 325,288 | |
2.25%, 8/15/49 | | | 80,000 | | | | 53,025 | |
2.38%, 11/15/49 | | | 340,000 | | | | 231,413 | |
2.00%, 2/15/50 | | | 75,000 | | | | 46,729 | |
1.25%, 5/15/50 | | | 390,000 | | | | 198,230 | |
1.38%, 8/15/50 | | | 425,000 | | | | 223,258 | |
1.63%, 11/15/50 | | | 450,000 | | | | 252,914 | |
2.38%, 5/15/51 | | | 850,000 | | | | 574,148 | |
1.88%, 11/15/51 | | | 1,105,000 | | | | 659,115 | |
2.88%, 5/15/52 | | | 550,000 | | | | 414,520 | |
3.00%, 8/15/52 | | | 275,000 | | | | 212,781 | |
4.00%, 11/15/52 | | | 525,000 | | | | 491,900 | |
3.63%, 2/15/53 | | | 500,000 | | | | 437,461 | |
3.63%, 5/15/53 | | | 425,000 | | | | 372,174 | |
4.13%, 8/15/53 | | | 150,000 | | | | 143,742 | |
4.75%, 11/15/53 | | | 180,000 | | | | 191,672 | |
4.25%, 2/15/54 | | | 300,000 | | | | 294,492 | |
| | | | | | | | |
Total U.S. Treasury Bonds | | | | 13,276,708 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
|
U.S. Treasury Notes – 33.9% | |
1.75%, 3/15/25 | | $ | 295,000 | | | $ | 285,240 | |
0.50%, 3/31/25 | | | 250,000 | | | | 238,262 | |
2.63%, 3/31/25 | | | 500,000 | | | | 487,578 | |
3.88%, 3/31/25 | | | 600,000 | | | | 592,875 | |
2.63%, 4/15/25 | | | 285,000 | | | | 277,736 | |
3.88%, 4/30/25 | | | 400,000 | | | | 395,172 | |
2.88%, 5/31/25 | | | 90,000 | | | | 87,810 | |
2.88%, 6/15/25 | | | 480,000 | | | | 467,972 | |
0.25%, 6/30/25 | | | 250,000 | | | | 235,293 | |
0.25%, 7/31/25 | | | 450,000 | | | | 422,051 | |
2.88%, 7/31/25 | | | 450,000 | | | | 438,029 | |
2.00%, 8/15/25 | | | 605,000 | | | | 581,249 | |
3.13%, 8/15/25 | | | 445,000 | | | | 434,501 | |
0.25%, 8/31/25 | | | 600,000 | | | | 560,906 | |
2.75%, 8/31/25 | | | 205,000 | | | | 198,926 | |
3.50%, 9/15/25 | | | 440,000 | | | | 431,595 | |
0.25%, 9/30/25 | | | 600,000 | | | | 559,043 | |
0.25%, 10/31/25 | | | 730,000 | | | | 678,016 | |
2.25%, 11/15/25 | | | 515,000 | | | | 494,289 | |
0.38%, 11/30/25 | | | 395,000 | | | | 366,517 | |
2.88%, 11/30/25 | | | 260,000 | | | | 252,073 | |
0.38%, 12/31/25 | | | 695,000 | | | | 643,051 | |
2.63%, 12/31/25 | | | 235,000 | | | | 226,633 | |
0.38%, 1/31/26 | | | 755,000 | | | | 696,281 | |
2.63%, 1/31/26 | | | 340,000 | | | | 327,542 | |
4.25%, 1/31/26 | | | 360,000 | | | | 357,342 | |
0.50%, 2/28/26 | | | 670,000 | | | | 617,787 | |
2.50%, 2/28/26 | | | 600,000 | | | | 576,023 | |
4.63%, 2/28/26 | | | 800,000 | | | | 799,953 | |
4.63%, 3/15/26 | | | 250,000 | | | | 250,029 | |
0.75%, 3/31/26 | | | 865,000 | | | | 799,922 | |
2.25%, 3/31/26 | | | 515,000 | | | | 491,322 | |
3.75%, 4/15/26 | | | 180,000 | | | | 176,977 | |
0.75%, 4/30/26 | | | 745,000 | | | | 686,826 | |
1.63%, 5/15/26 | | | 555,000 | | | | 521,028 | |
0.75%, 5/31/26 | | | 700,000 | | | | 643,645 | |
2.13%, 5/31/26 | | | 145,000 | | | | 137,552 | |
0.88%, 6/30/26 | | | 350,000 | | | | 322,109 | |
1.88%, 6/30/26 | | | 245,000 | | | | 230,893 | |
0.63%, 7/31/26 | | | 380,000 | | | | 346,527 | |
1.88%, 7/31/26 | | | 255,000 | | | | 239,760 | |
1.50%, 8/15/26 | | | 700,000 | | | | 651,438 | |
0.75%, 8/31/26 | | | 490,000 | | | | 447,068 | |
1.38%, 8/31/26 | | | 235,000 | | | | 217,816 | |
0.88%, 9/30/26 | | | 120,000 | | | | 109,617 | |
1.13%, 10/31/26 | | | 630,000 | | | | 577,557 | |
1.63%, 10/31/26 | | | 190,000 | | | | 176,544 | |
1.25%, 11/30/26 | | | 480,000 | | | | 440,625 | |
1.63%, 11/30/26 | | | 240,000 | | | | 222,675 | |
1.25%, 12/31/26 | | | 465,000 | | | | 426,147 | |
1.75%, 12/31/26 | | | 255,000 | | | | 237,001 | |
4.00%, 1/15/27 | | | 160,000 | | | | 158,131 | |
1.50%, 1/31/27 | | | 590,000 | | | | 543,238 | |
2.25%, 2/15/27 | | | 505,000 | | | | 474,917 | |
4.13%, 2/15/27 | | | 700,000 | | | | 694,230 | |
1.13%, 2/28/27 | | | 150,000 | | | | 136,313 | |
1.88%, 2/28/27 | | | 450,000 | | | | 418,166 | |
2.75%, 4/30/27 | | | 300,000 | | | | 285,492 | |
2.38%, 5/15/27 | | | 230,000 | | | | 216,263 | |
0.50%, 5/31/27 | | | 500,000 | | | | 441,699 | |
0.50%, 6/30/27 | | | 300,000 | | | | 264,281 | |
0.38%, 7/31/27 | | | 685,000 | | | | 598,893 | |
0.50%, 8/31/27 | | | 710,000 | | | | 621,832 | |
0.38%, 9/30/27 | | | 765,000 | | | | 664,982 | |
0.50%, 10/31/27 | | | 955,000 | | | | 831,559 | |
2.25%, 11/15/27 | | | 385,000 | | | | 357,569 | |
0.63%, 11/30/27 | | | 860,000 | | | | 750,451 | |
0.63%, 12/31/27 | | | 1,030,000 | | | | 896,181 | |
0.75%, 1/31/28 | | | 520,000 | | | | 453,558 | |
2.75%, 2/15/28 | | | 800,000 | | | | 754,344 | |
1.13%, 2/29/28 | | | 500,000 | | | | 441,816 | |
1.25%, 3/31/28 | | | 800,000 | | | | 709,031 | |
1.25%, 4/30/28 | | | 695,000 | | | | 614,505 | |
2.88%, 5/15/28 | | | 460,000 | | | | 434,736 | |
1.25%, 5/31/28 | | | 580,000 | | | | 511,714 | |
1.25%, 6/30/28 | | | 525,000 | | | | 462,205 | |
1.00%, 7/31/28 | | | 400,000 | | | | 347,469 | |
4.13%, 7/31/28 | | | 175,000 | | | | 173,797 | |
1.13%, 8/31/28 | | | 565,000 | | | | 492,411 | |
1.38%, 10/31/28 | | | 375,000 | | | | 329,326 | |
3.13%, 11/15/28 | | | 560,000 | | | | 532,569 | |
1.50%, 11/30/28 | | | 505,000 | | | | 445,307 | |
4.38%, 11/30/28 | | | 315,000 | | | | 316,390 | |
1.38%, 12/31/28 | | | 190,000 | | | | 166,168 | |
4.00%, 1/31/29 | | | 365,000 | | | | 360,822 | |
2.63%, 2/15/29 | | | 660,000 | | | | 611,609 | |
1.88%, 2/28/29 | | | 485,000 | | | | 433,185 | |
4.25%, 2/28/29 | | | 395,000 | | | | 395,062 | |
2.38%, 3/31/29 | | | 515,000 | | | | 470,742 | |
2.88%, 4/30/29 | | | 480,000 | | | | 449,250 | |
2.38%, 5/15/29 | | | 530,000 | | | | 483,625 | |
2.75%, 5/31/29 | | | 460,000 | | | | 427,387 | |
3.25%, 6/30/29 | | | 305,000 | | | | 290,191 | |
2.63%, 7/31/29 | | | 415,000 | | | | 382,367 | |
1.63%, 8/15/29 | | | 700,000 | | | | 612,582 | |
3.13%, 8/31/29 | | | 475,000 | | | | 448,393 | |
3.88%, 9/30/29 | | | 395,000 | | | | 387,223 | |
3.50%, 1/31/30 | | | 500,000 | | | | 479,863 | |
1.50%, 2/15/30 | | | 875,000 | | | | 748,843 | |
3.63%, 3/31/30 | | | 500,000 | | | | 482,676 | |
3.50%, 4/30/30 | | | 200,000 | | | | 191,656 | |
0.63%, 5/15/30 | | | 525,000 | | | | 421,661 | |
3.75%, 6/30/30 | | | 300,000 | | | | 291,270 | |
4.00%, 7/31/30 | | | 106,000 | | | | 104,373 | |
0.63%, 8/15/30 | | | 1,180,000 | | | | 939,713 | |
4.13%, 8/31/30 | | | 275,000 | | | | 272,572 | |
4.63%, 9/30/30 | | | 300,000 | | | | 305,930 | |
4.88%, 10/31/30 | | | 175,000 | | | | 180,975 | |
0.88%, 11/15/30 | | | 225,000 | | | | 181,178 | |
4.00%, 1/31/31 | | | 245,000 | | | | 241,076 | |
1.13%, 2/15/31 | | | 900,000 | | | | 734,063 | |
4.25%, 2/28/31 | | | 700,000 | | | | 699,289 | |
1.63%, 5/15/31 | | | 275,000 | | | | 230,570 | |
1.38%, 11/15/31 | | | 800,000 | | | | 649,625 | |
1.88%, 2/15/32 | | | 890,000 | | | | 747,600 | |
2.88%, 5/15/32 | | | 870,000 | | | | 786,602 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
2.75%, 8/15/32 | | $ | 930,000 | | | $ | 830,461 | |
4.13%, 11/15/32 | | | 615,000 | | | | 608,610 | |
3.50%, 2/15/33 | | | 425,000 | | | | 401,027 | |
3.38%, 5/15/33 | | | 810,000 | | | | 755,895 | |
3.88%, 8/15/33 | | | 660,000 | | | | 640,406 | |
4.50%, 11/15/33 | | | 675,000 | | | | 687,920 | |
4.00%, 2/15/34 | | | 260,000 | | | | 254,942 | |
| | | | | | | | |
Total U.S. Treasury Notes | | | | 55,243,600 | |
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $70,108,982) | | | | 68,520,308 | |
|
CORPORATE BONDS – 24.7% | |
|
Australia – 0.1% | |
| | |
BHP Billiton Finance USA Ltd. 5.25%, 9/8/33 | | | 10,000 | | | | 10,049 | |
5.00%, 9/30/43 | | | 23,000 | | | | 22,028 | |
| | |
Westpac Banking Corp. 5.51%, 11/17/25 | | | 10,000 | | | | 10,080 | |
3.35%, 3/8/27 | | | 23,000 | | | | 22,004 | |
5.54%, 11/17/28 | | | 10,000 | | | | 10,242 | |
4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year Secured Overnight Financing Rate Spread-Adjusted ICE Swap Rate + 2.236% thereafter)(c) | | | 10,000 | | | | 9,606 | |
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 | | | | 24,473 | |
4.42%, 7/24/39 | | | 10,000 | | | | 8,686 | |
| | | | | | | | |
Total Australia | | | | 117,168 | |
|
Austria – 0.0% | |
| | |
Suzano Austria GmbH 3.75%, 1/15/31 | | | 41,000 | | | | 35,877 | |
|
Belgium – 0.2% | |
| | |
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 3.65%, 2/1/26 | | | 45,000 | | | | 43,881 | |
4.70%, 2/1/36 | | | 135,000 | | | | 129,335 | |
| | |
Anheuser-Busch InBev Worldwide, Inc. 4.90%, 1/23/31 | | | 40,000 | | | | 40,237 | |
4.60%, 4/15/48 | | | 94,000 | | | | 84,536 | |
4.50%, 6/1/50 | | | 75,000 | | | | 67,661 | |
| | | | | | | | |
Total Belgium | | | | 365,650 | |
|
Brazil – 0.0% | |
| | |
Vale Overseas Ltd. 6.13%, 6/12/33 | | | 20,000 | | | | 20,211 | |
6.88%, 11/21/36 | | | 10,000 | | | | 10,720 | |
| | | | | | | | |
Total Brazil | | | | 30,931 | |
|
Canada – 0.7% | |
| | |
Bank of Montreal 3.70%, 6/7/25 | | | 80,000 | | | | 78,394 | |
5.92%, 9/25/25 | | | 10,000 | | | | 10,105 | |
3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(c) | | | 205,000 | | | | 188,834 | |
| | |
Bank of Nova Scotia 5.45%, 6/12/25 | | | 10,000 | | | | 10,008 | |
2.15%, 8/1/31 | | | 50,000 | | | | 40,872 | |
| | |
Brookfield Finance, Inc. 4.85%, 3/29/29 | | | 25,000 | | | | 24,659 | |
4.70%, 9/20/47 | | | 3,000 | | | | 2,549 | |
| | |
Canadian National Railway Co. 2.75%, 3/1/26 | | | 8,000 | | | | 7,677 | |
3.85%, 8/5/32 | | | 75,000 | | | | 69,102 | |
4.40%, 8/5/52 | | | 25,000 | | | | 22,078 | |
| | |
Canadian Natural Resources Ltd. 3.85%, 6/1/27 | | | 18,000 | | | | 17,246 | |
| | |
Canadian Pacific Railway Co. 4.80%, 9/15/35 | | | 35,000 | | | | 33,537 | |
4.95%, 8/15/45 | | | 65,000 | | | | 59,739 | |
| | |
Cenovus Energy, Inc. 6.75%, 11/15/39 | | | 5,000 | | | | 5,425 | |
| | |
Enbridge, Inc. 4.25%, 12/1/26 | | | 11,000 | | | | 10,763 | |
4.00%, 11/15/49 | | | 70,000 | | | | 54,330 | |
6.70%, 11/15/53 | | | 10,000 | | | | 11,168 | |
| | |
Kinross Gold Corp. 4.50%, 7/15/27 | | | 15,000 | | | | 14,590 | |
| | |
Nutrien Ltd. 2.95%, 5/13/30(d) | | | 40,000 | | | | 35,416 | |
5.63%, 12/1/40 | | | 5,000 | | | | 4,901 | |
5.25%, 1/15/45 | | | 18,000 | | | | 16,791 | |
| | |
Rogers Communications, Inc. 3.20%, 3/15/27 | | | 100,000 | | | | 94,191 | |
| | |
Royal Bank of Canada 5.20%, 7/20/26 | | | 10,000 | | | | 10,036 | |
3.88%, 5/4/32 | | | 100,000 | | | | 91,243 | |
| | |
Suncor Energy, Inc. 3.75%, 3/4/51 | | | 60,000 | | | | 43,651 | |
| | |
TELUS Corp. 2.80%, 2/16/27 | | | 6,000 | | | | 5,625 | |
| | |
Toronto-Dominion Bank 3.77%, 6/6/25 | | | 20,000 | | | | 19,647 | |
0.75%, 9/11/25 | | | 25,000 | | | | 23,431 | |
5.53%, 7/17/26 | | | 15,000 | | | | 15,139 | |
5.52%, 7/17/28 | | | 10,000 | | | | 10,165 | |
4.46%, 6/8/32(d) | | | 70,000 | | | | 66,758 | |
| | |
TransCanada PipeLines Ltd. 4.25%, 5/15/28 | | | 16,000 | | | | 15,417 | |
| | | | | | | | |
Total Canada | | | | 1,113,487 | |
|
France – 0.1% | |
| | |
Sanofi SA 3.63%, 6/19/28 | | | 5,000 | | | | 4,827 | |
| | |
TotalEnergies Capital International SA 3.46%, 2/19/29(d) | | | 70,000 | | | | 65,764 | |
3.46%, 7/12/49 | | | 20,000 | | | | 14,975 | |
| | | | | | | | |
Total France | | | | 85,566 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
|
Germany – 0.1% | |
| | |
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 | | | $ | 154,062 | |
| | |
Deutsche Telekom International Finance BV 9.25%, 6/1/32(d) | | | 35,000 | | | | 44,210 | |
| | | | | | | | |
Total Germany | | | | 198,272 | |
|
Ireland – 0.1% | |
| | |
AerCap Ireland Capital DAC/AerCap Global Aviation Trust 6.15%, 9/30/30 | | | 150,000 | | | | 155,068 | |
|
Japan – 0.2% | |
| | |
Mitsubishi UFJ Financial Group, Inc. 3.78%, 3/2/25 | | | 5,000 | | | | 4,921 | |
4.15%, 3/7/39 | | | 30,000 | | | | 27,043 | |
| | |
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 | | | | 83,187 | |
| | |
Sumitomo Mitsui Financial Group, Inc. 3.45%, 1/11/27 | | | 25,000 | | | | 23,952 | |
3.35%, 10/18/27 | | | 16,000 | | | | 15,097 | |
5.80%, 7/13/28(d) | | | 200,000 | | | | 205,538 | |
3.20%, 9/17/29 | | | 30,000 | | | | 27,030 | |
| | |
Takeda Pharmaceutical Co. Ltd. 3.03%, 7/9/40 | | | 25,000 | | | | 18,639 | |
| | |
Toyota Motor Corp. 3.67%, 7/20/28 | | | 2,000 | | | | 1,941 | |
| | | | | | | | |
Total Japan | | | | 407,348 | |
|
Mexico – 0.0% | |
| | |
Southern Copper Corp. 6.75%, 4/16/40 | | | 5,000 | | | | 5,523 | |
|
Netherlands – 0.5% | |
| | |
Cooperatieve Rabobank UA 5.50%, 7/18/25 | | | 250,000 | | | | 251,185 | |
4.80%, 1/9/29 | | | 250,000 | | | | 247,795 | |
|
ING Groep NV | |
6.08%, 9/11/27, (6.083% fixed rate until 11/9/26; Secured Overnight Financing Rate + 1.56% thereafter)(c) | | | 200,000 | | | | 202,454 | |
| | |
Shell International Finance BV 4.13%, 5/11/35 | | | 25,000 | | | | 23,133 | |
5.50%, 3/25/40 | | | 27,000 | | | | 27,812 | |
4.38%, 5/11/45 | | | 50,000 | | | | 43,718 | |
3.13%, 11/7/49 | | | 66,000 | | | | 46,040 | |
| | | | | | | | |
Total Netherlands | | | | 842,137 | |
|
Norway – 0.2% | |
| | |
Equinor ASA 3.63%, 9/10/28 | | | 274,000 | | | | 262,284 | |
|
Spain – 0.1% | |
| | |
Banco Santander SA 5.29%, 8/18/27 | | | 200,000 | | | | 198,602 | |
|
Switzerland – 0.1% | |
| | |
Credit Suisse AG 5.00%, 7/9/27 | | | 200,000 | | | | 198,198 | |
|
United Kingdom – 1.0% | |
| | |
AstraZeneca PLC 3.38%, 11/16/25 | | | 15,000 | | | | 14,592 | |
4.00%, 1/17/29 | | | 25,000 | | | | 24,161 | |
6.45%, 9/15/37 | | | 25,000 | | | | 28,175 | |
4.38%, 11/16/45 | | | 50,000 | | | | 44,260 | |
|
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 | | | | 200,500 | |
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 | | | | 144,892 | |
| | |
BAT Capital Corp. 3.22%, 9/6/26 | | | 25,000 | | | | 23,701 | |
4.39%, 8/15/37 | | | 25,000 | | | | 20,522 | |
3.98%, 9/25/50 | | | 100,000 | | | | 68,349 | |
| | |
British Telecommunications PLC 9.63%, 12/15/30 | | | 36,000 | | | | 44,070 | |
| | |
Diageo Capital PLC 2.13%, 4/29/32 | | | 30,000 | | | | 24,259 | |
| | |
GlaxoSmithKline Capital, Inc. 6.38%, 5/15/38 | | | 50,000 | | | | 56,088 | |
| | |
HSBC Holdings PLC 3.90%, 5/25/26 | | | 25,000 | | | | 24,233 | |
1.59%, 5/24/27, (1.589% fixed rate until 5/24/26; Secured Overnight Financing Rate + 1.29% thereafter)(c) | | | 200,000 | | | | 183,150 | |
5.89%, 8/14/27, (5.887% fixed rate until 8/14/26; Secured Overnight Financing Rate + 1.57% thereafter)(c) | | | 200,000 | | | | 201,358 | |
4.95%, 3/31/30 | | | 175,000 | | | | 171,470 | |
6.55%, 6/20/34, (6.547% fixed rate until 6/20/33; Secured Overnight Financing Rate + 2.98% thereafter)(c) | | | 200,000 | | | | 203,664 | |
| | |
Reynolds American, Inc. 7.25%, 6/15/37 | | | 23,000 | | | | 24,516 | |
5.85%, 8/15/45 | | | 10,000 | | | | 9,080 | |
| | |
Vodafone Group PLC 4.13%, 5/30/25 | | | 37,000 | | | | 36,408 | |
4.38%, 2/19/43 | | | 34,000 | | | | 28,655 | |
5.25%, 5/30/48 | | | 100,000 | | | | 92,991 | |
| | | | | | | | |
Total United Kingdom | | | | 1,669,094 | |
|
United States – 21.3% | |
| | |
3M Co. 2.88%, 10/15/27(d) | | | 19,000 | | | | 17,602 | |
3.38%, 3/1/29(d) | | | 35,000 | | | | 32,244 | |
3.05%, 4/15/30 | | | 10,000 | | | | 8,874 | |
3.63%, 10/15/47 | | | 48,000 | | | | 34,833 | |
| | |
Abbott Laboratories 6.15%, 11/30/37 | | | 53,000 | | | | 58,794 | |
4.75%, 4/15/43 | | | 10,000 | | | | 9,600 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
AbbVie, Inc. 3.60%, 5/14/25 | | $ | 24,000 | | | $ | 23,520 | |
2.95%, 11/21/26 | | | 65,000 | | | | 61,653 | |
4.55%, 3/15/35 | | | 10,000 | | | | 9,594 | |
4.05%, 11/21/39 | | | 125,000 | | | | 109,855 | |
4.40%, 11/6/42 | | | 15,000 | | | | 13,452 | |
4.75%, 3/15/45 | | | 2,000 | | | | 1,855 | |
4.25%, 11/21/49 | | | 14,000 | | | | 12,064 | |
| | |
AEP Transmission Co. LLC 3.15%, 9/15/49 | | | 128,000 | | | | 87,694 | |
| | |
AES Corp. 5.45%, 6/1/28 | | | 35,000 | | | | 34,902 | |
| | |
Aetna, Inc. 4.75%, 3/15/44 | | | 15,000 | | | | 12,975 | |
3.88%, 8/15/47 | | | 43,000 | | | | 32,075 | |
| | |
Air Lease Corp. 3.63%, 12/1/27 | | | 88,000 | | | | 82,432 | |
4.63%, 10/1/28 | | | 25,000 | | | | 24,162 | |
| | |
Air Products & Chemicals, Inc. 4.60%, 2/8/29(d) | | | 50,000 | | | | 49,390 | |
2.70%, 5/15/40 | | | 50,000 | | | | 36,003 | |
| | |
Aircastle Ltd. 4.25%, 6/15/26 | | | 25,000 | | | | 24,241 | |
| | |
Alabama Power Co. 4.30%, 7/15/48, Series A | | | 12,000 | | | | 10,057 | |
3.45%, 10/1/49 | | | 9,000 | | | | 6,580 | |
| | |
Alexandria Real Estate Equities, Inc. 3.45%, 4/30/25 | | | 18,000 | | | | 17,582 | |
4.90%, 12/15/30 | | | 51,000 | | | | 49,681 | |
1.88%, 2/1/33 | | | 25,000 | | | | 18,735 | |
| | |
Allstate Corp. 1.45%, 12/15/30 | | | 20,000 | | | | 15,803 | |
4.20%, 12/15/46 | | | 50,000 | | | | 40,972 | |
Ally Financial, Inc. 8.00%, 11/1/31 | | | 63,000 | | | | 68,850 | |
Alphabet, Inc. 1.10%, 8/15/30(d) | | | 25,000 | | | | 20,248 | |
1.90%, 8/15/40 | | | 20,000 | | | | 13,253 | |
Altria Group, Inc. 4.80%, 2/14/29 | | | 25,000 | | | | 24,565 | |
2.45%, 2/4/32 | | | 20,000 | | | | 16,032 | |
3.40%, 2/4/41 | | | 6,000 | | | | 4,318 | |
5.38%, 1/31/44 | | | 43,000 | | | | 41,860 | |
Amazon.com, Inc. 5.20%, 12/3/25 | | | 19,000 | | | | 19,089 | |
1.20%, 6/3/27 | | | 25,000 | | | | 22,369 | |
2.10%, 5/12/31 | | | 115,000 | | | | 96,606 | |
3.60%, 4/13/32 | | | 77,000 | | | | 71,039 | |
3.88%, 8/22/37 | | | 15,000 | | | | 13,415 | |
4.05%, 8/22/47 | | | 7,000 | | | | 6,000 | |
4.25%, 8/22/57 | | | 27,000 | | | | 23,241 | |
2.70%, 6/3/60 | | | 30,000 | | | | 18,499 | |
4.10%, 4/13/62 | | | 40,000 | | | | 33,166 | |
Ameren Illinois Co. 3.80%, 5/15/28 | | | 23,000 | | | | 22,187 | |
1.55%, 11/15/30 | | | 50,000 | | | | 40,182 | |
American Express Co. 4.90%, 2/13/26 | | | 150,000 | | | | 149,559 | |
3.30%, 5/3/27 | | | 10,000 | | | | 9,483 | |
American Homes 4 Rent LP 4.25%, 2/15/28 | | | 10,000 | | | | 9,610 | |
American Honda Finance Corp. 1.00%, 9/10/25 | | | 15,000 | | | | 14,099 | |
5.80%, 10/3/25 | | | 10,000 | | | | 10,099 | |
5.25%, 7/7/26 | | | 10,000 | | | | 10,076 | |
2.30%, 9/9/26 | | | 5,000 | | | | 4,691 | |
4.60%, 4/17/30 | | | 50,000 | | | | 48,994 | |
American International Group, Inc. 4.50%, 7/16/44 | | | 18,000 | | | | 15,907 | |
4.75%, 4/1/48 | | | 28,000 | | | | 25,593 | |
American Tower Corp. 4.00%, 6/1/25 | | | 45,000 | | | | 44,129 | |
3.60%, 1/15/28 | | | 58,000 | | | | 54,616 | |
3.80%, 8/15/29 | | | 25,000 | | | | 23,158 | |
3.10%, 6/15/50 | | | 10,000 | | | | 6,559 | |
2.95%, 1/15/51 | | | 50,000 | | | | 31,709 | |
American University 3.67%, 4/1/49, Series 2019 | | | 25,000 | | | | 20,275 | |
American Water Capital Corp. | | | | | | | | |
2.95%, 9/1/27(d) | | | 25,000 | | | | 23,334 | |
3.75%, 9/1/47 | | | 40,000 | | | | 31,112 | |
Amgen, Inc. 5.25%, 3/2/30 | | | 100,000 | | | | 100,836 | |
2.30%, 2/25/31 | | | 49,000 | | | | 41,035 | |
4.66%, 6/15/51 | | | 235,000 | | | | 204,340 | |
Aon Corp. 2.80%, 5/15/30 | | | 15,000 | | | | 13,055 | |
Aon Corp./Aon Global Holdings PLC 5.00%, 9/12/32 | | | 50,000 | | | | 48,868 | |
Apache Corp. 5.10%, 9/1/40 | | | 20,000 | | | | 16,746 | |
Apple, Inc. 3.25%, 2/23/26 | | | 75,000 | | | | 72,776 | |
3.20%, 5/11/27 | | | 102,000 | | | | 97,374 | |
3.00%, 6/20/27(d) | | | 10,000 | | | | 9,489 | |
1.65%, 5/11/30 | | | 55,000 | | | | 46,029 | |
3.35%, 8/8/32(d) | | | 25,000 | | | | 22,714 | |
4.45%, 5/6/44 | | | 18,000 | | | | 16,842 | |
4.38%, 5/13/45 | | | 18,000 | | | | 16,431 | |
3.85%, 8/4/46 | | | 11,000 | | | | 9,197 | |
2.65%, 2/8/51 | | | 74,000 | | | | 47,773 | |
Ares Capital Corp. 4.25%, 3/1/25 | | | 22,000 | | | | 21,576 | |
Arrow Electronics, Inc. 2.95%, 2/15/32 | | | 25,000 | | | | 20,886 | |
Arthur J Gallagher & Co. 5.45%, 7/15/34(d) | | | 25,000 | | | | 24,924 | |
5.75%, 7/15/54 | | | 25,000 | | | | 24,811 | |
Ascension Health 4.85%, 11/15/53 | | | 19,000 | | | | 18,277 | |
AT&T, Inc. 4.25%, 3/1/27(d) | | | 93,000 | | | | 90,688 | |
2.75%, 6/1/31 | | | 43,000 | | | | 36,648 | |
2.25%, 2/1/32 | | | 26,000 | | | | 20,863 | |
4.35%, 6/15/45 | | | 231,000 | | | | 193,377 | |
4.75%, 5/15/46 | | | 10,000 | | | | 8,767 | |
5.15%, 2/15/50 | | | 25,000 | | | | 22,945 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
3.55%, 9/15/55 | | $ | 105,000 | | | $ | 71,653 | |
3.80%, 12/1/57 | | | 25,000 | | | | 17,654 | |
Automatic Data Processing, Inc. 1.25%, 9/1/30 | | | 100,000 | | | | 81,056 | |
AutoNation, Inc. 4.50%, 10/1/25 | | | 3,000 | | | | 2,948 | |
3.80%, 11/15/27 | | | 5,000 | | | | 4,659 | |
AutoZone, Inc. 3.25%, 4/15/25 | | | 18,000 | | | | 17,572 | |
3.63%, 4/15/25 | | | 64,000 | | | | 62,841 | |
4.00%, 4/15/30 | | | 25,000 | | | | 23,519 | |
Avangrid, Inc. 3.80%, 6/1/29 | | | 25,000 | | | | 23,313 | |
Avnet, Inc. 3.00%, 5/15/31 | | | 49,000 | | | | 40,506 | |
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. 3.34%, 12/15/27 | | | 48,000 | | | | 45,280 | |
Bank of America Corp. 3.95%, 4/21/25, Series L | | | 29,000 | | | | 28,526 | |
1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(c) | | | 13,000 | | | | 12,312 | |
1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing Rate + 1.01% thereafter)(c) | | | 135,000 | | | | 125,816 | |
5.93%, 9/15/27, (5.933% fixed rate until 9/15/26; Secured Overnight Financing Rate + 1.34% thereafter)(c) | | | 10,000 | | | | 10,144 | |
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 | | | | 109,367 | |
5.82%, 9/15/29, (5.819% fixed rate until 9/15/28; Secured Overnight Financing Rate + 1.57% thereafter)(c) | | | 20,000 | | | | 20,394 | |
1.92%, 10/24/31, (1.922% fixed rate until 10/24/30; Secured Overnight Financing Rate + 1.37% thereafter)(c) | | | 285,000 | | | | 230,086 | |
5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(c) | | | 100,000 | | | | 97,489 | |
5.87%, 9/15/34, (5.872% fixed rate until 9/15/33; Secured Overnight Financing Rate + 1.84% thereafter)(c) | | | 30,000 | | | | 30,773 | |
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 | | | | 8,892 | |
7.75%, 5/14/38 | | | 100,000 | | | | 120,107 | |
2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(c) | | | 45,000 | | | | 31,461 | |
5.00%, 1/21/44 | | | 70,000 | | | | 67,035 | |
4.75%, 4/21/45, Series L | | | 10,000 | | | | 9,094 | |
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 | | | | 8,629 | |
2.83%, 10/24/51, (2.831% fixed rate until 10/24/50; Secured Overnight Financing Rate + 1.88% thereafter)(c) | | | 5,000 | | | | 3,212 | |
| | |
Baxalta, Inc. 4.00%, 6/23/25 | | | 15,000 | | | | 14,732 | |
| | |
Baxter International, Inc. 2.27%, 12/1/28 | | | 90,000 | | | | 78,930 | |
| | |
Becton Dickinson & Co. | | | | | | | | |
2.82%, 5/20/30 | | | 37,000 | | | | 32,480 | |
4.69%, 12/15/44 | | | 22,000 | | | | 19,783 | |
| | |
Berkshire Hathaway Energy Co. 3.80%, 7/15/48 | | | 36,000 | | | | 27,359 | |
| | |
Berkshire Hathaway Finance Corp. 1.85%, 3/12/30(d) | | | 100,000 | | | | 85,030 | |
| | |
Berry Global, Inc. 1.57%, 1/15/26 | | | 40,000 | | | | 37,270 | |
| | |
Biogen, Inc. 3.15%, 5/1/50 | | | 100,000 | | | | 66,079 | |
| | |
Black Hills Corp. 4.35%, 5/1/33 | | | 50,000 | | | | 45,593 | |
| | |
Blue Owl Capital Corp. 4.00%, 3/30/25 | | | 40,000 | | | | 39,076 | |
| | |
Blue Owl Capital Corp. III 3.13%, 4/13/27 | | | 75,000 | | | | 67,824 | |
| | |
Blue Owl Credit Income Corp. 5.50%, 3/21/25 | | | 50,000 | | | | 49,618 | |
| | |
Boardwalk Pipelines LP 4.45%, 7/15/27 | | | 18,000 | | | | 17,556 | |
3.40%, 2/15/31 | | | 15,000 | | | | 13,268 | |
| | |
Boeing Co. 4.88%, 5/1/25 | | | 55,000 | | | | 54,541 | |
2.25%, 6/15/26 | | | 5,000 | | | | 4,657 | |
5.15%, 5/1/30 | | | 69,000 | | | | 67,868 | |
3.63%, 2/1/31 | | | 50,000 | | | | 44,779 | |
3.83%, 3/1/59(d) | | | 160,000 | | | | 110,971 | |
5.93%, 5/1/60 | | | 30,000 | | | | 28,772 | |
| | |
Bon Secours Mercy Health, Inc. 3.21%, 6/1/50, Series 20-2 | | | 30,000 | | | | 21,314 | |
| | |
BorgWarner, Inc. 2.65%, 7/1/27 | | | 12,000 | | | | 11,081 | |
| | |
Boston Properties LP 2.75%, 10/1/26 | | | 24,000 | | | | 22,227 | |
3.40%, 6/21/29 | | | 75,000 | | | | 66,202 | |
| | |
BP Capital Markets America, Inc. | | | | | | | | |
3.41%, 2/11/26 | | | 25,000 | | | | 24,252 | |
3.12%, 5/4/26 | | | 5,000 | | | | 4,807 | |
3.59%, 4/14/27 | | | 65,000 | | | | 62,506 | |
4.81%, 2/13/33 | | | 75,000 | | | | 73,195 | |
4.89%, 9/11/33 | | | 15,000 | | | | 14,718 | |
3.38%, 2/8/61 | | | 45,000 | | | | 30,328 | |
| | |
Brighthouse Financial, Inc. 5.63%, 5/15/30(d) | | | 100,000 | | | | 99,536 | |
| | |
Bristol-Myers Squibb Co. 3.20%, 6/15/26 | | | 7,000 | | | | 6,735 | |
3.90%, 2/20/28 | | | 127,000 | | | | 122,685 | |
3.40%, 7/26/29 | | | 89,000 | | | | 83,007 | |
4.13%, 6/15/39 | | | 10,000 | | | | 8,729 | |
4.25%, 10/26/49 | | | 50,000 | | | | 41,946 | |
5.65%, 2/22/64 | | | 50,000 | | | | 50,524 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Brixmor Operating Partnership LP 3.90%, 3/15/27 | | $ | 50,000 | | | $ | 47,684 | |
| | |
Broadcom Corp./Broadcom Cayman Finance Ltd. 3.88%, 1/15/27 | | | 3,000 | | | | 2,901 | |
3.50%, 1/15/28 | | | 5,000 | | | | 4,712 | |
| | |
Broadcom, Inc. 4.15%, 11/15/30 | | | 70,000 | | | | 65,479 | |
2.45%, 2/15/31(e) | | | 70,000 | | | | 58,334 | |
3.75%, 2/15/51(e) | | | 70,000 | | | | 52,389 | |
| | |
Bunge Ltd. Finance Corp. 1.63%, 8/17/25 | | | 15,000 | | | | 14,202 | |
| | |
Burlington Northern Santa Fe LLC 3.00%, 4/1/25 | | | 18,000 | | | | 17,595 | |
6.15%, 5/1/37 | | | 10,000 | | | | 10,920 | |
5.15%, 9/1/43 | | | 48,000 | | | | 46,857 | |
3.90%, 8/1/46 | | | 5,000 | | | | 4,039 | |
5.20%, 4/15/54 | | | 25,000 | | | | 24,486 | |
| | |
Camden Property Trust 3.15%, 7/1/29 | | | 6,000 | | | | 5,462 | |
2.80%, 5/15/30(d) | | | 20,000 | | | | 17,583 | |
| | |
Campbell Soup Co. 4.15%, 3/15/28(d) | | | 20,000 | | | | 19,304 | |
| | |
Capital One Financial Corp. 4.20%, 10/29/25 | | | 25,000 | | | | 24,445 | |
1.88%, 11/2/27, (1.878% fixed rate until 11/2/26; Secured Overnight Financing Rate + 0.855% thereafter)(c) | | | 100,000 | | | | 90,763 | |
6.31%, 6/8/29, (6.312% fixed rate until 6/8/28; Secured Overnight Financing Rate + 2.64% thereafter)(c) | | | 15,000 | | | | 15,368 | |
6.38%, 6/8/34, (6.377% fixed rate until 6/8/33; Secured Overnight Financing Rate + 2.86% thereafter)(c) | | | 15,000 | | | | 15,462 | |
| | |
Cardinal Health, Inc. 4.90%, 9/15/45 | | | 29,000 | | | | 25,706 | |
| | |
Carlisle Cos., Inc. 3.75%, 12/1/27 | | | 12,000 | | | | 11,413 | |
2.75%, 3/1/30 | | | 25,000 | | | | 21,752 | |
| | |
Carrier Global Corp. 5.90%, 3/15/34 | | | 100,000 | | | | 104,525 | |
| | |
Caterpillar Financial Services Corp. 4.35%, 5/15/26 | | | 10,000 | | | | 9,882 | |
| | |
Caterpillar, Inc. 3.25%, 9/19/49 | | | 34,000 | | | | 25,051 | |
| | |
Catholic Health Services of Long Island Obligated Group 3.37%, 7/1/50, Series 2020 | | | 25,000 | | | | 17,489 | |
| | |
Cboe Global Markets, Inc. 3.00%, 3/16/32 | | | 30,000 | | | | 26,054 | |
| | |
CBRE Services, Inc. 4.88%, 3/1/26 | | | 16,000 | | | | 15,819 | |
5.95%, 8/15/34(d) | | | 10,000 | | | | 10,110 | |
| | |
CDW LLC/CDW Finance Corp. 3.28%, 12/1/28(d) | | | 25,000 | | | | 22,533 | |
3.25%, 2/15/29 | | | 25,000 | | | | 22,300 | |
| | |
Celanese U.S. Holdings LLC 6.35%, 11/15/28 | | | 10,000 | | | | 10,298 | |
6.55%, 11/15/30 | | | 10,000 | | | | 10,391 | |
6.70%, 11/15/33 | | | 10,000 | | | | 10,513 | |
| | |
Cencora, Inc. 3.45%, 12/15/27 | | | 25,000 | | | | 23,669 | |
| | |
CenterPoint Energy Houston Electric LLC 2.35%, 4/1/31, Series AE | | | 10,000 | | | | 8,413 | |
| | |
CenterPoint Energy Resources Corp. 1.75%, 10/1/30 | | | 74,000 | | | | 60,190 | |
| | |
Charles Schwab Corp. 1.65%, 3/11/31 | | | 60,000 | | | | 47,533 | |
2.90%, 3/3/32 | | | 50,000 | | | | 42,370 | |
5.85%, 5/19/34, (5.853% fixed rate until 5/19/33; Secured Overnight Financing Rate + 2.50% thereafter)(c) | | | 10,000 | | | | 10,158 | |
| | |
Charter Communications Operating LLC/Charter Communications Operating Capital 6.15%, 11/10/26 | | | 10,000 | | | | 10,102 | |
2.30%, 2/1/32 | | | 206,000 | | | | 156,609 | |
6.38%, 10/23/35 | | | 5,000 | | | | 4,841 | |
5.13%, 7/1/49 | | | 20,000 | | | | 15,179 | |
3.70%, 4/1/51 | | | 24,000 | | | | 14,565 | |
6.83%, 10/23/55 | | | 43,000 | | | | 40,732 | |
3.85%, 4/1/61 | | | 14,000 | | | | 8,130 | |
| | |
Cheniere Energy Partners LP 5.95%, 6/30/33 | | | 30,000 | | | | 30,135 | |
| | |
Chevron Corp. 3.08%, 5/11/50 | | | 56,000 | | | | 39,674 | |
| | |
Chevron USA, Inc. 0.69%, 8/12/25 | | | 15,000 | | | | 14,113 | |
3.25%, 10/15/29 | | | 26,000 | | | | 24,213 | |
| | |
Children’s Hospital 2.93%, 7/15/50, Series 2020 | | | 10,000 | | | | 6,560 | |
| | |
Children’s Hospital Corp. 4.12%, 1/1/47, Series 2017 | | | 25,000 | | | | 21,424 | |
| | |
Chubb INA Holdings, Inc. 3.15%, 3/15/25 | | | 18,000 | | | | 17,601 | |
3.05%, 12/15/61 | | | 50,000 | | | | 33,264 | |
| | |
Cigna Group 3.40%, 3/1/27 | | | 10,000 | | | | 9,526 | |
3.05%, 10/15/27 | | | 110,000 | | | | 102,785 | |
3.88%, 10/15/47 | | | 15,000 | | | | 11,541 | |
4.90%, 12/15/48 | | | 30,000 | | | | 26,996 | |
5.60%, 2/15/54 | | | 75,000 | | | | 73,902 | |
| | |
Cintas Corp. No. 2 3.70%, 4/1/27 | | | 48,000 | | | | 46,514 | |
| | |
Cisco Systems, Inc. 5.90%, 2/15/39 | | | 38,000 | | | | 40,810 | |
| | |
Citigroup, Inc. 3.88%, 3/26/25 | | | 69,000 | | | | 67,729 | |
4.45%, 9/29/27 | | | 83,000 | | | | 80,470 | |
4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c) | | | 20,000 | | | | 18,907 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(c) | | $ | 8,000 | | | $ | 6,770 | |
3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(c) | | | 400,000 | | | | 336,552 | |
3.88%, 1/24/39, (3.878% fixed rate until 1/24/38; 3-month Secured Overnight Financing Rate + 1.43% thereafter)(c) | | | 75,000 | | | | 63,163 | |
4.65%, 7/23/48 | | | 35,000 | | | | 31,250 | |
| | |
Citizens Financial Group, Inc. 2.50%, 2/6/30 | | | 50,000 | | | | 41,485 | |
3.25%, 4/30/30(d) | | | 50,000 | | | | 43,320 | |
| | |
Cleco Corporate Holdings LLC 3.74%, 5/1/26 | | | 23,000 | | | | 22,132 | |
| | |
CME Group, Inc. 3.00%, 3/15/25 | | | 55,000 | | | | 53,742 | |
2.65%, 3/15/32 | | | 50,000 | | | | 42,898 | |
4.15%, 6/15/48 | | | 5,000 | | | | 4,302 | |
| | |
Coca-Cola Co. 1.65%, 6/1/30 | | | 100,000 | | | | 83,622 | |
2.60%, 6/1/50 | | | 5,000 | | | | 3,229 | |
2.75%, 6/1/60 | | | 45,000 | | | | 28,598 | |
| | |
Comcast Corp. 2.35%, 1/15/27 | | | 20,000 | | | | 18,649 | |
3.55%, 5/1/28 | | | 20,000 | | | | 18,992 | |
4.55%, 1/15/29 | | | 110,000 | | | | 108,296 | |
4.25%, 10/15/30 | | | 25,000 | | | | 23,923 | |
4.80%, 5/15/33 | | | 10,000 | | | | 9,783 | |
6.45%, 3/15/37 | | | 27,000 | | | | 29,603 | |
4.60%, 10/15/38 | | | 15,000 | | | | 13,815 | |
4.00%, 8/15/47 | | | 15,000 | | | | 12,030 | |
4.70%, 10/15/48 | | | 12,000 | | | | 10,842 | |
4.05%, 11/1/52 | | | 100,000 | | | | 79,024 | |
5.35%, 5/15/53 | | | 15,000 | | | | 14,642 | |
4.95%, 10/15/58(d) | | | 28,000 | | | | 25,934 | |
5.50%, 5/15/64 | | | 10,000 | | | | 9,833 | |
| | |
Conagra Brands, Inc. 1.38%, 11/1/27 | | | 25,000 | | | | 21,741 | |
7.00%, 10/1/28 | | | 19,000 | | | | 20,313 | |
| | |
ConocoPhillips Co. 5.05%, 9/15/33 | | | 10,000 | | | | 9,971 | |
6.50%, 2/1/39 | | | 9,000 | | | | 10,185 | |
5.30%, 5/15/53 | | | 40,000 | | | | 39,264 | |
5.55%, 3/15/54 | | | 10,000 | | | | 10,124 | |
| | |
Consolidated Edison Co. of New York, Inc. 4.50%, 12/1/45 | | | 75,000 | | | | 65,035 | |
4.00%, 11/15/57, Series C | | | 43,000 | | | | 33,620 | |
3.70%, 11/15/59 | | | 60,000 | | | | 42,927 | |
| | |
Constellation Brands, Inc. 4.40%, 11/15/25 | | | 66,000 | | | | 65,034 | |
3.15%, 8/1/29 | | | 50,000 | | | | 45,382 | |
5.25%, 11/15/48 | | | 19,000 | | | | 17,935 | |
| | |
Consumers Energy Co. 4.63%, 5/15/33 | | | 25,000 | | | | 24,189 | |
3.10%, 8/15/50 | | | 60,000 | | | | 41,471 | |
| | |
Corebridge Financial, Inc. 4.40%, 4/5/52 | | | 25,000 | | | | 20,118 | |
| | |
Corning, Inc. 5.85%, 11/15/68 | | | 18,000 | | | | 17,770 | |
5.45%, 11/15/79 | | | 10,000 | | | | 9,273 | |
| | |
Costco Wholesale Corp. 3.00%, 5/18/27(d) | | | 5,000 | | | | 4,772 | |
1.60%, 4/20/30 | | | 40,000 | | | | 33,338 | |
1.75%, 4/20/32 | | | 5,000 | | | | 4,001 | |
| | |
Crown Castle, Inc. 2.10%, 4/1/31 | | | 100,000 | | | | 80,268 | |
4.75%, 5/15/47 | | | 50,000 | | | | 42,373 | |
3.25%, 1/15/51(d) | | | 15,000 | | | | 10,151 | |
| | |
CSX Corp. 2.40%, 2/15/30 | | | 20,000 | | | | 17,375 | |
4.30%, 3/1/48 | | | 20,000 | | | | 17,093 | |
3.35%, 9/15/49 | | | 50,000 | | | | 35,923 | |
4.50%, 8/1/54 | | | 18,000 | | | | 15,688 | |
| | |
CVS Health Corp. 3.25%, 8/15/29 | | | 25,000 | | | | 22,771 | |
1.88%, 2/28/31 | | | 55,000 | | | | 44,247 | |
5.30%, 12/5/43 | | | 23,000 | | | | 21,402 | |
5.05%, 3/25/48 | | | 35,000 | | | | 31,284 | |
5.63%, 2/21/53 | | | 60,000 | | | | 57,678 | |
| | |
Danaher Corp. 2.60%, 10/1/50 | | | 5,000 | | | | 3,152 | |
| | |
Darden Restaurants, Inc. 3.85%, 5/1/27 | | | 53,000 | | | | 50,974 | |
| | |
Dell International LLC/EMC Corp. 6.02%, 6/15/26 | | | 15,000 | | | | 15,168 | |
4.90%, 10/1/26 | | | 25,000 | | | | 24,780 | |
3.38%, 12/15/41 | | | 10,000 | | | | 7,297 | |
8.35%, 7/15/46 | | | 6,000 | | | | 7,607 | |
3.45%, 12/15/51 | | | 4,000 | | | | 2,750 | |
| | |
Devon Energy Corp. 5.60%, 7/15/41(d) | | | 15,000 | | | | 14,171 | |
| | |
DH Europe Finance II SARL 3.25%, 11/15/39 | | | 25,000 | | | | 19,897 | |
| | |
Digital Realty Trust LP 3.60%, 7/1/29 | | | 50,000 | | | | 46,116 | |
| | |
Dignity Health 5.27%, 11/1/64 | | | 25,000 | | | | 23,348 | |
| | |
Discovery Communications LLC 5.20%, 9/20/47 | | | 10,000 | | | | 8,145 | |
4.00%, 9/15/55 | | | 47,000 | | | | 31,152 | |
| | |
Dollar General Corp. 3.50%, 4/3/30 | | | 50,000 | | | | 45,237 | |
5.45%, 7/5/33(d) | | | 10,000 | | | | 9,937 | |
| | |
Dollar Tree, Inc. 4.20%, 5/15/28 | | | 50,000 | | | | 48,198 | |
| | |
Dominion Energy, Inc. 1.45%, 4/15/26, Series A | | | 62,000 | | | | 57,271 | |
| | |
Dover Corp. 3.15%, 11/15/25 | | | 23,000 | | | | 22,189 | |
| | |
Dow Chemical Co. 4.25%, 10/1/34 | | | 17,000 | | | | 15,663 | |
9.40%, 5/15/39 | | | 15,000 | | | | 20,029 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
5.25%, 11/15/41 | | $ | 110,000 | | | $ | 103,244 | |
4.38%, 11/15/42 | | | 5,000 | | | | 4,224 | |
| | |
DTE Electric Co. 1.90%, 4/1/28, Series A | | | 60,000 | | | | 53,455 | |
3.75%, 8/15/47 | | | 50,000 | | | | 38,607 | |
| | |
Duke Energy Carolinas LLC 3.70%, 12/1/47 | | | 43,000 | | | | 32,148 | |
| | |
Duke Energy Corp. 3.15%, 8/15/27 | | | 100,000 | | | | 93,719 | |
3.95%, 8/15/47 | | | 70,000 | | | | 53,319 | |
| | |
Duke Energy Florida LLC 6.40%, 6/15/38 | | | 43,500 | | | | 46,972 | |
| | |
Duke Energy Indiana LLC 2.75%, 4/1/50 | | | 102,000 | | | | 63,563 | |
| | |
Eastern Gas Transmission & Storage, Inc. 4.60%, 12/15/44 | | | 35,000 | | | | 29,879 | |
| | |
Eastman Chemical Co. 4.80%, 9/1/42 | | | 23,000 | | | | 20,200 | |
| | |
Eaton Vance Corp. 3.50%, 4/6/27 | | | 18,000 | | | | 17,151 | |
| | |
eBay, Inc. 4.00%, 7/15/42 | | | 15,000 | | | | 11,916 | |
| | |
Ecolab, Inc. 2.70%, 11/1/26 | | | 5,000 | | | | 4,741 | |
3.25%, 12/1/27 | | | 25,000 | | | | 23,695 | |
2.13%, 8/15/50 | | | 13,000 | | | | 7,522 | |
| | |
Elevance Health, Inc. 3.65%, 12/1/27 | | | 25,000 | | | | 23,912 | |
4.63%, 5/15/42 | | | 99,000 | | | | 89,182 | |
4.65%, 8/15/44 | | | 15,000 | | | | 13,361 | |
| | |
Eli Lilly & Co. 5.50%, 3/15/27 | | | 25,000 | | | | 25,601 | |
5.10%, 2/9/64 | | | 50,000 | | | | 49,164 | |
| | |
Emerson Electric Co. 1.80%, 10/15/27 | | | 35,000 | | | | 31,522 | |
| | |
Enbridge Energy Partners LP 5.88%, 10/15/25 | | | 5,000 | | | | 5,031 | |
| | |
Energy Transfer LP 5.95%, 12/1/25 | | | 15,000 | | | | 15,095 | |
3.90%, 7/15/26 | | | 5,000 | | | | 4,838 | |
6.05%, 12/1/26 | | | 10,000 | | | | 10,188 | |
4.20%, 4/15/27 | | | 20,000 | | | | 19,399 | |
5.50%, 6/1/27 | | | 50,000 | | | | 50,203 | |
4.15%, 9/15/29 | | | 163,000 | | | | 153,828 | |
6.40%, 12/1/30 | | | 10,000 | | | | 10,493 | |
6.25%, 4/15/49 | | | 70,000 | | | | 70,759 | |
| | |
Entergy Corp. 2.40%, 6/15/31 | | | 50,000 | | | | 41,205 | |
| | |
Entergy Louisiana LLC 4.00%, 3/15/33 | | | 85,000 | | | | 77,332 | |
| | |
Enterprise Products Operating LLC 6.88%, 3/1/33, Series D | | | 44,000 | | | | 49,015 | |
4.25%, 2/15/48 | | | 109,000 | | | | 91,256 | |
| | |
EPR Properties 4.75%, 12/15/26 | | | 50,000 | | | | 48,072 | |
| | |
Equifax, Inc. 5.10%, 12/15/27(d) | | | 100,000 | | | | 99,635 | |
| | |
Equinix, Inc. 2.95%, 9/15/51 | | | 21,000 | | | | 13,383 | |
| | |
Equitable Holdings, Inc. 4.35%, 4/20/28 | | | 59,000 | | | | 56,879 | |
| | |
ERP Operating LP 3.00%, 7/1/29 | | | 25,000 | | | | 22,665 | |
| | |
Essential Utilities, Inc. 2.70%, 4/15/30 | | | 10,000 | | | | 8,616 | |
| | |
Essex Portfolio LP 1.65%, 1/15/31 | | | 25,000 | | | | 19,556 | |
2.65%, 9/1/50 | | | 30,000 | | | | 17,472 | |
| | |
Estee Lauder Cos., Inc. 1.95%, 3/15/31 | | | 40,000 | | | | 32,818 | |
| | |
Evergy Metro, Inc. 4.95%, 4/15/33 | | | 25,000 | | | | 24,464 | |
| | |
Eversource Energy 4.25%, 4/1/29, Series O | | | 8,000 | | | | 7,627 | |
| | |
Expedia Group, Inc. 3.80%, 2/15/28 | | | 5,000 | | | | 4,731 | |
| | |
Exxon Mobil Corp. 2.28%, 8/16/26(d) | | | 30,000 | | | | 28,365 | |
4.33%, 3/19/50 | | | 108,000 | | | | 94,157 | |
| | |
FedEx Corp. 4.20%, 10/17/28 | | | 18,000 | | | | 17,358 | |
4.40%, 1/15/47 | | | 63,000 | | | | 52,386 | |
| | |
Fifth Third Bancorp 2.55%, 5/5/27 | | | 20,000 | | | | 18,371 | |
3.95%, 3/14/28(d) | | | 25,000 | | | | 23,775 | |
5.63%, 1/29/32, (5.631% fixed rate until 1/29/31; Secured Overnight Financing Rate + 1.84% thereafter)(c) | | | 50,000 | | | | 49,637 | |
| | |
Fiserv, Inc. 3.20%, 7/1/26 | | | 17,000 | | | | 16,242 | |
4.20%, 10/1/28 | | | 15,000 | | | | 14,394 | |
5.63%, 8/21/33 | | | 10,000 | | | | 10,118 | |
4.40%, 7/1/49 | | | 25,000 | | | | 20,934 | |
| | |
Flex Ltd. 6.00%, 1/15/28 | | | 100,000 | | | | 101,679 | |
| | |
Florida Power & Light Co. 4.13%, 6/1/48 | | | 53,000 | | | | 44,259 | |
| | |
FMC Corp. 4.50%, 10/1/49 | | | 72,000 | | | | 53,563 | |
| | |
Ford Motor Co. 4.35%, 12/8/26 | | | 100,000 | | | | 97,193 | |
3.25%, 2/12/32 | | | 50,000 | | | | 41,068 | |
5.29%, 12/8/46(d) | | | 50,000 | | | | 43,322 | |
| | |
Fortune Brands Innovations, Inc. 3.25%, 9/15/29 | | | 15,000 | | | | 13,565 | |
| | |
Fox Corp. 6.50%, 10/13/33 | | | 40,000 | | | | 42,040 | |
5.48%, 1/25/39 | | | 5,000 | | | | 4,675 | |
| | |
Franciscan Missionaries of Our Lady Health System, Inc. 3.91%, 7/1/49, Series B | | | 90,000 | | | | 70,470 | |
| | |
Franklin Resources, Inc. 2.85%, 3/30/25 | | | 25,000 | | | | 24,364 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
GE HealthCare Technologies, Inc. 5.65%, 11/15/27 | | $ | 100,000 | | | $ | 101,576 | |
| | |
General Dynamics Corp. 3.25%, 4/1/25 | | | 25,000 | | | | 24,481 | |
3.75%, 5/15/28 | | | 23,000 | | | | 22,144 | |
| | |
General Electric Co. 5.88%, 1/14/38 | | | 24,000 | | | | 25,519 | |
| | |
General Motors Co. 4.20%, 10/1/27 | | | 71,000 | | | | 68,439 | |
6.60%, 4/1/36 | | | 68,000 | | | | 71,418 | |
| | |
General Motors Financial Co., Inc. 4.35%, 1/17/27 | | | 30,000 | | | | 29,211 | |
5.80%, 6/23/28 | | | 10,000 | | | | 10,154 | |
5.75%, 2/8/31 | | | 25,000 | | | | 24,942 | |
| | |
Georgia Power Co. 3.25%, 4/1/26 | | | 18,000 | | | | 17,301 | |
5.25%, 3/15/34 | | | 40,000 | | | | 39,884 | |
| | |
Gilead Sciences, Inc. 1.20%, 10/1/27 | | | 50,000 | | | | 44,002 | |
5.25%, 10/15/33 | | | 10,000 | | | | 10,121 | |
5.65%, 12/1/41 | | | 38,000 | | | | 38,698 | |
5.55%, 10/15/53 | | | 10,000 | | | | 10,212 | |
| | |
Global Payments, Inc. 5.40%, 8/15/32 | | | 100,000 | | | | 98,709 | |
| | |
GLP Capital LP/GLP Financing II, Inc. 5.25%, 6/1/25 | | | 15,000 | | | | 14,881 | |
5.75%, 6/1/28 | | | 23,000 | | | | 22,852 | |
4.00%, 1/15/30 | | | 30,000 | | | | 27,038 | |
| | |
Goldman Sachs Group, Inc. 3.75%, 2/25/26 | | | 37,000 | | | | 36,083 | |
5.80%, 8/10/26, (5.798% fixed rate until 8/10/25; Secured Overnight Financing Rate + 1.075% thereafter)(c) | | | 20,000 | | | | 20,114 | |
1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(c) | | | 100,000 | | | | 92,685 | |
5.95%, 1/15/27 | | | 23,000 | | | | 23,483 | |
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 | | | | 21,946 | |
6.48%, 10/24/29, (6.484% fixed rate until 10/24/28; Secured Overnight Financing Rate + 1.77% thereafter)(c) | | | 25,000 | | | | 26,210 | |
3.80%, 3/15/30 | | | 146,000 | | | | 135,857 | |
1.99%, 1/27/32, (1.992% fixed rate until 1/27/31; Secured Overnight Financing Rate + 1.09% thereafter)(c) | | | 25,000 | | | | 20,054 | |
6.56%, 10/24/34, (6.561% fixed rate until 10/24/33; Secured Overnight Financing Rate + 1.95% thereafter)(c) | | | 10,000 | | | | 10,812 | |
6.45%, 5/1/36 | | | 22,000 | | | | 23,527 | |
4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month Secured Overnight Financing Rate + 1.635% thereafter)(c) | | | 45,000 | | | | 38,598 | |
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 | | | | 4,433 | |
6.25%, 2/1/41 | | | 10,000 | | | | 10,802 | |
4.80%, 7/8/44 | | | 65,000 | | | | 59,295 | |
| | |
Hackensack Meridian Health, Inc. 2.68%, 9/1/41, Series 2020 | | | 25,000 | | | | 17,878 | |
| | |
Haleon U.K. Capital PLC 3.13%, 3/24/25 | | | 300,000 | | | | 292,701 | |
| | |
Halliburton Co. 4.50%, 11/15/41 | | | 65,000 | | | | 57,474 | |
| | |
Hartford Financial Services Group, Inc. 5.95%, 10/15/36 | | | 40,000 | | | | 41,428 | |
| | |
Hasbro, Inc. 3.55%, 11/19/26 | | | 20,000 | | | | 18,983 | |
3.50%, 9/15/27 | | | 9,000 | | | | 8,452 | |
| | |
HCA, Inc. 5.20%, 6/1/28 | | | 10,000 | | | | 9,963 | |
5.63%, 9/1/28 | | | 43,000 | | | | 43,349 | |
3.63%, 3/15/32 | | | 15,000 | | | | 13,118 | |
5.50%, 6/1/33(d) | | | 10,000 | | | | 9,946 | |
5.13%, 6/15/39 | | | 75,000 | | | | 69,835 | |
4.63%, 3/15/52 | | | 15,000 | | | | 12,295 | |
5.90%, 6/1/53 | | | 10,000 | | | | 9,833 | |
6.10%, 4/1/64 | | | 75,000 | | | | 74,234 | |
| | |
Healthcare Realty Holdings LP 3.75%, 7/1/27 | | | 5,000 | | | | 4,693 | |
2.00%, 3/15/31(d) | | | 20,000 | | | | 15,685 | |
| | |
Healthpeak OP LLC 6.75%, 2/1/41 | | | 40,000 | | | | 43,862 | |
| | |
Hershey Co. 2.30%, 8/15/26 | | | 93,000 | | | | 87,814 | |
| | |
Hess Corp. 4.30%, 4/1/27 | | | 30,000 | | | | 29,242 | |
7.88%, 10/1/29 | | | 38,000 | | | | 42,641 | |
7.13%, 3/15/33 | | | 25,000 | | | | 28,060 | |
| | |
Hewlett Packard Enterprise Co. 6.20%, 10/15/35 | | | 23,000 | | | | 24,043 | |
| | |
Home Depot, Inc. 1.38%, 3/15/31 | | | 105,000 | | | | 83,119 | |
5.88%, 12/16/36 | | | 15,000 | | | | 15,990 | |
4.88%, 2/15/44 | | | 11,000 | | | | 10,337 | |
3.35%, 4/15/50 | | | 100,000 | | | | 72,580 | |
| | |
Honeywell International, Inc. 2.50%, 11/1/26 | | | 10,000 | | | | 9,427 | |
3.81%, 11/21/47 | | | 80,000 | | | | 64,676 | |
| | |
Hormel Foods Corp. 1.80%, 6/11/30 | | | 20,000 | | | | 16,614 | |
| | |
HP, Inc. 3.00%, 6/17/27 | | | 20,000 | | | | 18,689 | |
| | |
Hubbell, Inc. 3.15%, 8/15/27 | | | 48,000 | | | | 45,061 | |
| | |
Humana, Inc. 5.75%, 3/1/28 | | | 100,000 | | | | 101,969 | |
4.80%, 3/15/47 | | | 18,000 | | | | 15,696 | |
| | |
Huntington Bancshares, Inc. 4.00%, 5/15/25 | | | 18,000 | | | | 17,680 | |
6.21%, 8/21/29, (6.208% fixed rate until 8/21/28; Secured Overnight Financing Rate + 2.02% thereafter)(c) | | | 10,000 | | | | 10,176 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Huntington Ingalls Industries, Inc. 2.04%, 8/16/28 | | $ | 25,000 | | | $ | 21,744 | |
4.20%, 5/1/30 | | | 3,000 | | | | 2,823 | |
| | |
Hyatt Hotels Corp. 5.38%, 4/23/25 | | | 25,000 | | | | 24,957 | |
| | |
Ingersoll Rand, Inc. 5.70%, 8/14/33 | | | 10,000 | | | | 10,181 | |
| | |
Intel Corp. 3.70%, 7/29/25 | | | 25,000 | | | | 24,492 | |
4.88%, 2/10/28 | | | 35,000 | | | | 34,913 | |
3.90%, 3/25/30 | | | 25,000 | | | | 23,532 | |
5.20%, 2/10/33 | | | 30,000 | | | | 30,034 | |
3.25%, 11/15/49 | | | 120,000 | | | | 83,062 | |
| | |
Intercontinental Exchange, Inc. 3.75%, 12/1/25 | | | 5,000 | | | | 4,876 | |
3.10%, 9/15/27 | | | 5,000 | | | | 4,700 | |
4.60%, 3/15/33 | | | 50,000 | | | | 47,862 | |
3.00%, 6/15/50(d) | | | 40,000 | | | | 26,897 | |
| | |
International Business Machines Corp. 4.50%, 2/6/28 | | | 100,000 | | | | 98,709 | |
4.00%, 6/20/42 | | | 120,000 | | | | 99,910 | |
4.25%, 5/15/49(d) | | | 20,000 | | | | 16,773 | |
| | |
International Flavors & Fragrances, Inc. 5.00%, 9/26/48 | | | 5,000 | | | | 4,199 | |
| | |
International Paper Co. 4.80%, 6/15/44 | | | 4,000 | | | | 3,567 | |
4.35%, 8/15/48(d) | | | 19,000 | | | | 16,135 | |
| | |
Intuit, Inc. 1.35%, 7/15/27 | | | 25,000 | | | | 22,314 | |
5.20%, 9/15/33 | | | 10,000 | | | | 10,109 | |
| | |
IQVIA, Inc. 6.25%, 2/1/29 | | | 10,000 | | | | 10,299 | |
| | |
ITC Holdings Corp. 5.30%, 7/1/43 | | | 15,000 | | | | 14,091 | |
| | |
JM Smucker Co. 6.20%, 11/15/33(d) | | | 10,000 | | | | 10,584 | |
6.50%, 11/15/53 | | | 10,000 | | | | 10,901 | |
| | |
Jabil, Inc. 3.95%, 1/12/28 | | | 8,000 | | | | 7,573 | |
5.45%, 2/1/29 | | | 50,000 | | | | 49,978 | |
| | |
Janus Henderson U.S. Holdings, Inc. 4.88%, 8/1/25 | | | 3,000 | | | | 2,968 | |
| | |
JBS USA LUX SA/JBS USA Food Co./JBS Luxembourg SARL 6.75%, 3/15/34(e) | | | 75,000 | | | | 77,347 | |
| | |
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. 2.50%, 1/15/27 | | | 10,000 | | | | 9,189 | |
3.00%, 5/15/32 | | | 10,000 | | | | 8,020 | |
5.75%, 4/1/33(d) | | | 15,000 | | | | 14,573 | |
| | |
Jefferies Financial Group, Inc. 6.45%, 6/8/27 | | | 25,000 | | | | 25,785 | |
5.88%, 7/21/28 | | | 10,000 | | | | 10,199 | |
| | |
JetBlue Pass-Through Trust 4.00%, 5/15/34, Series 2020-1, Class A | | | 40,184 | | | | 36,801 | |
| | |
John Deere Capital Corp. 3.45%, 3/13/25 | | | 25,000 | | | | 24,556 | |
3.40%, 6/6/25 | | | 145,000 | | | | 142,085 | |
2.80%, 9/8/27 | | | 31,000 | | | | 29,040 | |
4.95%, 7/14/28 | | | 10,000 | | | | 10,063 | |
2.45%, 1/9/30 | | | 35,000 | | | | 30,798 | |
4.70%, 6/10/30 | | | 10,000 | | | | 9,928 | |
5.15%, 9/8/33, Series I(d) | | | 10,000 | | | | 10,181 | |
| | |
Johnson & Johnson 2.95%, 3/3/27 | | | 21,000 | | | | 20,081 | |
4.95%, 5/15/33 | | | 25,000 | | | | 25,950 | |
3.55%, 3/1/36 | | | 14,000 | | | | 12,388 | |
3.40%, 1/15/38 | | | 100,000 | | | | 84,905 | |
4.50%, 9/1/40 | | | 12,000 | | | | 11,412 | |
| | |
Johnson Controls International PLC 6.00%, 1/15/36 | | | 13,000 | | | | 13,676 | |
| | |
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 | | | | 24,101 | |
1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c) | | | 50,000 | | | | 46,523 | |
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 | | | | 146,433 | |
6.07%, 10/22/27, (6.07% fixed rate until 10/22/26; Secured Overnight Financing Rate + 1.33% thereafter)(c) | | | 15,000 | | | | 15,292 | |
4.32%, 4/26/28, (4.323% fixed rate until 4/26/27; Secured Overnight Financing Rate + 1.56% thereafter)(c) | | | 75,000 | | | | 73,233 | |
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 | | | | 12,362 | |
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 | | | | 45,235 | |
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 | | | | 19,224 | |
5.30%, 7/24/29, (5.299% fixed rate until 7/24/28; Secured Overnight Financing Rate + 1.45% thereafter)(c) | | | 20,000 | | | | 20,061 | |
6.09%, 10/23/29, (6.087% fixed rate until 10/23/28; Secured Overnight Financing Rate + 1.57% thereafter)(c) | | | 20,000 | | | | 20,694 | |
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 | | | | 104,582 | |
4.59%, 4/26/33, (4.586% fixed rate until 4/26/32; Secured Overnight Financing Rate + 1.80% thereafter)(c) | | | 100,000 | | | | 95,015 | |
6.25%, 10/23/34, (6.254% fixed rate until 10/23/33; Secured Overnight Financing Rate + 1.81% thereafter)(c) | | | 25,000 | | | | 26,561 | |
5.63%, 8/16/43 | | | 118,000 | | | | 121,181 | |
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 | | | | 20,111 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
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 | | | $ | 18,420 | |
3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44% thereafter)(c) | | | 55,000 | | | | 37,788 | |
| | |
Juniper Networks, Inc. 2.00%, 12/10/30 | | | 17,000 | | | | 13,707 | |
| | |
Kaiser Foundation Hospitals 3.00%, 6/1/51, Series 2021 | | | 60,000 | | | | 41,288 | |
| | |
Kenvue, Inc. 5.05%, 3/22/28 | | | 10,000 | | | | 10,065 | |
5.00%, 3/22/30 | | | 10,000 | | | | 10,025 | |
4.90%, 3/22/33 | | | 10,000 | | | | 9,893 | |
| | |
Keurig Dr. Pepper, Inc. 2.55%, 9/15/26 | | | 8,000 | | | | 7,507 | |
4.42%, 12/15/46 | | | 23,000 | | | | 19,457 | |
| | |
KeyBank NA 4.15%, 8/8/25(d) | | | 250,000 | | | | 242,187 | |
| | |
Keysight Technologies, Inc. 4.60%, 4/6/27 | | | 25,000 | | | | 24,614 | |
| | |
Kimberly-Clark Corp. 3.90%, 5/4/47 | | | 50,000 | | | | 40,563 | |
| | |
Kimco Realty OP LLC 2.80%, 10/1/26 | | | 5,000 | | | | 4,686 | |
3.70%, 10/1/49 | | | 50,000 | | | | 36,003 | |
| | |
Kinder Morgan Energy Partners LP 5.50%, 3/1/44 | | | 18,000 | | | | 16,676 | |
5.40%, 9/1/44 | | | 59,000 | | | | 53,969 | |
| | |
Kinder Morgan, Inc. 4.30%, 3/1/28 | | | 35,000 | | | | 33,951 | |
5.30%, 12/1/34 | | | 125,000 | | | | 121,902 | |
| | |
KLA Corp. 5.00%, 3/15/49 | | | 25,000 | | | | 24,079 | |
3.30%, 3/1/50 | | | 25,000 | | | | 18,000 | |
| | |
Kraft Heinz Foods Co. 3.75%, 4/1/30(d) | | | 16,000 | | | | 14,932 | |
4.38%, 6/1/46 | | | 55,000 | | | | 45,676 | |
| | |
Kroger Co. 3.70%, 8/1/27 | | | 22,000 | | | | 21,119 | |
5.15%, 8/1/43 | | | 18,000 | | | | 16,757 | |
5.40%, 1/15/49 | | | 19,000 | | | | 18,564 | |
| | |
Lam Research Corp. 4.00%, 3/15/29 | | | 19,000 | | | | 18,320 | |
| | |
Legg Mason, Inc. 5.63%, 1/15/44 | | | 5,000 | | | | 5,023 | |
| | |
Leland Stanford Junior University 1.29%, 6/1/27 | | | 25,000 | | | | 22,478 | |
| | |
Linde, Inc. 3.20%, 1/30/26 | | | 25,000 | | | | 24,239 | |
2.00%, 8/10/50 | | | 15,000 | | | | 8,454 | |
| | |
Lockheed Martin Corp. 5.10%, 11/15/27 | | | 50,000 | | | | 50,547 | |
6.15%, 9/1/36, Series B | | | 39,000 | | | | 42,232 | |
| | |
Lowe’s Cos., Inc. 3.35%, 4/1/27 | | | 50,000 | | | | 47,648 | |
2.63%, 4/1/31 | | | 10,000 | | | | 8,531 | |
4.05%, 5/3/47 | | | 15,000 | | | | 11,898 | |
3.50%, 4/1/51 | | | 25,000 | | | | 17,657 | |
5.80%, 9/15/62 | | | 50,000 | | | | 49,994 | |
| | |
LYB International Finance BV 4.88%, 3/15/44 | | | 5,000 | | | | 4,390 | |
| | |
LYB International Finance III LLC 3.80%, 10/1/60 | | | 5,000 | | | | 3,391 | |
| | |
LyondellBasell Industries NV 4.63%, 2/26/55 | | | 20,000 | | | | 16,445 | |
| | |
Marathon Petroleum Corp. 6.50%, 3/1/41 | | | 25,000 | | | | 26,567 | |
5.00%, 9/15/54 | | | 3,000 | | | | 2,589 | |
| | |
Markel Group, Inc. 3.35%, 9/17/29 | | | 50,000 | | | | 45,087 | |
| | |
Marriott International, Inc. 3.50%, 10/15/32, Series GG | | | 100,000 | | | | 87,351 | |
| | |
Marsh & McLennan Cos., Inc. 3.75%, 3/14/26 | | | 28,000 | | | | 27,329 | |
2.38%, 12/15/31 | | | 100,000 | | | | 83,153 | |
5.15%, 3/15/34 | | | 50,000 | | | | 49,851 | |
4.90%, 3/15/49 | | | 20,000 | | | | 18,524 | |
5.70%, 9/15/53 | | | 10,000 | | | | 10,363 | |
5.45%, 3/15/54 | | | 20,000 | | | | 19,909 | |
| | |
Martin Marietta Materials, Inc. 3.50%, 12/15/27 | | | 5,000 | | | | 4,747 | |
| | |
Masco Corp. 4.50%, 5/15/47 | | | 20,000 | | | | 16,734 | |
| | |
Mass General Brigham, Inc. 3.19%, 7/1/49, Series 2020(d) | | | 25,000 | | | | 18,081 | |
3.34%, 7/1/60, Series 2020 | | | 25,000 | | | | 17,275 | |
| | |
Massachusetts Institute of Technology 3.89%, 7/1/2116 | | | 89,000 | | | | 67,328 | |
| | |
Mastercard, Inc. 3.50%, 2/26/28 | | | 31,000 | | | | 29,782 | |
2.00%, 11/18/31 | | | 100,000 | | | | 82,114 | |
3.80%, 11/21/46 | | | 25,000 | | | | 20,679 | |
| | |
Mayo Clinic 3.20%, 11/15/61, Series 2021 | | | 35,000 | | | | 24,002 | |
| | |
McCormick & Co., Inc. 4.20%, 8/15/47 | | | 20,000 | | | | 16,631 | |
| | |
McDonald’s Corp. 6.30%, 10/15/37, Series I | | | 69,000 | | | | 75,244 | |
3.70%, 2/15/42 | | | 79,000 | | | | 63,572 | |
4.45%, 3/1/47 | | | 65,000 | | | | 55,945 | |
| | |
Medtronic, Inc. 4.38%, 3/15/35 | | | 10,000 | | | | 9,438 | |
| | |
Merck & Co., Inc. 4.30%, 5/17/30 | | | 100,000 | | | | 97,379 | |
4.50%, 5/17/33 | | | 15,000 | | | | 14,598 | |
4.15%, 5/18/43 | | | 50,000 | | | | 43,682 | |
5.00%, 5/17/53 | | | 15,000 | | | | 14,564 | |
| | |
Meta Platforms, Inc. 4.60%, 5/15/28 | | | 15,000 | | | | 14,946 | |
4.80%, 5/15/30 | | | 10,000 | | | | 10,001 | |
3.85%, 8/15/32 | | | 100,000 | | | | 92,675 | |
4.95%, 5/15/33 | | | 15,000 | | | | 15,020 | |
5.60%, 5/15/53 | | | 20,000 | | | | 20,741 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
5.75%, 5/15/63 | | $ | 15,000 | | | $ | 15,719 | |
| | |
MetLife, Inc. 3.60%, 11/13/25 | | | 69,000 | | | | 67,333 | |
5.38%, 7/15/33 | | | 10,000 | | | | 10,063 | |
5.70%, 6/15/35 | | | 32,000 | | | | 33,142 | |
| | |
Micron Technology, Inc. 4.98%, 2/6/26 | | | 125,000 | | | | 124,311 | |
5.88%, 9/15/33(d) | | | 25,000 | | | | 25,496 | |
| | |
Microsoft Corp. 3.40%, 6/15/27(e) | | | 82,000 | | | | 78,743 | |
3.45%, 8/8/36 | | | 25,000 | | | | 22,043 | |
4.10%, 2/6/37 | | | 48,000 | | | | 45,306 | |
2.53%, 6/1/50 | | | 200,000 | | | | 129,100 | |
3.95%, 8/8/56(d) | | | 30,000 | | | | 25,311 | |
| | |
Mid-America Apartments LP 3.95%, 3/15/29(d) | | | 25,000 | | | | 23,865 | |
| | |
MidAmerican Energy Co. 3.15%, 4/15/50 | | | 9,000 | | | | 6,159 | |
| | |
Molson Coors Beverage Co. 5.00%, 5/1/42 | | | 30,000 | | | | 27,959 | |
| | |
Mondelez International, Inc. 1.50%, 5/4/25 | | | 50,000 | | | | 47,810 | |
2.75%, 4/13/30 | | | 100,000 | | | | 88,384 | |
| | |
Moody’s Corp. 3.25%, 1/15/28 | | | 18,000 | | | | 16,948 | |
4.88%, 12/17/48 | | | 30,000 | | | | 27,803 | |
| | |
Morgan Stanley 4.35%, 9/8/26 | | | 121,000 | | | | 118,308 | |
3.59%, 7/22/28(c) | | | 372,000 | | | | 352,191 | |
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 | | | | 131,426 | |
5.45%, 7/20/29, (5.449% fixed rate until 7/20/28; Secured Overnight Financing Rate + 1.63% thereafter)(c) | | | 20,000 | | | | 20,089 | |
3.62%, 4/1/31, (3.622% fixed rate until 4/1/30; Secured Overnight Financing Rate + 3.12% thereafter)(c) | | | 15,000 | | | | 13,634 | |
6.34%, 10/18/33, (6.342% fixed rate until 10/18/32; Secured Overnight Financing Rate + 2.56% thereafter)(c) | | | 50,000 | | | | 53,040 | |
5.42%, 7/21/34, (5.424% fixed rate until 7/21/33; Secured Overnight Financing Rate + 1.88% thereafter)(c) | | | 20,000 | | | | 19,909 | |
6.63%, 11/1/34, (6.627% fixed rate until 11/1/33; Secured Overnight Financing Rate + 2.05% thereafter)(c) | | | 15,000 | | | | 16,284 | |
3.97%, 7/22/38 | | | 21,000 | | | | 17,933 | |
3.22%, 4/22/42, (3.217% fixed rate until 4/22/41; Secured Overnight Financing Rate + 1.485% thereafter)(c) | | | 100,000 | | | | 75,360 | |
2.80%, 1/25/52, (2.802% fixed rate until 1/25/51; Secured Overnight Financing Rate + 1.43% thereafter)(c) | | | 50,000 | | | | 32,189 | |
| | |
Mosaic Co. 4.88%, 11/15/41 | | | 10,000 | | | | 8,767 | |
| | |
Motorola Solutions, Inc. 2.30%, 11/15/30 | | | 25,000 | | | | 20,608 | |
| | |
Mount Sinai Hospital 3.74%, 7/1/49, Series 2019 | | | 31,000 | | | | 23,248 | |
| | |
MPLX LP 4.00%, 3/15/28 | | | 18,000 | | | | 17,252 | |
4.70%, 4/15/48 | | | 50,000 | | | | 41,918 | |
| | |
Nasdaq, Inc. 3.95%, 3/7/52 | | | 50,000 | | | | 38,054 | |
| | |
National Rural Utilities Cooperative Finance Corp. 3.25%, 11/1/25 | | | 10,000 | | | | 9,697 | |
3.40%, 2/7/28 | | | 5,000 | | | | 4,729 | |
3.90%, 11/1/28 | | | 18,000 | | | | 17,278 | |
4.02%, 11/1/32 | | | 18,000 | | | | 16,631 | |
| | |
NBCUniversal Media LLC 5.95%, 4/1/41 | | | 5,000 | | | | 5,211 | |
| | |
New York & Presbyterian Hospital 2.61%, 8/1/60 | | | 25,000 | | | | 14,321 | |
| | |
Newmont Corp. 4.88%, 3/15/42 | | | 20,000 | | | | 18,405 | |
| | |
NextEra Energy Capital Holdings, Inc. 5.75%, 9/1/25 | | | 15,000 | | | | 15,083 | |
1.90%, 6/15/28(d) | | | 25,000 | | | | 21,908 | |
3.50%, 4/1/29 | | | 145,000 | | | | 134,189 | |
3.00%, 1/15/52 | | | 75,000 | | | | 47,623 | |
| | |
NIKE, Inc. 2.40%, 3/27/25 | | | 26,000 | | | | 25,282 | |
2.38%, 11/1/26 | | | 25,000 | | | | 23,527 | |
2.85%, 3/27/30 | | | 17,000 | | | | 15,294 | |
3.88%, 11/1/45(d) | | | 5,000 | | | | 4,140 | |
3.38%, 11/1/46 | | | 20,000 | | | | 15,141 | |
| | |
NiSource, Inc. 0.95%, 8/15/25 | | | 54,000 | | | | 50,704 | |
3.49%, 5/15/27 | | | 10,000 | | | | 9,510 | |
5.25%, 2/15/43 | | | 12,000 | | | | 11,335 | |
4.38%, 5/15/47 | | | 25,000 | | | | 20,682 | |
3.95%, 3/30/48 | | | 18,000 | | | | 13,868 | |
| | |
Norfolk Southern Corp. 3.15%, 6/1/27 | | | 23,000 | | | | 21,803 | |
4.05%, 8/15/52 | | | 5,000 | | | | 3,996 | |
3.70%, 3/15/53 | | | 25,000 | | | | 18,628 | |
5.35%, 8/1/54(d) | | | 10,000 | | | | 9,821 | |
| | |
Northern Trust Corp. | | | | | | | | |
3.38%, 5/8/32, (3.375% fixed rate until 5/8/27; Secured Overnight Financing Rate + 1.406% thereafter)(c) | | | 25,000 | | | | 23,206 | |
| | |
Northrop Grumman Corp. 3.20%, 2/1/27 | | | 53,000 | | | | 50,517 | |
4.70%, 3/15/33(d) | | | 100,000 | | | | 96,602 | |
| | |
NOV, Inc. 3.95%, 12/1/42 | | | 13,000 | | | | 9,714 | |
| | |
NSTAR Electric Co. 4.95%, 9/15/52 | | | 25,000 | | | | 23,170 | |
| | |
NVIDIA Corp. 2.85%, 4/1/30 | | | 10,000 | | | | 9,011 | |
3.50%, 4/1/50 | | | 50,000 | | | | 39,267 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery 2.67%, 10/1/50, Series 2020 | | $ | 16,000 | | | $ | 10,018 | |
| | |
NYU Langone Hospitals 4.78%, 7/1/44 | | | 10,000 | | | | 9,388 | |
3.38%, 7/1/55, Series 2020 | | | 25,000 | | | | 18,024 | |
| | |
O’Reilly Automotive, Inc. 3.55%, 3/15/26 | | | 17,000 | | | | 16,454 | |
3.90%, 6/1/29 | | | 13,000 | | | | 12,343 | |
| | |
Occidental Petroleum Corp. 8.88%, 7/15/30 | | | 10,000 | | | | 11,570 | |
6.63%, 9/1/30 | | | 10,000 | | | | 10,528 | |
6.13%, 1/1/31 | | | 10,000 | | | | 10,252 | |
6.45%, 9/15/36 | | | 15,000 | | | | 15,836 | |
6.60%, 3/15/46(d) | | | 10,000 | | | | 10,643 | |
| | |
Ohio Power Co. 1.63%, 1/15/31, Series Q | | | 50,000 | | | | 39,929 | |
| | |
Omega Healthcare Investors, Inc. 4.50%, 4/1/27 | | | 18,000 | | | | 17,326 | |
4.75%, 1/15/28 | | | 23,000 | | | | 22,083 | |
3.63%, 10/1/29 | | | 41,000 | | | | 36,023 | |
| | |
Oncor Electric Delivery Co. LLC 0.55%, 10/1/25 | | | 25,000 | | | | 23,264 | |
4.55%, 9/15/32 | | | 100,000 | | | | 96,108 | |
| | |
ONEOK, Inc. 4.00%, 7/13/27 | | | 18,000 | | | | 17,352 | |
4.55%, 7/15/28 | | | 50,000 | | | | 48,881 | |
6.05%, 9/1/33 | | | 10,000 | | | | 10,307 | |
4.20%, 10/3/47 | | | 38,000 | | | | 29,245 | |
5.20%, 7/15/48 | | | 50,000 | | | | 45,199 | |
6.63%, 9/1/53 | | | 15,000 | | | | 16,160 | |
| | |
Oracle Corp. 2.50%, 4/1/25 | | | 20,000 | | | | 19,373 | |
2.65%, 7/15/26 | | | 136,000 | | | | 128,126 | |
3.25%, 11/15/27 | | | 17,000 | | | | 15,947 | |
4.90%, 2/6/33 | | | 117,000 | | | | 113,127 | |
5.38%, 7/15/40 | | | 10,000 | | | | 9,571 | |
4.00%, 11/15/47 | | | 110,000 | | | | 84,275 | |
| | |
Orlando Health Obligated Group 3.33%, 10/1/50 | | | 38,000 | | | | 27,838 | |
| | |
Otis Worldwide Corp. 2.06%, 4/5/25 | | | 25,000 | | | | 24,087 | |
| | |
Owens Corning 4.30%, 7/15/47 | | | 23,000 | | | | 18,881 | |
| | |
PACCAR Financial Corp. 1.10%, 5/11/26 | | | 50,000 | | | | 46,112 | |
| | |
Pacific Gas & Electric Co. 2.95%, 3/1/26 | | | 14,000 | | | | 13,292 | |
2.50%, 2/1/31 | | | 125,000 | | | | 102,580 | |
6.40%, 6/15/33 | | | 50,000 | | | | 52,051 | |
| | |
PacifiCorp 4.10%, 2/1/42 | | | 50,000 | | | | 39,731 | |
3.30%, 3/15/51 | | | 100,000 | | | | 65,782 | |
5.50%, 5/15/54 | | | 10,000 | | | | 9,344 | |
| | |
Packaging Corp. of America 3.40%, 12/15/27(d) | | | 25,000 | | | | 23,648 | |
| | |
Paramount Global 3.38%, 2/15/28 | | | 5,000 | | | | 4,394 | |
4.85%, 7/1/42 | | | 15,000 | | | | 10,818 | |
4.90%, 8/15/44 | | | 5,000 | | | | 3,521 | |
4.60%, 1/15/45 | | | 50,000 | | | | 34,529 | |
4.95%, 5/19/50 | | | 20,000 | | | | 14,350 | |
| | |
Parker-Hannifin Corp. 4.25%, 9/15/27(d) | | | 75,000 | | | | 73,373 | |
3.25%, 6/14/29 | | | 13,000 | | | | 11,967 | |
6.25%, 5/15/38, Series A | | | 15,000 | | | | 16,177 | |
| | |
PayPal Holdings, Inc. 1.65%, 6/1/25 | | | 100,000 | | | | 95,751 | |
| | |
PeaceHealth Obligated Group 4.79%, 11/15/48, Series 2018 | | | 20,000 | | | | 17,677 | |
| | |
PECO Energy Co. 3.90%, 3/1/48 | | | 20,000 | | | | 16,111 | |
| | |
PepsiCo, Inc. 2.63%, 3/19/27 | | | 14,000 | | | | 13,168 | |
3.00%, 10/15/27 | | | 8,000 | | | | 7,544 | |
2.75%, 3/19/30 | | | 30,000 | | | | 26,786 | |
3.90%, 7/18/32 | | | 75,000 | | | | 70,435 | |
3.38%, 7/29/49 | | | 20,000 | | | | 15,065 | |
| | |
Pfizer Investment Enterprises Pte. Ltd. 4.65%, 5/19/25 | | | 25,000 | | | | 24,852 | |
4.45%, 5/19/26 | | | 25,000 | | | | 24,683 | |
4.45%, 5/19/28 | | | 35,000 | | | | 34,344 | |
4.65%, 5/19/30 | | | 25,000 | | | | 24,613 | |
4.75%, 5/19/33 | | | 40,000 | | | | 39,002 | |
5.34%, 5/19/63 | | | 35,000 | | | | 33,746 | |
| | |
Pfizer, Inc. 3.00%, 12/15/26(d) | | | 10,000 | | | | 9,539 | |
3.60%, 9/15/28(d) | | | 50,000 | | | | 47,796 | |
4.10%, 9/15/38 | | | 36,000 | | | | 32,031 | |
7.20%, 3/15/39 | | | 39,000 | | | | 46,381 | |
| | |
PG&E Wildfire Recovery Funding LLC 5.21%, 12/1/49, Series A-4 | | | 75,000 | | | | 74,099 | |
| | |
Philip Morris International, Inc. 2.10%, 5/1/30 | | | 75,000 | | | | 63,280 | |
1.75%, 11/1/30 | | | 30,000 | | | | 24,256 | |
4.88%, 11/15/43 | | | 32,000 | | | | 28,806 | |
| | |
Phillips 66 3.90%, 3/15/28 | | | 11,000 | | | | 10,589 | |
5.88%, 5/1/42 | | | 47,000 | | | | 48,592 | |
| | |
Piedmont Natural Gas Co., Inc. 2.50%, 3/15/31 | | | 5,000 | | | | 4,190 | |
| | |
Pilgrim’s Pride Corp. 6.25%, 7/1/33 | | | 30,000 | | | | 30,384 | |
| | |
Plains All American Pipeline LP/PAA Finance Corp. 4.50%, 12/15/26 | | | 15,000 | | | | 14,717 | |
6.65%, 1/15/37(d) | | | 48,000 | | | | 50,777 | |
| | |
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)(d) | | | 10,000 | | | | 10,015 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
6.62%, 10/20/27, (6.615% fixed rate until 10/20/26; Secured Overnight Financing Index + 1.73% thereafter)(c) | | $ | 10,000 | | | $ | 10,273 | |
3.45%, 4/23/29 | | | 20,000 | | | | 18,477 | |
5.58%, 6/12/29, (5.582% fixed rate until 6/12/28; Secured Overnight Financing Rate + 1.84% thereafter)(c) | | | 20,000 | | | | 20,135 | |
2.55%, 1/22/30 | | | 85,000 | | | | 73,021 | |
6.88%, 10/20/34, (6.875% fixed rate until 10/20/33; Secured Overnight Financing Rate + 2.284% thereafter)(c) | | | 20,000 | | | | 21,692 | |
| | |
PPG Industries, Inc. 1.20%, 3/15/26 | | | 25,000 | | | | 23,115 | |
| | |
PPL Electric Utilities Corp. 5.00%, 5/15/33 | | | 100,000 | | | | 99,480 | |
| | |
Procter & Gamble Co. 2.80%, 3/25/27 | | | 25,000 | | | | 23,675 | |
3.00%, 3/25/30 | | | 35,000 | | | | 32,041 | |
| | |
Progressive Corp. 3.00%, 3/15/32 | | | 25,000 | | | | 21,639 | |
3.95%, 3/26/50 | | | 12,000 | | | | 9,785 | |
| | |
Prologis LP 1.25%, 10/15/30 | | | 60,000 | | | | 47,630 | |
5.25%, 6/15/53 | | | 40,000 | | | | 38,815 | |
| | |
Providence St. Joseph Health Obligated Group 3.74%, 10/1/47, Series I | | | 33,000 | | | | 25,388 | |
| | |
Prudential Financial, Inc. | | | | | | | | |
5.70%, 9/15/48, (5.70% fixed rate until 9/15/28; Secured Overnight Financing Rate + 2.940% thereafter)(c) | | | 5,000 | | | | 4,893 | |
6.00%, 9/1/52, (6.00% fixed rate until 6/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter)(c) | | | 80,000 | | | | 79,783 | |
| | |
Public Service Co. of Colorado 3.60%, 9/15/42 | | | 115,000 | | | | 88,479 | |
| | |
Public Service Electric & Gas Co. 3.60%, 12/1/47 | | | 56,000 | | | | 43,047 | |
| | |
Public Storage Operating Co. 5.35%, 8/1/53(d) | | | 25,000 | | | | 24,897 | |
| | |
PVH Corp. 4.63%, 7/10/25 | | | 25,000 | | | | 24,656 | |
| | |
QUALCOMM, Inc. 1.65%, 5/20/32 | | | 5,000 | | | | 3,908 | |
4.65%, 5/20/35 | | | 62,000 | | | | 60,664 | |
4.50%, 5/20/52 | | | 50,000 | | | | 44,166 | |
| | |
Quanta Services, Inc. 2.90%, 10/1/30 | | | 25,000 | | | | 21,685 | |
| | |
Radian Group, Inc. 4.88%, 3/15/27 | | | 25,000 | | | | 24,314 | |
| | |
Raymond James Financial, Inc. 4.65%, 4/1/30 | | | 25,000 | | | | 24,735 | |
| | |
Realty Income Corp. 3.00%, 1/15/27 | | | 5,000 | | | | 4,716 | |
3.95%, 8/15/27 | | | 5,000 | | | | 4,830 | |
4.90%, 7/15/33 | | | 45,000 | | | | 42,968 | |
| | |
Regeneron Pharmaceuticals, Inc. 2.80%, 9/15/50 | | | 70,000 | | | | 43,676 | |
| | |
Reliance, Inc. 1.30%, 8/15/25 | | | 25,000 | | | | 23,472 | |
| | |
Republic Services, Inc. 6.20%, 3/1/40 | | | 50,000 | | | | 54,548 | |
| | |
Rockwell Automation, Inc. 4.20%, 3/1/49(d) | | | 13,000 | | | | 11,089 | |
| | |
Roper Technologies, Inc. 3.80%, 12/15/26 | | | 30,000 | | | | 29,011 | |
1.40%, 9/15/27 | | | 18,000 | | | | 15,912 | |
| | |
RTX Corp. 3.95%, 8/16/25 | | | 25,000 | | | | 24,525 | |
5.75%, 11/8/26 | | | 10,000 | | | | 10,149 | |
3.50%, 3/15/27 | | | 50,000 | | | | 47,807 | |
6.00%, 3/15/31 | | | 10,000 | | | | 10,422 | |
6.10%, 3/15/34 | | | 10,000 | | | | 10,577 | |
4.80%, 12/15/43 | | | 5,000 | | | | 4,498 | |
4.35%, 4/15/47 | | | 56,000 | | | | 46,871 | |
4.05%, 5/4/47 | | | 35,000 | | | | 28,082 | |
6.40%, 3/15/54 | | | 15,000 | | | | 16,622 | |
| | |
RWJ Barnabas Health, Inc. 3.95%, 7/1/46 | | | 24,000 | | | | 19,656 | |
| | |
S&P Global, Inc. 2.90%, 3/1/32 | | | 70,000 | | | | 60,346 | |
| | |
Sabine Pass Liquefaction LLC 5.88%, 6/30/26 | | | 25,000 | | | | 25,208 | |
5.00%, 3/15/27 | | | 12,000 | | | | 11,918 | |
4.20%, 3/15/28 | | | 75,000 | | | | 72,398 | |
| | |
Sabra Health Care LP 5.13%, 8/15/26 | | | 28,000 | | | | 27,497 | |
3.90%, 10/15/29 | | | 10,000 | | | | 8,919 | |
| | |
Salesforce, Inc. 3.70%, 4/11/28 | | | 8,000 | | | | 7,722 | |
2.70%, 7/15/41 | | | 25,000 | | | | 17,852 | |
| | |
San Diego Gas & Electric Co. 3.70%, 3/15/52 | | | 150,000 | | | | 112,021 | |
| | |
Sempra 5.40%, 8/1/26 | | | 25,000 | | | | 25,070 | |
| | |
Sherwin-Williams Co. 4.25%, 8/8/25 | | | 100,000 | | | | 98,515 | |
2.95%, 8/15/29 | | | 10,000 | | | | 8,996 | |
4.50%, 6/1/47 | | | 5,000 | | | | 4,322 | |
3.80%, 8/15/49 | | | 5,000 | | | | 3,866 | |
| | |
Shire Acquisitions Investments Ireland DAC 3.20%, 9/23/26 | | | 65,000 | | | | 61,948 | |
| | |
Simon Property Group LP 3.30%, 1/15/26 | | | 5,000 | | | | 4,827 | |
3.25%, 11/30/26 | | | 23,000 | | | | 21,933 | |
3.38%, 6/15/27 | | | 100,000 | | | | 94,950 | |
| | |
Southern California Edison Co. 4.65%, 10/1/43 | | | 69,000 | | | | 60,593 | |
4.88%, 3/1/49, Series B | | | 38,000 | | | | 33,802 | |
| | |
Southern California Gas Co. 2.95%, 4/15/27 | | | 25,000 | | | | 23,527 | |
5.75%, 6/1/53 | | | 50,000 | | | | 50,602 | |
| | |
Southern Co. 3.25%, 7/1/26 | | | 67,000 | | | | 64,107 | |
4.40%, 7/1/46 | | | 50,000 | | | | 42,333 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
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) | | $ | 100,000 | | | $ | 96,205 | |
| | |
Southern Co. Gas Capital Corp. 4.40%, 6/1/43 | | | 21,000 | | | | 17,464 | |
| | |
Southern Power Co. 0.90%, 1/15/26 | | | 35,000 | | | | 32,287 | |
| | |
Southwest Airlines Co. 5.13%, 6/15/27 | | | 37,000 | | | | 36,889 | |
| | |
Southwest Gas Corp. 3.80%, 9/29/46 | | | 25,000 | | | | 18,382 | |
| | |
Southwestern Electric Power Co. 3.25%, 11/1/51 | | | 75,000 | | | | 49,207 | |
| | |
Sprint Capital Corp. 6.88%, 11/15/28 | | | 100,000 | | | | 106,617 | |
| | |
Stanford Health Care 3.80%, 11/15/48, Series 2018 | | | 18,000 | | | | 14,603 | |
| | |
Stanley Black & Decker, Inc. 2.75%, 11/15/50 | | | 4,000 | | | | 2,333 | |
| | |
Starbucks Corp. 2.45%, 6/15/26 | | | 5,000 | | | | 4,722 | |
2.00%, 3/12/27 | | | 70,000 | | | | 64,172 | |
4.00%, 11/15/28(d) | | | 5,000 | | | | 4,833 | |
3.50%, 11/15/50 | | | 50,000 | | | | 36,612 | |
| | |
State Street Corp. 5.27%, 8/3/26 | | | 10,000 | | | | 10,036 | |
5.82%, 11/4/28, (5.82% fixed rate until 11/4/27; Secured Overnight Financing Rate + 1.715% thereafter)(c) | | | 25,000 | | | | 25,592 | |
4.42%, 5/13/33, (4.421% fixed rate until 5/13/32; Secured Overnight Financing Rate + 1.605% thereafter)(c) | | | 75,000 | | | | 70,831 | |
| | |
Steel Dynamics, Inc. 3.45%, 4/15/30 | | | 90,000 | | | | 81,829 | |
| | |
Sutter Health 3.16%, 8/15/40, Series 20A | | | 60,000 | | | | 46,114 | |
| | |
Synchrony Financial 3.70%, 8/4/26 | | | 5,000 | | | | 4,721 | |
5.15%, 3/19/29 | | | 36,000 | | | | 34,376 | |
| | |
Sysco Corp. 3.30%, 7/15/26 | | | 63,000 | | | | 60,496 | |
6.60%, 4/1/50 | | | 25,000 | | | | 28,262 | |
| | |
T-Mobile USA, Inc. 3.50%, 4/15/25 | | | 40,000 | | | | 39,117 | |
5.38%, 4/15/27 | | | 60,000 | | | | 59,956 | |
4.95%, 3/15/28 | | | 50,000 | | | | 49,710 | |
4.80%, 7/15/28 | | | 10,000 | | | | 9,873 | |
3.38%, 4/15/29 | | | 50,000 | | | | 45,935 | |
5.20%, 1/15/33 | | | 50,000 | | | | 49,705 | |
5.75%, 1/15/34 | | | 10,000 | | | | 10,307 | |
5.75%, 1/15/54 | | | 10,000 | | | | 10,131 | |
6.00%, 6/15/54 | | | 10,000 | | | | 10,506 | |
5.80%, 9/15/62 | | | 100,000 | | | | 101,550 | |
| | |
Tampa Electric Co. 4.45%, 6/15/49 | | | 65,000 | | | | 54,854 | |
| | |
Tapestry, Inc. 4.13%, 7/15/27 | | | 14,000 | | | | 13,305 | |
7.70%, 11/27/30 | | | 10,000 | | | | 10,628 | |
7.85%, 11/27/33 | | | 10,000 | | | | 10,831 | |
| | |
Targa Resources Corp. 6.15%, 3/1/29 | | | 10,000 | | | | 10,315 | |
6.50%, 3/30/34 | | | 10,000 | | | | 10,623 | |
| | |
Target Corp. 2.50%, 4/15/26 | | | 129,000 | | | | 123,235 | |
4.00%, 7/1/42(d) | | | 35,000 | | | | 30,196 | |
| | |
Teledyne FLIR LLC 2.50%, 8/1/30 | | | 25,000 | | | | 21,141 | |
| | |
Texas Instruments, Inc. 2.90%, 11/3/27 | | | 27,000 | | | | 25,361 | |
4.15%, 5/15/48 | | | 64,000 | | | | 54,401 | |
5.05%, 5/18/63(d) | | | 10,000 | | | | 9,573 | |
| | |
Thermo Fisher Scientific, Inc. 5.09%, 8/10/33 | | | 10,000 | | | | 10,056 | |
| | |
Time Warner Cable LLC 6.75%, 6/15/39 | | | 80,500 | | | | 75,919 | |
5.88%, 11/15/40 | | | 25,000 | | | | 21,532 | |
| | |
TJX Cos., Inc. 3.88%, 4/15/30 | | | 20,000 | | | | 18,977 | |
| | |
Toll Brothers Finance Corp. 4.88%, 3/15/27 | | | 50,000 | | | | 49,176 | |
| | |
Toyota Motor Credit Corp. 4.45%, 5/18/26 | | | 10,000 | | | | 9,897 | |
4.55%, 9/20/27 | | | 150,000 | | | | 148,765 | |
3.05%, 1/11/28 | | | 15,000 | | | | 14,126 | |
2.15%, 2/13/30 | | | 30,000 | | | | 25,792 | |
5.55%, 11/20/30 | | | 10,000 | | | | 10,329 | |
1.65%, 1/10/31 | | | 30,000 | | | | 24,375 | |
| | |
Trane Technologies Global Holding Co. Ltd. 3.75%, 8/21/28 | | | 45,000 | | | | 42,944 | |
| | |
Transcontinental Gas Pipe Line Co. LLC 4.45%, 8/1/42 | | | 15,000 | | | | 13,061 | |
| | |
Travelers Cos., Inc. 6.25%, 6/15/37 | | | 14,000 | | | | 15,401 | |
4.30%, 8/25/45 | | | 50,000 | | | | 43,616 | |
2.55%, 4/27/50 | | | 10,000 | | | | 6,231 | |
| | |
Trinity Health Corp. 2.63%, 12/1/40, Series 2021 | | | 40,000 | | | | 28,209 | |
| | |
Truist Bank 4.05%, 11/3/25 | | | 25,000 | | | | 24,479 | |
| | |
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 | | | | 15,152 | |
1.13%, 8/3/27 | | | 56,000 | | | | 48,769 | |
3.88%, 3/19/29(d) | | | 65,000 | | | | 59,909 | |
5.87%, 6/8/34, (5.867% fixed rate until 6/8/33; Secured Overnight Financing Rate + 2.361% thereafter)(c) | | | 15,000 | | | | 15,014 | |
| | |
Tucson Electric Power Co. 1.50%, 8/1/30 | | | 73,000 | | | | 58,838 | |
| | |
TWDC Enterprises 18 Corp. 4.38%, 8/16/41 | | | 10,000 | | | | 8,857 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
3.70%, 12/1/42 | | $ | 5,000 | | | $ | 4,061 | |
3.00%, 7/30/46 | | | 48,000 | | | | 33,568 | |
| | |
Tyson Foods, Inc. 4.88%, 8/15/34 | | | 28,000 | | | | 26,624 | |
|
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 | | | | 150,676 | |
6.79%, 10/26/27, (6.787% fixed rate until 10/26/26; Secured Overnight Financing Rate + 1.88% thereafter)(c) | | | 60,000 | | | | 62,002 | |
4.55%, 7/22/28, (4.548% fixed rate until 7/22/27; Secured Overnight Financing Rate + 1.66% thereafter)(c) | | | 125,000 | | | | 122,095 | |
5.78%, 6/12/29, (5.775% fixed rate until 6/12/28; Secured Overnight Financing Rate + 2.02% thereafter)(c) | | | 15,000 | | | | 15,160 | |
5.84%, 6/12/34, (5.836% fixed rate until 6/10/33; Secured Overnight Financing Rate + 2.26% thereafter)(c) | | | 15,000 | | | | 15,131 | |
| | |
UDR, Inc. 2.10%, 8/1/32 | | | 25,000 | | | | 19,350 | |
| | |
Union Electric Co. 2.95%, 6/15/27 | | | 18,000 | | | | 16,919 | |
| | |
Union Pacific Corp. 3.75%, 7/15/25 | | | 5,000 | | | | 4,909 | |
3.25%, 8/15/25 | | | 25,000 | | | | 24,358 | |
2.75%, 3/1/26 | | | 5,000 | | | | 4,789 | |
4.00%, 4/15/47(d) | | | 19,000 | | | | 15,517 | |
3.84%, 3/20/60 | | | 108,000 | | | | 82,012 | |
| | |
United Airlines Pass-Through Trust | | | | | | | | |
4.30%, 2/15/27, Series 2013-1, Class A | | | 198,121 | | | | 193,352 | |
5.80%, 7/15/37, Series 2023-1, Class A | | | 110,000 | | | | 111,002 | |
| | |
United Parcel Service, Inc. 2.40%, 11/15/26 | | | 5,000 | | | | 4,708 | |
3.05%, 11/15/27 | | | 18,000 | | | | 16,923 | |
6.20%, 1/15/38 | | | 15,000 | | | | 16,419 | |
3.40%, 11/15/46 | | | 5,000 | | | | 3,831 | |
| | |
UnitedHealth Group, Inc. 3.10%, 3/15/26 | | | 34,000 | | | | 32,848 | |
3.88%, 12/15/28 | | | 18,000 | | | | 17,287 | |
4.20%, 5/15/32 | | | 75,000 | | | | 70,843 | |
5.95%, 2/15/41 | | | 130,000 | | | | 137,201 | |
3.75%, 10/15/47 | | | 15,000 | | | | 11,649 | |
4.45%, 12/15/48 | | | 15,000 | | | | 13,144 | |
5.20%, 4/15/63 | | | 60,000 | | | | 57,271 | |
| | |
University of Southern California 3.84%, 10/1/47, Series 2017 | | | 120,000 | | | | 100,448 | |
| | |
Unum Group 4.50%, 12/15/49 | | | 50,000 | | | | 39,710 | |
| | |
Utah Acquisition Sub, Inc. 3.95%, 6/15/26 | | | 40,000 | | | | 38,616 | |
| | |
Ventas Realty LP 4.75%, 11/15/30 | | | 14,000 | | | | 13,408 | |
| | |
VeriSign, Inc. 4.75%, 7/15/27 | | | 8,000 | | | | 7,848 | |
| | |
Verisk Analytics, Inc. 4.13%, 3/15/29 | | | 50,000 | | | | 48,027 | |
| | |
Verizon Communications, Inc. 4.33%, 9/21/28 | | | 100,000 | | | | 97,105 | |
4.02%, 12/3/29 | | | 20,000 | | | | 18,990 | |
1.68%, 10/30/30 | | | 66,000 | | | | 53,181 | |
5.05%, 5/9/33(d) | | | 10,000 | | | | 9,906 | |
4.50%, 8/10/33 | | | 80,000 | | | | 75,506 | |
3.40%, 3/22/41 | | | 100,000 | | | | 76,713 | |
2.88%, 11/20/50 | | | 85,000 | | | | 54,230 | |
| | |
Viatris, Inc. 2.70%, 6/22/30 | | | 10,000 | | | | 8,419 | |
3.85%, 6/22/40 | | | 30,000 | | | | 22,050 | |
4.00%, 6/22/50 | | | 25,000 | | | | 17,063 | |
| | |
Virginia Electric & Power Co. 5.30%, 8/15/33 | | | 100,000 | | | | 99,855 | |
8.88%, 11/15/38 | | | 15,000 | | | | 19,980 | |
| | |
Visa, Inc. 2.75%, 9/15/27 | | | 63,000 | | | | 59,033 | |
3.65%, 9/15/47 | | | 59,000 | | | | 47,031 | |
| | |
VMware LLC 4.50%, 5/15/25 | | | 25,000 | | | | 24,731 | |
| | |
Vulcan Materials Co. 4.50%, 4/1/25 | | | 18,000 | | | | 17,818 | |
3.50%, 6/1/30 | | | 131,000 | | | | 119,480 | |
| | |
Walmart, Inc. 3.55%, 6/26/25 | | | 69,000 | | | | 67,899 | |
3.95%, 9/9/27 | | | 25,000 | | | | 24,506 | |
4.10%, 4/15/33(d) | | | 50,000 | | | | 47,665 | |
5.25%, 9/1/35 | | | 50,000 | | | | 51,794 | |
4.05%, 6/29/48 | | | 40,000 | | | | 34,472 | |
| | |
Walt Disney Co. 3.35%, 3/24/25 | | | 40,000 | | | | 39,202 | |
3.50%, 5/13/40 | | | 55,000 | | | | 44,184 | |
2.75%, 9/1/49 | | | 50,000 | | | | 32,317 | |
| | |
Warnermedia Holdings, Inc. 3.64%, 3/15/25 | | | 15,000 | | | | 14,686 | |
3.76%, 3/15/27 | | | 35,000 | | | | 33,143 | |
4.05%, 3/15/29 | | | 15,000 | | | | 13,872 | |
4.28%, 3/15/32 | | | 40,000 | | | | 35,316 | |
5.05%, 3/15/42 | | | 40,000 | | | | 33,657 | |
5.39%, 3/15/62 | | | 25,000 | | | | 20,142 | |
| | |
Washington University 3.52%, 4/15/54, Series 2022 | | | 39,000 | | | | 30,285 | |
| | |
Waste Management, Inc. 4.63%, 2/15/30 | | | 100,000 | | | | 98,397 | |
| | |
Wells Fargo & Co. 3.00%, 4/22/26 | | | 228,000 | | | | 217,599 | |
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 | | | | 23,805 | |
3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month Secured Overnight Financing Rate + 1.572% thereafter)(c) | | | 159,000 | | | | 150,695 | |
6.30%, 10/23/29, (6.303% fixed rate until 10/23/28; Secured Overnight Financing Rate + 1.79% thereafter)(c) | | | 25,000 | | | | 25,917 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
6.49%, 10/23/34, (6.491% fixed rate until 10/23/33; Secured Overnight Financing Rate + 2.06% thereafter)(c) | | $ | 30,000 | | | $ | 31,920 | |
3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(c) | | | 75,000 | | | | 55,517 | |
5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; 3-month Secured Overnight Financing Rate + 4.502% thereafter)(c) | | | 205,000 | | | | 189,889 | |
| | |
Welltower OP LLC 4.00%, 6/1/25 | | | 68,000 | | | | 66,761 | |
4.25%, 4/1/26 | | | 3,000 | | | | 2,942 | |
4.25%, 4/15/28 | | | 15,000 | | | | 14,522 | |
2.75%, 1/15/31 | | | 25,000 | | | | 21,330 | |
| | |
Western Midstream Operating LP 6.35%, 1/15/29 | | | 50,000 | | | | 51,654 | |
| | |
Western Union Co. 2.75%, 3/15/31(d) | | | 75,000 | | | | 61,949 | |
| | |
Westinghouse Air Brake Technologies Corp. 3.45%, 11/15/26 | | | 36,000 | | | | 34,245 | |
| | |
Westlake Corp. 5.00%, 8/15/46 | | | 10,000 | | | | 8,913 | |
| | |
Williams Cos., Inc. 3.75%, 6/15/27 | | | 10,000 | | | | 9,570 | |
7.50%, 1/15/31, Series A | | | 36,000 | | | | 40,106 | |
6.30%, 4/15/40 | | | 10,000 | | | | 10,367 | |
5.75%, 6/24/44 | | | 50,000 | | | | 49,044 | |
| | |
Willis-Knighton Medical Center 4.81%, 9/1/48, Series 2018 | | | 20,000 | | | | 17,694 | |
| | |
Wisconsin Public Service Corp. 3.67%, 12/1/42 | | | 88,000 | | | | 68,902 | |
| | |
WRKCo, Inc. 3.75%, 3/15/25 | | | 40,000 | | | | 39,212 | |
3.90%, 6/1/28 | | | 50,000 | | | | 47,418 | |
| | |
WW Grainger, Inc. 3.75%, 5/15/46 | | | 25,000 | | | | 20,142 | |
| | |
Wyeth LLC 5.95%, 4/1/37 | | | 10,000 | | | | 10,679 | |
| | |
Xylem, Inc. 3.25%, 11/1/26 | | | 5,000 | | | | 4,776 | |
| | | | | | | | |
Total United States | | | | 34,636,103 | |
TOTAL CORPORATE BONDS (Cost: $43,772,831) | | | | 40,321,308 | |
|
FOREIGN GOVERNMENT AGENCIES – 0.8% | |
|
Canada – 0.1% | |
| | |
Province of Alberta 1.30%, 7/22/30 | | | 60,000 | | | | 49,246 | |
| | |
Province of British Columbia 2.25%, 6/2/26, Series 9 | | | 25,000 | | | | 23,694 | |
4.80%, 11/15/28 | | | 15,000 | | | | 15,178 | |
| | |
Province of New Brunswick 3.63%, 2/24/28 | | | 20,000 | | | | 19,184 | |
| | |
Province of Ontario 1.13%, 10/7/30 | | | 50,000 | | | | 40,323 | |
| | |
Province of Quebec 2.50%, 4/20/26 | | | 25,000 | | | | 23,868 | |
7.50%, 9/15/29, Series PD | | | 31,000 | | | | 35,397 | |
| | | | | | | | |
Total Canada | | | | 206,890 | |
|
Germany – 0.4% | |
| | |
Kreditanstalt fuer Wiederaufbau 0.63%, 1/22/26 | | | 350,000 | | | | 324,436 | |
3.63%, 4/1/26 | | | 120,000 | | | | 117,535 | |
4.13%, 7/15/33 | | | 35,000 | | | | 34,219 | |
5.48%, 4/18/36(a) | | | 50,000 | | | | 28,995 | |
| | |
Landwirtschaftliche Rentenbank 1.75%, 7/27/26 | | | 95,000 | | | | 88,857 | |
2.50%, 11/15/27, Series 37 | | | 26,000 | | | | 24,264 | |
| | | | | | | | |
Total Germany | | | | 618,306 | |
|
Japan – 0.1% | |
| | |
Japan Bank for International Cooperation 4.63%, 7/19/28 | | | 200,000 | | | | 199,616 | |
|
South Korea – 0.2% | |
| | |
Korea Development Bank 3.00%, 1/13/26 | | | 100,000 | | | | 96,525 | |
4.50%, 2/15/29 | | | 200,000 | | | | 198,050 | |
| | | | | | | | |
Total South Korea | | | | 294,575 | |
|
Sweden – 0.0% | |
| | |
Svensk Exportkredit AB 3.26%, 5/11/37, Series D(a) | | | 50,000 | | | | 26,299 | |
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $1,404,211) | | | | 1,345,686 | |
|
FOREIGN GOVERNMENT OBLIGATIONS – 0.8% | |
|
Chile – 0.1% | |
| | |
Chile Government International Bonds 3.50%, 1/25/50 | | | 150,000 | | | | 109,108 | |
|
Indonesia – 0.1% | |
| | |
Indonesia Government International Bonds 3.50%, 2/14/50 | | | 165,000 | | | | 121,963 | |
|
Italy – 0.0% | |
| | |
Republic of Italy Government International Bonds 5.38%, 6/15/33 | | | 63,000 | | | | 61,957 | |
|
Mexico – 0.2% | |
| | |
Mexico Government International Bonds 6.75%, 9/27/34, Series A | | | 25,000 | | | | 26,448 | |
6.05%, 1/11/40, Series A | | | 30,000 | | | | 29,450 | |
4.28%, 8/14/41 | | | 150,000 | | | | 119,386 | |
5.75%, 10/12/2110 | | | 108,000 | | | | 93,652 | |
| | | | | | | | |
Total Mexico | | | | 268,936 | |
|
Panama – 0.2% | |
| | |
Panama Government International Bonds 8.88%, 9/30/27 | | | 283,000 | | | | 305,643 | |
6.70%, 1/26/36 | | | 100,000 | | | | 94,733 | |
| | | | | | | | |
Total Panama | | | | 400,376 | |
|
Peru – 0.1% | |
| | |
Peru Government International Bonds 4.13%, 8/25/27 | | | 69,000 | | | | 66,840 | |
2.78%, 1/23/31 | | | 50,000 | | | | 42,611 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
8.75%, 11/21/33 | | $ | 25,000 | | | $ | 30,764 | |
3.00%, 1/15/34 | | | 50,000 | | | | 40,759 | |
5.63%, 11/18/50 | | | 25,000 | | | | 24,813 | |
3.23%, 7/28/2121 | | | 40,000 | | | | 22,937 | |
| | | | | | | | |
Total Peru | | | | 228,724 | |
|
Poland – 0.1% | |
| | |
Republic of Poland Government International Bonds 4.88%, 10/4/33 | | | 100,000 | | | | 98,121 | |
|
Uruguay – 0.0% | |
| | |
Uruguay Government International Bonds 4.98%, 4/20/55 | | | 64,000 | | | | 59,728 | |
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $1,562,299) | | | | 1,348,913 | |
|
SUPRANATIONAL BONDS – 1.3% | |
| | |
Asian Development Bank 0.63%, 4/29/25 | | | 200,000 | | | | 190,210 | |
0.50%, 2/4/26 | | | 75,000 | | | | 69,241 | |
2.50%, 11/2/27 | | | 20,000 | | | | 18,689 | |
4.50%, 8/25/28 | | | 30,000 | | | | 30,141 | |
0.75%, 10/8/30 | | | 25,000 | | | | 19,821 | |
4.13%, 1/12/34 | | | 175,000 | | | | 171,134 | |
| | |
Council of Europe Development Bank 3.75%, 5/25/26 | | | 10,000 | | | | 9,808 | |
| | |
European Investment Bank 2.38%, 5/24/27 | | | 53,000 | | | | 49,736 | |
3.75%, 2/14/33 | | | 50,000 | | | | 47,786 | |
4.88%, 2/15/36 | | | 25,000 | | | | 25,948 | |
| | |
Inter-American Development Bank 0.63%, 7/15/25 | | | 270,000 | | | | 254,702 | |
3.50%, 4/12/33 | | | 175,000 | | | | 162,925 | |
3.20%, 8/7/42 | | | 25,000 | | | | 20,188 | |
| | |
International Bank for Reconstruction & Development 0.63%, 4/22/25 | | | 110,000 | | | | 104,710 | |
2.50%, 7/29/25 | | | 609,000 | | | | 589,238 | |
3.13%, 6/15/27 | | | 25,000 | | | | 23,990 | |
2.50%, 11/22/27 | | | 144,000 | | | | 134,495 | |
0.88%, 5/14/30 | | | 118,000 | | | | 95,494 | |
4.00%, 7/25/30 | | | 25,000 | | | | 24,447 | |
4.75%, 11/14/33 | | | 25,000 | | | | 25,690 | |
TOTAL SUPRANATIONAL BONDS (Cost: $2,185,205) | | | | 2,068,393 | |
|
COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.6% | |
|
United States – 1.6% | |
| | |
BANK | | | | | | | | |
2.85%, 10/17/52, Series 2019-BNK21, Class A5 | | | 75,000 | | | | 66,188 | |
3.18%, 2/15/55, Series 2022-BNK39, Class AS | | | 113,000 | | | | 96,408 | |
3.44%, 9/15/60, Series 2017-BNK7, Class A5 | | | 105,000 | | | | 98,807 | |
2.14%, 3/15/63, Series 2020-BNK28, Class AS | | | 100,000 | | | | 81,787 | |
| | |
BBCMS Mortgage Trust | | | | | | | | |
2.99%, 11/15/52, Series 2019-C5, Class ASB | | | 100,000 | | | | 94,280 | |
| | |
Benchmark Mortgage Trust | | | | | | | | |
2.91%, 9/15/43, Series 2020-IG1, Class AS^(c) | | | 60,000 | | | | 46,138 | |
1.98%, 8/15/54, Series 2021-B28, Class ASB | | | 150,000 | | | | 129,224 | |
3.79%, 4/15/55, Series 2022-B34, Class A5^(c) | | | 50,000 | | | | 43,943 | |
4.44%, 5/15/55, Series 2022-B35, Class A5^(c) | | | 30,000 | | | | 27,830 | |
| | |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | | | | | | | | |
3.43%, 1/25/27, Series K063, Class A2^(c) | | | 20,000 | | | | 19,296 | |
3.19%, 9/25/27, Series K069, Class A2^(c) | | | 140,000 | | | | 133,116 | |
3.25%, 11/25/27, Series K072, Class A1 | | | 229,677 | | | | 222,489 | |
3.69%, 1/25/29, Series K088, Class A2 | | | 115,000 | | | | 109,997 | |
2.52%, 10/25/29, Series K101, Class A2 | | | 50,000 | | | | 44,656 | |
2.54%, 10/25/29, Series K102, Class A2 | | | 60,000 | | | | 53,576 | |
2.13%, 11/25/31, Series K136, Class A2 | | | 150,000 | | | | 124,875 | |
2.35%, 11/25/31, Series K137, Class A2^(c) | | | 35,000 | | | | 29,593 | |
4.20%, 5/25/33, Series K157, Class A2 | | | 50,000 | | | | 47,915 | |
1.24%, 1/25/35, Series K1516, Class A1 | | | 84,624 | | | | 67,140 | |
| | |
Federal National Mortgage Association-Aces | | | | | | | | |
2.49%, 5/25/26, Series 2016-M6, Class A2 | | | 45,658 | | | | 43,437 | |
2.47%, 12/25/26, Series 2017-M3, Class A2^(c) | | | 33,301 | | | | 31,386 | |
3.06%, 3/25/28, Series 2018-M4, Class A2^(c) | | | 18,938 | | | | 17,894 | |
3.55%, 9/25/28, Series 2019-M1, Class A2^(c) | | | 21,716 | | | | 20,769 | |
2.44%, 10/25/29, Series 2020-M1, Class A2 | | | 100,000 | | | | 88,904 | |
1.78%, 5/25/30, Series 2020-M14, Class A2 | | | 121,626 | | | | 103,383 | |
1.27%, 7/25/30, Series 2020-M42, Class A2 | | | 150,000 | | | | 121,610 | |
3.61%, 2/25/31, Series 2019-M4, Class A2 | | | 4,197 | | | | 3,896 | |
| | |
GS Mortgage Securities Trust | | | | | | | | |
3.00%, 9/10/52, Series 2019-GC42, Class A4 | | | 50,000 | | | | 44,412 | |
2.66%, 2/13/53, Series 2020-GC45, Class A4 | | | 100,000 | | | | 87,102 | |
| | |
Morgan Stanley Bank of America Merrill Lynch Trust | | | | | | | | |
3.60%, 5/15/50, Series 2017-C33, Class A5 | | | 90,000 | | | | 85,213 | |
| | |
Morgan Stanley Capital I Trust | | | | | | | | |
3.52%, 7/15/52, Series 2019-H7, Class AS | | | 100,000 | | | | 88,893 | |
2.44%, 6/15/54, Series 2021-L6, Class A4^(c) | | | 100,000 | | | | 82,790 | |
| | |
UBS Commercial Mortgage Trust | | | | | | | | |
4.30%, 8/15/51, Series 2018-C12, Class A5 | | | 50,000 | | | | 46,391 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
4.08%, 12/15/51, Series 2018-C15, Class A3 | | $ | 17,669 | | | $ | 16,753 | |
| | |
Wells Fargo Commercial Mortgage Trust | | | | | | | | |
3.79%, 9/15/48, Series 2015-SG1, Class A4 | | | 97,058 | | | | 94,143 | |
3.64%, 3/15/50, Series 2017-RB1, Class A5 | | | 68,000 | | | | 63,341 | |
2.40%, 7/15/53, Series 2020-C58, Class AS | | | 100,000 | | | | 79,441 | |
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $2,983,171) | | | | 2,657,016 | |
|
MUNICIPAL BONDS – 0.7% | |
|
United States – 0.7% | |
| | |
California Earthquake Authority 5.60%, 7/1/27, Series A | | | 150,000 | | | | 151,516 | |
| | |
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | | | | | | | | |
6.90%, 12/1/40, Series B | | | 48,515 | | | | 54,001 | |
| | |
City of Houston 3.96%, 3/1/47 | | | 50,000 | | | | 43,646 | |
| | |
Commonwealth of Massachusetts 4.11%, 7/15/31, Series B | | | 98,914 | | | | 97,295 | |
| | |
Dallas Fort Worth International Airport 4.51%, 11/1/51, Series A | | | 100,000 | | | | 91,150 | |
| | |
Louisiana Local Government Environmental Facilities & Community Development Authority 3.62%, 2/1/29, Series A | | | 68,090 | | | | 66,379 | |
| | |
New Jersey Transportation Trust Fund Authority 5.75%, 12/15/28, Series C | | | 45,000 | | | | 45,465 | |
| | |
New York City Municipal Water Finance Authority 5.44%, 6/15/43, Series AA | | | 100,000 | | | | 100,524 | |
| | |
Port Authority of New York & New Jersey 5.65%, 11/1/40 | | | 100,000 | | | | 104,622 | |
4.81%, 10/15/65, Series 192 | | | 25,000 | | | | 23,806 | |
| | |
Port of Morrow 2.54%, 9/1/40, Series 1 | | | 20,000 | | | | 14,728 | |
| | |
Sales Tax Securitization Corp. 3.82%, 1/1/48, Series B | | | 100,000 | | | | 80,492 | |
| | |
State of California 7.55%, 4/1/39 | | | 90,000 | | | | 109,739 | |
| | |
State of Mississippi 5.25%, 11/1/34, Series F | | | 75,000 | | | | 76,256 | |
| | |
Texas Transportation Commission 2.56%, 4/1/42 | | | 20,000 | | | | 14,993 | |
| | |
Texas Transportation Commission State Highway Fund 5.18%, 4/1/30, Series B-BUILD | | | 50,000 | | | | 50,207 | |
4.00%, 10/1/33 | | | 20,000 | | | | 18,991 | |
| | |
University of California 3.35%, 7/1/29, Series BD | | | 10,000 | | | | 9,422 | |
University of Michigan 3.50%, 4/1/52, Series A | | | 50,000 | | | | 38,896 | |
TOTAL MUNICIPAL BONDS (Cost: $1,399,427) | | | | 1,192,128 | |
|
ASSET-BACKED SECURITIES – 0.5% | |
|
United States – 0.5% | |
| | |
American Express Credit Account Master Trust 4.87%, 5/15/28, Series 2023-1, Class A | | | 150,000 | | | | 149,726 | |
| | |
Citibank Credit Card Issuance Trust 3.96%, 10/13/30, Series 2018-A7, Class A7 | | | 100,000 | | | | 96,353 | |
| | |
GM Financial Consumer Automobile Receivables Trust 4.86%, 6/18/29, Series 2024-1, Class A4 | | | 125,000 | | | | 124,490 | |
| | |
Honda Auto Receivables Owner Trust 4.91%, 9/17/29, Series 2023-2, Class A4 | | | 70,000 | | | | 69,805 | |
| | |
Toyota Auto Receivables Owner Trust 4.71%, 2/15/28, Series 2023-B, Class A3 | | | 100,000 | | | | 99,218 | |
| | |
Verizon Master Trust 3.67%, 1/22/29, Series 2022-6, Class A | | | 100,000 | | | | 97,869 | |
Volkswagen Auto Loan Enhanced Trust 1.26%, 10/20/28, Series 2021-1, Class A4 | | | 100,000 | | | | 94,738 | |
TOTAL ASSET-BACKED SECURITIES (Cost: $742,603) | | | | 732,199 | |
|
REPURCHASE AGREEMENT – 2.7% | |
|
United States – 2.7% | |
| | |
Citigroup, Inc., tri-party repurchase agreement dated 2/29/24 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 3/1/24; Proceeds at maturity – $4,400,648 (fully collateralized by Fannie Mae, 6.50% due 7/1/53, Freddie Mac, 5.50% – 6.00% due 7/1/53; Market value including accrued interest – $4,620,468) | | | | | | | | |
(Cost: $4,400,000) | | | 4,400,000 | | | | 4,400,000 | |
| | |
| | Shares | | | | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.4% | |
|
United States – 0.4% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(f) | | | | | | | | |
(Cost: $569,308) | | | 569,308 | | | | 569,308 | |
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE TBA SALE COMMITMENTS – 104.2% (Cost: $180,502,777) | | | | 169,829,721 | |
| | |
TBA Sale Commitments | | Principal Amount | | | | |
|
U.S. GOVERNMENT AGENCIES TBA SALE COMMITMENTS – (1.3)% | |
|
Government National Mortgage Association – (0.3)% | |
2.50%, 3/20/54(b) | | $ | (350,000 | ) | | | (296,218 | ) |
3.00%, 3/20/54(b) | | | (75,000 | ) | | | (65,770 | ) |
3.50%, 3/20/54(b) | | | (100,000 | ) | | | (90,457 | ) |
| | | | | | | | |
Total Government National Mortgage Association | | | | (452,445 | ) |
|
Uniform Mortgage-Backed Securities – (1.0)% | |
2.00%, 3/1/39(b) | | | (50,000 | ) | | | (44,104 | ) |
2.50%, 3/1/39(b) | | | (75,000 | ) | | | (68,002 | ) |
3.00%, 3/1/39(b) | | | (100,000 | ) | | | (92,642 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
| | | | | | | | |
TBA Sale Commitments | | Principal Amount | | | Value | |
3.50%, 3/1/39(b) | | $ | (25,000 | ) | | $ | (23,655 | ) |
1.50%, 3/1/54(b) | | | (150,000 | ) | | | (111,921 | ) |
2.00%, 3/1/54(b) | | | (425,000 | ) | | | (334,047 | ) |
2.50%, 3/1/54(b) | | | (300,000 | ) | | | (246,442 | ) |
3.00%, 3/1/54(b) | | | (400,000 | ) | | | (342,212 | ) |
3.50%, 3/1/54(b) | | | (275,000 | ) | | | (244,732 | ) |
4.00%, 3/1/54(b) | | | (125,000 | ) | | | (115,016 | ) |
4.50%, 3/1/54(b) | | | (25,000 | ) | | | (23,666 | ) |
| | | | | | | | |
Total Uniform Mortgage-Backed Securities | | | | (1,646,439 | ) |
| |
TOTAL TBA SALE COMMITMENTS (Proceeds: $2,123,999) | | | | (2,098,884 | ) |
| | |
Other Assets less Liabilities – (2.9)% | | | | | | | (4,744,634 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | | | | $ | 162,986,203 | |
* | 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) | Represents a zero coupon bond. Rate shown reflects the effective yield as of February 29, 2024. |
(b) | To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing. |
(c) | Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates. |
(d) | Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,115,844 and the total market value of the collateral held by the Fund was $2,185,876. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,616,568. |
(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 February 29, 2024. |
| | | | | | | | | | | | | | | | |
| | | | |
FINANCIAL DERIVATIVE INSTRUMENTS | | | | | | | | | | | | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
Short Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
2 Year U.S. Treasury Note | | | 228 | | | | 6/28/24 | | | $ | (46,683,000 | ) | | $ | 3,516 | |
5 Year U.S. Treasury Note | | | 785 | | | | 6/28/24 | | | | (83,921,406 | ) | | | (151,152 | ) |
U.S. Treasury Ultra Long Term Bond | | | 80 | | | | 6/18/24 | | | | (10,230,000 | ) | | | (154,930 | ) |
Ultra 10 Year U.S. Treasury Note | | | 443 | | | | 6/18/24 | | | | (50,578,141 | ) | | | (261,469 | ) |
| | | $ | (191,412,547 | ) | | $ | (564,035 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
February 29, 2024
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 46,674,462 | | | $ | — | | | $ | 46,674,462 | |
U.S. Government Obligations | | | — | | | | 68,520,308 | | | | — | | | | 68,520,308 | |
Corporate Bonds | | | — | | | | 40,321,308 | | | | — | | | | 40,321,308 | |
Foreign Government Agencies | | | — | | | | 1,345,686 | | | | — | | | | 1,345,686 | |
Foreign Government Obligations | | | — | | | | 1,348,913 | | | | — | | | | 1,348,913 | |
Supranational Bonds | | | — | | | | 2,068,393 | | | | — | | | | 2,068,393 | |
Commercial Mortgage-Backed Securities | | | — | | | | 2,657,016 | | | | — | | | | 2,657,016 | |
Municipal Bonds | | | — | | | | 1,192,128 | | | | — | | | | 1,192,128 | |
Asset-Backed Securities | | | — | | | | 732,199 | | | | — | | | | 732,199 | |
Repurchase Agreement | | | — | | | | 4,400,000 | | | | — | | | | 4,400,000 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 569,308 | | | | — | | | | 569,308 | |
Total Investments in Securities | | $ | — | | | $ | 169,829,721 | | | $ | — | | | $ | 169,829,721 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 3,516 | | | $ | — | | | $ | — | | | $ | 3,516 | |
| | |
Liabilities: | | | | | | | | | |
TBA Sale Commitments | | | | |
U.S. Government Agencies | | $ | — | | | $ | (2,098,884 | ) | | $ | — | | | $ | (2,098,884 | ) |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | (567,551 | ) | | $ | — | | | $ | — | | | $ | (567,551 | ) |
Total – Net | | $ | (564,035 | ) | | $ | 167,730,837 | | | $ | — | | | $ | 167,166,802 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Mortgage Plus Bond Fund (MTGP)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
COLLATERALIZED LOAN OBLIGATIONS – 2.7% | |
|
Cayman Islands – 2.7% | |
| | |
Apidos CLO XXXVI Ltd. | | | | | | | | |
7.58%, 7/20/34, Series 2021-36A, Class C, (7.667% fixed rate until 10/20/24; 3-month Secured Overnight Financing Rate + 2.262% thereafter)(a)(b) | | $ | 350,000 | | | $ | 349,496 | |
| | |
Ballyrock CLO 14 Ltd. | | | | | | | | |
7.88%, 1/20/34, Series 2020-14A, Class B, (7.879% fixed rate until 4/20/24; 3-month Secured Overnight Financing Rate + 2.562% thereafter)(a)(b) | | | 250,000 | | | | 250,201 | |
| | |
LCM 28 Ltd. | | | | | | | | |
7.73%, 10/20/30, Series 28A, Class C, (7.827% fixed rate until 10/20/24; 3-month Secured Overnight Financing Rate + 2.412% thereafter)(a)(b) | | | 400,000 | | | | 396,775 | |
| | |
Sound Point CLO XXIX Ltd. | | | | | | | | |
7.89%, 4/25/34, Series 2021-1A, Class C1, (7.886% fixed rate until 4/25/24; 3-month Secured Overnight Financing Rate + 2.562% thereafter)(a)(b) | | | 300,000 | | | | 294,789 | |
TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost: $1,278,246) | | | | 1,291,261 | |
|
COLLATERALIZED MORTGAGE OBLIGATIONS – 34.1% | |
| | |
Chase Home Lending Mortgage Trust | | | | | | | | |
6.50%, 1/25/55, Series 2024-1, Class A9^(a)(b) | | | 396,563 | | | | 395,906 | |
| | |
Federal Home Loan Mortgage Corp. REMICs | | | | | | | | |
4.50%, 7/15/25, Series 3000, Class BC | | | 3,785 | | | | 3,738 | |
4.00%, 5/15/28, Series 4669, Class EV | | | 173,223 | | | | 167,329 | |
6.00%, 7/15/29, Series 2175, Class TH | | | 23,258 | | | | 23,286 | |
6.00%, 5/15/32, Series 2448, Class ZQ | | | 32,233 | | | | 32,337 | |
3.00%, 8/15/32, Series 4092, Class AY | | | 200,000 | | | | 185,457 | |
6.00%, 8/15/32, Series 2485, Class WG | | | 13,636 | | | | 13,944 | |
5.50%, 11/15/32, Series 2519, Class ZD | | | 68,537 | | | | 67,647 | |
5.50%, 11/15/32, Series 2520, Class PH | | | 94,530 | | | | 95,539 | |
5.50%, 6/15/34, Series 2810, Class ME | | | 22,126 | | | | 22,404 | |
5.89%, 6/15/34, Series 2812, Class MF^(b) | | | 116,158 | | | | 115,881 | |
5.50%, 9/15/34, Series 2861, Class Z | | | 25,519 | | | | 25,504 | |
5.00%, 11/15/34, Series 2893, Class PE | | | 29,040 | | | | 28,970 | |
6.00%, 11/15/36, Series 3244, Class LZ | | | 231 | | | | 227 | |
5.00%, 4/15/40, Series 3658, Class CZ, PIK | | | 400,623 | | | | 392,736 | |
4.50%, 9/15/40, Series 3726, Class QZ | | | 232,775 | | | | 224,677 | |
4.00%, 1/15/41, Series 4179, Class AZ | | | 379,458 | | | | 363,177 | |
3.50%, 5/15/41, Series 4229, Class MA | | | 40,148 | | | | 38,571 | |
3.00%, 12/15/41, Series 4273, Class GM | | | 48,218 | | | | 45,345 | |
4.00%, 5/15/42, Series 4048, Class CE | | | 150,000 | | | | 138,477 | |
4.50%, 9/15/42, Series 4671, Class JM | | | 5,526 | | | | 5,497 | |
3.00%, 11/15/42, Series 4136, Class ZG, PIK | | | 420,255 | | | | 370,576 | |
3.00%, 5/15/43, Series 4322, Class DJ | | | 42,531 | | | | 40,768 | |
4.50%, 12/15/43, Series 4283, Class EW^(b) | | | 100,684 | | | | 97,608 | |
3.00%, 6/15/44, Series 4483, Class CA | | | 147,254 | | | | 137,195 | |
2.25%, 8/15/44, Series 4406, Class AC | | | 60,487 | | | | 52,923 | |
3.50%, 9/15/46, Series 4774, Class LP | | | 140,134 | | | | 134,007 | |
3.00%, 4/25/49, Series 4908, Class BD | | | 294,168 | | | | 259,877 | |
4.00%, 12/15/50, Series 4577, Class HM^(b) | | | 524,144 | | | | 489,271 | |
| | |
Federal Home Loan Mortgage Corp. Whole Loan Securities Trust | | | | | | | | |
3.50%, 12/25/46, Series 2017-SC01, Class 2A | | | 317,436 | | | | 275,083 | |
| | |
Federal National Mortgage Association Connecticut Avenue Securities | | | | | | | | |
8.42%, 3/25/42, Series 2022-R04, Class 1M2^(a)(b) | | | 500,000 | | | | 520,360 | |
| | |
Federal National Mortgage Association REMICs | | | | | | | | |
3.50%, 8/25/26, Series 2011-80, Class HE | | | 67,905 | | | | 66,584 | |
2.00%, 11/25/30, Series 2015-93, Class AD | | | 82,487 | | | | 78,172 | |
6.50%, 10/25/31, Series 2001-52, Class YZ | | | 16,595 | | | | 17,070 | |
3.00%, 6/25/33, Series 2014-36, Class QA | | | 30,472 | | | | 29,391 | |
4.00%, 8/25/33, Series 2014-58, Class VM | | | 66,792 | | | | 65,779 | |
6.00%, 1/25/34, Series 2003-130, Class HZ | | | 813,061 | | | | 832,537 | |
4.50%, 10/25/34, Series 2004-75, Class ZG | | | 4,728 | | | | 4,588 | |
5.69%, 5/25/35, Series 2005-40, Class FB^(b) | | | 46,403 | | | | 46,056 | |
4.75%, 8/25/35, Series 2005-80, Class SZ, PIK | | | 120,186 | | | | 115,526 | |
6.00%, 7/25/36, Series 2006-62, Class PZ, PIK | | | 152,574 | | | | 161,488 | |
4.50%, 10/25/36, Series 2009-19, Class PW | | | 25,478 | | | | 24,991 | |
5.69%, 12/25/36, Series 2006-120, Class PF^(b) | | | 41,025 | | | | 40,538 | |
5.50%, 2/25/37, Series 2007-6, Class PA | | | 9,390 | | | | 9,521 | |
4.25%, 4/25/37, Series 2007-30, Class ZM, PIK | | | 280,807 | | | | 257,926 | |
5.00%, 4/25/37, Series 2007-26, Class JZ | | | 156,614 | | | | 154,445 | |
5.00%, 3/25/38, Series 2008-16, Class EA | | | 5,005 | | | | 4,904 | |
6.00%, 8/25/39, Series 2009-62, Class Z | | | 275,498 | | | | 283,556 | |
5.00%, 11/25/39, Series 2009-89, Class PH | | | 119,684 | | | | 119,484 | |
5.00%, 7/25/40, Series 2010-80, Class PZ | | | 238,510 | | | | 234,285 | |
5.00%, 9/25/40, Series 2010-102, Class PN | | | 416,289 | | | | 413,995 | |
3.00%, 2/25/41, Series 2011-134, Class NJ | | | 37,432 | | | | 36,036 | |
2.50%, 5/25/41, Series 2012-131, Class DZ, PIK | | | 14,213 | | | | 11,672 | |
5.00%, 6/25/41, Series 2011-52, Class GB | | | 115,965 | | | | 115,732 | |
5.25%, 9/25/41, Series 2011-84, Class PZ | | | 316,722 | | | | 314,725 | |
3.00%, 3/25/42, Series 2016-21, Class BA | | | 2,717 | | | | 2,704 | |
1.75%, 6/25/42, Series 2013-37, Class JA | | | 99,722 | | | | 93,781 | |
2.50%, 11/25/42, Series 2012-152, Class TB | | | 231,000 | | | | 185,871 | |
3.00%, 2/25/43, Series 2013-1, Class JZ, PIK | | | 80,633 | | | | 65,547 | |
3.00%, 3/25/44, Series 2015-42, Class CA | | | 159,082 | | | | 148,330 | |
3.00%, 4/25/45, Series 2015-23, Class HZ, PIK | | | 522,503 | | | | 458,246 | |
3.00%, 3/25/46, Series 2016-9, Class D | | | 130,183 | | | | 116,416 | |
2.50%, 9/25/46, Series 2016-63, Class CA | | | 33,322 | | | | 26,497 | |
| | |
Flagstar Mortgage Trust | | | | | | | | |
2.50%, 9/25/51, Series 2021-8INV, Class A6^(a)(b) | | | 511,249 | | | | 445,658 | |
| | |
Government National Mortgage Association REMICs | | | | | | | | |
5.00%, 7/16/33, Series 2003-60, Class ZG | | | 119,623 | | | | 118,807 | |
5.00%, 4/20/34, Series 2004-31, Class ZB | | | 140,900 | | | | 140,053 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Mortgage Plus Bond Fund (MTGP)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
5.00%, 6/20/35, Series 2005-46, Class YX | | $ | 154,880 | | | $ | 154,697 | |
5.50%, 4/20/37, Series 2007-24, Class PC | | | 27,952 | | | | 27,893 | |
5.50%, 5/20/38, Series 2008-42, Class QB | | | 47,786 | | | | 48,363 | |
2.00%, 8/20/39, Series 2011-52, Class KY | | | 38,350 | | | | 36,184 | |
4.00%, 4/20/40, Series 2011-69, Class HW | | | 69,188 | | | | 68,721 | |
4.50%, 9/16/40, Series 2010-125, Class BZ | | | 189,104 | | | | 188,027 | |
3.00%, 7/16/41, Series 2011-135, Class WH | | | 113,835 | | | | 94,235 | |
3.00%, 3/16/42, Series 2012-39, Class GC | | | 145,000 | | | | 117,716 | |
4.00%, 3/20/44, Series 2014-43, Class Z, PIK | | | 668,646 | | | | 605,635 | |
3.75%, 4/16/44, Series 2014-60, Class AL | | | 250,000 | | | | 223,359 | |
3.00%, 11/20/45, Series 2015-165, Class ZE, PIK | | | 343,154 | | | | 285,999 | |
| | |
JP Morgan Mortgage Trust | | | | | | | | |
3.60%, 5/25/45, Series 2015-3, Class B3^(a)(b) | | | 94,405 | | | | 84,302 | |
2.94%, 7/25/51, Series 2021-3, Class B1^(a)(b) | | | 217,728 | | | | 173,982 | |
2.50%, 8/25/52, Series 2022-2, Class A25A^(a)(b) | | | 399,245 | | | | 314,412 | |
| | |
Mello Mortgage Capital Acceptance | | | | | | | | |
2.50%, 8/25/51, Series 2021-INV2, Class A3^(a)(b) | | | 500,023 | | | | 401,870 | |
| | |
Provident Funding Mortgage Trust
| | | | | | | | |
3.25%, 2/25/50, Series 2020-1, Class B1^(a)(b) | | | 362,909 | | | | 302,100 | |
| | |
Rate Mortgage Trust | | | | | | | | |
3.00%, 1/25/52, Series 2022-J1, Class A19^(a)(b) | | | 672,282 | | | | 551,957 | |
| | |
RCKT Mortgage Trust | | | | | | | | |
3.00%, 2/25/50, Series 2020-1, Class A13^(a)(b) | | | 116,453 | | | | 98,216 | |
| | |
Seasoned Credit Risk Transfer Trust | | | | | | | | |
3.75%, 9/25/55, Series 2016-1, Class M2^(a)(b) | | | 590,309 | | | | 530,158 | |
4.00%, 8/25/56, Series 2017-2, Class M1^(a)(b) | | | 574,427 | | | | 565,472 | |
4.75%, 5/25/57, Series 2018-1, Class M^(b) | | | 236,859 | | | | 227,339 | |
3.00%, 8/25/57, Series 2018-3, Class HT | | | 131,315 | | | | 111,787 | |
2.50%, 5/25/60, Series 2020-3, Class M5TU | | | 310,931 | | | | 272,599 | |
| | |
Seasoned Loans Structured Transaction 3.50%, 6/25/28, Series 2018-1, Class A1 | | | 268,115 | | | | 255,785 | |
| | |
Sequoia Mortgage Trust | | | | | | | | |
4.00%, 3/25/48, Series 2018-CH1, Class A1^(a)(b) | | | 127,236 | | | | 117,590 | |
| | |
Verus Securitization Trust | | | | | | | | |
2.99%, 5/25/60, Series 2020-2, Class A2^(a)(b) | | | 300,000 | | | | 291,151 | |
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost: $17,675,079) | | | | 16,154,777 | |
|
COMMERCIAL MORTGAGE-BACKED SECURITIES – 5.0% | |
|
United States – 5.0% | |
| | |
Benchmark Mortgage Trust | | | | | | | | |
2.50%, 12/15/62, Series 2019-B14, Class D(a) | | | 380,000 | | | | 222,703 | |
| | |
Cantor Commercial Real Estate Lending | | | | | | | | |
2.50%, 1/15/53, Series 2019-CF3, Class D^(a)(b) | | | 250,000 | | | | 150,420 | |
| | |
CFCRE Commercial Mortgage Trust | | | | | | | | |
4.20%, 6/15/50, Series 2017-C8, Class B^(b) | | | 300,000 | | | | 271,331 | |
| | |
CSAIL Commercial Mortgage Trust | | | | | | | | |
4.88%, 11/15/51, Series 2018-C14, Class B^(b) | | | 250,000 | | | | 222,065 | |
| | |
Federal Home Loan Mortgage Corp. Multiclass Certificates | | | | | | | | |
1.78%, 9/25/45, Series 2021-P011, Class X1^(b)(c) | | | 400,722 | | | | 47,023 | |
| | |
HIT Trust | | | | | | | | |
8.51%, 7/15/24, Series 2022-HI32, Class B^(a)(b) | | | 387,656 | | | | 387,527 | |
| | |
Washington State Housing Finance Commission | | | | | | | | |
0.73%, 12/20/35, Series 2021-1, Class X^(b)(c) | | | 6,068,206 | | | | 272,826 | |
| | |
Wells Fargo Commercial Mortgage Trust | | | | | | | | |
4.59%, 1/15/60, Series 2017-RC1, Class C | | | 250,000 | | | | 231,703 | |
| | |
WFRBS Commercial Mortgage Trust | | | | | | | | |
4.23%, 8/15/47, Series 2014-C21, Class C^(b) | | | 200,000 | | | | 182,989 | |
3.93%, 11/15/47, Series 2014-C24, Class AS | | | 400,000 | | | | 382,327 | |
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $2,550,401) | | | | 2,370,914 | |
|
U.S. GOVERNMENT AGENCIES – 56.4% | |
|
Federal Home Loan Mortgage Corporation – 5.4% | |
4.00%, 1/1/42 | | | 203,161 | | | | 190,557 | |
3.50%, 8/1/46 | | | 240,346 | | | | 218,936 | |
3.50%, 9/1/47 | | | 261,063 | | | | 237,802 | |
2.00%, 9/1/51 | | | 437,145 | | | | 354,731 | |
2.00%, 1/1/52 | | | 883,971 | | | | 706,235 | |
2.50%, 2/1/52 | | | 1,019,841 | | | | 844,740 | |
| | | | | | | | |
Total Federal Home Loan Mortgage Corporation | | | | 2,553,001 | |
|
Federal National Mortgage Association – 35.4% | |
4.00%, 11/1/43 | | | 247,046 | | | | 232,772 | |
4.00%, 5/1/47 | | | 186,614 | | | | 175,832 | |
4.00%, 12/1/47 | | | 187,038 | | | | 176,230 | |
2.50%, 11/1/50 | | | 444,954 | | | | 373,614 | |
2.00%, 8/1/51 | | | 1,183,795 | | | | 935,384 | |
2.00%, 12/1/51 | | | 483,915 | | | | 381,682 | |
2.50%, 12/1/51 | | | 680,514 | | | | 566,664 | |
2.50%, 2/1/52 | | | 1,166,837 | | | | 961,039 | |
2.00%, 3/1/52 | | | 3,393,862 | | | | 2,672,676 | |
3.00%, 5/1/52 | | | 1,959,584 | | | | 1,689,260 | |
2.50%, 9/1/52 | | | 1,370,271 | | | | 1,128,315 | |
3.50%, 9/1/52 | | | 1,219,989 | | | | 1,087,032 | |
4.50%, 9/1/52 | | | 1,005,492 | | | | 952,452 | |
5.00%, 9/1/52 | | | 1,073,979 | | | | 1,043,091 | |
3.00%, 10/1/52 | | | 1,214,716 | | | | 1,040,343 | |
4.00%, 1/1/53 | | | 1,139,399 | | | | 1,049,113 | |
5.50%, 2/1/53 | | | 914,233 | | | | 905,399 | |
3.50%, 4/1/53 | | | 1,149,319 | | | | 1,023,591 | |
4.00%, 4/1/55 | | | 376,417 | | | | 348,754 | |
4.50%, 6/1/56 | | | 62,677 | | | | 59,889 | |
| | | | | | | | |
Total Federal National Mortgage Association | | | | 16,803,132 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Mortgage Plus Bond Fund (MTGP)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
Government National Mortgage Association – 14.8% | |
3.00%, 8/20/44 | | $ | 8,514 | | | $ | 7,614 | |
3.00%, 12/20/44 | | | 291,248 | | | | 260,433 | |
3.00%, 3/20/45 | | | 152,880 | | | | 136,704 | |
3.00%, 4/20/45 | | | 322,790 | | | | 288,635 | |
3.00%, 7/20/45 | | | 36,072 | | | | 32,166 | |
3.50%, 7/20/47 | | | 324,785 | | | | 297,537 | |
4.50%, 8/20/47 | | | 318,046 | | | | 308,794 | |
3.50%, 12/20/47 | | | 298,115 | | | | 272,985 | |
4.50%, 5/20/49 | | | 53,158 | | | | 51,358 | |
2.50%, 6/20/51 | | | 558,505 | | | | 473,694 | |
2.50%, 9/20/51 | | | 1,846,464 | | | | 1,564,342 | |
2.00%, 10/20/51 | | | 2,495,184 | | | | 2,032,530 | |
2.00%, 12/20/51 | | | 495,215 | | | | 403,466 | |
4.00%, 10/20/52 | | | 197,235 | | | | 183,653 | |
6.00%, 3/20/54(d) | | | 700,000 | | | | 703,523 | |
| | | | | | | | |
Total Government National Mortgage Association | | | | 7,017,434 | |
|
Uniform Mortgage-Backed Security – 0.8% | |
2.00%, 3/1/54(d) | | | 500,000 | | | | 392,988 | |
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $27,364,849) | | | | 26,766,555 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 98.2% (Cost: $48,868,575) | | | | 46,583,507 | |
| |
Other Assets less Liabilities – 1.8% | | | | 875,627 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 47,459,134 | |
^ | 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 February 29, 2024 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. |
| | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
Short Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
U.S. Treasury Ultra Long Term Bond | | | 1 | | | | 6/18/24 | | | $ | (127,875 | ) | | $ | (1,016 | ) |
|
Long Exposure | |
2 Year U.S. Treasury Note | | | 5 | | | | 6/28/24 | | | $ | 1,023,750 | | | $ | 1,021 | |
5 Year U.S. Treasury Note | | | 25 | | | | 6/28/24 | | | | 2,672,656 | | | | 586 | |
10 Year U.S. Treasury Note | | | 13 | | | | 6/18/24 | | | | 1,435,688 | | | | 406 | |
U.S. Treasury Long Bond | | | 1 | | | | 6/18/24 | | | | 119,250 | | | | 649 | |
| | | $ | 5,251,344 | | | $ | 2,662 | |
Total – Net | | | $ | 5,123,469 | | | $ | 1,646 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Mortgage Plus Bond Fund (MTGP)
February 29, 2024
|
|
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 1,291,261 | | | $ | — | | | $ | 1,291,261 | |
Collateralized Mortgage Obligations | | | — | | | | 16,154,777 | | | | — | | | | 16,154,777 | |
Commercial Mortgage-Backed Securities | | | — | | | | 2,370,914 | | | | — | | | | 2,370,914 | |
U.S. Government Agencies | | | — | | | | 26,766,555 | | | | — | | | | 26,766,555 | |
Total Investments in Securities | | $ | — | | | $ | 46,583,507 | | | $ | — | | | $ | 46,583,507 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 2,662 | | | $ | — | | | $ | — | | | $ | 2,662 | |
| | |
Liabilities: | | | | | | | | | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | (1,016 | ) | | $ | — | | | $ | — | | | $ | (1,016 | ) |
Total – Net | | $ | 1,646 | | | $ | 46,583,507 | | | $ | — | | | $ | 46,585,153 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| |
U.S. GOVERNMENT AGENCIES – 18.7% | | | | | |
| |
Federal Agricultural Mortgage Corporation – 0.1% | | | | | |
1.62%, 9/4/25 | | $ | 1,439,000 | | | $ | 1,370,129 | |
|
Federal Farm Credit Bank – 1.6% | |
3.38%, 8/26/24 | | | 2,062,000 | | | | 2,042,514 | |
2.85%, 5/23/25 | | | 2,062,000 | | | | 2,010,945 | |
2.40%, 9/21/26 | | | 2,062,000 | | | | 1,954,343 | |
2.60%, 4/5/27 | | | 1,650,000 | | | | 1,563,276 | |
3.78%, 6/8/28 | | | 825,000 | | | | 794,673 | |
2.32%, 1/26/32 | | | 825,000 | | | | 683,653 | |
2.38%, 3/16/32 | | | 2,062,000 | | | | 1,765,979 | |
2.90%, 4/12/32 | | | 2,062,000 | | | | 1,840,644 | |
3.50%, 9/1/32 | | | 1,237,000 | | | | 1,151,338 | |
3.40%, 4/25/34 | | | 1,650,000 | | | | 1,483,548 | |
2.39%, 11/1/34 | | | 5,156,000 | | | | 4,174,659 | |
| | | | | | | | |
Total Federal Farm Credit Bank | | | | | | | 19,465,572 | |
| |
Federal Home Loan Bank – 0.2% | | | | | |
1.10%, 8/20/26 | | | 1,930,000 | | | | 1,770,543 | |
3.50%, 6/11/32 | | | 825,000 | | | | 763,620 | |
| | | | | | | | |
Total Federal Home Loan Bank | | | | | | | 2,534,163 | |
| |
Federal Home Loan Mortgage Corporation – 2.2% | | | | | |
1.50%, 2/12/25 | | | 580,000 | | | | 560,669 | |
0.38%, 7/21/25 | | | 100,000 | | | | 94,113 | |
6.25%, 7/15/32 | | | 446,000 | | | | 505,733 | |
4.50%, 8/1/41 | | | 372,553 | | | | 364,071 | |
4.40%, 2/1/42^(a) | | | 146,189 | | | | 147,581 | |
3.00%, 4/1/45 | | | 2,149,124 | | | | 1,892,535 | |
4.00%, 11/1/45 | | | 1,472,029 | | | | 1,387,462 | |
3.50%, 12/1/46 | | | 1,404,045 | | | | 1,280,112 | |
3.50%, 12/1/47 | | | 735,022 | | | | 670,448 | |
3.50%, 3/1/48 | | | 2,171,737 | | | | 1,980,962 | |
4.50%, 7/1/48 | | | 245,373 | | | | 236,351 | |
2.00%, 5/1/51 | | | 342,813 | | | | 271,121 | |
2.00%, 9/1/51 | | | 5,661,674 | | | | 4,463,911 | |
2.00%, 1/1/52 | | | 3,540,374 | | | | 2,837,305 | |
3.00%, 1/1/52 | | | 1,716,618 | | | | 1,491,349 | |
2.50%, 2/1/52 | | | 3,038,860 | | | | 2,525,066 | |
2.50%, 3/1/52 | | | 2,504,724 | | | | 2,082,110 | |
2.50%, 4/1/52 | | | 2,594,953 | | | | 2,155,664 | |
3.50%, 5/1/52 | | | 2,728,128 | | | | 2,441,126 | |
| | | | | | | | |
Total Federal Home Loan Mortgage Corporation | | | | 27,387,689 | |
| |
Federal National Mortgage Association – 8.7% | | | | | |
2.63%, 9/6/24 | | | 566,000 | | | | 558,568 | |
2.50%, 9/1/27 | | | 506,706 | | | | 489,683 | |
7.13%, 1/15/30 | | | 1,528,000 | | | | 1,746,626 | |
2.50%, 6/1/30 | | | 614,746 | | | | 580,679 | |
2.50%, 7/1/30 | | | 348,726 | | | | 328,775 | |
3.00%, 9/1/30 | | | 363,757 | | | | 346,864 | |
6.63%, 11/15/30 | | | 895,000 | | | | 1,010,679 | |
2.50%, 7/1/36 | | | 2,138,093 | | | | 1,942,538 | |
2.50%, 3/1/37 | | | 1,598,089 | | | | 1,451,356 | |
2.00%, 4/1/37 | | | 2,568,722 | | | | 2,264,848 | |
4.00%, 11/1/40 | | | 1,855,779 | | | | 1,766,028 | |
4.00%, 12/1/40 | | | 245,683 | | | | 233,778 | |
4.00%, 2/1/41 | | | 356,156 | | | | 338,931 | |
4.50%, 6/1/41 | | | 494,699 | | | | 482,871 | |
4.50%, 7/1/41 | | | 588,618 | | | | 574,545 | |
4.50%, 8/1/41 | | | 202,719 | | | | 197,872 | |
4.00%, 11/1/41 | | | 190,611 | | | | 180,841 | |
5.00%, 5/1/42 | | | 203,944 | | | | 204,318 | |
3.50%, 10/1/42 | | | 741,740 | | | | 682,575 | |
3.00%, 7/1/43 | | | 1,705,230 | | | | 1,517,819 | |
3.00%, 9/1/43 | | | 776,519 | | | | 691,177 | |
4.00%, 6/1/45 | | | 1,324,388 | | | | 1,248,016 | |
4.00%, 7/1/45 | | | 841,567 | | | | 794,716 | |
3.50%, 1/1/46 | | | 882,933 | | | | 806,990 | |
3.50%, 2/1/46 | | | 2,020,460 | | | | 1,846,676 | |
4.00%, 2/1/46 | | | 451,796 | | | | 426,054 | |
3.00%, 8/1/46 | | | 357,113 | | | | 313,742 | |
4.00%, 2/1/48 | | | 921,493 | | | | 863,527 | |
2.50%, 6/1/50 | | | 3,812,576 | | | | 3,196,069 | |
2.50%, 7/1/50 | | | 3,284,481 | | | | 2,723,499 | |
2.50%, 8/1/50 | | | 4,620,468 | | | | 3,869,023 | |
2.00%, 5/1/51 | | | 2,668,436 | | | | 2,141,834 | |
2.50%, 5/1/51 | | | 1,339,685 | | | | 1,115,566 | |
2.50%, 6/1/51 | | | 4,997,517 | | | | 4,123,979 | |
2.50%, 9/1/51 | | | 682,184 | | | | 565,891 | |
2.00%, 10/1/51 | | | 3,573,566 | | | | 2,816,445 | |
2.00%, 11/1/51 | | | 5,087,535 | | | | 4,073,081 | |
3.50%, 11/1/51 | | | 3,539,983 | | | | 3,181,511 | |
2.00%, 12/1/51 | | | 3,035,468 | | | | 2,390,675 | |
2.50%, 12/1/51 | | | 3,205,891 | | | | 2,677,220 | |
2.50%, 1/1/52 | | | 3,620,924 | | | | 3,008,834 | |
2.00%, 2/1/52 | | | 26,465,454 | | | | 21,051,567 | |
2.50%, 2/1/52 | | | 5,031,376 | | | | 4,155,330 | |
3.50%, 2/1/52 | | | 716,922 | | | | 645,730 | |
2.00%, 3/1/52 | | | 2,523,865 | | | | 2,001,706 | |
2.50%, 3/1/52 | | | 4,044,905 | | | | 3,364,909 | |
3.50%, 3/1/52 | | | 557,961 | | | | 503,141 | |
2.00%, 4/1/52 | | | 1,875,247 | | | | 1,498,697 | |
4.00%, 8/1/52 | | | 5,479,003 | | | | 5,040,198 | |
4.50%, 8/1/52 | | | 2,180,796 | | | | 2,077,258 | |
5.00%, 9/1/52 | | | 3,042,939 | | | | 2,955,849 | |
4.50%, 10/1/52 | | | 4,552,311 | | | | 4,308,603 | |
6.00%, 5/1/53 | | | 685,064 | | | | 688,018 | |
| | | | | | | | |
Total Federal National Mortgage Association | | | | 108,065,725 | |
| |
Government National Mortgage Association – 5.1% | | | | | |
4.50%, 6/20/41 | | | 234,269 | | | | 230,672 | |
4.50%, 7/20/41 | | | 382,519 | | | | 376,645 | |
4.50%, 10/20/41 | | | 488,974 | | | | 481,465 | |
4.00%, 10/20/43 | | | 776,947 | | | | 740,981 | |
4.00%, 3/20/46 | | | 990,730 | | | | 936,136 | |
3.50%, 3/20/47 | | | 3,526,212 | | | | 3,237,699 | |
3.50%, 9/20/47 | | | 1,121,103 | | | | 1,026,296 | |
3.50%, 1/20/48 | | | 612,778 | | | | 562,647 | |
3.50%, 2/20/48 | | | 4,068,871 | | | | 3,724,978 | |
3.50%, 3/20/48 | | | 3,947,858 | | | | 3,614,260 | |
4.50%, 1/20/50 | | | 604,374 | | | | 585,432 | |
2.00%, 1/20/51 | | | 6,501,041 | | | | 5,300,857 | |
2.00%, 2/20/51 | | | 4,347,797 | | | | 3,544,729 | |
2.50%, 3/20/51 | | | 1,134,754 | | | | 962,194 | |
2.50%, 4/20/51 | | | 2,274,129 | | | | 1,927,882 | |
2.50%, 5/20/51 | | | 1,762,616 | | | | 1,493,922 | |
2.50%, 8/20/51 | | | 1,625,711 | | | | 1,376,981 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
2.50%, 9/20/51 | | $ | 4,966,803 | | | $ | 4,205,968 | |
2.50%, 10/20/51 | | | 1,655,148 | | | | 1,401,298 | |
3.00%, 10/20/51 | | | 6,712,339 | | | | 5,873,795 | |
2.50%, 11/20/51 | | | 2,254,921 | | | | 1,908,665 | |
3.00%, 11/20/51 | | | 9,180,109 | | | | 8,016,055 | |
2.50%, 12/20/51 | | | 4,509,345 | | | | 3,816,909 | |
3.00%, 12/20/51 | | | 1,667,589 | | | | 1,462,689 | |
2.50%, 4/20/52 | | | 1,805,417 | | | | 1,527,552 | |
5.50%, 1/20/53 | | | 1,681,221 | | | | 1,670,459 | |
5.00%, 3/20/54(b) | | | 1,700,000 | | | | 1,660,924 | |
6.00%, 3/20/54(b) | | | 762,000 | | | | 765,983 | |
| | | | | | | | |
Total Government National Mortgage Association | | | | 62,434,073 | |
| |
Tennessee Valley Authority – 0.3% | | | | | |
0.75%, 5/15/25 | | | 159,000 | | | | 151,220 | |
3.88%, 3/15/28 | | | 1,670,000 | | | | 1,639,623 | |
7.13%, 5/1/30 | | | 2,062,000 | | | | 2,351,195 | |
5.25%, 9/15/39 | | | 80,000 | | | | 83,158 | |
| | | | | | | | |
Total Tennessee Valley Authority | | | | 4,225,196 | |
| |
Uniform Mortgage-Backed Securities – 0.5% | | | | | |
2.50%, 3/1/39(b) | | | 719,000 | | | | 651,912 | |
3.50%, 3/1/39(b) | | | 87,000 | | | | 82,320 | |
3.50%, 3/1/54(b) | | | 4,623,000 | | | | 4,114,165 | |
5.50%, 3/1/54(b) | | | 1,000,000 | | | | 989,229 | |
6.00%, 3/1/54(b) | | | 42,000 | | | | 42,182 | |
| | | | | | | | |
Total Uniform Mortgage-Backed Securities | | | | 5,879,808 | |
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $243,194,750) | | | | 231,362,355 | |
| |
U.S. GOVERNMENT OBLIGATIONS – 28.7% | | | | | |
| | |
U.S. Treasury Bonds – 5.3% | | | | | | | | |
5.00%, 5/15/37 | | | 138,600 | | | | 149,677 | |
4.50%, 5/15/38 | | | 145,100 | | | | 148,455 | |
3.88%, 8/15/40 | | | 3,035,700 | | | | 2,840,277 | |
4.38%, 5/15/41 | | | 146,600 | | | | 145,077 | |
2.00%, 11/15/41 | | | 209,800 | | | | 145,336 | |
3.25%, 5/15/42 | | | 980,200 | | | | 824,900 | |
4.00%, 11/15/42 | | | 2,970,700 | | | | 2,774,819 | |
3.88%, 2/15/43 | | | 158,700 | | | | 145,396 | |
4.38%, 8/15/43 | | | 6,135,000 | | | | 6,009,424 | |
3.75%, 11/15/43 | | | 3,002,600 | | | | 2,693,895 | |
3.63%, 2/15/44 | | | 3,737,900 | | | | 3,288,184 | |
4.50%, 2/15/44 | | | 6,526,000 | | | | 6,526,510 | |
3.13%, 8/15/44 | | | 1,437,200 | | | | 1,166,827 | |
3.00%, 11/15/44 | | | 2,801,100 | | | | 2,223,373 | |
3.00%, 11/15/45 | | | 3,218,800 | | | | 2,537,571 | |
2.50%, 2/15/46 | | | 1,866,200 | | | | 1,340,019 | |
2.50%, 5/15/46 | | | 2,728,800 | | | | 1,954,503 | |
2.25%, 8/15/46 | | | 3,116,100 | | | | 2,117,974 | |
2.75%, 8/15/47 | | | 40,000 | | | | 29,753 | |
3.38%, 11/15/48 | | | 167,100 | | | | 138,850 | |
1.38%, 8/15/50 | | | 255,800 | | | | 134,375 | |
1.88%, 11/15/51 | | | 224,900 | | | | 134,149 | |
2.25%, 2/15/52 | | | 207,400 | | | | 135,798 | |
4.00%, 11/15/52 | | | 12,859,200 | | | | 12,048,468 | |
3.63%, 2/15/53 | | | 4,562,400 | | | | 3,991,744 | |
3.63%, 5/15/53 | | | 2,000,000 | | | | 1,751,406 | |
4.13%, 8/15/53 | | | 4,697,300 | | | | 4,501,335 | |
4.75%, 11/15/53 | | | 5,532,900 | | | | 5,891,674 | |
| | | | | | | | |
Total U.S. Treasury Bonds | | | | | | | 65,789,769 | |
| | |
U.S. Treasury Notes – 23.4% | | | | | | | | |
2.13%, 9/30/24 | | | 7,300,000 | | | | 7,170,539 | |
4.38%, 10/31/24 | | | 170,200 | | | | 169,253 | |
2.25%, 11/15/24 | | | 1,822,200 | | | | 1,785,436 | |
4.13%, 1/31/25 | | | 29,183,000 | | | | 28,930,499 | |
4.63%, 2/28/25 | | | 14,559,000 | | | | 14,498,717 | |
3.88%, 3/31/25 | | | 6,882,600 | | | | 6,800,869 | |
3.88%, 4/30/25 | | | 3,232,000 | | | | 3,192,989 | |
4.25%, 5/31/25 | | | 1,368,000 | | | | 1,356,885 | |
2.88%, 6/15/25 | | | 19,714,900 | | | | 19,220,872 | |
3.00%, 7/15/25 | | | 2,352,300 | | | | 2,295,055 | |
5.00%, 8/31/25 | | | 4,065,000 | | | | 4,076,115 | |
5.00%, 10/31/25 | | | 647,000 | | | | 649,565 | |
4.88%, 11/30/25 | | | 208,800 | | | | 209,330 | |
4.25%, 12/31/25 | | | 242,000 | | | | 240,138 | |
3.88%, 1/15/26 | | | 14,504,400 | | | | 14,299,865 | |
0.38%, 1/31/26 | | | 6,746,800 | | | | 6,222,078 | |
4.00%, 2/15/26 | | | 22,824,000 | | | | 22,555,640 | |
4.63%, 3/15/26 | | | 12,850,000 | | | | 12,851,506 | |
3.75%, 4/15/26 | | | 14,046,400 | | | | 13,810,464 | |
3.63%, 5/15/26 | | | 1,500,000 | | | | 1,470,703 | |
4.13%, 6/15/26 | | | 807,000 | | | | 799,592 | |
4.50%, 7/15/26 | | | 969,000 | | | | 968,357 | |
4.38%, 8/15/26 | | | 2,508,000 | | | | 2,500,065 | |
4.63%, 9/15/26 | | | 2,418,000 | | | | 2,425,178 | |
2.00%, 11/15/26 | | | 4,139,300 | | | | 3,881,887 | |
4.63%, 11/15/26 | | | 249,500 | | | | 250,455 | |
1.25%, 11/30/26 | | | 5,881,200 | | | | 5,398,758 | |
1.50%, 1/31/27 | | | 21,785,700 | | | | 20,059,013 | |
3.50%, 1/31/28 | | | 13,704,600 | | | | 13,295,068 | |
4.00%, 2/29/28 | | | 12,595,000 | | | | 12,441,498 | |
3.63%, 3/31/28 | | | 20,015,700 | | | | 19,494,979 | |
3.50%, 4/30/28 | | | 10,700,400 | | | | 10,370,610 | |
3.63%, 5/31/28 | | | 5,657,000 | | | | 5,507,841 | |
2.88%, 8/15/28 | | | 100,000 | | | | 94,266 | |
4.38%, 8/31/28 | | | 4,266,600 | | | | 4,280,933 | |
4.88%, 10/31/28 | | | 6,922,000 | | | | 7,092,076 | |
4.38%, 11/30/28 | | | 3,000,000 | | | | 3,013,242 | |
3.75%, 12/31/28 | | | 2,000,000 | | | | 1,954,844 | |
4.00%, 1/31/29 | | | 2,413,000 | | | | 2,385,383 | |
3.25%, 6/30/29 | | | 170,800 | | | | 162,507 | |
3.63%, 3/31/30 | | | 632,300 | | | | 610,392 | |
3.50%, 4/30/30 | | | 730,800 | | | | 700,312 | |
3.75%, 5/31/30 | | | 1,400,000 | | | | 1,359,586 | |
4.00%, 7/31/30 | | | 1,973,000 | | | | 1,942,711 | |
4.00%, 1/31/31 | | | 75,000 | | | | 73,799 | |
1.63%, 5/15/31 | | | 190,500 | | | | 159,722 | |
4.13%, 11/15/32 | | | 233,400 | | | | 230,975 | |
3.50%, 2/15/33 | | | 1,538,800 | | | | 1,452,002 | |
3.88%, 8/15/33 | | | 2,076,400 | | | | 2,014,757 | |
4.50%, 11/15/33 | | | 1,678,600 | | | | 1,710,729 | |
| | | | | | | | |
Total U.S. Treasury Notes | | | | | | | 288,438,055 | |
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $361,633,205) | | | | 354,227,824 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| |
CORPORATE BONDS – 37.8% | | | | | |
| | |
Australia – 0.4% | | | | | | | | |
| | |
Australia & New Zealand Banking Group Ltd. 4.40%, 5/19/26(c) | | $ | 845,000 | | | $ | 821,416 | |
| | |
BHP Billiton Finance USA Ltd. 5.00%, 9/30/43 | | | 100,000 | | | | 95,773 | |
| | |
FMG Resources August 2006 Pty. Ltd. 6.13%, 4/15/32(c) | | | 174,000 | | | | 172,182 | |
| | |
Glencore Funding LLC 2.63%, 9/23/31(c) | | | 160,000 | | | | 132,818 | |
| | |
Macquarie Bank Ltd. 6.80%, 1/18/33(c) | | | 205,000 | | | | 217,386 | |
| | |
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 | | | | 136,487 | |
5.49%, 11/9/33, (5.491% fixed rate until 11/9/32; Secured Overnight Financing Rate + 2.865% thereafter)(a)(c) | | | 110,000 | | | | 109,289 | |
| | |
Mineral Resources Ltd. 8.00%, 11/1/27(c) | | | 5,000 | | | | 5,097 | |
| | |
Rio Tinto Finance USA Ltd. | | | | | | | | |
7.13%, 7/15/28 | | | 309,000 | | | | 336,748 | |
5.20%, 11/2/40 | | | 100,000 | | | | 98,569 | |
| | |
Rio Tinto Finance USA PLC | | | | | | | | |
5.00%, 3/9/33 | | | 147,000 | | | | 147,045 | |
5.13%, 3/9/53 | | | 149,000 | | | | 143,445 | |
| | |
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) | | | 456,000 | | | | 436,000 | |
| | |
South32 Treasury Ltd. 4.35%, 4/14/32(c) | | | 152,000 | | | | 136,089 | |
Westpac Banking Corp. | | | | | | | | |
4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year Secured Overnight Financing Rate Spread-Adjusted ICE Swap Rate + 2.236% thereafter)(a) | | | 638,000 | | | | 612,869 | |
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 | | | | 802,253 | |
| | |
Woodside Finance Ltd. 4.50%, 3/4/29(c) | | | 714,000 | | | | 680,278 | |
| | | | | | | | |
Total Australia | | | | | | | 5,083,744 | |
| | |
Austria – 0.1% | | | | | | | | |
| | |
Oesterreichische Kontrollbank AG 0.50%, 2/2/26 | | | 936,000 | | | | 863,741 | |
| | |
Suzano Austria GmbH 3.75%, 1/15/31 | | | 575,000 | | | | 503,159 | |
| | | | | | | | |
Total Austria | | | | | | | 1,366,900 | |
| | |
Belgium – 0.3% | | | | | | | | |
| | |
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90%, 2/1/46 | | | 1,580,000 | | | | 1,476,731 | |
| | |
Anheuser-Busch InBev Finance, Inc. 4.90%, 2/1/46 | | | 100,000 | | | | 92,529 | |
| | |
Anheuser-Busch InBev Worldwide, Inc. | | | | | | | | |
3.50%, 6/1/30 | | | 619,000 | | | | 572,494 | |
8.20%, 1/15/39 | | | 309,000 | | | | 397,637 | |
4.35%, 6/1/40 | | | 224,000 | | | | 200,603 | |
4.50%, 6/1/50 | | | 619,000 | | | | 558,425 | |
| | | | | | | | |
Total Belgium | | | | | | | 3,298,419 | |
| | |
Bermuda – 0.1% | | | | | | | | |
| | |
Bacardi Ltd. 4.70%, 5/15/28(c) | | | 663,000 | | | | 643,945 | |
|
Brazil – 0.1% | |
Petrobras Global Finance BV | | | | | | | | |
5.60%, 1/3/31 | | | 591,000 | | | | 576,934 | |
6.90%, 3/19/49 | | | 180,000 | | | | 176,868 | |
Vale Overseas Ltd. | | | | | | | | |
3.75%, 7/8/30 | | | 500,000 | | | | 450,095 | |
6.88%, 11/21/36 | | | 11,000 | | | | 11,792 | |
| | | | | | | | |
Total Brazil | | | | | | | 1,215,689 | |
| | |
Canada – 1.0% | | | | | | | | |
| | |
1011778 BC ULC/New Red Finance, Inc. 3.88%, 1/15/28(c) | | | 20,000 | | | | 18,658 | |
3.50%, 2/15/29(c) | | | 40,000 | | | | 36,102 | |
4.00%, 10/15/30(c) | | | 350,000 | | | | 307,808 | |
Air Canada Pass-Through Trust | | | | | | | | |
10.50%, 7/15/26, Series 2020-1, Class C(c) | | | 200,000 | | | | 218,536 | |
| | |
Bank of Montreal 2.50%, 6/28/24 | | | 178,000 | | | | 176,257 | |
3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(a) | | | 486,000 | | | | 447,674 | |
| | |
Bank of Nova Scotia 1.05%, 3/2/26 | | | 175,000 | | | | 161,429 | |
2.45%, 2/2/32 | | | 345,000 | | | | 283,473 | |
| | |
Barrick PD Australia Finance Pty. Ltd. 5.95%, 10/15/39 | | | 330,000 | | | | 337,989 | |
| | |
Bell Telephone Co. of Canada or Bell Canada 4.46%, 4/1/48 | | | 340,000 | | | | 289,248 | |
| | |
Bombardier, Inc. 6.00%, 2/15/28(c) | | | 96,000 | | | | 93,280 | |
Brookfield Finance, Inc. | | | | | | | | |
4.85%, 3/29/29 | | | 173,000 | | | | 170,642 | |
4.35%, 4/15/30 | | | 100,000 | | | | 94,801 | |
| | |
Canadian National Railway Co. 4.40%, 8/5/52 | | | 100,000 | | | | 88,312 | |
Canadian Pacific Railway Co. | | | | | | | | |
4.80%, 9/15/35 | | | 309,000 | | | | 296,087 | |
4.80%, 8/1/45 | | | 209,000 | | | | 189,523 | |
3.10%, 12/2/51 | | | 100,000 | | | | 68,072 | |
Cenovus Energy, Inc. | | | | | | | | |
6.75%, 11/15/39 | | | 256,000 | | | | 277,770 | |
5.40%, 6/15/47 | | | 94,000 | | | | 86,539 | |
3.75%, 2/15/52 | | | 105,000 | | | | 75,156 | |
| | |
CI Financial Corp. 4.10%, 6/15/51 | | | 100,000 | | | | 59,323 | |
| | |
Enbridge, Inc. 5.97%, 3/8/26 | | | 172,000 | | | | 171,974 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Garda World Security Corp. 6.00%, 6/1/29(c) | | $ | 126,000 | | | $ | 110,397 | |
| | |
Magna International, Inc. 5.50%, 3/21/33 | | | 161,000 | | | | 165,167 | |
| | |
New Gold, Inc. 7.50%, 7/15/27(c) | | | 143,000 | | | | 142,152 | |
Nutrien Ltd. | | | | | | | | |
5.90%, 11/7/24 | | | 167,000 | | | | 167,282 | |
4.90%, 3/27/28 | | | 100,000 | | | | 99,231 | |
2.95%, 5/13/30 | | | 239,000 | | | | 211,611 | |
| | |
Parkland Corp. 5.88%, 7/15/27(c) | | | 100,000 | | | | 98,292 | |
| | |
Precision Drilling Corp. 6.88%, 1/15/29(c) | | | 71,000 | | | | 70,233 | |
| | |
Rogers Communications, Inc. 4.35%, 5/1/49 | | | 450,000 | | | | 361,895 | |
Royal Bank of Canada | | | | | | | | |
5.66%, 10/25/24 | | | 285,000 | | | | 285,288 | |
2.25%, 11/1/24 | | | 500,000 | | | | 489,345 | |
0.88%, 1/20/26 | | | 412,000 | | | | 381,508 | |
4.65%, 1/27/26 | | | 400,000 | | | | 396,144 | |
| | |
Suncor Energy, Inc. 6.50%, 6/15/38 | | | 982,000 | | | | 1,029,156 | |
| | |
Teck Resources Ltd. 3.90%, 7/15/30 | | | 803,000 | | | | 733,540 | |
| | |
Teine Energy Ltd. 6.88%, 4/15/29(c) | | | 165,000 | | | | 158,991 | |
| | |
TELUS Corp. 3.40%, 5/13/32 | | | 846,000 | | | | 735,072 | |
Toronto-Dominion Bank | | | | | | | | |
3.25%, 3/11/24 | | | 412,000 | | | | 411,831 | |
1.95%, 1/12/27 | | | 309,000 | | | | 284,462 | |
4.46%, 6/8/32 | | | 748,000 | | | | 713,353 | |
TransCanada PipeLines Ltd. | | | | | | | | |
6.20%, 3/9/26 | | | 100,000 | | | | 100,023 | |
4.63%, 3/1/34 | | | 1,225,000 | | | | 1,135,869 | |
7.63%, 1/15/39 | | | 412,000 | | | | 480,961 | |
| | | | | | | | |
Total Canada | | | | 12,710,456 | |
|
Chile – 0.1% | |
| | |
Corp. Nacional del Cobre de Chile 5.13%, 2/2/33(c) | | | 1,000,000 | | | | 940,660 | |
|
China – 0.6% | |
| | |
Alibaba Group Holding Ltd. 3.40%, 12/6/27 | | | 412,000 | | | | 389,179 | |
2.13%, 2/9/31 | | | 750,000 | | | | 620,797 | |
Baidu, Inc. | | | | | | | | |
1.72%, 4/9/26 | | | 412,000 | | | | 382,756 | |
3.63%, 7/6/27 | | | 1,100,000 | | | | 1,048,685 | |
| | |
ENN Clean Energy International Investment Ltd. 3.38%, 5/12/26(d) | | | 825,000 | | | | 779,856 | |
| | |
JD.com, Inc. 3.38%, 1/14/30 | | | 351,000 | | | | 317,178 | |
Lenovo Group Ltd. | | | | | | | | |
5.88%, 4/24/25(d) | | | 325,000 | | | | 325,133 | |
3.42%, 11/2/30(d) | | | 400,000 | | | | 348,592 | |
| | |
NXP BV/NXP Funding LLC/NXP USA, Inc. 4.30%, 6/18/29 | | | 986,000 | | | | 942,419 | |
| | |
Prosus NV 3.68%, 1/21/30(c) | | | 575,000 | | | | 497,640 | |
State Grid Overseas Investment BVI Ltd. | | | | | | | | |
3.50%, 5/4/27(d) | | | 275,000 | | | | 263,898 | |
4.25%, 5/2/28(d) | | | 275,000 | | | | 270,089 | |
| | |
Tencent Holdings Ltd. 2.88%, 4/22/31(d) | | | 1,100,000 | | | | 954,151 | |
| | | | | | | | |
Total China | | | | 7,140,373 | |
|
Colombia – 0.1% | |
Ecopetrol SA | | | | | | | | |
6.88%, 4/29/30 | | | 150,000 | | | | 145,986 | |
4.63%, 11/2/31 | | | 300,000 | | | | 247,818 | |
8.88%, 1/13/33 | | | 492,000 | | | | 517,594 | |
7.38%, 9/18/43 | | | 150,000 | | | | 136,968 | |
5.88%, 5/28/45 | | | 200,000 | | | | 148,418 | |
| | | | | | | | |
Total Colombia | | | | 1,196,784 | |
|
France – 0.5% | |
| | |
Altice France SA 5.50%, 10/15/29(c) | | | 1,000,000 | | | | 758,520 | |
BNP Paribas SA | | | | | | | | |
3.50%, 11/16/27(c) | | | 412,000 | | | | 388,042 | |
2.87%, 4/19/32, (2.871% fixed rate until 4/19/31; 3-month Secured Overnight Financing Rate + 1.387% thereafter)(a)(c) | | | 652,000 | | | | 545,757 | |
BPCE SA | | | | | | | | |
1.00%, 1/20/26(c) | | | 730,000 | | | | 673,936 | |
3.25%, 1/11/28(c) | | | 412,000 | | | | 382,591 | |
Electricite de France SA | | | | | | | | |
6.95%, 1/26/39(c) | | | 346,000 | | | | 381,399 | |
4.50%, 12/4/69(d) | | | 1,200,000 | | | | 867,972 | |
| | |
Orange SA 9.00%, 3/1/31 | | | 8,000 | | | | 9,672 | |
| | |
Pernod Ricard SA 5.50%, 1/15/42(c) | | | 150,000 | | | | 152,618 | |
| | |
Sanofi SA 3.63%, 6/19/28 | | | 412,000 | | | | 397,790 | |
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 | | | | 1,636,976 | |
| | |
TotalEnergies Capital International SA 3.46%, 2/19/29 | | | 437,000 | | | | 410,553 | |
| | |
TotalEnergies Capital SA 3.88%, 10/11/28 | | | 173,000 | | | | 166,784 | |
| | | | | | | | |
Total France | | | | 6,772,610 | |
|
Germany – 0.3% | |
| | |
BMW U.S. Capital LLC 2.80%, 4/11/26(c) | | | 598,000 | | | | 572,047 | |
Deutsche Bank AG | | | | | | | | |
1.45%, 4/1/25, (1.447% fixed rate until 4/2/24; Secured Overnight Financing Rate + 1.131% thereafter)(a) | | | 412,000 | | | | 410,282 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(a) | | $ | 412,000 | | | $ | 405,264 | |
3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(a) | | | 1,479,000 | | | | 1,215,501 | |
3.74%, 1/7/33, (3.742% fixed rate until 10/7/31; Secured Overnight Financing Rate + 2.257% thereafter)(a) | | | 500,000 | | | | 402,840 | |
| | |
Deutsche Telekom International Finance BV 8.75%, 6/15/30 | | | 445,000 | | | | 525,233 | |
| | | | | | | | |
Total Germany | | | | 3,531,167 | |
|
Hong Kong – 0.1% | |
| | |
AIA Group Ltd. 4.95%, 4/4/33(c) | | | 1,000,000 | | | | 998,460 | |
| | |
Melco Resorts Finance Ltd. 5.25%, 4/26/26(d) | | | 200,000 | | | | 192,776 | |
| | | | | | | | |
Total Hong Kong | | | | 1,191,236 | |
|
India – 0.1% | |
| | |
JSW Steel Ltd. 3.95%, 4/5/27(d) | | | 200,000 | | | | 185,652 | |
| | |
Reliance Industries Ltd. 2.88%, 1/12/32(d) | | | 750,000 | | | | 634,680 | |
| | |
Summit Digitel Infrastructure Ltd. 2.88%, 8/12/31(d) | | | 425,000 | | | | 351,989 | |
| | | | | | | | |
Total India | | | | 1,172,321 | |
|
Indonesia – 0.1% | |
| | |
Pertamina Persero PT 2.30%, 2/9/31(d) | | | 800,000 | | | | 661,448 | |
| | |
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 5.45%, 5/21/28(d) | | | 229,000 | | | | 228,686 | |
5.25%, 10/24/42(d) | | | 850,000 | | | | 769,420 | |
| | | | | | | | |
Total Indonesia | | | | 1,659,554 | |
|
Ireland – 0.1% | |
AerCap Ireland Capital DAC/AerCap Global Aviation Trust | | | | | | | | |
3.30%, 1/30/32 | | | 215,000 | | | | 182,096 | |
3.40%, 10/29/33 | | | 1,554,000 | | | | 1,293,441 | |
| | |
GGAM Finance Ltd. 8.00%, 2/15/27(c) | | | 98,000 | | | | 100,815 | |
| | | | | | | | |
Total Ireland | | | | 1,576,352 | |
|
Israel – 0.1% | |
| | |
Israel Electric Corp. Ltd. 4.25%, 8/14/28(d) | | | 412,000 | | | | 380,124 | |
| | |
Teva Pharmaceutical Finance Co. LLC 6.15%, 2/1/36 | | | 350,000 | | | | 334,698 | |
| | |
Teva Pharmaceutical Finance Netherlands III BV 3.15%, 10/1/26 | | | 463,000 | | | | 429,335 | |
| | | | | | | | |
Total Israel | | | | 1,144,157 | |
|
Italy – 0.3% | |
| | |
Enel Finance International NV 7.75%, 10/14/52(c) | | | 1,017,000 | | | | 1,219,332 | |
| | |
Eni SpA 5.70%, 10/1/40(c) | | | 120,000 | | | | 115,494 | |
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 | | | | 940,199 | |
| | |
Telecom Italia Capital SA 6.00%, 9/30/34 | | | 438,000 | | | | 406,871 | |
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 | | | | 691,734 | |
| | | | | | | | |
Total Italy | | | | 3,373,630 | |
|
Japan – 0.5% | |
Dai-ichi Life Insurance Co. Ltd. | | | | | | | | |
4.00%, 7/24/26, (4.00% fixed rate until 7/24/26; Secured Overnight Financing Rate + 3.935% thereafter)(a)(c)(e) | | | 200,000 | | | | 191,686 | |
Mitsubishi UFJ Financial Group, Inc. | | | | | | | | |
3.85%, 3/1/26 | | | 384,000 | | | | 374,488 | |
3.68%, 2/22/27 | | | 500,000 | | | | 482,025 | |
| | |
Mizuho Financial Group, Inc. 2.56%, 9/13/31 | | | 1,808,000 | | | | 1,467,861 | |
| | |
Nissan Motor Co. Ltd. 4.81%, 9/17/30(c) | | | 1,229,000 | | | | 1,133,286 | |
Nomura Holdings, Inc. | | | | | | | | |
2.17%, 7/14/28 | | | 410,000 | | | | 357,553 | |
3.10%, 1/16/30 | | | 428,000 | | | | 376,109 | |
| | |
NTT Finance Corp. 1.16%, 4/3/26(c) | | | 932,000 | | | | 858,968 | |
ORIX Corp. | | | | | | | | |
5.00%, 9/13/27 | | | 169,000 | | | | 168,885 | |
2.25%, 3/9/31 | | | 44,000 | | | | 36,878 | |
| | |
Sumitomo Mitsui Financial Group, Inc. 3.04%, 7/16/29 | | | 569,000 | | | | 511,730 | |
| | | | | | | | |
Total Japan | | | | 5,959,469 | |
|
Kazakhstan – 0.0% | |
| | |
KazMunayGas National Co. JSC 3.50%, 4/14/33(d) | | | 375,000 | | | | 305,741 | |
|
Luxembourg – 0.1% | |
| | |
Altice France Holding SA 6.00%, 2/15/28(c) | | | 200,000 | | | | 101,242 | |
| | |
ArcelorMittal SA 6.80%, 11/29/32 | | | 799,000 | | | | 846,189 | |
| | | | | | | | |
Total Luxembourg | | | | 947,431 | |
|
Malaysia – 0.1% | |
| | |
Petronas Capital Ltd. 2.48%, 1/28/32(d) | | | 1,300,000 | | | | 1,077,973 | |
|
Mexico – 0.3% | |
| | |
America Movil SAB de CV 4.70%, 7/21/32 | | | 700,000 | | | | 672,252 | |
| | |
Cemex SAB de CV 5.45%, 11/19/29(d) | | | 213,000 | | | | 209,769 | |
| | |
Comision Federal de Electricidad 3.88%, 7/26/33(d) | | | 500,000 | | | | 409,585 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Industrias Penoles SAB de CV 4.75%, 8/6/50(d) | | $ | 250,000 | | | $ | 194,507 | |
Petroleos Mexicanos | | | | | | | | |
6.88%, 8/4/26 | | | 200,000 | | | | 192,688 | |
6.49%, 1/23/27 | | | 200,000 | | | | 187,104 | |
8.75%, 6/2/29 | | | 200,000 | | | | 191,406 | |
6.84%, 1/23/30 | | | 200,000 | | | | 171,222 | |
5.95%, 1/28/31 | | | 1,777,000 | | | | 1,384,159 | |
6.70%, 2/16/32 | | | 400,000 | | | | 322,752 | |
7.69%, 1/23/50 | | | 200,000 | | | | 137,786 | |
6.95%, 1/28/60 | | | 200,000 | | | | 127,132 | |
| | | | | | | | |
Total Mexico | | | | 4,200,362 | |
|
Mongolia – 0.1% | |
| | |
Minerva Luxembourg SA 4.38%, 3/18/31(d) | | | 700,000 | | | | 579,110 | |
| | |
Sands China Ltd. 5.40%, 8/8/28 | | | 450,000 | | | | 437,679 | |
| | | | | | | | |
Total Mongolia | | | | 1,016,789 | |
|
Netherlands – 0.3% | |
Cooperatieve Rabobank UA | | | | | | | | |
5.25%, 5/24/41 | | | 24,000 | | | | 24,280 | |
5.75%, 12/1/43 | | | 1,237,000 | | | | 1,244,137 | |
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 | | | | 481,520 | |
2.73%, 4/1/32, (2.727% fixed rate until 4/1/31; Secured Overnight Financing Rate + 1.316% thereafter)(a) | | | 300,000 | | | | 252,711 | |
| | |
Koninklijke Philips NV 6.88%, 3/11/38 | | | 411,000 | | | | 441,965 | |
Shell International Finance BV | | | | | | | | |
3.25%, 5/11/25 | | | 412,000 | | | | 403,010 | |
2.88%, 5/10/26 | | | 429,000 | | | | 410,557 | |
4.13%, 5/11/35 | | | 619,000 | | | | 572,761 | |
| | | | | | | | |
Total Netherlands | | | | 3,830,941 | |
|
New Zealand – 0.0% | |
| | |
ANZ New Zealand International Ltd. 1.25%, 6/22/26(c) | | | 364,000 | | | | 332,780 | |
|
Norway – 0.1% | |
| | |
Equinor ASA 3.25%, 11/10/24 | | | 340,000 | | | | 335,026 | |
2.88%, 4/6/25 | | | 292,000 | | | | 285,161 | |
1.75%, 1/22/26 | | | 212,000 | | | | 199,653 | |
3.63%, 9/10/28 | | | 39,000 | | | | 37,332 | |
3.13%, 4/6/30 | | | 39,000 | | | | 35,579 | |
2.38%, 5/22/30 | | | 452,000 | | | | 393,046 | |
3.63%, 4/6/40 | | | 35,000 | | | | 28,900 | |
5.10%, 8/17/40 | | | 30,000 | | | | 29,591 | |
3.95%, 5/15/43 | | | 132,000 | | | | 110,360 | |
4.80%, 11/8/43 | | | 29,000 | | | | 27,319 | |
3.25%, 11/18/49 | | | 483,000 | | | | 347,523 | |
3.70%, 4/6/50 | | | 31,000 | | | | 24,226 | |
| | | | | | | | |
Total Norway | | | | 1,853,716 | |
|
Qatar – 0.1% | |
QatarEnergy | | | | | | | | |
3.13%, 7/12/41(d) | | | 750,000 | | | | 552,563 | |
3.30%, 7/12/51(d) | | | 200,000 | | | | 139,120 | |
| | | | | | | | |
Total Qatar | | | | 691,683 | |
|
Saudi Arabia – 0.1% | |
| | |
Saudi Arabian Oil Co. 2.25%, 11/24/30(d) | | | 950,000 | | | | 797,230 | |
| | |
Saudi Electricity Global Sukuk Co. 4 4.72%, 9/27/28(d) | | | 200,000 | | | | 198,018 | |
| | | | | | | | |
Total Saudi Arabia | | | | 995,248 | |
|
Singapore – 0.1% | |
| | |
DBS Group Holdings Ltd. 1.17%, 11/22/24(c) | | | 640,000 | | | | 620,928 | |
|
South Africa – 0.0% | |
| | |
Anglo American Capital PLC 5.63%, 4/1/30(c) | | | 515,000 | | | | 516,988 | |
|
South Korea – 0.1% | |
| | |
POSCO 5.75%, 1/17/28(d) | | | 1,000,000 | | | | 1,012,010 | |
| | |
SK Hynix, Inc. 6.38%, 1/17/28(c) | | | 350,000 | | | | 360,685 | |
| | | | | | | | |
Total South Korea | | | | 1,372,695 | |
|
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 | | | | 600,072 | |
| | |
Banco Santander SA 3.80%, 2/23/28 | | | 200,000 | | | | 188,566 | |
2.75%, 12/3/30 | | | 1,600,000 | | | | 1,304,768 | |
| | |
Telefonica Emisiones SA 7.05%, 6/20/36 | | | 1,670,000 | | | | 1,840,691 | |
| | | | | | | | |
Total Spain | | | | 3,934,097 | |
|
Switzerland – 0.3% | |
| | |
Novartis Capital Corp. 2.00%, 2/14/27 | | | 100,000 | | | | 92,703 | |
UBS Group AG | | | | | | | | |
4.55%, 4/17/26 | | | 2,487,000 | | | | 2,443,751 | |
4.28%, 1/9/28(c) | | | 309,000 | | | | 296,544 | |
6.54%, 8/12/33, (6.537% fixed rate until 8/12/32; Secured Overnight Financing Rate + 3.92% thereafter)(a)(c) | | | 1,047,000 | | | | 1,094,073 | |
| | | | | | | | |
Total Switzerland | | | | 3,927,071 | |
|
Taiwan – 0.1% | |
| | |
TSMC Global Ltd. 1.25%, 4/23/26(c) | | | 822,000 | | | | 758,106 | |
|
Thailand – 0.0% | |
| | |
GC Treasury Center Co. Ltd. 4.40%, 3/30/32(d) | | | 225,000 | | | | 204,766 | |
| | |
Thaioil Treasury Center Co. Ltd. 2.50%, 6/18/30(d) | | | 475,000 | | | | 398,995 | |
| | | | | | | | |
Total Thailand | | | | 603,761 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
United Arab Emirates – 0.2% | |
| | |
DP World Ltd. 6.85%, 7/2/37(d) | | $ | 200,000 | | | $ | 216,736 | |
| | |
Galaxy Pipeline Assets Bidco Ltd. 2.16%, 3/31/34(c) | | | 674,455 | | | | 579,715 | |
| | |
MDGH GMTN RSC Ltd. 5.50%, 4/28/33(d) | | | 1,050,000 | | | | 1,084,713 | |
| | | | | | | | |
Total United Arab Emirates | | | | 1,881,164 | |
|
United Kingdom – 1.5% | |
AstraZeneca PLC | | | | | | | | |
4.00%, 1/17/29 | | | 412,000 | | | | 398,182 | |
6.45%, 9/15/37 | | | 577,000 | | | | 650,273 | |
4.38%, 8/17/48 | | | 437,000 | | | | 388,899 | |
Barclays PLC | | | | | | | | |
4.38%, 1/12/26 | | | 309,000 | | | | 302,808 | |
5.20%, 5/12/26 | | | 610,000 | | | | 603,009 | |
2.67%, 3/10/32, (2.667% fixed rate until 3/10/31; 1-year Constant Maturity Treasury Rate + 1.20% thereafter)(a) | | | 532,000 | | | | 434,873 | |
7.44%, 11/2/33, (7.437% fixed rate until 11/2/32; 1-year Constant Maturity Treasury Rate + 3.50% thereafter)(a) | | | 1,309,000 | | | | 1,433,054 | |
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 | | | | 231,991 | |
BAT Capital Corp. | | | | | | | | |
3.22%, 8/15/24 | | | 343,000 | | | | 339,025 | |
3.56%, 8/15/27 | | | 149,000 | | | | 140,790 | |
4.91%, 4/2/30 | | | 176,000 | | | | 171,028 | |
4.39%, 8/15/37 | | | 200,000 | | | | 164,172 | |
7.08%, 8/2/53 | | | 13,000 | | | | 13,490 | |
| | |
British Telecommunications PLC 9.63%, 12/15/30 | | | 131,000 | | | | 160,365 | |
| | |
CK Hutchison International 21 Ltd. 2.50%, 4/15/31(c) | | | 750,000 | | | | 637,312 | |
Diageo Capital PLC | | | | | | | | |
3.88%, 5/18/28 | | | 412,000 | | | | 398,243 | |
2.13%, 4/29/32 | | | 825,000 | | | | 667,111 | |
| | |
GlaxoSmithKline Capital, Inc. 6.38%, 5/15/38 | | | 206,000 | | | | 231,085 | |
| | |
HSBC Holdings PLC | | | | | | | | |
3.80%, 3/11/25, (3.803% fixed rate until 3/11/24; 3-month Secured Overnight Financing Rate + 1.473% thereafter)(a) | | | 412,000 | | | | 411,798 | |
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 | | | | 402,870 | |
4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month Secured Overnight Financing Rate + 1.609% thereafter)(a) | | | 384,000 | | | | 376,596 | |
8.11%, 11/3/33, (8.113% fixed rate until 11/3/32; Secured Overnight Financing Rate + 4.25% thereafter)(a) | | | 970,000 | | | | 1,093,394 | |
6.50%, 9/15/37 | | | 1,420,000 | | | | 1,495,260 | |
| | |
Imperial Brands Finance PLC 4.25%, 7/21/25(c) | | | 755,000 | | | | 740,217 | |
| | |
Jaguar Land Rover Automotive PLC 5.50%, 7/15/29(c) | | | 492,000 | | | | 473,383 | |
Lloyds Banking Group PLC | | | | | | | | |
3.90%, 3/12/24 | | | 412,000 | | | | 411,831 | |
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 | | | | 567,795 | |
LSEGA Financing PLC 2.50%, 4/6/31(c) | | | 260,000 | | | | 218,605 | |
| | |
Nationwide Building Society 4.00%, 9/14/26(c) | | | 845,000 | | | | 808,335 | |
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) | | | 505,000 | | | | 469,019 | |
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 | | | | 281,267 | |
Reynolds American, Inc. | | | | | | | | |
6.15%, 9/15/43 | | | 516,000 | | | | 499,493 | |
5.85%, 8/15/45 | | | 180,000 | | | | 163,435 | |
Santander U.K. 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 | | | | 472,054 | |
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) | | | 300,000 | | | | 252,213 | |
5.70%, 3/26/44(c) | | | 301,000 | | | | 292,852 | |
| | |
Unilever Capital Corp. 3.50%, 3/22/28 | | | 512,000 | | | | 490,010 | |
Vodafone Group PLC | | | | | | | | |
4.13%, 5/30/25 | | | 825,000 | | | | 811,792 | |
6.15%, 2/27/37 | | | 412,000 | | | | 430,458 | |
4.25%, 9/17/50 | | | 184,000 | | | | 145,117 | |
5.63%, 2/10/53 | | | 58,000 | | | | 56,083 | |
5.75%, 2/10/63 | | | 100,000 | | | | 97,782 | |
| | | | | | | | |
Total United Kingdom | | | | 18,827,369 | |
|
United States – 29.1% | |
3M Co. | | | | | | | | |
2.25%, 9/19/26 | | | 309,000 | | | | 288,047 | |
2.88%, 10/15/27 | | | 412,000 | | | | 381,677 | |
4.00%, 9/14/48 | | | 576,000 | | | | 465,448 | |
| | |
7-Eleven, Inc. 2.80%, 2/10/51(c) | | | 34,000 | | | | 21,072 | |
Abbott Laboratories | | | | | | | | |
1.40%, 6/30/30 | | | 152,000 | | | | 125,436 | |
4.90%, 11/30/46 | | | 669,000 | | | | 645,685 | |
AbbVie, Inc. | | | | | | | | |
2.60%, 11/21/24 | | | 100,000 | | | | 98,022 | |
3.80%, 3/15/25 | | | 309,000 | | | | 302,780 | |
3.60%, 5/14/25 | | | 516,000 | | | | 505,685 | |
3.20%, 5/14/26 | | | 619,000 | | | | 595,831 | |
3.20%, 11/21/29 | | | 181,000 | | | | 165,691 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
4.55%, 3/15/35 | | $ | 172,000 | | | $ | 165,017 | |
4.50%, 5/14/35 | | | 412,000 | | | | 393,464 | |
4.05%, 11/21/39 | | | 437,000 | | | | 384,053 | |
4.25%, 11/21/49 | | | 412,000 | | | | 355,029 | |
| | |
ACCO Brands Corp. 4.25%, 3/15/29(c) | | | 93,000 | | | | 82,511 | |
| | |
AdaptHealth LLC 6.13%, 8/1/28(c) | | | 73,000 | | | | 67,251 | |
| | |
Adobe, Inc. 2.30%, 2/1/30 | | | 527,000 | | | | 460,108 | |
| | |
ADT Security Corp. 4.88%, 7/15/32(c) | | | 362,000 | | | | 328,424 | |
| | |
Advanced Micro Devices, Inc. 4.39%, 6/1/52 | | | 100,000 | | | | 88,451 | |
Aetna, Inc. | | | | | | | | |
6.63%, 6/15/36 | | | 146,000 | | | | 159,147 | |
4.13%, 11/15/42 | | | 187,000 | | | | 149,555 | |
| | |
Air Lease Corp. 5.85%, 12/15/27 | | | 100,000 | | | | 101,192 | |
Air Products & Chemicals, Inc. | | | | | | | | |
1.85%, 5/15/27 | | | 437,000 | | | | 399,558 | |
2.05%, 5/15/30 | | | 13,000 | | | | 11,063 | |
2.70%, 5/15/40 | | | 412,000 | | | | 296,665 | |
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC | | | | | | | | |
4.63%, 1/15/27(c) | | | 56,000 | | | | 54,036 | |
5.88%, 2/15/28(c) | | | 413,000 | | | | 407,383 | |
Alexandria Real Estate Equities, Inc. | | | | | | | | |
2.00%, 5/18/32 | | | 462,000 | | | | 357,158 | |
3.00%, 5/18/51 | | | 315,000 | | | | 198,053 | |
| | |
Allegion U.S. Holding Co., Inc. 5.41%, 7/1/32 | | | 17,000 | | | | 16,999 | |
| | |
Alliant Energy Finance LLC 4.25%, 6/15/28(c) | | | 160,000 | | | | 154,267 | |
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer | | | | | | | | |
6.75%, 4/15/28(c) | | | 171,000 | | | | 170,001 | |
5.88%, 11/1/29(c) | | | 268,000 | | | | 245,665 | |
| | |
Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL 4.63%, 6/1/28(c) | | | 326,000 | | | | 289,397 | |
| | |
Allstate Corp. 3.28%, 12/15/26 | | | 412,000 | | | | 392,578 | |
Ally Financial, Inc. | | | | | | | | |
3.88%, 5/21/24 | | | 173,000 | | | | 172,241 | |
4.75%, 6/9/27 | | | 518,000 | | | | 503,221 | |
8.00%, 11/1/31 | | | 1,177,000 | | | | 1,293,346 | |
Alphabet, Inc. | | | | | | | | |
1.10%, 8/15/30 | | | 228,000 | | | | 184,662 | |
1.90%, 8/15/40 | | | 1,325,000 | | | | 878,024 | |
Altria Group, Inc. | | | | | | | | |
4.80%, 2/14/29 | | | 441,000 | | | | 433,331 | |
4.00%, 2/4/61 | | | 309,000 | | | | 221,136 | |
Amazon.com, Inc. | | | | | | | | |
2.80%, 8/22/24 | | | 412,000 | | | | 406,875 | |
3.80%, 12/5/24 | | | 509,000 | | | | 503,569 | |
3.15%, 8/22/27 | | | 412,000 | | | | 391,182 | |
1.65%, 5/12/28 | | | 52,000 | | | | 46,167 | |
1.50%, 6/3/30 | | | 54,000 | | | | 44,677 | |
4.80%, 12/5/34 | | | 452,000 | | | | 452,185 | |
| | |
AMC Networks, Inc. 4.25%, 2/15/29 | | | 750,000 | | | | 486,037 | |
American Airlines Pass-Through Trust | | | | | | | | |
4.00%, 1/15/27, Series 2013-1, Class A | | | 110,163 | | | | 106,451 | |
3.20%, 12/15/29, Series 2016-2, Class AA | | | 271,824 | | | | 248,846 | |
3.65%, 12/15/29, Series 2016-2, Class A | | | 212,468 | | | | 192,145 | |
3.35%, 4/15/31, Series 2017-2, Class AA | | | 388,059 | | | | 354,530 | |
American Axle & Manufacturing, Inc. | | | | | | | | |
6.50%, 4/1/27 | | | 93,000 | | | | 91,907 | |
6.88%, 7/1/28 | | | 35,000 | | | | 33,865 | |
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 | | | | 1,461,366 | |
American Express Co. | | | | | | | | |
3.00%, 10/30/24 | | | 309,000 | | | | 304,013 | |
3.30%, 5/3/27 | | | 412,000 | | | | 390,695 | |
4.42%, 8/3/33, (4.42% fixed rate until 8/3/32; Secured Overnight Financing Rate + 1.76% thereafter)(a) | | | 100,000 | | | | 94,800 | |
| | |
American Homes 4 Rent LP 3.63%, 4/15/32 | | | 840,000 | | | | 732,791 | |
American Honda Finance Corp. | | | | | | | | |
0.75%, 8/9/24 | | | 150,000 | | | | 146,968 | |
1.20%, 7/8/25 | | | 825,000 | | | | 782,628 | |
4.70%, 1/12/28 | | | 136,000 | | | | 135,417 | |
2.25%, 1/12/29 | | | 155,000 | | | | 137,679 | |
American International Group, Inc. | | | | | | | | |
4.50%, 7/16/44 | | | 11,000 | | | | 9,721 | |
4.75%, 4/1/48 | | | 169,000 | | | | 154,474 | |
5.75%, 4/1/48, Series A-9, (5.75% fixed rate until 4/1/28; Secured Overnight Financing Rate + 3.143% thereafter)(a) | | | 423,000 | | | | 415,940 | |
American Tower Corp. | | | | | | | | |
4.40%, 2/15/26 | | | 100,000 | | | | 98,361 | |
3.55%, 7/15/27 | | | 309,000 | | | | 292,997 | |
5.90%, 11/15/33 | | | 11,000 | | | | 11,295 | |
American Water Capital Corp. | | | | | | | | |
3.75%, 9/1/28 | | | 176,000 | | | | 167,059 | |
2.80%, 5/1/30 | | | 186,000 | | | | 162,981 | |
3.75%, 9/1/47 | | | 100,000 | | | | 77,780 | |
4.20%, 9/1/48 | | | 111,000 | | | | 93,465 | |
AmeriGas Partners LP/AmeriGas Finance Corp. | | | | | | | | |
5.50%, 5/20/25 | | | 20,000 | | | | 19,662 | |
5.75%, 5/20/27 | | | 138,000 | | | | 130,584 | |
| | |
Ameriprise Financial, Inc. 3.00%, 4/2/25 | | | 179,000 | | | | 174,393 | |
Amgen, Inc. | | | | | | | | |
5.25%, 3/2/25 | | | 100,000 | | | | 99,821 | |
2.30%, 2/25/31 | | | 825,000 | | | | 690,888 | |
3.15%, 2/21/40 | | | 437,000 | | | | 328,130 | |
5.65%, 6/15/42 | | | 100,000 | | | | 100,971 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
4.40%, 5/1/45 | | $ | 619,000 | | | $ | 528,898 | |
5.75%, 3/2/63 | | | 175,000 | | | | 175,261 | |
| | |
AmWINS Group, Inc. 4.88%, 6/30/29(c) | | | 186,000 | | | | 171,682 | |
| | |
Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp. 7.00%, 4/15/30(c) | | | 25,000 | | | | 22,682 | |
| | |
Aon Corp. 2.80%, 5/15/30 | | | 188,000 | | | | 163,628 | |
| | |
Aon Global Ltd. 4.45%, 5/24/43 | | | 412,000 | | | | 338,821 | |
Apache Corp. | | | | | | | | |
4.25%, 1/15/30 | | | 121,000 | | | | 111,279 | |
6.00%, 1/15/37 | | | 500,000 | | | | 486,825 | |
5.35%, 7/1/49 | | | 500,000 | | | | 405,595 | |
| | |
Appalachian Power Co. 4.45%, 6/1/45 | | | 309,000 | | | | 255,772 | |
Apple, Inc. | | | | | | | | |
3.20%, 5/13/25 | | | 412,000 | | | | 403,340 | |
3.25%, 2/23/26 | | | 412,000 | | | | 399,784 | |
3.35%, 2/9/27 | | | 412,000 | | | | 396,455 | |
1.20%, 2/8/28 | | | 109,000 | | | | 95,822 | |
1.65%, 5/11/30 | | | 137,000 | | | | 114,654 | |
2.38%, 2/8/41 | | | 309,000 | | | | 217,533 | |
3.85%, 5/4/43 | | | 412,000 | | | | 352,956 | |
2.65%, 5/11/50 | | | 412,000 | | | | 268,393 | |
| | |
Applied Materials, Inc. 3.30%, 4/1/27 | | | 406,000 | | | | 388,696 | |
| | |
Aptim Corp. 7.75%, 6/15/25(c) | | | 312,000 | | | | 302,437 | |
| | |
APX Group, Inc. 5.75%, 7/15/29(c) | | | 224,000 | | | | 213,123 | |
| | |
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc. 5.25%, 8/15/27(c) | | | 200,000 | | | | 144,798 | |
| | |
Ares Capital Corp. 2.88%, 6/15/28 | | | 2,314,000 | | | | 2,027,874 | |
Arizona Public Service Co. | | | | | | | | |
2.95%, 9/15/27 | | | 309,000 | | | | 289,929 | |
3.35%, 5/15/50 | | | 412,000 | | | | 282,348 | |
| | |
Asbury Automotive Group, Inc. 4.63%, 11/15/29(c) | | | 63,000 | | | | 57,454 | |
| | |
Ascent Resources Utica Holdings LLC/ARU Finance Corp. 5.88%, 6/30/29(c) | | | 380,000 | | | | 355,509 | |
| | |
Ashland, Inc. 3.38%, 9/1/31(c) | | | 161,000 | | | | 135,433 | |
| | |
ASP Unifrax Holdings, Inc. 7.50%, 9/30/29(c) | | | 100,000 | | | | 54,931 | |
AT&T, Inc. | | | | | | | | |
1.70%, 3/25/26 | | | 894,000 | | | | 831,733 | |
2.30%, 6/1/27 | | | 412,000 | | | | 377,322 | |
2.55%, 12/1/33 | | | 1,813,000 | | | | 1,430,548 | |
4.50%, 5/15/35 | | | 327,000 | | | | 301,337 | |
5.35%, 9/1/40 | | | 11,000 | | | | 10,619 | |
3.50%, 6/1/41 | | | 825,000 | | | | 633,740 | |
4.30%, 12/15/42 | | | 15,000 | | | | 12,684 | |
3.65%, 6/1/51 | | | 412,000 | | | | 295,111 | |
3.50%, 9/15/53 | | | 2,109,000 | | | | 1,453,228 | |
3.55%, 9/15/55 | | | 255,000 | | | | 174,015 | |
3.80%, 12/1/57 | | | 509,000 | | | | 359,430 | |
| | |
AthenaHealth Group, Inc. 6.50%, 2/15/30(c) | | | 209,000 | | | | 187,423 | |
| | |
Athene Holding Ltd. 3.95%, 5/25/51 | | | 2,000,000 | | | | 1,462,740 | |
| | |
Atlantic City Electric Co. 2.30%, 3/15/31 | | | 92,000 | | | | 76,005 | |
Atmos Energy Corp. | | | | | | | | |
2.63%, 9/15/29 | | | 100,000 | | | | 89,082 | |
2.85%, 2/15/52 | | | 233,000 | | | | 149,449 | |
| | |
Autodesk, Inc. 2.40%, 12/15/31 | | | 785,000 | | | | 652,233 | |
| | |
AutoNation, Inc. 3.85%, 3/1/32 | | | 278,000 | | | | 242,869 | |
AvalonBay Communities, Inc. | | | | | | | | |
3.50%, 11/15/24 | | | 175,000 | | | | 172,601 | |
3.30%, 6/1/29 | | | 182,000 | | | | 167,890 | |
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. | | | | | | | | |
3.34%, 12/15/27 | | | 135,000 | | | | 127,351 | |
3.14%, 11/7/29 | | | 174,000 | | | | 158,876 | |
| | |
Ball Corp. 2.88%, 8/15/30 | | | 114,000 | | | | 96,547 | |
Bank of America Corp. | | | | | | | | |
3.95%, 4/21/25, Series L | | | 841,000 | | | | 827,258 | |
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 | | | | 405,709 | |
4.45%, 3/3/26 | | | 1,236,000 | | | | 1,215,791 | |
3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(a) | | | 180,000 | | | | 175,797 | |
3.50%, 4/19/26 | | | 412,000 | | | | 399,422 | |
4.25%, 10/22/26 | | | 795,000 | | | | 777,947 | |
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 | | | | 404,610 | |
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 | | | | 1,247,905 | |
2.59%, 4/29/31, (2.592% fixed rate until 4/29/30; Secured Overnight Financing Rate + 2.15% thereafter)(a) | | | 825,000 | | | | 704,368 | |
2.69%, 4/22/32(a) | | | 331,000 | | | | 277,265 | |
2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(a) | | | 1,005,000 | | | | 702,626 | |
5.88%, 2/7/42 | | | 251,000 | | | | 267,195 | |
5.00%, 1/21/44 | | | 215,000 | | | | 205,895 | |
4.75%, 4/21/45, Series L | | | 50,000 | | | | 45,470 | |
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 | | | | 157,237 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
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 | | | $ | 170,671 | |
2.45%, 8/17/26 | | | 100,000 | | | | 94,116 | |
1.05%, 10/15/26 | | | 166,000 | | | | 149,994 | |
3.25%, 5/16/27 | | | 309,000 | | | | 293,785 | |
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 | | | | 95,603 | |
3.00%, 10/30/28 | | | 272,000 | | | | 249,552 | |
| | |
BankUnited, Inc. 5.13%, 6/11/30 | | | 845,000 | | | | 776,944 | |
Bath & Body Works, Inc. | | | | | | | | |
6.63%, 10/1/30(c) | | | 178,000 | | | | 179,283 | |
7.60%, 7/15/37 | | | 344,000 | | | | 336,800 | |
Bausch Health Cos., Inc. | | | | | | | | |
4.88%, 6/1/28(c) | | | 88,000 | | | | 50,212 | |
6.25%, 2/15/29(c) | | | 187,000 | | | | 86,276 | |
5.25%, 2/15/31(c) | | | 100,000 | | | | 43,496 | |
| | |
BCPE Empire Holdings, Inc. 7.63%, 5/1/27(c) | | | 9,000 | | | | 8,630 | |
| | |
Becton Dickinson & Co. 1.96%, 2/11/31 | | | 148,000 | | | | 120,416 | |
Berkshire Hathaway Energy Co. | | | | | | | | |
4.05%, 4/15/25 | | | 130,000 | | | | 128,224 | |
6.13%, 4/1/36 | | | 432,000 | | | | 455,941 | |
Berkshire Hathaway Finance Corp. | | | | | | | | |
4.20%, 8/15/48 | | | 412,000 | | | | 359,322 | |
4.25%, 1/15/49 | | | 29,000 | | | | 25,576 | |
2.85%, 10/15/50 | | | 35,000 | | | | 23,127 | |
| | |
Berkshire Hathaway, Inc. 3.13%, 3/15/26 | | | 412,000 | | | | 398,355 | |
| | |
Best Buy Co., Inc. 4.45%, 10/1/28 | | | 171,000 | | | | 167,594 | |
| | |
Biogen, Inc. 4.05%, 9/15/25 | | | 309,000 | | | | 302,971 | |
| | |
Black Knight InfoServ LLC 3.63%, 9/1/28(c) | | | 100,000 | | | | 94,178 | |
BlackRock, Inc. | | | | | | | | |
3.20%, 3/15/27 | | | 85,000 | | | | 81,320 | |
2.40%, 4/30/30 | | | 90,000 | | | | 78,508 | |
1.90%, 1/28/31 | | | 567,000 | | | | 469,448 | |
| | |
Blackstone Holdings Finance Co. LLC 6.20%, 4/22/33(c) | | | 360,000 | | | | 376,650 | |
Blackstone Private Credit Fund | | | | | | | | |
3.25%, 3/15/27 | | | 590,000 | | | | 539,885 | |
4.00%, 1/15/29 | | | 900,000 | | | | 818,847 | |
| | |
Blackstone Secured Lending Fund 2.75%, 9/16/26 | | | 197,000 | | | | 180,777 | |
Blue Owl Capital Corp. | | | | | | | | |
3.75%, 7/22/25 | | | 555,000 | | | | 535,003 | |
3.40%, 7/15/26 | | | 206,000 | | | | 191,914 | |
2.88%, 6/11/28 | | | 206,000 | | | | 180,221 | |
| | |
Blue Owl Finance LLC 3.13%, 6/10/31(c) | | | 368,000 | | | | 304,873 | |
Boeing Co. | | | | | | | | |
2.20%, 2/4/26 | | | 412,000 | | | | 386,963 | |
5.04%, 5/1/27 | | | 412,000 | | | | 408,267 | |
5.15%, 5/1/30 | | | 1,027,000 | | | | 1,010,147 | |
5.71%, 5/1/40 | | | 412,000 | | | | 401,478 | |
5.93%, 5/1/60 | | | 908,000 | | | | 870,836 | |
| | |
Booking Holdings, Inc. 4.63%, 4/13/30 | | | 297,000 | | | | 291,984 | |
| | |
Booz Allen Hamilton, Inc. 3.88%, 9/1/28(c) | | | 100,000 | | | | 93,008 | |
| | |
BorgWarner, Inc. 2.65%, 7/1/27 | | | 412,000 | | | | 380,453 | |
Boston Properties LP | | | | | | | | |
4.50%, 12/1/28 | | | 134,000 | | | | 126,661 | |
2.90%, 3/15/30 | | | 409,000 | | | | 345,944 | |
3.25%, 1/30/31 | | | 98,000 | | | | 82,553 | |
2.55%, 4/1/32 | | | 572,000 | | | | 444,862 | |
BP Capital Markets America, Inc. | | | | | | | | |
3.94%, 9/21/28 | | | 412,000 | | | | 395,940 | |
4.23%, 11/6/28 | | | 100,000 | | | | 97,328 | |
2.72%, 1/12/32 | | | 190,000 | | | | 161,238 | |
3.00%, 2/24/50 | | | 18,000 | | | | 12,064 | |
2.77%, 11/10/50 | | | 228,000 | | | | 145,400 | |
3.38%, 2/8/61 | | | 100,000 | | | | 67,395 | |
Brandywine Operating Partnership LP | | | | | | | | |
4.10%, 10/1/24 | | | 418,000 | | | | 413,624 | |
3.95%, 11/15/27 | | | 212,000 | | | | 186,577 | |
7.80%, 3/15/28 | | | 186,000 | | | | 184,717 | |
| | |
Brighthouse Financial, Inc. 5.63%, 5/15/30 | | | 399,000 | | | | 397,149 | |
Bristol-Myers Squibb Co. | | | | | | | | |
1.13%, 11/13/27 | | | 412,000 | | | | 361,225 | |
3.90%, 2/20/28 | | | 412,000 | | | | 398,000 | |
3.40%, 7/26/29 | | | 176,000 | | | | 164,148 | |
2.35%, 11/13/40 | | | 412,000 | | | | 276,942 | |
4.55%, 2/20/48 | | | 167,000 | | | | 147,155 | |
| | |
Brixmor Operating Partnership LP 4.05%, 7/1/30 | | | 1,760,000 | | | | 1,617,986 | |
| | |
Broadcom Corp./Broadcom Cayman Finance Ltd. 3.88%, 1/15/27 | | | 412,000 | | | | 398,392 | |
Broadcom, Inc. | | | | | | | | |
4.11%, 9/15/28 | | | 217,000 | | | | 208,014 | |
4.30%, 11/15/32 | | | 178,000 | | | | 164,905 | |
3.14%, 11/15/35(c) | | | 1,903,000 | | | | 1,511,039 | |
4.93%, 5/15/37(c) | | | 434,000 | | | | 404,770 | |
3.75%, 2/15/51(c) | | | 23,000 | | | | 17,213 | |
| | |
Brooklyn Union Gas Co. 4.27%, 3/15/48(c) | | | 846,000 | | | | 644,982 | |
Brown & Brown, Inc. | | | | | | | | |
4.20%, 9/15/24 | | | 175,000 | | | | 173,421 | |
2.38%, 3/15/31 | | | 306,000 | | | | 250,339 | |
| | |
Brown-Forman Corp. 3.50%, 4/15/25 | | | 177,000 | | | | 173,469 | |
Burlington Northern Santa Fe LLC | | | | | | | | |
3.65%, 9/1/25 | | | 176,000 | | | | 172,258 | |
4.55%, 9/1/44 | | | 170,000 | | | | 152,388 | |
3.30%, 9/15/51 | | | 618,000 | | | | 441,969 | |
| | |
Caesars Entertainment, Inc. 7.00%, 2/15/30(c) | | | 168,000 | | | | 172,308 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
Capital One Financial Corp. | | | | | | | | |
3.75%, 3/9/27 | | $ | 513,000 | | | $ | 489,838 | |
3.65%, 5/11/27 | | | 412,000 | | | | 392,405 | |
| | |
Carlyle Holdings II Finance LLC 5.63%, 3/30/43(c) | | | 40,000 | | | | 38,120 | |
Carnival Corp. | | | | | | | | |
7.63%, 3/1/26(c) | | | 223,000 | | | | 226,031 | |
5.75%, 3/1/27(c) | | | 36,000 | | | | 35,587 | |
4.00%, 8/1/28(c) | | | 198,000 | | | | 182,833 | |
10.50%, 6/1/30(c) | | | 36,000 | | | | 39,300 | |
| | |
Carnival Holdings Bermuda Ltd. 10.38%, 5/1/28(c) | | | 154,000 | | | | 168,100 | |
| | |
Carrier Global Corp. 2.24%, 2/15/25 | | | 181,000 | | | | 175,400 | |
| | |
Caterpillar Financial Services Corp. 3.40%, 5/13/25 | | | 174,000 | | | | 170,336 | |
Caterpillar, Inc. | | | | | | | | |
3.80%, 8/15/42 | | | 412,000 | | | | 344,061 | |
4.30%, 5/15/44 | | | 412,000 | | | | 372,786 | |
CCO Holdings LLC/CCO Holdings Capital Corp. | | | | | | | | |
4.75%, 3/1/30(c) | | | 282,000 | | | | 240,143 | |
4.75%, 2/1/32(c) | | | 470,000 | | | | 379,854 | |
4.50%, 5/1/32 | | | 457,000 | | | | 361,473 | |
4.25%, 1/15/34(c) | | | 750,000 | | | | 561,600 | |
Celanese U.S. Holdings LLC | | | | | | | | |
6.17%, 7/15/27 | | | 167,000 | | | | 169,610 | |
6.33%, 7/15/29 | | | 100,000 | | | | 102,809 | |
| | |
Cencora, Inc. 2.80%, 5/15/30 | | | 626,000 | | | | 550,473 | |
| | |
Centene Corp. 4.63%, 12/15/29 | | | 403,000 | | | | 381,887 | |
CenterPoint Energy Houston Electric LLC | | | | | | | | |
3.00%, 2/1/27, Series AA | | | 309,000 | | | | 293,349 | |
3.35%, 4/1/51, Series AF | | | 309,000 | | | | 223,178 | |
| | |
CenterPoint Energy Resources Corp. 4.40%, 7/1/32 | | | 100,000 | | | | 94,736 | |
| | |
Central Garden & Pet Co. 4.13%, 10/15/30 | | | 201,000 | | | | 178,866 | |
| | |
Central Parent, Inc./CDK Global, Inc. 7.25%, 6/15/29(c) | | | 171,000 | | | | 172,260 | |
| | |
CF Industries, Inc. 5.38%, 3/15/44 | | | 194,000 | | | | 181,295 | |
Charles Schwab Corp. | | | | | | | | |
3.20%, 3/2/27 | | | 184,000 | | | | 174,686 | |
3.20%, 1/25/28 | | | 412,000 | | | | 385,863 | |
4.63%, 3/22/30 | | | 221,000 | | | | 218,417 | |
| | |
Charter Communications Operating LLC/Charter Communications Operating Capital 4.91%, 7/23/25 | | | 619,000 | | | | 610,532 | |
5.38%, 4/1/38 | | | 340,000 | | | | 292,342 | |
6.48%, 10/23/45 | | | 412,000 | | | | 376,795 | |
5.38%, 5/1/47 | | | 723,000 | | | | 570,555 | |
5.75%, 4/1/48 | | | 455,000 | | | | 378,765 | |
3.85%, 4/1/61 | | | 450,000 | | | | 261,310 | |
| | |
Chemours Co. 5.75%, 11/15/28(c) | | | 205,000 | | | | 180,070 | |
4.63%, 11/15/29(c) | | | 510,000 | | | | 419,781 | |
| | |
Chevron USA, Inc. 1.02%, 8/12/27 | | | 100,000 | | | | 88,337 | |
3.25%, 10/15/29 | | | 179,000 | | | | 166,694 | |
| | |
Choice Hotels International, Inc. 3.70%, 12/1/29 | | | 487,000 | | | | 427,279 | |
| | |
CHS/Community Health Systems, Inc. 8.00%, 12/15/27(c) | | | 22,000 | | | | 21,144 | |
6.00%, 1/15/29(c) | | | 182,000 | | | | 157,053 | |
| | |
Chubb Corp. 6.00%, 5/11/37 | | | 412,000 | | | | 442,509 | |
| | |
Churchill Downs, Inc. 4.75%, 1/15/28(c) | | | 100,000 | | | | 94,633 | |
| | |
Ciena Corp. 4.00%, 1/31/30(c) | | | 204,000 | | | | 182,831 | |
| | |
Cigna Group 3.25%, 4/15/25 | | | 309,000 | | | | 301,637 | |
5.69%, 3/15/26 | | | 422,000 | | | | 422,068 | |
4.80%, 8/15/38 | | | 855,000 | | | | 794,192 | |
| | |
Cinemark USA, Inc. 5.25%, 7/15/28(c) | | | 348,000 | | | | 325,905 | |
| | |
Cisco Systems, Inc. 5.50%, 1/15/40 | | | 619,000 | | | | 640,492 | |
| | |
Citigroup, Inc. 4.00%, 8/5/24 | | | 289,000 | | | | 286,766 | |
3.70%, 1/12/26 | | | 175,000 | | | | 170,413 | |
2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(a) | | | 553,000 | | | | 534,364 | |
3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(a) | | | 194,000 | | | | 188,873 | |
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 | | | | 595,032 | |
4.13%, 7/25/28 | | | 872,000 | | | | 828,653 | |
3.98%, 3/20/30, (3.98% fixed rate until 3/20/29; 3-month Secured Overnight Financing Rate + 1.60% thereafter)(a) | | | 704,000 | | | | 660,296 | |
2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(a) | | | 857,000 | | | | 725,262 | |
2.56%, 5/1/32, (2.561% fixed rate until 5/1/31; Secured Overnight Financing Rate + 1.167% thereafter)(a) | | | 273,000 | | | | 224,867 | |
3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(a) | | | 195,000 | | | | 164,069 | |
5.88%, 2/22/33 | | | 160,000 | | | | 163,045 | |
3.79%, 3/17/33, (3.785% fixed rate until 3/17/32; Secured Overnight Financing Rate + 1.939% thereafter)(a) | | | 185,000 | | | | 163,988 | |
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 | | | | 321,713 | |
8.13%, 7/15/39 | | | 374,000 | | | | 474,382 | |
5.88%, 1/30/42 | | | 151,000 | | | | 158,807 | |
5.30%, 5/6/44 | | | 327,000 | | | | 312,772 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Citizens Financial Group, Inc. 2.50%, 2/6/30 | | $ | 40,000 | | | $ | 33,188 | |
3.25%, 4/30/30 | | | 516,000 | | | | 447,062 | |
5.64%, 5/21/37, (5.641% fixed rate until 5/21/32; 5-year Constant Maturity Treasury Rate + 2.75% thereafter)(a) | | | 48,000 | | | | 43,976 | |
| | |
Clear Channel Outdoor Holdings, Inc. 5.13%, 8/15/27(c) | | | 58,000 | | | | 54,284 | |
| | |
Clorox Co. 1.80%, 5/15/30 | | | 651,000 | | | | 538,117 | |
| | |
Cloud Software Group, Inc. 6.50%, 3/31/29(c) | | | 203,000 | | | | 189,208 | |
| | |
ClubCorp Holdings, Inc. 8.50%, 9/15/25(c) | | | 240,000 | | | | 216,540 | |
| | |
CME Group, Inc. 2.65%, 3/15/32 | | | 113,000 | | | | 96,951 | |
5.30%, 9/15/43 | | | 153,000 | | | | 155,000 | |
| | |
Coca-Cola Co. 2.90%, 5/25/27 | | | 412,000 | | | | 391,079 | |
1.65%, 6/1/30 | | | 158,000 | | | | 132,123 | |
2.00%, 3/5/31 | | | 619,000 | | | | 518,227 | |
2.50%, 3/15/51 | | | 373,000 | | | | 233,558 | |
| | |
Colgate-Palmolive Co. 4.60%, 3/1/33 | | | 100,000 | | | | 99,346 | |
| | |
Columbia Pipelines Operating Co. LLC 6.04%, 11/15/33(c) | | | 11,000 | | | | 11,307 | |
| | |
Comcast Corp. 1.95%, 1/15/31 | | | 977,000 | | | | 802,762 | |
4.25%, 1/15/33 | | | 309,000 | | | | 289,598 | |
4.20%, 8/15/34 | | | 309,000 | | | | 284,385 | |
3.75%, 4/1/40 | | | 412,000 | | | | 337,449 | |
3.97%, 11/1/47 | | | 299,000 | | | | 237,376 | |
2.89%, 11/1/51 | | | 408,000 | | | | 258,750 | |
2.94%, 11/1/56 | | | 1,487,000 | | | | 916,840 | |
| | |
Conagra Brands, Inc. 4.60%, 11/1/25 | | | 233,000 | | | | 229,587 | |
| | |
Concentrix Corp. 6.85%, 8/2/33 | | | 513,000 | | | | 501,847 | |
| | |
Conduent Business Services LLC/Conduent State & Local Solutions, Inc. 6.00%, 11/1/29(c) | | | 316,000 | | | | 290,284 | |
| | |
ConocoPhillips Co. 6.50%, 2/1/39 | | | 100,000 | | | | 113,166 | |
4.30%, 11/15/44 | | | 145,000 | | | | 124,764 | |
4.03%, 3/15/62 | | | 931,000 | | | | 722,931 | |
| | |
Constellation Insurance, Inc. 6.63%, 5/1/31(c) | | | 163,000 | | | | 157,143 | |
| | |
Continental Resources, Inc. 2.88%, 4/1/32(c) | | | 114,000 | | | | 91,606 | |
| | |
COPT Defense Properties LP 2.90%, 12/1/33 | | | 358,000 | | | | 274,106 | |
| | |
Corebridge Financial, Inc. 6.05%, 9/15/33(c) | | | 107,000 | | | | 109,426 | |
6.88%, 12/15/52, (6.875% fixed rate until 9/15/27; 5-year Constant Maturity Treasury Rate + 3.846% thereafter)(a) | | | 55,000 | | | | 55,025 | |
| | |
Costco Wholesale Corp. 2.75%, 5/18/24 | | | 176,000 | | | | 174,958 | |
| | |
Covanta Holding Corp. 5.00%, 9/1/30 | | | 15,000 | | | | 13,034 | |
| | |
CQP Holdco LP/BIP-V Chinook Holdco LLC 5.50%, 6/15/31(c) | | | 324,000 | | | | 302,302 | |
| | |
Credit Acceptance Corp. 6.63%, 3/15/26 | | | 40,000 | | | | 39,884 | |
| | |
CRH America, Inc. 3.88%, 5/18/25(c) | | | 711,000 | | | | 695,934 | |
| | |
Crown Americas LLC 5.25%, 4/1/30 | | | 177,000 | | | | 170,637 | |
| | |
Crown Castle, Inc. 3.10%, 11/15/29 | | | 100,000 | | | | 88,590 | |
2.10%, 4/1/31 | | | 480,000 | | | | 385,286 | |
| | |
CrownRock LP/CrownRock Finance, Inc. 5.63%, 10/15/25(c) | | | 176,000 | | | | 175,409 | |
| | |
CSC Holdings LLC 5.75%, 1/15/30(c) | | | 200,000 | | | | 117,820 | |
5.00%, 11/15/31(c) | | | 200,000 | | | | 110,762 | |
| | |
CSX Corp. 3.25%, 6/1/27 | | | 176,000 | | | | 167,086 | |
3.80%, 3/1/28 | | | 173,000 | | | | 166,438 | |
4.40%, 3/1/43 | | | 412,000 | | | | 365,638 | |
| | |
CubeSmart LP 2.25%, 12/15/28 | | | 111,000 | | | | 96,640 | |
| | |
Curo Group Holdings Corp. 7.50%, 8/1/28(c)(f) | | | 300,000 | | | | 30,174 | |
| | |
Cushman & Wakefield U.S. Borrower LLC 6.75%, 5/15/28(c) | | | 32,000 | | | | 31,588 | |
| | |
CVR Partners LP/CVR Nitrogen Finance Corp. 6.13%, 6/15/28(c) | | | 233,000 | | | | 221,245 | |
| | |
CVS Health Corp. 1.30%, 8/21/27 | | | 100,000 | | | | 87,913 | |
4.30%, 3/25/28 | | | 137,000 | | | | 133,049 | |
4.78%, 3/25/38 | | | 679,000 | | | | 618,216 | |
4.13%, 4/1/40 | | | 17,000 | | | | 13,994 | |
2.70%, 8/21/40 | | | 619,000 | | | | 422,542 | |
5.30%, 12/5/43 | | | 179,000 | | | | 166,563 | |
5.13%, 7/20/45 | | | 412,000 | | | | 375,365 | |
5.05%, 3/25/48 | | | 997,000 | | | | 891,139 | |
| | |
Dana, Inc. 4.25%, 9/1/30 | | | 326,000 | | | | 282,505 | |
4.50%, 2/15/32 | | | 425,000 | | | | 357,735 | |
| | |
DaVita, Inc. 3.75%, 2/15/31(c) | | | 15,000 | | | | 12,323 | |
| | |
Dealer Tire LLC/DT Issuer LLC 8.00%, 2/1/28(c) | | | 74,000 | | | | 73,830 | |
| | |
Dell International LLC/EMC Corp. 6.02%, 6/15/26 | | | 839,000 | | | | 848,397 | |
| | |
Delta Air Lines, Inc. 3.75%, 10/28/29 | | | 270,000 | | | | 246,631 | |
| | |
Devon Energy Corp. 5.60%, 7/15/41 | | | 315,000 | | | | 297,596 | |
4.75%, 5/15/42 | | | 414,000 | | | | 350,766 | |
| | |
Diamondback Energy, Inc. 4.40%, 3/24/51 | | | 27,000 | | | | 21,824 | |
6.25%, 3/15/53 | | | 23,000 | | | | 24,351 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Digital Realty Trust LP 3.70%, 8/15/27 | | $ | 182,000 | | | $ | 173,573 | |
3.60%, 7/1/29 | | | 335,000 | | | | 308,981 | |
| | |
Discovery Communications LLC 3.63%, 5/15/30 | | | 225,000 | | | | 197,838 | |
5.20%, 9/20/47 | | | 447,000 | | | | 364,073 | |
| | |
DISH DBS Corp. 5.75%, 12/1/28(c) | | | 673,000 | | | | 466,719 | |
| | |
Dominion Energy South Carolina, Inc. 4.60%, 6/15/43 | | | 172,000 | | | | 152,156 | |
| | |
Dominion Energy, Inc. 3.07%, 8/15/24(a) | | | 178,000 | | | | 175,910 | |
3.30%, 3/15/25, Series A | | | 179,000 | | | | 174,978 | |
1.45%, 4/15/26, Series A | | | 409,000 | | | | 377,801 | |
3.30%, 4/15/41, Series B | | | 309,000 | | | | 227,792 | |
| | |
Dow Chemical Co. 2.10%, 11/15/30 | | | 199,000 | | | | 166,235 | |
3.60%, 11/15/50 | | | 309,000 | | | | 225,032 | |
| | |
DTE Energy Co. 1.05%, 6/1/25, Series F | | | 877,000 | | | | 831,080 | |
| | |
Duke Energy Carolinas LLC | | | | | | | | |
2.55%, 4/15/31 | | | 61,000 | | | | 52,309 | |
3.45%, 4/15/51 | | | 309,000 | | | | 220,623 | |
| | |
Duke Energy Corp. 2.45%, 6/1/30 | | | 225,000 | | | | 192,600 | |
4.50%, 8/15/32 | | | 100,000 | | | | 93,921 | |
3.75%, 9/1/46 | | | 19,000 | | | | 14,166 | |
3.50%, 6/15/51 | | | 1,070,000 | | | | 740,087 | |
| | |
Duke Energy Florida LLC 3.80%, 7/15/28 | | | 412,000 | | | | 395,672 | |
6.40%, 6/15/38 | | | 141,000 | | | | 152,255 | |
| | |
Duke Energy Progress LLC 4.20%, 8/15/45 | | | 309,000 | | | | 254,662 | |
| | |
DuPont de Nemours, Inc. 5.42%, 11/15/48 | | | 412,000 | | | | 405,466 | |
| | |
Duquesne Light Holdings, Inc. 2.53%, 10/1/30(c) | | | 17,000 | | | | 14,075 | |
| | |
Eastern Energy Gas Holdings LLC 2.50%, 11/15/24, Series A | | | 133,000 | | | | 130,250 | |
| | |
Eaton Corp. 4.15%, 11/2/42 | | | 179,000 | | | | 155,553 | |
| | |
eBay, Inc. 2.70%, 3/11/30 | | | 372,000 | | | | 325,180 | |
4.00%, 7/15/42 | | | 120,000 | | | | 95,332 | |
| | |
Eco Material Technologies, Inc. 7.88%, 1/31/27(c) | | | 3,000 | | | | 3,008 | |
| | |
Ecolab, Inc. 2.70%, 11/1/26 | | | 178,000 | | | | 168,774 | |
3.25%, 12/1/27 | | | 100,000 | | | | 94,780 | |
4.80%, 3/24/30 | | | 405,000 | | | | 404,652 | |
| | |
El Paso Electric Co. 5.00%, 12/1/44 | | | 174,000 | | | | 148,972 | |
| | |
Elevance Health, Inc. 2.38%, 1/15/25 | | | 179,000 | | | | 174,246 | |
1.50%, 3/15/26 | | | 309,000 | | | | 287,076 | |
3.65%, 12/1/27 | | | 586,000 | | | | 560,503 | |
4.10%, 3/1/28 | | | 309,000 | | | | 299,013 | |
2.55%, 3/15/31 | | | 57,000 | | | | 48,363 | |
4.65%, 1/15/43 | | | 16,000 | | | | 14,458 | |
| | |
Eli Lilly & Co. 2.25%, 5/15/50 | | | 1,547,000 | | | | 938,426 | |
| | |
Emerson Electric Co. 2.00%, 12/21/28 | | | 190,000 | | | | 167,707 | |
1.95%, 10/15/30 | | | 570,000 | | | | 478,407 | |
| | |
Encino Acquisition Partners Holdings LLC 8.50%, 5/1/28(c) | | | 304,000 | | | | 303,930 | |
| | |
Energizer Holdings, Inc. 4.38%, 3/31/29(c) | | | 248,000 | | | | 219,812 | |
| | |
Energy Transfer LP 2.90%, 5/15/25 | | | 100,000 | | | | 96,832 | |
4.75%, 1/15/26 | | | 172,000 | | | | 170,084 | |
6.50%, 2/1/42 | | | 872,000 | | | | 913,054 | |
6.13%, 12/15/45 | | | 473,000 | | | | 470,569 | |
| | |
EnLink Midstream Partners LP 5.05%, 4/1/45 | | | 500,000 | | | | 425,015 | |
5.45%, 6/1/47 | | | 500,000 | | | | 440,770 | |
| | |
Entegris, Inc. 4.75%, 4/15/29(c) | | | 691,000 | | | | 653,043 | |
| | |
Entergy Arkansas LLC 3.35%, 6/15/52 | | | 15,000 | | | | 10,331 | |
| | |
Entergy Corp. 2.95%, 9/1/26 | | | 200,000 | | | | 189,882 | |
2.80%, 6/15/30 | | | 165,000 | | | | 142,883 | |
| | |
Entergy Louisiana LLC 0.95%, 10/1/24 | | | 183,000 | | | | 178,346 | |
4.20%, 9/1/48 | | | 100,000 | | | | 81,322 | |
| | |
Entergy Texas, Inc. 5.80%, 9/1/53 | | | 11,000 | | | | 11,347 | |
| | |
Enterprise Products Operating LLC 4.85%, 3/15/44 | | | 454,000 | | | | 416,118 | |
4.90%, 5/15/46 | | | 722,000 | | | | 659,930 | |
3.20%, 2/15/52 | | | 412,000 | | | | 281,701 | |
3.95%, 1/31/60 | | | 199,000 | | | | 150,762 | |
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 | | | | 120,684 | |
| | |
EOG Resources, Inc. 4.38%, 4/15/30 | | | 100,000 | | | | 97,049 | |
| | |
EPR Properties 3.60%, 11/15/31 | | | 211,000 | | | | 172,769 | |
| | |
EQM Midstream Partners LP 4.50%, 1/15/29(c) | | | 360,000 | | | | 337,241 | |
| | |
EQT Corp. 7.00%, 2/1/30 | | | 1,662,000 | | | | 1,761,354 | |
| | |
Equifax, Inc. 2.35%, 9/15/31 | | | 100,000 | | | | 81,709 | |
| | |
Equinix, Inc. 3.20%, 11/18/29 | | | 236,000 | | | | 212,261 | |
2.50%, 5/15/31 | | | 201,000 | | | | 167,986 | |
| | |
Equitable Holdings, Inc. 5.00%, 4/20/48 | | | 1,377,000 | | | | 1,251,624 | |
| | |
ERP Operating LP 3.00%, 7/1/29 | | | 150,000 | | | | 135,990 | |
4.50%, 7/1/44 | | | 179,000 | | | | 154,160 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Essential Utilities, Inc. 2.70%, 4/15/30 | | $ | 155,000 | | | $ | 133,548 | |
3.35%, 4/15/50 | | | 100,000 | | | | 69,306 | |
5.30%, 5/1/52 | | | 370,000 | | | | 344,352 | |
| | |
Essex Portfolio LP 2.65%, 3/15/32 | | | 1,053,000 | | | | 859,237 | |
| | |
Evergy Kansas Central, Inc. 4.13%, 3/1/42 | | | 412,000 | | | | 342,883 | |
4.25%, 12/1/45 | | | 235,000 | | | | 193,421 | |
| | |
Eversource Energy 2.90%, 10/1/24, Series L | | | 493,000 | | | | 485,127 | |
| | |
Exelon Corp. 3.35%, 3/15/32 | | | 86,000 | | | | 75,172 | |
4.95%, 6/15/35 | | | 412,000 | | | | 385,982 | |
5.10%, 6/15/45 | | | 309,000 | | | | 281,836 | |
4.45%, 4/15/46 | | | 81,000 | | | | 67,965 | |
| | |
Expedia Group, Inc. 3.25%, 2/15/30 | | | 488,000 | | | | 435,164 | |
| | |
Extra Space Storage LP 2.40%, 10/15/31 | | | 422,000 | | | | 341,183 | |
| | |
Exxon Mobil Corp. 3.48%, 3/19/30 | | | 176,000 | | | | 164,305 | |
3.45%, 4/15/51 | | | 198,000 | | | | 147,015 | |
| | |
Federal Realty OP LP 3.50%, 6/1/30
| | | 312,000 | | | | 280,132 | |
| | |
FedEx Corp. 3.40%, 2/15/28 | | | 412,000 | | | | 389,105 | |
4.25%, 5/15/30 | | | 170,000 | | | | 162,328 | |
2.40%, 5/15/31 | | | 56,000 | | | | 46,817 | |
3.25%, 5/15/41 | | | 200,000 | | | | 147,876 | |
4.05%, 2/15/48 | | | 196,000 | | | | 154,515 | |
5.25%, 5/15/50 | | | 160,000 | | | | 151,130 | |
| | |
Fidelity National Information Services, Inc. 2.25%, 3/1/31 | | | 1,021,000 | | | | 854,700 | |
5.63%, 7/15/52 | | | 25,000 | | | | 24,788 | |
| | |
Fifth Third Bancorp 8.25%, 3/1/38 | | | 350,000 | | | | 414,053 | |
| | |
First American Financial Corp. 4.00%, 5/15/30 | | | 183,000 | | | | 163,371 | |
| | |
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 | | | | 116,297 | |
| | |
First Student Bidco, Inc./First Transit Parent, Inc. 4.00%, 7/31/29(c) | | | 410,000 | | | | 357,057 | |
| | |
Fiserv, Inc. 2.25%, 6/1/27 | | | 412,000 | | | | 377,079 | |
2.65%, 6/1/30 | | | 576,000 | | | | 495,619 | |
| | |
Flex Ltd. 4.75%, 6/15/25 | | | 100,000 | | | | 98,921 | |
| | |
Florida Power & Light Co. 5.05%, 4/1/28 | | | 100,000 | | | | 100,761 | |
2.45%, 2/3/32 | | | 100,000 | | | | 83,643 | |
4.05%, 6/1/42 | | | 589,000 | | | | 499,590 | |
3.80%, 12/15/42 | | | 309,000 | | | | 252,385 | |
3.15%, 10/1/49 | | | 210,000 | | | | 145,139 | |
5.30%, 4/1/53 | | | 100,000 | | | | 98,889 | |
| | |
FMC Corp. 3.45%, 10/1/29 | | | 14,000 | | | | 12,450 | |
| | |
FNB Corp. 5.15%, 8/25/25 | | | 30,000 | | | | 29,522 | |
| | |
Ford Motor Co. 6.63%, 10/1/28 | | | 11,000 | | | | 11,505 | |
4.75%, 1/15/43 | | | 902,000 | | | | 732,126 | |
| | |
Ford Motor Credit Co. LLC 5.13%, 6/16/25 | | | 377,000 | | | | 373,347 | |
6.95%, 3/6/26 | | | 283,000 | | | | 288,182 | |
4.95%, 5/28/27 | | | 500,000 | | | | 486,265 | |
4.13%, 8/17/27 | | | 500,000 | | | | 472,820 | |
| | |
Fox Corp. 4.71%, 1/25/29 | | | 171,000 | | | | 166,946 | |
6.50%, 10/13/33 | | | 16,000 | | | | 16,816 | |
5.58%, 1/25/49 | | | 342,000 | | | | 313,145 | |
| | |
Franklin Resources, Inc. 1.60%, 10/30/30 | | | 36,000 | | | | 29,079 | |
| | |
Freeport-McMoRan, Inc. 5.45%, 3/15/43 | | | 1,083,000 | | | | 1,010,439 | |
| | |
Fresenius Medical Care U.S. Finance III, Inc. 3.00%, 12/1/31(c) | | | 428,000 | | | | 340,701 | |
| | |
Frontier Communications Holdings LLC 6.75%, 5/1/29(c) | | | 155,000 | | | | 139,436 | |
| | |
Gap, Inc. 3.63%, 10/1/29(c) | | | 256,000 | | | | 216,586 | |
3.88%, 10/1/31(c) | | | 333,000 | | | | 268,641 | |
| | |
GATX Corp. 1.90%, 6/1/31 | | | 120,000 | | | | 94,619 | |
| | |
GCI LLC 4.75%, 10/15/28(c) | | | 128,000 | | | | 115,035 | |
| | |
GE HealthCare Technologies, Inc. 5.55%, 11/15/24 | | | 169,000 | | | | 168,770 | |
5.86%, 3/15/30 | | | 159,000 | | | | 164,396 | |
5.91%, 11/22/32 | | | 100,000 | | | | 103,946 | |
| | |
General Dynamics Corp. 4.25%, 4/1/40 | | | 174,000 | | | | 155,206 | |
| | |
General Mills, Inc. 5.24%, 11/18/25 | | | 170,000 | | | | 169,912 | |
3.00%, 2/1/51 | | | 237,000 | | | | 152,901 | |
| | |
General Motors Co. 6.60%, 4/1/36 | | | 309,000 | | | | 324,533 | |
6.25%, 10/2/43 | | | 1,455,000 | | | | 1,462,595 | |
| | |
General Motors Financial Co., Inc. 5.25%, 3/1/26 | | | 412,000 | | | | 410,793 | |
3.60%, 6/21/30 | | | 2,790,000 | | | | 2,502,490 | |
| | |
Genesis Energy LP/Genesis Energy Finance Corp. 7.75%, 2/1/28 | | | 45,000 | | | | 45,043 | |
| | |
Genuine Parts Co. 1.75%, 2/1/25 | | | 100,000 | | | | 96,545 | |
| | |
Genworth Holdings, Inc. 6.50%, 6/15/34 | | | 312,000 | | | | 293,118 | |
| | |
Georgia-Pacific LLC 3.60%, 3/1/25(c) | | | 177,000 | | | | 174,226 | |
0.95%, 5/15/26(c) | | | 219,000 | | | | 200,348 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Gilead Sciences, Inc. 3.50%, 2/1/25 | | $ | 309,000 | | | $ | 303,769 | |
3.65%, 3/1/26 | | | 339,000 | | | | 329,308 | |
4.75%, 3/1/46 | | | 329,000 | | | | 299,035 | |
| | |
Global Atlantic Fin Co. 4.40%, 10/15/29(c) | | | 21,000 | | | | 19,222 | |
| | |
Global Payments, Inc. 4.45%, 6/1/28 | | | 100,000 | | | | 96,449 | |
5.95%, 8/15/52 | | | 179,000 | | | | 176,149 | |
| | |
GLP Capital LP/GLP Financing II, Inc. 5.30%, 1/15/29 | | | 632,000 | | | | 614,234 | |
| | |
Go Daddy Operating Co. LLC/GD Finance Co., Inc. 5.25%, 12/1/27(c) | | | 175,000 | | | | 170,215 | |
3.50%, 3/1/29(c) | | | 197,000 | | | | 175,771 | |
| | |
Goldman Sachs Group, Inc. 3.85%, 7/8/24 | | | 412,000 | | | | 409,396 | |
3.50%, 1/23/25 | | | 530,000 | | | | 520,889 | |
4.25%, 10/21/25 | | | 176,000 | | | | 172,932 | |
1.43%, 3/9/27, (1.431% fixed rate until 3/9/26; Secured Overnight Financing Rate + 0.798% thereafter)(a) | | | 722,000 | | | | 667,540 | |
2.64%, 2/24/28, (2.64% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.114% thereafter)(a) | | | 755,000 | | | | 699,666 | |
2.60%, 2/7/30 | | | 194,000 | | | | 168,481 | |
6.45%, 5/1/36 | | | 650,000 | | | | 695,116 | |
6.75%, 10/1/37 | | | 1,625,000 | | | | 1,768,569 | |
| | |
Goodyear Tire & Rubber Co. 5.63%, 4/30/33 | | | 497,000 | | | | 445,108 | |
| | |
Grand Canyon University 5.13%, 10/1/28 | | | 39,000 | | | | 35,322 | |
| | |
Graphic Packaging International LLC 3.50%, 3/15/28(c) | | | 68,000 | | | | 62,569 | |
| | |
Gray Television, Inc. 5.88%, 7/15/26(c) | | | 114,000 | | | | 108,307 | |
| | |
H&E Equipment Services, Inc. 3.88%, 12/15/28(c) | | | 100,000 | | | | 90,291 | |
| | |
HCA, Inc. 5.25%, 4/15/25 | | | 173,000 | | | | 172,249 | |
5.88%, 2/15/26 | | | 128,000 | | | | 128,585 | |
5.63%, 9/1/28 | | | 166,000 | | | | 167,348 | |
3.50%, 9/1/30 | | | 248,000 | | | | 221,836 | |
5.90%, 6/1/53 | | | 35,000 | | | | 34,414 | |
| | |
Healthcare Realty Holdings LP 2.00%, 3/15/31 | | | 328,000 | | | | 257,237 | |
| | |
Healthpeak OP LLC 3.00%, 1/15/30 | | | 973,000 | | | | 854,080 | |
| | |
Hershey Co. 2.30%, 8/15/26 | | | 309,000 | | | | 291,770 | |
| | |
Hewlett Packard Enterprise Co. 1.45%, 4/1/24 | | | 412,000 | | | | 410,599 | |
6.35%, 10/15/45 | | | 156,000 | | | | 161,440 | |
| | |
Highwoods Realty LP 3.88%, 3/1/27 | | | 20,000 | | | | 18,788 | |
4.13%, 3/15/28 | | | 194,000 | | | | 181,336 | |
| | |
Hilton Domestic Operating Co., Inc. 3.63%, 2/15/32(c) | | | 460,000 | | | | 393,300 | |
| | |
HLF Financing SARL LLC/Herbalife International, Inc. 4.88%, 6/1/29(c) | | | 540,000 | | | | 386,165 | |
| | |
Home Depot, Inc. 2.70%, 4/15/30 | | | 176,000 | | | | 155,755 | |
1.88%, 9/15/31 | | | 18,000 | | | | 14,593 | |
5.88%, 12/16/36 | | | 1,050,000 | | | | 1,119,300 | |
3.30%, 4/15/40 | | | 640,000 | | | | 501,882 | |
3.13%, 12/15/49 | | | 8,000 | | | | 5,578 | |
3.63%, 4/15/52 | | | 7,000 | | | | 5,297 | |
| | |
Honeywell International, Inc. 2.30%, 8/15/24 | | | 74,000 | | | | 72,964 | |
3.81%, 11/21/47 | | | 1,072,000 | | | | 866,658 | |
| | |
HP, Inc. 2.20%, 6/17/25 | | | 412,000 | | | | 395,549 | |
4.75%, 1/15/28 | | | 100,000 | | | | 99,030 | |
4.00%, 4/15/29 | | | 179,000 | | | | 170,535 | |
6.00%, 9/15/41 | | | 14,000 | | | | 14,335 | |
| | |
Hudson Pacific Properties LP 5.95%, 2/15/28 | | | 208,000 | | | | 187,113 | |
| | |
Humana, Inc. 3.85%, 10/1/24 | | | 911,000 | | | | 901,125 | |
5.70%, 3/13/26 | | | 172,000 | | | | 171,955 | |
5.88%, 3/1/33 | | | 155,000 | | | | 159,183 | |
| | |
Huntington Bancshares, Inc. 2.63%, 8/6/24 | | | 182,000 | | | | 179,599 | |
| | |
Hyatt Hotels Corp. 5.75%, 4/23/30 | | | 158,000 | | | | 161,095 | |
| | |
Icahn Enterprises LP/Icahn Enterprises Finance Corp. 4.38%, 2/1/29 | | | 145,000 | | | | 122,503 | |
| | |
iHeartCommunications, Inc. 6.38%, 5/1/26 | | | 40,000 | | | | 33,516 | |
4.75%, 1/15/28(c) | | | 40,000 | | | | 28,817 | |
| | |
Illinois Tool Works, Inc. 2.65%, 11/15/26 | | | 178,000 | | | | 169,276 | |
| | |
Imola Merger Corp. 4.75%, 5/15/29(c) | | | 400,000 | | | | 371,164 | |
| | |
Ingevity Corp. 3.88%, 11/1/28(c) | | | 29,000 | | | | 25,615 | |
| | |
Intel Corp. 3.70%, 7/29/25 | | | 726,000 | | | | 711,248 | |
3.15%, 5/11/27 | | | 412,000 | | | | 390,617 | |
2.45%, 11/15/29 | | | 168,000 | | | | 147,279 | |
5.13%, 2/10/30 | | | 164,000 | | | | 165,392 | |
5.63%, 2/10/43 | | | 534,000 | | | | 543,286 | |
4.10%, 5/11/47 | | | 11,000 | | | | 9,055 | |
3.73%, 12/8/47 | | | 10,000 | | | | 7,604 | |
| | |
Intercontinental Exchange, Inc. 1.85%, 9/15/32 | | | 412,000 | | | | 318,216 | |
4.60%, 3/15/33 | | | 87,000 | | | | 83,281 | |
2.65%, 9/15/40 | | | 220,000 | | | | 156,004 | |
4.95%, 6/15/52 | | | 110,000 | | | | 102,974 | |
3.00%, 9/15/60 | | | 288,000 | | | | 179,073 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
International Business Machines Corp. 3.45%, 2/19/26 | | $ | 412,000 | | | $ | 399,780 | |
1.95%, 5/15/30 | | | 980,000 | | | | 821,073 | |
2.85%, 5/15/40 | | | 412,000 | | | | 299,973 | |
| | |
International Flavors & Fragrances, Inc. 1.83%, 10/15/27(c) | | | 188,000 | | | | 165,352 | |
5.00%, 9/26/48 | | | 188,000 | | | | 157,899 | |
| | |
International Paper Co. 4.35%, 8/15/48 | | | 898,000 | | | | 762,573 | |
| | |
Invitation Homes Operating Partnership LP 4.15%, 4/15/32 | | | 777,000 | | | | 703,379 | |
| | |
IPALCO Enterprises, Inc. 4.25%, 5/1/30 | | | 2,076,000 | | | | 1,912,992 | |
| | |
Iron Mountain, Inc. 5.25%, 7/15/30(c) | | | 135,000 | | | | 126,471 | |
| | |
ITC Holdings Corp. 3.65%, 6/15/24 | | | 139,000 | | | | 138,109 | |
3.35%, 11/15/27 | | | 382,000 | | | | 358,793 | |
| | |
Jackson National Life Global Funding 3.05%, 6/21/29(c) | | | 19,000 | | | | 16,261 | |
| | |
Jacobs Engineering Group, Inc. 5.90%, 3/1/33 | | | 100,000 | | | | 100,079 | |
| | |
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. 3.63%, 1/15/32 | | | 275,000 | | | | 231,440 | |
5.75%, 4/1/33 | | | 1,160,000 | | | | 1,126,975 | |
| | |
Jefferies Financial Group, Inc. 4.15%, 1/23/30 | | | 180,000 | | | | 167,551 | |
2.63%, 10/15/31 | | | 100,000 | | | | 81,857 | |
6.25%, 1/15/36 | | | 100,000 | | | | 102,892 | |
| | |
John Deere Capital Corp. 2.80%, 9/8/27 | | | 412,000 | | | | 385,949 | |
4.15%, 9/15/27 | | | 171,000 | | | | 167,672 | |
4.75%, 1/20/28 | | | 165,000 | | | | 164,969 | |
3.45%, 3/7/29 | | | 412,000 | | | | 388,903 | |
| | |
Johnson & Johnson 2.45%, 3/1/26 | | | 412,000 | | | | 394,309 | |
2.90%, 1/15/28 | | | 412,000 | | | | 389,830 | |
3.63%, 3/3/37 | | | 412,000 | | | | 364,340 | |
| | |
JPMorgan Chase & Co. 3.13%, 1/23/25 | | | 309,000 | | | | 303,015 | |
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 | | | | 309,000 | |
2.08%, 4/22/26(a) | | | 145,000 | | | | 139,555 | |
4.13%, 12/15/26 | | | 548,000 | | | | 535,127 | |
4.25%, 10/1/27 | | | 958,000 | | | | 937,767 | |
3.63%, 12/1/27 | | | 139,000 | | | | 132,222 | |
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 | | | | 780,838 | |
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 | | | | 293,828 | |
2.18%, 6/1/28, (2.182% fixed rate until 6/1/27; Secured Overnight Financing Rate + 1.89% thereafter)(a) | | | 412,000 | | | | 375,427 | |
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 | | | | 388,265 | |
2.74%, 10/15/30, (2.739% fixed rate until 10/15/29; 3-month Secured Overnight Financing Rate + 1.51% thereafter)(a) | | | 1,009,000 | | | | 885,640 | |
2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; 3-month Secured Overnight Financing Rate + 2.515% thereafter)(a) | | | 615,000 | | | | 534,509 | |
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 | | | | 344,788 | |
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 | | | | 264,186 | |
5.50%, 10/15/40 | | | 980,000 | | | | 1,003,079 | |
5.60%, 7/15/41 | | | 119,000 | | | | 122,764 | |
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 | | | | 426,169 | |
5.63%, 8/16/43 | | | 141,000 | | | | 144,801 | |
4.95%, 6/1/45 | | | 188,000 | | | | 175,827 | |
3.90%, 1/23/49, (3.897% fixed rate until 1/23/48; 3-month Secured Overnight Financing Rate + 1.482% thereafter)(a) | | | 240,000 | | | | 192,211 | |
3.33%, 4/22/52, (3.328% fixed rate until 4/22/51; Secured Overnight Financing Rate + 1.58% thereafter)(a) | | | 689,000 | | | | 489,548 | |
| | |
Kaiser Aluminum Corp. 4.63%, 3/1/28(c) | | | 89,000 | | | | 82,269 | |
| | |
Kellanova 2.10%, 6/1/30 | | | 146,000 | | | | 122,963 | |
| | |
Kemper Corp. 2.40%, 9/30/30 | | | 538,000 | | | | 424,859 | |
| | |
Kentucky Utilities Co. 5.13%, 11/1/40 | | | 1,031,000 | | | | 981,234 | |
3.30%, 6/1/50 | | | 412,000 | | | | 285,689 | |
| | |
KeyCorp 4.15%, 10/29/25 | | | 177,000 | | | | 171,713 | |
2.25%, 4/6/27 | | | 100,000 | | | | 89,285 | |
4.10%, 4/30/28 | | | 404,000 | | | | 378,871 | |
2.55%, 10/1/29 | | | 337,000 | | | | 282,281 | |
4.79%, 6/1/33, (4.789% fixed rate until 6/1/32; Secured Overnight Financing Index + 2.06% thereafter)(a) | | | 438,000 | | | | 395,948 | |
| | |
Keysight Technologies, Inc. 3.00%, 10/30/29 | | | 10,000 | | | | 8,901 | |
| | |
Kilroy Realty LP 4.75%, 12/15/28 | | | 189,000 | | | | 178,153 | |
| | |
Kimco Realty OP LLC 2.70%, 10/1/30 | | | 358,000 | | | | 304,998 | |
| | |
Kinder Morgan Energy Partners LP 4.25%, 9/1/24 | | | 175,000 | | | | 173,661 | |
6.95%, 1/15/38 | | | 546,000 | | | | 589,860 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Kinder Morgan, Inc. 4.30%, 6/1/25 | | $ | 173,000 | | | $ | 170,524 | |
2.00%, 2/15/31 | | | 309,000 | | | | 250,933 | |
7.75%, 1/15/32 | | | 142,000 | | | | 160,000 | |
| | |
Kinetik Holdings LP 5.88%, 6/15/30(c) | | | 175,000 | | | | 170,779 | |
| | |
KLA Corp. 5.25%, 7/15/62 | | | 363,000 | | | | 353,787 | |
| | |
Kohl’s Corp. 5.55%, 7/17/45 | | | 578,000 | | | | 383,237 | |
| | |
Kraft Heinz Foods Co. 6.75%, 3/15/32 | | | 500,000 | | | | 550,720 | |
5.50%, 6/1/50 | | | 377,000 | | | | 367,149 | |
| | |
Kroger Co. 2.65%, 10/15/26 | | | 412,000 | | | | 387,259 | |
7.50%, 4/1/31 | | | 338,000 | | | | 381,714 | |
| | |
Kyndryl Holdings, Inc. 3.15%, 10/15/31 | | | 596,000 | | | | 491,873 | |
| | |
L3Harris Technologies, Inc. 4.40%, 6/15/28 | | | 170,000 | | | | 165,204 | |
| | |
Lam Research Corp. 4.00%, 3/15/29 | | | 309,000 | | | | 297,935 | |
| | |
Lazard Group LLC 4.50%, 9/19/28 | | | 176,000 | | | | 168,928 | |
| | |
LBJ Infrastructure Group LLC 3.80%, 12/31/57(c) | | | 260,000 | | | | 174,741 | |
| | |
LCPR Senior Secured Financing DAC 5.13%, 7/15/29(c) | | | 283,000 | | | | 238,043 | |
| | |
Lear Corp. 3.55%, 1/15/52 | | | 175,000 | | | | 118,911 | |
| | |
Lennar Corp. 4.75%, 11/29/27 | | | 422,000 | | | | 415,459 | |
| | |
Level 3 Financing, Inc. 10.50%, 5/15/30(c) | | | 151,000 | | | | 155,624 | |
| | |
Liberty Interactive LLC 8.50%, 7/15/29 | | | 277,000 | | | | 185,504 | |
8.25%, 2/1/30 | | | 500,000 | | | | 329,440 | |
| | |
LifePoint Health, Inc. 9.88%, 8/15/30(c) | | | 256,000 | | | | 265,864 | |
| | |
Lincoln National Corp. 3.35%, 3/9/25 | | | 75,000 | | | | 73,237 | |
3.63%, 12/12/26 | | | 309,000 | | | | 295,240 | |
3.80%, 3/1/28 | | | 412,000 | | | | 392,232 | |
7.00%, 6/15/40 | | | 74,000 | | | | 80,801 | |
| | |
Lockheed Martin Corp. 3.55%, 1/15/26 | | | 368,000 | | | | 358,642 | |
3.60%, 3/1/35 | | | 516,000 | | | | 451,392 | |
2.80%, 6/15/50 | | | 619,000 | | | | 409,679 | |
| | |
Lowe’s Cos., Inc. 3.10%, 5/3/27 | | | 412,000 | | | | 389,600 | |
2.63%, 4/1/31 | | | 309,000 | | | | 263,617 | |
5.63%, 4/15/53 | | | 160,000 | | | | 159,138 | |
5.75%, 7/1/53 | | | 100,000 | | | | 101,167 | |
5.80%, 9/15/62 | | | 100,000 | | | | 99,988 | |
5.85%, 4/1/63 | | | 100,000 | | | | 101,116 | |
| | |
LSF9 Atlantis Holdings LLC/Victra Finance Corp. 7.75%, 2/15/26(c) | | | 370,000 | | | | 366,922 | |
| | |
LYB International Finance III LLC 1.25%, 10/1/25 | | | 405,000 | | | | 378,687 | |
3.38%, 10/1/40 | | | 309,000 | | | | 229,232 | |
4.20%, 10/15/49 | | | 207,000 | | | | 160,015 | |
4.20%, 5/1/50 | | | 202,000 | | | | 156,225 | |
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) | | | 292,000 | | | | 268,500 | |
| | |
Macy’s Retail Holdings LLC 6.70%, 7/15/34(c) | | | 262,000 | | | | 225,925 | |
4.50%, 12/15/34 | | | 365,000 | | | | 301,151 | |
6.38%, 3/15/37 | | | 306,000 | | | | 269,528 | |
| | |
Marathon Oil Corp. 5.20%, 6/1/45 | | | 252,000 | | | | 219,061 | |
| | |
Marathon Petroleum Corp. 4.70%, 5/1/25 | | | 100,000 | | | | 99,061 | |
6.50%, 3/1/41 | | | 250,000 | | | | 265,670 | |
| | |
Marriott International, Inc. 4.63%, 6/15/30, Series FF | | | 933,000 | | | | 903,890 | |
2.75%, 10/15/33, Series II | | | 100,000 | | | | 80,671 | |
| | |
Marsh & McLennan Cos., Inc. 2.25%, 11/15/30 | | | 169,000 | | | | 142,673 | |
4.90%, 3/15/49 | | | 100,000 | | | | 92,618 | |
| | |
Martin Marietta Materials, Inc. 4.25%, 7/2/24 | | | 174,000 | | | | 173,278 | |
| | |
Masco Corp. 2.00%, 2/15/31 | | | 180,000 | | | | 146,320 | |
| | |
Masonite International Corp. 3.50%, 2/15/30(c) | | | 315,000 | | | | 278,766 | |
| | |
Massachusetts Institute of Technology 3.96%, 7/1/38 | | | 100,000 | | | | 90,934 | |
5.60%, 7/1/2111 | | | 205,000 | | | | 222,962 | |
| | |
Massachusetts Mutual Life Insurance Co. 5.67%, 12/1/52(c) | | | 18,000 | | | | 18,012 | |
5.08%, 2/15/69, (5.077% fixed rate until 2/15/49; Secured Overnight Financing Rate + 3.466% thereafter)(a)(c) | | | 362,000 | | | | 323,650 | |
| | |
Mastercard, Inc. 3.50%, 2/26/28 | | | 412,000 | | | | 395,817 | |
4.88%, 3/9/28 | | | 664,000 | | | | 671,576 | |
| | |
Match Group Holdings II LLC 4.63%, 6/1/28(c) | | | 69,000 | | | | 64,935 | |
5.63%, 2/15/29(c) | | | 26,000 | | | | 25,011 | |
| | |
Mattel, Inc. 5.88%, 12/15/27(c) | | | 172,000 | | | | 171,931 | |
| | |
Mavis Tire Express Services Topco Corp. 6.50%, 5/15/29(c) | | | 239,000 | | | | 224,447 | |
| | |
McAfee Corp. 7.38%, 2/15/30(c) | | | 130,000 | | | | 114,916 | |
| | |
McDonald’s Corp. 4.88%, 12/9/45 | | | 2,060,000 | | | | 1,897,219 | |
| | |
McGraw-Hill Education, Inc. 5.75%, 8/1/28(c) | | | 85,000 | | | | 79,632 | |
| | |
McKesson Corp. 0.90%, 12/3/25 | | | 412,000 | | | | 382,620 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Medline Borrower LP 3.88%, 4/1/29(c) | | $ | 227,000 | | | $ | 203,773 | |
| | |
Medtronic, Inc. 4.38%, 3/15/35 | | | 295,000 | | | | 278,421 | |
| | |
Memorial Sloan-Kettering Cancer Center 5.00%, 7/1/42 | | | 154,000 | | | | 150,312 | |
| | |
Merck & Co., Inc. 0.75%, 2/24/26 | | | 412,000 | | | | 381,096 | |
1.45%, 6/24/30 | | | 151,000 | | | | 123,482 | |
3.90%, 3/7/39 | | | 412,000 | | | | 360,261 | |
4.15%, 5/18/43 | | | 412,000 | | | | 359,940 | |
| | |
Meta Platforms, Inc. 3.50%, 8/15/27 | | | 59,000 | | | | 56,577 | |
3.85%, 8/15/32 | | | 677,000 | | | | 627,410 | |
4.45%, 8/15/52 | | | 248,000 | | | | 217,055 | |
4.65%, 8/15/62 | | | 100,000 | | | | 88,540 | |
| | |
MetLife, Inc. 4.55%, 3/23/30 | | | 168,000 | | | | 164,596 | |
5.70%, 6/15/35 | | | 154,000 | | | | 159,496 | |
4.05%, 3/1/45 | | | 189,000 | | | | 156,174 | |
5.00%, 7/15/52 | | | 560,000 | | | | 523,426 | |
| | |
Metropolitan Life Global Funding I 2.80%, 3/21/25(c) | | | 630,000 | | | | 613,633 | |
3.45%, 12/18/26(c) | | | 309,000 | | | | 296,161 | |
| | |
Michaels Cos., Inc. 7.88%, 5/1/29(c) | | | 248,000 | | | | 160,699 | |
| | |
Microchip Technology, Inc. 0.98%, 9/1/24 | | | 184,000 | | | | 179,693 | |
4.25%, 9/1/25 | | | 175,000 | | | | 171,887 | |
| | |
Micron Technology, Inc. 4.98%, 2/6/26 | | | 171,000 | | | | 170,058 | |
4.19%, 2/15/27 | | | 175,000 | | | | 170,110 | |
4.66%, 2/15/30 | | | 197,000 | | | | 190,450 | |
2.70%, 4/15/32 | | | 200,000 | | | | 164,246 | |
5.88%, 2/9/33 | | | 100,000 | | | | 102,195 | |
3.48%, 11/1/51 | | | 294,000 | | | | 204,697 | |
| | |
Microsoft Corp. 2.40%, 8/8/26 | | | 412,000 | | | | 390,152 | |
3.30%, 2/6/27 | | | 619,000 | | | | 598,072 | |
1.35%, 9/15/30(c) | | | 508,000 | | | | 416,143 | |
2.53%, 6/1/50 | | | 852,000 | | | | 549,966 | |
2.92%, 3/17/52 | | | 220,000 | | | | 152,115 | |
| | |
Mid-America Apartments LP 1.70%, 2/15/31 | | | 412,000 | | | | 328,739 | |
| | |
Mississippi Power Co. 4.25%, 3/15/42, Series 12-A | | | 825,000 | | | | 689,568 | |
| | |
Mohegan Tribal Gaming Authority 8.00%, 2/1/26(c) | | | 79,000 | | | | 74,547 | |
| | |
Molson Coors Beverage Co. 3.00%, 7/15/26 | | | 852,000 | | | | 811,675 | |
| | |
Moody’s Corp. 2.00%, 8/19/31 | | | 611,000 | | | | 494,097 | |
3.75%, 2/25/52 | | | 169,000 | | | | 131,168 | |
| | |
Morgan Stanley 4.00%, 7/23/25 | | | 309,000 | | | | 303,756 | |
1.16%, 10/21/25, (1.164% fixed rate until 10/21/24; Secured Overnight Financing Rate + 0.56% thereafter)(a) | | | 186,000 | | | | 180,509 | |
5.00%, 11/24/25 | | | 412,000 | | | | 409,685 | |
4.35%, 9/8/26 | | | 533,000 | | | | 521,141 | |
6.14%, 10/16/26, (6.138% fixed rate until 10/16/25; Secured Overnight Financing Rate + 1.77% thereafter)(a) | | | 168,000 | | | | 170,056 | |
3.63%, 1/20/27 | | | 309,000 | | | | 298,003 | |
5.05%, 1/28/27, (5.05% fixed rate until 1/28/26; Secured Overnight Financing Rate + 1.295% thereafter)(a) | | | 100,000 | | | | 99,679 | |
3.95%, 4/23/27 | | | 309,000 | | | | 297,555 | |
1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(a) | | | 516,000 | | | | 475,860 | |
4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(a) | | | 176,000 | | | | 170,396 | |
3.59%, 7/22/28 | | | 901,000 | | | | 853,022 | |
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 | | | | 711,969 | |
4.89%, 7/20/33, (4.889% fixed rate until 7/20/32; Secured Overnight Financing Rate + 2.076% thereafter)(a) | | | 451,000 | | | | 433,388 | |
2.48%, 9/16/36, (2.484% fixed rate until 9/16/31; Secured Overnight Financing Rate + 1.36% thereafter)(a) | | | 1,455,000 | | | | 1,143,484 | |
| | |
Moss Creek Resources Holdings, Inc. 10.50%, 5/15/27(c) | | | 14,000 | | | | 14,371 | |
| | |
MPH Acquisition Holdings LLC 5.75%, 11/1/28(c) | | | 317,000 | | | | 253,169 | |
| | |
MPLX LP 4.88%, 12/1/24 | | | 412,000 | | | | 409,697 | |
4.00%, 3/15/28 | | | 412,000 | | | | 394,873 | |
5.20%, 3/1/47 | | | 23,000 | | | | 20,678 | |
4.70%, 4/15/48 | | | 40,000 | | | | 33,535 | |
5.65%, 3/1/53 | | | 70,000 | | | | 66,686 | |
| | |
MPT Operating Partnership LP/MPT Finance Corp. 5.25%, 8/1/26 | | | 134,000 | | | | 119,365 | |
4.63%, 8/1/29 | | | 64,000 | | | | 47,741 | |
| | |
MSCI, Inc. 3.63%, 11/1/31(c) | | | 170,000 | | | | 147,407 | |
| | |
Nasdaq, Inc. 1.65%, 1/15/31 | | | 85,000 | | | | 67,725 | |
| | |
National Fuel Gas Co. 5.20%, 7/15/25 | | | 412,000 | | | | 409,009 | |
| | |
National Grid USA 5.80%, 4/1/35 | | | 1,025,000 | | | | 1,012,987 | |
| | |
National Rural Utilities Cooperative Finance Corp. 4.80%, 3/15/28 | | | 168,000 | | | | 167,289 | |
5.80%, 1/15/33 | | | 154,000 | | | | 159,428 | |
5.25%, 4/20/46, (5.25% fixed rate until 4/20/26; Secured Overnight Financing Rate + 3.905% thereafter)(a) | | | 912,000 | | | | 886,646 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Navient Corp. 4.88%, 3/15/28 | | $ | 146,000 | | | $ | 133,380 | |
| | |
NCL Corp. Ltd. 5.88%, 3/15/26(c) | | | 159,000 | | | | 155,430 | |
| | |
NCR Voyix Corp. 5.00%, 10/1/28(c) | | | 339,000 | | | | 315,006 | |
5.13%, 4/15/29(c) | | | 44,000 | | | | 40,757 | |
5.25%, 10/1/30(c) | | | 386,000 | | | | 349,469 | |
| | |
Nestle Holdings, Inc. 4.13%, 10/1/27(c) | | | 171,000 | | | | 167,231 | |
4.85%, 3/14/33(c) | | | 159,000 | | | | 159,234 | |
| | |
New Fortress Energy, Inc. 6.50%, 9/30/26(c) | | | 186,000 | | | | 179,616 | |
| | |
New York & Presbyterian Hospital 3.95%, 8/1/2119, Series 2019 | | | 110,000 | | | | 80,325 | |
| | |
New York Life Global Funding 4.85%, 1/9/28(c) | | | 100,000 | | | | 99,495 | |
| | |
New York State Electric & Gas Corp. 3.30%, 9/15/49(c) | | | 197,000 | | | | 130,384 | |
| | |
Newell Brands, Inc. 6.63%, 9/15/29 | | | 170,000 | | | | 163,050 | |
6.50%, 4/1/46 | | | 500,000 | | | | 400,035 | |
| | |
Newmont Corp. 2.25%, 10/1/30 | | | 861,000 | | | | 720,734 | |
| | |
Nexstar Media, Inc. 5.63%, 7/15/27(c) | | | 180,000 | | | | 170,739 | |
| | |
NextEra Energy Capital Holdings, Inc. 5.25%, 2/28/53 | | | 19,000 | | | | 17,732 | |
5.11%, 9/29/57(c) | | | 660,000 | | | | 651,031 | |
| | |
NFP Corp. 6.88%, 8/15/28(c) | | | 200,000 | | | | 203,624 | |
| | |
Niagara Mohawk Power Corp. 5.78%, 9/16/52(c) | | | 185,000 | | | | 184,310 | |
| | |
NIKE, Inc. 3.25%, 3/27/40 | | | 100,000 | | | | 79,762 | |
3.63%, 5/1/43 | | | 183,000 | | | | 149,564 | |
| | |
NiSource, Inc. 0.95%, 8/15/25 | | | 141,000 | | | | 132,395 | |
3.60%, 5/1/30 | | | 179,000 | | | | 163,953 | |
| | |
Nissan Motor Acceptance Co. LLC 1.85%, 9/16/26(c) | | | 351,000 | | | | 316,195 | |
| | |
NNN REIT, Inc. 4.30%, 10/15/28 | | | 351,000 | | | | 337,174 | |
| | |
Nordstrom, Inc. 4.25%, 8/1/31 | | | 241,000 | | | | 203,346 | |
| | |
Norfolk Southern Corp. 4.45%, 3/1/33 | | | 169,000 | | | | 161,045 | |
3.95%, 10/1/42 | | | 412,000 | | | | 338,586 | |
| | |
Northern Natural Gas Co. 4.30%, 1/15/49(c) | | | 382,000 | | | | 313,462 | |
| | |
Northern Trust Corp. 3.38%, 5/8/32, (3.375% fixed rate until 5/8/27; Secured Overnight Financing Rate + 1.406% thereafter)(a) | | | 466,000 | | | | 432,560 | |
| | |
Northrop Grumman Corp. 2.93%, 1/15/25 | | | 309,000 | | | | 302,319 | |
3.20%, 2/1/27 | | | 178,000 | | | | 169,662 | |
4.03%, 10/15/47 | | | 412,000 | | | | 332,323 | |
| | |
Northwestern Mutual Life Insurance Co. 3.63%, 9/30/59(c) | | | 324,000 | | | | 228,115 | |
| | |
Novant Health, Inc. 2.64%, 11/1/36 | | | 67,000 | | | | 50,432 | |
| | |
Novelis Corp. 4.75%, 1/30/30(c) | | | 201,000 | | | | 184,114 | |
3.88%, 8/15/31(c) | | | 385,000 | | | | 326,264 | |
| | |
NRG Energy, Inc. 2.45%, 12/2/27(c) | | | 200,000 | | | | 178,758 | |
3.38%, 2/15/29(c) | | | 274,000 | | | | 239,588 | |
| | |
Nucor Corp. 2.00%, 6/1/25 | | | 631,000 | | | | 605,545 | |
| | |
NVIDIA Corp. 1.55%, 6/15/28 | | | 100,000 | | | | 88,538 | |
2.85%, 4/1/30 | | | 175,000 | | | | 157,685 | |
3.50%, 4/1/40 | | | 412,000 | | | | 345,347 | |
3.50%, 4/1/50 | | | 194,000 | | | | 152,356 | |
| | |
Occidental Petroleum Corp. 3.50%, 8/15/29 | | | 155,000 | | | | 141,579 | |
7.88%, 9/15/31 | | | 173,000 | | | | 194,997 | |
6.45%, 9/15/36 | | | 500,000 | | | | 527,870 | |
4.20%, 3/15/48 | | | 500,000 | | | | 385,745 | |
| | |
Office Properties Income Trust 2.40%, 2/1/27 | | | 700,000 | | | | 361,767 | |
| | |
Oglethorpe Power Corp. 5.95%, 11/1/39 | | | 123,000 | | | | 122,525 | |
| | |
Ohio Edison Co. 6.88%, 7/15/36 | | | 1,826,000 | | | | 2,024,377 | |
| | |
Olin Corp. 5.63%, 8/1/29 | | | 366,000 | | | | 359,075 | |
| | |
Omega Healthcare Investors, Inc. 4.75%, 1/15/28 | | | 100,000 | | | | 96,012 | |
3.38%, 2/1/31 | | | 58,000 | | | | 48,914 | |
| | |
Omnicom Group, Inc./Omnicom Capital, Inc. 3.65%, 11/1/24 | | | 100,000 | | | | 98,716 | |
| | |
OneMain Finance Corp. 4.00%, 9/15/30 | | | 398,000 | | | | 335,824 | |
| | |
ONEOK Partners LP 6.20%, 9/15/43 | | | 412,000 | | | | 421,307 | |
| | |
ONEOK, Inc. 4.20%, 12/1/42 | | | 619,000 | | | | 484,052 | |
5.15%, 10/15/43 | | | 11,000 | | | | 9,972 | |
4.20%, 10/3/47 | | | 210,000 | | | | 161,618 | |
5.20%, 7/15/48 | | | 100,000 | | | | 90,398 | |
4.45%, 9/1/49 | | | 23,000 | | | | 18,392 | |
| | |
Oracle Corp. 2.95%, 11/15/24 | | | 412,000 | | | | 404,296 | |
2.95%, 5/15/25 | | | 309,000 | | | | 299,922 | |
1.65%, 3/25/26 | | | 309,000 | | | | 287,098 | |
3.25%, 11/15/27 | | | 483,000 | | | | 453,083 | |
2.95%, 4/1/30 | | | 2,607,000 | | | | 2,300,573 | |
3.90%, 5/15/35 | | | 329,000 | | | | 282,746 | |
6.13%, 7/8/39 | | | 164,000 | | | | 168,912 | |
5.38%, 7/15/40 | | | 642,000 | | | | 614,439 | |
4.13%, 5/15/45 | | | 559,000 | | | | 442,611 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Otis Worldwide Corp. 3.11%, 2/15/40 | | $ | 100,000 | | | $ | 76,109 | |
| | |
P&L Development LLC/PLD Finance Corp. 7.75%, 11/15/25(c) | | | 58,000 | | | | 47,265 | |
| | |
Pacific Gas & Electric Co. 2.10%, 8/1/27 | | | 619,000 | | | | 555,181 | |
2.50%, 2/1/31 | | | 352,000 | | | | 288,865 | |
3.30%, 8/1/40 | | | 619,000 | | | | 447,122 | |
4.95%, 7/1/50 | | | 1,826,000 | | | | 1,552,630 | |
3.50%, 8/1/50 | | | 619,000 | | | | 416,927 | |
| | |
PacifiCorp 4.15%, 2/15/50 | | | 662,000 | | | | 515,413 | |
| | |
Packaging Corp. of America 3.00%, 12/15/29 | | | 776,000 | | | | 696,250 | |
| | |
Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc. 4.38%, 10/15/28(c) | | | 131,000 | | | | 122,091 | |
| | |
Paramount Global 3.38%, 2/15/28 | | | 96,000 | | | | 84,358 | |
4.95%, 1/15/31 | | | 91,000 | | | | 79,767 | |
4.20%, 5/19/32 | | | 1,031,000 | | | | 840,884 | |
6.88%, 4/30/36 | | | 44,000 | | | | 40,411 | |
5.90%, 10/15/40 | | | 91,000 | | | | 74,447 | |
5.25%, 4/1/44 | | | 101,000 | | | | 75,286 | |
4.95%, 5/19/50 | | | 165,000 | | | | 118,384 | |
6.25%, 2/28/57, (6.25% fixed rate until 2/28/27; Secured Overnight Financing Rate + 4.174% thereafter)(a) | | | 115,000 | | | | 94,937 | |
| | |
Patterson-UTI Energy, Inc. 7.15%, 10/1/33 | | | 376,000 | | | | 398,782 | |
| | |
PayPal Holdings, Inc. 1.65%, 6/1/25 | | | 609,000 | | | | 583,124 | |
2.30%, 6/1/30 | | | 161,000 | | | | 137,137 | |
| | |
Paysafe Finance PLC/Paysafe Holdings U.S. Corp. 4.00%, 6/15/29(c) | | | 309,000 | | | | 276,552 | |
| | |
PECO Energy Co. 4.15%, 10/1/44 | | | 309,000 | | | | 258,967 | |
| | |
PennyMac Financial Services, Inc. 4.25%, 2/15/29(c) | | | 290,000 | | | | 261,525 | |
| | |
PepsiCo, Inc. 1.63%, 5/1/30 | | | 776,000 | | | | 645,748 | |
| | |
Permian Resources Operating LLC 5.88%, 7/1/29(c) | | | 177,000 | | | | 173,170 | |
| | |
Pfizer, Inc. 3.45%, 3/15/29 | | | 412,000 | | | | 387,618 | |
4.10%, 9/15/38 | | | 412,000 | | | | 366,573 | |
3.90%, 3/15/39 | | | 492,000 | | | | 420,202 | |
4.30%, 6/15/43 | | | 412,000 | | | | 361,559 | |
| | |
PG&E Corp. 5.25%, 7/1/30 | | | 86,000 | | | | 81,115 | |
| | |
PG&E Wildfire Recovery Funding LLC 4.02%, 6/1/33, Series A-1 | | | 311,262 | | | | 299,789 | |
4.26%, 6/1/38, Series A-2 | | | 1,250,000 | | | | 1,178,025 | |
| | |
PGT Innovations, Inc. 4.38%, 10/1/29(c) | | | 197,000 | | | | 198,653 | |
| | |
Philip Morris International, Inc. 4.88%, 2/13/26 | | | 170,000 | | | | 169,196 | |
5.63%, 11/17/29 | | | 327,000 | | | | 335,054 | |
5.13%, 2/15/30 | | | 165,000 | | | | 164,261 | |
2.10%, 5/1/30 | | | 24,000 | | | | 20,250 | |
5.38%, 2/15/33 | | | 161,000 | | | | 160,430 | |
4.88%, 11/15/43 | | | 271,000 | | | | 243,949 | |
| | |
Phillips 66 3.90%, 3/15/28 | | | 619,000 | | | | 595,856 | |
5.88%, 5/1/42 | | | 605,000 | | | | 625,497 | |
4.90%, 10/1/46 | | | 21,000 | | | | 18,832 | |
| | |
Piedmont Natural Gas Co., Inc. 5.05%, 5/15/52 | | | 105,000 | | | | 94,752 | |
| | |
Piedmont Operating Partnership LP 3.15%, 8/15/30 | | | 601,000 | | | | 462,163 | |
| | |
Pilgrim’s Pride Corp. 4.25%, 4/15/31 | | | 190,000 | | | | 169,947 | |
| | |
Pioneer Natural Resources Co. 1.90%, 8/15/30 | | | 203,000 | | | | 169,304 | |
| | |
Plains All American Pipeline LP/PAA Finance Corp. 4.65%, 10/15/25 | | | 469,000 | | | | 462,762 | |
6.65%, 1/15/37 | | | 156,000 | | | | 165,025 | |
| | |
PNC Bank NA 3.10%, 10/25/27 | | | 309,000 | | | | 287,231 | |
| | |
PNC Financial Services Group, Inc. 2.60%, 7/23/26 | | | 183,000 | | | | 172,132 | |
4.76%, 1/26/27, (4.758% fixed rate until 1/26/26; Secured Overnight Financing Index + 1.085% thereafter)(a) | | | 203,000 | | | | 200,641 | |
2.31%, 4/23/32, (2.307% fixed rate until 4/23/31; Secured Overnight Financing Rate + 0.979% thereafter)(a) | | | 412,000 | | | | 335,986 | |
6.04%, 10/28/33, (6.037% fixed rate until 10/28/32; Secured Overnight Financing Index + 2.14% thereafter)(a) | | | 217,000 | | | | 222,952 | |
| | |
Post Holdings, Inc. 5.75%, 3/1/27(c) | | | 174,000 | | | | 175,667 | |
5.50%, 12/15/29(c) | | | 100,000 | | | | 95,688 | |
4.63%, 4/15/30(c) | | | 193,000 | | | | 175,682 | |
| | |
Precision Castparts Corp. 3.25%, 6/15/25 | | | 175,000 | | | | 171,043 | |
| | |
Prestige Brands, Inc. 3.75%, 4/1/31(c) | | | 267,000 | | | | 231,022 | |
| | |
Principal Financial Group, Inc. 2.13%, 6/15/30 | | | 560,000 | | | | 466,396 | |
6.05%, 10/15/36 | | | 100,000 | | | | 105,417 | |
| | |
Private Export Funding Corp. 3.25%, 6/15/25, Series NN | | | 412,000 | | | | 403,146 | |
3.90%, 10/15/27 | | | 3,025,000 | | | | 2,954,971 | |
| | |
Procter & Gamble Co. 1.00%, 4/23/26 | | | 309,000 | | | | 285,964 | |
2.80%, 3/25/27 | | | 289,000 | | | | 273,686 | |
1.95%, 4/23/31 | | | 309,000 | | | | 260,221 | |
| | |
Progress Energy, Inc. 6.00%, 12/1/39 | | | 142,000 | | | | 143,389 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Progressive Corp. 4.00%, 3/1/29 | | $ | 412,000 | | | $ | 396,637 | |
| | |
Prologis LP 3.25%, 10/1/26 | | | 309,000 | | | | 295,327 | |
2.25%, 4/15/30 | | | 100,000 | | | | 85,776 | |
1.75%, 7/1/30 | | | 147,000 | | | | 120,991 | |
| | |
Prudential Financial, Inc. 1.50%, 3/10/26 | | | 187,000 | | | | 174,293 | |
3.88%, 3/27/28 | | | 368,000 | | | | 353,777 | |
5.70%, 12/14/36, Series D | | | 151,000 | | | | 156,025 | |
5.38%, 5/15/45, (5.375% fixed rate until 5/15/25; Secured Overnight Financing Rate + 3.306% thereafter)(a) | | | 32,000 | | | | 31,572 | |
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 | | | | 171,618 | |
| | |
Public Service Co. of Colorado 3.70%, 6/15/28 | | | 412,000 | | | | 393,135 | |
| | |
Public Service Electric & Gas Co. 3.80%, 1/1/43 | | | 309,000 | | | | 251,554 | |
| | |
Public Storage Operating Co. 1.50%, 11/9/26 | | | 309,000 | | | | 282,333 | |
2.25%, 11/9/31 | | | 235,200 | | | | 194,045 | |
| | |
PulteGroup, Inc. 7.88%, 6/15/32 | | | 609,000 | | | | 704,771 | |
| | |
Qorvo, Inc. 4.38%, 10/15/29 | | | 79,000 | | | | 73,569 | |
| | |
QUALCOMM, Inc. 4.65%, 5/20/35 | | | 351,000 | | | | 343,436 | |
| | |
Quest Diagnostics, Inc. 2.80%, 6/30/31 | | | 200,000 | | | | 170,854 | |
| | |
QVC, Inc. 4.45%, 2/15/25 | | | 171,000 | | | | 166,313 | |
5.45%, 8/15/34 | | | 500,000 | | | | 357,345 | |
5.95%, 3/15/43 | | | 500,000 | | | | 345,060 | |
| | |
Radiate Holdco LLC/Radiate Finance, Inc. 6.50%, 9/15/28(c) | | | 100,000 | | | | 48,241 | |
| | |
Raymond James Financial, Inc. 4.95%, 7/15/46 | | | 173,000 | | | | 159,229 | |
| | |
Realty Income Corp. 5.05%, 1/13/26 | | | 172,000 | | | | 171,254 | |
2.10%, 3/15/28 | | | 110,000 | | | | 97,627 | |
3.40%, 1/15/30 | | | 100,000 | | | | 90,703 | |
3.25%, 1/15/31 | | | 921,000 | | | | 815,251 | |
| | |
Regency Centers LP 3.70%, 6/15/30 | | | 552,000 | | | | 503,303 | |
| | |
RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc. 9.75%, 12/1/26(c) | | | 41,000 | | | | 41,064 | |
| | |
Republic Services, Inc. 3.95%, 5/15/28 | | | 100,000 | | | | 96,282 | |
| | |
Rite Aid Corp. 8.00%, 11/15/26(c)(g) | | | 100,000 | | | | 72,994 | |
| | |
ROBLOX Corp. 3.88%, 5/1/30(c) | | | 235,000 | | | | 206,029 | |
| | |
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc. 4.00%, 10/15/33(c) | | | 500,000 | | | | 415,720 | |
| | |
Royal Caribbean Cruises Ltd. 7.50%, 10/15/27 | | | 100,000 | | | | 104,995 | |
5.50%, 4/1/28(c) | | | 196,000 | | | | 192,991 | |
| | |
RPM International, Inc. 4.55%, 3/1/29 | | | 176,000 | | | | 169,449 | |
| | |
RTX Corp. 3.95%, 8/16/25 | | | 293,000 | | | | 287,436 | |
5.00%, 2/27/26 | | | 100,000 | | | | 99,781 | |
4.45%, 11/16/38 | | | 432,000 | | | | 384,381 | |
4.50%, 6/1/42 | | | 169,000 | | | | 147,970 | |
4.63%, 11/16/48 | | | 412,000 | | | | 358,782 | |
| | |
Ryder System, Inc. 2.90%, 12/1/26 | | | 100,000 | | | | 94,030 | |
5.65%, 3/1/28 | | | 110,000 | | | | 111,899 | |
| | |
Santander Holdings USA, Inc. 3.45%, 6/2/25 | | | 405,000 | | | | 392,793 | |
4.50%, 7/17/25 | | | 175,000 | | | | 171,614 | |
2.49%, 1/6/28, (2.49% fixed rate until 1/6/27; Secured Overnight Financing Rate + 1.249% thereafter)(a) | | | 343,000 | | | | 310,312 | |
6.50%, 3/9/29, (6.499% fixed rate until 3/9/28; Secured Overnight Financing Rate + 2.356% thereafter)(a) | | | 13,000 | | | | 13,207 | |
| | |
Schlumberger Holdings Corp. 4.00%, 12/21/25(c) | | | 173,000 | | | | 169,497 | |
| | |
Schlumberger Investment SA 2.65%, 6/26/30 | | | 134,000 | | | | 117,810 | |
| | |
Scientific Games Holdings LP/Scientific Games U.S. FinCo, Inc. 6.63%, 3/1/30(c) | | | 247,000 | | | | 233,865 | |
| | |
SCIH Salt Holdings, Inc. 6.63%, 5/1/29(c) | | | 257,000 | | | | 233,788 | |
| | |
Scotts Miracle-Gro Co. 4.50%, 10/15/29 | | | 143,000 | | | | 127,246 | |
| | |
Scripps Escrow, Inc. 5.88%, 7/15/27(c) | | | 640,000 | | | | 532,518 | |
| | |
Sealed Air Corp. 4.00%, 12/1/27(c) | | | 100,000 | | | | 93,418 | |
| | |
SeaWorld Parks & Entertainment, Inc. 5.25%, 8/15/29(c) | | | 189,000 | | | | 176,401 | |
| | |
Sempra 3.25%, 6/15/27 | | | 439,000 | | | | 413,187 | |
4.00%, 2/1/48 | | | 176,000 | | | | 137,115 | |
| | |
Service Corp. International 3.38%, 8/15/30 | | | 200,000 | | | | 171,894 | |
| | |
Service Properties Trust 4.38%, 2/15/30 | | | 36,000 | | | | 27,662 | |
| | |
Sherwin-Williams Co. 3.13%, 6/1/24 | | | 176,000 | | | | 174,796 | |
3.45%, 6/1/27 | | | 412,000 | | | | 392,537 | |
| | |
Sierra Pacific Power Co. 2.60%, 5/1/26 | | | 309,000 | | | | 293,068 | |
| | |
Simon Property Group LP 3.38%, 10/1/24 | | | 76,000 | | | | 75,064 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
3.50%, 9/1/25 | | $ | 412,000 | | | $ | 402,067 | |
2.65%, 7/15/30 | | | 664,000 | | | | 576,711 | |
6.75%, 2/1/40 | | | 57,000 | | | | 62,921 | |
3.25%, 9/13/49 | | | 87,000 | | | | 60,598 | |
3.80%, 7/15/50 | | | 79,000 | | | | 59,820 | |
| | |
Sirius XM Radio, Inc. 5.00%, 8/1/27(c) | | | 185,000 | | | | 176,766 | |
4.13%, 7/1/30(c) | | | 360,000 | | | | 311,195 | |
3.88%, 9/1/31(c) | | | 335,000 | | | | 277,460 | |
| | |
Sonic Automotive, Inc. 4.88%, 11/15/31(c) | | | 125,000 | | | | 107,610 | |
| | |
Sonoco Products Co. 1.80%, 2/1/25 | | | 683,000 | | | | 659,177 | |
| | |
Southaven Combined Cycle Generation LLC 3.85%, 8/15/33 | | | 354,534 | | | | 333,968 | |
| | |
Southern California Edison Co. 4.70%, 6/1/27, Series D | | | 168,000 | | | | 166,125 | |
5.30%, 3/1/28 | | | 558,000 | | | | 563,552 | |
4.00%, 4/1/47 | | | 665,000 | | | | 519,764 | |
| | |
Southern California Gas Co. 6.35%, 11/15/52 | | | 156,000 | | | | 171,489 | |
| | |
Southern Co. Gas Capital Corp. 1.75%, 1/15/31, Series 20-A | | | 142,000 | | | | 114,030 | |
4.40%, 5/30/47 | | | 412,000 | | | | 334,956 | |
| | |
Southwest Airlines Co. 5.25%, 5/4/25 | | | 169,000 | | | | 168,545 | |
| | |
Southwest Gas Corp. 5.80%, 12/1/27 | | | 162,000 | | | | 165,180 | |
4.05%, 3/15/32 | | | 511,000 | | | | 467,631 | |
| | |
Southwestern Electric Power Co. 3.25%, 11/1/51 | | | 2,408,000 | | | | 1,579,865 | |
| | |
Spectrum Brands, Inc. 3.88%, 3/15/31(c) | | | 362,000 | | | | 344,168 | |
| | |
Sprint LLC 7.63%, 3/1/26 | | | 162,000 | | | | 167,437 | |
| | |
SS&C Technologies, Inc. 5.50%, 9/30/27(c) | | | 178,000 | | | | 173,443 | |
| | |
Standard Industries, Inc. 4.38%, 7/15/30(c) | | | 195,000 | | | | 174,137 | |
| | |
Stanley Black & Decker, Inc. 3.40%, 3/1/26 | | | 279,000 | | | | 268,995 | |
4.85%, 11/15/48 | | | 100,000 | | | | 86,797 | |
2.75%, 11/15/50 | | | 258,000 | | | | 150,497 | |
4.00%, 3/15/60, (4.00% fixed rate until 3/15/25; 5-year Constant Maturity Treasury Rate + 2.657% thereafter)(a) | | | 553,000 | | | | 493,641 | |
| | |
Staples, Inc. 10.75%, 4/15/27(c) | | | 100,000 | | | | 89,562 | |
| | |
Starbucks Corp. 2.55%, 11/15/30 | | | 669,000 | | | | 574,745 | |
4.50%, 11/15/48 | | | 16,000 | | | | 13,860 | |
| | |
State Street Corp. 3.55%, 8/18/25 | | | 180,000 | | | | 176,377 | |
1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(a) | | | 309,000 | | | | 298,058 | |
2.90%, 3/30/26, (2.901% fixed rate until 3/30/25; Secured Overnight Financing Rate + 2.60% thereafter)(a) | | | 20,000 | | | | 19,485 | |
2.65%, 5/19/26 | | | 91,000 | | | | 86,583 | |
2.20%, 3/3/31 | | | 93,000 | | | | 76,972 | |
| | |
Steel Dynamics, Inc. 3.45%, 4/15/30 | | | 559,000 | | | | 508,248 | |
| | |
Stericycle, Inc. 3.88%, 1/15/29(c) | | | 120,000 | | | | 108,541 | |
| | |
STORE Capital Corp. 4.50%, 3/15/28 | | | 190,000 | | | | 178,917 | |
4.63%, 3/15/29 | | | 624,000 | | | | 582,467 | |
| | |
Sun Communities Operating LP 2.70%, 7/15/31 | | | 610,000 | | | | 498,187 | |
| | |
Synchrony Financial 4.25%, 8/15/24 | | | 100,000 | | | | 99,175 | |
4.50%, 7/23/25 | | | 345,000 | | | | 337,293 | |
3.70%, 8/4/26 | | | 260,000 | | | | 245,487 | |
3.95%, 12/1/27 | | | 100,000 | | | | 92,680 | |
5.15%, 3/19/29 | | | 441,000 | | | | 421,102 | |
| | |
Sysco Corp. 6.60%, 4/1/40 | | | 114,000 | | | | 125,269 | |
| | |
T-Mobile USA, Inc. 3.50%, 4/15/25 | | | 178,000 | | | | 174,070 | |
2.63%, 4/15/26 | | | 683,000 | | | | 647,272 | |
3.88%, 4/15/30 | | | 634,000 | | | | 588,910 | |
5.20%, 1/15/33 | | | 580,000 | | | | 576,578 | |
3.00%, 2/15/41 | | | 152,000 | | | | 109,853 | |
| | |
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 6.00%, 12/31/30(c) | | | 401,000 | | | | 373,961 | |
6.00%, 9/1/31(c) | | | 282,000 | | | | 259,725 | |
| | |
Targa Resources Corp. 4.95%, 4/15/52 | | | 443,000 | | | | 379,465 | |
6.25%, 7/1/52 | | | 22,000 | | | | 22,328 | |
6.50%, 2/15/53 | | | 524,000 | | | | 552,259 | |
| | |
Target Corp. 3.50%, 7/1/24 | | | 564,000 | | | | 560,379 | |
| | |
Tempur Sealy International, Inc. 3.88%, 10/15/31(c) | | | 231,000 | | | | 192,696 | |
| | |
Tenet Healthcare Corp. 6.13%, 10/1/28 | | | 178,000 | | | | 176,129 | |
4.38%, 1/15/30 | | | 187,000 | | | | 171,481 | |
| | |
Time Warner Cable LLC 4.50%, 9/15/42 | | | 612,000 | | | | 448,027 | |
| | |
TJX Cos., Inc. 1.60%, 5/15/31 | | | 402,000 | | | | 324,824 | |
| | |
Toyota Motor Credit Corp. 1.80%, 2/13/25 | | | 412,000 | | | | 398,729 | |
3.00%, 4/1/25 | | | 178,000 | | | | 173,947 | |
3.05%, 1/11/28 | | | 412,000 | | | | 387,997 | |
| | |
Transcontinental Gas Pipe Line Co. LLC 4.60%, 3/15/48 | | | 13,000 | | | | 11,396 | |
| | |
Travelers Cos., Inc. 4.00%, 5/30/47 | | | 309,000 | | | | 255,163 | |
2.55%, 4/27/50 | | | 609,000 | | | | 379,468 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc. 5.38%, 9/1/25(c) | | $ | 17,000 | | | $ | 13,896 | |
| | |
Tronox, Inc. 4.63%, 3/15/29(c) | | | 305,000 | | | | 270,431 | |
| | |
Truist Financial Corp. 2.85%, 10/26/24 | | | 309,000 | | | | 303,540 | |
4.26%, 7/28/26, (4.26% fixed rate until 7/28/25; Secured Overnight Financing Rate + 1.456% thereafter)(a) | | | 177,000 | | | | 173,412 | |
5.90%, 10/28/26, (5.90% fixed rate until 10/28/25; Secured Overnight Financing Rate + 1.626% thereafter)(a) | | | 108,000 | | | | 108,328 | |
1.27%, 3/2/27, (1.267% fixed rate until 3/2/26; Secured Overnight Financing Rate + 0.609% thereafter)(a) | | | 50,000 | | | | 45,918 | |
1.13%, 8/3/27 | | | 412,000 | | | | 358,798 | |
5.12%, 1/26/34, (5.122% fixed rate until 1/26/33; Secured Overnight Financing Rate + 1.85% thereafter)(a) | | | 50,000 | | | | 47,479 | |
| | |
TTM Technologies, Inc. 4.00%, 3/1/29(c) | | | 225,000 | | | | 202,284 | |
| | |
Twilio, Inc. 3.88%, 3/15/31 | | | 254,000 | | | | 221,615 | |
| | |
Tyco Electronics Group SA 3.45%, 8/1/24 | | | 176,000 | | | | 174,456 | |
| | |
Tyson Foods, Inc. 3.55%, 6/2/27 | | | 324,000 | | | | 307,239 | |
| | |
U.S. Acute Care Solutions LLC 6.38%, 3/1/26(c) | | | 200,000 | | | | 181,274 | |
| | |
U.S. Bancorp 2.40%, 7/30/24 | | | 100,000 | | | | 98,705 | |
3.15%, 4/27/27, Series X | | | 309,000 | | | | 291,872 | |
2.22%, 1/27/28, (2.215% fixed rate until 1/27/27; Secured Overnight Financing Rate + 0.73% thereafter)(a) | | | 340,000 | | | | 311,590 | |
1.38%, 7/22/30 | | | 576,000 | | | | 456,889 | |
| | |
U.S. Steel Corp. 6.65%, 6/1/37 | | | 550,000 | | | | 568,727 | |
| | |
UDR, Inc. 3.20%, 1/15/30 | | | 790,000 | | | | 707,587 | |
| | |
Union Pacific Corp. 3.00%, 4/15/27 | | | 264,000 | | | | 250,005 | |
3.70%, 3/1/29 | | | 160,000 | | | | 152,614 | |
2.40%, 2/5/30 | | | 287,000 | | | | 250,100 | |
2.89%, 4/6/36 | | | 182,000 | | | | 147,112 | |
3.25%, 2/5/50 | | | 267,000 | | | | 192,750 | |
3.95%, 8/15/59 | | | 19,000 | | | | 14,758 | |
3.84%, 3/20/60 | | | 174,000 | | | | 132,130 | |
3.80%, 4/6/71 | | | 309,000 | | | | 226,630 | |
| | |
United Airlines Pass-Through Trust 4.88%, 7/15/27, Series 2020-1, Class B | | | 222,400 | | | | 219,264 | |
3.75%, 3/3/28, Series 2014-2, Class A | | | 502,981 | | | | 484,424 | |
3.50%, 9/1/31, Series 2018-1, Class AA | | | 601,669 | | | | 549,516 | |
| | |
United Parcel Service, Inc. 2.80%, 11/15/24 | | | 412,000 | | | | 404,633 | |
3.05%, 11/15/27 | | | 412,000 | | | | 387,346 | |
| | |
United Rentals North America, Inc. 4.00%, 7/15/30 | | | 490,000 | | | | 443,685 | |
3.75%, 1/15/32 | | | 497,000 | | | | 430,660 | |
| | |
UnitedHealth Group, Inc. 5.15%, 10/15/25 | | | 169,000 | | | | 169,395 | |
3.85%, 6/15/28 | | | 412,000 | | | | 396,801 | |
2.00%, 5/15/30 | | | 241,000 | | | | 202,662 | |
2.75%, 5/15/40 | | | 412,000 | | | | 297,048 | |
4.25%, 4/15/47 | | | 412,000 | | | | 351,485 | |
5.88%, 2/15/53 | | | 153,000 | | | | 163,760 | |
| | |
Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC 10.50%, 2/15/28(c) | | | 177,000 | | | | 183,296 | |
| | |
University of Chicago 2.76%, 4/1/45, Series 20B | | | 105,000 | | | | 81,103 | |
| | |
University of Southern California 3.84%, 10/1/47, Series 2017 | | | 100,000 | | | | 83,707 | |
| | |
Univision Communications, Inc. 7.38%, 6/30/30(c) | | | 173,000 | | | | 167,213 | |
| | |
Utah Acquisition Sub, Inc. 3.95%, 6/15/26 | | | 1,046,000 | | | | 1,009,808 | |
| | |
Valero Energy Corp. 6.63%, 6/15/37 | | | 583,000 | | | | 626,078 | |
| | |
Valvoline, Inc. 3.63%, 6/15/31(c) | | | 254,000 | | | | 215,720 | |
| | |
Ventas Realty LP 4.40%, 1/15/29 | | | 664,000 | | | | 636,245 | |
| | |
Vericast Corp. 11.00%, 9/15/26(c) | | | 163,005 | | | | 171,767 | |
| | |
Verizon Communications, Inc. 4.33%, 9/21/28 | | | 654,000 | | | | 635,067 | |
1.75%, 1/20/31 | | | 206,000 | | | | 165,280 | |
2.55%, 3/21/31 | | | 66,000 | | | | 55,651 | |
2.36%, 3/15/32 | | | 418,000 | | | | 339,023 | |
4.40%, 11/1/34 | | | 681,000 | | | | 633,398 | |
2.65%, 11/20/40 | | | 412,000 | | | | 284,268 | |
4.75%, 11/1/41 | | | 1,237,000 | | | | 1,139,166 | |
4.13%, 8/15/46 | | | 148,000 | | | | 121,467 | |
4.86%, 8/21/46 | | | 675,000 | | | | 620,143 | |
4.00%, 3/22/50 | | | 825,000 | | | | 652,261 | |
3.55%, 3/22/51 | | | 319,000 | | | | 232,111 | |
3.88%, 3/1/52 | | | 180,000 | | | | 138,996 | |
| | |
Vertiv Group Corp. 4.13%, 11/15/28(c) | | | 191,000 | | | | 176,706 | |
| | |
Viatris, Inc. 2.70%, 6/22/30 | | | 67,000 | | | | 56,407 | |
3.85%, 6/22/40 | | | 71,000 | | | | 52,184 | |
4.00%, 6/22/50 | | | 1,814,000 | | | | 1,238,073 | |
| | |
VICI Properties LP 5.13%, 5/15/32 | | | 912,000 | | | | 857,171 | |
| | |
Viking Cruises Ltd. 7.00%, 2/15/29(c) | | | 71,000 | | | | 71,151 | |
| | |
Virginia Electric & Power Co. 6.00%, 5/15/37, Series A | | | 632,000 | | | | 656,079 | |
| | |
Visa, Inc. 2.75%, 9/15/27 | | | 382,000 | | | | 357,945 | |
2.05%, 4/15/30 | | | 512,000 | | | | 439,578 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
2.70%, 4/15/40 | | $ | 412,000 | | | $ | 305,053 | |
3.65%, 9/15/47 | | | 46,000 | | | | 36,668 | |
| | |
Vulcan Materials Co. 3.50%, 6/1/30 | | | 178,000 | | | | 162,347 | |
| | |
Walgreens Boots Alliance, Inc. 3.45%, 6/1/26 | | | 832,000 | | | | 793,620 | |
4.80%, 11/18/44 | | | 31,000 | | | | 25,840 | |
| | |
Walmart, Inc. 3.30%, 4/22/24 | | | 209,000 | | | | 208,388 | |
2.85%, 7/8/24 | | | 176,000 | | | | 174,500 | |
3.25%, 7/8/29 | | | 176,000 | | | | 165,685 | |
| | |
Walt Disney Co. 1.75%, 1/13/26 | | | 412,000 | | | | 388,495 | |
2.20%, 1/13/28 | | | 412,000 | | | | 375,929 | |
2.65%, 1/13/31 | | | 581,000 | | | | 505,365 | |
3.50%, 5/13/40 | | | 1,237,000 | | | | 993,732 | |
3.60%, 1/13/51 | | | 176,000 | | | | 133,825 | |
| | |
Warnermedia Holdings, Inc. 5.39%, 3/15/62 | | | 2,940,000 | | | | 2,368,699 | |
| | |
Washington Gas Light Co. 3.65%, 9/15/49 | | | 10,000 | | | | 7,400 | |
| | |
Washington University 4.35%, 4/15/2122 | | | 163,000 | | | | 136,442 | |
| | |
Waste Connections, Inc. 4.20%, 1/15/33 | | | 172,000 | | | | 160,810 | |
3.05%, 4/1/50 | | | 14,000 | | | | 9,480 | |
| | |
Waste Management, Inc. 1.15%, 3/15/28 | | | 412,000 | | | | 357,204 | |
2.00%, 6/1/29 | | | 100,000 | | | | 86,607 | |
1.50%, 3/15/31 | | | 309,000 | | | | 245,399 | |
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 | | | | 888,636 | |
3.00%, 10/23/26 | | | 594,000 | | | | 561,544 | |
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 | | | | 390,481 | |
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 | | | | 396,585 | |
3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(a) | | | 773,000 | | | | 572,198 | |
5.61%, 1/15/44 | | | 578,000 | | | | 562,521 | |
4.90%, 11/17/45 | | | 612,000 | | | | 543,401 | |
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 | | | | 158,396 | |
| | |
Wells Fargo Bank NA 6.60%, 1/15/38 | | | 474,000 | | | | 511,546 | |
| | |
Welltower OP LLC 4.00%, 6/1/25 | | | 175,000 | | | | 171,811 | |
2.80%, 6/1/31 | | | 179,000 | | | | 152,120 | |
4.95%, 9/1/48 | | | 100,000 | | | | 90,056 | |
| | |
Western Digital Corp. 4.75%, 2/15/26 | | | 748,000 | | | | 732,060 | |
| | |
Western Midstream Operating LP 4.75%, 8/15/28 | | | 176,000 | | | | 170,227 | |
6.15%, 4/1/33 | | | 165,000 | | | | 167,830 | |
5.30%, 3/1/48 | | | 940,000 | | | | 811,699 | |
| | |
Westlake Corp. 3.13%, 8/15/51 | | | 246,000 | | | | 155,206 | |
| | |
Weyerhaeuser Co. 4.00%, 11/15/29 | | | 176,000 | | | | 165,445 | |
7.38%, 3/15/32 | | | 877,000 | | | | 991,229 | |
| | |
Williams Cos., Inc. 2.60%, 3/15/31 | | | 516,000 | | | | 435,076 | |
5.75%, 6/24/44 | | | 14,000 | | | | 13,732 | |
5.30%, 8/15/52 | | | 17,000 | | | | 15,923 | |
| | |
Willis-Knighton Medical Center 4.81%, 9/1/48, Series 2018 | | | 155,000 | | | | 137,130 | |
| | |
WMG Acquisition Corp. 3.75%, 12/1/29(c) | | | 100,000 | | | | 88,773 | |
3.00%, 2/15/31(c) | | | 224,000 | | | | 188,436 | |
| | |
WP Carey, Inc. 2.40%, 2/1/31 | | | 898,000 | | | | 739,386 | |
| | |
WRKCo, Inc. 4.90%, 3/15/29 | | | 968,000 | | | | 959,123 | |
| | |
Xerox Holdings Corp. 5.50%, 8/15/28(c) | | | 23,000 | | | | 20,830 | |
| | |
XPO CNW, Inc. 6.70%, 5/1/34 | | | 495,000 | | | | 513,978 | |
| | |
Yum! Brands, Inc. 4.63%, 1/31/32 | | | 47,000 | | | | 43,184 | |
| | |
Ziff Davis, Inc. 4.63%, 10/15/30(c) | | | 150,000 | | | | 134,653 | |
| | |
Zimmer Biomet Holdings, Inc. 2.60%, 11/24/31 | | | 100,000 | | | | 83,799 | |
| | |
Zoetis, Inc. 2.00%, 5/15/30 | | | 157,000 | | | | 131,747 | |
3.95%, 9/12/47 | | | 13,000 | | | | 10,491 | |
3.00%, 5/15/50 | | | 412,000 | | | | 282,904 | |
| | |
ZoomInfo Technologies LLC/ZoomInfo Finance Corp. 3.88%, 2/1/29(c) | | | 200,000 | | | | 179,370 | |
| | | | | | | | |
Total United States | | | | 359,075,370 | |
TOTAL CORPORATE BONDS (Cost: $472,273,315) | | | | 466,747,679 | |
|
FOREIGN GOVERNMENT AGENCIES – 0.8% | |
|
Canada – 0.3% | |
| | |
Ontario Teachers’ Finance Trust 1.63%, 9/12/24(c) | | | 825,000 | | | | 808,987 | |
| | |
Province of British Columbia 2.25%, 6/2/26, Series 9 | | | 999,000 | | | | 946,812 | |
| | |
Province of Ontario 1.05%, 4/14/26 | | | 990,000 | | | | 916,720 | |
1.13%, 10/7/30 | | | 960,000 | | | | 774,211 | |
| | |
Province of Quebec 0.60%, 7/23/25 | | | 577,000 | | | | 543,315 | |
| | | | | | | | |
Total Canada | | | | 3,990,045 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
Germany – 0.2% | |
| | |
Kreditanstalt fuer Wiederaufbau 2.50%, 11/20/24 | | $ | 327,000 | | | $ | 320,692 | |
1.00%, 10/1/26 | | | 1,035,000 | | | | 947,222 | |
3.75%, 2/15/28 | | | 169,000 | | | | 164,765 | |
| | |
Landwirtschaftliche Rentenbank 0.88%, 9/3/30 | | | 1,012,000 | | | | 810,480 | |
| | | | | | | | |
Total Germany | | | | 2,243,159 | |
|
Hong Kong – 0.0% | |
| | |
Airport Authority 4.88%, 1/12/33(c) | | | 525,000 | | | | 529,951 | |
|
India – 0.1% | |
| | |
Export-Import Bank of India 3.88%, 2/1/28(d) | | | 575,000 | | | | 547,026 | |
2.25%, 1/13/31(d) | | | 200,000 | | | | 165,002 | |
| | | | | | | | |
Total India | | | | 712,028 | |
|
South Korea – 0.2% | |
| | |
Export-Import Bank of Korea 2.38%, 4/21/27 | | | 875,000 | | | | 811,807 | |
| | |
Korea Development Bank 1.00%, 9/9/26 | | | 412,000 | | | | 373,153 | |
4.38%, 2/15/28 | | | 1,000,000 | | | | 986,650 | |
| | | | | | | | |
Total South Korea | | | | 2,171,610 | |
|
United Arab Emirates – 0.0% | |
| | |
Finance Department Government of Sharjah 6.50%, 11/23/32(c) | | | 304,000 | | | | 312,989 | |
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $10,041,096) | | | | 9,959,782 | |
| |
FOREIGN GOVERNMENT OBLIGATIONS – 3.7% | | | | | |
|
Argentina – 0.0% | |
| | |
Argentina Republic Government International Bonds 0.75%, 7/9/30(a) | | | 377,000 | | | | 174,706 | |
3.63%, 7/9/35(a) | | | 492,000 | | | | 182,866 | |
| | | | | | | | |
Total Argentina | | | | 357,572 | |
|
Bahrain – 0.1% | |
| | |
Bahrain Government International Bonds 7.00%, 10/12/28(d) | | | 1,350,000 | | | | 1,384,223 | |
|
Brazil – 0.1% | |
| | |
Brazil Government International Bonds 3.88%, 6/12/30 | | | 1,461,000 | | | | 1,310,999 | |
5.00%, 1/27/45 | | | 500,000 | | | | 398,235 | |
| | | | | | | | |
Total Brazil | | | | 1,709,234 | |
|
Canada – 0.1% | |
| | |
Canada Government International Bonds 2.88%, 4/28/25 | | | 95,000 | | | | 92,733 | |
0.75%, 5/19/26 | | | 75,000 | | | | 68,957 | |
3.75%, 4/26/28 | | | 470,000 | | | | 458,292 | |
| | | | | | | | |
Total Canada | | | | 619,982 | |
| | |
Chile – 0.1% | | | | | | | | |
| | |
Chile Government International Bonds 3.50%, 1/31/34 | | | 1,125,000 | | | | 980,550 | |
4.95%, 1/5/36 | | | 461,821 | | | | 446,987 | |
| | | | | | | | |
Total Chile | | | | | | | 1,427,537 | |
| | |
Colombia – 0.2% | | | | | | | | |
| | |
Colombia Government International Bonds 3.13%, 4/15/31 | | | 200,000 | | | | 158,546 | |
3.25%, 4/22/32 | | | 200,000 | | | | 154,478 | |
7.50%, 2/2/34 | | | 1,220,000 | | | | 1,234,896 | |
7.38%, 9/18/37 | | | 100,000 | | | | 98,356 | |
5.00%, 6/15/45 | | | 300,000 | | | | 216,054 | |
| | | | | | | | |
Total Colombia | | | | | | | 1,862,330 | |
| | |
Costa Rica – 0.0% | | | | | | | | |
| | |
Costa Rica Government International Bonds 6.13%, 2/19/31(d) | | | 225,000 | | | | 228,798 | |
| | |
Dominican Republic – 0.1% | | | | | | | | |
| | |
Dominican Republic International Bonds 6.00%, 2/22/33(d) | | | 1,306,000 | | | | 1,268,439 | |
| | |
Ecuador – 0.0% | | | | | | | | |
| | |
Ecuador Government International Bonds 6.00%, 7/31/30(a)(d) | | | 200,000 | | | | 122,496 | |
| | |
Egypt – 0.0% | | | | | | | | |
| | |
Egypt Government International Bonds 5.88%, 2/16/31(d) | | | 565,000 | | | | 457,119 | |
| | |
Hong Kong – 0.1% | | | | | | | | |
| | |
Hong Kong Government International Bonds 4.50%, 1/11/28(c) | | | 525,000 | | | | 527,342 | |
| | |
Hungary – 0.0% | | | | | | | | |
| | |
Hungary Government International Bonds 5.50%, 6/16/34(d) | | | 500,000 | | | | 487,045 | |
| | |
Indonesia – 0.3% | | | | | | | | |
| | |
Indonesia Government International Bonds 1.85%, 3/12/31 | | | 212,000 | | | | 172,104 | |
4.65%, 9/20/32 | | | 2,375,000 | | | | 2,298,240 | |
4.85%, 1/11/33 | | | 612,000 | | | | 601,522 | |
4.35%, 1/11/48 | | | 412,000 | | | | 356,413 | |
| | | | | | | | |
Total Indonesia | | | | | | | 3,428,279 | |
| | |
Israel – 0.1% | | | | | | | | |
| | |
Israel Government International Bonds 2.75%, 7/3/30 | | | 200,000 | | | | 171,504 | |
4.50%, 1/17/33 | | | 550,000 | | | | 512,683 | |
| | | | | | | | |
Total Israel | | | | | | | 684,187 | |
| | |
Italy – 0.1% | | | | | | | | |
| | |
Republic of Italy Government International Bonds 1.25%, 2/17/26 | | | 1,187,000 | | | | 1,097,120 | |
| | |
Kenya – 0.0% | | | | | | | | |
| | |
Republic of Kenya Government International Bonds 7.25%, 2/28/28(d) | | | 200,000 | | | | 185,802 | |
| | |
Mexico – 0.4% | | | | | | | | |
| | |
Mexico Government International Bonds 2.66%, 5/24/31 | | | 619,000 | | | | 513,547 | |
6.75%, 9/27/34, Series A | | | 82,000 | | | | 86,748 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
6.35%, 2/9/35 | | $ | 2,350,000 | | | $ | 2,411,617 | |
6.05%, 1/11/40, Series A | | | 94,000 | | | | 92,277 | |
4.75%, 3/8/44 | | | 2,062,000 | | | | 1,706,367 | |
6.34%, 5/4/53 | | | 500,000 | | | | 489,540 | |
| | | | | | | | |
Total Mexico | | | | | | | 5,300,096 | |
| | |
Morocco – 0.0% | | | | | | | | |
| | |
Morocco Government International Bonds 3.00%, 12/15/32(d) | | | 200,000 | | | | 159,942 | |
| | |
Nigeria – 0.0% | | | | | | | | |
| | |
Nigeria Government International Bonds 7.14%, 2/23/30(d) | | | 425,000 | | | | 376,189 | |
| | |
Oman – 0.1% | | | | | | | | |
| | |
Oman Government International Bonds 6.25%, 1/25/31(d) | | | 506,000 | | | | 518,974 | |
| | |
Panama – 0.2% | | | | | | | | |
| | |
Panama Government International Bonds 7.13%, 1/29/26 | | | 200,000 | | | | 203,438 | |
2.25%, 9/29/32 | | | 375,000 | | | | 263,625 | |
6.40%, 2/14/35 | | | 1,900,000 | | | | 1,757,861 | |
4.50%, 5/15/47 | | | 200,000 | | | | 133,930 | |
3.87%, 7/23/60 | | | 412,000 | | | | 231,317 | |
| | | | | | | | |
Total Panama | | | | | | | 2,590,171 | |
| | |
Peru – 0.3% | | | | | | | | |
| | |
Peru Government International Bonds 3.00%, 1/15/34 | | | 1,575,000 | | | | 1,283,924 | |
6.55%, 3/14/37 | | | 1,650,000 | | | | 1,783,535 | |
| | | | | | | | |
Total Peru | | | | | | | 3,067,459 | |
| | | | | | | | |
| | |
Philippines – 0.3% | | | | | | | | |
| | |
Philippines Government International Bonds 6.38%, 1/15/32 | | | 1,650,000 | | | | 1,786,752 | |
5.61%, 4/13/33 | | | 2,025,000 | | | | 2,101,808 | |
| | | | | | | | |
Total Philippines | | | | | | | 3,888,560 | |
| | |
Poland – 0.1% | | | | | | | | |
| | |
Republic of Poland Government International Bonds 3.25%, 4/6/26 | | | 497,000 | | | | 483,993 | |
5.50%, 11/16/27 | | | 76,000 | | | | 77,962 | |
5.75%, 11/16/32 | | | 275,000 | | | | 287,235 | |
| | | | | | | | |
Total Poland | | | | | | | 849,190 | |
| | |
Qatar – 0.1% | | | | | | | | |
| | |
Qatar Government International Bonds 3.75%, 4/16/30(d) | | | 1,325,000 | | | | 1,267,720 | |
| | |
Romania – 0.0% | | | | | | | | |
| | |
Romania Government International Bonds 6.00%, 5/25/34(d) | | | 400,000 | | | | 390,344 | |
| | |
Saudi Arabia – 0.3% | | | | | | | | |
| | |
Saudi Government International Bonds 2.50%, 2/3/27(d) | | | 225,000 | | | | 209,887 | |
3.63%, 3/4/28(d) | | | 225,000 | | | | 214,389 | |
2.25%, 2/2/33(d) | | | 3,050,000 | | | | 2,427,769 | |
4.88%, 7/18/33(d) | | | 650,000 | | | | 638,008 | |
| | | | | | | | |
Total Saudi Arabia | | | | | | | 3,490,053 | |
| | |
South Africa – 0.1% | | | | | | | | |
| | |
Republic of South Africa Government International Bonds 5.88%, 4/20/32 | | | 1,280,000 | | | | 1,156,096 | |
| | |
Turkey – 0.2% | | | | | | | | |
| | |
Turkiye Government International Bonds 4.75%, 1/26/26 | | | 400,000 | | | | 389,804 | |
5.25%, 3/13/30 | | | 2,399,000 | | | | 2,158,860 | |
5.88%, 6/26/31 | | | 200,000 | | | | 182,768 | |
4.88%, 4/16/43 | | | 100,000 | | | | 69,560 | |
| | | | | | | | |
Total Turkey | | | | | | | 2,800,992 | |
| | |
United Arab Emirates – 0.1% | | | | | | | | |
| | |
Abu Dhabi Government International Bonds 3.13%, 4/16/30(d) | | | 767,000 | | | | 702,633 | |
3.13%, 9/30/49(d) | | | 200,000 | | | | 139,240 | |
3.88%, 4/16/50(d) | | | 200,000 | | | | 159,310 | |
| | | | | | | | |
| | |
Total United Arab Emirates | | | | | | | 1,001,183 | |
| | |
Uruguay – 0.2% | | | | | | | | |
| | |
Uruguay Government International Bonds 5.75%, 10/28/34 | | | 2,425,000 | | | | 2,552,216 | |
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $45,761,929) | | | | 45,256,690 | |
| | |
SUPRANATIONAL BONDS – 0.4% | | | | | | | | |
| | |
African Development Bank 4.38%, 11/3/27 | | | 164,000 | | | | 163,447 | |
| | |
Asian Development Bank 0.63%, 10/8/24 | | | 400,000 | | | | 389,088 | |
1.00%, 4/14/26 | | | 75,000 | | | | 69,508 | |
| | |
European Investment Bank 2.25%, 6/24/24 | | | 177,000 | | | | 175,297 | |
1.63%, 3/14/25 | | | 276,000 | | | | 266,575 | |
0.63%, 7/25/25 | | | 359,000 | | | | 338,551 | |
2.13%, 4/13/26 | | | 200,000 | | | | 189,966 | |
| | |
Inter-American Development Bank 0.63%, 7/15/25 | | | 990,000 | | | | 933,907 | |
3.20%, 8/7/42 | | | 412,000 | | | | 332,694 | |
| | |
International Bank for Reconstruction & Development 1.50%, 8/28/24 | | | 180,000 | | | | 176,715 | |
2.50%, 7/29/25 | | | 448,000 | | | | 433,462 | |
0.50%, 10/28/25 | | | 607,000 | | | | 565,761 | |
3.13%, 6/15/27 | | | 173,000 | | | | 166,011 | |
0.75%, 11/24/27 | | | 728,000 | | | | 636,381 | |
3.50%, 7/12/28 | | | 670,000 | | | | 646,456 | |
| | |
International Finance Corp. 0.75%, 10/8/26 | | | 191,000 | | | | 173,455 | |
TOTAL SUPRANATIONAL BONDS (Cost: $5,725,479) | | | | | | | 5,657,274 | |
|
COMMERCIAL MORTGAGE-BACKED SECURITIES – 3.3% | |
|
United States – 3.3% | |
| | |
BANK | | | | | | | | |
2.93%, 2/15/55, Series 2022-BNK39, Class A4^(a) | | | 329,961 | | | | 284,196 | |
2.56%, 5/15/64, Series 2021-BNK33, Class A5 | | | 2,062,257 | | | | 1,739,817 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
2.75%, 12/15/64, Series 2021-BNK38, Class AS | | $ | 750,000 | | | $ | 619,878 | |
3.79%, 4/15/65, Series 2022-BNK41, Class A4^(a) | | | 1,216,732 | | | | 1,111,267 | |
| | |
Bank of America Merrill Lynch Commercial Mortgage Trust | | | | | | | | |
3.75%, 2/15/50, Series 2017-BNK3, Class AS | | | 1,031,129 | | | | 958,426 | |
3.88%, 2/15/50, Series 2017-BNK3, Class B^(a) | | | 994,000 | | | | 919,787 | |
BBCMS Mortgage Trust | | | | | | | | |
3.17%, 8/15/52, Series 2019-C4, Class AS | | | 400,000 | | | | 347,913 | |
| | |
Benchmark Mortgage Trust | | | | | | | | |
4.03%, 4/10/51, Series 2018-B3, Class A5 | | | 1,649,806 | | | | 1,561,496 | |
1.98%, 12/17/53, Series 2020-B21, Class A5 | | | 2,062,257 | | | | 1,680,866 | |
2.22%, 8/15/54, Series 2021-B28, Class A5 | | | 618,677 | | | | 504,243 | |
4.44%, 5/15/55, Series 2022-B35, Class A5^(a) | | | 2,180,934 | | | | 2,023,205 | |
3.72%, 3/15/62, Series 2019-B10, Class A4 | | | 454,934 | | | | 423,366 | |
BX Trust | | | | | | | | |
7.77%, 8/15/39, Series 2022-PSB, Class A^(a)(c) | | | 884,009 | | | | 888,976 | |
Cantor Commercial Real Estate Lending | | | | | | | | |
3.12%, 11/15/52, Series 2019-CF2, Class AS | | | 200,000 | | | | 171,934 | |
CD Mortgage Trust | | | | | | | | |
3.63%, 2/10/50, Series 2017-CD3, Class A4 | | | 310,000 | | | | 287,745 | |
| | |
Citigroup Commercial Mortgage Trust
| | | | | | | | |
3.37%, 11/15/49, Series 2016-C3, Class AS^(a) | | | 1,300,000 | | | | 1,205,865 | |
2.92%, 2/15/53, Series 2020-GC46, Class AS^(a) | | | 119,000 | | | | 102,528 | |
| | |
COMM Mortgage Trust | | | | | | | | |
3.71%, 7/10/48, Series 2015-LC21, Class A4 | | | 112,000 | | | | 108,913 | |
3.26%, 8/15/57, Series 2019-GC44, Class AM | | | 600,000 | | | | 533,935 | |
CSAIL Commercial Mortgage Trust | | | | | | | | |
3.48%, 3/15/53, Series 2020-C19, Class B^(a) | | | 425,000 | | | | 360,181 | |
DBJPM Mortgage Trust | | | | | | | | |
4.20%, 5/10/49, Series 2016-C1, Class B^(a) | | | 570,000 | | | | 524,668 | |
| | |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | | | | | | | | |
3.21%, 2/25/26, Series K734, Class A2 | | | 728,000 | | | | 705,997 | |
2.67%, 3/25/26, Series K055, Class A2 | | | 200,000 | | | | 191,370 | |
3.19%, 7/25/27, Series K067, Class A2 | | | 750,000 | | | | 714,449 | |
3.24%, 8/25/27, Series K068, Class A2 | | | 140,000 | | | | 133,444 | |
3.19%, 9/25/27, Series K069, Class A2^(a) | | | 55,000 | | | | 52,296 | |
3.93%, 6/25/28, Series K079, Class A2 | | | 804,000 | | | | 778,700 | |
3.42%, 2/25/29, Series K090, Class A2 | | | 1,000,000 | | | | 944,310 | |
3.51%, 3/25/29, Series K091, Class A2 | | | 1,000,000 | | | | 947,747 | |
1.38%, 7/25/30, Series K116, Class A2 | | | 1,000,000 | | | | 817,378 | |
1.50%, 10/25/30, Series K120, Class A2 | | | 1,000,000 | | | | 816,995 | |
2.11%, 1/25/31, Series K127, Class A2 | | | 1,000,000 | | | | 846,326 | |
5.54%, 6/25/31, Series KF115, Class AS^(a) | | | 367,345 | | | | 363,046 | |
2.13%, 11/25/31, Series K136, Class A2 | | | 1,000,000 | | | | 832,500 | |
5.56%, 12/25/31, Series KF128, Class AS^(a) | | | 197,140 | | | | 194,886 | |
2.25%, 1/25/32, Series K140, Class A2 | | | 1,000,000 | | | | 836,976 | |
2.59%, 1/25/32, Series K139, Class A2^(a) | | | 1,200,000 | | | | 1,031,380 | |
2.25%, 2/25/32, Series K141, Class A2 | | | 1,000,000 | | | | 837,120 | |
3.42%, 4/25/32, Series K154, Class A2 | | | 1,000,000 | | | | 937,956 | |
2.92%, 6/25/32, Series K146, Class A2 | | | 1,000,000 | | | | 875,543 | |
3.00%, 6/25/32, Series K147, Class A2^(a) | | | 1,500,000 | | | | 1,320,749 | |
3.50%, 7/25/32, Series K148, Class A2^(a) | | | 1,000,000 | | | | 913,579 | |
4.35%, 1/25/33, Series K154, Class A2^(a) | | | 310,000 | | | | 300,628 | |
1.94%, 2/25/35, Series K1515, Class A2 | | | 480,000 | | | | 361,603 | |
2.36%, 10/25/36, Series K1522, Class A2 | | | 250,000 | | | | 188,125 | |
| | |
FREMF Mortgage Trust | | | | | | | | |
3.60%, 4/25/48, Series 2015-K45, Class B^(a)(c) | | | 100,000 | | | | 97,709 | |
4.05%, 4/25/48, Series 2016-K54, Class B^(a)(c) | | | 590,000 | | | | 572,895 | |
4.21%, 6/25/51, Series 2018-K76, Class B^(a)(c) | | | 205,000 | | | | 195,847 | |
| | |
Government National Mortgage Association | | | | | | | | |
3.40%, 2/16/47, Series 2014-50, Class C | | | 730,641 | | | | 707,035 | |
3.50%, 3/16/47, Series 2011-127, Class C^(a) | | | 11,816 | | | | 11,709 | |
| | |
JPMBB Commercial Mortgage Securities Trust | | | | | | | | |
3.78%, 8/15/47, Series 2014-C21, Class A5 | | | 88,000 | | | | 87,247 | |
| | |
JPMDB Commercial Mortgage Securities Trust | | | | | | | | |
2.88%, 6/15/49, Series 2016-C2, Class A3A | | | 1,197,196 | | | | 1,127,586 | |
3.06%, 11/13/52, Series 2019-COR6, Class A4 | | | 721,790 | | | | 604,692 | |
| | |
Morgan Stanley Bank of America Merrill Lynch Trust | | | | | | | | |
3.88%, 4/15/48, Series 2015-C22, Class B^(a) | | | 200,000 | | | | 189,023 | |
4.21%, 4/15/48, Series 2015-C22, Class C^(a) | | | 412,451 | | | | 373,307 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Morgan Stanley Capital I Trust | | | | | | | | |
3.28%, 11/15/49, Series 2016-BNK2, Class AS | | $ | 1,000,000 | | | $ | 914,290 | |
2.73%, 5/15/54, Series 2021-L5, Class A4 | | | 2,062,257 | | | | 1,758,771 | |
MSCG Trust | | | | | | | | |
3.46%, 6/7/35, Series 2015-ALDR, Class A2^(a)(c) | | | 412,000 | | | | 378,085 | |
UBS Commercial Mortgage Trust | | | | | | | | |
4.12%, 3/15/51, Series 2018-C9, Class A4^(a) | | | 412,451 | | | | 393,100 | |
Wells Fargo Commercial Mortgage Trust | | | | | | | | |
3.54%, 12/15/48, Series 2015-P2, Class A3 | | | 664,839 | | | | 640,992 | |
4.44%, 9/15/61, Series 2018-C47, Class A4 | | | 100,000 | | | | 96,781 | |
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $40,968,173) | | | | 40,451,377 | |
|
MUNICIPAL BONDS – 0.8% | |
|
United States – 0.8% | |
| | |
Metropolitan Transportation Authority 6.81%, 11/15/40, Series E | | | 1,440,000 | | | | 1,593,748 | |
| | |
New Jersey Turnpike Authority 7.10%, 1/1/41, Series A | | | 1,413,000 | | | | 1,652,798 | |
| | |
Port Authority of New York & New Jersey 4.93%, 10/1/51 | | | 965,000 | | | | 938,536 | |
| | |
State of California 7.55%, 4/1/39 | | | 1,790,000 | | | | 2,182,595 | |
| | |
State of Connecticut 5.85%, 3/15/32, Series A | | | 1,330,000 | | | | 1,386,126 | |
State of Washington 5.14%, 8/1/40, Series F | | | 1,610,000 | | | | 1,625,553 | |
TOTAL MUNICIPAL BONDS (Cost: $9,865,920) | | | | 9,379,356 | |
|
ASSET-BACKED SECURITIES – 1.4% | |
|
United States – 1.4% | |
| | |
American Express Credit Account Master Trust | | | | | | | | |
3.39%, 5/15/27, Series 2022-2, Class A | | | 500,000 | | | | 489,389 | |
3.75%, 8/15/27, Series 2022-3, Class A | | | 260,000 | | | | 254,890 | |
| | |
AmeriCredit Automobile Receivables Trust 4.81%, 4/18/28, Series 2022-2, Class B | | | 550,000 | | | | 544,246 | |
BA Credit Card Trust | | | | | | | | |
5.00%, 4/15/28, Series 2022-A2, Class A2 | | | 2,500,000 | | | | 2,499,168 | |
Capital One Multi-Asset Execution Trust | | | | | | | | |
4.95%, 10/15/27, Series 2022-A3, Class A | | | 830,000 | | | | 827,658 | |
CarMax Auto Owner Trust | | | | | | | | |
0.53%, 10/15/26, Series 2021-1, Class A4 | | | 300,000 | | | | 286,590 | |
CNH Equipment Trust | | | | | | | | |
5.25%, 11/15/29, Series 2022-C, Class A4 | | | 3,950,000 | | | | 3,968,795 | |
| | |
Discover Card Execution Note Trust | | | | | | | | |
3.32%, 5/15/27, Series 2022-A2, Class A | | | 75,000 | | | | 73,318 | |
3.56%, 7/15/27, Series 2022-A3, Class A3 | | | 2,000,000 | | | | 1,956,681 | |
Exeter Automobile Receivables Trust | | | | | | | | |
0.98%, 6/15/26, Series 2021-2A, Class C | | | 183,667 | | | | 182,401 | |
Ford Credit Auto Owner Trust | | | | | | | | |
3.88%, 11/15/34, Series 2022-1, Class A(c) | | | 600,000 | | | | 580,615 | |
GM Financial Automobile Leasing Trust | | | | | | | | |
4.33%, 5/20/26, Series 2022-2, Class C | | | 500,000 | | | | 494,609 | |
| | |
GM Financial Consumer Automobile Receivables Trust | | | | | | | | |
0.48%, 6/16/26, Series 2021-3, Class A3 | | | 163,163 | | | | 159,060 | |
0.54%, 5/17/27, Series 2021-1, Class A4 | | | 412,000 | | | | 398,402 | |
3.25%, 4/17/28, Series 2022-2, Class A4 | | | 579,000 | | | | 558,069 | |
GM Financial Revolving Receivables Trust | | | | | | | | |
1.17%, 6/12/34, Series 2021-1, Class A(c) | | | 630,000 | | | | 571,879 | |
Honda Auto Receivables Owner Trust | | | | | | | | |
0.55%, 8/16/27, Series 2021-2, Class A4 | | | 412,000 | | | | 398,092 | |
| | |
Mercedes-Benz Auto Receivables Trust | | | | | | | | |
0.46%, 6/15/26, Series 2021-1, Class A3 | | | 194,144 | | | | 189,096 | |
5.25%, 2/15/29, Series 2022-1, Class A4 | | | 570,000 | | | | 572,710 | |
| | |
Nissan Auto Receivables Owner Trust | | | | | | | | |
1.86%, 8/17/26, Series 2022-A, Class A3 | | | 545,460 | | | | 531,759 | |
4.45%, 11/15/29, Series 2022-B, Class A4 | | | 309,000 | | | | 304,742 | |
| | |
Santander Drive Auto Receivables Trust 4.49%, 8/15/29, Series 2022-3, Class C | | | 300,000 | | | | 293,916 | |
| | |
Verizon Master Trust 0.50%, 5/20/27, Series 2021-1, Class A | | | 412,000 | | | | 407,565 | |
Volkswagen Auto Loan Enhanced Trust | | | | | | | | |
1.02%, 6/22/26, Series 2021-1, Class A3 | | | 231,915 | | | | 226,229 | |
| | |
World Omni Auto Receivables Trust | | | | | | | | |
1.23%, 11/17/25, Series 2020-A, Class A4 | | | 629,379 | | | | 628,532 | |
0.81%, 10/15/26, Series 2021-D, Class A3 | | | 361,239 | | | | 351,420 | |
TOTAL ASSET-BACKED SECURITIES (Cost: $17,592,984) | | | | 17,749,831 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 95.6% (Cost: $1,207,056,851) | | | | 1,180,792,168 | |
| |
Other Assets less Liabilities – 4.4% | | | | 54,831,926 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | | | | $ | 1,235,624,094 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)
February 29, 2024
^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
(a) | Rate shown reflects the accrual rate as of February 29, 2024 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. |
(f) | As of February 29, 2024, the issuer has not defaulted on any interest payments, however, it is increasingly likely that the issuer will restructure its debt obligations in the near-term. |
(g) | Security is in default on interest payments. |
| | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
Short Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
Ultra 10 Year U.S. Treasury Note | | | 113 | | | | 6/18/24 | | | $ | (12,901,422 | ) | | $ | (9,711 | ) |
|
Long Exposure | |
2 Year U.S. Treasury Note | | | 39 | | | | 6/28/24 | | | $ | 7,985,250 | | | $ | 7,961 | |
5 Year U.S. Treasury Note | | | 174 | | | | 6/28/24 | | | | 18,601,688 | | | | 4,078 | |
10 Year U.S. Treasury Note | | | 116 | | | | 6/18/24 | | | | 12,810,750 | | | | 3,625 | |
U.S. Treasury Long Bond | | | 74 | | | | 6/18/24 | | | | 8,824,500 | | | | 47,984 | |
U.S. Treasury Ultra Long Term Bond | | | 149 | | | | 6/18/24 | | | | 19,053,375 | | | | 150,087 | |
| | | $ | 67,275,563 | | | $ | 213,735 | |
Total – Net | | | $ | 54,374,141 | | | $ | 204,024 | |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 231,362,355 | | | $ | — | | | $ | 231,362,355 | |
U.S. Government Obligations | | | — | | | | 354,227,824 | | | | — | | | | 354,227,824 | |
Corporate Bonds | | | — | | | | 466,747,679 | | | | — | | | | 466,747,679 | |
Foreign Government Agencies | | | — | | | | 9,959,782 | | | | — | | | | 9,959,782 | |
Foreign Government Obligations | | | — | | | | 45,256,690 | | | | — | | | | 45,256,690 | |
Supranational Bonds | | | — | | | | 5,657,274 | | | | — | | | | 5,657,274 | |
Commercial Mortgage-Backed Securities | | | — | | | | 40,451,377 | | | | — | | | | 40,451,377 | |
Municipal Bonds | | | — | | | | 9,379,356 | | | | — | | | | 9,379,356 | |
Asset-Backed Securities | | | — | | | | 17,749,831 | | | | — | | | | 17,749,831 | |
Total Investments in Securities | | $ | — | | | $ | 1,180,792,168 | | | $ | — | | | $ | 1,180,792,168 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 213,735 | | | $ | — | | | $ | — | | | $ | 213,735 | |
Liabilities: | | | | | | | | | | | | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | (9,711 | ) | | $ | — | | | $ | — | | | $ | (9,711 | ) |
Total – Net | | $ | 204,024 | | | $ | 1,180,792,168 | | | $ | — | | | $ | 1,180,996,192 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT AGENCIES – 16.8% | |
|
Federal Farm Credit Bank – 0.7% | |
2.02%, 4/1/31 | | $ | 2,000,000 | | | $ | 1,675,779 | |
1.79%, 6/22/35 | | | 500,000 | | | | 359,115 | |
1.65%, 7/23/35 | | | 1,566,000 | | | | 1,104,030 | |
5.94%, 1/2/36 | | | 2,000,000 | | | | 1,996,421 | |
1.95%, 8/13/40 | | | 1,500,000 | | | | 934,380 | |
| | | | | | | | |
Total Federal Farm Credit Bank | | | | 6,069,725 | |
|
Federal Home Loan Bank – 1.5% | |
3.25%, 11/16/28 | | | 900,000 | | | | 861,975 | |
5.63%, 3/14/36 | | | 1,710,000 | | | | 1,869,953 | |
5.50%, 7/15/36, Series 677 | | | 9,845,000 | | | | 10,779,291 | |
| | | | | | | | |
Total Federal Home Loan Bank | | | | 13,511,219 | |
|
Federal Home Loan Mortgage Corporation – 3.0% | |
3.00%, 5/1/30 | | | 249,564 | | | | 242,361 | |
4.00%, 11/1/33 | | | 4,452 | | | | 4,401 | |
2.00%, 10/1/35 | | | 98,848 | | | | 87,969 | |
6.50%, 3/1/36 | | | 100,735 | | | | 104,115 | |
2.00%, 2/1/37 | | | 261,112 | | | | 230,380 | |
5.00%, 6/1/37 | | | 986 | | | | 989 | |
4.56%, 11/15/38, Series 1(a) | | | 6,227,000 | | | | 3,073,772 | |
4.69%, 11/15/38(a) | | | 6,500,000 | | | | 3,189,355 | |
5.50%, 2/1/40 | | | 4,279 | | | | 4,385 | |
5.00%, 3/1/41 | | | 128,044 | | | | 128,444 | |
5.50%, 6/1/41 | | | 1,960 | | | | 2,005 | |
5.00%, 7/1/41 | | | 3,637 | | | | 3,643 | |
3.00%, 7/1/43 | | | 516,808 | | | | 460,620 | |
3.50%, 1/1/44 | | | 416,955 | | | | 384,177 | |
3.50%, 8/1/45 | | | 294,089 | | | | 268,883 | |
4.00%, 9/1/45 | | | 40,944 | | | | 38,545 | |
4.00%, 10/1/45 | | | 43,932 | | | | 41,409 | |
4.00%, 12/1/45 | | | 77,538 | | | | 72,994 | |
4.50%, 4/1/46 | | | 269,038 | | | | 261,883 | |
3.00%, 6/1/46 | | | 37,710 | | | | 33,169 | |
3.00%, 9/1/46 | | | 116,047 | | | | 103,424 | |
3.50%, 9/1/46 | | | 64,379 | | | | 58,551 | |
3.00%, 10/1/46 | | | 48,815 | | | | 42,941 | |
3.50%, 11/1/46 | | | 9,060 | | | | 8,240 | |
4.00%, 1/1/47 | | | 75,159 | | | | 70,668 | |
3.50%, 4/1/47 | | | 104,668 | | | | 94,930 | |
4.00%, 5/1/47 | | | 44,160 | | | | 41,433 | |
3.50%, 9/1/47 | | | 103,530 | | | | 94,019 | |
4.00%, 10/1/47 | | | 129,451 | | | | 121,305 | |
4.50%, 10/1/47 | | | 30,749 | | | | 29,693 | |
3.50%, 11/1/47 | | | 241,631 | | | | 219,274 | |
4.00%, 9/1/48 | | | 43,376 | | | | 40,602 | |
5.00%, 3/1/49 | | | 10,918 | | | | 10,792 | |
4.50%, 5/1/49 | | | 53,572 | | | | 51,481 | |
4.00%, 7/1/49 | | | 433,141 | | | | 406,325 | |
4.50%, 7/1/49 | | | 27,608 | | | | 26,530 | |
3.50%, 8/1/49 | | | 275,089 | | | | 248,231 | |
2.50%, 9/1/49 | | | 280,482 | | | | 233,646 | |
3.00%, 10/1/49 | | | 500,020 | | | | 435,428 | |
5.00%, 10/1/49 | | | 237,230 | | | | 234,175 | |
5.50%, 10/1/49 | | | 197,561 | | | | 200,962 | |
3.00%, 2/1/50 | | | 355,737 | | | | 309,550 | |
3.00%, 5/1/50 | | | 53,140 | | | | 46,058 | |
2.50%, 6/1/50 | | | 336,275 | | | | 280,398 | |
2.50%, 7/1/50 | | | 237,146 | | | | 198,131 | |
2.00%, 9/1/50 | | | 115,306 | | | | 91,386 | |
2.50%, 10/1/50 | | | 216,357 | | | | 181,237 | |
2.00%, 1/1/51 | | | 131,488 | | | | 104,048 | |
2.50%, 1/1/51 | | | 729,330 | | | | 604,536 | |
4.50%, 1/1/51 | | | 68,201 | | | | 65,540 | |
1.50%, 2/1/51 | | | 388,549 | | | | 291,372 | |
1.50%, 4/1/51 | | | 448,310 | | | | 335,239 | |
2.00%, 4/1/51 | | | 973,947 | | | | 770,721 | |
2.50%, 4/1/51 | | | 315,518 | | | | 259,273 | |
2.00%, 5/1/51 | | | 600,930 | | | | 475,071 | |
2.50%, 5/1/51 | | | 460,387 | | | | 378,604 | |
1.50%, 6/1/51 | | | 29,812 | | | | 22,287 | |
2.50%, 9/1/51 | | | 831,378 | | | | 685,283 | |
1.50%, 10/1/51 | | | 199,990 | | | | 149,419 | |
3.50%, 10/1/51 | | | 323,597 | | | | 289,512 | |
2.00%, 11/1/51 | | | 1,299,738 | | | | 1,023,963 | |
2.00%, 12/1/51 | | | 401,961 | | | | 317,001 | |
2.50%, 12/1/51 | | | 96,688 | | | | 79,542 | |
3.50%, 12/1/51 | | | 107,093 | | | | 95,779 | |
3.50%, 1/1/52 | | | 66,249 | | | | 59,240 | |
2.50%, 2/1/52 | | | 486,553 | | | | 402,855 | |
2.00%, 3/1/52 | | | 1,462,739 | | | | 1,153,688 | |
2.50%, 4/1/52 | | | 285,637 | | | | 236,673 | |
3.00%, 4/1/52 | | | 269,745 | | | | 230,958 | |
2.00%, 5/1/52 | | | 302,520 | | | | 242,256 | |
3.00%, 6/1/52 | | | 411,273 | | | | 354,356 | |
3.50%, 6/1/52 | | | 252,585 | | | | 224,889 | |
4.50%, 7/1/52 | | | 45,309 | | | | 42,884 | |
3.00%, 8/1/52 | | | 47,274 | | | | 40,570 | |
4.00%, 8/1/52 | | | 23,156 | | | | 21,302 | |
4.50%, 8/1/52 | | | 436,354 | | | | 413,037 | |
3.00%, 9/1/52 | | | 771,126 | | | | 660,063 | |
4.50%, 9/1/52 | | | 726,859 | | | | 688,190 | |
5.00%, 9/1/52 | | | 22,686 | | | | 22,093 | |
4.50%, 10/1/52 | | | 270,636 | | | | 257,241 | |
5.00%, 10/1/52 | | | 90,692 | | | | 88,079 | |
5.00%, 11/1/52 | | | 137,838 | | | | 133,842 | |
4.50%, 12/1/52 | | | 164,185 | | | | 155,395 | |
5.00%, 12/1/52 | | | 49,404 | | | | 47,981 | |
4.00%, 1/1/53 | | | 23,800 | | | | 21,894 | |
4.50%, 1/1/53 | | | 96,000 | | | | 90,860 | |
5.00%, 2/1/53 | | | 70,912 | | | | 68,817 | |
5.00%, 4/1/53 | | | 379,905 | | | | 368,590 | |
5.00%, 5/1/53 | | | 48,095 | | | | 46,662 | |
5.00%, 6/1/53 | | | 96,638 | | | | 94,024 | |
5.00%, 9/1/53 | | | 297,018 | | | | 288,172 | |
5.50%, 9/1/53 | | | 482,538 | | | | 477,259 | |
6.00%, 9/1/53 | | | 262,188 | | | | 263,318 | |
6.50%, 9/1/53 | | | 93,682 | | | | 95,338 | |
2.50%, 10/1/53 | | | 74,297 | | | | 61,149 | |
6.00%, 10/1/53 | | | 24,113 | | | | 24,217 | |
6.50%, 10/1/53 | | | 47,656 | | | | 48,498 | |
5.50%, 11/1/53 | | | 684,146 | | | | 676,661 | |
6.00%, 11/1/53 | | | 509,440 | | | | 511,636 | |
6.50%, 11/1/53 | | | 239,865 | | | | 244,104 | |
6.50%, 12/1/53 | | | 241,436 | | | | 245,702 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
6.50%, 1/1/54 | | $ | 416,579 | | | $ | 423,940 | |
| | | | | | | | |
Total Federal Home Loan Mortgage Corporation | | | | 27,986,532 | |
|
Federal National Mortgage Association – 5.9% | |
4.00%, 9/1/25 | | | 150,535 | | | | 148,322 | |
2.50%, 11/1/30 | | | 169,510 | | | | 160,012 | |
2.50%, 1/1/32 | | | 417,446 | | | | 392,807 | |
3.00%, 5/1/32 | | | 123,804 | | | | 117,013 | |
6.00%, 12/1/32 | | | 145,030 | | | | 146,142 | |
2.50%, 1/1/33 | | | 169,005 | | | | 160,502 | |
5.50%, 10/1/35 | | | 19,233 | | | | 19,648 | |
1.50%, 5/1/36 | | | 67,907 | | | | 59,037 | |
2.00%, 1/1/37 | | | 1,204,861 | | | | 1,062,314 | |
5.50%, 4/1/37 | | | 92,412 | | | | 93,943 | |
1.50%, 5/1/37 | | | 1,018,460 | | | | 880,454 | |
5.63%, 7/15/37 | | | 3,770,000 | | | | 4,172,108 | |
5.00%, 5/1/38 | | | 6,331 | | | | 6,334 | |
5.50%, 6/1/38 | | | 52,026 | | | | 53,164 | |
6.21%, 8/6/38 | | | 1,670,000 | | | | 1,946,418 | |
5.50%, 11/1/38 | | | 1,308 | | | | 1,336 | |
5.00%, 9/1/39 | | | 109,158 | | | | 109,076 | |
6.00%, 7/1/41 | | | 205,391 | | | | 213,326 | |
4.00%, 10/1/41 | | | 440,751 | | | | 418,507 | |
4.00%, 11/1/41 | | | 44,234 | | | | 41,968 | |
4.50%, 1/1/42 | | | 88,403 | | | | 86,327 | |
6.00%, 1/1/42 | | | 161,967 | | | | 168,219 | |
4.00%, 9/1/42 | | | 163,149 | | | | 154,766 | |
2.50%, 2/1/43 | | | 132,601 | | | | 113,260 | |
2.50%, 5/1/43 | | | 42,471 | | | | 36,241 | |
3.50%, 7/1/43 | | | 258,020 | | | | 237,607 | |
3.00%, 8/1/43 | | | 310,078 | | | | 276,016 | |
3.00%, 9/1/43 | | | 366,382 | | | | 326,115 | |
4.50%, 9/1/43 | | | 12,777 | | | | 12,476 | |
3.50%, 10/1/43 | | | 98,546 | | | | 90,407 | |
4.50%, 5/1/44 | | | 19,011 | | | | 18,480 | |
4.00%, 6/1/44 | | | 29,713 | | | | 28,067 | |
4.00%, 7/1/44 | | | 198,025 | | | | 186,918 | |
4.50%, 2/1/45 | | | 32,619 | | | | 31,709 | |
3.50%, 6/1/45 | | | 2,605 | | | | 2,373 | |
4.00%, 6/1/45 | | | 271,140 | | | | 255,617 | |
4.00%, 9/1/45 | | | 33,217 | | | | 31,270 | |
3.00%, 12/1/45 | | | 38,086 | | | | 33,487 | |
4.00%, 1/1/46 | | | 68,408 | | | | 64,550 | |
3.50%, 2/1/46 | | | 27,642 | | | | 25,239 | |
3.50%, 5/1/46 | | | 102,140 | | | | 92,773 | |
3.00%, 6/1/46 | | | 31,291 | | | | 27,487 | |
4.00%, 7/1/46 | | | 30,641 | | | | 28,774 | |
2.50%, 9/1/46 | | | 15,246 | | | | 12,906 | |
2.50%, 10/1/46 | | | 19,315 | | | | 16,350 | |
3.00%, 10/1/46 | | | 182,203 | | | | 160,058 | |
3.00%, 11/1/46 | | | 68,986 | | | | 60,606 | |
2.50%, 12/1/46 | | | 34,740 | | | | 29,408 | |
3.00%, 12/1/46 | | | 95,853 | | | | 84,196 | |
3.50%, 12/1/46 | | | 372,163 | | | | 338,030 | |
2.50%, 1/1/47 | | | 42,780 | | | | 36,214 | |
3.50%, 1/1/47 | | | 93,364 | | | | 84,802 | |
5.50%, 1/1/47 | | | 177,999 | | | | 181,384 | |
3.00%, 5/1/47 | | | 473,949 | | | | 419,084 | |
4.50%, 5/1/47 | | | 211,619 | | | | 205,714 | |
4.00%, 6/1/47 | | | 200,572 | | | | 188,385 | |
3.50%, 7/1/47 | | | 802,988 | | | | 740,178 | |
4.00%, 7/1/47 | | | 100,361 | | | | 94,407 | |
5.00%, 7/1/47 | | | 113,232 | | | | 113,271 | |
4.00%, 8/1/47 | | | 71,524 | | | | 67,031 | |
4.00%, 9/1/47 | | | 100,050 | | | | 93,754 | |
4.50%, 9/1/47 | | | 93,485 | | | | 90,162 | |
4.00%, 10/1/47 | | | 386,931 | | | | 362,584 | |
3.50%, 1/1/48 | | | 128,620 | | | | 116,654 | |
4.50%, 1/1/48 | | | 53,222 | | | | 51,330 | |
3.00%, 2/1/48 | | | 79,664 | | | | 69,883 | |
3.50%, 2/1/48 | | | 401,402 | | | | 364,057 | |
5.00%, 5/1/48 | | | 39,123 | | | | 38,611 | |
3.00%, 8/1/48 | | | 331,609 | | | | 293,301 | |
4.00%, 9/1/48 | | | 115,983 | | | | 108,745 | |
5.00%, 10/1/48 | | | 349,783 | | | | 349,518 | |
3.00%, 11/1/48 | | | 845,848 | | | | 743,721 | |
3.50%, 11/1/48 | | | 160,350 | | | | 145,432 | |
5.00%, 3/1/49 | | | 7,194 | | | | 7,096 | |
4.00%, 4/1/49 | | | 10,684 | | | | 9,981 | |
4.00%, 5/1/49 | | | 7,175 | | | | 6,703 | |
4.50%, 5/1/49 | | | 110,378 | | | | 106,069 | |
3.50%, 6/1/49 | | | 167,856 | | | | 152,239 | |
3.50%, 7/1/49 | | | 55,144 | | | | 49,693 | |
3.00%, 10/1/49 | | | 402,052 | | | | 348,776 | |
3.00%, 12/1/49 | | | 400,897 | | | | 347,792 | |
3.00%, 3/1/50 | | | 613,115 | | | | 532,437 | |
4.00%, 3/1/50 | | | 292,099 | | | | 273,066 | |
5.00%, 3/1/50 | | | 84,372 | | | | 83,271 | |
4.50%, 4/1/50 | | | 439,471 | | | | 422,766 | |
2.50%, 5/1/50 | | | 1,826,963 | | | | 1,529,820 | |
3.50%, 5/1/50 | | | 479,144 | | | | 434,623 | |
2.00%, 7/1/50 | | | 776,836 | | | | 621,923 | |
3.50%, 7/1/50 | | | 153,850 | | | | 139,318 | |
3.00%, 8/1/50 | | | 360,024 | | | | 311,567 | |
2.00%, 9/1/50 | | | 2,042,081 | | | | 1,618,458 | |
2.00%, 10/1/50 | | | 2,180,032 | | | | 1,744,829 | |
1.50%, 11/1/50 | | | 252,318 | | | | 189,035 | |
3.00%, 11/1/50 | | | 299,433 | | | | 261,767 | |
4.00%, 11/1/50 | | | 206,113 | | | | 192,887 | |
1.50%, 12/1/50 | | | 1,159,714 | | | | 868,618 | |
2.00%, 12/1/50 | | | 3,715,603 | | | | 2,950,996 | |
2.00%, 1/1/51 | | | 253,528 | | | | 200,760 | |
2.50%, 2/1/51 | | | 564,149 | | | | 473,220 | |
2.00%, 3/1/51 | | | 2,022,773 | | | | 1,598,612 | |
2.00%, 4/1/51 | | | 614,760 | | | | 483,131 | |
2.50%, 5/1/51 | | | 1,171,439 | | | | 962,615 | |
2.00%, 7/1/51 | | | 220,711 | | | | 174,857 | |
2.50%, 8/1/51 | | | 409,954 | | | | 340,452 | |
2.00%, 9/1/51 | | | 1,591,055 | | | | 1,253,963 | |
2.50%, 9/1/51 | | | 175,088 | | | | 144,501 | |
1.50%, 10/1/51 | | | 66,411 | | | | 49,555 | |
2.00%, 10/1/51 | | | 1,914,626 | | | | 1,511,099 | |
2.50%, 10/1/51 | | | 2,535,691 | | | | 2,090,764 | |
2.50%, 11/1/51 | | | 118,017 | | | | 98,702 | |
2.00%, 12/1/51 | | | 126,747 | | | | 100,874 | |
2.50%, 12/1/51 | | | 275,476 | | | | 228,259 | |
3.00%, 12/1/51 | | | 166,892 | | | | 144,785 | |
2.00%, 1/1/52 | | | 575,893 | | | | 455,727 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
2.50%, 1/1/52 | | $ | 923,893 | | | $ | 765,641 | |
3.00%, 1/1/52 | | | 232,068 | | | | 198,603 | |
2.00%, 2/1/52 | | | 439,205 | | | | 345,810 | |
2.50%, 2/1/52 | | | 2,224,887 | | | | 1,843,289 | |
3.00%, 2/1/52 | | | 1,182,289 | | | | 1,020,790 | |
2.00%, 3/1/52 | | | 367,908 | | | | 289,384 | |
2.50%, 3/1/52 | | | 1,445,636 | | | | 1,194,448 | |
3.00%, 3/1/52 | | | 147,767 | | | | 127,439 | |
1.50%, 4/1/52 | | | 329,043 | | | | 245,910 | |
2.50%, 4/1/52 | | | 82,387 | | | | 67,943 | |
3.50%, 4/1/52 | | | 116,871 | | | | 105,318 | |
2.00%, 5/1/52 | | | 353,342 | | | | 278,261 | |
2.50%, 5/1/52 | | | 424,055 | | | | 353,227 | |
3.00%, 5/1/52 | | | 752,584 | | | | 648,328 | |
3.50%, 5/1/52 | | | 136,721 | | | | 121,910 | |
4.00%, 5/1/52 | | | 633,934 | | | | 583,775 | |
3.50%, 6/1/52 | | | 484,124 | | | | 432,443 | |
2.50%, 7/1/52 | | | 70,395 | | | | 57,915 | |
3.50%, 7/1/52 | | | 94,720 | | | | 84,454 | |
4.50%, 7/1/52 | | | 89,866 | | | | 85,145 | |
3.50%, 8/1/52 | | | 186,794 | | | | 166,480 | |
4.00%, 8/1/52 | | | 231,221 | | | | 214,230 | |
4.50%, 8/1/52 | | | 67,782 | | | | 64,153 | |
2.50%, 9/1/52 | | | 69,206 | | | | 56,937 | |
4.00%, 9/1/52 | | | 300,701 | | | | 277,101 | |
5.00%, 9/1/52 | | | 357,993 | | | | 347,747 | |
4.00%, 10/1/52 | | | 152,141 | | | | 140,291 | |
5.00%, 10/1/52 | | | 179,809 | | | | 174,629 | |
4.00%, 1/1/53 | | | 332,325 | | | | 305,709 | |
5.50%, 1/1/53 | | | 113,682 | | | | 112,588 | |
5.00%, 2/1/53 | | | 47,137 | | | | 46,396 | |
5.50%, 2/1/53 | | | 277,367 | | | | 275,124 | |
5.00%, 4/1/53 | | | 23,531 | | | | 22,830 | |
6.00%, 4/1/53 | | | 68,321 | | | | 68,615 | |
3.50%, 5/1/53 | | | 95,184 | | | | 84,702 | |
4.50%, 6/1/53 | | | 118,613 | | | | 113,442 | |
5.00%, 6/1/53 | | | 145,157 | | | | 140,832 | |
4.50%, 7/1/53 | | | 82,372 | | | | 77,956 | |
5.50%, 7/1/53 | | | 94,809 | | | | 93,850 | |
6.00%, 7/1/53 | | | 369,542 | | | | 371,136 | |
5.50%, 8/1/53 | | | 47,905 | | | | 47,380 | |
6.00%, 8/1/53 | | | 47,289 | | | | 47,493 | |
5.50%, 11/1/53 | | | 464,693 | | | | 459,609 | |
4.50%, 12/1/53 | | | 74,433 | | | | 70,448 | |
| | | | | | | | |
Total Federal National Mortgage Association | | | | 54,335,702 | |
|
Tennessee Valley Authority – 5.3% | |
4.70%, 7/15/33, Series B | | | 350,000 | | | | 354,984 | |
4.65%, 6/15/35 | | | 3,250,000 | | | | 3,249,057 | |
5.88%, 4/1/36 | | | 8,260,000 | | | | 9,200,071 | |
6.15%, 1/15/38 | | | 180,000 | | | | 203,256 | |
5.50%, 6/15/38 | | | 2,000,000 | | | | 2,145,260 | |
5.25%, 9/15/39 | | | 10,998,000 | | | | 11,432,091 | |
3.50%, 12/15/42 | | | 5,719,000 | | | | 4,690,323 | |
4.88%, 1/15/48 | | | 2,824,000 | | | | 2,800,448 | |
4.25%, 9/15/52 | | | 2,050,000 | | | | 1,826,694 | |
5.38%, 4/1/56 | | | 5,297,000 | | | | 5,647,926 | |
4.63%, 9/15/60 | | | 3,760,000 | | | | 3,529,888 | |
4.25%, 9/15/65 | | | 4,000,000 | | | | 3,490,280 | |
| | | | | | | | |
Total Tennessee Valley Authority | | | | 48,570,278 | |
|
Uniform Mortgage-Backed Securities – 0.4% | |
3.50%, 3/18/39(b) | | | 100,000 | | | | 94,620 | |
5.00%, 4/16/39(b) | | | 50,000 | | | | 49,604 | |
1.50%, 3/1/54(b) | | | 25,000 | | | | 18,654 | |
3.00%, 3/1/54(b) | | | 25,000 | | | | 21,388 | |
3.50%, 3/1/54(b) | | | 200,000 | | | | 177,987 | |
4.00%, 3/1/54(b) | | | 125,000 | | | | 115,016 | |
4.50%, 3/1/54(b) | | | 75,000 | | | | 70,997 | |
5.00%, 3/1/54(b) | | | 500,000 | | | | 485,121 | |
5.50%, 3/1/54(b) | | | 575,000 | | | | 568,806 | |
6.00%, 3/1/54(b) | | | 700,000 | | | | 703,029 | |
6.50%, 3/1/54(b) | | | 500,000 | | | | 508,854 | |
7.00%, 3/13/54(b) | | | 500,000 | | | | 513,260 | |
2.00%, 4/1/54(b) | | | 75,000 | | | | 59,029 | |
2.50%, 4/1/54(b) | | | 100,000 | | | | 82,251 | |
4.50%, 4/1/54(b) | | | 50,000 | | | | 47,347 | |
5.50%, 4/1/54(b) | | | 100,000 | | | | 98,924 | |
6.00%, 4/1/54(b) | | | 175,000 | | | | 175,730 | |
6.50%, 4/1/54(b) | | | 200,000 | | | | 203,503 | |
7.00%, 4/11/54(b) | | | 100,000 | | | | 102,629 | |
| | | | | | | | |
Total Uniform Mortgage-Backed Securities | | | | 4,096,749 | |
TOTAL U.S. GOVERNMENT AGENCIES
(Cost: $180,779,333) | | | | 154,570,205 | |
|
U.S. GOVERNMENT OBLIGATIONS – 21.4% | |
|
U.S. Treasury Bonds – 5.7% | |
6.88%, 8/15/25 | | | 2,000,000 | | | | 2,063,320 | |
6.00%, 2/15/26 | | | 2,000,000 | | | | 2,052,930 | |
6.63%, 2/15/27 | | | 160,000 | | | | 170,006 | |
6.13%, 11/15/27 | | | 50,000 | | | | 53,029 | |
4.50%, 2/15/36 | | | 225,000 | | | | 232,980 | |
5.00%, 5/15/37 | | | 1,000,000 | | | | 1,079,922 | |
4.38%, 2/15/38 | | | 170,000 | | | | 172,072 | |
4.25%, 5/15/39 | | | 130,000 | | | | 128,629 | |
4.63%, 2/15/40 | | | 100,000 | | | | 102,758 | |
1.13%, 5/15/40 | | | 1,375,000 | | | | 849,277 | |
4.38%, 5/15/40 | | | 165,000 | | | | 164,459 | |
1.13%, 8/15/40 | | | 495,000 | | | | 302,685 | |
3.88%, 8/15/40 | | | 203,000 | | | | 189,932 | |
1.38%, 11/15/40 | | | 1,385,000 | | | | 880,124 | |
4.25%, 11/15/40 | | | 285,000 | | | | 278,677 | |
1.88%, 2/15/41 | | | 1,300,000 | | | | 896,391 | |
2.25%, 5/15/41 | | | 1,060,000 | | | | 774,380 | |
4.38%, 5/15/41 | | | 200,000 | | | | 197,922 | |
1.75%, 8/15/41 | | | 2,500,000 | | | | 1,666,406 | |
3.75%, 8/15/41 | | | 194,000 | | | | 177,055 | |
2.00%, 11/15/41 | | | 1,950,000 | | | | 1,350,832 | |
3.13%, 11/15/41 | | | 625,000 | | | | 520,605 | |
2.38%, 2/15/42 | | | 1,950,000 | | | | 1,434,164 | |
3.13%, 2/15/42 | | | 265,000 | | | | 219,909 | |
3.00%, 5/15/42 | | | 360,000 | | | | 291,938 | |
3.25%, 5/15/42 | | | 1,115,000 | | | | 938,342 | |
3.38%, 8/15/42 | | | 950,000 | | | | 812,621 | |
4.00%, 11/15/42 | | | 1,000,000 | | | | 934,062 | |
3.88%, 2/15/43 | | | 900,000 | | | | 824,555 | |
2.88%, 5/15/43 | | | 1,150,000 | | | | 905,805 | |
3.88%, 5/15/43 | | | 1,550,000 | | | | 1,417,887 | |
4.38%, 8/15/43 | | | 1,300,000 | | | | 1,273,391 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
4.75%, 11/15/43 | | $ | 500,000 | | | $ | 514,766 | |
3.63%, 2/15/44 | | | 990,000 | | | | 870,891 | |
3.00%, 11/15/44 | | | 850,000 | | | | 674,687 | |
2.50%, 2/15/45 | | | 550,000 | | | | 398,922 | |
3.00%, 11/15/45 | | | 405,000 | | | | 319,286 | |
2.50%, 2/15/46 | | | 470,000 | | | | 337,482 | |
2.50%, 5/15/46 | | | 2,060,000 | | | | 1,475,475 | |
2.25%, 8/15/46 | | | 525,000 | | | | 356,836 | |
2.88%, 11/15/46 | | | 440,000 | | | | 336,875 | |
3.00%, 2/15/47 | | | 645,000 | | | | 504,309 | |
3.00%, 5/15/47 | | | 800,000 | | | | 624,563 | |
2.75%, 8/15/47 | | | 1,000,000 | | | | 743,828 | |
2.75%, 11/15/47 | | | 460,000 | | | | 341,514 | |
3.00%, 2/15/48 | | | 850,000 | | | | 660,875 | |
3.13%, 5/15/48 | | | 625,000 | | | | 496,875 | |
3.00%, 8/15/48 | | | 795,000 | | | | 617,119 | |
3.38%, 11/15/48 | | | 365,000 | | | | 303,292 | |
3.00%, 2/15/49 | | | 500,000 | | | | 387,617 | |
2.88%, 5/15/49 | | | 680,000 | | | | 514,409 | |
2.25%, 8/15/49 | | | 310,000 | | | | 205,472 | |
2.38%, 11/15/49 | | | 550,000 | | | | 374,344 | |
2.00%, 2/15/50 | | | 1,855,000 | | | | 1,155,752 | |
1.25%, 5/15/50 | | | 1,108,000 | | | | 563,176 | |
1.38%, 8/15/50 | | | 1,280,000 | | | | 672,400 | |
1.63%, 11/15/50 | | | 950,000 | | | | 533,930 | |
1.88%, 2/15/51 | | | 1,020,000 | | | | 611,123 | |
2.38%, 5/15/51 | | | 1,950,000 | | | | 1,317,164 | |
2.00%, 8/15/51 | | | 1,270,000 | | | | 782,935 | |
1.88%, 11/15/51 | | | 1,690,000 | | | | 1,008,059 | |
2.25%, 2/15/52 | | | 1,425,000 | | | | 933,041 | |
2.88%, 5/15/52 | | | 1,050,000 | | | | 791,355 | |
3.00%, 8/15/52 | | | 1,150,000 | | | | 889,812 | |
4.00%, 11/15/52 | | | 800,000 | | | | 749,562 | |
3.63%, 2/15/53 | | | 1,600,000 | | | | 1,399,875 | |
3.63%, 5/15/53 | | | 1,400,000 | | | | 1,225,984 | |
4.13%, 8/15/53 | | | 2,400,000 | | | | 2,299,875 | |
4.75%, 11/15/53 | | | 3,000,000 | | | | 3,194,531 | |
| | | | | | | | |
Total U.S. Treasury Bonds | | | | 52,545,076 | |
|
U.S. Treasury Notes – 15.7% | |
3.88%, 3/31/25 | | | 200,000 | | | | 197,625 | |
2.13%, 5/15/25 | | | 175,000 | | | | 169,330 | |
2.88%, 5/31/25 | | | 565,000 | | | | 551,250 | |
2.75%, 6/30/25 | | | 311,000 | | | | 302,690 | |
4.63%, 6/30/25 | | | 1,000,000 | | | | 996,914 | |
3.00%, 7/15/25 | | | 1,000,000 | | | | 975,664 | |
0.25%, 7/31/25 | | | 2,400,000 | | | | 2,250,938 | |
2.00%, 8/15/25 | | | 1,500,000 | | | | 1,441,113 | |
3.13%, 8/15/25 | | | 1,125,000 | | | | 1,098,457 | |
0.25%, 8/31/25 | | | 2,160,000 | | | | 2,019,262 | |
2.75%, 8/31/25 | | | 1,000,000 | | | | 970,371 | |
5.00%, 8/31/25 | | | 1,000,000 | | | | 1,002,734 | |
0.25%, 9/30/25 | | | 1,972,000 | | | | 1,837,388 | |
4.25%, 10/15/25 | | | 1,000,000 | | | | 992,051 | |
0.25%, 10/31/25 | | | 1,250,000 | | | | 1,160,986 | |
3.00%, 10/31/25 | | | 500,000 | | | | 486,143 | |
2.25%, 11/15/25 | | | 1,535,000 | | | | 1,473,270 | |
4.50%, 11/15/25 | | | 1,000,000 | | | | 996,250 | |
0.38%, 11/30/25 | | | 1,065,000 | | | | 988,204 | |
4.88%, 11/30/25 | | | 1,250,000 | | | | 1,253,174 | |
4.00%, 12/15/25 | | | 705,000 | | | | 696,490 | |
0.38%, 12/31/25 | | | 1,400,000 | | | | 1,295,355 | |
2.63%, 12/31/25 | | | 250,000 | | | | 241,099 | |
3.88%, 1/15/26 | | | 855,000 | | | | 842,943 | |
0.38%, 1/31/26 | | | 1,746,400 | | | | 1,610,576 | |
2.63%, 1/31/26 | | | 1,000,000 | | | | 963,359 | |
1.63%, 2/15/26 | | | 1,900,000 | | | | 1,794,164 | |
4.00%, 2/15/26 | | | 916,000 | | | | 905,230 | |
0.50%, 2/28/26 | | | 2,500,000 | | | | 2,305,176 | |
4.63%, 3/15/26 | | | 1,500,000 | | | | 1,500,176 | |
0.75%, 3/31/26 | | | 2,000,000 | | | | 1,849,531 | |
2.25%, 3/31/26 | | | 175,000 | | | | 166,954 | |
3.75%, 4/15/26 | | | 2,211,000 | | | | 2,173,862 | |
0.75%, 4/30/26 | | | 2,400,000 | | | | 2,212,594 | |
1.63%, 5/15/26 | | | 1,170,000 | | | | 1,098,383 | |
3.63%, 5/15/26 | | | 2,000,000 | | | | 1,960,938 | |
0.75%, 5/31/26 | | | 3,050,000 | | | | 2,804,451 | |
2.13%, 5/31/26 | | | 1,000,000 | | | | 948,633 | |
4.13%, 6/15/26 | | | 2,322,000 | | | | 2,300,685 | |
0.88%, 6/30/26 | | | 1,500,000 | | | | 1,380,469 | |
1.88%, 6/30/26 | | | 850,000 | | | | 801,059 | |
4.50%, 7/15/26 | | | 1,300,000 | | | | 1,299,137 | |
0.63%, 7/31/26 | | | 2,500,000 | | | | 2,279,785 | |
1.88%, 7/31/26 | | | 1,170,000 | | | | 1,100,074 | |
1.50%, 8/15/26 | | | 1,624,000 | | | | 1,511,335 | |
4.38%, 8/15/26 | | | 652,000 | | | | 649,937 | |
0.75%, 8/31/26 | | | 3,175,000 | | | | 2,896,815 | |
1.38%, 8/31/26 | | | 335,000 | | | | 310,503 | |
0.88%, 9/30/26 | | | 1,475,000 | | | | 1,347,378 | |
1.63%, 9/30/26 | | | 100,000 | | | | 93,156 | |
1.13%, 10/31/26 | | | 1,000,000 | | | | 916,758 | |
2.00%, 11/15/26 | | | 500,000 | | | | 468,906 | |
1.25%, 11/30/26 | | | 1,315,000 | | | | 1,207,129 | |
4.38%, 12/15/26 | | | 515,000 | | | | 514,014 | |
1.25%, 12/31/26 | | | 3,000,000 | | | | 2,749,336 | |
1.75%, 12/31/26 | | | 620,000 | | | | 576,237 | |
1.50%, 1/31/27 | | | 4,000,000 | | | | 3,682,969 | |
2.25%, 2/15/27 | | | 2,500,000 | | | | 2,351,074 | |
1.13%, 2/28/27 | | | 2,500,000 | | | | 2,271,875 | |
1.88%, 2/28/27 | | | 3,250,000 | | | | 3,020,088 | |
0.63%, 3/31/27 | | | 2,390,000 | | | | 2,133,168 | |
2.50%, 3/31/27 | | | 2,000,000 | | | | 1,891,563 | |
0.50%, 4/30/27 | | | 2,300,000 | | | | 2,037,836 | |
2.75%, 4/30/27 | | | 3,350,000 | | | | 3,187,996 | |
2.38%, 5/15/27 | | | 3,240,000 | | | | 3,046,486 | |
0.50%, 5/31/27 | | | 2,460,000 | | | | 2,173,160 | |
2.63%, 5/31/27 | | | 3,315,000 | | | | 3,138,891 | |
0.50%, 6/30/27 | | | 2,815,000 | | | | 2,479,839 | |
3.25%, 6/30/27 | | | 1,500,000 | | | | 1,448,027 | |
0.38%, 7/31/27 | | | 1,245,000 | | | | 1,088,500 | |
2.75%, 7/31/27 | | | 2,000,000 | | | | 1,897,422 | |
2.25%, 8/15/27 | | | 595,000 | | | | 554,861 | |
0.50%, 8/31/27 | | | 666,700 | | | | 583,909 | |
3.13%, 8/31/27 | | | 2,000,000 | | | | 1,919,609 | |
0.38%, 9/30/27 | | | 860,000 | | | | 747,562 | |
4.13%, 9/30/27 | | | 1,790,000 | | | | 1,775,806 | |
0.50%, 10/31/27 | | | 835,000 | | | | 727,070 | |
4.13%, 10/31/27 | | | 1,000,000 | | | | 991,992 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
2.25%, 11/15/27 | | $ | 540,000 | | | $ | 501,525 | |
0.63%, 11/30/27 | | | 1,762,400 | | | | 1,537,901 | |
3.88%, 11/30/27 | | | 1,000,000 | | | | 983,594 | |
0.63%, 12/31/27 | | | 1,250,000 | | | | 1,087,598 | |
3.88%, 12/31/27 | | | 800,000 | | | | 786,781 | |
0.75%, 1/31/28 | | | 1,440,000 | | | | 1,256,006 | |
3.50%, 1/31/28 | | | 1,900,000 | | | | 1,843,223 | |
2.75%, 2/15/28 | | | 650,000 | | | | 612,904 | |
1.13%, 2/29/28 | | | 821,600 | | | | 725,993 | |
4.00%, 2/29/28 | | | 1,000,000 | | | | 987,813 | |
1.25%, 3/31/28 | | | 600,000 | | | | 531,773 | |
3.63%, 3/31/28 | | | 2,500,000 | | | | 2,434,961 | |
1.25%, 4/30/28 | | | 1,515,000 | | | | 1,339,532 | |
2.88%, 5/15/28 | | | 590,000 | | | | 557,596 | |
1.25%, 5/31/28 | | | 1,625,000 | | | | 1,433,682 | |
1.25%, 6/30/28 | | | 2,000,000 | | | | 1,760,781 | |
1.00%, 7/31/28 | | | 1,500,000 | | | | 1,303,008 | |
2.88%, 8/15/28 | | | 950,000 | | | | 895,523 | |
1.25%, 9/30/28 | | | 2,145,000 | | | | 1,876,121 | |
3.13%, 11/15/28 | | | 800,000 | | | | 760,813 | |
1.50%, 11/30/28 | | | 2,360,000 | | | | 2,081,041 | |
1.38%, 12/31/28 | | | 2,500,000 | | | | 2,186,426 | |
3.75%, 12/31/28 | | | 2,120,000 | | | | 2,072,134 | |
1.75%, 1/31/29 | | | 2,535,000 | | | | 2,253,971 | |
| | | | | | | | |
Total U.S. Treasury Notes | | | | 143,896,844 | |
TOTAL U.S. GOVERNMENT OBLIGATIONS
(Cost: $205,429,652) | | | | 196,441,920 | |
|
CORPORATE BONDS – 46.3% | |
|
Australia – 0.2% | |
| | |
BHP Billiton Finance USA Ltd. 4.88%, 2/27/26 | | | 250,000 | | | | 249,057 | |
6.42%, 3/1/26 | | | 100,000 | | | | 102,469 | |
4.13%, 2/24/42 | | | 68,000 | | | | 58,638 | |
5.50%, 9/8/53 | | | 300,000 | | | | 306,687 | |
| | |
Rio Tinto Finance USA Ltd. 7.13%, 7/15/28 | | | 108,000 | | | | 117,698 | |
2.75%, 11/2/51 | | | 100,000 | | | | 63,505 | |
| | |
Westpac Banking Corp. | | | | | | | | |
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 | | | | 114,300 | |
2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(c) | | | 210,000 | | | | 171,314 | |
2.96%, 11/16/40 | | | 195,000 | | | | 133,507 | |
3.13%, 11/18/41 | | | 313,000 | | | | 216,521 | |
| | | | | | | | |
Total Australia | | | | 1,533,696 | |
|
Austria – 0.0% | |
| | |
Suzano Austria GmbH 5.00%, 1/15/30 | | | 242,000 | | | | 230,621 | |
3.75%, 1/15/31 | | | 43,000 | | | | 37,628 | |
| | | | | | | | |
Total Austria | | | | 268,249 | |
|
Belgium – 0.2% | |
| | |
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. 4.90%, 2/1/46 | | | 300,000 | | | | 280,392 | |
| | |
Anheuser-Busch InBev Worldwide, Inc. 4.00%, 4/13/28 | | | 314,000 | | | | 304,552 | |
4.75%, 1/23/29 | | | 465,000 | | | | 462,005 | |
4.90%, 1/23/31 | | | 87,000 | | | | 87,516 | |
5.55%, 1/23/49 | | | 400,000 | | | | 410,760 | |
5.80%, 1/23/59 | | | 400,000 | | | | 423,512 | |
| | | | | | | | |
Total Belgium | | | | 1,968,737 | |
|
Bermuda – 0.0% | |
| | |
RenaissanceRe Holdings Ltd. 3.60%, 4/15/29 | | | 125,000 | | | | 115,366 | |
|
Brazil – 0.2% | |
| | |
Suzano Austria GmbH 6.00%, 1/15/29 | | | 235,000 | | | | 235,153 | |
| | |
Suzano International Finance BV 5.50%, 1/17/27(d) | | | 185,000 | | | | 184,845 | |
| | |
Vale Overseas Ltd. 6.25%, 8/10/26 | | | 129,000 | | | | 131,274 | |
3.75%, 7/8/30 | | | 483,000 | | | | 434,792 | |
6.88%, 11/21/36 | | | 127,000 | | | | 136,140 | |
| | |
Vale SA 5.63%, 9/11/42 | | | 184,000 | | | | 180,441 | |
| | | | | | | | |
Total Brazil | | | | 1,302,645 | |
|
Canada – 2.1% | |
| | |
Bank of Montreal 1.85%, 5/1/25 | | | 138,000 | | | | 132,639 | |
5.92%, 9/25/25 | | | 500,000 | | | | 505,240 | |
0.95%, 1/22/27, (0.949% fixed rate until 1/22/26; Secured Overnight Financing Rate + 0.603% thereafter)(c) | | | 554,000 | | | | 511,320 | |
3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(c) | | | 288,000 | | | | 265,288 | |
| | |
Bank of Nova Scotia 4.75%, 2/2/26 | | | 1,250,000 | | | | 1,240,662 | |
1.30%, 9/15/26 | | | 132,000 | | | | 120,214 | |
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 | | | | 232,952 | |
| | |
Barrick Gold Corp. 5.25%, 4/1/42 | | | 200,000 | | | | 196,110 | |
| | |
Barrick North America Finance LLC 5.75%, 5/1/43 | | | 93,000 | | | | 95,205 | |
| | |
Barrick PD Australia Finance Pty. Ltd. 5.95%, 10/15/39 | | | 25,000 | | | | 25,605 | |
| | |
Bell Telephone Co. of Canada or Bell Canada 4.46%, 4/1/48 | | | 350,000 | | | | 297,756 | |
4.30%, 7/29/49 | | | 21,000 | | | | 17,321 | |
3.20%, 2/15/52, Series US-6 | | | 165,000 | | | | 110,984 | |
| | |
Brookfield Finance, Inc. 4.25%, 6/2/26 | | | 250,000 | | | | 245,648 | |
5.97%, 3/4/54 | | | 300,000 | | | | 303,096 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Canadian Imperial Bank of Commerce 3.30%, 4/7/25 | | $ | 549,000 | | | $ | 536,351 | |
3.95%, 8/4/25 | | | 500,000 | | | | 490,310 | |
| | |
Canadian National Railway Co. 6.90%, 7/15/28 | | | 335,000 | | | | 361,324 | |
| | |
Canadian Natural Resources Ltd. 3.85%, 6/1/27 | | | 173,000 | | | | 165,755 | |
2.95%, 7/15/30 | | | 65,000 | | | | 56,610 | |
6.50%, 2/15/37 | | | 154,000 | | | | 160,622 | |
4.95%, 6/1/47 | | | 222,000 | | | | 193,759 | |
| | |
Canadian Pacific Railway Co. 2.88%, 11/15/29 | | | 138,000 | | | | 122,886 | |
7.13%, 10/15/31 | | | 330,000 | | | | 369,197 | |
4.80%, 9/15/35 | | | 95,000 | | | | 91,030 | |
3.00%, 12/2/41 | | | 240,000 | | | | 206,402 | |
4.30%, 5/15/43 | | | 125,000 | | | | 107,163 | |
3.50%, 5/1/50 | | | 69,000 | | | | 50,460 | |
4.20%, 11/15/69 | | | 315,000 | | | | 247,105 | |
6.13%, 9/15/2115 | | | 135,000 | | | | 142,721 | |
| | |
Cenovus Energy, Inc. 2.65%, 1/15/32 | | | 231,000 | | | | 189,087 | |
5.25%, 6/15/37 | | | 102,000 | | | | 95,819 | |
3.75%, 2/15/52(d) | | | 194,000 | | | | 138,859 | |
| | |
CI Financial Corp. 3.20%, 12/17/30 | | | 228,000 | | | | 181,878 | |
4.10%, 6/15/51 | | | 170,000 | | | | 100,849 | |
| | |
Emera U.S. Finance LP 4.75%, 6/15/46 | | | 173,000 | | | | 141,310 | |
| | |
Enbridge, Inc. 4.25%, 12/1/26 | | | 25,000 | | | | 24,462 | |
3.13%, 11/15/29 | | | 151,000 | | | | 136,483 | |
5.70%, 3/8/33 | | | 500,000 | | | | 506,250 | |
4.50%, 6/10/44 | | | 400,000 | | | | 335,176 | |
4.00%, 11/15/49 | | | 450,000 | | | | 349,263 | |
| | |
Fairfax Financial Holdings Ltd. 4.85%, 4/17/28 | | | 157,000 | | | | 153,800 | |
| | |
Hydro-Quebec 9.38%, 4/15/30, Series HK | | | 10,000 | | | | 12,352 | |
| | |
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 | | | | 23,833 | |
5.38%, 3/4/46 | | | 56,000 | | | | 54,877 | |
| | |
Nutrien Ltd. 3.00%, 4/1/25 | | | 187,000 | | | | 181,958 | |
4.00%, 12/15/26 | | | 100,000 | | | | 96,915 | |
4.13%, 3/15/35 | | | 57,000 | | | | 51,410 | |
5.88%, 12/1/36 | | | 95,000 | | | | 97,359 | |
5.25%, 1/15/45 | | | 394,000 | | | | 367,539 | |
5.80%, 3/27/53 | | | 125,000 | | | | 125,398 | |
| | |
Rogers Communications, Inc. 2.95%, 3/15/25 | | | 260,000 | | | | 253,193 | |
3.20%, 3/15/27 | | | 300,000 | | | | 282,573 | |
4.50%, 3/15/43 | | | 110,000 | | | | 93,528 | |
5.00%, 3/15/44 | | | 133,000 | | | | 120,096 | |
4.30%, 2/15/48 | | | 81,000 | | | | 64,881 | |
4.35%, 5/1/49 | | | 327,000 | | | | 262,977 | |
4.55%, 3/15/52 | | | 234,000 | | | | 193,415 | |
| | |
Royal Bank of Canada 4.95%, 4/25/25 | | | 500,000 | | | | 498,810 | |
1.20%, 4/27/26 | | | 500,000 | | | | 460,355 | |
3.63%, 5/4/27 | | | 300,000 | | | | 287,622 | |
6.00%, 11/1/27 | | | 787,000 | | | | 811,027 | |
| | |
Suncor Energy, Inc. 5.95%, 12/1/34 | | | 71,000 | | | | 73,874 | |
6.80%, 5/15/38 | | | 123,000 | | | | 131,434 | |
6.50%, 6/15/38 | | | 265,000 | | | | 277,725 | |
4.00%, 11/15/47 | | | 91,000 | | | | 69,548 | |
| | |
Teck Resources Ltd. 6.00%, 8/15/40 | | | 256,000 | | | | 254,157 | |
| | |
TELUS Corp. 3.70%, 9/15/27 | | | 130,000 | | | | 123,468 | |
4.60%, 11/16/48 | | | 140,000 | | | | 119,818 | |
| | |
Thomson Reuters Corp. 5.65%, 11/23/43 | | | 90,000 | | | | 87,534 | |
| | |
Toronto-Dominion Bank 3.77%, 6/6/25 | | | 510,000 | | | | 500,999 | |
5.10%, 1/9/26 | | | 250,000 | | | | 250,375 | |
2.80%, 3/10/27 | | | 500,000 | | | | 469,100 | |
4.11%, 6/8/27 | | | 667,000 | | | | 647,730 | |
4.69%, 9/15/27 | | | 220,000 | | | | 217,565 | |
| | |
TransCanada PipeLines Ltd. 4.88%, 1/15/26 | | | 500,000 | | | | 495,910 | |
4.75%, 5/15/38 | | | 460,000 | | | | 416,691 | |
7.25%, 8/15/38 | | | 125,000 | | | | 141,554 | |
6.10%, 6/1/40 | | | 70,000 | | | | 71,714 | |
4.88%, 5/15/48 | | | 250,000 | | | | 219,055 | |
5.10%, 3/15/49 | | | 188,000 | | | | 172,633 | |
| | | | | | | | |
Total Canada | | | | 19,035,973 | |
|
Chile – 0.0% | |
| | |
Celulosa Arauco y Constitucion SA 3.88%, 11/2/27 | | | 205,000 | | | | 192,575 | |
| | |
Enel Chile SA 4.88%, 6/12/28 | | | 20,000 | | | | 19,496 | |
| | | | | | | | |
Total Chile | | | | 212,071 | |
|
China – 0.1% | |
| | |
NXP BV/NXP Funding LLC 5.35%, 3/1/26 | | | 139,000 | | | | 138,840 | |
5.55%, 12/1/28 | | | 57,000 | | | | 57,669 | |
| | |
NXP BV/NXP Funding LLC/NXP USA, Inc. 3.88%, 6/18/26 | | | 95,000 | | | | 91,974 | |
4.30%, 6/18/29 | | | 247,000 | | | | 236,082 | |
2.65%, 2/15/32 | | | 210,000 | | | | 172,633 | |
3.25%, 5/11/41 | | | 100,000 | | | | 73,739 | |
3.13%, 2/15/42 | | | 110,000 | | | | 78,476 | |
| | | | | | | | |
Total China | | | | 849,413 | |
|
France – 0.1% | |
| | |
Lafarge SA 7.13%, 7/15/36 | | | 90,000 | | | | 99,936 | |
| | |
Orange SA 9.00%, 3/1/31 | | | 342,000 | | | | 413,461 | |
5.50%, 2/6/44 | | | 145,000 | | | | 144,984 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
TotalEnergies Capital International SA 2.83%, 1/10/30 | | $ | 225,000 | | | $ | 202,318 | |
| | |
TotalEnergies Capital SA 3.88%, 10/11/28 | | | 193,000 | | | | 186,065 | |
| | | | | | | | |
Total France | | | | 1,046,764 | |
|
Germany – 0.2% | |
| | |
Deutsche Bank AG 4.10%, 1/13/26 | | | 140,000 | | | | 136,783 | |
6.12%, 7/14/26, (6.119% fixed rate until 7/14/25; Secured Overnight Financing Rate + 3.19% thereafter)(c) | | | 500,000 | | | | 501,150 | |
3.55%, 9/18/31, (3.547% fixed rate until 9/18/30; Secured Overnight Financing Rate + 3.043% thereafter)(c) | | | 335,000 | | | | 290,602 | |
3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(c) | | | 245,000 | | | | 201,351 | |
7.08%, 2/10/34, (7.079% fixed rate until 11/10/32; Secured Overnight Financing Rate + 3.65% thereafter)(c) | | | 200,000 | | | | 199,822 | |
| | |
Deutsche Telekom International Finance BV 8.75%, 6/15/30 | | | 336,000 | | | | 396,581 | |
9.25%, 6/1/32 | | | 133,000 | | | | 167,997 | |
| | |
Mercedes-Benz Finance North America LLC 8.50%, 1/18/31 | | | 168,000 | | | | 204,115 | |
| | | | | | | | |
Total Germany | | | | 2,098,401 | |
|
Hong Kong – 0.0% | |
| | |
Prudential Funding Asia PLC 3.13%, 4/14/30 | | | 91,000 | | | | 81,193 | |
|
Ireland – 0.2% | |
| | |
AerCap Ireland Capital DAC/AerCap Global Aviation Trust 1.75%, 1/30/26 | | | 750,000 | | | | 696,915 | |
3.65%, 7/21/27 | | | 210,000 | | | | 197,755 | |
3.00%, 10/29/28 | | | 394,000 | | | | 354,104 | |
3.30%, 1/30/32 | | | 312,000 | | | | 264,251 | |
3.40%, 10/29/33 | | | 205,000 | | | | 170,628 | |
3.85%, 10/29/41 | | | 250,000 | | | | 193,482 | |
| | | | | | | | |
Total Ireland | | | | 1,877,135 | |
|
Japan – 0.9% | |
| | |
Honda Motor Co. Ltd. 2.27%, 3/10/25 | | | 270,000 | | | | 262,162 | |
| | |
Mitsubishi UFJ Financial Group, Inc. 1.41%, 7/17/25 | | | 510,000 | | | | 483,256 | |
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 | | | | 490,495 | |
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 | | | | 366,068 | |
3.29%, 7/25/27(d) | | | 255,000 | | | | 241,271 | |
3.74%, 3/7/29 | | | 226,000 | | | | 213,552 | |
3.20%, 7/18/29 | | | 235,000 | | | | 213,537 | |
| | |
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 | | | | 191,938 | |
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 | | | | 374,785 | |
4.02%, 3/5/28 | | | 200,000 | | | | 192,386 | |
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 | | | | 401,980 | |
5.38%, 5/26/30(c) | | | 200,000 | | | | 200,094 | |
5.58%, 5/26/35, (5.579% fixed rate until 5/26/34; 1-year Constant Maturity Treasury Rate + 1.30% thereafter)(c) | | | 200,000 | | | | 200,620 | |
| | |
Nomura Holdings, Inc. 5.71%, 1/9/26 | | | 500,000 | | | | 501,115 | |
3.10%, 1/16/30 | | | 464,000 | | | | 407,745 | |
| | |
ORIX Corp. 3.70%, 7/18/27 | | | 90,000 | | | | 86,126 | |
| | |
Sumitomo Mitsui Financial Group, Inc. 1.47%, 7/8/25 | | | 590,000 | | | | 560,866 | |
5.46%, 1/13/26 | | | 500,000 | | | | 501,680 | |
1.40%, 9/17/26 | | | 500,000 | | | | 455,775 | |
5.52%, 1/13/28(d) | | | 200,000 | | | | 203,266 | |
3.54%, 1/17/28 | | | 105,000 | | | | 99,521 | |
2.47%, 1/14/29 | | | 500,000 | | | | 444,970 | |
3.04%, 7/16/29 | | | 510,000 | | | | 458,668 | |
3.20%, 9/17/29 | | | 246,000 | | | | 221,648 | |
| | |
Takeda Pharmaceutical Co. Ltd. 2.05%, 3/31/30 | | | 350,000 | | | | 294,504 | |
3.03%, 7/9/40 | | | 205,000 | | | | 152,844 | |
3.18%, 7/9/50 | | | 260,000 | | | | 178,784 | |
| | | | | | | | |
Total Japan | | | | 8,399,656 | |
|
Luxembourg – 0.0% | |
| | |
ArcelorMittal SA 6.80%, 11/29/32 | | | 166,000 | | | | 175,804 | |
6.75%, 3/1/41 | | | 150,000 | | | | 154,233 | |
| | | | | | | | |
Total Luxembourg | | | | 330,037 | |
|
Mexico – 0.2% | |
| | |
America Movil SAB de CV 3.63%, 4/22/29 | | | 239,000 | | | | 222,363 | |
4.70%, 7/21/32 | | | 200,000 | | | | 192,072 | |
| | |
Grupo Televisa SAB 6.63%, 1/15/40(d) | | | 290,000 | | | | 298,294 | |
| | |
Southern Copper Corp. 3.88%, 4/23/25 | | | 25,000 | | | | 24,524 | |
6.75%, 4/16/40 | | | 210,000 | | | | 231,966 | |
5.88%, 4/23/45 | | | 321,000 | | | | 319,867 | |
| | | | | | | | |
Total Mexico | | | | 1,289,086 | |
|
Mongolia – 0.0% | |
| | |
Sands China Ltd. 3.25%, 8/8/31 | | | 250,000 | | | | 207,778 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
|
Netherlands – 0.2% | |
| | |
Cooperatieve Rabobank UA 3.75%, 7/21/26 | | $ | 435,000 | | | $ | 417,091 | |
5.25%, 8/4/45 | | | 270,000 | | | | 262,308 | |
| | |
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 | | | | 490,670 | |
1.73%, 4/1/27, (1.726% fixed rate until 4/1/26; Secured Overnight Financing Rate + 1.005% thereafter)(c) | | | 750,000 | | | | 694,500 | |
| | |
Koninklijke Ahold Delhaize NV 5.70%, 10/1/40 | | | 90,000 | | | | 89,528 | |
| | | | | | | | |
| |
Total Netherlands | | | | 1,954,097 | |
|
Peru – 0.0% | |
| | |
Southern Copper Corp. 5.25%, 11/8/42 | | | 38,000 | | | | 35,805 | |
|
Spain – 0.3% | |
| | |
Banco Santander SA 5.15%, 8/18/25 | | | 800,000 | | | | 794,048 | |
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 | | | | 362,020 | |
5.59%, 8/8/28 | | | 400,000 | | | | 403,388 | |
6.92%, 8/8/33 | | | 400,000 | | | | 415,884 | |
| | |
Telefonica Emisiones SA 7.05%, 6/20/36 | | | 135,000 | | | | 148,798 | |
5.21%, 3/8/47 | | | 350,000 | | | | 314,710 | |
5.52%, 3/1/49 | | | 485,000 | | | | 453,504 | |
| | |
Telefonica Europe BV 8.25%, 9/15/30 | | | 160,000 | | | | 181,837 | |
| | | | | | | | |
Total Spain | | | | 3,074,189 | |
|
Switzerland – 0.2% | |
| | |
Credit Suisse AG 1.25%, 8/7/26 | | | 270,000 | | | | 245,300 | |
7.50%, 2/15/28 | | | 250,000 | | | | 269,328 | |
| | |
UBS AG 1.25%, 6/1/26 | | | 400,000 | | | | 366,924 | |
| | |
UBS Group AG 4.55%, 4/17/26 | | | 370,000 | | | | 363,566 | |
4.88%, 5/15/45 | | | 225,000 | | | | 207,920 | |
| | | | | | | | |
Total Switzerland | | | | 1,453,038 | |
|
United Kingdom – 2.3% | |
| | |
Astrazeneca Finance LLC 1.20%, 5/28/26 | | | 350,000 | | | | 322,014 | |
4.88%, 3/3/28 | | | 500,000 | | | | 499,640 | |
5.00%, 2/26/34 | | | 300,000 | | | | 301,272 | |
| | |
AstraZeneca PLC 0.70%, 4/8/26 | | | 250,000 | | | | 228,908 | |
| | |
Barclays PLC 4.38%, 1/12/26 | | | 250,000 | | | | 244,990 | |
2.85%, 5/7/26, (2.852% fixed rate until 5/7/25; Secured Overnight Financing Rate + 2.714% thereafter)(c) | | | 400,000 | | | | 386,760 | |
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 | | | | 596,451 | |
5.83%, 5/9/27, (5.829% fixed rate until 5/9/26; Secured Overnight Financing Rate + 2.21% thereafter)(c) | | | 250,000 | | | | 250,625 | |
4.84%, 5/9/28 | | | 355,000 | | | | 341,915 | |
4.97%, 5/16/29, (4.972% fixed rate until 5/16/28; Secured Overnight Financing Rate + 2.177% thereafter)(c) | | | 230,000 | | | | 223,781 | |
5.09%, 6/20/30, (5.088% fixed rate until 6/20/29; Secured Overnight Financing Rate + 3.329% thereafter)(c) | | | 247,000 | | | | 234,161 | |
2.65%, 6/24/31, (2.645% fixed rate until 6/24/30; 1-year Constant Maturity Treasury Rate + 1.90% thereafter)(c) | | | 230,000 | | | | 191,565 | |
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 | | | | 321,724 | |
6.69%, 9/13/34, (6.692% fixed rate until 9/13/33; Secured Overnight Financing Rate + 2.62% thereafter)(c) | | | 400,000 | | | | 418,524 | |
5.25%, 8/17/45 | | | 105,500 | | | | 100,778 | |
4.95%, 1/10/47 | | | 563,000 | | | | 512,702 | |
| | |
BAT Capital Corp. 3.56%, 8/15/27 | | | 26,000 | | | | 24,567 | |
2.26%, 3/25/28 | | | 300,000 | | | | 265,539 | |
3.46%, 9/6/29 | | | 162,000 | | | | 146,707 | |
4.91%, 4/2/30 | | | 53,000 | | | | 51,503 | |
4.39%, 8/15/37 | | | 345,000 | | | | 283,197 | |
4.76%, 9/6/49 | | | 260,000 | | | | 201,107 | |
3.98%, 9/25/50 | | | 145,000 | | | | 99,106 | |
7.08%, 8/2/53 | | | 500,000 | | | | 518,830 | |
| | |
BAT International Finance PLC 1.67%, 3/25/26 | | | 787,000 | | | | 729,478 | |
| | |
British Telecommunications PLC 5.13%, 12/4/28 | | | 125,000 | | | | 125,705 | |
9.63%, 12/15/30 | | | 296,000 | | | | 362,351 | |
| | |
CNH Industrial NV 3.85%, 11/15/27 | | | 89,000 | | | | 85,460 | |
| | |
Diageo Capital PLC 5.50%, 1/24/33 | | | 260,000 | | | | 267,272 | |
| | |
GlaxoSmithKline Capital, Inc. 3.63%, 5/15/25 | | | 250,000 | | | | 245,685 | |
3.88%, 5/15/28 | | | 21,000 | | | | 20,320 | |
| | |
HSBC Holdings PLC 1.65%, 4/18/26(c) | | | 500,000 | | | | 477,285 | |
4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month Secured Overnight Financing Rate + 1.609% thereafter)(c) | | | 700,000 | | | | 686,504 | |
1.59%, 5/24/27, (1.589% fixed rate until 5/24/26; Secured Overnight Financing Rate + 1.29% thereafter)(c) | | | 400,000 | | | | 366,300 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
2.25%, 11/22/27, (2.251% fixed rate until 11/22/26; Secured Overnight Financing Rate + 1.10% thereafter)(c) | | $ | 750,000 | | | $ | 687,233 | |
4.76%, 6/9/28, (4.755% fixed rate until 6/9/27; Secured Overnight Financing Rate + 2.11% thereafter)(c) | | | 600,000 | | | | 586,140 | |
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 | | | | 375,367 | |
4.95%, 3/31/30 | | | 800,000 | | | | 783,864 | |
6.50%, 5/2/36 | | | 775,000 | | | | 816,323 | |
6.50%, 9/15/37 | | | 604,000 | | | | 636,012 | |
6.80%, 6/1/38 | | | 200,000 | | | | 210,628 | |
5.25%, 3/14/44 | | | 200,000 | | | | 190,624 | |
Lloyds Banking Group PLC | | | | | | | | |
3.51%, 3/18/26, (3.511% fixed rate until 3/18/25; 1-year Constant Maturity Treasury Rate + 1.60% thereafter)(c) | | | 850,000 | | | | 829,847 | |
5.99%, 8/7/27, (5.985% fixed rate until 8/7/26; 1-year Constant Maturity Treasury Rate + 1.48% thereafter)(c) | | | 400,000 | | | | 402,868 | |
3.57%, 11/7/28, (3.574% fixed rate until 11/7/27; Secured Overnight Financing Rate + 1.48% thereafter)(c) | | | 510,000 | | | | 476,197 | |
3.37%, 12/14/46, (3.369% fixed rate until 9/14/41; 5-year Constant Maturity Treasury Rate + 1.50% thereafter)(c) | | | 200,000 | | | | 136,132 | |
4.34%, 1/9/48(d) | | | 244,000 | | | | 192,206 | |
| | |
National Grid PLC 5.42%, 1/11/34 | | | 400,000 | | | | 390,304 | |
| | |
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 | | | | 457,280 | |
4.89%, 5/18/29, (4.892% fixed rate until 5/18/28; Secured Overnight Financing Rate + 2.029% thereafter)(c) | | | 211,000 | | | | 205,541 | |
5.08%, 1/27/30, (5.076% fixed rate until 1/27/29; Secured Overnight Financing Rate + 2.18% thereafter)(c) | | | 500,000 | | | | 489,045 | |
| | |
nVent Finance SARL 4.55%, 4/15/28 | | | 84,000 | | | | 81,063 | |
| | |
RELX Capital, Inc. 4.00%, 3/18/29 | | | 171,000 | | | | 163,394 | |
3.00%, 5/22/30 | | | 255,000 | | | | 227,916 | |
| | |
Reynolds American, Inc. 5.70%, 8/15/35 | | | 290,000 | | | | 277,223 | |
5.85%, 8/15/45 | | | 326,000 | | | | 295,998 | |
| | |
Santander U.K. Group Holdings PLC | | | | | | | | |
6.83%, 11/21/26, (6.833% fixed rate until 11/21/25; Secured Overnight Financing Rate + 2.749% thereafter)(c) | | | 250,000 | | | | 253,793 | |
2.90%, 3/15/32, (2.896% fixed rate until 3/15/31; Secured Overnight Financing Rate + 1.475% thereafter)(c) | | | 250,000 | | | | 210,860 | |
| | |
Unilever Capital Corp. 2.90%, 5/5/27 | | | 410,000 | | | | 387,684 | |
| | |
Vodafone Group PLC 4.13%, 5/30/25 | | | 260,000 | | | | 255,837 | |
7.88%, 2/15/30 | | | 164,000 | | | | 186,091 | |
5.00%, 5/30/38 | | | 250,000 | | | | 241,400 | |
5.25%, 5/30/48 | | | 452,000 | | | | 420,319 | |
4.88%, 6/19/49 | | | 433,000 | | | | 375,398 | |
| | | | | | | | |
Total United Kingdom | | | | 21,375,313 | |
|
United States – 38.9% | |
| | |
3M Co. 2.88%, 10/15/27 | | | 250,000 | | | | 231,600 | |
3.88%, 6/15/44 | | | 200,000 | | | | 157,440 | |
3.63%, 10/15/47 | | | 111,000 | | | | 80,552 | |
| | |
AbbVie, Inc. 3.80%, 3/15/25 | | | 211,000 | | | | 206,753 | |
3.60%, 5/14/25 | | | 836,000 | | | | 819,288 | |
2.95%, 11/21/26 | | | 65,000 | | | | 61,653 | |
4.25%, 11/14/28 | | | 166,000 | | | | 162,282 | |
5.05%, 3/15/34 | | | 200,000 | | | | 201,060 | |
4.05%, 11/21/39 | | | 180,000 | | | | 158,191 | |
5.35%, 3/15/44 | | | 200,000 | | | | 201,910 | |
4.75%, 3/15/45 | | | 73,000 | | | | 67,698 | |
4.45%, 5/14/46 | | | 162,000 | | | | 143,422 | |
4.25%, 11/21/49 | | | 160,000 | | | | 137,875 | |
5.50%, 3/15/64 | | | 200,000 | | | | 202,380 | |
| | |
ACE Capital Trust II 9.70%, 4/1/30 | | | 100,000 | | | | 117,687 | |
| | |
Adobe, Inc. 2.15%, 2/1/27 | | | 500,000 | | | | 465,680 | |
2.30%, 2/1/30 | | | 54,000 | | | | 47,146 | |
| | |
Adventist Health System 2.95%, 3/1/29(d) | | | 120,000 | | | | 106,858 | |
| | |
AEP Texas, Inc. 3.95%, 6/1/28 | | | 120,000 | | | | 114,817 | |
5.40%, 6/1/33 | | | 250,000 | | | | 249,710 | |
3.80%, 10/1/47 | | | 25,000 | | | | 18,596 | |
3.45%, 5/15/51 | | | 265,000 | | | | 183,147 | |
| | |
AES Corp. 2.45%, 1/15/31 | | | 122,000 | | | | 99,800 | |
| | |
Aetna, Inc. 6.63%, 6/15/36 | | | 119,000 | | | | 129,716 | |
4.13%, 11/15/42 | | | 60,000 | | | | 47,986 | |
4.75%, 3/15/44 | | | 120,000 | | | | 103,802 | |
3.88%, 8/15/47 | | | 107,000 | | | | 79,815 | |
| | |
Agilent Technologies, Inc. 2.30%, 3/12/31 | | | 214,000 | | | | 178,780 | |
| | |
Air Lease Corp. 3.25%, 3/1/25 | | | 110,000 | | | | 107,437 | |
3.63%, 4/1/27 | | | 186,000 | | | | 176,657 | |
2.10%, 9/1/28 | | | 94,000 | | | | 81,649 | |
4.63%, 10/1/28 | | | 407,000 | | | | 393,361 | |
5.10%, 3/1/29 | | | 350,000 | | | | 344,417 | |
| | |
Air Products & Chemicals, Inc. 2.05%, 5/15/30 | | | 176,000 | | | | 149,778 | |
| | |
Alabama Power Co. 3.70%, 12/1/47, Series B | | | 200,000 | | | | 152,912 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Alexandria Real Estate Equities, Inc. 3.95%, 1/15/28 | | $ | 95,000 | | | $ | 90,527 | |
4.50%, 7/30/29 | | | 42,000 | | | | 40,323 | |
3.38%, 8/15/31 | | | 310,000 | | | | 272,533 | |
5.25%, 5/15/36 | | | 200,000 | | | | 192,298 | |
4.00%, 2/1/50 | | | 35,000 | | | | 26,444 | |
3.00%, 5/18/51 | | | 150,000 | | | | 94,311 | |
3.55%, 3/15/52 | | | 60,000 | | | | 41,689 | |
5.63%, 5/15/54 | | | 200,000 | | | | 192,656 | |
| | |
Allstate Corp. 3.28%, 12/15/26 | | | 98,000 | | | | 93,380 | |
5.25%, 3/30/33 | | | 200,000 | | | | 199,440 | |
4.20%, 12/15/46 | | | 400,000 | | | | 327,772 | |
| | |
Ally Financial, Inc. 5.80%, 5/1/25(d) | | | 310,000 | | | | 309,612 | |
8.00%, 11/1/31 | | | 420,000 | | | | 459,631 | |
| | |
Altria Group, Inc. 4.80%, 2/14/29 | | | 496,000 | | | | 487,375 | |
3.40%, 2/4/41 | | | 920,000 | | | | 662,060 | |
5.38%, 1/31/44 | | | 225,000 | | | | 219,035 | |
3.88%, 9/16/46 | | | 327,000 | | | | 239,642 | |
5.95%, 2/14/49 | | | 112,000 | | | | 111,683 | |
3.70%, 2/4/51 | | | 520,000 | | | | 354,744 | |
| | |
Amcor Flexibles North America, Inc. 2.69%, 5/25/31 | | | 335,000 | | | | 282,519 | |
| | |
Ameren Corp. 3.65%, 2/15/26 | | | 2,000 | | | | 1,937 | |
1.75%, 3/15/28 | | | 212,000 | | | | 186,507 | |
| | |
Ameren Illinois Co. 1.55%, 11/15/30 | | | 125,000 | | | | 100,455 | |
4.50%, 3/15/49 | | | 200,000 | | | | 174,282 | |
| | |
American Electric Power Co., Inc. 4.30%, 12/1/28, Series J | | | 30,000 | | | | 28,912 | |
3.25%, 3/1/50 | | | 40,000 | | | | 27,394 | |
| | |
American Equity Investment Life Holding Co. 5.00%, 6/15/27 | | | 50,000 | | | | 48,209 | |
| | |
American Express Co. 3.95%, 8/1/25 | | | 510,000 | | | | 501,085 | |
4.90%, 2/13/26 | | | 750,000 | | | | 747,795 | |
2.55%, 3/4/27 | | | 500,000 | | | | 464,650 | |
5.10%, 2/16/28, (5.098% fixed rate until 2/16/27; Secured Overnight Financing Rate + 1.00% thereafter)(c) | | | 200,000 | | | | 199,240 | |
4.99%, 5/26/33, (4.989% fixed rate until 2/26/32; Secured Overnight Financing Rate + 2.255% thereafter)(c) | | | 32,000 | | | | 31,141 | |
| | |
American Homes 4 Rent LP 4.25%, 2/15/28 | | | 87,000 | | | | 83,610 | |
4.90%, 2/15/29 | | | 141,000 | | | | 137,519 | |
| | |
American Honda Finance Corp. 5.00%, 5/23/25 | | | 500,000 | | | | 498,765 | |
1.00%, 9/10/25 | | | 160,000 | | | | 150,389 | |
4.70%, 1/12/28 | | | 300,000 | | | | 298,713 | |
1.80%, 1/13/31(d) | | | 145,000 | | | | 119,245 | |
| | |
American International Group, Inc. 3.88%, 1/15/35 | | | 263,000 | | | | 231,637 | |
4.80%, 7/10/45 | | | 200,000 | | | | 183,366 | |
4.38%, 6/30/50 | | | 156,000 | | | | 134,043 | |
| | |
American Tower Corp. 1.60%, 4/15/26 | | | 400,000 | | | | 370,424 | |
3.55%, 7/15/27 | | | 175,000 | | | | 165,937 | |
1.50%, 1/31/28 | | | 181,000 | | | | 157,264 | |
3.80%, 8/15/29 | | | 239,000 | | | | 221,390 | |
2.90%, 1/15/30 | | | 415,000 | | | | 364,133 | |
2.30%, 9/15/31 | | | 200,000 | | | | 161,654 | |
3.10%, 6/15/50 | | | 295,000 | | | | 193,496 | |
2.95%, 1/15/51 | | | 226,000 | | | | 143,322 | |
| | |
American University 3.67%, 4/1/49, Series 2019 | | | 35,000 | | | | 28,385 | |
| | |
American Water Capital Corp. 3.40%, 3/1/25 | | | 100,000 | | | | 98,083 | |
2.95%, 9/1/27 | | | 32,000 | | | | 29,868 | |
3.75%, 9/1/28 | | | 84,000 | | | | 79,733 | |
4.45%, 6/1/32 | | | 250,000 | | | | 239,287 | |
4.00%, 12/1/46 | | | 78,000 | | | | 63,419 | |
4.20%, 9/1/48 | | | 280,000 | | | | 235,768 | |
| | |
Amgen, Inc. 2.20%, 2/21/27 | | | 135,000 | | | | 124,463 | |
2.45%, 2/21/30 | | | 424,000 | | | | 368,638 | |
2.00%, 1/15/32 | | | 45,000 | | | | 36,099 | |
3.35%, 2/22/32 | | | 281,000 | | | | 248,646 | |
4.20%, 3/1/33 | | | 400,000 | | | | 370,476 | |
5.25%, 3/2/33 | | | 750,000 | | | | 748,237 | |
2.80%, 8/15/41 | | | 220,000 | | | | 156,809 | |
5.60%, 3/2/43 | | | 250,000 | | | | 251,012 | |
4.40%, 5/1/45 | | | 786,000 | | | | 671,590 | |
4.56%, 6/15/48 | | | 400,000 | | | | 346,644 | |
3.38%, 2/21/50 | | | 100,000 | | | | 71,605 | |
4.66%, 6/15/51 | | | 112,000 | | | | 97,387 | |
3.00%, 1/15/52 | | | 606,000 | | | | 405,487 | |
5.65%, 3/2/53 | | | 500,000 | | | | 500,870 | |
4.40%, 2/22/62 | | | 500,000 | | | | 402,285 | |
| | |
Amphenol Corp. 2.80%, 2/15/30 | | | 220,000 | | | | 196,073 | |
| | |
Analog Devices, Inc. 3.50%, 12/5/26 | | | 83,000 | | | | 80,189 | |
| | |
Aon Corp. 4.50%, 12/15/28 | | | 433,000 | | | | 423,158 | |
| | |
Aon Corp./Aon Global Holdings PLC 2.60%, 12/2/31 | | | 74,000 | | | | 61,556 | |
2.90%, 8/23/51 | | | 243,000 | | | | 151,644 | |
| | |
Aon Global Ltd. 3.88%, 12/15/25 | | | 50,000 | | | | 48,756 | |
4.75%, 5/15/45 | | | 25,000 | | | | 22,104 | |
| | |
Apache Corp. 4.75%, 4/15/43 | | | 350,000 | | | | 269,566 | |
5.35%, 7/1/49 | | | 292,000 | | | | 236,867 | |
| | |
Appalachian Power Co. 3.30%, 6/1/27, Series X | | | 100,000 | | | | 94,161 | |
4.40%, 5/15/44 | | | 400,000 | | | | 328,832 | |
| | |
Aptiv PLC 4.35%, 3/15/29 | | | 75,000 | | | | 72,584 | |
5.40%, 3/15/49(d) | | | 150,000 | | | | 136,418 | |
3.10%, 12/1/51 | | | 164,000 | | | | 103,000 | |
| | |
Arch Capital Group Ltd. 3.64%, 6/30/50 | | | 72,000 | | | | 53,104 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Arch Capital Group U.S., Inc. 5.14%, 11/1/43 | | $ | 120,000 | | | $ | 112,080 | |
| | |
Archer-Daniels-Midland Co. 4.02%, 4/16/43 | | | 95,000 | | | | 78,196 | |
| | |
Ares Capital Corp. 3.25%, 7/15/25 | | | 250,000 | | | | 240,240 | |
2.88%, 6/15/28 | | | 306,000 | | | | 268,163 | |
| | |
Arizona Public Service Co. 2.95%, 9/15/27 | | | 33,000 | | | | 30,963 | |
| | |
Arrow Electronics, Inc. 3.88%, 1/12/28 | | | 212,000 | | | | 200,404 | |
| | |
Arthur J Gallagher & Co. 3.50%, 5/20/51 | | | 450,000 | | | | 313,245 | |
| | |
Assurant, Inc. 4.90%, 3/27/28 | | | 50,000 | | | | 49,001 | |
| | |
Assured Guaranty U.S. Holdings, Inc. 3.60%, 9/15/51 | | | 60,000 | | | | 42,293 | |
| | |
AT&T, Inc. 3.88%, 1/15/26 | | | 75,000 | | | | 73,204 | |
1.70%, 3/25/26 | | | 517,000 | | | | 480,991 | |
2.30%, 6/1/27 | | | 169,000 | | | | 154,775 | |
4.10%, 2/15/28 | | | 109,000 | | | | 105,128 | |
4.35%, 3/1/29 | | | 159,000 | | | | 153,696 | |
4.30%, 2/15/30 | | | 283,000 | | | | 270,296 | |
2.75%, 6/1/31 | | | 518,000 | | | | 441,486 | |
2.25%, 2/1/32 | | | 395,000 | | | | 316,964 | |
2.55%, 12/1/33 | | | 519,000 | | | | 409,517 | |
4.50%, 5/15/35 | | | 114,000 | | | | 105,053 | |
5.25%, 3/1/37 | | | 73,000 | | | | 70,996 | |
4.85%, 3/1/39 | | | 535,000 | | | | 493,216 | |
3.50%, 6/1/41 | | | 700,000 | | | | 537,719 | |
4.65%, 6/1/44 | | | 522,000 | | | | 451,279 | |
5.15%, 11/15/46 | | | 222,000 | | | | 205,918 | |
4.55%, 3/9/49 | | | 29,000 | | | | 24,409 | |
5.15%, 2/15/50 | | | 205,000 | | | | 188,145 | |
3.65%, 6/1/51 | | | 560,000 | | | | 401,122 | |
3.30%, 2/1/52 | | | 254,000 | | | | 172,829 | |
3.50%, 9/15/53 | | | 975,000 | | | | 671,833 | |
3.55%, 9/15/55 | | | 559,000 | | | | 381,467 | |
3.80%, 12/1/57 | | | 682,000 | | | | 481,594 | |
3.65%, 9/15/59 | | | 744,000 | | | | 504,849 | |
3.85%, 6/1/60 | | | 490,000 | | | | 346,719 | |
| | |
Athene Holding Ltd. 4.13%, 1/12/28 | | | 275,000 | | | | 263,524 | |
5.88%, 1/15/34 | | | 206,000 | | | | 204,756 | |
3.95%, 5/25/51 | | | 76,000 | | | | 55,584 | |
| | |
Atmos Energy Corp. 4.13%, 3/15/49 | | | 30,000 | | | | 24,766 | |
| | |
Autodesk, Inc. 3.50%, 6/15/27 | | | 253,000 | | | | 242,108 | |
2.40%, 12/15/31 | | | 30,000 | | | | 24,926 | |
| | |
AutoZone, Inc. 3.75%, 6/1/27 | | | 163,000 | | | | 156,633 | |
3.75%, 4/18/29 | | | 193,000 | | | | 181,322 | |
1.65%, 1/15/31 | | | 245,000 | | | | 194,995 | |
| | |
AvalonBay Communities, Inc. 3.20%, 1/15/28 | | | 85,000 | | | | 79,713 | |
3.30%, 6/1/29 | | | 175,000 | | | | 161,432 | |
5.30%, 12/7/33 | | | 40,000 | | | | 40,117 | |
| | |
Avangrid, Inc. 3.80%, 6/1/29 | | | 115,000 | | | | 107,241 | |
| | |
AXIS Specialty Finance LLC 3.90%, 7/15/29 | | | 225,000 | | | | 211,680 | |
| | |
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. 3.34%, 12/15/27 | | | 145,000 | | | | 136,784 | |
3.14%, 11/7/29 | | | 245,000 | | | | 223,705 | |
| | |
Baltimore Gas & Electric Co. 2.25%, 6/15/31 | | | 315,000 | | | | 262,609 | |
4.25%, 9/15/48 | | | 250,000 | | | | 209,617 | |
3.20%, 9/15/49 | | | 225,000 | | | | 154,730 | |
| | |
Bank of America Corp. 3.95%, 4/21/25, Series L | | | 337,000 | | | | 331,493 | |
3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(c) | | | 500,000 | | | | 488,325 | |
1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(c) | | | 300,000 | | | | 284,124 | |
4.83%, 7/22/26, (4.827% fixed rate until 7/22/25; Secured Overnight Financing Rate + 1.75% thereafter)(c) | | | 150,000 | | | | 148,769 | |
5.08%, 1/20/27, (5.08% fixed rate until 1/20/26; Secured Overnight Financing Rate + 1.29% thereafter)(c) | | | 1,000,000 | | | | 993,880 | |
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 | | | | 817,300 | |
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 | | | | 250,151 | |
1.73%, 7/22/27, (1.734% fixed rate until 7/22/26; Secured Overnight Financing Rate + 0.96% thereafter)(c) | | | 1,010,000 | | | | 926,261 | |
3.71%, 4/24/28, (3.705% fixed rate until 4/24/27; 3-month Secured Overnight Financing Rate + 1.774% thereafter)(c) | | | 600,000 | | | | 571,866 | |
4.38%, 4/27/28, (4.376% fixed rate until 4/27/27; Secured Overnight Financing Rate + 1.58% thereafter)(c) | | | 710,000 | | | | 691,256 | |
4.95%, 7/22/28, (4.948% fixed rate until 7/22/27; Secured Overnight Financing Rate + 2.04% thereafter)(c) | | | 600,000 | | | | 594,300 | |
3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(c) | | | 300,000 | | | | 280,428 | |
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 | | | | 71,384 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
5.20%, 4/25/29, (5.202% fixed rate until 4/25/28; Secured Overnight Financing Rate + 1.63% thereafter)(c) | | $ | 750,000 | | | $ | 746,025 | |
2.09%, 6/14/29, (2.087% fixed rate until 6/14/28; Secured Overnight Financing Rate + 1.06% thereafter)(c) | | | 156,000 | | | | 137,049 | |
2.88%, 10/22/30, (2.884% fixed rate until 10/22/29; 3-month Secured Overnight Financing Rate + 1.452% thereafter)(c) | | | 165,000 | | | | 145,495 | |
2.50%, 2/13/31, (2.496% fixed rate until 2/13/30; 3-month Secured Overnight Financing Rate + 1.252% thereafter)(c) | | | 590,000 | | | | 503,429 | |
2.69%, 4/22/32(c) | | | 143,000 | | | | 119,785 | |
5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(c) | | | 60,000 | | | | 58,493 | |
5.29%, 4/25/34, (5.288% fixed rate until 4/25/33; Secured Overnight Financing Rate + 1.91% thereafter)(c) | | | 100,000 | | | | 98,630 | |
2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(c) | | | 700,000 | | | | 489,391 | |
4.44%, 1/20/48, (4.443% fixed rate until 1/20/47; 3-month Secured Overnight Financing Rate + 2.252% thereafter)(c) | | | 200,000 | | | | 172,578 | |
2.83%, 10/24/51, (2.831% fixed rate until 10/24/50; Secured Overnight Financing Rate + 1.88% thereafter)(c) | | | 100,000 | | | | 64,239 | |
| | |
BankUnited, Inc. 5.13%, 6/11/30 | | | 130,000 | | | | 119,530 | |
| | |
Baxalta, Inc. 5.25%, 6/23/45 | | | 14,000 | | | | 13,509 | |
| | |
Baxter International, Inc. 3.95%, 4/1/30 | | | 304,000 | | | | 281,866 | |
3.13%, 12/1/51 | | | 500,000 | | | | 326,110 | |
| | |
Becton Dickinson & Co. 4.87%, 2/8/29 | | | 200,000 | | | | 197,544 | |
1.96%, 2/11/31 | | | 109,000 | | | | 88,685 | |
4.69%, 12/15/44 | | | 68,000 | | | | 61,146 | |
4.67%, 6/6/47 | | | 99,000 | | | | 87,777 | |
| | |
Berkshire Hathaway Energy Co. 3.25%, 4/15/28 | | | 105,000 | | | | 98,444 | |
2.85%, 5/15/51 | | | 200,000 | | | | 127,680 | |
| | |
Berry Global, Inc. 1.65%, 1/15/27 | | | 155,000 | | | | 140,136 | |
| | |
Biogen, Inc. 2.25%, 5/1/30 | | | 194,000 | | | | 162,471 | |
3.15%, 5/1/50 | | | 320,000 | | | | 211,453 | |
3.25%, 2/15/51 | | | 157,000 | | | | 107,336 | |
| | |
Black Hills Corp. 2.50%, 6/15/30 | | | 50,000 | | | | 41,642 | |
4.35%, 5/1/33 | | | 170,000 | | | | 155,018 | |
3.88%, 10/15/49 | | | 114,000 | | | | 82,821 | |
| | |
Blackstone Private Credit Fund 2.63%, 12/15/26 | | | 250,000 | | | | 225,967 | |
7.30%, 11/27/28(e) | | | 250,000 | | | | 258,012 | |
| | |
Blackstone Secured Lending Fund 3.63%, 1/15/26 | | | 380,000 | | | | 362,490 | |
| | |
Block Financial LLC 3.88%, 8/15/30 | | | 65,000 | | | | 58,635 | |
| | |
Blue Owl Capital Corp. 2.88%, 6/11/28 | | | 250,000 | | | | 218,715 | |
| | |
Blue Owl Credit Income Corp. 3.13%, 9/23/26 | | | 112,000 | | | | 102,034 | |
7.75%, 1/15/29(e) | | | 250,000 | | | | 255,567 | |
| | |
Blue Owl Technology Finance Corp. 2.50%, 1/15/27 | | | 300,000 | | | | 264,444 | |
| | |
Boardwalk Pipelines LP 3.40%, 2/15/31 | | | 380,000 | | | | 336,114 | |
| | |
Boeing Co. 4.88%, 5/1/25 | | | 310,000 | | | | 307,415 | |
2.20%, 2/4/26 | | | 513,000 | | | | 481,825 | |
3.25%, 3/1/28 | | | 249,000 | | | | 230,253 | |
5.15%, 5/1/30 | | | 373,000 | | | | 366,879 | |
3.63%, 2/1/31 | | | 259,000 | | | | 231,955 | |
3.60%, 5/1/34 | | | 459,000 | | | | 387,189 | |
3.55%, 3/1/38 | | | 60,000 | | | | 46,427 | |
6.88%, 3/15/39 | | | 155,000 | | | | 168,890 | |
5.88%, 2/15/40 | | | 479,000 | | | | 472,634 | |
3.85%, 11/1/48 | | | 111,000 | | | | 79,781 | |
3.90%, 5/1/49 | | | 520,000 | | | | 382,002 | |
5.81%, 5/1/50 | | | 471,000 | | | | 452,998 | |
3.95%, 8/1/59 | | | 400,000 | | | | 283,752 | |
| | |
Bon Secours Mercy Health, Inc. 3.46%, 6/1/30 | | | 55,000 | | | | 50,134 | |
2.10%, 6/1/31, Series 20-2 | | | 100,000 | | | | 81,107 | |
| | |
Booking Holdings, Inc. 4.63%, 4/13/30 | | | 425,000 | | | | 417,822 | |
| | |
BorgWarner, Inc. 4.38%, 3/15/45 | | | 52,000 | | | | 42,399 | |
| | |
Boston Properties LP 4.50%, 12/1/28 | | | 86,000 | | | | 81,290 | |
3.40%, 6/21/29 | | | 37,000 | | | | 32,660 | |
2.90%, 3/15/30 | | | 35,000 | | | | 29,604 | |
2.45%, 10/1/33 | | | 650,000 | | | | 480,083 | |
| | |
Boston Scientific Corp. 6.50%, 11/15/35 | | | 165,000 | | | | 182,690 | |
4.70%, 3/1/49(d) | | | 22,000 | | | | 20,181 | |
| | |
BP Capital Markets America, Inc. 3.41%, 2/11/26 | | | 750,000 | | | | 727,552 | |
3.02%, 1/16/27 | | | 212,000 | | | | 201,474 | |
4.81%, 2/13/33 | | | 400,000 | | | | 390,372 | |
3.06%, 6/17/41 | | | 250,000 | | | | 185,880 | |
| | |
Brighthouse Financial, Inc. 5.63%, 5/15/30(d) | | | 200,000 | | | | 199,072 | |
4.70%, 6/22/47 | | | 112,000 | | | | 86,938 | |
| | |
Bristol-Myers Squibb Co. 0.75%, 11/13/25 | | | 500,000 | | | | 465,245 | |
3.20%, 6/15/26 | | | 500,000 | | | | 481,095 | |
1.45%, 11/13/30 | | | 113,000 | | | | 90,707 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
5.50%, 2/22/44 | | $ | 200,000 | | | $ | 202,558 | |
4.25%, 10/26/49 | | | 300,000 | | | | 251,676 | |
5.65%, 2/22/64 | | | 200,000 | | | | 202,098 | |
| | |
Brixmor Operating Partnership LP 4.05%, 7/1/30 | | | 381,000 | | | | 350,257 | |
| | |
Broadcom Corp./Broadcom Cayman Finance Ltd. 3.88%, 1/15/27 | | | 119,000 | | | | 115,069 | |
| | |
Broadcom, Inc. 3.46%, 9/15/26 | | | 342,000 | | | | 328,211 | |
4.75%, 4/15/29 | | | 115,000 | | | | 112,919 | |
5.00%, 4/15/30 | | | 250,000 | | | | 249,427 | |
4.15%, 11/15/30 | | | 685,000 | | | | 640,763 | |
2.60%, 2/15/33(e) | | | 275,000 | | | | 220,822 | |
3.42%, 4/15/33(e) | | | 550,000 | | | | 469,986 | |
3.47%, 4/15/34(e) | | | 603,000 | | | | 509,674 | |
3.50%, 2/15/41(e) | | | 594,000 | | | | 454,499 | |
3.75%, 2/15/51(e) | | | 270,000 | | | | 202,071 | |
| | |
Broadridge Financial Solutions, Inc. 2.90%, 12/1/29 | | | 125,000 | | | | 110,155 | |
| | |
Broadstone Net Lease LLC 2.60%, 9/15/31 | | | 150,000 | | | | 116,483 | |
| | |
Brown & Brown, Inc. 2.38%, 3/15/31 | | | 430,000 | | | | 351,783 | |
| | |
Brunswick Corp. 2.40%, 8/18/31 | | | 80,000 | | | | 63,023 | |
| | |
Bunge Ltd. Finance Corp. 3.75%, 9/25/27 | | | 114,000 | | | | 109,140 | |
2.75%, 5/14/31 | | | 217,000 | | | | 184,786 | |
| | |
Burlington Northern Santa Fe LLC 3.25%, 6/15/27 | | | 125,000 | | | | 119,303 | |
4.40%, 3/15/42 | | | 200,000 | | | | 177,960 | |
4.15%, 12/15/48 | | | 50,000 | | | | 41,778 | |
| | |
Camden Property Trust 2.80%, 5/15/30 | | | 20,000 | | | | 17,583 | |
| | |
Campbell Soup Co. 2.38%, 4/24/30 | | | 185,000 | | | | 157,204 | |
4.80%, 3/15/48 | | | 143,000 | | | | 125,663 | |
| | |
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 | | | | 485,065 | |
3.75%, 3/9/27 | | | 468,000 | | | | 446,870 | |
3.80%, 1/31/28 | | | 290,000 | | | | 274,169 | |
6.31%, 6/8/29, (6.312% fixed rate until 6/8/28; Secured Overnight Financing Rate + 2.64% thereafter)(c) | | | 250,000 | | | | 256,130 | |
2.36%, 7/29/32, (2.359% fixed rate until 7/29/31; Secured Overnight Financing Rate + 1.337% thereafter)(c) | | | 500,000 | | | | 377,465 | |
5.27%, 5/10/33, (5.268% fixed rate until 5/10/32; Secured Overnight Financing Rate + 2.37% thereafter)(c) | | | 210,000 | | | | 204,021 | |
5.82%, 2/1/34, (5.817% fixed rate until 2/1/33; Secured Overnight Financing Rate + 2.60% thereafter)(c) | | | 200,000 | | | | 197,802 | |
| | |
Cardinal Health, Inc. 3.41%, 6/15/27 | | | 184,000 | | | | 174,460 | |
4.60%, 3/15/43 | | | 50,000 | | | | 43,066 | |
4.90%, 9/15/45 | | | 75,000 | | | | 66,482 | |
| | |
Carlisle Cos., Inc. 3.75%, 12/1/27 | | | 165,000 | | | | 156,925 | |
2.75%, 3/1/30 | | | 27,000 | | | | 23,492 | |
| | |
Carrier Global Corp. 2.70%, 2/15/31(d) | | | 305,000 | | | | 260,220 | |
3.38%, 4/5/40 | | | 215,000 | | | | 166,072 | |
3.58%, 4/5/50 | | | 231,000 | | | | 170,420 | |
6.20%, 3/15/54 | | | 300,000 | | | | 327,576 | |
| | |
Caterpillar Financial Services Corp. 3.40%, 5/13/25 | | | 360,000 | | | | 352,418 | |
5.15%, 8/11/25 | | | 350,000 | | | | 350,017 | |
4.80%, 1/6/26 | | | 510,000 | | | | 508,766 | |
| | |
Cboe Global Markets, Inc. 1.63%, 12/15/30 | | | 67,000 | | | | 54,410 | |
| | |
CDW LLC/CDW Finance Corp. 2.67%, 12/1/26 | | | 310,000 | | | | 287,832 | |
3.28%, 12/1/28 | | | 160,000 | | | | 144,210 | |
3.57%, 12/1/31 | | | 162,000 | | | | 140,622 | |
| | |
Celanese U.S. Holdings LLC 6.05%, 3/15/25 | | | 146,000 | | | | 146,353 | |
6.35%, 11/15/28 | | | 300,000 | | | | 308,931 | |
6.70%, 11/15/33 | | | 450,000 | | | | 473,062 | |
| | |
Cencora, Inc. 3.45%, 12/15/27 | | | 167,000 | | | | 158,107 | |
2.70%, 3/15/31 | | | 120,000 | | | | 102,433 | |
| | |
Centene Corp. 4.63%, 12/15/29 | | | 500,000 | | | | 473,805 | |
3.00%, 10/15/30 | | | 350,000 | | | | 299,204 | |
2.50%, 3/1/31 | | | 605,000 | | | | 496,239 | |
| | |
CenterPoint Energy Houston Electric LLC 3.00%, 2/1/27, Series AA | | | 500,000 | | | | 474,675 | |
| | |
CenterPoint Energy Resources Corp. 4.00%, 4/1/28 | | | 95,000 | | | | 91,371 | |
| | |
CenterPoint Energy, Inc. 1.45%, 6/1/26 | | | 100,000 | | | | 92,079 | |
| | |
CF Industries, Inc. 4.95%, 6/1/43 | | | 285,000 | | | | 252,590 | |
| | |
Charles Schwab Corp. 4.20%, 3/24/25 | | | 630,000 | | | | 623,139 | |
3.85%, 5/21/25 | | | 500,000 | | | | 490,745 | |
0.90%, 3/11/26 | | | 303,000 | | | | 277,972 | |
| | |
Charter Communications Operating LLC/Charter Communications Operating Capital 4.91%, 7/23/25 | | | 500,000 | | | | 493,160 | |
5.05%, 3/30/29 | | | 90,000 | | | | 86,126 | |
2.80%, 4/1/31 | | | 444,000 | | | | 358,690 | |
6.38%, 10/23/35 | | | 529,000 | | | | 512,225 | |
5.38%, 4/1/38 | | | 150,000 | | | | 128,975 | |
3.50%, 6/1/41 | | | 240,000 | | | | 159,101 | |
3.50%, 3/1/42 | | | 56,000 | | | | 36,668 | |
6.48%, 10/23/45 | | | 72,000 | | | | 65,848 | |
5.38%, 5/1/47 | | | 564,000 | | | | 445,081 | |
5.75%, 4/1/48 | | | 47,000 | | | | 39,125 | |
4.80%, 3/1/50 | | | 457,000 | | | | 330,827 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
3.70%, 4/1/51 | | $ | 339,000 | | | $ | 205,729 | |
3.90%, 6/1/52 | | | 290,000 | | | | 182,216 | |
5.25%, 4/1/53 | | | 271,000 | | | | 210,431 | |
4.40%, 12/1/61 | | | 458,000 | | | | 294,457 | |
3.95%, 6/30/62 | | | 586,000 | | | | 344,861 | |
| | |
Cheniere Corpus Christi Holdings LLC 5.13%, 6/30/27 | | | 425,000 | | | | 423,185 | |
3.70%, 11/15/29 | | | 75,000 | | | | 69,280 | |
| | |
Cheniere Energy Partners LP 4.00%, 3/1/31 | | | 350,000 | | | | 312,728 | |
3.25%, 1/31/32 | | | 174,000 | | | | 145,513 | |
| | |
Chubb INA Holdings, Inc. 1.38%, 9/15/30 | | | 455,000 | | | | 368,500 | |
| | |
Church & Dwight Co., Inc. 3.15%, 8/1/27 | | | 339,000 | | | | 319,606 | |
| | |
Cigna Group 4.13%, 11/15/25 | | | 150,000 | | | | 147,521 | |
3.40%, 3/1/27 | | | 380,000 | | | | 361,999 | |
3.05%, 10/15/27 | | | 165,000 | | | | 154,178 | |
4.38%, 10/15/28 | | | 259,000 | | | | 251,675 | |
5.00%, 5/15/29 | | | 300,000 | | | | 297,990 | |
2.38%, 3/15/31 | | | 237,000 | | | | 197,814 | |
5.25%, 2/15/34 | | | 300,000 | | | | 296,463 | |
4.80%, 8/15/38 | | | 121,000 | | | | 112,394 | |
4.80%, 7/15/46 | | | 141,000 | | | | 126,275 | |
3.88%, 10/15/47 | | | 469,000 | | | | 360,835 | |
4.90%, 12/15/48 | | | 310,000 | | | | 278,957 | |
3.40%, 3/15/50 | | | 358,000 | | | | 249,873 | |
| | |
Cintas Corp. No. 2 3.70%, 4/1/27 | | | 298,000 | | | | 288,777 | |
| | |
Cisco Systems, Inc. 2.50%, 9/20/26 | | | 500,000 | | | | 471,940 | |
5.30%, 2/26/54 | | | 200,000 | | | | 202,644 | |
5.35%, 2/26/64 | | | 200,000 | | | | 201,594 | |
| | |
Citigroup, Inc. 5.50%, 9/13/25 | | | 500,000 | | | | 499,020 | |
3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(c) | | | 500,000 | | | | 486,785 | |
5.61%, 9/29/26, (5.61% fixed rate until 9/29/25; Secured Overnight Financing Rate + 1.546% thereafter)(c) | | | 750,000 | | | | 751,012 | |
1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(c) | | | 687,000 | | | | 633,572 | |
1.46%, 6/9/27, (1.462% fixed rate until 6/9/26; Secured Overnight Financing Rate + 0.77% thereafter)(c) | | | 1,000,000 | | | | 916,570 | |
4.45%, 9/29/27 | | | 311,000 | | | | 301,521 | |
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 | | | | 222,858 | |
4.13%, 7/25/28 | | | 65,000 | | | | 61,769 | |
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 | | | | 623,497 | |
5.17%, 2/13/30, (5.174% fixed rate until 2/13/29; Secured Overnight Financing Rate + 1.364% thereafter)(c) | | | 100,000 | | | | 99,000 | |
2.98%, 11/5/30, (2.976% fixed rate until 11/5/29; Secured Overnight Financing Rate + 1.422% thereafter)(c) | | | 315,000 | | | | 278,035 | |
2.67%, 1/29/31, (2.666% fixed rate until 1/29/30; Secured Overnight Financing Rate + 1.146% thereafter)(c) | | | 158,000 | | | | 135,637 | |
4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c) | | | 510,000 | | | | 482,139 | |
6.63%, 6/15/32 | | | 436,000 | | | | 464,480 | |
6.00%, 10/31/33 | | | 50,000 | | | | 51,715 | |
6.13%, 8/25/36 | | | 200,000 | | | | 207,072 | |
6.68%, 9/13/43 | | | 54,000 | | | | 59,322 | |
5.30%, 5/6/44 | | | 250,000 | | | | 239,122 | |
4.75%, 5/18/46 | | | 210,000 | | | | 183,895 | |
4.65%, 7/23/48 | | | 100,000 | | | | 89,285 | |
| | |
Citizens Financial Group, Inc. 2.85%, 7/27/26 | | | 259,000 | | | | 242,313 | |
2.50%, 2/6/30 | | | 75,000 | | | | 62,228 | |
2.64%, 9/30/32 | | | 364,000 | | | | 276,571 | |
| | |
Clorox Co. 3.10%, 10/1/27 | | | 125,000 | | | | 117,384 | |
4.60%, 5/1/32 | | | 20,000 | | | | 19,419 | |
| | |
CMS Energy Corp. 3.45%, 8/15/27 | | | 157,000 | | | | 148,754 | |
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 | | | | 75,023 | |
| | |
CNA Financial Corp. 2.05%, 8/15/30 | | | 210,000 | | | | 173,802 | |
| | |
Coca-Cola Co. 3.38%, 3/25/27 | | | 630,000 | | | | 607,477 | |
2.90%, 5/25/27 | | | 115,000 | | | | 109,160 | |
2.00%, 3/5/31 | | | 149,000 | | | | 124,743 | |
2.75%, 6/1/60 | | | 100,000 | | | | 63,552 | |
| | |
Comcast Corp. 3.38%, 8/15/25 | | | 510,000 | | | | 497,974 | |
3.95%, 10/15/25 | | | 760,000 | | | | 746,943 | |
3.30%, 2/1/27 | | | 384,000 | | | | 368,206 | |
2.65%, 2/1/30 | | | 216,000 | | | | 190,188 | |
4.75%, 3/1/44 | | | 500,000 | | | | 454,230 | |
4.70%, 10/15/48 | | | 500,000 | | | | 451,730 | |
2.89%, 11/1/51 | | | 500,000 | | | | 317,095 | |
CommonSpirit Health | |
1.55%, 10/1/25 | | | 650,000 | | | | 610,785 | |
4.35%, 11/1/42 | | | 50,000 | | | | 42,884 | |
Conagra Brands, Inc. | |
7.00%, 10/1/28 | | | 78,000 | | | | 83,388 | |
4.85%, 11/1/28 | | | 239,000 | | | | 234,994 | |
8.25%, 9/15/30 | | | 335,000 | | | | 385,056 | |
5.40%, 11/1/48 | | | 10,000 | | | | 9,245 | |
Connecticut Light & Power Co. 4.30%, 4/15/44 | | | 200,000 | | | | 170,824 | |
ConocoPhillips Co. | |
6.95%, 4/15/29 | | | 130,000 | | | | 142,562 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
4.88%, 10/1/47 | | $ | 40,000 | | | $ | 37,337 | |
4.03%, 3/15/62 | | | 250,000 | | | | 194,127 | |
Consolidated Edison Co. of New York, Inc. | |
2.40%, 6/15/31 | | | 178,000 | | | | 150,084 | |
5.50%, 12/1/39, Series 09-C | | | 300,000 | | | | 299,598 | |
4.13%, 5/15/49, Series A | | | 250,000 | | | | 202,590 | |
Constellation Brands, Inc. | |
3.70%, 12/6/26 | | | 190,000 | | | | 182,985 | |
3.50%, 5/9/27 | | | 471,000 | | | | 447,799 | |
2.88%, 5/1/30 | | | 210,000 | | | | 184,527 | |
4.50%, 5/9/47 | | | 160,000 | | | | 134,968 | |
4.10%, 2/15/48 | | | 114,000 | | | | 91,593 | |
Constellation Energy Generation LLC | |
5.80%, 3/1/33 | | | 274,000 | | | | 280,239 | |
6.25%, 10/1/39 | | | 31,000 | | | | 32,051 | |
5.75%, 10/1/41 | | | 100,000 | | | | 98,711 | |
5.60%, 6/15/42 | | | 112,000 | | | | 109,323 | |
Consumers Energy Co. | |
3.80%, 11/15/28 | | | 33,000 | | | | 31,597 | |
4.20%, 9/1/52 | | | 200,000 | | | | 166,750 | |
Continental Resources, Inc. 4.90%, 6/1/44 | | | 250,000 | | | | 202,927 | |
Corebridge Financial, Inc. | |
3.85%, 4/5/29 | | | 250,000 | | | | 231,930 | |
3.90%, 4/5/32 | | | 250,000 | | | | 220,155 | |
4.35%, 4/5/42 | | | 150,000 | | | | 124,334 | |
4.40%, 4/5/52 | | | 160,000 | | | | 128,752 | |
Corning, Inc. | |
4.75%, 3/15/42 | | | 75,000 | | | | 67,463 | |
5.45%, 11/15/79 | | | 370,000 | | | | 343,082 | |
Costco Wholesale Corp. 1.38%, 6/20/27 | | | 411,000 | | | | 369,629 | |
Crown Castle, Inc. | |
1.35%, 7/15/25 | | | 60,000 | | | | 56,780 | |
4.00%, 3/1/27 | | | 193,000 | | | | 185,934 | |
3.65%, 9/1/27 | | | 104,000 | | | | 98,197 | |
4.30%, 2/15/29 | | | 118,000 | | | | 112,199 | |
3.10%, 11/15/29 | | | 155,000 | | | | 137,315 | |
2.25%, 1/15/31 | | | 390,000 | | | | 318,899 | |
4.75%, 5/15/47 | | | 190,000 | | | | 161,019 | |
5.20%, 2/15/49 | | | 125,000 | | | | 113,385 | |
CSX Corp. | |
3.35%, 11/1/25 | | | 250,000 | | | | 242,750 | |
3.25%, 6/1/27 | | | 149,000 | | | | 141,453 | |
4.10%, 11/15/32 | | | 232,000 | | | | 216,774 | |
6.00%, 10/1/36 | | | 100,000 | | | | 106,484 | |
4.10%, 3/15/44 | | | 71,000 | | | | 59,800 | |
3.80%, 11/1/46 | | | 140,000 | | | | 110,396 | |
4.50%, 3/15/49 | | | 718,000 | | | | 627,999 | |
3.80%, 4/15/50 | | | 144,000 | | | | 112,211 | |
4.65%, 3/1/68 | | | 60,000 | | | | 51,704 | |
CubeSmart LP | |
2.25%, 12/15/28 | | | 103,000 | | | | 89,675 | |
4.38%, 2/15/29 | | | 150,000 | | | | 142,770 | |
2.50%, 2/15/32 | | | 200,000 | | | | 161,652 | |
Cummins, Inc. 4.90%, 2/20/29 | | | 300,000 | | | | 298,626 | |
CVS Health Corp. | |
3.88%, 7/20/25 | | | 185,000 | | | | 181,280 | |
5.00%, 2/20/26 | | | 500,000 | | | | 497,885 | |
6.25%, 6/1/27 | | | 100,000 | | | | 103,635 | |
4.30%, 3/25/28 | | | 547,000 | | | | 531,225 | |
3.25%, 8/15/29 | | | 291,000 | | | | 265,052 | |
4.88%, 7/20/35 | | | 653,000 | | | | 623,386 | |
4.78%, 3/25/38 | | | 250,000 | | | | 227,620 | |
6.13%, 9/15/39 | | | 50,000 | | | | 51,406 | |
4.13%, 4/1/40 | | | 464,000 | | | | 381,956 | |
2.70%, 8/21/40 | | | 106,000 | | | | 72,358 | |
5.13%, 7/20/45 | | | 303,000 | | | | 276,057 | |
5.05%, 3/25/48 | | | 909,000 | | | | 812,482 | |
4.25%, 4/1/50 | | | 356,000 | | | | 284,647 | |
5.63%, 2/21/53 | | | 250,000 | | | | 240,325 | |
Dayton Power & Light Co. 3.95%, 6/15/49 | | | 110,000 | | | | 81,800 | |
DCP Midstream Operating LP | |
3.25%, 2/15/32 | | | 30,000 | | | | 25,594 | |
5.60%, 4/1/44 | | | 45,000 | | | | 43,141 | |
Dell International LLC/EMC Corp. | |
6.02%, 6/15/26 | | | 223,000 | | | | 225,498 | |
6.10%, 7/15/27 | | | 243,000 | | | | 249,493 | |
8.10%, 7/15/36 | | | 418,000 | | | | 501,905 | |
3.38%, 12/15/41 | | | 250,000 | | | | 182,412 | |
3.45%, 12/15/51 | | | 42,000 | | | | 28,877 | |
Devon Energy Corp. | |
5.25%, 10/15/27 | | | 530,000 | | | | 529,300 | |
5.00%, 6/15/45 | | | 240,000 | | | | 207,454 | |
Diamondback Energy, Inc. | |
3.25%, 12/1/26 | | | 230,000 | | | | 219,926 | |
3.50%, 12/1/29 | | | 178,000 | | | | 163,593 | |
3.13%, 3/24/31 | | | 120,000 | | | | 105,229 | |
6.25%, 3/15/33 | | | 250,000 | | | | 262,822 | |
4.40%, 3/24/51 | | | 87,000 | | | | 70,323 | |
Digital Realty Trust LP | |
3.70%, 8/15/27 | | | 173,000 | | | | 164,990 | |
4.45%, 7/15/28 | | | 196,000 | | | | 189,740 | |
3.60%, 7/1/29 | | | 50,000 | | | | 46,117 | |
Discover Bank 4.65%, 9/13/28 | | | 573,000 | | | | 547,496 | |
Discovery Communications LLC | |
3.95%, 6/15/25 | | | 210,000 | | | | 205,111 | |
4.13%, 5/15/29 | | | 175,000 | | | | 161,826 | |
5.00%, 9/20/37 | | | 260,000 | | | | 222,999 | |
5.30%, 5/15/49 | | | 355,000 | | | | 290,773 | |
4.00%, 9/15/55 | | | 427,000 | | | | 283,016 | |
Dollar General Corp. | |
3.88%, 4/15/27 | | | 73,000 | | | | 70,214 | |
3.50%, 4/3/30 | | | 218,000 | | | | 197,233 | |
5.45%, 7/5/33 | | | 350,000 | | | | 347,798 | |
4.13%, 4/3/50 | | | 89,000 | | | | 68,063 | |
Dollar Tree, Inc. 2.65%, 12/1/31 | | | 440,000 | | | | 366,665 | |
Dominion Energy South Carolina, Inc. 5.45%, 2/1/41 | | | 200,000 | | | | 197,724 | |
| | |
Dominion Energy, Inc. 4.25%, 6/1/28 | | | 78,000 | | | | 75,342 | |
3.38%, 4/1/30, Series C | | | 580,000 | | | | 522,418 | |
4.35%, 8/15/32, Series A | | | 99,000 | | | | 92,300 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
5.25%, 8/1/33, Series F | | $ | 45,000 | | | $ | 44,218 | |
7.00%, 6/15/38 | | | 65,000 | | | | 70,961 | |
4.70%, 12/1/44 | | | 137,000 | | | | 118,350 | |
4.60%, 3/15/49, Series A | | | 47,000 | | | | 39,772 | |
| | |
Dow Chemical Co. 4.80%, 11/30/28(d) | | | 272,000 | | | | 270,096 | |
7.38%, 11/1/29 | | | 110,000 | | | | 122,021 | |
4.25%, 10/1/34 | | | 145,000 | | | | 133,597 | |
5.25%, 11/15/41 | | | 417,000 | | | | 391,388 | |
5.55%, 11/30/48 | | | 29,000 | | | | 28,236 | |
6.90%, 5/15/53 | | | 200,000 | | | | 228,890 | |
| | |
DTE Electric Co. 2.63%, 3/1/31, Series C | | | 425,000 | | | | 365,496 | |
| | |
DTE Energy Co. 2.85%, 10/1/26 | | | 131,000 | | | | 123,483 | |
| | |
Duke Energy Carolinas LLC 4.95%, 1/15/33 | | | 500,000 | | | | 492,485 | |
5.30%, 2/15/40 | | | 200,000 | | | | 196,352 | |
3.70%, 12/1/47 | | | 350,000 | | | | 261,670 | |
| | |
Duke Energy Corp. 3.40%, 6/15/29 | | | 172,000 | | | | 158,541 | |
2.45%, 6/1/30 | | | 260,000 | | | | 222,560 | |
2.55%, 6/15/31 | | | 738,000 | | | | 615,485 | |
3.30%, 6/15/41 | | | 76,000 | | | | 55,943 | |
4.80%, 12/15/45 | | | 63,000 | | | | 55,318 | |
3.75%, 9/1/46 | | | 186,000 | | | | 138,676 | |
3.95%, 8/15/47 | | | 150,000 | | | | 114,255 | |
4.20%, 6/15/49 | | | 315,000 | | | | 249,256 | |
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 | | | | 84,902 | |
| | |
Duke Energy Florida Project Finance LLC 3.11%, 9/1/38, Series 2035-A | | | 59,000 | | | | 48,751 | |
| | |
Duke Energy Progress NC Storm Funding LLC 2.39%, 7/1/39, Series A-2 | | | 550,000 | | | | 442,024 | |
| | |
DuPont de Nemours, Inc. 4.73%, 11/15/28 | | | 124,000 | | | | 123,401 | |
5.32%, 11/15/38 | | | 89,000 | | | | 88,105 | |
5.42%, 11/15/48 | | | 427,000 | | | | 420,228 | |
| | |
Eastman Chemical Co. 4.50%, 12/1/28 | | | 222,000 | | | | 215,562 | |
4.80%, 9/1/42 | | | 90,000 | | | | 79,043 | |
4.65%, 10/15/44 | | | 45,000 | | | | 38,075 | |
| | |
Eaton Corp. 3.10%, 9/15/27 | | | 226,000 | | | | 213,834 | |
4.00%, 11/2/32 | | | 101,000 | | | | 94,710 | |
| | |
Eaton Vance Corp. 3.50%, 4/6/27 | | | 90,000 | | | | 85,754 | |
| | |
eBay, Inc. 3.60%, 6/5/27 | | | 100,000 | | | | 95,587 | |
2.60%, 5/10/31 | | | 371,000 | | | | 314,764 | |
4.00%, 7/15/42 | | | 140,000 | | | | 111,220 | |
| | |
Ecolab, Inc. 4.80%, 3/24/30 | | | 136,000 | | | | 135,883 | |
| | |
Electronic Arts, Inc. 1.85%, 2/15/31 | | | 175,000 | | | | 142,520 | |
| | |
Elevance Health, Inc. 3.65%, 12/1/27 | | | 42,000 | | | | 40,173 | |
4.75%, 2/15/33 | | | 500,000 | | | | 483,405 | |
4.63%, 5/15/42 | | | 30,000 | | | | 27,025 | |
5.10%, 1/15/44 | | | 242,000 | | | | 228,068 | |
4.65%, 8/15/44 | | | 26,000 | | | | 23,158 | |
4.38%, 12/1/47 | | | 79,000 | | | | 67,204 | |
3.70%, 9/15/49 | | | 210,000 | | | | 159,590 | |
3.13%, 5/15/50 | | | 212,000 | | | | 145,218 | |
3.60%, 3/15/51 | | | 419,000 | | | | 312,331 | |
5.13%, 2/15/53 | | | 200,000 | | | | 189,446 | |
| | |
Eli Lilly & Co. 4.50%, 2/9/27 | | | 200,000 | | | | 199,218 | |
3.38%, 3/15/29 | | | 137,000 | | | | 129,188 | |
4.88%, 2/27/53 | | | 25,000 | | | | 24,261 | |
5.10%, 2/9/64 | | | 300,000 | | | | 294,984 | |
| | |
Emerson Electric Co. 2.20%, 12/21/31 | | | 86,000 | | | | 71,364 | |
5.25%, 11/15/39 | | | 350,000 | | | | 353,969 | |
| | |
Energy Transfer LP 2.90%, 5/15/25 | | | 450,000 | | | | 435,744 | |
5.50%, 6/1/27 | | | 385,000 | | | | 386,567 | |
4.00%, 10/1/27 | | | 196,000 | | | | 187,550 | |
4.95%, 5/15/28 | | | 145,000 | | | | 143,157 | |
4.15%, 9/15/29 | | | 369,000 | | | | 348,236 | |
3.75%, 5/15/30 | | | 191,000 | | | | 174,370 | |
6.63%, 10/15/36 | | | 150,000 | | | | 158,189 | |
5.80%, 6/15/38, Series 20Y | | | 485,000 | | | | 479,781 | |
7.50%, 7/1/38 | | | 60,000 | | | | 68,278 | |
6.10%, 2/15/42 | | | 100,000 | | | | 99,702 | |
4.95%, 1/15/43 | | | 54,000 | | | | 46,734 | |
5.35%, 5/15/45 | | | 190,000 | | | | 172,096 | |
5.30%, 4/15/47 | | | 272,000 | | | | 243,745 | |
5.40%, 10/1/47 | | | 160,000 | | | | 145,173 | |
6.00%, 6/15/48 | | | 250,000 | | | | 245,057 | |
6.25%, 4/15/49 | | | 105,000 | | | | 106,139 | |
5.00%, 5/15/50 | | | 218,000 | | | | 188,646 | |
| | |
Enstar Group Ltd. 4.95%, 6/1/29 | | | 296,000 | | | | 288,313 | |
| | |
Entergy Corp. 2.80%, 6/15/30 | | | 335,000 | | | | 290,097 | |
3.75%, 6/15/50 | | | 89,000 | | | | 64,408 | |
| | |
Entergy Louisiana LLC 3.05%, 6/1/31 | | | 32,000 | | | | 27,989 | |
4.20%, 4/1/50 | | | 200,000 | | | | 162,906 | |
| | |
Enterprise Products Operating LLC 4.15%, 10/16/28 | | | 332,000 | | | | 320,758 | |
4.90%, 5/15/46 | | | 200,000 | | | | 182,806 | |
3.70%, 1/31/51 | | | 110,000 | | | | 83,153 | |
4.95%, 10/15/54 | | | 88,000 | | | | 80,564 | |
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 | | | | 111,380 | |
5.38%, 2/15/78, (5.375% fixed rate until 2/15/28; 3-month Secured Overnight Financing Rate + 2.832% thereafter)(c) | | | 100,000 | | | | 92,834 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
EPR Properties 4.75%, 12/15/26 | | $ | 15,000 | | | $ | 14,422 | |
3.60%, 11/15/31 | | | 94,000 | | | | 76,968 | |
| | |
EQT Corp. 7.00%, 2/1/30 | | | 45,000 | | | | 47,690 | |
| | |
Equifax, Inc. 2.60%, 12/15/25 | | | 181,000 | | | | 172,538 | |
| | |
Equinix, Inc. 1.80%, 7/15/27 | | | 253,000 | | | | 227,541 | |
3.20%, 11/18/29 | | | 256,000 | | | | 230,249 | |
3.90%, 4/15/32 | | | 185,000 | | | | 168,008 | |
3.00%, 7/15/50 | | | 264,000 | | | | 171,669 | |
| | |
Equitable Holdings, Inc. 4.35%, 4/20/28 | | | 294,000 | | | | 283,431 | |
5.00%, 4/20/48 | | | 204,000 | | | | 185,426 | |
| | |
ERP Operating LP 3.50%, 3/1/28 | | | 72,000 | | | | 68,046 | |
4.15%, 12/1/28 | | | 183,000 | | | | 177,060 | |
| | |
Essential Properties LP 2.95%, 7/15/31 | | | 193,000 | | | | 151,758 | |
| | |
Essential Utilities, Inc. 3.57%, 5/1/29 | | | 367,000 | | | | 340,686 | |
4.28%, 5/1/49 | | | 150,000 | | | | 121,434 | |
| | |
Essex Portfolio LP 4.00%, 3/1/29 | | | 125,000 | | | | 118,476 | |
3.00%, 1/15/30 | | | 135,000 | | | | 118,517 | |
1.65%, 1/15/31 | | | 256,000 | | | | 200,251 | |
4.50%, 3/15/48 | | | 35,000 | | | | 29,313 | |
| | |
Estee Lauder Cos., Inc. 1.95%, 3/15/31 | | | 20,000 | | | | 16,409 | |
| | |
Everest Reinsurance Holdings, Inc. 3.50%, 10/15/50 | | | 170,000 | | | | 119,609 | |
3.13%, 10/15/52 | | | 127,000 | | | | 79,891 | |
| | |
Evergy Kansas Central, Inc. 4.10%, 4/1/43 | | | 100,000 | | | | 82,346 | |
| | |
Evergy, Inc. 2.90%, 9/15/29 | | | 174,000 | | | | 154,322 | |
| | |
Eversource Energy 4.75%, 5/15/26 | | | 500,000 | | | | 494,050 | |
3.30%, 1/15/28, Series M | | | 78,000 | | | | 72,696 | |
1.65%, 8/15/30, Series R | | | 325,000 | | | | 258,755 | |
| | |
Exelon Corp. 3.40%, 4/15/26 | | | 200,000 | | | | 192,630 | |
3.35%, 3/15/32 | | | 380,000 | | | | 332,154 | |
4.95%, 6/15/35 | | | 151,000 | | | | 141,464 | |
4.45%, 4/15/46 | | | 60,000 | | | | 50,345 | |
5.60%, 3/15/53 | | | 586,000 | | | | 571,831 | |
| | |
Expedia Group, Inc. 3.80%, 2/15/28 | | | 153,000 | | | | 144,766 | |
3.25%, 2/15/30 | | | 348,000 | | | | 310,322 | |
| | |
Extra Space Storage LP 3.50%, 7/1/26 | | | 35,000 | | | | 33,529 | |
3.88%, 12/15/27 | | | 10,000 | | | | 9,499 | |
2.55%, 6/1/31 | | | 95,000 | | | | 78,296 | |
| | |
Federal Realty OP LP 3.20%, 6/15/29 | | | 72,000 | | | | 64,447 | |
4.50%, 12/1/44 | | | 183,000 | | | | 149,465 | |
| | |
FedEx Corp. 3.40%, 2/15/28 | | | 100,000 | | | | 94,443 | |
3.10%, 8/5/29 | | | 280,000 | | | | 254,120 | |
4.25%, 5/15/30 | | | 60,000 | | | | 57,292 | |
4.90%, 1/15/34 | | | 169,000 | | | | 164,251 | |
3.25%, 5/15/41 | | | 391,000 | | | | 289,098 | |
4.75%, 11/15/45 | | | 266,000 | | | | 233,106 | |
4.55%, 4/1/46 | | | 16,000 | | | | 13,640 | |
4.40%, 1/15/47 | | | 93,000 | | | | 77,331 | |
4.05%, 2/15/48 | | | 275,000 | | | | 216,793 | |
5.25%, 5/15/50 | | | 41,000 | | | | 38,727 | |
| | |
Fidelity National Financial, Inc. 4.50%, 8/15/28 | | | 195,000 | | | | 187,734 | |
3.40%, 6/15/30 | | | 40,000 | | | | 35,332 | |
| | |
Fidelity National Information Services, Inc. 1.65%, 3/1/28 | | | 191,000 | | | | 168,433 | |
5.10%, 7/15/32(d) | | | 435,000 | | | | 435,196 | |
| | |
Fifth Third Bancorp | | | | | | | | |
4.77%, 7/28/30, (4.772% fixed rate until 7/28/29; Secured Overnight Financing Index + 2.127% thereafter)(c) | | | 200,000 | | | | 190,816 | |
8.25%, 3/1/38 | | | 300,000 | | | | 354,903 | |
| | |
Fiserv, Inc. 2.25%, 6/1/27 | | | 142,000 | | | | 129,964 | |
4.20%, 10/1/28 | | | 307,000 | | | | 294,588 | |
2.65%, 6/1/30 | | | 233,000 | | | | 200,485 | |
5.63%, 8/21/33 | | | 350,000 | | | | 354,119 | |
4.40%, 7/1/49 | | | 238,000 | | | | 199,289 | |
| | |
Flex Ltd. 4.88%, 6/15/29 | | | 50,000 | | | | 48,667 | |
| | |
Flowers Foods, Inc. 3.50%, 10/1/26 | | | 13,000 | | | | 12,483 | |
| | |
FMC Corp. 3.20%, 10/1/26 | | | 101,000 | | | | 94,709 | |
3.45%, 10/1/29 | | | 55,000 | | | | 48,912 | |
6.38%, 5/18/53 | | | 250,000 | | | | 244,527 | |
| | |
Ford Motor Co. 6.10%, 8/19/32(d) | | | 500,000 | | | | 499,120 | |
5.29%, 12/8/46 | | | 500,000 | | | | 433,220 | |
| | |
Ford Motor Credit Co. LLC 6.95%, 3/6/26 | | | 500,000 | | | | 509,155 | |
2.70%, 8/10/26 | | | 500,000 | | | | 464,420 | |
2.90%, 2/10/29 | | | 500,000 | | | | 435,975 | |
5.11%, 5/3/29 | | | 280,000 | | | | 269,982 | |
7.12%, 11/7/33 | | | 500,000 | | | | 533,765 | |
| | |
Fortinet, Inc. 1.00%, 3/15/26 | | | 110,000 | | | | 100,997 | |
| | |
Fortune Brands Innovations, Inc. 4.50%, 3/25/52 | | | 250,000 | | | | 203,467 | |
| | |
Fox Corp. 4.71%, 1/25/29 | | | 220,000 | | | | 214,784 | |
3.50%, 4/8/30(d) | | | 110,000 | | | | 99,081 | |
5.48%, 1/25/39 | | | 128,000 | | | | 119,679 | |
5.58%, 1/25/49 | | | 147,000 | | | | 134,598 | |
| | |
Freeport-McMoRan, Inc. 4.13%, 3/1/28 | | | 445,000 | | | | 422,714 | |
4.38%, 8/1/28 | | | 25,000 | | | | 23,868 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
5.40%, 11/14/34 | | $ | 90,000 | | | $ | 87,588 | |
5.45%, 3/15/43 | | | 150,000 | | | | 139,950 | |
| | |
FS KKR Capital Corp. 3.40%, 1/15/26 | | | 100,000 | | | | 94,623 | |
3.13%, 10/12/28 | | | 191,000 | | | | 165,095 | |
| | |
GATX Corp. 3.25%, 9/15/26 | | | 73,000 | | | | 69,614 | |
4.55%, 11/7/28 | | | 43,000 | | | | 42,041 | |
4.70%, 4/1/29 | | | 56,000 | | | | 54,790 | |
1.90%, 6/1/31 | | | 228,000 | | | | 179,776 | |
3.50%, 6/1/32 | | | 105,000 | | | | 90,917 | |
| | |
GE Capital International Funding Co. Unlimited Co. 4.42%, 11/15/35 | | | 400,000 | | | | 374,712 | |
| | |
GE HealthCare Technologies, Inc. 5.60%, 11/15/25 | | | 500,000 | | | | 501,680 | |
5.91%, 11/22/32 | | | 200,000 | | | | 207,892 | |
6.38%, 11/22/52 | | | 200,000 | | | | 222,074 | |
| | |
General Dynamics Corp. 3.25%, 4/1/25 | | | 510,000 | | | | 499,407 | |
2.13%, 8/15/26 | | | 114,000 | | | | 106,734 | |
2.63%, 11/15/27 | | | 67,000 | | | | 62,011 | |
| | |
General Electric Co. 6.75%, 3/15/32, Series A | | | 213,000 | | | | 236,654 | |
6.88%, 1/10/39, Series A | | | 160,000 | | | | 189,272 | |
4.35%, 5/1/50 | | | 39,000 | | | | 34,407 | |
| | |
General Mills, Inc. 3.20%, 2/10/27 | | | 28,000 | | | | 26,622 | |
4.20%, 4/17/28 | | | 255,000 | | | | 247,460 | |
2.25%, 10/14/31 | | | 160,000 | | | | 131,219 | |
3.00%, 2/1/51 | | | 125,000 | | | | 80,644 | |
| | |
General Motors Co. 6.13%, 10/1/25 | | | 293,000 | | | | 295,493 | |
6.80%, 10/1/27 | | | 518,000 | | | | 541,030 | |
5.00%, 4/1/35 | | | 185,000 | | | | 173,069 | |
6.60%, 4/1/36 | | | 305,000 | | | | 320,332 | |
5.15%, 4/1/38 | | | 260,000 | | | | 241,007 | |
6.25%, 10/2/43 | | | 250,000 | | | | 251,305 | |
5.95%, 4/1/49(d) | | | 210,000 | | | | 202,098 | |
| | |
General Motors Financial Co., Inc. 1.50%, 6/10/26 | | | 434,000 | | | | 397,705 | |
5.40%, 5/8/27 | | | 1,000,000 | | | | 1,001,400 | |
6.00%, 1/9/28 | | | 500,000 | | | | 511,085 | |
3.10%, 1/12/32 | | | 20,000 | | | | 16,720 | |
| | |
Genuine Parts Co. 1.88%, 11/1/30 | | | 43,000 | | | | 34,551 | |
2.75%, 2/1/32 | | | 155,000 | | | | 127,653 | |
| | |
Georgia Power Co. 4.30%, 3/15/43 | | | 25,000 | | | | 21,049 | |
3.70%, 1/30/50, Series B | | | 250,000 | | | | 189,627 | |
3.25%, 3/15/51, Series A | | | 130,000 | | | | 89,263 | |
| | |
Gilead Sciences, Inc. 3.65%, 3/1/26 | | | 210,000 | | | | 203,996 | |
2.95%, 3/1/27 | | | 72,000 | | | | 68,028 | |
1.65%, 10/1/30 | | | 125,000 | | | | 102,066 | |
2.60%, 10/1/40 | | | 897,000 | | | | 627,021 | |
4.80%, 4/1/44 | | | 395,000 | | | | 363,025 | |
4.75%, 3/1/46 | | | 350,000 | | | | 318,122 | |
2.80%, 10/1/50 | | | 413,000 | | | | 266,715 | |
| | |
Global Payments, Inc. 2.15%, 1/15/27 | | | 160,000 | | | | 146,894 | |
4.95%, 8/15/27 | | | 38,000 | | | | 37,669 | |
3.20%, 8/15/29 | | | 333,000 | | | | 296,933 | |
5.40%, 8/15/32 | | | 218,000 | | | | 215,186 | |
4.15%, 8/15/49 | | | 193,000 | | | | 147,394 | |
| | |
Globe Life, Inc. 2.15%, 8/15/30 | | | 295,000 | | | | 244,950 | |
| | |
GLP Capital LP/GLP Financing II, Inc. 5.75%, 6/1/28 | | | 193,000 | | | | 191,759 | |
4.00%, 1/15/30 | | | 305,000 | | | | 274,881 | |
| | |
Goldman Sachs Capital I 6.35%, 2/15/34 | | | 100,000 | | | | 102,678 | |
| | |
Goldman Sachs Group, Inc. 3.50%, 4/1/25 | | | 510,000 | | | | 499,545 | |
3.75%, 5/22/25 | | | 310,000 | | | | 304,060 | |
4.25%, 10/21/25 | | | 250,000 | | | | 245,642 | |
5.80%, 8/10/26, (5.798% fixed rate until 8/10/25; Secured Overnight Financing Rate + 1.075% thereafter)(c) | | | 500,000 | | | | 502,860 | |
1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(c) | | | 250,000 | | | | 231,712 | |
1.43%, 3/9/27, (1.431% fixed rate until 3/9/26; Secured Overnight Financing Rate + 0.798% thereafter)(c) | | | 750,000 | | | | 693,427 | |
1.95%, 10/21/27, (1.948% fixed rate until 10/21/26; Secured Overnight Financing Rate + 0.913% thereafter)(c) | | | 900,000 | | | | 824,391 | |
3.62%, 3/15/28, (3.615% fixed rate until 3/15/27; Secured Overnight Financing Rate + 1.846% thereafter)(c) | | | 500,000 | | | | 476,890 | |
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 | | | | 441,255 | |
3.80%, 3/15/30 | | | 533,000 | | | | 495,972 | |
6.75%, 10/1/37 | | | 589,000 | | | | 641,038 | |
3.21%, 4/22/42, (3.21% fixed rate until 4/22/41; Secured Overnight Financing Rate + 1.513% thereafter)(c) | | | 500,000 | | | | 372,495 | |
5.15%, 5/22/45 | | | 347,000 | | | | 332,082 | |
| | |
GXO Logistics, Inc. 1.65%, 7/15/26 | | | 164,000 | | | | 151,418 | |
2.65%, 7/15/31 | | | 100,000 | | | | 81,272 | |
| | |
Haleon U.K. Capital PLC 3.13%, 3/24/25 | | | 260,000 | | | | 253,674 | |
| | |
Haleon U.S. Capital LLC 3.38%, 3/24/27 | | | 340,000 | | | | 323,303 | |
| | |
Halliburton Co. 2.92%, 3/1/30 | | | 225,000 | | | | 199,987 | |
4.85%, 11/15/35 | | | 208,000 | | | | 200,647 | |
6.70%, 9/15/38 | | | 56,000 | | | | 62,771 | |
7.45%, 9/15/39 | | | 73,000 | | | | 87,821 | |
4.75%, 8/1/43 | | | 157,000 | | | | 142,220 | |
5.00%, 11/15/45 | | | 181,000 | | | | 168,533 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Hanover Insurance Group, Inc. 2.50%, 9/1/30 | | $ | 23,000 | | | $ | 19,147 | |
| | |
Harley-Davidson, Inc. 4.63%, 7/28/45 | | | 108,000 | | | | 85,549 | |
| | |
Hartford Financial Services Group, Inc. 4.30%, 4/15/43 | | | 105,000 | | | | 89,907 | |
4.40%, 3/15/48 | | | 130,000 | | | | 112,449 | |
3.60%, 8/19/49 | | | 80,000 | | | | 60,343 | |
| | |
Hasbro, Inc. 3.50%, 9/15/27 | | | 249,000 | | | | 233,826 | |
6.35%, 3/15/40 | | | 91,000 | | | | 92,511 | |
| | |
HCA, Inc. 5.88%, 2/15/26 | | | 250,000 | | | | 251,142 | |
5.25%, 6/15/26 | | | 322,000 | | | | 320,129 | |
4.50%, 2/15/27 | | | 112,000 | | | | 109,707 | |
5.63%, 9/1/28 | | | 150,000 | | | | 151,218 | |
4.13%, 6/15/29 | | | 301,000 | | | | 283,364 | |
2.38%, 7/15/31 | | | 190,000 | | | | 154,590 | |
5.50%, 6/1/33 | | | 350,000 | | | | 348,110 | |
5.60%, 4/1/34 | | | 200,000 | | | | 199,208 | |
5.13%, 6/15/39 | | | 117,000 | | | | 108,942 | |
5.50%, 6/15/47 | | | 132,000 | | | | 123,392 | |
5.25%, 6/15/49 | | | 448,000 | | | | 402,636 | |
3.50%, 7/15/51 | | | 137,000 | | | | 92,744 | |
4.63%, 3/15/52 | | | 350,000 | | | | 286,888 | |
6.10%, 4/1/64 | | | 300,000 | | | | 296,937 | |
| | |
Healthcare Realty Holdings LP 3.10%, 2/15/30 | | | 140,000 | | | | 120,736 | |
2.00%, 3/15/31(d) | | | 300,000 | | | | 235,278 | |
| | |
Healthpeak OP LLC 3.25%, 7/15/26 | | | 128,000 | | | | 122,317 | |
2.88%, 1/15/31 | | | 380,000 | | | | 323,532 | |
6.75%, 2/1/41 | | | 32,000 | | | | 35,090 | |
| | |
Hershey Co. 1.70%, 6/1/30 | | | 50,000 | | | | 41,793 | |
| | |
Hess Corp. 4.30%, 4/1/27 | | | 8,000 | | | | 7,798 | |
7.13%, 3/15/33 | | | 200,000 | | | | 224,478 | |
6.00%, 1/15/40 | | | 296,000 | | | | 310,720 | |
| | |
Hewlett Packard Enterprise Co. 6.20%, 10/15/35 | | | 42,000 | | | | 43,905 | |
6.35%, 10/15/45 | | | 227,000 | | | | 234,915 | |
| | |
Highwoods Realty LP 4.13%, 3/15/28 | | | 25,000 | | | | 23,368 | |
4.20%, 4/15/29 | | | 45,000 | | | | 40,633 | |
3.05%, 2/15/30 | | | 105,000 | | | | 88,049 | |
| | |
Home Depot, Inc. 2.70%, 4/15/25 | | | 263,000 | | | | 256,301 | |
4.00%, 9/15/25 | | | 410,000 | | | | 403,645 | |
2.95%, 6/15/29 | | | 170,000 | | | | 155,224 | |
1.38%, 3/15/31 | | | 30,000 | | | | 23,748 | |
3.30%, 4/15/40 | | | 500,000 | | | | 392,095 | |
3.13%, 12/15/49 | | | 400,000 | | | | 278,908 | |
2.38%, 3/15/51 | | | 176,000 | | | | 103,611 | |
| | |
Honeywell International, Inc. 2.50%, 11/1/26 | | | 500,000 | | | | 471,365 | |
3.81%, 11/21/47 | | | 400,000 | | | | 323,380 | |
| | |
Hormel Foods Corp. 1.80%, 6/11/30 | | | 150,000 | | | | 124,607 | |
| | |
Host Hotels & Resorts LP 3.50%, 9/15/30, Series I | | | 349,000 | | | | 307,968 | |
| | |
Howard University 5.21%, 10/1/52, Series 22A | | | 75,000 | | | | 68,654 | |
| | |
HP, Inc. 1.45%, 6/17/26 | | | 798,000 | | | | 733,514 | |
2.65%, 6/17/31 | | | 121,000 | | | | 101,068 | |
6.00%, 9/15/41 | | | 95,000 | | | | 97,273 | |
| | |
HSBC USA, Inc. 5.29%, 3/4/27 | | | 200,000 | | | | 200,222 | |
| | |
Hubbell, Inc. 3.50%, 2/15/28 | | | 161,000 | | | | 152,163 | |
| | |
Humana, Inc. 2.15%, 2/3/32 | | | 600,000 | | | | 475,596 | |
4.95%, 10/1/44 | | | 57,000 | | | | 51,448 | |
4.80%, 3/15/47 | | | 95,000 | | | | 82,841 | |
5.50%, 3/15/53 | | | 110,000 | | | | 106,720 | |
| | |
Huntington Bancshares, Inc. | | | | | | | | |
5.02%, 5/17/33, (5.023% fixed rate until 5/17/32; Secured Overnight Financing Rate + 2.05% thereafter)(c) | | | 310,000 | | | | 293,347 | |
2.49%, 8/15/36, (2.487% fixed rate until 8/15/31; 5-year Constant Maturity Treasury Rate + 1.17% thereafter)(c) | | | 250,000 | | | | 189,110 | |
| | |
Huntington Ingalls Industries, Inc. 3.48%, 12/1/27 | | | 70,000 | | | | 65,623 | |
4.20%, 5/1/30 | | | 242,000 | | | | 227,688 | |
| | |
Huntsman International LLC 4.50%, 5/1/29 | | | 110,000 | | | | 104,552 | |
| | |
Hyatt Hotels Corp. 4.38%, 9/15/28 | | | 130,000 | | | | 124,882 | |
| | |
IBM International Capital Pte. Ltd. 5.30%, 2/5/54 | | | 300,000 | | | | 288,210 | |
| | |
Ingredion, Inc. 3.20%, 10/1/26 | | | 109,000 | | | | 104,026 | |
| | |
Intel Corp. 3.40%, 3/25/25 | | | 510,000 | | | | 500,228 | |
4.88%, 2/10/26 | | | 550,000 | | | | 548,311 | |
3.15%, 5/11/27 | | | 300,000 | | | | 284,430 | |
2.45%, 11/15/29 | | | 80,000 | | | | 70,133 | |
3.90%, 3/25/30 | | | 224,000 | | | | 210,847 | |
5.15%, 2/21/34 | | | 100,000 | | | | 99,082 | |
5.60%, 2/21/54 | | | 300,000 | | | | 300,246 | |
3.10%, 2/15/60 | | | 200,000 | | | | 126,694 | |
| | |
Intercontinental Exchange, Inc. 3.65%, 5/23/25 | | | 510,000 | | | | 500,157 | |
3.75%, 9/21/28 | | | 200,000 | | | | 190,978 | |
4.60%, 3/15/33 | | | 25,000 | | | | 23,931 | |
3.00%, 6/15/50 | | | 87,000 | | | | 58,501 | |
| | |
International Business Machines Corp. 4.00%, 7/27/25 | | | 250,000 | | | | 246,177 | |
4.50%, 2/6/26 | | | 500,000 | | | | 495,555 | |
3.30%, 5/15/26 | | | 500,000 | | | | 481,575 | |
3.50%, 5/15/29 | | | 100,000 | | | | 93,415 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
4.40%, 7/27/32 | | $ | 110,000 | | | $ | 105,122 | |
2.85%, 5/15/40 | | | 150,000 | | | | 109,214 | |
| | |
International Flavors & Fragrances, Inc. 4.38%, 6/1/47 | | | 100,000 | | | | 74,887 | |
5.00%, 9/26/48 | | | 135,000 | | | | 113,385 | |
| | |
International Paper Co. 4.80%, 6/15/44 | | | 70,000 | | | | 62,427 | |
4.40%, 8/15/47 | | | 20,000 | | | | 16,662 | |
4.35%, 8/15/48(d) | | | 249,000 | | | | 211,448 | |
| | |
Interpublic Group of Cos., Inc. 4.65%, 10/1/28 | | | 73,000 | | | | 71,527 | |
4.75%, 3/30/30 | | | 21,000 | | | | 20,436 | |
5.40%, 10/1/48 | | | 120,000 | | | | 111,070 | |
| | |
Interstate Power & Light Co. 4.10%, 9/26/28 | | | 125,000 | | | | 119,888 | |
6.25%, 7/15/39 | | | 10,000 | | | | 10,470 | |
3.70%, 9/15/46 | | | 50,000 | | | | 37,414 | |
3.50%, 9/30/49 | | | 175,000 | | | | 124,418 | |
3.10%, 11/30/51 | | | 198,000 | | | | 127,841 | |
| | |
Intuit, Inc. 5.25%, 9/15/26 | | | 350,000 | | | | 353,125 | |
| | |
Invitation Homes Operating Partnership LP 2.00%, 8/15/31 | | | 63,000 | | | | 49,253 | |
| | |
JM Smucker Co. 4.25%, 3/15/35 | | | 213,000 | | | | 191,104 | |
6.50%, 11/15/43 | | | 350,000 | | | | 374,790 | |
4.38%, 3/15/45 | | | 5,000 | | | | 4,187 | |
6.50%, 11/15/53 | | | 250,000 | | | | 272,522 | |
| | |
Jabil, Inc. 3.95%, 1/12/28 | | | 133,000 | | | | 125,899 | |
| | |
Jackson Financial, Inc. 5.67%, 6/8/32 | | | 140,000 | | | | 139,860 | |
| | |
Janus Henderson U.S. Holdings, Inc. 4.88%, 8/1/25 | | | 62,000 | | | | 61,331 | |
| | |
JBS USA LUX SA/JBS USA Food Co./JBS Luxembourg SARL 6.75%, 3/15/34(e) | | | 350,000 | | | | 360,951 | |
| | |
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. 2.50%, 1/15/27 | | | 363,000 | | | | 333,543 | |
3.00%, 5/15/32 | | | 400,000 | | | | 320,800 | |
6.50%, 12/1/52 | | | 270,000 | | | | 261,004 | |
| | |
Jefferies Financial Group, Inc. 4.85%, 1/15/27 | | | 115,000 | | | | 114,278 | |
4.15%, 1/23/30 | | | 228,000 | | | | 212,232 | |
2.75%, 10/15/32 | | | 120,000 | | | | 96,952 | |
6.25%, 1/15/36 | | | 118,000 | | | | 121,413 | |
| | |
JetBlue Pass-Through Trust 2.75%, 11/15/33, Series 2019-1, Class AA | | | 82,528 | | | | 69,914 | |
| | |
John Deere Capital Corp. 3.45%, 3/13/25 | | | 500,000 | | | | 491,125 | |
4.80%, 1/9/26 | | | 750,000 | | | | 748,267 | |
0.70%, 1/15/26 | | | 510,000 | | | | 472,199 | |
3.05%, 1/6/28 | | | 73,000 | | | | 68,928 | |
3.45%, 3/7/29 | | | 70,000 | | | | 66,076 | |
3.35%, 4/18/29 | | | 136,000 | | | | 127,771 | |
2.80%, 7/18/29 | | | 373,000 | | | | 339,382 | |
2.45%, 1/9/30 | | | 145,000 | | | | 127,590 | |
| | |
Johnson Controls International PLC 6.00%, 1/15/36 | | | 237,000 | | | | 249,331 | |
5.13%, 9/14/45 | | | 7,000 | | | | 6,529 | |
4.50%, 2/15/47 | | | 120,000 | | | | 103,249 | |
| | |
JPMorgan Chase & Co. 2.08%, 4/22/26(c) | | | 550,000 | | | | 529,347 | |
1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c) | | | 523,000 | | | | 486,631 | |
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 | | | | 769,261 | |
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 | | | | 460,980 | |
1.58%, 4/22/27, (1.578% fixed rate until 4/22/26; Secured Overnight Financing Rate + 0.885% thereafter)(c) | | | 585,000 | | | | 540,932 | |
8.00%, 4/29/27 | | | 101,000 | | | | 109,910 | |
1.05%, 6/23/27 | | | 800,000 | | | | 702,512 | |
3.63%, 12/1/27 | | | 200,000 | | | | 190,248 | |
3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month Secured Overnight Financing Rate + 1.599% thereafter)(c) | | | 350,000 | | | | 336,154 | |
4.32%, 4/26/28, (4.323% fixed rate until 4/26/27; Secured Overnight Financing Rate + 1.56% thereafter)(c) | | | 1,000,000 | | | | 976,440 | |
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 | | | | 532,504 | |
4.85%, 7/25/28, (4.851% fixed rate until 7/25/27; Secured Overnight Financing Rate + 1.99% thereafter)(c) | | | 532,000 | | | | 526,270 | |
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 | | | | 600,762 | |
5.30%, 7/24/29, (5.299% fixed rate until 7/24/28; Secured Overnight Financing Rate + 1.45% thereafter)(c) | | | 500,000 | | | | 501,535 | |
2.52%, 4/22/31, (2.522% fixed rate until 4/22/30; Secured Overnight Financing Rate + 2.04% thereafter)(c) | | | 59,000 | | | | 50,437 | |
2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; 3-month Secured Overnight Financing Rate + 2.515% thereafter)(c) | | | 177,000 | | | | 153,834 | |
4.91%, 7/25/33(c) | | | 220,000 | | | | 213,598 | |
3.16%, 4/22/42, (3.157% fixed rate until 4/22/41; Secured Overnight Financing Rate + 1.46% thereafter)(c) | | | 500,000 | | | | 375,465 | |
4.85%, 2/1/44 | | | 100,000 | | | | 94,064 | |
4.95%, 6/1/45 | | | 100,000 | | | | 93,525 | |
| | |
Juniper Networks, Inc. 5.95%, 3/15/41 | | | 125,000 | | | | 124,074 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Kellanova 3.40%, 11/15/27 | | $ | 20,000 | | | $ | 18,841 | |
7.45%, 4/1/31, Series B | | | 150,000 | | | | 167,987 | |
| | |
Kennametal, Inc. 4.63%, 6/15/28 | | | 96,000 | | | | 93,441 | |
| | |
Kentucky Utilities Co. 4.38%, 10/1/45 | | | 300,000 | | | | 252,855 | |
| | |
Kenvue, Inc. 5.50%, 3/22/25 | | | 500,000 | | | | 501,390 | |
| | |
Keurig Dr. Pepper, Inc. 3.20%, 5/1/30 | | | 334,000 | | | | 301,532 | |
2.25%, 3/15/31 | | | 40,000 | | | | 33,246 | |
5.09%, 5/25/48 | | | 125,000 | | | | 117,333 | |
4.50%, 4/15/52 | | | 250,000 | | | | 212,540 | |
| | |
KeyBank NA 4.15%, 8/8/25 | | | 500,000 | | | | 484,375 | |
4.90%, 8/8/32 | | | 350,000 | | | | 307,933 | |
| | |
KeyCorp 2.55%, 10/1/29(d) | | | 130,000 | | | | 108,892 | |
| | |
Kilroy Realty LP 4.25%, 8/15/29 | | | 50,000 | | | | 45,677 | |
3.05%, 2/15/30 | | | 270,000 | | | | 226,489 | |
| | |
Kimberly-Clark Corp. 3.20%, 4/25/29 | | | 97,000 | | | | 90,084 | |
| | |
Kimco Realty OP LLC 2.80%, 10/1/26 | | | 150,000 | | | | 140,585 | |
1.90%, 3/1/28 | | | 75,000 | | | | 65,750 | |
2.70%, 10/1/30 | | | 60,000 | | | | 51,117 | |
4.25%, 4/1/45 | | | 200,000 | | | | 156,708 | |
3.70%, 10/1/49 | | | 150,000 | | | | 108,009 | |
| | |
Kinder Morgan Energy Partners LP 7.30%, 8/15/33 | | | 124,000 | | | | 137,850 | |
5.80%, 3/15/35 | | | 50,000 | | | | 50,273 | |
6.50%, 2/1/37 | | | 50,000 | | | | 51,605 | |
7.50%, 11/15/40 | | | 300,000 | | | | 335,793 | |
5.00%, 8/15/42 | | | 210,000 | | | | 183,282 | |
5.00%, 3/1/43 | | | 100,000 | | | | 87,494 | |
5.40%, 9/1/44 | | | 58,000 | | | | 53,054 | |
| | |
Kinder Morgan, Inc. 4.30%, 6/1/25 | | | 735,000 | | | | 724,482 | |
2.00%, 2/15/31 | | | 195,000 | | | | 158,356 | |
7.80%, 8/1/31 | | | 213,000 | | | | 238,422 | |
5.30%, 12/1/34 | | | 248,000 | | | | 241,855 | |
5.55%, 6/1/45 | | | 73,000 | | | | 68,558 | |
5.05%, 2/15/46 | | | 70,000 | | | | 60,955 | |
5.20%, 3/1/48 | | | 325,000 | | | | 289,065 | |
3.25%, 8/1/50 | | | 110,000 | | | | 71,324 | |
| | |
Kirby Corp. 4.20%, 3/1/28 | | | 106,000 | | | | 101,399 | |
| | |
Kraft Heinz Foods Co. 4.25%, 3/1/31 | | | 535,000 | | | | 508,491 | |
5.20%, 7/15/45 | | | 266,000 | | | | 248,518 | |
4.38%, 6/1/46 | | | 201,000 | | | | 166,924 | |
4.88%, 10/1/49 | | | 63,000 | | | | 56,279 | |
5.50%, 6/1/50 | | | 471,000 | | | | 458,693 | |
| | |
Kroger Co. 1.70%, 1/15/31 | | | 38,000 | | | | 30,313 | |
5.40%, 7/15/40 | | | 165,000 | | | | 159,911 | |
5.00%, 4/15/42 | | | 66,000 | | | | 61,757 | |
5.15%, 8/1/43 | | | 200,000 | | | | 186,190 | |
4.65%, 1/15/48 | | | 189,000 | | | | 164,991 | |
5.40%, 1/15/49 | | | 10,000 | | | | 9,771 | |
| | |
Kyndryl Holdings, Inc. 2.05%, 10/15/26 | | | 54,000 | | | | 49,352 | |
4.10%, 10/15/41 | | | 115,000 | | | | 86,160 | |
| | |
L3Harris Technologies, Inc. 4.40%, 6/15/28 | | | 66,000 | | | | 64,149 | |
1.80%, 1/15/31 | | | 215,000 | | | | 172,970 | |
4.85%, 4/27/35 | | | 255,000 | | | | 242,008 | |
5.05%, 4/27/45 | | | 250,000 | | | | 234,242 | |
| | |
Laboratory Corp. of America Holdings 1.55%, 6/1/26 | | | 212,000 | | | | 195,479 | |
3.60%, 9/1/27 | | | 185,000 | | | | 175,892 | |
| | |
Lam Research Corp. 4.00%, 3/15/29 | | | 124,000 | | | | 119,560 | |
| | |
Lear Corp. 4.25%, 5/15/29 | | | 308,000 | | | | 293,327 | |
| | |
Leggett & Platt, Inc. 3.50%, 11/15/27 | | | 120,000 | | | | 112,105 | |
3.50%, 11/15/51 | | | 190,000 | | | | 132,122 | |
| | |
Leidos, Inc. 2.30%, 2/15/31 | | | 340,000 | | | | 278,899 | |
| | |
Lennar Corp. 5.25%, 6/1/26 | | | 355,000 | | | | 354,379 | |
| | |
Lincoln National Corp. 3.63%, 12/12/26(d) | | | 38,000 | | | | 36,308 | |
3.80%, 3/1/28 | | | 98,000 | | | | 93,298 | |
4.35%, 3/1/48 | | | 188,000 | | | | 145,723 | |
| | |
LKQ Corp. 5.75%, 6/15/28 | | | 25,000 | | | | 25,262 | |
| | |
Lockheed Martin Corp. 4.95%, 10/15/25 | | | 510,000 | | | | 509,444 | |
5.20%, 2/15/64 | | | 400,000 | | | | 391,204 | |
| | |
Lowe’s Cos., Inc. 4.00%, 4/15/25 | | | 460,000 | | | | 453,431 | |
3.65%, 4/5/29 | | | 86,000 | | | | 81,124 | |
4.50%, 4/15/30 | | | 450,000 | | | | 437,346 | |
2.63%, 4/1/31 | | | 195,000 | | | | 166,360 | |
3.75%, 4/1/32 | | | 285,000 | | | | 258,843 | |
5.00%, 4/15/40 | | | 125,000 | | | | 118,900 | |
2.80%, 9/15/41 | | | 300,000 | | | | 209,757 | |
4.05%, 5/3/47 | | | 141,000 | | | | 111,837 | |
3.00%, 10/15/50 | | | 396,000 | | | | 255,939 | |
3.50%, 4/1/51 | | | 310,000 | | | | 218,950 | |
5.75%, 7/1/53 | | | 394,000 | | | | 398,598 | |
5.85%, 4/1/63 | | | 250,000 | | | | 252,790 | |
| | |
LYB International Finance BV 5.25%, 7/15/43 | | | 110,000 | | | | 101,096 | |
| | |
LYB International Finance III LLC 2.25%, 10/1/30(d) | | | 110,000 | | | | 91,672 | |
3.38%, 10/1/40 | | | 205,000 | | | | 152,079 | |
4.20%, 10/15/49 | | | 110,000 | | | | 85,032 | |
3.80%, 10/1/60 | | | 260,000 | | | | 176,348 | |
| | |
LyondellBasell Industries NV 4.63%, 2/26/55 | | | 87,000 | | | | 71,536 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Manufacturers & Traders Trust Co. 5.40%, 11/21/25 | | $ | 500,000 | | | $ | 495,425 | |
4.70%, 1/27/28 | | | 250,000 | | | | 240,615 | |
| | |
Marathon Oil Corp. 4.40%, 7/15/27(d) | | | 40,000 | | | | 38,863 | |
6.60%, 10/1/37 | | | 122,000 | | | | 127,479 | |
| | |
Marathon Petroleum Corp. 6.50%, 3/1/41 | | | 180,000 | | | | 191,282 | |
4.75%, 9/15/44 | | | 51,000 | | | | 44,589 | |
4.50%, 4/1/48 | | | 30,000 | | | | 24,739 | |
5.00%, 9/15/54 | | | 55,000 | | | | 47,458 | |
| | |
Markel Group, Inc. 3.50%, 11/1/27 | | | 141,000 | | | | 132,964 | |
5.00%, 4/5/46 | | | 170,000 | | | | 151,888 | |
| | |
Marriott International, Inc. 4.90%, 4/15/29 | | | 35,000 | | | | 34,598 | |
4.63%, 6/15/30, Series FF | | | 157,000 | | | | 152,102 | |
2.85%, 4/15/31, Series HH | | | 221,000 | | | | 188,849 | |
3.50%, 10/15/32, Series GG | | | 328,000 | | | | 286,511 | |
| | |
Marsh & McLennan Cos., Inc. 4.38%, 3/15/29 | | | 133,000 | | | | 130,103 | |
5.45%, 3/15/54 | | | 200,000 | | | | 199,094 | |
| | |
Martin Marietta Materials, Inc. 3.45%, 6/1/27 | | | 35,000 | | | | 33,429 | |
2.50%, 3/15/30, Series CB | | | 33,000 | | | | 28,562 | |
2.40%, 7/15/31 | | | 21,000 | | | | 17,460 | |
4.25%, 12/15/47 | | | 40,000 | | | | 33,313 | |
3.20%, 7/15/51 | | | 156,000 | | | | 108,113 | |
| | |
Marvell Technology, Inc. 2.95%, 4/15/31 | | | 268,000 | | | | 229,727 | |
| | |
Masco Corp. 1.50%, 2/15/28 | | | 100,000 | | | | 86,890 | |
| | |
Mastercard, Inc. 3.50%, 2/26/28 | | | 22,000 | | | | 21,136 | |
2.95%, 6/1/29 | | | 356,000 | | | | 326,936 | |
1.90%, 3/15/31 | | | 50,000 | | | | 41,545 | |
| | |
McCormick & Co., Inc. 3.40%, 8/15/27 | | | 60,000 | | | | 56,807 | |
1.85%, 2/15/31 | | | 235,000 | | | | 189,119 | |
| | |
McDonald’s Corp. 3.30%, 7/1/25 | | | 210,000 | | | | 205,059 | |
3.80%, 4/1/28 | | | 18,000 | | | | 17,289 | |
2.13%, 3/1/30 | | | 163,000 | | | | 139,539 | |
3.60%, 7/1/30 | | | 296,000 | | | | 274,339 | |
4.95%, 8/14/33(d) | | | 250,000 | | | | 248,032 | |
4.70%, 12/9/35 | | | 152,000 | | | | 146,137 | |
4.88%, 7/15/40 | | | 125,000 | | | | 119,435 | |
3.70%, 2/15/42 | | | 200,000 | | | | 160,942 | |
4.45%, 3/1/47 | | | 351,000 | | | | 302,102 | |
4.45%, 9/1/48 | | | 250,000 | | | | 216,775 | |
3.63%, 9/1/49 | | | 81,000 | | | | 60,624 | |
5.45%, 8/14/53 | | | 150,000 | | | | 149,172 | |
| | |
McKesson Corp. 0.90%, 12/3/25 | | | 330,000 | | | | 306,468 | |
| | |
MDC Holdings, Inc. 3.97%, 8/6/61 | | | 304,000 | | | | 231,757 | |
| | |
Medtronic Global Holdings SCA 4.25%, 3/30/28 | | | 300,000 | | | | 293,619 | |
| | |
Merck & Co., Inc. 1.45%, 6/24/30 | | | 238,000 | | | | 194,627 | |
2.15%, 12/10/31 | | | 140,000 | | | | 116,245 | |
2.90%, 12/10/61 | | | 400,000 | | | | 248,444 | |
| | |
Mercury General Corp. 4.40%, 3/15/27 | | | 60,000 | | | | 57,361 | |
| | |
Meta Platforms, Inc. 3.50%, 8/15/27 | | | 250,000 | | | | 239,735 | |
4.60%, 5/15/28 | | | 33,000 | | | | 32,881 | |
3.85%, 8/15/32 | | | 221,000 | | | | 204,812 | |
4.65%, 8/15/62 | | | 50,000 | | | | 44,270 | |
5.75%, 5/15/63 | | | 200,000 | | | | 209,592 | |
| | |
MetLife, Inc. 4.55%, 3/23/30 | | | 300,000 | | | | 293,922 | |
6.40%, 12/15/66 | | | 156,000 | | | | 158,736 | |
10.75%, 8/1/69 | | | 25,000 | | | | 34,107 | |
| | |
Micron Technology, Inc. 4.98%, 2/6/26 | | | 518,000 | | | | 515,146 | |
5.33%, 2/6/29 | | | 287,000 | | | | 287,436 | |
2.70%, 4/15/32 | | | 35,000 | | | | 28,743 | |
3.37%, 11/1/41 | | | 150,000 | | | | 109,374 | |
| | |
Mid-America Apartments LP 3.95%, 3/15/29(d) | | | 140,000 | | | | 133,643 | |
| | |
MidAmerican Energy Co. 3.10%, 5/1/27 | | | 100,000 | | | | 94,665 | |
3.65%, 4/15/29 | | | 110,000 | | | | 103,852 | |
6.75%, 12/30/31 | | | 125,000 | | | | 140,589 | |
| | |
Mississippi Power Co. 3.95%, 3/30/28 | | | 110,000 | | | | 105,652 | |
| | |
Molson Coors Beverage Co. 3.00%, 7/15/26 | | | 260,000 | | | | 247,694 | |
5.00%, 5/1/42 | | | 69,000 | | | | 64,305 | |
4.20%, 7/15/46 | | | 220,000 | | | | 179,654 | |
| | |
Mondelez International, Inc. 2.75%, 4/13/30 | | | 43,000 | | | | 38,005 | |
1.50%, 2/4/31 | | | 79,000 | | | | 62,859 | |
1.88%, 10/15/32(d) | | | 75,000 | | | | 59,083 | |
| | |
Montefiore Obligated Group 4.29%, 9/1/50 | | | 75,000 | | | | 46,530 | |
| | |
Moody’s Corp. 3.25%, 1/15/28 | | | 58,000 | | | | 54,610 | |
2.00%, 8/19/31 | | | 200,000 | | | | 161,734 | |
4.25%, 8/8/32 | | | 310,000 | | | | 293,034 | |
5.25%, 7/15/44 | | | 69,000 | | | | 67,626 | |
3.25%, 5/20/50 | | | 105,000 | | | | 74,598 | |
| | |
Morgan Stanley 4.00%, 7/23/25 | | | 510,000 | | | | 501,345 | |
5.00%, 11/24/25 | | | 275,000 | | | | 273,454 | |
2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(c) | | | 500,000 | | | | 481,275 | |
4.68%, 7/17/26, (4.679% fixed rate until 7/17/25; Secured Overnight Financing Rate + 1.669% thereafter)(c) | | | 560,000 | | | | 554,249 | |
3.95%, 4/23/27 | | | 190,000 | | | | 182,962 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(c) | | $ | 510,000 | | | $ | 470,327 | |
1.51%, 7/20/27, (1.512% fixed rate until 7/20/26; Secured Overnight Financing Rate + 0.858% thereafter)(c) | | | 1,414,000 | | | | 1,293,697 | |
4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(c) | | | 680,000 | | | | 658,349 | |
5.16%, 4/20/29, (5.164% fixed rate until 4/20/28; Secured Overnight Financing Rate + 1.59% thereafter)(c) | | | 500,000 | | | | 497,035 | |
5.45%, 7/20/29, (5.449% fixed rate until 7/20/28; Secured Overnight Financing Rate + 1.63% thereafter)(c) | | | 500,000 | | | | 502,235 | |
4.43%, 1/23/30(c) | | | 120,000 | | | | 115,344 | |
1.93%, 4/28/32, (1.928% fixed rate until 4/28/31; Secured Overnight Financing Rate + 1.02% thereafter)(c) | | | 360,000 | | | | 285,988 | |
2.24%, 7/21/32, (2.239% fixed rate until 7/21/31; Secured Overnight Financing Rate + 1.178% thereafter)(c) | | | 270,000 | | | | 217,971 | |
2.94%, 1/21/33, (2.943% fixed rate until 1/21/32; Secured Overnight Financing Rate + 1.29% thereafter)(c) | | | 222,000 | | | | 186,529 | |
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 | | | | 498,945 | |
3.97%, 7/22/38(c) | | | 250,000 | | | | 213,490 | |
4.38%, 1/22/47 | | | 100,000 | | | | 86,342 | |
| | |
Mosaic Co. 4.05%, 11/15/27 | | | 133,000 | | | | 127,909 | |
5.63%, 11/15/43 | | | 148,000 | | | | 141,960 | |
| | |
Motorola Solutions, Inc. 4.60%, 5/23/29(d) | | | 103,000 | | | | 100,172 | |
2.30%, 11/15/30 | | | 110,000 | | | | 90,675 | |
2.75%, 5/24/31 | | | 381,000 | | | | 318,124 | |
5.50%, 9/1/44 | | | 25,000 | | | | 23,805 | |
| | |
Mount Sinai Hospital 3.74%, 7/1/49, Series 2019 | | | 300,000 | | | | 224,979 | |
| | |
MPLX LP 4.25%, 12/1/27 | | | 75,000 | | | | 72,574 | |
4.00%, 3/15/28 | | | 130,000 | | | | 124,596 | |
4.80%, 2/15/29 | | | 215,000 | | | | 210,810 | |
2.65%, 8/15/30 | | | 110,000 | | | | 93,658 | |
4.95%, 9/1/32 | | | 250,000 | | | | 239,455 | |
5.20%, 12/1/47 | | | 327,000 | | | | 294,787 | |
4.70%, 4/15/48 | | | 402,000 | | | | 337,025 | |
4.95%, 3/14/52 | | | 250,000 | | | | 215,695 | |
| | |
Mylan, Inc. 4.55%, 4/15/28 | | | 191,000 | | | | 184,258 | |
5.40%, 11/29/43 | | | 35,000 | | | | 30,286 | |
5.20%, 4/15/48 | | | 400,000 | | | | 328,288 | |
| | |
Nasdaq, Inc. 1.65%, 1/15/31 | | | 440,000 | | | | 350,579 | |
2.50%, 12/21/40 | | | 60,000 | | | | 39,802 | |
3.95%, 3/7/52 | | | 50,000 | | | | 38,054 | |
6.10%, 6/28/63 | | | 150,000 | | | | 156,180 | |
| | |
National Fuel Gas Co. 3.95%, 9/15/27 | | | 150,000 | | | | 142,547 | |
4.75%, 9/1/28 | | | 105,000 | | | | 101,735 | |
| | |
National Health Investors, Inc. 3.00%, 2/1/31 | | | 50,000 | | | | 40,146 | |
| | |
National Rural Utilities Cooperative Finance Corp. 4.45%, 3/13/26 | | | 260,000 | | | | 256,867 | |
3.90%, 11/1/28 | | | 78,000 | | | | 74,873 | |
3.70%, 3/15/29 | | | 142,000 | | | | 133,427 | |
1.65%, 6/15/31 | | | 15,000 | | | | 11,907 | |
2.75%, 4/15/32 | | | 252,000 | | | | 212,025 | |
| | |
Netflix, Inc. 5.88%, 11/15/28 | | | 500,000 | | | | 518,225 | |
| | |
NewMarket Corp. 2.70%, 3/18/31 | | | 179,000 | | | | 148,898 | |
| | |
Newmont Corp. 2.80%, 10/1/29 | | | 181,000 | | | | 160,945 | |
2.60%, 7/15/32 | | | 220,000 | | | | 181,091 | |
6.25%, 10/1/39 | | | 138,000 | | | | 146,170 | |
5.45%, 6/9/44 | | | 75,000 | | | | 73,349 | |
| | |
NextEra Energy Capital Holdings, Inc. 6.05%, 3/1/25 | | | 260,000 | | | | 261,097 | |
4.45%, 6/20/25 | | | 411,000 | | | | 405,690 | |
5.75%, 9/1/25 | | | 250,000 | | | | 251,375 | |
1.90%, 6/15/28 | | | 136,000 | | | | 119,178 | |
3.50%, 4/1/29 | | | 227,000 | | | | 210,075 | |
2.75%, 11/1/29 | | | 60,000 | | | | 52,908 | |
2.44%, 1/15/32 | | | 110,000 | | | | 89,398 | |
5.05%, 2/28/33 | | | 260,000 | | | | 253,638 | |
3.00%, 1/15/52 | | | 370,000 | | | | 234,943 | |
5.25%, 2/28/53 | | | 150,000 | | | | 139,988 | |
| | |
NIKE, Inc. 2.85%, 3/27/30 | | | 180,000 | | | | 161,933 | |
3.38%, 3/27/50(d) | | | 100,000 | | | | 75,977 | |
| | |
NiSource, Inc. 3.60%, 5/1/30 | | | 515,000 | | | | 471,709 | |
5.25%, 2/15/43 | | | 25,000 | | | | 23,614 | |
4.80%, 2/15/44 | | | 81,000 | | | | 72,118 | |
5.65%, 2/1/45 | | | 94,000 | | | | 91,656 | |
4.38%, 5/15/47 | | | 131,000 | | | | 108,372 | |
| | |
NNN REIT, Inc. 3.50%, 10/15/27 | | | 15,000 | | | | 14,119 | |
2.50%, 4/15/30 | | | 200,000 | | | | 169,480 | |
3.50%, 4/15/51 | | | 150,000 | | | | 107,132 | |
| | |
Norfolk Southern Corp. 3.15%, 6/1/27 | | | 60,000 | | | | 56,878 | |
3.80%, 8/1/28 | | | 34,000 | | | | 32,554 | |
2.55%, 11/1/29 | | | 193,000 | | | | 169,846 | |
4.84%, 10/1/41 | | | 120,000 | | | | 112,121 | |
3.95%, 10/1/42 | | | 112,000 | | | | 92,043 | |
3.94%, 11/1/47 | | | 113,000 | | | | 89,449 | |
4.10%, 5/15/49 | | | 113,000 | | | | 91,946 | |
3.05%, 5/15/50 | | | 155,000 | | | | 103,955 | |
2.90%, 8/25/51 | | | 130,000 | | | | 83,941 | |
3.70%, 3/15/53 | | | 510,000 | | | | 380,011 | |
4.10%, 5/15/2121 | | | 195,000 | | | | 141,295 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Northern Trust Corp. 4.00%, 5/10/27 | | $ | 350,000 | | | $ | 340,070 | |
| | |
Northrop Grumman Corp. 5.15%, 5/1/40 | | | 185,000 | | | | 179,835 | |
5.05%, 11/15/40 | | | 26,000 | | | | 25,028 | |
4.03%, 10/15/47 | | | 318,000 | | | | 256,502 | |
5.25%, 5/1/50 | | | 205,000 | | | | 198,118 | |
| | |
NOV, Inc. 3.95%, 12/1/42 | | | 180,000 | | | | 134,496 | |
| | |
NSTAR Electric Co. 3.20%, 5/15/27 | | | 125,000 | | | | 119,193 | |
| | |
Nucor Corp. 2.00%, 6/1/25 | | | 250,000 | | | | 239,915 | |
| | |
NVIDIA Corp. 2.85%, 4/1/30 | | | 565,000 | | | | 509,099 | |
| | |
O’Reilly Automotive, Inc. 3.60%, 9/1/27 | | | 50,000 | | | | 47,674 | |
4.20%, 4/1/30 | | | 225,000 | | | | 213,703 | |
1.75%, 3/15/31 | | | 125,000 | | | | 100,318 | |
| | |
Occidental Petroleum Corp. 5.55%, 3/15/26 | | | 300,000 | | | | 302,007 | |
7.50%, 5/1/31 | | | 500,000 | | | | 552,730 | |
6.45%, 9/15/36 | | | 500,000 | | | | 527,870 | |
| | |
Oglethorpe Power Corp. 5.95%, 11/1/39 | | | 60,000 | | | | 59,768 | |
5.25%, 9/1/50 | | | 80,000 | | | | 74,020 | |
| | |
Oklahoma Gas & Electric Co. 3.80%, 8/15/28(d) | | | 135,000 | | | | 129,398 | |
| | |
Old Republic International Corp. 3.85%, 6/11/51 | | | 25,000 | | | | 18,157 | |
| | |
Omega Healthcare Investors, Inc. 4.50%, 4/1/27 | | | 40,000 | | | | 38,502 | |
4.75%, 1/15/28 | | | 135,000 | | | | 129,616 | |
3.63%, 10/1/29 | | | 112,000 | | | | 98,404 | |
| | |
Omnicom Group, Inc. 2.45%, 4/30/30 | | | 168,000 | | | | 143,833 | |
| | |
Oncor Electric Delivery Co. LLC 4.55%, 9/15/32 | | | 500,000 | | | | 480,540 | |
| | |
ONEOK, Inc. 2.20%, 9/15/25 | | | 500,000 | | | | 475,745 | |
4.55%, 7/15/28 | | | 157,000 | | | | 153,486 | |
3.40%, 9/1/29 | | | 269,000 | | | | 245,863 | |
3.25%, 6/1/30 | | | 152,000 | | | | 135,981 | |
6.05%, 9/1/33 | | | 150,000 | | | | 154,607 | |
5.15%, 10/15/43 | | | 147,000 | | | | 133,258 | |
4.25%, 9/15/46 | | | 123,000 | | | | 96,447 | |
4.95%, 7/13/47 | | | 575,000 | | | | 495,966 | |
4.20%, 10/3/47 | | | 201,000 | | | | 154,692 | |
7.15%, 1/15/51 | | | 250,000 | | | | 278,155 | |
| | |
Oracle Corp. 2.50%, 4/1/25 | | | 810,000 | | | | 784,598 | |
2.80%, 4/1/27 | | | 387,000 | | | | 361,145 | |
2.95%, 4/1/30 | | | 195,000 | | | | 172,080 | |
2.88%, 3/25/31 | | | 455,000 | | | | 392,847 | |
6.25%, 11/9/32 | | | 250,000 | | | | 264,145 | |
4.90%, 2/6/33 | | | 250,000 | | | | 241,725 | |
3.80%, 11/15/37 | | | 740,000 | | | | 609,738 | |
6.50%, 4/15/38 | | | 301,000 | | | | 321,835 | |
3.60%, 4/1/40 | | | 264,000 | | | | 204,120 | |
5.38%, 7/15/40 | | | 570,000 | | | | 545,530 | |
4.13%, 5/15/45 | | | 165,000 | | | | 130,645 | |
4.00%, 7/15/46 | | | 501,000 | | | | 385,835 | |
4.00%, 11/15/47 | | | 630,000 | | | | 482,668 | |
3.60%, 4/1/50 | | | 233,000 | | | | 164,416 | |
3.95%, 3/25/51 | | | 85,000 | | | | 63,481 | |
5.55%, 2/6/53 | | | 500,000 | | | | 479,150 | |
4.38%, 5/15/55 | | | 183,000 | | | | 143,750 | |
3.85%, 4/1/60 | | | 301,000 | | | | 209,628 | |
4.10%, 3/25/61 | | | 438,000 | | | | 321,343 | |
Oshkosh Corp. 4.60%, 5/15/28 | | | 46,000 | | | | 44,792 | |
| | |
Otis Worldwide Corp. 2.57%, 2/15/30 | | | 448,000 | | | | 390,696 | |
3.11%, 2/15/40 | | | 15,000 | | | | 11,416 | |
| | |
Ovintiv, Inc. 7.20%, 11/1/31 | | | 431,000 | | | | 465,777 | |
| | |
Owens Corning 7.00%, 12/1/36 | | | 182,000 | | | | 202,491 | |
4.30%, 7/15/47 | | | 74,000 | | | | 60,747 | |
4.40%, 1/30/48 | | | 175,000 | | | | 144,337 | |
| | |
PACCAR Financial Corp. 3.55%, 8/11/25 | | | 300,000 | | | | 293,895 | |
| | |
Pacific Gas & Electric Co. 3.45%, 7/1/25 | | | 273,000 | | | | 265,170 | |
2.10%, 8/1/27 | | | 272,000 | | | | 243,957 | |
3.75%, 7/1/28 | | | 338,000 | | | | 314,783 | |
4.55%, 7/1/30 | | | 535,000 | | | | 503,531 | |
2.50%, 2/1/31 | | | 805,000 | | | | 660,615 | |
4.40%, 3/1/32 | | | 45,000 | | | | 41,026 | |
4.50%, 7/1/40 | | | 277,000 | | | | 232,971 | |
4.45%, 4/15/42 | | | 225,000 | | | | 181,775 | |
3.75%, 8/15/42 | | | 350,000 | | | | 258,135 | |
4.60%, 6/15/43 | | | 50,000 | | | | 41,134 | |
4.75%, 2/15/44 | | | 87,000 | | | | 72,758 | |
4.00%, 12/1/46 | | | 100,000 | | | | 73,405 | |
4.95%, 7/1/50 | | | 226,000 | | | | 192,166 | |
3.50%, 8/1/50 | | | 513,000 | | | | 345,531 | |
| | |
PacifiCorp 6.25%, 10/15/37 | | | 45,000 | | | | 47,207 | |
3.30%, 3/15/51 | | | 352,000 | | | | 231,553 | |
| | |
Packaging Corp. of America 3.00%, 12/15/29 | | | 132,000 | | | | 118,434 | |
4.05%, 12/15/49 | | | 26,000 | | | | 20,557 | |
| | |
Paramount Global 2.90%, 1/15/27 | | | 49,000 | | | | 44,167 | |
4.95%, 1/15/31 | | | 246,000 | | | | 215,634 | |
5.90%, 10/15/40 | | | 150,000 | | | | 122,715 | |
4.85%, 7/1/42 | | | 155,000 | | | | 111,789 | |
5.85%, 9/1/43 | | | 452,000 | | | | 366,075 | |
5.25%, 4/1/44 | | | 448,000 | | | | 333,944 | |
4.95%, 5/19/50 | | | 42,000 | | | | 30,134 | |
| | |
Parker-Hannifin Corp. 3.25%, 3/1/27 | | | 145,000 | | | | 137,986 | |
3.25%, 6/14/29 | | | 227,000 | | | | 208,967 | |
4.10%, 3/1/47(e) | | | 100,000 | | | | 82,266 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
4.00%, 6/14/49 | | $ | 105,000 | | | $ | 85,793 | |
| | |
PartnerRe Finance B LLC | | | | | | | | |
4.50%, 10/1/50, (4.50% fixed rate until 4/1/30; 5-year Constant Maturity Treasury Rate + 3.815% thereafter)(c) | | | 50,000 | | | | 44,899 | |
| | |
PayPal Holdings, Inc. 3.90%, 6/1/27 | | | 306,000 | | | | 296,037 | |
2.30%, 6/1/30 | | | 290,000 | | | | 247,016 | |
3.25%, 6/1/50 | | | 25,000 | | | | 17,433 | |
| | |
Pentair Finance SARL 4.50%, 7/1/29 | | | 229,000 | | | | 221,029 | |
| | |
Pepsico Singapore Financing I Pte. Ltd. 4.70%, 2/16/34 | | | 500,000 | | | | 492,085 | |
| | |
PepsiCo, Inc. 2.25%, 3/19/25 | | | 1,000,000 | | | | 971,300 | |
3.00%, 10/15/27 | | | 130,000 | | | | 122,586 | |
4.65%, 2/15/53 | | | 60,000 | | | | 55,902 | |
| | |
Pfizer Investment Enterprises Pte. Ltd. 4.45%, 5/19/26 | | | 750,000 | | | | 740,497 | |
4.45%, 5/19/28 | | | 500,000 | | | | 490,625 | |
| | |
Pfizer, Inc. 3.60%, 9/15/28 | | | 225,000 | | | | 215,082 | |
3.45%, 3/15/29(d) | | | 116,000 | | | | 109,135 | |
2.63%, 4/1/30 | | | 596,000 | | | | 527,400 | |
1.70%, 5/28/30 | | | 32,000 | | | | 26,681 | |
4.13%, 12/15/46 | | | 500,000 | | | | 419,790 | |
| | |
PG&E Recovery Funding LLC 5.26%, 1/15/40, Series A-2 | | | 1,050,000 | | | | 1,062,810 | |
5.54%, 7/15/49, Series A-3 | | | 1,050,000 | | | | 1,077,184 | |
| | |
PG&E Wildfire Recovery Funding LLC 4.45%, 12/1/49, Series A-4 | | | 150,000 | | | | 134,996 | |
4.67%, 12/1/53, Series A-5 | | | 530,000 | | | | 493,902 | |
5.10%, 6/1/54, Series A-5 | | | 710,000 | | | | 701,253 | |
| | |
Philip Morris International, Inc. 4.88%, 2/13/26 | | | 500,000 | | | | 497,635 | |
4.88%, 2/15/28 | | | 510,000 | | | | 507,282 | |
4.25%, 11/10/44 | | | 400,000 | | | | 330,204 | |
| | |
Phillips 66 3.75%, 3/1/28 | | | 120,000 | | | | 114,499 | |
4.65%, 11/15/34 | | | 322,000 | | | | 302,796 | |
5.88%, 5/1/42 | | | 155,000 | | | | 160,251 | |
4.88%, 11/15/44 | | | 53,000 | | | | 48,484 | |
4.90%, 10/1/46 | | | 100,000 | | | | 89,675 | |
3.30%, 3/15/52 | | | 300,000 | | | | 205,275 | |
5.65%, 6/15/54 | | | 150,000 | | | | 148,793 | |
| | |
Physicians Realty LP 3.95%, 1/15/28 | | | 75,000 | | | | 71,394 | |
| | |
Piedmont Natural Gas Co., Inc. 3.64%, 11/1/46 | | | 250,000 | | | | 176,938 | |
| | |
Pilgrim’s Pride Corp. 6.88%, 5/15/34 | | | 350,000 | | | | 368,854 | |
| | |
Pioneer Natural Resources Co. 1.90%, 8/15/30 | | | 408,000 | | | | 340,276 | |
| | |
Plains All American Pipeline LP/PAA Finance Corp. 4.50%, 12/15/26 | | | 171,000 | | | | 167,778 | |
3.55%, 12/15/29 | | | 145,000 | | | | 131,588 | |
6.65%, 1/15/37 | | | 252,000 | | | | 266,578 | |
4.70%, 6/15/44 | | | 42,000 | | | | 34,806 | |
| | |
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) | | | 500,000 | | | | 500,765 | |
6.62%, 10/20/27, (6.615% fixed rate until 10/20/26; Secured Overnight Financing Index + 1.73% thereafter)(c) | | | 500,000 | | | | 513,635 | |
2.55%, 1/22/30 | | | 577,000 | | | | 495,683 | |
| | |
PPG Industries, Inc. 2.55%, 6/15/30 | | | 25,000 | | | | 21,590 | |
| | |
PPL Capital Funding, Inc. 3.10%, 5/15/26 | | | 156,000 | | | | 148,719 | |
| | |
Principal Financial Group, Inc. 3.70%, 5/15/29 | | | 251,000 | | | | 234,334 | |
| | |
Progress Energy, Inc. 7.75%, 3/1/31 | | | 253,000 | | | | 286,204 | |
| | |
Progressive Corp. 6.63%, 3/1/29 | | | 105,000 | | | | 112,824 | |
| | |
Prologis LP 3.25%, 6/30/26 | | | 541,000 | | | | 519,917 | |
1.63%, 3/15/31 | | | 50,000 | | | | 39,720 | |
4.75%, 6/15/33 | | | 38,000 | | | | 36,854 | |
3.00%, 4/15/50 | | | 67,000 | | | | 45,393 | |
| | |
Prospect Capital Corp. 3.36%, 11/15/26(d) | | | 65,000 | | | | 58,678 | |
| | |
Providence St. Joseph Health Obligated Group 3.93%, 10/1/48, Series A | | | 170,000 | | | | 132,401 | |
| | |
Prudential Financial, Inc. 3.88%, 3/27/28 | | | 70,000 | | | | 67,295 | |
4.50%, 9/15/47, (4.50% fixed rate until 9/15/27; Secured Overnight Financing Rate + 2.655% thereafter)(c)(d) | | | 400,000 | | | | 375,128 | |
6.75%, 3/1/53, (6.75% fixed rate until 12/1/32; 5-year Constant Maturity Treasury Rate + 2.848% thereafter)(c) | | | 250,000 | | | | 260,027 | |
| | |
Public Service Co. of Colorado 3.70%, 6/15/28 | | | 277,000 | | | | 264,316 | |
5.25%, 4/1/53 | | | 300,000 | | | | 284,220 | |
| | |
Public Service Electric & Gas Co. 3.20%, 5/15/29 | | | 300,000 | | | | 276,789 | |
| | |
Public Service Enterprise Group, Inc. 1.60%, 8/15/30 | | | 380,000 | | | | 305,729 | |
| | |
Public Storage Operating Co. 3.09%, 9/15/27 | | | 50,000 | | | | 47,097 | |
2.30%, 5/1/31 | | | 100,000 | | | | 83,991 | |
2.25%, 11/9/31 | | | 185,000 | | | | 152,629 | |
| | |
Puget Energy, Inc. 2.38%, 6/15/28 | | | 104,000 | | | | 92,422 | |
| | |
PulteGroup, Inc. 6.00%, 2/15/35 | | | 190,000 | | | | 195,328 | |
| | |
QUALCOMM, Inc. 3.25%, 5/20/27 | | | 250,000 | | | | 238,445 | |
2.15%, 5/20/30 | | | 260,000 | | | | 222,596 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Quanta Services, Inc. 3.05%, 10/1/41 | | $ | 160,000 | | | $ | 112,582 | |
| | |
Quest Diagnostics, Inc. 2.95%, 6/30/30 | | | 185,000 | | | | 162,994 | |
4.70%, 3/30/45 | | | 25,000 | | | | 22,194 | |
| | |
Realty Income Corp. 4.13%, 10/15/26 | | | 55,000 | | | | 53,547 | |
3.00%, 1/15/27 | | | 46,000 | | | | 43,383 | |
3.65%, 1/15/28 | | | 186,000 | | | | 176,536 | |
3.40%, 1/15/30 | | | 88,000 | | | | 79,819 | |
4.65%, 3/15/47 | | | 135,000 | | | | 118,004 | |
| | |
Regal Rexnord Corp. 6.05%, 2/15/26(e) | | | 250,000 | | | | 251,307 | |
6.40%, 4/15/33(e) | | | 545,000 | | | | 559,808 | |
| | |
Regency Centers LP 4.13%, 3/15/28 | | | 25,000 | | | | 23,898 | |
2.95%, 9/15/29 | | | 122,000 | | | | 108,076 | |
4.40%, 2/1/47 | | | 48,000 | | | | 38,487 | |
| | |
Regeneron Pharmaceuticals, Inc. 1.75%, 9/15/30 | | | 224,000 | | | | 181,140 | |
2.80%, 9/15/50 | | | 150,000 | | | | 93,593 | |
| | |
Regions Financial Corp. 1.80%, 8/12/28 | | | 200,000 | | | | 170,420 | |
Reinsurance Group of America, Inc. 6.00%, 9/15/33 | | | 397,000 | | | | 407,850 | |
| | |
Republic Services, Inc. 0.88%, 11/15/25 | | | 250,000 | | | | 231,987 | |
3.95%, 5/15/28 | | | 34,000 | | | | 32,736 | |
1.45%, 2/15/31 | | | 280,000 | | | | 220,690 | |
1.75%, 2/15/32 | | | 303,000 | | | | 237,913 | |
| | |
Revvity, Inc. 2.55%, 3/15/31 | | | 200,000 | | | | 167,630 | |
| | |
Rockwell Automation, Inc. 3.50%, 3/1/29 | | | 168,000 | | | | 160,220 | |
| | |
Roper Technologies, Inc. 3.80%, 12/15/26 | | | 140,000 | | | | 135,383 | |
2.00%, 6/30/30 | | | 285,000 | | | | 236,881 | |
| | |
Ross Stores, Inc. 1.88%, 4/15/31 | | | 210,000 | | | | 170,757 | |
| | |
Royalty Pharma PLC 2.20%, 9/2/30 | | | 290,000 | | | | 238,838 | |
3.30%, 9/2/40 | | | 46,000 | | | | 33,763 | |
3.55%, 9/2/50 | | | 245,000 | | | | 166,992 | |
| | |
RPM International, Inc. 3.75%, 3/15/27 | | | 73,000 | | | | 69,722 | |
4.55%, 3/1/29 | | | 45,000 | | | | 43,325 | |
2.95%, 1/15/32 | | | 40,000 | | | | 33,779 | |
4.25%, 1/15/48(d) | | | 23,000 | | | | 18,619 | |
| | |
RTX Corp. 5.00%, 2/27/26 | | | 250,000 | | | | 249,452 | |
7.20%, 8/15/27 | | | 116,000 | | | | 124,084 | |
4.13%, 11/16/28 | | | 139,000 | | | | 133,547 | |
2.25%, 7/1/30 | | | 186,000 | | | | 157,496 | |
1.90%, 9/1/31 | | | 285,000 | | | | 227,319 | |
2.38%, 3/15/32 | | | 320,000 | | | | 259,658 | |
5.15%, 2/27/33 | | | 250,000 | | | | 247,690 | |
4.45%, 11/16/38 | | | 182,000 | | | | 161,938 | |
4.88%, 10/15/40 | | | 168,000 | | | | 155,676 | |
4.50%, 6/1/42 | | | 299,000 | | | | 261,792 | |
4.15%, 5/15/45 | | | 129,000 | | | | 105,623 | |
3.75%, 11/1/46 | | | 150,000 | | | | 114,080 | |
4.35%, 4/15/47 | | | 252,000 | | | | 210,921 | |
4.05%, 5/4/47 | | | 130,000 | | | | 104,303 | |
4.63%, 11/16/48 | | | 90,000 | | | | 78,375 | |
3.13%, 7/1/50 | | | 104,000 | | | | 70,009 | |
2.82%, 9/1/51 | | | 60,000 | | | | 37,494 | |
3.03%, 3/15/52 | | | 495,000 | | | | 322,824 | |
5.38%, 2/27/53 | | | 250,000 | | | | 241,885 | |
| | |
Ryder System, Inc. 4.63%, 6/1/25 | | | 317,000 | | | | 314,157 | |
| | |
S&P Global, Inc. 2.95%, 1/22/27 | | | 25,000 | | | | 23,707 | |
4.25%, 5/1/29 | | | 210,000 | | | | 203,698 | |
| | |
Sabine Pass Liquefaction LLC 5.00%, 3/15/27 | | | 60,000 | | | | 59,589 | |
4.20%, 3/15/28 | | | 56,000 | | | | 54,057 | |
4.50%, 5/15/30 | | | 212,000 | | | | 203,051 | |
| | |
Sabra Health Care LP 5.13%, 8/15/26 | | | 168,000 | | | | 164,983 | |
3.90%, 10/15/29 | | | 174,000 | | | | 155,192 | |
| | |
San Diego Gas & Electric Co. 5.35%, 4/1/53 | | | 200,000 | | | | 193,842 | |
| | |
Santander Holdings USA, Inc. 4.40%, 7/13/27 | | | 212,000 | | | | 203,257 | |
6.50%, 3/9/29, (6.499% fixed rate until 3/9/28; Secured Overnight Financing Rate + 2.356% thereafter)(c) | | | 500,000 | | | | 507,970 | |
| | |
Sempra 5.40%, 8/1/26 | | | 200,000 | | | | 200,560 | |
3.25%, 6/15/27 | | | 50,000 | | | | 47,060 | |
3.40%, 2/1/28 | | | 156,000 | | | | 146,863 | |
3.80%, 2/1/38 | | | 400,000 | | | | 328,700 | |
6.00%, 10/15/39 | | | 88,000 | | | | 88,949 | |
ServiceNow, Inc. 1.40%, 9/1/30 | | | 284,000 | | | | 228,046 | |
| | |
Sherwin-Williams Co. 2.95%, 8/15/29 | | | 155,000 | | | | 139,443 | |
2.30%, 5/15/30 | | | 322,000 | | | | 273,822 | |
4.50%, 6/1/47 | | | 255,000 | | | | 220,412 | |
| | |
Shire Acquisitions Investments Ireland DAC 3.20%, 9/23/26 | | | 170,000 | | | | 162,019 | |
| | |
Simon Property Group LP 3.38%, 6/15/27 | | | 166,000 | | | | 157,617 | |
3.38%, 12/1/27 | | | 37,000 | | | | 34,911 | |
1.75%, 2/1/28 | | | 25,000 | | | | 22,136 | |
2.45%, 9/13/29 | | | 99,000 | | | | 86,331 | |
| | |
SITE Centers Corp. 4.70%, 6/1/27 | | | 130,000 | | | | 127,946 | |
| | |
Skyworks Solutions, Inc. 1.80%, 6/1/26 | | | 231,000 | | | | 213,744 | |
3.00%, 6/1/31 | | | 110,000 | | | | 92,346 | |
| | |
Snap-on, Inc. 3.25%, 3/1/27 | | | 150,000 | | | | 143,769 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Solventum Corp. 5.40%, 3/1/29(e) | | $ | 200,000 | | | $ | 199,784 | |
5.60%, 3/23/34(e) | | | 300,000 | | | | 299,019 | |
6.00%, 5/15/64(e) | | | 200,000 | | | | 194,460 | |
| | |
Sonoco Products Co. 2.25%, 2/1/27 | | | 50,000 | | | | 45,927 | |
3.13%, 5/1/30 | | | 66,000 | | | | 58,625 | |
2.85%, 2/1/32 | | | 95,000 | | | | 80,225 | |
| | |
Southern California Edison Co. 4.90%, 6/1/26 | | | 500,000 | | | | 496,780 | |
3.65%, 3/1/28, Series B | | | 125,000 | | | | 118,524 | |
4.20%, 3/1/29, Series A | | | 180,000 | | | | 173,293 | |
6.65%, 4/1/29 | | | 208,000 | | | | 218,544 | |
5.95%, 11/1/32 | | | 300,000 | | | | 312,837 | |
| | |
Southern Co. 3.70%, 4/30/30, Series A | | | 25,000 | | | | 23,072 | |
4.25%, 7/1/36 | | | 397,000 | | | | 351,289 | |
4.40%, 7/1/46 | | | 80,000 | | | | 67,734 | |
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) | | | 340,000 | | | | 327,097 | |
| | |
Southern Co. Gas Capital Corp. 5.75%, 9/15/33 | | | 350,000 | | | | 358,949 | |
5.88%, 3/15/41 | | | 150,000 | | | | 150,353 | |
3.95%, 10/1/46 | | | 25,000 | | | | 19,027 | |
4.40%, 5/30/47 | | | 174,000 | | | | 141,462 | |
3.15%, 9/30/51, Series 21A | | | 116,000 | | | | 74,865 | |
Southern Power Co. 5.15%, 9/15/41 | | | 350,000 | | | | 324,779 | |
5.25%, 7/15/43 | | | 235,000 | | | | 218,273 | |
4.95%, 12/15/46, Series F | | | 60,000 | | | | 52,842 | |
| | |
Southwest Airlines Co. 3.00%, 11/15/26 | | | 25,000 | | | | 23,616 | |
5.13%, 6/15/27 | | | 225,000 | | | | 224,325 | |
3.45%, 11/16/27 | | | 100,000 | | | | 94,111 | |
| | |
Southwest Gas Corp. 3.80%, 9/29/46 | | | 50,000 | | | | 36,764 | |
4.15%, 6/1/49 | | | 150,000 | | | | 115,704 | |
| | |
Southwestern Electric Power Co. 1.65%, 3/15/26, Series N | | | 408,000 | | | | 379,701 | |
4.10%, 9/15/28, Series M | | | 89,000 | | | | 85,376 | |
3.85%, 2/1/48, Series L | | | 50,000 | | | | 36,812 | |
3.25%, 11/1/51 | | | 200,000 | | | | 131,218 | |
| | |
Spectra Energy Partners LP 5.95%, 9/25/43 | | | 100,000 | | | | 99,754 | |
| | |
Sprint Capital Corp. 8.75%, 3/15/32 | | | 422,000 | | | | 510,118 | |
| | |
Stanley Black & Decker, Inc. 4.25%, 11/15/28(d) | | | 79,000 | | | | 76,288 | |
2.30%, 3/15/30 | | | 175,000 | | | | 147,044 | |
4.85%, 11/15/48 | | | 260,000 | | | | 225,672 | |
| | |
Starbucks Corp. 2.00%, 3/12/27 | | | 100,000 | | | | 91,675 | |
4.00%, 11/15/28 | | | 233,000 | | | | 225,194 | |
3.55%, 8/15/29 | | | 89,000 | | | | 83,495 | |
3.00%, 2/14/32 | | | 33,000 | | | | 28,623 | |
4.80%, 2/15/33 | | | 350,000 | | | | 345,376 | |
4.30%, 6/15/45 | | | 300,000 | | | | 256,644 | |
4.45%, 8/15/49 | | | 247,000 | | | | 211,563 | |
3.50%, 11/15/50 | | | 35,000 | | | | 25,628 | |
| | |
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 | | | | 498,245 | |
3.03%, 11/1/34, (3.031% fixed rate until 11/1/29; Secured Overnight Financing Rate + 1.49% thereafter)(c) | | | 246,000 | | | | 217,211 | |
| | |
Steel Dynamics, Inc. 3.45%, 4/15/30 | | | 133,000 | | | | 120,925 | |
3.25%, 1/15/31 | | | 100,000 | | | | 88,690 | |
| | |
STERIS Irish FinCo Unlimited Co. 2.70%, 3/15/31 | | | 239,000 | | | | 203,532 | |
| | |
Stifel Financial Corp. 4.00%, 5/15/30 | | | 175,000 | | | | 158,235 | |
| | |
STORE Capital Corp. 4.50%, 3/15/28 | | | 30,000 | | | | 28,250 | |
4.63%, 3/15/29 | | | 75,000 | | | | 70,008 | |
| | |
Stryker Corp. 3.50%, 3/15/26 | | | 123,000 | | | | 119,294 | |
4.10%, 4/1/43 | | | 25,000 | | | | 21,176 | |
4.63%, 3/15/46 | | | 218,000 | | | | 197,737 | |
2.90%, 6/15/50 | | | 28,000 | | | | 19,081 | |
| | |
Synchrony Financial 3.70%, 8/4/26 | | | 133,000 | | | | 125,576 | |
3.95%, 12/1/27 | | | 110,000 | | | | 101,948 | |
5.15%, 3/19/29 | | | 90,000 | | | | 85,939 | |
| | |
Sysco Corp. 3.25%, 7/15/27 | | | 109,000 | | | | 102,797 | |
5.95%, 4/1/30 | | | 123,000 | | | | 128,000 | |
5.38%, 9/21/35 | | | 72,000 | | | | 72,770 | |
4.50%, 4/1/46 | | | 25,000 | | | | 21,442 | |
6.60%, 4/1/50 | | | 262,000 | | | | 296,186 | |
3.15%, 12/14/51 | | | 250,000 | | | | 169,408 | |
| | |
T-Mobile USA, Inc. 3.50%, 4/15/25 | | | 160,000 | | | | 156,467 | |
2.25%, 2/15/26 | | | 386,000 | | | | 363,739 | |
3.75%, 4/15/27 | | | 355,000 | | | | 340,374 | |
3.88%, 4/15/30 | | | 510,000 | | | | 473,729 | |
2.55%, 2/15/31 | | | 88,000 | | | | 74,247 | |
2.25%, 11/15/31 | | | 250,000 | | | | 202,980 | |
2.70%, 3/15/32 | | | 120,000 | | | | 99,809 | |
5.05%, 7/15/33 | | | 900,000 | | | | 880,983 | |
4.38%, 4/15/40 | | | 275,000 | | | | 241,233 | |
3.00%, 2/15/41 | | | 186,000 | | | | 134,426 | |
4.50%, 4/15/50 | | | 480,000 | | | | 406,282 | |
3.30%, 2/15/51 | | | 698,000 | | | | 480,629 | |
3.40%, 10/15/52 | | | 513,000 | | | | 356,909 | |
5.80%, 9/15/62 | | | 282,000 | | | | 286,371 | |
| | |
Tampa Electric Co. 4.10%, 6/15/42 | | | 87,000 | | | | 72,185 | |
| | |
Tapestry, Inc. 7.85%, 11/27/33 | | | 650,000 | | | | 704,015 | |
| | |
Targa Resources Corp. 4.95%, 4/15/52 | | | 235,000 | | | | 201,296 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
Targa Resources Partners LP/Targa Resources Partners Finance Corp. 4.88%, 2/1/31 | | $ | 690,000 | | | $ | 655,238 | |
| | |
Target Corp. 2.25%, 4/15/25(d) | | | 520,000 | | | | 503,849 | |
3.38%, 4/15/29 | | | 130,000 | | | | 121,882 | |
| | |
TC PipeLines LP 3.90%, 5/25/27 | | | 147,000 | | | | 140,284 | |
| | |
TD SYNNEX Corp. 1.75%, 8/9/26 | | | 216,000 | | | | 196,966 | |
2.65%, 8/9/31 | | | 243,000 | | | | 194,067 | |
| | |
Teledyne FLIR LLC 2.50%, 8/1/30 | | | 135,000 | | | | 114,163 | |
| | |
Teledyne Technologies, Inc. 2.75%, 4/1/31(d) | | | 200,000 | | | | 169,834 | |
| | |
Texas Instruments, Inc. 2.25%, 9/4/29(d) | | | 105,000 | | | | 92,722 | |
5.15%, 2/8/54 | | | 300,000 | | | | 297,489 | |
| | |
Textron, Inc. 3.65%, 3/15/27 | | | 203,000 | | | | 194,387 | |
3.38%, 3/1/28 | | | 205,000 | | | | 192,308 | |
| | |
Thermo Fisher Scientific, Inc. 5.20%, 1/31/34 | | | 500,000 | | | | 505,925 | |
| | |
Thomas Jefferson University 3.85%, 11/1/57 | | | 40,000 | | | | 29,780 | |
| | |
Time Warner Cable LLC 6.55%, 5/1/37 | | | 323,000 | | | | 303,775 | |
7.30%, 7/1/38 | | | 226,000 | | | | 225,367 | |
5.50%, 9/1/41 | | | 370,000 | | | | 305,117 | |
4.50%, 9/15/42 | | | 75,000 | | | | 54,905 | |
| | |
Timken Co. 4.50%, 12/15/28 | | | 206,000 | | | | 200,271 | |
| | |
TJX Cos., Inc. 4.50%, 4/15/50 | | | 250,000 | | | | 228,317 | |
| | |
Toll Brothers Finance Corp. 4.88%, 3/15/27 | | | 45,000 | | | | 44,258 | |
3.80%, 11/1/29 | | | 150,000 | | | | 138,015 | |
| | |
Toyota Motor Credit Corp. 3.95%, 6/30/25 | | | 260,000 | | | | 256,071 | |
5.60%, 9/11/25 | | | 800,000 | | | | 806,912 | |
4.45%, 5/18/26 | | | 500,000 | | | | 494,850 | |
1.90%, 1/13/27 | | | 228,000 | | | | 210,093 | |
1.15%, 8/13/27 | | | 400,000 | | | | 354,588 | |
2.15%, 2/13/30 | | | 110,000 | | | | 94,571 | |
| | |
Trane Technologies Financing Ltd. 3.80%, 3/21/29 | | | 216,000 | | | | 204,282 | |
4.50%, 3/21/49 | | | 150,000 | | | | 133,263 | |
| | |
Trane Technologies Global Holding Co. Ltd. 3.75%, 8/21/28 | | | 58,000 | | | | 55,351 | |
5.75%, 6/15/43 | | | 50,000 | | | | 51,774 | |
| | |
Transcontinental Gas Pipe Line Co. LLC 7.85%, 2/1/26 | | | 250,000 | | | | 259,785 | |
4.00%, 3/15/28 | | | 220,000 | | | | 211,242 | |
4.60%, 3/15/48 | | | 465,000 | | | | 407,619 | |
| | |
Travelers Cos., Inc. 3.75%, 5/15/46 | | | 300,000 | | | | 238,206 | |
| | |
Trimble, Inc. 4.90%, 6/15/28 | | | 175,000 | | | | 173,574 | |
| | |
Truist Bank 3.30%, 5/15/26 | | | 188,000 | | | | 179,292 | |
| | |
Truist Financial Corp.
| | | | | | | | |
4.26%, 7/28/26, (4.26% fixed rate until 7/28/25; Secured Overnight Financing Rate + 1.456% thereafter)(c) | | | 540,000 | | | | 529,054 | |
5.90%, 10/28/26, (5.90% fixed rate until 10/28/25; Secured Overnight Financing Rate + 1.626% thereafter)(c) | | | 750,000 | | | | 752,280 | |
1.95%, 6/5/30 | | | 233,000 | | | | 190,655 | |
4.92%, 7/28/33, (4.916% fixed rate until 7/28/32; Secured Overnight Financing Rate + 2.24% thereafter)(c) | | | 150,000 | | | | 137,963 | |
5.12%, 1/26/34, (5.122% fixed rate until 1/26/33; Secured Overnight Financing Rate + 1.85% thereafter)(c) | | | 129,000 | | | | 122,496 | |
| | |
Tyson Foods, Inc. 4.35%, 3/1/29 | | | 70,000 | | | | 67,399 | |
4.88%, 8/15/34 | | | 126,000 | | | | 119,808 | |
4.55%, 6/2/47 | | | 50,000 | | | | 40,523 | |
5.10%, 9/28/48 | | | 289,000 | | | | 255,144 | |
| | |
U.S. Bancorp 1.45%, 5/12/25 | | | 750,000 | | | | 717,832 | |
5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(c) | | | 774,000 | | | | 777,491 | |
5.85%, 10/21/33, (5.85% fixed rate until 10/21/32; Secured Overnight Financing Rate + 2.09% thereafter)(c) | | | 250,000 | | | | 252,900 | |
| | |
UDR, Inc. 2.95%, 9/1/26 | | | 40,000 | | | | 37,740 | |
4.40%, 1/26/29 | | | 129,000 | | | | 123,527 | |
3.20%, 1/15/30 | | | 110,000 | | | | 98,525 | |
3.00%, 8/15/31 | | | 105,000 | | | | 90,149 | |
| | |
Union Pacific Corp. 3.25%, 8/15/25 | | | 32,000 | | | | 31,178 | |
4.75%, 2/21/26 | | | 500,000 | | | | 499,025 | |
6.63%, 2/1/29 | | | 122,000 | | | | 131,984 | |
2.40%, 2/5/30 | | | 47,000 | | | | 40,957 | |
3.35%, 8/15/46 | | | 500,000 | | | | 361,630 | |
3.80%, 4/6/71 | | | 160,000 | | | | 117,349 | |
| | |
United Airlines Pass-Through Trust | | | | | | | | |
4.30%, 2/15/27, Series 2013-1, Class A | | | 261,519 | | | | 255,224 | |
4.00%, 10/11/27, Series 2014-1, Class A | | | 21,570 | | | | 20,763 | |
3.75%, 3/3/28, Series 2014-2, Class A | | | 197,540 | | | | 189,455 | |
3.45%, 1/7/30, Series 2016-1, Class A | | | 19,711 | | | | 17,810 | |
4.15%, 2/25/33, Series 2019-1, Class AA | | | 33,080 | | | | 30,630 | |
| | |
United Parcel Service, Inc. 3.90%, 4/1/25 | | | 300,000 | | | | 295,989 | |
3.05%, 11/15/27 | | | 49,000 | | | | 46,068 | |
4.25%, 3/15/49 | | | 200,000 | | | | 172,198 | |
5.05%, 3/3/53 | | | 85,000 | | | | 82,549 | |
| | |
UnitedHealth Group, Inc. 5.15%, 10/15/25 | | | 760,000 | | | | 761,778 | |
1.15%, 5/15/26 | | | 196,000 | | | | 180,728 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
3.45%, 1/15/27 | | $ | 93,000 | | | $ | 89,778 | |
3.38%, 4/15/27 | | | 355,000 | | | | 340,370 | |
3.70%, 5/15/27 | | | 10,000 | | | | 9,685 | |
3.88%, 12/15/28 | | | 129,000 | | | | 123,888 | |
4.20%, 1/15/47 | | | 800,000 | | | | 677,392 | |
5.05%, 4/15/53 | | | 250,000 | | | | 238,082 | |
| | |
Universal Health Services, Inc. 2.65%, 1/15/32 | | | 310,000 | | | | 252,104 | |
| | |
University of Miami 4.06%, 4/1/52, Series 2022 | | | 37,000 | | | | 31,222 | |
| | |
Unum Group 5.75%, 8/15/42 | | | 122,000 | | | | 118,606 | |
4.50%, 12/15/49 | | | 75,000 | | | | 59,565 | |
| | |
Valero Energy Corp. 2.15%, 9/15/27 | | | 154,000 | | | | 139,559 | |
2.80%, 12/1/31 | | | 275,000 | | | | 232,416 | |
6.63%, 6/15/37 | | | 36,000 | | | | 38,660 | |
4.90%, 3/15/45 | | | 200,000 | | | | 181,476 | |
3.65%, 12/1/51 | | | 97,000 | | | | 68,432 | |
| | |
Valmont Industries, Inc. 5.00%, 10/1/44 | | | 55,000 | | | | 48,094 | |
| | |
Ventas Realty LP 4.00%, 3/1/28 | | | 115,000 | | | | 109,633 | |
2.50%, 9/1/31 | | | 170,000 | | | | 138,499 | |
| | |
Verisk Analytics, Inc. 5.50%, 6/15/45 | | | 125,000 | | | | 119,611 | |
3.63%, 5/15/50 | | | 70,000 | | | | 51,396 | |
| | |
Verizon Communications, Inc. 0.85%, 11/20/25 | | | 295,000 | | | | 273,819 | |
4.13%, 3/16/27 | | | 398,000 | | | | 387,166 | |
4.33%, 9/21/28 | | | 141,000 | | | | 136,918 | |
3.88%, 2/8/29 | | | 197,000 | | | | 187,217 | |
4.02%, 12/3/29 | | | 173,000 | | | | 164,265 | |
3.15%, 3/22/30 | | | 109,000 | | | | 97,626 | |
1.68%, 10/30/30 | | | 154,000 | | | | 124,090 | |
2.55%, 3/21/31 | | | 247,000 | | | | 208,268 | |
2.36%, 3/15/32 | | | 875,000 | | | | 709,677 | |
4.40%, 11/1/34 | | | 141,000 | | | | 131,144 | |
5.25%, 3/16/37 | | | 360,000 | | | | 359,327 | |
4.81%, 3/15/39 | | | 250,000 | | | | 233,690 | |
2.65%, 11/20/40 | | | 340,000 | | | | 234,590 | |
3.40%, 3/22/41 | | | 486,000 | | | | 372,825 | |
2.85%, 9/3/41 | | | 224,000 | | | | 158,113 | |
4.13%, 8/15/46 | | | 220,000 | | | | 180,558 | |
4.86%, 8/21/46 | | | 100,000 | | | | 91,873 | |
4.00%, 3/22/50 | | | 549,000 | | | | 434,050 | |
2.88%, 11/20/50 | | | 470,000 | | | | 299,860 | |
3.55%, 3/22/51 | | | 616,000 | | | | 448,214 | |
5.50%, 2/23/54 | | | 200,000 | | | | 197,820 | |
5.01%, 8/21/54 | | | 100,000 | | | | 92,884 | |
2.99%, 10/30/56 | | | 606,000 | | | | 377,223 | |
3.70%, 3/22/61 | | | 383,000 | | | | 272,910 | |
| | |
VF Corp. 2.80%, 4/23/27 | | | 130,000 | | | | 117,966 | |
2.95%, 4/23/30 | | | 160,000 | | | | 132,024 | |
| | |
Viatris, Inc. 2.70%, 6/22/30 | | | 210,000 | | | | 176,797 | |
3.85%, 6/22/40 | | | 71,000 | | | | 52,184 | |
4.00%, 6/22/50 | | | 275,000 | | | | 187,690 | |
| | |
VICI Properties LP 4.38%, 5/15/25 | | | 664,000 | | | | 653,217 | |
| | |
Virginia Electric & Power Co. 3.10%, 5/15/25, Series A | | | 260,000 | | | | 253,292 | |
2.40%, 3/30/32 | | | 177,000 | | | | 145,729 | |
| | |
VMware LLC 4.50%, 5/15/25 | | | 150,000 | | | | 148,383 | |
3.90%, 8/21/27 | | | 117,000 | | | | 111,597 | |
2.20%, 8/15/31 | | | 340,000 | | | | 274,492 | |
| | |
Vontier Corp. 2.95%, 4/1/31 | | | 110,000 | | | | 90,629 | |
| | |
Voya Financial, Inc. 4.80%, 6/15/46 | | | 52,000 | | | | 44,234 | |
4.70%, 1/23/48, (4.70% fixed rate until 1/23/28; Secured Overnight Financing Rate + 2.359% thereafter)(c) | | | 235,000 | | | | 198,272 | |
| | |
Vulcan Materials Co. 3.90%, 4/1/27 | | | 20,000 | | | | 19,383 | |
4.50%, 6/15/47 | | | 80,000 | | | | 69,361 | |
4.70%, 3/1/48 | | | 255,000 | | | | 229,153 | |
| | |
Walt Disney Co. 1.75%, 1/13/26 | | | 500,000 | | | | 471,475 | |
2.00%, 9/1/29 | | | 149,000 | | | | 128,586 | |
3.80%, 3/22/30 | | | 270,000 | | | | 254,985 | |
4.75%, 11/15/46 | | | 200,000 | | | | 181,558 | |
4.70%, 3/23/50 | | | 250,000 | | | | 229,212 | |
| | |
Warnermedia Holdings, Inc. 3.64%, 3/15/25 | | | 700,000 | | | | 685,328 | |
4.28%, 3/15/32 | | | 325,000 | | | | 286,946 | |
5.05%, 3/15/42 | | | 625,000 | | | | 525,894 | |
5.14%, 3/15/52 | | | 318,000 | | | | 258,540 | |
5.39%, 3/15/62 | | | 525,000 | | | | 422,982 | |
| | |
Waste Connections, Inc. 3.50%, 5/1/29 | | | 161,000 | | | | 150,921 | |
2.20%, 1/15/32 | | | 231,000 | | | | 187,154 | |
| | |
Waste Management, Inc. 3.15%, 11/15/27 | | | 175,000 | | | | 164,763 | |
1.15%, 3/15/28 | | | 14,000 | | | | 12,138 | |
2.95%, 6/1/41 | | | 350,000 | | | | 259,304 | |
| | |
WEC Energy Group, Inc. 5.00%, 9/27/25 | | | 300,000 | | | | 298,701 | |
1.38%, 10/15/27 | | | 85,000 | | | | 74,855 | |
| | |
Wells Fargo & Co. 3.00%, 4/22/26 | | | 610,000 | | | | 582,172 | |
3.91%, 4/25/26, (3.908% fixed rate until 4/25/25; Secured Overnight Financing Rate + 1.32% thereafter)(c) | | | 500,000 | | | | 490,425 | |
4.54%, 8/15/26, (4.54% fixed rate until 8/15/25; Secured Overnight Financing Rate + 1.56% thereafter)(c) | | | 250,000 | | | | 246,620 | |
4.30%, 7/22/27 | | | 750,000 | | | | 728,235 | |
3.53%, 3/24/28, (3.526% fixed rate until 3/24/27; Secured Overnight Financing Rate + 1.51% thereafter)(c) | | | 1,000,000 | | | | 948,450 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(c) | | $ | 510,000 | | | $ | 465,390 | |
4.15%, 1/24/29 | | | 800,000 | | | | 766,256 | |
5.57%, 7/25/29, (5.574% fixed rate until 7/25/28; Secured Overnight Financing Rate + 1.74% thereafter)(c) | | | 250,000 | | | | 251,852 | |
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 | | | | 269,501 | |
3.90%, 5/1/45 | | | 400,000 | | | | 320,676 | |
5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; 3-month Secured Overnight Financing Rate + 4.502% thereafter)(c) | | | 350,000 | | | | 324,201 | |
5.95%, 12/1/86 | | | 132,000 | | | | 134,693 | |
| | |
Welltower OP LLC 4.25%, 4/15/28 | | | 70,000 | | | | 67,771 | |
4.13%, 3/15/29 | | | 185,000 | | | | 175,981 | |
3.10%, 1/15/30 | | | 218,000 | | | | 194,574 | |
2.80%, 6/1/31 | | | 225,000 | | | | 191,212 | |
| | |
Western Midstream Operating LP 4.05%, 2/1/30 | | | 250,000 | | | | 231,517 | |
5.25%, 2/1/50 | | | 350,000 | | | | 310,523 | |
| | |
Western Union Co. 1.35%, 3/15/26 | | | 100,000 | | | | 92,104 | |
| | |
Westinghouse Air Brake Technologies Corp. 4.70%, 9/15/28 | | | 149,000 | | | | 145,400 | |
| | |
Westlake Corp. 5.00%, 8/15/46 | | | 85,000 | | | | 75,762 | |
4.38%, 11/15/47 | | | 85,000 | | | | 70,009 | |
3.13%, 8/15/51 | | | 150,000 | | | | 94,638 | |
| | |
WestRock MWV LLC 8.20%, 1/15/30 | | | 36,000 | | | | 40,982 | |
| | |
Weyerhaeuser Co. 6.95%, 10/1/27 | | | 75,000 | | | | 79,619 | |
4.00%, 4/15/30 | | | 69,000 | | | | 64,521 | |
7.38%, 3/15/32 | | | 227,000 | | | | 256,567 | |
3.38%, 3/9/33 | | | 43,000 | | | | 37,201 | |
| | |
Whirlpool Corp. 2.40%, 5/15/31 | | | 205,000 | | | | 168,446 | |
4.60%, 5/15/50 | | | 210,000 | | | | 169,667 | |
| | |
Williams Cos., Inc. 3.75%, 6/15/27 | | | 149,000 | | | | 142,589 | |
2.60%, 3/15/31 | | | 330,000 | | | | 278,246 | |
5.65%, 3/15/33 | | | 200,000 | | | | 203,382 | |
6.30%, 4/15/40 | | | 305,000 | | | | 316,184 | |
5.75%, 6/24/44 | | | 67,000 | | | | 65,720 | |
5.10%, 9/15/45 | | | 206,000 | | | | 188,418 | |
| | |
Willis North America, Inc. 4.65%, 6/15/27 | | | 183,000 | | | | 179,691 | |
4.50%, 9/15/28 | | | 140,000 | | | | 135,218 | |
2.95%, 9/15/29 | | | 160,000 | | | | 142,306 | |
| | |
Wisconsin Electric Power Co. 4.30%, 10/15/48 | | | 200,000 | | | | 168,376 | |
| | |
Wisconsin Power & Light Co. 3.00%, 7/1/29 | | | 110,000 | | | | 100,847 | |
| | |
Workday, Inc. 3.50%, 4/1/27 | | | 239,000 | | | | 227,604 | |
| | |
WR Berkley Corp. 4.75%, 8/1/44 | | | 308,000 | | | | 268,059 | |
4.00%, 5/12/50 | | | 185,000 | | | | 142,637 | |
| | |
WRKCo, Inc. 4.00%, 3/15/28 | | | 74,000 | | | | 70,689 | |
3.00%, 6/15/33 | | | 285,000 | | | | 240,514 | |
| | |
Xcel Energy, Inc. | | | | | | | | |
1.75%, 3/15/27 | | | 160,000 | | | | 144,483 | |
3.40%, 6/1/30 | | | 90,000 | | | | 81,284 | |
2.35%, 11/15/31 | | | 85,000 | | | | 69,381 | |
6.50%, 7/1/36 | | | 130,000 | | | | 140,440 | |
| | |
Xylem, Inc. 1.95%, 1/30/28 | | | 95,000 | | | | 84,939 | |
| | |
Zimmer Biomet Holdings, Inc. 5.75%, 11/30/39 | | | 153,000 | | | | 152,653 | |
| | |
Zoetis, Inc. | | | | | | | | |
3.00%, 9/12/27 | | | 173,000 | | | | 162,049 | |
4.70%, 2/1/43 | | | 50,000 | | | | 45,742 | |
3.95%, 9/12/47 | | | 100,000 | | | | 80,697 | |
4.45%, 8/20/48 | | | 80,000 | | | | 70,266 | |
| | | | | | | | |
Total United States | | | | | | | 356,807,743 | |
TOTAL CORPORATE BONDS (Cost: $446,110,262) | | | | | | | 425,316,385 | |
| | |
FOREIGN GOVERNMENT AGENCIES – 0.3% | | | | | | | | |
| | |
Japan – 0.3% | | | | | | | | |
| | |
Japan Bank for International Cooperation 2.88%, 4/14/25 | | | 1,000,000 | | | | 974,350 | |
1.88%, 7/21/26 | | | 250,000 | | | | 233,375 | |
2.88%, 6/1/27 | | | 320,000 | | | | 302,278 | |
2.88%, 7/21/27 | | | 250,000 | | | | 235,742 | |
1.88%, 4/15/31 | | | 940,000 | | | | 780,943 | |
Japan International Cooperation Agency 2.13%, 10/20/26 | | | 250,000 | | | | 233,228 | |
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,981,466) | | | | | | | 2,759,916 | |
| |
FOREIGN GOVERNMENT OBLIGATIONS – 2.4% | | | | | |
| | |
Chile – 0.1% | | | | | | | | |
| | |
Chile Government International Bonds 2.75%, 1/31/27 | | | 300,000 | | | | 281,235 | |
3.24%, 2/6/28 | | | 200,000 | | | | 187,474 | |
2.45%, 1/31/31 | | | 250,000 | | | | 213,053 | |
4.95%, 1/5/36 | | | 200,000 | | | | 193,576 | |
| | | | | | | | |
Total Chile | | | | | | | 875,338 | |
| | |
Hungary – 0.0% | | | | | | | | |
| | |
Hungary Government International Bonds 7.63%, 3/29/41 | | | 158,000 | | | | 181,169 | |
| | |
Indonesia – 0.3% | | | | | | | | |
| | |
Indonesia Government International Bonds 4.10%, 4/24/28 | | | 460,000 | | | | 445,119 | |
2.85%, 2/14/30 | | | 550,000 | | | | 488,714 | |
3.85%, 10/15/30 | | | 300,000 | | | | 279,546 | |
4.35%, 1/11/48 | | | 625,000 | | | | 540,675 | |
5.35%, 2/11/49 | | | 200,000 | | | | 199,904 | |
4.20%, 10/15/50 | | | 220,000 | | | | 183,445 | |
5.45%, 9/20/52 | | | 300,000 | | | | 299,109 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
4.45%, 4/15/70 | | $ | 387,000 | | | $ | 322,479 | |
| | | | | | | | |
Total Indonesia | | | | | | | 2,758,991 | |
| | |
Israel – 0.0% | | | | | | | | |
| | |
State of Israel 2.50%, 1/15/30 | | | 200,000 | | | | 171,166 | |
| | |
Italy – 0.1% | | | | | | | | |
| | |
Republic of Italy Government International Bonds 2.88%, 10/17/29 | | | 550,000 | | | | 485,150 | |
5.38%, 6/15/33 | | | 53,000 | | | | 52,122 | |
4.00%, 10/17/49 | | | 550,000 | | | | 397,254 | |
| | | | | | | | |
Total Italy | | | | | | | 934,526 | |
| | |
Mexico – 0.7% | | | | | | | | |
| | |
Mexico Government International Bonds 11.50%, 5/15/26 | | | 55,000 | | | | 63,041 | |
3.25%, 4/16/30 | | | 1,175,000 | | | | 1,041,555 | |
2.66%, 5/24/31 | | | 1,663,000 | | | | 1,379,691 | |
4.75%, 4/27/32 | | | 555,000 | | | | 523,282 | |
6.35%, 2/9/35 | | | 200,000 | | | | 205,244 | |
6.00%, 5/7/36 | | | 300,000 | | | | 299,475 | |
6.05%, 1/11/40, Series A | | | 102,000 | | | | 100,130 | |
4.28%, 8/14/41 | | | 275,000 | | | | 218,875 | |
4.75%, 3/8/44 | | | 354,000 | | | | 292,946 | |
5.55%, 1/21/45 | | | 700,000 | | | | 646,611 | |
4.60%, 1/23/46 | | | 250,000 | | | | 199,918 | |
4.35%, 1/15/47 | | | 205,000 | | | | 158,492 | |
4.60%, 2/10/48 | | | 200,000 | | | | 158,512 | |
4.50%, 1/31/50 | | | 303,000 | | | | 236,334 | |
4.40%, 2/12/52 | | | 290,000 | | | | 219,408 | |
6.40%, 5/7/54 | | | 200,000 | | | | 197,644 | |
3.77%, 5/24/61 | | | 745,000 | | | | 480,354 | |
5.75%, 10/12/2110 | | | 310,000 | | | | 268,816 | |
| | | | | | | | |
Total Mexico | | | | | | | 6,690,328 | |
| | |
Panama – 0.3% | | | | | | | | |
| | |
Panama Government International Bonds 8.88%, 9/30/27 | | | 380,000 | | | | 410,404 | |
9.38%, 4/1/29 | | | 200,000 | | | | 221,496 | |
3.30%, 1/19/33 | | | 500,000 | | | | 378,555 | |
6.70%, 1/26/36 | | | 235,000 | | | | 222,622 | |
4.50%, 5/15/47 | | | 200,000 | | | | 133,930 | |
4.30%, 4/29/53 | | | 295,000 | | | | 185,924 | |
4.50%, 4/1/56 | | | 525,000 | | | | 332,451 | |
3.87%, 7/23/60 | | | 300,000 | | | | 168,435 | |
4.50%, 1/19/63 | | | 640,000 | | | | 398,592 | |
| | | | | | | | |
Total Panama | | | | 2,452,409 | |
| | |
Peru – 0.2% | | | | | | | | |
| | |
Peru Government International Bonds
| | | | | | | | |
4.13%, 8/25/27 | | | 64,000 | | | | 61,996 | |
2.78%, 1/23/31 | | | 525,000 | | | | 447,416 | |
8.75%, 11/21/33 | | | 190,000 | | | | 233,803 | |
3.00%, 1/15/34 | | | 196,000 | | | | 159,777 | |
6.55%, 3/14/37 | | | 55,000 | | | | 59,451 | |
3.30%, 3/11/41 | | | 500,000 | | | | 371,935 | |
5.63%, 11/18/50 | | | 70,000 | | | | 69,476 | |
2.78%, 12/1/60 | | | 300,000 | | | | 172,551 | |
3.60%, 1/15/72 | | | 313,000 | | | | 206,245 | |
3.23%, 7/28/2121 | | | 110,000 | | | | 63,077 | |
| | | | | | | | |
Total Peru | | | | | | | 1,845,727 | |
|
Philippines – 0.4% | |
| | |
Bangko Sentral ng Pilipinas International Bonds 8.60%, 6/15/27, Series A | | | 300,000 | | | | 328,842 | |
| | |
Philippines Government International Bonds
| | | | | | | | |
3.00%, 2/1/28 | | | 1,370,000 | | | | 1,273,853 | |
9.50%, 2/2/30 | | | 230,000 | | | | 282,891 | |
6.38%, 1/15/32 | | | 160,000 | | | | 173,261 | |
5.00%, 1/13/37 | | | 500,000 | | | | 493,270 | |
3.95%, 1/20/40 | | | 480,000 | | | | 411,624 | |
3.70%, 3/1/41 | | | 200,000 | | | | 163,860 | |
3.70%, 2/2/42 | | | 525,000 | | | | 427,108 | |
3.20%, 7/6/46 | | | 500,000 | | | | 357,645 | |
| | | | | | | | |
Total Philippines | | | | 3,912,354 | |
|
Poland – 0.1% | |
| | |
Republic of Poland Government International Bonds | | | | | | | | |
3.25%, 4/6/26 | | | 275,000 | | | | 267,803 | |
5.50%, 4/4/53 | | | 200,000 | | | | 200,274 | |
| | | | | | | | |
Total Poland | | | | 468,077 | |
|
Uruguay – 0.2% | |
| | |
Uruguay Government International Bonds | | | | | | | | |
4.38%, 1/23/31 | | | 355,000 | | | | 346,405 | |
7.63%, 3/21/36 | | | 260,000 | | | | 313,030 | |
4.13%, 11/20/45 | | | 120,000 | | | | 104,791 | |
5.10%, 6/18/50 | | | 310,000 | | | | 298,372 | |
4.98%, 4/20/55 | | | 475,000 | | | | 443,294 | |
| | | | | | | | |
Total Uruguay | | | | 1,505,892 | |
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $24,324,962) | | | | 21,795,977 | |
|
COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.7% | |
|
United States – 6.7% | |
| | |
BANK | | | | | | | | |
2.00%, 11/15/53, Series 2020-BNK29, Class A4 | | | 509,000 | | | | 406,370 | |
2.04%, 2/15/54, Series 2021-BNK31, Class A4 | | | 500,000 | | | | 410,474 | |
2.93%, 2/15/55, Series 2022-BNK39, Class A4^(c) | | | 325,000 | | | | 279,923 | |
3.25%, 7/15/60, Series 2017-BNK6, Class A4 | | | 1,000,000 | | | | 939,893 | |
2.76%, 9/15/62, Series 2019-BNK20, Class A2 | | | 1,933,533 | | | | 1,706,069 | |
2.55%, 4/15/63, Series 2020-BNK27, Class AS | | | 850,000 | | | | 696,137 | |
2.13%, 9/15/64, Series 2021-BNK36, Class A2 | | | 750,000 | | | | 674,129 | |
| | |
Bank5 | | | | | | | | |
6.26%, 4/15/56, Series 2023-5YR1, Class A3^(c) | | | 500,000 | | | | 516,078 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
BBCMS Mortgage Trust | | | | | | | | |
3.66%, 4/15/55, Series 2022-C15, Class A5^(c) | | $ | 1,000,000 | | | $ | 898,308 | |
6.80%, 11/15/56, Series 2023-C22, Class A5^(c) | | | 700,000 | | | | 787,179 | |
| | |
Benchmark Mortgage Trust | | | | | | | | |
2.70%, 9/15/43, Series 2020-IG1, Class A1 | | | 289,558 | | | | 267,986 | |
3.94%, 7/15/51, Series 2018-B5, Class A3 | | | 1,000,000 | | | | 951,191 | |
2.58%, 11/15/54, Series 2021-B30, Class A5 | | | 400,000 | | | | 333,667 | |
3.46%, 3/15/55, Series 2022-B33, Class A5 | | | 350,000 | | | | 307,940 | |
3.79%, 4/15/55, Series 2022-B34, Class A5^(c) | | | 750,000 | | | | 659,144 | |
6.54%, 5/15/55, Series 2023-V2, Class AS^(c) | | | 500,000 | | | | 516,295 | |
5.53%, 4/15/56, Series 2023-B38, Class A4 | | | 354,000 | | | | 363,072 | |
3.72%, 3/15/62, Series 2019-B10, Class A4 | | | 1,000,000 | | | | 930,611 | |
| | |
BMO Mortgage Trust | | | | | | | | |
4.81%, 7/15/54, Series 2022-C2, Class A5^(c) | | | 500,000 | | | | 492,530 | |
5.96%, 9/15/56, Series 2023-C6, Class A5^(c) | | | 500,000 | | | | 529,263 | |
| | |
CD Mortgage Trust | | | | | | | | |
3.17%, 8/15/50, Series 2017-CD5, Class A3 | | | 525,000 | | | | 489,572 | |
| | |
Citigroup Commercial Mortgage Trust | | | | | | | | |
3.15%, 11/15/49, Series 2016-C3, Class A4 | | | 616,000 | | | | 576,875 | |
3.20%, 9/15/50, Series 2017-P8, Class A3 | | | 500,000 | | | | 466,287 | |
3.30%, 11/10/52, Series 2019-GC43, Class AS | | | 500,000 | | | | 431,250 | |
2.69%, 8/10/56, Series 2019-GC41, Class A2 | | | 236,339 | | | | 233,400 | |
2.87%, 8/10/56, Series 2019-GC41, Class A5 | | | 250,000 | | | | 221,618 | |
| | |
COMM Mortgage Trust | | | | | | | | |
3.76%, 8/10/48, Series 2015-CR25, Class A4 | | | 250,000 | | | | 242,683 | |
3.63%, 10/10/48, Series 2015-CR26, Class A4 | | | 300,000 | | | | 289,237 | |
2.87%, 8/15/57, Series 2019-GC44, Class ASB | | | 500,000 | | | | 465,487 | |
| | |
CSAIL Commercial Mortgage Trust | | | | | | | | |
3.49%, 11/15/48, Series 2016-C5, Class A4 | | | 117,779 | | | | 113,845 | |
3.76%, 11/15/48, Series 2016-C5, Class A5 | | | 550,000 | | | | 531,864 | |
4.22%, 8/15/51, Series 2018-CX12, Class A4^(c) | | | 779,577 | | | | 744,799 | |
3.33%, 6/15/52, Series 2019-C16, Class A3 | | | 1,000,000 | | | | 907,497 | |
| | |
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | | | | | | | | |
2.81%, 1/25/25, Series K044, Class A2 | | | 807,732 | | | | 790,706 | |
3.31%, 9/25/25, Series K051, Class A2 | | | 780,000 | | | | 760,190 | |
3.15%, 11/25/25, Series K052, Class A2 | | | 700,000 | | | | 679,608 | |
2.57%, 7/25/26, Series K057, Class A2 | | | 650,000 | | | | 619,143 | |
2.96%, 7/25/26, Series K060, Class A1 | | | 436,106 | | | | 424,216 | |
3.41%, 12/25/26, Series K062, Class A2 | | | 500,000 | | | | 482,303 | |
3.12%, 6/25/27, Series K066, Class A2 | | | 750,000 | | | | 714,262 | |
3.19%, 7/25/27, Series K067, Class A2 | | | 500,000 | | | | 476,300 | |
3.19%, 9/25/27, Series K069, Class A2^(c) | | | 625,000 | | | | 594,267 | |
1.60%, 12/25/27, Series K741, Class A2 | | | 500,000 | | | | 446,918 | |
3.35%, 1/25/28, Series K073, Class A2 | | | 1,250,000 | | | | 1,189,957 | |
4.82%, 6/25/28, Series K505, Class A2 | | | 1,100,000 | | | | 1,102,030 | |
3.93%, 7/25/28, Series K080, Class A2^(c) | | | 400,000 | | | | 387,244 | |
4.86%, 10/25/28, Series K511, Class A2 | | | 750,000 | | | | 753,004 | |
2.12%, 3/25/29, Series K749, Class A2^(c) | | | 350,000 | | | | 310,945 | |
2.79%, 6/25/29, Series K095, Class A2 | | | 2,000,000 | | | | 1,824,501 | |
2.07%, 1/25/30, Series K106, Class A2 | | | 2,000,000 | | | | 1,727,884 | |
1.38%, 7/25/30, Series K116, Class A2 | | | 1,500,000 | | | | 1,226,067 | |
1.55%, 10/25/30, Series K121, Class A2 | | | 500,000 | | | | 409,677 | |
1.66%, 12/25/30, Series K124, Class A2 | | | 1,100,000 | | | | 904,432 | |
3.90%, 12/25/30, Series K158, Class A2^(c) | | | 1,500,000 | | | | 1,423,560 | |
2.11%, 1/25/31, Series K127, Class A2 | | | 1,000,000 | | | | 846,326 | |
2.13%, 11/25/31, Series K136, Class A2 | | | 750,000 | | | | 624,375 | |
2.40%, 3/25/32, Series K142, Class A2 | | | 1,220,000 | | | | 1,030,314 | |
2.58%, 5/25/32, Series K145, Class A2 | | | 1,200,000 | | | | 1,024,155 | |
2.92%, 6/25/32, Series K146, Class A2 | | | 500,000 | | | | 437,772 | |
3.46%, 11/25/32, Series K154, Class A3^(c) | | | 1,100,000 | | | | 1,000,606 | |
4.50%, 7/25/33, Series K159, Class A2^(c) | | | 400,000 | | | | 392,023 | |
4.90%, 10/25/33, Series K-161, Class A2 | | | 300,000 | | | | 303,057 | |
| | |
Federal National Mortgage Association-Aces | | | | | | | | |
3.27%, 2/25/29, Series 2019-M5, Class A2 | | | 1,459,926 | | | | 1,374,616 | |
2.89%, 6/25/29, Series 2019-M12, Class A2^(c) | | | 328,799 | | | | 302,813 | |
2.44%, 10/25/29, Series 2020-M1, Class A2 | | | 2,000,000 | | | | 1,778,083 | |
1.27%, 7/25/30, Series 2020-M42, Class A2 | | | 150,000 | | | | 121,610 | |
1.47%, 11/25/30, Series 2021-M1G, Class A2^(c) | | | 1,000,000 | | | | 812,736 | |
3.61%, 2/25/31, Series 2019-M4, Class A2 | | | 1,830,941 | | | | 1,699,548 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
1.94%, 1/25/32, Series 2022-M10, Class A2^(c) | | $ | 1,000,000 | | | $ | 818,689 | |
2.59%, 6/25/32, Series 2022-M13, Class A2^(c) | | | 400,000 | | | | 341,901 | |
4.51%, 4/25/33, Series 2023-M1S, Class A2^(c) | | | 100,000 | | | | 98,040 | |
2.94%, 7/25/39, Series 2016-M11, Class AL | | | 148,371 | | | | 132,517 | |
| | |
GS Mortgage Securities Trust | | | | | | | | |
3.43%, 8/10/50, Series 2017-GS7, Class A4 | | | 500,000 | | | | 464,287 | |
3.99%, 3/10/51, Series 2018-GS9, Class A4^(c) | | | 750,000 | | | | 694,202 | |
2.90%, 2/13/53, Series 2020-GC45, Class A2 | | | 630,000 | | | | 592,680 | |
1.66%, 12/12/53, Series 2020-GSA2, Class AAB | | | 780,000 | | | | 695,653 | |
| | |
JP Morgan Chase Commercial Mortgage Securities Trust
| | | | | | | | |
3.65%, 12/15/49, Series 2016-JP4, Class A4^(c) | | | 132,000 | | | | 124,606 | |
| | |
JPMBB Commercial Mortgage Securities Trust | | | | | | | | |
3.60%, 11/15/48, Series 2015-C32, Class A5 | | | 1,000,000 | | | | 953,773 | |
| | |
Morgan Stanley Bank of America Merrill Lynch Trust | | | | | | | | |
3.08%, 3/15/48, Series 2015-C21, Class A3 | | | 96,075 | | | | 93,871 | |
3.31%, 4/15/48, Series 2015-C22, Class A4 | | | 600,000 | | | | 582,248 | |
3.54%, 1/15/49, Series 2016-C28, Class A4 | | | 1,000,000 | | | | 958,613 | |
| | |
Morgan Stanley Capital I Trust | | | | | | | | |
3.59%, 3/15/49, Series 2016-UBS9, Class A4 | | | 278,000 | | | | 264,791 | |
3.53%, 6/15/50, Series 2017-H1, Class A5 | | | 500,000 | | | | 469,672 | |
4.18%, 7/15/51, Series 2018-H3, Class A5 | | | 1,000,000 | | | | 952,648 | |
2.57%, 10/15/54, Series 2021-L7, Class A5 | | | 450,000 | | | | 375,657 | |
| | |
UBS Commercial Mortgage Trust
| | | | | | | | |
3.49%, 8/15/50, Series 2017-C2, Class A4 | | | 1,000,000 | | | | 939,600 | |
| | |
Wells Fargo Commercial Mortgage Trust | | | | | | | | |
3.15%, 5/15/48, Series 2015-NXS1, Class A5 | | | 831,000 | | | | 807,083 | |
2.93%, 7/15/48, Series 2016-C35, Class A4 | | | 525,000 | | | | 493,575 | |
3.72%, 12/15/48, Series 2015-NXS4, Class A4 | | | 500,000 | | | | 483,516 | |
3.37%, 10/15/49, Series 2016-LC24, Class AS | | | 860,000 | | | | 784,732 | |
3.42%, 9/15/50, Series 2017-C39, Class A5 | | | 500,000 | | | | 468,133 | |
3.75%, 3/15/51, Series 2018-C43, Class A3 | | | 461,138 | | | | 434,996 | |
3.58%, 6/15/52, Series 2019-C51, Class AS | | | 750,000 | | | | 660,853 | |
4.00%, 4/15/55, Series 2022-C62, Class A4^(c) | | | 100,000 | | | | 92,156 | |
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $63,232,204) | | | | 61,154,413 | |
|
MUNICIPAL BONDS – 0.1% | |
|
United States – 0.1% | |
| | |
Los Angeles County Public Works Financing Authority 7.62%, 8/1/40 | | | 100,000 | | | | 122,017 | |
| | |
Los Angeles Department of Water & Power 6.57%, 7/1/45 | | | 70,000 | | | | 81,636 | |
| | |
Municipal Electric Authority of Georgia 6.64%, 4/1/57, Series A | | | 210,000 | | | | 237,311 | |
| | |
Sales Tax Securitization Corp. 4.64%, 1/1/40, Series A | | | 90,000 | | | | 86,552 | |
| | |
San Jose Redevelopment Successor Agency 3.38%, 8/1/34, Series A-T | | | 60,000 | | | | 54,045 | |
| | |
State of Illinois 6.63%, 2/1/35, Series 1 | | | 84,615 | | | | 88,483 | |
University of California 4.86%, 5/15/2112, Series AD | | | 56,000 | | | | 51,459 | |
TOTAL MUNICIPAL BONDS (Cost: $854,136) | | | | 721,503 | |
|
ASSET-BACKED SECURITIES – 5.1% | |
|
United States – 5.1% | |
| | |
American Express Credit Account Master Trust | | | | | | | | |
3.39%, 5/15/27, Series 2022-2, Class A | | | 2,000,000 | | | | 1,957,556 | |
3.75%, 8/15/27, Series 2022-3, Class A | | | 900,000 | | | | 882,314 | |
4.95%, 10/15/27, Series 2022-4, Class A | | | 400,000 | | | | 399,062 | |
4.87%, 5/15/28, Series 2023-1, Class A | | | 1,000,000 | | | | 998,174 | |
4.80%, 5/15/30, Series 2023-2, Class A | | | 600,000 | | | | 600,168 | |
| | |
BA Credit Card Trust | | | | | | | | |
3.53%, 11/15/27, Series 2022-A1, Class A1 | | | 650,000 | | | | 636,386 | |
4.79%, 5/15/28, Series 2023-A1, Class A1 | | | 1,700,000 | | | | 1,693,716 | |
| | |
Barclays Dryrock Issuance Trust 3.07%, 2/15/28, Series 2022-1, Class A | | | 1,250,000 | | | | 1,220,396 | |
| | |
Capital One Multi-Asset Execution Trust | | | | | | | | |
3.49%, 5/15/27, Series 2022-A2, Class A | | | 1,850,000 | | | | 1,811,961 | |
4.95%, 10/15/27, Series 2022-A3, Class A | | | 500,000 | | | | 498,589 | |
4.42%, 5/15/28, Series 2023-A1, Class A | | | 800,000 | | | | 790,619 | |
2.06%, 8/15/28, Series 2019-A3, Class A3 | | | 700,000 | | | | 653,597 | |
1.39%, 7/15/30, Series 2021-A2, Class A2 | | | 1,600,000 | | | | 1,387,674 | |
| | |
Capital One Prime Auto Receivables Trust
| | | | | | | | |
0.77%, 9/15/26, Series 2021-1, Class A3 | | | 331,992 | | | | 322,097 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
| | |
CarMax Auto Owner Trust | | | | | | | | |
2.03%, 6/16/25, Series 2020-1, Class A4 | | $ | 273,259 | | | $ | 272,953 | |
3.97%, 4/15/27, Series 2022-3, Class A3 | | | 1,095,000 | | | | 1,079,169 | |
4.75%, 10/15/27, Series 2023-1, Class A3 | | | 737,000 | | | | 731,586 | |
| | |
Chase Issuance Trust | | | | | | | | |
5.16%, 9/15/28, Series 2023-A1, Class A | | | 275,000 | | | | 276,549 | |
| | |
CNH Equipment Trust
| | | | | | | | |
0.70%, 5/17/27, Series 2021-B, Class A4 | | | 1,000,000 | | | | 935,661 | |
| | |
Discover Card Execution Note Trust | | | | | | | | |
1.96%, 2/15/27, Series 2022-A1, Class A1 | | | 350,000 | | | | 339,127 | |
3.32%, 5/15/27, Series 2022-A2, Class A | | | 545,000 | | | | 532,779 | |
3.56%, 7/15/27, Series 2022-A3, Class A3 | | | 1,000,000 | | | | 978,340 | |
4.31%, 3/15/28, Series 2023-A1, Class A | | | 500,000 | | | | 493,243 | |
| | |
Exeter Automobile Receivables Trust | | | | | | | | |
5.70%, 8/17/26, Series 2022-6A, Class A3 | | | 730,265 | | | | 730,309 | |
| | |
Ford Credit Auto Lease Trust | | | | | | | | |
4.83%, 5/15/26, Series 2023-A, Class A4 | | | 500,000 | | | | 496,793 | |
| | |
Ford Credit Auto Owner Trust | | | | | | | | |
2.04%, 12/15/26, Series 2020-B, Class C | | | 750,000 | | | | 749,079 | |
3.93%, 8/15/27, Series 2022-B, Class A4 | | | 750,000 | | | | 734,993 | |
4.65%, 2/15/28, Series 2023-A, Class A3 | | | 500,000 | | | | 495,500 | |
5.23%, 5/15/28, Series 2023-B, Class A3 | | | 300,000 | | | | 300,881 | |
| | |
GM Financial Automobile Leasing Trust | | | | | | | | |
5.16%, 1/20/27, Series 2023-1, Class A4 | | | 645,000 | | | | 643,490 | |
| | |
GM Financial Consumer Automobile Receivables Trust | | | | | | | | |
3.71%, 12/16/27, Series 2022-3, Class A4 | | | 1,250,000 | | | | 1,215,833 | |
4.66%, 2/16/28, Series 2023-1, Class A3 | | | 1,000,000 | | | | 991,938 | |
| | |
Honda Auto Receivables Owner Trust | | | | | | | | |
3.73%, 7/20/26, Series 2022-2, Class A3 | | | 845,000 | | | | 832,501 | |
5.04%, 4/21/27, Series 2023-1, Class A3 | | | 868,000 | | | | 865,037 | |
| | |
Hyundai Auto Receivables Trust | | | | | | | | |
0.60%, 2/16/27, Series 2021-B, Class A4 | | | 1,000,000 | | | | 949,482 | |
5.39%, 6/15/27, Series 2022-C, Class A3 | | | 500,000 | | | | 500,301 | |
5.54%, 10/16/28, Series 2023-C, Class A3 | | | 1,000,000 | | | | 1,010,728 | |
| | |
John Deere Owner Trust | | | | | | | | |
5.18%, 3/15/28, Series 2023-B, Class A3 | | | 1,000,000 | | | | 1,000,941 | |
| | |
Mercedes-Benz Auto Lease Trust
| | | | | | | | |
4.74%, 1/15/27, Series 2023-A, Class A3 | | | 1,000,000 | | | | 993,393 | |
| | |
Mercedes-Benz Auto Receivables Trust | | | | | | | | |
4.51%, 11/15/27, Series 2023-1, Class A3 | | | 500,000 | | | | 495,120 | |
| | |
Nissan Auto Receivables Owner Trust
| | | | | | | | |
5.93%, 3/15/28, Series 2023-B, Class A3 | | | 500,000 | | | | 507,833 | |
| | |
Santander Drive Auto Receivables Trust | | | | | | | | |
3.44%, 9/15/27, Series 2022-2, Class B | | | 1,000,000 | | | | 983,998 | |
5.93%, 7/17/28, Series 2023-6, Class A3 | | | 1,250,000 | | | | 1,267,357 | |
| | |
Synchrony Card Funding LLC | | | | | | | | |
3.86%, 7/15/28, Series 2022-A2, Class A | | | 900,000 | | | | 882,199 | |
5.54%, 7/15/29, Series 2023-A1, Class A | | | 1,000,000 | | | | 1,008,089 | |
| | |
Toyota Auto Receivables Owner Trust | | | | | | | | |
0.53%, 10/15/26, Series 2021-B, Class A4 | | | 1,500,000 | | | | 1,421,314 | |
3.76%, 4/15/27, Series 2022-C, Class A3 | | | 250,000 | | | | 245,640 | |
3.77%, 2/15/28, Series 2022-C, Class A4 | | | 774,000 | | | | 751,584 | |
4.71%, 2/15/28, Series 2023-B, Class A3 | | | 400,000 | | | | 396,870 | |
| | |
Verizon Master Trust | | | | | | | | |
0.50%, 5/20/27, Series 2021-1, Class A | | | 1,200,000 | | | | 1,187,082 | |
1.53%, 7/20/28, Series 2022-2, Class A | | | 500,000 | | | | 483,198 | |
3.67%, 1/22/29, Series 2022-6, Class A | | | 1,850,000 | | | | 1,810,583 | |
| | |
Volkswagen Auto Lease Trust
| | | | | | | | |
3.65%, 1/20/27, Series 2022-A, Class A4 | | | 1,250,000 | | | | 1,233,842 | |
| | |
Volkswagen Auto Loan Enhanced Trust | | | | | | | | |
5.02%, 6/20/28, Series 2023-1, Class A3 | | | 180,000 | | | | 179,711 | |
5.57%, 4/22/30, Series 2023-2, Class A4 | | | 250,000 | | | | 254,729 | |
| | |
World Omni Auto Receivables Trust | | | | | | | | |
0.64%, 9/15/27, Series 2021-C, Class A4 | | | 1,000,000 | | | | 933,211 | |
1.90%, 3/15/28, Series 2022-A, Class A4 | | | 350,000 | | | | 329,095 | |
| | |
World Omni Automobile Lease Securitization Trust
| | | | | | | | |
5.04%, 7/17/28, Series 2023-A, Class A4 | | | 95,000 | | | | 94,570 | |
TOTAL ASSET-BACKED SECURITIES (Cost: $46,761,676) | | | | 46,468,940 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
February 29, 2024
| | | | | | | | |
Investments in Long Securities | | Principal Amount | | | Value | |
|
REPURCHASE AGREEMENT – 0.5% | |
|
United States – 0.5% | |
| | |
Citigroup, Inc., tri-party repurchase agreement dated 2/29/24 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 3/1/24; Proceeds at maturity – $4,980,733 (fully collateralized by Federal Home Loan Bank, 5.59% due 9/27/24 ; Market value including accrued interest – $5,233,084) | | | | | | | | |
(Cost: $4,980,000) | | $ | 4,980,000 | | | $ | 4,980,000 | |
| | |
| | Shares | | | | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.3% | |
|
United States – 0.3% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(f) | | | | | | | | |
(Cost: $2,968,058) | | | 2,968,058 | | | | 2,968,058 | |
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE TBA SALE COMMITMENTS – 99.9% (Cost: $978,421,749) | | | | 917,177,317 | |
TBA Sale Commitments | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT AGENCIES TBA SALE COMMITMENTS – (0.1)% | |
|
Uniform Mortgage-Backed Securities – (0.1)% | |
4.00%, 3/18/39(b) | | $ | (100,000 | ) | | $ | (96,403 | ) |
3.00%, 3/1/54(b) | | | (950,000 | ) | | | (812,753 | ) |
| |
TOTAL TBA SALE COMMITMENTS | | | | | |
| |
(Proceeds: $920,162) | | | | (909,156 | ) |
| |
Other Assets less Liabilities – 0.2% | | | | 1,875,343 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 918,143,504 | |
^ | 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 February 29, 2024. |
(b) | To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing. |
(c) | Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates. |
(d) | Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,845,271 and the total market value of the collateral held by the Fund was $4,994,739. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $2,026,681. |
(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 February 29, 2024. |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 154,570,205 | | | $ | — | | | $ | 154,570,205 | |
U.S. Government Obligations | | | — | | | | 196,441,920 | | | | — | | | | 196,441,920 | |
Corporate Bonds | | | — | | | | 425,316,385 | | | | — | | | | 425,316,385 | |
Foreign Government Agencies | | | — | | | | 2,759,916 | | | | — | | | | 2,759,916 | |
Foreign Government Obligations | | | — | | | | 21,795,977 | | | | — | | | | 21,795,977 | |
Commercial Mortgage-Backed Securities | | | — | | | | 61,154,413 | | | | — | | | | 61,154,413 | |
Municipal Bonds | | | — | | | | 721,503 | | | | — | | | | 721,503 | |
Asset-Backed Securities | | | — | | | | 46,468,940 | | | | — | | | | 46,468,940 | |
Repurchase Agreement | | | — | | | | 4,980,000 | | | | — | | | | 4,980,000 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 2,968,058 | | | | — | | | | 2,968,058 | |
Total Investments in Securities | | $ | — | | | $ | 917,177,317 | | | $ | — | | | $ | 917,177,317 | |
Liabilities: | | | | | | | | | |
TBA Sale Commitments | | | | |
U.S. Government Agencies | | $ | — | | | $ | (909,156 | ) | | $ | — | | | $ | (909,156 | ) |
Total – Net | | $ | — | | | $ | 916,268,161 | | | $ | — | | | $ | 916,268,161 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT AGENCIES – 6.1% | |
|
Federal National Mortgage Association – 6.1% | |
1.50%, 12/1/36 | | $ | 201,280 | | | $ | 173,901 | |
2.00%, 1/1/37 | | | 1,574,981 | | | | 1,388,645 | |
2.50%, 3/1/37 | | | 1,122,658 | | | | 1,019,578 | |
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $2,604,448) | | | | 2,582,124 | |
|
U.S. GOVERNMENT OBLIGATIONS – 36.7% | |
|
U.S. Treasury Bill – 0.3% | |
5.39%, 3/19/24* | | | 100,000 | | | | 99,735 | |
|
U.S. Treasury Notes – 36.4% | |
0.50%, 3/31/25 | | | 2,968,000 | | | | 2,828,643 | |
4.88%, 11/30/25 | | | 1,775,000 | | | | 1,779,507 | |
0.75%, 4/30/26 | | | 1,836,000 | | | | 1,692,634 | |
0.63%, 7/31/26 | | | 3,304,000 | | | | 3,012,964 | |
1.13%, 2/28/27 | | | 608,100 | | | | 552,611 | |
2.50%, 3/31/27 | | | 1,713,000 | | | | 1,620,123 | |
2.75%, 4/30/27 | | | 881,000 | | | | 838,395 | |
2.75%, 7/31/27 | | | 1,491,000 | | | | 1,414,528 | |
3.50%, 1/31/28 | | | 871,100 | | | | 845,069 | |
3.75%, 12/31/28 | | | 844,600 | | | | 825,531 | |
| | | | | | | | |
Total U.S. Treasury Notes | | | | 15,410,005 | |
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $16,035,702) | | | | 15,509,740 | |
|
CORPORATE BONDS – 48.5% | |
|
Bermuda – 0.2% | |
| | |
RenaissanceRe Holdings Ltd. 3.60%, 4/15/29 | | | 105,000 | | | | 96,908 | |
|
Canada – 2.3% | |
|
Bank of Montreal | |
1.85%, 5/1/25 | | | 1,000 | | | | 961 | |
0.95%, 1/22/27, (0.949% fixed rate until 1/22/26; Secured Overnight Financing Rate + 0.603% thereafter)(a) | | | 179,000 | | | | 165,210 | |
| | |
Bank of Nova Scotia | | | | | | | | |
1.30%, 6/11/25 | | | 100,000 | | | | 95,054 | |
1.05%, 3/2/26 | | | 40,000 | | | | 36,898 | |
1.30%, 9/15/26 | | | 5,000 | | | | 4,554 | |
| | |
Canadian Imperial Bank of Commerce | | | | | | | | |
2.25%, 1/28/25 | | | 26,000 | | | | 25,295 | |
0.95%, 10/23/25 | | | 15,000 | | | | 14,023 | |
1.25%, 6/22/26 | | | 20,000 | | | | 18,341 | |
Canadian Pacific Railway Co. 1.75%, 12/2/26 | | | 50,000 | | | | 45,856 | |
| | |
Royal Bank of Canada | | | | | | | | |
1.60%, 1/21/25 | | | 30,000 | | | | 29,027 | |
1.15%, 6/10/25 | | | 42,000 | | | | 39,912 | |
0.88%, 1/20/26 | | | 35,000 | | | | 32,410 | |
1.20%, 4/27/26 | | | 50,000 | | | | 46,035 | |
1.15%, 7/14/26 | | | 20,000 | | | | 18,281 | |
TELUS Corp. 2.80%, 2/16/27 | | | 98,000 | | | | 91,870 | |
Toronto-Dominion Bank 1.15%, 6/12/25 | | | 309,000 | | | | 293,331 | |
| | | | | | | | |
Total Canada | | | | 957,058 | |
|
Chile – 0.1% | |
| | |
Enel Americas SA 4.00%, 10/25/26 | | | 40,000 | | | | 38,488 | |
|
China – 0.2% | |
| | |
Tencent Music Entertainment Group 1.38%, 9/3/25 | | | 110,000 | | | | 103,505 | |
|
France – 0.4% | |
| | |
BPCE SA 4.00%, 4/15/24 | | | 170,000 | | | | 169,684 | |
| | |
TotalEnergies Capital International SA 2.43%, 1/10/25 | | | 2,000 | | | | 1,954 | |
| | | | | | | | |
Total France | | | | 171,638 | |
|
Germany – 0.5% | |
| | |
Deutsche Bank AG | | | | | | | | |
2.31%, 11/16/27, (2.311% fixed rate until 11/16/26; Secured Overnight Financing Rate + 1.219% thereafter)(a) | | | 94,000 | | | | 85,432 | |
2.55%, 1/7/28, (2.552% fixed rate until 1/7/27; Secured Overnight Financing Rate + 1.318% thereafter)(a) | | | 146,000 | | | | 133,095 | |
| | | | | | | | |
Total Germany | | | | 218,527 | |
|
Japan – 2.8% | |
| | |
Mitsubishi UFJ Financial Group, Inc. 2.76%, 9/13/26 | | | 305,000 | | | | 287,658 | |
1.54%, 7/20/27, (1.538% fixed rate until 7/20/26; 1-year Constant Maturity Treasury Rate + 0.75% thereafter)(a) | | | 315,000 | | | | 288,278 | |
| | |
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)(a) | | | 147,000 | | | | 141,923 | |
| | |
Sumitomo Mitsui Financial Group, Inc. 0.95%, 1/12/26 | | | 215,000 | | | | 198,877 | |
2.17%, 1/14/27 | | | 200,000 | | | | 184,726 | |
Toyota Motor Corp. 1.34%, 3/25/26 | | | 73,000 | | | | 67,805 | |
| | | | | | | | |
Total Japan | | | | 1,169,267 | |
|
Mexico – 0.1% | |
Southern Copper Corp. 3.88%, 4/23/25 | | | 60,000 | | | | 58,858 | |
|
Netherlands – 0.8% | |
ING Groep NV 3.55%, 4/9/24 | | | 140,000 | | | | 139,703 | |
1.73%, 4/1/27, (1.726% fixed rate until 4/1/26; Secured Overnight Financing Rate + 1.005% thereafter)(a) | | | 200,000 | | | | 185,200 | |
| | | | | | | | |
Total Netherlands | | | | 324,903 | |
|
Spain – 0.2% | |
| | |
Banco Santander SA | | | | | | | | |
| | |
4.18%, 3/24/28, (4.175% fixed rate until 3/24/27; 1-year Constant Maturity Treasury Rate + 2.00% thereafter)(a) | | | 101,000 | | | | 96,715 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
Switzerland – 0.3% | |
Credit Suisse AG 1.25%, 8/7/26 | | $ | 135,000 | | | $ | 122,650 | |
|
United Kingdom – 4.5% | |
| | |
Astrazeneca Finance LLC 1.20%, 5/28/26 | | | 147,000 | | | | 135,246 | |
| | |
AstraZeneca PLC 3.13%, 6/12/27 | | | 5,000 | | | | 4,753 | |
| | |
Barclays PLC 5.20%, 5/12/26 | | | 200,000 | | | | 197,708 | |
2.28%, 11/24/27, (2.279% fixed rate until 11/24/26; 1-year Constant Maturity Treasury Rate + 1.05% thereafter)(a) | | | 114,000 | | | | 104,250 | |
| | |
BAT International Finance PLC 1.67%, 3/25/26 | | | 95,000 | | | | 88,056 | |
| | |
Diageo Capital PLC 1.38%, 9/29/25 | | | 200,000 | | | | 188,644 | |
| | |
HSBC Holdings PLC | | | | | | | | |
2.10%, 6/4/26, (2.099% fixed rate until 6/4/25; Secured Overnight Financing Rate + 1.929% thereafter)(a) | | | 500,000 | | | | 478,385 | |
| | |
Lloyds Banking Group PLC | | | | | | | | |
3.57%, 11/7/28, (3.574% fixed rate until 11/7/27; Secured Overnight Financing Rate + 1.480% thereafter)(a) | | | 310,000 | | | | 289,453 | |
| | |
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)(a) | | | 305,000 | | | | 278,941 | |
| | |
Santander U.K. Group Holdings PLC | | | | | | | | |
2.47%, 1/11/28, (2.469% fixed rate until 1/11/27; Secured Overnight Financing Rate + 1.22% thereafter)(a) | | | 141,000 | | | | 128,435 | |
| | | | | | | | |
Total United Kingdom | | | | 1,893,871 | |
|
United States – 36.1% | |
| | |
AbbVie, Inc. 3.60%, 5/14/25 | | | 7,000 | | | | 6,860 | |
2.95%, 11/21/26 | | | 110,000 | | | | 104,336 | |
| | |
Air Products & Chemicals, Inc. 1.50%, 10/15/25 | | | 104,000 | | | | 98,349 | |
| | |
Alexandria Real Estate Equities, Inc. 3.45%, 4/30/25 | | | 20,000 | | | | 19,536 | |
| | |
Alphabet, Inc. 0.45%, 8/15/25 | | | 92,000 | | | | 86,517 | |
| | |
Amazon.com, Inc. 0.80%, 6/3/25 | | | 50,000 | | | | 47,490 | |
| | |
American Express Co. 4.20%, 11/6/25 | | | 20,000 | | | | 19,735 | |
3.13%, 5/20/26 | | | 16,000 | | | | 15,363 | |
1.65%, 11/4/26 | | | 33,000 | | | | 30,184 | |
2.55%, 3/4/27 | | | 40,000 | | | | 37,172 | |
3.30%, 5/3/27 | | | 40,000 | | | | 37,932 | |
| | |
American Express Credit Corp. 3.30%, 5/3/27 | | | 10,000 | | | | 9,496 | |
| | |
American Honda Finance Corp. 1.20%, 7/8/25 | | | 80,000 | | | | 75,891 | |
4.70%, 1/12/28 | | | 50,000 | | | | 49,785 | |
| | |
Amgen, Inc. 2.20%, 2/21/27 | | | 75,000 | | | | 69,146 | |
| | |
Ares Capital Corp. 3.88%, 1/15/26 | | | 8,000 | | | | 7,678 | |
| | |
AT&T, Inc. 1.70%, 3/25/26 | | | 100,000 | | | | 93,035 | |
2.95%, 7/15/26 | | | 10,000 | | | | 9,511 | |
| | |
AvalonBay Communities, Inc. 3.30%, 6/1/29 | | | 121,000 | | | | 111,619 | |
| | |
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc. 3.34%, 12/15/27 | | | 50,000 | | | | 47,167 | |
| | |
Bank of America Corp. | | | | | | | | |
1.53%, 12/6/25, (1.53% fixed rate until 12/6/24; Secured Overnight Financing Rate + 0.65% thereafter)(a) | | | 55,000 | | | | 53,255 | |
2.02%, 2/13/26, (2.015% fixed rate until 2/13/25; 3-month Secured Overnight Financing Rate + 0.902% thereafter)(a) | | | 41,000 | | | | 39,613 | |
1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(a) | | | 85,000 | | | | 80,502 | |
1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing Rate + 1.01% thereafter)(a) | | | 70,000 | | | | 65,238 | |
1.66%, 3/11/27, Series N, (1.658% fixed rate until 3/11/26; Secured Overnight Financing Rate + 0.91% thereafter)(a) | | | 80,000 | | | | 74,300 | |
1.73%, 7/22/27, (1.734% fixed rate until 7/22/26; Secured Overnight Financing Rate + 0.96% thereafter)(a) | | | 160,000 | | | | 146,734 | |
2.55%, 2/4/28, (2.551% fixed rate until 2/4/27; Secured Overnight Financing Rate + 1.05% thereafter)(a) | | | 53,000 | | | | 49,037 | |
3.59%, 7/21/28, (3.593% fixed rate until 7/21/27; 3-month Secured Overnight Financing Rate + 1.632% thereafter)(a) | | | 45,000 | | | | 42,655 | |
3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(a) | | | 140,000 | | | | 130,866 | |
2.09%, 6/14/29, (2.087% fixed rate until 6/14/28; Secured Overnight Financing Rate + 1.06% thereafter)(a) | | | 70,000 | | | | 61,496 | |
4.27%, 7/23/29, (4.271% fixed rate until 7/23/28; 3-month Secured Overnight Financing Rate + 1.572% thereafter)(a) | | | 41,000 | | | | 39,409 | |
| | |
Bank of New York Mellon Corp. 1.60%, 4/24/25 | | | 31,000 | | | | 29,785 | |
0.75%, 1/28/26 | | | 20,000 | | | | 18,456 | |
2.45%, 8/17/26 | | | 20,000 | | | | 18,823 | |
1.05%, 10/15/26 | | | 15,000 | | | | 13,554 | |
3.40%, 1/29/28 | | | 20,000 | | | | 18,939 | |
1.65%, 7/14/28 | | | 9,000 | | | | 7,892 | |
3.00%, 10/30/28 | | | 36,000 | | | | 33,029 | |
| | |
Baxter International, Inc. 1.92%, 2/1/27 | | | 25,000 | | | | 22,735 | |
| | |
Berkshire Hathaway Finance Corp. 1.85%, 3/12/30 | | | 85,000 | | | | 72,275 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Berry Global, Inc. 1.57%, 1/15/26 | | $ | 80,000 | | | $ | 74,541 | |
| | |
Blackstone Private Credit Fund 2.70%, 1/15/25 | | | 13,000 | | | | 12,627 | |
2.63%, 12/15/26 | | | 140,000 | | | | 126,542 | |
| | |
Boeing Co. 2.75%, 2/1/26 | | | 407,000 | | | | 386,516 | |
| | |
Bristol-Myers Squibb Co. 0.75%, 11/13/25 | | | 30,000 | | | | 27,915 | |
1.13%, 11/13/27 | | | 75,000 | | | | 65,757 | |
| | |
Capital One Financial Corp. | | | | | | | | |
2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(a) | | | 71,000 | | | | 68,879 | |
| | |
Cardinal Health, Inc. 3.41%, 6/15/27 | | | 50,000 | | | | 47,407 | |
| | |
Caterpillar Financial Services Corp. 1.15%, 9/14/26 | | | 50,000 | | | | 45,587 | |
1.70%, 1/8/27 | | | 102,000 | | | | 93,833 | |
| | |
Celanese U.S. Holdings LLC 6.05%, 3/15/25 | | | 14,000 | | | | 14,034 | |
| | |
CenterPoint Energy, Inc. 1.45%, 6/1/26 | | | 120,000 | | | | 110,495 | |
| | |
Charles Schwab Corp. 1.15%, 5/13/26 | | | 94,000 | | | | 86,274 | |
| | |
Cigna Group 1.25%, 3/15/26 | | | 16,000 | | | | 14,785 | |
| | |
Cisco Systems, Inc. 3.50%, 6/15/25(b) | | | 27,000 | | | | 26,502 | |
Citigroup, Inc.
| | | | | | | | |
2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(a) | | | 375,000 | | | | 362,362 | |
1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(a) | | | 301,000 | | | | 277,591 | |
| | |
Citizens Financial Group, Inc. 2.85%, 7/27/26 | | | 15,000 | | | | 14,034 | |
3.25%, 4/30/30 | | | 65,000 | | | | 56,316 | |
| | |
CMS Energy Corp. 3.00%, 5/15/26 | | | 10,000 | | | | 9,525 | |
| | |
Coca-Cola Co. 2.90%, 5/25/27 | | | 45,000 | | | | 42,715 | |
| | |
Comcast Corp. 3.15%, 3/1/26 | | | 155,000 | | | | 149,626 | |
| | |
Conagra Brands, Inc. 1.38%, 11/1/27 | | | 25,000 | | | | 21,741 | |
| | |
ConocoPhillips Co. 2.40%, 3/7/25 | | | 3,000 | | | | 2,916 | |
| | |
Cummins, Inc. 0.75%, 9/1/25 | | | 140,000 | | | | 131,352 | |
| | |
CVS Health Corp. 3.88%, 7/20/25 | | | 31,000 | | | | 30,377 | |
| | |
Dell International LLC/EMC Corp. 6.02%, 6/15/26 | | | 29,000 | | | | 29,325 | |
| | |
Discovery Communications LLC 4.90%, 3/11/26 | | | 18,000 | | | | 17,728 | |
| | |
Duke Energy Corp. 0.90%, 9/15/25 | | | 44,000 | | | | 41,182 | |
| | |
Eaton Vance Corp. 3.50%, 4/6/27 | | | 5,000 | | | | 4,764 | |
| | |
Ecolab, Inc. 2.70%, 11/1/26 | | | 62,000 | | | | 58,787 | |
1.65%, 2/1/27 | | | 30,000 | | | | 27,432 | |
| | |
Emerson Electric Co. 1.80%, 10/15/27 | | | 35,000 | | | | 31,522 | |
| | |
Energy Transfer LP 2.90%, 5/15/25 | | | 2,000 | | | | 1,937 | |
| | |
Entergy Louisiana LLC 0.95%, 10/1/24 | | | 1,000 | | | | 975 | |
| | |
Equinix, Inc. 1.25%, 7/15/25 | | | 44,000 | | | | 41,522 | |
1.00%, 9/15/25 | | | 109,000 | | | | 101,936 | |
Eversource Energy 2.90%, 3/1/27 | | | 60,000 | | | | 56,156 | |
Federal Realty OP LP 1.25%, 2/15/26 | | | 20,000 | | | | 18,450 | |
Fidelity National Information Services, Inc. 1.15%, 3/1/26 | | | 23,000 | | | | 21,284 | |
| | |
Ford Motor Credit Co. LLC 6.95%, 3/6/26 | | | 200,000 | | | | 203,662 | |
| | |
Fortinet, Inc. 1.00%, 3/15/26 | | | 97,000 | | | | 89,061 | |
| | |
FS KKR Capital Corp. 3.40%, 1/15/26 | | | 36,000 | | | | 34,064 | |
| | |
General Dynamics Corp. 3.50%, 5/15/25 | | | 31,000 | | | | 30,413 | |
| | |
General Mills, Inc. 3.20%, 2/10/27 | | | 4,000 | | | | 3,803 | |
| | |
General Motors Financial Co., Inc. 1.25%, 1/8/26 | | | 175,000 | | | | 162,206 | |
| | |
Gilead Sciences, Inc. 3.65%, 3/1/26 | | | 30,000 | | | | 29,142 | |
| | |
Global Payments, Inc. 4.80%, 4/1/26 | | | 20,000 | | | | 19,744 | |
Goldman Sachs Group, Inc.
| | | | | | | | |
1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(a) | | | 680,000 | | | | 630,258 | |
2.64%, 2/24/28, (2.64% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.114% thereafter)(a) | | | 569,000 | | | | 527,298 | |
HCA, Inc. 5.25%, 4/15/25 | | | 17,000 | | | | 16,926 | |
Home Depot, Inc. 2.88%, 4/15/27 | | | 120,000 | | | | 113,290 | |
Honeywell International, Inc. 1.10%, 3/1/27 | | | 60,000 | | | | 53,924 | |
HP, Inc. 2.20%, 6/17/25 | | | 142,000 | | | | 136,330 | |
Humana, Inc. 1.35%, 2/3/27 | | | 25,000 | | | | 22,432 | |
Huntington Ingalls Industries, Inc. 3.48%, 12/1/27 | | | 105,000 | | | | 98,434 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
Huntsman International LLC 4.50%, 5/1/29 | | $ | 3,000 | | | $ | 2,851 | |
Intel Corp. 3.70%, 7/29/25 | | | 29,000 | | | | 28,411 | |
Intercontinental Exchange, Inc. 3.75%, 12/1/25 | | | 3,000 | | | | 2,926 | |
Intuit, Inc. 0.95%, 7/15/25 | | | 181,000 | | | | 170,810 | |
John Deere Capital Corp. 3.40%, 6/6/25 | | | 133,000 | | | | 130,327 | |
1.75%, 3/9/27 | | | 75,000 | | | | 68,609 | |
JPMorgan Chase & Co.
| | | | | | | | |
1.56%, 12/10/25, (1.561% fixed rate until 12/10/24; Secured Overnight Financing Rate + 0.605% thereafter)(a) | | | 65,000 | | | | 63,017 | |
2.01%, 3/13/26, (2.005% fixed rate until 3/13/25; 3-month Secured Overnight Financing Rate + 1.585% thereafter)(a) | | | 65,000 | | | | 62,662 | |
2.08%, 4/22/26(a) | | | 99,000 | | | | 95,283 | |
1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(a) | | | 75,000 | | | | 69,784 | |
1.04%, 2/4/27, (1.04% fixed rate until 2/4/26; 3-month Secured Overnight Financing Rate + 0.695% thereafter)(a) | | | 55,000 | | | | 50,708 | |
1.58%, 4/22/27, (1.578% fixed rate until 4/22/26; Secured Overnight Financing Rate + 0.885% thereafter)(a) | | | 100,000 | | | | 92,467 | |
1.47%, 9/22/27, (1.47% fixed rate until 9/22/26; Secured Overnight Financing Rate + 0.765% thereafter)(a) | | | 75,000 | | | | 68,175 | |
3.63%, 12/1/27 | | | 25,000 | | | | 23,781 | |
2.95%, 2/24/28, (2.947% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.17% thereafter)(a) | | | 40,000 | | | | 37,469 | |
3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(a) | | | 60,000 | | | | 57,054 | |
2.18%, 6/1/28, (2.182% fixed rate until 6/1/27; Secured Overnight Financing Rate + 1.89% thereafter)(a) | | | 35,000 | | | | 31,893 | |
3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month Secured Overnight Financing Rate + 1.207% thereafter)(a) | | | 55,000 | | | | 51,831 | |
2.07%, 6/1/29, (2.069% fixed rate until 6/1/28; Secured Overnight Financing Rate + 1.015% thereafter)(a) | | | 45,000 | | | | 39,658 | |
4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month Secured Overnight Financing Rate + 1.552% thereafter)(a) | | | 8,000 | | | | 7,690 | |
| | |
Juniper Networks, Inc. 1.20%, 12/10/25 | | | 45,000 | | | | 41,734 | |
| | |
Kinder Morgan, Inc. 1.75%, 11/15/26 | | | 100,000 | | | | 91,358 | |
| | |
Lam Research Corp. 3.75%, 3/15/26 | | | 7,000 | | | | 6,832 | |
| | |
Lennox International, Inc. 1.35%, 8/1/25 | | | 56,000 | | | | 52,818 | |
| | |
Lockheed Martin Corp. 3.55%, 1/15/26 | | | 25,000 | | | | 24,364 | |
| | |
Marsh & McLennan Cos., Inc. 2.25%, 11/15/30 | | | 74,000 | | | | 62,472 | |
| | |
Martin Marietta Materials, Inc. 3.50%, 12/15/27 | | | 22,000 | | | | 20,887 | |
| | |
Mastercard, Inc. 3.35%, 3/26/30 | | | 98,000 | | | | 90,542 | |
| | |
McCormick & Co., Inc. 0.90%, 2/15/26 | | | 115,000 | | | | 105,810 | |
| | |
Merck & Co., Inc. 0.75%, 2/24/26 | | | 30,000 | | | | 27,750 | |
| | |
Molson Coors Beverage Co. 3.00%, 7/15/26 | | | 95,000 | | | | 90,504 | |
| | |
Mondelez International, Inc. 1.50%, 5/4/25 | | | 111,000 | | | | 106,138 | |
Morgan Stanley
| | | | | | | | |
2.63%, 2/18/26, (2.63% fixed rate until 2/18/25; Secured Overnight Financing Rate + 0.94% thereafter)(a) | | | 24,000 | | | | 23,303 | |
2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(a) | | | 86,000 | | | | 82,779 | |
3.13%, 7/27/26 | | | 105,000 | | | | 100,168 | |
0.99%, 12/10/26, (0.985% fixed rate until 12/10/25; Secured Overnight Financing Rate + 0.72% thereafter)(a) | | | 70,000 | | | | 64,601 | |
1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(a) | | | 100,000 | | | | 92,221 | |
1.51%, 7/20/27, (1.512% fixed rate until 7/20/26; Secured Overnight Financing Rate + 0.858% thereafter)(a) | | | 85,000 | | | | 77,768 | |
2.48%, 1/21/28, (2.475% fixed rate until 1/21/27; Secured Overnight Financing Rate + 1.00% thereafter)(a) | | | 55,000 | | | | 50,891 | |
3.59%, 7/22/28(a) | | | 70,000 | | | | 66,272 | |
3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(a) | | | 70,000 | | | | 66,186 | |
MPLX LP 1.75%, 3/1/26 | | | 100,000 | | | | 93,308 | |
National Rural Utilities Cooperative Finance Corp. 1.00%, 6/15/26 | | | 15,000 | | | | 13,695 | |
3.05%, 4/25/27 | | | 10,000 | | | | 9,497 | |
5.25%, 4/20/46, (5.25% fixed rate until 4/20/26; Secured Overnight Financing Rate + 3.905% thereafter)(a) | | | 9,000 | | | | 8,750 | |
| | |
NetApp, Inc. 1.88%, 6/22/25 | | | 80,000 | | | | 76,328 | |
| | |
NextEra Energy Capital Holdings, Inc. 1.88%, 1/15/27 | | | 198,000 | | | | 180,732 | |
| | |
NiSource, Inc. 0.95%, 8/15/25 | | | 170,000 | | | | 159,625 | |
| | |
NVIDIA Corp. 2.85%, 4/1/30 | | | 92,000 | | | | 82,898 | |
| | |
ONEOK, Inc. 4.00%, 7/13/27 | | | 15,000 | | | | 14,460 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
Oracle Corp. 2.65%, 7/15/26 | | $ | 84,000 | | | $ | 79,136 | |
| | |
Otis Worldwide Corp. 2.06%, 4/5/25 | | | 30,000 | | | | 28,904 | |
| | |
Packaging Corp. of America 3.40%, 12/15/27 | | | 95,000 | | | | 89,860 | |
| | |
Paramount Global 3.38%, 2/15/28 | | | 131,000 | | | | 115,114 | |
| | |
PayPal Holdings, Inc. 2.65%, 10/1/26 | | | 40,000 | | | | 37,732 | |
| | |
PepsiCo, Inc. 2.38%, 10/6/26 | | | 30,000 | | | | 28,273 | |
2.63%, 3/19/27 | | | 10,000 | | | | 9,406 | |
3.00%, 10/15/27 | | | 80,000 | | | | 75,438 | |
Pfizer Investment Enterprises Pte. Ltd. 4.65%, 5/19/25 | | | 62,000 | | | | 61,634 | |
Pfizer, Inc. 3.00%, 12/15/26 | | | 84,000 | | | | 80,128 | |
Philip Morris International, Inc. 1.50%, 5/1/25 | | | 27,000 | | | | 25,876 | |
0.88%, 5/1/26 | | | 184,000 | | | | 168,183 | |
| | |
Phillips 66 1.30%, 2/15/26 | | | 25,000 | | | | 23,149 | |
| | |
Pinnacle West Capital Corp. 1.30%, 6/15/25 | | | 104,000 | | | | 98,723 | |
| | |
Pioneer Natural Resources Co. 1.13%, 1/15/26 | | | 110,000 | | | | 102,068 | |
| | |
PNC Financial Services Group, Inc. 3.15%, 5/19/27 | | | 138,000 | | | | 129,952 | |
| | |
PPG Industries, Inc. 1.20%, 3/15/26 | | | 25,000 | | | | 23,115 | |
| | |
Procter & Gamble Co. 1.90%, 2/1/27 | | | 84,000 | | | | 77,840 | |
| | |
Prologis LP 2.13%, 4/15/27 | | | 75,000 | | | | 68,854 | |
| | |
Prudential Financial, Inc. 1.50%, 3/10/26 | | | 75,000 | | | | 69,904 | |
| | |
Public Service Electric & Gas Co. 0.95%, 3/15/26 | | | 267,000 | | | | 247,189 | |
| | |
Public Storage Operating Co. 1.50%, 11/9/26 | | | 133,000 | | | | 121,522 | |
| | |
Qorvo, Inc. 4.38%, 10/15/29 | | | 86,000 | | | | 80,087 | |
| | |
Realty Income Corp. 3.00%, 1/15/27 | | | 191,000 | | | | 180,132 | |
| | |
Regions Financial Corp. 2.25%, 5/18/25 | | | 105,000 | | | | 100,607 | |
| | |
Ryder System, Inc. 1.75%, 9/1/26 | | | 80,000 | | | | 73,527 | |
| | |
Sabine Pass Liquefaction LLC 5.63%, 3/1/25 | | | 11,000 | | | | 10,991 | |
| | |
Simon Property Group LP 3.30%, 1/15/26 | | | 6,000 | | | | 5,792 | |
| | |
Southern California Edison Co. 3.70%, 8/1/25, Series E | | | 27,000 | | | | 26,378 | |
| | |
Southern California Gas Co. 2.95%, 4/15/27 | | | 196,000 | | | | 184,448 | |
| | |
Southern Co. Gas Capital Corp. 3.25%, 6/15/26 | | | 99,000 | | | | 94,713 | |
| | |
Southwestern Electric Power Co. 1.65%, 3/15/26, Series N | | | 130,000 | | | | 120,983 | |
| | |
Stanley Black & Decker, Inc. 3.40%, 3/1/26 | | | 25,000 | | | | 24,104 | |
| | |
Starbucks Corp. 2.45%, 6/15/26 | | | 15,000 | | | | 14,165 | |
| | |
State Street Corp. | | | | | | | | |
1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(a) | | | 50,000 | | | | 48,229 | |
| | |
Synchrony Financial 3.70%, 8/4/26 | | | 119,000 | | | | 112,357 | |
| | |
T-Mobile USA, Inc. 2.25%, 2/15/26 | | | 50,000 | | | | 47,116 | |
| | |
Target Corp. 1.95%, 1/15/27 | | | 147,000 | | | | 135,916 | |
| | |
Texas Instruments, Inc. 2.90%, 11/3/27 | | | 110,000 | | | | 103,322 | |
| | |
Textron, Inc. 3.38%, 3/1/28 | | | 110,000 | | | | 103,190 | |
| | |
Thermo Fisher Scientific, Inc. 4.80%, 11/21/27 | | | 25,000 | | | | 25,021 | |
| | |
Toyota Motor Credit Corp. 0.80%, 10/16/25 | | | 245,000 | | | | 229,090 | |
3.05%, 3/22/27 | | | 80,000 | | | | 75,894 | |
| | |
Truist Bank 1.50%, 3/10/25 | | | 250,000 | | | | 240,280 | |
| | |
U.S. Bancorp 1.45%, 5/12/25 | | | 100,000 | | | | 95,711 | |
5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(a) | | | 75,000 | | | | 75,338 | |
| | |
Union Pacific Corp. 2.15%, 2/5/27 | | | 100,000 | | | | 92,745 | |
| | |
United Airlines Pass-Through Trust 5.88%, 4/15/29, Series 2020-1, Class A | | | 44,923 | | | | 45,223 | |
| | |
United Parcel Service, Inc. 3.05%, 11/15/27 | | | 50,000 | | | | 47,008 | |
| | |
UnitedHealth Group, Inc. 1.15%, 5/15/26 | | | 50,000 | | | | 46,104 | |
3.45%, 1/15/27 | | | 60,000 | | | | 57,922 | |
2.95%, 10/15/27 | | | 100,000 | | | | 93,931 | |
| | |
Verizon Communications, Inc. 0.85%, 11/20/25 | | | 104,000 | | | | 96,533 | |
1.45%, 3/20/26 | | | 75,000 | | | | 69,564 | |
| | |
Viatris, Inc. 1.65%, 6/22/25 | | | 85,000 | | | | 80,673 | |
| | |
VMware LLC 1.40%, 8/15/26 | | | 77,000 | | | | 70,031 | |
| | |
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)(a) | | | 38,000 | | | | 37,186 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
2.16%, 2/11/26, (2.164% fixed rate until 2/11/25; 3-month Secured Overnight Financing Rate + 1.012% thereafter)(a) | | $ | 372,000 | | | $ | 359,962 | |
2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(a) | | | 144,000 | | | | 138,190 | |
| | | | | | | | |
Total United States | | | | 15,264,191 | |
TOTAL CORPORATE BONDS (Cost: $20,856,959) | | | | 20,516,579 | |
|
FOREIGN GOVERNMENT AGENCIES—0.7% | |
|
Japan—0.7% | |
| | |
Japan Bank for International Cooperation 2.13%, 2/10/25 | | | 140,000 | | | | 135,938 | |
0.63%, 7/15/25 | | | 168,000 | | | | 158,011 | |
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $299,942) | | | | 293,949 | |
|
FOREIGN GOVERNMENT OBLIGATIONS—0.6% | |
|
Chile—0.3% | |
| | |
Chile Government International Bonds 3.13%, 3/27/25 | | | 110,000 | | | | 107,449 | |
|
Panama – 0.2% | |
| | |
Panama Government International Bonds 7.13%, 1/29/26 | | | 100,000 | | | | 101,719 | |
|
Philippines – 0.0% | |
| | |
Philippines Government International Bonds 10.63%, 3/16/25 | | | 4,000 | | | | 4,229 | |
|
Poland - 0.1% | |
| | |
Republic of Poland Government International Bonds 5.50%, 11/16/27 | | | 50,000 | | | | 51,291 | |
TOTAL FOREIGN GOVERNMENT OBLIGATIONS
(Cost: $270,578) | | | | 264,688 | |
|
COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.8% | |
|
United States – 6.8% | |
| | |
BANK 3.73%, 11/15/50, Series 2017-BNK8, Class AS | | | 180,000 | | | | 161,536 | |
| | |
Bank of America Merrill Lynch Commercial Mortgage Trust | | | | | | | | |
4.83%, 7/15/49, Series 2016-UB10, Class C^(a) | | | 150,000 | | | | 139,326 | |
| | |
Benchmark Mortgage Trust 3.75%, 3/15/52, Series 2019-B9, Class A4 | | | 200,000 | | | | 185,624 | |
Citigroup Commercial Mortgage Trust
| | | | | | | | |
3.82%, 11/10/48, Series 2015-GC35, Class A4 | | | 175,000 | | | | 169,041 | |
4.07%, 11/10/48, Series 2015-GC35, Class AS^(a) | | | 200,000 | | | | 182,973 | |
3.70%, 10/10/49, Series 2016-P5, Class B^(a) | | | 110,000 | | | | 96,237 | |
| | |
COMM Mortgage Trust 3.70%, 8/10/48, Series 2015-CR24, Class A5 | | | 184,000 | | | | 178,642 | |
4.61%, 2/10/49, Series 2016-CR28, Class B^(a) | | | 250,000 | | | | 235,742 | |
| | |
CSAIL Commercial Mortgage Trust 4.04%, 4/15/50, Series 2015-C1, Class B^(a) | | | 150,000 | | | | 143,557 | |
| | |
GS Mortgage Securities Trust 3.73%, 11/10/48, Series 2015-GS1, Class A3 | | | 284,000 | | | | 273,878 | |
2.85%, 10/10/49, Series 2016-GS3, Class A4 | | | 125,000 | | | | 116,698 | |
4.14%, 3/10/51, Series 2018-GS9, Class AS^(a) | | | 237,000 | | | | 218,744 | |
| | |
Morgan Stanley Bank of America Merrill Lynch Trust 2.74%, 4/15/48, Series 2015-C22, Class A2 | | | 244,309 | | | | 240,206 | |
3.10%, 11/15/49, Series 2016-C31, Class A5 | | | 300,000 | | | | 279,675 | |
| | |
Morgan Stanley Capital I Trust 4.32%, 12/15/50, Series 2017-HR2, Class C^(a) | | | 160,000 | | | | 143,806 | |
| | |
Wells Fargo Commercial Mortgage Trust 3.87%, 5/15/48, Series 2015-C28, Class AS^(a) | | | 120,000 | | | | 115,309 | |
2.60%, 6/15/49, Series 2016-C34, Class A2 | | | 14,599 | | | | 14,070 | |
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $2,958,425) | | | | 2,895,064 | |
| | |
TOTAL INVESTMENTS IN SECURITIES – 99.4% (Cost: $43,026,054) | | | | | | | 42,062,144 | |
| |
Other Assets less Liabilities – 0.6% | | | | 237,143 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 42,299,287 | |
* | 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) | Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates. |
(b) | Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $23,557 and the total market value of the collateral held by the Fund was $24,360, which was entirely composed of non-cash U.S. Government securities. |
| | | | | | | | | | | | | | | | |
| | | | |
FINANCIAL DERIVATIVE INSTRUMENTS | | | | | | | | | | | | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
Long Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation | |
10 Year U.S. Treasury Note | | | 6 | | | | 6/18/24 | | | $ | 662,625 | | | $ | 188 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
February 29, 2024
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 2,582,124 | | | $ | — | | | $ | 2,582,124 | |
U.S. Government Obligations | | | — | | | | 15,509,740 | | | | — | | | | 15,509,740 | |
Corporate Bonds | | | — | | | | 20,516,579 | | | | — | | | | 20,516,579 | |
Foreign Government Agencies | | | — | | | | 293,949 | | | | — | | | | 293,949 | |
Foreign Government Obligations | | | — | | | | 264,688 | | | | — | | | | 264,688 | |
Commercial Mortgage-Backed Securities | | | — | | | | 2,895,064 | | | | — | | | | 2,895,064 | |
Total Investments in Securities | | $ | — | | | $ | 42,062,144 | | | $ | — | | | $ | 42,062,144 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 188 | | | $ | — | | | $ | — | | | $ | 188 | |
Total – Net | | $ | 188 | | | $ | 42,062,144 | | | $ | — | | | $ | 42,062,332 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Alternative Income Fund (HYIN)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
|
COMMON STOCKS – 65.5% | |
|
United States – 65.5% | |
|
Capital Markets – 20.7% | |
| | |
Ares Capital Corp. | | | 22,800 | | | $ | 461,244 | |
| | |
Blackstone Secured Lending Fund(a) | | | 16,140 | | | | 477,744 | |
| | |
Blue Owl Capital Corp.(a) | | | 29,980 | | | | 452,098 | |
| | |
FS KKR Capital Corp. | | | 22,741 | | | | 429,350 | |
| | |
Golub Capital BDC, Inc.(a) | | | 30,020 | | | | 467,412 | |
| | |
Main Street Capital Corp. | | | 10,478 | | | | 478,949 | |
| | |
Prospect Capital Corp.(a) | | | 74,184 | | | | 409,496 | |
| | | | | | | | |
Total Capital Markets | | | | 3,176,293 | |
|
Mortgage Real Estate Investment Trusts (REITs) – 44.8% | |
| | |
AGNC Investment Corp.(a) | | | 46,279 | | | | 442,427 | |
| | |
Angel Oak Mortgage REIT, Inc. | | | 41,048 | | | | 429,773 | |
| | |
Annaly Capital Management, Inc. | | | 22,628 | | | | 431,968 | |
| | |
Apollo Commercial Real Estate Finance, Inc. | | | 37,276 | | | | 417,864 | |
| | |
Arbor Realty Trust, Inc. | | | 29,316 | | | | 392,834 | |
| | |
Blackstone Mortgage Trust, Inc., Class A | | | 20,111 | | | | 409,661 | |
| | |
Chimera Investment Corp. | | | 90,785 | | | | 395,823 | |
| | |
Claros Mortgage Trust, Inc. | | | 31,800 | | | | 307,824 | |
| | |
Ellington Financial, Inc. | | | 35,124 | | | | 397,955 | |
| | |
Ladder Capital Corp. | | | 39,293 | | | | 424,757 | |
| | |
MFA Financial, Inc. | | | 39,122 | | | | 438,949 | |
| | |
New York Mortgage Trust, Inc. | | | 51,967 | | | | 374,682 | |
| | |
Ready Capital Corp. | | | 41,888 | | | | 369,871 | |
| | |
Redwood Trust, Inc. | | | 59,721 | | | | 366,090 | |
| | |
Rithm Capital Corp. | | | 41,425 | | | | 449,047 | |
| | |
Starwood Property Trust, Inc. | | | 20,732 | | | | 422,725 | |
| | |
Two Harbors Investment Corp. | | | 31,913 | | | | 404,338 | |
| | | | | | | | |
Total Mortgage Real Estate Investment Trusts (REITs) | | | | 6,876,588 | |
TOTAL COMMON STOCKS (Cost: $10,740,370) | | | | 10,052,881 | |
|
CLOSED-END MUTUAL FUNDS – 33.9% | |
|
United States – 33.9% | |
| | |
BlackRock Corporate High Yield Fund, Inc. | | | 48,575 | | | | 471,178 | |
| | |
BlackRock Limited Duration Income Trust | | | 33,183 | | | | 465,889 | |
| | |
Eagle Point Credit Co., Inc. | | | 47,853 | | | | 482,358 | |
| | |
Eaton Vance Limited Duration Income Fund | | | 46,663 | | | | 461,031 | |
| | |
Guggenheim Strategic Opportunities Fund | | | 33,908 | | | | 484,545 | |
| | |
Invesco Senior Income Trust | | | 109,295 | | | | 453,574 | |
| | |
Nuveen Credit Strategies Income Fund | | | 86,762 | | | | 478,926 | |
| | |
Nuveen Floating Rate Income Fund | | | 55,523 | | | | 480,274 | |
| | |
Oxford Lane Capital Corp. | | | 92,463 | | | | 470,637 | |
| | |
PIMCO Corporate & Income Opportunity Fund | | | 33,629 | | | | 479,886 | |
PIMCO Dynamic Income Fund | | | 25,156 | | | | 480,731 | |
TOTAL CLOSED-END MUTUAL FUNDS (Cost: $5,323,372) | | | | 5,209,029 | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 13.5% | |
|
United States – 13.5% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(b) | | | | | | | | |
(Cost: $2,082,329) | | | 2,082,329 | | | | 2,082,329 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 112.9% (Cost: $18,146,071) | | | | 17,344,239 | |
| |
Other Assets less Liabilities – (12.9)% | | | | (1,987,485 | ) |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 15,356,754 | |
(a) | Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,016,470 and the total market value of the collateral held by the Fund was $2,082,329. |
(b) | Rate shown represents annualized 7-day yield as of February 29, 2024. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used 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 | | $ | 10,052,881 | | | $ | — | | | $ | — | | | $ | 10,052,881 | |
Closed-End Mutual Funds | | | 5,209,029 | | | | — | | | | — | | | | 5,209,029 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 2,082,329 | | | | — | | | | 2,082,329 | |
Total Investments in Securities | | $ | 15,261,910 | | | $ | 2,082,329 | | | $ | — | | | $ | 17,344,239 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
COMMON STOCKS – 89.9% | | | | | | | | |
| | |
Brazil – 0.2% | | | | | | | | |
| | |
Banks – 0.1% | | | | | | | | |
| | |
NU Holdings Ltd., Class A* | | | 1,032 | | | $ | 11,435 | |
| | |
Broadline Retail—0.1% | | | | | | | | |
| | |
MercadoLibre, Inc.* | | | 10 | | | | 15,953 | |
Total Brazil | | | | | | | 27,388 | |
| | |
China – 0.1% | | | | | | | | |
| | |
Hotels, Restaurants & Leisure – 0.0% | | | | | | | | |
| | |
Yum China Holdings, Inc. | | | 120 | | | | 5,147 | |
|
Semiconductors & Semiconductor Equipment – 0.1% | |
| | |
NXP Semiconductors NV | | | 73 | | | | 18,230 | |
Total China | | | | | | | 23,377 | |
| | |
Ireland – 0.0% | | | | | | | | |
| | |
Trading Companies & Distributors – 0.0% | | | | | | | | |
| | |
AerCap Holdings NV* | | | 47 | | | | 3,627 | |
| | |
Israel – 0.0% | | | | | | | | |
| | |
Software – 0.0% | | | | | | | | |
| | |
Check Point Software Technologies Ltd.* | | | 22 | | | | 3,529 | |
| | |
South Korea – 0.1% | | | | | | | | |
| | |
Broadline Retail – 0.1% | | | | | | | | |
| | |
Coupang, Inc.* | | | 516 | | | | 9,556 | |
|
United Kingdom – 0.0% | |
|
Beverages – 0.0% | |
| | |
Coca-Cola Europacific Partners PLC | | | 50 | | | | 3,432 | |
|
United States – 89.5% | |
|
Aerospace & Defense – 1.3% | |
| | |
Axon Enterprise, Inc.* | | | 17 | | | | 5,225 | |
| | |
Boeing Co.* | | | 185 | | | | 37,688 | |
| | |
General Dynamics Corp. | | | 87 | | | | 23,773 | |
| | |
Howmet Aerospace, Inc. | | | 102 | | | | 6,788 | |
| | |
L3Harris Technologies, Inc. | | | 51 | | | | 10,795 | |
| | |
Lockheed Martin Corp. | | | 86 | | | | 36,829 | |
| | |
Northrop Grumman Corp. | | | 45 | | | | 20,746 | |
| | |
RTX Corp. | | | 473 | | | | 42,414 | |
| | |
Textron, Inc. | | | 66 | | | | 5,878 | |
| | |
TransDigm Group, Inc. | | | 14 | | | | 16,488 | |
| | | | | | | | |
Total Aerospace & Defense | | | | | | | 206,624 | |
| | |
Air Freight & Logistics – 0.4% | | | | | | | | |
| | |
Expeditors International of Washington, Inc. | | | 53 | | | | 6,339 | |
| | |
FedEx Corp. | | | 73 | | | | 18,175 | |
| | |
United Parcel Service, Inc., Class B | | | 236 | | | | 34,989 | |
| | | | | | | | |
Total Air Freight & Logistics | | | | | | | 59,503 | |
|
Automobile Components – 0.1% | |
| | |
Aptiv PLC* | | | 125 | | | | 9,936 | |
|
Automobiles – 1.4% | |
| | |
Ford Motor Co. | | | 1,073 | | | | 13,348 | |
| | |
General Motors Co. | | | 437 | | | | 17,908 | |
| | |
Rivian Automotive, Inc., Class A* | | | 349 | | | | 3,951 | |
| | |
Tesla, Inc.* | | | 928 | | | | 187,345 | |
| | | | | | | | |
Total Automobiles | | | | 222,552 | |
|
Banks – 2.9% | |
| | |
Bank of America Corp. | | | 1,975 | | | | 68,177 | |
| | |
Citigroup, Inc. | | | 646 | | | | 35,846 | |
| | |
Citizens Financial Group, Inc. | | | 386 | | | | 12,116 | |
| | |
Fifth Third Bancorp | | | 348 | | | | 11,950 | |
| | |
First Citizens BancShares, Inc., Class A | | | 4 | | | | 6,295 | |
| | |
Huntington Bancshares, Inc. | | | 567 | | | | 7,394 | |
| | |
JPMorgan Chase & Co. | | | 968 | | | | 180,106 | |
| | |
M&T Bank Corp. | | | 40 | | | | 5,590 | |
| | |
PNC Financial Services Group, Inc. | | | 163 | | | | 23,994 | |
| | |
Regions Financial Corp. | | | 293 | | | | 5,459 | |
| | |
Truist Financial Corp. | | | 263 | | | | 9,200 | |
| | |
U.S. Bancorp | | | 381 | | | | 15,987 | |
| | |
Wells Fargo & Co. | | | 1,238 | | | | 68,820 | |
| | | | | | | | |
Total Banks | | | | 450,934 | |
|
Beverages – 1.3% | |
| | |
Brown-Forman Corp., Class B | | | 112 | | | | 6,746 | |
| | |
Coca-Cola Co. | | | 1,345 | | | | 80,727 | |
| | |
Constellation Brands, Inc., Class A | | | 64 | | | | 15,905 | |
| | |
Keurig Dr. Pepper, Inc. | | | 348 | | | | 10,408 | |
| | |
Molson Coors Beverage Co., Class B | | | 78 | | | | 4,869 | |
| | |
Monster Beverage Corp.* | | | 230 | | | | 13,593 | |
| | |
PepsiCo, Inc. | | | 408 | | | | 67,459 | |
| | | | | | | | |
Total Beverages | | | | 199,707 | |
|
Biotechnology – 1.7% | |
| | |
AbbVie, Inc. | | | 562 | | | | 98,940 | |
| | |
Alnylam Pharmaceuticals, Inc.* | | | 26 | | | | 3,928 | |
| | |
Amgen, Inc. | | | 171 | | | | 46,825 | |
| | |
Biogen, Inc.* | | | 41 | | | | 8,897 | |
| | |
BioMarin Pharmaceutical, Inc.* | | | 59 | | | | 5,090 | |
| | |
Exact Sciences Corp.* | | | 52 | | | | 2,992 | |
| | |
Gilead Sciences, Inc. | | | 374 | | | | 26,965 | |
| | |
Incyte Corp.* | | | 55 | | | | 3,210 | |
| | |
Moderna, Inc.* | | | 33 | | | | 3,044 | |
| | |
Regeneron Pharmaceuticals, Inc.* | | | 30 | | | | 28,983 | |
| | |
Sarepta Therapeutics, Inc.* | | | 19 | | | | 2,430 | |
| | |
Vertex Pharmaceuticals, Inc.* | | | 72 | | | | 30,293 | |
| | | | | | | | |
Total Biotechnology | | | | 261,597 | |
|
Broadline Retail – 3.5% | |
| | |
Amazon.com, Inc.* | | | 3,069 | | | | 542,476 | |
| | |
eBay, Inc. | | | 139 | | | | 6,572 | |
| | | | | | | | |
Total Broadline Retail | | | | 549,048 | |
|
Building Products – 0.4% | |
| | |
Builders FirstSource, Inc.* | | | 29 | | | | 5,660 | |
| | |
Carlisle Cos., Inc. | | | 19 | | | | 6,650 | |
| | |
Carrier Global Corp. | | | 175 | | | | 9,727 | |
| | |
Johnson Controls International PLC | | | 228 | | | | 13,514 | |
| | |
Lennox International, Inc. | | | 7 | | | | 3,298 | |
| | |
Masco Corp. | | | 92 | | | | 7,062 | |
| | |
Owens Corning | | | 19 | | | | 2,846 | |
| | |
Trane Technologies PLC | | | 62 | | | | 17,482 | |
| | | | | | | | |
Total Building Products | | | | 66,239 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
|
Capital Markets – 2.8% | |
| | |
Ameriprise Financial, Inc. | | | 29 | | | $ | 11,813 | |
| | |
Ares Management Corp., Class A | | | 36 | | | | 4,775 | |
| | |
Bank of New York Mellon Corp. | | | 265 | | | | 14,864 | |
| | |
BlackRock, Inc. | | | 48 | | | | 38,944 | |
| | |
Blackstone, Inc. | | | 274 | | | | 35,023 | |
| | |
Charles Schwab Corp. | | | 364 | | | | 24,308 | |
| | |
CME Group, Inc. | | | 122 | | | | 26,883 | |
| | |
Coinbase Global, Inc., Class A* | | | 75 | | | | 15,267 | |
| | |
FactSet Research Systems, Inc. | | | 14 | | | | 6,476 | |
| | |
Goldman Sachs Group, Inc. | | | 112 | | | | 43,574 | |
| | |
Intercontinental Exchange, Inc. | | | 199 | | | | 27,545 | |
| | |
KKR & Co., Inc. | | | 268 | | | | 26,334 | |
| | |
LPL Financial Holdings, Inc. | | | 31 | | | | 8,304 | |
| | |
Moody’s Corp. | | | 55 | | | | 20,868 | |
| | |
Morgan Stanley | | | 417 | | | | 35,879 | |
| | |
MSCI, Inc. | | | 28 | | | | 15,707 | |
| | |
Nasdaq, Inc. | | | 123 | | | | 6,913 | |
| | |
Northern Trust Corp. | | | 42 | | | | 3,449 | |
| | |
Raymond James Financial, Inc. | | | 84 | | | | 10,107 | |
| | |
S&P Global, Inc. | | | 109 | | | | 46,693 | |
| | |
State Street Corp. | | | 123 | | | | 9,069 | |
| | |
T Rowe Price Group, Inc. | | | 59 | | | | 6,688 | |
| | | | | | | | |
Total Capital Markets | | | | 439,483 | |
|
Chemicals – 1.4% | |
| | |
Air Products & Chemicals, Inc. | | | 72 | | | | 16,851 | |
| | |
Albemarle Corp. | | | 19 | | | | 2,619 | |
| | |
Celanese Corp. | | | 41 | | | | 6,231 | |
| | |
CF Industries Holdings, Inc. | | | 61 | | | | 4,924 | |
| | |
Corteva, Inc. | | | 254 | | | | 13,594 | |
| | |
Dow, Inc. | | | 206 | | | | 11,511 | |
| | |
DuPont de Nemours, Inc. | | | 167 | | | | 11,555 | |
| | |
Ecolab, Inc. | | | 88 | | | | 19,786 | |
| | |
International Flavors & Fragrances, Inc. | | | 96 | | | | 7,248 | |
| | |
Linde PLC | | | 164 | | | | 73,606 | |
| | |
LyondellBasell Industries NV, Class A | | | 98 | | | | 9,827 | |
| | |
PPG Industries, Inc. | | | 83 | | | | 11,753 | |
| | |
Sherwin-Williams Co. | | | 83 | | | | 27,559 | |
| | | | | | | | |
Total Chemicals | | | | 217,064 | |
|
Commercial Services & Supplies – 0.6% | |
| | |
Cintas Corp. | | | 30 | | | | 18,858 | |
| | |
Copart, Inc.* | | | 253 | | | | 13,447 | |
| | |
Republic Services, Inc. | | | 76 | | | | 13,954 | |
| | |
Rollins, Inc. | | | 141 | | | | 6,214 | |
| | |
Waste Connections, Inc. | | | 94 | | | | 15,645 | |
| | |
Waste Management, Inc. | | | 120 | | | | 24,678 | |
| | | | | | | | |
Total Commercial Services & Supplies | | | | 92,796 | |
|
Communications Equipment – 0.7% | |
| | |
Arista Networks, Inc.* | | | 80 | | | | 22,203 | |
| | |
Cisco Systems, Inc. | | | 1,295 | | | | 62,639 | |
| | |
Motorola Solutions, Inc. | | | 51 | | | | 16,850 | |
| | | | | | | | |
Total Communications Equipment | | | | 101,692 | |
|
Construction & Engineering – 0.1% | |
| | |
Quanta Services, Inc. | | | 35 | | | | 8,453 | |
|
Construction Materials – 0.1% | |
| | |
Martin Marietta Materials, Inc. | | | 17 | | | | 9,821 | |
| | |
Vulcan Materials Co. | | | 37 | | | | 9,837 | |
| | | | | | | | |
Total Construction Materials | | | | 19,658 | |
|
Consumer Finance – 0.5% | |
| | |
American Express Co. | | | 211 | | | | 46,298 | |
| | |
Capital One Financial Corp. | | | 139 | | | | 19,128 | |
| | |
Discover Financial Services | | | 99 | | | | 11,949 | |
| | | | | | | | |
Total Consumer Finance | | | | 77,375 | |
|
Consumer Staples Distribution & Retail – 1.6% | |
| | |
Albertsons Cos., Inc., Class A | | | 209 | | | | 4,238 | |
| | |
Costco Wholesale Corp. | | | 149 | | | | 110,840 | |
| | |
Dollar General Corp. | | | 15 | | | | 2,180 | |
| | |
Dollar Tree, Inc.* | | | 87 | | | | 12,761 | |
| | |
Kroger Co. | | | 202 | | | | 10,021 | |
| | |
Sysco Corp. | | | 167 | | | | 13,522 | |
| | |
Target Corp. | | | 64 | | | | 9,787 | |
| | |
Walgreens Boots Alliance, Inc. | | | 35 | | | | 744 | |
| | |
Walmart, Inc. | | | 1,461 | | | | 85,629 | |
| | | | | | | | |
Total Consumer Staples Distribution & Retail | | | | 249,722 | |
|
Containers & Packaging – 0.2% | |
| | |
Amcor PLC | | | 515 | | | | 4,666 | |
| | |
Avery Dennison Corp. | | | 30 | | | | 6,496 | |
| | |
Ball Corp. | | | 80 | | | | 5,121 | |
| | |
International Paper Co. | | | 139 | | | | 4,915 | |
| | |
Packaging Corp. of America | | | 31 | | | | 5,617 | |
| | | | | | | | |
Total Containers & Packaging | | | | 26,815 | |
|
Distributors – 0.1% | |
| | |
Genuine Parts Co. | | | 43 | | | | 6,418 | |
| | |
LKQ Corp. | | | 112 | | | | 5,856 | |
| | |
Pool Corp. | | | 13 | | | | 5,176 | |
| | | | | | | | |
Total Distributors | | | | 17,450 | |
|
Diversified REITs – 0.0% | |
| | |
WP Carey, Inc. | | | 32 | | | | 1,803 | |
|
Diversified Telecommunication Services – 0.6% | |
| | |
AT&T, Inc. | | | 2,288 | | | | 38,736 | |
| | |
Verizon Communications, Inc. | | | 1,321 | | | | 52,866 | |
| | | | | | | | |
Total Diversified Telecommunication Services | | | | 91,602 | |
Electric Utilities – 1.1% | |
| | |
Alliant Energy Corp. | | | 98 | | | | 4,680 | |
| | |
American Electric Power Co., Inc. | | | 121 | | | | 10,308 | |
| | |
Constellation Energy Corp. | | | 86 | | | | 14,487 | |
| | |
Duke Energy Corp. | | | 270 | | | | 24,794 | |
| | |
Edison International | | | 129 | | | | 8,775 | |
| | |
Entergy Corp. | | | 58 | | | | 5,891 | |
| | |
Evergy, Inc. | | | 95 | | | | 4,706 | |
| | |
Eversource Energy | | | 24 | | | | 1,409 | |
| | |
Exelon Corp. | | | 240 | | | | 8,602 | |
| | |
FirstEnergy Corp. | | | 189 | | | | 6,919 | |
| | |
NextEra Energy, Inc. | | | 584 | | | | 32,231 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
PG&E Corp. | | | 871 | | | $ | 14,537 | |
| | |
PPL Corp. | | | 277 | | | | 7,304 | |
| | |
Southern Co. | | | 358 | | | | 24,075 | |
| | |
Xcel Energy, Inc. | | | 205 | | | | 10,801 | |
| | | | | | | | |
Total Electric Utilities | | | | 179,519 | |
Electrical Equipment – 0.6% | |
| | |
AMETEK, Inc. | | | 68 | | | | 12,252 | |
| | |
Eaton Corp. PLC | | | 127 | | | | 36,703 | |
| | |
Emerson Electric Co. | | | 197 | | | | 21,050 | |
| | |
Hubbell, Inc. | | | 11 | | | | 4,187 | |
| | |
Rockwell Automation, Inc. | | | 33 | | | | 9,408 | |
| | |
Vertiv Holdings Co., Class A | | | 84 | | | | 5,680 | |
| | | | | | | | |
Total Electrical Equipment | | | | 89,280 | |
Electronic Equipment, Instruments & Components – 0.5% | |
| | |
Amphenol Corp., Class A | | | 176 | | | | 19,226 | |
| | |
CDW Corp. | | | 37 | | | | 9,110 | |
| | |
Corning, Inc. | | | 372 | | | | 11,993 | |
| | |
Jabil, Inc. | | | 24 | | | | 3,458 | |
| | |
Keysight Technologies, Inc.* | | | 67 | | | | 10,338 | |
| | |
TE Connectivity Ltd. | | | 102 | | | | 14,643 | |
| | |
Teledyne Technologies, Inc.* | | | 15 | | | | 6,409 | |
| | |
Trimble, Inc.* | | | 100 | | | | 6,119 | |
| | |
Zebra Technologies Corp., Class A* | | | 14 | | | | 3,913 | |
| | | | | | | | |
Total Electronic Equipment, Instruments & Components | | | | 85,209 | |
Energy Equipment & Services – 0.3% | |
| | |
Baker Hughes Co. | | | 288 | | | | 8,522 | |
| | |
Halliburton Co. | | | 272 | | | | 9,539 | |
| | |
Schlumberger NV | | | 455 | | | | 21,990 | |
| | | | | | | | |
Total Energy Equipment & Services | | | | 40,051 | |
Entertainment – 1.3% | |
| | |
Electronic Arts, Inc. | | | 86 | | | | 11,995 | |
| | |
Liberty Media Corp.-Liberty Formula One, Class C* | | | 79 | | | | 5,748 | |
| | |
Live Nation Entertainment, Inc.* | | | 63 | | | | 6,110 | |
| | |
Netflix, Inc.* | | | 141 | | | | 85,012 | |
| | |
ROBLOX Corp., Class A* | | | 208 | | | | 8,299 | |
| | |
Spotify Technology SA* | | | 45 | | | | 11,539 | |
| | |
Take-Two Interactive Software, Inc.* | | | 57 | | | | 8,375 | |
| | |
Walt Disney Co. | | | 526 | | | | 58,691 | |
| | |
Warner Bros Discovery, Inc.* | | | 755 | | | | 6,636 | |
| | | | | | | | |
Total Entertainment | | | | 202,405 | |
Financial Services – 3.8% | |
| | |
Apollo Global Management, Inc. | | | 136 | | | | 15,205 | |
| | |
Berkshire Hathaway, Inc., Class B* | | | 552 | | | | 225,989 | |
| | |
Block, Inc.* | | | 70 | | | | 5,563 | |
| | |
Fidelity National Information Services, Inc. | | | 136 | | | | 9,410 | |
| | |
Fiserv, Inc.* | | | 194 | | | | 28,958 | |
| | |
FleetCor Technologies, Inc.* | | | 22 | | | | 6,144 | |
| | |
Global Payments, Inc. | | | 96 | | | | 12,451 | |
| | |
Mastercard, Inc., Class A | | | 277 | | | | 131,509 | |
| | |
PayPal Holdings, Inc.* | | | 248 | | | | 14,964 | |
| | |
Visa, Inc., Class A | | | 536 | | | | 151,495 | |
| | | | | | | | |
Total Financial Services | | | | 601,688 | |
Food Products – 0.6% | |
| | |
Archer-Daniels-Midland Co. | | | 193 | | | | 10,250 | |
| | |
Bunge Global SA | | | 52 | | | | 4,907 | |
| | |
Conagra Brands, Inc. | | | 94 | | | | 2,640 | |
| | |
General Mills, Inc. | | | 188 | | | | 12,066 | |
| | |
Hershey Co. | | | 22 | | | | 4,134 | |
| | |
Hormel Foods Corp. | | | 99 | | | | 3,497 | |
| | |
JM Smucker Co. | | | 20 | | | | 2,403 | |
| | |
Kellanova | | | 70 | | | | 3,860 | |
| | |
Kraft Heinz Co. | | | 277 | | | | 9,773 | |
| | |
Lamb Weston Holdings, Inc. | | | 50 | | | | 5,110 | |
| | |
McCormick & Co., Inc., Non-Voting Shares | | | 55 | | | | 3,787 | |
| | |
Mondelez International, Inc., Class A | | | 438 | | | | 32,005 | |
| | |
Tyson Foods, Inc., Class A | | | 98 | | | | 5,316 | |
| | | | | | | | |
Total Food Products | | | | 99,748 | |
Gas Utilities – 0.0% | |
| | |
Atmos Energy Corp. | | | 53 | | | | 5,984 | |
Ground Transportation – 1.1% | |
| | |
CSX Corp. | | | 814 | | | | 30,883 | |
| | |
JB Hunt Transport Services, Inc. | | | 30 | | | | 6,189 | |
| | |
Norfolk Southern Corp. | | | 77 | | | | 19,510 | |
| | |
Old Dominion Freight Line, Inc. | | | 28 | | | | 12,390 | |
| | |
Uber Technologies, Inc.* | | | 648 | | | | 51,516 | |
| | |
Union Pacific Corp. | | | 206 | | | | 52,260 | |
| | | | | | | | |
Total Ground Transportation | | | | 172,748 | |
Health Care Equipment & Supplies – 2.0% | |
| | |
Abbott Laboratories | | | 536 | | | | 63,591 | |
| | |
Align Technology, Inc.* | | | 3 | | | | 907 | |
| | |
Baxter International, Inc. | | | 114 | | | | 4,665 | |
| | |
Becton Dickinson & Co. | | | 100 | | | | 23,555 | |
| | |
Boston Scientific Corp.* | | | 436 | | | | 28,868 | |
| | |
Cooper Cos., Inc. | | | 68 | | | | 6,365 | |
| | |
Dexcom, Inc.* | | | 151 | | | | 17,376 | |
| | |
Edwards Lifesciences Corp.* | | | 112 | | | | 9,505 | |
| | |
GE HealthCare Technologies, Inc. | | | 59 | | | | 5,385 | |
| | |
Hologic, Inc.* | | | 77 | | | | 5,683 | |
| | |
IDEXX Laboratories, Inc.* | | | 26 | | | | 14,956 | |
| | |
Intuitive Surgical, Inc.* | | | 103 | | | | 39,717 | |
| | |
Medtronic PLC | | | 333 | | | | 27,759 | |
| | |
ResMed, Inc. | | | 7 | | | | 1,216 | |
| | |
STERIS PLC | | | 34 | | | | 7,919 | |
| | |
Stryker Corp. | | | 122 | | | | 42,586 | |
| | |
Zimmer Biomet Holdings, Inc. | | | 103 | | | | 12,809 | |
| | | | | | | | |
Total Health Care Equipment & Supplies | | | | 312,862 | |
|
Health Care Providers & Services – 2.4% | |
| | |
Cardinal Health, Inc. | | | 90 | | | | 10,078 | |
| | |
Cencora, Inc. | | | 48 | | | | 11,309 | |
| | |
Centene Corp.* | | | 157 | | | | 12,314 | |
| | |
Cigna Group | | | 102 | | | | 34,286 | |
| | |
CVS Health Corp. | | | 448 | | | | 33,318 | |
| | |
Elevance Health, Inc. | | | 78 | | | | 39,097 | |
| | |
HCA Healthcare, Inc. | | | 67 | | | | 20,884 | |
| | |
Humana, Inc. | | | 36 | | | | 12,612 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Laboratory Corp. of America Holdings | | | 33 | | | $ | 7,122 | |
| | |
McKesson Corp. | | | 44 | | | | 22,942 | |
| | |
Molina Healthcare, Inc.* | | | 19 | | | | 7,484 | |
| | |
Quest Diagnostics, Inc. | | | 44 | | | | 5,495 | |
| | |
UnitedHealth Group, Inc. | | | 308 | | | | 152,029 | |
| | | | | | | | |
Total Health Care Providers & Services | | | | 368,970 | |
|
Health Care REITs – 0.1% | |
| | |
Ventas, Inc. | | | 145 | | | | 6,132 | |
| | |
Welltower, Inc. | | | 174 | | | | 16,036 | |
| | | | | | | | |
Total Health Care REITs | | | | 22,168 | |
|
Health Care Technology – 0.1% | |
| | |
Veeva Systems, Inc., Class A* | | | 57 | | | | 12,854 | |
|
Hotel & Resort REITs – 0.0% | |
| | |
Host Hotels & Resorts, Inc. | | | 292 | | | | 6,056 | |
|
Hotels, Restaurants & Leisure – 1.9% | |
| | |
Airbnb, Inc., Class A* | | | 151 | | | | 23,778 | |
| | |
Booking Holdings, Inc.* | | | 11 | | | | 38,157 | |
| | |
Carnival Corp.* | | | 422 | | | | 6,693 | |
| | |
Chipotle Mexican Grill, Inc.* | | | 9 | | | | 24,199 | |
| | |
Darden Restaurants, Inc. | | | 39 | | | | 6,658 | |
| | |
Domino’s Pizza, Inc. | | | 10 | | | | 4,483 | |
| | |
DoorDash, Inc., Class A* | | | 121 | | | | 15,073 | |
| | |
DraftKings, Inc., Class A* | | | 135 | | | | 5,848 | |
| | |
Expedia Group, Inc.* | | | 45 | | | | 6,157 | |
| | |
Hilton Worldwide Holdings, Inc. | | | 91 | | | | 18,593 | |
| | |
Las Vegas Sands Corp. | | | 134 | | | | 7,306 | |
| | |
Marriott International, Inc., Class A | | | 80 | | | | 19,990 | |
| | |
McDonald’s Corp. | | | 237 | | | | 69,270 | |
| | |
Royal Caribbean Cruises Ltd.* | | | 59 | | | | 7,278 | |
| | |
Starbucks Corp. | | | 386 | | | | 36,631 | |
| | |
Yum! Brands, Inc. | | | 78 | | | | 10,797 | |
| | | | | | | | |
Total Hotels, Restaurants & Leisure | | | | 300,911 | |
|
Household Durables – 0.3% | |
| | |
DR Horton, Inc. | | | 78 | | | | 11,656 | |
| | |
Garmin Ltd. | | | 58 | | | | 7,966 | |
| | |
Lennar Corp., Class A | | | 84 | | | | 13,315 | |
| | |
NVR, Inc.* | | | 1 | | | | 7,626 | |
| | |
PulteGroup, Inc. | | | 52 | | | | 5,636 | |
| | | | | | | | |
Total Household Durables | | | | 46,199 | |
|
Household Products – 1.1% | |
| | |
Church & Dwight Co., Inc. | | | 70 | | | | 7,008 | |
| | |
Clorox Co. | | | 22 | | | | 3,373 | |
| | |
Colgate-Palmolive Co. | | | 283 | | | | 24,485 | |
| | |
Kimberly-Clark Corp. | | | 103 | | | | 12,481 | |
| | |
Procter & Gamble Co. | | | 787 | | | | 125,086 | |
| | | | | | | | |
Total Household Products | | | | 172,433 | |
|
Independent Power & Renewable Electricity Producers – 0.0% | |
| | |
Vistra Corp. | | | 111 | | | | 6,054 | |
|
Industrial Conglomerates – 0.7% | |
| | |
3M Co. | | | 124 | | | | 11,423 | |
| | |
General Electric Co. | | | 299 | | | | 46,910 | |
| | |
Honeywell International, Inc. | | | 224 | | | | 44,516 | |
| | | | | | | | |
Total Industrial Conglomerates | | | | 102,849 | |
|
Industrial REITs – 0.2% | |
| | |
Prologis, Inc. | | | 267 | | | | 35,583 | |
|
Insurance – 1.8% | |
| | |
Aflac, Inc. | | | 163 | | | | 13,160 | |
| | |
Allstate Corp. | | | 55 | | | | 8,773 | |
| | |
American International Group, Inc. | | | 244 | | | | 17,785 | |
| | |
Aon PLC, Class A | | | 64 | | | | 20,223 | |
| | |
Arch Capital Group Ltd.* | | | 107 | | | | 9,372 | |
| | |
Arthur J Gallagher & Co. | | | 62 | | | | 15,124 | |
| | |
Brown & Brown, Inc. | | | 65 | | | | 5,474 | |
| | |
Chubb Ltd. | | | 131 | | | | 32,969 | |
| | |
Cincinnati Financial Corp. | | | 31 | | | | 3,534 | |
| | |
Everest Group Ltd. | | | 11 | | | | 4,058 | |
| | |
Hartford Financial Services Group, Inc. | | | 102 | | | | 9,776 | |
| | |
Loews Corp. | | | 70 | | | | 5,259 | |
| | |
Markel Group, Inc.* | | | 3 | | | | 4,477 | |
| | |
Marsh & McLennan Cos., Inc. | | | 149 | | | | 30,138 | |
| | |
MetLife, Inc. | | | 228 | | | | 15,901 | |
| | |
Principal Financial Group, Inc. | | | 86 | | | | 6,954 | |
| | |
Progressive Corp. | | | 187 | | | | 35,448 | |
| | |
Prudential Financial, Inc. | | | 125 | | | | 13,624 | |
| | |
Travelers Cos., Inc. | | | 74 | | | | 16,351 | |
| | |
Willis Towers Watson PLC | | | 29 | | | | 7,906 | |
| | |
WR Berkley Corp. | | | 85 | | | | 7,106 | |
| | | | | | | | |
Total Insurance | | | | 283,412 | |
|
Interactive Media & Services – 5.4% | |
| | |
Alphabet, Inc., Class A* | | | 1,950 | | | | 269,997 | |
| | |
Alphabet, Inc., Class C* | | | 1,702 | | | | 237,905 | |
| | |
Match Group, Inc.* | | | 194 | | | | 6,992 | |
| | |
Meta Platforms, Inc., Class A | | | 668 | | | | 327,407 | |
| | |
Pinterest, Inc., Class A* | | | 226 | | | | 8,294 | |
| | | | | | | | |
Total Interactive Media & Services | | | | 850,595 | |
|
IT Services – 1.5% | |
| | |
Accenture PLC, Class A | | | 224 | | | | 83,951 | |
| | |
Akamai Technologies, Inc.* | | | 43 | | | | 4,770 | |
| | |
Cloudflare, Inc., Class A* | | | 96 | | | | 9,460 | |
| | |
Cognizant Technology Solutions Corp., Class A | | | 175 | | | | 13,828 | |
| | |
EPAM Systems, Inc.* | | | 18 | | | | 5,479 | |
| | |
Gartner, Inc.* | | | 21 | | | | 9,777 | |
| | |
International Business Machines Corp. | | | 289 | | | | 53,474 | |
| | |
MongoDB, Inc.* | | | 23 | | | | 10,294 | |
| | |
Okta, Inc.* | | | 63 | | | | 6,760 | |
| | |
Snowflake, Inc., Class A* | | | 130 | | | | 24,476 | |
| | |
VeriSign, Inc.* | | | 34 | | | | 6,640 | |
| | | | | | | | |
Total IT Services | | | | 228,909 | |
|
Life Sciences Tools & Services – 1.2% | |
| | |
Agilent Technologies, Inc. | | | 79 | | | | 10,851 | |
| | |
Avantor, Inc.* | | | 226 | | | | 5,569 | |
| | |
Danaher Corp. | | | 227 | | | | 57,463 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
Illumina, Inc.* | | | 2 | | | $ | 280 | |
| | |
IQVIA Holdings, Inc.* | | | 57 | | | | 14,088 | |
| | |
Mettler-Toledo International, Inc.* | | | 7 | | | | 8,730 | |
| | |
Revvity, Inc. | | | 35 | | | | 3,836 | |
| | |
Thermo Fisher Scientific, Inc. | | | 114 | | | | 65,000 | |
| | |
Waters Corp.* | | | 39 | | | | 13,159 | |
| | |
West Pharmaceutical Services, Inc. | | | 21 | | | | 7,526 | |
| | | | | | | | |
Total Life Sciences Tools & Services | | | | 186,502 | |
|
Machinery – 1.6% | |
| | |
Caterpillar, Inc. | | | 154 | | | | 51,430 | |
| | |
Cummins, Inc. | | | 50 | | | | 13,431 | |
| | |
Deere & Co. | | | 91 | | | | 33,220 | |
| | |
Dover Corp. | | | 51 | | | | 8,434 | |
| | |
Fortive Corp. | | | 119 | | | | 10,131 | |
| | |
Graco, Inc. | | | 67 | | | | 6,114 | |
| | |
IDEX Corp. | | | 31 | | | | 7,313 | |
| | |
Illinois Tool Works, Inc. | | | 87 | | | | 22,807 | |
| | |
Ingersoll Rand, Inc. | | | 92 | | | | 8,402 | |
| | |
Nordson Corp. | | | 21 | | | | 5,579 | |
| | |
Otis Worldwide Corp. | | | 151 | | | | 14,390 | |
| | |
PACCAR, Inc. | | | 150 | | | | 16,634 | |
| | |
Parker-Hannifin Corp. | | | 40 | | | | 21,418 | |
| | |
Snap-on, Inc. | | | 21 | | | | 5,789 | |
| | |
Stanley Black & Decker, Inc. | | | 59 | | | | 5,268 | |
| | |
Westinghouse Air Brake Technologies Corp. | | | 67 | | | | 9,466 | |
| | |
Xylem, Inc. | | | 89 | | | | 11,307 | |
| | | | | | | | |
Total Machinery | | | | 251,133 | |
|
Media – 0.6% | |
| | |
Charter Communications, Inc., Class A* | | | 36 | | | | 10,582 | |
| | |
Comcast Corp., Class A | | | 1,386 | | | | 59,390 | |
| | |
Omnicom Group, Inc. | | | 69 | | | | 6,099 | |
| | |
Trade Desk, Inc., Class A* | | | 140 | | | | 11,960 | |
| | | | | | | | |
Total Media | | | | 88,031 | |
|
Metals & Mining – 0.4% | |
| | |
Freeport-McMoRan, Inc. | | | 479 | | | | 18,111 | |
| | |
Newmont Corp. | | | 391 | | | | 12,219 | |
| | |
Nucor Corp. | | | 76 | | | | 14,615 | |
| | |
Reliance, Inc. | | | 13 | | | | 4,176 | |
| | |
Steel Dynamics, Inc. | | | 63 | | | | 8,430 | |
| | | | | | | | |
Total Metals & Mining | | | | 57,551 | |
|
Multi-Utilities – 0.5% | |
| | |
Ameren Corp. | | | 77 | | | | 5,482 | |
| | |
CenterPoint Energy, Inc. | | | 218 | | | | 5,995 | |
| | |
CMS Energy Corp. | | | 107 | | | | 6,138 | |
| | |
Consolidated Edison, Inc. | | | 119 | | | | 10,378 | |
| | |
Dominion Energy, Inc. | | | 134 | | | | 6,409 | |
| | |
DTE Energy Co. | | | 103 | | | | 11,160 | |
| | |
Public Service Enterprise Group, Inc. | | | 162 | | | | 10,109 | |
| | |
Sempra | | | 190 | | | | 13,414 | |
| | |
WEC Energy Group, Inc. | | | 92 | | | | 7,221 | |
| | | | | | | | |
Total Multi-Utilities | | | | 76,306 | |
|
Office REITs – 0.0% | |
| | |
Alexandria Real Estate Equities, Inc. | | | 33 | | | | 4,116 | |
|
Oil, Gas & Consumable Fuels – 3.1% | |
| | |
APA Corp. | | | 103 | | | | 3,068 | |
| | |
Cheniere Energy, Inc. | | | 68 | | | | 10,554 | |
| | |
Chevron Corp. | | | 528 | | | | 80,261 | |
| | |
ConocoPhillips | | | 389 | | | | 43,778 | |
| | |
Coterra Energy, Inc. | | | 227 | | | | 5,852 | |
| | |
Devon Energy Corp. | | | 145 | | | | 6,389 | |
| | |
Diamondback Energy, Inc. | | | 63 | | | | 11,499 | |
| | |
EOG Resources, Inc. | | | 189 | | | | 21,633 | |
| | |
EQT Corp. | | | 153 | | | | 5,684 | |
| | |
Exxon Mobil Corp. | | | 1,317 | | | | 137,653 | |
| | |
Hess Corp. | | | 77 | | | | 11,223 | |
| | |
Kinder Morgan, Inc. | | | 719 | | | | 12,503 | |
| | |
Marathon Oil Corp. | | | 233 | | | | 5,650 | |
| | |
Marathon Petroleum Corp. | | | 117 | | | | 19,800 | |
| | |
Occidental Petroleum Corp. | | | 229 | | | | 13,880 | |
| | |
ONEOK, Inc. | | | 201 | | | | 15,099 | |
| | |
Phillips 66 | | | 146 | | | | 20,807 | |
| | |
Pioneer Natural Resources Co. | | | 64 | | | | 15,052 | |
| | |
Targa Resources Corp. | | | 56 | | | | 5,502 | |
| | |
Texas Pacific Land Corp. | | | 3 | | | | 4,726 | |
| | |
Valero Energy Corp. | | | 118 | | | | 16,692 | |
| | |
Williams Cos., Inc. | | | 413 | | | | 14,843 | |
| | | | | | | | |
Total Oil, Gas & Consumable Fuels | | | | 482,148 | |
|
Passenger Airlines – 0.1% | |
| | |
Delta Air Lines, Inc. | | | 223 | | | | 9,426 | |
| | |
Southwest Airlines Co. | | | 81 | | | | 2,776 | |
| | |
United Airlines Holdings, Inc.* | | | 88 | | | | 4,003 | |
| | | | | | | | |
Total Passenger Airlines | | | | 16,205 | |
|
Personal Care Products – 0.0% | |
| | |
Estee Lauder Cos., Inc., Class A | | | 11 | | | | 1,634 | |
|
Pharmaceuticals – 3.5% | |
| | |
Bristol-Myers Squibb Co. | | | 351 | | | | 17,813 | |
| | |
Eli Lilly & Co. | | | 260 | | | | 195,957 | |
| | |
Johnson & Johnson | | | 848 | | | | 136,850 | |
| | |
Merck & Co., Inc. | | | 807 | | | | 102,610 | |
| | |
Pfizer, Inc. | | | 1,756 | | | | 46,640 | |
| | |
Royalty Pharma PLC, Class A | | | 358 | | | | 10,862 | |
| | |
Viatris, Inc. | | | 517 | | | | 6,395 | |
| | |
Zoetis, Inc. | | | 158 | | | | 31,336 | |
| | | | | | | | |
Total Pharmaceuticals | | | | 548,463 | |
|
Professional Services – 0.7% | |
| | |
Automatic Data Processing, Inc. | | | 132 | | | | 33,149 | |
| | |
Booz Allen Hamilton Holding Corp. | | | 28 | | | | 4,136 | |
| | |
Broadridge Financial Solutions, Inc. | | | 41 | | | | 8,347 | |
| | |
Equifax, Inc. | | | 36 | | | | 9,849 | |
| | |
Jacobs Solutions, Inc. | | | 40 | | | | 5,866 | |
| | |
Leidos Holdings, Inc. | | | 56 | | | | 7,160 | |
| | |
Paychex, Inc. | | | 110 | | | | 13,488 | |
| | |
Paycom Software, Inc. | | | 31 | | | | 5,654 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
| | |
SS&C Technologies Holdings, Inc. | | | 80 | | | $ | 5,101 | |
| | |
TransUnion | | | 76 | | | | 5,900 | |
| | |
Verisk Analytics, Inc. | | | 40 | | | | 9,676 | |
| | | | | | | | |
Total Professional Services | | | | 108,326 | |
|
Real Estate Management & Development – 0.1% | |
| | |
CBRE Group, Inc., Class A* | | | 112 | | | | 10,292 | |
| | |
CoStar Group, Inc.* | | | 136 | | | | 11,836 | |
| | | | | | | | |
Total Real Estate Management & Development | | | | 22,128 | |
|
Residential REITs – 0.2% | |
| | |
AvalonBay Communities, Inc. | | | 51 | | | | 9,028 | |
| | |
Equity Residential | | | 114 | | | | 6,864 | |
| | |
Essex Property Trust, Inc. | | | 25 | | | | 5,785 | |
| | |
Invitation Homes, Inc. | | | 213 | | | | 7,257 | |
| | |
Mid-America Apartment Communities, Inc. | | | 31 | | | | 3,896 | |
| | |
Sun Communities, Inc. | | | 25 | | | | 3,344 | |
| | | | | | | | |
Total Residential REITs | | | | 36,174 | |
|
Retail REITs – 0.2% | |
| | |
Realty Income Corp. | | | 154 | | | | 8,025 | |
| | |
Simon Property Group, Inc. | | | 111 | | | | 16,444 | |
| | | | | | | | |
Total Retail REITs | | | | 24,469 | |
|
Semiconductors & Semiconductor Equipment – 8.4% | |
| | |
Advanced Micro Devices, Inc.* | | | 545 | | | | 104,929 | |
| | |
Analog Devices, Inc. | | | 163 | | | | 31,267 | |
| | |
Applied Materials, Inc. | | | 266 | | | | 53,631 | |
| | |
Broadcom, Inc. | | | 136 | | | | 176,867 | |
| | |
Enphase Energy, Inc.* | | | 7 | | | | 889 | |
| | |
Entegris, Inc. | | | 54 | | | | 7,255 | |
| | |
First Solar, Inc.* | | | 26 | | | | 4,001 | |
| | |
Intel Corp. | | | 1,304 | | | | 56,137 | |
| | |
KLA Corp. | | | 42 | | | | 28,656 | |
| | |
Lam Research Corp. | | | 43 | | | | 40,345 | |
| | |
Marvell Technology, Inc. | | | 267 | | | | 19,133 | |
| | |
Microchip Technology, Inc. | | | 184 | | | | 15,482 | |
| | |
Micron Technology, Inc. | | | 362 | | | | 32,801 | |
| | |
Monolithic Power Systems, Inc. | | | 17 | | | | 12,241 | |
| | |
NVIDIA Corp. | | | 754 | | | | 596,504 | |
| | |
ON Semiconductor Corp.* | | | 128 | | | | 10,102 | |
| | |
QUALCOMM, Inc. | | | 360 | | | | 56,804 | |
| | |
Skyworks Solutions, Inc. | | | 62 | | | | 6,505 | |
| | |
Teradyne, Inc. | | | 56 | | | | 5,801 | |
| | |
Texas Instruments, Inc. | | | 303 | | | | 50,701 | |
| | | | | | | | |
Total Semiconductors & Semiconductor Equipment | | | | 1,310,051 | |
|
Software – 10.5% | |
| | |
Adobe, Inc.* | | | 136 | | | | 76,198 | |
| | |
ANSYS, Inc.* | | | 30 | | | | 10,025 | |
| | |
Atlassian Corp., Class A* | | | 50 | | | | 10,371 | |
| | |
Autodesk, Inc.* | | | 92 | | | | 23,752 | |
| | |
Bentley Systems, Inc., Class B | | | 54 | | | | 2,774 | |
| | |
Cadence Design Systems, Inc.* | | | 80 | | | | 24,350 | |
| | |
Crowdstrike Holdings, Inc., Class A* | | | 84 | | | | 27,229 | |
| | |
Datadog, Inc., Class A* | | | 112 | | | | 14,724 | |
| | |
Fair Isaac Corp.* | | | 7 | | | | 8,889 | |
| | |
Fortinet, Inc.* | | | 259 | | | | 17,899 | |
| | |
HubSpot, Inc.* | | | 11 | | | | 6,807 | |
| | |
Intuit, Inc. | | | 92 | | | | 60,986 | |
| | |
Microsoft Corp. | | | 2,420 | | | | 1,001,009 | |
| | |
Oracle Corp. | | | 425 | | | | 47,464 | |
| | |
Palantir Technologies, Inc., Class A* | | | 637 | | | | 15,976 | |
| | |
Palo Alto Networks, Inc.* | | | 103 | | | | 31,987 | |
| | |
PTC, Inc.* | | | 29 | | | | 5,307 | |
| | |
Roper Technologies, Inc. | | | 29 | | | | 15,797 | |
| | |
Salesforce, Inc.* | | | 344 | | | | 106,234 | |
| | |
ServiceNow, Inc.* | | | 69 | | | | 53,222 | |
| | |
Splunk, Inc.* | | | 53 | | | | 8,280 | |
| | |
Synopsys, Inc.* | | | 47 | | | | 26,965 | |
| | |
Tyler Technologies, Inc.* | | | 17 | | | | 7,431 | |
| | |
Workday, Inc., Class A* | | | 72 | | | | 21,216 | |
| | |
Zoom Video Communications, Inc., Class A* | | | 205 | | | | 14,500 | |
| | |
Zscaler, Inc.* | | | 41 | | | | 9,921 | |
| | | | | | | | |
Total Software | | | | 1,649,313 | |
|
Specialized REITs – 1.0% | |
| | |
American Tower Corp. | | | 162 | | | | 32,215 | |
| | |
Crown Castle, Inc. | | | 210 | | | | 23,087 | |
| | |
Digital Realty Trust, Inc. | | | 103 | | | | 15,122 | |
| | |
Equinix, Inc. | | | 30 | | | | 26,665 | |
| | |
Extra Space Storage, Inc. | | | 35 | | | | 4,934 | |
| | |
Gaming & Leisure Properties, Inc. | | | 108 | | | | 4,912 | |
| | |
Iron Mountain, Inc. | | | 105 | | | | 8,257 | |
| | |
Public Storage | | | 43 | | | | 12,206 | |
| | |
SBA Communications Corp. | | | 22 | | | | 4,603 | |
| | |
VICI Properties, Inc. | | | 336 | | | | 10,057 | |
| | |
Weyerhaeuser Co. | | | 232 | | | | 7,976 | |
| | | | | | | | |
Total Specialized REITs | | | | 150,034 | |
|
Specialty Retail – 1.9% | |
| | |
AutoZone, Inc.* | | | 4 | | | | 12,024 | |
| | |
Best Buy Co., Inc. | | | 87 | | | | 7,037 | |
| | |
CarMax, Inc.* | | | 66 | | | | 5,214 | |
| | |
Home Depot, Inc. | | | 348 | | | | 132,452 | |
| | |
Lowe’s Cos., Inc. | | | 197 | | | | 47,412 | |
| | |
O’Reilly Automotive, Inc.* | | | 19 | | | | 20,661 | |
| | |
Ross Stores, Inc. | | | 108 | | | | 16,088 | |
| | |
TJX Cos., Inc. | | | 365 | | | | 36,186 | |
| | |
Tractor Supply Co. | | | 36 | | | | 9,155 | |
| | |
Ulta Beauty, Inc.* | | | 20 | | | | 10,971 | |
| | | | | | | | |
Total Specialty Retail | | | | 297,200 | |
|
Technology Hardware, Storage & Peripherals – 5.8% | |
| | |
Apple, Inc. | | | 4,789 | | | | 865,612 | |
| | |
Dell Technologies, Inc., Class C | | | 79 | | | | 7,478 | |
| | |
Hewlett Packard Enterprise Co. | | | 459 | | | | 6,991 | |
| | |
HP, Inc. | | | 299 | | | | 8,471 | |
| | |
NetApp, Inc. | | | 70 | | | | 6,238 | |
| | |
Western Digital Corp.* | | | 120 | | | | 7,136 | |
| | | | | | | | |
Total Technology Hardware, Storage & Peripherals | | | | 901,926 | |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
|
Textiles, Apparel & Luxury Goods – 0.3% | |
| | |
Lululemon Athletica, Inc.* | | | 37 | | | $ | 17,283 | |
| | |
NIKE, Inc., Class B | | | 354 | | | | 36,791 | |
| | | | | | | | |
Total Textiles, Apparel & Luxury Goods | | | | 54,074 | |
|
Tobacco – 0.4% | |
| | |
Altria Group, Inc. | | | 492 | | | | 20,128 | |
| | |
Philip Morris International, Inc. | | | 411 | | | | 36,973 | |
| | | | | | | | |
Total Tobacco | | | | 57,101 | |
|
Trading Companies & Distributors – 0.3% | |
| | |
Fastenal Co. | | | 200 | | | | 14,602 | |
| | |
United Rentals, Inc. | | | 20 | | | | 13,865 | |
| | |
WW Grainger, Inc. | | | 12 | | | | 11,682 | |
| | | | | | | | |
Total Trading Companies & Distributors | | | | 40,149 | |
|
Water Utilities – 0.0% | |
| | |
American Water Works Co., Inc. | | | 62 | | | | 7,350 | |
|
Wireless Telecommunication Services – 0.2% | |
| | |
T-Mobile U.S., Inc. | | | 199 | | | | 32,497 | |
Total United States | | | | 13,999,421 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 89.9% (Cost: $11,254,544) | | | | 14,070,330 | |
| |
Other Assets less Liabilities – 10.1% | | | | 1,579,985 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 15,650,315 | |
* | Non-income producing security. |
| | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
Long Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation | |
Gold 100 Ounce | | | 66 | | | | 4/26/24 | | | $ | 13,561,020 | | | $ | 129,099 | |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | 14,070,330 | | | $ | — | | | $ | — | | | $ | 14,070,330 | |
Total Investments in Securities | | $ | 14,070,330 | | | $ | — | | | $ | — | | | $ | 14,070,330 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 129,099 | | | $ | — | | | $ | — | | | $ | 129,099 | |
Total – Net | | $ | 14,199,429 | | | $ | — | | | $ | — | | | $ | 14,199,429 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Shares | | | Value | |
|
COMMON STOCKS – 88.9% | |
|
Australia – 12.0% | |
| | |
De Grey Mining Ltd.* | | | 37,805 | | | $ | 31,140 | |
| | |
Evolution Mining Ltd. | | | 63,002 | | | | 121,020 | |
| | |
Genesis Minerals Ltd.* | | | 6,008 | | | | 5,986 | |
| | |
Gold Road Resources Ltd. | | | 29,883 | | | | 28,798 | |
| | |
Northern Star Resources Ltd. | | | 40,480 | | | | 340,026 | |
| | |
OceanaGold Corp. | | | 22,122 | | | | 36,697 | |
| | |
Perseus Mining Ltd. | | | 43,626 | | | | 49,854 | |
| | |
Ramelius Resources Ltd. | | | 28,229 | | | | 26,561 | |
| | |
Regis Resources Ltd.* | | | 26,375 | | | | 31,171 | |
| | |
Silver Lake Resources Ltd.* | | | 30,156 | | | | 21,207 | |
| | |
St. Barbara Ltd.*(a) | | | 23,022 | | | | 2,249 | |
| | |
West African Resources Ltd.* | | | 30,202 | | | | 17,306 | |
| | |
Westgold Resources Ltd.* | | | 15,038 | | | | 19,192 | |
| | | | | | | | |
Total Australia | | | | 731,207 | |
|
Brazil – 4.2% | |
| | |
Wheaton Precious Metals Corp.(a) | | | 6,186 | | | | 254,801 | |
|
Canada – 38.9% | |
| | |
Agnico Eagle Mines Ltd.(a) | | | 8,225 | | | | 395,293 | |
| | |
Alamos Gold, Inc., Class A | | | 13,306 | | | | 157,144 | |
| | |
B2Gold Corp. | | | 35,817 | | | | 85,961 | |
| | |
Barrick Gold Corp. | | | 36,529 | | | | 535,515 | |
| | |
Centerra Gold, Inc. | | | 7,195 | | | | 36,125 | |
| | |
Dundee Precious Metals, Inc. | | | 6,413 | | | | 43,404 | |
| | |
Equinox Gold Corp.*(a) | | | 9,395 | | | | 38,050 | |
| | |
Franco-Nevada Corp. | | | 3,717 | | | | 389,390 | |
| | |
GoGold Resources, Inc.*(a) | | | 9,193 | | | | 6,710 | |
| | |
IAMGOLD Corp.* | | | 15,964 | | | | 41,506 | |
| | |
K92 Mining, Inc.* | | | 7,673 | | | | 31,736 | |
| | |
Kinross Gold Corp. | | | 42,490 | | | | 208,201 | |
| | |
Lundin Gold, Inc. | | | 2,733 | | | | 31,857 | |
| | |
New Gold, Inc.* | | | 23,037 | | | | 28,566 | |
| | |
Osisko Gold Royalties Ltd. | | | 5,309 | | | | 77,458 | |
| | |
Pan American Silver Corp. | | | 12,361 | | | | 153,400 | |
| | |
Sandstorm Gold Ltd.(a) | | | 6,514 | | | | 27,098 | |
| | |
SSR Mining, Inc. | | | 7,189 | | | | 30,913 | |
| | |
Torex Gold Resources, Inc.* | | | 2,920 | | | | 30,570 | |
| | |
Wesdome Gold Mines Ltd.* | | | 4,597 | | | | 30,673 | |
| | | | | | | | |
Total Canada | | | | 2,379,570 | |
|
China – 2.9% | |
| | |
Shandong Gold Mining Co. Ltd., Class A | | | 9,700 | | | | 29,200 | |
| | |
Zhaojin Mining Industry Co. Ltd., Class H | | | 45,500 | | | | 47,367 | |
| | |
Zijin Mining Group Co. Ltd., Class A | | | 56,200 | | | | 102,256 | |
| | | | | | | | |
Total China | | | | 178,823 | |
|
Peru – 1.9% | |
| | |
Cia de Minas Buenaventura SAA, ADR | | | 7,767 | | | | 117,282 | |
|
Russia – 0.0% | |
| | |
Petropavlovsk PLC*† | | | 40,769 | | | | 0 | |
| | |
Polymetal International PLC*† | | | 4,821 | | | | 0 | |
| | | | | | | | |
Total Russia | | | | 0 | |
|
South Africa – 6.6% | |
| | |
Gold Fields Ltd., ADR(a) | | | 22,820 | | | | 297,573 | |
| | |
Harmony Gold Mining Co. Ltd., ADR(a) | | | 18,213 | | | | 103,996 | |
| | | | | | | | |
Total South Africa | | | | 401,569 | |
|
Turkey – 1.0% | |
| | |
Eldorado Gold Corp.*(a) | | | 6,197 | | | | 64,387 | |
|
United Kingdom – 7.3% | |
| | |
Anglogold Ashanti PLC | | | 14,147 | | | | 263,276 | |
| | |
Centamin PLC | | | 37,902 | | | | 43,294 | |
| | |
Endeavour Mining PLC | | | 6,240 | | | | 102,639 | |
| | |
Fresnillo PLC | | | 6,255 | | | | 36,032 | |
| | | | | | | | |
Total United Kingdom | | | | 445,241 | |
|
United States – 14.1% | |
| | |
Argonaut Gold, Inc.* | | | 10,559 | | | | 1,790 | |
| | |
Coeur Mining, Inc.* | | | 8,820 | | | | 22,844 | |
| | |
Newmont Corp. | | | 14,966 | | | | 467,687 | |
Newmont Corp., CDI | | | 6,146 | | | | 184,051 | |
Royal Gold, Inc. | | | 1,817 | | | | 186,479 | |
| | | | | | | | |
Total United States | | | | 862,851 | |
TOTAL COMMON STOCKS (Cost: $6,738,214) | | | | 5,435,731 | |
|
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 9.0% | |
|
United States – 9.0% | |
| | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(b)
| | | | | | | | |
(Cost: $546,125) | | | 546,125 | | | | 546,125 | |
| | |
TOTAL INVESTMENTS IN SECURITIES – 97.9% (Cost: $7,284,339) | | | | | | | 5,981,856 | |
| |
Other Assets less Liabilities – 2.1% | | | | 131,199 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 6,113,055 | |
* | Non-income producing security. |
† | This security is 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 February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $940,439 and the total market value of the collateral held by the Fund was $952,130. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $406,005. |
(b) | Rate shown represents annualized 7-day yield as of February 29, 2024. |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
February 29, 2024
| | | | | | | | | | | | | | | | |
| | | | |
FINANCIAL DERIVATIVE INSTRUMENTS | | | | | | | | | | | | |
|
FUTURES CONTRACTS (EXCHANGE-TRADED) | |
| | | | |
Long Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation | |
Gold 100 Ounce | | | 26 | | | | 4/26/24 | | | $ | 5,342,220 | | | $ | 50,869 | |
The following is a summary of the fair valuations according to the inputs used 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 | | | 5,435,731 | | | | — | | | | — | | | | 5,435,731 | |
Investment of Cash Collateral for Securities Loaned | | | — | | | | 546,125 | | | | — | | | | 546,125 | |
Total Investments in Securities | | $ | 5,435,731 | | | $ | 546,125 | | | $ | 0 | | | $ | 5,981,856 | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | 50,869 | | | $ | — | | | $ | — | | | $ | 50,869 | |
Total – Net | | $ | 5,486,600 | | | $ | 546,125 | | | $ | 0 | | | $ | 6,032,725 | |
* | 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. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT OBLIGATIONS – 76.6% | |
|
U.S. Treasury Bill – 76.6% | |
5.33%, 8/8/24* | | | | | | | | |
| | |
(Cost: $89,903,831) | | $ | 92,000,000 | | | $ | 89,903,832 | |
| | Shares | | | | |
|
EXCHANGE-TRADED FUND – 4.6% | |
|
United States – 4.6% | |
| | |
WisdomTree Floating Rate Treasury Fund(a) | | | | | | | | |
(Cost: $5,404,443) | | | 107,600 | | | | 5,412,280 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 81.2% (Cost: $95,308,274) | | | 95,316,112 | |
| |
Other Assets less Liabilities – 18.8% | | | 22,086,729 | |
| | | | | | |
NET ASSETS – 100.0% | | $ | 117,402,841 | |
* | 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. |
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 six-month fiscal period ended February 29, 2024 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Affiliate | | Value at 8/31/2023 | | | Purchases/ Additions | | | Sales/ Reductions | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/ Depreciation | | | Value at 2/29/2024 | | | Dividend Income | |
WisdomTree Floating Rate Treasury Fund | | $ | 7,481,128 | | | $ | — | | | $ | 2,059,789 | | | $ | (244 | ) | | $ | (8,815 | ) | | $ | 5,412,280 | | | $ | 183,479 | |
| | | | | | | | | | | | | | | | |
| | | | |
FINANCIAL DERIVATIVE INSTRUMENTS | | | | | | | | | | | | |
| | | | |
FUTURES CONTRACTS (EXCHANGE-TRADED) | | | | | | | | | | | | |
| | | | |
Short Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
Aluminum | | | 153 | | | | 3/18/24 | | | $ | (8,404,367 | ) | | $ | 158,981 | |
Aluminum | | | 1 | | | | 12/16/24 | | | | (57,894 | ) | | | (1,188 | ) |
Copper | | | 20 | | | | 12/15/25 | | | | (4,283,500 | ) | | | 73,069 | |
Nickel | | | 43 | | | | 3/18/24 | | | | (4,571,631 | ) | | | (426,915 | ) |
Zinc | | | 84 | | | | 3/18/24 | | | | (5,025,825 | ) | | | 109,313 | |
Zinc | | | 1 | | | | 7/15/24 | | | | (60,969 | ) | | | (116 | ) |
| | | $ | (22,404,186 | ) | | $ | (86,856 | ) |
|
Long Exposure | |
Aluminum | | | 153 | | | | 3/18/24 | | | $ | 8,404,366 | | | $ | 220,773 | |
Aluminum | | | 100 | | | | 12/16/24 | | | | 5,789,425 | | | | (2,075 | ) |
Bitcoin | | | 14 | | | | 3/28/24 | | | | 4,393,200 | | | | 711,587 | |
Brent Crude | | | 147 | | | | 9/30/24 | | | | 11,492,460 | | | | 649,740 | |
Cattle Feeder | | | 6 | | | | 8/29/24 | | | | 799,950 | | | | (11,225 | ) |
Cocoa | | | 68 | | | | 5/15/24 | | | | 4,113,320 | | | | 1,472,200 | |
Coffee “C” | | | 42 | | | | 5/20/24 | | | | 2,903,513 | | | | (55,125 | ) |
Copper | | | 63 | | | | 12/15/25 | | | | 13,493,025 | | | | (102,375 | ) |
Corn | | | 243 | | | | 9/13/24 | | | | 5,470,537 | | | | (669,988 | ) |
Cotton No. 2 | | | 25 | | | | 12/6/24 | | | | 1,047,625 | | | | 12,625 | |
Gasoline RBOB | | | 47 | | | | 11/29/24 | | | | 4,074,139 | | | | 232,466 | |
Gold 100 Ounce | | | 56 | | | | 6/26/24 | | | | 11,617,760 | | | | 288,280 | |
HRW Wheat | | | 47 | | | | 7/12/24 | | | | 1,349,488 | | | | (82,838 | ) |
Lean Hogs | | | 49 | | | | 4/12/24 | | | | 1,697,850 | | | | 178,360 | |
Live Cattle | | | 40 | | | | 6/28/24 | | | | 2,899,600 | | | | (125,480 | ) |
Low Sulphur Gasoil | | | 67 | | | | 4/11/24 | | | | 5,401,875 | | | | 551,075 | |
Natural Gas | | | 112 | | | | 3/26/24 | | | | 2,083,200 | | | | (1,838,690 | ) |
Nickel | | | 43 | | | | 3/18/24 | | | | 4,571,631 | | | | 301,473 | |
Nickel | | | 30 | | | | 7/15/24 | | | | 3,247,920 | | | | 330,750 | |
NY Harbor ULSD | | | 45 | | | | 5/31/24 | | | | 4,832,163 | | | | 378,143 | |
Platinum | | | 42 | | | | 4/26/24 | | | | 1,856,400 | | | | (75,180 | ) |
Silver | | | 47 | | | | 5/29/24 | | | | 5,377,975 | | | | (65,095 | ) |
Soybeans | | | 90 | | | | 11/14/24 | | | | 5,099,625 | | | | (551,588 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
February 29, 2024
| | | | | | | | | | | | | | | | |
| | | | |
FINANCIAL DERIVATIVE INSTRUMENTS | | | | | | | | | | | | |
| | | | |
FUTURES CONTRACTS (EXCHANGE-TRADED) | | | | | | | | | | | | |
| | | | |
Long Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
Sugar No. 11 | | | 136 | | | | 4/30/24 | | | $ | 3,303,821 | | | $ | (217,918 | ) |
Tin | | | 14 | | | | 6/17/24 | | | | 1,862,070 | | | | (70 | ) |
Wheat | | | 108 | | | | 7/12/24 | | | | 3,127,950 | | | | (263,250 | ) |
WTI Crude Oil | | | 150 | | | | 1/21/25 | | | | 10,822,500 | | | | 510,660 | |
Zinc | | | 84 | | | | 3/18/24 | | | | 5,025,825 | | | | (28,881 | ) |
Zinc | | | 58 | | | | 7/15/24 | | | | 3,536,187 | | | | 37,700 | |
| | | $ | 139,695,400 | | | $ | 1,786,054 | |
Total – Net | | | $ | 117,291,214 | | | $ | 1,699,198 | |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 89,903,832 | | | $ | — | | | $ | 89,903,832 | |
Exchange-Traded Fund | | | 5,412,280 | | | | — | | | | — | | | | 5,412,280 | |
Total Investments in Securities | | $ | 5,412,280 | | | $ | 89,903,832 | | | $ | — | | | $ | 95,316,112 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | 6,217,195 | | | $ | — | | | $ | — | | | $ | 6,217,195 | |
Liabilities: | | | | | | | | | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | (4,517,997 | ) | | $ | — | | | $ | — | | | $ | (4,517,997 | ) |
Total – Net | | $ | 7,111,478 | | | $ | 89,903,832 | | | $ | — | | | $ | 97,015,310 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT OBLIGATIONS – 82.7% | |
|
U.S. Treasury Bill – 82.7% | |
5.33%, 8/8/24* | | | | | | | | |
| | |
(Cost: $170,181,015) | | $ | 174,148,000 | | | $ | 170,180,135 | |
| | Shares | | | | |
|
EXCHANGE-TRADED FUND – 4.1% | |
|
United States – 4.1% | |
| | |
WisdomTree Floating Rate Treasury Fund(a) | | | | | | | | |
(Cost: $8,470,909) | | | 168,615 | | | | 8,481,335 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 86.8% (Cost: $178,651,924) | | | | 178,661,470 | |
| |
Other Assets less Liabilities – 13.2% | | | | 27,281,012 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 205,942,482 | |
* | 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. |
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 six-month fiscal period ended February 29, 2024 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Affiliate | | Value at 8/31/2023 | | | Purchases/ Additions | | | Sales/ Reductions | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/ Depreciation | | | Value at 2/29/2024 | | | Dividend Income | |
WisdomTree Floating Rate Treasury Fund | | $ | 6,808,787 | | | $ | 1,680,870 | | | $ | — | | | $ | — | | | $ | (8,322 | ) | | $ | 8,481,335 | | | $ | 202,541 | |
| | | | | | | | | | | | | | | | |
| | | | |
FINANCIAL DERIVATIVE INSTRUMENTS | | | | | | | | | | | | |
| | | | |
FUTURES CONTRACTS (EXCHANGE-TRADED) | | | | | | | | | | | | |
| | | | |
Short Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
Corn | | | 231 | | | | 5/14/24 | | | $ | (4,960,725 | ) | | $ | 274,425 | |
HRW Wheat | | | 168 | | | | 5/14/24 | | | | (4,932,900 | ) | | | 214,163 | |
Lead | | | 96 | | | | 3/18/24 | | | | (4,972,800 | ) | | | 152,019 | |
Natural Gas | | | 250 | | | | 3/26/24 | | | | (4,650,000 | ) | | | 535,000 | |
Nickel | | | 54 | | | | 3/18/24 | | | | (5,741,118 | ) | | | (597,036 | ) |
| | | $ | (25,257,543 | ) | | $ | 578,571 | |
|
Long Exposure | |
10 Year U.S. Treasury Note | | | 59 | | | | 6/18/24 | | | $ | 6,515,813 | | | $ | (56,156 | ) |
Bitcoin | | | 14 | | | | 3/28/24 | | | | 4,393,200 | | | | 711,587 | |
Brent Crude | | | 68 | | | | 3/28/24 | | | | 5,569,880 | | | | 284,240 | |
Cattle Feeder | | | 43 | | | | 3/28/24 | | | | 5,353,500 | | | | 134,375 | |
E-Mini Russell 2000 Index | | | 161 | | | | 3/15/24 | | | | 16,561,265 | | | | 1,259,268 | |
Euro Stoxx 50 Index | | | 315 | | | | 3/15/24 | | | | 16,682,538 | ^ | | | 1,342,164 | |
Gasoline RBOB | | | 52 | | | | 3/28/24 | | | | 5,636,904 | | | | 333,060 | |
Gold 100 Ounce | | | 25 | | | | 4/26/24 | | | | 5,136,750 | | | | 29,430 | |
Lean Hogs | | | 156 | | | | 4/12/24 | | | | 5,405,400 | | | | 276,120 | |
Live Cattle | | | 71 | | | | 4/30/24 | | | | 5,263,940 | | | | 85,200 | |
Low Sulphur Gasoil | | | 67 | | | | 4/11/24 | | | | 5,401,875 | | | | 165,825 | |
Nikkei 225 Index | | | 65 | | | | 6/13/24 | | | | 16,937,262 | ^ | | | 1,252,489 | |
NY Harbor ULSD | | | 48 | | | | 3/28/24 | | | | 5,342,198 | | | | (20,160 | ) |
S&P 500 E-Mini Index | | | 64 | | | | 3/15/24 | | | | 16,332,000 | | | | 1,451,648 | |
S&P/TSX 60 Index | | | 84 | | | | 3/14/24 | | | | 15,985,609 | ^ | | | 735,310 | |
U.S. Dollar Index | | | 191 | | | | 3/18/24 | | | | 19,882,718 | | | | (42,345 | ) |
See Notes to Financial Statements.
Schedule of Investments (unaudited) (concluded)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
February 29, 2024
| | | | | | | | | | | | | | | | |
| | | | |
FINANCIAL DERIVATIVE INSTRUMENTS | | | | | | | | | | | | |
| | | | |
FUTURES CONTRACTS (EXCHANGE-TRADED) | | | | | | | | | | | | |
| | | | |
Long Exposure | | Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | |
U.S. Treasury Long Bond | | | 54 | | | | 6/18/24 | | | $ | 6,439,500 | | | $ | (50,469 | ) |
Zinc | | | 85 | | | | 3/18/24 | | | | 5,085,656 | | | | (29,863 | ) |
| | | $ | 167,926,008 | | | $ | 7,861,723 | |
Total – Net | | | $ | 142,668,465 | | | $ | 8,440,294 | |
^ | Notional value has been converted to USD using the relevant foreign exchange rate as of February 29, 2024. |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 170,180,135 | | | $ | — | | | $ | 170,180,135 | |
Exchange-Traded Fund | | | 8,481,335 | | | | — | | | | — | | | | 8,481,335 | |
Total Investments in Securities | | $ | 8,481,335 | | | $ | 170,180,135 | | | $ | — | | | $ | 178,661,470 | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Futures Contracts1 | | $ | 9,236,323 | | | $ | — | | | $ | — | | | $ | 9,236,323 | |
Liabilities: | | | | | | | | | | | | |
Financial Derivative Instruments | | | | |
Futures Contracts1 | | $ | (796,029 | ) | | $ | — | | | $ | — | | | $ | (796,029 | ) |
Total – Net | | $ | 16,921,629 | | | $ | 170,180,135 | | | $ | — | | | $ | 187,101,764 | |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree PutWrite Strategy Fund (PUTW)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
|
U.S. GOVERNMENT OBLIGATIONS – 95.2% | |
|
U.S. Treasury Bills – 95.2% | |
5.52%, 3/21/24* | | $ | 36,857,000 | | | $ | 36,748,784 | |
5.34%, 4/18/24* | | | 47,800,000 | | | | 47,464,444 | |
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $84,217,279) | | | | 84,213,228 | |
| | Shares | | | Value | |
|
EXCHANGE-TRADED FUND – 4.3% | |
|
United States – 4.3% | |
| | |
WisdomTree Floating Rate Treasury Fund(a) | | | | | | | | |
(Cost: $3,801,033) | | | 75,814 | | | $ | 3,813,444 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 99.5% (Cost: $88,018,312) | | | | 88,026,672 | |
| |
Other Assets less Liabilities – 0.5% | | | | 459,809 | |
| | | | | | | | |
NET ASSETS – 100.0% | | | $ | 88,486,481 | |
* | 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. |
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 six-month fiscal period ended February 29, 2024 were as follows:
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | | |
Affiliate | | Value at 8/31/2023 | | | Purchases/ Additions | | | Sales/ Reductions | | | Realized Gain/(Loss) | | | Change in Unrealized Appreciation/ Depreciation | | | Value at 2/29/2024 | | | Dividend Income | |
WisdomTree Floating Rate Treasury Fund | | $ | 4,025,438 | | | $ | 828,823 | | | $ | 1,036,328 | | | $ | (1,286 | ) | | $ | (3,203 | ) | | $ | 3,813,444 | | | $ | 101,556 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED) | |
| | | | | | | |
Put Options | | Number of Contracts | | | Notional Amount1 | | | Strike Price | | | Expiration Date | | | Premiums Received | | | Unrealized Appreciation | | | Value | |
SPDR S&P 500 ETF Trust | | | (898 | ) | | $ | (45,708,200 | ) | | $ | 509 | | | | 3/15/2024 | | | $ | (927,634 | ) | | $ | 460,674 | | | $ | (466,960 | ) |
SPDR S&P 500 ETF Trust | | | (891 | ) | | | (45,886,500 | ) | | | 515 | | | | 4/5/2024 | | | | (948,915 | ) | | | 47,223 | | | | (901,692 | ) |
| | | $ | (1,876,549 | ) | | $ | 507,897 | | | $ | (1,368,652 | ) |
1 | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 84,213,228 | | | $ | — | | | $ | 84,213,228 | |
Exchange-Traded Fund | | | 3,813,444 | | | | — | | | | — | | | | 3,813,444 | |
Total Investments in Securities | | $ | 3,813,444 | | | $ | 84,213,228 | | | $ | — | | | $ | 88,026,672 | |
Liabilities: | | | | | | | | | | | | | | | | |
Financial Derivative Instruments | | | | | | | | | | | | | | | | |
Written Options1 | | $ | — | | | $ | (1,368,652 | ) | | $ | — | | | $ | (1,368,652 | ) |
Total – Net | | $ | 3,813,444 | | | $ | 82,844,576 | | | $ | — | | | $ | 86,658,020 | |
1 | Amount shown represents the market value of the financial instrument. |
See Notes to Financial Statements.
Schedule of Investments (unaudited)
WisdomTree Target Range Fund (GTR)
February 29, 2024
| | | | | | | | |
Investments | | Principal Amount | | | Value | |
| | |
U.S. GOVERNMENT OBLIGATIONS – 70.8% | | | | | | | | |
| | |
U.S. Treasury Bill – 70.8% | | | | | | | | |
5.31%, 8/8/24* | | | | | | | | |
(Cost: $43,588,274) | | $ | 44,600,000 | | | $ | 43,583,814 | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
PURCHASED OPTIONS (EXCHANGE-TRADED) – 24.0% | |
| | | | | | | |
Call Options | | Number of Contracts | | | Notional Amount(a) | | | Strike Price | | | Expiration Date | | | Premiums Paid | | | Unrealized Appreciation | | | Value | |
iShares MSCI EAFE ETF | | | 1,644 | | | $ | 10,357,200 | | | $ | 63 | | | | 1/17/25 | | | $ | 2,284,108 | | | $ | 346,292 | | | $ | 2,630,400 | |
iShares MSCI Emerging Markets ETF | | | 1,595 | | | | 5,263,500 | | | | 33 | | | | 1/17/25 | | | | 1,135,113 | | | | 260,512 | | | | 1,395,625 | |
iShares Russell 2000 ETF | | | 635 | | | | 10,350,500 | | | | 163 | | | | 1/17/25 | | | | 2,412,968 | | | | 676,307 | | | | 3,089,275 | |
SPDR S&P 500 ETF Trust | | | 636 | | | | 25,758,000 | | | | 405 | | | | 1/17/25 | | | | 5,966,011 | | | | 1,717,505 | | | | 7,683,516 | |
TOTAL PURCHASED OPTIONS (EXCHANGE-TRADED) (Cost: $11,798,200) | | | | 14,798,816 | |
| |
TOTAL INVESTMENTS IN SECURITIES – 94.8% (Cost: $55,386,474) | | | | 58,382,630 | |
| |
Other Assets less Liabilities – 5.2% | | | | 3,182,176 | |
| | | | | |
NET ASSETS – 100.0% | | | $ | 61,564,806 | |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
(a) | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | |
|
FINANCIAL DERIVATIVE INSTRUMENTS | |
|
WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED) | |
| | | | | | | |
Call Options | | Number of Contracts | | | Notional Amount1 | | | Strike Price | | | Expiration Date | | | Premiums Received | | | Unrealized Depreciation | | | Value | |
SPDR S&P 500 ETF Trust | | | (636 | ) | | $ | (34,980,000 | ) | | $ | 550 | | | | 1/17/2025 | | | $ | (357,432 | ) | | $ | (621,372 | ) | | $ | (978,804 | ) |
iShares MSCI EAFE ETF | | | (1,644 | ) | | | (13,974,000 | ) | | | 85 | | | | 1/17/2025 | | | | (179,196 | ) | | | (239,202 | ) | | | (418,398 | ) |
iShares MSCI Emerging Markets ETF | | | (1,595 | ) | | | (7,018,000 | ) | | | 44 | | | | 1/17/2025 | | | | (153,120 | ) | | | (76,560 | ) | | | (229,680 | ) |
iShares Russell 2000 ETF | | | (635 | ) | | | (13,970,000 | ) | | | 220 | | | | 1/17/2025 | | | | (394,646 | ) | | | (327,984 | ) | | | (722,630 | ) |
| | | $ | (1,084,394 | ) | | $ | (1,265,118 | ) | | $ | (2,349,512 | ) |
1 | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
The following is a summary of the fair valuations according to the inputs used 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 | | $ | — | | | $ | 43,583,814 | | | $ | — | | | $ | 43,583,814 | |
Purchased Options | | | — | | | | 14,798,816 | | | | — | | | | 14,798,816 | |
Total Investments in Securities | | $ | — | | | $ | 58,382,630 | | | $ | — | | | $ | 58,382,630 | |
Liabilities: | | | | | | | | | |
Financial Derivative Instruments | | | | |
Written Options1 | | $ | — | | | $ | (2,349,512 | ) | | $ | — | | | $ | (2,349,512 | ) |
Total – Net | | $ | — | | | $ | 56,033,118 | | | $ | — | | | $ | 56,033,118 | |
1 | Amount shown represents the market value of the financial instrument. |
See Notes to Financial Statements.
Statements of Assets and Liabilities (unaudited)
WisdomTree Trust
February 29, 2024
| | | | | | | | | | | | | | | | | | | | |
| | WisdomTree Bloomberg U.S. Dollar Bullish Fund | | | WisdomTree Emerging Currency Strategy Fund | | | WisdomTree Bianco Total Return Fund | | | WisdomTree Emerging Markets Corporate Bond Fund | | | WisdomTree Emerging Markets Local Debt Fund | |
ASSETS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investments, at cost | | $ | 166,571,569 | | | $ | 4,258,032 | | | $ | 3,655,529 | | | $ | 47,371,885 | | | $ | 86,287,443 | |
| | | | | |
Investment in affiliates, at cost (Note 3) | | | 7,359,256 | | | | 341,394 | | | | 314,484 | | | | — | | | | — | |
| | | | | |
Repurchase agreements, at cost | | | — | | | | 2,240,000 | | | | — | | | | — | | | | 4,570,000 | |
| | | | | |
Foreign currency, at cost | | | — | | | | — | | | | — | | | | 450 | | | | 1,316,703 | |
| | | | | |
Investments in securities, at value1,2 (Note 2) | | | 166,556,396 | | | | 4,257,911 | | | | 3,627,985 | | | | 45,879,029 | | | | 77,522,801 | |
| | | | | |
Investment in affiliates, at value (Note 3) | | | 7,368,950 | | | | 342,040 | | | | 314,476 | | | | — | | | | — | |
| | | | | |
Repurchase agreements, at value (Note 2) | | | — | | | | 2,240,000 | | | | — | | | | — | | | | 4,570,000 | |
| | | | | |
Cash | | | 821,837 | | | | 262,941 | | | | 185 | | | | 2,582,146 | | | | 234,462 | |
| | | | | |
Deposits at broker for futures contracts | | | — | | | | — | | | | — | | | | 108,157 | | | | — | |
| | | | | |
Foreign currency, at value | | | — | | | | — | | | | — | | | | 483 | | | | 1,364,060 | |
| | | | | |
Unrealized appreciation on foreign currency contracts | | | 1,294,344 | | | | 24,496 | | | | — | | | | — | | | | 50,901 | |
| | | | | |
Receivables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment securities sold | | | — | | | | — | | | | 13,199 | | | | 168,795 | | | | — | |
| | | | | |
Capital shares sold | | | — | | | | — | | | | — | | | | 3,209,076 | | | | — | |
| | | | | |
Securities lending income | | | — | | | | — | | | | — | | | | 761 | | | | — | |
| | | | | |
Interest | | | — | | | | 330 | | | | — | | | | 571,340 | | | | 1,417,490 | |
| | | | | |
Foreign tax reclaims | | | — | | | | — | | | | — | | | | — | | | | 158,489 | |
Total Assets | | | 176,041,527 | | | | 7,127,718 | | | | 3,955,845 | | | | 52,519,787 | | | | 85,318,203 | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Unrealized depreciation on foreign currency contracts | | | 346,068 | | | | 43,074 | | | | — | | | | — | | | | 82,480 | |
| | | | | |
Payables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Cash collateral received for securities loaned (Note 2) | | | — | | | | — | | | | — | | | | 566,353 | | | | — | |
| | | | | |
Investment securities purchased | | | — | | | | — | | | | 12,469 | | | | 3,793,074 | | | | 224,099 | |
| | | | | |
Advisory fees (Note 3) | | | 65,521 | | | | 3,040 | | | | 1,150 | | | | 21,330 | | | | 37,104 | |
| | | | | |
Service fees (Note 2) | | | 584 | | | | 25 | | | | 11 | | | | 156 | | | | 297 | |
| | | | | |
Net variation margin on futures contracts | | | — | | | | — | | | | — | | | | 1,384 | | | | — | |
| | | | | |
Foreign capital gains tax | | | — | | | | — | | | | — | | | | — | | | | 34,331 | |
Total Liabilities | | | 412,173 | | | | 46,139 | | | | 13,630 | | | | 4,382,297 | | | | 378,311 | |
NET ASSETS | | $ | 175,629,354 | | | $ | 7,081,579 | | | $ | 3,942,215 | | | $ | 48,137,490 | | | $ | 84,939,892 | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Paid-in capital | | $ | 201,965,201 | | | $ | 55,175,243 | | | $ | 3,977,162 | | | $ | 64,538,828 | | | $ | 127,020,308 | |
| | | | | |
Total distributable earnings (loss) | | | (26,335,847 | ) | | | (48,093,664 | ) | | | (34,947 | ) | | | (16,401,338 | ) | | | (42,080,416 | ) |
NET ASSETS | | $ | 175,629,354 | | | $ | 7,081,579 | | | $ | 3,942,215 | | | $ | 48,137,490 | | | $ | 84,939,892 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 6,750,000 | | | | 400,000 | | | | 160,000 | | | | 750,000 | | | | 3,100,000 | |
Net asset value per share | | $ | 26.02 | | | $ | 17.70 | | | $ | 24.64 | | | $ | 64.18 | | | $ | 27.40 | |
1 Includes market value of securities out on loan of: | | | — | | | | — | | | | — | | | $ | 781,596 | | | | — | |
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). | |
See Notes to Financial Statements.
Statements of Assets and Liabilities (unaudited) (continued)
WisdomTree Trust
February 29, 2024
| | | | | | | | | | | | | | | | | | | | |
| | 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 | | $ | 17,338,256,386 | | | $ | 174,682,638 | | | $ | 176,102,777 | | | $ | 48,868,575 | | | $ | 1,207,056,851 | |
| | | | | |
Repurchase agreements, at cost | | | — | | | | — | | | | 4,400,000 | | | | — | | | | — | |
| | | | | |
Foreign currency, at cost | | | — | | | | — | | | | 77 | | | | — | | | | 455 | |
Investments in securities, at value1,2 (Note 2) | | | 17,341,949,837 | | | | 167,424,980 | | | | 165,429,721 | | | | 46,583,507 | | | | 1,180,792,168 | |
| | | | | |
Repurchase agreements, at value (Note 2) | | | — | | | | — | | | | 4,400,000 | | | | — | | | | — | |
| | | | | |
Cash | | | 243,561 | | | | 1,516,030 | | | | 98,455 | | | | 2,167,258 | | | | 53,293,333 | |
| | | | | |
Deposits at broker for TBA securities | | | — | | | | — | | | | — | | | | — | | | | 542,000 | |
| | | | | |
Deposits at broker for futures contracts | | | — | | | | 1,837,042 | | | | 3,312,320 | | | | 68,649 | | | | 1,580,948 | |
| | | | | |
Foreign currency, at value | | | — | | | | — | | | | 84 | | | | — | | | | 454 | |
| | | | | |
Receivables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment securities sold | | | 1,589,608,507 | | | | — | | | | 2,485,019 | | | | 389,219 | | | | 3,778,633 | |
| | | | | |
Due from broker for TBA sale commitments (Note 2) | | | — | | | | — | | | | 2,126,616 | | | | — | | | | — | |
| | | | | |
Capital shares sold | | | 26,653,763 | | | | 2,181,090 | | | | 6,250 | | | | — | | | | — | |
| | | | | |
Securities lending income | | | 187 | | | | 11,447 | | | | 735 | | | | — | | | | — | |
| | | | | |
Interest | | | 79,152,315 | | | | 2,444,599 | | | | 988,896 | | | | 148,834 | | | | 10,098,832 | |
| | | | | |
Foreign tax reclaims | | | — | | | | — | | | | — | | | | — | | | | 8,125 | |
| | | | | |
Net variation margin on futures contracts | | | — | | | | — | | | | — | | | | 1,289 | | | | 143,742 | |
Total Assets | | | 19,037,608,170 | | | | 175,415,188 | | | | 178,848,096 | | | | 49,358,756 | | | | 1,250,238,235 | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
TBA sale commitments, at value3 | | | — | | | | — | | | | 2,098,884 | | | | — | | | | — | |
| | | | | |
Payables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Cash collateral received for securities loaned (Note 2) | | | — | | | | 13,916,485 | | | | 569,308 | | | | — | | | | — | |
| | | | | |
Investment securities purchased | | | 1,605,053,108 | | | | 2,183,698 | | | | 13,002,052 | | | | 1,882,529 | | | | 14,462,349 | |
| | | | | |
Capital shares redeemed | | | 11,063,826 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Advisory fees (Note 3) | | | 2,065,767 | | | | 53,454 | | | | 28,312 | | | | 16,927 | | | | 147,466 | |
| | | | | |
Service fees (Note 2) | | | 60,596 | | | | 547 | | | | 542 | | | | 166 | | | | 4,326 | |
| | | | | |
Net variation margin on futures contracts | | | — | | | | 37,327 | | | | 160,178 | | | | — | | | | — | |
| | | | | |
Interest on TBA sale commitments | | | — | | | | — | | | | 2,617 | | | | — | | | | — | |
Total Liabilities | | | 1,618,243,297 | | | | 16,191,511 | | | | 15,861,893 | | | | 1,899,622 | | | | 14,614,141 | |
NET ASSETS | | $ | 17,419,364,873 | | | $ | 159,223,677 | | | $ | 162,986,203 | | | $ | 47,459,134 | | | $ | 1,235,624,094 | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Paid-in capital | | $ | 17,424,527,234 | | | $ | 183,859,409 | | | $ | 184,616,549 | | | $ | 52,878,959 | | | $ | 1,268,805,131 | |
| | | | | |
Total distributable earnings (loss) | | | (5,162,361 | ) | | | (24,635,732 | ) | | | (21,630,346 | ) | | | (5,419,825 | ) | | | (33,181,037 | ) |
NET ASSETS | | $ | 17,419,364,873 | | | $ | 159,223,677 | | | $ | 162,986,203 | | | $ | 47,459,134 | | | $ | 1,235,624,094 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 346,377,500 | | | | 7,300,000 | | | | 7,400,000 | | | | 1,100,000 | | | | 25,500,000 | |
Net asset value per share | | $ | 50.29 | | | $ | 21.81 | | | $ | 22.03 | | | $ | 43.14 | | | $ | 48.46 | |
1 Includes market value of securities out on loan of: | | | — | | | $ | 14,330,595 | | | $ | 2,115,844 | | | | — | | | | — | |
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). | |
3 TBA sale commitments, proceeds: | | | — | | | | — | | | $ | 2,123,999 | | | | — | | | | — | |
See Notes to Financial Statements.
Statements of Assets and Liabilities (unaudited) (continued)
WisdomTree Trust
February 29, 2024
| | | | | | | | | | | | | | | | | | | | |
| | 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 | | $ | 973,441,749 | | | $ | 43,026,054 | | | $ | 18,146,071 | | | $ | 11,254,544 | | | $ | 7,284,339 | |
| | | | | |
Repurchase agreements, at cost | | | 4,980,000 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Foreign currency, at cost | | | 119 | | | | — | | | | — | | | | — | | | | 598 | |
Investments in securities, at value1,2 (Note 2) | | | 912,197,317 | | | | 42,062,144 | | | | 17,344,239 | | | | 14,070,330 | | | | 5,981,856 | |
| | | | | |
Repurchase agreements, at value (Note 2) | | | 4,980,000 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Cash | | | 1,074,732 | | | | 11,940 | | | | 48,007 | | | | 874,447 | | | | 292,078 | |
| | | | | |
Deposits at broker for futures contracts | | | — | | | | 12,749 | | | | — | | | | 610,984 | | | | 346,882 | |
| | | | | |
Foreign currency, at value | | | 130 | | | | — | | | | — | | | | — | | | | 137 | |
| | | | | |
Receivables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment securities sold | | | 29,709,002 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Due from broker for TBA sale commitments (Note 2) | | | 921,301 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Dividends | | | — | | | | — | | | | 50,138 | | | | 18,685 | | | | 8,530 | |
| | | | | |
Securities lending income | | | 2,207 | | | | 5 | | | | 2,743 | | | | — | | | | 156 | |
| | | | | |
Interest | | | 8,012,380 | | | | 216,727 | | | | — | | | | — | | | | — | |
| | | | | |
Foreign tax reclaims | | | — | | | | — | | | | — | | | | 7 | | | | 743 | |
| | | | | |
Net variation margin on futures contracts | | | — | | | | 563 | | | | — | | | | 79,200 | | | | 31,304 | |
Total Assets | | | 956,897,069 | | | | 42,304,128 | | | | 17,445,127 | | | | 15,653,653 | | | | 6,661,686 | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Foreign currency due to custodian, at value4 | | | — | | | | 16 | | | | — | | | | — | | | | — | |
| | | | | |
TBA sale commitments, at value3 | | | 909,156 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Payables: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Cash collateral received for securities loaned (Note 2) | | | 2,968,058 | | | | — | | | | 2,082,329 | | | | — | | | | 546,125 | |
| | | | | |
Investment securities purchased | | | 34,783,549 | | | | — | | | | — | | | | — | | | | — | |
| | | | | |
Advisory fees (Note 3) | | | 88,420 | | | | 4,654 | | | | 5,991 | | | | 2,422 | | | | 2,222 | |
| | | | | |
Service fees (Note 2) | | | 3,243 | | | | 171 | | | | 53 | | | | 916 | | | | 284 | |
| | | | | |
Interest on TBA sale commitments | | | 1,139 | | | | — | | | | — | | | | — | | | | — | |
Total Liabilities | | | 38,753,565 | | | | 4,841 | | | | 2,088,373 | | | | 3,338 | | | | 548,631 | |
NET ASSETS | | $ | 918,143,504 | | | $ | 42,299,287 | | | $ | 15,356,754 | | | $ | 15,650,315 | | | $ | 6,113,055 | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Paid-in capital | | $ | 1,072,058,245 | | | $ | 48,212,906 | | | $ | 17,985,249 | | | $ | 13,220,657 | | | $ | 9,146,672 | |
| | | | | |
Total distributable earnings (loss) | | | (153,914,741 | ) | | | (5,913,619 | ) | | | (2,628,495 | ) | | | 2,429,658 | | | | (3,033,617 | ) |
NET ASSETS | | $ | 918,143,504 | | | $ | 42,299,287 | | | $ | 15,356,754 | | | $ | 15,650,315 | | | $ | 6,113,055 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 21,300,000 | | | | 900,000 | | | | 840,000 | | | | 550,000 | | | | 300,000 | |
Net asset value per share | | $ | 43.11 | | | $ | 47.00 | | | $ | 18.28 | | | $ | 28.46 | | | $ | 20.38 | |
1 Includes market value of securities out on loan of: | | $ | 4,845,271 | | | $ | 23,557 | | | $ | 2,016,470 | | | | — | | | $ | 940,439 | |
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). | |
3 TBA sale commitments, proceeds: | | $ | 920,162 | | | | — | | | | — | | | | — | | | | — | |
4 Foreign currency due to custodian, proceeds | | $ | — | | | $ | 15 | | | $ | — | | | $ | — | | | $ | — | |
See Notes to Financial Statements.
Statements of Assets and Liabilities (unaudited) (concluded)
WisdomTree Trust
February 29, 2024
| | | | | | | | | | | | | | | | |
| | WisdomTree Enhanced Commodity Strategy Fund (consolidated) | | | WisdomTree Managed Futures Strategy Fund (consolidated) | | | WisdomTree PutWrite Strategy Fund | | | WisdomTree Target Range Fund | |
ASSETS: | | | | | | | | | | | | | | | | |
| | | | |
Investments, at cost | | $ | 89,903,831 | | | $ | 170,181,015 | | | $ | 84,217,279 | | | $ | 55,386,474 | |
| | | | |
Investment in affiliates, at cost (Note 3) | | | 5,404,443 | | | | 8,470,909 | | | | 3,801,033 | | | | — | |
| | | | |
Foreign currency deposits at broker for futures contracts, at cost | | | — | | | | 6,917,500 | | | | — | | | | — | |
| | | | |
Investments in securities, at value | | | 89,903,832 | | | | 170,180,135 | | | | 84,213,228 | | | | 58,382,630 | |
| | | | |
Investment in affiliates, at value (Note 3) | | | 5,412,280 | | | | 8,481,335 | | | | 3,813,444 | | | | — | |
| | | | |
Cash | | | 10,075,242 | | | | 10,593,045 | | | | 1,864,189 | | | | 1,835,911 | |
| | | | |
Cash collateral segregated for written options | | | — | | | | — | | | | — | | | | 3,730,563 | |
| | | | |
Deposits at broker for futures contracts | | | 11,690,520 | | | | 9,232,481 | | | | — | | | | — | |
| | | | |
Foreign currency deposits at broker for futures contracts, at value | | | — | | | | 6,839,730 | | | | — | | | | — | |
| | | | |
Receivables: | | | | | | | | | | | | | | | | |
| | | | |
Net variation margin on futures contracts | | | 371,752 | | | | 720,161 | | | | — | | | | — | |
Total Assets | | | 117,453,626 | | | | 206,046,887 | | | | 89,890,861 | | | | 63,949,104 | |
LIABILITIES: | | | | | | | | | | | | | | | | |
| | | | |
Written options, at value1 | | | — | | | | — | | | | 1,368,652 | | | | 2,349,512 | |
| | | | |
Payables: | | | | | | | | | | | | | | | | |
| | | | |
Due to broker | | | — | | | | — | | | | 5,134 | | | | — | |
| | | | |
Advisory fees (Note 3) | | | 50,484 | | | | 103,697 | | | | 30,287 | | | | 34,569 | |
| | | | |
Service fees (Note 2) | | | 301 | | | | 708 | | | | 307 | | | | 217 | |
Total Liabilities | | | 50,785 | | | | 104,405 | | | | 1,404,380 | | | | 2,384,298 | |
NET ASSETS | | $ | 117,402,841 | | | $ | 205,942,482 | | | $ | 88,486,481 | | | $ | 61,564,806 | |
NET ASSETS: | | | | | | | | | | | | | | | | |
| | | | |
Paid-in capital | | $ | 189,624,649 | | | $ | 245,063,342 | | | $ | 96,073,046 | | | $ | 62,572,126 | |
| | | | |
Total distributable earnings (loss) | | | (72,221,808 | ) | | | (39,120,860 | ) | | | (7,586,565 | ) | | | (1,007,320 | ) |
NET ASSETS | | $ | 117,402,841 | | | $ | 205,942,482 | | | $ | 88,486,481 | | | $ | 61,564,806 | |
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) | | | 6,750,000 | | | | 5,650,000 | | | | 2,700,000 | | | | 2,650,000 | |
Net asset value per share | | $ | 17.39 | | | $ | 36.45 | | | $ | 32.77 | | | $ | 23.23 | |
1 Premiums received on written options: | | | — | | | | — | | | $ | 1,876,549 | | | $ | 1,084,394 | |
See Notes to Financial Statements.
Statements of Operations (unaudited)
WisdomTree Trust
For the Six Months or Period Ended February 29, 2024
| | | | | | | | | | | | | | | | | | | | |
| | WisdomTree Bloomberg U.S. Dollar Bullish Fund | | | WisdomTree Emerging Currency Strategy Fund | | | WisdomTree Bianco Total Return Fund1 | | | WisdomTree Emerging Markets Corporate Bond Fund | | | WisdomTree Emerging Markets Local Debt Fund | |
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Dividends | | $ | — | | | $ | — | | | $ | 7,651 | | | $ | — | | | $ | — | |
| | | | | |
Dividends from affiliates (Note 3) | | | 245,417 | | | | 11,590 | | | | 2,283 | | | | — | | | | — | |
| | | | | |
Interest | | | 5,305,064 | | | | 268,844 | | | | — | | | | 1,169,938 | | | | 3,053,095 | |
| | | | | |
Securities lending income, net (Note 2) | | | — | | | | — | | | | — | | | | 2,649 | | | | 489 | |
| | | | | |
Less: Foreign withholding taxes on interest | | | — | | | | — | | | | — | | | | (879 | ) | | | (60,734 | ) |
Total investment income | | | 5,550,481 | | | | 280,434 | | | | 9,934 | | | | 1,171,708 | | | | 2,992,850 | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Advisory fees (Note 3) | | | 516,067 | | | | 28,441 | | | | 2,335 | | | | 122,242 | | | | 249,848 | |
| | | | | |
Service fees (Note 2) | | | 4,541 | | | | 227 | | | | 21 | | | | 896 | | | | 1,999 | |
Total expenses | | | 520,608 | | | | 28,668 | | | | 2,356 | | | | 123,138 | | | | 251,847 | |
Expense waivers (Note 3) | | | (6,790 | ) | | | (318 | ) | | | (196 | ) | | | — | | | | — | |
Net expenses | | | 513,818 | | | | 28,350 | | | | 2,160 | | | | 123,138 | | | | 251,847 | |
Net investment income | | | 5,036,663 | | | | 252,084 | | | | 7,774 | | | | 1,048,570 | | | | 2,741,003 | |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions2 | | | 4,813 | | | | 74 | | | | (694 | ) | | | (271,040 | ) | | | (1,246,346 | ) |
| | | | | |
Investment transactions in affiliates (Note 3) | | | (7,692 | ) | | | (304 | ) | | | (20 | ) | | | — | | | | — | |
| | | | | |
In-kind redemptions | | | — | | | | — | | | | — | | | | 17,807 | | | | (540,605 | ) |
| | | | | |
Futures contracts | | | — | | | | — | | | | — | | | | 8,768 | | | | — | |
| | | | | |
Foreign currency contracts | | | 3,249,686 | | | | (160,162 | ) | | | — | | | | 45 | | | | (28,104 | ) |
| | | | | |
Foreign currency related transactions | | | — | | | | — | | | | — | | | | — | | | | (43,072 | ) |
Net realized gain (loss) | | | 3,246,807 | | | | (160,392 | ) | | | (714 | ) | | | (244,420 | ) | | | (1,858,127 | ) |
Net increase (decrease) in unrealized appreciation/depreciation: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions3 | | | (5,700 | ) | | | 496 | | | | (27,544 | ) | | | 1,612,206 | | | | 1,109,287 | |
| | | | | |
Investment transactions in affiliates (Note 3) | | | (4,173 | ) | | | (272 | ) | | | (8 | ) | | | — | | | | — | |
| | | | | |
Futures contracts | | | — | | | | — | | | | — | | | | 29,992 | | | | — | |
| | | | | |
Foreign currency contracts | | | (2,993,578 | ) | | | 195,879 | | | | — | | | | — | | | | (23,223 | ) |
| | | | | |
Translation of assets and liabilities denominated in foreign currencies | | | — | | | | — | | | | — | | | | 40 | | | | (21,810 | ) |
Net increase (decrease) in unrealized appreciation/depreciation | | | (3,003,451 | ) | | | 196,103 | | | | (27,552 | ) | | | 1,642,238 | | | | 1,064,254 | |
Net realized and unrealized gain (loss) on investments | | | 243,356 | | | | 35,711 | | | | (28,266 | ) | | | 1,397,818 | | | | (793,873 | ) |
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | | $ | 5,280,019 | | | $ | 287,795 | | | $ | (20,492 | ) | | $ | 2,446,388 | | | $ | 1,947,130 | |
1 For the period December 20, 2023 (commencement of operations) through February 29, 2024. | |
2 Net of foreign capital gains (tax) and capital gains tax refund, if applicable, of: | | | — | | | | — | | | | — | | | | — | | | $ | (336 | ) |
3 Includes net increase (decrease) in accrued foreign capital gain taxes of: | | | — | | | | — | | | | — | | | | — | | | $ | (8,931 | ) |
See Notes to Financial Statements.
Statements of Operations (unaudited) (continued)
WisdomTree Trust
For the Six Months Ended February 29, 2024
| | | | | | | | | | | | | | | | | | | | |
| | 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 | |
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Interest | | $ | 497,443,232 | | | $ | 4,976,313 | | | $ | 3,687,061 | | | $ | 624,974 | | | $ | 28,409,791 | |
| | | | | |
Payment-in-kind interest | | | — | | | | — | | | | — | | | | 50,625 | | | | — | |
| | | | | |
Securities lending income, net (Note 2) | | | — | | | | 83,167 | | | | 4,555 | | | | — | | | | — | |
| | | | | |
Less: Foreign withholding taxes on interest | | | — | | | | — | | | | (62 | ) | | | — | | | | — | |
Total investment income | | | 497,443,232 | | | | 5,059,480 | | | | 3,691,554 | | | | 675,599 | | | | 28,409,791 | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Advisory fees (Note 3) | | | 13,477,852 | | | | 328,301 | | | | 211,771 | | | | 78,449 | | | | 895,254 | |
| | | | | |
Service fees (Note 2) | | | 395,350 | | | | 3,359 | | | | 4,051 | | | | 767 | | | | 26,261 | |
Total expenses | | | 13,873,202 | | | | 331,660 | | | | 215,822 | | | | 79,216 | | | | 921,515 | |
Net investment income | | | 483,570,030 | | | | 4,727,820 | | | | 3,475,732 | | | | 596,383 | | | | 27,488,276 | |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions | | | (1,706,517 | ) | | | (4,668,809 | ) | | | (3,473,215 | ) | | | (88,485 | ) | | | (1,434,654 | ) |
| | | | | |
In-kind redemptions | | | 1,552,784 | | | | (446,652 | ) | | | (1,477,913 | ) | | | — | | | | — | |
| | | | | |
Futures contracts | | | — | | | | 567,171 | | | | 1,086,682 | | | | 15,576 | | | | 700,195 | |
Net realized loss | | | (153,733 | ) | | | (4,548,290 | ) | | | (3,864,446 | ) | | | (72,909 | ) | | | (734,459 | ) |
Net increase (decrease) in unrealized appreciation/depreciation: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions | | | (2,260,823 | ) | | | 7,893,898 | | | | 6,027,877 | | | | 487,441 | | | | 8,666,996 | |
| | | | | |
Futures contracts | | | — | | | | 524,024 | | | | 964,122 | | | | (11,266 | ) | | | 37,249 | |
| | | | | |
Translation of assets and liabilities denominated in foreign currencies | | | — | | | | — | | | | — | | | | — | | | | (1 | ) |
Net increase (decrease) in unrealized appreciation/depreciation | | | (2,260,823 | ) | | | 8,417,922 | | | | 6,991,999 | | | | 476,175 | | | | 8,704,244 | |
Net realized and unrealized gain (loss) on investments | | | (2,414,556 | ) | | | 3,869,632 | | | | 3,127,553 | | | | 403,266 | | | | 7,969,785 | |
NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS | | $ | 481,155,474 | | | $ | 8,597,452 | | | $ | 6,603,285 | | | $ | 999,649 | | | $ | 35,458,061 | |
See Notes to Financial Statements.
Statements of Operations (unaudited) (continued)
WisdomTree Trust
For the Six Months Ended February 29, 2024
| | | | | | | | | | | | | | | | | | | | |
| | 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 | | $ | — | | | $ | — | | | $ | 798,573 | | | $ | 89,173 | | | $ | 74,268 | |
| | | | | |
Interest | | | 19,084,431 | | | | 1,680,244 | | | | 215 | | | | 20,538 | | | | 11,516 | |
| | | | | |
Securities lending income, net (Note 2) | | | 15,164 | | | | 177 | | | | 15,739 | | | | — | | | | 530 | |
| | | | | |
Less: Foreign withholding taxes on interest | | | (176 | ) | | | — | | | | — | | | | (33 | ) | | | (5,129 | ) |
Total investment income | | | 19,099,419 | | | | 1,680,421 | | | | 814,527 | | | | 109,678 | | | | 81,185 | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Advisory fees (Note 3) | | | 534,707 | | | | 54,011 | | | | 33,552 | | | | 13,252 | | | | 14,896 | |
| | | | | |
Service fees (Note 2) | | | 19,606 | | | | 1,980 | | | | 295 | | | | 292 | | | | 146 | |
Total expenses | | | 554,313 | | | | 55,991 | | | | 33,847 | | | | 13,544 | | | | 15,042 | |
Net investment income | | | 18,545,106 | | | | 1,624,430 | | | | 780,680 | | | | 96,134 | | | | 66,143 | |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions | | | (9,859,620 | ) | | | (1,285,047 | ) | | | (373,410 | ) | | | (102,152 | ) | | | (369,536 | ) |
| | | | | |
In-kind redemptions | | | (4,291,349 | ) | | | (30,288 | ) | | | — | | | | — | | | | — | |
| | | | | |
Futures contracts | | | — | | | | (19,620 | ) | | | — | | | | (2,071 | ) | | | (47,991 | ) |
| | | | | |
Foreign currency contracts | | | — | | | | — | | | | — | | | | — | | | | (2,566 | ) |
| | | | | |
Foreign currency related transactions | | | — | | | | — | | | | — | | | | — | | | | 2,653 | |
Net realized loss | | | (14,150,969 | ) | | | (1,334,955 | ) | | | (373,410 | ) | | | (104,223 | ) | | | (417,440 | ) |
Net increase (decrease) in unrealized appreciation/depreciation: | | | | | | | | | | | | | | | | | | | | |
| | | | | |
Investment transactions | | | 22,920,786 | | | | 2,598,762 | | | | 71,725 | | | | 1,717,809 | | | | (227,564 | ) |
| | | | | |
Futures contracts | | | — | | | | 188 | | | | — | | | | 289,582 | | | | 164,048 | |
| | | | | |
Foreign currency contracts | | | — | | | | — | | | | — | | | | — | | | | 25 | |
| | | | | |
Translation of assets and liabilities denominated in foreign currencies | | | — | | | | — | | | | — | | | | — | | | | (58 | ) |
Net increase (decrease) in unrealized appreciation/depreciation | | | 22,920,786 | | | | 2,598,950 | | | | 71,725 | | | | 2,007,391 | | | | (63,549 | ) |
Net realized and unrealized gain (loss) on investments | | | 8,769,817 | | | | 1,263,995 | | | | (301,685 | ) | | | 1,903,168 | | | | (480,989 | ) |
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | | $ | 27,314,923 | | | $ | 2,888,425 | | | $ | 478,995 | | | $ | 1,999,302 | | | $ | (414,846 | ) |
See Notes to Financial Statements.
Statements of Operations (unaudited) (concluded)
WisdomTree Trust
For the Six Months Ended February 29, 2024
| | | | | | | | | | | | | | | | |
| | 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) | | $ | 183,479 | | | $ | 202,541 | | | $ | 101,556 | | | $ | — | |
| | | | |
Interest | | | 3,801,762 | | | | 4,201,204 | | | | 2,192,860 | | | | 1,237,224 | |
Total investment income | | | 3,985,241 | | | | 4,403,745 | | | | 2,294,416 | | | | 1,237,224 | |
EXPENSES: | |
| | | | |
Advisory fees (Note 3) | | | 420,180 | | | | 562,118 | | | | 192,283 | | | | 215,888 | |
| | | | |
Service fees (Note 2) | | | 3,361 | | | | 3,805 | | | | 1,923 | | | | 1,357 | |
Total expenses | | | 423,541 | | | | 565,923 | | | | 194,206 | | | | 217,245 | |
Expense waivers (Note 3) | | | (5,073 | ) | | | (5,495 | ) | | | (2,799 | ) | | | — | |
Net expenses | | | 418,468 | | | | 560,428 | | | | 191,407 | | | | 217,245 | |
Net investment income | | | 3,566,773 | | | | 3,843,317 | | | | 2,103,009 | | | | 1,019,979 | |
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: | |
|
Net realized gain (loss) from: | |
| | | | |
Investment transactions | | | 6,760 | | | | (649 | ) | | | (3,190,144 | ) | | | 3,367,189 | |
| | | | |
Investment transactions in affiliates (Note 3) | | | (244 | ) | | | — | | | | (1,286 | ) | | | — | |
| | | | |
Futures contracts | | | (7,386,382 | ) | | | 5,736,051 | | | | — | | | | — | |
| | | | |
Written options | | | — | | | | — | | | | 7,722,912 | | | | 135,332 | |
| | | | |
Foreign currency related transactions | | | — | | | | (645 | ) | | | — | | | | — | |
Net realized gain (loss) | | | (7,379,866 | ) | | | 5,734,757 | | | | 4,531,482 | | | | 3,502,521 | |
|
Net increase (decrease) in unrealized appreciation/depreciation: | |
| | | | |
Investment transactions | | | 9,209 | | | | 6,668 | | | | (671 | ) | | | 982,032 | |
| | | | |
Investment transactions in affiliates (Note 3) | | | (8,815 | ) | | | (8,322 | ) | | | (3,203 | ) | | | — | |
| | | | |
Futures contracts | | | 2,590,719 | | | | 6,602,947 | | | | — | | | | — | |
| | | | |
Written options | | | — | | | | — | | | | (628,920 | ) | | | (1,647,705 | ) |
| | | | |
Translation of assets and liabilities denominated in foreign currencies | | | — | | | | (51,576 | ) | | | — | | | | — | |
Net increase (decrease) in unrealized appreciation/depreciation | | | 2,591,113 | | | | 6,549,717 | | | | (632,794 | ) | | | (665,673 | ) |
Net realized and unrealized gain (loss) on investments | | | (4,788,753 | ) | | | 12,284,474 | | | | 3,898,688 | | | | 2,836,848 | |
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS | | $ | (1,221,980 | ) | | $ | 16,127,791 | | | $ | 6,001,697 | | | $ | 3,856,827 | |
See Notes to Financial Statements.
Statements of Changes in Net Assets
WisdomTree Trust
| | | | | | | | | | | | | | | | | | | | |
| | | |
| | WisdomTree Bloomberg U.S. Dollar Bullish Fund | | | WisdomTree Emerging Currency Strategy Fund | | | WisdomTree Bianco Total Return Fund | |
| | | | | |
| | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Period December 20, 2023* through February 29, 2024 (unaudited) | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | |
| | | | | |
Net investment income | | $ | 5,036,663 | | | $ | 11,218,296 | | | $ | 252,084 | | | $ | 313,448 | | | $ | 7,774 | |
| | | | | |
Net realized gain (loss) on investments and foreign currency contracts | | | 3,246,807 | | | | (12,218,111 | ) | | | (160,392 | ) | | | 675,222 | | | | (714 | ) |
| | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments and foreign currency contracts | | | (3,003,451 | ) | | | (3,398,952 | ) | | | 196,103 | | | | (317,058 | ) | | | (27,552 | ) |
Net increase (decrease) in net assets resulting from operations | | | 5,280,019 | | | | (4,398,767 | ) | | | 287,795 | | | | 671,612 | | | | (20,492 | ) |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | |
Distributable earnings | | | (11,670,750 | ) | | | (30,189,364 | ) | | | (396,000 | ) | | | (67,060 | ) | | | (14,455 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | |
Net proceeds from sale of shares | | | 183,601,618 | | | | 484,884,700 | | | | 12,573,471 | | | | – | | | | 3,977,162 | |
| | | | | |
Cost of shares redeemed | | | (198,158,554 | ) | | | (651,301,859 | ) | | | (14,222,905 | ) | | | – | | | | (100 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | (14,556,936 | ) | | | (166,417,159 | ) | | | (1,649,434 | ) | | | – | | | | 3,977,062 | |
Net Increase (Decrease) in Net Assets | | | (20,947,667 | ) | | | (201,005,290 | ) | | | (1,757,639 | ) | | | 604,552 | | | | 3,942,115 | |
NET ASSETS: | |
| | | | | |
Beginning of period | | $ | 196,577,021 | | | $ | 397,582,311 | | | $ | 8,839,218 | | | $ | 8,234,666 | | | $ | 100 | |
| | | | | |
End of period | | $ | 175,629,354 | | | $ | 196,577,021 | | | $ | 7,081,579 | | | $ | 8,839,218 | | | $ | 3,942,215 | |
SHARES CREATED AND REDEEMED: | |
| | | | | |
Shares outstanding, beginning of period | | | 7,300,000 | | | | 13,800,000 | | | | 500,000 | | | | 500,000 | | | | 4 | |
| | | | | |
Shares created | | | 6,800,000 | | | | 17,450,000 | | | | 700,000 | | | | – | | | | 160,000 | |
| | | | | |
Shares redeemed | | | (7,350,000 | ) | | | (23,950,000 | ) | | | (800,000 | ) | | | – | | | | (4 | ) |
Shares outstanding, end of period | | | 6,750,000 | | | | 7,300,000 | | | | 400,000 | | | | 500,000 | | | | 160,000 | |
* 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.
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 Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | |
| | | | | | |
Net investment income | | $ | 1,048,570 | | | $ | 2,021,304 | | | $ | 2,741,003 | | | $ | 5,557,587 | | | $ | 483,570,030 | | | $ | 659,329,668 | |
| | | | | | |
Net realized loss on investments, futures contracts, foreign currency contracts and foreign currency related transactions | | | (244,420 | ) | | | (4,548,889 | ) | | | (1,858,127 | ) | | | (5,407,599 | ) | | | (153,733 | ) | | | (5,845,074 | ) |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies | | | 1,642,238 | | | | 4,792,493 | | | | 1,064,254 | | | | 11,251,873 | | | | (2,260,823 | ) | | | 12,928,652 | |
Net increase in net assets resulting from operations | | | 2,446,388 | | | | 2,264,908 | | | | 1,947,130 | | | | 11,401,861 | | | | 481,155,474 | | | | 666,413,246 | |
DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Distributable earnings | | | (1,161,370 | ) | | | (2,011,150 | ) | | | (2,400,000 | ) | | | (2,924,159 | ) | | | (483,552,914 | ) | | | (659,971,821 | ) |
| | | | | | |
Tax return of capital | | | — | | | | — | | | | — | | | | (1,992,841 | ) | | | — | | | | — | |
Total distributions to shareholders | | | (1,161,370 | ) | | | (2,011,150 | ) | | | (2,400,000 | ) | | | (4,917,000 | ) | | | (483,552,914 | ) | | | (659,971,821 | ) |
CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net proceeds from sale of shares | | | 9,579,937 | | | | — | | | | 1,375,639 | | | | 23,572,731 | | | | 3,235,657,652 | | | | 12,398,272,031 | |
| | | | | | |
Cost of shares redeemed | | | (3,201,575 | ) | | | (12,434,694 | ) | | | (18,684,197 | ) | | | (14,899,926 | ) | | | (3,869,793,809 | ) | | | (2,401,058,039 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | 6,378,362 | | | | (12,434,694 | ) | | | (17,308,558 | ) | | | 8,672,805 | | | | (634,136,157 | ) | | | 9,997,213,992 | |
Net Increase (Decrease) in Net Assets | | | 7,663,380 | | | | (12,180,936 | ) | | | (17,761,428 | ) | | | 15,157,666 | | | | (636,533,597 | ) | | | 10,003,655,417 | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Beginning of period | | $ | 40,474,110 | | | $ | 52,655,046 | | | $ | 102,701,320 | | | $ | 87,543,654 | | | $ | 18,055,898,470 | | | $ | 8,052,243,053 | |
| | | | | | |
End of period | | $ | 48,137,490 | | | $ | 40,474,110 | | | $ | 84,939,892 | | | $ | 102,701,320 | | | $ | 17,419,364,873 | | | $ | 18,055,898,470 | |
SHARES CREATED AND REDEEMED: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Shares outstanding, beginning of period | | | 650,000 | | | | 850,000 | | | | 3,750,000 | | | | 3,400,000 | | | | 358,927,500 | | | | 160,267,500 | |
| | | | | | |
Shares created | | | 150,000 | | | | — | | | | 50,000 | | | | 900,000 | | | | 64,280,000 | | | | 246,370,000 | |
| | | | | | |
Shares redeemed | | | (50,000 | ) | | | (200,000 | ) | | | (700,000 | ) | | | (550,000 | ) | | | (76,830,000 | ) | | | (47,710,000 | ) |
Shares outstanding, end of period | | | 750,000 | | | | 650,000 | | | | 3,100,000 | | | | 3,750,000 | | | | 346,377,500 | | | | 358,927,500 | |
See Notes to Financial Statements.
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 Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | |
| | | | | | |
Net investment income | | $ | 4,727,820 | | | $ | 9,425,008 | | | $ | 3,475,732 | | | $ | 8,968,292 | | | $ | 596,383 | | | $ | 631,093 | |
| | | | | | |
Net realized gain (loss) on investments and futures contracts | | | (4,548,290 | ) | | | (3,349,698 | ) | | | (3,864,446 | ) | | | 50,514 | | | | (72,909 | ) | | | (1,445,742 | ) |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies | | | 8,417,922 | | | | 8,383,950 | | | | 6,991,999 | | | | 7,050,554 | | | | 476,175 | | | | (136,534 | ) |
Net increase (decrease) in net assets resulting from operations | | | 8,597,452 | | | | 14,459,260 | | | | 6,603,285 | | | | 16,069,360 | | | | 999,649 | | | | (951,183 | ) |
DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Distributable earnings | | | (4,859,140 | ) | | | (9,529,600 | ) | | | (8,122,543 | ) | | | (29,161,948 | ) | | | (604,460 | ) | | | (734,000 | ) |
CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net proceeds from sale of shares | | | 12,774,052 | | | | 37,619,564 | | | | 26,532,370 | | | | 28,309,732 | | | | 21,372,674 | | | | 4,315,436 | |
| | | | | | |
Cost of shares redeemed | | | (8,469,596 | ) | | | (74,410,287 | ) | | | (62,856,547 | ) | | | (180,755,502 | ) | | | — | | | | (13,396,567 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | 4,304,456 | | | | (36,790,723 | ) | | | (36,324,177 | ) | | | (152,445,770 | ) | | | 21,372,674 | | | | (9,081,131 | ) |
Net Increase (Decrease) in Net Assets | | | 8,042,768 | | | | (31,861,063 | ) | | | (37,843,435 | ) | | | (165,538,358 | ) | | | 21,767,863 | | | | (10,766,314 | ) |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Beginning of period | | $ | 151,180,909 | | | $ | 183,041,972 | | | $ | 200,829,638 | | | $ | 366,367,996 | | | $ | 25,691,271 | | | $ | 36,457,585 | |
| | | | | | |
End of period | | $ | 159,223,677 | | | $ | 151,180,909 | | | $ | 162,986,203 | | | $ | 200,829,638 | | | $ | 47,459,134 | | | $ | 25,691,271 | |
SHARES CREATED AND REDEEMED: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Shares outstanding, beginning of period | | | 7,100,000 | | | | 8,900,000 | | | | 9,050,000 | | | | 16,000,000 | 1 | | | 600,000 | | | | 800,000 | |
| | | | | | |
Shares created | | | 600,000 | | | | 1,800,000 | | | | 1,200,000 | | | | 1,250,000 | 1 | | | 500,000 | | | | 100,000 | |
| | | | | | |
Shares redeemed | | | (400,000 | ) | | | (3,600,000 | ) | | | (2,850,000 | ) | | | (8,200,000 | )1 | | | – | | | | (300,000 | ) |
Shares outstanding, end of period | | | 7,300,000 | | | | 7,100,000 | | | | 7,400,000 | | | | 9,050,000 | 1 | | | 1,100,000 | | | | 600,000 | |
1 Shares were adjusted to reflect a 2:1 share split effective August 10, 2023. | |
See Notes to Financial Statements.
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 Six Months Ended February 29, 2024 (unaudited) | | | For the Period February 7, 2023* through August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | |
| | | | | | |
Net investment income | | $ | 27,488,276 | | | $ | 28,108,063 | | | $ | 18,545,106 | | | $ | 30,508,835 | | | $ | 1,624,430 | | | $ | 2,214,123 | |
| | | | | | |
Net realized loss on investments, futures contracts and foreign currency related transactions | | | (734,459 | ) | | | (7,904,045 | ) | | | (14,150,969 | ) | | | (62,925,274 | ) | | | (1,334,955 | ) | | | (3,901,829 | ) |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies | | | 8,704,244 | | | | (34,764,904 | ) | | | 22,920,786 | | | | 23,878,701 | | | | 2,598,950 | | | | 2,755,755 | |
Net increase (decrease) in net assets resulting from operations | | | 35,458,061 | | | | (14,560,886 | ) | | | 27,314,923 | | | | (8,537,738 | ) | | | 2,888,425 | | | | 1,068,049 | |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | | |
Distributable earnings | | | (27,336,196 | ) | | | (26,966,060 | ) | | | (19,434,160 | ) | | | (31,267,800 | ) | | | (1,652,580 | ) | | | (2,170,000 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | | |
Net proceeds from sale of shares | | | 74,139,481 | | | | 1,292,137,938 | | | | 102,487,476 | | | | 330,719,000 | | | | 4,737,469 | | | | 41,724,047 | |
| | | | | | |
Cost of shares redeemed | | | — | | | | (97,248,344 | ) | | | (91,773,196 | ) | | | (342,770,762 | ) | | | (61,618,205 | ) | | | (37,322,440 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | 74,139,481 | | | | 1,194,889,594 | | | | 10,714,280 | | | | (12,051,762 | ) | | | (56,880,736 | ) | | | 4,401,607 | |
Net Increase (Decrease) in Net Assets | | | 82,261,346 | | | | 1,153,362,648 | | | | 18,595,043 | | | | (51,857,300 | ) | | | (55,644,891 | ) | | | 3,299,656 | |
NET ASSETS: | |
| | | | | | |
Beginning of period | | $ | 1,153,362,748 | | | $ | 100 | | | $ | 899,548,461 | | | $ | 951,405,761 | | | $ | 97,944,178 | | | $ | 94,644,522 | |
| | | | | | |
End of period | | $ | 1,235,624,094 | | | $ | 1,153,362,748 | | | $ | 918,143,504 | | | $ | 899,548,461 | | | $ | 42,299,287 | | | $ | 97,944,178 | |
SHARES CREATED AND REDEEMED: | |
| | | | | | |
Shares outstanding, beginning of period | | | 23,960,000 | | | | 2 | | | | 21,100,000 | | | | 21,400,000 | | | | 2,100,000 | | | | 2,000,000 | |
| | | | | | |
Shares created | | | 1,540,000 | | | | 25,920,000 | | | | 2,400,000 | | | | 7,700,000 | | | | 100,000 | | | | 900,000 | |
| | | | | | |
Shares redeemed | | | — | | | | (1,960,002 | ) | | | (2,200,000 | ) | | | (8,000,000 | ) | | | (1,300,000 | ) | | | (800,000 | ) |
Shares outstanding, end of period | | | 25,500,000 | | | | 23,960,000 | | | | 21,300,000 | | | | 21,100,000 | | | | 900,000 | | | | 2,100,000 | |
* 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.
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 Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | |
| | | | | | |
Net investment income | | $ | 780,680 | | | $ | 1,093,104 | | | $ | 96,134 | | | $ | 91,125 | | | $ | 66,143 | | | $ | 116,545 | |
| | | | | | |
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions | | | (373,410 | ) | | | (1,017,936 | ) | | | (104,223 | ) | | | 78,789 | | | | (417,440 | ) | | | 168,033 | |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies | | | 71,725 | | | | 463,891 | | | | 2,007,391 | | | | 1,156,665 | | | | (63,549 | ) | | | 1,637,809 | |
Net increase (decrease) in net assets resulting from operations | | | 478,995 | | | | 539,059 | | | | 1,999,302 | | | | 1,326,579 | | | | (414,846 | ) | | | 1,922,387 | |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | | |
Distributable earnings | | | (891,400 | ) | | | (1,097,180 | ) | | | (307,865 | ) | | | (29,464 | ) | | | (552,534 | ) | | | (108,732 | ) |
| | | | | | |
Tax return of capital | | | — | | | | (214,620 | ) | | | — | | | | — | | | | — | | | | — | |
Total distributions to shareholders | | | (891,400 | ) | | | (1,311,800 | ) | | | (307,865 | ) | | | (29,464 | ) | | | (552,534 | ) | | | (108,732 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | | |
Net proceeds from sale of shares | | | 3,706,550 | | | | 4,117,174 | | | | 2,572,627 | | | | 6,956,371 | | | | — | | | | 1,143,090 | |
| | | | | | |
Cost of shares redeemed | | | — | | | | (1,475,157 | ) | | | — | | | | — | | | | — | | | | (2,492,429 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | 3,706,550 | | | | 2,642,017 | | | | 2,572,627 | | | | 6,956,371 | | | | — | | | | (1,349,339 | ) |
Net Increase (Decrease) in Net Assets | | | 3,294,145 | | | | 1,869,276 | | | | 4,264,064 | | | | 8,253,486 | | | | (967,380 | ) | | | 464,316 | |
NET ASSETS: | |
| | | | | | |
Beginning of period | | $ | 12,062,609 | | | $ | 10,193,333 | | | $ | 11,386,251 | | | $ | 3,132,765 | | | $ | 7,080,435 | | | $ | 6,616,119 | |
| | | | | | |
End of period | | $ | 15,356,754 | | | $ | 12,062,609 | | | $ | 15,650,315 | | | $ | 11,386,251 | | | $ | 6,113,055 | | | $ | 7,080,435 | |
SHARES CREATED AND REDEEMED: | |
| | | | | | |
Shares outstanding, beginning of period | | | 640,000 | | | | 500,000 | | | | 450,000 | | | | 150,000 | | | | 300,000 | | | | 350,000 | |
| | | | | | |
Shares created | | | 200,000 | | | | 220,000 | | | | 100,000 | | | | 300,000 | | | | — | | | | 50,000 | |
| | | | | | |
Shares redeemed | | | — | | | | (80,000 | ) | | | — | | | | — | | | | — | | | | (100,000 | ) |
Shares outstanding, end of period | | | 840,000 | | | | 640,000 | | | | 550,000 | | | | 450,000 | | | | 300,000 | | | | 300,000 | |
See Notes to Financial Statements.
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 Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | |
| | | | | | |
Net investment income | | $ | 3,566,773 | | | $ | 5,666,477 | | | $ | 3,843,317 | | | $ | 4,181,315 | | | $ | 2,103,009 | | | $ | 3,506,075 | |
| | | | | | |
Net realized gain (loss) on investments, futures contracts, written options and foreign currency related transactions | | | (7,379,866 | ) | | | (28,210,882 | ) | | | 5,734,757 | | | | 2,066,150 | | | | 4,531,482 | | | | (104,849 | ) |
| | | | | | |
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, written options and translation of assets and liabilities denominated in foreign currencies | | | 2,591,113 | | | | 13,879,414 | | | | 6,549,717 | | | | 2,059,028 | | | | (632,794 | ) | | | 6,245,588 | |
Net increase (decrease) in net assets resulting from operations | | | (1,221,980 | ) | | | (8,664,991 | ) | | | 16,127,791 | | | | 8,306,493 | | | | 6,001,697 | | | | 9,646,814 | |
DISTRIBUTIONS TO SHAREHOLDERS: | |
| | | | | | |
Distributable earnings | | | (6,008,710 | ) | | | (47,895,505 | ) | | | (7,722,950 | ) | | | (6,642,066 | ) | | | (3,954,500 | ) | | | (3,506,281 | ) |
| | | | | | |
Tax return of capital | | | — | | | | — | | | | — | | | | — | | | | — | | | | (5,830,787 | ) |
Total distributions to shareholders | | | (6,008,710 | ) | | | (47,895,505 | ) | | | (7,722,950 | ) | | | (6,642,066 | ) | | | (3,954,500 | ) | | | (9,337,068 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | | | | | |
Net proceeds from sale of shares | | | 15,197,301 | | | | 42,637,612 | | | | 50,373,024 | | | | 45,812,785 | | | | 9,444,356 | | | | 15,779,740 | |
| | | | | | |
Cost of shares redeemed | | | (57,300,548 | ) | | | (116,063,950 | ) | | | (6,980,322 | ) | | | (33,930,890 | ) | | | (21,801,671 | ) | | | (21,614,436 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | (42,103,247 | ) | | | (73,426,338 | ) | | | 43,392,702 | | | | 11,881,895 | | | | (12,357,315 | ) | | | (5,834,696 | ) |
Net Increase (Decrease) in Net Assets | | | (49,333,937 | ) | | | (129,986,834 | ) | | | 51,797,543 | | | | 13,546,322 | | | | (10,310,118 | ) | | | (5,524,950 | ) |
NET ASSETS: | |
| | | | | | |
Beginning of period | | $ | 166,736,778 | | | $ | 296,723,612 | | | $ | 154,144,939 | | | $ | 140,598,617 | | | $ | 98,796,599 | | | $ | 104,321,549 | |
| | | | | | |
End of period | | $ | 117,402,841 | | | $ | 166,736,778 | | | $ | 205,942,482 | | | $ | 154,144,939 | | | $ | 88,486,481 | | | $ | 98,796,599 | |
SHARES CREATED AND REDEEMED: | |
| | | | | | |
Shares outstanding, beginning of period | | | 9,250,000 | | | | 13,050,000 | | | | 4,400,000 | | | | 4,050,000 | | | | 3,100,000 | | | | 3,300,000 | |
| | | | | | |
Shares created | | | 850,000 | | | | 2,350,000 | | | | 1,450,000 | | | | 1,350,000 | | | | 300,000 | | | | 500,000 | |
| | | | | | |
Shares redeemed | | | (3,350,000 | ) | | | (6,150,000 | ) | | | (200,000 | ) | | | (1,000,000 | ) | | | (700,000 | ) | | | (700,000 | ) |
Shares outstanding, end of period | | | 6,750,000 | | | | 9,250,000 | | | | 5,650,000 | | | | 4,400,000 | | | | 2,700,000 | | | | 3,100,000 | |
See Notes to Financial Statements.
Statements of Changes in Net Assets (concluded)
WisdomTree Trust
| | | | | | | | |
| |
| | WisdomTree Target Range Fund | |
| | |
| | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | |
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: | |
| | |
Net investment income | | $ | 1,019,979 | | | $ | 1,419,098 | |
| | |
Net realized gain (loss) on investments and written options | | | 3,502,521 | | | | (6,017,393 | ) |
| | |
Net increase (decrease) in unrealized appreciation/depreciation on investments and written options | | | (665,673 | ) | | | 6,461,766 | |
Net increase in net assets resulting from operations | | | 3,856,827 | | | | 1,863,471 | |
DISTRIBUTIONS TO SHAREHOLDERS: | |
Distributable earnings | | | (1,831,250 | ) | | | (255,407 | ) |
CAPITAL SHARE TRANSACTIONS: | |
| | |
Net proceeds from sale of shares | | | 563,168 | | | | 15,071,197 | |
| | |
Cost of shares redeemed | | | (5,070,371 | ) | | | (4,308,280 | ) |
Net increase (decrease) in net assets resulting from capital share transactions | | | (4,507,203 | ) | | | 10,762,917 | |
Net Increase (Decrease) in Net Assets | | | (2,481,626 | ) | | | 12,370,981 | |
NET ASSETS: | |
| | |
Beginning of period | | $ | 64,046,432 | | | $ | 51,675,451 | |
| | |
End of period | | $ | 61,564,806 | | | $ | 64,046,432 | |
SHARES CREATED AND REDEEMED: | |
| | |
Shares outstanding, beginning of period | | | 2,850,000 | | | | 2,350,000 | |
| | |
Shares created | | | 25,000 | | | | 700,000 | |
| | |
Shares redeemed | | | (225,000 | ) | | | (200,000 | ) |
Shares outstanding, end of period | | | 2,650,000 | | | | 2,850,000 | |
See Notes to Financial Statements.
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 Six Months Ended February 29, 2024 (unaudited) | | | 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 period | | $ | 26.93 | | | $ | 28.81 | | | $ | 25.57 | | | $ | 26.23 | | | $ | 28.11 | | | $ | 26.73 | |
Investment operations: | |
| | | | | | |
Net investment income (loss)1 | | | 0.65 | | | | 0.96 | | | | 0.06 | | | | (0.12 | ) | | | 0.05 | | | | 0.47 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 0.20 | | | | (0.80 | ) | | | 3.18 | | | | (0.37 | ) | | | (1.11 | ) | | | 1.15 | |
| | | | | | |
Net increase from payment by affiliate | | | — | | | | — | | | | 0.00 | 2 | | | — | | | | — | | | | — | |
Total from investment operations | | | 0.85 | | | | 0.16 | | | | 3.24 | | | | (0.49 | ) | | | (1.06 | ) | | | 1.62 | |
Dividends and distributions to shareholders: | |
| | | | | | |
Net investment income | | | (1.76 | ) | | | (0.28 | ) | | | — | | | | (0.17 | ) | | | (0.82 | ) | | | (0.24 | ) |
| | | | | | |
Capital gains | | | — | | | | (1.76 | ) | | | — | | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (1.76 | ) | | | (2.04 | ) | | | — | | | | (0.17 | ) | | | (0.82 | ) | | | (0.24 | ) |
Net asset value, end of period | | $ | 26.02 | | | $ | 26.93 | | | $ | 28.81 | | | $ | 25.57 | | | $ | 26.23 | | | $ | 28.11 | |
| | | | | | |
TOTAL RETURN3 | | | 3.34 | % | | | 0.71 | % | | | 12.67 | %4 | | | (1.85 | )% | | | (3.87 | )% | | | 6.09 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 175,629 | | | $ | 196,577 | | | $ | 397,582 | | | $ | 143,168 | | | $ | 83,951 | | | $ | 44,974 | |
|
Ratios to average net assets of: | |
| | | | | | |
Expenses5,6 | | | 0.50 | %7 | | | 0.50 | % | | | 0.50 | % | | | 0.50 | % | | | 0.50 | % | | | 0.50 | % |
| | | | | | |
Net investment income (loss) | | | 4.88 | %7 | | | 3.52 | % | | | 0.21 | % | | | (0.45 | )% | | | 0.19 | % | | | 1.71 | % |
Portfolio turnover rate8,9 | | | 31 | % | | | 78 | % | | | 156 | % | | | 55 | % | | | 266 | % | | | 23 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree Emerging Currency Strategy Fund | | For the Six Months Ended February 29, 2024 (unaudited) | | | 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 period | | $ | 17.68 | | | $ | 16.47 | | | $ | 18.19 | | | $ | 17.55 | | | $ | 18.19 | | | $ | 17.97 | |
Investment operations: | |
| | | | | | |
Net investment income (loss)1 | | | 0.43 | | | | 0.63 | | | | (0.04 | ) | | | (0.09 | ) | | | 0.12 | | | | 0.31 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | (0.05 | )10 | | | 0.71 | | | | (1.68 | ) | | | 0.85 | | | | (0.41 | ) | | | 0.25 | |
Total from investment operations | | | 0.38 | | | | 1.34 | | | | (1.72 | ) | | | 0.76 | | | | (0.29 | ) | | | 0.56 | |
Dividends to shareholders: | |
Net investment income | | | (0.36 | ) | | | (0.13 | ) | | | — | | | | (0.12 | ) | | | (0.35 | ) | | | (0.34 | ) |
Net asset value, end of period | | $ | 17.70 | | | $ | 17.68 | | | $ | 16.47 | | | $ | 18.19 | | | $ | 17.55 | | | $ | 18.19 | |
| | | | | | |
TOTAL RETURN3 | | | 2.13 | % | | | 8.20 | % | | | (9.46 | )% | | | 4.31 | % | | | (1.68 | )% | | | 3.12 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 7,082 | | | $ | 8,839 | | | $ | 8,235 | | | $ | 12,732 | | | $ | 10,532 | | | $ | 20,009 | |
|
Ratios to average net assets of: | |
| | | | | | |
Expenses5,6 | | | 0.55 | %7 | | | 0.55 | % | | | 0.55 | % | | | 0.55 | % | | | 0.55 | % | | | 0.55 | % |
| | | | | | |
Net investment income (loss) | | | 4.87 | %7 | | | 3.67 | % | | | (0.21 | )% | | | (0.51 | )% | | | 0.65 | % | | | 1.68 | % |
Portfolio turnover rate8 | | | 122 | %9 | | | 0 | % | | | 36 | %9 | | | 26 | %9 | | | 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. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
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 | Does not include expenses of the Underlying Funds in which the Fund invests. |
8 | 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. |
9 | 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). |
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.
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
| | | | |
WisdomTree Bianco Total Return Fund | | For the Period December 20, 2023* through February 29, 2024 (unaudited) | |
Net asset value, beginning of period | | $ | 24.97 | |
Investment operations: | |
| |
Net investment income1 | | | 0.08 | |
| |
Net realized and unrealized loss | | | (0.29 | ) |
Total from investment operations | | | (0.21 | ) |
Dividends to shareholders: | |
| |
Net investment income | | | (0.12 | ) |
Net asset value, end of period | | $ | 24.64 | |
| |
TOTAL RETURN2 | | | (0.84 | )% |
RATIOS/SUPPLEMENTAL DATA: | |
| |
Net assets, end of period (000’s omitted) | | $ | 3,942 | |
|
Ratios to average net assets of: | |
| |
Expenses, net of expense waivers3 | | | 0.47 | %4 |
| |
Expenses, prior to expense waivers3 | | | 0.50 | %4 |
| |
Net investment income | | | 1.66 | %4 |
Portfolio turnover rate5 | | | 4 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree Emerging Markets Corporate Bond Fund | | For the Six Months Ended February 29, 2024 (unaudited) | | | 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 period | | $ | 62.27 | | | $ | 61.95 | | | $ | 76.11 | | | $ | 74.14 | | | $ | 72.72 | | | $ | 68.58 | |
Investment operations: | |
| | | | | | |
Net investment income1 | | | 1.60 | | | | 2.74 | | | | 2.53 | | | | 2.63 | | | | 2.99 | | | | 3.00 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 2.12 | | | | 0.33 | | | | (14.16 | ) | | | 1.94 | | | | 1.47 | 6 | | | 4.17 | |
Total from investment operations | | | 3.72 | | | | 3.07 | | | | (11.63 | ) | | | 4.57 | | | | 4.46 | | | | 7.17 | |
Dividends to shareholders: | |
| | | | | | |
Net investment income | | | (1.81 | ) | | | (2.75 | ) | | | (2.53 | ) | | | (2.60 | ) | | | (3.04 | ) | | | (3.03 | ) |
Net asset value, end of period | | $ | 64.18 | | | $ | 62.27 | | | $ | 61.95 | | | $ | 76.11 | | | $ | 74.14 | | | $ | 72.72 | |
| | | | | | |
TOTAL RETURN2 | | | 6.08 | % | | | 5.11 | % | | | (15.52 | )% | | | 6.26 | % | | | 6.37 | % | | | 10.69 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 48,137 | | | $ | 40,474 | | | $ | 52,655 | | | $ | 53,279 | | | $ | 29,655 | | | $ | 36,362 | |
|
Ratios to average net assets of: | |
| | | | | | |
Expenses | | | 0.60 | %4 | | | 0.60 | % | | | 0.60 | % | | | 0.60 | % | | | 0.60 | % | | | 0.60 | % |
| | | | | | |
Net investment income | | | 5.15 | %4 | | | 4.45 | % | | | 3.70 | % | | | 3.48 | % | | | 4.13 | % | | | 4.26 | % |
Portfolio turnover rate5 | | | 85 | % | | | 142 | % | | | 36 | % | | | 56 | % | | | 43 | % | | | 54 | % |
* | 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. For the periods in which the investment advisor waived advisory fees for the WisdomTree Bianco Total Return Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Does not include expenses of the Underlying Funds in which the Fund invests. |
5 | 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. |
6 | 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.
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 Six Months Ended February 29, 2024 (unaudited) | | | 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 period | | $ | 27.39 | | | $ | 25.75 | | | $ | 32.48 | | | $ | 32.70 | | | $ | 34.35 | | | $ | 32.47 | |
Investment operations: | |
| | | | | | |
Net investment income1 | | | 0.81 | | | | 1.50 | | | | 1.57 | | | | 1.64 | | | | 1.83 | | | | 1.96 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | (0.08 | ) | | | 1.46 | | | | (6.89 | ) | | | (0.33 | ) | | | (1.76 | )2 | | | 1.72 | |
Total from investment operations | | | 0.73 | | | | 2.96 | | | | (5.32 | ) | | | 1.31 | | | | 0.07 | | | | 3.68 | |
Dividends and distributions to shareholders: | |
| | | | | | |
Net investment income | | | (0.72 | ) | | | (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 | | | (0.72 | ) | | | (1.32 | ) | | | (1.41 | ) | | | (1.53 | ) | | | (1.72 | ) | | | (1.80 | ) |
Net asset value, end of period | | $ | 27.40 | | | $ | 27.39 | | | $ | 25.75 | | | $ | 32.48 | | | $ | 32.70 | | | $ | 34.35 | |
| | | | | | |
TOTAL RETURN3 | | | 2.73 | % | | | 11.83 | % | | | (16.69 | )% | | | 4.06 | % | | | 0.20 | % | | | 11.54 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 84,940 | | | $ | 102,701 | | | $ | 87,544 | | | $ | 134,784 | | | $ | 127,519 | | | $ | 195,783 | |
|
Ratios to average net assets of: | |
| | | | | | |
Expenses | | | 0.55 | %4 | | | 0.55 | % | | | 0.55 | % | | | 0.55 | % | | | 0.55 | % | | | 0.55 | % |
| | | | | | |
Net investment income | | | 6.03 | %4 | | | 5.68 | % | | | 5.47 | % | | | 4.97 | % | | | 5.42 | % | | | 5.77 | % |
Portfolio turnover rate5 | | | 6 | % | | | 21 | % | | | 31 | % | | | 31 | % | | | 29 | % | | | 27 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree Floating Rate Treasury Fund | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Year Ended August 31, 20226 | | | For the Year Ended August 31, 20216 | | | For the Year Ended August 31, 20206 | | | For the Year Ended August 31, 20196 | |
Net asset value, beginning of period | | $ | 50.31 | | | $ | 50.24 | | | $ | 50.21 | | | $ | 50.23 | | | $ | 50.11 | | | $ | 50.15 | |
Investment operations: | |
| | | | | | |
Net investment income (loss)1 | | | 1.35 | | | | 2.37 | | | | 0.56 | | | | (0.01 | ) | | | 0.48 | | | | 1.12 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | (0.01 | ) | | | (0.04 | )2 | | | (0.24 | ) | | | 0.01 | | | | 0.13 | | | | (0.10 | ) |
Total from investment operations | | | 1.34 | | | | 2.33 | | | | 0.32 | | | | 0.00 | 7 | | | 0.61 | | | | 1.02 | |
Dividends and distributions to shareholders: | |
| | | | | | |
Net investment income | | | (1.36 | ) | | | (2.26 | ) | | | (0.29 | ) | | | (0.01 | ) | | | (0.49 | ) | | | (1.06 | ) |
| | | | | | |
Capital gains | | | — | | | | (0.00 | )7 | | | (0.00 | )7 | | | (0.01 | ) | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (1.36 | ) | | | (2.26 | ) | | | (0.29 | ) | | | (0.02 | ) | | | (0.49 | ) | | | (1.06 | ) |
Net asset value, end of period | | $ | 50.29 | | | $ | 50.31 | | | $ | 50.24 | | | $ | 50.21 | | | $ | 50.23 | | | $ | 50.11 | |
| | | | | | |
TOTAL RETURN3 | | | 2.69 | % | | | 4.75 | % | | | 0.63 | % | | | 0.00 | %8 | | | 1.26 | % | | | 2.06 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 17,419,365 | | | $ | 18,055,898 | | | $ | 8,052,243 | | | $ | 1,086,455 | | | $ | 1,491,940 | | | $ | 1,652,361 | |
|
Ratios to average net assets of: | |
| | | | | | |
Expenses | | | 0.15 | %4 | | | 0.15 | % | | | 0.15 | % | | | 0.15 | % | | | 0.15 | % | | | 0.15 | % |
| | | | | | |
Net investment income (loss) | | | 5.38 | %4 | | | 4.71 | % | | | 1.12 | % | | | (0.02 | )% | | | 0.95 | % | | | 2.22 | % |
Portfolio turnover rate5 | | | 80 | % | | | 167 | % | | | 170 | % | | | 147 | % | | | 163 | % | | | 170 | % |
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. Total return calculated for a period of less than one year is not annualized. |
5 | 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. |
6 | Per share amounts were adjusted to reflect a 1:2 reverse share split effective March 24, 2022. |
7 | Amount represents less than $0.005. |
8 | Amount represents less than 0.005%. |
See Notes to Financial Statements.
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 Six Months Ended February 29, 2024 (unaudited) | | | 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 period | | $ | 21.29 | | | $ | 20.57 | | | $ | 22.19 | | | $ | 21.40 | | | $ | 23.13 | | | $ | 24.07 | |
Investment operations: | |
| | | | | | |
Net investment income1 | | | 0.66 | | | | 1.20 | | | | 0.98 | | | | 0.96 | | | | 1.20 | | | | 1.30 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 0.54 | | | | 0.74 | | | | (1.65 | )2 | | | 0.78 | | | | (1.73 | ) | | | (0.91 | ) |
| | | | | | |
Net increase from payment by affiliate | | | — | | | | — | | | | — | | | | 0.01 | | | | — | | | | — | |
Total from investment operations | | | 1.20 | | | | 1.94 | | | | (0.67 | ) | | | 1.75 | | | | (0.53 | ) | | | 0.39 | |
Dividends and distributions to shareholders: | |
| | | | | | |
Net investment income | | | (0.68 | ) | | | (1.22 | ) | | | (0.95 | ) | | | (0.96 | ) | | | (1.20 | ) | | | (1.30 | ) |
| | | | | | |
Capital gains | | | — | | | | — | | | | — | | | | — | | | | — | | | | (0.03 | ) |
Total dividends and distributions to shareholders | | | (0.68 | ) | | | (1.22 | ) | | | (0.95 | ) | | | (0.96 | ) | | | (1.20 | ) | | | (1.33 | ) |
Net asset value, end of period | | $ | 21.81 | | | $ | 21.29 | | | $ | 20.57 | | | $ | 22.19 | | | $ | 21.40 | | | $ | 23.13 | |
| | | | | | |
TOTAL RETURN3 | | | 5.73 | % | | | 9.74 | % | | | (3.11 | )% | | | 8.33 | %4 | | | (2.26 | )% | | | 1.68 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 159,224 | | | $ | 151,181 | | | $ | 183,042 | | | $ | 166,447 | | | $ | 128,377 | | | $ | 247,466 | |
|
Ratios to average net assets of: | |
| | | | | | |
Expenses | | | 0.43 | %5 | | | 0.43 | % | | | 0.43 | % | | | 0.43 | % | | | 0.43 | % | | | 0.43 | % |
| | | | | | |
Net investment income | | | 6.19 | %5 | | | 5.77 | % | | | 4.53 | % | | | 4.40 | % | | | 5.43 | % | | | 5.52 | % |
Portfolio turnover rate6 | | | 16 | % | | | 21 | % | | | 23 | % | | | 40 | % | | | 101 | %7,8 | | | 61 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 20239 | | | For the Year Ended August 31, 20229 | | | For the Year Ended August 31, 20219 | | | For the Year Ended August 31, 20209 | | | For the Year Ended August 31, 20199 | |
Net asset value, beginning of period | | $ | 22.19 | | | $ | 22.90 | | | $ | 23.41 | | | $ | 23.52 | | | $ | 23.85 | | | $ | 23.91 | |
Investment operations: | |
| | | | | | |
Net investment income1 | | | 0.42 | | | | 0.74 | | | | 0.42 | | | | 0.35 | | | | 0.56 | | | | 0.68 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 0.39 | | | | 0.63 | | | | (0.51 | )2 | | | (0.03 | ) | | | (0.30 | ) | | | (0.05 | ) |
Total from investment operations | | | 0.81 | | | | 1.37 | | | | (0.09 | ) | | | 0.32 | | | | 0.26 | | | | 0.63 | |
Dividends and distributions to shareholders: | |
| | | | | | |
Net investment income | | | (0.46 | ) | | | (0.77 | ) | | | (0.42 | ) | | | (0.43 | ) | | | (0.59 | ) | | | (0.69 | ) |
| | | | | | |
Capital gains | | | (0.51 | ) | | | (1.31 | ) | | | — | | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (0.97 | ) | | | (2.08 | ) | | | (0.42 | ) | | | (0.43 | ) | | | (0.59 | ) | | | (0.69 | ) |
Net asset value, end of period | | $ | 22.03 | | | $ | 22.19 | | | $ | 22.90 | | | $ | 23.41 | | | $ | 23.52 | | | $ | 23.85 | |
| | | | | | |
TOTAL RETURN3 | | | 3.74 | % | | | 6.35 | % | | | (0.39 | )% | | | 1.34 | % | | | 1.08 | % | | | 2.69 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 162,986 | | | $ | 200,830 | | | $ | 366,368 | | | $ | 215,330 | | | $ | 94,088 | | | $ | 76,337 | |
|
Ratios to average net assets of: | |
| | | | | | |
Expenses | | | 0.23 | %5 | | | 0.23 | % | | | 0.23 | % | | | 0.23 | % | | | 0.23 | % | | | 0.23 | % |
| | | | | | |
Net investment income | | | 3.77 | %5 | | | 3.34 | % | | | 1.79 | % | | | 1.47 | % | | | 2.36 | % | | | 2.86 | % |
Portfolio turnover rate6 | | | 55 | % | | | 171 | % | | | 131 | % | | | 81 | % | | | 70 | % | | | 39 | % |
Portfolio turnover rate excluding TBA roll transactions6 | | | 27 | % | | | 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. Total return calculated for a period of less than one year is not annualized. |
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. |
6 | 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. |
7 | The increase in the portfolio turnover rate was primarily a result of the change in investment objective and strategy on June 1, 2020. |
8 | On June 4, 2020, Voya Investment Management Co., LLC replaced Mellon Investments Corporation as sub-advisor to the Fund. |
9 | Per share amounts were adjusted to reflect a 2:1 share split effective August 10, 2023. |
See Notes to Financial Statements.
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 Six Months Ended February 29, 2024 (unaudited) | | | 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 | | $ | 42.82 | | | $ | 45.57 | | | $ | 50.94 | | | $ | 51.64 | | | $ | 50.26 | |
Investment operations: | |
| | | | | |
Net investment income1 | | | 0.72 | | | | 1.21 | | | | 0.50 | | | | 0.45 | | | | 0.66 | |
| | | | | |
Net realized and unrealized gain (loss) | | | 0.32 | | | | (2.51 | ) | | | (5.19 | ) | | | 0.06 | | | | 1.55 | |
Total from investment operations | | | 1.04 | | | | (1.30 | ) | | | (4.69 | ) | | | 0.51 | | | | 2.21 | |
Dividends and distributions to shareholders: | |
| | | | | |
Net investment income | | | (0.72 | ) | | | (1.45 | ) | | | (0.68 | ) | | | (0.88 | ) | | | (0.83 | ) |
| | | | | |
Capital gains | | | — | | | | — | | | | — | | | | (0.32 | ) | | | — | |
| | | | | |
Tax return of capital | | | — | | | | — | | | | — | | | | (0.01 | ) | | | — | |
Total dividends and distributions to shareholders | | | (0.72 | ) | | | (1.45 | ) | | | (0.68 | ) | | | (1.21 | ) | | | (0.83 | ) |
Net asset value, end of period | | $ | 43.14 | | | $ | 42.82 | | | $ | 45.57 | | | $ | 50.94 | | | $ | 51.64 | |
| | | | | |
TOTAL RETURN2 | | | 2.48 | % | | | (2.87 | )% | | | (9.27 | )% | | | 0.99 | % | | | 4.45 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | |
Net assets, end of period (000’s omitted) | | $ | 47,459 | | | $ | 25,691 | | | $ | 36,458 | | | $ | 40,754 | | | $ | 30,986 | |
|
Ratios to average net assets of: | |
| | | | | |
Expenses | | | 0.45 | %3 | | | 0.45 | % | | | 0.45 | % | | | 0.45 | % | | | 0.45 | %3 |
| | | | | |
Net investment income | | | 3.42 | %3 | | | 2.77 | % | | | 1.02 | % | | | 0.88 | % | | | 1.64 | %3 |
Portfolio turnover rate4 | | | 63 | % | | | 93 | % | | | 373 | % | | | 430 | % | | | 278 | % |
Portfolio turnover rate excluding TBA roll transactions4 | | | 5 | % | | | 41 | % | | | 19 | % | | | 47 | % | | | 70 | % |
| | | | | | | | | | | | | | | | | | | | |
| | | | | |
WisdomTree Voya Yield Enhanced USD Universal Bond Fund | | | | | | | | | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Period February 7, 2023* through August 31, 2023 | |
Net asset value, beginning of period | | | | | | | | | | | | | | $ | 48.14 | | | $ | 49.64 | |
Investment operations: | |
| | | | | |
Net investment income1 | | | | | | | | | | | | | | | 1.10 | | | | 1.24 | |
| | | | | |
Net realized and unrealized gain (loss) | | | | | | | | | | | | | | | 0.31 | | | | (1.54 | ) |
Total from investment operations | | | | | | | | | | | | | | | 1.41 | | | | (0.30 | ) |
Dividends to shareholders: | |
| | | | | |
Net investment income | | | | | | | | | | | | | | | (1.09 | ) | | | (1.20 | ) |
Net asset value, end of period | | | | | | | | | | | | | | $ | 48.46 | | | $ | 48.14 | |
| | | | | |
TOTAL RETURN2 | | | | | | | | | | | | | | | 2.98 | % | | | (0.61 | )% |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | |
Net assets, end of period (000’s omitted) | | | | | | | | | | | | | | $ | 1,235,624 | | | $ | 1,153,363 | |
|
Ratios to average net assets of: | |
| | | | | |
Expenses | | | | | | | | | | | | | | | 0.15 | %3 | | | 0.15 | %3 |
| | | | | |
Net investment income | | | | | | | | | | | | | | | 4.61 | %3 | | | 4.51 | %3 |
Portfolio turnover rate4 | | | | | | | | | | | | | | | 20 | % | | | 57 | % |
Portfolio turnover rate excluding TBA roll transactions4 | | | | | | | | | | | | | | | 10 | % | | | 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. |
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.
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 Six Months Ended February 29, 2024 (unaudited) | | | 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 period | | $ | 42.63 | | | $ | 44.46 | | | $ | 52.61 | | | $ | 53.93 | | | $ | 52.71 | | | $ | 48.68 | |
Investment operations: | |
| | | | | | |
Net investment income1 | | | 0.88 | | | | 1.49 | | | | 0.96 | | | | 0.85 | | | | 1.28 | | | | 1.61 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 0.52 | | | | (1.80 | ) | | | (8.05 | ) | | | (0.76 | ) | | | 1.38 | | | | 4.05 | |
Total from investment operations | | | 1.40 | | | | (0.31 | ) | | | (7.09 | ) | | | 0.09 | 2 | | | 2.66 | | | | 5.66 | |
Dividends and distributions to shareholders: | |
| | | | | | |
Net investment income | | | (0.92 | ) | | | (1.52 | ) | | | (1.04 | ) | | | (1.14 | ) | | | (1.44 | ) | | | (1.63 | ) |
| | | | | | |
Capital gains | | | — | | | | — | | | | (0.02 | ) | | | (0.27 | ) | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (0.92 | ) | | | (1.52 | ) | | | (1.06 | ) | | | (1.41 | ) | | | (1.44 | ) | | | (1.63 | ) |
Net asset value, end of period | | $ | 43.11 | | | $ | 42.63 | | | $ | 44.46 | | | $ | 52.61 | | | $ | 53.93 | | | $ | 52.71 | |
| | | | | | |
TOTAL RETURN3 | | | 3.33 | % | | | (0.66 | )% | | | (13.62 | )% | | | 0.18 | % | | | 5.14 | % | | | 11.92 | % |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 918,144 | | | $ | 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 | %4 | | | 0.12 | % | | | 0.12 | % | | | 0.12 | %5 | | | 0.12 | % | | | 0.12 | % |
| | | | | | |
Expenses, prior to expense waivers | | | 0.12 | %4 | | | 0.12 | % | | | 0.12 | % | | | 0.15 | % | | | 0.20 | % | | | 0.20 | % |
| | | | | | |
Net investment income | | | 4.16 | %4 | | | 3.46 | % | | | 1.97 | % | | | 1.61 | % | | | 2.43 | % | | | 3.25 | % |
Portfolio turnover rate6 | | | 49 | % | | | 117 | % | | | 293 | % | | | 148 | % | | | 88 | % | | | 54 | % |
Portfolio turnover rate excluding TBA roll transactions6 | | | 26 | % | | | 50 | % | | | 40 | % | | | 41 | % | | | 65 | % | | | 44 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund | | For the Six Months Ended February 29, 2024 (unaudited) | | | 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 period | | $ | 46.64 | | | $ | 47.32 | | | $ | 51.23 | | | $ | 51.60 | | | $ | 50.58 | | | $ | 48.88 | |
Investment operations: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net investment income1 | | | 0.84 | | | | 1.19 | | | | 0.49 | | | | 0.50 | | | | 1.19 | | | | 1.40 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 0.38 | | | | (0.74 | ) | | | (3.81 | ) | | | (0.14 | ) | | | 1.05 | | | | 1.69 | |
Total from investment operations | | | 1.22 | | | | 0.45 | | | | (3.32 | ) | | | 0.36 | | | | 2.24 | | | | 3.09 | |
Dividends and distributions to shareholders: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net investment income | | | (0.86 | ) | | | (1.13 | ) | | | (0.53 | ) | | | (0.51 | ) | | | (1.22 | ) | | | (1.39 | ) |
| | | | | | |
Capital gains | | | — | | | | — | | | | (0.06 | ) | | | (0.22 | ) | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (0.86 | ) | | | (1.13 | ) | | | (0.59 | ) | | | (0.73 | ) | | | (1.22 | ) | | | (1.39 | ) |
Net asset value, end of period | | $ | 47.00 | | | $ | 46.64 | | | $ | 47.32 | | | $ | 51.23 | | | $ | 51.60 | | | $ | 50.58 | |
| | | | | | |
TOTAL RETURN3 | | | 2.64 | % | | | 0.96 | % | | | (6.52 | )% | | | 0.69 | % | | | 4.51 | % | | | 6.43 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 42,299 | | | $ | 97,944 | | | $ | 94,645 | | | $ | 199,802 | | | $ | 113,529 | | | $ | 91,052 | |
| | | | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
Expenses, net of expense waivers | | | 0.12 | %4 | | | 0.12 | % | | | 0.12 | % | | | 0.12 | %5 | | | 0.12 | % | | | 0.12 | % |
| | | | | | |
Expenses, prior to expense waivers | | | 0.12 | %4 | | | 0.12 | % | | | 0.12 | % | | | 0.15 | % | | | 0.20 | % | | | 0.20 | % |
| | | | | | |
Net investment income | | | 3.61 | %4 | | | 2.54 | % | | | 1.00 | % | | | 0.97 | % | | | 2.34 | % | | | 2.83 | % |
Portfolio turnover rate6 | | | 106 | % | | | 124 | % | | | 193 | % | | | 224 | % | | | 106 | % | | | 49 | % |
Portfolio turnover rate excluding TBA roll transactions6 | | | 57 | % | | | 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. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
5 | 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%. |
6 | 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.
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 Six Months Ended February 29, 2024 (unaudited) | | | 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 | | $ | 18.85 | | | $ | 20.39 | | | $ | 25.79 | | | $ | 24.96 | |
Investment operations: | |
| | | | |
Net investment income1 | | | 1.06 | | | | 1.94 | | | | 1.49 | | | | 0.43 | |
| | | | |
Net realized and unrealized gain (loss) | | | (0.43 | ) | | | (1.15 | ) | | | (4.82 | ) | | | 0.40 | |
Total from investment operations | | | 0.63 | | | | 0.79 | | | | (3.33 | ) | | | 0.83 | |
Dividends and distributions to shareholders: | |
| | | | |
Net investment income | | | (1.20 | ) | | | (1.97 | ) | | | (1.66 | ) | | | — | |
| | | | |
Capital gains | | | — | | | | — | | | | (0.01 | ) | | | — | |
| | | | |
Tax return of capital | | | — | | | | (0.36 | ) | | | (0.40 | ) | | | — | |
Total dividends and distributions to shareholders | | | (1.20 | ) | | | (2.33 | ) | | | (2.07 | ) | | | — | |
Net asset value, end of period | | $ | 18.28 | | | $ | 18.85 | | | $ | 20.39 | | | $ | 25.79 | |
| | | | |
TOTAL RETURN2 | | | 3.54 | % | | | 5.28 | % | | | (13.50 | )% | | | 3.33 | % |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | |
| | | | |
Net assets, end of period (000’s omitted) | | $ | 15,357 | | | $ | 12,063 | | | $ | 10,193 | | | $ | 10,315 | |
| | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | |
| | | | |
Expenses | | | 0.50 | %3 | | | 0.50 | % | | | 0.50 | % | | | 0.50 | %3 |
| | | | |
Net investment income | | | 11.63 | %3 | | | 10.64 | % | | | 6.35 | % | | | 5.39 | %3 |
Portfolio turnover rate4 | | | 14 | % | | | 33 | % | | | 52 | % | | | 2 | % |
| | | | | | | | | | | | | | | | |
| | | | |
WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated) | | | | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Period March 17, 2022* through August 31, 2022 | |
Net asset value, beginning of period | | | | | | $ | 25.30 | | | $ | 20.89 | | | $ | 25.31 | |
Investment operations: | |
| | | | |
Net investment income1 | | | | | | | 0.19 | | | | 0.34 | | | | 0.13 | |
| | | | |
Net realized and unrealized gain (loss) | | | | | | | 3.58 | | | | 4.24 | | | | (4.55 | ) |
Total from investment operations | | | | | | | 3.77 | | | | 4.58 | | | | (4.42 | ) |
Dividends to shareholders: | |
Net investment income | | | | | | | (0.61 | ) | | | (0.17 | ) | | | – | |
Net asset value, end of period | | | | | | $ | 28.46 | | | $ | 25.30 | | | $ | 20.89 | |
| | | | |
TOTAL RETURN2 | | | | | | | 15.34 | % | | | 22.14 | % | | | (17.46 | )% |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted) | | | | | | $ | 15,650 | | | $ | 11,386 | | | $ | 3,133 | |
| | | | |
Ratios to average net assets of: | | | | | | | | | | | | | | | | |
Expenses | | | | | | | 0.20 | %3 | | | 0.20 | % | | | 0.20 | %3 |
| | | | |
Net investment income | | | | | | | 1.45 | %3 | | | 1.46 | % | | | 1.26 | %3 |
Portfolio turnover rate4 | | | | | | | 5 | % | | | 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. |
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.
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 Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Period December 16, 2021* through August 31, 2022 | |
Net asset value, beginning of period | | $ | 23.60 | | | $ | 18.90 | | | $ | 24.49 | |
Investment operations: | |
| | | |
Net investment income1 | | | 0.22 | | | | 0.38 | | | | 0.26 | |
| | | |
Net realized and unrealized gain (loss) | | | (1.60 | ) | | | 4.65 | | | | (5.85 | ) |
Total from investment operations | | | (1.38 | ) | | | 5.03 | | | | (5.59 | ) |
Dividends to shareholders: | |
Net investment income | | | (1.84 | ) | | | (0.33 | ) | | | — | |
Net asset value, end of period | | $ | 20.38 | | | $ | 23.60 | | | $ | 18.90 | |
| | | |
TOTAL RETURN2 | | | (6.39 | )% | | | 26.95 | % | | | (22.83 | )% |
RATIOS/SUPPLEMENTAL DATA: | |
| | | |
Net assets, end of period (000’s omitted) | | $ | 6,113 | | | $ | 7,080 | | | $ | 6,616 | |
|
Ratios to average net assets of: | |
| | | |
Expenses | | | 0.45 | %3 | | | 0.45 | % | | | 0.45 | %3 |
| | | |
Net investment income | | | 2.00 | %3 | | | 1.62 | % | | | 1.40 | %3 |
Portfolio turnover rate4 | | | 8 | % | | | 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. |
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.
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 Six Months Ended February 29, 2024 (unaudited) | | | 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 | | $ | 18.03 | | | $ | 22.74 | | | $ | 22.12 | | | $ | 18.74 | | | | | | | $ | 18.80 | | | $ | 17.50 | | | $ | 19.25 | |
Investment operations: | | | | | |
| | | | | | | | |
Net investment income (loss)1 | | | 0.41 | | | | 0.53 | | | | (0.01 | ) | | | (0.08 | ) | | | | | | | (0.03 | ) | | | 0.23 | | | | 0.18 | |
| | | | | | | | |
Net realized and unrealized gain (loss) | | | (0.43 | ) | | | (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 | | | (0.02 | ) | | | (0.61 | ) | | | 2.65 | | | | 3.38 | | | | | | | | (0.06 | ) | | | 1.30 | | | | (1.75 | ) |
Dividends and distributions to shareholders: | | | | | |
| | | | | | | | |
Net investment income | | | (0.62 | ) | | | (4.10 | ) | | | (2.03 | ) | | | — | | | | | | | | — | | | | — | | | | — | |
| | | | | | | | |
Capital gains | | | — | | | | — | | | | (0.00 | )2 | | | — | | | | | | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (0.62 | ) | | | (4.10 | ) | | | (2.03 | ) | | | — | | | | | | | | — | | | | — | | | | — | |
Net asset value, end of period | | $ | 17.39 | | | $ | 18.03 | | | $ | 22.74 | | | $ | 22.12 | | | | | | | $ | 18.74 | | | $ | 18.80 | | | $ | 17.50 | |
| | | | | | | | |
TOTAL RETURN3 | | | (0.08 | )% | | | (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) | | $ | 117,403 | | | $ | 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 | %5,6 | | | 0.55 | %5 | | | 0.55 | %5 | | | 0.55 | %5,6 | | | | | | | 0.75 | %6 | | | 0.75 | % | | | 0.75 | % |
| | | | | | | | |
Expenses, prior to expense waivers | | | 0.55 | %5,6 | | | 0.55 | %5 | | | 0.55 | %5 | | | 0.55 | %5,6 | | | | | | | 0.85 | %6 | | | 0.85 | % | | | 0.85 | % |
| | | | | | | | |
Net investment income (loss) | | | 4.67 | %6 | | | 2.87 | % | | | (0.06 | )% | | | (0.52 | )%6 | | | | | | | (0.18 | )%6 | | | 1.30 | % | | | 0.94 | % |
Portfolio turnover rate7 | | | 0 | % | | | 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 | Does not include expenses of the Underlying Funds in which the Fund invests. |
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.
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 Six Months Ended February 29, 2024 (unaudited) | | | 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 period | | $ | 35.03 | | | $ | 34.72 | | | $ | 41.41 | | | $ | 35.31 | | | $ | 39.08 | | | $ | 40.57 | |
Investment operations: | |
| | | | | | |
Net investment income (loss)1 | | | 0.77 | | | | 1.02 | | | | (0.09 | ) | | | (0.23 | ) | | | 0.17 | | | | 0.55 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 2.31 | | | | 0.96 | | | | (1.39 | ) | | | 6.50 | | | | (3.34 | ) | | | (0.65 | ) |
| | | | | | |
Net increase from payment by affiliate | | | — | | | | — | | | | — | | | | 0.00 | 2 | | | — | | | | — | |
Total from investment operations | | | 3.08 | | | | 1.98 | | | | (1.48 | ) | | | 6.27 | | | | (3.17 | ) | | | (0.10 | ) |
Dividends to shareholders: | |
| | | | | | |
Net investment income | | | (1.66 | ) | | | (1.67 | ) | | | (5.21 | ) | | | (0.17 | ) | | | (0.60 | ) | | | (1.39 | ) |
Net asset value, end of period | | $ | 36.45 | | | $ | 35.03 | | | $ | 34.72 | | | $ | 41.41 | | | $ | 35.31 | | | $ | 39.08 | |
| | | | | | |
TOTAL RETURN3 | | | 9.19 | % | | | 6.00 | % | | | (3.91 | )% | | | 17.83 | %4 | | | (8.17 | )% | | | (0.22 | )% |
RATIOS/SUPPLEMENTAL DATA: | |
| | | | | | |
Net assets, end of period (000’s omitted) | | $ | 205,942 | | | $ | 154,145 | | | $ | 140,599 | | | $ | 147,001 | | | $ | 112,993 | | | $ | 216,875 | |
|
Ratios to average net assets of: | |
| | | | | | |
Expenses, net of expense waivers | | | 0.65 | %5,6 | | | 0.65 | %6 | | | 0.65 | %6 | | | 0.65 | %6,7 | | | 0.65 | %6 | | | 0.65 | % |
| | | | | | |
Expenses, prior to expense waivers | | | 0.65 | %5,6 | | | 0.65 | %6 | | | 0.65 | %6 | | | 0.68 | %6 | | | 0.75 | %6 | | | 0.75 | % |
| | | | | | |
Net investment income (loss) | | | 4.44 | %5 | | | 3.05 | % | | | (0.24 | )% | | | (0.60 | )% | | | 0.46 | % | | | 1.40 | % |
Portfolio turnover rate8 | | | 0 | % | | | 16 | %9 | | | 7 | %9 | | | 25 | %9 | | | 97 | %9 | | | 0 | % |
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | | | | |
WisdomTree PutWrite Strategy Fund | | For the Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 202310 | | | 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 period | | $ | 31.87 | | | $ | 31.61 | | | $ | 32.79 | | | $ | 26.64 | | | $ | 27.45 | | | $ | 30.57 | |
Investment operations: | |
| | | | | | |
Net investment income (loss)1 | | | 0.76 | | | | 1.14 | | | | 0.01 | | | | (0.11 | ) | | | 0.24 | | | | 0.49 | |
| | | | | | |
Net realized and unrealized gain (loss) | | | 1.59 | | | | 2.14 | | | | (1.19 | )11 | | | 6.67 | | | | (0.63 | )11 | | | (1.96 | ) |
Total from investment operations | | | 2.35 | | | | 3.28 | | | | (1.18 | ) | | | 6.56 | | | | (0.39 | ) | | | (1.47 | ) |
Dividends and distributions to shareholders: | |
| | | | | | |
Net investment income | | | (1.45 | ) | | | (1.09 | ) | | | — | | | | (0.41 | ) | | | (0.42 | ) | | | (0.25 | ) |
| | | | | | |
Capital gains | | | — | | | | — | | | | — | | | | — | | | | — | | | | (1.40 | ) |
| | | | | | |
Tax return of capital | | | — | | | | (1.93 | ) | | | — | | | | — | | | | — | | | | — | |
Total dividends and distributions to shareholders | | | (1.45 | ) | | | (3.02 | ) | | | — | | | | (0.41 | ) | | | (0.42 | ) | | | (1.65 | ) |
Net asset value, end of period | | $ | 32.77 | | | $ | 31.87 | | | $ | 31.61 | | | $ | 32.79 | | | $ | 26.64 | | | $ | 27.45 | |
| | | | | | |
TOTAL RETURN3 | | | 7.61 | % | | | 11.06 | % | | | (3.60 | )% | | | 24.87 | % | | | (1.52 | )% | | | (4.72 | )% |
RATIOS/SUPPLEMENTAL DATA: | |
Net assets, end of period (000’s omitted) | | $ | 88,486 | | | $ | 98,797 | | | $ | 104,322 | | | $ | 63,940 | | | $ | 117,225 | | | $ | 211,350 | |
Ratios to average net assets of: | |
| | | | | | |
Expenses, net of expense waivers | | | 0.44 | %5,6 | | | 0.44 | %6 | | | 0.44 | %6 | | | 0.44 | %6 | | | 0.41 | %6 | | | 0.38 | % |
| | | | | | |
Expenses, prior to expense waivers | | | 0.44 | %5,6 | | | 0.44 | %6 | | | 0.44 | %6 | | | 0.44 | %6 | | | 0.44 | %6 | | | 0.44 | % |
| | | | | | |
Net investment income (loss) | | | 4.81 | %5 | | | 3.64 | % | | | 0.02 | % | | | (0.38 | )% | | | 0.90 | % | | | 1.78 | % |
Portfolio turnover rate8 | | | 22 | %9 | | | 12 | %9,10 | | | 8 | %9 | | | 18 | %9 | | | 72 | %9 | | | 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. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
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. |
6 | Does not include expenses of the Underlying Funds in which the Fund invests. |
7 | 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%. |
8 | 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. |
9 | 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). |
10 | 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. |
11 | 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.
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 Six Months Ended February 29, 2024 (unaudited) | | | For the Year Ended August 31, 2023 | | | For the Period October 7, 2021* through August 31, 2022 | |
Net asset value, beginning of period | | $ | 22.47 | | | $ | 21.99 | | | $ | 24.99 | |
Investment operations: | | | | | | | | | | | | |
| | | |
Net investment income (loss)1 | | | 0.37 | | | | 0.53 | | | | (0.01 | ) |
| | | |
Net realized and unrealized gain (loss) | | | 1.05 | | | | 0.05 | | | | (2.99 | ) |
Total from investment operations | | | 1.42 | | | | 0.58 | | | | (3.00 | ) |
Dividends to shareholders: | | | | | | | | | | | | |
| | | |
Net investment income | | | (0.66 | ) | | | (0.10 | ) | | | — | |
Net asset value, end of period | | $ | 23.23 | | | $ | 22.47 | | | $ | 21.99 | |
| | | |
TOTAL RETURN2 | | | 6.45 | % | | | 2.65 | % | | | (12.00 | )% |
RATIOS/SUPPLEMENTAL DATA: | | | | | | | | | | | | |
| | | |
Net assets, end of period (000’s omitted) | | $ | 61,565 | | | $ | 64,046 | | | $ | 51,675 | |
| | | |
Ratios to average net assets of: | | | | | | | | | | | | |
| | | |
Expenses | | | 0.70 | %3 | | | 0.70 | % | | | 0.70 | %3 |
| | | |
Net investment income (loss) | | | 3.31 | %3 | | | 2.42 | % | | | (0.06 | )%3 |
Portfolio turnover rate4 | | | 0 | % | | | 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. |
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.
Notes to Financial Statements (unaudited)
1. ORGANIZATION
WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 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 Emerging Currency Strategy Fund (“Emerging Currency Strategy Fund” and also referred to herein as “Currency Strategy Funds”) | | | May 6, 2009 | |
WisdomTree Bianco Total Return Fund (“Bianco Total Return Fund”) | | | December 20, 2023 | |
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”) | | | 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 Bianco Total Return Fund, 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
Notes to Financial Statements (unaudited) (continued)
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 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 on the measurement date using an interpolated foreign exchange rate between the closest preceding and subsequent settlement period, as calculated using the 4:00 p.m. London time closing spot and forward rates provided by an independent pricing service provider 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 on the measurement date using an interpolated foreign exchange rate between the closest preceding and subsequent settlement period, as calculated using the 2:00 pm Singapore time closing spot and forward rates provided by an independent pricing service provider. U.S. Dollar Bullish Fund values foreign currency contracts on the measurement date using an interpolated foreign exchange rate between the closest preceding and subsequent settlement period, as calculated using the 4:00 p.m. Eastern time closing spot and forward rates provided by an independent pricing service provider. 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 (“CEFs” or “CEF”) 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
Notes to Financial Statements (unaudited) (continued)
procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events”. An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV Calculation Time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.
Fair Value Measurement — In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that 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.
Notes to Financial Statements (unaudited) (continued)
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 six months or period ended February 29, 2024, there were no significant transfers into or out of Level 3 of the fair value hierarchy.
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 period ended February 29, 2024 and open positions in such derivatives as of February 29, 2024 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 February 29, 2024, 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 February 29, 2024, 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 | | $ | 1,294,344 | | | Unrealized depreciation on foreign currency contracts | | $ | 346,068 | |
Emerging Currency Strategy Fund | | | | | | | | | | | | |
Foreign currency risk | | Unrealized appreciation on foreign currency contracts | | | 24,496 | | | Unrealized depreciation on foreign currency contracts | | | 43,074 | |
Emerging Markets Corporate Bond Fund | | | | | | | | | | | | |
Interest rate risk | | Unrealized appreciation on futures contracts* | | | 27,996 | | | Unrealized depreciation on futures contracts* | | | 22,512 | |
Emerging Markets Local Debt Fund | | | | | | | | | | | | |
Foreign currency risk | | Unrealized appreciation on foreign currency contracts | | | 50,901 | | | Unrealized depreciation on foreign currency contracts | | | 82,480 | |
Interest Rate Hedged High Yield Bond Fund | | | | | | | | | | | | |
Interest rate risk | | Unrealized appreciation on futures contracts* | | | 2,039 | | | Unrealized depreciation on futures contracts* | | | 263,734 | |
Interest Rate Hedged U.S. Aggregate Bond Fund | | | | | | | | | | | | |
Interest rate risk | | Unrealized appreciation on futures contracts* | | | 3,516 | | | Unrealized depreciation on futures contracts* | | | 567,551 | |
Mortgage Plus Bond Fund | | | | | | | | | | | | |
Interest rate risk | | Unrealized appreciation on futures contracts* | | | 2,662 | | | Unrealized depreciation on futures contracts* | | | 1,016 | |
Voya Yield Enhanced USD Universal Bond Fund | | | | | | | | | | | | |
Interest rate risk | | Unrealized appreciation on futures contracts* | | | 213,735 | | | Unrealized depreciation on futures contracts* | | | 9,711 | |
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | | | | | | | | | | | | |
Interest rate risk | | Unrealized appreciation on futures contracts* | | | 188 | | | Unrealized depreciation on futures contracts* | | | — | |
Notes to Financial Statements (unaudited) (continued)
| | | | | | | | | | | | |
| | |
| | Asset Derivatives | | | Liability Derivatives | |
| | | | |
Fund | | Balance Sheet Location | | Value | | | Balance Sheet Location | | Value | |
Efficient Gold Plus Equity Strategy Fund (consolidated) | | | | | | | | | | | | |
Commodity risk | | Unrealized appreciation on futures contracts* | | $ | 129,099 | | | Unrealized depreciation on futures contracts* | | $ | — | |
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | | | | | | | | | | | | |
Commodity risk | | Unrealized appreciation on futures contracts* | | | 50,869 | | | Unrealized depreciation on futures contracts* | | | — | |
Enhanced Commodity Strategy Fund (consolidated) | | | | | | | | | | | | |
Commodity risk | | Unrealized appreciation on futures contracts* | | | 5,505,608 | | | Unrealized depreciation on futures contracts* | | | 4,517,997 | |
Digital assets risk | | Unrealized appreciation on futures contracts* | | | 711,587 | | | Unrealized depreciation on futures contracts* | | | — | |
Managed Futures Strategy Fund (consolidated) | | | | | | | | | | | | |
Commodity risk | | Unrealized appreciation on futures contracts* | | | 2,483,857 | | | Unrealized depreciation on futures contracts* | | | 647,059 | |
Digital assets risk | | Unrealized appreciation on futures contracts* | | | 711,587 | | | Unrealized depreciation on futures contracts* | | | — | |
Equity risk | | Unrealized appreciation on futures contracts* | | | 6,040,879 | | | Unrealized depreciation on futures contracts* | | | — | |
Foreign currency risk | | Unrealized appreciation on futures contracts* | | | — | | | Unrealized depreciation on futures contracts* | | | 42,345 | |
Interest rate risk | | Unrealized appreciation on futures contracts* | | | — | | | Unrealized depreciation on futures contracts* | | | 106,625 | |
PutWrite Strategy Fund | | | | | | | | | | | | |
Equity risk | | | | | | | | Written options, at value | | | 1,368,652 | |
Target Range Fund | | | | | | | | | | | | |
Equity risk | | Purchased options, at value** | | | 14,798,816 | | | Written options, at value | | | 2,349,512 | |
| * | Includes cumulative appreciation (depreciation) of futures contracts as reported in each Fund’s Schedule of Investments. Only current day’s variation margin is reported within the Statements of Assets and Liabilities. Please see Note 2 (Futures Contracts) on page 202 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 six months ended February 29, 2024, 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 | | $ | 3,249,686 | | | $ | (2,993,578 | ) |
Emerging Currency Strategy Fund | | | | | | | | |
Foreign currency risk | | | (160,162 | ) | | | 195,879 | |
Emerging Markets Corporate Bond Fund | | | | | | | | |
Foreign currency risk | | | 45 | | | | — | |
Interest rate risk | | | 8,768 | | | | 29,992 | |
Emerging Markets Local Debt Fund | | | | | | | | |
Foreign currency risk | | | (28,104 | ) | | | (23,223 | ) |
Interest Rate Hedged High Yield Bond Fund | | | | | | | | |
Interest rate risk | | | 567,171 | | | | 524,024 | |
Interest Rate Hedged U.S. Aggregate Bond Fund | | | | | | | | |
Interest rate risk | | | 1,086,682 | | | | 964,122 | |
Mortgage Plus Bond Fund | | | | | | | | |
Interest rate risk | | | 15,576 | | | | (11,266 | ) |
Voya Yield Enhanced USD Universal Bond Fund | | | | | | | | |
Interest rate risk | | | 700,195 | | | | 37,249 | |
Notes to Financial Statements (unaudited) (continued)
| | | | | | | | |
| | |
Fund | | Amount of Realized Gain or (Loss) on Derivatives Recognized1 | | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2 | |
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | | | | | | | | |
Interest rate risk | | $ | (19,620 | ) | | $ | 188 | |
Efficient Gold Plus Equity Strategy Fund (consolidated) | | | | | | | | |
Commodity risk | | | (2,071 | ) | | | 289,582 | |
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | | | | | | | | |
Commodity risk | | | (47,991 | ) | | | 164,048 | |
Foreign currency risk | | | (2,566 | ) | | | 25 | |
Enhanced Commodity Strategy Fund (consolidated) | | | | | | | | |
Commodity risk | | | (10,936,470 | ) | | | 1,881,532 | |
Digital asset risk | | | 3,550,088 | | | | 709,187 | |
Managed Futures Strategy Fund (consolidated) | | | | | | | | |
Commodity risk | | | 1,649,419 | | | | 931,013 | |
Digital asset risk | | | 1,999,103 | | | | 704,912 | |
Equity risk | | | 2,164,058 | | | | 5,092,508 | |
Foreign currency risk | | | (175,268 | ) | | | (133,135 | ) |
Interest rate risk | | | 98,739 | | | | 7,649 | |
PutWrite Strategy Fund | | | | | | | | |
Equity risk | | | 10,471,084 | | | | (628,920 | ) |
Target Range Fund | | | | | | | | |
Equity risk | | | 3,502,324 | | | | (663,826 | ) |
| 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 |
Notes to Financial Statements (unaudited) (continued)
During the six months ended February 29, 2024, 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 | | $ | 234,635,376 | | | $ | 438,083,929 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
Emerging Currency Strategy Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign currency risk | | | 14,309,691 | | | | 4,325,916 | | | | — | | | | — | | | | — | | | | — | |
Emerging Markets Corporate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign currency risk1 | | | — | | | | 147 | | | | — | | | | — | | | | — | | | | — | |
Interest rate risk | | | — | | | | — | | | | 7,286,574 | | | | 6,987,902 | | | | — | | | | — | |
Emerging Markets Local Debt Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Foreign currency risk | | | 7,457,294 | | | | 1,381,169 | | | | — | | | | — | | | | — | | | | — | |
Interest Rate Hedged High Yield Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Interest rate risk | | | — | | | | — | | | | 2,047,935 | | | | 140,392,134 | | | | — | | | | — | |
Interest Rate Hedged U.S. Aggregate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Interest rate risk | | | — | | | | — | | | | — | | | | 215,285,998 | | | | — | | | | — | |
Mortgage Plus Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Interest rate risk | | | — | | | | — | | | | 3,297,935 | | | | 727,007 | | | | — | | | | — | |
Voya Yield Enhanced USD Universal Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Interest rate risk | | | — | | | | — | | | | 56,090,039 | | | | 14,676,234 | | | | — | | | | — | |
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Interest rate risk | | | — | | | | — | | | | 287,705 | | | | — | | | | — | | | | — | |
Efficient Gold Plus Equity Strategy Fund (consolidated) | | | | | | | | | | | | | | | | | | | | | | | | |
Commodity risk | | | — | | | | — | | | | 11,958,476 | | | | — | | | | — | | | | — | |
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | | | | | | | | | | | | | | | | | | | | | | | | |
Commodity risk | | | — | | | | — | | | | 5,991,020 | | | | — | | | | — | | | | — | |
Foreign currency risk | | | 9,142 | | | | — | | | | — | | | | — | | | | — | | | | — | |
Enhanced Commodity Strategy Fund (consolidated) | | | | | | | | | | | | | | | | | | | | | | | | |
Commodity risk | | | — | | | | — | | | | 170,995,660 | | | | 24,742,292 | | | | — | | | | — | |
Digital risk | | | — | | | | — | | | | 4,751,918 | | | | — | | | | — | | | | — | |
Managed Futures Strategy Fund (consolidated) | | | | | | | | | | | | | | | | | | | | | | | | |
Commodity risk | | | — | | | | — | | | | 26,361,747 | | | | 37,109,114 | | | | — | | | | — | |
Digital risk | | | — | | | | — | | | | 4,008,114 | | | | — | | | | — | | | | — | |
Equity risk | | | — | | | | — | | | | 59,770,959 | | | | — | | | | — | | | | — | |
Foreign currency risk | | | — | | | | — | | | | 17,235,725 | | | | — | | | | — | | | | — | |
Interest rate risk | | | — | | | | — | | | | 12,546,336 | | | | 13,528,047 | | | | — | | | | — | |
PutWrite Strategy Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Equity risk | | | — | | | | — | | | | — | | | | — | | | | 10,954,214 | | | | 89,099,186 | |
Target Range Fund | | | | | | | | | | | | | | | | | | | | | | | | |
Equity risk | | | — | | | | — | | | | — | | | | — | | | | 51,831,043 | | | | 70,047,057 | |
| 1 | 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.
Notes to Financial Statements (unaudited) (continued)
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 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.
Notes to Financial Statements (unaudited) (continued)
Foreign Currency Contracts — The U.S. Dollar Bullish Fund utilized foreign currency contracts to obtain net short exposure to foreign currencies consistent its investment strategy. The Emerging Currency Strategy Fund utilized foreign currency contracts to obtain net long exposure to foreign currencies consistent with its investment strategy. The Emerging Markets Corporate Bond Fund utilized foreign currency contracts primarily to facilitate foreign security settlements. 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, Voya Yield Enhanced USD Universal Bond Fund and Yield Enhanced U.S. Short-Term Aggregate 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 Statements 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”, “Foreign currency deposits at broker for futures contracts”, “Deposits due to broker for futures contracts”, or “Foreign currency deposits due to broker for futures 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
Notes to Financial Statements (unaudited) (continued)
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 February 29, 2024, the maximum payout for written put options for the PutWrite Strategy Fund was $91,594,700. 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.
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
Notes to Financial Statements (unaudited) (continued)
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 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 February 29, 2024, the impact of netting
Notes to Financial Statements (unaudited) (continued)
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 | | $ | 1,294,344 | | | $ | (155,869 | ) | | $ | — | | | $ | 1,138,475 | | | $ | 346,068 | | | $ | (155,869 | ) | | $ | — | | | $ | 190,199 | |
Emerging Currency Strategy Fund | |
Repurchase Agreements | | | 2,240,000 | | | | — | | | | (2,240,000 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Foreign Currency Contracts | | | 24,496 | | | | (16,830 | ) | | | — | | | | 7,666 | | | | 43,074 | | | | (16,830 | ) | | | — | | | | 26,244 | |
Emerging Markets Corporate Bond Fund | |
Securities Lending | | | 781,596 | | | | — | | | | (781,596 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Emerging Markets Local Debt Fund | |
Repurchase Agreements | | | 4,570,000 | | | | — | | | | (4,570,000 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Foreign Currency Contracts | | | 50,901 | | | | (4,462 | ) | | | — | | | | 46,439 | | | | 82,480 | | | | (4,462 | ) | | | — | | | | 78,018 | |
Interest Rate Hedged High Yield Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 14,330,595 | | | | — | | | | (14,330,595 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Interest Rate Hedged U.S. Aggregate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 2,115,844 | | | | — | | | | (2,115,844 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Repurchase Agreements | | | 4,400,000 | | | | — | | | | (4,400,000 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Yield Enhanced U.S. Aggregate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 4,845,271 | | | | — | | | | (4,845,271 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Repurchase Agreements | | | 4,980,000 | | | | — | | | | (4,980,000 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 23,557 | | | | — | | | | (23,557 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Alternative Income Fund | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 2,016,470 | | | | — | | | | (2,016,470 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Lending | | | 940,439 | | | | — | | | | (940,439 | )1 | | | — | | | | — | | | | — | | | | — | | | | — | |
| 1 | The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero. |
Short-Term Investments — Each Fund may invest a portion of its assets in high-quality money market instruments on an ongoing basis to provide liquidity or for other reasons. The instruments include short-term obligations issued by the U.S. government, its agencies, non-U.S. government agencies, negotiable certificates of deposit (“CDs”), fixed time deposits and bankers’ acceptances of U.S. and foreign banks and similar institutions, commercial papers, repurchase agreements and money market funds. CDs are short-term negotiable obligations of commercial banks. Time deposits are non-negotiable deposits maintained in banking institutions for specified periods of time at stated interest rates. Banker’s acceptances are time drafts drawn on commercial banks by borrowers, usually in connection with international transactions.
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
Notes to Financial Statements (unaudited) (continued)
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 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.
Notes to Financial Statements (unaudited) (continued)
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 (before fee waiver) | | | Advisory Fee Waiver1 | | | Advisory Fee Waiver Expiration Date | |
U.S. Dollar Bullish Fund | | | 0.50 | % | | | — | | | | — | |
Emerging Currency Strategy Fund | | | 0.55 | % | | | — | | | | — | |
Bianco Total Return Fund2 | | | 0.50 | % | | | (0.03 | )% | | | December 31, 2024 | |
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 Fund | | | 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 | WTAM has contractually agreed to waive a portion of its advisory fee by the waiver amount listed per annum based on the average daily net assets through the expiration date listed, unless earlier terminated by the Board of Trustees of the Trust for any reason. The dollar amount of contractual fee waivers are included in “Expense waivers” on the Statements of Operations. |
| 2 | Since the commencement of operations on December 20, 2023. |
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 period ended February 29, 2024, 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 Statements 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,
Notes to Financial Statements (unaudited) (continued)
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.
WTAM and/or WisdomTree (collectively herein, “WT”) may from time to time own shares of a Fund. As of and for the six months ended February 29, 2024, 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 February 29, 2024 | | | | | For the Six Months Ended February 29, 2024 | |
| | | | |
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 | | | 114 | | | $ | 3,116 | | | | | $ | 69 | |
Floating Rate Treasury Fund | | | 558,038 | | | | 28,069,311 | | | | | | 935,645 | |
Interest Rate Hedged High Yield Bond Fund | | | 117 | | | | 2,553 | | | | | | 84 | |
Mortgage Plus Bond Fund | | | 29,573 | | | | 1,277,554 | | | | | | 21,314 | |
Yield Enhanced U.S. Aggregate Bond Fund | | | 1,990 | | | | 85,809 | | | | | | 1,709 | |
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | | | 230 | | | | 10,815 | | | | | | 198 | |
PutWrite Strategy Fund | | | 192 | | | | 6,309 | | | | | | 281 | |
Enhanced Commodity Strategy Fund (consolidated) | | | 136 | | | | 2,366 | | | | | | 112 | |
Managed Futures Strategy Fund (consolidated) | | | 366 | | | | 13,322 | | | | | | 471 | |
Target Range Fund | | | 65 | | | | 1,515 | | | | | | 36 | |
During the fiscal period ended February 29, 2024, in connection with the organization of the Bianco Total Return Fund, a newly launched Fund, WTAM contributed $100 to the Fund in exchange for 4 shares in the Bianco Total Return Fund. Prior to February 29, 2024, WTAM redeemed the aforementioned 4 shares for proceeds of $100.
4. CAPITAL SHARE TRANSACTIONS
As of February 29, 2024, 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 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 February 29, 2024, 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 six months or period ended February 29, 2024 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 | | $ | 2,772,665 | | | $ | 4,276,861 | | | $ | — | | | $ | — | | | $ | — | | | $ | — | |
Emerging Currency Strategy Fund | | | 503,770 | | | | 503,466 | | | | — | | | | — | | | | — | | | | — | |
Notes to Financial Statements (unaudited) (continued)
| | | | | | | | | | | | | | | | | | | | | | | | |
| | | |
| | Non-U.S. Government Securities | | | U.S. Government Securities | | | In-kind Capital Share Transactions | |
| | | | | | |
Fund | | Purchases | | | Sales | | | Purchases | | | Sales | | | Purchases | | | Sales | |
Bianco Total Return Fund1 | | $ | 116,344 | | | $ | 121,812 | | | $ | — | | | $ | — | | | $ | 3,976,196 | | | $ | — | |
Emerging Markets Corporate Bond Fund | | | 33,191,309 | | | | 33,569,815 | | | | — | | | | — | | | | 9,235,434 | | | | 3,050,461 | |
Emerging Markets Local Debt Fund | | | 5,246,190 | | | | 12,737,509 | | | | — | | | | — | | | | 510,815 | | | | 7,386,861 | |
Floating Rate Treasury Fund | | | — | | | | — | | | | 15,676,208,753 | | | | 14,385,929,046 | | | | 1,881,290,008 | | | | 3,794,241,591 | |
Interest Rate Hedged High Yield Bond Fund | | | 25,377,179 | | | | 24,285,671 | | | | — | | | | — | | | | 12,524,667 | | | | 8,312,657 | |
Interest Rate Hedged U.S. Aggregate Bond Fund | | | 5,724,556 | | | | 11,338,972 | | | | 95,323,353 | | | | 111,291,218 | | | | 17,047,987 | | | | 34,758,473 | |
Mortgage Plus Bond Fund | | | 3,459,841 | | | | 379,395 | | | | 38,807,589 | | | | 21,497,100 | | | | — | | | | — | |
Voya Yield Enhanced USD Universal Bond Fund | | | 9,535,075 | | | | 7,888,890 | | | | 235,724,062 | | | | 224,667,421 | | | | 55,509,909 | | | | — | |
Yield Enhanced U.S. Aggregate Bond Fund | | | 90,549,297 | | | | 85,971,456 | | | | 347,285,236 | | | | 352,121,436 | | | | 67,128,197 | | | | 63,963,082 | |
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | | | 14,979,168 | | | | 15,264,803 | | | | 78,077,154 | | | | 82,055,707 | | | | 3,375,448 | | | | 53,164,833 | |
Alternative Income Fund | | | 1,809,265 | | | | 2,025,156 | | | | — | | | | — | | | | 3,765,859 | | | | — | |
Efficient Gold Plus Equity Strategy Fund (consolidated) | | | 609,198 | | | | 606,523 | | | | — | | | | — | | | | 2,295,329 | | | | — | |
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | | | 450,230 | | | | 781,082 | | | | — | | | | — | | | | — | | | | — | |
Enhanced Commodity Strategy Fund (consolidated) | | | — | | | | 2,059,789 | | | | — | | | | — | | | | — | | | | — | |
Managed Futures Strategy Fund (consolidated) | | | 1,680,869 | | | | — | | | | — | | | | — | | | | — | | | | — | |
PutWrite Strategy Fund | | | 828,823 | | | | 1,036,328 | | | | — | | | | — | | | | — | | | | — | |
Target Range Fund | | | — | | | | 13,794,274 | | | | — | | | | — | | | | — | | | | — | |
| 1 | For the period December 20, 2023 (commencement of operations) through February 29, 2024. |
6. FEDERAL INCOME TAXES
At February 29, 2024, 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 | | $ | 173,932,855 | | | $ | 9,970 | | | $ | (17,479 | ) | | $ | (7,509 | ) | | | | | | $ | 79,008 | | | $ | (22,429 | ) | | $ | 56,579 | | | $ | 49,070 | |
Emerging Currency Strategy Fund | | | 6,839,426 | | | | 645 | | | | (120 | ) | | | 525 | | | | | | | | 4,315 | | | | (13,494 | ) | | | (9,179 | ) | | | (8,654 | ) |
Bianco Total Return Fund | | | 3,970,013 | | | | 2,252 | | | | (29,804 | ) | | | (27,552 | ) | | | | | | | — | | | | — | | | | — | | | | (27,552 | ) |
Emerging Markets Corporate Bond Fund | | | 47,371,885 | | | | 649,622 | | | | (2,142,478 | ) | | | (1,492,856 | ) | | | | | | | — | | | | — | | | | — | | | | (1,492,856 | ) |
Emerging Markets Local Debt Fund | | | 90,760,285 | | | | 1,958,444 | | | | (10,625,928 | ) | | | (8,667,484 | ) | | | | | | | 2,865 | | | | (11,511 | ) | | | (8,646 | ) | | | (8,676,130 | ) |
Floating Rate Treasury Fund | | | 17,338,994,946 | | | | 3,745,187 | | | | (790,296 | ) | | | 2,954,891 | | | | | | | | — | | | | — | | | | — | | | | 2,954,891 | |
Interest Rate Hedged High Yield Bond Fund | | | 174,683,976 | | | | 1,497,347 | | | | (8,756,343 | ) | | | (7,258,996 | ) | | | | | | | — | | | | — | | | | — | | | | (7,258,996 | ) |
Interest Rate Hedged U.S. Aggregate Bond Fund | | | 180,571,476 | | | | 516,244 | | | | (11,257,999 | ) | | | (10,741,755 | ) | | | | | | | 25,175 | | | | (60 | ) | | | 25,115 | | | | (10,716,640 | ) |
Mortgage Plus Bond Fund | | | 48,868,575 | | | | 411,616 | | | | (2,696,684 | ) | | | (2,285,068 | ) | | | | | | | — | | | | — | | | | — | | | | (2,285,068 | ) |
Voya Yield Enhanced USD Universal Bond Fund | | | 1,207,813,043 | | | | 5,348,053 | | | | (32,368,928 | ) | | | (27,020,875 | ) | | | | | | | — | | | | — | | | | — | | | | (27,020,875 | ) |
Yield Enhanced U.S. Aggregate Bond Fund | | | 978,967,957 | | | | 4,419,882 | | | | (66,210,522 | ) | | | (61,790,640 | ) | | | | | | | 11,006 | | | | — | | | | 11,006 | | | | (61,779,634 | ) |
Notes to Financial Statements (unaudited) (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) | |
Yield Enhanced U.S. Short-Term Aggregate Bond Fund | | $ | 43,026,054 | | | $ | 103,408 | | | $ | (1,067,318 | ) | | $ | (963,910 | ) | | | | | | $ | — | | | $ | — | | | $ | — | | | $ | (963,910 | ) |
Alternative Income Fund | | | 18,228,204 | | | | 556,185 | | | | (1,440,150 | ) | | | (883,965 | ) | | | | | | | — | | | | — | | | | — | | | | (883,965 | ) |
Efficient Gold Plus Equity Strategy Fund (consolidated)2 | | | 12,667,768 | | | | 2,968,789 | | | | (182,404 | ) | | | 2,786,385 | | | | | | | | — | | | | — | | | | — | | | | 2,786,385 | |
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 | | | 8,214,077 | | | | 213,187 | | | | (2,399,932 | ) | | | (2,186,745 | ) | | | | | | | — | | | | — | | | | — | | | | (2,186,745 | ) |
Enhanced Commodity Strategy Fund (consolidated)2 | | | 129,574,376 | | | | 7,837 | | | | (15,379,224 | ) | | | (15,371,387 | ) | | | | | | | — | | | | — | | | | — | | | | (15,371,387 | ) |
Managed Futures Strategy Fund (consolidated)2 | | | 240,164,203 | | | | 10,426 | | | | (47,840,115 | ) | | | (47,829,689 | ) | | | | | | | — | | | | — | | | | — | | | | (47,829,689 | ) |
PutWrite Strategy Fund | | | 88,018,312 | | | | 13,125 | | | | (4,765 | ) | | | 8,360 | | | | | | | | 507,897 | | | | — | | | | 507,897 | | | | 516,257 | |
Target Range Fund | | | 55,386,572 | | | | 3,000,616 | | | | (4,558 | ) | | | 2,996,058 | | | | | | | | — | | | | (1,265,118 | ) | | | (1,265,118 | ) | | | 1,730,940 | |
| 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. |
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 Assets and Liabilities in “Receivables: Foreign tax reclaims”.
7. SUBSEQUENT EVENT
Effective April 3, 2024, for WTMF and April 5, 2024, for GCC (collectively, the “Funds”), the Funds may invest up to 10% of its net assets in any combination of shares of one or more exchange-traded products that primarily hold bitcoin (each, a “bitcoin ETP”) and bitcoin futures contracts. The Funds may invest in the WisdomTree Bitcoin Fund (ticker: BTCW), a bitcoin ETP sponsored by an affiliate of WTAM.
8. ADDITIONAL INFORMATION
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
Notes to Financial Statements (unaudited) (concluded)
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.
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 an 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.
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)
Consideration of the Approval and Renewal of Investment Advisory and Sub-Advisory Agreements
At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held on September 18-19, 2023 (the “Meeting”), the Trustees, including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the renewal of (i) the investment advisory agreements between WisdomTree Asset Management, Inc. (“WTAM”) and the Trust, on behalf of its applicable series (each, a “Fund,” and, collectively, the “Funds”), pursuant to which WTAM provides the Funds with investment advisory services (the “Advisory Agreements”), and (ii) each respective sub-advisory agreement between WTAM and Mellon Investments Corporation (“Mellon”), Voya Investment Management Co. LLC (“Voya”), and Newton Investment Management North America, LLC (“Newton,” and, together with Mellon and Voya, the “Sub-Advisers”), pursuant to which the Sub-Advisers coordinate the investment and reinvestment of the assets of the applicable Funds (“Sub-Advisory Agreements” and, together with the Advisory Agreements, the “Agreements”).
The Trustees requested, and WTAM provided, such information as the Trustees, with advice from counsel to the Trust and independent legal counsel, deemed reasonably necessary to evaluate the Agreements. At a meeting of a committee of Independent Trustees (the “Contracts Review Committee”) held on August 18, 2023, representatives from WTAM presented detailed information to the Trustees relating to the continuance of the Agreements, and the Trustees, including the Independent Trustees, reviewed and discussed such information. Further information was presented at the Board’s request at the Meeting.
The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Advisers. In considering the approval and renewal of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered. Each Fund was considered separately.
Analysis of Nature, Extent, and Quality of Services Provided to the Funds. The Board considered information provided to them at the Meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the Funds, recognizing WTAM’s and the Sub-Advisers’ operational capabilities and resources. The Board also discussed the role of WisdomTree, Inc. (“WT”), the parent of WTAM, as index provider to certain Funds, which comprise the substantial majority of assets in the WisdomTree fund complex. The Board noted that the strategies represented by those Funds tracking affiliated WT indexes are unique, based on WT’s intellectual property and are only available for use by applicable Funds through WTAM. The Board noted WTAM’s belief that shareholders have invested in such Funds on the strength of WT’s intellectual property and WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Funds based on the WT indexes. The Board also noted the extensive responsibilities that WTAM has as investment adviser to the Funds, including: the selection of, and supervisory responsibilities and activities over, the Sub-Advisers, including oversight of the Sub-Advisers’ adherence to each Fund’s investment strategy and restrictions, monitoring of the Sub-Advisers’ buying and selling of securities and derivatives transactions, review of the Sub-Advisers’ performance, review of proxies voted by the Sub-Advisers and oversight of, and the provision of consultation to, the Sub-Advisers with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Funds’ portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Funds. The Board also considered research support available to, and management capabilities of, the Funds’ management personnel and that WTAM provides oversight of day-to-day Fund operations, including fund accounting, tax matters, administration, compliance and legal assistance in meeting disclosure and regulatory requirements. Based on management’s representations, the Board expected that there would be no reduction in the scope of services required by or provided by WTAM and the Sub-Advisers under the relevant Agreements. The Board noted that WTAM has continued to commit significant resources toward the fund complex and has made substantial investments to improve the services offered by WTAM, which benefit Fund shareholders.
Based on review of this information and the other factors considered at the Meeting, the Board concluded that the nature, extent and quality of services provided by WTAM and the Sub-Advisers under the Advisory Agreements and Sub-Advisory Agreements, respectively, are adequate and appropriate and supported the Board’s approval of the approval and renewal of the Agreements.
Comparative Analysis of the Funds’ Performance and Management Fee and Expense Ratio. The Board reviewed reports prepared by Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, which included information (1) measuring each index Fund’s performance by how well it tracked the relevant benchmark index, (2) comparing, with respect to the actively-managed Funds, each Fund’s performance with the performance of a group of comparable funds (the “Performance Group”) for various periods ended May 31, 2023, and (3) comparing each Fund’s actual management fees and total expenses with those of a group of comparable funds (the “Expense Group”) and, with respect to total expenses, with a broader group of funds (the “Expense Universe”), the information from which was derived in part from fund financial statements available to Broadridge as of the date of its analysis. The Contracts Review Committee and the Independent Trustees previously had reviewed and discussed the methodology Broadridge used to select the Performance Groups, Expense Groups and Expense Universes. The Board noted that the Performance Groups, Expense Groups and Expense Universes included only pure-index and index-based exchange traded funds (“ETFs”) as comparison funds, except that the Performance Groups, Expense Groups and Expense Universes
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)
for the actively-managed Funds included only actively-managed ETFs and mutual funds as comparison funds. The Board also noted that due to the special characteristics of certain Funds, there are limitations in providing comparable funds in the Performance Groups, Expense Groups and Expense Universes, and the information in the Broadridge reports may or may not provide meaningful direct comparisons to the Funds.
The Board discussed the index Funds’ performance, noting that the substantial majority of index Funds seek to track their own WisdomTree benchmark index. During the prior year, the Board received periodic reports on the Funds’ performance in comparison to their relevant benchmark indexes. The Board also discussed the performance of the actively-managed Funds and noted that total return performance of the Funds was variously above, at and below the relevant Performance Group medians for the time periods measured.
The Board also reviewed the range of actual management fees and total expenses of the Expense Group funds and, with respect to total expenses, Expense Universe funds, and discussed the results of the comparisons. With respect to comparisons of actual management fees, the Board noted the Funds’ unitary fee structure and that the Expense Groups and Expense Universes generally included both ETFs with and without a unitary fee structure. The Board also noted that certain comparison funds in certain Expense Groups and Expense Universes benefited from waivers of all or a portion of their management fees and reimbursement of certain operating expenses. The Board noted that the total expenses of many of the Funds were within five basis points of the median or average total expenses of the funds in the Funds’ respective Expense Groups. In those specific instances where a Fund’s total expenses departed more significantly from comparative funds, the Independent Trustees sought explanations from WTAM, which generally attributed the disparities to the limitations within peer data and/or the unique attributes of a Fund.
The Board considered the fees to the Sub-Advisers in relation to the fees paid to WTAM by the Funds and the respective services provided by the Sub-Advisers and WTAM. The Board also noted that the Sub-Advisers’ fees are paid by WTAM (out of its fee paid by the relevant Funds) and not the Funds. The Board considered the meaningful differences in the services that WTAM provides to the Funds as compared to the Sub-Advisers, including that the role of a Sub-Adviser in making investment recommendations with respect to a Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the role of a Sub-Adviser in making investment recommendations with respect to a Fund that is model-based, with oversight by WTAM in seeking to ensure consistency with such quantitative models. The Board also considered the entrepreneurial and expense risk borne by WTAM that is associated with Funds’ unitary fee structure, which frequently includes minimum fees (such as those to a Sub-Adviser), regardless of whether the asset size of a Fund has grown to a sufficient size.
Based on this review and the other factors considered at the Meeting, the Board concluded that, with respect to each Fund, the Fund’s performance, the fees paid to WTAM and the relevant Sub-Adviser and the Fund’s total expenses supported the Board’s approval and renewal of the relevant Agreements.
Analysis of Profitability and Economies of Scale. WTAM representatives reviewed the expenses allocated and profit received by WTAM and the resulting profitability percentage for managing each Fund and the aggregate profitability percentage to WTAM for managing the WisdomTree fund complex, and the method used to determine the expenses and profit. The Board considered the profitability analysis (1) as part of its evaluation of whether the fees under the Agreements bear a reasonable relationship to the mix of services provided by WTAM and the Sub-Advisers, including the nature, extent and quality of such services, and (2) in light of the relevant circumstances for each Fund and the extent to which economies of scale would be realized if the Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders. WTAM representatives noted that a discussion of economies of scale is predicated on a Fund having achieved a substantial size and that, if a Fund’s assets had been decreasing, the possibility that WTAM may have realized material economies of scale would be less. WTAM representatives also noted that, as a result of shared and allocated costs among the WisdomTree funds, the extent of economies of scale could depend substantially on the level of assets in the fund complex as a whole and the relative size and asset size changes among the Funds. The Board noted that, in the past, certain Funds had grown rapidly over a relatively short period of time after longer periods of slow or no growth, during which there were years of losses for WTAM in managing such Funds that had only recently turned profitable and years of substantial cumulative losses to WTAM in managing the fund complex as a whole. WTAM representatives stated that there has been significant volatility in the assets of individual Funds and in the fund complex as a whole over time (including volatility in profitability) and that it was not clear that current asset levels will be maintained. WTAM representatives noted that assets in certain Funds have diminished at times at a rapid rate (including during the last year) and could continue to do so. WTAM representatives also noted that economies of scale currently are shared with the Funds by way of the unitary fee structure of the Trust, as well as through additional investment in the WisdomTree business. The Board noted that the Contracts Review Committee had focused on the issue of economies of scale during its meetings. The Board also noted that it would continue to monitor the sharing of economies of scale, focusing in particular on Funds that have experienced significant asset growth, to determine the appropriateness of adding breakpoints in the future. The Board also considered potential benefits to WTAM and the Sub-Advisers from acting as investment adviser and sub-advisers, respectively, and noted that there were no soft dollar arrangements in effect for trading the Funds’ investments. Based on this review, the Board concluded that the profitability results were consistent with the services rendered and service levels provided by WTAM and the entrepreneurial risk WTAM has undertaken over time.
* * * * * *
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)
At the conclusion of these discussions, the Board agreed that it had been furnished with sufficient information to make an informed business decision with respect to the approval to renew the Agreements. In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its previous knowledge, gained through meetings and other interactions with WTAM and the Sub-Advisers, of the Funds and the services provided to the Funds by WTAM and the Sub-Advisers. The Board also relied on information received on a routine and regular basis throughout the year relating to the operations of the Funds and the investment advisory and other services provided under the Agreements. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the renewal of the Agreements.
Consideration of the Approval of Investment Advisory and Sub-Advisory Agreements
WisdomTree Bianco Total Return Fund (the “Fund”)
At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held on September 18-19, 2023, the Trustees, including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the approval of the investment advisory agreement (the “Advisory Agreement”), pursuant to which WisdomTree Asset Management, Inc. (“WTAM”) will provide the Fund with investment advisory services, and the Sub-Advisory Agreement (together with the Advisory Agreement, the “Agreements”), pursuant to which Mellon Investments Corporation (the “Sub-Adviser”) will coordinate the investment and reinvestment of the assets of the WisdomTree Bianco Total Return Fund.
In considering whether to approve the Agreements, the Trustees considered and discussed information and analysis provided by WTAM and Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data. The Trustees noted that representatives from WTAM presented preliminary information to the Trustees regarding the Fund’s proposed investment objective and principal investment strategies and risks at a meeting of the Trust’s Investment Committee, a committee of Independent Trustees, on June 21, 2023. The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Adviser. In considering the approval of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered.
Analysis of Nature, Extent, and Quality of Services to be Provided to the Fund. The Board considered information provided to them at the meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the WisdomTree funds, recognizing WTAM’s and the Sub-Adviser’s operational capabilities and resources. It was noted that the Fund would be passively managed. The Board noted WTAM’s belief that shareholders will invest in the Fund on the strength of WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Fund. The Board also noted the extensive responsibilities that WTAM will have as investment adviser to the Fund, including: the selection of, and supervisory responsibilities and activities over, the Sub-Adviser, including oversight of the Sub-Adviser’s adherence to the Fund’s investment strategy and restrictions, monitoring of the Sub-Adviser’s buying and selling of securities and derivatives transactions, review of the Sub- Adviser’s performance, review of proxies voted by the Sub-Adviser and oversight of, and the provision of consultation to, the Sub-Adviser with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Fund’s portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Fund. The Board also considered research support available to, and management capabilities of, the Fund’s management personnel and that WTAM will provide oversight of day-to-day Fund operations, including fund accounting, tax matters, administration, compliance and legal assistance in meeting disclosure and regulatory requirements.
Based on review of this information and the other factors considered at the meeting, the Board concluded that the nature, extent and quality of services to be provided by WTAM and the Sub-Adviser under the Advisory Agreement and Sub-Advisory Agreement, respectively, are adequate and appropriate and supported the Board’s approval of the Agreements.
Comparative Analysis of the Fund’s Performance, Advisory Fees and Fund Expenses. As the Fund has not yet commenced operations, the Board was not able to review the Fund’s performance. The Board discussed with WTAM representatives the portfolio management team and the investment strategies to be employed in the management of the Fund’s assets. The Board noted the reputation and experience of WTAM and the Sub-Adviser.
The Board considered the fees to be paid to WTAM by the Fund. The Board examined the fee to be paid by the Fund in light of fees paid to other investment advisers by comparable funds and the method of computing the Fund’s fee. The Board also considered the fee to be paid to the Sub-Adviser in relation to the fee to be paid to WTAM by the Fund and the respective services to be provided by the Sub-Adviser and WTAM. The Board also noted the Sub-Adviser’s fees will be paid by WTAM (out of its fee paid by the Fund) and not by the Fund. The Board considered the meaningful differences in the services that WTAM will provide to the Fund as compared to the Sub-Adviser, including that the role of the Sub-Adviser in making investment recommendations with respect to the passively
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (concluded)
managed Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the entrepreneurial and expense risk to be borne by WTAM that is associated with the Fund’s unitary fee structure, which includes minimum fees (such as those to the Sub-Adviser), regardless of whether the asset size of the Fund grows to a sufficient size. Based on this review, the Board concluded that the fees to be paid to WTAM and the Sub-Adviser supported the Board’s approval of the Agreements.
Analysis of Profitability and Economies of Scale. As the Fund has not yet commenced operations, WTAM representatives were not able to review the dollar amount of expenses allocated and profit received by WTAM, or any economies of scale. The Board considered potential benefits to WTAM and the Sub- Adviser from acting as investment adviser and sub-adviser, respectively. The Board also considered the uncertainty of the estimated asset levels and the renewal requirements for advisory agreements and their ability to review the advisory fees annually after the initial term of the Agreements. The Board determined that because the Fund had not yet commenced operations, economies of scale were not a factor, but, to the extent in the future it were determined that material economies of scale had not been shared with the Fund, the Board would seek to have those economies of scale shared with the Fund in connection with future renewals.
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In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its knowledge, gained through meetings and other interactions with WTAM and the Sub-Adviser, of other funds advised by WTAM and the Sub-Adviser. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the Agreements.
General Information (unaudited)
Proxy Voting Policies, Procedures and Record
A complete copy of the Proxy Voting Policy may be obtained upon request, at no charge, by calling 1-866-909-WISE (9473) or writing to: WisdomTree Trust, c/o Foreside Fund Services, LLC, Three Canal Plaza Suite 100, Portland, ME, 04101.
The Trust is required to disclose annually the Funds’ complete proxy voting record on Form N-PX covering the most recent 12-month period ended June 30 and to file Form N-PX with the SEC no later than August 31 of each year. The current Form N-PX for the Funds is available at no charge upon request by calling 1-866-909-WISE (9473) or through the SEC’s website at www.sec.gov.
Shareholder Reports and Quarterly Portfolio Disclosure
The Funds file their complete schedule of portfolio holdings with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. Copies of the filings are available, without charge, on the SEC’s website at www.sec.gov and are also available by calling the Trust at 1-866-909-WISE (9473). Copies of the filings may also be obtained, after paying a duplicating fee, by electronic request at the following E-mail address: publicinfo@sec.gov.
Information about each Fund’s portfolio holdings is available daily, without charge, at www.wisdomtree.com/investments.
The Statement of Additional Information (“SAI”) has additional information about the Funds’ Trustees and Officers and is available without charge upon request. Contact your financial representative for a free prospectus or SAI.
Frequency Distribution of Discounts & Premiums
Information about differences between the per share net asset value of each Fund and the market trading price of shares of each Fund are available, without charge, at www.wisdomtree.com/investments.
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.
WGM-502245
Item 2. Code of Ethics.
Not applicable.
Item 3. Audit Committee Financial Expert.
Not applicable.
Item 4. Principal Accountant Fees and Services.
Not applicable.
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Investments.
(a) | Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1 of this form. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 11. Controls and Procedures.
(a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
(b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
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(Registrant) | | WisdomTree Trust | | |
| | |
By (Signature and Title) | | /s/ Jonathan L. Steinberg | | |
| | Jonathan L. Steinberg, President | | |
| | (principal executive officer) | | |
| | |
Date: May 3, 2024 | | | | |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| | | | |
By (Signature and Title) | | /s/ Jonathan L. Steinberg | | |
| | Jonathan L. Steinberg, President | | |
| | (principal executive officer) | | |
| | |
Date: May 3, 2024 | | | | |
| | |
By (Signature and Title) | | /s/ David Castano | | |
| | David Castano, Treasurer | | |
| | (principal financial officer) | | |
| | |
Date: May 3, 2024 | | | | |